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TI

Trexquant Investment Portfolio holdings

AUM $13.9B
1-Year Est. Return 31.98%
This Fund
S&P 500
This Quarter Est. Return
+11.3%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
AUM
$1.55B
AUM Growth
+$114M
Cap. Flow
+$64.4M
Cap. Flow %
4.14%
Top 10 Hldgs %
6.82%
Holding
1,674
New
545
Increased
327
Reduced
277
Closed
525

Top Buys

Rank Stock Value
1
AZO icon
AutoZone
AZO
+$11.2M
2
V icon
Visa
V
+$10.9M
3
C icon
Citigroup
C
+$10.5M
4
XOM icon
ExxonMobil
XOM
+$9.09M
5
FDX icon
FedEx
FDX
+$8.7M

Top Sells

Rank Stock Value
1
YUM icon
Yum! Brands
YUM
+$10.4M
2
DG icon
Dollar General
DG
+$9.39M
3
CAG icon
Conagra Brands
CAG
+$9.36M
4
GE icon
GE Aerospace
GE
+$8.77M
5
MDLZ icon
Mondelez International
MDLZ
+$8.14M

Sector Composition

Rank Sector Weight
1 Technology 17.51%
2 Consumer Discretionary 15.97%
3 Healthcare 12.55%
4 Financials 10.34%
5 Industrials 9.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
A icon
1151
Agilent Technologies
A
$39.7B
– –
-4,962
Closed -$438K
ABBV icon
1152
AbbVie
ABBV
$471B
– –
-9,595
Closed -$942K
ACIW icon
1153
ACI Worldwide
ACIW
$6.18B
– –
-8,117
Closed -$219K
ACM icon
1154
Aecom
ACM
$9.45B
– –
-17,253
Closed -$648K
ADBE icon
1155
Adobe
ADBE
$106B
– –
-1,900
Closed -$827K
ADNT icon
1156
Adient
ADNT
$1.72B
– –
-36,046
Closed -$592K
ADT icon
1157
ADT
ADT
$5.43B
– –
-56,994
Closed -$455K
ADTN icon
1158
Adtran
ADTN
$688M
– –
-11,025
Closed -$121K
AEIS icon
1159
Advanced Energy
AEIS
$10.5B
– –
-9,530
Closed -$646K
AES icon
1160
AES
AES
$10.6B
– –
-77,361
Closed -$1.12M
AGX icon
1161
Argan
AGX
$7.1B
– –
-26,213
Closed -$1.24M
AGYS icon
1162
Agilysys
AGYS
$3.21B
– –
-15,870
Closed -$285K
AL
1163
DELISTED
Air Lease Corp
AL
– –
-42,281
Closed -$1.24M
ALC icon
1164
Alcon
ALC
$34.1B
– –
-13,770
Closed -$789K
ALB icon
1165
Albemarle
ALB
$13.5B
– –
-16,703
Closed -$1.29M
ALE
1166
DELISTED
Allete
ALE
– –
-3,986
Closed -$218K
ALK icon
1167
Alaska Air
ALK
$5.24B
– –
-8,695
Closed -$315K
ALL icon
1168
Allstate
ALL
$70.4B
– –
-14,069
Closed -$1.36M
ALLE icon
1169
Allegion
ALLE
$13.5B
– –
-4,480
Closed -$458K
ALLT icon
1170
Allot
ALLT
$370M
– –
-29,574
Closed -$310K
AMAT icon
1171
Applied Materials
AMAT
$367B
– –
-75,238
Closed -$4.55M
AME icon
1172
Ametek
AME
$54.6B
– –
-10,096
Closed -$902K
AMG icon
1173
Affiliated Managers Group
AMG
$9.74B
– –
-4,144
Closed -$309K
AMLP icon
1174
Alerian MLP ETF
AMLP
$12.9B
– –
-111,569
Closed -$2.75M
AMP icon
1175
Ameriprise Financial
AMP
$48.3B
– –
-26,169
Closed -$3.93M
45 46
47
48 49

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SAM
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CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
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FGP
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Trexquant Investment's Q3 2020 Portfolio in Review

As of Q3 2020, Trexquant Investment held 1,674 positions worth $1.55B, up 7.9% from $1.44B the previous quarter. Its ten largest holdings account for 6.8% of the portfolio.

Trexquant Investment deployed $64.4M of net new capital in Q3 2020, opening 545 new positions and adding to 327 existing holdings. Its largest new stake was AutoZone: 9,451 shares worth $11.1M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 19% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Dollar General, an estimated $9.39M trimmed.

  • Trexquant Investment's largest Q3 2020 buy was AutoZone: 9,451 shares worth $11.1M.
  • Trexquant Investment added most to Boston Scientific in Q3 2020, an estimated $7.02M increase.
  • Trexquant Investment's biggest Q3 2020 reduction was Dollar General, cutting an estimated $9.39M.
  • Trexquant Investment fully exited Yum! Brands in Q3 2020, selling an estimated $10.4M.
  • Trexquant Investment's ten largest holdings make up 6.8% of its $1.55B portfolio in Q3 2020.
  • Trexquant Investment opened 545 new positions and closed 525 in Q3 2020.
  • Trexquant Investment's portfolio value rose 7.9% quarter-over-quarter to $1.55B.

Based on Trexquant Investment's 13F filing for Q3 2020, filed 6 Nov 2020.