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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
SIRI icon
101
SiriusXM
SIRI
$10.5B
$3.84M 0.25%
71,650
+4,968
+7% +$285K
MSFT icon
102
Microsoft
MSFT
$2.89T
$3.83M 0.25%
+18,225
New +$3.83M
LYB icon
103
LyondellBasell Industries
LYB
$18.9B
$3.82M 0.25%
+54,144
New +$3.74M
SYK icon
104
Stryker
SYK
$129B
$3.81M 0.25%
18,276
-33,194
-64% -$6.45M
OLLI icon
105
Ollie's Bargain Outlet
OLLI
$4.04B
$3.79M 0.24%
43,425
-26,208
-38% -$2.56M
NOW icon
106
ServiceNow
NOW
$109B
$3.77M 0.24%
38,915
+15,805
+68% +$1.41M
MRVL icon
107
Marvell Technology
MRVL
$170B
$3.77M 0.24%
+94,897
New +$3.49M
BDX icon
108
Becton Dickinson
BDX
$43.8B
$3.74M 0.24%
+16,489
New +$4.05M
USMV icon
109
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$3.66M 0.24%
57,400
+20,872
+57% +$1.32M
XLV icon
110
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$3.64M 0.23%
34,521
+18,613
+117% +$1.96M
CL icon
111
Colgate-Palmolive
CL
$73.6B
$3.62M 0.23%
+46,969
New +$3.58M
CXO
112
DELISTED
CONCHO RESOURCES INC.
CXO
$3.59M 0.23%
81,455
-47,851
-37% -$2.39M
FCX icon
113
Freeport-McMoran
FCX
$90.2B
$3.57M 0.23%
228,135
-209,548
-48% -$3.02M
DKS icon
114
Dick's Sporting Goods
DKS
$18.4B
$3.56M 0.23%
61,485
-16,094
-21% -$783K
VALE icon
115
Vale
VALE
$62.9B
$3.53M 0.23%
334,065
-32,278
-9% -$362K
F icon
116
Ford
F
$58.5B
$3.5M 0.23%
526,219
+227,839
+76% +$1.54M
RMD icon
117
ResMed
RMD
$29.5B
$3.47M 0.22%
+20,239
New +$3.74M
BR icon
118
Broadridge
BR
$17.7B
$3.41M 0.22%
+25,809
New +$3.45M
VUG icon
119
Vanguard Growth ETF
VUG
$216B
$3.38M 0.22%
89,220
-1,482
-2% -$54.7K
INTC icon
120
Intel
INTC
$462B
$3.38M 0.22%
65,221
-104,456
-62% -$5.43M
AMCR icon
121
Amcor
AMCR
$20.9B
$3.36M 0.22%
60,848
+50,659
+497% +$2.76M
PLUG icon
122
Plug Power
PLUG
$2.87B
$3.35M 0.22%
+250,071
New +$2.76M
DE icon
123
Deere & Co
DE
$169B
$3.33M 0.21%
15,021
+9,454
+170% +$1.83M
EBAY icon
124
eBay
EBAY
$50.3B
$3.32M 0.21%
63,748
+47,169
+285% +$2.6M
PH icon
125
Parker-Hannifin
PH
$124B
$3.3M 0.21%
+16,329
New +$3.21M
3 4
5
6 7

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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.