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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
MOD icon
1426
Modine Manufacturing
MOD
$11B
– –
-33,503
Closed -$185K
MOFG
1427
DELISTED
MidWestOne Financial Group
MOFG
– –
-13,486
Closed -$270K
MOMO
1428
Hello Group
MOMO
$869M
– –
-122,363
Closed -$2.14M
MOV icon
1429
Movado Group
MOV
$846M
– –
-13,312
Closed -$144K
MRNA icon
1430
Moderna
MRNA
$22.1B
– –
-68,456
Closed -$4.4M
MSA icon
1431
Mine Safety
MSA
$6.94B
– –
-2,486
Closed -$284K
MSI icon
1432
Motorola Solutions
MSI
$73.1B
– –
-38,760
Closed -$5.43M
MTG icon
1433
MGIC Investment
MTG
$6.47B
– –
-48,960
Closed -$401K
MTN icon
1434
Vail Resorts
MTN
$5.6B
– –
-1,153
Closed -$210K
MTUM icon
1435
iShares MSCI USA Momentum Factor ETF
MTUM
$24.4B
– –
-1,954
Closed -$256K
MTW icon
1436
Manitowoc
MTW
$527M
– –
-16,153
Closed -$176K
MTX icon
1437
Minerals Technologies
MTX
$2.33B
– –
-13,410
Closed -$629K
NCLH icon
1438
Norwegian Cruise Line
NCLH
$9.74B
– –
-40,052
Closed -$658K
NET icon
1439
Cloudflare
NET
$93.7B
– –
-28,768
Closed -$1.03M
NEU icon
1440
NewMarket
NEU
$7.2B
– –
-939
Closed -$376K
NGVT icon
1441
Ingevity
NGVT
$2.59B
– –
-10,640
Closed -$559K
NOBL icon
1442
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
– –
-7,422
Closed -$250K
NOMD icon
1443
Nomad Foods
NOMD
$1.7B
– –
-26,120
Closed -$560K
NOVT icon
1444
Novanta
NOVT
$5.04B
– –
-3,111
Closed -$332K
NSC icon
1445
Norfolk Southern
NSC
$76.1B
– –
-4,556
Closed -$800K
NSP icon
1446
Insperity
NSP
$2.01B
– –
-14,119
Closed -$914K
NTB icon
1447
Bank of N.T. Butterfield & Son
NTB
$2.37B
– –
-10,589
Closed -$258K
NTNX icon
1448
Nutanix
NTNX
$16B
– –
-46,555
Closed -$1.1M
NTR icon
1449
Nutrien
NTR
$33.3B
– –
-68,647
Closed -$2.2M
NVDA icon
1450
NVIDIA
NVDA
$4.77T
– –
-472,240
Closed -$4.49M
56 57
58
59 60

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CM
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X
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WHG
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PSCM
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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.