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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
+26.28%
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
$944M
AUM Growth
-$610M
Cap. Flow
-$766M
Cap. Flow %
-81.17%
Top 10 Hldgs %
7.98%
Holding
1,674
New
525
Increased
114
Reduced
335
Closed
700

Top Buys

Rank Stock Value
1
COP icon
ConocoPhillips
COP
+$7.61M
2
UBER icon
Uber
UBER
+$6.87M
3
ABT icon
Abbott
ABT
+$6.56M
4
MU icon
Micron Technology
MU
+$6.33M
5
LRCX icon
Lam Research
LRCX
+$6.12M

Top Sells

Rank Stock Value
1
NIO icon
NIO
NIO
+$11.4M
2
ROKU icon
Roku
ROKU
+$10.8M
3
CVNA icon
Carvana
CVNA
+$10.1M
4
AZO icon
AutoZone
AZO
+$9.33M
5
INTU icon
Intuit
INTU
+$9.12M

Sector Composition

Rank Sector Weight
1 Technology 21.78%
2 Healthcare 16.14%
3 Consumer Discretionary 12.82%
4 Industrials 11.86%
5 Financials 10.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RWX icon
1426
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
– –
-17,983
Closed -$534K
RYAAY icon
1427
Ryanair
RYAAY
$31.1B
– –
-22,480
Closed -$735K
RYZ
1428
Ryerson Holding Corp
RYZ
$1.61B
– –
-36,244
Closed -$208K
SAP icon
1429
SAP
SAP
$209B
– –
-2,644
Closed -$412K
SBGI icon
1430
Sinclair Inc
SBGI
$1.02B
– –
-13,694
Closed -$263K
SBSW icon
1431
Sibanye-Stillwater
SBSW
$5.93B
– –
-104,999
Closed -$1.17M
SCHB icon
1432
Schwab US Broad Market ETF
SCHB
$42.9B
– –
-110,340
Closed -$1.47M
SCHH icon
1433
Schwab US REIT ETF
SCHH
$11.7B
– –
-18,270
Closed -$323K
SCHL icon
1434
Scholastic
SCHL
$766M
– –
-58,270
Closed -$1.22M
SCHM icon
1435
Schwab US Mid-Cap ETF
SCHM
$14.5B
– –
-15,471
Closed -$286K
SCHO icon
1436
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
– –
-21,710
Closed -$559K
SCHX icon
1437
Schwab US Large- Cap ETF
SCHX
$71.3B
– –
-106,782
Closed -$1.44M
SCPH
1438
DELISTED
scPharmaceuticals
SCPH
– –
-11,087
Closed -$83K
SHOE
1439
Shoe Station Group
SHOE
$431M
– –
-40,262
Closed -$676K
SEE
1440
DELISTED
Sealed Air
SEE
– –
-45,386
Closed -$1.76M
SFM icon
1441
Sprouts Farmers Market
SFM
$7.31B
– –
-46,001
Closed -$963K
SFNC icon
1442
Simmons First National
SFNC
$3.39B
– –
-37,566
Closed -$596K
SGMO
1443
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-148,502
Closed -$1.4M
SHOP icon
1444
Shopify
SHOP
$169B
– –
-19,570
Closed -$2M
SHV icon
1445
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-22,469
Closed -$2.49M
SIGI icon
1446
Selective Insurance
SIGI
$5.63B
– –
-8,724
Closed -$449K
SIMO icon
1447
Silicon Motion
SIMO
$7.51B
– –
-9,652
Closed -$365K
SIRI icon
1448
SiriusXM
SIRI
$10.7B
– –
-71,650
Closed -$3.84M
SLAB icon
1449
Silicon Laboratories
SLAB
$7.17B
– –
-11,970
Closed -$1.17M
SLM icon
1450
SLM Corp
SLM
$4.74B
– –
-27,013
Closed -$219K
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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BIP
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SA
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FGP
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Trexquant Investment's Q4 2020 Portfolio in Review

As of Q4 2020, Trexquant Investment held 1,674 positions worth $944M, down 39% from $1.55B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

Trexquant Investment withdrew a net $766M in Q4 2020, closing 700 positions and reducing 335 holdings. Its most notable exit was Carvana, an estimated $10.1M position sold in full.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 18% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Trexquant Investment opened a new position in ConocoPhillips worth $8.25M.

  • Trexquant Investment's largest Q4 2020 buy was ConocoPhillips: 206,379 shares worth $8.25M.
  • Trexquant Investment added most to Lam Research in Q4 2020, an estimated $6.12M increase.
  • Trexquant Investment's biggest Q4 2020 reduction was NIO, cutting an estimated $11.4M.
  • Trexquant Investment fully exited Carvana in Q4 2020, selling an estimated $10.1M.
  • Trexquant Investment's ten largest holdings make up 8% of its $944M portfolio in Q4 2020.
  • Trexquant Investment opened 525 new positions and closed 700 in Q4 2020.
  • Trexquant Investment's portfolio value fell 39% quarter-over-quarter to $944M.

Based on Trexquant Investment's 13F filing for Q4 2020, filed 11 Feb 2021.