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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
QUAL icon
126
iShares MSCI USA Quality Factor ETF
QUAL
$46B
$3.3M 0.21%
31,845
+12,942
+68% +$1.33M
SWBI icon
127
Smith & Wesson
SWBI
$666M
$3.29M 0.21%
211,944
+9,350
+5% +$165K
ITOT icon
128
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
$3.26M 0.21%
43,151
+20,187
+88% +$1.51M
HSIC icon
129
Henry Schein
HSIC
$9.64B
$3.25M 0.21%
55,340
+27,093
+96% +$1.74M
BBBY
130
DELISTED
Bed Bath & Beyond Inc
BBBY
$3.21M 0.21%
214,421
+13,450
+7% +$155K
OKE icon
131
Oneok
OKE
$56.4B
$3.14M 0.2%
120,945
+80,381
+198% +$2.24M
MDY icon
132
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$3.14M 0.2%
9,265
+5,839
+170% +$1.99M
APH icon
133
Amphenol
APH
$184B
$3.13M 0.2%
115,772
+45,220
+64% +$1.19M
HAL icon
134
Halliburton
HAL
$26.8B
$3.1M 0.2%
257,234
-51,877
-17% -$751K
ADI icon
135
Analog Devices
ADI
$181B
$3.08M 0.2%
+26,430
New +$3.09M
IWM icon
136
iShares Russell 2000 ETF
IWM
$80.3B
$3.07M 0.2%
20,501
+17,213
+524% +$2.59M
KO icon
137
Coca-Cola
KO
$362B
$3M 0.19%
60,678
-94,759
-61% -$4.56M
IDXX icon
138
Idexx Laboratories
IDXX
$43.9B
$2.99M 0.19%
+7,608
New +$2.81M
MMM icon
139
3M
MMM
$91.9B
$2.94M 0.19%
21,972
+3,257
+17% +$438K
WCN
140
Waste Connections
WCN
$42.7B
$2.88M 0.19%
+27,696
New +$2.77M
CTLT
141
DELISTED
CATALENT, INC.
CTLT
$2.87M 0.18%
33,531
+21,526
+179% +$1.82M
TFC icon
142
Truist Financial
TFC
$63.7B
$2.86M 0.18%
+75,235
New +$2.83M
BAH icon
143
Booz Allen Hamilton
BAH
$8.59B
$2.85M 0.18%
34,395
+5,336
+18% +$437K
IWR icon
144
iShares Russell Mid-Cap ETF
IWR
$56.1B
$2.83M 0.18%
49,308
+22,611
+85% +$1.29M
HPQ icon
145
HP
HPQ
$24.3B
$2.81M 0.18%
+147,760
New +$2.7M
IEMG icon
146
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$2.8M 0.18%
+53,091
New +$2.78M
WSM icon
147
Williams-Sonoma
WSM
$27.6B
$2.8M 0.18%
61,838
-55,548
-47% -$2.47M
FTCH
148
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$2.79M 0.18%
110,892
-54,228
-33% -$1.34M
IJH icon
149
iShares Core S&P Mid-Cap ETF
IJH
$123B
$2.79M 0.18%
75,160
+17,055
+29% +$638K
T icon
150
AT&T
T
$167B
$2.78M 0.18%
128,940
-36,939
-22% -$826K
4 5
6
7 8

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CM
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WHG
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PSCM
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BIP
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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.