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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
JAX
1651
DELISTED
J. Alexander's Holdings, Inc.
JAX
– –
-36,220
Closed -$178K
CHMA
1652
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-27,837
Closed -$150K
PROS
1653
DELISTED
ProSight Global, Inc.
PROS
– –
-10,234
Closed -$91K
PRSP
1654
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-28,812
Closed -$669K
GWPH
1655
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-10,946
Closed -$1.34M
IPHI
1656
DELISTED
INPHI CORPORATION
IPHI
– –
-33,459
Closed -$3.93M
SINA
1657
DELISTED
Sina Corp
SINA
– –
-16,351
Closed -$587K
BMCH
1658
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-8,734
Closed -$220K
HDS
1659
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-64,833
Closed -$2.25M
MLPI
1660
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-12,236
Closed -$140K
MYOK
1661
DELISTED
MyoKardia, Inc. Common Stock
MYOK
– –
-2,784
Closed -$269K
LVGO
1662
DELISTED
Livongo Health, Inc. Common Stock
LVGO
– –
-25,318
Closed -$1.9M
NBL
1663
DELISTED
Noble Energy, Inc.
NBL
– –
-255,445
Closed -$2.29M
MNTA
1664
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-6,922
Closed -$230K
PRNB
1665
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
– –
-15,104
Closed -$903K
FBC
1666
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-16,097
Closed -$474K
IBTX
1667
DELISTED
Independent Bank Group, Inc.
IBTX
– –
-14,181
Closed -$575K
REGI
1668
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-10,580
Closed -$262K
BBL
1669
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-49,549
Closed -$2.04M
CHU
1670
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-64,060
Closed -$349K
STMP
1671
DELISTED
Stamps.com, Inc.
STMP
– –
-4,920
Closed -$904K
DCOM
1672
DELISTED
Dime Community Bancshares
DCOM
– –
-20,047
Closed -$275K
CIT
1673
DELISTED
CIT Group Inc.
CIT
– –
-21,413
Closed -$444K
AZPN
1674
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-6,418
Closed -$665K
63 64 65 66
67

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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.