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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
ADP icon
151
Automatic Data Processing
ADP
$103B
$2.77M 0.18%
19,858
-40,815
-67% -$5.72M
LKQ icon
152
LKQ Corp
LKQ
$6.72B
$2.74M 0.18%
+98,818
New +$2.91M
CFG icon
153
Citizens Financial Group
CFG
$29.9B
$2.74M 0.18%
108,270
-31,409
-22% -$797K
WING icon
154
Wingstop
WING
$3.75B
$2.74M 0.18%
+20,026
New +$2.94M
EFA icon
155
iShares MSCI EAFE ETF
EFA
$76.5B
$2.73M 0.18%
+42,911
New +$2.75M
PTON icon
156
Peloton Interactive
PTON
$2.68B
$2.71M 0.17%
27,349
+2,804
+11% +$206K
BJ icon
157
BJs Wholesale Club
BJ
$12.2B
$2.7M 0.17%
64,989
+50,800
+358% +$2.1M
MTB icon
158
M&T Bank
MTB
$35.8B
$2.7M 0.17%
29,275
+26,494
+953% +$2.71M
DT icon
159
Dynatrace
DT
$12.7B
$2.67M 0.17%
65,158
+12,088
+23% +$495K
VWO icon
160
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$2.67M 0.17%
61,679
+47,018
+321% +$2.04M
XLY icon
161
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$2.66M 0.17%
36,246
+1,900
+6% +$134K
MASI
162
DELISTED
Masimo
MASI
$2.66M 0.17%
11,283
+4,247
+60% +$952K
CNK icon
163
Cinemark Holdings
CNK
$3.9B
$2.65M 0.17%
+264,892
New +$3.3M
SMH icon
164
VanEck Semiconductor ETF
SMH
$64.9B
$2.6M 0.17%
29,896
+8,640
+41% +$724K
QVCGA
165
DELISTED
QVC Group Inc Series A
QVCGA
$2.6M 0.17%
7,243
+6,769
+1,428% +$3.2M
EMR icon
166
Emerson Electric
EMR
$82.7B
$2.59M 0.17%
+39,510
New +$2.6M
EFX icon
167
Equifax
EFX
$21.2B
$2.58M 0.17%
16,447
+14,983
+1,023% +$2.45M
NBIX icon
168
Neurocrine Biosciences
NBIX
$17.7B
$2.57M 0.17%
+26,745
New +$3.09M
UNH icon
169
UnitedHealth
UNH
$379B
$2.55M 0.16%
8,177
+2,394
+41% +$735K
BILI icon
170
Bilibili
BILI
$7.49B
$2.54M 0.16%
60,979
+21,568
+55% +$953K
FANG icon
171
Diamondback Energy
FANG
$56.1B
$2.53M 0.16%
83,898
-32,795
-28% -$1.25M
SLB icon
172
SLB Ltd
SLB
$77.6B
$2.52M 0.16%
162,248
+94,229
+139% +$1.75M
PRU icon
173
Prudential Financial
PRU
$42B
$2.5M 0.16%
39,435
-41,006
-51% -$2.7M
WAT icon
174
Waters Corp
WAT
$36.3B
$2.5M 0.16%
+12,801
New +$2.66M
KNX icon
175
Knight Transportation
KNX
$11.3B
$2.5M 0.16%
+61,458
New +$2.7M
5 6
7
8 9

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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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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.