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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
BILI icon
151
Bilibili
BILI
$7.47B
$1.69M 0.18%
19,733
-41,246
-68% -$2.42M
ROST icon
152
Ross Stores
ROST
$78.1B
$1.69M 0.18%
+13,719
New +$1.44M
W icon
153
Wayfair
W
$12.5B
$1.66M 0.18%
7,332
-25,868
-78% -$6.87M
AZO icon
154
AutoZone
AZO
$50.2B
$1.65M 0.17%
1,391
-8,060
-85% -$9.33M
RDFN
155
DELISTED
Redfin
RDFN
$1.64M 0.17%
23,938
-742
-3% -$39.7K
FL
156
DELISTED
Foot Locker
FL
$1.64M 0.17%
40,554
+15,928
+65% +$621K
INCY icon
157
Incyte
INCY
$23.7B
$1.62M 0.17%
18,581
-27,778
-60% -$2.4M
WSM icon
158
Williams-Sonoma
WSM
$27.6B
$1.6M 0.17%
31,486
-30,352
-49% -$1.55M
WRK
159
DELISTED
WestRock Company
WRK
$1.6M 0.17%
36,670
+18,693
+104% +$771K
GEN icon
160
Gen Digital
GEN
$16.1B
$1.59M 0.17%
+76,484
New +$1.54M
PGR icon
161
Progressive
PGR
$125B
$1.58M 0.17%
+16,005
New +$1.51M
APPN icon
162
Appian
APPN
$1.88B
$1.58M 0.17%
+9,763
New +$1.09M
HON icon
163
Honeywell
HON
$77.9B
$1.58M 0.17%
+7,885
New +$1.43M
MGNI icon
164
Magnite
MGNI
$2.73B
$1.58M 0.17%
+51,397
New +$778K
TEL icon
165
TE Connectivity
TEL
$60.2B
$1.58M 0.17%
13,037
-9,376
-42% -$1.03M
PEP icon
166
PepsiCo
PEP
$191B
$1.57M 0.17%
+10,611
New +$1.51M
HSY icon
167
Hershey
HSY
$36.6B
$1.56M 0.17%
10,275
+7,200
+234% +$1.07M
FSLR icon
168
First Solar
FSLR
$22.1B
$1.56M 0.17%
15,807
-58,347
-79% -$5.06M
VOO icon
169
Vanguard S&P 500 ETF
VOO
$968B
$1.55M 0.16%
4,512
-14,397
-76% -$4.69M
LW icon
170
Lamb Weston
LW
$7.3B
$1.54M 0.16%
+19,574
New +$1.43M
BAH icon
171
Booz Allen Hamilton
BAH
$8.59B
$1.52M 0.16%
17,432
-16,963
-49% -$1.44M
THC icon
172
Tenet Healthcare
THC
$21B
$1.51M 0.16%
+37,947
New +$1.22M
PNW icon
173
Pinnacle West Capital
PNW
$12.8B
$1.51M 0.16%
18,898
+6,463
+52% +$533K
WMG icon
174
Warner Music
WMG
$14.4B
$1.51M 0.16%
+39,770
New +$1.21M
CHWY icon
175
Chewy
CHWY
$8.93B
$1.48M 0.16%
+16,488
New +$1.2M
5 6
7
8 9

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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.