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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+4.86%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$1.33B
AUM Growth
-$113M
(-7.8%)
Cap. Flow
-$136M
Cap. Flow
% of AUM
-10.19%
Top 10 Holdings %
Top 10 Hldgs %
7.21%
Holding
1,355
New
500
Increased
190
Reduced
219
Closed
444
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Thor Industries
THO
|
+$10.7M |
| 2 |
Bank of America
BAC
|
+$10.3M |
| 3 |
Kohl's
KSS
|
+$9.91M |
| 4 |
Las Vegas Sands
LVS
|
+$9.17M |
| 5 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$9.17M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HF Sinclair
DINO
|
+$11M |
| 2 |
Honeywell
HON
|
+$10.9M |
| 3 |
Comcast
CMCSA
|
+$10.9M |
| 4 |
Kroger
KR
|
+$10.8M |
| 5 |
EA
Electronic Arts
EA
|
+$10.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.72% |
| 2 | Technology | 16.56% |
| 3 | Industrials | 12.46% |
| 4 | Healthcare | 12.43% |
| 5 | Financials | 11.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PARA
276
DELISTED
Paramount Global Class B
PARA
| $1.34M | 0.1% |
+23,377
| New | +$1.29M |
|
277
Flex
FLEX
$42.2B
| $1.34M | 0.1% |
135,783
+79,782
| +142% | +$835K |
|
278
United Airlines
UAL
$35.1B
| $1.34M | 0.1% |
15,052
+988
| +7% | +$81.5K |
|
|
MOMO
279
Hello Group
MOMO
$695M
| $1.34M | 0.1% |
30,601
+14,315
| +88% | +$626K |
|
|
TWOU
280
DELISTED
2U Inc
TWOU
| $1.34M | 0.1% |
593
| – | – |
|
281
ITT
ITT
$18B
| $1.34M | 0.1% |
+21,828
| New | +$1.26M |
|
|
GBT
282
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $1.33M | 0.1% |
34,966
+30,540
| +690% | +$1.35M |
|
283
TSMC
TSM
$2.28T
| $1.32M | 0.1% |
+29,956
| New | +$1.24M |
|
|
CS
284
DELISTED
Credit Suisse Group
CS
| $1.32M | 0.1% |
88,574
+33,226
| +60% | +$507K |
|
285
Encompass Health
EHC
$11.9B
| $1.31M | 0.1% |
+21,124
| New | +$1.28M |
|
286
Hershey
HSY
$34.8B
| $1.31M | 0.1% |
+12,800
| New | +$1.27M |
|
287
Church & Dwight Co
CHD
$22.9B
| $1.3M | 0.1% |
+21,970
| New | +$1.24M |
|
288
CBRE Group
CBRE
$41.2B
| $1.29M | 0.1% |
+29,261
| New | +$1.4M |
|
289
Dave & Buster's
PLAY
$308M
| $1.28M | 0.1% |
19,408
-37,319
| -66% | -$2.02M |
|
290
Vertex Pharmaceuticals
VRTX
$134B
| $1.28M | 0.1% |
6,646
-22,733
| -77% | -$4.05M |
|
|
AVNS
291
DELISTED
Avanos Medical
AVNS
| $1.28M | 0.1% |
18,670
-9,413
| -34% | -$606K |
|
|
HTZ
292
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.28M | 0.1% |
+90,006
| New | +$1.35M |
|
|
CADE
293
DELISTED
Cadence Bank
CADE
| $1.28M | 0.1% |
39,023
+31,374
| +410% | +$1.07M |
|
|
RDUS
294
DELISTED
Radius Health, Inc.
RDUS
| $1.27M | 0.1% |
71,613
+41,799
| +140% | +$946K |
|
295
Under Armour
UAA
$2.17B
| $1.27M | 0.1% |
+59,819
| New | +$1.25M |
|
296
Baidu
BIDU
$31.4B
| $1.27M | 0.1% |
5,542
-20,887
| -79% | -$4.91M |
|
297
TD Synnex
SNX
$20.7B
| $1.26M | 0.09% |
29,710
-30,048
| -50% | -$1.45M |
|
298
HSBC
HSBC
$364B
| $1.25M | 0.09% |
+29,824
| New | +$1.29M |
|
299
MasTec
MTZ
$19.8B
| $1.24M | 0.09% |
+27,819
| New | +$1.29M |
|
|
CYBR
300
DELISTED
CyberArk
CYBR
| $1.23M | 0.09% |
15,427
+8,033
| +109% | +$564K |
|
Similar funds
AT
FCAS
RFC
EH
VRS
OAC
WA
DCM
Trexquant Investment's Q3 2018 Portfolio in Review
As of Q3 2018, Trexquant Investment held 1,355 positions worth $1.33B, down 7.8% from $1.44B the previous quarter. Its ten largest holdings account for 7.2% of the portfolio.
Trexquant Investment withdrew a net $136M in Q3 2018, closing 444 positions and reducing 219 holdings. Its most notable exit was HF Sinclair, an estimated $11M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, down from 19% a quarter earlier, followed by Technology and Industrials.
Against the trend, Trexquant Investment opened a new position in Thor Industries worth $9.37M.
- Trexquant Investment's largest Q3 2018 buy was Thor Industries: 111,973 shares worth $9.37M.
- Trexquant Investment added most to Darden Restaurants in Q3 2018, an estimated $8.94M increase.
- Trexquant Investment's biggest Q3 2018 reduction was Microsoft, cutting an estimated $10M.
- Trexquant Investment fully exited HF Sinclair in Q3 2018, selling an estimated $11M.
- Trexquant Investment's ten largest holdings make up 7.2% of its $1.33B portfolio in Q3 2018.
- Trexquant Investment opened 500 new positions and closed 444 in Q3 2018.
- Trexquant Investment's portfolio value fell 7.8% quarter-over-quarter to $1.33B.
Based on Trexquant Investment's 13F filing for Q3 2018, filed 9 Nov 2018.