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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 | |
|---|---|---|---|---|---|---|
526
Marten Transport
MRTN
$1.17B
| $517K | 0.04% |
36,807
+20,698
| +128% | +$308K |
|
527
Enbridge
ENB
$110B
| $515K | 0.04% |
+15,948
| New | +$557K |
|
528
Popular Inc
BPOP
$10.7B
| $511K | 0.04% |
9,970
+613
| +7% | +$30.5K |
|
529
Onto Innovation
ONTO
$13.8B
| $511K | 0.04% |
+13,628
| New | +$536K |
|
530
Honda
HMC
$40.3B
| $510K | 0.04% |
+16,969
| New | +$505K |
|
531
United Therapeutics
UTHR
$21.4B
| $510K | 0.04% |
+3,987
| New | +$493K |
|
|
CARB
532
DELISTED
Carbonite Inc
CARB
| $509K | 0.04% |
+14,264
| New | +$548K |
|
|
MTOR
533
DELISTED
MERITOR, Inc.
MTOR
| $508K | 0.04% |
26,262
-2,909
| -10% | -$61.1K |
|
534
Pacira BioSciences
PCRX
$1.03B
| $507K | 0.04% |
10,325
-30,440
| -75% | -$1.32M |
|
535
Penske Automotive Group
PAG
$14.2B
| $505K | 0.04% |
10,649
+3,611
| +51% | +$184K |
|
536
Collegium Pharmaceutical
COLL
$761M
| $504K | 0.04% |
+34,192
| New | +$606K |
|
537
Nokia
NOK
$59.6B
| $503K | 0.04% |
+90,175
| New | +$501K |
|
|
QVCGA
538
DELISTED
QVC Group Inc Series A
QVCGA
| $499K | 0.04% |
+463
| New | +$487K |
|
|
SAGE
539
DELISTED
Sage Therapeutics
SAGE
| $498K | 0.04% |
3,523
-16,682
| -83% | -$2.57M |
|
|
RMAX
540
DELISTED
RE/MAX Holdings
RMAX
| $496K | 0.04% |
+11,181
| New | +$557K |
|
541
Albany International
AIN
$1.77B
| $494K | 0.04% |
+6,219
| New | +$450K |
|
542
Integer Holdings
ITGR
$4.29B
| $490K | 0.04% |
5,913
-254
| -4% | -$19K |
|
|
TUP
543
DELISTED
Tupperware Brands Corporation
TUP
| $488K | 0.04% |
+14,593
| New | +$522K |
|
|
IRBT
544
DELISTED
iRobot
IRBT
| $486K | 0.04% |
+4,424
| New | +$416K |
|
545
Performance Food Group
PFGC
$15.2B
| $486K | 0.04% |
14,601
-5,960
| -29% | -$210K |
|
546
Timken Company
TKR
$8.58B
| $486K | 0.04% |
9,759
-10,982
| -53% | -$518K |
|
547
Diodes
DIOD
$4.19B
| $485K | 0.04% |
+14,573
| New | +$527K |
|
548
O-I Glass
OI
$1.04B
| $483K | 0.04% |
25,690
-45,503
| -64% | -$818K |
|
|
MNTA
549
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $483K | 0.04% |
+18,348
| New | +$496K |
|
550
Editas Medicine
EDIT
$465M
| $480K | 0.04% |
+15,100
| New | +$488K |
|
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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.