We are live on ! Find out more
TI

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
Cap. Flow
-$136M
Cap. Flow %
-10.19%
Top 10 Hldgs %
7.21%
Holding
1,355
New
500
Increased
190
Reduced
219
Closed
444

Top Buys

Rank Stock Value
1
THO icon
Thor Industries
THO
+$10.7M
2
BAC icon
Bank of America
BAC
+$10.3M
3
KSS icon
Kohl's
KSS
+$9.91M
4
LVS icon
Las Vegas Sands
LVS
+$9.17M
5
PXD
Pioneer Natural Resource Co.
PXD
+$9.17M

Top Sells

Rank Stock Value
1
DINO icon
HF Sinclair
DINO
+$11M
2
HON icon
Honeywell
HON
+$10.9M
3
CMCSA icon
Comcast
CMCSA
+$10.9M
4
KR icon
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
NATI
826
DELISTED
National Instruments Corp
NATI
$200K 0.02%
+4,146
New +$189K
FOMX
827
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$200K 0.02%
34,950
+23,515
+206% +$135K
FNB icon
828
FNB Corp
FNB
$6.52B
$199K 0.02%
+15,638
New +$208K
AFI
829
DELISTED
Armstrong Flooring, Inc.
AFI
$196K 0.01%
+10,849
New +$176K
PUMP icon
830
ProPetro Holding
PUMP
$1.48B
$195K 0.01%
+11,808
New +$190K
QTNT
831
DELISTED
Quotient Limited Ordinary Shares
QTNT
$195K 0.01%
645
+326
+102% +$97.8K
IRWD icon
832
Ironwood Pharmaceuticals
IRWD
$689M
$194K 0.01%
12,548
-42,747
-77% -$676K
PRDO icon
833
Perdoceo Education
PRDO
$2.07B
$193K 0.01%
+12,929
New +$213K
SCOR icon
834
Comscore
SCOR
$74.9M
$192K 0.01%
+528
New +$210K
LFC
835
DELISTED
China Life Insurance Company Ltd.
LFC
$190K 0.01%
16,725
+2,604
+18% +$31K
AM icon
836
Antero Midstream
AM
$10.9B
$189K 0.01%
11,143
-8,557
-43% -$157K
CLSD
837
DELISTED
Clearside Biomedical
CLSD
$188K 0.01%
+2,036
New +$242K
LXRX icon
838
Lexicon Pharmaceuticals
LXRX
$992M
$187K 0.01%
17,481
-2,195
-11% -$25.2K
PBPB
839
DELISTED
Potbelly
PBPB
$187K 0.01%
15,227
+4,576
+43% +$59.2K
WIT icon
840
Wipro
WIT
$17.1B
$186K 0.01%
+95,208
New +$184K
LRN icon
841
Stride
LRN
$3.41B
$180K 0.01%
+10,159
New +$173K
UCTT
842
Ultra Clean Holdings
UCTT
$3.42B
$180K 0.01%
14,337
-16,444
-53% -$239K
GOGL
843
DELISTED
Golden Ocean Group
GOGL
$179K 0.01%
+18,198
New +$165K
VCTR icon
844
Victory Capital Holdings
VCTR
$6.97B
$179K 0.01%
+18,812
New +$185K
TITN icon
845
Titan Machinery
TITN
$574M
$178K 0.01%
+11,472
New +$181K
SBT
846
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$176K 0.01%
+15,551
New +$195K
HBM icon
847
Hudbay
HBM
$12.9B
$172K 0.01%
+33,970
New +$168K
CHU
848
DELISTED
China Unicom (HONG KONG) Limited
CHU
$171K 0.01%
+14,642
New +$176K
GHG
849
GreenTree Hospitality
GHG
$107M
$170K 0.01%
+13,377
New +$196K
TTM
850
DELISTED
Tata Motors Limited
TTM
$170K 0.01%
+11,050
New +$203K
32 33
34
35 36

Similar funds

AT
AMF Tjänstepension Stockholm, Sweden $16.9B AUM 36.16% 1-Year Est. Return
FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
Driehaus Capital Management Chicago, Illinois $17.3B AUM 211.34% 1-Year Est. Return

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.