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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
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
MKC icon
1101
McCormick & Company Non-Voting
MKC
$14B
– –
-110,268
Closed -$6.4M
MKSI icon
1102
MKS Inc
MKSI
$18B
– –
-77,682
Closed -$7.43M
MOD icon
1103
Modine Manufacturing
MOD
$10.2B
– –
-23,001
Closed -$420K
MSGS icon
1104
Madison Square Garden
MSGS
$9.41B
– –
-3,889
Closed -$860K
MSM icon
1105
MSC Industrial Direct
MSM
$6.72B
– –
-43,128
Closed -$3.66M
MSTR icon
1106
Strategy Inc
MSTR
$54.2B
– –
-18,080
Closed -$231K
MTCH icon
1107
Match Group
MTCH
$9.45B
– –
-17,429
Closed -$675K
MTH icon
1108
Meritage Homes
MTH
$4.2B
– –
-16,306
Closed -$358K
MTN icon
1109
Vail Resorts
MTN
$4.74B
– –
-8,467
Closed -$2.32M
MTW icon
1110
Manitowoc
MTW
$757M
– –
-19,743
Closed -$511K
MUR icon
1111
Murphy Oil
MUR
$5.39B
– –
-108,493
Closed -$3.66M
NAAS
1112
NaaS Technology Inc
NAAS
$52.9M
– –
-2
Closed -$191K
NAVI icon
1113
Navient
NAVI
$888M
– –
-116,518
Closed -$1.52M
NEM icon
1114
Newmont
NEM
$134B
– –
-124,776
Closed -$4.71M
NEXA icon
1115
Nexa Resources
NEXA
$1.87B
– –
-28,311
Closed -$333K
NGG icon
1116
National Grid
NGG
$78.5B
– –
-6,283
Closed -$310K
NJR icon
1117
New Jersey Resources
NJR
$5.48B
– –
-10,284
Closed -$460K
NOC icon
1118
Northrop Grumman
NOC
$73.7B
– –
-17,043
Closed -$5.24M
NTLA icon
1119
Intellia Therapeutics
NTLA
$1.79B
– –
-20,301
Closed -$555K
NVR icon
1120
NVR
NVR
$16.3B
– –
-249
Closed -$740K
NWE icon
1121
NorthWestern Energy
NWE
$4.42B
– –
-14,623
Closed -$837K
NWS icon
1122
News Corp Class B
NWS
$17.9B
– –
-14,355
Closed -$228K
OGE icon
1123
OGE Energy
OGE
$9.79B
– –
-33,290
Closed -$1.17M
OLLI icon
1124
Ollie's Bargain Outlet
OLLI
$4.57B
– –
-3,987
Closed -$289K
ACH
1125
Accendra Health
ACH
$84.6M
– –
-27,243
Closed -$455K
43 44
45
46 47

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AT
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FCAS
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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
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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.