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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 | |
|---|---|---|---|---|---|---|
1201
Trimble
TRMB
$13.7B
| – | – |
-39,108
| Closed | -$1.28M |
|
1202
T. Rowe Price
TROW
$23.3B
| – | – |
-31,074
| Closed | -$3.61M |
|
1203
TransUnion
TRU
$14.9B
| – | – |
-56,425
| Closed | -$4.04M |
|
1204
Travelers Companies
TRV
$76.3B
| – | – |
-39,520
| Closed | -$4.83M |
|
|
TRVG
1205
trivago
TRVG
$411M
| – | – |
-2,944
| Closed | -$67K |
|
1206
Tenaris
TS
$28.7B
| – | – |
-17,555
| Closed | -$639K |
|
1207
Tower Semiconductor
TSEM
$24.8B
| – | – |
-22,024
| Closed | -$485K |
|
1208
Travere Therapeutics
TVTX
$6.23B
| – | – |
-10,000
| Closed | -$273K |
|
1209
Unum
UNM
$14.9B
| – | – |
-35,418
| Closed | -$1.31M |
|
1210
Vale
VALE
$66.2B
| – | – |
-245,744
| Closed | -$3.15M |
|
1211
Vericel Corp
VCEL
$2B
| – | – |
-55,146
| Closed | -$535K |
|
1212
Veeco
VECO
$2.79B
| – | – |
-14,113
| Closed | -$201K |
|
1213
Valhi
VHI
$528M
| – | – |
-1,051
| Closed | -$60K |
|
1214
Viavi Solutions
VIAV
$9.56B
| – | – |
-50,548
| Closed | -$518K |
|
1215
Telefônica Brasil
VIV
$18.9B
| – | – |
-35,383
| Closed | -$420K |
|
1216
Voya Financial
VOYA
$9.32B
| – | – |
-106,071
| Closed | -$4.99M |
|
1217
Vistra
VST
$50.9B
| – | – |
-87,803
| Closed | -$2.08M |
|
1218
Western Alliance Bancorporation
WAL
$8.72B
| – | – |
-6,018
| Closed | -$341K |
|
1219
Weibo
WB
$1.65B
| – | – |
-10,109
| Closed | -$897K |
|
|
WCN
1220
Waste Connections
WCN
$41B
| – | – |
-2,863
| Closed | -$216K |
|
1221
Western Digital
WDC
$172B
| – | – |
-30,805
| Closed | -$1.8M |
|
1222
WEX
WEX
$6.38B
| – | – |
-6,341
| Closed | -$1.21M |
|
1223
Whirlpool
WHR
$2.45B
| – | – |
-13,551
| Closed | -$1.98M |
|
1224
John Wiley & Sons Class A
WLY
$2.47B
| – | – |
-4,190
| Closed | -$261K |
|
1225
Williams Companies
WMB
$92.8B
| – | – |
-51,203
| Closed | -$1.39M |
|
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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.