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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+4.86%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
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 |
Electronic Arts
EA
|
+$10.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.59% |
| 2 | Technology | 15.22% |
| 3 | Industrials | 12.37% |
| 4 | Healthcare | 11.64% |
| 5 | Financials | 11.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LPNT
351
DELISTED
LifePoint Health, Inc.
LPNT
| $1.02M | 0.08% |
+15,892
| New | +$968K |
|
|
I
352
DELISTED
INTELSAT S. A.
I
| $1.02M | 0.08% |
+33,860
| New | +$741K |
|
353
Conduent
CNDT
$230M
| $1.01M | 0.08% |
+44,926
| New | +$922K |
|
354
STAAR Surgical
STAA
$1.16B
| $1.01M | 0.08% |
+21,081
| New | +$863K |
|
355
Fidelity National Financial
FNF
$13.9B
| $1.01M | 0.08% |
+26,720
| New | +$1.02M |
|
356
GoPro
GPRO
$116M
| $1.01M | 0.08% |
140,418
+88,169
| +169% | +$564K |
|
357
Floor & Decor
FND
$5.81B
| $1.01M | 0.08% |
+33,442
| New | +$1.36M |
|
358
Keysight
KEYS
$54.5B
| $1.01M | 0.08% |
+15,228
| New | +$945K |
|
359
Royal Bank of Canada
RY
$291B
| $1M | 0.08% |
+12,482
| New | +$979K |
|
360
Vodafone
VOD
$34.9B
| $1M | 0.08% |
46,079
+28,878
| +168% | +$671K |
|
361
Avery Dennison
AVY
$12.3B
| $994K | 0.07% |
9,173
-17,400
| -65% | -$1.87M |
|
|
NAV
362
DELISTED
Navistar International
NAV
| $990K | 0.07% |
+25,719
| New | +$1.07M |
|
363
Commault Systems
CVLT
$5.89B
| $985K | 0.07% |
14,074
-11,642
| -45% | -$789K |
|
364
Mohawk Industries
MHK
$6.9B
| $983K | 0.07% |
+5,606
| New | +$1.1M |
|
365
Ingredion
INGR
$6.38B
| $979K | 0.07% |
9,330
-7,972
| -46% | -$814K |
|
|
CCMP
366
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $979K | 0.07% |
+9,487
| New | +$1.07M |
|
367
Teck Resources
TECK
$29.5B
| $978K | 0.07% |
+40,561
| New | +$975K |
|
|
IMMU
368
DELISTED
Immunomedics Inc
IMMU
| $978K | 0.07% |
46,972
+34,367
| +273% | +$814K |
|
369
UGI
UGI
$8B
| $976K | 0.07% |
+17,599
| New | +$948K |
|
|
HBI
370
DELISTED
Hanesbrands
HBI
| $971K | 0.07% |
+52,709
| New | +$1.02M |
|
371
Bank of Montreal
BMO
$125B
| $963K | 0.07% |
+11,666
| New | +$938K |
|
372
RenaissanceRe
RNR
$13.7B
| $963K | 0.07% |
+7,207
| New | +$931K |
|
|
XOG
373
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $963K | 0.07% |
85,311
-8,035
| -9% | -$102K |
|
|
ACIA
374
DELISTED
Acacia Communications Inc
ACIA
| $962K | 0.07% |
+23,249
| New | +$869K |
|
375
Universal Health Services
UHS
$9.43B
| $957K | 0.07% |
+7,486
| New | +$919K |
|
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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 18% 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.