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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 | |
|---|---|---|---|---|---|---|
|
CHS
426
DELISTED
Chicos FAS, Inc.
CHS
| $735K | 0.06% |
+84,779
| New | +$754K |
|
427
BlackBerry
BB
$5.01B
| $734K | 0.06% |
+64,541
| New | +$660K |
|
428
Varonis Systems
VRNS
$5.25B
| $734K | 0.06% |
30,057
+17,964
| +149% | +$436K |
|
429
Acadia Healthcare
ACHC
$3.17B
| $733K | 0.06% |
20,814
+2,219
| +12% | +$88.4K |
|
430
Cadence Design Systems
CDNS
$90B
| $733K | 0.06% |
16,172
-26,395
| -62% | -$1.2M |
|
|
VRS
431
DELISTED
Verso Corporation
VRS
| $733K | 0.06% |
+21,758
| New | +$569K |
|
432
Helen of Troy
HELE
$663M
| $730K | 0.05% |
5,578
+472
| +9% | +$55.6K |
|
433
Marriott Vacations Worldwide
VAC
$3.24B
| $726K | 0.05% |
6,497
-15,278
| -70% | -$1.81M |
|
434
AGCO
AGCO
$8.78B
| $725K | 0.05% |
+11,924
| New | +$721K |
|
435
FTI Consulting
FCN
$4.82B
| $721K | 0.05% |
9,850
+4,623
| +88% | +$340K |
|
|
SUM
436
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $721K | 0.05% |
40,338
-19,548
| -33% | -$425K |
|
437
Maximus
MMS
$3.14B
| $720K | 0.05% |
11,070
+1,969
| +22% | +$128K |
|
|
POLY
438
DELISTED
Plantronics, Inc.
POLY
| $720K | 0.05% |
+11,938
| New | +$816K |
|
|
SEE
439
DELISTED
Sealed Air
SEE
| $717K | 0.05% |
17,853
-19,554
| -52% | -$809K |
|
440
NRG Energy
NRG
$29.8B
| $712K | 0.05% |
19,046
-219,646
| -92% | -$7.37M |
|
441
Werner Enterprises
WERN
$2.54B
| $709K | 0.05% |
+20,059
| New | +$744K |
|
|
UCB
442
United Community Banks
UCB
$4.22B
| $709K | 0.05% |
+25,414
| New | +$770K |
|
443
Kulicke & Soffa
KLIC
$5.3B
| $708K | 0.05% |
+29,686
| New | +$770K |
|
444
Qiagen
QGEN
$8.53B
| $701K | 0.05% |
17,443
+2,140
| +14% | +$85.5K |
|
445
BJ's Restaurants
BJRI
$1.41B
| $700K | 0.05% |
9,696
+2,646
| +38% | +$178K |
|
|
GDEN
446
DELISTED
Golden Entertainment
GDEN
| $699K | 0.05% |
+29,121
| New | +$816K |
|
447
Golar LNG
GLNG
$4.95B
| $699K | 0.05% |
+25,150
| New | +$666K |
|
448
CNO Financial Group
CNO
$4.97B
| $697K | 0.05% |
32,868
+8,755
| +36% | +$184K |
|
|
GTHX
449
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $696K | 0.05% |
+13,308
| New | +$726K |
|
450
Allison Transmission
ALSN
$10.1B
| $695K | 0.05% |
13,367
-49,768
| -79% | -$2.33M |
|
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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.