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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 | |
|---|---|---|---|---|---|---|
|
CLDR
451
DELISTED
Cloudera, Inc.
CLDR
| $690K | 0.05% |
+39,072
| New | +$593K |
|
452
QuidelOrtho
QDEL
$1.09B
| $689K | 0.05% |
+10,580
| New | +$740K |
|
453
Murphy USA
MUSA
$11.3B
| $688K | 0.05% |
+8,045
| New | +$664K |
|
|
AMTD
454
DELISTED
TD Ameritrade Holding Corp
AMTD
| $688K | 0.05% |
13,016
-28,127
| -68% | -$1.6M |
|
455
Smith & Wesson
SWBI
$655M
| $686K | 0.05% |
57,486
-232,715
| -80% | -$2.11M |
|
456
Qualys
QLYS
$4.84B
| $684K | 0.05% |
+7,679
| New | +$690K |
|
457
RB Global
RBA
$20.8B
| $682K | 0.05% |
+18,878
| New | +$675K |
|
458
Portland General Electric
POR
$6.02B
| $681K | 0.05% |
14,931
-15,985
| -52% | -$727K |
|
|
SC
459
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $680K | 0.05% |
33,952
-23,929
| -41% | -$491K |
|
460
Louisiana-Pacific
LPX
$5.2B
| $679K | 0.05% |
25,642
-35,633
| -58% | -$1.02M |
|
461
Heron Therapeutics
HRTX
$86.3M
| $678K | 0.05% |
21,408
-4,048
| -16% | -$151K |
|
|
INST
462
DELISTED
Instructure, Inc.
INST
| $673K | 0.05% |
19,014
+14,304
| +304% | +$587K |
|
463
Lazard
LAZ
$4.37B
| $672K | 0.05% |
13,962
-10,698
| -43% | -$532K |
|
464
Atmos Energy
ATO
$29.9B
| $669K | 0.05% |
7,127
+1,298
| +22% | +$120K |
|
465
Under Armour Class C
UA
$2.92B
| $657K | 0.05% |
+33,738
| New | +$651K |
|
466
Diageo
DEO
$46.2B
| $654K | 0.05% |
+4,613
| New | +$662K |
|
467
Pultegroup
PHM
$24.5B
| $653K | 0.05% |
+26,375
| New | +$748K |
|
468
Exponent
EXPO
$2.98B
| $652K | 0.05% |
12,170
+7,727
| +174% | +$396K |
|
469
Alliant Energy
LNT
$19.4B
| $649K | 0.05% |
+15,252
| New | +$655K |
|
|
IBKC
470
DELISTED
IBERIABANK Corp
IBKC
| $645K | 0.05% |
+7,923
| New | +$659K |
|
|
NXTM
471
DELISTED
NxStage Medical Inc.
NXTM
| $645K | 0.05% |
+23,118
| New | +$650K |
|
472
Clean Harbors
CLH
$16.1B
| $644K | 0.05% |
9,001
+2,930
| +48% | +$186K |
|
473
Coca-Cola Europacific Partners
CCEP
$46.5B
| $639K | 0.05% |
14,052
+7,787
| +124% | +$332K |
|
|
VSI
474
DELISTED
Vitamin Shoppe Inc.
VSI
| $639K | 0.05% |
63,938
+48,801
| +322% | +$503K |
|
475
Wendy's
WEN
$1.33B
| $637K | 0.05% |
+37,144
| New | +$649K |
|
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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.