We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
|
EGOV
576
DELISTED
NIC Inc
EGOV
| $453K | 0.03% |
+30,620
| New | +$496K |
|
577
IMAX
IMAX
$2.38B
| $449K | 0.03% |
17,404
-1,263
| -7% | -$29.7K |
|
578
Mammoth Energy Services
TUSK
$132M
| $449K | 0.03% |
15,442
-6,633
| -30% | -$219K |
|
|
MCRN
579
DELISTED
Milacron Holdings Corp.
MCRN
| $449K | 0.03% |
22,192
+3,305
| +17% | +$66.9K |
|
580
Jack in the Box
JACK
$278M
| $447K | 0.03% |
5,333
-10,036
| -65% | -$868K |
|
581
American Water Works
AWK
$26.3B
| $446K | 0.03% |
+5,068
| New | +$446K |
|
582
Target
TGT
$62.1B
| $444K | 0.03% |
+5,036
| New | +$419K |
|
583
Wintrust Financial
WTFC
$10.7B
| $443K | 0.03% |
5,219
-14,690
| -74% | -$1.31M |
|
584
Criteo
CRTO
$1.03B
| $441K | 0.03% |
19,241
-13,161
| -41% | -$372K |
|
|
CTLP
585
DELISTED
Cantaloupe
CTLP
| $439K | 0.03% |
+60,989
| New | +$841K |
|
|
SEMG
586
DELISTED
SEMGROUP CORPORATION
SEMG
| $439K | 0.03% |
+19,918
| New | +$486K |
|
|
HA
587
DELISTED
Hawaiian Holdings, Inc.
HA
| $438K | 0.03% |
+10,913
| New | +$433K |
|
588
Delta Air Lines
DAL
$55.9B
| $435K | 0.03% |
7,518
-76,753
| -91% | -$4.23M |
|
589
Red Rock Resorts
RRR
$3.74B
| $434K | 0.03% |
16,268
+9,123
| +128% | +$294K |
|
590
Shenandoah Telecom
SHEN
$632M
| $434K | 0.03% |
+11,196
| New | +$399K |
|
|
QIWI
591
DELISTED
QIWI PLC
QIWI
| $432K | 0.03% |
+32,800
| New | +$484K |
|
592
Gentex
GNTX
$4.88B
| $430K | 0.03% |
20,024
-17,624
| -47% | -$408K |
|
593
JetBlue
JBLU
$1.96B
| $430K | 0.03% |
+22,234
| New | +$422K |
|
|
KAMN
594
DELISTED
Kaman Corp
KAMN
| $430K | 0.03% |
6,435
-27,073
| -81% | -$1.79M |
|
|
FPRX
595
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $429K | 0.03% |
+30,844
| New | +$459K |
|
|
KLXI
596
DELISTED
KLX Inc.
KLXI
| $428K | 0.03% |
+6,824
| New | +$421K |
|
|
LL
597
DELISTED
LL Flooring Holdings, Inc.
LL
| $427K | 0.03% |
27,590
+6,867
| +33% | +$138K |
|
598
Applied Industrial Technologies
AIT
$12.8B
| $422K | 0.03% |
+5,394
| New | +$408K |
|
599
Rush Enterprises Class A
RUSHA
$5.95B
| $420K | 0.03% |
24,053
+12,022
| +100% | +$229K |
|
|
DF
600
DELISTED
Dean Foods Company
DF
| $420K | 0.03% |
59,196
+24,893
| +73% | +$218K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.