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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 | |
|---|---|---|---|---|---|---|
|
TYPE
626
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $377K | 0.03% |
18,645
+7,711
| +71% | +$159K |
|
627
Franklin Resources
BEN
$17.3B
| $369K | 0.03% |
+12,150
| New | +$392K |
|
628
Enpro
NPO
$6.95B
| $368K | 0.03% |
+5,049
| New | +$373K |
|
629
Stellantis
STLA
$16.5B
| $368K | 0.03% |
20,993
-31,679
| -60% | -$560K |
|
630
Dine Brands
DIN
$448M
| $367K | 0.03% |
+4,517
| New | +$350K |
|
|
RAVN
631
DELISTED
Raven Industries Inc
RAVN
| $367K | 0.03% |
+8,013
| New | +$341K |
|
632
Spectrum Brands
SPB
$2.04B
| $365K | 0.03% |
+4,881
| New | +$413K |
|
633
Twin Disc
TWIN
$335M
| $365K | 0.03% |
+15,832
| New | +$402K |
|
|
ALTR
634
DELISTED
Altair Engineering Inc
ALTR
| $365K | 0.03% |
+8,392
| New | +$320K |
|
|
RTEC
635
DELISTED
Rudolph Technologies Inc
RTEC
| $365K | 0.03% |
+14,943
| New | +$412K |
|
|
AGS
636
DELISTED
PlayAGS
AGS
| $361K | 0.03% |
+12,234
| New | +$362K |
|
|
AMRN
637
Amarin Corp
AMRN
$290M
| $358K | 0.03% |
+1,102
| New | +$83.2K |
|
|
HSII
638
DELISTED
Heidrick & Struggles
HSII
| $357K | 0.03% |
+10,559
| New | +$411K |
|
|
HMSY
639
DELISTED
HMS Holdings Corp.
HMSY
| $357K | 0.03% |
10,877
+139
| +1% | +$4.02K |
|
640
Stratasys
SSYS
$700M
| $354K | 0.03% |
+15,319
| New | +$345K |
|
641
PennyMac Financial
PFSI
$4.39B
| $353K | 0.03% |
+16,908
| New | +$350K |
|
|
MDCO
642
DELISTED
Medicines Co
MDCO
| $352K | 0.03% |
11,784
-15,630
| -57% | -$589K |
|
|
MODN
643
DELISTED
MODEL N, INC.
MODN
| $351K | 0.03% |
+22,134
| New | +$387K |
|
644
Brown & Brown
BRO
$23.6B
| $350K | 0.03% |
+11,831
| New | +$352K |
|
645
Logitech
LOGI
$15.5B
| $349K | 0.03% |
7,798
+238
| +3% | +$11K |
|
646
Atkore
ATKR
$2.54B
| $346K | 0.03% |
+13,056
| New | +$326K |
|
|
TRCO
647
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $346K | 0.03% |
8,996
-44,832
| -83% | -$1.61M |
|
648
Eagle Bancorp
EGBN
$858M
| $345K | 0.03% |
+6,813
| New | +$378K |
|
649
Federated Hermes
FHI
$4.5B
| $345K | 0.03% |
14,309
-24,654
| -63% | -$580K |
|
650
TriMas Corp
TRS
$1.45B
| $345K | 0.03% |
+11,353
| New | +$344K |
|
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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.