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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 | |
|---|---|---|---|---|---|---|
|
SPPI
676
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $316K | 0.02% |
+18,784
| New | +$407K |
|
|
PVG
677
DELISTED
PRETIUM RESOURCES INC.
PVG
| $315K | 0.02% |
41,395
-10,101
| -20% | -$82.9K |
|
678
StoneX
SNEX
$8.62B
| $314K | 0.02% |
+32,881
| New | +$350K |
|
|
GTLS
679
DELISTED
Chart Industries
GTLS
| $313K | 0.02% |
4,002
-4,738
| -54% | -$351K |
|
680
Innoviva
INVA
$1.61B
| $311K | 0.02% |
20,436
-3,418
| -14% | -$49.2K |
|
681
Dollar General
DG
$27.2B
| $310K | 0.02% |
+2,835
| New | +$295K |
|
|
DMC
682
Del Monte Corp
DMC
$1.36B
| $305K | 0.02% |
+8,993
| New | +$352K |
|
683
Houlihan Lokey
HLI
$9.78B
| $304K | 0.02% |
+6,771
| New | +$328K |
|
684
Protagonist Therapeutics
PTGX
$8.86B
| $304K | 0.02% |
+29,580
| New | +$255K |
|
685
Newmark Group
NMRK
$2.83B
| $302K | 0.02% |
27,000
+5,339
| +25% | +$69.5K |
|
686
DNOW Inc
DNOW
$2.58B
| $301K | 0.02% |
+18,175
| New | +$288K |
|
687
Prothena Corp
PRTA
$457M
| $301K | 0.02% |
+22,999
| New | +$332K |
|
|
NSTG
688
DELISTED
NanoString Technologies, Inc.
NSTG
| $300K | 0.02% |
+16,807
| New | +$245K |
|
689
Marcus & Millichap
MMI
$1.18B
| $298K | 0.02% |
+8,593
| New | +$326K |
|
|
CORE
690
DELISTED
Core Mark Holding Co., Inc.
CORE
| $297K | 0.02% |
8,733
-9,236
| -51% | -$277K |
|
|
BEL
691
DELISTED
Belmond Ltd.
BEL
| $293K | 0.02% |
+16,047
| New | +$230K |
|
|
GLUU
692
DELISTED
Glu Mobile Inc.
GLUU
| $292K | 0.02% |
+39,212
| New | +$264K |
|
693
Spire
SR
$4.9B
| $291K | 0.02% |
3,963
-3,309
| -46% | -$245K |
|
|
DPLO
694
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $291K | 0.02% |
15,015
-22,779
| -60% | -$485K |
|
695
Healthcare Services Group
HCSG
$1.59B
| $290K | 0.02% |
7,141
-5,227
| -42% | -$217K |
|
|
ATSG
696
DELISTED
Air Transport Services Group
ATSG
| $290K | 0.02% |
13,515
-2,076
| -13% | -$45.3K |
|
697
Saic
SAIC
$5B
| $289K | 0.02% |
+3,584
| New | +$305K |
|
|
SHI
698
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $288K | 0.02% |
+4,767
| New | +$282K |
|
699
Edwards Lifesciences
EW
$47.5B
| $287K | 0.02% |
4,947
-50,091
| -91% | -$2.45M |
|
|
MDSO
700
DELISTED
Medidata Solutions, Inc.
MDSO
| $287K | 0.02% |
+3,915
| New | +$313K |
|
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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.