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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 | |
|---|---|---|---|---|---|---|
701
CNX Resources
CNX
$4.77B
| $286K | 0.02% |
19,967
-103,286
| -84% | -$1.64M |
|
|
AD
702
Array Digital Infrastructure
AD
$2.99B
| $285K | 0.02% |
+6,358
| New | +$256K |
|
|
SJR
703
DELISTED
Shaw Communications Inc.
SJR
| $284K | 0.02% |
+14,581
| New | +$295K |
|
704
Cannae Holdings
CNNE
$650M
| $280K | 0.02% |
13,356
-9,877
| -43% | -$193K |
|
705
Avient
AVNT
$3.34B
| $279K | 0.02% |
+6,379
| New | +$279K |
|
|
OXFD
706
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
| $279K | 0.02% |
+17,195
| New | +$246K |
|
|
AYR
707
DELISTED
Aircastle Ltd
AYR
| $279K | 0.02% |
+12,718
| New | +$264K |
|
708
Iovance Biotherapeutics
IOVA
$2.19B
| $278K | 0.02% |
24,732
+14,618
| +145% | +$207K |
|
709
Westlake Corp
WLK
$9.27B
| $278K | 0.02% |
3,344
-5,054
| -60% | -$494K |
|
710
Napco Security Technologies
NSSC
$1.3B
| $276K | 0.02% |
+36,978
| New | +$286K |
|
|
MIME
711
DELISTED
Mimecast Limited
MIME
| $276K | 0.02% |
6,584
-17,494
| -73% | -$711K |
|
|
WIFI
712
DELISTED
Boingo Wireless, Inc.
WIFI
| $276K | 0.02% |
+7,894
| New | +$229K |
|
713
Luxfer Holdings
LXFR
$462M
| $275K | 0.02% |
+11,816
| New | +$243K |
|
714
Truist Financial
TFC
$63.7B
| $274K | 0.02% |
+5,641
| New | +$289K |
|
|
CNH
715
CNH Industrial
CNH
$13.7B
| $274K | 0.02% |
26,241
-26,814
| -51% | -$267K |
|
|
PVLA
716
Palvella Therapeutics
PVLA
$2.03B
| $274K | 0.02% |
612
+333
| +119% | +$145K |
|
|
XIFR
717
XPLR Infrastructure LP
XIFR
$1.19B
| $274K | 0.02% |
5,654
+523
| +10% | +$24.8K |
|
|
VIA
718
DELISTED
Viacom Inc. Class A
VIA
| $274K | 0.02% |
+7,500
| New | +$258K |
|
|
KMG
719
DELISTED
KMG Chemicals Inc
KMG
| $273K | 0.02% |
+3,610
| New | +$269K |
|
720
Acushnet Holdings
GOLF
$6.08B
| $272K | 0.02% |
+9,912
| New | +$257K |
|
|
GHL
721
DELISTED
Greenhill & Co., Inc.
GHL
| $272K | 0.02% |
+10,334
| New | +$307K |
|
722
DMC Global
BOOM
$117M
| $267K | 0.02% |
+6,537
| New | +$279K |
|
723
Mueller Water Products
MWA
$3.94B
| $267K | 0.02% |
23,173
+656
| +3% | +$7.76K |
|
724
Citi Trends
CTRN
$543M
| $266K | 0.02% |
+9,260
| New | +$273K |
|
725
Renasant Corp
RNST
$4B
| $265K | 0.02% |
+6,425
| New | +$291K |
|
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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.