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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 | |
|---|---|---|---|---|---|---|
901
Harvard Bioscience
HBIO
$27.1M
| $90K | 0.01% |
+1,708
| New | +$95.9K |
|
|
RRD
902
DELISTED
RR Donnelley & Sons Co.
RRD
| $90K | 0.01% |
+16,711
| New | +$90K |
|
903
IDT Corp
IDT
$1.6B
| $89K | 0.01% |
16,719
-40,402
| -71% | -$216K |
|
|
ASRT
904
DELISTED
Assertio
ASRT
| $87K | 0.01% |
246
-94
| -28% | -$41.1K |
|
905
Townsquare Media
TSQ
$113M
| $81K | 0.01% |
10,316
-26,990
| -72% | -$212K |
|
|
HMHC
906
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $81K | 0.01% |
+11,547
| New | +$77.9K |
|
|
ARQL
907
DELISTED
Arqule Inc
ARQL
| $65K | ﹤0.01% |
+11,548
| New | +$65.7K |
|
|
VRN
908
DELISTED
Veren
VRN
| $64K | ﹤0.01% |
10,145
-35,365
| -78% | -$233K |
|
909
Viridian Therapeutics
VRDN
$2.13B
| $56K | ﹤0.01% |
+669
| New | +$63.1K |
|
|
IVAC
910
DELISTED
Intevac Inc
IVAC
| $53K | ﹤0.01% |
+10,150
| New | +$51.7K |
|
911
Agilent Technologies
A
$39.1B
| – | – |
-101,091
| Closed | -$6.25M |
|
912
American Airlines Group
AAL
$9.58B
| – | – |
-51,751
| Closed | -$1.96M |
|
913
Ambev
ABEV
$47.3B
| – | – |
-614,028
| Closed | -$2.84M |
|
914
Abbott
ABT
$180B
| – | – |
-37,063
| Closed | -$2.26M |
|
915
Acadia Pharmaceuticals
ACAD
$4.25B
| – | – |
-28,281
| Closed | -$432K |
|
916
Acco Brands
ACCO
$369M
| – | – |
-18,277
| Closed | -$253K |
|
917
Axcelis
ACLS
$4.12B
| – | – |
-26,955
| Closed | -$534K |
|
918
Accenture
ACN
$89.9B
| – | – |
-62,100
| Closed | -$10.2M |
|
|
ADAP
919
DELISTED
Adaptimmune Therapeutics
ADAP
| – | – |
-15,021
| Closed | -$178K |
|
920
Adeia
ADEA
$2.86B
| – | – |
-73,461
| Closed | -$313K |
|
921
Automatic Data Processing
ADP
$100B
| – | – |
-27,214
| Closed | -$3.65M |
|
922
American Eagle Outfitters
AEO
$2.85B
| – | – |
-135,052
| Closed | -$3.14M |
|
923
AES
AES
$10.6B
| – | – |
-239,409
| Closed | -$3.21M |
|
924
American Financial Group
AFG
$11.9B
| – | – |
-6,552
| Closed | -$703K |
|
925
First Majestic Silver
AG
$8.05B
| – | – |
-32,499
| Closed | -$248K |
|
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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.