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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 | |
|---|---|---|---|---|---|---|
926
Agilysys
AGYS
$2.78B
| – | – |
-17,797
| Closed | -$276K |
|
927
Akebia Therapeutics
AKBA
$327M
| – | – |
-35,822
| Closed | -$358K |
|
928
Align Technology
ALGN
$12B
| – | – |
-10,763
| Closed | -$3.68M |
|
929
Allstate
ALL
$66.9B
| – | – |
-12,689
| Closed | -$1.16M |
|
930
Ally Financial
ALLY
$13.1B
| – | – |
-86,633
| Closed | -$2.28M |
|
931
Applied Materials
AMAT
$426B
| – | – |
-114,441
| Closed | -$5.29M |
|
932
AMC Entertainment Holdings
AMC
$2.03B
| – | – |
-6,049
| Closed | -$962K |
|
933
Amgen
AMGN
$203B
| – | – |
-25,414
| Closed | -$4.69M |
|
934
Affiliated Managers Group
AMG
$9.46B
| – | – |
-7,441
| Closed | -$1.11M |
|
935
Amazon
AMZN
$2.5T
| – | – |
-68,160
| Closed | -$5.79M |
|
936
Abercrombie & Fitch
ANF
$4.17B
| – | – |
-72,866
| Closed | -$1.78M |
|
937
Amphenol
APH
$188B
| – | – |
-46,352
| Closed | -$1.01M |
|
938
Arrow Electronics
ARW
$10.9B
| – | – |
-2,894
| Closed | -$218K |
|
939
Anterix
ATEX
$1.83B
| – | – |
-8,846
| Closed | -$221K |
|
940
AtriCure
ATRC
$1.77B
| – | – |
-8,649
| Closed | -$234K |
|
941
AeroVironment
AVAV
$7.57B
| – | – |
-31,100
| Closed | -$2.22M |
|
|
AVDL
942
DELISTED
Avadel Pharmaceuticals
AVDL
| – | – |
-10,839
| Closed | -$66K |
|
943
Axalta
AXTA
$7.01B
| – | – |
-28,055
| Closed | -$850K |
|
944
AutoZone
AZO
$48.3B
| – | – |
-8,494
| Closed | -$5.7M |
|
|
AZUL
945
DELISTED
Azul
AZUL
| – | – |
-12,336
| Closed | -$202K |
|
946
Boeing
BA
$165B
| – | – |
-14,188
| Closed | -$4.76M |
|
947
Bath & Body Works
BBWI
$4.01B
| – | – |
-106,979
| Closed | -$3.19M |
|
948
Brunswick
BC
$5.19B
| – | – |
-10,561
| Closed | -$681K |
|
|
BNY
949
Bank of New York Mellon
BNY
$108B
| – | – |
-26,513
| Closed | -$1.43M |
|
950
Black Hills Corp
BKH
$5.73B
| – | – |
-7,250
| Closed | -$444K |
|
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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.