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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 | |
|---|---|---|---|---|---|---|
951
BOK Financial
BOKF
$8.64B
| – | – |
-6,025
| Closed | -$566K |
|
952
BP
BP
$113B
| – | – |
-12,984
| Closed | -$558K |
|
953
Bruker
BRKR
$9.2B
| – | – |
-29,939
| Closed | -$869K |
|
954
AB InBev
BUD
$158B
| – | – |
-7,236
| Closed | -$729K |
|
955
Boyd Gaming
BYD
$6.47B
| – | – |
-12,299
| Closed | -$426K |
|
956
Cable One
CABO
$213M
| – | – |
-786
| Closed | -$576K |
|
957
Cardinal Health
CAH
$53.4B
| – | – |
-80,565
| Closed | -$3.93M |
|
958
Cal-Maine
CALM
$4.28B
| – | – |
-10,618
| Closed | -$487K |
|
959
CarGurus
CARG
$3.01B
| – | – |
-22,344
| Closed | -$776K |
|
960
Chemours
CC
$2.59B
| – | – |
-81,923
| Closed | -$3.63M |
|
961
Coeur Mining
CDE
$15.6B
| – | – |
-76,174
| Closed | -$579K |
|
|
CDTX
962
DELISTED
Cidara Therapeutics
CDTX
| – | – |
-771
| Closed | -$80K |
|
963
Cullen/Frost Bankers
CFR
$10.3B
| – | – |
-9,105
| Closed | -$986K |
|
964
C.H. Robinson
CHRW
$22B
| – | – |
-19,848
| Closed | -$1.66M |
|
965
Charter Communications
CHTR
$14.7B
| – | – |
-13,043
| Closed | -$3.82M |
|
966
Cigna
CI
$76.6B
| – | – |
-9,631
| Closed | -$1.64M |
|
|
CIVI
967
DELISTED
Civitas Resources
CIVI
| – | – |
-14,245
| Closed | -$539K |
|
968
Cleveland-Cliffs
CLF
$6.81B
| – | – |
-15,536
| Closed | -$131K |
|
969
Commercial Metals
CMC
$7.63B
| – | – |
-76,007
| Closed | -$1.6M |
|
|
970
Comcast
CMCSA
$79.1B
| – | – |
-330,756
| Closed | -$10.9M |
|
971
Cummins
CMI
$91.7B
| – | – |
-22,469
| Closed | -$2.99M |
|
972
Canadian National Railway
CNI
$78.3B
| – | – |
-9,215
| Closed | -$753K |
|
973
Cencora
COR
$60.3B
| – | – |
-28,610
| Closed | -$2.44M |
|
974
Coty
COTY
$2.33B
| – | – |
-120,534
| Closed | -$1.7M |
|
975
Copa Holdings
CPA
$5.56B
| – | – |
-20,688
| Closed | -$1.96M |
|
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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.