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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 | |
|---|---|---|---|---|---|---|
976
CRA International
CRAI
$1.1B
| – | – |
-4,047
| Closed | -$206K |
|
977
Charles River Laboratories
CRL
$10.9B
| – | – |
-9,013
| Closed | -$1.01M |
|
978
Cisco
CSCO
$450B
| – | – |
-36,197
| Closed | -$1.56M |
|
|
CSW
979
CSW Industrials
CSW
$4.71B
| – | – |
-4,515
| Closed | -$239K |
|
980
Cintas
CTAS
$82.4B
| – | – |
-7,076
| Closed | -$327K |
|
981
CytomX Therapeutics
CTMX
$705M
| – | – |
-19,670
| Closed | -$450K |
|
|
CTRA
982
DELISTED
Coterra Energy
CTRA
| – | – |
-334,503
| Closed | -$7.96M |
|
983
Cavco Industries
CVCO
$4.39B
| – | – |
-2,225
| Closed | -$462K |
|
984
Cenovus Energy
CVE
$54.6B
| – | – |
-49,864
| Closed | -$518K |
|
985
CVS Health
CVS
$137B
| – | – |
-17,778
| Closed | -$1.14M |
|
986
Curtiss-Wright
CW
$27.7B
| – | – |
-10,022
| Closed | -$1.19M |
|
987
Deutsche Bank
DB
$66.3B
| – | – |
-52,829
| Closed | -$561K |
|
988
DuPont de Nemours
DD
$18.6B
| – | – |
-10,719
| Closed | -$1.79M |
|
989
Deckers Outdoor
DECK
$13.3B
| – | – |
-198,192
| Closed | -$3.73M |
|
|
DFS
990
DELISTED
Discover Financial Services
DFS
| – | – |
-99,922
| Closed | -$7.04M |
|
991
Danaher
DHR
$135B
| – | – |
-47,351
| Closed | -$4.14M |
|
|
992
HF Sinclair
DINO
$15.9B
| – | – |
-160,569
| Closed | -$11M |
|
993
Walt Disney
DIS
$165B
| – | – |
-52,156
| Closed | -$5.47M |
|
994
Denali Therapeutics
DNLI
$3.67B
| – | – |
-10,151
| Closed | -$155K |
|
995
Amdocs
DOX
$5.53B
| – | – |
-7,459
| Closed | -$494K |
|
996
Duke Energy
DUK
$102B
| – | – |
-30,730
| Closed | -$2.43M |
|
|
997
Electronic Arts
EA
$52.4B
| – | – |
-74,306
| Closed | -$10.5M |
|
998
Ennis
EBF
$546M
| – | – |
-16,360
| Closed | -$333K |
|
999
Employers Holdings
EIG
$908M
| – | – |
-5,922
| Closed | -$238K |
|
1000
Edison International
EIX
$30.7B
| – | – |
-24,824
| Closed | -$1.57M |
|
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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.