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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
Cap. Flow
-$136M
Cap. Flow %
-10.19%
Top 10 Hldgs %
7.21%
Holding
1,355
New
500
Increased
190
Reduced
219
Closed
444

Top Buys

Rank Stock Value
1
THO icon
Thor Industries
THO
+$10.7M
2
BAC icon
Bank of America
BAC
+$10.3M
3
KSS icon
Kohl's
KSS
+$9.91M
4
LVS icon
Las Vegas Sands
LVS
+$9.17M
5
PXD
Pioneer Natural Resource Co.
PXD
+$9.17M

Top Sells

Rank Stock Value
1
DINO icon
HF Sinclair
DINO
+$11M
2
HON icon
Honeywell
HON
+$10.9M
3
CMCSA icon
Comcast
CMCSA
+$10.9M
4
KR icon
Kroger
KR
+$10.8M
5
EA icon
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
KRO icon
1076
KRONOS Worldwide
KRO
$761M
– –
-13,260
Closed -$299K
LAB icon
1077
Standard BioTools
LAB
$326M
– –
-11,857
Closed -$71K
LAUR icon
1078
Laureate Education
LAUR
$5.18B
– –
-30,718
Closed -$440K
LBRDK icon
1079
Liberty Broadband Class C
LBRDK
$4.15B
– –
-20,886
Closed -$1.58M
LE icon
1080
Lands' End
LE
$361M
– –
-15,590
Closed -$435K
LII icon
1081
Lennox International
LII
$18.8B
– –
-4,052
Closed -$811K
LIVN icon
1082
LivaNova
LIVN
$4.3B
– –
-6,776
Closed -$676K
LKQ icon
1083
LKQ Corp
LKQ
$6.58B
– –
-59,806
Closed -$1.91M
LMNR icon
1084
Limoneira
LMNR
$237M
– –
-11,593
Closed -$285K
LMT icon
1085
Lockheed Martin
LMT
$134B
– –
-1,567
Closed -$463K
LNN icon
1086
Lindsay Corp
LNN
$1.16B
– –
-12,912
Closed -$1.25M
LOW icon
1087
Lowe's Companies
LOW
$116B
– –
-80,340
Closed -$7.68M
LRMR icon
1088
Larimar Therapeutics
LRMR
$416M
– –
-953
Closed -$117K
LULU icon
1089
lululemon athletica
LULU
$13B
– –
-76,835
Closed -$9.59M
LUMN icon
1090
Lumen
LUMN
$6.53B
– –
-85,014
Closed -$1.58M
LYB icon
1091
LyondellBasell Industries
LYB
$19.5B
– –
-75,694
Closed -$8.31M
MAR icon
1092
Marriott International
MAR
$98.7B
– –
-64,901
Closed -$8.22M
MAT icon
1093
Mattel
MAT
$4.17B
– –
-66,294
Closed -$1.09M
MCHP icon
1094
Microchip Technology
MCHP
$42.8B
– –
-119,970
Closed -$5.46M
MCO icon
1095
Moody's
MCO
$81.7B
– –
-11,183
Closed -$1.91M
MDLZ icon
1096
Mondelez International
MDLZ
$77.7B
– –
-217,822
Closed -$8.93M
MEDP icon
1097
Medpace
MEDP
$16.8B
– –
-6,895
Closed -$296K
MERC icon
1098
Mercer International
MERC
$44.9M
– –
-10,599
Closed -$185K
MFIC icon
1099
MidCap Financial Investment
MFIC
$784M
– –
-8,189
Closed -$137K
MGA icon
1100
Magna International
MGA
$17.9B
– –
-13,388
Closed -$778K
42 43
44
45 46

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WHG
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PSCM
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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.