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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
MKC icon
1101
McCormick & Company Non-Voting
MKC
$13.4B
– –
-110,268
Closed -$6.4M
MKSI icon
1102
MKS Inc
MKSI
$22.2B
– –
-77,682
Closed -$7.43M
MOD icon
1103
Modine Manufacturing
MOD
$12.8B
– –
-23,001
Closed -$420K
MSGS icon
1104
Madison Square Garden
MSGS
$9.54B
– –
-3,889
Closed -$860K
MSM icon
1105
MSC Industrial Direct
MSM
$7.02B
– –
-43,128
Closed -$3.66M
MSTR icon
1106
Strategy Inc
MSTR
$33.5B
– –
-18,080
Closed -$231K
MTCH icon
1107
Match Group
MTCH
$8.84B
– –
-17,429
Closed -$675K
MTH icon
1108
Meritage Homes
MTH
$4.87B
– –
-16,306
Closed -$358K
MTN icon
1109
Vail Resorts
MTN
$5.19B
– –
-8,467
Closed -$2.32M
MTW icon
1110
Manitowoc
MTW
$516M
– –
-19,743
Closed -$511K
MUR icon
1111
Murphy Oil
MUR
$5.58B
– –
-108,493
Closed -$3.66M
NAAS
1112
NaaS Technology Inc
NAAS
$37.6M
– –
-2
Closed -$191K
NAVI icon
1113
Navient
NAVI
$774M
– –
-116,518
Closed -$1.52M
NEM icon
1114
Newmont
NEM
$98.2B
– –
-124,776
Closed -$4.71M
NEXA icon
1115
Nexa Resources
NEXA
$1.7B
– –
-28,311
Closed -$333K
NGG icon
1116
National Grid
NGG
$82.7B
– –
-6,283
Closed -$310K
NJR icon
1117
New Jersey Resources
NJR
$6.06B
– –
-10,284
Closed -$460K
NOC icon
1118
Northrop Grumman
NOC
$77B
– –
-17,043
Closed -$5.24M
NTLA icon
1119
Intellia Therapeutics
NTLA
$1.5B
– –
-20,301
Closed -$555K
NVR icon
1120
NVR
NVR
$17.2B
– –
-249
Closed -$740K
NWE icon
1121
NorthWestern Energy
NWE
$4.48B
– –
-14,623
Closed -$837K
NWS icon
1122
News Corp Class B
NWS
$16.4B
– –
-14,355
Closed -$228K
OGE icon
1123
OGE Energy
OGE
$10.3B
– –
-33,290
Closed -$1.17M
OLLI icon
1124
Ollie's Bargain Outlet
OLLI
$4.01B
– –
-3,987
Closed -$289K
ACH
1125
Accendra Health
ACH
$240M
– –
-27,243
Closed -$455K
43 44
45
46 47

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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.