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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 | |
|---|---|---|---|---|---|---|
1151
Dr. Reddy's Laboratories
RDY
$9.82B
| – | – |
-122,290
| Closed | -$788K |
|
1152
RPC Inc
RES
$1.24B
| – | – |
-44,076
| Closed | -$642K |
|
1153
Transocean
RIG
$5.92B
| – | – |
-189,337
| Closed | -$2.54M |
|
1154
Raymond James Financial
RJF
$32.5B
| – | – |
-28,203
| Closed | -$1.68M |
|
1155
Rockwell Automation
ROK
$51.4B
| – | – |
-29,448
| Closed | -$4.89M |
|
1156
Roku
ROKU
$21.1B
| – | – |
-44,298
| Closed | -$1.89M |
|
1157
Rollins
ROL
$18.6B
| – | – |
-49,660
| Closed | -$1.16M |
|
1158
Ross Stores
ROST
$76.6B
| – | – |
-33,056
| Closed | -$2.8M |
|
1159
Rapid7
RPD
$634M
| – | – |
-19,877
| Closed | -$561K |
|
1160
Regal Rexnord
RRX
$14.2B
| – | – |
-3,248
| Closed | -$266K |
|
1161
Reliance Steel & Aluminium
RS
$20.8B
| – | – |
-8,454
| Closed | -$740K |
|
1162
Sunrun
RUN
$2.37B
| – | – |
-34,387
| Closed | -$452K |
|
1163
Rhythm Pharmaceuticals
RYTM
$7B
| – | – |
-12,950
| Closed | -$405K |
|
1164
Sanmina
SANM
$11.2B
| – | – |
-6,960
| Closed | -$204K |
|
1165
Sabesp
SBS
$19.7B
| – | – |
-594,475
| Closed | -$693K |
|
|
SEM
1166
DELISTED
Select Medical
SEM
| – | – |
-22,625
| Closed | -$221K |
|
1167
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-73,263
| Closed | -$1.62M |
|
1168
Signet Jewelers
SIG
$3.55B
| – | – |
-125,704
| Closed | -$7.01M |
|
1169
SK Telecom
SKM
$13.7B
| – | – |
-8,567
| Closed | -$329K |
|
|
SNBR
1170
DELISTED
Sleep Number
SNBR
| – | – |
-17,699
| Closed | -$514K |
|
1171
Smart Sand
SND
$200M
| – | – |
-13,255
| Closed | -$70K |
|
1172
Synopsys
SNPS
$71.5B
| – | – |
-10,726
| Closed | -$918K |
|
1173
SPX Corp
SPXC
$11B
| – | – |
-9,729
| Closed | -$341K |
|
1174
Sociedad Química y Minera de Chile
SQM
$19.6B
| – | – |
-13,418
| Closed | -$645K |
|
1175
Sempra
SRE
$60.8B
| – | – |
-51,662
| Closed | -$3M |
|
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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.