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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
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
XOM icon
101
ExxonMobil
XOM
$651B
$3.71M 0.28%
43,648
-7,282
-14% -$595K
MCD icon
102
McDonald's
MCD
$188B
$3.69M 0.28%
22,063
+2,614
+13% +$419K
NEE icon
103
NextEra Energy
NEE
$187B
$3.69M 0.28%
+88,076
New +$3.75M
AA icon
104
Alcoa
AA
$11.7B
$3.62M 0.27%
+89,502
New +$3.89M
OXY icon
105
Occidental Petroleum
OXY
$57B
$3.6M 0.27%
43,819
-81,107
-65% -$6.55M
AMP icon
106
Ameriprise Financial
AMP
$46.8B
$3.59M 0.27%
24,312
+14,018
+136% +$2.01M
RHI icon
107
Robert Half
RHI
$3.61B
$3.59M 0.27%
50,978
+38,137
+297% +$2.79M
UNH icon
108
UnitedHealth
UNH
$382B
$3.55M 0.27%
13,331
-1,950
-13% -$507K
EPAC icon
109
Enerpac Tool Group
EPAC
$1.77B
$3.54M 0.27%
127,009
+105,570
+492% +$3.04M
STLD icon
110
Steel Dynamics
STLD
$35.6B
$3.46M 0.26%
+76,594
New +$3.53M
TSN icon
111
Tyson Foods
TSN
$20.2B
$3.42M 0.26%
57,387
-3,861
-6% -$241K
LLL
112
DELISTED
L3 Technologies, Inc.
LLL
$3.29M 0.25%
+15,474
New +$3.22M
LW icon
113
Lamb Weston
LW
$6.82B
$3.27M 0.25%
49,099
+46,078
+1,525% +$3.16M
RTN
114
DELISTED
Raytheon Company
RTN
$3.26M 0.24%
15,762
-7,809
-33% -$1.55M
SCHW
115
Charles Schwab
SCHW
$177B
$3.25M 0.24%
+66,109
New +$3.38M
NTR icon
116
Nutrien
NTR
$32.7B
$3.23M 0.24%
+55,956
New +$3.1M
MXIM
117
DELISTED
Maxim Integrated Products
MXIM
$3.2M 0.24%
+56,827
New +$3.43M
DXCM icon
118
DexCom
DXCM
$27.6B
$3.19M 0.24%
89,120
-140,620
-61% -$4.36M
APD icon
119
Air Products & Chemicals
APD
$66.3B
$3.16M 0.24%
18,927
+16,095
+568% +$2.62M
BBL
120
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$3.16M 0.24%
71,798
+64,695
+911% +$2.79M
TPR icon
121
Tapestry
TPR
$28.8B
$3.13M 0.24%
62,246
+37,215
+149% +$1.82M
ZTS icon
122
Zoetis
ZTS
$31.6B
$3.13M 0.24%
34,151
+29,619
+654% +$2.63M
CRC
123
DELISTED
California Resources Corporation
CRC
$3.13M 0.24%
64,444
+1,304
+2% +$50.2K
AFL icon
124
Aflac
AFL
$63.9B
$3.12M 0.23%
+66,242
New +$3.03M
INCY icon
125
Incyte
INCY
$23.5B
$3.06M 0.23%
44,331
-9,054
-17% -$621K
3 4
5
6 7

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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.