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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
LOGM
1301
DELISTED
LogMein, Inc.
LOGM
– –
-27,282
Closed -$2.82M
FSCT
1302
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
– –
-22,966
Closed -$787K
LM
1303
DELISTED
Legg Mason, Inc.
LM
– –
-19,728
Closed -$685K
PGNX
1304
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-35,008
Closed -$281K
LTM
1305
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-11,368
Closed -$112K
AVH
1306
DELISTED
AVIANCA HOLDINGS S.A.
AVH
– –
-12,049
Closed -$78K
AGN
1307
DELISTED
Allergan plc
AGN
– –
-16,525
Closed -$2.75M
TGE
1308
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
– –
-57,053
Closed -$1.26M
QHC
1309
DELISTED
Quorum Health Corporation
QHC
– –
-11,607
Closed -$58K
WCG
1310
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-3,052
Closed -$752K
MDR
1311
DELISTED
McDermott International
MDR
– –
-22,681
Closed -$446K
JAG
1312
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-21,756
Closed -$283K
STI
1313
DELISTED
SunTrust Banks, Inc.
STI
– –
-18,668
Closed -$1.23M
BID
1314
DELISTED
Sotheby's
BID
– –
-8,503
Closed -$462K
SFLY
1315
DELISTED
Shutterfly, Inc.
SFLY
– –
-36,740
Closed -$3.31M
SFS
1316
DELISTED
Smart & Final Stores, Inc.
SFS
– –
-14,537
Closed -$81K
LXFT
1317
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-25,753
Closed -$949K
KEYW
1318
DELISTED
The KEYW Holding Corporation
KEYW
– –
-12,495
Closed -$109K
TVPT
1319
DELISTED
Travelport Worldwide Limited
TVPT
– –
-22,937
Closed -$425K
ULTI
1320
DELISTED
Ultimate Software Group Inc
ULTI
– –
-4,457
Closed -$1.15M
ARRS
1321
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-18,126
Closed -$443K
IDTI
1322
DELISTED
Integrated Device Technology I
IDTI
– –
-9,264
Closed -$295K
ELGX
1323
DELISTED
Endologix Inc
ELGX
– –
-1,532
Closed -$87K
NXEO
1324
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-18,751
Closed -$171K
NFX
1325
DELISTED
Newfield Exploration
NFX
– –
-143,795
Closed -$4.35M
51 52
53
54 55

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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.