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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
AEP icon
126
American Electric Power
AEP
$73.7B
$3.06M 0.23%
+43,191
New +$3.07M
PPL
127
PPL Corp
PPL
$27.3B
$3.05M 0.23%
104,203
-11,904
-10% -$348K
FDS icon
128
Factset
FDS
$9.05B
$3.04M 0.23%
13,600
+1,477
+12% +$320K
COP icon
129
ConocoPhillips
COP
$147B
$3.04M 0.23%
39,242
-30,530
-44% -$2.2M
MGM icon
130
MGM Resorts International
MGM
$11.7B
$3.01M 0.23%
+107,930
New +$3.13M
CA
131
DELISTED
CA, Inc.
CA
$3.01M 0.23%
+68,152
New +$2.94M
ADM icon
132
Archer Daniels Midland
ADM
$41.4B
$3M 0.23%
59,684
+45,284
+314% +$2.22M
OMC icon
133
Omnicom Group
OMC
$22.7B
$2.98M 0.22%
43,767
+36,642
+514% +$2.57M
HUN icon
134
Huntsman Corp
HUN
$2.24B
$2.96M 0.22%
108,593
+56,947
+110% +$1.73M
NOW icon
135
ServiceNow
NOW
$102B
$2.95M 0.22%
75,285
-11,125
-13% -$421K
OLN icon
136
Olin
OLN
$2.64B
$2.94M 0.22%
114,297
+81,587
+249% +$2.39M
LHX icon
137
L3Harris
LHX
$55.9B
$2.9M 0.22%
+17,107
New +$2.72M
AOS icon
138
A.O. Smith
AOS
$8.38B
$2.89M 0.22%
54,112
+11,878
+28% +$697K
BAX icon
139
Baxter International
BAX
$11.6B
$2.87M 0.22%
37,223
+9,718
+35% +$721K
SM icon
140
SM Energy
SM
$7.96B
$2.86M 0.22%
+90,838
New +$2.61M
KO icon
141
Coca-Cola
KO
$354B
$2.85M 0.21%
61,608
-84,294
-58% -$3.85M
CELG
142
DELISTED
Celgene Corp
CELG
$2.83M 0.21%
31,678
-28,725
-48% -$2.54M
PNC icon
143
PNC Financial Services
PNC
$100B
$2.82M 0.21%
20,738
-20,282
-49% -$2.88M
HUM icon
144
Humana
HUM
$46.7B
$2.79M 0.21%
+8,247
New +$2.68M
HDP
145
DELISTED
Hortonworks, Inc.
HDP
$2.77M 0.21%
121,430
+71,732
+144% +$1.5M
HOG icon
146
Harley-Davidson
HOG
$2.68B
$2.76M 0.21%
+60,999
New +$2.65M
EMR icon
147
Emerson Electric
EMR
$82.9B
$2.76M 0.21%
+36,069
New +$2.66M
JNJ icon
148
Johnson & Johnson
JNJ
$635B
$2.75M 0.21%
19,937
+3,805
+24% +$506K
ATHN
149
DELISTED
Athenahealth, Inc.
ATHN
$2.74M 0.21%
+20,512
New +$3.07M
HAIN icon
150
Hain Celestial
HAIN
$47.8M
$2.73M 0.21%
+100,649
New +$2.87M
4 5
6
7 8

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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.