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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
OSK icon
176
Oshkosh
OSK
$9.67B
$2.39M 0.18%
33,508
+30,414
+983% +$2.19M
BWA icon
177
BorgWarner
BWA
$13.2B
$2.31M 0.17%
61,462
-26,142
-30% -$1.03M
STMP
178
DELISTED
Stamps.com, Inc.
STMP
$2.3M 0.17%
+10,164
New +$2.54M
AYI icon
179
Acuity Brands
AYI
$9.88B
$2.29M 0.17%
14,538
+9,456
+186% +$1.36M
XYL icon
180
Xylem
XYL
$28.5B
$2.28M 0.17%
+28,518
New +$2.13M
ETR icon
181
Entergy
ETR
$54.1B
$2.25M 0.17%
+55,424
New +$2.29M
BURL icon
182
Burlington
BURL
$22B
$2.24M 0.17%
13,776
-22,228
-62% -$3.55M
CALY
183
Callaway Golf Company
CALY
$3.26B
$2.21M 0.17%
90,832
+78,806
+655% +$1.69M
ESV
184
DELISTED
Ensco Rowan plc
ESV
$2.21M 0.17%
+65,338
New +$1.87M
TRIP icon
185
TripAdvisor
TRIP
$1.59B
$2.18M 0.16%
42,667
+3,795
+10% +$207K
W icon
186
Wayfair
W
$11.1B
$2.15M 0.16%
+14,589
New +$1.86M
NTRS icon
187
Northern Trust
NTRS
$22.2B
$2.15M 0.16%
21,065
+13,984
+197% +$1.5M
YUM icon
188
Yum! Brands
YUM
$41B
$2.14M 0.16%
23,567
-50,049
-68% -$4.18M
MIC
189
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$2.13M 0.16%
+46,186
New +$2.11M
MSCI icon
190
MSCI
MSCI
$40B
$2.11M 0.16%
+11,894
New +$2.07M
ODFL icon
191
Old Dominion Freight Line
ODFL
$48.5B
$2.11M 0.16%
+39,177
New +$1.98M
WEC icon
192
WEC Energy
WEC
$37.7B
$2.1M 0.16%
+31,410
New +$2.09M
NBIX icon
193
Neurocrine Biosciences
NBIX
$17.7B
$2.09M 0.16%
+16,980
New +$1.93M
LEN icon
194
Lennar Class A
LEN
$20.4B
$2.08M 0.16%
46,103
+1,916
+4% +$96.5K
DLPH
195
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$2.08M 0.16%
66,202
+38,287
+137% +$1.52M
ETN icon
196
Eaton
ETN
$157B
$2.07M 0.16%
23,869
+8,336
+54% +$682K
HAS icon
197
Hasbro
HAS
$12.6B
$2.06M 0.16%
+19,628
New +$1.97M
NTRI
198
DELISTED
NutriSystem, Inc.
NTRI
$2.06M 0.16%
55,658
+45,993
+476% +$1.78M
UNFI icon
199
United Natural Foods
UNFI
$3.01B
$2.06M 0.15%
+68,647
New +$2.49M
VIPS icon
200
Vipshop
VIPS
$6.84B
$2.05M 0.15%
328,572
+182,966
+126% +$1.5M
6 7
8
9 10

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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.