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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
-2.71%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$2.84B
AUM Growth
+$612M
Cap. Flow
+$853M
Cap. Flow %
30%
Top 10 Hldgs %
10.64%
Holding
1,976
New
506
Increased
478
Reduced
320
Closed
670

Top Buys

Rank Stock Value
1
BA icon
Boeing
BA
+$43.1M
2
ADBE icon
Adobe
ADBE
+$42.6M
3
SPGI icon
S&P Global
SPGI
+$38.1M
4
PG icon
Procter & Gamble
PG
+$23.4M
5
NSC icon
Norfolk Southern
NSC
+$23.3M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$26.4M
2
PYPL icon
PayPal
PYPL
+$17.2M
3
AVLR
Avalara, Inc.
AVLR
+$15.9M
4
IDXX icon
Idexx Laboratories
IDXX
+$15.5M
5
JNJ icon
Johnson & Johnson
JNJ
+$13.8M

Sector Composition

Rank Sector Weight
1 Technology 20.4%
2 Consumer Discretionary 15.96%
3 Healthcare 13.2%
4 Financials 13%
5 Industrials 11.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DD icon
1451
DuPont de Nemours
DD
$17.3B
– –
-5,078
Closed -$354K
DDS icon
1452
Dillards
DDS
$9.74B
– –
-10,701
Closed -$2.36M
DGICA icon
1453
Donegal Group Class A
DGICA
$705M
– –
-14,477
Closed -$247K
DHI icon
1454
D.R. Horton
DHI
$38.9B
– –
-13,125
Closed -$869K
DIA icon
1455
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
– –
-748
Closed -$230K
DLTR icon
1456
Dollar Tree
DLTR
$22.2B
– –
-15,699
Closed -$2.45M
DOCN icon
1457
DigitalOcean
DOCN
$15.6B
– –
-49,462
Closed -$2.05M
DOMO icon
1458
Domo
DOMO
$178M
– –
-19,893
Closed -$553K
DOW icon
1459
Dow Inc
DOW
$21.2B
– –
-158,321
Closed -$8.17M
DOX icon
1460
Amdocs
DOX
$6.25B
– –
-13,728
Closed -$1.14M
DRI icon
1461
Darden Restaurants
DRI
$23.8B
– –
-40,013
Closed -$4.53M
DVA icon
1462
DaVita
DVA
$11.7B
– –
-65,531
Closed -$5.24M
DVN icon
1463
Devon Energy
DVN
$53.9B
– –
-231,326
Closed -$12.7M
DXC icon
1464
DXC Technology
DXC
$1.75B
– –
-77,017
Closed -$2.33M
EA
1465
DELISTED
Electronic Arts
EA
– –
-39,999
Closed -$4.87M
EAF icon
1466
GrafTech
EAF
$161M
– –
-6,162
Closed -$436K
AXIA
1467
DELISTED
AXIA Energia
AXIA
– –
-36,386
Closed -$256K
ED icon
1468
Consolidated Edison
ED
$39.8B
– –
-24,250
Closed -$2.31M
EFA icon
1469
iShares MSCI EAFE ETF
EFA
$78.8B
– –
-11,014
Closed -$688K
EFAV icon
1470
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.43B
– –
-4,253
Closed -$269K
EFSC icon
1471
Enterprise Financial Services Corp
EFSC
$2.3B
– –
-8,452
Closed -$351K
EMB icon
1472
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
– –
-3,505
Closed -$299K
EMXC icon
1473
iShares MSCI Emerging Markets ex China ETF
EMXC
$25.8B
– –
-4,930
Closed -$235K
ENB icon
1474
Enbridge
ENB
$110B
– –
-11,389
Closed -$481K
ENOV icon
1475
Enovis
ENOV
$1.1B
– –
-21,956
Closed -$1.21M
57 58
59
60 61

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AT
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FCAS
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RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
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DCM
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Trexquant Investment's Q3 2022 Portfolio in Review

As of Q3 2022, Trexquant Investment held 1,976 positions worth $2.84B, up 27% from $2.23B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Trexquant Investment deployed $853M of net new capital in Q3 2022, opening 506 new positions and adding to 478 existing holdings. Its largest new stake was Petrobras: 1,660,967 shares worth $20.5M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 22% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Tesla, an estimated $26.4M trimmed.

  • Trexquant Investment's largest Q3 2022 buy was Petrobras: 1,660,967 shares worth $20.5M.
  • Trexquant Investment added most to Boeing in Q3 2022, an estimated $43.1M increase.
  • Trexquant Investment's biggest Q3 2022 reduction was Tesla, cutting an estimated $26.4M.
  • Trexquant Investment fully exited Avalara, Inc. in Q3 2022, selling an estimated $15.9M.
  • Trexquant Investment's ten largest holdings make up 11% of its $2.84B portfolio in Q3 2022.
  • Trexquant Investment opened 506 new positions and closed 670 in Q3 2022.
  • Trexquant Investment's portfolio value rose 27% quarter-over-quarter to $2.84B.

Based on Trexquant Investment's 13F filing for Q3 2022, filed 14 Nov 2022.