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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
HYFM icon
1576
Hydrofarm Holdings
HYFM
$4.72M
– –
-2,951
Closed -$103K
HZO icon
1577
MarineMax
HZO
$1.15B
– –
-7,910
Closed -$286K
IAU icon
1578
iShares Gold Trust
IAU
$65.2B
– –
-10,365
Closed -$356K
IBCP icon
1579
Independent Bank Corp
IBCP
$816M
– –
-17,197
Closed -$332K
IBKR icon
1580
Interactive Brokers
IBKR
$40.9B
– –
-18,536
Closed -$255K
IBN icon
1581
ICICI Bank
IBN
$104B
– –
-32,335
Closed -$574K
ICFI icon
1582
ICF International
ICFI
$1.55B
– –
-2,216
Closed -$211K
ICLR icon
1583
Icon
ICLR
$12.3B
– –
-5,208
Closed -$1.13M
IDEV icon
1584
iShares Core MSCI International Developed Markets ETF
IDEV
$32.4B
– –
-4,035
Closed -$217K
IDT icon
1585
IDT Corp
IDT
$1.69B
– –
-9,090
Closed -$229K
IEFA icon
1586
iShares Core MSCI EAFE ETF
IEFA
$194B
– –
-15,835
Closed -$932K
IEI icon
1587
iShares 3-7 Year Treasury Bond ETF
IEI
$17.5B
– –
-2,191
Closed -$261K
IEO icon
1588
iShares US Oil & Gas Exploration & Production ETF
IEO
$638M
– –
-3,346
Closed -$260K
IEMG icon
1589
iShares Core MSCI Emerging Markets ETF
IEMG
$164B
– –
-15,175
Closed -$744K
IEX icon
1590
IDEX
IEX
$16.6B
– –
-15,304
Closed -$2.78M
IGE icon
1591
iShares North American Natural Resources ETF
IGE
$783M
– –
-6,923
Closed -$249K
IHG icon
1592
InterContinental Hotels
IHG
$22.7B
– –
-8,210
Closed -$444K
III icon
1593
Information Services Group
III
$245M
– –
-62,717
Closed -$424K
IIIN icon
1594
Insteel Industries
IIIN
$595M
– –
-10,749
Closed -$362K
IJH icon
1595
iShares Core S&P Mid-Cap ETF
IJH
$124B
– –
-7,845
Closed -$355K
ILF icon
1596
iShares Latin America 40 ETF
ILF
$4B
– –
-26,984
Closed -$608K
IMAX icon
1597
IMAX
IMAX
$2.83B
– –
-32,107
Closed -$542K
IMKTA icon
1598
Ingles Markets
IMKTA
$1.54B
– –
-2,581
Closed -$224K
IMMR icon
1599
Immersion
IMMR
$247M
– –
-17,287
Closed -$92K
IMTX icon
1600
Immatics
IMTX
$1.39B
– –
-11,253
Closed -$98K
62 63
64
65 66

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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.