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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
-17.36%
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
$2.23B
AUM Growth
+$103M
Cap. Flow
+$535M
Cap. Flow %
23.99%
Top 10 Hldgs %
8.4%
Holding
2,002
New
707
Increased
438
Reduced
325
Closed
532

Top Buys

Rank Stock Value
1
IDXX icon
Idexx Laboratories
IDXX
+$23.7M
2
AXP icon
American Express
AXP
+$22.5M
3
ACN icon
Accenture
ACN
+$22.4M
4
PYPL icon
PayPal
PYPL
+$22.3M
5
MPC icon
Marathon Petroleum
MPC
+$18.6M

Top Sells

Rank Stock Value
1
ADI icon
Analog Devices
ADI
+$20.5M
2
MU icon
Micron Technology
MU
+$19.9M
3
VZ icon
Verizon
VZ
+$15.7M
4
AMD icon
Advanced Micro Devices
AMD
+$14M
5
GM icon
General Motors
GM
+$13.9M

Sector Composition

Rank Sector Weight
1 Technology 21.68%
2 Consumer Discretionary 14.34%
3 Healthcare 13.99%
4 Financials 12.36%
5 Industrials 9.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IVV icon
1676
iShares Core S&P 500 ETF
IVV
$866B
– –
-651
Closed -$295K
IWB icon
1677
iShares Russell 1000 ETF
IWB
$48.8B
– –
-1,768
Closed -$442K
IWO icon
1678
iShares Russell 2000 Growth ETF
IWO
$14.4B
– –
-2,062
Closed -$527K
IWV icon
1679
iShares Russell 3000 ETF
IWV
$20.3B
– –
-1,519
Closed -$399K
IXG icon
1680
iShares Global Financials ETF
IXG
$693M
– –
-3,729
Closed -$296K
JAZZ icon
1681
Jazz Pharmaceuticals
JAZZ
$15.7B
– –
-6,330
Closed -$985K
JBHT icon
1682
JB Hunt Transport Services
JBHT
$25.2B
– –
-7,372
Closed -$1.48M
JBLU icon
1683
JetBlue
JBLU
$1.65B
– –
-263,903
Closed -$3.94M
JBSS icon
1684
John B. Sanfilippo & Son
JBSS
$826M
– –
-3,362
Closed -$281K
JEF icon
1685
Jefferies Financial Group
JEF
$12.7B
– –
-8,027
Closed -$252K
JEPI icon
1686
JPMorgan Equity Premium Income ETF
JEPI
$45.5B
– –
-3,911
Closed -$240K
JPST icon
1687
JPMorgan Ultra-Short Income ETF
JPST
$41.2B
– –
-4,575
Closed -$230K
JRVR icon
1688
James River Group Holdings
JRVR
$183M
– –
-14,984
Closed -$371K
KDP icon
1689
Keurig Dr Pepper
KDP
$43.7B
– –
-5,600
Closed -$212K
KLAC icon
1690
KLA
KLAC
$239B
– –
-40,760
Closed -$1.49M
KMPR icon
1691
Kemper
KMPR
$1.6B
– –
-5,248
Closed -$297K
KNSL icon
1692
Kinsale Capital Group
KNSL
$8.19B
– –
-2,019
Closed -$460K
KOS icon
1693
Kosmos Energy
KOS
$1.71B
– –
-206,646
Closed -$1.49M
KRON
1694
DELISTED
Kronos Bio
KRON
– –
-46,002
Closed -$333K
KWEB icon
1695
KraneShares CSI China Internet ETF
KWEB
$4.78B
– –
-38,962
Closed -$1.11M
LAD icon
1696
Lithia Motors
LAD
$8.08B
– –
-1,045
Closed -$314K
LAZ icon
1697
Lazard
LAZ
$4.16B
– –
-14,866
Closed -$513K
LBRDK
1698
DELISTED
Liberty Broadband Class C
LBRDK
– –
-5,085
Closed -$688K
LCUT icon
1699
Lifetime Brands
LCUT
$203M
– –
-17,072
Closed -$219K
LE icon
1700
Lands' End
LE
$313M
– –
-26,477
Closed -$448K
66 67
68
69 70

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RFC
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EH
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VRS
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OAC
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WA
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DCM
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Trexquant Investment's Q2 2022 Portfolio in Review

As of Q2 2022, Trexquant Investment held 2,002 positions worth $2.23B, up 4.8% from $2.13B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.

Trexquant Investment deployed $535M of net new capital in Q2 2022, opening 707 new positions and adding to 438 existing holdings. Its largest new stake was Idexx Laboratories: 58,009 shares worth $20.3M.

By sector, the portfolio is most concentrated in Technology at 22% of assets, down from 26% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Micron Technology, an estimated $19.9M trimmed.

  • Trexquant Investment's largest Q2 2022 buy was Idexx Laboratories: 58,009 shares worth $20.3M.
  • Trexquant Investment added most to American Express in Q2 2022, an estimated $22.5M increase.
  • Trexquant Investment's biggest Q2 2022 reduction was Micron Technology, cutting an estimated $19.9M.
  • Trexquant Investment fully exited Analog Devices in Q2 2022, selling an estimated $20.5M.
  • Trexquant Investment's ten largest holdings make up 8.4% of its $2.23B portfolio in Q2 2022.
  • Trexquant Investment opened 707 new positions and closed 532 in Q2 2022.
  • Trexquant Investment's portfolio value rose 4.8% quarter-over-quarter to $2.23B.

Based on Trexquant Investment's 13F filing for Q2 2022, filed 11 Aug 2022.