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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
WAFD icon
1876
WaFd
WAFD
$2.51B
– –
-10,527
Closed -$316K
WBA
1877
DELISTED
Walgreens Boots Alliance
WBA
– –
-52,777
Closed -$2M
WFC icon
1878
Wells Fargo
WFC
$271B
– –
-137,982
Closed -$5.41M
WIT icon
1879
Wipro
WIT
$16.6B
– –
-20,666
Closed -$55K
WLY icon
1880
John Wiley & Sons Class A
WLY
$2.43B
– –
-12,889
Closed -$616K
WMB icon
1881
Williams Companies
WMB
$91.9B
– –
-139,177
Closed -$4.34M
WRB icon
1882
W.R. Berkley
WRB
$26B
– –
-82,665
Closed -$3.76M
WRBY icon
1883
Warby Parker
WRBY
$3.04B
– –
-12,922
Closed -$146K
WSC icon
1884
WillScot Mobile Mini Holdings
WSC
$3.51B
– –
-47,743
Closed -$1.55M
WTRG icon
1885
Essential Utilities
WTRG
$11.9B
– –
-14,863
Closed -$681K
WTW icon
1886
Willis Towers Watson
WTW
$29.1B
– –
-2,520
Closed -$497K
WW
1887
DELISTED
WW International
WW
– –
-13,921
Closed -$89K
XHB icon
1888
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
– –
-20,008
Closed -$1.09M
XLB icon
1889
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
– –
-22,756
Closed -$837K
XLE icon
1890
State Street Energy Select Sector SPDR ETF
XLE
$43B
– –
-35,404
Closed -$1.27M
XLV icon
1891
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
– –
-6,925
Closed -$888K
XLY icon
1892
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
– –
-9,428
Closed -$648K
XOMA
1893
DELISTED
Xoma
XOMA
– –
-15,125
Closed -$337K
XOM icon
1894
ExxonMobil
XOM
$675B
– –
-118,404
Closed -$10.1M
XOP icon
1895
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
– –
-6,402
Closed -$765K
XP icon
1896
XP
XP
$9.66B
– –
-105,770
Closed -$1.9M
XPO icon
1897
XPO
XPO
$21.6B
– –
-12,562
Closed -$359K
XYL icon
1898
Xylem
XYL
$25.1B
– –
-20,924
Closed -$1.64M
YETI icon
1899
Yeti Holdings
YETI
$2.96B
– –
-6,659
Closed -$288K
ZBRA icon
1900
Zebra Technologies
ZBRA
$16.3B
– –
-2,050
Closed -$603K
74 75
76
77 78

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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.