TI
Trexquant Investment Portfolio holdings
AUM
$8.86B
This Quarter Return
-0.9%
1 Year Return
+23.46%
3 Year Return
+83.97%
5 Year Return
+134.74%
10 Year Return
+204.61%
AUM
$854M
AUM Growth
+$854M
(-25%)
Cap. Flow
-$272M
Cap. Flow
% of AUM
-31.83%
Top 10 Holdings %
Top 10 Hldgs %
5.13%
Holding
1,402
New
430
Increased
193
Reduced
244
Closed
534
Top Buys
| 1 |
GameStop
GME
|
$4.82M |
| 2 |
HDS
HD Supply Holdings, Inc.
HDS
|
$4.78M |
| 3 |
Northern Trust
NTRS
|
$4.23M |
| 4 |
WBA
Walgreens Boots Alliance
WBA
|
$3.87M |
| 5 |
Lear
LEA
|
$3.83M |
Top Sells
| 1 |
XEC
CIMAREX ENERGY CO
XEC
|
$5.75M |
| 2 |
WNR
Western Refining Inc
WNR
|
$5.66M |
| 3 |
Williams Companies
WMB
|
$5.62M |
| 4 |
PPG Industries
PPG
|
$5.29M |
| 5 |
PVH
PVH
|
$5.25M |
Sector Composition
| 1 | Consumer Discretionary | 16.65% |
| 2 | Industrials | 13.99% |
| 3 | Financials | 13.6% |
| 4 | Healthcare | 12.04% |
| 5 | Technology | 10.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Darden Restaurants
DRI
$24.1B
| $2.62M | 0.31% | +39,500 | New | +$2.62M |
|
52
Lincoln National
LNC
$8.14B
| $2.61M | 0.31% | 66,619 +16,819 | +34% | +$659K |
|
53
Southwest Airlines
LUV
$17.3B
| $2.61M | 0.31% | 58,200 +6,400 | +12% | +$287K |
|
54
Akamai
AKAM
$11.3B
| $2.6M | 0.3% | 46,700 +21,900 | +88% | +$1.22M |
|
|
FRAN
55
DELISTED
Francesca's Holdings Corporation
FRAN
| $2.58M | 0.3% | +134,566 | New | +$2.58M |
|
56
Capital One
COF
$145B
| $2.55M | 0.3% | +36,800 | New | +$2.55M |
|
|
ANDV
57
DELISTED
Andeavor
ANDV
| $2.55M | 0.3% | 29,600 +14,300 | +93% | +$1.23M |
|
58
Graphic Packaging
GPK
$6.6B
| $2.53M | 0.3% | 196,813 -36,587 | -16% | -$470K |
|
|
RDC
59
DELISTED
Rowan Companies Plc
RDC
| $2.53M | 0.3% | +157,000 | New | +$2.53M |
|
60
Verizon
VZ
$186B
| $2.53M | 0.3% | +46,700 | New | +$2.53M |
|
61
Baidu
BIDU
$32.8B
| $2.52M | 0.3% | 13,200 +5,700 | +76% | +$1.09M |
|
62
Voya Financial
VOYA
$7.24B
| $2.5M | 0.29% | 84,000 +18,250 | +28% | +$543K |
|
63
Ally Financial
ALLY
$12.6B
| $2.49M | 0.29% | 132,932 +107,532 | +423% | +$2.01M |
|
64
Five Below
FIVE
$8B
| $2.47M | 0.29% | +59,816 | New | +$2.47M |
|
65
Celanese
CE
$5.22B
| $2.46M | 0.29% | +37,584 | New | +$2.46M |
|
66
Labcorp
LH
$23.1B
| $2.46M | 0.29% | 21,000 +4,500 | +27% | +$527K |
|
|
DNY
67
DELISTED
DONNELLEY R R & SONS CO
DNY
| $2.45M | 0.29% | +149,500 | New | +$2.45M |
|
68
Procter & Gamble
PG
$368B
| $2.4M | 0.28% | +29,200 | New | +$2.4M |
|
69
IQVIA
IQV
$32.4B
| $2.4M | 0.28% | +36,800 | New | +$2.4M |
|
70
AT&T
T
$209B
| $2.38M | 0.28% | +60,700 | New | +$2.38M |
|
71
Valero Energy
VLO
$47.2B
| $2.37M | 0.28% | 37,000 -10,200 | -22% | -$654K |
|
72
Ametek
AME
$42.7B
| $2.37M | 0.28% | 47,400 +33,900 | +251% | +$1.69M |
|
73
Incyte
INCY
$16.5B
| $2.36M | 0.28% | 32,500 +12,939 | +66% | +$938K |
|
74
Walt Disney
DIS
$213B
| $2.35M | 0.28% | +23,700 | New | +$2.35M |
|
75
Steel Dynamics
STLD
$19.3B
| $2.35M | 0.27% | +104,200 | New | +$2.35M |
|