TI
Trexquant Investment Portfolio holdings
AUM
$8.86B
This Quarter Return
+1.5%
1 Year Return
+23.46%
3 Year Return
+83.97%
5 Year Return
+134.74%
10 Year Return
+204.61%
AUM
$365M
AUM Growth
+$365M
(-53%)
Cap. Flow
-$413M
Cap. Flow
% of AUM
-113.01%
Top 10 Holdings %
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
106
Reduced
243
Closed
696
Top Buys
| 1 |
CarMax
KMX
|
$2.3M |
| 2 |
United Airlines
UAL
|
$2.28M |
| 3 |
Micron Technology
MU
|
$2.21M |
| 4 |
Oracle
ORCL
|
$1.94M |
| 5 |
COHR
Coherent Inc
COHR
|
$1.89M |
Top Sells
| 1 |
Analog Devices
ADI
|
$4.38M |
| 2 |
Goldman Sachs
GS
|
$4.32M |
| 3 |
Antero Resources
AR
|
$3.58M |
| 4 |
Northrop Grumman
NOC
|
$3.45M |
| 5 |
Cboe Global Markets
CBOE
|
$3.41M |
Sector Composition
| 1 | Consumer Discretionary | 15.86% |
| 2 | Technology | 15.01% |
| 3 | Industrials | 14.41% |
| 4 | Financials | 12.61% |
| 5 | Healthcare | 12.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
1376
Jakks Pacific
JAKK
$197M
| – | – |
-10,256
| Closed | -$56K |
|
1377
Jabil
JBL
$21.8B
| – | – |
-28,062
| Closed | -$812K |
|
1378
JD.com
JD
$44.2B
| – | – |
-51,541
| Closed | -$1.6M |
|
1379
Johnson & Johnson
JNJ
$429B
| – | – |
-13,900
| Closed | -$1.73M |
|
1380
St. Joe Company
JOE
$2.84B
| – | – |
-22,198
| Closed | -$378K |
|
1381
James River Group
JRVR
$256M
| – | – |
-21,457
| Closed | -$920K |
|
1382
Kadant
KAI
$3.77B
| – | – |
-9,566
| Closed | -$568K |
|
1383
Kaiser Aluminum
KALU
$1.22B
| – | – |
-18,700
| Closed | -$1.49M |
|
1384
Kimball Electronics
KE
$709M
| – | – |
-16,952
| Closed | -$287K |
|
1385
Keysight
KEYS
$28.4B
| – | – |
-14,993
| Closed | -$542K |
|
1386
Kraft Heinz
KHC
$31.9B
| – | – |
-9,200
| Closed | -$835K |
|
1387
Asbury Automotive
ABG
$4.99B
| – | – |
-5,386
| Closed | -$324K |
|
1388
ABM Industries
ABM
$3.03B
| – | – |
-5,401
| Closed | -$235K |
|
1389
Acco Brands
ACCO
$354M
| – | – |
-38,442
| Closed | -$506K |
|
1390
ACI Worldwide
ACIW
$5.07B
| – | – |
-9,708
| Closed | -$208K |
|
1391
Aclaris Therapeutics
ACRS
$223M
| – | – |
-6,755
| Closed | -$201K |
|
1392
Acacia Research
ACTG
$312M
| – | – |
-22,910
| Closed | -$132K |
|
|
1393
Analog Devices
ADI
$120B
| – | – |
-53,500
| Closed | -$4.38M |
|
1394
Addus HomeCare
ADUS
$2.08B
| – | – |
-6,330
| Closed | -$203K |
|
1395
Ameren
AEE
$27B
| – | – |
-6,100
| Closed | -$333K |
|
1396
Aflac
AFL
$57.1B
| – | – |
-13,500
| Closed | -$978K |
|
1397
Assured Guaranty
AGO
$3.89B
| – | – |
-12,100
| Closed | -$449K |
|
1398
American International
AIG
$45.1B
| – | – |
-12,100
| Closed | -$755K |
|
1399
Akebia Therapeutics
AKBA
$827M
| – | – |
-17,220
| Closed | -$158K |
|
|
ALEX
1400
Alexander & Baldwin
ALEX
$1.38B
| – | – |
-13,473
| Closed | -$600K |
|