Trexquant Investment Portfolio holdings

AUM $9.7B

1-Year Est. Return 28.3%

This Quarter Est. Return

1 Year Est. Return

+28.3%

3 Year Est. Return

5 Year Est. Return

10 Year Est. Return

AUM

$9.7B

AUM Growth

+$838M (+9.5%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

1,984

New

Increased

Reduced

Closed

Top Buys

1		+$88.7M
2		+$70.1M
3		+$65.7M
4	Honeywell HON	+$54.3M
5	Alphabet (Google) Class A GOOGL	+$52.9M

Top Sells

1		+$83.9M
2		+$58.4M
3		+$37.4M
4	CF Industries CF	+$33.9M
5	Equifax EFX	+$33.3M

Sector Composition

1	Technology	25.02%
2	Consumer Discretionary	13.49%
3	Industrials	13.31%
4	Financials	13.12%
5	Healthcare	11.09%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal
326	IPG 326 DELISTED Interpublic Group of Companies IPG	$9.18M	0.09%	+328,850
327	327 CenterPoint Energy CNP $25.1B	$9.16M	0.09%	236,158 +7,472
328	CNH 328 CNH Industrial CNH $11.8B	$9.12M	0.09%	+840,317
329	329 Genworth Financial GNW $3.49B	$9.12M	0.09%	1,024,344 -46,201
330	330 Texas Capital Bancshares TCBI $4.29B	$9.11M	0.09%	107,753 +68,193
331	331 TripAdvisor TRIP $1.76B	$9.1M	0.09%	559,865 +460,513
332	SAND 332 DELISTED Sandstorm Gold SAND	$9.09M	0.09%	726,221 -421,074
333	333 Tractor Supply TSCO $28.6B	$9.05M	0.09%	159,187 +25,580
334	334 Birkenstock BIRK $7.83B	$9.04M	0.09%	199,727 +18,934
335	335 Atour Lifestyle Holdings ATAT $5.9B	$9.03M	0.09%	240,286 +79,581
336	336 Transmedics TMDX $4.71B	$9.02M	0.09%	80,401 -30,764
337	337 ThredUp TDUP $1.01B	$9M	0.09%	952,547 +554,317
338	338 Oshkosh OSK $8.25B	$8.98M	0.09%	+69,253
339	339 Tenaris TS $21.4B	$8.97M	0.09%	250,866 +7,073
340	340 Hanover Insurance THG $6.38B	$8.96M	0.09%	49,316 +24,274
341	341 Bio-Techne TECH $9.89B	$8.96M	0.09%	161,014 -60,264
342	342 Idacorp IDA $6.85B	$8.91M	0.09%	67,442 +44,596
343	343 ASGN Inc ASGN $1.98B	$8.87M	0.09%	+187,334
344	344 Aurinia Pharmaceuticals AUPH $1.99B	$8.85M	0.09%	801,083 +401,650
345	345 Unity U $18.9B	$8.82M	0.09%	+220,347
346	346 AptarGroup ATR $8.12B	$8.8M	0.09%	65,864 +23,142
347	347 Coursera COUR $1.4B	$8.8M	0.09%	751,400 +22,935
348	348 Argan AGX $5.06B	$8.74M	0.09%	32,376 -15,248
349	349 Exelon EXC $44.3B	$8.73M	0.09%	+193,892
350	350 XPO XPO $16.5B	$8.7M	0.09%	67,269 +52,910