Trexquant Investment LP

Q4 2019 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2019
Date filed
2/12/2020
Form type
13F-HR
Num holdings
989
Total value ($000)
$1,690,380
Net value change ($000)
+532,536 (46.0%)
New positions
550
Sold out positions
385
Turnover %
73.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/18/2020 Next filing: 5/8/2020 SEC filing

Snapshot: Change Analysis

Compared to Q3 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
ADBE 13,214 NEW
CVX 12,895 NEW
MPC 12,758 NEW
EW 12,689 NEW
XOM 12,628 NEW
HPE 12,418 NEW
GIS 11,917 3759.3%
XYZ 11,266 NEW
MCD 11,185 NEW
PODD 10,938 NEW
Top Reduces (Value $000, Stocks/ETFs)
CCL -9,383 -100.0%
ELV -9,349 -100.0%
CSCO -9,234 -100.0%
INTU -9,169 -100.0%
SLB -8,972 -100.0%
BAC -8,927 -100.0%
AMZN -8,534 -100.0%
MDLZ -8,411 -100.0%
COST -7,906 -100.0%
UNP -7,593 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type