Trexquant Investment LP

Q1 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2020
Date filed
5/8/2020
Form type
13F-HR
Num holdings
1,051
Total value ($000)
$1,377,935
Net value change ($000)
-312,445 (-18.5%)
New positions
600
Sold out positions
538
Turnover %
98.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2020 Next filing: 8/7/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 9,403 NEW
TSLA 8,245 NEW
BIDU 7,974 NEW
LULU 7,646 NEW
CERNER Corp 7,528 661.5%
INTU 6,987 NEW
BKNG 6,854 NEW
EA 6,590 NEW
SLB 6,312 NEW
WSM 6,234 NEW
Top Reduces (Value $000, Stocks/ETFs)
ADBE -13,214 -100.0%
UPS -12,945 -100.0%
CVX -12,895 -100.0%
MPC -12,758 -100.0%
HPE -12,418 -100.0%
NTES -11,928 -93.4%
GD -11,858 -100.0%
VEEV -11,828 -100.0%
AVGO -11,598 -90.3%
CIEN -11,212 -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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type