Trexquant Investment LP

Q2 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2020
Date filed
8/7/2020
Form type
13F-HR
Num holdings
1,129
Total value ($000)
$1,440,191
Net value change ($000)
+62,256 (4.5%)
New positions
565
Sold out positions
487
Turnover %
81.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/8/2020 Next filing: 11/6/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
KMX 10,337 NEW
CAG 9,362 NEW
SYK 9,274 NEW
ADP 9,034 NEW
NOC 8,351 NEW
MCD 7,662 NEW
YUM 7,271 230.6%
GE 7,124 433.3%
JPM 6,983 NEW
OKTA 6,975 NEW
Top Reduces (Value $000, Stocks/ETFs)
ADSK -9,455 -100.0%
AAPL -9,403 -100.0%
ULTA -9,258 -100.0%
ORCL -9,022 -100.0%
CTAS -8,980 -100.0%
XYZ -8,886 -100.0%
BIDU -7,974 -100.0%
LULU -7,646 -100.0%
JD -7,125 -100.0%
BKNG -6,854 -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