Trexquant Investment LP

Q3 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2020
Date filed
11/6/2020
Form type
13F-HR
Num holdings
1,149
Total value ($000)
$1,554,047
Net value change ($000)
+113,856 (7.9%)
New positions
544
Sold out positions
525
Turnover %
73.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/7/2020 Next filing: 2/11/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AZO 11,130 NEW
FDX 10,941 NEW
V 10,885 NEW
CVNA 10,122 NEW
ROKU 9,674 NEW
C 9,063 NEW
COST 8,102 NEW
NIO 8,038 NEW
XOM 7,637 NEW
SPLUNK INC 7,632 NEW
Top Reduces (Value $000, Stocks/ETFs)
YUM -10,424 -100.0%
CAG -9,362 -100.0%
DG -8,958 -86.0%
GE -8,768 -100.0%
MDLZ -8,145 -100.0%
MCD -7,662 -100.0%
CME -7,342 -100.0%
JPM -6,983 -100.0%
HON -6,797 -100.0%
INTC -6,775 -66.7%
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