Trexquant Investment LP

Q4 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2020
Date filed
2/11/2021
Form type
13F-HR
Num holdings
974
Total value ($000)
$944,157
Net value change ($000)
-609,890 (-39.2%)
New positions
526
Sold out positions
700
Turnover %
129.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/6/2020 Next filing: 5/13/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
COP 8,253 NEW
MU 7,898 NEW
UBER 7,816 NEW
LRCX 7,177 977.8%
ABT 6,604 NEW
SNAP 5,918 NEW
AAPL 5,857 NEW
SYY 5,538 NEW
A 5,378 NEW
DHR 5,190 NEW
Top Reduces (Value $000, Stocks/ETFs)
CVNA -10,122 -100.0%
AZO -9,481 -85.2%
INTU -9,121 -100.0%
BSX -8,650 -80.9%
TSLA -8,072 -100.0%
W -8,006 -82.9%
KR -7,975 -74.4%
BBY -7,789 -100.0%
SPLUNK INC -7,632 -100.0%
AMD -7,517 -87.4%
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