Trexquant Investment LP

Q1 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2021
Date filed
5/13/2021
Form type
13F-HR
Num holdings
1,076
Total value ($000)
$1,090,124
Net value change ($000)
+145,967 (15.5%)
New positions
670
Sold out positions
568
Turnover %
90.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/11/2021 Next filing: 8/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
TSLA 10,008 NEW
PYPL 8,143 237.1%
LULU 7,700 1291.9%
XYZ 7,580 NEW
PARAV 7,409 376.3%
CB 6,838 2650.4%
AMD 6,815 626.4%
XOM 6,744 945.9%
TJX 6,461 1952.0%
MS 6,061 NEW
Top Reduces (Value $000, Stocks/ETFs)
UBER -7,331 -93.8%
TXN -6,949 -93.0%
COP -6,327 -76.7%
STX -6,099 -100.0%
ABT -6,071 -91.9%
LRCX -5,978 -75.6%
BAX -5,684 -100.0%
COST -5,661 -100.0%
DHR -5,190 -100.0%
LOW -5,092 -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