Trexquant Investment LP

Q2 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2021
Date filed
8/12/2021
Form type
13F-HR
Num holdings
1,037
Total value ($000)
$1,185,052
Net value change ($000)
+94,928 (8.7%)
New positions
606
Sold out positions
645
Turnover %
97.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
CRM 12,668 NEW
EOG 10,371 NEW
NKE 10,156 NEW
PLTR 8,964 NEW
GM 8,606 NEW
DRI 8,489 205.9%
BKNG 8,002 NEW
MDT 7,894 NEW
VZ 7,534 NEW
CL 7,487 NEW
Top Reduces (Value $000, Stocks/ETFs)
PYPL -11,577 -100.0%
AAPL -10,376 -100.0%
TSLA -10,008 -100.0%
MU -9,319 -97.8%
PARAV -8,771 -93.5%
GOOGL -7,654 -100.0%
ZM -7,518 -100.0%
AMD -7,288 -92.2%
FCEL -6,278 -100.0%
XOM -6,226 -83.5%
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