Trexquant Investment LP

Q3 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
1,075
Total value ($000)
$1,258,570
Net value change ($000)
+73,518 (6.2%)
New positions
606
Sold out positions
568
Turnover %
95.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
NVDA 13,329 NEW
AAPL 13,328 NEW
QCOM 11,696 NEW
AMD 10,230 1663.4%
UNH 10,114 331.9%
OXY 9,467 NEW
CSCO 8,855 NEW
ENPH 8,736 2864.3%
MSFT 8,364 NEW
GS 8,095 NEW
Top Reduces (Value $000, Stocks/ETFs)
CRM -12,668 -100.0%
DRI -12,611 -100.0%
EOG -10,371 -100.0%
NKE -10,156 -100.0%
PLTR -8,964 -100.0%
LULU -8,251 -100.0%
CB -7,990 -100.0%
VZ -7,534 -100.0%
COP -7,520 -100.0%
GE -7,473 -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