Trexquant Investment LP

Q4 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
1,251
Total value ($000)
$1,618,687
Net value change ($000)
+360,117 (28.6%)
New positions
686
Sold out positions
510
Turnover %
75.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2021 Next filing: 5/13/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
UBER 17,082 NEW
TXN 16,966 NEW
CVX 15,451 336.0%
XYZ 14,417 NEW
C 14,126 234.5%
CMI 13,919 589.0%
KEY 12,730 NEW
KSS 9,872 1811.4%
NET 9,843 1613.6%
CVS 9,621 NEW
Top Reduces (Value $000, Stocks/ETFs)
UNH -12,239 -93.0%
QCOM -11,696 -100.0%
CSCO -8,855 -100.0%
KO -8,785 -66.7%
ADP -8,662 -100.0%
GS -8,095 -100.0%
ICE -6,834 -100.0%
EBAY -6,816 -85.9%
PFE -6,603 -100.0%
ABBV -6,528 -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