Trexquant Investment LP

Q1 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2022
Date filed
5/13/2022
Form type
13F-HR
Num holdings
1,295
Total value ($000)
$2,129,155
Net value change ($000)
+510,468 (31.5%)
New positions
630
Sold out positions
586
Turnover %
70.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2022 Next filing: 8/11/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
JPM 23,888 NEW
MU 23,390 548.8%
ADI 20,526 NEW
TSLA 20,494 NEW
AMD 18,978 260.9%
ABT 16,098 NEW
GM 13,898 NEW
HD 13,025 786.1%
FIVE 12,876 3243.3%
BAX 12,809 3210.3%
Top Reduces (Value $000, Stocks/ETFs)
CVX -20,049 -100.0%
C -19,562 -97.1%
UBER -17,082 -100.0%
TXN -16,966 -100.0%
CMI -16,282 -100.0%
NVDA -11,742 -82.8%
KMI -11,709 -100.0%
MRNA -10,647 -100.0%
KSS -10,417 -100.0%
KEY -10,212 -80.2%
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