Trexquant Investment LP

Q2 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2022
Date filed
8/11/2022
Form type
13F-HR
Num holdings
1,470
Total value ($000)
$2,231,729
Net value change ($000)
+102,574 (4.8%)
New positions
707
Sold out positions
532
Turnover %
66.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
ACN 20,723 NEW
IDXX 20,345 NEW
AXP 18,532 1349.7%
PYPL 17,794 4393.6%
MPC 16,384 NEW
PG 14,845 NEW
META 14,637 4928.3%
JNJ 13,835 NEW
AVALARA, INC. 13,502 558.4%
RL 12,983 1721.9%
Top Reduces (Value $000, Stocks/ETFs)
MU -24,198 -87.5%
XYZ -22,737 -84.1%
ADI -20,526 -100.0%
AMD -19,332 -73.6%
VZ -15,673 -100.0%
GM -13,898 -100.0%
LULU -12,127 -100.0%
FIVE -12,110 -91.2%
KR -12,074 -96.1%
NVST -11,933 -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