Trexquant Investment LP

Q3 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
1,306
Total value ($000)
$2,843,809
Net value change ($000)
+612,080 (27.4%)
New positions
506
Sold out positions
670
Turnover %
52.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/11/2022 Next filing: 2/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
BA 33,774 1705.8%
SPGI 32,522 16020.7%
ADBE 30,009 756.7%
PSX 20,756 189.3%
PBR 20,496 NEW
NSC 20,154 1155.6%
ABNB 19,341 380.6%
KO 19,163 138.5%
PG 18,954 127.7%
MCD 17,242 1954.9%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -20,509 -81.5%
AVALARA, INC. -15,920 -100.0%
IDXX -15,216 -74.8%
JNJ -13,835 -100.0%
DVN -12,748 -100.0%
CVS -12,697 -100.0%
PYPL -12,490 -68.6%
BNTX -12,171 -100.0%
JPM -12,133 -100.0%
AMGN -11,867 -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