Trexquant Investment LP

Q4 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2022
Date filed
2/13/2023
Form type
13F-HR
Num holdings
1,325
Total value ($000)
$3,526,808
Net value change ($000)
+682,999 (24.0%)
New positions
560
Sold out positions
541
Turnover %
64.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AAPL 47,138 NEW
TSLA 41,592 891.6%
GS 40,593 NEW
ALB 34,740 NEW
ADSK 30,134 782.9%
FTNT 28,389 660.8%
KEYS 25,824 1345.7%
COST 25,657 NEW
YUM 24,430 280.1%
ROST 23,960 NEW
Top Reduces (Value $000, Stocks/ETFs)
BA -35,027 -98.0%
SPGI -32,725 -100.0%
ACN -26,085 -100.0%
PG -25,948 -76.8%
PSX -24,975 -78.7%
CSCO -23,493 -83.9%
NSC -21,898 -100.0%
KO -21,522 -65.2%
GE -19,945 -100.0%
PBR -19,172 -93.5%
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