Trexquant Investment LP

Q1 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
1,393
Total value ($000)
$3,641,060
Net value change ($000)
+114,252 (3.2%)
New positions
571
Sold out positions
503
Turnover %
68.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2023 Next filing: 8/11/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
JPM 41,483 NEW
SCHW 38,190 NEW
CRWD 29,643 276.9%
COP 27,312 197.3%
AMAT 25,529 NEW
HD 25,073 NEW
CVS 23,508 NEW
DG 23,187 NEW
PAYX 21,058 NEW
F 20,929 200.0%
Top Reduces (Value $000, Stocks/ETFs)
GS -40,593 -100.0%
AAPL -40,470 -85.9%
TSLA -37,357 -80.8%
ADBE -31,309 -100.0%
YUM -27,599 -83.2%
COST -25,657 -100.0%
MSFT -21,962 -100.0%
KMI -21,086 -100.0%
KEYS -20,645 -74.4%
SNPS -20,068 -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