Trexquant Investment LP

Q2 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2023
Date filed
8/11/2023
Form type
13F-HR
Num holdings
1,380
Total value ($000)
$3,815,034
Net value change ($000)
+173,974 (4.8%)
New positions
527
Sold out positions
541
Turnover %
61.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2023 Next filing: 11/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
NVDA 38,747 988.7%
HUM 33,260 NEW
DAL 28,750 NEW
ORCL 27,279 NEW
KO 27,192 391.5%
BMY 24,130 NEW
ABBV 23,906 NEW
MCK 23,378 NEW
IDXX 22,940 2664.3%
BAC 20,904 685.8%
Top Reduces (Value $000, Stocks/ETFs)
JPM -41,483 -100.0%
CRWD -36,908 -91.5%
COP -35,683 -86.7%
ADSK -34,255 -100.0%
HD -24,423 -97.4%
DG -23,187 -100.0%
SCHW -21,395 -56.0%
CVX -19,167 -100.0%
HSY -18,994 -100.0%
MRNA -18,888 -91.4%
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