Trexquant Investment LP

Q3 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
1,408
Total value ($000)
$3,985,853
Net value change ($000)
+170,819 (4.5%)
New positions
545
Sold out positions
517
Turnover %
61.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/11/2023 Next filing: 2/9/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 41,104 NEW
DELL 34,350 785.9%
HSY 33,672 NEW
PG 31,738 NEW
STZ 30,640 NEW
COST 27,006 432.8%
ADBE 23,896 522.3%
JNJ 23,848 NEW
FDX 20,476 NEW
LW 20,291 8525.6%
Top Reduces (Value $000, Stocks/ETFs)
HUM -33,260 -100.0%
MDB -26,634 -100.0%
MCK -23,378 -100.0%
IDXX -22,955 -96.4%
DLTR -21,343 -100.0%
PYPL -20,932 -77.6%
ORCL -19,786 -72.5%
CCL -19,316 -71.7%
KO -19,163 -56.1%
ABBV -18,617 -77.9%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type