Trexquant Investment LP

Q4 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2023
Date filed
2/9/2024
Form type
13F-HR
Num holdings
1,370
Total value ($000)
$4,444,111
Net value change ($000)
+458,258 (11.5%)
New positions
489
Sold out positions
527
Turnover %
57.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
WMT 39,383 NEW
AAPL 38,559 476.6%
DIS 31,545 NEW
JPM 28,281 NEW
GE 27,715 501.1%
NVO 27,002 NEW
QCOM 25,289 NEW
STLA 23,743 NEW
AMZN 23,565 292.6%
NOC 23,084 NEW
Top Reduces (Value $000, Stocks/ETFs)
HSY -33,095 -98.3%
DELL -32,720 -84.5%
MSFT -32,413 -78.9%
ADBE -28,471 -100.0%
JNJ -23,848 -100.0%
GM -21,309 -100.0%
AMAT -20,917 -73.8%
STZ -20,184 -65.9%
XYZ -19,524 -58.1%
CLX -19,453 -88.2%
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