Trexquant Investment LP

Q1 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2024
Date filed
5/14/2024
Form type
13F-HR
Num holdings
1,392
Total value ($000)
$5,016,004
Net value change ($000)
+571,893 (12.9%)
New positions
500
Sold out positions
477
Turnover %
52.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/9/2024 Next filing: 8/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
ORCL 35,033 NEW
DOW 31,195 666.6%
TEAM 30,946 NEW
LULU 30,592 274.7%
SCHW 27,827 NEW
ULTA 26,913 NEW
UPS 24,205 NEW
PGR 23,109 291.7%
NET 23,014 520.1%
AXP 20,615 NEW
Top Reduces (Value $000, Stocks/ETFs)
GE -33,246 -100.0%
DIS -31,545 -100.0%
SBUX -31,310 -87.5%
COST -31,086 -100.0%
CVS -24,156 -100.0%
MPC -22,931 -100.0%
WMT -21,641 -55.0%
XOM -19,816 -100.0%
CI -19,262 -100.0%
MU -19,029 -51.3%
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