Trexquant Investment LP

Q2 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2024
Date filed
8/13/2024
Form type
13F-HR
Num holdings
1,482
Total value ($000)
$6,555,042
Net value change ($000)
+1,539,038 (30.7%)
New positions
558
Sold out positions
468
Turnover %
53.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2024 Next filing: 11/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
GM 52,083 NEW
PYPL 40,381 513.6%
TMO 39,224 265.9%
IDXX 32,274 345.9%
LOW 31,423 2958.9%
QCOM 31,017 222.3%
TGT 30,614 486.4%
DT 27,987 1679.9%
NKE 27,588 NEW
CNC 25,355 8594.9%
Top Reduces (Value $000, Stocks/ETFs)
DOW -35,875 -100.0%
JPM -33,498 -100.0%
KMB -32,715 -100.0%
META -27,799 -100.0%
NET -27,439 -100.0%
SCHW -26,341 -94.7%
LULU -24,546 -58.8%
ADM -22,656 -100.0%
INTC -22,071 -100.0%
ORCL -21,910 -62.5%
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