Trexquant Investment LP

Q3 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2024
Date filed
11/12/2024
Form type
13F-HR
Num holdings
1,488
Total value ($000)
$7,899,167
Net value change ($000)
+1,344,125 (20.5%)
New positions
468
Sold out positions
462
Turnover %
50.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2024 Next filing: 2/12/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 57,962 NEW
GOOGL 39,657 NEW
CVNA 35,563 363.3%
ABNB 35,187 NEW
GEV 32,811 NEW
TJX 30,868 NEW
EW 29,049 NEW
TSLA 28,656 NEW
F 28,489 2356.4%
ABT 28,130 361.0%
Top Reduces (Value $000, Stocks/ETFs)
PYPL -48,244 -100.0%
TMO -38,540 -71.4%
LOW -32,485 -100.0%
TGT -32,060 -86.9%
DDOG -30,108 -95.4%
NTAP -29,278 -96.7%
NKE -27,588 -100.0%
MS -27,288 -100.0%
CNC -25,650 -100.0%
RIVN -25,188 -100.0%
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