Trexquant Investment LP Q2 2020 Filing

Filed August 7, 2020

Portfolio Value

$1.4T

Holdings

1,129

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (1,129 positions)

#StockSharesValue% PortfolioType
101
GOOGLALPHABET INC
2,479$3.5B0.24%
102
GILDGILEAD SCIENCES INC
45,668$3.5B0.24%
103
WDAYWORKDAY INC
18,744$3.5B0.24%
104
MASMASCO CORP
68,942$3.5B0.24%
105
LHXL3HARRIS TECHNOLOGIES INC
20,260$3.4B0.24%
106
BSXBOSTON SCIENTIFIC CORP
97,803$3.4B0.24%
107
DWDMORGAN STANLEY
70,573$3.4B0.24%
108
MRSHMARSH & MCLENNAN COS INC
31,659$3.4B0.24%
109
STXSEAGATE TECHNOLOGY PLC
70,066$3.4B0.24%
110
HIGHARTFORD FINL SVCS GROUP INC
87,911$3.4B0.24%
111
SWSSMITH & WESSON BRANDS INC
155,722$3.4B0.23%
112
CPBCAMPBELL SOUP CO
67,062$3.3B0.23%
113
UNFIUNITED NAT FOODS INC
180,346$3.3B0.23%
114
LYFTLYFT INC
97,841$3.2B0.22%
115
WMWASTE MGMT INC DEL
30,398$3.2B0.22%
116
UBERUBER TECHNOLOGIES INC
103,406$3.2B0.22%
117
DKSDICKS SPORTING GOODS INC
77,579$3.2B0.22%
118
HRBBLOCK H & R INC
223,591$3.2B0.22%
119
CERNCHFCERNER CORP
46,551$3.2B0.22%
120
MDTMEDTRONIC PLC
34,758$3.2B0.22%
121
AFLAFLAC INC
87,041$3.1B0.22%
122
MKTXMARKETAXESS HLDGS INC
6,246$3.1B0.22%
123
XLKSELECT SECTOR SPDR TR
29,665$3.1B0.22%
124
VUGVANGUARD INDEX FDS
15,117$3.1B0.21%
125
VRTXVERTEX PHARMACEUTICALS INC
10,506$3.0B0.21%
126
EX9EXELIXIS INC
128,216$3.0B0.21%
127
IVVISHARES TR
9,609$3.0B0.21%
128
GSGOLDMAN SACHS GROUP INC
15,017$3.0B0.21%
129
BNSBANK NOVA SCOTIA B C
71,695$3.0B0.21%
130
PAYCPAYCOM SOFTWARE INC
9,533$3.0B0.21%
131
LABORATORY CORP AMER HLDGS
17,569$2.9B0.20%
132
SUXSYNNEX CORP
24,285$2.9B0.20%
133
DHID R HORTON INC
52,202$2.9B0.20%
134
FASTFASTENAL CO
66,901$2.9B0.20%
135
HCAHCA HEALTHCARE INC
29,416$2.9B0.20%
136
HLFHERBALIFE NUTRITION LTD
63,436$2.9B0.20%
137
FTCHQFARFETCH LTD
165,120$2.9B0.20%
138
GDDYGODADDY INC
38,289$2.8B0.19%
139
RYROYAL BK CDA
41,396$2.8B0.19%
140
RJFRAYMOND JAMES FINL INC
40,543$2.8B0.19%
141
AMLPALPS ETF TR
111,569$2.8B0.19%
142
FOXAFOX CORP
102,299$2.7B0.19%
143
HOMEAT HOME GROUP INC
422,484$2.7B0.19%
144
2U INC
71,936$2.7B0.19%
145
CTXSEURCITRIX SYS INC
18,418$2.7B0.19%
146
EOGEOG RES INC
53,296$2.7B0.19%
147
BF/BBROWN FORMAN CORP
42,302$2.7B0.19%
148
KMBKIMBERLY CLARK CORP
18,719$2.6B0.18%
149
ZBHZIMMER BIOMET HOLDINGS INC
22,162$2.6B0.18%
150
CNRCANADIAN NATL RY CO
29,863$2.6B0.18%
151
IVWISHARES TR
12,731$2.6B0.18%
152
T7DTRANSDIGM GROUP INC
5,856$2.6B0.18%
153
DISCAUSDDISCOVERY INC
121,767$2.6B0.18%
154
EQTEQT CORP
215,614$2.6B0.18%
155
EEFTEURONET WORLDWIDE INC
26,737$2.6B0.18%
156
XLFISELECT SECTOR SPDR TR
43,658$2.6B0.18%
157
ELVANTHEM INC
9,618$2.5B0.18%
158
BMRNBIOMARIN PHARMACEUTICAL INC
20,497$2.5B0.18%
159
AYIACUITY BRANDS INC
26,392$2.5B0.18%
160
BILSPDR SER TR
27,394$2.5B0.17%
161
PLANUSDANAPLAN INC
55,167$2.5B0.17%
162
HOLXHOLOGIC INC
43,847$2.5B0.17%
163
BIGGQBIG LOTS INC
59,019$2.5B0.17%
164
VTIVANGUARD INDEX FDS
15,730$2.5B0.17%
165
MMM3M CO
15,648$2.4B0.17%
166
LENLENNAR CORP
39,433$2.4B0.17%
167
SEDGSOLAREDGE TECHNOLOGIES INC
17,419$2.4B0.17%
168
PINSPINTEREST INC
108,966$2.4B0.17%
169
TROWPRICE T ROWE GROUP INC
19,554$2.4B0.17%
170
VEAVANGUARD TAX-MANAGED FDS
61,660$2.4B0.17%
171
HPHELMERICH & PAYNE INC
121,980$2.4B0.17%
172
CCEPCOCA COLA EUROPEAN PARTNERS
62,301$2.4B0.16%
173
CICIGNA CORP NEW
12,456$2.3B0.16%
174
TLTISHARES TR
14,181$2.3B0.16%
175
RGLDROYAL GOLD INC
18,653$2.3B0.16%
176
MANHMANHATTAN ASSOCS INC
24,590$2.3B0.16%
177
JACKJACK IN THE BOX INC
31,030$2.3B0.16%
178
NBL2EURNOBLE ENERGY INC
255,445$2.3B0.16%
179
WIXWIX COM LTD
8,847$2.3B0.16%
180
BAHBOOZ ALLEN HAMILTON HLDG COR
29,059$2.3B0.16%
181
HDSUSDHD SUPPLY HLDGS INC
64,833$2.2B0.16%
182
FIVNFIVE9 INC
20,253$2.2B0.16%
183
USMVISHARES TR
36,528$2.2B0.15%
184
NTRNUTRIEN LTD
68,647$2.2B0.15%
185
XLYSELECT SECTOR SPDR TR
17,173$2.2B0.15%
186
BXBLACKSTONE GROUP INC
38,426$2.2B0.15%
187
DTDYNATRACE INC
53,070$2.2B0.15%
188
CSXCSX CORP
30,887$2.2B0.15%
189
MIMECAST LTD
51,396$2.1B0.15%
190
DDOGDATADOG INC
24,608$2.1B0.15%
191
MOMOUSDMOMO INC
122,363$2.1B0.15%
192
BBBYEURBED BATH & BEYOND INC
200,971$2.1B0.15%
193
ESTCELASTIC N V
23,102$2.1B0.15%
194
FNDFLOOR & DECOR HLDGS INC
36,485$2.1B0.15%
195
VRSNVERISIGN INC
10,146$2.1B0.15%
196
XYLXYLEM INC
32,054$2.1B0.14%
197
DBXDROPBOX INC
95,517$2.1B0.14%
198
COPCONOCOPHILLIPS
49,305$2.1B0.14%
199
IJHISHARES TR
11,621$2.1B0.14%
200
CHWYCHEWY INC
46,230$2.1B0.14%
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