Trexquant Investment LP Q3 2016 Filing

Filed November 10, 2016

Portfolio Value

$447.9B

Holdings

699

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (699 positions)

#StockSharesValue% PortfolioType
1
BKBANK NEW YORK MELLON CORP
70,200$2.8B0.63%
2
MPCMARATHON PETE CORP
68,900$2.8B0.62%
3
TJXTJX COS INC NEW
37,188$2.8B0.62%
4
HBANHUNTINGTON BANCSHARES INC
266,600$2.6B0.59%
5
VLOVALERO ENERGY CORP NEW
49,027$2.6B0.58%
6
SYMCEURSYMANTEC CORP
103,500$2.6B0.58%
7
DRIDARDEN RESTAURANTS INC
41,000$2.5B0.56%
8
OASEUROASIS PETE INC NEW
218,800$2.5B0.56%
9
BSXBOSTON SCIENTIFIC CORP
102,600$2.4B0.55%
10
TECK/BTECK RESOURCES LTD
134,200$2.4B0.54%
11
WBAWALGREENS BOOTS ALLIANCE INC
30,000$2.4B0.54%
12
ALKALASKA AIR GROUP INC
36,498$2.4B0.54%
13
MONSANTO CO NEW
23,400$2.4B0.53%
14
RICEEURRICE ENERGY INC
91,200$2.4B0.53%
15
DHID R HORTON INC
77,800$2.4B0.52%
16
TXNTEXAS INSTRS INC
33,300$2.3B0.52%
17
NTAPNETAPP INC
64,700$2.3B0.52%
18
HSYHERSHEY CO
24,134$2.3B0.52%
19
PPGPPG INDS INC
22,200$2.3B0.51%
20
SCHWSCHWAB CHARLES CORP NEW
72,246$2.3B0.51%
21
EBAEBAY INC
69,300$2.3B0.51%
22
LYBLYONDELLBASELL INDUSTRIES N
28,200$2.3B0.51%
23
MUMICRON TECHNOLOGY INC
127,100$2.3B0.50%
24
NKENIKE INC
42,573$2.2B0.50%
25
GAPGAP INC DEL
100,400$2.2B0.50%
26
HAINHAIN CELESTIAL GROUP INC
62,400$2.2B0.50%
27
LENLENNAR CORP
52,100$2.2B0.49%
28
LKQ1LKQ CORP
62,064$2.2B0.49%
29
BBYBEST BUY INC
56,000$2.1B0.48%
30
AAALCOA INC
207,300$2.1B0.47%
31
ENSCO PLC
246,700$2.1B0.47%
32
AXPAMERICAN EXPRESS CO
32,700$2.1B0.47%
33
PEGPUBLIC SVC ENTERPRISE GROUP
47,900$2.0B0.45%
34
CITCINTAS CORP
17,700$2.0B0.44%
35
DKSDICKS SPORTING GOODS INC
35,100$2.0B0.44%
36
CAGCONAGRA FOODS INC
41,600$2.0B0.44%
37
DFSEURDISCOVER FINL SVCS
34,400$1.9B0.43%
38
BENFRANKLIN RES INC
53,376$1.9B0.42%
39
WYNNWYNN RESORTS LTD
19,100$1.9B0.42%
40
LMTLOCKHEED MARTIN CORP
7,600$1.8B0.41%
41
XLNXEURXILINX INC
33,300$1.8B0.40%
42
BABOEING CO
13,500$1.8B0.40%
43
DWDMORGAN STANLEY
55,100$1.8B0.39%
44
FDXFEDEX CORP
10,100$1.8B0.39%
45
PANERA BREAD CO
8,700$1.7B0.38%
46
JBLUJETBLUE AIRWAYS CORP
96,500$1.7B0.37%
47
BHPBHP BILLITON LTD
47,129$1.6B0.36%
48
MXIMMAXIM INTEGRATED PRODS INC
40,700$1.6B0.36%
49
WMTWAL-MART STORES INC
22,500$1.6B0.36%
50
STZCONSTELLATION BRANDS INC
9,700$1.6B0.36%
51
TDTORONTO DOMINION BK ONT
35,600$1.6B0.35%
52
ECLECOLAB INC
12,900$1.6B0.35%
53
SINA CORP
21,100$1.6B0.35%
54
WFCWELLS FARGO & CO NEW
35,100$1.6B0.35%
55
ACNACCENTURE PLC IRELAND
12,700$1.6B0.35%
56
TSNTYSON FOODS INC
20,400$1.5B0.34%
57
KMXCARMAX INC
28,417$1.5B0.34%
58
JCIJOHNSON CTLS INTL PLC
32,388$1.5B0.34%
59
ETNEATON CORP PLC
22,657$1.5B0.33%
60
VFCV F CORP
26,500$1.5B0.33%
61
LDOSLEIDOS HLDGS INC
34,100$1.5B0.33%
62
BACBANK AMER CORP
93,994$1.5B0.33%
63
URBNURBAN OUTFITTERS INC
42,400$1.5B0.33%
64
KMIKINDER MORGAN INC DEL
63,200$1.5B0.33%
65
EOGEOG RES INC
15,100$1.5B0.33%
66
HUMHUMANA INC
8,100$1.4B0.32%
67
URIUNITED RENTALS INC
17,900$1.4B0.31%
68
WMBWILLIAMS COS INC DEL
45,700$1.4B0.31%
69
HORIZON PHARMA PLC
77,100$1.4B0.31%
70
ABBVABBVIE INC
22,000$1.4B0.31%
71
IPGINTERPUBLIC GROUP COS INC
62,100$1.4B0.31%
72
RLRALPH LAUREN CORP
13,700$1.4B0.31%
73
MTGMGIC INVT CORP WIS
172,895$1.4B0.31%
74
NRANRG ENERGY INC
123,076$1.4B0.31%
75
DR PEPPER SNAPPLE GROUP INC
14,951$1.4B0.30%
76
VRSNVERISIGN INC
17,400$1.4B0.30%
77
PCARPACCAR INC
23,100$1.4B0.30%
78
TROWPRICE T ROWE GROUP INC
20,400$1.4B0.30%
79
DEDEERE & CO
15,800$1.3B0.30%
80
KSUEURKANSAS CITY SOUTHERN
14,400$1.3B0.30%
81
HCAHCA HOLDINGS INC
17,700$1.3B0.30%
82
KRKROGER CO
45,100$1.3B0.30%
83
ENDO INTL PLC
66,400$1.3B0.30%
84
NTESNETEASE INC
5,500$1.3B0.30%
85
RYROYAL BK CDA MONTREAL QUE
21,340$1.3B0.30%
86
RMERESMED INC
20,300$1.3B0.29%
87
AMEAMETEK INC NEW
27,400$1.3B0.29%
88
CSCOCISCO SYS INC
40,900$1.3B0.29%
89
GPNGLOBAL PMTS INC
16,800$1.3B0.29%
90
BACVERIZON COMMUNICATIONS INC
24,589$1.3B0.29%
91
NEMNEWMONT MINING CORP
32,400$1.3B0.28%
92
UPSUNITED PARCEL SERVICE INC
11,612$1.3B0.28%
93
TSMTAIWAN SEMICONDUCTOR MFG LTD
41,400$1.3B0.28%
94
BUNGE LIMITED
21,300$1.3B0.28%
95
TMUST MOBILE US INC
26,600$1.2B0.28%
96
ELLAUDER ESTEE COS INC
13,900$1.2B0.27%
97
CNPCENTERPOINT ENERGY INC
52,000$1.2B0.27%
98
MCHPMICROCHIP TECHNOLOGY INC
19,400$1.2B0.27%
99
CLXCLOROX CO DEL
9,600$1.2B0.27%
100
AEOAMERICAN EAGLE OUTFITTERS NE
67,200$1.2B0.27%
Page 1 of 7Next