Trexquant Investment LP Q4 2016 Filing

Filed February 10, 2017

Portfolio Value

$632.2B

Holdings

914

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (914 positions)

#StockSharesValue% PortfolioType
101
PRUPRUDENTIAL FINL INC
13,900$1.4B0.23%
102
LKQ1LKQ CORP
47,100$1.4B0.23%
103
CMCSACOMCAST CORP NEW
20,800$1.4B0.23%
104
NINISOURCE INC
64,700$1.4B0.23%
105
GIGAMON INC
31,300$1.4B0.23%
106
PCARPACCAR INC
22,200$1.4B0.22%
107
FDO.FMACYS INC
39,400$1.4B0.22%
108
MCKMCKESSON CORP
10,000$1.4B0.22%
109
NAVNAVISTAR INTL CORP NEW
44,739$1.4B0.22%
110
CMSCMS ENERGY CORP
33,661$1.4B0.22%
111
FIZZNATIONAL BEVERAGE CORP
27,200$1.4B0.22%
112
MANMANPOWERGROUP INC
15,484$1.4B0.22%
113
TESORO CORP
15,700$1.4B0.22%
114
LBTYBLIBERTY GLOBAL PLC
44,800$1.4B0.22%
115
STXSEAGATE TECHNOLOGY PLC
35,700$1.4B0.22%
116
FBINFORTUNE BRANDS HOME & SEC IN
25,300$1.4B0.21%
117
MASMASCO CORP
42,506$1.3B0.21%
118
UHSUNIVERSAL HLTH SVCS INC
12,600$1.3B0.21%
119
IVZINVESCO LTD
43,900$1.3B0.21%
120
ALSALLSTATE CORP
17,952$1.3B0.21%
121
AONAON PLC
11,800$1.3B0.21%
122
ENDO INTL PLC
79,535$1.3B0.21%
123
DCIDONALDSON INC
30,951$1.3B0.21%
124
HPHELMERICH & PAYNE INC
16,800$1.3B0.21%
125
BLKCHFBLACKROCK INC
3,400$1.3B0.20%
126
KFYKORN FERRY INTL
43,902$1.3B0.20%
127
PSMTPRICESMART INC
15,449$1.3B0.20%
128
TXNTEXAS INSTRS INC
17,600$1.3B0.20%
129
MIKUSDMICHAELS COS INC
62,481$1.3B0.20%
130
ITWILLINOIS TOOL WKS INC
10,400$1.3B0.20%
131
NDSNNORDSON CORP
11,200$1.3B0.20%
132
IBERIABANK CORP
14,900$1.2B0.20%
133
SYFSYNCHRONY FINL
34,400$1.2B0.20%
134
APCANADARKO PETE CORP
17,700$1.2B0.20%
135
EBFENNIS INC
71,037$1.2B0.19%
136
CA8ACACI INTL INC
9,875$1.2B0.19%
137
LNCLINCOLN NATL CORP IND
18,400$1.2B0.19%
138
LENLENNAR CORP
28,400$1.2B0.19%
139
CYBRCYBERARK SOFTWARE LTD
26,740$1.2B0.19%
140
ANETEURARISTA NETWORKS INC
12,476$1.2B0.19%
141
BBTUSDBB&T CORP
25,400$1.2B0.19%
142
NATUS MEDICAL INC DEL
34,309$1.2B0.19%
143
LYBLYONDELLBASELL INDUSTRIES N
13,900$1.2B0.19%
144
VISNCOMMSCOPE HLDG CO INC
32,000$1.2B0.19%
145
BWXTBWX TECHNOLOGIES INC
29,905$1.2B0.19%
146
SAICSCIENCE APPLICATNS INTL CP N
14,000$1.2B0.19%
147
CHS1USDCHICOS FAS INC
82,300$1.2B0.19%
148
DISDISNEY WALT CO
11,300$1.2B0.19%
149
FAIRMOUNT SANTROL HLDGS INC
99,700$1.2B0.19%
150
DKSDICKS SPORTING GOODS INC
22,000$1.2B0.18%
151
TEAMATLASSIAN CORP PLC
48,481$1.2B0.18%
152
DSW INC
50,800$1.2B0.18%
153
LMTLOCKHEED MARTIN CORP
4,600$1.1B0.18%
154
WATWATERS CORP
8,500$1.1B0.18%
155
AZTABROOKS AUTOMATION INC
66,600$1.1B0.18%
156
FEFIRSTENERGY CORP
36,500$1.1B0.18%
157
EXPEEXPEDIA INC DEL
9,900$1.1B0.18%
158
DKDELEK US HLDGS INC
46,459$1.1B0.18%
159
USX1UNITED STATES STL CORP NEW
33,800$1.1B0.18%
160
KEPKOREA ELECTRIC PWR
60,300$1.1B0.18%
161
HLFHERBALIFE LTD
23,029$1.1B0.18%
162
SNISCRIPPS NETWORKS INTERACT IN
15,500$1.1B0.17%
163
37MMRC GLOBAL INC
54,400$1.1B0.17%
164
COSCNO FINL GROUP INC
57,000$1.1B0.17%
165
TECK/BTECK RESOURCES LTD
53,800$1.1B0.17%
166
ENERGEN CORP
18,700$1.1B0.17%
167
A4SAMERIPRISE FINL INC
9,700$1.1B0.17%
168
GDGENERAL DYNAMICS CORP
6,200$1.1B0.17%
169
NEWFIELD EXPL CO
26,300$1.1B0.17%
170
HERTZ GLOBAL HLDGS INC
48,804$1.1B0.17%
171
KSUEURKANSAS CITY SOUTHERN
12,400$1.1B0.17%
172
SHOPSHOPIFY INC
24,500$1.1B0.17%
173
RIORIO TINTO PLC
27,200$1.0B0.17%
174
HONHONEYWELL INTL INC
9,000$1.0B0.16%
175
BIDSOTHEBYS
26,126$1.0B0.16%
176
VEEVVEEVA SYS INC
25,300$1.0B0.16%
177
CMACOMERICA INC
15,100$1.0B0.16%
178
BSXBOSTON SCIENTIFIC CORP
47,400$1.0B0.16%
179
CHKEURCHESAPEAKE ENERGY CORP
145,100$1.0B0.16%
180
CLRUSDCONTINENTAL RESOURCES INC
19,773$1.0B0.16%
181
QEPQEP RES INC
55,200$1.0B0.16%
182
LIILENNOX INTL INC
6,600$1.0B0.16%
183
CXOEURCONCHO RES INC
7,600$1.0B0.16%
184
MICROSEMI CORP
18,600$1.0B0.16%
185
AELUSDAMERICAN EQTY INVT LIFE HLD
44,331$999.0M0.16%
186
QGENQIAGEN NV
35,582$997.0M0.16%
187
PCTYPAYLOCITY HLDG CORP
33,200$996.0M0.16%
188
APDAIR PRODS & CHEMS INC
6,900$992.0M0.16%
189
JECUSDJACOBS ENGR GROUP INC DEL
17,300$986.0M0.16%
190
RYROYAL BK CDA MONTREAL QUE
14,400$975.0M0.15%
191
CALCALERES INC
29,700$975.0M0.15%
192
LYVLIVE NATION ENTERTAINMENT IN
36,621$974.0M0.15%
193
RJFRAYMOND JAMES FINANCIAL INC
13,854$960.0M0.15%
194
AIGAMERICAN INTL GROUP INC
14,700$960.0M0.15%
195
CFRCULLEN FROST BANKERS INC
10,863$958.0M0.15%
196
AERAERCAP HOLDINGS NV
22,800$949.0M0.15%
197
TQJSIGNATURE BK NEW YORK N Y
6,300$946.0M0.15%
198
MXIMMAXIM INTEGRATED PRODS INC
24,400$941.0M0.15%
199
FLRFLUOR CORP NEW
17,900$940.0M0.15%
200
AVGOBROADCOM LTD
5,300$937.0M0.15%
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