Trexquant Investment LP Q1 2016 Filing

Filed May 11, 2016

Portfolio Value

$853.5B

Holdings

868

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (868 positions)

#	Stock	Shares	Value	% Portfolio
1	ANFABERCROMBIE & FITCH CO	152,771	$4.8B	0.56%
2	GMEGAMESTOP CORP NEW	151,800	$4.8B	0.56%
3	HDSUSDHD SUPPLY HLDGS INC	144,489	$4.8B	0.56%
4	GMGENERAL MTRS CO	141,700	$4.5B	0.52%
5	HOLXHOLOGIC INC	125,900	$4.3B	0.51%
6	ABXBARRICK GOLD CORP	314,900	$4.3B	0.50%
7	NTRSNORTHERN TR CORP	64,824	$4.2B	0.50%
8	WBAWALGREENS BOOTS ALLIANCE INC	48,300	$4.1B	0.48%
9	FDXFEDEX CORP	24,800	$4.0B	0.47%
10	WSMWILLIAMS SONOMA INC	72,631	$4.0B	0.47%
11	LEALEAR CORP	34,465	$3.8B	0.45%
12	ADBEADOBE SYS INC	40,300	$3.8B	0.44%
13	MRO*MARATHON OIL CORP	333,700	$3.7B	0.44%
14	BKBANK NEW YORK MELLON CORP	100,200	$3.7B	0.43%
15	—PENNEY J C INC	326,600	$3.6B	0.42%
16	FDO.FMACYS INC	81,600	$3.6B	0.42%
17	—GOLDCORP INC NEW	219,588	$3.6B	0.42%
18	—PANDORA MEDIA INC	398,068	$3.6B	0.42%
19	SIGSIGNET JEWELERS LIMITED	28,305	$3.5B	0.41%
20	DEDEERE & CO	45,400	$3.5B	0.41%
21	WFCWELLS FARGO & CO NEW	72,100	$3.5B	0.41%
22	UNMUNUM GROUP	112,100	$3.5B	0.41%
23	KMIKINDER MORGAN INC DEL	193,500	$3.5B	0.40%
24	PEPPEPSICO INC	33,200	$3.4B	0.40%
25	PNCPNC FINL SVCS GROUP INC	39,700	$3.4B	0.39%
26	CSXCSX CORP	130,183	$3.4B	0.39%
27	KSSKOHLS CORP	71,056	$3.3B	0.39%
28	NBRNABORS INDUSTRIES LTD	352,308	$3.2B	0.38%
29	NEMNEWMONT MINING CORP	121,600	$3.2B	0.38%
30	COPCONOCOPHILLIPS	79,900	$3.2B	0.38%
31	ELLAUDER ESTEE COS INC	34,100	$3.2B	0.38%
32	—MENTOR GRAPHICS CORP	157,013	$3.2B	0.37%
33	MIKUSDMICHAELS COS INC	114,000	$3.2B	0.37%
34	AEPAMERICAN ELEC PWR INC	46,900	$3.1B	0.36%
35	OXYOCCIDENTAL PETE CORP DEL	45,300	$3.1B	0.36%
36	—DR PEPPER SNAPPLE GROUP INC	33,700	$3.0B	0.35%
37	FEFIRSTENERGY CORP	83,349	$3.0B	0.35%
38	TQJSIGNATURE BK NEW YORK N Y	21,445	$2.9B	0.34%
39	RHT1EURRED HAT INC	38,200	$2.8B	0.33%
40	—ST JUDE MED INC	51,700	$2.8B	0.33%
41	MPCMARATHON PETE CORP	76,500	$2.8B	0.33%
42	TAPMOLSON COORS BREWING CO	29,100	$2.8B	0.33%
43	CAGCONAGRA FOODS INC	62,400	$2.8B	0.33%
44	AMTTD AMERITRADE HLDG CORP	86,893	$2.7B	0.32%
45	DATATABLEAU SOFTWARE INC	59,473	$2.7B	0.32%
46	S9QSPIRIT AEROSYSTEMS HLDGS INC	60,006	$2.7B	0.32%
47	PG4PRINCIPAL FINL GROUP INC	68,762	$2.7B	0.32%
48	—WHOLE FOODS MKT INC	86,500	$2.7B	0.32%
49	BABOEING CO	21,000	$2.7B	0.31%
50	ISBCUSDINVESTORS BANCORP INC NEW	228,500	$2.7B	0.31%
51	DRIDARDEN RESTAURANTS INC	39,500	$2.6B	0.31%
52	LNCLINCOLN NATL CORP IND	66,619	$2.6B	0.31%
53	LUVSOUTHWEST AIRLS CO	58,200	$2.6B	0.31%
54	AKAMAKAMAI TECHNOLOGIES INC	46,700	$2.6B	0.30%
55	—FRANCESCAS HLDGS CORP	134,566	$2.6B	0.30%
56	COFCAPITAL ONE FINL CORP	36,800	$2.6B	0.30%
57	—TESORO CORP	29,600	$2.5B	0.30%
58	GPKGRAPHIC PACKAGING HLDG CO	196,813	$2.5B	0.30%
59	—ROWAN COMPANIES PLC	157,000	$2.5B	0.30%
60	BACVERIZON COMMUNICATIONS INC	46,700	$2.5B	0.30%
61	BIDUNBAIDU INC	13,200	$2.5B	0.30%
62	VOYAVOYA FINL INC	84,000	$2.5B	0.29%
63	ALLYALLY FINL INC	132,932	$2.5B	0.29%
64	FIVEFIVE BELOW INC	59,816	$2.5B	0.29%
65	CECELANESE CORP DEL	37,584	$2.5B	0.29%
66	—LABORATORY CORP AMER HLDGS	21,000	$2.5B	0.29%
67	—DONNELLEY R R & SONS CO	149,500	$2.5B	0.29%
68	PGPROCTER & GAMBLE CO	29,200	$2.4B	0.28%
69	—QUINTILES TRANSNATIO HLDGS I	36,800	$2.4B	0.28%
70	TAT&T INC	60,700	$2.4B	0.28%
71	VLOVALERO ENERGY CORP NEW	37,000	$2.4B	0.28%
72	AMEAMETEK INC NEW	47,400	$2.4B	0.28%
73	INCYINCYTE CORP	32,500	$2.4B	0.28%
74	DISDISNEY WALT CO	23,700	$2.4B	0.28%
75	STLDSTEEL DYNAMICS INC	104,200	$2.3B	0.27%
76	PWRQUANTA SVCS INC	103,793	$2.3B	0.27%
77	HDHOME DEPOT INC	17,500	$2.3B	0.27%
78	ABGAMERISOURCEBERGEN CORP	26,900	$2.3B	0.27%
79	ORCLORACLE CORP	56,800	$2.3B	0.27%
80	EXPEEXPEDIA INC DEL	21,300	$2.3B	0.27%
81	LLYLILLY ELI & CO	31,700	$2.3B	0.27%
82	HTZHERTZ GLOBAL HOLDINGS INC	216,100	$2.3B	0.27%
83	BBYBEST BUY INC	69,000	$2.2B	0.26%
84	BBBYEURBED BATH & BEYOND INC	44,800	$2.2B	0.26%
85	UTHUNITED THERAPEUTICS CORP DEL	19,900	$2.2B	0.26%
86	—NEWFIELD EXPL CO	66,300	$2.2B	0.26%
87	RFREGIONS FINL CORP NEW	279,400	$2.2B	0.26%
88	ALSALLSTATE CORP	32,500	$2.2B	0.26%
89	BIIBBIOGEN INC	8,300	$2.2B	0.25%
90	UNFIUNITED NAT FOODS INC	53,400	$2.2B	0.25%
91	UHSUNIVERSAL HLTH SVCS INC	17,200	$2.1B	0.25%
92	—SUNTRUST BKS INC	59,200	$2.1B	0.25%
93	GTGOODYEAR TIRE & RUBR CO	63,800	$2.1B	0.25%
94	SYFSYNCHRONY FINL	73,400	$2.1B	0.25%
95	AZNASTRAZENECA PLC	74,700	$2.1B	0.25%
96	TEVATEVA PHARMACEUTICAL INDS LTD	38,893	$2.1B	0.24%
97	SAICSCIENCE APPLICATNS INTL CP N	38,945	$2.1B	0.24%
98	AIGAMERICAN INTL GROUP INC	38,300	$2.1B	0.24%
99	—ROVI CORP	100,600	$2.1B	0.24%
100	OASEUROASIS PETE INC NEW	277,200	$2.0B	0.24%

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