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
1
BACBANK AMER CORP
168,300$3.7B0.59%
2
LOWLOWES COS INC
52,000$3.7B0.58%
3
WBAWALGREENS BOOTS ALLIANCE INC
44,600$3.7B0.58%
4
CAGCONAGRA BRANDS INC
93,300$3.7B0.58%
5
DWDMORGAN STANLEY
86,300$3.6B0.58%
6
AZOAUTOZONE INC
4,527$3.6B0.57%
7
MUMICRON TECHNOLOGY INC
157,300$3.4B0.55%
8
ABTABBOTT LABS
89,600$3.4B0.54%
9
COOCOOPER COS INC
19,652$3.4B0.54%
10
FCXFREEPORT-MCMORAN INC
241,100$3.2B0.50%
11
SPGIS&P GLOBAL INC
28,400$3.1B0.48%
12
CMICUMMINS INC
21,800$3.0B0.47%
13
UALUNITED CONTL HLDGS INC
40,100$2.9B0.46%
14
UNHUNITEDHEALTH GROUP INC
16,800$2.7B0.43%
15
SUNTRUST BKS INC
48,900$2.7B0.42%
16
DLTRDOLLAR TREE INC
34,500$2.7B0.42%
17
HBANHUNTINGTON BANCSHARES INC
199,900$2.6B0.42%
18
STZCONSTELLATION BRANDS INC
16,700$2.6B0.40%
19
TRVCCITIGROUP INC
41,900$2.5B0.39%
20
PGRPROGRESSIVE CORP OHIO
69,600$2.5B0.39%
21
BDXBECTON DICKINSON & CO
14,900$2.5B0.39%
22
DYHTARGET CORP
33,900$2.4B0.39%
23
STTSTATE STR CORP
31,000$2.4B0.38%
24
BKBANK NEW YORK MELLON CORP
50,500$2.4B0.38%
25
ICEINTERCONTINENTAL EXCHANGE IN
42,300$2.4B0.38%
26
CSXCSX CORP
66,400$2.4B0.38%
27
KMIKINDER MORGAN INC DEL
114,600$2.4B0.38%
28
AETNA INC NEW
19,100$2.4B0.37%
29
ENCANA CORP
201,300$2.4B0.37%
30
MRO*MARATHON OIL CORP
133,300$2.3B0.36%
31
GPNGLOBAL PMTS INC
33,000$2.3B0.36%
32
TSNTYSON FOODS INC
36,792$2.3B0.36%
33
QCOMQUALCOMM INC
34,200$2.2B0.35%
34
HLTHILTON WORLDWIDE HLDGS INC
81,100$2.2B0.35%
35
LVSLAS VEGAS SANDS CORP
40,700$2.2B0.34%
36
GISGENERAL MLS INC
35,100$2.2B0.34%
37
HN9HANESBRANDS INC
99,900$2.2B0.34%
38
DHID R HORTON INC
77,800$2.1B0.34%
39
GJBSTEELCASE INC
118,707$2.1B0.34%
40
AALAMERICAN AIRLS GROUP INC
45,400$2.1B0.34%
41
CECELANESE CORP DEL
26,625$2.1B0.33%
42
MRSHMARSH & MCLENNAN COS INC
31,000$2.1B0.33%
43
NUANEURNUANCE COMMUNICATIONS INC
140,500$2.1B0.33%
44
FFORD MTR CO DEL
171,300$2.1B0.33%
45
FFIVF5 NETWORKS INC
14,200$2.1B0.33%
46
GMEGAMESTOP CORP NEW
80,826$2.0B0.32%
47
WWDWOODWARD INC
29,500$2.0B0.32%
48
SYYSYSCO CORP
36,300$2.0B0.32%
49
PPGPPG INDS INC
21,100$2.0B0.32%
50
JNPJUNIPER NETWORKS INC
70,700$2.0B0.32%
51
WHITING PETE CORP NEW
161,300$1.9B0.31%
52
DHRDANAHER CORP DEL
24,900$1.9B0.31%
53
NOCNORTHROP GRUMMAN CORP
8,300$1.9B0.31%
54
DELPHI AUTOMOTIVE PLC
28,600$1.9B0.30%
55
BBYBEST BUY INC
44,500$1.9B0.30%
56
COFCAPITAL ONE FINL CORP
21,500$1.9B0.30%
57
SCHLSCHOLASTIC CORP
39,229$1.9B0.29%
58
PEOEXELON CORP
52,500$1.9B0.29%
59
EXPRESS SCRIPTS HLDG CO
26,800$1.8B0.29%
60
BIIBBIOGEN INC
6,500$1.8B0.29%
61
RFREGIONS FINL CORP NEW
127,700$1.8B0.29%
62
PNRPENTAIR PLC
32,700$1.8B0.29%
63
MRKMERCK & CO INC
30,900$1.8B0.29%
64
PSXPHILLIPS 66
21,000$1.8B0.29%
65
HRSEURHARRIS CORP DEL
17,500$1.8B0.28%
66
ELVANTHEM INC
12,397$1.8B0.28%
67
REYNOLDS AMERICAN INC
31,600$1.8B0.28%
68
WFCWELLS FARGO & CO NEW
32,100$1.8B0.28%
69
TELTE CONNECTIVITY LTD
25,400$1.8B0.28%
70
PEPPEPSICO INC
16,800$1.8B0.28%
71
ACMAECOM
48,300$1.8B0.28%
72
ADBEADOBE SYS INC
16,996$1.8B0.28%
73
MALLINCKRODT PUB LTD CO
34,834$1.7B0.27%
74
EOGEOG RES INC
17,100$1.7B0.27%
75
MCHPMICROCHIP TECHNOLOGY INC
26,900$1.7B0.27%
76
PKGPACKAGING CORP AMER
20,200$1.7B0.27%
77
NAVINAVIENT CORP
102,800$1.7B0.27%
78
SBUXSTARBUCKS CORP
30,300$1.7B0.27%
79
PNCPNC FINL SVCS GROUP INC
14,200$1.7B0.26%
80
VIABVIACOM INC NEW
47,100$1.7B0.26%
81
TJXTJX COS INC NEW
22,000$1.7B0.26%
82
TAILORED BRANDS INC
64,300$1.6B0.26%
83
MTGMGIC INVT CORP WIS
159,668$1.6B0.26%
84
GILDGILEAD SCIENCES INC
22,700$1.6B0.26%
85
WMWASTE MGMT INC DEL
22,800$1.6B0.26%
86
HUNHUNTSMAN CORP
84,030$1.6B0.25%
87
FT2FIRST HORIZON NATL CORP
80,000$1.6B0.25%
88
PTCPTC INC
34,400$1.6B0.25%
89
HPEHEWLETT PACKARD ENTERPRISE C
68,600$1.6B0.25%
90
NBIXNEUROCRINE BIOSCIENCES INC
40,116$1.6B0.25%
91
SWKSTANLEY BLACK & DECKER INC
13,500$1.5B0.24%
92
COACH INC
44,100$1.5B0.24%
93
HOUSREALOGY HLDGS CORP
59,984$1.5B0.24%
94
CTRPUSDCTRIP COM INTL LTD
38,300$1.5B0.24%
95
DVNDEVON ENERGY CORP NEW
33,141$1.5B0.24%
96
OSKOSHKOSH CORP
23,400$1.5B0.24%
97
HEIHEICO CORP NEW
19,331$1.5B0.24%
98
TTWOTAKE-TWO INTERACTIVE SOFTWAR
29,700$1.5B0.23%
99
URIUNITED RENTALS INC
13,761$1.5B0.23%
100
NSCNORFOLK SOUTHERN CORP
13,400$1.4B0.23%
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