0001172661-17-000361.txt : 20170210 0001172661-17-000361.hdr.sgml : 20170210 20170210144840 ACCESSION NUMBER: 0001172661-17-000361 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170210 DATE AS OF CHANGE: 20170210 EFFECTIVENESS DATE: 20170210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Trexquant Investment LP CENTRAL INDEX KEY: 0001633445 IRS NUMBER: 464650164 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16610 FILM NUMBER: 17592418 BUSINESS ADDRESS: STREET 1: 300 FIRST STAMFORD PLACE STREET 2: FOURTH FLOOR EAST CITY: STAMFORD STATE: CT ZIP: 06902 BUSINESS PHONE: 2038170551 MAIL ADDRESS: STREET 1: 300 FIRST STAMFORD PLACE STREET 2: FOURTH FLOOR EAST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001633445 XXXXXXXX 12-31-2016 12-31-2016 false Trexquant Investment LP
300 First Stamford Place Fourth Floor East Stamford CT 06902
13F HOLDINGS REPORT 028-16610 N
George Poarch Controller 203-817-0551 /s/ George Poarch Stamford CT 02-10-2017 0 914 632168
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PROTHENA CORP PLC SHS G72800108 374 7613 SH SOLE 7613 0 0 PROVIDENCE SVC CORP COM 743815102 375 9846 SH SOLE 9846 0 0 PROVIDENT FINL SVCS INC COM 74386T105 436 15421 SH SOLE 15421 0 0 PRUDENTIAL FINL INC COM 744320102 1446 13900 SH SOLE 13900 0 0 PTC INC COM 69370C100 1592 34400 SH SOLE 34400 0 0 PTC THERAPEUTICS INC COM 69366J200 427 39181 SH SOLE 39181 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 593 19326 SH SOLE 19326 0 0 PURE STORAGE INC CL A 74624M102 158 14003 SH SOLE 14003 0 0 PVH CORP COM 693656100 493 5467 SH SOLE 5467 0 0 QEP RES INC COM 74733V100 1016 55200 SH SOLE 55200 0 0 QIAGEN NV REG SHS N72482107 997 35582 SH SOLE 35582 0 0 QUALCOMM INC COM 747525103 2230 34200 SH SOLE 34200 0 0 QUINTILES IMS HOLDINGS INC COM 74876Y101 654 8600 SH SOLE 8600 0 0 RALPH LAUREN CORP CL A 751212101 397 4400 SH SOLE 4400 0 0 RAMBUS INC DEL COM 750917106 317 23007 SH SOLE 23007 0 0 RAPID7 INC COM 753422104 752 61775 SH SOLE 61775 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 960 13854 SH SOLE 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SH SOLE 15100 0 0 ROCKWELL AUTOMATION INC COM 773903109 538 4000 SH SOLE 4000 0 0 ROCKWELL COLLINS INC COM 774341101 269 2900 SH SOLE 2900 0 0 ROSETTA STONE INC COM 777780107 240 26932 SH SOLE 26932 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 975 14400 SH SOLE 14400 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 336 4100 SH SOLE 4100 0 0 ROYAL GOLD INC COM 780287108 234 3700 SH SOLE 3700 0 0 RPC INC COM 749660106 796 40200 SH SOLE 40200 0 0 RPM INTL INC COM 749685103 522 9700 SH SOLE 9700 0 0 RPX CORP COM 74972G103 472 43713 SH SOLE 43713 0 0 RUBICON PROJ INC COM 78112V102 308 41565 SH SOLE 41565 0 0 RUSH ENTERPRISES INC CL A 781846209 353 11079 SH SOLE 11079 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 332 18144 SH SOLE 18144 0 0 RYDER SYS INC COM 783549108 462 6200 SH SOLE 6200 0 0 RYERSON HLDG CORP COM 783754104 143 10692 SH SOLE 10692 0 0 S&P GLOBAL INC COM 78409V104 3054 28400 SH SOLE 28400 0 0 SAFETY INS GROUP INC COM 78648T100 273 3700 SH SOLE 3700 0 0 SAGE THERAPEUTICS INC COM 78667J108 505 9900 SH SOLE 9900 0 0 SAIA INC COM 78709Y105 216 4899 SH SOLE 4899 0 0 SANCHEZ ENERGY CORP COM 79970Y105 577 63950 SH SOLE 63950 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 238 10102 SH SOLE 10102 0 0 SANMINA CORPORATION COM 801056102 204 5553 SH SOLE 5553 0 0 SCHEIN HENRY INC COM 806407102 592 3900 SH SOLE 3900 0 0 SCHOLASTIC CORP COM 807066105 1863 39229 SH SOLE 39229 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 531 11661 SH SOLE 11661 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 504 46629 SH SOLE 46629 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1187 14000 SH SOLE 14000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 401 4200 SH SOLE 4200 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1106 15500 SH SOLE 15500 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 293 13270 SH SOLE 13270 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1363 35700 SH SOLE 35700 0 0 SEALED AIR CORP NEW COM 81211K100 530 11700 SH SOLE 11700 0 0 SEAWORLD ENTMT INC COM 81282V100 693 36586 SH SOLE 36586 0 0 SECUREWORKS CORP CL A 81374A105 144 13599 SH SOLE 13599 0 0 SELECT COMFORT CORP COM 81616X103 201 8886 SH SOLE 8886 0 0 SERES THERAPEUTICS INC COM 81750R102 257 25924 SH SOLE 25924 0 0 SERVICENOW INC COM 81762P102 758 10200 SH SOLE 10200 0 0 SERVICESOURCE INTL INC COM 81763U100 169 29683 SH SOLE 29683 0 0 SHERWIN WILLIAMS CO COM 824348106 242 900 SH SOLE 900 0 0 SHOE CARNIVAL INC COM 824889109 433 16053 SH SOLE 16053 0 0 SHOPIFY INC CL A 82509L107 1050 24500 SH SOLE 24500 0 0 SHORETEL INC COM 825211105 189 26413 SH SOLE 26413 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 946 6300 SH SOLE 6300 0 0 SILICON LABORATORIES INC COM 826919102 362 5567 SH SOLE 5567 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 624 14688 SH SOLE 14688 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 306 22963 SH SOLE 22963 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 284 6500 SH SOLE 6500 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 280 8058 SH SOLE 8058 0 0 SJW GROUP COM 784305104 224 4000 SH SOLE 4000 0 0 SKECHERS U S A INC CL A 830566105 460 18700 SH SOLE 18700 0 0 SKYWEST INC COM 830879102 405 11100 SH SOLE 11100 0 0 SM ENERGY CO COM 78454L100 369 10700 SH SOLE 10700 0 0 SMITH A O COM 831865209 322 6800 SH SOLE 6800 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 921 23336 SH SOLE 23336 0 0 SOLAR CAP LTD COM 83413U100 437 21000 SH SOLE 21000 0 0 SOLAR SR CAP LTD COM 83416M105 182 11048 SH SOLE 11048 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 244 10670 SH SOLE 10670 0 0 SOTHEBYS COM 835898107 1041 26126 SH SOLE 26126 0 0 SOUTH ST CORP COM 840441109 287 3289 SH SOLE 3289 0 0 SOUTHERN CO COM 842587107 526 10700 SH SOLE 10700 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 261 6919 SH SOLE 6919 0 0 SPARTANNASH CO COM 847215100 481 12156 SH SOLE 12156 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 404 3300 SH SOLE 3300 0 0 SPIRE INC COM 84857L101 626 9700 SH SOLE 9700 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 683 11704 SH SOLE 11704 0 0 SPLUNK INC COM 848637104 481 9400 SH SOLE 9400 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 132 14081 SH SOLE 14081 0 0 SPRINT CORP COM SER 1 85207U105 673 79900 SH SOLE 79900 0 0 SPROUTS FMRS MKT INC COM 85208M102 704 37200 SH SOLE 37200 0 0 SPX FLOW INC COM 78469X107 502 15671 SH SOLE 15671 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 183 16900 SH SOLE 16900 0 0 STANDARD MTR PRODS INC COM 853666105 201 3777 SH SOLE 3777 0 0 STANLEY BLACK & DECKER INC COM 854502101 1548 13500 SH SOLE 13500 0 0 STAPLES INC COM 855030102 95 10542 SH SOLE 10542 0 0 STARBUCKS CORP COM 855244109 1682 30300 SH SOLE 30300 0 0 STATE NATL COS INC COM 85711T305 296 21342 SH SOLE 21342 0 0 STATE STR CORP COM 857477103 2409 31000 SH SOLE 31000 0 0 STEEL DYNAMICS INC COM 858119100 797 22400 SH SOLE 22400 0 0 STEELCASE INC CL A 858155203 2125 118707 SH SOLE 118707 0 0 STEIN MART INC COM 858375108 158 28787 SH SOLE 28787 0 0 STEPAN CO COM 858586100 277 3400 SH SOLE 3400 0 0 STERICYCLE INC COM 858912108 409 5312 SH SOLE 5312 0 0 STERIS PLC SHS USD G84720104 500 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0 0 SYNNEX CORP COM 87162W100 793 6556 SH SOLE 6556 0 0 SYNOVUS FINL CORP COM NEW 87161C501 571 13900 SH SOLE 13900 0 0 SYSCO CORP COM 871829107 2010 36300 SH SOLE 36300 0 0 T MOBILE US INC COM 872590104 213 3700 SH SOLE 3700 0 0 TAHOE RES INC COM 873868103 203 21532 SH SOLE 21532 0 0 TAILORED BRANDS INC COM 87403A107 1643 64300 SH SOLE 64300 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 204 7100 SH SOLE 7100 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1464 29700 SH SOLE 29700 0 0 TARENA INTL INC ADR 876108101 187 12496 SH SOLE 12496 0 0 TARGET CORP COM 87612E106 2449 33900 SH SOLE 33900 0 0 TATA MTRS LTD SPONSORED ADR 876568502 279 8100 SH SOLE 8100 0 0 TAYLOR MORRISON HOME CORP CL A 87724P106 561 29133 SH SOLE 29133 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 201 4600 SH SOLE 4600 0 0 TE CONNECTIVITY LTD REG SHS H84989104 1760 25400 SH SOLE 25400 0 0 TECH DATA CORP COM 878237106 449 5300 SH SOLE 5300 0 0 TECHTARGET INC COM 87874R100 173 20302 SH SOLE 20302 0 0 TECK RESOURCES LTD CL B 878742204 1078 53800 SH SOLE 53800 0 0 TEEKAY CORPORATION COM Y8564W103 197 24500 SH SOLE 24500 0 0 TEGNA INC COM 87901J105 214 10013 SH SOLE 10013 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 312 10793 SH SOLE 10793 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 380 25614 SH SOLE 25614 0 0 TERADATA CORP DEL COM 88076W103 359 13200 SH SOLE 13200 0 0 TERADYNE INC COM 880770102 810 31900 SH SOLE 31900 0 0 TESORO CORP COM 881609101 1373 15700 SH SOLE 15700 0 0 TETRA TECH INC NEW COM 88162G103 867 20096 SH SOLE 20096 0 0 TEXAS INSTRS INC COM 882508104 1284 17600 SH SOLE 17600 0 0 TFS FINL CORP COM 87240R107 201 10572 SH SOLE 10572 0 0 THIRD PT REINS LTD COM G8827U100 282 24435 SH SOLE 24435 0 0 THL CR INC COM 872438106 104 10400 SH SOLE 10400 0 0 TILLYS INC CL A 886885102 584 44312 SH SOLE 44312 0 0 TIMKENSTEEL CORP COM 887399103 375 24216 SH SOLE 24216 0 0 TITAN INTL INC ILL COM 88830M102 134 11970 SH SOLE 11970 0 0 TITAN MACHY INC COM 88830R101 403 27635 SH SOLE 27635 0 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SOLE 46300 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 681 25000 SH SOLE 25000 0 0 TYSON FOODS INC CL A 902494103 2269 36792 SH SOLE 36792 0 0 U S G CORP COM NEW 903293405 222 7700 SH SOLE 7700 0 0 UBIQUITI NETWORKS INC COM 90347A100 847 14660 SH SOLE 14660 0 0 UBS GROUP AG SHS H42097107 531 33900 SH SOLE 33900 0 0 UGI CORP NEW COM 902681105 654 14200 SH SOLE 14200 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 253 3600 SH SOLE 3600 0 0 UMB FINL CORP COM 902788108 514 6666 SH SOLE 6666 0 0 UMPQUA HLDGS CORP COM 904214103 674 35900 SH SOLE 35900 0 0 UNDER ARMOUR INC CL C 904311206 224 8900 SH SOLE 8900 0 0 UNIFIRST CORP MASS COM 904708104 261 1818 SH SOLE 1818 0 0 UNILEVER PLC SPON ADR NEW 904767704 725 17812 SH SOLE 17812 0 0 UNION BANKSHARES CORP NEW COM 90539J109 346 9684 SH SOLE 9684 0 0 UNION PAC CORP COM 907818108 923 8900 SH SOLE 8900 0 0 UNIQURE NV SHS N90064101 90 16080 SH SOLE 16080 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 194 21700 SH SOLE 21700 0 0 UNITED CONTL HLDGS INC COM 910047109 2922 40100 SH SOLE 40100 0 0 UNITED RENTALS INC COM 911363109 1453 13761 SH SOLE 13761 0 0 UNITED STATES STL CORP NEW COM 912909108 1116 33800 SH SOLE 33800 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2689 16800 SH SOLE 16800 0 0 UNIVERSAL ELECTRS INC COM 913483103 478 7400 SH SOLE 7400 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1340 12600 SH SOLE 12600 0 0 URBAN OUTFITTERS INC COM 917047102 732 25718 SH SOLE 25718 0 0 US BANCORP DEL COM NEW 902973304 354 6900 SH SOLE 6900 0 0 USA TRUCK INC COM 902925106 183 21057 SH SOLE 21057 0 0 USANA HEALTH SCIENCES INC COM 90328M107 220 3602 SH SOLE 3602 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 299 20600 SH SOLE 20600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 478 7000 SH SOLE 7000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 209 3800 SH SOLE 3800 0 0 VALLEY NATL BANCORP COM 919794107 173 14900 SH SOLE 14900 0 0 VALMONT INDS INC COM 920253101 400 2839 SH SOLE 2839 0 0 VARIAN MED SYS INC COM 92220P105 539 6000 SH SOLE 6000 0 0 VARONIS SYS INC COM 922280102 732 27318 SH SOLE 27318 0 0 VASCO DATA SEC INTL INC COM 92230Y104 145 10603 SH SOLE 10603 0 0 VECTRUS INC COM 92242T101 219 9178 SH SOLE 9178 0 0 VEECO INSTRS INC DEL COM 922417100 276 9464 SH SOLE 9464 0 0 VEEVA SYS INC CL A COM 922475108 1030 25300 SH SOLE 25300 0 0 VERA BRADLEY INC COM 92335C106 747 63721 SH SOLE 63721 0 0 VERACYTE INC COM 92337F107 161 20765 SH SOLE 20765 0 0 VERIFONE SYS INC COM 92342Y109 415 23381 SH SOLE 23381 0 0 VERISIGN INC COM 92343E102 259 3400 SH SOLE 3400 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 258 3500 SH SOLE 3500 0 0 VIACOM INC NEW CL B 92553P201 1653 47100 SH SOLE 47100 0 0 VIAD CORP COM NEW 92552R406 245 5550 SH SOLE 5550 0 0 VIAVI SOLUTIONS INC COM 925550105 862 105351 SH SOLE 105351 0 0 VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 314 12851 SH SOLE 12851 0 0 VOYA FINL INC COM 929089100 716 18250 SH SOLE 18250 0 0 VWR CORP COM 91843L103 302 12074 SH SOLE 12074 0 0 WABTEC CORP COM 929740108 324 3900 SH SOLE 3900 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 3691 44600 SH SOLE 44600 0 0 WASTE MGMT INC DEL COM 94106L109 1617 22800 SH SOLE 22800 0 0 WATERS CORP COM 941848103 1142 8500 SH SOLE 8500 0 0 WELLS FARGO & CO NEW COM 949746101 1769 32100 SH SOLE 32100 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 247 2907 SH SOLE 2907 0 0 WESTERN ALLIANCE BANCORP COM 957638109 224 4600 SH SOLE 4600 0 0 WESTROCK CO COM 96145D105 376 7400 SH SOLE 7400 0 0 WHITING PETE CORP NEW COM 966387102 1939 161300 SH SOLE 161300 0 0 WILLIAMS COS INC DEL COM 969457100 607 19500 SH SOLE 19500 0 0 WILLIAMS SONOMA INC COM 969904101 857 17700 SH SOLE 17700 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 514 4200 SH SOLE 4200 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 130 17717 SH SOLE 17717 0 0 WOODWARD INC COM 980745103 2037 29500 SH SOLE 29500 0 0 WORKIVA INC COM CL A 98139A105 348 25495 SH SOLE 25495 0 0 WPP PLC NEW ADR 92937A102 266 2400 SH SOLE 2400 0 0 WSFS FINL CORP COM 929328102 649 14008 SH SOLE 14008 0 0 XACTLY CORP COM 98386L101 137 12424 SH SOLE 12424 0 0 XPO LOGISTICS INC COM 983793100 837 19400 SH SOLE 19400 0 0 XYLEM INC COM 98419M100 688 13900 SH SOLE 13900 0 0 YY INC ADS REPCOM CLA 98426T106 326 8260 SH SOLE 8260 0 0 ZIONS BANCORPORATION COM 989701107 258 6000 SH SOLE 6000 0 0