Stocks/Funds/CIK 1633445

Trexquant Investment LP

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1633445
Assets
$13.81B
+60.7% YoY
Holdings
1,571
Lifetime alpha vs market
-0.69% annual
Average hold time
3.4 yr
median 3.5 yr

Quarterly history

Cum return +48% vs S&P +52% · α -4% lifetimeAUM $13.8B · peak $13.8BFlow $2.8B (+25%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-6.94%
trims when stocks drop
when a holding falls −10%+
Middle response
-16.03%
baseline attrition
Rally response
-23.11%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$412M3.0%+60.9%7.0 yr
AAPLApple Inc.$294M2.1%+14.7%7.3 yr
MSFTMicrosoft Corporation$239M1.7%-0.6%5.8 yr
MUMicron Technology, Inc.$189M1.4%+289.6%6.5 yr
AMZNAmazon.com, Inc.$187M1.4%+9.5%5.8 yr
TSLATesla, Inc.$156M1.1%+43.4%5.3 yr
AVGOBroadcom Inc.$153M1.1%+86.0%3.0 yr
GOOGLAlphabet Inc.$141M1.0%5.0 yr
CCitigroup Inc.$116M0.8%+63.9%7.0 yr
PLTRPalantir Technologies In$116M0.8%+73.3%3.8 yr
PEPPepsiCo, Inc.$97M0.7%+7.7%6.3 yr
ACNAccenture plc$87M0.6%-35.6%5.0 yr
GOOGAlphabet Inc.$84M0.6%+84.3%3.8 yr
CMGChipotle Mexican Grill, $79M0.6%-36.2%4.8 yr
LLYEli Lilly and Company$78M0.6%+12.2%5.0 yr

Portfolio composition (YoY)

Industry mix
Semiconductors7.5%+2.9pp$1.03B
Software - Infrastructure5.1%+0.2pp$711M
Software - Application4.3%-1.6pp$595M
Biotechnology4.0%+0.3pp$551M
Specialty Retail2.9%+0.0pp$405M
Banks - Regional2.9%-0.0pp$399M
Internet Content & Information2.9%+1.4pp$397M
Aerospace & Defense2.6%+0.8pp$358M
Medical - Devices2.2%+0.2pp$305M
Consumer Electronics2.2%+1.2pp$299M
Country
US86.9%+0.6pp
CA3.4%+0.7pp
Unknown1.3%-1.1pp
IE1.2%+0.3pp
GB0.8%-0.8pp
BM0.8%+0.4pp
CH0.7%+0.2pp
BR0.7%+0.2pp
Top 5: 9.6% · Top 10: 14.5% · Top 25: 22.2%

Winners

TickerPrev $PnLYoY %
FIVE$34M+0.07B204.9%
AVGO$55M+0.05B86.0%
NVDA$65M+0.04B60.9%
ANET$53M+0.03B58.5%
GE$60M+0.03B42.5%

Losers

TickerPrev $PnLYoY %
INTU$51M-0.01B-29.3%
CMG$39M-0.01B-36.2%
CPRT$21M-0.01B-41.3%
ACN$7M-0.00B-35.6%
MSFT$5M-0.00B-0.6%

Top buys this quarter · 15

MU Micron Technology, Inc.+$138M
NVDA NVIDIA Corporation+$126M
MSFT Microsoft Corporation+$109M
C Citigroup Inc.+$107M
TSLA Tesla, Inc.+$90M
AVGO Broadcom Inc.+$79M
CMG Chipotle Mexican Grill, Inc.+$77M
ACN Accenture plc+$76M
HSY The Hershey Company+$69M
PEP PepsiCo, Inc.+$60M

Top sells this quarter · 15

COST Costco Wholesale Corporationexit$78M
F-PD Ford Motor Company 6.500% Note$63M
GEV GE Vernova Inc.$51M
NFLX Netflix, Inc.exit$51M
V Visa Inc.$46M
NDAQ Nasdaq, Inc.exit$44M
HAL Halliburton Company$43M
DVN Devon Energy Corporationexit$42M
ZM Zoom Communications, Inc.exit$39M
META Meta Platforms, Inc.$38M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$13.81B1571+22.20%+17.59%+4.60%+2.79B
2025-12-31$11.21B1546+19.24%+17.72%+1.52%+1.00B
2025-09-30$9.68B1537+17.79%+17.52%+0.27%+0.18B
2025-06-30$8.85B1475+17.79%+14.94%+2.85%-0.59B
2025-03-31$8.59B1513+8.15%+8.30%-0.15%+0.38B
2024-12-31$8.56B1509+23.60%+24.89%-1.29%+0.36B
2024-09-30$7.88B1483+32.37%+36.04%-3.67%+0.85B
2024-06-30$6.54B1476+15.64%+24.49%-8.85%+1.49B
2024-03-31$5.01B1387+23.59%+29.62%-6.03%+0.14B
2023-12-31$4.44B1365+18.84%+26.18%-7.34%+0.00B
2023-09-30$3.98B1402+10.94%+21.57%-10.62%+0.40B
2023-06-30$3.81B1373+17.19%+19.42%-2.23%-0.11B
2023-03-31$3.64B1391-9.38%-7.82%-1.57%-0.08B
2022-12-31$3.52B1322+4.13%+7.56%-3.43%+0.57B
2022-09-30$2.84B1299-0.88%-4.93%+4.04%+0.63B
2022-06-30$2.23B1464-16.67%-16.11%-0.56%+0.46B