VB β€” VANGUARD INDEX FDS

Ownership history in Trexquant Investment LP  Β·  18 quarters on record

This page tracks every 13F SEC filing in which Trexquant Investment LP reported a position in VANGUARD INDEX FDS (VB). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.07% (2020 Q3)
πŸ“Š Avg. % of fund
0.02%
πŸ“… First filed
2019 Q4
πŸ“… Last filed
2025 Q3
⏱ Quarters held
18

Position Intelligence

Trexquant Investment LP Γ— VB AI Analytics

πŸ“‰ Trexquant Investment LP underperformed the S&P 500 by –5.5% annually on this VB position. Timing score: 24% (4/17 decisions correct). Average cost basis: $153.06. Maximum drawdown during holding period: –30.1%.

πŸ“ˆ Position Alpha vs SPY
-5.5%
annualised excess return

❌ Significantly underperformed the S&P 500 by 5.5% ann.
17 quarters analyzed

⏱️ Timing Score
24%

⚠️ Poor timing β€” buys often preceded drops, trims preceded rallies.
4 of 17 add/trim decisions correct

πŸ’° Entry Quality
$153.06
+65.5% vs current ($253.38)

Best entry: $106.20 (2020 Q1)  Β·  Worst: $253.38 (2025 Q3)

πŸ›‘οΈ Drawdown Resilience
–30.1%
max drawdown while held

πŸ’ͺ Held through 2 major drawdowns (>20%).

πŸ’ͺ Fund Conviction
44%
buy-side decisions

8 adds Β· 10 trims. Bought during 2 of 5 down-price quarters. πŸ“‰ Predominantly trimming β€” distribution phase.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.0% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    VB price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q3 ADDED 1,049 +142 +15.7% 0.00% $267K $253.38
2025 Q2 REDUCED 907 -453 -33.3% 0.00% $215K $235.40
2025 Q1 REDUCED 1,360 -522 -27.7% 0.00% $302K $219.54
2024 Q4 ADDED 1,882 +586 +45.2% 0.01% $452K $236.92
2024 Q3 REDUCED 1,296 -462 -26.3% 0.00% $307K $233.03
2024 Q2 REDUCED 1,758 -910 -34.1% 0.01% $383K $213.56
2024 Q1 ADDED 2,668 +495 +22.8% 0.01% $610K $223.02
2023 Q2 ADDED 2,173 +442 +25.5% 0.01% $432K $191.74
2023 Q1 REDUCED 1,731 -153 -8.1% 0.01% $328K $182.03
2022 Q4 REDUCED 1,884 -429 -18.5% 0.01% $346K $175.53
8 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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