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Squarepoint Portfolio holdings
AUM
$90.8B
Turnover
33.11%
1-Year Est. Return
26.98%
Squarepoint runs funds that use computer models to trade many kinds of assets around the world. It began as nQuant, a trading unit set up inside Lehman Brothers in 2000 by its founders, Olivier Durantel and Gregoire Schneider. Barclays took over nQuant in 2008, and in December 2014 it was spun off as an independent firm and renamed Squarepoint. In 2022 Squarepoint formed STG, a separate trading group that shares much of its infrastructure but has its own investment staff, and in 2021 it partnered with Arini Capital, a European hedge fund.
This Fund
S&P 500
This Quarter Est. Return
+3.54%
1 Year Est. Return
+26.98%
3 Year Est. Return
+88.41%
5 Year Est. Return
+62.11%
10 Year Est. Return
+188.73%
AUM
$5.2B
AUM Growth
+$116M
(+2.3%)
Cap. Flow
+$32.5M
Cap. Flow % of AUM
Cap. Flow %
0.63%
Top 10 Holdings %
Top 10 Hldgs %
10.98%
Holding
2,083
New
588
Increased
511
Reduced
480
Closed
501
Avg Time Held
Equity + Options
0.4
years
Top 10 Avg Time Held
Equity + Options
0.1
years
Top 20 Avg Time Held
Equity + Options
0.1
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.1
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$65.8M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$65.6M |
| 3 |
Lowe's Companies
LOW
|
+$61.6M |
| 4 |
iShares MSCI Brazil ETF
EWZ
|
+$59.2M |
| 5 |
iShares MSCI India ETF
INDA
|
+$40.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$274M |
| 2 |
iShares MSCI Taiwan ETF
EWT
|
+$93.6M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$50.9M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$48.2M |
| 5 |
Thermo Fisher Scientific
TMO
|
+$37.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 14.45% |
| 2 | Technology | 13.1% |
| 3 | Consumer Discretionary | 12.53% |
| 4 | Healthcare | 11.49% |
| 5 | Industrials | 10.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
CSX Corp
CSX
$95.9B
| $6.03M | 0.12% |
+333,363
| New | +$5.72M |
2017 Q3
0 quarters
|
|
227
TechnipFMC
FTI
$25.8B
| $6M | 0.12% |
+288,994
| New | +$5.8M |
2017 Q3
0 quarters
|
|
228
Ecolab
ECL
$86.7B
| $6M | 0.12% |
+46,672
| New | +$6.14M |
2017 Q3
0 quarters
|
|
229
Agilent Technologies
A
$49B
| $5.98M | 0.12% |
93,230
-62,175
| -40% | -$3.87M |
2017 Q2
1 quarter
|
|
230
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $5.98M | 0.12% |
26,700
-19,900
| -43% | -$4.35M |
2017 Q1
2 quarters
|
|
231
Progressive
PGR
$137B
| $5.88M | 0.11% |
121,482
-15,327
| -11% | -$717K |
2016 Q1
6 quarters
|
|
232
Exelixis
EXEL
$16.8B
| $5.83M | 0.11% |
240,472
-98,861
| -29% | -$2.63M |
2015 Q4
7 quarters
|
|
233
Xerox
XRX
$125M
| $5.76M | 0.11% |
173,104
+112,444
| +185% | +$3.54M |
2015 Q1
10 quarters
|
|
234
Dominion Energy
D
$59.5B
| $5.76M | 0.11% |
74,862
+57,562
| +333% | +$4.48M |
2017 Q2
1 quarter
|
|
235
Republic Services
RSG
$77.1B
| $5.76M | 0.11% |
87,169
+44,345
| +104% | +$2.88M |
2017 Q2
1 quarter
|
|
|
GXP
236
DELISTED
Great Plains Energy Incorporated
GXP
| $5.74M | 0.11% |
189,537
+37,071
| +24% | +$1.14M |
2016 Q1
6 quarters
|
|
237
Vornado Realty Trust
VNO
$6.49B
| $5.73M | 0.11% |
74,477
-75,867
| -50% | -$5.79M |
2017 Q1
2 quarters
|
|
|
TSS
238
DELISTED
Total System Services, Inc.
TSS
| $5.72M | 0.11% |
87,289
-54,374
| -38% | -$3.51M |
2016 Q2
5 quarters
|
|
|
PRXL
239
DELISTED
Parexel International Corp
PRXL
| $5.64M | 0.11% |
64,076
+14,976
| +31% | +$1.31M |
2016 Q4
3 quarters
|
|
240
DELISTED
Anadarko Petroleum
APC
| $5.64M | 0.11% |
115,439
-352,052
| -75% | -$15.5M |
2016 Q4
3 quarters
|
|
241
Amgen
AMGN
$252B
| $5.6M | 0.11% |
30,064
+1,164
| +4% | +$206K |
2016 Q3
4 quarters
|
|
242
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
| $5.59M | 0.11% |
+163,284
| New | +$5.31M |
2017 Q3
0 quarters
|
|
243
Vivmark Residential
VMRK
$49.8B
| $5.56M | 0.11% |
84,262
+39,484
| +88% | +$2.64M |
2016 Q4
3 quarters
|
|
244
Marathon Petroleum
MPC
$113B
| $5.53M | 0.11% |
98,678
-36,699
| -27% | -$1.97M |
2017 Q2
1 quarter
|
|
245
Cooper Companies
COO
$11.9B
| $5.49M | 0.11% |
92,580
+49,208
| +113% | +$3.01M |
2016 Q3
4 quarters
|
|
|
246
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $5.48M | 0.11% |
24,500
-400
| -2% | -$87.5K |
2017 Q1
2 quarters
|
|
247
US Foods
USFD
$23.3B
| $5.48M | 0.11% |
205,381
+194,093
| +1,719% | +$5.32M |
2017 Q1
2 quarters
|
|
|
248
iShares Core MSCI Emerging Markets ETF
IEMG
$146B
| $5.48M | 0.11% |
101,409
-5,174,002
| -98% | -$274M |
2017 Q1
2 quarters
|
|
249
Macerich
MAC
$7.11B
| $5.47M | 0.11% |
99,435
+45,376
| +84% | +$2.54M |
2017 Q2
1 quarter
|
|
250
Signet Jewelers
SIG
$4.37B
| $5.43M | 0.1% |
+81,651
| New | +$5.02M |
2017 Q3
0 quarters
|
|
Similar funds
Squarepoint's Q3 2017 Portfolio in Review
As of Q3 2017, Squarepoint held 2,083 positions worth $5.2B, up 2.3% from $5.08B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Squarepoint's Q3 2017 filing shows 588 new, 511 increased, 480 reduced and 501 closed positions. Its largest new stake was iShares MSCI Japan ETF: 1,203,234 shares worth $67M. The largest sale was iShares Core MSCI Emerging Markets ETF, an estimated $274M.
By sector, the portfolio is most concentrated in Miscellaneous at 14% of assets, down from 17% a quarter earlier, followed by Technology and Consumer Discretionary.
- Squarepoint's largest Q3 2017 buy was iShares MSCI Japan ETF: 1,203,234 shares worth $67M.
- Squarepoint added most to Invesco QQQ Trust in Q3 2017, an estimated $65.8M increase.
- Squarepoint's biggest Q3 2017 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $274M.
- Squarepoint fully exited iShares MSCI Taiwan ETF in Q3 2017, selling an estimated $93.6M.
- Squarepoint's ten largest holdings make up 11% of its $5.2B portfolio in Q3 2017.
- Squarepoint opened 588 new positions and closed 501 in Q3 2017.
- Squarepoint's portfolio value rose 2.3% quarter-over-quarter to $5.2B.
Based on Squarepoint's 13F filing for Q3 2017, filed 14 Nov 2017.