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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 | |
|---|---|---|---|---|---|---|---|
251
SLB Ltd
SLB
$76.3B
| $5.42M | 0.1% |
77,712
+706
| +0.9% | +$46.7K |
2017 Q1
2 quarters
|
|
|
TFCF
252
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $5.39M | 0.1% |
209,087
+53,183
| +34% | +$1.44M |
2017 Q2
1 quarter
|
|
253
NetApp
NTAP
$35.6B
| $5.38M | 0.1% |
122,976
-42,431
| -26% | -$1.75M |
2016 Q3
4 quarters
|
|
254
ConocoPhillips
COP
$168B
| $5.38M | 0.1% |
107,454
+63,754
| +146% | +$2.86M |
2017 Q1
2 quarters
|
|
|
COL
255
DELISTED
Rockwell Collins
COL
| $5.35M | 0.1% |
40,920
+9,540
| +30% | +$1.16M |
2017 Q1
2 quarters
|
|
256
Cirrus Logic
CRUS
$5.99B
| $5.33M | 0.1% |
100,026
+39,920
| +66% | +$2.34M |
2016 Q3
4 quarters
|
|
|
JUNO
257
DELISTED
Juno Therapeutics, Inc.
JUNO
| $5.26M | 0.1% |
117,183
+90,278
| +336% | +$3.08M |
2017 Q2
1 quarter
|
|
258
Hyatt Hotels
H
$17.5B
| $5.25M | 0.1% |
84,990
+2,956
| +4% | +$171K |
2016 Q4
3 quarters
|
|
259
Jefferies Financial Group
JEF
$10.5B
| $5.23M | 0.1% |
231,488
+216,439
| +1,438% | +$4.85M |
2017 Q2
1 quarter
|
|
260
Zions Bancorporation
ZION
$9.6B
| $5.21M | 0.1% |
+110,503
| New | +$4.92M |
2017 Q3
0 quarters
|
|
261
Louisiana-Pacific
LPX
$5.3B
| $5.19M | 0.1% |
191,807
+126,365
| +193% | +$3.22M |
2017 Q1
2 quarters
|
|
262
Allison Transmission
ALSN
$10.4B
| $5.19M | 0.1% |
138,288
+41,736
| +43% | +$1.52M |
2016 Q4
3 quarters
|
|
263
Mastercard
MA
$576B
| $5.18M | 0.1% |
+36,662
| New | +$4.85M |
2017 Q3
0 quarters
|
|
264
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $5.17M | 0.1% |
71,642
+12,303
| +21% | +$917K |
2017 Q2
1 quarter
|
|
265
BioMarin Pharmaceuticals
BMRN
$11.1B
| $5.17M | 0.1% |
+55,529
| New | +$4.91M |
2017 Q3
0 quarters
|
|
266
Burlington
BURL
$15.3B
| $5.14M | 0.1% |
53,897
+19,597
| +57% | +$1.72M |
2016 Q4
3 quarters
|
|
267
DELISTED
Masimo
MASI
| $5.14M | 0.1% |
59,387
-10,821
| -15% | -$957K |
2016 Q2
5 quarters
|
|
|
NUAN
268
DELISTED
Nuance Communications, Inc.
NUAN
| $5.12M | 0.1% |
+375,808
| New | +$5.37M |
2017 Q3
0 quarters
|
|
269
Microsoft
MSFT
$3.89T
| $5.09M | 0.1% |
68,370
-501,287
| -88% | -$36.6M |
2017 Q1
2 quarters
|
|
270
PUT
iShares US Transportation ETF
IYT
$2.18B
| $5.09M | 0.1% |
+163,200
| New | +$6.93M |
2017 Q3
0 quarters
|
|
|
RICE
271
DELISTED
Rice Energy Inc.
RICE
| $5.09M | 0.1% |
175,771
+155,739
| +777% | +$4.26M |
2015 Q4
7 quarters
|
|
272
CALL
SPDR Gold Trust
GLD
$130B
| $5.08M | 0.1% |
41,800
-41,900
| -50% | -$5.1M |
2017 Q1
2 quarters
|
|
273
Parker-Hannifin
PH
$121B
| $5.05M | 0.1% |
28,845
+10,400
| +56% | +$1.71M |
2016 Q2
5 quarters
|
|
274
Aimco
AIV
$212M
| $4.97M | 0.1% |
850,018
-718,994
| -46% | -$4.29M |
2017 Q1
2 quarters
|
|
275
McCormick & Company Non-Voting
MKC
$12.6B
| $4.94M | 0.1% |
96,208
+77,586
| +417% | +$3.74M |
2016 Q1
6 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.