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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 | |
|---|---|---|---|---|---|---|---|
376
Marvell Technology
MRVL
$141B
| $3.31M | 0.06% |
185,029
+120,276
| +186% | +$2M |
2016 Q2
5 quarters
|
|
377
Leidos
LDOS
$15.9B
| $3.31M | 0.06% |
+55,894
| New | +$3.11M |
2017 Q3
0 quarters
|
|
378
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.2B
| $3.3M | 0.06% |
+74,500
| New | +$3.28M |
2017 Q3
0 quarters
|
|
379
iShares MSCI Thailand ETF
THD
$387M
| $3.3M | 0.06% |
38,179
-2,230
| -6% | -$181K |
2016 Q3
4 quarters
|
|
380
RPM International
RPM
$13.2B
| $3.26M | 0.06% |
+63,588
| New | +$3.26M |
2017 Q3
0 quarters
|
|
381
Roper Technologies
ROP
$47.5B
| $3.26M | 0.06% |
+13,374
| New | +$3.14M |
2017 Q3
0 quarters
|
|
382
Bankunited
BKU
$3.12B
| $3.23M | 0.06% |
90,752
+16,144
| +22% | +$542K |
2017 Q1
2 quarters
|
|
383
InterDigital
IDCC
$7.43B
| $3.23M | 0.06% |
43,738
+15,497
| +55% | +$1.13M |
2015 Q3
8 quarters
|
|
384
PUT
SPDR Gold Trust
GLD
$130B
| $3.21M | 0.06% |
26,400
-43,100
| -62% | -$5.24M |
2017 Q1
2 quarters
|
|
385
Pilgrim's Pride
PPC
$6.7B
| $3.2M | 0.06% |
+112,587
| New | +$2.96M |
2017 Q3
0 quarters
|
|
|
UFS
386
DELISTED
DOMTAR CORPORATION (New)
UFS
| $3.18M | 0.06% |
73,412
+19,110
| +35% | +$762K |
2017 Q2
1 quarter
|
|
387
W.R. Berkley
WRB
$28.8B
| $3.18M | 0.06% |
160,664
+27,402
| +21% | +$549K |
2017 Q1
2 quarters
|
|
388
Arthur J. Gallagher & Co
AJG
$72.6B
| $3.17M | 0.06% |
51,565
-95,342
| -65% | -$5.61M |
2017 Q2
1 quarter
|
|
389
iShares Core US Aggregate Bond ETF
AGG
$137B
| $3.17M | 0.06% |
28,933
-7,517
| -21% | -$825K |
2017 Q1
2 quarters
|
|
390
Illinois Tool Works
ITW
$81.7B
| $3.16M | 0.06% |
21,390
+19,795
| +1,241% | +$2.81M |
2016 Q4
3 quarters
|
|
391
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $3.15M | 0.06% |
+121,970
| New | +$3.04M |
2017 Q3
0 quarters
|
|
392
Cheesecake Factory
CAKE
$5.44B
| $3.15M | 0.06% |
+74,778
| New | +$3.33M |
2017 Q3
0 quarters
|
|
393
Vanguard Total Bond Market
BND
$165B
| $3.11M | 0.06% |
37,988
-1,930
| -5% | -$158K |
2017 Q1
2 quarters
|
|
394
Urban Outfitters
URBN
$7.4B
| $3.1M | 0.06% |
+129,705
| New | +$2.61M |
2017 Q3
0 quarters
|
|
|
SAFM
395
DELISTED
Sanderson Farms Inc
SAFM
| $3.09M | 0.06% |
19,125
+14,925
| +355% | +$2.07M |
2017 Q1
2 quarters
|
|
|
396
Thermo Fisher Scientific
TMO
$259B
| $3.08M | 0.06% |
16,300
-209,531
| -93% | -$37.9M |
2016 Q4
3 quarters
|
|
397
Dollar Tree
DLTR
$25.9B
| $3.08M | 0.06% |
35,477
-52,392
| -60% | -$4M |
2016 Q3
4 quarters
|
|
398
Booking.com
BKNG
$119B
| $3.08M | 0.06% |
+42,050
| New | +$3.19M |
2017 Q3
0 quarters
|
|
399
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $3.07M | 0.06% |
+78,400
| New | +$3.64M |
2017 Q3
0 quarters
|
|
400
Enovis
ENOV
$1.6B
| $3.07M | 0.06% |
42,774
-25,781
| -38% | -$1.79M |
2016 Q4
3 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.