We are live on ! Find out more
Squarepoint

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
Cap. Flow
+$32.5M
Cap. Flow %
0.63%
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
QQQ icon
Invesco QQQ Trust
QQQ
+$65.8M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
+$65.6M
3
LOW icon
Lowe's Companies
LOW
+$61.6M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$59.2M
5
INDA icon
iShares MSCI India ETF
INDA
+$40.8M

Top Sells

Rank Stock Value
1
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$274M
2
EWT icon
iShares MSCI Taiwan ETF
EWT
+$93.6M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$50.9M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$48.2M
5
TMO icon
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
SRCL icon
401
DELISTED
Stericycle Inc
SRCL
$3.06M 0.06%
42,680
+9,897
+30% +$728K
2017 Q2
1 quarter
XLK icon
402
State Street Technology Select Sector SPDR ETF
XLK
$113B
$3.06M 0.06%
103,410
-199,334
-66% -$5.74M
2017 Q2
1 quarter
WR icon
403
DELISTED
Westar Energy Inc
WR
$3.05M 0.06%
61,420
+12,758
+26% +$649K
2017 Q2
1 quarter
AME icon
404
Ametek
AME
$55.5B
$3.03M 0.06%
45,872
+16,080
+54% +$1.02M
2017 Q2
1 quarter
BID
405
DELISTED
Sotheby's
BID
$3.03M 0.06%
65,670
-40,453
-38% -$2M
2015 Q4
7 quarters
GRMN icon
406
Garmin
GRMN
$54.5B
$3.02M 0.06%
55,932
+1,327
+2% +$68.7K
2016 Q3
4 quarters
WGL
407
DELISTED
Wgl Holdings
WGL
$2.97M 0.06%
35,265
+22,112
+168% +$1.87M
2017 Q1
2 quarters
STWD icon
408
Starwood Property Trust
STWD
$4.13B
$2.94M 0.06%
135,259
+90,469
+202% +$1.99M
2016 Q4
3 quarters
TEL icon
409
TE Connectivity
TEL
$62B
$2.94M 0.06%
35,338
-91,534
-72% -$7.36M
2017 Q1
2 quarters
TEX icon
410
Terex
TEX
$6.4B
$2.93M 0.06%
65,181
+3,967
+6% +$157K
2017 Q2
1 quarter
DCI icon
411
Donaldson
DCI
$10B
$2.93M 0.06%
63,744
+41,286
+184% +$1.91M
2017 Q2
1 quarter
ICE icon
412
Intercontinental Exchange
ICE
$100B
$2.91M 0.06%
+42,418
New +$2.79M
2017 Q3
0 quarters
SAM icon
413
Boston Beer
SAM
$2.25B
$2.9M 0.06%
18,599
+7,519
+68% +$1.1M
2017 Q1
2 quarters
XEL icon
414
Xcel Energy
XEL
$52.4B
$2.86M 0.06%
+60,496
New +$2.9M
2017 Q3
0 quarters
XOP icon
415
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.17B
$2.82M 0.05%
20,699
+11,073
+115% +$1.39M
2016 Q4
3 quarters
DDS icon
416
Dillards
DDS
$9.7B
$2.82M 0.05%
50,293
-29,702
-37% -$1.83M
2016 Q4
3 quarters
XLP icon
417
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15.3B
$2.82M 0.05%
52,230
-69,428
-57% -$3.81M
2016 Q2
5 quarters
CAT icon
418
Caterpillar
CAT
$275B
$2.81M 0.05%
22,544
-46,505
-67% -$5.36M
2017 Q2
1 quarter
IBKC
419
DELISTED
IBERIABANK Corp
IBKC
$2.8M 0.05%
34,117
+19,477
+133% +$1.53M
2016 Q4
3 quarters
NJR icon
420
New Jersey Resources
NJR
$5.64B
$2.78M 0.05%
65,933
+54,605
+482% +$2.31M
2017 Q2
1 quarter
LNW icon
421
DELISTED
Light & Wonder
LNW
$2.77M 0.05%
60,466
-23,602
-28% -$823K
2015 Q4
7 quarters
VEEV icon
422
Veeva Systems
VEEV
$48.8B
$2.77M 0.05%
49,097
-13,211
-21% -$801K
2016 Q1
6 quarters
BRK.A icon
423
Berkshire Hathaway Class A
BRK.A
$1.26T
$2.75M 0.05%
10
-3
-23% -$796K
2017 Q2
1 quarter
OUT icon
424
Outfront Media
OUT
$5.91B
$2.74M 0.05%
110,484
+74,530
+207% +$1.64M
2017 Q1
2 quarters
ATVI
425
DELISTED
Activision Blizzard
ATVI
$2.72M 0.05%
42,181
-220,339
-84% -$13.7M
2016 Q3
4 quarters
15 16
17
18 19

Similar funds

Point72 Asset Management
Point72 Asset Management Stamford, Connecticut $90.7B AUM 77.13% 1-Year Est. Return
Prudential Financial
Prudential Financial Newark, New Jersey $91.8B AUM 38.24% 1-Year Est. Return
Toronto Dominion Bank
Toronto Dominion Bank Toronto, Ontario, Ontario, Canada $86.4B AUM 59.51% 1-Year Est. Return
Valor Management
Valor Management Chicago, Illinois $86.2B AUM 12.66% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $85.4B AUM 91.09% 1-Year Est. Return
Mirae Asset Global ETFs Holdings
Mirae Asset Global ETFs Holdings Causeway Bay, Hong Kong $83.9B AUM 60.43% 1-Year Est. Return
Mercer Global Advisors
Mercer Global Advisors Denver, Colorado $80.9B AUM 26.08% 1-Year Est. Return
Balyasny Asset Management
Balyasny Asset Management Chicago, Illinois $80.2B AUM 51.53% 1-Year Est. Return

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.