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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 | |
|---|---|---|---|---|---|---|---|
426
People Inc
PPLI
$3.28B
| $2.72M | 0.05% |
129,187
+53,649
| +71% | +$1.04M |
2017 Q1
2 quarters
|
|
427
Howmet Aerospace
HWM
$87.8B
| $2.71M | 0.05% |
142,182
-100,234
| -41% | -$1.92M |
2017 Q2
1 quarter
|
|
428
Salesforce
CRM
$179B
| $2.71M | 0.05% |
+28,992
| New | +$2.67M |
2017 Q3
0 quarters
|
|
429
Sun Communities
SUI
$14.1B
| $2.69M | 0.05% |
+31,430
| New | +$2.78M |
2017 Q3
0 quarters
|
|
430
Cadence Design Systems
CDNS
$88.6B
| $2.67M | 0.05% |
67,683
+32,327
| +91% | +$1.19M |
2016 Q4
3 quarters
|
|
431
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
| $2.66M | 0.05% |
+77,600
| New | +$2.52M |
2017 Q3
0 quarters
|
|
432
iShares US Real Estate ETF
IYR
$3.98B
| $2.64M | 0.05% |
+33,081
| New | +$2.66M |
2017 Q3
0 quarters
|
|
433
BGC Group
BGC
$5.22B
| $2.62M | 0.05% |
281,802
-126,723
| -31% | -$1.06M |
2015 Q4
7 quarters
|
|
434
DELISTED
Newfield Exploration
NFX
| $2.62M | 0.05% |
88,344
+44,993
| +104% | +$1.21M |
2016 Q3
4 quarters
|
|
|
FTR
435
DELISTED
Frontier Communications Corp.
FTR
| $2.62M | 0.05% |
221,765
+98,542
| +80% | +$1.38M |
2017 Q1
2 quarters
|
|
436
Arista Networks
ANET
$249B
| $2.56M | 0.05% |
215,872
+22,672
| +12% | +$237K |
2015 Q4
7 quarters
|
|
437
Nucor
NUE
$56.6B
| $2.55M | 0.05% |
45,476
-63,901
| -58% | -$3.61M |
2015 Q3
8 quarters
|
|
438
Wayfair
W
$15.3B
| $2.55M | 0.05% |
37,774
-17,847
| -32% | -$1.32M |
2016 Q4
3 quarters
|
|
|
VAR
439
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.54M | 0.05% |
25,412
+6,255
| +33% | +$642K |
2016 Q4
3 quarters
|
|
440
Qiagen
QGEN
$10.3B
| $2.54M | 0.05% |
75,954
-32,678
| -30% | -$1.13M |
2017 Q1
2 quarters
|
|
441
Equity Lifestyle Properties
ELS
$12.1B
| $2.54M | 0.05% |
59,622
+47,564
| +394% | +$2.07M |
2016 Q2
5 quarters
|
|
442
Ollie's Bargain Outlet
OLLI
$5.63B
| $2.53M | 0.05% |
+54,463
| New | +$2.4M |
2017 Q3
0 quarters
|
|
|
CAVM
443
DELISTED
Cavium, Inc.
CAVM
| $2.53M | 0.05% |
38,320
-47,973
| -56% | -$3.04M |
2017 Q1
2 quarters
|
|
|
AMAG
444
DELISTED
AMAG Pharmaceuticals
AMAG
| $2.51M | 0.05% |
+136,133
| New | +$2.54M |
2017 Q3
0 quarters
|
|
445
Biogen
BIIB
$37.5B
| $2.5M | 0.05% |
+8,001
| New | +$2.37M |
2017 Q3
0 quarters
|
|
|
WP
446
DELISTED
Worldpay, Inc.
WP
| $2.5M | 0.05% |
35,514
-77,222
| -68% | -$5.26M |
2017 Q1
2 quarters
|
|
|
MNDT
447
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.48M | 0.05% |
+147,961
| New | +$2.27M |
2017 Q3
0 quarters
|
|
448
Harley-Davidson
HOG
$3.27B
| $2.48M | 0.05% |
51,393
-64,625
| -56% | -$3.15M |
2015 Q4
7 quarters
|
|
449
ScottsMiracle-Gro
SMG
$3.72B
| $2.45M | 0.05% |
25,210
-164
| -0.6% | -$15.5K |
2016 Q2
5 quarters
|
|
450
Rexford Industrial Realty
REXR
$7.97B
| $2.44M | 0.05% |
85,136
+61,736
| +264% | +$1.77M |
2016 Q3
4 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.