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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
NXTM
451
DELISTED
NxStage Medical Inc.
NXTM
$2.43M 0.05%
+88,000
New +$2.35M
2017 Q3
0 quarters
ATR icon
452
AptarGroup
ATR
$9.07B
$2.42M 0.05%
+28,093
New +$2.39M
2017 Q3
0 quarters
ODFL icon
453
Old Dominion Freight Line
ODFL
$36B
$2.42M 0.05%
65,814
-5,208
-7% -$172K
2017 Q1
2 quarters
FLIR
454
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$2.4M 0.05%
61,630
-136,998
-69% -$5.19M
2016 Q3
4 quarters
VR
455
DELISTED
Validus Hold Ltd
VR
$2.39M 0.05%
48,588
+5,476
+13% +$278K
2015 Q4
7 quarters
XLE icon
456
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$2.39M 0.05%
+69,800
New +$2.27M
2017 Q3
0 quarters
XLY icon
457
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
$2.39M 0.05%
53,030
-102,278
-66% -$4.6M
2016 Q3
4 quarters
MKSI icon
458
MKS Inc
MKSI
$14.6B
$2.39M 0.05%
+25,261
New +$2.07M
2017 Q3
0 quarters
NLSN
459
DELISTED
Nielsen Holdings plc
NLSN
$2.38M 0.05%
57,322
-13,742
-19% -$549K
2016 Q2
5 quarters
SIVB
460
DELISTED
SVB Financial Group
SIVB
$2.38M 0.05%
+12,697
New +$2.23M
2017 Q3
0 quarters
DST
461
DELISTED
DST Systems Inc.
DST
$2.37M 0.05%
43,189
+34,265
+384% +$1.88M
2016 Q1
6 quarters
BIDU icon
462
Baidu
BIDU
$26.6B
$2.36M 0.05%
9,533
-1,116
-10% -$243K
2017 Q2
1 quarter
ROST icon
463
Ross Stores
ROST
$74B
$2.36M 0.05%
36,560
-258,964
-88% -$14.9M
2016 Q4
3 quarters
XEC
464
DELISTED
CIMAREX ENERGY CO
XEC
$2.34M 0.04%
20,553
-41,601
-67% -$4.15M
2016 Q2
5 quarters
BNY icon
465
Bank of New York Mellon
BNY
$103B
$2.32M 0.04%
43,830
+39,541
+922% +$2.07M
2017 Q2
1 quarter
JCI icon
466
Johnson Controls International
JCI
$84.4B
$2.31M 0.04%
57,351
-19,897
-26% -$805K
2017 Q2
1 quarter
NFG icon
467
National Fuel Gas
NFG
$7.29B
$2.31M 0.04%
40,827
-17,597
-30% -$1.02M
2017 Q1
2 quarters
TAHO
468
DELISTED
Tahoe Resources Inc
TAHO
$2.29M 0.04%
434,737
+193,223
+80% +$1.05M
2016 Q4
3 quarters
HDB icon
469
HDFC Bank
HDB
$133B
$2.29M 0.04%
+95,016
New +$2.26M
2017 Q3
0 quarters
WW icon
470
DELISTED
WW International
WW
$2.28M 0.04%
52,479
+3,323
+7% +$138K
2017 Q2
1 quarter
SCZ icon
471
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
$2.27M 0.04%
36,629
-49,695
-58% -$2.97M
2017 Q2
1 quarter
IVZ icon
472
Invesco
IVZ
$12.7B
$2.24M 0.04%
64,030
+14,423
+29% +$493K
2015 Q2
9 quarters
QCOM icon
473
Qualcomm
QCOM
$185B
$2.24M 0.04%
43,253
-2,224
-5% -$118K
2015 Q2
9 quarters
CSL icon
474
Carlisle Companies
CSL
$15.3B
$2.24M 0.04%
22,335
-28,435
-56% -$2.75M
2017 Q1
2 quarters
DBI icon
475
Designer Brands
DBI
$326M
$2.24M 0.04%
104,142
-31,874
-23% -$586K
2017 Q2
1 quarter
17 18
19
20 21

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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.