Squarepoint Portfolio holdings
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.
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 | |
|---|---|---|---|---|---|---|---|
526
ICICI Bank
IBN
$124B
| $1.89M | 0.04% |
220,842
+208,142
| +1,639% | +$1.9M |
2017 Q1
2 quarters
|
|
527
Molina Healthcare
MOH
$10.9B
| $1.89M | 0.04% |
27,439
-80,697
| -75% | -$5.25M |
2015 Q4
7 quarters
|
|
528
Curtiss-Wright
CW
$17.1B
| $1.89M | 0.04% |
+18,037
| New | +$1.75M |
2017 Q3
0 quarters
|
|
529
NCR Voyix
VYX
$1.42B
| $1.87M | 0.04% |
81,143
+21,883
| +37% | +$503K |
2015 Q3
8 quarters
|
|
530
Raymond James Financial
RJF
$32.4B
| $1.86M | 0.04% |
32,987
+11,829
| +56% | +$638K |
2016 Q2
5 quarters
|
|
|
IPXL
531
DELISTED
Impax Laboratories, Inc.
IPXL
| $1.82M | 0.04% |
+89,767
| New | +$1.72M |
2017 Q3
0 quarters
|
|
532
DELISTED
Coresite Realty Corporation
COR
| $1.82M | 0.04% |
16,248
-24,218
| -60% | -$2.66M |
2017 Q2
1 quarter
|
|
533
Encompass Health
EHC
$13.8B
| $1.82M | 0.03% |
49,256
-24,840
| -34% | -$885K |
2016 Q2
5 quarters
|
|
534
Aecom
ACM
$9.07B
| $1.81M | 0.03% |
49,246
-4,191
| -8% | -$138K |
2016 Q3
4 quarters
|
|
535
Brixmor Property Group
BRX
$9.3B
| $1.81M | 0.03% |
96,320
+6,055
| +7% | +$115K |
2016 Q4
3 quarters
|
|
536
Dover
DOV
$27.9B
| $1.81M | 0.03% |
24,488
-120,866
| -83% | -$8.4M |
2017 Q1
2 quarters
|
|
537
3M
MMM
$94.7B
| $1.8M | 0.03% |
+10,280
| New | +$1.78M |
2017 Q3
0 quarters
|
|
538
DELISTED
Synovus
SNV
| $1.8M | 0.03% |
38,979
+14,752
| +61% | +$639K |
2015 Q4
7 quarters
|
|
539
iShares MSCI Philippines ETF
EPHE
$139M
| $1.79M | 0.03% |
48,377
+2,472
| +5% | +$89.6K |
2016 Q3
4 quarters
|
|
540
Hancock Whitney
HWC
$5.19B
| $1.78M | 0.03% |
36,787
-12,388
| -25% | -$567K |
2016 Q1
6 quarters
|
|
541
Becton Dickinson
BDX
$59.4B
| $1.78M | 0.03% |
9,295
+7,994
| +614% | +$1.55M |
2016 Q2
5 quarters
|
|
542
Crown Castle
CCI
$38.6B
| $1.78M | 0.03% |
17,771
+1,528
| +9% | +$156K |
2017 Q2
1 quarter
|
|
543
Oneok
OKE
$56.6B
| $1.77M | 0.03% |
32,000
-45,938
| -59% | -$2.48M |
2017 Q2
1 quarter
|
|
|
UMPQ
544
DELISTED
Umpqua Holdings Corp
UMPQ
| $1.77M | 0.03% |
+90,898
| New | +$1.66M |
2017 Q3
0 quarters
|
|
|
WAGE
545
DELISTED
WageWorks, Inc.
WAGE
| $1.77M | 0.03% |
29,198
+22,503
| +336% | +$1.37M |
2017 Q1
2 quarters
|
|
546
Vail Resorts
MTN
$5.45B
| $1.77M | 0.03% |
+7,751
| New | +$1.68M |
2017 Q3
0 quarters
|
|
|
ETFC
547
DELISTED
E*Trade Financial Corporation
ETFC
| $1.75M | 0.03% |
40,081
-13,395
| -25% | -$544K |
2016 Q4
3 quarters
|
|
548
Sibanye-Stillwater
SBSW
$6.21B
| $1.75M | 0.03% |
415,275
+392,530
| +1,726% | +$1.97M |
2016 Q4
3 quarters
|
|
549
Matador Resources
MTDR
$6.62B
| $1.74M | 0.03% |
64,194
+20,216
| +46% | +$480K |
2017 Q1
2 quarters
|
|
550
DELISTED
Gramercy Property Trust
GPT
| $1.73M | 0.03% |
+57,285
| New | +$1.71M |
2017 Q3
0 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.