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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
PENN icon
576
PENN Entertainment
PENN
$2.35B
$1.56M 0.03%
66,529
-113,060
-63% -$2.42M
2017 Q2
1 quarter
TFC icon
577
Truist Financial
TFC
$59.9B
$1.54M 0.03%
32,865
+12,665
+63% +$582K
2016 Q4
3 quarters
INFO icon
578
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.54M 0.03%
35,000
+8,250
+31% +$380K
2017 Q2
1 quarter
WY icon
579
Weyerhaeuser
WY
$15B
$1.54M 0.03%
45,188
-139,384
-76% -$4.58M
2015 Q3
8 quarters
KRC icon
580
Kilroy Realty
KRC
$4.19B
$1.54M 0.03%
+21,613
New +$1.52M
2017 Q3
0 quarters
MOS icon
581
The Mosaic Company
MOS
$6.97B
$1.52M 0.03%
70,492
+15,158
+27% +$328K
2017 Q1
2 quarters
SRPT icon
582
Sarepta Therapeutics
SRPT
$1.72B
$1.52M 0.03%
33,546
+19,731
+143% +$789K
2016 Q4
3 quarters
WSM icon
583
Williams-Sonoma
WSM
$29.9B
$1.52M 0.03%
+60,888
New +$1.42M
2017 Q3
0 quarters
MHK icon
584
Mohawk Industries
MHK
$8.57B
$1.51M 0.03%
6,113
-1,547
-20% -$385K
2015 Q3
8 quarters
STMP
585
DELISTED
Stamps.com, Inc.
STMP
$1.51M 0.03%
7,437
-32,045
-81% -$5.88M
2016 Q4
3 quarters
TSE icon
586
DELISTED
Trinseo
TSE
$1.5M 0.03%
+22,410
New +$1.49M
2017 Q3
0 quarters
MUB icon
587
iShares National Muni Bond ETF
MUB
$54.4B
$1.5M 0.03%
13,531
-116,715
-90% -$12.9M
2016 Q4
3 quarters
EME icon
588
Emcor
EME
$28.9B
$1.5M 0.03%
21,602
-7,054
-25% -$467K
2017 Q1
2 quarters
CVX icon
589
Chevron
CVX
$429B
$1.5M 0.03%
12,753
-101,957
-89% -$11.1M
2016 Q4
3 quarters
PBH icon
590
Prestige Consumer Healthcare
PBH
$2.19B
$1.5M 0.03%
29,911
-6,419
-18% -$328K
2017 Q2
1 quarter
RPAI
591
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.5M 0.03%
+114,092
New +$1.49M
2017 Q3
0 quarters
B icon
592
DELISTED
Barnes Group Inc.
B
$1.5M 0.03%
21,218
-6,143
-22% -$382K
2017 Q1
2 quarters
J icon
593
Jacobs Solutions
J
$18.5B
$1.49M 0.03%
+30,969
New +$1.38M
2017 Q3
0 quarters
LQ icon
594
DELISTED
La Quinta Holdings Inc.
LQ
$1.49M 0.03%
85,016
+55,428
+187% +$861K
2016 Q4
3 quarters
AIT icon
595
Applied Industrial Technologies
AIT
$10.9B
$1.48M 0.03%
22,557
+1,906
+9% +$111K
2017 Q2
1 quarter
UNM icon
596
Unum
UNM
$12.4B
$1.48M 0.03%
28,953
-36,058
-55% -$1.76M
2016 Q2
5 quarters
HZNP
597
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.46M 0.03%
+115,332
New +$1.47M
2017 Q3
0 quarters
GOOGL icon
598
Alphabet (Google) Class A
GOOGL
$3.64T
$1.46M 0.03%
30,000
-329,660
-92% -$15.6M
2016 Q1
6 quarters
LCI
599
DELISTED
Lannett Company, Inc.
LCI
$1.46M 0.03%
19,797
+4,635
+31% +$340K
2017 Q2
1 quarter
ECH icon
600
iShares MSCI Chile ETF
ECH
$807M
$1.46M 0.03%
29,952
-10,291
-26% -$478K
2016 Q4
3 quarters
22 23
24
25 26

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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.