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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 | |
|---|---|---|---|---|---|---|---|
651
DELISTED
Ansys
ANSS
| $1.26M | 0.02% |
+10,272
| New | +$1.29M |
2017 Q3
0 quarters
|
|
652
Pediatrix Medical
MD
$2.45B
| $1.26M | 0.02% |
29,221
-4,479
| -13% | -$213K |
2017 Q2
1 quarter
|
|
653
iShares MSCI Poland ETF
EPOL
$1.04B
| $1.26M | 0.02% |
47,490
-12,660
| -21% | -$329K |
2016 Q4
3 quarters
|
|
654
Gold Fields
GFI
$31.6B
| $1.26M | 0.02% |
291,841
+190,909
| +189% | +$783K |
2016 Q3
4 quarters
|
|
655
Acadia Pharmaceuticals
ACAD
$3.24B
| $1.25M | 0.02% |
+33,256
| New | +$1.08M |
2017 Q3
0 quarters
|
|
656
TXNM Energy Inc
TXNM
$6.48B
| $1.25M | 0.02% |
+31,003
| New | +$1.26M |
2017 Q3
0 quarters
|
|
657
Charles River Laboratories
CRL
$16.2B
| $1.25M | 0.02% |
+11,531
| New | +$1.18M |
2017 Q3
0 quarters
|
|
658
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.25M | 0.02% |
33,191
-19,249
| -37% | -$816K |
2015 Q4
7 quarters
|
|
659
United Therapeutics
UTHR
$25.2B
| $1.24M | 0.02% |
+10,598
| New | +$1.35M |
2017 Q3
0 quarters
|
|
660
Chimera Investment
CIM
$551M
| $1.23M | 0.02% |
+21,701
| New | +$1.23M |
2017 Q3
0 quarters
|
|
|
SPPI
661
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $1.23M | 0.02% |
+87,476
| New | +$791K |
2017 Q3
0 quarters
|
|
662
DELISTED
Bankrate Inc
RATE
| $1.23M | 0.02% |
+88,064
| New | +$1.22M |
2017 Q3
0 quarters
|
|
663
Royal Gold
RGLD
$21.7B
| $1.22M | 0.02% |
14,194
+5,960
| +72% | +$516K |
2016 Q3
4 quarters
|
|
664
Neurocrine Biosciences
NBIX
$16.9B
| $1.22M | 0.02% |
19,903
+15,465
| +348% | +$816K |
2017 Q2
1 quarter
|
|
665
Brandywine Realty Trust
BDN
$519M
| $1.22M | 0.02% |
+69,615
| New | +$1.18M |
2017 Q3
0 quarters
|
|
666
iShares MSCI Turkey ETF
TUR
$164M
| $1.22M | 0.02% |
29,124
-4,684
| -14% | -$206K |
2016 Q4
3 quarters
|
|
667
Valley National Bancorp
VLY
$7.88B
| $1.22M | 0.02% |
100,979
+78,939
| +358% | +$910K |
2017 Q1
2 quarters
|
|
668
IAMGOLD
IAG
$9.8B
| $1.21M | 0.02% |
+198,636
| New | +$1.15M |
2017 Q3
0 quarters
|
|
669
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.2B
| $1.21M | 0.02% |
+9,700
| New | +$1.17M |
2017 Q3
0 quarters
|
|
670
FMC
FMC
$810M
| $1.2M | 0.02% |
15,549
-17,911
| -54% | -$1.29M |
2017 Q1
2 quarters
|
|
671
JPMorgan Chase
JPM
$919B
| $1.2M | 0.02% |
12,591
-3,656
| -23% | -$337K |
2016 Q4
3 quarters
|
|
672
DELISTED
Eaton Vance Corp.
EV
| $1.19M | 0.02% |
24,188
-11,837
| -33% | -$566K |
2017 Q2
1 quarter
|
|
|
LGF.A
673
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $1.19M | 0.02% |
+35,619
| New | +$1.05M |
2017 Q3
0 quarters
|
|
674
Teck Resources
TECK
$29.6B
| $1.18M | 0.02% |
+56,138
| New | +$1.22M |
2017 Q3
0 quarters
|
|
675
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $1.18M | 0.02% |
44,504
-82,194
| -65% | -$2.21M |
2016 Q1
6 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.