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 | |
|---|---|---|---|---|---|---|---|
676
DELISTED
Assertio
ASRT
| $1.18M | 0.02% |
3,381
+636
| +23% | +$300K |
2015 Q4
7 quarters
|
|
|
SONC
677
DELISTED
Sonic Corp
SONC
| $1.17M | 0.02% |
+46,028
| New | +$1.12M |
2017 Q3
0 quarters
|
|
678
Corning
GLW
$98.3B
| $1.15M | 0.02% |
+38,578
| New | +$1.14M |
2017 Q3
0 quarters
|
|
|
CMD
679
DELISTED
Cantel Medical Corporation
CMD
| $1.15M | 0.02% |
+12,199
| New | +$963K |
2017 Q3
0 quarters
|
|
|
TVTY
680
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $1.14M | 0.02% |
+28,065
| New | +$1.09M |
2017 Q3
0 quarters
|
|
681
Camden Property Trust
CPT
$9.9B
| $1.14M | 0.02% |
12,498
-7,354
| -37% | -$661K |
2016 Q4
3 quarters
|
|
682
Rithm Capital
RITM
$5.01B
| $1.14M | 0.02% |
68,314
-393,662
| -85% | -$6.45M |
2016 Q4
3 quarters
|
|
683
Trimble
TRMB
$12.8B
| $1.14M | 0.02% |
+29,000
| New | +$1.1M |
2017 Q3
0 quarters
|
|
684
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $1.14M | 0.02% |
35,650
+426
| +1% | +$13.9K |
2017 Q2
1 quarter
|
|
685
DELISTED
Instructure, Inc.
INST
| $1.13M | 0.02% |
34,174
+13,872
| +68% | +$429K |
2017 Q2
1 quarter
|
|
686
BWX Technologies
BWXT
$11.3B
| $1.13M | 0.02% |
+20,173
| New | +$1.07M |
2017 Q3
0 quarters
|
|
|
XL
687
DELISTED
XL Group Ltd.
XL
| $1.12M | 0.02% |
28,334
+20,046
| +242% | +$856K |
2017 Q1
2 quarters
|
|
688
DELISTED
Apollo Commercial Real Estate
ARI
| $1.12M | 0.02% |
61,694
+40,260
| +188% | +$729K |
2016 Q4
3 quarters
|
|
689
DELISTED
Big 5 Sporting Goods
BGFV
| $1.12M | 0.02% |
145,960
+80,463
| +123% | +$745K |
2016 Q4
3 quarters
|
|
|
FRC
690
DELISTED
First Republic Bank
FRC
| $1.11M | 0.02% |
+10,664
| New | +$1.06M |
2017 Q3
0 quarters
|
|
691
Automatic Data Processing
ADP
$122B
| $1.11M | 0.02% |
10,151
-38,516
| -79% | -$4.12M |
2017 Q1
2 quarters
|
|
692
Terreno Realty
TRNO
$7.35B
| $1.1M | 0.02% |
30,325
+13,825
| +84% | +$485K |
2016 Q4
3 quarters
|
|
|
AJRD
693
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $1.09M | 0.02% |
+31,237
| New | +$841K |
2017 Q3
0 quarters
|
|
|
GOV
694
DELISTED
Government Properties Income Trust
GOV
| $1.09M | 0.02% |
58,254
+39,783
| +215% | +$725K |
2017 Q1
2 quarters
|
|
695
CACI
CACI
$14.2B
| $1.09M | 0.02% |
7,836
+4,213
| +116% | +$544K |
2017 Q1
2 quarters
|
|
696
Mine Safety
MSA
$6.71B
| $1.09M | 0.02% |
13,694
+5,824
| +74% | +$436K |
2017 Q2
1 quarter
|
|
697
DELISTED
Dun & Bradstreet
DNB
| $1.08M | 0.02% |
9,318
-25,146
| -73% | -$2.79M |
2016 Q1
6 quarters
|
|
698
Sanmina
SANM
$8.48B
| $1.08M | 0.02% |
29,092
+899
| +3% | +$33.6K |
2017 Q1
2 quarters
|
|
699
Delek US
DK
$4.15B
| $1.08M | 0.02% |
+40,362
| New | +$1.01M |
2017 Q3
0 quarters
|
|
700
D.R. Horton
DHI
$39.5B
| $1.07M | 0.02% |
26,812
-145,065
| -84% | -$5.29M |
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.