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 | |
|---|---|---|---|---|---|---|---|
1576
TETRA Technologies
TTI
$948M
| $32K | ﹤0.01% |
+11,149
| New | +$27.3K |
2017 Q3
0 quarters
|
|
1577
DELISTED
Ideanomics, Inc. Common Stock
IDEX
| $29K | ﹤0.01% |
+87
| New | +$19.4K |
2017 Q3
0 quarters
|
|
1578
Enphase Energy
ENPH
$3.6B
| $25K | ﹤0.01% |
+16,400
| New | +$16.8K |
2017 Q3
0 quarters
|
|
1579
Vince Holding Corp
VNCE
$167M
| $22K | ﹤0.01% |
3,623
-4
| -0.1% | -$22 |
2017 Q2
1 quarter
|
|
|
ANTH
1580
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
| $19K | ﹤0.01% |
13,400
-1,488
| -10% | -$2.11K |
2017 Q2
1 quarter
|
|
1581
DELISTED
Aevi Genomic Medicine Inc
GNMX
| $13K | ﹤0.01% |
10,500
-13,789
| -57% | -$17.6K |
2017 Q2
1 quarter
|
|
1582
Applied Optoelectronics
AAOI
$4.83B
| – | – |
-100,474
| Closed | -$6.21M | – |
|
1583
AbbVie
ABBV
$522B
| – | – |
-9,700
| Closed | -$703K | – |
|
1584
ABM Industries
ABM
$3.18B
| – | – |
-10,811
| Closed | -$449K | – |
|
1585
Abbott
ABT
$186B
| – | – |
-54,147
| Closed | -$2.63M | – |
|
1586
Arch Capital
ACGL
$35.8B
| – | – |
-143,196
| Closed | -$4.45M | – |
|
1587
Analog Devices
ADI
$198B
| – | – |
-31,000
| Closed | -$2.41M | – |
|
1588
Autodesk
ADSK
$54.5B
| – | – |
-11,251
| Closed | -$1.13M | – |
|
1589
Adecoagro
AGRO
$1.19B
| – | – |
-11,541
| Closed | -$115K | – |
|
1590
Argan
AGX
$4.44B
| – | – |
-3,400
| Closed | -$204K | – |
|
1591
Albemarle
ALB
$11.2B
| – | – |
-45,097
| Closed | -$4.76M | – |
|
1592
Alnylam Pharmaceuticals
ALNY
$21.2B
| – | – |
-26,530
| Closed | -$2.12M | – |
|
1593
Alarm.com
ALRM
$3.26B
| – | – |
-7,200
| Closed | -$271K | – |
|
1594
AMC Global Media
AMCX
$391M
| – | – |
-8,879
| Closed | -$474K | – |
|
1595
Affiliated Managers Group
AMG
$9.8B
| – | – |
-6,206
| Closed | -$1.03M | – |
|
1596
AMN Healthcare
AMN
$1.46B
| – | – |
-11,619
| Closed | -$454K | – |
|
1597
Amarin Corp
AMRN
$490M
| – | – |
-1,835
| Closed | -$148K | – |
|
1598
DELISTED
American Woodmark
AMWD
| – | – |
-6,448
| Closed | -$616K | – |
|
1599
ANI Pharmaceuticals
ANIP
$1.63B
| – | – |
-6,097
| Closed | -$285K | – |
|
1600
A.O. Smith
AOS
$8.68B
| – | – |
-33,859
| Closed | -$1.91M | – |
|
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.