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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
HUBS icon
1726
HubSpot
HUBS
$10.6B
– –
-4,327
Closed -$285K –
ICFI icon
1727
ICF International
ICFI
$1.47B
– –
-6,029
Closed -$284K –
ICLR icon
1728
Icon
ICLR
$14.8B
– –
-2,700
Closed -$264K –
ICUI icon
1729
ICU Medical
ICUI
$4.46B
– –
-4,899
Closed -$845K –
IDT icon
1730
IDT Corp
IDT
$2.06B
– –
-14,420
Closed -$175K –
IFF icon
1731
International Flavors & Fragrances
IFF
$20.2B
– –
-3,000
Closed -$405K –
IJH icon
1732
iShares Core S&P Mid-Cap ETF
IJH
$125B
– –
-228,730
Closed -$7.96M –
INFY icon
1733
Infosys
INFY
$50B
– –
-84,392
Closed -$634K –
INVH icon
1734
Invitation Homes
INVH
$15.4B
– –
-42,315
Closed -$915K –
IRBT icon
1735
DELISTED
iRobot
IRBT
– –
-27,582
Closed -$2.32M –
IRDM icon
1736
Iridium Communications
IRDM
$4.94B
– –
-11,809
Closed -$130K –
IRTC icon
1737
iRhythm Holdings
IRTC
$3.05B
– –
-8,800
Closed -$374K –
IWM icon
1738
iShares Russell 2000 ETF
IWM
$77.7B
– –
-87,498
Closed -$12.3M –
IWN icon
1739
iShares Russell 2000 Value ETF
IWN
$14B
– –
-8,743
Closed -$1.04M –
JAZZ icon
1740
Jazz Pharmaceuticals
JAZZ
$15.6B
– –
-10,765
Closed -$1.67M –
JBHT icon
1741
JB Hunt Transport Services
JBHT
$21.2B
– –
-96,517
Closed -$8.82M –
JBSS icon
1742
John B. Sanfilippo & Son
JBSS
$665M
– –
-12,297
Closed -$776K –
JELD icon
1743
JELD-WEN Holding
JELD
$89.4M
– –
-14,766
Closed -$479K –
JHG icon
1744
DELISTED
Janus Henderson
JHG
– –
-58,800
Closed -$1.95M –
JJSF icon
1745
J&J Snack Foods
JJSF
$1.65B
– –
-1,987
Closed -$262K –
JRVR icon
1746
James River Group Holdings
JRVR
$147M
– –
-5,800
Closed -$230K –
K icon
1747
DELISTED
Kellanova
K
– –
-127,248
Closed -$8.3M –
KMT icon
1748
Kennametal
KMT
$1.87B
– –
-14,726
Closed -$551K –
KRNY icon
1749
Kearny Financial
KRNY
$577M
– –
-13,373
Closed -$199K –
LADR icon
1750
Ladder Capital
LADR
$1.08B
– –
-21,100
Closed -$283K –
68 69
70
71 72

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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.