Squarepoint Ops LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
1,789
Total value ($000)
$3,909,230
Net value change ($000)
-12,902,724 (-76.7%)
New positions
440
Sold out positions
1003
Turnover %
212.2%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
PPG 23,170 300.1%
KO 22,772 1114.6%
YUM 21,230 NEW
CVS 17,978 NEW
BSX 16,455 681.1%
COF 14,999 NEW
GDX 14,980 NEW
DUNKIN' BRANDS GROUP, INC. 14,135 263.0%
PYPL 14,052 97.8%
MRK 13,992 NEW
Top Reduces (Value $000, Stocks/ETFs)
IVV -3,790,258 -100.0%
XLK -603,031 -99.6%
SPY -545,813 -100.0%
LOW -107,414 -78.2%
COST -107,096 -67.2%
CMG -106,789 -84.7%
DG -106,307 -83.9%
LULU -98,298 -100.0%
ORLY -90,959 -85.4%
DAL -88,085 -92.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 153,585 (3.9% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type