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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 | |
|---|---|---|---|---|---|---|---|
1376
Liberty Media Corporation Series A Common Stock
FWONA
$26.6B
| $204K | ﹤0.01% |
5,828
-27,884
| -83% | -$935K |
2017 Q2
1 quarter
|
|
1377
Matrix Service
MTRX
$258M
| $204K | ﹤0.01% |
+13,391
| New | +$152K |
2017 Q3
0 quarters
|
|
1378
Powell Industries
POWL
$5.2B
| $204K | ﹤0.01% |
+20,418
| New | +$208K |
2017 Q3
0 quarters
|
|
|
CLGX
1379
DELISTED
Corelogic, Inc.
CLGX
| $204K | ﹤0.01% |
4,403
-2,564
| -37% | -$116K |
2015 Q2
9 quarters
|
|
1380
IMAX
IMAX
$2.67B
| $202K | ﹤0.01% |
+8,900
| New | +$183K |
2017 Q3
0 quarters
|
|
|
PVG
1381
DELISTED
PRETIUM RESOURCES INC.
PVG
| $202K | ﹤0.01% |
21,768
-39,457
| -64% | -$354K |
2017 Q2
1 quarter
|
|
|
ADSW
1382
DELISTED
Advanced Disposal Services Inc
ADSW
| $202K | ﹤0.01% |
8,000
-12,900
| -62% | -$306K |
2017 Q2
1 quarter
|
|
|
STBZ
1383
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $202K | ﹤0.01% |
+7,051
| New | +$191K |
2017 Q3
0 quarters
|
|
1384
Axogen
AXGN
$3.34B
| $201K | ﹤0.01% |
10,391
-1,677
| -14% | -$28.2K |
2017 Q2
1 quarter
|
|
1385
Lakeland Industries
LAKE
$91M
| $201K | ﹤0.01% |
+14,257
| New | +$209K |
2017 Q3
0 quarters
|
|
1386
MSC Industrial Direct
MSM
$6.62B
| $201K | ﹤0.01% |
2,665
-47,311
| -95% | -$3.43M |
2017 Q2
1 quarter
|
|
|
CATM
1387
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $201K | ﹤0.01% |
8,745
-1,949
| -18% | -$55.4K |
2017 Q2
1 quarter
|
|
1388
Canadian Natural Resources
CNQ
$101B
| $200K | ﹤0.01% |
+12,217
| New | +$187K |
2017 Q3
0 quarters
|
|
1389
DELISTED
CyberArk
CYBR
| $200K | ﹤0.01% |
4,880
-4,960
| -50% | -$210K |
2017 Q2
1 quarter
|
|
1390
DELISTED
Emcore Corp
EMKR
| $200K | ﹤0.01% |
2,444
-379
| -13% | -$36.7K |
2016 Q3
4 quarters
|
|
1391
Graphic Packaging
GPK
$3.22B
| $198K | ﹤0.01% |
14,210
-127,896
| -90% | -$1.71M |
2016 Q4
3 quarters
|
|
1392
DELISTED
BankFinancial
BFIN
| $197K | ﹤0.01% |
+12,403
| New | +$194K |
2017 Q3
0 quarters
|
|
1393
DELISTED
Gulfport Energy Corp.
GPOR
| $197K | ﹤0.01% |
13,733
-47,536
| -78% | -$617K |
2016 Q4
3 quarters
|
|
|
CMO
1394
DELISTED
Capstead Mortgage Corp.
CMO
| $196K | ﹤0.01% |
20,269
+8,787
| +77% | +$86.4K |
2017 Q2
1 quarter
|
|
1395
Stellus Capital Investment Corp
SCM
$190M
| $195K | ﹤0.01% |
+14,317
| New | +$195K |
2017 Q3
0 quarters
|
|
1396
Commercial Metals
CMC
$6.85B
| $194K | ﹤0.01% |
+10,185
| New | +$191K |
2017 Q3
0 quarters
|
|
1397
DELISTED
Catalyst Pharmaceutical
CPRX
| $194K | ﹤0.01% |
76,900
+16,400
| +27% | +$45K |
2017 Q2
1 quarter
|
|
1398
Hercules Capital
HTGC
$3.01B
| $194K | ﹤0.01% |
+15,050
| New | +$193K |
2017 Q3
0 quarters
|
|
|
FTD
1399
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $193K | ﹤0.01% |
14,770
+2,361
| +19% | +$37.5K |
2017 Q2
1 quarter
|
|
|
DWCH
1400
DELISTED
Datawatch Corp
DWCH
| $193K | ﹤0.01% |
16,700
+1,300
| +8% | +$13.4K |
2017 Q2
1 quarter
|
|
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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.