We are live on !
Find out more
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 | |
|---|---|---|---|---|---|---|---|
1401
DELISTED
Cross Country Healthcare
CCRN
| $191K | ﹤0.01% |
+13,422
| New | +$168K |
2017 Q3
0 quarters
|
|
|
AOI
1402
DELISTED
Alliance One International
AOI
| $191K | ﹤0.01% |
+17,500
| New | +$224K |
2017 Q3
0 quarters
|
|
|
EBSB
1403
DELISTED
Meridian Bancorp, Inc.
EBSB
| $189K | ﹤0.01% |
10,109
-8,631
| -46% | -$151K |
2017 Q2
1 quarter
|
|
1404
A10 Networks
ATEN
$2.06B
| $188K | ﹤0.01% |
24,814
+9,114
| +58% | +$62K |
2016 Q4
3 quarters
|
|
1405
Axsome Therapeutics
AXSM
$7.45B
| $186K | ﹤0.01% |
+33,600
| New | +$180K |
2017 Q3
0 quarters
|
|
|
SRGA
1406
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $185K | ﹤0.01% |
1,352
+872
| +182% | +$132K |
2017 Q2
1 quarter
|
|
|
PFSW
1407
DELISTED
PFSweb, Inc.
PFSW
| $185K | ﹤0.01% |
+22,200
| New | +$176K |
2017 Q3
0 quarters
|
|
1408
Manitowoc
MTW
$860M
| $184K | ﹤0.01% |
+5,098
| New | +$148K |
2017 Q3
0 quarters
|
|
|
TNAV
1409
DELISTED
Telenav Inc.
TNAV
| $184K | ﹤0.01% |
+29,042
| New | +$202K |
2017 Q3
0 quarters
|
|
1410
Zumiez
ZUMZ
$215M
| $182K | ﹤0.01% |
+10,037
| New | +$137K |
2017 Q3
0 quarters
|
|
|
FNHC
1411
DELISTED
FedNat Holding Company Common Stock
FNHC
| $182K | ﹤0.01% |
+11,632
| New | +$176K |
2017 Q3
0 quarters
|
|
|
ZIXI
1412
DELISTED
Zix Corporation
ZIXI
| $182K | ﹤0.01% |
37,247
+15,484
| +71% | +$81.6K |
2016 Q4
3 quarters
|
|
1413
Talphera
TLPH
$47M
| $181K | ﹤0.01% |
+1,969
| New | +$123K |
2017 Q3
0 quarters
|
|
|
AGTC
1414
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $181K | ﹤0.01% |
45,700
+22,089
| +94% | +$101K |
2016 Q4
3 quarters
|
|
|
ISEE
1415
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $180K | ﹤0.01% |
63,814
-294
| -0.5% | -$794 |
2016 Q4
3 quarters
|
|
|
CIE
1416
DELISTED
Cobalt International Energy, Inc
CIE
| $180K | ﹤0.01% |
125,597
+45,706
| +57% | +$94.9K |
2017 Q2
1 quarter
|
|
1417
Stride
LRN
$3.19B
| $179K | ﹤0.01% |
10,036
-3,111
| -24% | -$55.2K |
2016 Q4
3 quarters
|
|
1418
Lexicon Pharmaceuticals
LXRX
$797M
| $179K | ﹤0.01% |
14,556
-1,960
| -12% | -$28.9K |
2017 Q2
1 quarter
|
|
|
PGTI
1419
DELISTED
PGT, Inc.
PGTI
| $179K | ﹤0.01% |
+11,983
| New | +$160K |
2017 Q3
0 quarters
|
|
|
DNR
1420
DELISTED
Denbury Resources, Inc.
DNR
| $177K | ﹤0.01% |
131,869
+8,086
| +7% | +$10.5K |
2015 Q2
9 quarters
|
|
|
NEWS
1421
DELISTED
NewStar Financial, Inc.
NEWS
| $177K | ﹤0.01% |
15,101
+500
| +3% | +$5.46K |
2017 Q1
2 quarters
|
|
1422
Civeo
CVEO
$369M
| $176K | ﹤0.01% |
5,160
+812
| +19% | +$20.8K |
2016 Q4
3 quarters
|
|
|
VSI
1423
DELISTED
Vitamin Shoppe Inc.
VSI
| $176K | ﹤0.01% |
32,935
+17,911
| +119% | +$138K |
2017 Q2
1 quarter
|
|
1424
Ericsson
ERIC
$34.2B
| $174K | ﹤0.01% |
30,300
-11,550
| -28% | -$71.4K |
2016 Q4
3 quarters
|
|
1425
First Commonwealth Financial
FCF
$2.03B
| $174K | ﹤0.01% |
12,292
-6,421
| -34% | -$82.8K |
2017 Q2
1 quarter
|
|
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.