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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 | |
|---|---|---|---|---|---|---|---|
|
USAK
1426
DELISTED
USA Truck Inc
USAK
| $174K | ﹤0.01% |
+12,375
| New | +$126K |
2017 Q3
0 quarters
|
|
1427
PAR Technology
PAR
$930M
| $172K | ﹤0.01% |
+16,500
| New | +$159K |
2017 Q3
0 quarters
|
|
1428
Stagwell
STGW
$2.79B
| $171K | ﹤0.01% |
+15,510
| New | +$156K |
2017 Q3
0 quarters
|
|
|
NRE
1429
DELISTED
NorthStar Realty Europe Corp.
NRE
| $171K | ﹤0.01% |
13,364
-7,659
| -36% | -$96.8K |
2016 Q4
3 quarters
|
|
1430
Brookdale Senior Living
BKD
$2.19B
| $170K | ﹤0.01% |
16,072
-32
| -0.2% | -$405 |
2016 Q4
3 quarters
|
|
1431
Senseonics Holdings Inc
SENS
$580M
| $170K | ﹤0.01% |
+2,661
| New | +$139K |
2017 Q3
0 quarters
|
|
1432
Lloyds Banking Group
LYG
$74.2B
| $169K | ﹤0.01% |
+46,057
| New | +$160K |
2017 Q3
0 quarters
|
|
1433
Verastem
VSTM
$1.03B
| $169K | ﹤0.01% |
2,992
+1,917
| +178% | +$90.4K |
2016 Q4
3 quarters
|
|
1434
Amkor Technology
AMKR
$8.95B
| $168K | ﹤0.01% |
+15,965
| New | +$153K |
2017 Q3
0 quarters
|
|
1435
DELISTED
Cidara Therapeutics
CDTX
| $167K | ﹤0.01% |
+1,030
| New | +$147K |
2017 Q3
0 quarters
|
|
|
FPO
1436
DELISTED
First Potomac Realty Trust
FPO
| $167K | ﹤0.01% |
+15,000
| New | +$167K |
2017 Q3
0 quarters
|
|
1437
Constellium
CSTM
$3.01B
| $164K | ﹤0.01% |
16,000
+4,200
| +36% | +$39.8K |
2016 Q4
3 quarters
|
|
1438
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $164K | ﹤0.01% |
10,710
-22,090
| -67% | -$300K |
2017 Q2
1 quarter
|
|
1439
Larimar Therapeutics
LRMR
$314M
| $163K | ﹤0.01% |
3,867
+2,870
| +288% | +$119K |
2017 Q2
1 quarter
|
|
1440
ZTO Express
ZTO
$15.2B
| $163K | ﹤0.01% |
+11,601
| New | +$167K |
2017 Q3
0 quarters
|
|
1441
DELISTED
ARC Document Solutions, Inc.
ARC
| $162K | ﹤0.01% |
39,600
+14,164
| +56% | +$53.9K |
2016 Q4
3 quarters
|
|
|
HMHC
1442
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $160K | ﹤0.01% |
13,291
-50,571
| -79% | -$569K |
2015 Q4
7 quarters
|
|
1443
Aldeyra Therapeutics
ALDX
$38.9M
| $159K | ﹤0.01% |
+22,070
| New | +$115K |
2017 Q3
0 quarters
|
|
1444
DELISTED
Stein Mart Inc
SMRT
| $159K | ﹤0.01% |
122,100
+64,336
| +111% | +$83.5K |
2016 Q4
3 quarters
|
|
|
AGRX
1445
DELISTED
Agile Therapeutics
AGRX
| $158K | ﹤0.01% |
+18
| New | +$138K |
2017 Q3
0 quarters
|
|
1446
Natera
NTRA
$46.3B
| $156K | ﹤0.01% |
12,100
+1,600
| +15% | +$17.7K |
2017 Q2
1 quarter
|
|
1447
Old Second Bancorp
OSBC
$1.24B
| $156K | ﹤0.01% |
+11,600
| New | +$136K |
2017 Q3
0 quarters
|
|
|
MOBL
1448
DELISTED
MobileIron, Inc.
MOBL
| $155K | ﹤0.01% |
41,800
+11,800
| +39% | +$52.9K |
2016 Q3
4 quarters
|
|
1449
Century Casinos
CNTY
$13.5M
| $154K | ﹤0.01% |
+18,769
| New | +$135K |
2017 Q3
0 quarters
|
|
|
INFI
1450
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $154K | ﹤0.01% |
115,760
+101,634
| +719% | +$126K |
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.