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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 | |
|---|---|---|---|---|---|---|---|
1476
Energy Recovery
ERII
$369M
| $133K | ﹤0.01% |
+16,837
| New | +$120K |
2017 Q3
0 quarters
|
|
1477
MidCap Financial Investment
MFIC
$839M
| $133K | ﹤0.01% |
+7,233
| New | +$135K |
2017 Q3
0 quarters
|
|
|
NVTR
1478
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $133K | ﹤0.01% |
+10,000
| New | +$118K |
2017 Q3
0 quarters
|
|
1479
DELISTED
WildHorse Resource Development
WRD
| $133K | ﹤0.01% |
+10,022
| New | +$120K |
2017 Q3
0 quarters
|
|
1480
Opko Health
OPK
$1.25B
| $130K | ﹤0.01% |
18,937
-146,422
| -89% | -$923K |
2016 Q2
5 quarters
|
|
1481
WillScot Mobile Mini Holdings
WSC
$3.57B
| $129K | ﹤0.01% |
+12,800
| New | +$129K |
2017 Q3
0 quarters
|
|
1482
Niagen Bioscience
NAGE
$163M
| $129K | ﹤0.01% |
30,000
+6,639
| +28% | +$24.3K |
2017 Q2
1 quarter
|
|
1483
Agenus
AGEN
$305M
| $128K | ﹤0.01% |
1,484
-1,533
| -51% | -$124K |
2016 Q4
3 quarters
|
|
|
NEWA
1484
DELISTED
Newater Technology, Inc. Ordinary Shares
NEWA
| $128K | ﹤0.01% |
+14,900
| New | +$137K |
2017 Q3
0 quarters
|
|
1485
DELISTED
The Shyft Group
SHYF
| $127K | ﹤0.01% |
+11,520
| New | +$107K |
2017 Q3
0 quarters
|
|
|
ZN
1486
DELISTED
Zion Oil & Gas, Inc.
ZN
| $126K | ﹤0.01% |
+36,918
| New | +$136K |
2017 Q3
0 quarters
|
|
|
SSI
1487
DELISTED
Stage Stores Inc
SSI
| $126K | ﹤0.01% |
68,491
+28,701
| +72% | +$52.9K |
2017 Q2
1 quarter
|
|
|
LGTY
1488
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $125K | ﹤0.01% |
+11,046
| New | +$112K |
2017 Q3
0 quarters
|
|
|
FINL
1489
DELISTED
Finish Line
FINL
| $124K | ﹤0.01% |
+10,306
| New | +$123K |
2017 Q3
0 quarters
|
|
1490
Oaktree Specialty Lending
OCSL
$1.07B
| $123K | ﹤0.01% |
7,498
+2,931
| +64% | +$46.8K |
2017 Q2
1 quarter
|
|
1491
Endeavour Silver
EXK
$2.27B
| $121K | ﹤0.01% |
50,681
-2,001
| -4% | -$5.15K |
2016 Q4
3 quarters
|
|
1492
TherapeuticsMD
TXMD
$21.6M
| $120K | ﹤0.01% |
+454
| New | +$131K |
2017 Q3
0 quarters
|
|
|
XCRA
1493
DELISTED
Xcerra Corporation
XCRA
| $120K | ﹤0.01% |
+12,200
| New | +$118K |
2017 Q3
0 quarters
|
|
|
NWHM
1494
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $118K | ﹤0.01% |
+10,550
| New | +$114K |
2017 Q3
0 quarters
|
|
1495
DELISTED
Adverum Biotechnologies
ADVM
| $116K | ﹤0.01% |
3,180
+2,150
| +209% | +$59.7K |
2017 Q1
2 quarters
|
|
|
GSS
1496
DELISTED
Golden Star Resources Ltd.
GSS
| $115K | ﹤0.01% |
30,035
-492
| -2% | -$1.73K |
2016 Q4
3 quarters
|
|
|
XCO
1497
DELISTED
Exco Resources
XCO
| $112K | ﹤0.01% |
+83,947
| New | +$142K |
2017 Q3
0 quarters
|
|
|
ORBC
1498
DELISTED
ORBCOMM, Inc.
ORBC
| $112K | ﹤0.01% |
+10,677
| New | +$118K |
2017 Q3
0 quarters
|
|
|
VER
1499
DELISTED
VEREIT, Inc.
VER
| $111K | ﹤0.01% |
+2,680
| New | +$113K |
2017 Q3
0 quarters
|
|
|
RST
1500
DELISTED
ROSETTA STONE INC
RST
| $111K | ﹤0.01% |
+10,876
| New | +$107K |
2017 Q3
0 quarters
|
|
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.