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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 | |
|---|---|---|---|---|---|---|---|
1501
Trustco Bank Corp NY
TRST
$947M
| $109K | ﹤0.01% |
+2,445
| New | +$97.5K |
2017 Q3
0 quarters
|
|
1502
DELISTED
MANNING & NAPIER, INC.
MN
| $109K | ﹤0.01% |
27,472
+13,617
| +98% | +$52.1K |
2017 Q2
1 quarter
|
|
1503
Celldex Therapeutics
CLDX
$2.26B
| $107K | ﹤0.01% |
+2,484
| New | +$93.1K |
2017 Q3
0 quarters
|
|
1504
DELISTED
Great Lakes Dredge & Dock
GLDD
| $104K | ﹤0.01% |
21,400
-3,273
| -13% | -$13.7K |
2016 Q4
3 quarters
|
|
1505
Liquidity Services
LQDT
$1.42B
| $104K | ﹤0.01% |
+17,627
| New | +$107K |
2017 Q3
0 quarters
|
|
|
EXPR
1506
DELISTED
Express, Inc.
EXPR
| $104K | ﹤0.01% |
771
-8,566
| -92% | -$1.08M |
2017 Q2
1 quarter
|
|
|
OMED
1507
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
| $104K | ﹤0.01% |
22,900
+3,649
| +19% | +$14.8K |
2017 Q2
1 quarter
|
|
1508
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $101K | ﹤0.01% |
+13,400
| New | +$98.8K |
2017 Q3
0 quarters
|
|
|
CRR
1509
DELISTED
Carbo Ceramics Inc.
CRR
| $100K | ﹤0.01% |
+11,583
| New | +$81.8K |
2017 Q3
0 quarters
|
|
1510
DELISTED
Bazaarvoice, Inc.
BV
| $100K | ﹤0.01% |
20,221
-15,320
| -43% | -$72.9K |
2016 Q3
4 quarters
|
|
1511
Calix
CALX
$1.99B
| $99K | ﹤0.01% |
+19,673
| New | +$112K |
2017 Q3
0 quarters
|
|
1512
DELISTED
Kineta, Inc. Common Stock
KA
| $99K | ﹤0.01% |
336
+258
| +331% | +$98.7K |
2016 Q4
3 quarters
|
|
|
ECYT
1513
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $99K | ﹤0.01% |
70,300
+32,489
| +86% | +$45.3K |
2017 Q2
1 quarter
|
|
1514
Nordic American Tanker
NAT
$1.42B
| $98K | ﹤0.01% |
+18,377
| New | +$101K |
2017 Q3
0 quarters
|
|
1515
DELISTED
ChemoCentryx, Inc.
CCXI
| $98K | ﹤0.01% |
+13,156
| New | +$109K |
2017 Q3
0 quarters
|
|
1516
First Bancorp
FBP
$3.91B
| $96K | ﹤0.01% |
18,754
-373
| -2% | -$2.13K |
2016 Q4
3 quarters
|
|
|
PCTI
1517
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $95K | ﹤0.01% |
+15,000
| New | +$99.4K |
2017 Q3
0 quarters
|
|
|
KONA
1518
DELISTED
Kona Grill, Inc.
KONA
| $94K | ﹤0.01% |
24,691
+14,664
| +146% | +$43.4K |
2017 Q2
1 quarter
|
|
1519
Novavax
NVAX
$1.41B
| $93K | ﹤0.01% |
4,063
+2,779
| +216% | +$62.2K |
2016 Q4
3 quarters
|
|
1520
DELISTED
Regulus Therapeutics
RGLS
| $93K | ﹤0.01% |
617
+247
| +67% | +$31.1K |
2017 Q2
1 quarter
|
|
1521
Aehr Test Systems
AEHR
$1.87B
| $92K | ﹤0.01% |
+22,600
| New | +$81.1K |
2017 Q3
0 quarters
|
|
|
VSLR
1522
DELISTED
VIVINT SOLAR, INC.
VSLR
| $87K | ﹤0.01% |
+25,447
| New | +$123K |
2017 Q3
0 quarters
|
|
1523
American Superconductor
AMSC
$1.17B
| $85K | ﹤0.01% |
+18,700
| New | +$72.6K |
2017 Q3
0 quarters
|
|
1524
Theriva Biologics
TOVX
$6.61M
| $85K | ﹤0.01% |
10
+2
| +25% | +$11.6K |
2016 Q4
3 quarters
|
|
|
SNAK
1525
DELISTED
Inventure Foods, Inc.
SNAK
| $84K | ﹤0.01% |
+18,000
| New | +$68.3K |
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.