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Squarepoint

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
+3.66%
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
$1.51B
AUM Growth
-$96M
Cap. Flow
-$125M
Cap. Flow %
-8.28%
Top 10 Hldgs %
14.9%
Holding
1,524
New
456
Increased
250
Reduced
270
Closed
544
Avg Time Held
0.3 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0.1 years

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$63.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$28.6M
3
GDX icon
VanEck Gold Miners ETF
GDX
+$21.7M
4
BMY icon
Bristol-Myers Squibb
BMY
+$21.4M
5
CAG icon
Conagra Brands
CAG
+$19.7M

Top Sells

Rank Stock Value
1
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$228M
2
AIG icon
American International
AIG
+$18M
3
EMC icon
EMC CORPORATION
EMC
+$14.6M
4
GD icon
General Dynamics
GD
+$14.4M
5
PEP icon
PepsiCo
PEP
+$12.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 19.37%
2 Technology 11.95%
3 Healthcare 11.5%
4 Industrials 10.87%
5 Consumer Discretionary 10.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
VRSN icon
1276
VeriSign
VRSN
$27.4B
– –
-19,075
Closed -$1.65M –
VRTX icon
1277
Vertex Pharmaceuticals
VRTX
$140B
– –
-3,302
Closed -$284K –
VSTM icon
1278
Verastem
VSTM
$1.1B
– –
-3,067
Closed -$48K –
VTLE icon
1279
DELISTED
Vital Energy
VTLE
– –
-1,725
Closed -$361K –
VTRS icon
1280
Viatris
VTRS
$23.5B
– –
-11,622
Closed -$503K –
WBA icon
1281
DELISTED
Walgreens Boots Alliance
WBA
– –
-11,134
Closed -$927K –
WBS icon
1282
DELISTED
Webster Financial
WBS
– –
-16,851
Closed -$572K –
WCN icon
1283
Waste Connections
WCN
$47.6B
– –
-4,202
Closed -$202K –
WELL icon
1284
Welltower
WELL
$181B
– –
-50,834
Closed -$3.87M –
WIX icon
1285
WIX.com
WIX
$2.92B
– –
-32,503
Closed -$986K –
WKC icon
1286
World Kinect Corp
WKC
$1.83B
– –
-21,480
Closed -$1.02M –
WOR icon
1287
Worthington Enterprises
WOR
$3.09B
– –
-65,028
Closed -$1.7M –
WPM icon
1288
Wheaton Precious Metals
WPM
$65.4B
– –
-34,149
Closed -$804K –
WSBC icon
1289
WesBanco
WSBC
$3.79B
– –
-8,677
Closed -$269K –
WSM icon
1290
Williams-Sonoma
WSM
$30.8B
– –
-83,986
Closed -$2.19M –
WTM icon
1291
White Mountains Insurance
WTM
$5.39B
– –
-1,080
Closed -$909K –
XLI icon
1292
State Street Industrial Select Sector SPDR ETF
XLI
$31B
– –
-90,387
Closed -$5.06M –
XOMA icon
1293
DELISTED
Xoma
XOMA
– –
-4,905
Closed -$54K –
XOP icon
1294
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.93B
– –
-6,963
Closed -$969K –
XYL icon
1295
Xylem
XYL
$22.8B
– –
-11,582
Closed -$517K –
ZDGE icon
1296
Zedge
ZDGE
$35.5M
– –
-10,128
Closed -$46K –
ZION icon
1297
Zions Bancorporation
ZION
$9.6B
– –
-27,473
Closed -$690K –
ZTS icon
1298
Zoetis
ZTS
$33.4B
– –
-19,307
Closed -$916K –
ZWS icon
1299
Zurn Elkay Water Solutions
ZWS
$7.46B
– –
-113,296
Closed -$1.07M –
ATYR icon
1300
aTyr Pharma
ATYR
$19M
– –
-22
Closed -$34K –
50 51
52
53 54

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Squarepoint's Q3 2016 Portfolio in Review

As of Q3 2016, Squarepoint held 1,524 positions worth $1.51B, down 6% from $1.6B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Squarepoint withdrew a net $125M in Q3 2016, closing 544 positions and reducing 270 holdings. Its most notable exit was EMC CORPORATION, an estimated $14.6M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 19% of assets, down from 22% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Squarepoint opened a new position in State Street SPDR S&P 500 ETF Trust worth $63.7M.

  • Squarepoint's largest Q3 2016 buy was State Street SPDR S&P 500 ETF Trust: 294,609 shares worth $63.7M.
  • Squarepoint added most to Bristol-Myers Squibb in Q3 2016, an estimated $21.4M increase.
  • Squarepoint's biggest Q3 2016 reduction was State Street SPDR S&P MIDCAP 400 ETF Trust, cutting an estimated $228M.
  • Squarepoint fully exited EMC CORPORATION in Q3 2016, selling an estimated $14.6M.
  • Squarepoint's ten largest holdings make up 15% of its $1.51B portfolio in Q3 2016.
  • Squarepoint opened 456 new positions and closed 544 in Q3 2016.
  • Squarepoint's portfolio value fell 6% quarter-over-quarter to $1.51B.

Based on Squarepoint's 13F filing for Q3 2016, filed 15 Nov 2016.