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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
SPPI
1326
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-13,447
Closed -$88K –
LSI
1327
DELISTED
Life Storage, Inc.
LSI
– –
-50,406
Closed -$3.53M –
ISEE
1328
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-4,200
Closed -$214K –
IMBI
1329
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-2,660
Closed -$44K –
STCN icon
1330
DELISTED
Steel Connect, Inc. Common Stock
STCN
– –
-1,125
Closed -$13K –
SEAC
1331
DELISTED
Seachange International Inc
SEAC
– –
-1,180
Closed -$75K –
FRC
1332
DELISTED
First Republic Bank
FRC
– –
-9,263
Closed -$648K –
AUY
1333
DELISTED
Yamana Gold, Inc.
AUY
– –
-53,700
Closed -$279K –
ALR
1334
DELISTED
AlerisLife Inc
ALR
– –
-2,610
Closed -$61K –
RFP
1335
DELISTED
Resolute Forest Products Inc.
RFP
– –
-28,600
Closed -$151K –
STOR
1336
DELISTED
STORE Capital Corporation
STOR
– –
-29,100
Closed -$857K –
ABMD
1337
DELISTED
Abiomed Inc
ABMD
– –
-13,673
Closed -$1.49M –
Y
1338
DELISTED
Alleghany Corp
Y
– –
-450
Closed -$247K –
EMWP
1339
DELISTED
Eros Media World PLC
EMWP
– –
-1,563
Closed -$509K –
NPTN
1340
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-12,422
Closed -$118K –
MIC icon
1341
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-7,400
Closed -$548K –
PSB
1342
DELISTED
PS Business Parks, Inc.
PSB
– –
-2,393
Closed -$254K –
ATRS
1343
DELISTED
Antares Pharma, Inc.
ATRS
– –
-61,900
Closed -$65K –
FLOW icon
1344
DELISTED
SPX FLOW, Inc.
FLOW
– –
-11,477
Closed -$299K –
ARNA
1345
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-3,040
Closed -$52K –
GWB
1346
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-13,870
Closed -$437K –
MGLN
1347
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-5,324
Closed -$350K –
DRNA
1348
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
– –
-16,300
Closed -$49K –
COR icon
1349
DELISTED
Coresite Realty Corporation
COR
– –
-14,732
Closed -$1.31M –
MDP
1350
DELISTED
Meredith Corporation
MDP
– –
-7,349
Closed -$381K –
52 53
54
55 56

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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.