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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
LGF
1451
DELISTED
Lions Gate Entertainment
LGF
– –
-33,600
Closed -$680K –
MHGC
1452
DELISTED
Morgans Hotel Group Co.
MHGC
– –
-43,000
Closed -$92K –
PPS
1453
DELISTED
Post Properties
PPS
– –
-16,290
Closed -$995K –
AEGR
1454
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-49,900
Closed -$74K –
ACW
1455
DELISTED
Accuride Corp
ACW
– –
-20,800
Closed -$26K –
SAAS
1456
DELISTED
inContact, Inc.
SAAS
– –
-93,100
Closed -$1.29M –
VMEM
1457
DELISTED
VIOLIN MEMORY, INC.
VMEM
– –
-11,075
Closed -$41K –
ULTR icon
1458
DELISTED
ULTRAPETROL (BAHAMAS) LTD COM STK
ULTR
– –
-44,300
Closed -$14K –
SKUL
1459
DELISTED
SKULLCANDY INC
SKUL
– –
-10,600
Closed -$65K –
PCO
1460
DELISTED
Pendrell Corporation - Class A
PCO
– –
-16
Closed -$8K –
SZMK
1461
DELISTED
SIZMEK INC COM STK (DE)
SZMK
– –
-11,000
Closed -$25K –
OUTR
1462
DELISTED
OUTERWALL INC
OUTR
– –
-13,045
Closed -$548K –
FEIC
1463
DELISTED
FEI COMPANY
FEIC
– –
-20,419
Closed -$2.18M –
STR icon
1464
DELISTED
QUESTAR CORP
STR
– –
-19,897
Closed -$505K –
MRD
1465
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-44,600
Closed -$708K –
EMC icon
1466
DELISTED
EMC CORPORATION
EMC
– –
-537,156
Closed -$14.6M –
SQNM
1467
DELISTED
SEQUENOM INC NEW
SQNM
– –
-73,400
Closed -$67K –
CSH
1468
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-14,690
Closed -$627K –
AXLL
1469
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-6,569
Closed -$214K –
HTWR
1470
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-5,300
Closed -$306K –
MKTO
1471
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-19,600
Closed -$682K –
FMER
1472
DELISTED
FIRSTMERIT CORP
FMER
– –
-54,649
Closed -$1.11M –
QLGC
1473
DELISTED
QLOGIC CORP
QLGC
– –
-12,813
Closed -$189K –
FUR
1474
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
– –
-18,900
Closed -$166K –
FNFG
1475
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-108,194
Closed -$1.05M –
57 58
59
60 61

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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.