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Squarepoint

Squarepoint Portfolio holdings

AUM $90.5B Turnover 34.18%
1-Year Est. Return 33.95%
 

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
+3.55%
1 Year Est. Return
+33.95%
3 Year Est. Return
+77.62%
5 Year Est. Return
+56.06%
10 Year Est. Return
+196.47%
AUM
$5.08B
AUM Growth
+$1.46B
Cap. Flow
+$1.39B
Cap. Flow %
27.37%
Top 10 Hldgs %
16.41%
Holding
2,064
New
586
Increased
519
Reduced
386
Closed
568
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
EWT icon
iShares MSCI Taiwan ETF
EWT
+$89.9M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$71.9M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$69M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$66M
5
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$58.7M

Top Sells

Rank Stock Value
1
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$33M
2
MO icon
Altria Group
MO
+$32.4M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$26.5M
4
CVS icon
CVS Health
CVS
+$24.7M
5
MDT icon
Medtronic
MDT
+$22.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 17.23%
2 Technology 14.6%
3 Healthcare 11.36%
4 Industrials 11.26%
5 Consumer Discretionary 10.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
GLD icon
1626
SPDR Gold Trust
GLD
$130B
– –
-118,367
Closed -$14.2M –
GLPI icon
1627
Gaming and Leisure Properties
GLPI
$11.3B
– –
-26,000
Closed -$869K –
GLW icon
1628
Corning
GLW
$106B
– –
-523,735
Closed -$14.1M –
GNL icon
1629
Global Net Lease
GNL
$1.61B
– –
-13,566
Closed -$327K –
GNRC icon
1630
Generac Holdings
GNRC
$11.7B
– –
-24,778
Closed -$924K –
GNTX icon
1631
Gentex
GNTX
$4.19B
– –
-91,568
Closed -$1.95M –
GOGL icon
1632
DELISTED
Golden Ocean Group
GOGL
– –
-14,400
Closed -$110K –
GPC icon
1633
Genuine Parts
GPC
$16.7B
– –
-3,456
Closed -$319K –
GSAT icon
1634
Globalstar
GSAT
$10.7B
– –
-1,014
Closed -$24K –
GTE icon
1635
Gran Tierra Energy
GTE
$401M
– –
-5,190
Closed -$137K –
GVA icon
1636
Granite Construction
GVA
$5.46B
– –
-9,312
Closed -$467K –
HCKT icon
1637
Hackett Group
HCKT
$319M
– –
-14,400
Closed -$281K –
HE icon
1638
Hawaiian Electric Industries
HE
$1.51B
– –
-37,647
Closed -$1.25M –
HES icon
1639
DELISTED
Hess
HES
– –
-6,113
Closed -$295K –
HHS icon
1640
Harte-Hanks
HHS
$28.8M
– –
-1,130
Closed -$16K –
HLIT icon
1641
Harmonic Inc
HLIT
$1.12B
– –
-20,465
Closed -$122K –
HLI icon
1642
Houlihan Lokey
HLI
$9.6B
– –
-7,000
Closed -$241K –
HOS icon
1643
Hornbeck Offshore Services, Inc.
HOS
$2.32B
– –
-72,867
Closed -$566K –
HMY icon
1644
Harmony Gold Mining
HMY
$9.06B
– –
-172,066
Closed -$422K –
HOPE icon
1645
Hope Bancorp
HOPE
$1.69B
– –
-28,504
Closed -$546K –
HPE icon
1646
Hewlett Packard
HPE
$73.1B
– –
-89,624
Closed -$1.24M –
HURN icon
1647
Huron Consulting
HURN
$3.09B
– –
-6,700
Closed -$282K –
HYG icon
1648
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
– –
-193,249
Closed -$17M –
IAG icon
1649
IAMGOLD
IAG
$8.82B
– –
-216,906
Closed -$868K –
IBB icon
1650
iShares Biotechnology ETF
IBB
$11.3B
– –
-22,323
Closed -$2.18M –
64 65
66
67 68

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Squarepoint's Q2 2017 Portfolio in Review

As of Q2 2017, Squarepoint held 2,064 positions worth $5.08B, up 40% from $3.63B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Squarepoint deployed $1.39B of net new capital in Q2 2017, opening 586 new positions and adding to 519 existing holdings. Its largest new stake was iShares MSCI Taiwan ETF: 2,618,387 shares worth $93.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 17% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was State Street SPDR S&P MIDCAP 400 ETF Trust, an estimated $33M trimmed.

  • Squarepoint's largest Q2 2017 buy was iShares MSCI Taiwan ETF: 2,618,387 shares worth $93.6M.
  • Squarepoint added most to VanEck Gold Miners ETF in Q2 2017, an estimated $71.9M increase.
  • Squarepoint's biggest Q2 2017 reduction was State Street SPDR S&P MIDCAP 400 ETF Trust, cutting an estimated $33M.
  • Squarepoint fully exited iShares MSCI EAFE ETF in Q2 2017, selling an estimated $26.5M.
  • Squarepoint's ten largest holdings make up 16% of its $5.08B portfolio in Q2 2017.
  • Squarepoint opened 586 new positions and closed 568 in Q2 2017.
  • Squarepoint's portfolio value rose 40% quarter-over-quarter to $5.08B.

Based on Squarepoint's 13F filing for Q2 2017, filed 14 Aug 2017.