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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
ZD icon
1851
Ziff Davis
ZD
$1.88B
– –
-4,350
Closed -$317K –
ZION icon
1852
Zions Bancorporation
ZION
$9.5B
– –
-60,560
Closed -$2.54M –
ZUMZ icon
1853
Zumiez
ZUMZ
$233M
– –
-21,159
Closed -$387K –
ZWS icon
1854
Zurn Elkay Water Solutions
ZWS
$7.4B
– –
-34,123
Closed -$379K –
CPAY icon
1855
Corpay
CPAY
$26.3B
– –
-17,142
Closed -$2.6M –
NBIS icon
1856
Nebius Group N.V.
NBIS
$41.9B
– –
-16,973
Closed -$372K –
JOYY icon
1857
JOYY Inc
JOYY
$3.93B
– –
-7,300
Closed -$337K –
LGF.B
1858
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
– –
-17,609
Closed -$429K –
LGF.A
1859
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-13,900
Closed -$369K –
BECN icon
1860
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-4,568
Closed -$225K –
EQC icon
1861
DELISTED
Equity Commonwealth
EQC
– –
-10,567
Closed -$330K –
ATSG icon
1862
DELISTED
Air Transport Services Group
ATSG
– –
-11,600
Closed -$186K –
NVRO icon
1863
DELISTED
NEVRO CORP.
NVRO
– –
-7,993
Closed -$749K –
AGR icon
1864
DELISTED
Avangrid, Inc.
AGR
– –
-9,400
Closed -$402K –
VGR icon
1865
DELISTED
Vector Group Ltd.
VGR
– –
-17,455
Closed -$222K –
SIX icon
1866
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-28,274
Closed -$1.68M –
AEL icon
1867
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-12,089
Closed -$286K –
SCTL
1868
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
– –
-17,707
Closed -$139K –
CPE
1869
DELISTED
Callon Petroleum Company
CPE
– –
-1,600
Closed -$211K –
SPLK icon
1870
DELISTED
Splunk Inc
SPLK
– –
-11,700
Closed -$729K –
MDRX
1871
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-111,760
Closed -$1.42M –
ARAV
1872
DELISTED
Aravive, Inc. Common Stock
ARAV
– –
-3,951
Closed -$506K –
RPT icon
1873
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-15,400
Closed -$216K –
VRTV
1874
DELISTED
VERITIV CORPORATION
VRTV
– –
-11,812
Closed -$612K –
GHL
1875
DELISTED
Greenhill & Co., Inc.
GHL
– –
-21,036
Closed -$616K –
73 74
75
76 77

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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.