We are live on ! Find out more
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
FIT
1926
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-165,331
Closed -$979K –
PE
1927
DELISTED
PARSLEY ENERGY INC
PE
– –
-165,300
Closed -$5.37M –
BMCH
1928
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-10,140
Closed -$229K –
NGHC
1929
DELISTED
National General Holdings Corp
NGHC
– –
-12,486
Closed -$297K –
DNKN
1930
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-71,668
Closed -$3.92M –
CBL icon
1931
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-14,300
Closed -$136K –
AXAS
1932
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-4,096
Closed -$165K –
RST
1933
DELISTED
ROSETTA STONE INC
RST
– –
-10,042
Closed -$98K –
NBL
1934
DELISTED
Noble Energy, Inc.
NBL
– –
-103,615
Closed -$3.56M –
WUBA
1935
DELISTED
58.com Inc
WUBA
– –
-17,293
Closed -$612K –
TLRD
1936
DELISTED
Tailored Brands, Inc.
TLRD
– –
-23,751
Closed -$355K –
GNC
1937
DELISTED
GNC Holdings, Inc.
GNC
– –
-15,176
Closed -$112K –
CHK icon
1938
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,552
Closed -$1.84M –
OPB
1939
DELISTED
Opus Bank Common Stock
OPB
– –
-13,824
Closed -$279K –
UNT
1940
DELISTED
UNIT Corporation
UNT
– –
-14,063
Closed -$340K –
OMN
1941
DELISTED
OMNOVA Solutions Inc.
OMN
– –
-17,404
Closed -$172K –
PIR
1942
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-3,890
Closed -$557K –
CRCM
1943
DELISTED
CARE.COM, INC.
CRCM
– –
-10,597
Closed -$133K –
PKD
1944
DELISTED
Parker Drilling Company
PKD
– –
-2,160
Closed -$57K –
CBPX
1945
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-8,549
Closed -$209K –
ACHN
1946
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-58,268
Closed -$245K –
MDR
1947
DELISTED
McDermott International
MDR
– –
-4,381
Closed -$89K –
LKSD
1948
DELISTED
LSC Communications, Inc.
LKSD
– –
-17,398
Closed -$438K –
CARB
1949
DELISTED
Carbonite Inc
CARB
– –
-19,577
Closed -$397K –
CRZO
1950
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-12,764
Closed -$366K –
76 77
78
79 80

Similar funds

Point72 Asset Management
Point72 Asset Management Stamford, Connecticut $90.7B AUM 77.13% 1-Year Est. Return
US Bancorp
US Bancorp Minneapolis, Minnesota $91.6B AUM 29.2% 1-Year Est. Return
Prudential Financial
Prudential Financial Newark, New Jersey $91.8B AUM 38.24% 1-Year Est. Return
Natixis Advisors
Natixis Advisors Boston, Massachusetts $89B AUM 37.98% 1-Year Est. Return
Belvedere Trading
Belvedere Trading Chicago, Illinois $87.6B AUM 131.08% 1-Year Est. Return
Walleye Trading
Walleye Trading New York $87.6B AUM 68.17% 1-Year Est. Return
Toronto Dominion Bank
Toronto Dominion Bank Toronto, Ontario, Ontario, Canada $86.4B AUM 59.51% 1-Year Est. Return
Valor Management
Valor Management Chicago, Illinois $86.2B AUM 12.66% 1-Year Est. Return

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.