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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
RT
2001
DELISTED
Ruby Tuesday Georgia
RT
– –
-116,674
Closed -$328K –
BRCD
2002
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-29,588
Closed -$369K –
RATE icon
2003
DELISTED
Bankrate Inc
RATE
– –
-15,991
Closed -$154K –
FSAM
2004
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
– –
-23,600
Closed -$109K –
SHOR
2005
DELISTED
ShoreTel, Inc.
SHOR
– –
-14,122
Closed -$87K –
MORE
2006
DELISTED
Monogram Residential Trust, Inc.
MORE
– –
-21,803
Closed -$217K –
CDI
2007
DELISTED
CDI Corp.
CDI
– –
-13,232
Closed -$113K –
PTHN
2008
DELISTED
Patheon N.V.
PTHN
– –
-10,037
Closed -$264K –
AMRI
2009
DELISTED
Albany Molecular Research Inc
AMRI
– –
-12,053
Closed -$169K –
MBLY icon
2010
DELISTED
Mobileye N.V.
MBLY
– –
-9,613
Closed -$590K –
KATE
2011
DELISTED
Kate Spade & Company
KATE
– –
-302,461
Closed -$7.03M –
CLAC
2012
DELISTED
Capitol Acquisition Corp. III
CLAC
– –
-18,100
Closed -$191K –
PVTB
2013
DELISTED
PrivateBancorp Inc
PVTB
– –
-6,777
Closed -$402K –
LUX icon
2014
DELISTED
Luxottica Group
LUX
– –
-3,650
Closed -$201K –
YHOO
2015
DELISTED
Yahoo Inc
YHOO
– –
-299,518
Closed -$13.9M –
MJN
2016
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-129,126
Closed -$11.5M –
MPSX
2017
DELISTED
Multi Packaging Solutions Intl.
MPSX
– –
-13,300
Closed -$239K –
VAL icon
2018
DELISTED
Valspar
VAL
– –
-3,015
Closed -$334K –
UTEK
2019
DELISTED
Ultratech Inc.
UTEK
– –
-24,334
Closed -$721K –
INVN icon
2020
DELISTED
Invensense Inc
INVN
– –
-55,540
Closed -$701K –
EXAR
2021
DELISTED
Exar Corporation
EXAR
– –
-20,602
Closed -$268K –
SBY
2022
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-10,700
Closed -$230K –
HW
2023
DELISTED
Headwaters Inc
HW
– –
-9,326
Closed -$219K –
SWC
2024
DELISTED
Stillwater Mining Co
SWC
– –
-25,723
Closed -$444K –
ZLTQ
2025
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-14,026
Closed -$780K –
79 80
81
82 83

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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.