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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
EWG icon
1601
iShares MSCI Germany ETF
EWG
$1.53B
– –
-27,945
Closed -$803K –
EWH icon
1602
iShares MSCI Hong Kong ETF
EWH
$1.25B
– –
-197,228
Closed -$4.39M –
EWY icon
1603
iShares MSCI South Korea ETF
EWY
$22.4B
– –
-27,002
Closed -$1.67M –
EWZ icon
1604
iShares MSCI Brazil ETF
EWZ
$10.7B
– –
-292,890
Closed -$11M –
EXPD icon
1605
Expeditors International
EXPD
$25.8B
– –
-81,512
Closed -$4.6M –
EXR icon
1606
Extra Space Storage
EXR
$31.6B
– –
-27,269
Closed -$2.03M –
F icon
1607
Ford
F
$48.9B
– –
-26,730
Closed -$311K –
FANG icon
1608
Diamondback Energy
FANG
$59.4B
– –
-22,700
Closed -$2.35M –
FBIN icon
1609
Fortune Brands Innovations
FBIN
$5.34B
– –
-51,321
Closed -$2.67M –
FCN icon
1610
FTI Consulting
FCN
$4.98B
– –
-9,057
Closed -$373K –
FCNCA icon
1611
First Citizens BancShares
FCNCA
$26.1B
– –
-3,750
Closed -$1.26M –
FCPT icon
1612
Four Corners Property Trust
FCPT
$2.47B
– –
-34,017
Closed -$777K –
FHB icon
1613
First Hawaiian
FHB
$3.07B
– –
-57,600
Closed -$1.72M –
FL icon
1614
DELISTED
Foot Locker
FL
– –
-66,122
Closed -$4.95M –
FNV icon
1615
Franco-Nevada
FNV
$43.4B
– –
-60,890
Closed -$3.99M –
FOLD icon
1616
DELISTED
Amicus Therapeutics
FOLD
– –
-48,095
Closed -$343K –
FPI icon
1617
Farmland Partners
FPI
$354M
– –
-16,700
Closed -$187K –
FRT icon
1618
Federal Realty Investment Trust
FRT
$9.48B
– –
-2,340
Closed -$312K –
FULT icon
1619
Fulton Financial
FULT
$4.48B
– –
-24,392
Closed -$435K –
G icon
1620
Genpact
G
$6.63B
– –
-78,493
Closed -$1.94M –
GCO icon
1621
Genesco
GCO
$407M
– –
-9,087
Closed -$504K –
GDOT icon
1622
Green Dot
GDOT
$701M
– –
-9,413
Closed -$314K –
GES icon
1623
DELISTED
Guess Inc
GES
– –
-176,031
Closed -$1.96M –
GIII icon
1624
G-III Apparel Group
GIII
$1.3B
– –
-12,558
Closed -$275K –
GKOS icon
1625
Glaukos
GKOS
$14.1B
– –
-9,820
Closed -$504K –
63 64
65
66 67

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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.