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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
IBKR icon
1651
Interactive Brokers
IBKR
$34.8B
– –
-101,168
Closed -$878K –
ICE icon
1652
Intercontinental Exchange
ICE
$94.4B
– –
-168,890
Closed -$10.1M –
IHG icon
1653
InterContinental Hotels
IHG
$24.5B
– –
-4,652
Closed -$250K –
IIIN icon
1654
Insteel Industries
IIIN
$551M
– –
-7,938
Closed -$287K –
IMAX icon
1655
IMAX
IMAX
$2.78B
– –
-20,670
Closed -$703K –
INO icon
1656
Inovio Pharmaceuticals
INO
$62.3M
– –
-1,556
Closed -$124K –
IPG icon
1657
DELISTED
Interpublic Group of Companies
IPG
– –
-41,507
Closed -$1.02M –
IPI icon
1658
Intrepid Potash
IPI
$425M
– –
-3,330
Closed -$57K –
IRM icon
1659
Iron Mountain
IRM
$34.7B
– –
-5,762
Closed -$206K –
IRT icon
1660
Independence Realty Trust
IRT
$3.47B
– –
-12,042
Closed -$113K –
IRWD icon
1661
Ironwood Pharmaceuticals
IRWD
$578M
– –
-15,459
Closed -$221K –
IWM icon
1662
CALL
iShares Russell 2000 ETF
IWM
$74.9B
– –
-27,800
Closed -$3.82M –
IWM icon
1663
PUT
iShares Russell 2000 ETF
IWM
$74.9B
– –
-20,100
Closed -$2.76M –
IWO icon
1664
iShares Russell 2000 Growth ETF
IWO
$13.8B
– –
-8,508
Closed -$1.38M –
J icon
1665
Jacobs Solutions
J
$18.1B
– –
-73,809
Closed -$3.38M –
JACK icon
1666
Jack in the Box
JACK
$250M
– –
-2,779
Closed -$283K –
JBLU icon
1667
JetBlue
JBLU
$1.08B
– –
-278,795
Closed -$5.75M –
JBL icon
1668
Jabil
JBL
$28.1B
– –
-42,336
Closed -$1.22M –
JKHY icon
1669
Jack Henry & Associates
JKHY
$11.3B
– –
-5,616
Closed -$523K –
JNJ icon
1670
Johnson & Johnson
JNJ
$658B
– –
-85,212
Closed -$10.6M –
JNK icon
1671
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.66B
– –
-42,821
Closed -$4.74M –
JWN icon
1672
DELISTED
Nordstrom
JWN
– –
-136,719
Closed -$6.37M –
KALU icon
1673
Kaiser Aluminum
KALU
$1.9B
– –
-11,504
Closed -$919K –
OPLN icon
1674
Openlane
OPLN
$4.76B
– –
-53,104
Closed -$878K –
KBR icon
1675
KBR
KBR
$4.88B
– –
-28,642
Closed -$430K –
65 66
67
68 69

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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.