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Squarepoint

Squarepoint Portfolio holdings

AUM $90.8B Turnover 33.11%
1-Year Est. Return 26.98%
 

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
+4.02%
1 Year Est. Return
+26.98%
3 Year Est. Return
+88.41%
5 Year Est. Return
+62.11%
10 Year Est. Return
+188.73%
AUM
$7.55B
AUM Growth
+$1.25B
Cap. Flow
+$1.17B
Cap. Flow %
15.56%
Top 10 Hldgs %
9.43%
Holding
2,269
New
635
Increased
628
Reduced
448
Closed
556
Avg Time Held Equity + Options
0.5 years
Top 10 Avg Time Held Equity + Options
0 years
Top 20 Avg Time Held Equity + Options
0.1 years
Avg Time Held Equity only
0.5 years
Top 10 Avg Time Held Equity only
0 years
Top 20 Avg Time Held Equity only
0.1 years

Top Buys

Rank Stock Value
1
EWT icon
iShares MSCI Taiwan ETF
EWT
+$102M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$85.3M
3
INTU icon
Intuit
INTU
+$76.5M
4
HD icon
Home Depot
HD
+$71.6M
5
CI icon
Cigna
CI
+$44.7M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$119M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$69M
3
TWX
Time Warner Inc
TWX
+$51.1M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.4M
5
INDA icon
iShares MSCI India ETF
INDA
+$47.3M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 17%
2 Financials 13.53%
3 Healthcare 13.33%
4 Technology 13.18%
5 Industrials 11.01%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
EWA icon
1826
iShares MSCI Australia ETF
EWA
$1.23B
– –
-74,309
Closed -$1.64M –
EWBC icon
1827
East-West Bancorp
EWBC
$18B
– –
-50,992
Closed -$3.19M –
EWP icon
1828
iShares MSCI Spain ETF
EWP
$2.05B
– –
-290,881
Closed -$9.46M –
EWQ icon
1829
iShares MSCI France ETF
EWQ
$360M
– –
-32,854
Closed -$1.03M –
EWU icon
1830
iShares MSCI United Kingdom ETF
EWU
$3.75B
– –
-314,449
Closed -$10.9M –
EWZ icon
1831
iShares MSCI Brazil ETF
EWZ
$9.32B
– –
-2,659,695
Closed -$119M –
EXR icon
1832
Extra Space Storage
EXR
$33.1B
– –
-57,154
Closed -$4.99M –
EXTR icon
1833
Extreme Networks
EXTR
$3.51B
– –
-45,642
Closed -$505K –
EZA icon
1834
iShares MSCI South Africa ETF
EZA
$459M
– –
-15,298
Closed -$1.05M –
FBNC icon
1835
First Bancorp
FBNC
$2.67B
– –
-10,700
Closed -$381K –
FCEL icon
1836
FuelCell Energy
FCEL
$774M
– –
-44
Closed -$27K –
FCFS icon
1837
FirstCash
FCFS
$7.92B
– –
-14,513
Closed -$1.18M –
FCPT icon
1838
Four Corners Property Trust
FCPT
$2.56B
– –
-14,120
Closed -$326K –
FEZ icon
1839
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.24B
– –
-136,205
Closed -$5.48M –
FFIN icon
1840
First Financial Bankshares
FFIN
$4.33B
– –
-9,358
Closed -$217K –
FHB icon
1841
First Hawaiian
FHB
$3.02B
– –
-7,887
Closed -$219K –
FHI icon
1842
Federated Hermes
FHI
$4.71B
– –
-102,474
Closed -$3.42M –
FIBK icon
1843
First Interstate BancSystem
FIBK
$3.51B
– –
-8,167
Closed -$323K –
FINV icon
1844
FinVolution Group
FINV
$673M
– –
-13,754
Closed -$102K –
FIVE icon
1845
Five Below
FIVE
$13.6B
– –
-248,071
Closed -$18.2M –
FLO icon
1846
Flowers Foods
FLO
$1.17B
– –
-130,126
Closed -$2.84M –
FOSL icon
1847
Fossil Group
FOSL
$499M
– –
-327,407
Closed -$4.16M –
FTK icon
1848
Flotek Industries
FTK
$919M
– –
-2,919
Closed -$107K –
FWONK icon
1849
Liberty Media Corporation Series C Common Stock
FWONK
$27.8B
– –
-9,333
Closed -$278K –
FXI icon
1850
iShares China Large-Cap ETF
FXI
$3.84B
– –
-492,547
Closed -$23.3M –
72 73
74
75 76

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Squarepoint's Q2 2018 Portfolio in Review

As of Q2 2018, Squarepoint held 2,269 positions worth $7.55B, up 20% from $6.3B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.

Squarepoint deployed $1.17B of net new capital in Q2 2018, opening 635 new positions and adding to 628 existing holdings. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 1,889,716 shares worth $79.7M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was iShares MSCI India ETF, an estimated $47.3M trimmed.

  • Squarepoint's largest Q2 2018 buy was Vanguard FTSE Emerging Markets ETF: 1,889,716 shares worth $79.7M.
  • Squarepoint added most to iShares MSCI Taiwan ETF in Q2 2018, an estimated $102M increase.
  • Squarepoint's biggest Q2 2018 reduction was iShares MSCI India ETF, cutting an estimated $47.3M.
  • Squarepoint fully exited iShares MSCI Brazil ETF in Q2 2018, selling an estimated $119M.
  • Squarepoint's ten largest holdings make up 9.4% of its $7.55B portfolio in Q2 2018.
  • Squarepoint opened 635 new positions and closed 556 in Q2 2018.
  • Squarepoint's portfolio value rose 20% quarter-over-quarter to $7.55B.

Based on Squarepoint's 13F filing for Q2 2018, filed 14 Aug 2018.