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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
TEN icon
2151
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-4,807
Closed -$264K –
TWTR
2152
DELISTED
Twitter, Inc.
TWTR
– –
-243,141
Closed -$7.05M –
MANT
2153
DELISTED
Mantech International Corp
MANT
– –
-50,375
Closed -$2.79M –
MNDT
2154
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-196,775
Closed -$3.33M –
POLY
2155
DELISTED
Plantronics, Inc.
POLY
– –
-15,996
Closed -$966K –
ENDP
2156
DELISTED
Endo International plc
ENDP
– –
-317,423
Closed -$1.88M –
ACC
2157
DELISTED
American Campus Communities, Inc.
ACC
– –
-41,878
Closed -$1.62M –
SAFM
2158
DELISTED
Sanderson Farms Inc
SAFM
– –
-7,841
Closed -$933K –
PSB
2159
DELISTED
PS Business Parks, Inc.
PSB
– –
-6,071
Closed -$686K –
COHR icon
2160
DELISTED
Coherent Inc
COHR
– –
-8,443
Closed -$1.58M –
TVTY
2161
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-24,102
Closed -$956K –
CERN
2162
DELISTED
Cerner Corp
CERN
– –
-429,396
Closed -$24.9M –
FOE
2163
DELISTED
Ferro Corporation
FOE
– –
-8,700
Closed -$202K –
ZSAN
2164
DELISTED
Zosano Pharma Corporation
ZSAN
– –
-2,524
Closed -$445K –
DISCK
2165
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-99,486
Closed -$1.94M –
FLOW icon
2166
DELISTED
SPX FLOW, Inc.
FLOW
– –
-25,626
Closed -$1.26M –
KRA
2167
DELISTED
Kraton Corporation
KRA
– –
-26,969
Closed -$1.29M –
NUAN
2168
DELISTED
Nuance Communications, Inc.
NUAN
– –
-190,372
Closed -$2.6M –
HRC
2169
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-39,744
Closed -$3.46M –
MDP
2170
DELISTED
Meredith Corporation
MDP
– –
-60,061
Closed -$3.23M –
INOV icon
2171
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
– –
-15,909
Closed -$169K –
CAI icon
2172
DELISTED
CAI International, Inc.
CAI
– –
-37,435
Closed -$796K –
CSOD
2173
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-7,886
Closed -$308K –
LDL
2174
DELISTED
Lydall, Inc.
LDL
– –
-8,917
Closed -$430K –
QTS
2175
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-12,909
Closed -$468K –
85 86
87
88 89

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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.