We are live on ! Find out more
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
XRM
2226
DELISTED
Xerium Technologies Inc (new)
XRM
– –
-13,400
Closed -$86K –
WEB
2227
DELISTED
Web.com Group, Inc.
WEB
– –
-21,468
Closed -$389K –
CVG
2228
DELISTED
Convergys
CVG
– –
-15,436
Closed -$349K –
EDR icon
2229
DELISTED
Education Realty Trust Inc
EDR
– –
-10,961
Closed -$359K –
NSM
2230
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-15,417
Closed -$277K –
VR
2231
DELISTED
Validus Hold Ltd
VR
– –
-34,410
Closed -$2.32M –
IPCC
2232
DELISTED
Infinity Property & Casualty C
IPCC
– –
-15,783
Closed -$1.87M –
ALOG
2233
DELISTED
Analogic Corp
ALOG
– –
-4,953
Closed -$475K –
RPXC
2234
DELISTED
RPX Corporation
RPXC
– –
-55,703
Closed -$595K –
TWX
2235
DELISTED
Time Warner Inc
TWX
– –
-540,437
Closed -$51.1M –
GNRT
2236
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-10,151
Closed -$57K –
MON
2237
DELISTED
Monsanto Co
MON
– –
-355,766
Closed -$41.5M –
LQ icon
2238
DELISTED
La Quinta Holdings Inc.
LQ
– –
-39,895
Closed -$754K –
MSCC
2239
DELISTED
Microsemi Corp
MSCC
– –
-33,066
Closed -$2.14M –
WIN
2240
DELISTED
Windstream Holdings Inc
WIN
– –
-4,332
Closed -$31K –
CHUBA
2241
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
– –
-13,250
Closed -$298K –
AVXS
2242
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-1,639
Closed -$203K –
CBI
2243
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-117,748
Closed -$1.7M –
MULE
2244
DELISTED
MuleSoft, Inc.
MULE
– –
-34,242
Closed -$1.51M –
DYN icon
2245
DELISTED
Dynegy, Inc.
DYN
– –
-121,298
Closed -$1.64M –
CALD
2246
DELISTED
Callidus Software, Inc.
CALD
– –
-45,500
Closed -$1.64M –
CSRA icon
2247
DELISTED
CSRA Inc.
CSRA
– –
-55,195
Closed -$2.28M –
ARC icon
2248
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-34,908
Closed -$77K –
KEM icon
2249
DELISTED
KEMET Corporation
KEM
– –
-206,302
Closed -$3.74M –
HIBB icon
2250
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-119,416
Closed -$2.86M –
87 88 89
90
91

Similar funds

Point72 Asset Management
Point72 Asset Management Stamford, Connecticut $90.7B AUM 77.13% 1-Year Est. Return
Prudential Financial
Prudential Financial Newark, New Jersey $91.8B AUM 38.24% 1-Year Est. Return
Toronto Dominion Bank
Toronto Dominion Bank Toronto, Ontario, Ontario, Canada $86.4B AUM 59.51% 1-Year Est. Return
Valor Management
Valor Management Chicago, Illinois $86.2B AUM 12.66% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $85.4B AUM 91.09% 1-Year Est. Return
Mirae Asset Global ETFs Holdings
Mirae Asset Global ETFs Holdings Causeway Bay, Hong Kong $83.9B AUM 60.43% 1-Year Est. Return
Mercer Global Advisors
Mercer Global Advisors Denver, Colorado $80.9B AUM 26.08% 1-Year Est. Return
Balyasny Asset Management
Balyasny Asset Management Chicago, Illinois $80.2B AUM 51.53% 1-Year Est. Return

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.