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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
KNL
2251
DELISTED
Knoll, Inc.
KNL
– –
-15,400
Closed -$311K –
SBNY
2252
DELISTED
Signature Bank
SBNY
– –
-2,918
Closed -$414K –
WLL
2253
DELISTED
Whiting Petroleum Corporation
WLL
– –
-429
Closed -$1.09M –
WBK
2254
DELISTED
Westpac Banking Corporation
WBK
– –
-30,131
Closed -$668K –
CMO
2255
DELISTED
Capstead Mortgage Corp.
CMO
– –
-44,594
Closed -$386K –
UN icon
2256
DELISTED
Unilever NV New York Registry Shares
UN
– –
-10,108
Closed -$570K –
SPHS
2257
DELISTED
Sophiris Bio, Inc.
SPHS
– –
-13,800
Closed -$28K –
SHPG
2258
DELISTED
Shire pic
SHPG
– –
-9,265
Closed -$1.38M –
DST
2259
DELISTED
DST Systems Inc.
DST
– –
-48,182
Closed -$4.03M –
MSFG
2260
DELISTED
MainSource Financial Group Inc
MSFG
– –
-8,463
Closed -$344K –
HAWK icon
2261
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-79,721
Closed -$3.56M –
VG icon
2262
DELISTED
Vonage Holdings Corporation
VG
– –
-32,960
Closed -$351K –
VXX icon
2263
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-96,981
Closed -$4.59M –
FNSR
2264
DELISTED
Finisar Corp
FNSR
– –
-123,341
Closed -$1.95M –
CZR icon
2265
DELISTED
Caesars Entertainment Corporation
CZR
– –
-273,700
Closed -$3.08M –
HK
2266
DELISTED
Halcon Resources Corporation
HK
– –
-55,411
Closed -$270K –
SPN
2267
DELISTED
Superior Energy Services, Inc.
SPN
– –
-24,362
Closed -$2.05M –
HR icon
2268
DELISTED
Healthcare Realty Trust Incorporated
HR
– –
-21,052
Closed -$583K –
87 88 89 90
91

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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.