Squarepoint Portfolio holdings
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$11.1M |
| 2 |
Illinois Tool Works
ITW
|
+$4.68M |
| 3 |
Archer Daniels Midland
ADM
|
+$3.94M |
| 4 |
Paramount Global Class B
PARA
|
+$3.59M |
| 5 |
Sherwin-Williams
SHW
|
+$3.51M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Newmont
NEM
|
+$4.14M |
| 2 |
The Mosaic Company
MOS
|
+$3.91M |
| 3 |
Sysco
SYY
|
+$3.56M |
| 4 |
Barrick Mining
B
|
+$3.34M |
| 5 |
Five Below
FIVE
|
+$3.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.44% |
| 2 | Industrials | 13.99% |
| 3 | Healthcare | 12.82% |
| 4 | Financials | 11.87% |
| 5 | Technology | 11.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
CST
226
DELISTED
CST Brands, Inc.
CST
| $429K | 0.14% |
10,980
+1,784
| +19% | +$74.3K |
2015 Q1
1 quarter
|
|
227
TriNet
TNET
$3.02B
| $423K | 0.14% |
+16,700
| New | +$523K |
2015 Q2
0 quarters
|
|
228
DELISTED
Dun & Bradstreet
DNB
| $423K | 0.14% |
3,468
-1,906
| -35% | -$245K |
2015 Q1
1 quarter
|
|
|
POM
229
DELISTED
PEPCO HOLDINGS, INC.
POM
| $423K | 0.14% |
+15,719
| New | +$417K |
2015 Q2
0 quarters
|
|
|
SWFT
230
DELISTED
Swift Transportation Company
SWFT
| $422K | 0.14% |
18,600
+2,200
| +13% | +$54.1K |
2015 Q1
1 quarter
|
|
231
General Mills
GIS
$18.4B
| $421K | 0.14% |
+7,557
| New | +$423K |
2015 Q2
0 quarters
|
|
232
Insperity
NSP
$1.92B
| $412K | 0.13% |
+16,200
| New | +$423K |
2015 Q2
0 quarters
|
|
233
Norfolk Southern
NSC
$73.6B
| $411K | 0.13% |
+4,705
| New | +$459K |
2015 Q2
0 quarters
|
|
234
Ventas
VTR
$47B
| $410K | 0.13% |
+5,781
| New | +$452K |
2015 Q2
0 quarters
|
|
235
DELISTED
Esperion Therapeutics
ESPR
| $409K | 0.13% |
+5,000
| New | +$489K |
2015 Q2
0 quarters
|
|
|
DTV
236
DELISTED
DIRECTV COM STK (DE)
DTV
| $409K | 0.13% |
+4,408
| New | +$399K |
2015 Q2
0 quarters
|
|
237
ScottsMiracle-Gro
SMG
$3.72B
| $406K | 0.13% |
6,864
+921
| +15% | +$58.4K |
2015 Q1
1 quarter
|
|
238
Trinity Industries
TRN
$2.39B
| $404K | 0.13% |
+21,210
| New | +$475K |
2015 Q2
0 quarters
|
|
239
XPO
XPO
$22.5B
| $402K | 0.13% |
25,733
+11,565
| +82% | +$188K |
2015 Q1
1 quarter
|
|
240
Robert Half
RHI
$4.3B
| $400K | 0.13% |
7,207
+1,617
| +29% | +$92.5K |
2015 Q1
1 quarter
|
|
241
DELISTED
Pioneer Natural Resource Co.
PXD
| $394K | 0.13% |
2,839
-1,613
| -36% | -$256K |
2015 Q1
1 quarter
|
|
242
RTX Corp
RTX
$268B
| $393K | 0.13% |
+5,636
| New | +$414K |
2015 Q2
0 quarters
|
|
|
LPT
243
DELISTED
Liberty Property Trust
LPT
| $392K | 0.13% |
12,176
+4,220
| +53% | +$147K |
2015 Q1
1 quarter
|
|
244
DELISTED
Spirit Airlines, Inc.
SAVE
| $391K | 0.13% |
+6,300
| New | +$429K |
2015 Q2
0 quarters
|
|
|
BMS
245
DELISTED
Bemis
BMS
| $391K | 0.13% |
+8,679
| New | +$397K |
2015 Q2
0 quarters
|
|
246
Air Products & Chemicals
APD
$70.5B
| $388K | 0.13% |
3,069
-5,939
| -66% | -$810K |
2015 Q1
1 quarter
|
|
247
Freeport-McMoran
FCX
$85B
| $388K | 0.13% |
+20,853
| New | +$431K |
2015 Q2
0 quarters
|
|
248
Live Nation Entertainment
LYV
$42.1B
| $388K | 0.13% |
+14,100
| New | +$385K |
2015 Q2
0 quarters
|
|
|
VVC
249
DELISTED
Vectren Corporation
VVC
| $378K | 0.12% |
+9,823
| New | +$414K |
2015 Q2
0 quarters
|
|
250
REX American Resources
REX
$1.27B
| $371K | 0.12% |
+34,974
| New | +$369K |
2015 Q2
0 quarters
|
|
Similar funds
Squarepoint's Q2 2015 Portfolio in Review
As of Q2 2015, Squarepoint held 726 positions worth $308M, up 7.6% from $287M the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Squarepoint deployed $38.3M of net new capital in Q2 2015, opening 313 new positions and adding to 72 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 52,908 shares worth $10.9M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, down from 17% a quarter earlier, followed by Industrials and Healthcare.
On the sell side, the largest reduction was Goldcorp Inc, an estimated $2.81M trimmed.
- Squarepoint's largest Q2 2015 buy was State Street SPDR S&P 500 ETF Trust: 52,908 shares worth $10.9M.
- Squarepoint added most to Archer Daniels Midland in Q2 2015, an estimated $3.94M increase.
- Squarepoint's biggest Q2 2015 reduction was Goldcorp Inc, cutting an estimated $2.81M.
- Squarepoint fully exited Newmont in Q2 2015, selling an estimated $4.14M.
- Squarepoint's ten largest holdings make up 14% of its $308M portfolio in Q2 2015.
- Squarepoint opened 313 new positions and closed 288 in Q2 2015.
- Squarepoint's portfolio value rose 7.6% quarter-over-quarter to $308M.
Based on Squarepoint's 13F filing for Q2 2015, filed 14 Aug 2015.