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 | |
|---|---|---|---|---|---|---|---|
251
Cinemark Holdings
CNK
$4.73B
| $370K | 0.12% |
+9,200
| New | +$383K |
2015 Q2
0 quarters
|
|
252
Vivmark Residential
VMRK
$49.8B
| $368K | 0.12% |
+5,246
| New | +$389K |
2015 Q2
0 quarters
|
|
|
DGI
253
DELISTED
DigitalGlobe Inc.
DGI
| $367K | 0.12% |
+13,200
| New | +$417K |
2015 Q2
0 quarters
|
|
254
Zumiez
ZUMZ
$215M
| $365K | 0.12% |
13,700
+6,342
| +86% | +$195K |
2015 Q1
1 quarter
|
|
255
Oil States International
OIS
$513M
| $363K | 0.12% |
9,763
+1,572
| +19% | +$66.2K |
2015 Q1
1 quarter
|
|
256
Verisk Analytics
VRSK
$26.7B
| $362K | 0.12% |
+4,982
| New | +$366K |
2015 Q2
0 quarters
|
|
257
DELISTED
Gulfport Energy Corp.
GPOR
| $356K | 0.12% |
8,848
+3,326
| +60% | +$152K |
2015 Q1
1 quarter
|
|
|
MON
258
DELISTED
Monsanto Co
MON
| $351K | 0.11% |
3,291
-3,215
| -49% | -$373K |
2015 Q1
1 quarter
|
|
259
DELISTED
California Resources Corporation
CRC
| $351K | 0.11% |
+5,815
| New | +$469K |
2015 Q2
0 quarters
|
|
260
Hasbro
HAS
$16.9B
| $349K | 0.11% |
4,662
+1,142
| +32% | +$81.4K |
2014 Q4
2 quarters
|
|
|
HOT
261
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $349K | 0.11% |
+4,308
| New | +$360K |
2015 Q2
0 quarters
|
|
262
DELISTED
Chart Industries
GTLS
| $347K | 0.11% |
+9,700
| New | +$355K |
2015 Q2
0 quarters
|
|
263
Apogee Enterprises
APOG
$986M
| $342K | 0.11% |
+6,490
| New | +$350K |
2015 Q2
0 quarters
|
|
|
LABL
264
DELISTED
Multi-Color Corp
LABL
| $340K | 0.11% |
+5,323
| New | +$341K |
2015 Q2
0 quarters
|
|
265
CMS Energy
CMS
$22.1B
| $337K | 0.11% |
+10,592
| New | +$356K |
2015 Q2
0 quarters
|
|
266
DELISTED
Regal Entertainment Group
RGC
| $337K | 0.11% |
+16,100
| New | +$347K |
2015 Q2
0 quarters
|
|
|
PNRA
267
DELISTED
Panera Bread Co
PNRA
| $337K | 0.11% |
+1,926
| New | +$346K |
2015 Q2
0 quarters
|
|
|
KATE
268
DELISTED
Kate Spade & Company
KATE
| $336K | 0.11% |
+15,607
| New | +$451K |
2015 Q2
0 quarters
|
|
269
Avis
CAR
$4.43B
| $335K | 0.11% |
+7,600
| New | +$401K |
2015 Q2
0 quarters
|
|
|
ALDR
270
DELISTED
Alder Biopharmaceuticals
ALDR
| $334K | 0.11% |
+6,300
| New | +$229K |
2015 Q2
0 quarters
|
|
|
UFS
271
DELISTED
DOMTAR CORPORATION (New)
UFS
| $334K | 0.11% |
+8,077
| New | +$354K |
2015 Q2
0 quarters
|
|
272
Black Hills Corp
BKH
$6.63B
| $333K | 0.11% |
+7,621
| New | +$365K |
2015 Q2
0 quarters
|
|
|
VER
273
DELISTED
VEREIT, Inc.
VER
| $333K | 0.11% |
+8,180
| New | +$369K |
2015 Q2
0 quarters
|
|
|
DNR
274
DELISTED
Denbury Resources, Inc.
DNR
| $329K | 0.11% |
+51,683
| New | +$394K |
2015 Q2
0 quarters
|
|
275
TXNM Energy Inc
TXNM
$6.48B
| $328K | 0.11% |
+13,337
| New | +$357K |
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.