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 | |
|---|---|---|---|---|---|---|---|
|
HRC
276
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $328K | 0.11% |
6,046
-2,802
| -32% | -$145K |
2015 Q1
1 quarter
|
|
|
TCO
277
DELISTED
Taubman Centers Inc.
TCO
| $327K | 0.11% |
+4,698
| New | +$348K |
2015 Q2
0 quarters
|
|
|
HNT
278
DELISTED
HEALTH NET INC
HNT
| $324K | 0.11% |
5,054
-5,463
| -52% | -$326K |
2015 Q1
1 quarter
|
|
279
Salesforce
CRM
$179B
| $322K | 0.1% |
+4,628
| New | +$330K |
2015 Q2
0 quarters
|
|
280
News Corp Class A
NWSA
$14.5B
| $321K | 0.1% |
21,976
-2,957
| -12% | -$45.4K |
2015 Q1
1 quarter
|
|
281
Nasdaq
NDAQ
$60.2B
| $318K | 0.1% |
+19,575
| New | +$328K |
2015 Q2
0 quarters
|
|
282
Fidelity National Financial
FNF
$11.6B
| $317K | 0.1% |
12,362
+3,432
| +38% | +$88.6K |
2015 Q1
1 quarter
|
|
283
Veeva Systems
VEEV
$48.8B
| $315K | 0.1% |
+11,227
| New | +$305K |
2015 Q2
0 quarters
|
|
284
Cabot Corp
CBT
$3.69B
| $314K | 0.1% |
8,433
-163
| -2% | -$7.03K |
2015 Q1
1 quarter
|
|
|
CLC
285
DELISTED
Clarcor
CLC
| $314K | 0.1% |
+5,049
| New | +$321K |
2015 Q2
0 quarters
|
|
286
Tyson Foods
TSN
$20.7B
| $311K | 0.1% |
+7,299
| New | +$300K |
2015 Q2
0 quarters
|
|
|
SVU
287
DELISTED
SUPERVALU Inc.
SVU
| $310K | 0.1% |
+5,466
| New | +$364K |
2015 Q2
0 quarters
|
|
|
SBY
288
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $308K | 0.1% |
18,906
-2,694
| -12% | -$42.3K |
2015 Q1
1 quarter
|
|
|
DF
289
DELISTED
Dean Foods Company
DF
| $307K | 0.1% |
+18,960
| New | +$331K |
2015 Q2
0 quarters
|
|
|
STJ
290
DELISTED
St Jude Medical
STJ
| $307K | 0.1% |
4,198
-22,635
| -84% | -$1.64M |
2015 Q1
1 quarter
|
|
291
Marriott Vacations Worldwide
VAC
$4.02B
| $303K | 0.1% |
+3,300
| New | +$281K |
2015 Q2
0 quarters
|
|
|
NYRT
292
DELISTED
New York REIT, Inc.
NYRT
| $302K | 0.1% |
+3,040
| New | +$297K |
2015 Q2
0 quarters
|
|
293
EPR Properties
EPR
$4.61B
| $301K | 0.1% |
+5,500
| New | +$320K |
2015 Q2
0 quarters
|
|
|
WGL
294
DELISTED
Wgl Holdings
WGL
| $299K | 0.1% |
5,516
+321
| +6% | +$18K |
2015 Q1
1 quarter
|
|
295
3D Systems Corp
DDD
$255M
| $297K | 0.1% |
15,212
-127
| -0.8% | -$3.06K |
2015 Q1
1 quarter
|
|
|
PDCE
296
DELISTED
PDC Energy, Inc.
PDCE
| $295K | 0.1% |
5,500
-17,300
| -76% | -$977K |
2015 Q1
1 quarter
|
|
297
Suncor Energy
SU
$80.5B
| $294K | 0.1% |
+10,700
| New | +$323K |
2015 Q2
0 quarters
|
|
298
EOG Resources
EOG
$82.1B
| $293K | 0.1% |
+3,352
| New | +$310K |
2015 Q2
0 quarters
|
|
299
Flowers Foods
FLO
$1.17B
| $293K | 0.1% |
+13,861
| New | +$311K |
2015 Q2
0 quarters
|
|
300
Intuit
INTU
$91.3B
| $293K | 0.1% |
+2,903
| New | +$296K |
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.