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 | |
|---|---|---|---|---|---|---|---|
301
Gogo Inc
GOGO
$444M
| $291K | 0.09% |
+13,600
| New | +$290K |
2015 Q2
0 quarters
|
|
302
CF Industries
CF
$18.3B
| $289K | 0.09% |
+4,498
| New | +$274K |
2015 Q2
0 quarters
|
|
303
Eagle Materials
EXP
$5.5B
| $286K | 0.09% |
+3,750
| New | +$310K |
2015 Q2
0 quarters
|
|
304
Synchrony
SYF
$22.5B
| $286K | 0.09% |
+8,700
| New | +$278K |
2015 Q2
0 quarters
|
|
305
Kohl's
KSS
$2.72B
| $285K | 0.09% |
4,545
-11,497
| -72% | -$798K |
2015 Q1
1 quarter
|
|
306
TIM SA
TIMB
$9.07B
| $285K | 0.09% |
+17,400
| New | +$277K |
2015 Q2
0 quarters
|
|
307
Clorox
CLX
$13.2B
| $284K | 0.09% |
+2,731
| New | +$295K |
2015 Q2
0 quarters
|
|
308
Ingredion
INGR
$5.86B
| $281K | 0.09% |
+3,524
| New | +$283K |
2015 Q2
0 quarters
|
|
|
BEAV
309
DELISTED
B/E Aerospace Inc
BEAV
| $280K | 0.09% |
+5,104
| New | +$304K |
2015 Q2
0 quarters
|
|
310
Advanced Energy
AEIS
$8.89B
| $277K | 0.09% |
+10,065
| New | +$273K |
2015 Q2
0 quarters
|
|
|
HSP
311
DELISTED
HOSPIRA INC
HSP
| $277K | 0.09% |
+3,117
| New | +$275K |
2015 Q2
0 quarters
|
|
312
Mattel
MAT
$4.32B
| $276K | 0.09% |
10,729
-20,912
| -66% | -$551K |
2014 Q4
2 quarters
|
|
313
TE Connectivity
TEL
$62B
| $271K | 0.09% |
+4,211
| New | +$291K |
2015 Q2
0 quarters
|
|
|
TYC
314
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $270K | 0.09% |
+6,702
| New | +$286K |
2015 Q2
0 quarters
|
|
315
AngloGold Ashanti
AU
$43.7B
| $269K | 0.09% |
+30,000
| New | +$304K |
2015 Q2
0 quarters
|
|
316
Valmont Industries
VMI
$8.06B
| $269K | 0.09% |
+2,261
| New | +$279K |
2015 Q2
0 quarters
|
|
317
DELISTED
Stericycle Inc
SRCL
| $267K | 0.09% |
+1,997
| New | +$274K |
2015 Q2
0 quarters
|
|
|
ARO
318
DELISTED
Aeropostale Inc
ARO
| $266K | 0.09% |
+164,300
| New | +$433K |
2015 Q2
0 quarters
|
|
319
ITT
ITT
$18.8B
| $259K | 0.08% |
6,185
+62
| +1% | +$2.58K |
2015 Q1
1 quarter
|
|
320
Avnet
AVT
$6.91B
| $256K | 0.08% |
+6,217
| New | +$274K |
2015 Q2
0 quarters
|
|
321
Interface
TILE
$1.79B
| $256K | 0.08% |
+10,200
| New | +$226K |
2015 Q2
0 quarters
|
|
|
FMI
322
DELISTED
Foundation Medicine, Inc.
FMI
| $255K | 0.08% |
+7,544
| New | +$304K |
2015 Q2
0 quarters
|
|
323
DELISTED
Clearway Energy Class A
CWEN.A
| $251K | 0.08% |
+11,400
| New | +$280K |
2015 Q2
0 quarters
|
|
324
Hershey
HSY
$35B
| $251K | 0.08% |
2,823
+539
| +24% | +$50.8K |
2015 Q1
1 quarter
|
|
|
LPNT
325
DELISTED
LifePoint Health, Inc.
LPNT
| $250K | 0.08% |
+2,878
| New | +$217K |
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.