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 | |
|---|---|---|---|---|---|---|---|
326
Enerpac Tool Group
EPAC
$2.02B
| $249K | 0.08% |
10,770
-20,906
| -66% | -$500K |
2015 Q1
1 quarter
|
|
|
TPLM
327
DELISTED
Triangle Petroleum Corporation
TPLM
| $248K | 0.08% |
+49,500
| New | +$266K |
2015 Q2
0 quarters
|
|
328
Ross Stores
ROST
$74B
| $246K | 0.08% |
5,063
-21,905
| -81% | -$1.1M |
2015 Q1
1 quarter
|
|
329
DELISTED
Staples Inc
SPLS
| $246K | 0.08% |
+16,065
| New | +$262K |
2015 Q2
0 quarters
|
|
330
Vertex Pharmaceuticals
VRTX
$137B
| $245K | 0.08% |
+1,988
| New | +$251K |
2015 Q2
0 quarters
|
|
|
IMPV
331
DELISTED
Imperva, Inc.
IMPV
| $244K | 0.08% |
+3,600
| New | +$199K |
2015 Q2
0 quarters
|
|
332
BWX Technologies
BWXT
$11.3B
| $243K | 0.08% |
+10,345
| New | +$243K |
2015 Q2
0 quarters
|
|
333
Emerson Electric
EMR
$91.3B
| $242K | 0.08% |
4,373
-4,587
| -51% | -$269K |
2014 Q4
2 quarters
|
|
|
AMAG
334
DELISTED
AMAG Pharmaceuticals
AMAG
| $242K | 0.08% |
+3,500
| New | +$220K |
2015 Q2
0 quarters
|
|
335
DexCom
DXCM
$31.1B
| $240K | 0.08% |
+12,000
| New | +$211K |
2015 Q2
0 quarters
|
|
336
MGIC Investment
MTG
$5.52B
| $239K | 0.08% |
+20,982
| New | +$224K |
2015 Q2
0 quarters
|
|
337
Wabtec
WAB
$50B
| $238K | 0.08% |
+2,522
| New | +$248K |
2015 Q2
0 quarters
|
|
|
AYR
338
DELISTED
Aircastle Ltd
AYR
| $236K | 0.08% |
10,400
-4,100
| -28% | -$97.6K |
2015 Q1
1 quarter
|
|
|
ESND
339
DELISTED
Essendant Inc.
ESND
| $236K | 0.08% |
+6,000
| New | +$243K |
2015 Q2
0 quarters
|
|
340
American Financial Group
AFG
$13.3B
| $235K | 0.08% |
+3,609
| New | +$233K |
2015 Q2
0 quarters
|
|
341
Yum! Brands
YUM
$43.3B
| $229K | 0.07% |
+3,543
| New | +$224K |
2015 Q2
0 quarters
|
|
342
Capitol Federal Financial
CFFN
$1.04B
| $228K | 0.07% |
+18,900
| New | +$230K |
2015 Q2
0 quarters
|
|
343
Tenet Healthcare
THC
$22.8B
| $228K | 0.07% |
+3,933
| New | +$201K |
2015 Q2
0 quarters
|
|
344
Carnival Corporation Ltd
CCL
$39.3B
| $226K | 0.07% |
+4,573
| New | +$216K |
2015 Q2
0 quarters
|
|
345
O-I Glass
OI
$764M
| $226K | 0.07% |
+9,850
| New | +$240K |
2015 Q2
0 quarters
|
|
346
DHT Holdings
DHT
$3.59B
| $225K | 0.07% |
29,000
+18,551
| +178% | +$146K |
2015 Q1
1 quarter
|
|
347
Marathon Petroleum
MPC
$113B
| $225K | 0.07% |
4,305
-15,219
| -78% | -$775K |
2014 Q4
2 quarters
|
|
348
Spectrum Brands
SPB
$2.02B
| $224K | 0.07% |
+2,200
| New | +$207K |
2015 Q2
0 quarters
|
|
349
DELISTED
Hess
HES
| $223K | 0.07% |
3,334
-22,562
| -87% | -$1.6M |
2015 Q1
1 quarter
|
|
350
H&R Block
HRB
$6.08B
| $223K | 0.07% |
+7,530
| New | +$236K |
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.