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 | |
|---|---|---|---|---|---|---|---|
|
RSE
351
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $222K | 0.07% |
+13,600
| New | +$238K |
2015 Q2
0 quarters
|
|
352
Eldorado Gold
EGO
$8.24B
| $221K | 0.07% |
+10,700
| New | +$252K |
2015 Q2
0 quarters
|
|
353
La-Z-Boy
LZB
$1.31B
| $221K | 0.07% |
+8,400
| New | +$227K |
2015 Q2
0 quarters
|
|
|
AUY
354
DELISTED
Yamana Gold, Inc.
AUY
| $221K | 0.07% |
+73,500
| New | +$269K |
2015 Q2
0 quarters
|
|
|
WCG
355
DELISTED
Wellcare Health Plans, Inc.
WCG
| $221K | 0.07% |
2,600
-2,089
| -45% | -$177K |
2015 Q1
1 quarter
|
|
|
ABCO
356
DELISTED
Advisory Board Co
ABCO
| $219K | 0.07% |
+4,000
| New | +$206K |
2015 Q2
0 quarters
|
|
357
Johnson Controls International
JCI
$84.4B
| $218K | 0.07% |
+4,201
| New | +$225K |
2015 Q2
0 quarters
|
|
358
Chimera Investment
CIM
$551M
| $217K | 0.07% |
+5,267
| New | +$235K |
2015 Q2
0 quarters
|
|
359
CME Group
CME
$114B
| $217K | 0.07% |
+2,334
| New | +$218K |
2015 Q2
0 quarters
|
|
360
American States Water
AWR
$3.52B
| $216K | 0.07% |
+5,770
| New | +$222K |
2015 Q2
0 quarters
|
|
|
ALEX
361
DELISTED
Alexander & Baldwin
ALEX
| $215K | 0.07% |
+5,467
| New | +$225K |
2015 Q2
0 quarters
|
|
362
DELISTED
Skechers
SKX
| $215K | 0.07% |
5,877
-27,123
| -82% | -$871K |
2015 Q1
1 quarter
|
|
363
Compañía de Minas Buenaventura
BVN
$6.31B
| $214K | 0.07% |
+20,600
| New | +$226K |
2015 Q2
0 quarters
|
|
|
CPN
364
DELISTED
Calpine Corporation
CPN
| $213K | 0.07% |
+11,849
| New | +$247K |
2015 Q2
0 quarters
|
|
|
PNY
365
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $212K | 0.07% |
+6,000
| New | +$221K |
2015 Q2
0 quarters
|
|
366
Acco Brands
ACCO
$490M
| $211K | 0.07% |
+27,100
| New | +$213K |
2015 Q2
0 quarters
|
|
367
Southwest Gas
SWX
$6.79B
| $208K | 0.07% |
+3,900
| New | +$214K |
2015 Q2
0 quarters
|
|
368
Boston Scientific
BSX
$64.3B
| $206K | 0.07% |
+11,632
| New | +$208K |
2015 Q2
0 quarters
|
|
369
Usana Health Sciences
USNA
$245M
| $205K | 0.07% |
+3,000
| New | +$190K |
2015 Q2
0 quarters
|
|
370
Cogent Communications
CCOI
$205M
| $204K | 0.07% |
+6,021
| New | +$202K |
2015 Q2
0 quarters
|
|
371
Quest Diagnostics
DGX
$28.6B
| $204K | 0.07% |
+2,818
| New | +$208K |
2015 Q2
0 quarters
|
|
372
Kinross Gold
KGC
$24.5B
| $196K | 0.06% |
+84,500
| New | +$201K |
2015 Q2
0 quarters
|
|
|
JCP
373
DELISTED
J.C. Penney Company, Inc.
JCP
| $193K | 0.06% |
22,754
+10,625
| +88% | +$91.7K |
2015 Q1
1 quarter
|
|
374
Gold Fields
GFI
$31.6B
| $188K | 0.06% |
+58,100
| New | +$218K |
2015 Q2
0 quarters
|
|
|
NSM
375
DELISTED
Nationstar Mortgage Holdings
NSM
| $188K | 0.06% |
+11,200
| New | +$243K |
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.