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 | |
|---|---|---|---|---|---|---|---|
|
JNS
376
DELISTED
Janus Capital Group Inc
JNS
| $179K | 0.06% |
+10,477
| New | +$187K |
2015 Q2
0 quarters
|
|
377
Rexford Industrial Realty
REXR
$7.97B
| $176K | 0.06% |
+12,062
| New | +$182K |
2015 Q2
0 quarters
|
|
|
RAS
378
DELISTED
RAIT Financial Trust
RAS
| $175K | 0.06% |
28,700
-9,100
| -24% | -$59.5K |
2015 Q1
1 quarter
|
|
379
DELISTED
Bankrate Inc
RATE
| $170K | 0.06% |
+16,238
| New | +$197K |
2015 Q2
0 quarters
|
|
|
GG
380
DELISTED
Goldcorp Inc
GG
| $168K | 0.05% |
10,400
-153,900
| -94% | -$2.81M |
2015 Q1
1 quarter
|
|
|
ISBC
381
DELISTED
Investors Bancorp, Inc.
ISBC
| $164K | 0.05% |
13,300
-11,900
| -47% | -$144K |
2015 Q1
1 quarter
|
|
|
DANG
382
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $164K | 0.05% |
+18,200
| New | +$171K |
2015 Q2
0 quarters
|
|
383
Waterstone Financial
WSBF
$360M
| $154K | 0.05% |
+11,700
| New | +$152K |
2015 Q2
0 quarters
|
|
|
HNR
384
DELISTED
Harvest Natural Resources
HNR
| $154K | 0.05% |
+22,000
| New | +$107K |
2015 Q2
0 quarters
|
|
|
RNDY
385
DELISTED
ROUNDYS INC COM STK
RNDY
| $150K | 0.05% |
+46,300
| New | +$200K |
2015 Q2
0 quarters
|
|
386
Aegon
AEG
$12.6B
| $149K | 0.05% |
+28,638
| New | +$155K |
2015 Q2
0 quarters
|
|
387
Jakks Pacific
JAKK
$414M
| $144K | 0.05% |
+1,460
| New | +$112K |
2015 Q2
0 quarters
|
|
388
Actinium Pharmaceuticals
ATNM
$51.6M
| $138K | 0.04% |
+1,737
| New | +$148K |
2015 Q2
0 quarters
|
|
|
FCH
389
DELISTED
Felcor Lodging Trust
FCH
| $138K | 0.04% |
+14,000
| New | +$153K |
2015 Q2
0 quarters
|
|
|
CORR
390
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
| $135K | 0.04% |
4,280
+960
| +29% | +$32.5K |
2015 Q1
1 quarter
|
|
|
LF
391
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $135K | 0.04% |
+96,400
| New | +$197K |
2015 Q2
0 quarters
|
|
392
DELISTED
Emcore Corp
EMKR
| $135K | 0.04% |
+2,239
| New | +$134K |
2015 Q2
0 quarters
|
|
393
DELISTED
Repros Therapeutics Inc.
RPRX
| $134K | 0.04% |
+18,800
| New | +$146K |
2015 Q2
0 quarters
|
|
394
SLM Corp
SLM
$3.23B
| $129K | 0.04% |
+13,078
| New | +$132K |
2015 Q2
0 quarters
|
|
395
Ovintiv
OVV
$17.6B
| $121K | 0.04% |
+2,200
| New | +$140K |
2015 Q2
0 quarters
|
|
396
Daktronics
DAKT
$926M
| $120K | 0.04% |
+10,100
| New | +$112K |
2015 Q2
0 quarters
|
|
|
CALL
397
DELISTED
magicJack VocalTec Ltd
CALL
| $120K | 0.04% |
+16,100
| New | +$120K |
2015 Q2
0 quarters
|
|
|
SCLN
398
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $115K | 0.04% |
+11,700
| New | +$107K |
2015 Q2
0 quarters
|
|
|
INFI
399
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $114K | 0.04% |
+10,400
| New | +$133K |
2015 Q2
0 quarters
|
|
400
Alto Ingredients
ALTO
$284M
| $110K | 0.04% |
+10,700
| New | +$123K |
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.