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 | |
|---|---|---|---|---|---|---|---|
401
VivoSim Labs
VIVS
$1.7M
| $110K | 0.04% |
+122
| New | +$136K |
2015 Q2
0 quarters
|
|
402
Sibanye-Stillwater
SBSW
$6.21B
| $109K | 0.04% |
+17,928
| New | +$131K |
2015 Q2
0 quarters
|
|
|
AMCC
403
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $108K | 0.04% |
+16,000
| New | +$97.7K |
2015 Q2
0 quarters
|
|
404
Accuray
ARAY
$8.4M
| $107K | 0.03% |
+398
| New | +$119K |
2015 Q2
0 quarters
|
|
405
B2Gold
BTG
$6.47B
| $105K | 0.03% |
+68,600
| New | +$111K |
2015 Q2
0 quarters
|
|
406
Dynex Capital
DX
$2.61B
| $105K | 0.03% |
+4,600
| New | +$109K |
2015 Q2
0 quarters
|
|
407
Lisata Therapeutics
LSTA
$13.1M
| $102K | 0.03% |
+364
| New | +$135K |
2015 Q2
0 quarters
|
|
|
NGD
408
DELISTED
New Gold Inc
NGD
| $101K | 0.03% |
+37,700
| New | +$123K |
2015 Q2
0 quarters
|
|
409
Goldgroup Mining
GORO
$544M
| $93K | 0.03% |
+8,425
| New | +$108K |
2015 Q2
0 quarters
|
|
|
CDR
410
DELISTED
Cedar Realty Trust, Inc
CDR
| $83K | 0.03% |
+1,970
| New | +$90.4K |
2015 Q2
0 quarters
|
|
|
HGG
411
DELISTED
hhgregg Inc.
HGG
| $83K | 0.03% |
+24,800
| New | +$119K |
2015 Q2
0 quarters
|
|
|
AKAO
412
DELISTED
Achaogen Inc
AKAO
| $75K | 0.02% |
+12,500
| New | +$77.5K |
2015 Q2
0 quarters
|
|
413
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $73K | 0.02% |
+14,744
| New | +$69.8K |
2015 Q2
0 quarters
|
|
414
TETRA Technologies
TTI
$948M
| $72K | 0.02% |
11,300
+600
| +6% | +$4.05K |
2015 Q1
1 quarter
|
|
415
Filana Therapeutics
FLNA
$21.4M
| $71K | 0.02% |
+5,886
| New | +$80.6K |
2015 Q2
0 quarters
|
|
|
MRGE
416
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
| $67K | 0.02% |
+13,900
| New | +$66.5K |
2015 Q2
0 quarters
|
|
|
ESIO
417
DELISTED
Electro Scientific Industries
ESIO
| $66K | 0.02% |
+12,600
| New | +$71.6K |
2015 Q2
0 quarters
|
|
|
WG
418
DELISTED
Willbros Group
WG
| $66K | 0.02% |
+51,600
| New | +$114K |
2015 Q2
0 quarters
|
|
|
BONT
419
DELISTED
Bon-Ton Stores Inc/The
BONT
| $65K | 0.02% |
+14,100
| New | +$89.5K |
2015 Q2
0 quarters
|
|
|
CVO
420
DELISTED
Cenevo, Inc.
CVO
| $62K | 0.02% |
+3,638
| New | +$66.2K |
2015 Q2
0 quarters
|
|
421
IAMGOLD
IAG
$9.8B
| $58K | 0.02% |
+29,000
| New | +$62.8K |
2015 Q2
0 quarters
|
|
422
Digital Turbine
APPS
$928M
| $53K | 0.02% |
+17,400
| New | +$64.7K |
2015 Q2
0 quarters
|
|
|
ANH
423
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $50K | 0.02% |
10,200
+200
| +2% | +$1.04K |
2014 Q4
2 quarters
|
|
|
AST
424
DELISTED
Asterias Biotherapeutics Inc. Series A
AST
| $47K | 0.02% |
+10,200
| New | +$97.8K |
2015 Q2
0 quarters
|
|
425
Quantum Corp
QMCO
$607M
| $45K | 0.01% |
+169
| New | +$51.6K |
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.