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 | |
|---|---|---|---|---|---|---|---|
426
Gran Tierra Energy
GTE
$335M
| $44K | 0.01% |
+1,490
| New | +$48.7K |
2015 Q2
0 quarters
|
|
427
Harmony Gold Mining
HMY
$9.46B
| $44K | 0.01% |
+32,500
| New | +$54.3K |
2015 Q2
0 quarters
|
|
428
DELISTED
Christopher & Banks Corporation
CBK
| $43K | 0.01% |
+10,700
| New | +$58.7K |
2015 Q2
0 quarters
|
|
|
ONE
429
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $42K | 0.01% |
+14,000
| New | +$39.9K |
2015 Q2
0 quarters
|
|
430
DELISTED
KEMET Corporation
KEM
| $39K | 0.01% |
+13,700
| New | +$50.3K |
2015 Q2
0 quarters
|
|
431
Microvision
MVIS
$35.8M
| $38K | 0.01% |
+847
| New | +$40.6K |
2015 Q2
0 quarters
|
|
|
PSUN
432
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
| $35K | 0.01% |
+31,000
| New | +$58.3K |
2015 Q2
0 quarters
|
|
433
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
| $33K | 0.01% |
+33
| New | +$35.6K |
2015 Q2
0 quarters
|
|
|
UNIS
434
DELISTED
Unilife Corporation
UNIS
| $33K | 0.01% |
+1,550
| New | +$47K |
2015 Q2
0 quarters
|
|
435
DELISTED
Carisma Therapeutics
CARM
| $32K | 0.01% |
+570
| New | +$80.5K |
2015 Q2
0 quarters
|
|
|
RVLT
436
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
| $24K | 0.01% |
+2,110
| New | +$25.4K |
2015 Q2
0 quarters
|
|
437
22nd Century Group
XXII
$424K
| – | – |
0
| – | – |
2015 Q2
0 quarters
|
|
438
DELISTED
Profire Energy, Inc
PFIE
| $12K | ﹤0.01% |
+10,300
| New | +$14.4K |
2015 Q2
0 quarters
|
|
439
Advance Auto Parts
AAP
$2.75B
| – | – |
-2,217
| Closed | -$332K | – |
|
440
Asbury Automotive
ABG
$3.54B
| – | – |
-6,600
| Closed | -$548K | – |
|
441
Adobe
ADBE
$94.6B
| – | – |
-5,023
| Closed | -$371K | – |
|
442
Agnico Eagle Mines
AEM
$90.2B
| – | – |
-34,400
| Closed | -$961K | – |
|
443
American Electric Power
AEP
$70.3B
| – | – |
-7,505
| Closed | -$422K | – |
|
444
AGCO
AGCO
$7.72B
| – | – |
-6,549
| Closed | -$312K | – |
|
445
Assured Guaranty
AGO
$3.29B
| – | – |
-23,000
| Closed | -$607K | – |
|
446
Assurant
AIZ
$15.8B
| – | – |
-13,174
| Closed | -$809K | – |
|
447
Applied Materials
AMAT
$294B
| – | – |
-77,388
| Closed | -$1.75M | – |
|
448
Ambarella
AMBA
$2.65B
| – | – |
-19,446
| Closed | -$1.47M | – |
|
449
AMC Global Media
AMCX
$391M
| – | – |
-11,649
| Closed | -$893K | – |
|
450
Affiliated Managers Group
AMG
$9.7B
| – | – |
-3,814
| Closed | -$819K | – |
|
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.