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 |
Newmont
NEM
|
+$4.18M |
| 2 |
The Mosaic Company
MOS
|
+$4.14M |
| 3 |
Sysco
SYY
|
+$3.71M |
| 4 |
Barrick Mining
B
|
+$3.61M |
| 5 |
GG
Goldcorp Inc
GG
|
+$3.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$2.54M |
| 2 |
Caterpillar
CAT
|
+$2.16M |
| 3 |
Walgreens Boots Alliance
WBA
|
+$1.99M |
| 4 |
Merck
MRK
|
+$1.98M |
| 5 |
Illinois Tool Works
ITW
|
+$1.78M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.2% |
| 2 | Industrials | 13.23% |
| 3 | Technology | 12.31% |
| 4 | Materials | 10.42% |
| 5 | Healthcare | 10.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
United Rentals
URI
$68.4B
| $1.86M | 0.65% |
+20,368
| New | +$1.83M |
2015 Q1
0 quarters
|
|
27
Crown Castle
CCI
$38B
| $1.82M | 0.64% |
+22,112
| New | +$1.88M |
2015 Q1
0 quarters
|
|
28
DELISTED
Discover Financial Services
DFS
| $1.8M | 0.63% |
+31,846
| New | +$1.89M |
2015 Q1
0 quarters
|
|
29
DELISTED
Hess
HES
| $1.76M | 0.61% |
+25,896
| New | +$1.85M |
2015 Q1
0 quarters
|
|
|
STJ
30
DELISTED
St Jude Medical
STJ
| $1.76M | 0.61% |
+26,833
| New | +$1.78M |
2015 Q1
0 quarters
|
|
31
Applied Materials
AMAT
$296B
| $1.75M | 0.61% |
+77,388
| New | +$1.85M |
2015 Q1
0 quarters
|
|
32
Mondelez International
MDLZ
$84.2B
| $1.7M | 0.59% |
47,121
+37,641
| +397% | +$1.36M |
2014 Q4
1 quarter
|
|
33
Realty Income
O
$56.6B
| $1.68M | 0.59% |
+33,610
| New | +$1.68M |
2015 Q1
0 quarters
|
|
34
Teradata
TDC
$3B
| $1.67M | 0.58% |
+37,886
| New | +$1.66M |
2015 Q1
0 quarters
|
|
35
Altria Group
MO
$127B
| $1.64M | 0.57% |
+32,770
| New | +$1.74M |
2015 Q1
0 quarters
|
|
|
FTR
36
DELISTED
Frontier Communications Corp.
FTR
| $1.64M | 0.57% |
+15,457
| New | +$1.71M |
2015 Q1
0 quarters
|
|
37
Aon
AON
$71.4B
| $1.57M | 0.55% |
16,374
+7,874
| +93% | +$762K |
2014 Q4
1 quarter
|
|
38
VeriSign
VRSN
$27.9B
| $1.56M | 0.55% |
23,346
+15,846
| +211% | +$963K |
2014 Q4
1 quarter
|
|
39
Eastman Chemical
EMN
$7.48B
| $1.56M | 0.55% |
22,559
+12,324
| +120% | +$890K |
2014 Q4
1 quarter
|
|
40
Equifax
EFX
$22.1B
| $1.56M | 0.54% |
+16,721
| New | +$1.48M |
2015 Q1
0 quarters
|
|
|
BCR
41
DELISTED
CR Bard Inc.
BCR
| $1.53M | 0.53% |
+9,134
| New | +$1.57M |
2015 Q1
0 quarters
|
|
42
Starwood Property Trust
STWD
$4.33B
| $1.52M | 0.53% |
+62,500
| New | +$1.5M |
2015 Q1
0 quarters
|
|
43
Ambarella
AMBA
$2.66B
| $1.47M | 0.51% |
+19,446
| New | +$1.18M |
2015 Q1
0 quarters
|
|
44
DELISTED
SANDISK CORP
SNDK
| $1.44M | 0.5% |
+22,678
| New | +$1.84M |
2015 Q1
0 quarters
|
|
45
Archer Daniels Midland
ADM
$33B
| $1.43M | 0.5% |
+30,221
| New | +$1.44M |
2015 Q1
0 quarters
|
|
46
Quanta Services
PWR
$87.9B
| $1.43M | 0.5% |
+50,057
| New | +$1.4M |
2015 Q1
0 quarters
|
|
47
Darden Restaurants
DRI
$25.9B
| $1.42M | 0.5% |
+22,969
| New | +$1.29M |
2015 Q1
0 quarters
|
|
48
Ross Stores
ROST
$76.3B
| $1.42M | 0.5% |
+26,968
| New | +$1.33M |
2015 Q1
0 quarters
|
|
49
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $1.41M | 0.49% |
+32,430
| New | +$1.41M |
2015 Q1
0 quarters
|
|
50
D.R. Horton
DHI
$40.6B
| $1.37M | 0.48% |
+48,221
| New | +$1.26M |
2015 Q1
0 quarters
|
|
Similar funds
Squarepoint's Q1 2015 Portfolio in Review
As of Q1 2015, Squarepoint held 535 positions worth $287M, up 177% from $103M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Squarepoint deployed $185M of net new capital in Q1 2015, opening 350 new positions and adding to 42 existing holdings. Its largest new stake was The Mosaic Company: 84,866 shares worth $3.91M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 11% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was Alphabet (Google) Class C, an estimated $1.53M trimmed.
- Squarepoint's largest Q1 2015 buy was The Mosaic Company: 84,866 shares worth $3.91M.
- Squarepoint added most to Newmont in Q1 2015, an estimated $4.18M increase.
- Squarepoint's biggest Q1 2015 reduction was Alphabet (Google) Class C, cutting an estimated $1.53M.
- Squarepoint fully exited Apple in Q1 2015, selling an estimated $2.54M.
- Squarepoint's ten largest holdings make up 12% of its $287M portfolio in Q1 2015.
- Squarepoint opened 350 new positions and closed 123 in Q1 2015.
- Squarepoint's portfolio value rose 177% quarter-over-quarter to $287M.
Based on Squarepoint's 13F filing for Q1 2015, filed 15 May 2015.