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 | |
|---|---|---|---|---|---|---|---|
|
551
The Mosaic Company
MOS
$7.08B
| – | – |
-84,866
| Closed | -$3.91M | – |
|
552
Movado Group
MOV
$712M
| – | – |
-9,919
| Closed | -$283K | – |
|
553
MSG Knickerbockers Corp.
MSGK
$7.61B
| – | – |
-7,010
| Closed | -$423K | – |
|
554
Manitowoc
MTW
$869M
| – | – |
-23,846
| Closed | -$466K | – |
|
555
Nabors Industries
NBR
$1.24B
| – | – |
-280
| Closed | -$191K | – |
|
|
556
Newmont
NEM
$124B
| – | – |
-190,796
| Closed | -$4.14M | – |
|
557
Neonode
NEON
$11.7M
| – | – |
-1,060
| Closed | -$34K | – |
|
558
Netflix
NFLX
$258B
| – | – |
-115,570
| Closed | -$688K | – |
|
559
Northrop Grumman
NOC
$77.4B
| – | – |
-8,467
| Closed | -$1.36M | – |
|
560
NOV
NOV
$6.27B
| – | – |
-13,254
| Closed | -$663K | – |
|
561
NetApp
NTAP
$34.2B
| – | – |
-26,624
| Closed | -$944K | – |
|
562
Northwest Bancshares
NWBI
$2.23B
| – | – |
-14,100
| Closed | -$167K | – |
|
563
Newell Brands
NWL
$2.48B
| – | – |
-17,517
| Closed | -$684K | – |
|
564
Realty Income
O
$56.4B
| – | – |
-33,610
| Closed | -$1.68M | – |
|
565
OGE Energy
OGE
$10.5B
| – | – |
-6,947
| Closed | -$220K | – |
|
566
Opko Health
OPK
$1.27B
| – | – |
-20,200
| Closed | -$286K | – |
|
567
Ormat Technologies
ORA
$5.72B
| – | – |
-10,400
| Closed | -$395K | – |
|
568
Outfront Media
OUT
$5.58B
| – | – |
-12,090
| Closed | -$356K | – |
|
569
Oxford Industries
OXM
$435M
| – | – |
-9,220
| Closed | -$696K | – |
|
570
PepsiCo
PEP
$194B
| – | – |
-23,842
| Closed | -$2.28M | – |
|
571
Pfizer
PFE
$166B
| – | – |
-65,594
| Closed | -$2.16M | – |
|
572
Philip Morris
PM
$304B
| – | – |
-3,301
| Closed | -$249K | – |
|
573
Pentair
PNR
$10.9B
| – | – |
-4,957
| Closed | -$209K | – |
|
574
PPG Industries
PPG
$27.3B
| – | – |
-6,420
| Closed | -$724K | – |
|
575
Primerica
PRI
$9.16B
| – | – |
-4,911
| Closed | -$250K | – |
|
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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.