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 | |
|---|---|---|---|---|---|---|---|
101
Becton Dickinson
BDX
$54B
| $870K | 0.28% |
6,297
-544
| -8% | -$75.1K |
2015 Q1
1 quarter
|
|
102
Macerich
MAC
$6.87B
| $870K | 0.28% |
11,658
-17,116
| -59% | -$1.39M |
2015 Q1
1 quarter
|
|
103
TJX Companies
TJX
$156B
| $867K | 0.28% |
26,206
-44
| -0.2% | -$1.46K |
2015 Q1
1 quarter
|
|
|
WFM
104
DELISTED
Whole Foods Market Inc
WFM
| $862K | 0.28% |
21,859
+9,125
| +72% | +$408K |
2015 Q1
1 quarter
|
|
105
KLA
KLAC
$212B
| $851K | 0.28% |
151,460
+62,970
| +71% | +$368K |
2015 Q1
1 quarter
|
|
106
Goodyear
GT
$1.27B
| $849K | 0.28% |
28,165
+3,451
| +14% | +$103K |
2015 Q1
1 quarter
|
|
107
SL Green Realty
SLG
$3.56B
| $848K | 0.28% |
+7,975
| New | +$936K |
2015 Q2
0 quarters
|
|
108
CarMax
KMX
$7.9B
| $843K | 0.27% |
+12,738
| New | +$908K |
2015 Q2
0 quarters
|
|
|
MXIM
109
DELISTED
Maxim Integrated Products
MXIM
| $837K | 0.27% |
24,200
+18,400
| +317% | +$629K |
2015 Q1
1 quarter
|
|
110
Commercial Metals
CMC
$7.16B
| $836K | 0.27% |
+52,020
| New | +$850K |
2015 Q2
0 quarters
|
|
111
Alcoa
AA
$10.5B
| $824K | 0.27% |
30,748
-6,504
| -17% | -$202K |
2015 Q1
1 quarter
|
|
112
JB Hunt Transport Services
JBHT
$20.6B
| $813K | 0.26% |
+9,908
| New | +$861K |
2015 Q2
0 quarters
|
|
113
Nike
NKE
$57.5B
| $808K | 0.26% |
+14,964
| New | +$767K |
2015 Q2
0 quarters
|
|
114
Hartford Financial Services
HIG
$35.4B
| $799K | 0.26% |
+19,221
| New | +$803K |
2015 Q2
0 quarters
|
|
115
Lumen Technologies, Inc. Common Stock
LUMN
$4.93B
| $795K | 0.26% |
27,056
+13,573
| +101% | +$462K |
2015 Q1
1 quarter
|
|
116
Brunswick
BC
$4.83B
| $794K | 0.26% |
+15,616
| New | +$816K |
2015 Q2
0 quarters
|
|
|
CLGX
117
DELISTED
Corelogic, Inc.
CLGX
| $791K | 0.26% |
+19,931
| New | +$761K |
2015 Q2
0 quarters
|
|
118
Equinix
EQIX
$100B
| $790K | 0.26% |
+3,110
| New | +$793K |
2015 Q2
0 quarters
|
|
119
Zimmer Biomet
ZBH
$18.3B
| $789K | 0.26% |
7,439
+2,631
| +55% | +$291K |
2015 Q1
1 quarter
|
|
120
Xerox
XRX
$188M
| $788K | 0.26% |
28,096
-57,677
| -67% | -$1.78M |
2015 Q1
1 quarter
|
|
121
Genuine Parts
GPC
$16.8B
| $785K | 0.25% |
8,768
-3,296
| -27% | -$304K |
2015 Q1
1 quarter
|
|
122
Ball Corp
BALL
$17.3B
| $781K | 0.25% |
22,262
-998
| -4% | -$36K |
2015 Q1
1 quarter
|
|
123
International Flavors & Fragrances
IFF
$23.1B
| $776K | 0.25% |
7,103
+4,963
| +232% | +$573K |
2015 Q1
1 quarter
|
|
|
MNK
124
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $776K | 0.25% |
+6,592
| New | +$813K |
2015 Q2
0 quarters
|
|
125
Minerals Technologies
MTX
$1.98B
| $773K | 0.25% |
+11,340
| New | +$788K |
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.