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 | |
|---|---|---|---|---|---|---|---|
126
Dollar Tree
DLTR
$25.1B
| $771K | 0.25% |
+9,762
| New | +$772K |
2015 Q2
0 quarters
|
|
127
Watsco Inc
WSO
$12.6B
| $768K | 0.25% |
+6,208
| New | +$773K |
2015 Q2
0 quarters
|
|
|
NBL
128
DELISTED
Noble Energy, Inc.
NBL
| $768K | 0.25% |
+17,986
| New | +$849K |
2015 Q2
0 quarters
|
|
129
Akamai
AKAM
$12.1B
| $762K | 0.25% |
+10,919
| New | +$810K |
2015 Q2
0 quarters
|
|
130
Thomson Reuters
TRI
$49.4B
| $751K | 0.24% |
+16,999
| New | +$796K |
2015 Q2
0 quarters
|
|
131
Teradata
TDC
$3.07B
| $744K | 0.24% |
20,097
-17,789
| -47% | -$732K |
2015 Q1
1 quarter
|
|
|
VAR
132
DELISTED
Varian Medical Systems, Inc.
VAR
| $742K | 0.24% |
+10,027
| New | +$785K |
2015 Q2
0 quarters
|
|
133
Ashland
ASH
$3.52B
| $740K | 0.24% |
+12,409
| New | +$773K |
2015 Q2
0 quarters
|
|
134
ConocoPhillips
COP
$166B
| $726K | 0.24% |
11,818
-34,305
| -74% | -$2.24M |
2015 Q1
1 quarter
|
|
|
ENDP
135
DELISTED
Endo International plc
ENDP
| $726K | 0.24% |
+9,115
| New | +$787K |
2015 Q2
0 quarters
|
|
|
CVC
136
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $721K | 0.23% |
30,109
-7,969
| -21% | -$173K |
2015 Q1
1 quarter
|
|
137
Blackrock
BLK
$184B
| $719K | 0.23% |
+2,079
| New | +$758K |
2015 Q2
0 quarters
|
|
138
Elevance Health
ELV
$92.4B
| $714K | 0.23% |
+4,351
| New | +$695K |
2015 Q2
0 quarters
|
|
|
LVLT
139
DELISTED
Level 3 Communications Inc
LVLT
| $709K | 0.23% |
13,457
-2,510
| -16% | -$138K |
2014 Q4
2 quarters
|
|
140
GameStop
GME
$12.4B
| $698K | 0.23% |
+64,988
| New | +$668K |
2015 Q2
0 quarters
|
|
141
Huntington Ingalls Industries
HII
$11.3B
| $696K | 0.23% |
6,183
-914
| -13% | -$116K |
2015 Q1
1 quarter
|
|
142
Reliance Steel & Aluminium
RS
$21.5B
| $696K | 0.23% |
+11,502
| New | +$728K |
2015 Q2
0 quarters
|
|
|
SPN
143
DELISTED
Superior Energy Services, Inc.
SPN
| $696K | 0.23% |
+3,310
| New | +$775K |
2015 Q2
0 quarters
|
|
144
Albemarle
ALB
$11.7B
| $684K | 0.22% |
+12,374
| New | +$739K |
2015 Q2
0 quarters
|
|
145
First Solar
FSLR
$21.7B
| $684K | 0.22% |
+14,553
| New | +$813K |
2015 Q2
0 quarters
|
|
146
Western Union
WU
$2.14B
| $684K | 0.22% |
+33,665
| New | +$717K |
2015 Q2
0 quarters
|
|
147
Empire State Realty Trust
ESRT
$894M
| $682K | 0.22% |
+40,000
| New | +$720K |
2015 Q2
0 quarters
|
|
148
General Motors
GM
$74.5B
| $682K | 0.22% |
20,466
-3,951
| -16% | -$141K |
2014 Q4
2 quarters
|
|
149
TD Synnex
SNX
$17.3B
| $673K | 0.22% |
+18,400
| New | +$731K |
2015 Q2
0 quarters
|
|
150
Vornado Realty Trust
VNO
$6.72B
| $673K | 0.22% |
+8,774
| New | +$728K |
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.