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 | |
|---|---|---|---|---|---|---|---|
176
Cenovus Energy
CVE
$60.4B
| $584K | 0.19% |
+36,500
| New | +$635K |
2015 Q2
0 quarters
|
|
|
XLNX
177
DELISTED
Xilinx Inc
XLNX
| $584K | 0.19% |
+13,230
| New | +$596K |
2015 Q2
0 quarters
|
|
|
QEP
178
DELISTED
QEP RESOURCES, INC.
QEP
| $578K | 0.19% |
31,202
+10,859
| +53% | +$223K |
2014 Q4
2 quarters
|
|
179
FirstEnergy
FE
$27.2B
| $566K | 0.18% |
17,382
+1,361
| +8% | +$47.6K |
2015 Q1
1 quarter
|
|
180
Micron Technology
MU
$1T
| $560K | 0.18% |
29,727
+20,660
| +228% | +$551K |
2014 Q4
2 quarters
|
|
181
Rayonier
RYN
$5.77B
| $556K | 0.18% |
23,983
+2,119
| +10% | +$49.7K |
2015 Q1
1 quarter
|
|
182
Travel + Leisure Co
TNL
$4.32B
| $545K | 0.18% |
14,741
+44
| +0.3% | +$1.72K |
2015 Q1
1 quarter
|
|
|
MNDT
183
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $543K | 0.18% |
+11,100
| New | +$503K |
2015 Q2
0 quarters
|
|
184
Flowserve
FLS
$10B
| $542K | 0.18% |
10,300
+2,908
| +39% | +$162K |
2015 Q1
1 quarter
|
|
185
SM Energy
SM
$9.6B
| $534K | 0.17% |
+11,575
| New | +$611K |
2015 Q2
0 quarters
|
|
186
Sun Communities
SUI
$13.5B
| $532K | 0.17% |
+8,609
| New | +$545K |
2015 Q2
0 quarters
|
|
187
Broadridge
BR
$20.2B
| $529K | 0.17% |
+10,585
| New | +$564K |
2015 Q2
0 quarters
|
|
188
Constellation Brands
STZ
$22.9B
| $527K | 0.17% |
+4,540
| New | +$536K |
2015 Q2
0 quarters
|
|
189
Steris
STE
$22.1B
| $512K | 0.17% |
+7,953
| New | +$536K |
2015 Q2
0 quarters
|
|
190
Lockheed Martin
LMT
$147B
| $511K | 0.17% |
+2,748
| New | +$529K |
2015 Q2
0 quarters
|
|
191
Idacorp
IDA
$8.56B
| $508K | 0.16% |
+9,043
| New | +$538K |
2015 Q2
0 quarters
|
|
|
FDO
192
DELISTED
FAMILY DOLLAR STORES
FDO
| $501K | 0.16% |
+6,361
| New | +$501K |
2015 Q2
0 quarters
|
|
193
Regency Centers
REG
$13.7B
| $499K | 0.16% |
+8,454
| New | +$541K |
2015 Q2
0 quarters
|
|
194
Essex Property Trust
ESS
$17B
| $493K | 0.16% |
+2,322
| New | +$514K |
2015 Q2
0 quarters
|
|
195
DELISTED
ODP
ODP
| $487K | 0.16% |
5,624
-4,562
| -45% | -$420K |
2015 Q1
1 quarter
|
|
196
PNC Financial Services
PNC
$90.9B
| $487K | 0.16% |
5,094
-2,139
| -30% | -$202K |
2015 Q1
1 quarter
|
|
197
Smith & Wesson
SWBI
$591M
| $487K | 0.16% |
+38,196
| New | +$441K |
2015 Q2
0 quarters
|
|
198
Popular Inc
BPOP
$9.8B
| $479K | 0.16% |
+16,600
| New | +$558K |
2015 Q2
0 quarters
|
|
199
Paychex
PAYX
$39.9B
| $478K | 0.16% |
+10,187
| New | +$498K |
2015 Q2
0 quarters
|
|
200
PG&E
PCG
$39.6B
| $475K | 0.15% |
+9,664
| New | +$502K |
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.