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 | |
|---|---|---|---|---|---|---|---|
201
Edgewell Personal Care
EPC
$1.32B
| $474K | 0.15% |
+3,603
| New | +$372K |
2015 Q2
0 quarters
|
|
202
OneMain Financial
OMF
$6.61B
| $473K | 0.15% |
+10,300
| New | +$500K |
2015 Q2
0 quarters
|
|
203
Charles River Laboratories
CRL
$16.2B
| $470K | 0.15% |
+6,678
| New | +$494K |
2015 Q2
0 quarters
|
|
204
DELISTED
SANDISK CORP
SNDK
| $470K | 0.15% |
8,079
-14,599
| -64% | -$977K |
2015 Q1
1 quarter
|
|
205
DELISTED
CA, Inc.
CA
| $470K | 0.15% |
+16,058
| New | +$499K |
2015 Q2
0 quarters
|
|
206
Worthington Enterprises
WOR
$3.2B
| $469K | 0.15% |
+25,289
| New | +$432K |
2015 Q2
0 quarters
|
|
207
Bank of New York Mellon
BNY
$100B
| $468K | 0.15% |
+11,158
| New | +$475K |
2015 Q2
0 quarters
|
|
208
MSCI
MSCI
$46.3B
| $467K | 0.15% |
+7,588
| New | +$471K |
2015 Q2
0 quarters
|
|
209
Blackstone Mortgage Trust
BXMT
$1.87B
| $465K | 0.15% |
+16,700
| New | +$500K |
2015 Q2
0 quarters
|
|
210
Crane NXT
CXT
$3.48B
| $464K | 0.15% |
22,753
-5,170
| -19% | -$110K |
2015 Q1
1 quarter
|
|
211
DELISTED
SunTrust Banks, Inc.
STI
| $463K | 0.15% |
+10,756
| New | +$457K |
2015 Q2
0 quarters
|
|
|
RFP
212
DELISTED
Resolute Forest Products Inc.
RFP
| $456K | 0.15% |
+40,500
| New | +$563K |
2015 Q2
0 quarters
|
|
213
DELISTED
Verifone Systems Inc
PAY
| $456K | 0.15% |
+13,423
| New | +$487K |
2015 Q2
0 quarters
|
|
214
Chevron
CVX
$445B
| $453K | 0.15% |
+4,696
| New | +$493K |
2015 Q2
0 quarters
|
|
215
Criteo S.A.
CRTO
$733M
| $450K | 0.15% |
9,445
| – | – |
2015 Q1
1 quarter
|
|
216
Compass Minerals
CMP
$979M
| $449K | 0.15% |
+5,466
| New | +$481K |
2015 Q2
0 quarters
|
|
217
Regal Rexnord
RRX
$10.7B
| $445K | 0.14% |
+6,132
| New | +$474K |
2015 Q2
0 quarters
|
|
218
Best Buy
BBY
$20.1B
| $441K | 0.14% |
13,520
+1,474
| +12% | +$52.3K |
2015 Q1
1 quarter
|
|
219
World Kinect Corp
WKC
$1.91B
| $439K | 0.14% |
+9,152
| New | +$479K |
2015 Q2
0 quarters
|
|
220
Murphy USA
MUSA
$9.35B
| $437K | 0.14% |
+7,829
| New | +$492K |
2015 Q2
0 quarters
|
|
221
Sonic Automotive
SAH
$2.01B
| $436K | 0.14% |
+18,306
| New | +$442K |
2015 Q2
0 quarters
|
|
222
DELISTED
Talen Energy Corporation
TLN
| $435K | 0.14% |
+25,335
| New | +$478K |
2015 Q2
0 quarters
|
|
223
Magna International
MGA
$17.1B
| $432K | 0.14% |
7,700
+900
| +13% | +$50.1K |
2015 Q1
1 quarter
|
|
224
RenaissanceRe
RNR
$14.2B
| $431K | 0.14% |
4,246
+917
| +28% | +$94.5K |
2014 Q4
2 quarters
|
|
|
SLH
225
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $431K | 0.14% |
9,679
+4,365
| +82% | +$215K |
2015 Q1
1 quarter
|
|
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.