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Cubist Systematic Strategies Portfolio holdings

AUM $21B
1-Year Est. Return 21.48%
This Fund
S&P 500
This Quarter Est. Return
-10.2%
1 Year Est. Return
+21.48%
3 Year Est. Return
+78.34%
5 Year Est. Return
+110.56%
10 Year Est. Return
+239.02%
AUM
$1.98B
AUM Growth
-$68M
Cap. Flow
+$206M
Cap. Flow %
10.43%
Top 10 Hldgs %
10.1%
Holding
2,237
New
441
Increased
720
Reduced
666
Closed
402

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$97.7M
2
MS icon
Morgan Stanley
MS
+$10.9M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$10M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$9.97M
5
LVS icon
Las Vegas Sands
LVS
+$8.96M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$12.3M
2
HLT icon
Hilton Worldwide
HLT
+$10.3M
3
ENDP
Endo International plc
ENDP
+$9.52M
4
MU icon
Micron Technology
MU
+$9.4M
5
UAL icon
United Airlines
UAL
+$8.91M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.16%
2 Technology 13.71%
3 Healthcare 13.67%
4 Industrials 10.24%
5 Financials 8.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CF icon
226
CF Industries
CF
$18.1B
$2.15M 0.11%
47,791
+33,769
+241% +$1.96M
ARMK icon
227
Aramark
ARMK
$14.9B
$2.14M 0.11%
99,922
+36,292
+57% +$829K
ESNT icon
228
Essent Group
ESNT
$6.09B
$2.12M 0.11%
85,366
+57,076
+202% +$1.57M
ICLR icon
229
Icon
ICLR
$12.7B
$2.12M 0.11%
29,873
+26,315
+740% +$1.98M
LSI
230
DELISTED
Life Storage, Inc.
LSI
$2.12M 0.11%
33,702
+21,474
+176% +$1.33M
STNG icon
231
Scorpio Tankers
STNG
$3.74B
$2.12M 0.11%
23,099
+6,207
+37% +$622K
KATE
232
DELISTED
Kate Spade & Company
KATE
$2.12M 0.11%
110,836
-30,026
-21% -$600K
WBMD
233
DELISTED
WebMD Health Corp.
WBMD
$2.12M 0.11%
+53,120
New +$2.25M
JD icon
234
JD.com
JD
$44.4B
$2.1M 0.11%
80,661
-88,808
-52% -$2.57M
JLL icon
235
Jones Lang LaSalle
JLL
$17B
$2.1M 0.11%
+14,619
New +$2.39M
MW
236
DELISTED
THE MENS WAREHOUSE INC
MW
$2.09M 0.11%
+49,169
New +$2.72M
DXCM icon
237
DexCom
DXCM
$31.6B
$2.08M 0.11%
97,080
+53,148
+121% +$1.19M
NCLH icon
238
Norwegian Cruise Line
NCLH
$9.45B
$2.08M 0.11%
36,316
+33,379
+1,136% +$1.97M
VIPS icon
239
Vipshop
VIPS
$7.47B
$2.08M 0.11%
123,877
-264,291
-68% -$5.07M
FWONK icon
240
Liberty Media Series C
FWONK
$24.1B
$2.08M 0.11%
85,195
-21,326
-20% -$547K
BAC icon
241
Bank of America
BAC
$444B
$2.07M 0.1%
132,954
+72,762
+121% +$1.22M
TER icon
242
Teradyne
TER
$62.8B
$2.07M 0.1%
114,858
+17,230
+18% +$318K
VNO icon
243
Vornado Realty Trust
VNO
$7.6B
$2.06M 0.1%
28,226
+15,654
+125% +$1.18M
BC icon
244
Brunswick
BC
$5.5B
$2.06M 0.1%
42,904
+10,696
+33% +$544K
UPS icon
245
United Parcel Service
UPS
$91.6B
$2.05M 0.1%
20,755
-3,793
-15% -$375K
WPC icon
246
W.P. Carey
WPC
$16.3B
$2.05M 0.1%
+36,152
New +$2.1M
NTCT icon
247
NETSCOUT
NTCT
$3.03B
$2.04M 0.1%
57,602
+45,582
+379% +$1.73M
RL icon
248
Ralph Lauren
RL
$23.2B
$2.03M 0.1%
17,188
+11,697
+213% +$1.39M
DVN icon
249
Devon Energy
DVN
$49.6B
$2.03M 0.1%
54,684
+43,224
+377% +$1.98M
JBHT icon
250
JB Hunt Transport Services
JBHT
$25.7B
$2.03M 0.1%
28,400
-29,250
-51% -$2.32M
8 9
10
11 12

Similar funds

GIM
Glenmede Investment Management Philadelphia, Pennsylvania $20.7B AUM
ECM
Eisler Capital Management London, United Kingdom $22.6B AUM 9.36% 1-Year Est. Return
JFL
Jarislowsky, Fraser Ltd Montreal, Quebec, Canada $18.2B AUM 22.04% 1-Year Est. Return
BAM
Burgundy Asset Management Toronto, Ontario, Canada $10.6B AUM 13.39% 1-Year Est. Return
SF
Synovus Financial Columbus, Georgia $8.74B AUM 12.78% 1-Year Est. Return
WIM
Waverton Investment Management London, United Kingdom $7.77B AUM 25.07% 1-Year Est. Return
AIM
AXA Investment Managers Puteaux, France $37.1B AUM
SIG
Stonegate Investment Group Birmingham, Alabama $4.31B AUM 18.07% 1-Year Est. Return

Cubist Systematic Strategies's Q3 2015 Portfolio in Review

As of Q3 2015, Cubist Systematic Strategies held 2,237 positions worth $1.98B, down 3.3% from $2.05B the previous quarter. Its ten largest holdings account for 10% of the portfolio.

Cubist Systematic Strategies deployed $206M of net new capital in Q3 2015, opening 441 new positions and adding to 720 existing holdings. Its largest new stake was Invesco QQQ Trust: 92,770 shares worth $9.44M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $12.3M trimmed.

  • Cubist Systematic Strategies's largest Q3 2015 buy was Invesco QQQ Trust: 92,770 shares worth $9.44M.
  • Cubist Systematic Strategies added most to State Street SPDR S&P 500 ETF Trust in Q3 2015, an estimated $97.7M increase.
  • Cubist Systematic Strategies's biggest Q3 2015 reduction was Allergan plc, cutting an estimated $12.3M.
  • Cubist Systematic Strategies fully exited Ultimate Software Group Inc in Q3 2015, selling an estimated $4.79M.
  • Cubist Systematic Strategies's ten largest holdings make up 10% of its $1.98B portfolio in Q3 2015.
  • Cubist Systematic Strategies opened 441 new positions and closed 402 in Q3 2015.
  • Cubist Systematic Strategies's portfolio value fell 3.3% quarter-over-quarter to $1.98B.

Based on Cubist Systematic Strategies's 13F filing for Q3 2015, filed 16 Nov 2015.