We are live on ! Find out more
CSS

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
+239.04%
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
ALNY icon
351
Alnylam Pharmaceuticals
ALNY
$29.5B
$1.61M 0.08%
20,083
+5,653
+39% +$628K
OMC icon
352
Omnicom Group
OMC
$22.7B
$1.6M 0.08%
24,271
-17,937
-42% -$1.26M
PAYX icon
353
Paychex
PAYX
$42.5B
$1.6M 0.08%
33,580
-33,475
-50% -$1.56M
HAS icon
354
Hasbro
HAS
$13B
$1.6M 0.08%
+22,147
New +$1.71M
IDCC icon
355
InterDigital
IDCC
$8.58B
$1.58M 0.08%
31,304
+24,046
+331% +$1.24M
ENOV icon
356
Enovis
ENOV
$1.5B
$1.58M 0.08%
30,605
+19,397
+173% +$1.29M
ABM icon
357
ABM Industries
ABM
$2.84B
$1.57M 0.08%
+57,408
New +$1.81M
MLM icon
358
Martin Marietta Materials
MLM
$32.6B
$1.56M 0.08%
10,300
+441
+4% +$71.4K
MU icon
359
Micron Technology
MU
$1T
$1.56M 0.08%
104,419
-546,816
-84% -$9.4M
HXL icon
360
Hexcel
HXL
$7.9B
$1.56M 0.08%
+34,827
New +$1.72M
ARW icon
361
Arrow Electronics
ARW
$11.5B
$1.56M 0.08%
28,194
-9,845
-26% -$547K
MAS icon
362
Masco
MAS
$14.9B
$1.55M 0.08%
61,746
+2,405
+4% +$61.7K
NEM icon
363
Newmont
NEM
$111B
$1.54M 0.08%
96,154
+22,946
+31% +$411K
UTHR icon
364
United Therapeutics
UTHR
$22.4B
$1.54M 0.08%
11,764
-12,333
-51% -$1.98M
NOC icon
365
Northrop Grumman
NOC
$80.5B
$1.54M 0.08%
9,296
+4,339
+88% +$727K
GAS
366
DELISTED
AGL Resources Inc
GAS
$1.54M 0.08%
25,181
+19,089
+313% +$1.02M
AMGN icon
367
Amgen
AMGN
$217B
$1.54M 0.08%
11,107
-23,732
-68% -$3.74M
GIII icon
368
G-III Apparel Group
GIII
$1.51B
$1.53M 0.08%
+24,890
New +$1.71M
MOG.A icon
369
Moog Inc Class A
MOG.A
$13B
$1.53M 0.08%
28,394
+22,233
+361% +$1.43M
SONC
370
DELISTED
Sonic Corp
SONC
$1.53M 0.08%
66,878
-21,725
-25% -$601K
TK icon
371
Teekay
TK
$982M
$1.52M 0.08%
51,450
+26,799
+109% +$959K
BURL icon
372
Burlington
BURL
$23.3B
$1.52M 0.08%
29,831
+16,100
+117% +$860K
NWSA icon
373
News Corp Class A
NWSA
$15.9B
$1.52M 0.08%
+120,448
New +$1.68M
AMN icon
374
AMN Healthcare
AMN
$1.2B
$1.52M 0.08%
50,578
+29,904
+145% +$987K
STI
375
DELISTED
SunTrust Banks, Inc.
STI
$1.52M 0.08%
39,696
+25,598
+182% +$1.07M
13 14
15
16 17

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.