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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
+239.04%
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
CRS icon
401
Carpenter Technology
CRS
$28.3B
$1.41M 0.07%
47,325
+40,291
+573% +$1.47M
CVA
402
DELISTED
Covanta Holding Corporation
CVA
$1.4M 0.07%
80,438
+46,929
+140% +$928K
PHH
403
DELISTED
PHH Corporation
PHH
$1.4M 0.07%
99,439
+47,751
+92% +$935K
IMPV
404
DELISTED
Imperva, Inc.
IMPV
$1.4M 0.07%
21,397
+8,913
+71% +$591K
MANH icon
405
Manhattan Associates
MANH
$11.2B
$1.4M 0.07%
22,476
+6,076
+37% +$379K
TOL icon
406
Toll Brothers
TOL
$14.5B
$1.4M 0.07%
40,870
-61,496
-60% -$2.33M
ESS icon
407
Essex Property Trust
ESS
$18.5B
$1.4M 0.07%
+6,249
New +$1.38M
CTLT
408
DELISTED
CATALENT, INC.
CTLT
$1.4M 0.07%
57,393
-12,285
-18% -$373K
MMM icon
409
3M
MMM
$93.9B
$1.39M 0.07%
11,736
+836
+8% +$103K
HUN icon
410
Huntsman Corp
HUN
$1.78B
$1.39M 0.07%
142,947
+134,793
+1,653% +$2.32M
GLOG
411
DELISTED
GASLOG LTD
GLOG
$1.39M 0.07%
143,946
+142,776
+12,203% +$2.06M
GIS icon
412
General Mills
GIS
$19.2B
$1.38M 0.07%
24,633
-24,671
-50% -$1.41M
DCI icon
413
Donaldson
DCI
$11.3B
$1.37M 0.07%
+48,936
New +$1.57M
MCHP icon
414
Microchip Technology
MCHP
$42.2B
$1.37M 0.07%
+63,738
New +$1.37M
OMCL icon
415
Omnicell
OMCL
$1.69B
$1.37M 0.07%
+44,151
New +$1.58M
GLPI icon
416
Gaming and Leisure Properties
GLPI
$12.4B
$1.36M 0.07%
+45,832
New +$1.49M
RTN
417
DELISTED
Raytheon Company
RTN
$1.36M 0.07%
12,454
-27,277
-69% -$2.85M
HA
418
DELISTED
Hawaiian Holdings, Inc.
HA
$1.36M 0.07%
55,080
+54,780
+18,260% +$1.31M
MAR icon
419
Marriott International
MAR
$94.2B
$1.35M 0.07%
19,854
-46,945
-70% -$3.39M
AMT icon
420
American Tower
AMT
$78.3B
$1.35M 0.07%
15,361
-2,906
-16% -$274K
OVV icon
421
Ovintiv
OVV
$16B
$1.35M 0.07%
41,976
+29,071
+225% +$1.11M
VMC icon
422
Vulcan Materials
VMC
$37.2B
$1.35M 0.07%
15,125
+1,894
+14% +$176K
QRVO icon
423
Qorvo
QRVO
$8.4B
$1.34M 0.07%
29,859
+25,246
+547% +$1.52M
HP icon
424
Helmerich & Payne
HP
$3.33B
$1.34M 0.07%
28,439
+21,838
+331% +$1.24M
SFR
425
DELISTED
Starwood Waypoint Homes
SFR
$1.34M 0.07%
56,335
+38,750
+220% +$950K
15 16
17
18 19

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ECM
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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
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AIM
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SIG
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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.