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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
PRXL
826
DELISTED
Parexel International Corp
PRXL
$617K 0.03%
9,961
-5,485
-36% -$369K
FOE
827
DELISTED
Ferro Corporation
FOE
$616K 0.03%
56,236
-496
-0.9% -$6.72K
MENT
828
DELISTED
Mentor Graphics Corp
MENT
$616K 0.03%
+25,003
New +$638K
CLX icon
829
Clorox
CLX
$12.7B
$614K 0.03%
+5,317
New +$597K
FNF icon
830
Fidelity National Financial
FNF
$13.6B
$614K 0.03%
24,948
+17,229
+223% +$451K
KW
831
DELISTED
Kennedy-Wilson Holdings
KW
$614K 0.03%
27,704
+10,214
+58% +$252K
BKS
832
DELISTED
Barnes & Noble
BKS
$614K 0.03%
+50,666
New +$813K
KDP icon
833
Keurig Dr Pepper
KDP
$40.9B
$613K 0.03%
7,755
+2,981
+62% +$234K
LPL icon
834
LG Display
LPL
$3.27B
$613K 0.03%
64,481
+43,122
+202% +$433K
CNQ icon
835
Canadian Natural Resources
CNQ
$95B
$612K 0.03%
65,136
-184,078
-74% -$2.03M
PLD icon
836
Prologis
PLD
$133B
$612K 0.03%
15,722
-58,445
-79% -$2.29M
CST
837
DELISTED
CST Brands, Inc.
CST
$611K 0.03%
18,163
-6,845
-27% -$248K
TWC
838
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$611K 0.03%
3,409
+391
+13% +$73K
TRNX
839
DELISTED
TORNIER N V SHARES (NLD)
TRNX
$610K 0.03%
29,140
+27,292
+1,477% +$656K
TECD
840
DELISTED
Tech Data Corp
TECD
$609K 0.03%
8,896
-18,173
-67% -$1.11M
EXR icon
841
Extra Space Storage
EXR
$31.6B
$608K 0.03%
+7,886
New +$578K
BBBY
842
DELISTED
Bed Bath & Beyond Inc
BBBY
$607K 0.03%
+10,646
New +$679K
BEAT
843
DELISTED
BioTelemetry, Inc.
BEAT
$605K 0.03%
+49,411
New +$630K
WBD icon
844
Warner Bros
WBD
$66.9B
$604K 0.03%
23,204
+10,022
+76% +$296K
WU icon
845
Western Union
WU
$2.2B
$604K 0.03%
32,880
-131,301
-80% -$2.5M
NPKI
846
NPK International
NPKI
$1.15B
$604K 0.03%
118,064
+104,520
+772% +$715K
HBI
847
DELISTED
Hanesbrands
HBI
$603K 0.03%
20,842
+16,167
+346% +$501K
MSCI icon
848
MSCI
MSCI
$40.9B
$602K 0.03%
10,128
+1,508
+17% +$95K
CVC
849
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$601K 0.03%
18,504
+5,916
+47% +$161K
ZINC
850
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$601K 0.03%
+197,787
New +$1.5M
32 33
34
35 36

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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
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.