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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
CS
1201
DELISTED
Credit Suisse Group
CS
$321K 0.02%
+13,349
New +$367K
PRMW
1202
DELISTED
Primo Water Corporation
PRMW
$319K 0.02%
29,480
-82,491
-74% -$892K
SRCL
1203
DELISTED
Stericycle Inc
SRCL
$318K 0.02%
2,283
-167
-7% -$23.3K
TEN
1204
Tsakos Energy Navigation Ltd
TEN
$1.18B
$317K 0.02%
7,801
+327
+4% +$14K
EIX icon
1205
Edison International
EIX
$25.9B
$316K 0.02%
5,012
-14,913
-75% -$886K
HAL icon
1206
Halliburton
HAL
$27.1B
$316K 0.02%
8,952
-33,359
-79% -$1.31M
TTI icon
1207
TETRA Technologies
TTI
$1.27B
$316K 0.02%
53,534
+24,513
+84% +$155K
AMAG
1208
DELISTED
AMAG Pharmaceuticals
AMAG
$314K 0.02%
7,900
-31,572
-80% -$1.96M
CPHD
1209
DELISTED
Cepheid Inc
CPHD
$314K 0.02%
+6,948
New +$371K
ACC
1210
DELISTED
American Campus Communities, Inc.
ACC
$313K 0.02%
8,633
+1,400
+19% +$51.1K
NPTN
1211
DELISTED
NEOPHOTONICS CORP
NPTN
$313K 0.02%
45,894
-44,492
-49% -$344K
ELS icon
1212
Equity Lifestyle Properties
ELS
$12.5B
$312K 0.02%
10,654
-2,296
-18% -$65.3K
GLW icon
1213
Corning
GLW
$135B
$312K 0.02%
18,243
-63,112
-78% -$1.14M
TMO icon
1214
Thermo Fisher Scientific
TMO
$214B
$312K 0.02%
2,553
+144
+6% +$18.8K
CMA
1215
DELISTED
Comerica
CMA
$310K 0.02%
7,541
-26,317
-78% -$1.2M
EVRI
1216
DELISTED
Everi Holdings
EVRI
$310K 0.02%
60,470
+7,118
+13% +$40.8K
GRFS
1217
Grifois
GRFS
$5.33B
$310K 0.02%
20,380
-40,116
-66% -$637K
CNO icon
1218
CNO Financial Group
CNO
$5.14B
$309K 0.02%
16,416
+6,151
+60% +$112K
HSNI
1219
DELISTED
HSN, Inc.
HSNI
$308K 0.02%
+5,381
New +$350K
TAHO
1220
DELISTED
Tahoe Resources Inc
TAHO
$307K 0.02%
39,670
-940
-2% -$8.37K
AR icon
1221
Antero Resources
AR
$10.7B
$306K 0.02%
14,438
-7,242
-33% -$193K
BP icon
1222
BP
BP
$109B
$306K 0.02%
11,890
-168,347
-93% -$4.93M
DHI icon
1223
D.R. Horton
DHI
$40.8B
$306K 0.02%
10,413
-55,032
-84% -$1.62M
JEF icon
1224
Jefferies Financial Group
JEF
$13B
$306K 0.02%
+16,875
New +$339K
PTR
1225
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$306K 0.02%
+4,394
New +$392K
47 48
49
50 51

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ECM
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JFL
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BAM
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SF
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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.