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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
LYG icon
1526
Lloyds Banking Group
LYG
$90.9B
$165K 0.01%
35,922
-179,746
-83% -$900K
AMH icon
1527
American Homes 4 Rent
AMH
$12.5B
$164K 0.01%
10,192
-2,676
-21% -$42.9K
OSG
1528
Octave Specialty Group
OSG
$234M
$162K 0.01%
11,163
-1,152
-9% -$18.7K
SMTC icon
1529
Semtech
SMTC
$13B
$162K 0.01%
10,702
-3,874
-27% -$66.6K
AVID
1530
DELISTED
Avid Technology Inc
AVID
$161K 0.01%
20,277
-21,923
-52% -$225K
SCAI
1531
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$161K 0.01%
4,928
-513
-9% -$19.2K
PGI
1532
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$160K 0.01%
+11,653
New +$131K
DAKT icon
1533
Daktronics
DAKT
$1.04B
$159K 0.01%
+18,297
New +$188K
RH icon
1534
RH
RH
$3.66B
$159K 0.01%
1,709
-1,472
-46% -$145K
CVX icon
1535
Chevron
CVX
$367B
$158K 0.01%
2,004
-90,744
-98% -$7.64M
OTIC
1536
DELISTED
Otonomy, Inc.
OTIC
$158K 0.01%
8,886
-2,914
-25% -$68.9K
ZSPH
1537
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
$158K 0.01%
2,400
-19,836
-89% -$1.19M
CAE icon
1538
CAE Inc. Common Shares
CAE
$8.7B
$157K 0.01%
+14,800
New +$163K
TVTY
1539
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$157K 0.01%
+14,152
New +$173K
AAMI
1540
Acadian Asset Management
AAMI
$3.22B
$155K 0.01%
10,034
-45,160
-82% -$762K
CIG icon
1541
CEMIG Preferred Shares
CIG
$6.06B
$154K 0.01%
170,067
+78,337
+85% +$102K
VALE.P
1542
DELISTED
Vale S A
VALE.P
$154K 0.01%
+45,922
New +$190K
CMC icon
1543
Commercial Metals
CMC
$8.3B
$153K 0.01%
11,327
-4,735
-29% -$72.4K
KRA
1544
DELISTED
Kraton Corporation
KRA
$153K 0.01%
8,529
-2,813
-25% -$59.5K
BEL
1545
DELISTED
Belmond Ltd.
BEL
$152K 0.01%
15,020
+3,601
+32% +$41.4K
CVSA
1546
Covista Inc
CVSA
$4.75B
$151K 0.01%
5,564
-26,103
-82% -$742K
CMRE icon
1547
Costamare
CMRE
$1.77B
$150K 0.01%
+12,216
New +$193K
HCBK
1548
DELISTED
HUDSON CITY BANCORP INC
HCBK
$150K 0.01%
+14,719
New +$145K
HTGC icon
1549
Hercules Capital
HTGC
$3.22B
$149K 0.01%
14,691
-30,194
-67% -$342K
CNH
1550
CNH Industrial
CNH
$17.8B
$149K 0.01%
26,227
-324
-1% -$2.35K
60 61
62
63 64

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.