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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
RYN icon
1601
Rayonier
RYN
$6.62B
$115K 0.01%
+5,738
New +$124K
LTM
1602
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$115K 0.01%
23,514
+1,347
+6% +$7.82K
FPO
1603
DELISTED
First Potomac Realty Trust
FPO
$115K 0.01%
+10,426
New +$114K
XENT
1604
DELISTED
Intersect ENT, Inc
XENT
$114K 0.01%
4,893
+2,228
+84% +$61.5K
ANH
1605
DELISTED
Anworth Mortgage Asset Corporation
ANH
$114K 0.01%
23,108
-12,141
-34% -$61.8K
TIVO
1606
DELISTED
Tivo Inc
TIVO
$114K 0.01%
+10,901
New +$132K
SPPI
1607
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$113K 0.01%
+18,900
New +$131K
PH icon
1608
Parker-Hannifin
PH
$126B
$112K 0.01%
1,148
-888
-44% -$96.4K
LPG icon
1609
Dorian LPG
LPG
$1.84B
$110K 0.01%
10,716
-45,304
-81% -$625K
SAM icon
1610
Boston Beer
SAM
$1.92B
$110K 0.01%
523
-2,660
-84% -$588K
NMR icon
1611
Nomura Holdings
NMR
$29B
$109K 0.01%
+18,714
New +$124K
SWC
1612
DELISTED
Stillwater Mining Co
SWC
$109K 0.01%
10,525
-36,495
-78% -$349K
SBSW icon
1613
Sibanye-Stillwater
SBSW
$7.02B
$108K 0.01%
+24,746
New +$123K
RDC
1614
DELISTED
Rowan Companies Plc
RDC
$108K 0.01%
6,689
-12,094
-64% -$211K
INVN
1615
DELISTED
Invensense Inc
INVN
$108K 0.01%
11,672
-17,706
-60% -$199K
ATEN icon
1616
A10 Networks
ATEN
$2.22B
$107K 0.01%
17,919
-28,792
-62% -$181K
GLUU
1617
DELISTED
Glu Mobile Inc.
GLUU
$107K 0.01%
24,526
-120,005
-83% -$615K
PDLI
1618
DELISTED
PDL BioPharma, Inc.
PDLI
$107K 0.01%
+21,212
New +$122K
IL
1619
DELISTED
IntraLinks Holdings Inc.
IL
$105K 0.01%
12,653
-33,051
-72% -$351K
SBS icon
1620
Sabesp
SBS
$19.1B
$104K 0.01%
138,267
+51,318
+59% +$46.1K
DNR
1621
DELISTED
Denbury Resources, Inc.
DNR
$104K 0.01%
42,512
-49,323
-54% -$191K
CALX icon
1622
Calix
CALX
$2.42B
$103K 0.01%
13,207
+837
+7% +$6.36K
IBKR icon
1623
Interactive Brokers
IBKR
$39.5B
$103K 0.01%
+10,428
New +$107K
WERN icon
1624
Werner Enterprises
WERN
$2.27B
$100K 0.01%
+3,996
New +$109K
CMO
1625
DELISTED
Capstead Mortgage Corp.
CMO
$100K 0.01%
10,065
-31,587
-76% -$343K
63 64
65
66 67

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GIM
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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.