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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
+239.02%
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
AMP icon
1851
Ameriprise Financial
AMP
$48.9B
– –
-9,034
Closed -$1.13M
AMWD
1852
DELISTED
American Woodmark
AMWD
– –
-2,858
Closed -$157K
ANIP icon
1853
ANI Pharmaceuticals
ANIP
$1.8B
– –
-17,100
Closed -$1.06M
ARCB icon
1854
ArcBest
ARCB
$3.23B
– –
-12,400
Closed -$394K
ARI
1855
Apollo Commercial Real Estate
ARI
$889M
– –
-10,099
Closed -$166K
ARR
1856
Armour Residential REIT
ARR
$2.33B
– –
-794
Closed -$89K
ASML icon
1857
ASML
ASML
$658B
– –
-4,100
Closed -$427K
ATHM icon
1858
Autohome
ATHM
$2.64B
– –
-8,397
Closed -$424K
AVAL icon
1859
Grupo Aval
AVAL
$6.19B
– –
-22,347
Closed -$219K
BCRX icon
1860
BioCryst Pharmaceuticals
BCRX
$2.29B
– –
-38,290
Closed -$572K
BDN
1861
Brandywine Realty Trust
BDN
$546M
– –
-11,666
Closed -$155K
BF.B icon
1862
Brown-Forman Class B
BF.B
$13.1B
– –
-18,678
Closed -$599K
BN icon
1863
Brookfield
BN
$109B
– –
-109,583
Closed -$1.34M
BNS icon
1864
Scotiabank
BNS
$106B
– –
-17,635
Closed -$870K
SLAI
1865
DELISTED
SOLAI Ltd ADS
SLAI
– –
-4
Closed -$7K
BZH icon
1866
Beazer Homes USA
BZH
$910M
– –
-12,145
Closed -$242K
CAL icon
1867
Caleres
CAL
$479M
– –
-17,967
Closed -$571K
CBRL icon
1868
Cracker Barrel
CBRL
$1.28B
– –
-6,520
Closed -$973K
CBZ icon
1869
CBIZ
CBZ
$2.99B
– –
-14,670
Closed -$141K
CDNS icon
1870
Cadence Design Systems
CDNS
$93.8B
– –
-61,500
Closed -$1.21M
CHH icon
1871
Choice Hotels
CHH
$4.94B
– –
-6,833
Closed -$371K
CHKP icon
1872
Check Point Software Technologies
CHKP
$12.7B
– –
-21,817
Closed -$1.74M
CMCM
1873
Cheetah Mobile
CMCM
$95.3M
– –
-4,895
Closed -$703K
CMP icon
1874
Compass Minerals
CMP
$1.25B
– –
-20,852
Closed -$1.71M
CNI icon
1875
Canadian National Railway
CNI
$77B
– –
-32,659
Closed -$1.89M
73 74
75
76 77

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.