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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
(-3.3%)
Cap. Flow
+$206M
Cap. Flow
% of AUM
10.43%
Top 10 Holdings %
Top 10 Hldgs %
10.1%
Holding
2,237
New
441
Increased
720
Reduced
666
Closed
402
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$97.7M |
| 2 |
Morgan Stanley
MS
|
+$10.9M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$10M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$9.97M |
| 5 |
Las Vegas Sands
LVS
|
+$8.96M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$12.3M |
| 2 |
Hilton Worldwide
HLT
|
+$10.3M |
| 3 |
ENDP
Endo International plc
ENDP
|
+$9.52M |
| 4 |
Micron Technology
MU
|
+$9.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1876
Cohu
COHU
$2.47B
| – | – |
-11,255
| Closed | -$149K |
|
1877
Coty
COTY
$2.54B
| – | – |
-58,642
| Closed | -$1.88M |
|
1878
Curis
CRIS
$8.67M
| – | – |
-22
| Closed | -$125K |
|
1879
Canadian Solar
CSIQ
$1.06B
| – | – |
-38,425
| Closed | -$1.1M |
|
1880
Cintas
CTAS
$80.2B
| – | – |
-11,444
| Closed | -$242K |
|
1881
Caesars Entertainment
CZR
$6.12B
| – | – |
-11,395
| Closed | -$89K |
|
1882
Deluxe
DLX
$1.22B
| – | – |
-12,968
| Closed | -$804K |
|
1883
DNOW Inc
DNOW
$2.6B
| – | – |
-29,227
| Closed | -$582K |
|
|
DRRX
1884
DELISTED
DURECT Corp
DRRX
| – | – |
-4,891
| Closed | -$117K |
|
1885
Encore Capital Group
ECPG
$1.99B
| – | – |
-24,631
| Closed | -$1.05M |
|
1886
New Oriental
EDU
$9.04B
| – | – |
-55,560
| Closed | -$1.36M |
|
1887
Eldorado Gold
EGO
$9.4B
| – | – |
-4,584
| Closed | -$95K |
|
1888
EastGroup Properties
EGP
$10.9B
| – | – |
-4,209
| Closed | -$237K |
|
1889
Encompass Health
EHC
$11B
| – | – |
-11,132
| Closed | -$408K |
|
1890
Enphase Energy
ENPH
$5.22B
| – | – |
-64,480
| Closed | -$491K |
|
1891
EnerSys
ENS
$7.05B
| – | – |
-2,886
| Closed | -$203K |
|
1892
Enerpac Tool Group
EPAC
$1.89B
| – | – |
-18,640
| Closed | -$430K |
|
1893
Eversource Energy
ES
$27.3B
| – | – |
-7,367
| Closed | -$335K |
|
1894
Ethan Allen Interiors
ETD
$625M
| – | – |
-238
| Closed | -$6K |
|
|
EXK
1895
Endeavour Silver
EXK
$2.65B
| – | – |
-36,381
| Closed | -$73K |
|
|
DMC
1896
Del Monte Corp
DMC
$1.4B
| – | – |
-5,578
| Closed | -$216K |
|
1897
Franklin Electric
FELE
$4.84B
| – | – |
-9,714
| Closed | -$314K |
|
|
KYNB
1898
Kyntra Bio
KYNB
$28.3M
| – | – |
-2,254
| Closed | -$1.32M |
|
1899
FIVE9
FIVN
$2.25B
| – | – |
-30,444
| Closed | -$159K |
|
1900
Flowserve
FLS
$10.1B
| – | – |
-6,513
| Closed | -$343K |
|
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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.