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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
ADBE icon
176
Adobe
ADBE
$101B
$2.51M 0.13%
30,541
+17,330
+131% +$1.4M
HZNP
177
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.5M 0.13%
126,306
+46,306
+58% +$1.46M
CMS icon
178
CMS Energy
CMS
$22.5B
$2.5M 0.13%
+70,842
New +$2.39M
BALL icon
179
Ball Corp
BALL
$17.4B
$2.49M 0.13%
79,922
+60,632
+314% +$2.05M
PEP icon
180
PepsiCo
PEP
$190B
$2.48M 0.13%
26,345
+3,403
+15% +$324K
PGR icon
181
Progressive
PGR
$122B
$2.48M 0.13%
80,920
+40,808
+102% +$1.23M
MUSA icon
182
Murphy USA
MUSA
$10.9B
$2.48M 0.13%
45,035
+30,527
+210% +$1.63M
TDC icon
183
Teradata
TDC
$3.03B
$2.46M 0.12%
85,059
+10,283
+14% +$330K
TCO
184
DELISTED
Taubman Centers Inc.
TCO
$2.45M 0.12%
35,412
+15,226
+75% +$1.08M
MDLZ icon
185
Mondelez International
MDLZ
$78.9B
$2.44M 0.12%
58,253
+1,753
+3% +$75.5K
CBRE icon
186
CBRE Group
CBRE
$42.7B
$2.43M 0.12%
75,846
+71,128
+1,508% +$2.52M
XL
187
DELISTED
XL Group Ltd.
XL
$2.43M 0.12%
66,824
+56,421
+542% +$2.14M
FNFG
188
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$2.43M 0.12%
237,649
+92,251
+63% +$875K
JAZZ icon
189
Jazz Pharmaceuticals
JAZZ
$15.8B
$2.42M 0.12%
18,190
+15,317
+533% +$2.64M
INTC icon
190
Intel
INTC
$457B
$2.41M 0.12%
80,100
+49,092
+158% +$1.42M
IONS icon
191
Ionis Pharmaceuticals
IONS
$8.93B
$2.4M 0.12%
59,505
-18,230
-23% -$944K
JWN
192
DELISTED
Nordstrom
JWN
$2.39M 0.12%
33,363
+26,271
+370% +$1.98M
ELV icon
193
Elevance Health
ELV
$82.5B
$2.37M 0.12%
16,920
-10,808
-39% -$1.62M
SNPS icon
194
Synopsys
SNPS
$74.7B
$2.37M 0.12%
51,256
+46,870
+1,069% +$2.3M
MO icon
195
Altria Group
MO
$114B
$2.36M 0.12%
43,328
+5,162
+14% +$277K
LVLT
196
DELISTED
Level 3 Communications Inc
LVLT
$2.36M 0.12%
53,948
+12,365
+30% +$596K
COF icon
197
Capital One
COF
$134B
$2.35M 0.12%
32,376
+29,076
+881% +$2.34M
EPC icon
198
Edgewell Personal Care
EPC
$1.3B
$2.35M 0.12%
+28,741
New +$2.6M
LNT icon
199
Alliant Energy
LNT
$18.3B
$2.34M 0.12%
+80,054
New +$2.36M
BRX icon
200
Brixmor Property Group
BRX
$9.66B
$2.34M 0.12%
99,475
+85,990
+638% +$2.05M
6 7
8
9 10

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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.