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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
PRI icon
1976
Primerica
PRI
$9.92B
– –
-26,548
Closed -$1.21M
PRLB icon
1977
Protolabs
PRLB
$2.11B
– –
-10,786
Closed -$728K
PRQR icon
1978
ProQR Therapeutics
PRQR
$258M
– –
-936
Closed -$16K
PSEC icon
1979
Prospect Capital
PSEC
$1.13B
– –
-11,998
Closed -$88K
PSO icon
1980
Pearson
PSO
$9.95B
– –
-18,208
Closed -$345K
PWR icon
1981
Quanta Services
PWR
$104B
– –
-83,250
Closed -$2.4M
QMCO icon
1982
Quantum Corp
QMCO
$451M
– –
-267
Closed -$72K
RBBN icon
1983
Ribbon Communications
RBBN
$388M
– –
-85,786
Closed -$594K
RDUS
1984
DELISTED
Radius Recycling
RDUS
– –
-15,397
Closed -$269K
REX icon
1985
REX American Resources
REX
$1.46B
– –
-21,348
Closed -$226K
ROG icon
1986
Rogers Corp
ROG
$2.37B
– –
-5,753
Closed -$381K
ROK icon
1987
Rockwell Automation
ROK
$49.5B
– –
-3,162
Closed -$394K
RRGB icon
1988
Red Robin
RRGB
$149M
– –
-3,950
Closed -$339K
RVTY icon
1989
Revvity
RVTY
$12.4B
– –
-3,854
Closed -$203K
RWT
1990
Redwood Trust
RWT
$589M
– –
-20,470
Closed -$321K
RY icon
1991
Royal Bank of Canada
RY
$290B
– –
-35,471
Closed -$2.17M
RYAM icon
1992
Rayonier Advanced Materials
RYAM
$591M
– –
-35,986
Closed -$585K
SA
1993
Seabridge Gold
SA
$2.94B
– –
-16,598
Closed -$101K
SBLK icon
1994
Star Bulk Carriers
SBLK
$3.15B
– –
-25,193
Closed -$370K
SEM
1995
DELISTED
Select Medical
SEM
– –
-53,555
Closed -$467K
SHAK icon
1996
Shake Shack
SHAK
$2.67B
– –
-9,127
Closed -$550K
SIMO icon
1997
Silicon Motion
SIMO
$9.1B
– –
-1,938
Closed -$67K
SITC icon
1998
SITE Centers
SITC
$166M
– –
-12,782
Closed -$255K
SMCI icon
1999
Super Micro Computer
SMCI
$20.5B
– –
-301,390
Closed -$892K
SNBR
2000
DELISTED
Sleep Number
SNBR
– –
-11,800
Closed -$355K
78 79
80
81 82

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.