We are live on ! Find out more
CSS

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
PEGI
2101
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-23,392
Closed -$664K
AKS
2102
DELISTED
AK Steel Holding Corp
AKS
– –
-2,614
Closed -$10K
AVP
2103
DELISTED
Avon Products, Inc.
AVP
– –
-23,741
Closed -$149K
CRR
2104
DELISTED
Carbo Ceramics Inc.
CRR
– –
-2,221
Closed -$92K
HOS
2105
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-17,111
Closed -$351K
MDSO
2106
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-11,481
Closed -$624K
ROX
2107
DELISTED
Castle Brands, Inc.
ROX
– –
-13,833
Closed -$19K
CRAY
2108
DELISTED
Cray, Inc.
CRAY
– –
-7,722
Closed -$228K
PES
2109
DELISTED
Pioneer Energy Services Corp.
PES
– –
-40,243
Closed -$255K
HIVE
2110
DELISTED
Aerohive Networks
HIVE
– –
-15,566
Closed -$109K
PETX
2111
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-11,922
Closed -$180K
TVPT
2112
DELISTED
Travelport Worldwide Limited
TVPT
– –
-26,553
Closed -$366K
FRSH
2113
DELISTED
Papa Murphy's Holdings, Inc
FRSH
– –
-10,800
Closed -$224K
ULTI
2114
DELISTED
Ultimate Software Group Inc
ULTI
– –
-29,148
Closed -$4.79M
EHIC
2115
DELISTED
eHi Car Services Limited
EHIC
– –
-21,748
Closed -$314K
ICON
2116
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-2,511
Closed -$627K
ORBK
2117
DELISTED
Orbotech Ltd
ORBK
– –
-27,316
Closed -$568K
KANG
2118
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-22,277
Closed -$431K
GOV
2119
DELISTED
Government Properties Income Trust
GOV
– –
-12,329
Closed -$229K
LKM
2120
DELISTED
Link Motion Inc.
LKM
– –
-15,725
Closed -$83K
SODA
2121
DELISTED
SodaStream International Ltd
SODA
– –
-16,479
Closed -$348K
MITL
2122
DELISTED
Mitel Networks Corporation
MITL
– –
-97,305
Closed -$863K
ZOES
2123
DELISTED
Zoe's Kitchen, Inc.
ZOES
– –
-25,581
Closed -$1.05M
PX
2124
DELISTED
Praxair Inc
PX
– –
-4,873
Closed -$583K
SHLD
2125
DELISTED
Sears Holding Corporation
SHLD
– –
-21,650
Closed -$578K
83 84
85
86 87

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.