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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
TFM
2176
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-8,200
Closed -$264K
AFFX
2177
DELISTED
Affymetrix Inc
AFFX
– –
-13,681
Closed -$149K
ARPI
2178
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
– –
-15,821
Closed -$293K
DMND
2179
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-7,807
Closed -$245K
CTCT
2180
DELISTED
CONSTANT CONTACT, INC COM
CTCT
– –
-25,816
Closed -$742K
SYA
2181
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-8,411
Closed -$203K
BDBD
2182
DELISTED
BOULDER BRANDS INC
BDBD
– –
-43,521
Closed -$302K
GDP
2183
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-15,400
Closed -$29K
SD
2184
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-34,328
Closed -$30K
FSL
2185
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-23,669
Closed -$946K
MSO
2186
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
– –
-10,866
Closed -$68K
IPCM
2187
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
– –
-1,474
Closed -$82K
CNW
2188
DELISTED
CON-WAY INC.
CNW
– –
-4,631
Closed -$178K
THOR
2189
DELISTED
THORATEC CORPORATION
THOR
– –
-10,654
Closed -$475K
SQBK
2190
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
– –
-7,753
Closed -$212K
HILL
2191
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-55,488
Closed -$340K
ZU
2192
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-12,951
Closed -$169K
KYTH
2193
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
– –
-3,500
Closed -$264K
RYL
2194
DELISTED
RYLAND GROUP INC
RYL
– –
-4,664
Closed -$216K
OWW
2195
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-136,971
Closed -$1.56M
HSP
2196
DELISTED
HOSPIRA INC
HSP
– –
-6,053
Closed -$537K
PLL
2197
DELISTED
PALL CORP
PLL
– –
-10,025
Closed -$1.25M
RCPT
2198
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
– –
-5,241
Closed -$996K
OCR
2199
DELISTED
OMNICARE INC
OCR
– –
-3,962
Closed -$373K
GTI
2200
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-14,600
Closed -$72K
86 87
88
89 90

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AIM
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SIG
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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.