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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
CYNI
2201
DELISTED
CYAN INC COM
CYNI
– –
-37,852
Closed -$198K
MRH
2202
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
– –
-13,460
Closed -$532K
SUSQ
2203
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-10,304
Closed -$145K
DTV
2204
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-30,048
Closed -$2.79M
FMSA
2205
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-24,521
Closed -$201K
ANR
2206
DELISTED
Alpha Natural Resources Inc
ANR
– –
-138,534
Closed -$42K
KRFT
2207
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-100
Closed -$9K
RKT
2208
DELISTED
ROCK-TENN COMPANY CL-A
RKT
– –
-18,223
Closed -$1.1M
MWV
2209
DELISTED
MEADWESTVACO CORP
MWV
– –
-24,272
Closed -$1.15M
DRC
2210
DELISTED
DRESSER-RAND GROUP INC
DRC
– –
-4,305
Closed -$367K
RELY
2211
DELISTED
Real Industry, Inc.
RELY
– –
-23,117
Closed -$262K
MOBL
2212
DELISTED
MobileIron, Inc.
MOBL
– –
-55,569
Closed -$328K
GTT
2213
DELISTED
GTT Communications, Inc.
GTT
– –
-8,490
Closed -$203K
PGH
2214
DELISTED
Pengrowth Energy Corporation
PGH
– –
-27,851
Closed -$70K
FLY
2215
DELISTED
Fly Leasing Limited
FLY
– –
-33,932
Closed -$533K
EXXI
2216
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-11,414
Closed -$30K
ATVI
2217
DELISTED
Activision Blizzard
ATVI
– –
-51,683
Closed -$1.25M
MRGE
2218
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-30,484
Closed -$146K
MTL
2219
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-7,428
Closed -$18K
CHL
2220
DELISTED
China Mobile Limited
CHL
– –
-29,304
Closed -$1.88M
CHU
2221
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-57,427
Closed -$902K
WLH
2222
DELISTED
WILLIAM LYON HOMES
WLH
– –
-25,706
Closed -$660K
BAS
2223
DELISTED
Basis Energy Services, Inc.
BAS
– –
-41
Closed -$178K
CCIH
2224
DELISTED
Chinacache International Holdings Ltd
CCIH
– –
-11,129
Closed -$139K
CYS
2225
DELISTED
CYS Investments Inc.
CYS
– –
-70,769
Closed -$547K
86 87 88
89
90

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JFL
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BAM
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SF
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WIM
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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.