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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
QCOM icon
201
Qualcomm
QCOM
$158B
$2.33M 0.12%
43,446
-103,489
-70% -$6.15M
MASI
202
DELISTED
Masimo
MASI
$2.32M 0.12%
60,163
+46,101
+328% +$1.88M
SPLS
203
DELISTED
Staples Inc
SPLS
$2.32M 0.12%
197,502
+183,902
+1,352% +$2.59M
AVB icon
204
AvalonBay Communities
AVB
$26.8B
$2.31M 0.12%
+13,200
New +$2.24M
AWAY
205
DELISTED
HOMEAWAY INC COM
AWAY
$2.29M 0.12%
86,428
+75,893
+720% +$2.23M
DUK icon
206
Duke Energy
DUK
$96.6B
$2.29M 0.12%
31,846
-329
-1% -$23.8K
QLIK
207
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$2.29M 0.12%
62,741
+8,614
+16% +$333K
KSU
208
DELISTED
Kansas City Southern
KSU
$2.28M 0.12%
25,091
+21,560
+611% +$2.03M
WFC icon
209
Wells Fargo
WFC
$264B
$2.28M 0.12%
44,385
-48,518
-52% -$2.67M
AWI icon
210
Armstrong World Industries
AWI
$7.57B
$2.27M 0.11%
47,466
-5,291
-10% -$291K
CIE
211
DELISTED
Cobalt International Energy, Inc
CIE
$2.26M 0.11%
21,261
+19,857
+1,414% +$2.42M
EA icon
212
Electronic Arts
EA
$53B
$2.26M 0.11%
33,316
+32,654
+4,933% +$2.29M
FFIV icon
213
F5
FFIV
$23B
$2.25M 0.11%
19,470
+17,289
+793% +$2.12M
ASRT
214
DELISTED
Assertio
ASRT
$2.25M 0.11%
1,990
+1,436
+259% +$2.45M
MJN
215
DELISTED
Mead Johnson Nutrition Company
MJN
$2.25M 0.11%
31,905
+23,735
+291% +$1.95M
GRA
216
DELISTED
W.R. Grace & Co.
GRA
$2.22M 0.11%
23,889
+15,964
+201% +$1.58M
D icon
217
Dominion Energy
D
$60.2B
$2.22M 0.11%
31,555
+15,798
+100% +$1.11M
WBC
218
DELISTED
WABCO HOLDINGS INC.
WBC
$2.22M 0.11%
21,171
+15,040
+245% +$1.76M
RLJ icon
219
RLJ Lodging Trust
RLJ
$1.87B
$2.22M 0.11%
87,771
+87,421
+24,977% +$2.52M
TDG icon
220
TransDigm Group
TDG
$71.6B
$2.21M 0.11%
+10,426
New +$2.39M
WAL icon
221
Western Alliance Bancorporation
WAL
$8.98B
$2.21M 0.11%
71,799
+34,144
+91% +$1.1M
V icon
222
Visa
V
$684B
$2.2M 0.11%
31,563
+7,729
+32% +$552K
TNL icon
223
Travel + Leisure Co
TNL
$4.71B
$2.18M 0.11%
67,243
+57,581
+596% +$2.07M
C icon
224
Citigroup
C
$222B
$2.17M 0.11%
43,639
+31,191
+251% +$1.7M
GPK icon
225
Graphic Packaging
GPK
$3.35B
$2.15M 0.11%
167,947
+140,885
+521% +$2.01M
7 8
9
10 11

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ECM
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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.