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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
+2.79%
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
$1.25B
AUM Growth
-$304M
Cap. Flow
-$320M
Cap. Flow %
-25.53%
Top 10 Hldgs %
5.77%
Holding
2,066
New
391
Increased
611
Reduced
679
Closed
379

Top Buys

Rank Stock Value
1
AMT icon
American Tower
AMT
+$5.6M
2
SPGI icon
S&P Global
SPGI
+$5.41M
3
HBI
Hanesbrands
HBI
+$5.09M
4
MRK icon
Merck
MRK
+$4.57M
5
LVS icon
Las Vegas Sands
LVS
+$4.52M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$99.8M
2
AMAT icon
Applied Materials
AMAT
+$11.3M
3
MA icon
Mastercard
MA
+$9.4M
4
GS icon
Goldman Sachs
GS
+$9.14M
5
ULTA icon
Ulta Beauty
ULTA
+$9.06M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.21%
2 Financials 14.2%
3 Industrials 13.98%
4 Technology 12.04%
5 Healthcare 10.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BKNG icon
376
Booking.com
BKNG
$149B
$976K 0.08%
16,650
-109,500
-87% -$6.54M
VAR
377
DELISTED
Varian Medical Systems, Inc.
VAR
$976K 0.08%
12,402
+9,619
+346% +$778K
VOYA icon
378
Voya Financial
VOYA
$9.01B
$975K 0.08%
24,860
-2,700
-10% -$95.2K
PNRA
379
DELISTED
Panera Bread Co
PNRA
$971K 0.08%
4,735
-9,816
-67% -$1.99M
AME icon
380
Ametek
AME
$55.4B
$969K 0.08%
19,941
+5,422
+37% +$257K
KEP icon
381
Korea Electric Power
KEP
$15.3B
$968K 0.08%
52,367
+14,099
+37% +$294K
DE icon
382
Deere & Co
DE
$160B
$966K 0.08%
9,379
+8,325
+790% +$783K
TPH
383
DELISTED
Tri Pointe Homes
TPH
$965K 0.08%
84,068
+66,187
+370% +$791K
GOLF icon
384
Acushnet Holdings
GOLF
$5.93B
$963K 0.08%
+48,874
New +$939K
RHT
385
DELISTED
Red Hat Inc
RHT
$961K 0.08%
13,789
+8,794
+176% +$679K
EXPD icon
386
Expeditors International
EXPD
$22B
$960K 0.08%
18,123
+17,251
+1,978% +$901K
HCA icon
387
HCA Healthcare
HCA
$87.2B
$949K 0.08%
12,825
-15,395
-55% -$1.15M
CCL icon
388
Carnival Corporation Ltd
CCL
$38.1B
$947K 0.08%
18,198
+7,998
+78% +$400K
EQC
389
DELISTED
Equity Commonwealth
EQC
$945K 0.08%
31,263
+4,101
+15% +$121K
ALGN icon
390
Align Technology
ALGN
$12.1B
$943K 0.08%
9,805
-76,362
-89% -$7.09M
WAL icon
391
Western Alliance Bancorporation
WAL
$8.79B
$943K 0.08%
19,351
+10,535
+119% +$453K
DHI icon
392
D.R. Horton
DHI
$40B
$939K 0.08%
34,375
-51,845
-60% -$1.48M
CLGX
393
DELISTED
Corelogic, Inc.
CLGX
$937K 0.07%
25,449
-43,447
-63% -$1.68M
JOY
394
DELISTED
Joy Global Inc
JOY
$937K 0.07%
33,453
+19,287
+136% +$539K
PCAR icon
395
PACCAR
PCAR
$69.8B
$935K 0.07%
21,939
+2,958
+16% +$119K
CNP icon
396
CenterPoint Energy
CNP
$27.7B
$933K 0.07%
+37,875
New +$886K
ACGL icon
397
Arch Capital
ACGL
$34.3B
$930K 0.07%
32,328
-20,760
-39% -$564K
HAS icon
398
Hasbro
HAS
$13.2B
$927K 0.07%
11,912
+8,554
+255% +$706K
ALL icon
399
Allstate
ALL
$68B
$926K 0.07%
12,498
+6,517
+109% +$459K
IBKR icon
400
Interactive Brokers
IBKR
$39.2B
$923K 0.07%
+101,144
New +$921K
14 15
16
17 18

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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 Q4 2016 Portfolio in Review

As of Q4 2016, Cubist Systematic Strategies held 2,066 positions worth $1.25B, down 20% from $1.56B the previous quarter. Its ten largest holdings account for 5.8% of the portfolio.

Cubist Systematic Strategies withdrew a net $320M in Q4 2016, closing 379 positions and reducing 679 holdings. Its most notable exit was Waste Connections, an estimated $5.73M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, down from 17% a quarter earlier, followed by Financials and Industrials.

Against the trend, Cubist Systematic Strategies opened a new position in American International worth $3.82M.

  • Cubist Systematic Strategies's largest Q4 2016 buy was American International: 58,545 shares worth $3.82M.
  • Cubist Systematic Strategies added most to American Tower in Q4 2016, an estimated $5.6M increase.
  • Cubist Systematic Strategies's biggest Q4 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $99.8M.
  • Cubist Systematic Strategies fully exited Waste Connections in Q4 2016, selling an estimated $5.73M.
  • Cubist Systematic Strategies's ten largest holdings make up 5.8% of its $1.25B portfolio in Q4 2016.
  • Cubist Systematic Strategies opened 391 new positions and closed 379 in Q4 2016.
  • Cubist Systematic Strategies's portfolio value fell 20% quarter-over-quarter to $1.25B.

Based on Cubist Systematic Strategies's 13F filing for Q4 2016, filed 14 Feb 2017.