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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
CIG icon
426
CEMIG Preferred Shares
CIG
$6.24B
$852K 0.07%
733,388
+395,079
+117% +$501K
AL
427
DELISTED
Air Lease Corp
AL
$844K 0.07%
24,599
+11,819
+92% +$389K
NI icon
428
NiSource
NI
$21.3B
$842K 0.07%
38,051
+22,518
+145% +$501K
PFG icon
429
Principal Financial Group
PFG
$24.6B
$842K 0.07%
+14,549
New +$815K
STZ icon
430
Constellation Brands
STZ
$22.4B
$842K 0.07%
5,493
-1,154
-17% -$183K
PAYX icon
431
Paychex
PAYX
$41.9B
$838K 0.07%
13,772
-44,539
-76% -$2.57M
BLK icon
432
Blackrock
BLK
$175B
$836K 0.07%
2,197
+1,145
+109% +$420K
MOS icon
433
The Mosaic Company
MOS
$6.93B
$835K 0.07%
28,454
-50,495
-64% -$1.35M
EA icon
434
Electronic Arts
EA
$53B
$834K 0.07%
10,589
-32,264
-75% -$2.59M
RVTY icon
435
Revvity
RVTY
$12.9B
$832K 0.07%
15,957
+9,585
+150% +$501K
ON icon
436
ON Semiconductor
ON
$31.3B
$829K 0.07%
64,961
+40,529
+166% +$484K
EL icon
437
Estee Lauder
EL
$30.6B
$828K 0.07%
10,823
+1,710
+19% +$139K
ATKR icon
438
Atkore
ATKR
$3.16B
$825K 0.07%
34,506
+13,301
+63% +$274K
GIL icon
439
Gildan
GIL
$10.2B
$824K 0.07%
32,498
+22,723
+232% +$605K
WOR icon
440
Worthington Enterprises
WOR
$2.78B
$824K 0.07%
28,181
+18,838
+202% +$606K
ATO icon
441
Atmos Energy
ATO
$28.9B
$823K 0.07%
+11,097
New +$802K
DNOW icon
442
DNOW Inc
DNOW
$2.6B
$823K 0.07%
40,225
+22,998
+133% +$488K
PRAH
443
DELISTED
PRA Health Sciences, Inc.
PRAH
$820K 0.07%
14,883
+7,004
+89% +$384K
BALL icon
444
Ball Corp
BALL
$17.3B
$818K 0.07%
+21,788
New +$843K
UAL icon
445
United Airlines
UAL
$41.7B
$813K 0.06%
11,160
-19,121
-63% -$1.22M
BURL icon
446
Burlington
BURL
$23.2B
$810K 0.06%
9,552
-50,495
-84% -$4.08M
TSN icon
447
Tyson Foods
TSN
$21B
$810K 0.06%
13,133
-3,383
-20% -$222K
ED icon
448
Consolidated Edison
ED
$39.8B
$807K 0.06%
+10,946
New +$791K
TER icon
449
Teradyne
TER
$57.2B
$805K 0.06%
31,685
-7,462
-19% -$177K
TROW icon
450
T. Rowe Price
TROW
$24.2B
$802K 0.06%
10,651
+7,475
+235% +$530K
16 17
18
19 20

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ECM
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JFL
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BAM
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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
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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.