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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
(-20%)
Cap. Flow
-$320M
Cap. Flow
% of AUM
-25.53%
Top 10 Holdings %
Top 10 Hldgs %
5.77%
Holding
2,066
New
391
Increased
611
Reduced
679
Closed
379
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$5.6M |
| 2 |
S&P Global
SPGI
|
+$5.41M |
| 3 |
HBI
Hanesbrands
HBI
|
+$5.09M |
| 4 |
Merck
MRK
|
+$4.57M |
| 5 |
Las Vegas Sands
LVS
|
+$4.52M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$99.8M |
| 2 |
Applied Materials
AMAT
|
+$11.3M |
| 3 |
Mastercard
MA
|
+$9.4M |
| 4 |
Goldman Sachs
GS
|
+$9.14M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
VRN
551
DELISTED
Veren
VRN
| $638K | 0.05% |
+47,009
| New | +$602K |
|
552
Hyatt Hotels
H
$16.4B
| $637K | 0.05% |
11,522
-26,570
| -70% | -$1.4M |
|
553
Comfort Systems
FIX
$62.5B
| $636K | 0.05% |
19,094
+6,441
| +51% | +$201K |
|
554
Veeva Systems
VEEV
$34.4B
| $636K | 0.05% |
15,620
-1,850
| -11% | -$75.5K |
|
555
Charles River Laboratories
CRL
$11.3B
| $633K | 0.05% |
8,314
+2,423
| +41% | +$184K |
|
556
Toro Company
TTC
$9.44B
| $631K | 0.05% |
11,281
-12,114
| -52% | -$618K |
|
|
ARRS
557
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $631K | 0.05% |
20,947
-22,429
| -52% | -$650K |
|
558
BCE
BCE
$20.5B
| $629K | 0.05% |
+14,564
| New | +$643K |
|
559
Check Point Software Technologies
CHKP
$12.7B
| $629K | 0.05% |
7,452
-17,991
| -71% | -$1.48M |
|
560
Diageo
DEO
$48.8B
| $628K | 0.05% |
6,038
-3,952
| -40% | -$416K |
|
561
Halliburton
HAL
$27B
| $628K | 0.05% |
11,619
-3,748
| -24% | -$187K |
|
562
Simpson Manufacturing
SSD
$8.08B
| $626K | 0.05% |
+14,315
| New | +$641K |
|
|
SNCR
563
DELISTED
Synchronoss Technologies
SNCR
| $625K | 0.05% |
1,813
+960
| +113% | +$361K |
|
564
Teck Resources
TECK
$31.8B
| $625K | 0.05% |
31,233
-20,859
| -40% | -$451K |
|
565
First American
FAF
$7.76B
| $624K | 0.05% |
17,022
-63,978
| -79% | -$2.45M |
|
566
Toronto Dominion Bank
TD
$197B
| $624K | 0.05% |
12,644
+6,730
| +114% | +$315K |
|
|
BBBY
567
DELISTED
Bed Bath & Beyond Inc
BBBY
| $623K | 0.05% |
15,318
-29,639
| -66% | -$1.29M |
|
|
BMS
568
DELISTED
Bemis
BMS
| $623K | 0.05% |
13,024
+300
| +2% | +$14.8K |
|
569
Kulicke & Soffa
KLIC
$4.91B
| $622K | 0.05% |
+39,008
| New | +$569K |
|
570
Realty Income
O
$58.7B
| $622K | 0.05% |
+11,172
| New | +$627K |
|
571
Brown-Forman Class B
BF.B
$13.1B
| $621K | 0.05% |
21,606
-13,324
| -38% | -$389K |
|
|
WBA
572
DELISTED
Walgreens Boots Alliance
WBA
| $619K | 0.05% |
7,483
+2,805
| +60% | +$232K |
|
|
CBM
573
DELISTED
Cambrex Corporation
CBM
| $610K | 0.05% |
11,313
+8,906
| +370% | +$428K |
|
|
NTUS
574
DELISTED
Natus Medical Inc
NTUS
| $606K | 0.05% |
+17,406
| New | +$683K |
|
575
MSC Industrial Direct
MSM
$7.08B
| $605K | 0.05% |
+6,546
| New | +$540K |
|
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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.