We are live on
!
Find out more
CSS
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 | |
|---|---|---|---|---|---|---|
|
SWN
951
DELISTED
Southwestern Energy Company
SWN
| $301K | 0.02% |
27,824
-119,366
| -81% | -$1.37M |
|
952
TriNet
TNET
$3.14B
| $300K | 0.02% |
+11,729
| New | +$266K |
|
953
Toll Brothers
TOL
$14.5B
| $299K | 0.02% |
9,639
-60,362
| -86% | -$1.79M |
|
|
ELLI
954
DELISTED
Ellie Mae Inc
ELLI
| $299K | 0.02% |
+3,579
| New | +$330K |
|
955
Philips
PHG
$26B
| $298K | 0.02% |
+13,145
| New | +$287K |
|
|
ATSG
956
DELISTED
Air Transport Services Group
ATSG
| $298K | 0.02% |
18,643
+6,546
| +54% | +$101K |
|
|
SWFT
957
DELISTED
Swift Transportation Company
SWFT
| $298K | 0.02% |
12,249
-5,624
| -31% | -$131K |
|
|
DDC
958
DELISTED
Dominion Diamond Corporation
DDC
| $298K | 0.02% |
30,781
+13,962
| +83% | +$127K |
|
959
Marcus Corp
MCS
$949M
| $297K | 0.02% |
+9,418
| New | +$266K |
|
960
National CineMedia
NCMI
$384M
| $297K | 0.02% |
+2,019
| New | +$297K |
|
961
Viatris
VTRS
$20.6B
| $297K | 0.02% |
7,793
-62,600
| -89% | -$2.33M |
|
962
Brown & Brown
BRO
$23.7B
| $296K | 0.02% |
13,188
-1,340
| -9% | -$27.2K |
|
963
Lumen
LUMN
$6.26B
| $296K | 0.02% |
12,448
-2,052
| -14% | -$52.1K |
|
964
Invesco QQQ Trust
QQQ
$480B
| $296K | 0.02% |
2,500
-17,910
| -88% | -$2.11M |
|
965
Sumitomo Mitsui Financial
SMFG
$161B
| $296K | 0.02% |
38,755
-10,727
| -22% | -$77.9K |
|
|
RRD
966
DELISTED
RR Donnelley & Sons Co.
RRD
| $296K | 0.02% |
18,121
-13,316
| -42% | -$239K |
|
967
Associated Banc-Corp
ASB
$5.95B
| $295K | 0.02% |
11,953
-3,474
| -23% | -$76.4K |
|
968
ONE Gas
OGS
$4.97B
| $295K | 0.02% |
+4,613
| New | +$280K |
|
969
PBF Energy
PBF
$7.25B
| $294K | 0.02% |
10,545
-11,880
| -53% | -$290K |
|
|
USG
970
DELISTED
Usg
USG
| $294K | 0.02% |
10,168
-70,948
| -87% | -$1.95M |
|
971
Scorpio Tankers
STNG
$3.71B
| $293K | 0.02% |
6,478
+5,407
| +505% | +$233K |
|
|
FRTA
972
DELISTED
Forterra, Inc
FRTA
| $293K | 0.02% |
+13,537
| New | +$256K |
|
973
Assured Guaranty
AGO
$3.66B
| $292K | 0.02% |
7,725
+3,620
| +88% | +$122K |
|
974
Reinsurance Group of America
RGA
$15.5B
| $292K | 0.02% |
2,321
-234
| -9% | -$27.4K |
|
|
DF
975
DELISTED
Dean Foods Company
DF
| $292K | 0.02% |
13,384
-4,810
| -26% | -$91.5K |
|
Similar funds
GIM
ECM
JFL
BAM
SF
WIM
AIM
SIG
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.