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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
+7.92%
1 Year Est. Return
+21.48%
3 Year Est. Return
+78.34%
5 Year Est. Return
+110.56%
10 Year Est. Return
+239.04%
AUM
$6.75B
AUM Growth
+$963M
Cap. Flow
+$702M
Cap. Flow %
10.4%
Top 10 Hldgs %
4.5%
Holding
2,736
New
363
Increased
1,147
Reduced
950
Closed
272

Top Buys

Rank Stock Value
1
V icon
Visa
V
+$38.5M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$31M
3
LIN icon
Linde
LIN
+$30.2M
4
NKE icon
Nike
NKE
+$27.1M
5
EOG icon
EOG Resources
EOG
+$26.9M

Top Sells

Rank Stock Value
1
COF icon
Capital One
COF
+$35.3M
2
HD icon
Home Depot
HD
+$29.9M
3
SCHW
Charles Schwab
SCHW
+$26.7M
4
FISV
Fiserv Inc
FISV
+$26M
5
LMT icon
Lockheed Martin
LMT
+$25.9M

Sector Composition

Rank Sector Weight
1 Technology 15.69%
2 Consumer Discretionary 15.21%
3 Industrials 13.29%
4 Financials 13.23%
5 Healthcare 12.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ACGL icon
76
Arch Capital
ACGL
$33.6B
$13.1M 0.19%
446,895
-45,589
-9% -$1.39M
THO icon
77
Thor Industries
THO
$4.14B
$13M 0.19%
136,471
-71,647
-34% -$7.42M
LLY icon
78
Eli Lilly
LLY
$1.06T
$12.9M 0.19%
86,852
+4,511
+5% +$698K
MKC icon
79
McCormick & Company Non-Voting
MKC
$14.2B
$12.8M 0.19%
132,326
+109,076
+469% +$10.7M
ALXN
80
DELISTED
Alexion Pharmaceuticals
ALXN
$12.8M 0.19%
112,200
+104,246
+1,311% +$11.2M
DD icon
81
DuPont de Nemours
DD
$19.2B
$12.8M 0.19%
184,136
+116,557
+172% +$8.17M
MO icon
82
Altria Group
MO
$114B
$12.8M 0.19%
330,361
+196,896
+148% +$8.19M
ABBV icon
83
AbbVie
ABBV
$435B
$12.8M 0.19%
145,583
+82,674
+131% +$7.78M
USFD icon
84
US Foods
USFD
$24B
$12.7M 0.19%
572,258
+280,339
+96% +$6.31M
ELV icon
85
Elevance Health
ELV
$85.5B
$12.7M 0.19%
47,281
-44,480
-48% -$12M
NOC icon
86
Northrop Grumman
NOC
$81.2B
$12.6M 0.19%
39,967
+17,401
+77% +$5.67M
TER icon
87
Teradyne
TER
$59.3B
$12.5M 0.19%
157,406
+130,717
+490% +$11.1M
AAPL icon
88
Apple
AAPL
$4.57T
$12.5M 0.19%
107,841
+84,593
+364% +$9.23M
MSFT icon
89
Microsoft
MSFT
$3.71T
$12.4M 0.18%
58,877
+14,243
+32% +$2.99M
CME icon
90
CME Group
CME
$94.8B
$12.3M 0.18%
73,685
-22,210
-23% -$3.74M
BF.B icon
91
Brown-Forman Class B
BF.B
$13.1B
$12.3M 0.18%
162,935
+5,729
+4% +$410K
PRU icon
92
Prudential Financial
PRU
$41.8B
$12.2M 0.18%
191,854
+117,495
+158% +$7.72M
MRSH
93
Marsh
MRSH
$91.5B
$12.2M 0.18%
106,165
+97,852
+1,177% +$11.2M
BBY icon
94
Best Buy
BBY
$17.3B
$12.1M 0.18%
108,697
+75,247
+225% +$7.69M
ALSN icon
95
Allison Transmission
ALSN
$9.82B
$12.1M 0.18%
344,062
+233,180
+210% +$8.45M
HPE icon
96
Hewlett Packard
HPE
$70.5B
$12M 0.18%
1,279,267
+688,963
+117% +$6.58M
SCI icon
97
Service Corp International
SCI
$11.6B
$11.8M 0.17%
279,942
+64,614
+30% +$2.76M
PEP icon
98
PepsiCo
PEP
$190B
$11.8M 0.17%
85,081
+53,387
+168% +$7.26M
HOG icon
99
Harley-Davidson
HOG
$2.71B
$11.8M 0.17%
479,233
+116,647
+32% +$3.14M
GRMN
100
Garmin
GRMN
$60B
$11.7M 0.17%
123,184
-80,654
-40% -$8.06M
2 3
4
5 6

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GIM
Glenmede Investment Management Philadelphia, Pennsylvania $20.7B AUM
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
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SIG
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Cubist Systematic Strategies's Q3 2020 Portfolio in Review

As of Q3 2020, Cubist Systematic Strategies held 2,736 positions worth $6.75B, up 17% from $5.79B the previous quarter. Its ten largest holdings account for 4.5% of the portfolio.

Cubist Systematic Strategies deployed $702M of net new capital in Q3 2020, opening 363 new positions and adding to 1,147 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 93,678 shares worth $31.4M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was Capital One, an estimated $35.3M trimmed.

  • Cubist Systematic Strategies's largest Q3 2020 buy was State Street SPDR S&P 500 ETF Trust: 93,678 shares worth $31.4M.
  • Cubist Systematic Strategies added most to Visa in Q3 2020, an estimated $38.5M increase.
  • Cubist Systematic Strategies's biggest Q3 2020 reduction was Capital One, cutting an estimated $35.3M.
  • Cubist Systematic Strategies fully exited Steris in Q3 2020, selling an estimated $19.6M.
  • Cubist Systematic Strategies's ten largest holdings make up 4.5% of its $6.75B portfolio in Q3 2020.
  • Cubist Systematic Strategies opened 363 new positions and closed 272 in Q3 2020.
  • Cubist Systematic Strategies's portfolio value rose 17% quarter-over-quarter to $6.75B.

Based on Cubist Systematic Strategies's 13F filing for Q3 2020, filed 16 Nov 2020.