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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
+6.19%
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
$1.56B
AUM Growth
-$166M
(-9.6%)
Cap. Flow
-$237M
Cap. Flow
% of AUM
-15.25%
Top 10 Holdings %
Top 10 Hldgs %
12.61%
Holding
2,077
New
380
Increased
551
Reduced
733
Closed
401
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AutoZone
AZO
|
+$9.58M |
| 2 |
Monster Beverage
MNST
|
+$7.46M |
| 3 |
DexCom
DXCM
|
+$7.23M |
| 4 |
ZAYO
Zayo Group Holdings, Inc.
ZAYO
|
+$7.16M |
| 5 |
Align Technology
ALGN
|
+$6.56M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$54M |
| 2 |
Visa
V
|
+$11.4M |
| 3 |
Mastercard
MA
|
+$11.1M |
| 4 |
Home Depot
HD
|
+$10.4M |
| 5 |
Cisco
CSCO
|
+$8.88M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.61% |
| 2 | Technology | 14.27% |
| 3 | Industrials | 10.18% |
| 4 | Financials | 9.61% |
| 5 | Healthcare | 8.91% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ENH
1001
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $306K | 0.02% |
4,674
-7,045
| -60% | -$467K |
|
|
SFLY
1002
DELISTED
Shutterfly, Inc.
SFLY
| $305K | 0.02% |
+6,835
| New | +$339K |
|
|
IOC
1003
DELISTED
Interoil Corporation
IOC
| $305K | 0.02% |
5,993
+5,929
| +9,264% | +$291K |
|
1004
New Jersey Resources
NJR
$5.57B
| $304K | 0.02% |
+9,259
| New | +$328K |
|
1005
Associated Banc-Corp
ASB
$5.96B
| $302K | 0.02% |
15,427
-3,226
| -17% | -$60.9K |
|
1006
REX American Resources
REX
$1.46B
| $302K | 0.02% |
+21,348
| New | +$260K |
|
|
MANT
1007
DELISTED
Mantech International Corp
MANT
| $302K | 0.02% |
+8,001
| New | +$318K |
|
|
BRCD
1008
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $302K | 0.02% |
+32,690
| New | +$305K |
|
1009
Loews
L
$23.6B
| $301K | 0.02% |
7,313
-15,653
| -68% | -$643K |
|
1010
ON Semiconductor
ON
$30.2B
| $301K | 0.02% |
24,432
-101,145
| -81% | -$1.05M |
|
1011
Tennant Co
TNC
$1.5B
| $301K | 0.02% |
+4,650
| New | +$288K |
|
1012
H&R Block
HRB
$5.75B
| $300K | 0.02% |
12,975
-58,595
| -82% | -$1.37M |
|
1013
CGI
GIB
$15.1B
| $299K | 0.02% |
6,277
-21,532
| -77% | -$1.02M |
|
1014
Icon
ICLR
$12.6B
| $299K | 0.02% |
3,869
+1,504
| +64% | +$113K |
|
1015
TransDigm Group
TDG
$69.6B
| $299K | 0.02% |
1,035
-492
| -32% | -$138K |
|
|
AXON
1016
Axon Enterprise
AXON
$48.8B
| $298K | 0.02% |
10,411
+396
| +4% | +$11K |
|
1017
Westlake Corp
WLK
$10B
| $298K | 0.02% |
5,570
+1,679
| +43% | +$81K |
|
|
DF
1018
DELISTED
Dean Foods Company
DF
| $298K | 0.02% |
18,194
-50,895
| -74% | -$889K |
|
|
SBNY
1019
DELISTED
Signature Bank
SBNY
| $297K | 0.02% |
2,508
+215
| +9% | +$25.9K |
|
|
AAT
1020
American Assets Trust
AAT
$1.41B
| $296K | 0.02% |
6,820
-5,381
| -44% | -$238K |
|
1021
Delta Air Lines
DAL
$61.6B
| $296K | 0.02% |
7,519
-44,266
| -85% | -$1.68M |
|
|
GRFS
1022
Grifois
GRFS
$5.44B
| $296K | 0.02% |
18,529
+8,229
| +80% | +$135K |
|
1023
ArcelorMittal
MT
$56.7B
| $294K | 0.02% |
16,234
-19,280
| -54% | -$342K |
|
|
CSOD
1024
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $294K | 0.02% |
6,391
-40,176
| -86% | -$1.76M |
|
1025
JB Hunt Transport Services
JBHT
$25.7B
| $293K | 0.02% |
3,615
+2,678
| +286% | +$219K |
|
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Cubist Systematic Strategies's Q3 2016 Portfolio in Review
As of Q3 2016, Cubist Systematic Strategies held 2,077 positions worth $1.56B, down 9.6% from $1.72B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Cubist Systematic Strategies withdrew a net $237M in Q3 2016, closing 401 positions and reducing 733 holdings. Its most notable exit was Amsurg Corp, an estimated $7.9M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 14% a quarter earlier, followed by Technology and Industrials.
Against the trend, Cubist Systematic Strategies opened a new position in Zayo Group Holdings, Inc. worth $7.36M.
- Cubist Systematic Strategies's largest Q3 2016 buy was Zayo Group Holdings, Inc.: 247,684 shares worth $7.36M.
- Cubist Systematic Strategies added most to AutoZone in Q3 2016, an estimated $9.58M increase.
- Cubist Systematic Strategies's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $54M.
- Cubist Systematic Strategies fully exited Amsurg Corp in Q3 2016, selling an estimated $7.9M.
- Cubist Systematic Strategies's ten largest holdings make up 13% of its $1.56B portfolio in Q3 2016.
- Cubist Systematic Strategies opened 380 new positions and closed 401 in Q3 2016.
- Cubist Systematic Strategies's portfolio value fell 9.6% quarter-over-quarter to $1.56B.
Based on Cubist Systematic Strategies's 13F filing for Q3 2016, filed 14 Nov 2016.