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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 | |
|---|---|---|---|---|---|---|
1101
Semtech
SMTC
$11.3B
| $248K | 0.02% |
7,871
-744
| -9% | -$20.8K |
|
1102
Thomson Reuters
TRI
$43.1B
| $248K | 0.02% |
+4,887
| New | +$238K |
|
1103
Warner Bros
WBD
$65.1B
| $248K | 0.02% |
+9,066
| New | +$246K |
|
1104
Extra Space Storage
EXR
$31.7B
| $247K | 0.02% |
3,193
-24,433
| -88% | -$1.8M |
|
1105
First Financial Bankshares
FFIN
$5.06B
| $247K | 0.02% |
+10,948
| New | +$225K |
|
1106
KBR
KBR
$4.58B
| $247K | 0.02% |
14,819
-2,731
| -16% | -$43.5K |
|
|
RICE
1107
DELISTED
Rice Energy Inc.
RICE
| $247K | 0.02% |
11,580
-68,908
| -86% | -$1.64M |
|
|
TCF
1108
DELISTED
TCF Financial Corporation
TCF
| $247K | 0.02% |
12,592
-58,756
| -82% | -$968K |
|
1109
NRG Energy
NRG
$25.5B
| $246K | 0.02% |
20,101
-30,493
| -60% | -$351K |
|
|
KRA
1110
DELISTED
Kraton Corporation
KRA
| $246K | 0.02% |
8,625
-5,800
| -40% | -$179K |
|
1111
Arcos Dorados Holdings
ARCO
$1.78B
| $245K | 0.02% |
46,612
+25,381
| +120% | +$145K |
|
1112
Scotiabank
BNS
$108B
| $245K | 0.02% |
4,392
-13,577
| -76% | -$740K |
|
1113
Federated Hermes
FHI
$4.78B
| $245K | 0.02% |
8,675
-92,827
| -91% | -$2.57M |
|
|
GRFS
1114
Grifois
GRFS
$5.38B
| $245K | 0.02% |
15,240
-3,289
| -18% | -$50.3K |
|
1115
Vail Resorts
MTN
$5.38B
| $245K | 0.02% |
1,516
-9,645
| -86% | -$1.53M |
|
1116
Quad
QUAD
$526M
| $245K | 0.02% |
+9,110
| New | +$236K |
|
1117
Ryanair
RYAAY
$31.8B
| $244K | 0.02% |
7,323
-3,415
| -32% | -$108K |
|
|
KLDX
1118
DELISTED
KLONDEX MINES LTD
KLDX
| $244K | 0.02% |
52,460
+16,587
| +46% | +$82.3K |
|
|
PMC
1119
DELISTED
PharMerica Corporation
PMC
| $244K | 0.02% |
9,699
-353
| -4% | -$8.91K |
|
1120
Ambev
ABEV
$47B
| $243K | 0.02% |
49,509
+10,687
| +28% | +$57.7K |
|
1121
Macerich
MAC
$7.22B
| $243K | 0.02% |
3,437
-8,176
| -70% | -$584K |
|
1122
Maximus
MMS
$3.31B
| $243K | 0.02% |
+4,363
| New | +$237K |
|
1123
Jones Lang LaSalle
JLL
$17.1B
| $242K | 0.02% |
2,392
-785
| -25% | -$78.9K |
|
|
AGR
1124
DELISTED
Avangrid, Inc.
AGR
| $242K | 0.02% |
6,395
-8,027
| -56% | -$306K |
|
1125
Grupo Cibest SA
CIB
$21.4B
| $241K | 0.02% |
+6,577
| New | +$240K |
|
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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.