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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
+5.85%
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
$1.4B
AUM Growth
+$152M
Cap. Flow
+$102M
Cap. Flow %
7.24%
Top 10 Hldgs %
17.6%
Holding
2,065
New
378
Increased
612
Reduced
608
Closed
462

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$134M
2
CPAY icon
Corpay
CPAY
+$11.5M
3
AMAT icon
Applied Materials
AMAT
+$9.73M
4
CSCO icon
Cisco
CSCO
+$8.58M
5
ADI icon
Analog Devices
ADI
+$6.87M

Top Sells

Rank Stock Value
1
MRSH
Marsh
MRSH
+$7.43M
2
MHK icon
Mohawk Industries
MHK
+$5.98M
3
COF icon
Capital One
COF
+$5.74M
4
WMT icon
Walmart Inc
WMT
+$5.68M
5
ADBE icon
Adobe
ADBE
+$5.67M

Sector Composition

Rank Sector Weight
1 Technology 16.23%
2 Consumer Discretionary 16.12%
3 Financials 10.52%
4 Industrials 8.72%
5 Healthcare 7.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WBS icon
101
Webster Financial
WBS
$12.5B
$2.58M 0.18%
51,559
+28,275
+121% +$1.51M
MS icon
102
Morgan Stanley
MS
$330B
$2.57M 0.18%
60,062
+21,729
+57% +$964K
MU icon
103
Micron Technology
MU
$988B
$2.57M 0.18%
88,790
+67,440
+316% +$1.65M
WMB icon
104
Williams Companies
WMB
$86.7B
$2.57M 0.18%
86,720
+36,943
+74% +$1.07M
APC
105
DELISTED
Anadarko Petroleum
APC
$2.56M 0.18%
41,359
+21,718
+111% +$1.45M
CVS icon
106
CVS Health
CVS
$134B
$2.54M 0.18%
32,376
+1,065
+3% +$85K
EVHC
107
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.54M 0.18%
41,396
+19,125
+86% +$1.28M
LLY icon
108
Eli Lilly
LLY
$1.03T
$2.54M 0.18%
30,146
-5,576
-16% -$447K
AGO icon
109
Assured Guaranty
AGO
$3.73B
$2.53M 0.18%
68,240
+60,515
+783% +$2.4M
NNN icon
110
NNN REIT
NNN
$9.16B
$2.52M 0.18%
57,896
+43,278
+296% +$1.92M
AMGN icon
111
Amgen
AMGN
$209B
$2.5M 0.18%
15,218
+7,756
+104% +$1.29M
T icon
112
AT&T
T
$159B
$2.49M 0.18%
79,431
+14,788
+23% +$465K
BRX icon
113
Brixmor Property Group
BRX
$9.67B
$2.49M 0.18%
116,001
+21,187
+22% +$493K
APD icon
114
Air Products & Chemicals
APD
$66.8B
$2.48M 0.18%
18,371
+9,398
+105% +$1.32M
NLSN
115
DELISTED
Nielsen Holdings plc
NLSN
$2.47M 0.18%
59,712
+32,441
+119% +$1.39M
DRI icon
116
Darden Restaurants
DRI
$23.7B
$2.46M 0.17%
29,352
+13,452
+85% +$1.01M
TRI icon
117
Thomson Reuters
TRI
$43.1B
$2.44M 0.17%
48,687
+43,800
+896% +$2.24M
BBD icon
118
Banco Bradesco
BBD
$37.9B
$2.42M 0.17%
455,770
+329,085
+260% +$1.74M
AET
119
DELISTED
Aetna Inc
AET
$2.36M 0.17%
18,510
-6,014
-25% -$755K
BABA icon
120
Alibaba
BABA
$279B
$2.35M 0.17%
21,799
+18,812
+630% +$1.91M
VFC icon
121
VF Corp
VFC
$5.87B
$2.34M 0.17%
45,267
+34,526
+321% +$1.7M
KEYS icon
122
Keysight
KEYS
$53.4B
$2.32M 0.17%
64,210
+40,484
+171% +$1.51M
SYK icon
123
Stryker
SYK
$133B
$2.31M 0.16%
17,533
+5,887
+51% +$744K
HDS
124
DELISTED
HD Supply Holdings, Inc.
HDS
$2.31M 0.16%
56,098
+51,449
+1,107% +$2.18M
WRK
125
DELISTED
WestRock Company
WRK
$2.3M 0.16%
44,157
+23,082
+110% +$1.22M
3 4
5
6 7

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ECM
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JFL
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BAM
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SF
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WIM
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AIM
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SIG
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Cubist Systematic Strategies's Q1 2017 Portfolio in Review

As of Q1 2017, Cubist Systematic Strategies held 2,065 positions worth $1.4B, up 12% from $1.25B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Cubist Systematic Strategies deployed $102M of net new capital in Q1 2017, opening 378 new positions and adding to 612 existing holdings. Its largest new stake was J.M. Smucker: 33,091 shares worth $4.34M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 12% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Marsh, an estimated $7.43M trimmed.

  • Cubist Systematic Strategies's largest Q1 2017 buy was J.M. Smucker: 33,091 shares worth $4.34M.
  • Cubist Systematic Strategies added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $134M increase.
  • Cubist Systematic Strategies's biggest Q1 2017 reduction was Marsh, cutting an estimated $7.43M.
  • Cubist Systematic Strategies fully exited S&P Global in Q1 2017, selling an estimated $5.5M.
  • Cubist Systematic Strategies's ten largest holdings make up 18% of its $1.4B portfolio in Q1 2017.
  • Cubist Systematic Strategies opened 378 new positions and closed 462 in Q1 2017.
  • Cubist Systematic Strategies's portfolio value rose 12% quarter-over-quarter to $1.4B.

Based on Cubist Systematic Strategies's 13F filing for Q1 2017, filed 15 May 2017.