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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
Cap. Flow
-$320M
Cap. Flow %
-25.53%
Top 10 Hldgs %
5.77%
Holding
2,066
New
391
Increased
611
Reduced
679
Closed
379

Top Buys

Rank Stock Value
1
AMT icon
American Tower
AMT
+$5.6M
2
SPGI icon
S&P Global
SPGI
+$5.41M
3
HBI
Hanesbrands
HBI
+$5.09M
4
MRK icon
Merck
MRK
+$4.57M
5
LVS icon
Las Vegas Sands
LVS
+$4.52M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$99.8M
2
AMAT icon
Applied Materials
AMAT
+$11.3M
3
MA icon
Mastercard
MA
+$9.4M
4
GS icon
Goldman Sachs
GS
+$9.14M
5
ULTA icon
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
CB icon
126
Chubb
CB
$135B
$2.19M 0.17%
16,565
+8,360
+102% +$1.07M
PEP icon
127
PepsiCo
PEP
$190B
$2.17M 0.17%
20,764
+14,954
+257% +$1.57M
ALLE icon
128
Allegion
ALLE
$13.4B
$2.17M 0.17%
33,945
+23,904
+238% +$1.58M
VLO icon
129
Valero Energy
VLO
$90.1B
$2.14M 0.17%
31,318
-6,059
-16% -$373K
C icon
130
Citigroup
C
$222B
$2.14M 0.17%
+35,951
New +$1.94M
AGN
131
DELISTED
Allergan plc
AGN
$2.13M 0.17%
10,149
+1,925
+23% +$399K
MKTX icon
132
MarketAxess Holdings
MKTX
$5.71B
$2.13M 0.17%
14,497
+7,529
+108% +$1.2M
DCI icon
133
Donaldson
DCI
$10.9B
$2.13M 0.17%
50,558
+1,228
+2% +$48.7K
DPZ icon
134
Domino's
DPZ
$11.5B
$2.12M 0.17%
13,289
-9,998
-43% -$1.62M
OXY icon
135
Occidental Petroleum
OXY
$56.8B
$2.11M 0.17%
29,591
+15,714
+113% +$1.12M
AOS icon
136
A.O. Smith
AOS
$8.17B
$2.08M 0.17%
43,944
+32,086
+271% +$1.55M
T icon
137
AT&T
T
$159B
$2.08M 0.17%
64,643
+51,669
+398% +$1.52M
RGC
138
DELISTED
Regal Entertainment Group
RGC
$2.07M 0.17%
100,662
+92,499
+1,133% +$2.05M
CSGP icon
139
CoStar Group
CSGP
$11.7B
$2.07M 0.17%
109,900
+14,580
+15% +$286K
D icon
140
Dominion Energy
D
$60.8B
$2.07M 0.17%
26,998
+20,769
+333% +$1.53M
BIIB icon
141
Biogen
BIIB
$30B
$2.06M 0.16%
7,264
+5,341
+278% +$1.58M
ES icon
142
Eversource Energy
ES
$26.9B
$2.05M 0.16%
37,065
+19,164
+107% +$1.02M
ABBV icon
143
AbbVie
ABBV
$443B
$2.04M 0.16%
32,528
+16,184
+99% +$988K
PFE icon
144
Pfizer
PFE
$143B
$2.04M 0.16%
66,102
+32,372
+96% +$988K
GIS icon
145
General Mills
GIS
$19.1B
$2.04M 0.16%
32,959
-58,916
-64% -$3.65M
IBM icon
146
IBM
IBM
$211B
$2.03M 0.16%
12,802
+7,352
+135% +$1.12M
NSC icon
147
Norfolk Southern
NSC
$75.4B
$2.03M 0.16%
18,778
+15,625
+496% +$1.58M
LEA icon
148
Lear
LEA
$6.54B
$2.02M 0.16%
15,271
+11,693
+327% +$1.47M
SCG
149
DELISTED
Scana
SCG
$2M 0.16%
+27,363
New +$1.95M
NEE icon
150
NextEra Energy
NEE
$181B
$1.99M 0.16%
66,468
-82,652
-55% -$2.47M
4 5
6
7 8

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GIM
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ECM
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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
AXA Investment Managers Puteaux, France $37.1B AUM
SIG
Stonegate Investment Group Birmingham, Alabama $4.31B AUM 18.07% 1-Year Est. Return

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.