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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
AAL icon
1601
American Airlines Group
AAL
$10.1B
– –
-6,100
Closed -$285K
ABM icon
1602
ABM Industries
ABM
$2.81B
– –
-2,900
Closed -$118K
ACIW icon
1603
ACI Worldwide
ACIW
$5.83B
– –
-19,526
Closed -$354K
ACM icon
1604
Aecom
ACM
$9.3B
– –
-5,154
Closed -$187K
AER icon
1605
AerCap
AER
$23.7B
– –
-60,167
Closed -$2.5M
AGEN
1606
Agenus
AGEN
$312M
– –
-97
Closed -$8K
AIR icon
1607
AAR Corp
AIR
$5.59B
– –
-20,613
Closed -$681K
AL
1608
DELISTED
Air Lease Corp
AL
– –
-24,599
Closed -$844K
ALEX
1609
DELISTED
Alexander & Baldwin
ALEX
– –
-5,248
Closed -$235K
ALGN icon
1610
Align Technology
ALGN
$12.1B
– –
-9,805
Closed -$943K
ALT icon
1611
Altimmune
ALT
$552M
– –
-104
Closed -$102K
OSG
1612
Octave Specialty Group
OSG
$243M
– –
-9,364
Closed -$211K
AMCX icon
1613
AMC Global Media
AMCX
$492M
– –
-9,675
Closed -$506K
AMD icon
1614
Advanced Micro Devices
AMD
$776B
– –
-127,625
Closed -$1.45M
AMG icon
1615
Affiliated Managers Group
AMG
$9.69B
– –
-15,546
Closed -$2.26M
ANDE icon
1616
Andersons Inc
ANDE
$2.41B
– –
-2,226
Closed -$100K
ANET icon
1617
Arista Networks
ANET
$227B
– –
-62,048
Closed -$375K
ANF icon
1618
Abercrombie & Fitch
ANF
$4.42B
$0 ﹤0.01%
8
-10,596
-100% -$126K
ANGO icon
1619
AngioDynamics
ANGO
$611M
– –
-20,210
Closed -$341K
ARI
1620
Apollo Commercial Real Estate
ARI
$867M
– –
-31,357
Closed -$521K
AROC icon
1621
Archrock
AROC
$6.27B
– –
-32,825
Closed -$433K
ARR
1622
Armour Residential REIT
ARR
$2.33B
– –
-3,360
Closed -$364K
ATI icon
1623
ATI
ATI
$25.6B
– –
-10,420
Closed -$166K
AU icon
1624
AngloGold Ashanti
AU
$40.1B
– –
-55,403
Closed -$582K
AVA icon
1625
Avista
AVA
$3.34B
– –
-12,009
Closed -$480K
63 64
65
66 67

Similar funds

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
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 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.