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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
ELV icon
151
Elevance Health
ELV
$81.5B
$1.97M 0.16%
13,725
+8,768
+177% +$1.17M
TEVA icon
152
Teva Pharmaceuticals
TEVA
$40.8B
$1.97M 0.16%
54,429
-78,106
-59% -$3.12M
HIG icon
153
Hartford Financial Services
HIG
$38.9B
$1.97M 0.16%
41,363
+36,451
+742% +$1.67M
LKQ icon
154
LKQ Corp
LKQ
$5.72B
$1.95M 0.16%
63,659
+517
+0.8% +$16.9K
IWM icon
155
iShares Russell 2000 ETF
IWM
$79.8B
$1.95M 0.16%
+14,435
New +$1.84M
RESI
156
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.94M 0.15%
175,706
+141,808
+418% +$1.56M
NWL icon
157
Newell Brands
NWL
$2.38B
$1.92M 0.15%
43,066
+18,283
+74% +$885K
TSM icon
158
TSMC
TSM
$2.1T
$1.91M 0.15%
66,429
+17,230
+35% +$519K
VRSK icon
159
Verisk Analytics
VRSK
$25.4B
$1.91M 0.15%
23,527
+13,787
+142% +$1.13M
MSFT icon
160
Microsoft
MSFT
$3.45T
$1.9M 0.15%
30,580
-72,037
-70% -$4.33M
SFM icon
161
Sprouts Farmers Market
SFM
$8.13B
$1.9M 0.15%
100,318
+95,097
+1,821% +$2M
OII icon
162
Oceaneering
OII
$4.86B
$1.89M 0.15%
66,845
+27,645
+71% +$745K
CBI
163
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.88M 0.15%
59,141
+33,530
+131% +$1.05M
GRMN
164
Garmin
GRMN
$56.7B
$1.87M 0.15%
38,564
+25,780
+202% +$1.28M
AXP icon
165
American Express
AXP
$227B
$1.86M 0.15%
25,158
+2,200
+10% +$152K
HON icon
166
Honeywell
HON
$77B
$1.86M 0.15%
17,757
-22,861
-56% -$2.32M
NUE icon
167
Nucor
NUE
$58.6B
$1.86M 0.15%
31,175
+30,453
+4,218% +$1.7M
XOM icon
168
ExxonMobil
XOM
$644B
$1.85M 0.15%
20,550
+9,890
+93% +$864K
ACN icon
169
Accenture
ACN
$102B
$1.85M 0.15%
15,801
+13,521
+593% +$1.6M
AWK icon
170
American Water Works
AWK
$26.7B
$1.85M 0.15%
+25,513
New +$1.85M
TWX
171
DELISTED
Time Warner Inc
TWX
$1.85M 0.15%
19,121
+11,822
+162% +$1.05M
EAT icon
172
Brinker International
EAT
$9.17B
$1.83M 0.15%
36,920
+6,666
+22% +$343K
MXIM
173
DELISTED
Maxim Integrated Products
MXIM
$1.82M 0.15%
47,175
-43,833
-48% -$1.72M
CNK icon
174
Cinemark Holdings
CNK
$4.24B
$1.8M 0.14%
46,999
+38,727
+468% +$1.54M
DIS icon
175
Walt Disney
DIS
$167B
$1.79M 0.14%
17,159
-6,763
-28% -$659K
5 6
7
8 9

Similar funds

GIM
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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 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.