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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
+6.19%
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
$1.56B
AUM Growth
-$166M
(-9.6%)
Cap. Flow
-$237M
Cap. Flow
% of AUM
-15.25%
Top 10 Holdings %
Top 10 Hldgs %
12.61%
Holding
2,077
New
380
Increased
551
Reduced
733
Closed
401
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AutoZone
AZO
|
+$9.58M |
| 2 |
Monster Beverage
MNST
|
+$7.46M |
| 3 |
DexCom
DXCM
|
+$7.23M |
| 4 |
ZAYO
Zayo Group Holdings, Inc.
ZAYO
|
+$7.16M |
| 5 |
Align Technology
ALGN
|
+$6.56M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$54M |
| 2 |
Visa
V
|
+$11.4M |
| 3 |
Mastercard
MA
|
+$11.1M |
| 4 |
Home Depot
HD
|
+$10.4M |
| 5 |
Cisco
CSCO
|
+$8.88M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.61% |
| 2 | Technology | 14.27% |
| 3 | Industrials | 10.18% |
| 4 | Financials | 9.61% |
| 5 | Healthcare | 8.91% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1726
CVR Energy
CVI
$3.31B
| – | – |
-26,006
| Closed | -$403K |
|
1727
Caesars Entertainment
CZR
$6.06B
| – | – |
-17,246
| Closed | -$262K |
|
1728
DigitalBridge
DBRG
$2.93B
| – | – |
-17,980
| Closed | -$734K |
|
1729
Duke Energy
DUK
$96.9B
| – | – |
-8,132
| Closed | -$698K |
|
1730
Emergent Biosolutions
EBS
$382M
| – | – |
-12,912
| Closed | -$363K |
|
1731
New Oriental
EDU
$9.4B
| – | – |
-9,454
| Closed | -$396K |
|
1732
Equifax
EFX
$20.5B
| – | – |
-4,589
| Closed | -$589K |
|
1733
Emerson Electric
EMR
$86.7B
| – | – |
-10,243
| Closed | -$534K |
|
1734
EnerSys
ENS
$6.88B
| – | – |
-8,466
| Closed | -$503K |
|
1735
Equinor
EQNR
$94.8B
| – | – |
-12,989
| Closed | -$225K |
|
1736
Energy Recovery
ERII
$459M
| – | – |
-2,601
| Closed | -$23K |
|
1737
Essent Group
ESNT
$6.15B
| – | – |
-10,655
| Closed | -$232K |
|
1738
Empire State Realty Trust
ESRT
$850M
| – | – |
-74,811
| Closed | -$1.42M |
|
1739
Entravision Communication
EVC
$1.02B
| – | – |
-12,679
| Closed | -$85K |
|
1740
Evercore
EVR
$12.3B
| – | – |
-8,206
| Closed | -$363K |
|
|
DMC
1741
Del Monte Corp
DMC
$1.43B
| – | – |
-5,186
| Closed | -$282K |
|
1742
Forum Energy Technologies
FET
$795M
| $0 | ﹤0.01% |
+1
| New | +$344 |
|
1743
First Horizon
FHN
$12.2B
| – | – |
-16,137
| Closed | -$222K |
|
1744
Flowers Foods
FLO
$1.53B
| – | – |
-12,897
| Closed | -$242K |
|
1745
Fabrinet
FN
$16.3B
| – | – |
-8,592
| Closed | -$319K |
|
1746
Fossil Group
FOSL
$348M
| – | – |
-44,047
| Closed | -$1.26M |
|
1747
Federal Signal
FSS
$7.88B
| – | – |
-12,640
| Closed | -$163K |
|
1748
H.B. Fuller
FUL
$3.07B
| – | – |
-10,186
| Closed | -$448K |
|
1749
GATX Corp
GATX
$6.4B
| – | – |
-19,996
| Closed | -$879K |
|
1750
The GEO Group
GEO
$4.19B
| – | – |
-32,480
| Closed | -$740K |
|
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Cubist Systematic Strategies's Q3 2016 Portfolio in Review
As of Q3 2016, Cubist Systematic Strategies held 2,077 positions worth $1.56B, down 9.6% from $1.72B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Cubist Systematic Strategies withdrew a net $237M in Q3 2016, closing 401 positions and reducing 733 holdings. Its most notable exit was Amsurg Corp, an estimated $7.9M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 14% a quarter earlier, followed by Technology and Industrials.
Against the trend, Cubist Systematic Strategies opened a new position in Zayo Group Holdings, Inc. worth $7.36M.
- Cubist Systematic Strategies's largest Q3 2016 buy was Zayo Group Holdings, Inc.: 247,684 shares worth $7.36M.
- Cubist Systematic Strategies added most to AutoZone in Q3 2016, an estimated $9.58M increase.
- Cubist Systematic Strategies's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $54M.
- Cubist Systematic Strategies fully exited Amsurg Corp in Q3 2016, selling an estimated $7.9M.
- Cubist Systematic Strategies's ten largest holdings make up 13% of its $1.56B portfolio in Q3 2016.
- Cubist Systematic Strategies opened 380 new positions and closed 401 in Q3 2016.
- Cubist Systematic Strategies's portfolio value fell 9.6% quarter-over-quarter to $1.56B.
Based on Cubist Systematic Strategies's 13F filing for Q3 2016, filed 14 Nov 2016.