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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
VC icon
176
Visteon
VC
$2.8B
$1.75M 0.12%
17,869
+12,854
+256% +$1.18M
TROW icon
177
T. Rowe Price
TROW
$25.6B
$1.75M 0.12%
25,633
+14,982
+141% +$1.06M
RRD
178
DELISTED
RR Donnelley & Sons Co.
RRD
$1.75M 0.12%
144,070
+125,949
+695% +$2.01M
BF.B icon
179
Brown-Forman Class B
BF.B
$13.2B
$1.73M 0.12%
58,644
+37,038
+171% +$1.1M
GLW icon
180
Corning
GLW
$116B
$1.72M 0.12%
63,835
-27,534
-30% -$733K
FISV
181
Fiserv Inc
FISV
$28.8B
$1.72M 0.12%
29,876
+1,804
+6% +$101K
ES icon
182
Eversource Energy
ES
$27.8B
$1.72M 0.12%
29,298
-7,767
-21% -$442K
MT icon
183
ArcelorMittal
MT
$52.3B
$1.71M 0.12%
68,379
+66,251
+3,113% +$1.68M
ELLI
184
DELISTED
Ellie Mae Inc
ELLI
$1.71M 0.12%
17,033
+13,454
+376% +$1.24M
ALSN icon
185
Allison Transmission
ALSN
$9.57B
$1.7M 0.12%
47,264
-41,764
-47% -$1.49M
RTN
186
DELISTED
Raytheon Company
RTN
$1.69M 0.12%
11,107
+108
+1% +$16.2K
PII icon
187
Polaris
PII
$3.88B
$1.69M 0.12%
+20,135
New +$1.73M
COR icon
188
Cencora
COR
$60.7B
$1.66M 0.12%
18,776
+12,785
+213% +$1.12M
TJX icon
189
TJX Companies
TJX
$176B
$1.66M 0.12%
41,910
-86,780
-67% -$3.34M
SGI
190
Somnigroup International
SGI
$14.1B
$1.66M 0.12%
142,556
+114,704
+412% +$1.47M
HII icon
191
Huntington Ingalls Industries
HII
$12.6B
$1.63M 0.12%
8,118
+5,431
+202% +$1.1M
AN icon
192
AutoNation
AN
$7.18B
$1.61M 0.11%
38,146
+30,065
+372% +$1.44M
SYY icon
193
Sysco
SYY
$40.6B
$1.61M 0.11%
31,000
-9,444
-23% -$500K
CNC icon
194
Centene
CNC
$30.1B
$1.61M 0.11%
45,130
-5,244
-10% -$176K
AGN
195
DELISTED
Allergan plc
AGN
$1.6M 0.11%
6,700
-3,449
-34% -$803K
AEP icon
196
American Electric Power
AEP
$69.5B
$1.6M 0.11%
23,837
+6,275
+36% +$406K
CFG icon
197
Citizens Financial Group
CFG
$30.3B
$1.58M 0.11%
45,806
+16,610
+57% +$606K
CVE icon
198
Cenovus Energy
CVE
$56.5B
$1.57M 0.11%
138,962
+82,018
+144% +$1.1M
SBH icon
199
Sally Beauty Holdings
SBH
$1.46B
$1.57M 0.11%
76,870
+72,133
+1,523% +$1.65M
SEE
200
DELISTED
Sealed Air
SEE
$1.57M 0.11%
36,036
+12,322
+52% +$579K
6 7
8
9 10

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JFL
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BAM
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AIM
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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.