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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
Cap. Flow
-$237M
Cap. Flow %
-15.25%
Top 10 Hldgs %
12.61%
Holding
2,077
New
380
Increased
551
Reduced
733
Closed
401

Top Buys

Rank Stock Value
1
AZO icon
AutoZone
AZO
+$9.58M
2
MNST icon
Monster Beverage
MNST
+$7.46M
3
DXCM icon
DexCom
DXCM
+$7.23M
4
ZAYO
Zayo Group Holdings, Inc.
ZAYO
+$7.16M
5
ALGN icon
Align Technology
ALGN
+$6.56M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$54M
2
V icon
Visa
V
+$11.4M
3
MA icon
Mastercard
MA
+$11.1M
4
HD icon
Home Depot
HD
+$10.4M
5
CSCO icon
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
IDTI
1976
DELISTED
Integrated Device Technology I
IDTI
– –
-24,011
Closed -$483K
ESL
1977
DELISTED
Esterline Technologies
ESL
– –
-3,287
Closed -$204K
ICON
1978
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-1,092
Closed -$74K
BNCL
1979
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-58,612
Closed -$746K
SCG
1980
DELISTED
Scana
SCG
– –
-2,972
Closed -$225K
EEQ
1981
DELISTED
Enbridge Energy Management Llc
EEQ
– –
-14,760
Closed -$269K
RSYS
1982
DELISTED
Radisys Corp
RSYS
– –
-14,053
Closed -$63K
SONC
1983
DELISTED
Sonic Corp
SONC
– –
-131,000
Closed -$3.54M
SVU
1984
DELISTED
SUPERVALU Inc.
SVU
– –
-17,933
Closed -$592K
GPT
1985
DELISTED
Gramercy Property Trust
GPT
– –
-4,234
Closed -$117K
SYNT
1986
DELISTED
Syntel Inc
SYNT
– –
-6,240
Closed -$282K
AAV
1987
DELISTED
Advantage Oil & Gas Ltd
AAV
– –
-6,900
Closed -$38K
WGL
1988
DELISTED
Wgl Holdings
WGL
– –
-3,142
Closed -$222K
RPXC
1989
DELISTED
RPX Corporation
RPXC
– –
-18,671
Closed -$171K
LVNTA
1990
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-15,196
Closed -$563K
CASC
1991
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-167
Closed -$1K
CCC
1992
DELISTED
Calgon Carbon Corp
CCC
– –
-27,262
Closed -$358K
HSNI
1993
DELISTED
HSN, Inc.
HSNI
– –
-2,191
Closed -$107K
PLPM
1994
DELISTED
Planet Payment, Inc
PLPM
– –
-25,281
Closed -$114K
VWR
1995
DELISTED
VWR Corporation
VWR
– –
-26,332
Closed -$761K
FNFV
1996
DELISTED
Fidelity Natl Financial, Inc.
FNFV
– –
-38,473
Closed -$441K
PKY
1997
DELISTED
Parkway, Inc.
PKY
– –
-28,129
Closed -$471K
STS
1998
DELISTED
Supreme Industries Inc Class A
STS
– –
-20,797
Closed -$285K
MACK
1999
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-3,194
Closed -$135K
NSR
2000
DELISTED
Neustar Inc
NSR
– –
-18,035
Closed -$424K
78 79
80
81 82

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JFL
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AIM
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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.