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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
ESI
2026
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
– –
-16,465
Closed -$32K
WPG
2027
DELISTED
Washington Prime Group Inc.
WPG
– –
-13,576
Closed -$1.37M
TLMR
2028
DELISTED
TALMER BANCORP INC (MI)
TLMR
– –
-11,970
Closed -$229K
MKTO
2029
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-8,993
Closed -$313K
FMER
2030
DELISTED
FIRSTMERIT CORP
FMER
– –
-10,651
Closed -$216K
EJ
2031
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-29,762
Closed -$193K
TUMI
2032
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-12,653
Closed -$338K
FUR
2033
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
– –
-19,156
Closed -$168K
FNFG
2034
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-50,668
Closed -$494K
LDRH
2035
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
– –
-10,923
Closed -$404K
IHS
2036
DELISTED
IHS INC CL-A COM STK
IHS
– –
-4,028
Closed -$466K
HTS
2037
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-11,701
Closed -$192K
TE
2038
DELISTED
TECO ENERGY INC
TE
– –
-80,658
Closed -$2.23M
CPGX
2039
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-3,244
Closed -$83K
CJES
2040
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-163,284
Closed -$98K
ARC
2041
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-10,143
Closed -$39K
PGH
2042
DELISTED
Pengrowth Energy Corporation
PGH
– –
-13,865
Closed -$25K
XL
2043
DELISTED
XL Group Ltd.
XL
– –
-13,942
Closed -$464K
FLY
2044
DELISTED
Fly Leasing Limited
FLY
– –
-13,859
Closed -$138K
TYC
2045
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-35,870
Closed -$1.6M
SIVB
2046
DELISTED
SVB Financial Group
SIVB
– –
-3,345
Closed -$318K
PEI
2047
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-1,081
Closed -$348K
REGI
2048
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-1,700
Closed -$15K
UFS
2049
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-10,607
Closed -$371K
CBB
2050
DELISTED
Cincinnati Bell Inc.
CBB
– –
-2,120
Closed -$48K
80 81
82
83 84

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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.