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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
VEDL
2051
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
– –
-21,209
Closed -$263K
ORBC
2052
DELISTED
ORBCOMM, Inc.
ORBC
– –
-16,213
Closed -$134K
CKH
2053
DELISTED
Seacor Holdings Inc.
CKH
– –
-5,039
Closed -$347K
MTSC
2054
DELISTED
MTS Systems Corp
MTSC
– –
-10
Closed -$1K
GFA
2055
DELISTED
Gafisa S.A.
GFA
– –
-1,466
Closed -$22K
LPNT
2056
DELISTED
LifePoint Health, Inc.
LPNT
– –
-1,056
Closed -$60K
CYS
2057
DELISTED
CYS Investments Inc.
CYS
– –
-12,629
Closed -$98K
DCM
2058
DELISTED
NTT DOCOMO, Inc.
DCM
– –
-20,773
Closed -$473K
NEWS
2059
DELISTED
NewStar Financial, Inc.
NEWS
– –
-11,574
Closed -$107K
DGI
2060
DELISTED
DigitalGlobe Inc.
DGI
– –
-16,469
Closed -$472K
EDE
2061
DELISTED
Empire District Electric
EDE
– –
-46,288
Closed -$1.58M
QGENF
2062
DELISTED
QIAGEN NV
QGENF
– –
-3,393
Closed -$95K
WOOF
2063
DELISTED
VCA Inc.
WOOF
– –
-1,000
Closed -$69K
CBA
2064
DELISTED
ClearBridge American Energy MLP
CBA
– –
-15,106
Closed -$139K
TCF
2065
DELISTED
TCF Financial Corporation
TCF
– –
-12,592
Closed -$247K
79 80 81 82
83

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ECM
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JFL
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BAM
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SF
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WIM
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AIM
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SIG
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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.