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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
RF icon
201
Regions Financial
RF
$26.3B
$1.56M 0.11%
107,628
+32,818
+44% +$484K
ITUB icon
202
Itaú Unibanco
ITUB
$93B
$1.56M 0.11%
265,724
+181,320
+215% +$1.08M
LVLT
203
DELISTED
Level 3 Communications Inc
LVLT
$1.53M 0.11%
26,821
-89,212
-77% -$5.15M
PFE icon
204
Pfizer
PFE
$142B
$1.5M 0.11%
46,309
-19,793
-30% -$624K
SWKS icon
205
Skyworks Solutions
SWKS
$9.4B
$1.5M 0.11%
15,313
+567
+4% +$51.8K
HIW icon
206
Highwoods Properties
HIW
$3.73B
$1.49M 0.11%
30,290
+24,055
+386% +$1.22M
NCLH icon
207
Norwegian Cruise Line
NCLH
$8.59B
$1.49M 0.11%
29,330
+28,483
+3,363% +$1.38M
MDLZ icon
208
Mondelez International
MDLZ
$80.5B
$1.48M 0.11%
34,292
+2,083
+6% +$92.3K
TGNA
209
DELISTED
TEGNA Inc
TGNA
$1.48M 0.11%
90,038
-12,778
-12% -$197K
DVA icon
210
DaVita
DVA
$15.3B
$1.46M 0.1%
21,463
-16,083
-43% -$1.06M
PBR icon
211
Petrobras
PBR
$123B
$1.46M 0.1%
150,332
+113,346
+306% +$1.16M
GWW icon
212
W.W. Grainger
GWW
$64B
$1.45M 0.1%
+6,246
New +$1.54M
CSC
213
DELISTED
Computer Sciences
CSC
$1.45M 0.1%
21,031
+15,073
+253% +$1M
CHTR icon
214
Charter Communications
CHTR
$16.9B
$1.45M 0.1%
4,423
+4,331
+4,708% +$1.38M
CB icon
215
Chubb
CB
$135B
$1.45M 0.1%
10,602
-5,963
-36% -$802K
ALK icon
216
Alaska Air
ALK
$5.27B
$1.44M 0.1%
15,600
+13,520
+650% +$1.28M
TAP icon
217
Molson Coors Class B
TAP
$7.79B
$1.44M 0.1%
15,016
+1,171
+8% +$114K
FLG
218
Flagstar Bank National Association
FLG
$5.94B
$1.43M 0.1%
34,075
+6,751
+25% +$304K
ARW icon
219
Arrow Electronics
ARW
$10.9B
$1.42M 0.1%
19,306
+16,316
+546% +$1.19M
BIG
220
DELISTED
Big Lots, Inc.
BIG
$1.4M 0.1%
28,823
+21,887
+316% +$1.1M
BAH icon
221
Booz Allen Hamilton
BAH
$8.22B
$1.4M 0.1%
39,473
-57,002
-59% -$2.04M
CRI icon
222
Carter's
CRI
$1.39B
$1.4M 0.1%
15,561
-2,931
-16% -$253K
TEVA icon
223
Teva Pharmaceuticals
TEVA
$41.2B
$1.39M 0.1%
43,453
-10,976
-20% -$375K
SNI
224
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.39M 0.1%
17,786
+16,395
+1,179% +$1.27M
QCOM icon
225
Qualcomm
QCOM
$160B
$1.39M 0.1%
24,188
-33,363
-58% -$1.94M
7 8
9
10 11

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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.