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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
+2.79%
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
$1.25B
AUM Growth
-$304M
(-20%)
Cap. Flow
-$320M
Cap. Flow
% of AUM
-25.53%
Top 10 Holdings %
Top 10 Hldgs %
5.77%
Holding
2,066
New
391
Increased
611
Reduced
679
Closed
379
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$5.6M |
| 2 |
S&P Global
SPGI
|
+$5.41M |
| 3 |
HBI
Hanesbrands
HBI
|
+$5.09M |
| 4 |
Merck
MRK
|
+$4.57M |
| 5 |
Las Vegas Sands
LVS
|
+$4.52M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$99.8M |
| 2 |
Applied Materials
AMAT
|
+$11.3M |
| 3 |
Mastercard
MA
|
+$9.4M |
| 4 |
Goldman Sachs
GS
|
+$9.14M |
| 5 |
Ulta Beauty
ULTA
|
+$9.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.21% |
| 2 | Financials | 14.2% |
| 3 | Industrials | 13.98% |
| 4 | Technology | 12.04% |
| 5 | Healthcare | 10.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $15M | 1.2% |
67,302
-456,615
| -87% | -$99.8M |
|
2
Meta Platforms (Facebook)
META
$1.51T
| $7.72M | 0.62% |
67,107
+19,901
| +42% | +$2.44M |
|
|
MRSH
3
Marsh
MRSH
$86.3B
| $7.5M | 0.6% |
111,032
+48,276
| +77% | +$3.24M |
|
|
LVLT
4
DELISTED
Level 3 Communications Inc
LVLT
| $6.54M | 0.52% |
116,033
+63,885
| +123% | +$3.37M |
|
|
5
American Tower
AMT
$77.7B
| $6.32M | 0.51% |
59,827
+51,512
| +620% | +$5.6M |
|
6
Adobe
ADBE
$89.5B
| $5.97M | 0.48% |
57,993
+37,540
| +184% | +$3.97M |
|
7
Mohawk Industries
MHK
$6.9B
| $5.92M | 0.47% |
29,635
+13,905
| +88% | +$2.73M |
|
8
Lowe's Companies
LOW
$116B
| $5.79M | 0.46% |
81,337
-18,824
| -19% | -$1.33M |
|
9
VeriSign
VRSN
$25.5B
| $5.71M | 0.46% |
75,059
+51,836
| +223% | +$4.1M |
|
10
Walmart Inc
WMT
$871B
| $5.69M | 0.45% |
247,134
+165,456
| +203% | +$3.86M |
|
11
Capital One
COF
$124B
| $5.67M | 0.45% |
65,003
+44,570
| +218% | +$3.59M |
|
12
Intuit
INTU
$81.1B
| $5.52M | 0.44% |
48,180
+22,047
| +84% | +$2.47M |
|
|
13
S&P Global
SPGI
$126B
| $5.5M | 0.44% |
51,182
+45,268
| +765% | +$5.41M |
|
14
Visa
V
$677B
| $5.34M | 0.43% |
68,474
+36,989
| +117% | +$2.97M |
|
15
Johnson Controls International
JCI
$87.5B
| $5.26M | 0.42% |
127,651
+63,177
| +98% | +$2.77M |
|
|
16
Las Vegas Sands
LVS
$30.5B
| $5.19M | 0.41% |
97,172
+77,515
| +394% | +$4.52M |
|
|
17
Merck
MRK
$324B
| $5.15M | 0.41% |
91,648
+78,024
| +573% | +$4.57M |
|
18
Illinois Tool Works
ITW
$81.4B
| $5.12M | 0.41% |
41,808
+1,672
| +4% | +$202K |
|
|
STI
19
DELISTED
SunTrust Banks, Inc.
STI
| $5.12M | 0.41% |
93,265
+58,693
| +170% | +$2.93M |
|
|
HBI
20
DELISTED
Hanesbrands
HBI
| $4.97M | 0.4% |
230,221
+212,985
| +1,236% | +$5.09M |
|
21
AutoZone
AZO
$48.3B
| $4.84M | 0.39% |
6,134
-6,184
| -50% | -$4.76M |
|
22
TJX Companies
TJX
$170B
| $4.83M | 0.39% |
128,690
+67,106
| +109% | +$2.54M |
|
23
Wells Fargo
WFC
$261B
| $4.83M | 0.39% |
87,680
-28,507
| -25% | -$1.43M |
|
24
Simon Property Group
SPG
$74.5B
| $4.76M | 0.38% |
26,806
+1,001
| +4% | +$186K |
|
25
Best Buy
BBY
$18B
| $4.57M | 0.36% |
107,077
+88,089
| +464% | +$3.74M |
|
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Cubist Systematic Strategies's Q4 2016 Portfolio in Review
As of Q4 2016, Cubist Systematic Strategies held 2,066 positions worth $1.25B, down 20% from $1.56B the previous quarter. Its ten largest holdings account for 5.8% of the portfolio.
Cubist Systematic Strategies withdrew a net $320M in Q4 2016, closing 379 positions and reducing 679 holdings. Its most notable exit was Waste Connections, an estimated $5.73M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, down from 17% a quarter earlier, followed by Financials and Industrials.
Against the trend, Cubist Systematic Strategies opened a new position in American International worth $3.82M.
- Cubist Systematic Strategies's largest Q4 2016 buy was American International: 58,545 shares worth $3.82M.
- Cubist Systematic Strategies added most to American Tower in Q4 2016, an estimated $5.6M increase.
- Cubist Systematic Strategies's biggest Q4 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $99.8M.
- Cubist Systematic Strategies fully exited Waste Connections in Q4 2016, selling an estimated $5.73M.
- Cubist Systematic Strategies's ten largest holdings make up 5.8% of its $1.25B portfolio in Q4 2016.
- Cubist Systematic Strategies opened 391 new positions and closed 379 in Q4 2016.
- Cubist Systematic Strategies's portfolio value fell 20% quarter-over-quarter to $1.25B.
Based on Cubist Systematic Strategies's 13F filing for Q4 2016, filed 14 Feb 2017.