CUBIST SYSTEMATIC STRATEGIES, LLC

STAMFORD, CT How do I update this listing?

Cubist Systematic Strategies is based out of Stamford. Their last reported 13F filing for Q1 2019 included $3,088,774,000 in managed 13F securities and a top 10 holdings concentration of 6.41%. Cubist Systematic Strategies's largest holding is SPDR S&P 500 ETF Trust with shares held of 152,400. Whalewisdom has at least 20 13F filings, and 2 13G filings

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03/31/2019

13F Sector Allocation Over Time

03/31/2019

13F Activity

  • Market Value $3.089 Billion
  • Prior Market Value $2.117 Billion
  • New Purchases547 stocks
  • Additional Purchases906 stocks
  • Sold out of344 stocks
  • Reduced holdings in752 stocks
  • Top 10 Holdings % 6.41 %
  • Turnover % [1]:40.19%
  • Turnover Alt % [2]: 59.82 %
  • Time Held Top20:0.15 quarters
  • Time Held Top10:0.20 quarters
  • Time Held All:9.04 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2019-05-15

Performance for Q1 2019: 5.38%
Performance Last 4 Quarters: 11.15%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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13F Filings Available:
  • 2019-03-31 - 13F-HR (Subscription required)
  • 2018-12-31 - 13F-HR (Subscription required)
  • 2018-09-30 - 13F-HR (Subscription required)
  • 2018-06-30 - 13F-HR (Subscription required)
  • 2018-03-31 - 13F-HR (Subscription required)
  • 2017-12-31 - 13F-HR (Subscription required)
  • 2017-09-30 - 13F-HR (Subscription required)
  • 2017-06-30 - 13F-HR (Subscription required)
  • 2017-03-31 - 13F-HR (Subscription required)
  • 2016-12-31 - 13F-HR (Subscription required)
  • 2016-09-30 - 13F-HR (Subscription required)
  • 2016-06-30 - 13F-HR (Subscription required)
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
This lets you look at individual sub managers or subsidiaries within the 13F filing.

13F Managers

Subsidiaries/Managers included in latest 13F
Name
Point72 Asset Management, L.P.

Active Schedule 13D and 13G events

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Form 4 - Recent Insider Transactions

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**EXPERIMENTAL** Current International Short Positions

Get more info on our International short position coverage here

Holder Issuer Net Short Position Position Date Origin

Short Position History (last 100)

Holder Net Short Position Position Date Origin
Cubist Systematic Strategies, LLC AIXTRON SE 0.54% 2017-05-29 GERMANY
Cubist Systematic Strategies, LLC AIXTRON SE 0.51% 2017-05-19 GERMANY
Cubist Systematic Strategies, LLC Klöckner & Co SE 0.59% 2015-07-15 GERMANY
Cubist Systematic Strategies, LLC Klöckner & Co SE 0.6% 2015-07-14 GERMANY
Cubist Systematic Strategies, LLC Klöckner & Co SE 0.52% 2015-07-01 GERMANY
Cubist Systematic Strategies, LLC NEW MELROSE INDUSTRIES PLC 0.49% 2016-02-24 UK
Cubist Systematic Strategies, LLC NEW MELROSE INDUSTRIES PLC 0.52% 2016-02-23 UK
CUBIST SYSTEMATIC STRATEGIES, LLC VALLOUREC 0.47% 2015-12-17 FRANCE
CUBIST SYSTEMATIC STRATEGIES, LLC VALLOUREC 0.52% 2015-12-16 FRANCE
CUBIST SYSTEMATIC STRATEGIES, LLC VALLOUREC 0.45% 2015-12-03 FRANCE
CUBIST SYSTEMATIC STRATEGIES, LLC VALLOUREC 0.5% 2015-12-02 FRANCE

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