Cubist Systematic Strategies LLC's Q4 2022 13F is in
Form 13F-HR for the quarter ended Dec 31, 2022 · filed Feb 14, 2023 · 3221 reported positions · accession 0000899140-23-000423
This filing covers a somewhat different set of reporting entities than the fund's prior filing, so a few of the changes below may reflect that rather than trading.
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | VISA INC (V) | 0.5% | 0.2% | −0.3 pts | −282K sh | −74% |
| Increased | APPLE INC (AAPL) | 0.1% | 0.6% | +0.5 pts | +434K sh | +656% |
| Increased | AMAZON COM INC (AMZN) | 0.2% | 0.5% | +0.4 pts | +540K sh | +271% |
| Reduced | COMCAST CORP NEW (CMCSA) | 0.3% | 0.0% | −0.3 pts | −1.22M sh | −93% |
| Reduced | CHESAPEAKE ENERGY CORP (EXE) | 0.3% | 0.0% | −0.3 pts | −438K sh | −95% |
| Reduced | CHARTER COMMUNICATIONS INC N (CHTR) | 0.4% | 0.1% | −0.2 pts | −121K sh | −71% |
| Reduced | ORACLE CORP (ORCL) | 0.2% | 0.0% | −0.2 pts | −483K sh | −99% |
| Reduced | MASTERCARD INCORPORATED (MA) | 0.3% | 0.1% | −0.2 pts | −113K sh | −85% |
| Increased | CVS HEALTH CORP (CVS) | 0.1% | 0.5% | +0.4 pts | +418K sh | +213% |
| Reduced | COCA COLA CO (KO) | 0.3% | 0.0% | −0.2 pts | −578K sh | −90% |
| Reduced | BOOKING HOLDINGS INC (BKNG) | 0.2% | 0.0% | −0.2 pts | −17,825 sh | −90% |
| Reduced | SHOPIFY INC (SHOP) | 0.2% | 0.0% | −0.2 pts | −1M sh | −94% |
| Increased | ETSY INC (ETSY) | 0.0% | 0.3% | +0.3 pts | +289K sh | +1511% |
| Increased | MCDONALDS CORP (MCD) | 0.1% | 0.5% | +0.3 pts | +130K sh | +186% |
| Reduced | COSTCO WHSL CORP NEW (COST) | 0.4% | 0.1% | −0.2 pts | −72,806 sh | −69% |
| Reduced | EXELON CORP (EXC) | 0.2% | 0.0% | −0.2 pts | −763K sh | −98% |
| Reduced | JPMORGAN CHASE & CO (JPM) | 0.2% | 0.1% | −0.2 pts | −245K sh | −80% |
| Reduced | SHERWIN WILLIAMS CO (SHW) | 0.3% | 0.1% | −0.2 pts | −138K sh | −67% |
| Reduced | MONOLITHIC PWR SYS INC (MPWR) | 0.2% | 0.0% | −0.2 pts | −91,637 sh | −99% |
| Increased | BAXTER INTL INC (BAX) | 0.0% | 0.3% | +0.3 pts | +625K sh | +1007% |
| Reduced | SOUTHERN CO (SO) | 0.2% | 0.0% | −0.2 pts | −442K sh | −95% |
| Increased | METLIFE INC (MET) | 0.0% | 0.3% | +0.3 pts | +431K sh | +1139% |
| Increased | PAYPAL HLDGS INC (PYPL) | 0.0% | 0.3% | +0.3 pts | +435K sh | +807% |
| New | BRISTOL-MYERS SQUIBB CO (BMY) | — | 0.3% | +0.3 pts | +428K sh | new |
| Increased | SOUTHWEST AIRLS CO (LUV) | 0.0% | 0.3% | +0.3 pts | +913K sh | +458% |
| Increased | LAM RESEARCH CORP (LRCX) | 0.1% | 0.3% | +0.3 pts | +68,668 sh | +247% |
| Reduced | GSK PLC (GSK) | 0.2% | 0.0% | −0.2 pts | −819K sh | −84% |
| Reduced | BROADCOM INC (AVGO) | 0.2% | 0.1% | −0.1 pts | −49,741 sh | −82% |
| Reduced | AMERICAN EXPRESS CO (AXP) | 0.3% | 0.2% | −0.1 pts | −186K sh | −58% |
| Reduced | BURLINGTON STORES INC (BURL) | 0.1% | 0.0% | −0.1 pts | −135K sh | −99% |
| Increased | TYSON FOODS INC (TSN) | 0.1% | 0.3% | +0.2 pts | +440K sh | +339% |
| Increased | QUALCOMM INC (QCOM) | 0.1% | 0.3% | +0.2 pts | +247K sh | +402% |
| Reduced | NIKE INC (NKE) | 0.3% | 0.3% | 0.0 pts | −231K sh | −47% |
| Increased | RESMED INC (RMD) | 0.0% | 0.2% | +0.2 pts | +125K sh | +1250680% |
| Reduced | NEWMONT CORP (NEM) | 0.2% | 0.1% | −0.2 pts | −550K sh | −72% |
| Increased | MSCI INC (MSCI) | 0.0% | 0.3% | +0.2 pts | +55,715 sh | +502% |
| Increased | L3HARRIS TECHNOLOGIES INC (LHX) | 0.0% | 0.3% | +0.2 pts | +124K sh | +554% |
| Increased | DEERE & CO (DE) | 0.1% | 0.4% | +0.3 pts | +60,170 sh | +148% |
| Reduced | CHEVRON CORP NEW (CVX) | 0.2% | 0.1% | −0.1 pts | −143K sh | −71% |
| Reduced | YETI HLDGS INC (YETI) | 0.1% | 0.0% | −0.1 pts | −596K sh | −93% |
| Reduced | PHILIP MORRIS INTL INC (PM) | 0.2% | 0.0% | −0.1 pts | −240K sh | −94% |
| Increased | DISCOVER FINL SVCS (DFS) | 0.1% | 0.3% | +0.2 pts | +244K sh | +219% |
| Increased | WELLS FARGO CO NEW (WFC) | 0.0% | 0.2% | +0.2 pts | +569K sh | +1220% |
| Reduced | INTUITIVE SURGICAL INC (ISRG) | 0.2% | 0.1% | −0.1 pts | −88,460 sh | −80% |
| Reduced | CHUBB LIMITED (CB) | 0.2% | 0.0% | −0.1 pts | −106K sh | −88% |
| Increased | REPUBLIC SVCS INC (RSG) | 0.0% | 0.3% | +0.2 pts | +180K sh | +384% |
| Reduced | HALLIBURTON CO (HAL) | 0.1% | 0.0% | −0.1 pts | −578K sh | −99% |
| Reduced | MONDELEZ INTL INC (MDLZ) | 0.2% | 0.1% | −0.1 pts | −341K sh | −78% |
| Increased | UNITED AIRLS HLDGS INC (UAL) | 0.1% | 0.4% | +0.2 pts | +595K sh | +100% |
| Increased | ZSCALER INC (ZS) | 0.2% | 0.3% | +0.2 pts | +200K sh | +134% |
The 50 largest of 3,831 changes, by size of the trade. Full holdings for this quarter.
Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled
† Security identifier (CUSIP) changed — read as one continuing position, not an exit and a new position:
- PAYSAFE LIMITED (PSFE): G6964L107 → G6964L206, 106K → 54,719 shares (share count changed with the identifier; not shown as a trade)
- BIOHAVEN LTD (BHVN): G11196105 → G1110E107, 3,740 → 539 shares (share count changed with the identifier; not shown as a trade)
- SITIO ROYALTIES CORP (STR): 82982V101 → 82983N108, 29,065 → 38,118 shares (share count changed with the identifier; not shown as a trade)
- XPERI INC (XPER): 98390M103 → 98423J101, 76,617 → 12,389 shares (share count changed with the identifier; not shown as a trade)
- ATLASSIAN CORPORATION (TEAM): G06242104 → 049468101, 174K → 86,217 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 4.5% of the equity book
Changes in the top 10 this quarter: AAPL entered · AMZN entered · CVS entered · ADP entered · MCD entered · PANW entered · UAL entered · C entered · V left · CHTR left · COST left · ADBE left · HUM left · EXE left · AXP left · SHW left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | APPLE INC (AAPL) | 0.1% | 0.6% | Entered the top 10 |
| 2 | AMAZON COM INC (AMZN) | 0.2% | 0.5% | Entered the top 10 |
| 3 | CVS HEALTH CORP (CVS) | 0.1% | 0.5% | Entered the top 10 |
| 4 | CME GROUP INC (CME) | 0.4% | 0.5% | |
| 5 | AUTOMATIC DATA PROCESSING IN (ADP) | 0.3% | 0.5% | Entered the top 10 |
| 6 | MCDONALDS CORP (MCD) | 0.1% | 0.5% | Entered the top 10 |
| 7 | ENPHASE ENERGY INC (ENPH) | 0.3% | 0.4% | |
| 8 | PALO ALTO NETWORKS INC (PANW) | 0.2% | 0.4% | Entered the top 10 |
| 9 | UNITED AIRLS HLDGS INC (UAL) | 0.1% | 0.4% | Entered the top 10 |
| 10 | CITIGROUP INC (C) | 0.2% | 0.4% | Entered the top 10 |
| — | VISA INC (V) | 0.5% | 0.2% | Left the top 10 |
| — | CHARTER COMMUNICATIONS INC N (CHTR) | 0.4% | 0.1% | Left the top 10 |
| — | COSTCO WHSL CORP NEW (COST) | 0.4% | 0.1% | Left the top 10 |
| — | ADOBE SYSTEMS INCORPORATED (ADBE) | 0.3% | 0.3% | Left the top 10 |
| — | HUMANA INC (HUM) | 0.3% | 0.3% | Left the top 10 |
| — | CHESAPEAKE ENERGY CORP (EXE) | 0.3% | 0.0% | Left the top 10 |
| — | AMERICAN EXPRESS CO (AXP) | 0.3% | 0.2% | Left the top 10 |
| — | SHERWIN WILLIAMS CO (SHW) | 0.3% | 0.1% | Left the top 10 |
Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).
Option positions (puts and calls)
Reported separately from the positions above. The value a 13F reports for an option is that of the underlying shares, not the option itself.
| Activity | Security | Type | Shares before | Shares now | Reported value |
|---|---|---|---|---|---|
| Reduced | NETFLIX INC (NFLX) | Put | 236K | 49,600 | $14.6M |
| Increased | MICROSOFT CORP (MSFT) | Put | 64,300 | 201K | $48.1M |
| Increased | GILEAD SCIENCES INC (GILD) | Call | 35,900 | 393K | $33.7M |
| Reduced | OCCIDENTAL PETE CORP (OXY) | Call | 919K | 420K | $26.4M |
| Increased | FIRST SOLAR INC (FSLR) | Put | 29,100 | 192K | $28.8M |
| Increased | SCHLUMBERGER LTD (SLB) | Put | 34,400 | 473K | $25.3M |
| Increased | NVIDIA CORPORATION (NVDA) | Call | 68,000 | 218K | $31.9M |
| Increased | APPLE INC (AAPL) | Put | 66,000 | 248K | $32.2M |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | Call | 429K | 765K | $49.5M |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | Put | 95,500 | 427K | $27.7M |
| Reduced | CF INDS HLDGS INC (CF) | Call | 295K | 84,200 | $7.17M |
| Increased | FIRST SOLAR INC (FSLR) | Call | 55,100 | 177K | $26.5M |
| Reduced | CHEVRON CORP NEW (CVX) | Call | 380K | 197K | $35.4M |
| Increased | EXXON MOBIL CORP (XOM) | Put | 118K | 264K | $29.1M |
| Increased | SCHLUMBERGER LTD (SLB) | Call | 157K | 454K | $24.3M |
| Reduced | UBER TECHNOLOGIES INC (UBER) | Put | 1.03M | 350K | $8.65M |
| Increased | MICROSOFT CORP (MSFT) | Call | 4,200 | 80,000 | $19.2M |
| Increased | MODERNA INC (MRNA) | Call | 59,300 | 139K | $25M |
| Increased | NVIDIA CORPORATION (NVDA) | Put | 22,200 | 138K | $20.2M |
| Reduced | NUTRIEN LTD (NTR) | Call | 371K | 187K | $13.6M |
| Increased | DOMINION ENERGY INC (D) | Put | 15,200 | 295K | $18.1M |
| Increased | ALPHABET INC (GOOGL) | Call | 63,400 | 261K | $23M |
| Increased | FEDEX CORP (FDX) | Put | 69,400 | 156K | $27.1M |
| Increased | LOCKHEED MARTIN CORP (LMT) | Put | 30,900 | 59,000 | $28.7M |
| Reduced | MOSAIC CO NEW (MOS) | Call | 625K | 316K | $13.8M |