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SFM
Systematic Financial Management Portfolio holdings
AUM
$4.36B
1-Year Est. Return
40.56%
This Fund
S&P 500
This Quarter
Est. Return
+7.64%
1 Year Est. Return
+40.56%
3 Year Est. Return
+82.4%
5 Year Est. Return
+101.84%
10 Year Est. Return
+456.43%
AUM
$13.5B
AUM Growth
-$197M
(-1.4%)
Cap. Flow
-$720M
Cap. Flow
% of AUM
-5.32%
Top 10 Holdings %
Top 10 Hldgs %
14.13%
Holding
783
New
113
Increased
161
Reduced
377
Closed
105
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
DYN
Dynegy, Inc.
DYN
|
+$95.6M |
| 2 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$93.7M |
| 3 |
NFX
Newfield Exploration
NFX
|
+$89.2M |
| 4 |
RKT
ROCK-TENN COMPANY CL-A
RKT
|
+$86.3M |
| 5 |
WOOF
VCA Inc.
WOOF
|
+$76.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LVLT
Level 3 Communications Inc
LVLT
|
+$130M |
| 2 |
XEC
CIMAREX ENERGY CO
XEC
|
+$120M |
| 3 |
SWC
Stillwater Mining Co
SWC
|
+$108M |
| 4 |
ON Semiconductor
ON
|
+$94M |
| 5 |
Ameren
AEE
|
+$90.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.77% |
| 2 | Industrials | 12.27% |
| 3 | Consumer Discretionary | 11.78% |
| 4 | Healthcare | 10.62% |
| 5 | Technology | 8.42% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Webster Financial
WBS
$12.3B
| $234M | 1.73% |
7,181,883
-129,400
| -2% | -$4M |
|
2
Allison Transmission
ALSN
$10.1B
| $233M | 1.72% |
6,870,518
-299,861
| -4% | -$9.55M |
|
3
Raymond James Financial
RJF
$32.5B
| $225M | 1.66% |
5,894,475
-335,666
| -5% | -$12.3M |
|
|
LPT
4
DELISTED
Liberty Property Trust
LPT
| $204M | 1.51% |
5,431,405
-191,075
| -3% | -$6.72M |
|
5
CBRE Group
CBRE
$40.8B
| $193M | 1.43% |
5,641,678
+113,326
| +2% | +$3.63M |
|
|
BMR
6
DELISTED
BIOMED REALTY TRUST INC
BMR
| $174M | 1.29% |
8,091,048
-1,852,020
| -19% | -$39.4M |
|
|
LVLT
7
DELISTED
Level 3 Communications Inc
LVLT
| $171M | 1.27% |
3,471,392
-2,804,363
| -45% | -$130M |
|
|
FL
8
DELISTED
Foot Locker
FL
| $162M | 1.2% |
2,881,311
+735,160
| +34% | +$40.8M |
|
|
DFT
9
DELISTED
DuPont Fabros Technology Inc.
DFT
| $161M | 1.19% |
4,842,536
-1,029,238
| -18% | -$32M |
|
10
Hartford Financial Services
HIG
$38.5B
| $155M | 1.14% |
3,711,571
+1,706,488
| +85% | +$67.5M |
|
11
Voya Financial
VOYA
$8.94B
| $151M | 1.12% |
3,574,134
-804,605
| -18% | -$32.2M |
|
12
Atmos Energy
ATO
$29.9B
| $150M | 1.11% |
2,690,897
-1,194,742
| -31% | -$62.9M |
|
13
GATX Corp
GATX
$6.55B
| $149M | 1.1% |
2,591,664
-66,416
| -2% | -$3.95M |
|
14
Lincoln National
LNC
$7.91B
| $143M | 1.05% |
2,471,835
+348,718
| +16% | +$19M |
|
15
American Eagle Outfitters
AEO
$2.85B
| $142M | 1.05% |
10,204,523
+2,755,316
| +37% | +$37.3M |
|
16
HCA Healthcare
HCA
$84.8B
| $138M | 1.02% |
1,874,010
+338,611
| +22% | +$23.8M |
|
|
17
Ameren
AEE
$31.5B
| $135M | 1% |
2,932,274
-2,123,941
| -42% | -$90.3M |
|
18
Tyson Foods
TSN
$20.2B
| $130M | 0.96% |
3,240,990
+156,713
| +5% | +$6.36M |
|
|
HOLX
19
DELISTED
Hologic
HOLX
| $125M | 0.92% |
4,678,752
+235,620
| +5% | +$6.08M |
|
20
Alcoa
AA
$11.7B
| $124M | 0.92% |
3,275,271
+268,201
| +9% | +$10.4M |
|
21
Electronic Arts
EA
$52.4B
| $121M | 0.9% |
2,582,449
-111,750
| -4% | -$4.61M |
|
|
CIT
22
DELISTED
CIT Group Inc.
CIT
| $120M | 0.88% |
2,501,731
+362,208
| +17% | +$17.2M |
|
23
Sunstone Hotel Investors
SHO
$2.19B
| $115M | 0.85% |
6,987,314
-1,563,759
| -18% | -$24.2M |
|
24
Elevance Health
ELV
$81.9B
| $113M | 0.83% |
898,744
+428,035
| +91% | +$52.9M |
|
25
Huntsman Corp
HUN
$2.24B
| $113M | 0.83% |
4,945,551
-18,781
| -0.4% | -$456K |
|
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Systematic Financial Management's Q4 2014 Portfolio in Review
As of Q4 2014, Systematic Financial Management held 783 positions worth $13.5B, down 1.4% from $13.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Systematic Financial Management withdrew a net $720M in Q4 2014, closing 105 positions and reducing 377 holdings. Its most notable exit was AT&T, an estimated $25.9M position sold in full.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 19% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Systematic Financial Management opened a new position in Dynegy, Inc. worth $94M.
- Systematic Financial Management's largest Q4 2014 buy was Dynegy, Inc.: 3,097,629 shares worth $94M.
- Systematic Financial Management added most to VCA Inc. in Q4 2014, an estimated $76.7M increase.
- Systematic Financial Management's biggest Q4 2014 reduction was Level 3 Communications Inc, cutting an estimated $130M.
- Systematic Financial Management fully exited AT&T in Q4 2014, selling an estimated $25.9M.
- Systematic Financial Management's ten largest holdings make up 14% of its $13.5B portfolio in Q4 2014.
- Systematic Financial Management opened 113 new positions and closed 105 in Q4 2014.
- Systematic Financial Management's portfolio value fell 1.4% quarter-over-quarter to $13.5B.
Based on Systematic Financial Management's 13F filing for Q4 2014, filed 10 Feb 2015.