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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
+0.98%
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
$11.7B
AUM Growth
-$975M
(-7.7%)
Cap. Flow
-$916M
Cap. Flow
% of AUM
-7.84%
Top 10 Holdings %
Top 10 Hldgs %
14.19%
Holding
783
New
125
Increased
223
Reduced
293
Closed
109
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
KBR
KBR
|
+$102M |
| 2 |
Ciena
CIEN
|
+$93.8M |
| 3 |
HES
Hess
HES
|
+$90.9M |
| 4 |
ETFC
E*Trade Financial Corporation
ETFC
|
+$80.9M |
| 5 |
LVLT
Level 3 Communications Inc
LVLT
|
+$71.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CIT
CIT Group Inc.
CIT
|
+$114M |
| 2 |
Lincoln National
LNC
|
+$92.7M |
| 3 |
Elevance Health
ELV
|
+$91.2M |
| 4 |
Booz Allen Hamilton
BAH
|
+$85.7M |
| 5 |
Avanos Medical
AVNS
|
+$77.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.5% |
| 2 | Industrials | 13.67% |
| 3 | Consumer Discretionary | 11.05% |
| 4 | Healthcare | 8.96% |
| 5 | Technology | 8.85% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Webster Financial
WBS
$12.3B
| $198M | 1.69% |
5,003,750
-917,804
| -15% | -$34.6M |
|
2
American Eagle Outfitters
AEO
$2.85B
| $191M | 1.63% |
11,091,287
+5,106
| +0% | +$85.9K |
|
|
ETFC
3
DELISTED
E*Trade Financial Corporation
ETFC
| $181M | 1.55% |
6,059,615
+2,753,259
| +83% | +$80.9M |
|
4
Allison Transmission
ALSN
$10.1B
| $181M | 1.55% |
6,180,634
-447,215
| -7% | -$13.9M |
|
5
CBRE Group
CBRE
$40.8B
| $177M | 1.51% |
4,777,499
-808,735
| -14% | -$30.7M |
|
6
Voya Financial
VOYA
$8.94B
| $162M | 1.38% |
3,476,507
+392,767
| +13% | +$17.7M |
|
|
LPT
7
DELISTED
Liberty Property Trust
LPT
| $149M | 1.27% |
4,624,116
+372,964
| +9% | +$13M |
|
|
LVLT
8
DELISTED
Level 3 Communications Inc
LVLT
| $145M | 1.24% |
2,750,678
+1,302,346
| +90% | +$71.4M |
|
|
BMR
9
DELISTED
BIOMED REALTY TRUST INC
BMR
| $140M | 1.2% |
7,227,348
+780,262
| +12% | +$16.2M |
|
10
ITT
ITT
$17.5B
| $135M | 1.15% |
3,223,361
+166,904
| +5% | +$6.96M |
|
|
STI
11
DELISTED
SunTrust Banks, Inc.
STI
| $129M | 1.1% |
2,988,876
-222,558
| -7% | -$9.46M |
|
|
NFX
12
DELISTED
Newfield Exploration
NFX
| $129M | 1.1% |
3,559,587
+635,776
| +22% | +$23.7M |
|
|
EGN
13
DELISTED
Energen
EGN
| $123M | 1.06% |
1,805,409
+650,107
| +56% | +$45.2M |
|
|
PDS
14
Precision Drilling
PDS
$1.09B
| $118M | 1.01% |
879,055
+147,934
| +20% | +$20.5M |
|
15
Electronic Arts
EA
$52.4B
| $117M | 1% |
1,760,153
-209,963
| -11% | -$12.9M |
|
|
DFT
16
DELISTED
DuPont Fabros Technology Inc.
DFT
| $117M | 1% |
3,960,253
-83,657
| -2% | -$2.66M |
|
17
Raymond James Financial
RJF
$32.5B
| $115M | 0.98% |
2,886,206
-1,487,139
| -34% | -$57.8M |
|
|
HES
18
DELISTED
Hess
HES
| $112M | 0.96% |
1,676,885
+1,281,327
| +324% | +$90.9M |
|
19
Tyson Foods
TSN
$20.2B
| $112M | 0.96% |
2,622,162
-202,332
| -7% | -$8.31M |
|
|
20
KBR
KBR
$4.68B
| $111M | 0.95% |
+5,717,061
| New | +$102M |
|
|
TMX
21
DELISTED
Terminix Global Holdings, Inc.
TMX
| $106M | 0.91% |
4,387,684
+2,124,242
| +94% | +$49.3M |
|
22
SL Green Realty
SLG
$3.88B
| $105M | 0.9% |
989,606
+401,204
| +68% | +$47.1M |
|
|
FL
23
DELISTED
Foot Locker
FL
| $104M | 0.89% |
1,558,150
-283,809
| -15% | -$17.7M |
|
24
GATX Corp
GATX
$6.55B
| $103M | 0.89% |
1,946,185
-325,304
| -14% | -$18.5M |
|
25
Trinity Industries
TRN
$2.97B
| $101M | 0.87% |
5,333,696
-27,700
| -0.5% | -$621K |
|
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Systematic Financial Management's Q2 2015 Portfolio in Review
As of Q2 2015, Systematic Financial Management held 783 positions worth $11.7B, down 7.7% from $12.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Systematic Financial Management withdrew a net $916M in Q2 2015, closing 109 positions and reducing 293 holdings. Its most notable exit was CIT Group Inc., an estimated $114M position sold in full.
By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 20% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Systematic Financial Management opened a new position in KBR worth $111M.
- Systematic Financial Management's largest Q2 2015 buy was KBR: 5,717,061 shares worth $111M.
- Systematic Financial Management added most to Hess in Q2 2015, an estimated $90.9M increase.
- Systematic Financial Management's biggest Q2 2015 reduction was Lincoln National, cutting an estimated $92.7M.
- Systematic Financial Management fully exited CIT Group Inc. in Q2 2015, selling an estimated $114M.
- Systematic Financial Management's ten largest holdings make up 14% of its $11.7B portfolio in Q2 2015.
- Systematic Financial Management opened 125 new positions and closed 109 in Q2 2015.
- Systematic Financial Management's portfolio value fell 7.7% quarter-over-quarter to $11.7B.
Based on Systematic Financial Management's 13F filing for Q2 2015, filed 10 Aug 2015.