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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
-9.73%
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
$9.42B
AUM Growth
-$2.26B
(-19%)
Cap. Flow
-$1.08B
Cap. Flow
% of AUM
-11.49%
Top 10 Holdings %
Top 10 Hldgs %
15.51%
Holding
766
New
92
Increased
183
Reduced
317
Closed
133
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
MGM Resorts International
MGM
|
+$136M |
| 2 |
PVH
PVH
|
+$79.3M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$68.5M |
| 4 |
SNDK
SANDISK CORP
SNDK
|
+$62.2M |
| 5 |
MLNX
Mellanox Technologies, Ltd.
MLNX
|
+$61.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tyson Foods
TSN
|
+$112M |
| 2 |
GATX Corp
GATX
|
+$103M |
| 3 |
Raymond James Financial
RJF
|
+$97.1M |
| 4 |
Atmos Energy
ATO
|
+$94.8M |
| 5 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$94.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.7% |
| 2 | Industrials | 14.62% |
| 3 | Consumer Discretionary | 12.07% |
| 4 | Technology | 9.23% |
| 5 | Healthcare | 8.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
American Eagle Outfitters
AEO
$2.85B
| $164M | 1.74% |
10,477,804
-613,483
| -6% | -$10.5M |
|
2
Webster Financial
WBS
$12.3B
| $161M | 1.71% |
4,517,526
-486,224
| -10% | -$18.1M |
|
|
ETFC
3
DELISTED
E*Trade Financial Corporation
ETFC
| $160M | 1.7% |
6,093,141
+33,526
| +0.6% | +$929K |
|
|
BMR
4
DELISTED
BIOMED REALTY TRUST INC
BMR
| $152M | 1.61% |
7,603,324
+375,976
| +5% | +$7.52M |
|
|
LPT
5
DELISTED
Liberty Property Trust
LPT
| $149M | 1.58% |
4,737,620
+113,504
| +2% | +$3.69M |
|
6
Allison Transmission
ALSN
$10.1B
| $147M | 1.56% |
5,506,127
-674,507
| -11% | -$19.3M |
|
|
LVLT
7
DELISTED
Level 3 Communications Inc
LVLT
| $137M | 1.46% |
3,143,831
+393,153
| +14% | +$18.9M |
|
8
CBRE Group
CBRE
$40.8B
| $134M | 1.42% |
4,186,823
-590,676
| -12% | -$21M |
|
9
KBR
KBR
$4.68B
| $131M | 1.39% |
7,882,682
+2,165,621
| +38% | +$38.1M |
|
|
10
MGM Resorts International
MGM
$11.7B
| $125M | 1.33% |
6,785,236
+6,785,136
| +6,785,136% | +$136M |
|
|
NFX
11
DELISTED
Newfield Exploration
NFX
| $123M | 1.3% |
3,736,014
+176,427
| +5% | +$5.92M |
|
12
Voya Financial
VOYA
$8.94B
| $121M | 1.28% |
3,119,646
-356,861
| -10% | -$15.7M |
|
|
TMX
13
DELISTED
Terminix Global Holdings, Inc.
TMX
| $120M | 1.27% |
5,339,122
+951,438
| +22% | +$22.7M |
|
|
XL
14
DELISTED
XL Group Ltd.
XL
| $114M | 1.21% |
3,127,200
+1,143,378
| +58% | +$43.3M |
|
|
15
PVH
PVH
$3.71B
| $113M | 1.2% |
1,113,263
+698,100
| +168% | +$79.3M |
|
16
ITT
ITT
$17.5B
| $108M | 1.15% |
3,240,871
+17,510
| +0.5% | +$649K |
|
17
DTE Energy
DTE
$31.1B
| $107M | 1.13% |
1,558,027
+267,227
| +21% | +$17.9M |
|
18
Electronic Arts
EA
$52.4B
| $104M | 1.1% |
1,529,380
-230,773
| -13% | -$16.2M |
|
19
SL Green Realty
SLG
$3.88B
| $100M | 1.06% |
954,688
-34,918
| -4% | -$3.75M |
|
|
DFT
20
DELISTED
DuPont Fabros Technology Inc.
DFT
| $99.3M | 1.05% |
3,836,131
-124,122
| -3% | -$3.52M |
|
21
Ciena
CIEN
$55.3B
| $97M | 1.03% |
4,680,428
+573,927
| +14% | +$13.3M |
|
|
HES
22
DELISTED
Hess
HES
| $94.6M | 1% |
1,890,035
+213,150
| +13% | +$12.2M |
|
|
STI
23
DELISTED
SunTrust Banks, Inc.
STI
| $91.1M | 0.97% |
2,383,158
-605,718
| -20% | -$25.3M |
|
24
Exelon
EXC
$48.6B
| $88.4M | 0.94% |
4,171,605
+340,605
| +9% | +$7.66M |
|
25
Invesco
IVZ
$13.3B
| $86.8M | 0.92% |
2,779,497
+666,541
| +32% | +$23.7M |
|
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Systematic Financial Management's Q3 2015 Portfolio in Review
As of Q3 2015, Systematic Financial Management held 766 positions worth $9.42B, down 19% from $11.7B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Systematic Financial Management withdrew a net $1.08B in Q3 2015, closing 133 positions and reducing 317 holdings. Its most notable exit was GATX Corp, an estimated $103M 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 Activision Blizzard worth $75.9M.
- Systematic Financial Management's largest Q3 2015 buy was Activision Blizzard: 2,457,639 shares worth $75.9M.
- Systematic Financial Management added most to MGM Resorts International in Q3 2015, an estimated $136M increase.
- Systematic Financial Management's biggest Q3 2015 reduction was Tyson Foods, cutting an estimated $112M.
- Systematic Financial Management fully exited GATX Corp in Q3 2015, selling an estimated $103M.
- Systematic Financial Management's ten largest holdings make up 16% of its $9.42B portfolio in Q3 2015.
- Systematic Financial Management opened 92 new positions and closed 133 in Q3 2015.
- Systematic Financial Management's portfolio value fell 19% quarter-over-quarter to $9.42B.
Based on Systematic Financial Management's 13F filing for Q3 2015, filed 6 Nov 2015.