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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
+6.96%
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
$9.15B
AUM Growth
-$274M
(-2.9%)
Cap. Flow
-$755M
Cap. Flow
% of AUM
-8.25%
Top 10 Holdings %
Top 10 Hldgs %
16.59%
Holding
702
New
69
Increased
125
Reduced
368
Closed
97
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alexandria Real Estate Equities
ARE
|
+$134M |
| 2 |
AMSG
Amsurg Corp
AMSG
|
+$85.2M |
| 3 |
Global Payments
GPN
|
+$67.6M |
| 4 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$66.9M |
| 5 |
PF
Pinnacle Foods, Inc.
PF
|
+$64.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BMR
BIOMED REALTY TRUST INC
BMR
|
+$169M |
| 2 |
Ciena
CIEN
|
+$106M |
| 3 |
Electronic Arts
EA
|
+$97M |
| 4 |
Labcorp
LH
|
+$85M |
| 5 |
OPLN
Openlane
OPLN
|
+$73.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.68% |
| 2 | Industrials | 15.22% |
| 3 | Consumer Discretionary | 10.14% |
| 4 | Healthcare | 8.8% |
| 5 | Technology | 8.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ETFC
1
DELISTED
E*Trade Financial Corporation
ETFC
| $201M | 2.19% |
6,767,274
+674,133
| +11% | +$19.4M |
|
2
MGM Resorts International
MGM
$11.7B
| $167M | 1.82% |
7,346,086
+560,850
| +8% | +$12.4M |
|
|
LVLT
3
DELISTED
Level 3 Communications Inc
LVLT
| $166M | 1.81% |
3,054,636
-89,195
| -3% | -$4.46M |
|
4
American Eagle Outfitters
AEO
$2.85B
| $148M | 1.62% |
9,576,218
-901,586
| -9% | -$14.1M |
|
5
Albemarle
ALB
$13.5B
| $146M | 1.6% |
2,615,111
+983,781
| +60% | +$50.6M |
|
6
DTE Energy
DTE
$31.1B
| $141M | 1.55% |
2,072,635
+514,608
| +33% | +$35.4M |
|
|
TMX
7
DELISTED
Terminix Global Holdings, Inc.
TMX
| $141M | 1.55% |
5,381,333
+42,211
| +0.8% | +$1.02M |
|
|
LPT
8
DELISTED
Liberty Property Trust
LPT
| $140M | 1.53% |
4,515,960
-221,660
| -5% | -$7.35M |
|
|
9
Alexandria Real Estate Equities
ARE
$8.88B
| $134M | 1.46% |
+1,482,279
| New | +$134M |
|
10
Allison Transmission
ALSN
$10.1B
| $132M | 1.45% |
5,115,046
-391,081
| -7% | -$10.7M |
|
11
KBR
KBR
$4.68B
| $129M | 1.41% |
7,610,107
-272,575
| -3% | -$5.01M |
|
12
Webster Financial
WBS
$12.3B
| $122M | 1.33% |
3,271,514
-1,246,012
| -28% | -$47.2M |
|
13
SL Green Realty
SLG
$3.88B
| $121M | 1.33% |
1,110,318
+155,630
| +16% | +$17.4M |
|
|
DFT
14
DELISTED
DuPont Fabros Technology Inc.
DFT
| $120M | 1.31% |
3,766,345
-69,786
| -2% | -$2.17M |
|
15
Voya Financial
VOYA
$8.94B
| $114M | 1.24% |
3,078,336
-41,310
| -1% | -$1.64M |
|
16
CBRE Group
CBRE
$40.8B
| $113M | 1.24% |
3,269,267
-917,556
| -22% | -$32.3M |
|
17
ITT
ITT
$17.5B
| $113M | 1.23% |
3,110,760
-130,111
| -4% | -$4.88M |
|
18
Globus Medical
GMED
$10.4B
| $110M | 1.2% |
3,962,360
-189,557
| -5% | -$4.76M |
|
19
Ameren
AEE
$31.5B
| $110M | 1.2% |
2,541,138
+1,308,794
| +106% | +$56.8M |
|
|
STI
20
DELISTED
SunTrust Banks, Inc.
STI
| $109M | 1.19% |
2,542,947
+159,789
| +7% | +$6.73M |
|
21
Invesco
IVZ
$13.3B
| $109M | 1.19% |
3,248,938
+469,441
| +17% | +$15.4M |
|
|
WOOF
22
DELISTED
VCA Inc.
WOOF
| $107M | 1.17% |
1,944,947
+499,550
| +35% | +$27.4M |
|
|
BERY
23
DELISTED
Berry Global Group, Inc.
BERY
| $99.8M | 1.09% |
3,004,534
-56,944
| -2% | -$1.81M |
|
|
NFX
24
DELISTED
Newfield Exploration
NFX
| $99.8M | 1.09% |
3,063,850
-672,164
| -18% | -$25M |
|
|
AMSG
25
DELISTED
Amsurg Corp
AMSG
| $95.8M | 1.05% |
1,260,000
+1,075,958
| +585% | +$85.2M |
|
Similar funds
EC
EQF
B
NHC
NEI
FIS
CFO
Systematic Financial Management's Q4 2015 Portfolio in Review
As of Q4 2015, Systematic Financial Management held 702 positions worth $9.15B, down 2.9% from $9.42B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Systematic Financial Management withdrew a net $755M in Q4 2015, closing 97 positions and reducing 368 holdings. Its most notable exit was Dynegy, Inc., an estimated $68.8M position sold in full.
By sector, the portfolio is most concentrated in Financials at 20% 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 Alexandria Real Estate Equities worth $134M.
- Systematic Financial Management's largest Q4 2015 buy was Alexandria Real Estate Equities: 1,482,279 shares worth $134M.
- Systematic Financial Management added most to Amsurg Corp in Q4 2015, an estimated $85.2M increase.
- Systematic Financial Management's biggest Q4 2015 reduction was BIOMED REALTY TRUST INC, cutting an estimated $169M.
- Systematic Financial Management fully exited Dynegy, Inc. in Q4 2015, selling an estimated $68.8M.
- Systematic Financial Management's ten largest holdings make up 17% of its $9.15B portfolio in Q4 2015.
- Systematic Financial Management opened 69 new positions and closed 97 in Q4 2015.
- Systematic Financial Management's portfolio value fell 2.9% quarter-over-quarter to $9.15B.
Based on Systematic Financial Management's 13F filing for Q4 2015, filed 10 Feb 2016.