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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
+3.8%
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
$7.34B
AUM Growth
-$658M
(-8.2%)
Cap. Flow
-$794M
Cap. Flow
% of AUM
-10.82%
Top 10 Holdings %
Top 10 Hldgs %
15.23%
Holding
676
New
98
Increased
187
Reduced
271
Closed
96
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cousins Properties
CUZ
|
+$90.8M |
| 2 |
Targa Resources
TRGP
|
+$71.1M |
| 3 |
SPN
Superior Energy Services, Inc.
SPN
|
+$50.7M |
| 4 |
Alcoa
AA
|
+$46M |
| 5 |
Qorvo
QRVO
|
+$44.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alexandria Real Estate Equities
ARE
|
+$79.3M |
| 2 |
Synchrony
SYF
|
+$66.8M |
| 3 |
Skyworks Solutions
SWKS
|
+$65.6M |
| 4 |
Global Payments
GPN
|
+$61.3M |
| 5 |
MGM Resorts International
MGM
|
+$55.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.31% |
| 2 | Industrials | 12.78% |
| 3 | Technology | 10.13% |
| 4 | Healthcare | 9.63% |
| 5 | Energy | 9.37% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LVLT
1
DELISTED
Level 3 Communications Inc
LVLT
| $142M | 1.94% |
2,758,135
-277,910
| -9% | -$14.5M |
|
|
ETFC
2
DELISTED
E*Trade Financial Corporation
ETFC
| $128M | 1.75% |
5,453,397
-614,315
| -10% | -$15.6M |
|
3
PVH
PVH
$3.71B
| $127M | 1.73% |
1,347,639
+220,315
| +20% | +$20.7M |
|
|
PF
4
DELISTED
Pinnacle Foods, Inc.
PF
| $112M | 1.53% |
2,421,791
+120,366
| +5% | +$5.24M |
|
5
CBRE Group
CBRE
$40.8B
| $107M | 1.46% |
4,049,248
+195,731
| +5% | +$5.72M |
|
|
AMSG
6
DELISTED
Amsurg Corp
AMSG
| $105M | 1.43% |
1,351,163
+150,381
| +13% | +$11.6M |
|
7
SL Green Realty
SLG
$3.88B
| $104M | 1.42% |
1,009,942
-149,746
| -13% | -$14.7M |
|
8
Newell Brands
NWL
$2.16B
| $101M | 1.38% |
2,079,846
-11,395
| -0.5% | -$533K |
|
9
Centene
CNC
$31.3B
| $98.2M | 1.34% |
2,750,462
-214,762
| -7% | -$6.74M |
|
10
KeyCorp
KEY
$24.3B
| $92.4M | 1.26% |
8,361,520
+409,286
| +5% | +$4.88M |
|
|
11
Cousins Properties
CUZ
$5.29B
| $91.7M | 1.25% |
3,125,192
+3,057,412
| +4,511% | +$90.8M |
|
12
KBR
KBR
$4.68B
| $89.5M | 1.22% |
6,757,498
+79,379
| +1% | +$1.15M |
|
13
ITT
ITT
$17.5B
| $87.6M | 1.19% |
2,739,741
+34,282
| +1% | +$1.23M |
|
|
BERY
14
DELISTED
Berry Global Group, Inc.
BERY
| $86.9M | 1.18% |
2,434,734
-601,438
| -20% | -$20.6M |
|
|
EGN
15
DELISTED
Energen
EGN
| $85.5M | 1.17% |
1,774,000
-83,924
| -5% | -$3.65M |
|
|
16
MGM Resorts International
MGM
$11.7B
| $79.3M | 1.08% |
3,504,563
-2,459,236
| -41% | -$55.9M |
|
|
17
Targa Resources
TRGP
$60.4B
| $76.4M | 1.04% |
+1,813,138
| New | +$71.1M |
|
18
Voya Financial
VOYA
$8.94B
| $76.1M | 1.04% |
3,073,838
-280,360
| -8% | -$8.58M |
|
|
STL
19
DELISTED
Sterling Bancorp
STL
| $74.8M | 1.02% |
4,766,082
+1,759,939
| +59% | +$28.2M |
|
|
HES
20
DELISTED
Hess
HES
| $74.5M | 1.02% |
1,240,093
-196,545
| -14% | -$11.4M |
|
21
Lam Research
LRCX
$382B
| $73.7M | 1% |
8,767,120
-1,255,660
| -13% | -$10.1M |
|
22
Exelon
EXC
$48.6B
| $73.5M | 1% |
2,835,214
-421,052
| -13% | -$10.4M |
|
23
Invesco
IVZ
$13.3B
| $72.9M | 0.99% |
2,856,051
-312,951
| -10% | -$9.29M |
|
|
24
Alexandria Real Estate Equities
ARE
$8.88B
| $72.5M | 0.99% |
700,085
-830,587
| -54% | -$79.3M |
|
25
Nucor
NUE
$56.4B
| $69.8M | 0.95% |
1,412,750
-690,075
| -33% | -$33.6M |
|
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Systematic Financial Management's Q2 2016 Portfolio in Review
As of Q2 2016, Systematic Financial Management held 676 positions worth $7.34B, down 8.2% from $7.99B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Systematic Financial Management withdrew a net $794M in Q2 2016, closing 96 positions and reducing 271 holdings. Its most notable exit was Synchrony, an estimated $66.8M position sold in full.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Targa Resources worth $76.4M.
- Systematic Financial Management's largest Q2 2016 buy was Targa Resources: 1,813,138 shares worth $76.4M.
- Systematic Financial Management added most to Cousins Properties in Q2 2016, an estimated $90.8M increase.
- Systematic Financial Management's biggest Q2 2016 reduction was Alexandria Real Estate Equities, cutting an estimated $79.3M.
- Systematic Financial Management fully exited Synchrony in Q2 2016, selling an estimated $66.8M.
- Systematic Financial Management's ten largest holdings make up 15% of its $7.34B portfolio in Q2 2016.
- Systematic Financial Management opened 98 new positions and closed 96 in Q2 2016.
- Systematic Financial Management's portfolio value fell 8.2% quarter-over-quarter to $7.34B.
Based on Systematic Financial Management's 13F filing for Q2 2016, filed 9 Aug 2016.