We are live on ! Find out more
SFM

Systematic Financial Management Portfolio holdings

AUM $4.36B
1-Year Est. Return 40.56%
This Fund
S&P 500
This Quarter Est. Return
+10.55%
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
$7.13B
AUM Growth
-$204M
Cap. Flow
-$706M
Cap. Flow %
-9.9%
Top 10 Hldgs %
14.09%
Holding
670
New
90
Increased
110
Reduced
370
Closed
76

Top Buys

Rank Stock Value
1
ZION icon
Zions Bancorporation
ZION
+$82.1M
2
XL
XL Group Ltd.
XL
+$75.8M
3
LDOS icon
Leidos
LDOS
+$65.8M
4
GT icon
Goodyear
GT
+$53.5M
5
FIT
Fitbit, Inc. Class A common stock
FIT
+$52.9M

Top Sells

Rank Stock Value
1
LVLT
Level 3 Communications Inc
LVLT
+$104M
2
NUE icon
Nucor
NUE
+$62.8M
3
BERY
Berry Global Group, Inc.
BERY
+$57.6M
4
CE icon
Celanese
CE
+$57.4M
5
KEY icon
KeyCorp
KEY
+$57.1M

Sector Composition

Rank Sector Weight
1 Financials 20.52%
2 Industrials 12.14%
3 Technology 11.75%
4 Consumer Discretionary 10.15%
5 Energy 9.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PVH icon
1
PVH
PVH
$3.71B
$137M 1.92%
1,239,047
-108,592
-8% -$11.2M
ETFC
2
DELISTED
E*Trade Financial Corporation
ETFC
$120M 1.68%
4,107,096
-1,346,301
-25% -$34.8M
PF
3
DELISTED
Pinnacle Foods, Inc.
PF
$108M 1.51%
2,153,127
-268,664
-11% -$13.3M
CBRE icon
4
CBRE Group
CBRE
$40.8B
$101M 1.42%
3,619,267
-429,981
-11% -$12.3M
KBR icon
5
KBR
KBR
$4.68B
$99.3M 1.39%
6,561,045
-196,453
-3% -$2.89M
ZION icon
6
Zions Bancorporation
ZION
$10.1B
$89.7M 1.26%
+2,890,076
New +$82.1M
CUZ icon
7
Cousins Properties
CUZ
$5.29B
$87.8M 1.23%
2,978,118
-147,074
-5% -$4.44M
MGM icon
8
MGM Resorts International
MGM
$11.7B
$87.7M 1.23%
3,369,872
-134,691
-4% -$3.27M
ITT icon
9
ITT
ITT
$17.5B
$87.2M 1.22%
2,432,432
-307,309
-11% -$10.5M
VOYA icon
10
Voya Financial
VOYA
$8.94B
$87.2M 1.22%
3,024,626
-49,212
-2% -$1.34M
AMSG
11
DELISTED
Amsurg Corp
AMSG
$85.3M 1.2%
1,271,780
-79,383
-6% -$5.55M
SLG icon
12
SL Green Realty
SLG
$3.88B
$83.7M 1.17%
799,870
-210,072
-21% -$23.1M
IVZ icon
13
Invesco
IVZ
$13.3B
$82.8M 1.16%
2,647,340
-208,711
-7% -$6.13M
MSCC
14
DELISTED
Microsemi Corp
MSCC
$76.8M 1.08%
1,828,637
+425,809
+30% +$16.3M
XL
15
DELISTED
XL Group Ltd.
XL
$75.8M 1.06%
+2,254,924
New +$75.8M
ALK icon
16
Alaska Air
ALK
$5.15B
$73.6M 1.03%
1,117,400
+266,078
+31% +$17.5M
ORBK
17
DELISTED
Orbotech Ltd
ORBK
$73.6M 1.03%
2,484,047
-83,952
-3% -$2.38M
EXC icon
18
Exelon
EXC
$48.6B
$71.8M 1.01%
3,024,546
+189,332
+7% +$4.76M
SPN
19
DELISTED
Superior Energy Services, Inc.
SPN
$70.6M 0.99%
394,424
+68,102
+21% +$11.4M
LDOS icon
20
Leidos
LDOS
$14.1B
$64.4M 0.9%
1,487,852
+1,449,012
+3,731% +$65.8M
AA icon
21
Alcoa
AA
$11.7B
$62.7M 0.88%
2,574,876
+610,246
+31% +$14.9M
LAZ icon
22
Lazard
LAZ
$4.37B
$61.9M 0.87%
1,702,450
+364,091
+27% +$12.7M
NWL icon
23
Newell Brands
NWL
$2.16B
$60.2M 0.84%
1,143,191
-936,655
-45% -$48.4M
ENH
24
DELISTED
Endurance Specialty Holdings Ltd
ENH
$60.1M 0.84%
918,130
+107,566
+13% +$7.13M
HES
25
DELISTED
Hess
HES
$59.9M 0.84%
1,116,306
-123,787
-10% -$6.63M
1
2 3 4 5

Similar funds

EC
Eminence Capital New York $4.36B AUM 3.1% 1-Year Est. Return
EQF
Evergreen Quality Fund Grand Cayman, Cayman Islands $4.37B AUM 119.42% 1-Year Est. Return
B
Bailard Foster City, California $4.35B AUM 23.57% 1-Year Est. Return
Skandinaviska Enskilda Banken (SEB)
Skandinaviska Enskilda Banken (SEB) Stockholm, Sweden $4.34B AUM 19.31% 1-Year Est. Return
NHC
Nicholas Hoffman & Company Atlanta, Georgia $4.33B AUM 18.98% 1-Year Est. Return
NEI
Northwest & Ethical Investments Toronto, Ontario, Canada $4.32B AUM 23.26% 1-Year Est. Return
FIS
Fundsmith Investment Services Grande Riviere Noire, Mauritius $4.41B AUM 6.68% 1-Year Est. Return
CFO
Callan Family Office Radnor, Pennsylvania $4.41B AUM 26.21% 1-Year Est. Return

Systematic Financial Management's Q3 2016 Portfolio in Review

As of Q3 2016, Systematic Financial Management held 670 positions worth $7.13B, down 2.8% from $7.34B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Systematic Financial Management withdrew a net $706M in Q3 2016, closing 76 positions and reducing 370 holdings. Its most notable exit was Celanese, an estimated $57.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 17% a quarter earlier, followed by Industrials and Technology.

Against the trend, Systematic Financial Management opened a new position in Zions Bancorporation worth $89.7M.

  • Systematic Financial Management's largest Q3 2016 buy was Zions Bancorporation: 2,890,076 shares worth $89.7M.
  • Systematic Financial Management added most to Leidos in Q3 2016, an estimated $65.8M increase.
  • Systematic Financial Management's biggest Q3 2016 reduction was Level 3 Communications Inc, cutting an estimated $104M.
  • Systematic Financial Management fully exited Celanese in Q3 2016, selling an estimated $57.4M.
  • Systematic Financial Management's ten largest holdings make up 14% of its $7.13B portfolio in Q3 2016.
  • Systematic Financial Management opened 90 new positions and closed 76 in Q3 2016.
  • Systematic Financial Management's portfolio value fell 2.8% quarter-over-quarter to $7.13B.

Based on Systematic Financial Management's 13F filing for Q3 2016, filed 14 Nov 2016.