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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
+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
(-2.8%)
Cap. Flow
-$706M
Cap. Flow
% of AUM
-9.9%
Top 10 Holdings %
Top 10 Hldgs %
14.09%
Holding
670
New
90
Increased
110
Reduced
370
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zions Bancorporation
ZION
|
+$82.1M |
| 2 |
XL
XL Group Ltd.
XL
|
+$75.8M |
| 3 |
Leidos
LDOS
|
+$65.8M |
| 4 |
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 |
Nucor
NUE
|
+$62.8M |
| 3 |
BERY
Berry Global Group, Inc.
BERY
|
+$57.6M |
| 4 |
Celanese
CE
|
+$57.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
326
Logitech
LOGI
$14.8B
| $2.14M | 0.03% |
+95,290
| New | +$1.91M |
|
|
NSTG
327
DELISTED
NanoString Technologies, Inc.
NSTG
| $2.09M | 0.03% |
+104,545
| New | +$1.66M |
|
328
Emergent Biosolutions
EBS
$379M
| $2.04M | 0.03% |
64,755
+5,980
| +10% | +$174K |
|
|
HZNP
329
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2.02M | 0.03% |
111,685
-92,225
| -45% | -$1.8M |
|
330
Vanda Pharmaceuticals
VNDA
$304M
| $2M | 0.03% |
+120,205
| New | +$1.62M |
|
|
IRBT
331
DELISTED
iRobot
IRBT
| $1.99M | 0.03% |
45,245
-5,665
| -11% | -$222K |
|
|
VCRA
332
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $1.96M | 0.03% |
+116,230
| New | +$1.78M |
|
|
MENT
333
DELISTED
Mentor Graphics Corp
MENT
| $1.96M | 0.03% |
74,225
-11,205
| -13% | -$255K |
|
334
First American
FAF
$7.98B
| $1.96M | 0.03% |
+49,900
| New | +$2.07M |
|
335
Ethan Allen Interiors
ETD
$600M
| $1.94M | 0.03% |
61,915
-433,890
| -88% | -$14.7M |
|
336
TD Synnex
SNX
$19.9B
| $1.94M | 0.03% |
33,930
-5,220
| -13% | -$269K |
|
337
Nu Skin
NUS
$257M
| $1.93M | 0.03% |
29,835
-8,890
| -23% | -$500K |
|
338
Rogers Corp
ROG
$2.09B
| $1.93M | 0.03% |
31,590
+1,860
| +6% | +$113K |
|
339
Sanmina
SANM
$8.78B
| $1.92M | 0.03% |
67,495
+2,095
| +3% | +$56.7K |
|
|
FARO
340
DELISTED
Faro Technologies
FARO
| $1.91M | 0.03% |
+53,180
| New | +$1.8M |
|
341
Minerals Technologies
MTX
$2.29B
| $1.9M | 0.03% |
26,895
-31,805
| -54% | -$2.12M |
|
|
RDC
342
DELISTED
Rowan Companies Plc
RDC
| $1.9M | 0.03% |
125,380
-219,995
| -64% | -$3.22M |
|
|
TECD
343
DELISTED
Tech Data Corp
TECD
| $1.9M | 0.03% |
22,409
+365
| +2% | +$28.3K |
|
344
Insight Enterprises
NSIT
$3.85B
| $1.89M | 0.03% |
58,199
-8,895
| -13% | -$261K |
|
|
ESV
345
DELISTED
Ensco Rowan plc
ESV
| $1.89M | 0.03% |
55,639
+12,863
| +30% | +$438K |
|
346
Molina Healthcare
MOH
$10.4B
| $1.89M | 0.03% |
32,413
-3,595
| -10% | -$198K |
|
347
Carpenter Technology
CRS
$26.4B
| $1.88M | 0.03% |
45,637
-8,055
| -15% | -$304K |
|
348
Brady Corp
BRC
$4.46B
| $1.88M | 0.03% |
54,210
-5,900
| -10% | -$194K |
|
|
ZEUS
349
DELISTED
Olympic Steel
ZEUS
| $1.88M | 0.03% |
84,905
+11,385
| +15% | +$272K |
|
350
Genesco
GCO
$434M
| $1.87M | 0.03% |
34,380
+5,465
| +19% | +$345K |
|
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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.