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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 | |
|---|---|---|---|---|---|---|
|
ARR
401
Armour Residential REIT
ARR
$2.32B
| $1.77M | 0.02% |
15,746
-2,234
| -12% | -$244K |
|
402
Merit Medical Systems
MMSI
$4.82B
| $1.77M | 0.02% |
73,060
-17,745
| -20% | -$410K |
|
403
Hawaiian Electric Industries
HE
$2.26B
| $1.77M | 0.02% |
+59,220
| New | +$1.82M |
|
404
Williams-Sonoma
WSM
$27.5B
| $1.77M | 0.02% |
69,190
+380
| +0.6% | +$9.94K |
|
|
X
405
DELISTED
US Steel
X
| $1.77M | 0.02% |
+93,695
| New | +$1.93M |
|
406
Teradyne
TER
$50B
| $1.77M | 0.02% |
81,850
-682,130
| -89% | -$14.1M |
|
407
Plexus
PLXS
$6.43B
| $1.76M | 0.02% |
37,710
-4,090
| -10% | -$187K |
|
408
Myriad Genetics
MYGN
$476M
| $1.76M | 0.02% |
85,670
+33,060
| +63% | +$839K |
|
|
MASI
409
DELISTED
Masimo
MASI
| $1.76M | 0.02% |
+29,560
| New | +$1.67M |
|
410
RenaissanceRe
RNR
$13.8B
| $1.76M | 0.02% |
+14,635
| New | +$1.73M |
|
|
ESND
411
DELISTED
Essendant Inc.
ESND
| $1.76M | 0.02% |
85,743
+27,405
| +47% | +$604K |
|
412
ICU Medical
ICUI
$4.16B
| $1.76M | 0.02% |
13,895
-3,440
| -20% | -$415K |
|
413
AGCO
AGCO
$8.41B
| $1.75M | 0.02% |
35,565
+1,850
| +5% | +$88.8K |
|
414
Dillards
DDS
$9.2B
| $1.75M | 0.02% |
27,835
-2,825
| -9% | -$177K |
|
415
Timken Company
TKR
$9.19B
| $1.75M | 0.02% |
49,915
-5,300
| -10% | -$174K |
|
416
Alpha and Omega Semiconductor
AOSL
$829M
| $1.75M | 0.02% |
80,715
-9,500
| -11% | -$171K |
|
417
Blackstone Mortgage Trust
BXMT
$2.77B
| $1.75M | 0.02% |
+59,340
| New | +$1.72M |
|
|
IQNT
418
DELISTED
Inteliquent, Inc.
IQNT
| $1.75M | 0.02% |
108,313
+21,270
| +24% | +$373K |
|
419
US Physical Therapy
USPH
$1.22B
| $1.75M | 0.02% |
27,862
-3,100
| -10% | -$191K |
|
|
LPNT
420
DELISTED
LifePoint Health, Inc.
LPNT
| $1.75M | 0.02% |
29,499
+3,050
| +12% | +$183K |
|
|
CATM
421
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $1.75M | 0.02% |
+39,120
| New | +$1.72M |
|
|
MZTI
422
The Marzetti Company
MZTI
$3.05B
| $1.74M | 0.02% |
13,185
-1,455
| -10% | -$190K |
|
423
Chemed
CHE
$7.16B
| $1.74M | 0.02% |
12,335
-1,255
| -9% | -$175K |
|
|
PDCO
424
DELISTED
Patterson Companies, Inc.
PDCO
| $1.74M | 0.02% |
+37,765
| New | +$1.79M |
|
425
Icon
ICLR
$13.7B
| $1.73M | 0.02% |
22,412
-5,670
| -20% | -$426K |
|
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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.