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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 | |
|---|---|---|---|---|---|---|
|
PF
26
DELISTED
Pinnacle Foods, Inc.
PF
| $95.6M | 1.04% |
2,250,468
+1,508,841
| +203% | +$64.5M |
|
27
L3Harris
LHX
$51.6B
| $94.9M | 1.04% |
1,092,326
+144,479
| +15% | +$11.6M |
|
|
TGNA
28
DELISTED
TEGNA Inc
TGNA
| $92.6M | 1.01% |
5,669,086
+1,682,188
| +42% | +$28.4M |
|
|
HES
29
DELISTED
Hess
HES
| $85.3M | 0.93% |
1,758,905
-131,130
| -7% | -$7.44M |
|
30
Celanese
CE
$4.9B
| $82.2M | 0.9% |
1,221,406
-91,996
| -7% | -$6.25M |
|
|
31
Global Payments
GPN
$23B
| $81.1M | 0.89% |
1,256,784
+1,002,824
| +395% | +$67.6M |
|
32
Stanley Black & Decker
SWK
$14.3B
| $79.8M | 0.87% |
747,796
-32
| -0% | -$3.37K |
|
33
Exelon
EXC
$46.9B
| $77.4M | 0.85% |
3,908,766
-262,839
| -6% | -$5.33M |
|
34
Skyworks Solutions
SWKS
$9.37B
| $77M | 0.84% |
1,002,100
+153,453
| +18% | +$12.3M |
|
35
Trinity Industries
TRN
$2.48B
| $76.3M | 0.83% |
4,413,957
-828,015
| -16% | -$15.4M |
|
36
PVH
PVH
$4B
| $76.1M | 0.83% |
1,033,602
-79,661
| -7% | -$7.05M |
|
|
EGN
37
DELISTED
Energen
EGN
| $75.2M | 0.82% |
1,833,904
+105,289
| +6% | +$5.77M |
|
38
Lam Research
LRCX
$367B
| $74.7M | 0.82% |
9,403,180
+5,529,990
| +143% | +$41.6M |
|
39
Sunstone Hotel Investors
SHO
$2.19B
| $73.5M | 0.8% |
5,883,144
-112,284
| -2% | -$1.59M |
|
40
AerCap
AER
$23.7B
| $71M | 0.78% |
1,644,917
-76,568
| -4% | -$3.21M |
|
41
Cirrus Logic
CRUS
$6.53B
| $70.6M | 0.77% |
2,392,267
+1,000,294
| +72% | +$31.1M |
|
|
PDS
42
Precision Drilling
PDS
$999M
| $68.8M | 0.75% |
873,580
-97,794
| -10% | -$8.04M |
|
43
Lazard
LAZ
$4.13B
| $68.5M | 0.75% |
1,521,242
+255,489
| +20% | +$11.7M |
|
44
Boston Scientific
BSX
$69.5B
| $67.5M | 0.74% |
3,659,104
+167,539
| +5% | +$3M |
|
|
ENH
45
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $66.6M | 0.73% |
+1,040,060
| New | +$66.9M |
|
46
Valero Energy
VLO
$92.9B
| $65.9M | 0.72% |
931,740
-101,586
| -10% | -$6.92M |
|
47
Synchrony
SYF
$24.7B
| $65.8M | 0.72% |
2,164,340
+1,719,360
| +386% | +$53.9M |
|
48
Waters Corp
WAT
$37B
| $63.8M | 0.7% |
474,159
+200,885
| +74% | +$25.8M |
|
|
XL
49
DELISTED
XL Group Ltd.
XL
| $63.2M | 0.69% |
1,613,259
-1,513,941
| -48% | -$57.5M |
|
50
Centene
CNC
$30.7B
| $62.9M | 0.69% |
1,910,674
+1,394,872
| +270% | +$41.3M |
|
Similar funds
EC
EQF
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.