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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 | |
|---|---|---|---|---|---|---|
|
TGNA
26
DELISTED
TEGNA Inc
TGNA
| $68.1M | 0.93% |
4,593,563
-672,460
| -13% | -$9.83M |
|
27
Black Hills Corp
BKH
$5.55B
| $66.8M | 0.91% |
1,059,956
+96,022
| +10% | +$5.79M |
|
|
ORBK
28
DELISTED
Orbotech Ltd
ORBK
| $65.6M | 0.89% |
2,567,999
+500,591
| +24% | +$12.7M |
|
29
Devon Energy
DVN
$51.3B
| $65.4M | 0.89% |
1,803,430
+422,623
| +31% | +$14.3M |
|
30
Boston Scientific
BSX
$68.4B
| $64.4M | 0.88% |
2,755,319
-304,952
| -10% | -$6.6M |
|
|
31
Qorvo
QRVO
$7.9B
| $62.4M | 0.85% |
1,129,787
+893,164
| +377% | +$44.6M |
|
|
COHR
32
DELISTED
Coherent Inc
COHR
| $60.9M | 0.83% |
663,537
+294,427
| +80% | +$27.1M |
|
|
SPN
33
DELISTED
Superior Energy Services, Inc.
SPN
| $60.1M | 0.82% |
326,322
+310,180
| +1,922% | +$50.7M |
|
34
Public Service Enterprise Group
PEG
$38.7B
| $59.5M | 0.81% |
1,277,347
+825,751
| +183% | +$37.5M |
|
35
Celanese
CE
$4.82B
| $57.4M | 0.78% |
877,009
-640,360
| -42% | -$44.5M |
|
36
Applied Materials
AMAT
$347B
| $56.3M | 0.77% |
2,350,536
-344,244
| -13% | -$7.59M |
|
|
LPT
37
DELISTED
Liberty Property Trust
LPT
| $54.7M | 0.75% |
1,377,456
-614,405
| -31% | -$22.4M |
|
|
ENH
38
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $54.4M | 0.74% |
810,564
-102,071
| -11% | -$6.69M |
|
39
Sunstone Hotel Investors
SHO
$2.19B
| $53.9M | 0.73% |
4,463,017
-31,730
| -0.7% | -$397K |
|
|
NFX
40
DELISTED
Newfield Exploration
NFX
| $51.6M | 0.7% |
1,169,007
-962,827
| -45% | -$37M |
|
|
PDS
41
Precision Drilling
PDS
$940M
| $51.4M | 0.7% |
484,707
-150,292
| -24% | -$14.2M |
|
42
KB Home
KBH
$3.5B
| $50.1M | 0.68% |
3,292,229
+2,900,654
| +741% | +$40.5M |
|
43
Allison Transmission
ALSN
$9.51B
| $50M | 0.68% |
1,772,252
-334,592
| -16% | -$9.29M |
|
44
Alaska Air
ALK
$5.11B
| $49.6M | 0.68% |
851,322
+278,581
| +49% | +$19.2M |
|
45
Albemarle
ALB
$13.4B
| $47.7M | 0.65% |
601,470
-721,880
| -55% | -$53M |
|
46
PG&E
PCG
$39B
| $46.2M | 0.63% |
723,271
-379,586
| -34% | -$22.7M |
|
|
DOC
47
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $45.9M | 0.63% |
2,184,884
-186,785
| -8% | -$3.58M |
|
|
MSCC
48
DELISTED
Microsemi Corp
MSCC
| $45.8M | 0.63% |
1,402,828
+503,904
| +56% | +$17.2M |
|
49
Charles River Laboratories
CRL
$11.3B
| $44.2M | 0.6% |
536,014
-347,507
| -39% | -$28.6M |
|
|
50
Alcoa
AA
$11.3B
| $43.8M | 0.6% |
+1,964,630
| New | +$46M |
|
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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.