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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 | |
|---|---|---|---|---|---|---|
|
26
Goodyear
GT
$2.09B
| $59.4M | 0.83% |
+1,840,274
| New | +$53.5M |
|
27
Targa Resources
TRGP
$56.8B
| $59.2M | 0.83% |
1,205,176
-607,962
| -34% | -$26.4M |
|
|
STL
28
DELISTED
Sterling Bancorp
STL
| $59.2M | 0.83% |
3,380,823
-1,385,259
| -29% | -$23.6M |
|
29
Lam Research
LRCX
$316B
| $59M | 0.83% |
6,230,040
-2,537,080
| -29% | -$23.1M |
|
|
TGNA
30
DELISTED
TEGNA Inc
TGNA
| $57.5M | 0.81% |
4,113,408
-480,155
| -10% | -$6.75M |
|
|
EGN
31
DELISTED
Energen
EGN
| $55.3M | 0.78% |
958,407
-815,593
| -46% | -$42.6M |
|
|
ANDV
32
DELISTED
Andeavor
ANDV
| $53.9M | 0.76% |
677,632
+297,394
| +78% | +$22.9M |
|
|
FIT
33
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $53.8M | 0.75% |
+3,627,280
| New | +$52.9M |
|
|
JCP
34
DELISTED
J.C. Penney Company, Inc.
JCP
| $49.5M | 0.69% |
+5,370,462
| New | +$51.2M |
|
35
KB Home
KBH
$3.5B
| $49.4M | 0.69% |
3,063,327
-228,902
| -7% | -$3.6M |
|
|
PDS
36
Precision Drilling
PDS
$940M
| $49.4M | 0.69% |
590,486
+105,779
| +22% | +$9.29M |
|
37
Chemours
CC
$2.48B
| $48.8M | 0.68% |
+3,049,089
| New | +$34.8M |
|
38
Public Service Enterprise Group
PEG
$38.7B
| $45.9M | 0.64% |
1,096,016
-181,331
| -14% | -$7.99M |
|
39
Centene
CNC
$30.5B
| $45.6M | 0.64% |
1,361,328
-1,389,134
| -51% | -$48.3M |
|
|
UCB
40
United Community Banks
UCB
$4.26B
| $45.5M | 0.64% |
2,164,758
+50,426
| +2% | +$1M |
|
41
Encompass Health
EHC
$11.3B
| $44.8M | 0.63% |
1,388,991
+986,242
| +245% | +$32M |
|
42
Devon Energy
DVN
$51.3B
| $44.2M | 0.62% |
1,002,188
-801,242
| -44% | -$32.5M |
|
|
43
KeyCorp
KEY
$23.8B
| $43.7M | 0.61% |
3,590,398
-4,771,122
| -57% | -$57.1M |
|
44
Belden
BDC
$3.97B
| $42.2M | 0.59% |
611,748
+507,106
| +485% | +$35.3M |
|
45
WaFd
WAFD
$2.71B
| $42M | 0.59% |
1,575,299
-86,661
| -5% | -$2.22M |
|
|
COHR
46
DELISTED
Coherent Inc
COHR
| $41.8M | 0.59% |
377,885
-285,652
| -43% | -$29.6M |
|
47
Applied Materials
AMAT
$347B
| $41.5M | 0.58% |
1,375,034
-975,502
| -42% | -$27.2M |
|
48
Analog Devices
ADI
$172B
| $40.2M | 0.56% |
+624,265
| New | +$38.7M |
|
49
Bank of America
BAC
$429B
| $40.1M | 0.56% |
2,559,156
+126,978
| +5% | +$1.89M |
|
50
International Paper
IP
$22.6B
| $39.5M | 0.55% |
870,446
-157,586
| -15% | -$6.95M |
|
Similar funds
EC
EQF
B
NHC
NEI
FIS
CFO
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.