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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
+14.08%
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
$6.3B
AUM Growth
-$836M
(-12%)
Cap. Flow
-$1.54B
Cap. Flow
% of AUM
-24.43%
Top 10 Holdings %
Top 10 Hldgs %
12.85%
Holding
712
New
118
Increased
159
Reduced
325
Closed
85
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
EVHC
Envision Healthcare Holdings Inc
EVHC
|
+$58M |
| 2 |
FNB Corp
FNB
|
+$52.8M |
| 3 |
ENDP
Endo International plc
ENDP
|
+$46.2M |
| 4 |
VSM
Versum Materials, Inc.
VSM
|
+$44.2M |
| 5 |
SM Energy
SM
|
+$41.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMSG
Amsurg Corp
AMSG
|
+$85.3M |
| 2 |
ITT
ITT
|
+$76.1M |
| 3 |
SPN
Superior Energy Services, Inc.
SPN
|
+$70.6M |
| 4 |
Cousins Properties
CUZ
|
+$69.8M |
| 5 |
Alcoa
AA
|
+$62.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 22.34% |
| 2 | Industrials | 12.69% |
| 3 | Technology | 12.37% |
| 4 | Consumer Discretionary | 8.98% |
| 5 | Energy | 8.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
MGM Resorts International
MGM
$11.4B
| $47.5M | 0.75% |
1,647,971
-1,721,901
| -51% | -$47.7M |
|
|
HES
27
DELISTED
Hess
HES
| $46M | 0.73% |
737,840
-378,466
| -34% | -$20.7M |
|
28
KB Home
KBH
$3.37B
| $45.5M | 0.72% |
2,880,497
-182,830
| -6% | -$2.86M |
|
29
KeyCorp
KEY
$24.2B
| $44.8M | 0.71% |
2,450,584
-1,139,814
| -32% | -$18M |
|
30
Public Service Enterprise Group
PEG
$38.2B
| $44M | 0.7% |
1,002,083
-93,933
| -9% | -$3.92M |
|
31
Belden
BDC
$4.83B
| $43.4M | 0.69% |
580,904
-30,844
| -5% | -$2.2M |
|
|
ENDP
32
DELISTED
Endo International plc
ENDP
| $43.3M | 0.69% |
+2,626,376
| New | +$46.2M |
|
33
Lamb Weston
LW
$7.22B
| $41.1M | 0.65% |
+1,084,761
| New | +$37M |
|
|
34
SM Energy
SM
$7.8B
| $39.4M | 0.63% |
+1,141,952
| New | +$41.3M |
|
|
CBL
35
DELISTED
CBL& Associates Properties, Inc.
CBL
| $37.9M | 0.6% |
3,292,975
+320,285
| +11% | +$3.71M |
|
36
Regions Financial
RF
$26.4B
| $37M | 0.59% |
2,579,477
-1,249,555
| -33% | -$15.4M |
|
37
Newell Brands
NWL
$2.38B
| $36.9M | 0.59% |
826,503
-316,688
| -28% | -$15.3M |
|
|
JCP
38
DELISTED
J.C. Penney Company, Inc.
JCP
| $36.4M | 0.58% |
4,383,795
-986,667
| -18% | -$8.91M |
|
39
GATX Corp
GATX
$6.35B
| $36.1M | 0.57% |
+585,735
| New | +$30.4M |
|
|
DFT
40
DELISTED
DuPont Fabros Technology Inc.
DFT
| $35.4M | 0.56% |
806,742
+345,395
| +75% | +$14.2M |
|
41
ManpowerGroup
MAN
$2.44B
| $35.2M | 0.56% |
395,594
-103,234
| -21% | -$8.51M |
|
|
COTV
42
DELISTED
Cotiviti Holdings, Inc.
COTV
| $34.8M | 0.55% |
1,013,022
+709,822
| +234% | +$23.5M |
|
|
PDCE
43
DELISTED
PDC Energy, Inc.
PDCE
| $34.2M | 0.54% |
470,884
+95,481
| +25% | +$6.57M |
|
|
COHR
44
DELISTED
Coherent Inc
COHR
| $32.8M | 0.52% |
238,684
-139,201
| -37% | -$16.9M |
|
45
Northern Trust
NTRS
$22.4B
| $32.8M | 0.52% |
+367,862
| New | +$29.2M |
|
46
Bank of America
BAC
$435B
| $32.2M | 0.51% |
1,456,181
-1,102,975
| -43% | -$21.2M |
|
|
LTXB
47
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $32.1M | 0.51% |
746,320
+75,575
| +11% | +$2.82M |
|
48
AGCO
AGCO
$7.4B
| $32M | 0.51% |
552,740
+517,175
| +1,454% | +$27.9M |
|
|
ANDV
49
DELISTED
Andeavor
ANDV
| $31.9M | 0.51% |
364,581
-313,051
| -46% | -$26.6M |
|
50
Western Digital
WDC
$188B
| $31.6M | 0.5% |
615,073
-197,828
| -24% | -$9.12M |
|
Similar funds
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NHC
NEI
FIS
CFO
Systematic Financial Management's Q4 2016 Portfolio in Review
As of Q4 2016, Systematic Financial Management held 712 positions worth $6.3B, down 12% from $7.13B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Systematic Financial Management withdrew a net $1.54B in Q4 2016, closing 85 positions and reducing 325 holdings. Its most notable exit was Amsurg Corp, an estimated $85.3M position sold in full.
By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 21% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Envision Healthcare Holdings Inc worth $56.1M.
- Systematic Financial Management's largest Q4 2016 buy was Envision Healthcare Holdings Inc: 886,935 shares worth $56.1M.
- Systematic Financial Management added most to Trinseo in Q4 2016, an estimated $31.8M increase.
- Systematic Financial Management's biggest Q4 2016 reduction was ITT, cutting an estimated $76.1M.
- Systematic Financial Management fully exited Amsurg Corp in Q4 2016, selling an estimated $85.3M.
- Systematic Financial Management's ten largest holdings make up 13% of its $6.3B portfolio in Q4 2016.
- Systematic Financial Management opened 118 new positions and closed 85 in Q4 2016.
- Systematic Financial Management's portfolio value fell 12% quarter-over-quarter to $6.3B.
Based on Systematic Financial Management's 13F filing for Q4 2016, filed 10 Feb 2017.