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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 | |
|---|---|---|---|---|---|---|
576
Capri Holdings
CPRI
$1.82B
| $309K | ﹤0.01% |
6,608
+21
| +0.3% | +$1.05K |
|
577
Lear
LEA
$7.39B
| $307K | ﹤0.01% |
+2,531
| New | +$288K |
|
578
IBM
IBM
$213B
| $294K | ﹤0.01% |
1,935
| – | – |
|
|
CCC
579
DELISTED
Calgon Carbon Corp
CCC
| $289K | ﹤0.01% |
+19,070
| New | +$271K |
|
580
Miller Industries
MLR
$577M
| $288K | ﹤0.01% |
12,624
-122
| -1% | -$2.64K |
|
581
Raymond James Financial
RJF
$33.5B
| $281K | ﹤0.01% |
7,230
+28
| +0.4% | +$1.03K |
|
582
Procter & Gamble
PG
$340B
| $278K | ﹤0.01% |
3,100
| – | – |
|
583
Molson Coors Class B
TAP
$8.02B
| $275K | ﹤0.01% |
2,500
| – | – |
|
584
Prudential Financial
PRU
$42.6B
| $269K | ﹤0.01% |
3,300
| – | – |
|
585
Eastman Chemical
EMN
$7.69B
| $257K | ﹤0.01% |
3,800
| – | – |
|
586
Columbus McKinnon
CMCO
$422M
| $256K | ﹤0.01% |
14,350
-44,900
| -76% | -$751K |
|
587
Thermo Fisher Scientific
TMO
$214B
| $251K | ﹤0.01% |
1,575
| – | – |
|
588
Arch Capital
ACGL
$35.7B
| $166K | ﹤0.01% |
6,300
| – | – |
|
589
Abbott
ABT
$187B
| $144K | ﹤0.01% |
3,400
| – | – |
|
590
Allegion
ALLE
$13.5B
| $115K | ﹤0.01% |
1,666
| – | – |
|
|
TBI
591
Trueblue
TBI
$227M
| $102K | ﹤0.01% |
4,515
-10
| -0.2% | -$218 |
|
592
ExxonMobil
XOM
$650B
| $70K | ﹤0.01% |
800
| – | – |
|
593
iShares Russell 2000 Value ETF
IWN
$14.3B
| $17K | ﹤0.01% |
+165
| New | +$16.9K |
|
594
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
| $3K | ﹤0.01% |
+45
| New | +$3.43K |
|
|
AHT
595
Ashford Hospitality Trust
AHT
$20.8M
| – | – |
-286
| Closed | -$1.52M |
|
596
Alamo Group
ALG
$1.91B
| – | – |
-28,350
| Closed | -$1.87M |
|
597
Allison Transmission
ALSN
$9.51B
| – | – |
-1,772,252
| Closed | -$50M |
|
598
B&G Foods
BGS
$303M
| – | – |
-32,385
| Closed | -$1.56M |
|
599
Bio-Rad Laboratories Class A
BIO
$8.76B
| – | – |
-12,436
| Closed | -$1.78M |
|
|
600
Celanese
CE
$4.82B
| – | – |
-877,009
| Closed | -$57.4M |
|
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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.