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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
+1.85%
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
$5.41B
AUM Growth
-$239M
(-4.2%)
Cap. Flow
-$267M
Cap. Flow
% of AUM
-4.94%
Top 10 Holdings %
Top 10 Hldgs %
11.26%
Holding
734
New
99
Increased
207
Reduced
306
Closed
100
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATH
Athene Holding Ltd. Class A Common Shares
ATH
|
+$43.4M |
| 2 |
MPT
Medical Properties Trust
MPT
|
+$30M |
| 3 |
Teradyne
TER
|
+$26.6M |
| 4 |
Wolverine World Wide
WWW
|
+$24.7M |
| 5 |
Citizens Financial Group
CFG
|
+$22.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VSM
Versum Materials, Inc.
VSM
|
+$45.4M |
| 2 |
Aecom
ACM
|
+$38.4M |
| 3 |
Northern Trust
NTRS
|
+$36.8M |
| 4 |
Visteon
VC
|
+$34.2M |
| 5 |
PDCE
PDC Energy, Inc.
PDCE
|
+$33.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 21.45% |
| 2 | Industrials | 14.87% |
| 3 | Technology | 13.07% |
| 4 | Consumer Discretionary | 10.01% |
| 5 | Real Estate | 8.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
626
Arch Capital
ACGL
$35.7B
| $196K | ﹤0.01% |
6,300
| – | – |
|
|
CWBC
627
Community West Bancshares
CWBC
$685M
| $186K | ﹤0.01% |
8,400
+4,850
| +137% | +$103K |
|
628
RH
RH
$3.33B
| $176K | ﹤0.01% |
2,733
-44,267
| -94% | -$2.34M |
|
629
Abbott
ABT
$187B
| $165K | ﹤0.01% |
3,400
| – | – |
|
630
Allegion
ALLE
$13.5B
| $135K | ﹤0.01% |
1,666
| – | – |
|
631
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
| $43K | ﹤0.01% |
515
-72
| -12% | -$5.99K |
|
|
JHG
632
DELISTED
Janus Henderson
JHG
| $26K | ﹤0.01% |
+780
| New | +$25.5K |
|
633
Dana Inc
DAN
$2.88B
| $20K | ﹤0.01% |
900
-47,831
| -98% | -$971K |
|
634
Centene
CNC
$30.5B
| $19K | ﹤0.01% |
480
-196,426
| -100% | -$7.41M |
|
635
Adient
ADNT
$1.69B
| – | – |
-743
| Closed | -$54K |
|
636
Alaska Air
ALK
$5.11B
| – | – |
-49,465
| Closed | -$4.56M |
|
637
Apogee Enterprises
APOG
$833M
| – | – |
-532,874
| Closed | -$31.8M |
|
|
ARR
638
Armour Residential REIT
ARR
$2.32B
| – | – |
-15,263
| Closed | -$1.73M |
|
639
Avista
AVA
$3.43B
| – | – |
-41,243
| Closed | -$1.61M |
|
|
CIM
640
Chimera Investment
CIM
$1.06B
| – | – |
-32,242
| Closed | -$1.95M |
|
641
Clarus
CLAR
$125M
| – | – |
-239,507
| Closed | -$1.3M |
|
642
Citi Trends
CTRN
$555M
| – | – |
-77,342
| Closed | -$1.31M |
|
643
Commault Systems
CVLT
$4.98B
| – | – |
-32,520
| Closed | -$1.65M |
|
644
Ducommun
DCO
$2.56B
| – | – |
-42,175
| Closed | -$1.21M |
|
645
Diageo
DEO
$49.6B
| – | – |
-28,947
| Closed | -$3.35M |
|
646
Digi International
DGII
$2.47B
| – | – |
-90,025
| Closed | -$1.07M |
|
|
DHC
647
Diversified Healthcare Trust
DHC
$2.15B
| – | – |
-92,990
| Closed | -$1.88M |
|
648
Delek US
DK
$3.98B
| – | – |
-76,290
| Closed | -$1.85M |
|
649
Eagle Bancorp
EGBN
$850M
| – | – |
-28,290
| Closed | -$1.69M |
|
650
Employers Holdings
EIG
$907M
| – | – |
-46,475
| Closed | -$1.76M |
|
Similar funds
EC
EQF
B
NHC
NEI
FIS
CFO
Systematic Financial Management's Q2 2017 Portfolio in Review
As of Q2 2017, Systematic Financial Management held 734 positions worth $5.41B, down 4.2% from $5.65B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Systematic Financial Management withdrew a net $267M in Q2 2017, closing 100 positions and reducing 306 holdings. Its most notable exit was PDC Energy, Inc., an estimated $33.1M position sold in full.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 21% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Athene Holding Ltd. Class A Common Shares worth $42M.
- Systematic Financial Management's largest Q2 2017 buy was Athene Holding Ltd. Class A Common Shares: 846,294 shares worth $42M.
- Systematic Financial Management added most to Teradyne in Q2 2017, an estimated $26.6M increase.
- Systematic Financial Management's biggest Q2 2017 reduction was Versum Materials, Inc., cutting an estimated $45.4M.
- Systematic Financial Management fully exited PDC Energy, Inc. in Q2 2017, selling an estimated $33.1M.
- Systematic Financial Management's ten largest holdings make up 11% of its $5.41B portfolio in Q2 2017.
- Systematic Financial Management opened 99 new positions and closed 100 in Q2 2017.
- Systematic Financial Management's portfolio value fell 4.2% quarter-over-quarter to $5.41B.
Based on Systematic Financial Management's 13F filing for Q2 2017, filed 10 Aug 2017.