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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
-1.28%
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
$4.52B
AUM Growth
-$489M
(-9.8%)
Cap. Flow
-$361M
Cap. Flow
% of AUM
-7.99%
Top 10 Holdings %
Top 10 Hldgs %
12.27%
Holding
705
New
67
Increased
231
Reduced
302
Closed
72
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Commercial Metals
CMC
|
+$35.6M |
| 2 |
Knight Transportation
KNX
|
+$35.6M |
| 3 |
FL
Foot Locker
FL
|
+$29.8M |
| 4 |
Synopsys
SNPS
|
+$28.8M |
| 5 |
SF
Stifel
SF
|
+$25.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MSCC
Microsemi Corp
MSCC
|
+$49M |
| 2 |
Belden
BDC
|
+$49M |
| 3 |
PF
Pinnacle Foods, Inc.
PF
|
+$40.8M |
| 4 |
CMA
Comerica
CMA
|
+$38.7M |
| 5 |
LGF.B
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
|
+$35.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 21.02% |
| 2 | Industrials | 14.95% |
| 3 | Consumer Discretionary | 12.23% |
| 4 | Technology | 11.63% |
| 5 | Real Estate | 7.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
626
AeroVironment
AVAV
$7.63B
| $28K | ﹤0.01% |
610
-50,655
| -99% | -$2.53M |
|
627
Centene
CNC
$29.6B
| $26K | ﹤0.01% |
480
| – | – |
|
|
JHG
628
DELISTED
Janus Henderson
JHG
| $25K | ﹤0.01% |
778
| – | – |
|
629
Dana Inc
DAN
$2.89B
| $23K | ﹤0.01% |
900
| – | – |
|
|
OA
630
DELISTED
Orbital ATK, Inc.
OA
| $23K | ﹤0.01% |
170
-38
| -18% | -$5.02K |
|
|
VR
631
DELISTED
Validus Hold Ltd
VR
| $20K | ﹤0.01% |
291
-193,102
| -100% | -$12.2M |
|
|
ANDV
632
DELISTED
Andeavor
ANDV
| $17K | ﹤0.01% |
167
-69
| -29% | -$7.2K |
|
633
United Rentals
URI
$69.9B
| $4K | ﹤0.01% |
24
-35,283
| -100% | -$6.27M |
|
634
Arbor Realty Trust
ABR
$975M
| – | – |
-176,260
| Closed | -$1.52M |
|
635
Ameren
AEE
$31.7B
| – | – |
-103
| Closed | -$6K |
|
636
Applied Industrial Technologies
AIT
$12.9B
| – | – |
-24,025
| Closed | -$1.64M |
|
637
Albemarle
ALB
$13.2B
| – | – |
-12,670
| Closed | -$1.62M |
|
638
Alto Ingredients
ALTO
$332M
| – | – |
-232,140
| Closed | -$1.06M |
|
|
OSG
639
Octave Specialty Group
OSG
$261M
| – | – |
-92,265
| Closed | -$1.47M |
|
640
Arcos Dorados Holdings
ARCO
$1.77B
| – | – |
-162,252
| Closed | -$1.63M |
|
641
Aramark
ARMK
$15.1B
| – | – |
-601,981
| Closed | -$18.6M |
|
642
Avanos Medical
AVNS
| – | – |
-31,000
| Closed | -$1.43M |
|
643
Avery Dennison
AVY
$13B
| – | – |
-107,798
| Closed | -$12.4M |
|
644
Black Hills Corp
BKH
$5.78B
| – | – |
-6,910
| Closed | -$415K |
|
645
Cheesecake Factory
CAKE
$4.3B
| – | – |
-31,110
| Closed | -$1.5M |
|
646
Chefs' Warehouse
CHEF
$4.01B
| – | – |
-66,085
| Closed | -$1.35M |
|
647
Cleveland-Cliffs
CLF
$6.96B
| – | – |
-271,895
| Closed | -$1.96M |
|
648
Data I/O
DAIO
$31.2M
| – | – |
-24,050
| Closed | -$290K |
|
649
HF Sinclair
DINO
$16.2B
| – | – |
-71
| Closed | -$4K |
|
650
EPR Properties
EPR
$4.93B
| – | – |
-316,742
| Closed | -$20.7M |
|
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NEI
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Systematic Financial Management's Q1 2018 Portfolio in Review
As of Q1 2018, Systematic Financial Management held 705 positions worth $4.52B, down 9.8% from $5B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Systematic Financial Management withdrew a net $361M in Q1 2018, closing 72 positions and reducing 302 holdings. Its most notable exit was Microsemi Corp, an estimated $49M position sold in full.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 20% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Systematic Financial Management opened a new position in Knight Transportation worth $34.6M.
- Systematic Financial Management's largest Q1 2018 buy was Knight Transportation: 751,306 shares worth $34.6M.
- Systematic Financial Management added most to Commercial Metals in Q1 2018, an estimated $35.6M increase.
- Systematic Financial Management's biggest Q1 2018 reduction was Belden, cutting an estimated $49M.
- Systematic Financial Management fully exited Microsemi Corp in Q1 2018, selling an estimated $49M.
- Systematic Financial Management's ten largest holdings make up 12% of its $4.52B portfolio in Q1 2018.
- Systematic Financial Management opened 67 new positions and closed 72 in Q1 2018.
- Systematic Financial Management's portfolio value fell 9.8% quarter-over-quarter to $4.52B.
Based on Systematic Financial Management's 13F filing for Q1 2018, filed 9 May 2018.