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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 | |
|---|---|---|---|---|---|---|
51
JPMorgan Chase
JPM
$916B
| $39.5M | 0.55% |
592,449
-21,584
| -4% | -$1.41M |
|
|
BERY
52
DELISTED
Berry Global Group, Inc.
BERY
| $38.9M | 0.55% |
966,676
-1,468,058
| -60% | -$57.6M |
|
53
Trane Technologies
TT
$98.8B
| $38.6M | 0.54% |
568,749
+172,258
| +43% | +$11.5M |
|
54
Regions Financial
RF
$26.4B
| $37.8M | 0.53% |
3,829,032
-445,824
| -10% | -$4.17M |
|
55
PG&E
PCG
$39B
| $37.4M | 0.52% |
611,384
-111,887
| -15% | -$7.1M |
|
56
Alexandria Real Estate Equities
ARE
$9.37B
| $37M | 0.52% |
339,878
-360,207
| -51% | -$39.2M |
|
|
ZAYO
57
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $36.9M | 0.52% |
+1,241,012
| New | +$35.9M |
|
58
Sunstone Hotel Investors
SHO
$2.19B
| $36.6M | 0.51% |
2,859,166
-1,603,851
| -36% | -$21M |
|
|
CBL
59
DELISTED
CBL& Associates Properties, Inc.
CBL
| $36.1M | 0.51% |
2,972,690
+2,805,465
| +1,678% | +$34.2M |
|
60
ManpowerGroup
MAN
$2.6B
| $36M | 0.51% |
+498,828
| New | +$34.4M |
|
61
Western Digital
WDC
$159B
| $35.9M | 0.5% |
812,901
+459,286
| +130% | +$17.3M |
|
|
WRK
62
DELISTED
WestRock Company
WRK
| $35.7M | 0.5% |
736,459
+90,591
| +14% | +$4.04M |
|
|
WNR
63
DELISTED
Western Refining Inc
WNR
| $35.5M | 0.5% |
1,341,978
+1,143,414
| +576% | +$27M |
|
64
Ryman Hospitality Properties
RHP
$8.56B
| $34M | 0.48% |
706,082
+509,006
| +258% | +$27.1M |
|
65
Boston Scientific
BSX
$68.4B
| $33.9M | 0.48% |
1,423,784
-1,331,535
| -48% | -$31.8M |
|
66
Black Hills Corp
BKH
$5.55B
| $33.6M | 0.47% |
548,876
-511,080
| -48% | -$31.1M |
|
|
LVLT
67
DELISTED
Level 3 Communications Inc
LVLT
| $32.8M | 0.46% |
706,594
-2,051,541
| -74% | -$104M |
|
68
ArcelorMittal
MT
$49.5B
| $32.4M | 0.45% |
+1,789,481
| New | +$31.7M |
|
69
Albemarle
ALB
$13.4B
| $32.2M | 0.45% |
376,425
-225,045
| -37% | -$18.5M |
|
|
TSE
70
DELISTED
Trinseo
TSE
| $29.3M | 0.41% |
+517,695
| New | +$27.4M |
|
71
Revvity
RVTY
$12.6B
| $27.7M | 0.39% |
+492,901
| New | +$26.9M |
|
72
Citigroup
C
$213B
| $27.6M | 0.39% |
584,098
-20,790
| -3% | -$946K |
|
|
CTRL
73
DELISTED
Control4 Corporation
CTRL
| $26.8M | 0.38% |
2,181,383
-77,773
| -3% | -$796K |
|
74
Microsoft
MSFT
$2.9T
| $26.6M | 0.37% |
462,359
+31,727
| +7% | +$1.79M |
|
75
American Eagle Outfitters
AEO
$2.94B
| $26.4M | 0.37% |
1,479,203
-90,367
| -6% | -$1.62M |
|
Similar funds
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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.