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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
+6.96%
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
$9.15B
AUM Growth
-$274M
(-2.9%)
Cap. Flow
-$755M
Cap. Flow
% of AUM
-8.25%
Top 10 Holdings %
Top 10 Hldgs %
16.59%
Holding
702
New
69
Increased
125
Reduced
368
Closed
97
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alexandria Real Estate Equities
ARE
|
+$134M |
| 2 |
AMSG
Amsurg Corp
AMSG
|
+$85.2M |
| 3 |
Global Payments
GPN
|
+$67.6M |
| 4 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$66.9M |
| 5 |
PF
Pinnacle Foods, Inc.
PF
|
+$64.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BMR
BIOMED REALTY TRUST INC
BMR
|
+$169M |
| 2 |
Ciena
CIEN
|
+$106M |
| 3 |
Electronic Arts
EA
|
+$97M |
| 4 |
Labcorp
LH
|
+$85M |
| 5 |
OPLN
Openlane
OPLN
|
+$73.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.68% |
| 2 | Industrials | 15.22% |
| 3 | Consumer Discretionary | 10.14% |
| 4 | Healthcare | 8.8% |
| 5 | Technology | 8.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CLGX
76
DELISTED
Corelogic, Inc.
CLGX
| $30.6M | 0.33% |
905,084
-321,893
| -26% | -$12M |
|
77
Devon Energy
DVN
$52.1B
| $30.6M | 0.33% |
955,291
+371,039
| +64% | +$15.2M |
|
|
ORBK
78
DELISTED
Orbotech Ltd
ORBK
| $30.1M | 0.33% |
1,359,358
-229,093
| -14% | -$4.29M |
|
79
Korn Ferry
KFY
$4.18B
| $29.9M | 0.33% |
900,837
+169,798
| +23% | +$5.96M |
|
80
Selective Insurance
SIGI
$5.65B
| $28.8M | 0.31% |
857,874
-89,156
| -9% | -$3.09M |
|
81
MetLife
MET
$61.9B
| $28.5M | 0.31% |
664,220
-16,533
| -2% | -$727K |
|
82
United Fire Group
UFCS
$1.32B
| $28.4M | 0.31% |
742,349
-77,731
| -9% | -$2.95M |
|
83
NorthWestern Energy
NWE
$4.23B
| $27.8M | 0.3% |
511,936
-42,909
| -8% | -$2.33M |
|
84
Merck
MRK
$322B
| $27.2M | 0.3% |
538,722
-13,570
| -2% | -$684K |
|
85
GE Aerospace
GE
$374B
| $26.9M | 0.29% |
180,054
+73,268
| +69% | +$10.4M |
|
86
International Paper
IP
$21.6B
| $26.1M | 0.29% |
731,399
-67,105
| -8% | -$2.58M |
|
87
First Citizens BancShares
FCNCA
$24.9B
| $26M | 0.28% |
100,665
-5,173
| -5% | -$1.29M |
|
88
Gray Television
GTN
$415M
| $25.6M | 0.28% |
1,571,862
-414,111
| -21% | -$6.49M |
|
89
Wells Fargo
WFC
$261B
| $24.9M | 0.27% |
458,909
-11,670
| -2% | -$634K |
|
90
PBF Energy
PBF
$8.57B
| $24M | 0.26% |
651,134
+210,585
| +48% | +$7.42M |
|
91
Caesarstone
CSTE
$72.3M
| $22.4M | 0.24% |
516,355
-106,858
| -17% | -$4.07M |
|
|
WRK
92
DELISTED
WestRock Company
WRK
| $21.4M | 0.23% |
520,532
+54,829
| +12% | +$2.5M |
|
93
Prudential Financial
PRU
$42.4B
| $21.4M | 0.23% |
262,756
-6,671
| -2% | -$551K |
|
94
Abercrombie & Fitch
ANF
$4.42B
| $20.7M | 0.23% |
765,335
+206,327
| +37% | +$4.79M |
|
95
Dentsply Sirona
XRAY
$2.68B
| $20.1M | 0.22% |
+330,963
| New | +$19.7M |
|
96
Emcor
EME
$35.2B
| $19.7M | 0.22% |
411,087
-12,802
| -3% | -$614K |
|
97
Universal Display
OLED
$3.75B
| $19.3M | 0.21% |
353,815
+27,338
| +8% | +$1.21M |
|
98
Amgen
AMGN
$208B
| $18.4M | 0.2% |
113,507
-2,757
| -2% | -$433K |
|
|
EXPR
99
DELISTED
Express, Inc.
EXPR
| $18.2M | 0.2% |
52,668
-3,756
| -7% | -$1.35M |
|
100
Kroger
KR
$35.4B
| $18.1M | 0.2% |
432,206
-159,285
| -27% | -$6.17M |
|
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NHC
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FIS
CFO
Systematic Financial Management's Q4 2015 Portfolio in Review
As of Q4 2015, Systematic Financial Management held 702 positions worth $9.15B, down 2.9% from $9.42B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Systematic Financial Management withdrew a net $755M in Q4 2015, closing 97 positions and reducing 368 holdings. Its most notable exit was Dynegy, Inc., an estimated $68.8M position sold in full.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Systematic Financial Management opened a new position in Alexandria Real Estate Equities worth $134M.
- Systematic Financial Management's largest Q4 2015 buy was Alexandria Real Estate Equities: 1,482,279 shares worth $134M.
- Systematic Financial Management added most to Amsurg Corp in Q4 2015, an estimated $85.2M increase.
- Systematic Financial Management's biggest Q4 2015 reduction was BIOMED REALTY TRUST INC, cutting an estimated $169M.
- Systematic Financial Management fully exited Dynegy, Inc. in Q4 2015, selling an estimated $68.8M.
- Systematic Financial Management's ten largest holdings make up 17% of its $9.15B portfolio in Q4 2015.
- Systematic Financial Management opened 69 new positions and closed 97 in Q4 2015.
- Systematic Financial Management's portfolio value fell 2.9% quarter-over-quarter to $9.15B.
Based on Systematic Financial Management's 13F filing for Q4 2015, filed 10 Feb 2016.