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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 | |
|---|---|---|---|---|---|---|
|
NFX
76
DELISTED
Newfield Exploration
NFX
| $26.3M | 0.37% |
604,187
-564,820
| -48% | -$24.8M |
|
|
DOC
77
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $26.1M | 0.37% |
1,210,788
-974,096
| -45% | -$20.6M |
|
|
PARA
78
DELISTED
Paramount Global Class B
PARA
| $25.9M | 0.36% |
473,469
-60,623
| -11% | -$3.22M |
|
79
Selective Insurance
SIGI
$5.76B
| $25.7M | 0.36% |
645,153
-68,866
| -10% | -$2.71M |
|
|
CLGX
80
DELISTED
Corelogic, Inc.
CLGX
| $25.7M | 0.36% |
654,656
-150,907
| -19% | -$6.02M |
|
|
PDCE
81
DELISTED
PDC Energy, Inc.
PDCE
| $25.2M | 0.35% |
+375,403
| New | +$22.7M |
|
|
AET
82
DELISTED
Aetna Inc
AET
| $24.6M | 0.34% |
212,922
-6,577
| -3% | -$771K |
|
83
First Citizens BancShares
FCNCA
$24.7B
| $24.4M | 0.34% |
83,095
-7,496
| -8% | -$2.04M |
|
84
Banc of California
BANC
$2.87B
| $24.4M | 0.34% |
1,396,022
-62,802
| -4% | -$1.3M |
|
85
Pfizer
PFE
$143B
| $24.3M | 0.34% |
755,668
-19,371
| -2% | -$648K |
|
86
Eaton
ETN
$141B
| $24M | 0.34% |
364,592
-258,300
| -41% | -$16.7M |
|
87
United Fire Group
UFCS
$1.35B
| $23.8M | 0.33% |
562,958
-65,349
| -10% | -$2.78M |
|
88
GE Aerospace
GE
$364B
| $23.5M | 0.33% |
165,399
-5,309
| -3% | -$792K |
|
89
Crane NXT
CXT
$2.99B
| $23.4M | 0.33% |
+1,069,350
| New | +$23M |
|
90
Valero Energy
VLO
$89.5B
| $23.2M | 0.33% |
438,395
-14,007
| -3% | -$747K |
|
91
Merck
MRK
$322B
| $23.2M | 0.32% |
389,002
-40,069
| -9% | -$2.34M |
|
92
PNC Financial Services
PNC
$99.1B
| $23M | 0.32% |
255,078
-8,977
| -3% | -$771K |
|
93
Caesarstone
CSTE
$69.5M
| $22.8M | 0.32% |
603,749
+113,824
| +23% | +$4.31M |
|
94
Cisco
CSCO
$443B
| $22.3M | 0.31% |
703,607
-24,387
| -3% | -$750K |
|
95
U-Haul Holding Co
UHAL
$14B
| $22.3M | 0.31% |
688,260
-41,210
| -6% | -$1.47M |
|
96
Aecom
ACM
$9.46B
| $22.2M | 0.31% |
747,607
+610,122
| +444% | +$19.7M |
|
97
Chord Energy
CHRD
$7.68B
| $21.7M | 0.3% |
+1,890,065
| New | +$17.3M |
|
98
Emcor
EME
$29.9B
| $21.6M | 0.3% |
362,925
-31,526
| -8% | -$1.74M |
|
|
BGC
99
DELISTED
General Cable Corporation
BGC
| $21.6M | 0.3% |
1,439,665
-21,775
| -1% | -$320K |
|
100
Allstate
ALL
$70.6B
| $21.6M | 0.3% |
311,698
-158,768
| -34% | -$10.9M |
|
Similar funds
EC
EQF
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.