We are live on
!
Find out more
SFM
Systematic Financial Management Portfolio holdings
AUM
$4.36B
1-Year Est. Return
40.56%
This Fund
S&P 500
This Quarter
Est. Return
+3.8%
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
$7.34B
AUM Growth
-$658M
(-8.2%)
Cap. Flow
-$794M
Cap. Flow
% of AUM
-10.82%
Top 10 Holdings %
Top 10 Hldgs %
15.23%
Holding
676
New
98
Increased
187
Reduced
271
Closed
96
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cousins Properties
CUZ
|
+$90.8M |
| 2 |
Targa Resources
TRGP
|
+$71.1M |
| 3 |
SPN
Superior Energy Services, Inc.
SPN
|
+$50.7M |
| 4 |
Alcoa
AA
|
+$46M |
| 5 |
Qorvo
QRVO
|
+$44.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alexandria Real Estate Equities
ARE
|
+$79.3M |
| 2 |
Synchrony
SYF
|
+$66.8M |
| 3 |
Skyworks Solutions
SWKS
|
+$65.6M |
| 4 |
Global Payments
GPN
|
+$61.3M |
| 5 |
MGM Resorts International
MGM
|
+$55.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.31% |
| 2 | Industrials | 12.78% |
| 3 | Technology | 10.13% |
| 4 | Healthcare | 9.63% |
| 5 | Energy | 9.37% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Teradyne
TER
$50B
| $15M | 0.21% |
763,980
+61,790
| +9% | +$1.22M |
|
127
Spectrum Brands
SPB
$2.03B
| $14.9M | 0.2% |
124,748
-595
| -0.5% | -$68.4K |
|
128
DuPont de Nemours
DD
$18.6B
| $14.8M | 0.2% |
117,583
-25,205
| -18% | -$3.32M |
|
129
Chevron
CVX
$382B
| $14.8M | 0.2% |
140,758
-29,008
| -17% | -$2.92M |
|
|
PMC
130
DELISTED
PharMerica Corporation
PMC
| $14.5M | 0.2% |
586,784
+9,867
| +2% | +$245K |
|
131
Diamondrock Hospitality Co
DRH
$2.69B
| $14.4M | 0.2% |
1,595,589
-67,456
| -4% | -$621K |
|
|
WBA
132
DELISTED
Walgreens Boots Alliance
WBA
| $14.3M | 0.19% |
171,272
+2,826
| +2% | +$228K |
|
133
Amgen
AMGN
$209B
| $14M | 0.19% |
91,794
-17,998
| -16% | -$2.8M |
|
134
Vishay Intertechnology
VSH
$4.6B
| $14M | 0.19% |
1,126,637
+157,572
| +16% | +$1.96M |
|
|
SASR
135
DELISTED
Sandy Spring Bancorp Inc
SASR
| $13.9M | 0.19% |
477,900
-27,174
| -5% | -$770K |
|
136
Granite Construction
GVA
$5.16B
| $13.7M | 0.19% |
300,051
-3,695
| -1% | -$163K |
|
137
Regal Rexnord
RRX
$12.5B
| $13.6M | 0.19% |
247,268
-2,049
| -0.8% | -$123K |
|
138
Entegris
ENTG
$16.3B
| $13.5M | 0.18% |
932,466
-23,234
| -2% | -$319K |
|
|
LBAI
139
DELISTED
Lakeland Bancorp Inc
LBAI
| $13.3M | 0.18% |
1,170,730
-50,313
| -4% | -$561K |
|
140
NNN REIT
NNN
$9.29B
| $13M | 0.18% |
251,874
-53,260
| -17% | -$2.47M |
|
141
Tetra Tech
TTEK
$8.77B
| $13M | 0.18% |
2,114,500
-223,555
| -10% | -$1.34M |
|
|
SYKE
142
DELISTED
SYKES Enterprises Inc
SYKE
| $13M | 0.18% |
448,215
-46,479
| -9% | -$1.37M |
|
143
Southwest Airlines
LUV
$21.7B
| $12.8M | 0.17% |
327,167
-67,670
| -17% | -$2.9M |
|
144
Abercrombie & Fitch
ANF
$4.55B
| $12.7M | 0.17% |
715,184
+95,323
| +15% | +$2.27M |
|
145
Churchill Downs
CHDN
$6.17B
| $12.7M | 0.17% |
600,972
-2,238
| -0.4% | -$49.3K |
|
146
Webster Financial
WBS
$12.3B
| $12.6M | 0.17% |
372,247
-1,079,336
| -74% | -$39.3M |
|
147
Western Digital
WDC
$159B
| $12.6M | 0.17% |
353,615
-187,731
| -35% | -$6.18M |
|
148
Comfort Systems
FIX
$53.5B
| $12.5M | 0.17% |
384,355
-110,618
| -22% | -$3.52M |
|
149
AngioDynamics
ANGO
$605M
| $12.5M | 0.17% |
871,046
+88,967
| +11% | +$1.11M |
|
150
Royal Caribbean
RCL
$86.5B
| $12.5M | 0.17% |
185,962
+182,537
| +5,330% | +$14M |
|
Similar funds
EC
EQF
B
NHC
NEI
FIS
CFO
Systematic Financial Management's Q2 2016 Portfolio in Review
As of Q2 2016, Systematic Financial Management held 676 positions worth $7.34B, down 8.2% from $7.99B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Systematic Financial Management withdrew a net $794M in Q2 2016, closing 96 positions and reducing 271 holdings. Its most notable exit was Synchrony, an estimated $66.8M position sold in full.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Targa Resources worth $76.4M.
- Systematic Financial Management's largest Q2 2016 buy was Targa Resources: 1,813,138 shares worth $76.4M.
- Systematic Financial Management added most to Cousins Properties in Q2 2016, an estimated $90.8M increase.
- Systematic Financial Management's biggest Q2 2016 reduction was Alexandria Real Estate Equities, cutting an estimated $79.3M.
- Systematic Financial Management fully exited Synchrony in Q2 2016, selling an estimated $66.8M.
- Systematic Financial Management's ten largest holdings make up 15% of its $7.34B portfolio in Q2 2016.
- Systematic Financial Management opened 98 new positions and closed 96 in Q2 2016.
- Systematic Financial Management's portfolio value fell 8.2% quarter-over-quarter to $7.34B.
Based on Systematic Financial Management's 13F filing for Q2 2016, filed 9 Aug 2016.