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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 | |
|---|---|---|---|---|---|---|
151
Entegris
ENTG
$18.1B
| $12.9M | 0.14% |
970,736
-111,363
| -10% | -$1.49M |
|
|
XCRA
152
DELISTED
Xcerra Corporation
XCRA
| $12.8M | 0.14% |
2,115,040
-119,914
| -5% | -$784K |
|
153
Omnicell
OMCL
$1.61B
| $12.6M | 0.14% |
406,978
-27,881
| -6% | -$823K |
|
|
AMED
154
DELISTED
Amedisys
AMED
| $12.6M | 0.14% |
321,583
+217,008
| +208% | +$8.68M |
|
155
Chevron
CVX
$392B
| $12.6M | 0.14% |
+139,949
| New | +$12.6M |
|
|
BBT
156
Beacon Financial Corp
BBT
$2.66B
| $12.5M | 0.14% |
430,640
-117,397
| -21% | -$3.41M |
|
157
Diamondrock Hospitality Co
DRH
$2.71B
| $12.4M | 0.14% |
1,283,008
-118,613
| -8% | -$1.33M |
|
158
Vishay Intertechnology
VSH
$5.25B
| $12.4M | 0.14% |
1,027,499
-192,943
| -16% | -$2.18M |
|
|
DCH
159
Dauch Corp
DCH
$1.34B
| $12.4M | 0.14% |
653,572
-39,168
| -6% | -$825K |
|
160
Nabors Industries
NBR
$1.27B
| $12.3M | 0.13% |
28,914
+5,310
| +22% | +$2.61M |
|
|
GES
161
DELISTED
Guess Inc
GES
| $12.2M | 0.13% |
647,865
-153,814
| -19% | -$3.16M |
|
162
Kaiser Aluminum
KALU
$2.61B
| $12.1M | 0.13% |
144,444
-20,144
| -12% | -$1.68M |
|
|
LSI
163
DELISTED
Life Storage, Inc.
LSI
| $11.9M | 0.13% |
+166,290
| New | +$11.1M |
|
|
HNT
164
DELISTED
HEALTH NET INC
HNT
| $11.8M | 0.13% |
172,606
-29,918
| -15% | -$1.92M |
|
165
SLB Ltd
SLB
$73.6B
| $11.7M | 0.13% |
168,305
+41,113
| +32% | +$3.08M |
|
166
Qorvo
QRVO
$7.99B
| $11.7M | 0.13% |
229,156
+9,960
| +5% | +$510K |
|
167
Granite Construction
GVA
$5.29B
| $11.5M | 0.13% |
267,744
+28,662
| +12% | +$1.08M |
|
|
STRZA
168
DELISTED
Starz - Series A
STRZA
| $11.5M | 0.13% |
342,169
-23,625
| -6% | -$842K |
|
169
Azenta
AZTA
$1.3B
| $11.2M | 0.12% |
1,046,932
-150,558
| -13% | -$1.7M |
|
170
Amdocs
DOX
$5.92B
| $11.2M | 0.12% |
204,430
-117,500
| -36% | -$6.74M |
|
171
Tetra Tech
TTEK
$8.49B
| $11.1M | 0.12% |
2,133,210
-191,635
| -8% | -$1.02M |
|
|
AHL
172
DELISTED
ASPEN Insurance Holding Limited
AHL
| $10.9M | 0.12% |
224,893
-27,394
| -11% | -$1.35M |
|
173
Watts Water Technologies
WTS
$11.5B
| $10.8M | 0.12% |
217,147
-16,166
| -7% | -$883K |
|
174
Intel
INTC
$455B
| $10.8M | 0.12% |
+312,343
| New | +$10.6M |
|
|
GPOR
175
DELISTED
Gulfport Energy Corp.
GPOR
| $10.7M | 0.12% |
434,682
+61,471
| +16% | +$1.73M |
|
Similar funds
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NHC
NEI
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.