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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
-29.37%
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
$1.63B
AUM Growth
-$928M
(-36%)
Cap. Flow
-$101M
Cap. Flow
% of AUM
-6.22%
Top 10 Holdings %
Top 10 Hldgs %
14.42%
Holding
540
New
40
Increased
88
Reduced
313
Closed
56
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Quanex
NX
|
+$11.2M |
| 2 |
Owens Corning
OC
|
+$10.8M |
| 3 |
Progress Software
PRGS
|
+$10.4M |
| 4 |
Onto Innovation
ONTO
|
+$10.4M |
| 5 |
Silicom
SILC
|
+$7.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CBPX
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
|
+$33.1M |
| 2 |
Capri Holdings
CPRI
|
+$10.1M |
| 3 |
LM
Legg Mason, Inc.
LM
|
+$9.88M |
| 4 |
Bloomin' Brands
BLMN
|
+$8.77M |
| 5 |
CLDT
Chatham Lodging
CLDT
|
+$7.69M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19% |
| 2 | Industrials | 19% |
| 3 | Technology | 17.51% |
| 4 | Consumer Discretionary | 11% |
| 5 | Healthcare | 9.81% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
Toyota
TM
$228B
| $900K | 0.06% |
7,500
-1,300
| -15% | -$174K |
|
152
Lowe's Companies
LOW
$121B
| $852K | 0.05% |
9,900
| – | – |
|
153
GSK
GSK
$107B
| $841K | 0.05% |
17,760
-3,280
| -16% | -$175K |
|
154
Insteel Industries
IIIN
$592M
| $831K | 0.05% |
62,749
-30,300
| -33% | -$600K |
|
155
Alexandria Real Estate Equities
ARE
$9.37B
| $792K | 0.05% |
5,775
-370
| -6% | -$57.9K |
|
156
KLA
KLAC
$222B
| $765K | 0.05% |
53,220
-18,470
| -26% | -$297K |
|
|
RDS.B
157
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $754K | 0.05% |
23,100
-4,300
| -16% | -$202K |
|
158
Sony
SONY
$137B
| $734K | 0.05% |
62,000
-11,500
| -16% | -$151K |
|
159
AbbVie
ABBV
$465B
| $709K | 0.04% |
9,300
| – | – |
|
160
Johnson & Johnson
JNJ
$640B
| $669K | 0.04% |
5,100
| – | – |
|
|
Y
161
DELISTED
Alleghany Corp
Y
| $662K | 0.04% |
1,198
-500
| -29% | -$360K |
|
162
Saic
SAIC
$4.95B
| $644K | 0.04% |
+8,635
| New | +$721K |
|
163
Amdocs
DOX
$6.03B
| $643K | 0.04% |
11,695
-4,800
| -29% | -$322K |
|
164
F5
FFIV
$22B
| $640K | 0.04% |
6,000
+5,925
| +7,900% | +$725K |
|
165
Labcorp
LH
$25.2B
| $640K | 0.04% |
5,893
-2,445
| -29% | -$352K |
|
166
Microsoft
MSFT
$2.9T
| $618K | 0.04% |
3,920
| – | – |
|
167
Assurant
AIZ
$13.9B
| $617K | 0.04% |
5,930
-2,425
| -29% | -$299K |
|
168
Lam Research
LRCX
$316B
| $601K | 0.04% |
25,050
-23,150
| -48% | -$667K |
|
|
ACH
169
Accendra Health
ACH
$254M
| $591K | 0.04% |
64,590
-17,325
| -21% | -$105K |
|
170
CSX Corp
CSX
$94B
| $584K | 0.04% |
30,600
| – | – |
|
|
FRC
171
DELISTED
First Republic Bank
FRC
| $569K | 0.03% |
6,920
-2,800
| -29% | -$296K |
|
172
RTX Corp
RTX
$290B
| $566K | 0.03% |
9,534
| – | – |
|
173
Merck
MRK
$322B
| $562K | 0.03% |
7,650
| – | – |
|
174
Ralph Lauren
RL
$22.4B
| $553K | 0.03% |
8,272
-3,055
| -27% | -$321K |
|
175
JPMorgan Chase
JPM
$916B
| $547K | 0.03% |
6,075
+575
| +10% | +$69.9K |
|
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Systematic Financial Management's Q1 2020 Portfolio in Review
As of Q1 2020, Systematic Financial Management held 540 positions worth $1.63B, down 36% from $2.56B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Systematic Financial Management withdrew a net $101M in Q1 2020, closing 56 positions and reducing 313 holdings. Its most notable exit was CONTINENTAL BUILDING PRODUCTS, INC., an estimated $33.1M position sold in full.
By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 20% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Owens Corning worth $7.48M.
- Systematic Financial Management's largest Q1 2020 buy was Owens Corning: 192,782 shares worth $7.48M.
- Systematic Financial Management added most to Quanex in Q1 2020, an estimated $11.2M increase.
- Systematic Financial Management's biggest Q1 2020 reduction was Capri Holdings, cutting an estimated $10.1M.
- Systematic Financial Management fully exited CONTINENTAL BUILDING PRODUCTS, INC. in Q1 2020, selling an estimated $33.1M.
- Systematic Financial Management's ten largest holdings make up 14% of its $1.63B portfolio in Q1 2020.
- Systematic Financial Management opened 40 new positions and closed 56 in Q1 2020.
- Systematic Financial Management's portfolio value fell 36% quarter-over-quarter to $1.63B.
Based on Systematic Financial Management's 13F filing for Q1 2020, filed 12 May 2020.