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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 | |
|---|---|---|---|---|---|---|
176
Group 1 Automotive
GPI
$3.41B
| $10.6M | 0.12% |
139,885
-7,530
| -5% | -$624K |
|
177
Lear
LEA
$6.54B
| $10.5M | 0.11% |
85,555
-13,125
| -13% | -$1.6M |
|
|
RSTI
178
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $10.5M | 0.11% |
392,340
-60,912
| -13% | -$1.69M |
|
179
AMN Healthcare
AMN
$1.3B
| $10.5M | 0.11% |
338,228
-117,777
| -26% | -$3.49M |
|
180
United Airlines
UAL
$39.4B
| $10.4M | 0.11% |
181,566
-4,676
| -3% | -$270K |
|
|
SIGM
181
DELISTED
Sigma Designs Inc
SIGM
| $10.4M | 0.11% |
1,638,960
+139,319
| +9% | +$1.1M |
|
|
SVU
182
DELISTED
SUPERVALU Inc.
SVU
| $10.3M | 0.11% |
217,370
-7,033
| -3% | -$336K |
|
183
Provident Financial Services
PFS
$3.22B
| $10.3M | 0.11% |
510,024
-42,284
| -8% | -$862K |
|
184
MKS Inc
MKSI
$20.1B
| $10.2M | 0.11% |
284,641
-42,898
| -13% | -$1.53M |
|
185
KVH Industries
KVHI
$181M
| $10.2M | 0.11% |
1,086,818
+6,245
| +0.6% | +$60.4K |
|
|
PPLI
186
People Inc
PPLI
$3.09B
| $10.1M | 0.11% |
940,789
-68,718
| -7% | -$796K |
|
|
187
Electronic Arts
EA
$53B
| $10.1M | 0.11% |
146,744
-1,382,636
| -90% | -$97M |
|
188
Hartford Financial Services
HIG
$38.9B
| $10.1M | 0.11% |
231,493
-1,297,312
| -85% | -$59.5M |
|
|
SF
189
Stifel
SF
$12.6B
| $9.99M | 0.11% |
530,779
-41,639
| -7% | -$809K |
|
190
REX American Resources
REX
$1.42B
| $9.98M | 0.11% |
1,107,960
-54,720
| -5% | -$505K |
|
|
JNS
191
DELISTED
Janus Capital Group Inc
JNS
| $9.95M | 0.11% |
706,004
-381,569
| -35% | -$5.68M |
|
192
Encompass Health
EHC
$11B
| $9.9M | 0.11% |
357,478
-22,384
| -6% | -$637K |
|
|
TEN
193
Tsakos Energy Navigation Ltd
TEN
$1.21B
| $9.81M | 0.11% |
247,694
+35,708
| +17% | +$1.47M |
|
194
Helen of Troy
HELE
$644M
| $9.73M | 0.11% |
103,197
-31,459
| -23% | -$3.15M |
|
|
RUTH
195
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $9.72M | 0.11% |
610,670
+45,090
| +8% | +$736K |
|
|
DCOM
196
DELISTED
Dime Community Bancshares
DCOM
| $9.65M | 0.11% |
551,895
-32,511
| -6% | -$577K |
|
197
Cathay General Bancorp
CATY
$4.22B
| $9.59M | 0.1% |
306,217
-17,295
| -5% | -$554K |
|
198
AngioDynamics
ANGO
$611M
| $9.58M | 0.1% |
789,496
-62,630
| -7% | -$771K |
|
199
JetBlue
JBLU
$2.28B
| $9.55M | 0.1% |
421,595
-391,920
| -48% | -$9.76M |
|
|
HAR
200
DELISTED
Harman International Industries
HAR
| $9.39M | 0.1% |
99,692
-6,444
| -6% | -$653K |
|
Similar funds
EC
EQF
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.