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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
-2.31%
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
$2.74B
AUM Growth
-$138M
(-4.8%)
Cap. Flow
-$11.2M
Cap. Flow
% of AUM
-0.41%
Top 10 Holdings %
Top 10 Hldgs %
17.9%
Holding
253
New
3
Increased
93
Reduced
93
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
EHAB
Enhabit
EHAB
|
+$23.7M |
| 2 |
Innoviva
INVA
|
+$5.33M |
| 3 |
NorthWestern Energy
NWE
|
+$5.15M |
| 4 |
PDM
Piedmont Realty Trust
PDM
|
+$4.95M |
| 5 |
Diamondrock Hospitality Co
DRH
|
+$4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
COHR
Coherent Inc
COHR
|
+$18.9M |
| 2 |
First Citizens BancShares
FCNCA
|
+$13.5M |
| 3 |
Encompass Health
EHC
|
+$5.02M |
| 4 |
Mueller Industries
MLI
|
+$4.96M |
| 5 |
U-Haul Holding Co
UHAL
|
+$4.56M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 23.01% |
| 2 | Industrials | 19.27% |
| 3 | Technology | 13.72% |
| 4 | Consumer Discretionary | 12% |
| 5 | Healthcare | 9.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
176
Lincoln National
LNC
$7.92B
| $945K | 0.03% |
21,523
-950
| -4% | -$45.8K |
|
177
Microsoft
MSFT
$2.9T
| $913K | 0.03% |
3,920
| – | – |
|
|
SBNY
178
DELISTED
Signature Bank
SBNY
| $902K | 0.03% |
5,974
-550
| -8% | -$100K |
|
179
Skyworks Solutions
SWKS
$9.21B
| $853K | 0.03% |
10,000
-150
| -1% | -$15.3K |
|
180
Johnson & Johnson
JNJ
$640B
| $833K | 0.03% |
5,100
| – | – |
|
181
Pinnacle West Capital
PNW
$12.4B
| $827K | 0.03% |
12,820
-1,400
| -10% | -$103K |
|
182
CSX Corp
CSX
$94B
| $815K | 0.03% |
30,600
| – | – |
|
183
Lear
LEA
$7.39B
| $814K | 0.03% |
6,805
-250
| -4% | -$34.6K |
|
184
Masco
MAS
$14.3B
| $800K | 0.03% |
17,130
-1,295
| -7% | -$67.4K |
|
185
Zions Bancorporation
ZION
$10.1B
| $787K | 0.03% |
15,475
-100
| -0.6% | -$5.47K |
|
186
Magna International
MGA
$18.8B
| $765K | 0.03% |
16,140
-400
| -2% | -$23.3K |
|
187
Foster
FSTR
$421M
| $760K | 0.03% |
77,823
-7,040
| -8% | -$92.2K |
|
188
Trane Technologies
TT
$98.8B
| $724K | 0.03% |
5,000
| – | – |
|
189
iShares Russell 2000 Value ETF
IWN
$14.3B
| $696K | 0.03% |
5,400
-4,770
| -47% | -$689K |
|
190
PNC Financial Services
PNC
$99.1B
| $687K | 0.03% |
4,600
| – | – |
|
191
JPMorgan Chase
JPM
$916B
| $635K | 0.02% |
6,075
| – | – |
|
192
Merck
MRK
$322B
| $629K | 0.02% |
7,300
| – | – |
|
193
Azenta
AZTA
$1.3B
| $608K | 0.02% |
14,180
-850
| -6% | -$50.8K |
|
194
Outfront Media
OUT
$5.75B
| $557K | 0.02% |
37,246
-4,876
| -12% | -$86K |
|
195
NNN REIT
NNN
$9.29B
| $541K | 0.02% |
13,560
-650
| -5% | -$29.3K |
|
196
RTX Corp
RTX
$290B
| $491K | 0.02% |
6,000
| – | – |
|
|
Y
197
DELISTED
Alleghany Corp
Y
| $472K | 0.02% |
562
-1,252
| -69% | -$1.05M |
|
198
Advanced Micro Devices
AMD
$700B
| $469K | 0.02% |
7,410
| – | – |
|
199
Dick's Sporting Goods
DKS
$18.4B
| $458K | 0.02% |
4,378
-80
| -2% | -$8.14K |
|
200
Constellation Energy
CEG
$92.1B
| $456K | 0.02% |
5,481
| – | – |
|
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Systematic Financial Management's Q3 2022 Portfolio in Review
As of Q3 2022, Systematic Financial Management held 253 positions worth $2.74B, down 4.8% from $2.88B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Trading was light in Q3 2022: portfolio turnover was 4%. Systematic Financial Management opened 3 new positions and exited 7, leaving the 253-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 23% of assets, up from 22% a quarter earlier, followed by Industrials and Technology.
- Systematic Financial Management's largest Q3 2022 buy was Enhabit: 1,464,808 shares worth $20.6M.
- Systematic Financial Management added most to Innoviva in Q3 2022, an estimated $5.33M increase.
- Systematic Financial Management's biggest Q3 2022 reduction was First Citizens BancShares, cutting an estimated $13.5M.
- Systematic Financial Management fully exited Coherent Inc in Q3 2022, selling an estimated $18.9M.
- Systematic Financial Management's ten largest holdings make up 18% of its $2.74B portfolio in Q3 2022.
- Systematic Financial Management opened 3 new positions and closed 7 in Q3 2022.
- Systematic Financial Management's portfolio value fell 4.8% quarter-over-quarter to $2.74B.
Based on Systematic Financial Management's 13F filing for Q3 2022, filed 14 Nov 2022.