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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
+10.55%
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
$7.13B
AUM Growth
-$204M
(-2.8%)
Cap. Flow
-$706M
Cap. Flow
% of AUM
-9.9%
Top 10 Holdings %
Top 10 Hldgs %
14.09%
Holding
670
New
90
Increased
110
Reduced
370
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zions Bancorporation
ZION
|
+$82.1M |
| 2 |
XL
XL Group Ltd.
XL
|
+$75.8M |
| 3 |
Leidos
LDOS
|
+$65.8M |
| 4 |
Goodyear
GT
|
+$53.5M |
| 5 |
FIT
Fitbit, Inc. Class A common stock
FIT
|
+$52.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LVLT
Level 3 Communications Inc
LVLT
|
+$104M |
| 2 |
Nucor
NUE
|
+$62.8M |
| 3 |
BERY
Berry Global Group, Inc.
BERY
|
+$57.6M |
| 4 |
Celanese
CE
|
+$57.4M |
| 5 |
KeyCorp
KEY
|
+$57.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.52% |
| 2 | Industrials | 12.14% |
| 3 | Technology | 11.75% |
| 4 | Consumer Discretionary | 10.15% |
| 5 | Energy | 9.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
DCOM
201
DELISTED
Dime Community Bancshares
DCOM
| $8.96M | 0.13% |
534,704
-16,994
| -3% | -$295K |
|
|
AIMC
202
DELISTED
Altra Industrial Motion Corp
AIMC
| $8.89M | 0.12% |
306,834
-24,101
| -7% | -$680K |
|
|
VR
203
DELISTED
Validus Hold Ltd
VR
| $8.87M | 0.12% |
178,121
-4,177
| -2% | -$208K |
|
|
204
Nucor
NUE
$58.3B
| $8.79M | 0.12% |
177,727
-1,235,023
| -87% | -$62.8M |
|
|
FRC
205
DELISTED
First Republic Bank
FRC
| $8.61M | 0.12% |
111,692
-10,531
| -9% | -$775K |
|
|
JNS
206
DELISTED
Janus Capital Group Inc
JNS
| $8.61M | 0.12% |
614,368
+6,873
| +1% | +$99.5K |
|
207
Amphenol
APH
$185B
| $8.55M | 0.12% |
+527,096
| New | +$8.01M |
|
|
VRE
208
DELISTED
Veris Residential
VRE
| $8.54M | 0.12% |
313,627
-4,834
| -2% | -$134K |
|
|
OA
209
DELISTED
Orbital ATK, Inc.
OA
| $8.39M | 0.12% |
110,098
+11,924
| +12% | +$950K |
|
210
Cohu
COHU
$1.86B
| $8.38M | 0.12% |
713,939
+13,527
| +2% | +$149K |
|
211
Macy's
M
$6.51B
| $8.31M | 0.12% |
+224,225
| New | +$8.13M |
|
212
Helen of Troy
HELE
$656M
| $8.17M | 0.11% |
94,839
-2,803
| -3% | -$263K |
|
|
LM
213
DELISTED
Legg Mason, Inc.
LM
| $8.01M | 0.11% |
239,178
-63,319
| -21% | -$2.11M |
|
214
Skywest
SKYW
$4.35B
| $7.94M | 0.11% |
300,645
-68,515
| -19% | -$1.9M |
|
215
American International
AIG
$42.5B
| $7.76M | 0.11% |
+130,728
| New | +$7.47M |
|
216
HNI Corp
HNI
$3.08B
| $7.72M | 0.11% |
193,890
-25,502
| -12% | -$1.29M |
|
|
MAGN
217
Magnera Corp
MAGN
$493M
| $7.6M | 0.11% |
26,976
-1,608
| -6% | -$447K |
|
218
Steven Madden
SHOO
$3.17B
| $7.56M | 0.11% |
328,200
-11,963
| -4% | -$279K |
|
219
Crawford & Co Class B
CRD.B
$507M
| $7.51M | 0.11% |
+661,787
| New | +$7.29M |
|
220
Seagate
STX
$174B
| $7.5M | 0.11% |
+194,594
| New | +$6.32M |
|
221
Curtiss-Wright
CW
$25.1B
| $7.46M | 0.1% |
81,831
-8,096
| -9% | -$713K |
|
222
United Airlines
UAL
$38.8B
| $7.39M | 0.1% |
140,945
-4,492
| -3% | -$216K |
|
223
Alphabet (Google) Class C
GOOG
$4.11T
| $7.29M | 0.1% |
187,500
-5,340
| -3% | -$203K |
|
224
Cooper-Standard Automotive
CPS
$517M
| $7.14M | 0.1% |
+72,225
| New | +$6.8M |
|
|
PDM
225
Piedmont Realty Trust
PDM
$1.24B
| $6.97M | 0.1% |
320,150
-21,650
| -6% | -$465K |
|
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Systematic Financial Management's Q3 2016 Portfolio in Review
As of Q3 2016, Systematic Financial Management held 670 positions worth $7.13B, down 2.8% from $7.34B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Systematic Financial Management withdrew a net $706M in Q3 2016, closing 76 positions and reducing 370 holdings. Its most notable exit was Celanese, an estimated $57.4M position sold in full.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 17% a quarter earlier, followed by Industrials and Technology.
Against the trend, Systematic Financial Management opened a new position in Zions Bancorporation worth $89.7M.
- Systematic Financial Management's largest Q3 2016 buy was Zions Bancorporation: 2,890,076 shares worth $89.7M.
- Systematic Financial Management added most to Leidos in Q3 2016, an estimated $65.8M increase.
- Systematic Financial Management's biggest Q3 2016 reduction was Level 3 Communications Inc, cutting an estimated $104M.
- Systematic Financial Management fully exited Celanese in Q3 2016, selling an estimated $57.4M.
- Systematic Financial Management's ten largest holdings make up 14% of its $7.13B portfolio in Q3 2016.
- Systematic Financial Management opened 90 new positions and closed 76 in Q3 2016.
- Systematic Financial Management's portfolio value fell 2.8% quarter-over-quarter to $7.13B.
Based on Systematic Financial Management's 13F filing for Q3 2016, filed 14 Nov 2016.