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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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
1
First Citizens BancShares
FCNCA
$24.6B
| $34.3M | 2.1% |
102,894
-10,429
| -9% | -$4.83M |
|
2
NorthWestern Energy
NWE
$4.43B
| $33.1M | 2.04% |
554,017
+25,662
| +5% | +$1.83M |
|
3
Selective Insurance
SIGI
$5.78B
| $23.1M | 1.42% |
465,658
+14,719
| +3% | +$896K |
|
4
WaFd
WAFD
$2.82B
| $23.1M | 1.42% |
890,387
-47,592
| -5% | -$1.52M |
|
5
ICF International
ICFI
$1.43B
| $22.2M | 1.36% |
322,459
-16,293
| -5% | -$1.33M |
|
6
Silicon Motion
SIMO
$8.96B
| $20.6M | 1.26% |
560,580
+78,960
| +16% | +$3.41M |
|
7
Emcor
EME
$33.1B
| $20.3M | 1.25% |
331,634
-19,541
| -6% | -$1.51M |
|
8
AMN Healthcare
AMN
$1.36B
| $19.5M | 1.2% |
336,793
+25,661
| +8% | +$1.76M |
|
9
MKS Inc
MKSI
$21.9B
| $19.4M | 1.19% |
238,136
-4,981
| -2% | -$510K |
|
10
Encompass Health
EHC
$11.1B
| $19.2M | 1.18% |
377,669
-79,258
| -17% | -$4.57M |
|
11
Qorvo
QRVO
$7.54B
| $18.3M | 1.12% |
226,548
+19,382
| +9% | +$1.94M |
|
12
KBR
KBR
$4.45B
| $17.9M | 1.1% |
867,545
-40,199
| -4% | -$1.04M |
|
13
LXP Industrial Trust
LXP
$3.45B
| $17.9M | 1.1% |
361,352
-16,575
| -4% | -$877K |
|
14
Comfort Systems
FIX
$58.9B
| $17.9M | 1.1% |
488,887
+18,961
| +4% | +$840K |
|
15
Entegris
ENTG
$21.1B
| $17.7M | 1.09% |
395,375
-35,452
| -8% | -$1.84M |
|
16
Leidos
LDOS
$13.4B
| $17.7M | 1.09% |
192,975
-32,729
| -15% | -$3.3M |
|
|
CHCT
17
Community Healthcare Trust
CHCT
$537M
| $17.3M | 1.06% |
452,674
-13,859
| -3% | -$603K |
|
18
OraSure Technologies
OSUR
$266M
| $17M | 1.04% |
1,578,422
-29,392
| -2% | -$210K |
|
|
SASR
19
DELISTED
Sandy Spring Bancorp Inc
SASR
| $16.7M | 1.03% |
739,505
+9,411
| +1% | +$300K |
|
|
DOC
20
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $16.6M | 1.02% |
1,191,851
+39,693
| +3% | +$730K |
|
21
Jazz Pharmaceuticals
JAZZ
$15.5B
| $16.5M | 1.01% |
165,147
+48,941
| +42% | +$6.33M |
|
22
Regal Rexnord
RRX
$13.8B
| $16.5M | 1.01% |
261,581
-16,519
| -6% | -$1.3M |
|
23
KVH Industries
KVHI
$178M
| $16.3M | 1% |
1,731,906
-927
| -0.1% | -$9.49K |
|
24
Helen of Troy
HELE
$655M
| $16M | 0.98% |
111,045
-8,143
| -7% | -$1.38M |
|
25
Stride
LRN
$3.71B
| $15.9M | 0.98% |
845,027
+179,145
| +27% | +$3.3M |
|
Similar funds
EC
EQF
B
NHC
CCM
NEI
FIS
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.