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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
+3.32%
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
$1.83B
AUM Growth
-$95.4M
(-5%)
Cap. Flow
-$119M
Cap. Flow
% of AUM
-6.53%
Top 10 Holdings %
Top 10 Hldgs %
14.01%
Holding
511
New
6
Increased
68
Reduced
113
Closed
263
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Y
Alleghany Corp
Y
|
+$7.59M |
| 2 |
Strategic Education
STRA
|
+$7.3M |
| 3 |
Everest Group
EG
|
+$7.11M |
| 4 |
FREE
Whole Earth Brands, Inc. Class A Common Stock
FREE
|
+$6.78M |
| 5 |
HIBB
Hibbett, Inc. Common Stock
HIBB
|
+$6.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Stride
LRN
|
+$20.6M |
| 2 |
Entegris
ENTG
|
+$9.16M |
| 3 |
LOGM
LogMein, Inc.
LOGM
|
+$8.2M |
| 4 |
OraSure Technologies
OSUR
|
+$7.09M |
| 5 |
Churchill Downs
CHDN
|
+$6.93M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 18.66% |
| 2 | Technology | 17.77% |
| 3 | Financials | 17.24% |
| 4 | Consumer Discretionary | 14.91% |
| 5 | Healthcare | 8.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
NorthWestern Energy
NWE
$4.43B
| $32.8M | 1.8% |
674,889
+15,010
| +2% | +$797K |
|
2
First Citizens BancShares
FCNCA
$24.6B
| $31.7M | 1.74% |
99,592
-2,451
| -2% | -$946K |
|
3
Comfort Systems
FIX
$58.9B
| $27.4M | 1.5% |
532,708
-598
| -0.1% | -$29K |
|
4
Qorvo
QRVO
$7.54B
| $26.1M | 1.43% |
202,650
-19,675
| -9% | -$2.44M |
|
5
American Eagle Outfitters
AEO
$2.85B
| $24.1M | 1.32% |
1,624,961
-117,674
| -7% | -$1.4M |
|
6
Magnachip Semiconductor
MX
$125M
| $23.3M | 1.28% |
1,703,970
-36,671
| -2% | -$437K |
|
7
Silicon Motion
SIMO
$8.96B
| $23.2M | 1.27% |
613,185
+88,539
| +17% | +$3.55M |
|
8
Regal Rexnord
RRX
$13.8B
| $23.1M | 1.26% |
246,372
-7,531
| -3% | -$714K |
|
9
Selective Insurance
SIGI
$5.78B
| $23.1M | 1.26% |
449,128
-12,884
| -3% | -$710K |
|
10
AMN Healthcare
AMN
$1.36B
| $21.1M | 1.15% |
360,919
-40,018
| -10% | -$2.11M |
|
11
Emcor
EME
$33.1B
| $20.9M | 1.14% |
308,786
-11,891
| -4% | -$825K |
|
12
WaFd
WAFD
$2.82B
| $20.9M | 1.14% |
999,907
+75,590
| +8% | +$1.78M |
|
|
DOC
13
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $20.4M | 1.11% |
1,136,661
-69,447
| -6% | -$1.24M |
|
14
MasterCraft Boat Holdings
MCFT
$605M
| $20.2M | 1.11% |
1,155,499
+117,488
| +11% | +$2.35M |
|
15
ICF International
ICFI
$1.43B
| $20.2M | 1.1% |
327,552
+6,879
| +2% | +$457K |
|
|
AMWD
16
DELISTED
American Woodmark
AMWD
| $19.6M | 1.07% |
249,659
+41,546
| +20% | +$3.39M |
|
17
American Public Education
APEI
$930M
| $19.4M | 1.06% |
687,416
+43,846
| +7% | +$1.33M |
|
18
Quanex
NX
$835M
| $19.1M | 1.05% |
1,036,854
+83,197
| +9% | +$1.32M |
|
19
MKS Inc
MKSI
$21.9B
| $19M | 1.04% |
173,771
-41,453
| -19% | -$4.86M |
|
20
KBR
KBR
$4.45B
| $18.5M | 1.01% |
825,292
-27,402
| -3% | -$636K |
|
|
EFOR
21
Everforth Inc
EFOR
$768M
| $18.4M | 1.01% |
290,247
-30,146
| -9% | -$2.07M |
|
22
Mueller Industries
MLI
$13.1B
| $18.4M | 1.01% |
2,720,784
+336,380
| +14% | +$2.4M |
|
23
Commercial Metals
CMC
$7.35B
| $18.1M | 0.99% |
908,359
-39,480
| -4% | -$821K |
|
24
LXP Industrial Trust
LXP
$3.45B
| $18.1M | 0.99% |
347,350
-24,292
| -7% | -$1.35M |
|
25
Spectrum Brands
SPB
$2.04B
| $18.1M | 0.99% |
317,309
+30,745
| +11% | +$1.69M |
|
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B
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CCM
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FIS
Systematic Financial Management's Q3 2020 Portfolio in Review
As of Q3 2020, Systematic Financial Management held 511 positions worth $1.83B, down 5% from $1.92B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Systematic Financial Management withdrew a net $119M in Q3 2020, closing 263 positions and reducing 113 holdings. Its most notable exit was LogMein, Inc., an estimated $8.2M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 19% of assets, up from 18% a quarter earlier, followed by Technology and Financials.
Against the trend, Systematic Financial Management opened a new position in Whole Earth Brands, Inc. Class A Common Stock worth $7.2M.
- Systematic Financial Management's largest Q3 2020 buy was Whole Earth Brands, Inc. Class A Common Stock: 862,851 shares worth $7.2M.
- Systematic Financial Management added most to Alleghany Corp in Q3 2020, an estimated $7.59M increase.
- Systematic Financial Management's biggest Q3 2020 reduction was Stride, cutting an estimated $20.6M.
- Systematic Financial Management fully exited LogMein, Inc. in Q3 2020, selling an estimated $8.2M.
- Systematic Financial Management's ten largest holdings make up 14% of its $1.83B portfolio in Q3 2020.
- Systematic Financial Management opened 6 new positions and closed 263 in Q3 2020.
- Systematic Financial Management's portfolio value fell 5% quarter-over-quarter to $1.83B.
Based on Systematic Financial Management's 13F filing for Q3 2020, filed 12 Nov 2020.