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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 | |
|---|---|---|---|---|---|---|
|
1
First Citizens BancShares
FCNCA
$24.7B
| $97.2M | 3.55% |
121,871
-17,339
| -12% | -$13.5M |
|
|
CCRN
2
DELISTED
Cross Country Healthcare
CCRN
| $60.1M | 2.19% |
2,118,415
-75,925
| -3% | -$1.95M |
|
3
Magnolia Oil & Gas
MGY
$5.93B
| $53.9M | 1.97% |
2,721,482
+16,345
| +0.6% | +$362K |
|
4
ICF International
ICFI
$1.5B
| $43M | 1.57% |
394,726
+5,025
| +1% | +$505K |
|
|
5
NorthWestern Energy
NWE
$4.34B
| $41.3M | 1.51% |
838,050
+93,738
| +13% | +$5.15M |
|
6
Emcor
EME
$29.9B
| $40.2M | 1.47% |
348,016
-3,700
| -1% | -$423K |
|
7
KBR
KBR
$4.56B
| $40M | 1.46% |
925,728
-6,284
| -0.7% | -$309K |
|
8
Webster Financial
WBS
$12.3B
| $39.9M | 1.46% |
883,526
+39,038
| +5% | +$1.81M |
|
9
WaFd
WAFD
$2.71B
| $38.3M | 1.4% |
1,275,867
+16,979
| +1% | +$550K |
|
10
Regal Rexnord
RRX
$12.5B
| $36.9M | 1.35% |
262,829
-19,277
| -7% | -$2.59M |
|
11
Selective Insurance
SIGI
$5.76B
| $35.3M | 1.29% |
433,883
-7,986
| -2% | -$651K |
|
|
12
Mueller Industries
MLI
$14.5B
| $34.7M | 1.27% |
2,335,868
-318,752
| -12% | -$4.96M |
|
13
Silicon Motion
SIMO
$7.11B
| $33.4M | 1.22% |
512,915
-21,656
| -4% | -$1.7M |
|
14
Curtiss-Wright
CW
$25.1B
| $32.5M | 1.19% |
233,900
+7,434
| +3% | +$1.06M |
|
15
Comfort Systems
FIX
$53.5B
| $32.5M | 1.19% |
334,039
-39,189
| -11% | -$3.84M |
|
|
UCB
16
United Community Banks
UCB
$4.26B
| $28.6M | 1.04% |
862,664
-1,108
| -0.1% | -$36.8K |
|
17
Everest Group
EG
$15.6B
| $28.5M | 1.04% |
108,760
-260
| -0.2% | -$70.3K |
|
18
Jazz Pharmaceuticals
JAZZ
$16.1B
| $26.9M | 0.98% |
201,596
-4,668
| -2% | -$710K |
|
|
SASR
19
DELISTED
Sandy Spring Bancorp Inc
SASR
| $26.8M | 0.98% |
761,127
+11,583
| +2% | +$457K |
|
|
UMPQ
20
DELISTED
Umpqua Holdings Corp
UMPQ
| $26.3M | 0.96% |
1,540,427
-1,573
| -0.1% | -$28K |
|
21
Piper Sandler
PIPR
$4.99B
| $26.1M | 0.95% |
996,612
+9,892
| +1% | +$288K |
|
|
TRST
22
Trustco Bank Corp NY
TRST
$953M
| $25.5M | 0.93% |
812,718
+11,345
| +1% | +$376K |
|
|
LBAI
23
DELISTED
Lakeland Bancorp Inc
LBAI
| $25.4M | 0.93% |
1,584,086
+6,145
| +0.4% | +$97.9K |
|
24
Commercial Metals
CMC
$7.53B
| $25.1M | 0.91% |
706,606
-114,714
| -14% | -$4.43M |
|
25
First Merchants
FRME
$2.69B
| $25M | 0.91% |
647,548
+13,627
| +2% | +$541K |
|
Similar funds
EC
EQF
B
NHC
NEI
FIS
CFO
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.