SF
Systematic Financial Management LP — 13F Filing & Top Stock Positions (Q2 2026)
Systematic Financial Management LPCIK: 0001085936
Diversified strategyMomentum followerQuality / disciplined sizing
Total reported value
$5.0B
Reporting period: 2026-06-30 · Number of holdings: 406
SYSTEMATIC FINANCIAL MANAGEMENT LP disclosed 406 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $5.0B and a quarterly turnover rate of 26.3%.
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Personality snowflake
- Concentration
- 3.39
- Portfolio Stability
- 26.26
- Momentum
- 100
- Sector conviction
- 40.74
- Diversification
- 100
- Sizing Uniformity
- 89.67
Systematic Financial Management LP's disclosed holdings carry a Herfindahl concentration index of 0.008 — mathematically equivalent to about 118 equally-sized positions, well below its 406 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes are fairly uniform across the portfolio (a coefficient of variation of 1.03), suggesting a disciplined, rules-based approach to how much capital goes into each idea.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 57% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd SIMO
-30.1% $61.2M
Trim COHR
-98.1% -$39.4M
Trim FIX
-95.2% -$38.7M
Add COHU
-16.2% $43.9M
Trim MGY
-1.3% -$17.8M
Add VSH
-28.9% $30.2M
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 406 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | SIMO | Silicon Motion Technol-adr | Stock-Other | 2.35% | +1.05% | -30.10% | |
| 2 | MLI | Mueller Industries Inc | Stock-Industrials | 1.88% | -0.11% | -2.39% | |
| 3 | JAZZ | Jazz Pharmaceuticals plc | Stock-Healthcare | 1.82% | +0.06% | -6.98% | |
| 4 | COHU | Cohu Inc | Stock-Other | 1.73% | +0.75% | -16.20% | |
| 5 | MKSI | Mks Inc | Stock-Tech | 1.70% | +0.42% | -20.66% | |
| 6 | TSEM | Tower Semiconductor Ltd. | Stock-Tech | 1.69% | -0.52% | -40.76% | |
| 7 | EME | Emcor Group Inc | Stock-Industrials | 1.63% | -0.31% | -13.88% | |
| 8 | ADEA | Adeia Inc | Stock-Other | 1.63% | +0.15% | -7.72% | |
| 9 | GVA | Granite Construction Inc | Stock-Industrials | 1.62% | +0.18% | -1.97% | |
| 10 | NWE | Northwestern Energy Group In | Stock-Utilities | 1.60% | -0.11% | -0.89% | |
| 11 | MGY | Magnolia Oil & Gas CORP - A | Stock-Energy | 1.42% | -0.62% | -1.28% | |
| 12 | LYTS | Lsi Industries Inc | Stock-Other | 1.26% | +0.19% | -4.96% | |
| 13 | MSGE | Madison Square Garden Entert | Stock-Other | 1.24% | +0.17% | -3.33% | |
| 14 | AUB | Atlantic Union Bankshares Co | Stock-Financials | 1.23% | -0.03% | -5.02% | |
| 15 | MSGS | Madison Square Garden Sports | Stock-Comm Services | 1.22% | +0.08% | -1.52% | |
| 16 | TRST | Trustco Bank CORP Ny | Stock-Other | 1.20% | +0.03% | -5.50% | |
| 17 | WAFD | Wafd Inc | Stock-Other | 1.19% | +0.08% | +1.29% | |
| 18 | VSH | Vishay Intertechnology Inc | Stock-Other | 1.14% | +0.52% | -28.92% | |
| 19 | PIPR | Piper Sandler Cos | Stock-Financials | 1.02% | -0.25% | -2.10% | |
| 20 | SPHR | Sphere Entertainment Co | Stock-Comm Services | 1.00% | +0.20% | -2.60% | |
| 21 | UMBF | Umb Financial CORP | Stock-Financials | 0.97% | +0.07% | -2.01% | |
| 22 | DCOM | Dime Commercial Bancshares I | Stock-Other | 0.96% | +0.02% | -1.80% | |
| 23 | OSIS | Osi Systems Inc | Stock-Tech | 0.94% | -0.39% | -1.43% | |
| 24 | RRX | Regal Rexnord CORP | Stock-Industrials | 0.94% | +0.11% | +2.05% | |
| 25 | REX | Rex American Resources CORP | Stock-Other | 0.93% | -0.23% | -6.49% | |
| 26 | URBN | Urban Outfitters Inc | Stock-Consumer Disc | 0.93% | -0.04% | -1.58% | |
| 27 | ONTO | Onto Innovation Inc | Stock-Tech | 0.92% | +0.08% | -31.51% | |
| 28 | INVA | Innoviva Inc | Stock-Other | 0.92% | -0.16% | -0.03% | |
| 29 | KALU | Kaiser Aluminum CORP | Stock-Other | 0.91% | +0.24% | -4.43% | |
| 30 | EHC | Encompass Health CORP | Stock-Healthcare | 0.89% | -0.10% | -0.73% | |
| 31 | PFS | Provident Financial Services | Stock-Other | 0.88% | -0.07% | -4.34% | |
| 32 | WBS | Webster Financial CORP | Stock-Financials | 0.88% | -0.28% | -20.66% | |
| 33 | SF | Stifel Financial CORP | Stock-Financials | 0.86% | -0.19% | +0.18% | |
| 34 | SBRA | Sabra Health Care Reit Inc | Stock-Real Estate | 0.83% | -0.12% | -1.29% | |
| 35 | COLB | Columbia Banking System Inc | Stock-Financials | 0.82% | -0.02% | -3.88% | |
| 36 | EG | Everest Group, Ltd. | Stock-Financials | 0.81% | -0.09% | -4.64% | |
| 37 | DOC | Healthpeak Properties Inc | Stock-Real Estate | 0.79% | +0.10% | +0.49% | |
| 38 | EBC | Eastern Bankshares Inc | Stock-Other | 0.78% | -0.05% | -4.12% | |
| 39 | VC | Visteon CORP | Stock-Other | 0.77% | +0.10% | +21.21% | |
| 40 | KBR | Kbr Inc | Stock-Industrials | 0.77% | +0.16% | +54.17% | |
| 41 | WSM | Williams-sonoma Inc | Stock-Consumer Disc | 0.77% | +0.08% | +0.32% | |
| 42 | FRME | First Merchants CORP | Stock-Other | 0.74% | -0.03% | -1.34% | |
| 43 | POR | Portland General Electric Co | Stock-Utilities | 0.73% | -0.03% | +13.10% | |
| 44 | FCNCA | First Citizens Bcshs -cl A | Stock-Financials | 0.73% | +0.01% | +4.78% | |
| 45 | APLE | Apple Hospitality Reit Inc | Stock-Real Estate | 0.72% | +0.14% | -3.28% | |
| 46 | OC | Owens Corning | Stock-Industrials | 0.71% | +0.12% | -5.96% | |
| 47 | EXEL | Exelixis Inc | Stock-Healthcare | 0.70% | — | -8.34% | |
| 48 | LXP | Lxp Industrial Trust | Stock-Other | 0.69% | +0.01% | +0.01% | |
| 49 | ANGO | Angiodynamics Inc | Stock-Other | 0.68% | +0.04% | +7.60% | |
| 50 | TPR | Tapestry Inc | Stock-Consumer Disc | 0.68% | -0.08% | -0.10% |
1–50 of 200
Portfolio Performance
Performance for Q3 2026
+1.9%
Performance Last 4 Quarters
+33.3%
- Stdev
- +17.2%
- Beta
- +0.95
- Alpha
- -0.7%
- Max Drawdown
- -18.4%
- Annualized Perf
- +18.2%
- Batting Avg vs S&P
- +38.9%
- Sortino
- +2.1
- Stutzer
- +0.31
- Treynor
- +0.19
- Sterling
- +0.94
- Calmar
- +0.99
- Information Ratio
- -0.14
- Tracking Error
- +12.1%
- Stdev Down
- +8.7%
- Winning Months %
- +58.3%
- Losing Months %
- +41.7%
- Best 12 Months
- +53.1%
- Worst 12 Months
- -6.3%
- Efficiency Ratio
- +0.41
- Sharpe
- +1.06
- Stdev Sectors
- +6.4%
- Skewness
- +0.1
- Kurtosis
- -1.07
- Upside Potential
- +4.08
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 406 | $5.0B | 26 | ||
| 2026 Q1 | 408 | $4.4B | 19 | ||
| 2025 Q4 | 410 | $4.2B | 16 | ||
| 2025 Q3 | 398 | $4.1B | 24 | ||
| 2025 Q2 | 398 | $3.7B | 0 | ||
| 2025 Q1 | 397 | $3.5B | 100 | ||
| 2024 Q4 | 405 | $3.9B | 0 | ||
| 2024 Q3 | 491 | $3.9B | 0 | ||
| 2024 Q2 | 400 | $3.3B | 0 | ||
| 2024 Q1 | 403 | $3.6B | 0 | ||
| 2023 Q4 | 396 | $3.4B | 0 | ||
| 2023 Q3 | 393 | $3.1B | 0 | ||
| 2023 Q2 | 381 | $3.2B | 0 | ||
| 2023 Q1 | 453 | $3.1B | 0 | ||
| 2022 Q4 | 394 | $3.1B | 0 | ||
| 2022 Q3 | 246 | $2.7B | 0 | ||
| 2022 Q2 | 250 | $2.9B | 0 | ||
| 2022 Q1 | 251 | $3.2B | 0 | ||
| 2021 Q4 | 252 | $3.4B | 0 | ||
| 2021 Q3 | 252 | $3.2B | 0 | ||
| 2021 Q2 | 254 | $3.3B | 100 | ||
| 2021 Q1 | 249 | $2.7B | 23 | ||
| 2020 Q4 | 248 | $2.3B | 27 | ||
| 2020 Q3 | 248 | $1.8B | 23 | ||
| 2020 Q2 | 505 | $1.9B | 29 | ||
| 2020 Q1 | 484 | $1.6B | 52 | ||
| 2019 Q4 | 500 | $2.6B | 21 | ||
| 2019 Q3 | 553 | $2.2B | 31 | ||
| 2019 Q2 | 617 | $2.6B | 29 | ||
| 2019 Q1 | 638 | $2.9B | 39 | ||
| 2018 Q4 | 635 | $3.3B | 41 | ||
| 2018 Q3 | 649 | $4.1B | 26 | ||
| 2018 Q2 | 631 | $4.1B | 43 | ||
| 2018 Q1 | 633 | $4.5B | 41 | ||
| 2017 Q4 | 638 | $5.0B | 38 | ||
| 2017 Q3 | 630 | $4.9B | 38 | ||
| 2017 Q2 | 634 | $5.4B | 38 | ||
| 2017 Q1 | 635 | $5.6B | 53 | ||
| 2016 Q4 | 627 | $6.3B | 60 | ||
| 2016 Q3 | 594 | $7.1B | 48 | ||
| 2016 Q2 | 580 | $7.3B | 43 | ||
| 2016 Q1 | 578 | $8.0B | 50 | ||
| 2015 Q4 | 605 | $9.1B | 42 | ||
| 2015 Q3 | 633 | $9.4B | 46 | ||
| 2015 Q2 | 674 | $11.7B | 42 | ||
| 2015 Q1 | 658 | $12.7B | 43 | ||
| 2014 Q4 | 678 | $13.5B | 46 | ||
| 2014 Q3 | 670 | $13.7B | 44 | ||
| 2014 Q2 | 679 | $14.6B | 54 | ||
| 2014 Q1 | 670 | $14.6B | 63 | ||
| 2013 Q4 | 646 | $13.6B | 57 | ||
| 2013 Q3 | 641 | $12.6B | 59 | ||
| 2013 Q2 | 630 | $11.7B | — |
Holding changes this quarter
Systematic Financial Management LP's most significant position changes for 2026-06-30: New buy: Masterbrand Inc (MBC); New buy: Waystar Holding CORP (WAY); Sold out: American Woodmark CORP (AHQ); New buy: Certara Inc (CERT); Sold out: Golden Entertainment Inc (GDEN).
Showing top 200 changes by size (of 256 total)
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | SIMO | Silicon Motion Technol-adr | +1.1% | -30.10% | Trim |
| 2 | COHU | Cohu Inc | +0.8% | -16.20% | Trim |
| 3 | VSH | Vishay Intertechnology Inc | +0.5% | -28.92% | Trim |
| 4 | MKSI | Mks Inc | +0.4% | -20.66% | Trim |
| 5 | MBC | Masterbrand Inc | +0.4% | NEW | New buy |
| 6 | TFX | Teleflex Inc | +0.4% | +979.11% | Add |
| 7 | WAY | Waystar Holding CORP | +0.4% | NEW | New buy |
| 8 | CERT | Certara Inc | +0.3% | NEW | New buy |
| 9 | KALU | Kaiser Aluminum CORP | +0.2% | -4.43% | Trim |
| 10 | YSS | York Space Systems Inc | +0.2% | +110.36% | Add |
| 11 | SILC | Silicom Ltd. | +0.2% | -5.76% | Trim |
| 12 | VNT | Vontier CORP | +0.2% | NEW | New buy |
| 13 | SPHR | Sphere Entertainment Co | +0.2% | -2.60% | Trim |
| 14 | LYTS | Lsi Industries Inc | +0.2% | -4.96% | Trim |
| 15 | AYI | Acuity Inc | +0.2% | +63.10% | Add |
| 16 | GVA | Granite Construction Inc | +0.2% | -1.97% | Trim |
| 17 | MSGE | Madison Square Garden Entert | +0.2% | -3.33% | Trim |
| 18 | KLIC | Kulicke & Soffa Industries | +0.2% | -14.80% | Trim |
| 19 | KBR | Kbr Inc | +0.2% | +54.17% | Add |
| 20 | ADEA | Adeia Inc | +0.2% | -7.72% | Trim |
| 21 | APLE | Apple Hospitality Reit Inc | +0.1% | -3.28% | Trim |
| 22 | IART | Integra Lifesciences Holding | +0.1% | -3.40% | Trim |
| 23 | MTDR | Matador Resources Co | +0.1% | NEW | New buy |
| 24 | FBIN | Fortune Brands Innovations I | +0.1% | +21.23% | Add |
| 25 | HLIT | Harmonic Inc | +0.1% | -3.29% | Trim |
| 26 | KWR | Quaker Chemical Corporation | +0.1% | NEW | New buy |
| 27 | OC | Owens Corning | +0.1% | -5.96% | Trim |
| 28 | QLYS | Qualys Inc | +0.1% | +11.23% | Add |
| 29 | RRX | Regal Rexnord CORP | +0.1% | +2.05% | Add |
| 30 | ITRI | Itron Inc | +0.1% | +51.32% | Add |
| 31 | MRVI | Maravai Lifesciences Hldgs-a | +0.1% | +12.21% | Add |
| 32 | VC | Visteon CORP | +0.1% | +21.21% | Add |
| 33 | DOC | Healthpeak Properties Inc | +0.1% | +0.49% | Add |
| 34 | AMN | Amn Healthcare Services Inc | +0.1% | +9.20% | Add |
| 35 | UTZ | Utz Brands Inc | +0.1% | +92.96% | Add |
| 36 | SIGI | Selective Insurance Group | +0.1% | +3.49% | Add |
| 37 | UFCS | United Fire Group Inc | +0.1% | -4.81% | Trim |
| 38 | GPOR | Gulfport Energy CORP | +0.1% | +68.13% | Add |
| 39 | SAIC | Science Applications Inte | +0.1% | +23.16% | Add |
| 40 | PDM | Piedmont Realty Trust Inc | +0.1% | +11.27% | Add |
| 41 | MSGS | Madison Square Garden Sports | +0.1% | -1.52% | Trim |
| 42 | WAFD | Wafd Inc | +0.1% | +1.29% | Add |
| 43 | ONTO | Onto Innovation Inc | +0.1% | -31.51% | Trim |
| 44 | WSM | Williams-sonoma Inc | +0.1% | +0.32% | Add |
| 45 | HAYW | Hayward Holdings Inc | +0.1% | +6.28% | Add |
| 46 | OSUR | Orasure Technologies Inc | +0.1% | +15.22% | Add |
| 47 | GNTX | Gentex CORP | +0.1% | +43.99% | Add |
| 48 | TTEK | Tetra Tech Inc | +0.1% | +67.84% | Add |
| 49 | UMBF | Umb Financial CORP | +0.1% | -2.01% | Trim |
| 50 | FFIV | F5 Inc | +0.1% | +29.60% | Add |
1–50 of 200
Filing History
FAQ
What is Systematic Financial Management LP and what type of investor is it?
Systematic Financial Management LP is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $5.0B, spread across 406 disclosed positions.
What are Systematic Financial Management LP's largest equity positions?
Based on the latest 13F filing, Systematic Financial Management LP's top holdings by market value are:
1. Silicon Motion Technol-adr (SIMO) — $118.1M (2.4%)
2. Mueller Industries Inc (MLI) — $94.2M (1.9%)
3. Jazz Pharmaceuticals plc (JAZZ) — $91.3M (1.8%)
4. Cohu Inc (COHU) — $86.8M (1.7%)
5. Mks Inc (MKSI) — $85.4M (1.7%)
What changes did Systematic Financial Management LP make in its most recent portfolio filing?
In the latest reported quarter, Systematic Financial Management LP made 195 notable position adjustments: 8 new positions were initiated, 88 existing holdings were added to, 92 positions were partially reduced, and 7 were completely exited. The largest of these moves: New buy: Masterbrand Inc (MBC); New buy: Waystar Holding CORP (WAY); Sold out: American Woodmark CORP (AHQ); New buy: Certara Inc (CERT); Sold out: Golden Entertainment Inc (GDEN)
What sectors does Systematic Financial Management LP focus on?
Systematic Financial Management LP is concentrated in the following sectors based on its current disclosed equity portfolio:
• Financials: 19.0%
• Industrials: 18.7%
• Information Technology: 16.4%
• Consumer Discretionary: 11.6%
• Health Care: 10.9%
• Real Estate: 7.3%
Investment Profile
Systematic Financial Management LP returned an annualized 18.2% over the trailing 36 months — underperforming the S&P 500 by 0.7 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.95 (roughly in line with the market) and a 39% quarterly batting average against the index.
Its portfolio is broadly diversified and moderately active.
Its turnover score has risen from 0 to 26 over the past 4 quarters — a shift toward more active trading.
It has added to its SIMO position over the past two quarters (+$64.0M, now $118.1M), while trimming FIX over the same stretch (-$42.9M, still holding $2.9M).
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Developer Access
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