SYSTEMATIC FINANCIAL MANAGEMENT LP

Q2 2020 13F-HR Holdings

Location
Teaneck, NJ
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
505
Total value ($000)
$1,923,897
Net value change ($000)
+295,095 (18.1%)
New positions
98
Sold out positions
77
Turnover %
5.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MCFT 12,091 157.4%
FRME 11,112 3387.8%
ORI 10,498 NEW
MERIDIAN BIOSCIENCE INC 9,957 95.5%
ASGN 9,842 85.4%
EXEL 9,307 NEW
AMWD 8,806 126.9%
SEKISUI HOUSE U.S., INC. 8,785 NEW
AEO 7,902 71.2%
LRN 7,370 46.2%
Top Reduces (Value $000, Stocks/ETFs)
LEGG MASON, INC. -8,903 -59.7%
OSK -6,041 -100.0%
OUT -5,011 -95.7%
LogMeIn, Inc. -4,940 -37.6%
DRH -4,263 -41.5%
EHC -4,212 -21.9%
INN -2,966 -43.4%
CPRI -2,930 -100.0%
HSI -2,483 -24.5%
HAFC -2,111 -40.1%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type