MARTINGALE ASSET MANAGEMENT L P

Q1 2014 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
868
Total value ($000)
$2,944,327
Net value change ($000)
+64,443 (2.2%)
New positions
96
Sold out positions
207
Turnover %
13.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2014 Next filing: 2/10/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
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)
LMT 15,401 301.2%
MSFT 14,694 43.5%
ETR 13,187 NEW
COVIDIEN PLC 11,716 259.9%
QCOM 10,807 337.2%
SMG 10,031 1756.7%
CR BARD 8,935 125.7%
NOC 8,256 95.8%
EIX 7,546 73.4%
WFC 7,537 24.9%
Top Reduces (Value $000, Stocks/ETFs)
PRU -9,558 -88.8%
BA -9,366 -67.0%
VFC -9,087 -87.4%
20230930-DK-Butterfly-1, Inc. -8,382 -90.3%
TT -8,372 -100.0%
MA -8,214 -66.4%
DOV -7,835 -77.8%
ABT -7,552 -46.3%
ST JUDE -7,182 -91.0%
XOM -6,849 -18.2%
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