MARTINGALE ASSET MANAGEMENT L P

Q1 2020 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2020
Date filed
5/11/2020
Form type
13F-HR
Num holdings
953
Total value ($000)
$7,531,190
Net value change ($000)
-2,241,440 (-22.9%)
New positions
110
Sold out positions
115
Turnover %
6.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/10/2020 Next filing: 8/10/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
AON 30,002 NEW
EQIX 21,051 NEW
MKL 19,651 NEW
HUM 19,212 167.5%
TEAM 17,427 NEW
ZTS 16,762 65.2%
EA 15,575 562.9%
KR 12,725 1719.6%
AMZN 12,653 20.1%
AMT 8,718 110.2%
Top Reduces (Value $000, Stocks/ETFs)
PSX -42,350 -93.7%
SBUX -34,759 -48.9%
CVX -33,297 -90.1%
AON -32,676 -100.0%
T -27,631 -26.9%
RGA -27,594 -76.7%
DRI -27,519 -54.5%
Spirit AeroSystems Holdings, Inc. -27,388 -98.3%
SABR -26,186 -97.2%
SYY -25,657 -46.4%
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