MARTINGALE ASSET MANAGEMENT L P

Q2 2020 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2020
Date filed
8/10/2020
Form type
13F-HR
Num holdings
1,009
Total value ($000)
$8,487,687
Net value change ($000)
+956,497 (12.7%)
New positions
158
Sold out positions
102
Turnover %
8.5%
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)
AAPL 63,866 321.1%
TXN 60,590 1617.0%
COST 43,287 275.3%
EXPD 39,374 NEW
JBHT 37,253 NEW
ODFL 36,009 NEW
AMZN 33,620 44.5%
CHRW 33,265 NEW
TGT 32,822 178.8%
BMY 32,096 168.9%
Top Reduces (Value $000, Stocks/ETFs)
MCD -59,634 -100.0%
SBUX -35,917 -98.9%
YUMC -35,679 -85.8%
AXP -30,589 -95.8%
OMC -28,240 -91.6%
SYY -27,627 -93.4%
RAYTHEON CO/ -25,790 -100.0%
BXP -24,658 -79.2%
DUNKIN' BRANDS GROUP, INC. -24,422 -100.0%
YUM -23,679 -100.0%
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