BRIDGEWAY CAPITAL MANAGEMENT INC

Q1 2020 13F-HR Holdings

Location
Houston, TX
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
1,263
Total value ($000)
$4,367,218
Net value change ($000)
-3,068,270 (-41.3%)
New positions
121
Sold out positions
160
Turnover %
14.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/31/2020 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)
GIS 32,179 NEW
PEG 25,473 NEW
WMT 25,218 188.5%
TGT 23,705 330.2%
HPQ 19,867 808.9%
INTC 16,233 120.1%
SRE 14,824 NEW
IWN 7,347 138.4%
Primo Water Holdings LLC 5,040 NEW
SMCI 4,742 NEW
Top Reduces (Value $000, Stocks/ETFs)
MRK -72,805 -87.1%
ARE -56,440 -100.0%
APD -55,782 -100.0%
CMCSA -49,986 -83.5%
DIS -43,518 -51.2%
GLW -43,430 -100.0%
LHX -41,963 -100.0%
BAC -41,005 -44.3%
RF -38,766 -62.1%
C -38,726 -49.3%
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