MARTINGALE ASSET MANAGEMENT L P

Q3 2021 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
839
Total value ($000)
$7,652,529
Net value change ($000)
-1,102,651 (-12.6%)
New positions
145
Sold out positions
126
Turnover %
4.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/13/2021 Next filing: 2/11/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
CPT 28,426 592.9%
CUBE 28,291 NEW
LIFE STORAGE, INC. 27,105 1122.8%
AAPL 26,474 64.6%
DELL 22,546 107.2%
SUI 20,038 508.3%
KO 19,836 95.9%
QCOM 15,224 1540.9%
G 13,906 52.5%
EXR 13,717 54.7%
Top Reduces (Value $000, Stocks/ETFs)
PGR -55,383 -91.7%
ZM -41,247 -100.0%
JAZZ -32,265 -100.0%
ADBE -30,613 -23.1%
META -29,926 -20.9%
ORCL -28,606 -38.8%
CLX -27,080 -57.2%
MSFT -26,753 -18.4%
AIY -26,127 -35.3%
TGT -23,408 -23.6%
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