MARTINGALE ASSET MANAGEMENT L P

Q2 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2022
Date filed
8/11/2022
Form type
13F-HR
Num holdings
837
Total value ($000)
$5,498,421
Net value change ($000)
-1,169,926 (-17.5%)
New positions
108
Sold out positions
70
Turnover %
3.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/12/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
PKG 20,632 7475.4%
GD 18,136 NEW
AEP 13,878 138.5%
TSN 13,034 82.0%
AXS 12,067 130.8%
BIIB 11,491 NEW
HIG 10,888 NEW
CSCO 10,806 39.4%
XOM 10,684 1142.7%
SAIC 10,528 381.6%
Top Reduces (Value $000, Stocks/ETFs)
AMZN -72,668 -97.7%
TGT -51,146 -88.7%
AKAM -32,948 -83.7%
ALLEGHANY CORP /DE -32,199 -70.9%
BLK -31,259 -98.0%
VRSN -30,665 -83.2%
RMD -30,192 -80.6%
GOOGL -27,841 -28.2%
AVGO -24,620 -29.5%
AWK -23,762 -64.9%
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