MARTINGALE ASSET MANAGEMENT L P

Q4 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2022
Date filed
2/13/2023
Form type
13F-HR
Num holdings
823
Total value ($000)
$5,130,751
Net value change ($000)
+113,314 (2.3%)
New positions
90
Sold out positions
84
Turnover %
3.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2022 Next filing: 5/12/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
OGE 22,411 3966.5%
FCNCA 19,452 677.8%
WFC 18,782 NEW
PCAR 16,856 573.9%
L 16,654 704.8%
ULTA 16,210 141.9%
WRB 13,249 234.2%
TXT 11,704 88.4%
PNW 11,667 2209.7%
USB 11,612 NEW
Top Reduces (Value $000, Stocks/ETFs)
PSA -31,060 -92.4%
EXR -24,358 -100.0%
CPT -22,854 -97.7%
ADBE -22,537 -70.1%
DUK -19,535 -86.6%
CE -19,355 -97.4%
FDX -17,504 -97.2%
TMO -14,934 -87.3%
EXC -14,042 -98.2%
AVB -11,698 -48.6%
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