MARTINGALE ASSET MANAGEMENT L P

Q1 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2023
Date filed
5/12/2023
Form type
13F-HR
Num holdings
815
Total value ($000)
$5,187,460
Net value change ($000)
+56,709 (1.1%)
New positions
89
Sold out positions
97
Turnover %
3.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/13/2023 Next filing: 8/11/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
DRI 26,221 493.7%
CVX 22,977 103.8%
AXP 21,661 359.7%
NOC 18,254 302.0%
CSCO 14,669 33.5%
CW 14,640 2605.0%
JPM 14,388 253.1%
MSFT 11,830 17.9%
CAH 11,712 140.4%
CI 10,793 319.2%
Top Reduces (Value $000, Stocks/ETFs)
MAA -17,829 -70.7%
GOOGL -13,985 -26.7%
ESS -13,127 -100.0%
TSN -12,803 -49.6%
AVB -12,378 -100.0%
AAPL -12,081 -24.7%
LIFE STORAGE, INC. -11,397 -100.0%
ODFL -11,213 -52.2%
UPS -11,185 -31.5%
PFE -11,120 -17.9%
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