MARTINGALE ASSET MANAGEMENT L P

Q3 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
775
Total value ($000)
$4,752,095
Net value change ($000)
-361,172 (-7.1%)
New positions
73
Sold out positions
93
Turnover %
5.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/11/2023 Next filing: 2/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
EG 35,830 NEW
MUSA 22,478 699.2%
PEG 21,218 1734.9%
SNA 21,150 6778.8%
CRM 15,145 180.0%
KMB 15,001 944.1%
MCD 14,014 68.8%
HUBB 12,373 436.0%
MSM 11,935 327.3%
ICLR 9,686 NEW
Top Reduces (Value $000, Stocks/ETFs)
Everest Re Group - G3223R108 -35,139 -100.0%
AEP -22,691 -91.5%
CVS -20,989 -98.3%
LH -19,253 -66.0%
WEC -17,582 -64.9%
HE -17,429 -100.0%
FE -17,236 -100.0%
CMS -16,617 -100.0%
COR -14,806 -40.9%
KEYS -13,619 -85.4%
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