MARTINGALE ASSET MANAGEMENT L P

Q3 2024 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
784
Total value ($000)
$4,359,462
Net value change ($000)
-265,948 (-5.7%)
New positions
86
Sold out positions
83
Turnover %
3.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/12/2024 Next filing: 2/13/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 2024
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)
JPM 27,176 118.1%
HCA 18,767 340.0%
UHS 14,419 636.3%
PGR 13,091 89.7%
RTX 11,095 2504.5%
AEP 10,918 1661.8%
ARW 10,803 4155.0%
EIX 9,015 NEW
ZM 8,837 71.8%
FCN 8,047 2047.6%
Top Reduces (Value $000, Stocks/ETFs)
CDNS -34,431 -98.5%
MCD -25,328 -98.6%
SNX -16,893 -71.9%
ICLR -16,447 -100.0%
HD -14,117 -36.2%
PCAR -13,205 -100.0%
LLY -12,513 -19.9%
AVGO -12,443 -93.3%
DCI -12,439 -73.1%
MRK -11,684 -22.6%
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