SEC 13F Intelligence

Managers / Q3 2022 · view latest →

THOMPSON SIEGEL & WALMSLEY LLC

CIK 0001008322 · 6641 WEST BROAD STREET, SUITE 600, RICHMOND, VA, 23230 · 8043534500

Reported Value
$5.8B
Q3 2022
Positions
729
includes revealed positions
Filings on Record
30
2019–present window
Filed
Oct 25, 2022
original filing

Summary

Thompson Siegel & Walmsley LLC reported $5.8B in U.S.-listed holdings across 729 positions for Q3 2022.

Its largest position, YUSD, represents 2.2% of the portfolio.

Compared with Q2 2022, the fund opened 31 new positions and exited 39.

Portfolio Metrics

Turnover
+5.8%
vs prior filed quarter
Top-10 Concentration
+17.7%
share of reported value
Largest Position
+2.2%
Alleghany
New / Exited
31 / 39
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q1 ’19: $7.1BQ1 ’19Q2 ’19: $6.9BQ3 ’19: $6.3BQ4 ’19: $6.5BQ1 ’20: $4.2BQ1 ’20Q2 ’20: $5.0BQ3 ’20: $5.2BQ4 ’20: $6.2BQ1 ’21: $7.0BQ1 ’21Q2 ’21: $7.3BQ3 ’21: $6.9BQ4 ’21: $7.3BQ1 ’22: $7.0BQ1 ’22Q2 ’22: $6.2BQ3 ’22: $5.8BQ4 ’22: $6.2BQ1 ’23: $6.2BQ1 ’23Q2 ’23: $6.3BQ3 ’23: $6.0BQ4 ’23: $6.2BQ1 ’24: $6.5BQ1 ’24Q2 ’24: $6.2BQ3 ’24: $6.7BQ4 ’24: $6.4BQ1 ’25: $6.0BQ1 ’25Q2 ’25: $6.0BQ3 ’25: $6.2BQ4 ’25: $6.0BQ1 ’26: $5.7BQ1 ’26filingsflow.com

Portfolio Composition

By security type
Common Stock: 85.6%Other: 6.7%REIT: 3.2%ETP: 2.7%ADR: 1.1%Other: 0.7%
  • Common Stock · 85.6% · $4.9B
  • Other · 6.7% · $388M
  • REIT · 3.2% · $186M
  • ETP · 2.7% · $159M
  • ADR · 1.1% · $61M
  • Other · 0.7% · $41M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
NLYANNALY CAPITAL MANAGEMENTNEW+2.40M2.40M+$41M$41M
FRCBFIRST REP BK SAN FRAN CALNEW+278.8K278.8K+$36M$36M
VTEBVANGUARD TAX EXEMPT BOND ETFNEW+423.4K423.4K+$20M$20M
ALSNALLISON TRANSMISSION HLDGNEW+238.2K238.2K+$8M$8M
BIOBIO-RAD LABORATORIES-CL ANEW+19.0K19.0K+$8M$8M
OECORION ENGINEERED CARBONSNEW+499.1K499.1K+$7M$7M
DBRGDIGITALBRIDGE GROUP INCNEW+528.6K528.6K+$7M$7M
AVYAVERY DENNISON CORPORATIONNEW+13.5K13.5K+$2M$2M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2022REVEALED

423 positions (from 500 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1YUSDALLEGHANY CORPhistory →COM2.17%$125M149.3K
2LIBERTY GLOBAL PLCCOM · SHS CL A1.99%$115M7.10M
3POSTPOST HLDGS INChistory →COM1.98%$114M1.40M
4LINDE PLCCOM1.88%$108M402.2K
5AERAERCAP HOLDINGS NVhistory →SHS1.82%$105M2.48M
6CHKPCHECK POINT SOFTWARE TECHhistory →COM1.69%$97M870.4K
7FCNCAFIRST CTZNS BANCSHARES INhistory →COM1.66%$96M120.5K
8LBRDKLIBERTY BROADBAND CORP Chistory →COM1.55%$89M1.21M
9ACGLARCH CAPITAL GROUP LTDhistory →ORD1.50%$86M1.90M
10NXPINXP SEMICONDUCTORS N Vhistory →COM1.48%$86M580.0K
11WMBWILLIAMS COS INChistory →COM1.46%$85M2.95M
12HIIHUNTINGTON INGALLS INDS Ihistory →COM1.37%$79M357.3K
13LKQLKQ CORPhistory →COM1.34%$77M1.64M
14LIBERTY SIRIUS GROUP CCOM1.33%$77M2.04M
15PRGOPERRIGO CO PLChistory →COM1.32%$76M2.14M
16TAPMOLSON COORS BEVERAGE CO -Bhistory →COM1.31%$75M1.57M
17VSTVISTRA CORPhistory →COM1.30%$75M3.59M
18NINISOURCE INChistory →COM1.27%$73M2.91M
19GPKGRAPHIC PACKAGING HOLDING COhistory →COM1.26%$73M3.70M
20ALLALLSTATE CORP.history →COM1.24%$72M577.6K
21OGEOGE ENERGY CORPhistory →COM1.24%$72M1.97M
22FNFFNF GROUPhistory →COM1.23%$71M1.97M
23KMIKINDER MORGAN INChistory →COM1.17%$68M4.06M
24LABORATORY CRP OF AMER HLDGSCOM NEW1.16%$67M328.0K
25UGIUGI CORPhistory →COM1.10%$63M1.96M
26FLEETCOR TECHNOLOGIES INCCOM1.09%$63M357.2K
27EVRGEVERGY INChistory →COM1.08%$63M1.06M
28DLTRDOLLAR TREE INChistory →COM1.08%$63M460.0K
29CORAMERISOURCEBERGEN CORPhistory →COM1.07%$62M455.2K
30ROSTROSS STORES INChistory →COM1.06%$61M728.5K
31OLNOLIN CORPhistory →COM1.05%$60M1.41M
32DINOHF SINCLAIR CORPORATIONhistory →COM1.04%$60M1.12M
33EXECHESAPEAKE ENERGY CORPhistory →COM1.01%$59M621.6K
34GPNGLOBAL PAYMENTS INChistory →COM1.00%$58M532.7K
35MKLMARKEL CORPhistory →COM0.98%$57M52.4K
36PPLIIAC INChistory →COM0.93%$54M971.5K
37DISHDISH NETWORK CORP-Ahistory →COM0.92%$53M3.82M
38VNTVONTIER CORPORATIONhistory →COM0.91%$53M3.16M
39SDASEALED AIR CORPhistory →COM0.89%$52M1.16M
40CNCCENTENE CORPhistory →COM0.89%$51M661.7K
41WDCWESTERN DIGITAL CORPhistory →COM0.88%$51M1.56M
42ORIOLD REPUBLIC INTL CORPhistory →COM0.87%$50M2.40M
43JBGSJBG SMITH PROPERTIEShistory →COM0.87%$50M2.70M
44FOXAFOX CORP Ahistory →COM0.82%$48M1.55M
45UNITED STATES STEEL CORPCOM0.82%$47M2.62M
46CNPCENTERPOINT ENERGY INChistory →COM0.81%$47M1.66M
47LPXLOUISIANA-PACIFIC CORPhistory →COM0.79%$46M894.2K
48BHPBHP GROUP LTD-SPON ADRhistory →SPONSORED ADR0.77%$45M890.2K
49WTWWILLIS TOWERS WATSON PLChistory →COM0.77%$44M220.7K
50GLPIGAMING AND LEISURE PROPERTIEShistory →COM0.74%$43M968.8K
51ALLYALLY FINL INChistory →COM0.74%$43M1.54M
52NLYANNALY CAPITAL MANAGEMENThistory →COM0.71%$41M2.40M
53AAPLAPPLE COMPUTER INChistory →COM0.69%$40M287.7K
54DVNDEVON ENERGY CORPORATIONhistory →COM0.66%$38M632.1K
55PHGKONINKLIJKE PHILIPS NVhistory →NY REG SH NEW0.65%$38M2.46M
56KHCKRAFT HEINZ COhistory →COM0.65%$38M1.13M
57BLDRBUILDERS FIRSTSOURCE INChistory →COM0.65%$38M637.5K
58NWSANEWS CORP NEWhistory →CL A0.65%$37M2.48M
59GOOGALPHABET INCCOM0.63%$37M381.6K
60FRCBFIRST REP BK SAN FRAN CALhistory →COM0.63%$36M278.8K
61FLEXTRONICS INTL LTDORD0.60%$34M2.07M
62EQUITY COMMONWEALTHCOM0.58%$34M1.38M
63OGNORGANON & COhistory →COM0.57%$33M1.41M
64WBDWARNER BROS DISCOVERY INChistory →COM0.57%$33M2.86M
65MOSMOSAIC CO NEWhistory →COM0.57%$33M678.5K
66FDXFEDEX CORPORATIONhistory →COM0.56%$33M219.6K
67VBRVANGUARD SMALL-CAP VALUE ETFhistory →COM0.53%$30M212.4K
68VTIPVANGUARD SHRT INF PROTECThistory →COM0.53%$30M632.4K
69OPTUALTICE USA INC-Ahistory →COM0.50%$29M4.93M
70FANGDIAMONDBACK ENERGY INChistory →COM0.50%$29M238.3K
71CLFCLEVELAND CLIFFS INChistory →COM0.48%$28M2.06M
72LLOEWS CORPhistory →COM0.45%$26M525.1K
73MRKMERCK & CO INC.history →COM0.44%$26M298.4K
74CNHCNH INDL N Vhistory →COM0.44%$26M2.30M
75SSNCSS&C TECHNOLOGIES HLDGS Ihistory →COM0.44%$25M531.9K
76EQTEQT CORPhistory →COM0.43%$25M613.7K
77WHITE MOUNTAINS INSURANCE GROUCOM0.43%$25M19.2K
78UTHRUNITED THERAPEUTICS CORPhistory →COM0.38%$22M103.9K
79BERRY PLASTICS GROUP INCCOM0.37%$21M456.9K
80BRK/BBERKSHIRE HATHAWAY INC-CL Bhistory →CL B NEW0.37%$21M79.3K
81PFEPFIZER INChistory →COM0.36%$21M478.3K
82VTEBVANGUARD TAX EXEMPT BOND ETFhistory →COM0.35%$20M423.4K
83CNNECANNAE HOLDINGS INChistory →COM0.34%$20M961.4K
84GHCGRAHAM HLDGS COhistory →COM0.34%$19M36.1K
85MSFTMICROSOFT CORPhistory →COM0.32%$19M80.5K
86CICIGNA CORP NEWhistory →COM0.32%$18M66.5K
87CVSCVS HEALTH CORPhistory →COM0.32%$18M191.4K
88CMPCOMPASS MINERALS INTERNATIONALhistory →COM0.31%$18M461.6K
89JNJJOHNSON & JOHNSONhistory →COM0.31%$18M108.4K
90VZVERIZON COMMUNICATIONShistory →COM0.30%$17M455.2K
91MCKMCKESSON HBOC INChistory →COM0.30%$17M50.6K
92VOOVANGUARD S&P 500 ETFhistory →COM0.30%$17M52.3K
93REYNREYNOLDS CONSUMER PRODUCTS Ihistory →COM0.30%$17M659.3K
94SPYS&P 500 DEPOSITORY RECEIPThistory →TR UNIT0.29%$17M47.1K
95TGTTARGET CORPhistory →COM0.29%$17M113.1K
96SPHRMADISON SQUARE GRDN ENTERhistory →COM0.28%$16M362.3K
97AIR TRANSPORT SERVICES GROUPCOM0.28%$16M661.8K
98NEW YORK COMMUNITY BANCORPCOM0.27%$16M1.86M
99BACBANK OF AMERICA CORPhistory →COM0.27%$16M519.9K
100TERTERADYNE INChistory →COM0.27%$16M207.4K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$5.7B418May 11, 202613F-HRchanges · EDGAR ↗
Q4 2025$6.0B402Feb 10, 202613F-HRchanges · EDGAR ↗
Q3 2025$6.2B406Nov 12, 202513F-HRchanges · EDGAR ↗
Q2 2025$6.0B395Aug 6, 202513F-HRchanges · EDGAR ↗
Q1 2025$6.0B385May 9, 202513F-HRchanges · EDGAR ↗
Q4 2024$6.4B381Feb 10, 202513F-HRchanges · EDGAR ↗
Q3 2024$6.7B381Nov 12, 202413F-HRchanges · EDGAR ↗
Q2 2024$6.2B358Aug 8, 202413F-HRchanges · EDGAR ↗
Q1 2024$6.5B353May 9, 202413F-HRchanges · EDGAR ↗
Q4 2023$6.2B674Feb 7, 202413F-HRchanges · EDGAR ↗
Q3 2023$6.0B714Nov 8, 202313F-HRchanges · EDGAR ↗
Q2 2023$6.3B704Aug 10, 202313F-HRchanges · EDGAR ↗
Q1 2023$6.2B718May 11, 202313F-HRchanges · EDGAR ↗
Q4 2022$6.2B723Feb 10, 202313F-HRchanges · EDGAR ↗
Q3 2022REVEALED$5.8B729Oct 25, 202213F-HRchanges · EDGAR ↗
Q2 2022$6.2B738Jul 22, 202213F-HRchanges · EDGAR ↗
Q1 2022$7.0B805Apr 26, 202213F-HRchanges · EDGAR ↗
Q4 2021$7.3B821Feb 9, 202213F-HRchanges · EDGAR ↗
Q3 2021$6.9B885Nov 5, 202113F-HRchanges · EDGAR ↗
Q2 2021$7.3B906Aug 9, 202113F-HRchanges · EDGAR ↗
Q1 2021$7.0B922May 7, 202113F-HRchanges · EDGAR ↗
Q4 2020$6.2B827Feb 8, 202113F-HRchanges · EDGAR ↗
Q3 2020$5.2B819Nov 12, 202013F-HRchanges · EDGAR ↗
Q2 2020$5.0B825Aug 11, 202013F-HRchanges · EDGAR ↗
Q1 2020$4.2B816May 12, 202013F-HRchanges · EDGAR ↗
Q4 2019$6.5B978Feb 7, 202013F-HRchanges · EDGAR ↗
Q3 2019$6.3B895Nov 12, 201913F-HRchanges · EDGAR ↗
Q2 2019$6.9B916Aug 12, 201913F-HRchanges · EDGAR ↗
Q1 2019$7.1B922May 13, 201913F-HRchanges · EDGAR ↗

Other Included Managers

This filing reports holdings on behalf of 2 additional managers.

  • Nationwide Fund Advisors028-05161
  • BrightSphere Inc.028-11931

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.