MARTINGALE ASSET MANAGEMENT L P

Q4 2021 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
814
Total value ($000)
$7,811,462
Net value change ($000)
+158,933 (2.1%)
New positions
89
Sold out positions
114
Turnover %
2.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/12/2021 Next filing: 5/12/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 2021
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)
AVB 36,297 1487.0%
CSCO 30,416 9748.7%
PFE 28,558 48.5%
MCK 25,482 91.4%
EXC 23,463 266.5%
INGR 20,065 229.8%
ADM 19,020 579.9%
AVGO 18,244 20.3%
CERNER Corp 17,617 60.9%
GILD 17,377 1449.3%
Top Reduces (Value $000, Stocks/ETFs)
SYK -50,975 -87.2%
AIY -34,989 -73.1%
FDX -31,505 -76.3%
V -31,470 -45.0%
HRL -29,753 -96.9%
DELL -23,668 -54.3%
XLRN -23,172 -100.0%
TMUS -21,533 -37.9%
ADSK -20,941 -80.5%
CLX -16,905 -83.3%
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