MARTINGALE ASSET MANAGEMENT L P

Q4 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2023
Date filed
2/12/2024
Form type
13F-HR
Num holdings
783
Total value ($000)
$4,899,177
Net value change ($000)
+147,082 (3.1%)
New positions
97
Sold out positions
89
Turnover %
4.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
META 38,733 4817.5%
T 29,469 524.0%
Ferguson (Jersey) Ltd 18,118 680.4%
QGEN 18,060 NEW
AVGO 17,671 35.6%
CMCSA 15,894 222.2%
CRM 15,246 64.7%
PSX 14,452 1006.4%
ETR 13,676 205.0%
IBM 12,774 131.4%
Top Reduces (Value $000, Stocks/ETFs)
VMWA -34,710 -100.0%
PFE -31,724 -81.8%
TXN -27,029 -69.3%
QGEN -17,446 -100.0%
EVRG -13,563 -59.4%
BMY -12,961 -32.4%
AZO -11,213 -54.0%
UPS -10,631 -100.0%
ULTA -10,547 -62.6%
XOM -10,241 -19.3%
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