Stocks/Funds/CIK 936944

MARTINGALE ASSET MANAGEMENT L P

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 936944
Assets
$3.99B
+1.5% YoY
Holdings
794
Lifetime alpha vs market
-1.70% annual
Average hold time
5.1 yr
median 5.0 yr

Quarterly history

Cum return +42% vs S&P +52% · α -10% lifetimeAUM $4.0B · peak $9.8BFlow $-52M (-1%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-14.76%
trims when stocks drop
when a holding falls −10%+
Middle response
-7.22%
baseline attrition
Rally response
-7.47%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AAPLApple Inc.$55M1.4%+14.7%10.5 yr
JNJJohnson & Johnson$47M1.2%+51.5%10.5 yr
XOMExxon Mobil Corporation$47M1.2%+47.6%9.3 yr
GOOGLAlphabet Inc.$47M1.2%10.5 yr
MSFTMicrosoft Corporation$44M1.1%-0.6%10.5 yr
AMZNAmazon.com, Inc.$44M1.1%+9.5%10.5 yr
BRK-BBerkshire Hathaway Inc.$40M1.0%10.5 yr
WMTWalmart Inc.$39M1.0%+42.8%10.5 yr
CSCOCisco Systems, Inc.$39M1.0%+28.1%10.5 yr
TAT&T Inc.$38M0.9%+5.9%10.5 yr
JPMJPMorgan Chase & Co.$37M0.9%+21.8%8.0 yr
LLYEli Lilly and Company$37M0.9%+12.2%10.5 yr
COSTCostco Wholesale Corpora$36M0.9%+5.9%10.5 yr
ABBVAbbVie Inc.$36M0.9%+7.3%10.3 yr
MRKMerck & Co., Inc.$35M0.9%+38.9%10.5 yr

Portfolio composition (YoY)

Industry mix
Drug Manufacturers - General6.5%+0.5pp$261M
Aerospace & Defense5.9%+2.3pp$234M
Regulated Electric5.5%+0.9pp$221M
Insurance - Property & Casualty4.8%-0.6pp$193M
Biotechnology3.3%+1.8pp$130M
Financial - Credit Services3.2%-0.2pp$129M
Software - Application3.0%-1.8pp$118M
Semiconductors2.9%+1.9pp$115M
Telecommunications Services2.7%-0.7pp$106M
Banks - Regional2.7%+0.2pp$106M
Country
US94.6%-0.7pp
BM1.6%-0.2pp
Unknown1.3%+0.7pp
IE0.7%-0.3pp
CH0.6%-0.0pp
GB0.3%-0.0pp
MC0.2%+0.2pp
CA0.2%+0.1pp
Top 5: 6.0% · Top 10: 11.0% · Top 25: 23.7%

Winners

TickerPrev $PnLYoY %
JNJ$42M+0.02B51.5%
XOM$43M+0.02B47.6%
WMT$41M+0.02B42.8%
RTX$23M+0.01B48.1%
MRK$29M+0.01B38.9%

Losers

TickerPrev $PnLYoY %
V$44M-0.01B-13.1%
PG$36M-0.00B-12.9%
MA$39M-0.00B-8.5%
MSFT$48M-0.00B-0.6%
META$42M-0.00B-0.4%

Top buys this quarter · 15

FDX FedEx Corporation+$19M
PSX Phillips 66+$14M
JBHT J.B. Hunt Transport Services, +$13M
CRUS Cirrus Logic, Inc.+$11M
GM General Motors Company+$10M
JAZZ Jazz Pharmaceuticals plc+$8M
ROST Ross Stores, Inc.+$8M
MUSA Murphy USA Inc.+$6M
AEE Ameren Corporation+$6M
CCK Crown Holdings, Inc.+$6M

Top sells this quarter · 15

NTRS Northern Trust Corporation$24M
EOG EOG Resources, Inc.exit$21M
PCAR PACCAR Inc$14M
ACI Albertsons Companies, Inc.$13M
COP ConocoPhillips$11M
NFLX Netflix, Inc.$10M
CRM Salesforce, Inc.$9M
SO The Southern Company$9M
JNJ Johnson & Johnson$9M
EME EMCOR Group, Inc.$8M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$3.99B794+13.90%+17.59%-3.69%-0.05B
2025-12-31$3.93B770+13.67%+17.72%-4.05%-0.10B
2025-09-30$3.98B756+10.61%+17.52%-6.91%-0.29B
2025-06-30$4.08B779+14.95%+14.94%+0.01%-0.03B
2025-03-31$3.93B766+10.25%+8.30%+1.95%-0.28B
2024-12-31$4.11B756+16.50%+24.89%-8.38%-0.19B
2024-09-30$4.36B784+28.84%+36.04%-7.20%-0.68B
2024-06-30$4.63B781+15.79%+24.49%-8.70%-0.40B
2024-03-31$5.01B800+19.05%+29.62%-10.57%-0.29B
2023-12-31$4.90B783+10.96%+26.18%-15.21%-0.29B
2023-09-30$4.75B775+12.28%+21.57%-9.28%-0.25B
2023-06-30$5.11B795+7.90%+19.42%-11.53%-0.23B
2023-03-31$5.19B815-4.95%-7.82%+2.87%+0.01B
2022-12-31$5.13B823+10.39%+7.56%+2.83%-0.41B
2022-09-30$5.02B817-5.99%-4.93%-1.06%-0.15B
2022-06-30$5.50B837-9.28%-16.11%+6.83%-0.55B