WhaleCreep

Marshall Wace, LLP 13F holdings, Q4 2014

Hedge fundSEC filingsCompare with another fundHoldings as of 2014-12-31, filed 2015-02-17

Marshall Wace, LLP disclosed 785 US equity positions worth $7.6bn in its Q4 2014 13F filing. Its largest position is TMUS at 3.1% of the reported book, followed by ZTS and AZO. Versus Q3 2014 it opened 308 new positions, added to 229, reduced 233 and exited 372.

$7.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
785
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.1%
Largest position
The largest single position as a share of the reported equity book.
16.1%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
163
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
50
Quarters on file since Q1 2014
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q3 2014: 308 new, 229 added, 233 reduced, 372 exited

50 of 785
TMUS T-MOBILE US INCCommunication Services3.1%$232m8.60m+34%added
ZTS ZOETIS INCHealthcare2.2%$166m3.86m+1.5%added
AZO AUTOZONE INCConsumer Cyclical1.8%$140m225,623+24%added
EPI WISDOMTREE TR–1.6%$123m5.60m+8.3%added
MU MICRON TECHNOLOGY INCTechnology1.5%$110m3.15m−17%reduced
HEWLETT PACKARD CO no ticker–1.3%$101m2.53m+18%added
AAL AMERICAN AIRLINES GROUP INCIndustrials1.2%$87.9m1.64m−21%reduced
PPG PPG INDS INCBasic Materials1.2%$87.8m379,751+24%added
PFE PFIZER INCHealthcare1.2%$87.3m2.80m+91%added
CMCSA COMCAST CORP NEWCommunication Services1.1%$85.7m1.48m+9.8%added
COF CAPITAL ONE FINL CORPFinancial Services1.1%$82.0m992,961+67%added
ALLERGAN INC no ticker–1.0%$79.1m372,011+2395%added
FDX FEDEX CORPIndustrials1.0%$77.5m446,076+22%added
PRGO PERRIGO CO PLCHealthcare1.0%$76.2m455,639+305%added
MOS MOSAIC COBasic Materials1.0%$75.1m1.64m+208%added
CANADIAN PAC RY LTD no ticker–0.9%$69.5m360,791+66%added
COOPER COS INC no ticker–0.9%$69.1m426,288−0.9%reduced
UNP UNION PACIFIC CORPIndustrials0.9%$67.8m569,177+33%added
LIBERTY GLOBAL PLC no ticker–0.9%$66.6m1.38m−36%reduced
C CITIGROUP INCFinancial Services0.9%$66.6m1.23m+35%added
BAX BAXTER INTL INCHealthcare0.8%$62.0m846,191–new
MONSANTO CO NEW no ticker–0.7%$54.4m455,739+125%added
HSY HERSHEY COConsumer Defensive0.7%$53.7m516,346+13%added
AMSGEUR AMSURG CORP–0.7%$52.9m965,896+456%added
PKG PACKAGING CORP AMERConsumer Cyclical0.7%$52.5m672,958+111%added
ACTAVIS PLC no ticker–0.7%$51.1m198,532+101%added
ECL ECOLAB INCBasic Materials0.7%$50.7m485,025+213%added
YUM YUM BRANDS INCConsumer Cyclical0.7%$49.5m678,948+334%added
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.7%$49.4m416,111–new
NRG NRG ENERGY INCUtilities0.6%$48.6m1.80m+2051%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.6%$47.6m298,682+45%added
CFG CITIZENS FINL GROUP INCFinancial Services0.6%$47.6m1.91m−20%reduced
SXT SENSIENT TECHNOLOGIES CORPBasic Materials0.6%$47.0m778,652−8.5%reduced
BIIB BIOGEN INCHealthcare0.6%$45.4m133,866+935%added
LIBERTY GLOBAL PLC no ticker–0.6%$45.1m898,163−7.1%reduced
MEDIVATION INC no ticker–0.6%$44.2m443,456+1122%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$44.1m142,239+159%added
EBAY EBAY INC.Consumer Cyclical0.6%$43.5m775,652+81%added
DFSEUR DISCOVER FINL SVCS–0.6%$43.3m661,228+73%added
MSFT MICROSOFT CORPTechnology0.6%$42.6m917,869–new
SIVBEUR SVB FINANCIAL GROUP–0.6%$41.7m359,657+38%added
PTC PTC INCTechnology0.6%$41.7m1.14m+75%added
MDLZ MONDELEZ INTL INCConsumer Defensive0.5%$41.7m1.15m−22%reduced
LAZ LAZARD LTDFinancial Services0.5%$39.1m781,189+14%added
NIELSEN N V no ticker–0.5%$39.0m872,613+2393%added
VCA INC no ticker–0.5%$39.0m799,550−44%reduced
CST BRANDS INC no ticker–0.5%$38.2m876,872+186%added
FFIV F5 INCTechnology0.5%$37.8m289,872+2113%added
CBS CORP NEW no ticker–0.5%$36.7m663,370−2.6%reduced
SHW SHERWIN WILLIAMS COBasic Materials0.5%$36.2m137,462−43%reduced

Exited since Q3 2014

372 rows
BKR BAKER HUGHES INC0.6%$40.5m
PINNACLE FOODS INC DEL no ticker0.5%$31.9m
AVBC AVALONBAY CMNTYS INC0.4%$28.7m
BIGGQ BIG LOTS INC0.4%$27.4m
JANUS CAP GROUP INC no ticker0.4%$25.3m
WPC W P CAREY INC0.4%$24.3m
VEEV VEEVA SYS INC0.3%$23.5m
ALSN ALLISON TRANSMISSION HLDGS I0.3%$23.1m
CBS OUTDOOR AMER no ticker0.3%$22.9m
APOLLO GLOBAL MGMT LLC no ticker0.3%$22.8m
REYNOLDS AMERICAN INC no ticker0.3%$22.6m
BXMT BLACKSTONE MTG TR INC0.3%$19.4m
NBR NABORS INDUSTRIES LTD0.3%$18.8m
WELLPOINT INC no ticker0.3%$18.0m
PRIVATEBANCORP INC no ticker0.3%$17.8m
CROWN CASTLE INTL CORP no ticker0.2%$17.1m
CME CME GROUP INC0.2%$17.1m
BERYEUR BERRY GLOBAL GROUP INC0.2%$16.7m
DIS DISNEY WALT CO0.2%$16.1m
BROCADE COMMUNICATIONS SYS I no ticker0.2%$15.4m
NOVEUR NATIONAL OILWELL VARCO INC0.2%$13.9m
QCOM QUALCOMM INC0.2%$13.2m
REGN REGENERON PHARMACEUTICALS0.2%$13.2m
AFL AFLAC INC0.2%$12.0m
UHS UNIVERSAL HLTH SVCS INC0.2%$11.7m
VZ VERIZON COMMUNICATIONS INC0.2%$11.7m
TEX Terex Corp0.2%$11.6m
AXIS CAP HLDGS LTD no ticker0.2%$11.4m
BALL BALL CORP0.2%$11.3m
MYLAN INC no ticker0.2%$11.2m
OSK OSHKOSH CORP0.2%$11.0m
MKTX MARKETAXESS HLDGS INC0.2%$10.8m
CAKE CHEESECAKE FACTORY INC0.2%$10.7m
ECLIPSE RES CORP no ticker0.1%$10.0m
AIZ ASSURANT INC0.1%$9.7m
PCAR PACCAR INC0.1%$8.8m
TEN1 TENNECO INC0.1%$8.5m
LIFEPOINT HEALTH INC no ticker0.1%$8.4m
TUP TUPPERWARE BRANDS CORP0.1%$8.1m
LPI1EUR LAREDO PETROLEUM INC0.1%$8.0m
LYV LIVE NATION ENTERTAINMENT IN0.1%$8.0m
RICEEUR RICE ENERGY INC0.1%$8.0m
PRAA PRA GROUP INC0.1%$7.7m
TWTRUSD TWITTER INC0.1%$7.6m
AL1 AIR LEASE CORP0.1%$7.4m
SYNA SYNAPTICS INC0.1%$7.3m
DKS DICKS SPORTING GOODS INC0.1%$7.3m
OEC ORION S.A.0.1%$7.0m
RETAILMENOT INC no ticker0.1%$6.9m
VALSPAR CORP no ticker0.10%$6.7m

Sector mix

  • Unclassified36.7%
  • Healthcare11.9%
  • Consumer Cyclical9.2%
  • Industrials8.1%
  • Financial Services7.8%
  • Technology7.0%
  • Basic Materials6.2%
  • Communication Services5.8%
  • Consumer Defensive2.5%
  • Energy2.1%
  • Real Estate1.7%
  • Utilities1.1%

Book over time

Every quarter on file (50)
QuarterPositionsEquity book
Q2 20262,708$119bn
Q1 20262,667$93.4bn
Q4 20252,505$104bn
Q3 20252,437$91.0bn
Q2 20252,474$84.1bn
Q1 20252,417$74.9bn
Q4 20242,318$79.6bn
Q3 20242,231$77.0bn
Q2 20242,239$70.7bn
Q1 20242,065$60.4bn
Q4 20231,766$52.4bn
Q3 20231,775$46.6bn
Q2 20231,931$46.3bn
Q1 20232,061$40.6bn
Q4 20222,252$38.8bn
Q3 20222,472$39.8bn
Q2 20222,614$43.8bn
Q1 20222,524$48.1bn
Q4 20213,081$49.9bn
Q3 20212,330$20.2bn
Q2 20212,041$18.9bn
Q1 20212,049$19.0bn
Q4 20201,686$15.8bn
Q3 20201,493$13.6bn
Q2 20201,452$12.8bn
Q1 20201,568$9.9bn
Q4 20191,589$13.5bn
Q3 20191,587$12.0bn
Q2 20191,254$11.9bn
Q1 20191,659$10.6bn
Q4 20181,551$9.7bn
Q3 20181,111$11.7bn
Q2 2018679$6.7bn
Q1 2018542$2.4bn
Q4 2017394$2.4bn
Q3 2017332$2.2bn
Q2 2017299$2.3bn
Q1 2017291$2.1bn
Q4 2016948$15.2bn
Q3 2016914$14.0bn
Q2 2016951$11.6bn
Q1 20161,005$10.4bn
Q4 2015950$10.7bn
Q3 2015887$8.1bn
Q2 2015877$7.7bn
Q1 2015778$7.7bn
Q4 2014785$7.6bn
Q3 2014849$6.9bn
Q2 2014912$6.8bn
Q1 2014772$5.5bn

Where Marshall Wace, LLP was early

23 rows
EPI WISDOMTREE INDIAQ2 20142 of 400.03%1.7%17Exited by Q2 2026+82%
RGEN REPLIGEN CORPQ2 20144 of 1400.06%1.8%35Held at last filing, Q2 2026+499%
TFX TELEFLEX INCQ2 20147 of 1420.06%2.4%44Held at last filing, Q2 2026+20%
UHS UNIVERSAL HLTH-BQ2 201412 of 1380.03%1.2%35Exited by Q2 2026+87%
CVS CVS HEALTH CORPQ2 201416 of 2160.1%1.1%45Held at last filing, Q2 2026+37%
LOGI LOGITECH INTER-RQ3 20141 of 800.05%3.1%29Held at last filing, Q2 2026+634%
ROST ROSS STORES INCQ3 201414 of 1740.02%1.0%36Held at last filing, Q2 2026+463%
BSX BOSTON SCIENTIFCQ3 201419 of 1930.06%3.5%47Held at last filing, Q2 2026+261%
BABA ALIBABA GRP-ADRQ3 201422 of 3771.1%5.0%46Held at last filing, Q2 2026+8.0%
QGEN QIAGEN NVQ2 20153 of 1380.03%1.9%32Held at last filing, Q2 2026+47%
GOOGL ALPHABET INC-AQ3 20152 of 3752.2%7.4%44Held at last filing, Q2 2026+1020%
PYPL PAYPAL HOLDINGSQ3 201533 of 3220.1%1.7%36Exited by Q3 2025+139%
BBL BHP GROUP PLC-ADQ1 20164 of 660.08%1.1%21Exited by Q1 2022+17%
LIVN LIVANOVA PLCQ1 20164 of 1200.07%1.3%37Held at last filing, Q2 2026+52%
SPGI S&P GLOBAL INCQ1 201615 of 2471.0%1.3%42Held at last filing, Q2 2026+311%
DGX QUEST DIAGNOSTICQ2 20168 of 1320.4%1.4%39Held at last filing, Q2 2026+160%
USFD US FOODS HOLDINGQ2 201614 of 1830.2%1.3%27Held at last filing, Q2 2026+322%
BTI BRIT AMER TO-ADRQ4 20164 of 1060.0%2.6%23Held at last filing, Q2 2026+9.6%
BIO BIO-RAD LABS-AQ2 201713 of 1410.01%1.7%30Held at last filing, Q2 2026+30%
LIN LINDE PLCQ4 201817 of 2100.1%1.1%29Held at last filing, Q2 2026+233%
0VVB PARAMOUNT GLOB-BQ4 201920 of 2070.0%1.4%16Exited by Q3 2025−69%
ABNB AIRBNB INC-AQ4 202023 of 2530.09%1.2%18Held at last filing, Q2 2026−2.5%
CRCL CIRCLE INTERNETQ2 20255 of 1171.8%1.8%5Held at last filing, Q2 2026−65%

Concentration and tenure

3.3%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
17.9%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Diversified
Style, by median largest position
2
Median completed holding, quarters