WhaleCreep

Marshall Wace, LLP 13F holdings, Q1 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-03-31, filed 2015-05-11

Marshall Wace, LLP disclosed 778 US equity positions worth $7.7bn in its Q1 2015 13F filing. Its largest position is ZTS at 2.6% of the reported book, followed by ACTAVIS PLC and TMUS. Versus Q4 2014 it opened 300 new positions, added to 224, reduced 227 and exited 307.

$7.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
778
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.6%
Largest position
The largest single position as a share of the reported equity book.
17.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
165
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 Q4 2014: 300 new, 224 added, 227 reduced, 307 exited

50 of 778
ZTS ZOETIS INCHealthcare2.6%$201m4.35m+13%added
ACTAVIS PLC no ticker–2.4%$187m628,297+216%added
TMUS T-MOBILE US INCCommunication Services2.3%$174m5.48m−36%reduced
EPI WISDOMTREE TR–1.7%$128m5.60m0.0%held
AZO AUTOZONE INCConsumer Cyclical1.6%$124m181,644−19%reduced
PFE PFIZER INCHealthcare1.6%$121m3.47m+24%added
CMCSA COMCAST CORP NEWCommunication Services1.3%$101m1.79m+21%added
C CITIGROUP INCFinancial Services1.2%$92.4m1.79m+46%added
COF CAPITAL ONE FINL CORPFinancial Services1.2%$91.6m1.16m+17%added
CVS CVS HEALTH CORPHealthcare1.1%$86.0m832,803+856%added
LIBERTY GLOBAL PLC no ticker–1.0%$75.2m1.51m+9.5%added
AAL AMERICAN AIRLINES GROUP INCIndustrials1.0%$75.2m1.42m−13%reduced
META META PLATFORMS INCCommunication Services0.9%$71.5m869,576+177%added
COOPER COS INC no ticker–0.9%$69.4m370,289−13%reduced
VMWEUR VMWARE INC–0.9%$69.2m843,379+923%added
CFG CITIZENS FINL GROUP INCFinancial Services0.9%$67.7m2.80m+47%added
MOS MOSAIC COBasic Materials0.8%$59.3m1.29m−22%reduced
COCA COLA ENTERPRISES INC NE no ticker–0.8%$57.9m1.31m+864%added
HSY HERSHEY COConsumer Defensive0.7%$55.6m550,666+6.6%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.7%$53.9m835,347+2598%added
LAZ LAZARD LTDFinancial Services0.7%$51.7m982,185+26%added
V VISA INCFinancial Services0.7%$51.6m788,184+9640%added
GOOGLE INC no ticker–0.7%$51.3m92,462+757%added
MYLAN NV no ticker–0.7%$50.2m845,509–new
ON ON SEMICONDUCTOR CORPTechnology0.6%$49.7m4.10m–new
CAH CARDINAL HEALTH INCHealthcare0.6%$48.4m535,948+23%added
SIVBEUR SVB FINANCIAL GROUP–0.6%$48.1m378,981+5.4%added
PRGO PERRIGO CO PLCHealthcare0.6%$47.8m288,453−37%reduced
BRX BRIXMOR PPTY GROUP INCReal Estate0.6%$46.9m1.77m+103%added
MEDIVATION INC no ticker–0.6%$46.6m360,669−19%reduced
NVDA NVIDIA CORPORATIONTechnology0.6%$46.0m2.20m+583%added
ALLE ALLEGION PLCIndustrials0.6%$45.0m735,793+73%added
NIELSEN N V no ticker–0.6%$44.6m1.00m+15%added
TWENTY FIRST CENTY FOX INC no ticker–0.6%$44.0m1.30m+1598%added
CIGNA CORPORATION no ticker–0.6%$42.5m328,583+4757%added
BCRUSD BARD C R INC–0.6%$42.5m253,909+10632%added
ALXN ALEXION PHARMACEUTICALS INC–0.6%$42.3m243,977+51%added
NKE NIKE INCConsumer Cyclical0.5%$41.5m413,929+21%added
PPG PPG INDS INCBasic Materials0.5%$41.4m183,465−52%reduced
TRV TRAVELERS COMPANIES INCFinancial Services0.5%$41.2m380,731–new
GE GENERAL ELECTRIC COIndustrials0.5%$41.1m1.66m–new
DELPHI AUTOMOTIVE PLC no ticker–0.5%$40.8m511,468+1396%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.5%$40.6m462,534+113%added
MONSANTO CO NEW no ticker–0.5%$39.6m351,882−23%reduced
CARLYLE GROUP L P no ticker–0.5%$39.3m1.45m–new
UTXZ UNITED TECHNOLOGIES CORP–0.5%$38.5m328,076+289%added
JPM JPMORGAN CHASE & COFinancial Services0.5%$38.3m632,502–new
MTG MGIC INVT CORP WISFinancial Services0.5%$38.3m3.98m+161%added
AMT AMERICAN TOWER CORPReal Estate0.5%$38.1m404,362+77%added
DFSEUR DISCOVER FINL SVCS–0.5%$37.0m656,625−0.7%reduced

Exited since Q4 2014

307 rows
ALLERGAN INC no ticker1.0%$79.1m
MSFT MICROSOFT CORP0.6%$42.6m
TYCO INTERNATIONAL LTD no ticker0.4%$34.0m
LASALLE HOTEL PPTYS no ticker0.4%$33.4m
SPX CORP no ticker0.4%$32.3m
IR INGERSOLL-RAND PLC0.4%$31.2m
CAT CATERPILLAR INC0.4%$30.6m
PIER 1 IMPORTS INC no ticker0.4%$28.5m
REGENCY ENERGY PARTNERS L P no ticker0.4%$28.4m
CAR AVIS BUDGET GROUP INC0.4%$27.7m
AVGO BROADCOM CORP0.3%$26.1m
DEALERTRACK TECHNOLOGIES INC no ticker0.3%$25.7m
TJX TJX COS INC NEW0.3%$23.6m
BABA ALIBABA GROUP HLDG LTD0.3%$22.3m
RXNEUR REXNORD CORP0.3%$20.6m
NVS NOVARTIS AG0.3%$20.0m
CASY CASEYS GEN STORES INC0.3%$19.1m
WDR WADDELL & REED FINL INC0.2%$18.9m
LII LENNOX INTL INC0.2%$18.2m
LLY ELI LILLY & CO0.2%$16.9m
AXP AMERICAN EXPRESS CO0.2%$16.8m
ZBRA ZEBRA TECHNOLOGIES CORP0.2%$15.7m
BTU PEABODY ENERGY CORP0.2%$15.5m
ALON USA ENERGY INC no ticker0.2%$15.5m
BFAM BRIGHT HORIZONS FAM SOL IN D0.2%$15.0m
CTAS CINTAS CORP0.2%$14.7m
NWE NORTHWESTERN ENERGY GROUP IN0.2%$14.5m
ARMK ARAMARK0.2%$14.1m
TTWO TAKE-TWO INTERACTIVE SOFTWAR0.2%$14.0m
SIRONA DENTAL SYSTEMS INC no ticker0.2%$13.5m
COVANCE INC no ticker0.2%$11.8m
FOSL FOSSIL GROUP INC0.2%$11.8m
NWS NEWS CORP NEW0.2%$11.7m
WSM WILLIAMS SONOMA INC0.2%$11.5m
LUXOFT HLDG INC no ticker0.1%$11.2m
STT STATE STR CORP0.1%$10.6m
AMGN AMGEN INC0.1%$10.0m
DCH DAUCH CORP0.1%$9.8m
TUMI HLDGS INC no ticker0.1%$9.6m
UMPQUSD UMPQUA HLDGS CORP0.1%$9.1m
GNTX GENTEX CORP0.1%$8.6m
COVIDIEN PLC no ticker0.1%$8.4m
LOPE GRAND CANYON ED INC0.1%$8.3m
ZBH ZIMMER BIOMET HOLDINGS INC0.1%$8.3m
TSU TIM PARTICIPACOES S A0.1%$8.2m
BA BOEING CO0.1%$8.0m
CPRT COPART INC0.1%$7.6m
HII HUNTINGTON INGALLS INDS INC0.10%$7.4m
CFR CULLEN FROST BANKERS INC0.09%$7.2m
CCK CROWN HLDGS INC0.09%$7.0m

Sector mix

  • Unclassified40.9%
  • Healthcare13.5%
  • Financial Services10.6%
  • Industrials5.9%
  • Consumer Cyclical5.9%
  • Technology5.8%
  • Communication Services5.5%
  • Basic Materials5.0%
  • Consumer Defensive3.1%
  • Real Estate2.3%
  • Energy1.3%
  • Utilities0.3%

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