WhaleCreep

Marshall Wace, LLP 13F holdings, Q2 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-06-30, filed 2015-08-14

Marshall Wace, LLP disclosed 877 US equity positions worth $7.7bn in its Q2 2015 13F filing. Its largest position is ZTS at 3.3% of the reported book, followed by CMCSA and TMUS. Versus Q1 2015 it opened 400 new positions, added to 226, reduced 223 and exited 301.

$7.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
877
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.3%
Largest position
The largest single position as a share of the reported equity book.
16.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
159
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 Q1 2015: 400 new, 226 added, 223 reduced, 301 exited

50 of 877
ZTS ZOETIS INCHealthcare3.3%$256m5.30m+22%added
CMCSA COMCAST CORP NEWCommunication Services2.1%$160m2.66m+49%added
TMUS T-MOBILE US INCCommunication Services2.0%$153m3.95m−28%reduced
GOOGLE INC no ticker–1.6%$121m224,220+142%added
ALLERGAN PLC no ticker–1.6%$121m398,743–new
AAPL APPLE INCTechnology1.3%$96.9m772,937+272%added
MDT Medtronic PlcHealthcare1.2%$93.9m1.27m+291%added
CVS CVS HEALTH CORPHealthcare1.1%$86.8m827,981−0.6%reduced
LYONDELLBASELL INDUSTRIES NV no ticker–1.1%$86.6m836,669+81%added
LIBERTY GLOBAL PLC no ticker–1.1%$86.1m1.70m+13%added
NKE NIKE INCConsumer Cyclical1.0%$78.5m726,350+75%added
ENDO INTL PLC no ticker–1.0%$76.5m959,865+262%added
COOPER COS INC no ticker–1.0%$74.6m419,058+13%added
META META PLATFORMS INCCommunication Services1.0%$73.8m861,071−1.0%reduced
SHW SHERWIN WILLIAMS COBasic Materials0.9%$71.1m258,443+281%added
C CITIGROUP INCFinancial Services0.9%$67.8m1.23m−32%reduced
COF CAPITAL ONE FINL CORPFinancial Services0.9%$65.7m746,812−36%reduced
IFF INTERNATIONAL FLAVORS&FRAGRABasic Materials0.8%$63.2m577,977+108%added
PFE PFIZER INCHealthcare0.8%$62.3m1.86m−46%reduced
ATVIEUR ACTIVISION BLIZZARD INC–0.7%$57.5m2.37m+778%added
AZO AUTOZONE INCConsumer Cyclical0.7%$57.4m86,023−53%reduced
TRV TRAVELERS COMPANIES INCFinancial Services0.7%$54.1m560,147+47%added
JPM JPMORGAN CHASE & COFinancial Services0.7%$53.9m796,047+26%added
LAZ LAZARD LTDFinancial Services0.7%$53.8m957,334−2.5%reduced
MYLAN NV no ticker–0.7%$53.8m792,864−6.2%reduced
DU PONT E I DE NEMOURS & CO no ticker–0.7%$52.8m825,938–new
DFSEUR DISCOVER FINL SVCS–0.7%$52.8m915,560+39%added
MS MORGAN STANLEYFinancial Services0.7%$51.3m1.32m+130%added
RF REGIONS FINANCIAL CORP NEWFinancial Services0.7%$50.7m4.89m+33%added
BIIB BIOGEN INCHealthcare0.7%$50.0m123,859+62%added
MTG MGIC INVT CORP WISFinancial Services0.7%$49.9m4.38m+10%added
FFIV F5 INCTechnology0.6%$48.9m406,513+153%added
LLY ELI LILLY & COHealthcare0.6%$48.2m577,766–new
SYK STRYKER CORPORATIONHealthcare0.6%$48.2m503,861+37%added
LIBERTY GLOBAL PLC no ticker–0.6%$47.7m882,870+42%added
CAH CARDINAL HEALTH INCHealthcare0.6%$47.1m562,618+5.0%added
EMR Emerson Electric Inc.Industrials0.6%$46.3m835,120–new
IACIEUR IAC INTERACTIVECORP–0.6%$44.8m562,069+14260%added
HUM HUMANA INCHealthcare0.6%$44.2m231,328+5104%added
SIVBEUR SVB FINANCIAL GROUP–0.6%$44.1m306,246−19%reduced
CRTO CRITEO S ACommunication Services0.6%$43.2m906,573+143%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.6%$43.0m646,066−23%reduced
AMAT APPLIED MATLS INCTechnology0.6%$42.5m2.21m+595%added
TWXCHF TIME WARNER INC–0.6%$42.2m483,056+91%added
PREJF PARTNERRE LTDFinancial Services0.5%$42.1m327,825+150%added
BCRUSD BARD C R INC–0.5%$41.6m243,958−3.9%reduced
BA BOEING COIndustrials0.5%$41.0m295,330–new
VRSK VERISK ANALYTICS INCIndustrials0.5%$41.0m562,915+2767%added
VMWEUR VMWARE INC–0.5%$40.8m476,288−44%reduced
CARLYLE GROUP L P no ticker–0.5%$40.1m1.43m−1.8%reduced

Exited since Q1 2015

301 rows
ACTAVIS PLC no ticker2.4%$187m
AAL AMERICAN AIRLINES GROUP INC1.0%$75.2m
CFG CITIZENS FINL GROUP INC0.9%$67.7m
HSY HERSHEY CO0.7%$55.6m
ON ON SEMICONDUCTOR CORP0.6%$49.7m
BRX BRIXMOR PPTY GROUP INC0.6%$46.9m
PM PHILIP MORRIS INTL INC0.4%$34.2m
MDLZ MONDELEZ INTL INC0.4%$33.9m
TDY TELEDYNE TECHNOLOGIES INC0.4%$33.4m
ENVISION HEALTHCARE HLDGS IN no ticker0.4%$32.1m
MMM 3M CO0.4%$32.1m
MU MICRON TECHNOLOGY INC0.3%$24.8m
FDX FEDEX CORP0.3%$21.5m
POT1EUR POTASH CORP SASK INC0.3%$21.0m
NTAP NETAPP INC0.3%$20.5m
IBERIABANK CORP no ticker0.3%$19.9m
FMC FMC CORP0.2%$16.9m
MYGN MYRIAD GENETICS INC0.2%$16.2m
QTS QTS RLTY TR INC0.2%$15.8m
HTLD HEARTLAND EXPRESS INC0.2%$15.1m
FUL FULLER H B CO0.2%$14.4m
CF CF Industries Holdings Inc0.2%$13.1m
HN9 HANESBRANDS INC0.2%$12.9m
BLUEBIRD BIO INC no ticker0.2%$12.5m
RACKSPACE HOSTING INC no ticker0.2%$12.4m
SBUX STARBUCKS CORP0.2%$12.1m
MDCOUSD MEDICINES CO0.2%$11.8m
NEWMEUR NEW MEDIA INVT GROUP INC0.2%$11.7m
XECEUR CIMAREX ENERGY CO0.2%$11.7m
MEDIA GEN INC NEW no ticker0.2%$11.5m
GTN GRAY TELEVISION INC0.1%$11.4m
CPE3EUR CALLON PETE CO DEL0.1%$11.2m
MRO* MARATHON OIL CORP0.1%$11.1m
KNIGHT TRANSN INC no ticker0.1%$11.0m
LEN LENNAR CORP0.1%$10.5m
NUVAGBP NUVASIVE INC0.1%$10.5m
TRW AUTOMOTIVE HLDGS CORP no ticker0.1%$10.2m
CLH CLEAN HARBORS INC0.1%$10.1m
GRMN GARMIN LTD0.1%$9.6m
PKG PACKAGING CORP AMER0.1%$9.3m
GRPN GROUPON INC0.1%$9.2m
ROST ROSS STORES INC0.1%$9.2m
ASB ASSOCIATED BANC-CORP0.1%$9.1m
CTRPUSD CTRIP COM INTL LTD0.1%$8.9m
SFM SPROUTS FMRS MKT INC0.1%$8.8m
TWTRUSD TWITTER INC0.1%$8.8m
HES HESS CORP0.1%$8.8m
KEYS KEYSIGHT TECHNOLOGIES INC0.1%$8.5m
CNO CNO FINL GROUP INC0.1%$8.4m
UMBF UMB FINL CORP0.1%$8.3m

Sector mix

  • Unclassified39.4%
  • Healthcare16.3%
  • Financial Services11.2%
  • Communication Services7.0%
  • Consumer Cyclical5.9%
  • Industrials5.3%
  • Technology5.2%
  • Basic Materials4.9%
  • Consumer Defensive1.5%
  • Energy1.4%
  • Real Estate1.3%
  • Utilities0.5%

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