WhaleCreep

Marshall Wace, LLP 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2015-11-12

Marshall Wace, LLP disclosed 887 US equity positions worth $8.1bn in its Q3 2015 13F filing. Its largest position is ZTS at 3.8% of the reported book, followed by GOOGL and ALLERGAN PLC. Versus Q2 2015 it opened 381 new positions, added to 256, reduced 222 and exited 371.

$8.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
887
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.8%
Largest position
The largest single position as a share of the reported equity book.
18.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
140
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 Q2 2015: 381 new, 256 added, 222 reduced, 371 exited

50 of 887
ZTS ZOETIS INCHealthcare3.8%$310m7.52m+42%added
GOOGL ALPHABET INCCommunication Services2.2%$178m278,796–new
ALLERGAN PLC no ticker–2.2%$176m648,837+63%added
TMUS T-MOBILE US INCCommunication Services2.1%$170m4.28m+8.3%added
SHW SHERWIN WILLIAMS COBasic Materials1.6%$130m584,868+126%added
AZO AUTOZONE INCConsumer Cyclical1.5%$118m163,482+90%added
CMCSA COMCAST CORP NEWCommunication Services1.4%$116m2.03m−23%reduced
GILD GILEAD SCIENCES INCHealthcare1.3%$102m1.04m+575%added
PFE PFIZER INCHealthcare1.2%$98.8m3.14m+69%added
NKE NIKE INCConsumer Cyclical1.2%$94.9m771,542+6.2%added
LIBERTY GLOBAL PLC no ticker–1.1%$92.8m2.26m+33%added
CVS CVS HEALTH CORPHealthcare1.1%$88.4m915,997+11%added
CHARTER COMMUNICATIONS INC D no ticker–1.0%$78.4m445,678+133%added
VZ VERIZON COMMUNICATIONS INCCommunication Services0.9%$77.0m1.77m+4308%added
META META PLATFORMS INCCommunication Services0.9%$76.5m850,905−1.2%reduced
MDT Medtronic PlcHealthcare0.9%$76.1m1.14m−10%reduced
JNJ JOHNSON & JOHNSONHealthcare0.9%$75.6m809,433+1043%added
LUV Southwest Airlines Co.Industrials0.9%$75.2m1.98m+855%added
ABT ABBOTT LABORATORIESHealthcare0.9%$72.7m1.81m+277%added
COOPER COS INC no ticker–0.9%$71.5m479,989+15%added
CAH CARDINAL HEALTH INCHealthcare0.8%$65.8m857,148+52%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.8%$64.0m767,487−8.3%reduced
LAZ LAZARD LTDFinancial Services0.8%$63.8m1.47m+54%added
C CITIGROUP INCFinancial Services0.8%$61.5m1.24m+1.1%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.8%$61.3m1.04m+60%added
VMWEUR VMWARE INC–0.7%$60.1m762,677+60%added
JPM JPMORGAN CHASE & COFinancial Services0.7%$59.0m968,408+22%added
MTG MGIC INVT CORP WISFinancial Services0.7%$56.3m6.08m+39%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.7%$55.3m291,971+52%added
CSX CSX CORPIndustrials0.7%$53.8m2.00m+1649%added
TRV TRAVELERS COMPANIES INCFinancial Services0.7%$53.4m536,510−4.2%reduced
PPG PPG INDS INCBasic Materials0.7%$53.4m608,941+85%added
TIME WARNER CABLE INC no ticker–0.6%$52.0m290,107+51%added
FFIV F5 INCTechnology0.6%$51.4m444,171+9.3%added
LLY ELI LILLY & COHealthcare0.6%$48.8m582,805+0.9%added
MS MORGAN STANLEYFinancial Services0.6%$48.7m1.55m+17%added
LIBERTY GLOBAL PLC no ticker–0.6%$48.7m1.13m+28%added
QCOM QUALCOMM INCTechnology0.6%$48.5m902,721+248%added
ETRA E TRADE FINANCIAL CORPHealthcare0.6%$47.6m1.81m+74%added
LMEUR LEGG MASON INC–0.6%$46.3m1.11m+947%added
B/E AEROSPACE INC no ticker–0.6%$45.5m1.04m+2364%added
RF REGIONS FINANCIAL CORP NEWFinancial Services0.6%$45.5m5.05m+3.3%added
IFF INTERNATIONAL FLAVORS&FRAGRABasic Materials0.5%$43.8m424,376−27%reduced
CBS CORP NEW no ticker–0.5%$43.6m1.09m+246%added
AAPL APPLE INCTechnology0.5%$43.6m394,848−49%reduced
EA ELECTRONIC ARTS INCCommunication Services0.5%$43.2m638,313–new
DPZ DOMINOS PIZZA INCConsumer Cyclical0.5%$42.9m397,115+17%added
WY WEYERHAEUSER COReal Estate0.5%$42.5m1.55m+514%added
COF CAPITAL ONE FINL CORPFinancial Services0.5%$42.2m581,481−22%reduced
CRTO CRITEO S ACommunication Services0.5%$41.9m1.12m+23%added

Exited since Q2 2015

371 rows
GOOGLE INC no ticker1.6%$121m
EMR Emerson Electric Inc.0.6%$46.3m
VRSK VERISK ANALYTICS INC0.5%$41.0m
FAIRCHILD SEMICONDUCTOR INTL no ticker0.4%$30.5m
NORTHSTAR ASSET MGMT GROUP I no ticker0.3%$26.5m
ITT CORP NEW no ticker0.3%$25.6m
NIELSEN N V no ticker0.3%$24.9m
MOS MOSAIC CO0.3%$21.4m
CELG CELGENE CORP0.2%$18.0m
RENAISSANCERE HLDGS LTD no ticker0.2%$17.4m
QUINTILES IMS HOLDINGS INC no ticker0.2%$16.5m
EXPRESS SCRIPTS HLDG CO no ticker0.2%$16.4m
MONTPELIER RE HOLDINGS LTD no ticker0.2%$15.6m
UNVREUR UNIVAR SOLUTIONS INC0.2%$14.1m
KBH KB HOME0.2%$12.5m
ORBITZ WORLDWIDE INC no ticker0.2%$12.4m
BXMT BLACKSTONE MTG TR INC0.2%$12.4m
BCC BOISE CASCADE CO DEL0.2%$12.3m
PRTA PROTHENA CORP PLC0.2%$11.7m
BDN BRANDYWINE RLTY TR0.1%$11.2m
RECEPTOS INC no ticker0.1%$11.0m
SPB SPECTRUM BRANDS HLDGS INC0.1%$11.0m
RYANAIR HLDGS PLC no ticker0.1%$11.0m
PRI PRIMERICA INC0.1%$10.9m
BAX BAXTER INTL INC0.1%$10.1m
NWSA NEWS CORP NEW0.1%$10.0m
TIME1EUR TIME INC NEW0.1%$10.0m
F FORD MTR CO0.1%$9.9m
UPS UNITED PARCEL SERVICE INC0.1%$9.5m
TDC TERADATA CORP DEL0.1%$9.4m
FELCOR LODGING TR INC no ticker0.1%$9.3m
BXP BXP INC0.1%$9.0m
AXIALL CORP no ticker0.1%$8.9m
WOO FOOT LOCKER INC0.1%$8.8m
HAL HALLIBURTON CO0.1%$8.5m
CATAMARAN CORP no ticker0.1%$8.4m
SCOR COMSCORE INC0.1%$8.2m
THC TENET HEALTHCARE CORP0.1%$8.1m
HEWLETT PACKARD CO no ticker0.1%$8.1m
FMC TECHNOLOGIES INC no ticker0.1%$7.8m
DRCEUR DRESSER-RAND GROUP INC0.10%$7.6m
NATIONAL PENN BANCSHARES INC no ticker0.10%$7.3m
WEST CORP no ticker0.09%$7.2m
HOSPIRA INC no ticker0.09%$7.2m
MELLANOX TECHNOLOGIES LTD no ticker0.09%$7.1m
ADSK AUTODESK INC0.09%$7.0m
CMG CHIPOTLE MEXICAN GRILL INC0.09%$6.9m
NDAQ NASDAQ INC0.09%$6.7m
APH AMPHENOL CORP0.09%$6.7m
OII OCEANEERING INTL INC0.09%$6.6m

Sector mix

  • Unclassified30.2%
  • Healthcare18.2%
  • Financial Services12.0%
  • Communication Services9.1%
  • Consumer Cyclical8.4%
  • Industrials5.9%
  • Basic Materials5.3%
  • Technology5.2%
  • Real Estate1.8%
  • Consumer Defensive1.4%
  • Utilities1.3%
  • Energy1.1%

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