WhaleCreep

Marshall Wace, LLP 13F holdings, Q4 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-12-31, filed 2016-02-10

Marshall Wace, LLP disclosed 950 US equity positions worth $10.7bn in its Q4 2015 13F filing. Its largest position is ZTS at 4.2% of the reported book, followed by TMUS and BMY. Versus Q3 2015 it opened 388 new positions, added to 312, reduced 229 and exited 325.

$10.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
950
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
4.2%
Largest position
The largest single position as a share of the reported equity book.
17.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
151
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 2015: 388 new, 312 added, 229 reduced, 325 exited

50 of 950
ZTS ZOETIS INCHealthcare4.2%$450m9.39m+25%added
TMUS T-MOBILE US INCCommunication Services2.0%$215m5.50m+29%added
BMY BRISTOL-MYERS SQUIBB COHealthcare1.8%$195m2.83m+174%added
GOOGL ALPHABET INCCommunication Services1.5%$164m210,811−24%reduced
CMCSA COMCAST CORP NEWCommunication Services1.5%$163m2.89m+42%added
PFE PFIZER INCHealthcare1.5%$159m4.92m+56%added
ALLERGAN PLC no ticker–1.4%$154m492,511−24%reduced
LYONDELLBASELL INDUSTRIES NV no ticker–1.2%$130m1.50m+95%added
MSFT MICROSOFT CORPTechnology1.1%$115m2.07m+6607%added
LIBERTY GLOBAL PLC no ticker–1.1%$112m2.76m+22%added
PRGO PERRIGO CO PLCHealthcare1.0%$103m708,384+9188%added
MYLAN NV no ticker–0.9%$100m1.86m+747%added
C CITIGROUP INCFinancial Services0.9%$96.0m1.85m+49%added
GILD GILEAD SCIENCES INCHealthcare0.8%$87.4m864,092−17%reduced
EL LAUDER ESTEE COS INCConsumer Defensive0.8%$81.4m924,800+145%added
TIME WARNER CABLE INC no ticker–0.7%$79.6m428,976+48%added
SHW SHERWIN WILLIAMS COBasic Materials0.7%$78.1m300,900−49%reduced
MTG MGIC INVT CORP WISFinancial Services0.7%$78.0m8.84m+45%added
AMZN AMAZON COM INCConsumer Cyclical0.7%$75.4m111,587+87%added
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.7%$74.3m1.13m+2054%added
RF REGIONS FINANCIAL CORP NEWFinancial Services0.7%$73.6m7.67m+52%added
LAZ LAZARD LTDFinancial Services0.7%$73.3m1.63m+11%added
CHARTER COMMUNICATIONS INC D no ticker–0.7%$72.3m394,682−11%reduced
BCRUSD BARD C R INC–0.7%$71.1m375,232+155%added
CBS CORP NEW no ticker–0.7%$70.7m1.50m+37%added
AZO AUTOZONE INCConsumer Cyclical0.6%$68.7m92,583−43%reduced
PRICELINE GRP INC no ticker–0.6%$67.5m52,906+562%added
VZ VERIZON COMMUNICATIONS INCCommunication Services0.6%$67.1m1.45m−18%reduced
AMGN AMGEN INCHealthcare0.6%$66.9m412,300+9486%added
ALLE ALLEGION PLCIndustrials0.6%$66.3m1.01m+69%added
LUV Southwest Airlines Co.Industrials0.6%$66.2m1.54m−22%reduced
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.6%$65.6m435,985+49%added
CSX CSX CORPIndustrials0.6%$63.5m2.45m+22%added
MS MORGAN STANLEYFinancial Services0.6%$63.4m1.99m+29%added
FFIV F5 INCTechnology0.6%$63.0m649,576+46%added
BIIB BIOGEN INCHealthcare0.6%$61.8m201,721+1531%added
MCO MOODYS CORPFinancial Services0.6%$61.3m611,402+591%added
CAH CARDINAL HEALTH INCHealthcare0.6%$60.8m680,853−21%reduced
MCGRAW HILL FINL INC no ticker–0.6%$58.8m596,579+134%added
UAL UNITED AIRLINES HLDGS INCIndustrials0.6%$58.8m1.03m+153%added
UNH UNITEDHEALTH GROUP INCHealthcare0.5%$57.2m486,564+224%added
KO COCA COLA COConsumer Defensive0.5%$55.6m1.29m+97%added
INTU INTUITTechnology0.5%$55.0m570,208+491%added
BALL BALL CORPConsumer Cyclical0.5%$54.6m750,213+337%added
NOC NORTHROP GRUMMAN CORPIndustrials0.5%$54.1m286,447+14%added
CRTO CRITEO S ACommunication Services0.5%$53.3m1.35m+21%added
CFG CITIZENS FINL GROUP INCFinancial Services0.5%$52.7m2.01m+201%added
CVS CVS HEALTH CORPHealthcare0.5%$52.3m535,194−42%reduced
IACIEUR IAC INTERACTIVECORP–0.5%$51.3m854,013+185%added
AGO ASSURED GUARANTY LTDFinancial Services0.5%$51.2m1.94m+34%added

Exited since Q3 2015

325 rows
HOME PROPERTIES INC no ticker0.5%$40.2m
TYCO INTL PLC no ticker0.3%$24.6m
CTSH COGNIZANT TECHNOLOGY SOLUTIO0.3%$21.7m
ELV ELEVANCE HEALTH INC0.2%$20.0m
ALK ALASKA AIR GROUP INC0.2%$19.3m
VFC V F CORP0.2%$18.4m
MEMORIAL RESOURCE DEV CORP no ticker0.2%$16.6m
DHI D R HORTON INC0.2%$16.1m
CITY NATL CORP no ticker0.2%$13.1m
GMED GLOBUS MED INC0.2%$12.4m
BSX BOSTON SCIENTIFIC CORP0.1%$11.3m
PB PROSPERITY BANCSHARES INC0.1%$10.9m
DEPOMED INC no ticker0.1%$9.9m
BEMIS INC no ticker0.1%$9.5m
LACLEDE GROUP INC no ticker0.1%$9.3m
FAF FIRST AMERN FINL CORP0.1%$9.2m
POST PPTYS INC no ticker0.1%$8.4m
HQY HEALTHEQUITY INC0.1%$8.2m
TTWO TAKE-TWO INTERACTIVE SOFTWAR0.10%$7.9m
FREESCALE SEMICONDUCTOR LTD no ticker0.09%$7.5m
CON-WAY INC no ticker0.09%$7.4m
ATR APTARGROUP INC0.09%$7.3m
CVA1EUR COVANTA HLDG CORP0.09%$7.2m
BARCLAYS BK PLC no ticker0.09%$6.9m
MLM MARTIN MARIETTA MATLS INC0.08%$6.8m
NWE NORTHWESTERN ENERGY GROUP IN0.08%$6.7m
STARWOOD WAYPOINT RESIDENTL no ticker0.08%$6.7m
WMT WALMART INC0.08%$6.6m
PBI PITNEY BOWES INC0.08%$6.4m
CBOE CBOE GLOBAL MARKETS INC0.08%$6.4m
MHK MOHAWK INDS INC0.08%$6.3m
SON SONOCO PRODS CO0.08%$6.2m
SPWH SPORTSMANS WHSE HLDGS INC0.08%$6.1m
STLD STEEL DYNAMICS INC0.07%$5.9m
SIGMA ALDRICH CORP no ticker0.07%$5.8m
FSP FRANKLIN STR PPTYS CORP0.07%$5.7m
LN5 LANNET INC0.07%$5.6m
FCX FREEPORT MCMORAN INC0.07%$5.5m
ISIS PHARMACEUTICALS INC no ticker0.07%$5.3m
CUBE CUBESMART0.06%$5.3m
CVX CHEVRON CORPORATION0.06%$5.2m
VNO VORNADO RLTY TR0.06%$5.2m
NORDIC AMERICAN TANKERS LIMI no ticker0.06%$5.1m
TECK TECK RESOURCES LTD0.06%$4.8m
WCN WASTE CONNECTIONS INC0.06%$4.7m
OM GROUP INC no ticker0.06%$4.6m
DEALERTRACK TECHNOLOGIES INC no ticker0.06%$4.6m
WUXI PHARMATECH CAYMAN INC no ticker0.06%$4.6m
BR BROADRIDGE FINL SOLUTIONS IN0.06%$4.6m
DNKN DUNKIN BRANDS GROUP INC0.06%$4.5m

Sector mix

  • Unclassified34.7%
  • Healthcare17.6%
  • Financial Services9.6%
  • Consumer Cyclical8.7%
  • Industrials7.9%
  • Communication Services7.0%
  • Technology5.8%
  • Basic Materials3.1%
  • Consumer Defensive2.4%
  • Energy1.7%
  • Real Estate0.8%
  • Utilities0.7%

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