WhaleCreep

Marshall Wace, LLP 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2016-05-13

Marshall Wace, LLP disclosed 1005 US equity positions worth $10.4bn in its Q1 2016 13F filing. Its largest position is ZTS at 3.8% of the reported book, followed by GOOGL and TMUS. Versus Q4 2015 it opened 411 new positions, added to 268, reduced 302 and exited 356.

$10.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
1,005
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.
17.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
148
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 2015: 411 new, 268 added, 302 reduced, 356 exited

50 of 1,005
ZTS ZOETIS INCHealthcare3.8%$398m8.99m−4.3%reduced
GOOGL ALPHABET INCCommunication Services2.3%$241m315,900+50%added
TMUS T-MOBILE US INCCommunication Services2.1%$214m5.59m+1.5%added
CMCSA COMCAST CORP NEWCommunication Services1.5%$161m2.63m−8.8%reduced
SHW SHERWIN WILLIAMS COBasic Materials1.5%$158m553,524+84%added
PRICELINE GRP INC no ticker–1.4%$141m109,473+107%added
EL LAUDER ESTEE COS INCConsumer Defensive1.2%$125m1.32m+43%added
E M C CORP MASS no ticker–1.2%$121m4.52m+902%added
MSFT MICROSOFT CORPTechnology1.2%$119m2.16m+4.6%added
ADBE ADOBE INCTechnology1.1%$117m1.24m+4575%added
LYONDELLBASELL INDUSTRIES NV no ticker–1.1%$114m1.33m−11%reduced
V VISA INCFinancial Services1.1%$110m1.44m+175%added
EEM ISHARES TR–1.0%$108m3.15m–new
HUM HUMANA INCHealthcare1.0%$107m585,608+242%added
SPGI S&P GLOBAL INCFinancial Services1.0%$103m1.04m–new
CIGNA CORPORATION no ticker–0.9%$96.1m700,502+233%added
MDT Medtronic PlcHealthcare0.9%$95.2m1.27m+111%added
UHS UNIVERSAL HLTH SVCS INCHealthcare0.9%$94.5m757,658+173%added
C CITIGROUP INCFinancial Services0.9%$90.2m2.16m+17%added
SBUX STARBUCKS CORPConsumer Cyclical0.9%$89.5m1.50m+174%added
ORLY OREILLY AUTOMOTIVE INCConsumer Cyclical0.8%$83.5m304,970+52%added
AMZN AMAZON COM INCConsumer Cyclical0.8%$82.3m138,579+24%added
ALLE ALLEGION PLCIndustrials0.8%$80.8m1.27m+26%added
BKR BAKER HUGHES INCEnergy0.8%$79.0m1.80m+229%added
RITE AID CORP no ticker–0.7%$72.1m8.84m+7024%added
CVS CVS HEALTH CORPHealthcare0.6%$67.0m646,231+21%added
CHARTER COMMUNICATIONS INC D no ticker–0.6%$66.3m327,405−17%reduced
CVCEUR CABLEVISION SYS CORP–0.6%$64.7m1.96m+124%added
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.6%$64.2m517,793+1466%added
LIBERTY GLOBAL PLC no ticker–0.6%$64.1m1.71m−38%reduced
MCO MOODYS CORPFinancial Services0.6%$63.8m660,782+8.1%added
CSX CSX CORPIndustrials0.6%$63.3m2.46m+0.5%added
ODPEUR OFFICE DEPOT INC–0.6%$62.8m8.85m+19%added
LIBERTY GLOBAL PLC no ticker–0.6%$60.7m1.58m+31%added
IPG INTERPUBLIC GROUP COS INC–0.6%$60.6m2.64m+162%added
DPZ DOMINOS PIZZA INCConsumer Cyclical0.6%$59.3m449,519+4.4%added
PYPL PAYPAL HLDGS INCFinancial Services0.6%$59.2m1.53m+785%added
TIME WARNER CABLE INC no ticker–0.6%$58.8m287,460−33%reduced
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.6%$57.8m360,417−17%reduced
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.6%$57.6m762,568+1816%added
PFE PFIZER INCHealthcare0.6%$57.2m1.93m−61%reduced
ROST ROSS STORES INCConsumer Cyclical0.5%$57.0m984,649+157%added
SNDK SANDISK CORPTechnology0.5%$56.4m741,685+2507%added
META META PLATFORMS INCCommunication Services0.5%$56.4m494,025+143%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.5%$56.3m372,750+47%added
UNH UNITEDHEALTH GROUP INCHealthcare0.5%$55.8m432,978−11%reduced
BCRUSD BARD C R INC–0.5%$55.8m275,286−27%reduced
CBS CORP NEW no ticker–0.5%$55.4m1.01m−33%reduced
AAPL APPLE INCTechnology0.5%$55.1m505,223+208%added
HLT HILTON WORLDWIDE HLDGS INCConsumer Cyclical0.5%$55.0m2.44m+28%added

Exited since Q4 2015

356 rows
PRGO PERRIGO CO PLC1.0%$103m
MS MORGAN STANLEY0.6%$63.4m
MCGRAW HILL FINL INC no ticker0.6%$58.8m
COOPER COS INC no ticker0.5%$48.7m
OMNIVISION TECHNOLOGIES INC no ticker0.3%$35.6m
POT1EUR POTASH CORP SASK INC0.3%$32.6m
VRTX VERTEX PHARMACEUTICALS INC0.3%$30.4m
CHRW C H ROBINSON WORLDWIDE INC0.3%$29.9m
FDX FEDEX CORP0.3%$27.7m
VC VISTEON CORP0.2%$25.9m
MCD MCDONALDS CORP0.2%$23.0m
PRECISION CASTPARTS CORP no ticker0.2%$21.8m
CARLYLE GROUP L P no ticker0.2%$21.2m
KEURIG GREEN MTN INC no ticker0.2%$20.2m
SPY SPDR S&P 500 ETF Trust0.2%$20.0m
ACCENTURE PLC IRELAND no ticker0.2%$18.1m
ST JUDE MED INC no ticker0.2%$17.7m
BF/B BROWN FORMAN CORP0.2%$17.0m
AMP AMERIPRISE FINL INC0.2%$16.5m
FE FIRSTENERGY CORP0.2%$16.4m
WEBMD HEALTH CORP no ticker0.2%$16.2m
DXCM DEXCOM INC0.1%$15.2m
FHI FEDERATED HERMES INC0.1%$14.3m
CA INC no ticker0.1%$14.2m
EXC EXELON CORP0.1%$13.6m
LIBERTY MEDIA CORP DELAWARE no ticker0.1%$13.5m
CHKEUR CHESAPEAKE ENERGY CORP0.1%$13.4m
CONSTANT CONTACT INC no ticker0.1%$12.5m
QLIK TECHNOLOGIES INC no ticker0.1%$12.5m
ETN EATON CORP PLC0.1%$11.3m
MO ALTRIA GROUP INC0.1%$11.1m
HRSEUR HARRIS CORP DEL0.1%$10.7m
RBAGBP RITCHIE BROS AUCTIONEERS0.10%$10.2m
MU MICRON TECHNOLOGY INC0.09%$10.0m
PPG PPG INDS INC0.09%$9.9m
FPRX FIVE PRIME THERAPEUTICS INC0.09%$9.8m
POL4EUR POLYONE CORP0.09%$9.8m
DCH DAUCH CORP0.09%$9.7m
DLR DIGITAL RLTY TR INC0.09%$9.2m
JOHNSON CTLS INC no ticker0.08%$9.0m
NSUSD NUSTAR ENERGY LP0.08%$8.9m
ABG ASBURY AUTOMOTIVE GROUP INC0.08%$8.8m
OTEX OPEN TEXT CORP0.08%$8.7m
DAN DANA INC0.08%$8.6m
SLG2EUR SL GREEN RLTY CORP0.08%$8.5m
EXPD EXPEDITORS INTL WASH INC0.08%$8.5m
RHT1EUR RED HAT INC0.08%$8.4m
MGA MAGNA INTL INC0.08%$8.4m
G GENPACT LIMITED0.08%$8.3m
TEAM HEALTH HOLDINGS INC no ticker0.08%$8.1m

Sector mix

  • Unclassified33.2%
  • Healthcare12.7%
  • Consumer Cyclical10.9%
  • Financial Services9.5%
  • Technology8.3%
  • Communication Services7.9%
  • Industrials5.6%
  • Consumer Defensive4.4%
  • Basic Materials3.8%
  • Energy2.2%
  • Real Estate1.1%
  • 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