WhaleCreep

Marshall Wace, LLP 13F holdings, Q2 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-06-30, filed 2016-08-12

Marshall Wace, LLP disclosed 951 US equity positions worth $11.6bn in its Q2 2016 13F filing. Its largest position is ZTS at 3.7% of the reported book, followed by TMUS and CHTR. Versus Q1 2016 it opened 325 new positions, added to 330, reduced 275 and exited 379.

$11.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
951
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.7%
Largest position
The largest single position as a share of the reported equity book.
18.5%
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 Q1 2016: 325 new, 330 added, 275 reduced, 379 exited

50 of 951
ZTS ZOETIS INCHealthcare3.7%$435m9.16m+1.9%added
TMUS T-MOBILE US INCCommunication Services2.9%$335m7.75m+39%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services1.9%$220m963,161–new
GOOGL ALPHABET INCCommunication Services1.7%$197m280,166−11%reduced
SHIRE PLC no ticker–1.7%$194m1.06m+3499%added
EEM ISHARES TR–1.5%$174m5.05m+60%added
SHW SHERWIN WILLIAMS COBasic Materials1.4%$157m534,523−3.4%reduced
SPGI S&P GLOBAL INCFinancial Services1.3%$152m1.42m+36%added
PYPL PAYPAL HLDGS INCFinancial Services1.2%$142m3.88m+153%added
UHS UNIVERSAL HLTH SVCS INCHealthcare1.2%$136m1.02m+34%added
E M C CORP MASS no ticker–1.2%$136m5.01m+11%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical1.1%$128m791,126+120%added
LYONDELLBASELL INDUSTRIES NV no ticker–1.1%$126m1.70m+28%added
META META PLATFORMS INCCommunication Services1.0%$122m1.06m+115%added
MCO MOODYS CORPFinancial Services1.0%$113m1.21m+83%added
ORLY OREILLY AUTOMOTIVE INCConsumer Cyclical1.0%$113m415,725+36%added
EL LAUDER ESTEE COS INCConsumer Defensive1.0%$113m1.24m−6.6%reduced
UNH UNITEDHEALTH GROUP INCHealthcare0.9%$101m718,220+66%added
MDT Medtronic PlcHealthcare0.8%$98.0m1.13m−11%reduced
AMZN AMAZON COM INCConsumer Cyclical0.8%$96.7m135,186−2.4%reduced
V VISA INCFinancial Services0.8%$96.5m1.30m−9.8%reduced
ROST ROSS STORES INCConsumer Cyclical0.8%$93.5m1.65m+67%added
CIGNA CORPORATION no ticker–0.8%$92.3m721,462+3.0%added
CMCSA COMCAST CORP NEWCommunication Services0.8%$89.7m1.38m−48%reduced
DPZ DOMINOS PIZZA INCConsumer Cyclical0.8%$87.4m664,931+48%added
ALLE ALLEGION PLCIndustrials0.7%$86.6m1.25m−1.6%reduced
SBUX STARBUCKS CORPConsumer Cyclical0.7%$86.1m1.51m+0.5%held
HPE HEWLETT PACKARD ENTERPRISE CTechnology0.7%$85.6m4.68m+282%added
AMG AFFILIATED MANAGERS GROUPFinancial Services0.7%$84.8m602,691+107%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.7%$83.7m506,000+36%added
BCRUSD BARD C R INC–0.7%$79.2m336,863+22%added
INGRAM MICRO INC no ticker–0.7%$78.1m2.25m+682%added
CSX CSX CORPIndustrials0.7%$77.6m2.97m+21%added
GCPEUR GCP APPLIED TECHNOLOGIES INC–0.7%$76.6m2.94m+38%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.7%$76.2m3.26m+1748%added
DR PEPPER SNAPPLE GROUP INC no ticker–0.6%$70.7m732,113+51%added
FLT1EUR FLEETCOR TECHNOLOGIES INC–0.6%$70.4m492,202+2325%added
T AT&T INCCommunication Services0.6%$65.9m1.53m+1447%added
S9Q SPIRIT AEROSYSTEMS HLDGS INC–0.5%$63.6m1.48m+45%added
GILD GILEAD SCIENCES INCHealthcare0.5%$63.2m757,214+28%added
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.5%$61.0m835,212+9.5%added
AZO AUTOZONE INCConsumer Cyclical0.5%$60.5m76,155+16%added
SLB SLB LIMITEDEnergy0.5%$57.9m732,092+74%added
CST BRANDS INC no ticker–0.5%$57.1m1.33m+85%added
PTC PTC INCTechnology0.5%$54.7m1.46m+67%added
LUV Southwest Airlines Co.Industrials0.5%$54.4m1.39m+618%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.5%$53.8m532,448+422%added
INCY INCYTE CORPHealthcare0.4%$51.0m637,663+224%added
MCK MCKESSON CORPHealthcare0.4%$50.1m268,189–new
TRINSEO S A no ticker–0.4%$49.5m1.15m+25%added

Exited since Q1 2016

379 rows
CHARTER COMMUNICATIONS INC D no ticker0.6%$66.3m
CVCEUR CABLEVISION SYS CORP0.6%$64.7m
TIME WARNER CABLE INC no ticker0.6%$58.8m
PFE PFIZER INC0.6%$57.2m
SNDK SANDISK CORP0.5%$56.4m
CAH CARDINAL HEALTH INC0.5%$51.7m
BALL BALL CORP0.3%$27.1m
FIS FIDELITY NATL INFORMATION SV0.3%$26.4m
BLK BLACKROCK INC0.2%$25.8m
COCA COLA ENTERPRISES INC NE no ticker0.2%$18.7m
YOUKU TUDOU INC no ticker0.2%$16.4m
CTB COOPER TIRE & RUBR CO0.2%$15.8m
KSUEUR KANSAS CITY SOUTHERN0.2%$15.8m
CSCO CISCO SYS INC0.1%$15.5m
CPT CAMDEN PPTY TR0.1%$14.5m
WSM WILLIAMS SONOMA INC0.1%$13.2m
JPM JPMORGAN CHASE & CO0.1%$13.1m
FDS FACTSET RESH SYS INC0.1%$13.1m
TSCO TRACTOR SUPPLY CO0.1%$12.8m
TRAVELPORT WORLDWIDE LTD no ticker0.1%$12.5m
CW CURTISS WRIGHT CORP0.1%$12.1m
ADT THE ADT CORPORATION0.1%$11.9m
HEARTLAND PMT SYS INC no ticker0.1%$11.6m
RLJ RLJ LODGING TR0.1%$11.4m
TEVA TEVA PHARMACEUTICAL INDS LTD0.1%$11.2m
NKE NIKE INC0.1%$11.2m
GIL GILDAN ACTIVEWEAR INC0.09%$9.7m
GREATBATCH INC no ticker0.09%$9.2m
WTW WILLIS TOWERS WATSON PLC LTD0.09%$9.1m
PG PROCTER & GAMBLE CO0.09%$9.1m
TTC TORO CO0.08%$8.8m
LKQ LKQ CORP0.08%$8.8m
PINNACLE ENTMT INC no ticker0.08%$8.4m
GS GOLDMAN SACHS GROUP INC0.08%$8.2m
FMX FOMENTO ECONOMICO MEXICANO S0.08%$8.0m
TDS TELEPHONE & DATA SYS INC0.08%$8.0m
STAPLES INC no ticker0.07%$7.7m
ATML ATMEL CORP0.07%$7.7m
UTHR UNITED THERAPEUTICS CORP DEL0.07%$7.6m
JAHEUR JARDEN CORP0.07%$7.3m
NTAP NETAPP INC0.07%$7.3m
MPWR MONOLITHIC PWR SYS INC0.07%$7.2m
DVN DEVON ENERGY CORP NEW0.07%$6.9m
FR FIRST INDL RLTY TR INC0.07%$6.8m
KEL KELLANOVA0.06%$6.7m
VLO VALERO ENERGY CORP0.06%$6.4m
CEPHEID no ticker0.06%$6.3m
AFFYMETRIX INC no ticker0.06%$6.1m
MEI METHODE ELECTRS INC0.06%$6.1m
RYAAY RYANAIR HOLDINGS PLC0.06%$6.1m

Sector mix

  • Unclassified32.1%
  • Healthcare14.3%
  • Consumer Cyclical10.8%
  • Communication Services10.5%
  • Financial Services9.8%
  • Industrials6.2%
  • Technology5.2%
  • Consumer Defensive4.6%
  • Basic Materials3.3%
  • Energy1.6%
  • Real Estate0.9%
  • Utilities0.8%

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