WhaleCreep

Marshall Wace, LLP 13F holdings, Q3 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-09-30, filed 2016-11-10

Marshall Wace, LLP disclosed 914 US equity positions worth $14.0bn in its Q3 2016 13F filing. Its largest position is ZTS at 4.7% of the reported book, followed by TMUS and GOOGL. Versus Q2 2016 it opened 345 new positions, added to 284, reduced 264 and exited 382.

$14.0bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
914
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
4.7%
Largest position
The largest single position as a share of the reported equity book.
19.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
129
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 2016: 345 new, 284 added, 264 reduced, 382 exited

50 of 914
ZTS ZOETIS INCHealthcare4.7%$658m12.65m+38%added
TMUS T-MOBILE US INCCommunication Services2.9%$407m8.72m+12%added
GOOGL ALPHABET INCCommunication Services2.0%$279m347,054+24%added
EEM ISHARES TR–1.7%$240m6.40m+27%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services1.4%$202m749,277−22%reduced
META META PLATFORMS INCCommunication Services1.3%$186m1.45m+36%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical1.3%$176m1.18m+49%added
SHIRE PLC no ticker–1.2%$174m898,338−15%reduced
SPGI S&P GLOBAL INCFinancial Services1.2%$174m1.37m−3.1%reduced
STZ CONSTELLATION BRANDS INCConsumer Defensive1.2%$172m1.03m+105%added
EL LAUDER ESTEE COS INCConsumer Defensive1.2%$172m1.94m+57%added
CMCSA COMCAST CORP NEWCommunication Services1.1%$148m2.23m+62%added
MCO MOODYS CORPFinancial Services1.0%$140m1.30m+7.1%added
LOW LOWES COS INCConsumer Cyclical1.0%$137m1.89m+274%added
BSX BOSTON SCIENTIFIC CORPHealthcare1.0%$135m5.69m+75%added
NWL NEWELL BRANDS INCConsumer Defensive0.9%$130m2.48m+225%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.9%$129m1.60m−5.8%reduced
AZO AUTOZONE INCConsumer Cyclical0.9%$124m161,675+112%added
SHW SHERWIN WILLIAMS COBasic Materials0.8%$111m401,411−25%reduced
ORLY OREILLY AUTOMOTIVE INCConsumer Cyclical0.8%$109m390,055−6.2%reduced
UHS UNIVERSAL HLTH SVCS INCHealthcare0.7%$105m853,697−16%reduced
AMG AFFILIATED MANAGERS GROUPFinancial Services0.7%$103m709,541+18%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.7%$103m933,834+75%added
HPE HEWLETT PACKARD ENTERPRISE CTechnology0.7%$102m4.46m−4.7%reduced
DPZ DOMINOS PIZZA INCConsumer Cyclical0.7%$101m666,576+0.2%held
MONSANTO CO NEW no ticker–0.7%$101m985,365+429%added
ST JUDE MED INC no ticker–0.7%$94.2m1.18m–new
GCPEUR GCP APPLIED TECHNOLOGIES INC–0.7%$91.4m3.23m+9.7%added
ALLE ALLEGION PLCIndustrials0.6%$89.8m1.30m+4.4%added
LUV Southwest Airlines Co.Industrials0.6%$88.6m2.28m+64%added
MEAD JOHNSON NUTRITION CO no ticker–0.6%$87.4m1.11m+124%added
BCRUSD BARD C R INC–0.6%$86.2m384,419+14%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$85.7m102,363−24%reduced
LINKEDIN CORP no ticker–0.6%$85.6m447,673+1893%added
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.6%$83.6m555,903+2623%added
C CITIGROUP INCFinancial Services0.6%$81.9m1.73m+151%added
BAX BAXTER INTL INCHealthcare0.6%$80.8m1.70m+2188%added
DGX QUEST DIAGNOSTICS INCHealthcare0.6%$78.1m923,120+55%added
MRK MERCK & CO. INCHealthcare0.6%$77.7m1.24m+1802%added
INTU INTUITTechnology0.5%$76.1m691,600+125%added
AXALTA COATING SYS LTD no ticker–0.5%$73.7m2.61m+132%added
AMD ADVANCED MICRO DEVICES INCTechnology0.5%$72.2m10.45m+557%added
KLAC KLA CORPTechnology0.5%$72.1m1.03m+422%added
INCY INCYTE CORPHealthcare0.5%$70.2m744,174+17%added
PTC PTC INCTechnology0.5%$68.9m1.56m+6.8%added
GREAT PLAINS ENERGY INC no ticker–0.5%$68.4m2.51m+6016%added
TRINSEO S A no ticker–0.5%$68.1m1.20m+4.4%added
PYPL PAYPAL HLDGS INCFinancial Services0.5%$68.1m1.66m−57%reduced
XECEUR CIMAREX ENERGY CO–0.5%$66.8m497,252+94%added
MDT Medtronic PlcHealthcare0.5%$66.6m770,619−32%reduced

Exited since Q2 2016

382 rows
E M C CORP MASS no ticker1.2%$136m
QIHOO 360 TECHNOLOGY CO LTD no ticker0.5%$61.0m
BRX BRIXMOR PPTY GROUP INC0.4%$46.6m
DLTR DOLLAR TREE INC0.3%$37.7m
ALLY ALLY FINL INC0.2%$26.5m
LIBERTY INTERACTIVE CORP no ticker0.2%$25.5m
USFD US FOODS HLDG CORP0.2%$22.0m
CMS CMS ENERGY CORP0.2%$18.8m
TGT TARGET CORP0.2%$18.5m
TFX TELEFLEX INCORPORATED0.2%$18.2m
UAL UNITED AIRLINES HLDGS INC0.1%$15.9m
WMB WILLIAMS COS INC0.1%$15.3m
HSBC HSBC HLDGS PLC0.1%$14.3m
COLONY CAP INC no ticker0.1%$14.2m
IDXX IDEXX LABS INC0.1%$13.9m
RANDGOLD RES LTD no ticker0.1%$13.3m
LLY ELI LILLY & CO0.1%$12.6m
NSP INSPERITY INC0.1%$12.3m
MENTOR GRAPHICS CORP no ticker0.1%$12.2m
GM General Motors Corp0.1%$12.1m
SEMEUR SELECT MED HLDGS CORP0.1%$11.8m
EPC EDGEWELL PERSONAL CARE CO0.10%$11.5m
HUDSON PAC PPTYS INC no ticker0.10%$11.4m
SWN1EUR SOUTHWESTERN ENERGY CO0.10%$11.2m
PEP PEPSICO INC0.10%$11.2m
AN AUTONATION INC0.09%$10.7m
EFA ISHARES TR0.09%$10.6m
DU PONT E I DE NEMOURS & CO no ticker0.09%$10.3m
NDAQ NASDAQ INC0.08%$9.9m
MDPUSD MEREDITH CORP0.08%$9.6m
DKS DICKS SPORTING GOODS INC0.08%$9.6m
DAR DARLING INGREDIENTS INC0.08%$9.6m
WOO FOOT LOCKER INC0.08%$9.3m
IT GARTNER INC0.08%$9.2m
WU WESTERN UN CO0.08%$9.1m
POST POST HLDGS INC0.08%$9.0m
QSR RESTAURANT BRANDS INTL INC0.07%$8.6m
RELYPSA INC no ticker0.07%$8.6m
PRU PRUDENTIAL FINL INC0.07%$8.3m
EQR EQUITY RESIDENTIAL0.07%$8.0m
ROL ROLLINS INC0.07%$7.8m
BLKB BLACKBAUD INC0.07%$7.8m
INTC INTEL CORP0.07%$7.8m
EXP EAGLE MATERIALS INC0.07%$7.7m
ITGR INTEGER HLDGS CORP0.07%$7.7m
EPAM EPAM SYS INC0.07%$7.7m
ESRT EMPIRE ST RLTY TR INC0.07%$7.6m
SPECTRA ENERGY PARTNERS LP no ticker0.06%$7.5m
BLUE BUFFALO PET PRODS INC no ticker0.06%$7.5m
LMT LOCKHEED MARTIN CORP0.06%$7.4m

Sector mix

  • Unclassified30.3%
  • Healthcare15.5%
  • Consumer Cyclical10.7%
  • Communication Services9.7%
  • Financial Services7.6%
  • Technology7.1%
  • Industrials6.4%
  • Consumer Defensive6.1%
  • Basic Materials3.6%
  • Energy1.9%
  • Real Estate0.6%
  • 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