WhaleCreep

Marshall Wace, LLP 13F holdings, Q4 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-12-31, filed 2017-02-10

Marshall Wace, LLP disclosed 948 US equity positions worth $15.2bn in its Q4 2016 13F filing. Its largest position is TMUS at 3.2% of the reported book, followed by ZTS and GOOGL. Versus Q3 2016 it opened 354 new positions, added to 310, reduced 262 and exited 320.

$15.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
948
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.2%
Largest position
The largest single position as a share of the reported equity book.
15.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
171
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 2016: 354 new, 310 added, 262 reduced, 320 exited

50 of 948
TMUS T-MOBILE US INCCommunication Services3.2%$483m8.39m−3.7%reduced
ZTS ZOETIS INCHealthcare2.9%$444m8.30m−34%reduced
GOOGL ALPHABET INCCommunication Services2.1%$319m402,169+16%added
AMZN AMAZON COM INCConsumer Cyclical1.3%$195m260,257+154%added
SHIRE PLC no ticker–1.2%$176m1.04m+15%added
LOW LOWES COS INCConsumer Cyclical1.1%$174m2.44m+29%added
CMCSA COMCAST CORP NEWCommunication Services1.1%$165m2.39m+7.1%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services1.0%$158m550,038−27%reduced
HUM HUMANA INCHealthcare1.0%$151m738,557+158%added
SPGI S&P GLOBAL INCFinancial Services1.0%$148m1.38m+0.4%held
META META PLATFORMS INCCommunication Services0.9%$131m1.14m−22%reduced
PM PHILIP MORRIS INTL INCConsumer Defensive0.9%$130m1.42m+423%added
BAC BANK OF AMER CORPFinancial Services0.9%$129m5.85m+83%added
MONSANTO CO NEW no ticker–0.8%$122m1.16m+18%added
C CITIGROUP INCFinancial Services0.8%$122m2.05m+18%added
UNH UNITEDHEALTH GROUP INCHealthcare0.8%$116m721,804+7529%added
TXN TEXAS INSTRS INCTechnology0.8%$115m1.58m–new
CIGNA CORPORATION no ticker–0.8%$114m858,278+280%added
LUV Southwest Airlines Co.Industrials0.7%$110m2.21m−3.1%reduced
TJX TJX COS INC NEWConsumer Cyclical0.7%$109m1.45m+582%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.7%$108m639,569−46%reduced
DHR DANAHER CORP DELHealthcare0.7%$108m1.39m+123%added
MEAD JOHNSON NUTRITION CO no ticker–0.7%$106m1.50m+36%added
BCRUSD BARD C R INC–0.7%$102m456,166+19%added
INTU INTUITTechnology0.7%$101m879,987+27%added
VMC VULCAN MATLS COBasic Materials0.7%$98.8m789,581+59%added
XRAY DENTSPLY SIRONA INCHealthcare0.6%$98.2m1.70m+69%added
INCY INCYTE CORPHealthcare0.6%$94.3m940,303+26%added
AMAT APPLIED MATLS INCTechnology0.6%$93.3m2.89m+8744%added
PTC PTC INCTechnology0.6%$88.3m1.91m+23%added
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.6%$88.1m2.62m+142%added
SYTUSD SYNGENTA AG–0.6%$85.7m1.08m+108%added
DOW CHEM CO no ticker–0.6%$85.4m1.49m+665%added
DGX QUEST DIAGNOSTICS INCHealthcare0.6%$85.3m928,386+0.6%added
VCA INC no ticker–0.6%$85.2m1.24m+559%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.6%$85.1m991,640−38%reduced
TESORO CORP no ticker–0.5%$81.1m927,183+109%added
OPLN OPENLANE INCConsumer Cyclical0.5%$80.8m1.90m+164%added
SERVUSD SERVICEMASTER GLOBAL HLDGS I–0.5%$79.7m2.11m+28%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.5%$79.5m3.67m−35%reduced
KLAC KLA CORPTechnology0.5%$77.1m980,347−5.2%reduced
GREAT PLAINS ENERGY INC no ticker–0.5%$74.7m2.73m+9.0%added
SHW SHERWIN WILLIAMS COBasic Materials0.5%$72.7m270,451−33%reduced
ZBH ZIMMER BIOMET HOLDINGS INCHealthcare0.5%$72.0m697,640+47%added
AZO AUTOZONE INCConsumer Cyclical0.5%$71.5m90,472−44%reduced
AMD ADVANCED MICRO DEVICES INCTechnology0.5%$71.3m6.29m−40%reduced
PRAH PRA HEALTH SCIENCES INC–0.5%$69.2m1.26m+47%added
DFSEUR DISCOVER FINL SVCS–0.5%$68.4m948,972+45%added
GCPEUR GCP APPLIED TECHNOLOGIES INC–0.4%$68.1m2.54m−21%reduced
RF REGIONS FINANCIAL CORP NEWFinancial Services0.4%$67.8m4.72m+50%added

Exited since Q3 2016

320 rows
EEM ISHARES TR1.7%$240m
LINKEDIN CORP no ticker0.6%$85.6m
VISN VISTANCE NETWORKS INC0.5%$63.3m
INGRAM MICRO INC no ticker0.4%$62.0m
JNJ JOHNSON & JOHNSON0.4%$58.3m
DVA DAVITA INC0.4%$54.3m
T AT&T INC0.3%$36.0m
ULTA ULTA BEAUTY INC0.2%$34.7m
IFF INTERNATIONAL FLAVORS&FRAGRA0.2%$34.0m
CTLTEUR CATALENT INC0.2%$32.2m
N2EUR NETSUITE INC0.2%$30.2m
AGO ASSURED GUARANTY LTD0.2%$29.9m
GRUBHUB INC no ticker0.2%$29.0m
RACKSPACE HOSTING INC no ticker0.2%$24.3m
ABX BARRICK GOLD CORP0.2%$24.0m
LIBERTY INTERACTIVE CORP no ticker0.2%$22.9m
7SU SUMMIT MATLS INC0.2%$22.4m
EXPE EXPEDIA GROUP INC0.1%$18.2m
MAR MARRIOTT INTL INC NEW0.1%$17.3m
CTRPUSD CTRIP COM INTL LTD0.1%$17.2m
ORBITAL ATK INC no ticker0.1%$16.5m
TESSERA TECHNOLOGIES INC no ticker0.1%$16.3m
CVENT INC no ticker0.1%$16.0m
KHC KRAFT HEINZ CO0.1%$15.7m
ENVISION HEALTHCARE HLDGS IN no ticker0.1%$15.6m
TWENTY FIRST CENTY FOX INC no ticker0.1%$15.0m
ON ON SEMICONDUCTOR CORP0.1%$14.8m
AL1 AIR LEASE CORP0.1%$14.8m
FFIV F5 INC0.1%$14.6m
MLM MARTIN MARIETTA MATLS INC0.1%$14.5m
INFOBLOX INC no ticker0.10%$13.4m
LXKEUR LEXMARK INTL INC0.09%$13.3m
BUD ANHEUSER BUSCH INBEV SA NV0.09%$13.2m
NORDIC AMERICAN TANKERS LIMI no ticker0.09%$13.2m
9990302D APACHE CORP0.09%$12.8m
NBR NABORS INDUSTRIES LTD0.09%$12.4m
TRU TRANSUNION0.09%$12.2m
MBTGBP MOBILE TELESYSTEMS PJSC0.09%$12.1m
TSEM TOWER SEMICONDUCTOR LTD0.09%$11.9m
PCAR PACCAR INC0.08%$11.5m
INCONTACT INC no ticker0.08%$11.0m
FLEETMATICS GROUP PLC no ticker0.08%$10.9m
AKAM AKAMAI TECHNOLOGIES INC0.08%$10.9m
TEVA TEVA PHARMACEUTICAL INDS LTD0.08%$10.6m
FLEX FLEX LTD0.07%$10.1m
8POINT3 ENERGY PARTNERS LP no ticker0.07%$9.8m
GPN GLOBAL PMTS INC0.07%$9.6m
HRC HILL-ROM HLDGS INC0.07%$9.6m
ENERGEN CORP no ticker0.07%$9.5m
MAC MACERICH CO0.07%$9.4m

Sector mix

  • Unclassified31.4%
  • Healthcare14.9%
  • Consumer Cyclical10.5%
  • Communication Services9.3%
  • Technology9.0%
  • Financial Services7.9%
  • Industrials6.3%
  • Consumer Defensive3.7%
  • Basic Materials3.2%
  • Energy2.7%
  • Real Estate0.7%
  • Utilities0.4%

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