WhaleCreep

Marshall Wace, LLP 13F holdings, Q1 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-03-31, filed 2017-05-12

Marshall Wace, LLP disclosed 291 US equity positions worth $2.1bn in its Q1 2017 13F filing. Its largest position is ZTS at 10.1% of the reported book, followed by TMUS and REYNOLDS AMERICAN INC. Versus Q4 2016 it opened 64 new positions, added to 45, reduced 171 and exited 721.

$2.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
291
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
10.1%
Largest position
The largest single position as a share of the reported equity book.
38.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
40
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 2016: 64 new, 45 added, 171 reduced, 721 exited

50 of 291
ZTS ZOETIS INCHealthcare10.1%$210m3.96m−52%reduced
TMUS T-MOBILE US INCCommunication Services5.9%$122m1.88m−78%reduced
REYNOLDS AMERICAN INC no ticker–5.0%$104m1.66m+327%added
GOOGL ALPHABET INCCommunication Services4.7%$96.6m113,908−72%reduced
SHIRE PLC no ticker–4.2%$88.0m505,891−51%reduced
AMZN AMAZON COM INCConsumer Cyclical2.3%$47.6m53,672−79%reduced
AAP ADVANCE AUTO PARTS INCConsumer Cyclical1.6%$34.1m230,333−64%reduced
NXPI NXP SEMICONDUCTORS N VTechnology1.6%$32.5m312,942−39%reduced
MONSANTO CO NEW no ticker–1.5%$31.3m277,092−76%reduced
TWXCHF TIME WARNER INC–1.4%$29.3m299,457−3.7%reduced
ALERE INC no ticker–1.2%$25.8m645,520+0.9%added
DELL DELL TECHNOLOGIES INCTechnology1.2%$25.6m399,968+33%added
SPY SPDR S&P 500 ETF Trust–1.1%$23.5m99,435−66%reduced
VALSPAR CORP no ticker–1.1%$22.0m198,381−44%reduced
LEVEL 3 COMMUNICATIONS INC no ticker–1.0%$21.6m378,170+123%added
SYTUSD SYNGENTA AG–1.0%$20.8m233,281−78%reduced
WHITEWAVE FOODS CO no ticker–1.0%$20.6m368,449−7.7%reduced
IXIA no ticker–1.0%$20.5m1.03m+2056%added
BBL BHP GROUP PLC–1.0%$20.4m658,926−32%reduced
B/E AEROSPACE INC no ticker–1.0%$20.4m318,000+120%added
STILLWATER MNG CO no ticker–1.0%$19.9m1.17m–new
MCD MCDONALDS CORPConsumer Cyclical0.9%$19.2m147,512+319%added
MS MORGAN STANLEYFinancial Services0.9%$19.1m444,088+49%added
MSFT MICROSOFT CORPTechnology0.9%$19.1m288,797+452%added
CABELAS INC no ticker–0.9%$18.9m356,725+1.5%added
LIVN LIVANOVA PLCHealthcare0.9%$18.8m383,285−4.8%reduced
EVERBANK FINL CORP no ticker–0.9%$18.4m967,6580.0%held
DPZ DOMINOS PIZZA INCConsumer Cyclical0.9%$18.4m99,831−73%reduced
AZO AUTOZONE INCConsumer Cyclical0.9%$18.3m25,350−72%reduced
CHEMTURA CORP no ticker–0.9%$18.2m552,548−0.2%held
LOW LOWES COS INCConsumer Cyclical0.9%$17.7m215,626−91%reduced
AAPL APPLE INCTechnology0.8%$17.2m119,388+68%added
ALK ALASKA AIR GROUP INCIndustrials0.8%$17.0m184,997−43%reduced
C CITIGROUP INCFinancial Services0.8%$16.6m276,820−87%reduced
VCA INC no ticker–0.8%$16.3m177,672−86%reduced
MU MICRON TECHNOLOGY INCTechnology0.7%$15.3m527,437+104%added
V VISA INCFinancial Services0.7%$15.0m168,558−54%reduced
ALL ALLSTATE CORPFinancial Services0.7%$14.9m183,776+123%added
JPM JPMORGAN CHASE & COFinancial Services0.7%$14.8m168,482−53%reduced
BROCADE COMMUNICATIONS SYS I no ticker–0.7%$14.3m1.19m+1107%added
ETRA E TRADE FINANCIAL CORPHealthcare0.7%$14.3m409,178+281%added
EL LAUDER ESTEE COS INCConsumer Defensive0.7%$13.7m160,752−76%reduced
EOG EOG Resources IncEnergy0.6%$13.2m134,800+3489%added
MEAD JOHNSON NUTRITION CO no ticker–0.6%$12.9m144,621−90%reduced
MAS MASCO CORPIndustrials0.6%$12.6m369,603−78%reduced
CBS CORP NEW no ticker–0.6%$12.4m180,348+36%added
LLY ELI LILLY & COHealthcare0.6%$12.4m147,492+9.0%added
SYF SYNCHRONY FINANCIALFinancial Services0.6%$12.3m363,160−21%reduced
NWL NEWELL BRANDS INCConsumer Defensive0.6%$12.0m255,086−65%reduced
CSX CSX CORPIndustrials0.5%$10.6m225,883−75%reduced

Exited since Q4 2016

721 rows
TXN TEXAS INSTRS INC0.8%$115m
LUV Southwest Airlines Co.0.7%$110m
TJX TJX COS INC NEW0.7%$109m
INTU INTUIT0.7%$101m
XRAY DENTSPLY SIRONA INC0.6%$98.2m
LYONDELLBASELL INDUSTRIES NV no ticker0.6%$85.1m
TESORO CORP no ticker0.5%$81.1m
SERVUSD SERVICEMASTER GLOBAL HLDGS I0.5%$79.7m
KLAC KLA CORP0.5%$77.1m
GREAT PLAINS ENERGY INC no ticker0.5%$74.7m
AMD ADVANCED MICRO DEVICES INC0.5%$71.3m
DFSEUR DISCOVER FINL SVCS0.5%$68.4m
GCPEUR GCP APPLIED TECHNOLOGIES INC0.4%$68.1m
LIBERTY GLOBAL PLC no ticker0.4%$66.6m
H HYATT HOTELS CORP0.4%$65.2m
HONGBP HONEYWELL INTL INC0.4%$63.6m
AMG AFFILIATED MANAGERS GROUP0.4%$57.1m
MTG MGIC INVT CORP WIS0.4%$55.4m
GPOR GULFPORT ENERGY CORP0.4%$54.3m
ST JUDE MED INC no ticker0.4%$53.6m
SIG SIGNET JEWELERS LIMITED0.4%$53.6m
LINEAR TECHNOLOGY CORP no ticker0.4%$53.5m
PRIVATEBANCORP INC no ticker0.3%$52.9m
TRV TRAVELERS COMPANIES INC0.3%$52.7m
OLLI OLLIES BARGAIN OUTLET HLDGS0.3%$52.3m
A AGILENT TECHNOLOGIES INC0.3%$51.8m
SYNHEUR INC RESH HLDGS INC0.3%$50.9m
LRCX LAM RESEARCH CORP0.3%$49.6m
IPG INTERPUBLIC GROUP COS INC0.3%$47.6m
SLB SLB LIMITED0.3%$45.6m
CTXSEUR CITRIX SYS INC0.3%$45.6m
STWD STARWOOD PPTY TR INC0.3%$45.4m
ZBRA ZEBRA TECHNOLOGIES CORP0.3%$45.0m
MXIM MAXIM INTEGRATED PRODS INC0.3%$44.7m
MOS MOSAIC CO0.3%$43.5m
EFX EQUIFAX INC0.3%$43.1m
POT1EUR POTASH CORP SASK INC0.3%$42.7m
TMO THERMO FISHER SCIENTIFIC INC0.3%$42.7m
PSX PHILLIPS 660.3%$41.8m
GSK PLC no ticker0.3%$40.5m
CVS CVS HEALTH CORP0.3%$39.8m
BAX BAXTER INTL INC0.3%$39.2m
FMC TECHNOLOGIES INC no ticker0.3%$38.5m
NOC NORTHROP GRUMMAN CORP0.3%$38.5m
YUM YUM BRANDS INC0.2%$37.7m
EA ELECTRONIC ARTS INC0.2%$37.5m
ROWAN COMPANIES PLC no ticker0.2%$36.9m
DOEUR DIAMOND OFFSHORE DRILLING IN0.2%$36.4m
NVS NOVARTIS AG0.2%$36.0m
WYNEUR WYNDHAM DESTINATIONS INC0.2%$35.8m

Sector mix

  • Unclassified40.2%
  • Healthcare14.3%
  • Communication Services11.4%
  • Consumer Cyclical9.3%
  • Financial Services7.4%
  • Technology6.9%
  • Industrials3.7%
  • Consumer Defensive3.1%
  • Energy1.6%
  • Utilities1.1%
  • Basic Materials1.0%
  • Real Estate0.03%

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