WhaleCreep

Marshall Wace, LLP 13F holdings, Q3 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-09-30, filed 2017-11-13

Marshall Wace, LLP disclosed 332 US equity positions worth $2.2bn in its Q3 2017 13F filing. Its largest position is GOOGL at 7.4% of the reported book, followed by ZTS and AMZN. Versus Q2 2017 it opened 162 new positions, added to 74, reduced 71 and exited 129.

$2.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
332
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
7.4%
Largest position
The largest single position as a share of the reported equity book.
34.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
51
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 2017: 162 new, 74 added, 71 reduced, 129 exited

50 of 332
GOOGL ALPHABET INCCommunication Services7.4%$159m163,085+92%added
ZTS ZOETIS INCHealthcare6.7%$144m2.26m+111%added
AMZN AMAZON COM INCConsumer Cyclical3.9%$84.3m87,676+15%added
SHIRE PLC no ticker–3.4%$74.1m484,392−10%reduced
BTI BRITISH AMERN TOB PLCConsumer Defensive2.6%$55.1m888,496–new
MONSANTO CO NEW no ticker–2.5%$53.4m444,949+15%added
DELL DELL TECHNOLOGIES INCTechnology2.1%$46.2m600,259+3.3%added
NXPI NXP SEMICONDUCTORS N VTechnology2.1%$45.3m400,840+23%added
META META PLATFORMS INCCommunication Services2.0%$42.8m250,309+844%added
TWXCHF TIME WARNER INC–2.0%$42.2m414,139−3.8%reduced
FXI ISHARES TR–1.8%$39.6m901,105–new
MU MICRON TECHNOLOGY INCTechnology1.7%$36.8m943,035+100%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services1.6%$33.8m93,228−63%reduced
TMUS T-MOBILE US INCCommunication Services1.6%$33.4m538,249−31%reduced
ALERE INC no ticker–1.3%$28.9m566,419+9.6%added
LOW LOWES COS INCConsumer Cyclical1.3%$28.0m349,449−49%reduced
LIVN LIVANOVA PLCHealthcare1.2%$26.9m383,946+0.6%added
BCRUSD BARD C R INC–1.1%$24.1m75,037–new
BBL BHP GROUP PLC–1.1%$22.9m653,160−6.6%reduced
RICEEUR RICE ENERGY INC–1.1%$22.8m787,862–new
BROCADE COMMUNICATIONS SYS I no ticker–1.0%$21.4m1.78m+54%added
VWR CORP no ticker–0.9%$19.9m603,287–new
BIDU BAIDU INCCommunication Services0.9%$19.3m77,700–new
TRCO TRIBUNE MEDIA CO–0.9%$19.0m463,238+1187%added
GRFS GRIFOLS S AHealthcare0.9%$18.9m859,298–new
BA BOEING COIndustrials0.9%$18.7m73,746−10%reduced
LEVEL 3 COMMUNICATIONS INC no ticker–0.8%$18.0m340,141−22%reduced
ETRA E TRADE FINANCIAL CORPHealthcare0.8%$18.0m408,815+12%added
AXP AMERICAN EXPRESS COFinancial Services0.8%$18.0m199,720–new
GS GOLDMAN SACHS GROUP INCFinancial Services0.8%$16.8m70,846–new
MO ALTRIA GROUP INCConsumer Defensive0.7%$16.1m255,670–new
CL COLGATE PALMOLIVE COConsumer Defensive0.7%$16.0m218,931+128%added
ALL ALLSTATE CORPFinancial Services0.7%$15.1m164,310–new
IBN ICICI BANK LIMITEDFinancial Services0.7%$14.7m1.64m−26%reduced
MCD MCDONALDS CORPConsumer Cyclical0.7%$14.2m90,268−17%reduced
RYAAY RYANAIR HOLDINGS PLCIndustrials0.6%$14.0m132,888−26%reduced
TSN TYSON FOODS INCConsumer Defensive0.6%$13.5m192,322–new
AKRXEUR AKORN INC–0.6%$13.4m406,762+833%added
DELPHI AUTOMOTIVE PLC no ticker–0.6%$13.1m133,397+5369%added
STNG SCORPIO TANKERS INCEnergy0.6%$12.9m4.29m–new
CME CME GROUP INCFinancial Services0.6%$12.5m92,005+2837%added
RIG TRANSOCEAN LTDEnergy0.6%$12.3m1.12m−53%reduced
DOWDUPONT INC no ticker–0.6%$11.9m171,918–new
CBS CORP NEW no ticker–0.6%$11.8m204,077+63%added
WEATHERFORD INTL PLC no ticker–0.5%$11.4m2.27m−3.2%reduced
ATVIEUR ACTIVISION BLIZZARD INC–0.5%$11.2m171,621+107%added
XECEUR CIMAREX ENERGY CO–0.5%$10.4m90,937+243%added
FRCB FIRST REP BK SAN FRANCISCO CFinancial Services0.5%$10.1m97,297+3.1%added
AMAT APPLIED MATLS INCTechnology0.5%$10.1m194,172+176%added
AVGO BROADCOM LTDTechnology0.5%$10.0m41,195−43%reduced

Exited since Q2 2017

129 rows
REYNOLDS AMERICAN INC no ticker8.4%$192m
XLV SELECT SECTOR SPDR TR2.6%$58.7m
C CITIGROUP INC2.3%$53.1m
NWL NEWELL BRANDS INC2.1%$47.4m
USFD US FOODS HLDG CORP1.3%$29.4m
MOBILEYE N V AMSTELVEEN no ticker1.3%$28.5m
CABELAS INC no ticker1.1%$24.6m
VCA INC no ticker0.9%$19.6m
UNP UNION PACIFIC CORP0.8%$19.0m
GM General Motors Corp0.8%$18.8m
COP CONOCOPHILLIPS0.7%$16.7m
KO COCA COLA CO0.7%$16.3m
KSUEUR KANSAS CITY SOUTHERN0.6%$14.1m
EOG EOG Resources Inc0.6%$13.5m
INTC INTEL CORP0.6%$12.8m
MSFT MICROSOFT CORP0.6%$12.5m
EL LAUDER ESTEE COS INC0.4%$10.0m
PNC PNC FINL SVCS GROUP INC0.3%$7.0m
AZN ASTRAZENECA PLC0.3%$6.9m
HUN HUNTSMAN CORP0.3%$6.7m
PLAYA HOTELS & RESORTS NV no ticker0.3%$6.6m
WM WASTE MGMT INC DEL0.3%$6.2m
HRG GROUP INC no ticker0.2%$5.4m
LEA LEAR CORP0.2%$5.1m
OXY OCCIDENTAL PETE CORP0.2%$5.0m
NTRS NORTHERN TR CORP0.2%$4.9m
TSEM TOWER SEMICONDUCTOR LTD0.2%$4.8m
DISH DISH NETWORK CORPORATION0.2%$4.8m
CMS CMS ENERGY CORP0.2%$4.3m
HUM HUMANA INC0.2%$4.2m
CHD CHURCH & DWIGHT CO INC0.2%$4.1m
BDX BECTON DICKINSON & CO0.2%$4.1m
MCK MCKESSON CORP0.2%$3.8m
UTXZ UNITED TECHNOLOGIES CORP0.2%$3.8m
ETN EATON CORP PLC0.2%$3.7m
DAL DELTA AIR LINES INC0.2%$3.7m
VRSK VERISK ANALYTICS INC0.2%$3.5m
COCA-COLA EUROPACIFIC PARTNE no ticker0.1%$3.3m
TEX Terex Corp0.1%$3.1m
COTY COTY INC0.1%$3.0m
WFC WELLS FARGO & CO0.1%$2.6m
PXDEUR PIONEER NAT RES CO0.1%$2.5m
PPL PPL CORP0.1%$2.5m
ELV ELEVANCE HEALTH INC0.1%$2.5m
EXELA TECHNOLOGIES INC no ticker0.1%$2.5m
ENVISION HEALTHCARE CORP no ticker0.1%$2.3m
PANERA BREAD CO no ticker0.10%$2.3m
CONYERS PK-CW21 no ticker0.10%$2.3m
GREAT PLAINS ENERGY INC no ticker0.10%$2.2m
DXC DXC TECHNOLOGY CO0.10%$2.2m

Sector mix

  • Unclassified35.5%
  • Communication Services14.4%
  • Healthcare13.4%
  • Technology8.6%
  • Consumer Cyclical8.5%
  • Financial Services6.4%
  • Consumer Defensive6.1%
  • Industrials4.2%
  • Energy2.0%
  • Utilities0.6%
  • Basic Materials0.3%
  • Real Estate0.1%

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