WhaleCreep

Marshall Wace, LLP 13F holdings, Q2 2018

Hedge fundSEC filingsCompare with another fundHoldings as of 2018-06-30, filed 2018-08-14

Marshall Wace, LLP disclosed 679 US equity positions worth $6.7bn in its Q2 2018 13F filing. Its largest position is ZTS at 2.3% of the reported book, followed by BBY and ATVIEUR. Versus Q1 2018 it opened 392 new positions, added to 184, reduced 81 and exited 255.

$6.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
679
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.3%
Largest position
The largest single position as a share of the reported equity book.
13.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
185
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 2018: 392 new, 184 added, 81 reduced, 255 exited

50 of 679
ZTS ZOETIS INCHealthcare2.3%$155m1.82m+63%added
BBY BEST BUY INCConsumer Cyclical1.4%$96.0m1.29m+454%added
ATVIEUR ACTIVISION BLIZZARD INC–1.4%$92.8m1.22m+546%added
TFX TELEFLEX INCORPORATEDHealthcare1.4%$91.9m342,631+1178%added
DGX QUEST DIAGNOSTICS INCHealthcare1.2%$81.8m743,856+1915%added
MCD MCDONALDS CORPConsumer Cyclical1.2%$79.6m507,719+2666%added
SPGI S&P GLOBAL INCFinancial Services1.2%$79.5m389,800+3985%added
EA ELECTRONIC ARTS INCCommunication Services1.1%$75.5m535,578+17%added
WUBAUSD 58 COM INC–1.1%$73.4m1.06m+100%added
BURL BURLINGTON STORES INCConsumer Cyclical1.1%$70.3m467,347+7311%added
MSFT MICROSOFT CORPTechnology1.0%$68.4m694,108+220%added
ROST ROSS STORES INCConsumer Cyclical1.0%$66.9m789,183+3516%added
VRTX VERTEX PHARMACEUTICALS INCHealthcare1.0%$64.0m376,485+1028%added
TMUS T-MOBILE US INCCommunication Services0.9%$62.6m1.05m–new
AZO AUTOZONE INCConsumer Cyclical0.9%$62.3m92,853+873%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.9%$61.3m1.87m+1437%added
A AGILENT TECHNOLOGIES INCHealthcare0.9%$60.7m981,142+1832%added
USFD US FOODS HLDG CORPConsumer Defensive0.9%$60.5m1.60m+62%added
SHIRE PLC no ticker–0.9%$60.1m356,002+34%added
AXGN AXOGEN INCHealthcare0.9%$58.7m1.17m–new
TSM TAIWAN SEMICONDUCTOR MANUFACTechnology0.9%$58.4m1.60m–new
GOOGL ALPHABET INCCommunication Services0.8%$54.1m47,905+1247%added
PM PHILIP MORRIS INTL INCConsumer Defensive0.8%$54.1m669,634+4072%added
SINA CORP no ticker–0.8%$52.3m618,076+659%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.8%$52.3m250,388+1582%added
MSCI MSCI INCFinancial Services0.7%$49.9m301,480+438%added
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.7%$46.3m586,377+346%added
BRX BRIXMOR PPTY GROUP INCReal Estate0.7%$46.0m2.64m–new
IDXX IDEXX LABS INCHealthcare0.7%$45.9m210,533–new
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.7%$45.9m387,443+85%added
TIFEUR TIFFANY & CO NEW–0.7%$45.4m345,262+4306%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.7%$45.0m242,645−63%reduced
XL GROUP LTD no ticker–0.7%$44.9m802,100+277%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$42.8m25,165+31%added
GAP GAP INCConsumer Cyclical0.6%$42.3m1.30m–new
CMG CHIPOTLE MEXICAN GRILL INCConsumer Cyclical0.6%$41.6m96,469–new
ARCH CAP GROUP LTD no ticker–0.6%$40.4m1.53m–new
CBRL CRACKER BARREL OLD CTRY STORConsumer Cyclical0.6%$40.4m258,569+10674%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.6%$40.2m727,082+1282%added
MDLZ MONDELEZ INTL INCConsumer Defensive0.6%$39.6m965,819+45%added
JECUSD JACOBS ENGR GROUP INC–0.6%$38.9m613,280–new
QSR RESTAURANT BRANDS INTL INCConsumer Cyclical0.6%$37.2m616,308+617%added
BAX BAXTER INTL INCHealthcare0.6%$37.1m502,194+4165%added
CC CHEMOURS COBasic Materials0.6%$37.0m834,938+926%added
FIAT CHRYSLER AUTOMOBILES N no ticker–0.6%$36.9m1.94m–new
MTN VAIL RESORTS INCConsumer Cyclical0.5%$36.6m133,402–new
ROP ROPER TECHNOLOGIES INCTechnology0.5%$36.3m131,637+1234%added
AETNA INC NEW no ticker–0.5%$36.3m197,885+32%added
CNQ CANADIAN NAT RES LTD MED TEREnergy0.5%$36.3m1.00m–new
RCI ROGERS COMMUNICATIONS INCCommunication Services0.5%$35.1m738,564–new

Exited since Q1 2018

255 rows
MONSANTO CO NEW no ticker2.5%$59.9m
TWXCHF TIME WARNER INC1.8%$44.0m
ABLYNX NV - ADR no ticker1.6%$38.8m
ORBITAL ATK INC no ticker0.9%$22.8m
SCI SERVICE CORP INTL0.8%$18.6m
NTRS NORTHERN TR CORP0.7%$16.5m
CME CME GROUP INC0.7%$16.2m
GENERAL CABLE CORP DEL NEW no ticker0.6%$13.4m
NKE NIKE INC0.5%$13.1m
MU MICRON TECHNOLOGY INC0.5%$12.9m
BLK BLACKROCK INC0.5%$12.8m
SRCLEUR STERICYCLE INC0.5%$12.1m
XBI SPDR SERIES TRUST0.5%$12.0m
LQD ISHARES TR0.5%$11.7m
MSCC MICROSEMI CORP0.5%$11.3m
JPM JPMORGAN CHASE & CO0.4%$10.0m
IBN ICICI BANK LIMITED0.4%$9.0m
CSRA INC no ticker0.3%$6.8m
FLT1EUR FLEETCOR TECHNOLOGIES INC0.3%$6.7m
AXP AMERICAN EXPRESS CO0.3%$6.6m
OCEAN RIG UDW INC no ticker0.2%$5.2m
DRYSHIPS INC no ticker0.2%$4.9m
LKFT LAKEFRONT BIOTHERAPEUTICS NV0.2%$4.3m
CHTR CHARTER COMMUNICATIONS INC0.2%$4.2m
EEM ISHARES TR0.2%$4.1m
FTI TECHNIPFMC PLC0.2%$4.1m
MSI MOTOROLA SOLUTIONS INC0.2%$4.0m
BBL BHP GROUP PLC0.2%$4.0m
DOV DOVER CORP0.1%$3.6m
XLY SELECT SECTOR SPDR TR0.1%$3.3m
LIBERTY MEDIA CORP DELAWARE no ticker0.1%$3.3m
KAPSTONE PAPER & PACKAGING C no ticker0.1%$3.3m
VZ VERIZON COMMUNICATIONS INC0.1%$3.1m
JNJ JOHNSON & JOHNSON0.1%$2.6m
IEMG ISHARES INC0.1%$2.6m
ACCENTURE PLC IRELAND no ticker0.1%$2.5m
XLV SELECT SECTOR SPDR TR0.1%$2.4m
MPC Marathon Petroleum Corp0.09%$2.3m
EMR Emerson Electric Inc.0.09%$2.3m
LEN LENNAR CORP0.09%$2.3m
ANET ARISTA NETWORKS INC0.09%$2.2m
AA ALCOA CORP0.09%$2.2m
PEP PEPSICO INC0.09%$2.2m
XOPUSD SPDR SERIES TRUST0.09%$2.1m
ILG INC no ticker0.09%$2.1m
ADI ANALOG DEVICES INC0.09%$2.1m
WRKUSD WESTROCK CO0.09%$2.1m
TXT TEXTRON INC0.08%$2.0m
XPO XPO INC0.08%$2.0m
TPG PACE ENERGY HLDGS CORP no ticker0.08%$2.0m

Sector mix

  • Unclassified28.2%
  • Consumer Cyclical17.3%
  • Healthcare14.2%
  • Technology9.2%
  • Financial Services6.7%
  • Consumer Defensive6.6%
  • Communication Services5.9%
  • Industrials4.1%
  • Energy2.7%
  • Real Estate2.1%
  • Utilities1.4%
  • Basic Materials1.4%

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