WhaleCreep

Marshall Wace, LLP 13F holdings, Q3 2020

Hedge fundSEC filingsCompare with another fundHoldings as of 2020-09-30, filed 2020-11-16

Marshall Wace, LLP disclosed 1493 US equity positions worth $13.6bn in its Q3 2020 13F filing. Its largest position is ZTS at 2.8% of the reported book, followed by AMZN and GOOGL. Versus Q2 2020 it opened 627 new positions, added to 403, reduced 421 and exited 586.

$13.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
1,493
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.8%
Largest position
The largest single position as a share of the reported equity book.
18.0%
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 Q2 2020: 627 new, 403 added, 421 reduced, 586 exited

50 of 1,493
ZTS ZOETIS INCHealthcare2.8%$380m2.30m+8.8%added
AMZN AMAZON COM INCConsumer Cyclical2.2%$299m94,871−20%reduced
GOOGL ALPHABET INCCommunication Services2.0%$267m182,282+297%added
TFX TELEFLEX INCORPORATEDHealthcare1.9%$255m749,036+10%added
MSFT MICROSOFT CORPTechnology1.8%$242m1.15m+39%added
A AGILENT TECHNOLOGIES INCHealthcare1.7%$233m2.31m+47%added
TMO THERMO FISHER SCIENTIFIC INCHealthcare1.7%$229m519,420−9.9%reduced
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical1.4%$193m657,514−49%reduced
CRL CHARLES RIV LABS INTL INCHealthcare1.4%$184m813,277+789%added
TRU TRANSUNIONFinancial Services1.2%$168m2.00m+17%added
BIOHAVEN PHARMACTL HLDG CO L no ticker–1.2%$164m2.53m+1.1%added
BIO BIO RAD LABS INCHealthcare1.1%$145m280,567+20%added
RGEN REPLIGEN CORPHealthcare1.0%$134m907,676+41%added
GOOG ALPHABET INCCommunication Services0.9%$124m84,601+240%added
TMUS T-MOBILE US INCCommunication Services0.9%$118m1.03m−31%reduced
MNST MONSTER BEVERAGE CORP NEWConsumer Defensive0.9%$116m1.45m−7.9%reduced
GH GUARDANT HEALTH INCHealthcare0.8%$104m931,582−39%reduced
HD HOME DEPOT INCConsumer Cyclical0.7%$99.5m358,193−6.6%reduced
SAM BOSTON BEER INCConsumer Defensive0.7%$96.2m108,868−34%reduced
TSCO TRACTOR SUPPLY COConsumer Cyclical0.7%$94.3m658,005+400%added
FIS FIDELITY NATL INFORMATION SVTechnology0.7%$93.0m631,972−46%reduced
MA MASTERCARD INCFinancial Services0.7%$92.8m274,466+22%added
UBS UBS GROUP AGFinancial Services0.7%$91.9m8.20m−9.7%reduced
AAPL APPLE INCTechnology0.6%$88.1m761,037+262%added
MDT Medtronic PlcHealthcare0.6%$86.1m828,645–new
DPZ DOMINOS PIZZA INCConsumer Cyclical0.6%$82.1m193,019+982%added
META META PLATFORMS INCCommunication Services0.6%$82.1m313,381+5.7%added
ADBE ADOBE INCTechnology0.6%$81.1m165,310+27%added
JPM JPMORGAN CHASE & COFinancial Services0.6%$79.4m825,034+5.3%added
KDP KEURIG DR PEPPER INCConsumer Defensive0.6%$78.9m2.86m–new
NKE NIKE INCConsumer Cyclical0.6%$78.6m626,154+392%added
ITCIEUR INTRA-CELLULAR THERAPIES INC–0.6%$77.3m3.01m+129%added
WTW WILLIS TOWERS WATSON PLC LTDFinancial Services0.5%$72.8m348,527+50%added
DE DEERE & COIndustrials0.5%$71.7m323,617+1355%added
MRTXEUR MIRATI THERAPEUTICS INC–0.5%$71.1m428,399–new
FDX FEDEX CORPIndustrials0.5%$69.6m276,656–new
LIN LINDE PLCBasic Materials0.5%$69.3m292,681+98%added
XLY SELECT SECTOR SPDR TR–0.5%$68.2m463,938+105%added
WFC WELLS FARGO & COFinancial Services0.5%$65.2m2.77m−19%reduced
MS MORGAN STANLEYFinancial Services0.5%$62.5m1.29m+530%added
RVTY REVVITY INCHealthcare0.4%$57.1m454,669+737%added
UNIQURE NV no ticker–0.4%$56.6m1.54m+92%added
LOW LOWES COS INCConsumer Cyclical0.4%$56.5m340,927−40%reduced
MCD MCDONALDS CORPConsumer Cyclical0.4%$56.1m255,702+135%added
WMT WALMART INCConsumer Defensive0.4%$55.4m395,956−36%reduced
OTIS OTIS WORLDWIDE CORPIndustrials0.4%$54.6m874,745+85%added
RY ROYAL BK CDAFinancial Services0.4%$54.5m778,373+47%added
SKAA SKECHERS U S A INC–0.4%$51.6m1.71m−26%reduced
ESPREUR ESPERION THERAPEUTICS INC NE–0.4%$50.8m1.37m+5.8%added
MXIM MAXIM INTEGRATED PRODS INC–0.4%$50.4m745,986+209%added

Exited since Q2 2020

586 rows
PG PROCTER & GAMBLE CO1.1%$139m
QQQ INVESCO QQQ TR0.5%$65.1m
PGR PROGRESSIVE CORP0.5%$61.5m
UNP UNION PACIFIC CORP0.4%$54.5m
NFLX NETFLIX INC.0.4%$52.7m
PNC PNC FINL SVCS GROUP INC0.4%$51.6m
WUBAUSD 58 COM INC0.3%$44.3m
AIG American International Group0.3%$34.3m
HONGBP HONEYWELL INTL INC0.3%$33.6m
NATIONAL INSTRS CORP no ticker0.3%$33.3m
GM General Motors Corp0.2%$31.8m
BXP BXP INC0.2%$31.4m
INTC INTEL CORP0.2%$29.8m
ADI ANALOG DEVICES INC0.2%$29.8m
QSR RESTAURANT BRANDS INTL INC0.2%$24.5m
TECD1USD TECH DATA CORP0.2%$24.4m
NXPI NXP SEMICONDUCTORS N V0.2%$24.2m
CFG CITIZENS FINL GROUP INC0.2%$22.4m
AGNC AGNC INVT CORP0.2%$22.4m
RTX RTX CORPORATION0.2%$21.0m
HOG HARLEY DAVIDSON INC0.2%$20.3m
PKG PACKAGING CORP AMER0.2%$19.3m
HST HOST HOTELS & RESORTS INC0.1%$18.3m
DGX QUEST DIAGNOSTICS INC0.1%$18.3m
MELLANOX TECHNOLOGIES LTD no ticker0.1%$17.4m
LOGMEUR LOGMEIN INC0.1%$16.7m
BJ BJS WHSL CLUB HLDGS INC0.1%$15.7m
FSCTEUR FORESCOUT TECHNOLOGIES INC0.1%$15.3m
DOUYU INTL HLDGS LTD no ticker0.1%$14.7m
ALL ALLSTATE CORP0.1%$14.2m
CAT CATERPILLAR INC0.1%$14.1m
MYOKEUR MYOKARDIA INC0.1%$13.7m
PPL PPL CORP0.1%$13.3m
VMWEUR VMWARE INC0.10%$12.4m
SGENEUR SEATTLE GENETICS INC0.09%$11.7m
HYG ISHARES TR0.09%$11.6m
BSX 5.5 06/01/23 A no ticker0.09%$11.5m
WTFC WINTRUST FINL CORP0.09%$11.5m
SLV ISHARES SILVER TRUST0.09%$11.3m
SPARTAN ENERGY-A no ticker0.08%$10.7m
SLB SLB LIMITED0.08%$10.6m
SYK STRYKER CORPORATION0.08%$10.4m
TFC TRUIST FINL CORP0.08%$10.4m
CSHZZM 5.25 06/01/23 no ticker0.08%$10.2m
VCIT VANGUARD SCOTTSDALE FDS0.08%$10.2m
FN FABRINET0.08%$10.1m
LAD LITHIA MTRS INC0.08%$9.9m
SDGR SCHRODINGER INC0.07%$9.5m
ALGT ALLEGIANT TRAVEL CO0.07%$9.4m
GORES HOLDINGS I no ticker0.07%$9.4m

Sector mix

  • Unclassified21.6%
  • Healthcare21.6%
  • Consumer Cyclical14.6%
  • Financial Services10.7%
  • Technology9.5%
  • Industrials7.3%
  • Communication Services6.0%
  • Consumer Defensive5.2%
  • Basic Materials1.6%
  • Real Estate0.7%
  • Energy0.6%
  • Utilities0.6%

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