Stocks/Funds/CIK 1318757

MARSHALL WACE, LLP

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1318757
Assets
$92.71B
+24.9% YoY
Holdings
2,655
Lifetime alpha vs market
+2.38% annual
Average hold time
3.5 yr
median 3.3 yr

Quarterly history

Cum return +199% vs S&P +142% · α +57% lifetimeAUM $92.7B · peak $103.0BFlow $-6.9B (-7%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-24.64%
trims when stocks drop
when a holding falls −10%+
Middle response
-23.00%
baseline attrition
Rally response
-11.64%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
IVViShares Core S&P 500 ETF$17.17B18.5%3.0 yr
SPLGSPDR Portfolio S&P 500 E$3.80B4.1%0.8 yr
NVDANVIDIA Corporation$2.38B2.6%+60.9%9.0 yr
AAPLApple Inc.$2.13B2.3%+14.7%10.5 yr
AMZNAmazon.com, Inc.$1.84B2.0%+9.5%10.5 yr
MSFTMicrosoft Corporation$1.25B1.3%-0.6%10.3 yr
GOOGLAlphabet Inc.$910M1.0%10.5 yr
CVXChevron Corporation$864M0.9%+29.2%6.3 yr
TSLATesla, Inc.$776M0.8%+43.4%6.3 yr
AMDAdvanced Micro Devices, $771M0.8%+98.0%8.5 yr
HLTHilton Worldwide Holding$767M0.8%+33.9%6.8 yr
AVGOBroadcom Inc.$762M0.8%+86.0%8.0 yr
TSMTaiwan Semiconductor Man$757M0.8%+105.6%6.8 yr
MSMorgan Stanley$691M0.7%+44.8%8.5 yr
JNJJohnson & Johnson$581M0.6%+51.5%8.8 yr

Portfolio composition (YoY)

Industry mix
Asset Management24.5%+4.3pp$22.68B
Semiconductors8.6%+5.0pp$7.98B
Specialty Retail4.4%-1.6pp$4.07B
Software - Infrastructure3.6%-1.6pp$3.35B
Biotechnology3.1%+1.2pp$2.89B
Drug Manufacturers - General3.0%+1.3pp$2.75B
Internet Content & Information2.9%-1.8pp$2.68B
Software - Application2.7%-2.2pp$2.52B
Consumer Electronics2.3%-1.2pp$2.14B
Financial - Capital Markets2.3%+1.4pp$2.12B
Country
US89.7%+0.8pp
Unknown1.6%-0.5pp
GB1.2%+0.3pp
CA1.1%+0.3pp
TW0.9%+0.8pp
UY0.7%+0.1pp
CN0.6%-0.5pp
IE0.6%-0.4pp
Top 5: 29.5% · Top 10: 34.4% · Top 25: 43.6%

Winners

TickerPrev $PnLYoY %
AMD$932M+0.91B98.0%
TSLA$1.30B+0.56B43.4%
NVDA$650M+0.40B60.9%
AAPL$2.59B+0.38B14.7%
GOOG$412M+0.35B84.3%

Losers

TickerPrev $PnLYoY %
UNH$488M-0.22B-46.9%
MELI$380M-0.04B-11.4%
MSFT$2.09B-0.01B-0.6%
META$1.03B-0.00B-0.4%
TMUS$8M-0.00B-19.9%

Top buys this quarter · 15

CVX Chevron Corporation+$598M
AAPL Apple Inc.+$438M
MS Morgan Stanley+$405M
ABNB Airbnb, Inc.+$356M
TMUS T-Mobile US, Inc.+$345M
MAR Marriott International, Inc.+$323M
ADI Analog Devices, Inc.+$298M
ACN Accenture plc+$292M
SLB SLB N.V.+$246M
CASY Casey's General Stores, Inc.+$244M

Top sells this quarter · 15

WMT Walmart Inc.$842M
VRT Vertiv Holdings Co$659M
AMZN Amazon.com, Inc.$654M
LLY Eli Lilly and Company$581M
BMY Bristol-Myers Squibb Company$429M
PDD PDD Holdings Inc.$428M
CRCL Circle Internet Group$399M
KO The Coca-Cola Company$384M
REGN Regeneron Pharmaceuticals, Inc$369M
SPOT Spotify Technology S.A.$355M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$92.71B2655+16.65%+17.59%-0.94%-6.95B
2025-12-31$103.03B2493+14.92%+17.72%-2.80%+12.03B
2025-09-30$90.33B2424+17.20%+17.52%-0.32%+1.20B
2025-06-30$83.44B2455+16.47%+14.94%+1.53%+0.28B
2025-03-31$74.20B2402+4.83%+8.30%-3.48%-0.94B
2024-12-31$78.86B2298+18.00%+24.89%-6.88%+0.46B
2024-09-30$76.31B2212+28.83%+36.04%-7.21%+1.96B
2024-06-30$70.04B2218+13.64%+24.49%-10.85%+9.70B
2024-03-31$59.82B2049+20.43%+29.62%-9.20%+4.16B
2023-12-31$51.89B1750+19.28%+26.18%-6.90%+0.13B
2023-09-30$46.14B1759+11.32%+21.57%-10.25%+3.24B
2023-06-30$45.82B1910+17.26%+19.42%-2.16%+2.96B
2023-03-31$40.09B2038-8.41%-7.82%-0.59%-0.63B
2022-12-31$38.33B2230-17.77%-18.17%+0.40%-2.92B
2022-09-30$39.40B2454-12.26%-15.51%+3.25%-3.47B
2022-06-30$43.46B2598-10.80%-10.62%-0.18%+3.55B