Marshall Wace North America L.P.

CIK 0001325091 · Q3 2021

13F Equity AUM

$23.5T

+97514.7% QoQ

Positions

1,384

-12 QoQ

AUM Rank

—

Skill Alpha (FF)

+2.0%/yr^ns

No Clear Edge

Rank #1,377 · Top 17%

vs S&P +3.2%/yr (unadj.)

Quarters Tracked

~6 years

Portfolio Concentration

Top 5: 15.6%Top 10: 23.5%Top 20: 32.6%

AMZN4.5%

MSFT3.0%

GOOG2.9%

GOOGL2.7%

META2.6%

TMO2.4%

AAPL1.8%

ZTS1.3%

NFLX1.3%

UBER1.1%

Others (1374)76.5%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Technology21.6%

Healthcare20.8%

Communication Services12.9%

Consumer Cyclical11.5%

Financial Services9.6%

Industrials6.0%

Basic Materials5.2%

Consumer Defensive4.1%

Other8.4%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 1384Median: 0.01%Avg: 0.07%

0–0.5%

1346(55.3%)

0.5–1%

27(20.2%)

1–3%

10(20.0%)

3–5%

1(4.5%)

5%+

0(0.0%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 1,075Unique: 309vs 20 funds

26.2%Moderate

1,384

Fund positions

3,797

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 3 benchmark funds with highest portfolio overlap (Jaccard similarity)

PARAMETRIC PORTFOLIO ASSOCIATES LLC

27.5%

EATON VANCE MANAGEMENT

26.4%

Cheyne Capital Management (UK) LLP

1.1%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New491Increased359Decreased405Exited504

New Positions

CSCO0.9%

+3.8M

FTNT0.4%

+313K

T7D0.3%

+109K

PG0.2%

+372K

AFW0.2%

+70K

TRL0.2%

+409K

CRC0.2%

+1.0M

FAST0.2%

+808K

MNDT0.2%

+2.3M

PFGC0.2%

+839K

Increased

UBER1.1%

+5.3M(+3061%)

PFE0.9%

+4.2M(+822%)

CMCSA0.7%

+2.7M(+1731%)

LW0.7%

+2.5M(+2461%)

KMI0.2%

+2.5M(+1362%)

MET0.6%

+1.8M(+306%)

BEN0.2%

+1.7M(+3665%)

AES0.3%

+1.6M(+89%)

HPE0.1%

+1.5M(+428%)

CG0.3%

+1.1M(+206%)

Decreased

F0.1%

-3,426,621(-80%)

ET0.0%

-2,184,461(-91%)

TJX0.1%

-2,111,386(-85%)

GILD0.0%

-1,828,378(-99%)

PCG0.1%

-1,815,516(-55%)

NYCBEUR0.0%

-1,788,872(-92%)

0VVB0.0%

-1,788,601(-98%)

DVN0.2%

-1,779,109(-52%)

AVTR0.0%

-1,717,183(-97%)

BLDR0.2%

-1,650,421(-70%)

Exited

XBI

-1,000,000

XECEUR

-1,127,843

UPS

-321,337

-142,480

-598,582

-79,773

-213,359

-913,953

-273,259

-92,579

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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