MARSHALL WACE, LLP

Q3 2020 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
1,533
Total value ($000)
$15,625,268
Net value change ($000)
+1,351,570 (9.5%)
New positions
627
Sold out positions
586
Turnover %
32.7%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 8/13/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
GOOGL 202,031 310.2%
CRL 168,222 1055.1%
A 94,083 67.8%
ZTS 90,551 31.2%
GOOGL 89,150 253.4%
MDT 86,112 NEW
KDP 78,920 NEW
TSCO 76,961 443.5%
DPZ 75,499 1146.0%
MSFT 74,059 44.0%
Top Reduces (Value $000, Stocks/ETFs)
PG -139,131 -100.0%
BSX -130,508 -87.6%
BABA -87,529 -31.2%
ABBV -81,288 -64.2%
EPAM -76,575 -67.1%
QQQ -65,128 -100.0%
FIS -62,764 -40.3%
PGR -61,517 -100.0%
UNP -54,537 -100.0%
KEYS -53,412 -90.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,016,948 (12.9% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type