MARSHALL WACE, LLP

Q3 2022 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
3,270
Total value ($000)
$45,637,547
Net value change ($000)
-2,971,481 (-6.1%)
New positions
609
Sold out positions
751
Turnover %
16.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
JPM 315,626 444.4%
KR 255,875 3196.4%
PINS 213,925 833.8%
T 196,831 3248.6%
CVX 190,439 3626.0%
ENPH 168,943 29228.9%
EW 165,381 132.5%
AIG 162,563 221.8%
NLY 160,495 NEW
STLA 147,603 354.4%
Top Reduces (Value $000, Stocks/ETFs)
MRK -471,993 -89.2%
UNH -451,867 -87.1%
KO -306,132 -83.7%
Biohaven Pharmaceutical Holding Co Ltd. -278,087 -99.0%
CHTR -264,333 -95.7%
TSM -262,425 -97.8%
LLY -238,062 -64.8%
CSX -235,630 -93.8%
WFC -200,514 -67.5%
NLY -184,035 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,816,000 (12.7% 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