MARSHALL WACE, LLP

Q3 2023 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
2,129
Total value ($000)
$49,372,435
Net value change ($000)
-1,832,534 (-3.6%)
New positions
492
Sold out positions
644
Turnover %
15.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
IVV 1,771,548 84.3%
HUM 493,421 NEW
KVUE 465,631 20096.3%
ABBV 460,739 379.0%
ADBE 368,623 198.3%
AMGN 368,146 767.7%
WMT 333,349 83.3%
GM 332,422 1943.4%
DHR 321,121 121.8%
MU 307,181 390.4%
Top Reduces (Value $000, Stocks/ETFs)
AMZN -752,618 -43.0%
AAPL -684,839 -51.2%
AIY -421,275 -80.6%
MCK -350,898 -91.6%
EW -306,777 -71.3%
INTC -286,083 -88.4%
JNJ -284,593 -100.0%
BDX -263,222 -83.4%
ISRG -254,841 -52.6%
BAX -249,081 -95.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,801,518 (5.7% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type