MARSHALL WACE, LLP Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$14.3B
Holdings
1,457
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (1,457 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 601 | ADIANALOG DEVICES | 243,198 | $29.8M | 0.21% | |
| 602 | FNDFLOOR & DECOR-A | 512,469 | $29.5M | 0.21% | |
| 603 | NDQDecember 20 Puts on QQQ US at 240, American | 107,900 | $29.3M | 0.21% | Put |
| 604 | TRVCCITIGROUP INC | 567,869 | $29.0M | 0.20% | |
| 605 | XLYSPDR-CONS DISCRE | 225,968 | $28.9M | 0.20% | |
| 606 | NVRNVR INC | 8,817 | $28.7M | 0.20% | |
| 607 | PCARPACCAR INC | 383,679 | $28.7M | 0.20% | |
| 608 | XLVJuly 20 Puts on XLV US at 97.5, American | 266,300 | $28.5M | 0.20% | Put |
| 609 | IWMJanuary 21 Puts on IWM US at 140, American | 180,200 | $28.4M | 0.20% | Put |
| 610 | JNJJOHNSON&JOHNSON | 195,219 | $27.5M | 0.19% | |
| 611 | XLUJuly 20 Puts on XLU US at 56, American | 447,900 | $27.3M | 0.19% | Put |
| 612 | MSIMOTOROLA SOLUTIO | 193,078 | $27.1M | 0.19% | |
| 613 | OTISOTIS WORLDWI | 473,715 | $26.9M | 0.19% | |
| 614 | VCVISTEON CORP | 392,708 | $26.9M | 0.19% | |
| 615 | CBCHUBB LTD | 212,001 | $26.8M | 0.19% | |
| 616 | BMY-RBRISTOL-MYERS SQ | 7,484,301 | $26.8M | 0.19% | |
| 617 | LLYELI LILLY & CO | 163,108 | $26.8M | 0.19% | |
| 618 | HCATHEALTH CATALYST | 913,753 | $26.7M | 0.19% | |
| 619 | BLDPBALLARD POWER | 1,727,930 | $26.6M | 0.19% | |
| 620 | BAMBROOKFIELD ASS-A | 803,364 | $26.4M | 0.18% | |
| 621 | DKSDICK'S SPORTING | 637,564 | $26.3M | 0.18% | |
| 622 | BMYBRISTOL-MYER SQB | 445,286 | $26.2M | 0.18% | |
| 623 | APHAMPHENOL CORP-A | 267,913 | $25.7M | 0.18% | |
| 624 | —DIRTT ENVIRONMEN | 20,825 | $25.0M | 0.18% | |
| 625 | ATVIEURACTIVISION BLIZZ | 322,491 | $24.5M | 0.17% | |
| 626 | QSRRESTAURANT BRAND | 447,633 | $24.5M | 0.17% | |
| 627 | —TECH DATA CORP | 168,334 | $24.4M | 0.17% | |
| 628 | —MIMECAST LTD | 581,318 | $24.2M | 0.17% | |
| 629 | WABWABTEC CORP | 420,573 | $24.2M | 0.17% | |
| 630 | NXPINXP SEMICONDUCTO | 212,294 | $24.2M | 0.17% | |
| 631 | YETIYETI HOLDINGS IN | 563,858 | $24.1M | 0.17% | |
| 632 | AMTTD AMERITRADE HO | 658,119 | $23.9M | 0.17% | |
| 633 | FXIJuly 20 Puts on FXI US at 40, American | 558,200 | $23.9M | 0.17% | Put |
| 634 | GNTXGENTEX CORP | 927,008 | $23.9M | 0.17% | |
| 635 | GPKGRAPHIC PACKAGIN | 1,704,927 | $23.9M | 0.17% | |
| 636 | HUMHUMANA INC | 60,064 | $23.3M | 0.16% | |
| 637 | IWMMarch 21 Puts on IWM US at 125, American | 146,100 | $23.0M | 0.16% | Put |
| 638 | NDQDecember 20 Puts on QQQ US at 243, American | 84,400 | $22.9M | 0.16% | Put |
| 639 | ARDXARDELYX INC | 3,308,325 | $22.9M | 0.16% | |
| 640 | CLGXCORELOGIC INC | 333,911 | $22.4M | 0.16% | |
| 641 | CFGCITIZENS FINANCI | 888,087 | $22.4M | 0.16% | |
| 642 | AGNCAGNC INVESTMENT | 1,733,559 | $22.4M | 0.16% | |
| 643 | AVTRAVANTOR INC | 1,309,296 | $22.3M | 0.16% | |
| 644 | LIVNLIVANOVA PLC | 457,310 | $22.0M | 0.15% | |
| 645 | NDQDecember 20 Puts on QQQ US at 238, American | 78,400 | $21.3M | 0.15% | Put |
| 646 | MCKMCKESSON CORP | 138,567 | $21.3M | 0.15% | |
| 647 | STSENSATA TECHNOLO | 565,778 | $21.1M | 0.15% | |
| 648 | RTXRAYTHEON TECHNOL | 340,988 | $21.0M | 0.15% | |
| 649 | HLNEHAMILTON LANE-A | 310,411 | $20.9M | 0.15% | |
| 650 | NDQDecember 20 Puts on QQQ US at 239, American | 76,700 | $20.9M | 0.15% | Put |
| 651 | SPYNovember 20 Puts on SPY US at 303, American | 61,600 | $20.8M | 0.15% | Put |
| 652 | SCHWSCHWAB (CHARLES) | 614,661 | $20.7M | 0.15% | |
| 653 | PIIPOLARIS INC | 222,290 | $20.6M | 0.14% | |
| 654 | XLEJuly 20 Calls on XLE US at 41.5, American | 527,700 | $20.4M | 0.14% | Call |
| 655 | HOGHARLEY-DAVIDSON | 854,965 | $20.3M | 0.14% | |
| 656 | NDQDecember 20 Calls on QQQ US at 250, American | 74,000 | $20.1M | 0.14% | Call |
| 657 | MCDMCDONALDS CORP | 108,630 | $20.0M | 0.14% | |
| 658 | OPTUALTICE USA INC-A | 876,659 | $19.8M | 0.14% | |
| 659 | WSMWILLIAMS-SONOMA | 238,530 | $19.6M | 0.14% | |
| 660 | ECLECOLAB INC | 98,299 | $19.6M | 0.14% | |
| 661 | SPYNovember 20 Puts on SPY US at 307, American | 57,800 | $19.5M | 0.14% | Put |
| 662 | NDQJanuary 21 Puts on QQQ US at 240, American | 71,000 | $19.3M | 0.14% | Put |
| 663 | PKGPACKAGING CORP | 193,113 | $19.3M | 0.14% | |
| 664 | NEE 5.279 03/01/23NEE 5.279 03/01/23 | 450,000 | $19.1M | 0.13% | |
| 665 | UNUSDUNILEVER NV-NYS | 358,494 | $19.1M | 0.13% | |
| 666 | TTTRANE TECHNOLOGI | 214,222 | $19.1M | 0.13% | |
| 667 | NDQDecember 20 Puts on QQQ US at 244, American | 69,300 | $18.8M | 0.13% | Put |
| 668 | PRUPRUDENTL FINL | 309,111 | $18.8M | 0.13% | |
| 669 | GQ9July 20 Puts on GLD US at 162, American | 104,100 | $18.6M | 0.13% | Put |
| 670 | CPRTCOPART INC | 222,841 | $18.6M | 0.13% | |
| 671 | —QIAGEN NV | 429,961 | $18.5M | 0.13% | |
| 672 | NDQDecember 20 Puts on QQQ US at 245, American | 68,000 | $18.5M | 0.13% | Put |
| 673 | CAHCARDINAL HEALTH | 352,200 | $18.4M | 0.13% | |
| 674 | LVSLAS VEGAS SANDS | 402,007 | $18.3M | 0.13% | |
| 675 | HSTHOST HOTELS & RE | 1,696,186 | $18.3M | 0.13% | |
| 676 | LMTLOCKHEED MARTIN | 50,126 | $18.3M | 0.13% | |
| 677 | DGXQUEST DIAGNOSTIC | 160,517 | $18.3M | 0.13% | |
| 678 | ITGARTNER INC | 149,984 | $18.2M | 0.13% | |
| 679 | TTWOTAKE-TWO INTERAC | 128,277 | $17.9M | 0.13% | |
| 680 | DHIDR HORTON INC | 321,805 | $17.8M | 0.13% | |
| 681 | SHWSHERWIN-WILLIAMS | 30,799 | $17.8M | 0.12% | |
| 682 | CROXCROCS INC | 483,196 | $17.8M | 0.12% | |
| 683 | NDQDecember 20 Puts on QQQ US at 247, American | 65,300 | $17.8M | 0.12% | Put |
| 684 | FISVFISERV INC | 180,918 | $17.7M | 0.12% | |
| 685 | LPLALPL FINANCIAL HO | 224,378 | $17.6M | 0.12% | |
| 686 | LILALIBERTY LATI-C | 1,855,516 | $17.5M | 0.12% | |
| 687 | LENLENNAR CORP-A | 283,963 | $17.5M | 0.12% | |
| 688 | GMABGENMAB A/S-S ADR | 516,303 | $17.5M | 0.12% | |
| 689 | —MELLANOX TECHNOL TEND | 139,267 | $17.4M | 0.12% | |
| 690 | NDQDecember 20 Puts on QQQ US at 248, American | 64,000 | $17.4M | 0.12% | Put |
| 691 | TSCOTRACTOR SUPPLY | 131,681 | $17.4M | 0.12% | |
| 692 | —CHINA BIOLOGIC P | 168,318 | $17.2M | 0.12% | |
| 693 | NDQDecember 20 Puts on QQQ US at 246, American | 63,000 | $17.1M | 0.12% | Put |
| 694 | RGRSTURM RUGER & CO | 223,943 | $17.0M | 0.12% | |
| 695 | AMGNAMGEN INC | 71,595 | $16.9M | 0.12% | |
| 696 | EQHEQUITABLE HOLDIN | 875,299 | $16.9M | 0.12% | |
| 697 | KNKNOWLES CORP | 1,097,124 | $16.7M | 0.12% | |
| 698 | LOGMEURLOGMEIN INC | 197,471 | $16.7M | 0.12% | |
| 699 | BKIEURBLACK KNIGHT | 226,622 | $16.4M | 0.12% | |
| 700 | STLAFIAT CHRYSLER AU | 1,625,111 | $16.3M | 0.11% |