MARSHALL WACE, LLP Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$12.2B
Holdings
1,263
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (1,263 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | FXEINVESCO CURRENCY | 6,025 | $652.0M | 5.36% | |
| 102 | XLISPDR-INDU SELECT | 8,425 | $652.0M | 5.36% | |
| 103 | MOHMOLINA HEALTHCAR | 4,557 | $652.0M | 5.36% | |
| 104 | KOFCOCA-COLA F-ADR | 10,456 | $650.0M | 5.35% | |
| 105 | QFIN360 FINANCE INC | 54,831 | $643.0M | 5.29% | |
| 106 | CSTMCONSTELLIUM SE | 64,029 | $643.0M | 5.29% | |
| 107 | —ENTERCOM COMM-A | 110,550 | $640.0M | 5.27% | |
| 108 | ARCCARES CAPITAL COR | 35,209 | $632.0M | 5.20% | |
| 109 | VISNCOMMSCOPE HOLDIN | 39,943 | $628.0M | 5.17% | |
| 110 | CVLGCOVENANT TRANS-A | 42,548 | $626.0M | 5.15% | |
| 111 | XLIJuly 19 Calls on XLI US at 78, American | 8,300 | $625.0M | 5.14% | Call |
| 112 | MARMARRIOTT INTL-A | 4,457 | $625.0M | 5.14% | |
| 113 | OREUROSISKO GOLD ROYA | 59,677 | $624.0M | 5.13% | |
| 114 | MDYJuly 19 Calls on MDY US at 355, American | 1,800 | $622.0M | 5.12% | Call |
| 115 | —PICO HOLDINGS | 53,366 | $620.0M | 5.10% | |
| 116 | NBHCNATIONAL-CL A | 16,964 | $616.0M | 5.07% | |
| 117 | EWWJuly 19 Calls on EWW US at 44.5, American | 15,400 | $610.0M | 5.02% | Call |
| 118 | DFINDONNELLEY FINANC | 45,444 | $606.0M | 4.99% | |
| 119 | ADIANALOG DEVICES | 5,348 | $604.0M | 4.97% | |
| 120 | —CHANNELADVISOR C | 68,765 | $602.0M | 4.95% | |
| 121 | XLBSPDR-MATERIALS | 10,269 | $601.0M | 4.94% | |
| 122 | THTARGET HOSP-CW25 | 299,996 | $600.0M | 4.94% | |
| 123 | CTVACORTEVA INC | 20,123 | $595.0M | 4.90% | |
| 124 | PLABPHOTRONICS INC | 72,546 | $595.0M | 4.90% | |
| 125 | —EXANTAS CAPITAL | 51,920 | $587.0M | 4.83% | |
| 126 | —WEINGARTEN RLTY | 21,249 | $583.0M | 4.80% | |
| 127 | CNPCENTERPOINT ENER | 20,330 | $582.0M | 4.79% | |
| 128 | ENICENEL CHILE-ADR | 121,118 | $579.0M | 4.76% | |
| 129 | LELANDS' END INC | 46,644 | $570.0M | 4.69% | |
| 130 | PKEPARK AEROSPACE C | 34,027 | $568.0M | 4.67% | |
| 131 | NDQAugust 19 Calls on QQQ US at 187, American | 3,000 | $565.0M | 4.65% | Call |
| 132 | XLBJuly 19 Calls on XLB US at 59.5, American | 9,800 | $563.0M | 4.63% | Call |
| 133 | DDDUPONT DE NEMOUR | 7,482 | $562.0M | 4.62% | |
| 134 | EGHT8X8 INC | 23,252 | $560.0M | 4.61% | |
| 135 | —TPG PACE ENERGY | 166,663 | $557.0M | 4.58% | |
| 136 | GLADUSDGLADSTONE CAP CO | 59,278 | $556.0M | 4.57% | |
| 137 | MCSMARCUS CORP | 16,634 | $548.0M | 4.51% | |
| 138 | FBNCFIRST BANCORP/NC | 14,987 | $546.0M | 4.49% | |
| 139 | NDQAugust 19 Puts on QQQ US at 181, American | 2,900 | $546.0M | 4.49% | Put |
| 140 | ICEINTERCONTINENTAL | 6,341 | $545.0M | 4.48% | |
| 141 | —BANCO SANTA-ADR | 70,846 | $542.0M | 4.46% | |
| 142 | —RTI SURGICAL HDS | 127,492 | $542.0M | 4.46% | |
| 143 | —OMNOVA SOLUTIONS | 86,529 | $539.0M | 4.43% | |
| 144 | EMBISHARES | 4,734 | $536.0M | 4.41% | |
| 145 | CAGCONAGRA BRANDS I | 20,086 | $533.0M | 4.39% | |
| 146 | XLESPDR-ENERGY SEL | 8,327 | $531.0M | 4.37% | |
| 147 | XLKSPDR-TECH SEL S | 6,784 | $529.0M | 4.35% | |
| 148 | —DRYSHIPS INC | 138,178 | $528.0M | 4.34% | |
| 149 | ALLOALLOGENE THERAPE | 19,524 | $525.0M | 4.32% | |
| 150 | BECNUSDBEACON ROOFING S | 14,231 | $523.0M | 4.30% | |
| 151 | LYBLYONDELLBASELL-A | 6,031 | $519.0M | 4.27% | |
| 152 | WGOWINNEBAGO INDS | 13,320 | $515.0M | 4.24% | |
| 153 | ELVANTHEM INC | 1,827 | $515.0M | 4.24% | |
| 154 | —FTS INTERNATIONA | 92,337 | $515.0M | 4.24% | |
| 155 | FONRFONAR CORP | 23,731 | $510.0M | 4.20% | |
| 156 | XLYJuly 19 Calls on XLY US at 120.5, American | 4,300 | $510.0M | 4.20% | Call |
| 157 | CRICARTER'S INC | 5,214 | $509.0M | 4.19% | |
| 158 | BCSBARCLAYS PLC-ADR | 66,608 | $507.0M | 4.17% | |
| 159 | HALLUSDHALLMARK FINL | 35,261 | $502.0M | 4.13% | |
| 160 | CPACOPA HOLDIN-CL A | 5,137 | $501.0M | 4.12% | |
| 161 | CHGGCHEGG INC | 12,934 | $499.0M | 4.11% | |
| 162 | AGENEURAGENUS INC | 165,870 | $498.0M | 4.10% | |
| 163 | ITA*ISHARES-DJ A & D | 2,325 | $498.0M | 4.10% | |
| 164 | BKIEURBLACK KNIGHT | 8,267 | $497.0M | 4.09% | |
| 165 | —ASSERTIO THERAPE | 143,538 | $495.0M | 4.07% | |
| 166 | TKTEEKAY CORP | 143,513 | $494.0M | 4.06% | |
| 167 | —COOPER TIRE & RU | 15,447 | $487.0M | 4.01% | |
| 168 | SBSAFE BULKERS INC | 311,893 | $486.0M | 4.00% | |
| 169 | —ALTUS MIDSTREA-A | 130,441 | $485.0M | 3.99% | |
| 170 | XLKJuly 19 Calls on XLK US at 80.5, American | 6,100 | $484.0M | 3.98% | Call |
| 171 | 5TCTRUECAR INC | 88,664 | $484.0M | 3.98% | |
| 172 | ROFKFORCE INC | 13,764 | $483.0M | 3.97% | |
| 173 | MODMODINE MFG CO | 33,645 | $481.0M | 3.96% | |
| 174 | VCRVANGUARD CN DI E | 2,668 | $479.0M | 3.94% | |
| 175 | CDNSCADENCE DESIGN | 6,750 | $478.0M | 3.93% | |
| 176 | —SPARK ENERGY-A | 42,751 | $478.0M | 3.93% | |
| 177 | OSWONESPAWORLD HOLD | 30,684 | $476.0M | 3.92% | |
| 178 | XLYJuly 19 Puts on XLY US at 118.5, American | 4,000 | $474.0M | 3.90% | Put |
| 179 | XLIJuly 19 Calls on XLI US at 78.5, American | 6,300 | $474.0M | 3.90% | Call |
| 180 | PHIPLDT INC-ADR | 19,117 | $474.0M | 3.90% | |
| 181 | AGYSAGILYSYS INC | 21,840 | $469.0M | 3.86% | |
| 182 | GMS1EURGMS INC | 21,316 | $469.0M | 3.86% | |
| 183 | PKPARK H&R INC | 16,886 | $465.0M | 3.83% | |
| 184 | ARNCCHFARCONIC INC | 17,897 | $462.0M | 3.80% | |
| 185 | JT5MUELLER WATER-A | 46,234 | $454.0M | 3.74% | |
| 186 | —PZENA INVES-CL A | 52,634 | $452.0M | 3.72% | |
| 187 | TMETENCENT MUSI-ADR | 30,180 | $452.0M | 3.72% | |
| 188 | IWMJuly 19 Puts on IWM US at 152, American | 3,000 | $451.0M | 3.71% | Put |
| 189 | BWABORGWARNER INC | 10,722 | $450.0M | 3.70% | |
| 190 | KMDAKAMADA LTD | 82,023 | $450.0M | 3.70% | |
| 191 | SRJSPARTANNASH CO | 38,443 | $449.0M | 3.69% | |
| 192 | —CPFL ENERGIA-ADR | 28,531 | $446.0M | 3.67% | |
| 193 | SPYJuly 19 Calls on SPY US at 296, American | 1,500 | $439.0M | 3.61% | Call |
| 194 | MYEMYERS INDS INC | 22,597 | $435.0M | 3.58% | |
| 195 | EFAJuly 19 Puts on EFA US at 65, American | 6,900 | $435.0M | 3.58% | Put |
| 196 | XOMAXOMA CORP | 29,185 | $434.0M | 3.57% | |
| 197 | NDQJuly 19 Puts on QQQ US at 188, American | 2,300 | $433.0M | 3.56% | Put |
| 198 | —SENIOR HOUSING | 51,942 | $430.0M | 3.54% | |
| 199 | VTE1ASURE SOFTWARE I | 52,134 | $429.0M | 3.53% | |
| 200 | MPWRMONOLITHIC POWER | 3,160 | $429.0M | 3.53% |