MARSHALL WACE, LLP Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$15.6B
Holdings
1,505
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (1,505 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 601 | TIFEURTIFFANY & CO | 347,511 | $40.3M | 0.26% | |
| 602 | GQ9March 21 Puts on GLD US at 162, American | 221,500 | $39.2M | 0.25% | Put |
| 603 | SPGIS&P GLOBAL INC | 108,388 | $39.1M | 0.25% | |
| 604 | DAVAENDAVA PLC-ADR | 614,439 | $38.8M | 0.25% | |
| 605 | ADSKAUTODESK INC | 167,875 | $38.8M | 0.25% | |
| 606 | SPYMarch 21 Calls on SPY US at 380, American | 106,100 | $38.0M | 0.24% | Call |
| 607 | BLKCHFBLACKROCK INC | 67,352 | $38.0M | 0.24% | |
| 608 | APHAMPHENOL CORP-A | 348,707 | $37.8M | 0.24% | |
| 609 | GRMNGARMIN LTD | 396,565 | $37.6M | 0.24% | |
| 610 | EPAMEPAM SYSTEMS INC | 116,259 | $37.6M | 0.24% | |
| 611 | DISCKUSDDISCOVERY INC-C | 1,892,515 | $37.1M | 0.24% | |
| 612 | XLKJanuary 21 Calls on XLK US at 130, American | 303,200 | $36.7M | 0.24% | Call |
| 613 | HYGOctober 20 Puts on HYG US at 84, American | 426,900 | $36.5M | 0.23% | Put |
| 614 | ICEINTERCONTINENTAL | 360,541 | $36.1M | 0.23% | |
| 615 | LVSLAS VEGAS SANDS | 766,218 | $35.8M | 0.23% | |
| 616 | GQ9November 20 Puts on GLD US at 165, American | 200,100 | $35.5M | 0.23% | Put |
| 617 | BMOBANK OF MONTREAL | 593,959 | $34.6M | 0.22% | |
| 618 | BAXBAXTER INTL INC | 427,578 | $34.4M | 0.22% | |
| 619 | BCBRUNSWICK CORP | 578,763 | $34.1M | 0.22% | |
| 620 | XLEOctober 20 Puts on XLE US at 30.5, American | 1,000 | $34.0M | 0.22% | Put |
| 621 | LULULULULEMON ATH | 102,887 | $33.9M | 0.22% | |
| 622 | MCXMCCORMICK-N/V | 172,216 | $33.4M | 0.21% | |
| 623 | —ACACIA COMMUNICA | 493,410 | $33.3M | 0.21% | |
| 624 | MMM3M CO | 207,019 | $33.2M | 0.21% | |
| 625 | —PPD INC | 895,492 | $33.1M | 0.21% | |
| 626 | BIIBBIOGEN INC | 116,585 | $33.1M | 0.21% | |
| 627 | —GRUBHUB INC | 456,422 | $33.0M | 0.21% | |
| 628 | ILMNILLUMINA INC | 105,360 | $32.6M | 0.21% | |
| 629 | —ZOGENIX INC | 1,792,780 | $32.1M | 0.21% | |
| 630 | LQDISHARES-IBOXX IV | 237,527 | $32.0M | 0.20% | |
| 631 | PRUPRUDENTL FINL | 501,952 | $31.9M | 0.20% | |
| 632 | WATWATERS CORP | 160,871 | $31.5M | 0.20% | |
| 633 | HCATHEALTH CATALYST | 859,730 | $31.5M | 0.20% | |
| 634 | KOCOCA-COLA CO/THE | 635,041 | $31.4M | 0.20% | |
| 635 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 27,000,000 | $31.2M | 0.20% | |
| 636 | ROKUROKU INC | 164,743 | $31.1M | 0.20% | |
| 637 | XLKDecember 20 Puts on XLK US at 115, American | 256,600 | $31.1M | 0.20% | Put |
| 638 | UPSUNITED PARCEL-B | 181,339 | $30.2M | 0.19% | |
| 639 | IWMJune 21 Puts on IWM US at 135, American | 174,100 | $30.2M | 0.19% | Put |
| 640 | RACEFERRARI NV | 161,169 | $29.6M | 0.19% | |
| 641 | NDQDecember 20 Puts on QQQ US at 289, American | 100 | $29.0M | 0.19% | Put |
| 642 | NDQNovember 20 Calls on QQQ US at 280, American | 100 | $29.0M | 0.19% | Call |
| 643 | GPKGRAPHIC PACKAGIN | 2,057,280 | $29.0M | 0.19% | |
| 644 | IWMMarch 21 Puts on IWM US at 142, American | 166,100 | $28.8M | 0.18% | Put |
| 645 | IWMFebruary 21 Calls on IWM US at 169, American | 165,600 | $28.7M | 0.18% | Call |
| 646 | WABWABTEC CORP | 459,982 | $28.5M | 0.18% | |
| 647 | LKQ1LKQ CORP | 1,021,861 | $28.3M | 0.18% | |
| 648 | TLTOctober 20 Calls on TLT US at 167, American | 178,100 | $28.2M | 0.18% | Call |
| 649 | LLYELI LILLY & CO | 185,010 | $27.4M | 0.18% | |
| 650 | STSENSATA TECHNOLO | 627,313 | $27.1M | 0.17% | |
| 651 | BLDPBALLARD POWER | 1,788,596 | $27.0M | 0.17% | |
| 652 | AZOAUTOZONE INC | 22,686 | $26.7M | 0.17% | |
| 653 | STLAFIAT CHRYSLER AU | 2,155,583 | $26.5M | 0.17% | |
| 654 | XLUOctober 20 Puts on XLU US at 58, American | 395,800 | $26.2M | 0.17% | Put |
| 655 | CVSCVS HEALTH CORP | 437,168 | $25.5M | 0.16% | |
| 656 | XLEOctober 20 Calls on XLE US at 34.5, American | 752,700 | $25.5M | 0.16% | Call |
| 657 | DKSDICK'S SPORTING | 439,563 | $25.4M | 0.16% | |
| 658 | ENBENBRIDGE INC | 867,900 | $25.3M | 0.16% | |
| 659 | IWMMarch 21 Puts on IWM US at 125, American | 145,100 | $25.2M | 0.16% | Put |
| 660 | MKTXMARKETAXESS | 52,099 | $25.1M | 0.16% | |
| 661 | XLEOctober 20 Calls on XLE US at 34, American | 734,500 | $24.9M | 0.16% | Call |
| 662 | MARMARRIOTT INTL-A | 262,633 | $24.3M | 0.16% | |
| 663 | 2L9BLUEPRINT MEDICI | 260,902 | $24.2M | 0.15% | |
| 664 | TJXTJX COS INC | 434,205 | $24.2M | 0.15% | |
| 665 | LMTLOCKHEED MARTIN | 61,897 | $23.7M | 0.15% | |
| 666 | GDDYGODADDY INC-A | 309,867 | $23.5M | 0.15% | |
| 667 | LOGILOGITECH INTER-R | 301,100 | $23.5M | 0.15% | |
| 668 | MSCIMSCI INC | 65,629 | $23.4M | 0.15% | |
| 669 | BDQMALBIREO PHARMA I | 693,535 | $23.1M | 0.15% | |
| 670 | NSPINSPERITY INC | 350,636 | $23.0M | 0.15% | |
| 671 | GNTXGENTEX CORP | 890,509 | $22.9M | 0.15% | |
| 672 | DHRDANAHER CORP | 106,138 | $22.9M | 0.15% | |
| 673 | SLVOctober 20 Puts on SLV US at 20.5, American | 994,900 | $22.8M | 0.15% | Put |
| 674 | PINSPINTEREST INC -A | 548,052 | $22.8M | 0.15% | |
| 675 | —WRIGHT MEDICAL G | 744,311 | $22.7M | 0.15% | |
| 676 | AVGOBROADCOM INC | 62,181 | $22.7M | 0.14% | |
| 677 | NVDANVIDIA CORP | 41,818 | $22.6M | 0.14% | |
| 678 | XLUOctober 20 Calls on XLU US at 60, American | 341,000 | $22.5M | 0.14% | Call |
| 679 | BMRNBIOMARIN PHARMAC | 295,525 | $22.5M | 0.14% | |
| 680 | ZBHZIMMER BIOMET HO | 164,118 | $22.3M | 0.14% | |
| 681 | BMYBRISTOL-MYER SQB | 370,211 | $22.3M | 0.14% | |
| 682 | SPYMarch 21 Puts on SPY US at 337, American | 62,300 | $22.3M | 0.14% | Put |
| 683 | ODFLOLD DOMINION FRT | 122,945 | $22.2M | 0.14% | |
| 684 | SPYMarch 21 Puts on SPY US at 344, American | 61,700 | $22.1M | 0.14% | Put |
| 685 | NDAQNASDAQ INC | 176,728 | $21.7M | 0.14% | |
| 686 | MRKMERCK & CO | 260,990 | $21.6M | 0.14% | |
| 687 | QRVOQORVO INC | 166,181 | $21.4M | 0.14% | |
| 688 | SSFSENSIENT TECHNOL | 371,138 | $21.4M | 0.14% | |
| 689 | SPYMarch 21 Puts on SPY US at 343, American | 59,700 | $21.4M | 0.14% | Put |
| 690 | BF/BBROWN-FORMAN -B | 280,054 | $21.1M | 0.13% | |
| 691 | NEE 5.279 03/01/23NEE 5.279 03/01/23 | 450,000 | $21.0M | 0.13% | |
| 692 | NOCNORTHROP GRUMMAN | 66,579 | $21.0M | 0.13% | |
| 693 | THTARGET HOSP-CW25 | 299,996 | $21.0M | 0.13% | |
| 694 | CLGXCORELOGIC INC | 308,623 | $20.9M | 0.13% | |
| 695 | ORIOLD REPUB INTL | 1,410,708 | $20.8M | 0.13% | |
| 696 | TRTN-PATRITON INTERNATI | 507,245 | $20.6M | 0.13% | |
| 697 | AWNADVANCE AUTO PAR | 133,651 | $20.5M | 0.13% | |
| 698 | AVTRAVANTOR INC | 906,412 | $20.4M | 0.13% | |
| 699 | JNKSPDR BBG BARC HY | 193,653 | $20.2M | 0.13% | |
| 700 | XLKDecember 20 Puts on XLK US at 120, American | 166,600 | $20.2M | 0.13% | Put |