09/30/2022
Top Buys (13F)
- Name% Change
- JPM JPMorgan Chase & Co... 0.7%
- QQQ (CALL) Invesco QQQ Trust, ... 0.66%
- KR Kroger Co. 0.56%
- PINS Pinterest Inc 0.47%
- T AT&T Inc. (Southwes... 0.43%
09/30/2022
Top Sells (13F)
- Name% Change
- MRK Merck & Co 0.96%
- UNH UnitedHealth Group ... 0.92%
- KO Coca Cola Co. 0.62%
- BHVN Biohaven Ltd 0.55%
- CHTR Charter Communicati... 0.54%
09/30/2022
13F Holdings Summary
- Stock% Port
- AAPL Apple Inc 1.51%
- MSFT Microsoft Corp. 1.33%
- QQQ (CALL) Invesco QQQ Trust, Series 1 1.25%
- AMZN Amazon.com Inc. 1.12%
- CI Cigna Holding Co 0.95%
09/30/2022
13F Activity
- Market Value $45.638 Billion
- Prior Market Value $48.609 Billion
- New Purchases717 stocks
- Additional Purchases956 stocks
- Sold out of812 stocks
- Reduced holdings in881 stocks
- Top 10 Holdings % 10.17 %
- Turnover % [1]:46.77%
- Turnover Alt % [2]: 32.26 %
- Time Held Top20:1.95 quarters
- Time Held Top10:2.80 quarters
- Time Held All:4.38 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
09/30/2022
13F Sector Allocation Over Time
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2022-11-14
| Performance for Q3 2022: | -5.41% |
| Performance Last 4 Quarters: | -18.02% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
| Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
| Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
Global (ex. US) Holdings
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Stale Holdings (no activity in past 21-months or sold out)
View Last Form Adv Compilation Report on Record
MARSHALL WACE LLPGEORGE HOUSE, 131 SLOANE STREET
LONDON SW1X 9AT
Country: United Kingdom
Business Phone: 4420-7316-2280
Fax:
| SEC Registration as : | |
| Form of Organization: | Limited Liability Partnership |
| Organized in: | |
| Number of employees: | |
| Other Business Activities: | commodity pool operator or commodity trading advisor |
| Advisor Fees/Compensation: | |
| Amount of client funds and securities: | |
| Total Number of Clients: | 0 |
| Amount of client funds and securities by related persons: | |
| Total Number of clients from related persons: | |
| Disclosures: |
Data above was derived from SEC filings.
Active Schedule 13D and 13G events
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**EXPERIMENTAL** Current International Short Positions
Only includes UK, France, Germany, Japan, and HKEX are presently being processed.
