03/31/2020
Top Buys
- Name% Change
- AMZN Amazon.com Inc. 1.485%
- FIS Fidelity National I... 1.33%
- AGN Allergan Plc 1.143%
- LIN Linde PLC 1.07%
- A Agilent Technologie... 0.962%
03/31/2020
Top Sells
- Name% Change
- BSX Boston Scientific Inc. 1.322%
- EBAY eBay Inc. 1.021%
- NLOK NORTONLIFELOCK 0.745%
- GLD (PUT) SPDR Gold Trust 0.74%
- PFE Pfizer, Inc. 0.714%
03/31/2020
13F Holdings Summary
- Stock% Port
- AMZN Amazon.com Inc. 3.2427%
- ZTS Zoetis, Inc. 2.0103%
- BABA Alibaba Group Holding Ltd ADR 1.9709%
- AGN Allergan Plc 1.7689%
- TMO Thermo Fisher Scientific, Inc. 1.7101%
03/31/2020
13F Sector Allocation Over Time
03/31/2020
13F Activity
- Market Value $10.012 Billion
- Prior Market Value $14.55 Billion
- New Purchases655 stocks
- Additional Purchases394 stocks
- Sold out of720 stocks
- Reduced holdings in492 stocks
- Top 10 Holdings % 18.24 %
- Turnover % [1]:86.75%
- Turnover Alt % [2]: 80.70 %
- Time Held Top20:2.70 quarters
- Time Held Top10:3.60 quarters
- Time Held All:3.28 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.
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2020-05-15
| Performance for Q1 2020: | -1.34% |
| Performance Last 4 Quarters: | 12.71% |
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 |
This lets you look at individual sub managers or subsidiaries within
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13F Managers
| Name |
|---|
| MARSHALL WACE ASIA Ltd |
| Marshall Wace North America L.P. |
View Last Form Adv Compilation Report on Record
MARSHALL WACE LLPClassified as Hedge Fund
GEORGE HOUSE, 131 SLOANE STREETLONDON SW1X 9AT
Country: United Kingdom
Business Phone: 4420-7316-2280
Fax: 4420-7925-7610
| 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: | 11.B (2) |
Data above was derived from SEC filings.
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