MARSHALL WACE, LLP Quant / Systematic

CIK: 0001318757 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 6, 2013

Total Value ($000): $1,670,773 (100.0% shares, 0.0% debt)

Holdings (130)

TMUS T-MOBILE US INC 8.1%
Value ($000) $135,397 Shares 5,457,341 Est. Cost $19.37 Unrealized 0.0%
LBTYAUSD LIBERTY GLOBAL-A 6.2%
Value ($000) $103,919 Shares 1,402,791 Est. Cost $74.08 Unrealized —
MU MICRON TECH 5.6%
Value ($000) $94,144 Shares 6,569,719 Est. Cost $10.81 Unrealized 0.0%
CMCSA COMCAST CORP-A 5.5%
Value ($000) $91,229 Shares 2,178,351 Est. Cost $15.62 Unrealized 0.0%
C CITIGROUP INC 5.1%
Value ($000) $85,500 Shares 1,782,360 Est. Cost $35.76 Unrealized 0.0%
— SANDISK CORP 3.5%
Value ($000) $59,005 Shares 965,707 Est. Cost $61.10 Unrealized —
— GOOGLE INC-CL A 3.4%
Value ($000) $56,808 Shares 64,527 Est. Cost $880.38 Unrealized —
— PRAXAIR INC 3.3%
Value ($000) $55,742 Shares 484,038 Est. Cost $115.16 Unrealized —
MDLZ MONDELEZ INTER-A 3.2%
Value ($000) $53,093 Shares 1,860,941 Est. Cost $23.16 Unrealized 0.0%
AZO AUTOZONE INC 2.8%
Value ($000) $47,466 Shares 112,031 Est. Cost $407.86 Unrealized 0.0%
LYB LYONDELLBASELL-A 2.8%
Value ($000) $47,232 Shares 712,822 Est. Cost $33.34 Unrealized 0.0%
PNC PNC FINANCIAL SE 2.8%
Value ($000) $47,222 Shares 647,586 Est. Cost $47.34 Unrealized 0.0%
— CANADIAN PACIFIC 2.8%
Value ($000) $46,988 Shares 387,113 Est. Cost $121.38 Unrealized —
UNP UNION PAC CORP 2.7%
Value ($000) $45,785 Shares 296,765 Est. Cost $57.06 Unrealized 0.0%
LUV SOUTHWEST AIR 1.9%
Value ($000) $32,275 Shares 2,503,864 Est. Cost $11.86 Unrealized 0.0%
— INGERSOLL-RAND 1.9%
Value ($000) $31,269 Shares 563,209 Est. Cost $55.52 Unrealized —
MOS MOSAIC CO/THE 1.8%
Value ($000) $29,657 Shares 551,142 Est. Cost $46.26 Unrealized 0.0%
IFF INTL FLVR & FRAG 1.8%
Value ($000) $29,430 Shares 391,559 Est. Cost $58.18 Unrealized 0.0%
AAP ADVANCE AUTO PAR 1.6%
Value ($000) $26,832 Shares 330,563 Est. Cost $72.11 Unrealized 0.0%
ROK ROCKWELL AUTOMAT 1.5%
Value ($000) $25,694 Shares 309,045 Est. Cost $67.20 Unrealized 0.0%
SXT SENSIENT TECHNOL 1.5%
Value ($000) $25,263 Shares 624,232 Est. Cost $39.63 Unrealized 0.0%
UAL UNITED CONTINENT 1.5%
Value ($000) $24,250 Shares 775,003 Est. Cost $31.81 Unrealized 0.0%
— MEAD JOHNSON 1.4%
Value ($000) $23,578 Shares 297,585 Est. Cost $79.23 Unrealized —
FMC FMC CORP 1.4%
Value ($000) $22,746 Shares 372,511 Est. Cost $40.72 Unrealized 0.0%
ZTS ZOETIS INC 1.1%
Value ($000) $19,006 Shares 615,294 Est. Cost $29.32 Unrealized 0.0%
FIS FIDELITY NATIONA 1.1%
Value ($000) $17,807 Shares 415,666 Est. Cost $34.36 Unrealized 0.0%
EFX EQUIFAX INC 1.1%
Value ($000) $17,784 Shares 301,783 Est. Cost $53.06 Unrealized 0.0%
HSY HERSHEY CO/THE 1.1%
Value ($000) $17,633 Shares 197,499 Est. Cost $65.69 Unrealized 0.0%
FDX FEDEX CORP 1.0%
Value ($000) $16,719 Shares 169,602 Est. Cost $81.95 Unrealized 0.0%
— BEAM INC 1.0%
Value ($000) $16,271 Shares 257,813 Est. Cost $63.11 Unrealized —
— POLYONE CORP 0.9%
Value ($000) $15,003 Shares 605,445 Est. Cost $24.78 Unrealized —
— MONSANTO CO 0.9%
Value ($000) $14,928 Shares 151,094 Est. Cost $98.80 Unrealized —
SHW SHERWIN-WILLIAMS 0.9%
Value ($000) $14,808 Shares 83,850 Est. Cost $53.48 Unrealized 0.0%
— UNITED TECH CORP 0.8%
Value ($000) $13,497 Shares 145,219 Est. Cost $92.94 Unrealized —
BF/B BROWN-FORMAN -B 0.7%
Value ($000) $11,888 Shares 175,990 Est. Cost $22.68 Unrealized 0.0%
BIDU BAIDU INC-SP ADR 0.7%
Value ($000) $11,385 Shares 120,439 Est. Cost $94.53 Unrealized —
PPG PPG INDS INC 0.7%
Value ($000) $11,352 Shares 77,539 Est. Cost $59.61 Unrealized 0.0%
VRSK VERISK ANALYTI-A 0.7%
Value ($000) $11,207 Shares 187,714 Est. Cost $57.10 Unrealized 0.0%
ORLY OREILLY AUTOMOT 0.6%
Value ($000) $10,636 Shares 94,442 Est. Cost $7.19 Unrealized 0.0%
MATV SCHWEITZER-MAUDU 0.6%
Value ($000) $10,077 Shares 202,025 Est. Cost $24.97 Unrealized 0.0%
— TIME WARNER INC 0.6%
Value ($000) $9,224 Shares 159,523 Est. Cost $57.82 Unrealized —
BALL BALL CORP 0.5%
Value ($000) $8,542 Shares 205,626 Est. Cost $19.77 Unrealized 0.0%
CCU CERVEZAS-ADR 0.5%
Value ($000) $8,269 Shares 289,041 Est. Cost $28.61 Unrealized —
CPA COPA HOLDIN-CL A 0.5%
Value ($000) $7,991 Shares 60,947 Est. Cost $87.82 Unrealized 0.0%
FCX FREEPORT-MCMORAN 0.5%
Value ($000) $7,780 Shares 281,787 Est. Cost $24.45 Unrealized 0.0%
— TWENTY-FIRST CEN 0.5%
Value ($000) $7,671 Shares 235,303 Est. Cost $32.60 Unrealized —
CCK CROWN HOLDINGS I 0.4%
Value ($000) $7,016 Shares 170,572 Est. Cost $40.04 Unrealized 0.0%
IJR ISHARES-S&P S/C 0.4%
Value ($000) $6,906 Shares 76,488 Est. Cost $90.29 Unrealized —
— TIME WARNER CABL 0.4%
Value ($000) $6,541 Shares 58,153 Est. Cost $112.48 Unrealized —
— CALUMET SPECIALT 0.4%
Value ($000) $6,504 Shares 178,772 Est. Cost $36.38 Unrealized —
— AIRGAS INC 0.4%
Value ($000) $6,417 Shares 67,224 Est. Cost $95.46 Unrealized —
— NATL OILWELL VAR 0.4%
Value ($000) $6,043 Shares 87,714 Est. Cost $68.89 Unrealized —
— PETROLOGISTICS L 0.4%
Value ($000) $5,992 Shares 452,241 Est. Cost $13.25 Unrealized —
— BOISE INC 0.3%
Value ($000) $5,549 Shares 649,772 Est. Cost $8.54 Unrealized —
WLK WESTLAKE CHEMICA 0.3%
Value ($000) $5,209 Shares 54,027 Est. Cost $37.72 Unrealized 0.0%
— HEWLETT-PACKARD 0.3%
Value ($000) $5,140 Shares 207,265 Est. Cost $24.80 Unrealized —
DIS WALT DISNEY CO 0.3%
Value ($000) $5,137 Shares 81,340 Est. Cost $56.11 Unrealized 0.0%
— RIVERBED TECHNOL 0.3%
Value ($000) $5,097 Shares 327,577 Est. Cost $15.56 Unrealized —
AMZN AMAZON.COM INC 0.3%
Value ($000) $4,761 Shares 17,146 Est. Cost $13.32 Unrealized 0.0%
OLN OLIN CORP 0.3%
Value ($000) $4,739 Shares 198,123 Est. Cost $16.80 Unrealized 0.0%
EXC EXELON CORP 0.3%
Value ($000) $4,525 Shares 146,530 Est. Cost $15.41 Unrealized 0.0%
— RYANAIR HLDG-ADR 0.3%
Value ($000) $4,347 Shares 84,364 Est. Cost $51.53 Unrealized —
— OCH-ZIFF CAPIT-A 0.2%
Value ($000) $3,768 Shares 360,878 Est. Cost $10.44 Unrealized —
EQT EQT CORP 0.2%
Value ($000) $3,537 Shares 44,567 Est. Cost $37.67 Unrealized 0.0%
— SPANSION INC-A 0.2%
Value ($000) $3,532 Shares 282,111 Est. Cost $12.52 Unrealized —
ECL ECOLAB INC 0.2%
Value ($000) $2,895 Shares 33,984 Est. Cost $73.48 Unrealized 0.0%
BWA BORGWARNER INC 0.2%
Value ($000) $2,760 Shares 32,040 Est. Cost $29.44 Unrealized 0.0%
EWW ISHARES MSCI MEX 0.2%
Value ($000) $2,563 Shares 39,309 Est. Cost $65.20 Unrealized —
RIG TRANSOCEAN LTD 0.2%
Value ($000) $2,552 Shares 53,225 Est. Cost $50.97 Unrealized 0.0%
— LIBERTY GLOBAL-C 0.2%
Value ($000) $2,547 Shares 37,517 Est. Cost $67.89 Unrealized —
EWZ ISHARES MSCI BRA 0.1%
Value ($000) $2,112 Shares 48,160 Est. Cost $43.85 Unrealized —
— COVIDIEN PLC 0.1%
Value ($000) $2,005 Shares 31,900 Est. Cost $62.85 Unrealized —
— TWENTY-FIRST - B 0.1%
Value ($000) $1,991 Shares 60,660 Est. Cost $32.82 Unrealized —
— ENSCO PLC-CL A 0.1%
Value ($000) $1,895 Shares 32,601 Est. Cost $58.13 Unrealized —
— CTC MEDIA INC 0.1%
Value ($000) $1,672 Shares 150,350 Est. Cost $11.12 Unrealized —
— RDA MICROELE-ADR 0.1%
Value ($000) $1,512 Shares 136,450 Est. Cost $11.08 Unrealized —
— BMC SOFTWARE INC 0.1%
Value ($000) $1,274 Shares 28,219 Est. Cost $45.15 Unrealized —
DSX DIANA SHIPPING I 0.1%
Value ($000) $1,187 Shares 118,207 Est. Cost $5.75 Unrealized 0.0%
— DELL INC 0.1%
Value ($000) $1,186 Shares 88,804 Est. Cost $13.36 Unrealized —
XLU SPDR-UTIL SELECT 0.1%
Value ($000) $1,179 Shares 31,326 Est. Cost $37.64 Unrealized —
XLP SPDR-CONS STAPLE 0.1%
Value ($000) $1,076 Shares 27,126 Est. Cost $39.67 Unrealized —
— VMWARE INC-CL A 0.1%
Value ($000) $1,016 Shares 15,168 Est. Cost $66.98 Unrealized —
XLV SPDR-HEALTH CARE 0.1%
Value ($000) $1,014 Shares 21,296 Est. Cost $47.61 Unrealized —
— ATWOOD OCEANICS 0.1%
Value ($000) $1,012 Shares 19,435 Est. Cost $52.07 Unrealized —
TAP MOLSON COORS-B 0.1%
Value ($000) $957 Shares 20,000 Est. Cost $37.25 Unrealized 0.0%
— NEWFIELD EXPLORA 0.1%
Value ($000) $956 Shares 40,000 Est. Cost $23.90 Unrealized —
— HUDSON CITY BNCP 0.1%
Value ($000) $916 Shares 100,000 Est. Cost $9.16 Unrealized —
— DISCOVERY COMM-C 0.1%
Value ($000) $906 Shares 13,000 Est. Cost $69.69 Unrealized —
— ARBITRON INC 0.0%
Value ($000) $793 Shares 17,066 Est. Cost $46.47 Unrealized —
— ROWAN COMPANIE-A 0.0%
Value ($000) $724 Shares 21,258 Est. Cost $34.06 Unrealized —
— INTERMEC INC 0.0%
Value ($000) $595 Shares 60,575 Est. Cost $9.82 Unrealized —
— NYSE EURONEXT 0.0%
Value ($000) $556 Shares 13,435 Est. Cost $41.38 Unrealized —
— LIFE TECHNOLOGIE 0.0%
Value ($000) $553 Shares 7,467 Est. Cost $74.06 Unrealized —
— GARDNER DENVER 0.0%
Value ($000) $550 Shares 7,314 Est. Cost $75.20 Unrealized —
— AMER GREETINGS-A 0.0%
Value ($000) $537 Shares 29,490 Est. Cost $18.21 Unrealized —
— WMS INDS INC 0.0%
Value ($000) $503 Shares 19,704 Est. Cost $25.53 Unrealized —
— AMERISTAR CASINO 0.0%
Value ($000) $502 Shares 19,080 Est. Cost $26.31 Unrealized —
— CLEARWIRE -CL A 0.0%
Value ($000) $472 Shares 94,786 Est. Cost $4.98 Unrealized —
GRFS GRIFOLS SA-ADR 0.0%
Value ($000) $456 Shares 15,998 Est. Cost $28.50 Unrealized —
— HARBINGER GROUP 0.0%
Value ($000) $448 Shares 59,368 Est. Cost $7.55 Unrealized —
— MPG OFFICE TRUST 0.0%
Value ($000) $352 Shares 112,000 Est. Cost $3.14 Unrealized —
CCL CARNIVAL CORP 0.0%
Value ($000) $279 Shares 8,126 Est. Cost $27.66 Unrealized 0.0%
— HALCON RESOURCES 0.0%
Value ($000) $234 Shares 41,200 Est. Cost $5.68 Unrealized —
— ULTIMATE SOFTWAR 0.0%
Value ($000) $223 Shares 1,900 Est. Cost $117.37 Unrealized —
— THERAVANCE 0.0%
Value ($000) $220 Shares 5,700 Est. Cost $38.60 Unrealized —
— DRIL-QUIP INC 0.0%
Value ($000) $217 Shares 2,400 Est. Cost $90.42 Unrealized —
AMGN AMGEN INC 0.0%
Value ($000) $217 Shares 2,200 Est. Cost $73.34 Unrealized 0.0%
ITW ILLINOIS TOOL WO 0.0%
Value ($000) $214 Shares 3,100 Est. Cost $49.85 Unrealized 0.0%
— SIRIUS XM RADIO 0.0%
Value ($000) $212 Shares 63,300 Est. Cost $3.35 Unrealized —
WSO WATSCO INC 0.0%
Value ($000) $210 Shares 2,500 Est. Cost $84.42 Unrealized 0.0%
— VIRGINIA COMM BA 0.0%
Value ($000) $209 Shares 15,000 Est. Cost $13.93 Unrealized —
— SAPIENT CORP 0.0%
Value ($000) $208 Shares 15,900 Est. Cost $13.08 Unrealized —
— TYCO INTL LTD 0.0%
Value ($000) $208 Shares 6,300 Est. Cost $33.02 Unrealized —
— LIONS GATE 0.0%
Value ($000) $206 Shares 7,500 Est. Cost $27.47 Unrealized —
JAZZ JAZZ PHARMACEUTI 0.0%
Value ($000) $206 Shares 3,000 Est. Cost $61.12 Unrealized 0.0%
— GENESEE & WYOMIN 0.0%
Value ($000) $204 Shares 2,400 Est. Cost $85.00 Unrealized —
ODFL OLD DOMINION FRT 0.0%
Value ($000) $204 Shares 4,900 Est. Cost $12.89 Unrealized 0.0%
— WEBMD HEALTH COR 0.0%
Value ($000) $203 Shares 6,900 Est. Cost $29.42 Unrealized —
HD HOME DEPOT INC 0.0%
Value ($000) $201 Shares 2,600 Est. Cost $56.05 Unrealized 0.0%
WMT WAL-MART STORES 0.0%
Value ($000) $201 Shares 2,700 Est. Cost $19.98 Unrealized 0.0%
ALKS ALKERMES PLC 0.0%
Value ($000) $201 Shares 7,000 Est. Cost $29.15 Unrealized 0.0%
— CABELAS INC 0.0%
Value ($000) $201 Shares 3,100 Est. Cost $64.84 Unrealized —
STWD STARWOOD PROPERT 0.0%
Value ($000) $200 Shares 8,100 Est. Cost $24.69 Unrealized —
— SPRINT NEXTEL CO 0.0%
Value ($000) $199 Shares 28,400 Est. Cost $7.01 Unrealized —
— SILVER BAY REALT 0.0%
Value ($000) $199 Shares 12,000 Est. Cost $16.58 Unrealized —
— REGIS CORP 0.0%
Value ($000) $194 Shares 11,800 Est. Cost $16.44 Unrealized —
— TWO HARBORS INVE 0.0%
Value ($000) $193 Shares 18,800 Est. Cost $10.27 Unrealized —
— MCEWEN MINING IN 0.0%
Value ($000) $165 Shares 98,400 Est. Cost $1.68 Unrealized —
— CHELSEA THERAPEU 0.0%
Value ($000) $104 Shares 45,100 Est. Cost $2.31 Unrealized —
— GOLDEN STAR RES 0.0%
Value ($000) $55 Shares 131,600 Est. Cost $0.42 Unrealized —