0001318757-11-000003.txt : 20110513 0001318757-11-000003.hdr.sgml : 20110513 20110513142714 ACCESSION NUMBER: 0001318757-11-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Marshall Wace LLP CENTRAL INDEX KEY: 0001318757 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11304 FILM NUMBER: 11839941 BUSINESS ADDRESS: STREET 1: THE ADELPHI STREET 2: 1-11 JOHN ADAM STREET CITY: LONDON STATE: X0 ZIP: WC2N 6HT BUSINESS PHONE: 44-207-316-2251 MAIL ADDRESS: STREET 1: THE ADELPHI STREET 2: 1-11 JOHN ADAM STREET CITY: LONDON STATE: X0 ZIP: WC2N 6HT 13F-HR 1 mwllp1q11.txt MWLLP 1Q11 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Mar 31, 2011 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Marshall Wace LLP Address: 13th Floor, The Adelphi, 1/11 John Adam St., London WC2N 6HT 13 File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form Person Signing this Report on Behalf of Reporting Manager: Name: Christopher Messiana Title: Head of North American Operations - MWNA LP Phone: 203.625.3200 Signature, Place and Date of Signing: May 13, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 119 Form 13F Information Table Value Total: 193834(*1000) FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ---------------------------- ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- - D ALCATEL-LUCE-ADR ADRS STOCK 013904305 1387 238749 SH SOLE 0 238749 0 0 D ALEXION PHARM COMMON STOCK 015351109 771 7816 SH SOLE 0 7816 0 0 D ALLIANT ENERGY COMMON STOCK 018802108 57 1464 SH SOLE 0 1464 0 0 D ALTERA CORP COMMON STOCK 021441100 41 931 SH SOLE 0 931 0 0 D AMEDISYS INC COMMON STOCK 023436108 35 1001 SH SOLE 0 1001 0 0 D AMEREN CORP COMMON STOCK 023608102 51 1832 SH SOLE 0 1832 0 0 D AMERICAN WATER W COMMON STOCK 030420103 63 2249 SH SOLE 0 2249 0 0 D AMKOR TECH INC COMMON STOCK 031652100 29 4295 SH SOLE 0 4295 0 0 D AMPHENOL CORP-A COMMON STOCK 032095101 30 545 SH SOLE 0 545 0 0 D ANADARKO PETROLE COMMON STOCK 032511107 83 1008 SH SOLE 0 1008 0 0 D APOLLO GROUP-A COMMON STOCK 037604105 23 550 SH SOLE 0 550 0 0 D ARM HOLDINGS-ADR COMMON STOCK 042068106 1772 62913 SH SOLE 0 62913 0 0 D ARROW ELECTRONIC COMMON STOCK 042735100 128 3046 SH SOLE 0 3046 0 0 D ATWOOD OCEANICS COMMON STOCK 050095108 44 950 SH SOLE 0 950 0 0 D BHP BILLITON-ADR ADRS STOCK 05545E209 4080 51255 SH SOLE 0 51255 0 0 D BLACKROCK INC COMMON STOCK 09247X101 790 3929 SH SOLE 0 3929 0 0 D BROADCOM CORP-A COMMON STOCK 111320107 30 752 SH SOLE 0 752 0 0 D CA INC COMMON STOCK 12673P105 32 1309 SH SOLE 0 1309 0 0 D CACI INTL-A COMMON STOCK 127190304 36 581 SH SOLE 0 581 0 0 D CAREER EDUCATION COMMON STOCK 141665109 30 1339 SH SOLE 0 1339 0 0 D CARNIVAL CORP COMMON STOCK 143658300 165 4297 SH SOLE 0 4297 0 0 D CARTERS INC COMMON STOCK 146229109 30 1037 SH SOLE 0 1037 0 0 D CATALYST HEALTH COMMON STOCK 14888B103 32 579 SH SOLE 0 579 0 0 D CBS CORP-B COMMON STOCK 124857202 86 3447 SH SOLE 0 3447 0 0 D CHESAPEAKE ENERG COMMON STOCK 165167107 81 2417 SH SOLE 0 2417 0 0 D CHEVRON CORP COMMON STOCK 166764100 34 320 SH SOLE 0 320 0 0 D CITIGROUP INC COMMON STOCK 172967424 4365 987631 SH SOLE 0 987631 0 0 D COMMUNITY HEALTH COMMON STOCK 203668108 35 870 SH SOLE 0 870 0 0 D COOPER TIRE & RU COMMON STOCK 216831107 4329 168111 SH SOLE 0 168111 0 0 D CREDICORP LTD COMMON STOCK BMG2519Y1084 11597 110525 SH SOLE 0 110525 0 0 D CREXUS INVESTMEN COMMON STOCK 226553105 362 31700 SH SOLE 0 31700 0 0 D CTC MEDIA INC COMMON STOCK 12642X106 574 24360 SH SOLE 0 24360 0 0 D DANAHER CORP COMMON STOCK 235851102 33 637 SH SOLE 0 637 0 0 D DENTSPLY INTL COMMON STOCK 249030107 31 837 SH SOLE 0 837 0 0 D DEVRY INC COMMON STOCK 251893103 33 605 SH SOLE 0 605 0 0 D DISH NETWORK-A COMMON STOCK 25470M109 33 1354 SH SOLE 0 1354 0 0 D DJIA MINI e-CBOT Jun11 FUTURE DMM1 417 34 SH SOLE 0 34 0 0 D DR PEPPER SNAPPL COMMON STOCK 26138E109 3423 92121 SH SOLE 0 92121 0 0 D DTE ENERGY CO COMMON STOCK 233331107 54 1104 SH SOLE 0 1104 0 0 D EBAY INC COMMON STOCK 278642103 32 1036 SH SOLE 0 1036 0 0 D EDISON INTL COMMON STOCK 281020107 55 1505 SH SOLE 0 1505 0 0 D ELAN CORP-ADR ADRS STOCK 284131208 1517 220561 SH SOLE 0 220561 0 0 D EMERGENCY MEDICA COMMON STOCK 29100P102 31 495 SH SOLE 0 495 0 0 D ENERPLUS RESOUR COMMON STOCK 292766102 22 700 SH SOLE 0 700 0 0 D ENTERGY CORP COMMON STOCK 29364G103 44 656 SH SOLE 0 656 0 0 D FELCOR LODGING COMMON STOCK 31430F101 213 34700 SH SOLE 0 34700 0 0 D FIRSTENERGY CORP COMMON STOCK 337932107 55 1476 SH SOLE 0 1476 0 0 D FISERV INC COMMON STOCK 337738108 30 471 SH SOLE 0 471 0 0 D FLOWSERVE CORP COMMON STOCK 34354P105 33 253 SH SOLE 0 253 0 0 D FOREST LABS INC COMMON STOCK 345838106 27 845 SH SOLE 0 845 0 0 D GARMIN LTD COMMON STOCK CH0114405324 1250 36920 SH SOLE 0 36920 0 0 D GEORGIA GULF COMMON STOCK 373200302 3547 95861 SH SOLE 0 95861 0 0 D GOLD 100 OZ FUTR May11 FUTURE GCK1 3 SH SOLE 0 3 0 0 D GOODYEAR TIRE COMMON STOCK 382550101 5629 375743 SH SOLE 0 375743 0 0 D HENRY SCHEIN INC COMMON STOCK 806407102 32 454 SH SOLE 0 454 0 0 D HERSHEY CO/THE COMMON STOCK 427866108 4765 87672 SH SOLE 0 87672 0 0 D HERTZ GLOBAL HOL COMMON STOCK 42805T105 4029 257800 SH SOLE 0 257800 0 0 D INTUIT INC COMMON STOCK 461202103 123 2320 SH SOLE 0 2320 0 0 D IPATH-S&P M/T FU ETF STOCK 06740C519 257 4673 SH SOLE 0 4673 0 0 D ISHARES FT/XI CH ETF STOCK 464287184 2601 57910 SH SOLE 0 57910 0 0 D ISHARES-EMG MKT ETF STOCK 464287234 3951 81178 SH SOLE 0 81178 0 0 D ITT EDUCATIONAL COMMON STOCK 45068B109 32 446 SH SOLE 0 446 0 0 D JACK HENRY COMMON STOCK 426281101 34 1014 SH SOLE 0 1014 0 0 D LIFEPOINT HOSPIT COMMON STOCK 53219L109 31 768 SH SOLE 0 768 0 0 D MAIDENFORM BRAND COMMON STOCK 560305104 25 892 SH SOLE 0 892 0 0 D MCKESSON CORP COMMON STOCK 58155Q103 33 417 SH SOLE 0 417 0 0 D MEAD JOHNSON NUT COMMON STOCK 582839106 42376 731511 SH SOLE 0 731511 0 0 D MEDCO HEALTH SOL COMMON STOCK 58405U102 31 554 SH SOLE 0 554 0 0 D MELLANOX TECHNOL COMMON STOCK IL0011017329 37 1460 SH SOLE 0 1460 0 0 D MERCK & CO COMMON STOCK 58933Y105 23 702 SH SOLE 0 702 0 0 D METROPCS COMMUNI COMMON STOCK 591708102 89 5509 SH SOLE 0 5509 0 0 D MICRON TECH COMMON STOCK 595112103 41 3546 SH SOLE 0 3546 0 0 D MICROSOFT CORP COMMON STOCK 594918104 26 1029 SH SOLE 0 1029 0 0 D MILLICOM INTL COMMON STOCK LU0038705702 2157 22427 SH SOLE 0 22427 0 0 D MITSUBISHI U-ADR ADRS STOCK 606822104 3361 730654 SH SOLE 0 730654 0 0 D MIZUHO FINAN-ADR ADRS STOCK 60687Y109 2465 742423 SH SOLE 0 742423 0 0 D MOBILE TELES-ADR ADRS STOCK 607409109 3880 182745 SH SOLE 0 182745 0 0 D MOSAIC CO/THE COMMON STOCK 61945A107 5569 70715 SH SOLE 0 70715 0 0 D MOTOROLA MOBILIT COMMON STOCK 620097105 10 393 SH SOLE 0 393 0 0 D MOTOROLA SOLUTIO COMMON STOCK 620076307 20 450 SH SOLE 0 450 0 0 D NATL OILWELL VAR COMMON STOCK 637071101 159 2010 SH SOLE 0 2010 0 0 D NEUSTAR INC-CL A COMMON STOCK 64126X201 27 1061 SH SOLE 0 1061 0 0 D NISOURCE INC COMMON STOCK 65473P105 56 2931 SH SOLE 0 2931 0 0 D NOVARTIS AG-ADR ADRS STOCK 66987V109 7766 142884 SH SOLE 0 142884 0 0 D NOVELLUS SYS COMMON STOCK 670008101 37 1006 SH SOLE 0 1006 0 0 D NRG ENERGY COMMON STOCK 629377508 52 2424 SH SOLE 0 2424 0 0 D OMNICARE INC COMMON STOCK 681904108 76 2520 SH SOLE 0 2520 0 0 D ON SEMICONDUCTOR COMMON STOCK 682189105 38 3834 SH SOLE 0 3834 0 0 D ORACLE CORP COMMON STOCK 68389X105 602 18000 SH SOLE 0 18000 0 0 D PATTERSON COS COMMON STOCK 703395103 30 945 SH SOLE 0 945 0 0 D PEPCO HOLDINGS COMMON STOCK 713291102 53 2839 SH SOLE 0 2839 0 0 D PINNACLE WEST COMMON STOCK 723484101 55 1279 SH SOLE 0 1279 0 0 D PLAINS EXPLORATI COMMON STOCK 726505100 76 2099 SH SOLE 0 2099 0 0 D QUEST DIAGNOSTIC COMMON STOCK 74834L100 31 544 SH SOLE 0 544 0 0 D ROWAN COMPANIES COMMON STOCK 779382100 82 1848 SH SOLE 0 1848 0 0 D ROYAL CARIBBEAN COMMON STOCK LR0008862868 77 1856 SH SOLE 0 1856 0 0 D SMART MODULAR TE COMMON STOCK KYG822451046 1602 206481 SH SOLE 0 206481 0 0 D SOHU.COM INC COMMON STOCK 83408W103 6136 68662 SH SOLE 0 68662 0 0 D STRAYER EDUCATIO COMMON STOCK 863236105 22 165 SH SOLE 0 165 0 0 D SUMITOMO MIT-ADR ADRS STOCK 86562M209 2306 368907 SH SOLE 0 368907 0 0 D SUPERVALU INC COMMON STOCK 868536103 21 2369 SH SOLE 0 2369 0 0 D SYMANTEC CORP COMMON STOCK 871503108 33 1788 SH SOLE 0 1788 0 0 D SYNTEL INC COMMON STOCK 87162H103 31 603 SH SOLE 0 603 0 0 D SYNUTRA INTERNAT COMMON STOCK 87164C102 390 33887 SH SOLE 0 33887 0 0 D TAL INTERNATIONA COMMON STOCK 874083108 170 4700 SH SOLE 0 4700 0 0 D TELEPHONE & DATA COMMON STOCK 879433100 57 1694 SH SOLE 0 1694 0 0 D TERADYNE INC COMMON STOCK 880770102 45 2504 SH SOLE 0 2504 0 0 D TEXAS INSTRUMENT COMMON STOCK 882508104 35 1027 SH SOLE 0 1027 0 0 D TRANSOCEAN INC COMMON STOCK CH0048265513 75 966 SH SOLE 0 966 0 0 D UNIVERSAL TECHNI COMMON STOCK 913915104 28 1451 SH SOLE 0 1451 0 0 D VARIAN SEMI EQUI COMMON STOCK 922207105 45 933 SH SOLE 0 933 0 0 D VF CORP COMMON STOCK 918204108 33 330 SH SOLE 0 330 0 0 D VIMPELCOM LT-ADR ADRS STOCK 92719A106 720 50959 SH SOLE 0 50959 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 48973 1762258 SH SOLE 0 1762258 0 0 D WARNACO GROUP IN COMMON STOCK 934390402 31 534 SH SOLE 0 534 0 0 D WESTERN UNION COMMON STOCK 959802109 32 1517 SH SOLE 0 1517 0 0 D XCEL ENERGY INC COMMON STOCK 98389B100 55 2302 SH SOLE 0 2302 0 0 D XILINX INC COMMON STOCK 983919101 32 984 SH SOLE 0 984 0 0 D YAHOO! INC COMMON STOCK 984332106 31 1835 SH SOLE 0 1835 0 0 S REPORT SUMMARY 119 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED