0001325091-12-000001.txt : 20120214 0001325091-12-000001.hdr.sgml : 20120214 20120214152045 ACCESSION NUMBER: 0001325091-12-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Marshall Wace North America, L.P. CENTRAL INDEX KEY: 0001325091 IRS NUMBER: 470943020 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11377 FILM NUMBER: 12608584 BUSINESS ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 BUSINESS PHONE: 203-625-3200 MAIL ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 FORMER COMPANY: FORMER CONFORMED NAME: Marshall Wace North America L.P. DATE OF NAME CHANGE: 20050426 13F-HR 1 mwna4q11.txt MWNA 4Q11 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Dec 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 North America, L.P. Address: 3 River Rd., Cos Cob, CT 06807 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 Operations - Americas Phone: 203.625.3200 Signature, Place and Date of Signing: February 14, 2012 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: 631 Form 13F Information Table Value Total: 607405(*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 3M CO COMMON STOCK 88579Y101 198 2419 SH SOLE 0 2419 0 0 D ABBOTT LABS COMMON STOCK 002824100 376 6689 SH SOLE 0 6689 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 362 7419 SH SOLE 0 7419 0 0 D ACACIA RESEARCH COMMON STOCK 003881307 4987 136582 SH SOLE 0 136582 0 0 D ACCENTURE PLC-A COMMON STOCK IE00B4BNMY34 3759 70618 SH SOLE 0 70618 0 0 D ACTIVISION BLIZZ COMMON STOCK 00507V109 2329 189053 SH SOLE 0 189053 0 0 D ACTUANT CORP-A COMMON STOCK 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72835 SH SOLE 0 72835 0 0 D SUPERVALU INC COMMON STOCK 868536103 245 30134 SH SOLE 0 30134 0 0 D SUSQUEHAN BNCSHS COMMON STOCK 869099101 224 26771 SH SOLE 0 26771 0 0 D SUSSER HOLDINGS COMMON STOCK 869233106 1555 68754 SH SOLE 0 68754 0 0 D SXC HEALTH SOLUT COMMON STOCK 78505P100 160 2832 SH SOLE 0 2832 0 0 D SYCAMORE NETWORK COMMON STOCK 871206405 847 47337 SH SOLE 0 47337 0 0 D SYNAPTICS INC COMMON STOCK 87157D109 260 8635 SH SOLE 0 8635 0 0 D SYNOVUS FINL COMMON STOCK 87161C105 13 9095 SH SOLE 0 9095 0 0 D SYNTEL INC COMMON STOCK 87162H103 267 5718 SH SOLE 0 5718 0 0 D SYNTHES-STRATEC COMMON STOCK 87162M409 223 1416 SH SOLE 0 1416 0 0 D SYSCO CORP COMMON STOCK 871829107 17 567 SH SOLE 0 567 0 0 D T ROWE PRICE GRP COMMON STOCK 74144T108 27 468 SH SOLE 0 468 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 5595 412928 SH SOLE 0 412928 0 0 D TALEO CORP-A COMMON STOCK 87424N104 583 15073 SH SOLE 0 15073 0 0 D TARGET CORP COMMON STOCK 87612E106 153 2979 SH SOLE 0 2979 0 0 D TAUBMAN CENTERS COMMON STOCK 876664103 178 2870 SH SOLE 0 2870 0 0 D TD AMERITRADE HO COMMON STOCK 87236Y108 593 37890 SH SOLE 0 37890 0 0 D TECHNE CORP COMMON STOCK 878377100 116 1698 SH SOLE 0 1698 0 0 D TELECOM ARGE-ADR ADRS STOCK 879273209 208 11617 SH SOLE 0 11617 0 0 D TELEFONICA B-ADR ADRS STOCK 87936R106 255 9317 SH SOLE 0 9317 0 0 D TELUS CORP-NON V COMMON STOCK 87971M202 277 5175 SH SOLE 0 5175 0 0 D TEMPUR-PEDIC INT COMMON STOCK 88023U101 154 2923 SH SOLE 0 2923 0 0 D TENARIS-ADR ADRS STOCK 88031M109 55 1491 SH SOLE 0 1491 0 0 D TENET HEALTHCARE COMMON STOCK 88033G100 500 97428 SH SOLE 0 97428 0 0 D TENNECO INC COMMON STOCK 880349105 731 24547 SH SOLE 0 24547 0 0 D TERADYNE INC COMMON STOCK 880770102 823 60349 SH SOLE 0 60349 0 0 D TESORO CORP COMMON STOCK 881609101 156 6660 SH SOLE 0 6660 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 252 15022 SH SOLE 0 15022 0 0 D TETRA TECH INC COMMON STOCK 88162G103 161 7443 SH SOLE 0 7443 0 0 D TEXAS INSTRUMENT COMMON STOCK 882508104 270 9271 SH SOLE 0 9271 0 0 D THERAVANCE COMMON STOCK 88338T104 963 43594 SH SOLE 0 43594 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 1960 81969 SH SOLE 0 81969 0 0 D TIFFANY & CO COMMON STOCK 886547108 48 725 SH SOLE 0 725 0 0 D TIM PARTICIP-ADR ADRS STOCK 88706P205 457 17726 SH SOLE 0 17726 0 0 D TIMKEN CO COMMON STOCK 887389104 179 4623 SH SOLE 0 4623 0 0 D TITAN MACHINERY COMMON STOCK 88830R101 540 24870 SH SOLE 0 24870 0 0 D TIVO INC COMMON STOCK 888706108 654 72940 SH SOLE 0 72940 0 0 D TJX COS INC COMMON STOCK 872540109 2400 37173 SH SOLE 0 37173 0 0 D TOTAL SA-SP ADR ADRS STOCK 89151E109 813 15906 SH SOLE 0 15906 0 0 D TOTAL SYS SERVS COMMON STOCK 891906109 1524 77899 SH SOLE 0 77899 0 0 D TRANS1 INC COMMON STOCK 89385X105 170 91187 SH SOLE 0 91187 0 0 D TRANSOCEAN LTD COMMON STOCK CH0048265513 345 8985 SH SOLE 0 8985 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 3310 55947 SH SOLE 0 55947 0 0 D TRIANGLE CAPITAL COMMON STOCK 895848109 264 13802 SH SOLE 0 13802 0 0 D TRIUMPH GROUP COMMON STOCK 896818101 776 13277 SH SOLE 0 13277 0 0 D TRW AUTOMOTIVE COMMON STOCK 87264S106 740 22702 SH SOLE 0 22702 0 0 D TW TELECOM INC COMMON STOCK 87311L104 2259 116585 SH SOLE 0 116585 0 0 D TWO HARBORS INVE COMMON STOCK 90187B101 1161 125671 SH SOLE 0 125671 0 0 D TYCO INTL LTD COMMON STOCK CH0100383485 2225 47636 SH SOLE 0 47636 0 0 D UBIQUITI NETWORK COMMON STOCK 90347A100 517 28383 SH SOLE 0 28383 0 0 D ULTA SALON COSME COMMON STOCK 90384S303 130 2005 SH SOLE 0 2005 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 1899 64089 SH SOLE 0 64089 0 0 D UNDER ARMOUR-A COMMON STOCK 904311107 18 257 SH SOLE 0 257 0 0 D UNISYS CORP COMMON STOCK 909214306 314 15908 SH SOLE 0 15908 0 0 D UNITED NATURAL COMMON STOCK 911163103 312 7804 SH SOLE 0 7804 0 0 D UNITED PARCEL-B COMMON STOCK 911312106 188 2565 SH SOLE 0 2565 0 0 D UNITED RENTALS COMMON STOCK 911363109 1340 45342 SH SOLE 0 45342 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 1075 22742 SH SOLE 0 22742 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 1453 28666 SH SOLE 0 28666 0 0 D UNIVERSAL CORP COMMON STOCK 913456109 349 7600 SH SOLE 0 7600 0 0 D UNIVERSAL HLTH-B COMMON STOCK 913903100 2709 69700 SH SOLE 0 69700 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 34 1230 SH SOLE 0 1230 0 0 D US BANCORP COMMON STOCK 902973304 2843 105091 SH SOLE 0 105091 0 0 D VALEANT PHARMACE COMMON STOCK 91911K102 1593 34127 SH SOLE 0 34127 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 303 14396 SH SOLE 0 14396 0 0 D VALIDUS HOLDINGS COMMON STOCK BMG9319H1025 2927 92907 SH SOLE 0 92907 0 0 D VALMONT INDS COMMON STOCK 920253101 991 10918 SH SOLE 0 10918 0 0 D VARIAN MEDICAL S COMMON STOCK 92220P105 982 14629 SH SOLE 0 14629 0 0 D VERIFONE SYSTEMS COMMON STOCK 92342Y109 356 10010 SH SOLE 0 10010 0 0 D VERISIGN INC COMMON STOCK 92343E102 1033 28931 SH SOLE 0 28931 0 0 D VERISK ANALYTI-A COMMON STOCK 92345Y106 117 2907 SH SOLE 0 2907 0 0 D VERTEX PHARM COMMON STOCK 92532F100 60 1798 SH SOLE 0 1798 0 0 D VF CORP COMMON STOCK 918204108 20 160 SH SOLE 0 160 0 0 D VIACOM INC-B COMMON STOCK 92553P201 41 901 SH SOLE 0 901 0 0 D VIRNETX HOLDING COMMON STOCK 92823T108 306 12266 SH SOLE 0 12266 0 0 D VISHAY INTERTECH COMMON STOCK 928298108 325 36108 SH SOLE 0 36108 0 0 D VISTAPRINT NV COMMON STOCK NL0009272269 123 4019 SH SOLE 0 4019 0 0 D VMWARE INC-CL A COMMON STOCK 928563402 2502 30075 SH SOLE 0 30075 0 0 D VODAFONE GRP-ADR ADRS STOCK 92857W209 341 12169 SH SOLE 0 12169 0 0 D VORNADO RLTY TST COMMON STOCK 929042109 180 2344 SH SOLE 0 2344 0 0 D VULCAN MATERIALS COMMON STOCK 929160109 658 16728 SH SOLE 0 16728 0 0 D W&T OFFSHORE INC COMMON STOCK 92922P106 431 20305 SH SOLE 0 20305 0 0 D WABCO HOLDINGS COMMON STOCK 92927K102 130 3001 SH SOLE 0 3001 0 0 D WABTEC CORP COMMON STOCK 929740108 1211 17314 SH SOLE 0 17314 0 0 D WADDELL & REED-A COMMON STOCK 930059100 99 3980 SH SOLE 0 3980 0 0 D WALGREEN CO COMMON STOCK 931422109 29 885 SH SOLE 0 885 0 0 D WAL-MART STORES COMMON STOCK 931142103 603 10086 SH SOLE 0 10086 0 0 D WALT DISNEY CO COMMON STOCK 254687106 5029 134109 SH SOLE 0 134109 0 0 D WALTER INVESTMEN COMMON STOCK 93317W102 193 9431 SH SOLE 0 9431 0 0 D WARNACO GROUP IN COMMON STOCK 934390402 125 2507 SH SOLE 0 2507 0 0 D WARNER CHILCOT-A COMMON STOCK IE00B446CM77 456 30131 SH SOLE 0 30131 0 0 D WATSON PHARM COMMON STOCK 942683103 3038 50347 SH SOLE 0 50347 0 0 D WEATHERFORD INTL COMMON STOCK CH0038838394 6628 452749 SH SOLE 0 452749 0 0 D WEBMD HEALTH COR COMMON STOCK 94770V102 356 9482 SH SOLE 0 9482 0 0 D WEBSENSE INC COMMON STOCK 947684106 141 7542 SH SOLE 0 7542 0 0 D WEIGHT WATCHERS COMMON STOCK 948626106 4004 72789 SH SOLE 0 72789 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 2682 97319 SH SOLE 0 97319 0 0 D WENDYS CO/THE COMMON STOCK 95058W100 20 3739 SH SOLE 0 3739 0 0 D WESTERN DIGITAL COMMON STOCK 958102105 51 1651 SH SOLE 0 1651 0 0 D WESTERN UNION COMMON STOCK 959802109 270 14812 SH SOLE 0 14812 0 0 D WHOLE FOODS MKT COMMON STOCK 966837106 1590 22851 SH SOLE 0 22851 0 0 D WILLIAMS-SONOMA COMMON STOCK 969904101 380 9870 SH SOLE 0 9870 0 0 D WILLIS GRP HLDGS COMMON STOCK IE00B4XGY116 588 15159 SH SOLE 0 15159 0 0 D WINTRUST FINL COMMON STOCK 97650W108 266 9485 SH SOLE 0 9485 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 355 21672 SH SOLE 0 21672 0 0 D WW GRAINGER INC COMMON STOCK 384802104 16 83 SH SOLE 0 83 0 0 D XL GROUP PLC COMMON STOCK IE00B5LRLL25 147 7449 SH SOLE 0 7449 0 0 D YAHOO! INC COMMON STOCK 984332106 3597 222992 SH SOLE 0 222992 0 0 D YANDEX NV-A COMMON STOCK NL0009805522 1011 51308 SH SOLE 0 51308 0 0 D YPF SA-ADR ADRS STOCK 984245100 814 23485 SH SOLE 0 23485 0 0 D YUM! BRANDS INC COMMON STOCK 988498101 157 2667 SH SOLE 0 2667 0 0 D ZAGG INC COMMON STOCK 98884U108 308 43509 SH SOLE 0 43509 0 0 D ZIMMER HLDGS COMMON STOCK 98956P102 2585 48385 SH SOLE 0 48385 0 0 D ZYNGA INC- CL A COMMON STOCK 98986T108 147 15648 SH SOLE 0 15648 0 0 S REPORT SUMMARY 631 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED