-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AEA7nG9PN8/EO0AswLN3ZyVItej91miRQChx7hIi+IG8PBv2P9z4dy5FXiEvfcv5 TAlQrwrPlobDWyQy3sfqZQ== 0001325091-10-000002.txt : 20100210 0001325091-10-000002.hdr.sgml : 20100210 20100210141359 ACCESSION NUMBER: 0001325091-10-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100210 DATE AS OF CHANGE: 20100210 EFFECTIVENESS DATE: 20100210 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: 10587414 BUSINESS ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 55 RAILROAD AVENUE CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-625-3200 MAIL ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 55 RAILROAD AVENUE CITY: GREENWICH STATE: CT ZIP: 06830 FORMER COMPANY: FORMER CONFORMED NAME: Marshall Wace North America L.P. DATE OF NAME CHANGE: 20050426 13F-HR 1 mwna4q09.txt MWNA 13F 4Q09 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 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: 55 Railroad Ave., Greenwich, CT 06830 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 10, 2009 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: 744 Form 13F Information Table Value Total: 647904 (*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 3COM CORP COMMON STOCK 885535104 481 64138 SH SOLE 0 64138 0 0 D 3PAR INC COMMON STOCK 88580F109 152 12810 SH SOLE 0 12810 0 0 D Aarons Inc COMMON STOCK 002535201 553 19957 SH SOLE 0 19957 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 17 488 SH SOLE 0 488 0 0 D AC MOORE ARTS COMMON STOCK 00086T103 95 32270 SH SOLE 0 32270 0 0 D ACE LTD COMMON STOCK CH0044328745 509 10095 SH SOLE 0 10095 0 0 D ADTRAN INC COMMON STOCK 00738A106 478 21188 SH SOLE 0 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PARTNERRE LTD COMMON STOCK BMG6852T1053 2644 35415 SH SOLE 0 35415 0 0 D PATTERSON COS COMMON STOCK 703395103 1313 46931 SH SOLE 0 46931 0 0 D PAYCHEX INC COMMON STOCK 704326107 1 18 SH SOLE 0 18 0 0 D PEABODY ENERGY COMMON STOCK 704549104 213 4710 SH SOLE 0 4710 0 0 D PEGASYSTEMS INC COMMON STOCK 705573103 636 18720 SH SOLE 0 18720 0 0 D PENN VIRGINIA COMMON STOCK 707882106 735 34544 SH SOLE 0 34544 0 0 D PENNYMAC MORTGAG COMMON STOCK 70931T103 97 5617 SH SOLE 0 5617 0 0 D PENTAIR INC COMMON STOCK 709631105 632 19579 SH SOLE 0 19579 0 0 D PEOPLES UNITED COMMON STOCK 712704105 1884 112820 SH SOLE 0 112820 0 0 D PEP BOYS MM&J COMMON STOCK 713278109 741 87604 SH SOLE 0 87604 0 0 D PEPSICO INC COMMON STOCK 713448108 0 7 SH SOLE 0 7 0 0 D PETROBRAS SA-ADR ADRS STOCK 71654V408 2626 55066 SH SOLE 0 55066 0 0 D PETROHAWK ENERGY COMMON STOCK 716495106 5825 242827 SH SOLE 0 242827 0 0 D PETSMART INC COMMON STOCK 716768106 1114 41740 SH SOLE 0 41740 0 0 D PFIZER INC COMMON STOCK 717081103 1543 84827 SH SOLE 0 84827 0 0 D PHASE FORWARD IN COMMON STOCK 71721R406 393 25603 SH SOLE 0 25603 0 0 D PHILIP MORRIS COMMON STOCK 718172109 839 17407 SH SOLE 0 17407 0 0 D PHOENIX COS COMMON STOCK 71902E109 188 67483 SH SOLE 0 67483 0 0 D PILGRIMS PRIDE COMMON STOCK 72147K108 54 6022 SH SOLE 0 6022 0 0 D PINNACLE WEST COMMON STOCK 723484101 1971 53874 SH SOLE 0 53874 0 0 D PITNEY BOWES INC COMMON STOCK 724479100 39 1692 SH SOLE 0 1692 0 0 D PLANTRONICS INC COMMON STOCK 727493108 90 3453 SH SOLE 0 3453 0 0 D PLATINUM GROUP M COMMON STOCK 72765Q205 26 12204 SH SOLE 0 12204 0 0 D PLEXUS CORP COMMON STOCK 729132100 86 3027 SH SOLE 0 3027 0 0 D PNC FINANCIAL SE COMMON STOCK 693475105 662 12546 SH SOLE 0 12546 0 0 D POLO RALPH LAURE COMMON STOCK 731572103 171 2116 SH SOLE 0 2116 0 0 D POLYCOM INC COMMON STOCK 73172K104 545 21835 SH SOLE 0 21835 0 0 D POLYMET MINING COMMON STOCK 731916102 75 24366 SH SOLE 0 24366 0 0 D POWERSHARES DB A COMMON STOCK 73936B408 135 5092 SH SOLE 0 5092 0 0 D POWERSH-QQQ COMMON STOCK 73935A104 819 17900 SH SOLE 0 17900 0 0 D PRECISION DRILLI COMMON STOCK 740215108 1789 246800 SH SOLE 0 246800 0 0 D PROGRESSIVE CORP COMMON STOCK 743315103 10 580 SH SOLE 0 580 0 0 D PROSPECT CAPITAL COMMON STOCK 74348T102 39 3337 SH SOLE 0 3337 0 0 D PROTECTIVE LIFE COMMON STOCK 743674103 230 13888 SH SOLE 0 13888 0 0 D PRUDENTL FINL COMMON STOCK 744320102 1355 27232 SH SOLE 0 27232 0 0 D PSS WORLD MEDICA COMMON STOCK 69366A100 572 25309 SH SOLE 0 25309 0 0 D PSYCHIATRIC SOLU COMMON STOCK 74439H108 40 1891 SH SOLE 0 1891 0 0 D PUB SERV ENTERP COMMON STOCK 744573106 271 8153 SH SOLE 0 8153 0 0 D PULTE HOMES INC COMMON STOCK 745867101 7 680 SH SOLE 0 680 0 0 D QIAGEN NV COMMON STOCK NL0000240000 400 17906 SH SOLE 0 17906 0 0 D QKL STORES INC COMMON STOCK 74732Y105 256 38172 SH SOLE 0 38172 0 0 D QUALCOMM INC COMMON STOCK 747525103 1114 24076 SH SOLE 0 24076 0 0 D QUALITY SYSTEMS COMMON STOCK 747582104 1859 29603 SH SOLE 0 29603 0 0 D QUANEX BUILDING COMMON STOCK 747619104 953 56173 SH SOLE 0 56173 0 0 D RACKSPACE HOSTIN COMMON STOCK 750086100 1597 76592 SH SOLE 0 76592 0 0 D RADIAN GROUP INC COMMON STOCK 750236101 96 13151 SH SOLE 0 13151 0 0 D RADIOSHACK CORP COMMON STOCK 750438103 4936 253139 SH SOLE 0 253139 0 0 D RALCORP HLDGS COMMON STOCK 751028101 1102 18460 SH SOLE 0 18460 0 0 D RED ROBIN GOURME COMMON STOCK 75689M101 1053 58832 SH SOLE 0 58832 0 0 D REDDY ICE HOLD COMMON STOCK 75734R105 883 205865 SH SOLE 0 205865 0 0 D REGENCY CENTERS COMMON STOCK 758849103 1156 32980 SH SOLE 0 32980 0 0 D REGIONS FINANCIA COMMON STOCK 7591EP100 1291 244102 SH SOLE 0 244102 0 0 D RELIANCE STEEL COMMON STOCK 759509102 12 272 SH SOLE 0 272 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 166 3127 SH SOLE 0 3127 0 0 D RENESOLA LTD-ADR ADRS STOCK 75971T103 324 68107 SH SOLE 0 68107 0 0 D RENT-A-CENTER COMMON STOCK 76009N100 36 2007 SH SOLE 0 2007 0 0 D RESEARCH IN MOTI COMMON STOCK 760975102 58 861 SH SOLE 0 861 0 0 D REYNOLDS AMERICA COMMON STOCK 761713106 20 384 SH SOLE 0 384 0 0 D RIGEL PHARMACEUT COMMON STOCK 766559603 876 92151 SH SOLE 0 92151 0 0 D RIO TINTO-ADR ADRS STOCK 767204100 888 4121 SH SOLE 0 4121 0 0 D ROBERT HALF INTL COMMON STOCK 770323103 2591 96918 SH SOLE 0 96918 0 0 D ROPER INDS COMMON STOCK 776696106 689 13164 SH SOLE 0 13164 0 0 D ROSETTA RESOURCE COMMON STOCK 777779307 772 38762 SH SOLE 0 38762 0 0 D ROSS STORES INC COMMON STOCK 778296103 29 668 SH SOLE 0 668 0 0 D ROYAL CARIBBEAN COMMON STOCK LR0008862868 806 31868 SH SOLE 0 31868 0 0 D RPM INTL INC COMMON STOCK 749685103 83 4106 SH SOLE 0 4106 0 0 D RR DONNELLEY & S COMMON STOCK 257867101 28 1235 SH SOLE 0 1235 0 0 D RTI INTL METALS COMMON STOCK 74973W107 1637 65022 SH SOLE 0 65022 0 0 D S&P 400 ENERGY INDEX COMMON STOCK US78380V2060 2689 4446 SH SOLE 0 4446 0 0 D SABESP-ADR ADRS STOCK 20441A102 431 11022 SH SOLE 0 11022 0 0 D SALESFORCE.COM COMMON STOCK 79466L302 851 11533 SH SOLE 0 11533 0 0 D SALIX PHARM COMMON STOCK 795435106 1175 46270 SH SOLE 0 46270 0 0 D SANOFI-AVENT-ADR ADRS STOCK 80105N105 20 498 SH SOLE 0 498 0 0 D SAPIENT CORP COMMON STOCK 803062108 2211 267388 SH SOLE 0 267388 0 0 D SAVIENT PHARMACE COMMON STOCK 80517Q100 540 39666 SH SOLE 0 39666 0 0 D SCHLUMBERGER LTD COMMON STOCK 806857108 337 5174 SH SOLE 0 5174 0 0 D SCHULMAN (A) COMMON STOCK 808194104 425 21074 SH SOLE 0 21074 0 0 D SCHWAB (CHARLES) COMMON STOCK 808513105 1691 89874 SH SOLE 0 89874 0 0 D SCRIPPS NET-CL A COMMON STOCK 811065101 11 263 SH SOLE 0 263 0 0 D SEABRIGHT INS HL COMMON STOCK 811656107 629 54701 SH SOLE 0 54701 0 0 D SEACOR HOLDINGS COMMON STOCK 811904101 10 126 SH SOLE 0 126 0 0 D SEAGATE TECHNOLO COMMON STOCK KYG7945J1040 677 37231 SH SOLE 0 37231 0 0 D SEARS HOLDINGS COMMON STOCK 812350106 13 151 SH SOLE 0 151 0 0 D SEMICONDUCTOR HL COMMON STOCK 816636203 255 9122 SH SOLE 0 9122 0 0 D SENECA FOODS-A COMMON STOCK 817070501 3521 147514 SH SOLE 0 147514 0 0 D SERVICE CORP INT COMMON STOCK 817565104 10 1252 SH SOLE 0 1252 0 0 D SHANDA INTER-ADR ADRS STOCK 81941Q203 73 1390 SH SOLE 0 1390 0 0 D SHARPS COMPLIANC COMMON STOCK 820017101 373 38807 SH SOLE 0 38807 0 0 D SHAW GROUP INC COMMON STOCK 820280105 222 7725 SH SOLE 0 7725 0 0 D SHERWIN-WILLIAMS COMMON STOCK 824348106 9 153 SH SOLE 0 153 0 0 D SHIP FINANCE COMMON STOCK BMG810751062 39 2886 SH SOLE 0 2886 0 0 D SHIRE LTD-ADR ADRS STOCK 82481R106 98 1666 SH SOLE 0 1666 0 0 D SID NACIONAL-ADR ADRS STOCK 20440W105 202 6338 SH SOLE 0 6338 0 0 D SIGNATURE BANK COMMON STOCK 82669G104 69 2165 SH SOLE 0 2165 0 0 D SILVER WHEATON COMMON STOCK 828336107 3162 210551 SH SOLE 0 210551 0 0 D SMITH (A.O.)CORP COMMON STOCK 831865209 33 772 SH SOLE 0 772 0 0 D SMITH MICRO SOFT COMMON STOCK 832154108 272 29763 SH SOLE 0 29763 0 0 D SOHU.COM INC COMMON STOCK 83408W103 75 1301 SH SOLE 0 1301 0 0 D SOLARWINDS INC COMMON STOCK 83416B109 1042 45284 SH SOLE 0 45284 0 0 D SONIC CORP COMMON STOCK 835451105 248 24600 SH SOLE 0 24600 0 0 D SONY CORP-ADR ADRS STOCK 835699307 0 3 SH SOLE 0 3 0 0 D SOUTHERN UNION COMMON STOCK 844030106 12 507 SH SOLE 0 507 0 0 D SOUTHWESTRN ENGY COMMON STOCK 845467109 2870 59552 SH SOLE 0 59552 0 0 D SPDR BARCLAYS CA ETF STOCK 78464A680 4 79 SH SOLE 0 79 0 0 D SPDR GOLD TRUST ETF STOCK 78463V107 51 474 SH SOLE 0 474 0 0 D SPDR TRUST SER 1 ETF STOCK 78462F103 558 5005 SH SOLE 0 5005 0 0 D SPDR-CONS DISCRE ETF STOCK 81369Y407 5234 175808 SH SOLE 0 175808 0 0 D SPDR-CONS STAPLE ETF STOCK 81369Y308 159 6012 SH SOLE 0 6012 0 0 D SPDR-ENERGY SEL ETF STOCK 81369Y506 473 8300 SH SOLE 0 8300 0 0 D SPDR-HEALTH CARE ETF STOCK 81369Y209 1039 33444 SH SOLE 0 33444 0 0 D SPDR-INDU SELECT ETF STOCK 81369Y704 765 27511 SH SOLE 0 27511 0 0 D SPDR-TECH SEL S ETF STOCK 81369Y803 543 23696 SH SOLE 0 23696 0 0 D SPDR-UTIL SELECT ETF STOCK 81369Y886 65 2100 SH SOLE 0 2100 0 0 D SPECTRANETICS COMMON STOCK 84760C107 215 30833 SH SOLE 0 30833 0 0 D SPRINT NEXTEL CO COMMON STOCK 852061100 606 165493 SH SOLE 0 165493 0 0 D SPX CORP COMMON STOCK 784635104 10 189 SH SOLE 0 189 0 0 D ST JUDE MEDICAL COMMON STOCK 790849103 663 18034 SH SOLE 0 18034 0 0 D ST MARY LAND&EXP COMMON STOCK 792228108 1442 42108 SH SOLE 0 42108 0 0 D STANCORP FINL COMMON STOCK 852891100 10 251 SH SOLE 0 251 0 0 D STANDARD MICROSY COMMON STOCK 853626109 302 14550 SH SOLE 0 14550 0 0 D STANDARD PARKING COMMON STOCK 853790103 3121 196566 SH SOLE 0 196566 0 0 D STAPLES INC COMMON STOCK 855030102 125 5099 SH SOLE 0 5099 0 0 D STATE ST CORP COMMON STOCK 857477103 1038 23844 SH SOLE 0 23844 0 0 D STEC INC COMMON STOCK 784774101 198 12105 SH SOLE 0 12105 0 0 D STEEL DYNAMICS COMMON STOCK 858119100 861 48580 SH SOLE 0 48580 0 0 D STERLING CONSTRU COMMON STOCK 859241101 920 48064 SH SOLE 0 48064 0 0 D STUDENT LOAN CRP COMMON STOCK 863902102 11 243 SH SOLE 0 243 0 0 D SUNCOR ENERGY COMMON STOCK 867224107 744 21077 SH SOLE 0 21077 0 0 D SUNTRUST BANKS COMMON STOCK 867914103 2389 117751 SH SOLE 0 117751 0 0 D SUPERTEX INC COMMON STOCK 868532102 24 810 SH SOLE 0 810 0 0 D SWIFT ENERGY CO COMMON STOCK 870738101 227 9460 SH SOLE 0 9460 0 0 D SYBASE INC COMMON STOCK 871130100 11 253 SH SOLE 0 253 0 0 D SYMANTEC CORP COMMON STOCK 871503108 10 573 SH SOLE 0 573 0 0 D SYNAPTICS INC COMMON STOCK 87157D109 1649 53808 SH SOLE 0 53808 0 0 D SYNCHRONOSS TECH COMMON STOCK 87157B103 170 10760 SH SOLE 0 10760 0 0 D SYNIVERSE HOLDIN COMMON STOCK 87163F106 668 38240 SH SOLE 0 38240 0 0 D SYSCO CORP COMMON STOCK 871829107 142 5073 SH SOLE 0 5073 0 0 D T ROWE PRICE GRP COMMON STOCK 74144T108 342 6427 SH SOLE 0 6427 0 0 D TAIWAN SEMIC-ADR ADRS STOCK 874039100 380 33257 SH SOLE 0 33257 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 3238 322170 SH SOLE 0 322170 0 0 D TALISMAN ENERGY COMMON STOCK 87425E103 694 37222 SH SOLE 0 37222 0 0 D TARGET CORP COMMON STOCK 87612E106 4033 83377 SH SOLE 0 83377 0 0 D TECH DATA CORP COMMON STOCK 878237106 77 1644 SH SOLE 0 1644 0 0 D TECK COMINCO-B COMMON STOCK 878742204 2272 64979 SH SOLE 0 64979 0 0 D TELE NORTE L-ADR ADRS STOCK 879246106 643 30026 SH SOLE 0 30026 0 0 D TELEF MEXI-ADR L ADRS STOCK 879403780 320 19296 SH SOLE 0 19296 0 0 D TEMPUR-PEDIC INT COMMON STOCK 88023U101 2795 118290 SH SOLE 0 118290 0 0 D TENET HEALTHCARE COMMON STOCK 88033G100 1354 251161 SH SOLE 0 251161 0 0 D TENNECO INC COMMON STOCK 880349105 323 18228 SH SOLE 0 18228 0 0 D TERADATA CORP COMMON STOCK 88076W103 31 991 SH SOLE 0 991 0 0 D TERNIUM SA-ADR ADRS STOCK 880890108 262 7385 SH SOLE 0 7385 0 0 D TERRA INDUSTRIES COMMON STOCK 880915103 316 9824 SH SOLE 0 9824 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 523 22484 SH SOLE 0 22484 0 0 D TETRA TECHNOLOGI COMMON STOCK 88162F105 2048 184830 SH SOLE 0 184830 0 0 D TEXAS INDUSTRIES COMMON STOCK 882491103 603 17236 SH SOLE 0 17236 0 0 D TEXAS INSTRUMENT COMMON STOCK 882508104 2 61 SH SOLE 0 61 0 0 D TEXAS ROADHOUS-A COMMON STOCK 882681109 211 18830 SH SOLE 0 18830 0 0 D THE BUCKLE INC COMMON STOCK 118440106 41 1413 SH SOLE 0 1413 0 0 D THOMAS & BETTS COMMON STOCK 884315102 10 288 SH SOLE 0 288 0 0 D THORATEC CORP COMMON STOCK 885175307 2587 96093 SH SOLE 0 96093 0 0 D TIM PARTICIP-ADR ADRS STOCK 88706P106 255 8575 SH SOLE 0 8575 0 0 D TIME WARNER INC COMMON STOCK 887317303 1271 43615 SH SOLE 0 43615 0 0 D TIME WARNER-A COMMON STOCK 88732J207 499 12067 SH SOLE 0 12067 0 0 D TIMKEN CO COMMON STOCK 887389104 2367 99815 SH SOLE 0 99815 0 0 D TITAN INTL INC COMMON STOCK 88830M102 2315 285453 SH SOLE 0 285453 0 0 D TITAN MACHINERY COMMON STOCK 88830R101 559 48400 SH SOLE 0 48400 0 0 D TNS INC COMMON STOCK 872960109 311 12110 SH SOLE 0 12110 0 0 D TOLL BROTHERS COMMON STOCK 889478103 2845 151260 SH SOLE 0 151260 0 0 D TRACTOR SUPPLY COMMON STOCK 892356106 144 2719 SH SOLE 0 2719 0 0 D TRANSATLANTIC HL COMMON STOCK 893521104 9 178 SH SOLE 0 178 0 0 D TRANSOCEAN INC COMMON STOCK CH0048265513 4995 60326 SH SOLE 0 60326 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 24 474 SH SOLE 0 474 0 0 D TRUE RELIGION AP COMMON STOCK 89784N104 1279 69197 SH SOLE 0 69197 0 0 D TRW AUTOMOTIVE COMMON STOCK 87264S106 6 244 SH SOLE 0 244 0 0 D TUPPERWARE BRAND COMMON STOCK 899896104 19 414 SH SOLE 0 414 0 0 D TW TELECOM INC COMMON STOCK 87311L104 245 14270 SH SOLE 0 14270 0 0 D TYSON FOODS-A COMMON STOCK 902494103 1353 110239 SH SOLE 0 110239 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 2497 50082 SH SOLE 0 50082 0 0 D ULTRATECH INC COMMON STOCK 904034105 67 4486 SH SOLE 0 4486 0 0 D UNDER ARMOUR-A COMMON STOCK 904311107 1889 69284 SH SOLE 0 69284 0 0 D UNION PAC CORP COMMON STOCK 907818108 3443 53882 SH SOLE 0 53882 0 0 D UNITED NATURAL COMMON STOCK 911163103 134 5017 SH SOLE 0 5017 0 0 D UNITED WESTERN B COMMON STOCK 913201109 81 29455 SH SOLE 0 29455 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 2886 94679 SH SOLE 0 94679 0 0 D UNITRIN INC COMMON STOCK 913275103 9 429 SH SOLE 0 429 0 0 D UNIVERSAL HLTH-B COMMON STOCK 913903100 11 350 SH SOLE 0 350 0 0 D UNUM GROUP COMMON STOCK 91529Y106 10 492 SH SOLE 0 492 0 0 D URS CORP COMMON STOCK 903236107 10 228 SH SOLE 0 228 0 0 D US BANCORP COMMON STOCK 902973304 4052 180003 SH SOLE 0 180003 0 0 D US STEEL CORP COMMON STOCK 912909108 725 13145 SH SOLE 0 13145 0 0 D UTI WORLDWIDE COMMON STOCK VGG872101032 34 2351 SH SOLE 0 2351 0 0 D VAIL RESORTS COMMON STOCK 91879Q109 460 12177 SH SOLE 0 12177 0 0 D VALEANT PHARMACE COMMON STOCK 91911X104 10 310 SH SOLE 0 310 0 0 D VALMONT INDS COMMON STOCK 920253101 9 120 SH SOLE 0 120 0 0 D VIACOM INC-B COMMON STOCK 92553P201 3003 100998 SH SOLE 0 100998 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 0 3 SH SOLE 0 3 0 0 D VIVO-ADR ADRS STOCK 92855S200 976 31489 SH SOLE 0 31489 0 0 D VIVUS INC COMMON STOCK 928551100 209 22715 SH SOLE 0 22715 0 0 D VS HOLDINGS INC COMMON STOCK 92849E101 1632 73396 SH SOLE 0 73396 0 0 D VULCAN MATERIALS COMMON STOCK 929160109 2034 38620 SH SOLE 0 38620 0 0 D W&T OFFSHORE INC COMMON STOCK 92922P106 104 8896 SH SOLE 0 8896 0 0 D WABCO HOLDINGS COMMON STOCK 92927K102 2533 98206 SH SOLE 0 98206 0 0 D WALTER INVESTMEN COMMON STOCK 93317W102 267 18621 SH SOLE 0 18621 0 0 D WARNACO GROUP IN COMMON STOCK 934390402 1062 25170 SH SOLE 0 25170 0 0 D WARNER CHILCOT-A COMMON STOCK IE00B446CM77 219 7688 SH SOLE 0 7688 0 0 D WASH FED COMMON STOCK 938824109 2367 122400 SH SOLE 0 122400 0 0 D WATERS CORP COMMON STOCK 941848103 31 504 SH SOLE 0 504 0 0 D WATSON PHARM COMMON STOCK 942683103 3426 86492 SH SOLE 0 86492 0 0 D WEATHERFORD INTL COMMON STOCK CH0038838394 1854 103506 SH SOLE 0 103506 0 0 D WEIGHT WATCHERS COMMON STOCK 948626106 11 377 SH SOLE 0 377 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 15 406 SH SOLE 0 406 0 0 D WELLPOINT INC COMMON STOCK 94973V107 3837 65832 SH SOLE 0 65832 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 5739 212628 SH SOLE 0 212628 0 0 D WESCO INTL COMMON STOCK 95082P105 10 386 SH SOLE 0 386 0 0 D WESTERN DIGITAL COMMON STOCK 958102105 30 689 SH SOLE 0 689 0 0 D WESTERN UNION COMMON STOCK 959802109 955 50656 SH SOLE 0 50656 0 0 D WESTPORT INNOVAT COMMON STOCK 960908309 257 22172 SH SOLE 0 22172 0 0 D WEYERHAEUSER CO COMMON STOCK 962166104 576 13350 SH SOLE 0 13350 0 0 D WHIRLPOOL CORP COMMON STOCK 963320106 2171 26912 SH SOLE 0 26912 0 0 D WHITE MOUNTAINS COMMON STOCK BMG9618E1075 8 24 SH SOLE 0 24 0 0 D WILLIAMS-SONOMA COMMON STOCK 969904101 1344 64701 SH SOLE 0 64701 0 0 D WILLIS GRP HLDGS COMMON STOCK IE00B4XGY116 230 8715 SH SOLE 0 8715 0 0 D WISCONSIN ENERGY COMMON STOCK 976657106 615 12340 SH SOLE 0 12340 0 0 D WMS INDS INC COMMON STOCK 929297109 909 22737 SH SOLE 0 22737 0 0 D WOODWARD GOVERNR COMMON STOCK 980745103 624 24229 SH SOLE 0 24229 0 0 D WORLD ACCEPTANCE COMMON STOCK 981419104 57 1582 SH SOLE 0 1582 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 64 4930 SH SOLE 0 4930 0 0 D WPP GRP PLC-ADR ADRS STOCK 92933H101 19 400 SH SOLE 0 400 0 0 D XILINX INC COMMON STOCK 983919101 12 461 SH SOLE 0 461 0 0 D YAHOO! INC COMMON STOCK 984332106 119 7085 SH SOLE 0 7085 0 0 D YINGLI GREEN-ADR ADRS STOCK 98584B103 438 27683 SH SOLE 0 27683 0 0 D YONGYE INTERNATI COMMON STOCK 98607B106 1206 148293 SH SOLE 0 148293 0 0 D YORK WATER CO COMMON STOCK 987184108 545 37527 SH SOLE 0 37527 0 0 D ZEBRA TECH CORP COMMON STOCK 989207105 11 396 SH SOLE 0 396 0 0 D ZHONGPIN INC COMMON STOCK 98952K107 90 5770 SH SOLE 0 5770 0 0 S REPORT SUMMARY 744 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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