-----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, URP6xa/95uYrk6Fh9G6AqZAnG/D+G0owvvGL45duUpE3MNL/yQXpsoo0tqMDhqnT BvyiLxfTdVyRTSvkjXfPYg== 0001325091-10-000010.txt : 20101112 0001325091-10-000010.hdr.sgml : 20101111 20101112144955 ACCESSION NUMBER: 0001325091-10-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 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: 101185737 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 mwna3q10.txt MWNA 3Q10 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: Sep 30, 2010 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: November 12, 2010 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: 733 Form 13F Information Table Value Total: 611043(*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 648 7476 SH SOLE 0 7476 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 3617 91983 SH SOLE 0 91983 0 0 D ABRAXIS BIOSCIEN COMMON STOCK 00383Y102 58 744 SH SOLE 0 744 0 0 D ACADIA REALTY COMMON STOCK 004239109 843 44377 SH SOLE 0 44377 0 0 D ACI WORLDWIDE IN COMMON STOCK 004498101 1009 45045 SH SOLE 0 45045 0 0 D ACORDA THERAPEUT COMMON STOCK 00484M106 545 16515 SH SOLE 0 16515 0 0 D ACTIVISION BLIZZ COMMON STOCK 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BOYS MM&J COMMON STOCK 713278109 431 40707 SH SOLE 0 40707 0 0 D PEPSICO INC COMMON STOCK 713448108 588 8857 SH SOLE 0 8857 0 0 D PERKINELMER INC COMMON STOCK 714046109 722 31202 SH SOLE 0 31202 0 0 D PETRO DEV CORP COMMON STOCK 716578109 191 6937 SH SOLE 0 6937 0 0 D PETROBRAS SA-ADR ADRS STOCK 71654V408 132 3631 SH SOLE 0 3631 0 0 D PETROHAWK ENERGY COMMON STOCK 716495106 854 52909 SH SOLE 0 52909 0 0 D PF CHANGS CHINA COMMON STOCK 69333Y108 1451 31413 SH SOLE 0 31413 0 0 D PFIZER INC COMMON STOCK 717081103 3084 179589 SH SOLE 0 179589 0 0 D PG&E CORP COMMON STOCK 69331C108 16 354 SH SOLE 0 354 0 0 D PHARMASSET INC COMMON STOCK 71715N106 541 18388 SH SOLE 0 18388 0 0 D PHILLIPS-VAN HEU COMMON STOCK 718592108 601 9987 SH SOLE 0 9987 0 0 D PIEDMONT OFFIC-A COMMON STOCK 720190206 30 1583 SH SOLE 0 1583 0 0 D PINNACLE ENTMNT COMMON STOCK 723456109 875 78476 SH SOLE 0 78476 0 0 D PIONEER NATURAL COMMON STOCK 723787107 7148 109918 SH SOLE 0 109918 0 0 D PLAINS EXPLORATI COMMON STOCK 726505100 2614 98014 SH SOLE 0 98014 0 0 D PMC-SIERRA INC COMMON STOCK 69344F106 1306 177388 SH SOLE 0 177388 0 0 D PMI GROUP INC COMMON STOCK 69344M101 1447 394377 SH SOLE 0 394377 0 0 D PMI GROUP INC CONVERT 69344MAK7 219412 2500000 SH SOLE 0 2500000 0 0 D PNC FINANCIAL SE COMMON STOCK 693475105 1979 38129 SH SOLE 0 38129 0 0 D POLARIS INDS COMMON STOCK 731068102 1194 18345 SH SOLE 0 18345 0 0 D POLYMET MINING COMMON STOCK 731916102 67 33226 SH SOLE 0 33226 0 0 D POPULAR INC COMMON STOCK 733174106 498 171889 SH SOLE 0 171889 0 0 D POST PROPERTIES COMMON STOCK 737464107 42 1500 SH SOLE 0 1500 0 0 D POTASH CORP SAS COMMON STOCK 73755L107 668 4638 SH SOLE 0 4638 0 0 D POTLATCH CORP COMMON STOCK 737630103 412 12114 SH SOLE 0 12114 0 0 D PPL CORPORATION COMMON STOCK 69351T106 935 34337 SH SOLE 0 34337 0 0 D PRECISION CASTPT COMMON STOCK 740189105 1366 10725 SH SOLE 0 10725 0 0 D PRECISION DRILLI COMMON STOCK 74022D308 25 3695 SH SOLE 0 3695 0 0 D PRIDE INTL INC COMMON STOCK 74153Q102 364 12381 SH SOLE 0 12381 0 0 D PROGRESS ENERGY COMMON STOCK 743263105 1722 38761 SH SOLE 0 38761 0 0 D PROLOGIS COMMON STOCK 743410102 552 46840 SH SOLE 0 46840 0 0 D PROSPERITY BNCSH COMMON STOCK 743606105 411 12657 SH SOLE 0 12657 0 0 D PRUDENTL FINL COMMON STOCK 744320102 1692 31231 SH SOLE 0 31231 0 0 D PS BUSINESS PARK COMMON STOCK 69360J107 28 495 SH SOLE 0 495 0 0 D PSS WORLD MEDICA COMMON STOCK 69366A100 2716 127022 SH SOLE 0 127022 0 0 D PSYCHIATRIC SOLU COMMON STOCK 74439H108 5 161 SH SOLE 0 161 0 0 D PULTE HOMES INC COMMON STOCK 745867101 2986 340923 SH SOLE 0 340923 0 0 D QEP RESOURCES IN COMMON STOCK 74733V100 6 197 SH SOLE 0 197 0 0 D QLIK TECHNOLOGIE COMMON STOCK 74733T105 522 23689 SH SOLE 0 23689 0 0 D QLOGIC CORP COMMON STOCK 747277101 1099 62286 SH SOLE 0 62286 0 0 D QUALCOMM INC COMMON STOCK 747525103 1949 43173 SH SOLE 0 43173 0 0 D QUEST SOFTWARE COMMON STOCK 74834T103 865 35161 SH SOLE 0 35161 0 0 D QUIMICA Y-SP ADR ADRS STOCK 833635105 114 2361 SH SOLE 0 2361 0 0 D RACKSPACE HOSTIN COMMON STOCK 750086100 802 30852 SH SOLE 0 30852 0 0 D RADIAN GROUP INC COMMON STOCK 750236101 1253 160223 SH SOLE 0 160223 0 0 D RADIANT SYSTEMS COMMON STOCK 75025N102 519 30316 SH SOLE 0 30316 0 0 D RADIOSHACK CORP COMMON STOCK 750438103 3397 159238 SH SOLE 0 159238 0 0 D RAYTHEON CO COMMON STOCK 755111507 171 3738 SH SOLE 0 3738 0 0 D RC2 CORP COMMON STOCK 749388104 815 38900 SH SOLE 0 38900 0 0 D REALD INC COMMON STOCK 75604L105 958 51805 SH SOLE 0 51805 0 0 D RED HAT INC COMMON STOCK 756577102 1383 33735 SH SOLE 0 33735 0 0 D REGAL ENTERTAI-A COMMON STOCK 758766109 1621 123574 SH SOLE 0 123574 0 0 D REGENCY CENTERS COMMON STOCK 758849103 6 154 SH SOLE 0 154 0 0 D REGIONS FINANCIA COMMON STOCK 7591EP100 689 94705 SH SOLE 0 94705 0 0 D REGIS CORP COMMON STOCK 758932107 1381 72215 SH SOLE 0 72215 0 0 D REINSURANCE GROU COMMON STOCK 759351604 320 6633 SH SOLE 0 6633 0 0 D RELIANCE STEEL COMMON STOCK 759509102 1598 38485 SH SOLE 0 38485 0 0 D RENESOLA LTD-ADR ADRS STOCK 75971T103 200 15992 SH SOLE 0 15992 0 0 D RENT-A-CENTER COMMON STOCK 76009N100 304 13563 SH SOLE 0 13563 0 0 D REPUBLIC AIRWAYS COMMON STOCK 760276105 243 29313 SH SOLE 0 29313 0 0 D REPUBLIC SVCS COMMON STOCK 760759100 2130 69851 SH SOLE 0 69851 0 0 D RESEARCH IN MOTI COMMON STOCK 760975102 2166 44484 SH SOLE 0 44484 0 0 D RESOURCES CONNEC COMMON STOCK 76122Q105 173 12581 SH SOLE 0 12581 0 0 D RF MICRO DEVICES COMMON STOCK 749941100 92 14967 SH SOLE 0 14967 0 0 D RITE AID CORP COMMON STOCK 767754104 414 439411 SH SOLE 0 439411 0 0 D ROCKWELL COLLINS COMMON STOCK 774341101 191 3286 SH SOLE 0 3286 0 0 D ROCKWOOD HOLDING COMMON STOCK 774415103 17 545 SH SOLE 0 545 0 0 D ROPER INDS COMMON STOCK 776696106 501 7684 SH SOLE 0 7684 0 0 D ROSETTA STONE IN COMMON STOCK 777780107 157 7392 SH SOLE 0 7392 0 0 D ROVI CORP COMMON STOCK 779376102 1801 35724 SH SOLE 0 35724 0 0 D ROWAN COMPANIES COMMON STOCK 779382100 31 1024 SH SOLE 0 1024 0 0 D RRI COMMON STOCK 74971X107 1126 317277 SH SOLE 0 317277 0 0 D RUBICON TECHNOLO COMMON STOCK 78112T107 353 15560 SH SOLE 0 15560 0 0 D RYDER SYSTEM INC COMMON STOCK 783549108 2461 57530 SH SOLE 0 57530 0 0 D SAKS INC COMMON STOCK 79377W108 837 97356 SH SOLE 0 97356 0 0 D SANDERSON FARMS COMMON STOCK 800013104 175 4037 SH SOLE 0 4037 0 0 D SAPIENT CORP COMMON STOCK 803062108 412 34400 SH SOLE 0 34400 0 0 D SARA LEE CORP COMMON STOCK 803111103 180 13439 SH SOLE 0 13439 0 0 D SATCON TECH COMMON STOCK 803893106 135 35980 SH SOLE 0 35980 0 0 D SAVIENT PHARMACE COMMON STOCK 80517Q100 688 30089 SH SOLE 0 30089 0 0 D SBA COMM CORP-A COMMON STOCK 78388J106 923 22915 SH SOLE 0 22915 0 0 D SCHLUMBERGER LTD COMMON STOCK 806857108 3034 49248 SH SOLE 0 49248 0 0 D SCHWAB (CHARLES) COMMON STOCK 808513105 1207 86863 SH SOLE 0 86863 0 0 D SCRIPPS NET-CL A COMMON STOCK 811065101 174 3656 SH SOLE 0 3656 0 0 D SEACOR HOLDINGS COMMON STOCK 811904101 120 1414 SH SOLE 0 1414 0 0 D SEALED AIR CORP COMMON STOCK 81211K100 926 41200 SH SOLE 0 41200 0 0 D SEARS HOLDINGS COMMON STOCK 812350106 712 9868 SH SOLE 0 9868 0 0 D SEMICONDUCTOR HL COMMON STOCK 816636203 36 1300 SH SOLE 0 1300 0 0 D SEMTECH CORP COMMON STOCK 816850101 513 25391 SH SOLE 0 25391 0 0 D SHERWIN-WILLIAMS COMMON STOCK 824348106 2899 38575 SH SOLE 0 38575 0 0 D SIGMA-ALDRICH COMMON STOCK 826552101 79 1313 SH SOLE 0 1313 0 0 D SILVER WHEATON COMMON STOCK 828336107 984 36919 SH SOLE 0 36919 0 0 D SMART TECHNOL-A COMMON STOCK 83172R108 1805 133210 SH SOLE 0 133210 0 0 D SMITH & WESSON H COMMON STOCK 831756101 2102 590569 SH SOLE 0 590569 0 0 D SMITH (A.O.)CORP COMMON STOCK 831865209 343 5929 SH SOLE 0 5929 0 0 D SMITHFIELD FOODS COMMON STOCK 832248108 1541 91541 SH SOLE 0 91541 0 0 D SOLARFUN POW-ADR ADRS STOCK 83415U108 9 691 SH SOLE 0 691 0 0 D SOLARWINDS INC COMMON STOCK 83416B109 1499 86861 SH SOLE 0 86861 0 0 D SOLUTIA INC COMMON STOCK 834376501 301 18783 SH SOLE 0 18783 0 0 D SONIC SOLUTIONS COMMON STOCK 835460106 960 84343 SH SOLE 0 84343 0 0 D SONOCO PRODUCTS COMMON STOCK 835495102 2176 65068 SH SOLE 0 65068 0 0 D SONY CORP-ADR ADRS STOCK 835699307 704 22775 SH SOLE 0 22775 0 0 D SOTHEBYS COMMON STOCK 835898107 1536 41703 SH SOLE 0 41703 0 0 D SOURCEFIRE INC COMMON STOCK 83616T108 490 16987 SH SOLE 0 16987 0 0 D SOUTHERN CO COMMON STOCK 842587107 384 10323 SH SOLE 0 10323 0 0 D SPDR-CONS STAPLE COMMON STOCK 81369Y308 15670 562051 SH SOLE 0 562051 0 0 D SPDR-HEALTH CARE ETF STOCK 81369Y209 2808 92086 SH SOLE 0 92086 0 0 D SPDR-UTIL SELECT ETF STOCK 81369Y886 1838 58585 SH SOLE 0 58585 0 0 D SPIRIT AEROSYS-A COMMON STOCK 848574109 292 14641 SH SOLE 0 14641 0 0 D SPRINT NEXTEL CO COMMON STOCK 852061100 711 153622 SH SOLE 0 153622 0 0 D SPROTT PHY GLD T ETF STOCK 85207H104 1149 100258 SH SOLE 0 100258 0 0 D ST JUDE MEDICAL COMMON STOCK 790849103 371 9435 SH SOLE 0 9435 0 0 D STANDARD PACIFIC COMMON STOCK 85375C101 391 98522 SH SOLE 0 98522 0 0 D STANLEY BLACK & COMMON STOCK 854502101 2564 41833 SH SOLE 0 41833 0 0 D STARWOOD HOTELS COMMON STOCK 85590A401 4 77 SH SOLE 0 77 0 0 D STEC INC COMMON STOCK 784774101 408 32742 SH SOLE 0 32742 0 0 D STERLING BANCSHR COMMON STOCK 858907108 496 92397 SH SOLE 0 92397 0 0 D STR HOLDINGS INC COMMON STOCK 78478V100 182 8470 SH SOLE 0 8470 0 0 D STRATEGIC HOTELS COMMON STOCK 86272T106 204 48013 SH SOLE 0 48013 0 0 D SUNCOR ENERGY COMMON STOCK 867224107 519 15936 SH SOLE 0 15936 0 0 D SUNOCO INC COMMON STOCK 86764P109 16 433 SH SOLE 0 433 0 0 D SUNPOWER CORP-A COMMON STOCK 867652109 465 32308 SH SOLE 0 32308 0 0 D SUPERIOR ENERGY COMMON STOCK 868157108 42 1559 SH SOLE 0 1559 0 0 D SUPERVALU INC COMMON STOCK 868536103 386 33497 SH SOLE 0 33497 0 0 D SUSQUEHAN BNCSHS COMMON STOCK 869099101 830 98345 SH SOLE 0 98345 0 0 D SYCAMORE NETWORK COMMON STOCK 871206405 429 13247 SH SOLE 0 13247 0 0 D SYKES ENTERPRISE COMMON STOCK 871237103 535 39375 SH SOLE 0 39375 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 1047 103260 SH SOLE 0 103260 0 0 D TAL INTERNATIONA COMMON STOCK 874083108 227 9360 SH SOLE 0 9360 0 0 D TALBOTS INC COMMON STOCK 874161102 131 10018 SH SOLE 0 10018 0 0 D TAM SA-ADR ADRS STOCK 87484D103 59 2539 SH SOLE 0 2539 0 0 D TARGET CORP COMMON STOCK 87612E106 126 2355 SH SOLE 0 2355 0 0 D TAUBMAN CENTERS COMMON STOCK 876664103 28 638 SH SOLE 0 638 0 0 D TCF FINL CORP COMMON STOCK 872275102 575 35491 SH SOLE 0 35491 0 0 D TD AMERITRADE HO COMMON STOCK 87236Y108 68 4225 SH SOLE 0 4225 0 0 D TECH DATA CORP COMMON STOCK 878237106 195 4850 SH SOLE 0 4850 0 0 D TELLABS INC COMMON STOCK 879664100 1692 227076 SH SOLE 0 227076 0 0 D TEMPUR-PEDIC INT COMMON STOCK 88023U101 369 11896 SH SOLE 0 11896 0 0 D TEREX CORP COMMON STOCK 880779103 2502 109181 SH SOLE 0 109181 0 0 D TETRA TECHNOLOGI COMMON STOCK 88162F105 356 34917 SH SOLE 0 34917 0 0 D TEXAS ROADHOUS-A COMMON STOCK 882681109 735 52301 SH SOLE 0 52301 0 0 D THORATEC CORP COMMON STOCK 885175307 2532 68463 SH SOLE 0 68463 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 324 18243 SH SOLE 0 18243 0 0 D TIM PARTICIP-ADR ADRS STOCK 88706P106 30 896 SH SOLE 0 896 0 0 D TIME WARNER-A COMMON STOCK 88732J207 1020 18890 SH SOLE 0 18890 0 0 D TIMKEN CO COMMON STOCK 887389104 489 12754 SH SOLE 0 12754 0 0 D TITAN INTL INC COMMON STOCK 88830M102 629 46318 SH SOLE 0 46318 0 0 D TITAN MACHINERY COMMON STOCK 88830R101 511 31355 SH SOLE 0 31355 0 0 D TITANIUM METALS COMMON STOCK 888339207 270 13521 SH SOLE 0 13521 0 0 D TORO CO COMMON STOCK 891092108 530 9420 SH SOLE 0 9420 0 0 D TRACTOR SUPPLY COMMON STOCK 892356106 2291 57758 SH SOLE 0 57758 0 0 D TRANSATLANTIC HL COMMON STOCK 893521104 1812 35646 SH SOLE 0 35646 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 535 10276 SH SOLE 0 10276 0 0 D TRIMBLE NAVIG COMMON STOCK 896239100 1305 37251 SH SOLE 0 37251 0 0 D TRINA SOLAR-ADR ADRS STOCK 89628E104 1308 43356 SH SOLE 0 43356 0 0 D TRINITY INDUSTRI COMMON STOCK 896522109 492 22112 SH SOLE 0 22112 0 0 D TRUSTMARK CORP COMMON STOCK 898402102 872 40130 SH SOLE 0 40130 0 0 D TRW AUTOMOTIVE COMMON STOCK 87264S106 2034 48931 SH SOLE 0 48931 0 0 D TUPPERWARE BRAND COMMON STOCK 899896104 560 12234 SH SOLE 0 12234 0 0 D TW TELECOM INC COMMON STOCK 87311L104 123 6650 SH SOLE 0 6650 0 0 D TWO HARBORS INVE COMMON STOCK 90187B101 43 4718 SH SOLE 0 4718 0 0 D TYSON FOODS-A COMMON STOCK 902494103 224 13959 SH SOLE 0 13959 0 0 D UIL HLDGS CORP COMMON STOCK 902748102 977 34706 SH SOLE 0 34706 0 0 D UMPQUA HOLDINGS COMMON STOCK 904214103 211 18601 SH SOLE 0 18601 0 0 D UNITED RENTALS COMMON STOCK 911363109 1375 92676 SH SOLE 0 92676 0 0 D UNITED STATIONER COMMON STOCK 913004107 222 4141 SH SOLE 0 4141 0 0 D UNIVERSAL AMERIC COMMON STOCK 913377107 116 7846 SH SOLE 0 7846 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 901 28658 SH SOLE 0 28658 0 0 D URS CORP COMMON STOCK 903236107 1429 37636 SH SOLE 0 37636 0 0 D URSTADT BIDDLE-A COMMON STOCK 917286205 13 730 SH SOLE 0 730 0 0 D US AIRWAYS GROUP COMMON STOCK 90341W108 158 17051 SH SOLE 0 17051 0 0 D US BANCORP COMMON STOCK 902973304 1400 64753 SH SOLE 0 64753 0 0 D US STEEL CORP COMMON STOCK 912909108 350 7988 SH SOLE 0 7988 0 0 D USG CORP COMMON STOCK 903293405 352 26701 SH SOLE 0 26701 0 0 D UTSTARCOM INC COMMON STOCK 918076100 252 115940 SH SOLE 0 115940 0 0 D VALE R DOCE-ADR ADRS STOCK 91912E105 528 16883 SH SOLE 0 16883 0 0 D VALE R DOCE-ADR pref ADRS STOCK 91912E204 194 6974 SH SOLE 0 6974 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 20 1146 SH SOLE 0 1146 0 0 D VALUECLICK INC COMMON STOCK 92046N102 825 63072 SH SOLE 0 63072 0 0 D VEECO INSTRUMENT COMMON STOCK 922417100 310 8899 SH SOLE 0 8899 0 0 D VERIZON COMMUNIC COMMON STOCK 92343V104 398 12201 SH SOLE 0 12201 0 0 D VIACOM INC-B COMMON STOCK 92553P201 1505 41585 SH SOLE 0 41585 0 0 D VIVO-ADR ADRS STOCK 92855S200 73 2697 SH SOLE 0 2697 0 0 D VMWARE INC-CL A COMMON STOCK 928563402 3731 43929 SH SOLE 0 43929 0 0 D VOLTERRA SEMICON COMMON STOCK 928708106 3 134 SH SOLE 0 134 0 0 D VORNADO RLTY TST COMMON STOCK 929042109 1578 18446 SH SOLE 0 18446 0 0 D WABASH NATIONAL COMMON STOCK 929566107 2224 274955 SH SOLE 0 274955 0 0 D WABCO HOLDINGS COMMON STOCK 92927K102 5 122 SH SOLE 0 122 0 0 D WADDELL & REED COMMON STOCK 930059100 570 20831 SH SOLE 0 20831 0 0 D WAL-MART STORES COMMON STOCK 931142103 704 13156 SH SOLE 0 13156 0 0 D WALTER INDS COMMON STOCK 93317Q105 454 5584 SH SOLE 0 5584 0 0 D WARNACO GROUP IN COMMON STOCK 934390402 485 9494 SH SOLE 0 9494 0 0 D WASH REAL ESTATE COMMON STOCK 939653101 31 963 SH SOLE 0 963 0 0 D WEINGARTEN RLTY COMMON STOCK 948741103 510 23371 SH SOLE 0 23371 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 547 18878 SH SOLE 0 18878 0 0 D WELLPOINT INC COMMON STOCK 94973V107 1992 35175 SH SOLE 0 35175 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 2257 89873 SH SOLE 0 89873 0 0 D WENDYS/ARBYS-A COMMON STOCK 950587105 375 82801 SH SOLE 0 82801 0 0 D WERNER ENT COMMON STOCK 950755108 631 30799 SH SOLE 0 30799 0 0 D WESCO INTL COMMON STOCK 95082P105 2876 73189 SH SOLE 0 73189 0 0 D WESTERN UNION COMMON STOCK 959802109 4196 237463 SH SOLE 0 237463 0 0 D WEYERHAEUSER CO COMMON STOCK 962166104 201 12768 SH SOLE 0 12768 0 0 D WHIRLPOOL CORP COMMON STOCK 963320106 48 588 SH SOLE 0 588 0 0 D WHITING PETROLEU COMMON STOCK 966387102 1431 14979 SH SOLE 0 14979 0 0 D WILLIAMS COS INC COMMON STOCK 969457100 6 333 SH SOLE 0 333 0 0 D WMS INDS INC COMMON STOCK 929297109 489 12839 SH SOLE 0 12839 0 0 D WORLD FUEL SVCS COMMON STOCK 981475106 1887 72563 SH SOLE 0 72563 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 19 1241 SH SOLE 0 1241 0 0 D WR GRACE & CO COMMON STOCK 38388F108 891 31897 SH SOLE 0 31897 0 0 D XEROX CORP COMMON STOCK 984121103 222 21477 SH SOLE 0 21477 0 0 D YAHOO! INC COMMON STOCK 984332106 515 36361 SH SOLE 0 36361 0 0 D YINGLI GREEN-ADR ADRS STOCK 98584B103 1641 118563 SH SOLE 0 118563 0 0 D YUM! BRANDS INC COMMON STOCK 988498101 3143 68245 SH SOLE 0 68245 0 0 D ZIONS BANCORP COMMON STOCK 989701107 499 23379 SH SOLE 0 23379 0 0 D ZUMIEZ INC COMMON STOCK 989817101 599 28289 SH SOLE 0 28289 0 0 S REPORT SUMMARY 733 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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