-----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, SQ8PCCrs7f2I/dWs7ya+K6nkrXh+dYXiwXzMeykXXLEJOQy0ZF3ieuOe2aY5TSaQ X7NappRsG+QpT7ZBSCgeLg== 0001325091-09-000016.txt : 20090213 0001325091-09-000016.hdr.sgml : 20090213 20090212183015 ACCESSION NUMBER: 0001325091-09-000016 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090212 EFFECTIVENESS DATE: 20090213 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: 09596740 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 mwna4q08.txt 13F 4Q08 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, 2008 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 12, 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: 421 Form 13F Information Table Value Total: 132977 (*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 AARON RENTS INC COMMON STOCK 002535201 102 3850 SH SOLE 0 3850 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 844 36603 SH SOLE 0 36603 0 0 D ACE LTD COMMON STOCK CH0044328745 599 11324 SH SOLE 0 11324 0 0 D ACTIVISION BLIZZ COMMON STOCK 00507V109 258 29838 SH SOLE 0 29838 0 0 D ACUITY BRANDS COMMON STOCK 00508Y102 108 3092 SH SOLE 0 3092 0 0 D ACXIOM CORP COMMON STOCK 005125109 99 12231 SH SOLE 0 12231 0 0 D AEGON NV-NY REG COMMON STOCK 007924103 111 18284 SH SOLE 0 18284 0 0 D AFFIL COMPUTER-A COMMON STOCK 008190100 98 2137 SH SOLE 0 2137 0 0 D AGNICO-EAGLE COMMON STOCK 008474108 888 17291 SH SOLE 0 17291 0 0 D AIRVANA INC COMMON STOCK 00950V101 205 33459 SH SOLE 0 33459 0 0 D ALLEGHENY ENERGY COMMON STOCK 017361106 172 5090 SH SOLE 0 5090 0 0 D ALLIED WORLD ASS COMMON STOCK BMG0219G2032 319 7853 SH SOLE 0 7853 0 0 D ALTRIA GROUP INC COMMON STOCK 02209S103 74 4903 SH SOLE 0 4903 0 0 D AMBEV-PRF ADR ADRS STOCK 20441W203 133 2992 SH SOLE 0 2992 0 0 D AMEDISYS INC COMMON STOCK 023436108 711 17190 SH SOLE 0 17190 0 0 D AMER FINL GROUP COMMON STOCK 025932104 98 4272 SH SOLE 0 4272 0 0 D AMER ITALIAN PAS COMMON STOCK 027070101 249 11132 SH SOLE 0 11132 0 0 D AMERICAN EXPRESS COMMON STOCK 025816109 265 14288 SH SOLE 0 14288 0 0 D AMERICAN PUBLIC COMMON STOCK 02913V103 431 11588 SH SOLE 0 11588 0 0 D AMERIGROUP CORP COMMON STOCK 03073T102 105 3555 SH SOLE 0 3555 0 0 D AMERISOURCEBERGE COMMON STOCK 03073E105 102 2861 SH SOLE 0 2861 0 0 D AMGEN INC COMMON STOCK 031162100 2109 36522 SH SOLE 0 36522 0 0 D AMKOR TECH INC COMMON STOCK 031652100 87 40100 SH SOLE 0 40100 0 0 D AMN HEALTHCARE COMMON STOCK 001744101 86 10224 SH SOLE 0 10224 0 0 D AMYLIN PHARM INC COMMON STOCK 032346108 343 31629 SH SOLE 0 31629 0 0 D ANNALY CAPITAL M COMMON STOCK 035710409 1950 122868 SH SOLE 0 122868 0 0 D ANNTAYLOR STORES COMMON STOCK 036115103 95 16396 SH SOLE 0 16396 0 0 D ANWORTH MORTGAGE COMMON STOCK 037347101 126 19540 SH SOLE 0 19540 0 0 D APPLE COMMON STOCK 037833100 526 6168 SH SOLE 0 6168 0 0 D ARCH CAPITAL GRP COMMON STOCK BMG0450A1053 91 1302 SH SOLE 0 1302 0 0 D ARIBA INC COMMON STOCK 04033V203 320 44327 SH SOLE 0 44327 0 0 D ARVINMERITOR INC COMMON STOCK 043353101 63 22216 SH SOLE 0 22216 0 0 D ASHLAND INC COMMON STOCK 044209104 90 8579 SH SOLE 0 8579 0 0 D ASPEN INSURANCE COMMON STOCK BMG053841059 109 4515 SH SOLE 0 4515 0 0 D ASSURANT INC COMMON STOCK 04621X108 1273 42431 SH SOLE 0 42431 0 0 D ASSURED GUARANTY COMMON STOCK 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BIOVAIL CORP COMMON STOCK 09067J109 156 16481 SH SOLE 0 16481 0 0 D BLACKBOARD INC COMMON STOCK 091935502 15 565 SH SOLE 0 565 0 0 D BLACKSTONE GROUP COMMON STOCK 09253U108 150 23039 SH SOLE 0 23039 0 0 D BLYTH INC COMMON STOCK 09643P207 85 10834 SH SOLE 0 10834 0 0 D BMC SOFTWARE INC COMMON STOCK 055921100 466 17326 SH SOLE 0 17326 0 0 D BOB EVANS FARMS COMMON STOCK 096761101 105 5161 SH SOLE 0 5161 0 0 D BOEING CO COMMON STOCK 097023105 80 1875 SH SOLE 0 1875 0 0 D BRADY CORP - A COMMON STOCK 104674106 94 3932 SH SOLE 0 3932 0 0 D BRIGHTPOINT INC COMMON STOCK 109473405 150 34517 SH SOLE 0 34517 0 0 D BRISTOL-MYER SQB COMMON STOCK 110122108 931 40045 SH SOLE 0 40045 0 0 D BROCADE COMM SYS COMMON STOCK 111621306 506 178859 SH SOLE 0 178859 0 0 D BROWN SHOE CO COMMON STOCK 115736100 138 16273 SH SOLE 0 16273 0 0 D CA INC COMMON STOCK 12673P105 375 20245 SH SOLE 0 20245 0 0 D CABLEVISION SYS COMMON STOCK 12686C109 412 24474 SH SOLE 0 24474 0 0 D CAL-MAINE FOODS COMMON STOCK 128030202 101 3509 SH SOLE 0 3509 0 0 D CAMERON INTERNAT COMMON STOCK 13342B105 262 12773 SH SOLE 0 12773 0 0 D CANADIAN NAT RES COMMON STOCK 136385101 894 22363 SH SOLE 0 22363 0 0 D CAPITAL ONE FINA COMMON STOCK 14040H105 85 2677 SH SOLE 0 2677 0 0 D CARTERS INC COMMON STOCK 146229109 168 8698 SH SOLE 0 8698 0 0 D CASEYS GENERAL COMMON STOCK 147528103 71 3101 SH SOLE 0 3101 0 0 D CBIZ INC COMMON STOCK 124805102 285 32924 SH SOLE 0 32924 0 0 D CBS CORP-B COMMON STOCK 124857202 94 11462 SH SOLE 0 11462 0 0 D CDI CORP COMMON STOCK 125071100 107 8287 SH SOLE 0 8287 0 0 D CELLCOM ISRAEL COMMON STOCK IL0011015349 83 3764 SH SOLE 0 3764 0 0 D CENTENE CORP COMMON STOCK 15135B101 99 5006 SH SOLE 0 5006 0 0 D CEPHALON INC COMMON STOCK 156708109 434 5635 SH SOLE 0 5635 0 0 D CF INDUSTRIES HO COMMON STOCK 125269100 277 5638 SH SOLE 0 5638 0 0 D CHARLOTTE RUSSE COMMON STOCK 161048103 100 15348 SH SOLE 0 15348 0 0 D CHILDRENS PLACE COMMON STOCK 168905107 81 3743 SH SOLE 0 3743 0 0 D CHUBB CORP COMMON STOCK 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3027 SH SOLE 0 3027 0 0 D DR HORTON INC COMMON STOCK 23331A109 690 97569 SH SOLE 0 97569 0 0 D DRESS BARN INC COMMON STOCK 261570105 114 10634 SH SOLE 0 10634 0 0 D DSW INC-CL A COMMON STOCK 23334L102 72 5811 SH SOLE 0 5811 0 0 D EAGLE MATERIALS COMMON STOCK 26969P108 308 16709 SH SOLE 0 16709 0 0 D EARTHLINK INC COMMON STOCK 270321102 90 13328 SH SOLE 0 13328 0 0 D ECOLAB INC COMMON STOCK 278865100 34 959 SH SOLE 0 959 0 0 D ELECTRONIC ARTS COMMON STOCK 285512109 47 2918 SH SOLE 0 2918 0 0 D EMBARQ CORP COMMON STOCK 29078E105 873 24268 SH SOLE 0 24268 0 0 D EMC CORP/MASS COMMON STOCK 268648102 613 58566 SH SOLE 0 58566 0 0 D EMCOR GROUP INC COMMON STOCK 29084Q100 121 5375 SH SOLE 0 5375 0 0 D ENCANA CORP COMMON STOCK 292505104 1007 21657 SH SOLE 0 21657 0 0 D ENDURANCE SPECIA COMMON STOCK BMG303971060 101 3295 SH SOLE 0 3295 0 0 D ENERSYS COMMON STOCK 29275Y102 293 26663 SH SOLE 0 26663 0 0 D ENPRO INDUSTRIES COMMON STOCK 29355X107 102 4714 SH SOLE 0 4714 0 0 D ENSCO INTL COMMON STOCK 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576853105 511 66590 SH SOLE 0 66590 0 0 D MAX CAPITAL GROU COMMON STOCK BMG6052F1032 126 7105 SH SOLE 0 7105 0 0 D MCDERMOTT INTL COMMON STOCK 580037109 188 19013 SH SOLE 0 19013 0 0 D MEDIVATION INC COMMON STOCK 58501N101 71 4861 SH SOLE 0 4861 0 0 D MEDTRONIC INC COMMON STOCK 585055106 205 6513 SH SOLE 0 6513 0 0 D MELLANOX TECHNOL COMMON STOCK IL0011017329 218 27764 SH SOLE 0 27764 0 0 D MEMC ELEC MATER COMMON STOCK 552715104 889 62288 SH SOLE 0 62288 0 0 D MERCK & CO COMMON STOCK 589331107 428 14066 SH SOLE 0 14066 0 0 D MERITAGE HOMES C COMMON STOCK 59001A102 89 7283 SH SOLE 0 7283 0 0 D METROPCS COMMUNI COMMON STOCK 591708102 197 13287 SH SOLE 0 13287 0 0 D MGM MIRAGE COMMON STOCK 552953101 15 1067 SH SOLE 0 1067 0 0 D MICROSOFT CORP COMMON STOCK 594918104 371 19084 SH SOLE 0 19084 0 0 D MIDCAP SPDR COMMON STOCK 595635103 486 5000 SH SOLE 0 5000 0 0 D MOLINA HEALTHCAR COMMON STOCK 60855R100 75 4248 SH SOLE 0 4248 0 0 D MOLSON COORS-B COMMON STOCK 60871R209 790 16155 SH SOLE 0 16155 0 0 D MONSANTO CO COMMON STOCK 61166W101 612 8694 SH SOLE 0 8694 0 0 D MORGAN STANLEY COMMON STOCK 617446448 166 10361 SH SOLE 0 10361 0 0 D MOSAIC CO/THE COMMON STOCK 61945A107 194 5598 SH SOLE 0 5598 0 0 D MPS GROUP INC COMMON STOCK 553409103 99 13160 SH SOLE 0 13160 0 0 D MUELLER INDS COMMON STOCK 624756102 105 4193 SH SOLE 0 4193 0 0 D MYLAN INC COMMON STOCK 628530107 75 7555 SH SOLE 0 7555 0 0 D NACCO INDS-CL A COMMON STOCK 629579103 85 2275 SH SOLE 0 2275 0 0 D NASH FINCH CO COMMON STOCK 631158102 91 2022 SH SOLE 0 2022 0 0 D NATIONWIDE FIN COMMON STOCK 638612101 522 9989 SH SOLE 0 9989 0 0 D NAVIGANT CONSULT COMMON STOCK 63935N107 305 19203 SH SOLE 0 19203 0 0 D NBTY INC COMMON STOCK 628782104 90 5737 SH SOLE 0 5737 0 0 D NCI BUILDING SYS COMMON STOCK 628852105 96 5864 SH SOLE 0 5864 0 0 D NCR CORP COMMON STOCK 62886E108 264 18646 SH SOLE 0 18646 0 0 D NET 1 UEPS TECH COMMON STOCK 64107N206 115 8401 SH SOLE 0 8401 0 0 D NETAPP INC COMMON STOCK 64110D104 665 47590 SH SOLE 0 47590 0 0 D NETFLIX INC COMMON STOCK 64110L106 133 4464 SH SOLE 0 4464 0 0 D NETSUITE INC COMMON STOCK 64118Q107 66 7878 SH SOLE 0 7878 0 0 D NEUTRAL TANDEM I COMMON STOCK 64128B108 378 23326 SH SOLE 0 23326 0 0 D NEW JERSEY RES COMMON STOCK 646025106 61 1538 SH SOLE 0 1538 0 0 D NEW ORIENTAL-ADR ADRS STOCK 647581107 33 609 SH SOLE 0 609 0 0 D NEWELL RUBBERMAI COMMON STOCK 651229106 767 78465 SH SOLE 0 78465 0 0 D NEWMONT MINING COMMON STOCK 651639106 300 7374 SH SOLE 0 7374 0 0 D NEXEN INC COMMON STOCK 65334H102 91 5197 SH SOLE 0 5197 0 0 D NORTHROP GRUMMAN COMMON STOCK 666807102 95 2099 SH SOLE 0 2099 0 0 D NOVA CHEMICALS COMMON STOCK 66977W109 54 11248 SH SOLE 0 11248 0 0 D NUTRISYSTEM INC COMMON STOCK 67069D108 174 11958 SH SOLE 0 11958 0 0 D NV ENERGY INC COMMON STOCK 67073Y106 226 22804 SH SOLE 0 22804 0 0 D NVR INC COMMON STOCK 62944T105 91 200 SH SOLE 0 200 0 0 D OCCIDENTAL PETE COMMON STOCK 674599105 108 1802 SH SOLE 0 1802 0 0 D ODYSSEY RE HLDGS COMMON STOCK 67612W108 104 2015 SH SOLE 0 2015 0 0 D OFFICE DEPOT INC COMMON STOCK 676220106 557 187067 SH SOLE 0 187067 0 0 D OLIN CORP COMMON STOCK 680665205 283 15672 SH SOLE 0 15672 0 0 D ON SEMICONDUCTOR COMMON STOCK 682189105 1059 311484 SH SOLE 0 311484 0 0 D ORBITAL SCIENCES COMMON STOCK 685564106 109 5606 SH SOLE 0 5606 0 0 D OVERSEAS SHIPHLD COMMON STOCK 690368105 105 2489 SH SOLE 0 2489 0 0 D OWENS & MINOR COMMON STOCK 690732102 83 2215 SH SOLE 0 2215 0 0 D OXFORD INDS INC COMMON STOCK 691497309 115 13131 SH SOLE 0 13131 0 0 D PARTNERRE LTD COMMON STOCK BMG6852T1053 89 1252 SH SOLE 0 1252 0 0 D PENN NATL GAMING COMMON STOCK 707569109 183 8571 SH SOLE 0 8571 0 0 D PERINI CORP COMMON STOCK 713839108 107 4577 SH SOLE 0 4577 0 0 D PETROBRAS SA-ADR ADRS STOCK 71654V408 687 28042 SH SOLE 0 28042 0 0 D PETROHAWK ENERGY COMMON STOCK 716495106 741 47434 SH SOLE 0 47434 0 0 D PFIZER INC COMMON STOCK 717081103 427 24125 SH SOLE 0 24125 0 0 D PHILIP MORRIS COMMON STOCK 718172109 453 10417 SH SOLE 0 10417 0 0 D PHILIPP LONG-ADR ADRS STOCK 718252604 88 1868 SH SOLE 0 1868 0 0 D PLATINUM UNDERWR COMMON STOCK BMG7127P1005 105 2908 SH SOLE 0 2908 0 0 D PNC FINANCIAL SE COMMON STOCK 693475105 1351 27565 SH SOLE 0 27565 0 0 D POLO RALPH LAURE COMMON STOCK 731572103 142 3132 SH SOLE 0 3132 0 0 D POOL CORP COMMON STOCK 73278L105 44 2434 SH SOLE 0 2434 0 0 D POWERSH-QQQ ETF STOCK 73935A104 446 15000 SH SOLE 0 15000 0 0 D PRECISION DRILLI COMMON STOCK 740215108 54 6427 SH SOLE 0 6427 0 0 D PRIDE INTL INC COMMON STOCK 74153Q102 245 15313 SH SOLE 0 15313 0 0 D PROGRESSIVE CORP COMMON STOCK 743315103 32 2174 SH SOLE 0 2174 0 0 D PROLOGIS COMMON STOCK 743410102 2674 192523 SH SOLE 0 192523 0 0 D PSYCHIATRIC SOLU COMMON STOCK 74439H108 360 12934 SH SOLE 0 12934 0 0 D PULTE HOMES INC COMMON STOCK 745867101 311 28430 SH SOLE 0 28430 0 0 D QLOGIC CORP COMMON STOCK 747277101 106 7884 SH SOLE 0 7884 0 0 D QUEST SOFTWARE COMMON STOCK 74834T103 364 28896 SH SOLE 0 28896 0 0 D QUICKSILVER RES COMMON STOCK 74837R104 341 61298 SH SOLE 0 61298 0 0 D QUIKSILVER INC COMMON STOCK 74838C106 169 91742 SH SOLE 0 91742 0 0 D RADIOSHACK CORP COMMON STOCK 750438103 135 11268 SH SOLE 0 11268 0 0 D RALCORP HLDGS COMMON STOCK 751028101 298 5098 SH SOLE 0 5098 0 0 D RANGE RESOURCES COMMON STOCK 75281A109 898 26121 SH SOLE 0 26121 0 0 D RC2 CORP COMMON STOCK 749388104 82 7644 SH SOLE 0 7644 0 0 D REGIONS FINANCIA COMMON STOCK 7591EP100 68 8587 SH SOLE 0 8587 0 0 D RELIANCE STEEL COMMON STOCK 759509102 97 4849 SH SOLE 0 4849 0 0 D RELIANT ENERGY COMMON STOCK 75952B105 98 16981 SH SOLE 0 16981 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 540 10469 SH SOLE 0 10469 0 0 D RENT-A-CENTER COMMON STOCK 76009N100 472 26766 SH SOLE 0 26766 0 0 D REPSOL YPF -ADR ADRS STOCK 76026T205 98 4552 SH SOLE 0 4552 0 0 D RESEARCH IN MOTI COMMON STOCK 760975102 47 1157 SH SOLE 0 1157 0 0 D RETAIL HOLDRS TR COMMON STOCK 76127U101 1 8 SH SOLE 0 8 0 0 D REYNOLDS AMERICA COMMON STOCK 761713106 82 2045 SH SOLE 0 2045 0 0 D ROCKWOOD HOLDING COMMON STOCK 774415103 625 57882 SH SOLE 0 57882 0 0 D ROHM & HAAS CO COMMON STOCK 775371107 3585 58015 SH SOLE 0 58015 0 0 D ROSS STORES INC COMMON STOCK 778296103 97 3272 SH SOLE 0 3272 0 0 D RR DONNELLEY & S COMMON STOCK 257867101 91 6720 SH SOLE 0 6720 0 0 D RYDER SYSTEM INC COMMON STOCK 783549108 94 2426 SH SOLE 0 2426 0 0 D SAFETY INSURANCE COMMON STOCK 78648T100 94 2479 SH SOLE 0 2479 0 0 D SAIC INC COMMON STOCK 78390X101 96 4906 SH SOLE 0 4906 0 0 D SBA COMM CORP-A COMMON STOCK 78388J106 210 12875 SH SOLE 0 12875 0 0 D SCHOLASTIC CORP COMMON STOCK 807066105 75 5519 SH SOLE 0 5519 0 0 D SCHOOL SPECIALTY COMMON STOCK 807863105 99 5161 SH SOLE 0 5161 0 0 D SCOTTS MIRACLE-A COMMON STOCK 810186106 273 9178 SH SOLE 0 9178 0 0 D SEAGATE TECHNOLO COMMON STOCK KYG7945J1040 82 18453 SH SOLE 0 18453 0 0 D SEMICONDUCTOR HL COMMON STOCK 816636203 1718 97579 SH SOLE 0 97579 0 0 D SHERWIN-WILLIAMS COMMON STOCK 824348106 453 7576 SH SOLE 0 7576 0 0 D SHUFFLE MASTER COMMON STOCK 825549108 63 12715 SH SOLE 0 12715 0 0 D SKILLSOFT-ADR ADRS STOCK 830928107 64 8945 SH SOLE 0 8945 0 0 D SMART BALANCE IN COMMON STOCK 83169Y108 504 74167 SH SOLE 0 74167 0 0 D SMITH (A.O.)CORP COMMON STOCK 831865209 82 2770 SH SOLE 0 2770 0 0 D SOLERA HOLDINGS COMMON STOCK 83421A104 782 32452 SH SOLE 0 32452 0 0 D SOUTH FINANCIAL COMMON STOCK 837841105 0 2 SH SOLE 0 2 0 0 D SPSS INC COMMON STOCK 78462K102 101 3748 SH SOLE 0 3748 0 0 D ST JUDE MEDICAL COMMON STOCK 790849103 198 6000 SH SOLE 0 6000 0 0 D STANDARD PACIFIC COMMON STOCK 85375C101 84 47025 SH SOLE 0 47025 0 0 D STERLING BANCSHR COMMON STOCK 858907108 377 61926 SH SOLE 0 61926 0 0 D STONE ENERGY COMMON STOCK 861642106 64 5766 SH SOLE 0 5766 0 0 D SUNCOR ENERGY COMMON STOCK 867229106 48 2449 SH SOLE 0 2449 0 0 D SUNPOWER CORP-A COMMON STOCK 867652109 440 11887 SH SOLE 0 11887 0 0 D SUPERIOR ENERGY COMMON STOCK 868157108 181 11340 SH SOLE 0 11340 0 0 D SYBASE INC COMMON STOCK 871130100 90 3635 SH SOLE 0 3635 0 0 D SYMANTEC CORP COMMON STOCK 871503108 1207 89307 SH SOLE 0 89307 0 0 D SYNAPTICS INC COMMON STOCK 87157D109 435 26273 SH SOLE 0 26273 0 0 D SYNIVERSE HOLDIN COMMON STOCK 87163F106 293 24566 SH SOLE 0 24566 0 0 D TAIWAN SEMIC-ADR ADRS STOCK 874039100 1389 175802 SH SOLE 0 175802 0 0 D TALISMAN ENERGY COMMON STOCK 87425E103 653 65363 SH SOLE 0 65363 0 0 D TECH DATA CORP COMMON STOCK 878237106 92 5141 SH SOLE 0 5141 0 0 D TELECOM HOLDRS COMMON STOCK 87927P200 0 15 SH SOLE 0 15 0 0 D TENARIS-ADR ADRS STOCK 88031M109 44 2114 SH SOLE 0 2114 0 0 D TERRA INDUSTRIES COMMON STOCK 880915103 195 11718 SH SOLE 0 11718 0 0 D TESCO CORP COMMON STOCK 88157K101 228 31881 SH SOLE 0 31881 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 219 18428 SH SOLE 0 18428 0 0 D THERMO FISHER COMMON STOCK 883556102 481 14104 SH SOLE 0 14104 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 97 18594 SH SOLE 0 18594 0 0 D TOLL BROTHERS COMMON STOCK 889478103 639 29833 SH SOLE 0 29833 0 0 D TOWER GROUP INC COMMON STOCK 891777104 115 4081 SH SOLE 0 4081 0 0 D TRANSOCEAN INC COMMON STOCK CH0048265513 1542 32626 SH SOLE 0 32626 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 99 2191 SH SOLE 0 2191 0 0 D TREDEGAR CORP COMMON STOCK 894650100 103 5643 SH SOLE 0 5643 0 0 D TRINITY INDUSTRI COMMON STOCK 896522109 544 34524 SH SOLE 0 34524 0 0 D TRIQUINT SEMICON COMMON STOCK 89674K103 118 34366 SH SOLE 0 34366 0 0 D TTM TECHNOLOGIES COMMON STOCK 87305R109 103 19680 SH SOLE 0 19680 0 0 D TYSON FOODS-A COMMON STOCK 902494103 54 6153 SH SOLE 0 6153 0 0 D UAL CORP COMMON STOCK 902549807 127 11486 SH SOLE 0 11486 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 514 14886 SH SOLE 0 14886 0 0 D UNIBANCO-GDR GDR STOCK 90458E107 50 781 SH SOLE 0 781 0 0 D UNION PAC CORP COMMON STOCK 907818108 393 8225 SH SOLE 0 8225 0 0 D UNITED RENTALS COMMON STOCK 911363109 718 78719 SH SOLE 0 78719 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 230 3671 SH SOLE 0 3671 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 309 20626 SH SOLE 0 20626 0 0 D US STEEL CORP COMMON STOCK 912909108 425 11427 SH SOLE 0 11427 0 0 D UST INC COMMON STOCK 902911106 385 5547 SH SOLE 0 5547 0 0 D VALASSIS COMM COMMON STOCK 918866104 71 54159 SH SOLE 0 54159 0 0 D VALE R DOCE-ADR ADRS STOCK 204412209 98 8079 SH SOLE 0 8079 0 0 D VALIDUS HOLDINGS COMMON STOCK BMG9319H1025 107 4091 SH SOLE 0 4091 0 0 D VECTREN CORP COMMON STOCK 92240G101 104 4161 SH SOLE 0 4161 0 0 D VERISIGN INC COMMON STOCK 92343E102 218 11441 SH SOLE 0 11441 0 0 D VERTEX PHARM COMMON STOCK 92532F100 310 10214 SH SOLE 0 10214 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 227 45438 SH SOLE 0 45438 0 0 D VIROPHARMA INC COMMON STOCK 928241108 130 9985 SH SOLE 0 9985 0 0 D VISA INC-CLASS A COMMON STOCK 92826C839 853 16259 SH SOLE 0 16259 0 0 D W&T OFFSHORE INC COMMON STOCK 92922P106 94 6552 SH SOLE 0 6552 0 0 D WADDELL & REED COMMON STOCK 930059100 489 31604 SH SOLE 0 31604 0 0 D WALGREEN CO COMMON STOCK 931422109 0 1 SH SOLE 0 1 0 0 D WATSON PHARM COMMON STOCK 942683103 95 3587 SH SOLE 0 3587 0 0 D WEATHERFORD INTL COMMON STOCK BMG950891017 193 17845 SH SOLE 0 17845 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 97 7517 SH SOLE 0 7517 0 0 D WELLPOINT INC COMMON STOCK 94973V107 106 2508 SH SOLE 0 2508 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 153 5202 SH SOLE 0 5202 0 0 D WESCO INTL COMMON STOCK 95082P105 103 5343 SH SOLE 0 5343 0 0 D WESTERN DIGITAL COMMON STOCK 958102105 76 6605 SH SOLE 0 6605 0 0 D WILLBROS GROUP COMMON STOCK 969199108 136 16047 SH SOLE 0 16047 0 0 D WILLIS GRP HLDGS COMMON STOCK BMG966551084 407 16350 SH SOLE 0 16350 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 75 6843 SH SOLE 0 6843 0 0 D XILINX INC COMMON STOCK 983919101 93 5210 SH SOLE 0 5210 0 0 D XTO ENERGY INC COMMON STOCK 98385X106 27 767 SH SOLE 0 767 0 0 D YAHOO! INC COMMON STOCK 984332106 316 25885 SH SOLE 0 25885 0 0 D YAMANA GOLD INC COMMON STOCK 98462Y100 498 64540 SH SOLE 0 64540 0 0 D YRC WORLDWIDE IN COMMON STOCK 984249102 51 17797 SH SOLE 0 17797 0 0 S REPORT SUMMARY 421 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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