-----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, NAbba38hS8q+QEKjTMkxYuK27VQBiiCiqbr31O7GwCXa2/XH+3MgVdjDDSZpOXLh 6zRKMlFYOcRTLdmwhhPS7w== 0001325091-08-000004.txt : 20080522 0001325091-08-000004.hdr.sgml : 20080522 20080521182212 ACCESSION NUMBER: 0001325091-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080522 DATE AS OF CHANGE: 20080521 EFFECTIVENESS DATE: 20080522 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: 08852796 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 mwna1q08.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 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: Address: 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: Title: Phone: Signature, Place and Date of Signing: May 14, 2008 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: 461 Form 13F Information Table Value Total: 1631187 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 NON ------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- ---- D QUANEX CORP COMMON STOCK 747620102 2810 54312 SH SOLE 54312 0 0 D ALCOA INC COMMON STOCK 013817101 21883 606838 SH SOLE 606838 0 0 D APPLE COMMON STOCK 037833100 12203 85036 SH SOLE 85036 0 0 D ABAXIS INC COMMON STOCK 002567105 2240 96678 SH SOLE 96678 0 0 D ABIOMED INC COMMON STOCK 003654100 648 49300 SH SOLE 49300 0 0 D AMBEV-PRF ADR COMMON STOCK 20441W203 1088 14400 SH SOLE 14400 0 0 D BARRICK GOLD CRP COMMON STOCK 067901108 6730 154882 SH SOLE 154882 0 0 D ACE LTD COMMON STOCK KYG0070K1031 6927 125800 SH SOLE 125800 0 0 D ACERGY SA-ADR COMMON STOCK 00443E104 2904 136042 SH SOLE 136042 0 0 D AMERICAN COMMERC COMMON STOCK 025195207 1423 90092 SH SOLE 90092 0 0 D AC MOORE ARTS COMMON STOCK 00086T103 387 56700 SH SOLE 56700 0 0 D ACCENTURE LTD-A COMMON STOCK BMG1150G1116 2021 57457 SH SOLE 57457 0 0 D ARCHER-DANIELS COMMON STOCK 039483102 5474 133000 SH SOLE 133000 0 0 D ADV ENERGY INDS COMMON STOCK 007973100 583 44000 SH SOLE 44000 0 0 D AGNICO-EAGLE COMMON STOCK 008474108 8322 122900 SH SOLE 122900 0 0 D AMERICAN ELECTRI COMMON STOCK 025537101 463 11133 SH SOLE 11133 0 0 D AERCAP HOLDINGS COMMON STOCK NL0000687663 1352 76896 SH SOLE 76896 0 0 D AFFYMETRIX INC COMMON STOCK 00826T108 1581 90783 SH SOLE 90783 0 0 D ALLERGAN INC COMMON STOCK 018490102 1670 29616 SH SOLE 29616 0 0 D ASSURED GUARANTY COMMON STOCK BMG0585R1060 1544 65030 SH SOLE 65030 0 0 D AGRIUM INC COMMON STOCK 008916108 6379 102700 SH SOLE 102700 0 0 D ALTRA HOLDINGS I COMMON STOCK 02208R106 530 39382 SH SOLE 39382 0 0 D AAR CORP COMMON STOCK 000361105 2113 77487 SH SOLE 77487 0 0 D ASSURANT INC COMMON STOCK 04621X108 3136 51521 SH SOLE 51521 0 0 D AKAMAI TECH COMMON STOCK 00971T101 5472 194305 SH SOLE 194305 0 0 D ALMACENES-GDR COMMON STOCK 020279105 1364 175000 SH SOLE 175000 0 0 D AMAG PHARMACEUTI COMMON STOCK 00163U106 1929 47701 SH SOLE 47701 0 0 D AMER MED SYS HLD COMMON STOCK 02744M108 511 36025 SH SOLE 36025 0 0 D AMERON INTL CORP COMMON STOCK 030710107 1169 12500 SH SOLE 12500 0 0 D AMSURG CORP COMMON STOCK 03232P405 2060 86994 SH SOLE 86994 0 0 D AMERICAN TOWER-A COMMON STOCK 029912201 400 10193 SH SOLE 10193 0 0 D AMERICA MO-ADR L COMMON STOCK 02364W105 6235 97900 SH SOLE 97900 0 0 D ANADIGICS INC COMMON STOCK 032515108 3590 547224 SH SOLE 547224 0 0 D ALPHA NATURAL RE COMMON STOCK 02076X102 4531 104300 SH SOLE 104300 0 0 D AEGEAN MARINE PE COMMON STOCK MHY0017S1028 1309 38271 SH SOLE 38271 0 0 D AON CORP COMMON STOCK 037389103 2557 63602 SH SOLE 63602 0 0 D ANADARKO PETROLE COMMON STOCK 032511107 5555 88138 SH SOLE 88138 0 0 D ARRIS GROUP INC COMMON STOCK 04269Q100 640 109884 SH SOLE 109884 0 0 D ARTHROCARE CORP COMMON STOCK 043136100 8231 246800 SH SOLE 246800 0 0 D ARUBA NETWORKS I COMMON STOCK 043176106 176 33692 SH SOLE 33692 0 0 D YAMANA GOLD INC COMMON STOCK 98462Y100 15844 1083700 SH SOLE 1083700 0 0 D AVERY DENNISON COMMON STOCK 053611109 2828 57425 SH SOLE 57425 0 0 D ANIXTER INTL INC COMMON STOCK 035290105 2062 32194 SH SOLE 32194 0 0 D BOEING CO COMMON STOCK 097023105 1202 16157 SH SOLE 16157 0 0 D BARE ESCENTUALS COMMON STOCK 067511105 1947 83130 SH SOLE 83130 0 0 D BLOCKBUSTER-A COMMON STOCK 093679108 967 296597 SH SOLE 296597 0 0 D BE AEROSPACE COMMON STOCK 073302101 4257 121807 SH SOLE 121807 0 0 D BAKER HUGHES INC COMMON STOCK 057224107 1491 21768 SH SOLE 21768 0 0 D SOTHEBYS COMMON STOCK 835898107 1899 65700 SH SOLE 65700 0 0 D BAIDU.COM-SP ADR COMMON STOCK 056752108 1176 4908 SH SOLE 4908 0 0 D BIOGEN IDEC INC COMMON STOCK 09062X103 8637 140014 SH SOLE 140014 0 0 D BJS RESTAURANTS COMMON STOCK 09180C106 997 69200 SH SOLE 69200 0 0 D BJ SERVICES CO COMMON STOCK 055482103 2771 97200 SH SOLE 97200 0 0 D BANK NY MELLON COMMON STOCK 064058100 9514 227993 SH SOLE 227993 0 0 D BALL CORP COMMON STOCK 058498106 5076 110500 SH SOLE 110500 0 0 D BIOMARIN PHARMAC COMMON STOCK 09061G101 11396 322194 SH SOLE 322194 0 0 D BROADCOM CORP-A COMMON STOCK 111320107 4816 249923 SH SOLE 249923 0 0 D BARR PHARMACEUTI COMMON STOCK 068306109 974 20168 SH SOLE 20168 0 0 D PEABODY ENERGY COMMON STOCK 704549104 5987 117400 SH SOLE 117400 0 0 D ANHEUSER BUSCH COMMON STOCK 035229103 19076 402030 SH SOLE 402030 0 0 D BLACKSTONE GROUP COMMON STOCK 09253U108 419 26367 SH SOLE 26367 0 0 D CITIGROUP INC COMMON STOCK 172967101 3959 184811 SH SOLE 184811 0 0 D CARDINAL HEALTH COMMON STOCK 14149Y108 1365 25989 SH SOLE 25989 0 0 D CACI INTL-A COMMON STOCK 127190304 1935 42481 SH SOLE 42481 0 0 D CAL-MAINE FOODS COMMON STOCK 128030202 1512 45290 SH SOLE 45290 0 0 D CAMERON INTERNAT COMMON STOCK 13342B105 8036 192992 SH SOLE 192992 0 0 D CAVIUM NETWORKS COMMON STOCK 14965A101 4019 245041 SH SOLE 245041 0 0 D CHICAGO BRIDGE COMMON STOCK 167250109 7223 184083 SH SOLE 184083 0 0 D CALGON CARBON COMMON STOCK 129603106 5051 335592 SH SOLE 335592 0 0 D CAMECO CORP COMMON STOCK 13321L108 432 13100 SH SOLE 13100 0 0 D COGENT COMMUNICA COMMON STOCK 19239V302 2270 124000 SH SOLE 124000 0 0 D CLEAR CHANNEL COMMON STOCK 184502102 3465 118574 SH SOLE 118574 0 0 D COEUR DALENE MN COMMON STOCK 192108108 1870 462870 SH SOLE 462870 0 0 D CELGENE CORP COMMON STOCK 151020104 4774 77888 SH SOLE 77888 0 0 D CENTURY ALUMINUM COMMON STOCK 156431108 12176 183822 SH SOLE 183822 0 0 D CEPHALON INC COMMON STOCK 156708109 1078 16733 SH SOLE 16733 0 0 D CENTRAL EURO MED COMMON STOCK BMG200452024 1287 15100 SH SOLE 15100 0 0 D CULLEN/FROST COMMON STOCK 229899109 1031 19447 SH SOLE 19447 0 0 D COGNEX CORP COMMON STOCK 192422103 690 31609 SH SOLE 31609 0 0 D CHOICE HOTELS COMMON STOCK 169905106 2261 66300 SH SOLE 66300 0 0 D CHARLOTTE RUSSE COMMON STOCK 161048103 1001 57700 SH SOLE 57700 0 0 D CHINA MOBILE-ADR COMMON STOCK 16941M109 1236 16480 SH SOLE 16480 0 0 D CKE RESTAURANTS COMMON STOCK 12561E105 1387 123600 SH SOLE 123600 0 0 D CONTL RES INC/OK COMMON STOCK 212015101 399 12500 SH SOLE 12500 0 0 D CLOROX CO COMMON STOCK 189054109 6663 117639 SH SOLE 117639 0 0 D COMCAST CORP-A COMMON STOCK 20030N101 797 41196 SH SOLE 41196 0 0 D COMCAST CORP-SPL COMMON STOCK 20030N200 2345 123630 SH SOLE 123630 0 0 D COMTECH TELECOMM COMMON STOCK 205826209 2028 52000 SH SOLE 52000 0 0 D CON-WAY INC COMMON STOCK 205944101 0 4 SH SOLE 4 0 0 D CONSOL ENERGY COMMON STOCK 20854P109 5807 83926 SH SOLE 83926 0 0 D COMTECH GROUP IN COMMON STOCK 192448108 2688 249100 SH SOLE 249100 0 0 D COACH INC COMMON STOCK 189754104 4354 144400 SH SOLE 144400 0 0 D 3COM CORP COMMON STOCK 885535104 1257 549100 SH SOLE 549100 0 0 D COVIDIEN LTD COMMON STOCK BMG2552X1083 1218 27524 SH SOLE 27524 0 0 D CALLON PETROLEUM COMMON STOCK 13123X102 1510 83473 SH SOLE 83473 0 0 D CEPHEID INC COMMON STOCK 15670R107 2699 110643 SH SOLE 110643 0 0 D COPART INC COMMON STOCK 217204106 1172 30250 SH SOLE 30250 0 0 D COMPOSITE TECHNO COMMON STOCK 20461S108 1661 2001329 SH SOLE 2001329 0 0 D CHIQUITA BRANDS COMMON STOCK 170032809 585 25300 SH SOLE 25300 0 0 D CERADYNE INC COMMON STOCK 156710105 1586 49612 SH SOLE 49612 0 0 D CREE INC COMMON STOCK 225447101 4873 174300 SH SOLE 174300 0 0 D COMSTOCK RES INC COMMON STOCK 205768203 2456 60955 SH SOLE 60955 0 0 D CROCS INC COMMON STOCK 227046109 3784 216601 SH SOLE 216601 0 0 D CISCO SYSTEMS COMMON STOCK 17275R102 6762 280698 SH SOLE 280698 0 0 D COSTAR GROUP INC COMMON STOCK 22160N109 1656 38500 SH SOLE 38500 0 0 D CSX CORP COMMON STOCK 126408103 3577 63800 SH SOLE 63800 0 0 D COMMSCOPE INC COMMON STOCK 203372107 1216 34900 SH SOLE 34900 0 0 D CENTEX CORP COMMON STOCK 152312104 5292 218600 SH SOLE 218600 0 0 D COMMVAULT SYSTEM COMMON STOCK 204166102 1623 130883 SH SOLE 130883 0 0 D CVS CAREMARK COR COMMON STOCK 126650100 23117 570652 SH SOLE 570652 0 0 D CORRECTIONS CORP COMMON STOCK 22025Y407 2540 92299 SH SOLE 92299 0 0 D COMMUNITY HEALTH COMMON STOCK 203668108 2098 62500 SH SOLE 62500 0 0 D CITIZENS COMM CO COMMON STOCK 17453B101 991 94468 SH SOLE 94468 0 0 D DELTA AIR LI COMMON STOCK 247361702 4912 571200 SH SOLE 571200 0 0 D DU PONT (EI) COMMON STOCK 263534109 5021 107376 SH SOLE 107376 0 0 D DEERE & CO COMMON STOCK 244199105 5392 67029 SH SOLE 67029 0 0 D DECKERS OUTDOOR COMMON STOCK 243537107 1899 17614 SH SOLE 17614 0 0 D DENNYS CORP COMMON STOCK 24869P104 347 116487 SH SOLE 116487 0 0 D DEAN FOODS CO COMMON STOCK 242370104 6606 328840 SH SOLE 328840 0 0 D DR HORTON INC COMMON STOCK 23331A109 1291 81964 SH SOLE 81964 0 0 D DISNEY (WALT) CO COMMON STOCK 254687106 2554 81392 SH SOLE 81392 0 0 D DISCOVERY HOLD-A COMMON STOCK 25468Y107 2501 117837 SH SOLE 117837 0 0 D DICKS SPORTING COMMON STOCK 253393102 1080 40332 SH SOLE 40332 0 0 D GENENTECH INC COMMON STOCK 368710406 4751 58526 SH SOLE 58526 0 0 D DIAMOND OFFSHORE COMMON STOCK 25271C102 9377 80556 SH SOLE 80556 0 0 D DSW INC-CL A COMMON STOCK 23334L102 344 26600 SH SOLE 26600 0 0 D DIANA SHIPPING I COMMON STOCK MHY2066G1044 2153 81811 SH SOLE 81811 0 0 D DAVITA INC COMMON STOCK 23918K108 5577 116763 SH SOLE 116763 0 0 D DEVON ENERGY CO COMMON STOCK 25179M103 2233 21400 SH SOLE 21400 0 0 D DEXCOM COMMON STOCK 252131107 119 28681 SH SOLE 28681 0 0 D ENCANA CORP COMMON STOCK 292505104 2363 31200 SH SOLE 31200 0 0 D EMP DISTRIB-ADR COMMON STOCK 29244A102 286 14600 SH SOLE 14600 0 0 D EQUIFAX INC COMMON STOCK 294429105 7365 213600 SH SOLE 213600 0 0 D ELAN CORP-ADR COMMON STOCK 284131208 1119 53653 SH SOLE 53653 0 0 D EMC CORP/MASS COMMON STOCK 268648102 576 40174 SH SOLE 40174 0 0 D EMCOR GROUP INC COMMON STOCK 29084Q100 487 21908 SH SOLE 21908 0 0 D EMCORE CORP COMMON STOCK 290846104 1089 189000 SH SOLE 189000 0 0 D ENERSIS SA-ADR COMMON STOCK 29274F104 69 3900 SH SOLE 3900 0 0 D ENERGIZER HOLDGS COMMON STOCK 29266R108 3644 40277 SH SOLE 40277 0 0 D ENERSYS COMMON STOCK 29275Y102 1398 58431 SH SOLE 58431 0 0 D ENERPLUS RESOUR COMMON STOCK 29274D604 6355 146419 SH SOLE 146419 0 0 D EMBRAER-ADR COMMON STOCK 29081M102 1166 29500 SH SOLE 29500 0 0 D ELECTRONIC ARTS COMMON STOCK 285512109 2531 50700 SH SOLE 50700 0 0 D ETHAN ALLEN COMMON STOCK 297602104 0 15 SH SOLE 15 0 0 D EATON CORP COMMON STOCK 278058102 5574 69965 SH SOLE 69965 0 0 D EAST WEST BNCRP COMMON STOCK 27579R104 974 54890 SH SOLE 54890 0 0 D ISHARES-MEXICO COMMON STOCK 464286822 644 10900 SH SOLE 10900 0 0 D ISHARES-BRAZIL COMMON STOCK 464286400 864 11220 SH SOLE 11220 0 0 D ADVANCED MED OPT COMMON STOCK 00763M108 1563 77000 SH SOLE 77000 0 0 D FCSTONE GROUP IN COMMON STOCK 31308T100 3609 130300 SH SOLE 130300 0 0 D FREEPORT-MCMORAN COMMON STOCK 35671D857 11785 122483 SH SOLE 122483 0 0 D FORDING CANADIAN COMMON STOCK 345425102 272 5205 SH SOLE 5205 0 0 D FIRSTFED FIN CO COMMON STOCK 337907109 0 2 SH SOLE 2 0 0 D FORTRESS INVES-A COMMON STOCK 34958B106 2448 199358 SH SOLE 199358 0 0 D FISERV INC COMMON STOCK 337738108 2780 57802 SH SOLE 57802 0 0 D FLEXTRONICS INTL COMMON STOCK SG9999000020 3375 359400 SH SOLE 359400 0 0 D FLUOR CORP COMMON STOCK 343412102 5745 40700 SH SOLE 40700 0 0 D FMC CORP COMMON STOCK 302491303 527 9502 SH SOLE 9502 0 0 D FOMENTO ECON-ADR COMMON STOCK 344419106 351 8400 SH SOLE 8400 0 0 D FANNIE MAE COMMON STOCK 313586109 4130 156925 SH SOLE 156925 0 0 D FOSSIL INC COMMON STOCK 349882100 0 2 SH SOLE 2 0 0 D FIRST SOLAR INC COMMON STOCK 336433107 3371 14583 SH SOLE 14583 0 0 D FIBERTOWER CORP COMMON STOCK 31567R100 895 508797 SH SOLE 508797 0 0 D FOSTER WHEELER COMMON STOCK BMG365351391 4490 79297 SH SOLE 79297 0 0 D GOODRICH PETRO COMMON STOCK 382410405 1984 65958 SH SOLE 65958 0 0 D GOLDCORP INC COMMON STOCK 380956409 10509 271200 SH SOLE 271200 0 0 D GRAHAM CORP COMMON STOCK 384556106 1036 29081 SH SOLE 29081 0 0 D GILEAD SCIENCES COMMON STOCK 375558103 16418 318619 SH SOLE 318619 0 0 D GENERAL MILLS IN COMMON STOCK 370334104 914 15265 SH SOLE 15265 0 0 D GLOBAL CROSSING COMMON STOCK BMG3921A1751 443 29237 SH SOLE 29237 0 0 D GLOBAL INDS LTD COMMON STOCK 379336100 5890 366076 SH SOLE 366076 0 0 D CORNING INC COMMON STOCK 219350105 6012 250100 SH SOLE 250100 0 0 D GAMESTOP CORP-A COMMON STOCK 36467W109 4320 83536 SH SOLE 83536 0 0 D GENERAL MOLY INC COMMON STOCK 370373102 1261 157800 SH SOLE 157800 0 0 D GENERAL MARITIME COMMON STOCK MHY2692M1030 1621 68677 SH SOLE 68677 0 0 D GEMSTAR-TV GUIDE COMMON STOCK 36866W106 464 98812 SH SOLE 98812 0 0 D GENTEX CORP COMMON STOCK 371901109 11517 671532 SH SOLE 671532 0 0 D GOOGLE INC-CL A COMMON STOCK 38259P508 2517 5714 SH SOLE 5714 0 0 D GLOBAL PAYMENTS COMMON STOCK 37940X102 2629 63565 SH SOLE 63565 0 0 D GEN-PROBE COMMON STOCK 36866T103 5403 112100 SH SOLE 112100 0 0 D GARMIN LTD COMMON STOCK KYG372601099 2637 48821 SH SOLE 48821 0 0 D GOLDMAN SACHS GP COMMON STOCK 38141G104 10326 62432 SH SOLE 62432 0 0 D CHART INDUSTRIES COMMON STOCK 16115Q308 692 20450 SH SOLE 20450 0 0 D GREY WOLF INC COMMON STOCK 397888108 2090 308251 SH SOLE 308251 0 0 D HALLIBURTON CO COMMON STOCK 406216101 6237 158584 SH SOLE 158584 0 0 D HANSEN NATURAL COMMON STOCK 411310105 2606 73817 SH SOLE 73817 0 0 D HOME DEPOT INC COMMON STOCK 437076102 3748 134000 SH SOLE 134000 0 0 D HEICO CORP COMMON STOCK 422806109 2645 54253 SH SOLE 54253 0 0 D HERCULES OFFSHOR COMMON STOCK 427093109 9275 369234 SH SOLE 369234 0 0 D HELIX ENERGY SOL COMMON STOCK 42330P107 4490 142545 SH SOLE 142545 0 0 D HEALTH MGMT AS-A COMMON STOCK 421933102 1643 310510 SH SOLE 310510 0 0 D HONDA MOTOR-ADR COMMON STOCK 438128308 2223 77146 SH SOLE 77146 0 0 D HANSEN MEDICAL I COMMON STOCK 411307101 1407 100069 SH SOLE 100069 0 0 D HOLLY CORP COMMON STOCK 435758305 5065 116671 SH SOLE 116671 0 0 D HOLOGIC INC COMMON STOCK 436440101 1323 23798 SH SOLE 23798 0 0 D HEWLETT-PACKARD COMMON STOCK 428236103 12690 277925 SH SOLE 277925 0 0 D HARRIS CORP COMMON STOCK 413875105 1000 20600 SH SOLE 20600 0 0 D HARSCO CORP COMMON STOCK 415864107 5406 97619 SH SOLE 97619 0 0 D HATTERAS FINANCI COMMON STOCK 41902R202 9970 415428 SH SOLE 415428 0 0 D HEADWATERS INC COMMON STOCK 42210P102 5152 390601 SH SOLE 390601 0 0 D INTERACTIVE BROK COMMON STOCK 45841N107 2952 115009 SH SOLE 115009 0 0 D INTERCONTINENTAL COMMON STOCK 45865V100 6125 46934 SH SOLE 46934 0 0 D INTEGRAT DEVICE COMMON STOCK 458118106 4761 533200 SH SOLE 533200 0 0 D INTERFACE INC-A COMMON STOCK 458665106 441 31410 SH SOLE 31410 0 0 D INTL GAME TECH COMMON STOCK 459902102 724 17998 SH SOLE 17998 0 0 D IHS INC-CLASS A COMMON STOCK 451734107 3865 60100 SH SOLE 60100 0 0 D ILLUMINA INC COMMON STOCK 452327109 586 7715 SH SOLE 7715 0 0 D INVERNESS MEDICA COMMON STOCK 46126P106 2118 70358 SH SOLE 70358 0 0 D IMCLONE SYSTEMS COMMON STOCK 45245W109 1 22 SH SOLE 22 0 0 D INCYTE CORP COMMON STOCK 45337C102 132 12580 SH SOLE 12580 0 0 D INTUIT INC COMMON STOCK 461202103 1596 59100 SH SOLE 59100 0 0 D INTEROIL CORP COMMON STOCK 460951106 420 25501 SH SOLE 25501 0 0 D INGERSOLL-RAND-A COMMON STOCK BMG4776G1015 4289 96198 SH SOLE 96198 0 0 D INTERSIL CORP-A COMMON STOCK 46069S109 8204 319594 SH SOLE 319594 0 0 D INTUITIVE SURGIC COMMON STOCK 46120E602 1135 3500 SH SOLE 3500 0 0 D ITRON INC COMMON STOCK 465741106 5132 56874 SH SOLE 56874 0 0 D INVESCO PLC-SPON COMMON STOCK BMG491BT1088 1080 44320 SH SOLE 44320 0 0 D JA SOLAR HOL-ADR COMMON STOCK 466090107 1556 83651 SH SOLE 83651 0 0 D HUNT (JB) TRANS COMMON STOCK 445658107 0 8 SH SOLE 8 0 0 D JACK IN THE BOX COMMON STOCK 466367109 2430 90450 SH SOLE 90450 0 0 D J.C. PENNEY CO COMMON STOCK 708160106 5898 156400 SH SOLE 156400 0 0 D JACOBS ENGIN GRP COMMON STOCK 469814107 0 2 SH SOLE 2 0 0 D JOHNSON&JOHNSON COMMON STOCK 478160104 1091 16815 SH SOLE 16815 0 0 D JP MORGAN CHASE COMMON STOCK 46625H100 4306 100245 SH SOLE 100245 0 0 D JAMES RIVER COAL COMMON STOCK 470355207 1104 63000 SH SOLE 63000 0 0 D KBR INC COMMON STOCK 48242W106 2953 106489 SH SOLE 106489 0 0 D KRAFT FOODS INC COMMON STOCK 50075N104 3791 122259 SH SOLE 122259 0 0 D KORN/FERRY INTL COMMON STOCK 500643200 960 56800 SH SOLE 56800 0 0 D COCA-COLA CO COMMON STOCK 191216100 4196 68936 SH SOLE 68936 0 0 D KODIAK OIL & GAS COMMON STOCK 50015Q100 898 537609 SH SOLE 537609 0 0 D KOHLS CORP COMMON STOCK 500255104 2029 47300 SH SOLE 47300 0 0 D KANSAS CITY SOUT COMMON STOCK 485170302 1789 44600 SH SOLE 44600 0 0 D LAMAR ADVERTIS-A COMMON STOCK 512815101 1013 28200 SH SOLE 28200 0 0 D LIBERTY GLOBAL-A COMMON STOCK 530555101 2177 63880 SH SOLE 63880 0 0 D LIBERTY GLOBAL-C COMMON STOCK 530555309 2235 68818 SH SOLE 68818 0 0 D US AIRWAYS GROUP COMMON STOCK 90341W108 1040 116668 SH SOLE 116668 0 0 D LONGS DRUG STORE COMMON STOCK 543162101 587 13831 SH SOLE 13831 0 0 D LADISH CO INC COMMON STOCK 505754200 0 1 SH SOLE 1 0 0 D LEAR CORP COMMON STOCK 521865105 1745 67348 SH SOLE 67348 0 0 D LAN AIRLINES-ADR COMMON STOCK 501723100 287 20300 SH SOLE 20300 0 0 D LIONS GATE COMMON STOCK 535919203 1826 187258 SH SOLE 187258 0 0 D LIBERTY MED-A COMMON STOCK 53071M500 3184 140625 SH SOLE 140625 0 0 D LOCKHEED MARTIN COMMON STOCK 539830109 2396 24132 SH SOLE 24132 0 0 D LINCOLN NATL CRP COMMON STOCK 534187109 665 12796 SH SOLE 12796 0 0 D ELONG INC-SP ADR COMMON STOCK 290138205 2133 250000 SH SOLE 250000 0 0 D LIFE TIME FITNES COMMON STOCK 53217R207 570 18278 SH SOLE 18278 0 0 D MACYS INC COMMON STOCK 55616P104 3275 142000 SH SOLE 142000 0 0 D MATRIA HEALTHCAR COMMON STOCK 576817209 109 4889 SH SOLE 4889 0 0 D MEDIACOM COMM-A COMMON STOCK 58446K105 1541 355832 SH SOLE 355832 0 0 D MCKESSON CORP COMMON STOCK 58155Q103 5516 105327 SH SOLE 105327 0 0 D MOODYS CORP COMMON STOCK 615369105 926 26599 SH SOLE 26599 0 0 D MICROS SYSTEMS COMMON STOCK 594901100 3440 102200 SH SOLE 102200 0 0 D MCDERMOTT INTL COMMON STOCK 580037109 5000 91211 SH SOLE 91211 0 0 D ALLSCRIPTS HEALT COMMON STOCK 01988P108 2380 230600 SH SOLE 230600 0 0 D MEDTRONIC INC COMMON STOCK 585055106 1061 21933 SH SOLE 21933 0 0 D MDU RES GROUP COMMON STOCK 552690109 1763 71793 SH SOLE 71793 0 0 D METALICO INC COMMON STOCK 591176102 1045 106700 SH SOLE 106700 0 0 D MASSEY ENERGY CO COMMON STOCK 576206106 0 3 SH SOLE 3 0 0 D METHANEX CORP COMMON STOCK 59151K108 3631 138747 SH SOLE 138747 0 0 D MCCORMICK-N/V COMMON STOCK 579780206 2085 56400 SH SOLE 56400 0 0 D MILLENNIUM PHARM COMMON STOCK 599902103 857 55453 SH SOLE 55453 0 0 D MELLANOX TECHNOL COMMON STOCK IL0011017329 1678 120473 SH SOLE 120473 0 0 D MARSH & MCLENNAN COMMON STOCK 571748102 3402 139701 SH SOLE 139701 0 0 D MONSANTO CO COMMON STOCK 61166W101 32000 286997 SH SOLE 286997 0 0 D MOSAIC CO/THE COMMON STOCK 61945A107 4929 48039 SH SOLE 48039 0 0 D ALTRIA GROUP-W/I COMMON STOCK 02209S129 8170 367700 SH SOLE 367700 0 0 D MINDRAY MEDI-ADR COMMON STOCK 602675100 1126 38900 SH SOLE 38900 0 0 D MERCK & CO COMMON STOCK 589331107 7332 193200 SH SOLE 193200 0 0 D MARATHON OIL COMMON STOCK 565849106 1679 36814 SH SOLE 36814 0 0 D MARVELL TECH GRP COMMON STOCK BMG5876H1051 11875 1091474 SH SOLE 1091474 0 0 D MICROSEMI CORP COMMON STOCK 595137100 3015 132223 SH SOLE 132223 0 0 D MICROSOFT CORP COMMON STOCK 594918104 0 9 SH SOLE 9 0 0 D MSC INDL DIRECT COMMON STOCK 553530106 3329 78800 SH SOLE 78800 0 0 D MATRIX SERVICE COMMON STOCK 576853105 3677 214032 SH SOLE 214032 0 0 D MANITOWOC CO COMMON STOCK 563571108 3392 83131 SH SOLE 83131 0 0 D MICRON TECH COMMON STOCK 595112103 3695 618921 SH SOLE 618921 0 0 D MYLAN INC COMMON STOCK 628530107 3022 260500 SH SOLE 260500 0 0 D NABORS INDS LTD COMMON STOCK BMG6359F1032 8682 257082 SH SOLE 257082 0 0 D NCR CORP COMMON STOCK 62886E108 3317 145300 SH SOLE 145300 0 0 D 99 CENTS ONLY COMMON STOCK 65440K106 0 47 SH SOLE 47 0 0 D NOBLE CORP COMMON STOCK KYG654221004 2852 57416 SH SOLE 57416 0 0 D NETLOGIC MICROSY COMMON STOCK 64118B100 0 3 SH SOLE 3 0 0 D NEWFIELD EXPLORA COMMON STOCK 651290108 1405 26590 SH SOLE 26590 0 0 D NICE SYSTEMS-ADR COMMON STOCK 653656108 992 35143 SH SOLE 35143 0 0 D NII HOLDING INC COMMON STOCK 62913F201 175 5500 SH SOLE 5500 0 0 D ANNALY CAPITAL M COMMON STOCK 035710409 4057 264821 SH SOLE 264821 0 0 D NYMEX HOLDINGS I COMMON STOCK 62948N104 2083 22985 SH SOLE 22985 0 0 D NOKIA CORP-ADR COMMON STOCK 654902204 9177 288300 SH SOLE 288300 0 0 D NATL OILWELL VAR COMMON STOCK 637071101 2761 47300 SH SOLE 47300 0 0 D ENPRO INDUSTRIES COMMON STOCK 29355X107 512 16418 SH SOLE 16418 0 0 D NORFOLK SOUTHERN COMMON STOCK 655844108 3200 58914 SH SOLE 58914 0 0 D NEUSTAR INC-CL A COMMON STOCK 64126X201 2473 93391 SH SOLE 93391 0 0 D NETWORK APPLIANC COMMON STOCK 64110D104 5442 271425 SH SOLE 271425 0 0 D NINTENDO CO-ADR COMMON STOCK 654445303 1831 28242 SH SOLE 28242 0 0 D NUANCE COMMUNICA COMMON STOCK 67020Y100 2252 129328 SH SOLE 129328 0 0 D NUCOR CORP COMMON STOCK 670346105 13570 200327 SH SOLE 200327 0 0 D NUVASIVE INC COMMON STOCK 670704105 2999 86900 SH SOLE 86900 0 0 D NVIDIA CORP COMMON STOCK 67066G104 23045 1164500 SH SOLE 1164500 0 0 D NOVO-NORDISK-ADR COMMON STOCK 670100205 1767 25527 SH SOLE 25527 0 0 D NEWS CORP-A COMMON STOCK 65248E104 4923 262537 SH SOLE 262537 0 0 D NORTHGATE MINERA COMMON STOCK 666416102 1313 411661 SH SOLE 411661 0 0 D OCEANEERING INTL COMMON STOCK 675232102 542 8610 SH SOLE 8610 0 0 D GRUPO AEROPORTUARIO-AD COMMON STOCK 400501102 698 31300 SH SOLE 31300 0 0 D ON SEMICONDUCTOR COMMON STOCK 682189105 3358 591214 SH SOLE 591214 0 0 D ORACLE CORP COMMON STOCK 68389X105 7807 399118 SH SOLE 399118 0 0 D OVERSEAS SHIPHLD COMMON STOCK 690368105 9455 135000 SH SOLE 135000 0 0 D OSI PHARMACEUTIC COMMON STOCK 671040103 225 6027 SH SOLE 6027 0 0 D OCCIDENTAL PETE COMMON STOCK 674599105 783 10702 SH SOLE 10702 0 0 D OYO GEOSPACE COR COMMON STOCK 671074102 1955 43042 SH SOLE 43042 0 0 D GRUPO AEROPO DEL PAC COMMON STOCK 400506101 225 5000 SH SOLE 5000 0 0 D PALM INC COMMON STOCK 696643105 4307 861400 SH SOLE 861400 0 0 D PAMPA GDR REG S COMMON STOCK 697660207 444 23500 SH SOLE 23500 0 0 D VERIFONE HOLDING COMMON STOCK 92342Y109 7273 458296 SH SOLE 458296 0 0 D PEOPLES UNITED COMMON STOCK 712704105 2093 120889 SH SOLE 120889 0 0 D PETROBRAS SA-ADR COMMON STOCK 71654V408 15112 148000 SH SOLE 148000 0 0 D PEP BOYS MM&J COMMON STOCK 713278109 4181 419791 SH SOLE 419791 0 0 D PRICELINE.COM COMMON STOCK 741503403 2275 18821 SH SOLE 18821 0 0 D PRECISION CASTPT COMMON STOCK 740189105 2632 25780 SH SOLE 25780 0 0 D PERINI CORP COMMON STOCK 713839108 3775 104195 SH SOLE 104195 0 0 D PATTERSON COS COMMON STOCK 703395103 5496 151400 SH SOLE 151400 0 0 D PEDIATRIX MEDIC COMMON STOCK 705324101 1606 23830 SH SOLE 23830 0 0 D PUB SERV ENTERP COMMON STOCK 744573106 467 11627 SH SOLE 11627 0 0 D PARKER HANNIFIN COMMON STOCK 701094104 5994 86529 SH SOLE 86529 0 0 D PIER 1 IMPORTS COMMON STOCK 720279108 2084 331785 SH SOLE 331785 0 0 D PARKER DRILLING COMMON STOCK 701081101 2217 343137 SH SOLE 343137 0 0 D CHILDRENS PLACE COMMON STOCK 168905107 550 22400 SH SOLE 22400 0 0 D PALL CORP COMMON STOCK 696429307 3823 109000 SH SOLE 109000 0 0 D PLANTRONICS INC COMMON STOCK 727493108 1907 98760 SH SOLE 98760 0 0 D INSULET CORP COMMON STOCK 45784P101 360 24999 SH SOLE 24999 0 0 D POTASH CORP SAS COMMON STOCK 73755L107 25968 167312 SH SOLE 167312 0 0 D PETROQUEST ENERG COMMON STOCK 716748108 1653 95343 SH SOLE 95343 0 0 D PAREXEL INTL COMMON STOCK 699462107 1021 39102 SH SOLE 39102 0 0 D COLLECTIVE BRAND COMMON STOCK 19421W100 5434 448313 SH SOLE 448313 0 0 D PSYCHIATRIC SOLU COMMON STOCK 74439H108 3402 100301 SH SOLE 100301 0 0 D PENN VIRGINIA COMMON STOCK 707882106 2950 66900 SH SOLE 66900 0 0 D QLOGIC CORP COMMON STOCK 747277101 1750 114033 SH SOLE 114033 0 0 D QUEST SOFTWARE COMMON STOCK 74834T103 2255 172524 SH SOLE 172524 0 0 D RITE AID CORP COMMON STOCK 767754104 1938 659089 SH SOLE 659089 0 0 D REYNOLDS AMERICA COMMON STOCK 761713106 12960 219542 SH SOLE 219542 0 0 D FREIGHTCAR AMERI COMMON STOCK 357023100 976 28469 SH SOLE 28469 0 0 D ARIES MARITIME T COMMON STOCK BMG0474B1054 2207 384501 SH SOLE 384501 0 0 D RUBICON TECHNOLO COMMON STOCK 78112T107 1892 65293 SH SOLE 65293 0 0 D SPORT SUPPLY GRO COMMON STOCK 84916A104 669 56007 SH SOLE 56007 0 0 D ROBBINS & MYERS COMMON STOCK 770196103 2681 82100 SH SOLE 82100 0 0 D ROWAN COMPANIES COMMON STOCK 779382100 0 2 SH SOLE 2 0 0 D RF MICRO DEVICES COMMON STOCK 749941100 3920 1473600 SH SOLE 1473600 0 0 D TRANSOCEAN INC COMMON STOCK KYG900731004 8059 59610 SH SOLE 59610 0 0 D RIMAGE CORP COMMON STOCK 766721104 1806 82468 SH SOLE 82468 0 0 D RESEARCH IN MOTI COMMON STOCK 760975102 43098 384015 SH SOLE 384015 0 0 D VALE R DOCE-ADR COMMON STOCK 204412209 10903 314738 SH SOLE 314738 0 0 D RESMED INC COMMON STOCK 761152107 981 23254 SH SOLE 23254 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 3270 63000 SH SOLE 63000 0 0 D REALNETWORKS INC COMMON STOCK 75605L104 1893 330317 SH SOLE 330317 0 0 D RANGE RESOURCES COMMON STOCK 75281A109 2118 33374 SH SOLE 33374 0 0 D RR DONNELLEY & S COMMON STOCK 257867101 524 17300 SH SOLE 17300 0 0 D RELIANT ENERGY COMMON STOCK 75952B105 483 20427 SH SOLE 20427 0 0 D RELIANCE STEEL COMMON STOCK 759509102 15 245 SH SOLE 245 0 0 D RUBY TUESDAY INC COMMON STOCK 781182100 1082 144200 SH SOLE 144200 0 0 D RADVISION LTD COMMON STOCK IL0010843832 1424 215799 SH SOLE 215799 0 0 D SBA COMM CORP-A COMMON STOCK 78388J106 1264 42377 SH SOLE 42377 0 0 D SCHNITZER STEEL COMMON STOCK 806882106 2119 29835 SH SOLE 29835 0 0 D SWITCH & DATA FA COMMON STOCK 871043105 0 4 SH SOLE 4 0 0 D SEPRACOR INC COMMON STOCK 817315104 5224 267600 SH SOLE 267600 0 0 D SMITHFIELD FOODS COMMON STOCK 832248108 2321 90105 SH SOLE 90105 0 0 D SWIFT ENERGY CO COMMON STOCK 870738101 0 2 SH SOLE 2 0 0 D SHAW GROUP INC COMMON STOCK 820280105 0 8 SH SOLE 8 0 0 D SAUER-DANFOSS COMMON STOCK 804137107 5026 227000 SH SOLE 227000 0 0 D SID NACIONAL-ADR COMMON STOCK 20440W105 360 10000 SH SOLE 10000 0 0 D SILICON MOTI-ADR COMMON STOCK 82706C108 531 37600 SH SOLE 37600 0 0 D SIRIUS SATELLITE COMMON STOCK 82966U103 1496 523204 SH SOLE 523204 0 0 D SIRONA DENTAL SY COMMON STOCK 82966C103 2346 87000 SH SOLE 87000 0 0 D SILICON LABS COMMON STOCK 826919102 6503 206193 SH SOLE 206193 0 0 D SILGAN HOLDINGS COMMON STOCK 827048109 2220 44729 SH SOLE 44729 0 0 D SLM CORP COMMON STOCK 78442P106 2134 139015 SH SOLE 139015 0 0 D SCOTTS MIRACLE-A COMMON STOCK 810186106 0 3 SH SOLE 3 0 0 D SYNOPSYS INC COMMON STOCK 871607107 1525 67163 SH SOLE 67163 0 0 D SOLARFUN POW-ADR COMMON STOCK 83415U108 0 1 SH SOLE 1 0 0 D STAPLES INC COMMON STOCK 855030102 1788 80874 SH SOLE 80874 0 0 D SUPERIOR ENERGY COMMON STOCK 868157108 2082 52544 SH SOLE 52544 0 0 D SPIRIT AEROSYS-A COMMON STOCK 848574109 2658 119835 SH SOLE 119835 0 0 D SPX CORP COMMON STOCK 784635104 5637 53733 SH SOLE 53733 0 0 D STERICYCLE INC COMMON STOCK 858912108 70 1357 SH SOLE 1357 0 0 D SEMPRA ENERGY COMMON STOCK 816851109 3106 58304 SH SOLE 58304 0 0 D ST JUDE MEDICAL COMMON STOCK 790849103 549 12715 SH SOLE 12715 0 0 D STEEL DYNAMICS COMMON STOCK 858119100 4857 147000 SH SOLE 147000 0 0 D SUNTECH POWE-ADR COMMON STOCK 86800C104 4130 101823 SH SOLE 101823 0 0 D STATE ST CORP COMMON STOCK 857477103 1 7 SH SOLE 7 0 0 D SEAGATE TECHNOLO COMMON STOCK KYG7945J1040 1558 74425 SH SOLE 74425 0 0 D SYNIVERSE HOLDIN COMMON STOCK 87163F106 988 59308 SH SOLE 59308 0 0 D STILLWATER MNG COMMON STOCK 86074Q102 585 37794 SH SOLE 37794 0 0 D SOUTHWESTRN ENGY COMMON STOCK 845467109 10572 313800 SH SOLE 313800 0 0 D SAFEWAY INC COMMON STOCK 786514208 18775 639706 SH SOLE 639706 0 0 D SYNAPTICS INC COMMON STOCK 87157D109 479 20079 SH SOLE 20079 0 0 D SYNTEL INC COMMON STOCK 87162H103 2123 79657 SH SOLE 79657 0 0 D AT&T INC COMMON STOCK 00206R102 2014 52578 SH SOLE 52578 0 0 D TAM SA-ADR COMMON STOCK 87484D103 3260 169900 SH SOLE 169900 0 0 D MOLSON COORS-B COMMON STOCK 60871R209 4467 84967 SH SOLE 84967 0 0 D TEXAS CAPITAL BA COMMON STOCK 88224Q107 537 31789 SH SOLE 31789 0 0 D TIDEWATER INC COMMON STOCK 886423102 1 15 SH SOLE 15 0 0 D TYCO ELECTRONICS COMMON STOCK BMG9144P1059 9486 276400 SH SOLE 276400 0 0 D TEVA PHARM-ADR COMMON STOCK 881624209 10613 229766 SH SOLE 229766 0 0 D TEREX CORP COMMON STOCK 880779103 2835 45355 SH SOLE 45355 0 0 D TENET HEALTHCARE COMMON STOCK 88033G100 2676 472800 SH SOLE 472800 0 0 D HANOVER INSURANC COMMON STOCK 410867105 3269 79460 SH SOLE 79460 0 0 D THOR INDUSTRIES COMMON STOCK 885160101 2358 79200 SH SOLE 79200 0 0 D THORATEC CORP COMMON STOCK 885175307 2460 172164 SH SOLE 172164 0 0 D THQ INC COMMON STOCK 872443403 3216 147515 SH SOLE 147515 0 0 D TJX COS INC COMMON STOCK 872540109 9883 298857 SH SOLE 298857 0 0 D GRUPO TMM-ADR A COMMON STOCK 40051D105 316 155500 SH SOLE 155500 0 0 D THERMO FISHER COMMON STOCK 883556102 5827 102509 SH SOLE 102509 0 0 D TELEF MEXI-ADR L COMMON STOCK 879403780 722 19200 SH SOLE 19200 0 0 D TERRA INDUSTRIES COMMON STOCK 880915103 1629 45852 SH SOLE 45852 0 0 D TRUE RELIGION AP COMMON STOCK 89784N104 1362 73442 SH SOLE 73442 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 850 17766 SH SOLE 17766 0 0 D TENARIS-ADR COMMON STOCK 88031M109 1331 26700 SH SOLE 26700 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 2040 98075 SH SOLE 98075 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 2069 81070 SH SOLE 81070 0 0 D GRUPO TELEV-ADR COMMON STOCK 40049J206 1917 79100 SH SOLE 79100 0 0 D THIRD WAVE TECH COMMON STOCK 88428W108 1225 132865 SH SOLE 132865 0 0 D TIME WARNER INC COMMON STOCK 887317105 4453 317606 SH SOLE 317606 0 0 D TEXTRON INC COMMON STOCK 883203101 2790 50338 SH SOLE 50338 0 0 D UNIBANCO-GDR COMMON STOCK 90458E107 548 4700 SH SOLE 4700 0 0 D ULTIMATE SOFTWAR COMMON STOCK 90385D107 2258 75100 SH SOLE 75100 0 0 D UNITED NATURAL COMMON STOCK 911163103 2077 111008 SH SOLE 111008 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 3596 46400 SH SOLE 46400 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 0 2 SH SOLE 2 0 0 D URS CORP COMMON STOCK 903236107 1350 41285 SH SOLE 41285 0 0 D UST INC COMMON STOCK 902911106 1036 19004 SH SOLE 19004 0 0 D VISA INC-CL A COMMON STOCK 92826C839 6236 100000 SH SOLE 100000 0 0 D VALUECLICK INC COMMON STOCK 92046N102 960 55641 SH SOLE 55641 0 0 D VOTORANTIM C-ADR COMMON STOCK 92906P106 599 21000 SH SOLE 21000 0 0 D VIACOM INC-B COMMON STOCK 92553P201 9 228 SH SOLE 228 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 35300 718796 SH SOLE 718796 0 0 D VOLCANO CORP COMMON STOCK 928645100 619 49488 SH SOLE 49488 0 0 D VERTEX PHARM COMMON STOCK 92532F100 0 9 SH SOLE 9 0 0 D INVENTIV HEALTH COMMON STOCK 46122E105 1449 50300 SH SOLE 50300 0 0 D WALGREEN CO COMMON STOCK 931422109 5834 153175 SH SOLE 153175 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 158 4049 SH SOLE 4049 0 0 D WERNER ENT COMMON STOCK 950755108 0 5 SH SOLE 5 0 0 D MEMC ELEC MATER COMMON STOCK 552715104 11650 164316 SH SOLE 164316 0 0 D WHIRLPOOL CORP COMMON STOCK 963320106 8593 99023 SH SOLE 99023 0 0 D WINN-DIXIE STORE COMMON STOCK 974280307 188 10456 SH SOLE 10456 0 0 D WHITING PETROLEU COMMON STOCK 966387102 1607 24851 SH SOLE 24851 0 0 D WALTER INDS COMMON STOCK 93317Q105 3894 62179 SH SOLE 62179 0 0 D WILLIAMS COS INC COMMON STOCK 969457100 1100 33357 SH SOLE 33357 0 0 D WRIGHT MED GROUP COMMON STOCK 98235T107 848 35143 SH SOLE 35143 0 0 D WASTE MANAGEMENT COMMON STOCK 94106L109 4569 136130 SH SOLE 136130 0 0 D WMS INDS INC COMMON STOCK 929297109 3392 94300 SH SOLE 94300 0 0 D WESTERN REFINING COMMON STOCK 959319104 1001 74300 SH SOLE 74300 0 0 D WATSCO INC COMMON STOCK 942622200 2128 51366 SH SOLE 51366 0 0 D WOLVERINE WORLD COMMON STOCK 978097103 4048 139544 SH SOLE 139544 0 0 D US STEEL CORP COMMON STOCK 912909108 19855 156500 SH SOLE 156500 0 0 D EXCO RESOURCES I COMMON STOCK 269279402 2831 153000 SH SOLE 153000 0 0 D XL CAPITAL LTD-A COMMON STOCK KYG982551056 4610 156000 SH SOLE 156000 0 0 D SPDR-FINL SELECT COMMON STOCK 81369Y605 38359 1542392 SH SOLE 1542392 0 0 D SPDR-UTIL SELECT COMMON STOCK 81369Y886 5943 156650 SH SOLE 156650 0 0 D SPDR-CONS DISCRE COMMON STOCK 81369Y407 70 2293 SH SOLE 2293 0 0 D XTO ENERGY INC COMMON STOCK 98385X106 2722 44000 SH SOLE 44000 0 0 D YANZHOU COAL-ADR COMMON STOCK 984846105 2952 41561 SH SOLE 41561 0 0 D QUIKSILVER INC COMMON STOCK 74838C106 1941 197900 SH SOLE 197900 0 0 D ZORAN CORP COMMON STOCK 98975F101 1197 87629 SH SOLE 87629 0 0 S REPORT SUMMARY 461 DATA RECORDS 1631187 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----