-----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, NageJhlSKqaslky8PMxvrFEDtnX7NBMWR+2Yvo2lJJhzYSYVIceznmvQ0cs7+EB5 zJk2GqFX6TVApZEB03KIEg== 0001325091-09-000042.txt : 20090514 0001325091-09-000042.hdr.sgml : 20090514 20090514113609 ACCESSION NUMBER: 0001325091-09-000042 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090514 DATE AS OF CHANGE: 20090514 EFFECTIVENESS DATE: 20090514 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: 09825049 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 mwna1q09.txt MWNA13F1Q09 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, 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: May 14, 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: 482 Form 13F Information Table Value Total: 186351 (*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 Aarons Inc COMMON STOCK 002535201 372 13941 SH SOLE 0 13941 0 0 D ABBOTT LABS COMMON STOCK 002824100 5380 112794 SH SOLE 0 112794 0 0 D ACCO BRANDS CORP COMMON STOCK 00081T108 35 36016 SH SOLE 0 36016 0 0 D ACE LTD COMMON STOCK CH0044328745 134 3306 SH SOLE 0 3306 0 0 D ACORDA THERAPEUT COMMON STOCK 00484M106 139 7000 SH SOLE 0 7000 0 0 D ACTIVISION BLIZZ COMMON STOCK 00507V109 205 19641 SH SOLE 0 19641 0 0 D ACTUANT CORP-A COMMON STOCK 00508X203 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INC COMMON STOCK 45867G101 577 22346 SH SOLE 0 22346 0 0 D INTEROIL CORP COMMON STOCK 460951106 17 624 SH SOLE 0 624 0 0 D INTREPID POTASH COMMON STOCK 46121Y102 328 17795 SH SOLE 0 17795 0 0 D INVACARE CORP COMMON STOCK 461203101 79 4947 SH SOLE 0 4947 0 0 D IPATH DJ AIG CMD COMMON STOCK 06738C778 20 608 SH SOLE 0 608 0 0 D IPC HOLDINGS LTD COMMON STOCK BMG4933P1014 76 2806 SH SOLE 0 2806 0 0 D ISHARES IBOXX H/ ETF STOCK 464288513 929 13700 SH SOLE 0 13700 0 0 D ISHARES-AUSTRALI ETF STOCK 464286103 11 810 SH SOLE 0 810 0 0 D ISHARES-BRAZIL ETF STOCK 464286400 81 2138 SH SOLE 0 2138 0 0 D ISHARES-CANADA ETF STOCK 464286509 28 1717 SH SOLE 0 1717 0 0 D ISHARES-MEXICO ETF STOCK 464286822 24 891 SH SOLE 0 891 0 0 D ISHARES-RUS 2000 ETF STOCK 464287655 187 4440 SH SOLE 0 4440 0 0 D ITAU UNIBANCO COMMON STOCK 465562106 565 51929 SH SOLE 0 51929 0 0 D JAKKS PACIFIC COMMON STOCK 47012E106 53 4297 SH SOLE 0 4297 0 0 D JARDEN CORP COMMON STOCK 471109108 509 40189 SH SOLE 0 40189 0 0 D JDA 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SH SOLE 0 19088 0 0 D KNIGHT CAPITAL-A COMMON STOCK 499005106 709 48100 SH SOLE 0 48100 0 0 D KORN/FERRY INTL COMMON STOCK 500643200 265 29201 SH SOLE 0 29201 0 0 D L-3 COMM HLDGS COMMON STOCK 502424104 2215 32664 SH SOLE 0 32664 0 0 D Lam Research COMMON STOCK 512807108 4 184 SH SOLE 0 184 0 0 D LAN AIRLINES-ADR ADRS STOCK 501723100 58 6969 SH SOLE 0 6969 0 0 D LANCE INC COMMON STOCK 514606102 60 2883 SH SOLE 0 2883 0 0 D LANDRYS RESTAUR COMMON STOCK 51508L103 54 10292 SH SOLE 0 10292 0 0 D LAS VEGAS SANDS COMMON STOCK 517834107 512 170200 SH SOLE 0 170200 0 0 D LAYNE CHRISTENSN COMMON STOCK 521050104 317 19700 SH SOLE 0 19700 0 0 D LEAP WIRELESS COMMON STOCK 521863308 177 5079 SH SOLE 0 5079 0 0 D LEXMARK INTL-A COMMON STOCK 529771107 53 3160 SH SOLE 0 3160 0 0 D LIBERTY MED-A COMMON STOCK 53071M500 430 21542 SH SOLE 0 21542 0 0 D LIFE TECHNOLOGIE COMMON STOCK 53217V109 229 7048 SH SOLE 0 7048 0 0 D LIFEPOINT HOSPIT COMMON STOCK 53219L109 74 3557 SH SOLE 0 3557 0 0 D LIMELIGHT NETWOR COMMON STOCK 53261M104 327 97680 SH SOLE 0 97680 0 0 D LINCARE HOLDINGS COMMON STOCK 532791100 69 3176 SH SOLE 0 3176 0 0 D LINCOLN NATL CRP COMMON STOCK 534187109 0 2 SH SOLE 0 2 0 0 D LIONS GATE COMMON STOCK 535919203 378 74796 SH SOLE 0 74796 0 0 D LSI CORP COMMON STOCK 502161102 751 247000 SH SOLE 0 247000 0 0 D LUBRIZOL CORP COMMON STOCK 549271104 1737 51070 SH SOLE 0 51070 0 0 D LYDALL INC COMMON STOCK 550819106 54 18026 SH SOLE 0 18026 0 0 D M VECTORS RUSSIA COMMON STOCK 57060U506 17 1200 SH SOLE 0 1200 0 0 D M/I HOMES INC COMMON STOCK 55305B101 57 8100 SH SOLE 0 8100 0 0 D MAGELLAN HEALTH COMMON STOCK 559079207 79 2166 SH SOLE 0 2166 0 0 D MAGMA DESIGN AUT COMMON STOCK 559181102 64 85189 SH SOLE 0 85189 0 0 D MANHATTAN ASSOC COMMON STOCK 562750109 116 6681 SH SOLE 0 6681 0 0 D MARTIN MAR MTLS COMMON STOCK 573284106 210 2648 SH SOLE 0 2648 0 0 D MARVELL TECH GRP COMMON STOCK BMG5876H1051 55 5964 SH SOLE 0 5964 0 0 D MASSEY ENERGY CO COMMON STOCK 576206106 631 62400 SH SOLE 0 62400 0 0 D MAX CAPITAL GROU COMMON STOCK BMG6052F1032 90 5204 SH SOLE 0 5204 0 0 D MCDONALDS CORP COMMON STOCK 580135101 215 3935 SH SOLE 0 3935 0 0 D MEDCO HEALTH SOL COMMON STOCK 58405U102 302 7317 SH SOLE 0 7317 0 0 D MEDICINES COMP COMMON STOCK 584688105 202 18598 SH SOLE 0 18598 0 0 D MEDIVATION INC COMMON STOCK 58501N101 0 26 SH SOLE 0 26 0 0 D MEDTRONIC INC COMMON STOCK 585055106 868 29439 SH SOLE 0 29439 0 0 D MEMC ELEC MATER COMMON STOCK 552715104 61 3689 SH SOLE 0 3689 0 0 D MERITAGE HOMES C COMMON STOCK 59001A102 72 6301 SH SOLE 0 6301 0 0 D METHODE ELEC COMMON STOCK 591520200 60 16711 SH SOLE 0 16711 0 0 D METROPCS COMMUNI COMMON STOCK 591708102 13 757 SH SOLE 0 757 0 0 D MICRON TECH COMMON STOCK 595112103 477 117600 SH SOLE 0 117600 0 0 D MICROSOFT CORP COMMON STOCK 594918104 398 21640 SH SOLE 0 21640 0 0 D MINEFINDERS CORP COMMON STOCK 602900102 26 3384 SH SOLE 0 3384 0 0 D MOBILE TELES-ADR ADRS STOCK 607409109 98 3261 SH SOLE 0 3261 0 0 D MOLINA HEALTHCAR COMMON STOCK 60855R100 76 4005 SH SOLE 0 4005 0 0 D MONOLITHIC POWER COMMON STOCK 609839105 77 4974 SH SOLE 0 4974 0 0 D MORGAN STANLEY COMMON STOCK 617446448 613 26900 SH SOLE 0 26900 0 0 D MPS GROUP INC COMMON STOCK 553409103 71 11887 SH SOLE 0 11887 0 0 D MUELLER INDS COMMON STOCK 624756102 78 3609 SH SOLE 0 3609 0 0 D MYRIAD GENETICS COMMON STOCK 62855J104 91 2000 SH SOLE 0 2000 0 0 D NABORS INDS LTD COMMON STOCK BMG6359F1032 1189 118976 SH SOLE 0 118976 0 0 D NACCO INDS-CL A COMMON STOCK 629579103 62 2292 SH SOLE 0 2292 0 0 D NASH FINCH CO COMMON STOCK 631158102 51 1815 SH SOLE 0 1815 0 0 D NATL OILWELL VAR COMMON STOCK 637071101 53 1848 SH SOLE 0 1848 0 0 D NBTY INC COMMON STOCK 628782104 70 5001 SH SOLE 0 5001 0 0 D NCI BUILDING SYS COMMON STOCK 628852105 15 6585 SH SOLE 0 6585 0 0 D NETAPP INC COMMON STOCK 64110D104 491 33060 SH SOLE 0 33060 0 0 D NETSUITE INC COMMON STOCK 64118Q107 1 89 SH SOLE 0 89 0 0 D NEUTRAL TANDEM I COMMON STOCK 64128B108 211 8585 SH SOLE 0 8585 0 0 D NEW JERSEY RES COMMON STOCK 646025106 309 9095 SH SOLE 0 9095 0 0 D NEW YORK & CO COMMON STOCK 649295102 296 83400 SH SOLE 0 83400 0 0 D NEWS CORP-A COMMON STOCK 65248E104 32 4768 SH SOLE 0 4768 0 0 D NEXEN INC COMMON STOCK 65334H102 1005 59284 SH SOLE 0 59284 0 0 D NII HOLDING INC COMMON STOCK 62913F201 82 5457 SH SOLE 0 5457 0 0 D NIPPON TELEG-ADR ADRS STOCK 654624105 80 4196 SH SOLE 0 4196 0 0 D NOBLE CORP COMMON STOCK CH0033347318 288 11957 SH SOLE 0 11957 0 0 D NOBLE ENERGY INC COMMON STOCK 655044105 475 8817 SH SOLE 0 8817 0 0 D NORTHEAST UTILS COMMON STOCK 664397106 467 21627 SH SOLE 0 21627 0 0 D NORTHROP GRUMMAN COMMON STOCK 666807102 77 1770 SH SOLE 0 1770 0 0 D NOVA CHEMICALS COMMON STOCK 66977W109 98 17000 SH SOLE 0 17000 0 0 D NUVASIVE INC COMMON STOCK 670704105 538 17136 SH SOLE 0 17136 0 0 D NVIDIA CORP COMMON STOCK 67066G104 799 81026 SH SOLE 0 81026 0 0 D NVR INC COMMON STOCK 62944T105 78 182 SH SOLE 0 182 0 0 D OCCIDENTAL PETE COMMON STOCK 674599105 81 1459 SH SOLE 0 1459 0 0 D ODYSSEY RE HLDGS COMMON STOCK 67612W108 61 1598 SH SOLE 0 1598 0 0 D OIL SVC HLDRS TR COMMON STOCK 678002106 108 1454 SH SOLE 0 1454 0 0 D OPEN TEXT CORP COMMON STOCK 683715106 99 2881 SH SOLE 0 2881 0 0 D ORBITAL SCIENCES COMMON STOCK 685564106 317 26700 SH SOLE 0 26700 0 0 D OVERSEAS SHIPHLD COMMON STOCK 690368105 109 4825 SH SOLE 0 4825 0 0 D OWENS-ILLINOIS COMMON STOCK 690768403 683 47318 SH SOLE 0 47318 0 0 D OXFORD INDS INC COMMON STOCK 691497309 74 12045 SH SOLE 0 12045 0 0 D PACER INTL INC COMMON STOCK 69373H106 44 12536 SH SOLE 0 12536 0 0 D PACTIV CORP COMMON STOCK 695257105 986 67600 SH SOLE 0 67600 0 0 D PAO ACUCAR-ADR ADRS STOCK 20440T201 62 2279 SH SOLE 0 2279 0 0 D PARTNERRE LTD COMMON STOCK BMG6852T1053 537 8645 SH SOLE 0 8645 0 0 D PENN VIRGINIA COMMON STOCK 707882106 1946 177238 SH SOLE 0 177238 0 0 D PEPCO HOLDINGS COMMON STOCK 713291102 1072 85900 SH SOLE 0 85900 0 0 D PEPSICO INC COMMON STOCK 713448108 297 5776 SH SOLE 0 5776 0 0 D PETROBRAS SA-ADR ADRS STOCK 71654V408 244 8000 SH SOLE 0 8000 0 0 D PETRO-CANADA COMMON STOCK 71644E102 550 20700 SH SOLE 0 20700 0 0 D PETROHAWK ENERGY COMMON STOCK 716495106 1761 91553 SH SOLE 0 91553 0 0 D PHILIP MORRIS COMMON STOCK 718172109 815 22902 SH SOLE 0 22902 0 0 D PINNACLE ENTMNT COMMON STOCK 723456109 165 23438 SH SOLE 0 23438 0 0 D PLAINS EXPLORATI COMMON STOCK 726505100 798 46312 SH SOLE 0 46312 0 0 D PLANTRONICS INC COMMON STOCK 727493108 205 16986 SH SOLE 0 16986 0 0 D PLATINUM UNDERWR COMMON STOCK BMG7127P1005 71 2489 SH SOLE 0 2489 0 0 D PNC FINANCIAL SE COMMON STOCK 693475105 762 26000 SH SOLE 0 26000 0 0 D POLO RALPH LAURE COMMON STOCK 731572103 325 7694 SH SOLE 0 7694 0 0 D POOL CORP COMMON STOCK 73278L105 200 14939 SH SOLE 0 14939 0 0 D PRICELINE.COM COMMON STOCK 741503403 86 1096 SH SOLE 0 1096 0 0 D PROCTER & GAMBLE COMMON STOCK 742718109 1022 21700 SH SOLE 0 21700 0 0 D PROGRESS ENERGY COMMON STOCK 743263105 510 14073 SH SOLE 0 14073 0 0 D PROGRESSIVE CORP COMMON STOCK 743315103 882 65623 SH SOLE 0 65623 0 0 D PSYCHIATRIC SOLU COMMON STOCK 74439H108 1855 117957 SH SOLE 0 117957 0 0 D PUB SERV ENTERP COMMON STOCK 744573106 498 16910 SH SOLE 0 16910 0 0 D PULTE HOMES INC COMMON STOCK 745867101 60 5529 SH SOLE 0 5529 0 0 D QLOGIC CORP COMMON STOCK 747277101 75 6739 SH SOLE 0 6739 0 0 D QUICKSILVER RES COMMON STOCK 74837R104 855 154283 SH SOLE 0 154283 0 0 D QUIDEL CORP COMMON STOCK 74838J101 258 27978 SH SOLE 0 27978 0 0 D QUIMICA Y-SP ADR ADRS STOCK 833635105 163 6126 SH SOLE 0 6126 0 0 D RADIOSHACK CORP COMMON STOCK 750438103 64 7470 SH SOLE 0 7470 0 0 D RADISYS CORP COMMON STOCK 750459109 104 17131 SH SOLE 0 17131 0 0 D RALCORP HLDGS COMMON STOCK 751028101 833 15457 SH SOLE 0 15457 0 0 D RC2 CORP COMMON STOCK 749388104 53 10098 SH SOLE 0 10098 0 0 D REGIS CORP COMMON STOCK 758932107 105 7259 SH SOLE 0 7259 0 0 D REINSURANCE GROU COMMON STOCK 759351604 82 2527 SH SOLE 0 2527 0 0 D RELIANCE STEEL COMMON STOCK 759509102 98 3707 SH SOLE 0 3707 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 80 1627 SH SOLE 0 1627 0 0 D RENT-A-CENTER COMMON STOCK 76009N100 89 4586 SH SOLE 0 4586 0 0 D REPSOL YPF -ADR ADRS STOCK 76026T205 147 8576 SH SOLE 0 8576 0 0 D REPUBLIC AIRWAYS COMMON STOCK 760276105 331 51032 SH SOLE 0 51032 0 0 D RESEARCH IN MOTI COMMON STOCK 760975102 270 6258 SH SOLE 0 6258 0 0 D RESMED INC COMMON STOCK 761152107 1383 39137 SH SOLE 0 39137 0 0 D RIO TINTO-ADR ADRS STOCK 767204100 86 643 SH SOLE 0 643 0 0 D RIVERBED TECHNOL COMMON STOCK 768573107 306 23400 SH SOLE 0 23400 0 0 D ROBERT HALF INTL COMMON STOCK 770323103 407 22800 SH SOLE 0 22800 0 0 D ROPER INDS COMMON STOCK 776696106 371 8730 SH SOLE 0 8730 0 0 D RR DONNELLEY & S COMMON STOCK 257867101 49 6630 SH SOLE 0 6630 0 0 D RRI COMMON STOCK 74971X107 430 134857 SH SOLE 0 134857 0 0 D RYDER SYSTEM INC COMMON STOCK 783549108 66 2315 SH SOLE 0 2315 0 0 D SABESP-ADR ADRS STOCK 20441A102 96 4481 SH SOLE 0 4481 0 0 D SAFETY INSURANCE COMMON STOCK 78648T100 66 2127 SH SOLE 0 2127 0 0 D SAIC INC COMMON STOCK 78390X101 76 4082 SH SOLE 0 4082 0 0 D SANDISK CORP COMMON STOCK 80004C101 391 30889 SH SOLE 0 30889 0 0 D SBA COMM CORP-A COMMON STOCK 78388J106 191 8177 SH SOLE 0 8177 0 0 D SCHOLASTIC CORP C OMMON STOCK 807066105 87 5789 SH SOLE 0 5789 0 0 D SCHOOL SPECIALTY COMMON STOCK 807863105 80 4563 SH SOLE 0 4563 0 0 D SEAGATE TECHNOLO COMMON STOCK KYG7945J1040 1036 172387 SH SOLE 0 172387 0 0 D SEMICONDUCTOR HL COMMON STOCK 816636203 1 52 SH SOLE 0 52 0 0 D SHANDA INTER-ADR ADRS STOCK 81941Q203 68 1722 SH SOLE 0 1722 0 0 D SHAW GROUP INC COMMON STOCK 820280105 117 4260 SH SOLE 0 4260 0 0 D SHIRE LTD-ADR ADRS STOCK 82481R106 912 25365 SH SOLE 0 25365 0 0 D SID NACIONAL-ADR ADRS STOCK 20440W105 78 5257 SH SOLE 0 5257 0 0 D SIGNATURE BANK COMMON STOCK 82669G104 404 14314 SH SOLE 0 14314 0 0 D SILVER WHEATON COMMON STOCK 828336107 19 2325 SH SOLE 0 2325 0 0 D SIMPSON MFG COMMON STOCK 829073105 215 11955 SH SOLE 0 11955 0 0 D SINA CORP COMMON STOCK KYG814771047 126 5416 SH SOLE 0 5416 0 0 D SIRONA DENTAL SY COMMON STOCK 82966C103 296 20700 SH SOLE 0 20700 0 0 D SKYWEST INC COMMON STOCK 830879102 78 6267 SH SOLE 0 6267 0 0 D SLM CORP COMMON STOCK 78442P106 380 76845 SH SOLE 0 76845 0 0 D SMITH & WESSON H COMMON STOCK 831756101 143 23700 SH SOLE 0 23700 0 0 D SMITH (A.O.)CORP COMMON STOCK 831865209 65 2571 SH SOLE 0 2571 0 0 D SMITH INTL INC COMMON STOCK 832110100 1355 63073 SH SOLE 0 63073 0 0 D SOHU.COM INC COMMON STOCK 83408W103 54 1317 SH SOLE 0 1317 0 0 D SPDR GOLD TRUST ETF STOCK 78463V107 91 1006 SH SOLE 0 1006 0 0 D SPDR MET & MIN ETF STOCK 78464A755 83 3306 SH SOLE 0 3306 0 0 D SPDR-INDU SELECT ETF STOCK 81369Y704 2913 158051 SH SOLE 0 158051 0 0 D SPDR-MATERIALS ETF STOCK 81369Y100 115 5200 SH SOLE 0 5200 0 0 D SPDR-UTIL SELECT ETF STOCK 81369Y886 38 1499 SH SOLE 0 1499 0 0 D SPSS INC COMMON STOCK 78462K102 86 3030 SH SOLE 0 3030 0 0 D ST JOE CO COMMON STOCK 790148100 495 29559 SH SOLE 0 29559 0 0 D STANCORP FINL COMMON STOCK 852891100 88 3842 SH SOLE 0 3842 0 0 D STANDARD PACIFIC COMMON STOCK 85375C101 44 49521 SH SOLE 0 49521 0 0 D STANDARD REGISTE COMMON STOCK 853887107 62 13605 SH SOLE 0 13605 0 0 D STEC INC COMMON STOCK 784774101 1 116 SH SOLE 0 116 0 0 D STEEL DYNAMICS COMMON STOCK 858119100 651 73900 SH SOLE 0 73900 0 0 D STONE ENERGY COMMON STOCK 861642106 28 8301 SH SOLE 0 8301 0 0 D STRAYER EDUCATIO COMMON STOCK 863236105 1237 6877 SH SOLE 0 6877 0 0 D SUN MICROSYSTEMS COMMON STOCK 866810203 647 88400 SH SOLE 0 88400 0 0 D SYMANTEC CORP COMMON STOCK 871503108 808 54096 SH SOLE 0 54096 0 0 D SYNNEX CORP COMMON STOCK 87162W100 82 4181 SH SOLE 0 4181 0 0 D SYSCO CORP COMMON STOCK 871829107 462 20252 SH SOLE 0 20252 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 184 22025 SH SOLE 0 22025 0 0 D TECH DATA CORP COMMON STOCK 878237106 95 4345 SH SOLE 0 4345 0 0 D TELE NORTE L-ADR ADRS STOCK 879246106 618 44620 SH SOLE 0 44620 0 0 D TENARIS-ADR ADRS STOCK 88031M109 956 47401 SH SOLE 0 47401 0 0 D TERADYNE INC COMMON STOCK 880770102 369 84300 SH SOLE 0 84300 0 0 D TERRA INDUSTRIES COMMON STOCK 880915103 133 4737 SH SOLE 0 4737 0 0 D TESORO CORP COMMON STOCK 881609101 64 4750 SH SOLE 0 4750 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 238 17837 SH SOLE 0 17837 0 0 D TETRA TECH INC COMMON STOCK 88162G103 397 19500 SH SOLE 0 19500 0 0 D TEVA PHARM-ADR ADRS STOCK 881624209 159 3533 SH SOLE 0 3533 0 0 D THERMO FISHER COMMON STOCK 883556102 469 13154 SH SOLE 0 13154 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 90 15383 SH SOLE 0 15383 0 0 D TIDEWATER INC COMMON STOCK 886423102 62 1669 SH SOLE 0 1669 0 0 D TIME WARNER INC COMMON STOCK 887317303 45 2319 SH SOLE 0 2319 0 0 D TRANSOCEAN INC COMMON STOCK CH0048265513 2123 36081 SH SOLE 0 36081 0 0 D TRAVELERS COS IN COMMON STOCK 89417E109 78 1926 SH SOLE 0 1926 0 0 D TREDEGAR CORP COMMON STOCK 894650100 74 4537 SH SOLE 0 4537 0 0 D TRIUMPH GROUP COMMON STOCK 896818101 73 1921 SH SOLE 0 1921 0 0 D TRUE RELIGION AP COMMON STOCK 89784N104 348 29461 SH SOLE 0 29461 0 0 D TYCO INTL LTD COMMON STOCK CH0100383485 142 7270 SH SOLE 0 7270 0 0 D UNITED RENTALS COMMON STOCK 911363109 49 11756 SH SOLE 0 11756 0 0 D UNITED STATES OI COMMON STOCK 91232N108 38 1300 SH SOLE 0 1300 0 0 D UNITED TECH CORP COMMON STOCK 913017109 2524 58736 SH SOLE 0 58736 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 676 10229 SH SOLE 0 10229 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 16 767 SH SOLE 0 767 0 0 D UNUM GROUP COMMON STOCK 91529Y106 62 4981 SH SOLE 0 4981 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 1127 68828 SH SOLE 0 68828 0 0 D VALASSIS COMM COMMON STOCK 918866104 82 52411 SH SOLE 0 52411 0 0 D VALE R DOCE-ADR ADRS STOCK 204412209 1012 76068 SH SOLE 0 76068 0 0 D VALE R DOCE-ADR pref ADRS STOCK 204412100 154 13629 SH SOLE 0 13629 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 1158 64700 SH SOLE 0 64700 0 0 D VALIDUS HOLDINGS COMMON STOCK BMG9319H1025 77 3253 SH SOLE 0 3253 0 0 D VIACOM INC-B COMMON STOCK 92553P201 680 39114 SH SOLE 0 39114 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 1294 269526 SH SOLE 0 269526 0 0 D VIROPHARMA INC COMMON STOCK 928241108 42 8016 SH SOLE 0 8016 0 0 D VISA INC-CLASS A COMMON STOCK 92826C839 150 2700 SH SOLE 0 2700 0 0 D W&T OFFSHORE INC COMMON STOCK 92922P106 37 6097 SH SOLE 0 6097 0 0 D WABTEC CORP COMMON STOCK 929740108 359 13600 SH SOLE 0 13600 0 0 D WASH REAL ESTATE COMMON STOCK 939653101 70 4045 SH SOLE 0 4045 0 0 D WEATHERFORD INTL COMMON STOCK CH0038838394 1042 94147 SH SOLE 0 94147 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 74 6581 SH SOLE 0 6581 0 0 D WELLPOINT INC COMMON STOCK 94973V107 426 11219 SH SOLE 0 11219 0 0 D WENDYS/ARBYS-A COMMON STOCK 950587105 19 3700 SH SOLE 0 3700 0 0 D WESCO INTL COMMON STOCK 95082P105 79 4340 SH SOLE 0 4340 0 0 D WILLIS GRP HLDGS COMMON STOCK BMG966551084 147 6672 SH SOLE 0 6672 0 0 D WORLD ACCEPTANCE COMMON STOCK 981419104 64 3762 SH SOLE 0 3762 0 0 D WRIGHT MED GROUP COMMON STOCK 98235T107 1064 81667 SH SOLE 0 81667 0 0 D WYETH COMMON STOCK 983024100 2353 54681 SH SOLE 0 54681 0 0 D XTO ENERGY INC COMMON STOCK 98385X106 2034 66414 SH SOLE 0 66414 0 0 D YRC WORLDWIDE IN COMMON STOCK 984249102 92 20448 SH SOLE 0 20448 0 0 D ZENITH NATL INS COMMON STOCK 989390109 213 8831 SH SOLE 0 8831 0 0 S REPORT SUMMARY 482 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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