0001325091-11-000006.txt : 20110812 0001325091-11-000006.hdr.sgml : 20110812 20110812124751 ACCESSION NUMBER: 0001325091-11-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110812 DATE AS OF CHANGE: 20110812 EFFECTIVENESS DATE: 20110812 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: 111030232 BUSINESS ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 BUSINESS PHONE: 203-625-3200 MAIL ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 FORMER COMPANY: FORMER CONFORMED NAME: Marshall Wace North America L.P. DATE OF NAME CHANGE: 20050426 13F-HR 1 mwna2q11.txt 13F 2Q11 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Jun 30, 2011 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: August 12, 2011 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: 766 Form 13F Information Table Value Total: 790367(*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 99 CENTS ONLY COMMON STOCK 65440K106 710 35101 SH SOLE 0 35101 0 0 D Aarons Inc COMMON STOCK 002535300 11 385 SH SOLE 0 385 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 207 3093 SH SOLE 0 3093 0 0 D ABITIBIBOWATER COMMON STOCK 003687209 388 19102 SH SOLE 0 19102 0 0 D ABRAXAS PETRO COMMON STOCK 003830106 131 34106 SH SOLE 0 34106 0 0 D ACACIA RESEARCH COMMON STOCK 003881307 2196 59865 SH SOLE 0 59865 0 0 D ACCENTURE PLC-A COMMON STOCK 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659 19463 SH SOLE 0 19463 0 0 D PETROHAWK ENERGY COMMON STOCK 716495106 6468 262194 SH SOLE 0 262194 0 0 D PETSMART INC COMMON STOCK 716768106 126 2771 SH SOLE 0 2771 0 0 D PFIZER INC COMMON STOCK 717081103 893 43335 SH SOLE 0 43335 0 0 D PHARM PROD DEVEL COMMON STOCK 717124101 72 2686 SH SOLE 0 2686 0 0 D PHARMASSET INC COMMON STOCK 71715N106 535 4764 SH SOLE 0 4764 0 0 D PHOENIX COS COMMON STOCK 71902E109 162 66003 SH SOLE 0 66003 0 0 D PLAINS EXPLORATI COMMON STOCK 726505100 261 6859 SH SOLE 0 6859 0 0 D PLATINUM UNDERWR COMMON STOCK BMG7127P1005 1554 46738 SH SOLE 0 46738 0 0 D PMC-SIERRA INC COMMON STOCK 69344F106 80 10627 SH SOLE 0 10627 0 0 D PNM RESOURCES COMMON STOCK 69349H107 35 2064 SH SOLE 0 2064 0 0 D POLO RALPH LAURE COMMON STOCK 731572103 4666 35186 SH SOLE 0 35186 0 0 D POLYONE CORP COMMON STOCK 73179P106 482 31183 SH SOLE 0 31183 0 0 D POOL CORP COMMON STOCK 73278L105 1119 37540 SH SOLE 0 37540 0 0 D PPL CORPORATION COMMON STOCK 69351T106 1447 51987 SH SOLE 0 51987 0 0 D PRICELINE.COM COMMON STOCK 741503403 76 148 SH SOLE 0 148 0 0 D PRIMERICA INC COMMON STOCK 74164M108 1533 69760 SH SOLE 0 69760 0 0 D PRIMO WATER CORP COMMON STOCK 74165N105 223 15475 SH SOLE 0 15475 0 0 D PROGRESS SOFTWAR COMMON STOCK 743312100 195 8091 SH SOLE 0 8091 0 0 D PROGRESSIVE CORP COMMON STOCK 743315103 2282 106736 SH SOLE 0 106736 0 0 D PROVIDENT FNL HL COMMON STOCK 743868101 115 14308 SH SOLE 0 14308 0 0 D PUB SERV ENTERP COMMON STOCK 744573106 157 4813 SH SOLE 0 4813 0 0 D PULTEGROUP INC COMMON STOCK 745867101 372 48558 SH SOLE 0 48558 0 0 D QEP RESOURCES IN COMMON STOCK 74733V100 352 8405 SH SOLE 0 8405 0 0 D QLIK TECHNOLOGIE COMMON STOCK 74733T105 4979 146184 SH SOLE 0 146184 0 0 D QLOGIC CORP COMMON STOCK 747277101 79 4960 SH SOLE 0 4960 0 0 D QUALCOMM INC COMMON STOCK 747525103 2675 47098 SH SOLE 0 47098 0 0 D QUANTA SERVICES COMMON STOCK 74762E102 345 17072 SH SOLE 0 17072 0 0 D QUANTUM CORP COMMON STOCK 747906204 596 180587 SH SOLE 0 180587 0 0 D QUEPASA CORP COMMON STOCK 74833W206 171 23525 SH SOLE 0 23525 0 0 D QUICKSILVER RES COMMON STOCK 74837R104 82 5526 SH SOLE 0 5526 0 0 D QUIMICA Y-SP ADR ADRS STOCK 833635105 171 2636 SH SOLE 0 2636 0 0 D RADIANT SYSTEMS COMMON STOCK 75025N102 935 44719 SH SOLE 0 44719 0 0 D RADIOSHACK CORP COMMON STOCK 750438103 77 5793 SH SOLE 0 5793 0 0 D RALCORP HLDGS COMMON STOCK 751028101 1109 12808 SH SOLE 0 12808 0 0 D RANDGOLD RES-ADR ADRS STOCK 752344309 84 1001 SH SOLE 0 1001 0 0 D RAYONIER INC COMMON STOCK 754907103 508 7779 SH SOLE 0 7779 0 0 D REALD INC COMMON STOCK 75604L105 219 9384 SH SOLE 0 9384 0 0 D RED HAT INC COMMON STOCK 756577102 152 3306 SH SOLE 0 3306 0 0 D REGAL ENTERTAI-A COMMON STOCK 758766109 1336 108216 SH SOLE 0 108216 0 0 D REGENERON PHARM COMMON STOCK 75886F107 10 185 SH SOLE 0 185 0 0 D REGIS CORP COMMON STOCK 758932107 104 6815 SH SOLE 0 6815 0 0 D RELIANCE STEEL COMMON STOCK 759509102 862 17358 SH SOLE 0 17358 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 2204 31514 SH SOLE 0 31514 0 0 D RESMED INC COMMON STOCK 761152107 79 2538 SH SOLE 0 2538 0 0 D REYNOLDS AMERICA COMMON STOCK 761713106 400 10789 SH SOLE 0 10789 0 0 D RITE AID CORP COMMON STOCK 767754104 1194 897591 SH SOLE 0 897591 0 0 D ROBBINS & MYERS COMMON STOCK 770196103 93 1757 SH SOLE 0 1757 0 0 D ROCKWELL AUTOMAT COMMON STOCK 773903109 4950 57057 SH SOLE 0 57057 0 0 D ROCKWELL COLLINS COMMON STOCK 774341101 81 1321 SH SOLE 0 1321 0 0 D ROCKWOOD HOLDING COMMON STOCK 774415103 405 7332 SH SOLE 0 7332 0 0 D ROSS STORES INC COMMON STOCK 778296103 4074 50852 SH SOLE 0 50852 0 0 D ROWAN COMPANIES COMMON STOCK 779382100 1089 28060 SH SOLE 0 28060 0 0 D ROYAL CARIBBEAN COMMON STOCK LR0008862868 1724 45791 SH SOLE 0 45791 0 0 D ROYAL DUTCH-ADR ADRS STOCK 780259206 10 141 SH SOLE 0 141 0 0 D RPM INTL INC COMMON STOCK 749685103 75 3256 SH SOLE 0 3256 0 0 D RTI BIOLOGICS COMMON STOCK 74975N105 271 100000 SH SOLE 0 100000 0 0 D RYDER SYSTEM INC COMMON STOCK 783549108 1664 29277 SH SOLE 0 29277 0 0 D SABA SOFTWARE COMMON STOCK 784932600 278 30765 SH SOLE 0 30765 0 0 D SABESP-ADR ADRS STOCK 20441A102 14 230 SH SOLE 0 230 0 0 D SALESFORCE.COM COMMON STOCK 79466L302 5213 34993 SH SOLE 0 34993 0 0 D SANDISK CORP COMMON STOCK 80004C101 4353 104886 SH SOLE 0 104886 0 0 D SANDRIDGE ENERGY COMMON STOCK 80007P307 2624 246175 SH SOLE 0 246175 0 0 D SANOFI-ADR ADRS STOCK 80105N105 1855 46181 SH SOLE 0 46181 0 0 D SANOFI-AVENT-CVR ADRS STOCK 80105N113 558 231689 SH SOLE 0 231689 0 0 D SAPIENT CORP COMMON STOCK 803062108 509 33885 SH SOLE 0 33885 0 0 D SARA LEE CORP COMMON STOCK 803111103 634 33388 SH SOLE 0 33388 0 0 D SATCON TECH COMMON STOCK 803893106 252 105521 SH SOLE 0 105521 0 0 D SAVVIS INC COMMON STOCK 805423308 1073 27151 SH SOLE 0 27151 0 0 D SCHLUMBERGER LTD COMMON STOCK 806857108 2315 26794 SH SOLE 0 26794 0 0 D SCIENTIFIC GAM-A COMMON STOCK 80874P109 759 73426 SH SOLE 0 73426 0 0 D SCRIPPS NET-CL A COMMON STOCK 811065101 11 225 SH SOLE 0 225 0 0 D SEADRILL LTD COMMON STOCK BMG7945E1057 2558 72493 SH SOLE 0 72493 0 0 D SEARS HOLDINGS COMMON STOCK 812350106 459 6419 SH SOLE 0 6419 0 0 D SEI INVESTMENTS COMMON STOCK 784117103 11 471 SH SOLE 0 471 0 0 D SENOMYX INC COMMON STOCK 81724Q107 139 27123 SH SOLE 0 27123 0 0 D SERVICESOURCE IN COMMON STOCK 81763U100 2102 94604 SH SOLE 0 94604 0 0 D SHERWIN-WILLIAMS COMMON STOCK 824348106 698 8321 SH SOLE 0 8321 0 0 D SHORETEL INC COMMON STOCK 825211105 382 37459 SH SOLE 0 37459 0 0 D SHUTTERFLY INC COMMON STOCK 82568P304 248 4313 SH SOLE 0 4313 0 0 D SIGMA-ALDRICH COMMON STOCK 826552101 86 1173 SH SOLE 0 1173 0 0 D SILICON GRAPHICS COMMON STOCK 82706L108 411 23883 SH SOLE 0 23883 0 0 D SILICON LABS COMMON STOCK 826919102 82 1996 SH SOLE 0 1996 0 0 D SILVER WHEATON COMMON STOCK 828336107 1018 30848 SH SOLE 0 30848 0 0 D SIRONA DENTAL SY COMMON STOCK 82966C103 4430 83434 SH SOLE 0 83434 0 0 D SIX FLAGS ENTERT COMMON STOCK 83001A102 648 17304 SH SOLE 0 17304 0 0 D SKYWORKS SOLUTIO COMMON STOCK 83088M102 78 3386 SH SOLE 0 3386 0 0 D SODASTREAM INTER COMMON STOCK IL0011213001 4315 70955 SH SOLE 0 70955 0 0 D SOLAZYME INC COMMON STOCK 83415T101 1565 68126 SH SOLE 0 68126 0 0 D SOLUTIA INC COMMON STOCK 834376501 514 22486 SH SOLE 0 22486 0 0 D SONUS NETWORKS COMMON STOCK 835916107 700 216084 SH SOLE 0 216084 0 0 D SOTHEBYS COMMON STOCK 835898107 1674 38479 SH SOLE 0 38479 0 0 D SOUTHERN CO COMMON STOCK 842587107 649 16076 SH SOLE 0 16076 0 0 D SOUTHERN UNION COMMON STOCK 844030106 1821 45348 SH SOLE 0 45348 0 0 D SPDR-CONS STAPLE ETF STOCK 81369Y308 16647 533048 SH SOLE 0 533048 0 0 D SPDR-FINL SELECT ETF STOCK 81369Y605 26 1673 SH SOLE 0 1673 0 0 D SPDR-HEALTH CARE ETF STOCK 81369Y209 6008 169105 SH SOLE 0 169105 0 0 D SPDR-INDU SELECT ETF STOCK 81369Y704 624 16763 SH SOLE 0 16763 0 0 D SPDR-UTIL SELECT ETF STOCK 81369Y886 4244 126757 SH SOLE 0 126757 0 0 D SPRINT NEXTEL CO COMMON STOCK 852061100 1916 355388 SH SOLE 0 355388 0 0 D ST JUDE MEDICAL COMMON STOCK 790849103 78 1638 SH SOLE 0 1638 0 0 D STARBUCKS CORP COMMON STOCK 855244109 4005 101430 SH SOLE 0 101430 0 0 D STERICYCLE INC COMMON STOCK 858912108 82 916 SH SOLE 0 916 0 0 D STERLING BANCORP COMMON STOCK 859158107 59 6227 SH SOLE 0 6227 0 0 D STIFEL FINANCIAL COMMON STOCK 860630102 484 13505 SH SOLE 0 13505 0 0 D STONE ENERGY COMMON STOCK 861642106 3873 127449 SH SOLE 0 127449 0 0 D STR HOLDINGS INC COMMON STOCK 78478V100 161 10786 SH SOLE 0 10786 0 0 D STRAYER EDUCATIO COMMON STOCK 863236105 73 574 SH SOLE 0 574 0 0 D SUCCESSFACTORS I COMMON STOCK 864596101 322 10936 SH SOLE 0 10936 0 0 D SUN COMMUNITIES COMMON STOCK 866674104 10 255 SH SOLE 0 255 0 0 D SUN HEALTHCARE G COMMON STOCK 86677E100 32 3935 SH SOLE 0 3935 0 0 D SUNCOR ENERGY COMMON STOCK 867224107 1687 43138 SH SOLE 0 43138 0 0 D SUNOCO INC COMMON STOCK 86764P109 709 17007 SH SOLE 0 17007 0 0 D SUNTRUST BANKS COMMON STOCK 867914103 5575 216071 SH SOLE 0 216071 0 0 D SUPPORT.COM INC COMMON STOCK 86858W101 106 22181 SH SOLE 0 22181 0 0 D SWIFT TRANSPORTA COMMON STOCK 87074U101 185 13673 SH SOLE 0 13673 0 0 D SYNOPSYS INC COMMON STOCK 871607107 77 2997 SH SOLE 0 2997 0 0 D SYNOVUS FINL COMMON STOCK 87161C105 3760 1807822 SH SOLE 0 1807822 0 0 D SYSCO CORP COMMON STOCK 871829107 11 337 SH SOLE 0 337 0 0 D T ROWE PRICE GRP COMMON STOCK 74144T108 11 179 SH SOLE 0 179 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 3529 230965 SH SOLE 0 230965 0 0 D TAL INTERNATIONA COMMON STOCK 874083108 520 15047 SH SOLE 0 15047 0 0 D TALISMAN ENERGY COMMON STOCK 87425E103 1899 92691 SH SOLE 0 92691 0 0 D TARGACEPT INC COMMON STOCK 87611R306 3631 172326 SH SOLE 0 172326 0 0 D TARGET CORP COMMON STOCK 87612E106 1535 32722 SH SOLE 0 32722 0 0 D TCF FINL CORP COMMON STOCK 872275102 503 36434 SH SOLE 0 36434 0 0 D TE CONNECTIVITY COMMON STOCK CH0102993182 809 22000 SH SOLE 0 22000 0 0 D TECHNE CORP COMMON STOCK 878377100 83 994 SH SOLE 0 994 0 0 D TECK RESOURCES-B COMMON STOCK 878742204 2600 51235 SH SOLE 0 51235 0 0 D TELE NORTE L-ADR ADRS STOCK 879246106 378 24319 SH SOLE 0 24319 0 0 D TELEF MEXI-ADR L ADRS STOCK 879403780 138 8374 SH SOLE 0 8374 0 0 D TELESP-ADR ADRS STOCK 87929A102 969 32631 SH SOLE 0 32631 0 0 D TELETECH HLDGS COMMON STOCK 879939106 645 30584 SH SOLE 0 30584 0 0 D TELUS CORP-NON V COMMON STOCK 87971M202 10 187 SH SOLE 0 187 0 0 D TEMPLE-INLAND COMMON STOCK 879868107 3576 120257 SH SOLE 0 120257 0 0 D TERADATA CORP COMMON STOCK 88076W103 88 1469 SH SOLE 0 1469 0 0 D TERADYNE INC COMMON STOCK 880770102 93 6279 SH SOLE 0 6279 0 0 D TERNIUM SA-ADR ADRS STOCK 880890108 568 19251 SH SOLE 0 19251 0 0 D TETRA TECHNOLOGI COMMON STOCK 88162F105 263 20661 SH SOLE 0 20661 0 0 D TEVA PHARM-ADR ADRS STOCK 881624209 22 462 SH SOLE 0 462 0 0 D TEXAS INSTRUMENT COMMON STOCK 882508104 10 313 SH SOLE 0 313 0 0 D TEXAS ROADHOUS COMMON STOCK 882681109 1189 67794 SH SOLE 0 67794 0 0 D TEXTRON INC COMMON STOCK 883203101 738 31265 SH SOLE 0 31265 0 0 D THE BUCKLE INC COMMON STOCK 118440106 156 3652 SH SOLE 0 3652 0 0 D THOR INDUSTRIES COMMON STOCK 885160101 74 2562 SH SOLE 0 2562 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 564 19437 SH SOLE 0 19437 0 0 D TIFFANY & CO COMMON STOCK 886547108 11 143 SH SOLE 0 143 0 0 D TIMBERLAND CO-A COMMON STOCK 887100105 392 9120 SH SOLE 0 9120 0 0 D TIMKEN CO COMMON STOCK 887389104 963 19110 SH SOLE 0 19110 0 0 D TITAN INTL INC COMMON STOCK 88830M102 723 29815 SH SOLE 0 29815 0 0 D TITAN MACHINERY COMMON STOCK 88830R101 3456 120083 SH SOLE 0 120083 0 0 D TITANIUM METALS COMMON STOCK 888339207 3159 172445 SH SOLE 0 172445 0 0 D TIVO INC COMMON STOCK 888706108 342 33237 SH SOLE 0 33237 0 0 D TJX COS INC COMMON STOCK 872540109 3120 59393 SH SOLE 0 59393 0 0 D TORO CO COMMON STOCK 891092108 79 1310 SH SOLE 0 1310 0 0 D TOTAL SYS SERVS COMMON STOCK 891906109 82 4431 SH SOLE 0 4431 0 0 D TPC GROUP INC COMMON STOCK 89236Y104 577 14706 SH SOLE 0 14706 0 0 D TRACTOR SUPPLY COMMON STOCK 892356106 89 1333 SH SOLE 0 1333 0 0 D TRANSDIGM GROUP COMMON STOCK 893641100 889 9752 SH SOLE 0 9752 0 0 D TRANSOCEAN LTD COMMON STOCK CH0048265513 2092 32411 SH SOLE 0 32411 0 0 D TRIANGLE CAPITAL COMMON STOCK 895848109 14 733 SH SOLE 0 733 0 0 D TRIQUINT SEMICON COMMON STOCK 89674K103 1317 129210 SH SOLE 0 129210 0 0 D TRIUMPH GROUP COMMON STOCK 896818101 1769 17766 SH SOLE 0 17766 0 0 D TRONOX INC/NEW COMMON STOCK 897051306 573 4096 SH SOLE 0 4096 0 0 D TRUE RELIGION AP COMMON STOCK 89784N104 782 26904 SH SOLE 0 26904 0 0 D TUPPERWARE BRAND COMMON STOCK 899896104 84 1247 SH SOLE 0 1247 0 0 D TYCO INTL LTD COMMON STOCK CH0100383485 5036 101872 SH SOLE 0 101872 0 0 D TYSON FOODS-A COMMON STOCK 902494103 3158 162626 SH SOLE 0 162626 0 0 D ULTA SALON COSME COMMON STOCK 90384S303 363 5625 SH SOLE 0 5625 0 0 D ULTIMATE SOFTWAR COMMON STOCK 90385D107 452 8305 SH SOLE 0 8305 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 486 10614 SH SOLE 0 10614 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 2767 50213 SH SOLE 0 50213 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 15 300 SH SOLE 0 300 0 0 D UNIVERSAL DISPLA COMMON STOCK 91347P105 600 17110 SH SOLE 0 17110 0 0 D UNIVERSAL HLTH-B COMMON STOCK 913903100 209 4063 SH SOLE 0 4063 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 3407 121041 SH SOLE 0 121041 0 0 D US BANCORP COMMON STOCK 902973304 2107 82597 SH SOLE 0 82597 0 0 D USG CORP COMMON STOCK 903293405 544 37967 SH SOLE 0 37967 0 0 D VALE SA-SP ADR ADRS STOCK 91912E105 3375 105624 SH SOLE 0 105624 0 0 D VALUEVISION ME-A COMMON STOCK 92047K107 389 50861 SH SOLE 0 50861 0 0 D VANCEINFO TE-ADR ADRS STOCK 921564100 135 5821 SH SOLE 0 5821 0 0 D VARIAN MEDICAL S COMMON STOCK 92220P105 11 158 SH SOLE 0 158 0 0 D VARIAN SEMI EQUI COMMON STOCK 922207105 1706 27766 SH SOLE 0 27766 0 0 D VCA ANTECH INC COMMON STOCK 918194101 1941 91577 SH SOLE 0 91577 0 0 D VERIFONE SYSTEMS COMMON STOCK 92342Y109 9 205 SH SOLE 0 205 0 0 D VERIGY LTD COMMON STOCK SG9999002885 572 38236 SH SOLE 0 38236 0 0 D VERISK ANALYTI-A COMMON STOCK 92345Y106 80 2317 SH SOLE 0 2317 0 0 D VERMILLION INC COMMON STOCK 92407M206 318 77670 SH SOLE 0 77670 0 0 D VF CORP COMMON STOCK 918204108 620 5707 SH SOLE 0 5707 0 0 D VIACOM INC-B COMMON STOCK 92553P201 10 199 SH SOLE 0 199 0 0 D VIMPELCOM LT-ADR ADRS STOCK 92719A106 766 60000 SH SOLE 0 60000 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 2209 73805 SH SOLE 0 73805 0 0 D VIRNETX HOLDING COMMON STOCK 92823T108 820 28350 SH SOLE 0 28350 0 0 D VISA INC-CLASS A COMMON STOCK 92826C839 398 4729 SH SOLE 0 4729 0 0 D VISHAY INTERTECH COMMON STOCK 928298108 197 13097 SH SOLE 0 13097 0 0 D VISTAPRINT NV COMMON STOCK NL0009272269 79 1655 SH SOLE 0 1655 0 0 D VODAFONE GRP-ADR ADRS STOCK 92857W209 724 27088 SH SOLE 0 27088 0 0 D VOLTERRA SEMICON COMMON STOCK 928708106 187 7569 SH SOLE 0 7569 0 0 D WABASH NATIONAL COMMON STOCK 929566107 3244 346252 SH SOLE 0 346252 0 0 D WABCO HOLDINGS COMMON STOCK 92927K102 600 8683 SH SOLE 0 8683 0 0 D WABTEC CORP COMMON STOCK 929740108 230 3501 SH SOLE 0 3501 0 0 D WADDELL & REED-A COMMON STOCK 930059100 81 2241 SH SOLE 0 2241 0 0 D WALT DISNEY CO COMMON STOCK 254687106 1824 46717 SH SOLE 0 46717 0 0 D WALTER ENERGY COMMON STOCK 93317Q105 5002 43193 SH SOLE 0 43193 0 0 D WALTER INVESTMEN COMMON STOCK 93317W102 45 2015 SH SOLE 0 2015 0 0 D WATERS CORP COMMON STOCK 941848103 11 112 SH SOLE 0 112 0 0 D WEATHERFORD INTL COMMON STOCK CH0038838394 2865 152794 SH SOLE 0 152794 0 0 D WEIGHT WATCHERS COMMON STOCK 948626106 80 1063 SH SOLE 0 1063 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 575 20484 SH SOLE 0 20484 0 0 D WENDYS CO/THE COMMON STOCK 95058W100 1307 257867 SH SOLE 0 257867 0 0 D WESCO INTL COMMON STOCK 95082P105 683 12634 SH SOLE 0 12634 0 0 D WESTERN UNION COMMON STOCK 959802109 79 3953 SH SOLE 0 3953 0 0 D WESTLAKE CHEMICA COMMON STOCK 960413102 303 5830 SH SOLE 0 5830 0 0 D WHITING PETROLEU COMMON STOCK 966387102 566 9947 SH SOLE 0 9947 0 0 D WILLIAMS COS INC COMMON STOCK 969457100 3266 107967 SH SOLE 0 107967 0 0 D WMS INDS INC COMMON STOCK 929297109 81 2632 SH SOLE 0 2632 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 2154 93260 SH SOLE 0 93260 0 0 D WR BERKLEY CORP COMMON STOCK 084423102 674 20770 SH SOLE 0 20770 0 0 D WW GRAINGER INC COMMON STOCK 384802104 11 73 SH SOLE 0 73 0 0 D WYNDHAM WORLDWID COMMON STOCK 98310W108 449 13334 SH SOLE 0 13334 0 0 D XENOPORT INC COMMON STOCK 98411C100 333 46718 SH SOLE 0 46718 0 0 D XILINX INC COMMON STOCK 983919101 1393 38200 SH SOLE 0 38200 0 0 D XL GROUP PLC COMMON STOCK IE00B5LRLL25 842 38310 SH SOLE 0 38310 0 0 D YAHOO! INC COMMON STOCK 984332106 589 39136 SH SOLE 0 39136 0 0 D YRC WORLDWIDE IN COMMON STOCK 984249300 62 55000 SH SOLE 0 55000 0 0 D ZAGG INC COMMON STOCK 98884U108 186 13908 SH SOLE 0 13908 0 0 D ZEBRA TECH CORP COMMON STOCK 989207105 81 1913 SH SOLE 0 1913 0 0 D ZIMMER HLDGS COMMON STOCK 98956P102 2221 35150 SH SOLE 0 35150 0 0 S REPORT SUMMARY 766 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED