0001325091-12-000003.txt : 20120814 0001325091-12-000003.hdr.sgml : 20120814 20120814141805 ACCESSION NUMBER: 0001325091-12-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121031762 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 mwna2q12.txt MWNA 2Q12 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 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 14, 2012 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: 503 Form 13F Information Table Value Total: 616409(*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 002535300 3685 130163 SH SOLE 0 130163 0 0 D ABBOTT LABS COMMON STOCK 002824100 138 2137 SH SOLE 0 2137 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 403 11804 SH SOLE 0 11804 0 0 D ACADIA HEALTHCAR COMMON STOCK 00404A109 206 11720 SH SOLE 0 11720 0 0 D ACCENTURE PLC-A COMMON STOCK IE00B4BNMY34 301 5011 SH SOLE 0 5011 0 0 D ACE LTD COMMON STOCK CH0044328745 4078 55018 SH SOLE 0 55018 0 0 D ACQUITY GRP-ADR ADRS STOCK 00489C103 636 64561 SH SOLE 0 64561 0 0 D ADOBE SYS INC COMMON STOCK 00724F101 975 30118 SH SOLE 0 30118 0 0 D ADTRAN INC COMMON STOCK 00738A106 1011 33493 SH SOLE 0 33493 0 0 D ADVANCE AUTO PAR COMMON STOCK 00751Y106 151 2214 SH SOLE 0 2214 0 0 D AFLAC INC COMMON STOCK 001055102 1387 32578 SH SOLE 0 32578 0 0 D AK STEEL HLDG COMMON STOCK 001547108 15 2607 SH SOLE 0 2607 0 0 D AKAMAI TECHNOLOG COMMON STOCK 00971T101 1245 39214 SH SOLE 0 39214 0 0 D AKORN INC COMMON STOCK 009728106 501 31795 SH SOLE 0 31795 0 0 D ALASKA AIR GROUP COMMON STOCK 011659109 3749 104419 SH SOLE 0 104419 0 0 D ALBEMARLE CORP COMMON STOCK 012653101 442 7405 SH SOLE 0 7405 0 0 D ALEXANDRIA REAL COMMON STOCK 015271109 462 6349 SH SOLE 0 6349 0 0 D ALLEGHENY TECH COMMON STOCK 01741R102 7 233 SH SOLE 0 233 0 0 D ALLERGAN INC COMMON STOCK 018490102 4084 44123 SH SOLE 0 44123 0 0 D ALLIANT ENERGY COMMON STOCK 018802108 19 411 SH SOLE 0 411 0 0 D ALTISOURCE PORT COMMON STOCK LU0445408270 520 7098 SH SOLE 0 7098 0 0 D ALTRIA GROUP INC COMMON STOCK 02209S103 2131 61681 SH SOLE 0 61681 0 0 D AMARIN CORP -ADR ADRS STOCK 023111206 2434 168302 SH SOLE 0 168302 0 0 D AMBEV-PRF ADR ADRS STOCK 20441W203 2195 57273 SH SOLE 0 57273 0 0 D AMER AXLE & MFG COMMON STOCK 024061103 395 37652 SH SOLE 0 37652 0 0 D AMER EAGLE OUTF COMMON STOCK 02553E106 508 25763 SH SOLE 0 25763 0 0 D AMERICA MO-ADR L ADRS STOCK 02364W105 1042 39997 SH SOLE 0 39997 0 0 D AMERICAN CAPITAL COMMON STOCK 02504A104 1002 42034 SH SOLE 0 42034 0 0 D AMERICAN ELECTRI COMMON STOCK 025537101 1249 31300 SH SOLE 0 31300 0 0 D AMERICAN EXPRESS COMMON STOCK 025816109 2328 39990 SH SOLE 0 39990 0 0 D AMERICAN INTERNA COMMON STOCK 026874784 2667 83101 SH SOLE 0 83101 0 0 D AMERICAN REALTY COMMON STOCK 02917L101 678 62114 SH SOLE 0 62114 0 0 D AMERIGON INC COMMON STOCK 03070L300 646 56194 SH SOLE 0 56194 0 0 D AMERISTAR CASINO COMMON STOCK 03070Q101 242 13598 SH SOLE 0 13598 0 0 D AMGEN INC COMMON STOCK 031162100 4969 68156 SH SOLE 0 68156 0 0 D AMPHENOL CORP-A COMMON STOCK 032095101 4905 89306 SH SOLE 0 89306 0 0 D ANADARKO PETROLE COMMON STOCK 032511107 6706 101306 SH SOLE 0 101306 0 0 D ANAREN INC COMMON STOCK 032744104 959 48943 SH SOLE 0 48943 0 0 D ANHEUSER-SPN ADR ADRS STOCK 03524A108 342 4300 SH SOLE 0 4300 0 0 D APACHE CORP COMMON STOCK 037411105 1426 16227 SH SOLE 0 16227 0 0 D APOLLO GROUP-A COMMON STOCK 037604105 162 4478 SH SOLE 0 4478 0 0 D APPLE INC COMMON STOCK 037833100 6963 11923 SH SOLE 0 11923 0 0 D ARCH CAPITAL GRP COMMON STOCK BMG0450A1053 3580 90187 SH SOLE 0 90187 0 0 D ARKANSAS BEST COMMON STOCK 040790107 147 11697 SH SOLE 0 11697 0 0 D ARRIS GROUP INC COMMON STOCK 04269Q100 2067 148565 SH SOLE 0 148565 0 0 D ASCENA RETAIL GR COMMON STOCK 04351G101 3368 180879 SH SOLE 0 180879 0 0 D ASHFORD HOSPITAL COMMON STOCK 044103109 82 9684 SH SOLE 0 9684 0 0 D ASHLAND INC COMMON STOCK 044209104 2738 39504 SH SOLE 0 39504 0 0 D ASPEN TECHNOLOGY COMMON STOCK 045327103 702 30307 SH SOLE 0 30307 0 0 D ASSURED GUARANTY COMMON STOCK BMG0585R1060 308 21835 SH SOLE 0 21835 0 0 D ATHENAHEALTH INC COMMON STOCK 04685W103 382 4824 SH SOLE 0 4824 0 0 D AURICO GOLD INC COMMON STOCK 05155C105 238 29742 SH SOLE 0 29742 0 0 D AUTOLIV INC COMMON STOCK 052800109 808 14783 SH SOLE 0 14783 0 0 D AUTOZONE INC COMMON STOCK 053332102 249 678 SH SOLE 0 678 0 0 D AVAGO TECHNOLOGI COMMON STOCK SG9999006241 458 12755 SH SOLE 0 12755 0 0 D AVIS BUDGET GROU COMMON STOCK 053774105 130 8522 SH SOLE 0 8522 0 0 D AXIS CAPITAL COMMON STOCK BMG0692U1099 8747 268720 SH SOLE 0 268720 0 0 D BABCOCK & WILCOX COMMON STOCK 05615F102 176 7204 SH SOLE 0 7204 0 0 D BANKRATE INC COMMON STOCK 06647F102 110 6007 SH SOLE 0 6007 0 0 D BANNER CORPORATI COMMON STOCK 06652V208 748 34162 SH SOLE 0 34162 0 0 D BAXTER INTL INC COMMON STOCK 071813109 3694 69498 SH SOLE 0 69498 0 0 D BIOGEN IDEC INC COMMON STOCK 09062X103 341 2360 SH SOLE 0 2360 0 0 D BIOMED REALTY TR COMMON STOCK 09063H107 290 15538 SH SOLE 0 15538 0 0 D BOEING CO/THE COMMON STOCK 097023105 2928 39407 SH SOLE 0 39407 0 0 D BOSTON PROPERTIE COMMON STOCK 101121101 621 5730 SH SOLE 0 5730 0 0 D BOSTON SCIENTIFC COMMON STOCK 101137107 1075 189642 SH SOLE 0 189642 0 0 D BRINKER INTL COMMON STOCK 109641100 379 11896 SH SOLE 0 11896 0 0 D BRINKS CO/THE COMMON STOCK 109696104 888 38300 SH SOLE 0 38300 0 0 D BROADRIDGE FINL COMMON STOCK 11133T103 5011 235578 SH SOLE 0 235578 0 0 D BROOKFIELD OFFIC COMMON STOCK 112900105 445 25570 SH SOLE 0 25570 0 0 D BROWN-FORMAN -B COMMON STOCK 115637209 189 1955 SH SOLE 0 1955 0 0 D BT GROUP-SPON AD ADRS STOCK 05577E101 269 8103 SH SOLE 0 8103 0 0 D BUCKEYE TECH INC COMMON STOCK 118255108 2106 73936 SH SOLE 0 73936 0 0 D BURGER KING WORL COMMON STOCK 121220107 363 24221 SH SOLE 0 24221 0 0 D CADENCE DESIGN COMMON STOCK 127387108 139 12655 SH SOLE 0 12655 0 0 D CALPINE CORP COMMON STOCK 131347304 4021 243575 SH SOLE 0 243575 0 0 D CAMECO CORP COMMON STOCK 13321L108 3096 141047 SH SOLE 0 141047 0 0 D CAMPBELL SOUP CO COMMON STOCK 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899 48329 SH SOLE 0 48329 0 0 D CHICAGO BRIDGE & COMMON STOCK 167250109 851 22428 SH SOLE 0 22428 0 0 D CHICOS FAS INC COMMON STOCK 168615102 1095 73760 SH SOLE 0 73760 0 0 D CHIPOTLE MEXICAN COMMON STOCK 169656105 3188 8390 SH SOLE 0 8390 0 0 D CISCO SYSTEMS COMMON STOCK 17275R102 81 4738 SH SOLE 0 4738 0 0 D CITIGROUP INC COMMON STOCK 172967424 5334 194585 SH SOLE 0 194585 0 0 D CLEAN ENERGY FUE COMMON STOCK 184499101 391 25195 SH SOLE 0 25195 0 0 D CLOROX CO COMMON STOCK 189054109 108 1490 SH SOLE 0 1490 0 0 D CLOUD PEAK ENERG COMMON STOCK 18911Q102 55 3249 SH SOLE 0 3249 0 0 D COACH INC COMMON STOCK 189754104 4152 70995 SH SOLE 0 70995 0 0 D COBALT INTERNATI COMMON STOCK 19075F106 2952 125635 SH SOLE 0 125635 0 0 D COCA-COLA ENTER COMMON STOCK 19122T109 987 35205 SH SOLE 0 35205 0 0 D COGENT COMMUNICA COMMON STOCK 19239V302 134 6984 SH SOLE 0 6984 0 0 D COGNIZANT TECH-A COMMON STOCK 192446102 153 2542 SH SOLE 0 2542 0 0 D COLGATE-PALMOLIV COMMON STOCK 194162103 100 956 SH SOLE 0 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SOLE 0 14324 0 0 D GOODRICH CORP COMMON STOCK 382388106 1915 15090 SH SOLE 0 15090 0 0 D GREENHILL & CO COMMON STOCK 395259104 97 2728 SH SOLE 0 2728 0 0 D GROUPON INC COMMON STOCK 399473107 1534 144311 SH SOLE 0 144311 0 0 D GRUPO TELEV-ADR ADRS STOCK 40049J206 398 18552 SH SOLE 0 18552 0 0 D GUESS? 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2307 0 0 D JARDEN CORP COMMON STOCK 471109108 2120 50453 SH SOLE 0 50453 0 0 D JOHNSON&JOHNSON COMMON STOCK 478160104 3960 58611 SH SOLE 0 58611 0 0 D JP MORGAN CHASE COMMON STOCK 46625H100 889 24874 SH SOLE 0 24874 0 0 D JUNIPER NETWORKS COMMON STOCK 48203R104 636 38967 SH SOLE 0 38967 0 0 D KBR INC COMMON STOCK 48242W106 72 2919 SH SOLE 0 2919 0 0 D KBW BANK ETF ETF STOCK 78464A797 812 36851 SH SOLE 0 36851 0 0 D KENNAMETAL INC COMMON STOCK 489170100 129 3903 SH SOLE 0 3903 0 0 D KEYCORP COMMON STOCK 493267108 2860 369536 SH SOLE 0 369536 0 0 D KILROY REALTY COMMON STOCK 49427F108 567 11714 SH SOLE 0 11714 0 0 D KINDER MORGAN IN COMMON STOCK 49456B101 3828 118800 SH SOLE 0 118800 0 0 D KINDER MORG-CW17 COMMON STOCK 49456B119 181 83687 SH SOLE 0 83687 0 0 D KKR & CO LP COMMON STOCK 48248M102 520 40336 SH SOLE 0 40336 0 0 D KLA-TENCOR CORP COMMON STOCK 482480100 4482 91010 SH SOLE 0 91010 0 0 D KNIGHT TRANSPORT COMMON STOCK 499064103 269 16828 SH SOLE 0 16828 0 0 D KODIAK OIL & GAS COMMON STOCK 50015Q100 3978 484529 SH SOLE 0 484529 0 0 D KOPPERS HOLDINGS COMMON STOCK 50060P106 155 4553 SH SOLE 0 4553 0 0 D KRAFT FOODS INC COMMON STOCK 50075N104 558 14447 SH SOLE 0 14447 0 0 D KRISPY KREME COMMON STOCK 501014104 220 34504 SH SOLE 0 34504 0 0 D KULICKE & SOFFA COMMON STOCK 501242101 489 54843 SH SOLE 0 54843 0 0 D LABORATORY CP COMMON STOCK 50540R409 109 1174 SH SOLE 0 1174 0 0 D LAKELAND FINL COMMON STOCK 511656100 103 3830 SH SOLE 0 3830 0 0 D Lam Research COMMON STOCK 512807108 3823 101305 SH SOLE 0 101305 0 0 D LANDSTAR SYSTEM COMMON STOCK 515098101 1168 22575 SH SOLE 0 22575 0 0 D LAS VEGAS SANDS COMMON STOCK 517834107 3751 86256 SH SOLE 0 86256 0 0 D LATTICE SEMICOND COMMON STOCK 518415104 165 43984 SH SOLE 0 43984 0 0 D LEAR CORP COMMON STOCK 521865204 476 12619 SH SOLE 0 12619 0 0 D LEGG MASON INC COMMON STOCK 524901105 758 28739 SH SOLE 0 28739 0 0 D LENDER PROCESSIN COMMON STOCK 52602E102 97 3839 SH SOLE 0 3839 0 0 D LEVEL 3 COMM INC COMMON STOCK 52729N308 1054 47576 SH SOLE 0 47576 0 0 D LEXICON PHARMACE COMMON STOCK 528872104 20 8975 SH SOLE 0 8975 0 0 D LEXMARK INTL-A COMMON STOCK 529771107 80 3001 SH SOLE 0 3001 0 0 D LIBERTY INTERA-A COMMON STOCK 53071M104 4099 230608 SH SOLE 0 230608 0 0 D LIBERTY MEDIA -A COMMON STOCK 530322106 1187 13504 SH SOLE 0 13504 0 0 D LIFE TIME FITNES COMMON STOCK 53217R207 159 3421 SH SOLE 0 3421 0 0 D LIMITED BRANDS COMMON STOCK 532716107 2137 50242 SH SOLE 0 50242 0 0 D LINDSAY CORP COMMON STOCK 535555106 235 3617 SH SOLE 0 3617 0 0 D LINEAR TECH CORP COMMON STOCK 535678106 1870 59699 SH SOLE 0 59699 0 0 D LINKEDIN CORP-A COMMON STOCK 53578A108 620 5834 SH SOLE 0 5834 0 0 D LIQUIDITY SERVIC COMMON STOCK 53635B107 688 13442 SH SOLE 0 13442 0 0 D LOGMEIN INC COMMON STOCK 54142L109 318 10410 SH SOLE 0 10410 0 0 D LORILLARD INC COMMON STOCK 544147101 81 615 SH SOLE 0 615 0 0 D LOUISIANA-PACIFI COMMON STOCK 546347105 2001 183922 SH SOLE 0 183922 0 0 D MACERICH CO COMMON STOCK 554382101 198 3346 SH SOLE 0 3346 0 0 D MACYS INC COMMON STOCK 55616P104 438 12743 SH SOLE 0 12743 0 0 D MAGNA INTL COMMON STOCK 559222401 103 2615 SH SOLE 0 2615 0 0 D MAIN STREET CAPI COMMON STOCK 56035L104 418 17292 SH SOLE 0 17292 0 0 D MANHATTAN ASSOC COMMON STOCK 562750109 348 7604 SH SOLE 0 7604 0 0 D MANITOWOC CO COMMON STOCK 563571108 674 57586 SH SOLE 0 57586 0 0 D MANPOWER INC COMMON STOCK 56418H100 121 3312 SH SOLE 0 3312 0 0 D MARATHON PETROLE COMMON STOCK 56585A102 588 13099 SH SOLE 0 13099 0 0 D MARRIOTT INTL-A COMMON STOCK 571903202 81 2072 SH SOLE 0 2072 0 0 D MARTIN MAR MTLS COMMON STOCK 573284106 314 3990 SH SOLE 0 3990 0 0 D MARVELL TECH GRP COMMON STOCK BMG5876H1051 610 54119 SH SOLE 0 54119 0 0 D MATTEL INC COMMON STOCK 577081102 99 3067 SH SOLE 0 3067 0 0 D MAXIM INTEGRATED COMMON STOCK 57772K101 96 3726 SH SOLE 0 3726 0 0 D MAXIMUS INC COMMON STOCK 577933104 887 17142 SH SOLE 0 17142 0 0 D MCCORMICK-N/V COMMON STOCK 579780206 4033 66489 SH SOLE 0 66489 0 0 D MCDERMOTT INTL COMMON STOCK 580037109 2091 187719 SH SOLE 0 187719 0 0 D MCGRAW-HILL COS COMMON STOCK 580645109 192 4261 SH SOLE 0 4261 0 0 D MEAD JOHNSON COMMON STOCK 582839106 298 3705 SH SOLE 0 3705 0 0 D MEASUREMENT SPEC COMMON STOCK 583421102 231 7094 SH SOLE 0 7094 0 0 D MEDICAL PROPERTI COMMON STOCK 58463J304 522 54295 SH SOLE 0 54295 0 0 D MEDICIS PHARM-A COMMON STOCK 584690309 3875 113459 SH SOLE 0 113459 0 0 D MEDIVATION INC COMMON STOCK 58501N101 2080 22761 SH SOLE 0 22761 0 0 D MEDNAX INC COMMON STOCK 58502B106 355 5174 SH SOLE 0 5174 0 0 D MENS WEARHOUSE COMMON STOCK 587118100 706 25074 SH SOLE 0 25074 0 0 D MERCK & CO COMMON STOCK 58933Y105 420 10071 SH SOLE 0 10071 0 0 D MERIT MEDICAL COMMON STOCK 589889104 1518 109954 SH SOLE 0 109954 0 0 D METLIFE INC COMMON STOCK 59156R108 3789 122820 SH SOLE 0 122820 0 0 D METRO HEALTH COMMON STOCK 592142103 416 43491 SH SOLE 0 43491 0 0 D METROCORP BANCSH COMMON STOCK 591650106 1542 144557 SH SOLE 0 144557 0 0 D METROPCS COMMUNI COMMON STOCK 591708102 1478 244239 SH SOLE 0 244239 0 0 D MICHAEL KORS HOL COMMON STOCK VGG607541015 898 21464 SH SOLE 0 21464 0 0 D MICROCHIP TECH COMMON STOCK 595017104 80 2421 SH SOLE 0 2421 0 0 D MICRON TECH COMMON STOCK 595112103 586 92866 SH SOLE 0 92866 0 0 D MICROSTRATEGY COMMON STOCK 594972408 1335 10279 SH SOLE 0 10279 0 0 D MID-AMERICA APAR COMMON STOCK 59522J103 869 12728 SH SOLE 0 12728 0 0 D MILLENNIAL MEDIA COMMON STOCK 60040N105 130 9883 SH SOLE 0 9883 0 0 D MIPS TECH INC COMMON STOCK 604567107 592 88789 SH SOLE 0 88789 0 0 D MOMENTA PHARMACE COMMON STOCK 60877T100 292 21641 SH SOLE 0 21641 0 0 D MONSANTO CO COMMON STOCK 61166W101 3671 44346 SH SOLE 0 44346 0 0 D MONSTER WORLDWIDE COMMON STOCK 611742107 363 43724 SH SOLE 0 43724 0 0 D MOODYS CORP COMMON STOCK 615369105 413 11295 SH SOLE 0 11295 0 0 D MORGAN STANLEY COMMON STOCK 617446448 857 58767 SH SOLE 0 58767 0 0 D MOSAIC CO/THE COMMON STOCK 61945C103 189 3449 SH SOLE 0 3449 0 0 D MOTOROLA SOLUTIO COMMON STOCK 620076307 143 2962 SH SOLE 0 2962 0 0 D MRC GLOBAL INC COMMON STOCK 55345K103 786 36926 SH SOLE 0 36926 0 0 D NATIONAL GRI-ADR ADRS STOCK 636274300 276 5212 SH SOLE 0 5212 0 0 D NATIONSTAR MORTG COMMON STOCK 63861C109 697 32403 SH SOLE 0 32403 0 0 D NCR CORP COMMON STOCK 62886E108 1674 73637 SH SOLE 0 73637 0 0 D NETAPP INC COMMON STOCK 64110D104 3155 99140 SH SOLE 0 99140 0 0 D NEUROCRINE BIOSC COMMON STOCK 64125C109 536 67830 SH SOLE 0 67830 0 0 D NEWCASTLE INVT C COMMON STOCK 65105M108 2422 361541 SH SOLE 0 361541 0 0 D NEWPORT CORP COMMON STOCK 651824104 331 27532 SH SOLE 0 27532 0 0 D NOBLE ENERGY INC COMMON STOCK 655044105 2736 32258 SH SOLE 0 32258 0 0 D NORDSON CORP COMMON STOCK 655663102 153 2981 SH SOLE 0 2981 0 0 D NORDSTROM INC COMMON STOCK 655664100 5472 110115 SH SOLE 0 110115 0 0 D NRG ENERGY COMMON STOCK 629377508 1030 59352 SH SOLE 0 59352 0 0 D NVIDIA CORP COMMON STOCK 67066G104 1213 87755 SH SOLE 0 87755 0 0 D OCCIDENTAL PETE COMMON STOCK 674599105 1707 19906 SH SOLE 0 19906 0 0 D OFFICE DEPOT INC COMMON STOCK 676220106 118 54832 SH SOLE 0 54832 0 0 D OLD REPUB INTL COMMON STOCK 680223104 71 8569 SH SOLE 0 8569 0 0 D ON SEMICONDUCTOR COMMON STOCK 682189105 3078 433576 SH SOLE 0 433576 0 0 D ONYX PHARM COMMON STOCK 683399109 2204 33170 SH SOLE 0 33170 0 0 D OPEN TEXT CORP COMMON STOCK 683715106 110 2208 SH SOLE 0 2208 0 0 D ORACLE CORP COMMON STOCK 68389X105 715 24083 SH SOLE 0 24083 0 0 D ORBITAL SCIENCES COMMON STOCK 685564106 48 3678 SH SOLE 0 3678 0 0 D OREILLY AUTOMOT COMMON STOCK 67103H107 2091 24957 SH SOLE 0 24957 0 0 D ORIENTAL FINL COMMON STOCK 68618W100 519 46882 SH SOLE 0 46882 0 0 D OWENS CORNING COMMON STOCK 690742101 282 9871 SH SOLE 0 9871 0 0 D PACIFIC DRILLING COMMON STOCK LU0611695635 313 36734 SH SOLE 0 36734 0 0 D PAN AMER SILVER COMMON STOCK 697900108 141 8344 SH SOLE 0 8344 0 0 D PANERA BREAD-A COMMON STOCK 69840W108 669 4795 SH SOLE 0 4795 0 0 D PARKER DRILLING COMMON STOCK 701081101 105 23333 SH SOLE 0 23333 0 0 D PARTNERRE LTD COMMON STOCK BMG6852T1053 2786 36812 SH SOLE 0 36812 0 0 D PATTERSON COS COMMON STOCK 703395103 1968 57093 SH SOLE 0 57093 0 0 D PATTERSON-UTI COMMON STOCK 703481101 73 5046 SH SOLE 0 5046 0 0 D PENNYMAC MORTGAG COMMON STOCK 70931T103 480 24350 SH SOLE 0 24350 0 0 D PEP BOYS MM&J COMMON STOCK 713278109 1177 118868 SH SOLE 0 118868 0 0 D PEPCO HOLDINGS COMMON STOCK 713291102 88 4500 SH SOLE 0 4500 0 0 D PERRIGO CO COMMON STOCK 714290103 1264 10719 SH SOLE 0 10719 0 0 D PETSMART INC COMMON STOCK 716768106 560 8216 SH SOLE 0 8216 0 0 D PF CHANGS CHINA COMMON STOCK 69333Y108 1345 26133 SH SOLE 0 26133 0 0 D PHILIP MORRIS IN COMMON STOCK 718172109 198 2266 SH SOLE 0 2266 0 0 D PIONEER ENERGY S COMMON STOCK 723664108 102 12833 SH SOLE 0 12833 0 0 D PLAINS EXPLORATI COMMON STOCK 726505100 284 8059 SH SOLE 0 8059 0 0 D POLARIS INDS COMMON STOCK 731068102 627 8777 SH SOLE 0 8777 0 0 D POLYCOM INC COMMON STOCK 73172K104 83 7854 SH SOLE 0 7854 0 0 D POPULAR INC COMMON STOCK 733174700 1285 77384 SH SOLE 0 77384 0 0 D PORTFOLIO RECOVE COMMON STOCK 73640Q105 1061 11625 SH SOLE 0 11625 0 0 D POTASH CORP SAS COMMON STOCK 73755L107 1438 32910 SH SOLE 0 32910 0 0 D POWER-ONE INC COMMON STOCK 73930R102 705 155941 SH SOLE 0 155941 0 0 D PPL CORPORATION COMMON STOCK 69351T106 4082 146768 SH SOLE 0 146768 0 0 D PRECISION DRILL COMMON STOCK 74022D308 997 146122 SH SOLE 0 146122 0 0 D PRICELINE.COM COMMON STOCK 741503403 111 167 SH SOLE 0 167 0 0 D PRIMORIS SERVICE COMMON STOCK 74164F103 366 30515 SH SOLE 0 30515 0 0 D PRINCIPAL FINL COMMON STOCK 74251V102 1455 55489 SH SOLE 0 55489 0 0 D PROSPECT CAPITAL COMMON STOCK 74348T102 261 22877 SH SOLE 0 22877 0 0 D PUBLIC STORAGE COMMON STOCK 74460D109 992 6868 SH SOLE 0 6868 0 0 D QEP RESOURCES IN COMMON STOCK 74733V100 496 16558 SH SOLE 0 16558 0 0 D QUALITY SYSTEMS COMMON STOCK 747582104 494 17972 SH SOLE 0 17972 0 0 D QUEST DIAGNOSTIC COMMON STOCK 74834L100 158 2636 SH SOLE 0 2636 0 0 D QUEST SOFTWARE COMMON STOCK 74834T103 425 15265 SH SOLE 0 15265 0 0 D RALPH LAUREN COR COMMON STOCK 751212101 2948 21048 SH SOLE 0 21048 0 0 D REALTY INCOME COMMON STOCK 756109104 260 6236 SH SOLE 0 6236 0 0 D REDWOOD TRUST COMMON STOCK 758075402 169 13556 SH SOLE 0 13556 0 0 D REGAL ENTERTAI-A COMMON STOCK 758766109 1226 89113 SH SOLE 0 89113 0 0 D RENAISSANCERE COMMON STOCK BMG7496G1033 3331 43817 SH SOLE 0 43817 0 0 D REPUBLIC SVCS COMMON STOCK 760759100 1713 64743 SH SOLE 0 64743 0 0 D RIVERBED TECHNOL COMMON STOCK 768573107 2124 131513 SH SOLE 0 131513 0 0 D ROBBINS & MYERS COMMON STOCK 770196103 2307 55167 SH SOLE 0 55167 0 0 D ROBERT HALF INTL COMMON STOCK 770323103 2304 80627 SH SOLE 0 80627 0 0 D ROCKWELL COLLINS COMMON STOCK 774341101 682 13820 SH SOLE 0 13820 0 0 D ROCKWOOD HOLDING COMMON STOCK 774415103 2082 46949 SH SOLE 0 46949 0 0 D ROSS STORES INC COMMON STOCK 778296103 226 3616 SH SOLE 0 3616 0 0 D ROVI CORP COMMON STOCK 779376102 268 13672 SH SOLE 0 13672 0 0 D ROYAL DUTCH-ADR ADRS STOCK 780259206 265 3927 SH SOLE 0 3927 0 0 D RYDER SYSTEM INC COMMON STOCK 783549108 208 5782 SH SOLE 0 5782 0 0 D SABESP-ADR ADRS STOCK 20441A102 317 4177 SH SOLE 0 4177 0 0 D SAIC INC COMMON STOCK 78390X101 5272 434967 SH SOLE 0 434967 0 0 D SALESFORCE.COM COMMON STOCK 79466L302 1167 8441 SH SOLE 0 8441 0 0 D SALLY BEAUTY HOL COMMON STOCK 79546E104 101 3913 SH SOLE 0 3913 0 0 D SANOFI-ADR ADRS STOCK 80105N105 750 19861 SH SOLE 0 19861 0 0 D SAPIENT CORP COMMON STOCK 803062108 197 19535 SH SOLE 0 19535 0 0 D SCBT FINANCIAL C COMMON STOCK 78401V102 80 2267 SH SOLE 0 2267 0 0 D SCHLUMBERGER LTD COMMON STOCK 806857108 4846 74661 SH SOLE 0 74661 0 0 D SCIENTIFIC GAM-A COMMON STOCK 80874P109 602 70451 SH SOLE 0 70451 0 0 D SCOTTS MIRACLE-A COMMON STOCK 810186106 522 12693 SH SOLE 0 12693 0 0 D SCRIPPS NET-CL A COMMON STOCK 811065101 332 5846 SH SOLE 0 5846 0 0 D SEQUENOM INC COMMON STOCK 817337405 692 170473 SH SOLE 0 170473 0 0 D SHERWIN-WILLIAMS COMMON STOCK 824348106 3692 27894 SH SOLE 0 27894 0 0 D SHIRE PLC-ADR ADRS STOCK 82481R106 3515 40692 SH SOLE 0 40692 0 0 D SIGNATURE BANK COMMON STOCK 82669G104 92 1517 SH SOLE 0 1517 0 0 D SILICON LABS COMMON STOCK 826919102 87 2286 SH SOLE 0 2286 0 0 D SIRIUS XM RADIO COMMON STOCK 82967N108 2009 1086123 SH SOLE 0 1086123 0 0 D SIRONA DENTAL SY COMMON STOCK 82966C103 1407 31265 SH SOLE 0 31265 0 0 D SM ENERGY CO COMMON STOCK 78454L100 1353 27556 SH SOLE 0 27556 0 0 D SOUFUN HOLDI-ADR ADRS STOCK 836034108 294 18573 SH SOLE 0 18573 0 0 D SOUTH JERSEY IND COMMON STOCK 838518108 409 8029 SH SOLE 0 8029 0 0 D SOUTHERN COPPER COMMON STOCK 84265V105 117 3728 SH SOLE 0 3728 0 0 D SPDR S&P INSURAN ETF STOCK 78464A789 1587 38974 SH SOLE 0 38974 0 0 D SPDR S&P MET & M ETF STOCK 78464A755 2428 58601 SH SOLE 0 58601 0 0 D SPDR S&P REG BAN ETF STOCK 78464A698 3100 113235 SH SOLE 0 113235 0 0 D SPDR-FINL SELECT ETF STOCK 81369Y605 327 22337 SH SOLE 0 22337 0 0 D STAMPS.COM INC COMMON STOCK 852857200 156 6330 SH SOLE 0 6330 0 0 D STAPLES INC COMMON STOCK 855030102 200 15328 SH SOLE 0 15328 0 0 D STARBUCKS CORP COMMON STOCK 855244109 1486 27872 SH SOLE 0 27872 0 0 D STARWOOD HOTELS COMMON STOCK 85590A401 3828 72175 SH SOLE 0 72175 0 0 D STATOIL ASA-ADR ADRS STOCK 85771P102 271 11375 SH SOLE 0 11375 0 0 D STEVEN MADDEN COMMON STOCK 556269108 1604 50531 SH SOLE 0 50531 0 0 D SUN COMMUNITIES COMMON STOCK 866674104 276 6230 SH SOLE 0 6230 0 0 D SYMANTEC CORP COMMON STOCK 871503108 732 50124 SH SOLE 0 50124 0 0 D SYNOPSYS INC COMMON STOCK 871607107 143 4862 SH SOLE 0 4862 0 0 D SYNOVUS FINL COMMON STOCK 87161C105 1471 742803 SH SOLE 0 742803 0 0 D SYNTEL INC COMMON STOCK 87162H103 237 3908 SH SOLE 0 3908 0 0 D T ROWE PRICE GRP COMMON STOCK 74144T108 201 3197 SH SOLE 0 3197 0 0 D TANGER FACTORY COMMON STOCK 875465106 3551 110790 SH SOLE 0 110790 0 0 D TANGOE INC/CT COMMON STOCK 87582Y108 605 28376 SH SOLE 0 28376 0 0 D TAUBMAN CENTERS COMMON STOCK 876664103 842 10910 SH SOLE 0 10910 0 0 D TCF FINL CORP COMMON STOCK 872275102 616 53686 SH SOLE 0 53686 0 0 D TEAM HEALTH HOLD COMMON STOCK 87817A107 473 19655 SH SOLE 0 19655 0 0 D TELECOM ARGE-ADR ADRS STOCK 879273209 124 10530 SH SOLE 0 10530 0 0 D TELEFONICA B-ADR ADRS STOCK 87936R106 182 7373 SH SOLE 0 7373 0 0 D TELLABS INC COMMON STOCK 879664100 604 181318 SH SOLE 0 181318 0 0 D TELUS CORP-NON V COMMON STOCK 87971M202 227 3886 SH SOLE 0 3886 0 0 D TENNECO INC COMMON STOCK 880349105 848 31632 SH SOLE 0 31632 0 0 D TERADATA CORP COMMON STOCK 88076W103 2771 38478 SH SOLE 0 38478 0 0 D TERADYNE INC COMMON STOCK 880770102 1275 90681 SH SOLE 0 90681 0 0 D TESORO CORP COMMON STOCK 881609101 3817 152920 SH SOLE 0 152920 0 0 D TEVA PHARM-ADR ADRS STOCK 881624209 3676 93211 SH SOLE 0 93211 0 0 D THERMO FISHER COMMON STOCK 883556102 1803 34729 SH SOLE 0 34729 0 0 D TIVO INC COMMON STOCK 888706108 2150 260336 SH SOLE 0 260336 0 0 D TORO CO COMMON STOCK 891092108 819 11180 SH SOLE 0 11180 0 0 D TOTAL SYS SERVS COMMON STOCK 891906109 78 3269 SH SOLE 0 3269 0 0 D TRIANGLE CAPITAL COMMON STOCK 895848109 289 12706 SH SOLE 0 12706 0 0 D TRIPADVISOR INC COMMON STOCK 896945201 195 4357 SH SOLE 0 4357 0 0 D TRIUMPH GROUP COMMON STOCK 896818101 642 11418 SH SOLE 0 11418 0 0 D TUPPERWARE BRAND COMMON STOCK 899896104 3045 55607 SH SOLE 0 55607 0 0 D TW TELECOM INC COMMON STOCK 87311L104 3011 117341 SH SOLE 0 117341 0 0 D TWO HARBORS INVE COMMON STOCK 90187B101 121 11671 SH SOLE 0 11671 0 0 D TYSON FOODS-A COMMON STOCK 902494103 86 4543 SH SOLE 0 4543 0 0 D UIL HLDGS CORP COMMON STOCK 902748102 313 8729 SH SOLE 0 8729 0 0 D ULTA SALON COSME COMMON STOCK 90384S303 110 1173 SH SOLE 0 1173 0 0 D ULTIMATE SOFTWAR COMMON STOCK 90385D107 2469 27769 SH SOLE 0 27769 0 0 D UNDER ARMOUR-A COMMON STOCK 904311107 1470 15557 SH SOLE 0 15557 0 0 D UNITED NATURAL COMMON STOCK 911163103 1098 20015 SH SOLE 0 20015 0 0 D UNITED TECH CORP COMMON STOCK 913017109 1243 16455 SH SOLE 0 16455 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 584 11821 SH SOLE 0 11821 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 625 10692 SH SOLE 0 10692 0 0 D VALEANT PHARMACE COMMON STOCK 91911K102 3256 72686 SH SOLE 0 72686 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 3965 164180 SH SOLE 0 164180 0 0 D VALMONT INDS COMMON STOCK 920253101 295 2435 SH SOLE 0 2435 0 0 D VARIAN MEDICAL S COMMON STOCK 92220P105 161 2649 SH SOLE 0 2649 0 0 D VEECO INSTRUMENT COMMON STOCK 922417100 73 2114 SH SOLE 0 2114 0 0 D VENTAS INC COMMON STOCK 92276F100 767 12154 SH SOLE 0 12154 0 0 D VERISK ANALYTI-A COMMON STOCK 92345Y106 628 12758 SH SOLE 0 12758 0 0 D VERTEX PHARM COMMON STOCK 92532F100 3926 70212 SH SOLE 0 70212 0 0 D VIACOM INC-B COMMON STOCK 92553P201 4249 90369 SH SOLE 0 90369 0 0 D VIEWPOINT FINANC COMMON STOCK 92672A101 1088 69564 SH SOLE 0 69564 0 0 D VIRNETX HOLDING COMMON STOCK 92823T108 269 7636 SH SOLE 0 7636 0 0 D VISA INC-CLASS A COMMON STOCK 92826C839 81 656 SH SOLE 0 656 0 0 D VIVUS INC COMMON STOCK 928551100 866 30346 SH SOLE 0 30346 0 0 D VORNADO RLTY TST COMMON STOCK 929042109 636 7569 SH SOLE 0 7569 0 0 D WALT DISNEY CO COMMON STOCK 254687106 4501 92795 SH SOLE 0 92795 0 0 D WARNER CHILCOT-A COMMON STOCK IE00B446CM77 2306 128593 SH SOLE 0 128593 0 0 D WATSON PHARM COMMON STOCK 942683103 587 7939 SH SOLE 0 7939 0 0 D WAUSAU PAPER COR COMMON STOCK 943315101 304 31212 SH SOLE 0 31212 0 0 D WEATHERFORD INTL COMMON STOCK CH0038838394 2486 196839 SH SOLE 0 196839 0 0 D WEBSENSE INC COMMON STOCK 947684106 46 2465 SH SOLE 0 2465 0 0 D WESCO INTL COMMON STOCK 95082P105 1420 24682 SH SOLE 0 24682 0 0 D WEST PHARMACEUT COMMON STOCK 955306105 582 11534 SH SOLE 0 11534 0 0 D WESTLAKE CHEMICA COMMON STOCK 960413102 2053 39280 SH SOLE 0 39280 0 0 D WHIRLPOOL CORP COMMON STOCK 963320106 527 8623 SH SOLE 0 8623 0 0 D WILLIAMS-SONOMA COMMON STOCK 969904101 1171 33477 SH SOLE 0 33477 0 0 D WILLIS GRP HLDGS COMMON STOCK IE00B4XGY116 1486 40716 SH SOLE 0 40716 0 0 D WINTRUST FINL COMMON STOCK 97650W108 793 22330 SH SOLE 0 22330 0 0 D WORTHINGTON INDS COMMON STOCK 981811102 1816 88698 SH SOLE 0 88698 0 0 D WRIGHT EXPRESS COMMON STOCK 98233Q105 292 4725 SH SOLE 0 4725 0 0 D WYNN RESORTS LTD COMMON STOCK 983134107 1953 18832 SH SOLE 0 18832 0 0 D YUM! BRANDS INC COMMON STOCK 988498101 153 2373 SH SOLE 0 2373 0 0 D ZEBRA TECH CORP COMMON STOCK 989207105 133 3858 SH SOLE 0 3858 0 0 D ZILLOW INC-CL A COMMON STOCK 98954A107 664 17194 SH SOLE 0 17194 0 0 D ZYNGA INC- CL A COMMON STOCK 98986T108 839 154280 SH SOLE 0 154280 0 0 S REPORT SUMMARY 503 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED