From the manual, page 1232 :
The WAI display
The WAI display (short for Where Am I) is a group of colored markers to show you which tracks and
or buses are currently being controlled by which controller/surface. Each controller/surface uses
different colored markers.
In the following picture controller/surface 1 (blue markers) is controlling tracks 2-5, and controller
surface 2 (red markers) is controlling tracks 7-14. You can drag the markers to different groups of
tracks to change which tracks each controller/surface is controlling. You can also double-click the
WAI markers to open the property page of that particular controller/surface.