-----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, KNqghfp6dnVh/4Eoo6Kr6YY1vLGFLACNLs+5CuMkckWnF2Fw5VSbUjtVaR7AHCKc F1wANGVsDhLWxR1DXe8wrA== 0000902664-10-000710.txt : 20100216 0000902664-10-000710.hdr.sgml : 20100215 20100216110547 ACCESSION NUMBER: 0000902664-10-000710 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADAGE CAPITAL PARTNERS GP LLC CENTRAL INDEX KEY: 0001165408 IRS NUMBER: 043574590 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10046 FILM NUMBER: 10603376 BUSINESS ADDRESS: STREET 1: 200 CLARENDON STREET STREET 2: 52ND FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 6178672800 13F-HR 1 p10-0373form13fhr.txt ADAGE CAPITAL PARTNERS GP, L.L.C. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 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: Adage Capital Partners GP, L.L.C. -------------------------------------------------- 200 Clarendon Street, 52nd Floor -------------------------------------------------- Boston, Massachusetts 02116 -------------------------------------------------- -------------------------------------------------- Form 13F File Number: 028-10046 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 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: Phillip Gross -------------------------------------------------- Title: Managing Member of the Managing Member -------------------------------------------------- Phone: 617-867-2855 -------------------------------------------------- Signature, Place, and Date of Signing: /s/ Phillip Gross Boston, Massachusetts 2/16/10 ------------------------ ------------------------------ --------- Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------- Form 13F Information Table Entry Total: 649 ------------- Form 13F Information Table Value Total: $ 19,983,873 ------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- -------- -------- -------- -------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------- -------- ----- -------- ------- --- ---- ---------- -------- ---- ------ ---- 3M CO COM 88579Y101 41,127 497,482 SH SOLE 497,482 A C MOORE ARTS & CRAFTS INC COM 00086T103 2,571 874,528 SH SOLE 874,528 ABBOTT LABORATORIES COM 002824100 130,007 2,407,992 SH SOLE 2,407,992 ABERCROMBIE & FITCH CO CL A 002896207 4,388 125,900 SH SOLE 125,900 ACE LTD SHS H0023R105 46,017 913,029 SH SOLE 913,029 ACTIVISION BLIZZARD INC COM 00507V109 48,252 4,343,000 SH SOLE 4,343,000 ADOBE SYS INC COM 00724F101 26,636 724,200 SH SOLE 724,200 ADVANCED MICRO DEVICES INC COM 007903107 7,723 797,800 SH SOLE 797,800 AERCAP HOLDINGS NV SHS N00985106 438 48,344 SH SOLE 48,344 AES CORP COM 00130H105 12,475 937,270 SH SOLE 937,270 AETNA INC NEW COM 00817Y108 36,858 1,162,700 SH SOLE 1,162,700 AFFILIATED COMPUTER SERVICES CL A 008190100 8,261 138,400 SH SOLE 138,400 AFFILIATED COMPUTER SERVICES CL A 008190100 2,286 38,300 SH CALL SOLE 38,300 AFFILIATED MANAGERS GROUP COM 008252108 1,347 20,000 SH SOLE 20,000 AFLAC INC COM 001055102 35,742 772,790 SH SOLE 772,790 AGILENT TECHNOLOGIES INC COM 00846U101 15,197 489,114 SH SOLE 489,114 AIR PRODS & CHEMS INC COM 009158106 24,423 301,300 SH SOLE 301,300 AIRGAS INC COM 009363102 3,784 79,500 SH SOLE 79,500 ALBEMARLE CORP COM 012653101 98,651 2,712,415 SH SOLE 2,712,415 ALCOA INC COM 013817101 22,247 1,380,100 SH SOLE 1,380,100 ALEXION PHARMACEUTICALS INC COM 015351109 22,386 458,532 SH SOLE 458,532 ALEXZA PHARMACEUTICALS INC COM 015384100 1,022 425,900 SH SOLE 425,900 ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,210 138,700 SH SOLE 138,700 ALLERGAN INC COM 018490102 24,478 388,479 SH SOLE 388,479 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 26,414 573,343 SH SOLE 573,343 ALLOS THERAPEUTICS INC COM 019777101 2,556 389,100 SH SOLE 389,100 ALLSTATE CORP COM 020002101 19,112 636,202 SH SOLE 636,202 ALPHA NATURAL RESOURCES INC COM 02076X102 23,681 545,900 SH SOLE 545,900 ALTERA CORP COM 021441100 3,005 132,800 SH SOLE 132,800 ALTRIA GROUP INC COM 02209S103 53,274 2,713,900 SH SOLE 2,713,900 AMAG PHARMACEUTICALS INC COM 00163U106 103,591 2,723,909 SH SOLE 2,723,909 AMAZON COM INC COM 023135106 63,681 473,397 SH SOLE 473,397 AMEREN CORP COM 023608102 30,273 1,083,100 SH SOLE 1,083,100 AMERICAN COMMERCIAL LINES COM 025195405 826 45,050 SH SOLE 45,050 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 105,920 6,237,900 SH SOLE 6,237,900 AMERICAN ELEC PWR INC COM 025537101 23,721 681,823 SH SOLE 681,823 AMERICAN EXPRESS CO COM 025816109 50,593 1,248,600 SH SOLE 1,248,600 AMERICAN TOWER CORP CL A 029912201 31,090 719,500 SH SOLE 719,500 AMERICAN WTR WKS CO INC NEW COM 030420103 66,153 2,951,900 SH SOLE 2,951,900 AMERIPRISE FINL INC COM 03076C106 12,335 317,738 SH SOLE 317,738 AMERISOURCEBERGEN CORP COM 03073E105 8,143 312,338 SH SOLE 312,338 AMGEN INC COM 031162100 107,973 1,908,660 SH SOLE 1,908,660 ANADARKO PETE CORP COM 032511107 64,267 1,029,584 SH SOLE 1,029,584 ANADYS PHARMACEUTICALS INC COM 03252Q408 6,107 2,894,500 SH SOLE 2,894,500 ANALOG DEVICES INC COM 032654105 13,143 416,200 SH SOLE 416,200 ANNTAYLOR STORES CORP COM 036115103 16,708 1,224,899 SH SOLE 1,224,899 ANSYS INC COM 03662Q105 6,684 153,800 SH SOLE 153,800 AON CORP COM 037389103 13,057 340,557 SH SOLE 340,557 APACHE CORP COM 037411105 102,582 994,300 SH SOLE 994,300 APARTMENT INVT & MGMT CO CL A 03748R101 2,641 165,898 SH SOLE 165,898 APOLLO GROUP INC CL A 037604105 10,953 180,800 SH SOLE 180,800 APPLE INC COM 037833100 302,887 1,437,300 SH SOLE 1,437,300 APPLIED INDL TECHNOLOGIES IN COM 03820C105 6,977 316,141 SH SOLE 316,141 APPLIED MATLS INC COM 038222105 26,014 1,866,100 SH SOLE 1,866,100 ARCHER DANIELS MIDLAND CO COM 039483102 28,291 903,592 SH SOLE 903,592 ARCSIGHT INC COM 039666102 2,780 108,696 SH SOLE 108,696 ARGO GROUP INTL HLDGS LTD COM G0464B107 6,876 235,977 SH SOLE 235,977 ASSOCIATED BANC CORP COM 045487105 385 35,000 SH SOLE 35,000 ASSURANT INC COM 04621X108 26,602 902,368 SH SOLE 902,368 ASTEC INDS INC COM 046224101 4,219 156,610 SH SOLE 156,610 AT&T INC COM 00206R102 267,363 9,538,438 SH SOLE 9,538,438 ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 1,218 32,700 SH SOLE 32,700 AUTOMATIC DATA PROCESSING IN COM 053015103 27,199 635,200 SH SOLE 635,200 AUTOZONE INC COM 053332102 6,870 43,460 SH SOLE 43,460 AVALONBAY CMNTYS INC COM 053484101 9,310 113,382 SH SOLE 113,382 AVERY DENNISON CORP COM 053611109 2,316 63,471 SH SOLE 63,471 AVON PRODS INC COM 054303102 71,351 2,265,100 SH SOLE 2,265,100 AXIS CAPITAL HOLDINGS SHS G0692U109 6,161 216,877 SH SOLE 216,877 BALDOR ELEC CO COM 057741100 627 22,309 SH SOLE 22,309 BALL CORP COM 058498106 30,213 584,400 SH SOLE 584,400 BANK OF AMERICA CORPORATION COM 060505104 89,202 5,923,113 SH SOLE 5,923,113 BANK OF AMERICA CORPORATION UNIT 060505419 222,912 14,940,486 SH SOLE 14,940,486 BANK OF NEW YORK MELLON CORP COM 064058100 42,781 1,529,542 SH SOLE 1,529,542 BARNES & NOBLE INC COM 067774109 1,194 62,600 SH SOLE 62,600 BAXTER INTL INC COM 071813109 106,950 1,822,598 SH SOLE 1,822,598 BB&T CORP COM 054937107 9,836 387,700 SH SOLE 387,700 BED BATH & BEYOND INC COM 075896100 8,622 223,311 SH SOLE 223,311 BELO CORP COM SER A 080555105 1,088 200,000 SH SOLE 200,000 BERKLEY W R CORP COM 084423102 626 25,423 SH SOLE 25,423 BEST BUY INC COM 086516101 19,182 486,108 SH SOLE 486,108 BIG LOTS INC COM 089302103 3,395 117,144 SH SOLE 117,144 BIOGEN IDEC INC COM 09062X103 6,206 116,000 SH SOLE 116,000 BJ SVCS CO COM 055482103 168,216 9,043,857 SH SOLE 9,043,857 BLACK & DECKER CORP COM 091797100 5,549 85,600 SH SOLE 85,600 BLOCK H&R INC COM 093671105 10,749 475,200 SH SOLE 475,200 BLUE COAT SYSTEMS INC COM 09534T508 6,065 212,500 SH SOLE 212,500 BMC SOFTWARE INC COM 055921100 8,353 208,300 SH SOLE 208,300 BOEING CO COM 097023105 197,477 3,648,194 SH SOLE 3,648,194 BOSTON PROPERTIES INC COM 101121101 13,176 196,456 SH SOLE 196,456 BOSTON SCIENTIFIC CORP COM 101137107 24,831 2,759,000 SH SOLE 2,759,000 BP PLC SPONSORED ADR 055622104 8,365 144,300 SH SOLE 144,300 BPW ACQUISITION CORP COM 055637102 277 26,300 SH SOLE 26,300 BRADY CORP CL A 104674106 23,473 782,175 SH SOLE 782,175 BRISTOL MYERS SQUIBB CO COM 110122108 99,883 3,955,758 SH SOLE 3,955,758 BROADCOM CORP CL A 111320107 28,993 921,300 SH SOLE 921,300 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 20,681 2,710,500 SH SOLE 2,710,500 BURLINGTON NORTHERN SANTA FE C COM 12189T104 143,398 1,454,043 SH SOLE 1,454,043 C H ROBINSON WORLDWIDE INC COM 12541W209 14,013 238,600 SH SOLE 238,600 CA INC COM 12673P105 2,459 109,500 SH SOLE 109,500 CABOT CORP COM 127055101 2,465 93,978 SH SOLE 93,978 CABOT OIL & GAS CORP COM 127097103 5,593 128,300 SH SOLE 128,300 CADENCE DESIGN SYSTEM INC COM 127387108 2,232 372,600 SH SOLE 372,600 CALLAWAY GOLF CO COM 131193104 464 61,500 SH SOLE 61,500 CAMERON INTERNATIONAL CORP COM 13342B105 20,862 499,100 SH SOLE 499,100 CAPITAL ONE FINANCIAL CORP COM 14040H105 1,024 26,700 SH SOLE 26,700 CAPITAL ONE FINANCIAL CORP WRT 14040H139 22,132 1,680,500 SH SOLE 1,680,500 CARDINAL HEALTH INC COM 14149Y108 36,384 1,128,548 SH SOLE 1,128,548 CARDIOME PHARMA CORP COM 14159U202 34,943 7,850,000 SH SOLE 7,850,000 CARLISLE COS INC COM 142339100 6,102 178,116 SH SOLE 178,116 CARNIVAL CORP PAIRED CTF 143658300 19,899 627,900 SH SOLE 627,900 CATERPILLAR INC DEL COM 149123101 1,960 34,400 SH SOLE 34,400 CB RICHARD ELLIS GROUP INC CL A 12497T101 5,203 383,400 SH SOLE 383,400 CBS CORP NEW CL B 124857202 19,167 1,364,200 SH SOLE 1,364,200 CELANESE CORP DEL COM SER A 150870103 235,280 7,329,610 SH SOLE 7,329,610 CELANESE CORP DEL PFD 150870202 27,080 651,340 SH SOLE 651,340 CELGENE CORP COM 151020104 49,593 890,682 SH SOLE 890,682 CENTERPOINT ENERGY INC COM 15189T107 35,576 2,451,830 SH SOLE 2,451,830 CEPHALON INC COM 156708109 6,670 106,877 SH SOLE 106,877 CF INDS HLDGS INC COM 125269100 6,300 69,400 SH SOLE 69,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 4,116 121,500 SH SOLE 121,500 CHESAPEAKE ENERGY CORP COM 165167107 27,554 1,064,700 SH SOLE 1,064,700 CHEVRON CORP NEW COM 166764100 248,521 3,227,968 SH SOLE 3,227,968 CHINA NUOKANG BIO-PHARM INC SPONSORED ADR 16949B113 5,888 750,000 SH SOLE 750,000 CIENA CORP COM 171779309 6,783 625,700 SH SOLE 625,700 CIGNA CORP COM 125509109 15,395 436,500 SH SOLE 436,500 CINEMARK HOLDINGS INC COM 17243V102 6,467 450,000 SH SOLE 450,000 CINTAS CORP COM 172908105 4,854 186,300 SH SOLE 186,300 CISCO SYS INC COM 17275R102 196,370 8,202,600 SH SOLE 8,202,600 CITIGROUP INC COM 172967101 40,675 12,288,585 SH SOLE 12,288,585 CITRIX SYS INC COM 177376100 578 13,900 SH SOLE 13,900 CKX INC COM 12562M106 2,345 445,000 SH SOLE 445,000 CLIFFS NATURAL RESOURCES INC COM 18683K101 10,900 236,500 SH SOLE 236,500 CLOROX CO DEL COM 189054109 30,072 492,997 SH SOLE 492,997 CME GROUP INC COM 12572Q105 30,606 91,100 SH SOLE 91,100 CMS ENERGY CORP COM 125896100 58,088 3,709,300 SH SOLE 3,709,300 CNA FINL CORP COM 126117100 1,848 76,998 SH SOLE 76,998 COACH INC COM 189754104 119,890 3,281,952 SH SOLE 3,281,952 COCA COLA CO COM 191216100 97,325 1,707,441 SH SOLE 1,707,441 COCA COLA ENTERPRISES INC COM 191219104 76,929 3,628,711 SH SOLE 3,628,711 COGENT INC COM 19239Y108 260 25,000 SH SOLE 25,000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 25,750 568,100 SH SOLE 568,100 COLGATE-PALMOLIVE CO COM 194162103 34,634 421,592 SH SOLE 421,592 COMBINATORX INC COM 20010A103 760 915,500 SH SOLE 915,500 COMCAST CORP NEW CL A 20030N101 68,293 4,050,570 SH SOLE 4,050,570 COMERICA INC COM 200340107 12,316 416,509 SH SOLE 416,509 COMMSCOPE INC COM 203372107 26,812 1,010,642 SH SOLE 1,010,642 COMPUTER SCIENCES CORP COM 205363104 9,113 158,400 SH SOLE 158,400 CONAGRA FOODS INC COM 205887102 565 24,500 SH SOLE 24,500 CONCHO RES INC COM 20605P101 6,511 145,000 SH SOLE 145,000 CONOCOPHILLIPS COM 20825C104 100,643 1,970,692 SH SOLE 1,970,692 CONSOL ENERGY INC COM 20854P109 45,179 907,200 SH SOLE 907,200 CONSOLIDATED EDISON INC COM 209115104 19,844 436,800 SH SOLE 436,800 CONSTELLATION BRANDS INC CL A 21036P108 3,454 216,800 SH SOLE 216,800 CONSTELLATION ENERGY GROUP I COM 210371100 7,988 227,113 SH SOLE 227,113 CONTINENTAL AIRLINES CL B 210795308 2,457 137,100 SH SOLE 137,100 CONTINENTAL AIRLS INC CNV NOTE 210795PU8 3,863 3,500,000 RIN SOLE 3,500,000 COOPER INDUSTRIES PLC SHS G24140108 23,368 548,027 SH SOLE 548,027 CORNING INC COM 219350105 48,468 2,510,000 SH SOLE 2,510,000 COSTCO WHSL CORP NEW COM 22160K105 36,739 620,900 SH SOLE 620,900 COVENTRY HEALTH CARE INC COM 222862104 5,375 221,269 SH SOLE 221,269 COVIDIEN PLC SHS G2554F105 2,395 50,000 SH SOLE 50,000 CROWN CASTLE INTL CORP COM 228227104 21,935 561,852 SH SOLE 561,852 CROWN HOLDINGS INC COM 228368106 42,689 1,668,826 SH SOLE 1,668,826 CSX CORP COM 126408103 27,244 561,856 SH SOLE 561,856 CUMMINS INC COM 231021106 13,217 288,201 SH SOLE 288,201 CVS CAREMARK CORPORATION COM 126650100 93,628 2,906,788 SH SOLE 2,906,788 D R HORTON INC COM 23331A109 4,107 377,900 SH SOLE 377,900 DANAHER CORP DEL COM 235851102 20,946 278,533 SH SOLE 278,533 DARDEN RESTAURANTS INC COM 237194105 6,947 198,100 SH SOLE 198,100 DAVITA INC COM 23918K108 5,634 436,400 SH SOLE 436,400 DEAN FOODS CO NEW COM 242370104 41,743 2,313,903 SH SOLE 2,313,903 DEERE & CO COM 244199105 20,197 373,400 SH SOLE 373,400 DELL INC COM 24702R101 35,273 2,456,300 SH SOLE 2,456,300 DELTA AIR LINES INC DEL COM 247361702 69,607 6,116,600 SH SOLE 6,116,600 DENDREON CORP COM 24823Q107 14,809 563,500 SH SOLE 563,500 DEVON ENERGY CORP NEW COM 25179M103 34,748 472,756 SH SOLE 472,756 DEVRY INC DEL COM 251893103 4,902 86,400 SH SOLE 86,400 DIAGEO P L C SPON ADR NEW 25243Q205 5,553 80,000 SH SOLE 80,000 DICKS SPORTING GOODS INC COM 253393102 38,265 1,538,600 SH SOLE 1,538,600 DIEDRICH COFFEE INC COM 253675201 2,289 65,693 SH SOLE 65,693 DIRECTV COM CL A 25490A101 45,528 1,365,131 SH SOLE 1,365,131 DISCOVER FINL SVCS COM 254709108 11,173 759,558 SH SOLE 759,558 DISH NETWORK CORP CL A 25470M109 6,775 326,200 SH SOLE 326,200 DISNEY WALT CO COM DISNEY 254687106 69,434 2,153,009 SH SOLE 2,153,009 DOMINION RES INC VA NEW COM 25746U109 33,199 853,000 SH SOLE 853,000 DONNELLEY R R & SONS CO COM 257867101 5,274 236,800 SH SOLE 236,800 DOVER CORP COM 260003108 99,438 2,389,763 SH SOLE 2,389,763 DOW CHEM CO COM 260543103 45,968 1,663,700 SH SOLE 1,663,700 DR PEPPER SNAPPLE GROUP INC COM 26138E109 49,016 1,731,980 SH SOLE 1,731,980 DREAMWORKS ANIMATION SKG INC CL A 26153C103 4,395 110,000 SH SOLE 110,000 DTE ENERGY CO COM 233331107 10,251 235,172 SH SOLE 235,172 DU PONT E I DE NEMOURS & CO COM 263534109 8,418 250,000 SH SOLE 250,000 DUN & BRADSTREET CORP DEL NE COM 26483E100 4,041 47,900 SH SOLE 47,900 DYNCORP INTL INC CL A 26817C101 16,944 1,180,792 SH SOLE 1,180,792 E M C CORP MASS COM 268648102 53,452 3,059,674 SH SOLE 3,059,674 E TRADE FINANCIAL CORP COM 269246104 3,906 2,222,400 SH SOLE 2,222,400 EAGLE MATERIALS INC COM 26969P108 415 15,950 SH SOLE 15,950 EASTMAN KODAK CO COM 277461109 1,604 380,090 SH SOLE 380,090 EATON CORP COM 278058102 15,218 239,203 SH SOLE 239,203 EBAY INC COM 278642103 37,732 1,603,200 SH SOLE 1,603,200 ECOLAB INC COM 278865100 14,925 334,800 SH SOLE 334,800 EDISON INTL COM 281020107 16,308 468,900 SH SOLE 468,900 EL PASO CORP COM 28336L109 3,943 401,119 SH SOLE 401,119 ELECTRONIC ARTS INC COM 285512109 14,136 796,400 SH SOLE 796,400 EMCOR GROUP INC COM 29084Q100 22,779 846,811 SH SOLE 846,811 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 5,637 104,100 SH SOLE 104,100 EMERSON ELEC CO COM 291011104 4,626 108,600 SH SOLE 108,600 ENCORE ACQUISITION CO COM 29255W100 21,167 440,795 SH SOLE 440,795 ENDOLOGIX INC COM 29266S106 2,640 500,000 SH SOLE 500,000 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 13,225 355,237 SH SOLE 355,237 ENERGIZER HLDGS INC COM 29266R108 66,325 1,082,332 SH SOLE 1,082,332 ENTERGY CORP NEW COM 29364G103 22,907 279,902 SH SOLE 279,902 EOG RES INC COM 26875P101 17,339 178,200 SH SOLE 178,200 EQT CORP COM 26884L109 7,963 181,300 SH SOLE 181,300 EQUIFAX INC COM 294429105 4,845 156,850 SH SOLE 156,850 EQUITY RESIDENTIAL COM 29476L107 13,121 388,433 SH SOLE 388,433 EURAND N V SHS N31010106 3,307 256,393 SH SOLE 256,393 EVEREST RE GROUP LTD COM G3223R108 7,235 84,442 SH SOLE 84,442 EXCO RESOURCES INC COM 269279402 1,062 50,000 SH SOLE 50,000 EXELON CORP COM 30161N101 4,947 101,225 SH SOLE 101,225 EXPEDIA INC DEL COM 30212P105 7,676 298,500 SH SOLE 298,500 EXPEDITORS INTL WASH INC COM 302130109 10,443 300,600 SH SOLE 300,600 EXPRESS SCRIPTS INC COM 302182100 48,559 561,700 SH SOLE 561,700 EXXON MOBIL CORP COM 30231G102 362,744 5,319,613 SH SOLE 5,319,613 F M C CORP COM 302491303 2,844 51,000 SH SOLE 51,000 FEDERATED INVS INC PA CL B 314211103 3,448 125,400 SH SOLE 125,400 FEDEX CORP COM 31428X106 7,986 95,704 SH SOLE 95,704 FIDELITY NATL INFORMATION SV COM 31620M106 10,928 466,217 SH SOLE 466,217 FIFTH THIRD BANCORP COM 316773100 17,360 1,780,500 SH SOLE 1,780,500 FIRST AMERN CORP CALIF COM 318522307 7,051 212,950 SH SOLE 212,950 FIRST NIAGARA FINL GP INC COM 33582V108 2,782 200,000 SH SOLE 200,000 FIRST SOLAR INC COM 336433107 9,356 69,100 SH SOLE 69,100 FIRSTENERGY CORP COM 337932107 5,918 127,404 SH SOLE 127,404 FIRSTMERIT CORP COM 337915102 6,090 302,361 SH SOLE 302,361 FISERV INC COM 337738108 10,603 218,725 SH SOLE 218,725 FLOWSERVE CORP COM 34354P105 18,436 195,025 SH SOLE 195,025 FLUOR CORP NEW COM 343412102 11,570 256,903 SH SOLE 256,903 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 8,642 180,500 SH SOLE 180,500 FORD MTR CO DEL COM 345370860 22,868 2,286,715 SH SOLE 2,286,715 FORD MTR CO DEL CNV NOTE 345370CN8 31,344 25,000,000 RIN SOLE 25,000,000 FOREST LABS INC COM 345838106 5,414 168,600 SH SOLE 168,600 FPL GROUP INC COM 302571104 10,453 197,900 SH SOLE 197,900 FRANKLIN ELEC INC COM 353514102 7,994 275,191 SH SOLE 275,191 FRANKLIN RES INC COM 354613101 27,618 262,157 SH SOLE 262,157 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 2,880 25,000 SH SOLE 25,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 33,136 412,700 SH SOLE 412,700 FULLER H B CO. COM 359694106 4,550 200,000 SH SOLE 200,000 GAMESTOP CORP NEW CL A 36467W109 95,449 4,350,432 SH SOLE 4,350,432 GANNETT INC COM 364730101 4,945 333,000 SH SOLE 333,000 GENERAL DYNAMICS CORP COM 369550108 138,168 2,026,816 SH SOLE 2,026,816 GENERAL ELECTRIC CO COM 369604103 213,634 14,119,861 SH SOLE 14,119,861 GENERAL MLS INC COM 370334104 3,264 46,100 SH SOLE 46,100 GENOPTIX INC COM 37243V100 7,067 198,903 SH SOLE 198,903 GENTEX CORP COM 371901109 31,205 1,748,145 SH SOLE 1,748,145 GENUINE PARTS CO COM 372460105 8,686 228,829 SH SOLE 228,829 GENWORTH FINL INC COM CL A 37247D106 7,745 682,353 SH SOLE 682,353 GENZYME CORP COM 372917104 91,756 1,872,184 SH SOLE 1,872,184 GEORGIA GULF CORP COM 373200302 4,374 251,646 SH SOLE 251,646 GILEAD SCIENCES INC COM 375558103 129,142 2,983,931 SH SOLE 2,983,931 GLOBE SPECIALTY METALS INC COM 37954N206 10,721 1,140,500 SH SOLE 1,140,500 GOLDMAN SACHS GROUP INC COM 38141G104 136,963 811,200 SH SOLE 811,200 GOODRICH CORP COM 382388106 1,403 21,841 SH SOLE 21,841 GOODYEAR TIRE & RUBR CO COM 382550101 5,829 413,400 SH SOLE 413,400 GOOGLE INC CL A 38259P508 237,918 383,750 SH SOLE 383,750 GRACE W R & CO DEL NEW COM 38388F108 92,815 3,661,356 SH SOLE 3,661,356 GRAND CANYON ED INC COM 38526M106 3,517 185,000 SH SOLE 185,000 GREAT ATLANTIC & PAC TEA CO COM 390064103 220 18,619 SH SOLE 18,619 GREAT PLAINS ENERGY INC UNIT 391164803 3,960 60,000 SH SOLE 60,000 GT SOLAR INTL INC COM 3623E0209 28,487 5,123,563 SH SOLE 5,123,563 HALLIBURTON CO COM 406216101 41,090 1,365,572 SH SOLE 1,365,572 HANOVER INS GROUP INC COM 410867105 10,769 242,385 SH SOLE 242,385 HANSEN MEDICAL INC COM 411307101 606 200,000 SH SOLE 200,000 HARLEY DAVIDSON INC COM 412822108 8,313 329,900 SH SOLE 329,900 HARMAN INTL INDS INC COM 413086109 3,464 98,200 SH SOLE 98,200 HARRIS & HARRIS GROUP INC COM 413833104 597 130,626 SH SOLE 130,626 HARTFORD FINL SVCS GRP INC COM 416515104 12,667 544,594 SH SOLE 544,594 HASBRO INC COM 418056107 5,718 178,372 SH SOLE 178,372 HAWAIIAN ELEC INDUSTRIES COM 419870100 40,981 1,960,800 SH SOLE 1,960,800 HCC INS HLDGS INC COM 404132102 3,827 136,841 SH SOLE 136,841 HCP INC COM 40414L109 12,685 415,343 SH SOLE 415,343 HEALTH CARE REIT INC COM 42217K106 7,539 170,106 SH SOLE 170,106 HEALTH MGMT ASSOCIATES INC NEW CL A 421933102 19,624 2,699,300 SH SOLE 2,699,300 HEARTWARE INTL INC COM 422368100 17,401 490,577 SH SOLE 490,577 HEINZ H J CO COM 423074103 12,196 285,214 SH SOLE 285,214 HERBALIFE LTD COM USD SHS G4412G101 5,026 123,895 SH SOLE 123,895 HESS CORP COM 42809H107 21,000 347,100 SH SOLE 347,100 HEWLETT PACKARD CO COM 428236103 194,339 3,772,836 SH SOLE 3,772,836 HHGREGG INC COM 42833L108 25,885 1,175,000 SH SOLE 1,175,000 HOME DEPOT INC COM 437076102 70,202 2,426,603 SH SOLE 2,426,603 HONDA MOTOR LTD AMERN SHS 438128308 11,890 350,740 SH SOLE 350,740 HONEYWELL INTL INC COM 438516106 34,950 891,583 SH SOLE 891,583 HOST HOTELS & RESORTS INC COM 44107P104 10,208 874,733 SH SOLE 874,733 HUBBELL INC CL A 443510102 26,369 582,090 SH SOLE 582,090 HUDSON CITY BANCORP COM 443683107 3,722 271,050 SH SOLE 271,050 HUMAN GENOME SCIENCES INC COM 444903108 38,250 1,250,000 SH SOLE 1,250,000 HUMANA INC COM 444859102 10,665 243,004 SH SOLE 243,004 HUNTINGTON BANCSHARES INC COM 446150104 4,358 1,194,100 SH SOLE 1,194,100 ICON PUB LTD CO SPONSORED ADR 45103T107 8,928 410,883 SH SOLE 410,883 IDENIX PHARMACEUTICALS INC COM 45166R204 3,474 1,615,835 SH SOLE 1,615,835 IGO INC COM 449593102 9,040 7,349,500 SH SOLE 7,349,500 ILLINOIS TOOL WKS INC COM 452308109 25,287 526,924 SH SOLE 526,924 IMS HEALTH INC COM 449934108 9,707 460,905 SH SOLE 460,905 INCYTE CORP COM 45337C102 8,655 950,000 SH SOLE 950,000 INFORMATICA CORP COM 45666Q102 5,373 207,600 SH SOLE 207,600 INGERSOLL-RAND PLC SHS G47791101 231,192 6,468,708 SH SOLE 6,468,708 INTEGRAL SYS INC MD COM 45810H107 5,546 640,454 SH SOLE 640,454 INTEL CORP COM 458140100 166,368 8,155,328 SH SOLE 8,155,328 INTERCONTINENTALEXCHANGE INC COM 45865V100 11,657 103,800 SH SOLE 103,800 INTERFACE INC CL A 458665106 7,876 947,789 SH SOLE 947,789 INTERNATIONAL BUSINESS MACHS COM 459200101 243,517 1,860,332 SH SOLE 1,860,332 INTERNATIONAL GAME TECHNOLOG COM 459902102 7,881 419,900 SH SOLE 419,900 INTERPUBLIC GROUP COS INC COM 460690100 4,823 653,500 SH SOLE 653,500 INTL PAPER CO COM 460146103 3,506 130,908 SH SOLE 130,908 INTUIT COM 461202103 8,036 261,500 SH SOLE 261,500 INTUITIVE SURGICAL INC COM 46120E602 16,422 54,140 SH SOLE 54,140 INVERNESS MED INNOVATIONS IN COM 46126P106 79,907 1,925,000 SH SOLE 1,925,000 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 19,643 73,149 SH SOLE 73,149 INVESCO LTD SHS G491BT108 13,673 582,100 SH SOLE 582,100 IRON MTN INC COM 462846106 4,097 180,000 SH SOLE 180,000 ITT CORP NEW COM 450911102 5,155 103,641 SH SOLE 103,641 JABIL CIRCUIT INC COM 466313103 4,546 261,700 SH SOLE 261,700 JACOBS ENGR GROUP INC DEL COM 469814107 6,312 167,827 SH SOLE 167,827 JANUS CAP GROUP INC COM 47102X105 4,642 345,109 SH SOLE 345,109 JANUS CAP GROUP INC CNV NOTE 47102XAG0 1,808 1,500,000 RIN SOLE 1,500,000 JARDEN CORP COM 471109108 3,097 100,200 SH SOLE 100,200 JDS UNIPHASE CORP COM 46612J507 2,539 307,800 SH SOLE 307,800 JOHNSON & JOHNSON COM 478160104 240,639 3,736,054 SH SOLE 3,736,054 JPMORGAN CHASE & CO COM 46625H100 242,420 5,817,607 SH SOLE 5,817,607 JUNIPER NETWORKS INC COM 48203R104 16,490 618,300 SH SOLE 618,300 K V PHARMACEUTICAL CO CL A 482740206 1,353 368,800 SH SOLE 368,800 KELLOGG CO COM 487836108 750 14,100 SH SOLE 14,100 KEYCORP NEW COM 493267108 3,913 705,042 SH SOLE 705,042 KIMBERLY CLARK CORP COM 494368103 102,773 1,613,133 SH SOLE 1,613,133 KIMCO REALTY CORP COM 49446R109 7,682 567,763 SH SOLE 567,763 KING PHARMACEUTICALS INC COM 495582108 21,854 1,781,100 SH SOLE 1,781,100 KINROSS GOLD CORP COM 496902404 5,900 318,800 SH SOLE 318,800 KLA-TENCOR CORP COM 482480100 9,079 251,100 SH SOLE 251,100 KRAFT FOODS INC-CLASS A CL A 50075N104 72,856 2,680,506 SH SOLE 2,680,506 KROGER CO COM 501044101 7,662 373,200 SH SOLE 373,200 L-3 COMMUNICATIONS HLDGS INC COM 502424104 16,380 188,392 SH SOLE 188,392 LAUDER ESTTEE COS INC CL A 518439104 1,209 25,000 SH SOLE 25,000 LAZARD LTD SHS A G54050102 3,797 100,000 SH SOLE 100,000 LEGG MASON INC COM 524901105 3,435 113,900 SH SOLE 113,900 LEGGETT & PLATT INC COM 524660107 1,496 73,312 SH SOLE 73,312 LENNAR CORP CL A 526057104 2,803 219,517 SH SOLE 219,517 LENNOX INTL INC COM 526107107 45,707 1,170,782 SH SOLE 1,170,782 LEUCADIA NATL CORP COM 527288104 6,409 269,400 SH SOLE 269,400 LEXMARK INTL NEW CL A 529771107 2,876 110,700 SH SOLE 110,700 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 9,254 387,500 SH SOLE 387,500 LIFE TECHNOLOGIES CORP COM 53217V109 25,217 482,799 SH SOLE 482,799 LIMITED BRANDS INC COM 532716107 141,299 7,344,039 SH SOLE 7,344,039 LINCARE HLDGS INC COM 532791100 10,765 290,000 SH SOLE 290,000 LINCOLN EDL SVCS CORP COM 533535100 5,981 276,100 SH SOLE 276,100 LINCOLN NATL CORP IND COM 534187109 15,829 636,226 SH SOLE 636,226 LINEAR TECHNOLOGY CORP COM 535678106 9,626 315,000 SH SOLE 315,000 LITHIA MTRS INC CL A 536797103 6,982 849,400 SH SOLE 849,400 LIZ CLAIBORNE INC COM 539320101 2,815 500,000 SH SOLE 500,000 LOCKHEED MARTIN CORP COM 539830109 44,766 594,108 SH SOLE 594,108 LOEWS CORP COM 540424108 16,716 459,886 SH SOLE 459,886 LORILLARD INC COM 544147101 28,821 359,231 SH SOLE 359,231 LOWES COS INC COM 548661107 49,198 2,103,362 SH SOLE 2,103,362 LSI CORPORATION COM 502161102 5,601 932,000 SH SOLE 932,000 M & T BK CORP COM 55261F104 4,074 60,900 SH SOLE 60,900 MACYS INC COM 55616P104 5,007 298,736 SH SOLE 298,736 MAGNA INTL INC CL A 559222401 36,437 716,100 SH SOLE 716,100 MARATHON OIL CORP COM 565849106 23,913 765,944 SH SOLE 765,944 MARRIOTT INTL INC NEW CL A 571903202 9,742 357,505 SH SOLE 357,505 MARSH & MCLENNAN COS INC COM 571748102 5,493 248,767 SH SOLE 248,767 MARSHALL & ILSLEY CORP NEW COM 571837103 2,848 522,500 SH SOLE 522,500 MARTIN MARIETTA MATLS INC COM 573284106 21,280 238,010 SH SOLE 238,010 MARVEL ENTERTAINMENT INC COM 57383T103 39,403 728,600 SH SOLE 728,600 MASCO CORP COM 574599106 5,647 408,900 SH SOLE 408,900 MASIMO CORP COM 574795100 3,042 100,000 SH SOLE 100,000 MASSEY ENERGY CO COM 576206106 4,932 117,400 SH SOLE 117,400 MASTERCARD INC CL A 57636Q104 38,910 152,005 SH SOLE 152,005 MATTEL INC COM 577081102 10,195 510,242 SH SOLE 510,242 MAX CAPITAL GROUP LTD SHS G6052F103 7,100 318,381 SH SOLE 318,381 MCAFEE INC COM 579064106 31,329 772,200 SH SOLE 772,200 MCDONALDS CORP COM 580135101 97,124 1,555,483 SH SOLE 1,555,483 MCGRAW HILL COS INC COM 580645109 14,955 446,300 SH SOLE 446,300 MCKESSON CORP COM 58155Q103 35,493 567,872 SH SOLE 567,872 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 1,297 19,032 SH SOLE 19,032 MEAD JOHNSON NUTRITION CO COM 582839106 17,233 394,347 SH SOLE 394,347 MEADWESTVACO CORP COM 583334107 6,745 235,600 SH SOLE 235,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 55,243 864,394 SH SOLE 864,394 MEDTRONIC INC COM 585055106 40,316 916,700 SH SOLE 916,700 MEMC ELECTR MATLS INC COM 552715104 4,316 316,900 SH SOLE 316,900 MERCK & CO INC NEW COM 58933Y105 180,642 4,943,679 SH SOLE 4,943,679 MEREDITH CORP COM 589433101 3,097 100,400 SH SOLE 100,400 METHANEX CORP COM 59151K108 6,951 354,374 SH SOLE 354,374 METLIFE INC COM 59156R108 31,842 900,762 SH SOLE 900,762 METROPCS COMMUNICATIONS INC COM 591708102 2,720 356,450 SH SOLE 356,450 METTLER TOLEDO INTERNATIONAL COM 592688105 10,499 100,000 SH SOLE 100,000 MICROCHIP TECHNOLOGY INC COM 595017104 7,536 259,400 SH SOLE 259,400 MICRON TECHNOLOGY INC COM 595112103 13,818 1,308,600 SH SOLE 1,308,600 MICRON TECHNOLOGY INC CNV NOTE 595112AJ2 2,194 1,000,000 RIN SOLE 1,000,000 MICROSEMI CORP COM 595137100 25,969 1,462,200 SH SOLE 1,462,200 MICROSOFT CORP COM 594918104 330,133 10,830,800 SH SOLE 10,830,800 MOLEX INC COM 608554101 4,151 192,613 SH SOLE 192,613 MONSANTO CO NEW COM 61166W101 128,514 1,572,036 SH SOLE 1,572,036 MONSTER WORLDWIDE INC COM 611742107 1,357 78,000 SH SOLE 78,000 MOODYS CORP COM 615369105 7,577 282,700 SH SOLE 282,700 MOOG INC CL A 615394202 917 31,361 SH SOLE 31,361 MORGAN STANLEY COM NEW 617446448 47,802 1,614,916 SH SOLE 1,614,916 MOTOROLA INC COM 620076109 25,577 3,295,949 SH SOLE 3,295,949 MUELLER WTR PRODS INC COM SER A 624758108 3,697 710,988 SH SOLE 710,988 MYLAN INC COM 628530107 311 16,900 SH SOLE 16,900 MYLAN INC PFD CONV 628530206 43,181 37,459 SH SOLE 37,459 MYRIAD GENETICS INC COM 62855J104 28,058 1,075,000 SH SOLE 1,075,000 NABORS INDUSTRIES LTD SHS G6359F103 7,364 336,400 SH SOLE 336,400 NASDAQ OMX GROUP INC COM 631103108 5,211 262,900 SH SOLE 262,900 NATIONAL OILWELL VARCO INC COM 637071101 18,635 422,663 SH SOLE 422,663 NATIONAL SEMICONDUCTOR CORP COM 637640103 5,098 331,900 SH SOLE 331,900 NAVISTAR INTL CORP NEW COM 63934E108 4,545 117,600 SH SOLE 117,600 NETAPP INC COM 64110D104 13,532 393,800 SH SOLE 393,800 NEW YORK TIMES CO CL A 650111107 2,055 166,300 SH SOLE 166,300 NEWELL RUBBERMAID INC COM 651229106 9,586 638,617 SH SOLE 638,617 NEWFIELD EXPL CO COM 651290108 11,223 232,700 SH SOLE 232,700 NEWMONT MINING CORP COM 651639106 33,089 699,400 SH SOLE 699,400 NEWS CORP CL A 65248E104 58,554 4,277,137 SH SOLE 4,277,137 NIKE INC CL B 654106103 31,694 479,697 SH SOLE 479,697 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 80,065 1,967,200 SH SOLE 1,967,200 NOBLE ENERGY INC COM 655044105 43,480 610,500 SH SOLE 610,500 NORDSTROM INC COM 655664100 8,797 234,100 SH SOLE 234,100 NORFOLK SOUTHERN CORP COM 655844108 27,615 526,806 SH SOLE 526,806 NORTHEAST UTILS COM 664397106 6,226 241,400 SH SOLE 241,400 NORTHERN TR CORP COM 665859104 10,590 202,100 SH SOLE 202,100 NOVELL INC COM 670006105 2,040 491,500 SH SOLE 491,500 NOVELLUS SYS INC COM 670008101 3,228 138,300 SH SOLE 138,300 NUANCE COMMUNICATIONS INC COM 67020Y100 41,351 2,662,600 SH SOLE 2,662,600 NUCOR CORP COM 670346105 20,937 448,817 SH SOLE 448,817 NV ENERGY INC COM 67073Y106 31,647 2,556,300 SH SOLE 2,556,300 NYSE EURONEXT COM 629491101 8,182 323,400 SH SOLE 323,400 O REILLY AUTOMOTIVE INC COM 686091109 7,471 195,995 SH SOLE 195,995 OCCIDENTAL PETE CORP DEL COM 674599105 97,384 1,197,100 SH SOLE 1,197,100 OCEANEERING INTL INC COM 675232102 866 14,800 SH SOLE 14,800 ODYSSEY HEALTHCARE INC COM 67611V101 16,856 1,081,900 SH SOLE 1,081,900 OFFICE DEPOT INC COM 676220106 2,511 389,375 SH SOLE 389,375 OFFICEMAX INC DEL COM 67622P101 8,249 650,000 SH SOLE 650,000 ON SEMICONDUCTOR CORP COM 682189105 3,837 435,000 SH SOLE 435,000 ORACLE CORP COM 68389X105 131,864 5,374,789 SH SOLE 5,374,789 OREXIGEN THERAPEUTICS INC COM 686164104 6,241 838,901 SH SOLE 838,901 OSHKOSH CORP COM 688239201 8,250 222,800 SH SOLE 222,800 OWENS CORNING NEW COM 690742101 13,964 544,618 SH SOLE 544,618 OWENS ILL INC COM 690768403 7,879 239,700 SH SOLE 239,700 PACCAR INC COM 693718108 18,897 521,022 SH SOLE 521,022 PACIFIC SUNWEAR CALIF INC COM 694873100 39,601 9,950,053 SH SOLE 9,950,053 PACTIV CORP COM 695257105 236,373 9,791,790 SH SOLE 9,791,790 PALL CORP COM 696429307 2,429 67,091 SH SOLE 67,091 PAREXEL INTL CORP COM 699462107 14,389 1,020,500 SH SOLE 1,020,500 PATRIOT COAL CORP COM 70336T104 1,313 84,900 SH SOLE 84,900 PAYCHEX INC COM 704326107 13,951 455,346 SH SOLE 455,346 PEABODY ENERGY CORP COM 704549104 7,961 176,100 SH SOLE 176,100 PENTAIR INC COM 709631105 1,457 45,117 SH SOLE 45,117 PEOPLES UNITED FINANCIAL INC COM 712704105 6,181 370,131 SH SOLE 370,131 PEPCO HOLDINGS INC COM 713291102 13,148 780,306 SH SOLE 780,306 PEPSI BOTTLING GROUP INC COM 713409100 143,786 3,834,269 SH SOLE 3,834,269 PEPSIAMERICAS INC COM 71343P200 10,934 373,685 SH SOLE 373,685 PEPSICO INC COM 713448108 199,260 3,277,298 SH SOLE 3,277,298 PERKINELMER INC COM 714046109 3,428 166,495 SH SOLE 166,495 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 100,870 2,379,580 SH SOLE 2,379,580 PETSMART INC COM 716768106 6,005 225,000 SH SOLE 225,000 PFIZER INC COM 717081103 209,200 11,500,827 SH SOLE 11,500,827 PFIZER INC COM 717081103 1,792 98,500 SH PUT SOLE 98,500 PG&E CORP COM 69331C108 23,843 534,000 SH SOLE 534,000 PGT INC COM 69336V101 6,155 2,931,053 SH SOLE 2,931,053 PHARMASSET INC COM 71715N106 15,761 761,400 SH SOLE 761,400 PHILIP MORRIS INTL INC COM 718172109 157,128 3,260,600 SH SOLE 3,260,600 PIER 1 IMPORTS INC COM 720279108 2,545 500,000 SH SOLE 500,000 PINNACLE WEST CAP CORP COM 723484101 69,911 1,911,187 SH SOLE 1,911,187 PIONEER NAT RES CO COM 723787107 13,199 274,000 SH SOLE 274,000 PITNEY BOWES INC COM 724479100 6,680 293,496 SH SOLE 293,496 PLAINS EXPL & PRODTN CO COM 726505100 5,532 200,000 SH SOLE 200,000 PLATINUM UNDERWRITERS HLDGS L COM G7127P100 13,380 349,451 SH SOLE 349,451 PLUM CREEK TIMBER CO INC COM 729251108 8,712 230,732 SH SOLE 230,732 PMC-SIERRA INC COM 69344F106 28,425 3,282,300 SH SOLE 3,282,300 PNC FINL SVCS GROUP INC COM 693475105 34,939 661,848 SH SOLE 661,848 PNM RES INC COM 69349H107 3,795 300,000 SH SOLE 300,000 POLO RALPH LAUREN CORP COM 731572103 6,679 82,483 SH SOLE 82,483 PPL CORP COM 69351T106 17,357 537,200 SH SOLE 537,200 PRAXAIR INC COM 74005P104 35,128 437,400 SH SOLE 437,400 PRECISION CASTPARTS CORP COM 740189105 1,553 14,077 SH SOLE 14,077 PRICE T ROWE GROUP INC COM 74144T108 11,427 214,600 SH SOLE 214,600 PRICELINE COM INC COM NEW 741503403 13,192 60,400 SH SOLE 60,400 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5,966 248,151 SH SOLE 248,151 PROCTER & GAMBLE CO COM 742718109 227,568 3,753,389 SH SOLE 3,753,389 PROGRESS ENERGY INC COM 743263105 16,219 395,500 SH SOLE 395,500 PROLOGIS COM 743410102 9,149 668,298 SH SOLE 668,298 PROTECTIVE LIFE CORP COM 743674103 9,622 581,371 SH SOLE 581,371 PRUDENTIAL FINL INC COM 744320102 40,880 821,544 SH SOLE 821,544 PSYCHIATRIC SOLUTIONS INC COM 74439H108 13,306 629,400 SH SOLE 629,400 PUBLIC STORAGE COM 74460D109 15,654 192,192 SH SOLE 192,192 PUBLIC SVC ENTERPRISE GROUP COM 744573106 47,315 1,423,000 SH SOLE 1,423,000 PULTE HOMES INC COM 745867101 4,479 447,873 SH SOLE 447,873 QIAGEN N V ORD N72482107 26,114 1,170,000 SH SOLE 1,170,000 QUALCOMM INC COM 747525103 132,621 2,866,850 SH SOLE 2,866,850 QUANEX BUILDING PRODUCTS COR COM 747619104 33,543 1,976,589 SH SOLE 1,976,589 QUANTA SVCS INC COM 74762E102 6,183 296,700 SH SOLE 296,700 QUESTAR CORP COM 748356102 11,472 275,975 SH SOLE 275,975 QWEST COMMUNICATIONS INTL IN COM 749121109 39,936 9,485,970 SH SOLE 9,485,970 RALCORP HLDGS INC NEW COM 751028101 26,560 444,821 SH SOLE 444,821 RAMBUS INC DEL COM 750917106 9,418 386,000 SH SOLE 386,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 6,226 1,176,955 SH SOLE 1,176,955 REINSURANCE GROUP AMER INC COM 759351604 2,699 56,639 SH SOLE 56,639 RELIANCE STEEL & ALUMINUM CO COM 759509102 8,207 189,900 SH SOLE 189,900 REPUBLIC SVCS INC COM 760759100 14,691 518,950 SH SOLE 518,950 REYNOLDS AMERICAN INC COM 761713106 5,557 104,900 SH SOLE 104,900 RIGEL PHARMACEUTICALS INC COM 766559603 4,536 476,971 SH SOLE 476,971 ROBERT HALF INTL INC COM 770323103 5,749 215,100 SH SOLE 215,100 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 47,614 819,102 SH SOLE 819,102 RUE21 INC COM 781295100 47,106 1,676,978 SH SOLE 1,676,978 RYANAIR HLDGS PLC SPONSORED ADR 783513104 536 20,000 SH SOLE 20,000 RYDER SYS INC COM 783549108 3,265 79,300 SH SOLE 79,300 SAFEWAY INC COM 786514208 11,704 549,740 SH SOLE 549,740 SALESFORCE COM INC COM 79466L302 8,388 113,702 SH SOLE 113,702 SANDERSON FARMS INC COM 800013104 24,899 590,574 SH SOLE 590,574 SANOFI AVENTIS SPONSORED ADR 80105N105 39,270 1,000,000 SH SOLE 1,000,000 SARA LEE CORP COM 803111103 8,364 686,682 SH SOLE 686,682 SCANA CORP NEW COM 80589M102 6,391 169,600 SH SOLE 169,600 SCHLUMBERGER LTD COM 806857108 132,633 2,037,684 SH SOLE 2,037,684 SCHWAB CHARLES CORP NEW COM 808513105 28,214 1,499,175 SH SOLE 1,499,175 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5,283 127,300 SH SOLE 127,300 SEABRIGHT INSURANCE HLDGS IN COM 811656107 4,328 376,669 SH SOLE 376,669 SEARS HLDGS CORP COM 812350106 5,633 67,501 SH SOLE 67,501 SELECT COMFORT CORP COM 81616X103 44,760 6,865,000 SH SOLE 6,865,000 SELECT MED HLDGS CORP COM 81619Q105 14,418 1,357,600 SH SOLE 1,357,600 SELECTIVE INS GROUP INC COM 816300107 643 39,100 SH SOLE 39,100 SEMPRA ENERGY COM 816851109 98,844 1,765,704 SH SOLE 1,765,704 SHERWIN WILLIAMS CO COM 824348106 8,613 139,700 SH SOLE 139,700 SILGAN HOLDINGS INC COM 827048109 11,576 200,000 SH SOLE 200,000 SIMON PPTY GROUP INC NEW COM 828806109 32,579 408,263 SH SOLE 408,263 SLM CORP COM 78442P106 1,868 165,800 SH SOLE 165,800 SMART BALANCE INC COM 83169Y108 44,060 7,343,302 SH SOLE 7,343,302 SMITH INTL INC COM 832110100 8,602 316,600 SH SOLE 316,600 SNAP ON INC COM 833034101 3,251 76,922 SH SOLE 76,922 SOLARWINDS INC COM 83416B109 9,593 416,900 SH SOLE 416,900 SOLUTIA INC COM 834376501 14,272 1,123,795 SH SOLE 1,123,795 SOUTHWEST AIRLS CO COM 844741108 12,010 1,050,780 SH SOLE 1,050,780 SOUTHWESTERN ENERGY CO COM 845467109 27,792 576,600 SH SOLE 576,600 SPECTRA ENERGY CORP COM 847560109 18,728 913,100 SH SOLE 913,100 SPRINT NEXTEL CORP COM 852061100 14,819 4,049,000 SH SOLE 4,049,000 ST JUDE MED INC COM 790849103 81,100 2,205,000 SH SOLE 2,205,000 STANLEY WKS COM 854616109 5,836 113,300 SH SOLE 113,300 STAPLES INC COM 855030102 15,483 629,656 SH SOLE 629,656 STARBUCKS CORP COM 855244109 24,244 1,051,348 SH SOLE 1,051,348 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 9,684 264,800 SH SOLE 264,800 STATE AUTO FINL CORP COM 855707105 1,341 72,500 SH SOLE 72,500 STATE STR CORP COM 857477103 43,474 998,500 SH SOLE 998,500 STEEL DYNAMICS INC COM 858119100 20,520 1,158,000 SH SOLE 1,158,000 STEIN MART INC COM 858375108 6,031 565,800 SH SOLE 565,800 STRYKER CORP COM 863667101 36,692 728,450 SH SOLE 728,450 SUCCESSFACTORS INC COM 864596101 3,036 183,100 SH SOLE 183,100 SUN MICROSYSTEMS INC COM 866810203 10,192 1,087,700 SH SOLE 1,087,700 SUN MICROSYSTEMS INC COM 866810203 937 100,000 SH PUT SOLE 100,000 SUNOCO INC COM 86764P109 2,349 90,000 SH SOLE 90,000 SUNTRUST BKS INC COM 867914103 13,229 652,018 SH SOLE 652,018 SUPERVALU INC COM 868536103 3,819 300,444 SH SOLE 300,444 SYMANTEC CORP COM 871503108 13,345 745,959 SH SOLE 745,959 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 37,861 2,394,755 SH SOLE 2,394,755 SYSCO CORP COM 871829107 23,190 830,007 SH SOLE 830,007 TARGET CORP COM 87612E106 52,090 1,076,902 SH SOLE 1,076,902 TCF FINL CORP COM 872275102 3,405 250,000 SH SOLE 250,000 TECK RESOURCES LTD CL B 878742204 12,240 350,000 SH SOLE 350,000 TECO ENERGY INC COM 872375100 5,004 308,538 SH SOLE 308,538 TELEFLEX INC COM 879369106 42,423 787,207 SH SOLE 787,207 TELLABS INC COM 879664100 365 64,200 SH SOLE 64,200 TENET HEALTHCARE CORP COM 88033G100 14,773 2,740,887 SH SOLE 2,740,887 TENNECO INC COM 880349105 8,526 480,867 SH SOLE 480,867 TERADYNE INC COM 880770102 2,678 249,600 SH SOLE 249,600 TESSERA TECHNOLOGIES INC COM 88164L100 37,588 1,615,300 SH SOLE 1,615,300 TEXAS INSTRS INC COM 882508104 50,921 1,954,000 SH SOLE 1,954,000 TEXTRON INC COM 883203101 282 15,000 SH SOLE 15,000 TEXTRON INC CNV NOTE 883203BN0 4,814 3,000,000 RIN SOLE 3,000,000 THERMO FISHER SCIENTIFIC INC COM 883556102 27,879 584,582 SH SOLE 584,582 THOMPSON CREEK METALS CO INC COM 884768102 2,356 200,000 SH SOLE 200,000 TIFFANY & CO NEW COM 886547108 7,649 177,894 SH SOLE 177,894 TIME WARNER CABLE INC COM 88732J207 30,831 744,895 SH SOLE 744,895 TIME WARNER INC COM 887317303 53,920 1,850,368 SH SOLE 1,850,368 TITANIUM METALS CORP COM 888339207 1,516 121,050 SH SOLE 121,050 TIVO INC COM 888706108 12,183 1,196,800 SH SOLE 1,196,800 TJX COS INC NEW COM 872540109 15,706 429,700 SH SOLE 429,700 TOTAL SYS SVCS INC COM 891906109 4,825 279,400 SH SOLE 279,400 TRANSDIGM GROUP INC COM 893641100 983 20,700 SH SOLE 20,700 TRANSOCEAN LTD REG SHS H8817H100 92,908 1,122,078 SH SOLE 1,122,078 TRAVELERS COMPANIES INC COM 89417E109 63,973 1,283,046 SH SOLE 1,283,046 TRIAN ACQUISITION I CORP UNIT 89582E207 9,850 1,000,000 SH SOLE 1,000,000 TRIDENT MICROSYSTEMS INC COM 895919108 1,298 697,800 SH SOLE 697,800 TRINA SOLAR LIMITED SPON ADR 89628E104 39,684 735,300 SH SOLE 735,300 TW TELECOM INC COM 87311L104 849 49,523 SH SOLE 49,523 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 89,793 3,657,554 SH SOLE 3,657,554 TYCO INTERNATIONAL LTD SHS H89128104 44,044 1,234,423 SH SOLE 1,234,423 TYSON FOODS INC CL A 902494103 45,761 3,729,500 SH SOLE 3,729,500 ULTRA PETROLEUM CORP COM 903914109 10,471 210,000 SH SOLE 210,000 UNILEVER N V NY SHS NEW 904784709 7,297 225,700 SH SOLE 225,700 UNION PAC CORP COM 907818108 45,980 719,566 SH SOLE 719,566 UNISOURCE ENERGY CORP COM 909205106 23,438 728,100 SH SOLE 728,100 UNITED PARCEL SERVICE INC CL B 911312106 64,140 1,118,000 SH SOLE 1,118,000 UNITED RENTALS INC COM 911363109 2,042 208,200 SH SOLE 208,200 UNITED RENTALS INC CNV NOTE 911363AL3 3,315 3,000,000 RIN SOLE 3,000,000 UNITED STATES STL CORP NEW COM 912909108 11,465 208,000 SH SOLE 208,000 UNITED TECHNOLOGIES CORP COM 913017109 160,727 2,315,617 SH SOLE 2,315,617 UNITEDHEALTH GROUP INC COM 91324P102 73,451 2,409,803 SH SOLE 2,409,803 UNUM GROUP COM 91529Y106 14,592 747,539 SH SOLE 747,539 US BANCORP DEL COM 902973304 59,693 2,651,861 SH SOLE 2,651,861 V F CORP COM 918204108 9,323 127,300 SH SOLE 127,300 VALERO ENERGY CORP NEW COM 91913Y100 12,970 774,300 SH SOLE 774,300 VARIAN MED SYS INC COM 92220P105 5,702 121,700 SH SOLE 121,700 VENTAS INC COM 92276F100 9,408 215,100 SH SOLE 215,100 VERIGY LTD SHS Y93691106 1,376 107,000 SH SOLE 107,000 VERISIGN INC COM 92343E102 6,630 273,500 SH SOLE 273,500 VERISK ANALYTICS INC CL A 92345Y106 3,179 105,000 SH SOLE 105,000 VERIZON COMMUNICATIONS INC COM 92343V104 134,367 4,055,753 SH SOLE 4,055,753 VERTEX PHARMACEUTICALS INC COM 92532F100 81,415 1,900,000 SH SOLE 1,900,000 VIACOM INC NEW CL B 92553P201 37,112 1,248,301 SH SOLE 1,248,301 VISA INC COM CL A 92826C839 51,768 591,900 SH SOLE 591,900 VITAMIN SHOPPE INC COM 92849E101 30,024 1,350,000 SH SOLE 1,350,000 VOLCANO CORPORATION COM 928645100 17,417 1,002,174 SH SOLE 1,002,174 VORNADO RLTY TRUST COM 929042109 15,531 222,059 SH SOLE 222,059 VULCAN MATLS CO COM 929160109 9,423 178,900 SH SOLE 178,900 WAL MART STORES INC COM 931142103 154,201 2,884,946 SH SOLE 2,884,946 WALGREEN CO COM 931422109 38,009 1,035,097 SH SOLE 1,035,097 WARNER CHILCOTT PLC IRELAND SHS A G94368100 37,011 1,300,000 SH SOLE 1,300,000 WARNER MUSIC GROUP CORP COM 934550104 3,128 552,700 SH SOLE 552,700 WASHINGTON POST CO CL B 939640108 8,396 19,100 SH SOLE 19,100 WATERS CORP COM 941848103 3,110 50,200 SH SOLE 50,200 WEATHERFORD INTERNATIONAL LT REG H27013103 8,779 490,200 SH SOLE 490,200 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,166 40,000 SH SOLE 40,000 WELLPOINT INC COM 94973V107 43,817 751,700 SH SOLE 751,700 WELLS FARGO & CO NEW COM 949746101 297,745 11,031,688 SH SOLE 11,031,688 WENDY'S ARBY'S GROUP INC COM 950587105 7,784 1,659,625 SH SOLE 1,659,625 WESCO INTL INC COM 95082P105 7,149 264,694 SH SOLE 264,694 WESTERN DIGITAL CORP COM 958102105 14,194 321,500 SH SOLE 321,500 WESTERN UN CO COM 959802109 18,942 1,004,893 SH SOLE 1,004,893 WEYERHAEUSER CO COM 962166104 12,921 299,512 SH SOLE 299,512 WHIRLPOOL CORP COM 963320106 8,477 105,100 SH SOLE 105,100 WHITING PETE CORP NEW COM 966387102 3,573 50,000 SH SOLE 50,000 WHOLE FOODS MKT INC COM 966837106 5,443 198,300 SH SOLE 198,300 WILLIAMS COS INC DEL COM 969457100 17,139 813,050 SH SOLE 813,050 WILLIS GROUP HOLDINGS LTD SHS G96655108 18,079 685,334 SH SOLE 685,334 WINDSTREAM CORP COM 97381W104 376 34,200 SH SOLE 34,200 WISCONSIN ENERGY CORP COM 976657106 53,143 1,066,500 SH SOLE 1,066,500 WYNDHAM WORLDWIDE CORP COM 98310W108 5,107 253,193 SH SOLE 253,193 WYNN RESORTS LTD COM 983134107 5,689 97,700 SH SOLE 97,700 XEROX CORP COM 984121103 10,488 1,239,700 SH SOLE 1,239,700 XILINX INC COM 983919101 7,824 312,200 SH SOLE 312,200 XL CAP LTD CL A G98255105 8,217 448,270 SH SOLE 448,270 XTO ENERGY INC COM 98385X106 154,529 3,321,066 SH SOLE 3,321,066 YAHOO INC COM 984332106 28,482 1,697,400 SH SOLE 1,697,400 YUM BRANDS INC COM 988498101 23,191 663,180 SH SOLE 663,180
-----END PRIVACY-ENHANCED MESSAGE-----