-----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, Pwue6ooW2260BndpWRa8RQPfsR5HLYDLTtAGA8HhwP0WhpltkXyLnkqgT31VFOfX bL1LK8CvvJnsItgfx+qoBw== 0000902664-10-003601.txt : 20101115 0000902664-10-003601.hdr.sgml : 20101115 20101115155936 ACCESSION NUMBER: 0000902664-10-003601 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 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: 101192285 BUSINESS ADDRESS: STREET 1: 200 CLARENDON STREET STREET 2: 52ND FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 6178672800 13F-HR 1 p10-1880form13fhr.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: September 30, 2010 ------------------------ 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 11/15/10 ------------------------ ------------------------------ --------- 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: 657 ------------- Form 13F Information Table Value Total: $ 23,857,293 ------------- (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 Value SHRS or SH/ PUT/ Investment Other Voting Authority Name of Issuer Title of Class Cusip (x$1000) PRN AMT PRN CALL Discretion Managers Sole Shared None - ----------------------------------------------------------------------------------------------------------------------------------- 3M CO COM 88579Y101 43,640 503,286 SH SOLE 503,286 A C MOORE ARTS & CRAFTS INC COM 00086T103 1,985 874,528 SH SOLE 874,528 A D C TELECOMMUNICATIONS COM NEW 000886309 16,912 1,334,800 SH SOLE 1,334,800 AAR CORP COM 000361105 285 15,298 SH SOLE 15,298 ABBOTT LABS COM 002824100 111,950 2,142,992 SH SOLE 2,142,992 ACE LTD SHS H0023R105 88,093 1,512,329 SH SOLE 1,512,329 ACORDA THERAPEUTICS INC COM 00484M106 72,756 2,203,382 SH SOLE 2,203,382 ACTUANT CORP CL A NEW 00508X203 2,296 100,000 SH SOLE 100,000 ADOBE SYS INC COM 00724F101 23,846 911,900 SH SOLE 911,900 ADVANCED ENERGY INDS COM 007973100 2,351 180,000 SH SOLE 180,000 AERCAP HOLDINGS NV SHS N00985106 1,030 87,101 SH SOLE 87,101 AES CORP COM 00130H105 10,638 937,270 SH SOLE 937,270 AETNA INC NEW COM 00817Y108 41,811 1,322,700 SH SOLE 1,322,700 AFLAC INC COM 001055102 56,756 1,097,578 SH SOLE 1,097,578 AGILENT TECHNOLOGIES INC COM 00846U101 53,213 1,594,635 SH SOLE 1,594,635 AIR PRODS & CHEMS INC COM 009158106 24,977 301,585 SH SOLE 301,585 AIRGAS INC COM 009363102 7,987 117,537 SH SOLE 117,537 AKAMAI TECHNOLOGIES INC COM 00971T101 12,896 257,000 SH SOLE 257,000 ALBEMARLE CORP COM 012653101 9,343 199,588 SH SOLE 199,588 ALCOA INC COM 013817101 17,633 1,456,100 SH SOLE 1,456,100 ALERE INC PERP PFD CONV SE 01449J204 16,706 75,938 SH SOLE 75,938 ALERE INC COM 01449J105 63,225 2,044,134 SH SOLE 2,044,134 ALERE INC COM 01449J105 3,093 100,000 SH CALL SOLE 100,000 ALEXION PHARMACEUTICALS INC COM 015351109 32,180 500,000 SH SOLE 500,000 ALEXZA PHARMACEUTICALS INC COM 015384100 1,351 425,900 SH SOLE 425,900 ALLEGHENY ENERGY INC COM 017361106 5,885 240,000 SH SOLE 240,000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,503 140,000 SH SOLE 140,000 ALLERGAN INC COM 018490102 28,979 435,579 SH SOLE 435,579 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 37,407 661,019 SH SOLE 661,019 ALLOS THERAPEUTICS INC COM 019777101 4,669 989,100 SH SOLE 989,100 ALLSTATE CORP COM 020002101 41,082 1,302,118 SH SOLE 1,302,118 ALPHA NATURAL RESOURCES INC COM 02076X102 1,235 30,000 SH SOLE 30,000 ALTERA CORP CMN COM 021441100 11,850 392,900 SH SOLE 392,900 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 8,105 406,891 SH SOLE 406,891 ALTRIA GROUP INC COM 02209S103 69,415 2,889,928 SH SOLE 2,889,928 AMAG PHARMACEUTICALS INC COM 00163U106 46,879 2,723,909 SH SOLE 2,723,909 AMAZON COM INC COM 023135106 76,562 487,467 SH SOLE 487,467 AMBAC FINL GROUP INC COM 023139108 1 1,220 SH SOLE 1,220 AMEREN CORP COM 023608102 41,552 1,463,100 SH SOLE 1,463,100 AMERICAN ELEC PWR INC COM 025537101 96,256 2,656,823 SH SOLE 2,656,823 AMERICAN EXPRESS CO COM 025816109 51,306 1,220,700 SH SOLE 1,220,700 AMERICAN OIL & GAS CORPORATION CMN COM 028723104 12,913 1,594,200 SH SOLE 1,594,200 AMERICAN TOWER CORP CL A 029912201 105,615 2,060,375 SH SOLE 2,060,375 AMERIPRISE FINL INC COM 03076C106 11,962 252,745 SH SOLE 252,745 AMERISOURCEBERGEN CORP COM 03073E105 7,665 250,000 SH SOLE 250,000 AMETEK INC NEW COM 031100100 2,415 50,546 SH SOLE 50,546 AMGEN INC COM 031162100 85,190 1,545,811 SH SOLE 1,545,811 AMYLIN PHARMACEUTICALS INC COM 032346108 17,723 850,000 SH SOLE 850,000 ANADARKO PETE CORP COM 032511107 76,880 1,347,584 SH SOLE 1,347,584 ANADYS PHARMACEUTICALS INC COM 03252Q408 7,578 3,266,593 SH SOLE 3,266,593 ANALOG DEVICES INC COM 032654105 13,311 424,200 SH SOLE 424,200 ANNTAYLOR STORES CORP COM 036115103 96,967 4,790,854 SH SOLE 4,790,854 AON CORP COM 037389103 38,441 979,400 SH SOLE 979,400 APACHE CORP COM 037411105 61,695 631,099 SH SOLE 631,099 APARTMENT INVT & MGMT CO CL A 03748R101 3,547 165,898 SH SOLE 165,898 APOLLO GROUP INC CL A 037604105 9,284 180,800 SH SOLE 180,800 APPLE INC COM 037833100 443,246 1,562,100 SH SOLE 1,562,100 APPLIED MATLS INC COM 038222105 16,610 1,422,100 SH SOLE 1,422,100 ARBITRON INC COM 03875Q108 4,896 175,047 SH SOLE 175,047 ARCHER DANIELS MIDLAND CO COM 039483102 84,182 2,637,292 SH SOLE 2,637,292 ARGO GROUP INTL HLDGS LTD COM G0464B107 9,193 264,633 SH SOLE 264,633 ARIAD PHARMACEUTICALS INC COM 04033A100 2,292 600,000 SH SOLE 600,000 ASML HOLDING N V NY REG SHS N07059186 14,722 495,200 SH SOLE 495,200 ASSURANT INC COM 04621X108 18,827 462,581 SH SOLE 462,581 AT&T INC COM 00206R102 381,709 13,346,458 SH SOLE 13,346,458 ATC TECHNOLOGY CORP COM 00211W104 3,231 130,600 SH SOLE 130,600 ATLAS AIR WORLDWIDE HLDGS INC COM 049164205 1,022 20,326 SH SOLE 20,326 ATMI INC CMN COM 00207R101 332 22,354 SH SOLE 22,354 AUTOMATIC DATA PROCESSING INC COM 053015103 25,722 612,000 SH SOLE 612,000 AUTOZONE INC COM 053332102 9,405 41,084 SH SOLE 41,084 AVALONBAY CMNTYS INC COM 053484101 12,595 121,182 SH SOLE 121,182 AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 3,190 1,000,000 SH SOLE 1,000,000 AVON PRODS INC COM 054303102 105,727 3,292,660 SH SOLE 3,292,660 BAKER HUGHES INC COM 057224107 5,330 125,115 SH SOLE 125,115 BALL CORP COM 058498106 91,205 1,549,784 SH SOLE 1,549,784 BANK OF AMERICA CORPORATION COM 060505104 242,883 18,536,586 SH SOLE 18,536,586 BANK OF NEW YORK MELLON CORP COM 064058100 46,272 1,770,842 SH SOLE 1,770,842 BARNES & NOBLE INC COM 067774109 204 12,600 SH SOLE 12,600 BAXTER INTL INC COM 071813109 161,384 3,382,598 SH SOLE 3,382,598 BB&T CORP COM 054937107 6,983 290,000 SH SOLE 290,000 BCE INC COM NEW 05534B760 14,625 450,000 SH SOLE 450,000 BEACON ROOFING SUPPLY INC COM 073685109 31,917 2,190,536 SH SOLE 2,190,536 BED BATH & BEYOND INC COM 075896100 46,499 1,071,152 SH SOLE 1,071,152 BELDEN INC COM 077454106 6,097 231,129 SH SOLE 231,129 BERKSHIRE HATHAWAY INC DEL CL A 084670108 244,455 1,963 SH SOLE 1,963 BERKSHIRE HATHAWAY INC DEL CL B 084670702 8,390 101,476 SH SOLE 101,476 BEST BUY INC COM 086516101 20,032 490,620 SH SOLE 490,620 BJS WHOLESALE CLUB INC COM 05548J106 28,041 675,692 SH SOLE 675,692 BLACKBOARD INC COM 091935502 29,621 821,900 SH SOLE 821,900 BLACKROCK INC COM 09247X101 2,554 15,000 SH SOLE 15,000 BLOCK H & R INC COM 093671105 4,324 333,900 SH SOLE 333,900 BOEING CO COM 097023105 70,341 1,057,120 SH SOLE 1,057,120 BOSTON PROPERTIES INC COM 101121101 16,487 198,356 SH SOLE 198,356 BP PLC SPONSORED ADR 055622104 109,772 2,666,300 SH SOLE 2,666,300 BPZ RESOURCES INC COM 055639108 192 50,000 SH SOLE 50,000 BRISTOL MYERS SQUIBB CO COM 110122108 52,560 1,938,758 SH SOLE 1,938,758 BROADCOM CORP CL A 111320107 28,323 800,300 SH SOLE 800,300 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,319 737,000 SH SOLE 737,000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 16,292 233,000 SH SOLE 233,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 14,405 550,000 SH SOLE 550,000 CABOT OIL & GAS CORP COM 127097103 602 20,000 SH SOLE 20,000 CACI INTL INC CL A 127190304 263 5,800 SH SOLE 5,800 CADENCE PHARMACEUTICALS INC COM 12738T100 1,940 232,300 SH SOLE 232,300 CADENCE PHARMACEUTICALS INC COM 12738T100 1,101 131,800 SH CALL SOLE 131,800 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 9,383 550,000 SH SOLE 550,000 CALLAWAY GOLF CO COM 131193104 431 61,500 SH SOLE 61,500 CAMERON INTERNATIONAL CORP COM 13342B105 20,183 469,800 SH SOLE 469,800 CAMPBELL SOUP CO COM 134429109 5,363 150,000 SH SOLE 150,000 CAPITAL ONE FINL CORP COM 14040H105 10,065 254,500 SH SOLE 254,500 CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 24,710 1,752,500 SH SOLE 1,752,500 CARDINAL HEALTH INC COM 14149Y108 30,349 918,548 SH SOLE 918,548 CARDIOME PHARMA CORP COM NEW 14159U202 40,836 6,700,000 SH SOLE 6,700,000 CARLISLE COS INC COM 142339100 78,175 2,610,176 SH SOLE 2,610,176 CARMAX INC COM 143130102 8,804 316,000 SH SOLE 316,000 CARNIVAL CORP PAIRED CTF 143658300 20,433 535,100 SH SOLE 535,100 CATALYST HEALTH SOLUTIONS IN COM 14888B103 17,605 500,000 SH SOLE 500,000 CATERPILLAR INC DEL COM 149123101 70,432 895,175 SH SOLE 895,175 CB RICHARD ELLIS GROUP INC CL A 12497T101 7,530 411,900 SH SOLE 411,900 CBS CORP NEW CL B 124857202 48,770 3,075,000 SH SOLE 3,075,000 CELANESE CORP DEL COM SER A 150870103 243,541 7,586,958 SH SOLE 7,586,958 CELGENE CORP COM 151020104 80,611 1,399,257 SH SOLE 1,399,257 CENTERPOINT ENERGY INC COM 15189T107 94,836 6,032,830 SH SOLE 6,032,830 CERNER CORP COM 156782104 4,989 59,400 SH SOLE 59,400 CF INDS HLDGS INC COM 125269100 117,018 1,225,324 SH SOLE 1,225,324 CHESAPEAKE ENERGY CORP COM 165167107 21,737 959,700 SH SOLE 959,700 CHEVRON CORP NEW COM 166764100 268,111 3,307,968 SH SOLE 3,307,968 CHINA NUOKANG BIO-PHARM INC SPONSORED ADS 16949B113 3,750 750,000 SH SOLE 750,000 CHIQUITA BRANDS INTL INC COM 170032809 4,188 316,302 SH SOLE 316,302 CHUBB CORP COM 171232101 16,168 283,700 SH SOLE 283,700 CIGNA CORP COM 125509109 13,829 386,500 SH SOLE 386,500 CIMAREX ENERGY CO COM 171798101 2,647 40,000 SH SOLE 40,000 CINEMARK HOLDINGS INC COM 17243V102 13,766 855,000 SH SOLE 855,000 CINTAS CORP COM 172908105 5,132 186,300 SH SOLE 186,300 CISCO SYS INC COM 17275R102 178,191 8,136,600 SH SOLE 8,136,600 CITIGROUP INC COM 172967101 191,565 48,993,585 SH SOLE 48,993,585 CITIGROUP INC UNIT 99/99/9999 172967416 19,225 162,225 SH SOLE 162,225 CKX INC COM 12562M106 2,181 445,000 SH SOLE 445,000 CLOROX CO COM 189054109 90,760 1,359,497 SH SOLE 1,359,497 CME GROUP INC COM 12572Q105 27,217 104,500 SH SOLE 104,500 CMS ENERGY CORPORATION COM 125896100 76,753 4,259,300 SH SOLE 4,259,300 CNA FINL CORP COM 126117100 1,638 58,511 SH SOLE 58,511 COACH INC COM 189754104 98,033 2,281,952 SH SOLE 2,281,952 COBALT INTERNATIONAL ENERGY COM 19075F106 1,433 150,000 SH SOLE 150,000 COCA COLA CO COM 191216100 391,501 6,690,041 SH SOLE 6,690,041 COCA COLA ENTERPRISES INC COM 191219104 26,634 859,164 SH SOLE 859,164 COGENT INC COM 19239Y108 3,116 292,885 SH SOLE 292,885 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27,696 429,600 SH SOLE 429,600 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 7,785 6,000,000 PRN SOLE 6,000,000 COLGATE PALMOLIVE CO COM 194162103 53,776 699,659 SH SOLE 699,659 COMCAST CORP NEW CL A 20030N101 58,589 3,240,570 SH SOLE 3,240,570 COMERICA INC COM 200340107 8,118 218,509 SH SOLE 218,509 COMPASS MINERALS INTL INC COM 20451N101 52,930 690,808 SH SOLE 690,808 COMPELLENT TECHNOLOGIES INC COM 20452A108 16,253 894,000 SH SOLE 894,000 COMPUTER SCIENCES CORP COM 205363104 9,936 216,000 SH SOLE 216,000 CONAGRA FOODS INC COM 205887102 13,837 630,693 SH SOLE 630,693 CONMED CORP COM 207410101 1,262 56,317 SH SOLE 56,317 CONOCOPHILLIPS COM 20825C104 38,122 663,792 SH SOLE 663,792 CONSOL ENERGY INC COM 20854P109 112,142 3,034,125 SH SOLE 3,034,125 CONSTANT CONTACT INC COM 210313102 29,432 1,373,400 SH SOLE 1,373,400 CONSTELLATION BRANDS INC COM 21036P108 5,532 312,700 SH SOLE 312,700 CONSTELLATION ENERGY GROUP COM 210371100 49,557 1,537,113 SH SOLE 1,537,113 CONTINENTAL AIRLS INC CL B 210795308 21,495 865,343 SH SOLE 865,343 CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 5,088 3,500,000 PRN SOLE 3,500,000 CORELOGIC INC COM 21871D103 13,656 712,750 SH SOLE 712,750 CORNING INCORPORATED COM 219350105 40,598 2,220,921 SH SOLE 2,220,921 COSTCO WHSL CORP NEW COM 22160K105 27,402 424,900 SH SOLE 424,900 CROWN CASTLE INTL CORP COM 228227104 49,464 1,120,352 SH SOLE 1,120,352 CROWN HOLDINGS INC COM 228368106 9,089 317,126 SH SOLE 317,126 CSX CORP COM COM 126408103 29,870 539,956 SH SOLE 539,956 CTC MEDIA INC COM 12642X106 6,253 285,000 SH SOLE 285,000 CUMMINS INC COM 231021106 25,765 284,447 SH SOLE 284,447 CVS CAREMARK CORPORATION COM 126650100 72,780 2,312,688 SH SOLE 2,312,688 D R HORTON INC COM 23331A109 4,203 377,900 SH SOLE 7,900 DANAHER CORP COM 235851102 77,321 1,904,000 SH SOLE 1,904,000 DARDEN RESTAURANTS INC COM 237194105 8,475 198,100 SH SOLE 198,100 DAVITA INC COM 23918K108 23,912 346,400 SH SOLE 346,400 DEAN FOODS CO NEW COM 242370104 4,499 440,603 SH SOLE 440,603 DEERE & CO COM 244199105 41,871 600,050 SH SOLE 600,050 DEL MONTE FOODS CO COM 24522P103 2,646 201,810 SH SOLE 201,810 DELL INC COM 24702R101 31,233 2,408,300 SH SOLE 2,408,300 DELTA AIRLINES INC COM 247361702 35,707 3,067,593 SH SOLE 3,067,593 DENBURY RES INC COM NEW 247916208 3,466 218,099 SH SOLE 218,099 DENDREON CORP COM 24823Q107 96,773 2,350,000 SH SOLE 2,350,000 DEVON ENERGY CORP NEW COM 25179M103 27,757 428,756 SH SOLE 428,756 DIAMOND FOODS INC COM 252603105 410 10,000 SH SOLE 10,000 DICE HLDGS INC COM 253017107 5,600 660,426 SH SOLE 660,426 DIRECTV COM CL A 25490A101 77,729 1,867,131 SH SOLE 1,867,131 DISCOVER FINL SVCS COM 254709108 12,986 778,558 SH SOLE 778,558 DISCOVERY COMMUNICATIONS NEW COM SER C 25470F302 35,750 936,100 SH SOLE 936,100 DISNEY WALT CO COM DISNEY 254687106 128,127 3,870,921 SH SOLE 3,870,921 DOUGLAS DYNAMICS INC COM 25960R105 8,645 700,000 SH SOLE 700,000 DOVER CORP COM 260003108 129,668 2,483,586 SH SOLE 2,483,586 DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 12,281 345,737 SH SOLE 345,737 DU PONT E I DE NEMOURS & CO COM 263534109 37,927 850,000 SH SOLE 850,000 E M C CORP MASS COM 268648102 33,832 1,665,774 SH SOLE 1,665,774 E TRADE FINANCIAL CORP COM NEW 269246401 3,991 273,980 SH SOLE 273,980 EAGLE MATERIALS INC COM 26969P108 9,347 394,386 SH SOLE 394,386 EASTMAN CHEM CO COM 277432100 108,151 1,461,500 SH SOLE 1,461,500 EASTMAN KODAK CO COM 277461109 1,596 380,090 SH SOLE 380,090 EATON CORP COM 278058102 18,814 228,074 SH SOLE 228,074 EATON VANCE CORP COM NON VTG 278265103 4,170 143,600 SH SOLE 143,600 EBAY INC COM 278642103 7,086 290,400 SH SOLE 290,400 ECOLAB INC COM 278865100 19,078 376,000 SH SOLE 376,000 EDISON INTERNATIONAL COM 281020107 62,518 1,817,900 SH SOLE 1,817,900 EL PASO CORP COM 28336L109 69,852 5,642,281 SH SOLE 5,642,281 EMC CORPORATION MASS COM 268648102 30,077 1,480,900 SH SOLE 1,480,900 EMERSON ELEC CO COM 291011104 3,528 67,000 SH SOLE 67,000 ENDOLOGIX INC COM 29266S106 10,086 2,211,800 SH SOLE 2,211,800 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 2,678 67,291 SH SOLE 67,291 ENERGIZER HLDGS INC COM 29266R108 83,374 1,240,131 SH SOLE 1,240,131 ENSCO PLC SPONSORED ADR 29358Q109 74,234 1,659,600 SH SOLE 1,659,600 ENTERGY CORP NEW COM 29364G103 21,422 279,902 SH SOLE 279,902 EOG RES INC COM 26875P101 34,501 371,100 SH SOLE 371,100 EQT CORPORATION COM 26884L109 7,212 200,000 SH SOLE 200,000 EQUIFAX INC COM 294429105 5,587 179,100 SH SOLE 179,100 EQUITY RESIDENTIAL COM 29476L107 19,049 400,433 SH SOLE 400,433 EVEREST RE GROUP LTD COM G3223R108 14,241 164,691 SH SOLE 164,691 EXELON CORPORATION COM 30161N101 1,277 30,000 SH SOLE 30,000 EXPEDIA INC DEL COM 30212P105 8,423 298,500 SH SOLE 298,500 EXPEDITORS INTL WASH INC COM 302130109 13,897 300,600 SH SOLE 300,600 EXPRESS SCRIPTS INC COM 302182100 60,554 1,243,400 SH SOLE 1,243,400 EXXON MOBIL CORP COM 30231G102 501,985 8,124,037 SH SOLE 8,124,037 FAMILY DLR STORES INC COM 307000109 150,950 3,418,258 SH SOLE 3,418,258 FASTENAL CO COM 311900104 2,660 50,000 SH SOLE 50,000 FEDERATED INVS INC CL B 314211103 2,854 125,400 SH SOLE 125,400 FEDEX CORP COM 31428X106 38,047 445,004 SH SOLE 445,004 FIDELITY NATL INFO SVCS INC COM 31620M106 12,469 459,602 SH SOLE 459,602 FIFTH THIRD BANCORP COM 316773100 19,555 1,625,500 SH SOLE 1,625,500 FINISAR CORPORATION COM 31787A507 33,333 1,774,000 SH SOLE 1,774,000 FIRST HORIZON NATL CORP COM 320517105 3,169 277,761 SH SOLE 277,761 FIRST SOLAR INC COM 336433107 5,894 40,000 SH SOLE 40,000 FISERV INC COM 337738108 11,503 213,725 SH SOLE 213,725 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 22 2,079 SH SOLE 2,079 FLIR SYSTEMS INC COM 302445101 2,712 105,513 SH SOLE 105,513 FOCUS MEDIA HLDGS LTD SPONSORED ADR 34415V109 18,773 774,050 SH SOLE 774,050 FOOT LOCKER INC COM 344849104 83,911 5,775,000 SH SOLE 5,775,000 FORD MOTOR CO DEL NOTE 4.250%11/1 345370CN8 44,775 30,000,000 PRN SOLE 30,000,000 FORD MOTOR CO DEL COM PAR $0.01 345370860 16,594 1,355,715 SH SOLE 1,355,715 FORD MOTOR CO DEL *W EXP 01/01/201 345370134 1,630 380,000 SH SOLE 380,000 FOREST LABS INC COM 345838106 5,988 193,600 SH SOLE 193,600 FRANKLIN RES INC COM 354613101 28,452 266,157 SH SOLE 266,157 FREEPORT-MCMORAN COPPER & GO COM 35671D857 66,805 782,356 SH SOLE 782,356 FRESH DEL MONTE PRODUCE INC ORD G36738105 5,400 248,829 SH SOLE 248,829 FRONTIER OIL CORP COM 35914P105 670 50,000 SH SOLE 50,000 FULLER H B CO COM 359694106 39,431 1,984,451 SH SOLE 1,984,451 GAMESTOP CORP NEW CL A 36467W109 119,585 6,067,200 SH SOLE 6,067,200 GARDNER DENVER INC COM 365558105 10,639 198,200 SH SOLE 198,200 GENERAC HOLDINGS INC COM 368736104 16,093 1,179,856 SH SOLE 1,179,856 GENERAL DYNAMICS CORP COM 369550108 232,855 3,707,289 SH SOLE 3,707,289 GENERAL ELECTRIC CO COM 369604103 258,919 15,933,471 SH SOLE 15,933,471 GENERAL MLS INC COM 370334104 13,100 358,500 SH SOLE 358,500 GENTEX CORP COM 371901109 15,421 790,395 SH SOLE 790,395 GENUINE PARTS CO COM 372460105 10,203 228,829 SH SOLE 228,829 GENWORTH FINL INC COM CL A 37247D106 8,338 682,353 SH SOLE 682,353 GENZYME CORP COM 372917104 86,874 1,227,212 SH SOLE 1,227,212 GILEAD SCIENCES INC COM 375558103 234,670 6,590,001 SH SOLE 6,590,001 GLG PARTNERS INC COM 37929X107 2,007 446,000 SH SOLE 446,000 GLOBAL CROSSING LTD COM G3921A175 8,996 700,076 SH SOLE 700,076 GOLDMAN SACHS GROUP INC COM 38141G104 106,208 734,600 SH SOLE 734,600 GOODRICH CORP COM 382388106 61,847 838,830 SH SOLE 838,830 GOODYEAR TIRE & RUBR CO COM 382550101 2,670 248,400 SH SOLE 248,400 GOOGLE INC CL A 38259P508 263,343 500,850 SH SOLE 500,850 GRACE W R & CO DEL NEW COM 38388F108 99,859 3,574,033 SH SOLE 3,574,033 GREAT PLAINS ENERGY INC UNIT 06/15/2024 391164803 3,799 60,000 SH SOLE 60,000 GSI COMMERCE INC COM 36238G102 23,087 934,681 SH SOLE 934,681 GT SOLAR INTL INC COM 3623E0209 16,740 2,000,000 SH SOLE 2,000,000 H & R BLOCK INC COM 093671105 1,358 104,900 SH SOLE 104,900 HALLIBURTON COMPANY COM 406216101 73,864 2,233,572 SH SOLE 2,233,572 HANSEN NAT CORP COM 411310105 42,032 901,593 SH SOLE 901,593 HARLEYSVILLE GROUP INC COM 412824104 820 25,000 SH SOLE 25,000 HARMAN INTL INDS INC COM 413086109 3,281 98,200 SH SOLE 98,200 HARRIS CORP DEL COM 413875105 5,470 123,514 SH SOLE 123,514 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 653 27,514 SH SOLE 27,514 HARTFORD FINL SVCS GROUP INC COM 416515104 28,690 1,250,109 SH SOLE 1,250,109 HASBRO INC COM 418056107 8,852 198,872 SH SOLE 198,872 HCC INS HLDGS INC COM 404132102 4,614 176,841 SH SOLE 176,841 HCP INC COM 40414L109 15,843 440,343 SH SOLE 440,343 HEALTH CARE REIT INC COM 42217K106 8,877 187,506 SH SOLE 187,506 HEALTH MGMT ASSOC INC NEW CL A 421933102 18,379 2,399,300 SH SOLE 2,399,300 HEARTWARE INTL INC COM 422368100 8,366 121,666 SH SOLE 121,666 HERBALIFE LTD COM G4412G101 3,928 65,089 SH SOLE 65,089 HERSHEY CO COM 427866108 3,976 83,557 SH SOLE 83,557 HESS CORPORATION COM 42809H107 22,276 376,799 SH SOLE 376,799 HEWITT ASSOCS INC COM 42822Q100 10,086 200,000 SH SOLE 200,000 HEWLETT PACKARD CO COM 428236103 127,423 3,028,836 SH SOLE 3,028,836 HHGREGG INC COM 42833L108 39,988 1,615,028 SH SOLE 1,615,028 HOLOGIC INC COM 436440101 4,003 250,000 SH SOLE 250,000 HOME DEPOT INC COM 437076102 62,754 1,980,885 SH SOLE 1,980,885 HONDA MOTOR LTD AMERN SHS 438128308 5,894 165,607 SH SOLE 165,607 HONEYWELL INTL INC COM 438516106 104,193 2,371,263 SH SOLE 2,371,263 HOSPIRA INC COM 441060100 7,993 140,200 SH SOLE 140,200 HOST HOTELS & RESORTS INC COM 44107P104 13,433 927,733 SH SOLE 927,733 HUBBELL INC CL A 443510102 28,578 582,090 SH SOLE 582,090 HUBBELL INC CL B 443510201 47,082 927,719 SH SOLE 927,719 HUDSON CITY BANCORP COM 443683107 8,166 666,050 SH SOLE 666,050 HUMAN GENOME SCIENCES INC COM 444903108 94,583 3,175,000 SH SOLE 3,175,000 HUMANA INC COM 444859102 7,627 151,804 SH SOLE 151,804 HUNTINGTON BANCSHARES INC COM 446150104 5,750 1,014,100 SH SOLE 1,014,100 HUNTSMAN CORP COM 447011107 2,312 200,000 SH SOLE 200,000 IAC INTERACTIVECORP COM 44919P508 19,965 760,000 SH SOLE 760,000 ICON PUB LTD CO SPONSORED ADR 45103T107 13,532 625,883 SH SOLE 625,883 IDENIX PHARMACEUTICALS INC COM 45166R204 1,550 500,000 SH SOLE 500,000 IDEX CORP COM 45167R104 1,860 52,390 SH SOLE 52,390 IGO INC COM 449593102 10,440 7,349,500 SH SOLE 7,349,500 ILLINOIS TOOL WKS INC COM 452308109 38,331 815,208 SH SOLE 815,208 ILLUMINA INC COM 452327109 17,220 350,000 SH SOLE 350,000 INCYTE CORP COM 45337C102 7,995 500,000 SH SOLE 500,000 INFORMATICA CORP COM 45666Q102 10,255 267,000 SH SOLE 267,000 INGERSOLL-RAND PLC SHS G47791101 1,410 39,487 SH SOLE 39,487 INTEGRAL SYS INC MD COM 45810H107 131 17,807 SH SOLE 17,807 INTEL CORP COM 458140100 151,966 7,911,628 SH SOLE 7,911,628 INTERCONTINENTALEXCHANGE INC COM 45865V100 10,870 103,800 SH SOLE 103,800 INTERNATIONAL BUSINESS MACHS COM 459200101 216,828 1,616,432 SH SOLE 1,616,432 INTERNATIONAL FLAVOR S & FRAGR COM 459506101 1,669 34,400 SH SOLE 34,400 INTERNATIONAL GAME TECHNOLOG COM 459902102 6,067 419,900 SH SOLE 419,900 INTERPUBLIC GROUP COS COM 460690100 48,220 4,807,568 SH SOLE 4,807,568 INTL PAPER CO COM 460146103 2,647 121,692 SH SOLE 121,692 INTUIT COM 461202103 20,911 477,300 SH SOLE 477,300 INTUITIVE SURGICAL INC COM NEW 46120E602 15,787 55,640 SH SOLE 55,640 IRON MOUNTAIN INC COM 462846106 6,403 286,600 SH SOLE 286,600 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 19,661 1,931,305 SH SOLE 1,931,305 ITC HOLDINGS CORP COM 465685105 40,463 650,000 SH SOLE 650,000 ITT CORP COM STK COM 450911102 15,710 335,469 SH SOLE 335,469 JANUS CAP GROUP INC COM 47102X105 808 73,809 SH SOLE 73,809 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1,710 1,500,000 PRN SOLE 1,500,000 JARDEN CORP COM 471109108 246 7,900 SH SOLE 7,900 JINKOSOLAR HLDGS CO LTD SPONSORED ADR 47759T100 12,330 390,075 SH SOLE 390,075 JM SMUCKER CO COM STK COM 832696405 67,820 1,120,430 SH SOLE 1,120,430 JOHNSON & JOHNSON COM 478160104 155,563 2,510,704 SH SOLE 2,510,704 JOHNSON CTLS INC COM 478366107 13,725 450,000 SH SOLE 450,000 JPMORGAN CHASE & CO COM 46625H100 243,493 6,397,607 SH SOLE 6,397,607 JUNIPER NETWORKS INC COM 48203R104 19,619 646,400 SH SOLE 646,400 KELLOGG CO COM 487836108 24,438 483,827 SH SOLE 483,827 KEYCORP NEW COM 493267108 11,310 1,420,901 SH SOLE 1,420,901 KIMBERLY CLARK CORP CL B 494368103 53,580 823,681 SH SOLE 823,681 KIMCO REALTY CORP COM 49446R109 9,110 578,763 SH SOLE 578,763 KING PHARMACEUTICALS INC COM 495582108 24,712 2,481,100 SH SOLE 2,481,100 KINROSS GOLD CORP COM NO PAR 496902404 5,635 300,000 SH SOLE 300,000 KLA-TENCOR CORP COM COM 482480100 5,834 165,600 SH SOLE 165,600 KODIAK OIL & GAS CORP COM 50015Q100 593 175,000 SH SOLE 175,000 KOHLS CORP COM 500255104 23,021 437,000 SH SOLE 437,000 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 72,349 2,310,000 SH SOLE 2,310,000 KRAFT FOODS INC COM 50075N104 168,259 5,452,326 SH SOLE 5,452,326 KROGER CO COM 501044101 56,927 2,628,239 SH SOLE 2,628,239 L-1 IDENTITY SOLUTIONS INC COM 50212A106 6,175 526,400 SH SOLE 526,400 L-3 COMMUNICATIONS HLDGS INC COM 502424104 14,880 205,897 SH SOLE 205,897 LAM RESEARCH CORP COM 512807108 24,361 582,100 SH SOLE 582,100 LANCE INC COM 514606102 213 10,000 SH SOLE 10,000 LEGG MASON INC COM 524901105 7,211 237,900 SH SOLE 237,900 LEGGETT & PLATT INC COM 524660107 4,893 215,000 SH SOLE 215,000 LENNAR CORP CL A 526057104 3,376 219,517 SH SOLE 219,517 LENNOX INTL INC COM 526107107 47,152 1,131,004 SH SOLE 1,131,004 LEUCADIA NATIONAL CORP COM 527288104 6,364 269,400 SH SOLE 269,400 LEXMARK INTL NEW CL A 529771107 4,953 111,000 SH SOLE 111,000 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 5,145 500,000 SH SOLE 500,000 LIBERTY GLOBAL INC COM SER A 530555101 15,405 500,000 SH SOLE 500,000 LIFE TECHNOLOGIES CORP COM 53217V109 88,831 1,902,561 SH SOLE 1,902,561 LIMITED BRANDS INC COM 532716107 77,439 2,891,677 SH SOLE 2,891,677 LINCARE HLDGS INC COM 532791100 15,054 600,000 SH SOLE 600,000 LINEAR TECHNOLOGY CORP COM 535678106 3,605 117,300 SH SOLE 117,300 LITHIA MTRS INC CL A 536797103 4,310 449,400 SH SOLE 449,400 LOCKHEED MARTIN CORP COM 539830109 31,149 437,000 SH SOLE 437,000 LOEWS CORP COM 540424108 17,430 459,896 SH SOLE 459,896 LOGMEIN INC COM 54142L109 3,778 105,000 SH SOLE 105,000 LORILLARD INC COM 544147101 25,251 314,424 SH SOLE 314,424 LOWES COS INC COM 548661107 30,446 1,369,217 SH SOLE 1,369,217 LSI CORPORATION COM 502161102 4,241 932,000 SH SOLE 932,000 M & T BK CORP COM 55261F104 5,318 65,000 SH SOLE 65,000 MACYS INC COM 55616P104 13,733 595,000 SH SOLE 595,000 MAGNA INTL INC COM 559222401 34,219 416,404 SH SOLE 416,404 MANTECH INTL CORP CL A 564563104 2,599 65,638 SH SOLE 65,638 MARATHON OIL CORP COM 565849106 9,134 275,944 SH SOLE 275,944 MARINER ENERGY INC COM 56845T305 78,489 3,239,335 SH SOLE 3,239,335 MARRIOTT INTL INC NEW CL A 571903202 14,587 407,105 SH SOLE 407,105 MARSHALL & ILSLEY CORP NEW COM 571837103 5,262 747,500 SH SOLE 747,500 MASSEY ENERGY COMPANY COM 576206106 4,520 145,700 SH SOLE 145,700 MASTERCARD INC CL A 57636Q104 28,603 127,694 SH SOLE 127,694 MATTEL INC COM COM 577081102 12,175 518,942 SH SOLE 518,942 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 8,492 458,800 SH SOLE 458,800 MBIA INC COM 55262C100 3 291 SH SOLE 291 MCAFEE INC COM 579064106 114,313 2,418,800 SH SOLE 2,418,800 MCDONALDS CORP COM 580135101 113,805 1,527,377 SH SOLE 1,527,377 MCGRAW HILL COS INC COM 580645109 14,755 446,300 SH SOLE 446,300 MCKESSON CORP COM 58155Q103 44,350 717,872 SH SOLE 717,872 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 4,315 36,415 SH SOLE 36,415 MDU RESOURCES GROUP INC COM 552690109 35,910 1,800,000 SH SOLE 1,800,000 MEADWESTVACO CORP COM 583334107 4,086 167,577 SH SOLE 167,577 MEDCO HEALTH SOLUTIONS INC COM 58405U102 49,419 949,275 SH SOLE 949,275 MEDTRONIC INC COM 585055106 128,276 3,820,000 SH SOLE 3,820,000 MEMC ELECTRONIC MATERIAL COM 552715104 3,838 322,000 SH SOLE 322,000 MERCK & CO COM 58933Y105 275,843 7,493,678 SH SOLE 7,493,678 MERIDIAN BIOSCIENCE INC COM 589584101 4,374 199,909 SH SOLE 199,909 METALS USA HLDGS CORP COM 59132A104 4,793 369,257 SH SOLE 369,257 METLIFE INC COM 59156R108 47,225 1,228,212 SH SOLE 1,228,212 METTLER TOLEDO INTERNATIONAL COM 592688105 9,993 80,303 SH SOLE 80,303 MICROCHIP TECHNOLOGY INC COM 595017104 8,253 262,400 SH SOLE 262,400 MICRON TECHNOLOGY INC COM 595112103 7,337 1,017,600 SH SOLE 1,017,600 MICRON TECHNOLOGY INC NOTE 4.250% 10/1 595112AJ2 1,594 1,000,000 PRN SOLE 1,000,000 MICROSEMI CORP COM 595137100 14,626 854,200 SH SOLE 854,200 MICROSOFT CORP COM 594918104 292,364 11,938,100 SH SOLE 11,938,100 MOLSON COORS BREWING COM 60871R209 33,599 711,533 SH SOLE 711,533 MOMENTA PHARMACEUTICALS INC COM 60877T100 3,763 250,000 SH SOLE 250,000 MONSANTO CO NEW COM 61166W101 34,420 718,138 SH SOLE 718,138 MOODYS CORP COM 615369105 7,062 282,700 SH SOLE 282,700 MOOG INC CL A 615394202 4,421 124,507 SH SOLE 124,507 MORGAN STANLEY COM NEW 617446448 65,210 2,642,216 SH SOLE 2,642,216 MOSAIC CO COM 61945A107 48,104 818,659 SH SOLE 818,659 MOTOROLA INC COM 620076109 28,371 3,325,949 SH SOLE 3,325,949 MYLAN INC PFD CONV 628530206 47,465 42,459 SH SOLE 42,459 NABORS INDUSTRIES LTD SHS G6359F103 6,888 381,400 SH SOLE 381,400 NASDAQ OMX GROUP INC COM 631103108 1,922 98,900 SH SOLE 98,900 NATIONAL OILWELL VARCO INC COM 637071101 29,838 670,963 SH SOLE 670,963 NETAPP INC COM 64110D104 25,139 504,900 SH SOLE 504,900 NEWELL RUBBERMAID INC COM 651229106 25,754 1,446,017 SH SOLE 1,446,017 NEWFIELD EXPL CO COM 651290108 1,149 20,000 SH SOLE 20,000 NEWMONT MINING CORP COM 651639106 43,847 698,100 SH SOLE 698,100 NEWS CORP CL A 65248E104 21,259 1,627,778 SH SOLE 1,627,778 NEXEN INC COM 65334H102 1,508 75,000 SH SOLE 75,000 NEXTERA ENERGY INC COM 65339F101 48,951 900,000 SH SOLE 900,000 NIKE INC CL B 654106103 43,732 545,697 SH SOLE 545,697 NISOURCE INC COM 65473P105 6,876 395,200 SH SOLE 395,200 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 9,461 280,000 SH SOLE 280,000 NOBLE ENERGY INC COM 655044105 30,599 407,500 SH SOLE 407,500 NORFOLK SOUTHERN CORP COM 655844108 31,291 525,806 SH SOLE 525,806 NORTHEAST UTILITIES COM 664397106 7,138 241,400 SH SOLE 241,400 NORTHERN TR CORP COM 665859104 656 13,600 SH SOLE 13,600 NOVARTIS A G SPONSORED ADR 66987V109 51,903 900,000 SH SOLE 900,000 NOVELL INC COM 670006105 16,297 2,729,800 SH SOLE 2,729,800 NOVELLUS SYSTEMS INC COM 670008101 3,490 131,300 SH SOLE 131,300 NRG ENERGY INC COM NEW 629377508 7,204 346,000 SH SOLE 346,000 NUANCE COMMUNICATIONS INC COM 67020Y100 47,202 3,018,100 SH SOLE 3,018,100 NUCOR CORP COM 670346105 17,145 448,817 SH SOLE 448,817 NYSE EURONEXT COM 629491101 10,265 359,300 SH SOLE 359,300 O REILLY AUTOMOTIVE INC COM 686091109 10,402 195,533 SH SOLE 195,533 OCCIDENTAL PETE CORP DEL COM 674599105 129,955 1,659,700 SH SOLE 1,659,700 OCEANEERING INTL INC COM 675232102 259 4,800 SH SOLE 4,800 OFFICE DEPOT INC COM 676220106 1,799 391,000 SH SOLE 391,000 OGE ENERGY CORP COM 670837103 25,081 629,074 SH SOLE 629,074 OLIN CORP COM PAR $1 680665205 7,624 378,169 SH SOLE 378,169 OMNICARE INC COM 681904108 4,776 200,000 SH SOLE 200,000 OMNICOM GROUP COM 681919106 27,241 690,000 SH SOLE 690,000 ORACLE CORP COM 68389X105 162,354 6,046,689 SH SOLE 6,046,689 OREXIGEN THERAPEUTICS INC COM 686164104 4,975 838,901 SH SOLE 838,901 ORTHOVITA INC COM 68750U102 775 341,300 SH SOLE 341,300 OWENS CORNING INC COM 690742101 40,431 1,577,501 SH SOLE 1,577,501 OWENS ILL INC COM NEW 690768403 6,494 231,435 SH SOLE 231,435 PACCAR INC COM 693718108 25,087 521,022 SH SOLE 521,022 PACIFIC SUNWEAR CALIF INC COM 694873100 52,039 9,950,053 SH SOLE 9,950,053 PACTIV CORP COM 695257105 105,338 3,194,000 SH SOLE 3,194,000 PALL CORP COM 696429307 6,765 162,465 SH SOLE 162,465 PAREXEL INTL CORP COM 699462107 19,714 852,301 SH SOLE 852,301 PARKER HANNIFIN CORP COM 701094104 83,977 1,198,646 SH SOLE 1,198,646 PAYCHEX INC COM 704326107 8,125 295,546 SH SOLE 295,546 PENNEY J C INC COM 708160106 9,160 337,000 SH SOLE 337,000 PEOPLES UNITED FINANCIAL INC COM 712704105 6,874 525,131 SH SOLE 525,131 PEPSICO INC COM 713448108 171,213 2,576,955 SH SOLE 2,576,955 PERKINELMER INC COM 714046109 104,351 4,509,558 SH SOLE 4,509,558 PETROHAWK ENERGY CORP COM 716495106 2,421 150,000 SH SOLE 150,000 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 53,569 1,632,200 SH SOLE 1,632,200 PFIZER INC COM 717081103 217,146 12,646,827 SH SOLE 12,646,827 PG&E CORP COM 69331C108 65,359 1,439,000 SH SOLE 1,439,000 PGT INC COM 69336V101 10,170 4,460,465 SH SOLE 4,460,465 PHARMASSET INC COM 71715N106 21,388 725,000 SH SOLE 725,000 PHILIP MORRIS INTL COM 718172109 149,071 2,661,031 SH SOLE 2,661,031 PINNACLE WEST CAP CORP COM 723484101 6,652 161,187 SH SOLE 161,187 PIONEER NAT RES CO COM 723787107 7,784 119,700 SH SOLE 119,700 PITNEY BOWES INC COM 724479100 6,275 293,496 SH SOLE 293,496 PLAINS EXPL & PRODTN CO COM 726505100 4,667 175,000 SH SOLE 175,000 PLATINUM UNDERWRITER HLDGS L COM G7127P100 6,189 142,218 SH SOLE 142,218 PLUM CREEK TIMBER CO INC COM 729251108 8,144 230,732 SH SOLE 230,732 PMC-SIERRA INC COM 69344F106 52,289 7,104,400 SH SOLE 7,104,400 PNC FINL SVCS GROUP INC COM 693475105 83,541 1,609,348 SH SOLE 1,609,348 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 531 50,000 SH SOLE 50,000 POPULAR INC COM 733174106 870 300,000 SH SOLE 300,000 PPL CORPORATION COM 69351T106 117,217 4,304,700 SH SOLE 4,304,700 PRAXAIR INC COM 74005P104 43,993 487,400 SH SOLE 487,400 PRECISION CASTPARTS CORP COM 740189105 26,239 206,040 SH SOLE 206,040 PRICE T ROWE GROUP INC COM 74144T108 13,858 276,810 SH SOLE 276,810 PRICELINE COM INC COM NEW 741503403 23,966 68,800 SH SOLE 68,800 PRIDE INTERNATIONAL INC COM 74153Q102 41,726 1,417,800 SH SOLE 1,417,800 PRINCIPAL FINL GROUP INC COM 74251V102 4,807 185,451 SH SOLE 185,451 PROCTER & GAMBLE CO COM 742718109 125,667 2,095,498 SH SOLE 2,095,498 PROLOGIS SH BEN INT 743410102 7,873 668,298 SH SOLE 668,298 PROSHARES TR BASIC MAT NEW 74347X617 2,896 100,000 SH SOLE 100,000 PROTECTIVE LIFE CORP COM 743674103 9,177 421,718 SH SOLE 421,718 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 15,001 15,524,000 PRN SOLE 15,524,000 PRUDENTIAL FINL INC COM 744320102 42,240 799,625 SH SOLE 799,625 PSYCHIATRIC SOLUTIONS INC COM 74439H108 12,963 386,368 SH SOLE 386,368 PUBLIC STORAGE COM 74460D109 19,252 198,392 SH SOLE 198,392 PUBLIC SVC ENTERPRISE GROUP COM 744573106 23,880 721,876 SH SOLE 721,876 PULTE GROUP INC COM 745867101 3,923 447,873 SH SOLE 447,873 QEP RES INC COM 74733V100 13,569 450,200 SH SOLE 450,200 QLIK TECHNOLOGIES INC COM 74733T105 2,007 91,000 SH SOLE 91,000 QLOGIC CORP COM 747277101 2,646 150,000 SH SOLE 150,000 QUALCOMM INC COM 747525103 141,198 3,128,650 SH SOLE 3,128,650 QUANEX BUILDING PRODUCTS COR COM 747619104 28,466 1,648,289 SH SOLE 1,648,289 QUANTA SVCS INC COM 74762E102 5,661 296,700 SH SOLE 296,700 QUEST DIAGNOSTICS INC COM 74834L100 3,785 75,000 SH SOLE 75,000 QUEST SOFTWARE INC COM 74834T103 18,794 764,300 SH SOLE 764,300 QUESTAR CORPORATION COM 748356102 28,747 1,639,875 SH SOLE 1,639,875 QWEST COMMUNICATIONS INTL IN COM 749121109 126,834 20,228,637 SH SOLE 20,228,637 RALCORP HOLDINGS INC COM COM 751028101 12,473 213,295 SH SOLE 213,295 RAMBUS INC COM 750917106 18,235 875,000 SH SOLE 875,000 RANGE RES CORP COM 75281A109 6,215 163,000 SH SOLE 163,000 RED HAT INC COM 756577102 46,847 1,142,600 SH SOLE 1,142,600 RED ROBIN GOURMET BURGERS IN COM 75689M101 15,100 770,000 SH SOLE 770,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 10,483 1,441,955 SH SOLE 1,441,955 RELIANCE STEEL & ALUMINUM CO COM 759509102 47,915 1,153,745 SH SOLE 1,153,745 RENESOLA LTD SPONS ADS 75971T103 5,500 440,000 SH SOLE 440,000 REPUBLIC SVCS INC COM 760759100 24,009 787,435 SH SOLE 787,435 REYNOLDS AMERN INC COM 761713106 9,205 155,000 SH SOLE 155,000 RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,012 476,971 SH SOLE 476,971 ROBERT HALF INTL INC COM 770323103 5,592 215,100 SH SOLE 215,100 ROCKWELL AUTOMATION INC COM 773903109 53,653 869,158 SH SOLE 869,158 ROCKWELL COLLINS INC COM 774341101 1,456 25,000 SH SOLE 25,000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,153 100,000 SH SOLE 100,000 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 84,530 1,437,825 SH SOLE 1,437,825 RUBICON TECHNOLOGY INC COM 78112T107 19,014 838,000 SH SOLE 838,000 RUE21 INC COM 781295100 50,381 1,951,978 SH SOLE 1,951,978 RYANAIR HLDGS PLC SPONSORED ADR 783513104 616 20,000 SH SOLE 20,000 RYDER SYS INC COM 783549108 3,392 79,300 SH SOLE 79,300 SALESFORCE COM INC COM 79466L302 5,367 48,002 SH SOLE 48,002 SANDERSON FARMS INC COM 800013104 320 7,385 SH SOLE 7,385 SANDISK CORP COM 80004C101 11,985 327,000 SH SOLE 327,000 SANOFI AVENTIS SPONSORED ADR 80105N105 83,125 2,500,000 SH SOLE 2,500,000 SBA COMMUNICATIONS CORP COM 78388J106 5,884 146,000 SH SOLE 146,000 SCANA CORP COM 80589M102 6,838 169,600 SH SOLE 169,600 SCHLUMBERGER LTD COM 806857108 152,523 2,475,624 SH SOLE 2,475,624 SCHWAB CHARLES CORP NEW COM 808513105 29,594 2,129,075 SH SOLE 2,129,075 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6,185 130,000 SH SOLE 130,000 SEABRIGHT HOLDINGS INC COM 811656107 2,369 293,868 SH SOLE 293,868 SEADRILL LTD COM G7945E105 18,090 624,000 SH SOLE 624,000 SEARS HLDGS CORP COM 812350106 4,870 67,501 SH SOLE 67,501 SELECT COMFORT CORP COM 81616X103 47,562 7,015,000 SH SOLE 7,015,000 SELECT MED HLDGS CORP COM 81619Q105 18,361 2,384,575 SH SOLE 2,384,575 SELECTIVE INS GROUP INC COM 816300107 1,238 76,000 SH SOLE 76,000 SEMPRA ENERGY COM 816851109 82,621 1,535,704 SH SOLE 1,535,704 SEMTECH CORP COM 816850101 24,359 1,206,500 SH SOLE 1,206,500 SENSATA TECHNOLOGIES HOLDINGS COM N7902X106 29,808 1,508,485 SH SOLE 1,508,485 SHERWIN WILLIAMS CO COM 824348106 73,712 981,000 SH SOLE 981,000 SILGAN HLDGS INC COM 827048109 30,801 971,656 SH SOLE 971,656 SILICON LABORATORIES INC COM 826919102 3,555 97,000 SH SOLE 97,000 SIMON PROPERTY GROUP INC COM 828806109 38,567 415,863 SH SOLE 415,863 SIRIUS XM RADIO INC COM 82967N108 12,783 10,652,467 SH SOLE 10,652,467 SLM CORPORATION COM 78442P106 2,299 199,100 SH SOLE 199,100 SMART BALANCE INC COM 83169Y108 28,492 7,343,302 SH SOLE 7,343,302 SMITH MICRO SOFTWARE INC COM 832154108 2,654 267,000 SH SOLE 267,000 SMITHFIELD FOODS INC COM 832248108 168 10,000 SH SOLE 10,000 SNAP ON INC COM 833034101 3,578 76,922 SH SOLE 76,922 SOUTHERN CO COM 842587107 44,689 1,200,030 SH SOLE 1,200,030 SOUTHERN UN CO NEW COM 844030106 27,669 1,150,000 SH SOLE 1,150,000 SOUTHWEST AIRLINES CO COM 844741108 13,733 1,050,780 SH SOLE 1,050,780 SOUTHWESTERN ENERGY CO COM 845467109 35,349 1,057,100 SH SOLE 1,057,100 SPECTRA ENERGY CORP COM 847560109 22,550 1,000,000 SH SOLE 1,000,000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 205 10,275 SH SOLE 10,275 SPRINT NEXTEL CORP COM SER 1 852061100 17,741 3,831,571 SH SOLE 3,831,571 ST JUDE MED INC COM 790849103 139,857 3,555,091 SH SOLE 3,555,091 STANLEY BLACK & DECKER INC COM 854502101 13,631 222,440 SH SOLE 222,440 STAPLES INC COM 855030102 21,691 1,036,844 SH SOLE 1,036,844 STARBUCKS CORP COM 855244109 26,892 1,051,348 SH SOLE 1,051,348 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 14,209 270,400 SH SOLE 270,400 STATE STR CORP COM 857477103 48,837 1,296,800 SH SOLE 1,296,800 STEEL DYNAMICS INC COM 858119100 17,750 1,258,000 SH SOLE 1,258,000 STRYKER CORP COM 863667101 32,807 655,476 SH SOLE 655,476 SUNTRUST BKS INC COM 867914103 16,790 650,000 SH SOLE 650,000 SUPERVALU INC COM 868536103 3,464 300,444 SH SOLE 300,444 SYMANTEC CORP COM 871503108 5,900 389,559 SH SOLE 389,559 SYMETRA FINL CORP COM 87151Q106 358 34,242 SH SOLE 34,242 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 51,896 2,913,878 SH SOLE 2,913,878 SYNIVERSE HLDGS INC COM 87163F106 10,043 443,000 SH SOLE 443,000 SYSCO CORP COM 871829107 23,553 825,824 SH SOLE 825,824 TALBOTS INC COM 874161102 24,084 1,838,445 SH SOLE 1,838,445 TARGET CORP COM 87612E106 54,931 1,027,902 SH SOLE 1,027,902 TCF FINL CORP COM 872275102 324 20,000 SH SOLE 20,000 TD AMERITRADE HLDG CORP COM 87236Y108 2,423 150,000 SH SOLE 150,000 TECO ENERGY INC COM 872375100 5,344 308,538 SH SOLE 308,538 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 48,656 45,000,000 PRN SOLE 45,000,000 TELLABS INC COM 879664100 4,060 545,000 SH SOLE 545,000 TEMPLE INLAND INC COM 879868107 1,866 100,000 SH SOLE 100,000 TENARIS S A SPONSORED ADR 88031M109 1,921 50,000 SH SOLE 50,000 TENET HEALTHCARE CORP COM 88033G100 11,285 2,390,887 SH SOLE 2,390,887 TERADATA CORPORATION COM 88076W103 7,596 197,000 SH SOLE 197,000 TERADYNE INC COM 880770102 2,869 257,600 SH SOLE 257,600 TEREX CORP NEW COM 880779103 2,521 110,000 SH SOLE 110,000 TESORO CORPORATION COM 881609101 1,083 81,100 SH SOLE 81,100 TESSERA TECHNOLOGIES INC COM 88164L100 71,687 3,875,000 SH SOLE 3,875,000 TEXAS INSTRUMENTS INC COM 882508104 12,145 447,500 SH SOLE 447,500 TEXTRON INC COM 883203101 100,863 4,905,811 SH SOLE 4,905,811 THERMO FISHER SCIENTIFIC INC COM 883556102 68,571 1,432,148 SH SOLE 1,432,148 TIFFANY & CO NEW COM 886547108 8,458 180,000 SH SOLE 180,000 TIME WARNER CABLE INC COM 88732J207 8,363 154,895 SH SOLE 154,895 TIME WARNER INC COM 887317303 66,828 2,180,368 SH SOLE 2,180,368 TOTAL SYS SVCS INC COM 891906109 3,595 235,900 SH SOLE 235,900 TRANSOCEAN INC NOTE 1.625% 12/1 893830AU3 116,555 117,000,000 PRN SOLE 117,000,000 TRANSOCEAN LTD COM H8817H100 64,886 1,009,278 SH SOLE 1,009,278 TRAVELERS COMPANIES INC COM 89417E109 57,137 1,096,681 SH SOLE 1,096,681 TREEHOUSE FOODS INC COM 89469A104 461 10,000 SH SOLE 10,000 TRINA SOLAR LIMITED SPON ADR 89628E104 101,725 3,370,600 SH SOLE 3,370,600 TRIUMPH GROUP INC COM 896818101 2,984 40,000 SH SOLE 40,000 TUPPERWARE BRANDS CORP COM 899896104 458 10,000 SH SOLE 10,000 TW TELECOM INC COM 87311L104 49,998 2,692,400 SH SOLE 2,692,400 TYCO ELECTRONICS LTD COM H8912P106 41,287 1,412,956 SH SOLE 1,412,956 UGI CORP NEW COM 902681105 21,580 754,278 SH SOLE 754,278 UIL HLDGS CORP COM 902748102 36,517 1,296,783 SH SOLE 1,296,783 ULTRA PETROLEUM CORP COM 903914109 28,080 668,900 SH SOLE 668,900 UNDER ARMOUR INC CL A 904311107 61,175 1,358,246 SH SOLE 1,358,246 UNION PAC CORP COM 907818108 57,895 707,766 SH SOLE 707,766 UNITED PARCEL SERVICE INC CL B 911312106 93,860 1,407,400 SH SOLE 1,407,400 UNITED STATES STL CORP COM 912909108 2,192 50,000 SH SOLE 50,000 UNITED TECHNOLOGIES CORP COM 913017109 192,713 2,705,506 SH SOLE 2,705,506 UNITEDHEALTH GROUP INC COM 91324P102 86,715 2,469,803 SH SOLE 2,469,803 UNIVERSAL HLTH SVCS INC CL B 913903100 17,098 440,000 SH SOLE 440,000 UNUM GROUP COM 91529Y106 23,971 1,082,192 SH SOLE 1,082,192 US BANCORP DEL COM NEW 902973304 57,225 2,646,861 SH SOLE 2,646,861 VALERO ENERGY CORPORATION COM 91913Y100 28,904 1,650,700 SH SOLE 1,650,700 VANTAGE DRILLING COMPANY COM G93205113 2,401 1,500,535 SH SOLE 1,500,535 VEECO INSTRS INC DEL COM 922417100 11,799 338,358 SH SOLE 338,358 VENTAS INC COM 92276F100 464 9,000 SH SOLE 9,000 VERISIGN INC COM 92343E102 22,196 699,300 SH SOLE 699,300 VERISK ANALYTICS INC CL A 92345Y106 616 22,000 SH SOLE 22,000 VERIZON COMMUNICATIONS INC COM 92343V104 35,438 1,087,398 SH SOLE 1,087,398 VERTEX PHARMACEUTICALS INC COM 92532F100 48,398 1,400,000 SH SOLE 1,400,000 VIACOM INC NEW CL B 92553P201 111,042 3,068,301 SH SOLE 3,068,301 VIRGIN MEDIA INC NOTE 6.500% 11/1 92769LAB7 21,351 14,500,000 PRN SOLE 14,500,000 VISA INC COM CL A 92826C839 53,749 723,789 SH SOLE 723,789 VITAMIN SHOPPE INC COM 92849E101 52,018 1,895,000 SH SOLE 1,895,000 VMWARE INC CL A COM 928563402 5,946 70,000 SH SOLE 70,000 VOLTERRA SEMICONDUCTOR CORP COM 928708106 21,303 989,900 SH SOLE 989,900 VORNADO RLTY TR SH BEN INT 929042109 19,241 224,959 SH SOLE 224,959 VULCAN MATLS CO COM STK COM 929160109 6,631 179,598 SH SOLE 179,598 WAL MART STORES INC COM 931142103 156,409 2,922,446 SH SOLE 2,922,446 WALGREEN CO COM 931422109 36,987 1,104,097 SH SOLE 1,104,097 WALTER ENERGY INC COM 93317Q105 8,129 100,000 SH SOLE 100,000 WARNER CHILCOTT PLC IRELAND SHS A G94368100 42,636 1,900,000 SH SOLE 1,900,000 WARNER MUSIC GROUP CORP COM 934550104 912 202,700 SH SOLE 202,700 WATERS CORP COM 941848103 22,922 323,844 SH SOLE 323,844 WATSCO INC COM 942622200 11,136 200,000 SH SOLE 200,000 WEATHERFORD INTERNATIONAL LTD COM H27013103 3 200 SH SOLE 200 WEIGHT WATCHERS INTL INC NEW COM 948626106 312 10,000 SH SOLE 10,000 WELLPOINT INC COM 94973V107 38,889 686,606 SH SOLE 686,606 WELLS FARGO & CO NEW COM 949746101 201,716 8,031,688 SH SOLE 8,031,688 WESTERN DIGITAL CORP COM 958102105 9,298 327,500 SH SOLE 327,500 WESTERN UN CO COM COM 959802109 16,679 943,893 SH SOLE 943,893 WESTLAKE CHEM CORP COM 960413102 449 15,000 SH SOLE 15,000 WEYERHAEUSER CO COM 962166104 11,534 731,829 SH SOLE 731,829 WHOLE FOODS MKT INC COM 966837106 17,828 480,400 SH SOLE 480,400 WILLIAMS COS INC DEL COM 969457100 39,616 2,073,050 SH SOLE 2,073,050 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 19,797 642,334 SH SOLE 642,334 WINDSTREAM CORPORATION COM 97381W104 8,406 684,100 SH SOLE 684,100 WYNDHAM WORLDWIDE CORP COM 98310W108 6,955 253,193 SH SOLE 253,193 WYNN RESORTS LTD COM 983134107 9,224 106,300 SH SOLE 106,300 XCEL ENERGY INC COM 98389B100 8,040 350,000 SH SOLE 350,000 XEROX CORP COM 984121103 20,386 1,969,700 SH SOLE 1,969,700 XILINX INC COM 983919101 11,152 418,600 SH SOLE 418,600 XL GROUP PLC SHS G98290102 10,520 485,670 SH SOLE 485,670 YAHOO INC COM 984332106 12,841 906,200 SH SOLE 906,200 YUM BRANDS INC COM 988498101 21,188 460,000 SH SOLE 460,000 ZIONS BANCORPORATION COM 989701107 5,246 245,600 SH SOLE 245,600
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