13F-HR 1 form13fhr.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: March 31, 2007 ------------------------ 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 05/15/07 ------------------------ ------------------------------ --------- 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: 613 ------------- Form 13F Information Table Value Total: $17,449,735 ------------- (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 SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- ---------- --- ---- -------- --------- -------- -------- ------ 3M CO COM 88579Y101 12,970 169,700 SH SOLE 169,700 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1,707 102,000 SH SOLE 102,000 0 0 ABBOTT LABS COM 002824100 183,336 3,285,592 SH SOLE 3,285,592 0 0 ABIOMED INC COM 003654100 7,283 533,190 SH SOLE 533,190 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 10,910 3,388,100 SH SOLE 3,388,100 0 0 ACE LTD ORD G0070K103 50,390 883,100 SH SOLE 883,100 0 0 ADAMS RESPIRATORY THERAPEUTI COM 00635P107 36,925 1,097,973 SH SOLE 1,097,973 0 0 ADOBE SYS INC COM 00724F101 21,442 514,200 SH SOLE 514,200 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 26,792 695,000 SH SOLE 695,000 0 0 ADVANCED MAGNETICS INC COM 00753P103 47,445 787,200 SH SOLE 787,200 0 0 ADVANCED MICRO DEVICES INC COM 007903107 6,185 473,600 SH SOLE 473,600 0 0 AEROPOSTALE COM 007865108 13,075 325,000 SH SOLE 325,000 0 0 AES CORP COM 00130H105 11,474 533,200 SH SOLE 533,200 0 0 AETNA INC NEW COM 00817Y108 19,832 452,900 SH SOLE 452,900 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 5,052 85,800 SH SOLE 85,800 0 0 AFLAC INC COM 001055102 17,125 363,900 SH SOLE 363,900 0 0 AGERE SYS INC COM 00845V308 8,485 375,100 SH SOLE 375,100 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 125,570 3,727,221 SH SOLE 3,727,221 0 0 AGL RES INC COM 001204106 8,544 200,000 SH SOLE 200,000 0 0 AIR PRODS & CHEMS INC COM 009158106 40,094 542,100 SH SOLE 542,100 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 8,850 600,000 SH SOLE 600,000 0 0 ALBEMARLE CORP COM 012653101 4,134 100,000 SH SOLE 100,000 0 0 ALCOA INC COM 013817101 158,109 4,663,996 SH SOLE 4,663,996 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 85,018 1,966,200 SH SOLE 1,966,200 0 0 ALEXZA PHARMACEUTICALS INC COM 015384100 3,952 307,300 SH SOLE 307,300 0 0 ALLEGHENY ENERGY INC COM 017361106 7,961 162,000 SH SOLE 162,000 0 0 ALLERGAN INC COM 018490102 14,706 132,702 SH SOLE 132,702 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2,723 216,284 SH SOLE 216,284 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 5,352 125,200 SH SOLE 125,200 0 0 ALLSTATE CORP COM 020002101 39,129 651,500 SH SOLE 651,500 0 0 ALLTEL CORP COM 020039103 40,300 650,000 SH SOLE 650,000 0 0 ALPHATEC HOLDINGS INC COM 02081G102 3,370 802,306 SH SOLE 802,306 0 0 ALTIRIS INC COM 02148M100 1,308 39,732 SH SOLE 39,732 0 0 ALTRIA GROUP INC COM 02209S103 201,592 3,059,000 SH SOLE 3,059,000 0 0 ALTUS PHARMACEUTICALS INC COM 02216N105 1,712 112,506 SH SOLE 112,506 0 0 AMEREN CORP COM 023608102 9,054 180,000 SH SOLE 180,000 0 0 AMERICAN ELEC PWR INC COM 025537101 50,208 1,029,900 SH SOLE 1,029,900 0 0 AMERICAN EXPRESS CO COM 025816109 58,842 1,043,300 SH SOLE 1,043,300 0 0 AMERICAN INTL GROUP INC COM 026874107 166,868 2,482,419 SH SOLE 2,482,419 0 0 AMERICAN STD COS INC DEL COM 029712106 108,203 2,040,800 SH SOLE 2,040,800 0 0 AMERIPRISE FINL INC COM 03076C106 11,917 208,560 SH SOLE 208,560 0 0 AMERISOURCEBERGEN CORP COM 03073E105 8,698 164,900 SH SOLE 164,900 0 0 AMGEN INC COM 031162100 11,112 198,863 SH SOLE 198,863 0 0 ANADARKO PETE CORP COM 032511107 1,461 33,984 SH SOLE 33,984 0 0 ANALOG DEVICES INC COM 032654105 10,076 292,134 SH SOLE 292,134 0 0 ANHEUSER BUSCH COS INC COM 035229103 2,165 42,900 SH SOLE 42,900 0 0 ANNALY CAP MGMT INC COM 035710409 1,509 97,500 SH SOLE 97,500 0 0 AON CORP COM 037389103 13,430 353,800 SH SOLE 353,800 0 0 APACHE CORP COM 037411105 48,868 691,200 SH SOLE 691,200 0 0 APOLLO GROUP INC CL A 037604105 5,308 120,900 SH SOLE 120,900 0 0 APPLE INC COM 037833100 69,367 746,600 SH SOLE 746,600 0 0 APPLERA CORP COM AP BIO GRP 038020103 4,709 159,259 SH SOLE 159,259 0 0 APPLIED MATLS INC COM 038222105 13,291 725,500 SH SOLE 725,500 0 0 ARCH CAP GROUP LTD ORD G0450A105 5,335 78,210 SH SOLE 78,210 0 0 ARCH CHEMICALS INC COM 03937R102 20,914 669,900 SH SOLE 669,900 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 15,755 429,292 SH SOLE 429,292 0 0 ARMOR HOLDINGS INC COM 042260109 8,585 127,500 SH SOLE 127,500 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,626 71,300 SH SOLE 71,300 0 0 ASTEC INDS INC COM 046224101 2,286 56,800 SH SOLE 56,800 0 0 AT&T INC COM 00206R102 543,294 13,778,688 SH SOLE 13,778,688 0 0 AUTODESK INC COM 052769106 7,554 200,900 SH SOLE 200,900 0 0 AUTOLIV INC COM 052800109 11,451 200,500 SH SOLE 200,500 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 20,669 475,424 SH SOLE 475,424 0 0 AUTONATION INC COM 05329W102 2,749 129,423 SH SOLE 129,423 0 0 AVAYA INC COM 053499109 4,614 390,700 SH SOLE 390,700 0 0 AVERY DENNISON CORP COM 053611109 5,160 80,300 SH SOLE 80,300 0 0 AVON PRODS INC COM 054303102 3,219 86,400 SH SOLE 86,400 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 3,599 106,300 SH SOLE 106,300 0 0 BAKER HUGHES INC COM 057224107 42,641 644,809 SH SOLE 644,809 0 0 BALL CORP COM 058498106 4,150 90,512 SH SOLE 90,512 0 0 BANK MUTUAL CORP NEW COM 063750103 4,832 425,000 SH SOLE 425,000 0 0 BANK NEW YORK INC COM 064057102 44,200 1,090,000 SH SOLE 1,090,000 0 0 BANK OF AMERICA CORPORATION COM 060505104 237,147 4,648,111 SH SOLE 4,648,111 0 0 BARD C R INC COM 067383109 2,417 30,400 SH SOLE 30,400 0 0 BARR PHARMACEUTICALS INC COM 068306109 4,338 93,600 SH SOLE 93,600 0 0 BAXTER INTL INC COM 071813109 62,772 1,191,798 SH SOLE 1,191,798 0 0 BB&T CORP COM 054937107 19,181 467,600 SH SOLE 467,600 0 0 BEAR STEARNS COS INC COM 073902108 19,019 126,500 SH SOLE 126,500 0 0 BECTON DICKINSON & CO COM 075887109 10,342 134,500 SH SOLE 134,500 0 0 BED BATH & BEYOND INC COM 075896100 9,858 245,400 SH SOLE 245,400 0 0 BEMIS INC COM 081437105 12,521 375,000 SH SOLE 375,000 0 0 BEST BUY INC COM 086516101 115,114 2,362,775 SH SOLE 2,362,775 0 0 BIG LOTS INC COM 089302103 2,965 94,800 SH SOLE 94,800 0 0 BIOGEN IDEC INC COM 09062X103 8,568 193,063 SH SOLE 193,063 0 0 BIOMED REALTY TRUST INC COM 09063H107 21,172 805,000 SH SOLE 805,000 0 0 BIOMET INC COM 090613100 32,059 754,497 SH SOLE 754,497 0 0 BJ SVCS CO COM 055482103 6,640 238,000 SH SOLE 238,000 0 0 BJS WHOLESALE CLUB INC COM 05548J106 16,915 500,000 SH SOLE 500,000 0 0 BLOCK H & R INC COM 093671105 5,860 278,500 SH SOLE 278,500 0 0 BOEING CO COM 097023105 126,906 1,427,350 SH SOLE 1,427,350 0 0 BOSTON PROPERTIES INC COM 101121101 11,975 102,000 SH SOLE 102,000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2,429 167,074 SH SOLE 167,074 0 0 BP PLC SPONSORED ADR 055622104 52,719 814,200 SH SOLE 814,200 0 0 BRIGGS & STRATTON CORP COM 109043109 10,319 334,500 SH SOLE 334,500 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 88,810 3,199,200 SH SOLE 3,199,200 0 0 BROADCOM CORP CL A 111320107 13,213 412,000 SH SOLE 412,000 0 0 BRUNSWICK CORP COM 117043109 2,468 77,500 SH SOLE 77,500 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 25,114 312,243 SH SOLE 312,243 0 0 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 32,861 908,000 SH SOLE 908,000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,352 153,000 SH SOLE 153,000 0 0 CA INC COM 12673P105 1,219 47,042 SH SOLE 47,042 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,522 50,000 SH SOLE 50,000 0 0 CADBURY SCHWEPPES PLC ADR 127209302 50,178 976,800 SH SOLE 976,800 0 0 CAL DIVE INTL INC DEL COM 12802T101 427 35,000 SH SOLE 35,000 0 0 CAMECO CORP COM 13321L108 7,001 171,000 SH SOLE 171,000 0 0 CANADIAN NAT RES LTD COM 136385101 15,100 273,600 SH SOLE 273,600 0 0 CAPITAL ONE FINL CORP COM 14040H105 26,268 348,100 SH SOLE 348,100 0 0 CARDINAL HEALTH INC COM 14149Y108 25,630 351,341 SH SOLE 351,341 0 0 CARDIOME PHARMA CORP COM NEW 14159U202 10,250 1,009,900 SH SOLE 1,009,900 0 0 CARMIKE CINEMAS INC COM 143436400 1,508 65,000 SH SOLE 65,000 0 0 CARNIVAL CORP PAIRED CTF 143658300 18,125 386,800 SH SOLE 386,800 0 0 CATERPILLAR INC DEL COM 149123101 19,219 286,718 SH SOLE 286,718 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 5,455 159,600 SH SOLE 159,600 0 0 CBS CORP NEW CL B 124857202 20,654 675,184 SH SOLE 675,184 0 0 CELANESE CORP DEL COM SER A 150870103 76,764 2,489,100 SH SOLE 2,489,100 0 0 CELGENE CORP COM 151020104 17,360 330,922 SH SOLE 330,922 0 0 CELLCOM ISRAEL LTD SHS M2196U109 2,280 125,000 SH SOLE 125,000 0 0 CENTERPOINT ENERGY INC COM 15189T107 19,164 1,068,200 SH SOLE 1,068,200 0 0 CENTEX CORP COM 152312104 4,368 104,557 SH SOLE 104,557 0 0 CHARTER COMMUNICATIONS INC D CL A 16117M107 3,069 1,100,000 SH SOLE 1,100,000 0 0 CHEMTURA CORP COM 163893100 7,651 700,000 SH SOLE 700,000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 29,185 945,100 SH SOLE 945,100 0 0 CHEVRON CORP NEW COM 166764100 42,229 570,968 SH SOLE 570,968 0 0 CHICAGO MERCANTILE HLDGS INC CL A 167760107 16,080 30,200 SH SOLE 30,200 0 0 CHUBB CORP COM 171232101 26,672 516,200 SH SOLE 516,200 0 0 CIGNA CORP COM 125509109 12,155 85,200 SH SOLE 85,200 0 0 CINCINNATI FINL CORP COM 172062101 10,005 235,958 SH SOLE 235,958 0 0 CINTAS CORP COM 172908105 4,188 116,000 SH SOLE 116,000 0 0 CIRCOR INTL INC COM 17273K109 16,692 467,571 SH SOLE 467,571 0 0 CIRCUIT CITY STORE INC COM 172737108 2,275 122,800 SH SOLE 122,800 0 0 CISCO SYS INC COM 17275R102 133,890 5,244,400 SH SOLE 5,244,400 0 0 CIT GROUP INC COM 125581108 9,018 170,400 SH SOLE 170,400 0 0 CITIGROUP INC COM 172967101 220,119 4,287,485 SH SOLE 4,287,485 0 0 CITRIX SYS INC COM 177376100 5,000 156,100 SH SOLE 156,100 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 50,311 1,435,805 SH SOLE 1,435,805 0 0 CLOROX CO DEL COM 189054109 46,220 725,700 SH SOLE 725,700 0 0 CMS ENERGY CORP COM 125896100 16,627 934,100 SH SOLE 934,100 0 0 CNET NETWORKS INC COM 12613R104 1,742 200,000 SH SOLE 200,000 0 0 COACH INC COM 189754104 15,873 317,142 SH SOLE 317,142 0 0 COCA COLA CO COM 191216100 93,386 1,945,541 SH SOLE 1,945,541 0 0 COCA COLA ENTERPRISES INC COM 191219104 25,138 1,241,400 SH SOLE 1,241,400 0 0 COGDELL SPENCER INC COM 19238U107 4,741 225,000 SH SOLE 225,000 0 0 COGENT COMM GROUP INC COM NEW 19239V302 11,401 482,500 SH SOLE 482,500 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,857 123,000 SH SOLE 123,000 0 0 COLDWATER CREEK INC COM 193068103 10,140 500,000 SH SOLE 500,000 0 0 COLONIAL BANCGROUP INC COM 195493309 4,331 175,000 SH SOLE 175,000 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 7,894 352,565 SH SOLE 352,565 0 0 COMBINATORX INC COM 20010A103 3,953 565,500 SH SOLE 565,500 0 0 COMCAST CORP NEW CL A 20030N101 70,575 2,719,670 SH SOLE 2,719,670 0 0 COMCAST CORP NEW CL A SPL 20030N200 14,340 563,000 SH SOLE 563,000 0 0 COMERICA INC COM 200340107 8,153 137,900 SH SOLE 137,900 0 0 COMMERCE BANCORP INC NJ COM 200519106 5,411 162,100 SH SOLE 162,100 0 0 COMMERCIAL METALS CO COM 201723103 13,844 441,600 SH SOLE 441,600 0 0 COMPASS BANCSHARES INC COM 20449H109 7,740 112,500 SH SOLE 112,500 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 199 10,000 SH SOLE 10,000 0 0 COMPUTER SCIENCES CORP COM 205363104 7,731 148,300 SH SOLE 148,300 0 0 COMPUWARE CORP COM 205638109 2,682 282,600 SH SOLE 282,600 0 0 CONOCOPHILLIPS COM 20825C104 112,927 1,652,192 SH SOLE 1,652,192 0 0 CONSOL ENERGY INC COM 20854P109 5,897 150,700 SH SOLE 150,700 0 0 CONSTELLATION BRANDS INC CL A 21036P108 3,806 179,700 SH SOLE 179,700 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 52,283 601,300 SH SOLE 601,300 0 0 CONTINENTAL AIRLS INC CL B 210795308 7,278 200,000 SH SOLE 200,000 0 0 CONVERGYS CORP COM 212485106 3,024 119,000 SH SOLE 119,000 0 0 COOPER COS INC COM NEW 216648402 20,751 426,800 SH SOLE 426,800 0 0 COOPER INDS LTD CL A G24182100 16,199 360,064 SH SOLE 360,064 0 0 CORNING INC COM 219350105 60,470 2,659,200 SH SOLE 2,659,200 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 17,002 505,400 SH SOLE 505,400 0 0 COVENTRY HEALTH CARE INC COM 222862104 7,712 137,600 SH SOLE 137,600 0 0 CRESCENT REAL ESTATE EQUITIE COM 225756105 14,042 700,000 SH SOLE 700,000 0 0 CSX CORP COM 126408103 14,620 365,056 SH SOLE 365,056 0 0 CUMMINS INC COM 231021106 4,892 33,800 SH SOLE 33,800 0 0 CVS CORP COM 126650100 45,969 1,346,488 SH SOLE 1,346,488 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 966 52,100 SH SOLE 52,100 0 0 D R HORTON INC COM 23331A109 5,258 239,000 SH SOLE 239,000 0 0 DANAHER CORP DEL COM 235851102 10,976 153,618 SH SOLE 153,618 0 0 DARDEN RESTAURANTS INC COM 237194105 5,227 126,900 SH SOLE 126,900 0 0 DEAN FOODS CO NEW COM 242370104 34,732 743,100 SH SOLE 743,100 0 0 DEERE & CO COM 244199105 21,413 197,100 SH SOLE 197,100 0 0 DELIA'S INC NEW COM 246911101 5,049 550,000 SH SOLE 550,000 0 0 DELL INC COM 24702R101 44,552 1,919,500 SH SOLE 1,919,500 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 6,982 111,000 SH SOLE 111,000 0 0 DEVON ENERGY CORP NEW COM 25179M103 43,931 634,656 SH SOLE 634,656 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 37,561 464,000 SH SOLE 464,000 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 10,450 550,000 SH SOLE 550,000 0 0 DIGENE CORP COM 253752109 14,844 350,000 SH SOLE 350,000 0 0 DIGITAL RLTY TR INC COM 253868103 63,517 1,591,900 SH SOLE 1,591,900 0 0 DILLARDS INC CL A 254067101 1,682 51,400 SH SOLE 51,400 0 0 DIRECTV GROUP INC COM 25459L106 3,217 139,435 SH SOLE 139,435 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 10,522 550,000 SH SOLE 550,000 0 0 DISNEY WALT CO COM DISNEY 254687106 61,546 1,787,582 SH SOLE 1,787,582 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 4,209 490,000 SH SOLE 490,000 0 0 DOLLAR GEN CORP COM 256669102 46,245 2,186,514 SH SOLE 2,186,514 0 0 DOMINION RES INC VA NEW COM 25746U109 48,566 547,100 SH SOLE 547,100 0 0 DOMTAR CORP COM 257559104 4,722 507,143 SH SOLE 507,143 0 0 DONNELLEY R R & SONS CO COM 257867101 6,837 186,866 SH SOLE 186,866 0 0 DOW CHEM CO COM 260543103 81,168 1,769,900 SH SOLE 1,769,900 0 0 DOW JONES & CO INC COM 260561105 1,948 56,516 SH SOLE 56,516 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 7,180 234,800 SH SOLE 234,800 0 0 DRS TECHNOLOGIES INC COM 23330X100 9,570 183,439 SH SOLE 183,439 0 0 DTE ENERGY CO COM 233331107 16,967 354,222 SH SOLE 354,222 0 0 DUKE ENERGY CORP NEW COM 26441C105 2,679 132,052 SH SOLE 132,052 0 0 DYNCORP INTL INC CL A 26817C101 32,850 2,176,915 SH SOLE 2,176,915 0 0 DYNEGY INC NEW CL A 26816Q101 2,516 271,707 SH SOLE 271,707 0 0 E M C CORP MASS COM 268648102 25,309 1,827,374 SH SOLE 1,827,374 0 0 E TRADE FINANCIAL CORP COM 269246104 7,828 368,900 SH SOLE 368,900 0 0 EAGLE MATERIALS INC COM 26969P108 16,736 375,000 SH SOLE 375,000 0 0 EASTMAN CHEM CO COM 277432100 3,800 60,000 SH SOLE 60,000 0 0 EATON CORP COM 278058102 10,774 128,932 SH SOLE 128,932 0 0 EBAY INC COM 278642103 32,600 983,400 SH SOLE 983,400 0 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 15,201 350,000 SH SOLE 350,000 0 0 ECOLAB INC COM 278865100 6,698 155,772 SH SOLE 155,772 0 0 EDISON INTL COM 281020107 59,300 1,207,000 SH SOLE 1,207,000 0 0 EDO CORP COM 281347104 14,329 546,900 SH SOLE 546,900 0 0 EL PASO CORP COM 28336L109 8,705 601,600 SH SOLE 601,600 0 0 ELECTRONIC ARTS INC COM 285512109 13,602 270,100 SH SOLE 270,100 0 0 ELECTRONIC DATA SYS NEW COM 285661104 5,755 207,900 SH SOLE 207,900 0 0 EMERSON ELEC CO COM 291011104 141,732 3,289,200 SH SOLE 3,289,200 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 20,329 568,800 SH SOLE 568,800 0 0 ENERGEN CORP COM 29265N108 42,447 834,100 SH SOLE 834,100 0 0 ENERGY EAST CORP COM 29266M109 5,257 215,800 SH SOLE 215,800 0 0 ENI S P A SPONSORED ADR 26874R108 13,900 214,400 SH SOLE 214,400 0 0 ENTEGRIS INC COM 29362U104 252 23,517 SH SOLE 23,517 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 4,996 177,300 SH SOLE 177,300 0 0 ENTERGY CORP NEW COM 29364G103 19,830 189,000 SH SOLE 189,000 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,503 375,000 SH SOLE 375,000 0 0 EOG RES INC COM 26875P101 33,730 472,800 SH SOLE 472,800 0 0 EQUIFAX INC COM 294429105 3,878 106,400 SH SOLE 106,400 0 0 EQUITABLE RES INC COM 294549100 2,416 50,000 SH SOLE 50,000 0 0 EVEREST RE GROUP LTD COM G3223R108 3,871 40,250 SH SOLE 40,250 0 0 SCRIPPS E W CO OHIO CL A 811054204 3,222 72,118 SH SOLE 72,118 0 0 EXELON CORP COM 30161N101 40,065 583,100 SH SOLE 583,100 0 0 EXPRESS SCRIPTS INC COM 302182100 9,436 116,900 SH SOLE 116,900 0 0 EXXON MOBIL CORP COM 30231G102 342,583 4,540,528 SH SOLE 4,540,528 0 0 FAMILY DLR STORES INC COM 307000109 3,895 131,500 SH SOLE 131,500 0 0 FEDERATED INVS INC PA CL B 314211103 2,798 76,200 SH SOLE 76,200 0 0 FEDERAL HOME LN MTG CORP COM 313400301 35,643 599,144 SH SOLE 599,144 0 0 FEDERAL NATL MTG ASSN COM 313586109 46,284 847,994 SH SOLE 847,994 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 17,473 387,848 SH SOLE 387,848 0 0 FEDEX CORP COM 31428X106 28,856 268,604 SH SOLE 268,604 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 6,360 139,904 SH SOLE 139,904 0 0 FIFTH THIRD BANCORP COM 316773100 7,591 196,200 SH SOLE 196,200 0 0 FIRST DATA CORP COM 319963104 17,786 661,193 SH SOLE 661,193 0 0 FIRST HORIZON NATL CORP COM 320517105 307 7,400 SH SOLE 7,400 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 11,025 300,000 SH SOLE 300,000 0 0 FIRSTENERGY CORP COM 337932107 18,547 280,000 SH SOLE 280,000 0 0 FISERV INC COM 337738108 7,844 147,825 SH SOLE 147,825 0 0 FLUOR CORP NEW COM 343412102 6,705 74,727 SH SOLE 74,727 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 5,545 5,000 SH SOLE 5,000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 9,046 1,146,500 SH SOLE 1,146,500 0 0 FOREST LABS INC COM 345838106 14,136 274,800 SH SOLE 274,800 0 0 FORTUNE BRANDS INC COM 349631101 17,238 218,700 SH SOLE 218,700 0 0 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 4,818 60,000 SH SOLE 60,000 0 0 FPL GROUP INC COM 302571104 47,890 782,900 SH SOLE 782,900 0 0 FRANKLIN RES INC COM 354613101 22,245 184,100 SH SOLE 184,100 0 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 25,811 389,949 SH SOLE 389,949 0 0 GANNETT INC COM 364730101 13,245 235,308 SH SOLE 235,308 0 0 GAP INC DEL COM 364760108 7,880 457,900 SH SOLE 457,900 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 4,400 1,050,000 SH SOLE 1,050,000 0 0 GENERAL DYNAMICS CORP COM 369550108 36,588 478,900 SH SOLE 478,900 0 0 GENERAL ELECTRIC CO COM 369604103 279,358 7,900,402 SH SOLE 7,900,402 0 0 GENERAL MLS INC COM 370334104 88,925 1,527,400 SH SOLE 1,527,400 0 0 GENERAL MTRS CORP COM 370442105 15,170 495,119 SH SOLE 495,119 0 0 GENEVA ACQUISITION CORP UNIT 99/99/9999 37185Y203 5,833 961,000 SH SOLE 961,000 0 0 GENLYTE GROUP INC COM 372302109 17,182 243,549 SH SOLE 243,549 0 0 GENUINE PARTS CO COM 372460105 7,313 149,243 SH SOLE 149,243 0 0 GENWORTH FINL INC COM CL A 37247D106 19,745 565,100 SH SOLE 565,100 0 0 GENZYME CORP COM 372917104 13,715 228,500 SH SOLE 228,500 0 0 GIANT INDS INC COM 374508109 757 10,000 SH SOLE 10,000 0 0 GILEAD SCIENCES INC COM 375558103 50,500 658,840 SH SOLE 658,840 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 5,404 200,000 SH SOLE 200,000 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 22,258 809,396 SH SOLE 809,396 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 85,028 411,500 SH SOLE 411,500 0 0 GOODMAN GLOBAL INC COM 38239A100 26,923 1,527,955 SH SOLE 1,527,955 0 0 GOODRICH CORP COM 382388106 20,321 394,737 SH SOLE 394,737 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 4,921 157,790 SH SOLE 157,790 0 0 GOOGLE INC CL A 38259P508 113,166 247,000 SH SOLE 247,000 0 0 GRACO INC COM 384109104 482 12,298 SH SOLE 12,298 0 0 GRAINGER W W INC COM 384802104 5,204 67,375 SH SOLE 67,375 0 0 GRIFFON CORP COM 398433102 990 40,000 SH SOLE 40,000 0 0 HANSEN MEDICAL INC COM 411307101 6,630 350,800 SH SOLE 350,800 0 0 HARMAN INTL INDS INC COM 413086109 133,446 1,388,900 SH SOLE 1,388,900 0 0 HARRAHS ENTMT INC COM 413619107 48,052 569,000 SH SOLE 569,000 0 0 HARRIS & HARRIS GROUP INC COM 413833104 6,224 481,734 SH SOLE 481,734 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 42,581 445,500 SH SOLE 445,500 0 0 HASBRO INC COM 418056107 4,055 141,672 SH SOLE 141,672 0 0 HEINZ H J CO COM 423074103 8,152 173,014 SH SOLE 173,014 0 0 HERBALIFE LTD COM USD SHS G4412G101 9,410 240,100 SH SOLE 240,100 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 2,945 250,000 SH SOLE 250,000 0 0 HEWLETT PACKARD CO COM 428236103 109,238 2,721,436 SH SOLE 2,721,436 0 0 HIGHLAND HOSPITALITY CORP COM 430141101 14,240 800,000 SH SOLE 800,000 0 0 HILTON HOTELS CORP COM 432848109 12,230 340,101 SH SOLE 340,101 0 0 HOLOGIC INC COM 436440101 54,706 949,097 SH SOLE 949,097 0 0 HOME DEPOT INC COM 437076102 77,970 2,122,200 SH SOLE 2,122,200 0 0 HONDA MOTOR LTD AMERN SHS 438128308 30,347 870,300 SH SOLE 870,300 0 0 HONEYWELL INTL INC COM 438516106 208,996 4,537,472 SH SOLE 4,537,472 0 0 HOSPIRA INC COM 441060100 5,587 136,600 SH SOLE 136,600 0 0 HOST HOTELS & RESORTS INC COM 44107P104 11,971 455,000 SH SOLE 455,000 0 0 HUBBELL INC CL A 443510102 35,681 767,000 SH SOLE 767,000 0 0 HUBBELL INC CL B 443510201 88,183 1,828,004 SH SOLE 1,828,004 0 0 HUDSON CITY BANCORP COM 443683107 1,829 133,700 SH SOLE 133,700 0 0 HUMANA INC COM 444859102 8,326 143,500 SH SOLE 143,500 0 0 HUNTINGTON BANCSHARES INC COM 446150104 17,076 781,500 SH SOLE 781,500 0 0 IAC INTERACTIVECORP COM NEW 44919P300 1,210 32,100 SH SOLE 32,100 0 0 IDEX CORP COM 45167R104 36,216 711,786 SH SOLE 711,786 0 0 IMS HEALTH INC COM 449934108 5,075 171,096 SH SOLE 171,096 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 22,761 524,819 SH SOLE 524,819 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,395 285,000 SH SOLE 285,000 0 0 INTEL CORP COM 458140100 103,412 5,405,728 SH SOLE 5,405,728 0 0 INTERFACE INC CL A 458665106 35,170 2,199,484 SH SOLE 2,199,484 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 121,759 1,291,732 SH SOLE 1,291,732 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 11,767 291,400 SH SOLE 291,400 0 0 INTERPUBLIC GROUP COS INC COM 460690100 15,157 1,231,300 SH SOLE 1,231,300 0 0 INTL PAPER CO COM 460146103 14,421 396,182 SH SOLE 396,182 0 0 INTRALASE CORP COM 461169104 2,877 115,164 SH SOLE 115,164 0 0 INTUIT COM 461202103 8,246 301,400 SH SOLE 301,400 0 0 INVESTORS FINL SERVICES CORP COM 461915100 17,736 305,000 SH SOLE 305,000 0 0 ISIS PHARMACEUTICALS INC COM 464330109 2,318 250,000 SH SOLE 250,000 0 0 ITC HLDGS CORP COM 465685105 26,576 613,900 SH SOLE 613,900 0 0 JABIL CIRCUIT INC COM 466313103 3,468 162,000 SH SOLE 162,000 0 0 JANUS CAP GROUP INC COM 47102X105 3,469 165,900 SH SOLE 165,900 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,715 178,262 SH SOLE 178,262 0 0 JOHNSON & JOHNSON COM 478160104 117,348 1,947,354 SH SOLE 1,947,354 0 0 JOHNSON CTLS INC COM 478366107 16,275 172,006 SH SOLE 172,006 0 0 JONES APPAREL GROUP INC COM 480074103 2,947 95,900 SH SOLE 95,900 0 0 JP MORGAN CHASE & CO COM 46625H100 120,863 2,498,207 SH SOLE 2,498,207 0 0 KB HOME COM 48666K109 2,876 67,400 SH SOLE 67,400 0 0 KELLOGG CO COM 487836108 98,761 1,920,300 SH SOLE 1,920,300 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 15,517 1,475,000 SH SOLE 1,475,000 0 0 KEYSPAN CORP COM 49337W100 5,959 144,800 SH SOLE 144,800 0 0 KIMBERLY CLARK CORP COM 494368103 11,408 166,563 SH SOLE 166,563 0 0 KINDER MORGAN INC KANS COM 49455P101 43,618 409,750 SH SOLE 409,750 0 0 KING PHARMACEUTICALS INC COM 495582108 4,180 212,500 SH SOLE 212,500 0 0 KLA-TENCOR CORP COM 482480100 9,235 173,200 SH SOLE 173,200 0 0 KOHLS CORP COM 500255104 21,757 284,000 SH SOLE 284,000 0 0 KRAFT FOODS INC CL A 50075N104 5,743 181,400 SH SOLE 181,400 0 0 KROGER CO COM 501044101 17,730 627,600 SH SOLE 627,600 0 0 KRONOS WORLDWIDE INC COM 50105F105 318 9,800 SH SOLE 9,800 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 54,354 621,400 SH SOLE 621,400 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,169 57,400 SH SOLE 57,400 0 0 LAM RESEARCH CORP COM 512807108 7,622 161,000 SH SOLE 161,000 0 0 LEGG MASON INC COM 524901105 10,504 111,500 SH SOLE 111,500 0 0 LEHMAN BROS HLDGS INC COM 524908100 22,198 316,800 SH SOLE 316,800 0 0 LENNAR CORP CL A 526057104 5,096 120,739 SH SOLE 120,739 0 0 LENNOX INTL INC COM 526107107 4,982 139,557 SH SOLE 139,557 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 24,400 4,000,000 SH SOLE 4,000,000 0 0 LEXMARK INTL NEW CL A 529771107 4,905 83,900 SH SOLE 83,900 0 0 LIBERTY GLOBAL INC COM SER A 530555101 13,172 400,000 SH SOLE 400,000 0 0 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 6,312 265,000 SH SOLE 265,000 0 0 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 15,561 140,713 SH SOLE 140,713 0 0 LILLY ELI & CO COM 532457108 45,879 854,200 SH SOLE 854,200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 29,780 500,000 SH SOLE 500,000 0 0 LINCOLN NATL CORP IND COM 534187109 4,542 67,003 SH SOLE 67,003 0 0 LOEWS CORP COM 540424108 17,863 393,200 SH SOLE 393,200 0 0 LOEWS CORP CAROLNA GP STK 540424207 33,488 442,900 SH SOLE 442,900 0 0 LOWES COS INC COM 548661107 63,081 2,003,200 SH SOLE 2,003,200 0 0 LSI LOGIC CORP COM 502161102 3,289 315,000 SH SOLE 315,000 0 0 MAGNA INTL INC CL A 559222401 4,319 57,500 SH SOLE 57,500 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 990 1,000 SH SOLE 1,000 0 0 MANOR CARE INC NEW COM 564055101 3,452 63,500 SH SOLE 63,500 0 0 MARATHON OIL CORP COM 565849106 30,165 305,222 SH SOLE 305,222 0 0 MARRIOTT INTL INC NEW CL A 571903202 14,287 291,800 SH SOLE 291,800 0 0 MARSH & MCLENNAN COS INC COM 571748102 8,368 285,700 SH SOLE 285,700 0 0 MARSHALL & ILSLEY CORP COM 571834100 10,206 220,384 SH SOLE 220,384 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 543 31,900 SH SOLE 31,900 0 0 MASSEY ENERGY CORP COM 576206106 1,116 46,500 SH SOLE 46,500 0 0 MATTEL INC COM 577081102 9,480 343,842 SH SOLE 343,842 0 0 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 10,279 403,400 SH SOLE 403,400 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 8,232 280,000 SH SOLE 280,000 0 0 MAXYGEN INC COM 577776107 8,920 800,000 SH SOLE 800,000 0 0 MBIA INC COM 55262C100 26,137 399,100 SH SOLE 399,100 0 0 MCDONALDS CORP COM 580135101 47,442 1,053,090 SH SOLE 1,053,090 0 0 MCGRAW HILL COS INC COM 580645109 19,197 305,300 SH SOLE 305,300 0 0 MCKESSON CORP COM 58155Q103 15,026 256,672 SH SOLE 256,672 0 0 MEADWESTVACO CORP COM 583334107 4,926 159,722 SH SOLE 159,722 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 237 10,500 SH SOLE 10,500 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 18,462 254,541 SH SOLE 254,541 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 2,035 250,000 SH SOLE 250,000 0 0 MEDTRONIC INC COM 585055106 108,408 2,209,700 SH SOLE 2,209,700 0 0 MELLON FINL CORP COM 58551A108 12,222 283,300 SH SOLE 283,300 0 0 MEMC ELECTR MATLS INC COM 552715104 29,939 494,200 SH SOLE 494,200 0 0 MERCK & CO INC COM 589331107 90,487 2,048,600 SH SOLE 2,048,600 0 0 MEREDITH CORP COM 589433101 809 14,100 SH SOLE 14,100 0 0 MERRILL LYNCH & CO INC COM 590188108 64,209 786,200 SH SOLE 786,200 0 0 METLIFE INC COM 59156R108 54,707 866,300 SH SOLE 866,300 0 0 MGI PHARMA INC COM 552880106 120,752 5,373,900 SH SOLE 5,373,900 0 0 MGIC INVT CORP WIS COM 552848103 3,936 66,800 SH SOLE 66,800 0 0 MICRON TECHNOLOGY INC COM 595112103 7,980 660,600 SH SOLE 660,600 0 0 MICRONETICS INC DEL COM 595125105 242 30,500 SH SOLE 30,500 0 0 MICROSOFT CORP 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SEMICONDUCTOR CORP COM 637640103 5,987 248,000 SH SOLE 248,000 0 0 NCR CORP NEW COM 62886E108 33,999 711,730 SH SOLE 711,730 0 0 NETWORK APPLIANCE INC COM 64120L104 16,284 445,900 SH SOLE 445,900 0 0 NEW YORK TIMES CO CL A 650111107 4,032 171,500 SH SOLE 171,500 0 0 NEWELL RUBBERMAID INC COM 651229106 21,440 689,617 SH SOLE 689,617 0 0 NEWMARKET CORP COM 651587107 4,067 100,000 SH SOLE 100,000 0 0 NEWMONT MINING CORP COM 651639106 16,435 391,400 SH SOLE 391,400 0 0 NEWS CORP CL A 65248E104 47,435 2,051,701 SH SOLE 2,051,701 0 0 NEXSTAR BROADCASTING GROUP I CL A 65336K103 254 26,400 SH SOLE 26,400 0 0 NIKE INC CL B 654106103 17,301 162,817 SH SOLE 162,817 0 0 NISOURCE INC COM 65473P105 5,792 237,000 SH SOLE 237,000 0 0 NOBLE CORPORATION SHS G65422100 49,781 632,700 SH SOLE 632,700 0 0 NORFOLK SOUTHERN CORP COM 655844108 17,564 347,106 SH SOLE 347,106 0 0 NORTHROP GRUMMAN CORP COM 666807102 43,426 585,100 SH SOLE 585,100 0 0 NOVELIS INC COM 67000X106 30,436 690,000 SH SOLE 690,000 0 0 NOVELL INC COM 670006105 2,113 292,700 SH SOLE 292,700 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 2,478 150,000 SH SOLE 150,000 0 0 NUCOR CORP COM 670346105 2,208 33,900 SH SOLE 33,900 0 0 NVIDIA CORP COM 67066G104 16,822 584,500 SH SOLE 584,500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 40,977 831,000 SH SOLE 831,000 0 0 OFFICE DEPOT INC COM 676220106 19,021 541,300 SH SOLE 541,300 0 0 OFFICEMAX INC DEL COM 67622P101 3,462 65,635 SH SOLE 65,635 0 0 OLIN CORP COM PAR $1 680665205 5,663 334,279 SH SOLE 334,279 0 0 OM GROUP INC COM 670872100 8,172 182,900 SH SOLE 182,900 0 0 OMNICOM GROUP INC COM 681919106 7,341 71,700 SH SOLE 71,700 0 0 OMNOVA SOLUTIONS INC COM 682129101 2,659 487,000 SH SOLE 487,000 0 0 OMRIX BIOPHARMACEUTICALS INC COM 681989109 12,265 320,479 SH SOLE 320,479 0 0 ORACLE CORP COM 68389X105 54,112 2,984,689 SH SOLE 2,984,689 0 0 ORMAT TECHNOLOGIES INC COM 686688102 12,185 290,400 SH SOLE 290,400 0 0 OWENS ILL INC COM NEW 690768403 5,154 200,000 SH SOLE 200,000 0 0 PACCAR INC COM 693718108 925 12,600 SH SOLE 12,600 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 84,059 4,035,483 SH SOLE 4,035,483 0 0 PACTIV CORP COM 695257105 3,879 114,979 SH SOLE 114,979 0 0 PALL CORP COM 696429307 4,014 105,634 SH SOLE 105,634 0 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 2,315 500,000 SH SOLE 500,000 0 0 PARKER HANNIFIN CORP COM 701094104 23,413 271,270 SH SOLE 271,270 0 0 PATTERSON COMPANIES INC COM 703395103 4,234 119,300 SH SOLE 119,300 0 0 PAXAR CORP COM 704227107 2,870 100,000 SH SOLE 100,000 0 0 PAYCHEX INC COM 704326107 11,079 292,546 SH SOLE 292,546 0 0 PEABODY ENERGY CORP COM 704549104 9,420 234,100 SH SOLE 234,100 0 0 PEOPLES BK BRIDGEPORT CONN COM 710198102 3,330 75,000 SH SOLE 75,000 0 0 PEPSICO INC COM 713448108 144,923 2,280,098 SH SOLE 2,280,098 0 0 PERKINELMER INC COM 714046109 70,541 2,912,500 SH SOLE 2,912,500 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 43,370 485,400 SH SOLE 485,400 0 0 PFIZER INC COM 717081103 99,598 3,942,894 SH SOLE 3,942,894 0 0 PHARMION CORP COM 71715B409 2,873 109,300 SH SOLE 109,300 0 0 PIER 1 IMPORTS INC COM 720279108 6,910 1,000,000 SH SOLE 1,000,000 0 0 PINNACLE WEST CAP CORP COM 723484101 4,825 100,000 SH SOLE 100,000 0 0 PITNEY BOWES INC COM 724479100 8,701 191,696 SH SOLE 191,696 0 0 PLANETOUT INC COM 727058109 307 91,200 SH SOLE 91,200 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 22,418 698,800 SH SOLE 698,800 0 0 PLUM CREEK TIMBER CO INC COM 729251108 30,521 774,254 SH SOLE 774,254 0 0 PMC-SIERRA INC COM 69344F106 100,900 14,393,700 SH SOLE 14,393,700 0 0 PNC FINL SVCS GROUP INC COM 693475105 50,904 707,300 SH SOLE 707,300 0 0 PPG INDS INC COM 693506107 6,506 92,540 SH SOLE 92,540 0 0 PPL CORP COM 69351T106 41,145 1,006,000 SH SOLE 1,006,000 0 0 PRICE T ROWE GROUP INC COM 74144T108 10,948 232,000 SH SOLE 232,000 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5,855 97,800 SH SOLE 97,800 0 0 PROCTER & GAMBLE CO COM 742718109 226,478 3,585,789 SH SOLE 3,585,789 0 0 PROGRESS ENERGY INC COM 743263105 10,663 211,400 SH SOLE 211,400 0 0 PROLOGIS SH BEN INT 743410102 14,278 219,900 SH SOLE 219,900 0 0 PRUDENTIAL FINL INC COM 744320102 46,917 519,800 SH SOLE 519,800 0 0 PUBLIC STORAGE INC COM 74460D109 6,390 67,500 SH SOLE 67,500 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 43,061 518,558 SH SOLE 518,558 0 0 PULTE HOMES INC COM 745867101 4,922 186,011 SH SOLE 186,011 0 0 QLOGIC CORP COM 747277101 2,295 135,000 SH SOLE 135,000 0 0 QUALCOMM INC COM 747525103 51,501 1,207,250 SH SOLE 1,207,250 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3,346 67,100 SH SOLE 67,100 0 0 QUESTAR CORP COM 748356102 25,068 281,000 SH SOLE 281,000 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 599 570,600 SH SOLE 570,600 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 31,198 3,470,300 SH SOLE 3,470,300 0 0 RAYTHEON CO COM NEW 755111507 28,339 540,200 SH SOLE 540,200 0 0 REALOGY CORP COM 75605E100 18,810 635,256 SH SOLE 635,256 0 0 REGAL BELOIT CORP COM 758750103 27,976 603,198 SH SOLE 603,198 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 707 20,000 SH SOLE 20,000 0 0 RETAIL VENTURES INC COM 76128Y102 8,620 409,500 SH SOLE 409,500 0 0 REYNOLDS AMERICAN INC COM 761713106 9,692 155,300 SH SOLE 155,300 0 0 ROBERT HALF INTL INC COM 770323103 5,337 144,200 SH SOLE 144,200 0 0 ROWAN COS INC COM 779382100 9,812 302,200 SH SOLE 302,200 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 27,956 419,700 SH SOLE 419,700 0 0 RYDER SYS INC COM 783549108 2,595 52,600 SH SOLE 52,600 0 0 SABRE HLDGS CORP CL A 785905100 13,555 413,900 SH SOLE 413,900 0 0 SAFEWAY INC COM NEW 786514208 14,009 382,340 SH SOLE 382,340 0 0 SANDISK CORP COM 80004C101 8,699 198,600 SH SOLE 198,600 0 0 SANMINA SCI CORP COM 800907107 1,638 452,600 SH SOLE 452,600 0 0 SAVVIS INC COM NEW 805423308 10,294 215,000 SH SOLE 215,000 0 0 SCHERING PLOUGH CORP COM 806605101 66,249 2,597,000 SH SOLE 2,597,000 0 0 SCHLUMBERGER LTD COM 806857108 54,070 782,484 SH SOLE 782,484 0 0 SCHWAB CHARLES CORP NEW COM 808513105 16,285 890,375 SH SOLE 890,375 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 1,237 28,100 SH SOLE 28,100 0 0 SEARS HLDGS CORP COM 812350106 12,745 70,740 SH SOLE 70,740 0 0 SELECTICA INC COM 816288104 1,961 1,010,990 SH SOLE 1,010,990 0 0 SEMCO ENERGY INC COM 78412D109 988 129,600 SH SOLE 129,600 0 0 SEMPRA ENERGY COM 816851109 26,228 429,900 SH SOLE 429,900 0 0 SERVICEMASTER CO COM 81760N109 3,078 200,000 SH SOLE 200,000 0 0 SHERWIN WILLIAMS CO COM 824348106 8,314 125,900 SH SOLE 125,900 0 0 SHIRE PLC SPONSORED ADR 82481R106 31,544 509,600 SH SOLE 509,600 0 0 SHOE PAVILION INC COM 824894109 3,100 500,000 SH SOLE 500,000 0 0 SIGMA ALDRICH CORP COM 826552101 4,800 115,607 SH SOLE 115,607 0 0 SIMON PPTY GROUP INC NEW COM 828806109 22,617 203,300 SH SOLE 203,300 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 773 50,000 SH SOLE 50,000 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 8,328 300,000 SH SOLE 300,000 0 0 SKY FINL GROUP INC COM 83080P103 7,051 262,500 SH SOLE 262,500 0 0 SLM CORP COM 78442P106 14,679 358,900 SH SOLE 358,900 0 0 SMITH INTL INC COM 832110100 23,991 499,300 SH SOLE 499,300 0 0 SMITHFIELD FOODS INC COM 832248108 46,273 1,545,000 SH SOLE 1,545,000 0 0 SNAP ON INC COM 833034101 2,381 49,500 SH SOLE 49,500 0 0 SOLECTRON CORP COM 834182107 2,448 777,300 SH SOLE 777,300 0 0 SONY CORP ADR NEW 835699307 10,098 200,000 SH SOLE 200,000 0 0 SOUTHERN CO COM 842587107 24,006 655,000 SH SOLE 655,000 0 0 SOUTHWEST AIRLS CO COM 844741108 9,993 679,780 SH SOLE 679,780 0 0 SOVEREIGN BANCORP INC COM 845905108 7,909 310,900 SH SOLE 310,900 0 0 SPECTRA ENERGY CORP COM 847560109 35,886 1,366,026 SH SOLE 1,366,026 0 0 SPECTRUM BRANDS INC COM 84762L105 24,297 3,838,400 SH SOLE 3,838,400 0 0 SPRINT NEXTEL CORP COM FON 852061100 48,273 2,546,018 SH SOLE 2,546,018 0 0 ST JUDE MED INC COM 790849103 19,095 507,700 SH SOLE 507,700 0 0 STANDARD PAC CORP NEW COM 85375C101 5,218 250,000 SH SOLE 250,000 0 0 STAPLES INC COM 855030102 16,209 627,300 SH SOLE 627,300 0 0 STARBUCKS CORP COM 855244109 20,484 653,200 SH SOLE 653,200 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 12,185 187,900 SH SOLE 187,900 0 0 STATE STR CORP COM 857477103 16,162 249,600 SH SOLE 249,600 0 0 STRYKER CORP COM 863667101 1,890 28,500 SH SOLE 28,500 0 0 SUNOCO INC COM 86764P109 11,742 166,700 SH SOLE 166,700 0 0 SUNPOWER CORP COM CL A 867652109 678 14,900 SH SOLE 14,900 0 0 SUNTRUST BKS INC COM 867914103 22,961 276,504 SH SOLE 276,504 0 0 SUPERVALU INC COM 868536103 6,991 178,944 SH SOLE 178,944 0 0 SWITCH & DATA FACILITIES COM COM 871043105 2,283 126,000 SH SOLE 126,000 0 0 SYMANTEC CORP COM 871503108 13,983 808,259 SH SOLE 808,259 0 0 SYNOVUS FINL CORP COM 87161C105 9,133 282,400 SH SOLE 282,400 0 0 SYSCO CORP COM 871829107 18,398 543,824 SH SOLE 543,824 0 0 TALBOTS INC COM 874161102 4,724 200,000 SH SOLE 200,000 0 0 TARGET CORP COM 87612E106 43,926 741,243 SH SOLE 741,243 0 0 TCF FINL CORP COM 872275102 11,018 418,000 SH SOLE 418,000 0 0 TECO ENERGY INC COM 872375100 4,203 244,200 SH SOLE 244,200 0 0 TEKTRONIX INC COM 879131100 1,749 62,100 SH SOLE 62,100 0 0 TELLABS INC COM 879664100 3,786 382,400 SH SOLE 382,400 0 0 TEMPLE INLAND INC COM 879868107 5,499 92,047 SH SOLE 92,047 0 0 TEREX CORP NEW COM 880779103 6,305 87,867 SH SOLE 87,867 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 12,304 309,600 SH SOLE 309,600 0 0 TEXAS INSTRS INC COM 882508104 38,031 1,263,500 SH SOLE 1,263,500 0 0 TEXTRON INC COM 883203101 42,626 474,672 SH SOLE 474,672 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 16,465 352,195 SH SOLE 352,195 0 0 TIFFANY & CO NEW COM 886547108 5,329 117,175 SH SOLE 117,175 0 0 TIME WARNER INC COM 887317105 78,050 3,957,910 SH SOLE 3,957,910 0 0 TIME WARNER TELECOM INC CL A 887319101 54,154 2,607,330 SH SOLE 2,607,330 0 0 TJX COS INC NEW COM 872540109 193,243 7,167,764 SH SOLE 7,167,764 0 0 TOTAL S A SPONSORED ADR 89151E109 46,411 665,100 SH SOLE 665,100 0 0 TRANSOCEAN INC ORD G90078109 21,842 267,350 SH SOLE 267,350 0 0 TRAVELERS COMPANIES INC COM 89417E109 35,913 693,695 SH SOLE 693,695 0 0 TREEHOUSE FOODS INC COM 89469A104 10,735 352,300 SH SOLE 352,300 0 0 TRIDENT MICROSYSTEMS INC COM 895919108 33,139 1,652,000 SH SOLE 1,652,000 0 0 TWEETER HOME ENTMT GROUP INC COM 901167106 2,765 1,707,062 SH SOLE 1,707,062 0 0 TXU CORP COM 873168108 121,957 1,902,600 SH SOLE 1,902,600 0 0 TYCO INTL LTD NEW COM 902124106 54,414 1,724,700 SH SOLE 1,724,700 0 0 UNITED STATES STL CORP NEW COM 912909108 6,089 61,400 SH SOLE 61,400 0 0 UMPQUA HLDGS CORP COM 904214103 6,779 253,223 SH SOLE 253,223 0 0 UNILEVER N V N Y SHS NEW 904784709 13,272 454,200 SH SOLE 454,200 0 0 UNION PAC CORP COM 907818108 24,040 236,733 SH SOLE 236,733 0 0 UNISYS CORP COM 909214108 2,457 291,500 SH SOLE 291,500 0 0 UNITED PARCEL SERVICE INC CL B 911312106 65,417 933,200 SH SOLE 933,200 0 0 UNITEDHEALTH GROUP INC COM 91324P102 62,796 1,185,500 SH SOLE 1,185,500 0 0 UNUM GROUP COM 91529Y106 4,476 194,374 SH SOLE 194,374 0 0 URBAN OUTFITTERS INC COM 917047102 52,815 1,992,251 SH SOLE 1,992,251 0 0 US BANCORP DEL COM NEW 902973304 53,305 1,524,312 SH SOLE 1,524,312 0 0 V F CORP COM 918204108 6,236 75,474 SH SOLE 75,474 0 0 VALERO ENERGY CORP NEW COM 91913Y100 29,143 451,900 SH SOLE 451,900 0 0 VENOCO INC COM 92275P307 2,233 125,000 SH SOLE 125,000 0 0 VENTAS INC COM 92276F100 31,387 745,000 SH SOLE 745,000 0 0 VERISIGN INC COM 92343E102 5,325 212,000 SH SOLE 212,000 0 0 VERIZON COMMUNICATIONS COM 92343V104 139,024 3,666,241 SH SOLE 3,666,241 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 119,170 4,250,000 SH SOLE 4,250,000 0 0 VIACOM INC NEW CL B 92553P201 42,537 1,034,701 SH SOLE 1,034,701 0 0 VIRGIN MEDIA INC COM 92769L101 10,504 416,000 SH SOLE 416,000 0 0 VOLCANO CORPORATION COM 928645100 9,896 549,474 SH SOLE 549,474 0 0 VORNADO RLTY TR SH BEN INT 929042109 13,426 112,500 SH SOLE 112,500 0 0 VULCAN MATLS CO COM 929160109 9,589 82,321 SH SOLE 82,321 0 0 WACHOVIA CORP 2ND NEW COM 929903102 90,996 1,652,962 SH SOLE 1,652,962 0 0 WAL MART STORES INC COM 931142103 48,029 1,022,992 SH SOLE 1,022,992 0 0 WALGREEN CO COM 931422109 39,741 865,997 SH SOLE 865,997 0 0 WASHINGTON MUT INC COM 939322103 23,994 594,193 SH SOLE 594,193 0 0 WASTE MGMT INC DEL COM 94106L109 15,857 460,827 SH SOLE 460,827 0 0 WATERS CORP COM 941848103 5,117 88,221 SH SOLE 88,221 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 12,826 284,400 SH SOLE 284,400 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 5,761 125,000 SH SOLE 125,000 0 0 WELLPOINT INC COM 94973V107 43,470 536,000 SH SOLE 536,000 0 0 WELLS FARGO & CO NEW COM 949746101 103,367 3,002,230 SH SOLE 3,002,230 0 0 WENDYS INTL INC COM 950590109 2,376 75,900 SH SOLE 75,900 0 0 WESTERN UN CO COM 959802109 14,818 675,093 SH SOLE 675,093 0 0 WET SEAL INC CL A 961840105 4,585 700,000 SH SOLE 700,000 0 0 WEYERHAEUSER CO COM 962166104 13,818 184,886 SH SOLE 184,886 0 0 WHEELING PITTSBURGH CORP COM NEW 963142302 7,546 318,547 SH SOLE 318,547 0 0 WHOLE FOODS MKT INC COM 966837106 5,552 123,800 SH SOLE 123,800 0 0 WILLIAMS COS INC DEL COM 969457100 32,278 1,134,150 SH SOLE 1,134,150 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 3,012 76,100 SH SOLE 76,100 0 0 WILMINGTON TRUST CORP COM 971807102 11,175 265,000 SH SOLE 265,000 0 0 WYETH COM 983024100 112,883 2,256,300 SH SOLE 2,256,300 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 5,812 170,193 SH SOLE 170,193 0 0 XEROX CORP COM 984121103 10,924 646,800 SH SOLE 646,800 0 0 XILINX INC COM 983919101 682 26,500 SH SOLE 26,500 0 0 XTO ENERGY INC COM 98385X106 28,251 515,433 SH SOLE 515,433 0 0 YAHOO INC COM 984332106 28,565 912,900 SH SOLE 912,900 0 0 YUM BRANDS INC COM 988498101 13,279 229,900 SH SOLE 229,900 0 0 ZIMMER HLDGS INC COM 98956P102 17,680 207,000 SH SOLE 207,000 0 0 ZIONS BANCORPORATION COM 989701107 24,595 291,000 SH SOLE 291,000 0 0 SUNPOWER P55 SEP07 Put Option US 8676528UK 13,650 30,000 SH PUT SOLE 30,000 0 0 EATON CORP P60 APR07 Put Option US 2780588PL 167,120 200,000 SH PUT SOLE 200,000 0 0 TEXAS IND P55 APR07 Put Option US 8824918PK 60,200 200,000 SH PUT SOLE 200,000 0 0 CSX CORP P40 AUG07 Put Option US 1264088TH 120,150 300,000 SH PUT SOLE 300,000 0 0 VERTEX PHARM P25 APR07 Put Option US 92532F8PE 701,000 2,500,000 SH PUT SOLE 2,500,000 0 0 KODIAK OIL & GAS CORP COM 50015Q100 42,542 826,500 SH SOLE 826,500 0 0