13F-HR 1 p09-1690form13fhr.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: June 30, 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 8/14/09 ------------------------ ------------------------------ --------- 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: 660 ------------- Form 13F Information Table Value Total: $ 15,400,806 ------------- (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
Form 13F INFORMATION TABLE 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 2,055 34,200 SH SOLE 34,200 A C MOORE ARTS & CRAFTS INC COM 00086T103 4,700 1,250,000 SH SOLE 1,250,000 AARONS INC COM 002535201 6,710 225,000 SH SOLE 225,000 ABBOTT LABS COM 002824100 120,502 2,561,692 SH SOLE 2,561,692 ABERCROMBIE & FITCH CO CL A 002896207 2,902 114,300 SH SOLE 114,300 ACE LTD SHS H0023R105 31,223 705,929 SH SOLE 705,929 ACTIVISION BLIZZARD INC COM 00507V109 29,581 2,342,200 SH SOLE 2,342,200 ACUITY BRANDS INC COM 00508Y102 11,887 423,796 SH SOLE 423,796 ADOBE SYS INC COM 00724F101 14,094 498,000 SH SOLE 498,000 ADVANCE AUTO PARTS INC COM 00751Y106 24,894 600,000 SH SOLE 600,000 ADVANCED MICRO DEVICES INC COM 007903107 2,766 714,600 SH SOLE 714,600 AES CORP COM 00130H105 10,179 876,770 SH SOLE 876,770 AETNA INC NEW COM 00817Y108 22,152 884,300 SH SOLE 884,300 AFFILIATED COMPUTER SERVICES CL A 008190100 5,748 129,400 SH SOLE 129,400 AFFILIATED MANAGERS GROUP COM 008252108 1,164 20,000 SH SOLE 20,000 AFLAC INC COM 001055102 16,805 540,516 SH SOLE 540,516 AGILENT TECHNOLOGIES INC COM 00846U101 9,173 451,614 SH SOLE 451,614 AIR PRODS & CHEMS INC COM 009158106 25,319 392,000 SH SOLE 392,000 AK STL HLDG CORP COM 001547108 2,861 149,100 SH SOLE 149,100 AKAMAI TECHNOLOGIES INC COM 00971T101 3,082 160,700 SH SOLE 160,700 ALBEMARLE CORP COM 012653101 61,890 2,420,420 SH SOLE 2,420,420 ALBERTO CULVER CO NEW COM 013078100 13,174 518,061 SH SOLE 518,061 ALCOA INC COM 013817101 11,859 1,148,000 SH SOLE 1,148,000 ALEXION PHARMACEUTICALS INC COM 015351109 12,458 303,032 SH SOLE 303,032 ALEXZA PHARMACEUTICALS INC COM 015384100 1,009 425,900 SH SOLE 425,900 ALLEGHENY ENERGY INC COM 017361106 5,615 218,900 SH SOLE 218,900 ALLERGAN INC COM 018490102 18,941 398,079 SH SOLE 398,079 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 20,684 506,591 SH SOLE 506,591 ALLOS THERAPEUTICS INC COM 019777101 8,953 1,080,000 SH SOLE 1,080,000 ALLSTATE CORP COM 020002101 7,493 307,102 SH SOLE 307,102 ALPHATEC HOLDINGS INC COM 02081G102 672 202,306 SH SOLE 202,306 ALTERA CORP COM 021441100 12,540 769,800 SH SOLE 769,800 ALTRIA GROUP INC COM 02209S103 52,710 3,216,000 SH SOLE 3,216,000 AMAG PHARMACEUTICALS INC COM 00163U106 117,148 2,142,821 SH SOLE 2,142,821 AMAZON COM INC COM 023135106 22,951 274,342 SH SOLE 274,342 AMDOCS LTD ORD G02602103 1,414 65,900 SH SOLE 65,900 AMEREN CORP COM 023608102 6,838 274,730 SH SOLE 274,730 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 36,175 2,552,900 SH SOLE 2,552,900 AMERICAN ELEC PWR INC COM 025537101 60,248 2,085,423 SH SOLE 2,085,423 AMERICAN EXPRESS CO COM 025816109 34,948 1,503,800 SH SOLE 1,503,800 AMERICAN INTL GROUP INC COM 026874107 3,195 2,754,619 SH SOLE 2,754,619 AMERICAN TOWER INC CL A 029912201 40,768 1,293,000 SH SOLE 1,293,000 AMERICAN WTR WKS CO INC NEW COM 030420103 31,723 1,660,000 SH SOLE 1,660,000 AMERIPRISE FINL INC COM 03076C106 8,840 364,238 SH SOLE 364,238 AMERISOURCEBERGEN CORP COM 03073E105 7,026 396,038 SH SOLE 396,038 AMGEN INC COM 031162100 65,072 1,229,160 SH SOLE 1,229,160 AMPHENOL CORP NEW CL A 032095101 6,684 211,256 SH SOLE 211,256 ANADARKO PETE CORP COM 032511107 43,569 959,884 SH SOLE 959,884 ANADYS PHARMACEUTICALS INC COM 03252Q408 5,384 2,894,500 SH SOLE 2,894,500 ANALOG DEVICES INC COM 032654105 2,825 114,000 SH SOLE 114,000 ANNTAYLOR STORES CORP COM 036115103 10,619 1,330,728 SH SOLE 1,330,728 ANSYS INC COM 03662Q105 5,387 172,900 SH SOLE 172,900 AON CORP COM 037389103 515 13,600 SH SOLE 13,600 APACHE CORP COM 037411105 64,690 896,600 SH SOLE 896,600 APARTMENT INVT & MGMT CO CL A 03748R101 1,350 152,498 SH SOLE 152,498 APOLLO GROUP INC CL A 037604105 9,886 139,000 SH SOLE 139,000 APPLE INC COM 037833100 175,203 1,230,100 SH SOLE 1,230,100 APPLIED MATERIALS INC COM 038222105 26,856 2,439,200 SH SOLE 2,439,200 ARCHER DANIELS MIDLAND CO COM 039483102 7,198 268,892 SH SOLE 268,892 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 18,388 507,250 SH SOLE 507,250 ARCSIGHT INC COM 039666102 8,419 473,796 SH SOLE 473,796 ARGO GROUP INTL HLDGS LTD COM G0464B107 3,256 115,377 SH SOLE 115,377 ASSURANT INC COM 04621X108 19,458 807,741 SH SOLE 807,741 AT&T INC COM 00206R102 229,977 9,258,338 SH SOLE 9,258,338 ATLAS AMER INC COM 049167109 2,234 125,000 SH SOLE 125,000 AUTODESK INC COM 052769106 941 49,600 SH SOLE 49,600 AUTOLIV INC UNIT 99/99/9999 052800208 3,302 80,000 SH SOLE 80,000 AUTOLIV INC COM 052800109 5,754 200,000 SH SOLE 200,000 AUTOMATIC DATA PROCESSING IN COM 053015103 23,015 649,400 SH SOLE 649,400 AUTONATION INC COM 05329W102 2,370 136,581 SH SOLE 136,581 AVALONBAY CMNTYS INC COM 053484101 5,721 102,282 SH SOLE 102,282 AVON PRODS INC COM 054303102 13,605 527,740 SH SOLE 527,740 AXIS CAPITAL HOLDINGS SHS G0692U109 10,503 401,177 SH SOLE 401,177 BAKER HUGHES INC COM 057224107 13,745 377,209 SH SOLE 377,209 BALDOR ELEC CO COM 057741100 7,778 326,951 SH SOLE 326,951 BALL CORP COM 058498106 5,139 113,800 SH SOLE 113,800 BANK OF AMERICA CORPORATION COM 060505104 146,767 11,118,699 SH SOLE 11,118,699 BANK OF NEW YORK MELLON CORP COM 064058100 45,001 1,535,342 SH SOLE 1,535,342 BARD C R INC COM 067383109 2,345 31,500 SH SOLE 31,500 BAXTER INTL INC COM 071813109 115,485 2,180,598 SH SOLE 2,180,598 BB&T CORP COM 054937107 6,965 316,900 SH SOLE 316,900 BEACON ROOFING SUPPLY INC COM 073685109 625 43,237 SH SOLE 43,237 BECTON DICKINSON & CO COM 075887109 31,505 441,800 SH SOLE 441,800 BED BATH & BEYOND INC COM 075896100 10,414 338,677 SH SOLE 338,677 BEST BUY INC COM 086516101 15,014 448,308 SH SOLE 448,308 BIO RAD LABS INC CL A 090572207 4,636 61,414 SH SOLE 61,414 BIOGEN IDEC INC COM 09062X103 11,409 252,691 SH SOLE 252,691 BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,805 500,000 SH SOLE 500,000 BJ SVCS CO COM 055482103 4,142 303,900 SH SOLE 303,900 BLACK & DECKER CORP COM 091797100 2,092 73,000 SH SOLE 73,000 BLOCK H & R INC COM 093671105 7,523 436,600 SH SOLE 436,600 BLUE COAT SYSTEMS INC COM NEW 09534T508 18,053 1,091,500 SH SOLE 1,091,500 BMC SOFTWARE INC COM 055921100 19,466 576,100 SH SOLE 576,100 BOEING CO COM 097023105 7,152 168,275 SH SOLE 168,275 BORDERS GROUP INC COM 099709107 3,956 1,075,000 SH SOLE 1,075,000 BOSTON PROPERTIES INC COM 101121101 8,551 179,256 SH SOLE 179,256 BOSTON SCIENTIFIC CORP COM 101137107 30,007 2,959,300 SH SOLE 2,959,300 BP PLC SPONSORED ADR 055622104 7,309 153,300 SH SOLE 153,300 BRADY CORP CL A 104674106 23,741 945,093 SH SOLE 945,093 BRISTOL MYERS SQUIBB CO COM 110122108 107,574 5,296,600 SH SOLE 5,296,600 BROADCOM CORP CL A 111320107 23,511 948,400 SH SOLE 948,400 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 9,439 1,204,000 SH SOLE 1,204,000 BROWN FORMAN CORP CL B 115637209 6,654 154,813 SH SOLE 154,813 BUCYRUS INTL INC NEW COM 118759109 12,015 420,700 SH SOLE 420,700 BURLINGTON NORTHERN SANTA FE CCOM 12189T104 26,911 365,943 SH SOLE 365,943 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,599 222,400 SH SOLE 222,400 CA INC COM 12673P105 14,638 839,800 SH SOLE 839,800 CABOT OIL & GAS CORP COM 127097103 3,634 118,600 SH SOLE 118,600 CADBURY PLC SPONS ADR 12721E102 17,683 514,039 SH SOLE 514,039 CADENCE DESIGN SYSTEMS INC COM 127387108 1,328 225,000 SH SOLE 225,000 CAMECO CORP COM 13321L108 10,240 400,000 SH SOLE 400,000 CAMERON INTERNATIONAL CORP COM 13342B105 9,611 339,600 SH SOLE 339,600 CAPITAL ONE FINL CORP COM 14040H105 12,858 587,655 SH SOLE 587,655 CARDINAL HEALTH INC COM 14149Y108 4,664 152,668 SH SOLE 152,668 CARDIOME PHARMA CORP COM NEW 14159U202 29,202 7,850,000 SH SOLE 7,850,000 CARLISLE COS INC COM 142339100 55,294 2,300,069 SH SOLE 2,300,069 CARNIVAL CORP PAIRED CTF 143658300 14,836 575,700 SH SOLE 575,700 CARRIZO OIL & GAS INC COM 144577103 343 20,000 SH SOLE 20,000 CATERPILLAR INC DEL COM 149123101 17,476 528,950 SH SOLE 528,950 CB RICHARD ELLIS GROUP INC CL A 12497T101 2,720 290,600 SH SOLE 290,600 CBS CORP NEW CL B 124857202 7,913 1,143,500 SH SOLE 1,143,500 CEC ENTMT INC COM 125137109 6,338 215,000 SH SOLE 215,000 CELANESE CORP DEL COM SER A 150870103 228,457 9,619,215 SH SOLE 9,619,215 CELANESE CORP DEL PFD 4.25% CONV 150870202 25,329 801,340 SH SOLE 801,340 CELGENE CORP COM 151020104 27,043 565,282 SH SOLE 565,282 CENTERPOINT ENERGY INC COM 15189T107 24,056 2,171,130 SH SOLE 2,171,130 CENTEX CORP COM 152312104 1,597 188,772 SH SOLE 188,772 CEPHALON INC COM 156708109 5,495 97,000 SH SOLE 97,000 CEPHEID COM 15670R107 2,826 300,000 SH SOLE 300,000 CF INDS HLDGS INC COM 125269100 4,597 62,000 SH SOLE 62,000 CHARLES SCHWAB CORP NEW COM 808513105 22,268 1,269,575 SH SOLE 1,269,575 CHECK POINT SOFTWARE TECH LT ORD M22465104 16,990 723,900 SH SOLE 723,900 CHESAPEAKE ENERGY CORP COM 165167107 19,459 981,300 SH SOLE 981,300 CHEVRON CORP NEW COM 166764100 179,926 2,715,868 SH SOLE 2,715,868 CHUBB CORP COM 171232101 2,259 56,639 SH SOLE 56,639 CIENA CORP COM NEW 171779309 1,236 119,400 SH SOLE 119,400 CIGNA CORP COM 125509109 8,229 341,600 SH SOLE 341,600 CINTAS CORP COM 172908105 3,808 166,700 SH SOLE 166,700 CIRCOR INTL INC COM 17273K109 3,297 139,635 SH SOLE 139,635 CISCO SYS INC COM 17275R102 141,637 7,594,500 SH SOLE 7,594,500 CIT GROUP INC COM 125581108 1,092 507,900 SH SOLE 507,900 CITIGROUP INC COM 172967101 17,047 5,739,700 SH PUT SOLE 5,739,700 CITIGROUP INC COM 172967101 815 274,485 SH SOLE 274,485 CITRIX SYS INC COM 177376100 1,438 45,100 SH SOLE 45,100 CKX INC COM 12562M106 3,001 422,024 SH SOLE 422,024 CLOROX CO DEL COM 189054109 54,646 978,797 SH SOLE 978,797 CME GROUP INC COM 12572Q105 25,668 82,500 SH SOLE 82,500 CMS ENERGY CORP COM 125896100 56,933 4,713,000 SH SOLE 4,713,000 CNA FINL CORP COM 126117100 945 61,098 SH SOLE 61,098 COACH INC COM 189754104 37,874 1,409,000 SH SOLE 1,409,000 COCA COLA CO COM 191216100 93,880 1,956,241 SH SOLE 1,956,241 COCA COLA ENTERPRISES INC COM 191219104 41,879 2,515,268 SH SOLE 2,515,268 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 23,242 870,500 SH SOLE 870,500 COLGATE PALMOLIVE CO COM 194162103 28,614 404,492 SH SOLE 404,492 COMBINATORX INC COM 20010A103 933 1,165,500 SH SOLE 1,165,500 COMCAST CORP NEW CL A 20030N101 55,085 3,809,470 SH SOLE 3,809,470 COMERICA INC COM 200340107 4,122 194,909 SH SOLE 194,909 COMPUWARE CORP COM 205638109 6,105 890,000 SH SOLE 890,000 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 9,505 298,153 SH SOLE 298,153 CONAGRA FOODS INC COM 205887102 15,883 833,331 SH SOLE 833,331 CONNS INC COM 208242107 2,511 200,832 SH SOLE 200,832 CONOCOPHILLIPS COM 20825C104 77,403 1,840,292 SH SOLE 1,840,292 CONSOL ENERGY INC COM 20854P109 14,728 433,700 SH SOLE 433,700 CONSTELLATION BRANDS INC CL A 21036P108 3,365 265,400 SH SOLE 265,400 CONSTELLATION ENERGY GROUP I COM 210371100 73,603 2,769,113 SH SOLE 2,769,113 CONVERGYS CORP COM 212485106 1,469 158,300 SH SOLE 158,300 CORNING INC COM 219350105 32,756 2,039,600 SH SOLE 2,039,600 COSTCO WHSL CORP NEW COM 22160K105 35,177 768,400 SH SOLE 768,400 COUGAR BIOTECHNOLOGY INC COM 222083107 87,931 2,046,809 SH SOLE 2,046,809 COVENTRY HEALTH CARE INC COM 222862104 3,755 200,669 SH SOLE 200,669 COVIDIEN PLC SHS G2554F105 35,756 955,025 SH SOLE 955,025 CROWN CASTLE INTL INC COM 228227104 25,393 1,057,152 SH SOLE 1,057,152 CROWN HOLDINGS INC COM 228368106 66,015 2,734,670 SH SOLE 2,734,670 CSX CORP COM 126408103 17,770 513,156 SH SOLE 513,156 CUMMINS INC COM 231021106 458 13,000 SH SOLE 13,000 CVS CAREMARK CORPORATION COM 126650100 86,237 2,705,888 SH SOLE 2,705,888 D R HORTON INC COM 23331A109 3,347 357,600 SH SOLE 357,600 DANAHER CORP DEL COM 235851102 6,098 98,773 SH SOLE 98,773 DARDEN RESTAURANTS INC COM 237194105 2,586 78,400 SH SOLE 78,400 DAVITA INC COM 23918K108 16,559 334,800 SH SOLE 334,800 DEAN FOODS CO NEW COM 242370104 18,041 940,108 SH SOLE 940,108 DEERE & CO COM 244199105 21,566 539,820 SH SOLE 539,820 DELIA'S INC NEW COM 246911101 1,129 474,540 SH SOLE 474,540 DELL INC COM 24702R101 22,023 1,604,000 SH SOLE 1,604,000 DELTA AIR LINES INC DEL COM NEW 247361702 11,934 2,061,074 SH SOLE 2,061,074 DENBURY RES INC COM NEW 247916208 991 67,300 SH SOLE 67,300 DENDREON CORP COM 24823Q107 10,000 400,000 SH SOLE 400,000 DEVON ENERGY CORP NEW COM 25179M103 29,138 534,656 SH SOLE 534,656 DEVRY INC DEL COM 251893103 4,043 80,800 SH SOLE 80,800 DICKS SPORTING GOODS INC COM 253393102 35,690 2,075,000 SH SOLE 2,075,000 DIRECTV GROUP INC COM 25459L106 4,714 190,800 SH SOLE 190,800 DISCOVER FINL SVCS COM 254709108 6,356 618,858 SH SOLE 618,858 DISH NETWORK CORP CL A 25470M109 1,621 100,000 SH SOLE 100,000 DISNEY WALT CO COM DISNEY 254687106 64,213 2,752,382 SH SOLE 2,752,382 DOMINION RES INC VA NEW COM 25746U109 25,570 765,100 SH SOLE 765,100 DOVER CORP COM 260003108 76,405 2,309,012 SH SOLE 2,309,012 DOW CHEM CO COM 260543103 37,735 2,338,000 SH SOLE 2,338,000 DR PEPPER SNAPPLE GROUP INC COM 26138E109 48,359 2,282,200 SH SOLE 2,282,200 DTE ENERGY CO COM 233331107 7,014 219,172 SH SOLE 219,172 DU PONT E I DE NEMOURS & CO COM 263534109 6,849 267,314 SH SOLE 267,314 DUN & BRADSTREET CORP DEL NE COM 26483E100 5,490 67,600 SH SOLE 67,600 DYNEGY INC DEL CL A 26817G102 1,256 553,171 SH SOLE 553,171 E M C CORP MASS COM 268648102 34,724 2,650,674 SH SOLE 2,650,674 E TRADE FINANCIAL CORP COM 269246104 1,685 1,305,900 SH SOLE 1,305,900 EAGLE MATERIALS INC COM 26969P108 50,738 2,010,202 SH SOLE 2,010,202 EASTMAN KODAK CO COM 277461109 964 325,690 SH SOLE 325,690 EBAY INC COM 278642103 24,236 1,414,800 SH SOLE 1,414,800 ECOLAB INC COM 278865100 8,512 218,300 SH SOLE 218,300 EDISON INTL COM 281020107 13,531 430,100 SH SOLE 430,100 EL PASO CORP COM 28336L109 8,432 913,519 SH SOLE 913,519 ELECTRONIC ARTS INC COM 285512109 9,366 431,200 SH SOLE 431,200 EMBARQ CORP COM 29078E105 7,360 175,000 SH SOLE 175,000 EMCOR GROUP INC COM 29084Q100 22,427 1,114,668 SH SOLE 1,114,668 EMERSON ELEC CO COM 291011104 21,514 664,014 SH SOLE 664,014 ENCORE ACQUISITION CO COM 29255W100 463 15,000 SH SOLE 15,000 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 19,568 667,861 SH SOLE 667,861 ENERGIZER HOLDINGS INC COM 29266R108 35,978 688,700 SH SOLE 688,700 ENSCO INTL INC COM 26874Q100 9,007 258,300 SH SOLE 258,300 ENTERGY CORP NEW COM 29364G103 19,186 247,502 SH SOLE 247,502 EOG RES INC COM 26875P101 21,076 310,300 SH SOLE 310,300 EPIQ SYS INC COM 26882D109 1,076 70,000 SH SOLE 70,000 EQT CORP COM 26884L109 5,917 169,500 SH SOLE 169,500 EQUIFAX INC COM 294429105 4,254 163,000 SH SOLE 163,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 7,975 358,733 SH SOLE 358,733 EURAND N V SHS N31010106 7,197 553,642 SH SOLE 553,642 EVEREST RE GROUP LTD COM G3223R108 5,096 71,208 SH SOLE 71,208 EXELON CORP COM 30161N101 44,196 863,025 SH SOLE 863,025 EXPEDIA INC DEL COM 30212P105 4,023 266,200 SH SOLE 266,200 EXPEDITORS INTL WASH INC COM 302130109 9,163 274,800 SH SOLE 274,800 EXPRESS SCRIPTS INC COM 302182100 36,238 527,100 SH SOLE 527,100 EXXON MOBIL CORP COM 30231G102 453,997 6,494,028 SH SOLE 6,494,028 FACET BIOTECH CORP SHS 30303Q103 2,323 250,000 SH SOLE 250,000 FEDERATED INVS INC PA CL B 314211103 2,763 114,700 SH SOLE 114,700 FEDEX CORP COM 31428X106 22,616 406,604 SH SOLE 406,604 FIDELITY NATIONAL FINANCIAL CL A 31620R105 5,906 436,512 SH SOLE 436,512 FIDELITY NATL INFORMATION SV COM 31620M106 3,910 195,904 SH SOLE 195,904 FIFTH THIRD BANCORP COM 316773100 7,925 1,116,200 SH SOLE 1,116,200 FIRST AMERN CORP CALIF COM 318522307 6,393 246,750 SH SOLE 246,750 FIRST FINL BANCORP OH COM 320209109 263 35,000 SH SOLE 35,000 FIRST HORIZON NATL CORP COM 320517105 1,490 124,201 SH SOLE 124,201 FIRST SOLAR INC COM 336433107 10,219 63,000 SH SOLE 63,000 FIRSTENERGY CORP COM 337932107 15,489 399,704 SH SOLE 399,704 FISERV INC COM 337738108 9,110 199,325 SH SOLE 199,325 FLOWERS FOODS INC COM 343498101 655 30,000 SH SOLE 30,000 FMC TECHNOLOGIES INC COM 30249U101 4,363 116,100 SH SOLE 116,100 FORD MTR CO DEL COM PAR $.01 345370860 25,592 4,216,115 SH SOLE 4,216,115 FORTUNE BRANDS INC COM 349631101 8,104 233,263 SH SOLE 233,263 FOUNDATION COAL HLDS INC COM 35039W100 7,919 281,700 SH SOLE 281,700 FRANKLIN ELEC INC COM 353514102 6,643 256,272 SH SOLE 256,272 FRANKLIN RES INC COM 354613101 18,928 262,857 SH SOLE 262,857 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1,986 25,000 SH SOLE 25,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,017 20,300 SH SOLE 20,300 FREIGHTCAR AMER INC COM 357023100 5,043 300,000 SH SOLE 300,000 FRONTIER COMMUNICATIONS CORP COM 35906A108 2,769 387,818 SH SOLE 387,818 GALLAGHER ARTHUR J & CO COM 363576109 6,581 308,408 SH SOLE 308,408 GAMESTOP CORP NEW CL A 36467W109 42,466 1,929,400 SH SOLE 1,929,400 GANNETT CO INC COM 364730101 1,112 311,500 SH SOLE 311,500 GAP INC DEL COM 364760108 9,901 603,700 SH SOLE 603,700 GARDNER DENVER INC COM 365558105 25,209 1,001,563 SH SOLE 1,001,563 GENERAL DYNAMICS CORP COM 369550108 25,270 456,222 SH SOLE 456,222 GENERAL ELECTRIC CO COM 369604103 146,290 12,482,061 SH SOLE 12,482,061 GENERAL MLS INC COM 370334104 3,204 57,200 SH SOLE 57,200 GENOPTIX INC COM 37243V100 8,753 273,603 SH SOLE 273,603 GENTEX CORP COM 371901109 25,517 2,199,745 SH SOLE 2,199,745 GENUINE PARTS CO COM 372460105 6,864 204,529 SH SOLE 204,529 GENWORTH FINL INC COM CL A 37247D106 3,052 436,560 SH SOLE 436,560 GENZYME CORP COM 372917104 19,551 351,197 SH SOLE 351,197 GILEAD SCIENCES INC COM 375558103 88,454 1,888,431 SH SOLE 1,888,431 GLOBAL CROSSING LTD SHS NEW G3921A175 17,798 1,938,786 SH SOLE 1,938,786 GOLDMAN SACHS GROUP INC COM 38141G104 98,814 670,200 SH SOLE 670,200 GOODRICH CORP COM 382388106 928 18,581 SH SOLE 18,581 GOOGLE INC CL A 38259P508 131,304 311,450 SH SOLE 311,450 GRACE W R & CO DEL NEW COM 38388F108 28,414 2,297,000 SH SOLE 2,297,000 GREAT PLAINS ENERGY INC COM 391164100 44,941 2,890,076 SH SOLE 2,890,076 GREAT PLAINS ENERGY INC UNIT 06/14/2042 391164803 575 10,000 SH SOLE 10,000 GT SOLAR INTL INC COM 3623E0209 12,769 2,395,771 SH SOLE 2,395,771 HAEMONETICS CORP COM 405024100 11,400 200,000 SH SOLE 200,000 HALLIBURTON CO COM 406216101 22,672 1,095,272 SH SOLE 1,095,272 HANOVER INS GROUP INC COM 410867105 9,432 247,485 SH SOLE 247,485 HANSEN MEDICAL INC COM 411307101 6,422 1,300,000 SH SOLE 1,300,000 HANSEN NAT CORP COM 411310105 2,160 70,000 SH SOLE 70,000 HARLEY DAVIDSON INC COM 412822108 5,002 308,600 SH SOLE 308,600 HARMAN INTL INDS INC COM 413086109 1,692 90,000 SH SOLE 90,000 HARRIS & HARRIS GROUP INC COM 413833104 1,380 236,669 SH SOLE 236,669 HARRIS CORP DELL COM 413875105 5,681 200,319 SH SOLE 200,319 HARTFORD FINL SVCS GROUP INC COM 416515104 5,978 503,594 SH SOLE 503,594 HASBRO INC COM 418056107 3,824 157,772 SH SOLE 157,772 HAWAIIAN ELEC INDUSTRIES COM 419870100 22,110 1,160,000 SH SOLE 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289,000 SH SOLE 289,000 LOCKHEED MARTIN CORP COM 539830109 71,329 884,421 SH SOLE 884,421 LOEWS CORP COM 540424108 11,359 414,586 SH SOLE 414,586 LORILLARD INC COM 544147101 14,426 212,869 SH SOLE 212,869 LOWES COS INC COM 548661107 37,642 1,939,301 SH SOLE 1,939,301 LSI CORPORATION COM 502161102 3,784 829,900 SH SOLE 829,900 M & T BK CORP COM 55261F104 5,042 99,000 SH SOLE 99,000 MAGNA INTL INC CL A 559222401 4,224 100,000 SH SOLE 100,000 MANDKIND CORP NOTE 3.750%12/1 56400PAA0 616 1,000,000 PRN SOLE 1,000,000 MANITOWOC INC COM 563571108 829 157,635 SH SOLE 157,635 MARATHON OIL CORP COM 565849106 18,793 623,744 SH SOLE 623,744 MARRIOTT INTL INC NEW CL A 571903202 8,458 383,245 SH SOLE 383,245 MARSH & MCLENNAN COS INC COM 571748102 14,072 699,067 SH SOLE 699,067 MARSHALL & ILSLEY CORP NEW COM 571837103 1,692 352,400 SH SOLE 352,400 MARTIN MARIETTA MATLS INC COM 573284106 37,311 473,010 SH SOLE 473,010 MASCO CORP COM 574599106 922 96,200 SH SOLE 96,200 MASSEY ENERGY CORP COM 576206106 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74144T108 10,988 263,700 SH SOLE 263,700 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,381 391,751 SH SOLE 391,751 PRIVATEBANCORP INC COM 742962103 289 13,000 SH SOLE 13,000 PROCTER & GAMBLE CO COM 742718109 172,283 3,371,489 SH SOLE 3,371,489 PROLOGIS SH BEN INT 743410102 4,551 564,598 SH SOLE 564,598 PROSHARES TR PSHS BASIC MTRL 74347R651 1,890 100,000 SH SOLE 100,000 PROTECTIVE LIFE CORP COM 743674103 3,787 331,036 SH SOLE 331,036 PRUDENTIAL FINL INC COM 744320102 22,495 604,381 SH SOLE 604,381 PSYCHIATRIC SOLUTIONS INC COM 74439H108 13,644 600,000 SH SOLE 600,000 PUBLIC STORAGE COM 74460D109 10,797 164,892 SH SOLE 164,892 PUBLIC SVC ENTERPRISE GROUP COM 744573106 21,642 663,249 SH SOLE 663,249 PULTE HOMES INC COM 745867101 2,279 258,096 SH SOLE 258,096 QLOGIC CORP COM 747277101 2,048 161,500 SH SOLE 161,500 QUALCOMM INC COM 747525103 105,065 2,324,450 SH SOLE 2,324,450 QUANEX BUILDING PRODUCTS COR COM 747619104 9,280 827,053 SH SOLE 827,053 QUANTA SVCS INC COM 74762E102 5,961 257,700 SH SOLE 257,700 QUEST DIAGNOSTICS INC COM 74834L100 9,435 167,200 SH SOLE 167,200 QUESTAR CORP COM 748356102 8,056 259,375 SH SOLE 259,375 RADIOSHACK CORP COM 750438103 2,263 162,139 SH SOLE 162,139 RAYTHEON CO COM NEW 755111507 126,402 2,844,972 SH SOLE 2,844,972 RBC BEARINGS INC COM 75524B104 780 38,127 SH SOLE 38,127 REGAL BELOIT CORP COM 758750103 34,755 875,000 SH SOLE 875,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 7,329 1,814,155 SH SOLE 1,814,155 REINSURANCE GROUP AMER INC COM NEW 759351604 3,367 96,439 SH SOLE 96,439 REPUBLIC SVCS INC COM 760759100 26,233 1,074,671 SH SOLE 1,074,671 REYNOLDS AMERICAN INC COM 761713106 8,520 220,600 SH SOLE 220,600 RIGEL PHARMACEUTICALS INC COM NEW 766559603 7,583 625,707 SH SOLE 625,707 RITE AID CORP COM 767754104 3,020 2,000,000 SH SOLE 2,000,000 ROBERT HALF INTL INC COM 770323103 4,552 192,700 SH SOLE 192,700 RYDER SYS INC COM 783549108 1,980 70,900 SH SOLE 70,900 SAFEWAY INC COM NEW 786514208 11,261 552,840 SH SOLE 552,840 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COM 82967N108 593 1,380,000 SH SOLE 1,380,000 SLM CORP COM 78442P106 1,204 117,300 SH SOLE 117,300 SMART BALANCE INC COM 83169Y108 50,008 7,343,302 SH SOLE 7,343,302 SMITH INTL INC COM 832110100 15,097 586,300 SH SOLE 586,300 SMUCKER J M CO COM NEW 832696405 21,463 441,084 SH SOLE 441,084 SNAP ON INC COM 833034101 2,119 73,722 SH SOLE 73,722 SOLARWINDS INC COM 83416B109 2,902 176,000 SH SOLE 176,000 SOLUTIA INC COM NEW 834376501 7,769 1,348,795 SH SOLE 1,348,795 SONUS NETWORKS INC COM 835916107 1,369 850,000 SH SOLE 850,000 SOURCEFIRE INC COM 83616T108 838 67,600 SH SOLE 67,600 SOUTHERN CO COM 842587107 8,993 288,600 SH SOLE 288,600 SOUTHERN UN CO NEW COM 844030106 11,034 600,000 SH SOLE 600,000 SOUTHWEST AIRLS CO COM 844741108 6,599 980,680 SH SOLE 980,680 SOUTHWESTERN ENERGY CO COM 845467109 16,383 421,700 SH SOLE 421,700 SPDR GOLD TRUST GOLD SHS 78463V107 2,735 30,000 SH SOLE 30,000 SPECTRA ENERGY CORP COM 847560109 14,455 854,300 SH SOLE 854,300 SPRINT NEXTEL CORP COM SER 1 852061100 12,025 2,500,000 SH CALL SOLE 2,500,000 SPX CORP COM 784635104 11,018 224,999 SH SOLE 224,999 ST JUDE MED INC COM 790849103 36,160 879,800 SH SOLE 879,800 STAPLES INC COM 855030102 18,890 936,100 SH SOLE 936,100 STARBUCKS CORP COM 855244109 18,260 1,314,589 SH SOLE 1,314,589 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,433 244,700 SH SOLE 244,700 STATE AUTO FINL CORP COM 855707105 1,418 81,000 SH SOLE 81,000 STATE STR CORP COM 857477103 29,387 622,600 SH SOLE 622,600 STEEL DYNAMICS INC COM 858119100 8,510 575,000 SH SOLE 575,000 STEIN MART INC COM 858375108 9,443 1,065,800 SH SOLE 1,065,800 SUN HEALTHCARE GROUP INC COM NEW 866933401 2,610 309,193 SH SOLE 309,193 SUN MICROSYSTEMS INC COM 866810203 1,844 200,000 SH CALL SOLE 200,000 SUN MICROSYSTEMS INC COM 866810203 27,368 2,968,300 SH SOLE 2,968,300 SUNTRUST BKS INC COM 867914103 10,186 619,218 SH SOLE 619,218 SUPERVALU INC COM 868536103 3,678 284,044 SH SOLE 284,044 SYMANTEC CORP COM 871503108 30,028 1,927,359 SH SOLE 1,927,359 SYNAPTICS INC COM 87157D109 6,609 171,000 SH SOLE 171,000 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 10,625 865,983 SH SOLE 865,983 SYSCO CORP COM 871829107 15,055 669,707 SH SOLE 669,707 TALBOTS INC COM 874161102 14,775 2,736,165 SH SOLE 2,736,165 TARGET CORP COM 87612E106 74,243 1,880,986 SH SOLE 1,880,986 TCF FINL CORP COM 872275102 468 35,000 SH SOLE 35,000 TECO ENERGY INC COM 872375100 3,331 279,238 SH SOLE 279,238 TECK RESOURCES LTD CL B 878742204 16,695 900,000 SH SOLE 900,000 TELEFLEX INC COM 879369106 44,018 981,871 SH SOLE 981,871 TELLABS INC COM 879664100 2,995 522,700 SH SOLE 522,700 TENET HEALTHCARE CORP COM 88033G100 1,543 547,287 SH SOLE 547,287 TENNECO INC COM 880349105 6,583 621,048 SH SOLE 621,048 TERADATA CORP DEL COM 88076W103 4,627 197,500 SH SOLE 197,500 TERADYNE INC COM 880770102 1,557 226,900 SH SOLE 226,900 TERRA INDS INC COM 880915103 29,008 1,197,696 SH SOLE 1,197,696 TESSERA TECHNOLOGIES INC COM 88164L100 92,624 3,662,500 SH SOLE 3,662,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 46,504 942,525 SH SOLE 942,525 TEXAS INSTRS INC COM 882508104 21,828 1,024,800 SH SOLE 1,024,800 TEXTRON INC COM 883203101 3,355 347,346 SH SOLE 347,346 TEXTRON INC NOTE 4.500% 5/0 883203BN0 2,970 3,000,000 SH SOLE 3,000,000 THERMO FISHER SCIENTIFIC INC COM 883556102 117,861 2,890,886 SH SOLE 2,890,886 THORATEC CORP COM NEW 885175307 13,768 514,093 SH SOLE 514,093 TIBCO SOFTWARE INC COM 88632Q103 1,434 200,000 SH SOLE 200,000 TIFFANY & CO NEW COM 886547108 4,047 159,578 SH SOLE 159,578 TIME WARNER CABLE INC COM 88732J207 20,909 660,195 SH SOLE 660,195 TIME WARNER INC COM NEW 887317303 45,338 1,799,868 SH SOLE 1,799,868 TITANIUM METALS CORP COM NEW 888339207 1,042 113,350 SH SOLE 113,350 TJX COS INC NEW COM 872540109 76,964 2,446,400 SH SOLE 2,446,400 TOTAL S A SPONSORED ADR 89151E109 9,328 172,000 SH SOLE 172,000 TOTAL SYS SVC INC COM 891906109 3,362 251,100 SH SOLE 251,100 TOWER GROUP INC COM 891777104 1,069 43,122 SH SOLE 43,122 TRANSOCEAN LTD REG SHS H8817H100 91,717 1,234,578 SH SOLE 1,234,578 TRAVELERS COMPANIES INC COM 89417E109 67,952 1,655,746 SH SOLE 1,655,746 TRIAN ACQUISITION I CORP COM 89582E108 9,570 1,000,000 SH SOLE 1,000,000 TRIDENT MICROSYSTEMS INC COM COM 895919108 1,214 697,800 SH SOLE 697,800 TRINA SOLAR LIMITED SPON ADR 89628E104 4,537 177,000 SH SOLE 177,000 TW TELECOM INC COM 87311L104 10,096 982,123 SH SOLE 982,123 TWEEN BRANDS INC COM 901166108 2,892 432,900 SH SOLE 432,900 TYCO INTERNATIONAL LTD SHS H89128104 6,780 260,954 SH SOLE 260,954 TYSON FOODS INC CL A 902494103 24,292 1,926,400 SH SOLE 1,926,400 ULTRA PETROLEUM CORP COM 903914109 7,410 190,000 SH SOLE 190,000 UNILEVER N V N Y SHS NEW 904784709 23,455 970,000 SH SOLE 970,000 UNION PACIFIC CORP COM 907818108 34,452 661,766 SH SOLE 661,766 UNISOURCE ENERGY CORP COM 909205106 2,654 100,000 SH SOLE 100,000 UNITED PARCEL SERVICE INC CL B 911312106 65,437 1,309,000 SH SOLE 1,309,000 UNITED RENTALS INC COM 911363109 1,351 208,200 SH SOLE 208,200 UNITED TECHNOLOGIES CORP COM 913017109 221,579 4,264,396 SH SOLE 4,264,396 UNITEDHEALTH GROUP INC COM 91324P102 51,297 2,053,503 SH SOLE 2,053,503 UNUM GROUP COM 91529Y106 12,501 788,239 SH SOLE 788,239 US BANCORP DEL COM NEW 902973304 51,147 2,854,161 SH SOLE 2,854,161 VALERO ENERGY CORP NEW COM 91913Y100 16,049 950,200 SH SOLE 950,200 VALLEY NATL BANCORP COM 919794107 527 45,000 SH SOLE 45,000 VALSPAR CORP COM 920355104 1,334 59,223 SH SOLE 59,223 VALUECLICK INC COM 92046N102 947 90,000 SH SOLE 90,000 VARIAN MED SYS INC COM 92220P105 3,929 111,800 SH SOLE 111,800 VENTAS INC COM 92276F100 5,984 200,400 SH SOLE 200,400 VERISIGN INC COM 92343E102 6,536 352,900 SH SOLE 352,900 VERIZON COMMUNICATIONS INC COM 92343V104 113,073 3,679,553 SH SOLE 3,679,553 VERTEX PHARMACEUTICALS INC COM 92532F100 104,313 2,900,000 SH SOLE 2,900,000 VIACOM INC NEW CL B 92553P201 23,397 1,030,701 SH SOLE 1,030,701 VIRGIN MEDIA INC COM 92769L101 2,805 300,000 SH SOLE 300,000 VOLCANO CORPORATION COM 928645100 16,777 1,200,074 SH SOLE 1,200,074 VORNADO RLTY TR SH BEN INT 929042109 9,370 208,077 SH SOLE 208,077 WAL MART STORES INC COM 931142103 15,762 3,254,581 SH SOLE 3,254,581 WALGREEN CO COM 931422109 21,380 727,197 SH SOLE 727,197 WASTE MGMT INC DEL COM 94106L109 788 27,998 SH SOLE 27,998 WATERS CORP COM 941848103 6,519 126,666 SH SOLE 126,666 WATSCO INC COM 942622200 4,739 96,849 SH SOLE 96,849 WATSON PHARMACEUTICALS INC COM 942683103 2,648 78,600 SH SOLE 78,600 WEATHERFORD INTERNATIONAL LT REG H27013103 7,894 403,600 SH SOLE 403,600 WELLPOINT INC COM 94973V107 34,493 677,800 SH SOLE 677,800 WELLS FARGO & CO NEW COM 949746101 152,374 6,280,888 SH SOLE 6,280,888 WENDYS ARBYS GROUP INC COM 950587105 9,839 2,459,625 SH SOLE 2,459,625 WESTERN DIGITAL CORP COM 958102105 7,465 281,700 SH SOLE 281,700 WESTERN UN CO COM 959802109 15,205 927,093 SH SOLE 927,093 WEYERHAEUSER CO COM 962166104 8,357 274,612 SH SOLE 274,612 WHIRLPOOL CORP COM 963320106 3,558 83,600 SH SOLE 83,600 WHITING PETE CORP NEW COM 966387102 879 25,000 SH SOLE 25,000 WHOLE FOODS MKT INC COM 966837106 3,380 178,100 SH SOLE 178,100 WILLIAMS COS INC DEL COM 969457100 11,869 760,350 SH SOLE 760,350 WILLIS GROUP HOLDINGS LIMITED SHS G96655108 12,964 503,843 SH SOLE 503,843 WISCONSIN ENERGY CORP COM 976657106 4,307 105,800 SH SOLE 105,800 WYETH COM 983024100 612,995 13,505,071 SH SOLE 13,505,071 WYNDHAM WORLDWIDE CORP COM 98310W108 2,762 227,893 SH SOLE 227,893 WYNN RESORTS LTD COM 983134107 3,085 87,400 SH SOLE 87,400 XENOPORT INC COM 98411C100 9,359 403,910 SH SOLE 403,910 XEROX CORP COM 984121103 3,395 523,800 SH SOLE 523,800 XILINX INC COM 983919101 2,148 105,000 SH SOLE 105,000 XL CAP LTD CL A G98255105 5,760 502,604 SH SOLE 502,604 XTO ENERGY INC COM 98385X106 27,604 723,766 SH SOLE 723,766 YAHOO INC COM 984332106 28,664 1,830,400 SH SOLE 1,830,400 YUM BRANDS INC COM 988498101 33,276 998,080 SH SOLE 998,080 ZIONS BANCORPORATION COM 989701107 1,745 150,952 SH SOLE 150,952