13F-HR/A 1 p09-1071form13fhr.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, 2009 ------------------------ Check here if Amendment [ X ]; Amendment Number: 1 ------- This Amendment (Check only one.): [ X ] 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 5/19/09 ------------------------ ------------------------------ --------- 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: 641 ------------- Form 13F Information Table Value Total: $ 12,037,579 ------------- (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. NONE
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 42,053 845,803 SH SOLE 845,803 A C MOORE ARTS & CRAFTS INC COM 00086T103 2,544 1,346,000 SH SOLE 1,346,000 ABBOTT LABS COM 002824100 115,219 2,415,492 SH SOLE 2,415,492 ABERCROMBIE & FITCH CO CL A 002896207 2,499 105,000 SH SOLE 105,000 ACE LTD SHS H0023R105 42,685 1,056,552 SH SOLE 1,056,552 ACTIVISION BLIZZARD INC COM 00507V109 16,006 1,530,200 SH SOLE 1,530,200 ADOBE SYS INC COM 00724F101 9,433 441,000 SH SOLE 441,000 ADVANCE AUTO PARTS INC COM 00751Y106 24,648 600,000 SH SOLE 600,000 AES CORP COM 00130H105 4,496 773,870 SH SOLE 773,870 AETNA INC NEW COM 00817Y108 20,980 862,300 SH SOLE 862,300 AFFILIATED COMPUTER SERVICES CL A 008190100 5,728 119,600 SH SOLE 119,600 AFFILIATED MANAGERS GROUP COM 008252108 1,460 35,000 SH SOLE 35,000 AFLAC INC COM 001055102 11,858 612,516 SH SOLE 612,516 AGILENT TECHNOLOGIES INC COM 00846U101 3,914 254,681 SH SOLE 254,681 AIR PRODS & CHEMS INC COM 009158106 13,596 241,700 SH SOLE 241,700 AIRGAS INC COM 009363102 35,501 1,050,000 SH SOLE 1,050,000 AK STL HLDG CORP COM 001547108 881 123,700 SH SOLE 123,700 ALBEMARLE CORP COM 012653101 66,238 3,042,639 SH SOLE 3,042,639 ALBERTO CULVER CO NEW COM 013078100 19,130 846,080 SH SOLE 846,080 ALCOA INC COM 013817101 8,441 1,150,000 SH SOLE 1,150,000 ALEXZA PHARMACEUTICALS INC COM 015384100 941 425,900 SH SOLE 425,900 ALLEGHENY ENERGY INC COM 017361106 4,507 194,500 SH SOLE 194,500 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,375 108,320 SH SOLE 108,320 ALLERGAN INC COM 018490102 17,016 356,279 SH SOLE 356,279 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 17,364 456,591 SH SOLE 456,591 ALLOS THERAPEUTICS INC COM 019777101 4,326 700,000 SH SOLE 700,000 ALPHA NATURAL RESOURCES INC COM 02076X102 2,313 130,300 SH SOLE 130,300 ALPHATEC HOLDINGS INC COM 02081G102 1,243 702,306 SH SOLE 702,306 ALSIUS CORPORATION COM 021211107 312 1,200,000 SH SOLE 1,200,000 ALTERA CORP COM 021441100 6,216 354,200 SH SOLE 354,200 ALTRIA GROUP INC COM 02209S103 52,297 3,264,500 SH SOLE 3,264,500 AMAG PHARMACEUTICALS INC COM 00163U106 78,792 2,142,821 SH SOLE 2,142,821 AMAZON COM INC COM 023135106 7,539 102,660 SH SOLE 102,660 AMBAC FINL GROUP INC COM 023139108 19 24,120 SH SOLE 24,120 AMDOCS LTD ORD G02602103 5,258 283,900 SH SOLE 283,900 AMEREN CORP COM 023608102 5,641 243,230 SH SOLE 243,230 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 29,105 2,377,900 SH SOLE 2,377,900 AMERICAN ELEC PWR INC COM 025537101 33,013 1,306,923 SH SOLE 1,306,923 AMERICAN EXPRESS CO COM 025816109 14,078 1,032,900 SH SOLE 1,032,900 AMERICAN INTL GROUP INC COM 026874107 2,622 2,622,019 SH SOLE 2,622,019 AMERICAN TOWER CORP CL A 029912201 36,787 1,208,900 SH SOLE 1,208,900 AMERIPRISE FINL INC COM 03076C106 12,381 604,238 SH SOLE 604,238 AMERISOURCEBER CORP COM 03073E105 13,102 401,169 SH SOLE 401,169 AMGEN INC COM 031162100 58,397 1,179,260 SH SOLE 1,179,260 AMPHENOL CORP NEW CLA 032095101 5,779 202,856 SH SOLE 202,856 ANADARKO PETE CORP COM 032511107 35,790 920,284 SH SOLE 920,284 ANADYS PHARMACEUTICALS INC COM 03252Q408 14,561 2,144,500 SH SOLE 2,144,500 ANALOG DEVICES INC COM 032654105 6,783 352,000 SH SOLE 352,000 ANNTAYLOR STORES CORP COM 036115103 14,312 2,752,329 SH SOLE 2,752,329 ANSYS INC COM 03662Q105 12,874 512,900 SH SOLE 512,900 APACHE CORP COM 037411105 48,523 757,100 SH SOLE 757,100 APARTMENT INVT & MGMT CO CL A 03748R101 697 127,198 SH SOLE 127,198 APOLLO GROUP INC CL A 037604105 10,058 128,400 SH SOLE 128,400 APPLE INC COM 037833100 119,847 1,140,100 SH SOLE 1,140,100 APPLIED MATLS INC COM 038222105 13,475 1,253,500 SH SOLE 1,253,500 ARCHER DANIELS MIDLAND CO UNIT 039483201 18,454 507,250 SH SOLE 507,250 99/99/9999 ARCSIGHT INC COM 039666102 4,416 345,796 SH SOLE 345,796 ARENA RESOURCES INC COM 040049108 3,177 124,690 SH SOLE 124,690 ARGO GROUP INTL HLDGS LTD COM G0464B107 3,928 130,377 SH SOLE 130,377 ARGON ST INC COM 040149106 204 10,760 SH SOLE 10,760 ASHLAND INC NEW COM 044209104 2,066 200,000 SH SOLE 200,000 ASSURANT INC COM 04621X108 15,033 690,217 SH SOLE 690,217 AT&T INC COM 00206R102 202,947 8,053,439 SH SOLE 8,053,439 ATWOOD OCEANICS INC COM 050095108 1,659 100,000 SH SOLE 100,000 AUTODESK INC COM 052769106 3,705 220,400 SH SOLE 220,400 AUTOLIV INC COM 052800109 14,856 800,000 SH SOLE 800,000 AUTOMATIC DATA PROCESSING IN COM 053015103 21,156 601,700 SH SOLE 601,700 AUTONATION INC COM 05329W102 1,822 131,281 SH SOLE 131,281 AVALONBAY CMNTYS INC COM 053484101 4,333 92,082 SH SOLE 92,082 AVERY DENNISON CORP COM 053611109 1,000 44,784 SH SOLE 44,784 AVON PRODS INC COM 054303102 8,892 462,400 SH SOLE 462,400 AXIS CAPITAL HOLDINGS SHS G0692U109 24,708 1,096,177 SH SOLE 1,096,177 AXSYS TECHNOLOGIES INC COM 054615109 3,392 80,684 SH SOLE 80,684 BAKER HUGHES INC COM 057224107 9,253 324,109 SH SOLE 324,109 BALDOR ELEC CO COM 057741100 4,522 312,100 SH SOLE 312,100 BALL CORP COM 058498106 4,739 109,200 SH SOLE 109,200 BANK OF AMERICA CORPORATION COM 060505104 53,673 7,869,999 SH SOLE 7,869,999 BANK OF NEW YORK MELLON CORP COM 064058100 54,422 1,926,442 SH SOLE 1,926,442 BAXTER INTL INC COM 071813109 60,148 1,174,298 SH SOLE 1,174,298 BB&T CORP COM 054937107 568 33,541 SH SOLE 33,541 BEACON ROOFING SUPPLY INC COM 073685109 13,420 1,002,246 SH SOLE 1,002,246 BECTON DICKINSON & CO COM 075887109 34,292 525,000 SH SOLE 525,000 BEST BUY INC COM 086516101 23,151 609,877 SH SOLE 609,877 BIG LOTS INC COM 089302103 2,077 99,929 SH SOLE 99,929 BIOGEN IDEC INC COM 09062X103 12,502 238,491 SH SOLE 238,491 BIOMARIN PHARMACEUTICAL INC COM 09061G101 12,350 1,000,000 SH SOLE 1,000,000 BJ SVCS CO COM 055482103 2,881 289,500 SH SOLE 289,500 BLOCK H & R INC COM 093671105 7,429 408,400 SH SOLE 408,400 BLUE COAT SYSTEMS INC COM NEW 09534T508 9,686 806,500 SH SOLE 806,500 BMC SOFTWARE INC COM 055921100 12,362 374,600 SH SOLE 374,600 BOEING CO COM 097023105 30,415 854,822 SH SOLE 854,822 BOSTON PROPERTIES INC COM 101121101 5,053 144,256 SH SOLE 144,256 BOSTON SCIENTIFIC CORP COM 101137107 28,501 3,585,000 SH SOLE 3,585,000 BP PLC SPONSORED 055622104 6,749 168,300 SH SOLE 168,300 ADR BRADY CORP CL A 104674106 36,509 2,070,870 SH SOLE 2,070,870 BRISTOL MYERS SQUIBB CO COM 110122108 96,424 4,398,900 SH SOLE 4,398,900 BROADCOM CORP CL A 111320107 2,909 145,600 SH SOLE 145,600 BROCADE COMMUNICATIONS SYS I COM 111621306 12,782 3,705,000 SH SOLE 3,705,000 NEW BURLINGTON NORTHERN SANTA FE C COM 12189T104 20,411 339,343 SH SOLE 339,343 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 9,396 206,000 SH SOLE 206,000 CA INC COM 12673P105 11,447 650,000 SH SOLE 650,000 CABOT CORP COM 127055101 3,153 300,000 SH SOLE 300,000 CABOT OIL & GAS CORP COM 127097103 2,675 113,500 SH SOLE 113,500 CADBURY PLC SPONS ADR 12721E102 16,666 550,039 SH SOLE 550,039 CADENCE DESIGN SYSTEM INC COM 127387108 945 225,000 SH SOLE 225,000 CAMERON INTERNATIONAL CORP COM 13342B105 5,349 243,900 SH SOLE 243,900 CAPITAL ONE FINL CORP COM 14040H105 5,039 411,700 SH SOLE 411,700 CARDINAL HEALTH INC COM 14149Y108 10,227 324,868 SH SOLE 324,868 CARDIOME PHARMA CORP COM 14159U202 18,606 6,350,000 SH SOLE 6,350,000 CARDIONET INC COM 14159L103 1,684 60,000 SH SOLE 60,000 CARNIVAL CORP PAIRED CTF 143658300 10,342 478,800 SH SOLE 478,800 CATERPILLAR INC DEL COM 149123101 37,725 1,349,250 SH SOLE 1,349,250 CB RICHARD ELLIS GROUP INC CL A 12497T101 1,019 252,900 SH SOLE 252,900 CEC ENTMT INC COM 125137109 10,352 400,000 SH SOLE 400,000 CELANESE CORP DEL COM SER A 150870103 147,323 11,018,896 SH SOLE 11,018,896 CELANESE CORP DEL PFD 4.25% 150870202 16,347 801,340 SH SOLE 801,340 CONV CELGENE CORP COM 151020104 24,091 542,582 SH SOLE 542,582 CENTERPOINT ENERGY INC COM 15189T107 19,858 1,903,930 SH SOLE 1,903,930 CENTEX CORP COM 152312104 1,025 136,672 SH SOLE 136,672 CEPHALON INC COM 156708109 5,441 79,900 SH SOLE 79,900 CF INDS HLDGS INC COM 125269100 4,239 59,600 SH SOLE 59,600 CHECK POINT SOFTWARE TECH LT COM M22465104 2,696 121,400 SH SOLE 121,400 CHESAPEAKE ENERGY CORP COM 165167107 15,158 888,500 SH SOLE 888,500 CHEVRON CORP NEW COM 166764100 160,258 2,383,368 SH SOLE 2,383,368 CHUBB CORP COM 171232101 1,026 24,239 SH SOLE 24,239 CIENA CORP COM NEW 171779309 4,799 616,900 SH SOLE 616,900 CIGNA CORP COM 125509109 5,245 298,200 SH SOLE 298,200 CINTAS CORP COM 172908105 3,960 160,200 SH SOLE 160,200 CIRCOR INTL INC COM 17273K109 2,794 124,065 SH SOLE 124,065 CISCO SYS INC COM 17275R102 109,595 6,535,200 SH SOLE 6,535,200 CIT GROUP INC COM 125581108 1,270 445,700 SH SOLE 445,700 CITIGROUP INC PUT 172967101 36,695 14,504,000 SH PUT SOLE 14,504,000 CITRIX SYS INC COM 177376100 226 10,000 SH SOLE 10,000 CKX INC COM 12562M106 820 200,000 SH SOLE 200,000 CLOROX CO DEL COM 189054109 36,695 712,800 SH SOLE 712,800 CME GROUP INC COM 12572Q105 19,933 80,900 SH SOLE 80,900 CMS ENERGY CORP COM 125896100 43,550 3,678,200 SH SOLE 3,678,200 COCA COLA CO COM 191216100 108,545 2,469,741 SH SOLE 2,469,741 COCA COLA ENTERPRISES INC COM 191219104 463 35,100 SH SOLE 35,100 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 26,946 1,296,100 SH SOLE 1,296,100 COLGATE PALMOLIVE CO COM 194162103 24,830 420,992 SH SOLE 420,992 COMBINATORX INC COM 20010A103 723 1,165,500 SH SOLE 1,165,500 COMCAST CORP NEW CL A 20030N101 32,837 2,407,370 SH SOLE 2,407,370 COMERICA INC COM 200340107 7,590 414,509 SH SOLE 414,509 COMFORT SYS USA INC COM 199908104 1,529 147,430 SH SOLE 147,430 COMMERCE BANCSHARES INC COM 200525103 726 20,000 SH SOLE 20,000 COMPUTER SCIENCES CORP COM 205363104 4,163 113,000 SH SOLE 113,000 COMPUWARE CORP COM 205638109 1,922 291,600 SH SOLE 291,600 CONAGRA FOODS INC COM 205887102 1,419 84,131 SH SOLE 84,131 CONNS INC COM 208242107 7,020 500,000 SH SOLE 500,000 CONOCOPHILLIPS COM 20825C104 61,101 1,560,292 SH SOLE 1,560,292 CONSOL ENERGY INC COM 20854P109 11,497 455,500 SH SOLE 455,500 CONSTELLATION BRANDS INC CL A 21036P108 841 70,709 SH SOLE 70,709 CONSTELLATION ENERGY GROUP I COM 210371100 22,815 1,104,313 SH SOLE 1,104,313 CONTINENTAL AIRLS INC CL B 210795308 21,287 2,416,229 SH SOLE 2,416,229 CONVERGYS CORP COM 212485106 1,113 137,700 SH SOLE 137,700 CORNING INC COM 219350105 25,107 1,892,000 SH SOLE 1,892,000 COSTCO WHSL CORP NEW COM 22160K105 23,382 504,800 SH SOLE 504,800 COUGAR BIOTECHNOLOGY INC COM 222083107 65,907 2,046,809 SH SOLE 2,046,809 COVENTRY HEALTH CARE INC COM 222862104 2,338 180,669 SH SOLE 180,669 COVIDIEN LTD COM G2552X108 25,097 755,025 SH SOLE 755,025 CROWN CASTLE INTL CORP COM 228227104 43,334 2,123,152 SH SOLE 2,123,152 CROWN HOLDINGS INC COM 228368106 27,965 1,230,304 SH SOLE 1,230,304 CSX CORP COM COM 126408103 12,585 486,856 SH SOLE 486,856 CUMMINS INC COM 231021106 6,203 243,740 SH SOLE 243,740 CV THERAPEUTICS INC COM 126667104 11,928 600,000 SH SOLE 600,000 CVS CAREMARK CORPORATION COM 126650100 71,724 2,609,088 SH SOLE 2,609,088 D R HORTON INC COM 23331A109 2,959 305,000 SH SOLE 305,000 DARDEN RESTAURANTS INC COM 237194105 12,560 366,600 SH SOLE 366,600 DATA DOMAIN INC COM 23767P109 20,502 1,631,000 SH SOLE 1,631,000 DAVITA INC COM 23918K108 19,764 449,700 SH SOLE 449,700 DEERE & CO COM 244199105 16,238 494,020 SH SOLE 494,020 DELIA'S INC NEW COM 246911101 792 474,540 SH SOLE 474,540 DELL INC COM 24702R101 19,968 2,106,300 SH SOLE 2,106,300 DELTA AIR LINES INC DEL COM NEW 247361702 22,067 3,919,557 SH SOLE 3,919,557 DENBURY RES INC COM NEW 247916208 2,972 200,000 SH SOLE 200,000 DEVON ENERGY CORP NEW COM 25179M103 23,898 534,756 SH SOLE 534,756 DIAGEO P L C SPON ADR 25243Q205 10,920 244,020 SH SOLE 244,020 NEW DICKS SPORTING GOODS INC COM 253393102 27,585 1,933,094 SH SOLE 1,933,094 DIGITAL RLTY TR INC COM 253868103 3,719 112,100 SH SOLE 112,100 DIRECTV GROUP INC COM 25459L106 22,561 989,935 SH SOLE 989,935 DISCOVER FINL SVCS COM 254709108 6,928 1,097,958 SH SOLE 1,097,958 DR PEPPER SNAPPLE GROUP INC COM 26138E109 18,205 1,076,600 SH SOLE 1,076,600 DTE ENERGY CO COM 233331107 10,694 386,072 SH SOLE 386,072 DU PONT E I DE NEMOURS & CO COM 263534109 21,053 942,814 SH SOLE 942,814 DUN & BRADSTREET CORP DEL NE COM 26483E100 3,080 40,000 SH SOLE 40,000 DYNCORP INTL INC CL A 26817C101 191 14,321 SH SOLE 14,321 DYNEGY INC DEL CL A 26817G102 745 528,171 SH SOLE 528,171 E M C CORP MASS COM 268648102 21,814 1,913,474 SH SOLE 1,913,474 E TRADE FINANCIAL CORP COM 269246104 735 593,000 SH SOLE 593,000 EAGLE MATERIALS INC COM 26969P108 62,085 2,560,202 SH SOLE 2,560,202 EASTMAN KODAK CO COM 277461109 1,187 312,490 SH SOLE 312,490 EBAY INC COM 278642103 12,767 1,016,500 SH SOLE 1,016,500 ECOLAB INC COM 278865100 5,210 150,000 SH SOLE 150,000 EDISON INTL COM 281020107 11,351 394,000 SH SOLE 394,000 EL PASO CORP COM 28336L109 4,868 778,919 SH SOLE 778,919 EMERSON ELEC CO COM 291011104 10,560 369,500 SH SOLE 369,500 ENCORE ACQUISITION CO COM 29255W100 467 20,089 SH SOLE 20,089 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 21,706 870,326 SH SOLE 870,326 ENERGIZER HLDGS INC COM 29266R108 10,932 220,000 SH SOLE 220,000 ENSCO INTL INC COM 26874Q100 536 20,300 SH SOLE 20,300 ENTERGY CORP NEW COM 29364G103 31,853 467,802 SH SOLE 467,802 EOG RES INC COM 26875P101 15,837 289,200 SH SOLE 289,200 EPIQ SYS INC COM 26882D109 1,082 60,000 SH SOLE 60,000 EQT CORP COM 26884L109 4,762 152,000 SH SOLE 152,000 EQUIFAX INC COM 294429105 3,687 150,800 SH SOLE 150,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 5,961 324,833 SH SOLE 324,833 LAUDER ESTEE COS INC CL A 518439104 3,499 141,941 SH SOLE 141,941 EURAND N V SHS N31010106 11,738 1,053,642 SH SOLE 1,053,642 EVEREST RE GROUP LTD COM G3223R108 8,582 121,208 SH SOLE 121,208 EXELON CORP COM 30161N101 26,849 591,525 SH SOLE 591,525 EXPEDIA INC DEL COM 30212P105 593 65,300 SH SOLE 65,300 EXPEDITORS INTL WASH INC COM 302130109 7,163 253,200 SH SOLE 253,200 EXPRESS SCRIPTS INC COM 302182100 4,455 96,500 SH SOLE 96,500 EXXON MOBIL CORP COM 30231G102 417,346 6,128,428 SH SOLE 6,128,428 FACET BIOTECH CORP SHS 30303Q103 162 17,091 SH SOLE 17,091 FAMILY DLR STORES INC COM 307000109 5,506 165,000 SH SOLE 165,000 FEDERATED INVS INC PA CL B 314211103 2,315 104,000 SH SOLE 104,000 FEDEX CORP COM 31428X106 16,889 379,604 SH SOLE 379,604 FIDELITY NATIONAL FINANCIAL CL A 31620R105 11,053 566,512 SH SOLE 566,512 FIDELITY NATL INFORMATION SV COM 31620M106 3,394 186,504 SH SOLE 186,504 FIFTH THIRD BANCORP COM 316773100 2,540 870,000 SH SOLE 870,000 FIRST AMERN CORP CALIF COM 318522307 7,290 275,000 SH SOLE 275,000 FIRST HORIZON NATL CORP COM 320517105 2,710 252,294 SH SOLE 252,294 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,766 1,129,003 SH SOLE 1,129,003 FIRST SOLAR INC COM 336433107 10,085 76,000 SH SOLE 76,000 FIRSTENERGY CORP COM 337932107 13,730 355,704 SH SOLE 355,704 FISERV INC COM 337738108 6,914 189,625 SH SOLE 189,625 FLAGSTONE REINSURANCE HLDGS SHS G3529T105 1,160 148,882 SH SOLE 148,882 FLIR SYS INC COM 302445101 1,674 81,734 SH SOLE 81,734 FLOWSERVE CORP COM 34354P105 3,786 67,465 SH SOLE 67,465 FOOT LOCKER INC COM 344849104 230 21,900 SH SOLE 21,900 FORD MTR CO DEL NOTE 345370CF5 8,044 22,500,000 PRN SOLE 22,500,000 4.250%12/1 FORD MTR CO DEL COM PAR 345370860 2,319 881,716 SH SOLE 881,716 $0.01 FORTUNE BRANDS INC COM 349631101 3,220 131,163 SH SOLE 131,163 FOUNDATION COAL HLDGS INC COM 35039W100 2,791 194,500 SH SOLE 194,500 FPL GROUP INC COM 302571104 6,858 135,190 SH SOLE 135,190 FRANKLIN RES INC COM 354613101 7,459 138,457 SH SOLE 138,457 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1,605 25,000 SH SOLE 25,000 FRONTIER COMMUNICATIONS CORP COM 35906A108 2,674 372,418 SH SOLE 372,418 FRONTIER OIL CORP COM 35914P105 767 60,000 SH SOLE 60,000 GALLAGHER ARTHUR J & CO COM 363576109 4,920 289,408 SH SOLE 289,408 GAMESTOP CORP NEW CL A 36467W109 5,584 199,301 SH SOLE 199,301 GAP INC DEL COM 364760108 12,561 967,000 SH SOLE 967,000 GENERAL DYNAMICS CORP COM 369550108 20,724 498,282 SH SOLE 498,282 GENERAL ELECTRIC CO COM 369604103 101,164 10,006,311 SH SOLE 10,006,311 GENERAL MLS INC COM 370334104 19,072 382,358 SH SOLE 382,358 GENERAL MTRS CORP COM 370442105 1,352 697,100 SH SOLE 697,100 GENOPTIX INC COM 37243V100 6,918 253,603 SH SOLE 253,603 GENTEX CORP COM 371901109 41,503 4,166,953 SH SOLE 4,166,953 GENUINE PARTS CO COM 372460105 5,489 183,829 SH SOLE 183,829 GENWORTH FINL INC COM CL A 37247D106 789 415,160 SH SOLE 415,160 GENZYME CORP COM 372917104 30,512 513,760 SH SOLE 513,760 GILEAD SCIENCES INC COM 375558103 71,506 1,543,731 SH SOLE 1,543,731 GLOBAL CROSSING LTD SHS NEW G3921A175 16,362 2,337,484 SH SOLE 2,337,484 GOLDMAN SACHS GROUP INC COM 38141G104 60,262 568,400 SH SOLE 568,400 GOODRICH CORP COM 382388106 1,069 28,200 SH SOLE 28,200 GOODYEAR TIRE & RUBR CO COM 382550101 2,525 403,423 SH SOLE 403,423 GOOGLE INC CL A 38259P508 87,451 251,250 SH SOLE 251,250 GRACE W R & CO DEL NEW COM 38388F108 13,253 2,097,000 SH SOLE 2,097,000 GREAT PLAINS ENERGY INC COM 391164100 24,988 1,855,076 SH SOLE 1,855,076 GT SOLAR INTL INC COM 3623E0209 18,730 2,820,786 SH SOLE 2,820,786 GYMBOREE CORP COM 403777105 16,027 750,674 SH SOLE 750,674 HALLIBURTON CO COM 406216101 14,015 905,972 SH SOLE 905,972 HANOVER INS GROUP INC COM 410867105 3,991 138,485 SH SOLE 138,485 HARLEY DAVIDSON INC COM 412822108 3,575 267,000 SH SOLE 267,000 HARMAN INTL INDS INC COM 413086109 877 64,800 SH SOLE 64,800 HARRIS & HARRIS GROUP INC COM 413833104 1,782 481,734 SH SOLE 481,734 HARRIS CORP DEL COM 413875105 1,444 49,882 SH SOLE 49,882 HARTFORD FINL SVCS GROUP INC COM 416515104 2,925 372,594 SH SOLE 372,594 HASBRO INC COM 418056107 3,647 145,472 SH SOLE 145,472 HAWAIIAN ELEC INDUSTRIES COM 419870100 13,740 1,000,000 SH SOLE 1,000,000 HCC INS HLDGS INC COM 404132102 6,447 255,941 SH SOLE 255,941 HCP INC COM 40414L109 4,963 278,043 SH SOLE 278,043 HEALTH CARE REIT INC COM 42217K106 3,980 130,106 SH SOLE 130,106 HEALTH MGMT ASSOC INC NEW CL A 421933102 5,418 2,100,000 SH SOLE 2,100,000 HERBALIFE LTD COM USD G4412G101 749 50,000 SH SOLE 50,000 SHS HEINZ HJ CO COM 423074103 1,105 33,400 SH SOLE 33,400 HESS CORP COM 42809H107 18,423 339,900 SH SOLE 339,900 HEWITT ASSOCS INC COM 42822Q100 476 16,000 SH SOLE 16,000 HEWLETT PACKARD CO COM 428236103 120,277 3,751,636 SH SOLE 3,751,636 HEXCEL CORP NEW COM 428291108 5,962 907,447 SH SOLE 907,447 HHGREGG INC COM 42833L108 12,569 888,297 SH SOLE 888,297 HOLOGIC INC COM 436440101 1,884 143,922 SH SOLE 143,922 HOME DEPOT INC COM 437076102 48,609 2,063,219 SH SOLE 2,063,219 HONDA MOTOR LTD AMERN SHS 438128308 11,868 500,740 SH SOLE 500,740 HONEYWELL INTL INC COM 438516106 31,583 1,133,642 SH SOLE 1,133,642 HOST HOTELS & RESORTS INC COM 44107P104 2,254 574,949 SH SOLE 574,949 HUBBELL INC CL A 443510102 14,759 575,390 SH SOLE 575,390 HUDSON CITY BANCORP COM 443683107 7,211 616,850 SH SOLE 616,850 HUMANA INC COM 444859102 2,804 107,504 SH SOLE 107,504 HUNTINGTON BANCSHARES INC COM 446150104 743 447,500 SH SOLE 447,500 ICON PUB LTD CO SPONSORED 45103T107 11,953 740,100 SH SOLE ADR 740,100 IDENIX PHARMACEUTICA LS INC COM 45166R204 4,429 1,437,841 SH SOLE 1,437,841 IGO INC COM 449593102 4,116 7,349,500 SH SOLE 7,349,500 ILLUMINA INC COM 452327109 14,896 400,000 SH SOLE 400,000 INFORMATICA CORP COM 45666Q102 5,956 449,200 SH SOLE 449,200 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5,064 366,942 SH SOLE 366,942 INSPIRE PHARMACEUTICALS INC COM 457733103 13,958 3,437,977 SH SOLE 3,437,977 INTEGRYS ENERGY GROUP INC COM 45822P105 24,161 927,858 SH SOLE 927,858 INTEL CORP COM 458140100 101,728 6,768,328 SH SOLE 6,768,328 INTERCONTINENTALEXCHANGE INC COM 45865V100 6,598 88,600 SH SOLE 88,600 INTERFACE INC CL A 458665106 925 309,322 SH SOLE 309,322 INTERNATIONAL BUSINESS MACHS COM 459200101 149,427 1,542,232 SH SOLE 1,542,232 INTERNATIONAL 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2,687,254 JOHNSON CTLS INC COM 478366107 29,605 2,467,091 SH SOLE 2,467,091 JPMORGAN & CHASE & CO COM 46625H100 144,343 5,430,507 SH SOLE 5,430,507 JUNIPER NETWORKS INC COM 48203R104 5,206 345,900 SH SOLE 345,900 K V PHARMACEUTICAL CO CL A 482740206 2,970 1,800,000 SH SOLE 1,800,000 KB HOME COM 48666K109 1,079 81,901 SH SOLE 81,901 KELLOGG CO COM 487836108 3,648 99,600 SH SOLE 99,600 KEYCORP NEW COM 493267108 4,993 634,496 SH SOLE 634,496 KIMBERLY CLARK CORP COM 494368103 19,243 417,333 SH SOLE 417,333 KIMCO REALTY CORP COM 49446R109 2,084 273,463 SH SOLE 273,463 KINDRED HEALTHCARE INC COM 494580103 2,990 200,000 SH SOLE 200,000 KING PHARMACEUTICALS INC COM 495582108 3,039 429,900 SH SOLE 429,900 KINROSS GOLD CORP COM NO 496902404 12,509 700,000 SH SOLE 700,000 PAR KLA-TENCOR CORP COM 482480100 9,924 496,200 SH SOLE 496,200 KOHLS CORP COM 500255104 15,278 361,013 SH SOLE 361,013 KRAFT FOODS INC CL A 50075N104 52,543 2,357,235 SH SOLE 2,357,235 KROGER CO COM 501044101 16,068 757,200 SH SOLE 757,200 K-SWISS INC CL A 482686102 1,706 199,713 SH SOLE 199,713 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,853 42,077 SH SOLE 42,077 LAMAR ADVERTISING CO CL A 512815101 3,900 400,000 SH SOLE 400,000 LEGG MASON INC UNIT 524901303 3,374 185,000 SH SOLE 185,000 99/99/9999 LENNAR CORP CL A 526057104 1,075 143,117 SH SOLE 143,117 LENNOX INTL INC COM 526107107 30,476 1,151,773 SH SOLE 1,151,773 LEUCADIA NATIL CORP COM 527288104 3,237 217,400 SH SOLE 217,400 LEXMARK INTL NEW CL A 529771107 1,572 93,200 SH SOLE 93,200 LIBERTY GLOBAL INC COM SER A 530555101 16,958 850,000 SH SOLE 850,000 LIFE TECHNOLOGIES CORP COM 53217V109 15,590 480,000 SH SOLE 480,000 LINCOLN EDL SVCS CORP COM 533535100 4,717 257,493 SH SOLE 257,493 LINCOLN NATL CORP IND COM 534187109 1,507 225,327 SH SOLE 225,327 LINEAR TECHNOLOGY CORP COM 535678106 6,159 268,000 SH SOLE 268,000 LIZ CLAIBORNE INC COM 539320101 618 250,000 SH SOLE 250,000 LOCKHEED MARTIN CORP COM 539830109 41,507 601,295 SH SOLE 601,295 LOEWS CORP COM 540424108 8,769 396,786 SH SOLE 396,786 LORILLARD INC COM 544147101 9,963 161,369 SH SOLE 161,369 LOWES COS INC COM 548661107 47,652 2,611,043 SH SOLE 2,611,043 LSI CORPORATION COM 502161102 4,660 1,532,900 SH SOLE 1,532,900 M & T BK CORP COM 55261F104 1,131 25,000 SH SOLE 25,000 MACYS INC COM 55616P104 8,946 1,005,170 SH SOLE 1,005,170 MANITOWOC INC COM 563571108 495 151,235 SH SOLE 151,235 MANNKIND CORP NOTE 56400PAA0 428 1,000,000 PRN SOLE 1,000,000 3.750%12/1 MARATHON OIL CORP COM 565849106 24,998 950,844 SH SOLE 950,844 MARRIOTT INTL INC NEW CL A 571903202 5,726 350,000 SH SOLE 350,000 MARSH & MCLENNAN COS INC COM 571748102 13,631 673,147 SH SOLE 673,147 MARSHALL & ILSLEY CORP NEW COM 571837103 1,748 310,400 SH SOLE 310,400 MARTIN MARIETTA MATLS INC COM 573284106 75,001 945,792 SH SOLE 945,792 MARVEL ENTERTAINMENT INC COM 57383T103 1,328 50,000 SH SOLE 50,000 MASCO CORP COM 574599106 2,921 418,500 SH SOLE 418,500 MASSEY ENERGY CORP COM 574599106 922 91,100 SH SOLE 91,100 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35,000 SH SOLE 35,000 NABORS INDUSTRIES LTD SHS G6359F103 1,202 120,300 SH SOLE 120,300 NASDAQ OMX GROUP INC COM 631103108 3,278 167,400 SH SOLE 167,400 NATIONAL CITY CORP COM 635405103 247 18,750 SH SOLE 18,750 NATIONAL OILWELL VARCO INC COM 637071101 11,563 402,763 SH SOLE 402,763 NATIONAL SEMICONDUCTOR CORP COM 637640103 2,402 233,900 SH SOLE 233,900 NBTY INC COM 628782104 312 22,193 SH SOLE 22,193 NET SERVICOS DE COMUNICACAO SPONSD 64109T201 725 100,000 SH SOLE 100,000 ADR NEW NETAPP INC COM 64110D104 5,989 403,600 SH SOLE 403,600 NETEASE COM INC SPONSORED 64110W102 1,343 50,000 SH SOLE 50,000 ADR NETFLIX INC COM 64110L106 9,872 230,000 SH SOLE 230,000 NEWELL RUBBERMAID INC COM 651229106 2,065 323,717 SH SOLE 323,717 NEWFIELD EXPL CO COM 651290108 7,423 327,000 SH SOLE 327,000 NEWMONT MINING CORP COM 651639106 26,699 596,500 SH SOLE 596,500 NEWS CORP CL A 65248E104 13,585 2,052,137 SH SOLE 2,052,137 NIKE INC CL B 654106103 21,954 468,200 SH SOLE 468,200 NISOURCE INC COM 65473P105 32,096 3,275,086 SH SOLE 3,275,086 NOBLE ENERGY INC COM 655044105 25,884 480,400 SH SOLE 480,400 NORFOLK SOUTHERN CORP COM 655844108 15,080 446,806 SH SOLE 446,806 NORTHEAST UTILS COM 664397106 4,404 204,000 SH SOLE 204,000 NORTHROP GRUMMAN CORP COM 666807102 50,820 1,164,521 SH SOLE 1,164,521 NOVELL INC COM 670006105 3,056 717,300 SH SOLE 717,300 NOVELLUS SYS INC COM 670008101 1,866 112,200 SH SOLE 112,200 NUANCE COMMUNICATIONS INC COM 67020Y100 23,967 2,211,000 SH SOLE 2,211,000 NUCOR CORP COM 670346105 14,269 373,817 SH SOLE 373,817 NUVASIVE INC COM 670704105 3,138 100,000 SH SOLE 100,000 NV ENERGY INC COM 67073Y106 32,396 3,450,000 SH SOLE 3,450,000 NVR INC COM 62944T105 10,694 25,000 SH SOLE 25,000 NYSE EURONEXT COM 629491101 5,556 310,400 SH SOLE 310,400 O REILLY AUTOMOTIVE INC COM 686091109 5,761 164,551 SH SOLE 164,551 OCCIDENTAL PETE CORP DEL COM 674599105 16,689 299,900 SH SOLE 299,900 ODYSSEY HEALTHCARE INC COM 67611V101 7,323 754,900 SH SOLE 754,900 OFFICE DEPOT INC COM 676220106 438 334,446 SH SOLE 334,446 OFFICEMAX INC DEL COM 67622P101 10,920 3,500,000 SH SOLE 3,500,000 OMNICARE INC COM 681904108 9,796 400,000 SH SOLE 400,000 OMNICOM GROUP INC COM 681919106 8,700 371,800 SH SOLE 371,800 OMNITURE INC COM 68212S109 426 32,300 SH SOLE 32,300 OMNOVA SOLUTIONS INC COM 682129101 1,773 1,019,200 SH SOLE 1,019,200 ON SEMICONDUCTOR CORP COM 682189105 3,393 870,000 SH SOLE 870,000 ORACLE CORP COM 68389X105 83,556 4,624,589 SH SOLE 4,624,589 OREXIGEN THERAPEUTICS INC COM 686164104 1,537 588,901 SH SOLE 588,901 OWENS ILL INC COM NEW 690768403 2,787 193,000 SH SOLE 193,000 PG&E CORP COM 69331C108 13,950 365,000 SH SOLE 365,000 PACCAR INC COM 693718108 10,711 415,792 SH SOLE 415,792 PACIFIC SUNWEAR CALIF INC COM 694873100 16,517 9,950,053 SH SOLE 9,950,053 PACTIV CORP COM 695257105 89,112 6,107,759 SH SOLE 6,107,759 PALL CORP COM 696429307 1,087 53,200 SH SOLE 53,200 PARKER HANNIFIN CORP COM 701094104 7,508 220,945 SH SOLE 220,945 PAYCHEX INC COM 704326107 10,051 391,546 SH SOLE 391,546 PENNEY J C INC COM 708160106 1,373 68,400 SH SOLE 68,400 PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,231 453,441 SH SOLE 453,441 PEOPLES UNITED FINANCIAL INC COM 712704105 8,052 448,100 SH SOLE 448,100 PEPCO HOLDINGS INC COM 713291102 12,780 1,024,006 SH SOLE 1,024,006 PEPSI BOTTLING GROUP INC COM 713409100 20,342 918,775 SH SOLE 918,775 PEPSICO INC COM 713448108 124,267 2,413,898 SH SOLE 2,413,898 PETROLEO BRASILEIRO SA PETRO SP ADR 71654V101 122,081 4,982,900 SH SOLE 4,982,900 NON VTG PFIZER INC COM 717081103 42,960 3,154,194 SH SOLE 3,154,194 PGT INC COM 69336V101 4,074 2,931,053 SH SOLE 2,931,053 PHARMACEUTICAL PROD DEV INC COM 717124101 7,171 302,300 SH SOLE 302,300 PHARMASSET INC COM 71715N106 12,669 1,291,430 SH SOLE 1,291,430 PHARMERICA CORP COM 71714F104 4,992 300,000 300,000 PHILIP MORRIS INTL INC COM 718172109 92,893 2,610,822 SH SOLE 2,610,822 PIER 1 IMPORTS INC COM 720279108 4,889 8,730,700 SH SOLE 8,730,700 PINNACLE WEST CAP CORP COM 723484101 3,081 115,987 SH SOLE 115,987 PIONEER NAT RES CO COM 723787107 2,322 141,000 SH SOLE 141,000 PITNEY BOWES INC COM 724479100 5,746 246,096 SH SOLE 246,096 PLAINS EXPL& PRODTN CO COM 726505100 7,889 457,880 SH SOLE 457,880 PLUM CREEK TIMBER CO INC COM 729251108 5,789 199,132 SH SOLE 199,132 PMC-SIERRA INC COM 69344F106 9,517 1,494,000 SH SOLE 1,494,000 PNC FINL SVCS GROUP INC COM 693475105 19,660 671,219 SH SOLE 671,219 PPL CORP COM 69351T106 22,440 781,612 SH SOLE 781,612 PRAXAIR INC COM 74005P104 3,365 50,000 SH SOLE 50,000 PRICE T ROWE GROUP INC COM 74144T108 6,621 229,400 SH SOLE 229,400 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,079 376,451 SH SOLE 376,451 PROCTER & GAMBLE CO COM 742718109 169,778 3,605,389 SH SOLE 3,605,389 PROLOGIS SH BEN 743410102 1,900 292,298 SH SOLE 292,298 INT PROSHARES TR PSHS 74347R552 1,057 20,000 SH SOLE 20,000 REAL ESTATE PRUDENTIAL FINL INC COM 744320102 10,111 531,581 SH SOLE 531,581 PSYCHIATRIC SOLUTIONS INC COM 74439H108 6,685 425,000 SH SOLE 425,000 PUBLIC STORAGE COM 74460D109 10,480 189,692 SH SOLE 189,692 PUBLIC SVC ENTERPRISE GROUP COM 744573106 17,162 582,349 SH SOLE 582,349 PULTE HOMES INC COM 745867101 2,588 236,796 SH SOLE 236,796 QLOGIC CORP COM 747277101 1,541 138,600 SH SOLE 138,600 QUALCOMM INC COM 747525103 84,546 2,172,850 SH SOLE 2,172,850 QUANEX BUILDING PRODUCTS COR COM 747619104 6,286 827,053 SH SOLE 827,053 QUEST DIAGNOSTICS INC COM 74834L100 7,060 148,700 SH SOLE 148,700 QUESTAR CORP COM 748356102 5,879 199,775 SH SOLE 199,775 QWEST COMMUNICATIONS INTL IN COM 749121109 25,319 7,403,243 SH SOLE 7,403,243 RADIOSHACK CORP COM 750438103 1,304 152,215 SH SOLE 152,215 RANGE RES CORP COM 75281A109 757 18,400 SH SOLE 18,400 RAYTHEON CO COM 755111507 91,746 2,356,071 SH SOLE 2,356,071 NEW REGIONS FINANCIAL CORP NEW COM 7591EP100 3,503 822,255 SH SOLE 822,255 REINSURANCE GROUP AMER INC COM 759351604 3,124 96,439 SH SOLE 96,439 NEW RELIANCE STEEL & ALUMINUM CO COM 759509102 33,580 1,275,350 SH SOLE 1,275,350 REPUBLIC SVCS INC COM 760759100 7,868 458,771 SH SOLE 458,771 RETAIL VENTURES INC COM 76128Y102 142 93,300 SH SOLE 93,300 REYNOLDS AMERICAN INC COM 761713106 7,258 202,500 SH SOLE 202,500 RIGEL PHARMACEUTICALS INC COM 766559603 3,842 625,707 SH SOLE 625,707 NEW ROBBINS & MYERS INC COM 770196103 2,546 167,800 SH SOLE 167,800 ROBERT HALF INTL INC COM 770323103 3,302 185,200 SH SOLE 185,200 ROCHESTER MED CORP COM 771497104 870 78,949 SH SOLE 78,949 ROCKWELL AUTOMATION INC COM 773903109 4,508 206,403 SH SOLE 206,403 ROCKWOOD HLDGS INC COM 774415103 1,480 186,359 SH SOLE 186,359 ROHM & HAAS CO COM 775371107 186,278 2,362,739 SH SOLE 2,362,739 ROWAN COS INC COM 779382100 414 34,600 SH SOLE 34,600 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 4,767 109,300 SH SOLE 109,300 RTI INTL METALS INC COM 74973W107 11,432 977,071 SH SOLE 977,071 RYDER SYS INC COM 783549108 1,786 63,100 SH SOLE 63,100 SAFEWAY INC COM NEW 786514208 6,104 302,340 SH SOLE 302,340 SANDERSON FARMS INC COM 800013104 13,565 361,261 SH SOLE 361,261 SANDISK CORP COM 80004C101 3,446 272,400 SH SOLE 272,400 SANDRIDGE ENERGY INC COM 80007P307 330 50,000 SH SOLE 50,000 SARA LEE CORP COM 803111103 2,338 289,310 SH SOLE 289,310 SCANA CORP NEW COM 80589M102 4,176 135,200 SH SOLE 135,200 SCHERING PLOUGH CORP COM 806605101 188,845 8,018,893 SH SOLE 8,018,893 SCHLUMBERGER LTD COM 806857108 52,566 1,294,084 SH SOLE 1,294,084 SCHWAB CHARLES CORP NEW COM 808513105 16,758 1,081,175 SH SOLE 1,081,175 SCRIPPS NETWORKS INTERACT IN CL A 811065101 2,251 100,000 SH SOLE 100,000 COM SEABRIGHT INSURANCE HLDGS IN COM 811656107 2,339 223,569 SH SOLE 223,569 SEALED AIR CORP NEW COM 81211K100 2,519 182,561 SH SOLE 182,561 SELECT COMFORT CORP COM 81616X103 4,727 6,565,000 SH SOLE 6,565,000 SEMPRA ENERGY COM 816851109 31,712 685,804 SH SOLE 685,804 SEQUENOM INC COM NEW 817337405 14,220 1,000,000 SH SOLE 1,000,000 SHANDA INTERACTIVE ENTMT LTD SPONSORED 81941Q203 5,534 140,000 SH SOLE 140,000 ADR SHERWIN WILLIAMS CO COM 824348106 4,553 87,600 SH SOLE 87,600 SIMON PPTY GROUP INC NEW COM 828806109 9,100 262,715 SH SOLE 262,715 SIRIUS XM RADIO INC COM 82967N108 483 1,380,000 SH SOLE 1,380,000 SLM CORP COM 78442P106 2,622 529,600 SH SOLE 529,600 SMART BALANCE INC COM 83169Y108 44,354 7,343,302 SH SOLE 7,343,302 SMITH A O COM 831865209 3,669 145,706 SH SOLE 145,706 SMITH INTL INC COM 832110100 13,478 627,500 SH SOLE 627,500 SMUCKER J M CO COM NEW 832696405 32,650 876,036 SH SOLE 876,036 SNAP ON INC COM 833034101 1,431 57,000 SH SOLE 57,000 SOLUTIA INC COM NEW 834376501 6,137 3,281,986 SH SOLE 3,281,986 SONUS NETWORKS INC COM 835916107 3,471 2,211,000 SH SOLE 2,211,000 SOURCEFIRE INC COM 83616T108 492 67,600 SH SOLE 67,600 SOUTHWEST ARLS CO COM 844741108 5,589 882,980 SH SOLE 882,980 SOUTHWESTERN ENERGY CO COM 845467109 13,948 469,800 SH SOLE 469,800 SPDR GOLD TRUST GOLD SHS 78463V107 6,771 75,000 SH SOLE 75,000 SPECTRA ENERGY CORP COM 847560109 10,315 729,500 SH SOLE 729,500 SPRINT NEXTEL CORP COM SER 1 852061100 1,061 297,264 SH SOLE 297,264 SRA INTL INC CL A 78464R105 7,987 543,323 SH SOLE 543,323 ST JUDE MED INC COM 790849103 34,975 962,700 SH SOLE 962,700 STAPLES INC COM 855030102 15,722 868,127 SH SOLE 868,127 STARBUCKS CORP COM 855244109 9,758 878,289 SH SOLE 878,289 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 2,775 218,500 SH SOLE 218,500 STATE AUTO FINL CORP COM 855707105 704 40,000 SH SOLE 40,000 STATE STR CORP COM 857477103 36,216 1,176,600 SH SOLE 1,176,600 STEIN MART INC COM 858375108 3,947 1,365,800 SH SOLE 1,365,800 SUN HEALTHCARE GROUP INC COM NEW 866933401 1,766 209,193 SH SOLE 209,193 SUN MICROSYSTEMS INC COM NEW 866810203 6,577 898,500 SH SOLE 898,500 SUNPOWER CORP COM CL B 867652307 9,405 475,000 SH SOLE 475,000 SUNTRUST BKS INC COM 867914103 3,813 324,818 SH SOLE 324,818 SUPERVALU INC COM 868536103 12,627 884,247 SH SOLE 884,247 SYMANTEC CORP COM 871503108 24,289 1,625,760 SH SOLE 1,625,760 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 14,202 1,158,383 SH SOLE 1,158,383 SYSCO CORP COM 871829107 10,888 477,524 SH SOLE 477,524 TALBOTS INC COM 874161102 8,275 2,357,575 SH SOLE 2,357,575 TALISMAN ENERGY INC COM 87425E103 1,107 105,400 SH SOLE 105,400 TARGET CORP COM 87612E106 27,786 807,976 SH SOLE 807,976 TECO ENERGY INC COM 872375100 2,729 244,738 SH SOLE 244,738 TELEDYNE TECHNOLOGIES INC COM 879360105 1,137 42,629 SH SOLE 42,629 TELEFLEX INC COM 879369106 19,604 501,521 SH SOLE 501,521 TELLABS INC COM 879664100 2,208 482,200 SH SOLE 482,200 TENARIS S A SPONSORED 88031M109 504 25,000 SH SOLE 25,000 ADR TENET HEALTHCARE CORP COM 88033G100 581 500,487 SH SOLE 500,487 TERADATA CORP DEL COM 88076W103 3,066 189,000 SH SOLE 189,000 TERADYNE INC COM 880770102 913 208,400 SH SOLE 208,400 TERRA INDS INC COM 880915103 21,770 775,000 SH SOLE 775,000 TESORO CORP COM 881609101 2,177 161,600 SH SOLE 161,600 TESSERA TECHNOLOGIES INC COM 88164L100 63,929 4,781,500 SH SOLE 4,781,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 28,636 635,649 SH SOLE 635,649 TEXAS INSTRS INC COM 882508104 9,520 576,600 SH SOLE 576,600 TEXTRON INC COM 883203101 1,826 318,203 SH SOLE 318,203 SOUTHERN CO COM 842587107 7,655 250,000 SH SOLE 250,000 THERMO FISHER SCIENTIFIC INC COM 883556102 114,052 3,197,425 SH SOLE 3,197,425 THORATEC CORP COM NEW 885175307 40,976 1,595,020 SH SOLE 1,595,020 TIFFANY & CO NEW COM 886547108 3,230 149,812 SH SOLE 149,812 TIME WARNER CABLE INC CL A 88732J108 812 327,298 SH SOLE 327,298 TIME WARNER INC COM 887317105 25,396 1,315,870 SH SOLE 1,315,870 TITANIUM METALS CORP COM NEW 888339207 597 109,150 SH SOLE 109,150 TJX COS INC NEW COM 872540109 40,665 1,586,000 SH SOLE 1,586,000 TOTAL SA SPONSORED 89151E109 11,333 231,000 SH SOLE 231,000 ADR TOTAL SYS SVCS INC COM 891906109 3,189 230,900 SH SOLE 230,900 TOWER GROUP INC COM 891777104 3,156 128,122 SH SOLE 128,122 TRANSOCEAN INC NEW SHS G90073100 74,590 1,267,678 SH SOLE 1,267,678 TRAVELERS COMPANIES INC COM 89417E109 61,095 1,503,317 SH SOLE 1,503,317 TRIAN ACQUISITION I CORP UNIT 89582E207 9,430 1,000,000 SH SOLE 1,000,000 99/99/9999 TRIDENT MICROSYSTEMS INC COM 895919108 1,019 697,800 SH SOLE 697,800 TW TELECOM INC CL A 87311L104 28,563 3,264,383 SH SOLE 3,264,383 TWEEN BRANDS INC COM 901166108 2,103 982,900 SH SOLE 982,900 TYCO ELECTRONICS LTD COM NEW G9144P105 5,974 541,117 SH SOLE 541,117 TYSON FOODS INC CL A 902494103 16,601 1,767,900 SH SOLE 1,767,900 ULTRA PETROLEUM CORP COM 903914109 11,485 320,000 SH SOLE 320,000 UNION PAC CORP COM 907818108 25,224 613,566 SH SOLE 613,566 UNISOURCE ENERGY CORP COM 909205106 2,819 100,000 SH SOLE 100,000 UNITED PARCEL SERVICE INC CL B 911312106 59,743 1,213,800 SH SOLE 1,213,800 UNITED RENTALS INC COM 911363109 877 208,200 SH SOLE 208,200 UNITED TECHNOLOGIES CORP COM 913017109 46,699 1,086,532 SH SOLE 1,086,532 UNITEDHEALTH GROUP INC COM 91324P102 38,614 1,844,903 SH SOLE 1,844,903 UNUM GROUP COM 91529Y106 11,791 943,241 SH SOLE 943,241 US BANCORP DEL COM NEW 902973304 13,727 939,561 SH SOLE 939,561 VALERO ENERGY CORP NEW COM 91913Y100 16,894 943,800 SH SOLE 943,800 VALSPAR CORP COM 920355104 2,181 109,223 SH SOLE 109,223 VANDA PHARMACEUTICALS INC COM 921659108 724 804,600 SH SOLE 804,600 VARIAN MED SYS INC COM 92220P105 654 21,500 SH SOLE 21,500 VENTAS INC COM 92276F100 3,798 168,000 SH SOLE 168,000 VERIZON COMMUNICATIONS INC COM 92343V104 102,409 3,391,041 SH SOLE 3,391,041 VERTEX PHARMACEUTICALS INC COM 92532F100 90,499 3,150,000 SH SOLE 3,150,000 VIACOM INC NEW CL B 92553P201 20,435 1,175,801 SH SOLE 1,175,801 VIGNETTE CORP COM NEW 926734401 1,543 231,000 SH SOLE 231,000 VIRGIN MEDIA INC COM 92769L101 1,920 400,000 SH SOLE 400,000 VOLCANO CORPORATION COM 928645100 8,426 579,074 SH SOLE 579,074 VORNADO RLTY TR SH BEN 929042109 5,335 160,485 SH SOLE 160,485 INT WAL MART STORES INC COM 931142103 187,460 3,598,081 SH SOLE 3,598,081 WALGREEN CO COM 931422109 13,066 503,297 SH SOLE 503,297 WALT DISNEY CO COM 254687106 41,966 2,310,882 SH SOLE 2,310,882 DISNEY WARNACO GROUP INC COM NEW 934390402 7,200 300,000 SH SOLE 300,000 WASHINGTON POST CO CL B 939640108 10,315 28,887 SH SOLE 28,887 WASTE CONNECTIONS INC COM 941053100 10,280 400,000 SH SOLE 400,000 WASTE MGMT INC DEL COM 94106L109 14,599 570,291 SH SOLE 570,291 WATSON PHARMACEUTICALS INC COM 942683103 2,283 73,400 SH SOLE 73,400 WEATHERFORD INTERNATIONAL LT COM G95089101 3,527 318,600 SH SOLE 318,600 WELLPOINT INC COM 94973V107 17,303 455,700 SH SOLE 455,700 WELLS FARGO & CO NEW COM 949746101 76,845 5,396,388 SH SOLE 5,396,388 WENDYS ARBYS GROUP INC COM 950587105 13,881 2,759,625 SH SOLE 2,759,625 WESTAR ENERGY INC COM 95709T100 16,391 935,000 SH SOLE 935,000 WESTERN UN CO COM 959802109 10,740 854,393 SH SOLE 854,393 WEYERHAEUSER CO COM 962166104 6,953 252,212 SH SOLE 252,212 WHIRLPOOL CORP COM 963320106 2,367 80,000 SH SOLE 80,000 WHOLE FOODS MKT INC COM 966837106 2,876 171,200 SH SOLE 171,200 WILLIAMS COS INC DEL COM 969457100 8,043 706,750 SH SOLE 706,750 WILLIS GROUP HOLDINGS LTD SHS G96655108 14,900 677,274 SH SOLE 677,274 WYETH COM 983024100 382,599 8,889,371 SH SOLE 8,889,371 WYNDHAM WORLDWIDE CORP COM 98310W108 790 188,093 SH SOLE 188,093 WYNN RESORTS LTD COM 983134107 1,598 80,000 SH SOLE 80,000 XENOPORT INC COM 98411C100 3,948 203,910 SH SOLE 203,910 XEROX CORP COM 984121103 4,660 1,024,200 SH SOLE 1,024,200 XL CAP LTD CL A G98255105 6,608 1,210,345 SH SOLE 1,210,345 XTO ENERGY INC COM 98385X106 15,407 503,166 SH SOLE 503,166 YAHOO INC COM 984332106 26,307 2,053,600 SH SOLE 2,053,600 YUM BRANDS INC COM 988498101 6,218 226,280 SH SOLE 226,280 ZIMMER HLDGS INC COM 98956P102 4,103 112,400 SH SOLE 112,400