-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Sexe3zkbMSMV2HhQx3DMItHnecx4tTf8HLnRAssO4QlvasiJjNwAHXhnqMSOCUnu 3pn/X8TT4xOkMJDwuUIBSQ== 0000902664-09-003898.txt : 20091116 0000902664-09-003898.hdr.sgml : 20091116 20091116095512 ACCESSION NUMBER: 0000902664-09-003898 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADAGE CAPITAL PARTNERS GP LLC CENTRAL INDEX KEY: 0001165408 IRS NUMBER: 043574590 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10046 FILM NUMBER: 091184089 BUSINESS ADDRESS: STREET 1: 200 CLARENDON STREET STREET 2: 52ND FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 6178672800 13F-HR 1 p09-1948form13fhr.txt ADAGE CAPITAL PARTNERS GP, L.L.C. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 11/16/09 ------------------------ ------------------------------ --------- 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: 657 ------------- Form 13F Information Table Value Total: $ 21,217,716 ------------- (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 46,225 626,360 SH SOLE 626,360 ABBOTT LABORATORIES COM 002824100 114,894 2,322,492 SH SOLE 2,322,492 AC MOORE ARTS & CRAFTS INC COM 00086T103 4,475 1,243,100 SH SOLE 1,243,100 ACE LTD SHS H0023R105 41,973 785,129 SH SOLE 785,129 ACTIVISION BLIZZARD INC COM 00507V109 53,763 4,339,300 SH SOLE 4,339,300 ACUITY BRANDS INC COM 00508Y102 45,790 1,421,604 SH SOLE 1,421,604 ADOBE SYSTEMS INC COM 00724F101 17,230 521,500 SH SOLE 521,500 AES CORP COM 00130H105 13,343 900,370 SH SOLE 900,370 AETNA INC NEW COM 00817Y108 30,855 1,108,700 SH SOLE 1,108,700 AFFILIATED COMPUTER SVCS CL A 008190100 15,330 283,000 SH SOLE 283,000 AFFILIATED COMPUTER SVCS CL A 008190100 2,075 38,300 SH CALL SOLE 38,300 AFLAC INC COM 001055102 24,640 576,516 SH SOLE 576,516 AGILENT TECHNOLOGIES INC COM 00846U101 19,459 699,214 SH SOLE 699,214 AIR PRODS & CHEMS INC COM 009158106 22,390 288,600 SH SOLE 288,600 AKAMAI TECHNOLOGIES INC COM 00971T101 4,621 234,800 SH SOLE 234,800 ALBEMARLE CORP COM 012653101 101,628 2,937,215 SH SOLE 2,937,215 ALCOA INC COM 013817101 14,120 1,076,200 SH SOLE 1,076,200 ALEXION PHARMACEUTICALS INC COM 015351109 20,423 458,532 SH SOLE 458,532 ALEXZA PHARMACEUTICALS INC COM 015384100 958 425,900 SH SOLE 425,900 ALLEGHENY ENERGY INC COM 017361106 5,962 224,800 SH SOLE 224,800 ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,664 133,300 SH SOLE 133,300 ALLERGAN INC COM 018490102 23,202 408,779 SH SOLE 408,779 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 25,228 526,343 SH SOLE 526,343 ALLOS THERAPEUTICS INC COM 019777101 8,766 1,209,100 SH SOLE 1,209,100 ALLSTATE CORP COM 020002101 18,571 606,502 SH SOLE 606,502 ALPHA NATURAL RESOURCES INC COM 02076X102 1,260 35,900 SH SOLE 35,900 ALTERA CORP COM 021441100 6,409 312,500 SH SOLE 312,500 ALTRIA GROUP INC COM 02209S103 49,499 2,779,300 SH SOLE 2,779,300 AMAG PHARMACEUTICALS INC COM 00163U106 93,599 2,142,821 SH SOLE 2,142,821 AMAZON COM INC COM 023135106 31,412 336,462 SH SOLE 336,462 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 71,704 4,252,900 SH SOLE 4,252,900 AMERICAN ELEC PWR INC COM 025537101 47,273 1,525,423 SH SOLE 1,525,423 AMERICAN EXPRESS CO COM 025816109 54,905 1,619,600 SH SOLE 1,619,600 AMERICAN TOWER CORP CL A 029912201 28,148 773,300 SH SOLE 773,300 AMERICAN WTR WKS CO INC NEW COM 030420103 50,885 2,551,900 SH SOLE 2,551,900 AMERIPRISE FINL INC COM 03076C106 19,591 539,238 SH SOLE 539,238 AMERISOURCEBERGEN CORP COM 03073E105 18,393 821,838 SH SOLE 821,838 AMGEN INC COM 031162100 111,585 1,852,660 SH SOLE 1,852,660 ANADARKO PETE CORP COM 032511107 51,594 822,484 SH SOLE 822,484 ANADYS PHARMACEUTICALS INC COM 03252Q408 7,613 2,894,500 SH SOLE 2,894,500 ANALOG DEVICES INC COM 032654105 10,952 397,100 SH SOLE 397,100 ANNTAYLOR STORES CORP COM 036115103 32,244 2,029,173 SH SOLE 2,029,173 ANSYS INC COM 03662Q105 7,098 189,700 SH SOLE 189,700 AON CORP COM 037389103 10,470 257,300 SH SOLE 257,300 APACHE CORP COM 037411105 87,982 958,100 SH SOLE 958,100 APARTMENT INVT & MGMT CO CL A 03748R101 2,228 151,031 SH SOLE 151,031 APOLLO GROUP INC CL A 037604105 12,797 173,700 SH SOLE 173,700 APPLE INC COM 037833100 250,315 1,350,500 SH SOLE 1,350,500 APPLIED MATLS INC COM 038222105 29,318 2,189,700 SH SOLE 2,189,700 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 20,123 507,250 SH SOLE 507,250 ARCHER DANIELS MIDLAND CO COM 039483102 6,793 232,492 SH SOLE 232,492 ARCSIGHT INC COM 039666102 3,560 147,896 SH SOLE 147,896 ARGO GROUP INTL HLDGS LTD COM G0464B107 4,445 131,977 SH SOLE 131,977 ASSOCIATED BANC CORP COM 045487105 914 80,000 SH SOLE 80,000 ASSURANT INC COM 04621X108 25,755 803,341 SH SOLE 803,341 AT&T INC COM 00206R102 242,338 8,972,138 SH SOLE 8,972,138 AUTODESK INC COM 052769106 5,804 243,900 SH SOLE 243,900 AUTOMATIC DATA PROCESSING IN COM 053015103 24,358 619,800 SH SOLE 619,800 AUTOZONE INC COM 053332102 6,427 43,955 SH SOLE 43,955 AVALONBAY CMNTYS INC COM 053484101 7,461 102,582 SH SOLE 102,582 AVERY DENNISON CORP COM 053611109 5,502 152,787 SH SOLE 152,787 AVON PRODS INC COM 054303102 63,668 1,874,800 SH SOLE 1,874,800 AXIS CAPITAL HOLDINGS SHS G0692U109 6,545 216,877 SH SOLE 216,877 BALDOR ELEC CO COM 057741100 3,871 141,600 SH SOLE 141,600 BALL CORP COM 058498106 6,357 129,200 SH SOLE 129,200 BANK OF AMERICA CORPORATION COM 060505104 204,211 12,069,199 SH SOLE 12,069,199 BANK OF NEW YORK MELLON CORP COM 064058100 22,938 791,242 SH SOLE 791,242 BAXTER INTL INC COM 071813109 127,663 2,239,298 SH SOLE 2,239,298 BB&T CORP COM 054937107 20,422 749,700 SH SOLE 749,700 BED BATH & BEYOND INC COM 075896100 13,391 356,726 SH SOLE 356,726 BELDEN INC COM 077454106 8,371 362,363 SH SOLE 362,363 BEMIS INC COM 081437105 909 35,100 SH SOLE 35,100 BERKLEY W R CORP COM 084423102 2,707 107,100 SH SOLE 107,100 BEST BUY INC COM 086516101 26,398 703,576 SH SOLE 703,576 BJ SVCS CO COM 055482103 149,662 7,702,600 SH SOLE 7,702,600 BLOCK H&R INC COM 093671105 8,394 456,700 SH SOLE 456,700 BLUE COAT SYSTEMS INC COM 09534T508 4,936 218,500 SH SOLE 218,500 BMC SOFTWARE INC COM 055921100 13,695 364,900 SH SOLE 364,900 BOEING CO COM 097023105 81,317 1,501,701 SH SOLE 1,501,701 BORDERS GROUP INC COM 099709107 3,343 1,075,000 SH SOLE 1,075,000 BOSTON PROPERTIES INC COM 101121101 12,373 188,756 SH SOLE 188,756 BOSTON SCIENTIFIC CORP COM 101137107 26,745 2,525,500 SH SOLE 2,525,500 BP PLC SPONSORED ADR 055622104 8,213 154,300 SH SOLE 154,300 BRADY CORP CL A 104674106 19,348 673,694 SH SOLE 673,694 BRISTOL MYERS SQUIBB CO COM 110122108 125,380 5,567,500 SH SOLE 5,567,500 BROADCOM CORP CL A 111320107 25,918 844,500 SH SOLE 844,500 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 13,649 1,736,500 SH SOLE 1,736,500 BROWN FORMAN CORP CL B 115637209 2,064 42,813 SH SOLE 42,813 BUCYRUS INTL INC NEW COM 118759109 2,309 64,829 SH SOLE 64,829 BURLINGTON NORTHN SANTA FE C COM 12189T104 28,463 356,543 SH SOLE 356,543 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 13,243 229,300 SH SOLE 229,300 CA INC COM 12673P105 2,927 133,100 SH SOLE 133,100 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,463 61,600 SH SOLE 61,600 CABOT OIL & GAS CORP COM 127097103 4,383 122,600 SH SOLE 122,600 CACI INTL INC CL A 127190304 799 16,900 SH SOLE 16,900 CADBURY PLC SPONS ADR 12721E102 4,291 83,791 SH SOLE 83,791 CADENCE DESIGN SYSTEM INC COM 127387108 2,165 294,900 SH SOLE 294,900 CALLAWAY GOLF CO COM 131193104 925 121,500 SH SOLE 121,500 CAMECO CORP COM 13321L108 5,560 200,000 SH SOLE 200,000 CAMERON INTERNATIONAL CORP COM 13342B105 15,586 412,100 SH SOLE 412,100 CAPITAL ONE FINL CORP COM 14040H105 22,140 619,655 SH SOLE 619,655 CARDINAL HEALTH INC COM 14149Y108 26,222 978,448 SH SOLE 978,448 CARDIOME PHARMA CORP COM NEW 14159U202 34,110 7,850,000 SH SOLE 7,850,000 CAREER EDUCATION CORP COM 141665109 1,497 61,600 SH SOLE 61,600 CAREFUSION CORP COM 14170T101 10,810 495,874 SH SOLE 495,874 CARLISLE COS INC COM 142339100 6,040 178,116 SH SOLE 178,116 CARNIVAL CORP PAIRED CTF 143658300 19,858 596,700 SH SOLE 596,700 CATERPILLAR INC DEL COM 149123101 36,134 703,950 SH SOLE 703,950 CB RICHARD ELLIS GROUP INC CL A 12497T101 3,840 327,100 SH SOLE 327,100 CBS CORP NEW CL B 124857202 26,833 2,226,800 SH SOLE 2,226,800 CELANESE CORP DEL COM SER A 150870103 263,326 10,533,032 SH SOLE 10,533,032 CELANESE CORP DEL PFD 4.25% CONV 150870202 26,135 801,340 SH SOLE 801,340 CELGENE CORP COM 151020104 31,599 565,282 SH SOLE 565,282 CENTERPOINT ENERGY INC COM 15189T107 10,482 843,230 SH SOLE 843,230 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3,517 102,700 SH SOLE 102,700 CEPHALON INC COM 156708109 5,649 97,000 SH SOLE 97,000 CEPHEID COM 15670R107 618 46,773 SH SOLE 46,773 CF INDS HLDGS INC COM 125269100 5,752 66,700 SH SOLE 66,700 CHECK POINT SOFTWARE TECH LT ORD M22465104 18,272 644,500 SH SOLE 644,500 CHESAPEAKE ENERGY CORP COM 165167107 26,131 920,100 SH SOLE 920,100 CHEVRON CORP NEW COM 166764100 210,943 2,995,068 SH SOLE 2,995,068 CIENA CORP COM NEW 171779309 2,030 124,700 SH SOLE 124,700 CIGNA CORP COM 125509109 10,433 371,400 SH SOLE 371,400 CINTAS CORP COM 172908105 5,426 179,000 SH SOLE 179,000 CISCO SYS INC COM 17275R102 184,905 7,854,900 SH SOLE 7,854,900 CITIGROUP INC COM 172967101 84,144 17,385,085 SH SOLE 17,385,085 CITRIX SYS INC COM 177376100 545 13,900 SH SOLE 13,900 CKX INC COM 12562M106 3,183 474,424 SH SOLE 474,424 CLOROX CO DEL COM 189054109 59,108 1,004,897 SH SOLE 1,004,897 CME GROUP INC COM 12572Q105 29,278 95,000 SH SOLE 95,000 CMS ENERGY CORP COM 125896100 67,606 5,045,200 SH SOLE 5,045,200 CNA FINL CORP COM 126117100 1,859 76,998 SH SOLE 76,998 COACH INC COM 189754104 13,805 419,352 SH SOLE 419,352 COCA COLA CO COM 191216100 67,927 1,264,941 SH SOLE 1,264,941 COCA COLA ENTERPRISES INC COM 191219104 65,394 3,054,366 SH SOLE 3,054,366 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 28,485 736,800 SH SOLE 736,800 COLGATE PALMOLIVE CO COM 194162103 63,647 834,392 SH SOLE 834,392 COLUMBIA SPORTSWEAR CO COM 198516106 14,334 348,250 SH SOLE 348,250 COMBINATORX INC COM 20010A103 1,632 1,165,500 SH SOLE 1,165,500 COMCAST CORP NEW CL A 20030N101 71,068 4,209,770 SH SOLE 4,209,770 COMERICA INC COM 200340107 12,524 422,109 SH SOLE 422,109 COMMSCOPE INC COM 203372107 49,746 1,662,073 SH SOLE 1,662,073 COMPUTER SCIENCES CORP COM 205363104 8,102 153,700 SH SOLE 153,700 COMPUWARE CORP COM 205638109 2,195 299,500 SH SOLE 299,500 CONAGRA FOODS INC COM 205887102 4,801 221,431 SH SOLE 221,431 CONCHO RES INC COM 20605P101 1,133 31,200 SH SOLE 31,200 CONOCOPHILLIPS COM 20825C104 85,971 1,903,692 SH SOLE 1,903,692 CONSOL ENERGY INC COM 20854P109 25,135 557,200 SH SOLE 557,200 CONSTELLATION BRANDS INC CL A 21036P108 536 35,400 SH SOLE 35,400 CONSTELLATION ENERGY GROUP I COM 210371100 76,426 2,361,013 SH SOLE 2,361,013 CONTINENTAL AIRLS INC CL B 210795308 423 25,700 SH SOLE 25,700 CONVERGYS CORP COM 212485106 1,477 148,600 SH SOLE 148,600 COOPER INDUSTRIES PLC SHS G24140108 100,926 2,686,347 SH SOLE 2,686,347 CORNING INC COM 219350105 46,695 3,050,000 SH SOLE 3,050,000 CORPORATE EXECUTIVE BRD CO COM 21988R102 3,802 152,700 SH SOLE 152,700 COSTCO WHLS CORP NEW COM 22160K105 69,948 1,238,900 SH SOLE 1,238,900 COVENTRY HEALTH CARE INC COM 222862104 313 15,669 SH SOLE 15,669 COVIDIEN PLC SHS G2554F105 17,993 415,925 SH SOLE 415,925 CROWN CASTLE INTL CORP COM 228227104 17,620 561,852 SH SOLE 561,852 CROWN HOLDINGS INC COM 228368106 58,992 2,168,826 SH SOLE 2,168,826 CSX CORP COM 126408103 22,351 533,956 SH SOLE 533,956 CUMMINS INC COM 231021106 11,928 266,182 SH SOLE 266,182 CVS CAREMARK CORPORATION COM 126650100 96,455 2,698,788 SH SOLE 2,698,788 DANA HOLDING CORP COM 235825205 3,405 500,000 SH SOLE 500,000 DARDEN RESTAURANTS INC COM 237194105 10,662 312,400 SH SOLE 312,400 DAVITA INC COM 23918K108 22,129 390,700 SH SOLE 390,700 DEAN FOODS CO NEW COM 242370104 65,544 3,684,303 SH SOLE 3,684,303 DEERE & CO COM 244199105 4,615 107,522 SH SOLE 107,522 DELIA'S INC NEW COM 246911101 1,020 474,540 SH SOLE 474,540 DELL INC COM 24702R101 14,331 939,100 SH SOLE 939,100 DELTA AIR LINES INC DEL COM NEW 247361702 13,601 1,518,000 SH SOLE 1,518,000 DENDREON CORP COM 24823Q107 14,373 513,500 SH SOLE 513,500 DEVON ENERGY CORP NEW COM 25179M103 33,022 490,456 SH SOLE 490,456 DEVRY INC DEL COM 251893103 4,591 83,000 SH SOLE 83,000 DICKS SPORTING GOODS INC COM 253393102 62,960 2,810,700 SH SOLE 2,810,700 DIRECTV GROUP INC COM 25459L106 1,946 70,565 SH SOLE 70,565 DISCOVER FINL SVCS COM 254709108 11,841 729,558 SH SOLE 729,558 DISH NETWORK CORP CL A 25470M109 12,061 626,200 SH SOLE 626,200 DISNEY WALT CO COM DISNEY 254687106 51,163 1,863,182 SH SOLE 1,863,182 DONNELLEY R R & SONS CO COM 257867101 5,961 280,400 SH SOLE 280,400 DOVER CORP COM 260003108 6,795 175,300 SH SOLE 175,300 DOW CHEM CO COM 260543103 66,492 2,550,500 SH SOLE 2,550,500 D R HORTON INC COM 23331A109 4,080 357,600 SH SOLE 357,600 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,217,900 45,000 SH SOLE 45,000 DTE ENERGY CO COM 233331107 7,909 225,072 SH SOLE 225,072 DYNCORP INTL INC CL A 26817C101 5,581 310,083 SH SOLE 310,083 DYNEGY INC DEL CL A 26817G102 1,449 568,071 SH SOLE 568,071 E TRADE FINANCIAL CORP COM 269246104 2,210 1,262,500 SH SOLE 1,262,500 EAGLE MATERIALS INC COM 26969P108 29,694 1,038,961 SH SOLE 1,038,961 EATON CORP COM 278058102 26,561 469,366 SH SOLE 469,366 EATON VANCE CORP COM NON VTG 278265103 1,828 65,300 SH SOLE 65,300 EBAY INC COM 278642103 47,916 2,030,000 SH SOLE 2,030,000 ECOLAB INC COM 278865100 19,495 421,700 SH SOLE 421,700 EDISON INTL COM 281020107 45,867 1,365,900 SH SOLE 1,365,900 EL PASO CORP COM 28336L109 9,681 938,119 SH SOLE 938,119 ELECTRONIC ARTS INC COM 285512109 331 17,400 SH SOLE 17,400 E M C CORP MASS COM 268648102 44,236 2,595,974 SH SOLE 2,595,974 EMCOR GROUP INC COM 29084Q100 23,973 946,811 SH SOLE 946,811 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 1,395 30,000 SH SOLE 30,000 EMERSON ELEC CO COM 291011104 11,339 282,930 SH SOLE 282,930 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 19,179 525,886 SH SOLE 525,886 ENERGIZER HLDGS INC COM 29266R108 41,297 622,500 SH SOLE 622,500 ENSCO INTL INC COM 26874Q100 6,487 152,500 SH SOLE 152,500 ENTERCOM COMMUNICATIONS CORP CL A 293639100 655 128,400 SH SOLE 128,400 ENTERGY CORP NEW COM 29364G103 33,502 419,502 SH SOLE 419,502 EOG RES INC COM 26875P101 28,778 344,600 SH SOLE 344,600 EQT CORP COM 26884L109 7,417 174,100 SH SOLE 174,100 EQUIFAX INC COM 294429105 5,015 172,100 SH SOLE 172,100 EQUITY RESIDENTIAL SH BEN INT 29476L107 11,455 373,133 SH SOLE 373,133 EURAND N V SHS N31010106 4,639 306,393 SH SOLE 306,393 EVEREST RE GROUP LTD COM G3223R108 10,156 115,808 SH SOLE 115,808 EXELON CORP COM 30161N101 3,212 64,725 SH SOLE 64,725 EXPEDIA INC DEL COM 30212P105 6,869 286,800 SH SOLE 286,800 EXPEDITORS INTL WASH INC COM 302130109 10,156 288,900 SH SOLE 288,900 EXPRESS SCRIPTS INC COM 302182100 43,949 566,500 SH SOLE 566,500 EXXON MOBIL CORP COM 30231G102 453,247 6,606,128 SH SOLE 6,606,128 FACET BIOTECH CORP SHS 30303Q103 3,458 200,000 SH SOLE 200,000 FAMILY DLR STORES INC COM 307000109 5,280 200,000 SH SOLE 200,000 FEDERATED INVS INC PA CL B 314211103 3,178 120,500 SH SOLE 120,500 FEDEX CORP COM 31428X106 20,716 275,404 SH SOLE 275,404 FIDELITY NATIONAL FINANCIAL CL A 31620R105 3,173 210,412 SH SOLE 210,412 FIDELITY NATL INFORMATION SV COM 31620M106 6,666 261,304 SH SOLE 261,304 FIFTH THIRD BANCORP COM 316773100 12,912 1,274,600 SH SOLE 1,274,600 FIRST AMER CORP CALIF COM 318522307 4,938 152,550 SH SOLE 152,550 FIRST HORIZON NATL CORP COM 320517105 3,215 243,004 SH SOLE 243,004 FIRST NIAGARA FINL GP INC COM 33582V108 949 77,000 SH SOLE 77,000 FIRSTENERGY CORP COM 337932107 18,768 410,504 SH SOLE 410,504 FIRSTMERIT CORP COM 337915102 1,948 102,361 SH SOLE 102,361 FISERV INC COM 337738108 10,133 210,225 SH SOLE 210,225 FLOWSERVE CORP COM 34354P105 7,273 73,800 SH SOLE 73,800 FLUOR CORP NEW COM 343412102 5,594 110,000 SH SOLE 110,000 F M C CORP COM NEW 302491303 5,456 97,000 SH SOLE 97,000 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2,268 205,400 SH SOLE 205,400 FOOT LOCKER INC COM 344849104 21,604 1,807,898 SH SOLE 1,807,898 FORD MTR CO DEL COM PAR $0.01 345370860 31,216 4,329,515 SH SOLE 4,329,515 FOREST LABS INC COM 345838106 3,000 101,900 SH SOLE 101,900 FORTUNE BRANDS INC COM 349631101 1,719 40,000 SH SOLE 40,000 FRANKLIN RES INC COM 354613101 15,236 151,457 SH SOLE 151,457 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 2,575 25,000 SH SOLE 25,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 34,916 508,900 SH SOLE 508,900 FRONTIER COMMUNICATIONS CORP COM 35906A108 3,003 398,218 SH SOLE 398,218 GALLAGHER ARTHUR J & CO COM 363576109 2,824 115,899 SH SOLE 115,899 GAMESTOP CORP NEW CL A 36467W109 78,819 2,977,670 SH SOLE 2,977,670 GANNETT INC COM 364730101 4,002 319,900 SH SOLE 319,900 GAP INC DEL COM 364760108 12,919 603,700 SH SOLE 603,700 GARDNER DENVER INC COM 365558105 56,642 1,623,912 SH SOLE 1,623,912 GENERAL DYNAMICS CORP COM 369550108 78,297 1,212,027 SH SOLE 1,212,027 GENERAL ELECTRIC CO COM 369604103 237,074 14,438,161 SH SOLE 14,438,161 GENERAL MLS INC COM 370334104 13,237 205,617 SH SOLE 205,617 GENOPTIX INC COM 37243V100 8,135 233,903 SH SOLE 233,903 GENTEX CORP COM 371901109 26,151 1,848,145 SH SOLE 1,848,145 GENUINE PARTS CO COM 372460105 9,897 260,029 SH SOLE 260,029 GENWORTH FINL INC COM CL A 37247D106 7,831 655,353 SH SOLE 655,353 GENZYME CORP COM 372917104 105,375 1,857,484 SH SOLE 1,857,484 GILEAD SCIENCES INC COM 375558103 126,167 2,709,131 SH SOLE 2,709,131 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 7,100 179,700 SH SOLE 179,700 GLOBAL CROSSING LTD SHS NEW G3921A175 8,711 609,184 SH SOLE 609,184 GLOBE SPECIALTY METALS INC COM 37954N206 2,666 295,495 SH SOLE 295,495 GOLDMAN SACHS GROUP INC COM 38141G104 121,892 661,200 SH SOLE 661,200 GOODYEAR TIRE & RUBR CO COM 382550101 5,109 300,000 SH SOLE 300,000 GOOGLE INC CL A 38259P508 165,142 333,050 SH SOLE 333,050 GRACE W R & CO DEL NEW COM 38388F108 52,478 2,413,900 SH SOLE 2,413,900 GREAT PLAINS ENERGY INC COM 391164100 52,488 2,924,076 SH SOLE 2,924,076 GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 3,804 60,000 SH SOLE 60,000 GT SOLAR INTL INC COM 3623E0209 23,085 3,973,374 SH SOLE 3,973,374 HAEMONETICS CORP COM 405024100 13,888 247,474 SH SOLE 247,474 HALLIBURTON CO COM 406216101 33,341 1,229,372 SH SOLE 1,229,372 HANOVER INS GROUP INC COM 410867105 10,018 242,385 SH SOLE 242,385 HANSEN MEDICAL INC COM 411307101 700 200,000 SH SOLE 200,000 HANSEN NAT CORP COM 411310105 6,849 186,418 SH SOLE 186,418 HARLEY DAVIDSON INC COM 412822108 4,989 216,900 SH SOLE 216,900 HARMAN INTL INDS INC COM 413086109 3,198 94,400 SH SOLE 94,400 HARRIS & HARRIS GROUP INC COM 413833104 816 130,626 SH SOLE 130,626 HARTFORD FINL SVCS GROUP INC COM 416515104 13,870 523,394 SH SOLE 523,394 HASBRO INC COM 418056107 4,759 171,472 SH SOLE 171,472 HAWAIIAN ELEC INDUSTRIES COM 419870100 18,843 1,039,896 SH SOLE 1,039,896 HCC INS HLDGS INC COM 404132102 1,555 56,841 SH SOLE 56,841 HCP INC COM 40414L109 11,327 394,103 SH SOLE 394,103 HEALTH CARE REIT INC COM 42217K106 6,797 163,306 SH SOLE 163,306 HEALTH MGMT ASSOC INC NEW CL A 421933102 14,975 1,999,300 SH SOLE 1,999,300 HEARTWARE INTL INC COM 422368100 8,606 286,973 SH SOLE 286,973 HEINZ H J CO COM 423074103 8,690 218,614 SH SOLE 218,614 HERBALIFE LTD COM USD SHS G4412G101 3,922 119,800 SH SOLE 119,800 HESS CORP COM 42809H107 17,695 331,000 SH SOLE 331,000 HEWLETT PACKARD CO COM 428236103 171,973 3,642,736 SH SOLE 3,642,736 HEXCEL CORP NEW COM 428291108 12,557 1,097,611 SH SOLE 1,097,611 HHGREGG INC COM 42833L108 26,176 1,545,200 SH SOLE 1,545,200 HOME BANCSHARES INC COM 436893200 2,047 93,400 SH SOLE 93,400 HOME DEPOT INC COM 437076102 61,844 2,321,467 SH SOLE 2,321,467 HONDA MOTOR LTD AMERN SHS 438128308 12,146 400,740 SH SOLE 400,740 HONEYWELL INTL INC COM 438516106 33,665 906,200 SH SOLE 906,200 HOST HOTELS & RESORTS INC COM 44107P104 9,680 822,449 SH SOLE 822,449 HUBBELL INC CL A 443510102 23,568 582,090 SH SOLE 582,090 HUBBELL INC CL B 443510201 18,176 432,756 SH SOLE 432,756 HUDSON CITY BANCORP COM 443683107 5,194 394,950 SH SOLE 394,950 HUMANA INC COM 444859102 7,982 214,004 SH SOLE 214,004 HUNTINGTON BANCSHARES INC COM 446150104 3,669 778,900 SH SOLE 778,900 IAC INTERACTIVECORP COM PAR $0.01 44919P508 2,423 120,000 SH SOLE 120,000 ICON PUB LTD CO SPONSORED ADR 45103T107 15,612 637,500 SH SOLE 637,500 ICONIX BRAND GROUP INC COM 451055107 7,250 581,409 SH SOLE 581,409 IDENIX PHARMACEUTICALS INC COM 45166R204 4,993 1,615,835 SH SOLE 1,615,835 IGO INC COM 449593102 8,011 7,349,500 SH SOLE 7,349,500 ILLINOIS TOOL WKS INC COM 452308109 5,378 125,905 SH SOLE 125,905 ILLUMINA INC COM 452327109 15,797 371,700 SH SOLE 371,700 IMS HEALTH INC COM 449934108 1,259 82,000 SH SOLE 82,000 INFORMATICA CORP COM 45666Q102 3,209 142,100 SH SOLE 142,100 INGERSOLL-RAND PLC SHS G47791101 233,658 7,618,441 SH SOLE 7,618,441 INSPIRE PHARMACEUTICALS INC COM 457733103 4,018 769,650 SH SOLE 769,650 INTEGRAL SYS INC MD COM 45810H107 2,447 354,570 SH SOLE 354,570 INTEGRYS ENERGY GROUP INC COM 45822P105 3,616 100,758 SH SOLE 100,758 INTEL CORP COM 458140100 148,636 7,595,128 SH SOLE 7,595,128 INTERCONTINENTALEXCHANGE INC COM 45865V100 9,291 95,600 SH SOLE 95,600 INTERFACE INC CL A 458665106 1,185 142,813 SH SOLE 142,813 INTL PAPER CO COM 460146103 8,617 387,592 SH SOLE 387,592 INTERPUBLIC GROUP COS INC COM 460690100 6,404 851,600 SH SOLE 851,600 INTERNATIONAL BUSINESS MACHS COM 459200101 213,544 1,785,332 SH SOLE 1,785,332 INTERNATIONAL GAME TECHNOLOG COM 459902102 8,668 403,500 SH SOLE 403,500 INTUIT COM 461202103 11,571 406,000 SH SOLE 406,000 INVERNESS MED INNOVATIONS IN COM 46126P106 89,486 2,310,500 SH SOLE 2,310,500 INVERNESS MED INNOVATIONS IN PRFD CONV SER B 46126P304 18,826 72,272 SH SOLE 72,272 INVESCO LTD SHS G491BT108 12,498 549,100 SH SOLE 549,100 IRON MTN INC COM 462846106 6,539 245,300 SH SOLE 245,300 J CREW GROUP INC COM 46612H402 40,620 1,134,000 SH SOLE 1,134,000 JABIL CIRCUIT INC COM 466313103 3,368 251,200 SH SOLE 251,200 JACOBS ENGR GROUP INC DEL COM 469814107 7,395 160,927 SH SOLE 160,927 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1,881 1,500,000 PRN SOLE 1,500,000 JANUS CAP GROUP INC COM 47102X105 5,023 354,209 SH SOLE 354,209 JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,101 295,500 SH SOLE 295,500 JOHNSON & JOHNSON COM 478160104 198,407 3,258,454 SH SOLE 3,258,454 JOHNSON CTLS INC COM 478366107 24,834 971,580 SH SOLE 971,580 JONES APPAREL GROUP INC COM 480074103 8,965 500,000 SH SOLE 500,000 JPMORGAN CHASE & CO COM 46625H100 280,873 6,409,707 SH SOLE 6,409,707 JUNIPER NETWORKS INC COM 48203R104 3,251 120,300 SH SOLE 120,300 KB HOME COM 48666K109 1,621 97,600 SH SOLE 97,600 KELLOGG CO COM 487836108 22,032 447,530 SH SOLE 447,530 KEYCORP NEW COM 493267108 1,067 164,142 SH SOLE 164,142 KIMBERLY CLARK CORP COM 494368103 77,271 1,310,117 SH SOLE 1,310,117 KIMCO REALTY CORP COM 49446R109 6,684 512,563 SH SOLE 512,563 KING PHARMACEUTICALS INC COM 495582108 10,419 967,400 SH SOLE 967,400 KINROSS GOLD CORP COM NO PAR 496902404 11,258 518,800 SH SOLE 518,800 KLA-TENCOR CORP COM 482480100 6,917 192,900 SH SOLE 192,900 KRAFT FOODS INC CL A 50075N104 26,530 1,009,906 SH SOLE 1,009,906 KROGER CO COM 501044101 5,721 277,200 SH SOLE 277,200 K V PHARMACEUTICAL CO CL A 482740206 2,207 718,800 SH SOLE 718,800 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 7,138 10,000,000 PRN SOLE 10,000,000 LEGG MASON INC COM 524901105 3,621 116,700 SH SOLE 116,700 LEGGETT & PLATT INC COM 524660107 3,995 205,912 SH SOLE 205,912 LENNAR CORP CL A 526057104 3,002 210,617 SH SOLE 210,617 LENNOX INTL INC COM 526107107 18,966 525,077 SH SOLE 525,077 LEUCADIA NATL CORP COM 527288104 6,400 258,900 SH SOLE 258,900 LEXMARK INTL NEW CL A 529771107 2,292 106,400 SH SOLE 106,400 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 9,936 905,700 SH SOLE 905,700 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 6,015 287,500 SH SOLE 287,500 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 27,532 885,000 SH SOLE 885,000 LIFE TECHNOLOGIES CORP COM 53217V109 23,969 514,899 SH SOLE 514,899 LILLY ELI & CO COM 532457108 4,703 142,400 SH SOLE 142,400 LIMITED BRANDS INC COM 532716107 91,818 5,404,239 SH SOLE 5,404,239 LINCOLN EDL SVCS CORP COM 533535100 6,546 286,100 SH SOLE 286,100 LINCOLN NATL CORP IND COM 534187109 11,945 461,026 SH SOLE 461,026 LINEAR TECHNOLOGY CORP COM 535678106 8,364 302,700 SH SOLE 302,700 LOCKHEED MARTIN CORP COM 539830109 33,432 428,171 SH SOLE 428,171 LOEWS CORP COM 540424108 15,066 439,886 SH SOLE 439,886 LORILLARD INC COM 544147101 29,336 394,835 SH SOLE 394,835 LOWES COS INC COM 548661107 42,138 2,012,331 SH SOLE 2,012,331 LSI CORPORATION COM 502161102 4,875 887,900 SH SOLE 887,900 M & T BK CORP COM 55261F104 704 11,300 SH SOLE 11,300 MACYS INC COM 55616P104 4,573 250,000 SH SOLE 250,000 MAGNA INTL INC CL A 559222401 26,261 616,100 SH SOLE 616,100 MARATHON OIL CORP COM 565849106 21,974 688,844 SH SOLE 688,844 MARRIOTT INTL INC NEW CL A 571903202 9,445 342,341 SH SOLE 342,341 MARSH & MCLENNAN COS INC COM 571748102 12,876 520,667 SH SOLE 520,667 MARSHALL & ILSLEY CORP NEW COM 571837103 2,642 327,400 SH SOLE 327,400 MARTIN MARIETTA MATLS INC COM 573284106 21,914 238,010 SH SOLE 238,010 MARVEL ENTERTAINMENT INC COM 57383T103 44,658 900,000 SH SOLE 900,000 MASCO CORP COM 574599106 535 41,400 SH SOLE 41,400 MASSEY ENERGY CORP COM 576206106 1,902 68,200 SH SOLE 68,200 MASTERCARD INC CL A 57636Q104 29,414 145,505 SH SOLE 145,505 MATTEL INC COM 577081102 9,050 490,242 SH SOLE 490,242 MAX CAPITAL GROUP LTD SHS G6052F103 6,488 303,581 SH SOLE 303,581 MBIA INC COM 55262C100 1,671 215,291 SH SOLE 215,291 MCAFEE INC COM 579064106 16,539 377,700 SH SOLE 377,700 MCDONALDS CORP COM 580135101 75,377 1,320,783 SH SOLE 1,320,783 MCGRAW HILL COS INC COM 580645109 10,782 428,900 SH SOLE 428,900 MCKESSON CORP COM 58155Q103 34,424 578,072 SH SOLE 578,072 MCMORAN EXPLORATION CO PRFD MAND CNV 582411500 1,925 30,000 SH SOLE 30,000 MEADWESTVACO CORP COM 583334107 4,915 220,300 SH SOLE 220,300 MEDCO HEALTH SOLUTIONS INC COM 58405U102 44,391 802,594 SH SOLE 802,594 MEDTRONIC INC NOTE 1.626% 4/1 585055AM8 9,875 10,000,000 PRN SOLE 10,000,000 MEDTRONIC INC COM 585055106 40,900 1,111,400 SH SOLE 1,111,400 MEMC ELECTR MATLS INC COM 552715104 5,064 304,500 SH SOLE 304,500 MEREDITH CORP COM 589433101 3,245 108,400 SH SOLE 108,400 METHANEX CORP COM 59151K108 6,346 364,278 SH SOLE 364,278 METLIFE INC COM 59156R108 36,179 950,334 SH SOLE 950,334 METROPCS COMMUNICATIONS INC COM 591708102 3,202 342,050 SH SOLE 342,050 MICROCHIP TECHNOLOGY INC COM 595017104 6,604 249,200 SH SOLE 249,200 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 1,789 1,000,000 PRN SOLE 1,000,000 MICRON TECHNOLOGY INC COM 595112103 17,299 2,109,600 SH SOLE 2,109,600 MICROSEMI CORP COM 595137100 27,967 1,771,200 SH SOLE 1,771,200 MICROSOFT CORP COM 594918104 263,570 10,240,700 SH SOLE 10,240,700 MOLEX INC COM 608554101 3,865 185,113 SH SOLE 185,113 MOLSON COORS BREWING CO CL B 60871R209 1,879 38,600 SH SOLE 38,600 MONSANTO CO NEW COM 61166W101 57,426 741,936 SH SOLE 741,936 MONSTER WORLDWIDE INC COM 611742107 2,998 171,500 SH SOLE 171,500 MOODYS CORP COM 615369105 5,561 271,800 SH SOLE 271,800 MOOG INC CL A 615394202 875 29,661 SH SOLE 29,661 MORGAN STANLEY COM NEW 617446448 63,481 2,055,716 SH SOLE 2,055,716 MOSAIC CO COM 61945A107 44,426 924,200 SH SOLE 924,200 MOTOROLA INC COM 620076109 26,854 3,126,149 SH SOLE 3,126,149 MYLAN INC PFD CONV 628530206 38,395 37,459 SH SOLE 37,459 MYRIAD GENETICS INC COM 62855J104 7,034 256,700 SH SOLE 256,700 NABORS INDUSTRIES LTD SHS G6359F103 6,703 320,700 SH SOLE 320,700 NASDAQ OMX GROUP INC COM 631103108 10,226 485,800 SH SOLE 485,800 NATIONAL OILWELL VARCO INC COM 637071101 17,018 394,563 SH SOLE 394,563 NATIONAL SEMICONDUCTOR CORP COM 637640103 4,549 318,800 SH SOLE 318,800 NETAPP INC COM 64110D104 12,222 458,100 SH SOLE 458,100 NEW YORK TIMES CO CL A 650111107 1,298 159,900 SH SOLE 159,900 NEWELL RUBBERMAID INC COM 651229106 5,934 378,217 SH SOLE 378,217 NEWFIELD EXPL CO COM 651290108 13,521 317,700 SH SOLE 317,700 NEWMONT MINING CORP COM 651639106 29,375 667,300 SH SOLE 667,300 NEWS CORP CL A 65248E104 70,656 5,902,537 SH SOLE 5,902,537 NIKE INC CL B 654106103 46,409 717,300 SH SOLE 717,300 NISOURCE INC COM 65473P105 5,186 373,386 SH SOLE 373,386 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 71,183 1,875,200 SH SOLE 1,875,200 NOBLE ENERGY INC COM 655044105 40,090 607,800 SH SOLE 607,800 NORDSTROM INC COM 655664100 15,667 513,000 SH SOLE 513,000 NORFOLK SOUTHERN CORP COM 655844108 21,585 500,706 SH SOLE 500,706 NORTHEAST UTILS COM 664397106 5,501 231,700 SH SOLE 231,700 NORTHERN TR CORP COM 665859104 25,457 437,700 SH SOLE 437,700 NOVELL INC COM 670006105 2,130 472,300 SH SOLE 472,300 NOVELLUS SYS INC COM 670008101 2,788 132,900 SH SOLE 132,900 NUANCE COMMUNICATIONS INC COM 67020Y100 35,723 2,387,900 SH SOLE 2,387,900 NUCOR CORP COM 670346105 20,281 431,417 SH SOLE 431,417 NV ENERGY INC COM 67073Y106 47,013 4,056,300 SH SOLE 4,056,300 NVIDIA CORP COM 67066G104 11,214 746,100 SH SOLE 746,100 NYSE EURONEXT COM 629491101 8,545 295,800 SH SOLE 295,800 OCCIDENTAL PETE CORP DEK COM 674599105 101,457 1,294,100 SH SOLE 1,294,100 OCEANEERING INTL INC COM 675232102 840 14,800 SH SOLE 14,800 ODYSSEY HEALTHCARE INC COM 67611V101 12,361 988,900 SH SOLE 988,900 OFFICE DEPOT INC COM 676220106 2,477 374,175 SH SOLE 374,175 OFFICEMAX INC DEL COM 67622P101 12,571 999,300 SH SOLE 999,300 OLD NATL BANCORP IND COM 680033107 5,613 501,200 SH SOLE 501,200 OMNICOM GROUP INC COM 681919106 1,788 48,400 SH SOLE 48,400 OMNITURE INC COM 68212S109 3,452 161,000 SH SOLE 161,000 ORACLE CORP COM 68389X105 104,523 5,015,489 SH SOLE 5,015,489 O REILLY AUTOMOTIVE INC COM 686091109 6,729 186,205 SH SOLE 186,205 OREXIGEN THERAPEUTICS INC COM 686164104 8,264 838,901 SH SOLE 838,901 OSHKOSH CORP COM 688239201 64,050 2,070,800 SH SOLE 2,070,800 OWENS CORNING NEW COM 690742101 45,902 2,044,618 SH SOLE 2,044,618 OWENS ILL INC COM NEW 690768403 8,576 232,400 SH SOLE 232,400 PACCAR INC COM 693718108 18,136 480,922 SH SOLE 480,922 PACIFIC SUNWEAR CALIF INC COM 694873100 51,243 9,950,053 SH SOLE 9,950,053 PACTIV CORP COM 695257105 223,042 8,562,090 SH SOLE 8,562,090 PALL CORP COM 696429307 1,869 57,891 SH SOLE 57,891 PAREXEL INTL CORP COM 699462107 13,184 970,100 SH SOLE 970,100 PATTERSON COMPANIES INC COM 703395103 3,450 126,600 SH SOLE 126,600 PAYCHEX INC COM 704326107 12,710 437,546 SH SOLE 437,546 PEABODY ENERGY CORP COM 704549104 7,734 207,800 SH SOLE 207,800 PEOPLES UNITED FINANCIAL INC COM 712704105 3,454 222,000 SH SOLE 222,000 PEPCO HOLDINGS INC COM 713291102 18,868 1,268,006 SH SOLE 1,268,006 PEPSI BOTTLING GROUP INC COM 713409100 112,196 3,078,916 SH SOLE 3,078,916 PEPSIAMERICAS INC COM 71343P200 7,551 264,383 SH SOLE 264,383 PEPSICO INC COM 713448108 189,333 3,227,638 SH SOLE 3,227,638 PERKINELMER INC COM 714046109 20,734 1,077,628 SH SOLE 1,077,628 PEROT SYS CORP CL A 714265105 47,581 1,602,038 SH SOLE 1,602,038 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 127,687 3,248,200 SH SOLE 3,248,200 PFIZER INC COM 717081103 1,630 98,500 SH PUT SOLE 98,500 PG&E CORP COM 69331C108 20,792 513,500 SH SOLE 513,500 PGT INC COM 69336V101 8,412 2,931,053 SH SOLE 2,931,053 PHARMASSET INC COM 71715N106 24,432 1,155,700 SH SOLE 1,155,700 PHILIP MORRIS INTL INC COM 718172109 159,511 3,272,700 SH SOLE 3,272,700 PHILLIPS VAN HEUSEN CORP COM 718592108 6,419 150,000 SH SOLE 150,000 PIER 1 IMPORTS INC COM 720279108 7,547 1,950,000 SH SOLE 1,950,000 PINNACLE WEST CAP CORP COM 723484101 74,685 2,275,587 SH SOLE 2,275,587 PIONEER NAT RES CO COM 723787107 8,441 232,600 SH SOLE 232,600 PITNEY BOWES INC COM 724479100 7,007 281,996 SH SOLE 281,996 PLAINS EXPL& PRODTN CO COM 726505100 5,903 213,400 SH SOLE 213,400 PLATINUM UNDERWRITER HLDGS L COM G7127P100 12,524 349,451 SH SOLE 349,451 PLUM CREEK TIMBER CO INC COM 729251108 6,793 221,732 SH SOLE 221,732 PMC-SIERRA INC COM 69344F106 19,314 2,020,300 SH SOLE 2,020,300 PNC FINL SVCS GROUP INC COM 693475105 6,868 141,348 SH SOLE 141,348 POLO RALPH LAUREN CORP CL A 731572103 5,921 77,283 SH SOLE 77,283 PORTLAND GEN ELEC CO COM NEW 736508847 6,076 308,100 SH SOLE 308,100 PPL CORP COM 69351T106 6,808 224,400 SH SOLE 224,400 PRAXAIR INC COM 74005P104 34,833 426,400 SH SOLE 426,400 PRECISION CASTPARTS CORP COM 740189105 19,458 191,005 SH SOLE 191,005 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 10,750 392,451 SH SOLE 392,451 PROCTER & GAMBLE CO COM 742718109 150,939 2,605,989 SH SOLE 2,605,989 PROLOGIS SH BEN INT 743410102 7,189 603,098 SH SOLE 603,098 PROTECTIVE LIFE CORP COM 743674103 10,225 477,371 SH SOLE 477,371 PRUDENTIAL FINL INC COM 744320102 35,934 719,981 SH SOLE 719,981 PSYCHIATRIC SOLUTIONS INC COM 74439H108 10,956 409,400 SH SOLE 409,400 PUBLIC STORAGE COM 74460D109 13,896 184,692 SH SOLE 184,692 PULTE HOMES INC COM 745867101 4,730 430,373 SH SOLE 430,373 QIAGEN N V ORD N72482107 13,025 612,100 SH SOLE 612,100 QLOGIC CORP COM 747277101 1,512 87,900 SH SOLE 87,900 QUALCOMM INC COM 747525103 113,325 2,519,450 SH SOLE 2,519,450 QUANEX BUILDING PRODUCTS COR COM 747619104 20,778 1,446,905 SH SOLE 1,446,905 QUANTA SVCS INC COM 74762E102 5,977 270,100 SH SOLE 270,100 QUESTAR CORP COM 748356102 10,005 266,375 SH SOLE 266,375 QWEST COMMUNICATIONS INTL IN COM 749121109 7,610 1,997,443 SH SOLE 1,997,443 RADIOSHACK CORP COM 750438103 2,751 166,000 SH SOLE 166,000 RALCORP HLDGS INC NEW COM 751028101 3,147 53,821 SH SOLE 53,821 RED HAT INC COM 756577102 2,634 95,300 SH SOLE 95,300 REGAL BELOIT CORP COM 758750103 7,739 169,298 SH SOLE 169,298 REGIONS FINANCIAL CORP NEW COM 7591EP100 13,670 2,201,255 SH SOLE 2,201,255 REINSURANCE GROUP AMER INC COM NEW 759351604 2,526 56,639 SH SOLE 56,639 REPUBLIC SVCS INC COM 760759100 21,060 792,639 SH SOLE 792,639 RESEARCH IN MOTION LTD COM 760975102 6,506 96,200 SH SOLE 96,200 REYNOLDS AMERICAN INC COM 761713106 4,163 93,500 SH SOLE 93,500 RIGEL PHARMACEUTICALS INC COM NEW 766559603 3,911 476,971 SH SOLE 476,971 RITE AID CORP COM 767754104 7,300 4,451,100 SH SOLE 4,451,100 ROBERT HALF INTL INC COM 770323103 5,174 206,800 SH SOLE 206,800 ROPER INDS INC NEW COM 776696106 1,932 37,900 SH SOLE 37,900 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 8,667 155,400 SH SOLE 155,400 PRICE T ROWE GROUP INC COM 74144T108 15,803 345,800 SH SOLE 345,800 RYDER SYS INC COM 783549108 2,976 76,200 SH SOLE 76,200 SAFEWAY INC COM NEW 786514208 11,186 567,240 SH SOLE 567,240 SAIC INC COM 78390X101 360 20,500 SH SOLE 20,500 SALESFORCE COM INC COM 79466L302 4,156 73,002 SH SOLE 73,002 SANDERSON FARMS INC COM 800013104 18,684 496,374 SH SOLE 496,374 SANOFI AVENTIS SPONSORED ADR 80105N105 13,280 359,400 SH SOLE 359,400 SARA LEE CORP COM 803111103 33,355 2,994,182 SH SOLE 2,994,182 SCANA CORP NEW COM 80589M102 5,706 163,500 SH SOLE 163,500 SCHERING PLOUGH CORP COM 806605101 434,609 15,384,393 SH SOLE 15,384,393 SCHLUMBERGER LTD COM 806857108 113,913 1,911,284 SH SOLE 1,911,284 SCHWAB CHARLES CORP NEW COM 808513105 24,827 1,296,475 SH SOLE 1,296,475 SCRIPPS NETWORKS INTERACT IN CLA COM 811065101 4,800 129,900 SH SOLE 129,900 SEABRIGHT INSURANCE HLDGS IN COM 811656107 3,799 332,669 SH SOLE 332,669 SEALED AIR CORP NEW COM 81211K100 3,837 195,461 SH SOLE 195,461 SELECT COMFORT CORP COM 81616X103 32,134 6,765,000 SH SOLE 6,765,000 SELECTIVE INS GROUP INC COM 816300107 615 39,100 SH SOLE 39,100 SEMPRA ENERGY COM 816851109 84,283 1,692,104 SH SOLE 1,692,104 SEPRACOR INC COM 817315104 38,930 1,700,000 SH SOLE 1,700,000 SHERWIN WILLIAMS CO COM 824348106 30,646 509,400 SH SOLE 509,400 SHIRE PLC SPONSORED ADR 82481R106 5,370 102,700 SH SOLE 102,700 SIMON PPTY GROUP INC NEW COM 828806109 26,769 385,550 SH SOLE 385,550 SIRIUS XM RADIO INC COM 82967N108 876 1,380,000 SH SOLE 1,380,000 SLM CORP COM 78442P106 1,218 139,600 SH SOLE 139,600 SMART BALANCE INC COM 83169Y108 45,088 7,343,302 SH SOLE 7,343,302 SMITH INTL INC COM 832110100 11,041 384,700 SH SOLE 384,700 SMUCKER J M CO COM NEW 832696405 17,040 321,460 SH SOLE 321,460 SNAP ON INC COM 833034101 2,563 73,722 SH SOLE 73,722 SOLARWINDS INC COM 83416B109 3,670 166,600 SH SOLE 166,600 SOLUTIA INC COM NEW 834376501 1,434 123,795 SH SOLE 123,795 SOUTHERN CO COM 842587107 1,254 39,600 SH SOLE 39,600 SOUTHERN UN CO NEW COM 844030106 12,809 616,100 SH SOLE 616,100 SOUTHWEST AIRLS CO COM 844741108 9,694 1,009,780 SH SOLE 1,009,780 SOUTHWESTERN ENERGY CO COM 845467109 26,142 612,500 SH SOLE 612,500 SPECTRA ENERGY CORP COM 847560109 16,616 877,300 SH SOLE 877,300 SPRINT NEXTEL CORP COM SER 1 852061100 1,520 384,800 SH SOLE 384,800 ST JUDE MED INC COM 790849103 53,112 1,361,500 SH SOLE 1,361,500 STANLEY WKS COM 854616109 2,135 50,000 SH SOLE 50,000 STAPLES INC COM 855030102 22,843 983,769 SH SOLE 983,769 STARBUCKS CORP COM 855244109 20,036 970,248 SH SOLE 970,248 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 8,406 254,500 SH SOLE 254,500 STATE AUTO FINL CORP COM 855707105 1,246 69,500 SH SOLE 69,500 STATE STR CORP COM 857477103 61,594 1,171,000 SH SOLE 1,171,000 STEC INC COM 784774101 33,619 1,143,900 SH SOLE 1,143,900 STEEL DYNAMICS INC COM 858119100 19,298 1,258,000 SH SOLE 1,258,000 STEIN MART INC COM 858375108 13,546 1,065,800 SH SOLE 1,065,800 STRYKER CORP COM 863667101 13,577 298,850 SH SOLE 298,850 SUCCESSFACTORS INC COM 864596101 2,053 145,900 SH SOLE 145,900 SUNTRUST BKS INC COM 867914103 13,828 613,218 SH SOLE 613,218 SUPERVALU INC COM 868536103 4,573 303,644 SH SOLE 303,644 SYMANTEC CORP COM 871503108 18,270 1,109,259 SH SOLE 1,109,259 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 19,501 1,563,783 SH SOLE 1,563,783 SYNOVUS FINL CORP COM 87161C105 3,876 1,033,600 SH SOLE 1,033,600 SYSCO CORP COM 871829107 16,642 669,707 SH SOLE 669,707 TALBOTS INC COM 874161102 20,421 2,212,369 SH SOLE 2,212,369 TARGET CORP COM 87612E106 89,205 1,910,986 SH SOLE 1,910,986 TECO ENERGY INC COM 872375100 4,037 286,738 SH SOLE 286,738 TELEFLEX INC COM 879369106 21,127 437,331 SH SOLE 437,331 TELLABS INC COM 879664100 3,734 539,600 SH SOLE 539,600 TENET HEALTHCARE CORP COM 88033G100 10,978 1,866,987 SH SOLE 1,866,987 TENNECO INC COM 880349105 5,488 420,867 SH SOLE 420,867 TERADATA CORP DEL COM 88076W103 5,435 197,500 SH SOLE 197,500 TERADYNE INC COM 880770102 2,099 226,900 SH SOLE 226,900 TESSERA TECHNOLOGIES INC COM 88164L100 83,009 2,976,300 SH SOLE 2,976,300 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 38,553 762,525 SH SOLE 762,525 TEXAS INSTRS INC COM 882508104 40,699 1,718,000 SH SOLE 1,718,000 TEXTRON INC NOTE 4.500% 5/0 883203BN0 4,913 3,000,000 PRN SOLE 3,000,000 TEXTRON INC COM 883203101 1,177 62,000 SH SOLE 62,000 THERMO FISHER SCIENTIFIC INC COM 883556102 67,030 1,534,931 SH SOLE 1,534,931 THOMSON REUTERS CORP COM 884903105 1,205 35,900 SH SOLE 35,900 THORATEC CORP COM NEW 885175307 4,322 142,793 SH SOLE 142,793 TIFFANY & CO NEW COM 886547108 6,527 169,410 SH SOLE 169,410 TIME WARNER CABLE INC COM 88732J207 33,197 770,395 SH SOLE 770,395 TIME WARNER INC COM NEW 887317303 52,661 1,829,768 SH SOLE 1,829,768 TITANIUM METALS CORP COM NEW 888339207 1,116 116,350 SH SOLE 116,350 TIVO INC COM 888706108 11,301 1,090,800 SH SOLE 1,090,800 TJX COS INC NEW COM 872540109 6,394 172,100 SH SOLE 172,100 TOTAL S A SPONSORED ADR 89151E109 4,622 78,000 SH SOLE 78,000 TOTAL SYS SVCS INC COM 891906109 4,325 268,500 SH SOLE 268,500 TRANSDIGM GROUP INC COM 893641100 1,664 33,400 SH SOLE 33,400 TRANSOCEAN LTD REG SHS H8817H100 90,840 1,062,078 SH SOLE 1,062,078 TRAVELERS COMPANIES INC COM 89417E109 70,111 1,424,146 SH SOLE 1,424,146 TRIAN ACQUISITION I CORP COM 89582E108 10,050 1,000,000 SH SOLE 1,000,000 TRIDENT MICROSYSTEMS INC COM 895919108 1,807 697,800 SH SOLE 697,800 TRINA SOLAR LIMTED SPON ADR 89628E104 24,137 750,300 SH SOLE 750,300 TW TELECOM INC COM 87311L104 27,804 2,067,223 SH SOLE 2,067,223 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 55,928 2,510,251 SH SOLE 2,510,251 TYCO INTERNATIONAL LTD SHS H89128104 726 21,046 SH SOLE 21,046 TYSON FOODS INC CL A 902494103 33,375 2,642,500 SH SOLE 2,642,500 ULTRA PETROLEUM CORP COM 903914109 6,991 142,800 SH SOLE 142,800 UNILEVER N V N Y SHS NEW 904784709 25,195 873,000 SH SOLE 873,000 UNION PAC CORP COM 907818108 40,079 686,866 SH SOLE 686,866 UNISOURCE ENERGY CORP CO COM 909205106 9,474 308,100 SH SOLE 308,100 UNITED PARCEL SERVICE INC CL B 911312106 70,836 1,254,400 SH SOLE 1,254,400 UNITED RENTALS INC COM 911363109 2,144 208,200 SH SOLE 208,200 UNITED STATES STL CORP NEW COM 912909108 8,657 195,100 SH SOLE 195,100 UNITED TECHNOLOGIES CORP COM 913017109 209,856 3,444,209 SH SOLE 3,444,209 UNITEDHEALTH GROUP INC COM 91324P102 51,971 2,075,503 SH SOLE 2,075,503 UNUM GROUP COM 91529Y106 17,350 809,239 SH SOLE 809,239 US BANCORP DEL COM NEW 902973304 41,887 1,916,161 SH SOLE 1,916,161 VALERO ENERGY CORP NEW COM 91913Y100 14,409 743,100 SH SOLE 743,100 VARIAN MED SYS INC COM 92220P105 4,837 114,800 SH SOLE 114,800 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1,534 46,700 SH SOLE 46,700 VENTAS INC COM 92276F100 9,402 244,200 SH SOLE 244,200 VERISIGN INC COM 92343E102 8,974 378,800 SH SOLE 378,800 VERIZON COMMUNICATIONS INC COM 92343V104 105,828 3,496,153 SH SOLE 3,496,153 VERTEX PHARMACEUTICALS INC COM 92532F100 85,275 2,250,000 SH SOLE 2,250,000 VIACOM INC NEW CL B 92553P201 57,754 2,059,701 SH SOLE 2,059,701 VOLCANO CORPORATION COM 928645100 20,220 1,202,174 SH SOLE 1,202,174 VORNADO RLTY TR SH BEN INT 929042109 13,693 212,589 SH SOLE 212,589 WABTEC CORP COM 929740108 18,765 500,000 SH SOLE 500,000 WALGREEN CO COM 931422109 29,616 790,397 SH SOLE 790,397 WAL MART STORES INC COM 931142103 116,348 2,370,081 SH SOLE 2,370,081 WARNER CHILCOTT PLC IRELAND SHS A G94368100 3,784 175,000 SH SOLE 175,000 WARNER MUSIC GROUP CORP COM 934550104 800 144,684 SH SOLE 144,684 WASHINGTON POST CO CL B 939640108 13,855 29,600 SH SOLE 29,600 WATERS CORP COM 941848103 16,290 291,617 SH SOLE 291,617 WATSCO INC COM 942622200 3,189 59,146 SH SOLE 59,146 WEATHERFORD INTERNATIONAL LT REG H27013103 8,559 412,900 SH SOLE 412,900 WELLPOINT INC COM 94973V107 24,883 525,400 SH SOLE 525,400 WELLS FARGO & CO NEW COM 949746101 195,177 6,926,088 SH SOLE 6,926,088 WENDYS ARBYS GROUP INC COM 950587105 9,269 1,959,625 SH SOLE 1,959,625 WESTERN DIGITAL CORP COM 958102105 11,178 306,000 SH SOLE 306,000 WESTERN UN CO COM 959802109 18,078 955,493 SH SOLE 955,493 WEYERHAEUSER CO COM 962166104 10,549 287,812 SH SOLE 287,812 WHIRLPOOL CORP COM 963320106 6,898 98,600 SH SOLE 98,600 WHITING PETE CORP NEW COM 966387102 2,585 44,900 SH SOLE 44,900 WHOLE FOODS MKT INC COM 966837106 5,808 190,500 SH SOLE 190,500 WILLIAMS COS INC DEL COM 969457100 13,954 780,850 SH SOLE 780,850 WILLIS GROUP HOLDINGS LTD SHS G96655108 16,735 593,034 SH SOLE 593,034 WINDSTREAM CORP COM 97381W104 224 22,100 SH SOLE 22,100 WISCONSIN ENERGY CORP COM 976657106 7,228 160,000 SH SOLE 160,000 WYETH COM 983024100 706,959 14,552,471 SH SOLE 14,552,471 WYNDHAM WORLDWIDE CORP COM 98310W108 3,970 243,293 SH SOLE 243,293 WYNN RESORTS LTD COM 983134107 6,657 93,900 SH SOLE 93,900 XEROX CORP COM 984121103 3,432 443,300 SH SOLE 443,300 XILINX INC COM 983919101 8,804 375,900 SH SOLE 375,900 XL CAP LTD CL A G98255105 5,528 316,604 SH SOLE 316,604 XTO ENERGY INC COM 98385X106 35,162 850,966 SH SOLE 850,966 YAHOO INC COM 984332106 35,335 1,984,000 SH SOLE 1,984,000 YUM BRANDS INC COM 988498101 17,970 532,280 SH SOLE 532,280 ZIONS BANCORPORATION COM 989701107 3,094 172,152 SH SOLE 172,152
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