13F-HR 1 p11-1212form13fhr.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: 3/31/2011 ----------- 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. -------------------------------------------- Address: 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. Persons 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 5/16/2011 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] 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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 664 Form 13F Information Table Value Total: $ 26,745,006 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- AAR CORP COM 000361105 1,694 61,100 SH SOLE 61,100 0 0 ABBOTT LABORATORIES COM 002824100 16,495 336,292 SH SOLE 336,292 0 0 ABERCROMBIE & FITCH CO CL A 002896207 7,091 120,800 SH SOLE 120,800 0 0 ABIOMED INC COM 003654100 5,812 400,000 SH SOLE 400,000 0 0 AC MOORE ARTS & CRAFTS INC COM 00086T103 2,396 874,528 SH SOLE 874,528 0 0 ACE LTD COM H0023R105 100,533 1,553,830 SH SOLE 1,553,830 0 0 ACORDA THERAPEUTICS INC COM 00484M106 68,665 2,959,682 SH SOLE 2,959,682 0 0 ACUITY BRANDS INC COM 00508Y102 1,393 23,823 SH SOLE 23,823 0 0 ADOBE SYSTEMS INC COM 00724F101 23,405 705,800 SH SOLE 705,800 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 39,372 600,000 SH SOLE 600,000 0 0 AERCAP HOLDINGS NV COM N00985106 1,960 155,901 SH SOLE 155,901 0 0 AES CORP COM 00130H105 56,881 4,375,470 SH SOLE 4,375,470 0 0 AETNA INC COM 00817Y108 24,651 658,600 SH SOLE 658,600 0 0 AFLAC INC COM 001055102 86,396 1,636,916 SH SOLE 1,636,916 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 50,693 1,132,035 SH SOLE 1,132,035 0 0 AGL RESOURCES INC COM 001204106 19,920 500,000 SH SOLE 500,000 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 154,991 1,718,685 SH SOLE 1,718,685 0 0 AIRGAS INC COM 009363102 92,557 1,393,508 SH SOLE 1,393,508 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 6,502 171,100 SH SOLE 171,100 0 0 ALBEMARLE CORP COM 012653101 6,527 109,200 SH SOLE 109,200 0 0 ALBERTO CULVER CO NEW COM 013078100 39,879 1,070,000 SH SOLE 1,070,000 0 0 ALCOA INC COM 013817101 21,496 1,217,200 SH SOLE 1,217,200 0 0 ALERE INC PERP PFD CONV SE 01449J204 21,475 77,950 SH SOLE 77,950 0 0 ALERE INC COM 01449J105 76,495 1,954,382 SH SOLE 1,954,382 0 0 ALERE INC COM 01449J105 9,785 250,000 SH CALL SOLE 250,000 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,546 96,670 SH SOLE 96,670 0 0 ALLERGAN INC COM 018490102 54,996 774,379 SH SOLE 774,379 0 0 ALLIANT ENERGY CORP COM 018802108 19,465 500,000 SH SOLE 500,000 0 0 ALLIED WORLD ASSURANCE CO COM H01531104 22,170 353,645 SH SOLE 353,645 0 0 ALLOS THERAPEUTICS INC COM 019777101 3,135 989,100 SH SOLE 989,100 0 0 ALLSTATE CORP COM 020002101 51,718 1,627,369 SH SOLE 1,627,369 0 0 ALTERA CORP COM 021441100 15,420 350,300 SH SOLE 350,300 0 0 ALTERRA CAPITAL HOLDINGS LTD COM G0229R108 5,835 261,199 SH SOLE 261,199 0 0 ALTRIA GROUP INC COM 02209S103 85,251 3,275,079 SH SOLE 3,275,079 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 62,189 3,723,909 SH SOLE 3,723,909 0 0 AMAZON COM INC COM 023135106 88,986 494,016 SH SOLE 494,016 0 0 AMEREN CORPORATION COM 023608102 9,328 332,300 SH SOLE 332,300 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 24,067 1,514,604 SH SOLE 1,514,604 0 0 AMERICAN ELECTRIC POWER COM 025537101 23,341 664,223 SH SOLE 664,223 0 0 AMERICAN EXPRESS CO COM 025816109 44,364 981,500 SH SOLE 981,500 0 0 AMERICAN TOWER CORP COM 029912201 104,198 2,010,775 SH SOLE 2,010,775 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 38,346 627,806 SH SOLE 627,806 0 0 AMGEN INC COM 031162100 113,416 2,121,911 SH SOLE 2,121,911 0 0 ANADARKO PETROLEUM CORP COM 032511107 72,858 889,384 SH SOLE 889,384 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 3,789 3,266,593 SH SOLE 3,266,593 0 0 ANALOG DEVICES INC COM 032654105 10,373 263,400 SH SOLE 263,400 0 0 ANHEUSER BUSCH SA/NV SPONSORED ADR 03524A108 19,940 348,786 SH SOLE 348,786 0 0 ANN INC COM 035623107 104,390 3,586,054 SH SOLE 3,586,054 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 13,960 800,000 SH SOLE 800,000 0 0 AON CORP COM 037389103 66,608 1,257,700 SH SOLE 1,257,700 0 0 APACHE CORP COM 037411105 163,991 1,252,603 SH SOLE 1,252,603 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 4,116 161,598 SH SOLE 161,598 0 0 APOLLO GROUP INC CL A 037604105 3,258 78,100 SH SOLE 78,100 0 0 APPLE INC COM 037833100 502,895 1,443,000 SH SOLE 1,443,000 0 0 APPLIED MATERIALS INC COM 038222105 28,747 1,840,400 SH SOLE 1,840,400 0 0 ARBITRON INC COM 03875Q108 4,805 120,047 SH SOLE 120,047 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 14,767 435,092 SH SOLE 435,092 0 0 ARGO GROUP INTERNATIONAL COM G0464B107 5,829 176,433 SH SOLE 176,433 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 10,528 1,400,000 SH SOLE 1,400,000 0 0 ARTHROCARE CORP COM 043136100 15,668 650,000 SH SOLE 650,000 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- ASBURY AUTOMOTIVE GROUP COM 043436104 5,547 300,000 SH SOLE 300,000 0 0 ASSURANT INC COM 04621X108 23,616 613,248 SH SOLE 613,248 0 0 AT&T INC COM 00206R102 393,028 12,839,858 SH SOLE 12,839,858 0 0 ATHEROS COMMUNICATIONS COM 04743P108 51,100 1,144,200 SH SOLE 1,144,200 0 0 AUTODESK INC COM 052769106 13,921 315,600 SH SOLE 315,600 0 0 AUTOMATIC DATA PROCESSING COM 053015103 30,735 599,000 SH SOLE 599,000 0 0 AUTOZONE INC COM 053332102 10,404 38,033 SH SOLE 38,033 0 0 AVAGO TECHNOLOGIES LTD CMN COM Y0486S104 8,755 281,500 SH SOLE 281,500 0 0 AVALONBAY CMNTYS INC COM 053484101 14,167 117,982 SH SOLE 117,982 0 0 AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 6,120 1,500,000 SH SOLE 1,500,000 0 0 AVNET INC COM 053807103 5,393 158,200 SH SOLE 158,200 0 0 AVON PRODS INC COM 054303102 26,687 986,938 SH SOLE 986,938 0 0 BAIDU INC SPON ADR REP A 056752108 33,584 243,700 SH SOLE 243,700 0 0 BAKER HUGHES INC COM 057224107 43,214 588,502 SH SOLE 588,502 0 0 BALL CORP COM 058498106 70,954 1,979,180 SH SOLE 1,979,180 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,038 50,000 SH SOLE 50,000 0 0 BANK OF AMERICA CORP COM 060505104 192,428 14,435,686 SH SOLE 14,435,686 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 19,874 665,342 SH SOLE 665,342 0 0 BARNES & NOBLE INC COM 067774109 6,433 700,000 SH SOLE 700,000 0 0 BAXTER INTERNATIONAL INC COM 071813109 129,661 2,411,398 SH SOLE 2,411,398 0 0 BB&T CORP COM 054937107 32,103 1,169,500 SH SOLE 1,169,500 0 0 BEACON ROOFING SUPPLY INC COM 073685109 28,528 1,393,628 SH SOLE 1,393,628 0 0 BECKMAN COULTER INC COM 075811109 2,201 26,491 SH SOLE 26,491 0 0 BED BATH & BEYOND INC COM 075896100 34,586 716,520 SH SOLE 716,520 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 242,581 1,936 SH SOLE 1,936 0 0 BIG LOTS INC COM 089302103 4,966 114,344 SH SOLE 114,344 0 0 BJ'S WHOLESALE CLUB INC COM 05548J106 48,864 1,000,903 SH SOLE 1,000,903 0 0 BLOCK H & R INC COM 093671105 7,158 427,600 SH SOLE 427,600 0 0 BOEING CO COM 097023105 261,985 3,543,687 SH SOLE 3,543,687 0 0 BOSTON PROPERTIES INC COM 101121101 18,843 198,656 SH SOLE 198,656 0 0 BP PLC SPONSORED ADR 055622104 91,913 2,082,300 SH SOLE 2,082,300 0 0 BRIGGS & STRATTON CORP COM 109043109 16,077 709,800 SH SOLE 709,800 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 98,488 3,726,358 SH SOLE 3,726,358 0 0 BROADCOM CORP CL A 111320107 45,161 1,146,800 SH SOLE 1,146,800 0 0 BUCYRUS INTERNATIONAL INC COM 118759109 123,604 1,351,600 SH SOLE 1,351,600 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W209 17,228 232,400 SH SOLE 232,400 0 0 CA INC COM 12673P105 5,443 225,100 SH SOLE 225,100 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 26,875 776,500 SH SOLE 776,500 0 0 CADENCE DESIGN SYS INC COM 127387108 6,817 699,200 SH SOLE 699,200 0 0 CADENCE PHARMACEUTICALS INC COM 12738T100 10,263 1,114,300 SH SOLE 1,114,300 0 0 CALPINE CORP COM 131347304 2,842 179,100 SH SOLE 179,100 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 25,170 440,800 SH SOLE 440,800 0 0 CANADIAN NATURAL RESOURCES COM 136385101 1,236 25,000 SH SOLE 25,000 0 0 CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 37,907 1,752,500 SH CALL SOLE 1,752,500 0 0 CAPITAL ONE FINL CORP COM 14040H105 23,221 446,900 SH SOLE 446,900 0 0 CAPITOL FED FINL INC COM 14057J101 665 59,000 SH SOLE 59,000 0 0 CARDINAL HEALTH INC COM 14149Y108 38,076 925,748 SH SOLE 925,748 0 0 CARDIOME PHARMA CORP COM 14159U202 28,545 6,700,000 SH SOLE 6,700,000 0 0 CAREFUSION CORP COM 14170T101 19,246 682,496 SH SOLE 682,496 0 0 CARLISLE COS INC COM 142339100 14,844 333,197 SH SOLE 333,197 0 0 CARMAX INC COM 143130102 19,686 613,284 SH SOLE 613,284 0 0 CARNIVAL CORP COM 143658300 23,131 603,000 SH SOLE 603,000 0 0 CARTER INC COM 146229109 42,708 1,491,724 SH SOLE 1,491,724 0 0 CATERPILLAR INC DEL COM 149123101 100,075 898,741 SH SOLE 898,741 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 10,712 401,200 SH SOLE 401,200 0 0 CBS CORP NEW CL B 124857202 48,835 1,950,281 SH SOLE 1,950,281 0 0 CELANESE CORP DEL COM SER A 150870103 123,290 2,778,678 SH SOLE 2,778,678 0 0 CELGENE CORP COM 151020104 37,885 658,524 SH SOLE 658,524 0 0 CENTERPOINT ENERGY INC COM 15189T107 10,839 617,230 SH SOLE 617,230 0 0 CERNER CORP COM 156782104 6,683 60,100 SH SOLE 60,100 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- CF INDUSTRIES HOLDINGS INC COM 125269100 181,507 1,326,905 SH SOLE 1,326,905 0 0 CHECK POINT SOFTWARE TECH COM M22465104 13,972 273,700 SH SOLE 273,700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 32,199 960,600 SH SOLE 960,600 0 0 CHEVRON CORP COM 166764100 339,633 3,159,668 SH SOLE 3,159,668 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 116,629 2,340,534 SH SOLE 2,340,534 0 0 CHIMERA INVESTMENT CORP COM 16934Q109 396 100,000 SH SOLE 100,000 0 0 CHINA NUOKANG BIO-PHARM INC SPONSORED ADS 16949B113 3,455 751,100 SH SOLE 751,100 0 0 CHIQUITA BRANDS INTL INC COM 170032809 470 30,626 SH SOLE 30,626 0 0 CIGNA CORP COM 125509109 16,676 376,600 SH SOLE 376,600 0 0 CIMAREX ENERGY CO COM 171798101 7,491 65,000 SH SOLE 65,000 0 0 CINEMARK HOLDINGS INC COM 17243V102 23,220 1,200,000 SH SOLE 1,200,000 0 0 CINTAS CORP COM 172908105 5,500 181,700 SH SOLE 181,700 0 0 CISCO SYSTEMS INC COM 17275R102 141,388 8,244,200 SH SOLE 8,244,200 0 0 CITIGROUP INC COM 172967101 183,469 41,508,885 SH SOLE 41,508,885 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 20,521 162,225 SH SOLE 162,225 0 0 CITY NATIONAL CORP COM 178566105 2,539 44,500 SH SOLE 44,500 0 0 CME GROUP INC COM 12572Q105 28,285 93,800 SH SOLE 93,800 0 0 CMS ENERGY CORP COM 125896100 55,976 2,850,100 SH SOLE 2,850,100 0 0 CNA FINANCIAL CORP COM 126117100 1,729 58,511 SH SOLE 58,511 0 0 COCA COLA CO COM 191216100 245,613 3,702,341 SH SOLE 3,702,341 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 13,310 487,534 SH SOLE 487,534 0 0 COGNEX CORP COM 192422103 7,000 197,750 SH SOLE 197,750 0 0 COGNIZANT TECH SOLUTIO CL A 192446102 34,473 423,500 SH SOLE 423,500 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 8,295 6,000,000 PRN SOLE 6,000,000 0 0 COLGATE PALMOLIVE CO COM 194162103 82,899 1,026,492 SH SOLE 1,026,492 0 0 COMCAST CORP NEW CL A 20030N101 114,920 4,648,870 SH SOLE 4,648,870 0 0 COMERICA INC COM 200340107 11,090 302,009 SH SOLE 302,009 0 0 COMPASS MINERALS INTERNATION COM 20451N101 37,866 404,855 SH SOLE 404,855 0 0 COMPUTER SCIENCES CORP COM 205363104 10,794 232,792 SH SOLE 232,792 0 0 COMPUWARE CORP COM 205638109 3,557 308,000 SH SOLE 308,000 0 0 COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 4,145 4,000,000 PRN SOLE 4,000,000 0 0 CONAGRA FOODS INC COM 205887102 7,723 325,163 SH SOLE 325,163 0 0 CONOCOPHILLIPS COM 20825C104 43,315 542,392 SH SOLE 542,392 0 0 CONSOL ENERGY INC COM 20854P109 152,137 2,836,788 SH SOLE 2,836,788 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 1,093 20,000 SH SOLE 20,000 0 0 CONSTANT CONTACT INC COM 210313102 3,368 96,500 SH SOLE 96,500 0 0 CONSTELLATION BRANDS INC CL A 21036P108 331 16,300 SH SOLE 16,300 0 0 CONSTELLATION ENERGY GROUP COM 210371100 69,414 2,229,813 SH SOLE 2,229,813 0 0 CONTINENTAL AIRLINES INC COM 210795PU8 5,005 3,500,000 SH SOLE 3,500,000 0 0 COOPER INDUSTRIES PLC COM G24140108 33,530 516,640 SH SOLE 516,640 0 0 CORCEPT THERAPEUTICS INC COM 218352102 6,349 1,493,911 SH SOLE 1,493,911 0 0 CORELOGIC INC COM 21871D103 4,001 216,250 SH SOLE 216,250 0 0 CORN PRODUCTS INTL INC COM 219023108 5,182 100,000 SH SOLE 100,000 0 0 CORNING INC COM 219350105 59,900 2,903,521 SH SOLE 2,903,521 0 0 COSTCO WHOLESALE CORP COM 22160K105 43,552 594,000 SH SOLE 594,000 0 0 COVENTRY HEALTH CARE INC COM 222862104 25,313 794,500 SH SOLE 794,500 0 0 CROWN CASTLE INTL CORP COM 228227104 117,475 2,760,877 SH SOLE 2,760,877 0 0 CSX CORP COM 126408103 40,538 515,756 SH SOLE 515,756 0 0 CUMMINS INC COM 231021106 30,167 275,196 SH SOLE 275,196 0 0 CURTISS WRIGHT CORP COM 231561101 1,805 51,366 SH SOLE 51,366 0 0 CVR ENERGY INC COM 12662P108 5,658 244,300 SH SOLE 244,300 0 0 CVS CAREMARK CORP COM 126650100 82,114 2,392,588 SH SOLE 2,392,588 0 0 DANAHER CORP DEL COM 235851102 204,025 3,931,112 SH SOLE 3,931,112 0 0 DARDEN RESTAURANTS INC COM 237194105 9,482 193,000 SH SOLE 193,000 0 0 DAVITA INC COM 23918K108 24,618 287,900 SH SOLE 287,900 0 0 DEAN FOODS CO NEW COM 242370104 12,439 1,243,904 SH SOLE 1,243,904 0 0 DEERE & CO COM 244199105 65,172 672,637 SH SOLE 672,637 0 0 DELL INC COM 24702R101 33,892 2,335,800 SH SOLE 2,335,800 0 0 DENBURY RESOURCES INC COM 247916208 22,409 918,399 SH SOLE 918,399 0 0 DEVON ENERGY CORPORATION COM 25179M103 64,070 698,156 SH SOLE 698,156 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- DEVRY INC COM 251893103 4,830 87,700 SH SOLE 87,700 0 0 DIAMOND FOODS INC COM 252603105 558 10,000 SH SOLE 10,000 0 0 DICE HOLDINGS INC COM 253017107 16,185 1,071,128 SH SOLE 1,071,128 0 0 DIONEX CORP COM 254546104 6,365 53,915 SH SOLE 53,915 0 0 DIRECTV COM CL A 25490A101 15,820 338,031 SH SOLE 338,031 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 20,588 853,558 SH SOLE 853,558 0 0 DISCOVERY COMMUNICATIONS NEW COM SER C 25470F302 22,996 653,100 SH SOLE 653,100 0 0 DISNEY WALT CO COM DISNEY 254687106 195,254 4,531,321 SH SOLE 4,531,321 0 0 DOUGLAS DYNAMICS INC COM 25960R105 8,121 569,470 SH SOLE 569,470 0 0 DOVER CORP COM 260003108 71,366 1,085,586 SH SOLE 1,085,586 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 30,146 811,243 SH SOLE 811,243 0 0 DTE ENERGY COMPANY COM 233331107 11,447 233,800 SH SOLE 233,800 0 0 E M C CORP MASS COM 268648102 76,702 2,887,874 SH SOLE 2,887,874 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 4,812 307,880 SH SOLE 307,880 0 0 EASTMAN CHEMICAL CO COM 277432100 95,638 962,930 SH SOLE 962,930 0 0 EATON CORP COM 278058102 30,833 556,148 SH SOLE 556,148 0 0 EBAY INC COM 278642103 28,752 926,300 SH SOLE 926,300 0 0 ECOLAB INC COM 278865100 75,472 1,479,267 SH SOLE 1,479,267 0 0 EDISON INTERNATIONAL COM 281020107 16,539 452,000 SH SOLE 452,000 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 13,485 155,000 SH SOLE 155,000 0 0 EL PASO CORP COM 28336L109 18,207 1,011,504 SH SOLE 1,011,504 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 2,863 84,955 SH SOLE 84,955 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 2,544 40,000 SH SOLE 40,000 0 0 EMERITUS CORP COM 291005106 5,092 200,000 SH SOLE 200,000 0 0 EMERSON ELEC CO COM 291011104 32,313 553,029 SH SOLE 553,029 0 0 ENDOLOGIX INC COM 29266S106 13,487 1,989,288 SH SOLE 1,989,288 0 0 ENERGIZER HOLDINGS INC COM 29266R108 63,951 898,697 SH SOLE 898,697 0 0 ENERNOC INC COM 292764107 4,805 251,443 SH SOLE 251,443 0 0 ENSCO PLC SPONSORED ADR 29358Q109 164,162 2,838,214 SH SOLE 2,838,214 0 0 EOG RESOURCES INC COM 26875P101 27,589 232,800 SH SOLE 232,800 0 0 EQT CORP COM 26884L109 16,517 331,000 SH SOLE 331,000 0 0 EQUIFAX INC COM 294429105 6,783 174,600 SH SOLE 174,600 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 14,550 10,828,000 PRN SOLE 10,828,000 0 0 EQUITY RESIDENTIAL COM 29476L107 23,096 409,433 SH SOLE 409,433 0 0 EVEREST RE GROUP LTD COM G3223R108 31,484 357,048 SH SOLE 357,048 0 0 EXCO RESOURCES INC COM 269279402 2,066 100,000 SH SOLE 100,000 0 0 EXELIXIS INC COM 30161Q104 2,825 250,000 SH SOLE 250,000 0 0 EXPEDITORS INTL WASH INC COM 302130109 14,684 292,800 SH SOLE 292,800 0 0 EXPRESS SCRIPTS INC COM 302182100 73,072 1,314,000 SH SOLE 1,314,000 0 0 EXXON MOBIL CORP COM 30231G102 616,901 7,332,715 SH SOLE 7,332,715 0 0 F5 NETWORKS INC COM 315616102 15,529 151,400 SH SOLE 151,400 0 0 FAMILY DOLLAR STORES COM 307000109 9,015 175,667 SH SOLE 175,667 0 0 FEDERATED INVS INC PA CL B 314211103 3,263 122,000 SH SOLE 122,000 0 0 FEDEX CORP COM 31428X106 34,203 365,604 SH SOLE 365,604 0 0 FIDELITY NATIONAL INFORMATIO COM 31620M106 13,144 402,066 SH SOLE 402,066 0 0 FIFTH THIRD BANCORP COM 316773100 21,742 1,566,400 SH SOLE 1,566,400 0 0 FIRST HORIZON NATIONAL CORP COM 320517105 4,668 416,423 SH SOLE 416,423 0 0 FIRST SOLAR INC COM 336433107 7,881 49,000 SH SOLE 49,000 0 0 FISERV INC COM 337738108 12,772 203,625 SH SOLE 203,625 0 0 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 19 2,079 SH SOLE 2,079 0 0 FLUOR CORP COM 343412102 18,305 248,500 SH SOLE 248,500 0 0 FMC CORP COM NEW 302491303 15,805 186,100 SH SOLE 186,100 0 0 FOCUS MEDIA HLDGS LTD SPONSORED ADR 34415V109 14,875 485,000 SH SOLE 485,000 0 0 FOOT LOCKER INC COM 344849104 59,057 2,994,790 SH SOLE 2,994,790 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 72,968 4,893,922 SH SOLE 4,893,922 0 0 FORD MTR CO DEL *W EXP 01/01/201 345370134 7,019 1,100,100 SH CALL SOLE 1,100,100 0 0 FOREST LABORATORIES INC COM 345838106 4,506 139,500 SH SOLE 139,500 0 0 FORTUNE BRANDS INC COM 349631101 12,875 208,030 SH SOLE 208,030 0 0 FRANKLIN RESOURCES INC COM 354613101 25,498 203,857 SH SOLE 203,857 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 1,176 45,047 SH SOLE 45,047 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- FRONTIER COMMUNICATIONS CORP COM 35906A108 11,209 1,363,600 SH SOLE 1,363,600 0 0 FRONTIER OIL CORP COM 35914P105 3,812 130,000 SH SOLE 130,000 0 0 FULLER H B CO COM 359694106 20,538 956,122 SH SOLE 956,122 0 0 GAMESTOP CORP NEW CL A 36467W109 129,039 5,730,000 SH SOLE 5,730,000 0 0 GANNETT CO COM 364730101 247 16,200 SH SOLE 16,200 0 0 GAP INC DEL COM 364760108 14,366 634,000 SH SOLE 634,000 0 0 GARDNER DENVER INC COM 365558105 83,367 1,068,394 SH SOLE 1,068,394 0 0 GENERAC HOLDINGS INC COM 368736104 6,659 328,202 SH SOLE 328,202 0 0 GENERAL DYNAMICS CORP COM 369550108 122,093 1,594,732 SH SOLE 1,594,732 0 0 GENERAL ELECTRIC CO COM 369604103 377,612 18,835,502 SH SOLE 18,835,502 0 0 GENERAL MLS INC COM 370334104 32,171 880,200 SH SOLE 880,200 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 14,460 300,000 PRN SOLE 300,000 0 0 GENMARK DIAGNOSTICS INC COM 372309104 1,866 462,000 SH SOLE 462,000 0 0 GENUINE PARTS CO COM 372460105 15,986 298,029 SH SOLE 298,029 0 0 GENWORTH FINL INC COM CL A 37247D106 8,942 664,353 SH SOLE 664,353 0 0 GENZYME CORP COM 372917104 425,530 5,588,050 SH SOLE 5,588,050 0 0 GILEAD SCIENCES INC COM 375558103 205,344 4,838,401 SH SOLE 4,838,401 0 0 GLOBAL CROSSING LTD COM G3921A175 9,397 675,076 SH SOLE 675,076 0 0 GLOBAL POWER EQUIPMENT GROUP COM 37941P306 3,393 123,386 SH SOLE 123,386 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 168,513 1,062,500 SH SOLE 1,062,500 0 0 GOODRICH CORP COM 382388106 127,368 1,489,162 SH SOLE 1,489,162 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 5,071 338,500 SH SOLE 338,500 0 0 GOOGLE INC CL A 38259P508 259,099 441,680 SH SOLE 441,680 0 0 GREAT PLAINS ENERGY INC COM 391164803 3,873 60,000 SH SOLE 60,000 0 0 GSI COMMERCE INC COM 36238G102 20,216 690,681 SH SOLE 690,681 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 5,625 5,000,000 PRN SOLE 5,000,000 0 0 GT SOLAR INTERNATIONAL INC COM 3623E0209 24,985 2,341,600 SH SOLE 2,341,600 0 0 HALLIBURTON CO COM 406216101 98,886 1,984,072 SH SOLE 1,984,072 0 0 HANSEN NAT CORP COM 411310105 27,466 456,015 SH SOLE 456,015 0 0 HARMAN INTERNATIONAL COM 413086109 4,476 95,600 SH SOLE 95,600 0 0 HARRIS CORP DEL COM 413875105 11,076 223,300 SH SOLE 223,300 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 5,765 214,091 SH SOLE 214,091 0 0 HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120 18,340 1,000,000 SH CALL SOLE 1,000,000 0 0 HASBRO INC COM 418056107 2,215 47,272 SH SOLE 47,272 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 19,840 800,000 SH SOLE 800,000 0 0 HCA HOLDINGS INC COM 40412C101 20,322 600,000 SH SOLE 600,000 0 0 HCP INC COM 40414L109 21,176 558,143 SH SOLE 558,143 0 0 HEALTH CARE REIT INC COM 42217K106 12,859 245,206 SH SOLE 245,206 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 14,386 1,319,800 SH SOLE 1,319,800 0 0 HEALTHSOUTH CORP COM NEW 421924309 14,364 575,000 SH SOLE 575,000 0 0 HEARTWARE INTL INC NOTE 3.500%12/1 422368AA8 2,253 2,000,000 PRN SOLE 2,000,000 0 0 HEARTWARE INTL INC COM 422368100 57,906 677,101 SH SOLE 677,101 0 0 HERSHEY CO COM 427866108 55,778 1,026,280 SH SOLE 1,026,280 0 0 HESS CORP COM 42809H107 34,433 404,100 SH SOLE 404,100 0 0 HEWLETT PACKARD CO COM 428236103 124,637 3,042,136 SH SOLE 3,042,136 0 0 HHGREGG INC COM 42833L108 26,111 1,950,028 SH SOLE 1,950,028 0 0 HOLOGIC INC COM 436440101 5,217 235,000 SH SOLE 235,000 0 0 HOME DEPOT INC COM 437076102 84,953 2,292,314 SH SOLE 2,292,314 0 0 HONDA MOTOR LTD AMERN SHS 438128308 3,751 100,000 SH SOLE 100,000 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 146,643 2,455,914 SH SOLE 2,455,914 0 0 HOSPIRA INC COM 441060100 9,323 168,900 SH SOLE 168,900 0 0 HOST HOTELS & RESORTS INC COM 44107P104 16,692 947,833 SH SOLE 947,833 0 0 HUBBELL INC CL A 443510102 39,146 582,090 SH SOLE 582,090 0 0 HUBBELL INC CL B 443510201 66,827 940,826 SH SOLE 940,826 0 0 HUDSON CITY BANCORP INC COM 443683107 6,648 686,750 SH SOLE 686,750 0 0 HUMAN GENOME SCIENCES INC COM 444903108 64,508 2,350,000 SH SOLE 2,350,000 0 0 HUMANA INC COM 444859102 21,933 313,604 SH SOLE 313,604 0 0 HUNTINGTON BANCSHARES INC COM 446150104 7,188 1,082,500 SH SOLE 1,082,500 0 0 HUNTSMAN CORP COM 447011107 76 4,400 SH SOLE 4,400 0 0 HYPERCOM CORP COM 44913M105 31,396 2,609,793 SH SOLE 2,609,793 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- IAMGOLD CORP COM 450913108 1,103 50,000 SH SOLE 50,000 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 5,398 250,000 SH SOLE 250,000 0 0 IGO INC COM 449593102 20,726 7,349,500 SH SOLE 7,349,500 0 0 INGERSOLL-RAND PLC SHS G47791101 15,301 316,727 SH SOLE 316,727 0 0 INHIBITEX INC COM 45719T103 5,430 1,500,000 SH SOLE 1,500,000 0 0 INNOPHOS HOLDINGS INC COM 45774N108 4,440 96,289 SH SOLE 96,289 0 0 INTEL CORP COM 458140100 141,641 7,018,928 SH SOLE 7,018,928 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 12,489 101,100 SH SOLE 101,100 0 0 INTERNATIONAL FLAVORS & FRAGRA COM 459506101 59,129 949,100 SH SOLE 949,100 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 7,622 424,230 SH SOLE 424,230 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 53,796 4,279,723 SH SOLE 4,279,723 0 0 INTL BUSINESS MACHINES CORP COM 459200101 265,744 1,629,632 SH SOLE 1,629,632 0 0 INTREPID POTASH INC COM 46121Y102 1,741 50,000 SH SOLE 50,000 0 0 INTUIT INC COM 461202103 20,240 381,100 SH SOLE 381,100 0 0 INTUITIVE SURGICAL INC COM 46120E602 18,087 54,240 SH SOLE 54,240 0 0 INVESCO LTD COM G491BT108 35,577 1,391,900 SH SOLE 1,391,900 0 0 IRON MOUNTAIN INC COM 462846106 18,092 579,300 SH SOLE 579,300 0 0 IRONWOOD PHARMACEUTICALS INC COM 46333X108 33,600 2,400,000 SH SOLE 2,400,000 0 0 ITC HOLDINGS CORP COM 465685105 43,688 625,000 SH SOLE 625,000 0 0 ITT CORP COM 450911102 20,416 339,976 SH SOLE 339,976 0 0 JABIL CIRCUIT INC COM 466313103 5,512 269,800 SH SOLE 269,800 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 8,897 172,993 SH SOLE 172,993 0 0 JANUS CAPITAL GROUP INC COM 47102X105 2,187 175,409 SH SOLE 175,409 0 0 JANUS CAPITAL GROUP INC NOTE 3.250% 7/1 47102XAG0 1,800 1,500,000 PRN SOLE 1,500,000 0 0 JARDEN CORP COM 471109108 4,900 174,293 SH SOLE 174,293 0 0 JAZZ PHARMACEUTICALS INC COM 472147107 9,555 300,000 SH SOLE 300,000 0 0 JDS UNIPHASE CORP COM 46612J507 6,435 308,800 SH SOLE 308,800 0 0 JINKOSOLAR HLDGS CO LTD SPONSORED ADR 47759T100 30,689 1,136,629 SH SOLE 1,136,629 0 0 JOHNSON & JOHNSON COM 478160104 137,964 2,328,504 SH SOLE 2,328,504 0 0 JPMORGAN CHASE & CO COM 46625H100 284,972 6,181,607 SH SOLE 6,181,607 0 0 JUNIPER NETWORKS INC COM 48203R104 31,383 745,800 SH SOLE 745,800 0 0 K V PHARMACEUTICAL CO CL A 482740206 17,671 2,950,000 SH SOLE 2,950,000 0 0 KELLOGG CO COM 487836108 84,102 1,558,027 SH SOLE 1,558,027 0 0 KEYCORP COM 493267108 22,343 2,516,100 SH SOLE 2,516,100 0 0 KIMBERLY CLARK CORP CMN COM 494368103 31,291 479,411 SH SOLE 479,411 0 0 KIMCO REALTY CORP COM 49446R109 10,341 563,863 SH SOLE 563,863 0 0 KINDER MORGAN INC COM 49456B101 35,568 1,200,000 SH SOLE 1,200,000 0 0 KLA-TENCOR CORPORATION COM 482480100 24,592 519,700 SH SOLE 519,700 0 0 KRAFT FOODS INC CL A 50075N104 152,232 4,854,326 SH SOLE 4,854,326 0 0 KROGER CO COM 501044101 20,685 862,939 SH SOLE 862,939 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 5,901 500,900 SH SOLE 500,900 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 12,376 158,042 SH SOLE 158,042 0 0 LADISH CO INC COM NEW 505754200 4,601 84,196 SH SOLE 84,196 0 0 LAM RESEARCH CORP COM 512807108 10,896 192,300 SH SOLE 192,300 0 0 LAUDER ESTEE COS UBC CL A 518439104 4,310 44,724 SH SOLE 44,724 0 0 LEAP WIRELESS INTL INC COM 521863308 4,865 314,465 SH SOLE 314,465 0 0 LEGG MASON INC COM 524901105 7,662 212,300 SH SOLE 212,300 0 0 LENNAR CORP CL A 526057104 3,871 213,617 SH SOLE 213,617 0 0 LENNOX INTERNATIONAL INC COM 526107107 84,052 1,598,561 SH SOLE 1,598,561 0 0 LEUCADIA NATIONAL CORP COM 527288104 10,241 272,800 SH SOLE 272,800 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 9,555 6,500,000 SH SOLE 6,500,000 0 0 LEXMARK INTL NEW CL A 529771107 4,004 108,100 SH SOLE 108,100 0 0 LIBERTY GLOBAL INC COM SER A 530555101 19,670 475,000 SH SOLE 475,000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 123,717 2,360,113 SH SOLE 2,360,113 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 53,860 709,434 SH SOLE 709,434 0 0 LINCOLN NATL CORP INC COM 534187109 5,433 180,855 SH SOLE 180,855 0 0 LINCOLN NATL CORP INC *W EXP 07/10/201 534187117 9,348 433,400 SH CALL SOLE 433,400 0 0 LINEAR TECHNOLOGY CORP COM 535678106 10,567 314,200 SH SOLE 314,200 0 0 LITHIA MTRS INC CL A 536797103 5,832 400,000 SH SOLE 400,000 0 0 LOCKHEED MARTIN CORP COM 539830109 86,768 1,079,200 SH SOLE 1,079,200 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- LOEWS CORP COM 540424108 19,321 448,396 SH SOLE 448,396 0 0 LOGMEIN INC COM 54142L109 9,739 231,000 SH SOLE 231,000 0 0 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 23,135 736,300 SH SOLE 736,300 0 0 LORILLARD INC COM 544147101 20,344 214,124 SH SOLE 214,124 0 0 LOWE'S COS INC COM 548661107 123,206 4,661,617 SH SOLE 4,661,617 0 0 LPL INVESTMENT HOLDINGS INC COM 50213H100 3,906 109,079 SH SOLE 109,079 0 0 LSI CORP COM 502161102 5,830 857,400 SH SOLE 857,400 0 0 LUBRIZOL CORP COM 549271104 19,652 146,700 SH SOLE 146,700 0 0 LUFKIN INDUSTRIES INC COM 549764108 10,749 115,000 SH SOLE 115,000 0 0 LYONDELLBASELL INDUSTRIES N SHS A N53745100 204,805 5,178,379 SH SOLE 5,178,379 0 0 MANNKIND CORP COM 56400P201 364 100,000 SH SOLE 100,000 0 0 MANTECH INTL CORP CL A 564563104 10,273 242,291 SH SOLE 242,291 0 0 MAP PHARMACEUTICALS INC COM 56509R108 11,722 850,000 SH SOLE 850,000 0 0 MARATHON OIL CORP COM 565849106 59,011 1,106,944 SH SOLE 1,106,944 0 0 MARRIOTT INTL INC NEW CL A 571903202 6,277 176,405 SH SOLE 176,405 0 0 MARSH & MCLENNAN COS COM 571748102 6,603 221,496 SH SOLE 221,496 0 0 MARSHALL & ILSLEY CORP COM 571837103 143,217 17,924,456 SH SOLE 17,924,456 0 0 MASSEY ENERGY CO COM 576206106 180,983 2,647,500 SH SOLE 2,647,500 0 0 MASTERCARD INC CL A 57636Q104 44,100 175,194 SH SOLE 175,194 0 0 MATTEL INC COM 577081102 12,309 493,742 SH SOLE 493,742 0 0 MCDONALD'S CORP COM 580135101 112,409 1,477,321 SH SOLE 1,477,321 0 0 MCGRAW HILL COS INC COM 580645109 11,233 285,100 SH SOLE 285,100 0 0 MCKESSON CORP COM 58155Q103 53,246 673,572 SH SOLE 673,572 0 0 MDU RESOURCES GROUP INC COM 552690109 30,435 1,325,000 SH SOLE 1,325,000 0 0 MEADWESTVACO CORP COM 583334107 4,136 136,377 SH SOLE 136,377 0 0 MECHEL OAO SPON ADR PFD 583840509 2,182 200,000 SH SOLE 200,000 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 25,579 455,475 SH SOLE 455,475 0 0 MEDTRONIC INC COM 585055106 109,295 2,777,500 SH SOLE 2,777,500 0 0 MEMC ELECTRONIC MATERIALS COM 552715104 4,090 315,600 SH SOLE 315,600 0 0 MERCK & CO INC NEW COM 58933Y105 135,528 4,105,678 SH SOLE 4,105,678 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 19,192 800,000 SH SOLE 800,000 0 0 METALS USA HOLDINGS CORP COM 59132A104 5,720 349,417 SH SOLE 349,417 0 0 METLIFE INC COM 59156R108 96,595 2,159,512 SH SOLE 2,159,512 0 0 MICRON TECHNOLOGY INC COM 595112103 13,651 1,191,200 SH SOLE 1,191,200 0 0 MICROSEMI CORP COM 595137100 32,598 1,574,000 SH SOLE 1,574,000 0 0 MICROSOFT CORP COM 594918104 255,074 10,047,200 SH SOLE 10,047,200 0 0 MOLSON COORS BREWING CO CL B 60871R209 11,288 240,733 SH SOLE 240,733 0 0 MOLYCORP INC COM 608753208 5,729 50,000 SH SOLE 50,000 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 3,963 250,000 SH SOLE 250,000 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 7,610 536,300 SH SOLE 536,300 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,595 110,000 SH SOLE 110,000 0 0 MONSANTO CO COM 61166W101 3,824 52,926 SH SOLE 52,926 0 0 MOODY'S CORP COM 615369105 26,803 790,400 SH SOLE 790,400 0 0 MORGAN STANLEY COM NEW 617446448 13,887 508,316 SH SOLE 508,316 0 0 MOSAIC CO COM 61945A107 7,875 100,000 SH SOLE 100,000 0 0 MOTOROLA MOBILITY HOLDINGS I COM 620097105 10,009 410,193 SH SOLE 410,193 0 0 MYLAN INC COM 628530107 2,627 115,930 SH SOLE 115,930 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 13,781 7,500,000 PRN SOLE 7,500,000 0 0 NABORS INDUSTRIES LTD COM G6359F103 14,306 470,900 SH SOLE 470,900 0 0 NASDAQ OMX GROUP INC COM 631103108 5,284 204,500 SH SOLE 204,500 0 0 NATIONAL OILWELL VARCO INC COM 637071101 69,961 882,563 SH SOLE 882,563 0 0 NETAPP INC COM 64110D104 24,719 513,400 SH SOLE 513,400 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 5,605 133,400 SH SOLE 133,400 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 7,738 521,453 SH SOLE 521,453 0 0 NEWELL RUBBERMAID INC COM 651229106 42,737 2,234,017 SH SOLE 2,234,017 0 0 NEWFIELD EXPLORATION CO COM 651290108 27,090 356,400 SH SOLE 356,400 0 0 NEWMONT MINING CORP COM 651639106 37,682 690,400 SH SOLE 690,400 0 0 NEWS CORP CL A 65248E104 92,127 5,244,078 SH SOLE 5,244,078 0 0 NEXEN INC COM 65334H102 18,067 725,000 SH SOLE 725,000 0 0 NEXTERA ENERGY INC COM 65339F101 64,744 1,174,600 SH SOLE 1,174,600 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- NICOR INC COM 654086107 24,074 448,300 SH SOLE 448,300 0 0 NIELSEN HOLDINGS NV COM N63218106 17,342 635,000 SH SOLE 635,000 0 0 NIKE INC CL B 654106103 32,754 432,677 SH SOLE 432,677 0 0 NISOURCE INC COM 65473P105 7,384 385,000 SH SOLE 385,000 0 0 NOBLE CORP COM H5833N103 18,093 396,600 SH SOLE 396,600 0 0 NOBLE ENERGY INC COM 655044105 62,156 643,100 SH SOLE 643,100 0 0 NORDSTROM INC COM 655664100 7,854 175,000 SH SOLE 175,000 0 0 NORFOLK SOUTHERN CORP COM 655844108 34,365 496,106 SH SOLE 496,106 0 0 NORTHERN TRUST CORP COM 665859104 23,655 466,100 SH SOLE 466,100 0 0 NOVARTIS A G SPONSORED ADR 66987V109 81,525 1,500,000 SH SOLE 1,500,000 0 0 NOVELL INC COM 670006105 2,886 486,600 SH SOLE 486,600 0 0 NOVELLUS SYSTEMS INC COM 670008101 1,626 43,800 SH SOLE 43,800 0 0 NRG ENERGY INC COM 629377508 7,257 336,900 SH SOLE 336,900 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 490 17,045 SH SOLE 17,045 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 16,249 831,100 SH SOLE 831,100 0 0 NUCOR CORP COM 670346105 20,581 447,217 SH SOLE 447,217 0 0 NVIDIA CORP COM 67066G104 13,267 718,700 SH SOLE 718,700 0 0 NXSTAGE MEDICAL INC COM 67072V103 3,517 160,000 SH SOLE 160,000 0 0 NYSE EURONEXT COM 629491101 12,623 358,900 SH SOLE 358,900 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 173,809 1,663,400 SH SOLE 1,663,400 0 0 OCEANEERING INTL INC COM 675232102 429 4,800 SH SOLE 4,800 0 0 OFFICEMAX INC COM 67622P101 17,146 1,325,000 SH SOLE 1,325,000 0 0 OGE ENERGY CORP COM 670837103 38,926 769,900 SH SOLE 769,900 0 0 OLIN CORP COM PAR $1 680665205 19,248 839,785 SH SOLE 839,785 0 0 OMNICOM GROUP COM 681919106 36,285 739,600 SH SOLE 739,600 0 0 OMNOVA SOLUTIONS INC COM 682129101 840 106,705 SH SOLE 106,705 0 0 ONEOK INC COM 682680103 9,771 146,100 SH SOLE 146,100 0 0 ONYX PHARMACEUTICALS INC COM 683399109 17,590 500,000 SH SOLE 500,000 0 0 ORACLE CORP COM 68389X105 205,048 6,133,189 SH SOLE 6,133,189 0 0 O'REILLY AUTOMOTIVE INC COM 67103H107 11,176 194,507 SH SOLE 194,507 0 0 ORTHOVITA INC COM 68750U102 727 341,300 SH SOLE 341,300 0 0 OWENS CORNING COM 690742101 94,122 2,615,219 SH SOLE 2,615,219 0 0 OWENS ILL INC COM NEW 690768403 28,543 945,435 SH SOLE 945,435 0 0 PACCAR INC COM 693718108 20,783 396,922 SH SOLE 396,922 0 0 PACIFIC SUNWEAR OF CALIF COM 694873100 36,011 9,950,053 SH SOLE 9,950,053 0 0 PAETEC HOLDING CORP COM 695459107 10,521 3,150,000 SH SOLE 3,150,000 0 0 PALL CORP COM 696429307 6,181 107,292 SH SOLE 107,292 0 0 PAREXEL INTERNATIONAL CORP COM 699462107 12,457 500,301 SH SOLE 500,301 0 0 PARKER HANNIFIN CORP COM 701094104 157,985 1,668,617 SH SOLE 1,668,617 0 0 PATTERSON COS INC COM 703395103 4,330 134,500 SH SOLE 134,500 0 0 PATTERSON UTI ENERGY INC COM 703481101 3,380 115,000 SH SOLE 115,000 0 0 PAYCHEX INC COM 704326107 13,912 443,546 SH SOLE 443,546 0 0 PENN WEST PETROLEUM LTD COM 707887105 2,770 100,000 SH SOLE 100,000 0 0 PENNEY J C INC COM 708160106 11,861 330,300 SH SOLE 330,300 0 0 PEPSICO INC COM 713448108 104,218 1,618,035 SH SOLE 1,618,035 0 0 PETROHAWK ENERGY CORP COM 716495106 2,454 100,000 SH SOLE 100,000 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 45,036 1,267,200 SH SOLE 1,267,200 0 0 PFIZER INC COM 717081103 287,464 14,153,827 SH SOLE 14,153,827 0 0 PG&E CORP COM 69331C108 85,024 1,924,500 SH SOLE 1,924,500 0 0 PGT INC COM 69336V101 10,482 4,460,465 SH SOLE 4,460,465 0 0 PHARMASSET INC COM 71715N106 47,226 600,000 SH SOLE 600,000 0 0 PHH CORP NOTE 4.000% 9/0 693320AN3 556 500,000 PRN SOLE 500,000 0 0 PHILIP MORRIS INTERNATIONAL COM 718172109 164,497 2,506,431 SH SOLE 2,506,431 0 0 PINNACLE WEST CAPITAL COM 723484101 6,726 157,187 SH SOLE 157,187 0 0 PIONEER NATURAL RESOURCES CO COM 723787107 15,329 150,400 SH SOLE 150,400 0 0 PITNEY BOWES INC COM 724479100 7,348 285,996 SH SOLE 285,996 0 0 PLAINS EXPLORATION & PRODUCT COM 726505100 16,303 450,000 SH SOLE 450,000 0 0 PLUM CREEK TIMBER CO COM 729251108 9,805 224,832 SH SOLE 224,832 0 0 PMC-SIERRA INC COM 69344F106 20,985 2,794,200 SH SOLE 2,794,200 0 0 PNC FINL SVCS GROUP INC COM 693475105 12,318 195,548 SH SOLE 195,548 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 748 50,000 SH CALL SOLE 50,000 0 0 POLO RALPH LAUREN CORP CL A 731572103 11,203 90,600 SH SOLE 90,600 0 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 117,137 1,984,113 SH SOLE 1,984,113 0 0 PPL CORPORATION COM 69351T106 33,194 1,312,000 SH SOLE 1,312,000 0 0 PRAXAIR INC COM 74005P104 43,312 426,300 SH SOLE 426,300 0 0 PRECISION CASTPARTS CORP COM 740189105 30,134 204,740 SH SOLE 204,740 0 0 PRICE T ROWE GROUP INC COM 74144T108 19,754 297,410 SH SOLE 297,410 0 0 PRICELINE.COM INC COM 741503403 34,792 68,700 SH SOLE 68,700 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 52,614 1,225,000 SH SOLE 1,225,000 0 0 PROCTER & GAMBLE CO COM 742718109 256,154 4,158,338 SH SOLE 4,158,338 0 0 PROGRESS ENERGY INC COM 743263105 18,811 407,700 SH SOLE 407,700 0 0 PROLOGIS COM 743410102 12,583 787,398 SH SOLE 787,398 0 0 PROSHARES TR BASIC MAT NEW 74347X617 1,661 100,000 SH SOLE 100,000 0 0 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 15,448 15,524,000 PRN SOLE 15,524,000 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 34,388 558,435 SH SOLE 558,435 0 0 PUBLIC STORAGE COM 74460D109 21,438 193,292 SH SOLE 193,292 0 0 PUBLIC SVS ENTERPRISE GROUP COM 744573106 22,163 703,376 SH SOLE 703,376 0 0 PULTEGROUP INC COM 745867101 3,223 435,573 SH SOLE 435,573 0 0 QEP RESOURCES INC COM 74733V100 16,163 398,700 SH SOLE 398,700 0 0 QUALCOMM INC COM 747525103 176,490 3,218,850 SH SOLE 3,218,850 0 0 QUANEX BUILDING PRODUCTS COM 747619104 18,666 950,916 SH SOLE 950,916 0 0 QUANTA SERVICES INC COM 74762E102 6,478 288,800 SH SOLE 288,800 0 0 QUEST DIAGNOSTICS INC COM 74834L100 19,717 341,600 SH SOLE 341,600 0 0 QUEST SOFTWARE INC COM 74834T103 4,224 166,300 SH SOLE 166,300 0 0 QUESTAR CORP COM 748356102 85 4,875 SH SOLE 4,875 0 0 QUINSTREET INC COM 74874Q100 10,342 455,000 SH SOLE 455,000 0 0 QWEST COMMUNICATIONS INTL COM 749121109 232,755 34,078,326 SH SOLE 34,078,326 0 0 RALCORP HOLDINGS INC COM 751028101 48,613 710,406 SH SOLE 710,406 0 0 RAMBUS INC COM 750917106 24,786 1,255,000 SH SOLE 1,255,000 0 0 RAYTHEON COMPANY COM 755111507 38,865 764,007 SH SOLE 764,007 0 0 REALD INC COM 75604L105 1,368 50,000 SH SOLE 50,000 0 0 RED HAT INC COM 756577102 27,665 609,500 SH SOLE 609,500 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 23,403 870,000 SH SOLE 870,000 0 0 REGAL BELOIT CORP COM 758750103 2,510 34,000 SH SOLE 34,000 0 0 REGIONS FINANCIAL CORP COM 7591EP100 13,961 1,922,953 SH SOLE 1,922,953 0 0 RELIANCE STEEL & ALUMINUM COM 759509102 40,414 699,445 SH SOLE 699,445 0 0 REPUBLIC SERVICES INC COM 760759100 28,108 935,679 SH SOLE 935,679 0 0 REYNOLDS AMERICAN INC COM 761713106 15,193 427,600 SH SOLE 427,600 0 0 ROBERT HALF INTL INC COM 770323103 6,417 209,700 SH SOLE 209,700 0 0 ROCKWELL COLLINS INC COM 774341101 1,702 26,253 SH SOLE 26,253 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,672 22,825 SH SOLE 22,825 0 0 RUE21 INC COM 781295100 61,545 2,136,978 SH SOLE 2,136,978 0 0 RYDER SYSTEM INC COM 783549108 3,602 71,200 SH SOLE 71,200 0 0 SAFEWAY INC COM 786514208 11,882 504,740 SH SOLE 504,740 0 0 SALESFORCE.COM INC COM 79466L302 21,934 164,202 SH SOLE 164,202 0 0 SALIX PHARMACEUTICALS LTD COM 795435106 24,521 700,000 SH SOLE 700,000 0 0 SANDERSON FARMS INC COM 800013104 34,293 746,778 SH SOLE 746,778 0 0 SANDISK CORP COM 80004C101 15,270 331,300 SH SOLE 331,300 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 37,862 1,075,000 SH SOLE 1,075,000 0 0 SARA LEE CORP COM 803111103 48,889 2,766,782 SH SOLE 2,766,782 0 0 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 7,300 5,000,000 PRN SOLE 5,000,000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 5,547 139,800 SH SOLE 139,800 0 0 SCANA CORP COM 80589M102 6,512 165,400 SH SOLE 165,400 0 0 SCHLUMBERGER LTD COM 806857108 196,963 2,111,975 SH SOLE 2,111,975 0 0 SCHWAB CHARLES CORP NEW COM 808513105 25,018 1,387,575 SH SOLE 1,387,575 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 2,942 115,759 SH SOLE 115,759 0 0 SCRIPPS NETWORKS INTERACT CL A COM 811065101 6,547 130,700 SH SOLE 130,700 0 0 SEABRIGHT HOLDINGS INC COM 811656107 1,537 149,938 SH SOLE 149,938 0 0 SEARS HOLDINGS CORP COM 812350106 5,447 65,901 SH SOLE 65,901 0 0 SELECT COMFORT CORPORATION COM 81616X103 65,305 5,415,000 SH SOLE 5,415,000 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- SELECT MEDICAL HOLDINGS CORP COM 81619Q105 16,420 2,037,175 SH SOLE 2,037,175 0 0 SEMPRA ENERGY COM 816851109 84,514 1,579,704 SH SOLE 1,579,704 0 0 SEMTECH CORP COM 816850101 32,097 1,282,870 SH SOLE 1,282,870 0 0 SENSATA TECHNOLOGIES HOLDING COM N7902X106 96,591 2,781,197 SH SOLE 2,781,197 0 0 SEQUENOM INC COM NEW 817337405 534 84,394 SH SOLE 84,394 0 0 SHERWIN WILLIAMS CO COM 824348106 38,129 453,972 SH SOLE 453,972 0 0 SIMON PROPERTY GROUP INC COM 828806109 44,306 413,463 SH SOLE 413,463 0 0 SIRIUS XM RADIO INC COM 82967N108 6,192 3,752,467 SH SOLE 3,752,467 0 0 SLM CORP COM 78442P106 18,354 834,196 SH SOLE 834,196 0 0 SMART BALANCE INC COM 83169Y108 33,706 7,343,302 SH SOLE 7,343,302 0 0 SMITH A O COM 831865209 21,111 476,126 SH SOLE 476,126 0 0 SMUCKER J M CO COM NEW 832696405 72,916 1,021,375 SH SOLE 1,021,375 0 0 SNAP ON INC COM 833034101 4,494 74,822 SH SOLE 74,822 0 0 SNYDERS-LANCE INC COM 833551104 199 10,000 SH SOLE 10,000 0 0 SOUTHERN CO COM 842587107 44,552 1,169,030 SH SOLE 1,169,030 0 0 SOUTHERN UNION CO COM 844030106 40,068 1,400,000 SH SOLE 1,400,000 0 0 SOUTHWEST AIRLINES CO COM 844741108 12,925 1,023,380 SH SOLE 1,023,380 0 0 SOUTHWESTERN ENERGY CO COM 845467109 36,842 857,400 SH SOLE 857,400 0 0 SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 29,893 1,164,492 SH SOLE 1,164,492 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 19,126 4,121,971 SH SOLE 4,121,971 0 0 SPX CORP COM 784635104 55,978 705,104 SH SOLE 705,104 0 0 ST JUDE MEDICAL INC COM 790849103 108,394 2,114,600 SH SOLE 2,114,600 0 0 STANLEY BLACK & DECKER INC COM 854502101 33,078 431,831 SH SOLE 431,831 0 0 STAPLES INC COM 855030102 3,857 198,600 SH SOLE 198,600 0 0 STARBUCKS CORP COM 855244109 36,425 985,781 SH SOLE 985,781 0 0 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 15,309 263,400 SH SOLE 263,400 0 0 STATE STREET CORP COM 857477103 54,719 1,217,600 SH SOLE 1,217,600 0 0 STEC INC COM 784774101 6,027 300,000 SH SOLE 300,000 0 0 STERICYCLE INC COM 858912108 8,034 90,600 SH SOLE 90,600 0 0 STRYKER CORP COM 863667101 5,943 97,750 SH SOLE 97,750 0 0 SUNOCO INC COM 86764P109 2,307 50,600 SH SOLE 50,600 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 5,965 500,000 SH SOLE 500,000 0 0 SUNTRUST BANKS INC COM 867914103 37,359 1,295,400 SH SOLE 1,295,400 0 0 SUPERVALU INC COM 868536103 2,613 292,644 SH SOLE 292,644 0 0 SYMANTEC CORP COM 871503108 19,746 1,065,059 SH SOLE 1,065,059 0 0 SYMETRA FINANCIAL CORP COM 87151Q106 24 1,742 SH SOLE 1,742 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 29,472 848,102 SH SOLE 848,102 0 0 SYSCO CORP COM 871829107 22,283 804,424 SH SOLE 804,424 0 0 TALBOTS INC COM 874161102 333 55,095 SH SOLE 55,095 0 0 TALEO CORP CL A 87424N104 11,604 325,500 SH SOLE 325,500 0 0 TARGA RESOURCES CORP COM 87612G101 61,266 1,690,551 SH SOLE 1,690,551 0 0 TARGET CORP COM 87612E106 6,206 124,100 SH SOLE 124,100 0 0 TECO ENERGY INC COM 872375100 5,640 300,638 SH SOLE 300,638 0 0 TELLABS INC COM 879664100 2,786 531,700 SH SOLE 531,700 0 0 TENARIS S A SPONSORED ADR 88031M109 3,710 75,000 SH SOLE 75,000 0 0 TENET HEALTHCARE CORP COM 88033G100 12,503 1,678,292 SH SOLE 1,678,292 0 0 TENNECO INC COM 880349105 17,307 407,700 SH SOLE 407,700 0 0 TERADATA CORP COM 88076W103 11,651 229,800 SH SOLE 229,800 0 0 TERADYNE INC COM 880770102 4,467 250,800 SH SOLE 250,800 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 74,571 4,083,830 SH SOLE 4,083,830 0 0 TEXAS INSTRUMENTS INC COM 882508104 49,445 1,430,700 SH SOLE 1,430,700 0 0 THERAVANCE INC COM 88338T104 2,422 100,000 SH SOLE 100,000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2,372 42,696 SH SOLE 42,696 0 0 THOMAS & BETTS CORP COM 884315102 11,894 200,000 SH SOLE 200,000 0 0 TIME WARNER CABLE COM 88732J207 30,483 427,295 SH SOLE 427,295 0 0 TIME WARNER INC COM 887317303 56,955 1,595,368 SH SOLE 1,595,368 0 0 TITANIUM METALS CORP COM NEW 888339207 4,194 225,700 SH SOLE 225,700 0 0 TJX COMPANIES INC COM 872540109 27,476 552,500 SH SOLE 552,500 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 4,142 229,900 SH SOLE 229,900 0 0 TRANSOCEAN LTD COM H8817H100 32,839 421,278 SH SOLE 421,278 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- TRAVELERS COMPANIES INC COM 89417E109 66,225 1,113,394 SH SOLE 1,113,394 0 0 TREEHOUSE FOODS INC COM 89469A104 569 10,000 SH SOLE 10,000 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 26,126 867,391 SH SOLE 867,391 0 0 TUPPERWARE BRANDS CORP COM 899896104 597 10,000 SH SOLE 10,000 0 0 TW TELECOM INC COM 87311L104 32,187 1,676,400 SH SOLE 1,676,400 0 0 TYCO INTERNATIONAL LTD COM H89128104 254,639 5,687,733 SH SOLE 5,687,733 0 0 TYSON FOODS INC CL A 902494103 7,853 409,200 SH SOLE 409,200 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 10,138 10,000,000 PRN SOLE 10,000,000 0 0 UGI CORP COM 902681105 3,290 100,000 SH SOLE 100,000 0 0 ULTRA PETROLEUM CORP COM 903914109 17,676 358,900 SH SOLE 358,900 0 0 UNION PAC CORP COM 907818108 67,412 685,566 SH SOLE 685,566 0 0 UNISYS CORP COM 909214405 1,342 15,000 SH SOLE 15,000 0 0 UNITED CONTL HLDGS INC COM 910047109 43,539 1,893,815 SH SOLE 1,893,815 0 0 UNITED PARCEL SERVICE INC CL B 911312106 102,167 1,374,700 SH SOLE 1,374,700 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 23,222 7,500,000 PRN SOLE 7,500,000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 112,171 1,325,121 SH SOLE 1,325,121 0 0 UNITEDHEALTH GROUP INC COM 91324P102 86,771 1,919,703 SH SOLE 1,919,703 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 18,529 375,000 SH SOLE 375,000 0 0 UNUM GROUP COM 91529Y106 41,610 1,585,153 SH SOLE 1,585,153 0 0 US BANCORP COM NEW 902973304 47,613 1,801,461 SH SOLE 1,801,461 0 0 VALEANT PHARMACEUTICALS INTE COM 91911K102 9,993 200,000 SH SOLE 200,000 0 0 VALERO ENERGY CORP COM 91913Y100 21,318 714,900 SH SOLE 714,900 0 0 VALUEVISION MEDIA INC CL A 92047K107 6,519 1,025,000 SH SOLE 1,025,000 0 0 VANTAGE DRILLING CO COM G93205113 3,600 2,000,000 SH SOLE 2,000,000 0 0 VARIAN SEMICONDUCTOR EQUIPMEN COM 922207105 3,942 81,000 SH SOLE 81,000 0 0 VELTI PLC COM G93285107 2,833 225,000 SH SOLE 225,000 0 0 VENTAS INC COM 92276F100 12,320 226,900 SH SOLE 226,900 0 0 VERISIGN INC COM 92343E102 1,854 51,200 SH SOLE 51,200 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8,435 7,000,000 PRN SOLE 7,000,000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 148,564 3,854,798 SH SOLE 3,854,798 0 0 VIACOM INC NEW CL B 92553P201 124,273 2,671,401 SH SOLE 2,671,401 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 24,559 14,500,000 PRN SOLE 14,500,000 0 0 VISA INC COM CL A 92826C839 43,089 585,289 SH SOLE 585,289 0 0 VITAMIN SHOPPE INC COM 92849E101 22,709 671,266 SH SOLE 671,266 0 0 VORNADO RLTY TR SH BEN INT 929042109 19,684 224,959 SH SOLE 224,959 0 0 WAL MART STORES INC COM 931142103 115,949 2,227,646 SH SOLE 2,227,646 0 0 WALGREEN CO COM 931422109 31,522 785,297 SH SOLE 785,297 0 0 WALTER ENERGY INC COM 93317Q105 70,735 522,300 SH SOLE 522,300 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 11,630 500,000 SH SOLE 500,000 0 0 WATERS CORP COM 941848103 11,041 127,050 SH SOLE 127,050 0 0 WATSON PHARMACEUTICALS INC COM 942683103 9,824 175,400 SH SOLE 175,400 0 0 WEBMD HEALTH CORP COM 94770V102 7,003 131,100 SH SOLE 131,100 0 0 WELLPOINT INC COM 94973V107 73,475 1,052,806 SH SOLE 1,052,806 0 0 WELLS FARGO & CO NEW COM 949746101 273,933 8,638,688 SH SOLE 8,638,688 0 0 WESTERN DIGITAL CORP COM 958102105 11,933 320,000 SH SOLE 320,000 0 0 WESTERN UNION CO COM 959802109 18,708 900,693 SH SOLE 900,693 0 0 WEYERHAEUSER CO COM 962166104 23,303 862,209 SH SOLE 862,209 0 0 WHIRLPOOL CORP COM 963320106 7,572 88,705 SH SOLE 88,705 0 0 WHITING PETROLEUM CORP COM 966387102 2,204 30,000 SH SOLE 30,000 0 0 WILLIAMS COS INC COM 969457100 102,942 3,301,550 SH SOLE 3,301,550 0 0 WILLIS GROUP HOLDINGS PLC COM G96666105 43,602 1,080,334 SH SOLE 1,080,334 0 0 WISCONSIN ENERGY CORP COM 976657106 10,108 331,400 SH SOLE 331,400 0 0 WOODWARD INC COM 980745103 5,184 150,000 SH SOLE 150,000 0 0 WORTHINGTON INDUSTRIES COM 981811102 523 25,000 SH SOLE 25,000 0 0 WR GRACE & CO COM 38388F108 93,051 2,430,168 SH SOLE 2,430,168 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 7,854 246,893 SH SOLE 246,893 0 0 WYNN RESORTS LTD COM 983134107 13,161 103,500 SH SOLE 103,500 0 0 XENOPORT INC COM 98411C100 1,779 300,000 SH SOLE 300,000 0 0 XEROX CORP COM 984121103 20,581 1,932,400 SH SOLE 1,932,400 0 0 XL GROUP PLC COM G98290102 25,884 1,052,195 SH SOLE 1,052,195 0 0
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 ------------------------------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- YAHOO INC COM 984332106 30,311 1,819,200 SH SOLE 1,819,200 0 0 YUM BRANDS INC COM 988498101 33,657 655,067 SH SOLE 655,067 0 0 ZIMMER HOLDINGS INC COM 98956P102 50,415 832,900 SH SOLE 832,900 0 0 ZIONS BANCORPORATION COM 989701107 5,947 257,900 SH SOLE 257,900 0 0