-----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, DvB6wq78OKdBFkzJDZfDp9jPEHokypMJZTAau/O3djvHQwevMpOhEShitqPytoBn EUd+sIcOKVjBcIAXiME+Tw== 0000928816-08-001369.txt : 20081107 0000928816-08-001369.hdr.sgml : 20081107 20081107141550 ACCESSION NUMBER: 0000928816-08-001369 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081107 DATE AS OF CHANGE: 20081107 EFFECTIVENESS DATE: 20081107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: THRIVENT FINANCIAL FOR LUTHERANS CENTRAL INDEX KEY: 0000314984 IRS NUMBER: 390123480 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00545 FILM NUMBER: 081170489 BUSINESS ADDRESS: STREET 1: 625 FOURTH AVENUE SOUTH CITY: MINNEAPOLIS STATE: MN ZIP: 55415 BUSINESS PHONE: 6123407215 MAIL ADDRESS: STREET 1: 625 FOURTH AVENUE SOUTH CITY: MINNEAPOLIS STATE: MN ZIP: 55415 FORMER COMPANY: FORMER CONFORMED NAME: AID ASSOCIATION FOR LUTHERANS DATE OF NAME CHANGE: 19940803 13F-HR 1 thriventfinancial.txt THRIVENT FINANCIAL FOR LUTHERANS UNITED STATES SECURITIES AND EXCHANGE COMMISSION FORM 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/08 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (check only one): [ ] is a restatement [ ] adds new holding entries Institutional Investment Manager Filing this Report: Name: Thrivent Financial for Lutherans Address: 625 Fourth Avenue South Minneapolis, MN 55415 Form 13F File Number: 28-00545 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, and 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: Randall L. Boushek Title: Senior Vice President Phone: (612) 844-7348 Signature, Place, and Date of Signing: /s/ Randall L. Boushek Minneapolis, Minnesota 11/07/08 ------------------------- ---------------------- -------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Two Form 13F Information Table Entry Total: 1,750 Form 13F Information Table Value Total: $12,232,020 (thousands) List of Other Included Managers: 1. Thrivent Investment Management Inc., Form 13F Filing Number 28-10230 2. Thrivent Asset Management, LLC, Form 13F Filing Number 28-11983
VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE AAR CORP COM 000361105 432.99 26100 SH SOLE 26100 ABB LTD SPONSORED ADR 000375204 8691.20 448000 SH SOLE 448000 ADC TELECOMMUNICATIONS INC COM 000886309 11713.91 1386262 SH SOLE 1386262 ABM INDUSTRIES INC COM 000957100 650.83 29800 SH SOLE 29800 AFLAC INC COM 001055102 20293.42 345420 SH SOLE 345420 AGCO CORP COM 001084102 12529.04 294040 SH SOLE 294040 AGCO CORP NOTE 001084AL6 2436.00 1250000 SH SOLE 1250000 AGCO CORP NOTE 001084AM4 2170.00 1750000 SH SOLE 1750000 AGL RESOURCES INC COM 001204106 387.22 12340 SH SOLE 12340 AH BELO CORP COM CL A 001282102 61.40 11900 SH SOLE 11900 AES CORP COM 00130H105 779.72 66700 SH SOLE 66700 AK STEEL HOLDING CORP COM 001547108 204.76 7900 SH SOLE 7900 AMB PROPERTY CORP COM 00163T109 11147.96 246092 SH SOLE 246092 AMN HEALTHCARE SERVICES INC COM 001744101 400.59 22800 SH SOLE 22800 AMR CORP COM 001765106 6611.80 673300 SH SOLE 673300 AT&T INC COM 00206R102 80620.59 2887557 SH SOLE 2887557 ATMI INC COM 00207R101 379.37 21100 SH SOLE 21100 ATC TECHNOLOGY CORP COM 00211W104 334.73 14100 SH SOLE 14100 AARON RENTS INC COM 002535201 973.16 35950 SH SOLE 35950 ABAXIS INC COM 002567105 289.59 14700 SH SOLE 14700 ABBOTT LABORATORIES COM 002824100 161905.5 2811837 SH SOLE 2811837 ABERCROMBIE & FITCH CO COM 002896207 236.70 6000 SH SOLE 6000 ACADIA REALTY TRUST COM 004239109 2100.89 83105 SH SOLE 83105 ACTEL CORP COM 004934105 217.15 17400 SH SOLE 17400 ACTIVISION BLIZZARD INC COM ADDED 00507V109 23101.24 1497164 SH SOLE 1497164 ACTUANT CORP COM 00508X203 777.39 30800 SH SOLE 30800 ACUITY BRANDS INC COM 00508Y102 1148.40 27500 SH SOLE 27500 ACXIOM CORP COM 005125109 134.42 10720 SH SOLE 10720 ADAPTEC INC COM 00651F108 266.66 81300 SH SOLE 81300 ADMINISTAFF INC COM 007094105 416.46 15300 SH SOLE 15300 ADOBE SYSTEMS INC COM 00724F101 21724.28 550400 SH SOLE 550400 ADVANCE AUTO PARTS COM 00751Y106 9383.55 236600 SH SOLE 236600 ADVANCED MEDICAL OPTICS COM 00763M108 2748.11 154562 SH SOLE 154562 AECOM TECHNOLOGY CORP COM 00766T100 479.02 19600 SH SOLE 19600 AEROPOSTALE INC COM 007865108 337.15 10500 SH SOLE 10500 ADVANCED MICRO DEVICES INC COM 007903107 218.40 41600 SH SOLE 41600 ADVANCED ENERGY INDUSTRIES COM 007973100 300.96 22000 SH SOLE 22000 AETNA INC COM 00817Y108 46011.43 1274202 SH SOLE 1274202 AFFILIATED COMPUTER SVCS COM 008190100 344.28 6800 SH SOLE 6800 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE AFFILIATED MANAGERS GROUP COM 008252108 1416.73 17100 SH SOLE 17100 AFFYMETRIX INC COM 00826T108 2272.46 293600 SH SOLE 293600 AGILENT TECHNOLOGIES INC COM 00846U101 734.91 24778 SH SOLE 24778 AGILYSYS INC COM 00847J105 155.38 15400 SH SOLE 15400 AGREE REALTY CORP COM 008492100 245.96 8600 SH SOLE 8600 AIR METHODS CORP COM PAR $.06 009128307 206.66 7300 SH SOLE 7300 AIR PRODUCTS & CHEMICALS COM 009158106 23178.65 338424 SH SOLE 338424 AIRGAS INC COM 009363102 4492.33 90480 SH SOLE 90480 AIRTRAN HOLDINGS INC COM 00949P108 46.17 19000 SH SOLE 19000 AKAMAI TECHNOLOGIES COM 00971T101 4365.23 250300 SH SOLE 250300 ALBANY INTL CORP COM 012348108 489.20 17900 SH SOLE 17900 ALBEMARLE CORP COM 012653101 26695.10 865600 SH SOLE 865600 ALBERTO-CULVER CO COM 013078100 814.47 29900 SH SOLE 29900 ALCOA INC COM 013817101 20988.35 929511 SH SOLE 929511 ALEXANDER & BALDWIN INC COM 014482103 282.23 6410 SH SOLE 6410 ALEXANDER'S INC COM 014752109 700.00 1750 SH SOLE 1750 ALEXANDRIA REAL ESTATE EQUITY COM 015271109 13908.84 123000 SH SOLE 123000 ALEXION PHARMACEUTICALS INC COM 015351109 3387.66 86200 SH SOLE 86200 ALKERMES INC. COM 01642T108 2218.44 166800 SH SOLE 166800 ALLEGHENY ENERGY INC COM 017361106 433.88 11800 SH SOLE 11800 ALLEGHENY TECHNOLOGIES INC COM 01741R102 950.03 32150 SH SOLE 32150 ALLERGAN INC COM 018490102 1096.95 21300 SH SOLE 21300 ALLETE INC COM 018522300 780.21 17533 SH SOLE 17533 ALLIANCE DATA SYSTEMS CORP COM 018581108 665.49 10500 SH SOLE 10500 ALLIANCE ONE INTERNATIONAL INC COM 018772103 228.00 60000 SH SOLE 60000 ALLIANT ENERGY CORP COM 018802108 559.48 17370 SH SOLE 17370 ALLIANT TECHSYSTEMS INC COM 018804104 7458.83 79400 SH SOLE 79400 ALLIANT TECHSYSTEMS INC NOTE 2.75% 018804AN4 6622.80 6000000 SH SOLE 6000000 ALLIED WASTE INDUSTRIES INC COM 019589308 256.64 23100 SH SOLE 23100 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 481.42 38700 SH SOLE 38700 ALLSTATE CORP COM 020002101 4172.84 90478 SH SOLE 90478 ALPHA NATURAL RESOURCES INC COM 02076X102 1974.91 38400 SH SOLE 38400 ALPHARMA INC COM 020813101 4614.93 125100 SH SOLE 125100 ALTERA CORP COM 021441100 8874.82 429150 SH SOLE 429150 ALTRIA GROUP INC COM 02209S103 33940.08 1710690 SH SOLE 1710690 AMAZON.COM INC COM 023135106 56792.81 780550 SH SOLE 780550 AMCOL INTERNATIONAL CORP COM 02341W103 472.02 15100 SH SOLE 15100 AMDOCS LTD NOTE 0.500% 02342TAD1 1466.25 1500000 SH SOLE 1500000 AMEDISYS INC COM 023436108 4657.67 95699 SH SOLE 95699 AMEREN CORP COM 023608102 839.14 21500 SH SOLE 21500 AMERICAN CAMPUS COMMUNITIES COM 024835100 8255.50 243669 SH SOLE 243669 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE AMERICAN CAPITAL LTD COM ADDED 02503Y103 367.34 14400 SH SOLE 14400 AMERICAN COMMERCIAL LINES COM 025195207 395.80 37200 SH SOLE 37200 AMERICAN ELECTRIC POWER CO INC COM 025537101 1538.82 41500 SH SOLE 41500 AMERICAN EAGLE OUTFITTERS COM 02553E106 493.03 32330 SH SOLE 32330 AMERICAN EQUITY INVT LIFE HL COM 025676206 1866.00 248800 SH SOLE 248800 AMERICAN EQUITY INVT LIFE HL NOTE 0.0525% 025676AE7 1119.45 1500000 SH SOLE 1500000 AMERICAN EXPRESS CO COM 025816109 7931.14 223854 SH SOLE 223854 AMERICAN FINANCIAL GROUP INC COM 025932104 3914.20 132685 SH SOLE 132685 AMERICAN INTERNATIONAL GROUP COM 026874107 803.02 241148 SH SOLE 241148 AMERICAN INTERNATIONAL GROUP UNIT 99/99/9999 026874115 2018.65 235000 SH SOLE 235000 AMERICAN MEDICAL SYS HOLDINGS COM 02744M108 875.56 49300 SH SOLE 49300 AMERICAN PUBLIC EDUCATION INC COM 02913V103 3017.50 62500 SH SOLE 62500 AMERICAN REPROGRAPHICS CO COM 029263100 557.17 32300 SH SOLE 32300 AMERICAN STATES WATER CO COM 029899101 448.52 11650 SH SOLE 11650 AMERICAN TOWER CORP COM 029912201 7458.45 207352 SH SOLE 207352 AMERICAN SUPERCONDUCTOR CORP COM 030111108 628.42 26662 SH SOLE 26662 AMERICREDIT CORP COM 03060R101 185.27 18290 SH SOLE 18290 AMERISAFE INC COM 03071H100 4557.28 250400 SH SOLE 250400 AMERISOURCEBERGEN CORP COM 03073E105 8354.53 221900 SH SOLE 221900 AMERIGROUP CORP COM 03073T102 903.95 35800 SH SOLE 35800 AMERIPRISE FINANCIAL INC COM 03076C106 21512.33 563150 SH SOLE 563150 AMETEK INC COM 031100100 682.08 16730 SH SOLE 16730 AMGEN INC COM 031162100 16695.05 281678 SH SOLE 281678 AMGEN INC NOTE 031162AQ3 1357.50 1500000 SH SOLE 1500000 AMPHENOL CORP COM 032095101 537.87 13400 SH SOLE 13400 AMSURG CORP COM 03232P405 4540.02 178250 SH SOLE 178250 AMYLIN PHARMACEUTICALS INC COM 032346108 4448.40 220000 SH SOLE 220000 ANADARKO PETROLEUM CORP COM 032511107 1566.77 32298 SH SOLE 32298 ANALOG DEVICES INC COM 032654105 532.27 20200 SH SOLE 20200 ANALOGIC CORP COM 032657207 450.32 9050 SH SOLE 9050 ANCHOR BANCORP WISCONSIN INC COM 032839102 89.67 12200 SH SOLE 12200 ANDERSONS INC/THE COM 034164103 429.68 12200 SH SOLE 12200 ANHEUSER-BUSCH COS INC COM 035229103 3231.02 49800 SH SOLE 49800 ANIXTER INTERNATIONAL INC COM 035290105 6891.25 115800 SH SOLE 115800 ANIXTER INTERNATIONAL INC NOTE 035290AG0 2268.75 2500000 SH SOLE 2500000 ANIXTER INTERNATIONAL INC NOTE 035290AJ4 1320.37 1250000 SH SOLE 1250000 ANSYS, INC. 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COM 037598109 291.58 19400 SH SOLE 19400 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE APOLLO GROUP INC COM 037604105 426.96 7200 SH SOLE 7200 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 3760.80 2000000 SH SOLE 2000000 APOLLO INVESTMENT CORP COM 03761U106 380.21 22300 SH SOLE 22300 APPLE INC COM 037833100 94115.82 828047 SH SOLE 828047 APPLIED BIOSYSTEMS INC DEL COM ADDED 038149100 404.15 11800 SH SOLE 11800 APPLIED INDUSTRIAL TECH INC COM 03820C105 4169.43 154825 SH SOLE 154825 APPLIED MATERIALS INC COM 038222105 3375.50 223100 SH SOLE 223100 APTARGROUP INC COM 038336103 1587.86 40600 SH SOLE 40600 AQUA AMERICA INC COM 03836W103 382.83 21532 SH SOLE 21532 ARBITRON INC COM 03875Q108 799.95 17900 SH SOLE 17900 ARCH CHEMICALS INC COM 03937R102 593.04 16800 SH SOLE 16800 ARCH COAL INC COM 039380100 743.31 22600 SH SOLE 22600 ARCHER-DANIELS-MIDLAND CO COM 039483102 977.29 44605 SH SOLE 44605 ARCHER-DANIELS-MIDLAND CO UNIT 99/99/9999 039483201 6503.76 216000 SH SOLE 216000 ARENA RESOURCES INC COM 040049108 547.78 14100 SH SOLE 14100 ARKANSAS BEST CORP. 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COM 864159108 96.46 13900 SH SOLE 13900 SUN COMMUNITIES INC COM 866674104 318.94 16100 SH SOLE 16100 SUN MICROSYSTEMS INC COM NEW 866810203 393.87 51825 SH SOLE 51825 SUNOCO INC COM 86764P109 10053.16 282551 SH SOLE 282551 SUNPOWER CORP COM 867652109 3932.57 55443 SH SOLE 55443 SUNRISE ASSISTED LIVING INC COM 86768K106 421.97 30600 SH SOLE 30600 SUNSTONE HOTEL INVESTORS INC COM 867892101 1210.23 89647 SH SOLE 89647 SUNTRUST BANKS INC COM 867914103 1102.25 24500 SH SOLE 24500 SUNTECH POWER HOLDINGS- ADR ADR 86800C104 1507.65 42031 SH SOLE 42031 SUPERIOR ENERGY SERVICES COM 868157108 392.36 12600 SH SOLE 12600 SUPERIOR INDUSTRIES INT'L INC COM 868168105 300.81 15700 SH SOLE 15700 SUPERIOR WELL SERVICES INC COM 86837X105 280.94 11100 SH SOLE 11100 SUPERTEL HOSPITALITY INC MD COM 868526104 74.02 18100 SH SOLE 18100 SUPERTEX INC COM 868532102 242.17 8600 SH SOLE 8600 SUPERVALU INC COM 868536103 318.10 14659 SH SOLE 14659 SURMODICS INC COM 868873100 321.19 10200 SH SOLE 10200 SUSQUEHANNA BANCSHARES INC. COM 869099101 1134.11 58100 SH SOLE 58100 SWIFT ENERGY CO COM 870738101 808.62 20900 SH SOLE 20900 SYBASE, INC. COM 871130100 27842.30 909285 SH SOLE 909285 SYKES ENTERPRISES INC. COM 871237103 6399.14 291400 SH SOLE 291400 SYMANTEC CORP COM 871503108 23888.44 1220043 SH SOLE 1220043 SYMMETRICOM INC COM 871543104 150.59 30300 SH SOLE 30300 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE SYMMETRY MEDICAL INC COM 871546206 447.29 24100 SH SOLE 24100 SYNAPTICS INC COM 87157D109 7683.43 254250 SH SOLE 254250 SYNOPSYS INC. COM 871607107 8360.24 419060 SH SOLE 419060 SYNOVUS FINANCIAL CORP COM 87161C105 23972.25 2316160 SH SOLE 2316160 SYNNEX CORP COM 87162W100 281.48 12600 SH SOLE 12600 SYNIVERSE HOLDINGS INC COM 87163F106 4031.24 242700 SH SOLE 242700 SYSCO CORP COM 871829107 1279.44 41500 SH SOLE 41500 TCF FINANCIAL CORP. COM 872275102 325.80 18100 SH SOLE 18100 TD AMERITRADE HOLDING CORP COM 87236Y108 2865.78 176900 SH SOLE 176900 TECO ENERGY INC COM 872375100 232.80 14800 SH SOLE 14800 THQ INC COM 872443403 542.24 45037 SH SOLE 45037 TJX COMPANIES INC COM 872540109 9766.40 320000 SH SOLE 320000 TJX COMPANIES INC NOTE 2/1 872540AL3 3022.49 3000000 SH SOLE 3000000 TTM TECHNOLOGIES, INC. NOTE 87305R109 286.68 28900 SH SOLE 28900 TW TELECOM INC COM ADDED 87311L104 22582.14 2173450 SH SOLE 2173450 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 857.72 52300 SH SOLE 52300 TALEO CORP CL A 87424N104 517.14 26000 SH SOLE 26000 TANGER FACTORY OUTLET CENTERS COM 875465106 4834.41 110400 SH SOLE 110400 TARGET CORP COM 87612E106 2943.00 60000 SH SOLE 60000 TAUBMAN CENTERS INC COM 876664103 6560.00 131200 SH SOLE 131200 TECH DATA CORP COM 878237106 236.41 7920 SH SOLE 7920 TECH DATA CORP DBCV 878237AE6 1690.00 2000000 SH SOLE 2000000 TECHNE CORP COM 878377100 439.93 6100 SH SOLE 6100 TECHNITROL, INC. COM 878555101 409.68 27700 SH SOLE 27700 TELEDYNE TECHNOLOGIES INC COM 879360105 5487.36 96000 SH SOLE 96000 TELEFLEX INC COM 879369106 397.44 6260 SH SOLE 6260 TELEPHONE AND DATA SYSTEMS COM 879433100 5449.37 152430 SH SOLE 152430 TELLABS INC COM 879664100 3494.03 860600 SH SOLE 860600 TEMPLE-INLAND INC COM 879868107 695.85 45600 SH SOLE 45600 TENET HEALTHCARE CORP COM 88033G100 156.23 28150 SH SOLE 28150 TERADATA CORP DEL COM 88076W103 241.80 12400 SH SOLE 12400 TERADYNE INC COM 880770102 30103.94 3854539 SH SOLE 3854539 TEREX CORP COM 880779103 4025.58 131900 SH SOLE 131900 TERRA INDUSTRIES INC COM 880915103 423.36 14400 SH SOLE 14400 TESCO CORP COM 88157K101 3949.28 188600 SH SOLE 188600 TEVA PHARMACEUTICAL INDUSTRIES COM 881624209 9883.77 215850 SH SOLE 215850 TETRA TECHNOLOGIES, INC. COM 88162F105 11590.37 836850 SH SOLE 836850 TETRA TECH INC COM 88162G103 964.95 40106 SH SOLE 40106 TEVA PHARMACEUT FIN LLC DBCV 88163VAE9 4047.60 4000000 SH SOLE 4000000 TEVA PHARMACEUT FIN LLC DBCV 0.500% 88164RAA5 2457.60 2000000 SH SOLE 2000000 TEVA PHARMACEUT FIN LLC DBCV 0.250% 2/0 88164RAB3 6007.50 4500000 SH SOLE 4500000 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE TEVA PHARMACEUT FIN LLC NOTE 88165FAA0 4485.20 4000000 SH SOLE 4000000 TEXAS INDUSTRIES INC COM 882491103 759.99 18600 SH SOLE 18600 TEXAS INSTRUMENTS INC COM 882508104 23135.29 1076060 SH SOLE 1076060 TEXAS ROADHOUSE INC COM 882681109 4725.14 525600 SH SOLE 525600 TEXTRON INC COM 883203101 3141.74 107300 SH SOLE 107300 THERAGENICS CORP. COM 883375107 69.88 22400 SH SOLE 22400 THERMO FISHER CORP COM 883556102 117768.5 2141246 SH SOLE 2141246 THOMAS & BETTS CORP COM 884315102 351.63 9000 SH SOLE 9000 THORATEC CORPORATION COM NEW 885175307 430.50 16400 SH SOLE 16400 3COM CORP COM 885535104 151.68 65100 SH SOLE 65100 3M CO COM 88579Y101 3593.10 52600 SH SOLE 52600 3PAR INC COM 88580F109 407.64 63200 SH SOLE 63200 TIBCO SOFTWARE INC COM 88632Q103 2748.66 375500 SH SOLE 375500 TICKETMASTER ONLINE-CITYSEARCH COM ADDED 88633P302 282.19 26300 SH SOLE 26300 TIDEWATER INC COM 886423102 448.96 8110 SH SOLE 8110 TIFFANY & CO COM 886547108 307.24 8650 SH SOLE 8650 TIME WARNER INC COM 887317105 17450.93 1331116 SH SOLE 1331116 TIMKEN CO COM 887389104 377.05 13300 SH SOLE 13300 TITANIUM METALS CORP. COM NEW 888339207 1046.68 92300 SH SOLE 92300 TOLL BROTHERS INC COM 889478103 3380.82 134000 SH SOLE 134000 TORCHMARK CORP COM 891027104 358.80 6000 SH SOLE 6000 TORO CO COM 891092108 991.20 24000 SH SOLE 24000 TORTOISE NORTH AMERICAN ENERGY COM 89147T103 208.86 12620 SH SOLE 12620 TOTAL SA SPONSORED ADR 89151E109 29115.47 479820 SH SOLE 479820 TOWER GROUP INC COM 891777104 322.77 13700 SH SOLE 13700 TOTAL SYSTEM SERVICES INC COM 891906109 223.04 13600 SH SOLE 13600 TRACTOR SUPPLY CO COM 892356106 4604.47 109500 SH SOLE 109500 TRADESTATION GROUP INC COM 89267P105 202.89 21700 SH SOLE 21700 TRANSOCEAN SEDCO FOREX NOTE 893830AU3 3790.00 4000000 SH SOLE 4000000 TRANSOCEAN SEDCO FOREX NOTE 893830AV1 5527.80 6000000 SH SOLE 6000000 TRANSOCEAN SEDCO FOREX NOTE 893830AW9 5460.00 6000000 SH SOLE 6000000 TRAVELERS COS INC/THE COM 89417E109 55357.34 1224720 SH SOLE 1224720 TREDEGAR CORP COM 894650100 229.49 12900 SH SOLE 12900 TREEHOUSE FOODS INC COM 89469A104 26207.28 882400 SH SOLE 882400 TRIMBLE NAVIGATION LTD COM 896239100 1923.98 74400 SH SOLE 74400 TRINITY INDUSTRIES INC COM 896522109 9373.18 364290 SH SOLE 364290 TRINITY INDUSTRIES INC NOTE 896522AF6 1793.75 2500000 SH SOLE 2500000 TRIQUINT SEMICONDUCTOR, INC. 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COM 91307C102 19845.57 188700 SH SOLE 188700 UNITEDHEALTH GROUP INC COM 91324P102 2804.83 110470 SH SOLE 110470 UNIVERSAL ELECTRONICS INC COM 913483103 234.81 9400 SH SOLE 9400 UNIVERSAL FOREST PRODUCTS INC COM 913543104 394.48 11300 SH SOLE 11300 UNIVERSAL HEALTH RLTY INCOME COM 91359E105 404.56 10400 SH SOLE 10400 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE UNIVERSAL HEALTH SERVICES INC COM 913903100 3703.58 66100 SH SOLE 66100 UNIVERSAL TECHNICAL INSTITUTE COM 913915104 249.07 14600 SH SOLE 14600 UNUM GROUP COM 91529Y106 594.41 23682 SH SOLE 23682 URBAN OUTFITTERS INC COM 917047102 564.09 17700 SH SOLE 17700 URSTADT BIDDLE PROPERTIES COM 917286205 592.50 31600 SH SOLE 31600 VCA ANTECH INC COM 918194101 386.05 13100 SH SOLE 13100 VF CORP COM 918204108 5233.88 67700 SH SOLE 67700 VALEANT PHARMACEUTICALS COM 91911X104 282.07 13780 SH SOLE 13780 VALERO ENERGY CORP COM 91913Y100 13146.56 433880 SH SOLE 433880 VALMOUNT INDUSTRIES INC COM 920253101 975.74 11800 SH SOLE 11800 VALSPAR CORP COM 920355104 492.16 22080 SH SOLE 22080 VALUECLICK, INC. 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COM 928241108 619.26 47200 SH SOLE 47200 VISHAY INTERTECHNOLOGY INC COM 928298108 199.19 30090 SH SOLE 30090 VITAL SIGNS INC COM 928469105 399.06 5400 SH SOLE 5400 VMWARE INC CL A COM 928563402 3529.87 132503 SH SOLE 132503 VOCUS INC COM 92858J108 590.90 17400 SH SOLE 17400 VOLCOM INC COM 92864N101 184.89 10700 SH SOLE 10700 VORNADO REALTY TRUST COM 929042109 30544.37 335837 SH SOLE 335837 VORNADO REALTY TRUST DBCV 929042AC3 6075.00 7500000 SH SOLE 7500000 VORONADO REALTY LP DEB 929043AC1 5130.24 4800000 SH SOLE 4800000 VULCAN MATERIALS CO COM 929160109 715.20 9600 SH SOLE 9600 WD-40 CO COM 929236107 397.74 11070 SH SOLE 11070 WGL HOLDINGS INC COM 92924F106 256.35 7900 SH SOLE 7900 WMS INDUSTRIES INC COM 929297109 47982.82 1569605 SH SOLE 1569605 WABASH NATIONAL CORP COM 929566107 195.61 20700 SH SOLE 20700 WABTEC CORP COM 929740108 1444.68 28200 SH SOLE 28200 WACHOVIA CORP COM 929903102 11172.84 3192242 SH SOLE 3192242 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE WACHOVIA CORP NEW CONV7.5%PFD C929903219 6352.50 16500 SH SOLE 16500 WADDELL & REED FINANCIAL INC COM 930059100 332.64 13440 SH SOLE 13440 WAL-MART STORES INC COM 931142103 136294.0 2275740 SH SOLE 2275740 WALGREEN CO. COM 931422109 2117.66 68400 SH SOLE 68400 WARNACO GROUP INC COM 934390402 6567.05 145000 SH SOLE 145000 WASHINGTON FEDERAL INC COM 938824109 31349.92 1699183 SH SOLE 1699183 WASHINGTON POST COM 939640108 306.21 550 SH SOLE 550 WASHINGTON REIT COM 939653101 6970.68 190300 SH SOLE 190300 WASHINGTON REIT NOTE 939653AK7 1408.20 1500000 SH SOLE 1500000 WASTE CONNECTIONS INC COM 941053100 7880.42 229750 SH SOLE 229750 WASTE CONNECTIONS INC NOTE 3.75% 941053AG5 1126.30 1000000 SH SOLE 1000000 WASTE MANAGEMENT INC COM 94106L109 2778.33 88229 SH SOLE 88229 WATERS CORP COM 941848103 3951.46 67918 SH SOLE 67918 WATSCO INC. COM 942622200 962.86 19150 SH SOLE 19150 WATSON PHARMACEUTICALS INC COM 942683103 205.20 7200 SH SOLE 7200 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 937.50 1000000 SH SOLE 1000000 WATSON WYATT WORLDWIDE INC. COM 942712100 5574.73 112100 SH SOLE 112100 WATTS WATER TECHNOLOGIES INC COM 942749102 538.79 19700 SH SOLE 19700 WAUSAU PAPER CORP COM 943315101 444.70 43900 SH SOLE 43900 WEBSENSE INC COM 947684106 679.44 30400 SH SOLE 30400 WEBSTER FINANCIAL CORP COM 947890109 209.07 8280 SH SOLE 8280 WEINGARTEN REALTY INVESTORS COM 948741103 5387.95 151050 SH SOLE 151050 WEINGARTEN REALTY INVESTORS NOTE 948741AF0 1016.36 1150000 SH SOLE 1150000 WELLCARE HEALTH PLANS INC COM 94946T106 230.40 6400 SH SOLE 6400 WELLPOINT INC COM 94973V107 20190.37 431695 SH SOLE 431695 WELLS FARGO & COMPANY COM 949746101 66362.94 1768264 SH SOLE 1768264 WESCO INT'L, INC. COM 95082P105 6117.41 190100 SH SOLE 190100 WEST PHARMACEUTICAL SERVICES COM 955306105 5965.80 122200 SH SOLE 122200 WESTAMERICA BANCOPORATION COM 957090103 9275.56 161230 SH SOLE 161230 WESTAR ENERGY INC COM 95709T100 392.14 17020 SH SOLE 17020 WESTERN DIGITAL CORP COM 958102105 737.67 34600 SH SOLE 34600 WESTERN UNION CO COM 959802109 7702.34 312215 SH SOLE 312215 WEYERHAEUSER CO COM 962166104 10395.52 171600 SH SOLE 171600 WHIRLPOOL CORP COM 963320106 16695.14 210558 SH SOLE 210558 WHITING PETROLEUM CORP NEW COM 966387102 2693.62 37800 SH SOLE 37800 WHITNEY HOLDING CORP COM 966612103 1046.99 43175 SH SOLE 43175 WHOLE FOODS MARKET INC COM 966837106 290.43 14500 SH SOLE 14500 JOHN WILEY & SONS INC CCLA 968223206 271.01 6700 SH SOLE 6700 WILLBROS GROUP INC COM 969199108 25960.35 979636 SH SOLE 979636 WILLIAMS COS INC COM 969457100 1485.22 62800 SH SOLE 62800 WILLIAMS-SONOMA INC. COM 969904101 220.69 13640 SH SOLE 13640 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE WILMINGTON TRUST CO COM 971807102 300.40 10420 SH SOLE 10420 WILSHIRE BANCORP INC COM 97186T108 159.42 13100 SH SOLE 13100 WIND RIVER SYSTEMS COM 973149107 110.50 11050 SH SOLE 11050 WINDSTREAM CORP COM 97381W104 549.46 50225 SH SOLE 50225 WINNEBAGO INDUSTRIES INC COM 974637100 253.23 19600 SH SOLE 19600 WINTHROP REALTY TRUST COM 976391102 196.01 50260 SH SOLE 50260 WINTRUST FINANCIAL CORP COM 97650W108 466.66 15900 SH SOLE 15900 WISCONSIN ENERGY CORP COM 976657106 15341.88 341690 SH SOLE 341690 WOLVERINE WORLD WIDE INC COM 978097103 874.83 33050 SH SOLE 33050 WOODWARD GOVERNOR CO COM 980745103 5403.36 153200 SH SOLE 153200 WORLD ACCEPTANCE CORP COM 981419104 4122.21 114506 SH SOLE 114506 WORLD FUEL SERVICES CORP COM 981475106 453.69 19700 SH SOLE 19700 WORTHINGTON INDUSTIES INC COM 981811102 318.22 21300 SH SOLE 21300 WRIGHT EXPRESS CORP COM 98233Q105 774.47 26200 SH SOLE 26200 WRIGHT MEDICAL GROUP INC COM 98235T107 4794.30 157500 SH SOLE 157500 WM WRIGLEY JR CO COM 982526105 2451.47 30875 SH SOLE 30875 WYETH COM 983024100 21790.90 589900 SH SOLE 589900 WYNDHAM WORLDWIDE CORP COM 98310W108 422.66 26904 SH SOLE 26904 XTO ENERGY INC COM 98385X106 63569.58 1366500 SH SOLE 1366500 XCEL ENERGY INC COM 98389B100 888.95 44470 SH SOLE 44470 XILINX INC COM 983919101 8613.18 367300 SH SOLE 367300 XEROX CORP COM 984121103 688.34 59700 SH SOLE 59700 YAHOO INC COM 984332106 6144.96 355200 SH SOLE 355200 YUM! BRANDS INC COM 988498101 2797.93 85800 SH SOLE 85800 ZALE CORP COM 988858106 597.50 23900 SH SOLE 23900 ZEBRA TECHNOLOGIES CORP. COM 989207105 10198.67 366200 SH SOLE 366200 ZENITH NATIONAL INSURANCE CORP COM 989390109 919.66 25100 SH SOLE 25100 ZEP INC COM 98944B108 247.84 14050 SH SOLE 14050 ZIMMER HOLDINGS INC COM 98956P102 2451.98 37980 SH SOLE 37980 ZIONS BANCORPORATION COM 989701107 11757.06 303800 SH SOLE 303800 ZUMIEZ INC COM 989817101 7142.43 433400 SH SOLE 433400 ZOLL MEDICAL CORP. COM 989922109 464.62 14200 SH SOLE 14200 AMDOCS LTD COM G02602103 14805.46 540740 SH SOLE 540740 A - POWER ENERGY GENERATION L COM G04136100 696.26 77708 SH SOLE 77708 ASPEN INSURANCE HOLDINGS LTD COM G05384105 4598.00 167200 SH SOLE 167200 AXIS CAPITAL HOLDINGS LTD COM G0692U109 681.76 21500 SH SOLE 21500 ACCENTURE LTD COM G1150G111 55514.31 1460903 SH SOLE 1460903 CENTRAL EUROPEAN MEDIA ENT CL A NEW G20045202 4401.42 67300 SH SOLE 67300 COOPER INDUSTRIES LTD COM G24182100 483.39 12100 SH SOLE 12100 COVIDIEN LTD COM G2552X108 1873.53 34850 SH SOLE 34850 ENDURANCE SPECIALTY HOLDINGS COM G30397106 7714.54 249500 SH SOLE 249500 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE EVEREST RE GROUP LTD COM G3223R108 5018.74 58000 SH SOLE 58000 FOSTER WHEELER LTD COM G36535139 31688.33 877550 SH SOLE 877550 HERBALIFE LTD COM USD SHS G4412G101 2383.05 60300 SH SOLE 60300 INGERSOLL-RAND CO LTD COM G4776G101 690.94 22167 SH SOLE 22167 INVESCO LTD SHS G491BT108 9352.88 445800 SH SOLE 445800 IPC HOLDINGS LTD COM G4933P101 5020.90 166200 SH SOLE 166200 LAZARD LTD COM G54050102 16988.54 397300 SH SOLE 397300 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 39383.64 4234800 SH SOLE 4234800 NABORS INDUSTRIES LTD COM G6359F103 29460.42 1182200 SH SOLE 1182200 NOBLE CORPORATION COM G65422100 3634.92 82800 SH SOLE 82800 PARTNERRE LTD COM G6852T105 10682.91 159900 SH SOLE 159900 PLATINUM UNDERWRITERS HOLDINGS COM G7127P100 6769.58 190800 SH SOLE 190800 PLATINUM UNDERWRITERS HOLDINGS PFD CONV G7127P142 925.50 30000 SH SOLE 30000 SEAGATE TECHNOLOGY INC COM G7945J104 6446.62 531900 SH SOLE 531900 SYNCORA HOLDINGS LTD SHS ADDED G8649T109 19.78 15100 SH SOLE 15100 TRANSOCEAN INC NEW SHS G90073100 50911.16 463503 SH SOLE 463503 TYCO INTERNATIONAL LTD BERMUDA SHS G9143X208 35101.94 1002340 SH SOLE 1002340 TYCO ELECTRONICS LTD COM NEW G9144P105 5798.91 209650 SH SOLE 209650 VISTAPRINT LTD COM G93762204 535.29 16300 SH SOLE 16300 WEATHERFORD INTERNATIONAL LTD COM G95089101 1825.16 72600 SH SOLE 72600 XL CAPITAL LTD COM G98255105 385.71 21500 SH SOLE 21500 ACE LTD SHS ADDED H0023R105 29554.43 545990 SH SOLE 545990 ALCON INC COM H01301102 1324.38 8200 SH SOLE 8200 LOGITECH INTERNATIONAL - REG S A SHS H50430232 3663.57 157100 SH SOLE 157100 CHECK POINT SOFTWARE TECH LTD. COM M22465104 8491.11 373400 SH SOLE 373400 RADWARE LTD ORD M81873107 483.97 58100 SH SOLE 58100 ASML HOLDING NV NY REG SHS N07059186 23366.35 1326880 SH SOLE 1326880 CORE LABORATORIES N.V. COM N22717107 2127.72 21000 SH SOLE 21000 COPA HOLDINGS SA- CLASS A CL A P31076105 1690.00 52000 SH SOLE 52000 STEINER LEISURE LTD COM P8744Y102 1657.11 48200 SH SOLE 48200 GRAND TOTAL $12232020
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