-----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, RqZKuPNKx2Hx4D9u2SZ/GKTxuRgy07UbRQ11rRZbb99zwg0QiCjs8fiRX5vmMFfD pzbc0qx7k4Um+D9tcyLDDg== 0001193125-09-022068.txt : 20090209 0001193125-09-022068.hdr.sgml : 20090209 20090209102130 ACCESSION NUMBER: 0001193125-09-022068 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090209 DATE AS OF CHANGE: 20090209 EFFECTIVENESS DATE: 20090209 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: 09579235 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 d13fhr.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: 12/31/08 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 02/06/09 - ---------------------- ---------------------- -------- [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: 1,756 Form 13F Information Table Value Total: $11,806,182 (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
VOTING AUTHORITY VALUE SHARES/ SH/ PUT/ INVSTMT ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE - ------------------------------ ----------------- --------- --------- ------- --- ---- ------- -------- -------- AAON INC COM PAR $0.004 000360206 3967.20 190000 SH SOLE 190000 AAR CORP COM 000361105 4188.97 252500 SH SOLE 252500 ABB LTD SPONSORED ADR 000375204 4490.13 231450 SH SOLE 231450 ADC TELECOMMUNICATIONS INC COM 000886309 10076.30 1192462 SH SOLE 1192462 ABM INDUSTRIES INC COM 000957100 631.17 28900 SH SOLE 28900 AFLAC INC COM 001055102 19996.73 340370 SH SOLE 340370 AGCO CORP COM 001084102 602.50 14140 SH SOLE 14140 AGCO CORP NOTE 001084AL6 2660.62 2250000 SH SOLE 2250000 AGCO CORP NOTE 001084AM4 1277.50 1750000 SH SOLE 1750000 AGL RESOURCES INC COM 001204106 374.67 11940 SH SOLE 11940 AH BELO CORP COM CL A 001282102 59.85 11600 SH SOLE 11600 AES CORP COM 00130H105 778.55 66600 SH SOLE 66600 AK STEEL HOLDING CORP COM 001547108 202.17 7800 SH SOLE 7800 AMB PROPERTY CORP COM 00163T109 10308.60 227563 SH SOLE 227563 AMN HEALTHCARE SERVICES INC COM 001744101 375.99 21400 SH SOLE 21400 AMR CORP COM 001765106 14088.75 1434700 SH SOLE 1434700 AT&T INC COM 00206R102 63780.64 2284407 SH SOLE 2284407 ATMI INC COM 00207R101 377.58 21000 SH SOLE 21000 ATC TECHNOLOGY CORP COM 00211W104 318.11 13400 SH SOLE 13400 AARON RENTS INC COM 002535201 4643.85 171550 SH SOLE 171550 ABAXIS INC COM 002567105 279.74 14200 SH SOLE 14200 ABBOTT LABORATORIES COM 002824100 138600.0 2407087 SH SOLE 2407087 ABERCROMBIE & FITCH CO COM 002896207 236.70 6000 SH SOLE 6000 ACADIA REALTY TRUST COM 004239109 2232.60 88315 SH SOLE 88315 ACTEL CORP COM 004934105 212.16 17000 SH SOLE 17000 ACTIVISION BLIZZARD INC COM ADDED 00507V109 18936.68 1227264 SH SOLE 1227264 ACTUANT CORP COM 00508X203 1498.77 78800 SH SOLE 78800 ACUITY BRANDS INC COM 00508Y102 4401.50 105400 SH SOLE 105400 ACXIOM CORP COM 005125109 134.42 10720 SH SOLE 10720 ADAPTEC INC COM 00651F108 3277.70 999300 SH SOLE 999300 ADMINISTAFF INC COM 007094105 391.96 14400 SH SOLE 14400 ADOBE SYSTEMS INC COM 00724F101 23084.02 584850 SH SOLE 584850 ADVANCE AUTO PARTS COM 00751Y106 10676.47 269200 SH SOLE 269200 AECOM TECHNOLOGY CORP COM 00766T100 2267.87 73800 SH SOLE 73800 AEROPOSTALE INC COM 007865108 330.73 10300 SH SOLE 10300 ADVANCED MICRO DEVICES INC COM 007903107 217.35 41400 SH SOLE 41400 ADVANCED ENERGY INDUSTRIES COM 007973100 294.12 21500 SH SOLE 21500 AETNA INC COM 00817Y108 18761.02 519552 SH SOLE 519552 AFFILIATED COMPUTER SVCS COM 008190100 344.28 6800 SH SOLE 6800 AFFILIATED MANAGERS GROUP COM 008252108 1416.73 17100 SH SOLE 17100 AFFYMETRIX INC COM 00826T108 89.01 11500 SH SOLE 11500 AGILENT TECHNOLOGIES INC COM 00846U101 699.32 23578 SH SOLE 23578 AGILYSYS INC COM 00847J105 151.35 15000 SH SOLE 15000 AGREE REALTY CORP COM 008492100 203.06 7100 SH SOLE 7100 AIR METHODS CORP COM PAR $.06 009128307 201.00 7100 SH SOLE 7100 AIR PRODUCTS & CHEMICALS COM 009158106 2171.13 31700 SH SOLE 31700 AIRGAS INC COM 009363102 2580.80 51980 SH SOLE 51980 AIRTRAN HOLDINGS INC COM 00949P108 44.71 18400 SH SOLE 18400 AKAMAI TECHNOLOGIES COM 00971T101 16105.84 923500 SH SOLE 923500 ALASKA AIR GROUP INC COM 011659109 1787.38 87660 SH SOLE 87660 ALBANY INTL CORP COM 012348108 481.00 17600 SH SOLE 17600 ALBEMARLE CORP COM 012653101 28289.53 917300 SH SOLE 917300 ALBERTO-CULVER CO COM 013078100 811.75 29800 SH SOLE 29800 ALCOA INC COM 013817101 20636.11 913911 SH SOLE 913911 ALEXANDER & BALDWIN INC COM 014482103 286.63 6510 SH SOLE 6510 ALEXANDER'S INC COM 014752109 446.07 1750 SH SOLE 1750 ALEXANDRIA REAL ESTATE EQUITY COM 015271109 9928.42 87800 SH SOLE 87800 ALEXION PHARMACEUTICALS INC COM 015351109 1634.88 41600 SH SOLE 41600 ALLEGHENY ENERGY INC COM 017361106 426.53 11600 SH SOLE 11600 ALLEGIANT TRAVEL CO COM 01748X102 1345.69 38100 SH SOLE 38100 ALLERGAN INC COM 018490102 4915.67 95450 SH SOLE 95450 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 1006.30 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COM 037598109 276.55 18400 SH SOLE 18400 APOLLO GROUP INC COM 037604105 2810.82 47400 SH SOLE 47400 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 3654.60 3000000 SH SOLE 3000000 APOLLO INVESTMENT CORP COM 03761U106 376.80 22100 SH SOLE 22100 APPLE INC COM 037833100 102373.2 900697 SH SOLE 900697 APPLIED INDUSTRIAL TECH INC COM 03820C105 2949.50 109525 SH SOLE 109525 APPLIED MATERIALS INC COM 038222105 1755.08 116000 SH SOLE 116000 APTARGROUP INC COM 038336103 1580.04 40400 SH SOLE 40400 AQUA AMERICA INC COM 03836W103 3631.24 204232 SH SOLE 204232 ARBITRON INC COM 03875Q108 777.60 17400 SH SOLE 17400 ARCH CHEMICALS INC COM 03937R102 582.45 16500 SH SOLE 16500 ARCH COAL INC COM 039380100 723.58 22000 SH SOLE 22000 ARCHER-DANIELS-MIDLAND CO COM 039483102 948.81 43305 SH SOLE 43305 ARCHER-DANIELS-MIDLAND CO UNIT 99/99/9999 039483201 8086.15 215000 SH SOLE 215000 ARCHER-DANIELS-MIDLAND CO NOTE 039483AW2 980.00 1000000 SH SOLE 1000000 ARENA RESOURCES INC COM 040049108 396.06 14100 SH SOLE 14100 ARKANSAS BEST CORP. 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COM 883375107 68.32 21900 SH SOLE 21900 THERMO FISHER CORP COM 883556102 69693.03 1267146 SH SOLE 1267146 THOMAS & BETTS CORP COM 884315102 336.00 8600 SH SOLE 8600 THORATEC CORPORATION COM NEW 885175307 886.97 27300 SH SOLE 27300 3COM CORP COM 885535104 147.95 63500 SH SOLE 63500 3M CO COM 88579Y101 3422.33 50100 SH SOLE 50100 TIBCO SOFTWARE INC COM 88632Q103 10695.98 1461200 SH SOLE 1461200 TICKETMASTER ENTERTAINMENT INC COM 88633P302 281.12 26200 SH SOLE 26200 TIDEWATER INC COM 886423102 437.89 7910 SH SOLE 7910 TIFFANY & CO COM 886547108 300.14 8450 SH SOLE 8450 TIME WARNER INC COM 887317105 17287.05 1318616 SH SOLE 1318616 TIMKEN CO COM 887389104 371.38 13100 SH SOLE 13100 TOLL BROTHERS INC COM 889478103 35049.51 1389200 SH SOLE 1389200 TOMPKINS FINANCIAL CORP COM 890110109 254.98 4400 SH SOLE 4400 TORCHMARK CORP COM 891027104 352.82 5900 SH SOLE 5900 TORO CO COM 891092108 958.16 23200 SH SOLE 23200 TORTOISE NORTH AMERICAN ENERGY COM 89147T103 208.86 12620 SH SOLE 12620 TOTAL SA SPONSORED ADR 89151E109 16008.59 263820 SH SOLE 263820 TOWER GROUP INC COM 891777104 3343.16 141900 SH SOLE 141900 TOTAL SYSTEM SERVICES INC COM 891906109 221.40 13500 SH SOLE 13500 TRACTOR SUPPLY CO COM 892356106 3750.86 89200 SH SOLE 89200 TRADESTATION GROUP INC COM 89267P105 197.28 21100 SH SOLE 21100 TRANSMETA CORP COM 89376R208 1215.76 66800 SH SOLE 66800 TRANSOCEAN SEDCO FOREX NOTE 893830AU3 5257.80 6000000 SH SOLE 6000000 TRANSOCEAN SEDCO FOREX NOTE 893830AV1 5183.40 6360000 SH SOLE 6360000 TRANSOCEAN SEDCO FOREX NOTE 893830AW9 4650.00 6000000 SH SOLE 6000000 TRAVELERS COS INC/THE COM 89417E109 53897.38 1192420 SH SOLE 1192420 TREDEGAR CORP COM 894650100 3243.11 182300 SH SOLE 182300 TREEHOUSE FOODS INC COM 89469A104 18485.28 622400 SH SOLE 622400 TRIMBLE NAVIGATION LTD COM 896239100 2273.09 87900 SH SOLE 87900 TRINITY INDUSTRIES INC COM 896522109 540.07 20990 SH SOLE 20990 TRINITY INDUSTRIES INC NOTE 896522AF6 1805.60 4000000 SH SOLE 4000000 TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 457.92 95600 SH SOLE 95600 TRIUMPH GROUP INC COM 896818101 498.23 10900 SH SOLE 10900 TRUE RELIGION APPAREL INC COM 89784N104 312.78 12100 SH SOLE 12100 TRUEBLUE INC COM 89785X101 457.32 28300 SH SOLE 28300 TRUSTCO BANK CORP NY COM 898349105 584.50 49915 SH SOLE 49915 TUESDAY MORNING CORP. COM 899035505 83.42 20200 SH SOLE 20200 TUPPERWARE BRANDS CORPORATION COM 899896104 1398.07 50600 SH SOLE 50600 TWEEN BRANDS INC COM 901166108 160.55 16400 SH SOLE 16400 II-VI INC COM 902104108 618.56 16000 SH SOLE 16000 TYLER TECHNOLOGIES INC COM 902252105 294.29 19400 SH SOLE 19400 TYSON FOODS INC COM 902494103 245.96 20600 SH SOLE 20600 TYSON FOODS INC NOTE 3.250%10/1 A 902494AP8 2418.75 3000000 SH SOLE 3000000 UAL CORP COM 902549807 2749.49 249500 SH SOLE 249500 UCBH HOLDINGS INC COM 90262T308 3624.21 565400 SH SOLE 565400 UDR INC COM 902653104 6979.43 266900 SH SOLE 266900 UGI CORP COM 902681105 9585.00 371800 SH SOLE 371800 UIL HOLDINGS CORP COM 902748102 572.10 16665 SH SOLE 16665 UMB FINANCIAL CORP. COM 902788108 1423.29 27100 SH SOLE 27100 UST INC COM 902911106 678.70 10200 SH SOLE 10200 US BANCORP COM 902973304 5339.02 148224 SH SOLE 148224 US BANCORP DBCV 902973AQ9 2230.50 2500000 SH SOLE 2500000 URS CORP COM 903236107 5298.81 144500 SH SOLE 144500 USF&G CORP. NOTE 3/0 903290AD6 1982.60 2000000 SH SOLE 2000000 ULTRA PETROLEUM CORP COM 903914109 39850.33 720100 SH SOLE 720100 ULTRATECH INC COM 904034105 187.55 15500 SH SOLE 15500 UMPQUA HOLDINGS CORP COM 904214103 1329.78 90400 SH SOLE 90400 UNIFIRST CORP/MA COM 904708104 409.35 9500 SH SOLE 9500 UNION DRILLING INC COM 90653P105 1149.01 108500 SH SOLE 108500 UNION PACIFIC RAILROAD COM 907818108 31590.20 443932 SH SOLE 443932 UNISOURCE ENERGY CORP COM 909205106 680.12 23300 SH SOLE 23300 UNIT CORP COM 909218109 363.68 7300 SH SOLE 7300 UNITED COMMUNITY BANKS/GA COM 90984P105 355.60 26818 SH SOLE 26818 UNITED BANKSHARES NC COM 909907107 3122.00 89200 SH SOLE 89200 UNITED FIRE & CASUALTY CO COM 910331107 1721.11 60200 SH SOLE 60200 UNITED NATURAL FOODS INC COM 911163103 702.21 28100 SH SOLE 28100 UNITED ONLINE INC COM 911268100 504.37 53600 SH SOLE 53600 UNITED PARCEL SERVICE INC COM 911312106 4811.08 76500 SH SOLE 76500 U-STORE-IT TRUST COM 91274F104 9514.77 775450 SH SOLE 775450 US STEEL CORP COM 912909108 5386.13 69400 SH SOLE 69400 UNITED STATIONERS INC COM 913004107 736.58 15400 SH SOLE 15400 UNITED TECHNOLOGIES CORP COM 913017109 70704.67 1177234 SH SOLE 1177234 UNITED THERAPEUTICS CORP. COM 91307C102 13240.90 125900 SH SOLE 125900 UNITEDHEALTH GROUP INC COM 91324P102 2865.76 112870 SH SOLE 112870 UNIVERSAL ELECTRONICS INC COM 913483103 232.31 9300 SH SOLE 9300 UNIVERSAL FOREST PRODUCTS INC COM 913543104 384.01 11000 SH SOLE 11000 UNIVERSAL HEALTH RLTY INCOME COM 91359E105 352.13 10700 SH SOLE 10700 UNIVERSAL HEALTH SERVICES INC COM 913903100 437.03 7800 SH SOLE 7800 UNIVERSAL TECHNICAL INSTITUTE COM 913915104 242.25 14200 SH SOLE 14200 UNUM GROUP COM 91529Y106 566.80 22582 SH SOLE 22582 URBAN OUTFITTERS INC COM 917047102 560.91 17600 SH SOLE 17600 URSTADT BIDDLE PROPERTIES COM 917286205 573.75 30600 SH SOLE 30600 VCA ANTECH INC COM 918194101 386.05 13100 SH SOLE 13100 VF CORP COM 918204108 4808.68 62200 SH SOLE 62200 VALEANT PHARMACEUTICALS COM 91911X104 257.51 12580 SH SOLE 12580 VALERO ENERGY CORP COM 91913Y100 7483.49 246980 SH SOLE 246980 VALLEY NATIONAL BANCORP COM 919794107 376.65 18600 SH SOLE 18600 VALMOUNT INDUSTRIES INC COM 920253101 942.66 11400 SH SOLE 11400 VALSPAR CORP COM 920355104 347.27 15580 SH SOLE 15580 VALUECLICK, INC. COM 92046N102 138.10 13500 SH SOLE 13500 VARIAN INC COM 922206107 6881.16 160400 SH SOLE 160400 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 3781.81 150550 SH SOLE 150550 VARIAN MEDICAL SYSTEMS INC COM 92220P105 18732.92 327900 SH SOLE 327900 VECTREN CORP COM 92240G101 351.18 12610 SH SOLE 12610 VEECO INSTRUMENTS INC COM 922417100 313.97 21200 SH SOLE 21200 VENTAS INC COM 92276F100 15496.08 313559 SH SOLE 313559 VERISIGN INC COM 92343E102 4989.10 191300 SH SOLE 191300 VERIZON COMMUNICATIONS COM 92343V104 38942.33 1213535 SH SOLE 1213535 VERTEX PHARMACEUTICALS INC COM 92532F100 14130.98 425120 SH SOLE 425120 VIAD CORP COM 92552R406 388.66 13500 SH SOLE 13500 VIASAT INC COM 92552V100 422.08 17900 SH SOLE 17900 VIACOM INC - CLASS B COM 92553P201 22145.45 891524 SH SOLE 891524 VICOR CORP COM 925815102 115.44 13000 SH SOLE 13000 VIROPHARMA INC. COM 928241108 675.68 51500 SH SOLE 51500 VISA INC COM CL A 92826C839 6705.73 127850 SH SOLE 127850 VISHAY INTERTECHNOLOGY INC COM 928298108 196.54 29690 SH SOLE 29690 VMWARE INC CL A COM 928563402 4619.37 173400 SH SOLE 173400 VOCUS INC COM 92858J108 316.85 17400 SH SOLE 17400 VOLCOM INC COM 92864N101 181.44 10500 SH SOLE 10500 VORNADO REALTY TRUST COM 929042109 29161.93 320637 SH SOLE 320637 VORNADO REALTY TRUST DBCV 929042AC3 5568.75 7500000 SH SOLE 7500000 VORONADO REALTY LP DEB 929043AC1 3287.00 3800000 SH SOLE 3800000 VORONADO REALTY LP DBCV 929043AE7 3987.50 5000000 SH SOLE 5000000 VULCAN MATERIALS CO COM 929160109 663.05 8900 SH SOLE 8900 WD-40 CO COM 929236107 394.15 10970 SH SOLE 10970 WGL HOLDINGS INC COM 92924F106 253.11 7800 SH SOLE 7800 WMS INDUSTRIES INC COM 929297109 58385.79 1909905 SH SOLE 1909905 WABASH NATIONAL CORP COM 929566107 191.83 20300 SH SOLE 20300 WABTEC CORP COM 929740108 1342.22 26200 SH SOLE 26200 WACHOVIA CORP COM 929903102 10477.39 2993542 SH SOLE 2993542 WACHOVIA CORP NEW CONV7.5%PFD C 929903219 12375.00 16500 SH SOLE 16500 WADDELL & REED FINANCIAL INC COM 930059100 327.69 13240 SH SOLE 13240 WAL-MART STORES INC COM 931142103 142798.1 2384340 SH SOLE 2384340 WALGREEN CO. COM 931422109 2077.41 67100 SH SOLE 67100 WARNACO GROUP INC COM 934390402 887.68 19600 SH SOLE 19600 WASHINGTON FEDERAL INC COM 938824109 30770.59 1667783 SH SOLE 1667783 WASHINGTON POST COM 939640108 250.54 450 SH SOLE 450 WASHINGTON REIT COM 939653101 5615.37 153300 SH SOLE 153300 WASHINGTON REIT NOTE 939653AK7 1200.00 1500000 SH SOLE 1500000 WASTE CONNECTIONS INC COM 941053100 418.46 12200 SH SOLE 12200 WASTE CONNECTIONS INC NOTE 3.75% 941053AG5 1075.00 1000000 SH SOLE 1000000 WASTE MANAGEMENT INC COM 94106L109 1849.37 58729 SH SOLE 58729 WATERS CORP COM 941848103 3747.83 64418 SH SOLE 64418 WATSCO INC. COM 942622200 2697.52 53650 SH SOLE 53650 WATSON PHARMACEUTICALS INC COM 942683103 205.20 7200 SH SOLE 7200 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 935.00 1000000 SH SOLE 1000000 WATSON WYATT WORLDWIDE INC. COM 942712100 3675.04 73900 SH SOLE 73900 WATTS WATER TECHNOLOGIES INC COM 942749102 525.12 19200 SH SOLE 19200 WAUSAU PAPER CORP COM 943315101 4300.18 424500 SH SOLE 424500 WEBSENSE INC COM 947684106 659.32 29500 SH SOLE 29500 WEBSTER FINANCIAL CORP COM 947890109 204.02 8080 SH SOLE 8080 WEINGARTEN REALTY INVESTORS COM 948741103 5623.37 157650 SH SOLE 157650 WEINGARTEN REALTY INVESTORS NOTE 948741AF0 802.12 1150000 SH SOLE 1150000 WELLCARE HEALTH PLANS INC COM 94946T106 234.00 6500 SH SOLE 6500 WELLPOINT INC COM 94973V107 20143.60 430695 SH SOLE 430695 WELLS FARGO & COMPANY COM 949746101 153753.4 4096814 SH SOLE 4096814 WENDY'S/ARBY'S GROUP INC - A COM 950587105 342.96 65203 SH SOLE 65203 WESCO INT'L, INC. COM 95082P105 6725.62 209000 SH SOLE 209000 WEST PHARMACEUTICAL SERVICES COM 955306105 3100.07 63500 SH SOLE 63500 WESTAMERICA BANCOPORATION COM 957090103 8723.27 151630 SH SOLE 151630 WESTAR ENERGY INC COM 95709T100 394.44 17120 SH SOLE 17120 WESTERN DIGITAL CORP COM 958102105 729.14 34200 SH SOLE 34200 WESTERN UNION CO COM 959802109 1538.05 62345 SH SOLE 62345 WESTFIELD FINANCIAL INC NEW COM 96008P104 197.11 19100 SH SOLE 19100 WEYERHAEUSER CO COM 962166104 24062.43 397201 SH SOLE 397201 WHIRLPOOL CORP COM 963320106 52447.00 661458 SH SOLE 661458 WHITING PETROLEUM CORP NEW COM 966387102 3270.83 45900 SH SOLE 45900 WHITNEY HOLDING CORP COM 966612103 1020.31 42075 SH SOLE 42075 JOHN WILEY & SONS INC CCLA 968223206 266.97 6600 SH SOLE 6600 WILLBROS GROUP INC COM 969199108 23302.40 879336 SH SOLE 879336 WILLIAMS COS INC COM 969457100 1468.66 62100 SH SOLE 62100 WILLIAMS-SONOMA INC. COM 969904101 219.07 13540 SH SOLE 13540 WILMINGTON TRUST CORP COM 971807102 303.29 10520 SH SOLE 10520 WILSHIRE BANCORP INC COM 97186T108 156.99 12900 SH SOLE 12900 WIND RIVER SYSTEMS COM 973149107 105.50 10550 SH SOLE 10550 WINDSTREAM CORP COM 97381W104 502.41 45925 SH SOLE 45925 WINNEBAGO INDUSTRIES INC COM 974637100 5565.88 430796 SH SOLE 430796 WINTHROP REALTY TRUST SH BEN INT NEW 976391300 115.68 10672 SH SOLE 10672 WINTRUST FINANCIAL CORP COM 97650W108 460.79 15700 SH SOLE 15700 WISCONSIN ENERGY CORP COM 976657106 543.29 12100 SH SOLE 12100 WOLVERINE WORLD WIDE INC COM 978097103 848.36 32050 SH SOLE 32050 WOODWARD GOVERNOR CO COM 980745103 1763.50 50000 SH SOLE 50000 WORLD ACCEPTANCE CORP COM 981419104 378.21 10506 SH SOLE 10506 WORLD FUEL SERVICES CORP COM 981475106 3026.14 131400 SH SOLE 131400 WORTHINGTON INDUSTIES INC COM 981811102 271.90 18200 SH SOLE 18200 WRIGHT EXPRESS CORP COM 98233Q105 747.86 25300 SH SOLE 25300 WRIGHT MEDICAL GROUP INC COM 98235T107 3321.00 109100 SH SOLE 109100 WYETH COM 983024100 20956.06 567300 SH SOLE 567300 WYETH DBCV 1/1 983024AD2 3950.00 4000000 SH SOLE 4000000 WYNDHAM WORLDWIDE CORP COM 98310W108 187.01 11904 SH SOLE 11904 WYNN RESORTS LTD COM 983134107 5692.42 134700 SH SOLE 134700 XTO ENERGY INC COM 98385X106 68900.77 1481100 SH SOLE 1481100 XCEL ENERGY INC COM 98389B100 894.95 44770 SH SOLE 44770 XILINX INC COM 983919101 9785.68 417300 SH SOLE 417300 XILINX INC DBCV 3.125% 3/1 983919AD3 1527.18 2250000 SH SOLE 2250000 XEROX CORP COM 984121103 676.81 58700 SH SOLE 58700 YAHOO INC COM 984332106 3878.66 224200 SH SOLE 224200 YUM! BRANDS INC COM 988498101 5230.64 160400 SH SOLE 160400 ZALE CORP COM 988858106 525.00 21000 SH SOLE 21000 ZEBRA TECHNOLOGIES CORP. COM 989207105 11351.66 407600 SH SOLE 407600 ZENITH NATIONAL INSURANCE CORP COM 989390109 897.68 24500 SH SOLE 24500 ZEP INC COM 98944B108 251.37 14250 SH SOLE 14250 ZIMMER HOLDINGS INC COM 98956P102 2419.70 37480 SH SOLE 37480 ZIONS BANCORPORATION COM 989701107 12728.43 328900 SH SOLE 328900 ZORAN CORP COM 98975F101 1412.44 206800 SH SOLE 206800 ZUMIEZ INC COM 989817101 8734.40 530000 SH SOLE 530000 ZOLL MEDICAL CORP. COM 989922109 448.26 13700 SH SOLE 13700 AMDOCS LTD COM G02602103 14664.45 535590 SH SOLE 535590 ASPEN INSURANCE HOLDINGS LTD COM G05384105 4158.00 151200 SH SOLE 151200 ASPEN INSURANCE HOLDINGS LTD PFD G05384113 1690.00 40000 SH SOLE 40000 AXIS CAPITAL HOLDINGS LTD COM G0692U109 681.76 21500 SH SOLE 21500 ACCENTURE LTD COM G1150G111 54953.81 1446153 SH SOLE 1446153 CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 4617.24 70600 SH SOLE 70600 COOPER INDUSTRIES LTD COM G24182100 471.41 11800 SH SOLE 11800 COVIDIEN LTD COM G2552X108 1830.52 34050 SH SOLE 34050 ENDURANCE SPECIALTY HOLDINGS COM G30397106 8580.30 277500 SH SOLE 277500 EVEREST RE GROUP LTD COM G3223R108 4811.06 55600 SH SOLE 55600 FOSTER WHEELER LTD COM G36535139 19849.66 549700 SH SOLE 549700 FRESH DEL MONTE ORD G36738105 1932.60 86200 SH SOLE 86200 INGERSOLL-RAND CO LTD COM G4776G101 675.36 21667 SH SOLE 21667 INVESCO LTD SHS G491BT108 551.77 26300 SH SOLE 26300 IPC HOLDINGS LTD COM G4933P101 3528.52 116800 SH SOLE 116800 LAZARD LTD COM G54050102 26130.63 611100 SH SOLE 611100 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 39857.01 4285700 SH SOLE 4285700 NABORS INDUSTRIES LTD COM G6359F103 66322.08 2661400 SH SOLE 2661400 NOBLE CORPORATION COM G65422100 3604.19 82100 SH SOLE 82100 PARTNERRE LTD COM G6852T105 14143.67 211700 SH SOLE 211700 PLATINUM UNDERWRITERS HOLDINGS COM G7127P100 3874.41 109200 SH SOLE 109200 PLATINUM UNDERWRITERS HOLDINGS PFD CONV G7127P142 911.70 30000 SH SOLE 30000 RENAISSANCERE HOLDINGS LTD COM G7496G103 2155.20 41800 SH SOLE 41800 SEAGATE TECHNOLOGY INC COM G7945J104 7999.20 660000 SH SOLE 660000 SYNCORA HOLDINGS LTD SHS ADDED G8649T109 19.78 15100 SH SOLE 15100 TYCO INTERNATIONAL LTD BERMUDA SHS G9143X208 35614.98 1016990 SH SOLE 1016990 TYCO ELECTRONICS LTD COM NEW G9144P105 5832.11 210850 SH SOLE 210850 VISTAPRINT LTD COM G93762204 303.34 16300 SH SOLE 16300 WEATHERFORD INTERNATIONAL LTD COM G95089101 72546.49 2885700 SH SOLE 2885700 XL CAPITAL LTD COM G98255105 407.23 22700 SH SOLE 22700 ACE LTD SHS ADDED H0023R105 35113.58 648690 SH SOLE 648690 ALCON INC COM H01301102 347.84 3900 SH SOLE 3900 CHECK POINT SOFTWARE TECH LTD. COM M22465104 9928.28 436600 SH SOLE 436600 ASML HOLDING NV NY REG SHS N07059186 17486.73 993000 SH SOLE 993000 CORE LABORATORIES N.V. COM N22717107 830.82 8200 SH SOLE 8200 STEINER LEISURE LTD COM P8744Y102 1182.67 34400 SH SOLE 34400 GRAND TOTAL $11806182
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