-----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, CpdypeAJx/0zbWAu/4wkJHHyKYkrRiS1q1J+7+kLd7pD0rF/5eSwSOUp+zbtHEUt MtyYk178zQ8cRebeQBZaoA== 0000928816-07-001077.txt : 20070813 0000928816-07-001077.hdr.sgml : 20070813 20070813100129 ACCESSION NUMBER: 0000928816-07-001077 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070813 DATE AS OF CHANGE: 20070813 EFFECTIVENESS DATE: 20070813 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: 071047371 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 a_tflthriteenhr.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: 06/30/07 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) 340-7348 Signature, Place, and Date of Signing: /s/ Randall L. Boushek Minneapolis, Minnesota 08/13/07 ------------------------- ---------------------- -------- [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 Manager: None Form 13F Information Table Entry Total: 1,973 Form 13F Information Table Value Total: $16,616,715 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]
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 944.08 28600 SH SOLE 28600 ADC TELECOMMUNICATIONS INC COM 000886309 8516.11 464600 SH SOLE 464600 ABM INDUSTRIES INC COM 000957100 877.54 34000 SH SOLE 34000 AFLAC INC COM 001055102 9833.48 191313 SH SOLE 191313 AGCO CORP COM 001084102 813.93 18750 SH SOLE 18750 AGCO CORP NOTE 001084AL6 2504.75 1250000 SH SOLE 1250000 AGCO CORP NOTE 001084AM4 1216.30 1000000 SH SOLE 1000000 AGL RESOURCES INC COM 001204106 7882.46 194725 SH SOLE 194725 AES CORP COM 00130H105 1767.11 80764 SH SOLE 80764 AMB PROPERTY CORP COM 00163T109 8829.19 165900 SH SOLE 165900 AFFILIATED MANAGERS GROUP 00169X104 2164.50 37000 SH SOLE 37000 AMN HEALTHCARE SERVICES INC COM 001744101 585.20 26600 SH SOLE 26600 AMR CORP COM 001765106 34510.59 1309700 SH SOLE 1309700 A.S.V. INC. COM 001963107 273.02 15800 SH SOLE 15800 AT&T INC COM 00206R102 129327.7 3116332 SH SOLE 3116332 ATMI INC COM 00207R101 792.00 26400 SH SOLE 26400 AARON RENTS INC COM 002535201 1090.62 37350 SH SOLE 37350 ABBOTT LABORATORIES COM 002824100 139844.3 2611473 SH SOLE 2611473 ABERCROMBIE & FITCH CO COM 002896207 13337.09 182750 SH SOLE 182750 ACADIA REALTY TRUST COM 004239109 4756.63 183300 SH SOLE 183300 ACTIVISION INC COM 004930202 7833.27 419565 SH SOLE 419565 ACTEL CORP COM 004934105 280.98 20200 SH SOLE 20200 ACUITY BRANDS INC COM 00508Y102 2007.32 33300 SH SOLE 33300 ACXIOM CORP COM 005125109 369.37 13965 SH SOLE 13965 ADAPTEC INC COM 00651F108 348.23 91400 SH SOLE 91400 ADMINISTAFF INC COM 007094105 622.91 18600 SH SOLE 18600 ADOBE SYSTEMS INC COM 00724F101 71107.93 1771057 SH SOLE 1771057 ADTRAN INC COM 00738A106 3841.74 147930 SH SOLE 147930 ADVANCE AUTO PARTS COM 00751Y106 11313.94 279150 SH SOLE 279150 ADVANCED MEDICAL OPTICS COM 00763M108 203.02 5821 SH SOLE 5821 ADVANCED MEDICAL OPTICS COM 00763M108 8531.64 244600 SH SOLE 244600 AECOM TECHNOLOGY CORP COM 00766T100 3272.43 131900 SH SOLE 131900 AEROFLEX INC COM 007768104 812.64 57350 SH SOLE 57350 AEROPOSTALE INC COM 007865108 437.64 10500 SH SOLE 10500 ADVANCED MICRO DEVICES INC COM 007903107 690.79 48307 SH SOLE 48307 ADVANCED ENERGY INDUSTRIES COM 007973100 620.88 27400 SH SOLE 27400 AETNA INC COM 00817Y108 7561.36 153064 SH SOLE 153064 AFFILIATED COMPUTER SVCS COM 008190100 482.12 8500 SH SOLE 8500 AFFILIATED MANAGERS GROUP COM 008252108 27881.56 216539 SH SOLE 216539 AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE8 4876.20 1500000 SH SOLE 1500000 AFFYMETRIX INC COM 00826T108 10916.75 438600 SH SOLE 438600 AFTERMARKET TECHNOLOGY CORP COM 008318107 1394.96 47000 SH SOLE 47000 AGILENT TECHNOLOGIES INC COM 00846U101 1323.45 34429 SH SOLE 34429 AGILYSYS INC COM 00847J105 531.00 23600 SH SOLE 23600 AIR PRODUCTS & CHEMICALS COM 009158106 53062.68 660230 SH SOLE 660230 AIRGAS INC COM 009363102 7375.40 153975 SH SOLE 153975 AIRTRAN HOLDINGS INC COM 00949P108 204.20 18700 SH SOLE 18700 AKAMAI TECHNOLOGIES COM 00971T101 11651.71 239550 SH SOLE 239550 ALABAMA NATIONAL BANCORP/DEL COM 010317105 1811.91 29300 SH SOLE 29300 ALASKA AIR GROUP INC COM 011659109 231.09 8295 SH SOLE 8295 ALBANY INTL CORP COM 012348108 909.90 22500 SH SOLE 22500 ALBEMARLE CORP COM 012653101 4232.90 109860 SH SOLE 109860 ALBERTO-CULVER CO COM 013078100 820.71 34600 SH SOLE 34600 ALCOA INC COM 013817101 86443.47 2132827 SH SOLE 2132827 ALCATEL LUCENT ADS COM 013904305 15250.90 1089350 SH SOLE 1089350 ALEXANDER & BALDWIN INC COM 014482103 459.93 8660 SH SOLE 8660 ALEXANDER'S INC COM 014752109 404.25 1000 SH SOLE 1000 ALEXANDRIA REAL ESTATE EQUITY COM 015271109 5663.97 58500 SH SOLE 58500 ALKERMES INC. COM 01642T108 3597.44 246400 SH SOLE 246400 ALLEGHANY CORP. 017175209 4509.00 12000 SH SOLE 12000 ALLEGHENY ENERGY INC COM 017361106 758.09 14652 SH SOLE 14652 ALLEGHENY TECHNOLOGIES INC COM 01741R102 24189.73 230642 SH SOLE 230642 ALLERGAN INC COM 018490102 41983.24 728370 SH SOLE 728370 ALLETE INC COM 018522300 1111.93 23633 SH SOLE 23633 ALLIANCE DATA SYSTEMS CORP COM 018581108 5727.99 74120 SH SOLE 74120 ALLIANCE ONE INTERNATIONAL INC COM 018772103 678.37 67500 SH SOLE 67500 ALLIANT ENERGY CORP COM 018802108 4205.31 108245 SH SOLE 108245 ALLIANT TECHSYSTEMS INC COM 018804104 674.22 6800 SH SOLE 6800 ALLIANCEBERNSTEIN HOLDING LP COM 01881G106 10929.79 125500 SH SOLE 125500 ALLIED WASTE INDUSTRIES INC COM 019589308 300.88 22354 SH SOLE 22354 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 4069.15 159700 SH SOLE 159700 ALLSTATE CORP/THE COM 020002101 4659.25 75748 SH SOLE 75748 ALLTEL CORP COM 020039103 2043.86 30257 SH SOLE 30257 ALPHA NATURAL RESOURCES INC COM 02076X102 4981.28 239600 SH SOLE 239600 ALPHARMA INC COM 020813101 673.65 25900 SH SOLE 25900 ALTERA CORP COM 021441100 693.97 31359 SH SOLE 31359 ALTRIA GROUP INC COM 02209S103 118614.9 1691117 SH SOLE 1691117 AMAZON.COM INC COM 023135106 1853.91 27100 SH SOLE 27100 AMBAC FINANCIAL GROUP INC COM 023139108 784.97 9003 SH SOLE 9003 AMCOL INTERNATIONAL CORP COM 02341W103 458.80 16800 SH SOLE 16800 AMDOCS LTD NOTE 0.500% 02342TAD1 1556.25 1500000 SH SOLE 1500000 AMEDISYS INC COM 023436108 425.04 11700 SH SOLE 11700 AMEREN CORP COM 023608102 1249.90 25503 SH SOLE 25503 AMERICA MOVIL S.A.B DE C.V. COM 02364W105 83481.82 1348003 SH SOLE 1348003 AMERICAN CAMPUS COMMUNITIES COM 024835100 342.95 12123 SH SOLE 12123 AMERICAN CAPITAL STRATEGIES COM 024937104 5323.50 125200 SH SOLE 125200 AMERICAN COMMERCIAL LINES COM 025195207 1039.39 39900 SH SOLE 39900 AMERICAN ELECTRIC POWER COM 025537101 2221.77 49329 SH SOLE 49329 AMERICAN EAGLE OUTFITTERS COM 02553E106 1043.10 40651 SH SOLE 40651 AMERICAN EQUITY INVT LIFE HL NOTE 0.0525% 025676AE7 1704.45 1500000 SH SOLE 1500000 AMERICAN EXPRESS CO COM 025816109 52443.00 857192 SH SOLE 857192 AMERICAN FINANCIAL GROUP INC COM 025932104 498.07 14585 SH SOLE 14585 AMERICAN FINANCIAL GROUP INC NOTE 1.486% 025932AD6 598.80 1000000 SH SOLE 1000000 AMERICAN FINANCIAL REALTY TR COM 02607P305 1335.40 129400 SH SOLE 129400 AMERICAN GREETINGS CORP COM 026375105 339.96 12000 SH SOLE 12000 AMERICAN INTERNATIONAL GROUP COM 026874107 149002.4 2127694 SH SOLE 2127694 AMERICAN MEDICAL SYS HOLDINGS COM 02744M108 997.61 55300 SH SOLE 55300 AMERICAN REPROGRAPHICS CO COM 029263100 1068.41 34700 SH SOLE 34700 AMERICAN STANDARD COS INC COM 029712106 905.69 15356 SH SOLE 15356 AMERICAN STATES WATER CO COM 029899101 467.74 13150 SH SOLE 13150 AMERICAN TOWER CORP COM 029912201 21322.64 507682 SH SOLE 507682 AMERICREDIT CORP COM 03060R101 4691.11 176690 SH SOLE 176690 AMERISOURCEBERGEN CORP COM 03073E105 1103.37 22304 SH SOLE 22304 AMERIGROUP CORP COM 03073T102 956.76 40200 SH SOLE 40200 AMERIPRISE FINANCIAL INC COM 03076C106 13822.02 217430 SH SOLE 217430 AMERIPRISE FINANCIAL INC 03076CAC0 9373.74 9000000 SH SOLE 9000000 AMETEK INC COM 031100100 871.37 21960 SH SOLE 21960 AMGEN INC COM 031162100 34226.50 619036 SH SOLE 619036 AMGEN INC NOTE 031162AN0 6370.00 7000000 SH SOLE 7000000 AMGEN INC NOTE 031162AQ3 4908.75 5500000 SH SOLE 5500000 AMIS HOLDINGS INC COM 031538101 17917.99 1431150 SH SOLE 1431150 AMPHENOL CORP COM 032095101 8611.61 241560 SH SOLE 241560 AMSURG CORP COM 03232P405 554.01 22950 SH SOLE 22950 AMYLIN PHARMACEUTICALS INC COM 032346108 16145.01 392250 SH SOLE 392250 ANADARKO PETROLEUM CORP COM 032511107 2112.76 40638 SH SOLE 40638 ANALOG DEVICES INC COM 032654105 1073.11 28510 SH SOLE 28510 ANALOGIC CORP COM 032657207 793.90 10800 SH SOLE 10800 ANCHOR BANCORP WISCONSIN INC COM 032839102 366.66 14000 SH SOLE 14000 ANDERSONS INC/THE COM 034164103 4338.08 95700 SH SOLE 95700 ANDREW CORP COM 034425108 464.96 32200 SH SOLE 32200 ANHEUSER-BUSCH COS INC COM 035229103 40275.29 772149 SH SOLE 772149 ANIXTER INT'L INC. COM 035290105 1812.56 24100 SH SOLE 24100 ANIXTER INT'L INC. NOTE 035290AG0 2847.00 2500000 SH SOLE 2500000 ANNALY MORTGAGE MANAGEMENT INC COM 035710409 3163.74 219400 SH SOLE 219400 ANNTAYLOR STORES INC COM 036115103 469.31 13250 SH SOLE 13250 ANSOFT CORP COM 036384105 395.16 13400 SH SOLE 13400 ANSYS, INC. COM 03662Q105 1576.75 59500 SH SOLE 59500 AON CORP 037388AE5 14834.62 14000000 SH SOLE 14000000 AON CORP COM 037389103 1098.57 25782 SH SOLE 25782 AON CORP DBCV 3.500%11/1 037389AT0 2389.56 1200000 SH SOLE 1200000 APACHE CORP COM 037411105 46267.24 567070 SH SOLE 567070 APARTMENT INVT & MGMT CO COM 03748R101 6355.59 126053 SH SOLE 126053 APOGEE ENTERPRISES, INC. COM 037598109 609.25 21900 SH SOLE 21900 APOLLO GROUP INC COM 037604105 716.05 12255 SH SOLE 12255 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 3684.80 2000000 SH SOLE 2000000 APPLE INC COM 037833100 140078.8 1147811 SH SOLE 1147811 APPLEBEE'S INTERNATIONAL INC COM 037899101 374.75 15550 SH SOLE 15550 APRIA HEALTHCARE GROUP INC COM 037933108 257.63 8955 SH SOLE 8955 APRIA HEALTHCARE GROUP INC NOTE 037933AB4 1576.95 1500000 SH SOLE 1500000 APPLERA CORP. COM 038020103 496.39 16254 SH SOLE 16254 APPLERA CORP. COM 038020202 3852.68 310700 SH SOLE 310700 APPLIED INDUSTRIAL TECH INC COM 03820C105 838.53 28425 SH SOLE 28425 APPLIED MATERIALS INC COM 038222105 6759.01 340162 SH SOLE 340162 APTARGROUP INC COM 038336103 9057.13 254700 SH SOLE 254700 AQUA AMERICA INC COM 03836W103 293.10 13033 SH SOLE 13033 AQUANTIVE INC COM 03839G105 1199.44 18800 SH SOLE 18800 AQUILA INC COM 03840P102 316.42 77365 SH SOLE 77365 ARBITRON INC COM 03875Q108 1180.03 22900 SH SOLE 22900 ARCH CHEMICALS INC COM 03937R102 660.63 18800 SH SOLE 18800 ARCH COAL INC COM 039380100 1016.16 29200 SH SOLE 29200 ARCHER-DANIELS-MIDLAND CO COM 039483102 1890.86 57143 SH SOLE 57143 ARCHSTONE-SMITH TRUST COM 039583109 21114.50 357207 SH SOLE 357207 ARCHSTONE-SMITH TRUST NOTE 039584AC1 4018.21 3836000 SH SOLE 3836000 ARENA RESOURCES INC COM 040049108 6775.62 116600 SH SOLE 116600 ARGONAUT GROUP INC COM 040157109 1897.56 60800 SH SOLE 60800 ARKANSAS BEST CORP. COM 040790107 748.22 19200 SH SOLE 19200 ARMOR HOLDINGS INC COM 042260109 2015.38 23200 SH SOLE 23200 ARMSTRONG WORLD INDUSTRIES INC COM 04247X102 16013.59 319314 SH SOLE 319314 ARQULE INC COM 04269E107 152.98 21700 SH SOLE 21700 ARRIS GROUP INC COM 04269Q100 1474.04 83800 SH SOLE 83800 ARROW ELECTRONICS INC COM 042735100 9750.26 253715 SH SOLE 253715 ARTHROCARE CORPORATION COM 043136100 922.11 21000 SH SOLE 21000 ARVINMERITOR INC COM 043353101 3561.61 160433 SH SOLE 160433 ASHFORD HOSPITALITY TRUST COM 044103109 2316.72 197000 SH SOLE 197000 ASHLAND INC. COM 044209104 323.01 5051 SH SOLE 5051 ASHWORTH INC. COM 04516H101 79.80 11400 SH SOLE 11400 ASPECT MEDICAL SYSTEMS, INC. COM 045235108 869.17 58100 SH SOLE 58100 ASSOCIATED BANC-CORP COM 045487105 6543.76 200115 SH SOLE 200115 ASSURANT INC COM 04621X108 19272.73 327100 SH SOLE 327100 ASTEC INDUSTRIES INC COM 046224101 616.41 14600 SH SOLE 14600 ASTORIA FINANCIAL CORP COM 046265104 434.06 17335 SH SOLE 17335 ATMEL CORP COM 049513104 493.00 88670 SH SOLE 88670 ATMOS ENERGY CORPORATION COM 049560105 2948.88 98100 SH SOLE 98100 ATWOOD OCEANICS INC COM 050095108 1434.15 20900 SH SOLE 20900 AUDIOVOX CORP COM 050757103 185.47 14300 SH SOLE 14300 AUTHORIZE.NET HOLDINGS INC COM 052686102 375.69 21000 SH SOLE 21000 AUTODESK INC COM 052769106 951.20 20204 SH SOLE 20204 AUTOMATIC DATA PROCESSNG COM 053015103 3997.07 82465 SH SOLE 82465 AUTONATION INC COM 05329W102 300.87 13408 SH SOLE 13408 AUTOZONE INC COM 053332102 621.89 4552 SH SOLE 4552 AVALONBAY COMMUNITIES INC COM 053484101 15573.28 131000 SH SOLE 131000 AVAYA INC COM 053499109 664.47 39458 SH SOLE 39458 AVERY DENNISON CORP COM 053611109 36899.45 555046 SH SOLE 555046 AVID TECHNOLOGY INC. COM 05367P100 894.35 25300 SH SOLE 25300 AVIS BUDGET GROUP INC COM 053774105 595.03 20930 SH SOLE 20930 AVISTA CORP COM 05379B107 872.77 40500 SH SOLE 40500 AVNET INC COM 053807103 5681.20 143320 SH SOLE 143320 AVNET INC DBCV 053807AL7 2540.00 2000000 SH SOLE 2000000 AVOCENT CORPORATION COM 053893103 4677.57 161240 SH SOLE 161240 AVON PRODUCTS INC COM 054303102 66756.81 1816512 SH SOLE 1816512 AXCELIS TECHNOLOGIES, INC. COM 054540109 506.22 78000 SH SOLE 78000 BB&T CORP COM 054937107 1936.85 47612 SH SOLE 47612 BB&T CAPITAL TRUST I 05529MAA0 6412.74 7000000 SH SOLE 7000000 BISYS GROUP INC COM 055472104 298.11 25200 SH SOLE 25200 BJ SERVICES CO COM 055482103 734.03 25810 SH SOLE 25810 BJ'S WHOLESALE CLUB INC. COM 05548J106 482.44 13390 SH SOLE 13390 BOK FINANCIAL CORP COM 05561Q201 316.06 5917 SH SOLE 5917 BOK FINANCIAL CORP COM 05561Q201 4010.01 75066 SH SOLE 75066 BRE PROPERTIES INC COM 05564E106 4666.12 78700 SH SOLE 78700 BRE PROPERTIES INC NOTE 05564EBH8 3116.40 3000000 SH SOLE 3000000 BMC SOFTWARE INC COM 055921100 542.58 17907 SH SOLE 17907 BNP PARIBAS 055960AA6 12052.17 11000000 SH SOLE 11000000 BAKER HUGHES INC COM 057224107 4444.41 52828 SH SOLE 52828 BALDOR ELECTRIC CO COM 057741100 8067.13 163700 SH SOLE 163700 BALL CORP COM 058498106 1903.59 35802 SH SOLE 35802 BANK OF AMERICA CORP COM 060505104 883.75 18076 SH SOLE 18076 BANK OF AMERICA CORP COM 060505104 159400.9 3260400 SH SOLE 3260400 BANK OF AMERICA CORP COM 060505104 392.13 8021 SH SOLE 8021 BANK OF HAWAII CORP COM 062540109 534.73 10355 SH SOLE 10355 BANK MUTUAL CORP COM 063750103 491.17 42600 SH SOLE 42600 BANK OF NEW YORK CO INC COM 064057102 37037.91 893772 SH SOLE 893772 BANKATLANTIC BANCORP INC-A COM 065908501 297.90 34600 SH SOLE 34600 BANKAMERICA INSTIT-B 065912AA5 6226.80 6000000 SH SOLE 6000000 BANKRATE INC COM 06646V108 421.69 8800 SH SOLE 8800 BANKUNITED FINANCIAL CORP-A COM 06652B103 495.72 24700 SH SOLE 24700 BARD (C.R.) 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COM 08160H101 4516.08 199650 SH SOLE 199650 W.R. BERKLEY CORP. COM 084423102 10986.31 337625 SH SOLE 337625 BEST BUY CO INC COM 086516101 2724.36 58375 SH SOLE 58375 BEST BUY CO INC SDCV 2.25% 1/1 086516AF8 3790.85 3500000 SH SOLE 3500000 BIG 5 SPORTING GOODS CORP COM 08915P101 443.70 17400 SH SOLE 17400 BIG LOTS INC COM 089302103 288.37 9802 SH SOLE 9802 BIO-RAD LABORATORIES INC COM 090572207 1745.66 23100 SH SOLE 23100 BIOMET INC COM 090613100 992.99 21719 SH SOLE 21719 BIOMARIN PHARMACEUTICAL INC COM 09061G101 6840.52 381300 SH SOLE 381300 BIOGEN IDEC INC COM 09062X103 12012.08 224525 SH SOLE 224525 BIOMED REALTY TRUST INC COM 09063H107 5577.89 222050 SH SOLE 222050 BIOLASE TECHNOLOGY INC COM 090911108 111.08 18300 SH SOLE 18300 BLACK & DECKER CORPORATION COM 091797100 892.01 10101 SH SOLE 10101 BLACK BOX CORPORATION COM 091826107 554.49 13400 SH SOLE 13400 BLACK HILLS CORP COM 092113109 904.31 22750 SH SOLE 22750 BLACKBAUD INC COM 09227Q100 752.92 34100 SH SOLE 34100 BLACKROCK INC DBCV 09247XAB7 2379.45 1500000 SH SOLE 1500000 H&R BLOCK INC COM 093671105 661.60 28310 SH SOLE 28310 BLUE COAT SYSTEMS INC COM 09534T508 559.57 11300 SH SOLE 11300 BLUE NILE INC COM 09578R103 634.20 10500 SH SOLE 10500 BOB EVANS FARMS COM 096761101 285.21 7740 SH SOLE 7740 BOEING CO COM 097023105 79226.70 823905 SH SOLE 823905 BORDERS GROUP INC. COM 099709107 233.00 12225 SH SOLE 12225 BORG-WARNER AUTOMOTIVE, INC. COM 099724106 6387.60 74240 SH SOLE 74240 BOSTON PRIVATE FINL HOLDINGS COM 101119105 768.48 28600 SH SOLE 28600 BOSTON PROPERTIES INC COM 101121101 19506.83 191000 SH SOLE 191000 BOSTON PROPERTIES LP NOTE 0.0375% 10112RAG9 2759.50 2500000 SH SOLE 2500000 BOSTON SCIENTIFIC CORP COM 101137107 1415.13 92251 SH SOLE 92251 BOWATER INC COM 102183100 287.54 11525 SH SOLE 11525 BOWNE & CO INC COM 103043105 413.61 21200 SH SOLE 21200 BOYD GAMING CORP COM 103304101 432.87 8800 SH SOLE 8800 BRADLEY PHARMACEUTICALS INC COM 104576103 275.71 12700 SH SOLE 12700 BRADY CORP COM 104674106 2306.39 62100 SH SOLE 62100 BRANDYWINE OPER PARTNERS NOTE 105340AH6 1912.60 2000000 SH SOLE 2000000 BRANDYWINE REALTY TRUST COM 105368203 4445.72 155554 SH SOLE 155554 BRIGGS & STRATTON CORP COM 109043109 1202.43 38100 SH SOLE 38100 BRIGHT HORIZON FAMILY SOLUTION COM 109195107 782.09 20100 SH SOLE 20100 BRIGHTPOINT, INC. 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COM 928241108 739.68 53600 SH SOLE 53600 VISHAY INTERTECHNOLOGY INC COM 928298108 7003.27 442685 SH SOLE 442685 VITAL SIGNS INC COM 928469105 344.41 6200 SH SOLE 6200 VOLCOM INC COM 92864N101 6321.39 126100 SH SOLE 126100 VOLT INFORMATION SCIENCES INC COM 928703107 187.16 10150 SH SOLE 10150 VORNADO REALTY TRUST COM 929042109 24274.64 221000 SH SOLE 221000 VORNADO REALTY TRUST DBCV 929042AC3 6061.25 6500000 SH SOLE 6500000 VORONADO REALTY LP DEB 929043AC1 4506.25 3500000 SH SOLE 3500000 VORONADO REALTY LP DBCV 929043AE7 6825.00 7000000 SH SOLE 7000000 VULCAN MATERIALS COMPANY COM 929160109 945.06 8251 SH SOLE 8251 WD-40 CO COM 929236107 449.33 13670 SH SOLE 13670 WGL HOLDINGS INC COM 92924F106 3524.46 107980 SH SOLE 107980 W-H ENERGY SERVICES INC COM 92925E108 2111.13 34100 SH SOLE 34100 WMS INDUSTRIES INC COM 929297109 9069.25 314250 SH SOLE 314250 WABASH NATIONAL CORP COM 929566107 345.26 23600 SH SOLE 23600 WACHOVIA CORP COM 929903102 1513.91 29540 SH SOLE 29540 WACHOVIA CORP COM 929903102 60740.25 1185176 SH SOLE 1185176 WADDELL & REED FINANCIAL INC COM 930059100 448.41 17240 SH SOLE 17240 WAL-MART STORES INC COM 931142103 97206.35 2020502 SH SOLE 2020502 WALGREEN CO. COM 931422109 4437.98 101929 SH SOLE 101929 WASHINGTON FEDERAL INC COM 938824109 20062.11 825262 SH SOLE 825262 WASHINGTON GROUP INTL INC COM 938862208 4624.57 57800 SH SOLE 57800 WASHINGTON MUTUAL INC COM 939322103 370.57 8691 SH SOLE 8691 WASHINGTON MUTUAL INC COM 939322103 12133.29 284552 SH SOLE 284552 WASHINGTON POST COM 939640108 908.02 1170 SH SOLE 1170 WASHINGTON REIT COM 939653101 1142.40 33600 SH SOLE 33600 WASHINGTON REIT NOTE 939653AK7 1436.25 1500000 SH SOLE 1500000 WASTE CONNECTIONS INC COM 941053100 9931.57 328425 SH SOLE 328425 WASTE MANAGEMENT INC COM 94106L109 55188.89 1413288 SH SOLE 1413288 WATERS CORP COM 941848103 543.38 9154 SH SOLE 9154 WATSCO INC. COM 942622200 1030.88 18950 SH SOLE 18950 WATSON PHARMACEUTICALS INC COM 942683103 302.56 9301 SH SOLE 9301 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 973.80 1000000 SH SOLE 1000000 WATSON WYATT WORLDWIDE INC. COM 942712100 8586.64 170100 SH SOLE 170100 WATTS WATER TECHNOLOGIES INC COM 942749102 854.31 22800 SH SOLE 22800 WAUSAU PAPER CORP COM 943315101 460.96 34400 SH SOLE 34400 WEBSENSE INC COM 947684106 733.12 34500 SH SOLE 34500 WEBSTER FINANCIAL CORP COM 947890109 501.37 11750 SH SOLE 11750 WEINGARTEN REALTY INVESTORS COM 948741103 4502.50 109550 SH SOLE 109550 WELLCARE HEALTH PLANS INC COM 94946T106 3362.44 37150 SH SOLE 37150 WELLPOINT INC COM 94973V107 68076.22 852765 SH SOLE 852765 WELLS FARGO & CO COM 949746101 62745.03 1784050 SH SOLE 1784050 WELLS FARGO & CO DBCV 949746FA4 9006.30 9000000 SH SOLE 9000000 WENDY'S INTERNATIONAL INC COM 950590109 294.07 8002 SH SOLE 8002 WERNER ENTERPRISES INC COM 950755108 203.01 10075 SH SOLE 10075 WESCO INT'L, INC. 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COM 969904101 723.49 22910 SH SOLE 22910 WILMINGTON TRUST CO COM 971807102 593.17 14290 SH SOLE 14290 WILSHIRE BANCORP INC COM 97186T108 147.37 12100 SH SOLE 12100 WIND RIVER SYSTEMS COM 973149107 10519.85 956350 SH SOLE 956350 WINDSTREAM CORP COM 97381W104 449.88 30480 SH SOLE 30480 WINNEBAGO INDUSTRIES INC COM 974637100 717.33 24300 SH SOLE 24300 WINSTON HOTELS INC COM 97563A102 228.00 15200 SH SOLE 15200 WINTHROP REALTY TRUST COM 976391102 171.36 24800 SH SOLE 24800 WINTRUST FINANCIAL CORP COM 97650W108 819.99 18700 SH SOLE 18700 WISCONSIN ENERGY CORP COM 976657106 22349.41 505300 SH SOLE 505300 WISDOMTREE INTERNATIONAL REAL REAL EST 97717W331 597.12 12000 SH SOLE 12000 WOLVERINE WORLD WIDE INC COM 978097103 5469.95 197400 SH SOLE 197400 WOODWARD GOVERNOR CO COM 980745103 1212.94 22600 SH SOLE 22600 WORLD ACCEPTANCE CORP COM 981419104 577.11 13506 SH SOLE 13506 WORLD FUEL SERVICES CORP COM 981475106 916.90 21800 SH SOLE 21800 WORTHINGTON INDUSTIES INC COM 981811102 311.76 14400 SH SOLE 14400 WRIGHT EXPRESS CORP COM 98233Q105 3879.36 113200 SH SOLE 113200 WRIGLEY WM JR CO COM 982526105 5900.47 106680 SH SOLE 106680 WYETH COM 983024100 56417.51 983912 SH SOLE 983912 WYETH DBCV 1/1 983024AD2 6300.78 5570000 SH SOLE 5570000 WYNDHAM WORLDWIDE CORP COM 98310W108 562.17 15504 SH SOLE 15504 WYNN RESORTS LTD COM 983134107 10170.84 113400 SH SOLE 113400 XM SATELLITE RADIO HOLDINGS IN COM 983759101 3435.66 291900 SH SOLE 291900 X-RITE INC COM 983857103 330.84 22400 SH SOLE 22400 XTO ENERGY INC COM 98385X106 42425.97 705923 SH SOLE 705923 XCEL ENERGY INC COM 98389B100 1047.73 51184 SH SOLE 51184 XCEL ENERGY INC NOTE 98389BAB6 506.25 300000 SH SOLE 300000 XILINX INC COM 983919101 11851.23 442706 SH SOLE 442706 XEROX CORP COM 984121103 1522.21 82371 SH SOLE 82371 YRC WORLDWIDE INC COM 984249102 437.92 11900 SH SOLE 11900 YAHOO INC COM 984332106 19618.46 723128 SH SOLE 723128 YAHOO INC FRNT 984332AB2 6775.00 5000000 SH SOLE 5000000 YELLOW ROADWAY CORP NOTE 985577AA3 1223.80 1000000 SH SOLE 1000000 YELLOW ROADWAY CORP NOTE 3.375% 985577AB1 3348.90 3000000 SH SOLE 3000000 YUM! BRANDS INC COM 988498101 1718.38 52518 SH SOLE 52518 ZALE CORP COM 988858106 897.63 37700 SH SOLE 37700 ZEBRA TECHNOLOGIES CORP. COM 989207105 7670.52 198000 SH SOLE 198000 ZENITH NATIONAL INSURANCE CORP COM 989390109 1346.77 28600 SH SOLE 28600 ZIMMER HOLDINGS INC COM 98956P102 14564.49 171569 SH SOLE 171569 ZIONS BANCORPORATION COM 989701107 7925.72 103052 SH SOLE 103052 ACE LTD COM G0070K103 6862.00 109757 SH SOLE 109757 ASSURED GUARANTY LTD COM G0585R106 6642.13 224700 SH SOLE 224700 AXIS CAPITAL HOLDINGS LTD COM G0692U109 934.95 23000 SH SOLE 23000 ACCENTURE LTD COM G1150G111 99012.50 2308522 SH SOLE 2308522 BUNGE LIMITED G16962204 5192.10 45000 SH SOLE 45000 CASTLEPOINT HOLDINGS LTD COM G19522112 2635.38 179400 SH SOLE 179400 COOPER INDUSTRIES LTD COM G24182100 2951.78 51704 SH SOLE 51704 ENDURANCE SPECIALTY HOLDINGS COM G30397106 14202.18 354700 SH SOLE 354700 EVEREST RE GROUP LTD COM G3223R108 5508.59 50705 SH SOLE 50705 FOSTER WHEELER LTD COM G36535139 26201.85 244900 SH SOLE 244900 GLOBALSANTAFE CORPORATION COM G3930E101 42760.00 591834 SH SOLE 591834 INGERSOLL-RAND COMPANY COM G4776G101 1458.65 26608 SH SOLE 26608 IPC HOLDINGS LTD G4933P119 2486.25 85000 SH SOLE 85000 LAZARD LTD COM G54050102 6362.73 141300 SH SOLE 141300 LAZARD LTD G54050110 2853.57 73000 SH SOLE 73000 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 20511.56 1126390 SH SOLE 1126390 NABORS INDUSTRIES LTD COM G6359F103 831.36 24906 SH SOLE 24906 NOBLE CORPORATION COM G65422100 1151.12 11804 SH SOLE 11804 ORIENT EXPRESS HOTELS LTD. COM G67743107 229.62 4300 SH SOLE 4300 PARTNERRE LTD COM G6852T105 18755.00 242000 SH SOLE 242000 PLATINUM UNDERWRITERS HOLDINGS COM G7127P100 7572.02 217900 SH SOLE 217900 PLATINUM UNDERWRITERS HOLDINGS PFD CONV G7127P142 978.00 30000 SH SOLE 30000 SECURITY CAPITAL ASSURANCE COM G8018D107 4210.66 136400 SH SOLE 136400 TRANSOCEAN INC COM G90078109 2681.71 25304 SH SOLE 25304 VISTAPRINT LTD COM G93762204 3033.22 79300 SH SOLE 79300 WEATHERFORD INTERNATIONAL LTD COM G95089101 1629.58 29500 SH SOLE 29500 XL CAPITAL LTD COM G98255105 1365.83 16204 SH SOLE 16204 SYNERON MEDICAL LTD ORD SHS M87245102 2130.73 85400 SH SOLE 85400 ORTHOFIX INTERNATIONAL N.V. COM N6748L102 2743.17 61000 SH SOLE 61000 STEINER LEISURE LTD COM P8744Y102 6793.29 138300 SH SOLE 138300 ULTRAPETROL (BAHAMAS) LTD COM P94398107 4396.35 185500 SH SOLE 185500 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 9025.80 210000 SH SOLE 210000 EUROSEAS LTD COM Y23592200 3208.50 225000 SH SOLE 225000 GRAND TOTAL $16616715
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