13F-HR 1 c08222e13fvhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number: __________ This Amendment [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: PineBridge Investments LLC Address: 70 Pine Street 10th Floor New York, New York 10270 Form 13F File Number: 28-4637 The institutional investment Manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Haywood Title: Vice President, Compliance Phone: (212) 770-6044 Signature, Place, and Date of Signing: /s/ Jeffrey Haywood New York, New York November 9, 2010 ------------------------------------- -------------------- ----------------- [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 manger are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name -------------------- ---- 28-_________________ _____________________________________ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 693 Form 13F Information Table Value Total: $5,018,557 (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.] No. Form 13F File Number Name --- -------------------- ---- ___ 28-_________________ _______________________________ [Repeat as necessary.] 13F SECURITIES - 3Q 2010

AMERIPRISE FINANCIAL INC CVT 03076C205 3,340 119034 SH Sole 3340094.04 AMERISOURCEBERGEN CO COM 03073E105 2,952 96279 SH Sole 2951914.14 AMETEK, INC. COM 031100100 3,726 78000 SH Sole 3726060 AMGEN, INC. COM 031162100 1,680 30489 SH Sole 1680248.79 AMGEN, INC. COM 031162100 13,306 241452 SH Sole 13306419.72 ANADARKO PETROLEUM CORP. COM 032511107 9,361 164092 SH Sole 9361448.6 ANNALY MTG MGMT INC COM 035710409 1,448 82300 SH Sole 1448480 ANNALY MTG MGMT INC COM 035710409 1,479 84025 SH Sole 1478840 AON CORP. COM 037389103 4,476 114435 SH Sole 4475552.85 APACHE CORP. COM 037411105 2,268 23204 SH Sole 2268423.04 APACHE CORP. COM 037411105 16,085 164532 SH Sole 16084648.32 APARTMENT INVT & MGMT CO - A COM 03748R101 3,984 186363 SH Sole 3984440.94 APOLLO GROUP, INC. CLASS A COM 037604105 2,572 50082 SH Sole 2571710.7 APPLE COMPUTER, INC. COM 037833100 6,904 24330 SH Sole 6903637.5 APPLE COMPUTER, INC. COM 037833100 95,232 335619 SH Sole 95231891.25 APPLIED MATERIALS, INC. COM 038222105 1,742 149136 SH Sole 1741908.48 APPLIED MATERIALS, INC. COM 038222105 4,986 426845 SH Sole 4985549.6 ARDEA BIOSCIENCES INC COM 03969P107 1,477 64200 SH Sole 1476600 ARGONAUT GOLD LTD COM 04016R104 2,670 763848 SH Sole 2670277.58 ARVINMERITOR INC COM 043353101 1,322 85100 SH Sole 1322454 ARVINMERITOR INC COM 043353101 2,586 166400 SH Sole 2585856 ASHLAND INC COM 044209104 1,898 38926 SH Sole 1898421.02 ASIAINFO HOLDINGS INC. COM 04518A104 2,186 109640 SH Sole 2186221.6 ASIAINFO HOLDINGS INC. COM 04518A104 8,286 419710 SH Sole 8285897.3 ASSURANT INC COM 04621X108 4,745 116595 SH Sole 4745416.5 ASTRAL MEDIA INC COM 046346201 1,639 43669 SH Sole 1638965.1 AT&T INC COM 00206R102 1,085 37930 SH Sole 1084798 AT&T INC CVT 00211G208 7,024 258720 SH Sole 7024248 AT&T INC COM 00206R102 37,822 1322439 SH Sole 37821755.4 ATCO LTD COM 046789400 2,014 38491 SH Sole 2013880.71 AURIZON MINES LTD COM 05155P106 1,338 194136 SH Sole 1338478.45 AUTOLIV, INC. COM 052800109 4,593 70328 SH Sole 4593121.68 AUTOLIV, INC. COM 052800109 9,061 138740 SH Sole 9061109.4 AUTOMATIC DATA PROCESSING INC. COM 053015103 1,215 28906 SH Sole 1214919.18 AUTOMATIC DATA PROCESSING INC. COM 053015103 5,649 134412 SH Sole 5649336.36 AVERY DENNISON CORP. COM 053611109 2,039 54926 SH Sole 2038853.12 AZ AUTOMOTIVE HOLDINGS, LLC COMMON UNITS COM 999PM9$72 6,721 3740000 SH Sole 6721174.72 BALDOR ELECTRIC CO. COM 057741100 1,204 29800 SH Sole 1203920 BALDOR ELECTRIC CO. COM 057741100 2,194 54300 SH Sole 2193720 BALL CORP. COM 058498106 1,864 31670 SH Sole 1863779.5 BANCO SANTANDER BRASIL SA/BRAZIL COM 05967A107 11,627 844370 SH Sole 11626974.9 BANK OF AMERICA CORP COM 060505104 3,026 230913 SH Sole 3025537.61 BANK OF AMERICA CORP CVT 060505DT8 4,164 4037000 SH Sole 4164326.98

BANK OF AMERICA CORP CVT 060505DT8 4,604 4463000 SH Sole 4603763.02 BANK OF AMERICA CORP CVT 060505DR2 8,864 8593000 SH Sole 8864023.22 BANK OF AMERICA CORP CVT 060505DR2 14,361 13922000 SH Sole 14361099.88 BANK OF AMERICA CORP COM 060505104 14,479 1104944 SH Sole 14478961.87 BANK OF MONTREAL COM 063671101 4,009 69416 SH Sole 4009382.63 BANK OF NOVA SCOTIA COM 064149107 12,748 239042 SH Sole 12748283.23 BANK ONE CAPITAL TR VI CVT 06423W204 6,440 249400 SH Sole 6439508 BARCLAYS BANK PLC CVT 06739F390 2,442 100000 SH Sole 2442000 BARCLAYS BANK PLC CVT 06738CAG4 3,316 3454000 SH Sole 3315840 BARCLAYS BANK PLC CVT 06739H776 6,018 241700 SH Sole 6018330 BARCLAYS BANK PLC CVT 06739H511 7,608 300000 SH Sole 7608000 BARCLAYS BANK PLC CVT 06739H362 10,022 386501 SH Sole 10021970.93 BARRICK GOLD CORPORATION COM 067901108 8,310 180134 SH Sole 8309810.06 BB&T CAPITAL TRUST V CVT 05530J205 10,212 370000 SH Sole 10212000 BB&T CORP CVT 05531H208 9,842 355684 SH Sole 9841776.28 BCE INC COM 05534B760 6,452 198444 SH Sole 6451643.83 BE AEROSPACE, INC. COM 073302101 2,422 79900 SH Sole 2421769 BED BATH & BEYOND, INC. COM 075896100 1,333 30710 SH Sole 1333121.1 BELL ALIANT REGIONAL COMMUNICATIONS INCOME FUND COM 07786J103 1,968 78341 SH Sole 1968033.56 BERKSHIRE HATHAWAY INC COM 084670702 24,704 298795 SH Sole 24704370.6 BEST BUY CO., INC. COM 086516101 1,703 41704 SH Sole 1702774.32 BIOGEN IDEC INC COM 09062X103 1,800 32069 SH Sole 1799712.28 BIOMED REALTY TRUST INC COM 09063H107 1,379 76941 SH Sole 1378782.72 BJ'S RESTAURANTS INC COM 09180C106 2,851 101253 SH Sole 2851284.48 BNY CAPITAL V CVT 09656H209 9,773 387976 SH Sole 9773115.44 BOEING CO. COM 097023105 2,764 41546 SH Sole 2764470.84 BOMBARDIER B COM 097751200 1,026 210010 SH Sole 1025781.63 BOMBARDIER B COM 097751200 1,498 306491 SH Sole 1497658.97 BRISTOL MYERS SQUIBB CO. COM 110122108 2,292 84528 SH Sole 2291554.08 BRISTOL MYERS SQUIBB CO. COM 110122108 13,265 489287 SH Sole 13264570.57 BRUSH ENGINEERED MATERIALS COM 117421107 2,110 74178 SH Sole 2109622.32 BUNGE LIMITED COM 2788713 1,411 23857 SH Sole 1411380.12 CA PREFERRED FUND TRUST CVT 7535925 1,539 1550000 SH Sole 1539150 CALAVO GROWERS INC COM 128246105 1,194 55063 SH Sole 1193765.84 CAMECO CORP COM 13321L108 3,302 119073 SH Sole 3301586.13 CAMPBELL SOUP CO. COM 134429109 10,621 297080 SH Sole 10620610 CANADIAN IMPERIAL BANK OF COMMERCE COM 136069101 7,213 99590 SH Sole 7213062.82 CANADIAN NATIONAL RAILWAY COM 136375102 7,787 121867 SH Sole 7786799.2 CANADIAN NATURAL RESORUCES COM 136385101 9,319 269857 SH Sole 9319131.4 CANADIAN OIL SANDS TRUST COM 13642L100 3,656 147875 SH Sole 3655948.9 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 4,029 66070 SH Sole 4029332.07

CANADIAN TIRE CORP LTD COM 136681202 1,999 35929 SH Sole 1998823.32 CANADIAN UTILITIES LTD COM 136717832 1,138 23507 SH Sole 1138141.99 CAPITAL ONE CAPITAL V CVT 14043CAB9 3,692 3450000 SH Sole 3691500.28 CAPITAL ONE CAPITAL V CVT 14043CAB9 6,099 5700000 SH Sole 6099000.44 CAPITAL ONE FINANCIAL CORP. COM 14040H105 1,801 45541 SH Sole 1801146.55 CAPITAL ONE FINANCIAL CORP. COM 14040H105 11,376 287625 SH Sole 11375568.74 CAPITALSOURCE INC COM 14055X102 2,300 430800 SH Sole 2300472 CAPITALSOURCE INC COM 14055X102 3,227 604244 SH Sole 3226662.96 CARAUSTAR INDUSTRIES INC COM 140909201 2,430 1449 SH Sole 2429973 CARDINAL HEALTH INC COM 14149Y108 4,735 143305 SH Sole 4734797.2 CARDTRONICS INC COM 14161H108 3,247 210600 SH Sole 3247452 CARTER INC COM 146229109 1,247 47351 SH Sole 1246751.83 CATERPILLAR, INC. COM 149123101 2,509 31885 SH Sole 2508711.8 CATERPILLAR, INC. COM 149123101 6,086 77349 SH Sole 6085819.32 CBS CORP CVT 124857301 10,868 432310 SH Sole 10868273.4 CBS CORP-CL B COM 124857202 40,627 2561620 SH Sole 40627293.2 CELESTICA INC COM 15101Q108 1,132 135379 SH Sole 1131882.69 CELGENE CORP COM 151020104 3,569 61952 SH Sole 3569054.72 CELTIC EXPLORATION LTD COM 15118Q109 1,575 125527 SH Sole 1574876.95 CEMIG CIA ENERG MG SPON ADR COM 204409601 6,090 371553 SH Sole 6089753.67 CENOVUS ENERGY INC COM 15135U109 6,240 217166 SH Sole 6239988.03 CENTERRA GOLD INC COM 152006102 2,586 160448 SH Sole 2586362.27 CGI GROUP INC COM 39945C109 2,717 180956 SH Sole 2716798.09 CHEVRON CORPORATION COM 166764100 51,154 631139 SH Sole 51153815.95 CHIPOTLE MEXICAN GRILL INC COM 169656105 3,027 17600 SH Sole 3027200 CHUBB CORP. COM 171232101 1,242 21799 SH Sole 1242325.01 CI FINANCIAL CORP COM 125491100 2,807 139503 SH Sole 2806944.22 CINEPLEX GALAXY INCOME FUND UNITS COM 172453102 1,145 56782 SH Sole 1145233.76 CISCO SYSTEMS, INC. COM 17275R102 2,375 108439 SH Sole 2374814.1 CISCO SYSTEMS, INC. COM 17275R102 9,547 435929 SH Sole 9546845.1 CITIGROUP INC COM 172967101 1,875 479599 SH Sole 1875232.09 CITIGROUP INC COM 172967101 7,100 1816882 SH Sole 7100230.56 CITIGROUP INC CVT 173094AA1 10,285 9795000 SH Sole 10284749.24 CITIGROUP INC CVT 173094AA1 10,768 10255000 SH Sole 10767749.22 CITRIX SYSTEMS, INC. COM 177376100 27,055 396468 SH Sole 27054976.32 CLARCOR, INC. COM 179895107 1,171 30301 SH Sole 1170527.63 CLEAN HARBORS INC COM 184496107 1,335 19700 SH Sole 1334675 CLIFFS NATURAL RESOURCES INC COM 18683K101 1,861 29112 SH Sole 1860839.04 CMS ENERGY CORP. COM 125896100 6,788 376720 SH Sole 6788494.4 CNA FINANCIAL CORP COM 126117100 5,489 196117 SH Sole 5489314.83 COACH INC COM 189754104 2,860 66583 SH Sole 2860405.68 COACH INC COM 189754104 2,951 68700 SH Sole 2951352 COBANK ACB CVT 19075Q409 1,359 24761 SH Sole 1358759.88 COBANK ACB CVT 19075Q409 4,129 75239 SH Sole 4128740.13 COCA COLA ENTERPRISES, INC. COM 191219104 4,628 149300 SH Sole 4628300 COCA COLA ENTERPRISES, INC. COM 191219104 36,908 1190588 SH Sole 36908228

COCA-COLA CO. COM 191216100 3,536 60417 SH Sole 3535602.84 COCA-COLA CO. COM 191216100 11,480 196169 SH Sole 11479809.88 COINSTAR, INC COM 19259P300 1,633 37978 SH Sole 1632674.22 COLGATE-PALMOLIVE CO. COM 194162103 2,677 34835 SH Sole 2677418.1 COLGATE-PALMOLIVE CO. COM 194162103 21,058 273976 SH Sole 21057795.36 COMCAST CORP-CL A COM 20030N101 18,165 1004692 SH Sole 18164831.36 COMERICA, INC. COM 200340107 2,047 55100 SH Sole 2046965 COMERICA, INC. COM 200340107 46,171 1242831 SH Sole 46171171.65 COMMVAULT SYSTEMS INC COM 204166102 2,834 108859 SH Sole 2833599.77 COMPANHIA DE BEBIDAS-PR ADR COM 20441W203 14,381 116310 SH Sole 14380568.4 COMSCORE INC COM 20564W105 2,244 95390 SH Sole 2243572.8 CONCUR TECHNOLOGIES INC COM 206708109 1,336 27028 SH Sole 1336264.32 CONOCOPHILLIPS PETROLEUM CO COM 20825C104 8,912 155178 SH Sole 8911872.54 CONSTELLATION BRANDS COM 21036P108 2,488 140652 SH Sole 2488133.88 CONSTELLATION ENERGY GRUOP INC COM 210371100 8,312 257816 SH Sole 8311987.84 COOPER COMPANIES, INC. COM 216648402 2,990 64686 SH Sole 2989786.92 CORP-BACKED TRUST CERTS CVT 21988G296 1,773 72524 SH Sole 1773211.8 CORP-BACKED TRUST CERTS CVT 21988G346 2,816 111209 SH Sole 2815823 CORP-BACKED TRUST CERTS CVT 21988K701 6,118 247793 SH Sole 6118009.17 CORTS TRUST FOR BELLSOUTH TELECOMMUNICATIONS CVT 22080E205 1,523 57595 SH Sole 1523387.75 CORTS-II BELL SOUTH CVT 22081C208 1,315 51559 SH Sole 1314754.5 COVIDIEN PLC COM B3QN1M2 1,524 37916 SH Sole 1523844.04 COVIDIEN PLC COM B3QN1M2 6,031 150051 SH Sole 6030549.69 CREDICORP LTD COM 2232878 6,798 59687 SH Sole 6798349.3 CREDIT SUISSE GUERNSEY LTD CVT 225448208 11,304 413151 SH Sole 11303811.36 CREE INC COM 225447101 2,248 41400 SH Sole 2247606 CREW ENERGY INC COM 226533107 2,469 139766 SH Sole 2468773.21 CROWN CASTLE INTERNATIONAL COM 228227104 5,069 114819 SH Sole 5069258.85 CSX CORP COM 126408103 1,111 20083 SH Sole 1110991.56 CYPRESS SEMICONDUCTOR CORP. COM 232806109 1,206 95827 SH Sole 1205503.66 D.R. HORTON INC COM 23331A109 1,501 135007 SH Sole 1501277.84 DANAHER CORP. COM 235851102 1,182 29116 SH Sole 1182400.76 DB CAPITAL FUNDING VIII CVT 25153U204 2,866 118685 SH Sole 2866242.75 DECKERS OUTDOOR CORP COM 243537107 1,156 23141 SH Sole 1156124.36 DEERE & CO. COM 244199105 35,262 505333 SH Sole 35262136.74 DELTA AIR LINES INC COM 247361702 2,916 250479 SH Sole 2915575.56 DELTA AIR LINES INC COM 247361702 4,350 373703 SH Sole 4349902.92 DENDREON CORP COM 24823Q107 2,137 51900 SH Sole 2137242 DEUTSCHE BANK CAPITAL FUNDING TRUST X CVT 25154D102 1,534 60000 SH Sole 1534200

DEUTSCHE BANK CONTINGENT CAPITAL TRUST II CVT 25153X208 3,599 146547 SH Sole 3599194.32 DEUTSCHE BANK CONTINGENT CAPITAL TRUST III CVT 25154A108 1,595 60000 SH Sole 1594800 DEVON ENERGY CORP. COM 25179M103 1,164 17976 SH Sole 1163766.24 DEVON ENERGY CORP. COM 25179M103 1,935 29892 SH Sole 1935208.08 DFLLC BALANCED STRATEGY COM 23499E943 24,634 24684580.61 SH Sole 24633705.69 DIAMOND FOODS INC COM 252603105 1,662 40551 SH Sole 1662185.49 DIGITAL REALTY TRUST INC COM 253868103 2,733 44302 SH Sole 2733433.4 DIGITAL REALTY TRUST INC COM 253868103 4,016 65090 SH Sole 4016053 DIRECTV COM 25490A101 3,553 85356 SH Sole 3553370.28 DISCOVER FINANCIAL SERVICES COM 254709108 2,546 152654 SH Sole 2546268.72 DISCOVERY COMMUNICATIONS INC COM 25470F104 2,050 47071 SH Sole 2049942.05 DOCTOR REDDY'S LAB- ADR COM 256135203 2,011 62404 SH Sole 2010656.88 DOCTOR REDDY'S LAB- ADR COM 256135203 3,470 107697 SH Sole 3469997.34 DOLBY LABORATORIES INC-CL A COM 25659T107 2,086 36726 SH Sole 2086404.06 DOLBY LABORATORIES INC-CL A COM 25659T107 2,534 44600 SH Sole 2533726 DOLLAR TREE INC COM 256746108 2,301 47200 SH Sole 2301472 DOVER CORP. COM 260003108 4,682 89683 SH Sole 4682349.43 DOW CHEMICAL CO. COM 260543103 14,927 543590 SH Sole 14926981.4 DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,211 118540 SH Sole 4210540.8 DRILL QUIP COM 262037104 1,273 20494 SH Sole 1272882.34 EAST WEST BANCORP COM 27579R104 1,796 110299 SH Sole 1795667.72 EASTMAN CHEMICAL CO. COM 277432100 1,761 23799 SH Sole 1761126 EATON CORP. COM 278058102 1,331 16138 SH Sole 1331223.62 EI DU PONT DE NEMOURS & CO COM 263534109 7,856 176069 SH Sole 7856198.78 EL PASO CORP COM 28336L109 1,084 87525 SH Sole 1083559.5 ELI LILLY AND CO. COM 532457108 1,541 42192 SH Sole 1541273.76 EMERSON ELECTRIC CO. COM 291011104 1,067 20262 SH Sole 1066996.92 EMERSON ELECTRIC CO. COM 291011104 2,066 39233 SH Sole 2066009.78 EMPIRE CO LTD COM 291843407 1,764 33002 SH Sole 1763563.23 ENBRIDGE INC COM 29250N105 1,394 26704 SH Sole 1394346.86 ENCANA CORP COM 292505$04 1,324 43800 SH Sole 1324074 ENCANA CORP COM 292505104 4,949 163933 SH Sole 4949189.33 ENERGEN CORP COM 29265N108 4,566 99873 SH Sole 4566193.56 ENERGY TRANSFER EQUITY LP COM 29273V100 8,072 217466 SH Sole 8072337.92 ENERPLUS RESOURCES FUND COM 29274D604 3,272 127166 SH Sole 3272380.88 ENTERGY LOUISIANA LLC CVT 29364W306 7,586 280960 SH Sole 7585920 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 1,164 26956 SH Sole 1163960.08

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GILEAD SCIENCES, INC. COM 375558103 4,113 115506 SH Sole 4113168.66 GLOBE SPECIALTY METALS INC COM 37954N206 1,585 112900 SH Sole 1585116 GOLDCORP INC. COM 380956409 4,405 101476 SH Sole 4404715.09 GOLDMAN SACHS CAP III CVT 38144QAA7 1,167 1685000 SH Sole 1166862.5 GOLDMAN SACHS CAPITAL I CVT 38143VAA7 13,907 14500000 SH Sole 13907347.75 GOLDMAN SACHS COMMODITIES FD CLASS A SERIES 44 COM 999PN4$34 23,047 250000 SH Sole 23047000 GOLDMAN SACHS COMMODITIES FUND COM 38099Y925 5,029 68145.75 SH Sole 5028658.89 GOLDMAN SACHS GROUP INC COM 38141G104 4,483 31007 SH Sole 4482992.06 GOOGLE INC COM 38259P508 4,054 7711 SH Sole 4054366.69 GOOGLE INC COM 38259P508 27,139 51616 SH Sole 27139176.64 GREYSTAR RESOURCES LTD COM 397913$03 2,603 645871 SH Sole 2602800.26 HALLIBURTON CO. COM 406216101 43,219 1306896 SH Sole 43219050.72 HARRIS CORP. COM 413875105 11,915 269032 SH Sole 11915427.28 HARRY WINSTON DIAMOND CORP COM 41587B100 2,146 184639 SH Sole 2146172.12 HASBRO, INC. COM 418056107 1,040 23373 SH Sole 1040332.23 HEARTLAND EXPRESS, INC. COM 422347104 1,543 103790 SH Sole 1543357.3 HELMERICH & PAYNE, INC. COM 423452101 2,739 67691 SH Sole 2738777.86 HERBALIFE LTD COM B0539H3 2,022 33500 SH Sole 2021725 HESS CORP COM 42809H107 1,925 32568 SH Sole 1925420.16 HESS CORP COM 42809H107 4,521 76467 SH Sole 4520729.04 HEWLETT PACKARD CO. COM 428236103 3,296 78350 SH Sole 3296184.5 HEWLETT PACKARD CO. COM 428236103 23,290 553610 SH Sole 23290372.7 HHGREGG INC COM 42833L108 1,575 63600 SH Sole 1574736 HMS HOLDINGS CORP COM 40425J101 2,758 46796 SH Sole 2758156.24 HOME DEPOT, INC. COM 437076102 19,598 618624 SH Sole 19598008.32 HOME PROPERTIES INC. COM 437306103 1,161 21955 SH Sole 1161419.5 HON HAI PRECISION-GDR REG S COM 438090201 1,923 250453 SH Sole 1923479.04 HORMEL FOODS CORP. COM 440452100 1,985 44505 SH Sole 1984923 HOSPIRA INC COM 441060100 5,994 105143 SH Sole 5994202.43 HSBC FINANCE CORP CVT 40429C201 16,578 654225 SH Sole 16578061.5 HSBC HOLDINGS PLC CVT 404280604 3,841 157400 SH Sole 3840560 HSBC HOLDINGS PLC CVT 404280802 9,310 345080 SH Sole 9310258.4 HUMANA, INC. COM 444859102 2,534 50430 SH Sole 2533603.2 HUSKY ENERGY INC COM 448055103 2,466 101507 SH Sole 2466211.17 IDEA STAR HOLDINGS LTD COM 999PM8$65 25,640 23.01 SH Sole 25640057.99 IDGC HOLDING JSC COM B3CCJF2 1,923 13037000 SH Sole 1922957.5 ILLINOIS TOOL WORKS, INC. COM 452308109 7,515 159827 SH Sole 7515065.54 ILLUMINA INC COM 452327109 2,184 44400 SH Sole 2184480 IMPERIAL OIL LTD COM 453038408 4,105 108416 SH Sole 4104814.88 INDUSTRIAL ALLIANCE INSURANCE AND FINANCIAL SERVICES INC COM 455871103 2,486 81082 SH Sole 2485734.44 INFORMATICA CORP COM 45666Q102 4,244 110500 SH Sole 4244305

INFOSYS TECHNOLOGIES- SP ADR COM 456788108 12,063 179210 SH Sole 12062625.1 INMET MINING CORPORATION COM 457983104 2,078 37325 SH Sole 2077557.05 INTACT FINANCIAL CORP COM 45823T106 3,232 72966 SH Sole 3231674.2 INTEL CORP. COM 458140100 22,726 1183433 SH Sole 22725707.43 INTERCONTINENTAL- EXCHANGE INC COM 45865V100 1,195 11411 SH Sole 1194959.92 INTERGROUP FINANCIAL SERVICES CORP COM B1YZ331 5,475 188807 SH Sole 5475403 INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 4,672 34830 SH Sole 4672096.2 INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 40,166 299435 SH Sole 40166210.9 INTERNATIONAL PAPER CO. COM 460146103 9,808 450943 SH Sole 9808010.25 INTUIT, INC. COM 461202103 8,936 203972 SH Sole 8936013.32 ISHARES MSCI AUSTRALIA INDEX FUND COM 464286103 1,984 82218 SH Sole 1983920.34 ISHARES MSCI CANADA INDEX FUND COM 464286509 1,935 69030 SH Sole 1934910.9 ISHARES MSCI EAFE INDEX FUND COM 464287465 1,414 25740 SH Sole 1413640.8 ISHARES MSCI EMERGING MARKETS INDEX FUND COM 464287234 51,239 1144500 SH Sole 51239265 ISHARES MSCI EMERGING MARKETS INDEX FUND COM 464287234 156,431 3494108 SH Sole 156431215.2 ISHARES MSCI SOUTH AFRICA INDEX FUND COM 464286780 5,863 87740 SH Sole 5862786.8 ISHARES RUSSELL 1000 GROWTH INDEX FUND COM 464287614 2,789 54300 SH Sole 2789391 ISHARES RUSSELL 1000 VALUE INDEX FUND COM 464287598 2,972 50377 SH Sole 2971739.23 ISHARES S&P SMALLCAP 600 INDEX FUND COM 464287804 6,168 104390 SH Sole 6168405.1 ISHARES S&P/TSX 60 INDEX FUND COM 46428D108 9,433 540802 SH Sole 9433065.226 ITT CORPORATION COM 450911102 14,290 305153 SH Sole 14290314.99 IXIA COM 45071R109 3,308 266800 SH Sole 3308320 J.B. HUNT TRANSPORT SERVICES COM 445658107 2,065 59500 SH Sole 2064650 J0-ANN STORES INC COM 47758P307 1,839 41271 SH Sole 1838623.05 J0-ANN STORES INC COM 47758P307 2,048 45975 SH Sole 2048186.25 JDS UNIPHASE CORP COM 46612J507 2,744 221500 SH Sole 2744385 JOHNSON & JOHNSON COM 478160104 4,356 70302 SH Sole 4355911.92 JOHNSON & JOHNSON COM 478160104 30,028 484628 SH Sole 30027550.88 JOY GLOBAL INC. COM 481165108 5,865 83401 SH Sole 5864758.32 JP MORGAN CHASE CAPITAL X CVT 46623D200 1,688 66507 SH Sole 1687947.66 JPM CHASE CAPITAL XXV CVT 46631VAA9 1,511 1500000 SH Sole 1510658.91 JPMORGAN CHASE AND CO. COM 46625H100 4,303 113052 SH Sole 4302759.12 JPMORGAN CHASE AND CO. COM 46625H100 29,090 764301 SH Sole 29090332.93 JPMORGAN CHASE CAPITAL XXIX CVT 48125E207 1,673 65880 SH Sole 1673352

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QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 1,354 215889 SH Sole 1353624.03 R. R. DONNELLEY AND SONS CO. COM 257867101 3,240 191030 SH Sole 3239868.8 RADIOSHACK CORP. COM 750438103 2,035 95400 SH Sole 2034882 RADIOSHACK CORP. COM 750438103 39,851 1868302 SH Sole 39850881.66 RAYMOND JAMES FINANCIAL INC COM 754730109 2,449 96669 SH Sole 2448625.77 RAYONIER, INC. COM 754907103 3,322 66285 SH Sole 3322204.2 RAYTHEON CO. COM 755111507 13,626 298101 SH Sole 13626196.71 REGENERON PHARMACEUTICALS INC. COM 75886F107 1,104 40291 SH Sole 1103973.4 REGIONS FINANCIAL CORP COM 7591EP100 4,210 579116 SH Sole 4210173.32 RENESOLA LTD COM 75971T103 1,076 86100 SH Sole 1076250 REPUBLIC SERVICES IN COM 760759100 3,442 112900 SH Sole 3442321 RESEARCH IN MOTION LTD COM 760975102 2,043 42007 SH Sole 2042755.43 RF MICRO DEVICES INC COM 749941100 1,155 188100 SH Sole 1154934 RF MICRO DEVICES INC COM 749941100 2,056 334800 SH Sole 2055672 ROCKWOOD HOLDINGS INC COM 774415103 1,256 39900 SH Sole 1255653 ROCKWOOD HOLDINGS INC COM 774415103 2,788 88600 SH Sole 2788242 ROGERS COMMUNICATIONS INC COM 775109200 2,153 57636 SH Sole 2153153.96 ROGERS COMMUNICATIONS INC COM 775109200 2,329 62390 SH Sole 2329476.26 ROSNEFT OIL CO - GDR COM 67812M207 23,182 3501182 SH Sole 23181512.74 ROSS STORES, INC. COM 778296103 2,487 45503 SH Sole 2486624.1 ROVI CORP COM 779376102 4,204 83400 SH Sole 4204194 ROYAL BANK OF CANADA COM 780087102 1,160 22300 SH Sole 1160474.44 ROYAL BANK OF CANADA COM 780087102 11,641 223692 SH Sole 11640755.6 RUSHYDRO COM B2NWKZ1 10,379 202843890 SH Sole 10379219.55 SAFEWAY INC COM 786514208 4,571 216008 SH Sole 4570729.28 SALESFORCE.COM INC COM 79466L302 1,867 16700 SH Sole 1867060 SALIX PHARMACEUTICALS COM 795435106 2,876 72397 SH Sole 2875608.84 SALIX PHARMACEUTICALS COM 795435106 3,005 75645 SH Sole 3004619.4 SANDISK CORP. COM 80004C101 1,154 31486 SH Sole 1153961.9 SARA LEE CORP. COM 803111103 6,948 517368 SH Sole 6948252.24 SATURNS - DOW 2003-4 CVT 80411C207 1,458 57050 SH Sole 1458198 SBERBANK RF-$ US COM B56C9L8 1,431 510080 SH Sole 1430774.4 SBERBANK RF-$ US COM B56C9L8 42,887 15333500 SH Sole 42886777.5 SCHLUMBERGER, LTD. COM 806857108 2,821 45784 SH Sole 2820752.24 SCHLUMBERGER, LTD. COM 806857108 7,647 124123 SH Sole 7647218.02 SEACOR HOLDINGS INC COM 811904101 1,081 12697 SH Sole 1081276.52 SEMICONDUCTOR HOLDRS TRUST COM 816636203 1,297 46800 SH Sole 1296945 SHERWIN-WILLIAMS CO. COM 824348106 1,354 18023 SH Sole 1354248.22 SHERWIN-WILLIAMS CO. COM 824348106 8,239 109652 SH Sole 8239251.28 SISTEMA JSFC COM 48122U204 1,980 77050 SH Sole 1980185 SLM CORP CVT 78442P403 2,385 133000 SH Sole 2384690 SLM CORP CVT 78442P601 3,246 184000 SH Sole 3245760 SM ENERGY CO COM 78454L100 2,173 58013 SH Sole 2173166.98 SMFG PREFERRED CAPITAL CVT 78454AAA2 1,424 1431000 SH Sole 1423845 SMFG PREFERRED CAPITAL CVT 78454AAA2 5,044 5069000 SH Sole 5043655 SOCIEDAD QUIMICA Y MINERA DE CHILE SA COM 833635105 7,547 156440 SH Sole 7546665.6 SOURCEFIRE INC COM 83616T108 1,286 44597 SH Sole 1286177.48

SOUTHERN COPPER CORP COM 84265V105 8,243 234710 SH Sole 8243015.2 SOUTHWEST AIRLINES CO. COM 844741108 2,011 153847 SH Sole 2010780.29 SPDR S&P 500 ETF TRUST COM 78462F103 18,183 159316 SH Sole 18182735.08 SPX CORP. COM 784635104 1,287 20345 SH Sole 1287431.6 STALLION OILFIELD SVCS LTD COM 85259T2#1 1,930 53296 SH Sole 1930000 STAPLES, INC. COM 855030102 3,093 147846 SH Sole 3092938.32 STARBUCKS CORP. COM 855244109 8,282 324121 SH Sole 8282158.49 STATE STREET CAP TR IV CVT 85748DAA7 3,516 4875000 SH Sole 3515884.12 STATE STREET CAP TR IV CVT 85748DAA7 6,963 9655000 SH Sole 6963253.6 STATE STREET CORP. COM 857477103 1,764 46837 SH Sole 1763881.42 STATE STREET CORP. COM 857477103 9,093 241459 SH Sole 9093345.94 STERICYCLE, INC. COM 858912108 3,289 47339 SH Sole 3289113.72 STERICYCLE, INC. COM 858912108 35,297 508021 SH Sole 35297299.08 STEVEN MADDEN, LTD. COM 556269108 2,531 61644 SH Sole 2531102.64 STRATS-JP MORGAN I CVT 78478Q101 1,819 79600 SH Sole 1818860 STRATS-JP MORGAN I CVT 78478Q101 7,111 311200 SH Sole 7110920 STRYKER CORP. COM 863667101 2,233 44606 SH Sole 2232530.3 SUCCESSFACTORS INC COM 864596101 1,353 53900 SH Sole 1353429 SUNCOR ENERGY INC COM 867224$07 7,228 222255 SH Sole 7228259.96 SUPERVALU, INC. COM 868536103 1,979 171644 SH Sole 1979055.32 SURGUTNEFTEGAZ COM 4851732 2,178 2317000 SH Sole 2177980 SWISS RE CAPITAL I LP CVT 87089AAA6 4,600 5000000 SH Sole 4600000 SYMANTEC CORP. COM 871503108 2,683 177179 SH Sole 2682568.15 SYSCO CORP. COM 871829107 1,439 50470 SH Sole 1439404.4 SYSCO CORP. COM 871829107 12,231 428844 SH Sole 12230630.88 TALISMAN ENERGY INC. COM 87425E103 1,872 107100 SH Sole 1872013.32 TALYST INC PREFERRED STOCK SERIES D CVT 87484@134 3,744 2037213 SH Sole 3744421.15 TALYST INC SERIES C PFD CVT 87484@126 4,204 1024156 SH Sole 4204178.6 TANGER FACTORY OUTLET CTRS COM 875465106 1,169 24797 SH Sole 1168930.58 TARGET CORPORATION COM 87612E106 2,109 39472 SH Sole 2109383.68 TARGET CORPORATION COM 87612E106 6,981 130632 SH Sole 6980974.08 TATA MOTORS LTD COM 876568502 1,862 72981 SH Sole 1861745.31 TATA MOTORS LTD COM 876568502 3,319 130117 SH Sole 3319284.67 TECK RESOURCES LTD CLS B COM 878742204 16,710 406569 SH Sole 16709967.52 TELLABS, INC. COM 879664100 2,421 324936 SH Sole 2420773.2 TELUS CORPORATION COM 87971M103 3,155 71079 SH Sole 3155013.43 TENET HEALTHCARE CORP. COM 88033G100 2,444 517799 SH Sole 2444011.28 TEXAS INSTRUMENTS, INC. COM 882508104 1,450 53418 SH Sole 1449764.52 TEXAS INSTRUMENTS, INC. COM 882508104 5,391 198642 SH Sole 5391143.88 TEXAS ROADHOUSE INC- CLASS A COM 882681109 1,591 113214 SH Sole 1590656.7 THE HERSHEY COMPANY COM 427866108 1,338 28105 SH Sole 1337516.95 THE HERSHEY COMPANY COM 427866108 11,903 250116 SH Sole 11903020.44 THERMADYNE HOLDINGS CORP COM 883435307 1,107 78348 SH Sole 1107057.24 THERMO FISHER CORP COM 883556102 1,742 36388 SH Sole 1742257.44 TIM HORTONS INC - CAD COM 88706M103 3,005 82572 SH Sole 3005241.28 TIME WARNER CABLE INC COM 88732J207 1,004 18592 SH Sole 1003782.08

TIME WARNER CABLE INC COM 88732J207 10,900 201889 SH Sole 10899987.1 TJX COMPANIES, INC. COM 872540109 9,637 215924 SH Sole 9636688.12 TMK OAO COM 87260R201 1,732 101880 SH Sole 1731960 TORCHMARK CAPITAL TRUST III CVT 89102W208 6,675 262064 SH Sole 6674770.08 TORO CO. COM 891092108 1,054 18736 SH Sole 1053525.28 TORONTO DOMINION BK COM 891160509 3,738 51858 SH Sole 3737521.29 TORONTO DOMINION BK COM 891160509 34,530 478954 SH Sole 34530054.45 TPC GROUP INC COM 89236Y104 2,758 115800 SH Sole 2758356 TRANSCANADA CORP COM 89353D107 2,563 69141 SH Sole 2562741.35 TRAVELERS COS INC/THE COM 89417E109 2,491 47810 SH Sole 2490901 TRAVELERS COS INC/THE COM 89417E109 9,516 182654 SH Sole 9516273.4 TRIMAS CORP COM 896215209 1,691 113862 SH Sole 1690850.7 TWIN DISC INC COM 901476101 1,218 87300 SH Sole 1217835 TYCO ELECTRONICS LTD COM B62B7C3 1,747 59800 SH Sole 1747356 TYCO INTERNATIONAL LTD COM B64GC98 8,804 239684 SH Sole 8803593.32 TYSON FOODS, INC. CLASS A COM 902494103 2,903 181186 SH Sole 2902599.72 U.S. BANCORP, INC. COM 902973304 10,850 501847 SH Sole 10849932.14 UNICREDITO ITAL CAP TRST CVT 90466HAA8 1,003 1000000 SH Sole 1002500 UNITED PARCEL SERVICE CLASS -B COM 911312106 41,873 627873 SH Sole 41872850.37 UNITED TECHNOLOGIES CORP. COM 913017109 19,200 269556 SH Sole 19200473.88 UNITEDHEALTH GROUP INC COM 91324P102 2,255 64231 SH Sole 2255150.41 UNITEDHEALTH GROUP INC COM 91324P102 15,046 428536 SH Sole 15045898.96 UNIVERSAL CORP/VA COM 913456109 1,584 39500 SH Sole 1583555 UNUM GROUP COM 91529Y106 5,973 269678 SH Sole 5973367.7 US BANCORP CVT 902973866 1,927 2496 SH Sole 1926912 US BANCORP CVT 902973866 2,242 2904 SH Sole 2241888 USB CAPITAL IX CVT 91731KAA8 1,261 1606000 SH Sole 1260710 USB CAPITAL IX CVT 91731KAA8 1,879 2394000 SH Sole 1879290 USB CAPITAL VI CVT 903304202 2,988 119800 SH Sole 2987812 USB CAPITAL VII CVT 903301208 1,353 54500 SH Sole 1353235 USB CAPITAL X CVT 91731L207 7,171 278500 SH Sole 7171375 USB CAPITAL XI CVT 903300200 16,901 671216 SH Sole 16901218.88 USB CAPITAL XIII TRUST CVT 90344NAA3 1,011 1000000 SH Sole 1010560.84 V. F. CORP. COM 918204108 1,591 19640 SH Sole 1591232.8 VALE SA COM 91912E105 2,452 78429 SH Sole 2452474.83 VALE SA COM 91912E105 29,236 934960 SH Sole 29236199.2 VALEANT PHARMACEUTICALS INTERNATIONAL INC COM 91911K102 1,465 58486 SH Sole 1465219.63 VALIC CO I COM 91915R608 20,429 3365500.99 SH Sole 20428590.98 VALIC II - HIGH YIELD BOND FUND COM 91915T505 57,290 7548091.55 SH Sole 57290014.92 VALIC II - STRATEGIC BOND FUND COM 91915T828 64,883 5726620.23 SH Sole 64882607.2 VANGUARD EMERGING MARKETS ETF COM 922042858 48,008 1056060 SH Sole 48008487.6 VANGUARD EMERGING MARKETS ETF COM 922042858 134,811 2965491 SH Sole 134811220.9 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,509 24946 SH Sole 1509233

VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1,288 44766 SH Sole 1288365.48 VEECO INSTRUMENTS, INC. COM 922417100 1,463 41961 SH Sole 1463180.07 VENEZUELA - OIL OBLIGATION CERT GOVT 4926050 1,193 45000 SH Sole 1192500 NATIONAL VENTAS INC COM 92276F100 1,698 32930 SH Sole 1698200.1 VERIZON COMMUNICATIONS COM 92343V104 27,617 847403 SH Sole 27616863.77 VIRGIN MEDIA INC COM 92769L101 3,947 172500 SH Sole 3946800 VIRGIN MEDIA INC COM 92769L101 6,416 280417 SH Sole 6415940.96 VISHAY INTER- TECHNOLOGY, INC. COM 928298108 1,511 156046 SH Sole 1510525.28 VMWARE INC COM 928563402 2,509 29540 SH Sole 2509127.6 VNB CAPITAL TRUST I CVT 92856Q203 1,858 73017 SH Sole 1858282.65 W. W. GRAINGER, INC. COM 384802104 3,744 31437 SH Sole 3744461.07 WACHOVIA CAPITAL TRUST I CVT 92978X201 10,132 404471 SH Sole 10131998.55 WACHOVIA CAPITAL TRUST IV CVT 92978U207 8,277 332527 SH Sole 8276597.03 WALGREEN CO. COM 931422109 1,464 43702 SH Sole 1464017 WAL-MART STORES INC COM 931142103 8,969 167578 SH Sole 8968774.56 WALT DISNEY COM 254687106 1,830 55296 SH Sole 1830297.6 WASHINGTON POST CO. CLASS B COM 939640108 1,324 3316 SH Sole 1324443.56 WELLS FARGO & COMPANY CVT 949746PM7 1,047 995000 SH Sole 1047237.5 WELLS FARGO & COMPANY CVT 949746PM7 4,215 4005000 SH Sole 4215262.5 WELLS FARGO CAPITAL XII CVT 94985V202 5,099 188500 SH Sole 5098925 WELLS FARGO CO. COM 949746101 1,309 52111 SH Sole 1308767.8 WELLS FARGO CO. COM 949746101 30,540 1215926 SH Sole 30540024.83 WEYERHAEUSER CO. COM 962166104 2,648 168026 SH Sole 2648089.76 WHIRLPOOL CORP. COM 963320106 1,166 14400 SH Sole 1165824 WILLIAMS COMPANIES, INC. COM 969457100 1,525 79827 SH Sole 1525493.97 WILLIAMS COMPANIES, INC. COM 969457100 9,464 495247 SH Sole 9464170.17 WORLD ACCEPTANCE CORP. COM 981419104 2,759 62473 SH Sole 2758807.68 WORLD FUEL SVCS CORP COM 981475106 1,051 40399 SH Sole 1050777.99 WORNICK HLDG CO INC COM 98162@106 1,638 23723 SH Sole 1638073.16 WYNDHAM WORLDWIDE CORP COM 98310W108 1,023 37249 SH Sole 1023230.03 WYNN RESORTS LTD COM 983134107 1,094 12605 SH Sole 1093735.85 X 5 RETAIL GROUP NV COM 98387E205 1,149 28730 SH Sole 1149200 X 5 RETAIL GROUP NV COM 98387E205 16,314 408238 SH Sole 16314120 XEROX CORP. COM 984121103 1,761 170114 SH Sole 1760679.9 YAMANA GOLD INC COM 98462Y100 1,593 139825 SH Sole 1592684.68 YELLOW PAGES INCOME FUND COM 985569102 2,239 417698 SH Sole 2239074.43 YUM! BRANDS INC COM 988498101 1,450 31481 SH Sole 1450014.86 ZCR INVEST TR EQUITY INDEX PORTFOLIO COM 98877#134 18,977 466714.41 SH Sole 18976607.92 ZCR INVEST TR FIXED INCOME PORTFOLIO COM 98877#126 54,690 2852906.64 SH Sole 54690220.29 ZIMMER HOLDINGS INC COM 98956P102 12,499 238854 SH Sole 12499229.82

ZOLL MEDICAL CORP. COM 989922109 3,045 94370 SH Sole 3045319.9 ZUMIEZ INC COM 989817101 1,655 78205 SH Sole 1654817.8

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