Form 11-K
Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM 11-K

 

 

 

x ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2009

OR

 

¨ TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from              to             

Commission file number: 001-06033

 

 

 

A. Full title of the plan and the address of the plan, if different from that of the issuer named below:

United Airlines Pilot Directed Account Plan

Benefits Administration – OPCHR

United Air Lines, Inc.

P.O. Box 66100

Chicago, IL 60666

 

B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

UAL Corporation

77 W. Wacker Drive

Chicago, Illinois 60601

(312) 997-8000

 

 

 


Table of Contents

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

TABLE OF CONTENTS

 

 

 

     Page

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

   1

FINANCIAL STATEMENTS:

  

Statements of Net Assets Available for Benefits as of December 31, 2009 and 2008

   2

Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2009

   3

Notes to Financial Statements as of December 31, 2009 and 2008, and for the Year Ended December  31, 2009

   4–14

SUPPLEMENTAL SCHEDULES:

   15

Form 5500, Schedule H, Part IV, Line  4i—Schedule of Assets (Acquired and Disposed of Within the Plan Year)

   16

Form 5500, Schedule H, Part IV, Line  4i—Schedule of Assets (Held at End of Year) as of December 31, 2009

   26

SIGNATURE

  

EXHIBIT

  

The following exhibit is filed herewith:

Exhibit 23 Consent of Independent Registered Public Accounting Firm

 

NOTE:

  

All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and

Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.


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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the

United Airlines Pilot Directed Account Plan

We have audited the accompanying statements of net assets available for benefits of the United Airlines Pilot Directed Account Plan (the “Plan”), as of December 31, 2009 and 2008, and the related statement of changes in net assets available for benefits for the year ended December 31, 2009. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2009 and 2008, and the changes in net assets available for benefits for the year ended December 31, 2009 in conformity with accounting principles generally accepted in the United States of America.

Our audit was conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The accompanying supplemental schedules of (1) assets (acquired and disposed of within the plan year) for the year ended December 31, 2009 and (2) assets (held at end of year) as of December 31, 2009, are presented for the purpose of additional analysis and are not a required part of the basic financial statements, but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These schedules are the responsibility of the Plan’s management. Such schedules have been subjected to the auditing procedures applied in our audit of the basic 2009 financial statements and, in our opinion, are fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.

 

/s/ Deloitte & Touche LLP
Chicago, Illinois
June 25, 2010

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

AS OF DECEMBER 31, 2009 AND 2008

(In millions)

 

 

 

     2009     2008  

ASSETS:

    

Participant-directed investments, at fair value (Notes 3 and 9)

   $ 2,828      $ 2,346   

Contributions receivable

     12        13   

Pending trade receivables—net

     6        —     

Accrued income—net

     3        4   

Collateral received for securities loaned (Note 3)

     —          85   
                

Total assets

     2,849        2,448   
                

LIABILITIES:

    

Pending trade payables—net

     —          (31

Other liability

     (2     —     

Obligation for collateral received for securities loaned (Note 3)

     —          (86
                

Total liabilities

     (2     (117
                

NET ASSETS AVAILABLE FOR BENEFITS

   $ 2,847      $ 2,331   
                

See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

FOR THE YEAR ENDED DECEMBER 31, 2009

(In millions)

 

 

 

ADDITIONS:

  

Contributions:

  

Employer contributions

   $ 135   

Participant contributions

     41   
        

Total contributions

     176   

Investment income:

  

Net appreciation in fair value of investments

     408   

Dividends and interest

     27   

Other income

     10   
        

Net investment income

     445   

Total additions

     621   
        

DEDUCTIONS:

  

Benefits paid to participants

     (95

Administrative expenses

     (10
        

Total deductions

     (105
        

INCREASE IN NET ASSETS

     516   

NET ASSETS AVAILABLE FOR BENEFITS:

  

Beginning of year

     2,331   
        

End of year

   $ 2,847   
        

See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

NOTES TO FINANCIAL STATEMENTS

AS OF DECEMBER 31, 2009 AND 2008, AND FOR THE YEAR ENDED DECEMBER 31, 2009

 

 

 

1. DESCRIPTION OF PLAN

The following description of the United Airlines Pilot Directed Account Plan (the “Plan”) is for general information purposes only. Participants should refer to the Plan document for more complete information.

General and Plan Participants—The Plan is a defined contribution plan covering all employees of United Air Lines, Inc. (“United” or the “Company”) who are represented by the Air Line Pilots Association, International (“ALPA”). United pilots are eligible to become participants in the Plan on their date of hire. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”).

Trustee and Record Keeper—The Russell Trust Company (“Russell” or “Trustee”) serves as Plan Trustee. Per the United Airlines, Inc. Pilots’ Directed Account Plan Trust Agreement, Russell is responsible for many aspects of the trust, including administration and the management and custody of all Plan assets. As approved by the Retirement and Welfare Administration Committee appointed by the Board of Directors of the Company, Russell has hired The Northern Trust Company to serve as sub-custodian of the Plan and Hewitt & Associates to serve as the subagent performing the participant recordkeeping functions.

Contributions—There are several types of contributions that may be made to the Plan on participants’ behalf:

 

   

Company Contributions: The Company contributes to the Plan an amount equal to 16% of participant eligible earnings. Company contributions on behalf of a participant are allocated directly to each participant’s account. The participant is not required to contribute to the Plan to receive this direct employer contribution.

 

   

Employee contributions: Eligible employees may elect to contribute to the Plan in any whole percentage from 1% to 60% of eligible earnings. Eligible employees may also make a supplemental election to contribute an additional pretax contribution in an amount equal to 1% to 90% of their net pretax pay. Section 402(g) of the Internal Revenue Code (“IRC”) limits the amount of pretax 401(k) contributions to a maximum of $16,500 in 2009. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Eligible employees may also elect to make voluntary after-tax contributions to the Plan from 1% to 60% of the participant’s earnings (as defined by the Plan) for each pay period only after making the maximum pretax contribution. Section 415(c) of the IRC limits the total amount of contributions to all qualified defined contribution retirement plans to the lesser of 100% of annual taxable earnings or $49,000.

 

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Voluntary pretax catch-up contributions: Participants age 50 or older at any time during the Plan year can make additional pretax catch-up contributions to the Plan. This catch-up contribution is available only to the extent the participant has contributed the maximum amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calendar year 2009, the maximum amount is $5,500.

 

   

Rollover Contributions—Participants may elect to roll over money into the Plan from certain other qualified employer plans or qualified IRA. The Plan will not accept a rollover of after-tax contributions. Rollover contributions for the year ended December 31, 2009, include $216,393, which were transferred from other qualified plans as rollovers under the IRC Sections 402(c) and 408(d).

Participant Accounts—Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the contributions, and Plan earnings, and charged with withdrawals and an allocation of Plan losses and administrative expenses. Allocations are based on account balances, as defined by the Plan. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account.

Investments—Participants direct the investment of their contributions and account balances in 1% increments into the following various investment options offered by the Plan:

 

   

Money Market Fund

 

   

Short-Term Bond Fund

 

   

Diversified Bond Fund

 

   

Value Equity Fund

 

   

Growth Equity Fund

 

   

Small Cap Equity Fund

 

   

International Equity Fund

 

   

S&P 500 Index Fund

 

   

AutoPDAP Funds, which are funds that are invested in a diversified portfolio of underlying stock and bond funds strategically mixed for investors based on their estimated retirement date.

 

   

Individual Brokerage Account (IBA)—Subject to a number of conditions and restrictions, this option allows participants to select from a wide range of investments, including UAL common stock, which are made available through the Charles Schwab and Co., Inc. individual brokerage account network.

Vesting—Participants are vested immediately in their contributions and the Company’s contributions, plus actual earnings thereon, and the balance of a participant’s account is nonforfeitable at all times. Accordingly, there are no forfeitures under the Plan.

Participant Loans—Active employees- receiving regular pay from the Company- may borrow from their fund accounts. A loan may not exceed $50,000 minus their highest outstanding loan balance over the last 12 months or one-half of their PDAP account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by a pro rata transfer from the assets of the account invested in the investment funds (excluding Individual Brokerage Account). The loan is secured by the participant’s account balance, and is generally repaid through payroll deductions on an after-tax basis for the term of the loan, which is a maximum of 60 months. The term of the loan may be extended to a period up to 15 years if the loan is used to acquire a principal residence. Loans are subject to an annual interest rate at one percent above the prime rate listed in the Wall Street Journal on the business day preceding the effective date of the participant request (interest rates ranged from 4.25% to 10.5% at December 31, 2009). Participants may only have one loan outstanding at any time. Participants are eligible to request a new loan 30 days after full repayment of a prior loan. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant’s account and added to the loan amount.

 

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Payment of Benefits—Withdrawals from the Plan may be made as follows, as applicable to the participant’s eligibility, amount requested, and existing balances:

 

   

Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or in the form of a fixed or variable annuity. All or a portion of the amount of the distribution may be excluded from income by a direct roll over into an Individual Retirement Account, qualified plan, an annuity contract or annuity plan under Section 403, and certain governmental plans under Section 457. However, distributions required under the minimum distribution rules, a hardship distribution from pretax contributions, or periodic payments in substantially equal amounts over the life, life expectancy or period of 10 years and more are not eligible for rollover distributions. Participants must begin to receive plan benefits not later than April 1st of the year following the year in which they reach age 70 1/2. At a minimum, they must draw benefits in annual installments at least equal to the minimum required by law.

 

   

Distributions of accounts due to the death of a participant may be taken by the participant’s beneficiaries in any one, or any combination of forms, and in any proportions, as are made available to participant upon retirement or termination of employment. The participant’s surviving spouse, if any, is automatically the beneficiary of at least half of the account. The surviving spouse may elect to defer distribution until participant would have attained age 70  1/2 or may elect an earlier distribution. Any designated beneficiary who is not the participant’s surviving spouse may elect a direct trustee-to-trustee transfer of eligible distributions.

 

   

In-service withdrawals for participants who are actively employed or are absent due to reasons of illness (other than grounded status), or approved leave of absence and maintain an employer-employee relationship with the Company are permitted as follows:

 

   

Discretionary withdrawals of after-tax contributions and earnings

 

   

Hardship withdrawals of pretax 401(k) contributions, subject to restrictions described in the Plan

 

   

After reaching age 59 1/2, rollover contributions (as adjusted for earnings and losses) may be withdrawn at any time. After rollover contributions are depleted, pretax contributions (but no earnings) can be withdrawn.

Generally, withdrawals are allocated pro rata to the balances of each of the investment funds in the participant’s account.

 

2. SIGNIFICANT ACCOUNTING POLICIES

Basis of Accounting—The financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America.

Use of Estimates—The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amount of net assets available for benefits and changes therein.

 

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Actual results could differ from those estimates. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

New Accounting PronouncementsIn 2009, the FASB issued additional guidance for determining fair value when the volume and level of activity for the asset or liability have significantly decreased and identifying transactions that are not considered orderly. In addition, the FASB provided guidance on measuring the fair value of certain investments in entities that calculate net asset value per share. The FASB also issued guidance requiring disclosure of changes in valuation techniques, if any, and required expanded disclosure for certain types of investments. The new guidance also requires disclosure of information such as investment objectives and redemption requirements for certain investments in entities that calculate net asset value per share. The Plan’s disclosures for the 2009 period reflect the prospective adoption of this guidance.

In August 2009, the FASB issued guidance addressing the measurement of liabilities when a quoted price in an active market for an identical liability is not available and clarifies that a reporting entity should not make an adjustment to fair value for a restriction that prevents the transfer of the liability. The additional guidance will be effective for financial statements issued for the first reporting period beginning after issuance of the guidance. The Plan has not determined the impact of adoption of this guidance on its financial statements.

In January 2010, the FASB released accounting guidance that requires new fair value measurement classification disclosures and clarifies existing disclosures. The guidance requires disclosures about transfers into and out of Levels 1 and 2 of the fair value hierarchy, and separate disclosures about purchases, sales, issuances and settlements relating to Level 3 measurements. It also clarifies the existing fair value disclosures regarding valuation techniques, inputs used in those valuation models and at what level of detail fair value disclosures should be provided. The guidance is effective for interim and annual reporting periods beginning after December 15, 2009, except for the disaggregation of the Level 3 activity, which is effective for interim and annual periods beginning after December 15, 2010. The Plan has not determined the impact of adoption of this guidance on its financial statements.

Investment Valuation and Income Recognition—The Plan’s investments are reported at fair value (See Note 8 “Fair Value Measurements”). The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (the exit price).

The pending trade receivables (payables) are recorded net of related (payables) receivables and represent net amounts due from to investment managers arising from security trading activities settled subsequent to year-end.

Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date.

Net Appreciation in Value of Investments—Net appreciation in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at January 1, or date of purchase if subsequent to January 1, and fair value at date of sale or the current year-end. The unrealized gain or loss on investments in the International Equity Fund represents the difference between fair value at January 1, or date of purchase, and the fair value at the date of sale or the current year-end plus, where applicable, the change in the exchange rate between the U.S. dollar and the foreign currency in which the assets are denominated from January 1, or the date of purchase, to the date of sale or the current year-end.

 

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Administrative and Investment Management Expenses—Management and audit fees, which are paid by the Plan, are paid to the trustee based upon investment fund balances. Brokerage and other investment fees are included as an addition to the net appreciation in fair value of investments. United performs certain administrative functions for the Plan without charge.

Payment of Benefits—Benefit payments to participants are recorded upon distribution. Amounts relating to participants who have elected to withdraw from the Plan but have not yet been paid were $713,556 and $293,262 at December 31, 2009 and 2008, respectively.

 

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3. INVESTMENTS

The Plan’s investments that represented 5% or more of the Plan’s net assets available for benefits as of December 31, 2009 and 2008, are as follows (in millions):

 

     2009    2008

Frank Russell Short-Term Investment Fund

   $ 449    $ 523

Schwab Money Market Fund

     185      233

During the year ended December 31, 2009, the Plan’s investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value as follows (in millions):

 

Cash and cash equivalents

   $ (1

Equity securities

     369   

Corporate and international bonds

     18   

Government securities and other fixed income instruments

     20   

Net gain on in-kind Schwab IBA benefit distributions

     2   
        

Total

   $ 408   
        

Prior to October 30, 2009, the Trustee was authorized to engage in the lending of certain Trust assets. Securities lending was an investment management strategy that utilized the existing securities (government bonds, corporate bonds, or equities) of the Trust to earn additional income ($464,960 and $1,566,277 in 2009 and 2008, respectively). It involved the loaning of securities by the Lending Agent (The Northern Trust Company) to a select group of approved broker-dealers. In return for the loaned securities, the Lending Agent simultaneously receives collateral from a borrower (such as in the form of cash, U.S. government securities and irrevocable bank letters of credit) as a precaution against possible default of any borrower on the return of the loan. Each loan was collateralized to the extent of 102% for domestic securities and 105% for international securities of the fair value of the loan (including any accrued interest if appropriate to particular securities). The collateral was marked-to-market on a daily basis to maintain the margin requirement. Effective October 30, 2009, the Trust withdrew from the securities lending program.

Plan assets are invested by a group of investment managers. The investment managers buy or sell securities on behalf of the Plan, in accordance with the investment objectives and guidelines established for each of the investment funds.

 

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As of December 31, 2009, the investment managers were as follows:

 

Money Market Fund

              Russell Trust Company

Short Term Bond Fund

              Pacific Investment Management Company, LLC

Diversified Bond Fund

              Western Asset Management Company
              Pacific Investment Management Company, LLC
              Russell Trust Company

International Equity Fund

              Arrowstreet Capital, LP
              Marsico Capital Management, LLC
              MFS Institutional Advisors, Inc.
              AllianceBernstein, LP
              RTC Emerging Markets Fund
              Russell Trust Company

Value Equity Fund

              Dodge & Cox Incorporated
              Jacobs Levy Equity Management, Inc.
              MFS Institutional Advisors, Inc.
              Deprince, Race & Zollo, Inc.
              JS Asset Management
              Russell Trust Company

Growth Equity Fund

              BlackRock Financial Management
              Cornerstone Capital Management, Inc.
              Suffolk Capital Management, LLC
              Sustainable Growth Advisers, LP
              Russell Trust Company

Small Cap Equity Fund

              ClariVest Asset Management, LLC
              Copper Rock Capital Partners, LLC
              Delaware Investment Advisers
              Jacobs Levy Equity Management, Inc.
              Opus Capital Management
              Signia Capital Management, LLC
              Turner Investment Partners, Inc.
              Russell Trust Company

S&P 500 Index Fund

              PanAgora Asset Management, Inc.
              Russell Trust Company

Individual Brokerage Account Option

              Self-directed account with Charles Schwab

 

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4. DERIVATIVE FINANCIAL INSTRUMENTS

The Plan allows certain investment managers to reduce the funds’ exposure to foreign currency fluctuations through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds’ cash position through equity index future contracts. Additionally, other investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. Credit default swaps may be used by investment managers to effectively increase or decrease their exposure to individual corporate bond issues or baskets of corporate bond issues. They may also be used to effectively replicate corporate bond positions and manage overall credit risk. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value as determined by exchange quoted market prices or through other valuation techniques. The Plan’s derivative positions as of December 31, 2009 were not material.

 

5. EXEMPT PARTY-IN-INTEREST TRANSACTIONS

The Plan holds investments managed by Russell. Russell is the trustee as defined by the Plan, and, therefore, these transactions qualify as party-in-interest transactions. Total fees and commissions paid by the Plan to Russell for plan year 2009 totaled $9,457,955.

The Plan invests in shares of UAL common stock. UAL is the parent company of United and, as such, investment activity related to UAL common stock qualifies as exempt party-in-interest transactions.

 

6. PLAN TERMINATION

The Company expects to continue the plan indefinitely, but reserves the right to terminate the Plan, in whole or in part, provided that Plan termination is effected by a written resolution adopted by a majority of the Board of Directors of the Company subject to the provisions set forth in ERISA and the currently effective collective bargaining agreement with ALPA. If the Plan is terminated, employer contributions would cease and all amounts credited to a participant’s account at the time of termination shall be retained in the Plan and will be distributed in accordance with ERISA and the normal distribution rules of the Plan.

 

7. FEDERAL INCOME TAX STATUS

The IRS has determined and informed the Company by a letter, dated March 31, 2009, that the Plan and related trust were designed in accordance with applicable regulations of the Internal Revenue Code. United and Plan management believe the Plan is currently designed and operated in accordance with applicable requirements of the Internal Revenue Code, and the Plan and related trust continue to be tax exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.

 

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8. FAIR VALUE MEASUREMENTS

Effective January 1, 2008, the Plan adopted FASB ASC Topic 820, Fair Value Measurements (“ASC 820”), which establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). This hierarchy requires entities to maximize the use of observable inputs and minimize the use of unobservable inputs. The three levels of inputs used to measure fair value are as follows:

 

Level 1

   Quoted market prices in active markets for identical assets that are accessible at the measurement date.

Level 2

   Quoted market prices of identical assets in inactive markets or similar assets in active markets; and observable or correlated inputs for the asset (e.g., interest rates and yield curves observable at commonly quoted intervals).

Level 3

   Unobservable inputs that reflect the reporting entity’s own assumptions about inputs used by market participants in pricing assets or liabilities.

Mutual funds and collective trusts represent investments with various investment managers. The respective fair values of these investments are determined by reference to the funds’ underlying assets, which are principally marketable equity and fixed income securities. Shares held in mutual funds are valued at the closing share price, which is based on the funds’ net asset value at year-end. Units held in collective trusts are valued at the unit value as reported by the investment managers at year-end.

Participant loans are valued at cost, which approximates fair value.

Investments in Individual Brokerage Accounts and the UAL Stock Fund are described below:

Cash and short-term investments include cash and short-term interest-bearing investments with initial maturities of three months or less. Such amounts are recorded at cost, plus accrued interest, which approximates market value.

Common stock, preferred stock, and fixed income securities traded in active markets on national and international securities exchanges are valued at closing prices on the last business day of each period presented. Fixed income securities classified as level 2 are valued based on quoted prices in inactive markets.

The following tables presents the Trust’s investment assets and liabilities at fair value categorized in the different levels, as of December 31, 2009 and 2008. As required by ASC 820, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

 

     Investment Assets at Fair Value as of
December 31, 2009
(In millions)    Level 1    Level 2     Level 3    Total

Assets:

          

Cash and cash equivalents—net of offsets

   $ 37    $ 12      $ —      $ 49

Common Collective Trusts—Bond Funds

     —        151 (a)      —        151

Common Collective Trusts—Equity Funds

     —        95 (b)      —        95

Common Collective Trusts—Short Term Funds

     —        702 (c)      —        702

Corporate and International Bonds

     —        58        —        58

Equity Securities—Common Stock (large cap)

     743      1        —        744

Equity Securities—Common Stock (mid cap)

     275      1        —        276

Equity Securities—Common Stock (small cap)

     138      7        —        145

Equity Securities—Other

     22      12        1      35

Fixed Income—Asset-backed Securities

     —        51        —        51

Fixed Income—Government Securities

     —        25        1      26

Mutual Funds—Bonds Funds

     87      9        —        96

Mutual Funds—Equity Funds

     328      —          —        328

Other

     5      32        6      43

Participant Loans

     —        —          29      29
                            

Total investment assets at fair value

   $ 1,635    $ 1,156      $ 37    $ 2,828
                            

 

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(a) Generally, the investment objective is to utilize longer-term, diversified holdings to provide as high a level of current income as possible within the confines of a passive management strategy. The redemption of units is available on any business day

(b) Generally, the investment objective is to provide current income and growth by focusing on a specific industry or index of equities while minimizing portfolio risk exposure. The redemption of units is available on any business day.

(c) Generally, the investment objective is to provide the highest current income with stability of capital and liquidity through the utilization of high quality securities. The redemption of units is available on any business day.

 

     Investment Assets and Liabilities at
Fair Value as of
December 31, 2008
(In millions)    Level 1    Level 2    Level 3    Total

Assets:

           

Cash and cash equivalents

   $ 29    $ 10    $ —      $ 39

Mutual funds

     221      —        —        221

Common collective trusts

     —        999      —        999

Equity securities

     825      6      —        831

Asset-backed securities

     —        15      1      16

Corporate and international bonds

     —        51      —        51

Government securities and other fixed income

     —        70      1      71

Other

     —        10      1      11

Participant loans

     —        —        23      23

Securities on loan:

           

Equity securities

     81      —        —        81

Corporate and international bonds

     —        1      —        1

Government securities and other fixed income

     —        2      —        2
                           

Total investment assets at fair value

   $ 1,156    $ 1,164    $ 26    $ 2,346
                           

Liabilities:

           

Obligation to return collateral:

           

Cash and cash equivalents

   $ 86    $ —      $ —      $ 86
                           

Total investment liabilities at fair value

   $ 86    $ —      $ —      $ 86
                           

 

- 13 -


Table of Contents

Level 3 Gains and Losses

The table below summarizes the changes in the fair value of the Trust’s level 3 investment assets for the year ended December 31, 2009.

 

(In millions)    Equity
Securities-
Other
   Fixed Income-
Asset-Backed
Securities
    Fixed Income-
Government
securities
   Other    Participant
Loans
   Total

Fair value balance, January 1, 2009

   $ —      $ 1      $ 1    $ 1    $ 23    $ 26

Realized and unrealized gains / (losses)

     1      —          —        —        —        1

Purchases, issuances and settlements

     —        (1     —        5      6      10
                                          

Fair value balance, December 31, 2009

   $ 1    $ —        $ 1    $ 6    $ 29    $ 37
                                          

The amount of total gains or losses for the period included in net appreciation in value of the Plan’s investments attributable to the change in unrealized gains or losses relating to assets still held at the reporting date.

   $ —      $ —        $ —      $ —      $ —      $ —  
                                          

Note: This table was derived under the election to treat both transfers in and transfers out as having occurred at the end of the period.

 

9. PLAN AMENDMENTS

During 2009, certain distribution guidelines under the Plan were amended. Participants should refer to the Plan document for information on distribution guidelines.

* * * * * *

 

- 14 -


Table of Contents

SUPPLEMENTAL SCHEDULES

 

- 15 -


Table of Contents

United Airlines Pilot Directed Account Plan

Schedule H, line 4i-Schedule of Assets (Acquired and Disposed of Within Year)

 

Asset Description

   Acquisition Cost     Disposition
Proceeds

MORG STAN SR NT FLTG RATE LKD TO USD LIB& S&P 500 INDEX RANGE
DUE 3-26-2029

   $ (174,777.62   $ 142,339.90

INCREDIMAIL LTD

   $ (15,425.03   $ 14,435.95

OPAP(ORG OF FOOTB) EUR0.30 (CR)

   $ (47,227.48   $ 44,434.90

COMMONWEALTH BANK OF AUSTRALIA NPV

   $ (224,198.67   $ 320,451.58

COMPUTERSHARE LTD NPV(POST REC)

   $ (125,528.35   $ 171,997.68

QANTAS AIRWAYS NPV

   $ (75,502.95   $ 40,867.51

GPT GROUP NPV (STAPLED SECURITIES)

   $ (65,929.92   $ 43,991.59

CP ALL PCL THB1(LOCAL)

   $ (103,736.58     —  

NATL PORTEFEUILLE NPV

   $ (104,120.98   $ 111,324.24

GESTEVIS TELECINCO EUR0.5

   $ (97,829.69   $ 147,959.51

HOCHTIEF AG NPV

   $ (208,431.28   $ 307,789.60

CNP ASSURANCES EUR4

   $ (181,316.80   $ 221,145.82

NATIXIS EUR1.6(POST SUBDV)

   $ (132,956.26   $ 164,433.63

PAGESJAUNES GROUPE EUR0.20

   $ (163,315.38   $ 198,673.38

PPR EUR4

   $ (81,683.36   $ 84,523.90

SAFRAN SA EUR0.20

   $ (141,624.90   $ 123,854.96

STMICROELECTRONICS EUR1.04

   $ (137,041.39   $ 196,622.94

OUTOKUMPU OYJ SER’A’NPV

   $ (116,374.69   $ 130,653.88

CRH ORD EUR0.32(DUBLIN LISTING)

   $ (14,242.82   $ 232,398.33

AKBANK TRY1

   $ (131,085.81   $ 134,968.81

ASSIC GENERALI SPA EUR1

   $ (132,944.14   $ 130,668.06

AUTOGRILL SPA EUR0.52

   $ (109,999.88   $ 207,852.21

BCA POP DI MILANO EUR4.00

   $ (68,491.09   $ 92,428.69

INTESA SANPAOLO DI RISP EUR0.52(NON CNV)

   $ (60,691.83   $ 78,662.68

PIRELLI & C EUR0.29

   $ (122,544.01   $ 164,795.88

UNIONE DI BANCHE I EUR2.50

   $ (69,697.42   $ 93,474.57

ABSA GROUP ZAR2

   $ (121,501.30   $ 169,402.57

AFRICAN BANK INV ZAR0.025

   $ (66,575.04   $ 68,576.84

INVESTEC LIMITED ZAR0.0002

   $ (42,351.67   $ 61,070.43

 

Page 1


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

REMGRO ZAR0.01

   $ (83,605.57   $ 114,413.50

RELIANCE INDS GDR REP 2 ORD INR10 (144A)

   $ (37,284.18     —  

CARNIVAL PLC ORD USD1.66

   $ (59,658.03   $ 74,654.12

CRH ORD EUR0.32

   $ (201,861.01     —  

KAZAKHMYS ORD GBP0.20

   $ (105,817.92   $ 363,997.57

PRUDENTIAL ORD GBP0.05

   $ (271,320.29   $ 382,576.67

THOMSON-REUTERS PL ORD GBP0.25

   $ (76,692.56     —  

VEDANTA RESOURCES ORD USD0.10

   $ (77,048.06   $ 175,481.84

WOLSELEY ORD GBP0.25

   $ (99,486.33   $ 147,037.62

BERKLEY GP HOLDINGS

   $ (84,944.05   $ 84,937.90

PVTPL RELIANCE INDS GDS(REP 2 ORD INR10)144 A

   $ (394,002.39     —  

CITIGROUP INC CITIGROUP 5.25 02/27/2012 5.25% DUE 02-27-2012

   $ (4,609.20   $ 4,827.15

ARCELORMITTAL NPV

   $ (140,207.82   $ 667,783.86

KONINKLIJKE KPN

   $ (95,145.88   $ 100,950.16

ROHM CO LTD NPV

   $ (130,708.24   $ 172,441.78

SINGAPORE PETROLEUM CO COM STK

   $ (10,904.59   $ 26,980.36

##CELSIUS HLDGS INC COM

   $ (18,666.20   $ 19,692.72

ADVANCED LIFE SCIENCES HLDGS INC COM STK

   $ (29,208.95   $ 9,990.79

AMBIENT CORP COM

   $ (948.95   $ 416.03

EUROPEAN GOLDFIELDS LTD COM STK

   $ (4,903.83     —  

HARD TO TREAT DISEASES INC COM

   $ (23,575.67   $ 28,554.48

NEPHROS INC COM

   $ (9,091.75   $ 8,901.25

TNR GOLD CORP COM

   $ (27,958.70   $ 26,343.07

CEZ CZK100

   $ (100,382.60   $ 177,069.53

PORTUGAL TELECOM SGPS EUR0.03

   $ (144,617.22   $ 171,427.62

HYUNDAI MOTOR CO KRW5000

   $ (142,270.95   $ 238,338.15

COSCO CORPORATION SINGAPORE LTD (POST SUBDIVISION)

   $ (64,821.58   $ 84,085.87

DBS GROUP HLDGS NPV

   $ (433,261.81   $ 475,048.41

MODERN TIMES GROUP SER’B’NPV

   $ (60,552.22   $ 84,464.91

BALOISE HOLDING AG CHF0.10 (REGD) (VINKULIERT)

   $ (128,176.33   $ 138,150.29

JULIUS BAER HLDG CHF0.05 (REGD)

   $ (267,934.53   $ 359,314.11

SWISS LIFE HOLDINGS AG

   $ (227,473.36   $ 251,406.56

 

Page 2


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

ZURICH FINL SVCS CHF0.10

   $ (366,353.66   $ 377,732.78

CENTRAL JAPAN RLWY NPV

   $ (63,424.78   $ 65,589.71

DAI NIPPON PRINTNG NPV

   $ (121,725.39   $ 109,116.91

DAIHATSU MOTOR CO NPV

   $ (74,823.23   $ 83,593.90

FUJI MEDIA HOLDINGS INC NPV

   $ (53,660.66   $ 57,892.78

FURUKAWA ELECTRIC NPV

   $ (103,701.51   $ 141,366.71

J FRONT RETAILING NPV

   $ (93,566.25   $ 105,612.39

JTEKT CORPORATION NPV

   $ (116,323.10   $ 153,023.31

KAMIGUMI CO LTD NPV

   $ (104,863.88   $ 108,468.15

KOBE STEEL LTD

   $ (70,122.03   $ 97,057.93

NIPPON ELECTRIC GLASS CO LTD

   $ (86,886.50   $ 97,224.05

NISSAN CHEMICAL IN NPV

   $ (64,405.76   $ 82,716.18

NTT DOCOMO NPV

   $ (86,945.84   $ 84,795.01

RESONA HOLDINGS NPV

   $ (113,205.59   $ 111,792.57

SEIKO EPSON CORP NPV

   $ (193,720.76   $ 214,239.05

SEKISUI CHEMICAL CO LTD NPV

   $ (56,838.06   $ 65,314.70

SHINKO ELEC INDS NPV

   $ (84,243.47   $ 144,207.14

SUMITOMO TRUST & BANKING CO NPV

   $ (401,129.48   $ 403,178.58

TOKUYAMA CORP NPV

   $ (103,761.61   $ 112,485.44

TOYOTA INDUSTRIES NPV

   $ (95,411.91   $ 111,440.78

TSUMURA & CO NPV

   $ (42,714.06   $ 45,015.29

YAMAHA MOTOR CO NPV

   $ (109,974.62   $ 109,524.85

YAMATO HOLDINGS NPV

   $ (94,157.30   $ 86,504.81

BCE INC COM NPV

   $ (236,903.29   $ 261,430.53

BIOVAIL CORP COM NPV

   $ (69,385.50   $ 92,632.91

ING CANADA INC COM NPV

   $ (94,180.56     —  

INTACT FINL CORP COM NPV

     —        $ 122,922.50

SUNCOR ENERGY INC COM NPV

   $ (250,341.21   $ 50,968.51

CENOVUS ENERGY INC 6.75% DUE 11-15-2039

   $ (79,696.00   $ 86,190.20

CREDIT SUISSE FIRST BOSTON USA INC CR SUISSE FB USA INC 4.7 DUE 06-01-2009 BEO

   $ (40,240.00   $ 40,000.00

DISH DBS CORP 7.875% DUE 09-01-2019

   $ (29,240.10     —  

FORD MTR CR CO LLC NT FLTG RATE DUE 04-15-2009 REG

   $ (283,500.00   $ 300,000.00

GENWORTH GLOBAL FDG TRS SECD MEDIUM
TERMTRANCHE # TR 00003 5.125 03-15-2011

   $ (9,060.00   $ 9,635.00

 

Page 3


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

INTL STL GROUP INC 6.5% DUE 04-15-2014

   $ (4,010.00   $ 4,680.90

JEFFSN PILOT CORP 4.75% DUE 01-30-2014

   $ (4,175.30   $ 4,340.00

KS CY SOUTHN DE 12.5% DUE 04-01-2016

   $ (18,949.00     —  

PVTPL CRICKET COMMUNICATIONS INC SR SECDNT 144A 7.75 DUE 05-15-2016

   $ (43,260.30     —  

PVTPL DIRECTV HLDGS LLC / DIRECTV FING INC SR NT 144A 4.75% DUE 10-01-2014 BEO

   $ (29,918.70   $ 30,571.20

PVTPL RAILAMERICA INC SR SECD NT 144A 9.25% DUE 07-01-2017/06-23-2009 BEO

   $ (67,146.10   $ 6,180.00

PVTPL TECK RESOURCES LIMITED SR SECD NT 144A 10.25 DUE 05-15-2016/05-08-2009 BEO

   $ (4,732.70     —  

PVTPL TECK RESOURCES LIMITED SR SECD NT 144A 10.75 DUE 05-15-2019/05-08-2009 BEO

   $ (9,489.30     —  

PVTPL TECK RESOURCES LIMITED SR SECD NT 144A 9.75% DUE 05-15-2014 BEO

   $ (4,763.50     —  

PVTPL VERIZON WIRELESS CAP LLC / CELLCO PARTNE NT 144A 5.25 DUE 02-01-2012 BEO

   $ (498,365.00     —  

ROCHE HLDGS INC NT FLTG 144A DUE 02-25-2011 BEO

   $ (500,000.00   $ 512,532.00

HOSPIRA INC HOSPIRA INC VAR RT DUE 03-30-2010/03-30-2009

   $ (698,250.00   $ 700,000.00

MACQUARIE OFFICE UNITS NPV

   $ (80,639.09   $ 140,136.32

KGHM POLSKA MIEDZ PLN10 BR

   $ (32,537.08   $ 41,035.86

ADR BRIT AWYS PLC ADR

   $ (20,405.90   $ 19,226.55

ADR CADBURY PLC SPONSORED ADR ADR

   $ (10,658.05   $ 10,443.68

ADR CHINA DISTANCE ED HLDGS LTD SPONSORED ADR ADR

   $ (1,953.45   $ 1,877.88

ADR CHINA GRENTECH CORP LTD

   $ (22,192.85   $ 19,739.27

ADR HIMAX TECHNOLOGIES INC SPONSORED ADR

   $ (8,954.74   $ 7,915.25

ADR LINKTONE LTD ADR

   $ (16,248.29   $ 21,003.89

ADR NICE SYS LTD SPONSORED ADR

   $ (7,559.16   $ 6,797.29

ADR WIRELESS HOLDRS TR DEPOSITARY RCPT

   $ (64,056.85   $ 66,670.42

 

Page 4


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

GDR PAMPA ENERGIA S A SPONSORED ADR LEVEL 1

   $ (6,623.75   $ 5,804.39

SIFY TECHNOLOGIES LTD

   $ (21,699.40   $ 22,553.51

ABM INDS INC COM

   $ (15,125.65   $ 17,194.81

ACEA SPA EUR5.16

   $ (55,422.20   $ 56,987.99

ADVANCED ENERGY INDS INC COM

   $ (7,741.25   $ 7,480.39

AEP INDS INC COM

   $ (48,092.24   $ 51,816.69

AERO GROW INTL INC COM STK

   $ (2,008.95   $ 1,540.02

AJINOMOTO CO INC NPV

   $ (56,015.72   $ 54,496.69

ALCATEL-LUCENT EUR2

   $ (76,001.73   $ 70,671.78

ALLIANCE FINL CORP COM

   $ (8,226.60   $ 8,364.77

ALUMINA LTD NPV

   $ (43,465.14   $ 38,922.10

AM OIL RES & TECHNOLOGY INC COM STK

   $ (2,708.95   $ 1,241.04

AP PHARMA INC COM NEW STK

   $ (5,142.91   $ 5,540.33

ARCELIK TRY1

   $ (29,653.34   $ 37,519.75

ARDEA BIOSCIENCES INC COM STK

   $ (13,257.95   $ 11,817.40

AXION INTL HLDGS INC COM STK

   $ (6,597.95   $ 5,640.90

BANCTRUST FINL GROUP INC COM STK

   $ (2,041.71   $ 2,467.34

BANKUNITED FINL CORP CL A

   $ (5,292.75   $ 5,889.03

BIOELECTRONICS CORP COM

   $ (6,833.82   $ 7,268.40

BLACKROCK KELSO CAP COORPORATION COM STK

   $ (13,816.80   $ 15,638.77

BLUEFIRE ETHANOL FUELS INC COM STK

   $ (10,098.95   $ 10,672.83

BLUESCOPE STEEL SHS

   $ (69,488.97     —  

BRIDGEPOINT ED INC COM

   $ (10,465.75   $ 8,113.12

BRITISH ENERGY GP GBP0.1 (ASSD LAKE ACQ CASH)

     —        $ 365,768.93

CADENCE PHARMACEUTICALS INC COM

   $ (15,121.35   $ 17,663.94

CAPITOL BANCORP LTD COM

   $ (13,431.57   $ 12,682.05

CARDIOME PHARMA CORP COM NEW STK

   $ (22,258.95   $ 20,540.52

CENTRAL GARDEN & PET CO COM

   $ (31,793.50   $ 29,646.29

CHARTER COMMUNICATIONS INC DEL CL A NEW CL A NEW

     —        $ 5,751.64

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

   $ (235,612.74   $ 233,276.25

CHIBA BANK NPV

   $ (42,965.46   $ 43,649.32

CHINA DIGITAL COMMUNICATION GROUP COM NEW STK

   $ (40,644.69   $ 38,990.04

 

Page 5


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

CHIYODA CORP NPV

   $ (38,547.97   $ 38,672.50

CITIZENS & NORTHN CORP COM

   $ (4,161.92   $ 3,850.90

CITIZENS FIRST CORP COM

   $ (16,001.95   $ 14,412.38

CLEAR-LITE HLDGS INC COM

   $ (46,035.80   $ 52,140.74

COFFEE HLDG CO INC COM

   $ (4,058.85   $ 3,790.75

COHEN & STEERS INC COM

   $ (9,753.90   $ 8,004.93

CORNELL COMPANIES INC COM

   $ (6,353.68   $ 8,127.99

CUMULUS MEDIA INC CL A DEL

   $ (14,261.43   $ 14,597.31

DEALERTRACK HLDGS INC COM STK

   $ (197,678.77   $ 207,484.50

DIAMOND HILL INVT OH

   $ (12,344.52   $ 12,721.16

DICKS SPORTING GOODS INC OC-COM

   $ (35,905.55   $ 37,644.18

DIGITAL ALLY INC COM STK

   $ (6,550.25   $ 6,737.71

DOLAN MEDIA CO COM STK

   $ (4,964.95   $ 4,194.93

DORMAN PRODS INC COM

   $ (6,704.60   $ 6,939.32

DRUGSTORE COM INC COM ISIN #US2622411021

   $ (7,008.95   $ 6,577.27

EF JOHNSON TECHNOLOGIES INC

   $ (1,542.90   $ 1,382.01

EMC INS GROUP INC COM

   $ (6,584.95   $ 6,181.09

EPLUS INC COM

   $ (7,593.95   $ 7,636.05

ERAMET EUR3.05

   $ (47,317.61   $ 47,992.18

FIRST LONG IS CORP COM

   $ (7,842.60   $ 8,849.83

FIRST MARINER BANCORP COM

   $ (1,913.95   $ 2,340.98

FIRSTBANK CORP MICH COM

   $ (8,480.95   $ 8,618.61

FPB BANCORP INC COM

   $ (10,004.85   $ 7,286.44

FULL HOUSE RESORTS INC COM

   $ (20,450.90   $ 19,923.73

GEORESOURCES INC COM

   $ (6,426.55   $ 6,566.88

GERDAU AMERISTEEL CORP COM STK

   $ (19,257.90   $ 19,216.62

GIGA TRONICS INC COM

   $ (2,757.95   $ 2,514.98

GPE BRUXELLES LAM NPV

   $ (101,285.78   $ 108,183.83

GSC INVT CORP COM STK

   $ (15,478.85   $ 12,875.74

GUNMA BANK NPV

   $ (81,303.06   $ 82,958.17

HANG LUNG GROUP HKD1

   $ (25,715.51   $ 24,542.21

HEALTHWAYS INC COM STK

   $ (24,183.90   $ 22,249.22

HEARUSA INC

   $ (1,968.95   $ 1,950.99

HOKUHOKU FINANCIAL NPV

   $ (75,924.04   $ 92,731.24

HOLCIM CHF2(REGD)

   $ (22,141.80   $ 24,490.72

HOLMEN AB SER’B’NPV

   $ (32,663.30   $ 31,382.67

HOPEWELL HOLDINGS COMSTK

   $ (28,621.01   $ 28,052.83

 

Page 6


Table of Contents

Asset Description

   Acquisition Cost     Disposition Proceeds

HUGHES TELEMATICS INC COM

   $ (5,039.41   $ 4,654.53

IB3 NETWORKS INC COM

   $ (76,008.96   $ 60,769.41

INCITEC PIVOT NPV

   $ (34,446.94   $ 33,505.22

INFINITE GROUP INC COM NEW

   $ (12,617.90   $ 7,196.78

INTEGRAL SYS INC MD COM

   $ (27.09   $ 0.00

INTERNET MEDIA TECHNOLOGIES INC COM NEW STK

   $ (338.95   $ 161.02

IRIDEX CORP COM

   $ (723.95   $ 574.84

IRIDIUM WORLD COMMUNICATIONS CL A COM STK

   $ (57.90   $ 71.05

IRWIN FINL CORP COM

   $ (23,855.35   $ 21,175.15

JAPAN AIRLINES SYSTEM CORPORATION NPV

   $ (86,130.55   $ 70,669.45

LIBBEY INC COM

   $ (5,144.55   $ 5,281.91

LLOYDS BANKING GP ORD GBP0.25 (SUB SHS)

     —        $ 0.00

LOGITECH INTL CHF0.25(REGD)

   $ (56,425.30   $ 33,821.99

LOGMEIN INC COM

   $ (16,000.00   $ 19,989.49

LOTTOMATICA SPA EUR1

   $ (34,880.34   $ 34,325.07

MAJESCO ENTERTAINMENT CO COM NEW COM NEW

   $ (5,918.95   $ 6,975.79

MAP GROUP

   $ (76,348.32   $ 82,824.93

MAP PHARMACEUTICALS INC COM STK

   $ (10,081.73   $ 8,980.47

MAPFRE EUR0.10

   $ (33,093.86   $ 34,776.41

MB FINL INC NEW COM

   $ (171,975.99   $ 160,234.35

MDS INC COM

   $ (277,973.73   $ 371,165.47

MEDASSETS INC COM STK

   $ (11,798.00   $ 10,907.81

MEDIVATION INC COM STK

   $ (94,080.76   $ 102,878.79

MEN S WEARHOUSE INC COMMOM

   $ (86,726.62   $ 94,631.42

MERCER INTL INC COM SH BEN INT

   $ (14,391.19   $ 13,904.74

MONARCH CASINO & RESORT INC COM

   $ (10,403.95   $ 9,756.48

MORTONS RESTAURANT GROUP INC NEW COM

   $ (1,058.05   $ 910.25

NATL BK OF GREECE EUR5(REGD)

   $ (61,295.20   $ 49,543.85

NITORI CO LTD NPV

   $ (112,094.93   $ 129,994.34

NOBEL BIOCARE HOLD CHF.4

   $ (62,725.50   $ 68,096.28

NOK CORP NPV

   $ (47,623.13   $ 56,857.47

 

Page 7


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

NORDEA BANK AB NPV(SEK QUOTE(FPD 01/01/09)

   $ (38,089.52     —  

NYMAGIC INC COM

   $ (10,381.20   $ 9,603.23

OCULUS INNOVATIVE SCIENCES INC COM

   $ (117,206.75   $ 114,270.44

ORBCOMM INC COM STK

   $ (13,782.95   $ 11,064.76

PAC WEBWORKS INC COM

   $ (1,358.95   $ 1,391.01

PACKAGING CORP AMER COM ISIN US6951561090

   $ (111,063.11   $ 115,871.65

PANASONIC ELECTRIC WORKS CO LTD NPV

   $ (84,817.19   $ 85,254.89

PENWEST PHARMACEUTICALS CO COM

   $ (1,902.22   $ 2,155.79

PETROSUN INC COM STK

   $ (1,667.90   $ 1,291.04

PHYSICIANS FORMULA HLDGS INC COM

   $ (24,295.72   $ 23,307.98

PROMISE CO NPV

   $ (105,570.94   $ 96,020.17

PROVIDENT NY BANCORP COM

   $ (33,885.00   $ 27,766.82

RENESAS ELECTRONICS CORPORATION NPV

   $ (37,875.01   $ 72,256.88

RICOH CO LTD NPV

   $ (12,913.03   $ 11,328.55

RTI BIOLOGICS INC COM STK

   $ (7,351.95   $ 7,840.64

SACYR VALLEHERMOSO EUR1

   $ (50,166.14   $ 39,211.14

SAUER-DANFOSS INC COM

   $ (32,410.80   $ 30,817.28

SCHRODERS VTG SHS GBP1

   $ (51,891.95   $ 54,630.92

SECURITAS SER‘B’NPV

   $ (74,658.36   $ 68,842.04

SEMGROUP CORP CL A CL A

     —        $ 1,535.96

SHENANDOAH TELECOMMUNICATIONS CO CDT-COMCDT-COM

   $ (26,276.95   $ 27,113.27

SHIMAMURA CO NPV

   $ (46,654.48   $ 50,125.27

SINGAPORE AIRPORT TERMINAL SERVICES SGD0.10

     —        $ 21,257.93

STANDARD LIFE ORD GBP0.10

   $ (18,090.09   $ 20,520.59

SULZER AG-REG COMSTK

   $ (64,808.46   $ 52,890.27

SUMITOMO CHEMICAL CO. LTD NPV

   $ (66,951.97   $ 67,313.53

SUN BANCORP INC N J COM

   $ (8,862.00   $ 4,469.97

SUNESIS PHARMACEUTICALS INC COM

   $ (3,568.95   $ 4,290.93

SUSSER HLDGS CORP COM STK

   $ (5,245.00   $ 5,361.86

SUZUKI MOTOR CORP NPV

   $ (71,239.24   $ 72,952.21

TALECRIS BIOTHERAPEUTICS HLDGS CORP COM

   $ (8,488.55   $ 7,690.85

THOMSON-REUTERS CO COM NPV

     $ 108,384.33

 

Page 8


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

TIMBERLINE RES CORP COM

   $ (3,638.95   $ 4,347.93

TRANS LUX CORP COM

   $ (6,372.95   $ 6,318.93

TREDEGAR CORP INC

   $ (4,181.95   $ 4,056.14

TURK TELEKOMUNIKAS TRY1

   $ (66,968.50   $ 66,542.61

TYLER TECHNOLOGIES INC COM STK

   $ (12,122.95   $ 11,753.52

UCBH HLDGS INC COM

   $ (56,606.20   $ 55,474.02

UNITED CMNTY BK BLAIRSVILLE GA CDT-CAP STK CDT-CAP STK

   $ (130,750.09   $ 115,047.96

UNITED INTERNET AG NPV(REGD)

   $ (63,314.23   $ 60,534.48

UNIVEST CORP PA COM

   $ (11,691.00   $ 9,626.75

VALHI INC NEW COM

   $ (5,390.35   $ 5,509.75

VALUEVISION MEDIA

   $ (10,393.90   $ 15,039.70

VERISK ANALYTICS INC CL A CL A

   $ (46,794.05   $ 46,102.35

VESTAS WIND COM STK

   $ (137,183.77     —  

VICAL INC COM COM

   $ (11,618.95   $ 11,389.75

WATERFURNACE RENEWABLE ENERGY INC COM STK

   $ (2,532.03   $ 2,341.77

WESFARMERS LIMITED COMSTK

   $ (37,465.63     —  

WESTERN LITHIUM CA COM NPV

   $ (10,018.95   $ 9,046.85

WESTLAKE CHEM CORP COM STK

   $ (24,774.95   $ 25,057.48

XERIUM TECHNOLOGIES INC COM STK

   $ (10,190.90   $ 14,601.70

YAMAHA CORP NPV

   $ (141,046.61   $ 133,038.04

ZODIAC AEROSPACE NPV

   $ (66,709.80   $ 70,695.77

ZYMOGENETICS INC COM STK

   $ (22,858.95   $ 25,761.88

AMERICAN INTL GROUP INC JR SUB DEB FLT RT DUE 05-15-2058/05-15-2010 BEO

   $ (11,337.50   $ 12,575.00

GENWORTH FINL INC 5.75% DUE 06-15-2014

   $ (15,220.00   $ 17,880.00

HOUSEHOLD FIN CORP 7.35% DUE 11-27-2032

   $ (9,059.00   $ 9,565.00

JPMORGAN CHASE & CO C CRF JPM DUE 04-29-2049/04-30-2018 BEO

   $ (9,710.00   $ 10,115.00

PVTPL AMC ENTMT INC NEW SR NT 144A 8.75%DUE 06-01-2019/06-01-2014 BEO

   $ (4,879.10   $ 4,879.10

PVTPL CSC HLDGS INC SR NT 144A 8.5% DUE 04-15-2014 BEO

   $ (26,665.50   $ 28,387.50

ROYAL GOLD INC STEP UP DUE 03-01-2020 BEO 0 TO 3-1-05; 3.75 THEREAFTER

   $ (4,977.60   $ 2,701.52

 

Page 9


Table of Contents

Asset Description

   Acquisition Cost     Disposition
Proceeds

BOND TR PRODS LLC BASICS BOOK ENTRY MTN 4.15% DUE 06-15-2010/12-15-2009

   $ (8,431.04   $ 8,286.38

HARTFORD LIFE GLOBAL FDG TRS HARTFORD LITRANCHE # TR 00030 5
DUE 01-15-2015

   $ (6,460.00   $ 8,334.10

M & I MARSHALL & ILSLEY BK MILW WI TRANCHE # TR 00028 5.15 DUE 02-22-2012

   $ (4,797.50     —  

WACHOVIA CORP GLOBAL MEDIUM TERM SR NTS TRANCHE # SR 00025 5.7
DUE 08-01-2013

   $ (9,456.70   $ 9,810.80

BANK OF AMERICA TORONTO CANADA DTD 09-22-2000 6.69 E-DLR T/D 01-22-2001

   $ (112.70   $ 114.29

INERGY HLDGS L P

   $ (15,804.10   $ 16,980.21

PORSCHE AUTO HL SE NON VTG PRF NPV

   $ (121,922.57   $ 121,094.55

CYPRESS SHARPRIDGE INVTS INC REIT

   $ (183,951.11   $ 182,496.85

EQTY 1 INC COM

   $ (28,656.94   $ 30,897.34

GLADSTONE COML CORP COM STK

   $ (8,281.20   $ 8,062.79

LINK R/EST INVEST NPV

   $ (43,908.99   $ 44,668.55

MERCIALYS EUR1

     —        $ 4,660.55

SEGRO PLC GBP0.01

   $ (32,585.19   $ 8,189.17

TRANSCONTINENTAL RLTY INVS COM NEW COM NEW

   $ (990.95   $ 1,091.04

UIT GEN FIN CORP DEL UNIT 1 COM & CTF OFOWN EVID UNDIV INT $1000 UNIT VALUE REG

   $ (13,429.65   $ 7,697.76

 

Page 10


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

1 800 FLOWERS COM INC CL A COM STK

   13,356.98    3,975.00

1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK

   2,709,368.82    0.00

1ST AMER BANK CORP 9% CUMLATIVE CONV PFDSTK $11 PAR

   0.00    4,464.60

1ST BK LEXINGTON TENN CTF DEP ACT/365 SEMI-ANNU 4 03-19-2010

   35,000.00    35,226.45

1ST CHGO BK & TR ILL CTF DEP DTD 01/15/2009 2.25 09-15-2010

   19,000.00    19,000.00

1ST CMNTY BANCSHARES INC NEV COM

   24,817.80    22,895.00

1ST CMNTY BK TAOS NM DTD 03-20-2009 1.35C/D 03-22-2010

   50,000.00    0.00

1ST HORIZON NATL CORP COM

   4,405.50    3,229.91

1ST HORIZON NATL CORP COM

   144,102.79    82,169.15

1ST INDL RLTY TR INC COM

   9,091.51    2,384.88

1ST MED GROUP INC COM

   676.26    2.68

1ST NIAGARA FINL GROUP INC NEW COM

   6,485.48    7,046.75

1ST POTOMAC RLTY TR COM

   1,842.64    1,543.70

1ST UN NATL BK N C CHARLOTTE MTN 7.8 DUE08-18-2010 BEO

   4,146.46    4,180.52

21ST CENTY HLDG CO COM

   5,988.95    4,020.00

3C7/REG S GMAC INC

   0.00    6.50

3COM CORP COMMON STOCK

   25,623.13    36,945.00

3DICON CORP COM

   9,785.16    73.20

3M CO COM

   193,830.38    281,078.00

3M CO COM

   247,764.10    285,790.19

3M CO COM

   334,990.62    413,027.50

3M CO COM

   580,171.88    735,763.00

3M CO COM

   716,708.77    1,049,909.00

3M CO COM

   880,638.71    1,595,531.00

3PAR INC COM

   4,620.95    4,740.00

5 STAR QUAL CARE INC COM

   3,422.04    3,473.47

5TH 3RD BANCORP COM

   67,129.12    73,742.05

5TH 3RD BANCORP COM

   219,568.90    238,875.00

5TH 3RD BANCORP COM

   549,278.10    210,707.25

6 FLAGS INC COM

   110,782.99    2,978.75

6 FLAGS INC SR NT 8.875 DUE 02-01-2010/02-01-2006 BEO BD IN DEFAULT

   9,235.00    2,975.00

727 COMMUNICATIONS INC COM PAR $0.001 COM PAR $0.001

   553.72    0.00

8X8 INC NEW COM

   24,678.62    30,000.00

A D A M INC COM

   11,851.85    5,775.00

A123 SYS INC COM

   15,296.98    19,186.20

A123 SYS INC COM

   175,530.38    258,733.20

A21 INC COM STK

   13,531.45    10.00

AAR CORP COM

   1,807.71    2,298.00

AARO BROADBAND WIRELESS COMMUNICATIONS INC COM

   989.95    0.00

ABATIX CORP FORMERLY ABATIX ENVIRONMENTAL CORP TO 05/20/1999 COM

   2,167.77    840.00

ABAXIS INC COM

   5,493.69    5,110.00

ABB LTD CHF1.54 (REGD)

   478,001.31    477,616.76

ABBOTT LAB COM

   382,982.13    420,057.91

ABBOTT LAB COM

   415,081.50    487,367.73

ABBOTT LAB COM

   442,756.83    507,506.00

ABBOTT LAB COM

   1,149,473.91    1,176,982.00

ABBOTT LAB COM

   1,328,398.42    2,272,979.00

ABBOTT LABS 5.15% DUE 11-30-2012/11-09-2007 BEO

   5,002.40    5,474.52

ABBOTT LABS NT 5.125% DUE 04-01-2019 REG

   26,207.75    26,201.35

ABBOTT LABS NT 5.125% DUE 04-01-2019 REG

   209,780.00    209,193.60

ABERCROMBIE & FITCH CO CL A

   2,511.53    4,043.30

ABERCROMBIE & FITCH CO CL A

   115,783.34    155,082.50

ABERCROMBIE & FITCH CO CL A

   164,011.88    83,640.00

ABIOMED INC COM

   7,377.02    4,365.00

ABIOMED INC COM

   529,203.07    457,976.00

ABITIBIBOWATER INC COM STK

   409.07    1.32

ABLAZE TECHNOLOGIES INC COM

   4,812.53    0.00

ABRAXAS PETE CORP COM

   10,157.75    9,600.00

ABRAXIS BIOSCIENCE INC NEW COM

   40.47    1,013.75

ABSOLUTE HEALTH & FITNESS INC COM STK

   272.49    0.01

ABSOLUTE SOFTWARE CORP COM STK

   2,199.20    1,051.64

AC ENERGY INC NEV COM STK

   11,365.43    0.00

ACADIA PHARMACEUTICALS INC COM

   8,400.63    3,564.00

A-CAP RESOURCES COM STK

   41,463.01    9,356.55

ACCENTURE PLC SHS CL A NEW

   101,926.09    116,040.93

ACCENTURE PLC SHS CL A NEW

   411,714.46    566,433.50

ACCESS NATL BK RESTON VA DTD 02-09-2009 1.55 C/D 02-09-2010

   40,000.00    40,000.00

ACCESS NATL CORP COM STK

   3,008.95    2,950.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ACCO BRANDS CORP COM

   467.80    167.44

ACCOR EUR3

   308,643.15    253,093.41

ACCURAY INC DEL COM

   42,637.64    19,074.00

ACE LTD COM STK

   19,684.81    20,109.60

ACE LTD COM STK

   270,532.62    265,255.20

ACETO CORP COM

   27,500.52    24,622.15

ACHILLION PHARMACEUTICALS INC COM

   3,428.77    3,110.00

ACHMEA HYPOTHEEKBANK NV MEDIUM TERM NTS TRANCHE # TR 1 3.2 DUE 11-03-2014 REG

   169,915.00    169,670.88

ACME PACKET INC COM STK

   10,742.73    9,845.00

ACORDA THERAPEUTICS INC COM

   2,188.95    2,520.00

ACORDA THERAPEUTICS INC COM

   174,826.65    199,490.20

ACORN ENERGY INC

   7,788.65    7,380.00

ACT CLEAN TECHNOLOGIES INC

   942.90    97.50

ACT/365 MONTHLY DTD 01-26-2009 2.25 07-26-2010

   19,000.00    19,000.00

ACTELION CHF0.50 (REGD)

   89,470.14    82,947.21

ACTELION CHF0.50 (REGD)

   186,744.06    190,516.88

ACTELION CHF0.50 (REGD)

   197,444.24    247,185.90

ACTIS GLOBAL VENTURES INC COM STK

   9,177.30    1.80

ACTIVE PWR INC COM

   394.59    318.00

ACTIVIDENTITY CORP COM STK

   6,567.36    2,937.50

ACTIVISION BLIZZARD INC COM STK

   286,254.43    280,183.09

ACTUANT CORP CL A NEW

   25,174.40    37,060.00

ACTUANT CORP CL A NEW

   33,764.35    20,621.28

ACTUATE CORP COM

   16,237.98    14,124.00

ACUITY BRANDS INC COM

   20,291.98    18,488.50

ACURA PHARMACEUTICALS INC COM NEW STK

   58,206.62    37,368.63

ACUSPHERE INC COM

   27,136.58    1,050.00

ACXIOM CORP COM

   42,849.28    79,701.38

ADA-ES INC COM STK

   3,069.05    1,220.00

ADAPTEC INC COM

   11,240.85    11,390.00

ADAPTEC INC COM

   34,772.68    32,160.00

ADAPTEC INC COM

   280,977.16    253,856.30

ADC TELECOMMUNICATIONS INC COM NEW

   13,726.09    11,687.22

ADDAX PETE CORP COM NPV

   4,057.60    0.00

ADDAX PETE CORP COM STK

   1,241,654.30    0.00

ADDVANTAGE MEDIA GROUP INC COM NEW

   7,856.95    7,097.40

ADECCO SA

   5,177.95    5,518.91

ADECCO SA CHF1(REGD)

   341,146.07    425,125.39

ADMINISTAFF INC COM

   341,050.60    224,105.00

ADOBE SYS INC COM

   52,487.05    61,349.04

ADOBE SYS INC COM

   289,561.89    529,632.00

ADOBE SYS INC COM

   1,580,034.45    2,312,836.74

ADOLOR CORP COM

   5,932.90    5,110.00

ADR 3SBIO INC SPONSORED ADR

   8,978.87    15,059.00

ADR ABB LTD SPONSORED ADR

   124,728.69    127,110.50

ADR ACERGY S A SPONSORED ADR

   977.74    1,170.75

ADR ACTIONS SEMICONDUCTOR CO LTD ADR ADR- COMMON STOCK

   52,890.61    54,225.00

ADR ADVANCED MICRO DEVICES INC CONV PFD

   0.00    20,363.10

ADR AEGON N V NY REGISTRY SHS SHS

   48,988.95    99,355.00

ADR AEGON N V NY REGISTRY SHS SHS

   130,923.62    64,632.03

ADR AGRIA CORP SPONSORED ADR

   2,698.95    3,130.00

ADR AIXTRON AKTIENGESELLSCHAFT SPONSOREDADR REPSTG ORD SHS

   55,301.04    55,324.50

ADR ALCATEL-LUCENT

   59,443.83    40,168.68

ADR ALCATEL-LUCENT

   522,542.49    378,148.00

ADR ALLIED IRISH BKS P L C SPONSORED ADRREPSTG ORD

   16,236.06    15,131.61

ADR ALUMINA LTD SPONSORED ADR

   16,929.06    7,860.00

ADR ALUMINUM CORP CHINA LTD SPONSORED ADR REPSTG H SHS

   23,833.91    29,293.75

ADR ANGLO AMERN PLC ADR NEW

   193,807.74    182,577.82

ADR ANGLO PLATINUM LTD ADR

   102,729.92    86,850.79

ADR ANGLOGOLD ASHANTI LTD

   146,044.54    146,697.18

ADR ARCELORMITTAL SA LUXEMBOURG N Y REGISTRY SHS

   70,905.53    100,421.25

ADR AREVA SA ADR

   11,417.90    10,014.60

ADR ARM HLDS PLC SPONSORED ISIN US0420681068

   7,592.65    8,303.20


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ADR ASIA PULP & PAPER LTD SPONSORED ADR

   416.17    0.00

ADR ASTRAZENECA PLC SPONSORED ADR UK

   53,755.78    57,313.74

ADR AU OPTRONICS CORP SPONSORED ADR

   92,784.20    89,637.24

ADR AXA SA SPONSORED ADR

   36,690.22    39,664.00

ADR BAE SYS PLC SPONSORED ADR

   3,354.95    2,322.15

ADR BAIDU INC SPONSORED ADR

   379,432.24    493,476.00

ADR BAIDU INC SPONSORED ADR

   382,531.88    414,108.61

ADR BAIDU INC SPONSORED ADR

   648,395.50    766,121.49

ADR BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR

   167,127.06    207,243.52

ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004

   8,858.61    10,935.00

ADR BANCO SANTANDER BRASIL S A ADS REPSTG 1 UNIT

   23,593.70    25,092.00

ADR BANCOLOMBIA S A SPONSORED ADR REPSTG4 PREF SHS

   8,249.19    11,377.50

ADR BARCLAYS PLC A.D.R.

   4,663.48    3,708.69

ADR BASF AKTIENGESELLSCHAFT - LEVEL I

   63,020.48    77,009.29

ADR BAYER A G SPONSORED ADR

   66,037.54    70,655.64

ADR BERKELEY TECH LTD SPONSORED ADR

   14,194.86    43.92

ADR BET PUB LTD CO SPONSORED A.D.R.

   3,812.70    0.00

ADR BHP BILLITON LTD SPONSORED ADR

   321,019.55    413,080.94

ADR BK AMER CORP DEP SHS REPSTG 1/1200THPFD SER 5 DEPOS SH REPSTG 1/1000 PFD SER

   4,639.95    9,042.50

ADR BNP PARIBAS SPONSORED ADR REPSTG

   18,022.17    18,045.99

ADR BP P L C SPONSORED ADR

   699,252.95    765,166.32

ADR BRIT AMERN TOB PLC SPONSORED COM STK

   24,778.67    24,764.78

ADR BT GROUP PLC ADR

   31,296.24    19,457.30

ADR BYD CO LTD ADR

   31,074.42    45,416.80

ADR CANON INC A.D.R. FOR COM YEN

   13,121.52    13,415.44

ADR CATHAY PAC AWYS LTD SPONSORED ADR

   533.95    466.85

ADR CEMEX SAB DE CV

   25,258.61    23,616.36

ADR CEMEX SAB DE CV

   275,544.26    140,669.82

ADR CEMEX SAB DE CV

   623,681.24    647,487.78

ADR CGG VERITAS ADS EACH 5 REPR 1 ORD EUR2

   18,912.19    8,500.00

ADR CGG VERITAS ADS EACH 5 REPR 1 ORD EUR2

   340,070.45    307,275.00

ADR CHEUNG KONG HLDG LTD A.D.R. FOR ORD HK $2

   24,890.65    26,193.58

ADR CHICAGO BRDG & IRON CO N V N Y REGISTRY SH NV

   71,359.33    92,061.66

ADR CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR

   178,774.06    48,111.00

ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H

   1,936.45    1,756.00

ADR CHINA FIN ONLINE CO LTD SPONSORED ADR

   3,346.93    2,555.00

ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS

   39,355.36    43,276.50

ADR CHINA MED TECHNOLOGIES INC SPONSOREDADR

   52,483.09    31,219.10

ADR CHINA MOBILE LTD

   232,283.96    182,052.03

ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS

   88,473.98    70,103.72

ADR CHINA REAL ESTATE INFORMATION CORP ADR ADR

   19,267.24    15,372.00

ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091

   18,286.06    11,565.00

ADR CHINA SUNERGY CO LTD SPONSORED ADR

   5,845.87    4,158.00

ADR CHINA TELECOM CORP LTD SPONSORED ADRREPSTG H SHS

   12,442.75    12,426.00

ADR CHINA UNICOM HONG KONG LTD SPONSOREDADR

   171,661.90    161,187.45

ADR CNOOC LTD SPONSORED ADR SPONSORED ADR

   99,852.31    106,638.70

ADR COCA-COLA HELLENIC BOTTLING CO S A SPONSORED ADR

   4,437.45    2,302.00

ADR COMPANHIA DE BEBIDAS DAS AMERS AMBEV SPONSORED ADR REPSTG PFD SHS

   46,433.91    48,927.56

ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED ADR

   7,908.97    7,824.00

ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $.01 REP PFD

   0.00    94.33

ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $0.01 REP NON VTG PFD

   9,697.01    12,642.00

ADR COMPANHIA SIDERURGICA NACIONAL REPSTG ORD SHS

   95,721.16    93,171.74

ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS

   29,153.43    31,327.92

ADR CONCORD MED SVCS HLDGS LTD SPONSOREDADR

   8,438.95    8,640.00

ADR CPFL ENERGIA S A SPONSORED ADR

   20,100.68    21,931.90

ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081

   96,606.22    90,503.56

ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081

   112,981.52    103,236.00

ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS

   140,112.44    147,887.88

ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS

   321,597.79    416,788.00

ADR DEUTSCHE TELEKOM AG ISIN # US2515661054

   5,779.31    5,145.00

ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS

   1,399.10    1,197.00

ADR DUOYUAN GLOBAL WTR INC SPONSORED ADR

   113,666.81    110,918.00

ADR E ON AG SPONSORED ADR

   64,097.23    53,471.84

ADR ECOPETROL S A SPONSORED ADS

   26,078.95    24,260.00

ADR EDAP TMS S A SPONSORED

   18,612.85    14,850.00

ADR E-HOUSE CHINA HLDGS LTD ADR

   89,707.87    77,988.48

ADR ELAN CORP PLC ADR REPRESENTING SHS

   57,791.10    51,292.84

ADR EMBOTELLADORA ANDINA S A SPONSORED ADR REPSTG SER A

   7,130.45    7,627.59

ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS

   3,272.49    2,211.00

ADR EMPRESA NACIONAL DE ELECTRICIDAD CHILE SPONSORED ADR

   18,752.95    20,108.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ADR ENERSIS S A

   33,434.38    42,016.68

ADR ENI S P A SPONSORED ADR

   35,613.44    31,378.20

ADR ENSCO INTL PLC SPONSORED ADR

   29,094.28    31,974.17

ADR ENSCO INTL PLC SPONSORED ADR

   192,670.43    223,664.00

ADR ERICSSON L M TEL CO ADR CL B SEK 10 NEW ERICSSON L M TEL CO ADR

   4,763.83    5,146.40

ADR ERICSSON L M TEL CO ADR CL B SEK 10 NEW ERICSSON L M TEL CO ADR

   145,827.09    128,660.00

ADR EUROPEAN AERONAUTIC DEFENCE & SPACE CO EADS NV UNSPONSORED ADR ADR

   22,341.78    21,239.55

ADR FAST RETAILING CO LTD ADR

   3,842.55    6,005.02

ADR FIBRIA CELULOSE S A SPONSORED ADR REPSTG COM SHS

   43,056.66    62,558.76

ADR FOCUS MEDIA HLDG LTD SPONSORED ADR

   42,249.53    35,028.50

ADR FOMENTO ECONOMICO MEXICANA SAB DE CV

   5,185.35    9,576.00

ADR FORTESCUE METALS GROUP LTD ADR

   3,608.95    3,860.00

ADR FRANCE TELECOM

   18,104.30    18,930.00

ADR FUTUREMEDIA PLC SPONSORED ADR COM NEW DEC 2007 ADR

   999.60    0.14

ADR GAFISA S A SPONSORED ADR REPSTG 2 COM SHS

   57,557.42    59,671.84

ADR GAZPROM NEFT SPONSORED ADR

   5,577.95    5,050.00

ADR GENESIS LEASE LTD ADR ADR

   2,093.78    19,556.70

ADR GERDAU S A SPONSORED ADR

   18,317.13    27,248.00

ADR GLAXOSMITHKLINE PLC SPONSORED ADR

   94,079.82    85,598.50

ADR GLAXOSMITHKLINE PLC SPONSORED ADR

   166,559.33    169,198.70

ADR GLAXOSMITHKLINE PLC SPONSORED ADR

   773,798.80    676,000.00

ADR GOL LINHAS AEREAS INTELIGENTES SPONSORED ADR REPSTG PFD SHS

   94,194.54    90,565.00

ADR GOLD FIELDS LTD NEW SPONSORED ADR

   10,910.24    10,815.75

ADR GRUPO AEROPORTUAIRO DEL PACIFICO SABDE CV

   6,104.20    6,252.00

ADR GRUPO AEROPORTUARIO DEL CENTRO NORTES A B DE C V SPONSORED ADR

   3,854.95    3,984.00

ADR GRUPO CASA SABA S A DE C V SPONSOREDADR

   5,817.40    4,636.00

ADR GRUPO SIMEC SAB

   306.43    210.00

ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR

   17,846.03    16,608.00

ADR GUSHAN ENVIRONMENTAL ENERGY LTD SPONSORED ADR

   17,110.49    5,874.00

ADR HDFC BK LTD ADR REPSTG 3 SHS

   77,597.17    87,153.60

ADR HITACHI LTD A.D.R. FOR 10 COM

   124,469.32    64,428.00

ADR HOME INNS & HOTELS MGMT INC SPONSORED ADR

   30,730.00    31,815.00

ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON

   51,384.07    63,054.00

ADR HSBC HLDGS PLC SPONSORED ADR NEW

   79,632.34    63,541.17

ADR HSBC HLDGS PLC SPONSORED ADR NEW

   266,811.25    224,991.69

ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS

   7,703.29    6,720.00

ADR HUTCHISON TELECOMMUNICATIONS HONG KONG HLDGS LTD ADR

   31,974.93    2,258,935.28

ADR HUTCHISON TELECOMMUNICATIONS INTL LTD SPONSORED ADR

   739.77    605.01

ADR IBERDROLA S A SPONSORED ADR REPSTG 1ORD SHS

   19,218.51    19,140.00

ADR ICICI BK LTD

   15,300.94    15,759.80

ADR ICICI BK LTD

   684,543.48    879,170.94

ADR IMPALA PLATINUM HLDGS LTD SPONSORED ADR REPSTG 1/4 SH

   19,752.73    20,123.25

ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037

   13,782.88    7,236.97

ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH

   3,208.00    4,255.79

ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH

   453,963.81    701,376.30

ADR ING GROEP N V SPONSORED ADR

   46,563.17    31,146.75

ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPONSORED ADR NEW JUNE 2007

   1,373.97    2,874.00

ADR INTESA SANPAOLO S P A SPONSORED ADR REPSTG ORD SHS ADR

   30,030.14    25,761.53

ADR IRELAND BK SPONSORED

   123,887.01    83,861.68

ADR JA SOLAR HLDGS CO LTD SPONSORED ADR

   60,250.39    77,252.10

ADR JIANGXI COPPER CO LTD SPONSORED ADR

   4,896.45    4,735.58

ADR JSC MMC NORILSK NICKEL SPONSORED ADR

   146,527.37    77,820.05

ADR JSC MMC NORILSK NICKEL SPONSORED ADR

   154,230.36    113,024.18

ADR KEPPEL LTD SPONSORED

   4,061.95    4,103.37

ADR KONGZHONG CORP SPONSORED ADR

   30,303.97    40,887.00

ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000

   17,353.09    21,344.00

ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000

   79,048.73    67,712.00

ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063

   15,011.69    20,356.00

ADR KUBOTA CORP

   3,774.47    4,381.40

ADR LAN AIRL S A

   10,932.79    14,919.65

ADR LDK SOLAR CO LTD SPONSORED ADR

   42,846.04    19,859.33

ADR LENOVO GROUP LTD SPONSORED ADR

   12,388.30    16,295.89

ADR LIHIR GOLD LTD SPONSORED ADR

   81,804.99    75,274.17

ADR LONGTOP FINL TECHNOLOGIES LTD ADR

   232,095.85    304,008.24

ADR M 2003 PLC SPONSORED ADR

   4,800.70    6.00

ADR MECHEL OAO SPONSORED ADR

   58,952.97    59,320.64

ADR MECHEL OAO SPONSORED ADR

   115,581.15    122,085.34

ADR METAL STORM LTD SPONSORED ADR

   5,539.48    719.40

ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A

   68,524.83    79,372.80


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A

   256,814.02    229,299.20

ADR MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR

   56,450.21    30,258.00

ADR MIZUHO FINL GROUP INC SPONSORED ADR

   1,275.95    356.00

ADR MOBILE TELESYSTEMS OJSC SPONSORED

   4,433.31    4,889.00

ADR NATIONAL GRID TRANSCO PLC SPONSORED ADR NEW

   12,743.96    12,561.78

ADR NATUZZI S P A ADR

   2,631.60    1,130.50

ADR NESTLE S A SPONSORED ADR REPSTG REG SH

   130,111.80    149,961.00

ADR NESTLE S A SPONSORED ADR REPSTG REG SH

   341,073.66    455,940.50

ADR NET SERVICOS DE COMUNICACAO S A SPONSORED ADR REPSTG PFD NEW

   19,913.94    19,618.50

ADR NET SERVICOS DE COMUNICACAO S A SPONSORED ADR REPSTG PFD NEW

   270,385.38    280,071.00

ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM

   11,572.12    12,929.31

ADR NEWCREST MNG LTD SPONSORED ADR

   160,969.54    240,048.79

ADR NINTENDO LTD

   26,051.74    18,111.16

ADR NOAH ED HLDGS LTD ADR

   600.24    489.00

ADR NOKIA CORP SPONSORED ADR

   95,117.93    71,381.75

ADR NOKIA CORP SPONSORED ADR

   124,413.80    122,075.00

ADR NOKIA CORP SPONSORED ADR

   251,352.86    299,405.00

ADR NOMURA HLDGS INC SPONSORED ADR

   42,337.95    30,843.20

ADR NOVARTIS AG

   95,748.68    101,838.53

ADR NOVARTIS AG

   743,927.08    762,020.00

ADR NOVO-NORDISK A S ADR

   21,062.59    21,070.50

ADR NTT DOCOMO INC SPONSORED ADR

   610.15    461.34

ADR OAO GAZPROM LEVEL 1 ADR

   51,037.41    41,430.21

ADR OIL CO LUKOIL SPONSORED ADR

   477,159.46    307,380.00

ADR OPEN JT STK CO-VIMPEL COMMUNICATIONSSPONSORED ADR

   53,936.28    55,770.00

ADR OPEN JT STK CO-VIMPEL COMMUNICATIONSSPONSORED ADR

   364,838.06    386,263.02

ADR PANASONIC CORP ADR ADR

   34,694.94    27,322.40

ADR PANASONIC CORP ADR ADR

   333,444.68    322,875.00

ADR PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B

   1,955.97    1,577.60

ADR PERUSAHAAN PERSEROAN PERSERO P T TELEKOMUNIKIASI INDONESIA SPONSORED ADR

   32,936.07    35,395.70

ADR PETROCHINA CO LTD SPONSORED ADR

   96,575.20    97,256.10

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR

   515,877.73    630,377.28

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR

   703,729.33    821,431.04

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR NON VTG

   27,815.44    23,314.50

ADR POSCO SPONSORED ADR

   52,816.92    65,156.70

ADR PRANA BIOTECHNOLOGY LTD SPONSORED ADR

   2,964.79    1,320.00

ADR RANDGOLD RES LTD ADR

   55,825.83    53,973.48

ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007

   4,133.74    1,260.02

ADR RENESOLA LTD SPONSORED ADS ADR

   2,596.40    2,665.60

ADR REPSOL YPF S A SPONSORED ADR

   10,048.88    11,383.82

ADR RIO TINTO PLC SPONSORED ADR

   131,029.51    154,650.02

ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104

   35,191.95    39,668.00

ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104

   85,984.91    94,386.41

ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPSTG 20 ORD SH

   24,230.43    16,902.00

ADR ROYAL BK SCOTLAND GROUP PLC ADR REPSTG PREF SHS SER Q

   1,444.90    2,196.30

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS

   65,859.63    66,121.00

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS

   107,616.83    132,242.00

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG B SHS

   48,770.52    52,317.00

ADR SADIA S A SPONSORED ADR REPTG 30 PFDSHS

   7,250.00    4,130.12

ADR SANOFI-AVENTIS SPONSORED ADR

   38,947.57    40,526.64

ADR SANOFI-AVENTIS SPONSORED ADR

   529,375.19    490,875.00

ADR SAP AG SPONSORED ADR

   16,631.90    18,724.00

ADR SAP AG SPONSORED ADR

   730,400.39    669,383.00

ADR SASOL LTD SPONSORED ADR

   45,639.31    48,407.28

ADR SATYAM COMPUTER SVCS LTD AMERN DEPOSITORY RCPT ISIN US8040981016

   29,755.56    26,986.94

ADR SCMP GROUP LTD SPONSORED ADR

   2,109.95    1,070.40

ADR SEMICONDUCTOR MFG INTL CORP SPONSORED ADR

   3,148.95    3,240.00

ADR SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR

   34,449.54    35,038.26

ADR SIEMENS AG COM DM50 (NEW)

   165,475.04    163,226.00

ADR SILEX SYS LTD SPONSORED ADR

   95,719.07    66,047.28

ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS

   18,849.96    5,251.40

ADR SILICONWARE PRECISION INDS LTD SPONSORED

   1,352.11    1,402.00

ADR SINOPEC SHANGHAI PETROCHEMICAL CO LTD SPONSORED ADR REPSTG CL H SHS

   13,004.89    7,820.00

ADR SK TELECOM LTD SPONSORED ADR

   6,384.86    5,691.00

ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS

   112,372.17    127,550.15

ADR SOLARFUN PWR HLDGS CO LTD SPONSORED ADR

   80,923.88    134,288.00

ADR SONY CORP AMERN SH NEW

   100,875.91    73,921.00

ADR SONY CORP AMERN SH NEW

   526,710.92    426,300.00

ADR SPONSORED ADR

   59,334.42    63,105.85

ADR STARPHARMA HLDGS LTD SPONSORED ADR ADR

   10,677.75    15,625.75


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

ADR STERLITE INDS INDIA LTD ADS

   39,380.23      39,446.30   

ADR SUMITOMO MITSUI FINL GROUP INC ADR

   26,690.59      12,571.87   

ADR SUNTECH PWR HLDGS CO LTD ADR

   312,394.04      319,445.67   

ADR SYNGENTA AG SPONSORED ADR

   17,840.63      19,131.80   

ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR

   33,937.39      36,791.04   

ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR

   478,716.63      529,466.08   

ADR TAM S A SPONSORED ADR REPSTG PFD

   9,110.23      6,666.00   

ADR TATA COMMUNICATIONS LTD SPONSORED ADR ADR

   5,508.95      2,890.00   

ADR TATA MTRS LTD SPONSORED ADR

   15,398.38      35,406.00   

ADR TELECOM CORP NEW ZEALAND LTD SPONSORED ADR

   21,651.45      19,876.89   

ADR TELECOMUICACOES DE SAO PAULO S A TELESP SPONSORED ADR REPSTG PFD

   9,797.17      8,989.20   

ADR TELEFONICA S A SPONSORED

   58,830.39      59,716.80   

ADR TELEFONOS DE MEXICO S A SPONSORED ADR REPSTG SH ORD L

   1,983.95      1,309.82   

ADR TELSTRA CORP LTD SPONSORED ADR FINALINSTALMENT

   7,579.80      7,711.80   

ADR TENARIS S A SPONSORED ADR

   26,924.72      38,385.00   

ADR TERNIUM S A SPONSORED ADR

   1,394.73      1,771.00   

ADR TEVA PHARMACEUTICAL INDS

   248,157.17      282,529.22   

ADR TEVA PHARMACEUTICAL INDS

   384,874.16      488,766.00   

ADR TEVA PHARMACEUTICAL INDS

   476,568.65      550,788.72   

ADR TEVA PHARMACEUTICAL INDS

   1,000,615.37      1,286,522.00   

ADR TEVA PHARMACEUTICAL INDS

   1,427,724.87      1,769,445.28   

ADR THE9 LTD ADR ADR

   5,872.30      2,166.00   

ADR TOMKINS PLC SPONSORED ADR

   9,698.60      12,490.00   

ADR TORM A/S SPONSORED ADR

   3,009.25      985.00   

ADR TOTAL SA

   82,470.46      85,173.20   

ADR TOTAL SA

   291,812.06      318,855.16   

ADR TOYOTA MTR CORP ADR FOR 2 COM

   375,879.79      345,308.48   

ADR TRINITY BIOTECH PLC SPONSORED ADR NEW

   9,389.77      3,547.12   

ADR TURKCELL ILETISIM HIZMETLERI A S SPONSORED ADR NEW

   14,859.15      13,992.00   

ADR UBS PFD FDG TR IV TR PFD SECS FLTG RATE

   0.00      0.31   

ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012

   8,839.79      14,070.00   

ADR UNILEVER N V NEW YORK SHS NEW

   83,061.72      92,981.08   

ADR UNILEVER PLC SPONSORED ADR NEW

   26,131.11      28,656.82   

ADR UNITED MICROELECTRONICS CORP SPONSORED ADR NEW

   11,071.28      12,125.00   

ADR VALE S A ADR

   386,011.99      656,078.00   

ADR VALE S A ADR

   430,581.41      544,399.59   

ADR VANCEINFO TECHNOLOGIES INC ADR ADR

   78,298.98      79,952.02   

ADR VEOLIA ENVIRONNEMENT SPONSORED ADR

   90,518.85      69,639.84   

ADR VEOLIA ENVIRONNEMENT SPONSORED ADR

   242,713.69      269,616.00   

ADR VESTAS WIND SYS A/S UTD KINGDOM UNSPONSORED ADR REPSTG 3 ORD SHS

   20,689.72      21,024.21   

ADR VISIONCHINA MEDIA INC SPONSORED ADR

   3,449.05      3,276.00   

ADR VIVO PARTICIPACOES S A SPONSORED ADRREPSTG PFD NEW

   14,422.09      18,600.00   

ADR VODAFONE GROUP PLC NEW SPONSORED ADRNEW ADR

   27,209.49      28,092.26   

ADR VODAFONE GROUP PLC NEW SPONSORED ADRNEW ADR

   198,553.87      230,900.00   

ADR VODAFONE GROUP PLC NEW SPONSORED ADRNEW ADR

   351,299.91      356,855.95   

ADR WESTPAC BKG LTD SPONSORED A.D.R.

   10,727.80      11,867.10   

ADR WIMM-BILL-DANN FOODS OJSC SPONSORED ADR

   52,810.67      50,519.60   

ADR WIPRO LTD SPONSORED ADR REPSTG 1 SH SPONSORED ADR REPSTG 1 SH\COM\

   23,629.52      37,302.25   

ADR WSP HLDGS LTD ADR

   33,153.78      20,354.95   

ADR WUXI PHARMATECH CAYMAN INC SPONSOREDADR REPSTG ORD SHS ADR

   12,225.30      15,960.00   

ADR XINYUAN REAL ESTATE CO LTD SPONSOREDADR

   1,396.35      1,341.00   

ADR YANZHOU COAL MNG CO LTD ISIN US9848461052

   69,052.43      88,411.50   

ADR YINGLI GREEN ENERGY HLDG CO LTD ADR ADR

   40,051.61      47,999.16   

ADR YINGLI GREEN ENERGY HLDG CO LTD ADR ADR

   174,153.58      292,801.20   

ADVANCE AMER CASH ADVANCE CTRS INC COM STK

   48,529.41      51,708.00   

ADVANCE AMER CASH ADVANCE CTRS INC COM STK

   115,754.38      49,484.00   

ADVANCE AMER CASH ADVANCE CTRS INC COM STK

   198,303.15      219,620.00   

ADVANCE AUTO PTS INC COM

   4,946.18      5,060.00   

ADVANCE AUTO PTS INC COM

   128,292.45      134,798.40   

ADVANCED ANALOGIC TECHNOLOGIES INC COM

   17,925.96      15,366.00   

ADVANCED ANALOGIC TECHNOLOGIES INC COM

   167,075.85      142,234.00   

ADVANCED BATTERY TECHNOLOGIES INC COM COM

   12,894.52      13,100.00   

ADVANCED CELL TECHNOLOGY INC COM

   11,396.42      8,206.40   

ADVANCED DEPOSITION TECHNOLOGIES INC COM

   1,506.39      0.00   

ADVANCED ENVIRONMENTAL RECYCLING TECHNOLOGIES INC CL A CL A

   19,689.50      16,140.80   

ADVANCED GROWING SYS INC NEV COM

   4,399.65      124.00   

ADVANCED ID CORP COM

   11,240.98      377.50   

ADVANCED MED INST INC COM

   2,008.95      1,000.00   

ADVANCED MICRO DEVICES COM STK CALL OPT EXP 4/17/10 PR $9 PER SH

   (89.54   (310.00

ADVANCED MICRO DEVICES INC COM

   185,290.08      408,254.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ADVANCED MICRO DEVICES INC COM

   235,918.71    149,072.00

ADVANCED OPTICS ELECTRONICS INC COM

   9,411.96    200.00

ADVANCED POWERLINE TECHNOLOGIES INC COM

   3,635.90    0.70

ADVANCED VIRAL RESH CORP COM

   13,629.35    100.00

ADVANTA BK CORP DRAPER UT CTF DEP DTD 10/01/2008 ACT/365 5 10-01-2013

   10,000.00    10,000.00

ADVANTA BK CORP DRAPER UTAH CTF DEP DTD 10-22-2008 4.45 10-24-2011

   60,000.00    60,000.00

ADVANTA BK CORP DRAPER UTAH CTF DEP DTD 10-22-2008 4.95 10-22-2013

   50,000.00    50,000.00

ADVANTA CORP CL B

   8,712.06    104.30

ADVANTA CORP PFD STK

   0.00    1,810.00

ADVANTAGE OIL & GAS LTD

   2,446.01    34,686.40

ADVANTAGE OIL & GAS LTD COM DO NOT USESEE 2053303

   70,375.77    0.00

ADVENTRX PHARMACEUTICALS INC COM STK

   24,632.21    35,164.95

AECOM TECHNOLOGY CORP DELAWARE COM

   20,188.38    21,175.00

AECOM TECHNOLOGY CORP DELAWARE COM

   264,836.93    290,675.00

AEGEAN MARINE PETROLEUM NETWORK INC COM STK USD0.01

   3,318.69    5,770.80

AEGIS ASSMTS INC COM

   3,578.85    1.80

AEGON N V PERP CAP SECS 6.375% PFD STK

   11,824.95    12,533.99

AEHR TEST SYS COM

   116.85    132.00

AEOLUS PHARMACEUTICALS INC COM

   503.95    480.00

AEON CO LTD NPV

   185,161.77    198,098.71

AEON CREDIT SERV NPV

   338,665.71    187,364.73

AERCAP HOLDINGS N.V. EUR0.01

   12,266.90    13,590.00

AERO PERFORMANCE PRODS INC COM STK

   2,808.20    699.00

AEROFOAM METALS INC COM

   5,138.44    3.00

AEROPOSTALE COM

   88,299.47    119,175.00

AEROPOSTALE COM

   132,254.21    117,472.50

AEROVIRONMENT INC COM

   88,088.88    73,863.20

AES CORP 7.75 DUE 03-01-2014/02-13-2004 BEO

   5,300.00    5,075.00

AES CORP 8% DUE 06-01-2020

   80,000.00    81,400.00

AES CORP COM

   16,294.35    14,814.03

AES CORP COM

   356,126.76    243,573.00

AES CORP SR NT 7.75% DUE 10-15-2015 REG

   40,000.00    40,600.00

AES TR III TR PFD STK CONV SECS

   4,939.95    4,625.00

AETERNA ZENTARIS INC COM

   1,695.78    1,533.11

AETNA INC

   52,468.05    47,429.35

AETNA INC

   179,722.38    373,933.20

AETNA INC

   248,711.37    294,810.00

AETRIUM INC COM STK USD0.001

   4,149.95    2,590.00

AFFILIATED MANAGERS GROUP INC COM STK

   16,979.40    13,672.05

AFFILIATED MANAGERS GROUP INC COM STK

   293,791.66    307,116.00

AFFILIATED MANAGERS GROUP INC COM STK

   1,061,129.67    1,003,515.00

AFFYMETRIX INC OC-CAP STK

   1,929.94    1,401.60

AFFYMETRIX INC OC-CAP STK

   80,878.64    84,680.00

AFLAC INC COM

   176,449.08    217,198.46

AFLAC INC COM

   403,934.67    587,375.00

AFRICA OIL CORP COM STK

   1,455.54    2,289.20

AGCO CORP COM

   9,673.34    6,468.00

AGCO CORP COM

   109,742.94    132,594.00

AGCO CORP COM

   170,571.85    193,393.20

AGCO CORP COM

   259,609.46    355,740.00

AGCO CORP COM

   339,116.62    406,028.70

AGFEED INDS INC COM STK

   4,763.45    4,125.00

AGILE PROPERTY HLD HKD0.10

   107,565.41    127,574.49

AGILENT TECHNOLOGIES INC COM

   974.66    932.10

AGILENT TECHNOLOGIES INC COM

   250,837.86    292,648.33

AGL RES INC COM

   48,126.58    45,846.69

AGNICO EAGLE MINES LTD COM

   161,347.07    178,200.00

AGNICO EAGLE MINES LTD COM

   377,019.85    350,298.00

AGREE RLTY CORP COM

   2,375.95    2,329.00

AGRIUM INC COM

   94,760.56    97,477.50

AIR LIQUIDE(L’) EUR5.50

   729,688.65    809,065.36

AIR METHODS CORP COM NEW COM NEW

   3,431.33    3,362.00

AIR PROD & CHEM INC COM

   90,211.56    91,345.70

AIR PROD & CHEM INC COM

   148,406.08    212,782.50

AIR PROD & CHEM INC COM

   232,609.22    462,042.00

AIR PROD & CHEM INC COM

   296,617.97    453,936.00

AIR TRANS SVCS GROUP INC COM STK

   11,279.70    7,920.00

AIRCASTLE LIMITED COM STK

   41,252.37    46,295.00

AIRCASTLE LIMITED COM STK

   56,446.96    41,025.25

AIRGAS INC COM

   15,179.56    16,660.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

AIRGAS INC COM

   106,070.42    109,480.00

AIRGAS INC COM

   217,496.35    249,424.00

AIRGAS INC COM

   265,615.94    271,320.00

AIRNET COMMUNICATIONS CORP COM NEW STK

   3,389.37    0.40

AIRSCOOTER CORP COM

   12,637.09    3,355.00

AIRSPAN NETWORKS INC COM NEW COM

   25,623.18    731.46

AIRTECH INTL GROUP INC COM NEW

   6,883.43    0.00

AIRTRAN HLDGS INC COM

   119,690.39    135,198.00

AIRTRAN HLDGS INC COM

   273,464.95    273,481.02

AIRVANA INC COM STK

   13,759.82    17,480.00

AISIN SEIKI CO NPV

   118,901.92    217,219.64

AK STL HLDG CORP COM STK PAR $0.01

   91,554.72    92,927.86

AK STL HLDG CORP COM STK PAR $0.01

   185,882.63    66,185.00

AKAMAI TECHNOLOGIES INC COM STK

   82,430.25    107,061.50

AKAMAI TECHNOLOGIES INC COM STK

   212,110.48    119,051.00

AKEENA SOLAR INC COM STK

   21,666.70    14,113.75

AKORN INC COM

   5,290.08    7,160.00

AKZO NOBEL NV EUR2

   501,060.78    529,210.18

AKZO NOBEL NV EUR2

   668,504.03    660,903.02

ALASKA AIR GROUP INC COM

   6,655.82    13,824.00

ALASKA AIR GROUP INC COM

   113,750.77    229,132.80

ALASKA COMMUNICATIONS SYS GROUP INC COM ISIN US01167P1012

   77,938.37    66,913.72

ALBANY MOLECULAR RESH INC COM

   305,445.19    310,545.08

ALBERTA STAR DEV CORP COM

   197,618.36    36,559.80

ALBERTO-CULVER CO NEW COM STK

   217,079.41    239,592.20

ALBERTSONS INC SR NT 8.35 DUE 05-01-2010BEO

   10,490.82    10,087.50

ALCOA INC 6% DUE 07-15-2013

   119,622.00    126,411.84

ALCOA INC COM STK

   430,780.92    546,215.29

ALCOA INC COM STK

   477,794.43    427,437.92

ALCOA INC NT 6.5 DUE 06-01-2011 BEO FOR STATE DEPOSIT ONLY

   9,110.00    10,562.07

ALCON INC COM CHF0.20

   24,478.31    34,020.45

ALDERSHOT RES LTD NEW COM STK

   252.75    57.20

ALEXANDER & BALDWIN INC COM

   16,193.26    11,980.50

ALEXANDER & BALDWIN INC COM

   386,961.33    451,836.00

ALEXANDRIA REAL ESTATE EQUITIES INC COM

   210,003.19    279,018.60

ALEXCO RESOURCE CORP COM STK

   29,079.90    50,760.00

ALEXION PHARMACEUTICALS INC COM

   3,378.59    3,661.50

ALEXION PHARMACEUTICALS INC COM

   206,542.81    304,148.60

ALFA LAVAL AB NPV

   89,013.31    91,456.25

ALGONQUIN PWR & UTILS CORP COM

   7,043.65    3,901.30

ALICO INC COM

   1,339.71    925.95

ALIGN TECHNOLOGY INC COM

   1,537.96    1,782.00

ALKERMES INC COM

   4,932.35    4,705.00

ALL FUELS & ENERGY CO COM STK

   2,154.95    1.74

ALLEGHENY ENERGY INC COM

   3,240.89    1,956.64

ALLEGHENY ENERGY INC COM

   159,346.13    110,356.00

ALLEGHENY ENERGY INC COM

   397,268.57    385,072.00

ALLEGHENY TECHNOLOGIES INC COM

   43,939.25    62,240.10

ALLEGHENY TECHNOLOGIES INC COM

   94,882.06    121,147.62

ALLEGHENY TECHNOLOGIES INC COM

   248,424.53    353,683.00

ALLEGHENY TECHNOLOGIES INC COM

   325,034.52    510,378.00

ALLEN VANGUARD CORP COM STK

   7,263.90    0.00

ALLERGAN INC COM

   4,800.00    5,460.32

ALLERGAN INC COM

   231,077.56    529,284.00

ALLIANCE 1 INTL INC COM

   4,051.03    4,880.00

ALLIANCE 1 INTL INC COM

   131,585.05    169,536.08

ALLIANCE DATA SYS CORP COM

   64,895.46    58,131.00

ALLIANCE HEALTHCARE SERVICES

   3,232.03    2,284.00

ALLIANCE HLDGS GP L P

   2,306.34    2,719.37

ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK

   55,361.98    67,244.06

ALLIANCEBERNSTEIN HLDG L P UNIT LTD

   2,517.22    2,810.00

ALLIANT ENERGY CORP COM ISIN #US0188021085

   3,898.55    4,327.18

ALLIANT ENERGY CORP COM ISIN #US0188021085

   285,743.78    305,626.00

ALLIANT TECHSYSTEMS INC COM

   7,940.00    7,944.30

ALLIANT TECHSYSTEMS INC COM

   225,615.30    251,922.58

ALLIANZ FDS CCM MID-CAP FD CL D

   9,121.62    6,544.73

ALLIANZ FDS NACM PAC RIM FD CL D

   163,470.89    121,472.59

ALLIANZ SE (SE SOCIETAS EUROPEAE)

   1,196,008.07    896,200.05

ALLIED CAP CORP NEW COM

   90,372.38    32,255.90

ALLIED ENERGY INC FLA COM

   539.95    147.50


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ALLIED HEALTHCARE INTL INC COM

   7,515.31    7,275.00

ALLIED MOTION TECHNOLOGIES INC COM

   4,590.68    2,520.10

ALLIED NEV GOLD CORP COM STK

   13,538.81    29,873.48

ALLIED WASTE N AMER INC ALLIED WASTE NA 5.75 DUE 02-15-2011 BEO

   13,714.62    15,675.00

ALLIED WORLD ASSURANCE COM STK

   4,893.95    4,607.00

ALLIED WORLD ASSURANCE COM STK

   60,011.38    78,319.00

ALLIED WORLD ASSURANCE COM STK

   126,734.27    138,210.00

ALLIS-CHALMERS ENERGY INC FORMERLY ALLI COM PAR $0.01 NEW

   6,552.77    3,513.64

ALLIS-CHALMERS ENERGY INC FORMERLY ALLI SR NT 9 DUE 01-15-2014 BEO

   4,660.00    4,775.00

ALLOS THERAPEUTICS INC COM ISIN US019777101

   20,175.96    16,450.00

ALLOY INC COM NEW STK

   1,261.93    1,167.00

ALLSCRIPT-MISYS HEALTHCARE SOLUTIONS INC

   51,554.03    62,004.95

ALLSCRIPT-MISYS HEALTHCARE SOLUTIONS INC

   119,831.24    158,603.20

ALLSTATE CORP COM

   48,464.30    35,570.60

ALLSTATE CORP COM

   279,008.67    297,396.00

ALLSTATE CORP COM

   379,789.06    465,620.00

ALLSTATE CORP COM

   384,033.33    439,425.12

ALLSTATE CORP COM

   728,366.80    477,305.56

ALLSTATE LIFE GL FDG SECD MED TRM TRANCHE # TR 00039 5.375 DUE 4-30-2013

   59,940.00    64,048.44

ALMADEN MINERALS LTD COM STK

   7,063.55    6,519.45

ALMOST FAMILY INC COM

   7,634.40    11,068.40

ALNYLAM PHARMACEUTICALS INC COM

   405,530.24    327,732.00

ALON USA ENERGY INC COM STK

   14,768.45    13,680.00

ALON USA ENERGY INC COM STK

   16,842.31    9,576.00

ALPHA NAT RES INC COM STK

   68,244.10    84,851.28

ALPHA NAT RES INC COM STK

   234,427.98    414,018.72

ALPHA PRO TECH LTD COM

   8,507.99    6,102.00

ALPHATEC HLDGS INC COM STK

   2,614.95    2,670.00

ALPHATRADE COM NEW STK

   114.95    7.25

ALPINE AIR EXPRESS INC COM NEW STK

   14,006.30    4,294.20

ALPS ELECTRIC CO NPV

   193,746.54    134,984.38

ALSTOM EUR7.0

   937,231.66    756,408.26

ALTAIR NANOTECHNOLOGIES INC COM

   30,791.31    14,872.00

ALTERA CORP COM

   260,487.98    181,040.00

ALTERNATE ENERGY HLDGS INC COM STK

   9,457.16    6,435.00

ALTIUS MINERALS CORP COM STK

   19,580.49    22,873.68

ALTRIA GROUP INC COM

   43,487.06    55,474.38

ALTRIA GROUP INC COM

   592,726.06    1,107,132.00

ALTRIA GROUP INC COM

   1,081,504.81    1,175,852.21

ALTRIA GROUP INC NT 8.5% DUE 11-10-2013 BEO

   81,052.60    80,894.10

ALTRIA GROUP INC NT 9.7% DUE 11-10-2018 BEO

   24,961.00    24,796.14

ALVARION LTD COM

   11,281.84    6,694.60

AMAZON COM INC COM

   343,214.08    390,108.00

AMAZON COM INC COM

   485,918.11    1,224,132.00

AMAZON COM INC COM

   620,171.31    1,116,516.00

AMAZON COM INC COM

   642,957.72    678,384.36

AMAZON COM INC COM

   659,419.84    1,264,488.00

AMAZON GOLDSANDS LTD COM STK

   3,519.95    24.00

AMB PPTY CORP REIT

   1,039.44    1,360.03

AMBAC FINL GROUP 9.375% DUE 08-01-2011

   4,972.50    2,562.50

AMBAC FNCL GROUP COM STK

   2,747.98    3,119.74

AMBASSADORS GROUP INC COM

   4,738.46    3,997.60

AMCOR LIMITED NPV

   29,363.98    34,038.84

AMCORE FINL INC COM

   33,765.44    52,700.00

AMDOCS ORD GBP0.01

   23,470.01    21,397.50

AMEDISYS INC COM

   41,669.57    49,912.20

AMEDISYS INC COM

   163,866.12    213,664.00

AMEDISYS INC COM

   298,696.97    368,813.20

AMER ELEC PWR CO INC COM

   86,606.64    98,609.54

AMER ELEC PWR CO INC COM

   270,758.77    302,673.00

AMER ELEC PWR CO INC COM

   360,258.73    313,110.00

AMER ELEC PWR CO INC COM

   446,415.90    453,661.60

AMER FINL GROUP INC OH COM STK

   58,776.79    58,044.53

AMER FINL GROUP INC OH COM STK

   101,792.45    117,265.00

AMER FINL GROUP INC OH COM STK

   139,767.95    187,125.00

AMER FINL GROUP INC OH COM STK

   303,553.94    255,737.50

AMER GREETINGS CORP CL A COM

   342,711.60    531,676.00

AMER INTL GRP 4% MTN 20/09/2011 EUR50000

   191,360.06    269,251.80

AMER INTL GRP 5.375% MTN 18/10/2011 USD

   33,031.00    35,131.25


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

AMER MOVIL S A B DE C V 5.625 DUE 11-15-2017 BEO

   49,816.50      51,766.95

AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS

   114,774.52      111,061.00

AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS

   371,137.51      317,115.00

AMERADA HESS CORP 7.3% DUE 08-15-2031

   169,249.73      176,139.83

AMERADA HESS CORP NT 7.875% DUE 10-01-2029/09-30-2029 BEO

   57,790.80      59,967.70

AMEREN CORP COM

   22,452.66      18,425.06

AMEREN CORP COM

   251,696.51      178,880.00

AMERICAN APPAREL INC COM STK

   7,054.54      3,100.00

AMERICAN BIO MEDICA CORP COM

   15,880.90      2,180.00

AMERICAN CAP AGY CORP COM REIT FUND

   18,649.65      20,354.77

AMERICAN CAP AGY CORP COM REIT FUND

   195,260.26      222,936.00

AMERICAN CAP LTD COM STK

   182,470.83      146,731.90

AMERICAN COML LINES INC COM PAR $0.01 COM PAR $0.01

   3,418.49      916.50

AMERICAN DAIRY INC COM STK

   28,810.20      30,352.00

AMERICAN EAGLE OUTFITTERS INC NEW COM

   27,561.82      28,213.71

AMERICAN ENTERPRISE DEV CORP COM STK

   277.90      12.00

AMERICAN EQUITY INVT LIFE HLDG CO COM

   181,725.77      238,824.00

AMERICAN EXP TRAV FLTG RATE NTS 01/06/11USD1

   89,125.00      96,730.00

AMERICAN EXPRESS BK FSB DTD 11-25-2009 1DUE 02-25-2011

   59,000.00      0.00

AMERICAN EXPRESS CO

   145,466.21      200,074.59

AMERICAN EXPRESS CO

   686,196.72      798,244.00

AMERICAN EXPRESS CO

   786,251.61      1,312,848.00

AMERICAN EXPRESS CO NT 7% DUE 03-19-2018REG

   298,851.00      330,381.60

AMERICAN EXPRESS CO SUB DEB FLTG RATE VAR RT DUE 09-01-2066/09-01-2016

   72,672.60      62,650.00

AMERICAN GEN CORP 7.5% DUE 08-11-2010

   14,655.00      15,318.75

AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK ENTRY MTN 4.875% DUE 07-15-2012

   4,274.45      4,100.00

AMERICAN GREEN GROUP INC COM NEW COM NEW

   864.95      0.00

AMERICAN HOME MTG INVT CORP COM STK

   882.55      21.49

AMERICAN INTERNATIONAL GROUP INC COM

   (98,319.83   296,382.28

AMERICAN INTERNATIONAL GROUP INC COM

   2,354,230.92      110,146.52

AMERICAN INTL PETE CORP COM PAR $0.08 NEW COM PAR $0.08 NEW

   3,347.50      0.00

AMERICAN LITHIUM MINERALS INC COM

   27,357.21      9,639.00

AMERICAN OIL & GAS INC NEV NEW COM

   13,678.87      21,966.00

AMERICAN PUB ED INC COM STK

   7,252.29      7,078.16

AMERICAN RAILCAR INDS INC COM STK

   791.10      1,102.00

AMERICAN RAILCAR INDS INC COM STK

   75,203.06      25,346.00

AMERICAN REPROGRAPHICS CO COM

   27,857.18      15,611.27

AMERICAN SEC RES CORP COM

   3,527.80      700.00

AMERICAN SIERRA GOLD CORP COM STK

   1,856.32      2,880.00

AMERICAN SUPERCONDUCTOR CORP SHS

   65,257.49      79,550.50

AMERICAN SUPERCONDUCTOR CORP SHS

   194,805.18      285,073.00

AMERICAN TECHNOLOGY CORP COM NEW COM NEW

   3,443.80      1,480.00

AMERICAN TOWER CORP CL A

   41,357.68      44,463.09

AMERICAN TOWER CORP CL A

   467,780.68      470,989.00

AMERICAN UNITY INVTS INC FLA COM STK

   2,159.75      4.00

AMERICAN WTR WKS CO INC NEW COM

   20,052.06      20,770.17

AMERICAN WTR WKS CO INC NEW COM

   231,445.09      252,784.80

AMERICAN WTR WKS CO INC NEW COM

   323,628.15      396,657.00

AMERICAS CAR-MART INC COM

   8,293.74      13,165.00

AMERICAS ENERGY CO COM

   5,337.90      9,180.00

AMERICAS WIND ENERGY CORP COM

   2,960.87      216.00

AMERIGO RES LTD

   7,753.40      13,354.00

AMERIGROUP CORP COM

   1,186.52      1,294.08

AMERIGROUP CORP COM

   282,665.89      253,424.00

AMERIGROUP CORP COM

   720,096.48      714,440.00

AMERIPRISE FINL INC COM

   138,060.25      269,410.80

AMERIPRISE FINL INC COM

   396,659.15      512,812.20

AMERIPRISE FINL INC SR NT 5.35% DUE 11-15-2010/11-23-2005 REG

   901.00      1,027.83

AMERISAFE INC COM

   21,276.74      25,158.00

AMERISOURCEBERGEN CORP COM

   17,462.65      19,590.93

AMERISOURCEBERGEN CORP COM

   107,821.21      112,101.00

AMERISOURCEBERGEN CORP COM

   127,664.13      203,346.00

AMERISTAR CASINOS INC COM STK USD0.01

   18,102.85      16,753.00

AMERITYRE CORP COM

   66,941.32      11,594.00

AMERN AXLE & MFG 7.875% DUE 03-01-2017

   4,233.00      4,225.00

AMERN AXLE & MFG HOLDINGS INC

   715.95      802.00

AMERN CARESOURCE HLDGS INC COM

   6,762.95      2,400.00

AMERN EXPRESS CENTURION BK NEWARK DEL BKNT VAR RT DUE 03-23-2010

   267,000.00      299,781.60

AMERN EXPRESS CO 8.125% DUE 05-20-2019

   5,042.50      5,941.45

AMERN EXPRESS CR 5.125% DUE 08-25-2014

   289,721.60      305,582.57


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

AMERN GEN CORP 6.625 DUE 02-15-2029 BEO

   21,355.00      23,925.00   

AMERN HOMEPATIENT INC COM

   938.95      390.00   

AMERN INTL GROUP 8.25% DUE 08-15-2018

   131,500.00      187,770.00   

AMERN INTL GROUP 8.25% DUE 08-15-2018

   240,000.00      225,324.00   

AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00027 5.6 10-18-2016BEO

   31,058.75      32,800.00   

AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018

   14,489.10      16,350.00   

AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018

   19,889.80      16,410.58   

AMERN INTL GROUP MTN 23/03/2012

   266,756.31      344,609.12   

AMERN ITALIAN PASTA CO CL A

   9,309.17      10,437.00   

AMERN MUN TERM TR INC II REMARKETED PFD

   0.00      1,832.80   

AMERN ORIENTAL BIOENGINEERING INC COM STK

   10,030.02      10,629.90   

AMERN ORIENTAL BIOENGINEERING INC COM STK

   64,456.06      60,450.00   

AMERN SCI & ENGR INC COM

   30,749.13      38,040.43   

AMERN SOFTWARE INC CL A

   659.18      600.00   

AMERN STS WTR CO COM

   24,337.90      28,328.00   

AMERN WOODMARK CORP COM

   2,368.95      1,968.00   

AMGEN INC COM

   174,645.08      177,346.95   

AMGEN INC COM

   573,786.67      678,840.00   

AMGEN INC COM

   811,154.81      882,492.00   

AMGEN INC COM

   979,429.57      1,559,069.20   

AMISH NATURALS INC COM STK

   4,371.75      40.85   

AMKOR TECHNOLOGY INC COM

   275,320.54      191,172.00   

AMN HEALTHCARE SVCS INC COM

   41,297.28      21,744.00   

AMOROCORP INC COM STK

   1,030.00      0.00   

AMPHENOL CORP NEW CL A

   6,344.79      8,685.30   

AMPHENOL CORP NEW CL A

   184,401.80      217,046.00   

AMR CORP COM

   1,419,118.03      1,595,688.44   

AMR CORP DEL PFD

   1,755.14      2,032.66   

AMR+BJ

   (11,415.75   (12,500.00

AMR+HB

   (2,500.00   0.00   

AMSOUTH BANCORPORATION 6.75 DUE 11-01-2025 REG PUT

   7,561.90      7,125.01   

AMSURG CORP COM

   7,258.52      6,231.66   

AMYLIN PHARMACEUTICALS INC COM

   6,283.84      7,095.00   

ANADARKO FIN CO SR NT 7.5% DUE 05-01-2031/08-27-2001 BEO

   33,635.40      33,655.38   

ANADARKO PETE CORP SR NT 6.45% DUE 09-15-2036/09-19-2006 BEO

   150,240.18      156,655.35   

ANADARKO PETE CORP SR NT 8.7% DUE 03-15-2019 REG

   59,811.00      74,634.96   

ANADARKO PETRO CORP COM

   219,871.96      241,937.42   

ANADARKO PETRO CORP COM

   356,850.03      368,278.00   

ANADARKO PETRO CORP COM

   410,639.87      837,426.72   

ANADARKO PETRO CORP COM

   465,273.39      443,182.00   

ANADIGICS INC COM

   6,019.82      5,654.80   

ANALOG DEVICES INC COM

   1,495.75      2,084.28   

ANALOG DEVICES INC COM

   250,786.96      249,482.00   

ANALOGIC CORP COM PAR $0.05

   376,362.29      394,342.40   

ANALYSTS INTL CORP COM

   6,839.98      2,010.00   

ANAVEX LIFE SCIENCES CORP COM STK

   51,973.81      21,500.00   

ANCESTRY COM INC COM

   12,338.81      12,609.00   

ANCHOR GRAIN 3RD PFD STK

   0.00      25,366.50   

ANDERSONS INC COM

   24,041.83      15,492.00   

ANDERSONS INC COM

   106,808.17      90,370.00   

ANDERSONS INC COM

   120,744.82      90,370.00   

ANDERSONS INC COM

   286,638.93      285,440.10   

ANDINA MINERALS INC COM STK

   15,983.43      43,829.99   

ANDREA ELECTRS CORP COM

   70.80      12.00   

ANHEUSER-BUSCH INBEV NV

   902,438.08      1,248,198.22   

ANIMAL HEALTH INTL INC COM

   3,687.34      1,200.00   

ANNALY CAP MGMT INC COM

   399,566.81      413,832.20   

ANNALY CAP MGMT INC COM

   536,103.64      562,170.99   

ANNTAYLOR STORES CORP COM

   8,812.56      8,184.00   

ANTARES PHARMA INC COM

   2,109.95      1,710.00   

ANTHRACITE CAP INC COM

   1,594.57      22.19   

ANTIGENICS INC DEL COM STOCK

   23,104.68      7,424.00   

ANTRIM ENERGY INC COM

   820.73      360.57   

ANWORTH MTG AST CORP COM

   15,687.97      14,000.00   

ANWORTH MTG AST CORP COM

   626,441.38      556,500.00   

AOL INC COM STK

   9,055.20      8,962.80   

AOL INC COM STK

   55,994.80      52,263.60   

AOL TIME WARNER INC DEB DTD 04/19/2001 7.625% DUE 04-15-2031/04-14-2031 BEO

   68,424.87      81,313.96   

AON CORP COM

   6,492.19      6,172.97   

AON CORP COM

   220,400.57      211,905.18   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

AON CORP COM

   222,177.13      287,550.00   

APACHE CORP COM

   263,446.62      347,753.47   

APACHE CORP COM

   302,594.79      424,544.55   

APACHE CORP COM

   357,463.19      309,510.00   

APACHE CORP COM

   369,389.64      948,132.30   

APACHE CORP NT 6% DUE 09-15-2013 REG

   109,423.60      121,717.09   

APARTMENT INVT & MGMT CO CL A

   4,571.58      4,569.04   

APARTMENT INVT & MGMT CO CL A

   71,151.15      50,832.56   

APEX SILVER MINE LTD COM STK

   10,294.31      0.00   

APOGEE ENTERPRISES INC COM

   3,696.25      3,454.39   

APOGEE ENTERPRISES INC COM

   40,512.66      43,400.00   

APOGEE ENTERPRISES INC COM

   521,436.19      337,400.00   

APOGEE TECH INC COM STK

   14,354.85      6,300.00   

APOLLO GOLD CORP YUKON COM DO NOT USE SEE 2009928

   1,213.85      1,175.00   

APOLLO GROUP INC CL A

   49,558.97      47,858.20   

APOLLO GROUP INC CL A

   104,090.11      103,894.70   

APOLLO GROUP INC CL A

   185,214.99      212,030.00   

APOLLO GROUP INC CL A

   1,111,155.82      1,138,904.00   

APOLLO INVT CORP COM SH BEN INT

   91,550.13      88,629.00   

APOLLO INVT CORP COM SH BEN INT

   194,878.95      151,927.74   

APOLLO PICTURES INC SER B CONV PFD

   0.00      154.50   

A-POWER ENERGY GENERATION SYSTEMS LTD COM STK USD0.0001

   56,203.24      85,780.10   

APPIANT TECHNOLOGIES INC COM

   554.95      0.75   

APPLE INC

   654,293.55      991,042.00   

APPLE INC

   914,321.74      1,539,278.00   

APPLE INC

   1,104,663.03      5,187,156.00   

APPLE INC

   1,392,340.40      2,777,869.64   

APPLE INC

   1,578,272.98      2,235,116.00   

APPLE INC

   12,901,578.68      16,265,138.69   

APPLE INC COM STK CALL OPT EXP 2/20/10 PR $210 PER SH

   (3,910.42   (2,550.00

APPLE INC COM STK CALL OPT EXP 5/16/09 PR $130 PER SH

   (1,564.00   0.00   

APPLE INC COM STK CALL OPT EXP 7/17/10 PR $210 PER SH

   0.00      (35,325.00

APPLE INC COM STK PUT OPT EXP 4/17/10 PR $200 PER SH

   0.00      1,170.00   

APPLIED DNA SCIENCES INC COM

   3,458.40      2,108.00   

APPLIED ENERGETICS INC COM STK

   9,572.33      665.00   

APPLIED INDL TECHNOLOGIES INC COM

   284,999.64      232,838.50   

APPLIED MATERIALS INC COM

   246,091.59      235,147.70   

APPLIED MATERIALS INC COM

   440,933.26      506,022.00   

APPLIED MATERIALS INC COM

   695,857.81      702,576.00   

APPLIED MICRO CIRCUITS CORP COM NEW STK

   391.15      373.50   

APPLIED MICRO CIRCUITS CORP COM NEW STK

   87,240.82      90,387.00   

APPLIED NEUROSOLUTIONS INC COM NEW COM NEW

   10,569.95      1,110.00   

APPLIED SCIENCE PRODS INC COM

   403.70      24.00   

APPLIED SIGNAL TECH INC COM

   9,641.52      9,582.01   

APPLIED SIGNAL TECH INC COM

   63,138.86      63,657.00   

APPLIED SOLAR INC COM

   681.85      280.00   

APPLIEDTHEORY CORP COM

   11,260.37      10.00   

APTARGROUP INC COM

   4,322.59      3,573.96   

AQUA AMER INC COM

   28,326.04      26,672.27   

ARABIAN AMERN DEV CO COM

   27,899.12      13,144.84   

ARAFURA RESOURCES LTD COM STK

   63,909.40      56,417.86   

ARC ENERGY TR TR UNIT UNIT

   62,578.66      62,766.00   

ARCA BIOPHARMA INC COM

   (4,991.36   332.52   

ARCH CAP GROUP LTD 7.35 DUE 05-01-2034/04-30-2034 BEO

   19,066.00      19,354.34   

ARCH CAPITAL GROUP COM STK

   250,503.43      257,580.00   

ARCH COAL INC COM

   85,027.26      91,881.22   

ARCH COAL INC COM

   155,290.07      215,825.00   

ARCH COAL INC COM

   735,711.00      1,027,950.00   

ARCHER-DANIELS-MIDLAND CO COM

   162,042.69      176,658.35   

ARCHER-DANIELS-MIDLAND CO COM

   235,693.72      253,611.00   

ARCHER-DANIELS-MIDLAND CO COM

   302,387.86      546,140.33   

ARCSIGHT INC STK

   66,962.16      69,066.00   

ARCTIC GLACIER INCOME FD TR UNIT

   2,244.68      633.36   

ARENA PHARMACEUTICALS INC COM ISIN US0400471027

   2,068.65      1,597.50   

ARENA RES INC COM

   43,641.59      47,432.00   

ARENA RES INC COM

   358,240.68      394,979.20   

ARES CAP CORP COM

   9,868.40      9,361.22   

ARES CAP CORP COM

   330,118.38      410,850.00   

ARES CAP CORP COM

   445,800.37      592,408.35   

AREVA COM STK

   56,311.52      32,547.56   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

ARGAN INC COM

   17,079.64      17,124.10

ARGENT SECS INC 2004-W10 AST BKD PASSTHRU CTF CL A2 10-25-2034 REG

   168,209.86      138,055.35

ARGO GROUP INTERNATIONAL HOLDINGS COM STK

   85,001.05      84,506.00

ARGO GROUP INTERNATIONAL HOLDINGS COM STK

   444,906.87      303,056.00

ARIAD PHARMACEUTICALS INC COM

   22,708.45      18,696.00

ARIBA INC COM NEW

   1,052.12      838.84

ARIBA INC COM NEW

   352,134.99      337,914.80

ARKANSAS BEST CORP DEL COM

   72,933.81      76,518.00

ARKANSAS BEST CORP DEL COM

   128,903.71      135,378.00

ARKANSAS BEST CORP DEL COM

   131,286.51      120,663.00

AROTECH CORP COM NEW STK

   11,709.37      1,494.92

ARQULE INC COM

   2,017.90      1,845.00

ARRAY BIOPHARMA INC COM

   2,845.30      702.50

ARRHYTHMIA RESH TECHNOLOGY INC COM PAR $0.01 NEW COM PAR $0.01 NEW

   21,646.52      5,181.00

ARRIS GROUP INC COM

   128,901.84      122,301.00

ARRIS GROUP INC COM

   252,727.00      245,745.00

ARROW ELECTR INC COM

   9,488.93      8,883.00

ARROW ELECTR INC COM

   288,380.85      310,905.00

ARROWHEAD RESH CORP COM

   5,217.90      4,240.00

ART TECH GROUP INC OC-COM ISIN US04289L107

   4,621.58      4,825.70

ART TECH GROUP INC OC-COM ISIN US04289L107

   215,049.90      277,225.19

ARTIO GLOBAL INVS INC COM CL A COM CL A

   291,582.80      285,488.00

ARUBA NETWORKS INC COM

   16,003.75      16,043.30

ARVINMERITOR INC COM STK ISIN# US0433531011

   99,508.90      123,539.00

ARVINMERITOR INC NT 8.75% DUE 03-01-2012/02-26-2002 BEO

   4,541.50      5,106.25

ASA LTD

   116,259.63      132,426.80

ASAHI BREWERIES NPV

   283,864.97      282,421.69

ASAHI KASEI CORP NPV

   74,956.96      74,955.25

ASBURY AUTOMOTIVE GROUP INC COM

   5,918.95      11,530.00

ASBURY AUTOMOTIVE GROUP INC COM

   299,959.55      322,724.70

ASBURY AUTOMOTIVE GROUP INC SR SUB NT 8%DUE 03-15-2014/03-15-2009 BEO

   3,102.50      2,947.50

ASCENDIA BRANDS INC COM STK

   4,119.90      5.20

ASCENT MEDIA CORP COM SER A STK

   14.29      25.53

ASCENT SOLAR TECHNOLOGIES INC COM

   40,352.63      34,132.00

ASCENT SOLAR TECHNOLOGIES INC WT CL B EXP

   195,485.48      25,068.54

ASHFORD HOSPITALITY TR INC COM SHS

   11,188.42      11,716.00

ASHLAND INC NEW COM

   27,437.46      35,380.66

ASHLAND INC NEW COM

   94,180.45      192,157.00

ASHLAND INC NEW COM

   172,959.56      202,062.00

ASHLAND INC NEW COM

   388,198.51      277,340.00

ASIA GLOBAL CROSSING

   715.19      0.50

ASIA GLOBAL HLDGS CORP COM STK

   1,129.95      10.00

ASIAINFO HLDGS INC COM

   193,384.69      236,718.30

ASM PAC TECHNOLOGY COMMON STOCK

   56,641.32      57,338.55

ASML HOLDING NEW

   180,233.45      198,124.58

ASML HOLDING NEW

   344,387.85      532,572.48

ASPEN INSURANCE HLDGS COM

   7,802.86      7,635.00

ASPEN INSURANCE HLDGS COM

   196,774.56      206,145.00

ASPEN INSURANCE HLDGS COM

   332,105.52      325,760.00

ASPEN INSURANCE HLDGS COM

   643,105.72      612,072.50

ASPEN TECHNOLOGY INC COM

   4,681.39      2,940.00

ASPENBIO INC COM

   9,306.82      6,090.00

ASSD ESTATES RLTY CORP COM

   3,722.17      3,552.94

ASSET BACKED SECS CORP HOME EQUITY LN TR2001-HE3 CTF CL A1 11-15-2031 BEO

   23,199.40      16,981.50

ASSOCD BRIT FOODS ORD GBP0.0568

   191,254.79      143,323.44

ASSOCTD BANC-CORP COM

   18,654.19      8,695.54

ASSURANT INC COM

   31,659.54      31,790.94

ASSURANT INC COM

   68,662.49      67,804.00

ASSURANT INC COM

   171,322.15      97,284.00

ASSURANT INC COM

   228,364.44      229,944.00

ASSURANT INC SR NT DTD 02/18/2004 6.75% DUE 02-15-2034 REG

   8,760.00      8,939.50

ASSURED GUARANTY LTD COMMON STK

   9,908.95      9,792.00

ASSURED PHARMACY INC COM

   45,128.35      501.00

ASTA FDG INC COM

   20,344.32      15,598.00

ASTEC INDS INC COM

   25,702.91      21,552.00

ASTEC INDS INC COM

   367,412.91      368,997.18

ASTELLAS PHARMA NPV

   655,809.19      573,629.56

ASTRAZENECA ORD USD0.25

   509,109.16      601,438.18

ASTRAZENECA ORD USD0.25

   1,254,236.88      1,315,223.14

ASTROTECH CORP COM STK

   (93.67   34.56


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ASURE SOFTWARE INC COM

   4,724.10    1,890.00

ASYST TECHNOLOGIES INC COM

   15,957.95    18.96

AT & T LATIN AMER CORP COM

   11.28    0.17

AT&T BROADBAND CORP NT 9.455% DUE 11-15-2022 BEO

   10,550.94    13,029.45

AT&T INC 5.8% DUE 02-15-2019

   104,872.26    106,596.10

AT&T INC COM

   893,761.58    896,632.33

AT&T INC COM

   1,013,781.63    1,076,352.00

AT&T INC COM

   1,104,766.90    954,477.56

AT&T INC COM

   3,734,908.12    4,502,262.69

AT&T INC GLOBAL NT 5.5% DUE 02-01-2018/02-01-2008 BEO

   169,626.00    177,380.72

AT&T INC SR NT

   32,178.23    34,697.00

ATHENAHEALTH INC COM MON STOCK

   6,792.79    9,048.00

ATHEROS COMMUNICATIONS INC COM

   27,230.83    37,492.80

ATHEROS COMMUNICATIONS INC COM

   305,056.42    420,809.60

ATHERSYS INC NEW COM

   15,008.09    11,621.82

ATLANTIC PWR CORP

   30,622.60    35,010.56

ATLANTIC WIND & SOLAR INC COM

   3,462.95    2,338.05

ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK

   17,866.42    18,625.00

ATLAS COPCO AB SER ‘A’ NPV

   117,417.55    126,981.51

ATLAS ENERGY INC COM STK

   2,131.37    2,441.34

ATLAS PIPELN PARTNERS L P

   13,303.10    19,949.19

ATLC SOUTHN BK MACON GA DTD 07-18-2008 4.55 12-16-2011

   40,000.00    40,000.00

ATMEL CORP COM

   36,545.53    39,185.00

ATMOS ENERGY CORP COM

   19,560.97    19,902.42

ATMOS ENERGY CORP COM

   118,437.72    135,240.00

ATMOS ENERGY CORP COM

   208,482.44    223,440.00

ATMOS ENERGY CORP COM

   218,504.33    279,300.00

ATMOS ENERGY CORP COM

   657,382.31    724,710.00

ATNA RES LTD COM

   1,505.36    677.20

ATP OIL & GAS CORP COM

   40,323.44    40,216.00

ATRINSIC INC COM

   1,490.06    122.85

ATRION CORP COM

   10,655.48    31,144.00

ATS MED INC COM

   720.10    888.25

ATSI COMMUNICATIONS INC COM NEW

   11.55    14.40

ATWOOD OCEANICS INC COM

   75,695.35    80,124.75

AU OPTRONICS CORP TWD10

   153,306.45    267,205.18

AUDIOCODES LTD COM STK

   25,308.95    25,300.00

AUEX VENTURES INC COM AUEX VENTURES, INC. F

   18,719.16    50,307.16

AURIZON MINES LTD COM STK

   31,316.48    27,765.00

AURORA OIL & GAS CORP COM STK

   7,757.21    10.16

AUST & NZ BANK GRP NPV

   206,068.28    469,988.07

Australian dollar

   0.01    0.01

Australian dollar

   159.81    159.81

Australian dollar

   337.23    337.23

Australian dollar

   4,491.25    4,491.25


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

Australian dollar

   8,993.50      8,993.50   

Australian dollar

   11,691.55      11,691.55   

Australian dollar

   12,613.38      12,613.38   

Australian dollar

   56,984.99      56,984.99   

AUSTRIA REP BD 144A 2% DUE 11-15-2012 BEO

   189,756.80      189,846.74   

AUTHENTEC INC COM

   2,308.95      2,210.00   

AUTODESK INC COM

   38,546.84      63,525.00   

AUTODESK INC COM

   64,772.17      70,157.01   

AUTODESK INC COM

   90,778.40      157,542.00   

AUTOIMMUNE INC COM

   3,050.69      491.00   

AUTOMATIC DATA PROCESSING INC COM

   126,978.82      135,654.10   

AUTOMATIC DATA PROCESSING INC COM

   358,307.16      586,634.00   

AUTOMATIC DATA PROCESSING INC COM

   407,489.91      466,738.00   

AUTOMATIC DATA PROCESSING INC COM

   1,348,926.80      1,306,010.00   

AUTONATION INC DEL COM

   37,994.81      49,062.30   

AUTONOMY CORP ORD GBP0.003333

   417,860.08      459,651.69   

AUTOZONE INC COM

   40,941.04      142,263.00   

AUTOZONE INC COM

   57,791.95      61,805.37   

AUXILIUM PHARMACEUTICALS INC COM

   2,765.97      2,998.00   

AUXILIUM PHARMACEUTICALS INC COM

   145,442.57      160,093.20   

AVAGO TECHNOLOGIES LTD

   34,382.95      36,580.00   

AVALON CAP HLDGS CORP COM NEW COM NEW

   16.52      0.00   

AVALON OIL & GAS INC COM NEW STK

   11,012.44      9,799.99   

AVALON RARE METALS INC COM STK

   1,317.19      117,875.65   

AVALONBAY CMNTYS REIT

   28,015.67      33,500.88   

AVALONBAY CMNTYS REIT

   272,327.30      194,025.93   

AVANIR PHARMACEUTICALS INC

   1,880.33      1,520.00   

AVERY DENNISON CORP COM

   16,831.75      10,947.00   

AVERY DENNISON CORP COM

   113,611.90      113,119.00   

AVI BIOPHARMA INC COM

   42,748.10      30,222.00   

AVID TECHNOLOGY INC COM

   69,574.17      42,108.00   

AVIS BUDGET CAR RENT LLC / AVIS BUDGET FSR NT 7.625 05-15-2014/06-01-2007 BEO

   4,385.00      4,750.00   

AVIS BUDGET GROUP INC COM STK

   18,290.36      32,458.88   

AVITAR INC NEW COM NEW STK

   3,708.00      0.04   

AVIVA CORP PLC 25P ORD COM

   45,014.35      19,233.00   

AVIVA ORD GBP0.25

   477,099.17      184,609.69   

AVNET INC COM

   4,658.61      5,036.72   

AVNET INC COM

   192,443.64      241,280.00   

AVNET INC COM

   444,145.34      431,288.00   

AVNET INC COM

   480,737.98      567,008.00   

AVON PRODUCTS INC COM USD0.25

   3,478.27      3,150.00   

AVON PRODUCTS INC COM USD0.25

   217,222.59      365,400.00   

AVON PRODUCTS INC COM USD0.25

   417,666.72      526,050.00   

AVX CORP COM

   3,079.02      3,200.70   

AWG LTD COM NEW STK

   3,917.90      500.00   

AXA EUR2.29

   529,942.37      611,213.64   

AXA EUR2.29

   1,331,462.18      861,029.83   

AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095

   2,044.97      2,820.00   

AXIAL VECTOR ENGINE CORP COM

   7,347.93      147.00   

AXIS CAP HOLDINGS 5.75% DUE 12-01-2014

   9,097.00      10,172.83   

AXIS CAPITAL HOLDINGS LTD COM USD0.0125

   2,468.35      2,841.00   

AXIS CAPITAL HOLDINGS LTD COM USD0.0125

   211,988.32      210,234.00   

AXIS ENERGY CORP COM STK

   26,148.50      21,000.00   

AXIS TECHNOLOGIES GROUP INC COM

   2,801.80      1,060.00   

AXM PHARMA INC COM AXM PHARMA INC

   235.65      17.08   

AXT INC COM

   27,629.35      27,950.00   

AZTECA GOLD CORP COM

   32,485.10      4,379.40   

AZURE DYNAMICS CORP CL A

   3,090.45      882.50   

AZZ INC COM

   17,344.95      16,350.00   

B & G FOODS INC NEW 12 DUE 10-30-2016/10-30-2009 BEO

   52.22      104.45   

B & G FOODS INC NEW FORMERLY B & G FOODSHLDGS CORP TO 10/14/2004 CL A CL A

   37,630.40      36,148.80   

B A T INTL INC COM

   1,702.90      0.00   

B2B INTERNET HOLDRS TR DEPOS RCPT ISIN US0560331037

   2,488.09      449.90   

BABY BEE BRIGHT CORP NEW COM PAR $.001 STK

   2,819.60      0.02   

BAC CAP TR I 7 PRF CAP 15/12/31 USD25

   15,303.35      21,890.00   

BAC CAP TR XII GTD CAP SECS

   10,139.92      10,850.00   

BADGER METER INC COM

   7,723.59      7,591.76   

BAE SYSTEMS ORD GBP0.025

   255,504.85      261,633.89   

BAE SYSTEMS ORD GBP0.025

   580,389.28      465,967.66   

BAIDU COM STK INC ADR CALL OPT EXP 03/20/10 PR $430 PER SH

   (2,680.23   (2,300.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

BAJA MNG CORP COM

   57,801.29    52,149.50

BAKER HUGHES INC BAKER HUGHES INCYIELD TO MATURITY 7.578 7.5 DUE 11-15-2018 BEO

   139,185.00    167,115.76

BAKER HUGHES INC COM

   20,374.73    22,032.94

BAKER HUGHES INC COM

   247,800.80    341,651.20

BAKER HUGHES INC COM

   556,095.46    546,480.00

BAKER MICHAEL CORP COM

   18,232.50    20,700.00

BALD EAGLE ENERGY INC COM STK

   7,394.50    3,200.00

BALDOR ELEC CO COM

   5,129.87    5,618.00

BALL CORP COM

   52,696.41    139,590.00

BALL CORP COM

   800,828.18    930,600.00

BALLARD PWR SYS INC NEW

   39,892.72    24,908.31

BALLY TECHNOLOGIES INC COM STK

   7,140.19    9,909.60

BALLY TOTAL FITNESS COM STK SEE SEC 6066594

   607.46    0.00

BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA

   2,809.82    2,780.00

BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA

   60,933.12    47,260.00

BANCO MARCO SA

   13,005.94    14,880.00

BANCO SANTANDER CHILE NEW SR NT 144A 2.875% DUE 11-13-2012

   301,803.00    302,207.40

BANCO SANTANDER EUR0.50(REGD)

   821,537.54    950,415.11

BANCO SANTANDER S.A.

   93,534.50    98,985.24

BANCROFT URANIUM INC COM STK

   3,123.95    5.95

BANK AMER CORP BANK AMER 5.75% DUE 12-01-2017 BEO

   29,789.10    30,720.54

BANK AMER CORP DEP SH REPSTG 1/1000TH PFD SER I PFD STK

   57,242.10    77,508.23

BANK AMER CORP DEPOSITARY SH REPSTG 1/1000 PFD SER PFD STK

   2,535.46    2,989.59

BANK AMER CORP DEPOSITARY SH REPSTG 1/1000TH PERP PFD

   3,210.90    3,572.00

BANK AMER CORP DEPOSITARY SH REPSTG 1/1000TH PFD SER J

   7,488.57    12,042.00

BANK AMER CORP SENIOR NOTE 5.625% DUE 10-14-2016 BEO

   19,169.55    20,326.60

BANK AMER CORP SUB INTERNOTES BOOK ENTRYTRANCHE # SB 00092 6% DUE 02-15-2012

   25,661.50    26,196.68

BANK AMER CORP SUB NT 5.25% DUE 12-01-2015 REG

   8,076.10    10,078.18

BANK AMER NA CHARLOTTE NC CTF DEP DTD 06-17-2009 1.35 09-17-2010

   10,000.00    10,000.00

BANK AMER NA CHARLOTTE NC CTF DEP DTD 10-07-2009 1 01-07-2011

   10,000.00    10,000.00

BANK AMER NA CHARLOTTE NC DTD 02-04-20091.05 C/D 08-04-2009

   20,000.00    0.00

BANK AMER NA CHARLOTTE NC DTD 08-12-2009.9 C/D 08-12-2010

   108,000.00    108,000.00

BANK AMER NA CHARLOTTE NC DTD 09-02-2009.9 C/D 09-02-2010

   243,000.00    39,983.36

BANK AMER NA CHARLOTTE NC DTD 10-15-20082.9 C/D 04-14-2009

   54,000.00    0.00

BANK MADISON GA CTF DEP DTD 03-25-2009 2.9 03-23-2012

   50,000.00    50,000.00

BANK N S HALIFAX COM STK

   45,146.40    50,245.50

BANK NEW YORK MELLON CORP COM STK

   34,740.90    33,393.41

BANK NEW YORK MELLON CORP COM STK

   329,254.21    335,640.00

BANK NEW YORK MELLON CORP COM STK

   509,999.03    469,896.00

BANK NEW YORK MELLON CORP COM STK

   774,949.69    920,240.97

BANK NEW YORK MELLON CORP COM STK

   850,081.09    750,015.55

BANK OF AMERICA CORP

   274,580.92    259,032.00

BANK OF AMERICA CORP

   338,710.16    394,572.00

BANK OF AMERICA CORP

   345,498.41    257,526.00

BANK OF AMERICA CORP

   704,649.69    667,474.26

BANK OF AMERICA CORP

   961,282.64    1,030,887.12

BANK OF AMERICA CORP

   4,278,995.86    4,451,305.00

BANK OF AMERICA CORP

   5,598,425.25    4,073,699.88

BANK OF AMERICA DTD 11-05-2008 3 C/D 05-05-2009

   75,001.23    0.00

BANK OF AMERICA NA DTD 03-11-2009 1.5 C/D 03-11-2010

   34,000.00    34,000.00

BANK OF FLORIDA PREF “B”

   0.00    6,700.00

BANK OF IRELAND ORD STK EUR0.64

   218,488.56    121,646.19

BANK OF THE OZARKS INC COM

   38,157.00    40,978.00

BANK OF THE OZARKS INC COM

   42,155.20    46,832.00

BANK OF THE OZARKS INC COM

   150,114.65    164,204.70

BANK WHITMAN COLFAX WASH DTD 03-04-2009 1.35 C/D 03-04-2010

   2,000.00    2,000.00

BANKATLANTIC BANCORP INC CL ‘A’ NON-VTG COM USD0.01

   529.58    134.55

BANKERS TR OVERSEAS FIN NV SER D AUCTION RT PFD STK SEE 1-006998

   0.00    2,994.91

BANKUNITED FSB CORAL GABLES FLA CTF DEP DTD 04-09-2008 3.45 07-09-2009

   10,000.00    0.00

BANYAN CORP ORE COM NEW 2007 STK

   419.90    2.00

BARCLAYS BK PLC IPATH S&P 500 VIX SHORT TERM FUTURES

   85,396.69    9,369.25

BARCLAYS BK PLC SR GLOBAL NT 5 DUE 09-22-2016

   119,845.20    122,617.44

BARCLAYS BK PLC SR NT 5.2 DUE 07-10-2014

   119,859.60    127,200.96

BARCLAYS BK/DE CTF DEP DTD 10-07-2009 3.25 10-07-2014

   52,000.00    52,000.00

BARCLAYS ORD GBP0.25

   628,281.54    449,042.93

BARE ESCENTUALS INC COM

   5,028.44    6,787.65

BARNES & NOBLE INC COM

   20,218.95    19,070.00

BARNES GROUP INC COM

   7,583.30    7,176.35

BARRATT DEVELOPMENTS ORD GBP0.10

   286,024.34    77,564.32

BARRETT BILL CORP COM STK

   15,316.93    13,221.75


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

BARRETT BUSINESS SVCS INC COM

   6,612.47      5,084.31

BARRICK GOLD CORP

   574,444.10      574,908.62

BARRICK GOLD CORP NT 6.95 DUE 04-01-2019

   49,393.40      56,297.15

BASF SE NPV

   281,150.94      372,156.82

BASF SE NPV

   889,657.40      940,502.31

BASF SE NPV

   1,417,829.86      1,504,133.81

BASIC ENERGY SVCS INC NEW COM

   3,415.13      4,547.90

BASIC ENERGY SVCS INC NEW COM

   29,432.72      37,380.00

BAXTER INTL INC 5.375% DUE 06-01-2018

   212,160.00      212,266.80

BAXTER INTL INC COM

   110,583.39      117,110.38

BAXTER INTL INC COM

   485,895.15      962,352.00

BAYER AG - ORD SHS

   430,978.75      663,375.05

BAYER AG - ORD SHS

   752,054.01      1,144,921.39

BAYER MOTOREN WERK EUR1

   441,794.11      400,059.75

BAYER MOTOREN WERK NON-VTG PRF EUR1

   46,098.84      73,514.17

BAYOU CITY EXPL INC COM

   629.95      37.50

BAYTEX ENERGY TR TR UNIT

   27,702.18      41,035.00

BB&T CORP COM

   40,028.79      41,698.49

BB&T CORP COM

   160,394.59      210,571.00

BB&T CORP COM

   299,005.61      304,440.00

BB&T CORP COM

   594,392.49      474,419.00

BB&T FINL FSB COLUMBUS GA CTF DEP DTD 03-11-2009 2.5 03-11-2011

   1,000.00      1,000.00

BB&T FINL FSB COLUMBUS GA CTF DEP DTD 03-18-2009 2.4 03-18-2011

   50,000.00      50,000.00

BBJ ENVIRONMENTAL TECHNOLOGIES INC COM

   59.95      0.00

BBVA(BILB-VIZ-ARG) EUR0.49

   327,520.05      432,495.74

BCE INC COM NEW

   14,970.27      15,295.94

BCO DO BRASIL SA COM NPV

   141,821.60      183,618.61

BE AEROSPACE INC COM

   4,219.08      7,990.00

BE AEROSPACE INC COM

   574,075.22      450,025.00

BEACON PWR CORP COM

   175,816.92      62,028.78

BEACON ROOFING SUPPLY INC COM

   4,900.41      4,800.00

BEACON ROOFING SUPPLY INC COM

   83,012.61      94,400.00

BEAL BK NEV LAS VEGAS DTD 08-19-2009 .4 C/D 02-17-2010

   250,814.73      0.00

BEAL BK PLANO TEX DTD 08-19-2009 .4 C/D 02-17-2010

   249,000.00      249,000.00

BEAR STEARNS ABS I TR 2004-BO1 AST BACKED CTF II-A-2 10-25-2034 REG

   904,608.67      793,320.37

BEAR STEARNS COS 7.25% DUE 02-01-2018

   267,058.86      309,920.31

BEAR STEARNS COS INC BEAR STEARNS CO 6.410 2 17 6.4% DUE 10-02-2017

   37,108.80      43,603.24

BEAR STEARNS COS INC SER NT DUE 02-01-2012 BEO

   1,059,960.00      1,094,303.10

BEARD CO NEW COM PAR $.0006665 COM PAR $.001

   1,198.95      6,800.00

BEAZER HOMES USA INC COM

   104,534.99      96,800.00

BEBE STORES INC COM

   7,105.89      4,468.05

BECKMAN COULTER INC COM

   141,813.20      147,894.40

BECTON DICKINSON & CO COM

   63,607.40      73,196.98

BECTON DICKINSON & CO COM

   229,772.23      257,083.60

BECTON DICKINSON & CO COM

   238,156.79      520,476.00

BED BATH BEYOND INC COM

   17,531.53      18,996.12

BED BATH BEYOND INC COM

   183,345.90      278,136.00

BED BATH BEYOND INC COM

   674,238.12      714,655.00

BEIERSDORF AG EUR1

   375,214.40      517,226.32

BELDEN INC COM

   18,881.53      7,672.00

BELGACOM SA NPV

   174,251.16      195,714.27

BELLATRIX EXPL LTD COM

   279.43      70.78

BELLSOUTH CORP NT 4.75% DUE 11-15-2012 BEO

   9,664.90      10,678.05

BELLUS HEALTH INC COM

   6,771.58      165.00

BEMIS CO INC COM

   8,403.05      8,895.00

BEMIS CO INC COM

   56,157.62      85,985.00

BENCHMARK ELECTRS INC COM

   46,330.00      77,531.00

BENCHMARK ELECTRS INC COM

   152,988.64      173,972.00

BENCHMARK ELECTRS INC COM

   194,908.85      214,817.60

BENEFICIAL MUT BANCORP INC COM STK

   65,971.34      68,880.00

BENIHANA INC COM

   998.95      630.00

BENNETT ENVIRONMENTAL INC COM STK

   10,859.62      1,314.04

BERKLEY W R CORP COM

   9,242.94      8,747.20

BERKSHIRE HAT A 100TH COM STK

   (43,324.99   0.00

BERKSHIRE HATHAWAY 4.625% DUE 10-15-2013

   24,620.94      26,619.05

BERKSHIRE HATHAWAY FIN CORP SR NT 4.2% DUE 12-15-2010/05-03-2004 REG

   9,799.50      10,338.55

BERKSHIRE HATHAWAY INC DEL NT 4.75% DUE 05-15-2012 REG

   5,327.15      5,317.80

BERRY PETE CO CL A CL A

   2,880.06      4,372.50

BEST BUY CAP L P GTD CONV MONTHLY INC SEC 6.5% CONV PFD STK

   0.00      1,120.00

BEST BUY INC COM STK

   241,427.13      237,667.58


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

BEST BUY INC COM STK

   300,221.73    370,924.00

BEST BUY INC COM STK

   8,348,681.29    7,737,268.58

BEVERAGE CREATIONS INC DEL COM STK

   7,708.95    0.50

BEYOND COMM INC COM STK

   18,644.10    1,160.00

BEZEQ ISRAEL TELCM ILS1

   126,732.78    151,826.89

BG GROUP ORD GBP0.10

   81,274.90    107,572.64

BHP BILLITON LTD NPV

   170,049.13    245,080.19

BHP BILLITON PLC USD0.50

   159,461.19    281,448.83

BHP BILLITON PLC USD0.50

   163,337.62    309,750.24

BIDZ COM INC COM

   3,207.94    1,916.00

BIFS TECHNOLOGIES CORP COM

   2,936.58    0.00

BIG 5 SPORTING GOODS CORP COM

   26,462.88    41,232.00

BIG CAT ENERGY CORP COM

   36,335.78    3,674.55

BIG LOTS INC COM

   6,601.80    8,694.00

BIG LOTS INC COM

   63,250.80    63,756.00

BIG LOTS INC COM

   231,326.95    483,966.00

BIG SCREEN ENTMT GROUP INC COM

   15.51    0.34

BIGBAND NETWORKS INC COM CDT-COM

   2,414.94    1,376.00

BIM BIRLESIK MAGAZ TRY1

   61,953.16    89,969.15

BIO RAD LABS INC CL A

   9,043.23    12,636.26

BIO RAD LABS INC CL A

   101,861.16    115,752.00

BIOCRYST PHARMACEUTICALS INC COM

   7,495.01    6,137.00

BIOCUREX INC COM

   40,768.18    4,741.00

BIOFUEL ENERGY CORP COM

   5,338.95    2,710.00

BIOGEN IDEC INC COM STK

   42,973.62    45,314.50

BIOGEN IDEC INC COM STK

   404,101.95    424,522.50

BIOHEART INC COM STK

   27,794.75    22,200.00

BIO-KEY INTL INC COM

   33,893.85    43,252.50

BIOMAGNETICS DIAGNOSTICS CORP COM STK

   3,554.75    1,333.00

BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010

   8,131.57    5,906.34

BIO-MATRIX SCIENTIFIC GROUP INC NEW COM STK

   67,483.60    6,541.60

BIOMED RLTY TR INC COM

   98,536.10    104,148.00

BIOMED RLTY TR INC COM

   145,093.78    145,176.00

BIOMED RLTY TR INC COM

   474,827.82    469,455.00

BIOMERIEUX NPV

   52,514.17    65,252.30

BIONOVO INC COM

   2,112.36    2,463.09

BIOPHAN TECHNOLOGIES INC COM

   111,843.88    2,026.50

BIOPURE CORP CL A PAR $0.01 COM STK

   26.76    0.15

BIO-REFERENCE LABS INC COM PAR $0.01 NEW

   2,559.70    2,934.00

BIOSANTE PHARMACEUTICALS INC COM NEW COMNEW

   640.48    368.30

BIOSCRIP INC COM

   18,864.05    17,556.00

BIOSOLAR INC COM STK

   3,908.95    2,720.00

BIOTIME INC COM

   22,497.91    21,150.00

BIOVAIL CORP COM

   2,821.70    2,792.00

BIRCH MTN RES LTD COM STK

   79.72    0.31

BIRCHCLIFF ENERGY LTD NEW COM STK

   4,037.39    3,380.25

BITSTREAM INC CL A COM

   89.18    113.70

BIZAUCTIONS INC COM STK

   2,099.44    1,090.20

BJ SERVICES CO

   36,332.63    37,758.86

BJ SERVICES CO

   159,015.83    148,800.00

BJ SERVICES CO

   389,155.84    476,160.00

BJS RESTAURANTS INC COM

   1,789.76    1,883.00

BJS RESTAURANTS INC COM

   151,007.88    162,209.58

BJS WHSL CLUB INC COM STK

   254,688.98    238,783.00

BK 1 CAP TR VI 7.20 QTRLY PFD 1ST PAY 1/15/02 CALL10/15/06 @ 25

   0.00    9,971.65

BK AMER CORP SUB INTERNOTES BOOK ENTRY #TR 00468 08/25/05 5.15 DUE 08-15-2015

   4,960.00    4,922.38

BK HAW CORP COM

   12,336.52    14,118.00

BK HAW CORP COM

   244,095.59    248,476.80

BLACK & DECKER CORP COM

   44,176.12    74,131.81

BLACK & DECKER CORP COM

   67,381.09    110,211.00

BLACK & DECKER CORP COM

   91,618.37    97,893.30

BLACK BOX CORP DEL COM

   40,488.80    45,344.00

BLACK BOX CORP DEL COM

   417,909.70    461,942.00

BLACK DRAGON RES COS INC COM

   115.55    11.22

BLACK HILLS CORP COM

   14,844.29    16,517.79

BLACKBAUD INC COM

   763,754.40    782,153.00

BLACKBOARD INC COM

   33,006.74    49,248.15

BLACKPEARL RESOURC COM NPV

   972.03    969.12

BLACKROCK INC COM STK

   3,204.60    3,483.00

BLACKROCK MUN INC TR II AUCTION MKT PFD SHS SER M7

   0.00    17,762.80


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

BLACKROCK MUN TRAGET TERM TR INC SER W28AUCTION RT PFD FOR A/C #26-66804 ONLY

   0.00    7,808.00   

BLACKSTONE GROUP LP RESTRICTED UNITS

   113,397.49    106,766.98   

BLAST ENERGY SVCS INC COM

   33,938.85    1,800.00   

BLOCK H & R INC COM

   7,248.49    6,899.10   

BLOCK H & R INC COM

   123,111.29    205,842.00   

BLOCK H & R INC COM

   245,209.88    303,108.00   

BLOCKBUSTER INC CL A CL A ISIN #US0936791088

   12,565.68    10,754.07   

BLUE COAT SYS INC COM NEW

   8,102.65    8,562.00   

BLUE DOLPHIN ENERGY CO COM NEW COM NEW

   12,398.22    7,768.80   

BLUE HLDGS INC COM

   4,994.95    30.00   

BLUE NILE INC COM

   2,025.26    1,899.90   

BLUEKNIGHT ENERGY PARTNERS L P COM UNIT

   4,838.95    6,153.00   

BLUELINX HLDGS INC COM

   30,868.11    16,568.22   

BLYTH INC COM NEW COM NEW

   101,116.42    64,911.00   

BMC SOFTWARE INC COM STK

   7,424.24    9,704.20   

BMC SOFTWARE INC COM STK

   131,969.08    284,710.00   

BMC SOFTWARE INC COM STK

   212,172.54    200,500.00   

BMFBOVESPA S.A. BO COM NPV

   67,607.67    73,325.67   

BMW BK NORTH AMER SALT LAKE CITY UTAH CTF DEP DTD 03-31-2009 2.4 03-31-2011

   95,000.00    95,000.00   

BMW BK NORTH AMER SALT LAKE CITY UTAH CTF DEP DTD 11-06-2009 1.8 11-07-2011

   15,000.00    15,000.00   

BMW BK NORTH AMER SALT LAKE CITY UTAH CTF DEP DTD 12-11-2009 2.7 12-11-2013

   10,000.00    10,000.00   

BMW BK NORTH AMER SALT LAKE CITY UTAH DTD 03-31-2009 1.35 C/D 03-31-2010

   30,000.00    30,000.00   

BNP PARIBAS EUR2

   384,342.90    419,265.88   

BNP PARIBAS EUR2

   475,490.51    529,349.81   

BNP PARIBAS EUR2

   771,080.35    798,601.68   

BOARDWALK PIPELINE PARTNERS LP

   58,892.23    81,081.00   

BOB EVANS FARMS INC COM

   61,689.27    63,690.00   

BOB EVANS FARMS INC COM

   146,588.82    153,435.00   

BOC HONG KONG HLDG HKD5

   255,872.59    260,899.51   

BOEING CAP CORP 4.7% DUE 10-27-2019

   49,964.50    48,779.60   

BOEING CO COM

   310,680.20    389,736.00   

BOEING CO COM

   760,590.60    1,071,016.18   

BOEING CO COM

   1,746,057.08    1,925,489.25   

BOEING CO SR NT 4.875 DUE 02-15-2020

   89,062.20    90,243.99   

BOGUE INTL INC COM

   435.79    0.00   

BOISE INC COM STK

   20,356.05    20,709.00   

BOLIVAR MNG CORP COM STK

   689.96    0.00   

BOLT TECHNOLOGY CORP COM

   7,930.59    3,306.00   

BOMBARDIER INC CL B COM

   4,345.90    4,578.50   

BOMBARDIER INC CLASS’B’S/VTG NPV

   112,762.31    151,917.76   

BOMBAY INC COM

   9,518.17    0.00   

BON-TON DEPT STORES INC SR NT 10.25% DUE03-15-2014/03-15-2010

   25,048.44    23,125.00   

BOOKS-A-MILLION INC COM

   2,171.29    1,073.18   

BORDEN CHEM INC

   24,585.18    17,875.00   

BORDERS GROUP INC COM STK

   2,565.38    2,596.00   

BORG WARNER INC COM

   2,694.05    2,299.36   

BOSKALIS WESTMNSTR CVA EUR0.80

   70,433.71    70,242.72   

BOSTON BEER INC CL A CL A

   42,670.06    46,600.00   

BOSTON PRIVATE FINL HLDGS INC COM

   449,618.20    436,390.87   

BOSTON SCIENTIFIC CORP COM

   43,739.26    42,705.00   

BOSTON SCIENTIFIC CORP COM

   295,435.00    264,600.00   

BOSTON SCIENTIFIC CORP COM

   421,518.40    301,500.00   

BOSTON SCIENTIFIC CORP COM

   494,925.23    369,711.00   

BOTSWANA METALS LIMITED NPV

   0.00    555.75   

BOTTOMLINE TECHNOLOGIES DEL INC COM

   36,867.23    40,411.00   

BOTTOMLINE TECHNOLOGIES DEL INC COM

   216,258.35    233,681.00   

BOUYGUES EUR1

   317,587.30    323,338.10   

BOWATER INC DEB 9 DUE 12/31/2040 REG IN DEFAULT

   0.00    4,300.00   

BOYD GAMING CORP 7.125% DUE 02-01-2016

   39,800.00    34,800.00   

BOYD GAMING CORP COM

   7,702.87    8,572.45   

BOYD GAMING CORP SR SUB NT 6.75 DUE 04-15-2014/04-15-2009 REG

   9,855.00    9,012.50   

BOYDS COLLECTION LTD

   1.00    0.00   

BP ORD USD0.25

   944,774.88    928,438.59   

BP ORD USD0.25

   1,538,003.10    1,358,615.15   

BP PLC-SPONS ADR COM STK CALL OPT EXP 04/18/09 PR $40 PER SH

   0.00    (507.00

BP PRUDHOE BAY RTY TR UNITS BEN INT

   37,870.80    42,976.35   

BPZ RESOURCE INC

   6,886.86    9,576.00   

BRADY CORP CL A

   289,293.39    231,077.00   

BRAINSTORM CELL THERAPEUTICS INC COM

   1,909.95    520.00   

BRANDYWINE RLTY TR

   0.00    7,820.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

BRANDYWINE RLTY TR SH BEN INT NEW REIT

   5,918.46      6,070.17   

BRAVO VENTURE GROUP INC COM STK

   20,989.19      26,756.40   

Brazilian real

   0.06      0.06   

Brazilian real

   180.11      180.11   

BRE PPTYS INC PFD SER D 6.75%

   5,639.95      5,095.67   

BREAKWATER RES LTD COM NEW COM NEW

   1,029.11      159.92   

BREEZER VENTURES INC COM STK

   1,008.95      1,000.00   

BREITBURN ENERGY PARTNERS L P

   1,600.47      635.40   

BRH BKG & TR CO WINSTON SALEM N C CTF DEP DTD 03/11/2009 2.5 03-11-2011

   2,000.00      2,000.00   

BRH BKG & TR CO WINSTON SALEM N C CTF DEP DTD 03/11/2009 ACT/365 SEMI-ANNU

   44,000.00      44,000.00   

BRIDGEWAY FDS INC FORMERLY BRIDGEWAY FD BALANCED PORTFOLIO

   22,266.97      19,264.61   

BRIGGS & STRATTON CORP CAP

   1,769.98      1,871.00   

BRIGHAM EXPL CO COM

   39.01      135.50   

BRIGHAM EXPL CO COM

   149,730.00      193,223.00   

BRIGHTPOINT INC COM NEW

   6,970.93      7,122.15   

BRIGHTPOINT INC COM NEW

   162,285.20      89,670.00   

BRINKER INTL INC COM

   2,886.75      2,984.00   

BRINKER INTL INC COM

   139,835.65      207,388.00   

BRINKER INTL INC COM

   177,299.15      190,976.00   

BRINKS CO COM STOCK

   2,942.60      2,811.29   

BRINKS HOME SEC HLDGS INC COM STK

   4,913.95      4,896.00   

BRISTOL MYERS SQUIBB CO COM

   291,168.08      332,218.49   

BRISTOL MYERS SQUIBB CO COM

   1,067,634.18      1,176,650.00   

BRISTOL MYERS SQUIBB CO SR NT 5.25 DUE 08-15-2013 BEO

   4,968.15      5,445.50   

BRISTOW GROUP INC COM

   5,358.95      7,690.00   

BRISTOW GROUP INC COM

   353,307.57      448,250.10   

BRIT TELECOMMUNICATIONS P L C VARIABLE RATE NT DUE 12-15-2010/01-11-2001 BEO

   54,910.35      58,922.60   

BRITISH AMERICAN TOBACCO ORD GBP0.25

   99,001.10      107,768.25   

British pound sterling

   (169,194.64   (169,194.64

British pound sterling

   5,380.18      5,380.18   

British pound sterling

   6,835.52      6,835.52   

British pound sterling

   8,195.36      8,195.36   

British pound sterling

   40,380.24      40,380.24   

British pound sterling

   112,330.19      112,330.19   

British pound sterling

   411,786.72      411,786.72   

BROADBAND WIRELESS INTL CORP COM

   705.71      0.04   

BROADCOM CORP CL A

   43,566.29      52,334.61   

BROADCOM CORP CL A

   368,654.18      481,185.00   

BROADCOM CORP CL A

   780,362.71      371,110.00   

BROADPOINT GLEACHER SECS GROUP INC COM STK

   143,876.15      99,235.00   

BROADRIDGE FINL SOLUTIONS INC COM STK

   17,891.42      21,251.52   

BROADVISION INC COM PAR $.001 COM PAR $.001

   500.24      81.36   

BROADWIND ENERGY INC COM STK

   3,425.13      3,236.00   

BROCADE COMMUNICATIONS SYS INC COM NEW STK

   131,293.25      133,845.46   

BROCADE COMMUNICATIONS SYS INC COM NEW STK

   225,685.03      212,266.60   

BROKER SWAP CASH COLLATERAL PAYABLE BARCLAYS

   (270,000.00   (270,000.00

BROKER SWAP CASH COLLATERAL PAYABLE DEUTSCHE

   (110,000.00   (110,000.00

BROKER SWAP CASH COLLATERAL PAYABLE RBS GREENWICH

   (260,000.00   (260,000.00

BRONCO DRILLING CO INC COM

   5,047.06      3,802.50   

BROOKDALE SR LIVING INC COM STK

   9,656.14      12,733.00   

BROOKFIELD ASSET MGMT INC VOTING SHS CL A VOTING SHS CL A

   53,583.19      66,806.16   

BROOKFIELD PPTYS CORP COM

   2,352.95      2,424.00   

BROOKS AUTOMATION INC COM

   997.10      952.38   

BROTHER INDUSTRIES NPV

   92,873.50      126,806.75   

BROWN & BROWN INC COM

   129,195.97      90,364.19   

BROWN-FORMAN INC CL B NON-VTG COM

   16,769.09      16,713.84   

BROWN-FORMAN INC CL B NON-VTG COM

   91,242.24      160,710.00   

BRUKER CORP

   149,948.91      182,226.60   

BRUNSWICK CORP COM

   4,269.40      13,981.00   

BRUSH ENGINEERED MATLS INC HLDGS CO COM

   5,233.54      2,781.00   

BSCH FIN LTD SER A

   0.00      25,317.00   

BSTN PPTYS INC

   34,349.23      24,815.90   

BSTN PPTYS INC

   327,064.23      248,159.00   

BT GROUP ORD GBP0.05

   161,019.41      205,199.20   

BT GROUP ORD GBP0.05

   191,347.24      205,922.38   

BTU+AY

   (318.78   (120.00

BUCKEYE OHIO TOB SETTLEMENT FING AUTH 5.875% 06-01-2047 BEO

   679,574.00      527,772.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

BUCKEYE TECHNOLOGIES INC COM

   55,641.08      54,168.00   

BUCKLE INC COM

   7,587.72      7,320.00   

BUCYRUS INTL INC NEW COM CL A

   132,218.71      259,302.00   

BUCYRUS INTL INC NEW COM CL A

   163,147.82      176,351.68   

BUCYRUS INTL INC NEW COM CL A

   268,228.79      298,761.00   

BUFFALO WILD WINGS INC COM STK

   54,916.16      55,814.22   

BUILD-A-BEAR WORKSHOP INC COM STK

   26,523.82      14,670.00   

BUILDERS FIRSTSOURCE INC SUBSCRIPTION RT

   254.98      164.19   

BULLDOG TECHNOLOGIES INC COM

   1,209.95      24.00   

BUNGE LTD

   118,853.37      114,518.23   

BURBERRY GROUP ORD GBP0.0005

   356,586.10      386,193.33   

BURGER KING HLDGS INC COM

   14,758.89      14,185.76   

BURL NORTHN SANTA 4.3% DUE 07-01-2013

   4,990.75      5,224.76   

BURL NORTHN SANTA FE CORP 6.75 DUE 07-15-2011/07-14-2011 BEO

   10,655.80      10,788.69   

BURNED MEDIA LTD COM

   104.19      95.00   

BUSINESS BK ST LOUIS CLAYTON MO CTF DEP DTD 05-05-2006 5.2 05-05-2010

   1,001.10      1,001.10   

BUY TO OPEN REPO W/BARCLAYS DE ZOE .13% FROM 12-01-2009 TO 01-04-2010

   0.00      0.00   

BUY TO OPEN REPO W/DEUTSCHE BANK G .08% FROM 12-22-2009 TO 01-05-2010

   0.00      0.00   

BUY TO OPEN REPO W/DEUTSCHE BANK G .08% FROM 12-22-2009 TO 01-05-2010

   700,000.00      700,000.00   

BUYER GROUP INTL INC COM

   0.00      1.61   

BWAY HLDG CO COM STK

   13,428.72      13,934.50   

BWAY HLDG CO COM STK

   164,881.14      199,849.56   

BYD CO COM

   13,463.45      44,138.00   

C D I CORP COM

   32,780.00      14,245.00   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

   13,532.93      14,682.50   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

   237,432.91      270,158.00   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

   442,196.31      487,459.00   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

   874,029.24      945,553.00   

C R BARD

   13,616.03      12,464.00   

C R BARD

   94,777.24      210,330.00   

CA INC COM

   65,179.94      66,687.74   

CA INC COM

   231,002.80      242,365.86   

CA PIZZA KITCHEN INC COM ISIN US13054D1090

   4,953.40      4,707.50   

CA PIZZA KITCHEN INC COM ISIN US13054D1090

   66,976.00      69,940.00   

CABELAS INC COM STK

   27,771.25      24,242.00   

CABELAS INC COM STK

   97,015.44      203,918.00   

CABLEVISION NY GROUP CL A COM

   7,322.25      6,455.00   

CABOT CORP COM

   194,917.11      288,530.00   

CABOT CORP COM

   365,067.03      460,887.33   

CABOT OIL & GAS CORP COM

   8,650.06      8,718.00   

CABOT OIL & GAS CORP COM

   173,058.27      126,411.00   

CACI INTL INC CL A CL A

   594,628.36      642,377.50   

CADBURY SCHWEPPES DEL L P GTD QUARTERLY INCOME PFD SECS A 8.625%

   0.00      2,202.00   

CADENCE DESIGN SYS INC COM

   8,072.64      7,008.30   

CADENCE DESIGN SYS INC COM

   123,538.96      67,687.00   

CAL DIVE INTL INC DEL COM

   17,568.36      13,683.60   

CAL MAINE FOODS INC COM NEW STK

   29,067.90      32,616.57   

CAL+AO

   (131.29   (210.00

CALAMOS ASSET MGMT INC CL A COM STK

   258,681.11      224,835.00   

CALEDONIA MNG CORP COM STK

   36,092.56      21,775.00   

CALGON CARBON CORP COM

   14,288.95      13,900.00   

CALIBER ENERGY INC COM NEW STK

   7,331.51      3,809.00   

CALIFORNIA MICRO DEVICES CORP COM STK NPV

   2,986.68      942.00   

CALIFORNIA OIL & GAS CORP COM STK

   16,304.85      240.00   

CALIFORNIA ST 7.3% 10-01-2039 BEO TAXABLE

   60,493.80      56,704.80   

CALIFORNIA ST 7.5% 04-01-2034 BEO TAXABLE

   14,209.20      14,670.15   

CALIFORNIA ST PUB WKS BRD LEASE REV 8.361% 10-01-2034 BEO TAXABLE

   10,326.10      9,935.80   

CALIPER LIFE SCIENCES INC COM

   378.51      190.50   

CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M 3.25% European 317U324B7 04-19-2010

   (7,280.00   (2,425.03

CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M3.25% European 317U394B2 04-19-2010

   (10,862.50   (2,051.95

CALL SWPTN USD BOFAUS6S 3M LIBOR / 3.25 EUROPEAN 317U324B7 04-19-2010

   (1,000.00   (186.54

CALL SWPTN USD BOFAUS6S 3M LIBOR / 3.25 EUROPEAN 317U335B4 12-29-2009

   (890.00   0.00   

CALL SWPTN USD CITIUS33 3M LIBOR / 3.25 EUROPEAN 317U333B6 12-29-2009

   (518.00   0.00   

CALL SWPTN USD CSFBGB2L 3M LIBOR / 2.75 EUROPEAN 317U360B2 04-19-2010

   (452.50   (80.75

CALL SWPTN USD CSFBGB2L 3M LIBOR / 3.25 EUROPEAN 317U327B4 04-19-2010

   (17,860.00   (2,611.57

CALL SWPTN USD DEUTGB2LGLO 3M LIBOR / 3.25 EUROPEAN 317U326B5 04-19-2010

   (5,318.67   (932.71

CALL SWPTN USD MSCSUS33 3M LIBOR / 3.25 EUROPEAN 317U336B3 12-29-2009

   (830.00   0.00   

CALL SWPTN USD MSCSUS33 3M LIBOR / 3.25 EUROPEAN 317U358B6 04-19-2010

   (2,637.85   (559.62

CALL SWPTN USD RBOSGB2RTCM 3M LIBOR / 3.25 EUROPEAN 317U348B9 12-29-2009

   (1,526.50   0.00   

CALLAWAY GOLF CO COM

   20,128.65      19,604.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

CALLON PETE CO DEL COM

   1,031.28      811.50   

CALPINE CORP COM NEW STK

   45,126.22      55,473.00   

CALUMET SPECIALTY PRODS PARTNERS L P

   2,674.66      3,178.02   

CALYPSO WIRELESS INC COM

   31,667.55      925.00   

CAMBRIDGE HEART INC COM

   7,553.46      562.50   

CAMBRIDGE RES CORP COM STK

   3,619.90      120.00   

CAMDEN PPTY TR SH BEN INT

   123,997.12      237,272.00   

CAMECO CORP COM

   244,895.40      268,780.35   

CAMERON INTL CORP COM STK

   25,616.36      29,260.00   

CAMERON INTL CORP COM STK

   278,712.19      280,060.00   

CAMERON INTL CORP COM STK CALL OPT EXP 01/16/2010 PR $42.50 PER SH

   0.00      (240.00

CAMPBELL SOUP CO COM

   35,384.73      36,151.97   

CAMPBELL SOUP CO COM

   50,373.05      51,714.00   

CAMPBELL SOUP CO COM

   151,002.26      179,140.00   

CANADIAN APT PPTYS REAL ESTATE INVT TR TR UNIT TR UNIT

   3,626.57      3,621.05   

CANADIAN NATL RY CO COM

   4,578.29      5,979.60   

CANADIAN NATL RY CO COM

   217,409.80      216,461.52   

CANADIAN NATL RY CO COM

   875,157.78      1,092,636.00   

CANADIAN OIL SANDS TR NEW UNIT

   90,937.43      89,584.20   

CANADIAN SOLAR INC COM

   35,243.19      43,230.00   

CANADIAN SOLAR INC COM STK CALL OPT EXP 01/16/2010 PR $32 PER SH

   (268.04   (120.00

CANADIAN SUPERIOR ENERGY INC COM STK

   5,644.79      1,500.00   

CANASIL RES INC COM

   9,756.40      1,336.00   

CANCER THERAPEUTICS INC DEL COM STK

   462.95      70.00   

CANO PETE INC COM

   4,442.33      1,960.00   

CANON INC NPV

   66,031.43      105,687.66   

CANON INC NPV

   844,646.66      794,771.16   

CANTEL MEDICAL CORP COM

   7,393.95      7,063.00   

CAP 1 BK NATL ASSN CTF DEP DTD 03/05/08 ACT/365 SEMI ANNU STEP UP DUE
03-05-15

   95,000.00      99,976.10   

CAP 1 BK USA NATL ASSN GLEN ALLEN CD DTD03/27/2008 SEMI ANNU 4 03-27-2012

   10,000.00      10,000.00   

CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP ACT/365 SEMI ANNU 4.75 05-07-2015

   10,000.00      10,643.50   

CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP ACT/365 SEMI-ANNU 4 03-24-2010

   25,000.00      25,000.00   

CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP DTD 10/15/2008 4.15 10-15-2010

   25,000.00      25,000.00   

CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP DTD 4.4 10-17-2011

   60,000.00      60,000.00   

CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP S/A DTD10-22-2008 4.15 10-22-2010

   95,000.00      95,000.00   

CAP 1 FNCL COM

   48,236.16      67,461.61   

CAP 1 FNCL COM

   101,302.39      260,712.00   

CAP 1 FNCL COM

   666,032.89      474,035.76   

CAP 1 FNCL COM

   925,886.10      939,330.00   

CAP 1 NATL ASSN MCLEAN VA CTF DEP SEMI-ANNU DTD 11-19-2008 4.25 11-19-2010

   5,000.00      5,000.00   

CAP 1 NATL ASSN MCLEAN VA CTF DEP DTD 10/08/2008 ACT/365 4.65 10-09-2012

   95,000.00      95,000.00   

CAP AUTO RECEIVABLES AST TR 2008-2 CAP AUTO TR 2 CAP AUTO T 10-15-2012 BEO

   1,116,750.00      1,208,932.80   

CAP CY BK GROUP INC COM

   424.80      457.22   

CAPE SYS GROUP INC COM

   13.34      6.00   

CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 06-11-2008 3.85
06-11-2010

   10,000.00      10,000.00   

CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 09-17-2008 4.15
09-17-2010

   50,000.00      50,000.00   

CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 11-09-2005 4.75
11-09-2010

   40,205.00      40,205.00   

CAPITAL AUTOMOTIVE REIT RED PFD SHS SER A 7.50%

   6,849.95      2,700.00   

CAPITAL DIAGNOSTIC CORP COM

   8,240.00      0.00   

CAPITAL ONE NA MCLEAN VA CTF DEP DTD 11 MAY 8 ACT/365 SEMI-ANNU 4.4 7 NOV 11

   80,000.00      83,411.20   

CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 04-09-2008 4.25 04-09-2013

   10,000.00      10,000.00   

CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 09-24-2008 4 03-24-2010

   95,000.00      95,000.00   

CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 10-22-2008 4.65 10-22-2012

   50,000.00      50,000.00   

CAPITAL TR INC MD CL A NEW CL A NEW

   2,828.36      2,757.95   

CAPITALAND LTD NPV

   604,904.56      870,790.26   

CAPITALSOURCE INC REIT

   46,467.09      47,988.57   

CAPITAMALL TRUST REIT

   6,709.05      5,128.40   

CAPITOL FED FINL COM ISIN #US14057C1062

   15,833.95      15,730.00   

CAPLEASE INC COM

   15,045.84      7,884.00   

CAPMARK BK MIDVALE UT CD ACT/365 SEMI ANNU DTD 08-13-2008 4.35 08-13-2010

   10,000.00      10,000.00   

CAPMARK BK MIDVALE UT CTF DEP ACT/365 SEMI-ANNU 2.35 04-08-2011

   95,000.00      95,000.00   

CAPMARK BK MIDVALE UT CTF DEP DTD 03/04/2009 ACT/365 3 03-05-2012

   50,000.00      50,000.00   

CAPMARK BK MIDVALE UT CTF DEP DTD 07/16/2008 ACT/365 5.05 07-16-2013

   70,000.00      70,000.00   

CAPMARK BK MIDVALE UT CTF DEP SEMI-ANNU DTD 11-05-2008 4.75 11-05-2012

   80,000.00      80,000.00   

CAPMARK BK MIDVALE UTAH CD DTD 5/13/09 ACT/365 SEMI-ANNUALLY 3.05 14 MAY 12

   110,000.00      110,000.00   

CAPMARK BK MIDVALE UTAH CTF DEP DTD 07-23-2008 5.05 07-23-2013

   40,000.00      40,000.00   

CAPMARK BK MIDVALE UTAH CTF DEP DTD 07-30-2008 4.25 07-30-2010

   30,000.00      30,000.00   

CAPMARK BK MIDVALE UTAH DTD 03-18-2009 1.35 C/D 03-18-2010

   50,000.00      50,000.00   

CAPMARK BK MIDVALE UTAH SEMI-ANNU DTD 02-18-2009 3 02-21-2012

   75,000.00      75,000.00   

CAPRIUS INC COM NEW

   1,858.30      40.96   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

CAPSTEAD MTG CORP COM NO PAR COM NO PAR

   11,375.28      10,920.00   

CAPSTEAD MTG CORP COM NO PAR COM NO PAR

   708,881.65      687,960.00   

CAPSTONE MNG CORP COM STK

   15,465.83      33,503.75   

CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028

   71,418.89      73,536.00   

CARBO CERAMICS INC COM

   5,666.44      6,817.00   

CARBON SCIENCES INC COM STK

   27,425.77      13,920.00   

CARDIAC SCI CORP COM

   6,399.95      1,338.00   

CARDINAL FINL CORP COM

   90,050.94      78,660.00   

CARDINAL HEALTH INC NT 5.65% DUE 06-15-2012/06-14-2012 REG

   979.67      1,066.13   

CARDINAL HLTH INC

   38,842.02      32,240.00   

CARDINAL HLTH INC

   62,187.81      42,147.71   

CARDINAL HLTH INC

   203,255.00      241,800.00   

CARDINAL HLTH INC

   329,933.84      314,340.00   

CARDIONET INC COM STK

   108,466.57      71,280.00   

CARDIOVASCULAR SYS INC DEL COM

   0.00      605.88   

CARDTRONICS INC COM STK

   1,217.95      1,106.00   

CAREER ED CORP COM

   54,763.92      83,916.00   

CAREFUSION CORP COM

   18,562.30      37,890.15   

CAREFUSION CORP COM

   130,747.15      123,174.25   

CAREFUSION CORP COM

   196,752.31      161,314.50   

CARLISLE COMPANIES INC COM

   13,573.41      13,704.00   

CARLSBERG SER’B’DKK20

   281,316.32      278,578.00   

CARMAX INC COM

   52,285.08      64,214.00   

CARMAX INC COM

   123,403.06      174,600.00   

CARMAX INC COM

   196,596.63      371,025.00   

CARNIVAL CORP COM PAIRED

   23,359.55      83,443.32   

CARNIVAL CORP COM PAIRED

   462,046.71      377,111.00   

CAROLINA FIRST BK GREENVILLE S C CTF DEPDTD 06-18-2008 4 06-18-2010

   95,000.00      95,000.00   

CARPENTER TECH CORP COM

   22,075.90      10,785.90   

CARROLL SHELBY INTL INC COM

   349.95      250.00   

CARSON DEV CORP COM STK

   3,899.68      250.00   

CARTER INC FORMERLY CARTER HLDGS INC TO 09/13/2003 COM

   303,870.11      388,106.25   

CASCADE ENERGY INC COM STK

   200.95      0.10   

CASCAL N.V. COM STK

   23,780.44      21,640.00   

CASEYS GEN STORES INC COM

   1,934.92      2,451.71   

CASEYS GEN STORES INC COM

   79,589.49      118,104.00   

CASH AMER INVTS INC COM

   8,175.28      10,488.00   

CASH AMER INVTS INC COM

   74,033.42      87,400.00   

CASH AMER INVTS INC COM

   366,548.73      429,203.92   

CASH COLLATERAL HELD AT LEHMAN BROS

   100,000.00      100,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLL) HELD ELSEWHERE

   753,477.89      753,477.89   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

   665,000.00      665,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

   850,000.00      850,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

   950,000.00      950,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

   1,000,000.00      1,000,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

   1,050,000.00      1,050,000.00   

CASH MINERALS LTD COM

   100,211.62      13,926.66   

CASINO GUICH-PERR EUR1.53

   233,942.30      295,744.70   

CASS INFORMATION SYS INC COM

   5,286.94      5,168.00   

CASUAL MALE RETAIL GROUP INC COM NEW COMNEW

   5,613.05      3,961.00   

CATALYST HEALTH SOLUTIONS INC COM STK

   7,448.95      7,294.00   

CATERPILLAR FINL SVCS CORP MEDIUM TERM N# TR 00789 5.05 DUE 12-01-2010 REG

   4,950.00      5,192.16   

CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00819 6.2 DUE
09-30-2013

   159,828.80      178,295.20   

CATERPILLAR FINL TRANCHE # TR 00821 7.15DUE 02-15-2019

   10,233.40      11,530.90   

CATERPILLAR INC COM

   112,050.89      182,368.00   

CATERPILLAR INC COM

   456,303.16      974,529.00   

CATERPILLAR INC COM

   725,375.79      877,646.00   

CATERPILLAR INC COM

   1,233,950.90      1,533,128.34   

CATERPILLAR INC COM STK CALL OPT EXP 2/17/07 PAR $62.50 PER SH

   0.00      (5,655.00

CAVCO INDS INC DEL COM STK

   503.91      502.88   

CB RICHARD ELLIS GROUP INC CL A CL A

   (7,487.08   25,823.71   

CB RICHARD ELLIS GROUP INC CL A CL A

   152,273.44      100,418.00   

CB RICHARD ELLIS GROUP INC CL A CL A

   214,078.50      298,811.40   

CBS CORP NEW CL B

   27,030.47      61,331.00   

CBS CORP NEW CL B

   322,858.76      563,405.00   

CBS CORP NEW CL B

   390,637.58      259,559.70   

CCAP ONE BK USA NATL ASSN GLEN ALLEN CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 4.0%

   59,000.00      59,512.71   

CCL HELD BY BEAR STEARNS

   50,898.91      0.00   

CD DTD 10-16-2009 .35 C/D 04-16-2010

   0.00      45,942.50   

CDC CORP COM STK

   3,364.14      2,899.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

CDEX INC CL A

   28.65    1.76   

CDN IMPERIAL BK COMM TORONTO ONT COM STK

   79,730.48    79,676.46   

CDN NAT RES LTD COM CDN NAT RES COM STK

   56,742.23    70,511.00   

CDN NATL RAILWAYS COM NPV

   51,834.52    56,425.68   

CDN PAC RY LTD COM CDN PAC RY LTD

   5,573.00    5,670.00   

CDS 03-20-2010 0WP008451

   0.00    (288.47

CDS DEUTUS33 03-20-2010 0WP008394

   0.00    (288.47

CDS DEUTUS33 03-20-2015 0WP008295

   0.00    (15,986.75

CDS DEUTUS33 SELL PROTECTION ON EASTMAN KODAK CO 03-20-2010 0WR008392

   0.00    0.00   

CDS DEUTUS33 SELL PROTECTION ON FORD MTRCO DEL 03-20-2015 0WR008293

   0.00    0.00   

CDS SELL PROTECTION ON EASTMAN KODAK CO 03-20-2010 0WR008459

   0.00    0.00   

CELADON GROUP INC COM

   13,920.29    9,765.00   

CELADON GROUP INC COM

   21,768.82    23,870.00   

CELANESE CORP DEL COM SER A STK

   21,934.23    21,717.42   

CELERA CORP COM STK

   1,390.88    690.00   

CELESIO AG NPV(REGD)

   198,345.92    119,412.99   

CELGENE CORP COM

   153,052.13    169,935.36   

CELGENE CORP COM

   673,708.49    696,000.00   

CELGENE CORP COM

   1,159,773.31    1,473,125.76   

CELL THERAPEUTICS INC NEW

   71,368.33    68,812.68   

CELLCOM ISRAEL LTD COM STK ILS0.01

   12,751.28    12,824.00   

CELLDEX THERAPEUTICS INC NEW COM STK

   9,897.55    6,197.09   

CEL-SCI CORP COM NEW COM NEW

   8,622.77    5,400.00   

CENOVUS ENERGY INC COM

   31,936.50    34,246.80   

CENT EUROPEAN DISTR CORP COM STK

   17,093.00    19,176.75   

CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK

   138.19    519.42   

CENT HISPANO CAP LTD P/STK KYG2005Q1064 N/C BCH CAP LTD 6-15-98 SEE SEC 104382

   0.00    5,046.00   

CENTENE CORP DEL COM

   56,589.92    67,744.00   

CENTENE CORP DEL COM

   131,146.33    124,903.00   

CENTENE CORP DEL COM

   480,385.07    543,010.50   

CENTENNIAL COMMUNICATIONS CORP NEW SR NTFLT RT DUE 01-01-2013/01-01-2010 BEO

   3,171.25    3,000.00   

CENTERPLATE INC SUB NT 13.5% DUE 12-10-2013 REG

   13,493.99    1,265.46   

CENTERPOINT ENERGY INC COM

   55,447.83    63,829.23   

CENTERPOINT ENERGY INC COM

   164,460.44    154,807.19   

CENTERSTATE BANKS INC

   14,075.23    8,360.93   

CENTRAL GARDEN & PET CO CL A NON-VTG STK

   21,508.95    19,880.00   

CENTRAL GOLD-TRUST TR UNIT

   55,808.02    62,146.00   

CENTURYTEL INC COM STK

   27,903.35    62,016.00   

CENTURYTEL INC COM STK

   250,041.92    295,944.33   

CENTY ALUM CO COM

   14,573.54    17,242.35   

CENTY TECHNOLOGIES INC COLO COM

   740.77    0.00   

CEO AMER INC COM

   7,774.82    650.00   

CEPHALON INC CON

   5,966.85    6,242.00   

CEPHALON INC CON

   150,894.70    131,061.00   

CEPHEID INC COM

   6,481.16    3,744.00   

CERADYNE INC DEL COM

   39,625.31    16,817.50   

CERADYNE INC DEL COM

   192,609.17    92,208.00   

CERADYNE INC DEL COM

   413,958.86    411,939.24   

CERAGENIX PHARMACEUTICALS INC COM

   579.95    150.00   

CERAGON NETWORKS LTDSEDOL 2616148

   71,983.35    79,057.16   

CEREPLAST INC COM

   11,219.90    1,920.00   

CERIDIAN CORP DEPOS SH REPSTG 1/100 CONVPFD STK

   0.00    2,545.00   

CERNER CORP COM

   48,970.51    51,360.12   

CERNER CORP COM

   378,552.71    502,884.00   

CERNER CORP COM

   665,360.01    865,620.00   

CERUS CORP COM

   2,024.95    1,990.00   

CEVA INC COM

   1,168.95    1,286.00   

CF INDS HLDGS INC COM

   57,843.56    51,024.62   

CF INDS HLDGS INC COM

   188,026.78    118,014.00   

CHAMPION ENTERPRISES INC COM

   3,272.36    307.30   

CHANNELL COML CORP COM

   4,512.95    160.00   

CHAODA MODERN AGRI HKD0.10

   8,512.88    8,489.38   

CHART INDS INC COM PAR $0.01 COM PAR $0.01

   10,195.05    7,665.28   

CHARTER COMMUNICATIONS INC DEL CL A

   760.57    0.00   

CHASE ISSUANCE TR 2007-1 NT CL A 03-15-2013 REG

   493,359.38    497,933.50   

CHATTEM INC COM

   133,408.87    191,265.00   

CHAZAK VALUE CORP COM

   1,637.70    0.52   

CHDT CORP COM STK

   127,318.45    13,100.00   

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

   37,961.16    41,503.00   

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

   503,162.28    677,600.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

CHECKPOINT SYS INC COM STK USD0.10

   3,633.24      3,050.00   

CHEESECAKE FACTORY INC COM

   1,911.46      2,159.00   

CHEETAH OIL & GAS LTD COM NEW COM NEW

   15,165.90      16.00   

CHELSEA THERAPEUTICS INTL LTD COM STK

   1,258.95      0.00   

CHEMTURA CORP COM

   201.60      123.92   

CHENIERE ENERGY INC COM NEW

   21,793.95      24,200.00   

CHENIERE ENERGY PARTNERS L P COM UNIT REPTG LIMITED PARTNER INTS

   44,667.62      54,867.50   

CHEROKEE INC DEL NEW COM

   1,025.50      748.44   

CHES ENERGY CORP PFD CONV 6.00

   0.00      2,150.00   

CHES ENERGY CORP PFD CONV 6.00

   0.00      6,360.00   

CHES ENERGY CORP PFD CONV 7

   0.00      1,750.00   

CHES GOLD CORP COM

   4,375.45      7,898.00   

CHESAPEAKE ENERGY CORP CALL OPTION W/STK $24.00 PER SHARE 01/16/2010

   0.00      (7,320.00

CHESAPEAKE ENERGY CORP CHESAPEAKE ENRGY 7.25% DUE 12-15-2018 BEO

   42,600.00      45,337.50   

CHESAPEAKE ENERGY CORP COM

   554,236.28      455,488.00   

CHESAPEAKE ENERGY CORP COM

   709,766.54      1,050,728.00   

CHESAPEAKE ENERGY CORP COM

   855,879.47      983,740.70   

CHESAPEAKE ENERGY CORP COM STK CALL OPT EXP 1/16/10 PR $29 PER SH

   (177.04   (80.00

CHESAPEAKE ENERGY CORP SR NT 6.25% DUE 01-15-2018/07-15-2010 REG

   19,784.60      19,200.00   

CHESAPEAKE ENERGY CORP SR NT 6.5% DUE 08-15-2017 REG

   8,148.75      8,820.00   

CHEUNG KONG(HLDGS) HKD0.50

   231,302.09      243,659.69   

CHEUNG KONG(HLDGS) HKD0.50

   789,078.51      884,869.41   

CHEVRON CORP COM

   271,014.81      496,662.49   

CHEVRON CORP COM

   588,894.37      592,823.00   

CHEVRON CORP COM

   617,695.93      784,913.05   

CHEVRON CORP COM

   801,446.88      862,288.00   

CHEVRON CORP COM

   1,045,785.61      1,113,251.46   

CHEVRON CORP COM

   2,053,848.55      4,203,577.01   

CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG

   200,000.00      208,842.00   

CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG TAXABLE

   300,000.00      313,263.00   

CHICOS FAS INC COM

   77,377.54      99,052.50   

CHIEFTAIN INTL FDG CORP PFD RED

   0.00      0.05   

CHILDRENS BEVERAGE GROUP INC COM

   865.93      0.05   

CHIMERA INVT CORP COM STK

   3,511.47      3,492.00   

CHIMERA INVT CORP COM STK

   144,060.37      139,292.00   

CHIMERIC THERAPIES INC SER D PFD

   0.00      5,360.00   

CHINA 3C GROUP COM

   14,424.59      2,018.50   

CHINA ADVANCED CONSTR MATLS GROUP INC COM STK

   5,048.95      4,980.00   

CHINA AGRITECH INC COM NEW STK

   0.00      22,336.00   

CHINA ARCHITECTURAL ENGR INC COM STK

   8.01      6.30   

CHINA AUTOMOTIVE SYS INC COM

   112,653.52      116,002.00   

CHINA BAK BATTERY INC COM STK

   12,668.49      9,326.90   

CHINA BIOLOGIC PRODS INC COM

   41,528.95      48,320.00   

CHINA CLEAN ENERGY INC COM

   368.95      510.00   

CHINA CONTL INC COM

   262.95      0.00   

CHINA CRESCENT ENTERPRISES INC COM NEW COM NEW

   7,067.90      3,075.00   

CHINA DIRECT INDUSTRIES INC

   4,483.41      590.00   

CHINA ED ALLIANCE INC COM NEW STK

   5,748.74      6,120.00   

CHINA FIRE & SEC GROUP INC COM STK

   38,316.14      35,042.70   

CHINA GREEN AGRICULTURE INC COM STK

   60,731.13      67,767.00   

CHINA HEALTH MGMT CORP COM NEW STK

   1,679.95      3.00   

CHINA INFORMATION SEC TECHNOLOGY INC COMSTK

   5,118.38      5,297.60   

CHINA MARINE FOOD GROUP LTD COM

   24,133.33      25,542.25   

CHINA MERCHANTS BANK ‘H’ CNY1

   7,636.45      15,352.74   

CHINA NAT GAS INC COM NEW STK

   (4,019.49   61,604.80   

CHINA NAT RES IN COM

   11,225.69      4,838.00   

CHINA NORTH EAST PETE HLDGS LTD COM STK

   97,043.88      172,975.00   

CHINA PRECISION STL INC COM STK

   8,112.07      5,022.50   

CHINA RECYCLING ENERGY CORP COM STK

   109,800.12      149,593.08   

CHINA RESOURCE ENTERPRISE HKD1

   222,324.46      231,903.15   

CHINA SHENGHUO PHARMACEUTICAL HLDGS INC COM STK

   2,528.95      2,340.00   

CHINA SKY ONE MED INC COM

   50,763.15      60,719.75   

CHINA SOLAR & CLEAN ENERGY SOLUTIONS INCCOM STK

   2,551.58      4.42   

CHINA SUN GROUP HIGH-TECH CO COM STK

   6,413.95      6,510.00   

CHINA SXAN BIOTECH INC COM STK

   3,842.16      8.90   

CHINA TECHNOLOGY GLOBAL CORP

   1,181.11      94.50   

CHINA TECHNOLOGY GLOBAL CORP

   3,369.28      1,365.00   

CHINA TEL GROUP INC COM STK

   1,871.85      4,500.00   

CHINA TRANSINFO TECHNOLOGY CORP COM STK

   5,501.69      4,085.00   

CHINA VOICE HLDG CORP COM

   17,484.00      4,000.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

CHINA VOIP & DIGITAL TELECOM INC COM STK

   2,649.25    105.00   

CHINA WTR GROUP INC COM STK

   2,309.95    680.00   

CHINA YONGXIN PHARMACEUTICALS INC COM STK

   0.00    5,200.00   

CHINA YUCHAI INTL LTD COM

   6,260.48    5,896.00   

CHINACAST ED CORP COM

   1,396.17    1,512.00   

CHINESE ESTATES COMSTK

   53,300.16    51,938.28   

CHIPOTLE MEXICAN GRILL INC COM STK

   175,005.69    207,969.44   

CHIQUITA BRANDS 8.875% DUE 12-01-2015

   23,263.63    25,437.50   

CHIQUITA BRANDS INTL INC COM

   6,349.38    7,243.57   

CHIQUITA BRANDS INTL INC COM

   221,926.90    176,792.00   

CHOICE HOTELS INTL INC COM

   58,950.08    69,652.00   

CHORDIANT SOFTWARE INC COM NEW COM NEW

   99,116.59    20,625.00   

CHRISTOPHER & BANKS CORP COM

   13,440.60    15,240.00   

CHRISTOPHER & BANKS CORP COM

   267,108.83    275,844.00   

CHS / CMNTY HLTH 8.875% DUE 07-15-2015

   39,717.60    41,400.00   

CHUBB CORP COM

   74,894.26    85,903.05   

CHUBB CORP COM

   132,999.66    174,982.44   

CHUBB CORP COM

   292,736.45    457,374.00   

CHUBB CORP FLTG RT JR SUB NTS DUE 03-29-2067/04-15-2009 BEO

   3,263.88    3,724.54   

CHUGAI PHARMACY CO. LTD NPV

   126,115.78    124,823.90   

CHURCH & DWIGHT INC COM

   48,381.85    51,020.95   

CIBER INC COM

   16,038.82    10,553.55   

CIBER INC COM

   29,044.34    12,765.00   

CIBER INC COM

   163,963.89    103,500.00   

CIE DE ST-GOBAIN EUR4

   415,726.70    407,948.02   

CIE FINANCIE RICHEMONT CHF

   132,903.17    139,805.65   

CIE FINANCIE RICHEMONT CHF

   421,763.96    526,931.45   

CIENA CORP COM NEW COM NEW

   48,742.83    47,251.56   

CIGNA CORP COM

   8,639.56    8,716.91   

CIGNA CORP COM

   75,260.62    235,779.95   

CIGNA CORP COM

   130,256.77    260,998.00   

CIMAREX ENERGY CO COM

   1,433.43    2,681.34   

CIN BELL INC NEW COM STK

   3,329.75    4,140.00   

CIN FINL CORP 6.125% DUE 11-01-2034

   8,160.00    8,863.00   

CIN FNCL CORP COM

   171,903.98    116,531.84   

CINEMARK HLDGS INC COM

   18,809.55    21,785.78   

CINEMARK HLDGS INC COM

   92,588.12    97,716.00   

CINTAS CORP COM

   15,198.92    11,112.60   

CINTAS CORP COM

   125,691.22    91,175.00   

CIRCA PICTURES & PRODTN CO INTL INC COM STK

   1,983.71    1.30   

CIRCUIT CY STORES INC COM

   2,107.46    57.42   

CIRRUS LOGIC INC COM

   30,122.58    61,380.00   

CIRRUS LOGIC INC COM

   269,903.76    332,134.00   

CISCO SYSTEMS INC

   731,766.84    931,266.00   

CISCO SYSTEMS INC

   1,342,144.11    1,647,072.00   

CISCO SYSTEMS INC

   1,359,162.36    1,479,037.14   

CISCO SYSTEMS INC

   2,478,045.50    3,749,004.00   

CISCO SYSTEMS INC CALL OPTION W/STK $24.00 PER SHARE 01/16/2010

   0.00    (430.00

CIT BK SALT LAKE CITY UTAH CTF DEP DTD 01-24-2007 0 01-25-2010

   20,000.00    20,042.00   

CIT BK SALT LAKE CITY UTAH CTF DEP DTD 03-18-2009 4 03-18-2019

   2,000.00    2,000.00   

CIT BK SALT LAKE CITY UTAH CTF DEP DTD 07-08-2009 3.5 07-08-2014

   66,000.00    667.43   

CIT BK SALT LAKE CY UT CD ACT/365 SEMI ANNU DTD 03-11-2009 3.1 03-11-2013

   25,000.00    25,000.00   

CIT BK SALT LAKE CY UT CD ACT/365 SEMI ANNU DTD 04-08-2009 2.35 04-08-2011

   95,000.00    95,000.00   

CIT GROUP INC NEW 7% DUE 05-01-2013

   0.00    989.23   

CIT GROUP INC NEW 7% DUE 05-01-2013

   5,150.73    6,579.72   

CIT GROUP INC NEW 7% DUE 05-01-2014

   0.00    1,474.86   

CIT GROUP INC NEW 7% DUE 05-01-2014

   7,152.07    9,830.82   

CIT GROUP INC NEW 7% DUE 05-01-2015

   0.00    1,425.23   

CIT GROUP INC NEW 7% DUE 05-01-2015

   7,253.65    9,473.58   

CIT GROUP INC NEW 7% DUE 05-01-2016

   0.00    2,335.98   

CIT GROUP INC NEW 7% DUE 05-01-2016

   11,446.00    15,524.08   

CIT GROUP INC NEW 7% DUE 05-01-2017

   0.00    3,224.22   

CIT GROUP INC NEW 7% DUE 05-01-2017

   15,977.02    21,425.52   

CIT GROUP INC NEW COM NEW COM NEW

   0.00    1,656.60   

CIT HOME EQUITY LN TR 2003-1 ASSET BKD CTF CL A-4 03-20-2032 REG

   285,853.11    258,475.08   

CITADEL BROADCASTING CORP COM

   314.53    5.38   

CITIBANK N A FDIC GTD TLGP NT 1.875% DUE05-07-2012

   299,427.00    301,596.30   

CITIBANK N A FDIC NT 1.875 DUE 06-04-2012

   99,696.00    100,573.10   

CITIBANK NA 1.75% DUE 12-28-2012

   358,880.40    356,832.72   

CITICORP SUB NT DTD 10/18/1996 7.25% DUE10-15-2011 REG

   969,720.00    1,053,279.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

CITIGROUP CAP XV ENHANCED TR PFD SECS

   11,418.22    9,501.30

CITIGROUP FDG INC 2.25 DUE 12-10-2012

   498,600.00    503,925.00

CITIGROUP FDG INC NT LKD TO US EUROPE JAPAN BSKT

   0.00    3.00

CITIGROUP FDG INC PISTONS BASED UPON CBOE S&P 500

   7,700.40    5,778.00

CITIGROUP INC 5.5 DUE 02-15-2017 BEO

   117,416.80    113,559.72

CITIGROUP INC 5.5% DUE 10-15-2014

   69,646.50    70,877.17

CITIGROUP INC 6% DUE 10-31-2033

   8,791.30    8,456.46

CITIGROUP INC 6.01% DUE 01-15-2015

   204,301.14    204,219.60

CITIGROUP INC 6.375% DUE 08-12-2014

   59,593.80    62,814.42

CITIGROUP INC 6.875% DUE 03-05-2038

   188,711.80    189,623.42

CITIGROUP INC 8.5% DUE 05-22-2019

   30,496.50    34,642.59

CITIGROUP INC COM

   1,019,634.33    1,028,185.30

CITIGROUP INC COM

   4,716,049.70    1,756,991.03

CITIGROUP INC COM

   5,629,271.43    4,572,641.01

CITIGROUP INC FDIC GTD TLGP GTD NT 2.125 DUE 04-30-2012 REG

   402,628.00    404,283.20

CITIGROUP INC GLOBAL SR NT 5.5% DUE 04-11-2013 BEO

   5,214.15    5,191.06

CITIGROUP INC GLOBAL SR NT 6.5% DUE 08-19-2013 BEO

   129,923.30    138,475.09

CITIGROUP INC NTS 6.125% DUE 05-15-2018 BEO

   5,026.75    5,013.17

CITIGROUP INC SR NT 5.3% DUE 01-07-2016

   4,127.70    4,891.35

CITIGROUP INC SUB NT 5% DUE 09-15-2014

   117,227.20    125,323.12

CITIGROUP MTG LN TR 2005-HE2 ASSET BKD CTF CL A 144A VAR 05-25-2035 BEO

   84,764.68    77,384.22

CITIZENS 1ST SVGS BK PORT HURON MICH DTD03-26-2008 3.75 03-26-2010

   10,000.00    10,000.00

CITIZENS BK FLINT MICH CTF DEP DTD 03-27-2009 3.3 03-27-2013

   25,000.00    25,000.00

CITIZENS REPUBLIC BANCORP INC

   5,438.33    4,156.00

CITRIX SYS INC COM

   188,391.39    208,050.00

CITRIX SYS INC COM

   240,437.04    332,880.00

CITY DEVELOPMENTS LTD

   155,490.92    179,455.00

CITY HLDG CO COM

   53,606.57    42,029.00

CKE RESTAURANTS INC COM STK

   20,126.81    19,119.60

CKE RESTAURANTS INC COM STK

   86,528.13    64,296.00

CLARENT CORP DEL COM ISIN US1804611051

   208.50    0.03

CLARIENT INC COM

   3,166.85    2,650.00

CLARK MATERIALS PFD STK (FRACTIONAL SHARES)

   0.00    347,645.65

CLARK MATL HANDLING CO EXCHANGEABLE

   0.00    10,715.20

CLEAN COAL TECHNOLOGIES INC COM STK

   7,492.43    2,566.32

CLEAN ENERGY FUELS CORP COM

   239,489.58    320,219.80

CLEAN HBRS INC COM

   15,190.95    14,902.50

CLEARANT INC NEW COM NEW STK

   4,211.24    6.85

CLEARLY CDN BEVERAGE CORP COM STK

   43,091.73    552.00

CLEARWATER PAPER CORP COM STK

   73,843.40    175,904.00

CLEARWIRE CORP NEW CL A CL A

   30,276.50    32,042.40

CLEARWIRE CORP NEW RT

   29.86    1,496.00

CLICKABLE ENTERPRISES INC COM

   7,427.90    105.60

CLICKSOFTWARE TECHNOLOGIES

   40,522.40    52,500.00

CLIFFS NAT RES INC COM STK

   68,797.65    80,053.95

CLIFFS NAT RES INC COM STK

   163,858.32    165,924.00

CLIFFS NAT RES INC COM STK

   173,984.19    344,292.30

CLOROX CO 5% DUE 01-15-2015

   33,006.35    37,095.10

CLOROX CO COM

   77,051.29    80,422.46

CLOROX CO COM

   137,384.17    231,800.00

CLP HOLDINGS HKD5

   156,798.81    148,658.10

CLST HLDGS INC COM STK

   2,196.71    54.46

CME GROUP INC COM STK

   210,813.36    250,054.02

CME GROUP INC COM STK

   286,405.94    369,545.00

CME GROUP INC COM STK

   824,115.13    604,710.00

CMO 1ST HORIZON MTG PASSTHRU TR SER 2004-AA1 CL-A1 DUE 06-25-2034 BEO

   143,894.68    114,169.00

CMO ALTERNATIVE LN TR 2006-OA11 CL A-4 FLTG DUE 07-25-2036 REG

   309,029.20    137,974.12

CMO BANC AMER COML MTG INC SERIES 2005-5CL-A4 DUE 10-10-2045 REG

   70,354.06    68,613.44

CMO BANC AMER COML MTG TR 2007-5 PASSTHRU CTF CLA-3 5.62 DUE 02-10-51 REG

   5,228.13    9,705.50

CMO BANC AMER MTG SECS INC BOAMS 2004-2 1A5 6.5% DUE 10-25-2031 BEO

   60,301.51    57,389.32

CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG

   110,748.77    77,636.44

CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO

   55,717.73    53,646.09

CMO BEAR STEARNS ARM TR 2002-11 CL I-A-2DUE 02-25-2033/04-25-2006 BEO

   39,658.51    36,441.81

CMO BEAR STEARNS ARM TR 2003-1 MTG PASSTHRU CTF CL V-A-1 DUE 04-25-2033 BEO

   456,549.39    413,606.13

CMO BEAR STEARNS ARM TR 2005-6 MTG PASSTHRU CTF CL I-A-1 DUE 08-25-2035 REG

   343,958.24    230,705.67

CMO CD 2007-CD5 MTG TR DUE 11-15-2044 BEO

   2,610,234.38    2,887,119.98

CMO CR SUISSE 1ST BSTN MTG SECS CORP SER2005-C2 CL A4 4.832 DUE 04-15-2037 BEO

   60,307.50    57,765.48

CMO CWALT INC 2005-14 ALT LN TR MTG PASSTHRU DUE 05-25-2035 REG

   121,700.37    68,438.08

CMO CWALT INC 2005-38 MTG PASSTHRU CTF CL A-3 DUE 09-25-2035 REG

   154,753.48    80,713.84

CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO

   156,439.80    84,609.53


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO

   214,338.29    112,375.64

CMO CWALT INC SER 2005-J12 CL 2-A-1 FLT RT DUE 08-25-2035 REG

   158,170.02    79,545.13

CMO CWMBS INC 2003-60 CHL MTG PASSTHRU CTF CL 1-A-2 DUE 02-25-2034 REG

   176,129.32    145,923.63

CMO CWMBS INC 2005-R1 REPERFORMING LN REMIC TR 144A DUE 03-25-2035 BEO

   27,417.43    30,528.32

CMO CWMBS REPERFORMING LN REMIC TR CTFS 2004-R2 144A .65063% DUE 11-25-2034 REG

   23,641.27    27,179.82

CMO DSLA MTG LN TR 2006-AR1 MTG PASSTHRUCTF CL 1A-1A DUE 03-19-2046 REG

   484,174.21    275,252.54

CMO FNMA SERIES 2003-88 CLASS-F DUE 05-25-2030 REG

   282,850.66    281,634.47

CMO GREENPOINT MTG FDG TR 2005-AR4 MTG PASSTHRU CTF CL I-A-1 DUE 10-25-2045 REG

   63,182.12    32,237.66

CMO GREENPOINT MTG FDG TR SER 2006 AR6 MTG PASSTHRU VAR RATE 10-25-46

   95,351.39    86,078.79

CMO GREENPOINT MTG FDG TR SER 2006-AR5 CLASS-A1A DUE 10-25-2046 REG

   152,440.45    132,584.16

CMO GREENWICH CAP COML FDG CORP SER 2005-GG5 CL A5 DUE 04-10-2037 BEO

   299,109.37    284,163.00

CMO GS MTG SECS CORP SER 2005-AR6 CL 2A12.954544% DUE 09-25-2035/10-25-2005 REG

   202,331.72    176,490.78

CMO GS MTG SECS CORP SER 2005-RP3 CL 1AFDUE 09-25-2035 BEO

   377,022.50    267,473.89

CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG

   124,137.64    83,727.11

CMO IMPAC CMB TR SER 2003-9F CL A VAR RATE 1.23063% DUE 07-25-2033 REG

   276,128.42    214,536.87

CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO

   11,587.73    8,335.65

CMO INDYMAC INDA MTG LN TR 2007-AR7 MTG PASS THRU CTF CL 1-A-1 11-25-37 REG

   62,983.02    43,720.77

CMO INDYMAC INDX MTG LN TR 2007-AR15 CTFCL 2-A-1 VAR RATE DUE 08-25-2037 REG

   205,442.83    166,984.46

CMO INDYMAC INDX MTG LN TR 2007-AR5 MTG CL 2-A-1 VAR DUE 05-25-2037 REG

   124,701.73    99,080.15

CMO J P MORGAN CHASE COML MTG SECS CORP 5.2945% DUE 01-12-2043 BEO

   100,499.63    95,208.20

CMO LB-UBS COML MTG TR SR 2005-C5 CL A-4 4.954 DUE 09-15-2030 BEO

   100,375.00    96,900.50

CMO LEHMAN XS TR 2006-2N MTG PASSTHRU CTF CL 1-A1 VAR DUE 02-25-2046 REG

   273,233.08    141,964.80

CMO LEHMAN XS TR SER 2005-7N CL 1A1B DUE12-25-2035 BEO

   120,396.13    32,106.76

CMO MASTR ADJ RATE MTG TR 2007-3 MTG PASSTHRU CTF CL 1-2A1 VAR 05-25-47

   497,061.46    241,325.20

CMO MASTR ADJ RATE MTGS TR 2004-15 MTG PASSTHRU CTF CL 1-A-1 DUE 12-25-2034 REG

   19,094.20    11,791.56

CMO MERRILL LYNCH MTG TR 2006-C1 CL A-4 DUE 05-12-2039 REG

   159,669.82    156,365.76

CMO MORGAN STANLEY CAP I INC 2005-HQ6 CTF A-4A 4.989 DUE 08-13-2042 REG

   100,548.30    96,797.50

CMO MORGAN STANLEY CAP TR I 2007-HQ11 COML MTG PT CTF CL A3-1 DUE 02-20-44 BEO

   64,437.50    98,975.80

CMO MORGAN STANLEY MTG LN TR 2004-2AR SER 2005-10 MTG DUE 12-25-2035

   136,847.29    105,578.03

CMO RESDNTL ACCREDIT LNS INC MTG 2005-QO3 CL A-1 DUE 10-25-2045 REG

   176,126.61    90,345.06

CMO RESDNTL ACCREDIT LNS INC MTG PASS SER 2004-QA6 CL NBIV FLTRT 12-26-2034REG

   468,071.66    315,948.85

CMO RESDNTL ACCREDIT LNS INC MTG PASS TH2003-QS1 CTF CL A-4 DUE01-25-2033 BEO

   80,349.08    74,285.58

CMO STRUCTURED AST MTG INVTS II INC MTG PA CL I-A-1A DUE 08-25-2036 REG

   341,199.93    165,046.63

CMO THORNBURG MTG SECS TR 2007-4 6.195529% DUE 09-25-2037 BEO

   185,589.06    150,447.08

CMO THORNBURG MTG SECS TR 2007-4 MTG PASS THRU CTF CL 1A-2 DUE 09-25-2037 REG

   189,979.56    152,385.18

CMO WACHOVIA BK COML MTG TR 2005-C18 COMMTG PASSTHRU A-4 4.935 04-15-2042 REG

   130,541.06    126,381.84

CMO WACHOVIA BK COML MTG TR SER 2005-C20CL A-7 DUE 07-15-2042 BEO

   109,789.45    106,271.00

CMO WAMU MTG PASS THRU CTFS SER 2006 AR14 CL 1-A3 DUE 11-25-2036 BEO

   296,250.00    341,841.00

CMO WAMU MTG PASS-THROUGH CTFS TRUST 2005-AR17 CL A-1A2 DUE 12-25-2045 REG

   150,708.11    81,027.01

CMO WAMU MTG PASS-THROUGH CTFS TRUST 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG

   212,337.87    132,806.72

CMO WAMU MTG PASS-THRU CTFS 2005-AR17 CLA-1A1 DUE 12-25-2045 REG

   226,459.50    153,002.47

CMO WAMU MTG PASS-THRU CTFS 2005-AR6 MTGPASSTHRU CTF CL 2-A-1A 4-25-45

   106,605.91    78,421.87

CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CL 1-A-1A DUE 06-25-2045 REG

   147,940.38    107,478.69

CMO WAMU MTG PASS-THRU CTFS SER 2005-AR11 CL A1A FLT RT 8-25-45

   325,369.11    227,010.63

CMO WAMU MTG PASS-THRU CTFS SER 2005-AR13 CL A-1A1 FLT 10-25-45

   122,891.69    88,007.90

CMO WELLS FARGO ALTERNATIVE LN 2007-PA2 MTG AST BKD CTF CL II-A-1 DUE
06-25-2037

   152,018.84    123,226.73

CMS ENERGY CORP COM

   133,891.06    98,658.00

CNA FNCL CORP COM

   5,815.57    5,400.00

CNOOC LTD HKD0.02

   156,320.61    270,902.73

CNOOC LTD HKD0.02

   326,208.10    435,156.98

COACH INC COM

   52,946.49    74,482.59

COACH INC COM

   211,721.78    317,811.00

COASTAL FIN I PFD STK 8.375%

   0.00    75.00

COBALT INTL ENERGY INC COM

   3,993.95    4,152.00

COCA COLA BOTTLING CO CONS COM

   55,713.39    62,446.58

COCA COLA CO COM

   322,534.64    327,465.00

COCA COLA CO COM

   440,897.27    478,800.00

COCA COLA CO COM

   891,763.40    1,185,600.00

COCA COLA CO COM

   922,946.48    1,045,559.89

COCA COLA CO COM

   1,143,890.80    1,333,800.00

COCA COLA CO COM

   2,523,820.03    3,596,700.00

COCA COLA ENTERPRISES INC COM

   79,492.75    91,062.33

COCA COLA ENTERPRISES INC COM

   208,008.04    184,440.00

COEUR D ALENE MINES CORP IDAHO COM NEW COM NEW

   165,459.19    249,498.90

COEUR D’ALENE MINES CORP COM STK USD1 DO NOT USE SEE SEC 2052428

   169,829.61    0.00

COGENT INC COM

   3,969.14    4,259.90

COGENT INC COM

   293,613.75    305,133.52

COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A

   180,791.72    205,707.54

COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A

   302,759.49    362,400.00

COGO GROUP INC COM STK

   22,608.91    26,532.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

COGO GROUP INC COM STK

   27,031.42    25,205.40

COGO GROUP INC COM STK

   81,614.21    96,547.00

COHEN & STEERS REIT & UTIL INCOME FD INCAUCTION RATE PFD SHS AMPS SER T7 PFD STK

   0.00    12,000.00

COHEN & STEERS TOTAL RETURN RLTY FD INC COM

   8,796.15    9,680.00

COIL TUBING TECHNOLOGY INC COM

   259.84    15.52

COINSTAR INC COM

   11,172.42    9,723.00

COLABOR GROUP INC COM NPV

   9,698.95    10,559.20

COLBS MCKINNON CORP N Y COM

   79,760.56    40,980.00

COLD JET INC COLD JET INC SER D CONVERTIBLE

   0.00    12,205.87

COLDWATER CREEK INC COM

   8,170.71    6,244.00

COLE KENNETH PRODTNS INC CL A

   11,111.90    11,580.00

COLE KENNETH PRODTNS INC CL A

   77,484.00    31,845.00

COLE KENNETH PRODTNS INC CL A

   270,617.23    273,095.00

COLEMAN CABLE INC COM STK

   1,872.85    425.00

COLFAX CORP COM US .01

   675.15    1,204.00

COLGATE-PALMOLIVE CO COM

   144,238.62    176,801.18

COLGATE-PALMOLIVE CO COM

   335,040.53    366,635.45

COLGATE-PALMOLIVE CO COM

   498,849.68    1,109,025.00

COLLECTIVE BRANDS INC COM STK

   1,062.39    2,277.00

COLLINS & AIKMAN CORP NEW COM NEW

   124.95    0.00

COLLINS & AIKMAN GROUP INC SER A $2.50 CONV PFD STK

   0.00    1,800.00

COLONIAL BANCGROUP INC COM

   37,539.56    210.24

COLONIAL PPTYS TR SH BEN INT SH BEN INT

   89,599.05    126,684.00

COLOR KINETICS INC SER A CONV PFD STK

   0.00    53,254.45

COLOSSUS MINERALS INC COM STK

   3,960.39    10,393.00

COLTV SHORT TERM INVT FD

   267,101.93    267,101.93

COLTV SHORT TERM INVT FD

   291,380.63    291,380.63

COLTV SHORT TERM INVT FD

   292,559.01    292,559.01

COLTV SHORT TERM INVT FD

   309,397.26    309,397.26

COLTV SHORT TERM INVT FD

   345,118.04    345,118.04

COLTV SHORT TERM INVT FD

   355,236.82    355,236.82

COLTV SHORT TERM INVT FD

   467,121.93    467,121.93

COLTV SHORT TERM INVT FD

   509,385.34    509,385.34

COLTV SHORT TERM INVT FD

   554,431.63    554,431.63

COLTV SHORT TERM INVT FD

   576,417.92    576,417.92

COLTV SHORT TERM INVT FD

   678,394.03    678,394.03

COLTV SHORT TERM INVT FD

   700,473.25    700,473.25

COLTV SHORT TERM INVT FD

   840,092.41    840,092.41

COLTV SHORT TERM INVT FD

   876,062.48    876,062.48

COLTV SHORT TERM INVT FD

   899,376.51    899,376.51

COLTV SHORT TERM INVT FD

   910,420.39    910,420.39

COLTV SHORT TERM INVT FD

   1,098,868.83    1,098,868.83

COLTV SHORT TERM INVT FD

   3,653,937.93    3,653,937.93

COLTV SHORT TERM INVT FD

   6,545,827.72    6,545,827.72

COLTV SHORT TERM INVT FD

   6,745,860.74    6,745,860.74

COLTV SHORT TERM INVT FD

   9,109,091.81    9,109,091.81

COLTV SHORT TERM INVT FD

   9,448,108.58    9,448,108.58

COLTV SHORT TERM INVT FD

   12,790,661.34    12,790,661.34

COLUMBIA / HCA HEALTHCARE CORP 7.5 DUE 11-15-2095 REG

   92,400.00    165,925.20

COLUMBIA SPORTSWEAR CO COM

   7,424.35    5,702.38

COLUMBIA SPORTSWEAR CO COM

   78,014.78    78,080.00

COLUMBIA SPORTSWEAR CO COM

   331,097.64    339,648.00

COLUMBUS BANK & TRUST CTF DEP DTD 10-29-2008 3.9 01-29-2010

   75,000.00    75,000.00

COM

   4,373.33    4,080.00

COM NEW COM NEW

   3,575.73    3,125.00

COMBIMATRIX CORP DEL COM

   156,567.56    41,664.00

COMCAST CORP NEW 0 DUE 08-15-2037 BEO

   170,283.20    174,382.88

COMCAST CORP NEW 6.5 DUE 15-01-2017

   141,600.20    149,453.64

COMCAST CORP NEW CL A SPL CL A SPL

   7,861.07    7,383.19

COMCAST CORP NEW COMCAST CORP 5.85 5.85 DUE 01-15-2010/01-14-2010 BEO

   710,367.00    700,777.70

COMCAST CORP NEW NT

   2,562.45    2,522.70

COMCAST CORP NEW NT SER B

   6,820.45    6,635.63

COMCAST CORP NEW-CL A

   64,319.41    65,503.36

COMCAST CORP NEW-CL A

   402,226.71    467,022.00

COMCAST CORP NEW-CL A

   834,623.86    826,140.00

COMCAST CORP NEW-CL A

   1,010,015.33    920,556.00

COMCAST CORP NEW-CL A

   1,461,769.33    1,310,258.04

COMERICA BK DALLAS TEX CTF DEP ACT/365 SEMI-ANNU 3.85 02-05-2010

   80,000.00    80,000.00

COMERICA BK DALLAS TEX CTF DEP DTD 10-22-2008 3.9 01-22-2010

   35,000.00    35,000.00

COMERICA BK DALLAS TEX CTF DEP DTD S/A DTD 10-22-2008 4.05 04-22-2010

   140,000.00    140,000.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

COMERICA INC COM

   8,767.62    7,587.01

COMERICA INC COM

   159,211.30    124,194.00

COMERICA INC COM

   225,883.71    233,603.00

COMERICA INC COM

   284,677.84    324,382.90

COMFORT SYS USA INC COM

   15,043.16    17,678.40

COMFORT SYS USA INC COM

   177,424.08    160,420.00

COML METALS CO COM

   10,881.98    9,651.84

COML METALS CO COM

   122,075.74    152,900.50

COML VEH GROUP INC 8% DUE 07-01-2013

   6,230.00    4,165.00

COMMERCE NATL BK COLUMBUS OHIO CTF DEP DTD 07-22-2008 4.4 04-25-2011

   40,000.00    40,000.00

COMMERCEPLANET INC COM NEW

   0.00    0.54

COMMERZBANK AG ORD NPV

   56,737.99    55,872.38

COMMSCOPE INC COM

   37,450.59    31,836.00

COMMUNICATION INTELLIGENCE CORP DEL NEW COM

   985.82    200.00

COMMUNICATIONS & POWER INDS SER B

   0.00    956.50

COMMUNITY 1ST BK ROSEVILLE CALIF COM

   108,117.35    81,200.00

COMMUNITY BK OF NEV LAS VEGAS CTF DEP DTD 10-27-2008 3.75 01-27-2010

   20,000.00    0.00

COMMUNITY WEST BK N A GOLETA CALIF CTF DEP DTD 10-21-2008 4 04-21-2010

   44,000.00    44,000.00

COMPAGNIE GENERALE 7.5% DUE 05-15-2015

   25,550.00    24,812.50

COMPAGNIE GENERALE DE GEOPHYSIQUE VERITASR NT 7.75 DUE 05-15-2017

   25,912.50    24,812.50

COMPASS BK BIRMINGHAM ALA CTF DEP DTD 07-15-2009 2 07-15-2011

   240,000.00    240,000.00

COMPASS DIVERSIFIED HOLDINGS FORMERLY COMPASS DIVERSIFIED TR

   13,917.50    14,674.00

COMPASS GROUP ORD GBP0.10

   280,450.06    402,810.35

COMPASS GROUP ORD GBP0.10

   403,600.35    411,188.25

COMPASS MINERALS INTL INC COM

   51,116.11    63,158.60

COMPASS RESOURCES LIMITED NPV

   3,031.45    0.00

COMPELLENT TECHNOLOGIES INC COM STK

   127,758.14    145,832.40

COMPETITIVE TECHNOLOGIES INC COM

   9,285.31    3,780.00

COMPLETE PRODTN 8% DUE 12-15-2016

   41,075.00    39,450.00

COMPOSITE TECHNOLOGY CORP COM STK

   379,572.42    114,143.45

COMPUCREDIT HLDGS CORP COM

   2,216.98    1,854.81

COMPUGEN COMPUGEN LTD COM STK

   19,664.83    17,731.60

COMPUTER SCI CORP COM

   60,376.40    69,036.00

COMPUTER SCI CORP COM

   146,576.71    235,873.00

COMPUTER SCI CORP COM

   202,551.50    304,909.00

COMPUTER SCI CORP COM

   224,720.66    258,885.00

COMPUWARE CORP COM

   147,459.04    45,549.00

COMPUWARE CORP COM

   176,548.35    159,783.00

COMPUWARE CORP COM

   359,441.20    283,416.00

COMSCORE INC COM

   5,268.92    2,808.00

COMSYS IT PARTNERS INC COM

   6,653.66    6,018.53

COMTECH TELECOMMUNICATIONS CORP COM NEW

   4,839.18    5,256.00

COMVERGE INC COM

   71,614.77    89,920.00

COMWLTH BK AUSTRALIA SR MEDIUM TERM TRANCHE # SR 00007 ADJ RT 07-12-2013 BEO

   1,300,000.00    1,295,555.30

CONAGRA FOODS INC

   87,035.60    92,227.48

CONAGRA FOODS INC

   238,066.73    278,905.00

CONCHO RES INC COM STK

   6,642.46    8,980.00

CONECTISYS CORP COM PAR $.001 STK

   1,508.95    800.00

CONEXANT SYS INC COM NEW STK

   20,671.52    19,592.40

CONFORCE INTL INC COM

   1,067.95    460.00

CONGOLEUM CORP NEW CL A CL A

   1,209.95    225.00

CONNACHER OIL & GAS LTD COM STK

   418.88    610.45

CONNECTAJET COM INC COM STK

   1,189.56    0.05

CONNECTYX TECHNOLOGIES HLDGS GROUP INC COM STK

   2,001.85    70.50

CONNS INC COM

   10,859.18    3,369.68

CONOCO FDG CO 6.35% DUE 10-15-2011

   22,240.80    21,759.22

CONOCO INC 6.95% DUE 04-15-2029

   20,854.00    22,670.90

CONOCOPHILLIPS CO NT 8.75 DUE 05-25-2010BEO

   204,471.75    180,830.65

CONOCOPHILLIPS COM

   78,097.94    122,516.93

CONOCOPHILLIPS COM

   452,023.81    454,523.00

CONOCOPHILLIPS COM

   676,725.21    716,189.85

CONOCOPHILLIPS COM

   741,670.09    607,733.00

CONOCOPHILLIPS COM

   1,212,961.96    2,063,330.14

CONOLOG CORP COM PAR $0.01 FEBRUARY 2009COM

   0.00    171.25

CONQUEST RESOURCES COM NPV

   7,731.45    15,358.00

CONS EDISON CO N Y INC BD 5.3 DUE 12-01-2016 BEO

   9,162.10    10,202.13

CONS EDISON INC COM

   217,683.88    250,059.89

CONS EDISON INC COM

   285,717.17    345,268.00

CONS FREIGHTWAYS CORP COM

   534.95    0.31

CONS GRAPHICS INC COM

   13,597.80    35,020.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

CONS WTR CO LTD COM

   15,356.12      14,290.00   

CONSECO FIN SECURITIZATIONS CORP SR/SUB PASSTHRU 06-01-2030 BEO

   178,544.17      208,143.42   

CONSECO FIN SECURITIZATIONS SER 2000-4 CL A6 EXP MAT 4-1-13 8.31 05-01-32 BEO

   67,419.75      63,660.08   

CONSECO INC COM NEW STK

   2,439.72      2,000.00   

CONSECO INC OC-COM LKD PFD CONV SER F

   0.00      144,643.95   

CONSOL ENERGY INC COM

   125,281.18      142,138.11   

CONSOL ENERGY INC COM

   224,025.48      249,000.00   

CONSOLIDATED ABADDON RES INC COM

   2,913.00      715.00   

CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK

   32,379.23      34,254.47   

CONSOLIDATED EDISON INC COM STK CALL OPT EXP 9/20/08 PR $40 PER SH

   (669.78   0.00   

CONSOLIDATED ENERGY INC WYO COM

   20,241.34      12.00   

CONSTAR INTL INC NEW COM NEW COM NEW

   23,190.28      4,750.00   

CONSTELLATION 3D INC DELAWARE

   13,013.75      0.20   

CONSTELLATION BRANDS INC CL A CL A

   11,243.68      7,965.00   

CONSTELLATION BRANDS INC CL A CL A

   146,068.93      87,615.00   

CONSTELLATION BRANDS INC CL A CL A

   324,070.16      307,449.00   

CONSTELLATION ENERGY GROUP INC MARYLAND COM

   11,295.16      16,529.90   

CONSTELLATION ENERGY GROUP INC MARYLAND COM

   177,931.72      191,676.50   

CONSTELLATION ENERGY PARTNERS LLC COM UNIT REPSTG CL B LTD LIABILITY CO INT

   11,848.70      3,830.00   

CONSTITUTION MNG CORP COM STK

   67,347.21      77,672.00   

CONTANGO OIL & GAS CO COM NEW

   10,770.72      11,564.46   

CONTINENTAL AIRLINES-CLASS B COM STK CALL OPT EXP 1/16/10 PR $20 PER SH

   0.00      (2,100.00

CONTINENTAL PRECIOUS MINERALS INC COM

   169,455.87      102,225.39   

CONTINENTAL RES INC COM

   31,503.47      32,596.40   

CONTINUCARE CORP COM

   34,860.75      37,582.00   

CONTL AIRL INC CL B

   252,570.15      337,792.00   

CONTL AIRL INC CL B

   673,699.56      950,118.40   

CONVERGYS CORP DE COM

   84,698.81      93,525.00   

CONVERGYS CORP DE COM

   165,806.64      188,125.00   

CONVERSION SOLUTIONS HLDGS CORP COM STK

   880.30      0.00   

CONVERTED ORGANICS INC COM STK

   4,592.19      3,879.30   

CON-WAY INC COM STK

   180,324.76      153,604.00   

COOPER INDUSTRIES PLC NEW IRELAND COM STK

   15,867.31      16,928.08   

COOPER TIRE & RUBBER CO COM, NO PAR

   14,149.24      15,130.29   

COPA HOLDINGS SA COM STK

   5,608.95      5,447.00   

COPANO ENERGY L L C COM UNITS

   226,071.69      366,420.75   

COPART INC COM

   30,254.91      27,135.42   

COPERNIC INC INC

   10,480.10      807.30   

COPPER CANYON RES LTD COM STK

   4,322.75      4,883.20   

COPPER KING MNG CORP COM STK

   12,496.60      4,000.00   

CORD BLOOD AMER INC COM STK

   275.89      580.00   

CORE LABORATORIES NV NLG0.03

   25,928.77      33,073.60   

CORE LABORATORIES NV NLG0.03

   1,192,026.82      1,287,508.00   

CORE-MARK HLDG CO INC COM

   16,434.60      23,072.00   

CORE-MARK HLDG CO INC COM

   89,436.85      102,176.00   

CORINTHIAN COLLEGES INC COM STK

   183,300.48      123,930.00   

CORN PRODS INTL INC COM

   33,708.13      29,719.98   

CORN PRODS INTL INC COM

   275,358.57      283,531.00   

CORNERSTONE STRATEGIC VALUE FD INC COM NEW COM NEW

   17,386.05      19,249.73   

CORNERSTONE THERAPEUTICS INC COM STK

   2,129.17      3,050.00   

CORNERSTONE TOTAL RETURN FD INC COM NEW COM NEW

   19,395.69      25,625.00   

CORNING INC CALL OPTION W/STK $16.00 PER SHARE 01/16/2010

   0.00      (10,200.00

CORNING INC COM

   548,027.90      667,338.96   

CORNING INC COM

   751,137.56      818,744.00   

CORNING INC COM STK CALL OPT EXP 1/16/10 PR $16 PER SH

   (4,359.48   0.00   

CORNING INC COM STK CALL OPT EXP 2/20/10 PR $17 PER SH

   (3,667.00   (5,200.00

CORP BACKED CALL TR CTFS J C PENNEY JC PENNEY DEB BKD 2006-1 CTF A-1

   3,149.95      2,468.75   

CORP BACKED TR CTFS USE 21988K FOR EQTY ISSUES GOODYEAR TIRE & RUBR NT-BKD SER

   0.00      9,226.61   

CORPORATE BACKED TR CTFS USE 21988K FOR EQUITY ISSUES SER 2001-8 CL A-1

   2,109.95      335.00   

CORPORATE EXECUTIVE BRD CO COMMON STOCK

   21,652.58      8,591.25   

CORRECTIONS CORP AMER

   1,539.36      1,718.50   

CORTEX PHARMACEUTICALS INC COM NEW

   695.42      312.00   

CORTS TR BELLSOUTH CAP FDG DEBS CORP BKDTR SECS 7.12% CORP BKD TR SECS 7.12%

   4,858.95      4,906.26   

CORTS TR GEN ELEC CAP CORP NTS TR CORPORATE BKD TR SECS CL A

   10,208.95      11,190.00   

CORVEL CORP COM

   11,557.41      10,062.00   

COSAN LTD COM STK

   11,964.30      17,400.00   

COSTCO WHOLESALE CORP NEW COM

   346,777.00      710,040.00   

COSTCO WHOLESALE CORP NEW COM

   444,540.61      525,607.11   

COSTCO WHOLESALE CORP NEW COM

   536,594.97      572,662.53   

COUNTRYWIDE CAP V 7 CALLABLE 1/1/11 @ 25DUE 11/1/36

   6,068.55      10,825.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

COUNTRYWIDE FINL CORP MEDIUM TERM NTS BOTRANCHE # TR 00159 5.8 DUE 06-07-2012

   9,725.00    10,615.11

COUNTRYWIDE FINL CORP SUB NT 6.25% DUE 05-15-2016 BEO

   35,150.00    40,686.64

COURIER CORP COM STK

   59,217.90    57,000.00

COUSINS PPTYS INC COM

   7,242.43    3,855.48

COVANCE INC COM

   34,423.91    27,285.00

COVANCE INC COM

   284,165.12    311,049.00

COVANTA HLDG CORP COM

   6,004.26    5,427.00

COVANTA HLDG CORP COM

   288,131.99    263,390.40

COVENTRY HEALTH CARE INC COM

   19,989.35    22,589.70

COVENTRY HEALTH CARE INC COM

   111,359.89    191,891.00

COVENTRY HEALTH CARE INC COM

   142,062.18    247,758.00

COVENTRY HEALTH CARE INC COM

   198,828.12    100,803.50

COVIDIEN PLC USD0.20

   40,805.70    46,070.18

COVIDIEN PLC USD0.20

   152,944.04    187,968.25

COVIDIEN PLC USD0.20

   411,696.37    454,955.00

CP ALL PCL THB1(ALIEN MKT)

   103,736.58    159,407.32

CPFD INTERTAINER INC SER I

   0.00    140.40

CR SUISSE 1ST BSTN 5.125% DUE 01-15-2014

   5,455.64    5,344.38

CRA INTL INC COM

   6,335.56    3,731.00

CRA INTL INC COM

   30,379.40    31,980.00

CRACKER BARREL OLD CTRY STORE INC COM

   5,772.38    6,620.97

CRACKER BARREL OLD CTRY STORE INC COM

   142,123.02    148,161.00

CRANE CO COM

   109,625.88    104,108.00

CRANE CO COM

   534,551.65    459,300.00

CRAWFORD & CO CL B CL B

   3,510.72    1,576.00

CRAY INC COM NEW STK

   22,090.71    19,260.00

CRAY INC COM NEW STK

   32,574.90    29,532.00

CREAM MINERALS LTD COM NEW

   211,131.04    44,395.07

CREATIVE TECHNOLOGY INC COM STK

   2,772.38    1,386.81

CREDICORP LTD COM STK

   8,122.23    7,702.00

CREDIT ACCEP CORP MICH COM

   3,421.95    4,210.00

CREDIT AGRICOLE S A UNDATED DEEPLY FIXEDTO 144A FLTG RATE NT 8.375 15 AUG 39

   180,000.00    190,800.00

CREDIT AGRICOLE SA EUR3

   424,322.47    373,688.46

CREDIT AGRICOLE SA EUR3

   810,678.73    521,926.06

CREDIT SUISSE AG CHF0.04(REGD)

   1,338,463.04    1,383,909.99

CREDIT SUISSE GUERNSEY BRH CAP NT TIER 1PFD STK

   11,491.00    12,840.00

CREDO PETE CORP COM PAR $0.10 COM PAR $0.10

   2,442.95    2,194.80

CREE INC COM

   40,033.74    55,298.97

CREE INC COM

   116,446.58    140,925.00

CREE INC COM

   282,518.24    424,466.10

CRESCENT BK & TR NEW ORL LA CTF DEP DTD 09/24/2008 ACT/365 4.45 09-26-2011

   95,000.00    95,000.00

CRESCENT ST BK CARY NORTH CAR CD DTD 11 MAR 08 ACT/365 MNTHLY 4.3 3 NOV 2011

   10,000.00    10,410.40

CRESUD SPONS ADR EACH CNV INTO 1 ORD ARS1’B’

   14,592.68    16,816.47

CRH AMER INC GTD NT 6.95 DUE 03-15-2012 BEO

   9,419.30    10,794.22

CRICKET 7.75% DUE 05-15-2016

   43,260.30    44,887.50

CROCS INC COM

   15,942.34    23,661.25

CROSS CTRY HEALTHCARE INC COM

   7,085.47    6,937.00

CROSS TIMBERS RTY TR TR UNIT

   26,497.06    24,832.96

CROSSHAIR EXPL & MNG CORP

   25,181.59    7,746.30

CROWN CASTLE INTL CORP COM STK

   1,606.51    3,474.56

CROWN HLDGS INC COM

   7,716.39    8,466.98

CROWN HLDGS INC COM

   79,460.08    89,530.00

CROWN HLDGS INC COM

   293,319.19    338,167.60

CROWN MEDIA HLDGS INC CL A COM STK

   2,208.95    1,450.00

CRYOLIFE INC COM

   2,080.43    1,823.28

CRYPTOLOGIC LTD COM STK

   2,410.36    1,464.00

CRYSTAL RIV CAP INC COM STK\

   1,619.99    294.00

CRYSTALLEX INTL CORP COM STK

   7,074.54    3,313.60

CSG SYS INTL INC COM

   7,017.54    10,690.40

CSG SYS INTL INC COM

   39,803.88    40,089.00

CSG SYS INTL INC COM

   155,983.17    120,267.00

CSL LTD NPV

   607,960.72    705,191.70

CSMG TECHNOLOGIES INC COM STK

   5,955.80    1,360.00

CSX CORP COM

   127,496.94    142,132.00

CSX CORP COM

   256,688.25    525,243.68

CTC MEDIA INC COM

   2,581.59    11,964.70

CTF DEP DTD 02/19/2009 ACT/365 SEMI ANNUDTD 02-19-2009 1.5 03-19-2010

   0.00    0.00

CTF DEP DTD 08-19-2009 3.15 08-19-2014

   52,000.00    52,000.00

CTF DEP DTD 10-05-2009 2 10-05-2011

   25,000.00    25,000.00

CTF DEP DTD 10-21-2009 3.25 10-21-2014

   120,000.00    120,000.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

CTF DEP DTD 12/11/2008 ACT/365 SEMI ANNUDTD 12-11-2008 2.9 03-11-2010

   5,000.00    5,000.00

CTG RES INC COM

   0.00    7,262.40

CTM MEDIA HOLDINGS INC COM CL B

   0.00    20.90

CTS CORP COM

   3,985.03    2,886.00

CTS CORP COM

   26,669.37    20,202.00

CUBIC CORP COM

   9,125.39    9,325.00

CUBIC CORP COM

   303,531.43    279,750.00

CUBIC ENERGY INC COM

   51,541.56    43,806.00

CUBIST PHARMACEUTICALS INC COM

   80,137.83    72,086.00

CUE RES LTD COM STK

   1,614.83    85.86

CULLEN / FROST BANKERS INC COM

   163,837.50    170,000.00

CULLEN / FROST BANKERS INC COM

   172,644.42    185,000.00

CUMMINS INC

   116,419.57    256,816.00

CUMMINS INC

   125,919.43    180,461.58

CUMMINS INC

   239,719.15    252,230.00

CUMMINS INC

   340,370.41    495,288.00

CURAGEN CORP COM

   2,425.76    0.00

CURATECH INDS INC COM

   273,672.14    30,940.00

CURLEW LAKE RES INC COM

   680.45    214.50

CURRENCYSHARES EURO TR EURO SHS EURO SHS

   185,687.83    188,641.20

CURRENCYSHARES SWISS FRANC TR SWISS FRANC SHS SWISS FRANC SHS

   36,912.60    38,448.00

CURTISS WRIGHT CORP COM

   4,218.34    3,155.74

CUYAHOGA FALLS OHIO 2.125% 08-19-2010 BEO TAXABLE

   25,154.50    25,172.25

CVR ENERGY INC COM STK

   7,418.62    5,488.00

CVS CAREMARK CORP 6.94299983978% DUE 01-10-2030

   144,116.98    144,873.59

CVS CAREMARK CORP COM STK

   345,126.69    325,613.63

CVS CAREMARK CORP COM STK

   347,366.72    338,011.74

CVS CAREMARK CORP COM STK

   351,251.46    363,973.00

CVS CAREMARK CORP COM STK

   836,203.61    1,238,023.56

CVS CAREMARK CORP SR NT 6.6% DUE 03-15-2019 REG

   150,657.80    164,143.35

CVS CAREMARK CORP SR NT FLTG DUE 06-01-2010/06-01-2009 REG

   1,470,735.00    1,500,621.00

CWABS INC SER 2005-AB1 CL A3 FLT RT 08-25-2035 REG

   450,000.00    272,052.90

CWABS INC SERIES 2002-1 CLASS-A FLTG RATE ASSET BACKED CTF 08-25-2032 BEO

   31,577.28    15,332.10

CYANOTECH CORP COM PAR $0.02 STK

   5,773.10    17,969.00

CYBERKEY SOLUTIONS INC COM

   94.95    0.25

CYBERONICS INC COM

   5,208.95    5,110.00

CYBERONICS INC COM

   24,328.07    26,572.00

CYBERSOURCE CORP DEL COM

   21,029.72    24,152.11

CYBERSOURCE CORP DEL COM

   252,776.81    351,925.00

CYBEX INTL INC COM

   1,418.95    1,170.00

CYCLACEL PHARMACEUTICALS INC COM STK

   1,358.95    1,040.00

CYNOSURE INC CL A

   2,417.95    1,149.00

CYNOSURE INC CL A

   48,941.90    22,980.00

CYNOSURE INC CL A

   335,459.26    335,611.41

CYPRESS DEV CORP COM

   6,909.15    2,003.40

CYPRESS SEMICONDUCTOR CORP COM

   69,611.08    82,790.40

CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV

   631,466.66    653,826.82

CYTEC IND COM

   106,819.72    109,260.00

CYTEC IND COM

   159,307.73    214,878.00

CYTEC IND COM

   214,027.82    279,195.72

CYTOCORE INC COM NEW STK

   5,272.13    200.00

CYTOGENE CORPORATION

   0.00    3,750.00

CYTOKINETICS INC COM

   510.79    523.80

CYTOMEDIX INC COM NEW STK

   4,682.57    2,952.00

CYTORI THERAPEUTICS INC COM STK

   16,869.89    28,975.00

CYTRX CORP COM NEW COM NEW

   28,254.22    30,352.00

Czech koruna

   45.05    45.05

Czech koruna

   979.54    979.54

D R HORTON INC COM

   31,623.68    32,334.67

D R HORTON INC COM

   239,339.63    82,612.00

D R HORTON INC COM

   458,208.75    425,017.00

DAC TECHNOLOGIES GROUP INTL INC COM

   2,162.95    750.00

DAICEL CHEM INDS NPV

   64,152.19    64,228.46

DAIKIN INDUSTRIES NPV

   370,986.55    421,500.01

DAIMLER AG

   342.36    0.00

DAIMLERCHRYSLER ORD NPV(REGD)

   1,323,714.41    1,641,910.00

DAIWA SECS GROUP INC

   569,959.42    431,137.16

DANA HLDG CORP COM

   15,441.06    43,360.00

DANAHER CORP COM

   26,909.49    27,262.48

DANAHER CORP COM

   106,503.77    133,104.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

DANAHER CORP COM

   278,411.56    526,400.00

DANAHER CORP COM

   955,132.61    1,203,200.00

DANAOS CORPORATION

   5,535.10    4,906.00

Danish krone

   33.74    33.74

Danish krone

   185.42    185.42

Danish krone

   192.64    192.64

Danish krone

   10,219.33    10,219.33

DANONE EUR0.25

   546,886.70    645,529.02

DANSKE BANK A/S DKK10

   375,745.91    364,297.99

DARDEN RESTAURANTS INC COM

   3,213.85    3,507.00

DARDEN RESTAURANTS INC COM

   67,818.91    133,266.00

DARDEN RESTAURANTS INC COM

   279,572.24    301,602.00

DARLING INTL INC COM

   10,702.86    12,989.00

DATARAM CORP COM PAR $1 COM PAR $1

   15,416.22    11,722.23

DAVE & BUSTERS INC SR NT 11.25% DUE 03-15-2014/03-15-2010

   52,545.31    52,500.00

DAVIS HENDERSON INCOME FD DAVIS HENDERSON INCOME FD

   7,178.95    8,069.65

DAVITA INC COM

   52,654.55    52,866.00

DAVITA INC COM

   159,514.25    170,346.00

DAVITA INC SR NT 6.625% DUE 03-15-2013/03-15-2009 REG

   45,237.50    45,112.50

DAVITA INC SR SUB NT 7.25% DUE 03-15-2015/03-15-2010 REG

   9,787.50    10,025.00

DAWSON GEOPHYSICAL CO COM

   39,099.13    32,802.00

DAWSON GEOPHYSICAL CO COM

   42,353.74    27,732.00

DAYSTAR TECHNOLOGIES INC COM

   3,437.18    266.76

DAYTON PWR & LT CO 9.375% SER I CUM PFD STK $100 PAR

   0.00    18,497.36

DC BRANDS INTL INC COM NEW STK

   36,650.61    25,330.50

DCT INDL TR INC COM

   32,820.30    61,244.00

DEAN FOODS CO NEW COM

   7,241.86    8,118.00

DEAN FOODS CO NEW COM

   155,639.97    88,396.00

DEAN FOODS CO NEW COM

   175,250.19    200,244.00

DEARBORN BANCORP INC CMT-CAP STK CMT-CAPSTK

   11,808.95    4,650.00

DECKERS OUTDOOR CORP COM

   30,424.25    33,262.44

DECKERS OUTDOOR CORP COM

   264,074.09    327,538.40

DEEP BLUE INC COM STK

   1,162.95    6.30

DEEP DOWN INC COM STK

   19,849.74    4,216.42

DEEP ROCK OIL & GAS INC COM

   2,739.95    1.50

DEER CONSUMER PRODS INC COM NEW STK

   5,573.95    5,655.00

DEERE & CO COM

   284,409.02    622,035.00

DEERE & CO COM

   409,222.89    497,925.60

DEERFIELD CAP CORP COM NEW STK

   251.31    253.00

DEFAULT ISSUER SILICOM LTD COM STK ISIN#IL0008986668

   8,081.78    4,968.00

DEJOUR ENTERPRISES LTD DEJOUR ENTERP

   80,178.09    12,948.52

DEL MONTE FOODS CO COM

   23,147.55    27,702.63

DEL MONTE FOODS CO COM

   124,699.32    150,822.00

DEL MONTE FOODS CO COM

   517,145.44    817,614.00

DELAWARE INVTS DIVID & INCOME FD INC COM

   1,208.95    1,471.00

DELEK US HLDGS INC COM STK

   19,983.51    14,301.00

DELIA*S INC NEW COM

   35,929.00    30,107.00

DELL INC COM STK

   187,985.57    194,262.08

DELL INC COM STK

   365,363.59    305,868.00

DELL INC COM STK

   659,405.05    896,064.00

DELL INC COM STK

   667,819.70    673,484.00

DELMAR BANCORP COM NEW STK

   0.00    30.00

DELPHI FINL GROUP INC CL A

   38,800.67    56,506.62

DELPHI FINL GROUP INC CL A

   719,894.24    457,466.50

DELTA AIR LINES INC DEL COM NEW COM NEW

   588,244.19    847,810.00

DELTA AIR LINES INC DEL COM NEW COM NEW

   1,123,937.98    1,743,711.88

DELTA OIL & GAS INC COM PAR $.001 COM PAR $.001

   2,983.91    63.70

DELTA PETE CORP DE

   167,550.40    102,892.40

DELTATHREE INC

   1,951.85    255.30

DELTIC TIMBER CORP COM

   5,830.04    4,618.00

DELUXE CORP COM

   6,710.21    4,619.54

DELUXE CORP COM

   57,874.70    56,202.00

DELUXE CORP COM

   81,649.63    73,950.00

DELUXE CORP SR NT 5 DUE 12-15-2012/12-14-2012 BEO

   12,617.50    14,456.25

DENBURY RES INC HLDG CO COM NEW

   49,696.79    53,931.20

DENBURY RES INC HLDG CO COM NEW

   117,067.15    102,120.00

DENDREON CORP COM STK ISIN US24823Q1076

   301,738.09    382,952.16

DENISON MINES CORP COM STK

   118,912.19    64,305.18

DENTSPLY INTL INC NEW COM

   18,888.03    21,169.67

DENTSPLY INTL INC NEW COM

   124,645.84    144,197.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

DET EDISON CO 6.125 DUE 10-01-2010 BEO

   54,990.10      57,151.55   

DET EDISON CO 7.45% CUM PFD STK $100 PAR

   0.00      1.00   

DETOUR GOLD CORP COM STK

   6,081.97      10,031.10   

DEUTSCHE BANK AG NPV(REGD)

   1,101,474.77      690,727.29   

DEUTSCHE BK AG 3.875% DUE 08-18-2014

   2,019.28      2,041.59   

DEUTSCHE BOERSE AG NPV(REGD)

   876,969.44      683,418.16   

DEUTSCHE POST AG NPV(REGD)

   272,230.40      456,591.80   

DEUTSCHE TELEKOM INTL FIN B V GTD NT STEP UP 06-15-2010

   211,240.00      206,685.20   

DEUTSCHE TELEKOM INTL FIN B V NT 5.75% DUE 03-23-2016 REG

   74,516.25      79,638.98   

DEUTSCHE TELEKOM NPV(REGD)

   476,287.67      446,021.60   

DEVELOPERS DIVERSIFIED RLTY CORP COM

   21,064.17      22,406.69   

DEVELOPERS DIVERSIFIED RLTY CORP DEP SH REPSTG 1/10 PFD CL G 8.00%

   0.00      0.40   

DEVON ENERGY CORP NEW COM

   219,794.11      321,048.00   

DEVON ENERGY CORP NEW COM

   278,036.82      306,256.64   

DEVON ENERGY CORP NEW COM

   477,416.39      889,350.00   

DEVRY INC DEL COM

   5,751.53      5,793.78   

DEVRY INC DEL COM

   79,733.00      96,441.00   

DEXIA CR LOC SOCIETE ANONYME GTD NT FLTG144A ADJ RT 09-23-2011 BEO

   300,000.00      302,535.90   

DFA INVT DIMENSIONS GROUP INC INFLATION-PROTECTED SECS PORTFOLIO STK

   24,658.43      26,390.85   

DHT MARITIME INC COM STK

   36,201.13      24,423.81   

DI FIN SUB LLC / 9.5% DUE 02-15-2013

   8,160.00      8,100.00   

DIAGEO CAP PLC 7.375% DUE 01-15-2014

   229,121.40      266,066.99   

DIAGEO ORD GBX28.935185

   1,094,892.79      999,874.37   

DIAGEO PLC SPONSORED ADR NEW

   75,043.09      76,351.00   

DIAGEO PLC SPONSORED ADR NEW

   205,369.24      217,392.12   

DIAGEO PLC SPONSORED ADR NEW

   256,122.27      286,663.30   

DIAGEO PLC SPONSORED ADR NEW

   477,088.48      637,461.44   

DIAMANT ART CORP COM

   10,039.80      800.00   

DIAMOND MGMT & TECHNOLOGY CONSULTANTS INC COM STK

   6,276.33      7,369.99   

DIAMOND MGMT & TECHNOLOGY CONSULTANTS INC COM STK

   78,304.32      38,324.00   

DIAMOND OFFSHORE 4.875% DUE 07-01-2015

   4,803.12      5,306.11   

DIAMOND OFFSHORE DRILLING INC COM

   71,144.80      86,524.47   

DIAMOND OFFSHORE DRILLING INC COM

   125,993.58      186,998.00   

DIAMONDROCK HOSPITALITY CO COM STK

   30,878.73      36,421.00   

DIAMONDROCK HOSPITALITY CO COM STK

   41,197.55      33,880.00   

DIAMONDROCK HOSPITALITY CO COM STK

   508,292.83      599,930.10   

DIAMONDROCK HOSPITALITY CO COM STK

   764,597.81      347,693.50   

DIAMONDS TR UNIT SER 1

   701,134.88      772,882.10   

DIANA SHIPPING INC COM STK

   186,277.99      168,371.07   

DIEBOLD INC COM

   2,903.99      1,934.60   

DIEBOLD INC COM

   262,359.08      230,445.00   

DIGITAL RIV INC COM

   9,543.91      9,716.40   

DIGITAL RLTY TR INC COM

   5,944.15      7,797.12   

DIGITALGLOBE INC COM NEW COM NEW

   30,782.91      36,300.00   

DILLARDS INC CL A COM

   368,348.12      709,679.25   

DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP

   3,135.93      1,797.30   

DIME CMNTY BANCSHARES INC COM

   26,789.94      26,956.00   

DINEEQUITY INC COM STK

   911,500.35      539,238.00   

DIRECTV COM CL A COM CL A

   35,226.78      89,378.00   

DIRECTV COM CL A COM CL A

   40,985.09      49,458.05   

DIRECTV COM CL A COM CL A

   715,931.42      870,435.00   

DIREXION DAILY FINL BEAR 3X COM STK CALL OPT EXP 1/16/10 PR $23 PER SH

   (502.28   (130.00

DIREXION DLY LG CAP BEAR 3X COM STK CALL OPT EXP 1/16/10 PR $18 PER SH

   (348.79   (200.00

DISCOVER BANK DTD 11-18-2009 2.3 DUE 05-18-2012

   15,000.00      13,909.19   

DISCOVER BK GREENWOOD DEL CTF DEP SEMI-ANNU DTD 09-17-2008 5 09-17-2013

   69,000.00      69,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 03-21-2007 5.1 03-21-2012

   19,000.00      19,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 03-28-2007 5.1 03-28-2011

   26,200.22      26,200.22   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 05-28-2008 4.85 05-28-2015

   10,000.00      10,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 06/04/2008 ACT/365 SEMI 4.25 12-05-11

   7,000.00      7,278.81   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 06/25/2008 ACT/365 4.2 06-25-2010

   10,000.00      10,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 06-01-2005 4.4 DUE 06-01-2010

   2,000.00      2,028.54   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 07/16/2008 ACT/365 5 07-16-2013

   50,000.00      50,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 07-05-2007 5.45 07-05-2013

   10,000.00      10,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 08/29/2008 4.3 08-30-2010

   10,000.00      10,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 08-06-2008 4.75 08-06-2012

   40,000.00      40,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 09/24/2008 ACT/365 5.15 09-24-2015

   10,000.00      10,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.15 09-17-2015

   95,000.00      95,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.2 09-17-2018

   20,000.00      20,000.00   

DISCOVER BK GREENWOOD DEL CTF DEP DTD 9/24/08 ACT/365 SEMI-ANNU 5.2 24 SEP 18

   10,000.00      10,878.00   

DISCOVER BK GREENWOOD DEL DTD 05-21-20084.75 05-21-2015

   25,000.00      25,000.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

DISCOVER BK GREENWOOD DEL DTD 12-03-20085 12-03-2015

   2,000.00      2,000.00

DISCOVER BK GREENWOOD DEL DTD 06-25-20085 06-25-2013

   10,000.00      10,000.00

DISCOVER BK GREENWOOD DEL SEMI-ANNU DTD 01-02-2009 3.6 01-03-2012

   118,000.00      118,000.00

DISCOVER FINL SVCS COM STK

   18,072.44      26,797.30

DISCOVER FINL SVCS COM STK

   153,713.91      217,296.12

DISCOVER FINL SVCS COM STK

   266,987.60      241,244.00

DISCOVERY COMMUNICATIONS INC NEW COM SERA STK

   20,429.68      23,309.20

DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C

   196.68      265.20

DISCOVERY LABORATORIES INC NEW COM STK ISIN# US2546681063

   4,000.81      1,885.50

DISH DBS CORP SR NT 7.875 DUE 09-01-2019

   29,240.10      31,462.50

DISH NETWORK CORP CL A COM STK

   2,914.76      2,845.49

DISH NETWORK CORP CL A COM STK

   124,779.83      99,696.00

DISH NETWORK CORP-A COM STK CALL OPT EXP 12/19/09 PR $19 PER SH

   (9,094.98   0.00

DISTRIBUTED ENERGY SYS CORP COM STK

   1,313.23      6.60

DITECH NETWORKS COM STK

   2,269.82      387.00

DITEM EXPL INC COM

   235,058.17      16,753.84

DIVINE INC CL A NEW COM STK

   10,832.85      0.28

DNB NOR ASA NOK10

   235,109.90      218,658.75

DOGAN HOLDINGS TRY1

   144,621.83      100,828.76

DOLBY LABORATORIES INC CL A COM STK

   86,539.35      100,805.76

DOLE FOOD CO INC NEW COM STK

   24,946.90      24,820.00

DOLE FOOD INC DEB DTD 08-03-1993 8.75% DUE 07-15-2013 REG

   5,010.65      5,195.00

DOLLAR GEN CORP 10.625% DUE 07-15-2015

   22,367.77      23,205.00

DOLLAR GEN CORP NEW COM

   4,604.95      4,486.00

DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM

   14,330.39      5,122.00

DOLLAR TREE INC COM STK

   14,440.47      14,973.00

DOLLAR TREE INC COM STK

   577,519.27      695,520.00

DOMINION RES INC 5.7% DUE 09-17-2012

   118,603.10      124,270.15

DOMINION RES INC V 8.875% DUE 01-15-2019

   19,994.40      24,924.28

DOMINION RES INC VA NEW COM

   61,374.56      67,790.70

DOMINION RES INC VA NEW COM

   354,084.51      391,885.48

DOMINION RES INC VA NEW COM

   452,255.84      630,659.68

DOMINION RES INC VA NEW DOMINION RES INC4.75 12 15 10 4.75% DUE 12-15-2010 BEO

   9,989.10      10,293.43

DOMINOS PIZZA INC COM

   2,818.57      1,081.02

DOMTAR CORP COM NEW COM NEW

   94,623.64      56,296.56

DONALDSON INC COM

   4,902.75      5,689.21

DONNELLEY R R & SONS CO COM

   6,222.41      7,775.79

DONNELLEY R R & SONS CO COM

   162,597.55      124,712.00

DONNELLEY R R & SONS CO COM

   609,566.89      648,057.00

DOT HILL SYS CORP COM

   17,401.76      20,900.00

DOUBLE-TAKE SOFTWARE COM

   25,516.40      13,086.90

DOVER CORP COM

   36,407.11      42,463.92

DOVER CORP COM

   125,298.41      212,211.00

DOVER SADDLERY INC COM

   1,707.95      2,250.00

DOW CHEM CO 6% DUE 10-01-2012

   8,700.00      10,760.79

DOW CHEM CO/ 5.9 DUE 02-15-2015

   26,759.75      26,893.95

DOW CHEMICAL CO COM

   377,568.67      591,469.36

DOW CHEMICAL CO COM

   645,508.80      560,889.00

DOW CHEMICAL CO COM

   799,857.99      858,961.44

DOW CHEMICAL CO COM

   834,229.78      895,212.00

DOWA HOLDINGS CO LTD

   100,637.71      99,901.64

DOWNEY FINL CORP COM

   32,963.06      0.00

DPL CO COM

   3,459.90      4,140.00

DR PEPPER SNAPPLE GROUP INC COM STK

   171,872.89      198,100.00

DR PEPPER SNAPPLE GROUP INC SR NT 6.82% DUE 05-01-2018 REG

   185,564.80      190,709.06

DR REDDYS LABS LTD ADR REPSTG 1/2 SH

   14,672.82      15,736.50

DRA CRT ACQUISITION CORP PFD SER A 8.50%

   0.00      6,037.81

DRAGON CAP GROUP CORP FORMERLY DRAGON VENTURE TO 11/18/2005 COM

   4,006.09      1,100.00

DRAGON OIL COM STK

   8,108.58      18,833.40

DRAGONWAVE INC COM

   7,840.61      5,730.00

DREAMWORKS ANIMATION INC CL A COM STK

   9,397.14      11,985.00

DREAMWORKS ANIMATION INC CL A COM STK

   284,191.71      429,822.05

DRESS BARN INC COM

   6,508.95      10,852.30

DREW INDS INC COM NEW COM NEW

   5,726.49      4,130.00

DRIL-QUIP INC COM

   9,919.15      11,296.00

DRYSHIPS INC COM USD0.01

   835,081.58      745,593.12

DST SYS INC COM

   9,902.18      8,710.00

DSW INC CL A CL A

   43,302.21      95,756.00

DTD 01-09-2009 2 C/D 01-08-2010

   44,000.00      44,000.00

DTD 01-09-2009 4.25 01-09-2019

   54,241.66      54,832.58


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

DTD 01-22-2009 1.8 C/D 01-22-2010

   95,000.00      95,000.00   

DTD 01-26-2009 1.75 C/D 01-26-2010

   95,000.00      95,000.00   

DTD 04-15-2009 .7 C/D 01-15-2010

   90,000.00      90,000.00   

DTD 04-16-2009 2.35 04-18-2011

   0.00      0.00   

DTD 04-30-2009 2.3 05-02-2011

   10,000.00      10,000.00   

DTD 06-30-2009 1.05 C/D 06-30-2010

   30,000.00      30,000.00   

DTE ENERGY CO COM

   49,058.42      67,058.94   

DTE ENERGY CO COM

   165,601.86      200,514.00   

DTS INC COM

   4,670.35      6,842.00   

DTS INC COM

   203,117.75      236,733.20   

DU PONT E I DE NEMOURS & CO COM STK

   192,305.91      196,956.67   

DU PONT E I DE NEMOURS & CO COM STK

   907,559.83      828,820.72   

DUCOMMUN INC DEL COM

   55,541.90      28,065.00   

DUET GROUP COM STK

   9,944.10      10,845.96   

DUFF & PHELPS CORP NEW CL A COM STK

   1,743.95      1,826.00   

DUKE ENERGY CORP NEW COM STK

   203,595.61      227,014.65   

DUKE ENERGY CORP NEW COM STK

   468,762.10      611,540.14   

DUKE RLTY CORP COM NEW REIT

   9,722.03      8,483.67   

DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER L PFD STK

   5,296.45      3,979.52   

DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER M PFD STK

   2,537.95      2,018.00   

DUKE RLTY CORPORATION DO NOT USE SEE 1-003142

   0.00      512.50   

DUKE-WEEKS RLTY LTD PARTNERSHIP NT 6.95 DUE 03-15-2011 BEO

   9,966.00      2,046.22   

DULUTH METALS LTD COM STK

   432,942.78      906,304.16   

DUN & BRADSTREET CORP DEL NEW COM

   5,182.06      5,957.53   

DUN & BRADSTREET CORP DEL NEW COM

   87,878.17      98,712.90   

DUN & BRADSTREET CORP DEL NEW COM

   109,392.31      118,118.00   

DUPONT DE NEMOUR COM STK CALL OPT EXP 01/16/2010 PR $33 PER SH

   (1,033.51   (1,150.00

DUPONT FABROS TECH INC REIT

   179,914.02      504,349.65   

DURECT CORP COM

   2,864.20      2,470.00   

DVI INC IN DEFAULT 9.875 DUE 12-31-2040/02-01-2003 REG

   18,733.76      3,250.00   

DXP ENTERPRISES INC COM NEW STK

   20,788.95      16,991.00   

DXP ENTERPRISES INC COM NEW STK

   24,366.20      13,070.00   

DYADIC INTL INC DEL COM

   35,149.40      70,092.00   

DYAX CORP COM

   4,046.37      3,390.00   

DYCOM INDS INC COM

   29,755.03      29,711.00   

DYNAMIC MATLS CORP COM

   18,230.17      23,102.19   

DYNCORP INTL INC COM CL A COM CL A

   66,640.68      58,835.00   

DYNCORP INTL INC COM CL A COM CL A

   304,505.29      314,265.00   

DYNEGY HLDGS INC SR NT 7.75% DUE 06-01-2019 REG

   64,168.75      56,387.50   

DYNEGY INC DEL CL A COM STK

   0.00      2,523.14   

DYNEGY INC DEL CL A COM STK

   25,983.11      21,901.65   

DYNEX CAP INC NEW REIT

   0.00      0.00   

E DIGITAL CORP COM

   22,285.36      14,235.36   

E MED FUTURE INC COM

   728.93      24.42   

E*TRADE FIN CORP COM

   176,411.46      73,850.00   

E*TRADE FIN CORP COM

   340,728.72      329,887.36   

E.ON AG COM STK

   329,901.66      377,271.71   

E.ON AG COM STK

   671,002.87      718,056.16   

EAGLE BROADBAND INC COM NEW STK

   613.78      0.03   

EAGLE BULK SHIPPING INC COM STK CALL OPTEXP 11/21/09 PR $5 PER SH

   (703.50   0.00   

EAGLE BULK SHIPPING INC EAGLE BULK SHIPPING COM

   79,890.41      72,450.59   

EAGLE MATLS INC COM

   18,507.79      10,003.20   

EAGLE PLAINS RES LTD COM NEW COM NEW

   39,103.35      5,494.40   

EARTH SCIENCES INC COM

   491.44      2.60   

EARTHLINK INC COM STK

   58,396.01      56,956.24   

EARTHLINK INC COM STK

   215,405.84      183,651.00   

EARTHLINK INC COM STK

   486,160.04      507,741.00   

EARTHSHELL CORP COM NEW STK

   26.15      0.16   

EAST WEST DISTRS INC COM STK

   2,551.58      0.00   

EASTERN AMERN NAT GAS TR SPERS RCPT REPSTG DEPOSITARY UNIT &$20

   2,791.70      2,351.00   

EASTGROUP PPTYS INC REIT

   95,455.75      95,700.00   

EASTMAN CHEM CO COM

   65,555.41      121,986.00   

EASTMAN KODAK CO 7.25 DUE 11-15-2013 BEO

   39,200.80      33,000.00   

EASTMAN KODAK CO COM

   11,340.95      11,206.41   

EASTMAN KODAK CO COM

   289,327.40      30,806.00   

EATON CORP COM

   29,263.00      31,810.00   

EATON CORP COM

   68,374.52      92,104.46   

EATON CORP COM

   161,013.40      235,394.00   

EATON CORP COM

   186,530.94      279,928.00   

EATON CORP COM

   189,842.88      178,581.34   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

EATON VANCE CORP COM NON VTG

   5,382.46      4,865.60   

EATON VANCE CORP COM NON VTG

   314,808.63      421,786.70   

EATON VANCE INSD MUN BD FD AUCTION PFD SER E

   0.00      26,154.25   

EATON VANCE TAX-MANAGED GLOBAL BUY-WRITEOPPORTUNITIES FD COM

   19.45      15.56   

EAU TECHNOLOGIES INC COM STK

   0.00      22.75   

EAUTOCLAIMS COM INC COM

   524.95      0.90   

EBAY INC COM

   262,731.02      249,794.48   

EBAY INC COM

   496,146.98      447,260.00   

EBAY INC COM

   658,320.91      720,324.00   

EBAY INC COM STK CALL OPT EXP 1/16/2010 PR $10 PER SH

   0.00      (4,080.00

EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW

   118,849.00      120,121.80   

ECHELON CORP OC-COM STK

   5,254.19      4,624.00   

ECHOSTAR DBS CORP 6.625% DUE 10-01-2014

   9,910.20      10,087.50   

ECHOSTAR DBS CORP SR NT 7.75% DUE 05-31-2015 REG

   24,225.00      26,187.50   

ECLIPSYS CORP COM

   3,908.95      3,704.00   

ECOLAB INC COM

   170,629.52      289,770.00   

ECOLAB INC COM

   295,249.01      361,098.00   

ECOLAB INC COM

   802,577.91      842,562.00   

ECOLOCAP SOLUTIONS INC COM STK

   3,158.95      3,870.00   

ECS UNITED AIRLINES 11.210%

   1,080.51      0.00   

ECU SILVER MNG INC COM

   724.03      705.90   

ED RLTY TR INC COM REIT

   18,336.67      7,316.31   

ED RLTY TR INC COM REIT

   41,597.70      31,460.00   

EDF EUR0.5

   377,959.87      452,238.81   

EDISON INTL COM

   73,424.91      88,636.62   

EDISON INTL COM

   220,421.01      313,020.00   

EDISON INTL COM

   230,429.08      233,026.00   

EDISON MISSION 7% DUE 05-15-2017

   20,000.00      15,800.00   

EDISON MISSION 7.2% DUE 05-15-2019

   50,000.00      37,875.00   

EDISON MISSION 7.625% DUE 05-15-2027

   10,000.00      6,775.00   

EDISON MISSION ENERGY SR NT 7.75% DUE 06-15-2016/11-09-2006

   15,900.00      17,000.00   

EDP-ENERGIAS DE PORTUGAL S A

   908.95      668.90   

EDUCATIONAL DEV CORP COM

   1,236.95      1,306.09   

EDWARDS LIFESCIENCES CORP COM

   34,622.94      40,993.20   

EEM+DH

   (1,020.00   0.00   

EFOTOXPRESS INC COM

   32,664.58      4,812.00   

EGAMES INC COM

   3,059.90      600.00   

EL ALACRAN GOLD MINE CORP COM STK

   559.96      0.00   

EL PASO CORP COM

   41,630.65      53,453.71   

EL PASO CORP COM

   353,496.55      187,635.04   

EL PASO CORP EL PASO ENERGY CORP 7% DUE 05-15-2011/05-14-2011 BEO

   10,158.33      10,262.50   

EL PASO CORP NAT GAS SR NT 7 DUE 06-15-2017 BEO

   54,573.20      54,548.56   

EL PASO ELEC CO COM NEW

   13,238.95      20,280.00   

EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31

   80,550.71      81,904.67   

EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO

   273,646.62      269,499.71   

EL PASO NAT GAS CO 8.375% DUE 06-15-2032

   27,968.92      33,252.21   

EL PASO TENN PIPELINE CO PFD SER A 8.25%

   0.00      300.00   

ELCOM INTL INC COM STK

   663.20      0.75   

ELDORADO GOLD CORP NEW COM STK

   152,780.44      182,481.26   

ELECTR ARTS COM

   55,555.36      50,534.25   

ELECTR ARTS COM

   158,226.40      150,875.00   

ELECTR ARTS COM

   302,581.65      157,975.00   

ELECTRO RENT CORP COM

   504,419.30      566,556.30   

ELECTRO SCIENTIFIC INDS INC COM

   545,567.89      467,424.00   

ELECTROLUX AB SER’B’NPV (POST SPLIT)

   333,268.76      829,274.43   

ELECTRONIC GAME CARD INC COM

   7,998.29      6,400.00   

ELECTRONICS FOR IMAGING INC COM

   5,970.70      6,205.77   

ELECTRONICS FOR IMAGING INC COM

   8,105.35      8,417.47   

ELECTRO-OPTICAL SCIENCES INC COM STK

   88,294.41      100,007.00   

ELI LILLY & CO COM

   260,260.42      261,128.91   

ELI LILLY & CO COM

   284,665.37      310,677.00   

ELI LILLY & CO COM

   1,081,401.50      982,025.00   

ELITE PHARMACEUTICALS INC COM NEW COM

   373,965.72      17,233.70   

ELIXIR GAMING TECHNOLOGIES INC COM STK

   15,552.14      3,056.72   

ELIZABETH ARDEN INC COM

   57,685.20      43,320.00   

ELLIS PERRY INTL INC COM

   39,051.32      42,168.00   

ELLIS PERRY INTL INC COM

   93,452.18      99,396.00   

ELOYALTY CORP PFD CONV SER B 7

   0.00      1.36   

EMAGIN CORP COM NEW STK

   14.74      18.80   

EMC CORP COM

   254,739.61      291,137.55   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

EMC CORP COM

   378,149.78      417,533.00   

EMC CORP COM

   685,930.21      967,838.00   

EMCOR GROUP INC COM

   49,122.13      61,412.70   

EMCOR GROUP INC COM

   111,128.21      121,050.00   

EMCOR GROUP INC COM

   329,571.37      376,600.00   

EMCOR GROUP INC COM

   628,172.23      642,910.00   

EMCORE CORP COM

   894.18      749.00   

EMCORE CORP COM

   2,225.16      2,247.00   

EMDEON INC CL A CL A

   22,993.63      22,112.50   

EMERGENCY MED SVCS CORP CL A COM STK

   23,636.67      29,674.20   

EMERGENCY MED SVCS CORP CL A COM STK

   45,409.80      64,980.00   

EMERGENCY MED SVCS CORP CL A COM STK

   172,891.23      200,355.00   

EMERGENT BIOSOLUTIONS INC COM

   9,219.06      9,513.00   

EMERGING HLDGS INC COM

   2,534.94      0.00   

EMERGING VISION INC COM

   32.95      10.00   

EMERSON ELECTRIC CO COM

   84,022.21      98,713.66   

EMERSON ELECTRIC CO COM

   229,994.37      276,900.00   

EMERSON ELECTRIC CO COM

   493,659.75      877,560.00   

EMMIS COMMUNICATIONS CORP

   2,758.95      2,912.50   

EMP SOLUTIONS INC

   0.00      1.76   

EMPIRE DIST ELEC CO COM

   201,212.05      207,903.00   

EMPIRE RES INC DEL COM

   34,640.92      7,511.00   

EMULEX CORP COM NEW

   1,999.91      2,180.00   

EMULEX CORP COM NEW

   140,024.24      165,680.00   

EMULEX CORP COM NEW

   274,276.28      297,646.30   

ENCANA CORP COM NPV

   96,172.39      60,213.01   

ENCOMPASS HLDGS INC COM STK

   6,718.99      25.20   

ENCORE ACQSTN CO COM

   8,924.87      9,411.92   

ENCORE ENERGY PARTNERS LP

   36,486.03      38,490.44   

ENCORE WIRE CORP COM

   4,505.62      4,771.77   

ENCORE WIRE CORP COM

   77,904.66      88,494.00   

ENDEAVOUR INTL CORP COM STK

   68,163.75      48,492.00   

ENDEAVOUR SILVER CORP COMMON STK

   39,112.41      47,320.00   

ENDEVCO INC TX COM NEW STK

   4,052.90      2,040.00   

ENDO PHARMACEUTICALS HLDGS INC COM

   10,302.75      9,952.20   

ENDO PHARMACEUTICALS HLDGS INC COM

   158,436.12      168,182.00   

ENDO PHARMACEUTICALS HLDGS INC COM

   406,527.14      416,353.00   

ENDOLOGIX INC COM

   644.24      739.20   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

   5,617.45      5,584.50   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

   173,342.18      197,319.00   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

   317,721.26      357,408.00   

ENEL EUR1

   212,326.99      235,178.73   

ENER1 INC COM NEW STK

   17,807.71      21,010.76   

ENERGEN CORP COM

   335,370.35      304,200.00   

ENERGY CONVERSION DEVICES INC COM

   33,876.80      27,957.65   

ENERGY FINDERS INC COM STK

   12,058.35      410.00   

ENERGY FUTURE 10.875% DUE 11-01-2017

   10,000.00      8,175.00   

ENERGY FUTURE 11.25% DUE 11-01-2017

   714,896.50      580,311.31   

ENERGY INCOME & GROWTH FD COM

   4,274.32      4,673.98   

ENERGY PARTNERS LTD COM STK

   1,281.64      51.30   

ENERGY RECOVERY INC COM

   4,813.97      4,816.00   

ENERGY SELECT SECTOR SPDR COM STK CALL OPT EXP 3/20/10 PR $58 PER SH

   (225.29   (211.00

ENERGY TRANSFER PARTNERS L P UNIT LTD PARTNERSHIP INT

   166,647.61      180,665.04   

ENERGY TRANSFER SR NT 9 DUE 04-15-2019

   120,484.00      119,197.90   

ENERGYCONNECT GROUP INC COM STK

   1,259.95      70.00   

ENERGYTEC INC FORMERLY ENERGYTEC COM IN COM

   39,207.53      3.51   

ENERLUME ENERGY MGMT CORP COM STK

   285.40      8.75   

ENERNOC INC COM

   34,963.74      36,468.00   

ENERNOC INC COM

   272,169.57      307,242.90   

ENERPLUS RES FD TR UNIT SER G NEW

   75,667.77      71,290.80   

ENERSYS COM

   5,157.53      4,374.00   

ENERSYS COM

   30,990.60      32,805.00   

ENERVEST DIVSFD IN TRUST UNITS

   7,909.10      0.00   

ENGLOBAL CORP COM

   46,880.45      13,459.00   

ENI SPA EUR1

   142,312.45      141,831.83   

ENI SPA EUR1

   646,955.52      605,923.11   

ENPRO INDS INC COM

   36,339.67      55,461.00   

ENRON CORP COM

   9,285.29      0.00   

ENSTAR GROUP LIMITED COM

   4,042.85      4,746.30   

ENTECH SOLAR INC COM STK

   8,867.90      5,300.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

ENTEGRIS INC COM

   814.13      1,768.80   

ENTERCOMMUNICATIONS CORP CL A

   245.71      205.03   

ENTERGY CORP NEW COM

   12,496.49      14,475.78   

ENTERGY CORP NEW COM

   150,689.66      169,163.28   

ENTERGY CORP NEW COM

   233,206.32      417,384.00   

ENTERGY TEX INC MTG BD

   13,453.03      13,560.00   

ENTERPRISE GP HLDGS L P

   27,128.89      31,176.00   

ENTERPRISE INNS ORD GBP0.025

   75,549.73      62,312.93   

ENTERPRISE PRODS 5.25% DUE 01-31-2020

   61,170.60      59,353.32   

ENTERPRISE PRODS 9.75% DUE 01-31-2014

   190,000.00      226,760.82   

ENTERRA ENERGY TR TR UNIT

   10,984.16      13,933.20   

ENTMNT PPTYS TR COM SH BEN INT

   531,005.23      470,854.50   

ENTORIAN TECHNOLOGIES INC COM NEW COM NEW

   1,866.08      138.25   

ENTRADA NETWORKS INC COM

   988.20      0.09   

ENTREMED INC COM

   2,762.86      1,600.00   

ENTRX CORP COM NEW STK

   1,939.90      775.00   

ENUCLEUS INC COM PAR $.001 COM PAR $.001

   306.54      1.20   

ENVIRONMENTAL SOLUTIONS WORLDWIDE INC COM

   46,225.20      39,790.00   

ENVIT CAP GROUP INC COM STK

   1,697.24      0.00   

ENVOY CAP GROUP INC COM STK

   11,220.61      4,320.00   

ENZYME ENVIRONMENTAL SOLUTIONS COM STK

   6,517.90      152.00   

EOG RESOURCES INC COM

   66,526.35      76,704.22   

EOG RESOURCES INC COM

   135,515.17      237,509.30   

EOG RESOURCES INC COM

   280,399.84      671,370.00   

EOG RESOURCES INC COM

   402,560.00      447,580.00   

EON COMMUNICATIONS CORP COM NEW STK

   20,863.63      27,450.00   

EPIQ SYS INC COM

   9,225.12      8,505.92   

EQT CORP COM

   8,747.70      9,398.88   

EQT CORP COM

   112,862.80      153,720.00   

EQTY RESDNTL EFF 5/15/02

   2,118.90      3,378.00   

EQTY RESDNTL EFF 5/15/02

   118,297.30      138,498.00   

EQTY RESDNTL EFF 5/15/02

   228,584.84      249,972.00   

EQUIFAX INC COM

   34,758.89      34,979.00   

EQUIFAX INC COM

   89,197.97      108,115.00   

EQUIFAX INC COM

   406,372.87      365,737.60   

EQUINIX INC COM NEW COM NEW

   8,236.18      10,615.00   

EQUITY FUTURES OFFSET - LONG

   (13,021,830.00   (13,601,020.00

EQUITY FUTURES OFFSET - LONG

   (12,305,281.25   (12,495,375.00

EQUITY FUTURES OFFSET - LONG

   (10,948,168.75   (11,120,015.00

EQUITY FUTURES OFFSET - LONG

   (8,796,438.75   (8,941,135.00

EQUITY FUTURES OFFSET - LONG

   (7,410,750.00   (7,497,225.00

EQUUS TOTAL RETURN INC

   2,360.83      0.00   

ERF WIRELESS INC COM STK

   14,455.80      12,875.00   

ERICSSON(LM)TEL SER’B’ NPV

   1,007,553.48      1,046,334.44   

ERSTE GROUP BANK AG NPV

   445,517.22      234,596.26   

ESC CONSECO FING TR V

   949.00      0.00   

ESC GLOBIX CORPORATION

   232.41      0.00   

ESC MIRANT CORP

   1,539.71      0.00   

ESC UNITED AIRLINES 10.670%

   677.23      0.00   

ESCROW ELOQUENT INC

   7,223.09      0.00   

E-SIM LTD SHS

   2,017.45      0.20   

ESO URANIUM CORP

   9,492.95      643.50   

ESPERANZA SILVER CORP COM

   3,780.91      2,343.71   

ESPRIT HOLDINGS HKD0.10

   146,151.81      134,267.53   

ESPRIT HOLDINGS HKD0.10

   395,984.45      381,741.02   

ESSEX PPTY TR REIT

   0.11      0.08   

ESSILOR INTL EUR0.18

   117,526.18      139,605.76   

ESTERLINE TECHNOLOGIES CORP COM STK

   29,077.15      22,423.50   

ESTERLINE TECHNOLOGIES CORP COM STK

   208,629.60      354,699.00   

ETERNAL ENERGY CORP COM STK

   331.00      120.00   

ETERNAL IMAGE INC COM NEW COM NEW

   308.95      153.00   

ETF- ISHARES BARCLAYS 20+ YR TREAS BD FD

   139,967.45      127,705.10   

ETF ISHARES BARCLAYS AGGREGATE BD FD

   1,266,898.68      1,290,835.60   

ETF- ISHARES BARCLAYS BARCLAYS 7-10 YR TREAS BD FD

   88,118.53      85,428.21   

ETF ISHARES BARCLAYS CR BD FD

   54,554.28      58,448.75   

ETF ISHARES BARCLAYS INTER GOVT/CR BD FD

   27,673.02      28,104.42   

ETF ISHARES S&P DEVELOPED EX-US PROP

   7,437.06      5,708.31   

ETF WISDOM TREE DEFA EQUITY INCOME FUND B

   11,556.33      10,137.85   

ETF WISDOMTREE EQUITY INCOME FUND INC

   5,227.08      4,587.89   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

ETHAN ALLEN INTERIORS INC COM

   4,695.49      3,740.44   

ETHOS ENVIRONMENTAL INC NEW COM

   89,868.98      1,171.94   

ETRAVELSERVE.COM INC COM

   3,846.00      0.70   

EURASIAN NATURAL ORD USD0.20

   93,368.14      160,178.20   

Euro

   (934.27   (934.27

Euro

   35.87      35.87   

Euro

   928.02      928.02   

Euro

   3,271.23      3,271.23   

Euro

   28,670.85      28,670.85   

Euro

   64,563.75      64,563.75   

Euro

   243,418.67      243,418.67   

Euro

   694,419.04      694,419.04   

EUROBANCSHARES INC COM STK

   2,203.45      172.20   

EURODOLLAR 90DAY MARCH 2010 FUTURE

   5,475,725.00      5,480,475.00   

EURONET WORLDWIDE INC COM

   55,461.44      46,994.95   

EVERCORE PARTNERS INC CL A CL A

   71,659.68      82,080.00   

EVERGREEN ENERGY INC NEW COM STK

   718.95      167.55   

EVERGREEN SOLAR INC COM

   139,833.86      77,538.50   

EVOLUTION SOLAR CORP COM STK

   16,108.27      4,495.00   

EXAR CORP COM

   9,409.35      10,665.00   

EXCEL MARITIME CARRIERS COM STK

   114,933.79      88,016.83   

EXCELLON RES INC COM

   58,323.75      64,860.00   

EXCO RES INC COM

   46,249.50      74,498.11   

EXCO RES INC COM

   152,485.21      247,117.20   

EXELIXIS INC COM STK ISIN# US30161Q1040

   85,094.24      82,890.39   

EXELON CORP COM

   123,721.09      120,052.97   

EXELON CORP COM

   266,777.94      254,124.00   

EXELON CORP COM

   549,471.09      877,216.50   

EXELON CORP EXELON CORP 5.625 6 15 35 5.625% DUE 06-15-2035/06-09-2005 BEO

   126,059.90      117,556.92   

EXETER RESOURCE CORP COM

   29,362.59      137,619.30   

EXOBOX TECHNOLOGIES CORP COM STK

   308.95      64.00   

EXPEDIA INC DEL COM

   6,837.62      9,648.75   

EXPEDIA INC DEL COM

   173,050.85      146,547.00   

EXPEDITORS INTL WASH INC COM

   12,078.52      10,431.00   

EXPEDITORS INTL WASH INC COM

   283,135.95      201,434.00   

EXPEDITORS INTL WASH INC COM

   1,019,982.34      878,669.00   

EXPLOR RES IN

   25,408.95      47,695.00   

EXPONENT INC COM STK

   6,669.88      5,568.00   

EXPRESS SCRIPTS INC COM

   74,042.55      84,173.08   

EXPRESS SCRIPTS INC COM

   212,607.69      639,730.00   

EXPRESS SCRIPTS INC COM

   844,194.92      873,145.00   

EXPRESSJET HLDGS INC COM NEW COM NEW

   26,395.53      50,610.00   

EXTERRAN HLDGS INC COM STK

   6,571.70      1,737.45   

EXTERRAN HLDGS INC COM STK

   326,825.98      328,935.75   

EXXON MOBIL CORP COM

   557,008.94      678,899.64   

EXXON MOBIL CORP COM

   634,591.43      620,529.00   

EXXON MOBIL CORP COM

   709,970.57      756,909.00   

EXXON MOBIL CORP COM

   1,386,337.36      1,295,610.00   

EXXON MOBIL CORP COM

   2,273,979.95      2,157,586.83   

EXXON MOBIL CORP COM

   4,462,130.67      8,814,648.54   

EYECASHNETWORKS INC COM STK

   594.35      0.00   

EYI INDS INC COM

   4,623.20      60.00   

EZCHIP SEMICONDUCTOR LTD

   46,139.70      48,360.00   

EZCORP INC CL A NON VTG

   5,128.61      6,020.00   

EZCORP INC CL A NON VTG

   700,367.31      963,760.00   

EZENIA INC COM

   2,118.39      100.00   

F P L GROUP INC COM

   123,646.03      146,681.14   

F P L GROUP INC COM

   288,068.52      288,957.62   

F P L GROUP INC COM

   370,188.75      591,584.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

F P L GROUP INC COM

   453,589.43      447,438.22   

F5 NETWORKS INC COM STK

   19,924.26      21,770.67   

F5 NETWORKS INC COM STK

   207,906.36      281,323.80   

FACET BIOTECH CORP COM

   0.00      5,616.00   

FACTORY 2-U STORES INC COM

   4,769.30      1.44   

FACTSET RESH SYS INC COM STK

   14,244.00      14,825.62   

FAIR ISAAC CORPORATION COM

   3,760.54      2,157.87   

FAIRCHILD SEMICONDUCTOR INTL INC COM

   213,166.73      348,451.20   

FAIRFAX FINL HLDGS LTD SUB VTG

   8,442.27      12,088.76   

FAIRPOINT COMMUNICATIONS INC COM

   511.67      16.56   

FALCON NAT GAS CORP COM STK

   359.95      0.00   

FALCON TECHNOLOGIES INC COM STK

   312.80      2.05   

FAMILY DLR STORES INC COM

   15,925.31      15,796.28   

FAMILY DLR STORES INC COM

   110,691.47      105,754.00   

FAMILYMART CO NPV

   40,157.98      29,471.46   

FAMILYMART CO NPV

   425,600.83      400,811.84   

FAMOUS DAVES AMER INC COM

   1,424.12      605.00   

FANUC LTD NPV

   497,556.44      530,016.32   

FAR EAST ENERGY CORP COM STK

   159.88      46.00   

FASTENAL CO COM

   68,473.45      65,986.45   

FASTENAL CO COM

   174,610.69      145,740.00   

FASTENAL CO COM

   847,278.40      820,308.00   

FASTENAL CO COM

   1,201,189.06      1,390,776.00   

FASTFORWARD NETWORKS INC OC-PFD SER C

   0.00      10,223.84   

FBL FINL GROUP INC CL A CL A

   23,564.38      25,928.00   

FCX+AR

   (89.54   (32.00

FED HOME LN MTG CORP VAR RATE

   2,275.63      1,200.00   

FED HOME LN MTG CORP COM STK

   212,766.65      203,509.42   

FED NATL MTG ASSOC 5.25 DUE 08-01-2012

   181,165.63      192,083.40   

FEDERAL HOME LN MTG CORP PFD FLTG RATE

   2,224.95      1,176.00   

FEDERAL HOME LN MTG CORP POOL #1G-2341 5.604% 12-01-2037 BEO

   527,165.32      555,872.87   

FEDERAL HOME LN MTG CORP POOL #1G-2403 5.559% 01-01-2038 BEO

   618,785.57      651,691.42   

FEDERAL HOME LN MTG CORP POOL #1J-0404 5.628% 05-01-2037 BEO

   572,285.88      603,284.62   

FEDERAL HOME LN MTG CORP POOL #605183 2.455% 02-01-2018 BEO

   112,152.06      111,147.90   

FEDERAL HOME LN MTG CORP POOL #A3-9302 5.5% 11-01-2035 BEO

   123,582.19      131,781.81   

FEDERAL HOME LN MTG CORP POOL #G0-3695 5.5% 11-01-2037 BEO

   922,844.44      971,541.92   

FEDERAL HOME LN MTG CORP POOL #G0-3696 5.5% 01-01-2038 BEO

   1,787,155.25      1,880,061.34   

FEDERAL HOME LN MTG CORP POOL #G1-2341 5% 09-01-2021 BEO

   15,609.86      16,250.65   

FEDERAL HOME LN MTG CORP POOL #G1-8049 5.5% 04-01-2020 BEO

   7,412.53      7,743.09   

FEDERAL HOME LN MTG CORP POOL #G1-8309 4.5% 05-01-2024 BEO

   36,165.31      37,225.02   

FEDERAL SIGNAL CORP COM

   15,844.41      16,254.00   

FEDEX CORP COM

   237,823.54      358,835.00   

FEDEX CORP COM

   409,367.31      716,001.00   

FEDEX CORP COM

   411,369.10      482,009.79   

FEDEX CORP COM

   514,351.78      759,395.00   

FEDEX CORP COM

   799,647.83      959,257.75   

FEDT INVESTORS INC CL B

   10,841.92      8,717.50   

FEDT INVESTORS INC CL B

   66,324.99      66,000.00   

FEDT INVESTORS INC CL B

   259,561.69      272,250.00   

FEI CO COM

   1,709.75      1,401.60   

FELCOR LODGING TR INC COM

   99,552.43      28,284.01   

FEMALE HEALTH CO COM

   1,020.55      789.91   

FGN SAP AG PFD STK GLOBAL OMNIBUS 2

   0.00      20,894.91   

FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG

   1,044.36      1,017.34   

FHA INSD PROJ MTG SER NINETY-FIRST (M091) PJ P/T CTF REILLY 7.43 09-01-23

   162,668.02      150,960.13   

FHLB 5% DEB 17/11/2017 USD1000 5 11-17-2017

   158,728.35      162,257.85   

FHLB BD 4.25 01-14-2015/01-14-2011

   25,000.00      25,737.08   

FHLB CONS BD 5.875 02-15-2011

   10,594.93      10,564.63   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

FHLB CONS BD DTD 09/16/2009 FLTG RATE 09-16-2014/09-16-2010

   310,000.00    311,236.28   

FHLB DISC NT 01-08-2010

   999,970.44    999,991.56   

FHLB DISC NT 01-08-2010

   999,970.44    999,991.56   

FHLB DISC NT 02-12-2010

   1,999,762.50    1,999,820.86   

FHLB DISC NT 02-17-2010

   2,999,586.67    2,999,680.03   

FHLB DISC NT 02-24-2010

   99,990.38    99,991.59   

FHLB DISC NT 02-24-2010

   99,990.38    99,991.59   

FHLB FHLB 1 TIME CALL 5 BUS DAYS 5.33 06-06-2014

   29,910.00    31,578.00   

FHLB STEP UP 12-23-2011/03-23-2010 FEDERAL HOME LOAN BANK

   1,299,864.00    1,295,349.90   

FHLMC GOLD SINGLE FAMILY 4.5% 15 YEARS SETTLES JANUARY

   416,187.50    411,000.00   

FHLMC GOLD SINGLE FAMILY 5% 30 YEARS SETTLES JANUARY

   417,031.25    410,124.80   

FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG

   79,464.38    82,448.17   

FHLMC MULTICLASS SER E3 CL A 4.721 08-15-2032

   62,205.24    62,927.80   

FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044

   390,236.33    367,573.11   

FHLMC MULTICLASS SERIES T-35 CLASS-A 09-25-2031

   193,161.84    173,787.95   

FHLMC NOTES 5.75 01-15-2012

   15,572.39    16,344.90   

FHLMC NTS 5.125 07-15-2012

   30,489.09    32,595.15   

FHLMC POOL #1G1744 ADJ RT 08-01-2035

   276,477.75    286,062.86   

FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG

   1,020.86    935.98   

FHLMC POOL #780605 ADJ RT 06-01-2033

   373,995.29    381,119.12   

FHLMC PRIN STRIP PRIN PMT ON 6.875% DEB 2031 03-15-2031 (UNDDATE)

   261,011.40    238,978.74   

FHLMC REFERENCE NT 5.5 09-15-2011

   15,445.13    16,124.07   

FHLMC STEP UP 03-12-2024/03-12-2010 NTS

   113,539.52    100,406.61   

FHLMC TRANCHE # TR 00681 1.125 06-01-2011

   399,592.00    401,372.80   

FIAT SPA EUR5

   697,341.75    665,148.72   

FIBERTOWER CORP COM NEW COM NEW

   4.65    0.00   

FIDELITY NATIONAL FINANCIAL INC CL A

   20,521.90    18,049.39   

FIDELITY NATIONAL FINANCIAL INC CL A

   331,686.18    294,774.00   

FIDELITY NATL INFORMATION SVCS INC COM STK

   1,214.94    3,476.93   

FIDELITY NATL INFORMATION SVCS INC COM STK

   207,781.95    210,960.00   

FIDELITY NATL INFORMATION SVCS INC COM STK

   324,350.76    340,583.20   

FIDELITY NATL INFORMATION SVCS INC COM STK

   405,790.67    407,856.00   

FIELDPOINT PETE CORP COM

   1,184.54    1,168.30   

FIFTH THIRD BANCORP DEPOSITARY SH REPSTG1/250TH INT PERP CONV PFD STK

   31,627.65    4,760.00   

FIFTH THIRD BANCORP SUB NT 8.25% DUE 03-01-2038 BEO

   9,378.60    9,393.75   

FINANCIAL SELECT SECTOR SPDR COM STK CALL OPT EXP 3/20/10 PR $16 PER SH

   0.00    (80.00

FINISAR CORPORATION COMMON STOCK

   37,857.35    29,034.60   

FINISH LINE INC CL A

   2,999.24    5,144.52   

FINISH LINE INC CL A

   57,085.72    106,675.00   

FINISH LINE INC CL A

   78,611.14    136,795.00   

FINISH LINE INC CL A

   457,519.32    677,700.00   

FINMECCANICA SPA EUR 4.40

   217,402.62    201,011.38   

FIRESIDE BK PLEASANTON CAL FORMERLY FI CTF DEP DTD 06-21-2007 5.4 06-21-2012

   5,000.00    5,351.15   

FIRST AMERN CORP CALIF COM

   13,332.43    10,713.20   

FIRST AMERN CORP CALIF COM

   220,484.68    314,545.00   

FIRST CASH FINANCIAL SERVICES INC

   22,992.08    28,847.00   

FIRST CASH FINANCIAL SERVICES INC

   55,321.36    68,789.00   

FIRST CASH FINANCIAL SERVICES INC

   181,070.11    228,557.00   

FIRST CHESTER CNTY CORP COM

   1,208.95    1,372.50   

FIRST CHICAGO BK & TR ILL DTD 10-16-20083.45 C/D 10-16-2009

   10,000.00    0.00   

FIRST CMNTY BK TAOS NEW MEXICO CTF DEP DTD 03-20-2009 1.6 06-21-2010

   0.00    0.00   

FIRST FED BK CALIF FSB SANTA MONICA DTD 08-27-2008 3.3 C/D 05-27-2009

   81,000.00    81,000.00   

FIRST FINL BANCORP OHIO COM

   441,955.80    455,728.00   

FIRST INDL RLTY TR DEP SHS REPSTG 1/10000 PFD SER J

   2,552.95    1,684.00   

FIRST MAJESTIC SILVER CORP COM STK

   20,885.90    32,028.15   

FIRST MARBLEHEAD CORP COM

   60,876.11    40,896.00   

FIRST NATL BK AMER EAST LANSING MICH CTFDEP DTD 03-18-2009 4 08-19-2019

   0.00    0.00   

FIRST NATL BK AMER EAST LANSING MICH CTFDEP DTD 04-27-2009 3.7 08-28-2017

   80,000.00    80,000.00   

FIRST NATL BK AMER EAST LANSING MICH CTFDEP DTD 05-08-2009 3.75 11-09-2017

   6,000.00    6,000.00   

FIRST NATL BK WAUPACA WIS DTD 03-06-20091.3 C/D 03-05-2010

   1,000.00    1,000.00   

FIRST NICKEL INC COM STK

   587.55    229.00   

FIRST PACTRUST BANCORP INC COM

   240.82    199.99   

FIRST REGL BK LOS ANGELES CALIF CD DTD 07-30-2008 3.75 C/D 07-30-2009

   10,000.00    0.00   

FIRST SOLAR INC COM

   194,866.81    176,020.00   

FIRST SOLAR INC COM

   435,101.66    441,539.40   

FIRST SOLAR INC COM

   962,031.48    877,798.20   

FIRST URANIUM CORP COM STK

   5,572.90    5,400.00   

FIRSTBANK P R SANTURCE CTF DEP DTD 07-23-2008 4.3 07-23-2010

   70,000.00    70,000.00   

FIRSTBANK P R SANTURCE CTF DEP DTD 10/24/08 ACT/365 MONTHLY 3.8 25 JAN 10

   29,000.00    29,045.24   

FIRSTBANK P R SANTURCE CTF DEP DTD 11-19-2008 3.85 02-19-2010

   25,000.00    25,091.50   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

FIRSTBANK P R SANTURCE CTF DEP DTD 12-24-2008 3.55 12-27-2010

   240,000.00      240,000.00

FIRSTBANK P R SANTURCE DTD 04-17-2009 .75 C/D 01-19-2010

   30,000.00      30,000.00

FIRSTBANK P R SANTURCE DTD 05-29-2009 .75 C/D 11-30-2009

   (200,000.00   0.00

FIRSTBANK P R SANTURCE DTD 08-12-2009 .45 C/D 02-12-2010

   356,000.00      249,000.00

FIRSTBANK P R SANTURCE DTD 08-28-2009 .4C/D 03-01-2010

   10,000.00      10,000.00

FIRSTBANK P R SANTURCE DTD 11-19-2008 4.25 C/D 11-19-2010

   7,000.00      7,000.00

FIRSTENERGY CORP COM

   11,013.54      12,773.75

FIRSTENERGY CORP COM

   298,463.30      388,089.75

FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031/11-14-2031 BEO

   340,062.62      336,009.62

FIRSTFED FINL CORP DEL COM

   4,919.06      74.57

FIRSTMERIT CORP COM

   1,939.43      2,067.49

FIRSTRAND LTD ZAR0.01

   118,092.25      193,727.36

FISERV INC COM

   2,948.15      3,587.52

FISERV INC COM

   141,099.56      201,192.00

FISHER COMMUNICATIONS INC COM

   24,394.95      11,375.00

FISSION ENERGY CORP COM STK

   0.00      55.58

FLAHERTY & CRUMRINE PFD INC FD INC COM

   19,911.82      16,732.69

FLEETWOOD ENTERPRISES INC COM

   4,132.49      0.80

FLETCHER BUILDING NPV

   172,151.73      178,282.95

FLEXSTEEL INDS INC COM

   7,858.95      10,230.00

FLEXTRONICS INTL LTD COM STK

   61,084.26      62,866.00

FLEXTRONICS INTL LTD COM STK

   216,363.98      277,209.82

FLIR SYS INC COM

   46,161.40      57,932.10

FLIR SYS INC COM

   123,641.24      134,152.00

FLOTEK INDS INC DEL COM

   51.54      67.00

FLOW INTL CORP COM

   2,834.66      2,156.00

FLOWSERVE CORP COM

   74,318.42      88,385.55

FLOWSERVE CORP COM

   127,468.78      151,248.00

FLOWSERVE CORP COM

   308,683.99      283,590.00

FLS HLDG INC SER A EXCHANGEABLE 17.50% PFD STK

   0.00      734.07

FLUOR CORP NEW COM

   123,964.98      225,200.00

FLUOR CORP NEW COM

   154,086.53      151,059.70

FLUOR CORP NEW COM

   734,118.76      788,695.44

FLUSHING FINL CORP COM

   9,604.89      10,134.00

FLUSHING SVGS BK N Y CTF DEP DTD 03-10-2006 5.15 09-10-2010

   10,000.00      10,000.00

FLYI INC COM

   12,065.08      0.00

FMC CORP COM (NEW)

   24,575.25      28,158.80

FMC CORP COM (NEW)

   99,796.70      111,520.00

FMC FIN III S A GTD SR NT 6.875% DUE 07-15-2017 BEO

   29,467.50      29,775.00

FMC TECHNOLOGIES INC COM

   20,996.09      20,070.48

FMC TECHNOLOGIES INC COM

   140,959.92      190,872.00

FNMA 15 YEAR PASS-THROUGHS 5.5% 15 YEARSSETTLES JANUARY

   533,359.38      528,750.00

FNMA 2.05 10-19-2012/04-19-2010

   290,000.00      289,395.64

FNMA 30 YEAR PASS-THROUGHS 6% 30 YEARS SETTLES JANUARY

   2,135,625.00      2,118,124.00

FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN

   1,053,750.00      1,046,719.00

FNMA 6 DUE 05-15-2011 REG

   30,796.00      32,076.03

FNMA CAP DEB ZERO CPN DTD 10/09/84 0% DUE 10-09-2019 REG

   8,280.20      8,277.17

FNMA CAP DEB ZERO CPN DTD 10/09/84 0% DUE 10-09-2019 REG

   372,651.40      358,380.00

FNMA COM STK

   244,708.29      229,279.21

FNMA DISC NT 01-13-2010

   999,944.44      999,981.96

FNMA NON CUM PFD SER R 7.625% PFD STK

   278.12      115.01

FNMA NT 5.05 07-15-2019/01-15-2010

   30,201.40      30,037.14

FNMA PFD SER C 6.45

   0.00      49,254.50

FNMA PFD SER F

   2,158.95      1,439.50

FNMA POOL #066414 ADJ RT DUE 09-01-2028 REG

   263,946.39      269,405.71

FNMA POOL #257096 5% 02-01-2038 BEO

   1,381,860.42      1,524,529.26

FNMA POOL #300309 ADJ RT DUE 12-01-2024 REG

   17,018.93      17,268.62

FNMA POOL #313968 ADJ RT DUE 12-01-2027 REG

   48,149.07      48,455.85

FNMA POOL #357418 4% 08-01-2018 BEO

   0.01      0.01

FNMA POOL #443624 ADJ RT DUE 05-01-2023 REG

   92,522.05      92,709.41

FNMA POOL #516051 9.5% DUE 01-01-2021 REG

   66,052.09      72,200.85

FNMA POOL #535460 8% DUE 09-01-2015 REG

   5,998.48      6,352.83

FNMA POOL #538927 8% DUE 06-01-2015 REG

   19,900.35      21,406.32

FNMA POOL #735115 6% 12-01-2034 BEO

   87,999.27      91,040.21

FNMA POOL #740450 4% 09-01-2018 BEO

   0.00      0.00

FNMA POOL #745755 5% DUE 12-01-2035 REG

   882,985.49      932,574.89

FNMA POOL #773151 4% 06-01-2019 BEO

   0.02      0.02

FNMA POOL #804965 ADJ RT DUE 12-01-2034 BEO

   139,654.89      141,330.49

FNMA POOL #809324 ADJ RT DUE 02-01-2035 REG

   849,112.71      874,995.17

FNMA POOL #817827 6% 10-01-2036 BEO

   542,501.62      572,704.06


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

FNMA POOL #835760 4.5% 09-01-2035 BEO

   0.00    0.00

FNMA POOL #836207 ADJ RT DUE 09-01-2035 BEO

   319,702.58    336,985.16

FNMA POOL #843798 5.5% 11-01-2035 BEO

   62,018.07    64,599.76

FNMA POOL #846183 6% 11-01-2035 BEO

   44,594.62    47,160.41

FNMA POOL #851274 6.5% DUE 05-01-2036 REG

   609,003.66    641,779.44

FNMA POOL #867447 5% 06-01-2036 BEO

   47,260.65    50,584.08

FNMA POOL #869922 6.5% 03-01-2036 BEO

   50,417.82    52,211.96

FNMA POOL #885726 6.5% DUE 05-01-2036 REG

   806,409.72    835,105.85

FNMA POOL #887621 6% 07-01-2036 BEO

   390,395.18    412,129.46

FNMA POOL #892612 6% 09-01-2036 BEO

   316,111.69    333,710.44

FNMA POOL #893282 6% 08-01-2036 BEO

   9,759.14    10,302.46

FNMA POOL #896573 6% DUE 06-01-2036 REG

   42,076.35    44,418.83

FNMA POOL #899727 6% 09-01-2037 BEO

   450,149.79    457,974.86

FNMA POOL #900300 6% DUE 09-01-2036 REG

   34,698.75    36,630.53

FNMA POOL #902507 6% 11-01-2036 BEO

   16,202.06    16,694.44

FNMA POOL #907755 6% DUE 02-01-2037 REG

   869,305.76    895,724.64

FNMA POOL #916916 6% 05-01-2037 BEO

   128,990.70    132,724.72

FNMA POOL #918593 6% 06-01-2037 BEO

   172,866.11    177,897.16

FNMA POOL #929962 6% 09-01-2038 BEO

   79,915.47    82,241.31

FNMA POOL #940807 6% DUE 07-01-2037 REG

   119,712.49    121,977.72

FNMA POOL #942040 6% DUE 07-01-2037 REG

   294,113.73    309,379.85

FNMA POOL #944462 6% 07-01-2037 BEO

   616,444.87    634,289.67

FNMA POOL #945221 6% DUE 08-01-2037 REG

   758,545.59    780,533.48

FNMA POOL #946594 6% DUE 09-01-2037 REG

   95,865.68    98,655.73

FNMA POOL #946803 6.5% 09-01-2037 BEO

   66,723.48    70,159.36

FNMA POOL #952989 6% DUE 10-01-2037 REG

   477,296.62    491,187.80

FNMA POOL #954193 6% DUE 01-01-2038 REG

   72,524.13    74,623.56

FNMA POOL #955802 6% 10-01-2037 BEO

   13,866.55    14,269.05

FNMA POOL #962362 6% 03-01-2038 BEO

   98,397.86    101,163.63

FNMA POOL #967689 5% 01-01-2038 BEO

   781,417.70    862,047.41

FNMA POOL #970824 5.5% 12-01-2038 BEO

   0.01    0.01

FNMA POOL #983470 5% 05-01-2038 BEO

   2,429,195.90    2,631,284.42

FNMA PREASSIGN 00052 6.25 02-01-2011

   232,500.40    231,125.40

FNMA PREASSIGN 00192 4.75 11-19-2012

   25,796.21    27,026.25

FNMA PREASSIGN 00310 5.125 01-02-2014

   338,521.60    339,721.60

FNMA REMIC TR 2004-37 CL-FB VAR RATE 06-25-2034

   798,757.91    824,705.77

FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG

   26,378.85    29,279.56

FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY

   397,687.50    386,124.80

FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY

   710,500.00    698,687.50

FONIX CORP DEL COM PAR $.0001 NEW COM PAR $.0001 NEW

   9,682.75    1,615.11

FOOD TECHNOLOGY SVC INC COM NEW NEW COM STK USD0.01

   276.61    129.75

FOOT LOCKER INC COM

   80,688.40    111,400.00

FOOT LOCKER INC COM

   235,156.25    270,702.00

FOOT LOCKER INC COM

   285,691.06    287,412.00

FOOTHILLS RES INC COM

   127,334.34    36.65

FORCE ENERGY CORP COM

   928.95    580.00

FORCE PROTN INC COM NEW

   10,069.63    7,804.58

FORCE PROTN INC COM NEW

   113,996.38    71,898.00

FORD CR AUTO OWNER 1.21000003815% DUE 01-15-2012

   99,995.17    100,276.10

FORD CR AUTO OWNER TR 2008-C ASSET BACKED NT CL A-2B 01-15-2011 REG

   29,932.10    29,948.47

FORD HLDGS INC DEB DTD 03/01/1990 9.375%DUE 03-01-2020 REG

   12,787.50    10,230.00

FORD MTR CO CAP TR II TR ORIGINATED PFD SECS 6.50%

   26,835.77    51,896.00

FORD MTR CO DEL 9.98% DUE 02-15-2047

   35,380.00    37,000.00

FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01

   931,954.66    899,880.00

FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01

   2,364,718.29    3,384,555.71

FORD MTR CO DEL NT

   356.45    558.00

FORD MTR CR CO CONTINUOUSLY OFFERED BDS TRANCHE # TR 00212 09/17/03
6.15 9-20-10

   9,155.00    9,900.06

FORD MTR CR CO LLC 7.375 PRF 15/10/31 USD25

   8,115.70    8,320.00

FORD MTR CR CO LLC 7.6 PRF SNR NTS 3/1/2032 CALL ON 2/27/07

   1,957.93    2,095.30

FORD MTR CR CO LLC FORD MOTOR CREDIT CO 7.25% DUE 10-25-2011 BEO

   17,590.86    18,202.50

FORD MTR CR CO LLC GLOBAL LANDMARK SECS-GLOBLS 7.375% DUE 02-01-2011 BEO

   103,003.20    102,038.60

FORD MTR CR CO LLC NT 7% DUE 10-01-2013

   8,985.00    10,025.00

FORD MTR CR CO LLC NT 7% DUE 10-01-2013

   351,000.00    399,397.60

FORD MTR CR CO LLC NT 8 DUE 06-01-2014

   249,000.00    308,036.40

FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY 7.5% DUE 04-25-2011/04-25-2001

   8,936.00    9,880.39

FORD MTR CR CO NT 8 DUE 12-15-2016 REG

   218,262.50    230,305.67

FOREST CITY ENTERPRISES INC SR NT 6.5% DUE 02-01-2017/02-01-2010 BEO

   16,000.00    12,160.00

FOREST CY ENTERPRISES INC CL A

   9,925.60    5,890.00

FOREST LABORATORIES INC

   24,218.19    27,807.26

FOREST LABORATORIES INC

   274,944.43    272,935.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

FOREST LABORATORIES INC

   303,831.10      266,513.00   

FORESTAR GROUP INC

   4,671.45      5,495.00   

FORMFACTOR INC COM STK

   6,909.18      8,708.00   

FORTRESS INVT GROUP LLC DEL CL A CL A

   20,980.64      20,068.69   

FORTUNA MINES INC FORMERLY FORTUNA VENT

   126,999.11      134,736.52   

FORTUNE BRANDS INC COM STK

   73,124.55      87,566.66   

FORTUNE BRANDS INC COM STK

   138,911.18      181,440.00   

FORTUNE BRANDS INC COM STK

   164,624.80      177,120.00   

FORUM URANIUM CORP COM STK

   3,389.50      1,106.40   

FOSSIL GRAPHICS INC PFD

   0.00      25,166.00   

FOSSIL INC COM

   4,211.15      6,846.24   

FOSSIL INC COM

   320,455.96      335,600.00   

FOSTER L B CO CL A

   1,006.80      983.73   

FOSTER L B CO CL A

   16,434.64      23,848.00   

FOSTER WHEELER LTD (BM) COM STK

   258,928.97      247,266.56   

FOUNTAIN PWR BOAT INDS INC COM NEW COM NEW

   1,094.20      16.78   

FOX PETE INC COM NEW STK

   14,020.55      113.25   

FPIC INS GROUP INC COM

   14,375.50      19,310.00   

FPL GROUP CAP INC 8.75% GTD JR SUB DEB SER F

   26,756.25      28,790.00   

FPL GROUP INC CORPORATE UNIT

   14,976.50      14,862.75   

FRANCE TELECOM EUR4

   481,133.59      486,862.00   

FRANK SHIREY CADILLAC INC PFD STK $1.00 PAR

   0.00      478.80   

FRANKLIN BK CORP COM

   17,648.88      37.50   

FRANKLIN STR PPTYS CORP COM

   591,222.60      609,222.39   

FREDERICKS ENTMT INC NEV COM NEW COM NEW

   1,509.95      0.15   

FREDS INC CL A

   8,254.75      8,226.98   

FREDS INC CL A

   50,594.88      57,120.00   

FREEPORT-MCMORAN COPPER & GOLD INC

   220,334.24      433,566.00   

FREEPORT-MCMORAN COPPER & GOLD INC

   441,508.03      942,524.31   

FREEPORT-MCMORAN COPPER & GOLD INC

   686,177.63      915,306.00   

FREEPORT-MCMORAN COPPER & GOLD INC

   886,627.30      1,103,418.97   

FREEPORT-MCMORAN COPPER & GOLD INC SR NT8.375% DUE 04-01-2017/04-01-2009 REG

   237,544.20      240,900.00   

FREESCALE 8.875% DUE 12-15-2014

   5,000.00      4,587.50   

FREIGHTCAR AMER INC COM

   5,568.47      3,970.03   

FREMONT GEN CORP COM

   175.27      195.30   

FRESENIUS KABI PHARMACEUTICALS HLDG INC RT RIGHT

   1,349.91      89.97   

FRESENIUS MED CARE AG & CO.KGAA

   27,255.39      28,095.30   

FRESENIUS MED CARE CAP TR II GTD TR PFD SECS 7.875%

   0.00      12,021.56   

FRESH DEL MONTE PRODUCE INC COM STK

   273,819.28      196,690.00   

FRIENDLY ENERGY EXPL COM STK

   145.65      3.50   

FRKLN MNG INC COM

   2,394.30      135.30   

FRKLN RES INC COM

   31,293.39      37,576.45   

FRKLN RES INC COM

   252,449.93      431,935.00   

FRONTEER DEV GROUP INC COM

   574,164.16      347,879.67   

FRONTIER BK EVERETT WASH ACT/365 S/A DTD01-16-2009 2.05 04-16-2010

   2,000.00      1,996.00   

FRONTIER COMMUNICATIONS CORP COM

   95,353.28      76,285.92   

FRONTIER COMMUNICATIONS CORP COM

   114,879.39      67,166.00   

FRONTIER COMMUNICATIONS CORP COM

   324,863.12      281,160.00   

FRONTIER FINL CORP WASH COM NEW COM NEW

   8,686.96      2,836.08   

FRONTIER OIL CORP COM

   74,782.48      63,609.17   

FRONTIER OIL CORP COM

   124,319.16      101,136.00   

FRONTLINE LTD COM

   300,572.47      308,832.03   

FTI CONSULTING INC COM

   6,949.53      6,649.56   

FUEL SYS SOLUTIONS INC COM STK

   88,236.81      76,294.00   

FUELCELL ENERGY INC COM

   28,498.38      28,576.00   

FUJIFILM HOLDINGS CORP NPV

   327,755.48      328,623.39   

FUJITSU Y50

   428,195.35      578,789.05   

FULL METAL MINERALS LTD COM

   641.87      44.07   

FULLERTON CMNTY BK FSB FULLERTON CA SEMIANNU DTD 12-23-2008 2.4 01-25-2010

   240,000.00      240,000.00   

FUNDTECH LTD FUNDTECH LTD COMMON STOCK

   2,133.90      2,024.55   

FUQI INTL INC COM NEW STK

   67,305.23      52,701.20   

FURMANITE CORP COM STK

   4,782.78      1,524.00   

FUT 03-15-2010

   (11,389,775.00   (11,421,800.00

FUT 03-15-2010

   (5,475,725.00   (5,480,475.00

FUT 06-14-2010

   11,389,775.00      11,421,800.00   

FUT 09-13-2010

   (246,437.50   (247,250.00

FUT 09-13-2010

   246,437.50      247,250.00   

FUT 12-13-2010

   (1,224,962.50   (1,230,875.00

FUT 12-13-2010

   1,224,962.50      1,230,875.00   

FUT CALL FEB 10 T-NOTE OPTION 1190

   (1,847.67   (343.75


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

FUT CALL MAR 10 T-NOTE OPTION 1200

   (692.20   (93.75

FUT JAN 10 HANG SENG INDX

   (418,466.62   (424,133.19

FUT JAN 10 HANG SENG INDX

   418,466.62      424,133.19   

FUT JAN 10 MNP CAC40

   (2,132,616.09   (2,148,925.63

FUT JAN 10 MNP CAC40

   2,132,616.09      2,148,925.63   

FUT MAR 10 EMINI S&P 500

   6,069,270.00      6,164,385.00   

FUT MAR 10 EMINI S&P 500

   7,595,000.00      7,719,365.00   

FUT MAR 10 EMINI S&P 500

   8,211,387.50      8,330,250.00   

FUT MAR 10 EURX DAX INDEX

   (1,285,911.87   (1,282,558.96

FUT MAR 10 EURX DAX INDEX

   1,285,911.87      1,282,558.96   

FUT MAR 10 EURX E-STXX 50

   (3,120,594.43   (3,155,417.14

FUT MAR 10 EURX E-STXX 50

   3,120,594.43      3,155,417.14   

FUT MAR 10 EURX EUR-BOBL

   (688,279.05   (663,772.77

FUT MAR 10 EURX EUR-BOBL

   688,279.05      663,772.77   

FUT MAR 10 FTSE 100

   (3,014,887.92   (3,030,306.20

FUT MAR 10 FTSE 100

   3,014,887.92      3,030,306.20   

FUT MAR 10 ICEUS SM RUS2

   626,000.00      623,900.00   

FUT MAR 10 ICEUS SM RUS2

   13,021,830.00      13,601,020.00   

FUT MAR 10 LIF 3M EURIBOR

   (691,948.41   (711,887.12

FUT MAR 10 LIF 3M EURIBOR

   691,948.41      711,887.12   

FUT MAR 10 S&P 500

   2,727,168.75      2,776,750.00   

FUT MAR 10 S&P 500

   2,727,168.75      2,776,750.00   

FUT MAR 10 S&P 500

   4,093,893.75      4,165,125.00   

FUT MAR 10 S&P 500

   7,410,750.00      7,497,225.00   

FUT MAR 10 SFE SPI 200

   (1,155,951.63   (1,206,680.33

FUT MAR 10 SFE SPI 200

   1,155,951.63      1,206,680.33   

FUT MAR 10 TSE TOPIX

   (3,116,083.37   (3,011,923.31

FUT MAR 10 TSE TOPIX

   3,116,083.37      3,011,923.31   

FUT MAR 10 US 2YR T-NOTE

   (4,999,375.00   (4,974,109.38

FUT MAR 10 US 2YR T-NOTE

   4,999,375.00      4,974,109.38   

FUT PUT FEB 10 T-NOTE OPTION 1160

   (5,146.35   (13,750.00

FUT PUT MAR 10 T-NOTE OPTION 1150

   (586.86   (2,062.50

G & K SVCS INC CL A CL A

   20,309.70      25,130.00   

GABELLI GLOBAL GOLD NAT RES & INCOME TR 6.625% PFD SER A

   0.00      1,567.20   

GAFISA SA COM NPV

   554,944.61      655,756.46   

GALAXY ENERGY CORP FORMERLY GALAXY INVT COM STK

   1,009.95      30.00   

GALLAGHER ARTHUR J & CO COM

   5,462.12      4,497.52   

GAMESTOP CORP NEW CL A

   45,027.51      20,689.42   

GAMESTOP CORP NEW CL A

   237,208.30      96,536.00   

GAMESTOP CORP NEW CL A

   323,320.00      258,892.00   

GAMMON GOLD INC COM STK

   3,023.06      4,404.00   

GAMMON GOLD INC COM STK

   319,894.50      392,165.19   

GANNETT INC COM

   32,792.96      43,007.98   

GANNETT INC COM

   243,146.32      95,040.00   

GAP INC COM

   41,722.15      50,632.90   

GAP INC COM

   172,027.63      270,506.40   

GARDNER DENVER INC COM

   3,557.11      5,106.00   

GARMIN LTD COM STK

   618,658.24      503,091.86   

GASCO ENERGY INC COM

   26,132.15      5,671.00   

GATOR COM CORP OC-PFD SER D

   0.00      117.00   

GBS GOLD COMMON STOCK

   1,695.95      0.00   

GCB WALT DISNEY COMP D12/04/07 0.010 JD12 4.7 DUE 12-01-12 BEO

   4,914.73      5,399.78   

GDF SUEZ EUR1

   979,221.00      906,759.25   

GDR IRSA INVERSIONES Y REPRESENTACIONES S A

   5,323.46      2,841.00   

GDR SHANDA GAMES LTD SPONSORED ADR REPSTG CL A

   6,112.83      5,095.00   

GDR TRINA SOLAR LTD SPONSORED ADR

   98,361.71      126,559.65   

GE CAP FINL INC CTF DEP DTD 04-02-2009 2.3 04-04-2011

   95,000.00      95,000.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM 10-30-2009 3.45 10-31-2016

   10,000.00      10,000.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-16-2008 5 10-16-2013

   10,000.00      10,000.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-23-2008 3.7 C/D 10-23-2009

   152,000.00      0.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 11-06-2008 4.55 11-07-2011

   100,000.00      104,527.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 11-13-2008 4.3 11-15-2010

   224,000.00      230,101.76   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 12-18-2008 3.9 12-19-2011

   100,000.00      100,000.00   

GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 03-18-2009 3.05 DUE 3-19-2012

   105,000.00      105,000.00   

GE CAP FINL INC RETAIL PROGRAM B DTD 07-02-2008 3.8 CTF OF DEP DUE 07-02-2009

   10,000.00      0.00   

GE CAP FINL RETAIL CD PROGRAM BGE CY UT ACT/365 DTD 09-18-2008 5 09-18-2013

   70,000.00      70,000.00   

GE CAPITAL FINANCE DTD 09-18-2008 4.15 09-20-2010

   75,000.00      76,681.50   

GE GLOBAL INS HLDG 6.45% DUE 03-01-2019

   4,947.80      4,988.23   

GE GLOBAL INS HLDG 7% DUE 02-15-2026

   19,255.10      19,741.28   

GE MONEY BK CD DTD 10-09-2009 1.75 DUE 10-11-2011

   20,000.00      20,000.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

GE MONEY BK DTD 09-18-2008 4.7 09-18-2012

   95,000.00    99,750.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-30-2008 3.5 C/D 07-30-2009

   10,000.00    0.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-30-2009 .9 C/D 10-29-2010

   15,000.00    15,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 5.3 11-06-2015

   10,000.00    10,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-20-2009 .9 C/D 11-19-2010

   30,000.00    30,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT CTFDEP DTD 12-11-2008 3.85 DUE 12-13-2010

   5,000.00    5,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 4.3 DUE 11-08-2010

   10,000.00    10,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT DTD12-18-2008 4.75 DUE 12-18-2013

   100,000.00    100,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT GE MONEY BK DTD 11-06-2008 5.05 11-06-2013

   320,000.00    320,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT GE MONEY BK NA 11-06-2009 1.75 11-07-2011

   5,000.00    5,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT GE UT DTD 10-02-2008 5 10-02-2013

   190,000.00    190,000.00   

GELSTAT CORP COM STK

   1,143.95    44.85   

GEN COMMUNICATION INC CL A

   2,157.74    1,435.50   

GEN ELEC CAP CORP 5.9% DUE 05-13-2014

   319,644.80    345,943.04   

GEN ELEC CAP CORP 6% DUE 08-07-2019

   29,966.40    31,140.63   

GEN ELEC CAP CORP INTERNOTES BOOK EN TRANCHE # TR 00152 3.25 DUE 07-15-2010

   9,900.00    10,094.13   

GEN ELEC CAP CORP INTERNOTES BOOK EN MTNTRANCHE # TR 00070 4.05 3-15-12/04

   1,881.68    2,031.43   

GEN ELEC CAP CORP MEDIUM TERM NTS 4.375%DUE 03-03-2012

   1,011.78    1,038.55   

GEN ELEC CAP CORP MEDIUM TERM NTS 6 DUE 06-15-2012(HELD AT SOUTH BANK)

   4,104.00    4,316.97   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00575 5.45 DUE 01-15-2013

   6,148.69    6,399.22   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00654 4.25 9-13-2010 REG

   24,450.25    25,576.65   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00714 5 DUE 11-15-2011

   2,894.58    3,165.04   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00800 5.625 DUE
09-15-2017

   58,473.00    60,354.30   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00804 VAR RT DUE
11-15-2067

   240,431.10    208,200.00   

GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00818 6.875 DUE
01-10-2039

   29,543.40    30,980.55   

GEN ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5.5 DUE 11-15-2011/05-15-2010

   6,149.20    6,075.05   

GEN ELEC CAP CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00443 7.375 1-19-10 BEO

   17,491.85    17,042.91   

GEN ELEC CAP CORP MEDIUM TERM SR NTS FDIC GTD 2 DUE 09-28-2012

   99,910.00    100,129.40   

GEN ELEC CAP CORP MTN BO TRANCHE # TR 00521 5.875 DUE 02-15-2012BEO

   25,861.00    26,787.10   

GEN ELEC CAP CRP MED TRM SR NTS FDIC GTDTRNCHE # TR 00013 2.25 DUE 03-12-12

   405,464.00    405,796.00   

GEN MARITIME CORPORATION COM USD0.01

   110,187.43    93,310.58   

GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98 BD IN DEFAULT

   12,857.04    3,120.00   

GEN MTRS ACCEP 7% DUE 02-01-2012

   10,069.50    9,800.00   

GEN MTRS ACCEP 7.75% DUE 01-19-2010

   9,904.95    10,000.00   

GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00645 7.5 DUE 10-15-2012

   9,796.50    8,825.00   

GEN MTRS ACCEP CORP SMARTNOTES TRANCHE #TR 00651 7.75 DUE 10-15-12/05 BEO

   1,008.00    882.50   

GEN MTRS CORP 8.25 DUE 07-15-2023 BEO BDIN DEFAULT

   1,092.60    265.00   

GEN MTRS CORP 8.25 DUE 07-15-2023 BEO BDIN DEFAULT

   99,400.00    37,100.00   

GEN MTRS CORP SR NT 7.125 DUE 07-15-2013REG BD IN DEFAULT

   20,242.60    5,100.00   

GEN MTRS CORP SR NT 7.375 CALLABLE 10/03/2006

   5,242.52    9,146.00   

GEN MTRS CORP SR NT 7.5 PRF 01/07/2044 USD25

   2,012.95    535.00   

GEN MTRS CORP SR NT PFD 7.250 CALLABLE 07/15/2006

   1,882.95    535.00   

GENAERA CORP COM NEW STK

   769.95    4.15   

GENCO RES LTD COM STK

   18,162.95    5,036.90   

GENCO SHIPPING & TRADING LTD COM STK

   92,666.73    85,641.23   

GENCO SHIPPING & TRADING LTD COM STK

   655,106.05    466,623.00   

GENCORP INC COM

   3,032.95    2,800.00   

GENENTECH INC SR NT 4.75% DUE 07-15-2015/11-21-2005 REG

   4,983.86    5,341.53   

GENERAL CABLE CORP DEL NEW COM

   20,308.51    19,123.00   

GENERAL CABLE CORP DEL NEW COM

   231,336.82    191,230.00   

GENERAL DYNAMICS CORP COM

   108,083.35    117,243.20   

GENERAL DYNAMICS CORP COM

   311,471.02    320,399.00   

GENERAL DYNAMICS CORP COM

   380,286.34    715,785.00   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.65% DUE 07-15-2017

   2,000.00    1,984.49   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6% DUE 07-15-2018

   3,000.00    3,054.33   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6.2% DUE 08-15-2020

   4,000.00    3,975.66   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY NT 5.5% DUE 07-15-2016

   1,000.00    1,024.78   

GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY # TR 00740 5.5 DUE 04-28-2011

   5,182.60    5,264.01   

GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5% DUE 01-08-2016

   5,390.74    6,020.68   

GENERAL ELEC CAP CORP NT

   2,579.41    2,350.00   

GENERAL ELEC CAP CORP PUBLIC INCOME NT PINES

   34,330.63    35,056.00   

GENERAL ELECTRIC CALL OPTION W/STK $16.00 PER SHARE 01/16/2010

   0.00    (104.00

GENERAL ELECTRIC CAPITAL CORP MTN # TR 00482 6.125% DUE 02-22-2011

   10,214.55    10,559.28   

GENERAL ELECTRIC CO

   482,823.71    287,470.00   

GENERAL ELECTRIC CO

   666,591.71    416,075.00   

GENERAL ELECTRIC CO

   1,238,281.57    777,682.00   

GENERAL ELECTRIC CO

   5,781,000.35    4,386,187.00   

GENERAL ELECTRIC CO

   6,125,726.64    6,633,733.35   

GENERAL GROWTH PPTYS INC COM

   6,369.09    11,791.20   

GENERAL MILLS INC COM

   109,989.19    133,577.40   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

GENERAL MILLS INC COM

   130,882.02      150,825.30

GENERAL MILLS INC COM

   375,272.90      637,290.00

GENERAL MILLS INC COM

   473,373.82      523,285.90

GENERAL MILLS INC COM

   744,918.00      896,029.74

GENERAL MILLS INC COM

   941,464.34      970,097.00

GENERAL MTRS ACCEP CORP NT 6.75% DUE 12-01-2014

   312,000.00      379,938.80

GENERAL MTRS CORP 8.1 DUE 06-15-2024 BD IN DEFAULT

   11,715.00      2,887.50

GENERAL MTRS CORP 9.4 DUE 07-15-2021 BD IN DEFAULT

   9,565.00      2,600.00

GENERAL MTRS CORP QUARTERLY INT BD QUIBS

   1,577.41      10,198.98

GENERAL MTRS CORP SR DEB CONV SER B

   101,023.71      30,922.50

GENERAL MTRS CORP SR DEB CONV SER B

   199,818.23      143,070.00

GENERAL MTRS CORP SR DEB CONV SER C

   852.27      1,124.35

GENERAL MTRS CORP SR DEB CONV SER C

   22,762.00      5,620.00

GENERAL MTRS CORP SR NT

   3,756.91      1,530.00

GENERAL STL HLDGS INC COM

   7,568.04      7,497.00

GENEREX BIOTECHNOLOGY CORP DEL COM

   108,431.46      71,849.45

GENESEE & WYO INC CL A CL A

   17,108.28      17,886.72

GENESEE & WYO INC CL A CL A

   178,790.36      208,896.00

GENOMED INC COM

   2,514.56      82.50

GENOMIC HEALTH INC COM

   8,174.75      7,824.00

GENOPTIX INC COM

   37,786.90      37,306.50

GENPACT LIMITED COM STK USD0.01

   7,053.95      7,450.00

GEN-PROBE INC NEW COM

   37,179.52      27,468.80

GENTA INC COM PAR $0.001 2009 COM PAR $0.001 2009

   34.55      18.18

GENTEX CORP COM

   1,306.87      1,785.00

GENTEX CORP COM

   541,094.74      533,715.00

GENTIVA HEALTH SVCS INC COM

   310,903.80      366,444.67

GENTIVA HEALTH SVCS INC COM

   494,688.50      750,878.00

GENUINE PARTS CO COM

   41,233.95      44,241.20

GENUINE PARTS CO COM

   130,741.40      167,973.00

GENVEC INC COM

   15,891.09      17,173.20

GENWORTH FINL INC 5.65% DUE 06-15-2012

   22,431.25      24,937.50

GENWORTH FINL INC COM CL A COM CL A

   62,400.00      36,320.00

GENWORTH FINL INC COM CL A COM CL A

   92,710.45      132,030.41

GENWORTH FINL INC COM CL A COM CL A

   207,928.39      251,516.00

GENWORTH FINL INC COM CL A COM CL A

   379,271.29      149,820.00

GENWORTH FINL INC COM CL A COM CL A

   816,009.96      1,004,475.00

GENWORTH GLOBAL FDG TRS SECD MEDIUM TERMTRANCHE # TR 00013 5.2 DUE
10-08-10

   49,975.00      51,250.00

GENWORTH GLOBAL FDG TRS SECD MEDIUM TERMTRANCHE #TR 04 5.75 DUE
05-15-2013 REG

   49,950.00      50,540.50

GENZYME CORP COM

   34,412.16      29,798.08

GENZYME CORP COM

   415,144.87      352,872.00

GEO GROUP INC COM STK

   36,846.37      85,332.00

GEOEYE INC COM STK

   1,807.17      2,091.00

GEOKINETICS INC COM PAR $0.01 COM PAR $0.01

   23,838.67      11,544.00

GEOLOGIX EXPLORATIONS INC COM STK

   400.95      448.40

GEOMET INC DEL COM

   35,124.34      45,430.82

GEORGIA GULF CORP COM PAR $0.01 NEW COM PAR $0.01 NEW

   9,211.74      9,472.10

GEORGIAN BK ATLANTA GA CTF DEP DTD 10-23-2008 4.05 10-25-2010

   50,000.00      0.00

GEOVAX LABS INC COM STK

   16,765.02      9,900.00

GEOVIC MNG CORP COM

   177,344.31      42,724.80

GERBER SCIENTIFIC INC COM

   10,026.95      10,100.00

GERON CORP COM

   68,983.36      59,385.00

GETFUGU INC COM STK

   4,139.75      3,100.00

GETTY RLTY CORP NEW COM

   24,508.95      23,530.00

GFI GROUP INC COM STK

   8,275.60      3,587.86

GIBRALTAR INDS INC COM

   4,150.25      7,865.00

GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 4 01-28-2010

   25,000.00      25,000.00

GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 5.05 07-31-2015

   25,000.00      25,000.00

GIGAMEDIA LIMITED SHS

   220,388.10      54,386.64

GIGOPTIX INC COM STK

   (4,903.07   0.00

G-III APPAREL GROUP LTD COM

   41,590.00      43,340.00

G-III APPAREL GROUP LTD COM

   43,746.48      43,340.00

GILEAD SCIENCES INC

   288,089.45      271,259.63

GILEAD SCIENCES INC

   586,132.96      1,060,360.00

GILEAD SCIENCES INC

   1,763,113.52      1,794,864.88

GIVAUDAN AG CHF10

   889,943.72      775,982.34

GKN ORD GBP0.10

   69,284.43      107,564.79

GLACIER BANCORP INC NEW COM

   22.29      0.00

GLADSTONE CAP CORP COM

   23,447.99      15,636.67

GLATFELTER

   2,454.55      2,430.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

GLATFELTER

   25,447.31    20,655.00

GLAXOSMITHKLINE 5.65% DUE 05-15-2018

   209,871.90    226,504.53

GLAXOSMITHKLINE ORD GBP0.25

   140,687.90    120,193.93

GLAXOSMITHKLINE ORD GBP0.25

   958,893.13    790,136.33

GLAXOSMITHKLINE ORD GBP0.25

   1,614,334.37    1,544,854.24

GLDM SACHS BK SALT LAKE CY UT CTFDEP DTD01/30/08 ACT/365 SEMI ANNU DTD 4.4

   15,000.00    16,207.35

GLIMCHER RLTY TR SH BEN INT SHS OF BENEFICIAL INTEREST USD0.01

   9,944.35    9,855.00

GLITNIR BANKI HF GL MEDIUM TERM SR NT TR# TR 00003 6.33 7-28-11 BD IN DEFAULT

   100,000.00    21,000.00

GLITNIR BANKI HF MEDIUM TERM SR BK NTS BTRANCHE # TR 00005 BD IN DEFAULT

   99,776.00    21,000.00

GLOBAL 8 ENVIRONMENTAL TECHNOLOGIES INC COM STK

   5,315.45    453.60

GLOBAL AIRCRAFT SOLUTIONS INC COM

   6,212.95    20.00

GLOBAL BEVERAGE SOLUTIONS INC COM STK

   45,135.25    658.46

GLOBAL CLEAN ENERGY HLDGS INC COM STK

   107,402.97    13,500.00

GLOBAL CROSSING LTD COM USD0.01

   96,167.50    92,625.00

GLOBAL DEV & ENVIRONMENTAL RES INC COM

   5,000.45    0.11

GLOBAL GEN TECHNOLOGIES INC COM

   14,934.27    900.00

GLOBAL INDS LTD COM

   14,592.54    12,955.21

GLOBAL MARINE LTD COM

   15,818.31    0.00

GLOBAL PMTS INC COM

   206,505.25    259,605.20

GLOBAL RES CORP COM NEW STK

   12,227.56    3,190.00

GLOBAL RLTY DEV CORP COM

   1,313.25    0.15

GLOBAL ROAMING DISTR INC COM STK

   3,508.95    11.00

GLOBAL SHIP LEASE INC CL A COM STK

   5,704.50    5,097.80

GLOBAL SOURCES LTD

   63,551.17    14,618.75

GLOBAL TELESYSTEMS INC FORMERLY DEPOS SHREPSTG 1/100TH 144A PFD EXP
12-31-20

   0.00    3,609.00

GLOBAL TRAFFIC NETWORK INC COM

   953.95    415.00

GLOBAL WTR TECHNOLOGIES INC COM NEW

   489.90    20.00

GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104

   32,113.30    0.00

GMAC BK MIDVALE UT CTF DEP DTD 01/16/2009 2.65 01-14-2011

   95,000.00    96,365.15

GMAC BK MIDVALE UT CTF DEP DTD S/A DTD 10-17-2008 04-16-2010

   130,000.00    130,000.00

GMAC BK MIDVALE UT DTD 11-28-2008 2.75 C/D 05-28-2009

   38,500.00    0.00

GMAC BK MIDVALE UTAH CTF DEP DTD 03/27/2009 3 27/03/2012

   20,000.00    0.00

GMAC BK MIDVALE UTAH CTF DEP DTD 01-09-2008 4.55 01-10-2011

   70,000.00    70,000.00

GMAC BK MIDVALE UTAH CTF DEP DTD 04-09-2008 3.85 04-08-2011

   10,000.00    10,000.00

GMAC BK MIDVALE UTAH CTF DEP DTD 04-14-2009 3.25 04-15-2013

   130,000.00    130,000.00

GMAC INC FDIC GTD SR NT 1.75 DUE 10-30-2012

   339,969.40    337,786.60

GMAC INC PERP PFD SER G 7% 144A

   97,932.23    92,936.63

GMAC LLC NT 7.375 DUE DO NOT USE SEE SEC1-002955

   836.01    1,890.00

GMAC LLC PFD 7.35 CALLABLE 8/8/07 DUE 8/8/32

   4,300.69    3,824.88

GMX RES INC COM STK

   2,200.50    2,061.00

GNMA GPM POOL #092923 11% DUE 09-15-2010REG

   1,449.21    1,359.05

GNMA II ARMS PL#80120 10-20-2027

   9,509.30    9,438.57

GNMA II JUMBOS 5% 30 YEARS SETTLES JANUARY

   1,146,320.32    1,130,427.10

GNMA II JUMBOS 6 30 YEARS SETTLES JAN

   106,875.00    105,906.20

GNMA POOL #368022 SER 2023 6.5% DUE 11-15-2023 REG

   9,056.17    9,203.56

GNMA POOL #434690 SER 2030 8.5% DUE 01-15-2030 REG

   230.97    240.09

GNMA POOL #459066 SER 2028 7.5% DUE 06-15-2028 REG

   25,749.46    29,137.77

GNMA POOL #471901 SER 2028 7% DUE 05-15-2028 REG

   2,408.70    2,750.41

GNMA POOL #486470 SER 2028 6.5% DUE 08-15-2028 REG

   4,044.85    4,575.42

GNMA POOL #486516 SER 2028 6.5% DUE 09-15-2028 REG

   6,354.98    7,152.12

GNMA POOL #496577 SER 2029 6.5% DUE 03-15-2029 REG

   2,801.77    2,887.69

GNMA POOL #525327 SER 2030 8.5% DUE 09-15-2030 REG

   4,628.52    5,173.74

GNMA POOL #552228 SER 2031 5.5% DUE 12-15-2031 REG

   29,990.32    32,469.69

GNMA POOL #555608 SER 2031 6.5% DUE 11-15-2031 REG

   963.83    993.11

GNMA POOL #569572 SER 2032 6.5% DUE 01-15-2032 REG

   1,298.40    1,334.35

GNMA POOL #569899 SER 2032 6.5% DUE 06-15-2032 REG

   41,935.19    43,096.74

GNMA POOL #590496 6.5% 09-15-2032 BEO

   227,052.60    235,852.52

GNMA POOL #595076 6.5% 10-15-2032 BEO

   27,299.40    28,055.61

GNMA POOL #608317 5% 10-15-2033 BEO

   264,874.71    279,979.23

GNMA POOL #662536 6% 08-15-2037 BEO

   208,411.88    214,068.86

GNMA POOL #689940 6% 09-15-2038 BEO

   272,831.64    286,057.64

GNMA POOL #781001 SER 2029 7.5% DUE 03-15-2029 REG

   9,070.26    10,256.53

GNMA POOL #781690 6% 12-15-2033 BEO

   145,298.17    152,325.45

GNMAII POOL #002855 SER 2029 8.5% DUE 12-20-2029 REG

   26,680.30    29,463.13

GNMAII POOL #008540 SER 2024 ADJ RT 11-20-2024

   7,412.61    7,589.23

GNMAII POOL #008557 SER 2024 ADJ RT 12-20-2024

   34,874.58    35,288.24

GNMAII POOL #008580 SER 2025 ADJ RT 01-20-2025

   4,000.43    4,079.42

GNMAII POOL #008597 SER 2025 ADJ RT 02-20-2025

   14,148.91    14,433.92

GNMAII POOL #008608 SER 2025 ADJ RT 03-20-2025

   29,781.00    30,173.59

GNMAII POOL #008682 SER 2025 ADJ RT 08-20-2025

   15,766.53    16,317.05


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

GNMAII POOL #008685 SER 2025 ADJ RT 08-20-2025

   3,703.73    3,678.30

GNMAII POOL #008781 SER 2026 ADJ RT 01-20-2026

   5,962.17    6,199.60

GNMAII POOL #008945 SER 2026 ADJ RT 08-20-2026

   9,040.96    9,490.37

GNMAII POOL #080408 SER 2030 ADJ RT 05-20-2030

   60,882.52    61,583.85

GNMAII POOL #080416 SER 2030 ADJ RT 06-20-2030

   191,758.05    196,248.31

GNMAII POOL #080453 SER 2030 ADJ RT 09-20-2030

   23,417.27    23,677.32

GOLD PORT RES LTD COM

   22,377.90    3,171.00

GOLD RESOURCE CORP COM

   232,416.76    653,377.50

GOLD RESV INC CL A CL A

   1,948.75    594.05

GOLD WHEATON GOLD CORP COM

   7,348.95    6,964.00

GOLDCORP INC NEW COM

   685,876.76    844,905.18

GOLDEN AGRI-RESOURCES LTD USD0.025

   35,856.89    70,725.89

GOLDEN APPLE OIL & GAS INC COM

   1,482.95    0.10

GOLDEN EAGLE INTL INC COM

   294.02    13.92

GOLDEN SPIRIT GAMING LTD COM COM

   82.95    0.00

GOLDEN STAR RES LTD CDA COM

   11,445.89    12,792.00

GOLDMAN SACHS 5.95% DUE 01-18-2018

   4,782.50    5,279.55

GOLDMAN SACHS 6% DUE 05-01-2014

   119,914.80    131,252.16

GOLDMAN SACHS BK SALT LAKE CITY UTAH CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 5

   20,000.00    21,388.80

GOLDMAN SACHS BK USA CTF DEP 5/6/09 ACT/365 SEMI-ANNUALLY 2 5-6-11

   10,000.00    10,000.00

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP ACT/365 SEMI-ANNU 5.15
10-01-2015

   10,000.00    10,850.10

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP DTD 10/08/2008 SA 5 10-08-2013

   190,000.00    190,000.00

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP DTD 10/22/2008 4.25 10-22-2010

   24,000.00    24,000.00

GOLDMAN SACHS BK USA SALT LAKE CY UT DTD01-16-2008 5 01-16-2018

   30,000.00    30,000.00

GOLDMAN SACHS BK USA SALT LAKE CY UT DTD02-27-2008 5 02-27-2018

   25,000.00    25,000.00

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP S/A DTD10-22-2008 5.35
10-22-2018

   15,000.00    15,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 03-19-2008 4.75 03-19-2018

   10,000.00    10,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 07-30-2008 5.15 07-30-2015

   45,000.00    45,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 10-24-2007 5.2 10-24-2014

   10,000.00    10,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 11-12-2008 4.3 11-12-2010

   30,000.00    30,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 11-19-2008 4.25 11-19-2010

   20,000.00    20,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-05-2007 5.15 12-05-2017

   10,000.00    10,000.00

GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-24-2008 3.45 12-27-2010

   80,000.00    80,000.00

GOLDMAN SACHS DTD 11-26-2008 4.25 11-26-2010

   75,000.00    75,000.00

GOLDMAN SACHS GROUP INC 4.5% DUE 06-15-2010 BEO

   10,211.50    10,179.67

GOLDMAN SACHS GROUP INC 4.5% DUE 06-15-2010 BEO

   137,911.20    142,523.22

GOLDMAN SACHS GROUP INC 5.5 DUE 11-15-2014 BEO

   20,032.76    21,253.62

GOLDMAN SACHS GROUP INC BD 6.15% DUE 04-01-2018 BEO

   603,012.00    642,299.40

GOLDMAN SACHS GROUP INC BOND 5.25 DUE 10-15-2013 BEO

   364,300.00    424,805.20

GOLDMAN SACHS GROUP INC COM

   466,081.84    472,752.00

GOLDMAN SACHS GROUP INC COM

   512,171.71    671,814.36

GOLDMAN SACHS GROUP INC COM

   602,072.78    590,940.00

GOLDMAN SACHS GROUP INC COM

   609,678.61    831,874.68

GOLDMAN SACHS GROUP INC COM

   1,452,232.77    2,380,644.00

GOLDMAN SACHS GROUP INC COM

   1,485,932.51    1,538,867.53

GOLDMAN SACHS GROUP INC DEPOSITARY SH REPSTG 1/1000TH PFD SER A

   3,236.65    6,579.00

GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGOLDMAN SACHS GP 5.625 DUE 011517

   4,725.35    5,143.51

GOLDMAN SACHS GROUP INC GROUP INC CONV PFD

   0.00    840.28

GOLDMAN SACHS GROUP INC NT 6.875 DUE 01-15-2011 BEO

   9,685.00    10,618.96

GOLDMAN SACHS GRP FRN 02/13 EUR1000

   109,785.56    138,546.64

GOLDMAN SACHS USA SALT LAKE CY UT CTFDEP04/02/2008 ACT/365 SEMI 4.75 04-02-18

   10,000.00    10,894.50

GOLDSPRING INC COM STK

   77,172.55    36,283.31

GOODRICH CORPORATION

   58,731.89    69,588.21

GOODRICH CORPORATION

   118,777.92    224,875.00

GOODRICH CORPORATION

   875,210.33    1,002,300.00

GOODYEAR TIRE & RUBBER CO COM

   54,924.83    56,329.50

GOODYEAR TIRE & RUBBER CO COM

   176,556.36    94,470.00

GOOGLE INC CL A CL A

   1,040,173.30    1,339,156.80

GOOGLE INC CL A CL A

   1,081,669.74    1,429,053.90

GOOGLE INC CL A CL A

   1,165,141.54    1,699,365.18

GOOGLE INC CL A CL A

   1,508,268.40    2,293,926.00

GOOGLE INC CL A CL A

   2,751,663.78    3,963,532.14

GOOGLE INC CL A CL A

   2,760,578.52    4,153,866.00

GPS INDS INC COM STK

   49,699.12    205.67

GRACO INC COM

   2,377.76    1,702.23

GRACO INC COM

   916,313.65    765,676.00

GRAFTECH INTL LTD COM

   4,983.73    5,909.00

GRAHAM CORP COM STK

   29,149.92    33,120.00

GRAHAM CORP COM STK

   76,831.61    75,373.75

GRAINGER W W INC COM

   10,109.35    12,103.75


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

GRAINGER W W INC COM

   55,390.99    80,078.41

GRAINGER W W INC COM

   72,332.21    174,294.00

GRAMERCY CAP CORP COM STK

   829.20    1,343.81

GRAN TIERRA ENERGY INC COM

   5,089.27    8,595.00

GRANITE CONST INC COM

   12,296.42    11,276.10

GRAPHICS TECHNOLOGIES INC COM

   4,311.15    0.10

GRAY PUBG & MEDIA INC DEL COM

   0.50    0.00

GRAY T.V INC COM CL B

   4,745.76    3,375.23

GRAYSTONE PK ENTERPRISES INC COM

   217.48    0.50

GREAT ATLANTIC & PAC TEA INC COM STK

   5,078.95    5,895.00

GREAT BASIN GOLD LTD COM STK

   1,668.20    1,710.00

GREAT LAKES DREDGE & DOCK CORP NEW COM

   6,387.46    4,212.00

GREAT NORTHN IRON ORE PPTYS CTFS BEN INT

   5,539.57    4,844.48

GREAT PLAINS ENERGY INC COM

   73,666.68    73,892.19

GREAT PLAINS ENERGY INC COM

   263,680.23    283,094.00

GREAT SOUTHN BK REEDS SPRINGS MO CTF DEPDTD 10-03-2008 4.25 01-03-2011

   95,000.00    95,000.00

GREAT SOUTHN BK REEDS SPRINGS MO DTD 09-29-2008 4.3 12-29-2010

   85,000.00    87,557.65

GREAT WESTN MINERALS GROUP LTD COM

   1,916.38    1,936.20

GREATBATCH INC COM

   3,869.40    3,846.00

GREEN EARTH TECHNOLOGIES INC COM STK

   61,270.80    41,975.00

GREEN ENERGY RES INC COM STK

   2,319.90    1,032.00

GREEN MTN COFFEE ROASTERS

   150,433.60    352,357.75

GREEN MTN COFFEE ROASTERS

   198,329.74    238,951.51

GREEN PLAINS RENEWABLE ENERGY INC COM STK

   7,373.95    7,435.00

GREEN ST ENERGY INC COM

   0.00    69.00

GREENBRIER COS INC COM STK

   2,588.84    1,074.45

GREENE KING ORD GBP0.125

   106,494.73    103,329.25

GREENFIELD CAP TR CONV PFD STK

   0.00    0.12

GREENS WORLDWIDE INC COM NEW

   2,312.95    0.10

GREENSHIFT CORP NEW COM STK

   1,731.23    943.66

GREENSTONE HLDGS INC COM NEW STK

   9,584.95    40.00

GREIF INC

   20,249.98    23,738.65

GREIF INC.

   31,299.52    26,990.00

GREIF INC.

   199,693.66    391,355.00

GRIFCO INC COM

   348.49    0.30

GRIFFON CORP COM

   36,799.94    45,214.00

GROUP 1 AUTOMOTIVE 8.25% DUE 08-15-2013

   4,810.00    4,975.00

GROUP 1 AUTOMOTIVE INC COM

   1,177.36    1,417.50

GROUP 1 AUTOMOTIVE INC COM

   172,544.88    170,100.00

GROUP 1 AUTOMOTIVE INC COM

   196,099.79    249,480.00

GROUPE CGI INC CL A SUB VTG

   11,562.56    14,482.08

GSAA HOME EQUITY TR 2007 7 SR AST BACKEDCTF CL A 4 VAR RATE 07-25-2037 REG

   174,487.50    127,322.01

GSE SYS INC COM STK

   19,452.62    19,454.00

GSEP 1999 RLTY CORP PFD STK

   0.00    4,392.50

GSI COMM INC COM STK

   220,644.77    319,406.20

GT SOLAR INTL INC COM

   39,068.01    38,225.00

GTE CAL INC PFD SER 1956 4.50 RED $22

   0.00    16,979.32

GTX CORP COM STK

   61,530.52    62,870.04

GTY BK & TR CO DENVER COLO DTD 07-30-2008 4.6 07-29-2011

   30,000.00    30,000.00

GUARANTY BANCORP DEL COM STK

   6,041.34    1,980.00

GUARDIAN TECHNOLOGIES INTL INC COM PAR $0.005

   9,882.95    336.00

GUESS INC COM

   356,894.19    620,118.00

GUESS INC COM

   441,349.17    425,115.00

GULF ALTERNATIVE ENERGY CORP COM

   0.00    5.25

GULF IS FABRICATION INC COM

   47,340.10    33,648.00

GULF PWR CO CL A 7.30% PFD STK

   0.00    2.40

GULF RES INC COM PAR $0.0005 COM PAR $0.0005

   44,728.95    46,640.00

GULFMARK OFFSHORE INC COM

   3,096.34    2,831.00

GULFPORT ENERGY CORP COM NEW COM NEW

   34,910.90    48,525.10

GYMBOREE CORP COM

   154,720.29    176,569.40

GYMBOREE CORP COM

   373,325.09    460,994.00

H & E EQUIP SVCS INC COM

   34,518.10    26,225.00

H J HEINZ

   266,857.56    367,736.00

H J HEINZ

   337,901.07    343,352.49

H QUOTIENT INC COM STK

   72.95    0.00

HACI OMER SABANCI TRY1

   42,408.59    72,897.34

HACKETT GROUP INC COM STK

   8,976.09    10,425.00

HAIN CELESTIAL GROUP INC COM

   11,940.97    9,355.50

HALLIBURTON CO COM

   213,411.26    276,447.33

HALLIBURTON CO COM

   428,093.73    737,205.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

HA-LO INDS INC COM DELAWARE COMMON STOCK

   4,129.14      0.00

HALO INNOVATIONS INC SER A CONV PFD

   0.00      3,644.43

HANCOCK HLDG CO COM

   18,599.99      18,139.05

HANDLEMAN CO COM

   4,272.46      135.00

HANESBRANDS INC COM STK

   2,234.34      2,627.99

HANFENG EVERGREEN INC COM

   2,501.75      2,114.70

HANG LUNG PROPERTIES HKD1

   173,928.61      222,705.29

HANG LUNG PROPERTIES HKD1

   248,370.62      269,590.61

HANG SENG BANK HKD5

   210,445.35      213,323.58

HANGER ORTHOPEDIC GROUP INC COM NEW

   702.02      954.27

HANGER ORTHOPEDIC GROUP INC COM NEW

   36,226.61      31,809.00

HANMI BK LOS ANGELES CALIF CTF DEP DTD 12-12-2008 3 02-12-2010

   1,000.00      1,000.00

HANNOVER RUECKVERS ORD NPV(REGD)

   79,508.35      78,904.63

HANSEN MED INC COM STK

   290,406.53      75,144.00

HANSEN NAT CORP COM

   72,689.62      80,524.80

HARBIN ELEC INC COM STK

   13,762.79      13,864.50

HARCOURT GEN INC 7.2 DUE 08-01-2027 REG

   12,632.00      14,655.78

HARLEY DAVIDSON INC COM

   125,169.60      113,474.19

HARLEY DAVIDSON INC COM

   239,405.87      161,280.00

HARMAN INTL INDS INC NEW COM STK USD0.01

   168,178.26      197,568.00

HARMAN INTL INDS INC NEW COM STK USD0.01

   170,030.70      67,032.00

HARMAN INTL INDS INC NEW COM STK USD0.01

   196,974.06      201,096.00

HARMONIC INC COM

   2,737.58      3,160.00

HARRAHS OPER INC GTD SR NT DTD 09/28/2005 5.75% DUE 10-01-2017 REG

   18,148.96      13,500.00

HARRIS & HARRIS GROUP INC COM

   11,946.78      11,767.75

HARRIS CORP COM

   40,401.49      44,577.60

HARRIS CORP COM

   157,139.18      171,180.00

HARRIS CORP COM

   171,990.39      285,300.00

HARRIS NATL ASSN CHGO ILL CTF DEP DTD 09/18/2008 ACT/365 MONTHLY 09-18-2028

   29,875.00      30,000.00

HARRY & DAVID OPERATIONS CORP SR NT 9% DUE 03-01-2013/03-01-2009 REG

   24,098.75      17,375.00

HARRY WINSTON DIAMOND CORP COM STK

   (0.01   0.00

HARSCO CORP COM

   43,553.93      35,388.54

HARTFORD FINL SVCS GROUP INC COM

   84,570.65      89,789.30

HARTFORD FINL SVCS GROUP INC COM

   321,215.62      500,090.00

HARTFORD FINL SVCS GROUP INC COM

   406,490.80      241,904.00

HARTFORD FINL SVCS GROUP INC NT 5.25 DUE 10-15-2011 BEO

   8,308.00      10,313.91

HARVEST NAT RES INC COM

   2,687.29      1,856.79

HASBRO INC COM

   60,833.57      109,004.00

HASBRO INC COM

   78,459.71      100,027.20

HASBRO INC COM

   134,418.33      146,557.16

HASTINGS ENTMT INC COM

   1,321.02      669.00

HATHOR EXPL LTD COM

   36,157.18      37,983.00

HATTERAS FINL CORP COM REIT

   99,466.78      102,353.17

HAWAIIAN ELEC INDS INC COM

   9,858.95      10,450.00

HAWAIIAN HLDGS INC COM

   31,090.13      35,000.00

HAWAIIAN HLDGS INC COM

   46,599.09      71,400.00

HAYNES INTL INC COM NEW COM NEW

   8,368.92      3,319.07

HAYS ORD GBP0.01

   209,284.42      207,540.07

HCA INC 6.25 DUE 02-15-2013/02-14-2013 BEO

   20,349.75      19,450.00

HCA INC 9.125% DUE 11-15-2014

   10,000.00      10,550.00

HCA INC 9.25% DUE 11-15-2016

   60,000.00      64,425.00

HCA INC FORMERLY HCA-HEALTHCARE CO NT DTD 09-23-2002 6.3 DUE 10-01-2012 BEO

   1,373.60      2,000.00

HCA INC NT 7.5% DUE 11-06-2033/11-05-2033 REG

   19,964.47      17,490.74

HCA INC SR SECD TOGGLE NT 9.625 DUE 11-15-2016/11-15-2008 BEO

   3,023.44      3,415.29

HCC INS HLDGS INC COM

   7,882.12      6,992.50

HCC INS HLDGS INC COM

   362,430.54      351,023.50

HCP INC COM REIT

   2,155.45      2,443.20

HCP INC COM REIT

   253,488.57      247,374.00

HE-5 RES CORP COM NEW STK

   988.30      335.80

HEADWATERS INC COM

   13,371.73      19,064.48

HEALTH CARE REIT INC COM

   123,791.95      146,256.00

HEALTH CARE REIT INC COM

   130,447.38      145,804.02

HEALTH CARE REIT INC PFD SER D 7.875% PFD SER D 7.875%

   8,120.51      7,841.80

HEALTH NET INC COM

   11,673.45      11,645.00

HEALTH NET INC COM

   245,250.67      354,008.00

HEALTHCARE RLTY TR

   56,735.67      49,035.97

HEALTHSOUTH CORP COM NEW STK

   159,820.29      234,437.30

HEALTHSPRING INC COM STK

   100,060.61      146,163.00

HEALTHSPRING INC COM STK

   648,750.38      670,941.00

HEAR ATLAST HLDGS INC COM STK

   138,367.25      24,420.50


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

HEARTLAND PMT SYS INC COM STK

   1,014.66    1,969.50

HEARTLAND PMT SYS INC COM STK

   110,693.90    65,650.00

HEARTLAND PMT SYS INC COM STK

   1,256,117.66    1,012,323.00

HECKMANN CORP COM STK

   8,997.54    11,477.00

HECLA MNG CO COM

   273,164.86    335,147.58

HEELYS INC COM

   6,998.35    2,075.36

HEIDELBERGCEMENT NPV

   140,794.03    138,671.26

HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023

   4,427.74    4,218.59

HEILIG MEYERS CO COM

   2,310.00    1.38

HEINEKEN NV EUR1.60

   1,552,587.83    1,395,911.02

HELICOS BIOSCIENCES CORP COM

   10,363.28    6,695.00

HELIOS STRATEGIC INCOME FD INC COM DO NOT USE SEE SEC3-228669

   621.03    0.00

HELIOS TOTAL RETURN FD INC COM DO NOT USE SEE TNT 3229220

   21.91    904.75

HELIX ENERGY SOLUTIONS GROUP INC COM STK

   2,000.20    2,937.50

HELIX ENERGY SOLUTIONS GROUP INC COM STK

   96,560.85    99,875.00

HELMERICH & PAYNE INC COM

   7,986.85    13,214.56

HEMISPHERX BIOPHARMA INC COM

   262,325.11    74,620.00

HENKEL AG & CO KGAA NON-VTG PRF NPV

   105,893.87    118,389.84

HENNES & MAURITZ SER’B’NPV

   707,423.96    834,999.94

HENRY JACK & ASSOC INC COM

   10,500.83    10,413.00

HEPALIFE TECHNOLOGIES INC COM

   15,704.06    8,772.50

HERBALIFE LTD COM STK

   28,047.38    28,926.41

HERBALIFE LTD COM STK

   306,440.18    397,586.00

HERCULES OFFSHORE INC COM STK

   104,140.87    93,386.86

HERCULES TECHNOLOGY GROWTH CAP INC COM

   10,008.00    16,624.00

HERCULES TECHNOLOGY GROWTH CAP INC COM

   15,070.67    23,589.26

HERITAGE WORLDWIDE INC COM

   596.86    8.50

HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM

   43,271.20    41,273.85

HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM

   113,106.95    161,055.00

HESKA CORP COM

   2,168.05    527.50

HESS CORP COM STK

   87,188.61    89,713.15

HESS CORP COM STK

   250,137.24    477,950.00

HESS CORP COM STK

   284,178.08    352,412.50

HESS CORP COM STK

   1,154,214.69    1,226,153.50

HESS CORP NT 8.125 DUE 02-15-2019 REG

   81,583.60    96,476.56

HEWITT ASSOCS INC CL A COM

   5,069.51    7,184.20

HEWITT ASSOCS INC CL A COM

   240,181.30    321,176.00

HEWITT ASSOCS INC CL A COM

   321,601.75    359,210.00

HEWITT ASSOCS INC CL A COM

   571,991.80    705,742.00

HEWLETT PACKARD CO 4.5% DUE 03-01-2013

   4,783.69    5,319.37

HEWLETT PACKARD CO COM

   72,867.23    97,508.43

HEWLETT PACKARD CO COM

   536,512.01    1,339,208.49

HEWLETT PACKARD CO COM

   691,303.71    828,801.82

HEWLETT PACKARD CO COM

   1,066,361.99    1,179,579.00

HEWLETT PACKARD CO COM

   1,199,378.02    1,437,129.00

HEWLETT PACKARD CO COM

   1,449,433.04    3,323,476.71

HEWLETT PACKARD CO COM

   2,153,300.70    2,648,747.22

HEXCEL CORP NEW COM

   21,190.98    22,715.00

HFF INC CL A CL A

   754.44    625.00

HHGREGG INC COM STK

   1,926.17    2,203.00

HIENERGY TECHNOLOGIES INC COM

   26,581.54    17.36

HIGHWOODS PPTYS INC COM

   4,508.95    5,002.50

HILL ROM HLDGS INC COM STK

   97,289.81    134,344.00

HILLENBRAND INC COM STK

   2,093.16    0.00

HILLTOP HLDGS INC PFD STK

   36,047.19    39,647.89

HIROSE ELECTRIC NPV

   243,613.72    218,880.03

HISAMITSU PHARM CO NPV

   48,780.32    48,396.25

HISPANIC T V NETWORK INC COM

   1,082.47    0.17

HITACHI NPV

   167,909.31    189,894.92

HI-TECH PHARMACAL INC COM

   60,415.13    61,794.15

HITTITE MICROWAVE CORP COM STK

   7,494.99    6,930.90

HKN INC COM STK

   11,736.60    3,849.83

HLTH MGMT ASSOC INC NEW CL A COM

   2,697.98    2,944.35

HMS HLDGS CORP COM

   54,384.89    63,150.93

HOKU SCIENTIFIC INC COM STK

   5,001.73    3,536.00

HOLLY CORP COM PAR $0.01

   53,677.90    56,443.41

HOLLY CORP COM PAR $0.01

   69,550.20    99,957.00

HOLLY CORP COM PAR $0.01

   730,890.07    422,895.00

HOLLY ENERGY PARTNERS L P

   11,618.95    11,952.00

HOLLYWOOD PLAYHOUSE RLTY CORP 8.00% CUM PFD STK $100 PAR DESP

   0.00    85,500.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

HOLOGIC INC COM

   39,625.19      26,100.00   

HOME BANCSHARES INC COM

   39,321.44      38,512.00   

HOME DEPOT INC COM

   37,691.62      51,495.40   

HOME DEPOT INC COM

   385,754.56      439,889.85   

HOME DEPOT INC COM

   416,599.47      462,880.00   

HOME DEPOT INC COM

   604,750.63      555,456.00   

HOME DEPOT INC COM

   1,042,799.28      1,338,793.61   

HOME PROPS INC COM

   8,022.95      9,542.00   

HOME RETAIL GROUP ORD GBP0.10

   219,130.21      264,407.26   

HOME SOLUTIONS AMER INC COM STK

   1,408.62      10.88   

HOMELAND SAFETY INTL INC COM STK

   3,344.23      0.26   

HON HAI PRECISION TWD10

   480,786.47      674,536.16   

HONDA MOTOR CO NPV

   323,075.21      426,032.00   

HONEYWELL INTL INC COM STK

   186,091.24      201,963.89   

HONEYWELL INTL INC COM STK

   422,399.78      490,000.00   

HONEYWELL INTL INC COM STK

   583,464.12      809,950.40   

HONEYWELL INTL INC COM STK

   956,189.66      936,880.00   

HONEYWELL INTL INC COM STK

   1,015,598.05      1,157,536.80   

HONEYWELL INTL INC SR NT 3.875 DUE 02-15-2014 BEO

   1,146.66      41,682.28   

Hong Kong dollar

   (27,647.45   (27,647.45

Hong Kong dollar

   85.41      85.41   

Hong Kong dollar

   7,022.14      7,022.14   

Hong Kong dollar

   18,831.15      18,831.15   

Hong Kong dollar

   20,634.38      20,634.38   

HONG KONG ELECTRIC HOLDINGS HKD1

   282,354.57      296,135.58   

HONG KONG EXCHANGES & CLEAR

   623,958.43      642,690.73   

HOOKER FURNITURE CORP COM

   6,126.50      3,711.00   

HOOPER HOLMES INC COM

   715.36      1,040.00   

HORACE MANN EDUCATORS CORP COM

   40,504.84      57,500.00   

HORIZON LINES INC COM CL A COM STK

   4,717.09      5,703.06   

HORMEL FOODS CORP COM

   7,828.61      7,841.42   

HORMEL FOODS CORP COM

   58,665.50      73,055.00   

HORNBACH HLDG AG PFD SHS NO VTG RTS ISINDE0006083439

   0.00      184.50   

HORNBECK OFFSHORE SVCS INC NEW COM

   4,867.02      2,560.80   

HORNE INTL INC COM STK

   2,185.44      158.40   

HORSEHEAD HLDG CORP COM STK

   1,602.79      1,912.50   

HOSPIRA INC COM

   22,028.59      30,600.00   

HOSPIRA INC COM

   95,122.06      221,850.00   

HOSPIRA INC COM

   853,374.66      953,700.00   

HOSPITALITY PPTYS TR COM SH BEN INT

   31,383.97      41,895.88   

HOSPITALITY PPTYS TR COM SH BEN INT

   163,976.74      201,535.00   

HOSPITALITY PPTYS TR COM SH BEN INT

   179,761.32      424,409.00   

HOSPITALITY PPTYS TR PFD SER C 7.00%

   1,424.63      2,126.00   

HOST HOTELS & RESORTS INC REIT

   656.99      753.95   

HOST HOTELS & RESORTS INC REIT

   366,326.99      204,808.50   

HOT TOPIC INC COM

   62,788.47      56,604.00   

HOUSEHOLD FIN CORP 8% DUE 07-15-2010

   75,068.87      72,542.40   

HOVNANIAN ENTERPRISES INC CL A

   14,180.90      16,281.60   

HOVNANIAN K 7.75% DUE 05-15-2013

   21,441.15      19,125.00   

HOYA CORP NPV

   885,185.58      898,714.84   

HRPT PPTYS TR 6.50% PFD CUM CONV SHS SERD

   11,483.42      15,983.02   

HRPT PPTYS TR COM SH BEN INT

   57,792.86      48,151.24   

HRPT PPTYS TR COM SH BEN INT

   147,073.83      275,622.00   

HRPT PPTYS TR COM SH BEN INT

   173,627.34      170,161.00   

HRPT PPTYS TR SR NT 6.95% DUE 04-01-2012BEO

   8,666.10      10,326.09   

HSBC BK USA N A WILMINGTON DEL CTF DEP DTD 03-21-2006 0 09-21-2011

   20,000.00      20,000.00   

HSBC CAP FDG DLR 2 L P PERP PFD SECS 144A DUE 12-29-2049/06-27-2013 BEO

   45,000.00      38,411.46   

HSBC FIN CORP HSBC FIN INTERNOTES BOOK ENTRY MTN 5.25% DUE 07-15-2014

   2,000.00      1,998.06   

HSBC FINANCE CORPORATION CRP HI 7 DUE 05-15-2012 BEO

   35,201.07      38,057.64   

HSBC HLDGS ORD USD0.50(UK REG)

   902,683.84      942,241.49   

HSBC HLDGS ORD USD0.50(UK REG)

   1,502,665.74      1,516,399.05   

HSBC USA INC NEW AUTOCALLABLE OPTIMIZATION SECS WITH

   0.00      2,900.00   

HSBC USA INC NEW DEPOSITARY SH REPSTG 1/4 PFD SER D ADJ

   0.00      18,006.00   

HSEHD FIN CORP HSEHD FIN GLBL CPN 6.375 MAT 11/27/12 6.375 DUE 11-27-2012 BEO

   14,904.90      16,335.50   

HSN INC DEL COM

   253.33      1,110.45   

HSN INC DEL COM

   86,458.32      109,026.00   

HUB GROUP INC CL A

   3,931.45      4,018.50   

HUBBELL INC CL B COM

   1,463.71      1,702.80   

HUBBELL INC CL B COM

   101,900.23      104,060.00   

HUBBELL INC CL B COM

   322,304.09      321,640.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

HUDBAY MINERALS INC COM STK

   3,109.81    1,864.80

HUDSON CITY BANCORP INC COM STK

   17,798.46    18,217.98

HUDSON CITY BANCORP INC COM STK

   180,648.17    177,117.00

HUGOTON RTY TR TEX UNIT BEN INT HUGOTON RTY TR UNITS

   36,331.46    20,176.80

HUMAN GENOME SCIENCES INC COM

   70,194.98    82,994.12

HUMAN GENOME SCIENCES INC COM

   325,415.61    453,186.00

HUMANA INC COM

   24,865.05    32,917.50

HUMANA INC COM

   128,174.37    201,894.00

HUMANA INC COM

   182,245.49    267,729.00

HUMANA INC COM

   192,652.62    280,896.00

HUMATECH INC COM

   1,117.40    75.00

HUMITECH INTL GROUP INC NEW COM

   764.83    0.00

HUNT GOLD CORP COM STK

   0.07    0.00

HUNTINGTON BANCSHARES INC COM

   183,181.21    156,917.15

HUNTINGTON BANCSHARES INC COM

   244,586.43    71,047.25

HUNTINGTON BANCSHARES INC COM

   626,272.24    561,735.00

HUNTINGTON PFD CAP INC EXCH PREP PFD SECS CL C

   9,429.40    6,501.00

HUNTSMAN CORP COM STK

   52,491.90    75,078.50

HUNTSMAN CORP COM STK

   127,343.17    215,639.00

HURCO CO COM

   6,088.01    2,264.40

HURON CONSULTING GROUP INC COM STK

   3,024.64    2,304.00

HUSQVARNA AB SER’B’NPV

   115,215.97    148,799.32

HUTCHINSON TECH INC COM

   16,934.38    22,572.00

HYBRID FUELS INC COM STK

   4,522.90    211.05

HYDROGEN HYBRID CORP COM STK

   0.00    1.13

HYDROGEN HYBRID TECHNOLOGIES INC COM STK

   17,272.10    73.25

HYDROGENICS CORP NEW COM

   3,301.17    1,971.60

HYDRO-QUEBEC BOND 6.3% DUE 05-11-2011 REG

   34,940.85    37,384.03

HYFLUX LTD SHS

   7,743.24    11,378.70

HYNIX SEMICONDUCTO KRW5000

   134,431.51    175,175.98

HYPERCOM CORP COM

   5,009.95    3,170.00

HYPERDYNAMICS CORP COM

   59,595.95    23,272.50

HYPERTENSION DIAGNOSTICS INC COM

   7,932.85    5,400.00

HYSAN DEVELOPMENT HKD5

   153,981.71    150,078.13

HYTHIAM INC COM

   21,028.52    1,536.50

I SH MSCI AUSTRIA INVESTABLE MKT INDEX FD

   4,210.69    3,912.00

IAC / INTERACTIVECORP COM PAR $.001 STK

   7,456.39    4,239.36

IAC / INTERACTIVECORP COM PAR $.001 STK

   291,115.66    312,217.60

IAMGOLD CORP COM STK

   99,178.00    92,276.00

IBERIABANK CORP COM

   44,552.10    53,810.00

IBERIABANK LAFAYETTE LA CTF DEP DTD 02/25/2009 ACT/365 1.55 05-25-2010

   50,000.00    50,000.00

IBIZ TECH CORP COM NEW

   4,825.81    0.00

ICAD INC COM STK

   11,044.75    10,640.00

ICAGEN INC COM

   4,777.90    1,356.00

ICL-ISRAEL CHEM ILS1

   142,798.81    160,595.83

ICO GLOBAL COMMUNICATIONS HLDGS LTD DEL CL A CL A

   7.95    2.16

ICU MED INC COM

   1,660.51    1,822.00

IDA INDPT BK COEUR DALENE COM

   10,247.09    1,786.10

IDCENTRIX INC COM STK

   23,958.95    220.00

IDEARC INC COM STK

   206.90    0.64

IDENIX PHARMACEUTICALS INC COM

   895.24    322.50

IDEXX LABS INC

   3,465.05    3,474.25

IDGLOBAL CORP COM PAR $0.001 STK

   7,509.04    39.45

IDT CORP CL B NEW CL B NEW

   1,218.50    164.90

IELEMENT CORP COM NEW STK

   13,664.95    7.80

IESI BFC LTD COM

   2,012.35    2,242.80

IGO INC COM STK

   1,137.38    1,168.50

II-VI INC COM

   6,758.95    7,950.00

IKARMA INC COM

   1,537.95    1.00

I-LEVEL MEDIA GROUP INC COM

   9,921.18    86.83

ILFC E-CAPITAL TR II BD 144A DUE 12-21-2065/12-21-2009 BEO

   19,974.80    10,400.00

ILL TOOL WKS INC COM

   82,661.05    90,792.76

ILL TOOL WKS INC COM

   287,011.94    508,694.00

ILL TOOL WKS INC COM

   636,136.14    676,659.00

ILLUMINA INC COM

   15,850.17    15,554.76

ILX RESORTS INC PFD SER C CONV

   0.00    6,496.16

IMAGING DIAGNOSTIC SYS INC COM

   10,557.08    7,500.00

IMAGING3 INC COM STK

   11,002.52    7,336.50

IMAGINON INC COM NEW

   8,031.64    0.15

IMATION CORP COM

   9,368.57    8,720.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

IMAX CORP COM

   1,704.34    2,462.35

IMERGENT INC COM STK

   1,312.92    0.00

IMMERSION CORP COM

   6,326.85    2,977.00

IMMTECH PHARMACEUTICALS INC

   8,758.45    35.00

IMMUCOR INC COM STK

   12,133.82    11,435.60

IMMUNICON CORP DEL COM

   409.08    21.00

IMMUNOGEN INC COM

   19,567.75    19,650.00

IMPAC MTG HLDGS INC COM NEW COM NEW

   17,281.81    2,375.38

IMPATH LIQ TR LIQ TR INT CL A

   2,900.06    25.00

IMPAX LABORATORIES INC COM

   7,887.83    6,805.00

IMPAX LABORATORIES INC COM

   29,934.51    55,760.00

IMPERIAL CR INDS INC COM

   3,502.00    44.00

IMPERIAL INDS INC COM NEW

   2,933.31    84.50

IMPERIAL OIL LTD COM NEW

   16,515.10    11,598.00

IMPLANT SCIENCES CORP COM STK

   8,427.37    1,000.00

IMS HLTH INC COM STK

   21,376.38    34,180.38

IMS HLTH INC COM STK

   84,361.81    107,406.00

INCO LTD PFD CONV SER E 5.50

   0.00    0.14

INCYTE CORP COM

   6,981.17    8,199.00

INDIGO-ENERGY INC COM

   814,473.61    69,801.00

INDITEX EUR0.15

   85,346.69    84,518.03

INDITEX EUR0.15

   427,257.64    414,658.85

INDL ALLIANCE INS COM NPV

   141,474.41    126,234.79

INDPT BK IONIA MICH CTF DEP DTD 03/11/2009 SEMI-ANNU 3.35 03-11-2013

   25,000.00    25,000.00

INDUSTRIAL & COMMERCIAL BK OF CHINA ‘H’CNY1

   8,562.90    11,627.00

INDYMAC BANCORP INC COM

   1,758.65    14.18

INERGY L P UNIT LTD PARTNERSHIP INT UNITLTD PARTNERSHIP INT

   135,192.59    152,728.31

INFINEON TECHNOLOG ORD NPV (REGD)

   599,776.81    722,870.65

INFINERA CORP COM STK USD0.001

   58,294.05    61,495.71

INFINITY PPTY & CAS CORP COM

   38,731.77    36,576.00

INFORMATION MGMT RESH INC OC-PFD CONV SER C

   0.00    2,100.00

INFOSONICS CORP COM

   4,988.38    515.00

INFOSPACE INC COM PAR $.0001 COM PAR $.0001

   56,863.57    41,136.00

ING GLOBAL ADVANTAGE & PREM OPPORTUNITY

   35.57    26.94

ING GROEP N V PERP HYBRID CAP SECS PFD STK

   18,678.95    19,690.00

ING GROEP N V PERPETUAL DENT SECS 6.125%PFD STK

   6,069.92    6,716.00

ING GROEP NV CVA EUR0.24

   439,985.31    439,390.19

INGERSOLL-RAND PLC COM STK

   7,326.22    120,061.52

INGRAM MICRO INC CL A

   9,524.20    9,423.00

INGRAM MICRO INC CL A

   181,407.49    186,715.00

INGRAM MICRO INC CL A

   319,398.78    376,920.00

INLAND BK & TR LAKE ZURICH ILL CTF DEP DTD 03-24-2009 3.1 09-24-2013

   25,000.00    25,000.00

INLAND REAL ESTATE CORP COM NEW STK

   46,933.39    38,334.38

INN OF THE MTN GODS RESORT & CASINO SR NT 12 11-15-10 BD IN DEFAULT

   11,775.00    4,137.50

INNERGEX PWR INCOME FD

   14,384.18    13,781.32

INNODATA ISOGEN INC COM NEW

   148,466.08    172,294.00

INNOFONE COM INC COM PAR $.001 COM PAR $.001

   7,979.85    15.00

INNOPHOS HLDGS INC COM STK

   14,445.21    20,455.51

INNOPHOS HLDGS INC COM STK

   25,256.45    29,887.00

INNOSPEC INC COM STK

   11,983.65    7,249.58

INNOVATIVE SOLUTIONS & SUPPORT INC COM ISIN US45769N1054

   11,717.30    2,409.75

INNOVEX INC COM

   7,185.19    25.20

INOVIO BIOMEDICAL CORP COM

   13,256.85    10,260.00

INPEX CORPORATION NPV

   1,005,207.74    803,085.90

INROB TECH LTD COM

   263.98    0.60

INSIGHT ENTERPRISES INC COM

   157,027.12    76,514.00

INSITE VISION INC COM

   154,576.65    36,710.40

INSITUFORM TECHNOLOGIES INC CL A COM

   19,988.50    29,536.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

INSITUFORM TECHNOLOGIES INC CL A COM

   411,645.96    489,616.00

INSMED INC COM NEW

   13,858.34    8,855.00

INSPIRATION MNG CORP COM

   19,165.44    3,147.50

INTEGRA BK CORP COM

   2,869.96    148.00

INTEGRAL TECHNOLOGIES INC COM

   4,942.54    1,194.00

INTEGRATED BUSINESS CORP PFD SER A $0.001

   0.00    3,843.00

INTEGRATED DEVICE TECHNOLOGY INC COM

   16,543.93    18,116.00

INTEGRYS ENERGY GROUP INC COM STK

   50,073.34    70,072.07

INTEGRYS ENERGY GROUP INC COM STK

   98,635.43    85,029.75

INTEGRYS ENERGY GROUP INC COM STK

   193,455.33    256,139.00

INTEL CORP COM

   346,009.91    374,646.00

INTEL CORP COM

   873,331.04    1,128,120.00

INTEL CORP COM

   1,180,160.49    1,305,096.94

INTEL CORP COM

   2,130,675.63    3,066,120.00

INTELSAT JACKSON 9.5% DUE 06-15-2016

   52,400.00    58,850.00

INTER ACT ELECTR MARKETING INC OC-PFD CONV SER A 10%

   0.00    11,039.80

INTER PARFUMS INC COM

   22,758.84    23,731.50

INTERACTIVE BROKERS GROUP INC CL COM

   4,958.49    4,465.44

INTERACTIVE INTELLIGENCE INC COM STOCK

   1,546.03    1,383.75

INTERACTIVE INTELLIGENCE INC COM STOCK

   23,543.71    23,972.00

INTERAMERICAN ACQUISITION GROUP INC WT EXP WTS

   1,058.95    0.00

INTER-CITIC MINERALS INC FORMERLY INTER COM STK

   3,992.44    1,665.36

INTERCONTINENTALEXCHANGE INC COM

   123,742.33    150,032.80

INTERCONTINENTALEXCHANGE INC COM

   277,205.73    213,370.00

INTERCONTINENTALEXCHANGE INC COM

   495,315.89    613,719.50

INTERCONTINENTALEXCHANGE INC COM

   649,272.57    988,240.00

INTERCONTL HOTELS ORD GBP0.13617

   210,419.07    314,596.81

INTERDIGITAL INC PA COM

   38,003.51    38,883.84

INTERDIGITAL INC PA COM

   582,482.74    642,268.00

INTEREP NATL RADIO SALES INC CL A

   800.95    0.18

INTERMAP TECHNOLOGIES CORP CL A NEW COM STK

   12,498.25    4,340.00

INTERMEC INC COM

   1,453.36    771.60

INTERMUNE INC COM

   2,439.34    1,956.00

INTERNAP DELAWARE INC COM PAR $.001 COM STK

   2,330.14    737.90

INTERNATIONAL ASSETS HLDG CORP COM

   545.20    436.20

INTERNATIONAL BUSINESS MACHS CORP COM

   369,880.12    441,133.00

INTERNATIONAL BUSINESS MACHS CORP COM

   835,640.39    947,675.29

INTERNATIONAL BUSINESS MACHS CORP COM

   1,530,577.74    1,858,780.00

INTERNATIONAL BUSINESS MACHS CORP COM

   2,149,503.42    4,686,220.00

INTERNATIONAL COAL GROUP INC NEW COM

   9,153.21    11,966.00

INTERNATIONAL COAL GROUP INC NEW SR NT 10.25% DUE 07-15-2014/07-15-2009

   24,256.77    24,000.00

INTERNATIONAL ENERGY INC COM STK

   1,019.95    170.00

INTERNATIONAL FIGHT LEAGUE INC COM STK

   2,759.18    10.20

INTERNATIONAL GOLD RES INC COM

   41,963.80    6,296.50

INTERNATIONAL LEASE FIN CORP INTL LEASE FIN 5.875% DUE 05-01-2013 BEO

   8,385.00    8,025.00

INTERNATIONAL LEASE FIN CORP NT 4.875% DUE 09-01-2010 BEO

   3,661.25    3,860.00

INTERNATIONAL PWR GROUP LTD COM

   1,379.32    171.10

INTERNATIONAL SPEEDWAY CORP CL A

   18,819.06    22,760.00

INTERNATIONAL STEM CELL CORP COM STK

   29,622.13    17,490.00

INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT

   49,230.95    51,110.00

INTERNET CAP GROUP INC COM NEW

   667.52    665.00

INTEROIL CORP COM

   22,677.35    32,260.20

INTERPHARM HLDGS INC COM STOCK

   11,741.49    46.00

INTERPOOL INC PFD CONV 5.75%

   0.00    900.00

INTERPUBLIC GROUP COMPANIES INC COM

   3,096.89    3,690.00

INTERPUBLIC GROUP COMPANIES INC COM

   163,607.00    118,818.00

INTERPUBLIC GROUP COMPANIES INC COM

   198,752.15    98,249.94

INTERSECTIONS INC COM

   7,159.55    3,508.40

INTERSTATE PWR & LT CO PFD SHS SER C

   0.00    110,970.00

INTERVAL LEISURE GROUP INC COM STK

   212.53    187.05

INTERVAL LEISURE GROUP INC COM STK

   346,651.47    538,704.00

INTESA SANPAOLO EUR0.52

   486,253.97    329,091.77

INTEVAC INC COM

   3,558.18    2,294.00

INTL ABSORBENTS INC NEW

   5,046.85    9,180.00

INTL AUTOMATED SYS INC COM

   11,018.41    5,720.00

INTL BANCSHARES CORP COM

   14,784.92    17,450.22

INTL BUSINESS MACHS CORP BD 5.7 DUE 09-14-2017 BEO

   22,012.68    21,879.82

INTL ENEXCO LTD COM

   13,050.57    1,717.00

INTL FLAVORS & FRAGRANCES INC COM

   283.92    316.86

INTL FLAVORS & FRAGRANCES INC COM

   75,983.28    86,394.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

INTL FLAVORS & FRAGRANCES INC COM

   112,468.50      111,078.00   

INTL GAME TECH COM

   39,559.64      31,474.34   

INTL GAME TECH COM

   151,909.67      152,037.00   

INTL LEASE FIN CORP- MEDIUM TER TRANCHE # TR 00588 5.625 DUE 09-15-2010

   97,500.00      98,919.00   

INTL LEASE FIN CORP- MEDIUM TER TRANCHE # TR 00588 5.625 DUE 09-15-2010

   483,750.00      593,514.00   

INTL PAPER CO COM

   60,477.70      83,371.25   

INTL PAPER CO COM

   385,192.63      316,593.16   

INTL RECTIFIER CORP COM

   369,701.95      443,506.00   

INTL ROYALTY CORP COM NPV

   759.69      1,432.00   

INTL SPEEDWAY CORP CL B

   1,439.95      861.00   

INTREPID POTASH INC COM

   54,695.25      62,715.50   

INTRICON CORP COM

   4,275.95      967.35   

INTST HOTELS & RESORTS INC COM

   8.52      13.20   

INTUIT COM

   5,632.67      6,146.00   

INTUIT COM

   211,575.60      264,106.00   

INTUITIVE SURGICAL INC COM NEW STK

   222,717.74      328,614.69   

INTUITIVE SURGICAL INC COM NEW STK

   264,299.58      272,988.00   

INVACARE CORP COM

   5,102.75      4,988.00   

INVACARE CORP COM

   113,641.65      112,230.00   

INVENTIV HEALTH INC COM STK

   75,296.92      74,850.93   

INVERNESS MED INNOVATIONS INC COM

   32,991.58      32,792.90   

INVESCO LTD COM STK USD0.10

   2,605.70      2,349.00   

INVESCO LTD COM STK USD0.10

   271,725.17      274,833.00   

INVT TECH GROUP INC NEW COM

   14,273.31      6,304.00   

INVT TECH GROUP INC NEW COM

   71,419.85      66,980.00   

INVT TECH GROUP INC NEW COM

   757,180.33      387,105.00   

INX INC COM

   7,500.38      4,389.59   

ION GEOPHYSICAL CORP COM STK

   22,911.58      29,600.00   

IOPTICS CORP SER C1 PFD

   0.00      3.74   

IOWA TELECOMMUNICATION SVCS INC COM STK

   40,641.38      43,525.00   

IPASS INC COM

   30,670.50      18,929.04   

IPG PHOTONICS CORP COM

   22,208.33      30,515.52   

IPIX CORP COM

   1,203.06      0.06   

IPM PRODS CO PFD SER C CONV PAY-IN-KIND

   0.00      4,634.50   

IPSEN EUR1

   54,142.87      68,156.09   

IRIDIUM COMMUNICATIONS INC COM STK

   3,410.15      3,212.00   

IROBOT CORP COM

   71,856.46      86,592.00   

IRON MTN INC COM STK

   10,155.47      7,169.40   

IRON MTN INC COM STK

   124,177.90      113,800.00   

IRONSTONE BK FT MYERS FLA CTF DEP DTD 07-18-2007 5.45 07-18-2017

   10,000.00      10,000.00   

IRONSTONE BK FT MYERS FLA CTF DEP DTD 11-17-2006 5.2 11-17-2016

   5,000.00      5,456.35   

IRS 02/01/2012 SWU015757

   (44,926.63   0.00   

IRS 15/06/2011 SWU0841K6

   0.00      (7,517.50

IRS 16/06/2015 SWU0865M3

   0.00      (3,751.64

IRS 16/06/2015 SWU0865M3

   0.00      (2,501.09

IRS AUD 3M BBR / 3M 4.5% UBSWUS33 15/06/2011 SWU0841K6

   3,919.89      0.00   

IRS BRL 1D / ZERO 13.845% UBSSWP 02/01/2012 SWU015757

   0.00      113,546.45   

IRS EUR 6M LIBOR / 12M 5.5% BZWLUS31 17/12/2010 SWU0769E8

   450.40      5,792.37   

IRS EUR 6M LIBOR / 12M 5.5% MSCSUS33 17/12/2010 SWU0772E3

   1,340.71      52,131.30   

IRS EUR 6M LIBOR / 4.5% BZWLUS31 15/06/2010 SWU0788C9

   1,394.39      3,663.98   

IRS EUR 6M LIBOR / 4.5% DEUTSCHEDE 15/06/2010 SWU0675D3

   30,856.64      51,295.66   

IRS EUR BARCGB33 16/06/2015 SWU0865M3

   1,944.37      0.00   

IRS EUR BARCGB33 16/06/2015 SWU0865M3

   1,955.13      0.00   

IRVINE SENSORS CORP COM PAR $ COM PAR $

   8,211.95      210.00   

ISHARES BARCLAYS 1-3 YR TREAS BD FD

   1,303,986.98      1,301,382.32   

ISHARES BARCLAYS MBS BD FD

   58,805.37      29,824.79   

ISHARES DOW JONES INTERNATIONAL SELECT DIVIDEND INDEX FUND

   4,257.67      3,142.03   

ISHARES MSCI BRAZIL COM STK CALL OPT EXP 1/16/10 PR $80 PER SH

   (234.29   (24.00

ISHARES MSCI BRAZIL COM STK CALL OPT EXP 1/16/10 PR $81 PER SH

   (145.29   (14.00

ISHARES MSCI INDEX FUND CALL OPTION W/STK $56.00 PER SHARE 01/16/2010

   0.00      (233.00

ISHARES MSCI MEX INVT MKT INDEX FD

   96,129.89      92,266.56   

ISHARES MSCI NETH INVESTABLE MKT INDEX FD

   11,024.26      9,125.34   

ISHARES S&P NATIONAL AMT-FREE MUNICIPAL BOND FUND

   34,841.74      35,791.73   

ISHARES TR DOW JONES U S INDL SECTOR INDEX FD

   19,585.98      24,708.80   

ISHARES TR NASDAQ BIOTECHNOLOGY INDEX FD

   20,331.87      14,320.25   

ISHARES TR RUSSELL 1000 INDEX FD

   59,708.29      67,873.36   

ISHARES TR S&P GLOBAL 100 INDEX FD

   58,602.66      55,128.75   

ISHARES TR S&P GLOBAL HEALTHCARE SECTOR INDEX FD

   28,815.19      29,476.98   

ISHRS RUSSELL 2000 GROWTH IDX CALL OPTION W/STK $70.00 PER SHARE 02/20/2010

   0.00      (120.00

ISIS PHARMACEUTICALS CALIF COM

   29,029.72      22,220.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

ISLE CAPRI CASINOS INC COM

   14,162.37    9,724.00

ISLE CAPRI CASINOS INC COM

   24,518.95    22,440.00

ISTAR FINL INC COM

   55,515.98    43,629.22

ISTAR FINL INC SR NT 5.125% DUE 04-01-2011 REG

   8,210.00    7,300.00

ISYNDICATE INC SER F CONV PFD

   0.00    59,283.00

IT CAPITAL LIMITED ORD F

   20,755.10    0.00

ITAU UNIBANCO HOLDINGS S.A

   119,356.27    211,292.77

ITAU UNIBANCO HOLDINGS S.A

   280,391.69    461,116.76

ITC HLDGS CORP COM STK

   38,024.94    41,783.37

ITC HLDGS CORP COM STK

   254,779.18    295,350.30

ITEX CORP COM PAR $0.01 COM PAR $0.01

   11,308.35    4,000.00

ITOCHU CORP NPV

   295,502.54    338,256.76

ITONIS INC COM STK

   2,729.95    6.00

ITRON INC COM STK NPV

   671.47    675.70

ITT CORP INC COM

   60,208.78    59,733.91

ITT CORP INC COM

   133,978.38    248,700.00

ITT EDL SVCS INC COM

   2,538.40    2,303.04

IVANHOE ENERGY INC COM NPV

   80,914.85    111,868.90

IVANHOE MINES LTD COM

   23,013.81    29,702.13

IXIA COM

   38,173.61    29,016.00

J CREW GROUP INC COM

   16,109.99    17,001.20

J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO

   50,389.00    53,324.40

J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO

   56,817.90    58,656.84

J P MORGAN CHASE & CO NT 6.75 DUE 02-01-2011 BEO

   119,675.90    121,307.75

J P MORGAN CHASE & CO PFD FIXED/ADJ RATE

   0.00    33,712.50

J2 GLOBAL COMMUNICATONS INC COM NEW

   1,136,340.85    883,190.00

JABIL CIRCUIT INC COM

   79,363.24    124,234.93

JABIL CIRCUIT INC COM

   113,209.59    137,223.00

JABIL CIRCUIT INC COM

   136,471.06    88,587.00

JABIL CIRCUIT INC COM

   228,719.69    375,192.00

JACK IN THE BOX INC COM

   8,058.72    7,277.90

JACK IN THE BOX INC COM

   110,469.68    106,218.00

JACK IN THE BOX INC COM

   669,350.23    675,664.50

JACKSON HEWITT TAX SVC INC COM

   4,215.21    3,060.12

JACOBS ENGR GROUP INC COM

   62,050.02    55,286.70

JACOBS ENGR GROUP INC COM

   269,876.41    127,874.00

JAKKS PAC INC COM

   70,406.05    39,996.00

JAMBA INC COM STK

   1,157.77    1,145.76

JAMES RIV COAL CO COM NEW STK

   48,790.94    46,465.37

JANUS CAP GROUP INC COM

   34,398.78    39,946.50

JANUS CAP GROUP INC COM

   107,041.25    67,250.00

Japanese yen

   66.04    66.04

Japanese yen

   48,995.23    48,995.23

Japanese yen

   199,521.88    199,521.88

JARDEN CORP COM

   42,665.38    52,547.00

JARDEN CORP COM

   85,734.30    92,730.00

JARDEN CORP COM

   142,378.76    182,369.00

JARDINE CYCLE & CARRIAGE SGD1

   71,402.25    114,490.38

JAYHAWK ENERGY INC COM STK

   891.16    1,452.00

JAZZ PHARMACEUTICALS INC COM STK

   5,811.95    5,516.00

JAZZ PHARMACEUTICALS INC COM STK PUT OPT EXP 12/19/09 PR $7.5 PER SH

   1,016.45    0.00

JBS SA COM NPV

   283,861.00    264,592.19

JDA SOFTWARE GROUP INC COM

   7,418.52    9,551.25

JDA SOFTWARE GROUP INC COM

   513,893.96    690,237.00

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

   146,954.71    173,250.00

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

   197,657.59    203,742.00

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

   2,069,306.54    49,805.25

JEFFERIES GROUP INC NEW COM

   4,961.92    4,746.00

JEFFERSON BANCSHARES INC TENN COM STK

   6,779.95    2,370.00

JERSEY CENT PWR & LT CO

   0.00    29,668.35

JETBLUE AWYS CORP COM

   212,942.45    212,081.30

JFE HOLDINGS INC NPV

   433,983.82    370,171.50

JINPAN INTERNATIONAL

   52,315.74    64,354.50

JINSHAN GOLD MINES INC COM

   1,335.67    1,209.48

JMAR TECHNOLOGIES INC COM

   438.55    30.43


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

JNR RES INC COM

   65,043.11    18,573.63

JO-ANN STORES INC COM STK

   5,424.52    7,248.00

JO-ANN STORES INC COM STK

   56,541.62    94,224.00

JO-ANN STORES INC COM STK

   190,719.06    202,944.00

JOES JEANS INC COM STK

   5,354.66    4,889.70

JOHN BEAN TECHNOLOGIES CORP COM STK

   820.08    1,275.73

JOHNSON & JOHNSON COM

   511,023.21    563,973.96

JOHNSON & JOHNSON COM

   1,154,288.24    1,359,051.00

JOHNSON & JOHNSON COM

   1,243,972.47    1,301,082.00

JOHNSON & JOHNSON COM

   1,895,967.70    2,022,437.35

JOHNSON & JOHNSON COM

   2,737,936.30    4,835,645.16

JOHNSON CTL INC COM

   77,491.24    80,303.52

JOHNSON CTL INC COM

   108,167.31    114,917.36

JOHNSON CTL INC COM

   268,210.80    501,216.00

JOHNSON CTLS INC 5.25% DUE 01-15-2011

   4,610.00    5,213.57

JONES APPAREL GROUP INC COM

   37,334.40    154,176.00

JONES APPAREL GROUP INC COM

   247,090.47    411,136.00

JONES INTL NETWORKS LTD SER A CONV PFD

   0.00    9,451.39

JONES LANG LASALLE INC COM STK

   5,381.17    5,555.41

JONES SODA CO COM

   46,131.74    5,095.50

JOY GLOBAL INC COM

   107,971.31    109,586.82

JPMORGAN CHASE & CO COM

   285,871.52    437,535.00

JPMORGAN CHASE & CO COM

   300,538.76    312,525.00

JPMORGAN CHASE & CO COM

   436,007.60    412,533.00

JPMORGAN CHASE & CO COM

   629,096.41    707,973.30

JPMORGAN CHASE & CO COM

   890,530.91    947,988.71

JPMORGAN CHASE & CO COM

   3,410,356.82    4,468,024.08

JPMORGAN CHASE & CO FORMERLY J P MORGAN CHASE AND CO TO 07/20/2004 PFD STK

   8,304.17    8,577.50

JPMORGAN CHASE & CO FORMERLY J P MORGAN DEPOS SHS REPSTG 1/4TH PFD SER E STK

   25,646.85    32,532.50

JPMORGAN CHASE & CO FORMERLY J P MORGAN SUB NT 6.125 DUE 06-27-2017 BEO

   3,019.09    3,163.76

JPMORGAN CHASE & CO GLOBAL MEDIUM TERM NZERO CPN DUE 02-19-2010

   20,000.00    18,734.00

JPMORGAN CHASE BK N A NY N Y FORME EQTY LKD CTF DEP LKD S&P 500 INDEX
3-30-2012

   20,000.00    20,000.00

JPMORGAN CHASE CAP XIV CAP SECS SER N

   7,005.95    7,215.00

JPMORGAN CHASE CAP XIX CAP SECS SER S

   2,529.95    2,480.00

JPMORGAN CHASE CAP XVI TR PFD SECS SER P

   7,593.87    7,269.00

JULIUS BAER GRUPPE CHF0.02 (REGD)

   326,267.15    316,751.81

JULIUS BAER GRUPPE CHF0.02 (REGD)

   823,390.11    678,314.82

JUNIPER NETWORKS INC COM

   41,004.42    42,218.61

JUNIPER NETWORKS INC COM

   267,924.77    381,381.00

JUPITER TELECOMMUNICATIONS COM STK

   1,602.06    1,989.64

JUST ENERGY INCOME FUND

   12,458.95    13,754.70

K&S AG NPV

   161,527.57    156,296.15

KADANT INC COM

   16,035.73    9,655.80

KADANT INC COM

   23,731.00    15,960.00

KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01

   34,581.24    37,458.00

KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01

   114,565.32    153,994.00

KAL ENERGY INC COM

   922.91    6.00

KAMINAK GOLD CORP CL A COM STK

   7,020.45    6,677.00

KANDI TECHNOLOGIES CORP COM

   78,589.37    76,120.00

KAO CORP NPV

   194,646.44    165,749.00

KASENNA SER B PFD

   0.00    24,558.25

KATY INDS INC PFD SER B CONV $1.46

   0.00    89,053.21

KAUPTHING BK HF MED TRM SR BK NTS TR # SR 7.625 12-31-40 BD IN DEFAULT

   401,980.80    118,800.00

KAYNE ANDERSON MLP INVT CO COM

   35,440.51    44,946.80

KAZMUNAIGAS EXPL GDR EACH REPR 1/6 ORD’REGS’

   144,176.44    148,612.41

KB FINANCIAL GROUP KRW5000

   290,771.46    326,140.07

KB HOME COM

   16,535.05    14,726.89

KBR INC COM

   43,198.53    51,987.71

KBR INC COM

   142,427.24    167,200.00

KBR INC COM

   366,698.97    317,300.00

KBR INC COM

   473,977.91    321,100.00

KDDI CORP NPV

   262,727.43    268,942.49

KEEGAN RES INC COM STK

   27,664.34    61,304.00

KELLOGG CO COM

   41,382.44    45,612.03

KELLOGG CO COM

   177,316.08    228,387.60

KELLOGG CO COM

   252,527.42    372,400.00

KELLY SERVICES INC CL A COM

   68,613.17    32,211.00

KENDLE INTL INC COM

   19,708.26    23,803.00

KENEXA CORP COM

   21,252.55    22,185.00

KENNAMETAL INC CAP

   349,281.53    448,934.40


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

KENSEY NASH CORP COM

   37,877.40    28,050.00

KEPPEL CORP NPV

   176,451.61    250,195.63

KERAVISION INC COM

   3,965.55    1.40

KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO

   21,612.60    21,659.74

KERR MCGEE CORP CRP KMG 7.875 DUE 09-15-2031 BEO

   142,201.98    151,623.55

KERYX BIOPHARMACEUTICALS INC COM ISIN US4925151015

   7,784.35    8,312.50

KEY BK NATL ASSN OH CTF DEP DTD 10/15/2008 ACT/365 4.25 10-15-2010

   10,000.00    10,000.00

KEY BK NATL ASSN OHIO CTF DEP DTD 10 AUG2008 ACT/365 MONTHLY 4.25 08 OCT 2010

   30,000.00    30,738.00

KEY TRONIC CORP COM

   29,984.70    31,762.50

KEYCORP FRN SNR EMTN 11/10 EUR10000

   217,824.44    268,986.94

KEYCORP NEW COM

   1,967.68    1,681.69

KEYCORP NEW COM

   314,683.38    132,645.00

KEYCORP NEW COM

   799,522.83    260,295.00

KEYNOTE SYS INC COM ISIN US4933081006

   1,391.74    1,096.00

KFORCE INC

   26,335.25    31,250.00

KHAN RES INC

   4,339.46    1,201.80

KHD HUMBOLDT WEDAG INTL LTD COM

   68,082.18    81,360.58

KIMBER RES INC COM

   11,654.07    12,900.00

KIMBERLY-CLARK CORP COM

   80,741.56    87,919.80

KIMBERLY-CLARK CORP COM

   87,107.22    96,939.99

KIMBERLY-CLARK CORP COM

   466,784.89    729,861.76

KIMCO RLTY CORP COM

   4,566.97    5,200.11

KIMCO RLTY CORP COM

   291,791.92    148,830.00

KINDER MORGAN 5.95% DUE 02-15-2018

   69,639.70    74,145.05

KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENER PT NT 5 12-15-13 BEO

   27,962.20    31,494.30

KINDER MORGAN ENERGY PARTNERS L P 7.125 3-15-12 BEO

   10,461.80    10,904.58

KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENERGY PARTNERS 6 DUE 020117

   80,698.84    83,993.12

KINDER MORGAN ENERGY PARTNERS L P SR NT 6.95 DUE 01-15-2038 REG

   31,099.40    31,972.89

KINDER MORGAN ENERGY PARTNERS L P SR NT UNSOLICITED 5.85 DUE 09-15-2012 BEO

   9,594.50    10,761.75

KINDER MORGAN MGMT LLC SHS COM STK

   101,642.10    117,337.49

KINDRED HEALTHCARE INC COM STK

   5,295.27    5,298.02

KINDRED HEALTHCARE INC COM STK

   140,114.86    114,452.00

KINDRED HEALTHCARE INC COM STK

   385,255.48    455,777.40

KINETIC CONCEPTS INC COM NEW COM NEW

   6,756.85    9,036.00

KINETIC CONCEPTS INC COM NEW COM NEW

   279,853.87    387,795.00

KING PHARMACEUTICALS INC COM

   45,630.48    58,049.37

KING PHARMACEUTICALS INC COM

   146,467.26    84,245.82

KING PHARMACEUTICALS INC COM

   233,749.66    294,553.62

KING PHARMACEUTICALS INC COM

   469,690.04    385,278.00

KINGFISHER ORD GBP0.157142857

   204,584.18    237,376.52

KINROSS GOLD CORP COM NPV NEW

   139,856.96    138,404.80

KIRBY CORP COM

   331,802.28    370,939.50

KIRKLANDS INC COM

   31,813.22    36,477.00

KITE RLTY GROUP TR COM

   4,194.45    6,105.00

KIVALLIQ ENERGY CORP COM STK

   373.00    1,177.80

KKR FINL HLDGS LLC COM STK

   5,251.99    5,856.64

KLA-TENCOR CORP

   191,242.79    169,952.00

KLEPIERRE EUR1.40

   213,159.04    215,599.90

KLONDEX MINES LTD COM

   2,118.40    1,249.60

KLONDIKE GOLD CORP COM

   927.00    290.32

KLONDIKE STAR MINERAL CORP COM

   2,126.53    13.80

KMG CHEMICALS INC COM

   9,177.44    8,970.00

KNIGHT CAP GROUP INC COM

   22,010.44    16,847.60

KNIGHT CAP GROUP INC COM

   238,938.47    232,540.00

KNIGHT CAP GROUP INC COM

   244,781.86    281,820.00

KNIGHT CAP GROUP INC COM

   603,239.67    481,804.40

KNIGHT TRANSN INC COM

   18,109.17    19,290.00

KNIGHTSBRIDGE TANK LTD COM

   30,974.44    23,118.89

KNIGHTSBRIDGE TANK LTD COM

   43,872.75    22,542.00

KNOT INC COM STK

   6,721.63    2,819.60

KOBEX MINERALS INC

   9,370.33    437.00

KODIAK ENERGY INC COM COM

   15,882.87    3,249.99

KODIAK OIL & GAS CORP COM

   9,138.60    9,102.00

KOHLBERG CAP CORP COM

   0.00    0.00

KOHLS CORP COM

   64,278.38    70,109.00

KOHLS CORP COM

   343,394.10    447,619.00

KOHLS CORP COM

   854,914.75    1,024,670.00

KOITO MFG CO LTD NPV

   64,517.62    63,724.48

KOLA MNG CORP COM STK

   9,821.70    1,110.00

KOMERCNI BANKA CZK500

   242,398.24    305,689.66


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

KONICA MINOLTA HLD NPV

   100,060.98    102,561.17

KONICA MINOLTA HLD NPV

   135,629.95    133,329.52

KONICA MINOLTA HLD NPV

   204,181.53    230,762.63

KONINKLIJKE AHOLD EUR 0.3

   454,976.80    431,439.31

KONINKLIJKE AHOLD EUR 0.3

   509,700.25    520,473.42

KONINKLIJKE DSM NV EUR1.5

   223,811.80    230,446.44

KONINKLIJKE DSM NV EUR1.5

   338,714.01    345,081.27

KOPIN CORP COM

   448.95    418.00

KOPPERS HLDGS INC COM

   28,960.55    30,440.00

KORN / FERRY INTL COM NEW

   4,359.85    3,762.00

KRAFT FOODS INC CL A

   324,487.54    322,107.60

KRAFT FOODS INC CL A

   464,518.65    478,368.00

KRAFT FOODS INC CL A

   708,524.04    1,093,261.14

KRATOS DEFENSE & SECURITY SOLUTIONS INC

   48,261.73    27,957.50

KREDITANSTALT FUR WIEDERAUFBAU KFW GLOBAL BD 2.75% DUE 10-21-2014 REG

   389,711.40    385,617.18

KRISPY KREME DOUGHNUTS INC COM STK

   20,277.94    19,540.80

KROGER CO COM

   40,898.31    37,559.10

KROGER CO COM

   145,225.65    131,289.35

KROGER CO COM

   215,771.56    195,035.00

KROGER CO COM

   308,129.77    363,381.00

KROGER CO SR NT 6.15% DUE 01-15-2020/01-16-2008 BEO

   160,362.00    160,537.20

KRONOS ADVANCED TECHNOLOGIES INC COM

   382.45    1.40

KRONOS WORLDWIDE INC COM STK

   698.95    1,625.00

KS CY SOUTHN

   19,498.44    23,303.00

KS CY SOUTHN DE 12.5% DUE 04-01-2016

   18,949.00    23,000.00

K-SEA TRANSN PARTNERS L P COM STK

   5,423.45    5,790.00

K-SWISS INC CL A

   1,383.82    480.86

KULICKE & SOFFA INDS INC COM

   4,347.30    0.00

KURARAY CO NPV

   97,862.42    93,643.97

KYOWA HAKKO KIRIN CO LTD NPV

   106,480.96    105,202.36

L INTL COMPUTERS INC COM

   1,697.44    0.20

L-1 IDENTITY SOLUTIONS INC COM

   8,145.40    8,463.70

L-3 COMMUNICATIONS HLDG CORP COM

   96,226.67    96,654.32

L-3 COMMUNICATIONS HLDG CORP COM

   238,946.08    278,240.00

L-3 COMMUNICATIONS HLDG CORP COM

   251,075.72    286,935.00

LA JOLLA PHARMACEUTICAL CO COM NEW

   4,399.58    3,376.74

LA Z BOY INC COM

   11,442.64    18,183.24

LABORATORY CORP AMER HLDGS COM NEW COM NEW

   20,629.63    22,452.00

LABORATORY CORP AMER HLDGS COM NEW COM NEW

   144,727.07    217,036.00

LABORATORY CORP AMER HLDGS COM NEW COM NEW

   402,949.95    441,556.00

LACLEDE GROUP INC COM

   106,743.25    97,933.00

LADBROKES ORD GBP0.28333

   120,995.04    103,907.76

LADBROKES ORD GBP0.28333

   454,262.39    131,567.49

LADISH INC COM NEW

   4,179.45    1,505.00

LAFARGE EUR4

   117,290.69    112,910.10

LAGARDERE SCA EUR6.10(REGD)

   39,832.14    38,615.39

LAGARDERE SCA EUR6.10(REGD)

   501,258.26    258,242.97

LAKE SHORE GOLD CORP COM STK

   2,652.95    8,627.29

LAKE VICTORIA MNG CO INC COM

   7,369.92    3,075.00

LAKESIDE BK CHGO ILL CTF DEP ACT/365 MONTHLY DTD 04-09-2009 1.2 07-09-2010

   31,000.00    31,000.00

LAKESIDE BK CHICAGO ILL DTD 04-17-2009 .95 C/D 04-16-2010

   90,000.00    90,000.00

LAM RESH CORP COM

   429,302.58    584,229.00

LAM RESH CORP COM

   457,467.65    552,861.00

LAMPERD LETHAL INC COM

   299.68    35.00

LANCASTER COLONY CORP COM

   6,382.58    6,955.20

LANCASTER COLONY CORP COM

   249,233.62    337,960.00

LANDAMERICA FINL GROUP INC COM

   4,745.42    0.00

LANDAUER INC COM

   6,400.82    5,918.65

LANDEC CORP COM

   37,781.80    31,200.00

LANDSBANKI IS HF MED TRM SR BK NTS BTRNCHE #SR00001 6.1 08-25-11 IN DEFAULT

   189,950.60    8,550.00

LANDSTAR SYS INC COM

   19,888.96    15,508.00

LARAMIDE RES LTD COM STK

   443,832.10    153,580.02

LAS VEGAS SANDS CORP COM STK

   224,422.97    246,510.00

LAS VEGAS SANDS CORP COM STK

   586,617.40    536,495.40

LASALLE BK N A CHICAGO ILL CTF DEP DTD 06-06-2007 5.25 06-06-2017

   10,000.00    10,953.00

LASALLE HOTEL PPTYS COM SH BEN INT

   2,605.36    1,252.57

LASALLE HOTEL PPTYS COM SH BEN INT

   538,835.93    645,031.09

LASERCARD CORP COM

   1,426.96    434.78

LATTICE INC COM STK

   20,934.90    10.00

LATTICE SEMICONDUCTOR CORP COM

   13,758.95    13,500.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

LATTICE SEMICONDUCTOR CORP COM

   30,137.28    37,260.00

LAUDER ESTEE COS INC CL A

   115,809.81    154,752.00

LAW ENFORCEMENT ASSOCS CORP COM

   8,690.55    110.40

LAWSON INC NPV

   87,239.91    79,298.68

LAWSON INC NPV

   462,347.92    449,359.23

LAWSON SOFTWARE INC NEW COM STK

   8,829.37    9,968.35

LAYNE CHRISTENSEN CO COM

   5,043.32    4,306.50

LAYNE CHRISTENSEN CO COM

   408,615.55    436,908.78

LAZARD LTD

   0.00    4,803.00

LAZARD LTD CL A

   345,105.45    410,835.40

LCA-VISION INC COM PAR $.001

   44,599.48    18,867.20

LEADING BRANDS INC COM STK

   5,502.47    629.86

LEAPFROG ENTERPRISES INC CL A

   1,141.22    1,173.00

LEAR CORP COM STK PAR $0.01

   6,072.73    0.00

LEATT CORP COM

   2,039.80    319.98

LEE ENTERPRISES INC COM

   19,308.48    19,606.84

LEGACY RESVS LP UNIT LTD PARTNERSHIP INTUNIT LTD PARTNERSHIP INT

   6,401.45    9,835.00

LEGACY WINE & SPIRITS INTL LTD COM

   0.00    0.42

LEGG MASON INC COM

   36,228.52    47,865.31

LEGG MASON INC COM

   318,355.76    138,736.00

LEGG MASON INC COM

   423,045.24    132,704.00

LEGGETT & PLATT INC COM

   8,168.55    8,160.00

LEGGETT & PLATT INC COM

   87,500.30    83,640.00

LEGRAND SA EUR4

   401,928.75    392,169.40

LEHMAN BROS BK FSB WILMINGTON DEL CTF DEP DTD 03-22-2006 5.15 03-22-2011

   100,000.00    100,000.00

LEHMAN BROS BK FSB WILMINGTON DEL CTF DEP DTD 12-14-2005 4.85 DUE 12-14-2010

   50,000.00    51,637.00

LEHMAN BROS COML BK SALT LAKE CITY UTAH CTF DEP DTD 02-29-2008 0 02-28-2013

   5,000.00    5,000.00

LEHMAN BROS HLDGS INC 5.857 DUE BD IN DEFAULT

   52,998.00    18.00

LEHMAN BROS HLDGS INC COM

   7,842.35    156.28

LEHMAN BROS HLDGS INC DEPOSITARY SH REP 1/100TH PFD SER D PFD STK

   0.00    24,777.00

LEHMAN BROS HLDGS INC LEHMAN BROTHERS HOLDINGS 6.75 12-28-17 BEO DEFAULT

   349,741.00    105.00

LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE 00861 6.2 09-26-14 BD IN DEFAULT

   39,966.40    7,800.00

LEHMAN BROS HLDGS INC MTN BEO # TR00048 5.625 01-24-2013 BD IN DEFAULT

   1,094,984.00    225,500.00

LEHMAN BROS HLDGS INC MTN TRANCHE # TR 00475 3.6 DUE 03-13-2009 BD IN DEFAULT

   24,962.50    4,520.00

LEHMAN BROS HLDGS INC SR NT DTD 08/19/1997 7.2 12-31-2040 REG DEFAULT

   0.00    1,800.00

LEHMAN COML BK SALT LAKE CY UT DTD 06-30-2008 4.25 06-30-2010

   10,000.00    10,000.00

LEHMAN CUSTODIAL RECPTS FOR ZURICH REG CREG MONEY MKT PFD CUST RCPT SER I

   0.00    1,858.10

LEHMAN XS TR SER FLTG RT .30063% DUE 08-25-2046

   220,758.99    198,202.58

LENDER PROCESSING SVCS INC COM STK

   5,750.50    7,074.84

LENNAR CORP CL A CL A

   7,120.97    6,912.25

LENNAR CORP CL A CL A

   200,003.58    53,634.00

LENNOX INTL INC COM

   111,915.37    128,832.00

LENOX GROUP INC COM

   690.80    250.00

LEUCADIA NATL CORP 8.65% DUE 01-15-2027

   3,155.00    2,670.00

LEUCADIA NATL CORP COM

   59,600.44    51,626.80

LEUCADIA NATL CORP COM

   209,367.16    123,708.00

LEVEL 3 COMMUNICATIONS INC COM STK

   464,922.29    457,656.66

LEXINGTON RLTY TR COM

   2,207.01    668.80

LEXINGTON RLTY TR COM

   5,857.46    10,804.16

LEXMARK INTL INC NEW CL A

   7,924.09    7,144.50

LEXMARK INTL INC NEW CL A

   122,289.11    54,558.00

LEXMARK INTL INC NEW CL A

   281,655.44    301,368.00

LEXMARK INTL INC NEW CL A

   478,915.71    441,660.00

LG DISPLAY

   5,060.20    5,705.41

LHC GROUP INC COM

   9,068.28    10,083.00

LI & FUNG HKD0.025

   7,281.45    8,318.20

LI & FUNG LTD HKD0.025

   209,162.90    337,481.91

LIBERTY GLOBAL INC COM SER A

   1,999.31    2,407.90

LIBERTY GLOBAL INC COM SER A

   32,851.02    30,674.00

LIBERTY GLOBAL INC COM SER C COM SER C

   3,547.45    4,590.60

LIBERTY GLOBAL INC COM SER C COM SER C

   31,195.51    30,590.00

LIBERTY MEDIA CORP NEW CAP COM SER A

   2,136.40    8,859.48

LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A

   1,844.89    1,170.72

LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A

   267,596.58    278,046.00

LIBERTY MEDIA CORP NEW LIBERTY STARZ COMSER A LIBERTY STARZ COM SER A

   201.55    369.20

LIBERTY MEDIA CORP NEW LIBERTY STARZ COMSER A LIBERTY STARZ COM SER A

   3,914.09    12,368.20

LIBERTY PPTY TR SH BEN INT

   4,239.81    3,201.00

LIBERTY PPTY TR SH BEN INT

   157,079.84    243,276.00

LIFE PARTNERS HLDGS INC COM STK

   5,561.92    6,316.81

LIFE TECHNOLOGIES CORP COM STK

   10,134.62    13,368.32


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

LIFE TECHNOLOGIES CORP COM STK

   105,306.62    251,487.45

LIFE TECHNOLOGIES CORP COM STK

   447,856.21    496,185.00

LIFE TIME FITNESS INC COM

   4,321.06    6,232.50

LIFELINE BIOTECHNOLOGIES INC COM PAR NEW08/22/2008 COM STK

   2,941.19    1,260.00

LIFEPOINT HOSPS INC COM ISIN US53219L1098

   392,822.02    432,383.00

LIFEPOINT HOSPS INC SR SUB NT CONV 3.5% DUE 05-15-2014 BEO

   7,685.00    9,449.56

LIFEWAY FOODS INC COM

   12,303.02    10,692.00

LIGHTBRIDGE CORP COM

   300.80    203.66

LIGHTPATH TECHNOLOGIES INC CL A NEW COM

   63,884.34    16,318.64

LIHUA INTL INC COM

   5,815.54    11,160.60

LIME ENERGY CO COM NEW STK

   13,994.68    8,840.00

LIN TV CORP CL A CL A

   3,108.67    7,136.00

LINCARE HLDGS INC COM

   16,045.63    18,456.10

LINCOLN EDL SVCS CORP COM STK

   23,248.75    21,660.00

LINCOLN EDL SVCS CORP COM STK

   49,797.36    52,008.00

LINCOLN ELEC HLDGS INC COM

   64,503.00    68,341.87

LINCOLN NATL CORP COM

   21,967.33    29,856.00

LINCOLN NATL CORP COM

   37,864.48    57,224.00

LINCOLN NATL CORP COM

   69,284.10    74,640.00

LINCOLN NATL CORP COM

   212,931.17    203,518.40

LINDE AG NPV

   141,020.25    143,594.72

LINDE AG NPV

   1,408,694.24    1,532,238.62

LINEAR TECH CORP DEL

   13,795.66    13,651.92

LINEAR TECH CORP DEL

   261,194.59    186,294.00

LINN ENERGY LLC UNIT REPSTG LTD LIABILITY CO INTS

   552,811.31    672,881.57

LINUX GOLD CORP COM

   932.95    130.00

LIONBRIDGE TECHNOLOGIES INC COM

   9,302.70    16,100.00

LIONS GATE ENTMT CORP COM NEW

   9,404.52    8,715.00

LIQUIDITY SVCS INC COM STK

   19,579.40    20,140.00

LITHIA MTRS INC CL A

   48,213.44    30,414.00

LITHIA MTRS INC CL A

   493,941.78    313,724.52

LITHIUM TECH CORP COM PAR $0.01 STK

   919.12    468.12

LIVE CURRENT MEDIA INC COM STK

   4,633.77    435.12

LIVEPERSON INC COM STK ISIN# US5381461012

   4,081.75    4,182.00

LIVEPERSON INC COM STK ISIN# US5381461012

   19,544.02    32,062.00

LIVEWIRE MOBILE INC COM NEW COM NEW

   1,015.45    268.00

LIZ CLAIBORNE INC COM

   3,757.30    586.57

LJ INTL INC

   7,091.83    6,125.00

LKQ CORP COM LKQ CORP

   3,263.76    3,918.00

LLOYDS BANKING GROUP PLC-ADR

   20,107.85    20,290.35

LLOYDS BKG GROUP PLC RIGHTS

   1,075.38    0.00

LO JACK CORP COM

   1,343.46    484.80

LOCATEPLUS HLDGS CORP COM NEW

   80.32    0.87

LOCKHEED MARTIN CORP COM

   167,567.54    167,951.99

LOCKHEED MARTIN CORP COM

   376,925.53    654,038.00

LOCKHEED MARTIN CORP COM

   451,775.07    444,565.00

LOCKHEED MARTIN CORP COM

   1,092,772.67    1,124,448.05

LOEWS CORP COM

   21,404.86    24,574.42

LOEWS CORP COM

   46,921.99    112,685.00

LOEWS CORP COM

   194,435.17    356,448.10

LOGITECH INTERNATIONAL SA CHF0.25(REGD) (POST-SUBD)

   30,848.18    28,231.50

LONZA GROUP AG CHF1(REGD)

   694,044.88    515,344.00

LOOKSMART LTD COM NEW COM STK

   2,508.95    1,020.00

LOOPNET INC COM STK

   2,572.81    1,489.50

LORILLARD INC COM STK

   26,651.28    29,696.65

LORILLARD INC COM STK

   37,022.50    43,324.20

LORILLARD INC COM STK

   247,956.92    288,828.00

LORILLARD INC COM STK

   253,523.19    346,994.75

LOS ANGELES CALIF UNI SCH DIST 4.5% 07-01-2024 BEO

   527,022.00    602,274.00

LOUISIANA-PACIFIC CORP COM

   1,763.95    2,184.12

LOWES COS INC COM

   124,960.55    133,975.16

LOWES COS INC COM

   539,515.43    937,939.00

LOWES COS INC COM

   912,416.80    991,736.00

LOWES COS INC COM

   1,013,775.03    930,922.00

LSB INDS INC COM

   4,067.06    2,820.00

LSB INDS INC COM

   53,834.49    35,250.00

LSI CORP COM STK

   39,090.53    43,500.38

LSI CORP COM STK

   210,098.64    107,579.00

LSI INDS INC OHIO COM

   6,084.27    2,364.00

LTC PPTYS INC COM

   5,003.21    4,948.75


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

LTD BRANDS

   102,893.21    139,720.88

LTWC CORP COM

   2,363.76    0.28

LTX-CREDENCE CORP COM

   2,755.19    4,104.68

LUBRIZOL CORP COM

   19,856.90    24,790.82

LUBRIZOL CORP COM

   162,051.95    328,275.00

LUBRIZOL CORP COM

   189,801.65    233,440.00

LUCAS ENERGY INC COM NEW STK

   1,467.25    180.60

LUFKIN INDS INC COM

   37,440.95    51,405.58

LUKOIL OIL COMPANY SPON ADR REP 1 ORD RUB0.025

   199,915.30    135,723.00

LULULEMON ATHLETICA INC COM

   39,065.65    48,942.60

LUMENON INNOVATIVE LIGHTWAVE TECHNOLOGY INC COM STOCK

   10,068.58    0.00

LUMINENT MTG CAP INC COM

   4,620.36    0.00

LUNA GOLD CORP

   6,293.90    8,675.35

LUNDIN MNG CORP COM STK

   43,460.22    34,453.35

LVMH MOET HENNESSY LOUIS VUITTON EUR0.30

   1,582,452.64    1,718,470.26

LYNAS CORPORATION NPV

   96,311.88    109,504.44

LYON WILLIAM HOMES 10.75% DUE 04-01-2013

   24,734.03    17,562.50

LYRIC JEANS INC COM

   830.84    4.62

M & F WORLDWIDE CORP COM

   22,484.95    23,700.00

M & F WORLDWIDE CORP COM

   39,804.38    55,300.00

M & I MARSHALL & 6.375% DUE 09-01-2011

   19,345.00    19,178.06

M & I MARSHALL & ILSLEY BK MILW WISMEDIUM TERM 7.875 DUE 03-15-2010

   25,150.00    25,012.35

M & I MARSHALL & ILSLEY BK MILW WI MTN 5.3 DUE 09-08-2011

   4,777.50    4,925.28

M & T BK CORP COM

   201,756.73    153,847.00

M D C HLDGS INC COM

   10,776.85    9,387.68

MACERICH CO COM

   1,674.56    0.00

MACHIAS SVGS BK ME CTF DEP DTD 03-23-2005 4.25 DUE 03-23-2010

   30,000.00    30,220.20

MACK CALI RLTY CORP COM REIT

   3,572.76    5,742.08

MACK CALI RLTY CORP COM REIT

   135,166.37    141,737.00

MACQUARIE GP LTD NPV

   205,678.96    338,226.12

MACQUARIE INFRASTRUCTURE CO LLC MEMBERSHIP INT COM STK

   10,788.89    15,491.99

MACQUARIE INFRASTRUCTURE GROUP NPV(STAPLED)

   334,803.32    141,979.31

MACYS INC COM STK

   42,667.27    47,314.45

MACYS INC COM STK

   165,153.82    152,147.28

MACYS INC COM STK

   226,495.38    193,242.80

MAD CATZ INTERACTIVE INC COM

   44,066.19    27,300.00

MADDEN STEVEN LTD COM

   22,308.11    45,364.00

MADDEN STEVEN LTD COM

   410,427.49    424,772.00

MAG SILVER CORP COM STK

   5,528.95    7,188.00

MAGELLAN ENERGY LTD COM NEW STK

   617.90    150.00

MAGELLAN HLTH SVCS INC COM NEW

   3,357.23    3,828.62

MAGELLAN HLTH SVCS INC COM NEW

   157,657.54    163,327.30

MAGELLAN HLTH SVCS INC COM NEW

   232,000.36    215,869.00

MAGELLAN MIDSTREAM PARTNERS LP COM UNIT REPSTG LTD PARTNER INT

   52,992.79    69,659.43

MAGELLAN PETE CORP COM

   6,685.97    8,304.00

MAGMA ENERGY CORP COM STK

   1,719.20    1,726.50

MAGNA INTL INC CL A CL A

   372,194.74    617,076.00

MAGNEQUENCH INC SER B CONV PFD STK

   0.00    3,712.50

MAGNETEK INC COM

   702.34    462.00

MAGPLANE TECHNOLOGY INC COM STK

   120,287.92    67,453.75

MAGUIRE PPTYS INC COM

   7,334.42    6,040.00

MAIDENFORM BRANDS INC COM

   76,219.69    63,422.00

MANITOWOC INC COM

   74,260.49    81,173.52

MANNATECH INC COM STK

   2,199.35    449.28

MANNKIND CORP COM

   16,633.67    21,900.00

MANPOWER INC WIS COM

   179,980.30    240,152.00

MANPOWER INC WIS COM

   304,076.52    354,770.00

MANTECH INTL CORP CL A CL A

   4,521.46    4,834.00

MANTECH INTL CORP CL A CL A

   99,657.04    91,732.00

MANTECH INTL CORP CL A CL A

   482,392.48    625,226.00

MAPLE MTN PUMPKINS & AGRICULTURE INC COMNEW STK

   16,617.90    0.00

MARATHON OIL CORP COM

   324,925.51    327,810.00

MARATHON OIL CORP COM

   333,116.66    323,859.36

MARATHON OIL CORP COM

   398,015.64    602,483.56

MARATHON OIL CORP COM

   738,292.85    502,642.00

MARCUS CORP DEL COM

   2,476.35    1,365.20

MARITEL INC SER G PFD

   0.00    167.50

MARK ONE GLOBAL INDS INC

   7,871.10    0.40

MARKEL CORP HOLDING CO COM

   163,351.23    149,260.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

MARKEL CORP NT 7.35% DUE 08-15-2034 BEO

   4,816.25      4,639.35   

MARKEL CORP SR DEB PFD STK

   12,838.44      12,875.00   

MARKET VECTORS GOLD MINERS COM STK CALL OPT EXP 1/16/10 PR $50 PER SH

   0.00      (610.00

MARKET VECTORS GOLD MINERS COM STK CALL OPT EXP 6/19/10 PR $50 PER SH

   (1,139.52   (828.00

MARKETAXESS HLDGS INC COM STK

   327,745.72      403,100.00   

MARKS & SPENCER GP ORD GBP0.25

   404,700.45      403,515.20   

MARRIOTT INTL INC NEW COM STK CL A

   31,088.24      33,212.85   

MARRIOTT INTL INC NEW COM STK CL A

   153,949.77      187,480.00   

MARSH & MCLENNAN CO’S INC COM

   2,804.63      2,208.00   

MARSH & MCLENNAN CO’S INC COM

   366,021.12      317,952.00   

MARSH & MCLENNAN CO’S INC COM

   439,383.03      481,344.00   

MARSHALL & ILSLEY CORP MEDIUM TERM NTS BOOK ENTRY MTN 5.35% DUE
04-01-2011

   23,900.00      24,416.55   

MARSHALL & ILSLEY CORP NEW COM STK

   223,640.85      75,749.55   

MARSHALL & ILSLEY CORP NEW COM STK

   1,171,482.80      997,350.00   

MARTEK BIOSCIENCES CORP COM STK USD0.10

   21,638.90      18,381.50   

MARTEN TRANS LTD COM

   40,661.38      41,285.00   

MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK

   18,372.69      13,832.00   

MARUBENI CORP NPV

   865,473.17      936,363.34   

MARVELL TECH GROUP COM USD0.002

   237,848.99      354,617.50   

MASCO CORP COM

   27,713.40      32,715.88   

MASCO CORP COM

   211,197.40      136,719.00   

MASCO CORP COM

   399,950.56      220,960.00   

MASCO CORP NT 7.75 DUE 08-01-2029 BEO

   9,860.00      9,258.23   

MASIMO CORP COM STK

   20,509.97      18,525.78   

MASON DIXON CAP TR II PFD SECS %

   0.00      1,052.00   

MASSEY ENERGY CO COM

   66,503.55      68,471.30   

MASSEY ENERGY CO COM

   179,717.96      96,623.00   

MASTEC INC COM

   5,984.11      6,250.00   

MASTERCARD INC CL A

   293,656.39      465,371.64   

MASTERCARD INC CL A

   349,555.81      463,657.09   

MASTERCARD INC CL A

   676,405.87      665,548.00   

MASTERCARD INC CL A

   724,641.44      870,332.00   

MATECH CORP CL A COM STK

   10,392.47      6,454.69   

MATRIX DENTURE SYS INTL INC COM STK

   0.60      0.04   

MATRIX SVC CO COM

   957.93      1,065.00   

MATRIX SVC CO COM

   63,730.89      44,730.00   

MATRIXX INITIATIVES INC COM

   3,240.25      3,028.68   

MATTEL INC COM

   21,560.64      24,212.02   

MATTEL INC COM

   201,277.30      197,562.24   

MATTSON TECH INC COM

   1,484.95      1,071.00   

MAWSON RES LTD COM STK

   88,084.36      28,787.47   

MAX CAP GROUP LTD

   90,255.06      120,420.00   

MAXIM INTEGRATED PRODS INC COM

   26,842.04      22,352.00   

MAXIM INTEGRATED PRODS INC COM

   316,572.54      334,950.00   

MAXIM INTEGRATED PRODS INC COM

   1,267,409.92      1,065,750.00   

MAXIMUM DYNAMICS INC COM STK

   36,167.80      0.00   

MAXIMUS INC COM

   38,161.53      45,000.00   

MAXIMUS INC COM

   312,177.91      425,000.00   

MAXWELL TECHNOLOGIES INC COM

   37,999.17      44,600.00   

MAXYGEN INC COM STK ISIN# US5777761074

   4,226.15      4,555.32   

MAZDA MOTOR CORP NPV

   115,882.13      114,319.98   

MB FINL BK N A CHICAGO ILL CTF DEP DTD 08-05-2009 3 08-05-2014

   0.00      0.00   

MBIA INC COM

   10,753.18      10,845.50   

MBNA AMER BK NATL ASSN MEDIUM TERM SUB NTRANCHE # SB 00003 7.125
11-15-12

   346,825.60      348,339.52   

MBNA CAP D TR PFD SECS SER D 8.125% TRUPS MBNA CAP D

   2,559.95      2,444.30   

MBT FINL CORP COM

   42,314.20      27,157.77   

MC CORMICK & CO INC COM NON-VTG

   7,544.01      8,029.46   

MC CORMICK & CO INC COM NON-VTG

   102,259.33      130,068.00   

MC DONALDS CORP COM

   682,214.06      743,388.72   

MC DONALDS CORP COM

   769,408.85      1,835,736.00   

MCAFEE INC COM

   42,005.73      40,935.13   

MCAFEE INC COM

   140,125.96      170,394.00   

MCCLATCHY CO CL A CL A

   7,893.78      8,804.15   

MCDERMOTT INTL INC COM STK $1 PAR

   30,695.04      35,966.98   

MCDONALDS CORP COM - SEE TNT 2543608

   17,216.10      0.00   

MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011

   24,214.25      26,539.93   

MCG CAPITAL CORP COM

   24,821.70      30,240.00   

MCG CAPITAL CORP COM

   221,621.93      212,112.00   

MCGRAW HILL COMPANIES INC COM

   68,922.74      56,883.56   

MCGRAW HILL COMPANIES INC COM

   189,027.18      291,537.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

MCKESSON CORP

   102,299.17      141,254.00

MCKESSON CORP

   179,658.31      256,250.00

MCKESSON CORP

   417,521.05      462,312.50

MCKESSON CORP

   931,358.26      906,250.00

MCMORAN EXPL CO COM

   1,501.54      1,604.00

MDI INC COM NEW COM NEW

   3,668.37      88.00

MDRNA INC COM STK

   24,701.38      13,672.80

MDU RES GROUP INC COM

   22,989.80      16,520.00

MDU RES GROUP INC COM

   208,006.92      240,720.00

MDU RES GROUP INC COM

   259,795.27      311,756.00

MEAD JOHNSON NUTRITION CO COM COMMON STOCK

   6,486.93      7,341.60

MEAD JOHNSON NUTRITION CO COM COMMON STOCK

   239,707.44      244,720.00

MEADOWBROOK INS GROUP INC COM

   14,778.99      0.00

MEADOWBROOK INS GROUP INC COM

   31,049.60      23,680.00

MEADWESTVACO CORP COM

   824.30      1,431.50

MEADWESTVACO CORP COM

   116,388.13      136,650.99

MECHANICAL TECHNOLOGY INC COM NEW STK

   4,496.76      175.00

MED ACTION INDS INC COM

   42,009.55      40,100.00

MED GEN INC NEV COM PAR $.001 NEW COM PAR $.001 NEW

   744.85      26.00

MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01

   30,722.54      2.66

MEDALLION FINL CORP COM

   33,798.46      24,510.00

MEDCLEAN TECHNOLOGIES INC COM STK

   0.00      2,950.00

MEDCO HEALTH SOLUTIONS INC COM

   154,982.77      206,812.76

MEDCO HEALTH SOLUTIONS INC COM

   222,113.98      825,461.56

MEDCO HEALTH SOLUTIONS INC COM

   499,777.49      754,138.00

MEDIA GEN INC CL A

   1,633.54      1,630.72

MEDIABAY INC COM NEW

   2,796.01      8.00

MEDICAL PPTYS TR INC COM REIT

   79,001.67      84,615.93

MEDICINES COMPANY COM

   17,240.49      19,182.00

MEDICIS PHARM CLS A COM STK CALL OPT EXP08/22/09 PR $15 PER SH

   (2,033.48   0.00

MEDICIS PHARMACEUTICAL CORP CL A NEW

   157,674.81      298,902.50

MEDIDATA SOLUTIONS INC COM

   1,026.11      921.58

MEDIFAST INC COM

   94,620.39      99,385.00

MEDISYS CORP COM NEW

   1,509.95      0.00

MEDIWARE INFORMATION SYS INC COM

   7,979.95      7,339.90

MEDTRONIC INC COM

   89,460.00      87,960.00

MEDTRONIC INC COM

   144,831.84      171,522.00

MEDTRONIC INC COM

   264,392.39      275,240.87

MEDTRONIC INC COM

   274,227.61      381,746.40

MEDTRONIC INC COM

   424,478.23      483,780.00

MEDTRONIC INC COM

   841,942.46      712,476.00

MEDTRONIC INC COM

   886,455.63      1,323,798.00

MEGA URANIUM LTD COM

   1,948,530.77      482,771.08

MELCO CROWN ENTERTAINMENT LTD

   72,141.18      50,736.00

MEMC ELECTR MATLS INC COM

   76,036.67      62,869.92

MEMC ELECTR MATLS INC COM

   336,912.62      81,720.00

MEMORY PHARMACEUTICALS CORP

   (41.59   0.00

MENTOR GRAPHICS CORP COM

   8,306.70      8,830.00

MENTOR GRAPHICS CORP COM

   48,168.66      51,214.00

MERCADOLIBRE INC COM STK

   69,280.61      75,574.59

MERCER INTL INC 9.25% DUE 02-15-2013

   4,435.00      4,087.50

MERCK & CO INC NEW COM

   362,483.48      354,438.00

MERCK & CO INC NEW COM

   370,982.96      383,633.46

MERCK & CO INC NEW COM

   410,450.02      503,461.35

MERCK & CO INC NEW COM

   651,376.64      913,500.00

MERCK & CO INC NEW COM

   2,470,438.12      3,039,324.12

MERCK KGAA NPV

   887,209.22      666,428.27

MERCURY GEN CORP NEW COM

   6,341.96      4,907.50

MERCURY GEN CORP NEW COM

   441,080.04      392,600.00

MEREDITH CORP COM

   22,327.07      27,765.00

MERIDIAN BK NATL ASSN WICKENBURG ARIZ CTF DEP DTD 02-20-2008 4.25 02-20-2018

   225,000.00      225,000.00

MERIDIAN GRANTOR TR DTD 12-11-2008 5 12-11-2015

   5,000.00      5,000.00

MERIDIAN RES CORP COM

   9,826.79      795.00

MERIT MED SYS INC COM

   28,275.30      34,722.00

MERITAGE HOMES CORP COM

   5,918.01      5,799.00

MERRICK BK SOUTH JORDAN UTAH CTF DEP DTD06-20-2008 4.3 06-20-2011

   7,000.00      7,000.00

MERRILL LYNCH & CO INC ACCELERATED RETURN SER C

   0.00      67,854.98

MERRILL LYNCH & CO INC CALL STK RETURN INC 7 DEBT SECS

   0.00      3,650.00

MERRILL LYNCH & CO INC MEDIUM TERM NT SER C PFD STK

   0.00      24,749.75

MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTRY FEB 03 2014 5 DUE 02-03-2014

   21,489.00      25,633.83


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00457 VAR RT DUE
02-05-10

   540,000.00    600,195.00

MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00667 5.45 DUE
02-05-2013

   379,854.80    399,862.98

MERRILL LYNCH & CO INC MTN BTRANCHE # TR00432 5.45 DUE 07-15-2014 REG

   985.61    1,051.69

MERRILL LYNCH & CO MTN 5.076% 22/03/2011

   651,793.80    847,076.45

MERUELO MADDUX PPTYS INC COM

   1,817.90    840.00

MESA AIR GROUP INC COM

   87,668.74    58,826.70

MET ED CAP TR TR PFD SEC 7.35 %

   0.00    740.00

MET FNCL CORP SER B PFD STK $2.875 PAR

   0.00    1.00

METABOLIX INC COM STK

   9,816.27    4,420.00

METALICO INC COM

   233,523.16    302,801.40

METALLINE MNG INC COM

   16,887.25    5,852.00

METANOR RES INC METANOR RES INC

   3,552.00    3,805.90

METHANEX CORP COM STK

   9,178.33    11,694.00

METHODE ELECTRS INC COM

   36,270.00    21,700.00

METLIFE INC 6.4% DUE 12-15-2066

   27,182.40    26,250.00

METLIFE INC COM

   122,517.72    102,917.04

METLIFE INC COM

   311,249.12    321,685.00

METLIFE INC COM

   390,359.03    438,340.00

METLIFE INC COM

   802,368.92    788,305.00

METLIFE INC COM

   823,074.96    656,767.65

METLIFE INC PFD SER B

   1,166.95    1,200.50

METLIFE INC SR NT DTD 11/21/2003

   6,768.95    7,437.00

METRO AG ORD NPV

   214,678.78    218,394.31

METRO AG ORD NPV

   233,780.69    304,764.59

METRO AG ORD NPV

   599,822.76    643,967.58

METRO ONE TELECOMMUNICATIONS INC COM NEWSTK

   2,747.56    18.18

METROPCS COMMUNICATIONS INC COM COM

   16,061.23    16,023.00

METROPCS COMMUNICATIONS INC COM COM

   98,655.32    54,173.00

METROPOLITAN HEALTH NETWORKS INC COM

   440.15    437.80

METTLER-TOLEDO INTL INC COM

   2,421.35    2,624.75

MEXCO ENERGY CORP COM

   2,031.31    498.00

MEXORO MINERALS LTD COM STK

   10,604.44    3,440.00

MF SCHWAB CHARLES FAMILY FDS TX EXMP FD

   665,164.64    665,164.64

MFA FINL INC

   33,939.64    33,075.00

MFA FINL INC

   452,566.67    432,180.00

MFB NORTHERN FUNDS INCOME EQUITY FD

   14,323.38    12,997.19

MFB NORTHERN FUNDS SMALL CAP VALUE FD

   271,875.62    232,572.65

MFB NORTHERN FUNDS TECHNOLOGY FD

   6,400.00    6,571.62

MFB NORTHN HI YIELD FXD INC FD

   28,667.54    24,758.85

MFB NORTHN INTL EQTY INDEX FD

   17,711.87    12,563.43

MFC 1ST ISR FD INC CLOSED END FD

   15,068.42    13,474.60

MFC ABERDEEN ASIA-PAC INC FD

   129,808.59    146,859.96

MFC ABERDEEN AUSTRALIA EQTY FD

   2,666.30    2,434.00

MFC ABERDEEN GLOBAL INC FD

   17,079.85    16,198.00

MFC ADVENT CLAYMORE CONV SECS & INC FD COM

   7,267.50    5,456.50

MFC AIM SELECT REAL ESTATE INCOME FD AUCTION RATE PFD SER F

   0.00    16,788.44

MFC ALLIANCEBERNSTEIN GLOBAL HI INC FD INC

   137,715.93    156,952.08

MFC ALLIANCEBERNSTEIN INC FD INC

   3,746.24    1,674.00

MFC ALLIANCEBERNSTEIN NATIONAL MUN

   8,460.62    78.93

MFC ALPINE GLOBAL DYNAMIC DIVID FD COM

   14,194.03    13,027.18

MFC ALPINE GLOBAL PREMIER PPTYS FD COM SHS OF BEN INT

   5,732.73    3,116.00

MFC ALPINE TOTAL DYNAMIC DIVID FD COM SHBEN INT

   369,487.09    422,834.92

MFC ALPS ETF TR JEFFERIES TR/J CRB GLOBAL COMMODITY EQUITY INDEX FD

   74,749.41    4,290.00

MFC ASIA PAC FD INC COM MFC

   10,447.60    10,743.20

MFC BARCLAYS BK PLC BARCLAYS USD INTELLIGENT CARRY INDEX

   9,156.95    9,116.00

MFC BARCLAYS BK PLC ETN LKD TO DOW JONES-AIG INDL

   3,838.75    4,055.00

MFC BARCLAYS BK PLC IPATH DOW JONES UBS NATURAL GAS SUBINDEX TOTAL RETURN ETN

   14,547.87    14,280.00

MFC BARCLAYS BK PLC IPATH ETNS LKD MSCI INDIA TOTAL

   79,483.60    85,776.34

MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY

   44,003.65    45,548.80

MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY SEE SEC 3190327

   5,437.60    3,159.00

MFC BELL ALIANT REGL COMMUNICATIONS INCOME FD UNIT UNIT

   12,653.40    13,368.35

MFC BIOTECH HOLDRS TR DEPOSITARY RCPTS

   57,615.34    58,524.00

MFC BLACKROCK CORE BD TR SHS BEN INT

   9,847.76    9,110.66

MFC BLACKROCK CORPORATE HIGH YIELD FD VIINC COM

   13,040.90    17,148.57

MFC BLACKROCK CR ALLOCATION INCOME TR IIINC COM

   10,049.95    4,690.00

MFC BLACKROCK CREDIT ALL INC TR IV COM

   16,095.01    19,576.67

MFC BLACKROCK DEBT STRATEGIES FD INC COM

   65,214.49    45,559.49

MFC BLACKROCK DIVERSIFIED INCOME STRATEGIES FD INC COM

   24,955.70    22,611.39

MFC BLACKROCK DIVID ACHIEVERS TM TR COM

   7,830.83    6,879.07

MFC BLACKROCK ENHANCED CAPITAL & INCOME FUND INC

   3,155.05    3,565.53


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC BLACKROCK ENHANCED DIVID ACHIEVERS TR COM

   8,691.67    8,800.00

MFC BLACKROCK GLOBAL OPPORTUNITIES EQUITY TR COM

   62,473.67    58,824.40

MFC BLACKROCK INC OPPORTUNITY TR INC.

   28,436.96    26,795.83

MFC BLACKROCK LTD DURATION INCOME TR COMSHS

   15,985.19    19,170.98

MFC BLACKROCK MUNIYIELD INSD FD INC COM

   209.21    6,348.05

MFC BLACKROCK SR HIGH INCOME FD INC COM

   50,938.68    34,507.46

MFC BLDRS INDEX FDS TR DEVELOPED MKTS 100 ADR INDEX FD

   9,992.10    6,980.80

MFC BOULDER TOTAL RETURN FD INC COM

   1,847.45    1,908.00

MFC CALAMOS CONV & HIGH INCOME FD COM SHS

   60,433.64    59,109.81

MFC CALAMOS STRATEGIC TOTAL RETURN FD COM SH BEN INT

   4,053.95    4,379.60

MFC CEF BLACKROCK ENERGY & RESOURCES TRUST

   4,875.35    5,126.00

MFC CENTRAL EUROPE AND RUSSIA FD

   11,636.78    12,903.25

MFC CENTRAL FD CDA LTD CL A CLOSED-END FUND

   931,746.84    1,125,577.96

MFC CHILE FD INC COM CLOSED END FD

   5,024.95    5,101.50

MFC CHINA FD INC

   5,211.90    5,428.34

MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/ALPHASHARES CHINA SMALL CAP

   656,757.17    696,902.44

MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/BNY MELLON FRONTIER MKTS ETF

   11,978.95    13,946.00

MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/CLEAR GLOBAL TIMBER INDEX

   19,524.93    20,333.81

MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/SWM CANADIAN ENERGY INCOME

   1,752.96    1,844.57

MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/ZACKS INTL YIELD HOG INDEX ETF

   4,504.11    5,450.41

MFC CLAYMORE EXCHANGE-TRADED FD TR CLAYMORE/MAC GLOBAL SOLAR ENERGY

   12,565.80    13,324.99

MFC CLAYMORE EXCHANGE-TRADED FD TR CLAYMORE/RAYMOND JAMES SB-1 EQUITY

   3,429.95    3,301.00

MFC CLAYMORE EXCHANGE-TRADED FD TR SABRIENT INSIDER PORT

   50,225.08    62,158.09

MFC CLAYMORE EXCHANGE-TRADED FD TR 2 CLAYMORE/ALPHASHARES CHINA ALL-CAP ETF

   30,942.38    30,768.40

MFC CLAYMORE EXCHANGE-TRADED FD TR BNY BRAZIL RUSSIA INDIA & CHINA

   850,359.05    885,633.10

MFC CLAYMORE EXCHANGE-TRADED FD TR ZACKSSECTOR ROTATION PORT

   19,176.21    14,646.68

MFC CLAYMORE EXCHANGE-TRADED FD TR ZACKSYIELD HOG PORT

   26,403.57    30,898.94

MFC CLAYMORE S&P GLOBAL WTR ETF CLAYMORES&P GLOBAL WATER ETF

   41,656.10    38,682.00

MFC COHEN & STEERS DIVID MAJORS FD INC COM

   12,956.88    13,044.32

MFC COHEN & STEERS REIT & PFD INC FD INCCOM

   862.66    971.25

MFC COHEN & STEERS REIT & UTIL INC FD INC COM

   1,552.92    1,613.85

MFC CR SUISSE NASSAU BRH ELEMENTS LKD TOMLCX PRECIOUS METALS

   8,408.95    0.00

MFC CREDIT SUISSE ASSET MGMT INCOME FD INC COM

   65,155.18    69,699.93

MFC CREDIT SUISSE HIGH YIELD BD FD SH BEN INT

   2,034.05    2,163.76

MFC CURRENCYSHARES AUSTRALIAN DLR TR AUSTRALIAN DOLLAR SHS

   119,295.06    123,305.83

MFC CURRENCYSHARES CDN DLR TR CDN DOLLARSHS

   18,235.21    18,685.45

MFC CURRENCYSHARES JAPANESE YEN TR JAPANESE YEN SHS

   26,477.59    26,332.67

MFC CURRENCYSHARES MEXICAN PESO TR MEXICAN PESO SHS

   15,262.95    15,332.00

MFC DAILY FINL BEAR 3X SHS NEW

   933,965.75    893,896.58

MFC DAILY FINL BULL 3X SHS NEW

   648,181.88    671,691.93

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB BASE METALS SHORT

   1,555.97    1,072.00

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB CRUDE OIL DOUBLE

   8,512.68    8,697.00

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD DOUBLE LONG EXCH TRADED

   178,806.00    191,690.00

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD SHORT EXCH TRADED NTS

   1,821.55    1,996.00

MFC DEUTSCHE BK AG LONDON BRH DB COMMODITY DOUBLE LONG EXCHANGE

   10,748.95    12,540.00

MFC DIREXION SHS ETF TR DAILY 30 YR TREASURY BEAR 3X SHS

   15,293.90    13,650.00

MFC DIREXION SHS ETF TR DIREXION DAILY BEAR 3X SHS

   12,908.68    8,960.00

MFC DIREXION SHS ETF TR DIREXION DAILY EMERGING MKTS BEAR 3X SHS

   34,101.51    30,189.50

MFC DIREXION SHS ETF TR DIREXION DAILY EMERGING MKTS BULL 3X SHS

   180,325.95    179,020.17

MFC DIREXION SHS ETF TR DIREXION DAILY TECHNOLOGY BEAR 3X SHS

   25,206.44    11,362.13

MFC DIREXION SHS ETF TR ENERGY BEAR 3X SHS 3X SHS

   18,368.05    18,048.00

MFC DIREXION SHS ETF TR ENERGY BULL 3X SHS 3X SHS

   41,492.07    39,680.00

MFC DIREXION SHS ETF TR LARGE CAP BEAR 3X SHS 3X SHS

   203,726.82    165,947.60

MFC DIREXION SHS ETF TR LARGE CAP BULL 3X SHS 3X SHS

   57,827.09    58,512.10

MFC DIREXION SHS ETF TR SMALL CAP BEAR 3X SHS 3X SHS

   150,394.53    132,360.64

MFC DIREXION SHS ETF TR SMALL CAP BULL 3X SHS 3X SHS

   131,599.50    148,466.71

MFC DNP SELECT INC FD INC COM

   103,828.91    116,100.97

MFC DOW 30SM ENHANCED PREM & INCOME FD INC COM

   34,410.10    35,704.04

MFC DWS HIGH INCOME TR SHS DO NOT USE SEE SEC4-796561

   35,697.49    0.00

MFC DWS HIGH INCOME TRUST SHS NEW

   287.27    26,456.10

MFC DWS RREEF REAL ESTATE FD II INC COM

   9,330.00    1,086.09

MFC EATON VANCE ENHANCED EQTY INC FD II

   88,522.15    83,782.04

MFC EATON VANCE ENHANCED EQUITY INCOME FD COM

   12,124.47    10,127.28

MFC EATON VANCE RISK-MANAGED DIVERSIFIEDEQUITY INCOME FD COM

   3,603.81    3,427.96

MFC EATON VANCE SR FLOATING-RATE TR COM

   38,543.66    46,014.60

MFC EATON VANCE TAX-MANAGED BUY- WRITE OPPORTUNITIES FD COM

   3,628.95    3,762.50

MFC EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD COM

   439,000.66    348,207.61

MFC ETF FID NASDAQ COMP INDX TS

   11,393.74    18,361.47

MFC ETFS GOLD TR SH

   111,206.93    110,613.51

MFC ETFS SILVER TR SILVER SHS

   69,840.70    21,087.50


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC EVERGREEN INCOME ADVANTAGE FD COM SHS COM SHS

   7,604.95    4,755.00

MFC EVERGREEN MANAGED INC FD AUCTIO N MKT PFD SHS SER M7 TNT 4631157

   0.00    6,687.72

MFC EVERGREEN MULTI-SECTOR INC FD

   5,975.90    4,821.20

MFC EVERGREEN UTILS & HI INC FD COM

   30,111.42    34,597.23

MFC FIRST TR / FOUR CORNERS SR FLOATING RATE INCOME FD II COM

   35,775.41    25,189.75

MFC FIRST TR EXCHANGE-TRADED FD NASDAQ CLEAN EDGE GREEN ENERGY INDEX

   4,548.45    5,624.50

MFC FIRST TR ISE CHINDIA INDEX FD COM

   4,362.43    4,548.49

MFC FIRST TR ISE GLOBAL WIND ENERGY INDEX FD COM SHS

   10,012.29    4,956.60

MFC FIRST TR ISE REVERE NAT GAS INDEX FDCOM

   86,354.32    92,382.68

MFC FIRST TR MORNINGSTAR DIVID LEADERS INDEX FD SHS

   4,236.30    2,854.00

MFC FIRST TR NASDAQ-100 TECHNOLOGY INDEXFD SHS

   1,981.55    2,121.00

MFC FIRST TR STRATEGIC HIGH INCOME FD COM SHS

   9,541.11    4,468.25

MFC FLAHERTY & CRUMRINE / CLAYMORE TOTALRETURN FD INC COM

   14,155.45    0.00

MFC FORUM FDS AUXIER FOCUS FD INVS SHS

   9,589.55    11,156.63

MFC FRKLN UNVL TR SH BEN INT CLOSED END FD

   920.98    1,015.00

MFC GABELLI CONV & INC SECS FD INC COM

   25,314.64    17,267.42

MFC GLOBAL HI INC FD INC

   16,925.50    17,529.14

MFC GREENHAVEN CONTINUOUS COMMODITY INDEX FD UNIT BEN INT

   7,099.85    7,896.00

MFC GTR CHINA FD INC

   6,602.35    5,498.40

MFC HANCOCK JOHN INC SECS TR SH BEN INT

   43,172.22    53,800.00

MFC HANCOCK JOHN INVS TR

   9,103.45    9,135.00

MFC HANCOCK JOHN PATRIOT PREM DIVID FD II COM SH BEN INT

   8,083.06    11,112.56

MFC HSBC USA INC LKD TO S&P COMMODITY TRENDS INDICATOR

   5,504.85    5,548.80

MFC INDIA FD INC COM

   211,708.90    217,663.61

MFC ING CLARION GLOBAL REAL ESTATE INC FD

   88,535.38    61,682.32

MFC ING GLOBAL EQTY DIVID & PREM OPPTY FD COM

   57,471.32    55,554.58

MFC ING INTL HIGH DIVID EQUITY INCOME FDCOM

   23,349.58    26,168.25

MFC ING PRIME RATE TR AUCTION RATE PFD SER M

   0.00    121.30

MFC ING PRIME RATE TR SH BEN INT

   12,658.23    12,322.22

MFC ING RISK MANAGED NAT RES FD COM

   18,374.84    18,681.18

MFC IPATH DJ-UBS AGRICLTRE TOTAL RETURN SUB-INDEX ETN 10/22/37

   29,583.17    27,571.06

MFC IPATH DOW JONES-UBS COMMODITY INDEX TOTAL RETURN ETN 6/12/36

   138,887.82    128,597.18

MFC IPATH DOW JONES-UBS COPER SUBINDEX TOTAL RETURN ETN 10/22/37

   6,128.24    9,160.00

MFC IPATH DOW JONES-UBS LIVESTK SUBINDEXTOTAL RET ETN 10/22/37

   8,239.68    8,448.00

MFC ISHARES COMEX GOLD TR ISHARES

   299,485.65    316,204.65

MFC ISHARES DOW JONES US INDEX FUND

   126,859.52    132,824.22

MFC ISHARES IBOXX INVT GRADE GROUP BD FD

   513,085.68    533,267.37

MFC ISHARES INC MCSI BRIC INDEX FD

   20,445.39    20,632.50

MFC ISHARES INC MCSI ISRAEL CAPPED INDEXFD

   76,568.15    76,160.00

MFC ISHARES INC MSCI AUSTRALIA INDEX FD

   379,636.77    382,964.56

MFC ISHARES INC MSCI BRAZIL FREE INDEX FD

   1,973,972.13    2,135,481.53

MFC ISHARES INC MSCI CDA INDEX FD

   204,795.37    205,853.68

MFC ISHARES INC MSCI EMU INDEX FD

   3,088.91    2,456.98

MFC ISHARES INC MSCI GERMANY INDEX FD

   27,275.04    21,923.88

MFC ISHARES INC MSCI HONG KONG INDEX FD

   81,070.05    80,490.21

MFC ISHARES INC MSCI JAPAN INDEX FD

   102,661.51    86,489.17

MFC ISHARES INC MSCI MALAYSIA FREE INDEXFD

   45,202.15    46,801.36

MFC ISHARES INC MSCI PAC EX-JAPAN INDEX FD

   495,096.65    510,960.87

MFC ISHARES INC MSCI S KOREA INDEX FD

   69,661.85    78,729.77

MFC ISHARES INC MSCI SINGAPORE INDEX FD

   148,646.74    152,912.05

MFC ISHARES INC MSCI SPAIN INDEX FD

   15,383.92    14,412.00

MFC ISHARES INC MSCI SWEDEN INDEX FD

   8,536.28    8,389.50

MFC ISHARES INC MSCI SWITZ INDEX FD

   3,910.52    3,895.50

MFC ISHARES INC MSCI TAIWAN INDEX FD

   54,415.21    60,982.79

MFC ISHARES INC MSCI TURKEY INDEX FD

   5,216.13    5,390.00

MFC ISHARES INC MSCI UK INDEX FD

   2,812,143.53    2,722,199.40

MFC ISHARES S&P GSCI COMMODITY-IND

   22,017.12    18,073.76

MFC ISHARES S&P GSTI NETWORKING IN

   8,753.24    8,687.56

MFC ISHARES SILVER TR ISHARES

   10,952,842.32    11,555,997.77

MFC ISHARES TR BARCLAYS 1-3 YR CR BD FD

   98,279.82    98,762.00

MFC ISHARES TR BARCLAYS INTER CR BD FD LEHMAN INTER CR BD FD

   89,652.98    93,768.68

MFC ISHARES TR BARCLAYS TIPS BD FD

   2,236,440.52    2,279,946.17

MFC ISHARES TR COHEN & STEERS REALTY MAJORS INDEX FD CLOSE END

   14,648,654.10    15,177,881.79

MFC ISHARES TR DOW JONES SELECT DIVID INDEX FD

   327,926.41    302,253.04

MFC ISHARES TR DOW JONES TRANSN AVERAGE INDEX FD

   11,620,739.76    11,847,410.56

MFC ISHARES TR DOW JONES U S

   33,261.31    32,812.78

MFC ISHARES TR DOW JONES U S BASIC MATERIALS SECTOR

   129,532.53    137,067.91

MFC ISHARES TR DOW JONES U S CONSUMER GOODS SECTOR

   2,624.73    2,989.29

MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD

   61,349.90    58,362.89

MFC ISHARES TR DOW JONES U S FINL SECTORINDEX FD

   34,688.44    28,182.61


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC ISHARES TR DOW JONES U S FINL SVCS COMPOSITE

   22,512.37    24,706.60

MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR

   122,164.34    121,476.97

MFC ISHARES TR DOW JONES U S REAL ESTATEINDEX FD

   88,190.71    98,910.12

MFC ISHARES TR DOW JONES U S TECHNOLOGY SECTOR

   88,792.58    95,568.88

MFC ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD

   28,607.29    33,218.88

MFC ISHARES TR DOW JONES US BROKER-DEALERS INDEX

   14,704.38    12,967.93

MFC ISHARES TR DOW JONES US PHARMACEUTICALS INDEX FD

   12,653.07    13,838.40

MFC ISHARES TR DOW JONES US AEROSPACE & DEFENSE

   12,425.45    12,230.40

MFC ISHARES TR DOW JONES US HOME CONSTN INDEX FD

   23,062.29    22,486.47

MFC ISHARES TR DOW JONES US MEDICAL DEVICES INDEX

   17,947.54    20,888.22

MFC ISHARES TR DOW JONES US OIL & GAS EXPL &

   3,683.45    4,319.20

MFC ISHARES TR DOW JONES US OIL EQUIP & SVCS INDEX FD

   44,203.08    37,169.28

MFC ISHARES TR FTSE DEVELOPED SMALL CAP EX- NORTH

   7,485.17    5,460.07

MFC ISHARES TR FTSE EPRA/NAREIT DEVELOPED ASI A INDEX FD

   4,488.10    5,928.60

MFC ISHARES TR FTSE EPRA/NAREIT DEVELOPED REA L ESTATE EX-US INDEX FD

   4,503.29    5,812.92

MFC ISHARES TR FTSE NAREIT RESIDENTIAL INDEX FD

   1,881.95    3,093.60

MFC ISHARES TR FTSE XINHUA HK CHINA 25 INDEX FD

   9,153,452.03    8,704,650.69

MFC ISHARES TR IBOXX $ HIGH YIELD CORP BD FD

   170,221.96    178,437.82

MFC ISHARES TR JPMORGAN USD EMERGING MKTS BD FD

   1,649.59    1,628.48

MFC ISHARES TR LARGE CORE INDEX FD

   1,546.82    1,604.50

MFC ISHARES TR LARGE GROWTH INDEX FD

   52,682.13    47,589.67

MFC ISHARES TR LEHMAN AGENCY BOND FD

   26,574.19    26,354.65

MFC ISHARES TR MORNINGSTAR LARGE VALUE INDEX FD

   44,283.11    36,200.60

MFC ISHARES TR MORNINGSTAR SMALL CORE INDEX FD

   2,004.90    3,881.35

MFC ISHARES TR MORNINGSTAR SMALL GROWTH INDEX FD

   29,653.97    25,099.73

MFC ISHARES TR MORNINGSTAR SMALL VALUE INDEX FD

   27,501.07    24,772.07

MFC ISHARES TR MSCI ALL COUNTRY ASIA EX JAPAN INDEX FD

   32,989.29    33,426.00

MFC ISHARES TR MSCI EAFE GROWTH INDEX FD

   328,888.37    307,247.86

MFC ISHARES TR MSCI EAFE INDEX FD

   1,101,122.79    1,081,035.39

MFC ISHARES TR MSCI EAFE SMALL CAP INDEXFD

   42,593.59    51,444.65

MFC ISHARES TR MSCI EAFE VALUE INDEX FD

   485,676.05    432,732.86

MFC ISHARES TR MSCI EMERGING MKTS INDEX FD

   13,418,714.51    13,458,579.11

MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD

   912,201.35    905,888.31

MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD

   1,266,092.19    1,158,157.73

MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD

   1,128,768.89    1,076,289.28

MFC ISHARES TR RUSSELL 2000 INDEX FD

   335,748.56    371,581.44

MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD

   1,008,732.62    935,390.28

MFC ISHARES TR RUSSELL 3000 GROWTH INDEXFD

   11,867.83    19,435.20

MFC ISHARES TR RUSSELL 3000 INDEX FD

   24,684.30    25,108.65

MFC ISHARES TR RUSSELL 3000 VALUE INDEX FD 3000 VALUE INDEZ FUD

   39,211.72    53,563.76

MFC ISHARES TR RUSSELL MICROCAP INDEX FD

   33,446.09    25,564.65

MFC ISHARES TR RUSSELL MIDCAP GROWTH INDEX FD

   173,812.01    179,084.57

MFC ISHARES TR RUSSELL MIDCAP INDEX FD

   101,703.83    109,334.17

MFC ISHARES TR RUSSELL MIDCAP VALUE INDEX FD

   115,489.55    97,942.15

MFC ISHARES TR S & P

   22,411.07    22,651.79

MFC ISHARES TR S&P 100 INDEX FD

   19,914.23    19,603.89

MFC ISHARES TR S&P 1500 INDEX FD

   12,370.61    15,347.00

MFC ISHARES TR S&P 500 GROWTH INDEX FD

   162,703.11    169,249.32

MFC ISHARES TR S&P 500 INDEX FD

   668,188.30    674,071.74

MFC ISHARES TR S&P 500 VALUE INDEX FD

   128,384.83    124,908.63

MFC ISHARES TR S&P AGGRESSIVE ALLOCATIONFD

   10,978.32    15,434.55

MFC ISHARES TR S&P EUROPE 350 S&P EURO PLUS INDEX FD

   69,825.20    61,960.19

MFC ISHARES TR S&P GLOBAL CONSUMER STAPLES INDEX

   16,766.85    18,115.20

MFC ISHARES TR S&P GLOBAL ENERGY SECTOR INDEX FD

   76,263.36    77,037.90

MFC ISHARES TR S&P GLOBAL FINLS SECTOR INDEX FD

   11,303.38    11,352.30

MFC ISHARES TR S&P GLOBAL INFO TECHNOLOGY SECTOR

   29,198.72    34,212.31

MFC ISHARES TR S&P GLOBAL INFRASTRUCTUREINDEX FD

   32,834.86    33,398.40

MFC ISHARES TR S&P GLOBAL MATERIALS INDEX FD

   25,250.27    27,926.76

MFC ISHARES TR S&P GLOBAL UTILITIES INDEX FD

   14,417.43    14,397.00

MFC ISHARES TR S&P LATIN AMER 40 INDEX FD

   373,824.33    405,238.89

MFC ISHARES TR S&P MIDCAP 400 GROWTH INDEX FD GROWTH INDEX FD

   216,781.56    214,556.53

MFC ISHARES TR S&P MIDCAP 400 INDEX FD

   163,614.62    157,593.70

MFC ISHARES TR S&P MIDCAP 400 VALUE INDEX FD

   175,763.61    178,350.75

MFC ISHARES TR S&P SMALLCAP 600 GROWTH INDEX FD

   143,407.37    180,874.61

MFC ISHARES TR S&P SMALLCAP 600 INDEX FD

   260,859.14    298,716.48

MFC ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD

   192,574.84    179,449.38

MFC ISHARES TR S&P U S PFD STK INDEX FD

   218,435.15    239,762.82

MFC KAYNE ANDERSON ENERGY TOTAL RETURN FD INC COM

   10,205.95    9,240.00

MFC KOREA EQTY FD INC

   1,129.06    928.61

MFC KOREA FD INC COM NEW

   16,031.68    8,034.30


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC LATIN AMER DISCOVERY FD INC CLOSED END

   14,438.90    8,613.60

MFC LIBERTY ALL STAR EQUITY FD SH BEN INT

   4,746.86    4,961.38

MFC MACQUARIE / 1ST TR GLOBAL INFRASTRUCTU COM

   1,172.58    1,392.99

MFC MACQUARIE GLOBAL INFRASTRUCTURE TOTAL RETURN FD INC COM

   25,003.60    23,775.00

MFC MACQUARIE PWR & INFRASTRUCTURE INCOME FD TR UNIT TR UNIT

   4,859.55    5,828.10

MFC MACROSHARES 100 OIL UP TR UNIT

   137.00    0.00

MFC MACROSHARES MAJOR METRO HSG DOWN TR SHS

   111,968.95    74,700.00

MFC MARKET VECTORS ETF TR AGRIBUSINESS ETF

   157,501.01    178,991.41

MFC MARKET VECTORS ETF TR BRAZIL SM CAP ETF

   81,658.40    91,723.39

MFC MARKET VECTORS ETF TR COAL ETF

   593,490.06    668,360.69

MFC MARKET VECTORS ETF TR GLOBAL ALTERNATIVE ENERGY ETF

   58,756.80    48,153.95

MFC MARKET VECTORS ETF TR GOLD MINERS ETF FD

   1,508,976.31    1,480,909.57

MFC MARKET VECTORS ETF TR INDONESIA ETF

   2,526.95    2,486.80

MFC MARKET VECTORS ETF TR JR GOLD MINERSETF

   75,750.02    72,072.00

MFC MARKET VECTORS ETF TR LEHMAN BROS HIGH-YIELD MUN ETF

   4,226.95    4,551.00

MFC MARKET VECTORS ETF TR NUCLEAR ENERGYETF

   20,502.35    20,010.46

MFC MARKET VECTORS ETF TR RUSSIA ETF

   47,069.15    48,580.95

MFC MARKET VECTORS ETF TR RVE HARD ASSETS PRODUCERS ETF

   23,491.25    25,275.00

MFC MARKET VECTORS ETF TR SOLAR ENERGY ETF

   1,510.75    1,559.51

MFC MARKET VECTORS ETF TR STEEL ETF

   141,932.56    172,265.47

MFC MARKET VECTORS VIETNAM ETF

   15,715.82    0.00

MFC MFS INTER INC TR CLOSED END FD

   184,714.40    193,965.00

MFC MFS MULTIMARKET INCOME TR SH BEN INT

   66,682.51    76,997.04

MFC MLP & STRATEGY EQUITY FD INC COM

   21,019.35    22,954.52

MFC MORGAN STANLEY CHINA A SH FD INC COM

   5,835.34    4,862.35

MFC MORGAN STANLEY EMERGING MKTS DOMESTIC DEBT FD INC COM

   80,957.02    54,720.00

MFC MORGAN STANLEY MKT VECTORS CHINESE RENMINBI USD ETNS

   1,779.95    1,769.77

MFC MORGAN STANLEY QUAL MUN INC TR

   1,539.90    0.00

MFC NEUBERGER BERMAN HI YIELD STRATEGIESF COM

   838.97    13,649.16

MFC NEUBERGER BERMAN INCOME OPPORTUNITY FD INC COM SHS

   43,337.92    52,801.42

MFC NEUBERGER BERMAN REAL ESTATE SECS INCOME FD INC COM

   13,988.44    29,317.14

MFC NEW GERMANY FD INC COM

   494.95    394.41

MFC NEW ZEALAND DOLLAR FD

   52,143.95    1,134,765.00

MFC NFJ DIVID INT & PREM STRATEGY FD COMSHS

   21,871.11    25,759.84

MFC NICHOLAS-APPLEGATE CONV & INC FD

   13,779.80    14,541.96

MFC NICHOLAS-APPLEGATE CONV & INCOME FD II COM

   12,721.49    14,574.43

MFC NICHOLAS-APPLEGATE GLOBAL EQUITY & CONV INCOME FD COM

   9,231.33    17,187.05

MFC NICHOLAS-APPLEGATE INTL & PREM STRATEGY FD COM

   10,457.65    18,008.77

MFC NUVEEN CAL QUAL INC MUN FD INC COM

   8,997.86    8,142.47

MFC NUVEEN DIVID ADVANTAGE MUN FD

   107.78    101.79

MFC NUVEEN EQUITY PREM & GROWTH FD COM

   13,057.66    14,473.56

MFC NUVEEN FLOATING RATE INCOME OPPORTUNITY FD COM SHS

   29,820.36    32,616.36

MFC NUVEEN GLOBAL GOVT ENHANCED INCOME FD COM

   12,981.90    12,922.50

MFC NUVEEN MULTI-CURRENCY SHORT- TERM GOVT INCOME FD COM

   1,084.07    1,041.38

MFC NUVEEN MULTI-STATEY INC & GROWTH FD II

   29,850.34    24,634.33

MFC NUVEEN MULTI-STRATEGY INC & GROWTH FD

   42,249.19    29,844.44

MFC NUVEEN QUAL PFD INC FD

   4,933.65    2,615.03

MFC NUVEEN QUAL PFD INC FD 2

   17,255.09    16,542.80

MFC NUVEEN QUAL PFD INC FD 3 COM

   6,798.95    6,960.00

MFC OIL SVC HOLDRS TR OIL SVC HOLDRS DEPOSITARY RCPT

   264,142.52    213,984.00

MFC PARNASSUS INCOME TR FIXED INCOME FD

   23,146.95    24,156.15

MFC PCM FD INC

   36,217.88    23,167.60

MFC PENN WEST ENERGY TR TR UNIT

   478,134.56    566,825.60

MFC PIMCO FLOATING RATE INCOME FD COM

   16,070.24    13,836.90

MFC PIMCO GLOBAL STOCKSPLUS INCOME FD COM

   43,504.80    250,478.00

MFC PIMCO HIGH INCOME FD COM SHS

   15,487.68    18,385.41

MFC PIMCO MUN INCOME FD II COM

   215.33    165.01

MFC PIMCO STRATEGIC GLOBAL GOVT FD INC COM

   79,107.67    78,857.50

MFC PIONEER FLOATING RATE TR COM CORP PFD

   315.29    2.41

MFC POWERSHARES ASIA EX-JAPAN

   0.00    8,285.37

MFC POWERSHARES DB AGRICULTURE FUND

   194,279.65    200,729.65

MFC POWERSHARES DB COMMODITY INDEX TRACKING FD UNIT BEN INT

   337,667.19    345,653.87

MFC POWERSHARES DB G10 CURRENCY HARVEST FD COM UNIT BEN INT

   20,100.09    18,784.21

MFC POWERSHARES DB MULTI-SECTOR COMM TR PWR SH DB PRECIOUS METAL FDCOM

   173,926.55    214,789.29

MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR PWR SH DB ENERGY FD COM UIT

   30,458.66    22,682.35

MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BEARISH

   113,071.27    112,375.81

MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BULLISH

   311,514.55    312,742.68

MFC POWERSHARES EXCHANGE-TRADED FD TR

   16,325.85    19,005.61

MFC POWERSHARES EXCHANGE-TRADED FD TR

   196,480.25    162,968.51

MFC POWERSHARES EXCHANGE-TRADED FD TR AEROSPACE & DEFENSE PORT

   7,544.78    6,913.81


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BIOTECHNOLOGY & GENOME PORTFOLIO

   31,696.97    30,219.75

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BUYBACK ACHIEVERS PORT

   11,064.68    9,234.55

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CONSUMER STAPLES SECTOR

   39,277.90    40,088.75

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC ENERGY EXPL & PRODTN PORTFOLIO

   6,925.13    5,090.06

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC LARGE CAP GROWTH PORT

   51,124.75    43,159.50

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MARKET PORT

   10,904.04    7,910.18

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MEDIA PORTFOLIO

   5,573.75    5,820.00

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MID CAP VALUE PORT

   10,911.18    8,340.00

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC OIL SVC PORTFOLIO

   5,840.45    5,088.00

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC PHARMACEUTICALS PORTFOLIO

   3,607.88    3,800.96

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC RETAIL PORTFOLIO

   10,581.15    10,646.86

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SMALL CAP VALUE PORT

   1,651.09    1,351.46

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SOFTWARE PORTFOLIO

   14,357.58    15,595.50

MFC POWERSHARES EXCHANGE-TRADED FD TR FINL PFD PORTFOLIO

   51,398.26    53,040.00

MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1000 PORT

   154,388.05    167,331.75

MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1500 SMALL-MID PORTFOLIO

   44,562.08    67,351.20

MFC POWERSHARES EXCHANGE-TRADED FD TR GLOBAL LISTED PRIVATE EQUITY PORTFOLIO

   13,034.34    14,272.12

MFC POWERSHARES EXCHANGE-TRADED FD TR HIGH YIELD EQUITY DIVID ACHIEVERS

   568.80    785.95

MFC POWERSHARES EXCHANGE-TRADED FD TR INTL DIVID ACHIEVERS PORTFOLIO

   28,429.01    31,606.61

MFC POWERSHARES EXCHANGE-TRADED FD TR LUX NANOTECH PORTFOLIO

   3,501.09    3,147.00

MFC POWERSHARES EXCHANGE-TRADED FD TR VALUE LINE PORT

   11,379.31    7,889.23

MFC POWERSHARES EXCHANGE-TRADED FD TR WATER RES PORT

   112,825.24    96,131.62

MFC POWERSHARES EXCHANGE-TRADED FD TR WILDER HILL CLEAN ENERGY PORTFOLIO

   172,837.53    124,096.10

MFC POWERSHARES EXCHANGE-TRADED FD TR WILDERHILL PROGRESSIVE ENERGY PORTFOLIO

   1,135.45    1,177.02

MFC POWERSHARES EXCHANGE-TRADED FD TR ZACKS MICRO CAP PORTFOLIO

   10,227.73    5,880.00

MFC POWERSHARES EXCHANGE-TRADED FD TR IIGLOBAL NUCLEAR ENERGY PORTFOLIO

   5,155.75    5,610.00

MFC POWERSHARES EXCHANGE-TRADED FD TR IIGLOBAL WIND ENERGY PORTFOLIO

   7,941.58    7,733.81

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR AGGREGATE PFD PORTFOLIO

   31,405.57    32,382.03

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR EMERGING MARKETS SOVEREIGN

   12,752.09    12,765.00

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI DEV MARKETS EX U.S PORT

   91,953.53    78,180.90

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI EMERGING MARKETS PORT

   79,520.13    93,535.65

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL CLEAN ENERGY PORT

   36,414.72    20,825.00

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL WATER PORT

   5,180.95    5,448.00

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR HIGH YIELD USD BD PORTFOLIO

   40,813.79    43,813.79

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR S&P 500 BUYWRITE PORTFOLIO

   75,559.35    75,284.65

MFC POWERSHARES INDIA EXCHANGE TRADED FDTR POWER SHS INDIA PORT

   9,665.72    11,038.93

MFC POWERSHARES QQQ TR UNIT SER 1

   1,306,321.43    1,461,257.42

MFC PROSHARES TR II PROSHARES ULTRA SILVER

   11,153.03    9,545.50

MFC PROSHARES TR II PROSHARES ULTRA GOLD

   39,367.58    36,503.56

MFC PROSHARES TR II PROSHARES ULTRASHORTDJ UBS CRUDE OIL

   61,739.29    26,754.00

MFC PROSHARES TR II PROSHARES ULTRASHORTEURO

   79,265.35    82,523.10

MFC PROSHARES TR II PROSHARES ULTRASHORTGOLD

   32,937.82    32,602.50

MFC PROSHARES TR II PROSHARES ULTRASHORTSILVER

   34,894.39    25,387.00

MFC PROSHARES TR II PROSHARES ULTRASHORTYEN

   40,340.30    43,665.00

MFC PROSHARES TR PROSHARES SHORT MIDCAP400

   60,081.73    53,328.00

MFC PROSHARES TR PROSHARES SHORT RUSSELL2000

   24,241.36    23,046.40

MFC PROSHARES TR PROSHARES SHORT DOW30

   70,140.03    68,499.97

MFC PROSHARES TR PROSHARES SHORT FINLS

   11,219.48    11,100.00

MFC PROSHARES TR PROSHARES SHORT MSCI EMERGING MARKETS

   26,579.62    22,292.75

MFC PROSHARES TR PROSHARES SHORT OIL & GAS

   4,073.95    3,834.57

MFC PROSHARES TR PROSHARES SHORT QQQ

   52,365.48    45,224.65

MFC PROSHARES TR PROSHARES SHORT S&P500

   773,476.52    708,613.92

MFC PROSHARES TR PROSHARES ULTRA MIDCAP400

   73,015.56    97,304.46

MFC PROSHARES TR PROSHARES ULTRA RUSSELL1000 VALUE

   1,820.95    2,341.83

MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000

   30,462.90    34,601.71

MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000 VALUE

   31.74    18.81

MFC PROSHARES TR PROSHARES ULTRA SEMICONDUCTORS

   21,700.57    36,784.00

MFC PROSHARES TR PROSHARES ULTRA SMALLCAP600

   234,642.52    182,487.00

MFC PROSHARES TR PROSHARES ULTRA TECHNOLOGY

   47,468.44    68,176.50

MFC PROSHARES TR PROSHARES ULTRA BASIC MATERIALS

   54,532.45    58,014.00

MFC PROSHARES TR PROSHARES ULTRA DOW30

   154,341.96    169,598.45

MFC PROSHARES TR PROSHARES ULTRA FINLS

   608,625.34    619,033.26

MFC PROSHARES TR PROSHARES ULTRA HEALTH CARE

   18,303.78    24,980.00

MFC PROSHARES TR PROSHARES ULTRA OIL & GAS

   163,338.95    194,431.77

MFC PROSHARES TR PROSHARES ULTRA QQQ

   10,739,061.72    11,497,127.12

MFC PROSHARES TR PROSHARES ULTRA REAL ESTATE

   336,660.15    352,096.03

MFC PROSHARES TR PROSHARES ULTRA RUSSELLMIDCAP GROWTH

   33,361.78    45,956.61

MFC PROSHARES TR PROSHARES ULTRA S&P500

   13,139,159.23    13,506,521.93

MFC PROSHARES TR PROSHARES ULTRAPRO S&P500

   97,604.64    106,975.70

MFC PROSHARES TR PROSHARES ULTRAPRO SHORT S&P500

   497,019.81    232,256.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC PROSHARES TR PROSHARES ULTRASHORT 20+ YR TREAS

   426,506.37    426,723.40

MFC PROSHARES TR PROSHARES ULTRASHORT 7-10 YR TREAS

   37,093.79    37,758.00

MFC PROSHARES TR PROSHARES ULTRASHORT CONSUMER SERVICES

   17,412.76    11,298.00

MFC PROSHARES TR PROSHARES ULTRASHORT DOW30

   301,710.81    269,621.03

MFC PROSHARES TR PROSHARES ULTRASHORT FINL

   509,897.73    459,037.35

MFC PROSHARES TR PROSHARES ULTRASHORT FTSE/XINHUA CHINA 25

   122,061.56    117,048.89

MFC PROSHARES TR PROSHARES ULTRASHORT INDUSTRIALS

   6,394.39    4,864.00

MFC PROSHARES TR PROSHARES ULTRASHORT MIDCAP400

   6,287.60    5,527.50

MFC PROSHARES TR PROSHARES ULTRASHORT MSCI EAFE

   36,750.71    20,248.68

MFC PROSHARES TR PROSHARES ULTRASHORT QQQ

   748,241.85    677,993.93

MFC PROSHARES TR PROSHARES ULTRASHORT REAL ESTATE

   340,320.65    273,533.31

MFC PROSHARES TR PROSHARES ULTRASHORT RUSSELL MIDCAP GROWTH

   5,157.95    1,306.00

MFC PROSHARES TR PROSHARES ULTRASHORT RUSSELL1000 VALUE

   21,108.95    20,848.00

MFC PROSHARES TR PROSHARES ULTRASHORT S&P500

   2,292,675.53    2,159,921.20

MFC PROSHARES TR PROSHARES ULTRASHORT SMALLCAP600

   23,616.70    4,212.54

MFC PROSHARES TR PROSHARES ULTRASHORT TECHNOLOGY

   61,332.43    22,419.98

MFC PROSHARES TR SHORT 20+ YR TREASURY

   389,605.34    399,887.67

MFC PROSHARES TR ULTRASHORT BASIC MATERIALS PROSHARES

   38,622.65    37,356.00

MFC PROSHARES TR ULTRASHORT RUSSELL 2000 PROSHARES

   340,531.82    300,390.75

MFC PROSHARES ULTRA DJ AIG-CRUDE OIL

   248,097.30    250,366.60

MFC PROSHARES ULTRASHORT OIL & GAS

   65,673.93    58,018.11

MFC PUTNAM MASTER INTER INC TR SH BEN INT

   11,988.95    12,060.00

MFC PUTNAM MUN OPPORTUNITIES TR SH BEN INT

   373.77    351.36

MFC REGIONAL BK HOLDRS TR DEPOSITARY RCPT DEPOSITARY RCPT

   45,284.46    45,912.00

MFC ROYCE FOCUS TR INC

   21,294.44    15,825.00

MFC RYDEX ETF TR 2X S&P SELECT SECTOR

   9,530.74    5,454.00

MFC RYDEX ETF TR 2X S&P SELECT SECTOR ETF

   1,586.55    3,759.00

MFC RYDEX ETF TR INVERSE S&P 500 2X STRATEGY ETF

   84,141.91    57,845.76

MFC RYDEX ETF TR RUSSELL TOP 50 ETF FD

   4,698.32    4,179.50

MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE GROWTH

   13,212.33    13,379.10

MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE VALUE ETF

   3,684.43    2,811.20

MFC RYDEX ETF TR S&P 500 2X STRATEGY ETF

   108,238.42    107,646.00

MFC RYDEX ETF TR S&P 500 EQUAL WEIGHTED INDEX FD

   177,003.38    184,057.41

MFC SCHWAB STRATEGIC TR INTL EQUITY ETF

   61,719.65    163,340.17

MFC SCHWAB STRATEGIC TR US BROAD MKT ETF

   189,877.95    192,959.60

MFC SCHWAB STRATEGIC TR US LARGE-CAP ETF

   10,513.29    63,166.00

MFC SCHWAB STRATEGIC TR US SMALL-CAP ETF

   6,055.56    13,075.60

MFC SECTOR SPDR TR SHS BEN INT-HLTH CARE

   129,896.51    145,028.39

MFC SELECT SECTOR SPDR TR CONSUMER STAPLES

   50,505.32    54,606.66

MFC SELECT SECTOR SPDR TR ENERGY

   239,400.77    259,198.02

MFC SELECT SECTOR SPDR TR FINANCIAL

   306,772.50    344,567.72

MFC SELECT SECTOR SPDR TR SHS BEN INT-MATERIALS

   64,555.61    69,692.96

MFC SELECT SECTOR SPDR TR TECHNOLOGY

   331,507.34    400,201.05

MFC SELECT SECTOR SPDR TR UTILS

   150,158.45    151,166.60

MFC SPDR GOLD TR GOLD SHS

   14,443,380.35    16,178,914.08

MFC SPDR INDEX SHS FDS DJ EURO STOXX 50 ETF

   6,502.68    6,638.63

MFC SPDR INDEX SHS FDS DOW JONES INTL REAL ESTATE ETF

   419,029.79    327,912.55

MFC SPDR INDEX SHS FDS MSCI ACWI EX-US ETF

   4,413.30    3,309.82

MFC SPDR INDEX SHS FDS RUSSELL / NOMURA SMALL CAP JAPAN ETF

   16,128.30    13,020.00

MFC SPDR INDEX SHS FDS S&P BRIC 40 ETF

   61,315.74    56,987.39

MFC SPDR INDEX SHS FDS S&P CHINA ETF

   103,801.87    104,592.26

MFC SPDR INDEX SHS FDS S&P EMERGING EUROPE ETF

   14,758.27    15,775.76

MFC SPDR INDEX SHS FDS S&P EMERGING MIDDLE EAT & AFRICA

   31,680.18    31,194.50

MFC SPDR INDEX SHS FDS S&P EMERGING MKTSSM CAP ETF

   19,839.53    24,066.61

MFC SPDR INDEX SHS FDS S&P INTL DIVIDENDETF

   7,294.10    5,440.00

MFC SPDR INDEX SHS FDS S&P INTL SMALL CAP ETF

   42,897.59    32,856.43

MFC SPDR S&P METALS & MINING ETF

   61,763.34    71,720.30

MFC SPDR S&P PHARMACEUTICALS ETF

   17,326.95    19,040.00

MFC SPDR SER TR BARCLAYS CAP 1-3 T BILL ETF

   49,818.55    49,539.60

MFC SPDR SER TR BARCLAYS CAP AGGREGATE BD ETF

   37,750.23    27,657.12

MFC SPDR SER TR BARCLAYS CAP HIGH YIELD BD ETF

   124,566.78    138,045.19

MFC SPDR SER TR BARCLAYS CAP INTL TREAS BD ETF

   79,856.78    81,927.66

MFC SPDR SER TR BARCLAYS CAP TIPS ETF

   34,116.37    35,826.00

MFC SPDR SER TR DB INTL GOVT INFLATION- PROTECTED

   238,039.05    245,839.86

MFC SPDR SER TR DJ GLOBAL TITANS ETF

   21,989.15    17,661.26

MFC SPDR SER TR DOW JONES MID CAP ETF

   9,173.45    9,660.00

MFC SPDR SER TR DOW JONES SMALL CAP GROWTH ETF

   30,408.95    33,584.00

MFC SPDR SER TR DOW JONES SMALL CAP ETF

   97,380.99    0.00

MFC SPDR SER TR DOW JONES TOTAL MKT ETF

   15,037.14    16,062.12

MFC SPDR SER TR MORGAN STANLEY TECHNOLOGY ETF

   9,237.29    11,522.98


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC SPDR SER TR S&P BIOTECH ETF

   29,598.93    31,111.20

MFC SPDR SER TR S&P DIVID ETF

   72,835.44    79,221.86

MFC SPDR SER TR S&P HOMEBUILDERS ETF

   78,011.55    80,833.83

MFC SPDR SER TR S&P OIL & GAS EQUIP & SVCS ETF

   44,464.08    39,536.85

MFC SPDR SER TR S&P OIL & GAS EXPL & PRODTN ETF

   33,707.24    36,924.16

MFC SPDR SER TR S&P RETAIL ETF

   25,772.11    29,904.00

MFC SPDR SER TR SPDR BARCLAYS CAPITAL SHORT TE RM CORP BD ETF

   92,925.58    95,713.68

MFC SUNAMERICA FOCUSED ALPHA GROWTH FD INC COM

   1,116.77    1,381.76

MFC SWEDISH EXPT CR CORP ELEMENTS LKD ROGERS INTL

   961.02    1,176.00

MFC SWEDISH EXPT CR CORP ELEMENTS LKD TOROGERS INTL

   36,344.70    29,060.40

MFC SZO US POWERSHARES DB CRUDE SHORT POWERSHARES DB CRUDE OIL SHORT

   19,365.21    19,200.00

MFC TAIWAN FD INC COM

   29,217.14    25,940.20

MFC TDAX FDS INC TDAX INDEPENDENCE 2030 EXCHANGE

   2,548.29    1,885.00

MFC TEMPLETON DRAGON FD INC COM

   21,486.24    32,691.24

MFC TEMPLETON EMERGING MKTS INC FD DE

   31,814.75    40,519.23

MFC TEMPLETON GLOBAL INCOME FD

   102,938.22    105,127.00

MFC TEMPLETON RUSSIA & E EUROPEAN FD

   115,846.60    30,940.00

MFC TURKISH INVT FD INC COM

   5,516.40    7,460.46

MFC UNITED STATES OIL FUND LPUNITS

   753,766.37    813,017.44

MFC UNITED STS 12 MONTH OIL FD LP UNIT BEN INT

   140,361.73    104,144.04

MFC UTILITIES HOLDRS TR DEPOSITARY RCPT

   10,953.95    9,854.00

MFC VAN KAMPEN MUN TR COM

   4,789.31    5,216.00

MFC VAN KAMPEN SR INC TR

   381,551.72    256,317.25

MFC VANGUARD BD INDEX FDS VANGUARD INTERMEDIATE TERM BD ETF

   140,651.14    143,896.65

MFC VANGUARD BD INDEX FDS VANGUARD LONG TERM BD ETF

   16,121.35    15,363.91

MFC VANGUARD BD INDEX FDS VANGUARD SHORTTERM BD ETF

   172,758.24    172,883.45

MFC VANGUARD BD INDEX FDS VANGUARD TOTALBD MARKET ETF

   797,181.96    812,080.92

MFC VANGUARD CNSMR STAPLES EFT

   81,925.41    81,927.25

MFC VANGUARD ENERGY ETF

   175,979.95    192,447.97

MFC VANGUARD EUROPEAN ETF

   342,618.53    290,504.04

MFC VANGUARD EXTD MKT ETF

   43,298.32    39,743.99

MFC VANGUARD FINANCIALS ETF

   33,431.06    22,962.31

MFC VANGUARD GROWTH ETF

   79,971.31    91,731.08

MFC VANGUARD HLTH CARE ETF

   33,750.31    33,337.04

MFC VANGUARD INDEX TR MID-CAP GROWTH INDEX VIPER SHS

   40,343.26    34,524.88

MFC VANGUARD INDEX TR VANGUARD MID-CAP VALUE ETF

   35,556.61    35,496.00

MFC VANGUARD INFORMATION TECH ETF

   76,157.28    87,702.89

MFC VANGUARD INTL EQUITY INDEX FDS VANGUARD FTSE ALL WORLD EX US ETF

   461,633.09    506,617.28

MFC VANGUARD INTL EQUITY INDEX FDS FTSE ALL-WORLD EX USA SMALL CAP INDEX

   86,294.50    117,840.24

MFC VANGUARD INTL EQUITY INDEX FDS TOTALWORLD STK INDEX FD ETF SHS

   65,811.57    73,725.74

MFC VANGUARD LARGE-CAP ETF

   533,298.50    572,423.14

MFC VANGUARD MATERIALS ETF

   34,901.11    36,330.83

MFC VANGUARD MID-CAP ETF

   386,084.82    364,950.84

MFC VANGUARD PAC ETF

   254,267.45    228,965.41

MFC VANGUARD REIT ETF

   1,619,853.56    1,675,003.23

MFC VANGUARD SCOTTSDALE FDS VANGUARD SHORT-TERM COPORATE BOND INDEX FUND

   0.00    60,264.00

MFC VANGUARD SMALL-CAP ETF

   665,245.29    695,282.27

MFC VANGUARD SMALL-CAP GROWTH ETF

   76,042.57    81,972.99

MFC VANGUARD SMALL-CAP VALUE ETF

   560,259.40    497,231.33

MFC VANGUARD SPECIALIZED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION ETF

   60,356.02    67,595.32

MFC VANGUARD TAX-MANAGED INTL FD EUROPE PACIFIC ETF

   500,131.43    433,015.23

MFC VANGUARD TOTAL STK

   2,082,715.29    2,559,346.76

MFC VANGUARD UTILS ETF

   64,122.01    58,318.44

MFC VANGUARD VALUE ETF

   366,529.74    319,913.64

MFC VANGUARD WHITEHALL FDS HIGH DIVIDENDYIELD ETF SHS

   80,638.95    82,692.48

MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 ETF

   9,965.16    12,713.82

MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 VALUE ETF

   24,223.00    31,028.40

MFC WESTERN ASSET EMERGING MKTS DEBT FD INC COM

   30,141.21    32,156.83

MFC WESTERN ASSET GLOBAL HIGH INCOME FD INC COM

   68,783.14    74,366.54

MFC WESTERN ASSET GLOBAL PARTNERS INCOMEFD INC COM

   79,305.94    80,809.61

MFC WESTERN ASSET VAR RATE STRATEGIC FD INC COM

   875.40    1,201.90

MFC WISDOMTREE TR DREYFUS BRAZILIAN REALFD

   10,459.10    10,612.00

MFC WISDOMTREE TR DREYFUS CHINESE YUAN FD

   226,755.52    225,297.30

MFC WISDOMTREE TR DREYFUS EMERGING CURRENCY FD

   12,762.17    28,841.96

MFC WISDOMTREE TR EMERGING MKTS SMALLCAPDIVID FD

   8,167.67    7,031.57

MFC WISDOMTREE TR EUROPE SMALLCAP DIVID FD

   6,748.01    4,550.42

MFC WISDOMTREE TR EUROPE TOTAL DIVID FD

   4,437.95    4,482.00

MFC WISDOMTREE TR GLOBAL EQUITY INCOME FD

   5,001.85    5,023.13

MFC WISDOMTREE TR INDIA EARNINGS FD

   84,122.37    89,298.42

MFC WISDOMTREE TR INTL BASIC MATERIALS SECTOR FD

   6,419.98    4,838.72


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFC WISDOMTREE TR INTL ENERGY SECTOR FD

   14,750.60    13,644.80

MFC WISDOMTREE TR INTL FINANCIAL SECTOR FD

   10,088.91    15,264.00

MFC WISDOMTREE TR INTL MIDCAP DIVID FD

   11,987.67    10,941.90

MFC WISDOMTREE TR INTL REAL ESTATE SECTOR FD

   35,697.82    26,047.02

MFC WISDOMTREE TR INTL SMALLCAP DIVID FD

   435,964.76    387,381.21

MFC WISDOMTREE TR INTL UTILITIES SECTOR FD

   2,975.01    2,507.56

MFC WISDOMTREE TR PACIFIC EX-JAPAN EQUITY INCOME FD

   20,130.91    20,363.92

MFC WISDOMTREE TR PACIFIC EX-JAPAN TOTALDIVID FD

   13,122.63    13,200.00

MFC WISDOMTREE TR SMALLCAP DIVID FD

   5,939.92    5,219.22

MFC WORLD FDS INC NEW THIRD MILLENNIUM RUSSIA FD CL A

   13,011.45    7,438.32

MFO 1ST EAGLE FDS INC FORMERLY 1ST EAGL

   196,859.75    182,881.11

MFO 1ST EAGLE FUNDS OVERSEAS FD CL A

   905,900.36    931,110.38

MFO 1ST EAGLE SOGEN FDS INC GLOBAL FD CL

   910,451.12    901,879.99

MFO 1ST EAGLE SOGEN FDS INC GOLD FD

   552,673.88    590,597.75

MFO 1ST EAGLE SOGEN FDS INC U S VALUE FD CL A

   13,649.89    14,422.88

MFO 1ST SOURCE INCOME EQUITY FD

   115,036.06    510,387.99

MFO 3RD AVE TR REAL ESTATE VALUE FD

   157,780.31    130,864.78

MFO ABERDEEN FDS EQUITY LONG SHORT FD CLA

   18,628.56    19,047.62

MFO ABERDEEN FDS GLOBAL FINL SVC FD CL A

   23,199.30    19,236.99

MFO ABERDEEN FDS INTL EQUITY FD CL A

   32,006.76    24,811.65

MFO ABERDEEN FDS NATURAL RES FD CL A

   86,642.10    63,520.02

MFO ABERDEEN FDS NATURAL RES FD INSTL SVC CL

   47,825.57    32,044.94

MFO ABERDEEN FDS SMALL CAP FD CL A

   15,663.69    9,949.99

MFO ADVISORONE FDS AMERIGO FD CL N

   313,474.66    331,024.16

MFO ADVISORONE FDS CLERMONT FD CL N

   6,283.34    7,305.52

MFO ADVISORS INNER CIRCLE FD ACADIAN EMERGING MKTS INSTL CL

   71,958.29    58,506.95

MFO ADVISORS INNER CIRCLE FD CAMBIAR OPPORTUNITY INV CL

   67,394.42    56,870.05

MFO ADVISORS INNER CIRCLE FD CAMBIAR SMALL CAP FD INV CL

   49,000.00    49,343.45

MFO ADVISORS INNER CIRCLE FD EDGEWOOD GROWTH FD RETAIL CL

   19,491.36    18,986.25

MFO ADVISORS INNER CIRCLE FD II INC NEW CHAMPLAIN SMALL CO FD

   3,309.54    2,755.49

MFO ADVISORS SER TR AI FRANK FD

   4,427.99    3,772.46

MFO ADVISORS SER TR CHASE GROWTH FD MFO CHASE GROWTH FUND

   53,927.20    44,123.87

MFO AEGIS VALUE FD INC COM

   12,554.69    11,644.97

MFO AIG SER TR SUNAMERICA ALTERNATIVE

   27,725,706.26    30,853,166.21

MFO AIM CONSTELLATION FD OPEN END FD

   45,923.36    53,786.29

MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL

   8,185.15    11,536.52

MFO AIM EQUITY FDS CAP DEVELOPMENT FD CLA SHS

   44,149.35    31,661.71

MFO AIM INTL GROWTH FD CL A

   60,352.99    81,517.50

MFO AIM INVT FDS CHINA FD CL A

   11,852.82    12,095.69

MFO AIM INVT FDS DEVELOPING MARKETS FD CL Y

   14,699.75    20,548.03

MFO AIM INVT FDS GLOBAL HEALTH CARE FD INV CL

   19,052.47    15,462.20

MFO AIM INVT SECS FDS FORMERLY AIM PRIMERA DYNAMICS FD INV CL

   1,522.99    1,399.67

MFO AIM SECTOR FDS ENERGY FD CL A

   13,366.57    10,010.40

MFO AIM SECTOR FDS TECHNOLOGY FD INV CL

   10,962.20    5,354.21

MFO ALGER CHINA U S GROWTH FD ALGER CHINA US GROWTH FD CL A

   13,374.21    10,722.68

MFO ALGER FD CAP APPREC CL A

   10,000.00    15,353.67

MFO ALGER FDS II ALGER SPECTRA FD CL A

   39,703.39    59,485.17

MFO ALGER INSTL FD CAP APPREC INSTL PORTFOLIO CL I

   22,782.35    21,586.57

MFO ALGER INSTL FD MID CAP CL I

   13,050.87    9,015.37

MFO ALGER SMIDCAP GROWTH CL A

   12,082.17    10,738.78

MFO ALLIANCE BERNSTEIN GROWTH & INC FD CL A

   6,578.98    5,276.99

MFO ALLIANCE GLOBAL BD FD CL A

   64,033.88    71,885.54

MFO ALLIANCEBERNSTEIN INTL VALUE FD CL A

   10,421.96    8,155.74

MFO ALLIANCEBERNSTEIN SMALL/MID CAP VALUE FD CL A

   26,318.02    21,998.00

MFO ALLIANZ FDS NACM FLEX-CAP VALUE FD CL D

   6,041.38    3,078.93

MFO ALLIANZ FDS NFJ DIVID VALUE FD CL D

   230,358.59    168,755.68

MFO ALLIANZ FDS NFJ INTL VALUE FD CL D

   71,947.42    66,682.52

MFO ALLIANZ FDS NFJ LARGE CAP VALUE FD CL D

   99,452.04    60,446.09

MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD ADMIN CL

   0.00    11,406.03

MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD CL D

   20,929.46    25,524.18

MFO ALLIANZ FDS OCC GROWTH FD CL D

   63,061.14    77,072.22

MFO ALLIANZ FDS RCM GLOBAL SMALL-CAP FD CL D

   61,753.13    43,011.26

MFO ALLIANZ FDS RCM TECHNOLOGY FD CL D

   4,044.33    4,414.55

MFO ALLIANZ FDS RCM WELLNESS FD CL D

   15,159.01    16,456.33

MFO ALPINE CYCLICAL ADVANTAGE PPTY FD CLY

   15,133.02    6,952.01

MFO ALPINE EQUITY TR INTL REAL ESTATE EQUITY FD CL Y

   407,214.75    267,463.60

MFO ALPINE EQUITY TR RLTY INCOME & GROWTH FD CL Y

   112,284.06    90,535.86

MFO ALPINE SER TR DYNAMIC DIVIDEND FD

   61,554.92    26,726.63

MFO ALPINE SER TR DYNAMIC INNOVATORS FD

   52,000.00    36,882.33

MFO AMANA MUT FDS TR GROWTH FD

   1,206,765.75    1,249,299.10


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO AMANA MUT FDS TR INCOME FD

   1,204,068.61    1,220,879.80

MFO AMCAP FD INC CL A

   56,799.06    47,051.46

MFO AMCAP FD INC CL R-5

   186.17    167.82

MFO AMER BEACON INTL EQTY INV FD

   76,676.86    60,727.93

MFO AMER CENTURY QUANTITATIVE EQTY FDS EQTY GROWTH FD INV CL

   524,573.19    445,591.15

MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD

   84,893.37    69,788.67

MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV

   28,748.17    20,861.54

MFO AMER CENTY GLOBAL GOLD EQUITIES I

   150,801.90    198,177.18

MFO AMER CENTY GOVT INC TR BENHAM ADJ RATE GOVT SECS FD

   3,751.41    3,800.11

MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV

   306,674.75    345,223.91

MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV

   23,295.79    15,189.07

MFO AMER CENTY QUANTITATIVE EQTY FDS UTILS FD INV CL

   38,216.97    35,852.53

MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL DISCOVERY FD INV

   5,992.38    3,831.73

MFO AMERICAN BALANCED FD INC CL F-1

   8,779.01    7,505.17

MFO AMERICAN BALANCED FD INC CL R-5

   85,432.46    79,121.05

MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INV

   665,117.24    565,943.34

MFO AMERICAN CENTY CAP PORTFOLIOS INC MID CAP VALUE FD INV CL

   56,950.72    60,224.87

MFO AMERICAN CENTY GOVT INCOME TR INFLATION-ADJ BD FD INVS CL

   502,859.02    524,861.52

MFO AMERICAN CENTY INVT TR HIGH YIELD FDINVS CL

   41,968.00    42,404.36

MFO AMERICAN CENTY INVT TR INFLATION PROTECTION BD FD INV CL

   3,452.30    3,368.72

MFO AMERICAN CENTY MUT FDS INC CAPITAL VALUE FD INV SHS

   25,582.24    20,766.01

MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INSTL

   21,432.94    16,372.09

MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INV

   225,318.08    182,107.17

MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS SMALL CO FD INV CL

   4,142.93    2,795.96

MFO AMERICAN CENTY TARGET MATS TR TARGET2020 FD INVS CL

   24,389.78    24,805.87

MFO AMERICAN CENTY WORLD MUT FDS INC EMERGING MKTS FD INV

   112,381.18    112,544.40

MFO AMERICAN CENTY WORLD MUT FDS INC INTL STK FD INVESTOR CLASS

   4,660.45    4,543.96

MFO AMERICAN FDS INCOME SER U S GOVT SECS FD CL R-5

   40,766.20    43,078.68

MFO AMERICAN HIGH INCOME TR CL R-5

   173,704.76    169,780.38

MFO AMERISTOCK MUT FD INC COM

   43,581.13    36,873.03

MFO AMERN AADVANTAGE FDS LARGE CAP VALUEFD INSTL CL

   85,114.19    74,644.30

MFO AMERN AMCAP FD INC CL F

   10,135.56    14,512.51

MFO AMERN BEACON BALANCED INV FD

   5,994.67    5,294.88

MFO AMERN BEACON LARGE CAP VALUE INV FD

   459,209.97    395,165.02

MFO AMERN BEACON SMALL CAP VALUE INV FD

   37,715.62    35,546.52

MFO AMERN CAP WORLD GROWTH & INC FD CL F

   219,821.45    196,175.14

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT AGGRESSIVE INV CL

   5,058.76    4,774.99

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY AGGRESSIV INV CL

   6,491.84    5,429.15

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY CONSV INV CL

   10,200.95    10,906.76

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2025 PORTFOLIO INV CL

   28,540.30    34,781.38

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2035 PORTFOLIO INV CL

   5,075.40    4,659.81

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2045 PORTFOLIO INV CL

   10,120.79    10,247.68

MFO AMERN CENTY GOVT INC TR BENHAM

   60,248.20    59,450.16

MFO AMERN CENTY INTL BD FDS INTL BD FD INVS CL

   149,950.74    148,687.04

MFO AMERN CENTY STATEGIC AST ALLOCATIONSINC STRATEGIC ALLOCATION AGGRESSVE INV

   51,968.35    42,660.64

MFO AMERN CENTY TR TARGET MATS TR 2015 INVSCL CERT OF OWN EVID

   67,882.44    73,201.61

MFO AMERN CENTY ULTRA INV FD

   120,029.32    101,705.98

MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV

   56,412.77    47,186.13

MFO AMERN HI INC TR CL F

   109,206.76    120,497.14

MFO AMERN INVT CO OF AMER CL F

   39,686.01    46,687.60

MFO AMERN WA MUT INVESTORS CL F

   7,813.33    6,823.33

MFO AMIDEX FDS INC AMIDEX35 ISR MUT FD

   12,705.28    12,942.17

MFO ARBITRAGE FDS CL I

   17,440.02    17,202.50

MFO ARBITRAGE FDS CL R

   68,311.73    68,195.77

MFO ARIEL FUND

   253,784.88    273,553.78

MFO ARIEL GROWTH APPRECIATION FD

   126,475.88    118,304.52

MFO ARTIO GLOBAL HIGH INCOME-A

   99,621.63    167,726.94

MFO ARTIO GLOBAL INVT FDS GLOBAL HI INC FD CL I SEE SEC 3241776

   4,000.00    7,452.37

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDCL A

   76,202.56    1,081,790.23

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDII CL A

   22,765.73    132,970.21

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDII CL I

   31,427.10    38,177.71

MFO ARTISAN FDS INC ARTISAN OPPORTUNISTIC VALUE FD INV SHS

   55,523.19    45,349.48

MFO ARTISAN FDS INC GLOBAL VALUE FD INV SHS

   12,302.56    15,316.35

MFO ARTISAN FDS INC INTERNATIONAL VALUE FD INV SHS

   156,003.78    155,506.31

MFO ARTISAN FDS INC INTL FD INV SHS

   873,602.54    741,117.40

MFO ARTISAN FDS INC INTL SMALL CAP FD INVESTOR SHS

   35,389.92    36,671.65

MFO ARTISAN FDS INC MID CAP FD INV SHS

   73,315.75    66,229.85

MFO ARTISAN FDS INC MID CAP VALUE FD INVSHS

   304,159.56    336,594.19

MFO ARTISAN FDS INC SMALL CAP VALUE FD

   34,255.24    35,810.90

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y MONTAG & CALDWELL GROWTH FD CL N

   65,548.82    55,704.26


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y OPTIMUM MID CAP FD CL N

   25,409.61    24,720.74

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y TAMRO SMALL CAP FD CL N

   35,258.47    29,696.39

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y VEREDUS AGGRESSIVE GROWTH FD CL N

   7,385.34    4,545.32

MFO AVIEMORE FDS ETF MKT OPPORTUNITY FD

   10.76    12,864.43

MFO BARON AST FD SH BEN INT

   62,849.09    55,849.50

MFO BARON AST FD SMALL CAP FD

   1,673,490.16    1,869,132.19

MFO BARON AST GROWTH FD

   713,861.91    654,096.63

MFO BARON GROWTH FUND-INS

   0.00    37,265.27

MFO BARON INVT FDS TR IOPPORTUNITY FD RETAIL CL #580

   3,888.01    4,624.63

MFO BARON PARTNERS FD

   1,263,890.85    934,870.97

MFO BD FD AMER INC COM STK OPEN END FD

   89,767.36    80,751.86

MFO BERWYN FD INC

   10,780.09    10,691.89

MFO BERWYN FDS INCOME FD

   566,143.45    569,467.00

MFO BLACKROCK EQUITY DIVID FD CL A

   41,771.64    48,096.39

MFO BLACKROCK FDS HLTHSC OP A

   79,365.61    85,732.79

MFO BLACKROCK FDS II FOR ADDL ISSUES SEE09 LOW DURATION PORTFOLIO SVC CL

   18,369.68    18,280.34

MFO BLACKROCK FDS II FORMERLY BLACKROCK FDS INFLATION PROTECTED BD PORT INSTL CL

   0.00    17,400.11

MFO BLACKROCK FDS II U S OPPORTUNITIES PORTFOLIO CL A

   20,752.60    19,708.53

MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO INV A SHS

   15,197.56    15,248.60

MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO SVC SHS

   35,558.38    30,857.48

MFO BLACKROCK GLOBAL ALLOCATION FD INC CL A

   325,660.07    328,939.98

MFO BLACKROCK LIFEPATH 2030 INSTL

   12,605.19    10,081.06

MFO BLAIR WILLIAM FDS EMERGING MKTS GROWTH FD CL N

   351,239.80    250,298.78

MFO BLAIR WILLIAM FDS SMALL CAP GROWTH FD CL N

   208,897.07    172,962.04

MFO BOND FD AMER INC CL F-1

   11,320.39    10,900.57

MFO BOND FD AMER INC CL R-5

   264,906.28    248,088.19

MFO BOSTON CO SMALL CAP TAX-SENSIT IVE EQUITY FD CL 1

   19,077.94    15,422.70

MFO BRANDYWINE BLUE FD INC COM

   1,575,750.51    1,484,024.38

MFO BRANDYWINE FD INC COM OPEN END FD

   44,723.91    28,278.74

MFO BRIDGEWAY FD INC AGGRESSIVE INVESTORS 1 FD

   27,154.99    16,819.53

MFO BRIDGEWAY FD INC AGGRESSIVE INVS II

   149,272.50    101,251.38

MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD LARGE-CAP VALUE FD CL N

   7,417.97    18,937.69

MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD SMALL-CAP VALUE FD CL N

   78,861.44    62,285.20

MFO BRIDGEWAY FDS INC SMALL-CAP GROWTH FD CL N

   58,343.88    40,956.70

MFO BRIDGEWAY FDS INC ULTRA SMALL COMPANY MARKET FUND

   117,238.33    87,521.15

MFO BRIDGEWAY LARGE-CAP GROWTH FD

   20,410.13    25,614.12

MFO BROWN CAP MGMT SMALL CO FD

   174,756.06    205,483.12

MFO BRYCE CAP FDS VALUE FD

   10,407.61    5,852.36

MFO BUFFALO BALANCED FD INC COM

   3,306.90    3,215.01

MFO BUFFALO FDS MID CAP FD

   51,118.98    65,812.02

MFO BUFFALO FDS SCIENCE & TECHNOLOGY FD

   80,543.56    89,412.45

MFO BUFFALO HI YIELD FD INC COM

   42,477.77    45,689.12

MFO BUFFALO SMALL CAP FD INC COM

   503,262.28    556,067.35

MFO BUFFALO USA GLOBAL FD INC COM

   94,043.19    91,003.69

MFO CALAMOS GROWTH & INC FD CL A

   172,706.29    180,916.47

MFO CALAMOS INVT TR NEW GROWTH FD CL A #606

   532,486.22    461,666.46

MFO CALAMOS INVT TR NEW MARKET NEUTRAL INCOME FD CL A

   43,384.23    43,292.95

MFO CALAMOS INVT TR NEW VALUE FD CL A

   40.11    35.85

MFO CALDWELL & ORKIN MKT OPPORTUNITY FD

   149,124.28    142,116.19

MFO CALVERT FD INCOME PORTFOLIO CL A

   35,774.69    33,305.77

MFO CALVERT IMPACT FD INC GLOBAL ALTERNATIVE ENERGY FD CL A

   5,000.00    3,091.14

MFO CALVERT SHORT DURATION INCOME FD CL A

   116,745.17    116,603.11

MFO CAP INC BLDR FD SH BEN INT OPEN END FD

   65,825.55    51,367.92

MFO CAP WORLD GROWTH & INC FD INC OPEN END FD

   71,660.12    55,286.89

MFO CAPITAL INCOME BLDR INC CL F-1 AMERICAN CAPITAL INCOME BLDR FD

   436,634.00    355,908.42

MFO CAPITAL INCOME BLDR INC CL R-5

   837,824.14    746,518.85

MFO CAPITAL WORLD BD FD CL F-1

   6,999.38    7,086.08

MFO CAPITAL WORLD BD FD CL R-5

   93,931.07    95,673.17

MFO CAPITAL WORLD GROWTH & INCOME FD CL F-2 SHS

   25,751.64    35,376.58

MFO CAUSEWAY CAP MGMT TR INTL VALUE FD INV CL

   89,237.29    65,932.45

MFO CAUSEWAY EMERGING MKTS FD INV CLASS

   25,061.35    18,477.00

MFO CENTURY CAP MGMT TR SMALL CAP SELECTFD INV SHS

   22,378.52    16,752.43

MFO CGM FOCUS FD

   5,184,543.65    3,783,657.98

MFO CGM TR RLTY FD

   982,396.37    774,864.21

MFO CL R-5 AMERN CAP WORLD GROWTH & INCOME FD

   101,234.64    85,211.21

MFO CLIPPER FD INC COM OPEN END FD

   66,236.64    51,400.59

MFO COHEN & STEERS ASIA PAC RLTY SHS INCCL A

   12,371.14    7,544.86

MFO COHEN & STEERS DIVID VALUE FD INC FORMER CL A SHS

   4,771.13    5,784.87

MFO COHEN & STEERS INSTL GLOBAL RLTY SHSINC COM

   64,832.31    47,098.84

MFO COHEN & STEERS INTL RLTY FD INC CL A

   2,563.26    1,696.02


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

MFO COHEN & STEERS INTL RLTY FD INC CL I

   13,693.76      8,546.95

MFO COHEN & STEERS RLTY INC FD INC NEW FO CL A

   12,248.92      7,151.28

MFO COHEN & STEERS RLTY SHS INC COM

   886,300.43      657,469.14

MFO COHEN & STEERS UTIL FD INC CL A SHS

   7,092.93      6,508.85

MFO COLUMBIA ACORN TR FD CL Z FUND CL Z

   302,588.83      291,171.48

MFO COLUMBIA ACORN TR INTL CL Z DO NOTUSE SEE 2006447

   3,394.29      76,720.05

MFO COLUMBIA ACORN TR SELECT CL Z

   235,753.99      255,046.01

MFO COLUMBIA ACORN TR USA CL Z

   3,692.53      3,688.97

MFO COLUMBIA FDS SER TR I EMERGING MKTS FD CL Z

   442,993.38      368,951.80

MFO COLUMBIA FDS SER TR I ENERGY & NAT RES FD CL Z

   426,349.37      346,667.17

MFO COLUMBIA FDS SER TR I FORMERLY COLUMBIA STRATEGIC INC FD CL Z

   27,302.45      27,256.49

MFO COLUMBIA FDS SER TR I MID CAP GROWTHFD CL Z

   5,000.00      5,216.19

MFO COLUMBIA FDS SER TR I SELECT LARGE CAP GROWTH FD CL Z

   264,763.14      281,481.67

MFO COLUMBIA FDS SER TR I SELECT SMALL CAP FD CL Z

   86,592.14      68,981.97

MFO COLUMBIA FDS SER TR I TECHNOLOGY FD CL Z

   159,425.40      130,532.27

MFO COLUMBIA FDS SER TR I VALUE & RESTRUCTURING FD CL Z

   1,925,881.80      1,729,501.58

MFO COLUMBIA FDS SER TR MARSICO 21ST CENTURY FD CL Z

   270,531.90      210,957.76

MFO COLUMBIA FDS SER TR MARSICO GROWTH FD CL A

   12,220.89      13,444.13

MFO COLUMBIA FDS SER TR MARSICO GROWTH FD CL Z

   156,138.80      149,413.99

MFO COLUMBIA FDS SER TR MARSICO INTL OPPORTUNITIES FD CL Z

   62,771.13      46,644.38

MFO COLUMBIA FDS SER TR MID CAP INDEX FDCL Z

   5,057.77      5,227.76

MFO COLUMBIA FDS SER TR MID CAP VALUE FDCL Z

   245,815.22      193,111.85

MFO COMMODITY REAL RETURN STRATEGY FD INSTL

   5,518.77      6,456.99

MFO CONSTELLATION FDS CIP SHORT DURATIONFXD INC FD

   1,289.84      1,273.06

MFO CONSTELLATION FDS CIP ULTRA SHORT DURATION FXD INC FD

   105,163.53      101,569.42

MFO CONSTELLATION FDS TIP HEALTHCARE & BIOTECHNOLOGY FD CL II

   2,964.62      2,450.96

MFO COVENTRY GROUP 1ST SOURCE MONOGRAMINCOME EQUITY FD DO NOT USE

   7,884.34      0.00

MFO CRM MID CAP VALUE INV SH

   317,084.75      289,443.36

MFO CROFT FDS CORP CROFT-LEOMINSTER VALUE FD

   123,603.43      145,086.48

MFO CULLEN FDS TR HIGH DIVIDEND EQUITY FD

   15,094.29      15,195.31

MFO CULLEN FDS TR INTL HIGH DIVIDEND FD RETAIL CL

   39,345.04      27,409.43

MFO CULLEN FDS TR VALUE FD

   102,781.33      90,141.22

MFO DAVIS N.Y VENTURE FD INC CL A

   644,706.45      550,453.14

MFO DELAWARE POOLED TR DIVERSIFIED INCOME FD CL A

   18,637.24      19,168.43

MFO DEUTSCHE BK AG LONDON BRH POWERSHARES DB BASE METALS DOUBLE

   10,325.56      14,128.00

MFO DFA EMERGING MARKETS VALUE

   89,272.95      82,794.44

MFO DFA GLOBAL BD FD OPEN END FD

   180,125.87      181,128.54

MFO DFA INTL SMALL CO PORTFOLIO FD

   104,719.28      101,004.43

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS CORE EQUITY PORT

   215,788.81      271,065.79

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS PORTFOLIO

   30,663.25      38,595.79

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS SMALL CAP PORTFOLIO

   109,353.39      117,703.96

MFO DFA INVT DIMENSIONS GROUP INC GLOBALREAL ESTATE SECS PORTFOLIO

   79,124.77      80,136.37

MFO DFA INVT DIMENSIONS GROUP INC LWAS/DFA INTL HIGH BOOK TO MKT PORTFOLIO

   33,968.45      23,755.29

MFO DFA INVT DIMENSIONS GROUP INC ASIA PACIFIC RIM SMALL CO PORT

   53,981.86      45,627.29

MFO DFA INVT DIMENSIONS GROUP INC FIVE YR GOVT PORTFOLIO

   71,922.93      71,414.30

MFO DFA INVT DIMENSIONS GROUP INC FXD INCOME PORTFOLIO

   105,835.55      105,618.01

MFO DFA INVT DIMENSIONS GROUP INC INTER GOVT BD PORTFOLIO

   111,303.59      117,061.48

MFO DFA INVT DIMENSIONS GROUP INC INTL CORE EQUITY PORTFOLIO

   527,163.50      476,370.59

MFO DFA INVT DIMENSIONS GROUP INC INTL REAL ESTATE SECS PORT

   107,939.22      71,202.20

MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO

   213,999.86      177,215.96

MFO DFA INVT DIMENSIONS GROUP INC INTL VECTOR EQUITY PORTFOLIO

   56,745.40      66,120.15

MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO

   451,590.87      438,259.44

MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP INTL PORTFOLIO

   48,432.93      47,643.47

MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO

   265,933.34      195,607.26

MFO DFA INVT DIMENSIONS GROUP INC SHORT TERM EXTENDED QUALITY PORT

   5,139.80      5,354.61

MFO DFA INVT DIMENSIONS GROUP INC TWO YRGLOBAL FXD INCOME PORTFOLIO

   211,438.22      208,687.49

MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 1 PORT

   33,270.91      27,419.92

MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 2 PORT

   431,674.54      369,811.77

MFO DFA INVT DIMENSIONS GROUP INC U S LARGE CO PORTFOLIO

   349,561.92      313,059.85

MFO DFA INVT DIMENSIONS GROUP INC U S MICRO CAP PORTFOLIO

   163,735.08      120,680.85

MFO DFA INVT DIMENSIONS GROUP INC U S TARGETED VALUE PORTFOLIO

   35,950.24      41,803.54

MFO DFA INVT DIMENSIONS GROUP INC U S VECTOR EQUITY PORT

   197,156.13      234,152.12

MFO DFA U.S SMALL CAP VALUE PORTFOLIO

   317,603.56      259,449.85

MFO DFA US SMALL CAP PORTFOLIO

   165,056.42      137,552.18

MFO DIAMOND HILL FDS FINL LONG-SHORT FD CL A

   (286.39   0.00

MFO DIAMOND HILL FDS LARGE CAP FD CL A

   28,356.09      24,416.76

MFO DIAMOND HILL FDS LONG-SHORT FD

   122,563.97      114,952.13

MFO DIAMOND HILL FDS SMALL CAP FD

   31,220.29      29,012.24

MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO

   219,099.73      221,975.62

MFO DIMENSIONAL INVT GROUP INC DFA INTL VALUE PORTFOLIO III

   23,102.98      17,445.95


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO DIMENSIONAL INVT GROUP INC LWAS/DFA TWO YR FXD INCOME PORTFOLIO

   34,326.92    34,528.29

MFO DIMENSIONAL INVT GROUP INC LWAS/DFA U S HIGH BOOK TO MKT PORTFOLIO

   27,659.76    23,953.98

MFO DIMENSIONAL INVT GROUP INC US LARGE CAP VALUE PORTFOLIO III

   58,348.16    42,833.57

MFO DIREXION FDS COMMODITY TRENDS STRATEGY FD INV CL

   40,522.34    38,215.57

MFO DIREXION FDS MONTHLY 10 YR NOTE BULL2X FD

   106,469.23    91,916.51

MFO DIREXION FDS MONTHLY COMMODITY BULL 2X FD

   3,138.67    4,630.04

MFO DIREXION FDS MONTHLY EMERGING MKTS BULL 2X FD

   25,807.29    31,628.93

MFO DIREXION FDS MONTHLY LATIN AMERN BULL 2X FD INV CL

   5,491.95    6,604.21

MFO DIREXION FDS MONTHLY S&P 500 BULL 2XFD INV CL

   3,540.00    4,167.95

MFO DIREXION FDS MONTHLY SMALL CAP BULL 2X FD

   3,535.00    4,104.23

MFO DODGE & COX BALANCED FD COM

   180,670.37    161,119.01

MFO DODGE & COX FDS GLOBAL STK FD

   45,076.49    61,771.96

MFO DODGE & COX INC FD

   1,174,876.38    1,210,402.28

MFO DODGE & COX INTL STK FD

   4,122,044.78    3,473,163.45

MFO DODGE & COX STOCK FD OPEN END FD

   1,128,751.24    1,016,955.17

MFO DOMINI SOCIAL INVT TR PACASIA SOCIALEQUITY FD INV SH

   25,759.99    24,185.95

MFO DREMAN CONTRARIAN FDS CONTRARIAN SMALL CAP VALUE FD RETAIL CL

   45,110.51    44,967.15

MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD CL R

   23,304.10    23,228.03

MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD INV SHS

   204,274.26    207,645.22

MFO DREYFUS APPRECIATION FD INC

   21,168.66    17,513.23

MFO DREYFUS EMERGING ASIA FD CL A

   5,000.00    5,966.21

MFO DREYFUS EMERGING MKTS FD CL A

   50,617.71    57,094.91

MFO DREYFUS GNMA FD INC COM

   10,256.23    10,730.54

MFO DREYFUS GREATER CHINA FD CL A

   33,600.23    33,741.16

MFO DREYFUS GROWTH & VALUE FDS INC SMALLCO VALUE FD

   249,597.58    299,426.10

MFO DREYFUS INDEX FDS INTL STK FD

   72,846.72    59,004.04

MFO DREYFUS INDEX FDS S&P 500 INDEX FD

   157,906.92    179,695.03

MFO DREYFUS INDEX FDS SMALL CAP STK FD

   271,622.42    283,562.47

MFO DREYFUS INVT GRADE FDS INC FORMERLY DRE INFLATION ADJ SECS FD INV SHS

   6,000.00    6,653.24

MFO DREYFUS MIDCAP INDEX FD

   36,001.99    51,841.55

MFO DREYFUS MIDCAP VALUE FD CL A

   5,013.34    5,296.17

MFO DREYFUS THIRD CENTY FD INC CL Z

   377.02    359.26

MFO DRIEHAUS MUT FDS EMERGING MKTS GROWTH FD

   835,101.39    723,736.17

MFO DRIEHAUS MUT FDS INTERNATIONAL DISCOVERY FD

   171,357.65    139,736.45

MFO DRIEHAUS MUT FDS INTL SMALL CAP GROWTH FD

   18,906.51    15,708.72

MFO DRYDEN HIGH YIELD FD INC CL A

   88.86    0.00

MFO DWS EQUITY TR ALTERNATIVE ASSET ALLOCATION PLUS FD

   12,946.15    13,620.46

MFO DWS GLOBAL / INTL FD INC EMERGING MKTS FIXED INCOME FD CL S

   8,906.84    7,610.68

MFO DWS GLOBAL / INTL FD INC GLOBAL THEMATIC FD CL A

   28,258.33    34,823.02

MFO DWS GLOBAL / INTL FD INC GLOBAL THEMATIC FD CL S

   8,593.49    5,794.91

MFO DWS INTL FD INC EMERGING MKTS EQTY FD CL A

   80,461.61    94,349.29

MFO DWS INVESTMENT TRUST CAP GROWTH FD CL S

   14,724.61    18,654.03

MFO DWS INVESTMENT TRUST CAP GROWTH FD INSTL CL

   75,701.09    69,551.18

MFO DWS VALUE SER INC SMALL CAP VALUE FDCL A

   7,112.65    6,833.43

MFO EAGLE MID CAP STK FD MID CAP STK FD CL A (HMCAX US)

   0.00    10,306.03

MFO EATON VANCE GROWTH TR WORLDWIDE HLTHSCIENCES FD CL A

   4,760.78    4,648.49

MFO EATON VANCE MUT FDS TR FLTG RATE & HIGH INCOME FD ADVISERS

   10,937.00    9,442.51

MFO EATON VANCE MUT FDS TR FLTG RATE FD ADVISERS CL

   5,110.99    5,396.26

MFO EATON VANCE MUT FDS TR STRATEGIC INCFD CL A

   141,706.95    151,463.74

MFO EATON VANCE SPL INVT TR DIVIDEND BUILDER FD CL A

   72,682.86    51,310.62

MFO EATON VANCE SPL INVT TR GREATER INDIA FD CL A

   61,128.52    56,558.18

MFO EATON VANCE SPL INVT TR LARGE CAP VALUE FD CL I

   28,542.20    24,923.35

MFO EATON VANCE SPL INVT TR LARGE-CAP VALUE FD CL A

   1,531.41    1,222.22

MFO EATON VANCE SPL INVT TR SMALL-CAP A

   21,615.55    20,586.54

MFO EATON VANCE SPL INVT TR SPL EQUITIESFD CL A

   25,000.00    20,701.87

MFO ENERVEST DIVERSIFIED INC TR

   20,452.85    29,120.50

MFO EURO PAC GROWTH FD (FOR NTSI USE ONLY)DO NOT USE SEE 2310500

   1,800.00    0.00

MFO EUROPACIFIC GROWTH FD CL F-1

   1,217,466.75    1,182,707.34

MFO EUROPACIFIC GROWTH FD CL R-5

   235,106.38    202,203.15

MFO EUROPACIFIC GROWTH FD OPEN END FD

   45,755.81    39,911.21

MFO EUROPACIFIC GROWTH FD SHS CL F-2

   78,538.38    85,665.45

MFO EVERGREEN GLOBAL OPPORTUNITIES FD CLA

   847.44    1,085.94

MFO EVERGREEN INTL TR INTRINSIC WORLD EQUITY FUND CL A

   40,797.36    25,151.90

MFO FAIRHOLME FDS INC COM

   6,153,444.89    6,653,791.77

MFO FBR FDS GAS UTIL INDEX FD INV CL

   10,043.90    10,789.45

MFO FBR FDS SMALL CAP FINL FD INV CL

   189,206.37    193,172.37

MFO FBR FOCUS FD

   252,453.45    248,872.40

MFO FEDERATED EQUITY FDS KAUFMAN SMALL CAP FD CL A

   10,352.96    8,563.71

MFO FEDERATED EQUITY FDS KAUFMANN FD CL A SHS

   6,996.22    7,031.39

MFO FEDERATED EQUITY FDS KAUFMANN FD CL K SHS

   84,918.59    67,488.37


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO FEDERATED EQUITY FDS PRUDENT BEAR FDCL A SHS

   820,922.19    660,467.35

MFO FEDERATED GNMA TR

   602.80    50,741.41

MFO FEDERATED INCOME SECS TR SHORT-TERM INCOME FD INSTL SHS

   52,308.47    53,041.77

MFO FEDERATED INCOME TR SH BEN INT INSTLSH

   662,623.15    668,692.91

MFO FEDERATED TOTAL RETURN SERS INC TOTAL RETURN BD FD INSTL SVC

   127,984.78    128,879.58

MFO FEDERATED U S GOVT BD FD SH BEN INT

   15,616.19    13,944.58

MFO FEDT EQTY FDS CAP APPREAC FD CL A

   82,561.61    88,430.74

MFO FID ADVISOR HI INC ADVANTAGE I

   5,501.93    5,506.26

MFO FID ADVISOR HI INC ADVANTAGE T

   9,336.91    7,965.04

MFO FID CAP & INC FD SH BEN INT

   71,432.03    72,084.09

MFO FID CHINA REGION FD

   65,623.12    69,348.15

MFO FID DIVERSIFIED INTL FD OPEN END FD

   184,737.92    200,426.63

MFO FID EQTY INC FD SH BEN INT

   84,073.30    74,790.71

MFO FID FINL TR CONV SEC FD

   239,558.45    242,473.68

MFO FID FXD INC TR INFLATION-PROTECTED BD FD

   32,026.04    32,573.58

MFO FID FXD INC TR SPARTAN HI INC FD

   10,646.44    13,447.81

MFO FID GINNIE MAE FD

   69,144.48    70,933.53

MFO FID INDEPENDENCE FD

   120,703.60    91,024.54

MFO FID INVT TR EMERGING MKTS FD

   82,034.47    63,305.81

MFO FID INVT TR EUROPE CAP APRRECIATION FD

   15,817.53    10,736.16

MFO FID MID CAP STK FD

   18,298.00    17,336.23

MFO FID SELECT AMER GOLD PORTFOLIO FD OPEN END FD

   157,407.87    187,987.81

MFO FID SELECT COM EQPMT

   138,113.65    164,525.66

MFO FID SELECT MATERIALS

   14,202.34    13,917.08

MFO FID SELECT MATERIALS

   51,633.86    48,988.96

MFO FID SELECT PORTFOLIOS CHEMS PORTFOLIO

   11,747.62    9,881.11

MFO FID SELECT PORTFOLIOS COMPUTERS PORTFOLIO

   10,780.00    11,155.83

MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO

   26,170.84    18,759.22

MFO FIDELITY ADV GLOB COMM ST

   0.00    25,559.58

MFO FIDELITY ADVISOR SER I LEVERAGED CO STOCK FD INSTL CL

   74,510.23    52,701.02

MFO FIDELITY ADVISOR SER I SMALL CAP FUND INSTL CL

   26,000.00    39,180.83

MFO FIDELITY ADVISOR SER VII UTILS FD INSTL CL

   18,690.52    13,759.54

MFO FIDELITY ADVISOR SER VIII EMERGING MARKETS FD INSTL CL

   41,821.36    29,192.09

MFO FIDELITY ADVISOR SERIES II HIGH INCOME FD CL INSTL CL

   325.15    5,594.59

MFO FIDELITY BALANCED FD OPEN END FD

   66,695.00    58,288.65

MFO FIDELITY CAP TR FOCUSED STK FD

   39,002.51    54,583.21

MFO FIDELITY COMWLTH TR ADVISOR STRATEGIC REAL RETURN FD INSTL

   22,062.55    19,789.31

MFO FIDELITY COMWLTH TR LARGE CAP STK FD

   148,776.15    155,757.93

MFO FIDELITY COMWLTH TR STRATEGIC REAL RETURN FD

   79,835.31    74,179.50

MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD FIDELITY

   108,107.35    135,620.77

MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD INV CL

   100,989.89    92,595.28

MFO FIDELITY CONCORD STR TR SPARTAN INTLINDEX FD INV CL

   89,636.37    94,302.04

MFO FIDELITY CONCORD STR TR SPARTAN INTLMKT INDEX FD FIDELITY

   130,735.22    158,477.60

MFO FIDELITY CONTRAFUND ADVISOR NEW INSIGHTS FD INSTL CL

   237,707.95    219,452.04

MFO FIDELITY CONTRAFUND INC OPEN END FD

   1,178,275.80    1,118,717.76

MFO FIDELITY DVD GROWTH FD OPEN END FD

   38,748.64    48,641.28

MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD

   64,691.20    58,749.32

MFO FIDELITY GROWTH COMPANY FUND

   278,285.36    374,318.45

MFO FIDELITY HASTINGS STR TR FIFTY FD

   4,003.26    3,201.56

MFO FIDELITY HASTINGS STR TR GROWTH DISCOVERY FD

   68,668.84    58,201.55

MFO FIDELITY HASTINGS STR TR MEGA CAP STOCK FD

   54,422.60    51,367.57

MFO FIDELITY INVT TR CDA FD

   259,901.24    243,325.58

MFO FIDELITY INVT TR INTL DISCOVERY FD

   297,044.67    237,583.41

MFO FIDELITY INVT TR INTL SMALL CAP

   55,445.18    29,344.38

MFO FIDELITY INVT TR NEW MKTS INCOME FD

   95,280.85    94,523.65

MFO FIDELITY INVT TR S.E ASIA FD

   130,098.00    89,558.41

MFO FIDELITY INVT TR WORLDWIDE FD OPEN END FD

   5,213.05    3,815.02

MFO FIDELITY LOW PRICED STOCK FUND

   288,593.46    297,888.67

MFO FIDELITY MAGELLAN FD INC OPEN END FD

   270,617.67    202,252.25

MFO FIDELITY NEW LATIN AMER FD OPEN END FD

   153,545.14    135,076.04

MFO FIDELITY OTC PORTFOLIO OPEN END FD

   182,672.25    234,268.41

MFO FIDELITY OVERSEAS FD OPEN END FD

   24,340.02    23,890.80

MFO FIDELITY PURITAN FD OPEN END FD

   156,562.29    141,760.13

MFO FIDELITY PURITAN TR VALUE DISCOVERY FD

   19,512.54    13,873.35

MFO FIDELITY SCH STR TR STRATEGIC INCOMEFD

   138,251.90    146,046.56

MFO FIDELITY SECS FD BLUE CHIP GROWTH FD

   67,218.49    91,764.31

MFO FIDELITY SECS FD INTL REAL ESTATE FD

   24,035.68    15,700.01

MFO FIDELITY SECS FD LEVERAGED CO STOCK FD

   107,929.68    93,252.79

MFO FIDELITY SECS FD SMALL CAP GROWTH FD

   9,355.65    7,077.69

MFO FIDELITY SECS FD SMALL CAP VALUE FD

   56,505.15    62,250.62


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO FIDELITY SELECT PORTFOLIOS AUTOMOTIVE PORTFOLIO

   116,494.27    108,922.63

MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO

   160,399.23    175,912.38

MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO

   59,624.61    49,621.64

MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO

   6,152.28    4,114.39

MFO FIDELITY SELECT PORTFOLIOS MED DELIVER OPEN END FD

   89,922.24    78,334.52

MFO FIDELITY SELECT PORTFOLIOS MEDICAL EQUIPMENT & SYS PORTFOLIO

   12,470.13    12,436.19

MFO FIDELITY SELECT PORTFOLIOS NAT GAS PORTFOLIO

   23,780.77    14,498.88

MFO FIDELITY SELECT PORTFOLIOS NATURAL RES PORTFOLIO

   26,519.79    18,801.61

MFO FIDELITY SELECT PORTFOLIOS TRANSN PORTFOLIO

   5,970.51    7,439.94

MFO FIDELITY SELECT SOFTWARE FD

   50,000.00    61,513.74

MFO FIDELITY UN STR TR EXPORT & MULTINATIONAL FD

   15,209.95    12,367.17

MFO FIDELITY VALUE FD OPEN END FD

   21,577.55    19,478.95

MFO FIRST AMERN INVT FDS INC REAL ESTATESECS FD CL A

   75,700.89    82,253.33

MFO FIRST AMERN INVT FDS INC SMALL CAP SELECT FD CL A

   21,151.91    24,134.99

MFO FIRST EAGLE OVERSEAS I SHARE

   19,013.78    14,911.36

MFO FIRSTHAND FDS TECHNOLOGY VALUE FD

   0.00    6,753.48

MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL A

   160,420.27    142,351.58

MFO FMI COM STK FD INC COM

   157,026.98    175,370.66

MFO FMI FDS INC

   1,512,118.38    1,567,283.02

MFO FMI FDS INC FOCUS FD

   143,195.14    159,810.33

MFO FMI MUT FDS INC PROVIDENT TR STRATEGY FD

   7,511.69    7,735.19

MFO FORESTER FDS INC VALUE FD

   34,726.28    39,370.45

MFO FORUM FDS ABSOLUTE STRATEGIES FD INSTL SHS

   66,883.41    69,268.84

MFO FORUM FDS MERK ASIAN CURRENCY FD INVSHS

   20,072.31    20,114.10

MFO FORUM FDS MERK HARD CURRENCY FD INVSSHS

   6,579,016.67    6,460,830.18

MFO FORUM FDS POLARIS GLOBAL VALUE FD

   78,344.81    56,330.02

MFO FORWARD FDS ACCESSOR SMALL TO FD MIDCAP ADVISOR

   18,966.36    16,552.00

MFO FPA CAP FD INC COM STK OPEN END FD

   2,089.55    1,937.27

MFO FPA FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS

   101,467.26    106,143.20

MFO FPA NEW INCOME INC COM

   374,486.86    352,708.86

MFO FPA PERENNIAL FD INC COM

   19,822.89    17,998.33

MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD ADVISOR CL

   11,905.25    12,230.84

MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD CL A

   14,452.50    13,882.71

MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD ADVISOR CL

   258,577.62    220,674.36

MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN UTILS FD CL A

   22,752.63    27,144.89

MFO FRANKLIN GLOBAL TR INTL SMALL CAP GROWTH FD ADVISOR C

   9,670.64    13,470.69

MFO FRANKLIN HIGH INCOME TR FD ADVISOR CL

   7,995.83    7,534.61

MFO FRANKLIN HIGH INCOME TR FD CL A

   22,671.31    28,770.37

MFO FRANKLIN MANAGED TR RISING DIVIDS FDCL A RISING DIVIDEND FUND CL I

   64,819.56    65,936.65

MFO FRANKLIN STRATEGIC SER INCOME FD CL

   31,813.11    0.00

MFO FRANKLIN STRATEGIC SER NAT RES FD CLA

   38,028.64    46,339.52

MFO FRANKLIN VALUE INVS TR SMALL CAP VALUE FD CL A

   25,815.24    21,219.98

MFO FREMONT MUT FDS INC U S MICRO-CAP FD

   10,419.56    0.00

MFO FRKLN GOLD & PRECIOUS METALS FD F/K/A FRKLN GOLD FD SH BEN INT CL A

   39,313.72    48,120.83

MFO FRKLN MICROCAP FD CL 1

   7,565.00    6,093.46

MFO FRKLN MUT SHARES-1

   85,992.80    65,703.27

MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646

   0.00    4.50

MFO FUNDAMENTAL INVS INC CL F-1

   101,024.47    99,828.20

MFO FUNDAMENTAL INVS INC CL R-5

   34,724.49    37,198.66

MFO FWD FDS ACCESSOR GROWTH FD ADVISOR CL

   18.77    0.00

MFO FWD FDS INC INTL SMALL COS FD INV CL

   108,556.79    71,924.59

MFO FWD GLOBAL INFRAS FND-A

   5,000.00    0.00

MFO FWD STRATEGIC STRATEGIC RLTY FD CL A

   110.75    3,592.03

MFO GABELLI AST FD SH BEN INT OPEN END FD

   378,113.39    329,727.59

MFO GABELLI EQTY INC FD

   355,031.28    328,563.53

MFO GABELLI SMALL CAP GROWTH FD OPEN ENDFD

   340,851.80    332,924.92

MFO GABELLI UTILS FD CL AAA SHS

   10,105.90    9,877.51

MFO GABELLI VALUE FD INC COM OPEN END FD

   42,755.27    33,245.90

MFO GAMCO GLOBAL SER FDS INC TELECOMMUNICATIONS FD CL AAA

   77,949.03    59,007.65

MFO GAMCO GOLD FD INC CL AAA

   470,789.13    668,317.15

MFO GAMCO GROWTH FD

   11,402.39    0.00

MFO GAMCO WESTWOOD FDS EQTY FD AAA

   50,477.65    54,780.18

MFO GAMCO WESTWOOD FDS MIGHTY MITES FD AAA

   70,285.33    60,890.13

MFO GATEWAY TR FD CL A

   59,635.99    58,934.74

MFO GE FDS U S EQUITY FD CL A

   3,263.26    3,319.95

MFO GOLDMAN SACHS SATELLITE S-IS

   757.87    29,864.74

MFO GOLDMAN SACHS TR BRIC FD CL A

   2,923.96    2,577.03

MFO GOLDMAN SACHS TR GS SHORT DURATION GOVT FD

   86,489.01    84,916.88

MFO GOLDMAN SACHS TR HI YIELD FD CL A SHS

   31,922.21    29,773.63

MFO GOLDMAN SACHS TR MID CAP EQUITY FD CL A

   28,052.82    21,461.54


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO GOLDMAN SACHS TR SHORT DURATION GOVTFD CL A

   15,700.27    15,711.23

MFO GREENSPRING FD OPEN END FD

   38,134.09    39,915.36

MFO GROWTH FD AMER INC CAP OPEN END FD

   81,361.17    64,834.74

MFO GROWTH FD AMER INC CL F-1

   557,904.25    488,625.96

MFO GROWTH FD AMER INC CL R-4

   25,378.75    21,265.63

MFO GROWTH FD AMER INC CL R-5

   357,302.45    317,113.11

MFO GUINNESS ATKINSON FDS ALTERNATIVE ENERGY FD

   96,016.57    46,976.41

MFO GUINNESS ATKINSON FDS ASIA FOCUS FD

   15,085.48    12,898.48

MFO GUINNESS ATKINSON FDS ASIA PACIFIC DIV FD

   2,445.01    1,839.73

MFO GUINNESS ATKINSON FDS CHINA & HONG KONG FD

   336,838.02    328,206.24

MFO GUINNESS ATKINSON FDS GLOBAL ENERGY FD

   30,175.38    23,924.86

MFO HANCOCK JOHN INVT TR GLOBAL OPPTYS FD CL A

   55,333.33    77,807.51

MFO HANCOCK JOHN INVT TR LARGE CAP EQUITY FD CL A

   82,333.60    80,939.40

MFO HANCOCK JOHN INVT TR SMALL CAP INTRINSIC VALUE FD CL A

   27,276.58    37,234.18

MFO HARBOR FD BD FD INSTL CL

   491,569.05    495,247.37

MFO HARBOR FD CAP APPRECIATION FD INV CL

   67,205.40    77,645.09

MFO HARBOR FD HIGH-YIELD BD FD INSTL CL

   26,174.82    29,965.19

MFO HARBOR FD HIGH-YIELD BD FD INV CL

   31,941.56    56,388.54

MFO HARBOR FD INTL FD INV CL

   229,871.33    222,923.29

MFO HARBOR FD MID CAP GROWTH FD INV CL

   15,768.12    12,211.51

MFO HARDING LOEVNER FDS INC EMERGING MKTS PORTFOLIO

   1,434,880.00    1,573,369.13

MFO HARRIS ASSOC INVT TR OAKMARK GLOBAL SELECT FD CL I

   4,829.46    7,653.26

MFO HARRIS ASSOC INVT TR OAKMARK INTL SMALL CAP FD CL I

   313,111.76    302,620.65

MFO HARTFORD MUT FDS INC CAP APPRECIATION II FD CL A

   44,268.85    39,630.76

MFO HARTFORD MUT FDS INC FLTG RATE FD CLI

   4,035.00    4,035.65

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 CAP APPREC FD CL A

   205,734.37    197,824.95

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 GLOBAL HEALTH FD CL A

   31,566.96    33,119.18

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 MIDCAP FD CL A

   40,000.00    41,847.95

MFO HARTFORD MUT FDS INC S DIVID & GROWTH FD CL A

   16,248.72    12,203.19

MFO HARTFORD-FORTIS SER FD INC GROWTH OPPTYS FD CL A

   25,185.48    30,977.72

MFO HBR FD CAP APPRECIATION FD

   62,772.61    75,490.58

MFO HBR FD INTL FD

   354,434.24    321,639.05

MFO HEARTLAND GROUP INC VALUE PLUS FUND INVESTOR CL

   105,213.09    109,853.88

MFO HEARTLAND VALUE FD OPEN END FD

   62,683.11    65,306.17

MFO HENDERSON GLOBAL FDS EUROPEAN FOCUS FD CL A SHS

   5,139.17    4,967.81

MFO HENDERSON GLOBAL FDS INTL OPPORTUNITIES FD CL A SHS

   28,701.92    20,675.16

MFO HENNESSY FDS TR CORNERSTONE GROWTH FD SER II

   21,061.36    9,567.11

MFO HENNESSY MUT FDS INC CORNERSTONE GROWTH FD

   325,961.29    161,339.32

MFO HENNESSY MUT FDS INC CORNERSTONE VALUE FD

   31,649.96    38,246.11

MFO HENNESSY MUT FDS INC FOCUS 30 FD

   104,136.84    91,706.25

MFO HIGHMARK GROUP BD FD FUD SHS

   43,517.11    44,108.88

MFO HOOVER SMALL CAP EQUITY

   94,280.95    64,182.90

MFO HOTCHKIS & WILEY FDS DIVERSIFIED VALUE FD CL A

   41,184.35    26,515.02

MFO HUSSMAN INVT TR STRATEGIC GROWTH FD

   496,500.85    459,153.80

MFO HUSSMAN INVT TR STRATEGIC TOTAL RETURN FD

   316,869.62    320,530.65

MFO ICAP FDS INC EQTY PORTFOLIO

   41,671.25    30,364.25

MFO ICAP FDS INC MAINSTAY INTL FD CL I

   113,993.23    87,074.89

MFO ICAP FDS INC MAINSTAY SELECT EQUITY FD CL I

   210,891.30    172,555.71

MFO ICON FDS ASIA-PACIFIC REGION FD

   16,451.38    12,918.49

MFO ICON FDS ENERGY FD

   523,950.94    469,508.04

MFO ICON FDS EQUITY INCOME FD CL I

   20,245.77    17,232.78

MFO ICON FDS HEALTHCARE FD

   27,547.30    21,320.99

MFO ICON FDS MATERIALS FD

   86,279.60    57,796.88

MFO INCOME FD AMER INC CL A

   28,225.80    22,692.46

MFO INCOME FD AMER INC CL F-1

   26,773.60    21,187.17

MFO INCOME FD AMER INC CL R-5

   183,562.59    173,010.29

MFO ING GLOBAL REAL ESTATE FD-W

   17,316.46    24,576.99

MFO ING INTERNATIONAL SMALLCAP MULTI-MANAGER FUND CL W

   24,029.97    17,015.58

MFO ING MUT FDS FOR FUTURE ISSUES SEE 44980Q RUSSIA FD CL A

   18,474.32    24,433.83

MFO ING MUT FDS GLOBAL REAL ESTATE FD CL

   24,547.13    22,639.36

MFO ING MUT FDS VALUE CHOICE FD CL A

   22,842.33    22,123.64

MFO ING SER FD INC INDEX PLUS MID CAP FDCL A

   19,219.87    12,773.22

MFO ING SER FD INC INDEX PLUS SMALL CAP FD CL A

   12,153.75    7,663.40

MFO ING SR INC FD CL A

   26.00    16,679.65

MFO INTECH RISK-MANAGED CORE-T

   15,764.78    13,366.62

MFO INTERACTIVE INVTS TECH VALUE FD

   31,364.41    0.00

MFO INTERNATIONAL DISCOVERY FD

   3,000.00    6,958.17

MFO INTERNATIONAL FD

   1,805,022.19    1,830,650.10

MFO INTREPID CAP MGMT FDS TR SH BEN INT

   12,788.25    15,561.92

MFO INTREPID CAP MGMT FDS TR SMALL CAP FD

   69,921.75    76,546.38


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO INVESCO ENERGY FDINV CL

   3,945.65    4,988.39

MFO INVESTMENT CO AMER CL R-5

   61,407.29    49,901.48

MFO IVA WORLDWIDE FD CL A

   38,283.55    20,041.34

MFO IVA WORLDWIDE FD CL I

   9,327.35    10,142.24

MFO IVY FD CL-A INTL GROWTH FD

   29,504.14    27,286.87

MFO IVY FDS GLOBAL NAT RES FD CL A

   134,361.66    104,342.49

MFO IVY FDS GLOBAL NAT RES FD CL Y

   94,912.64    79,900.54

MFO IVY FDS INC ASSET STRATEGY FD CL A

   729,215.93    722,530.13

MFO IVY FDS INC ASSET STRATEGY FD CL I

   44,811.51    48,954.62

MFO IVY FDS INC ASSET STRATEGY FD CL Y

   119,581.71    129,081.78

MFO IVY FDS INC CAPITAL APPRECIATION FD CL A

   14,728.09    11,508.99

MFO JACOB INTERNET FD INC SHS

   10,409.31    9,139.99

MFO JAMES ADVANTAGE FDS BALANCED GOLDEN RAINBOW FD CL A

   54,134.06    58,161.96

MFO JAMES ADVANTAGE FDS SMALL CAP FD CL A

   27,488.89    20,407.33

MFO JANUS BALANCED FUND-T

   278,353.71    298,175.85

MFO JANUS CONTRARIAN FUND-T

   1,676,822.77    1,294,504.36

MFO JANUS ENTERPRISE-T

   195,400.54    211,309.90

MFO JANUS FLEXIBLE BOND F-T

   0.03    0.04

MFO JANUS FORTY FUND CL S

   0.00    30,307.74

MFO JANUS FUND-T

   55,539.00    52,097.16

MFO JANUS GLOBAL LIFE SCIENCES-T

   41,073.20    41,667.12

MFO JANUS GLOBAL OPPORTUNITIES-T

   4,038.51    3,480.61

MFO JANUS GLOBAL RESEARCH-T

   86,648.45    74,403.16

MFO JANUS GLOBAL TECHNOLOGY-T

   84,349.05    80,538.85

MFO JANUS GROWTH & INCOME-T

   466,497.05    394,611.83

MFO JANUS HIGH YIELD FUND-T

   269,241.93    274,224.15

MFO JANUS ORION FUND-T

   558,070.17    505,415.73

MFO JANUS OVERSEAS FUND-T

   2,726,218.60    2,719,234.24

MFO JANUS PERKINS MID CAP VAL-I

   5,039.00    6,055.93

MFO JANUS RESEARCH CORE FUND-T

   318,223.08    247,423.49

MFO JANUS RESEARCH FUND-T

   388,457.25    358,005.92

MFO JANUS SHORT-TERM BOND FUND-T

   61,670.93    62,787.72

MFO JANUS SMART PORT GROWTH-T

   67,155.11    68,419.45

MFO JANUS TRITON FUND-T

   58,090.06    63,498.05

MFO JANUS TWENTY FUND-T

   104,114.71    140,373.90

MFO JANUS WORLDWIDE FUND-T

   123,820.40    93,280.41

MFO JAPAN FD INC CL S COM

   26,189.94    23,137.08

MFO JENSEN PORTFOLIO INC CL J SHS

   282,632.20    295,089.14

MFO JENSEN PORTFOLIO INC CL R SHS

   29,447.22    30,472.66

MFO JOHN HANCOCK CLASSIC VALUE-A

   84,653.39    49,766.61

MFO JPMORGAN TR I BD FD SELECT CL

   133,173.01    0.00

MFO JPMORGAN TR I DISCIPLINED EQUITY FD SELECT CL

   4,170.38    3,292.16

MFO JPMORGAN TR I EMERGING MKTS DEBT FD SELECT CL

   11,953.69    10,162.94

MFO JPMORGAN TR I HIGHBRIDGE STATISTICALMKT NEUTRAL

   104.05    100.63

MFO JPMORGAN TR I INTL OPPORTUNITIES FD CL A

   1,158.02    1,463.42

MFO JPMORGAN TR I INTREPID EUROPEAN FD CL A

   101,069.43    79,757.17

MFO JPMORGAN TR I RUSSIA FD CL A

   1,900.00    1,066.02

MFO JPMORGAN TR I STRATEGIC INCOME OPPTYS FD SELECT CL

   56,194.74    56,831.83

MFO JPMORGAN TR II CORE BD FD SELECT CL

   25,650.88    26,500.53

MFO JPMORGAN TR II CORE PLUS BD FD SELECT CL

   1,588.21    13,240.83

MFO JPMORGAN TR II EQUITY INCOME FD CL A

   62,799.89    75,980.77

MFO JPMORGAN TR II HI YIELD BD FD SELECT CL DO NOT USE SEE 3162010

   21,064.24    26,635.34

MFO KEELEY FDS INC SMALL CAP VALUE FD CLA SHS

   206,090.08    158,875.40

MFO KINETICS MUT FDS INC MEDICAL FD

   4,744.09    4,696.97

MFO KINETICS MUT FDS INC SMALL CAP OPPORTUNITIES FD

   45,140.79    33,297.11

MFO KINETICS NEW PARADIGM FD

   1,149,841.26    1,063,617.21

MFO LAUDUS ROSENBERG U.S DISCOVERY

   23,301.15    18,723.13

MFO LAUDUS TR GROWTH INVS U S LARGE CAP GROWTH FD

   128,459.49    133,637.31

MFO LAUDUS TR MONDRIAN EMERGING MKT FD INV SHS

   4,042.40    4,046.51

MFO LAUDUS TR MONDRIAN INTL FIXED INCOMEFD INSTL SHS

   105,322.30    98,253.38

MFO LAUDUS TR ROSENBERG INTL DISCOVERY FD INVS SHS

   91,789.13    74,483.06

MFO LAUDUS TR ROSENBERG INTL SMALL

   23,515.45    14,156.05

MFO LAUDUS TR ROSENBERG INTL SMALL CAP FUND

   125,624.94    77,155.49

MFO LAUDUS TR ROSENBERG U S LARGE

   70,780.05    54,629.74

MFO LAZARD FDS INC EMERGING MKTS PORTFOLIO OPEN SHS

   1,047,160.68    940,435.88

MFO LAZARD FDS INC INTL SMALL CAPITALIZATION PORT OPEN SHS

   39,357.11    18,119.00

MFO LAZARD FDS INC MID CAP PORTFOLIO OPEN SHS

   22,816.36    15,395.97

MFO LEGG MASON CAPITAL MANAGEMENT OPPORTUNITY TRUST-FI

   2,447.51    1,368.63

MFO LEGG MASON CAPITAL MANAGEMENT GROWTHTRUST INC-FI

   5,561.90    4,018.42

MFO LEGG MASON PARTNERS INC TR FORMERLY GLOBAL HI YIELD BD FD CL A

   0.00    250,635.10


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO LEND LEASE FDS U S REAL ESTATE SECS FD CL K

   13,702.89    0.00

MFO LEUTHOLD CORE INVT FD

   116,876.53    117,493.62

MFO LEUTHOLD FDS INC ASSET ALLOCATIO FD

   42,472.52    42,516.06

MFO LEUTHOLD FDS INC SELECT INDS FD

   47,310.95    37,022.53

MFO LKCM SMALL CAP EQTY PORTFOLIO

   21,643.17    15,566.22

MFO LONGLEAF PARTNERS FDS TR INTL FD

   107,428.14    86,807.55

MFO LONGLEAF PARTNERS FDS TR SH BEN INT

   616,370.40    503,268.07

MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD

   163,102.71    128,956.18

MFO LOOMIS SAYLES BOND FUND-RET

   4,903,696.48    4,900,802.83

MFO LOOMIS SAYLES FDS II

   552,126.34    570,786.75

MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA INVT GRADE BD FD CL Y

   316,135.13    333,118.73

MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA STRATEGIC INC FD CL Y

   6,092.75    6,342.39

MFO LOOMIS SAYLES FDS II VALUE FD CL A

   51,432.94    48,691.19

MFO LOOMIS SAYLES FDS SMALL CAP GROWTH FD RETAIL CL

   9,880.92    8,501.74

MFO LOOMIS SAYLES INVT TR

   1,016,550.51    1,042,260.82

MFO LOOMIS SAYLES INVT TR GLOBAL BD FD RETAIL CL

   311,510.54    323,186.70

MFO LOOMIS SAYLES INVT TR SMALL CAP VALUE FD RETAIL CL

   57,102.23    48,458.98

MFO LORD ABBETT SECS TR fundamental equity FD CL A

   31,785.57    32,483.90

MFO MADISON MOSAIC EQUITY TR INVS FD

   10,277.26    7,876.68

MFO MAINSTAY FDS HI YIELD CORP BD FD CL A

   153,231.38    149,360.22

MFO MAIRS & POWER INCOME FD INC COM

   18,471.69    19,393.89

MFO MANAGERS FDS BD FD BOND FUND

   108,237.37    108,850.98

MFO MANAGERS FDS EMERGING MKTS EQUITY FD

   8,870.96    8,217.55

MFO MANAGERS FDS INTERMEDIATE DURATION GOVT FD

   59,904.63    60,451.06

MFO MANAGERS FDS PIMCO BD FD

   25,603.95    25,911.61

MFO MANAGERS FDS SPL EQTY FD

   12,712.42    7,028.09

MFO MANNING & NAPIER FD INC NEW EQUITY SER

   137,615.13    146,681.52

MFO MANNING & NAPIER FD INC NEW PRO BLEND CONSERVATIVE TERM SER CL S

   10,750.18    11,886.73

MFO MANNING & NAPIER FD INC NEW PRO BLEND EXTENDED TERM SER CL S

   8,474.02    9,090.02

MFO MANNING & NAPIER FD INC NEW PRO BLEND MAXIMUM TERM SER CL S

   193,198.82    193,601.30

MFO MANNING & NAPIER FD INC NEW PRO BLEND MODERATE TERM SER CL S

   67,761.41    67,637.93

MFO MANNING & NAPIER FD INC NEW WORLD OPPTYS SER CL A

   387,247.85    382,246.26

MFO MARKETOCRACY FDS MASTERS 100 FD

   5,728.75    4,645.85

MFO MARSICO INVT FD 21ST CENTURY FD

   563,349.16    477,389.30

MFO MARSICO INVT FD FOCUS FD

   231,511.56    196,215.73

MFO MARSICO INVT FD GLOBAL FD

   41,997.01    44,306.69

MFO MARSICO INVT FD GROWTH FD

   309,196.72    247,091.20

MFO MARSICO INVT FD INTL OPPORTUNITIES FD

   143,446.59    110,901.87

MFO MASSACHUSETTS INVS GROWTH STK FD INCSH BEN INT CL A

   34,210.64    39,224.17

MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD

   138,624.70    0.00

MFO MASTERS SELECT FDS TR INTERNATIONAL FD

   165,650.29    140,514.77

MFO MASTERS SELECT FDS TR SMALLER COS FD

   39,821.77    33,514.25

MFO MASTERS SELECT FDS TR VALUE FD

   90,809.86    76,967.21

MFO MATTHEWS ASIAN FDS ASIA DIVIDEND FD

   62,042.29    71,939.84

MFO MATTHEWS ASIAN FDS ASIA SMALL COS FD

   27,873.31    29,502.67

MFO MATTHEWS INTL FDS ASIAN GROWTH & INCOME FD

   511,443.50    537,267.15

MFO MATTHEWS INTL FDS ASIAN TECHNOLOGY FD CL I

   63,602.96    64,362.05

MFO MATTHEWS INTL FDS ASIA-PACIFIC FD

   70,617.35    78,033.50

MFO MATTHEWS INTL FDS CHINA FD CL I

   2,706,675.39    2,677,580.25

MFO MATTHEWS INTL FDS INDIA FDS

   331,434.22    353,270.40

MFO MATTHEWS INTL FDS JAPAN FD CL I

   23,455.25    14,872.92

MFO MATTHEWS INTL FDS PAC TIGER FD CL I

   835,130.44    912,894.73

MFO MATTHEWS KOREA FD

   88,407.13    71,193.83

MFO MERGER SH BEN INT

   305,239.54    315,921.35

MFO MERIDIAN FD INC COM OPEN END FD

   771,679.11    725,088.69

MFO MERIDIAN FD INC VALUE FD

   97,182.23    73,262.74

MFO METROPOLITAN WEST FDS HIGH YIELD BD FD CL M

   47,133.34    29,948.50

MFO METROPOLITAN WEST FDS LOW DURATION BD FD

   94,548.48    90,187.42

MFO METROPOLITAN WEST FDS TOTAL RETURN BD FD CL I

   95,684.58    101,933.59

MFO METROPOLITAN WEST FDS ULTRA SHORT BDFD CL M

   6,047.36    4,767.62

MFO METROPOLITIAN W TOTAL RETURN BD

   557,134.35    572,177.87

MFO METZLER / PAYDEN INVT GROUP EUROPEANEMERGING MKTS FD

   282,441.17    254,893.94

MFO MFS SER TR I CORE EQUITY FD CL A

   8,374.71    6,069.94

MFO MFS SER TR IV MID CAP GROWTH FD CL A

   59,920.38    57,940.63

MFO MFS SER TR X EMERGING MKTS DEBT FD CL A

   9,082.47    14,151.22

MFO MFS UTILS FD CL A

   88,250.10    117,342.27

MFO MFS VALUE FD CL A

   47,774.64    42,854.74

MFO MIDAS FD INC COM

   25,622.09    30,794.19

MFO MORGAN STANLEY INSTITUTIONAL FD TR MID CAP GROWTH PORTFOLIO CL I FUND

   13,293.07    15,019.88

MFO MUNDER SER TR FORMERLY MUNDER FDS TRTO MIDCAP CORE GROWTH FD CL A

   61,375.67    50,475.01


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO MUTUAL GLOBAL DISCOVERY A 2596455

   51,742.85    54,532.74

MFO MUTUAL GLOBAL DISCOVERY Z 2596459

   150,012.14    146,920.48

MFO MUTUAL QUEST A 2596452

   22,049.58    25,795.10

MFO MUTUAL SER FD INC SHS FD CL Z

   64,243.76    51,593.33

MFO MUTUALS COM VICE FD

   17,827.81    14,028.63

MFO N E INVS TR SH BEN INT

   193,984.41    232,890.71

MFO NASDAQ 100 INV

   75,830.07    79,631.85

MFO NAVELLIER PERFORMANCE FDS FUNDAMENTAL A PORTFOLIO

   1,565.62    1,870.51

MFO NEEDHAM FDS INC GROWTH FD

   28,375.83    24,235.52

MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD

   49,354.14    46,564.50

MFO NEUBERGER & BERMAN PARTNERS EQTY FDSPARTNER FD OPEN END FD

   78,202.85    74,309.55

MFO NEUBERGER BERMAN EQUITY FDS INTL FD

   32,330.12    22,025.51

MFO NEUBERGER BERMAN EQUITY FDS REGENCY FD

   2,736.92    2,103.80

MFO NEUBERGER BERMAN EQUITY FDS SMALL CAP GROWTH FD INV CL

   66,037.44    66,682.95

MFO NEUBERGER BERMAN EQUITY FDS SOCIALLYRESPONSIVE FD

   115,574.18    117,666.87

MFO NEUBERGER BERMAN HI IN B-INV

   26,848.84    150,691.57

MFO NEW ALTERNATIVES FD INC COM

   15,171.82    13,405.42

MFO NEW ECONOMY FD CL F-1

   2,260.13    2,968.92

MFO NEW ECONOMY FD CL R-5

   9,200.79    8,131.55

MFO NEW PERSPECTIVE FD INC CL F-1

   41,100.68    41,526.59

MFO NEW PERSPECTIVE FD INC CL R-5

   142,113.69    128,456.99

MFO NEW WORLD FD INC NEW CL A

   19,069.20    15,028.10

MFO NEW WORLD FD INC NEW CL F-1

   59,927.64    65,811.53

MFO NEW WORLD FD INC NEW CL R-4

   64,167.72    67,581.36

MFO NICHOLAS II INC CL N SHS

   32,923.33    42,269.23

MFO NORTH TRACK FDS INC GENEVA GROWTH FDCL A

   4,123.29    0.00

MFO NUVEEN INVT TR II TRADEWINDS INTL VALUE FD CL A

   18,540.33    22,274.74

MFO NWQ MULTI-CAP VALUE FD CL A

   16,460.51    10,215.78

MFO OAK ASSOCS FDS PIN OAK AGGRESSIVE STK PORTFOLIO

   44,889.67    57,059.54

MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO

   2,613.36    1,839.44

MFO OAKMARK EQTY & INC FD CL I

   1,567,458.72    1,651,260.25

MFO OAKMARK FD CL I

   397,131.42    374,502.70

MFO OAKMARK GLOBAL FD CL I

   819,765.73    730,544.00

MFO OAKMARK INTL FD OPEN END FD

   646,685.35    636,034.37

MFO OAKMARK SELECT FD CL I

   1,920,869.75    1,739,217.37

MFO OBERWEIS FDS CHINA OPPTYS FD

   549,638.55    512,677.17

MFO OBERWIES FDS EMERGING GROWTH PORTFOLIO

   23,481.69    13,856.86

MFO OLD MUT ADVISOR FDS II FOCUSED FD CL

   136,483.98    148,432.77

MFO OLD MUT ADVISOR FDS II TS&W MID-CAP VALUE FD CL Z

   0.00    110,027.07

MFO OLSTEIN FDS ALL CAP VALUE FD ADVISERCL

   14,917.47    10,788.09

MFO OPPENHEIMER CAP APPRECIATION CL A FD

   4,137.53    4,329.13

MFO OPPENHEIMER COMMODITY STRATEGY TOTALRETURN FD CL A

   51,742.33    26,701.97

MFO OPPENHEIMER DEVELOPING MKTS FDS CL A

   333,431.50    349,633.31

MFO OPPENHEIMER DEVELOPING MKTS FDS CL Y

   37,265.48    41,285.02

MFO OPPENHEIMER GLOBAL FD CL A

   109,662.88    89,769.57

MFO OPPENHEIMER GLOBAL GROWTH & INC FD CL A FORMERLY SH BEN INT TO 11 /01/1993

   27,546.75    23,852.52

MFO OPPENHEIMER INTL BD FD CL A

   140,635.71    143,120.97

MFO OPPENHEIMER INTL SMALL CO FD CL A

   178,274.43    145,317.24

MFO OPPENHEIMER MAIN STR SMALL CAP FD CLA

   72,934.36    62,350.89

MFO OPPENHEIMER QUEST FOR VALUE FDS OPPORTUNITY VALUE FD CL A

   5,421.12    5,117.06

MFO OPPENHEIMER QUEST FOR VALUE FDS SMALL- & MID- CAP VALUE FD CL A

   65,954.94    46,355.65

MFO OPPENHEIMER SERS FD INC VALUE FD CL A

   7,792.26    6,464.26

MFO OPPENHEIMER SR FLOATING RATE FD CL A

   38,047.15    32,318.50

MFO OPPENHEIMER STRATEGIC INC FD SH BEN INT OPEN END FD

   75,512.24    72,349.52

MFO OPTIQUE FDS INC INTL VALUE FD

   86,802.58    102,484.04

MFO PARADIGM FDS VALUE FD

   3,535.60    2,996.52

MFO PARNASSUS FD

   10,028.89    12,649.20

MFO PARNASSUS INCOME TR EQUITY INCOME FD

   710,452.97    783,169.91

MFO PAX WORLD FDS SER TR I BALANCED FD INDIVIDUAL INVS CL

   25,136.30    20,729.93

MFO PAX WORLD FDS SER TR I HIGH YIELD BDFD INDIVIDUAL INVS CL

   23,474.97    26,761.94

MFO PAYDEN & RYGEL INVT GROUP CL R

   10,510.99    10,540.37

MFO PAYDEN & RYGEL INVT GROUP CORE BD FDINVT QUAL BD FD R

   17,652.36    18,633.34

MFO PAYDEN & RYGEL INVT GROUP EMERGING MARKET BD FD

   163,662.75    169,190.10

MFO PAYDEN & RYGEL INVT GROUP GNMA FD

   15,557.75    15,461.72

MFO PAYDEN & RYGEL INVT GROUP HIGH INCOME FD

   118,506.88    127,366.07

MFO PBHG FDS FOR FUTURE ISSUES SEE 69316L TS&W SMALL CAP VALUE FD PBHG CL

   3,850.97    0.00

MFO PBHG FDS INC TECH & COMMUNICATIONS FD

   2,800.00    0.00

MFO PERKINS MID CAP VAL-T

   2,762,282.83    2,789,998.06

MFO PERKINS S/C VALUE FUND-T

   217,100.62    243,084.10

MFO PERM PORTFOLIO FD INC

   1,769,424.18    1,828,214.16


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO PERMANENT PORTFOLIO FD INC AGGRESSIVE GROWTH PORTFOLIO

   28,994.24    29,329.56

MFO PERRITT FDS INC EMERGING OPPORTUNITIES FD

   28,997.65    18,619.88

MFO PERRITT MICROCAP OPPORTUNITIES FD INC COM

   90,140.09    74,854.88

MFO PFD SECS FD CL A

   11,847.98    15,559.41

MFO PIMCO AST BACKED SEC PORTFOLIO FD #460

   1,277,858.74    1,166,231.68

MFO PIMCO FDS DEVELOPING LOC MKT FD C

   4,532.48    4,563.40

MFO PIMCO FDS EMERGING LOCAL BD FD INSTLCL USD

   78,421.18    80,195.78

MFO PIMCO FDS FGN FD INSTL

   62,180.54    60,280.64

MFO PIMCO FDS GLOBAL MULTI-ASSET FD INSTL CL

   74,862.57    88,921.42

MFO PIMCO FDS GLOBAL MULTI-AST FD CL D

   47,871.77    52,528.16

MFO PIMCO FDS MULTI MANAGER SER OPCAP RENAISSANCE FD CL D

   13,340.74    9,090.15

MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REAL RETURN STRATEGY FD CL D

   368,832.83    320,889.57

MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REALRETURN STRATEGY FD INSTL

   73,765.30    49,806.82

MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM FD CL D

   35,781.24    35,916.76

MFO PIMCO FDS PAC INVT MGMT SER STOCKSPLUS TR SHORT STRATEGY FD INSTL

   213,171.74    190,048.42

MFO PIMCO FDS PAC INVT MGMT SER ALL AST FD INSTL CL

   53,806.42    54,095.30

MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD CL D

   117,020.85    114,010.45

MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD INSTL CL

   34,332.26    32,949.78

MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD INSTL UNHEDGED

   61,251.31    61,381.21

MFO PIMCO FDS PAC INVT MGMT SER FLTG INCFD CL D USD

   25,522.39    26,066.26

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD CL D

   50,584.16    54,588.81

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD INSTL CL

   37,852.81    41,065.98

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I INTL STOCKPLUS STRATEGY CL D

   107,765.70    99,955.71

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005

   40,382.83    40,838.05

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 ALL AST FD CL D

   64,131.80    58,524.40

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 GNMA FD CL D

   40,159.30    40,804.68

MFO PIMCO FDS PAC INVT MGMT SER FOREIGN BD FD CL D UNHEDGED

   63,325.21    63,904.32

MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD CL D

   693,667.85    803,971.98

MFO PIMCO FDS PAC INVT MGMT SER HIGH YIELD FD INSTL CL

   59,986.35    70,125.89

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE BD FD CL D USD

   30,000.00    33,054.44

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP BD FD INSTL CL

   77,052.50    83,274.83

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORTFOLIO INSTL CL

   11,199,618.67    11,431,844.78

MFO PIMCO FDS PAC INVT MGMT SER LOW DURATION FD CL D

   100,455.42    102,224.03

MFO PIMCO FDS PAC INVT MGMT SER PVT ACCTPORTFOLIO SER MUN SECTOR

   1,687,060.22    1,738,402.04

MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN BD PORTFOLIO INSTL CL FD#488

   0.17    0.18

MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN FD INSTL CL

   99,084.61    96,962.59

MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D

   5,998,831.92    6,280,504.97

MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL

   781,520.57    800,923.83

MFO PIMCO FDS PAC INVT MGMT SER U S GOVTSECTOR PORTFOLIO INSTL CL

   11,076,628.00    10,190,073.10

MFO PIMCO FDS PAPS EMERGING MKTS PORTFOLIO INSTL CL

   1,577,928.53    1,632,078.15

MFO PIMCO FDS PAPS INTL PORTFOLIO INSTL CL

   5,537,795.87    4,950,199.58

MFO PIMCO HI YIELD PORTFOLIO FD #477

   1,117,268.87    1,041,646.11

MFO PIMCO PAPS MORTGAGE PORTFOLIO INSTL CL

   23,999,607.79    24,341,614.87

MFO PIMCO REAL RETURN BD FD CL D

   501,869.78    503,925.24

MFO PIMCO UNCONSTRAINED BD FD CL D

   7,943,701.75    7,943,993.48

MFO PIMCO UNCONSTRAINED BD-INS

   74,509.51    77,890.82

MFO PIONEER EMERGING MARKETS FUND CL A SHS

   23,720.13    24,030.70

MFO PIONEER EQUITY INCOME FUND CL A

   190,241.46    150,488.67

MFO PIONEER FD CL A SHS

   11,600.57    8,848.17

MFO PIONEER FUNDAMENTAL GROWTH FD CL A

   6,307.75    3,149.16

MFO PIONEER HI YIELD FD CL A

   592,427.12    581,030.95

MFO PIONEER SER TR III CULLEN VALUE FD CL Y

   78,070.54    69,570.05

MFO PIONEER STRATEGIC INCOME FD CL A

   4,607.69    4,604.76

MFO PREMIER INTER TERM INC CL A

   122,007.25    121,843.75

MFO PRESIDIO FDS COM

   3,692.97    3,211.47

MFO PRICE T ROWE GLOBAL TECHNOLOGY FD INC SHS BEN INT

   50,099.90    55,470.82

MFO PRICE T ROWE GROWTH STK FD INC COM

   169,911.00    164,546.55

MFO PRICE T ROWE HI YIELD FD

   1,228,389.60    1,462,533.12

MFO PRICE T ROWE HLTH SCI FD INC COM

   69,199.34    66,279.74

MFO PRICE T ROWE MEDIA & TELECOMMUNICATIONS FD INC COM

   90,748.19    78,977.25

MFO PRICE T ROWE RETIREMENT FDS INC 2020FD

   298,453.83    288,480.28

MFO PRICE T ROWE RETIREMENT FDS INC 2030FD

   461,199.96    411,312.87

MFO PRIMECAP ODYSSEY FDS AGGRESSIVE GROWTH FD

   46,827.91    64,251.52

MFO PRIMECAP ODYSSEY FDS GROWTH FD

   23,100.13    26,575.98

MFO PRINCIPAL FDS INC HIGH YIELD FD CL A

   57,039.62    63,740.42

MFO PROFESSIONALLY MANAGED FD ASTERICK XUPGRADER

   630,090.34    450,201.61

MFO PROFESSIONALLY MANAGED PORTFOLIOS AKRE FOCUS FD RETAIL CL

   15,067.18    15,308.25

MFO PROFESSIONALLY MANAGED PORTFOLIOS CAN SLIM SELECT GROWTH FD

   147,550.54    149,278.81

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF AGGRESSIVE UPGRADER FD

   87,962.75    77,778.10

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF UPGRADER FD

   16,189.26    17,031.95


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX TACTICAL UPGRADER FD

   30,275.77    21,491.79

MFO PROFESSIONALLY MANAGED PORTFOLIOS HODGES FD

   117,254.86    107,692.45

MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD OSTERWEIS FD

   54,608.58    64,157.22

MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS STRATEGIC INC FD

   15,049.95    16,408.52

MFO PROFESSIONALLY MANAGED PORTFOLIOS PORTFOLIO 21

   28,016.62    24,913.84

MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN GROWTH FD

   11,386.13    7,336.26

MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN SOLUTIONS FD

   19,661.93    21,125.72

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X AGGRESSIVE UPGRADER

   561,639.28    409,143.84

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X CONSERVATIVE UPGRADER

   49,864.53    43,976.79

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X FLEXIBLE INCOME FD

   200,248.52    312,299.78

MFO PROFESSIONALLY MANAGED PORTFOLIOS X FLEXIBLE INC FD

   102,309.15    0.00

MFO PROFUNDS BASIC MATLS ULTRASECTOR PROFUN INV CL

   129,662.97    142,008.91

MFO PROFUNDS BEAR PROFUND INVS

   5,688.61    4,798.45

MFO PROFUNDS BIOTECHNOLOGY ULTRASECTOR PROFUND

   92,370.91    76,870.86

MFO PROFUNDS INTERNET ULTRASECTOR PROFUND INV CL

   28,810.95    31,190.44

MFO PROFUNDS MOBILE TELECOMMUNICATIONS ULTRA

   15,000.00    11,235.74

MFO PROFUNDS MUT FDS SMALL-CAP PROFUND INV CL

   21,655.33    22,011.65

MFO PROFUNDS OIL & GAS ULTRASECTOR PROFUND INV CL

   178,945.73    97,897.18

MFO PROFUNDS PHARMACEUTICALS ULTRASECTORPROFUND

   33,387.00    33,946.94

MFO PROFUNDS PRECIOUS METALS ULTRASECTORPROFUND

   24,570.26    25,399.30

MFO PROFUNDS RISING RATES OPPORTUNITY INV CL RISING RATES OPPORTUNITY

   202,264.15    210,314.36

MFO PROFUNDS RISING RATES OPPORTUNITY 10PROFUND

   18,000.00    17,507.85

MFO PROFUNDS SEMICONDUCTOR ULTRASECTOR PROFUND

   48,072.00    51,268.58

MFO PROFUNDS TECHNOLOGY ULTRASECTOR PROFUND INV CL

   16,680.00    16,932.34

MFO PROFUNDS ULTRA EMERGING MKTS PROFUNDINVS CL

   66,746.50    83,821.02

MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL

   60,111.75    33,662.50

MFO PROFUNDS ULTRABULL PROFUND INVS CL

   175,000.00    176,411.30

MFO PROFUNDS ULTRADOW 30 PROFUND INV CL

   20,981.35    11,216.98

MFO PROFUNDS ULTRALATIN AMER PROFUND INVCL

   222,697.72    228,656.83

MFO PROFUNDS ULTRASHORT INTL PROFUND INVS CL

   5,658.26    2,256.41

MFO PROFUNDS ULTRASHORT SMALL-CAP FD INVCL

   1,065.85    572.76

MFO PROFUNDS ULTRASMALLCAP PROFUND INV CL

   1,735.80    2,738.54

MFO PRUDENT DOLLARBEAR FD CL A SHS

   103,690.55    102,169.45

MFO PURISIMA FDS TOTAL RETURN FD

   464,193.97    590,519.96

MFO QUAKER INVT TR MID-CAP VALUE FD CL A

   24,878.78    18,240.90

MFO QUAKER INVT TR STRATEGIC GROWTH FD CL A

   209,616.40    129,121.32

MFO QUANTITATIVE GROUP FDS QUANT EMERGING MKTS FD ORD SHS

   31,238.21    31,589.11

MFO QUANTITATIVE GROUP FDS QUANT FOREIGNVALUE FD ORD SHS

   94,604.12    65,039.92

MFO RAINIER FDS MID CAP EQUITY PORTFOLIO

   152,169.18    132,362.01

MFO RBB FD INC FREE MARKET INTL EQUITY FD

   127,737.70    103,915.46

MFO RBB FD INC FREE MARKET US EQUITY FD

   140,550.57    119,747.76

MFO RBB FD INC ROBECO BOSTON PARTNERS SMALL CAP VALUE

   67,155.05    46,847.65

MFO RBB FD INC SCHNEIDER SMALL CAP VALUEFD

   5,046.69    9,221.91

MFO RBC FDS TR MICROCAP VALUE FD CL S

   0.00    50,753.79

MFO REYNOLDS FDS BLUE CHIP GROWTH FD

   3,000.00    3,421.11

MFO RIDGEWORTH FDS HIGH INCOME FD CL I

   37,241.48    40,247.10

MFO RIDGEWORTH FDS INTERMEDIATE BD FD CLI

   198,014.93    199,010.27

MFO RIDGEWORTH FDS LARGE CAP CORE EQUITYFD CL I

   4,022.70    4,111.11

MFO RIDGEWORTH FDS SEIX FLTG RATE INC FDCL I

   41,834.48    16,802.31

MFO RIDGEWORTH FDS SMALL CAP VALUE EQUITY FD CL I

   4,365.90    4,512.27

MFO RIDGEWORTH FDS US GOVT SECS ULTRA SHORT BD FD CL I

   10,712.99    60,615.33

MFO RIM CORE EQUITY PORTFOLIO PORTFOLIO

   1,116,670.91    956,755.99

MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO

   209,312.53    170,075.87

MFO RIV RD DIVID ALL CAP VALUE CL N

   8,133.32    7,747.14

MFO RIVERNORTH FDS CORE OPPORTUNITY FD

   33,648.13    43,676.76

MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD

   85,557.46    0.00

MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD

   7,129.51    0.00

MFO ROBERTSON STEPHENS INVT TR INFO AGE FD

   7,032.63    6,599.07

MFO ROWE PRICE NEW ERA FD INC

   462,866.76    433,212.78

MFO ROWE PRICE SMALL CAP VALUE FD

   23,339.11    23,358.07

MFO ROWE T PRICE BLUE CHIP GROWTH FD

   125,875.92    126,300.40

MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD

   291,785.58    238,304.89

MFO ROWE T PRICE INSTL INCOME FDS INC HIGH YIELD

   21,531.01    26,109.30

MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD

   235,326.62    191,047.87

MFO ROWE T PRICE INTL FD INC INTL BD FD OPEN END FD

   109,496.94    108,485.82

MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD

   25,315.27    30,712.99

MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD

   293,956.34    288,611.56

MFO ROWE T PRICE INTL FDS EMERGING MKTS STK FD

   552,836.58    636,678.70

MFO ROWE T PRICE INTL FDS INC

   275,314.25    198,739.06

MFO ROWE T PRICE INTL FDS INC AFRICA ANDTHE MIDDLE EAST FD

   32,380.00    17,565.81


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO ROWE T PRICE INTL FDS INC GROWTH & INCOME FD

   3,362.93    2,187.55

MFO ROWE T PRICE INTL FDS INC LATIN AMERFD

   908,234.93    1,151,720.10

MFO ROWE T PRICE MID-CAP GROWTH FD INC COM

   73,604.11    85,955.90

MFO ROWE T PRICE MID-CAP VALUE FD COM

   104,173.78    96,692.41

MFO ROWE T PRICE NEW AMER GROWTH FD SH BEN INT OPEN END FD

   35,455.49    30,897.38

MFO ROWE T PRICE NEW HORIZONS FD INC COM

   6,053.21    5,100.68

MFO ROWE T PRICE PERS STRATEGY FDS INC

   95,399.34    80,763.97

MFO ROWE T PRICE REAL ESTATE FD INC COM

   80,794.65    49,134.27

MFO ROWE T PRICE SCI & TECH FD INC CAP STK

   1,087.90    1,101.42

MFO ROWE T PRICE SHORT TERM BD FD INC COM

   20,259.41    0.00

MFO ROWE T PRICE SPECTRUM FD GROWTH FD

   330,902.20    280,777.79

MFO ROYCE FD 100 FD SVC CL

   126,450.51    139,342.27

MFO ROYCE FD HERITAGE FD SVC CL

   120,045.49    164,170.83

MFO ROYCE FD LOW PRICED STK FD SVC CL

   373,858.74    393,627.91

MFO ROYCE FD MICRO-CAP FD INVT CL

   148,566.27    140,629.34

MFO ROYCE FD OPPORTUNITY FD

   157,923.03    127,190.07

MFO ROYCE FD PA MUT FD INVT CL

   189,453.50    174,013.09

MFO ROYCE FD PREMIER FD INVT CL

   138,570.37    139,306.11

MFO ROYCE FD PREMIER FD SVC CL

   11,858.41    11,638.32

MFO ROYCE FD SPL EQTY FD INVT CL

   36,677.26    39,986.19

MFO ROYCE FD TOTAL RETURN FD

   373,505.28    364,612.73

MFO ROYCE FD VALUE FD SVC CL

   519,880.19    494,133.18

MFO ROYCE FD VALUE PLUS FD SVC CL

   1,079,408.38    995,161.42

MFO RS EMERGING GROWTH FD

   22,149.84    17,741.71

MFO RS INVT TR GLOBAL NATURAL RES FD

   185,298.69    178,706.80

MFO RS INVT TR PARTNERS FD

   467,896.78    420,628.47

MFO RS INVT TR VALUE FD

   124.06    69,176.32

MFO RTC CONCENTRATED EQTY

   8,676,740.45    8,064,558.38

MFO RTC EMERGING MARKETS

   6,000,000.00    11,313,003.59

MFO RTC EMERGING MARKETS

   11,699,078.94    13,342,464.76

MFO RTC GLOBAL REAL ESTATE SEC

   20,346,495.44    19,677,765.06

MFO RTC INFLATION PROTECTED SEC

   14,193,457.64    15,217,743.45

MFO RTC QUANTITATIVE BD

   68,037,612.83    74,697,614.03

MFO RTC WORLD EQTY

   13,230,536.90    12,355,197.52

MFO RUSSELL SHORT-TERM INVT FD CL F

   448,781,653.91    448,781,653.91

MFO RUSSELL TR CO COMMINGLED EMP BENEFI INTL INDEX FD SER I

   30,839,828.97    28,615,083.49

MFO RYDEX COMMODITIES STRATEGY FD CL H

   1,617.00    1,622.94

MFO RYDEX DOW 2X STRATEGY FUND CL H

   3,547.08    4,271.97

MFO RYDEX INVERSE S&P 500 2X STRAT FD CL

   60,046.96    54,882.03

MFO RYDEX OTC 2X STRATEGY FUND CL H

   261.86    0.00

MFO RYDEX RUSSELL 2000 2X STRATEGY FD CL

   3,535.00    3,958.49

MFO RYDEX SER FDS

   397.48    7,056.99

MFO RYDEX SER FDS BASIC MATERIALS FD INVS CL

   9,514.16    14,242.87

MFO RYDEX SER FDS ENERGY SVCS FD INVS CL

   14,143.97    14,514.54

MFO RYDEX SER FDS EUROPE 1.25X STRATEGY FD CL H

   8,446.68    8,457.72

MFO RYDEX SER FDS FINL SVCS FD INVS CL

   16,688.00    16,581.73

MFO RYDEX SER FDS GOVT LONG BD 1.2X STRATEGY FD INVS CL

   5,096.01    4,221.58

MFO RYDEX SER FDS INVERSE GOVT LONG BD STRATEGY FD INV CL JUNO

   35,394.69    37,094.12

MFO RYDEX SER FDS INVERSE NASDAQ-100 STRATEGY FD INV CL

   2,388.05    1,822.48

MFO RYDEX SER FDS NASDAQ-100 FD INV CL

   304,223.35    320,847.62

MFO RYDEX SER FDS REAL ESTATE FD SER H SHS

   33,089.00    34,553.72

MFO RYDEX SER FDS TELECOMMUNICATIONS FD INVS CL

   30,687.00    16,661.11

MFO RYDEX SER FDS TRANSPORTATION FD INVSCL

   16,845.00    16,821.83

MFO RYDEX SER FDS UTILITIES FD INVESTOR CL

   16,723.00    16,355.09

MFO RYDEX SER TR URSA FD

   34,966.15    30,446.22

MFO RYDEX STRENGTHENING DOLLAR 2X FD CL H

   9,018,890.02    9,326,494.67

MFO RYDEX/SGI EQUITY FD

   6,109.08    6,831.63

MFO RYDEX/SGI SER FDS ALL CAP OPPTY FD CL H

   38,353.06    29,455.60

MFO RYDEX/SGI SER FDS MANAGED FUTURES STRATEGY FD CL H

   174,197.50    170,535.68

MFO RYDEX/SGI SER FDS MULTI HEDGE STRATEGIES FD CL H

   9,013.12    7,132.18

MFO SCHRODER CAP FDS DEL U S OPPTYS FD INV SHS COMP-INV

   208,894.65    208,284.07

MFO SCHRODER SER TR

   47,239.13    52,962.24

MFO SCHWAB CAP TR ASSET DIRECTOR CONSERVATIVE INV SHS

   27,630.32    26,250.79

MFO SCHWAB CAP TR ASSET DIRECTOR HIGH GROWTH FD INV SHS

   264,069.93    246,279.70

MFO SCHWAB CAP TR AST DIRECTOR-AGGRESSIVE GROWTH FD

   539,667.94    429,330.34

MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD

   445,318.07    436,424.28

MFO SCHWAB CAP TR BALANCED FD INV SHS

   25,858.31    22,365.72

MFO SCHWAB CAP TR CORE EQUITY FD

   717,001.46    643,947.39

MFO SCHWAB CAP TR DIVIDEND EQUITY FD

   471,354.60    432,221.71

MFO SCHWAB CAP TR FINL SVCS FD

   147,653.87    126,821.56


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD

   90,807.86    81,069.80

MFO SCHWAB CAP TR FUNDAMENTAL US SMALL-MID CO INDEX FD

   217,885.25    231,041.31

MFO SCHWAB CAP TR FUNDAMENTAL US LARGE CO INDEX FD

   42,874.54    52,293.70

MFO SCHWAB CAP TR HEALTH CARE FD

   712,067.20    709,941.44

MFO SCHWAB CAP TR HEDGED EQTY FD SELECT SH

   44,576.12    47,934.62

MFO SCHWAB CAP TR INTL INDEX FD

   328,147.29    352,746.87

MFO SCHWAB CAP TR LARGE CAP GROWTH FD

   258,033.33    243,155.48

MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD INV SHS

   883,384.55    733,113.23

MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD SELECT

   73,759.82    53,869.52

MFO SCHWAB CAP TR LAUDUS SMALL-CAP MARKETMASTERS FD INV

   8,882.86    8,327.54

MFO SCHWAB CAP TR PREMIER EQUITY FD

   345,636.92    273,598.79

MFO SCHWAB CAP TR S&P 500 INDEX FD

   540,902.87    4,744,017.52

MFO SCHWAB CAP TR TARGET 2010 FD

   47,297.01    40,840.69

MFO SCHWAB CAP TR TARGET 2020 FD

   269,346.77    262,476.80

MFO SCHWAB CAP TR TARGET 2025 FD

   155,906.84    169,354.23

MFO SCHWAB CAP TR TARGET 2030 FD

   116,400.16    114,111.59

MFO SCHWAB CAP TR TARGET 2040 FD

   175,225.41    181,773.64

MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS PREMIER SWEEP SHS

   257,782.38    257,782.38

MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS SWEEP SHS

   451,946.13    451,946.13

MFO SCHWAB CHARLES FAMILY FDS INV MONEY FD

   252,682.30    252,682.30

MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD

   7,223,543.37    7,243,543.37

MFO SCHWAB FAMILY FD MONEY MKT FD

   185,173,366.52    184,755,373.09

MFO SCHWAB FUND EMG MKTS IDX-INS

   40,019.13    44,325.90

MFO SCHWAB FUNDS INTERNATIONAL CORE EQUITY

   82,704.83    54,702.85

MFO SCHWAB GOVT SEC FD

   1,017,719.81    1,017,719.81

MFO SCHWAB INVTS 1000 INDEX FD

   448,783.97    426,963.93

MFO SCHWAB INVTS GLOBAL REAL ESTATE FD SHS

   94,218.65    75,636.62

MFO SCHWAB INVTS SCHWAB GNMA FD

   211,454.12    212,256.39

MFO SCHWAB INVTS SCHWAB INFLATION PROTECTED FD PROTECTED FD SEL

   261,847.94    263,158.49

MFO SCHWAB INVTS SCHWAB PREMIER INCOME FD

   569,191.86    570,979.48

MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BOND MARKET INDEX FUND

   105,813.50    102,475.89

MFO SCHWAB SMALL CAP INDEX SELECT

   324,130.31    277,674.97

MFO SCHWAB TOTAL BOND MKT INDEX FD

   20,352.77    18,784.68

MFO SCHWAB TOTAL STOCK MARKET INDEX FUND

   667,230.87    660,489.65

MFO SCHWAB U.S TREAS MONEY FD

   4,661,551.78    4,661,852.78

MFO SCHWAB YIELD PLUS FD SCHWAB YIELDPLUS FD

   50,816.29    26,530.76

MFO SCHWAB YIELD PLUS FD YIELDPLUS FD INV SHS

   59,110.34    0.00

MFO SCHWARTZ INVT TR

   15,120.66    13,768.90

MFO SCHWARTZ INVT TR AVE MARIA CATHOLIC VALUES FD

   37,037.31    28,383.56

MFO SCOUT FDS STOCK FD

   164.69    32,036.64

MFO SCUDDER EQTY 500 INDEX PREMIER

   2,497.00    0.00

MFO SELECTED AMER SH INC CAP STK OPEN END FD

   418,874.84    375,410.01

MFO SELECTED AMERN SHS INC CL D

   58,865.22    50,696.17

MFO SELECTED SPL SHS INC

   3,953.37    2,932.99

MFO SELECTED SPL SHS INC CL D

   11,246.89    8,021.41

MFO SELIGMAN VALUE FD SER INC LARGE-CAP VALUE FD CL A

   33,259.02    27,727.29

MFO SENTINEL GROUP FDS INC SENTINEL SMALL CO FD CL A

   7,600.00    8,324.63

MFO SEQUOIA FD INC COM STK OPEN END FD

   86,576.42    83,299.69

MFO SIT LARGE CAP GROWTH FD

   55,840.91    50,472.62

MFO SIT MID CAP GROWTH FD INC

   27,464.90    23,240.11

MFO SKYLINE SPECIAL EQUITIES

   13,200.00    14,749.53

MFO SMALL CAP FD

   137,050.66    137,278.26

MFO SMALLCAP WORLD FD INC CL F-1

   72,380.36    65,264.74

MFO SMALLCAP WORLD FD INC CL R-5

   19,431.48    15,949.52

MFO SMALLCAP WORLD FD INC OPEN END FD

   23,420.08    17,745.81

MFO SOUND SHORE FD INC COM

   494,765.73    405,547.28

MFO STRATTON FDS INC SMALL-CAP VALUE FD

   74,626.12    67,183.47

MFO STRATTON MULTI-CAP GROWTH FD

   21,752.22    17,445.13

MFO STRONG ADVISOR COM STK Z

   10,616.86    0.00

MFO STRONG ASIA PAC FD INC INV SER

   152,087.38    0.00

MFO STRONG EQUITY FDS II INC SMALL CO VALUE FD

   15,739.76    13,828.63

MFO SUNAMERICA INCOME FDS GNMA FD CL A

   5,240,286.79    5,231,277.11

MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD

   1,088,744.81    1,044,418.94

MFO T ROWE PRICE INTL FDS INC EMERGING MKTS FD #110

   149,519.90    159,613.21

MFO T ROWE PRICE NEW INC FD INC

   9,711.57    10,206.96

MFO TCW FUNDS INC EMERGING MARKETS INC FD

   35,514.92    38,022.20

MFO TCW FUNDS INC VALUE OPPORTUNITES FD

   7,600.54    5,556.61

MFO TCW GALILEO FDS INC DIVIDEND FOCUSEDFD

   94,781.56    72,768.78

MFO TCW GALILEO FDS INC OPPORTUNITY FD CL N

   11,011.65    7,455.74

MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N

   2,473.06    3,068.12


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO TCW GALILEO FDS INC SMALL CAP GROWTHFD CL N

   109,882.74    116,346.04

MFO TCW GALILEO FDS INC TOTAL RETURN BD FD CL N SHS

   243,557.52    240,973.35

MFO TCW TOTAL RETURN BD FD CL I SHS

   148,937.64    152,242.12

MFO TEMPLETON CHINA WORLD FD FORMERLY TEMPL ADVISOR CL

   55,276.44    88,962.21

MFO TEMPLETON DEVELOPING MKTS TR SH BEN INT CL A

   19,592.91    26,122.27

MFO TEMPLETON GROWTH FD INC CL A

   29,987.86    20,997.59

MFO TEMPLETON INC TR GLOBAL BD FD ADVISOR CL

   251,688.78    255,465.27

MFO TEMPLETON INC TR GLOBAL BD FD CL A GLOBAL BD FD A

   133,937.50    147,441.78

MFO TFS CAP INVT TR MKT NEUTRAL FD

   121,088.96    133,847.54

MFO THIRD AVE TR INTL VALUE FD INSTL CL

   138,288.49    117,307.47

MFO THIRD AVE TR SMALL-CAP VALUE FD INSTL CL

   370,654.65    301,960.53

MFO THIRD AVE TR THIRD AVE FOCUSED CR FDINVS CL

   12,643.24    12,924.14

MFO THIRD AVE TR VALUE FD INSTL CL

   970,668.29    801,245.03

MFO THOMAS WHITE INTL FD

   3,535.12    2,941.00

MFO THOMPSON PLUMB FDS INC BD FD

   3,216.42    3,388.99

MFO THOMPSON PLUMB FDS INC GROWTH FD

   84,658.91    53,665.80

MFO THORNBURG INC TR LTD TERM US GOVT FD

   3,024.37    3,196.21

MFO THORNBURG INTL VALUE FD

   865,832.11    956,769.32

MFO THORNBURG INVT TR GROWTH FUND CL A SHS

   83,339.47    71,889.43

MFO THORNBURG INVT TR INTL VALUE FD CL A

   155,413.51    137,632.36

MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL A SHS

   115,375.84    121,048.46

MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL I

   44,176.84    40,039.47

MFO THORNBURG INVT TR VALUE FD CL A

   25,268.51    19,524.57

MFO TIP FDS TURNER NEW ENTERPRISE FD CL I

   33,572.76    52,269.20

MFO TOCQUEVILLE GOLD FD

   908,692.32    1,110,934.47

MFO TOCQUEVILLE INTL VALUE FD CL F

   9,665.07    7,023.33

MFO TOCQUEVILLE TR DELAFIELD FD

   8,142.49    40,761.82

MFO TOCQUEVILLE TR TOCQUEVILLE FD CL A

   662,782.60    638,660.36

MFO TORRAY FD SH BEN INT

   121,462.47    81,466.27

MFO TOTAL RETURN BD FD CL A

   5,905.93    120,143.95

MFO TOUCHSTONE FDS GROUP TR SMALL CAP VALUE OPPTYS FD

   161,012.58    122,358.73

MFO TOUCHSTONE INSTL FDS TR SANDS CAP INSTL GROWTH FD

   26,000.00    38,321.99

MFO TOUCHSTONE STRATEGIC TR LARGE CAP GROWTH FD CL A

   15,848.01    13,744.65

MFO TOUCHSTONE STRATEGIC TR MID CAP GROWTH FD CL A

   208,876.34    178,701.18

MFO TRANSAMERICA FDS FORMERLY TRANSAMERICA TRANSAMERICA BALANCED CL P

   29.70    9,982.78

MFO TRANSAMERICA FDS FORMERLY TRANSAMERICA TRANSAMERICA EQTY CL P

   247.98    71,733.31

MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INV SHS

   11,354.21    0.00

MFO TRANSAMERICA INVS INC PREMIER DIVDERSIFIED EQUITY FD INVS CL

   45,855.38    0.00

MFO TRANSAMERICA INVS INC PREMIER EQUITYFD INV SHS

   90,666.91    0.00

MFO TURNER FDS LARGE CAP GROWTH FD INV CL

   13,635.59    11,599.74

MFO TURNER FDS MIDCAP FD INSTL CL

   1,675,802.67    1,520,474.27

MFO TURNER FDS SMALL CAP GROWTH FD

   28,912.71    27,529.34

MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD

   215,058.48    221,753.53

MFO TWEEDY BROWNE FD INC VALUE FD

   13.00    15.00

MFO U S GLOBAL ACCOLADE FDS EASTN EUROPEAN FD

   439,421.61    296,274.89

MFO U S GLOBAL INVESTORS FDS

   680,954.91    471,602.07

MFO U S GLOBAL INVESTORS FDS FORMERLY UNITE U S ALL AMERN EQTY FD

   9,013.11    7,182.07

MFO ULTRA NASDAQ 100 INV

   10,032.74    15,508.41

MFO ULTRA SHORT NASDAQ 100 INV

   17,401.20    11,203.48

MFO UNIFIED SER TR AUER GROWTH FD

   4,000.00    2,800.45

MFO UNIFIED SER TR IMS CAP VALUE FD

   25,824.05    21,630.65

MFO UNIFIED SER TR ROOSEVELT MULTI-CAP FD

   4,038.89    4,046.62

MFO UNIFIED SER TR SOUND MIND INVESTING MANAGED

   5,039.00    5,802.31

MFO UNIFIED SER TR SYMONS VALUE INSTL FD

   21,661.49    25,949.56

MFO US GLOBAL INVESTORSGOLD & PRECIOUS METALS FD

   42,331.84    55,374.43

MFO USGI WOLD PRECIOUS MINERAL FUND

   598,314.77    467,959.78

MFO UTD SVCS FDS CHINA REGION OPPORTUNITY FD

   7,363.73    8,211.67

MFO VALUE LINE INC FD INC COM

   6,421.38    6,113.26

MFO VALUE LINE LARGER COMPANIES

   9,283.08    9,192.80

MFO VALUE LINE PREMIER GROWTH FD INC

   272,761.00    257,716.20

MFO VALUE LINE SMALL-CAP GROWTH FD INC COM

   212,259.66    181,137.22

MFO VAN ECK FDS INTL INVS FD A

   27,307.51    37,042.11

MFO VAN ECK GLOBAL HARD AST CL A

   5,400.76    5,929.27

MFO VAN KAMPEN AMERN CAP COMSTOCK FD CL A

   74,049.84    57,804.86

MFO VAN KAMPEN AMERN CAP EQTY INC FD CL A

   90,073.93    76,872.32

MFO VAN KAMPEN CAP GROWTH CL A

   32,205.66    33,580.08

MFO VANGUARD / WELLINGTON FD INC ADMIRALSHS #521

   111,021.91    111,522.07

MFO VANGUARD 500 INDEX FUND SIGNAL

   605,248.74    569,359.55

MFO VANGUARD AST ALLOCATION FD INC COM

   12,683.52    9,586.45

MFO VANGUARD AST ALLOCATION FD INC U S VALUE FD

   31,205.79    20,882.58


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO VANGUARD BALANCED INDEX FD INC COM

   10,140.25    10,232.05

MFO VANGUARD BD INDEX FDS COM

   462,085.11    472,453.24

MFO VANGUARD BD INDEX FDS INTER TERM PORTFOLIO FD VANGUARD BD INDEX FD

   150,525.41    152,412.64

MFO VANGUARD BD INDEX FDS LONG TERM PORTFOLIO FD

   103,041.21    101,602.33

MFO VANGUARD BD INDEX FDS SHORT TERM PORTFOLIO FD

   196,813.47    200,908.56

MFO VANGUARD BD INDEX FDS TOTAL BD MKT INDEX FD SIGNAL SHS

   50,825.81    51,451.90

MFO VANGUARD CAP VALUE FD #328

   38,144.04    41,530.58

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2020 FD

   626,176.63    665,757.62

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2030 FD

   41,924.37    34,475.15

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2040 FD

   125,437.05    161,337.76

MFO VANGUARD CONV SECS FD SH BEN INT

   11,095.14    10,129.79

MFO VANGUARD DEVELOPED MKTS INDEX FD INVSH S

   47,641.79    35,110.60

MFO VANGUARD EMERGING MKTS STOCK IDX VEIEX

   635,024.02    690,377.00

MFO VANGUARD EQTY INC FD INC COM

   29,663.22    24,708.35

MFO VANGUARD EQTY INC FD INC GROWTH EQTYFD

   36,364.19    32,880.72

MFO VANGUARD FENWAY FDS PRIMECAP CORE FDINVS SHS

   222,245.25    250,444.98

MFO VANGUARD FIXED INCOME SECS FD INC GNMA PORTFOLIO

   1,503,649.83    1,546,947.45

MFO VANGUARD FIXED INCOME SECS FD INC HIGH YIELD BD PORTFOLIO

   305,951.65    302,876.86

MFO VANGUARD FIXED INCOME SECS FD INC INTER TERM U S TREAS PORTFOLIO

   65,710.96    61,766.64

MFO VANGUARD FIXED INCOME SECS FD INC INTER-TERM INVT GRADE FD INV SHS

   65,066.20    66,485.43

MFO VANGUARD FIXED INCOME SECS FD INC LONG-TERM INVT GRADE FD INV SHS

   42,485.09    42,029.40

MFO VANGUARD FIXED INCOME SECS FD INC USTREAS BD PORTFOLIO

   103,620.62    99,157.01

MFO VANGUARD FXD INC SECS FD INC INFLATION-PROTECTED SECS FD #119

   1,294,998.47    1,308,654.22

MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO

   25,189.16    24,715.77

MFO VANGUARD FXD INC SECS FD INC SHORT TERM U S TREAS PORTFOLIO

   72,039.27    72,311.68

MFO VANGUARD GROWTH & INC FD

   73,317.71    56,409.53

MFO VANGUARD GROWTH INDEX

   147,460.47    150,683.62

MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO

   113,338.08    124,269.50

MFO VANGUARD HORIZON GLOBAL EQTY FD #129

   875,083.81    620,723.79

MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD

   637,692.45    600,759.23

MFO VANGUARD INDEX TR EXTD MKT PORTFOLIOOPEN END FD

   179,563.23    180,342.65

MFO VANGUARD INDEX TR MID CAPITALIZATION STK PORT INV SH

   319,755.95    335,404.57

MFO VANGUARD INDEX TRUST SMALL CAPITLIZATION GROWTH PORT INV

   107,328.97    112,301.05

MFO VANGUARD INTL EQUITY INDEX FDS EUROPEAN PORTFOLIO

   276,348.09    230,497.86

MFO VANGUARD INTL VALUE FD

   308,225.14    252,231.70

MFO VANGUARD LARGE-CAP INDEX FD INV SHS

   252,845.93    237,546.18

MFO VANGUARD LIFE STRATEGY INC FD PORTFOLIO

   14,183.96    13,807.63

MFO VANGUARD MID-CAP GROWTH FD INVS SHS

   64,606.39    66,843.40

MFO VANGUARD MORGAN GROWTH FD /VANGUARD MORGAN GROWTH FD INC 06/30/1998 COM

   14,781.78    20,558.25

MFO VANGUARD PAC STK INDEX FD.

   76,608.86    74,463.02

MFO VANGUARD PRIMECAP FUND

   46,734.61    54,503.07

MFO VANGUARD SHORT TERM INVT GRADE INV.

   549,733.16    558,178.22

MFO VANGUARD SMALL-CAP INDEX FD

   323,429.17    329,279.45

MFO VANGUARD SMALL-CAP VALUE INDEX FUND

   188,143.26    157,903.97

MFO VANGUARD SPECIALIZED PORTFOLIOS DIVID GROWTH FD

   78,778.64    90,085.18

MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD

   890,652.56    850,598.61

MFO VANGUARD SPECIALIZED PORTFOLIOS HEALTH CARE FD

   740,237.79    741,767.14

MFO VANGUARD SPECIALIZED PORTFOLIOS PRECIOUS METALS & MNG FD

   365,657.85    322,775.03

MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD

   574,976.14    512,953.44

MFO VANGUARD STAR FD LIFESTRATEGY GROWTHFD

   11,313.24    10,959.39

MFO VANGUARD STAR FD STAR FD

   24,262.40    21,813.83

MFO VANGUARD STRATEGIC EQTY FD

   13,371.40    8,911.37

MFO VANGUARD TARGET RET FD 2025 #304

   262,287.82    239,620.83

MFO VANGUARD TARGET RET FD 2035

   43,146.09    40,275.79

MFO VANGUARD TARGET RET FD 2045 #306

   40,124.47    30,921.79

MFO VANGUARD TOTAL INTL STK INDX FD

   632,528.94    624,235.58

MFO VANGUARD TOTAL STK MKT INDEX FD INV SH

   1,407,464.90    1,269,281.16

MFO VANGUARD TX-MANAGED FD TX-MANAGED INTL FD #127

   10,971.30    8,895.65

MFO VANGUARD VALUE INDEX

   352,709.56    266,846.38

MFO VANGUARD WELLESLEY INCOME FD COM

   907,134.55    883,409.93

MFO VANGUARD WELLINGTON FD COM

   918,508.59    927,619.50

MFO VANGUARD WHITEHALL FDS INTL EXPLORERFD INVS SHS

   88,636.45    71,770.48

MFO VANGUARD WHITEHALL FDS SELECTED VALUE FD INVS SHS

   74,480.82    60,153.61

MFO VANGUARD WINDSOR FDS COM

   243,730.14    167,617.36

MFO VANGUARD WINDSOR II FD

   275,437.00    205,226.58

MFO VANGUARD WORLD FD FTSE SOCIAL INDEX FD INV SHS

   11,599.82    8,576.10

MFO VANGUARD WORLD FD INTL GROWTH FD

   722,991.60    628,655.16

MFO VIRTUS GLOBAL INFRASTRUCTURE FD-A

   4,639.12    5,493.54

MFO VIRTUS OPPORTUNITIES TR VIRTUS FOREIGN OPPORTUNITIES

   28,207.10    21,282.04

MFO WASATCH ADVISORS FDS INC INCOME FD

   24,156.81    22,400.26


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MFO WASATCH ADVISORS FDS INC MICRO CAP FD

   343,636.33    225,718.87

MFO WASATCH CORE GROWTH FD

   139,822.74    113,589.41

MFO WASATCH FDS INC GLOBAL OPPORTUNITIESFD

   49,324.68    63,560.79

MFO WASATCH FDS INC GLOBAL SCI & TECHNOLOGY FD

   64,762.87    54,689.87

MFO WASATCH FDS INC INTL GROWTH FD

   50,597.65    52,232.67

MFO WASATCH FDS INC INTL OPPORTUNITIES FD

   5,454.27    4,744.65

MFO WASATCH FDS INC MICRO CAP VALUE FD

   20,575.33    25,597.73

MFO WASATCH FDS INC SMALL CAP VALUE FD

   93,646.59    62,853.52

MFO WASATCH SMALL CAP GROWTH FD

   225,375.24    231,227.64

MFO WASATCH-1ST SOURCE LONG/SHORT FUND

   12,248.73    13,234.12

MFO WASH MUT INVESTORS FD INC CAP OPEN END FD

   141,218.09    0.00

MFO WASHINGTON MUT INVS FD INC CL R-5

   59,033.56    42,515.30

MFO WEITZ FDS HICKORY FD

   8,073.98    5,361.92

MFO WEITZ FDS PARTNERS VALUE FD

   41,399.55    31,151.04

MFO WEITZ FDS SHORT-INTERMEDIATE INCOME FD

   212,145.83    213,550.32

MFO WEITZ FDS VALUE FD

   157,619.03    100,913.78

MFO WELLS FARGO ADVANTAGE FDS INTL EQUITY FD INV CL

   2,488.90    1,642.35

MFO WELLS FARGO C&B LARGE CAP VALUE INVESTORS

   119,640.89    113,405.76

MFO WELLS FARGO C&B MID CAP VALUE INVESTORS

   24,468.35    17,156.78

MFO WELLS FARGO FDS TR ADVANTAGE DISCOVERY FD INV CL

   43,846.50    40,116.49

MFO WELLS FARGO FDS TR ADVANTAGE ENTERPRISE FD INV CL

   1,225.67    1,283.22

MFO WELLS FARGO FDS TR ADVANTAGE OPPORTUNITY FD INV CL

   114,663.69    102,776.46

MFO WELLS FARGO FDS TR ADVANTAGE SMALL/MID CAP VALUE FD INV CL

   12,718.68    10,644.60

MFO WELLS FARGO FDS TR ADVANTAGE ASIA PAC FD INV CL

   8,789.99    113,805.02

MFO WELLS FARGO FDS TR ADVANTAGE GOVT SECS FD INV CL

   18,191.99    18,764.49

MFO WELLS FARGO FDS TR ADVANTAGE GROWTH & INCOME FD INV CL

   4,776.92    5,166.80

MFO WELLS FARGO FDS TR ADVANTAGE GROWTH FD INV CL

   143,629.51    124,057.49

MFO WELLS FARGO FDS TR ADVANTAGE LARGE CAP GROWTH FD INV CL

   28,077.60    26,913.52

MFO WELLS FARGO FDS TR ADVANTAGE MID CAPDISCIPLINED FD INV CL

   53,409.94    44,621.14

MFO WELLS FARGO FDS TR ADVANTAGE ULTRA SHORT TERM INCOME FD

   3,658.44    3,394.92

MFO WELLS FARGO FDS TR INCOME PLUS FD INVESTOR CL

   93,896.75    98,223.24

MFO WELLS FARGO SMALL CAP VALUE INVESTOR

   24,246.58    22,366.61

MFO WESTCORE PLUS BD FD

   195,045.93    197,047.31

MFO WESTCORE TR FLEXIBLE INCOME FD RETAIL CL

   11,757.45    9,559.15

MFO WESTCORE TR SELECT FD

   5,000.00    5,193.05

MFO WESTERN ASSET FDS INC CORE PLUS BD PORT FINL INTER CL

   33,444.67    32,556.92

MFO WESTERN ASSET FDS INC NON-US OPPORTUNITY BD PORT INSTL CL

   1,233,570.74    1,137,905.80

MFO WESTPORT FDS SMALL CAP FD CL R

   100.00    102.26

MFO WESTPORT SELECT CAP EQTY CL I

   31,246.12    25,722.49

MFO WESTPORT SELECT CAP FD CL R

   1,916.22    1,843.99

MFO WEXFORD TR MUHLENKAMP FD

   190,398.05    127,882.15

MFO WHITE OAKS GROWTH FD

   175,773.39    203,868.21

MFO WILLIAM BLAIR BOND FD-N

   22,548.44    23,075.23

MFO WILLIAM BLAIR GROWTH FD

   20,000.00    23,325.48

MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS

   410,939.68    356,410.13

MFO WILSHIRE MUT FDS INC FORMERLY WILSHIRE 5000 INDEX FD PORTFOLIO

   223,030.96    206,896.62

MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL

   11,314.08    8,782.96

MFO WINTERGREEN FD INC COM

   270,794.63    243,373.26

MFO WORLD FDS INC NEW EASTERN EUROPEAN EQUITY FD CL A

   24,000.00    41,782.31

MFO WORLDWIDE HIGH DIVIDEND YIELD

   3,140.01    4,518.19

MFO WRIGHT MANAGED EQTY TR INTL BLUE CHIP EQUITIES FD STD SH

   56,850.00    56,459.55

MFO YACKTMAN FD INC COM

   551,806.44    693,027.54

MFO YACKTMAN FD INC FOCUSED FD

   259,157.87    288,372.53

MFO YELLOW PAGES INCOME FD

   24,143.48    23,760.23

MGIC INVT CORP WIS COM

   12,464.17    5,924.50

MGM MIRAGE 7.625 DUE 01-15-2017 BEO

   20,252.08    15,550.00

MGM MIRAGE COM

   403,470.97    308,173.92

MGM MIRAGE COM STK PUT OPT EXP 10/17/09 PR $11 PER SH

   2,797.90    0.00

MGM MIRAGE SR NT 6.75% DUE 09-01-2012 REG

   20,000.00    17,850.00

MGP INGREDIENTS INC COM

   66,049.52    53,856.00

MICHELIN (CGDE) EUR2(REGD)

   515,558.17    510,011.40

MICROCHANNEL TECHNOLOGIES CORP COM

   241,834.99    6,056.60

MICROCHIP TECHNOLOGY INC COM

   5,656.84    5,810.00

MICROCHIP TECHNOLOGY INC COM

   180,016.73    145,300.00

MICROMEM TECHNOLOGIES INC COM

   11,163.03    492.90

MICROMET INC COM STK

   5,958.95    6,660.00

MICRON TECH INC COM

   61,818.72    84,458.88

MICRON TECH INC COM

   262,578.31    499,488.00

MICRON TECH INC COM

   358,557.35    243,936.00

MICROSOFT CORP COM

   1,080,108.57    1,240,943.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

MICROSOFT CORP COM

   1,196,660.06      1,551,941.00   

MICROSOFT CORP COM

   1,579,545.99      2,103,810.00   

MICROSOFT CORP COM

   1,841,651.68      2,221,847.71   

MICROSOFT CORP COM

   3,749,796.58      6,412,047.00   

MICROSTRATEGY INC CL A NEW

   26,062.53      42,309.00   

MICROVISION INC DEL COM

   211,670.89      203,355.50   

MID-AMER APT CMNTYS INC COM

   18,158.95      19,312.00   

MID-AMER APT CMNTYS INC PFD SER H 8.30% PFD STK

   9,465.75      9,972.00   

MIDDLEBY CORP COM

   36,206.91      30,441.42   

MIDDLESEX WTR CO COM

   1,589.95      1,762.00   

MIDFIRST BK OKLA CITY CTF DEP DTD 03-18-2009 1.75 09-20-2010

   50,000.00      50,000.00   

MIDFIRST BK OKLA CITY CTF DEP DTD 04-29-2009 1.1 07-29-2010

   6,000.00      6,000.00   

MIDFIRST BK OKLA CITY DTD 04-15-2009 .75C/D 02-16-2010

   30,000.00      30,000.00   

MIDFIRST BK OKLA CITY DTD 04-15-2009 .8 C/D 03-15-2010

   90,000.00      90,000.00   

MIDFIRST BK OKLA CITY DTD 05-13-2009 1.05 C/D 05-13-2010

   95,000.00      95,000.00   

MIDNIGHT HLDGS GROUP INC COM STK

   859.95      0.20   

MIDWAY GOLD CORP COM

   53,909.39      22,620.00   

MIGAMI INC COM STK

   249.95      12.00   

MILLENNIUM BIOTECHNOLOGIES GROUP INC COM

   539.95      9.50   

MILLENNIUM CELL INC COM

   6,027.18      1.57   

MILLER PETE INC COM ISIN US6005771000

   16,693.75      87,725.00   

MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)

   1,724.75      1,770.48   

MILLIPORE CORP COM

   15,635.11      14,470.00   

MILLIPORE CORP COM

   47,683.23      101,290.00   

MINDSPEED TECHNOLOGIES INC COM NEW STK

   11,160.15      11,790.66   

MINERA ANDES INC COM

   7,111.39      9,396.35   

MINERALS TECHNOLOGIES INC COM

   12,383.52      16,341.00   

MIPS TECHNOLOGIES INC COMMON

   270.96      874.00   

MIRACLE APPLICATIONS CORP COM STK

   0.00      3.15   

MIRANDA GOLD CORP FORMERLY MIRANDA DIAM

   8,690.71      4,140.00   

MIRANT CORP NEW COM

   22,368.89      23,760.12   

MIRANT CORP NEW COM

   91,059.84      97,728.00   

MIRANT CORP NEW COM

   294,774.79      293,184.00   

MIRANT CORP NEW COM

   758,231.31      655,724.34   

MIRANT CORP NEW WT SER A EXP

   133.92      33.12   

MISS VAL UTILS INVT CO $6.00 PR PFD STK NO PAR

   0.00      309.88   

MITSUBISHI CORP NPV

   465,456.23      482,339.11   

MITSUBISHI GAS CHM NPV

   153,400.70      150,666.83   

MITSUBISHI MATERLS NPV

   184,341.78      181,201.06   

MITSUBISHI UFJ FIN NPV

   143,753.06      111,633.10   

MITSUI & CO LTD NPV

   226,289.07      184,042.44   

MITSUI CHEMICALS NPV

   172,743.72      149,148.99   

MITSUI FUDOSAN CO LTD NPV

   382,562.07      453,405.85   

MITSUI MINING & SM NPV

   131,915.82      126,812.54   

MITSUMI ELECTRIC NPV

   263,017.16      304,416.30   

MITUSBISHI TANABE SHS

   110,274.83      111,927.55   

MITUSBISHI TANABE SHS

   133,593.41      136,800.33   

MIZUHO FINANCIAL GROUP NPV

   660,033.87      462,360.51   

MKT VEC GOLD MTN CALL OPT EXP 03/20/10 PR $55 PER SH

   (718.82   (324.00

MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT

   103,859.04      128,297.69   

MLP BROOKFIELD INVTS CORP BROOKFIELD INFRASTRUCTURE LTD PART

   29,021.17      19,256.04   

MLP BUCKEYE GP HLDGS L P COM UNIT REPSTGLTD PARTNER INT BUCKEYE GP HLDGS L P

   4,593.82      7,842.52   

MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS

   45,455.13      57,000.55   

MLP CEDAR FAIR L P DEPOS UNIT

   12,347.86      9,358.97   

MLP CROSSTEX ENERGY L P COM UNITS REPSTGLTD PARTNER INT

   1,913.56      1,119.69   

MLP DORCHESTER MINERALS L P COM UNITS

   10,027.61      10,474.27   

MLP DUNCAN ENERGY PARTNERS L P COM UNIT REPSTG LTD PARTNER INT

   11,233.95      11,875.00   

MLP EL PASO PIPELINE PARTNERS L P COM UNIT LTD PARTNERSHIP INT

   47,288.05      54,678.22   

MLP ENBRIDGE ENERGY PARTNERS L P COM

   164,173.25      202,111.12   

MLP ENERGY TRANSFER EQUITY L P COM UNIT LTD PARTNERSHIP

   45,845.99      56,199.40   

MLP ENTERPRISE PRODS PARTNERS L P COM UNIT

   337,149.12      389,217.11   

MLP EV ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT

   11,778.55      14,510.40   

MLP FERRELLGAS PARTNERS L P UNIT LTD PARTNERSHIP INT

   42,994.23      46,235.65   

MLP GENESIS ENERGY L P UNIT LTD PARTNERSHIP INT

   34,410.10      41,541.73   

MLP ICAHN ENTERPRISES L P DEPOSITARY UNIT

   15,688.90      16,052.51   

MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT

   551,059.44      668,623.93   

MLP MARKWEST ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT

   95,468.72      116,494.60   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

MLP MARTIN MIDSTREAM PARTNERS L P UNIT LTD PARTNERSHIP INT

   5,952.40    6,296.00

MLP MESABI TR CTF BEN INT

   6,045.15    6,400.00

MLP NATURAL RESOURCE PARTNERS L P COM UNIT LTD PARTNERSHIP INT

   16,091.93    16,890.63

MLP NAVIOS MARITIME PARTNERS L.P.

   31,371.38    34,017.00

MLP PENN VA RES PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT

   45,566.11    62,089.48

MLP PERMIAN BASIN RTY TR UNIT BEN INT

   191,806.61    177,634.64

MLP SAN JUAN BASIN RTY TR UNIT BEN INT SAN JUAN BASIN RTY TR UNIT BEN INT

   31,914.68    30,687.20

MLP TC PIPELINES LP UNIT COM LTD PARTNERSHIP INT ISIN #US87233Q1085

   4,790.15    5,133.18

MLP TEEKAY LNG PARTNERS L P

   25,067.41    36,826.92

MLP TEEKAY OFFSHORE PARTNERS LP COM STK UNIT

   16,358.95    19,950.00

MLP TERRA NITROGEN CO L P COM UNIT

   27,158.89    26,042.27

MLP TRANSMONTAIGNE PARTNERS L P COM UNITREPTG LTD PARTNERSHIP INT

   6,096.35    6,331.88

MLP W P CAREY & CO LLC COM

   3,077.18    2,930.92

MLP WILLIAMS COAL SEAM GAS RTY TR TR UNIT UNITS(BENEFICIAL INTEREST)

   2,273.23    492.41

MOCON INC COM

   4,048.95    3,045.24

MODINE MFG CO COM STK

   189,494.61    206,016.00

MODUSLINK GLOBAL SOLUTIONS INC COM

   51,794.39    46,156.05

MOHAWK INDS INC COM

   6,917.19    4,760.00

MOHAWK INDS INC STEP CPN 6.5% DUE 01-15-2011

   9,338.00    10,284.13

MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8% DUE 04-01-2012/04-01-2009 BEO

   7,000.00    5,958.75

MOLEX INC CL A

   222,944.59    172,170.00

MOLEX INC COM

   128,131.72    80,273.75

MOLEX INC COM

   236,138.03    243,515.00

MOLEX INC COM

   358,245.59    381,435.00

MOLINA HEALTHCARE INC COM

   244,030.72    205,830.00

MOLSON COORS BREWING CO CL B CL B

   29,980.84    31,046.87

MOLSON COORS BREWING CO CL B CL B

   163,284.80    194,188.00

MOMENTA PHARMACEUTICALS INC COM STK

   1,634.01    1,260.00

MONARCH GULF EXPL INC COM NEW

   1,609.95    20.00

MONDI PLC GBP

   248,400.44    144,812.88

MONEYGRAM INTL INC COM

   9,138.64    10,290.24

MONOGRAM ENERGY INC COM NEW STK

   6.56    0.00

MONOLITHIC PWR SYS INC COM

   23,140.80    22,411.95

MONSANTO CO NEW COM

   377,945.56    1,210,881.00

MONSANTO CO NEW COM

   422,139.94    434,051.87

MONSANTO CO NEW COM

   903,598.08    981,000.00

MONSANTO CO NEW COM

   1,407,087.11    1,487,686.50

MONSTER WORLDWIDE INC COM

   15,836.36    25,804.20

MONSTER WORLDWIDE INC COM

   139,408.19    59,160.00

MONTHLY DTD 02-25-2009 3.55 02-25-2014

   10,000.00    10,000.00

MONTHLY DTD 12-19-2008 3.35 06-21-2010

   50,000.00    50,000.00

MONTHLY DTD 12-19-2008 3.9 12-19-2011

   15,000.00    15,000.00

MONTPELIER RE HOLDINGS LTD COM

   76,878.28    73,756.11

MONY GROUP INC 8.35 DUE 03-15-2010 BEO

   10,247.50    10,128.01

MOODYS CORP COM

   36,595.67    36,031.93

MOODYS CORP COM

   95,616.20    144,720.00

MOOG INC CL A

   9,111.95    5,846.00

MORG STAN SR NT FLTG RATE LKD TO USD LIB& S&P 500 INDEX RANGE DUE 3-26-2029

   3,384,966.80    0.00

MORGAN ST GROUP INC DEPOS SH RESPRESENTING 1/8 SH 8.75% PFD STK

   0.00    21,271.43

MORGAN STANLEY BK AG CTF DEP DTD 12/12/08 ACT/365 MTHLY 3.9 12-13-10

   99,000.00    99,000.00

MORGAN STANLEY BK N A CTF DEP S/A DTD 11-12-2008 4.15 05-12-2010

   55,000.00    55,000.00

MORGAN STANLEY BK N A MONTHLY DTD 11-28-2008 4.15 11-29-2010

   25,000.00    25,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 11-28-2008 3.25 C/D 11-27-2009

   10,000.00    0.00

MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-15-2008 4.05 04-15-2010

   23,000.00    23,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-15-2008 4.55 10-17-2011

   56,000.00    56,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-22-2008 4.75 10-22-2012

   10,000.00    10,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 12-05-2008 4.6 12-05-2012

   30,000.00    30,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UT MONTHLY DTD 01-02-2009 3.45 01-03-2012

   10,000.00    10,000.00

MORGAN STANLEY BK N A SALT LAKE CITY UT MONTHLY DTD 12-05-2008 4.1 12-06-2010

   30,000.00    30,000.00

MORGAN STANLEY BK N A SALT LAKE CY UTA 10/15/2008 ACT/365 4.25 10-15-2010

   119,000.00    119,000.00

MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP DTD 01/02/2009 3.15 01-03-2011

   30,000.00    305.75

MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP DTD 12-26-2008 3.15 12-27-2010

   95,000.00    95,000.00

MORGAN STANLEY BK N A SALT LAKE CY UTA DTD 12-12-2008 3.6 06-14-2010

   20,000.00    202.41

MORGAN STANLEY BK SALT LAKE CY UT CTF DEP DTD 10/08/2008 4.25 10-08-2010

   119,000.00    119,000.00

MORGAN STANLEY BK SALT LAKE CY UT CTF DEP DTD 10/08/2008 5.05 10-08-2013

   191,000.00    191,000.00

MORGAN STANLEY BK SALT LAKE CY UT DTD 10-08-2008 4.75 10-09-2012

   56,000.00    56,000.00

MORGAN STANLEY COM STK USD0.01

   211,746.22    224,757.68

MORGAN STANLEY COM STK USD0.01

   457,232.61    387,760.00

MORGAN STANLEY COM STK USD0.01

   515,065.83    568,320.00

MORGAN STANLEY COM STK USD0.01

   587,036.71    500,240.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

MORGAN STANLEY COM STK USD0.01

   1,015,642.27      1,099,462.40

MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO

   28,615.71      31,823.43

MORGAN STANLEY DEAN WITTER DISCOVER & COTR # TR 00709 11/13/8 10.75 13 NOV 2023

   36,642.33      37,000.00

MORGAN STANLEY EMERGING

   0.00      0.00

MORGAN STANLEY FOR EQTY SEE 617 SR GBL MTN SER F FLTG RT DUE 10-18-16 BEO

   40,147.73      37,051.92

MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y FLT RT MTN VAR RT DUE 10-15-2015

   506,625.00      656,443.90

MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y NT 4% DUE 01-15-2010 BEO

   9,781.80      10,008.94

MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y PERFORMANCE LEVERAGED UPSIDE SECS

   0.00      338.80

MORGAN STANLEY FORMERLY MORGAN STANLEY MORGAN STANLEY 5.95 DUE 12-28-2017

   99,717.00      103,144.00

MORGAN STANLEY GLOBAL MED TERM NT SER F 5.75% DUE 08-31-2012

   92,029.50      96,531.84

MORGAN STANLEY INDIA INVT FD INC

   16,806.88      8,851.75

MORGAN STANLEY NOTES 5.625 DUE 01-09-2012 BEO

   142,385.60      147,745.08

MORGAN STANLEY SR GLOBAL MEDIUM TERM NT SER F VAR RT DUE 05-14-2010

   400,000.00      402,868.80

MORNINGSTAR INC COM STK

   16,236.51      17,257.38

MORTON CMNTY BK ILL CTF DEP DTD 08-17-2009 3.7 10-17-2017

   7,000.00      7,000.00

MOSAIC CO COM

   279,688.72      314,007.18

MOTOROLA INC COM

   169,850.47      207,393.86

MOTOROLA INC COM

   259,440.64      296,432.00

MOTOROLA INC COM

   503,501.46      304,192.00

MOTOROLA INC COM

   761,965.84      487,793.60

MOTOROLA INC COM

   1,376,459.42      725,560.00

MOTORS LIQ CO COM STK

   23,759.49      11,276.18

MOVE INC COM STK

   5,468.95      3,320.00

MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027

   557.12      532.64

MRK+JF

   (249.54   0.00

MRS FIELDS FAMOUS BRANDS LLC / MRS FIELDSR SECD NT 10 DUE 10-24-2014

   837.13      0.00

MRV COMMUNICATIONS COM STK USD0.0034

   14,787.34      10,685.50

MS PWR & LT CO 4.56 PFD CUM $100 PAR

   0.00      3,066.00

MS+EE

   (2,430.00   0.00

MSC INDL DIRECT INC CL A COM

   3,662.85      3,540.32

MSCI INC CL A CL A

   3,008.95      3,180.00

MSCI INC CL A CL A

   259,958.00      295,422.00

MSDWCC HELOC TR 2005-1 ASSET BKD NT CL AFLTG 07-25-2017/02-25-2005 BEO

   42,860.55      19,994.75

MTN GROUP LTD ZAR0.0001

   290,272.37      293,606.16

MTN PROV MNG INC COM NEW

   7,706.95      5,400.00

MTR GAMING GROUP INC COM

   377.89      292.50

MUELLER WTR PRODS INC COM SER A STK

   11,365.53      10,510.44

MUENCHENER RUECKVE NPV(REGD)

   191,700.45      206,393.33

MUENCHENER RUECKVE NPV(REGD)

   423,684.47      420,892.74

MULTICELL TECHNOLOGIES INC COM NEW

   53,709.18      2,775.00

MULTI-FINELINE ELECTRONIX INC COM

   6,027.59      5,674.00

MULTI-FINELINE ELECTRONIX INC COM

   28,026.45      42,555.00

MULTIMEDIA GAMES INC COM

   1,471.57      721.20

MUNICIPAL MTG & EQUITY L L C COM

   1,419.10      49.45

MURATA MANUFACTURING CO. NPV

   353,662.76      360,444.81

MURPHY OIL CORP COM

   34,450.07      31,052.70

MURPHY OIL CORP COM

   248,865.10      238,480.00

MURPHY OIL CORP COM

   291,456.55      281,840.00

MUT RISK MGMT LTD COM

   3,133.73      0.20

MY VINTAGE BABY INC COM STK

   7,953.40      8.10

MYECHECK INC COM STK

   604.95      20.00

MYERS INDS INC COM

   8,336.95      7,280.00

MYLAN INC

   138,247.03      182,457.00

MYLAN INC

   164,572.08      154,812.00

MYRIAD GENETICS INC COM

   59,729.72      28,020.66

MYRIAD GENETICS INC COM

   734,198.21      777,884.40

MYRIAD PHARMACEUTICALS INC COM

   570.97      467.79

N AMERN ENERGY PARTNERS SER B PFD

   0.00      0.46

N AMERN PALLADIUM LTD COM

   89,717.24      76,979.00

N EUROPEAN OIL RTY TR CTF BEN INT

   1,920.95      1,540.00

N V R INC COM

   3,106.75      4,974.97

N V R INC COM

   241,176.28      284,284.00

N W PIPE CO COM

   25,585.70      18,802.00

NAAC REPERFORMING 2004-R1 REMIC PASSTHRUCTF CL 144A A1 6.5 DUE 03-25-2034

   63,536.12      72,602.62

NABORS INDUSTRIES COM USD0.10

   49,962.16      58,927.88

NABORS INDUSTRIES COM USD0.10

   187,202.89      267,058.00

NABORS INDUSTRIES COM USD0.10

   204,666.66      170,742.00

NACCO IND INC CL A COM

   36,717.00      29,880.00

NACCO IND INC CL A COM

   239,552.97      201,739.80

NACEL ENERGY CORP COM STK

   1,825.43      339.30


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

NALCO HLDG CO COM

   13,820.02      19,132.50

NAM TAI ELECTRS INC COM PAR $0.01

   3,627.82      3,952.54

NAMCO BANDAI HLDGS NPV

   102,098.79      95,148.96

NAMEX EXPLORATIONS INC COM COM

   1,539.95      0.00

NANOGEN INC COM

   8,896.95      99.88

NANOLOGIX INC COM

   3,681.80      21,600.00

NANOMETRICS INC COM DELAWARE

   58,249.68      56,650.00

NASCENT WINE CO INC COM NEW COM NEW

   7,478.85      80.00

NASDAQ OMX GROUP

   (2,818.02   0.00

NASDAQ OMX GROUP

   119,825.78      77,298.00

NASDAQ OMX GROUP

   173,823.52      168,549.28

NASDAQ OMX GROUP INC SEC 2598312

   16,518.25      9,910.00

NASH FINCH CO COM

   80,979.10      81,598.00

NAT HARMONY FOODS INC COM

   2,082.42      4.25

NATIONAL BEVERAGE CORP COM

   3,762.03      4,435.20

NATIONAL CITY CAP TR III TR PFD SECS

   0.00      48,365.31

NATIONAL GRID ORD GBP0.11395

   477,633.58      348,933.52

NATIONAL HEALTHCARE LOGISTICS INC COM

   534.95      1.50

NATIONAL OILWELL VARCO COM STK

   119,972.62      194,877.80

NATIONAL OILWELL VARCO COM STK

   266,060.25      296,628.22

NATIONAL OILWELL VARCO COM STK

   397,122.90      507,035.00

NATIONAL OILWELL VARCO COM STK

   1,230,815.07      1,287,428.00

NATIONAL REP BK CHICAGO CTF DEP DTD 10-30-2008 4.7 10-30-2013

   50,000.00      50,000.00

NATIONAL RETAIL PPTYS INC COM STK

   62,177.08      77,520.56

NATIONAL STL CORP CL B CL B

   3,120.00      5.25

NATIONWIDE HLTH PPTYS INC REIT

   45,766.80      56,455.14

NATL AUSTRALIA BK LTD GLOBAL MEDIUM TRANCHE # SR 00013 VAR RT DUE 02-08-2010

   400,000.00      400,040.40

NATL AUSTRALIA BK NPV

   403,176.53      593,729.98

NATL BK OF CANADA COM NPV

   112,353.01      259,201.07

NATL COAL CORP COM NEW

   8,423.86      3,217.20

NATL FINL PARTNERS CORP COM

   158,166.55      135,022.10

NATL FUEL GAS CO COM

   14,733.51      21,342.25

NATL REP BK CHGO CTF DEP ACT/365 MONTHLYDTD 08-28-2008 4.75 08-28-2012

   25,000.00      25,000.00

NATL RURAL UTILS COOP FIN CORP COLL TR BD 10.375 DUE 11-01-2018/10-30-2008 REG

   10,815.40      13,350.14

NATL RYS MEX 1ST PFD 4

   0.00      14.00

NATL SEMICONDUCTOR CORP COM

   30,948.90      33,331.20

NATL SEMICONDUCTOR CORP COM

   85,165.16      98,304.00

NATL SEMICONDUCTOR CORP COM

   541,482.01      552,960.00

NATURAL ALTERNATIVES INTL INC COM NEW COM NEW

   38,293.07      68,316.25

NATURAL GAS SVCS GROUP INC COM

   11,148.45      9,425.00

NATURAL GAS SVCS GROUP INC COM

   38,181.40      24,505.00

NATURALLY IOWA INC COM STK

   399.95      30.00

NATURES SUNSHINE PRODS INC COM

   40,115.09      42,000.37

NAUTILUS INC COM

   136,731.00      57,327.20

NAVARRE CORP COM

   19,858.39      26,712.00

NAVIGATORS GROUP INC COM

   528,145.05      466,389.00

NAVIO CO LTD COM STK

   21,835.52      28,586.25

NAVISITE INC COM NEW

   5.12      8.00

NAVISTAR INTL CORP NEW COM

   80,316.75      118,384.95

NAVISTAR INTL CORP NEW COM

   1,113,557.68      989,440.00

NBTY INC COM

   373,575.17      448,462.00

NCI BLDG SYS INC COM

   1,072.30      0.00

NCR CORP COM

   3,476.58      2,782.50

NEAH PWR SYS INC COM NEW COM NEW

   16,117.15      9,409.20

NEC CORP NPV

   78,141.86      56,669.48

NEKTAR THERAPEUTICS COM

   1,063.11      1,864.00

NELNET INC CL A CL A

   275,341.83      399,736.00

NELNET STUDENT LN TR 2008-4 ASSET BKD NTCL A-4 FLTG 04-25-2024 REG

   110,000.00      114,839.45

NEO MATL TECHNOLOGIES INC COM STK

   105,625.31      136,664.43

NEOGENOMICS INC COM NEW

   8,700.72      6,750.00

NEOMEDIA TECHNOLOGIES INC COM

   2,014.04      543.78

NEONODE INC COM STK

   3,955.85      12.00

NEOPHARM INC COM

   7,206.09      1,015.00

NESS ENERGY INTL INC COM

   6,879.33      310.00

NESS TECHNOLOGIES INC COM

   508.95      491.00

NESS TECHNOLOGIES INC COM

   25,736.44      12,740.00

NESTLE SA COMSTK

   681,554.28      785,418.73

NESTLE SA COMSTK

   1,491,737.59      1,933,715.90

NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC

   14,498.98      13,812.80

NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC

   330,687.12      313,633.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

NET BANK INC COM

   14,472.05    0.00

NET VOICE TECHNOLOGIES CORP COM

   1,460.40    0.00

NETAPP INC COM STK

   30,087.35    42,950.00

NETAPP INC COM STK

   185,281.87    312,949.00

NETAPP INC COM STK

   382,710.61    495,216.00

NETFLIX INC COM STK

   107,603.12    154,392.00

NETFLIX INC COM STK

   286,044.34    318,365.11

NETFLIX INC COM STK

   664,809.49    1,086,258.00

NETGEAR INC COM

   34,646.42    41,015.79

NETGEAR INC COM

   61,560.93    86,760.00

NETLIST INC COM STK

   15,965.78    13,961.10

NETLOGIC MICROSYSTEMS INC COM

   11,687.87    13,878.00

NETLOGIC MICROSYSTEMS INC COM

   273,335.65    371,930.40

NETNUMBER COM INC SER C PFD STK

   0.00    18,187.46

NETSOL TECHNOLOGIES INC COM NEW STK

   1,238.95    1,070.00

NEUBERGER BERMAN HI YIELD STRATEGIES FD COM NPV DO NOT USE

   14,232.09    0.00

NEURALSTEM INC COM STK

   40,374.15    35,800.00

NEUROBIOLOGICAL TECHNOLOGIES INC COM NEWSTK

   4,321.59    24.61

NEUROCRINE BIOSCIENCES INC COM

   2,523.39    544.00

NEUROGESX INC COM

   5,914.90    5,281.35

NEUROMEDICA INC SER A CONV PFD

   0.00    3,882.00

NEUROSEARCH A/S NEUROSEARCH A/S COMMON STOCK ISIN #DK001022466 (5077333)

   5,166.35    3,711.73

NEUSTAR INC CL A

   12,595.46    13,017.60

NEUTRAL TANDEM INC COM STK

   40,346.81    40,722.50

NEUTRAL TANDEM INC COM STK

   274,534.69    219,310.00

NEVADA EXPL INC COM STK

   11,417.59    5,796.00

NEW AMER HIGH INCOME FD INC COM NEW COM NEW

   10,766.65    14,232.61

NEW CENTY FINL CORP MD COM

   13,603.73    0.00

NEW ENERGY TECHNOLOGIES INC COM STK

   7,444.01    36,594.95

NEW FLYER INDS INC / NEW FLYER INDS CDA ULC INCOME DEPOSIT SECS

   1,136.79    958.63

NEW FRONTIER MEDIA INC COM

   437.34    264.60

NEW GOLD INC CDA COM

   20,540.47    20,020.00

New Israeli shekel

   331.46    331.46

NEW SOUTH FED SVGS BK IRONDALE ALA CTF DEP ACT/365 MONTHLY 4 17 SEP 10

   95,000.00    94,640.90

NEW SOUTH FED SVGS BK IRONDALE ALA CTF DEP DTD ACT/365 MONTHLY 3.65 18 JAN 10

   6,000.00    5,994.00

New Taiwan dollar

   162,275.44    162,275.44

NEW WORLD DEVELOPMENT CO HKD1

   149,420.39    146,954.25

NEW WORLD DEVELOPMENT CO HKD1

   175,206.20    269,416.13

NEW YORK CMNTY BANCORP INC COM

   15,636.38    17,164.10

NEW YORK CMNTY BANCORP INC COM

   341,801.75    448,359.00

NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02

   12,342.30    13,176.66

NEW YORK TIMES CO CL A ISIN #US6501111073

   1,948.95    1,236.00

NEW YORK TIMES CO CL A ISIN #US6501111073

   58,021.71    39,552.00

New Zealand dollar

   93.33    93.33

New Zealand dollar

   110.60    110.60

New Zealand dollar

   7,983.88    7,983.88

New Zealand dollar

   21,829.50    21,829.50

NEWALLIANCE BANCSHARES INC COM

   33,494.69    26,902.40

NEWALLIANCE BANCSHARES INC COM

   106,973.68    105,688.00

NEWALTA INC COM - SEE TNT 2050994

   11,368.64    0.00

NEWCASTLE INVT CORP NEW COM

   13,808.36    1,463.00

NEWCASTLE INVT CORP NEW PFD SER D 8.375

   986.13    769.00

NEWELL RUBBERMAID INC COM

   35,353.21    48,010.93

NEWELL RUBBERMAID INC COM

   190,581.94    115,471.93

NEWFIELD EXPLORATION

   19,217.29    26,767.65

NEWLEAD HOLDINGS LTD SHS

   338.26    86.40

NEWMARKET CORP COM

   6,100.62    6,312.35

NEWMARKET CORP COM

   171,567.33    252,494.00

NEWMONT MINING CORP NEW COM

   265,601.84    301,115.14

NEWMONT MINING CORP NEW COM

   454,292.33    636,366.81

NEWPORT CORP COM

   36,236.00    31,246.00

NEWS AMER INC 6.65% DUE 11-15-2037

   9,855.00    10,563.07

NEWS CORP CL A COM

   22,102.36    19,104.97

NEWS CORP CL A COM

   727,581.20    785,806.00

NEWS CORP CL A COM

   1,079,000.20    839,197.00

NEXEN INC COM

   4,892.55    4,786.00

NEXEN INC COM NPV

   329,458.74    377,180.23

NEXEN INC SUB NT

   2,689.95    2,475.00

NEXMED INC COM STK

   11,692.40    11,400.00

NEXPRISE INC NEW COM NEW STK

   111.75    0.43


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

NEXT ORD GBP0.10

   139,689.33      287,857.79

NEXTECH SOLUTIONS INC LA COM STK

   876.85      6.30

NEXTERA ENTERPRISES INC CL A CL A ISIN #US65332E1010

   541.19      9.00

NEXTWAVE WIRELESS INC COM STK

   13,933.51      6,334.90

NGAS RES INC COM

   45,441.65      25,500.00

NGEX RESOURCES INC

   139.96      42.41

NGK SPARK PLUG CO NPV

   184,968.78      180,128.80

NGP CAP RES CO COM

   6,517.56      4,717.94

NHK SPRING CO LTD NPV

   43,535.67      83,458.31

NIAGARA MOHAWK PWR CORP 5.25% CUM PFD STK $100 PAR

   0.00      2,853.18

NIC INC COM

   6,689.95      6,855.00

NICHOLAS-APPLEGATE EQUITY & CONV INCOME FD COM

   16,331.10      23,234.69

NICOR INC COM

   39,546.11      54,730.00

NICOR INC COM

   86,702.59      88,697.63

NIGHTHAWK RADIOLOGY HLDGS INC COM STK

   13,776.50      6,115.50

NIGHTHAWK SYS INC COM

   92,265.92      1,449.20

NII HLDGS INC COM NEW CL B NEW

   11,502.04      11,988.06

NII HLDGS INC NT CONV 3.125 DUE 06-15-2012 BEO

   1,443.75      1,830.90

NII HOLDINGS INC COM STK USD0.001

   (518.85   0.00

NIKE INC CL B

   238,032.12      289,862.83

NIKE INC CL B

   268,453.61      376,665.07

NIKE INC CL B

   292,074.26      706,949.00

NIKE INC CL B

   508,042.39      685,013.76

NINTENDO CO LTD NPV

   278,111.95      260,772.88

NIPPON MINING HLDG NPV

   187,380.62      181,953.43

NIPPON TELEGRAPH & TELEPHONE CORP NPV

   585,486.68      483,820.94

NISOURCE INC COM

   27,744.96      31,524.86

NISOURCE INC COM

   138,336.86      114,258.02

NISOURCE INC COM

   297,192.87      262,998.00

NISSAN MOTOR CO LTD

   225,102.62      325,127.95

NISSAN MOTOR CO LTD

   694,562.99      585,579.91

NISSHIN SEIFUN GRP NPV

   61,227.74      60,441.18

NITCHES INC COM

   4,609.95      62.00

NITTO DENKO CORP NPV

   96,124.22      110,470.90

NJ RES CORP COM

   239,022.61      261,800.00

NL INDS INC COM NEW

   1,147.44      694.00

NM SOFTWARE INC COM

   23,072.00      1,925.00

NMC INC COM STK

   6,139.14      1,860.00

NMT MED INC COM STK

   4,205.91      494.00

NN INC COM

   10,025.00      27,720.00

NNRF INC COM STK

   1,934.95      1.38

NOBLE CORPORATION (SWITZERLAND) COM USD0.10

   186,428.92      160,498.94

NOBLE ENERGY INC COM

   4,035.53      5,483.94

NOBLE ENERGY INC COM

   337,903.40      341,856.00

NOBLE GROUP HKD0.25

   82,010.14      180,990.94

NOBLE GROUP HKD0.25

   140,047.89      224,520.41

NOBLE INTL LTD COM

   259.15      7.80

NOKIA OYJ EUR0.06

   81,068.71      81,545.53

NOKIA OYJ EUR0.06

   883,851.35      698,374.88

NORCAL CMNTY BANCORP COM STK

   11,808.95      8,200.00

NORDEA BANK AB ORD EUR0.39632(SEK QUOTE)

   771,316.26      986,825.81

NORDEA BK AG 3.7% DUE 11-13-2014

   119,826.00      119,768.64

NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060

   242,446.91      234,015.66

NORDSON CORP COM

   1,155.10      917.70

NORDSTROM INC COM

   73,642.32      92,570.81

NORDSTROM INC COM

   77,437.66      172,868.00

NORDSTROM INC COM

   479,533.96      520,295.10

NORFOLK SOUTHN CORP COM

   72,455.99      87,980.21

NORFOLK SOUTHN CORP COM

   275,866.48      524,200.00

NORFOLK SOUTHN CORP COM

   465,434.37      539,926.00

NORTECH SYS INC COM

   8,228.29      2,658.50

NORTEL NETWORKS CORP NEW COM NEW STK

   0.00      1.29

NORTEL NETWORKS CORP NEW COM NEW STK

   0.00      19.25

NORTEL NETWORKS CORP NEW COM NEW STK

   591.42      23.35

NORTH AMERN SCIENTIFIC INC COM NEW STK

   1,249.95      0.50

NORTHEAST UTILITIES COM

   19,189.69      19,534.65

NORTHEAST UTILITIES COM

   101,831.60      123,792.00

NORTHERN DYNASTY MINERALS LTD COM NEW STK

   24,039.06      24,367.00

NORTHERN GREEGOLD RES LTD COM STK

   8,124.51      3,357.20

NORTHERN OIL & GAS INC NEV COM STK

   1,551.04      2,368.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

NORTHERN PPTY REAL ESTATE INVT TR TR UNIT REAL ESTATE INVT TR

   9,459.45      10,444.75

NORTHERN TECHNOLOGIES INTL CORP COM STK

   25,968.90      27,475.20

NORTHERN TRUST CORP COM

   38,844.93      36,260.80

NORTHERN TRUST CORP COM

   99,888.55      100,608.00

NORTHERN TRUST CORP COM

   309,225.47      345,840.00

NORTHERN TRUST CORP COM

   452,380.61      487,320.00

NORTHFIELD LAB INC COM

   1,702.81      0.00

NORTHGATE MINERALS CORP

   11,500.72      24,640.00

NORTHROCK RES INC COM STK

   194.10      3,381.22

NORTHROP GRUMMAN CORP COM

   75,395.70      77,810.05

NORTHROP GRUMMAN CORP COM

   279,802.88      312,760.00

NORTHROP GRUMMAN CORP COM

   376,272.03      476,288.80

NORTHROP GRUMMAN CORP COM

   556,290.36      524,990.00

NORTHROP GRUMMAN CORP COM

   679,267.36      677,795.60

NORTHSTAR NEUROSCIENCE INC COM

   282.40      60.00

NORTHSTAR RLTY FIN CORP COM

   26,127.07      30,150.66

NORTHWEST BIOTHERAPEUTICS INC COM NEW COM NEW

   1,936.32      1,580.00

Norwegian krone

   85.67      85.67

Norwegian krone

   158.20      158.20

Norwegian krone

   8,807.50      8,807.50

Norwegian krone

   15,579.56      15,579.56

NOVA BIOSOURCE FUELS INC COM STK

   15,471.09      21.00

NOVA CHEMICALS 6.5% DUE 01-15-2012

   9,500.36      10,050.00

NOVA MEASURING INSTR

   22,273.00      25,840.00

NOVAGOLD RES INC COM NEW

   36,087.23      42,603.50

NOVARTIS AG CHF0.50(REGD)

   633,809.44      684,867.16

NOVARTIS AG CHF0.50(REGD)

   1,056,694.56      1,082,820.20

NOVASTAR FINL INC COM NEW STK

   1,132.77      190.80

NOVATEL WIRELESS INC COM NEW

   5,809.14      4,789.97

NOVATEL WIRELESS INC COM NEW

   78,902.75      63,760.00

NOVAVAX INC COM

   44,930.56      26,600.00

NOVELL INC COM

   13,678.67      12,794.45

NOVELL INC COM

   111,220.32      39,425.00

NOVELL INC COM

   143,919.27      142,760.00

NOVELL INC COM

   204,824.41      215,385.00

NOVELLUS SYS INC COM

   113,030.14      63,018.00

NOVELLUS SYS INC COM

   280,997.66      338,430.00

NOVO-NORDISK AS DKK1 SER’B’

   148,801.23      145,558.65

NOVO-NORDISK AS DKK1 SER’B’

   959,415.01      926,648.74

NOVOZYMES A/S SER’B’DKK10

   222,511.88      251,132.47

NOWADAYS INC 5.00% CUM CL A STK $100 PARDESP

   0.00      4,935.83

NPC INTL INC 9.5% DUE 05-01-2014

   24,081.25      24,750.00

NRG ENERGY INC

   (536.66   0.00

NRG ENERGY INC 7.375% DUE 01-15-2017

   10,437.50      10,025.00

NRG ENERGY INC 7.375% DUE 02-01-2016

   10,437.50      10,012.50

NRG ENERGY INC COM NEW

   81,167.09      92,244.27

NRG ENERGY INC SR NT 7.25% DUE 02-01-2014/02-01-2010 REG

   39,937.50      40,500.00

NSTAR COM

   11,331.61      12,497.61

NU HORIZONS ELECTRS CORP COM

   2,360.17      927.00

NU SKIN ENTERPRISES INC CL A

   11,944.65      13,891.79

NU SKIN ENTERPRISES INC CL A

   68,494.83      67,175.00

NU SKIN ENTERPRISES INC CL A

   440,866.83      456,790.00

NUANCE COMMUNICATIONS INC COM

   35,648.47      34,414.48

NUCLEAR SOLUTIONS INC COM

   152,635.97      4,872.00

NUCOR CORP COM

   212,872.03      405,855.00

NUCOR CORP COM

   267,123.86      297,566.96

NUSTAR ENERGY LP UNIT COM UNIT

   22,397.28      23,313.14

NUSTAR GP HLDGS LLC UNIT RESTG LTD LIABILITY CO INTS

   3,618.57      3,143.10

NUTRACEA COM NEW

   52,705.75      11,508.00

NUTRI PHARMACEUTICALS RESH INC COM NEW STK

   1,689.90      80.00

NUTRI SYS INC NEW COM

   58,964.75      66,236.25

NUTRI SYS INC NEW COM

   229,106.24      295,803.30

NUTRIPURE BEVERAGES INC COM NEW

   0.00      0.06

NUTRITION 21 INC COM

   10,251.16      684.00

NUVASIVE INC COM

   329,914.32      359,263.32

NUVEEN EQTY PREM OPPORTUNITY FD COM

   55,676.03      62,040.00

NUVEEN INSD FLA PREM INC MUN FD MUN AUCTION RATE PFD SER TH

   0.00      2,080.00

NUVEEN INVT QUAL MUN FD INC MUN AUCTION RATE PFD SER W

   0.00      25,001.25

NUVEEN REAL ESTATE INC FD COM

   31,034.89      22,624.00

NV ENERGY INC COM

   99,096.94      106,468.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

NV ENERGY INC COM

   336,905.83      470,440.00

NV GEOTHERMAL PWR INC COM

   24,278.93      22,608.80

NVIDIA CORP COM

   110,713.20      149,085.08

NVIDIA CORP COM

   227,422.76      281,134.00

NVIDIA CORP COM

   289,950.60      468,868.00

N-VIRO INTL CORP COM NEW

   119,797.10      119,500.00

NXSTAGE MED INC COM STK

   1,350.15      1,670.00

NXT ENERGY SOLUTIONS INC COM STK

   8,674.25      5,531.25

NXT NUTRITIONALS HLDGS INC COM STK

   27,915.95      31,570.00

NY & CO INC COM STK

   8,694.70      8,580.00

NYSE EURONEXT COM STK

   155,376.12      144,210.00

NYSE EURONEXT COM STK

   375,853.59      273,351.27

NYSE EURONEXT COM STK

   576,572.20      179,630.00

NYSE EURONEXT COM STK CALL OPT EXP 9/19/09 PR $35 PER SH

   (1,145.02   0.00

O CHARLEYS INC

   18,141.02      15,065.00

O REILLY AUTOMOTIVE INC COM

   130,904.20      141,044.00

O2DIESEL CORP COM

   5,815.07      0.00

OCCIDENTAL PETE CORP C CRP OXY 7% DUE 11-01-2013/10-21-2008 BEO

   178,444.80      206,816.94

OCCIDENTAL PETROLEUM CORP

   128,013.42      196,053.50

OCCIDENTAL PETROLEUM CORP

   132,070.72      227,780.00

OCCIDENTAL PETROLEUM CORP

   247,716.21      281,483.12

OCCIDENTAL PETROLEUM CORP

   367,547.36      740,285.00

OCCIDENTAL PETROLEUM CORP

   594,994.99      1,805,970.00

OCEAN PWR TECHNOLOGIES INC COM NEW STK

   19,081.69      16,127.90

OCEANEERING INTL INC COM

   56,538.94      66,771.32

OCEANFREIGHT INC COM STK USD0.01

   30,527.71      24,873.25

OCLARO INC COM

   33,013.59      29,107.47

ODYSSEY HEALTHCARE INC COM

   66,063.52      107,502.00

ODYSSEY HEALTHCARE INC COM

   338,193.99      344,318.00

ODYSSEY MARINE EXPL INC COM

   781.92      282.00

ODYSSEY RE HLDGS CORP PFD SER A 8.125% PFD

   10,043.70      10,020.00

ODYSSEY THERA INC NEW SER A PFD STK

   0.00      10,772.73

OFFICE DEPOT INC COM

   48,607.38      70,446.90

OFFICE DEPOT INC COM

   133,849.07      48,375.00

OGE ENERGY CORP COM

   4,561.27      5,855.81

OGX PETROLEO E GAS COMSTK

   663,010.27      822,630.67

OIL DRI CORP AMER COM

   1,808.95      1,550.00

OIL STS INTL INC COM ISIN US6780261052

   6,860.53      10,058.24

OIL STS INTL INC COM ISIN US6780261052

   150,767.12      141,444.00

OIL STS INTL INC COM ISIN US6780261052

   639,179.77      652,214.00

OILSANDS QUEST INC COM STK

   340,828.68      171,094.70

OILSANDS QUEST INC WT EXP

   13,263.65      0.00

OLD 2ND BANCORP INC DEL COM

   2,804.66      909.48

OLD MUTUAL PLC ORD GBP0.10

   392,318.95      383,636.55

OLD NATL BK EVNSVL IND CTF DEP DTD 07/09/2008 DTD 7-9-2008 4.25 DUE7-9-2010

   30,000.00      30,000.00

OLD REP INTL CORP COM

   263,891.12      264,052.00

OLIN CORP COM

   6,485.21      8,906.15

OM GROUP INC COM

   45,065.77      45,515.50

OM GROUP INC COM

   60,884.87      62,780.00

OM GROUP INC COM

   440,586.18      485,352.18

OMDA OIL & GAS INC COM NEW STK

   309.95      2.50

OMEGA NAVIGATION ENTERPRISES INC USD0.01CLS’A’

   2,015.08      936.00

OMEGA PROTEIN CORP COM

   7,638.42      8,720.00

OMNI ENERGY SVCS CORP COM NEW COM NEW

   6,210.82      2,520.00

OMNICARE INC COM

   14,129.85      13,979.26

OMNICARE INC COM

   107,564.92      89,466.00

OMNICARE INC COM

   241,371.19      194,649.00

OMNICELL INC COM

   13,244.95      5,845.00

OMNICOM GROUP INC COM

   257,657.76      336,690.00

OMNICOM GROUP INC COM

   362,362.45      325,728.00

OMNIVISION TECHNOLOGIES INC COM

   13,242.12      15,463.80

OMNIVISION TECHNOLOGIES INC COM

   133,402.17      126,411.00

OMNIVISION TECHNOLOGIES INC COM

   189,251.60      180,172.00

OMNOVA SOLUTIONS INC COM

   10,404.89      9,801.87

ON ASSIGNMENT INC COM

   33,387.06      30,030.00

ON SEMICONDUCTOR CORP COM

   44,272.60      48,862.80

ON TRACK INNOVATIONS COM ILS0.10

   251.73      272.00

ON2 TECHNOLOGIES

   2,818.57      3,050.00

ONCOLIN THERAPEUTICS INC COM STK

   5,207.07      0.60


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

ONCOLYTICS BIOTECH INC COM

   8,866.61      7,830.00

ONCOTHYREON INC COM STK

   24.11      26.95

ONEBEACON INSURANCE GROUP LTD COM STK USD0.01 CLASS ‘A’

   26,771.94      35,828.00

ONEIDA FINL CORP COM STK

   4,218.52      3,363.78

ONEOK INC COM STK

   34,861.96      38,570.48

ONLINE PWR SUP INC COM

   6,667.85      0.05

ONLINE RES CORP COM

   298.00      157.80

ONO PHARMACEUTICAL NPV

   107,088.02      102,546.85

ONT PROV CDA 40000 DUE 10-07-2019 BEO

   239,587.20      229,810.32

ONYX ACCEP CORP CONV PFD

   0.00      1,100.00

ONYX PHARMACEUTICALS INC DEL COM

   26,496.77      24,616.26

OPEN TEXT CORP COM

   3,635.00      4,065.00

OPENTV CORP OPENTV CORP ISIN NL0000470755

   2,429.89      1,993.76

OPENWAVE SYS INC COM NEW

   1,619.20      1,482.00

OPENWAVE SYS INC COM NEW

   40,541.26      33,288.00

OPLINK COMMUNICATIONS INC COM NEW

   9,904.15      9,178.40

OPLINK COMMUNICATIONS INC COM NEW

   31,637.75      40,975.00

OPLINK COMMUNICATIONS INC COM NEW

   246,336.55      293,020.42

OPNET TECHNOLOGIES INC COM ISIN US6837571081

   58,986.46      62,262.22

OPTI CDA INC 7.875% DUE 12-15-2014

   40,000.00      32,800.00

OPTI CDA INC 8.25% DUE 12-15-2014

   25,137.50      20,593.75

OPTI CDA INC COM STK

   32,158.01      36,402.44

OPTI INC COM

   2,091.13      1,319.20

OPTICAL CABLE CORP COM NEW STK

   14,099.15      6,600.00

OPTICON SYS INC COM NEW COM NEW

   2,543.41      5.88

OPTION ONE MTG LN TR 2003-1 CL A-2 02-25-2033 BEO

   312,142.13      214,237.75

OPTIONS MEDIA GROUP HLDGS INC COM STK

   2,366.55      1,225.00

OPTIONSXPRESS HLDGS INC COM STK

   1,608.14      1,545.00

OPTIONSXPRESS HLDGS INC COM STK

   11,466.57      11,433.00

OPTIONSXPRESS HLDGS INC COM STK

   1,203,146.87      874,470.00

ORACLE CORP COM

   269,390.43      387,854.70

ORACLE CORP COM

   330,537.64      0.00

ORACLE CORP COM

   431,884.08      530,064.00

ORACLE CORP COM

   1,037,238.35      1,252,447.98

ORACLE CORP COM

   1,120,883.78      1,398,780.00

ORACLE CORP COM

   1,401,752.23      2,611,056.00

ORACLE CORP COM USD0.01

   8,634.97      393,588.41

ORAMED PHARMACEUTICALS INC COM STK

   303.95      135.00

ORASURE TECHNOLOGIES INC COM

   1,260.02      558.80

ORBITAL SCI CORP COM

   14,885.71      10,682.00

ORCHESTRA THERAPEUTICS INC COM PAR $0.0025 STK

   1,681.51      9.03

ORE PHARMACEUTICAL HLDGS INC COM

   788.95      260.00

OREXIGEN THERAPEUTICS INC COM

   1,919.25      1,993.92

ORGANA TECHNOLOGIES GROUP INC COM NEW STK

   8,919.22      0.09

ORIENT O/SEAS INTL USD0.10

   38,694.15      83,553.45

ORIENTAL FINL GROUP INC COM

   13,676.60      15,120.00

ORIENTAL FINL GROUP INC COM

   336,480.89      383,432.40

ORIGEN MANUFACTURED HSG CONT TR SER 02-A SR/SUB ASTBKD CTF CL A-1 05-15-32

   16,575.53      14,954.92

ORIGIN AGRITECH LIMITED

   60,398.23      67,971.75

ORIGIN AGRITECH LTD COM STK CALL OPT EXP 01/16/10 PR $12.50PER SH

   (642.03   0.00

ORIGINOIL INC COM STK

   1,461.85      1,131.00

ORION CORPORATION SER’B’NPV

   92,696.59      130,313.82

ORION ENERGY SYS INC COM STK

   17,732.61      6,936.20

ORIX CORP NPV

   333,528.23      411,433.57

ORKO SILVER CORP COM STK

   7,331.82      8,584.50

ORMAT TECHNOLOGIES INC COM

   9,373.00      9,662.94

ORTHOFIX INTL N.V COM STK USD0.10

   55,702.80      74,328.00

ORTHOLOGIC CORP COM STK USD0.0005

   1,617.45      720.00

ORTHOVITA INC CDT-COM STK ISIN# US68750U1025

   1,047.45      877.50

OSHKOSH CORPORATION

   70,836.88      93,126.93

OSHKOSH CORPORATION

   517,750.61      585,074.00

OSI PHARMACEUTICALS INC COM

   855.68      745.44

OSI PHARMACEUTICALS INC COM

   147,181.26      110,777.10

OSI SYS INC COM

   14,716.60      16,368.00

OSI SYS INC COM

   28,983.24      32,736.00

OSI SYS INC COM

   104,067.04      160,952.00

OSI SYS INC COM

   254,830.60      373,408.64

OSIRIS THERAPEUTICS INC NEW COM

   11,698.93      7,140.00

OSISKO MINING CORP COM NPV

   34,177.95      40,348.50

OSTEOTECH INC COM

   3,498.80      2,560.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

OTELCO INC INCOME DEP SECS IDS

   3,408.16    3,961.75

OTTER TAIL CORP

   19,253.02    16,753.48

OVERHILL FARMS INC COM

   546.06    534.60

OVERSEAS PVT INVT CORP U S GOVT GTD SER 699-07-12-1G-TRANCHE B 0 DUE 7-12-16 REG

   400,312.50    451,035.52

OVERSEAS PVT INVT RP US GOVT GTD SER 6992007 012-IG PARTN CTF TR A 3.98 7-12-10

   338,714.68    360,688.61

OVERSEAS SHIPHOLDING GROUP INC COM

   18,088.95    17,580.00

OVERSTOCK COM INC DEL COM

   1,159.72    1,356.00

OWENS & MINOR INC NEW COM

   3,099.90    3,219.75

OWENS & MINOR INC NEW COM

   131,206.53    124,497.00

OWENS CORNING NEW COM STK

   36,414.29    39,742.00

OWENS CORNING NEW WT EXP SER B WTS

   48,258.30    3,748.50

OWENS ILL INC COM NEW

   12,973.56    12,983.65

OWENS ILL INC COM NEW

   125,632.82    151,202.00

OWENS ILL INC COM NEW

   271,956.20    305,691.00

OXFORD INDS INC COM

   30,167.04    24,816.00

OXIGENE INC COM

   2,348.95    2,280.00

OXYGEN BIOTHERAPEUTICS INC COM NEW COM NEW

   883.03    562.12

OYO GEOSPACE COM

   1,168.62    1,072.25

P F CHANGS CHINA BISTRO INC COM STK

   171,987.17    235,042.00

PAC GAS & ELEC CO 6.05% DUE 03-01-2034

   54,835.77    57,421.87

PAC SUNWEAR CAL INC COM

   1,439.78    1,194.00

PAC SUNWEAR CAL INC COM

   82,733.46    59,302.00

PACCAR INC COM

   45,054.69    42,924.78

PACCAR INC COM

   149,581.05    359,943.48

PACCAR INC COM

   687,270.66    634,725.00

PACCAR INC MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00002 6.375 DUE 02-15-2012

   299,676.00    325,108.50

PACER INTL INC TENN COM

   16,902.89    15,717.84

PACIFIC ASIA PETE INC COM STK

   1,017.12    887.28

PACIFIC BASIN SHIP USD0.1

   101,122.12    137,411.31

PACIFIC BOOKER MINERALS INC COM

   4,836.69    4,054.80

PACIFIC COMOX RES LTD COM

   7,394.90    1,404.20

PACIFIC CONTL CORP COM

   5,584.17    5,793.73

PACIFIC ETHANOL INC COM

   314,177.61    105,438.55

PACIFIC GAS & ELEC CO 8.25% DUE 10-15-2018/10-21-2008 BEO

   78,674.40    97,683.84

PACIFIC GAS & ELEC CO SR NT FLT RT DUE 06-10-2010 BEO

   1,000,000.00    1,004,001.00

PACIFIC OFFICE PPTYS TR INC COM REIT

   1,973.95    1,945.00

PACTIV CORP COM

   98,848.92    87,362.66

PACTIV CORP COM

   141,705.62    154,496.00

PACTIV CORP COM

   246,765.78    304,164.00

PAIN THERAPEUTICS INC COM ISIN US69562K1007

   9,318.15    9,026.24

PAINCARE HLDGS INC COM STK

   1,345.64    14.43

PAIVIS CORP COM NEW STK

   258.95    0.00

PALADIN ENERGY LIMITED PALADINE RESOURCES COM

   139,601.37    118,937.33

PALADIN HLDGS INC COM STK

   33,485.97    100.20

PALATIN TECHNOLOGIES INC COM NEW STK

   3,776.82    1,293.25

PALL CORP COM

   72,614.66    117,034.60

PALM INC NEW COM

   73,450.91    54,858.30

PALM INC NEW COM

   196,549.33    204,916.40

PALM INC NEW COM

   553,500.07    389,552.00

PALOMAR MED TECHNOLOGIES INC COM NEW

   3,013.56    2,449.44

PALOMAR MED TECHNOLOGIES INC COM NEW

   12,955.00    10,080.00

PAN AMERN SILVER CORP COM

   316,689.88    329,244.68

PAN ORIENT ENERGY CORP

   2,636.35    4,712.05

PANACOS PHARMACEUTICALS INC COM

   12,894.74    850.00

PANCONTINENTAL URANIUM CORP COM STK

   8,964.00    1,031.69

PANERA BREAD CO CL A

   18,728.94    22,759.60

PANERA BREAD CO CL A

   118,541.19    174,122.00

PANTRY INC COM ISIN #US6986571031

   20,559.95    18,237.78

PANTRY INC COM ISIN #US6986571031

   118,836.57    65,232.00

PAPA JOHNS INTL INC COM

   96,240.62    91,104.00

PAR PHARMACEUTICAL COS INC COM

   15,880.09    18,942.00

PAR PHARMACEUTICAL COS INC COM

   87,473.24    116,358.00

PAR PHARMACEUTICAL COS INC COM

   127,912.46    221,892.00

PAR PHARMACEUTICAL COS INC COM

   218,005.03    334,678.08

PAR PHARMACEUTICAL COS INC COM

   667,628.94    765,798.00

PARAGON SHIPPING INC CL A COM STK

   18,144.00    19,110.00

PARAMOUNT ENERGY TRUST UNITS

   2,449.10    2,489.55

PARAMOUNT GOLD MNG CORP COM

   30,323.28    7,250.00

PAREXEL INTL CORP COM

   97,239.00    105,750.00

PAREXEL INTL CORP COM

   113,933.03    122,106.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

PAREXEL INTL CORP COM

   332,688.21    466,710.00

PARK PL ENERGY CORP COM STK

   17,347.37    18.00

PARKER COLO CTFS PARTN 4.2% 11-01-2014 BEO TAXABLE

   25,013.00    25,920.75

PARKER DRILLING CO COM

   97,481.05    94,817.25

PARKER-HANNIFIN CORP COM

   43,405.01    43,104.00

PARKER-HANNIFIN CORP COM

   129,980.29    235,024.56

PARKER-HANNIFIN CORP COM

   165,259.14    220,908.00

PARMALAT S.P.A EUR1

   33,592.82    39,898.73

PARTICIPANT LOANS OUTSTANDING

   29,483,097.02    29,483,097.02

PARTICLE DRILLING TECHNOLOGIES INC COM

   2,120.57    4.74

PARTNERRE HLDG LTD COM STK

   169,353.49    173,211.20

PARTNERRE HLDG LTD COM STK

   240,018.62    261,310.00

PARTNERRE HLDG LTD COM STK

   310,817.03    343,436.00

PATRIOT COAL CORP-STOCK DISTRIBUTION

   137,980.13    190,467.20

PATRIOT NATL BANCORP INC COM

   7,115.76    3,100.00

PATRIOT SCIENTIFIC CORP COM

   280,024.35    150,200.40

PATTERSON COS INC COM

   95,104.86    72,748.00

PATTERSON-UTI ENERGY INC COM

   17,230.77    18,849.80

PATTERSON-UTI ENERGY INC COM

   386,555.70    415,601.25

PAXTON ENERGY INC COM

   42,516.75    169.28

PAYCHEX INC COM

   106,673.96    111,047.33

PAYCHEX INC COM

   231,258.12    269,632.00

PAYMENT DATA SYS INC COM STK

   929.95    40.00

PC CONNECTION INC COM

   28,792.09    15,525.00

PC MALL INC COM

   5,700.04    2,088.00

PCCW LIMITED HKD0.25(POST CONS)

   15,358.43    385.92

PCS EDVENTURES COM INC COM

   573.12    900.00

PDG REALTY SA EMPR COM NPV

   387,408.11    426,905.51

PDL BIOPHARMA INC COM

   37,111.77    32,954.99

PDL BIOPHARMA INC COM

   221,177.14    194,824.00

PEABODY ENERGY CORP COM STK

   290,979.66    334,554.00

PEABODY ENERGY CORP COM STK

   359,126.45    381,061.07

PEABODY ENERGY CORP COM STK

   784,918.41    917,763.00

PEABODY ENERGY CORP SR NT 6.875% DUE 03-15-2013/03-15-2009 BEO

   5,016.56    5,056.25

PEAK ENERGY SVCS TR TR UNIT PEAK ENERGY SERVICES TRUST

   9,540.75    1,075.92

PEARSON ORD GBP0.25

   124,154.82    175,369.36

PECO II INC COM NEW COM NEW

   4,935.90    1,071.40

PEDIMENT GOLD CORP COM

   0.00    17,974.91

PEETS COFFEE & TEA INC COM

   2,719.15    3,335.00

PEETS COFFEE & TEA INC COM

   852,515.74    1,083,225.00

PEGASUS WIRELESS CORP NEV COM NEW STK

   4,797.32    0.00

PELE MTN RES INC COM

   1,084.95    977.50

PEMBINA PIPELINE INCOME FD TR UNIT

   20,886.95    21,725.08

PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG

   89,713.60    85,693.59

Pending foreign exchange purchases: Australian dollar

   34,221.30    33,252.30

Pending foreign exchange purchases: Australian dollar

   34,246.89    33,670.30

Pending foreign exchange purchases: Australian dollar

   49,684.52    49,904.84

Pending foreign exchange purchases: Australian dollar

   108,712.89    109,252.24

Pending foreign exchange purchases: Australian dollar

   174,870.00    178,529.31

Pending foreign exchange purchases: Australian dollar

   236,537.55    235,063.29

Pending foreign exchange purchases: Australian dollar

   236,686.33    235,063.29

Pending foreign exchange purchases: Australian dollar

   236,761.87    235,065.08

Pending foreign exchange purchases: Australian dollar

   236,825.90    235,063.29

Pending foreign exchange purchases: Australian dollar

   236,854.87    235,063.29

Pending foreign exchange purchases: Australian dollar

   236,894.37    235,063.29

Pending foreign exchange purchases: Australian dollar

   369,828.93    366,619.74

Pending foreign exchange purchases: Australian dollar

   6,771,634.55    6,712,649.79

Pending foreign exchange purchases: British pound sterling

   20,084.05    20,188.63

Pending foreign exchange purchases: British pound sterling

   27,330.21    27,445.23

Pending foreign exchange purchases: British pound sterling

   55,105.85    55,961.26

Pending foreign exchange purchases: British pound sterling

   59,978.54    60,909.59

Pending foreign exchange purchases: British pound sterling

   76,447.24    76,768.97

Pending foreign exchange purchases: British pound sterling

   150,376.58    151,684.03

Pending foreign exchange purchases: British pound sterling

   159,618.00    161,412.59

Pending foreign exchange purchases: British pound sterling

   160,636.00    161,412.59

Pending foreign exchange purchases: British pound sterling

   175,480.60    178,204.60

Pending foreign exchange purchases: British pound sterling

   191,998.80    193,772.23

Pending foreign exchange purchases: British pound sterling

   206,445.49    206,754.98

Pending foreign exchange purchases: British pound sterling

   243,560.66    247,293.89

Pending foreign exchange purchases: British pound sterling

   295,454.65    293,647.67


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

Pending foreign exchange purchases: British pound sterling

   640,370.71    638,924.29

Pending foreign exchange purchases: British pound sterling

   640,436.02    638,924.29

Pending foreign exchange purchases: British pound sterling

   640,469.67    638,924.29

Pending foreign exchange purchases: British pound sterling

   640,675.50    638,924.29

Pending foreign exchange purchases: British pound sterling

   640,793.53    638,927.52

Pending foreign exchange purchases: British pound sterling

   640,856.00    638,924.29

Pending foreign exchange purchases: British pound sterling

   6,045,305.59    5,990,446.64

Pending foreign exchange purchases: Danish krone

   4,926.24    4,746.65

Pending foreign exchange purchases: Danish krone

   16,973.33    16,962.12

Pending foreign exchange purchases: Danish krone

   71,918.59    71,804.62

Pending foreign exchange purchases: Danish krone

   993,850.74    967,157.20

Pending foreign exchange purchases: Euro

   8,670.85    8,645.70

Pending foreign exchange purchases: Euro

   18,640.77    18,624.92

Pending foreign exchange purchases: Euro

   20,832.45    20,821.29

Pending foreign exchange purchases: Euro

   20,937.16    20,918.54

Pending foreign exchange purchases: Euro

   31,374.83    31,346.93

Pending foreign exchange purchases: Euro

   66,939.16    66,813.81

Pending foreign exchange purchases: Euro

   82,190.73    82,120.93

Pending foreign exchange purchases: Euro

   100,832.34    100,834.21

Pending foreign exchange purchases: Euro

   143,444.63    143,448.01

Pending foreign exchange purchases: Euro

   186,544.65    186,992.56

Pending foreign exchange purchases: Euro

   267,536.94    268,178.92

Pending foreign exchange purchases: Euro

   434,035.91    418,005.60

Pending foreign exchange purchases: Euro

   570,380.00    573,834.99

Pending foreign exchange purchases: Euro

   576,694.95    575,616.35

Pending foreign exchange purchases: Euro

   1,478,624.80    1,442,955.42

Pending foreign exchange purchases: Euro

   1,479,104.58    1,442,955.42

Pending foreign exchange purchases: Euro

   1,479,821.74    1,442,955.42

Pending foreign exchange purchases: Euro

   1,480,103.38    1,442,955.42

Pending foreign exchange purchases: Euro

   1,480,126.44    1,442,958.29

Pending foreign exchange purchases: Euro

   1,480,133.55    1,442,955.42

Pending foreign exchange purchases: Euro

   6,101,710.86    5,936,728.04

Pending foreign exchange purchases: Euro

   11,856,090.48    11,536,181.87

Pending foreign exchange purchases: Hong Kong dollar

   12,126.66    12,128.50

Pending foreign exchange purchases: Hong Kong dollar

   22,446.36    22,453.32

Pending foreign exchange purchases: Hong Kong dollar

   75,056.14    75,010.84

Pending foreign exchange purchases: Hong Kong dollar

   273,221.63    273,261.50

Pending foreign exchange purchases: Hong Kong dollar

   998,185.37    997,798.53

Pending foreign exchange purchases: Japanese yen

   19,972.40    19,819.50

Pending foreign exchange purchases: Japanese yen

   20,159.93    19,906.13

Pending foreign exchange purchases: Japanese yen

   20,291.69    19,946.36

Pending foreign exchange purchases: Japanese yen

   24,713.97    24,524.77

Pending foreign exchange purchases: Japanese yen

   30,374.61    30,142.08

Pending foreign exchange purchases: Japanese yen

   55,004.59    54,068.50

Pending foreign exchange purchases: Japanese yen

   67,765.82    66,912.70

Pending foreign exchange purchases: Japanese yen

   122,438.75    120,897.33

Pending foreign exchange purchases: Japanese yen

   135,172.74    133,471.02

Pending foreign exchange purchases: Japanese yen

   139,475.00    132,241.84

Pending foreign exchange purchases: Japanese yen

   164,989.46    161,187.21

Pending foreign exchange purchases: Japanese yen

   184,345.25    182,024.48

Pending foreign exchange purchases: Japanese yen

   186,748.96    184,397.93

Pending foreign exchange purchases: Japanese yen

   189,728.64    181,226.29

Pending foreign exchange purchases: Japanese yen

   238,249.35    236,477.14

Pending foreign exchange purchases: Japanese yen

   342,932.41    331,922.36

Pending foreign exchange purchases: Japanese yen

   490,830.73    488,446.16

Pending foreign exchange purchases: Japanese yen

   656,511.01    619,406.63

Pending foreign exchange purchases: Japanese yen

   656,754.12    619,406.63

Pending foreign exchange purchases: Japanese yen

   656,762.35    619,406.63

Pending foreign exchange purchases: Japanese yen

   656,896.32    619,406.63

Pending foreign exchange purchases: Japanese yen

   656,903.79    619,406.61

Pending foreign exchange purchases: Japanese yen

   657,270.84    619,406.63

Pending foreign exchange purchases: Japanese yen

   986,018.03    936,088.59

Pending foreign exchange purchases: Japanese yen

   2,136,260.99    2,027,643.30

Pending foreign exchange purchases: New Zealand dollar

   4,929.71    4,997.11

Pending foreign exchange purchases: New Zealand dollar

   4,939.38    4,963.18

Pending foreign exchange purchases: New Zealand dollar

   5,087.28    5,064.98

Pending foreign exchange purchases: Norwegian krone

   4,958.65    4,974.72

Pending foreign exchange purchases: Norwegian krone

   9,756.05    9,881.11

Pending foreign exchange purchases: Norwegian krone

   259,794.26    259,046.48

Pending foreign exchange purchases: Singapore dollar

   19,861.83    19,834.73


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

Pending foreign exchange purchases: Singapore dollar

   30,577.89    30,580.88

Pending foreign exchange purchases: Singapore dollar

   66,923.63    66,857.48

Pending foreign exchange purchases: Singapore dollar

   1,690,825.91    1,676,144.30

Pending foreign exchange purchases: Swedish krona

   4,809.70    4,800.20

Pending foreign exchange purchases: Swedish krona

   26,877.35    26,954.54

Pending foreign exchange purchases: Swedish krona

   54,735.95    53,270.46

Pending foreign exchange purchases: Swedish krona

   2,115,824.05    2,107,401.20

Pending foreign exchange purchases: Swedish krona

   5,636,141.38    5,613,114.79

Pending foreign exchange purchases: Swiss franc

   24,384.89    24,434.65

Pending foreign exchange purchases: Swiss franc

   39,468.82    38,634.71

Pending foreign exchange purchases: Swiss franc

   64,349.14    65,126.55

Pending foreign exchange purchases: Swiss franc

   74,412.30    74,884.36

Pending foreign exchange purchases: Swiss franc

   209,862.47    206,832.91

Pending foreign exchange purchases: Swiss franc

   348,215.14    348,773.70

Pending foreign exchange purchases: Swiss franc

   6,319,515.43    6,260,162.03

Pending foreign exchange purchases: United States dollar

   4,888.75    4,888.75

Pending foreign exchange purchases: United States dollar

   4,958.41    4,958.41

Pending foreign exchange purchases: United States dollar

   9,949.51    9,949.51

Pending foreign exchange purchases: United States dollar

   11,274.78    11,274.78

Pending foreign exchange purchases: United States dollar

   15,004.37    15,004.37

Pending foreign exchange purchases: United States dollar

   15,009.16    15,009.16

Pending foreign exchange purchases: United States dollar

   19,908.75    19,908.75

Pending foreign exchange purchases: United States dollar

   19,918.90    19,918.90

Pending foreign exchange purchases: United States dollar

   20,484.02    20,484.02

Pending foreign exchange purchases: United States dollar

   20,507.81    20,507.81

Pending foreign exchange purchases: United States dollar

   20,821.17    20,821.17

Pending foreign exchange purchases: United States dollar

   21,179.03    21,179.03

Pending foreign exchange purchases: United States dollar

   21,501.12    21,501.12

Pending foreign exchange purchases: United States dollar

   21,516.98    21,516.98

Pending foreign exchange purchases: United States dollar

   22,270.18    22,270.18

Pending foreign exchange purchases: United States dollar

   22,912.86    22,912.86

Pending foreign exchange purchases: United States dollar

   24,612.69    24,612.69

Pending foreign exchange purchases: United States dollar

   28,846.40    28,846.40

Pending foreign exchange purchases: United States dollar

   29,189.80    29,189.80

Pending foreign exchange purchases: United States dollar

   29,819.84    29,819.84

Pending foreign exchange purchases: United States dollar

   30,023.35    30,023.35

Pending foreign exchange purchases: United States dollar

   30,450.62    30,450.62

Pending foreign exchange purchases: United States dollar

   30,737.47    30,737.47

Pending foreign exchange purchases: United States dollar

   37,593.74    37,593.74

Pending foreign exchange purchases: United States dollar

   39,481.72    39,481.72

Pending foreign exchange purchases: United States dollar

   39,919.66    39,919.66

Pending foreign exchange purchases: United States dollar

   40,030.48    40,030.48

Pending foreign exchange purchases: United States dollar

   44,850.23    44,850.23

Pending foreign exchange purchases: United States dollar

   46,985.16    46,985.16

Pending foreign exchange purchases: United States dollar

   59,973.88    59,973.88

Pending foreign exchange purchases: United States dollar

   64,991.91    64,991.91

Pending foreign exchange purchases: United States dollar

   68,697.81    68,697.81

Pending foreign exchange purchases: United States dollar

   69,494.38    69,494.38

Pending foreign exchange purchases: United States dollar

   73,926.00    73,926.00

Pending foreign exchange purchases: United States dollar

   78,466.71    78,466.71

Pending foreign exchange purchases: United States dollar

   79,008.87    79,008.87

Pending foreign exchange purchases: United States dollar

   79,349.80    79,349.80

Pending foreign exchange purchases: United States dollar

   92,492.26    92,492.26

Pending foreign exchange purchases: United States dollar

   94,294.16    94,294.16

Pending foreign exchange purchases: United States dollar

   105,166.92    105,166.92

Pending foreign exchange purchases: United States dollar

   107,455.24    107,455.24

Pending foreign exchange purchases: United States dollar

   130,229.85    130,229.85

Pending foreign exchange purchases: United States dollar

   143,408.00    143,408.00

Pending foreign exchange purchases: United States dollar

   147,440.28    147,440.28

Pending foreign exchange purchases: United States dollar

   189,666.35    189,666.35

Pending foreign exchange purchases: United States dollar

   204,780.70    204,780.70

Pending foreign exchange purchases: United States dollar

   231,215.05    231,215.05

Pending foreign exchange purchases: United States dollar

   236,087.24    236,087.24

Pending foreign exchange purchases: United States dollar

   240,037.50    240,037.50

Pending foreign exchange purchases: United States dollar

   242,119.50    242,119.50

Pending foreign exchange purchases: United States dollar

   264,446.70    264,446.70

Pending foreign exchange purchases: United States dollar

   358,637.50    358,637.50

Pending foreign exchange purchases: United States dollar

   366,177.50    366,177.50

Pending foreign exchange purchases: United States dollar

   388,265.49    388,265.49

Pending foreign exchange purchases: United States dollar

   389,179.44    389,179.44


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

Pending foreign exchange purchases: United States dollar

   443,705.00      443,705.00   

Pending foreign exchange purchases: United States dollar

   511,157.79      511,157.79   

Pending foreign exchange purchases: United States dollar

   575,504.00      575,504.00   

Pending foreign exchange purchases: United States dollar

   639,269.94      639,269.94   

Pending foreign exchange purchases: United States dollar

   794,870.00      794,870.00   

Pending foreign exchange purchases: United States dollar

   979,037.71      979,037.71   

Pending foreign exchange purchases: United States dollar

   1,077,318.39      1,077,318.39   

Pending foreign exchange purchases: United States dollar

   1,721,496.00      1,721,496.00   

Pending foreign exchange purchases: United States dollar

   1,809,155.87      1,809,155.87   

Pending foreign exchange purchases: United States dollar

   2,674,116.18      2,674,116.18   

Pending foreign exchange purchases: United States dollar

   3,293,346.67      3,293,346.67   

Pending foreign exchange purchases: United States dollar

   3,400,474.31      3,400,474.31   

Pending foreign exchange purchases: United States dollar

   4,100,264.23      4,100,264.23   

Pending foreign exchange purchases: United States dollar

   5,636,141.38      5,636,141.38   

Pending foreign exchange purchases: United States dollar

   5,636,180.93      5,636,180.93   

Pending foreign exchange purchases: United States dollar

   7,568,769.64      7,568,769.64   

Pending foreign exchange purchases: United States dollar

   15,189,553.13      15,189,553.13   

Pending foreign exchange sales: Australian dollar

   (4,100,264.23   (4,066,357.93

Pending foreign exchange sales: Australian dollar

   (443,705.00   (446,323.28

Pending foreign exchange sales: Australian dollar

   (79,008.87   (77,999.63

Pending foreign exchange sales: Australian dollar

   (59,973.88   (58,883.59

Pending foreign exchange sales: Australian dollar

   (30,737.47   (30,891.26

Pending foreign exchange sales: Australian dollar

   (24,612.69   (24,569.71

Pending foreign exchange sales: Australian dollar

   (21,179.03   (21,178.45

Pending foreign exchange sales: Australian dollar

   (20,507.81   (20,593.22

Pending foreign exchange sales: Australian dollar

   (20,484.02   (20,569.32

Pending foreign exchange sales: Australian dollar

   (19,908.75   (20,031.01

Pending foreign exchange sales: Australian dollar

   (4,888.75   (4,953.90

Pending foreign exchange sales: British pound sterling

   (7,568,769.64   (7,500,707.34

Pending foreign exchange sales: British pound sterling

   (794,870.00   (807,062.94

Pending foreign exchange sales: British pound sterling

   (389,179.44   (377,855.85

Pending foreign exchange sales: British pound sterling

   (242,119.50   (242,118.88

Pending foreign exchange sales: British pound sterling

   (240,037.50   (242,118.88

Pending foreign exchange sales: British pound sterling

   (105,166.92   (106,157.34

Pending foreign exchange sales: British pound sterling

   (69,494.38   (67,991.11

Pending foreign exchange sales: British pound sterling

   (44,850.23   (43,816.85

Pending foreign exchange sales: British pound sterling

   (28,846.40   (28,851.92

Pending foreign exchange sales: Danish krone

   (639,269.94   (622,223.01

Pending foreign exchange sales: Danish krone

   (147,440.28   (147,355.04

Pending foreign exchange sales: Danish krone

   (20,821.17   (20,750.69

Pending foreign exchange sales: Danish krone

   (4,958.41   (4,970.68

Pending foreign exchange sales: Euro

   (15,189,553.13   (14,780,702.29

Pending foreign exchange sales: Euro

   (1,809,155.87   (1,787,654.37

Pending foreign exchange sales: Euro

   (1,721,496.00   (1,721,504.96

Pending foreign exchange sales: Euro

   (575,504.00   (573,834.99

Pending foreign exchange sales: Euro

   (511,157.79   (512,384.80

Pending foreign exchange sales: Euro

   (366,177.50   (358,646.87

Pending foreign exchange sales: Euro

   (358,637.50   (358,646.87

Pending foreign exchange sales: Euro

   (264,446.70   (257,592.77

Pending foreign exchange sales: Euro

   (231,215.05   (231,031.69

Pending foreign exchange sales: Euro

   (189,666.35   (183,284.52

Pending foreign exchange sales: Euro

   (143,408.00   (143,458.75

Pending foreign exchange sales: Euro

   (30,450.62   (30,345.29

Pending foreign exchange sales: Euro

   (29,189.80   (29,163.80

Pending foreign exchange sales: Euro

   (22,912.86   (22,893.36

Pending foreign exchange sales: Euro

   (21,516.98   (21,505.42

Pending foreign exchange sales: Euro

   (11,274.78   (11,259.18

Pending foreign exchange sales: Hong Kong dollar

   (3,400,474.31   (3,398,643.07

Pending foreign exchange sales: Hong Kong dollar

   (40,030.48   (40,003.49

Pending foreign exchange sales: Hong Kong dollar

   (30,023.35   (30,002.56

Pending foreign exchange sales: Hong Kong dollar

   (22,270.18   (22,277.15

Pending foreign exchange sales: Hong Kong dollar

   (15,009.16   (15,012.05

Pending foreign exchange sales: Hong Kong dollar

   (15,004.37   (15,007.15

Pending foreign exchange sales: Japanese yen

   (1,077,318.39   (1,022,536.61

Pending foreign exchange sales: Japanese yen

   (979,037.71   (967,123.26

Pending foreign exchange sales: Japanese yen

   (388,265.49   (386,381.30

Pending foreign exchange sales: Japanese yen

   (107,455.24   (107,458.14

Pending foreign exchange sales: Japanese yen

   (79,349.80   (78,969.78

Pending foreign exchange sales: Japanese yen

   (78,466.71   (75,773.01

Pending foreign exchange sales: New Zealand dollar

   (92,492.26   (94,655.62


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

Pending foreign exchange sales: New Zealand dollar

   (9,949.51   (10,032.49

Pending foreign exchange sales: Norwegian krone

   (94,294.16   (92,502.84

Pending foreign exchange sales: Norwegian krone

   (39,481.72   (38,668.68

Pending foreign exchange sales: Norwegian krone

   (19,918.90   (19,826.43

Pending foreign exchange sales: Singapore dollar

   (2,674,116.18   (2,652,094.78

Pending foreign exchange sales: Singapore dollar

   (39,919.66   (39,918.39

Pending foreign exchange sales: Singapore dollar

   (29,819.84   (29,460.49

Pending foreign exchange sales: Swedish krona

   (5,636,180.93   (5,615,296.47

Pending foreign exchange sales: Swedish krona

   (5,636,141.38   (5,615,296.47

Pending foreign exchange sales: Swedish krona

   (236,087.24   (235,181.07

Pending foreign exchange sales: Swedish krona

   (130,229.85   (129,111.05

Pending foreign exchange sales: Swedish krona

   (73,926.00   (71,822.98

Pending foreign exchange sales: Swedish krona

   (68,697.81   (70,044.53

Pending foreign exchange sales: Swedish krona

   (64,991.91   (65,172.30

Pending foreign exchange sales: Swedish krona

   (37,593.74   (37,670.80

Pending foreign exchange sales: Swedish krona

   (21,501.12   (21,681.36

Pending foreign exchange sales: Swiss franc

   (3,293,346.67   (3,261,889.73

Pending foreign exchange sales: Swiss franc

   (204,780.70   (203,207.95

Pending foreign exchange sales: Swiss franc

   (46,985.16   (47,285.46

Pending foreign exchange sales: United States dollar

   (11,856,090.48   (11,856,090.48

Pending foreign exchange sales: United States dollar

   (6,771,634.55   (6,771,634.55

Pending foreign exchange sales: United States dollar

   (6,319,515.43   (6,319,515.43

Pending foreign exchange sales: United States dollar

   (6,101,710.86   (6,101,710.86

Pending foreign exchange sales: United States dollar

   (6,045,305.59   (6,045,305.59

Pending foreign exchange sales: United States dollar

   (5,636,141.38   (5,636,141.38

Pending foreign exchange sales: United States dollar

   (2,136,260.99   (2,136,260.99

Pending foreign exchange sales: United States dollar

   (2,115,824.05   (2,115,824.05

Pending foreign exchange sales: United States dollar

   (1,690,825.91   (1,690,825.91

Pending foreign exchange sales: United States dollar

   (1,480,133.55   (1,480,133.55

Pending foreign exchange sales: United States dollar

   (1,480,126.44   (1,480,126.44

Pending foreign exchange sales: United States dollar

   (1,480,103.38   (1,480,103.38

Pending foreign exchange sales: United States dollar

   (1,479,821.74   (1,479,821.74

Pending foreign exchange sales: United States dollar

   (1,479,104.58   (1,479,104.58

Pending foreign exchange sales: United States dollar

   (1,478,624.80   (1,478,624.80

Pending foreign exchange sales: United States dollar

   (998,185.37   (998,185.37

Pending foreign exchange sales: United States dollar

   (993,850.74   (993,850.74

Pending foreign exchange sales: United States dollar

   (986,018.03   (986,018.03

Pending foreign exchange sales: United States dollar

   (657,270.84   (657,270.84

Pending foreign exchange sales: United States dollar

   (656,903.79   (656,903.79

Pending foreign exchange sales: United States dollar

   (656,896.32   (656,896.32

Pending foreign exchange sales: United States dollar

   (656,762.35   (656,762.35

Pending foreign exchange sales: United States dollar

   (656,754.12   (656,754.12

Pending foreign exchange sales: United States dollar

   (656,511.01   (656,511.01

Pending foreign exchange sales: United States dollar

   (640,856.00   (640,856.00

Pending foreign exchange sales: United States dollar

   (640,793.53   (640,793.53

Pending foreign exchange sales: United States dollar

   (640,675.50   (640,675.50

Pending foreign exchange sales: United States dollar

   (640,469.67   (640,469.67

Pending foreign exchange sales: United States dollar

   (640,436.02   (640,436.02

Pending foreign exchange sales: United States dollar

   (640,370.71   (640,370.71

Pending foreign exchange sales: United States dollar

   (576,694.95   (576,694.95

Pending foreign exchange sales: United States dollar

   (570,380.00   (570,380.00

Pending foreign exchange sales: United States dollar

   (490,830.73   (490,830.73

Pending foreign exchange sales: United States dollar

   (434,035.91   (434,035.91

Pending foreign exchange sales: United States dollar

   (369,828.93   (369,828.93

Pending foreign exchange sales: United States dollar

   (348,215.14   (348,215.14

Pending foreign exchange sales: United States dollar

   (342,932.41   (342,932.41

Pending foreign exchange sales: United States dollar

   (295,454.65   (295,454.65

Pending foreign exchange sales: United States dollar

   (273,221.63   (273,221.63

Pending foreign exchange sales: United States dollar

   (267,536.94   (267,536.94

Pending foreign exchange sales: United States dollar

   (259,794.26   (259,794.26

Pending foreign exchange sales: United States dollar

   (243,560.66   (243,560.66

Pending foreign exchange sales: United States dollar

   (238,249.35   (238,249.35

Pending foreign exchange sales: United States dollar

   (236,894.37   (236,894.37

Pending foreign exchange sales: United States dollar

   (236,854.87   (236,854.87

Pending foreign exchange sales: United States dollar

   (236,825.90   (236,825.90

Pending foreign exchange sales: United States dollar

   (236,761.87   (236,761.87

Pending foreign exchange sales: United States dollar

   (236,686.33   (236,686.33

Pending foreign exchange sales: United States dollar

   (236,537.55   (236,537.55

Pending foreign exchange sales: United States dollar

   (209,862.47   (209,862.47

Pending foreign exchange sales: United States dollar

   (206,445.49   (206,445.49


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

Pending foreign exchange sales: United States dollar

   (191,998.80   (191,998.80

Pending foreign exchange sales: United States dollar

   (189,728.64   (189,728.64

Pending foreign exchange sales: United States dollar

   (186,748.96   (186,748.96

Pending foreign exchange sales: United States dollar

   (186,544.65   (186,544.65

Pending foreign exchange sales: United States dollar

   (184,345.25   (184,345.25

Pending foreign exchange sales: United States dollar

   (175,480.60   (175,480.60

Pending foreign exchange sales: United States dollar

   (174,870.00   (174,870.00

Pending foreign exchange sales: United States dollar

   (164,989.46   (164,989.46

Pending foreign exchange sales: United States dollar

   (160,636.00   (160,636.00

Pending foreign exchange sales: United States dollar

   (159,618.00   (159,618.00

Pending foreign exchange sales: United States dollar

   (150,376.58   (150,376.58

Pending foreign exchange sales: United States dollar

   (143,444.63   (143,444.63

Pending foreign exchange sales: United States dollar

   (139,475.00   (139,475.00

Pending foreign exchange sales: United States dollar

   (135,172.74   (135,172.74

Pending foreign exchange sales: United States dollar

   (122,438.75   (122,438.75

Pending foreign exchange sales: United States dollar

   (108,712.89   (108,712.89

Pending foreign exchange sales: United States dollar

   (100,832.34   (100,832.34

Pending foreign exchange sales: United States dollar

   (82,190.73   (82,190.73

Pending foreign exchange sales: United States dollar

   (76,447.24   (76,447.24

Pending foreign exchange sales: United States dollar

   (75,056.14   (75,056.14

Pending foreign exchange sales: United States dollar

   (74,412.30   (74,412.30

Pending foreign exchange sales: United States dollar

   (71,918.59   (71,918.59

Pending foreign exchange sales: United States dollar

   (67,765.82   (67,765.82

Pending foreign exchange sales: United States dollar

   (66,939.16   (66,939.16

Pending foreign exchange sales: United States dollar

   (66,923.63   (66,923.63

Pending foreign exchange sales: United States dollar

   (64,349.14   (64,349.14

Pending foreign exchange sales: United States dollar

   (59,978.54   (59,978.54

Pending foreign exchange sales: United States dollar

   (55,105.85   (55,105.85

Pending foreign exchange sales: United States dollar

   (55,004.59   (55,004.59

Pending foreign exchange sales: United States dollar

   (54,735.95   (54,735.95

Pending foreign exchange sales: United States dollar

   (49,684.52   (49,684.52

Pending foreign exchange sales: United States dollar

   (39,468.82   (39,468.82

Pending foreign exchange sales: United States dollar

   (34,246.89   (34,246.89

Pending foreign exchange sales: United States dollar

   (34,221.30   (34,221.30

Pending foreign exchange sales: United States dollar

   (31,374.83   (31,374.83

Pending foreign exchange sales: United States dollar

   (30,577.89   (30,577.89

Pending foreign exchange sales: United States dollar

   (30,374.61   (30,374.61

Pending foreign exchange sales: United States dollar

   (27,330.21   (27,330.21

Pending foreign exchange sales: United States dollar

   (26,877.35   (26,877.35

Pending foreign exchange sales: United States dollar

   (24,713.97   (24,713.97

Pending foreign exchange sales: United States dollar

   (24,384.89   (24,384.89

Pending foreign exchange sales: United States dollar

   (22,446.36   (22,446.36

Pending foreign exchange sales: United States dollar

   (20,937.16   (20,937.16

Pending foreign exchange sales: United States dollar

   (20,832.45   (20,832.45

Pending foreign exchange sales: United States dollar

   (20,291.69   (20,291.69

Pending foreign exchange sales: United States dollar

   (20,159.93   (20,159.93

Pending foreign exchange sales: United States dollar

   (20,084.05   (20,084.05

Pending foreign exchange sales: United States dollar

   (19,972.40   (19,972.40

Pending foreign exchange sales: United States dollar

   (19,861.83   (19,861.83

Pending foreign exchange sales: United States dollar

   (18,640.77   (18,640.77

Pending foreign exchange sales: United States dollar

   (16,973.33   (16,973.33

Pending foreign exchange sales: United States dollar

   (12,126.66   (12,126.66

Pending foreign exchange sales: United States dollar

   (9,756.05   (9,756.05

Pending foreign exchange sales: United States dollar

   (8,670.85   (8,670.85

Pending foreign exchange sales: United States dollar

   (5,087.28   (5,087.28

Pending foreign exchange sales: United States dollar

   (4,958.65   (4,958.65

Pending foreign exchange sales: United States dollar

   (4,939.38   (4,939.38

Pending foreign exchange sales: United States dollar

   (4,929.71   (4,929.71

Pending foreign exchange sales: United States dollar

   (4,926.24   (4,926.24

Pending foreign exchange sales: United States dollar

   (4,809.70   (4,809.70

Pending trade purchases: Australian dollar

   (49,875.41   (49,931.00

Pending trade purchases: Brazilian real

   (272,503.39   (272,190.35

Pending trade purchases: British pound sterling

   (395,360.14   (399,300.32

Pending trade purchases: British pound sterling

   (264,965.05   (267,489.35

Pending trade purchases: Danish krone

   (89,120.33   (88,772.13

Pending trade purchases: Euro

   (899,022.35   (895,363.82

Pending trade purchases: Euro

   (748,436.61   (745,366.55

Pending trade purchases: Euro

   (73,391.26   (73,087.24

Pending trade purchases: Hong Kong dollar

   (273,165.33   (273,253.07

Pending trade purchases: Hong Kong dollar

   (34,569.90   (34,580.62


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

Pending trade purchases: Japanese yen

   (869,654.42   (856,087.52

Pending trade purchases: Japanese yen

   (495,018.38   (488,427.71

Pending trade purchases: Japanese yen

   (239,660.25   (236,469.43

Pending trade purchases: Singapore dollar

   (66,944.38   (66,861.06

Pending trade purchases: Singapore dollar

   (30,620.62   (30,582.51

Pending trade purchases: Swedish krona

   (31,517.92   (31,753.90

Pending trade purchases: Swiss franc

   (373,370.75   (373,200.03

Pending trade purchases: United States dollar

   (6,370,937.50   (6,370,937.50

Pending trade purchases: United States dollar

   (6,176,007.83   (6,176,007.83

Pending trade purchases: United States dollar

   (739,065.93   (739,065.93

Pending trade purchases: United States dollar

   (662,677.57   (662,677.57

Pending trade purchases: United States dollar

   (633,572.40   (633,572.40

Pending trade purchases: United States dollar

   (594,727.20   (594,727.20

Pending trade purchases: United States dollar

   (237,186.73   (237,186.73

Pending trade purchases: United States dollar

   (198,415.50   (198,415.50

Pending trade purchases: United States dollar

   (148,240.00   (148,240.00

Pending trade purchases: United States dollar

   (128,250.00   (128,250.00

Pending trade purchases: United States dollar

   (115,291.31   (115,291.31

Pending trade purchases: United States dollar

   (114,530.00   (114,530.00

Pending trade purchases: United States dollar

   (91,770.00   (91,770.00

Pending trade purchases: United States dollar

   (76,950.00   (76,950.00

Pending trade purchases: United States dollar

   (73,712.56   (73,712.56

Pending trade purchases: United States dollar

   (37,440.50   (37,440.50

Pending trade purchases: United States dollar

   (32,632.16   (32,632.16

Pending trade sales: Australian dollar

   55,322.90      55,490.03   

Pending trade sales: Australian dollar

   81,776.62      82,413.07   

Pending trade sales: British pound sterling

   133,695.54      135,012.98   

Pending trade sales: British pound sterling

   386,012.99      388,815.83   

Pending trade sales: Danish krone

   20,775.80      20,751.66   

Pending trade sales: Euro

   11,302.50      11,259.24   

Pending trade sales: Euro

   81,279.44      81,015.11   

Pending trade sales: Euro

   213,293.95      212,338.82   

Pending trade sales: Hong Kong dollar

   22,269.31      22,276.46   

Pending trade sales: Japanese yen

   391,582.20      386,368.67   

Pending trade sales: Swedish krona

   59,084.28      59,350.34   

Pending trade sales: Swiss franc

   47,300.95      47,284.42   

Pending trade sales: United States dollar

   19,649.55      19,649.55   

Pending trade sales: United States dollar

   20,172.92      20,172.92   

Pending trade sales: United States dollar

   32,006.03      32,006.03   

Pending trade sales: United States dollar

   46,883.03      46,883.03   

Pending trade sales: United States dollar

   54,658.06      54,658.06   

Pending trade sales: United States dollar

   112,345.70      112,345.70   

Pending trade sales: United States dollar

   125,150.62      125,150.62   

Pending trade sales: United States dollar

   220,515.63      220,515.63   

Pending trade sales: United States dollar

   317,014.94      317,014.94   

Pending trade sales: United States dollar

   418,183.65      418,183.65   

Pending trade sales: United States dollar

   553,442.01      553,442.01   

Pending trade sales: United States dollar

   1,048,519.26      1,048,519.26   

Pending trade sales: United States dollar

   2,700,000.00      2,700,000.00   

Pending trade sales: United States dollar

   20,649,007.79      20,649,007.79   

PENFORD CORP COM

   139.42      36.39   

PENGROWTH ENERGY TR TR UNIT NEW

   558,946.71      453,110.76   

PENN NATL GAMING INC COM

   15,834.52      10,876.00   

PENN NATL GAMING INC COM

   190,592.20      207,383.40   

PENN VA CORP COM

   24,956.19      23,419.00   

PENNANTPARK INVT CORP COM

   7,563.43      7,582.00   

PENNANTPARK INVT CORP COM

   19,664.70      19,624.00   

PENNANTPARK INVT CORP COM

   439,608.38      452,244.00   

PENNEY J C INC DEB 7.4 DUE 04-01-2037 REG PUT

   10,462.50      9,925.00   

PENNEY J.C CO INC COM

   18,784.19      16,073.16   

PENNEY J.C CO INC COM

   234,582.32      172,965.00   

PENNEY J.C CO INC COM

   316,184.29      284,727.00   

PENNEY J.C CO INC COM

   556,202.42      492,285.00   

PENNSYLVANIA REAL ESTATE INVT TR SR PFD 11%

   0.00      40.00   

PENSKE AUTOMOTIVE GROUP INC COM STK

   58,987.25      53,130.00   

PENSON WORLDWIDE INC COM

   2,281.13      1,812.00   

PENTAIR INC COM

   6,693.08      6,024.76   

PEOPLES BK OZARKS NIXA MO CTF DEP DTD 07-13-2007 5.5 07-13-2017

   10,000.00      10,000.00   

PEOPLES UTD FINL INC COM

   30,263.28      30,215.68   

PEOPLES UTD FINL INC COM

   169,172.98      158,650.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

PEOPLES UTD FINL INC COM

   279,378.41    287,240.00   

PEP BOYS-MANNY MOE & JACK COM

   83,164.97    70,218.00   

PEPCO HLDGS INC COM

   14,685.28    16,732.20   

PEPCO HLDGS INC COM

   144,801.79    101,100.00   

PEPCO HLDGS INC COM

   212,467.50    239,270.00   

PEPCO HLDGS INC COM

   258,809.34    286,450.00   

PEPINNINI MINERALS LIMITED COM STK

   18,078.45    1,889.00   

PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005

   4,607.33    7,500.00   

PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005

   101,068.18    146,250.00   

PEPSICO INC COM

   255,831.09    262,656.00   

PEPSICO INC COM

   457,648.77    486,400.00   

PEPSICO INC COM

   628,997.52    629,536.39   

PEPSICO INC COM

   733,816.89    772,160.00   

PEPSICO INC COM

   869,906.69    924,160.00   

PEPSICO INC COM

   1,415,586.50    2,583,392.00   

PEPSICO INC PEPSICO 7.9% DUE 11-01-2018/10-24-2008 BEO

   274,375.20    269,996.10   

PEREGRINE PHARMACEUTICALS INC COM NEW COM NEW

   105,718.47    64,394.80   

PERFICIENT INC COM STK

   63,944.34    55,638.00   

PERKINELMER INC COM

   1,911.64    2,244.31   

PERKINELMER INC COM

   57,012.22    67,947.00   

PERKINELMER INC COM

   341,210.68    387,092.00   

PERNOD RICARD NPV EUR 1.55

   865,590.42    861,953.44   

PERRIGO CO COM

   31,578.72    33,297.84   

PERRIGO CO COM

   210,323.09    428,280.00   

PERRIGO CO COM

   750,490.56    832,656.00   

PETMED EXPRESS INC COM STK

   14,833.16    15,540.80   

PETRO DEV CORP COM

   15,801.07    15,478.50   

PETRO DEV CORP COM

   80,689.37    92,871.00   

PETROBRAS ENERGIA S A SPONSORED ADR

   22,730.67    20,319.00   

PETROBRAS INTL FIN 5.75% DUE 01-20-2020

   42,082.90    42,726.05   

PETROBRAS INTL FIN 6.125% DUE 10-06-2016

   49,813.91    53,625.00   

PETROHAWK ENERGY CORP COM

   40,566.71    41,790.58   

PETROHAWK ENERGY CORP COM

   606,884.36    707,705.00   

PETROHAWK ENERGY CORP COM

   1,326,167.33    1,409,196.59   

PETROLIFERA PETE LTD COM PETROLIFERA PETE LTD

   1,003.47    60.14   

PETROQUEST ENERGY INC COM

   45,761.40    53,331.00   

PETSMART INC COM

   5,405.90    6,729.46   

PFIZER INC COM STK $.11 1/9 PAR

   222,691.26    216,461.00   

PFIZER INC COM STK $.11 1/9 PAR

   464,238.40    529,329.00   

PFIZER INC COM STK $.11 1/9 PAR

   649,788.53    716,686.00   

PFIZER INC COM STK $.11 1/9 PAR

   695,593.70    664,662.60   

PFIZER INC COM STK $.11 1/9 PAR

   931,823.53    1,024,097.00   

PFIZER INC COM STK $.11 1/9 PAR

   1,333,933.73    1,412,523.86   

PFIZER INC COM STK $.11 1/9 PAR

   3,614,149.62    3,995,615.40   

PFIZER INC GLOBAL SR NT DTD 02/03/2004 4.5 DUE 02-15-2014 BEO

   21,273.80    21,195.44   

PFIZER INC NT 5.35 DUE 03-15-2015

   21,913.00    21,919.18   

PG& E CORP COM

   51,578.10    55,216.47   

PG& E CORP COM

   235,241.42    255,264.05   

PG& E CORP COM

   296,508.70    450,965.00   

PGT INC COM

   7,878.18    3,045.00   

PHARMACEUTICAL HOLDRS TR DEPOS RCPT

   29,630.85    26,400.00   

PHARMACEUTICAL PROD DEV INC COM

   5,260.83    5,880.60   

PHARMACIA PERPETUAL PFD STOCK

   0.00    7,380.00   

PHARMERICA CORP COM STK

   26,475.42    20,707.52   

PHH CORP COM NEW COM NEW

   354.20    273.87   

PHI INC COM NON VTG

   429,067.29    426,689.10   

PHILIP MORRIS INTL INC COM

   499,761.50    640,927.00   

PHILIP MORRIS INTL INC COM

   580,368.20    776,630.04   

PHILIP MORRIS INTL INC COM

   852,392.09    854,531.63   

PHILIP MORRIS INTL INC COM

   1,078,828.74    1,211,737.55   

PHILIP MORRIS INTL INC COM

   1,258,234.01    2,496,242.00   

PHILIPS ELEC(KON) EUR0.20

   640,779.87    721,563.10   

PHILLIP MORRIS INTL COM STK CALL OPT EXP01/16/2010 PR $49 PER SH

   0.00    (900.00

PHILLIPS VAN HEUSEN CORP COM

   8,618.99    0.00   

PHILLIPS VAN HEUSEN CORP COM

   106,922.78    105,768.00   

PHILLIPS VAN HEUSEN CORP COM

   339,846.94    341,712.00   

PHOENIX COS INC NEW COM

   2,517.90    2,780.00   

PHYSICIANS ADULT DAYCARE INC COM

   1,729.25    0.00   

PHYTOMEDICAL TECHNOLOGIES INC COM

   1,599.48    200.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

PICCOLO EDL SYS INC COM COM

   13,409.36    12,139.00   

PICO HLDGS INC COM NEW STK

   15,106.96    13,092.00   

PIEDMONT NAT GAS INC COM

   15,488.48    16,050.00   

PIER 1 IMPORTS INC COM

   2,293.95    5,090.00   

PILGRIM PETE CORP COM

   6,085.79    108.22   

PILGRIMS PRIDE CORP SR SUB NT 8.375 DUE 05-01-2017 BEO BD IN DEFAULT

   20,912.48    27,750.00   

PINETREE CAP COM STK

   1,270,215.65    885,177.08   

PINNACLE DATA SYSTEMS INC COM

   265.95    47.00   

PINNACLE ENTMT INC COM

   1,326.07    898.00   

PINNACLE GAS RES INC COM STK

   1,409.47    165.00   

PINNACLE MINES LTD CDA COM STK

   49,623.25    45,415.20   

PINNACLE W. CAP CORP COM

   10,469.36    10,974.04   

PINNACLE W. CAP CORP COM

   110,223.61    106,082.00   

PIONEER DRILLING CO COM STK

   3,041.68    2,370.00   

PIONEER DRILLING CO COM STK

   5,128.30    7,900.00   

PIONEER NAT RES CO COM STK

   16,630.43    26,493.50   

PIONEER NAT RES CO COM STK

   170,223.72    149,327.00   

PIPER JAFFRAY COS COM

   48,558.95    50,610.00   

PIPER JAFFRAY COS COM

   403,561.92    415,002.00   

PITCHSTONE EXPLORATIONS LTD COM STK

   3,967.15    725.00   

PITNEY BOWES INC COM

   18,435.51    12,627.23   

PITNEY BOWES INC COM

   153,373.23    129,732.00   

PITNEY BOWES INC COM

   244,157.16    179,804.00   

PITNEY BOWES INC COM

   507,864.46    425,612.00   

PIXELWORKS INC COM NEW STK

   322.23    252.32   

PKWY PPTYS INC REIT

   1,308.54    1,457.40   

PKWY PPTYS INC REIT

   86,593.80    49,968.00   

PLAINS ALL AMERN PIPELN UNIT LTD PARTNERSHIP INT

   36,342.86    37,043.83   

PLAINS EXPL & PRODTN CO COM

   2,771.65    2,766.00   

PLANAR SYS INC

   185,773.92    186,303.00   

PLANKTOS CORP COM STK

   16,290.20    99.62   

PLANTRONICS INC NEW COM

   6,102.66    6,131.28   

PLANTRONICS INC NEW COM

   143,037.69    194,850.00   

PLASTICON INTL INC COM

   6,981.82    0.00   

PLATCOM INC COM STK

   995.22    0.00   

PLATINUM GROUP METALS LTD COM NEW PLATNIUM GROUP METALS LIMITED NEW

   696.45    1,060.00   

PLATINUM RESH ORGANIZATION INC COM

   4,583.24    4.51   

PLATINUM UNDERWRITERS HLDGS INC COM USD0.01

   283,162.66    325,465.00   

PLAYBOY ENTERPRISES INC (HOLDINGS CO) 1 NEW CL B

   19,839.18    16,000.00   

PLEXUS CORP COM

   4,162.84    5,696.00   

PLEXUS CORP COM

   130,331.70    125,400.00   

PLUG PWR INC COM

   1,330.44    731.30   

PLUM CREEK TIMBER CO COM STK CALL OPT EXP 2/21/09 PR $45 PER SH

   0.00    (50.00

PLUM CREEK TIMBER CO INC COM

   139,620.28    166,144.00   

PLUM CREEK TIMBER CO INC COM

   211,846.27    222,940.44   

PLUM CREEK TIMBER CO INC COM

   308,247.41    388,928.00   

PLURISTEM THERAPEUTICS INC COM STK

   11,468.45    0.00   

PLY GEM INDS INC 9% DUE 02-15-2012

   23,800.00    21,250.00   

PMC COML TR SH BEN INT SHS OF BEN INT USD0.01

   2,147.78    1,300.77   

PMC SIERRA INC COM

   13,253.62    14,557.46   

PMC SIERRA INC COM

   276,580.46    298,770.00   

PMC SIERRA INC COM

   356,506.18    377,576.00   

PMFG INC COM STK

   13,163.00    16,210.00   

PMI GROUP INC COM

   30,490.25    16,380.00   

PNC FINANCIAL SERVICES GROUP COM STK

   140,411.90    127,441.55   

PNC FINANCIAL SERVICES GROUP COM STK

   201,877.97    211,160.00   

PNC FINANCIAL SERVICES GROUP COM STK

   388,756.59    448,715.00   

PNC FINANCIAL SERVICES GROUP COM STK

   972,777.27    669,746.73   

PNM RES INC COM

   4,868.55    5,060.00   

PNM RES INC COM

   68,398.96    70,840.00   

POINDEXTER J B INC SR NT 8.75% DUE 03-15-2014/03-15-2009 REG

   23,013.89    20,812.50   

Polish zloty

   0.00    0.00   

POLO RALPH LAUREN CORP CL A

   33,740.32    42,514.50   

POLO RALPH LAUREN CORP CL A

   54,480.09    56,686.00   

POLO RALPH LAUREN CORP CL A

   129,509.35    129,568.00   

POLO RALPH LAUREN CORP CL A

   274,802.33    316,469.84   

POLYCOM INC COM

   3,889.17    3,495.80   

POLYMEDIX INC COM STK

   2,433.35    3,593.63   

POLYMET MNG CORP COM

   25,379.06    30,600.00   

POLYONE CORP COM

   6,987.48    7,470.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

POLYONE CORP COM

   24,936.06    53,037.00   

PONIARD PHARMACEUTICALS INC COM NEW STK

   44.68    29.28   

POPULAR INC COM

   5,545.08    6,215.00   

PORT SEATTLE WASH REV 5.74% 05-01-2019 BEO TAXABLE

   26,070.42    25,589.75   

PORTEC RAIL PRODS INC COM

   6,648.07    8,032.50   

PORTFOLIO RECOVERY ASSOCS INC COM

   15,554.46    17,940.00   

PORTLAND GEN ELEC CO COM NEW STK\

   2,669.41    2,041.00   

POSITIVEID CORP COM

   10,298.30    4,400.00   

POTASH CORP OF SASKATCHEWAN COM STK CALL OPT EXP 6/19/10 PR $95 PER SH

   0.00    (24,000.00

POTASH CORP SASK INC COM

   738,719.21    796,064.50   

POTLATCH CORP NEW REIT

   11,423.34    11,452.73   

POTOMAC ELEC PWR CO PFD SER 57 $2.44

   0.00    11,463.00   

POWELL INDS INC COM

   36,228.43    28,377.00   

POWER OIL & GAS INC COM STK

   9,347.90    10,400.00   

POWER-ONE INC COM

   4,487.71    4,350.00   

POWER-SAVE ENERGY CO COM STK

   243.95    25.00   

POWERSECURE INTL INC COM STK

   43,958.95    36,050.00   

POWERSHARES BUILD AMERICA PO

   0.00    2,429.00   

POWERSHARES DB AGRICULTURE DOUBLE LONG ETN

   31,779.22    37,625.00   

POWERSHARES DB GOLD DOUBLE SHORT ETN

   22,309.69    21,450.60   

POWERSHARES DB MULTI-SECTOR COMMODITY TRPWR SH DB BASE METALS FD COM UNIT PWR

   91,584.74    101,250.00   

POWERSHARES EXCHANGE-TRADED FD TR DWA TECH LEADERS PORTFOLIO DWA

   24,049.61    19,923.40   

POWERWAVE TECHNOLOGIES INC COM

   17,860.00    15,750.00   

POWERWAVE TECHNOLOGIES INC COM

   33,772.29    42,978.60   

PPG IND INC COM

   88,759.48    106,012.25   

PPG IND INC COM

   206,443.49    269,284.00   

PPG IND INC COM

   345,569.06    345,268.92   

PPL CORP COM ISIN US69351T1060

   7,788.44    5,464.01   

PPL CORP COM ISIN US69351T1060

   160,114.30    171,243.00   

PPL CORP COM ISIN US69351T1060

   210,046.07    200,031.21   

PPL CORP COM ISIN US69351T1060

   215,469.71    329,562.00   

PRAXAIR INC COM

   17,784.43    17,166.66   

PRAXAIR INC COM

   261,720.01    674,604.00   

PRE PAID LEGAL SVCS INC COM

   58,657.61    52,911.04   

PRECISION CASTPARTS CORP COM

   98,038.14    131,020.65   

PRECISION CASTPARTS CORP COM

   434,227.78    419,330.00   

PRECISION DRILLING TR TR UNIT COM STK

   29,522.59    26,020.25   

PRECISION DRILLING TR TR UNIT COM STK

   338,007.66    335,348.75   

PREFERREDPLUS TR SER ATT-1 TR CTF

   0.00    12,500.00   

PREFERREDPLUS TR SER QWS-1 TR CTF

   1,956.64    1,625.20   

PREFERREDPLUS TR SER UPC-1 TR CTF

   2,025.73    1,761.54   

PREMIER EXHIBITIONS INC COM

   14,501.76    9,465.60   

PREMIER FOODS ORD GBP0.01

   103,883.10    88,240.35   

PREMIER GOLD MINES LTD COM STK

   27,169.65    78,569.79   

PREMIER INFORMATION MGMT INC COM

   3,167.95    7.50   

PREMIUM EXPL INC COM STK

   1,848.95    3,014.40   

PRESTIGE BRANDS HLDGS INC COM

   7,151.53    6,311.58   

PRESTIGE BRANDS HLDGS INC COM

   23,103.99    16,506.00   

PRGX GLOBAL INC

   14,895.81    20,064.45   

PRICE NET U S A INC COM

   119,611.81    3.91   

PRICELINE COM INC COM NEW STK

   97,355.69    104,836.80   

PRICELINE COM INC COM NEW STK

   203,490.12    262,200.00   

PRICELINE COM INC COM NEW STK

   613,052.43    1,136,200.00   

PRIDE INTL INC DEL 7.375% DUE 07-15-2014

   19,894.80    20,650.00   

PRIDE INTL INC DEL COM

   26,379.82    26,261.93   

PRIMARY CORP COM NPV

   5,253.47    233.45   

PRIME STAR GROUP INC COM STK

   698.41    0.30   

PRIMEGEN ENERGY CORP COM STK

   9,302.12    7,920.00   

PRIMORIS SVCS CORP COM

   8,363.71    9,147.79   

PRIMUS GUARANTY LTD PFD STK

   3,128.70    1,696.25   

PRIN LIFE INC FUNDINGS TRS SECD NT FLT RT DUE 11-15-2010 REG

   90,625.00    99,515.80   

PRINCETON NATL BANCORP INC COM

   6,387.70    2,810.60   

PRINCIPAL FINL GROUP INC COM STK

   24,067.95    24,040.00   

PRINCIPAL FINL GROUP INC COM STK

   255,698.67    211,552.00   

PROASSURANCE CORP COM

   252,813.52    278,217.80   

PROBE MINES LTD COM STK

   3,780.33    5,246.00   

PROCERA NETWORKS INC COM

   10,271.23    6,600.00   

PROCTER & GAMBLE CO COM

   280,353.03    284,475.96   

PROCTER & GAMBLE CO COM

   506,711.42    588,111.00   

PROCTER & GAMBLE CO COM

   1,035,613.08    1,084,640.20   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

PROCTER & GAMBLE CO COM

   1,073,223.04      1,188,348.00   

PROCTER & GAMBLE CO COM

   1,234,664.95      1,418,742.00   

PROCTER & GAMBLE CO COM

   2,672,026.09      4,821,661.38   

PROCTER & GAMBLE CO NT 4.95% DUE 08-15-2014/08-10-2004 BEO

   1,990.92      2,175.26   

PROFINIUM FINL INC TRUMAN MINN CTF DEP DTD 03-12-2009 2.5 09-12-2011

   2,000.00      2,000.00   

PROGRESS ENERGY INC COM

   54,131.10      55,837.74   

PROGRESS ENERGY INC COM

   301,450.98      315,777.00   

PROGRESSIVE CORP OH COM

   237,287.27      331,016.00   

PROJ GROUP INC COM STK

   279.95      0.00   

PROLOGIS SER D PFD

   0.00      7,576.50   

PROLOGIS SH BEN INT SH BEN INT

   23,129.25      27,249.88   

PROLOGIS SH BEN INT SH BEN INT

   292,834.78      177,970.00   

PROLOGIS TR PFD SH BEN INT SER A

   0.00      43,835.00   

PROLOR BIOTECH INC COM

   19,678.90      24,500.00   

PROS HLDGS INC COM

   48,831.17      67,275.00   

PROSHARES TR ULTRA COM STK CALL OPT EXP 02/20/10 PR $40 PER SH

   (633.53   (400.00

PROSHARES TR ULTRA SHORT MSCI EMERGING MKT FD

   102,577.59      86,829.40   

PROSHARES TR ULTRASHORT SEMICONDUCTORS

   56,104.60      20,009.00   

PROSPECT CAP CORP COM

   67,234.53      52,648.98   

PROSPERITY BANCSHARES INC COM

   228,943.82      287,741.70   

PROTECTIVE LIFE 8.45% DUE 10-15-2039

   19,628.50      19,310.96   

PROTECTIVE LIFE CORP COM

   126,548.13      120,815.00   

PROTECTIVE LIFE CORP COM

   245,892.11      236,665.00   

PROTECTIVE LIFE SECD TRS SECD MEDIUM TERTRANCHE # TR 00002 4 DUE 04-01-2011

   23,625.00      25,511.50   

PROTERION CORP COM STK

   1,548.25      0.90   

PROVECTUS PHARMACEUTICAL INC COM

   2,032.95      1,547.00   

PROVIDENCE SVC CORP COM STK

   4,094.72      6,320.00   

PROVIDENT ENERGY TR TR UNIT

   123,145.36      103,037.76   

PROXIM CORP CL A NEW

   1,302.56      1.00   

PROXIM WIRELESS CORP COM STK

   24,676.57      1,560.00   

PRUDENTIAL FINL INC COM

   54,042.80      67,920.36   

PRUDENTIAL FINL INC COM

   200,875.08      151,768.00   

PRUDENTIAL FINL INC COM

   262,083.90      288,608.00   

PRUDENTIAL FINL INC COM

   311,138.27      577,216.00   

PRUDENTIAL FINL INC COM

   491,500.44      626,976.00   

PRUDENTIAL FINL INC JR SUB NTS PFD STK

   47,387.90      53,100.00   

PRUDENTIAL FINL INC MTN BOOK TRANCHE # TR 00023 6.1 DUE 06-15-2017

   1,780.65      2,063.42   

PRYSMIAN SPA EUR0.10

   246,804.41      252,346.44   

PSINET INC PFD CONV SER D 7

   0.00      13,456.00   

PSIVIDA CORP COM STK

   13,596.11      8,975.00   

PSYCHIATRIC SOLUTIONS INC COM

   10,008.95      10,570.00   

PUB SERVICE CO COL 4.25% CUM PFD STK $100 PAR

   0.00      329.40   

PUB SERVICE CO COL 4.90% CUM PFD STK $100 PAR

   0.00      5,003.05   

PUB SERVICE ENTERPRISE GROUP INC COM

   74,497.15      62,287.06   

PUB SERVICE ENTERPRISE GROUP INC COM

   257,895.64      237,238.75   

PUB SERVICE ENTERPRISE GROUP INC COM

   296,716.05      462,175.00   

PUB STORAGE COM

   33,516.62      37,266.96   

PUB STORAGE COM

   275,600.29      301,365.00   

PUB STORAGE DEP SHS REPSTG 1/1000TH PFD SER K

   13,047.22      14,460.06   

PUB SVC CO COLO 4.64% PFD

   0.00      4,875.00   

PUBLICIS GROUPE SA EUR0.40

   220,610.97      209,567.38   

PUDA COAL INC COM PAR $.001 COM PAR $.001

   5,870.36      5,703.60   

PULTE HOMES INC COM

   43,132.94      56,367.92   

PULTE HOMES INC COM

   105,857.81      97,600.00   

PULTE HOMES INC COM

   120,065.00      87,170.00   

PULTE HOMES INC COM

   406,449.33      348,940.00   

PULTE HOMES INC COM

   1,492,985.20      1,092,720.00   

PURADYN FILTER TECHNOLOGIES INC COM

   15,672.70      4,560.00   

PURAMED BIOSCIENCE INC COM STK

   836.95      1,512.00   

PURCHASEPRO COM INC COM NEW STK

   5,067.64      0.00   

PURE BIOFUELS CORP COM STK

   149.76      17.00   

PURE BIOSCIENCE COM

   1,817.95      1,450.00   

PURPLE BEVERAGE CO INC COM STK

   5,992.00      2.50   

PUT SWAPTION USD GSCMUS33 European 317U395B1 02-17-2010

   (12,720.00   (35,986.49

PUT SWPTN USD 4.25 / LIBOR EUROPEAN 317U299B8 04-19-2010

   (2,350.00   (1,876.04

PUT SWPTN USD BOFAUS6S 4.25 / 3M LIBOR EUROPEAN 317U334B5 12-29-2009

   (1,580.00   0.00   

PUT SWPTN USD BOFAUS6S 4.25 / 3M LIBOR EUROPEAN 317U337B2 12-29-2009

   (1,320.00   0.00   

PUT SWPTN USD BOFAUS6S 6M 4.25%/3MLIBOR European 317U299B8 04-19-2010

   (14,170.00   (24,388.51

PUT SWPTN USD CSFBGB2L 4.25 / 3M LIBOR EUROPEAN 317U328B3 04-19-2010

   (16,935.00   (26,264.55

PUT SWPTN USD DEUTGB2LGLO 4.25 / 3M LIBOR EUROPEAN 317U325B6 04-19-2010

   (7,290.00   (5,628.12


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

PUT SWPTN USD DEUTGB2LGLO 4.25 / 3M LIBOR EUROPEAN 317U345B2 12-29-2009

   (416.25   0.00   

PUT SWPTN USD DEUTGB2LGLO 5 / 3M LIBOR EUROPEAN 317U366B6 04-19-2010

   (1,348.75   (956.68

PUT SWPTN USD GSCMUS33 4.25 / 3M LIBOR EUROPEAN 317U294B3 04-19-2010

   (4,205.00   (3,752.08

PUT SWPTN USD GSCOHKH1 4.25 / 3M LIBOR EUROPEAN 317U330B9 12-29-2009

   (530.00   0.00   

PUT SWPTN USD RBOSGB2L 4.25 / 3M LIBOR EUROPEAN 317U339B0 12-29-2009

   (3,245.38   0.00   

PUT SWPTN USD RBOSGB2RTCM 4.25 / LIBOR EUROPEAN 317U307B8 04-19-2010

   (11,561.73   (20,636.43

PUT SWPTN USD RBOSGB2RTCM 6 / 3M LIBOR EUROPEAN 317U226B6 08-31-2010

   (7,800.00   (5,991.64

PUTNAM HI INC FD NAME CHANGE TO PUTNAM HI INC SECS FD SEC # 2752685 EFF 9/30/05

   15,041.90      21,630.30   

PVPTL OKLA GAS & ELEC CO SER 4.20% CUM PFD STK

   0.00      118.22   

PVTPL AES CORP 2ND PRIORITY SR SECD NT 144A 8.75% DUE 05-15-2013/05-15-2009 BEO

   163,277.40      159,900.00   

PVTPL AIR 2 US ENHANCED EQUIP SER A 8.027 DUE 10-01-2020 BEO SF 10-01-2000

   16,361.73      26,750.49   

PVTPL AMERN COLOR GRAPHICS INC SER A PFD

   0.00      5,049.65   

PVTPL AMES TRUE TEMPER INC SR SUB NT 10%DUE 07-15-2012/07-15-2009 REG

   25,802.78      22,687.50   

PVTPL ANHEUSER BUSCH INBEV WORLDWIDE INCGTD NT 144A 5.375% DUE 01-15-2020 BEO

   190,162.50      193,849.21   

PVTPL ASIF GLOBAL FING XIX SR NT 144A 4.9% DUE 01-17-2013 BEO

   9,987.60      9,202.53   

PVTPL AVIGENICS INC SER D PFD STK

   0.00      471.60   

PVTPL BARCLAYS BK PLC NT 144A 10.179% DUE 06-12-2021 BEO

   600,000.00      619,521.60   

PVTPL BEST FRIENDS PET CARE INC SER E CONV PFD

   0.00      3,012.94   

PVTPL CALPINE CONSTR FIN CO L P / NT 144A 8 06-01-16/05-19-09 BEO

   47,694.60      51,500.00   

PVTPL CITIUS I FDG LTD PREF SHS 144A

   0.00      9,375.68   

PVTPL CMO GMAC COML MTG SECS INC MTG PT CTF 1998-C2 CL F 144A 6.5 05-15-35

   93,750.00      151,009.35   

PVTPL CMO NAAC REPERFORMING LN REMIC 04-R2 CTF CL 144A A-1 .0001 10-25-34 BEO

   72,412.48      80,110.97   

PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00080 3.75% DUE 10-15-2014 BEO

   79,754.40      80,194.56   

PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00081 5% DUE 10-15-2019 BEO

   29,834.40      29,784.93   

PVTPL CORPORACION NACIONAL DEL COBRE DE CHILE NT 144A 4.75% DUE 10-15-2014 BEO

   49,241.00      53,534.70   

PVTPL CSC HLDGS INC SR NT 144A 8.625% DUE 02-15-2019 BEO

   19,039.20      21,525.00   

PVTPL DUTCH HBR FIN SUB-TRUST III ASSET BKD CAP COMMITMENT 144A SECS

   0.00      500.00   

PVTPL ELIGIX INC SER A PFD STK

   0.00      22,800.65   

PVTPL ETHANEX ENERGY N.A, INC SERIES A PREFERRED STOCK

   0.00      726.00   

PVTPL EVERGREEN MEDIA CORP PFD CONV EXCHANGEABLE $3.00 144A

   0.00      4,637.60   

PVTPL FREELIANT INC CL BCONVERTIBLE PFD STK SEE SEC 1335464

   0.00      9,840.00   

PVTPL GDR RELIANCE INDS LTD GLOBAL DEPOSITARY RCPTS 144A

   600,727.40      651,494.39   

PVTPL GLITNIR BANKI HF SUB NT FIXED/FLT RT 144A DUE 06-15-2016 BEO IN DEFAULT

   100,000.00      10.00   

PVTPL GROUP DL ESCR INC / REYNOLDS SR SECD NT 144A 7.75 DUE 10-15-2016

   98,695.00      102,250.00   

PVTPL HBOS CAP FDG NO 2 L P BONDS 144A DUE 06-30-2049/06-30-2014 BEO

   28,240.50      19,500.00   

PVTPL HERTZ VEH FING LLC 2009-2 ASSET BKD NT A-2 144A 5.29% DUE 03-25-2016 BEO

   119,992.68      119,729.04   

PVTPL ICICI BK LTD SUB NT 144A VAR RT DUE 04-30-2022/04-30-2017 BEO

   121,958.54      109,520.99   

PVTPL INDYMAC ABS INC 2006-H1 CL A VAR RT DUE 04-25-2036 REG

   317,895.32      48,064.30   

PVTPL JAMDAT SER C PFD

   0.00      590.00   

PVTPL LEVEL 3 FING INC SR GTD NT 9.25 DUE 11-01-2014/11-01-2010 REG

   25,387.50      23,625.00   

PVTPL LLOYDS TSB BK PLC NT 144A 2.8% DUE04-02-2012 BEO

   202,446.00      204,034.40   

PVTPL MACQUARIE BK LTD SR MEDIUM TERM NTS # TR 00004 2.6 DUE 01-20-2012

   400,384.00      408,420.40   

PVTPL PACIFIC LIFE GLOBAL FDG NT 144A 5.15 DUE 04-15-2013 BEO

   99,073.00      104,489.70   

PVTPL PEGASUS AVIATION LEASE SECUR SER 2000-1 NT CL A-2 144A 8.37 3-25-2030 BEO

   143,425.00      76,798.34   

PVTPL PERSEUS HLDG CORP 14% PFD

   0.00      13,200.00   

PVTPL PETE EXPT LTD NT CL A-1 144A 4.623DUE 06-15-2010 BEO SINKING FD 12-15-2008

   33,332.96      32,828.96   

PVTPL PETROLEUM EXPT LTD NT CL A-2 144A 4.633% DUE 06-15-2010/07-20-2005 BEO

   44,444.03      43,774.26   

PVTPL ROCHE HLDGS INC GTD NT 144A 6% DUE03-01-2019/02-25-2009 BEO

   157,805.20      164,827.65   

PVTPL ROCHE HLDGS INC GTD NT 144A 6% DUE03-01-2019/02-25-2009 BEO

   492,140.00      549,425.50   

PVTPL ROYAL BK SCOTLAND PLC MEDIUM TERM TRANCHE # TR 00066 3 DUE 12-09-2011

   203,739.20      204,875.00   

PVTPL RS GROUP COS INC SER B PFD

   0.00      3,280.00   

PVTPL SANDRIDGE ENERGY INC SR NT 144A 8.75% DUE 01-15-2020/12-16-2009 BEO

   14,752.35      15,000.00   

PVTPL SCIENTIFIC RES CORP PFD CONV $1.65

   0.00      14,798.77   

PVTPL SENOMYX INC SER B PFD STK PAR $.001

   0.00      9,660.00   

PVTPL SHINSEI FIN CAYMAN LTD PERP PFD SECS STEP-UP 144A VAR RT DU7-20-16 BEO

   103,335.10      64,075.00   

PVTPL SOUTHERN NAT GAS CO SOUTHERN NAT GAS 5.9% DUE 04-01-2017/03-26-2007 BEO

   30,015.70      30,808.08   

PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE 09-15-2013 BEO

   160,687.24      163,371.35   

PVTPL T E NETWORK INC OC-PFD SER B STK

   0.00      45,655.44   

PVTPL TENET HEALTHCARE CORP SR SECD NT 144A 10% DUE 05-01-2018/02-26-2009 BEO

   47,531.87      54,880.00   

PVTPL TENET HEALTHCARE CORP SR SECD NT 144A 8.875 DUE 07-01-2019/06-15-2009 BEO

   15,236.64      17,280.00   

PVTPL TENET HEALTHCARE CORP SR SECD NT 144A 9% DUE 05-01-2015/02-26-2009 BEO

   47,531.88      52,920.00   

PVTPL TL ACQUISITIONS INC SR TOGGLE NT 144A 10.5% DUE 01-15-2015/07-15-2009 BEO

   19,744.80      19,125.00   

PVTPL TNK-BP FIN S A SR MTN TRANCHE # TR00002 144A 7.5 DUE 07-18-2016 BEO

   119,551.20      123,000.00   

PVTPL VEDANTA RES PLC SR GLOBAL NT 144A 8.75% DUE 01-15-2014 BEO

   100,000.00      102,250.00   

PWR 3 MED PRODS INC COM STK

   8,155.55      4,863.87   

PYRAMID OIL CO COM

   640.82      636.25   

Q E P INC COM

   1,189.67      1,900.00   

QIAO XING MOBILE COMMUNIC CO LTD COM STKUSD0.00025

   568.41      475.80   

QIAO XING UNIVERSAL TELEPHONEINC 1 COM

   1,547.46      438.00   

QLOGIC CORP COM

   12,323.58      18,870.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

QLOGIC CORP COM

   120,716.16      58,497.00   

QLOGIC CORP COM STK CALL OPT EXP 4/17/10 PR $17.5 PER SH

   0.00      (2,200.00

QLT INC COM STK

   3,609.46      4,960.00   

QSOUND LABS INC COM NEW

   1,352.95      36.00   

QUADRAMED CORP COM NEW STK

   12,045.95      8,390.00   

QUAKER CHEM CORP COM

   15,684.50      26,832.00   

QUAL DISTR LLC / 9% DUE 11-15-2010

   25,300.00      22,000.00   

QUALCOMM INC COM

   438,253.33      486,409.05   

QUALCOMM INC COM

   760,939.76      929,826.00   

QUALCOMM INC COM

   887,858.88      943,704.00   

QUALCOMM INC COM

   1,375,776.41      2,104,830.00   

QUALCOMM INC COM

   1,581,556.49      1,679,238.00   

QUALCOMM INC COM

   1,708,094.78      1,899,204.30   

QUALITY SYS INC COM STK

   15,592.92      15,907.55   

QUANEX BLDG PRODS CORP COM STK

   44,434.78      52,607.00   

QUANEX BLDG PRODS CORP COM STK

   232,945.85      271,520.00   

QUANTA SVCS INC COM

   102,389.88      96,906.00   

QUANTA SVCS INC COM

   134,529.67      120,872.00   

QUANTA SVCS INC COM

   461,216.50      445,976.00   

QUANTUM CORP DSSG COM

   43,625.98      44,536.00   

QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM

   2,102.82      1,698.30   

QUEENSTON MNG INC COM

   20,022.46      23,705.82   

QUEPASA CORP COM NEW STK

   1,010.32      525.00   

QUEST CAP CORP COM

   17,764.03      12,600.00   

QUEST DIAGNOSTICS INC COM

   52,298.17      60,681.12   

QUEST DIAGNOSTICS INC COM

   153,621.05      253,596.00   

QUEST RESOURCE CORP COM NEW COM NEW

   4,303.43      1,160.00   

QUEST URANIUM CORP COM STK

   130,990.25      191,425.00   

QUESTAR CORP COM

   11,465.23      11,467.38   

QUESTAR CORP COM

   206,270.58      199,536.00   

QUESTCOR PHARMACEUTICALS INC COM

   25,711.37      18,700.75   

QUICKLOGIC CORP CDT-COM STK

   1,002.74      1,177.38   

QUICKSILVER GAS SVCS LP COM UNITS REPSTGLTD PARTNER INT

   6,275.65      6,291.00   

QUICKSILVER RES INC COM

   3,316.63      5,553.70   

QUIDEL CORP COM

   1,775.65      1,378.00   

QUIKSILVER INC COM

   8,977.39      9,494.00   

QWEST 7.5% DUE 02-15-2014

   26,937.50      27,101.25   

QWEST COMMUNICATIONS INTL INC COM

   94,713.63      107,054.50   

QWEST COMMUNICATIONS INTL INC COM

   889,460.19      170,075.58   

QWEST CORP NT FLTG RATE DUE 06-15-2013 REG

   500,000.00      481,250.00   

R G PREMIER BK P R HATO REY CTF DEP DTD 05/24/2006 DTD 05-24-2006 5.4 05-24-2011

   95,000.00      100,027.40   

RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO

   75,000.00      91,444.05   

RACKSPACE HOSTING INC COM STK

   49,180.81      53,167.50   

RAD+AZ

   (345.04   (32.00

RADIAN GROUP INC 7.75% DUE 06-01-2011

   16,653.25      17,550.00   

RADIAN GROUP INC COM

   4,313.31      4,386.00   

RADIANT LOGISTICS INC COM STK

   2,009.95      980.00   

RADIENT PHARMACEUTICALS CORP COM

   478.91      24.00   

RADIOSHACK CORP DEL COM

   10,617.20      12,317.16   

RADIOSHACK CORP DEL COM

   53,972.60      66,534.00   

RADISYS CORP COM

   22,342.42      16,235.00   

RAE SYS INC COM

   661.00      440.00   

RAILAMERICA INC 9.25% DUE 07-01-2017

   61,390.72      68,080.00   

RAILAMERICA INC COM

   10,011.60      9,760.00   

RAIT FINL TR COM

   979.75      455.07   

RALCORP HLDGS INC NEW COM

   1,242.27      1,253.91   

RALCORP HLDGS INC NEW COM

   513,417.21      489,622.00   

RAM PWR CORP COM STK

   6,738.89      7,006.73   

RAMBUS INC DEL COM

   227,718.80      446,886.00   

RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT

   52,821.56      20,988.00   

RANCHER ENERGY CORP COM

   190,840.75      1,696.96   

RANDSTAD HLDGS NV EUR0.10

   292,325.31      430,161.28   

RANGE RES CORP COM

   172,403.88      171,908.22   

RANGE RES CORP COM

   207,656.52      209,370.00   

RAPTOR NETWORKS TECHNOLOGY INC COM

   8,575.75      2,271.20   

RARE ELEMENT RES LTD

   158,616.61      222,602.80   

RASER TECHNOLOGIES INC COM

   14,241.25      3,100.00   

RAYMOND JAMES FNCL INC COM STK

   15,621.67      15,640.66   

RAYMOND JAMES FNCL INC COM STK

   401,226.26      404,090.00   

RAYONIER INC REIT

   182,773.77      202,405.14   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

RAYTHEON CO USD0.01

   226,886.65    236,571.85

RAYTHEON CO USD0.01

   412,205.73    535,808.00

RBC BEARINGS INC COM

   1,341.10    802.89

RBS CAP FDG TR VII GTD TR PFD SEC 6.08%

   1,529.75    3,000.00

RC2 CORP COM

   29,518.89    33,925.00

RCM TECHNOLOGIES INC COM NEW

   968.95    752.97

RCN CORP COM NEW

   4,367.76    3,689.00

REAL GOODS SOLAR INC CL A COM STK

   4,016.25    3,150.00

REALITY RACING INC COM NEW STK

   35,371.13    27.17

REALNETWORKS INC COM

   6,270.62    6,307.00

REALNETWORKS INC COM

   19,092.36    11,983.30

REALOGY CORP 10.5% DUE 04-15-2014

   79,225.00    95,150.00

REAVES UTIL INCOME FD COM SH BEN INT COMSH BEN INT

   4,620.59    6,301.55

RECEIVABLE FROM LEHMAN LBI

   12,993.75    0.00

RECKITT BENCKISER GROUP PLC ORD GBP0.10

   408,078.28    454,012.80

RECKITT BENCKISER GROUP PLC ORD GBP0.10

   1,399,247.86    1,584,873.09

RED BACK MNG INC COM STK

   2,555.08    4,521.30

RED BRH TECHNOLOGIES INC COM STK

   1,308.95    210.00

RED HAT INC COM

   14,237.56    18,849.00

RED HAT INC COM

   76,931.00    117,420.00

RED HAT INC COM

   120,387.00    160,680.00

RED HAT INC COM

   586,415.62    648,900.00

RED ROBIN GOURMET BURGERS INC COM

   2,100.43    1,790.00

RED ROBIN GOURMET BURGERS INC COM

   88,537.12    53,700.00

RED ROCK PICTURES HLDGS INC COM

   344.31    0.52

REDDY ICE HLDGS INC COM

   552.03    429.00

REDENVELOPE INC COM STK

   2,476.90    0.56

REDWOOD TR INC COM

   26,507.26    11,946.04

REED ELSEVIER CAP 8.625% DUE 01-15-2019

   69,728.40    85,173.83

REFLECT SCIENTIFIC INC COM

   5,065.90    360.30

REGAL BELOIT CORP COM

   57,384.42    62,328.00

REGAL BELOIT CORP COM

   82,929.91    88,298.00

REGAL ENTMT GROUP CL A CL A

   21,426.26    17,896.92

REGAL ENTMT GROUP CL A CL A

   243,536.98    261,364.00

REGENCY CTRS CORP COM

   3,788.26    3,506.00

REGI U S INC COM

   10,776.28    2,210.00

REGIONS FINL CORP 6.375% DUE 05-15-2012

   9,210.00    9,546.54

REGIONS FINL CORP 7.75% DUE 11-10-2014

   9,972.50    10,024.74

REGIONS FINL CORP NEW COM

   37,626.98    41,788.01

REGIONS FINL CORP NEW COM

   89,787.07    74,377.40

REGIONS FINL CORP NEW COM

   332,004.61    360,249.00

REGIONS FINL CORP NEW COM

   594,683.95    171,046.86

REGIONS FINL CORP NEW FLTG RT DUE 06-26-2012

   401,875.00    449,215.00

REGIONS FINL CORP NEW REGIONS FINL 7.375% DUE 12-10-2037 BEO

   8,075.60    8,188.60

REGIS CORP MINN COM

   49,273.67    60,723.00

REHABCARE GROUP INC COM

   7,317.45    7,151.05

REHABCARE GROUP INC COM

   52,162.03    103,462.00

REINSURANCE GROUP AMER INC COM NEW STK

   531.21    524.15

RELIANCE STL & ALUM CO COM

   15,092.75    15,127.00

RELIANCE STL & ALUM CO COM

   224,467.05    242,032.00

RELIANCE STL & ALUM CO COM

   354,634.18    371,692.00

RELIANCE STL & ALUM CO COM

   687,332.87    708,808.00

RELIV INTL INC COM

   3,490.80    1,222.36

RELM WIRELESS CORP COM

   1,647.97    1,256.00

REMEC INC COM NEW

   397.57    84.55

RENAISSANCE RE HLDGS LTD COM

   8,235.90    7,972.50

RENASANT CORP COM

   2,682.68    2,720.00

RENASANT CORP COM

   47,183.18    47,600.00

RENAULT SA EUR3.81

   57,301.29    94,610.67

RENT A CTR INC NEW COM

   162,684.49    145,304.00

RENT A CTR INC NEW COM

   181,700.38    177,200.00

RENT A CTR INC NEW COM

   301,093.43    271,116.00

RENT A CTR INC NEW COM

   552,694.62    524,512.00

RENTECH INC COM STK

   127,551.70    93,172.50

RENTOKIL INITIAL ORD GBP0.01

   129,449.33    128,108.65

REOR/MFO UMB NAME & CUSIP CHNG ONLY MFOSCOUT FDS STOCK FD 2053179 06/30/09

   42,900.53    0.00

REORG B/ROCK G EQTY TRST-STK MRGR B/R GLOB OPPORTUNITIES 2014216-07/27/09

   0.01    0.00

REORG CIT GROUP INC NEW COM WORTHLESS EFF 12/10/2009

   1,231.17    0.00

REORG COVENTRY GROUP NAME CHANGE TO WASATCH-1ST SOURCE 2051089 3-13-09

   361,995.00    0.00

REORG FRONTIER FINL CORP REV SPLIT FRONTIER FINANCIAL 2056184 EFF 11/25/09

   10,718.93    0.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

REORG INGERSOLL-RAND CO CL A PLAN OF REORG/ST OF INCOR 2053135 07/01/09

   105,799.64    0.00

REORG IRISH INVT N/C TO NEW IRELAND FUNC 2612359 EFF 6/21/01

   22,716.65    8,179.20

REORG JAMDAT MOBILE INC 8 SER C CONV REV SPL JAMDAT MOBILE INC 8 SER C

   0.00    3,094.67

REORG LKEHED PIPLN PRTNRS LP NME CHNGE 2 ENBRDGE NRG PRTNRS LP 2307590 9-5-01

   0.00    155.00

REORG MFO COLUMBIA FDS TR VIII INC FD CL Z CUSIP MERGER AS OF 3-27-06

   18,264.46    17,962.71

REORG MFO LAUDUS TR ROSENBERG U S LARGEMERGER 2036598 EFF 03/26/09

   70,071.18    0.00

REORG MFO OLD MUT MRGR MFO OLD MUT ADVIFD II FOCUS FD CL 2018701 EFF 12/04/09

   29,034.64    0.00

REORG MFO SCUDDER GD & PRECIOUS METALS FD CL S N/C TO DWS 2021242 EFF 02-06-06

   12,685.68    1,367.20

REORG MOBICLEAR INC N/C WTH CUSIP INTELLIGENT COMMUN EN 2056778 12/22/09

   27,028.24    0.00

REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014

   109,134.40    0.00

REORG SOVEREIGN BANCORP INC STOCK MERGER TO BANCO SANTANDER EFF 1-30-09.

   61,635.06    0.00

REORG/ TIME WARNER CABLE: EFF DATE 03/12/09: RATE 0.333333

   4,925.60    0.00

REORG/AASTROM BIOSCIENCES REV STK SPLITAASTROM BIOSCIENCES 2058290 EFF 2/18/10

   9,559.42    5,350.50

REORG/ABLEAUCTIONS COM REV SPLIT SINOCOKING COAL 2057980 EFF 2/5/10

   0.00    4,259.40

REORG/ACCENTURE LTD BERMUDA CLASS A MAND EXCH ACCENTURE PLC 2054139 9/1/09

   107,315.35    0.00

REORG/AFFILIATED COMPUTER CASH & STK MERGER XEROX CORP 2946695 EFF 2/8/10

   55,538.95    59,690.00

REORG/AFFILIATED COMPUTER CASH & STK MERGER XEROX CORP 2946695 EFF 2/8/10

   147,417.71    161,163.00

REORG/ALLION HEALTHCARE INC COM CASH MERGER EFF 01/13/10

   1,076.90    1,312.00

REORG/AMERICAN ECOLOGY NAME CHANGE TO US ECOLOGY INC 2058387 EFF 2/22/10

   4,076.87    2,556.00

REORG/AMERICAN REV SPLIT TO AMERICAN INTERNATIONL GRP 2053139 6/30/09

   497,440.59    0.00

REORG/AQLN COMP ACQSTN PAN AMRCN SLVR &AQULN RES 2697332 & 2057857 1/13/10

   66,304.51    57,824.00

REORG/ARACRUZ STK MRGR FIBRIA CELULOSE SA-SPON ADR 2056041 11/18/09

   34,187.15    0.00

REORG/ARTIO INTERNATIONAL EQUITY FUN TOTAL CUSIP CHANGE 3227883

   114,527.37    0.00

REORG/ASPECT MED SYS INC COM CASH MERGER EFF 11/9/09

   4,908.21    0.00

REORG/ATLANTIC PWR CORP MAND EXCH TO ATLANTIC POWER CORP 2056473 EFF 11/30/09

   10,514.65    0.00

REORG/ATLAS ENERGY RES LLC STOCK MERGERTO ATLAS AMERICA INC 2008137 EFF 9/29/09

   2,374.29    0.00

REORG/AXSYS TECHNOLOGIES INC CASH MERGER EFF 9/3/09

   11,728.08    0.00

REORG/BAYSWATER REV STK SPLIT BAYSWATER2057057 EFF 01/07/2010

   211,613.40    36,183.03

REORG/BERKSHIRE REV/FWD SPLIT/MAND EXCHBERKSHIRE HATHAWAY 2057560 EFF 1/21/10

   6,310,755.07    6,036,382.00

REORG/BEVSYS INTL INC NEW NAME CHANGE TO RATATE BLACK INC 2029093 EFF 10/26/06

   9,130.00    0.00

REORG/BHC FINCL MANDATORY STK MRGER FIRSEV INC WIS .847446 5-30-97 2322833

   1,523.95    0.00

REORG/BNH BANCSHARES INC EXCH FOR CASH @ 15.5 EFF 8-28-97

   5,058.00    0.00

REORG/BUILDERS FIRSTSOURCE-RIGHTS ISSUE-BUILDERS-2056702-EXP-12/17/09

   2,356.84    1,601.28

REORG/BURLINGTON NORTHN CASH MERGER EFF2/12/10

   177,064.08    226,698.68

REORG/BURLINGTON NORTHN CASH MERGER EFF2/12/10

   245,505.46    707,598.50

REORG/CANPLATS RES CASH & STK MERGER CAMINO MINERALS CORP 2057992 EFF 2/8/10

   24,161.61    68,407.84

REORG/CARAUSTAR INDS INC COM FINAL DISTRIBUTION EFF 08/20/09

   5,748.22    0.00

REORG/CARDINAL COMMUNICATIONS INC WORTHLESS SECURITY OFF RECORD 05/29/09

   37,277.24    0.00

REORG/CELL GEN-STK MERGER TO BIOSANTE PHARMACEUTICALS INC 2069312 9/30/09

   1,121.33    0.00

REORG/CENTEX CORP COMMON STK-STK MERGERTO PULTE HOMES INC 2752339 08/19/09

   0.05    0.00

REORG/CHIPOTLE-NAME CHANGE-CHIPOTLE-2019626-EFF 12/22/09

   33,561.01    0.00

REORG/CHUNGHWA MAND EXCH TO CHUNGHWA TELECOM CO LTD 2057600 2/8/10

   14,728.95    14,856.00

REORG/CMKM DIAMOND GEN MERGER EFFEC 04-14-06

   22,283.46    0.00

REORG/COLUMBIA CONSERVATIVE HI YIELD FDTO 4716763 EFF 3/27/06

   44,491.70    45,211.68

REORG/COLUMBIA REAL ESTATE EQTY TO COLUMBIA REAL ESTATE 2021984 EFF 3/27/06

   35,623.25    0.00

REORG/COMPANHIA VALE DO RIO DOCE SPONS ADR N/C TO VALE SA 2052420 5/26/09

   448,273.83    0.00

REORG/COVIDEN LTD PLAN OF REORG TO COVIDEN PLC SEC 2052566 EFF 6/4/09

   21,419.00    0.00

REORG/CROWN AMERN REALTY TR SER A PFD STOCK MERGER TO PENN REAL ESTATE INV

   0.00    2,632.00

REORG/D & E COMUNICTION CASH & STK MRGRTO WINDSREAM CORP COM 2026169 11/10/09

   1,178.12    0.00

REORG/DELAFIELD-N/C-CU/C MFO TOCQUEVILEDELAFILD FD INC 2055023 09/25/09

   34,746.73    0.00

REORG/DEX MEDIA FINAL DISTRIBUTION EFF 1/29/10

   7,695.00    2,550.00

REORG/DIREXION REV STCK SPLIT DIREXION DAILY FINL BEAR 3X 2053310 07/09/09

   1,359,442.38    0.00

REORG/DIREXION REV STK SPLIT DIREXION DAILY FIN BULL 3X 2053308 07/09/09

   1,088,905.68    0.00

REORG/DOMINION RES INC CONV PFD PUR CONT SETTLEMENT TO DOMINION RES 2280211

   0.00    1.04

REORG/EDEN ENERGY CORP REV STK SPLIT EDEN ENERGY CORP 2057837 EFF 01/29/10

   2,710.52    12.96

REORG/EMBARQ CORPORATION STOCK MERGER TO CENTURYTEL INC SEC 2117900 EFF 7/1/09

   22,566.37    0.00

REORG/ENERGY-FINAL DISTRIBUTION ENERGY PARTNERS LTD COM STK 2054771 9/21/09

   1,281.64    0.00

REORG/ENSCO INTL-MANDATORY EXCHANGE-ENSCO-2056772-EFF- 12/23/09

   29,094.28    0.00

REORG/EPICEPT CORP REV STK SPLIT EPICEPT CORP 2057205 EFF 01/15/10

   6,709.95    2,900.00

REORG/EV INNOVATIONS INC REV STK SPLIT & N/C LI-ION MOTORS CORP 2057831 2/1/10

   0.00    68.60

REORG/FCSTONE-STK MERGER-INTERNATIONAL ASSETS HLDG CORP 2422306 10/1/09

   175.83    0.00

REORG/GENENTECH INC CASH MERGER EFF 3/26/09

   71,751.47    0.00

REORG/GENERAL MTRS CORP COM NAME CHANGETO MOTORS LIQ CO COM 2053403 EFF 7/15/09

   86,128.40    0.00

REORG/GMAC INC FORMERLY GMAC LLC MAND EXCH GMAC INC 3295246 EFF 01/04/2010

   91,964.76    62,370.00

REORG/GMAC INC MANDATORY EXCH GMAC INC 3294402 EFF 1/4/10

   817,803.21    587,000.00

REORG/GMAC INC MANDATORY EXCHANGE GMAC INC 3294824 EFF 01/04/2010

   142,120.00    118,200.00

REORG/GMAC INC MANDATORY EXCHANGE GMAC INC 3295105 EFF 01/04/2010

   83,250.46    23,160.00

REORG/GMAC LLC MAND EXCH TO GMAC INC 8 12/31/18 3294437 EFF 1/4/10

   0.00    0.00

REORG/GRT PNTHR RES LTD N/C AND CUSIP CHNG GRT PNTHR SLVR LTD 2057114 1/12/10

   10,354.31    10,080.00

REORG/HARRIS STRATEX NAME CHANGE AVIAT NETWORKS 2057800 EFF 1/28/10

   20,119.41    20,204.84


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

REORG/HARRIS STRATEX NAME CHANGE AVIAT NETWORKS 2057800 EFF 1/28/10

   65,958.94      73,246.00

REORG/HARVEST ENERGY CASH MERGER EFF 12/22/09

   107,384.92      90,221.78

REORG/HLTH CORP COM-STOCK MERGER WEBMD HEALTH CORP 2016991 EFF 10/23/09

   1,076.56      0.00

REORG/HOLLIS-EDEN PHARMACEUTICALS N/C HARBOR BIOSCIENCES 2058292 EFF 2/18/10

   5,611.20      1,113.00

REORG/HYDROGENICS NAM CHNG HYDROGENICS CORP NEW COMM STK 2055821 10/26/09

   3,301.17      0.00

REORG/I2 TECHNOLOGIES CASH & STK MERGERJDA SOFTWARE GRP 2427115 EFF 1/28/10

   8,960.17      10,363.04

REORG/IDEARC INC 8 FIRST DISTRIBUTION EFF 12/31/09

   2,001.00      213.75

REORG/ING-STK MERGER ING CLARION GLOBALREAL ESTATE INCOME FD 2006945 10/1/09

   306.59      0.00

REORG/JENNISON 20/20 N/C & CUSIP/C PRUDENTIAL JENNISON 2058179 EFF 02/12/10

   47,498.29      67,452.76

REORG/JENNSN N/C & CUSP CHG MFO PRUDNTLHLTH SCI CL A 2058361 EFF 2/12/10

   30,460.80      29,895.84

REORG/JENSN N/C & CUSP CHG MFO PRUDENTLJEN SML CO CL A 2058379 EFF 2/12/10

   24,263.74      21,266.04

REORG/JNNSN N/C & CUSIP CHG MFO PRDNTL JNNSN UTILITY A 2058172 2/12/10

   9,639.20      5,726.28

REORG/JULIUS BAER INVT FDS GLOBAL HIGH INCOME FD CL A CUSIP CHANGE 3227512

   93,469.60      0.00

REORG/KOGER EQTY INC SER A PFD NM CHG TO CRT PPTYS INC 1001060 EFF 7/1/04

   0.00      2,019.19

REORG/LEHMAN BROS INCOME FDS NEU BER HIGH INC C/CHANGE 3248177 06/01/2009

   108,055.70      0.00

REORG/LIBTY MAND EXCH LIBERTY ENTMNT A/MEDIA-STARZ A 2056109 2055919 11/20/09

   2,015.50      0.00

REORG/LIVEWIRE-REV STK SPLIT-LIVEWIRE MOBILE-2056739-EFF 12/21/09

   (905.63   0.00

REORG/LUMBER LIQ INC N/C FORMATION OF HOLDING LUMBER LIQ HLDG 2056954 12/31/09

   1,326.55      1,608.00

REORG/MAGELLAN STK MRGR MAGELLAN MIDSTREAM PARTNERS LP 2003970 09/29/09

   13,076.66      0.00

REORG/MARVEL ENTERTAINMENT CASH & STK MERGER DISNEY 2279496 EFF 12/31/09

   38,204.46      61,651.20

REORG/MERCK & CO INC COM-NAME CHANGE TOMERCK & CO INC 2055872 EFF 11/3/09

   370,609.30      0.00

REORG/METRICOM INC DESP SEC EFF 10/8/02

   2,914.86      0.05

REORG/MFO ALLEGIANT N/C MFO PNC LARGE CAP VALUE FD 2058130 EFF 2/5/10

   19,076.11      11,945.12

REORG/MFO ALLEGIANT NAME CHANGE MFO PNC2058062 EFF 2/5/10

   10,009.98      7,099.19

REORG/MFO ARTIO GLOBAL HI INC N/C WITH CUSIP CHANGE 2048170 2/27/09

   1,500.00      0.00

REORG/MFO ARTIO GLOBAL N/C WITH CUSIP CHANGE 2048160 EFF 2/27/09

   11,243.86      0.00

REORG/MFO ARTIO INTERNATIONAL N/C WITH CUSIP CHANGE 2048163 EFF 2/27/09

   1,176,525.00      0.00

REORG/MFO JANUS ADVISER MERGER TO MFO JANUS FORTY FD CLS 2053271 07/06/09

   20,000.00      0.00

REORG/MFO JANUS ADVISER MRGR MFO JANUS PERKINS MID CAP VAL-I 2053260 07/06/09

   5,039.00      0.00

REORG/MFO JENNISON N/C & CUSIP CHG PRUDENTIAL JENNISON 2058180 EFF 2/12/10

   22,107.54      22,905.76

REORG/MFO SCHWAB-MERGER MFO SCHWAB CAP TR INTL INDEX FD SELECT 2811818 08/21/09

   170,788.40      0.00

REORG/MFO SCHWAB-MERGER MFO SCHWAB CAP TR S&P 500 INDX SLCT 2811839 09/09/09

   659,238.05      0.00

REORG/MFO UMB NAM & CUSIP CHNG ONLY MFOSCOUT INTL DISCOVERY FD 2053173 06/30/09

   3,000.00      0.00

REORG/MFOJNNISN N/C CUSIP CHG MFOPRDNTLJNNISN NTRL RES-A 2058169 2/12/10

   37,526.27      38,231.58

REORG/MIDCAP SPDR TR N/C TO SPDR S&P 400 ETF TR CU 2057756 EFF 1/27/10

   143,341.60      171,678.03

REORG/NAVIDEC FINL /C AND CUSIP CHANGE TWO RIVS WTR CO 2057200 EFF 1/15/10

   0.00      10.40

REORG/NOBLE CORPORATION STK MERGER TO NOBLE CORP SWITZ 2051409 EFF 3/27/09

   0.05      0.00

REORG/NORTHWESTN CAP FING III TR PFD SECS

   0.00      551.73

REORG/NOVEN PHARMACEUTICALS INC COM-CASH MERGER EFF 8/27/2009

   9,608.75      0.00

REORG/NYFIX INC DE COM CASH MERGER EFF 11/30/09

   6,219.36      0.00

REORG/ORE PHRMCTCLS-STK MRGR ORE PHRMACEUTICAL HLDGS INC 2055492 10-21-09

   788.95      0.00

REORG/PEROT SYS CORP CDT-CL A COM STK CASH MERGER EFF 11/3/09

   2,278.60      0.00

REORG/PETRO-CDA COM STOCK MERGER SUNCORENERGY INC NEW COM 2053449 08/01/2009

   2,360.63      0.00

REORG/PFD WYNDHAM INTL FRAC CU 983101502 CASH MERGER EFF 8/17/05

   0.00      5,179,737.23

REORG/POLARIS GEOTHERMAL INC-TAKE-OVER RAM POWER CONTRA 2055816 10/20/2009

   3,289.45      0.00

REORG/PRIMUS TELECOMMUNICATIONS GROUP INC FINAL DISTRIBUTION EFF 7/1/09

   2,102.50      0.00

REORG/R H DONNELLEY CORP DELETION OF WORTHLESS POSITION EFF 10/21/09

   19,749.01      19.25

REORG/RELIANT ENERGY INC COM N/C & C/C TO RRI ENERGY INC 2052113 EFF 05/04/2009

   462.12      0.00

REORG/S & P 500 COVERED CALL FD LIQUIDATION EFF 1/29/10

   2,185.08      2,048.01

REORG/SCHERING CASH & STK MRGR TO MERCK& CO INC NEW 2055872 EFF 11/3/09

   50,930.14      0.00

REORG/SPAIN FD INC N/C AND CUSIP CHANGEIBERO-AMERICA FD INC 2057650 EFF 1/25/10

   57,694.59      57,097.86

REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02

   8,210.67      0.00

REORG/STARENT NETWORKS-CASH MERGER- EFF12/18/09

   25,662.13      0.00

REORG/STET-SOCIETAL FINANZIA TELFONICAN/C TELECOM ITALIA SPA 7-18-97 2853962

   0.00      1,000.00

REORG/SUNCOR STK MRGR SUNCOR ENERGY INCNEW COM 2053449 08/03/2009

   236,765.70      0.00

REORG/SUNMICROSYSTEMS INC CASH MERGER EFF 1/26/10

   40,411.60      47,871.33

REORG/SUNMICROSYSTEMS INC CASH MERGER EFF 1/26/10

   377,464.73      192,553.50

REORG/TBS INTL CHANGE IN DOMICILE TBS INTL 2057056 EFF 01/08/10

   11,498.64      9,922.50

REORG/TEPPCO STK MRGR TO ENTERPRISE PRODS PARTNERS LP 2307889 10/26/09

   8,477.81      0.00

REORG/THORNBURG MTG INC NAME CHANGE TO TMST INC 2054079 EFF 8/7/09

   27,800.44      468.05

REORG/TICKETMASTER ENTMT INC STK MERGERLIVE NATION INC 2019355 EFF 1/27/10

   1,119.14      1,014.26

REORG/TICKETMASTER ENTMT INC STK MERGERLIVE NATION INC 2019355 EFF 1/27/10

   256,720.15      464,360.00

REORG/TIM HORTONS COUNTY OF INCORP CHANG TIM HORTONS INC 2054804 09/28/2009

   9,618.17      0.00

REORG/TIMBERWEST FST CORP MAND CONV TO TIMBERWEST FST CORP 2052229 5/11/09

   24,759.31      0.00

REORG/TRUE ENERGY PLAN OF ARRANGEMENT BELLATRIX EXPL LTD COM 2055980 11/02/09

   279.43      0.00

REORG/TWEEN BRANDS INC COM-STOCK MERGERTO DRESS BARN INC 2281610 EFF 11/25/09

   6,508.95      0.00

REORG/VERICHIP CORP COM NAME CHANGE TO POSITIVEID CORP 2055975 11/10/09

   5,197.90      0.00

REORG/VISTA PRINT.COM STATE OF INC CHANGE TO VISTAPRINT NV 2054430 8/31/09

   18,133.56      0.00

REORG/WALTER STK MERGER TO WALTER INVSTMNT MANAGEMENT CORP 2051419 4/20/09

   797.16      0.00

REORG/WARNER CHILCOTT LTD STOCK MERGER TO WARNER CHILCOTT PLC 2054122 8/20/09

   3,589.49      0.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

REORG/WATSON WYATT STOCK MERGER TOWERS WATSON & CO 2056940 EFF 1/4/10

   48,086.06    52,272.00   

REORG/WESTERN STK MRGR WESTERN ASSET EMRGING MKTS DEBIT FD 4835728 9/14/09

   15,846.62    0.00   

REORG/WESTPAC BKG CORPORATION M/E TO WESTPAC BKG CORP 2924545 4/30/09

   0.00    4,345.94   

REORG/WILLBROS GROUP INC STK MERGR TO WILLBROS GROUP INC 969203108 3/3/09

   3,266.25    0.00   

REORG/WILLIS GROUP STOCK MERGER WILLIS GROUP 2056808 EFF 01/04/2010

   588.25    687.49   

REORG/WYETH COM CASH AND STOCK MERGER EFF 10-15-09

   90.74    0.00   

REP AWYS HLDGS INC COM USD0.001

   10,343.15    11,070.00   

REPUBLIC BK INC BOUNTIFUL UTAH CTF DEP DTD 03-18-2009 3.65 03-18-2015

   7,000.00    7,000.00   

REPUBLIC SVCS INC COM

   20,155.79    22,368.13   

REPUBLIC SVCS INC COM

   228,445.86    247,287.85   

RES-CARE INC

   4,898.48    5,006.40   

RES-CARE INC

   16,212.13    12,320.00   

RES-CARE INC

   474,169.68    297,920.00   

RESEARCH IN MOTION COM STK CALL OPT EXP 1/21/07 PAR $70 PER SH

   0.00    (192.00

RESEARCH IN MOTION LTD COM

   1,581,962.52    1,516,340.54   

RESMED INC COM

   7,758.38    9,408.60   

RESOURCE CAP CORP COM

   49,708.28    36,900.00   

REVLON INC CL A NEW COM STK

   3,993.32    15,189.93   

REVLON INC CL A NEW COM STK

   88,759.97    81,648.00   

REX ENERGY CORP COM STK

   17,526.59    30,708.00   

REX STORES CORP COM

   1,198.95    1,406.00   

REYNOLDS AMERICAN INC COM

   125,359.31    133,551.62   

REYNOLDS AMERICAN INC COM

   173,041.23    243,662.00   

REYNOLDS AMERN INC REYNOLDS AMER 6.75 DUE 06-15-2017 BEO

   49,954.00    51,780.30   

REYNOLDS AMERN INC SR SECD NT 7.25% DUE 06-01-2012 BEO

   43,798.80    43,972.52   

RF MICRO DEVICES INC COM

   76,761.87    81,366.66   

RF MICRO DEVICES INC COM

   175,670.57    164,088.00   

RHYTHMS NETCONNECTIONS INC COM

   780.60    0.04   

RICKS CABARET INTL INC COM NEW ISIN #US7656413033

   2,292.67    856.00   

RIM SEMICONDUCTOR CO COM

   6,088.51    8.56   

RIMA INTL HLDGS INC CL A CL A

   1,112.95    0.03   

RINO INTL CORP COM STK

   186,129.64    181,439.30   

RIO TINTO FIN USA 6.5% DUE 07-15-2018

   180,249.70    186,741.60   

RIO TINTO ORD GBP0.10

   413,363.02    415,004.23   

RITCHIE BROS AUCTIONEERS INC COM

   8,539.74    6,729.00   

RITE AID CORP COM

   350,018.08    312,026.40   

RITE AID CORP COM STK CALL OPT EXP 1/16/2010 PR $5 PER SH

   0.00    (40.00

RIVER HAWK AVIATION INC COM NEW STK

   2,629.90    0.01   

RIVERBED TECHNOLOGY INC COM

   3,549.99    3,445.50   

RIVERSIDE RES INC COM STK

   3,919.15    3,872.40   

RIVIERA HLDGS CORP COM

   12,481.95    140.00   

RLI CORP COM

   3,284.85    3,193.72   

RLTY INC CORP COM

   120,469.44    128,553.92   

RMD ENTMT GROUP COM PAR $0.001 COM STK

   13,410.60    0.03   

ROANOKE TECH CORP COM NEW

   825.90    0.00   

ROBBINS & MYERS INC COM

   390,154.76    397,488.00   

ROBERT HALF INTL INC COM

   120,224.08    109,593.00   

ROBERT HALF INTL INC COM

   195,510.10    260,350.20   

ROCHE HLDGS AG GENUSSCHEINE NPV

   1,857,133.41    1,780,161.93   

ROCHESTER MED CORP COM

   14,871.51    11,130.00   

ROCKGATE CAP CORP

   200,423.23    83,017.83   

ROCK-TENN CO CL A CL A

   2,738.05    2,772.55   

ROCK-TENN CO CL A CL A

   66,315.00    75,615.00   

ROCK-TENN CO CL A CL A

   163,969.13    232,390.10   

ROCK-TENN CO CL A CL A

   189,196.38    297,419.00   

ROCK-TENN CO CL A CL A

   410,036.74    544,428.00   

ROCKWELL AUTOMATION

   28,421.63    29,874.96   

ROCKWELL AUTOMATION

   90,802.38    187,920.00   

ROCKWELL AUTOMATION

   270,358.51    263,088.00   

ROCKWELL COLLINS INC COM

   38,262.10    40,856.34   

ROCKWELL COLLINS INC COM

   109,621.57    238,048.00   

ROCKWOOD HLDGS INC COM

   5,884.53    7,232.92   

ROCKY BRANDS INC COM STK

   1,132.90    1,524.00   

ROCKY MTN CHOCOLATE FACTORY INC COM PAR $0.03 COM PAR $0.03

   1,300.85    809.99   

ROCKY MTN ENERGY CORP NEV COM

   3,496.00    0.00   

ROFIN SINAR TECHNOLOGIES INC COM

   3,209.14    1,888.80   

ROGERS 6.8% DUE 08-15-2018

   29,977.40    33,597.69   

ROGERS CABLE INC SR SECD 2ND PRIORITY NT6.75% DUE 03-15-2015/03-14-2015 REG

   20,287.50    22,610.94   

ROGERS COMMUNICATIONS INC CL B NON VTG CL B

   26,654.40    27,714.00   

ROGERS WIRELESS INC SR SECD NT 6.375 DUE03-01-2014 REG

   10,000.00    11,071.94   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

ROLLS ROYCE GROUP ORD GBP0.20

   353,264.54      543,900.59   

ROLLS ROYCE GROUP ORD GBP0.20

   366,284.76      433,116.43   

ROOSEVELT FINL GROUP INC 6.50% CUM CONV PFD STK

   0.00      7,400.44   

ROPER INDS INC NEW COM

   9,820.25      7,861.99   

ROPER INDS INC NEW COM

   131,348.14      130,925.00   

ROSETTA RES INC COM

   25,570.06      81,713.00   

ROSETTA RES INC COM

   28,454.78      27,350.16   

ROSETTA STONE INC COM

   85,353.17      66,235.50   

ROSS STORES INC COM

   8,547.79      8,809.66   

ROSS STORES INC COM

   149,141.34      145,214.00   

ROSS STORES INC COM

   184,868.80      170,840.00   

ROUSE CAP GTD QRTLY INC PFD SECS

   0.00      14,665.32   

ROVI CORP COM

   2,370.11      3,187.00   

ROWAN COMPANIES INC COM

   33,752.37      35,124.19   

ROWAN COMPANIES INC COM

   60,490.57      72,448.00   

ROWAN COMPANIES INC COM

   88,581.80      140,368.00   

ROWAN COMPANIES INC COM

   131,100.29      187,912.00   

ROWAN COMPANIES INC COM

   290,889.69      297,806.56   

ROYAL BK SCOTLAND 6.4% DUE 10-21-2019

   119,869.20      119,614.80   

ROYAL BK SCOTLAND GROUP PLC NT 5.05% DUE01-08-2015 REG

   61,525.00      60,722.34   

ROYAL BK SCOTLAND GROUP PLC SUB NT 5 DUE10-01-2014 BEO

   44,075.00      44,188.25   

ROYAL BK SCOTLAND GROUP PLC SUB NT 5 DUE11-12-2013 REG

   36,200.00      35,923.40   

ROYAL BK SCOTLAND PLC GTD MED TERM BKTRANCHE # TR 00003 2.625 DUE 05-11-12

   1,206,635.00      1,217,180.40   

ROYAL CARIBBEAN CONV PFD STK

   0.00      18,848.68   

ROYAL CARIBBEAN CRUISES COM STK

   17,249.94      22,150.89   

ROYAL CARIBBEAN CRUISES COM STK

   640,144.35      682,560.00   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (DUTCH LIST)

   111,679.69      135,812.39   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (DUTCH LIST)

   1,511,466.63      1,276,454.95   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)

   838,744.07      728,613.70   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)

   936,768.23      821,698.22   

ROYAL DUTCH SHELL ‘B’ORD EUR0.07

   1,429,807.20      1,062,192.66   

ROYAL GOLD INC COM STK USD0.01

   33,298.23      34,135.78   

ROYAL KPN NV 8 DUE 10-01-2010

   32,316.90      31,500.00   

ROYAL OAK MINES INC COM

   263,952.24      0.00   

ROYALE ENERGY INC

   738.27      658.75   

ROYALITE PETE CO INC COM STK

   19,766.07      31.77   

RPM INTL INC

   122,989.29      145,067.40   

RRI ENERGY INC COM

   0.00      514.80   

RRI ENERGY INC COM

   12,477.63      18,876.00   

RRI ENERGY INC COM

   1,584,820.47      1,088,516.00   

RRSAT GLOBAL COMMUNICATIONS COM STK

   2,327.12      1,130.00   

RTI INTL METALS INC COM

   27,019.03      27,687.00   

RUBICON MINERALS CORP COM

   66,767.64      77,715.00   

RUBICON TECHNOLOGY INC COM MON STK

   27,995.42      20,310.00   

RUBY TUESDAY INC COM

   1,316.24      3,600.00   

RUDDICK CORP COM

   263,336.88      334,490.00   

RUGGEDCOM INC COM

   3,484.57      3,426.26   

RUSHNET INC COM COM

   4,274.50      0.00   

RUSINA MINING NL ORD NPV

   10,552.90      2,398.30   

RUSSIAN FEDERATION 7.5%-VAR BDS 3/30 USDREGS

   336,974.12      416,345.55   

RUSSIAN FEDN US$ BD 144A 7.5% DUE 03-31-2030/09-30-2009 REG

   4,165.36      5,299.24   

RWE AG (NEU) NPV

   185,554.77      225,450.80   

RXI PHARMACEUTICALS CORP COM STK

   1,307.62      1,589.26   

RYDER SYS INC COM

   9,736.87      12,351.00   

RYDER SYS INC COM

   47,178.39      65,872.00   

RYDER SYS INC COM

   93,851.86      156,446.00   

RYDER SYS INC COM

   138,025.75      234,669.00   

RYLAND GROUP INC COM

   21,786.99      21,670.00   

RYLAND GROUP INC COM

   288,755.35      275,800.00   

RYLAND GROUP INC COM

   1,074,333.45      1,046,070.00   

S A P AG ADR COM STK CALL OPT EXP 03/20/10 PR $50 PER SH

   (199.54   (210.00

S W AIRLS CO NT 5.25 DUE 10-01-2014/09-30-2014 BEO

   5,055.25      5,065.62   

S W AIRLS CO NT 6.5 DUE 03-01-2012/02-28-2012 BEO

   10,071.30      10,447.21   

S&P N AMERN NAT RES SECTOR INDEX FD

   11,084,856.28      10,913,986.81   

S&P N AMERN TECH SECTOR INDEX FD

   31,842.89      38,062.44   

S&P N AMERN TECH SOFTWARE INDEX FD

   18,407.63      20,857.15   

S.C. ELEC & GAS CO 7.70% PFD STK $100 PAR

   0.00      287.50   

S.W BK ST LOUIS MO DTD 04-18-2008 5.2 10-18-2018

   10,000.00      10,000.00   

S.W. AIRL CO COM

   208,746.36      230,805.99   

S.W. AIRL CO COM

   327,460.27      486,712.37   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

S.W. AIRL CO COM

   341,666.78    447,141.60

S1 CORP COM STK

   19,393.60    20,212.00

SABRE HLDGS CORP SR NT 8.35% DUE 03-15-2016/03-13-2006 REG

   46,136.26    45,500.00

SACO I TR 2005-7 MTG BKD CTF CL A VAR RATE 09-25-2035 REG

   47,518.78    30,512.38

SAEHAN BK LOS ANGELES CALIF CTF DEP DTD 03-27-2009 3.4 03-27-2014

   36,000.00    36,000.00

SAFE BULKERS INC COM STK

   4,106.20    4,818.00

SAFEGUARD SCIENTIFICS INC COM NEW COM NEW

   202,719.00    262,214.23

SAFEWAY INC COM NEW

   37,950.72    35,490.43

SAFEWAY INC COM NEW

   240,300.96    274,641.00

SAFEWAY INC COM NEW

   455,398.27    236,319.00

SAFEWAY INC COM NEW

   488,359.19    540,766.00

SAHARA ENERGY LTD COM

   1,258.96    0.00

SAIA INC COM STK

   32,949.57    34,086.00

SAIC INC COM STK USD0.0001

   33,130.58    33,334.40

SAIC INC COM STK USD0.0001

   159,300.24    157,202.00

SAIC INC COM STK USD0.0001

   163,537.39    168,566.00

SAIC INC COM STK USD0.0001

   348,850.29    371,224.00

SAIC INC COM STK USD0.0001

   363,878.17    364,613.94

SAINSBURY(J) ORD GBP0.28571428

   0.00    0.00

SAINSBURY(J) ORD GBP0.28571428

   99,785.49    99,886.89

SAKER AVIATION SVCS INC COM

   0.00    2.50

SAKS INC COM

   1,339.37    931.52

SALESFORCE COM INC COM STK

   28,682.29    33,491.58

SALESFORCE COM INC COM STK

   94,216.69    198,441.30

SALESFORCE COM INC COM STK

   153,459.78    213,933.00

SALESFORCE COM INC COM STK

   451,232.35    833,601.00

SALLIE MAE BK 3.35% DUE 04-29-2013

   8,000.00    81.22

SALLIE MAE BK MURRAY UT CTF DEP ACT/365 MONTHLY 4.35 10-29-2010

   10,000.00    10,000.00

SALLIE MAE BK MURRAY UT CTF DEP SEMI ANNU DTD 11-13-2008 5 11-13-2013

   160,000.00    160,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 05-13-2009 3.05 05-14-2012

   10,000.00    10,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 06-03-2009 2.5 06-03-2011

   10,000.00    10,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 06-10-2009 3.65 06-10-2014

   10,000.00    10,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10/29/08 ACT/365 SEMI-ANNU 4.15 4/29/10

   3,000.00    3,031.05

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10-01-2008 4 04-01-2010

   19,000.00    19,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10-22-2008 4.25 10-22-2010

   3,000.00    3,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11-13-2008 4.7 11-13-2012

   10,000.00    10,000.00

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11MAY 08 ACT/365 SEMI ANNU 4.3 05 NOV 10

   130,000.00    133,464.50

SALZGITTER AG ORD NPV

   338,932.81    344,469.65

SAMPO OYJ SER‘A’NPV

   214,747.20    223,352.05

SAMSUNG ELECTRONIC KRW5000

   156,633.54    171,693.06

SAMSUNG ELECTRONIC KRW5000

   530,045.21    576,888.69

SAMSUNG ELECTRONIC PFD KRW5000

   145,198.50    136,327.77

SAN GOLD CORP COM STK

   5,807.49    6,963.20

SAN WEST INC COM

   4,489.65    853.40

SANDERSON FARMS INC COM

   122,798.95    126,990.81

SANDERSON FARMS INC COM

   138,440.29    139,128.00

SANDISK CORP COM

   68,743.20    84,331.91

SANDISK CORP COM

   332,090.79    179,738.00

SANDRIDGE ENERGY 9.875% DUE 05-15-2016

   43,097.85    47,362.50

SANDRIDGE ENERGY INC COM

   146,950.45    108,463.86

SANDY SPRING BANCORP INC CMT-COM

   29,253.90    11,557.00

SANGAMO BIOSCIENCES INC COM STK

   31,144.67    19,832.00

SANGART INC PFD STK “D-1”

   0.00    29,768.08

SANLAM ZAR0.01

   48,505.71    71,176.95

SANMINA-SCI CORP COM NEW COM NEW

   42,787.03    113,597.97

SANMINA-SCI CORP COM NEW COM NEW

   103,920.49    94,670.49

SANOFI-AVENTIS EUR2

   833,059.04    791,701.71

SANOFI-AVENTIS EUR2

   1,471,778.36    1,671,588.03

SANSWIRE CORP COM STK

   347.99    97.38

SANTANDER BANCORP COM

   10,108.95    12,280.00

SANTARUS INC COM

   7,603.71    11,550.00

SANTEN PHARM CO NPV

   120,796.38    143,886.63

SANU RES LTD COM STK

   139.96    0.00

SAP AG ORD NPV

   266,734.72    346,653.24

SARA LEE CORP COM

   23,021.35    25,643.08

SARA LEE CORP COM

   252,439.95    231,420.00

SATCON TECH CORP COM

   7,641.24    11,280.00

SAVE WORLD AIR INC COM

   312.99    55.00

SAVIENT PHARMACEUTICALS INC COM STK

   7,183.95    6,805.00

SAVINGS BK ME GARDINER ME DTD 04-06-20091 C/D 04-06-2010

   240,000.00    240,000.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

SBA COMMUNICATIONS CORP CL A COM

   13,896.75      13,664.00   

SBA COMMUNICATIONS CORP CL A COM

   904,174.83      1,216,096.00   

SBC COMMUNICATIONS 5.1% DUE 09-15-2014

   58,023.40      64,539.60   

SCANA CORP NEW COM

   105,867.64      113,040.00   

SCANSOURCE INC COM

   57,982.00      48,060.00   

SCANTEK MED INC COM

   322.44      1.35   

SCHEIN HENRY INC COM

   19,232.44      21,040.00   

SCHEIN HENRY INC COM

   610,045.55      625,940.00   

SCHIMATIC CASH TRANSACTIONS NETWORK COM INC COM

   11,484.28      450.00   

SCHLUMBERGER LTD COM STK

   227,313.28      292,905.00   

SCHLUMBERGER LTD COM STK

   365,014.14      402,428.04   

SCHLUMBERGER LTD COM STK

   672,515.48      885,224.00   

SCHLUMBERGER LTD COM STK

   1,050,438.87      976,350.00   

SCHLUMBERGER LTD COM STK

   1,063,651.67      2,128,443.00   

SCHLUMBERGER LTD COM STK

   1,068,522.32      1,009,610.99   

SCHNEIDER ELECTRIC EUR8

   792,453.36      819,184.30   

SCHNEIDER ELECTRIC EUR8

   1,206,144.90      1,313,405.80   

SCHNITZER STL INDS INC CL A

   28,585.48      38,160.00   

SCHNITZER STL INDS INC CL A

   165,700.92      162,180.00   

SCHOLASTIC CORP COM

   3,791.20      0.00   

SCHULMAN A INC COM

   58,957.36      56,504.00   

SCHWAB CAP TR SMALL CAP EQTY FD SELECT SHS

   825,089.16      597,436.80   

SCHWAB CHARLES CORP COM NEW

   84,063.99      87,458.72   

SCHWAB CHARLES CORP COM NEW

   326,284.38      488,379.00   

SCHWAB CHARLES FAMILY FDS CASH RESVS

   2,458,628.30      2,458,628.30   

SCHWEITZER-MAUDUIT INTL INC COM

   71,169.70      103,695.90   

SCHWEITZER-MAUDUIT INTL INC COM

   71,637.98      161,805.00   

SCHWEITZER-MAUDUIT INTL INC COM

   405,078.97      520,590.00   

SCICLONE PHARMACEUTICALS INC DEL COM

   4,548.80      3,728.00   

SCIENT INC COM NEW

   577.76      0.01   

SCIENTIFIC GAMES CORP

   47,309.69      24,269.40   

SCOTT PAPER CO $3.40 CUM PFD STK NO PAR

   0.00      20,894.89   

SCOTTS MIRACLE-GRO COMPANY CL A CL A

   18,049.23      18,082.60   

SCOTTS MIRACLE-GRO COMPANY CL A CL A

   103,430.51      102,206.00   

SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK

   97,673.52      99,600.00   

SEA CONTAINERS LTD CL A CL A

   2,207.73      0.00   

SEABRIDGE GOLD IN COM STK CALL OPT EXP 2/20/10 PR $30 PER SH

   (140.29   (85.00

SEABRIDGE GOLD INC COM STK CALL OPT EXP 1/22/11 PR $20 PER SH

   0.00      (7,900.00

SEABRIDGE GOLD INC SEABRIDGE GOLD INC

   76,505.29      82,518.00   

SEACHANGE INTL INC COM

   13,630.50      11,826.00   

SEACOAST BKG CORP FLA COM

   1,485.72      173.50   

SEACOR HLDGS INC COM

   5,055.70      4,956.25   

SEAGATE TECHNOLOGY HLDGS COM USD0.00001

   58,444.01      76,453.93   

SEAGATE TECHNOLOGY HLDGS COM USD0.00001

   148,617.00      218,280.00   

SEAGATE TECHNOLOGY HLDGS COM USD0.00001

   319,883.16      456,569.00   

SEAHAWK DRILLING INC COM STK

   1,391.62      901.60   

SEALED AIR CORP NEW COM STK

   110,957.33      96,839.80   

SEALY CORP COM

   3,101.53      1,896.00   

SEARCHGUY COM INC COM

   731.68      8.70   

SEARS HLDGS CORP COM

   112,309.05      116,579.65   

SEARS HLDGS CORP COM

   128,762.54      107,984.30   

SEASPAN CORP COM

   96,083.75      66,077.32   

SEATTLE GENETICS INC COM

   55,440.31      60,960.00   

SECOM CO NPV

   207,608.52      217,579.79   

SECURE TECHNOLOGIES GROUP INC COM

   20.47      0.07   

SECURITY CAP INDL TR SER C PFD STK N/CPROLOGIS TR EFF 7-1-98 SEE SEC 1747780

   0.00      6,937.90   

SEERTECH CORP COM STK

   11.14      0.00   

SEI INVTS CO COM

   44,716.58      32,634.29   

SELECT COMFORT CORP OC-CAP STK OC-CAP STK

   30,401.41      11,736.00   

SELECT SECTOR SPDR TR CNSMR DISCRETIONARY-SHS BEN INT

   42,120.25      47,171.67   

SELECT SECTOR SPDR TR INDL

   223,144.49      227,461.73   

SEMBCORP INDUSTRIE NPV (POST REORG)

   92,724.22      133,188.45   

SEMBCORP MARINE NPV

   87,640.16      151,139.27   

SEMGROUP CORP WT EXP

   2.59      0.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

SEMICONDUCTOR HOLDRS TR DEPOS RCPT

   35,476.66      41,880.00   

SEMPRA ENERGY INC COM STK

   4,904.27      5,597.94   

SEMPRA ENERGY INC COM STK

   227,343.16      376,409.52   

SENATOR MINERALS INC COM STK

   1,659.95      577.50   

SENESCO TECHNOLOGIES INC COM NEW

   25,612.20      18,150.00   

SENIOR HSG PPTYS TR SH BEN INT SH BEN INT

   89,855.82      106,995.02   

SENIOR HSG PPTYS TR SH BEN INT SH BEN INT

   319,079.82      360,855.00   

SENSIENT TECHNOLOGIES CORP COM

   2,053.45      1,987.10   

SENTO CORP COM NEW COM NEW

   3,711.95      27.00   

SENTRY PETROLEUM LTD COM

   4,633.85      2,280.00   

SEQUENOM INC COM NEW STK

   43,227.38      40,199.40   

SERACARE LIFE SCIENCES INC DEL COM STK

   698.95      3,850.00   

SERVICE CORP INTL COM

   22,613.73      26,235.35   

SERVICE CORP INTL COM

   170,688.00      196,560.00   

SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS

   19,974.62      0.00   

SG PFD CAP II LLC

   0.00      4,803.00   

SHANDONG ZHOUYUAN SEED & NURSE CO COM STK

   427.01      13.34   

SHARP CORP NPV

   402,025.71      301,995.62   

SHAW GROUP INC COM

   135,028.62      123,625.00   

SHAW GROUP INC COM

   191,002.26      186,242.50   

SHAW GROUP INC COM

   211,393.35      218,500.00   

SHAW GROUP INC COM STK CALL OPT EXP 1/16/10 PR $31 PER SH

   0.00      (50.00

SHEAR WIND INC COM STK

   131,264.55      93,683.80   

SHELLS SEAFOOD RESTAURANTS INC COM

   277.56      0.06   

SHERWIN-WILLIAMS CO COM

   17,550.26      19,951.42   

SHERWIN-WILLIAMS CO COM

   76,067.63      160,290.00   

SHERWIN-WILLIAMS CO COM

   215,689.70      249,990.75   

SHIMING U S INC COM STK

   929.95      10.00   

SHIN-ETSU CHEMICAL NPV

   571,053.12      574,928.23   

SHINSEI BANK LTD STK

   3,741.33      980.82   

SHIP FINANCE INTERNATIONAL COMMON STK

   53,514.09      37,486.08   

SHOREBANK CHICAGO ILL CTF DEP DTD 02-19-2009 2.4 02-19-2011

   75,000.00      75,000.00   

SHUFFLE MASTER INC COM

   2,473.56      2,060.00   

SHUFFLE MASTER INC COM

   27,621.30      34,608.00   

SIERRA GEOTHERMAL PWR CORP COM

   4,525.45      3,844.10   

SIERRA WIRELESS INC COM STK

   4,484.95      3,180.00   

SIGA TECHNOLOGIES INC COM

   22,958.26      19,140.00   

SIGMA DESIGNS INC COM

   34,996.54      22,791.00   

SIGMA-ALDRICH CORP COM

   69,882.66      171,802.00   

SIGMA-ALDRICH CORP COM

   138,009.06      133,714.05   

SIGMATRON INTL INC COM

   475.34      1,518.00   

SIGNATURE BK NY N Y COM

   2,031.70      2,392.50   

SILGAN HLDGS INC COM

   69,080.06      81,032.00   

SILGAN HLDGS INC COM

   92,773.72      109,972.00   

SILICON GRAPHICS INC COM

   2,985.25      0.00   

SILICON IMAGE INC COM STK

   23,018.64      11,223.00   

SILICON IMAGE INC COM STK

   35,473.05      13,158.00   

SILICON STORAGE TECH INC COM

   495.64      640.00   

SILICON VY BK CALIF NT 6.05% DUE 06-01-2017

   9,095.00      9,037.74   

SILVER FALCON MNG INC COM STK

   136,714.45      165,564.04   

SILVER SPRUCE RES INC COM

   108,002.05      8,230.28   

SILVER STD RES INC COM

   480,338.99      494,174.52   

SILVER WHEATON CORP COM

   110,785.66      147,796.80   

SILVER WHEATON CORP COM

   692,459.71      932,997.34   

SILVERADO GOLD MINES LTD COM NEW

   135,161.47      13,475.02   

SILVERCORP METALS INC COM SILVERCORP METALS INC

   150,726.13      200,706.00   

SIMON PROPERTY GROUP INC COM

   55,852.22      90,447.47   

SIMON PROPERTY GROUP INC COM

   418,255.00      630,146.29   

SIMPSON MFG INC COM

   5,570.72      6,164.51   

SIMS METAL MGMT LTD

   3,515.91      3,120.00   

SINA CORPORATION COM STK USD0.133

   14,504.59      20,331.00   

SINCLAIR BROADCAST GROUP INC CL A

   98,880.40      100,347.00   

Singapore dollar

   192.79      192.79   

Singapore dollar

   339.49      339.49   

Singapore dollar

   4,982.57      4,982.57   

Singapore dollar

   33,476.98      33,476.98   

SINGAPORE EXCHANGE NPV

   154,469.94      153,257.85   

SINGAPORE PETROLEUM CO COM STK

   (8,485.92   0.00   

SINGAPORE TELECOMMUNICATIONS NEW COM STK

   446,283.25      464,642.35   

SINO GOLD LTD SINO GOLD LTD

   4,219.29      0.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

SINOHUB INC COM

   3,208.35    4,000.00

SINOVAC BIOTECH LTD

   34,576.29    26,586.00

SIRIUS XM RADIO INC COM STK

   785,006.08    871,259.40

SIX FLAGS INC SR NT 9.75 DUE 04-15-2013/04-15-2009 BD IN DEFAULT

   24,556.25    7,343.75

SKANSKA AB SER‘B’NPV

   117,316.81    161,235.21

SKECHERS U S A INC CL A CL A ISIN #US8305661055

   187,215.76    244,103.00

SKF AB SER‘B’NPV

   75,470.01    79,028.13

SKINNY NUTRITIONAL CORP COM

   68,981.40    35,424.00

SKINVISIBLE INC COM STK

   509.95    260.00

SKYWAY COMMUNICATIONS HLDG CORP COM STK

   15,065.95    0.00

SKYWEST INC COM

   99,744.00    118,440.00

SKYWORKS SOLUTIONS INC COM

   53,060.91    60,307.50

SL- CORE USA SUB FD

   401.25    601.80

SL- CORE USA SUB FD

   2,475.74    3,713.70

SL- CORE USA SUB FD

   4,234.08    6,351.15

SL- CORE USA SUB FD

   4,716.58    7,074.75

SL- CORE USA SUB FD

   5,453.03    8,179.20

SL- CORE USA SUB FD

   6,600.04    9,900.00

SL- CORE USA SUB FD

   19,157.17    28,735.95

SL GREEN RLTY CORP COM STK

   4,138.45    5,024.00

SLM CORP COM

   10,059.74    14,013.75

SLM CORP COM

   273,795.15    144,256.00

SLM CORP COM

   423,992.83    185,955.00

SLM CORP MEDIUM TERM NTS BOOK ENTRY 5.625 DUE 08-01-2033

   16,965.50    15,079.18

SLM CORP MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00015 5 DUE 04-15-2015 BEO

   8,834.00    8,711.31

SLM CORP MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00101 VAR RT DUE 10-25-2011

   77,000.00    93,611.20

SLM CORP MEDIUM TERM NTS BOOK ENTRY 5% DUE 10-01-2013 BEO

   142,469.70    147,190.40

SLM CORP MEDIUM TERM NTS BOOK ENTRY NT 5.05% DUE 11-14-2014 BEO

   26,786.40    27,059.37

SLM CORP MEDIUM TERM NTS BOOK ENTRY TR #00057 5.375% DUE 05-15-2014 REG

   175,732.70    179,862.15

SMART BALANCE INC COM STK

   1,721.95    1,800.00

SMART BALANCE INC COM STK

   156,140.12    139,380.00

SMARTHEAT INC COM

   2,018.89    2,148.96

SMARTIRE SYS INC COM

   1,014.37    0.50

SMART-TEK SOLUTIONS INC COM NEW COM

   0.00    4.80

SMILE COMMUNICATIONS INC COM STK

   8,513.25    10,755.05

SMITH & WESSON HLDG CORP COM

   48,898.91    23,276.19

SMITH A O CORP COM

   47,121.52    73,763.00

SMITH A O CORP COM

   100,537.22    121,492.00

SMITH INTL INC COM

   47,360.02    45,093.48

SMITH INTL INC COM

   261,544.12    184,756.00

SMITH MICRO SOFTWARE INC COM STK

   5,238.60    3,660.00

SMITH MICRO SOFTWARE INC COM STK

   313,209.46    313,218.66

SMITHFIELD FOODS INC COM

   1,781.39    2,308.88

SMITHFIELD FOODS INC COM

   73,949.27    82,026.00

SMITHS GROUP ORD GBP0.375

   546,122.52    456,060.23

SMOKEFREE INNOTEC INC COM COM

   0.00    46.00

SMOOTH GLOBAL CHINA HLDGS INC COM STK

   318.95    0.66

SMUCKER J M CO COM NEW COM NEW

   5,214.38    7,780.44

SMUCKER J M CO COM NEW COM NEW

   12,279.04    18,339.75

SMUCKER J M CO COM NEW COM NEW

   76,106.07    115,472.50

SMUCKER J M CO COM NEW COM NEW

   120,656.93    201,552.00

SNAP-ON INC COM

   50,445.47    67,616.00

SNAP-ON INC COM

   230,260.71    283,142.00

SNP SPLIT CORP 6% CLASS‘A’PRF CAD25

   0.00    5,400.36

SOAPSTONE NETWORKS INC COM STK

   15,124.61    1,181.60

SOCIETE DE FINANCEMENT DE L ECONOMIE FRASR NT 144A 3C7 2.875 09-22-14

   348,127.50    347,276.30

SOCIETE GENERALE EUR1.25

   1,235,867.09    758,968.11

SOFTNET TECHNOLOGY CORP COM NEW STK

   23,308.17    13.50

SOHU COM INC COM

   8,428.63    8,592.00

SOHU COM INC COM

   55,188.32    45,824.00

SOJITZ CORPORATION

   176,217.91    173,570.68

SOLAR ENERTECH CORP COM

   394,512.10    129,580.62

SOLAR PWR INC COM

   4,009.95    1,230.00

SOLARWINDS INC COM

   43.81    46.02

SOLIGENIX INC COM

   2,034.90    875.00

SOLO CUP CO 8.5% DUE 02-15-2014

   41,044.79    48,875.00

SOLUCORP INDS LTD COM

   2,154.95    170.00

SOLUTIA INC COM NEW COM NEW

   5,092.85    5,080.00

SOLVAY SA NPV

   91,661.48    97,025.44

SOMAXON PHARMACEUTICALS INC COM

   1,698.15    540.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

SOMERSET TR CO PA DTD 02-12-2009 3.9 02-12-2019

   10,000.00    9,877.20   

SONIC AUTOMOTIVE 8.625% DUE 08-15-2013

   4,716.50    4,975.00   

SONIC CORP COM

   12,525.79    9,314.75   

SONIC FDRY INC COM NEW COM NEW

   8,194.80    1,697.50   

SONIC SOLUTIONS COM

   782.85    1,179.00   

SONICBLUE INC COM

   48,948.90    2.48   

SONICWALL INC COM

   21,244.15    32,723.00   

SONICWALL INC COM

   121,127.67    121,760.00   

SONOSITE INC COM

   1,042.37    708.90   

SONOVA HOLDING AG COMMON STOCK

   93,514.81    219,477.14   

SONUS NETWORKS INC COM ISIN US8359161077

   52,875.60    60,979.00   

SONUS NETWORKS INC COM ISIN US8359161077

   431,289.74    200,101.85   

SONY CORP NPV

   109,565.26    110,148.62   

SORL AUTO PTS INC COM

   13,550.25    12,914.85   

SOUNDBITE COMMUNICATIONS INC COM STK

   2,776.92    2,655.00   

SOURCE PETE INC COM

   139.95    0.30   

SOURCEFIRE INC COM

   26,824.65    29,414.00   

South African rand

   40.92    40.92   

South African rand

   128.87    128.87   

South African rand

   4,467.90    4,467.90   

South African rand

   5,160.41    5,160.41   

SOUTH FINL GROUP INC COM

   2,913.16    2,030.81   

SOUTH JERSEY INDS INC COM

   3,227.44    3,436.20   

South Korean won

   636.54    636.54   

SOUTHERN CMNTY FINL CORP COM

   1,302.15    908.00   

SOUTHERN CO COM STK

   100,956.98    104,843.45   

SOUTHERN CO COM STK

   494,056.77    726,376.00   

SOUTHERN UN CO NEW COM

   7,637.05    8,285.50   

SOUTHERN UN CO NEW COM

   176,937.16    192,950.00   

SOUTHERN UN CO NEW SOUTHN UN CO 7.2 DUE 11/01/66 DUE 11-01-2066/11-01-2009 BEO

   3,053.75    2,565.00   

SOUTHN COPPER CORP DEL COM

   177,856.56    215,373.14   

SOUTHN NAT GAS CO SOUTHN NAT GAS CO 8 DUE 03-01-2032/02-28-2032 BEO

   17,437.50    17,249.57   

SOUTHWALL TECHNOLOGIES INC COM

   25,018.90    35,250.00   

SOUTHWEST GAS CORP COM

   25,683.65    27,674.10   

SOUTHWEST WTR CO COM STK

   5,197.44    2,356.00   

SOUTHWESTERN ENERGY CO COM

   142,950.17    163,301.60   

SOUTHWESTERN ENERGY CO COM

   425,266.10    448,260.00   

SOUTHWESTERN MED SOLUTIONS INC COM PAR $0.001 COM PAR $0.001

   1,469.37    2.00   

SOVRAN SELF STORAGE INC COM

   57,641.40    64,314.00   

SPARROW INNOVATIONS INC COM STK

   217.47    0.00   

SPARTAN MTRS INC COM

   24,753.15    25,335.00   

SPARTAN STORES INC COM

   55,497.35    44,299.00   

SPARTAN STORES INC COM

   397,530.63    305,806.00   

SPARTECH CORP COM NEW

   13,550.91    18,660.49   

SPDR DOW JONES REIT ETF

   33,890.90    26,817.33   

SPDR GOLD TRUST COM STK CALL OPT EXP 1/16/10 PR $118 PER SH

   0.00    (1,060.00

SPDR KBW BK ETF

   13,989.50    12,816.28   

SPDR KBW CAP MKTS ETF

   10,247.60    13,351.14   

SPDR KBW REGL BKG ETF

   6,269.92    4,227.50   

SPDR S&P 500 ETF TRUST

   2,430,181.07    2,682,313.66   

SPECTRA ENERGY CORP COM STK

   33,612.54    33,898.85   

SPECTRA ENERGY CORP COM STK

   314,169.18    360,299.17   

SPECTRASCIENCE COM PAR $0.01

   14,267.90    6,000.00   

SPECTRUM BRANDS 12% DUE 08-28-2019

   24,036.20    5,693.80   

SPECTRUM BRANDS INC COM NEW COM NEW

   0.00    14,445.00   

SPECTRUM PHARMACEUTICALS INC COM

   12,857.45    11,100.00   

SPHERION CORP COM STK ISIN# US8484201053

   30,334.92    27,538.00   

SPIRE CORP COM

   23.28    26.80   

SPIRIT AEROSYSTEMS HLDGS INC CL A

   18,642.99    21,846.00   

SPIRIT EXPL INC COM STK

   408.95    10.00   

SPOKANE CNTY WASH WASTEWTR SYS REV 5.494% 12-01-2020 BEO

   15,256.00    15,450.45   

SPONGETECH DELIVERY SYS INC COM STK

   233,320.37    37,887.24   

SPORTS CONCEPTS INC COM STK

   39.12    0.00   

SPOTMAGIC INC SER B PFD STK

   0.00    43.00   

SPRINT CAP CORP 7.625% DUE 01-30-2011

   48,150.50    51,187.50   

SPRINT CAP CORP 8.75% DUE 03-15-2032

   12,020.67    9,425.00   

SPRINT CAP CORP NT 8.375 DUE 03-15-2012 BEO

   121,410.63    108,675.00   

SPRINT NEXTEL CORP

   449,321.46    431,670.73   

SPRINT NEXTEL CORP

   851,931.45    572,058.00   

SPRINT NEXTEL CORP

   970,646.65    327,570.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

SPRINT NEXTEL CORP

   1,145,738.50      295,881.72   

SPX CORP COM

   14,632.39      13,675.00   

SPX CORP COM

   104,786.10      98,460.00   

SPX CORP COM

   207,338.77      191,450.00   

SPX CORP COM

   234,281.01      273,500.00   

SRS LABS INC COM

   24,771.52      19,058.00   

SSAB AB SER‘A’NPV

   70,767.24      70,890.06   

SSO+AL

   (5,617.93   (4,680.00

ST JOE CO COM

   38,776.11      35,158.15   

ST JUDE MED INC COM

   26,669.78      25,378.20   

ST JUDE MED INC COM

   117,129.30      126,523.20   

ST JUDE MED INC COM

   187,692.62      334,698.00   

ST JUDE MED INC COM

   680,719.34      750,385.56   

STAAR SURGICAL CO COM NEW PAR $0.01

   2,279.37      1,426.00   

STAGE STORES INC COM NEW COM NEW

   292,628.36      367,092.00   

STANCORP FINL GROUP INC COM

   37,020.70      40,020.00   

STANCORP FINL GROUP INC COM

   216,040.92      272,136.00   

STANCORP FINL GROUP INC COM

   533,860.54      486,243.00   

STANDARD CHARTERED ORD USD0.50

   418,804.21      432,863.41   

STANDARD CHARTERED ORD USD0.50

   677,143.02      841,535.55   

STANDARD MTR PRODS INC COM

   339.49      357.87   

STANDARD MTR PRODS INC COM

   35,978.63      31,524.00   

STANDARD PAC CORP NEW SR NT 6.5% DUE 08-15-2010/09-07-2005 REG

   10,091.67      9,950.00   

STANLEY ELECTRIC NPV

   99,591.82      136,746.81   

STANLEY INC COM

   8,816.25      8,277.82   

STANLEY WKS COM

   77,488.26      118,473.00   

STAPLES INC COM

   30,574.04      33,891.68   

STAPLES INC COM

   103,247.33      108,466.49   

STAPLES INC COM

   306,168.14      486,882.00   

STAPLES INC COM

   1,436,661.67      1,576,219.00   

STAR BULK CARRIERS CORP COM STK

   9,558.77      6,686.22   

STARBUCKS CORP COM

   261,909.63      468,118.00   

STARBUCKS CORP COM

   434,590.62      521,156.00   

STARBUCKS CORP COM

   533,942.32      645,241.86   

STARBUCKS CORP COM

   1,091,920.22      1,388,212.00   

STARBUCKS CORP COM STK CALL OPT EXP 04/17/10 PR $24 PER SH

   (438.08   (540.00

STARFIELD RES INC COM

   14,869.90      1,820.00   

STARRETT L S CO CL A

   4,275.27      4,405.00   

STARTEC GLOBAL COMMUNICATIONS CORP COM

   2,228.65      0.00   

STARTECH ENVIRONMENTAL CORP COM

   4,009.95      380.00   

STARVOX COMMUNICATIONS INC CL A PAR $0.01 COM STK

   0.00      0.16   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

   74,669.85      56,683.50   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

   146,001.58      243,921.90   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

   162,247.18      186,507.00   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

   364,487.61      449,811.00   

STATE STR CORP COM

   27,111.80      34,832.00   

STATE STR CORP COM

   211,082.23      235,575.96   

STATE STR CORP COM

   521,752.94      365,648.92   

STATE STR CORP COM

   612,564.25      592,144.00   

STATE STR CORP COM

   778,523.34      792,428.00   

STATE STR CORP COM

   1,463,617.10      1,349,740.00   

STATION CASINOS INC SR NT 7.75 DUE 08-15-2016/08-15-2011 BD IN DEFAULT

   41,062.50      6,250.00   

STATION CASINOS INC SR SUB NT 6.875 DUE 03-01-2016 BD IN DEFAULT

   5,125.00      25.00   

STATOIL ASA

   79,778.89      86,512.43   

STATOIL ASA NOK 2.5

   17,031.45      25,065.80   

STATOILHYDRO ASA NOK2.50

   590,461.20      498,813.46   

STD MICROSYSTEMS CORP COM

   43,387.26      43,638.00   

STD PAC CORP NEW COM

   25,651.62      27,863.00   

STEAK N SHAKE CO COM NEW COM NEW

   7,502.78      13,937.16   

STEC INC COM STK

   380,079.25      341,130.18   

STEEL DYNAMICS INC COM

   3,130.77      4,083.80   

STEEL DYNAMICS INC SR NT 6.75% DUE 04-01-2015/04-01-2011 BEO

   35,012.50      34,693.75   

STEELCASE INC CL A COM

   6,341.40      6,523.04   

STEELCASE INC CL A COM

   98,703.19      45,156.00   

STEELCLOUD INC COM

   3,108.95      2,600.00   

STEIN MART INC COM

   2,379.49      5,534.89   

STEIN MART INC COM

   21,519.90      31,980.00   

STEINWAY MUSICAL INSTRS INC ORD COM

   6,234.75      3,182.00   

STELLARONE CORP COM STK

   510,248.23      395,531.52   

STEM CELL INNOVATIONS INC COM STK

   5,814.92      120.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

STEMCELLS INC COM

   69,744.80    48,283.20

STEPAN CO COM

   22,506.27    32,405.00

STEREOTAXIS INC COM STK

   12,708.01    5,895.00

STERICYCLE INC COM

   36,762.02    39,722.40

STERICYCLE INC COM

   143,453.76    132,408.00

STERIS CORP COM

   7,496.72    8,269.11

STERIS CORP COM

   148,262.69    143,849.71

STERLING CONSTR INC COM

   2,211.69    2,296.80

STERLING CONSTR INC COM

   31,177.34    44,114.00

STERLING MNG CO COM

   7,267.95    76.00

STERLING OIL & GAS CO COM STK

   0.00    137.57

STERLING SVGS BK SPOKANE WASH CD ACT/365SA DTD 03-11-2009 1.5 06-11-2010

   10,000.00    10,000.00

STERLING SVGS BK SPOKANE WASH CTF DEP DTD 09-30-2008 4.05 03-30-2010

   95,000.00    95,000.00

STERLING SVGS BK SPOKANE WASH CTF DEP DTD 10 JAN 08 ACT/365 SEMI-ANNU 4.1%

   5,000.00    5,078.70

STERLING SVGS BK SPOKANE WASH CTF DEP DTD 10-01-2008 3.75 02-01-2010

   10,000.00    10,000.00

STERLING SVGS BK WA DTD 02-18-2009 1.7 DUE 05-18-2010

   75,000.00    75,234.75

STEWART INFORMATION SVCS CORP COM

   1,799.42    1,360.01

STIFEL FINL CORP COM

   225,579.64    303,308.80

STILLWATER MNG CO COM

   2,162.58    3,792.00

STILLWATER MNG CO COM

   356,620.64    422,770.08

STOCKERYALE INC COM USD0.001 (RESTRICTED)

   2,270.13    451.20

STOCKHOUSE INC COM STK

   42,964.41    1,190.00

STOKELY-VAN CAMP INC 5.00% PR PFD STK $20 PAR

   0.00    0.63

STONE ENERGY CORP COM

   10,857.74    10,866.10

STONEPATH GROUP INC COM

   115.15    0.01

STONERIDGE INC COM

   22,071.84    18,020.00

STORAGENETWORKS INC COM

   973.06    0.00

STORM CAT ENERGY CORPORATION

   584.03    0.30

STRATA OIL & GAS INC

   838.85    200.00

STRATASYS INC COM

   6,177.76    4,396.20

STRATEGIC HOTELS & RESORTS INC

   3,668.95    3,720.00

STRATEGIC MGMT & OPPORTUNITY CORP COM COM

   1,151.89    7.58

STRATEGIC RES INC COM NPV

   0.00    82.00

STRATHMORE MINERALS CORP COM NPV

   21,185.96    9,080.40

STRAYER ED INC COM

   927,686.95    934,956.00

STRIKER OIL & GAS INC COM STK

   45,178.49    1,622.00

STRUCTURED ADJ RATE MTG LN TR 2004-16 MTG PASSTHRU CTF 1-A2 ADJ 11-25-2034 REG

   67,981.21    50,478.95

STRUCTURED ASSET SECS CORP SER 2005-RF3 CL 1A 06-25-2035 BEO

   104,475.17    135,082.97

STRYKER CORP

   55,143.61    69,157.46

STRYKER CORP

   298,558.06    392,886.00

STURM RUGER & CO INC COM

   7,872.68    6,765.18

SUBN PROPANE 6.875% DUE 12-15-2013

   24,457.25    25,000.00

SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT

   67,832.67    78,676.42

SUCAMPO PHARMACEUTICALS INC CL A COM STK

   366.65    282.80

SUCCESSFACTORS INC COM STK

   68,345.56    67,149.00

SUEDZUCKER AG NPV

   83,853.27    86,910.08

SUIZA CAP TR II TR CONV PFD SECS

   0.00    15,190.63

SUMCO CORPORATION NPV

   238,423.05    221,622.52

SUMITOMO CORP COM

   2,120.95    1,519.41

SUMITOMO METAL MINING CO LTD NPV

   236,586.69    221,121.73

SUMITOMO MITSUI FINANCIAL GROUP NPV

   933,359.51    390,581.50

SUMITOMO REALTY & DEVELOPMENT NPV

   269,522.03    243,821.36

SUMMIT RES LTD COM STK

   27,040.89    26,189.80

SUN CAL ENERGY INC COM

   46,924.81    2,058.32

SUN COMMUNITIES INC COM

   52,388.27    57,275.00

SUN HEALTHCARE GROUP INC COM NEW COM NEW

   4,743.79    5,135.20

SUN HEALTHCARE GROUP INC COM NEW COM NEW

   60,728.14    64,190.00

SUN HUNG KAI PROP HKD0.50

   376,444.51    385,813.93

SUN HYDRAULICS CORP COM

   2,756.66    3,236.00

SUN MEDIA CORP CDA 7.625% DUE 02-15-2013

   16,237.50    13,668.75

SUN TR BANKS INC COM

   62,883.88    69,003.98

SUN TR BANKS INC COM

   205,565.48    196,813.00

SUN TR BANKS INC COM

   579,421.79    275,944.00

SUN TR BANKS INC COM

   695,497.75    669,570.00

SUN TR BANKS INC COM

   759,184.44    513,337.00

SUNAMERICA INC DEB DTD 04/28/1993 8.125%DUE 04-28-2023 BEO

   9,510.00    9,237.50

SUNAMERICA INC TR 37 7.0 MTN DUE 02-13-2026 BEO

   7,710.00    7,237.50

SUNCOR ENERGY INC COM NPV ‘NEW’

   481,927.08    417,133.24

SUNCOR ENERGY INC NEW COM STK

   237,020.87    260,093.46

SUNOCO INC COM

   48,560.88    43,221.60


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

SUNOCO INC COM

   81,113.13    86,130.00   

SUNOCO INC COM

   206,442.87    174,870.00   

SUNOCO INC COM

   213,237.97    172,260.00   

SUNOCO INC COM

   283,162.14    225,086.40   

SUNOPTA INC COM

   2,729.78    3,360.00   

SUNPOWER CORP COM CL A

   32,211.52    25,408.64   

SUNPOWER CORP COM CL B STK

   19,116.90    7,835.30   

SUNPOWER CORP COM CL B STK

   63,333.91    62,850.00   

SUNRISE MNG CORP COM STK

   4,036.70    8.70   

SUNRISE SENIOR LIVING

   7,856.40    8,372.00   

SUNRISE SOLAR CORP COM STK

   6,543.90    1,800.00   

SUNSHINE MNG & REFNG CO COM P

   273.41    0.00   

SUNTECH POWER HOLDINGS-ADR COM STK CALL OPT EXP 1/22/2011 PR $22.5 PER SH

   0.00    (3,900.00

SUN-TIMES MEDIA GROUP INC COM CL A STK

   12,074.35    8.14   

SUNTRUST BK ATL GA MT SUB BK NTS BE TR #SB 00002 6.375 DUE4-1-11 BE

   306,717.00    311,818.20   

SUNTRUST PFD CAP I NORMAL PFD PURCHASE SECS PPS DUE 12-15-2011/12-15-2011 REG

   10,360.46    7,370.00   

SUPER VALU INC COM

   51,533.52    47,878.57   

SUPER VALU INC COM

   128,490.21    73,552.77   

SUPERGEN INC COM

   168,263.27    76,228.90   

SUPERIOR ENERGY SVCS INC COM

   9,380.05    8,501.50   

SUPERIOR ENERGY SVCS INC COM

   192,790.16    320,628.00   

SUPERIOR INDS INTL INC COM

   341,728.93    346,392.00   

SUPERIOR OFFSHORE INTL INC COM

   2,935.81    6.44   

SUPERIOR WELL SVCS INC COM STK

   221,477.75    235,147.40   

SUPERVALU INC SR NT 7.5% DUE 11-15-2014/11-15-2010 REG

   38,965.00    40,600.00   

SUPPORT COM INC COM

   1,396.95    528.00   

SUREBEAM CORP CL A

   462.77    0.00   

SURFECT HLDGS INC COM

   5,756.53    3.60   

SUSTAINABLE PWR CORP COM STK

   172,709.45    98,719.76   

SUTRON CORP COM STK

   5,799.95    3,595.00   

SVC CORP INTL SR NT 7.5 DUE 04-01-2027 REG

   30,000.00    26,700.00   

SVENSKA CELLULOSA SER‘B’NPV

   231,931.34    247,658.45   

SVENSKA HANDELSBKN SER‘A’SEK4.30

   110,865.80    152,037.50   

Swedish krona

   79.20    79.20   

Swedish krona

   124.05    124.05   

Swedish krona

   127.57    127.57   

Swedish krona

   4,193.15    4,193.15   

Swedish krona

   5,742.22    5,742.22   

Swedish krona

   16,246.27    16,246.27   

SWEDISH MATCH NPV

   84,628.65    115,554.32   

SWIFT ENERGY CO COM

   2,239.85    3,114.80   

SWIRE PACIFIC ‘A’HKD0.60

   132,948.57    138,641.41   

Swiss franc

   607.21    607.21   

Swiss franc

   719.44    719.44   

Swiss franc

   1,933.47    1,933.47   

Swiss franc

   156,711.00    156,711.00   

SWISS MEDICA INC COM

   275.45    2.25   

SWISS REINSURANCE AG CHF0.1(REGD)

   308,517.64    190,548.54   

SWISSCOM SWISSCOM AG EUROCLEAR COMMON STOCK #ISIN CH0008742519

   4,967.95    0.00   

SWS GROUP INC COM

   53,109.76    49,610.00   

SXC HEALTH SOLUTIONS CORP COM

   10,650.39    14,027.00   

SYBASE INC COM

   34,129.35    40,882.80   

SYBASE INC COM

   261,132.12    350,672.00   

SYCAMORE NETWORKS INC COM NEW COM NEW

   13,017.60    11,291.40   

SYKES ENTERPRISES INC COM

   107,686.98    234,324.00   

SYMANTEC CORP COM

   33,476.57    34,527.70   

SYMANTEC CORP COM

   174,962.65    205,735.00   

SYMANTEC CORP COM

   799,321.26    395,190.10   

SYMMETRY MED INC COM STK

   26,929.26    25,792.00   

SYMYX TECHNOLOGIES INC COM

   15,519.90    11,000.00   

SYNAPTICS INC COM

   37,537.56    40,611.25   

SYNBIOTICS CORP COM NEW

   10,919.96    480.00   

SYNCORA HOLDINGS LTD COM STK

   13,438.87    5,700.00   

SYNERGIE WELLNESS PROD LTD INC COM

   569.19    0.10   

SYNERON MEDICAL LTD COM

   7,332.93    7,126.90   

SYNGENTA AG REG CHF0.1

   441,743.10    437,715.48   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

SYNNEX CORP COM STK

   103,310.19    156,366.00   

SYNNEX CORP COM STK

   160,906.34    282,072.00   

SYNOPSYS INC COM

   176,286.14    169,328.00   

SYNOPSYS INC COM

   234,029.82    229,484.00   

SYNOPSYS INC COM

   318,526.39    372,076.00   

SYNOVIS LIFE TECHNOLOGIES INC COM

   7,900.30    6,455.00   

SYNOVUS FINL CORP COM

   9,235.16    8,200.00   

SYNTA PHARMACEUTICALS CORP SYNTA PHARMACEUTICALS CORP

   10,389.95    5,060.00   

SYNTAX-BRILLIAN CORP COM

   2,374.15    6.63   

SYNTEL INC COM

   10,559.69    8,442.66   

SYNTEL INC COM

   64,058.68    104,582.50   

SYNTHES INC CHF0.001

   880,820.30    962,260.36   

SYNTROLEUM CORP COM

   9,130.12    9,802.10   

SYSCO CORP COM

   104,225.02    105,934.48   

SYSCO CORP COM

   265,812.79    449,834.00   

SYSTEMAX INC COM

   2,023.98    1,571.00   

SYSTEMS EVOLUTION INC COM PAR $0.01 COM PAR $0.01

   0.00    0.53   

T GARANTI BANKASI TRY1

   76,453.30    120,765.16   

T GARANTI BANKASI TRY1

   141,812.65    233,456.96   

T IS BANKASI SER’C’TRY1

   174,371.33    190,061.37   

T ROWE PRICE GROUP INC

   24,955.50    27,838.04   

T ROWE PRICE GROUP INC

   167,478.30    372,750.00   

T-3 ENERGY SVCS INC COM

   3,272.25    5,100.00   

T-3 ENERGY SVCS INC COM

   33,029.00    63,750.00   

TABCORP HOLDINGS LTD NPV

   212,943.93    231,916.85   

TAKEDA PHARMACEUTICAL CO NPV

   683,487.23    587,095.93   

TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM

   2,758.15    3,115.50   

TALBOTS INC COM

   871.85    891.00   

TALEO CORP COM CL A COM CL A

   4,012.55    4,704.00   

TALISMAN ENERGY INC COM

   11,095.95    13,048.00   

TAMM OIL & GAS CORP COM STK

   101,856.44    72,691.50   

TAMPA ELEC CO 8.00% CUM SER E PFD STK $100 PAR

   0.00    37.40   

TANGER FACTORY OUTLET CTRS INC COM

   179,068.27    205,087.40   

TANZANIAN RTY EXPL COM STK

   3,189.52    3,315.50   

TAPESTRY PHARMACEUTICALS INC COM NEW COMNEW

   69.12    0.14   

TARA GOLD RES CORP COM STK

   334.95    195.00   

TARGA RES PARTNERS LP COM UNIT LTD PARTNERSHIP INT

   10,508.95    12,155.00   

TARGET CORP COM STK

   262,077.94    277,788.52   

TARGET CORP COM STK

   494,546.41    991,585.00   

TARGET CORP COM STK

   659,304.47    661,459.75   

TARGET CORP COM STK

   784,071.63    880,334.00   

TARGET CORP COM STK CALL OPT EXP 1/16/10PR $49 PER SH

   0.00    (16,750.00

TARGET CORP NT 4 DUE 06-15-2013/06-14-2013 BEO

   85,046.22    93,788.55   

TARGETED GENETICS CORP COM NEW STK

   5,607.47    4,200.00   

TARGETS TR VIII TARGETED GROWTH ENHANCEDTERMS SECS

   0.00    880.00   

TASEKO MINES LTD COM

   31,052.27    68,735.36   

TASER INTL INC COM

   84,705.81    66,378.90   

TASTY BAKING CO COM

   511.45    336.50   

TASTY FRIES INC COM PAR $O OO1

   20,048.95    153.00   

TAYLOR DEVICES INC COM

   6,978.95    4,610.00   

TBC GLOBAL NEWS NETWORK INC COM

   1,152.84    0.01   

TCF FNCL CORP COM

   20,696.51    18,204.68   

TCI COMMUNICATIONS INC 7.875% DUE 02-15-2026 REG

   181,243.19    173,746.17   

TCI MUSIC INC SER A CONV PFD STK

   0.00    21,154.47   

TD AMERITRADE HLDG CORP COM STK

   95,160.94    95,117.04   

TDA INDS INC SEMI-ANNU DTD 03-27-2009 3.25 03-27-2013

   20,000.00    20,000.00   

TDS CAP II GTD TR ORIG PFD SECS 8.04

   0.00    20,552.75   

TEACHERS INS & 6.85% DUE 12-16-2039

   110,674.70    113,711.18   

TECH DATA CORP COM

   35,836.16    37,887.92   

TECH DATA CORP COM

   483,703.66    513,260.00   

TECHNE CORP COM

   812,906.29    891,280.00   

TECHNITROL INC COM

   14,076.44    2,190.00   

TECK RESOURCES LIMITED

   183,596.46    239,929.17   

TECK RESOURCES LIMITED

   854,677.61    884,741.00   

TECK RESOURCES LTD 10.25% DUE 05-15-2016

   4,732.70    5,825.00   

TECK RESOURCES LTD 10.75% DUE 05-15-2019

   9,489.30    11,950.00   

TECK RESOURCES LTD 9.75% DUE 05-15-2014

   4,763.50    5,768.75   

TECO ENERGY INC COM

   1,184.97    1,698.32   

TECO ENERGY INC COM

   113,488.73    95,698.00   

TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO

   18,448.23    18,652.50   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

TEEKAY TANKERS LTD COM STK

   39,558.95      42,650.00

TEKELEC COM

   24,851.25      22,920.00

TEKELEC COM

   35,012.83      35,571.84

TEKMIRA PHARMACEUTICALS CORP COM STK

   143,716.23      130,847.25

TEKRON INC COM STK

   3,522.60      0.00

TELE2 AB SER’B’NPV

   169,867.62      221,559.73

TELECOM CORP OF NZ NPV

   270,166.48      169,526.09

TELECOM CORP OF NZ NPV(AUST LISTING)

   114,553.09      146,422.95

TELECOM ITALIA CAP 5.25% DUE 10-01-2015

   9,937.00      10,455.47

TELECOM ITALIA CAP GTD SR NT 4.95% DUE 09-30-2014/09-30-2006 REG

   49,825.50      51,823.85

TELECOM ITALIA CAP GTD SR NT SER B 5.25 DUE 11-15-2013/05-15-2005 REG

   24,927.40      26,294.78

TELECOM ITALIA SPA DI RISP EUR0.55

   155,246.92      176,471.11

TELECOM ITALIA SPA EUR0.55

   489,943.57      345,081.52

TELECOMMUNICATION SYS INC CL A

   3,176.11      3,726.80

TELECOMMUNICATION SYS INC CL A

   7,123.00      9,680.00

TELEDYNE TECHNOLOGIES INC COM

   3,914.95      3,836.00

TELEFLEX INC COM

   14,939.54      12,394.70

TELEFLEX INC COM

   297,490.74      414,953.00

TELEFONICA EMISIONES S A U TELEFONICA EMISIONES SAU 6.221 DUE 07-03-2017 BEO

   265,495.20      264,530.16

TELEFONICA SA EUR1

   138,436.71      164,524.91

TELEFONICA SA EUR1

   496,865.24      568,576.70

TELEFONICA SA EUR1

   1,437,968.00      1,504,888.77

TELEPHONE & DATA SYS INC SR NT PFD STK

   0.00      1,193.14

TELESTONE TECHNOLOGIES CORP COM STK

   1,002.95      992.00

TELETECH HLDGS INC COM

   14,425.40      15,022.50

TELETECH HLDGS INC COM

   56,122.50      70,105.00

TELIK INC COM STK

   60.77      39.22

TELLABS INC COM

   64,053.01      63,178.64

TELLABS INC COM

   147,162.14      59,640.00

TELLABS INC COM

   221,388.22      220,753.20

TELLABS INC COM

   271,434.52      337,392.00

TELSTRA CORP LTD NPV

   114,706.96      131,470.03

TELUS CORPORATION NON VOTING SHS NPV

   66,996.87      78,287.18

TEMPLE INLAND INC COM

   3,544.62      5,530.82

TEMPLETON EMERGING MARKETS FD CLOSED ENDFD ST CHANGED FROM MD TO DE

   67,671.22      95,282.85

TEMPUR-PEDIC INTL INC COM

   21,860.19      25,756.70

TENARIS S.A. USD1

   394,976.86      410,977.32

TENCENT HOLDINGS LTD

   212,043.08      284,502.50

TENET HEALTHCARE CORP COM

   19,227.43      19,511.80

TENET HEALTHCARE CORP COM

   142,426.75      64,141.00

TENET HEALTHCARE CORP COM

   182,391.51      281,519.70

TENET HEALTHCARE CORP SR NT DTD 11/06/2001 6.875% DUE 11-15-2031 BEO

   2,279.38      2,400.00

TENET HEALTHCARE CORP SR NT STEP UP 02-01-2015 08-08-2006

   87,581.34      94,785.00

TENGASCO INC COM NEW

   2,621.99      1,912.50

TENNECO INC

   4,455.95      6,737.40

TENNESSEE VALLEY AUTH GLOBAL PWR BD 2009SER C 5.25% DUE 09-15-2039 REG

   59,329.20      59,451.30

TERADATA CORP DEL COM STK

   3,067.80      5,028.80

TERADATA CORP DEL COM STK

   62,814.02      150,864.00

TERADATA CORP DEL COM STK

   735,019.60      898,898.00

TERADYNE INC COM

   4,732.00      5,365.00

TERADYNE INC COM

   147,744.38      50,431.00

TERADYNE INC COM

   260,206.61      479,094.50

TEREX CORP NEW COM

   132,287.20      130,211.13

TEREX CORP NEW COM

   144,581.31      176,903.30

TEREX CORP NEW COM

   587,031.84      639,050.79

TERM B DELAYED DRAW 8.625% DUE 02-01-2012 BEO

   (7,378.50   0.00

TERRA INDS INC COM

   51,732.10      60,058.07

TERRA INDS INC COM

   241,536.92      254,944.80

TERRACO GOLD CORP FORMERLY TERRACO ENERGY CORP TO 04/29/2003 COM NPV

   2,471.90      1,030.40

TERRESTAR CORP COM STK

   29,671.91      14,572.82

TESCO CORP COM

   2,531.21      3,873.00

TESCO ORD GBP0.05

   359,171.40      321,796.32

TESCO ORD GBP0.05

   430,749.61      423,587.97

TESORO CORP

   153,905.47      150,405.00

TESORO CORP

   168,390.14      51,490.00

TESORO CORP

   215,076.91      162,373.50

TESORO CORP

   340,307.78      307,585.00

TESORO CORP FORMERLY TESORO PETE CORP T SR NT 6.25 DUE 11-01-2012 BEO

   16,842.36      19,975.00

TESSERA TECHNOLOGIES INC COM STK

   9,620.73      8,144.50

TETRA TECH INC NEW COM

   5,523.41      5,434.00


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

TETRA TECHNOLOGIES INC DEL COM

   5,098.24    13,850.00

TEUTON RES CORP COM STK

   78,425.20    29,842.05

TEXAS CAP BK N A DALLAS TEX DTD 04-22-2009 .25 C/D 05-22-2009

   212,000.00    0.00

TEXAS INSTRUMENTS INC COM

   118,397.10    113,349.61

TEXAS INSTRUMENTS INC COM

   598,855.75    888,646.00

TEXAS INSTRUMENTS INC COM

   870,021.93    977,250.00

TEXAS ROADHOUSE INC COMMON STOCK

   2,238.66    2,807.50

TEXAS ROADHOUSE INC COMMON STOCK

   83,676.00    85,348.00

TEXAS ROADHOUSE INC COMMON STOCK

   215,253.03    277,830.20

TEXTRON INC COM

   76,269.41    103,763.18

TEXTRON INC COM

   144,470.99    137,313.00

TEXTRON INC COM

   682,634.41    659,271.69

TFM S A DE C V TFM SA DE CV SRNT 9.375 DUE 05-01-2012 BEO

   16,900.00    20,750.00

TGC INDS INC COM NEW COM NEW

   4,450.46    4,320.55

THE TRACKING CORP COM STK

   43,662.90    555.00

THERMO FISHER CORP

   21,172.14    28,614.00

THERMO FISHER CORP

   77,290.56    90,134.10

THERMO FISHER CORP

   169,435.99    161,192.20

THERMO FISHER CORP

   373,523.30    534,128.00

THERMO FISHER CORP

   374,138.36    419,672.00

THERMO TECH TECHNOLOGIES INC COM

   6,480.19    5,815.25

THERMOGENESIS CORP COM NEW

   628.95    576.90

THESTREET COM INC COM

   4,548.79    2,044.80

THOMAS & BETTS CORP COM

   1,471.91    1,789.50

THOMAS & BETTS CORP COM

   90,626.16    89,475.00

THOMAS COOK GROUP ORD EUR0.10

   99,406.04    118,842.16

THOMPSON CREEK METALS CO INC COM STK

   21,049.45    19,924.00

THOMPSON CREEK METALS CO INC COM STK

   275,737.74    262,528.00

THORNBURG MTG INC MTN 8% DUE 05-15-2013/05-15-2009

   2,569.31    325.00

T-HQ INC COM NEW

   19,874.81    7,560.00

T-HQ INC COM NEW

   106,513.62    88,200.00

THRESHOLD PHARMACEUTICALS INC COM NEW STK

   13,409.34    6,899.40

THYSSENKRUPP AG

   6,331.45    3,787.83

THYSSENKRUPP AG NPV

   392,217.97    481,430.09

THYSSENKRUPP AG NPV

   615,753.92    644,769.09

TIANYIN PHARMACEUTICAL CO INC COM

   4,763.19    5,460.00

TICC CAP CORP COM

   7,742.01    8,984.25

TIDEWATER INC COM

   4,413.55    4,795.00

TIDEWATER INC COM

   202,748.85    215,775.00

TIDEWATER INC COM

   229,637.35    230,160.00

TIDEWATER INC COM

   313,795.58    350,035.00

TIDEWATER INC COM

   513,582.45    433,947.50

TIENS BIOTECH GROUP USA INC COM

   4,738.95    3,300.00

TIER TECHNOLOGIES INC CL B DELAWARE

   396,373.21    399,792.00

TIERONE CORP COM

   3,717.59    390.66

TIFFANY & CO COM

   47,379.57    52,202.00

TIFFANY & CO COM

   112,369.80    146,200.00

TIGER TELEMATICS INC COM NEW

   1,122.47    0.06

TIM HORTONS INC COM

   0.00    10,678.50

TIMBERLAND CO CL A

   9,406.22    8,965.00

TIMBERLAND CO CL A

   76,125.25    102,201.00

TIMBERWEST FOREST STAPLED UNIT NPV

   7,986.87    2,483.88

TIME WARNER CABLE 6.75% DUE 06-15-2039

   48,565.50    52,365.25

TIME WARNER CABLE INC COM

   31,187.86    33,236.17

TIME WARNER CABLE INC COM

   358,794.42    372,468.61

TIME WARNER CABLE INC COM

   696,292.20    401,896.90

TIME WARNER CABLE INC NT 8.25% DUE 04-01-2019 REG

   126,415.40    142,931.28

TIME WARNER CABLE INC NT 8.75% DUE 02-14-2019 BEO

   138,300.70    170,628.36

TIME WARNER INC USD0.01

   159,279.41    130,902.77

TIME WARNER INC USD0.01

   494,350.34    513,330.24

TIME WARNER INC USD0.01

   760,315.47    719,758.00

TIME WARNER INC USD0.01

   1,675,413.85    927,118.24

TIMETRADE COM INC SER B CONV PFD STOCK

   0.00    310.00

TITAN INTL INC ILL COM

   4,038.95    4,055.00

TITAN MACHY INC COM

   25,418.08    23,080.00

TITAN URANIUM EXPL INC

   304,714.49    111,745.25

TITANIUM METALS CORP COM NEW

   68,979.98    28,796.00

TITANIUM METALS CORP COM NEW

   195,324.86    238,193.25

TITANIUM METALS CORP COM NEW

   328,684.80    510,816.00

TIVO INC COM

   176,918.49    187,953.34


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

TJX COS INC COM NEW

   43,287.02    43,901.52

TJX COS INC COM NEW

   153,576.49    416,670.00

TLC VISION CORP COM

   107.36    0.79

TN GAS PIPELN CO DEB DTD 03/13/1997 7.625 DUE 04-01-2037 REG

   67,790.00    67,380.72

TNT NV EUR0.48

   899,908.47    709,386.85

TNX T V HLDGS INC COM

   1,229.95    1.20

TOKAI RIKA CO NPV

   54,690.30    112,521.72

TOKYO ELEC POWER NPV

   246,867.53    218,071.31

TOKYO ELECTRON NPV

   172,630.99    198,223.66

TOLL BROS INC COM

   88,444.87    83,516.40

TONOGOLD RES INC COM STK

   576.56    233.31

TOOTIE PIE CO INC COM STK

   1,573.95    238.00

TOOTSIE ROLL INDS INC COM

   1,928.45    1,787.50

TOP SHIPS INC COM STK

   9,359.66    6,396.33

TORCH ENERGY RTY TR UNIT BEN INT UNITS BENEFICIAL INTEREST NPV

   3,506.98    2,850.00

TORCHMARK CORP COM

   8,491.53    9,317.40

TORCHMARK CORP COM

   71,576.94    101,085.00

TORCHMARK CORP SER A ADJBL RATE PFD STK

   0.00    45,451.50

TORONTO DOMINION BK ONT COM NEW COM NEW

   2,149.17    3,198.72

TORRENT ENERGY CORP COM

   495.66    0.68

TORTOISE CAP RES CORP COM

   1,859.16    727.17

TORTOISE ENERGY CAP CORP FORMERLY TORTOISE MLP INVT CORP TO 04/28/2005 COM

   12,887.20    13,728.00

TORTOISE ENERGY INFRASTRUCTURE CORP COM

   35,578.49    34,476.37

TORVEC INC OC-COM ISIN US8914791079

   8,241.08    1,272.00

TOSHIBA CORP COM STK

   18,931.45    10,978.00

TOSHIBA CORP NPV

   565,665.29    463,257.05

TOSOH CORP NPV

   92,348.56    90,821.02

TOTAL EUR2.5

   735,828.11    700,535.94

TOTAL SYS SVCS INC COM

   3,242.76    2,538.69

TOTAL SYS SVCS INC COM

   139,573.67    94,846.84

TOUR CFG INC COM STK

   740.77    0.01

TOURNIGAN VENTURES CORP COM

   57,761.41    10,295.47

TOUSA INC IN DEFAULT SR SUB NT 7.5% DUE 03-15-2011/03-15-2009 BEO

   18,931.25    1,250.00

TOWER GROUP INC COM

   393,707.73    381,583.00

TOYOTA TSUSHO CORP NPV

   148,184.55    206,452.24

TRACTOR SUPPLY CO COM

   19,623.00    23,041.95

TRACTOR SUPPLY CO COM

   91,314.93    111,216.00

TRADESTATION GROUP INC COM

   2,691.69    1,578.00

TRAILER BRDG INC COM

   5,758.95    4,800.00

TRANS WORLD AIRLS INC COM PAR $.01 NEW

   109,460.03    36.34

TRANSATLANTIC HLDGS INC COM

   31,919.09    36,477.00

TRANSCANADA CORP COM STK

   20,479.76    24,059.00

TRANSCAT INC COM

   8,103.24    7,750.00

TRANSCEPT PHARMACEUTICALS INC COM STK

   1,781.95    0.00

TRANSDIGM GROUP INC COM

   4,733.95    4,749.00

TRANSOCEAN LTD

   460,905.93    414,000.00

TRANSOCEAN LTD

   923,748.95    962,550.00

TRANSOCEAN LTD

   1,066,400.75    1,325,131.20

TRAVELERS COS INC COM STK

   13,491.12    15,307.02

TRAVELERS COS INC COM STK

   183,629.76    274,230.00

TRAVELERS COS INC COM STK

   214,316.74    258,274.80

TRAVELERS COS INC COM STK

   353,439.32    363,978.00

TRAVELERS COS INC COM STK

   527,529.67    742,066.38

TRAVELERS COS INC JR SUB DEB FXD / FLTG RATE 6.25 DUE 03-15-2067/03-15-2017BEO

   47,181.70    45,549.50

TRAVELZOO INC COM STK

   10,962.58    9,807.42

TRAVIS PERKINS ORD GBP0.10

   166,828.17    160,953.97

TREAS INTL INC COM NEW

   2,104.90    0.00

TREASURY METALS INC COM STK

   4,785.19    11,559.64

TREATY ENERGY CORP COM

   0.00    115.79

TREE COM INC COM

   21.02    18.30

TREEHOUSE FOODS INC COM

   12,826.69    16,670.94

TRENDSETTER SOLAR PRODS INC COM STK

   1,866.18    130.00

TREX CO INC COM

   1,761.99    3,528.00

TRIAD GTY INC COM

   1,234.73    253.80

TRIANGLE CAP CORP COM

   0.00    0.00

TRICO MARINE SVCS INC COM NEW

   3,195.78    2,270.00

TRIDENT MICROSYSTEMS INC COM

   479.01    372.00

TRIDENT MICROSYSTEMS INC COM

   39,433.80    26,040.00

TRIEX MINERALS CORP COM NPV

   28,311.40    0.00

TRIMAS CORP COM NEW COM NEW

   1,922.63    934.26


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

TRINITY IND INC COM

   32,102.25    33,590.21   

TRINITY IND INC COM

   89,099.73    101,152.00   

TRINSIC INC COM NEW

   7,332.56    0.20   

TRIQUINT SEMICONDUCTOR INC COM

   13,879.13    13,140.00   

TRIUMPH GROUP INC NEW COM

   50,310.22    62,725.00   

TRIUMPH GROUP INC NEW COM

   311,158.89    262,962.50   

TRONOX INC COM CL A

   468.95    39.00   

TRONOX WORLDWIDE LLC / TRONOX FIN CORP SR NT 9.5 12-1-12/12-1-09 BD IN DEFAULT

   4,535.00    4,100.00   

TRUBION PHARMACEUTICALS INC COM STK

   19,599.95    3,850.00   

TRUE NORTH ENERGY CORP COM STK

   3,064.89    26.20   

TRUE RELIGION APPAREL INC COM STK

   43,554.58    42,416.06   

TRUE RELIGION APPAREL INC COM STK

   243,990.52    245,732.10   

TRUEBLUE INC COM STK

   2,681.59    2,725.04   

TRUEBLUE INC COM STK

   83,443.70    91,822.00   

TRUSTCASH HLDGS INC COM STK

   5,418.90    270.90   

TSAKOS ENERGY NAV LTD SHS

   30,730.07    21,257.00   

TTM TECHNOLOGIES INC COM

   5,868.38    5,765.00   

TTM TECHNOLOGIES INC COM

   44,913.60    51,885.00   

TUBE MEDIA CORP COM

   2,409.95    25.00   

TUESDAY MORNING CORP COM NEW ISIN US8990355054

   19,487.90    19,350.00   

TUESDAY MORNING CORP COM NEW ISIN US8990355054

   34,376.77    17,286.00   

TUFCO TECHNOLOGIES INC COM

   1,099.38    620.00   

TUI TRAVEL PLC ORD GBP0.10

   130,467.62    155,167.16   

TUPPERWARE BRANDS CORPORATION

   10,007.04    14,660.66   

TUPPERWARE BRANDS CORPORATION

   254,305.66    293,856.70   

TUPRAS(T PETR RAF) TRY1

   505,058.47    379,141.30   

TURBOSONIC TECHNOLOGIES INC COM

   1,208.95    860.00   

Turkish lira

   482.77    482.77   

Turkish lira

   4,686.04    4,686.04   

TURKIYE HALK BANKA TRY1

   135,077.07    298,920.15   

TURKIYE VAKIFLAR TRY1

   79,464.69    172,676.08   

TUTOR PERINI CORP COM

   703.92    632.80   

TUTOR PERINI CORP COM

   395,722.05    169,952.00   

TUTOR PERINI CORP COM

   928,694.35    588,504.00   

TW TELECOM INC CL A STK

   3,792.50    3,430.00   

TX CAP BANCSHARES INC COM

   38,465.82    37,692.00   

TX CAP BANCSHARES INC COM

   414,310.95    344,393.20   

TX CAP BK N A DALLAS TEX DTD 01-21-2009 1 C/D 04-21-2009

   10,000.00    0.00   

TXU CORP 6.5% DUE 11-15-2024

   33,738.40    18,788.64   

TXU CORP 6.55% DUE 11-15-2034

   144,371.50    71,861.26   

TYCO ELECTRONICS LTD F

   8,788.32    8,887.10   

TYCO ELECTRONICS LTD F

   341,889.44    282,938.75   

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80

   19,740.70    27,325.78   

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80

   214,566.83    214,080.00   

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80

   861,307.43    877,728.00   

TYCO INTL FIN S A 6.375% DUE 10-15-2011

   87,592.60    107,230.00   

TYCO INTL FIN S A 6.75% DUE 02-15-2011

   89,398.30    94,459.77   

TYCO INTL LTD / 7% DUE 12-15-2019

   41,929.41    62,137.57   

TYCO INTL LTD / TYCO INTL FIN S A NT 6.875% DUE 01-15-2021 REG

   109,774.03    137,999.36   

TYHEE DEV CORP

   14,327.56    5,664.60   

TYSON FOODS INC CL A COM (DELAWARE)

   3,099.85    3,158.02   

TYSON FOODS INC CL A COM (DELAWARE)

   136,489.05    103,068.00   

TYSON FOODS INC CL A COM (DELAWARE)

   230,081.06    224,541.00   

U A L CORP COM STK CALL OPT EXP 02/20/10 PR $11 PER SH

   0.00    (7,800.00

U A L CORP NEW COM STK CALL OPT EXP 01/17/09 PAR $60 PER SH

   0.00    (188,000.00

U M H PPTYS INC COM STK

   9,633.32    9,988.60   

U S AUTO PTS NETWORK INC COM

   579.95    520.00   

U S AWYS GROUP INC COM

   1,040,911.62    1,189,362.24   

U S CONCRETE INC COM ISIN #US90333L1026

   543.31    209.30   

U S GEOTHERMAL INC COM STK

   16,973.42    15,606.00   

U S GLOBAL INVS INC CL A CL A STK

   6,362.78    6,224.37   

U S GOLD CORP COM PAR $0.10 COM PAR $0.10

   34,801.37    32,155.68   

U S MICROBICS COM

   0.04    0.00   

U S PRECIOUS METALS INC DEL COM STK

   119,458.07    83,659.50   

U S SHIPPING PARTNERS L P

   4,203.55    0.00   

U S SUSTAINABLE ENERGY CORP COM STK

   139,958.35    9,440.00   

U S W 6.875% DUE 09-15-2033

   5,827.31    3,424.97   

U S W 7.2% DUE 11-10-2026

   6,894.00    7,356.57   

U.S. CELLULAR CORP COM

   3,753.34    4,113.77   

UAL CORP CAPITAL TRUST I TR ORIGINATED PFD SECS 13.25%

   1,307.60    0.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

UAL CORP COM NEW STK

   20,367,195.98      34,976,604.70   

UAL CORP COM STK CALL OPT EXP 1/16/10 PR $11 PER SH

   (3,206.50   0.00   

UAL CORP COM STK CALL OPT EXP 1/16/10 PR $15 PER SH

   (350.29   (765.00

UAL CORP COM STK CALL OPT EXP 1/16/10 PR $9 PER SH

   0.00      (3,440.00

UAL CORP COM STK CALL OPT EXP 1/22/11 PR $2.5 PER SH

   0.00      (24,400.00

UAL CORP COM STK PUT OPT

   0.00      900.00   

UAUA+AL

   (64,806.54   (220,900.00

UBE INDUSTRIES NPV

   83,376.12      79,405.06   

UBROADCAST INC COM

   0.00      1,585.95   

UBS AG CHF0.10

   239,364.85      261,346.69   

UBS AG JERSEY BRH E TRACS LKD TO UBS BLOOMBERG CONSTANT DUE 05-14-2018 REG

   20,225.55      20,240.00   

UBS AG SHS COM

   16,989.88      19,232.40   

UBS AG STAMFORD BRH MT SR DEP TRANCHE # SR 00047 5.875 07-15-2016 REG

   771.35      55,539.90   

UCO+BJ

   (1,933.49   (5,375.00

UDS GROUP INC COM

   29,426.22      11.80   

UEX CORP COM

   75,066.87      32,231.42   

UGI CORP NEW COM

   22,180.55      21,771.00   

UGI CORP NEW COM

   504,541.90      466,867.00   

UIT ALTAGAS INC TR CTF OF OWN EVID UNDIVINT $1000 UNIT VALUE REG

   17,479.20      17,932.60   

UIT BLDRS INDEX FDS TR BLDRS EUROPE 100 ADR INDEX UNDIV INT $1000 UNIT VALUE REG

   7,903.80      5,327.48   

UIT BLDRS INDEX FDS TR EMERGING MKTS 50 ADR INDEX FD

   165,939.52      191,508.98   

UIT BLDRS INDEX FDS TR UIT NSDQ BLDRS ASIA50 CTF OF OWN EVID UNDIV INT $1000

   35,009.95      25,720.00   

UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG

   2,184.17      3,119.96   

UIT NAL OIL & GAS TR TR UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG

   3,249.09      2,621.20   

UIT ONEOK PARTNERS L P UNIT LTD PARTSHIPCTF OF OWN EVID UNDIV $1000 UIT VAL REG

   42,266.08      50,097.17   

UIT WESTSHORE TERMS INC FD TR UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VAL REG

   23,209.96      30,690.45   

ULTRA PETE CORP COM NPV

   199,663.97      208,165.50   

ULTRALIFE CORPORATION

   6,525.45      1,490.40   

UMICORE COMMON STOCK NPV

   161,037.47      157,740.91   

UMPQUA HLDGS CORP COM

   11,866.25      16,762.50   

UNDER ARMOR INC CL A

   143,049.81      147,639.78   

UNI SER TR SOUND MIND INVESTING FD

   149,299.32      187,800.03   

UNIBAIL-RODAMCO SE EUR5

   172,189.14      176,109.57   

UNICAPITAL CORP NEW COM

   28,538.07      93.95   

UNICO INC COM PAR $.001 STK

   42,894.71      105.87   

UNICREDIT SPA EUR0.50

   531,440.54      566,479.69   

UNICRU INC SER E CONV PFD STK (REST)

   0.00      11,873.40   

UNIFIRST CORP MASS COM

   33,456.88      33,677.00   

UNIFIRST CORP MASS COM

   42,719.07      52,921.00   

UNILEVER CAP CORP NT 7.125% DUE 11-01-2010/10-24-2000 BEO

   49,552.00      52,704.55   

UNILEVER NV CVA EUR0.16

   375,007.05      416,926.08   

UNION ELEC CO PFD $3.50

   7,312.95      5,325.00   

UNION PAC CORP COM

   80,685.92      102,240.00   

UNION PAC CORP COM

   106,923.83      116,540.37   

UNION PAC CORP COM

   247,715.09      356,050.80   

UNION PAC CORP COM

   427,716.51      875,430.00   

UNION SVGS BK DANBURY CONN DTD 03-20-2009 1.2 C/D 03-19-2010

   50,000.00      50,000.00   

UNIONBANCAL CORP PFD STK

   0.00      5,950.00   

UNIQUE PIZZA & SUBS CORP COM

   50,199.11      462.23   

UNISYS CORP COM NEW COM NEW

   26,377.24      44,344.00   

UNISYS CORP COM NEW COM NEW

   200,062.20      231,360.00   

UNIT CORP COM

   18,188.84      17,000.00   

UNIT CORP COM

   34,871.80      25,500.00   

UNIT CORP COM

   324,274.40      352,580.00   

UNITED BANCORP INC OHIO COM

   26,857.69      25,590.00   

UNITED ENVIRONMENTAL ENERGY CORP DEL COMNEW STK

   9.01      0.00   

UNITED GUARDIAN INC COM

   32,997.00      35,588.00   

UNITED NAT FOODS INC COM

   51.12      53.48   

UNITED NAT FOODS INC COM

   75,101.20      80,220.00   

UNITED ONLINE INC COM

   6,558.36      5,294.42   

UNITED ONLINE INC COM

   136,982.64      77,652.00   

UNITED ONLINE INC COM

   349,279.67      402,086.37   

UNITED PARCEL SVC INC CL B

   328,221.74      332,572.40   

UNITED PARCEL SVC INC CL B

   420,155.68      481,908.00   

UNITED PARCEL SVC INC CL B

   893,407.42      894,972.00   

UNITED PARCEL SVC INC CL B

   1,775,896.14      1,548,990.00   

UNITED PARCEL SVC INC SR NT 4.5% DUE 01-15-2013/01-15-2008 REG

   189,192.50      202,007.62   

UNITED PARCEL SVC INC SR NT 5.5% DUE 01-15-2018/01-15-2008 REG

   3,706.06      4,299.52   

United States dollar

   (6,962.50   (6,962.50


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

United States dollar

   300,280.73    300,280.73

United States dollar

   589,470.05    589,470.05

United States dollar

   807,299.63    807,299.63

United States dollar

   2,459,608.10    2,459,608.10

United States dollar

   3,367,048.02    3,367,048.02

United States dollar

   4,481,343.55    4,481,343.55

United States dollar

   4,715,548.28    4,715,548.28

United States dollar

   7,100,000.00    7,100,000.00

United States dollar

   9,985,236.61    9,985,236.61

UNITED STATES NATURAL GAS FUND LP UNIT

   719,446.53    688,363.20

UNITED STATES TREAS BD STRIPPED PRIN PMT00077 05-15-2039 (UNDDATE) REG

   7,428.25    6,193.35

UNITED STATES TREAS BDS 1.75 DUE 1-15-2028 REG

   23,086.10    24,748.53

UNITED STATES TREAS BDS 7.5% 11/15/2016 USD1000 7.5% DUE 11-15-2016 REG

   25,328.84    25,212.50

UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-15-2039 REG

   2,281,481.56    2,129,543.75

UNITED STATES TREAS BDS DTD 011509 01-15-2029

   1,388,548.99    1,382,304.20

UNITED STATES TREAS BDS INFLATION INDEX LINKED 3.875% 04-15-2029

   157,940.23    169,208.66

UNITED STATES TREAS BILLS 01-07-2010

   999,996.25    999,999.00

UNITED STATES TREAS NTS DTD 00109 4.5% DUE 11-15-2015 REG

   40,072.60    43,331.24

UNITED STATES TREAS NTS DTD 00139 4.5% DUE 09-30-2011 REG

   19,963.88    21,196.88

UNITED STATES TREAS NTS DTD 00171 4.125%DUE 08-31-2012 REG

   34,807.90    37,411.71

UNITED STATES TREAS NTS DTD 00260 1% DUE08-31-2011 REG

   3,094,556.57    3,101,574.80

UNITED STATES TREAS NTS DTD 00268 3.25% DUE 12-31-2016 REG

   1,528,431.69    1,517,089.86

UNITED STATES TREAS NTS DTD 11/15/2009 3.375% DUE 11-15-2019 REG

   1,821,623.43    1,769,859.20

UNITED STATES TREAS NTS NT 1% DUE 07-31-2011 REG

   299,759.68    300,456.90

UNITED STATES TREAS NTS NT 3.625% DUE 08-15-2019 REG

   2,400,738.88    2,310,343.75

UNITED STATES TREAS NTS TIPS 01/15/19 2.125% DEB 15/01/19 USD 01-15-2019

   5,176.89    5,341.81

UNITED STATES TREAS NTS T-NOTE 4.375 DUE 12-15-2010 REG

   39,937.04    41,462.52

UNITED STATES TREAS NTS T-NT 1% DUE 09-30-2011 REG

   1,799,086.09    1,799,508.60

UNITED STATES TREAS NTS T-NT 4.25% DUE 01-15-2011 REG

   26,230.03    25,937.50

UNITED STATES TREAS SEC STRIPPED INT PMT00522 11-15-2029 (UNDDATE) REG

   14,818.90    11,362.50

UNITED STATES TREAS SEC STRIPPED INT PMT02-15-2019 (UNDDATE) REG

   30,655.25    34,730.45

UNITED STATES TREAS SEC STRIPPED INT PMT08-15-2011 (UNDDATE) REG

   29,738.50    49,304.70

UNITED STS OIL & GAS CORP COM STK

   4,008.95    2,050.00

UNITED STS STL CORP NEW COM

   148,878.11    209,456.00

UNITED STS STL CORP NEW COM

   200,973.12    244,725.03

UNITED STS STL CORP NEW COM

   223,486.59    369,304.00

UNITED TECHNOLOGIES CORP COM

   428,802.30    540,426.26

UNITED TECHNOLOGIES CORP COM

   502,778.74    569,788.84

UNITED TECHNOLOGIES CORP COM

   789,069.99    1,769,955.00

UNITED TECHNOLOGIES CORP COM

   927,266.08    992,563.00

UNITED TECHNOLOGIES CORP UNITED TECH CORP 5.375 DUE 12-15-2017/12-07-2007 BEO

   10,368.40    10,714.46

UNITED WESTN BANCORP INC COM STK

   7,401.97    2,760.00

UNITEDHEALTH GROUP 4.875% DUE 02-15-2013

   4,950.46    5,253.75

UNITEDHEALTH GROUP 4.875% DUE 02-15-2013

   79,160.80    83,701.12

UNITEDHEALTH GROUP 4.875% DUE 04-01-2013

   78,902.40    83,833.60

UNITEDHEALTH GROUP INC COM

   151,556.59    155,545.72

UNITEDHEALTH GROUP INC COM

   256,899.84    286,512.00

UNITEDHEALTH GROUP INC COM

   530,102.58    487,680.00

UNITEDHEALTH GROUP INC COM

   645,017.44    733,897.44

UNITEDHEALTH GROUP INC COM

   699,448.03    963,168.00

UNITIL CORP COM

   2,684.92    2,618.18

UNITRIN INC COM

   8,724.61    12,482.97

UNITRIN INC COM

   39,770.82    39,690.00

UNITRIN INC SR NT 6% DUE 05-15-2017/05-11-2007

   8,310.00    8,993.46

UNIVERSAL ACCESS GLOBAL HLDGS INC COM NEW STK

   6,455.42    0.00

UNIVERSAL DETECTION TECHNOLOGY COM NEW STK

   9,791.55    45.02

UNIVERSAL ENERGY CORP DEL COM NEW STK

   6,509.95    1.00

UNIVERSAL FST PRODS INC COM

   1,847.71    1,546.02

UNIVERSAL FST PRODS INC COM

   123,171.69    128,835.00

UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT

   3,501.05    3,203.00

UNIVERSAL POTASH CORP COM STK

   2,499.85    60.00

UNIVERSAL PWR CORP COM STK

   1,598.15    1,507.00

UNIVERSAL TRAVEL GROUP COM NEW STK

   12,573.24    10,596.30

UNUM GROUP

   4,938.70    4,880.00

UNUM GROUP

   235,275.52    175,758.08

UNVL AMERN FINL CORP COM

   60,588.54    63,180.00

UNVL CORP VA COM

   6,822.87    6,750.28

UNVL EXPRESS INC COM

   1,429.85    0.00

UNVL GUARDIAN HLDGS INC COM

   3,428.68    10.00

UNVL HEALTH SERVICES INC CL B COM

   19,576.03    19,833.33


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

UNVL HEALTH SERVICES INC CL B COM

   185,998.20      213,500.00   

UNVL HEALTH SERVICES INC CL B COM

   205,648.56      219,600.00   

UNVL HEALTH SERVICES INC CL B COM

   268,929.47      280,600.00   

UNY CO JPY50 (8270)

   68,495.40      67,087.29   

UPLIFT NUTRITION INC COM STK

   93,699.85      35,070.00   

UPM-KYMMENE CORP NPV

   132,759.16      131,927.31   

UPSNAP INC COM

   2,662.95      15.00   

UQM TECHNOLOGIES INC COM

   10,911.57      19,241.65   

URACAN RES LTD COM STK

   68,939.53      54,544.08   

URANERZ ENERGY CORP COM STK

   109,585.63      69,208.10   

URANIUM ENERGY CORP COM

   51,387.26      57,267.00   

URANIUM HUNTER CORP COM STK

   759.95      10.00   

URANIUM ONE INC COM

   97,315.49      62,421.89   

URANIUM PARTN CORP COM

   12,887.91      7,579.78   

URANIUM RES INC COM PAR $0.001 COM PAR $0.001

   119,776.32      54,522.93   

URBAN OUTFITTERS INC COM

   14,772.60      18,649.67   

URBAN OUTFITTERS INC COM

   390,418.23      524,150.20   

UR-ENERGY INC COM

   69,307.60      58,989.99   

UROPLASTY INC COM NEW

   94,002.30      73,500.00   

URS CORP NEW COM

   6,619.56      6,678.00   

URS CORP NEW COM

   396,775.75      404,063.52   

URSTADT BIDDLE PPTYS INC SR PFD STK SER D 7.5%

   0.00      950.00   

US BANCORP

   89,970.15      102,190.85   

US BANCORP

   131,126.57      135,060.00   

US BANCORP

   437,364.51      418,686.00   

US BANCORP

   1,213,038.97      1,170,835.14   

US BANCORP DEL DEPOSITARY SHS REPSTG 1/1000TH PFD SER B

   8,233.95      10,265.00   

US CENTRAL FEDERAL CRED 1.9 DUE 10-19-2012

   419,731.20      419,671.56   

US ENERGY INITIATIVES CORP COM STK

   1,515.30      120.00   

US FARMS INC COM NEW STK

   1,365.40      21.50   

US NATURAL GAS FUND LP COM STK CALL OPT EXP 4/17/10 PR $13 PER SH

   0.00      (102.00

US TREAS BDS 0 TREAS NT 15/11/2039 USD1000 4.375 DUE 11-15-2039 REG

   571,740.78      555,169.04   

US TREAS BDS INFL IX 2.375 DUE 01-15-2027 REG

   27,675.81      30,475.14   

US TREAS BDS INFLATION INDEXED 3.625 DUE4-15-2028 REG

   350,141.02      512,111.46   

US TREAS BILLS 02-11-2010 DTD 00486

   1,499,941.67      1,499,944.50   

US TREAS INFL INDEXED BONDS 2.375 DUE 01-15-2025 BEO

   10,796.05      12,107.80   

US TREAS INFL IX NT 2.375 DUE 04-15-2011REG

   64,478.34      67,295.58   

US TREAS NTS 2.625 DUE 12-31-2014 REG

   1,006,075.40      997,110.00   

US TREAS NTS INDEX LINKED 2.00 DUE 01-15-2016 REG

   19,413.18      23,011.48   

US TREAS NTS INFL IX 2 DUE 04-15-2012 REG

   52,129.70      55,661.40   

US TREAS NTS INFL IX 2.375 DUE 01-15-2017 REG

   14,559.26      16,214.62   

US TREAS NTS INFLATION INDEXED 2.00 DUE 07-15-2014 REG

   53,523.33      60,763.00   

US TREAS NTS TREAS INFL INDEXED NOTES 2 DUE 01-15-2014 REG

   5,173.82      6,186.87   

US TREAS SEC 4.5 DUE 08-15-2039 REG

   623,079.81      566,859.52   

USA MOBILITY INC COM STK

   42,370.64      38,697.74   

USANA HEALTH SCIENCES INC CDT-SHS

   5,228.80      5,167.80   

USB CAP VI GTD TR PFD SECS

   2,454.95      2,140.00   

USB CAP XI GTD TR PFD SECS 6.60

   6,980.14      7,254.00   

USCORP COM NEW

   2,938.80      875.00   

USEC INC COM

   324,401.96      283,321.50   

USFREIGHTWAYS CORP 8.5% DUE 04-15-2010

   5,495.00      3,900.00   

USG CORP COM NEW

   133,167.01      71,655.00   

USG CORP SR NT 6.3 DUE 11-15-2016 REG

   13,087.89      14,240.00   

U-STORE-IT TR COM

   68,702.06      93,696.00   

UTD CMNTY BKS INC BLAIRSVILLE GA CTF DEPDTD 08/27/2008 ACT/365 4.3 08-27-2010

   50,000.00      50,000.00   

UTD MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 6.75 DUE 09-27-2034 REG

   124,917.93      128,710.00   

UTD O/S BANK NPV

   288,970.92      347,900.85   

UTD RENTALS INC COM

   984.95      490.50   

UTD STATES TREAS NTS INFLATION-INDEXED NT 4.350325 DUE 01-15-2011 BEO

   30,405.65      32,205.73   

UTD STATIONERS INC COM

   55,249.50      56,850.00   

UTD STATIONERS INC COM

   138,564.76      159,180.00   

UTD THERAPEUTICS CORP DEL COM STK

   57,097.11      63,180.00   

UTD THERAPEUTICS CORP DEL COM STK

   268,975.76      300,105.00   

UTI WORLDWIDE INC ORD NPV

   1,928.95      1,432.00   

UTI WORLDWIDE INC ORD NPV

   44,454.58      52,984.00   

UTSTARCOM INC COM

   266.52      328.50   

UWINK INC DEL COM STK

   433.15      13.33   

UYM+BJ

   (437.28   (475.00

V F CORP COM

   22,491.63      23,369.86   

V F CORP COM

   90,701.73      173,432.32   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value  

V F CORP COM

   926,315.58    900,852.00   

VA ELEC & PWR CO 1999 SER A SR NT LIQUIDS PRFD STK

   0.00    7,801.58   

VA PWR CAP TR I TR PFD SECS 8.05

   0.00    210.90   

VAALCO ENERGY INC COM NEW COM NEW

   59,072.79    50,882.65   

VAIL RESORTS INC COM

   4,485.16    3,780.00   

VAL NATL BANCORP COM

   320,051.20    347,598.00   

VALASSIS COMMUNICATIONS INC COM

   169.74    164.34   

VALASSIS COMMUNICATIONS INC COM

   90,056.00    93,126.00   

VALASSIS COMMUNICATIONS INC COM

   139,343.96    189,904.00   

VALE OVERSEAS LTD VALE OVERSEAS 6.875 1121 36 6.875% DUE 11-21-2036 BEO

   95,932.17    99,916.10   

VALEANT PHARMACEUTICALS INTL COM STK

   1,276.54    1,589.50   

VALENCE TECHNOLOGY INC COM

   9,208.95    9,100.00   

VALEO EUR3

   169,038.16    401,493.29   

VALERO ENERGY CORP 4.75% DUE 06-15-2013

   2,867.46    3,058.65   

VALERO ENERGY CORP COM STK NEW

   268,465.90    221,467.76   

VALERO ENERGY CORP COM STK NEW

   313,959.79    266,325.00   

VALERO ENERGY CORP COM STK NEW

   404,839.82    256,275.00   

VALIDUS HOLDING LTD COM STK USD0.175

   5,166.95    5,388.00   

VALLEY FORGE COMPOSITE TECHNOLOGIES INC COM

   23.03    82.00   

VALLOUREC(USIN A T EUR4

   92,126.99    93,125.02   

VALLOUREC(USIN A T EUR4

   115,012.24    212,077.67   

VALMONT INDS INC COM

   14,815.57    17,730.64   

VALUECLICK INC COM STK ISIN#US92046N1028

   52,166.80    21,454.40   

VAN KAMPEN MUN TR AUCTION PFD SER B

   0.00    25,080.27   

VANDA PHARMACEUTICALS INC COM

   12,739.21    11,250.00   

VANDERBILT MTG & FIN INC 1997B MFD HSG SR/SUB PASSTHRU IB-2 8.155 10-07-26 BEO

   15,586.84    12,791.05   

VANDERBILT MTG & FIN INC 1997C MFD HSG SR/SUB PASSTHRU IB-2 7.83 08-07-2027 REG

   17,257.67    13,174.61   

VANDERBILT MTG & FIN INC SER 2000B CL IB-2 9.25 DUE 07-07-2030 REG

   121,261.07    96,493.44   

VANGUARD EMERGING MARKETS ETF

   1,300,669.34    1,412,519.33   

VANGUARD INDUSTRIALS ETF

   3,375.04    3,759.56   

VANGUARD NAT RES LLC COM UNIT REPSTG LTDLIABLITY CO INTS

   137,785.62    160,045.44   

VANSTAR FING TR PFD CONV TR SECS

   0.00    960.00   

VAR RT DUE 03-20-2010

   84,000.00    97,169.67   

VARIAN MEDICAL SYSTEMS INC

   21,717.12    22,347.45   

VARIAN MEDICAL SYSTEMS INC

   165,503.33    163,975.00   

VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM

   343,224.78    469,310.40   

VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM

   393,045.42    513,084.00   

VASCO DATA SEC INTL INC COM

   42,286.21    18,953.04   

VASCULAR SOLUTIONS INC COM

   31,617.11    28,526.00   

VASOMEDICAL INC COM

   180.05    60.00   

VAXGEN INC COM NEW

   3,348.20    306.25   

VCA ANTECH INC COM STK

   208,237.79    228,516.40   

VCG HLDG CORP COM STK

   453.96    104.50   

VECTOR GROUP LTD COM STK

   27,185.01    24,597.76   

VEECO INSTRS INC DEL COM

   75,754.50    99,120.00   

VELOCITY EXPRESS CORP COM PAR NEW STK

   924.47    35.00   

VENTAS INC REIT

   98,542.76    188,082.00   

VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPSR NT 2012 9 5-1-12/4-30-12 BEO

   10,000.00    10,450.00   

VERASUN ENERGY CORP COM

   1,446.77    2.52   

VERENIUM CORP COM NEW COM NEW

   9,216.69    4,873.50   

VERIFONE HLDGS INC COM

   6,401.62    8,026.20   

VERIFONE HLDGS INC COM

   118,586.05    139,230.00   

VERIFONE HLDGS INC COM

   303,479.78    340,704.00   

VERIFONE HLDGS INC COM

   855,152.17    1,221,948.00   

VERIGY LTD ORD SHS

   16,251.55    7,523.10   

VERISIGN INC COM

   126,015.26    128,472.00   

VERISIGN INC COM

   982,270.09    1,064,136.00   

VERIZON COMMUNICATIONS CALL OPTION W/STK $35.00 PER SHARE 01/16/2010

   0.00    (4.00

VERIZON COMMUNICATIONS COM

   901,624.95    958,910.51   

VERIZON COMMUNICATIONS COM

   2,448,204.95    2,560,220.14   

VERIZON COMMUNICATIONS INC BD 5.5 DUE 04-01-2017/03-31-2017 BEO

   10,399.69    10,558.63   

VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 4/17/10 PR $32 PER SH

   0.00    (510.00

VERIZON COMMUNICATIONS INC NT 4.35% DUE 02-15-2013/02-12-2008 BEO

   39,448.00    41,840.92   

VERIZON COMMUNICATIONS INC NT 8.95% DUE 03-01-2039 BEO

   146,224.50    202,958.10   

VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO

   123,041.95    121,529.24   

VERIZON WIRELESS 5.25% DUE 02-01-2012

   498,365.00    530,312.50   

VERIZON WIRELESS 8.5% DUE 11-15-2018

   19,801.20    24,807.64   

VERMILION ENERGY TRUST UNITS

   11,747.70    13,915.85   

VERMILLION INC COM NEW STK

   4,414.76    6,862.50   

VERMONT PURE HLDGS LTD NEW COM

   7,023.44    6,360.00   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

VERSANT CORP COM NEW COM NEW

   24,306.21    23,820.86

VERSAR INC COM

   16,198.79    6,100.00

VERTEX PHARMACEUTICALS INC COM

   18,274.16    23,567.50

VERTICAL COMPUTER SYS INC COM NEW

   6,450.97    4,872.00

VERTRO INC COM

   3,008.95    2,100.00

VESTAS WIND SYSTEM DKK1

   775,464.11    540,336.07

VIACOM INC NEW CL A

   2,951.95    3,150.00

VIACOM INC NEW CL B

   20,375.61    30,921.94

VIACOM INC NEW CL B

   24,320.40    23,784.00

VIACOM INC NEW CL B

   599,582.33    492,745.02

VIASPACE INC COM STK

   1,473.19    121.90

VICTORY ENERGY CORP COM NEW COM NEW

   1,010.95    4.13

VILLAGE SUPER MKT INC CL A NEW CL A NEW

   5,263.63    5,464.00

VION PHARMACEUTICALS INC COM NEW STK

   95.66    9.45

VIPER NETWORKS INC COM

   116.95    5.40

VIPER RES INC NEV COM

   1,636.24    289.20

VIRAGEN INC COM NEW

   5,411.19    0.00

VIRAL GENETICS INC DEL COM

   1,094.30    754.60

VIRGINIA MINES INC COM STK

   30,937.68    48,239.91

VIROPHARMA INC COM STK

   40,009.33    39,105.79

VISA INC COM CL A STK

   937,990.14    1,178,915.41

VISA INC COM CL A STK

   1,061,654.98    1,067,012.00

VISA INC COM CL A STK

   1,133,936.96    1,661,740.00

VISHAY INTERTECHNOLOGY INC COM STK

   13,929.17    16,700.00

VISHAY INTERTECHNOLOGY INC COM STK

   565,512.01    619,352.90

VISION-SCIENCES INC DEL COM STK

   822.81    246.60

VISTA GOLD CORP REORGANIZATION SHS COM STK

   76,003.87    73,745.00

VISTAPRINT NV COM USD0.001

   31,910.10    34,789.24

VISTAPRINT NV COM USD0.001

   169,874.58    324,095.20

VISTEON CORP COM

   17.74    2.60

VISTEON CORP NT 8.25 DUE 08-01-2010 BD IN DEFAULT

   8,935.00    2,550.00

VITESSE SEMICONDUCTOR CORP COM

   3,742.37    1,019.20

VIVENDI SA EUR5.50

   476,754.53    415,604.15

VIVENDI SA EUR5.50

   528,859.12    544,081.86

VIVUS INC COM

   115,364.41    110,308.00

VMWARE INC CL A COM CL A COM

   37,098.15    38,692.94

VODAFONE GROUP ORD USD0.11428571

   229,369.79    241,635.40

VODAFONE GROUP ORD USD0.11428571

   1,305,769.10    1,202,549.80

VOEST-ALPINE AG NPV

   91,474.88    89,301.89

VOIP INC COM NEW STK

   3,601.45    0.00

VOLCANO CORP COM STK

   3,485.74    4,345.00

VOLCOM INC COM

   36,176.10    40,276.44

VOLTERRA SEMICONDUCTOR CORP COM

   2,610.61    3,346.00

VOLTERRA SEMICONDUCTOR CORP COM

   343,102.86    367,104.00

VONAGE HLDGS CORP COM

   43,272.30    38,430.00

VORNADO RLTY TR COM

   340,791.02    303,189.90

VORNADO RLTY TR PFD SER E 7%

   2,536.95    2,332.00

VORNADO RLTY TR PFD SER I 6.625%

   0.00    0.00

VSE CORP COM

   1,077.39    1,758.12

VULCAN MATERIALS CO COM

   33,133.25    34,989.05

VULCAN MATERIALS CO COM

   171,301.06    126,408.00

VULCAN MATERIALS CO COM

   175,704.86    173,811.00

VULCAN MATERIALS CO COM

   461,623.08    579,370.00

VYTERIS INC FORMERLY VYTERIS HLDGS NEV INC TO 05/02/2007 COM NEW COM NEW

   654.97    15.30

W & T OFFSHORE INC COM

   53,036.28    53,696.88

WA MUT FIN CORP SR NT 6.875 DUE 05-15-2011 BEO

   9,535.00    10,514.35

WA MUT INC UNIT TR PFD INC EQTY REDEMABLE SECS PIERS CAP TR & 1WT EXP

   1,202.28    3,300.00

WA MUT INVS FD INC (FOR NTSI USEONLY)DO NOT USE SEE 2901111

   762.36    107,892.89

WA REAL ESTATE INVT TR SH BEN INT

   15,599.55    15,689.59

WABASH NATL CORP COM

   3,509.38    3,780.00

WABCO HLDGS INC COM STK

   6,792.39    7,272.78

WABTEC CORP COM

   5,035.41    4,784.45

WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 04-04-2006 0 04-01-2011

   10,000.00    10,000.00

WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 09/30/2008 ACT/365 4.25 09-30-2010

   100,000.00    100,000.00

WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 09/30/2008 ACT/365 5.05 09-30-2013

   34,000.00    34,000.00

WACHOVIA BK N A CHARLOTTE N C DTD 09-30-2008 3.55 C/D 09-30-2009

   95,000.00    0.00

WACHOVIA CAP TR III FXD-FLTG RATE BD DUE 08-29-2049 REG

   80,100.50    61,200.00

WACHOVIA CAP TR IV GTD TR PFD SECS

   9,568.45    11,045.00

WACHOVIA CORP 5.75% DUE 02-01-2018

   211,091.03    219,149.28

WACHOVIA CORP NEW 5.625% DUE 10-15-2016

   163,811.20    204,498.40


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU 4.05 03-19-2010

   120,000.00      120,788.40

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU 4.25 09-20-2010

   150,000.00      153,468.00

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU D 505 09-19-2013

   90,000.00      96,363.90

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 06-11-2008 4.7 06-11-2013

   10,000.00      10,000.00

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 09-30-2008 5.05 09-30-2013

   30,000.00      30,000.00

WACHOVIA PFD FDG CORP PERP PFD SECS SER A 7.25%

   3,434.95      2,778.75

WACKER CHEMIE AG NPV(BR)

   115,873.12      120,168.73

WADDELL & REED FINL INC CL A COM

   131,137.48      243,098.40

WALGREEN CO COM

   235,184.29      238,680.00

WALGREEN CO COM

   313,938.01      337,771.60

WALGREEN CO COM

   536,499.99      987,768.00

WALMART STORES COM STK CALL OPT EXP 03/20/10 PR $57.50 PER SH

   (185.83   0.00

WAL-MART STORES INC COM

   164,183.22      172,109.00

WAL-MART STORES INC COM

   263,138.81      293,975.00

WAL-MART STORES INC COM

   497,309.76      518,465.00

WAL-MART STORES INC COM

   943,221.61      919,340.00

WAL-MART STORES INC COM

   949,173.98      997,287.20

WAL-MART STORES INC COM

   1,206,063.89      1,245,385.00

WAL-MART STORES INC COM

   1,750,739.37      3,105,445.00

WAL-MART STORES INC NT 5.8 DUE 02-15-2018 REG

   27,993.04      28,065.08

WALT DISNEY CO

   244,603.40      301,612.80

WALT DISNEY CO

   339,942.24      387,999.75

WALT DISNEY CO

   478,303.31      624,618.00

WALT DISNEY CO

   1,135,382.31      1,638,300.00

WALTER ENERGY INC

   23,386.59      26,987.19

WALTER INVT MGMT CORP

   42.93      42.99

WAR EAGLE MNG INC COM NEW

   3,292.95      267.20

WARNER CHILCOTT PLC COM

   20,639.60      23,402.34

WARNING MODEL MGMT LLC COM

   15,390.78      0.00

WARREN RES INC COM

   1,207.70      245.00

WARRIOR ENERGY N.V COM STK

   4,061.95      128.80

WASH POST CO CL B COM

   9,729.97      5,275.20

WASH POST CO CL B COM

   118,189.98      65,060.80

WASH POST CO CL B COM

   206,094.40      219,800.00

WASH POST CO CL B COM

   224,089.80      219,800.00

WASHINGTON MUT BK HENDERSON NEV CTF DEP DTD 04-18-2007 5.1 04-18-2017

   10,000.00      10,000.00

WASHINGTON MUT BK HENDERSON NEV DTD 07-18-2007 5.25 C/D 07-16-2010

   96,000.00      98,166.72

WASHINGTON MUT INC 7.75% NON CUMULATIVE PERP CONV PFD CONV PFD

   261,429.47      488,454.10

WASHINGTON MUT INC 8.25% DUE 12-31-2040

   8,287.50      9,000.00

WASHINGTON MUT INC DEPOSITARY SHS REPSTG1/40000 PERP PFD

   3,634.16      8,000.00

WASHINGTON MUTUAL INC

   601,657.50      453,411.36

WASTE MGMT INC DEL COM STK

   117,873.23      132,606.91

WASTE MGMT INC DEL COM STK

   434,398.84      503,769.00

WASTE MGMT INC DEL COM STK

   532,507.05      453,966.87

WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO

   89,633.70      93,227.76

WATERS CORP COM

   53,090.62      65,119.96

WATERS CORP COM

   83,287.93      123,920.00

WATERS CORP COM

   107,927.13      167,292.00

WATSCO INC COM

   3,558.60      4,898.00

WATSCO INC COM

   223,058.15      236,083.60

WATSON PHARMACEUTICALS INC COM

   551.79      792.20

WATSON PHARMACEUTICALS INC COM

   117,451.19      118,830.00

WATSON PHARMACEUTICALS INC COM

   176,072.77      237,660.00

WATSON PHARMACEUTICALS INC COM

   354,660.08      538,696.00

WATTS WTR TECHNOLOGIES INC

   1,845.46      1,855.20

WATTS WTR TECHNOLOGIES INC

   48,852.48      49,472.00

WAVE SYS CORP CL A NEW STK

   2,077.45      2,130.00

WD 40 CO COM STK

   43,930.61      50,971.17

WEATHERFORD INTL LTD

   175,895.82      184,974.48

WEB COM GROUP INC COM

   12,506.59      6,915.27

WEBMD HEALTH CORP COMMON STOCK

   3,708.95      3,849.00

WEIGHT WATCHERS INTL INC NEW COM

   33.03      35.93

WEIGHT WATCHERS INTL INC NEW COM

   1,468,830.76      1,035,180.00

WEIS MKT INC COM

   4,400.95      4,363.20

WELLCARE HLTH PLANS INC COM

   5,649.11      9,741.40

WELLCARE HLTH PLANS INC COM

   63,426.61      47,788.00

WELLCARE HLTH PLANS INC COM

   157,626.56      150,348.40

WELLMAN INC COM

   10,646.13      0.00

WELLPOINT INC COM

   98,553.09      112,208.25


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value  

WELLPOINT INC COM

   229,054.63      238,989.00   

WELLPOINT INC COM

   331,900.26      384,714.00   

WELLPOINT INC COM

   465,876.80      577,071.00   

WELLPOINT INC COM

   487,668.78      728,625.00   

WELLPOINT INC COM

   678,301.48      723,903.51   

WELLPOINT INC NT 5% DUE 01-15-2011/01-10-2006 BEO

   4,645.15      5,185.70   

WELLPOINT INC NT 7% DUE 02-15-2019 REG

   39,936.00      44,737.12   

WELLPOINT INC WELLPOINT INC 5.875 20170615 5.875 DUE 06-15-2017 BEO

   9,924.60      10,302.52   

WELLS FARGO & CO COM STK CALL OPT EXP 1/16/10 PR $29 PER SH

   (228.04   (76.00

WELLS FARGO & CO NEW BD 4.875% DUE 01-12-2011 BEO

   10,255.00      10,380.68   

WELLS FARGO & CO NEW COM STK

   51,236.64      48,582.00   

WELLS FARGO & CO NEW COM STK

   410,049.88      492,567.50   

WELLS FARGO & CO NEW COM STK

   669,161.85      650,459.00   

WELLS FARGO & CO NEW COM STK

   1,058,267.34      1,121,142.39   

WELLS FARGO & CO NEW COM STK

   1,573,053.32      929,751.52   

WELLS FARGO & CO NEW COM STK

   4,261,748.99      3,756,117.33   

WELLS FARGO & CO NEW DEP SHS SER J

   34,546.89      51,143.00   

WELLS FARGO & CO NEW SUB GLOBAL NT 6.375% DUE 08-01-2011 BEO

   86,430.55      90,552.97   

WELLS FARGO CAP IX TR ORIGINATED PFD SECS 5.625 TOPRS

   2,291.32      2,103.00   

WELLS FARGO CAP X 5.95% DUE 12-15-2086

   99,900.00      87,000.00   

WELLS FARGO CAP XII ENHANCED TR PFD SECSTRUPS PFD STK

   96,769.60      97,546.00   

WELLS FARGO CAP XV C CRF WFC DUE 12-29-2044/09-26-2017 BEO

   100,000.00      107,000.00   

WELLS FARGO FINL INC NT DTD 04/18/2002 6.125% DUE 04-18-2012 BEO

   9,822.50      10,711.19   

WELLSTONE FILTERS INC COM PAR $0.001 COMSTK

   52,834.23      3.40   

WENDYS / ARBYS GROUP INC COM STK

   32,229.07      30,675.98   

WERNER ENTERPRISES INC COM

   69,511.30      61,349.00   

WERNER ENTERPRISES INC COM

   131,390.16      130,614.00   

WESCO FNCL CORP CAP

   2,313.87      2,058.00   

WESCO INTL INC COM

   1,737.84      2,241.83   

WESCO INTL INC COM

   367,348.61      256,595.00   

WEST CANYON ENERGY CORP COM NEW COM NEW

   3,874.86      30.00   

WEST TIMMINS MINING INC COM

   2,652.95      0.00   

WESTELL TECHNOLOGIES INC CL A

   492.94      360.00   

WESTERN COPPER CORP COM

   759.60      156.43   

WESTERN METALS COM STK

   68,685.75      0.00   

WESTERN STD ENERGY CORP COM

   2,120.95      118.80   

WESTERN UNION CO

   92,878.98      98,516.06   

WESTERN UNION CO

   111,942.24      101,601.50   

WESTERN UNION CO

   268,042.64      355,039.75   

WESTERN UNION CO

   563,407.58      664,010.10   

WESTERN WIND ENERGY CORP COM

   6,045.85      8,976.00   

WESTJET AIRLS LTD LTD VAR STG SHS COM STK

   110,593.63      178,476.21   

WESTLAKE CHEM CORP SR NT 6.625% DUE 01-15-2016/01-15-2011 REG

   6,980.85      6,693.75   

WESTN CORP FED CR 1.75% DUE 11-02-2012

   179,775.00      179,191.80   

WESTN DIGITAL CORP COM

   81,949.52      118,763.50   

WESTN DIGITAL CORP COM

   148,957.83      463,575.00   

WESTN DIGITAL CORP COM

   167,252.75      269,315.00   

WESTN REFNG INC COM

   173,040.13      93,967.62   

WESTPAC BKG CORP 2.25% DUE 11-19-2012

   499,580.00      498,821.00   

WESTPOINT STEVENS INC SR NT 7.875 DUE 06-15-2008 BEO

   3,239.00      0.00   

WESTPORT INNOVATIONS INC COM STK

   740.21      1,158.00   

WEX PHARMACEUTICALS INC COM

   16,041.70      1,888.80   

WEYERHAEUSER CO COM

   6,803.98      7,549.46   

WEYERHAEUSER CO COM

   287,600.19      248,055.00   

WGL HLDGS INC COM

   3,715.69      3,580.56   

WHARF(HLDGS) HKD1

   74,406.03      85,774.63   

WHIRLPOOL CORP COM

   11,945.57      14,357.48   

WHIRLPOOL CORP COM

   115,890.40      164,465.74   

WHITE ELECTR DESIGNS CORP COM

   278,238.22      294,069.90   

WHITE MOUNTAINS INSURANCE GROUP WHITE MOUNTAIN COM STOCK

   8,853.36      8,723.34   

WHITEHALL ENTERPRISES INC COM

   34,413.44      61.90   

WHITING USA TR I TR UNIT COM STK

   11,324.56      12,345.13   

WHITNEY HLDG CORP COM

   100.73      38.19   

WHITNEY HLDG CORP COM

   353,378.93      341,169.50   

WHOLE FOODS MKT INC COM

   178,548.95      297,009.00   

WHOLE FOODS MKT INC COM

   195,770.89      183,682.86   

WHOLE FOODS MKT INC COM

   251,734.13      104,310.00   

WHOLE FOODS MKT INC COM

   682,778.43      647,820.00   

WHOS YOUR DADDY INC COM NEW STK

   300,369.37      103,604.06   

WILDHORSE ENERGY LTD

   19,609.75      23,279.80   


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost    Current Value

WILEY JOHN & SONS INC CL A

   8,405.54    12,396.48

WILEY JOHN & SONS INC CL A

   100,602.06    125,640.00

WILLBROS GROUP INC COM

   1,293.20    1,687.00

WILLBROS GROUP INC COM

   57,215.08    97,846.00

WILLIAM HILL ORD GBP0.10

   808,112.03    261,592.69

WILLIAMS CO INC COM

   118,151.15    129,936.32

WILLIAMS CO INC COM

   302,675.93    335,172.00

WILLIAMS CO INC COM

   344,889.30    531,216.00

WILLIAMS COS INC 7.75 DUE 06-15-2031 BEO

   69,615.00    92,115.74

WILLIAMS COS INC 7.875 DUE 09-01-2021 BEO

   21,700.00    22,940.40

WILLIAMS COS INC 8.75% DUE 01-15-2020

   11,400.00    11,929.71

WILLIAMS COS INC DEB SER A 7.5% DUE 01-15-2031 BEO

   2,846.77    3,236.20

WILLIAMS CTLS INC COM NEW COM NEW

   3,800.35    2,367.00

WILLIAMS PARTNERS L P COM UNIT LTD PARTNERSHIP INT

   12,299.85    12,268.00

WILLIAMS PIPELINE PARTNERS L P COM UNIT REPSTG LTD PARTNER INTS

   1,569.30    2,380.00

WILLIS LEASE FIN CORP COM

   932.95    1,500.00

WILMAR INTERL LTD NPV

   118,162.51    145,219.93

WILMINGTON TR CORP NEW COM

   419,356.48    169,058.00

WILSHIRE BANCORP INC COM

   1,955.96    1,187.55

WIND PWR HLDGS PFD SER A

   0.00    18,234.00

WINDSTREAM CORP COM STK

   106,913.90    127,520.50

WINDSTREAM CORP COM STK

   113,077.42    132,231.68

WINDSTREAM CORP SR NT 8.625 DUE 08-01-2016 BEO

   37,439.85    35,612.50

WINMARK CORP COM

   7,461.80    8,596.00

WINN DIXIE STORES INC COM NEW STK

   5,027.82    3,935.68

WINNEBAGO INDS INC COM

   26,042.65    24,400.00

WINTHROP RLTY TR SH BEN INT NEW SH BEN INT NEW

   4,212.79    2,172.00

WIRELESS RONIN TECHNOLOGIES INC COM STK

   42,377.10    33,210.00

WIS ENERGY COM

   139,197.44    159,456.00

WISDOMTREE DIVID EX-FINLS FD

   4,115.13    4,480.12

WISDOMTREE INTL DIVID EX-FINLS FD

   43,508.99    54,216.94

WI-TRON INC COM

   2,484.62    36.30

WITS BASIN PRECIOUS MINERALS INC COM STK

   7,848.85    2,886.00

WIZZARD SOFTWARE CORP NEW COM

   5,230.76    1,013.20

WMS INDS INC COM STK

   20,070.65    23,200.00

WMS INDS INC COM STK

   280,669.85    407,000.00

WOLSELEY GBP0.10

   312,359.96    322,083.15

WOLTERS KLUWER EUR0.12

   918,219.25    826,749.49

WOLVERINE WORLD WIDE INC COM

   2,955.07    2,876.85

WOLVERINE WORLD WIDE INC COM

   25,519.10    27,220.00

WOODWARD GOVERNOR CO COM

   1,264.65    1,288.50

WOODWARD GOVERNOR CO COM

   164,854.63    166,989.60

WORDLOGIG CORP COM STK

   84,535.88    13,750.00

WORLD ACCEP CORP S C NEW COM

   153,637.99    159,443.50

WORLD ACCESS INC (NEW)

   49,848.86    5.12

WORLD FUEL SERVICE COM STK USD0.01

   64,684.07    43,461.07

WORLD FUEL SERVICE COM STK USD0.01

   182,122.71    310,764.00

WORLD HEART CORP

   117,753.01    2,284.75

WORLD HLTH ALTERNATIVES INC COM

   1,925.86    2.21

WORLD HOCKEY ASSN CORP COM NEW STK

   4,613.85    345.00

WORLD SVGS BK FSB OAKLAND CAL CTF DEP 07-06-2007 5.3 07-06-2010

   23,000.00    23,000.00

WORLD SVGS BK FSB OAKLAND CALIF CTF DEP DTD 11-28-2007 4.6 11-29-2010

   100,000.00    103,070.00

WORLD WRESTLING ENTMNT

   4,743.87    4,250.70

WORLDGATE COMMUNICATIONS INC COM ISIN US98156L3078

   29,911.28    20,925.00

WORLDSPACE INC CL A CL A COM STK

   1,037.90    143.00

WORTHINGTON INDS INC COM

   5,031.75    5,273.90

WP STEWART CO LTD NEW

   7,426.10    819.00

WPP PLC ORD GBP0.10

   352,316.42    439,421.44

WPP PLC ORD GBP0.10

   1,103,311.24    902,718.11

WRT ENERGY CORP CONV PFD STK

   0.00    31.04

WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO

   109,253.10    114,705.58

WYNDHAM WORLDWIDE CORP COM STK

   10,902.00    19,121.16

WYNDHAM WORLDWIDE CORP COM STK

   181,502.90    99,801.16

WYNN RESORTS LTD COM

   76,029.00    104,814.00

WYNN RESORTS LTD COM

   368,960.91    341,227.80

XCEL ENERGY INC COM

   74,316.44    80,008.63


Table of Contents

SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2009

 

Identity of Issue/Description of Investment

   Historical Cost     Current Value

XCEL ENERGY INC COM

   282,163.07      265,356.10

XENONICS HLDGS INC COM STK

   46,202.51      16,363.87

XEROX CORP COM

   57,713.19      58,836.89

XEROX CORP COM

   328,159.46      423,846.00

XEROX CORP COM

   355,784.17      200,129.76

XEROX CORP COM

   473,271.45      393,390.00

XILINX INC COM

   17,018.01      18,273.53

XILINX INC COM

   278,280.05      190,456.00

XL CAP LTD COM STK

   8,214.24      0.00

XL CAP LTD COM STK

   16,688.99      29,328.00

XL CAP LTD COM STK

   27,998.10      27,495.00

XL CAP LTD COM STK

   401,762.83      172,302.00

XLE+DW

   (2,140.00   0.00

XM SATELLITE RADIO INC SR NT 9.75% DUE 05-01-2014/05-01-2009

   25,268.23      18,500.00

XOMA LTD COM BERMUDA

   13,715.72      6,813.30

XSTRATA CANADA COR NEW 2005 PRF CAD25 SER‘2’

   0.00      2,795.87

XSTRATA PLC ORD GBP

   511,012.69      504,459.35

XSUNX INC COM

   498,601.25      263,585.73

XTO ENERGY INC 6.75% DUE 08-01-2037

   9,655.00      11,778.92

XTO ENERGY INC COM

   488,015.49      739,827.00

XTO ENERGY INC COM

   608,242.59      671,504.44

XTO ENERGY INC SR NT 7.5 DUE 04-15-2012/04-14-2012 BEO

   29,624.88      28,990.83

XTO ENERGY INC XTO ENERGY INC 5.65% DUE 04-01-2016/03-30-2006 BEO

   147,520.50      163,939.80

XTREME OIL & GAS INC COM STK

   75.68      0.00

XYBERNAUT CORP COM

   32,422.70      0.00

XYRATEX (BERMUDA) LTD COM NPV

   24,568.95      26,620.00

YAHOO INC COM

   174,301.14      187,331.92

YAHOO INC COM

   1,513,996.38      543,672.00

YAMANA GOLD INC COM STK

   383,330.48      421,549.34

YAMATO KOGYO CO NPV

   66,661.48      64,707.74

YANGARRA RES LTD COM STK

   7,047.35      701.40

YELLOW ROADWAY CORP CONTINGENT SR NT CONV 5% DUE 08-08-2023/08-13-2010 REG

   2,730.00      1,407.50

YELLOWCAKE MNG INC COM

   2,255.04      38.22

YOHO RES INC

   25,864.33      9,638.88

YONGYE INTL INC COM STK

   8,616.70      5,691.00

YORA INTL INC COM NEW STK

   2,272.10      0.00

YOUBET COM INC

   1,872.39      3,340.68

YRC WORLDWIDE INC COM

   38,446.12      20,807.72

YTAC HOLDINGS INC SER A PFD STK

   0.00      500.00

YTB INTL INC CL A COM STK

   260,368.83      24,926.16

YTB INTL INC CL B CL B

   43.70      0.88

YUHE INTL INC COM STK

   2,718.95      4,725.00

YUKON GOLD CORP INC COM

   7,365.85      680.00

YUM BRANDS INC COM

   157,131.93      446,916.60

YUM BRANDS INC COM

   284,814.03      293,038.42

ZAGG INC COM STK

   8,393.52      5,880.00

ZALE CORP NEW COM STK

   2,440.22      1,360.00

ZAP COM NEW

   7,473.92      2,945.25

ZAREBA SYS INC COM

   3,010.35      2,537.74

ZEBRA TECHNOLOGIES CORP CL A

   923.56      1,105.65

ZEP INC COM STK

   363.23      311.76

ZHONE TECHNOLOGIES INC NEW COM STK

   258.58      170.39

ZHONGPIN INC COM STK

   29,762.17      33,561.50

ZIMMER HLDGS INC COM

   38,021.22      42,972.97

ZIMMER HLDGS INC COM

   213,831.21      348,749.00

ZIMMER HLDGS INC COM

   642,123.73      833,451.00

ZIMMER HLDGS INC COM

   1,190,426.69      1,194,022.00

ZION BANCORP COM STK CALL OPT EXP 08/22/09 PR $13 PER SH

   (836.61   0.00

ZION OIL & GAS INC COM STK

   141,805.26      214,214.00

ZIONS BANCORP COM

   95,535.69      87,244.00

ZIONS BANCORP COM

   187,242.19      48,754.00

ZIX CORP COM

   4,312.25      3,933.00

ZOLL MED CORP COM

   61,855.72      69,472.00

ZOLTEK COS INC COM

   66,230.03      64,125.00

ZOLTEK COS INC COM

   278,708.07      239,770.50

ZORAN CORP COM

   29,732.98      28,741.05

ZORAN CORP COM

   164,408.18      113,815.00

ZORAN CORP COM

   256,647.90      298,305.80

ZWEIG TOTAL RETURN FD INC COM

   112,100.42      99,949.82

ZYGO CORP COM

   6,792.84      6,730.00
          

Grand Total

   2,718,237,838.95      2,833,532,255.04
          

Reconciliation

         (in millions)

Investments per Statements of Net Assets Available for Benefits

     2,828

add: Pending trade receivables - net

     6
      

Asset per schedule of assets held for investment purposes (above)

     2,834
      


Table of Contents

SIGNATURES

The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

 

   United Airlines Pilot Directed Account Plan

Date: June 25, 2010

  

/s/ R. Douglas Rose

  

R. Douglas Rose

Member

Retirement and Welfare Administration Committee,

the Plan Administrator


Table of Contents

EXHIBIT INDEX

 

Exhibit No.

  

Description

    
23    Consent of Independent Registered Public Accounting Firm