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
UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN
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. |
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 Pronouncements—In 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 | ||||
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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 -
- 15 -
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 |
$ | (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
| 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
| 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 |
$ | (9,060.00 | ) | $ | 9,635.00 | ||
Page 3
| 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
| 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
| 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
| 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
| 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
| 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
| 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 |
$ | (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 |
$ | (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
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | ) |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
10,000.00 | 10,000.00 | ||||
| CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 09-17-2008 4.15 |
50,000.00 | 50,000.00 | ||||
| CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 11-09-2005 4.75 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | ) |
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 |
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 |
58,473.00 | 60,354.30 | |||
| GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00804 VAR RT DUE |
240,431.10 | 208,200.00 | |||
| GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00818 6.875 DUE |
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 |
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 |
49,975.00 | 51,250.00 | |||
| GENWORTH GLOBAL FDG TRS SECD MEDIUM TERMTRANCHE #TR 04 5.75 DUE |
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 |
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 |
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 |
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 |
10,000.00 | 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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
540,000.00 | 600,195.00 | ||
| MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00667 5.45 DUE |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | ) |
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 | ) |
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 | ) |
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 |
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 |
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 |
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 |
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 | ) |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | ) |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | ||||
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 | ||
EXHIBIT INDEX
| Exhibit No. |
Description |
|||
| 23 | Consent of Independent Registered Public Accounting Firm | |||