Form 11-K
Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM 11-K

 

 

 

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

For the fiscal year ended December 31, 2010

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:

United Continental Holdings, Inc.

77 W. Wacker Drive

Chicago, Illinois 60601

(312) 997-8000

 

 

 

Table of Contents

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

TABLE OF CONTENTS

 

 

     Page  

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

      1   

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

      2   

FINANCIAL STATEMENTS:

   

Statements of Net Assets Available for Benefits as of December 31, 2010 and 2009

      3   

Statement of Changes in Net Assets Available for Benefits for the
Year Ended December 31, 2010

      4   

Notes to Financial Statements as of December  31, 2010 and 2009, and for the
Year Ended December 31, 2010

      5–16   

SUPPLEMENTAL SCHEDULES–

      17   

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

      17   

Form 5500, Schedule H, Part IV, Line  4i—Schedule of Assets (Held at End of Year)
as of December 31, 2010

      22   

SIGNATURE

  
EXHIBIT   

The following exhibits are filed herewith:

   

Exhibit 23.1 Consent of Independent Registered Public Accounting Firm – Washington, Pittman  & McKeever, LLC

   

Exhibit 23.2 Consent of Independent Registered Public Accounting Firm – Deloitte  & Touche LLP

   

 

NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the

United Airlines Pilot Directed Account Plan

We have audited the accompanying statement of net assets available for benefits of the United Airlines Pilot Directed Account Plan (the “Plan”) as of December 31, 2010, and the related statement of changes in net assets available for benefits for the year then ended. 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 audit. The financial statements of the Plan as of and for the year ended December 31, 2009 were audited by other auditors whose report dated June 25, 2010 expressed an unqualified opinion on these statements.

We conducted our audit 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 audit 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 audit provides 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, 2010, and the changes in net assets available for benefits for the year then ended 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, 2010 and (2) assets (held at end of year) as of December 31, 2010 are presented for the purpose of additional analysis and are not a required part of the basic financial statements, but is 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 supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in our audit of the basic 2010 financial statements and, in our opinion, is fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.

 

/s/ Washington, Pittman & McKeever LLC

Chicago, Illinois

June 17, 2011

 

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the

United Airlines Pilot Directed Account Plan

We have audited the accompanying statement of net assets available for benefits of the United Airlines Pilot Directed Account Plan (the “Plan”) as of December 31, 2009. This financial statement is the responsibility of the Plan’s management. Our responsibility is to express an opinion on this financial statement based on our audit.

We conducted our audit 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 statement is 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 audit 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 statement, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audit provides a reasonable basis for our opinion.

In our opinion, such financial statement presents fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2009 in conformity with accounting principles generally accepted in the United States of America.

 

/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, 2010 AND 2009

(In millions)

 

 

     2010     2009  

ASSETS:

     

Participant-directed investments, at fair value

    $ 3,190      $ 2,799   

Contributions receivable

      —          12   

Pending trade receivables—net

      26        6   

Notes receivable from participants

      31        29   

Accrued income—net

      3        3   
                

Total assets

      3,250        2,849   
                

LIABILITIES:

     

Other liabilities

      (1 )      (2 ) 
                

Total liabilities

      (1 )      (2 ) 
                

NET ASSETS AVAILABLE FOR BENEFITS

    $ 3,249      $ 2,847   
                

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, 2010

(In millions)

 

 

ADDITIONS:

   

Contributions:

   

Employer contributions

    $ 123   

Participant contributions

      39   
        

Total contributions

      162   

Investment income:

   

Net appreciation in fair value of investments

      317   

Dividends and interest

      44   

Interest from participant loans

      2   
        

Net investment income

      363   
        

Total additions

      525   

DEDUCTIONS:

   

Benefits paid to participants

      (110 ) 

Administrative expenses

      (12 ) 

Other expenses

      (1 ) 
        

Total deductions

      (123 ) 
        

INCREASE IN NET ASSETS

      402   

NET ASSETS AVAILABLE FOR BENEFITS:

   

Beginning of year

      2,847   
        

End of year

    $ 3,249   
        

See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

NOTES TO FINANCIAL STATEMENTS

AS OF DECEMBER 31, 2010 AND 2009, AND FOR THE YEAR ENDED DECEMBER 31, 2010

 

 

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 (formerly the Plan Administrator) 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 the 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 2010. 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.

 

  •  

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 2010, the maximum amount is $5,500.

 

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  •  

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 from other qualified plans for the year ended December 31, 2010 were $433,648.

Participant Accounts—Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the contributions and an allocation of 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

 

  •  

Stable Value 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 United Continental Holdings, Inc. (“UCHI”) 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.

Notes Receivable from Participants—Active employees receiving regular pay from the Company may borrow from their Plan accounts. A loan may not exceed $50,000 minus active employees’ highest outstanding loan balance over the last 12 months or one-half of their Plan 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, 2010). Participants may only have one loan outstanding at any time. 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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Benefit Payment—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 the 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. 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.

 

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New Accounting Pronouncements—In September 2010, the Financial Accounting Standards Board (“FASB”) issued authoritative guidance that amends the classification, measurement and disclosure requirements for loans to participants by defined contribution pension plans. The revised guidance requires participant loans be classified as notes receivable from participants, which are segregated from plan investments and measured at their unpaid principal balance plus any accrued but unpaid interest. Additionally, fair value disclosures are no longer required for loans to participants. This guidance was effective for annual periods ending after December 15, 2010. The adoption of this guidance did not have a significant impact to the Plan.

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’s disclosures for the 2010 period reflect the prospective adoption of this guidance, except for the guidance related to disaggregation of Level 3 activity, which will be adopted in 2011.

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.

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.

Benefit Payments—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 $632,289 and $713,556 at December 31, 2010 and 2009, 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, 2010 and 2009, are as follows (in millions):

 

     2010      2009  

Frank Russell Short-Term Investment Fund (a)

      N/A       $ 449   

Schwab Money Market Fund

    $ 195       $ 185   

 

  (a) Not in excess of 5% at December 31, 2010

During the year ended December 31, 2010, 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

    $ 2   

Equity securities

      292   

Corporate and international bonds

      17   

Government securities and other fixed income instruments

      16   

Net gain on in-kind Schwab IBA benefit distributions

      (10 ) 
        

Total

    $ 317   
        

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, 2010, the investment managers were as follows:

 

Money Market Fund    -    Russell Trust Company
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
   -    Barrow, Hanley, Mewhinney & Strauss, LLC
   -    Russell Trust Company
Value Equity Fund    -    Dodge & Cox Incorporated
   -    Jacobs Levy Equity Management, Inc.
   -    MFS Institutional Advisors, Inc.
   -    Deprince, Race & Zollo, Inc.
   -    Snow Capital Management L.P.
   -    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
Stable Value Fund    -    Galliard Investment
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, 2010 and 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 2010 totaled $12,408,479.

The Plan invests in shares of UCHI common stock. UCHI is the parent company of United and, as such, investment activity related to UCHI 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 IRC. United and Plan management believe the Plan is currently designed and operated in accordance with applicable requirements of the IRC, 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

Generally accepted accounting principles in the United States of America have established 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.

Investments in Individual Brokerage Accounts and the UCHI 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.

Valuation of investment contracts is described in Note 9.

The following tables present the Trust’s investment assets and liabilities at fair value categorized in the different levels, as of December 31, 2010 and 2009. Assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

 

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     Investment Assets at Fair Value as of December 31,  2010  
(in millions)    Level 1      Level 2     Level 3      Total  

Assets:

           

Cash and cash equivalents - net of offsets

    $ 39       $ 3      $ —         $ 42   

Common Collective Trusts - Bond Funds

      —           178  (a)      —           178   

Common Collective Trusts - Equity Funds

      —           306  (b)      —           306   

Common Collective Trusts - Short Term Funds

      —           393  (c)      —           393   

Corporate and International Bonds

      —           40        —           40   

Equity Securities

      1,600         25        —           1,625   

Fixed Income - Asset-backed Securities

      —           11        1         12   

Fixed Income - Government Securities

      —           46        1         47   

Mutual Funds - Income/Bond Funds

      50         2        —           52   

Mutual Funds - Equity Funds

      269         —          —           269   

Synthetic Guaranteed Investment Contracts

      —           —          217         217   

Other

      —           —          9         9   
                                  

Total investment assets at fair value

    $ 1,958       $ 1,004      $ 228       $ 3,190   
                                  
     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 - Income/Bond Funds

      87         9        —           96   

Mutual Funds - Equity Funds

      328         —          —           328   

Other

      5         32        6         43   
                                  

Total investment assets at fair value

    $ 1,635       $ 1,156      $ 8       $ 2,799   
                                  

 

(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.

 

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The 2009 investment disclosures no longer reflect participant loans as an investment due to new accounting guidance described in Note 2.

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, 2010.

 

(in millions)    Equity
Securities		     Asset Backed
Securities		      Government
securities and
other fixed
income		     Synthetic GICs      Other      Total  

Fair value balance, January 1, 2010

    $ 1      $ —         $ 1      $ —         $ 6       $ 8   

Purchases, issuances, and settlements

      —          1         8        217         3         229   

Realized and unrealized gains / (losses)

      (1 )      —           —          —           —           (1 ) 

Transfer out of level 3

      —          —           (8 )      —           —           (8 ) 
                                                   

Fair value balance, December 31, 2010

    $ —        $ 1       $ 1      $ 217       $ 9       $ 228   
                                                   
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.    $ 1      $ —         $ —        $ —         $ —         $ 1   

Transfers in and transfers out of level categories is as of the end of the period.

The most significant addition to level 3 assets in 2010 was the purchase of synthetic guaranteed investment contracts (“GICs”), as defined below, for a total fair market value of $217 million. All synthetic GICs were classified as level 3 because the significant inputs used in the calculation of fair market value are not observable market data. The Other category, which has a fair market value of $9 million on December 31, 2010, primarily includes cash margin deposits held as collateral with various institutions for the financial futures. Transfers out of level 3 represent securities that were moved from level 3 to level 2 primarily because there was more reliable information available in 2010 for use as inputs in pricing these securities as compared to 2009. Also, there was a higher trading volume so the Plan was able to look at similar securities from a pricing perspective.

In addition to transfers in and out of level 3, the Plan moved securities worth approximately $59 million from level 1 to level 2 in 2010. These securities primarily consist of equities and common collective funds not traded in an active market. Based on the level assignment methodology for the other securities, the Plan classified these securities as level 2.

The Plan also moved securities worth approximately $52 million from level 2 to level 1 in 2010. This is because the market for these securities is considered an active market in 2010.

 

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9. SYNTHETIC GUARANTEED INVESTMENT CONTRACTS

The synthetic GICs are part of the Stable Value Fund (the “Fund”). The Fund primarily invests in traditional GICs and security-backed contracts (also called “synthetic GICs”) issued by insurance companies and other financial institutions. The contracts are fully benefit responsive and, as such, are required to be reported at fair value and reconciled to contract value in the Statements of Net Assets Available for Benefits as of December 31, 2010. For the year ended December 31, 2010 the fair value and contract value of the GICs were both $217 million. There were no synthetic GICs in the Plan in 2009.

A synthetic GIC is an investment contract issued by an insurance company or other financial institution, backed by a portfolio of bonds that are owned by the fund. The portfolio underlying the contract is maintained separately from the contract issuer’s general assets, usually by a third party custodian. The interest crediting rate of a security-backed contract is based on the contract value, and the fair value, duration, and yield to maturity of the underlying portfolio. These contracts typically allow for realized and unrealized gains and losses on the underlying assets to be amortized, usually over the duration of the underlying investments, through adjustments to the future interest crediting rate, rather than reflected immediately in the net assets of the fund. The issuer guarantees that all qualified participant withdrawals will be at contract value.

The fair value of the Stable Income Fund equals the sum of the market value of the underlying investments plus the fair value of the wrap contracts, which are calculated by discounting the difference between the contractual wrap fee and the market value of the rebid fee over the remaining duration of the contract.

The yield earned by the Fund at December 31, 2010 was 2.21%. This represents the annualized earnings of all investments in the Fund divided by the fair value of all investments in the Fund at December 31, 2010.

The yield earned by the Fund with an adjustment to reflect the actual interest rate credited to participants in the Fund at December 31, 2010 was 2.17%. This represents the annualized earnings credited to participants in the Fund divided by the fair value of all investments in the Fund at December 31, 2010. The synthetic GICs are designed to reset their respective crediting rates on a quarterly basis. The rate reset allows the contract value to converge with the fair value of the underlying portfolio over time, assuming the portfolio continues to earn the current yield for a period of time equal to the current portfolio duration.

Synthetic GICs generally provide for withdrawals associated with certain events which are not in the ordinary course of Fund operations. These withdrawals are paid with a market value adjustment applied to the withdrawal as defined in the investment contract. Each contract issuer specifies the events which may trigger a market value adjustment; however, such events may include all or a portion of the following:

 

  •  

material amendments to the Fund’s structure or administration;

 

  •  

changes to the participating plans’ competing investment options including the elimination of equity wash provisions;

 

  •  

complete or partial termination of the Fund, including a merger with another fund;

 

  •  

the failure of the Fund to qualify for exemption from federal income taxes or any required prohibited transaction exemption under ERISA;

 

  •  

the redemption of all or a portion of the interests in the Fund held by a participating plan at the direction of the participating plan sponsor, including withdrawals due to the removal of a specifically identifiable group of employees from coverage under the participating plan (such as a

 

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group layoff or early retirement incentive program), the closing or sale of a subsidiary, employing unit, or affiliate, the bankruptcy or insolvency of a plan sponsor, the merger of the plan with another plan, or the plan sponsor’s establishment of another tax qualified defined contribution plan;

 

  •  

any change in law, regulation, ruling, administrative or judicial position, or accounting requirement, applicable to the Fund or participating plans;

 

  •  

the delivery of any communication to plan participants designed to influence a participant not to invest in the Fund.

At this time, the Fund does not believe that the occurrence of any such market value event, which would limit the Fund’s ability to transact at contract value with participants, is probable.

Synthetic GICs generally are evergreen contracts that contain termination provisions, allowing the Fund or the contract issuer to terminate with notice, at any time at fair value, and providing for automatic termination of the contract if the contract value or the fair value of the underlying portfolio equals zero. The issuer is obligated to pay the excess contract value when the fair value of the underlying portfolio equals zero. In addition, if the Fund defaults in its obligations under the security-backed contract (including the issuer’s determination that the agreement constitutes a non-exempt prohibited transaction as defined under ERISA), and such default is not corrected within the time permitted by the contract, then the contract may be terminated by the issuer and the Fund will receive the fair value as of the date of termination.

 

10. PLAN AMENDMENTS

During 2010, certain distribution guidelines under the Plan were amended. Participants should refer to the Plan document for information on distribution guidelines.

* * * * * *

 

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SUPPLEMENTAL SCHEDULE

FORM 5500, SCHEDULE H, LINE 4i

SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED of WITHIN YEAR)

FOR THE YEAR ENDED DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Asset Description

    Acquisition
Cost		     Disposition
Proceeds		  

ABERTIS INFRAESTR EUR3 SERIE A

    ($ 126,734.40 )    $ 138,948.88   

ACCESS TO LNS FOR LEARNING STUD LN CO TAXABLE-LIBOR-SR-SER A-1 VAR RT 10-25-16

    ($ 825,573.38 )    $ 64,650.07   

ADIDAS AG NPV

    ($ 643,342.15 )    $ 287,425.57   

ADR AKZO NOBEL N V SPONSORED ADR

    ($ 1,427.12 )    $ 1,470.75   

ADR AXA SA SPONSORED ADR

    ($ 1,607.18 )    $ 1,666.64   

ADR DEUTSCHE TELEKOM AG SPONSORED ADR

    ($ 41,814.80 )    $ 49,558.99   

ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037

    ($ 499.83 )    $ 487.45   

ADR OAO GAZPROM LEVEL 1 ADR

    ($ 139,320.62 )    $ 122,183.13   

ADR VALE S A ADR REPSTG PFD PREF ADR

    ($ 144,145.69 )    $ 127,117.29   

AIR WATER INC NPV

    ($ 24,108.66 )    $ 22,035.22   

ALIBABA.COM LTD HKD0.0001

    ($ 217,832.12 )    $ 205,235.49   

ALPHA BANK EUR4.70

    ($ 133,029.97 )    $ 133,391.86   

ANHANGUERA EDUCACI UNITS (1 COM & 6 PRF)

    ($ 235,866.08 )    $ 29,523.16   

ANHEUSER BUSCH 3.625% DUE 04-15-2015

    ($ 174,644.75 )      0.00   

AZ EDL LN MARKETING CORP EDL LN REV FLT-SR SER A-2 VAR RT DUE 12-01-23

    ($ 407,319.07 )    $ 407,399.25   

BANC AMER COML MTG 4.589% DUE 07-10-2043

    ($ 594,855.46 )    $ 54,456.20   

BANCO SANTANDER COMSTK

    $ 0.00        0.00   

BASF SE NPV

    ($ 238,677.89 )    $ 1,676,898.35   

BOLIDEN AB NPV

    ($ 98,953.62 )    $ 93,549.83   

BRAZOS TEX HIGHER ED AUTH INC STUDENT LNVAR-NTS-SER I-A-2 26 DEC 2018

    ($ 624,629.60 )    $ 115,762.50   

BRIDGESTONE CORP NPV

    ($ 192,746.81 )    $ 194,933.39   

CARREFOUR EUR2.50

    ($ 163,240.05 )    $ 169,262.27   

CENTRAL JAPAN RLWY NPV

    ($ 140,318.35 )    $ 148,323.45   

CGG VERITAS EUR0.40

    ($ 306,245.99 )    $ 299,682.26   

CHIYODA CORP NPV

    ($ 48,915.62 )    $ 55,856.78   

CHRYSLER FINL AUTO 2.82% DUE 01-15-2016

    ($ 612,609.38 )    $ 69,902.49   

 

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Asset Description

    Acquisition
Cost		     Disposition
Proceeds		  

CIT ED LN TR SER 2005-1 CL A2 FLT RT 03-15-2022/09-15-2010 REG

    ($ 658,070.05 )    $ 99,031.68   

CITIZEN HOLDINGS NPV

    ($ 59,116.77 )    $ 54,217.04   

CMO GE COML MTG CORP 2005-C2 CTF CL A-AB4.866% DUE 05-10-2043 REG

    ($ 236,576.66 )    $ 9,248.90   

CMO GE COML MTG CORP SER 2005-C3 CL AAB 4.94% DUE 07-10-2045 BEO

    ($ 155,097.18 )    $ 5,003.22   

CMO J P MORGAN CHASE COML MTG SECS TR 2006-LDP7 CL A-SB DUE 04-15-2045 REG

    ($ 241,699.22 )    $ 1.15   

CMO LB-UBS COML MTG TR 2003-C1 COML MTG PASSTHRU CTF CL A-3 4.095 3-15-27 BEO

    ($ 124,891.75 )    $ 12,578.56   

CMO MERRILL LYNCH MTG TR 2005-CIP1 MTG PASSTHRU CTF CL A-4 5.047 07-12-2015 REG

    ($ 256,855.47 )    $ 268,640.63   

CMO MERRILL LYNCH MTG TR 2005-LC1 CTF A-4 DUE 01-12-2044 REG

    ($ 492,595.71 )    $ 490,640.63   

CMO MERRILL LYNCH MTG TR SER 2005-MCP1 CL ASB DUE 05-12-2043 REG

    ($ 347,037.56 )    $ 18,562.38   

CMO SMALL BUSINESS ADMIN GTD DEV PARTN 5.56 DUE 09-01-2027

    ($ 436,207.24 )    $ 37,813.82   

CNH EQUIP TR .81000000238% DUE 08-15-2012

    ($ 499,977.30 )    $ 100,852.27   

COMPAGNIE DE 2.125% DUE 04-22-2013

    ($ 799,181.00 )    $ 813,976.00   

CONTINENTAL AG ORD NPV

    ($ 8,066.48 )    $ 8,792.93   

CONTINENTAL AIRLS INC SR SECD NT 144A 6.75 DUE 09-15-2015/09-15-2012

    ($ 158,694.40 )    $ 165,600.00   

CR SUISSE 1ST 4.666 DUE 03-15-2036

    ($ 791,304.39 )    $ 91,114.03   

CR SUISSE AG 5.4% DUE 01-14-2020

    ($ 119,707.20 )    $ 118,987.20   

DAIICHI SANKYO COM NPV

    ($ 49,030.09 )    $ 49,930.84   

DSV DKK1

    ($ 116,765.54 )    $ 102,590.25   

DT POSTBANK AG NPV(REGD)

    ($ 290,334.85 )    $ 292,122.86   

EAST JAPAN RAILWAY CO NPV

    ($ 430,981.94 )    $ 423,957.29   

EDENRED EUR2

      0.00      $ 237,803.20   

EISAI CO NPV

    ($ 148,194.36 )    $ 153,451.99   

ENCANA CORP COM NPV

    ($ 286,257.34 )    $ 274,130.16   

ENQUEST PLC ORD GBP0.05

      0.00      $ 6,965.12   

ERAMET EUR3.05

    ($ 211,275.18 )    $ 244,396.04   

EUROPEAN INVT BK 5 YR GLOBAL BD 2.875% DUE 01-15-2015 REG

    ($ 179,825.40 )    $ 182,638.80   

FOSTERS GROUP LTD NPV

    ($ 20,021.13 )    $ 20,045.08   

FRESENIUS SE NON-VTG PRF NPV

    ($ 223,745.77 )    $ 219,079.41   

FUGRO NV EUR0.05

    ($ 139,262.92 )    $ 111,452.59   

FUJI ELECTRIC HOLINDGS CO Y50

    ($ 97,253.23 )    $ 94,373.85   

 

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Asset Description

    Acquisition
Cost		     Disposition
Proceeds		  

GATE CAP CAYMAN 2 3.55% DUE 06-11-2021

    ($ 368,879.46 )    $ 20,283.64   

GCO ED LN FDG TR I 2005-2 STUDENT LN ASSET BKD NT CL A-5L 05-25-2021 REG

    ($ 1,112,519.54 )    $ 77,401.32   

GEBERIT CHF0.10(REGD)

    ($ 89,256.64 )    $ 77,354.90   

GPE EUROTUNNEL (EUR) EURO 0.40

    ($ 114,909.78 )    $ 92,971.90   

HANA FINANCIAL GRP KRW5000

    ($ 107,886.76 )    $ 112,204.78   

HEWLETT PACKARD CO 2.2% DUE 12-01-2015

    ($ 299,733.00 )    $ 296,499.00   

HINDALCO INDS INR1

    ($ 121,775.82 )    $ 115,919.19   

HITACHI HIGH-TECH NPV

    ($ 188,824.84 )    $ 190,112.14   

HSBC BANK USA NA 4.875 DUE 08-24-2020 BEO

    ($ 259,005.00 )    $ 244,945.00   

ILIAD NPV

    ($ 198,301.81 )    $ 224,589.64   

IMERYS EUR2

    ($ 507,147.68 )    $ 453,314.72   

INCITEC PIVOT NPV

    ($ 121,960.97 )    $ 133,725.44   

INFORMA PLC ORD GBP0.001

    ($ 110,460.23 )    $ 127,948.57   

INTESA SANPAOLO S 3.625% DUE 08-12-2015

    ($ 129,834.90 )    $ 129,499.50   

INVESTOR AB SER’B’NPV

    ($ 105,302.53 )    $ 109,721.48   

JAPAN TOBACCO INC NPV

    ($ 547,919.69 )    $ 492,375.56   

JSR CORP NPV

    ($ 144,887.56 )    $ 164,694.58   

JTEKT CORPORATION NPV

    ($ 79,538.73 )    $ 89,468.78   

JX HOLDINGS INC NPV

      0.00      $ 232,008.21   

KAZAKHMYS ORD GBP0.20

    ($ 386,002.51 )    $ 330,360.36   

KBC GROUP SA NPV

    ($ 219,922.20 )    $ 221,382.87   

KINDEN CORP NPV

    ($ 201,557.35 )    $ 202,209.22   

KINNEVIK INV AB SER’B’NPV

    ($ 167,241.45 )    $ 158,434.61   

LLOYDS TSB BK PLC 5.8% DUE 01-13-2020

    ($ 109,743.70 )    $ 111,992.10   

MACQUARIE ATLAS ROADS GROUP

    $ 0.00      $ 20,726.29   

MAPFRE EUR0.10

    ($ 57,020.57 )    $ 57,629.49   

MEDIOLANUM EUR0.1

    ($ 204,684.49 )    $ 187,604.60   

METSO OYJ NPV

    ($ 120,891.22 )    $ 173,306.21   

MOBISTAR NPV

    ($ 61,541.05 )    $ 54,451.98   

NC ST ED ASSISTANCE AUTH REV VAR-TAXABLE-STUD LN-SER P 0 06-01-2020 REG TAXABLE

    ($ 1,111,113.27 )    $ 1,104,609.38   

NELNET STUDENT LN TR 2004-3 CL A-4 VAR 01-25-2021 REG

    ($ 475,553.52 )    $ 68,310.79   

NET SERVICOS DE CO PRF NPV

    ($ 244,534.03 )    $ 183,747.37   

NISSAN CHEMICAL IN NPV

    ($ 47,003.27 )    $ 42,815.86   

NISSIN FOODS HOLDINGS CO LTD NPV

    ($ 60,914.43 )    $ 63,030.11   

NOBEL BIOCARE HOLD CHF.4

    ($ 107,751.72 )    $ 89,628.96   

NORDEA BK AG 4.875% DUE 01-27-2020

    ($ 99,452.00 )    $ 106,634.00   

NSK LTD NPV

    ($ 83,894.92 )    $ 87,546.75   

NUTRECO NV EUR0.24

    ($ 114,657.77 )    $ 118,475.19   

 

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Asset Description

    Acquisition
Cost		     Disposition
Proceeds		  

ONTARIO PROVINCE ONT 2.95 05 FEB 2015

    ($ 359,586.00 )    $ 365,547.60   

OTE(HELLENIC TLCM) EUR2.39(CR)

    ($ 42,082.76 )    $ 52,481.86   

PANASONIC CORP

    ($ 571,425.39 )    $ 549,183.21   

PETROLEUM GEO SVS NOK3

    ($ 170,876.64 )    $ 108,069.11   

PIRAEUS BK SA EUR0.3(REGD)

    ($ 169,958.06 )    $ 157,706.43   

PIRELLI & C EUR0.29

    ($ 94,067.09 )    $ 92,023.08   

PORSCHE AUTO HL SE NON VTG PRF NPV

    ($ 303,339.05 )    $ 388,682.99   

PORTUGAL TELECOM SGPS EUR0.03

    ($ 90,407.19 )    $ 101,974.53   

POWERTECH TECHNOLO TWD10

    ($ 105,371.74 )    $ 95,890.63   

PPR EUR4

    ($ 212,303.24 )    $ 222,355.85   

PRELIOS SPA EUR0.5

      0.00      $ 27,707.49   

PREMIER AIRCRAFT 3.576% DUE 02-06-2022

    ($ 400,000.00 )    $ 20,623.62   

PVTPL AMERICA MOVIL SAB DE CV GTD SR NT 144A 5% DUE 03-30-2020/03-30-2010 BEO

    ($ 99,356.00 )      0.00   

PVTPL GMAC INC FORMERLY GMAC LLC GTD SR NT 144A 8.3% DUE 02-12-2015 BEO

    ($ 10,550.00 )      0.00   

PVTPL NBC UNVL INC SR NT 144A 4.375% DUE04-01-2021/10-04-2010 BEO

    ($ 29,992.50 )    $ 30,607.80   

PVTPL PACIFIC LIFE GLOBAL FDG NT 144A 5.15 DUE 04-15-2013 BEO

    ($ 533,530.00 )      0.00   

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

    ($ 47,758.88 )    $ 393,439.26   

PVTPL TERRA CAP INC SR NT 144A 7.75% DUE11-01-2019/10-26-2009 BEO

    ($ 68,087.50 )    $ 77,550.00   

PVTPL U S ED LN TR IV LLC SR SER 2007-1A-2 NT 144A VAR 9-1-19

    ($ 401,161.40 )    $ 106,734.56   

PVTPL USAA CAP CORP MEDIUM TERM NTS BOOKENTRY NT 144A 3.5 DUE 07-17-2014 BEO

    ($ 204,048.00 )    $ 205,360.00   

PVTPL WILLIAMS PARTNERS L P SR NT 144A 5.25% DUE 03-15-2020/02-09-2010 BEO

    ($ 193,199.60 )      0.00   

RANDGOLD RESOURCES ORD USD0.05

    ($ 45,068.78 )    $ 42,471.64   

RATOS AB SER’B’NPV

    ($ 140,303.63 )    $ 120,977.40   

 

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Asset Description

    Acquisition
Cost		     Disposition
Proceeds		  

REXEL EUR5

    ($ 128,469.54 )    $ 166,491.73   

RICOH CO LTD NPV

    ($ 123,733.23 )    $ 120,644.90   

RIO TINTO FIN USA 5.875% DUE 07-15-2013

    ($ 275,272.50 )    $ 282,992.50   

ROYAL BK SCOTLAND PLC GTD MED TERM BKTRANCHE # TR 00003 2.625 DUE 05-11-12

    ($ 640,725.00 )      0.00   

RSA INSURANCE GROUP PLC ORD GBP0.275

    ($ 32,190.99 )    $ 28,021.94   

SACYR VALLEHERMOSO EUR1

    ($ 177,984.15 )    $ 93,681.13   

SAIPEM EUR1

    ($ 61,830.53 )    $ 57,784.72   

SANDRIDGE ENERGY 8.75% DUE 01-15-2020

      0.00      $ 15,525.00   

SANDVIK AB NPV

    ($ 36,582.98 )    $ 41,279.09   

SANTANDER DR AUTO .94999998808% DUE 08-15-2013

    ($ 649,953.01 )    $ 649,857.92   

SEADRILL LTD USD2

    ($ 427,411.17 )    $ 639,036.46   

SEIKO EPSON CORP NPV

    ($ 122,880.19 )    $ 126,565.27   

SEMGROUP CORP WT EXP

      0.00      $ 340.00   

SLM STUDENT LN TR 2010-1 2010-1 CL A FLTG RT 03-25-2025/08-25-2010 REG

    ($ 1,000,000.00 )    $ 94,664.84   

SMITH & NEPHEW ORD USD0.20

    ($ 26,284.74 )    $ 24,644.20   

SMS STUDENT LN TR 2000-A ASSET BKD SR NTCL A-2 FLTG RATE 10-28-2028 REG

    ($ 940,478.32 )    $ 138,105.91   

SOFTBANK CORP NPV

    ($ 216,509.90 )    $ 237,148.17   

STANDARD LIFE ORD GBP0.10

    ($ 80,525.36 )    $ 83,701.06   

SYSMEX CORP NPV

    ($ 152,653.68 )    $ 163,561.65   

T IS BANKASI SER’C’TRY1 (RFD 01/01/2010)

    $ 0.00        0.00   

TALISMAN ENERGY IN COM NPV

    ($ 130,672.50 )    $ 126,782.77   

TATA STEEL LTD INR10

    ($ 174,859.75 )    $ 157,604.81   

TOKYO GAS CO LTD NPV

    ($ 134,375.17 )    $ 142,794.86   

TOMKINS ORD USD0.09

    ($ 167,955.27 )    $ 254,455.99   

TORONTO-DOMINION COM NPV

    ($ 422,684.53 )    $ 440,886.55   

TOYO SUISAN KAISHA NPV

    ($ 118,884.86 )    $ 112,565.57   

TOYODA GOSEI NPV

    ($ 116,756.51 )    $ 114,312.83   

TOYOTA INDUSTRIES NPV

    ($ 112,094.77 )    $ 112,224.20   

UTD MICRO ELECT TWD10

    ($ 169,240.58 )    $ 155,319.28   

WEST JAPAN RAILWAY NPV

    ($ 45,335.30 )    $ 47,235.75   

YAHOO JAPAN CORP NPV

    ($ 226,597.94 )    $ 201,075.07   

YAMADA DENKI CO LTD NPV

    ($ 63,690.48 )    $ 61,558.92   

 

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SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Identity of Issue/Description of Investment (b)

    Historical Cost (c)     Current Value (e)  

1 800 FLOWERS COM INC CL A COM STK

      11,108.65        5,380.00   

1SHTOT120121C00060000

      (149.30 )      0.00   

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

      48,740.29        12,683.29   

1ST AMER CAP TR TR PFD SEC

      65,000.00        66,406.60   

1ST BNK SYS INC 10.50% SER A PFD STK

      78,000.00        80,291.64   

1ST BNK SYS INC SER 1989B ADJ RATE PFD STK

      90,000.00        89,820.00   

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

      25,326.90        39,004.80   

1ST HORIZON NATL CORP COM

      4,587.07        3,628.24   

1ST HORIZON NATL CORP COM

      136,098.80        77,359.26   

1ST INDL RLTY TR INC COM

      9,091.51        3,994.56   

1ST INTST BANCORP SER B PFD STK

      7,679.70        16,862.00   

1ST MD BANCORP PFD SER A 7.875

      135,000.00        135,198.45   

1ST MED GROUP INC COM

      676.26        4.69   

1ST NIAGARA FINL GROUP INC NEW COM

      67,603.22        70,704.34   

1ST POTOMAC RLTY TR COM

      1,942.96        2,178.61   

1ST POTOMAC RLTY TR COM

      41,043.00        50,460.00   

1ST SEMINAR SVC INC SER C CONV PFD

      10,000.00        10,617.70   

2.3% CD 02/05/11 USD DTD 04-30-2009 2.3 05-02-2011

      10,000.00        10,000.00   

21ST CENTY HLDG CO COM

      5,988.95        3,180.00   

3D SYS CORP DEL COM NEW STK

      19,024.01        22,609.82   

3DICON CORP COM

      9,785.16        202.80   

3M CO COM

      401,060.66        450,227.10   

3M CO COM

      453,525.63        507,186.48   

3M CO COM

      870,333.60        1,552,191.80   

5 STAR QUAL CARE INC COM

      3.64        7.07   

5 STAR QUAL CARE INC COM

      329,886.65        367,640.00   

5TH 3RD BANCORP COM

      145,700.88        159,377.68   

5TH 3RD BANCORP COM

      211,912.00        246,624.00   

5TH 3RD BANCORP COM

      496,784.39        294,113.80   

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

      10,000.00        10,713.80   

727 COMMUNICATIONS INC COM PAR $0.001 COM PAR $0.001

      553.72        0.00   

99 CENTS ONLY STORES COM

      1,506.95        1,594.00   

99 CENTS ONLY STORES COM

      788,083.51        822,504.00   

A123 SYS INC COM

      69,754.17        70,596.00   

A21 INC COM STK

      13,531.45        35.00   

AAPL 01/22/2011 29.000 C AAPL 110122C00290000

      (997.28 )      0.00   

AAR CORP COM

      1,807.71        2,747.00   

AARO BROADBAND WIRELESS COMMUNICATIONS INC COM

      989.95        0.00   

AASTROM BIOSCIENCES INC COM NEW COM NEW

      9,113.19        9,856.00   

AB SVENSK EXPORTKREDIT-SWEDISH EXPT CR CORP MTN BK ETRY 1.75 10-20-15

      149,829.00        144,676.80   

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

      2,167.77        1,160.00   

ABAXIS INC COM

      5,493.69        5,370.00   

ABAXIS INC COM

      63,430.38        69,810.00   

ABB LTD CHF1.03 (REGD)

      71,060.39        77,957.24   

ABBOTT LAB COM

      548,726.42        541,383.00   

ABBOTT LAB COM

      638,232.64        632,747.37   

ABBOTT LAB COM

      673,391.73        653,866.24   

ABBOTT LAB COM

      860,036.70        862,380.00   

ABBOTT LAB COM

      1,274,375.87        1,863,267.81   

ABBOTT LABS 5.125% DUE 04-01-2019

      26,207.75        27,458.33   

ABBOTT LABS 5.125% DUE 04-01-2019

      209,780.00        220,212.80   

ABERCROMBIE & FITCH CO CL A

      12,895.97        16,364.50   

ABERCROMBIE & FITCH CO CL A

      146,509.01        127,535.19   

ABINGTON BANCORP INC PENN COM STK

      4,750.55        4,772.00   

ABIOMED INC COM

      569,471.65        542,965.00   

ABITIBIBOWATER INC COM NEW

      1,023.73        3,597.84   

ABOVENET INC COM STK

      269,399.46        260,147.00   

ABRAXAS PETE CORP COM

      53,262.35        72,663.00   

ABSOLUTE HEALTH & FITNESS INC COM STK

      272.49        0.10   

ABSOLUTE SOFTWARE CORP COM STK

      2,199.20        781.96   

AC ENERGY INC NEV COM STK

      11,365.43        0.00   

ACADIA PHARMACEUTICALS INC COM

      7,883.29        5,640.00   

ACADIA PHARMACEUTICALS INC CONSTK CALL OPT EXP 01/22/11 PR $1 PER SH

      (31.53 )      0.00   

ACADIA RLTY TR COM

      62,846.52        60,192.00   

A-CAP RESOURCES COM STK

      38,844.29        15,873.15   

ACCELRYS INC COM

      18,887.90        17,098.00   

ACCENTIA BIOPHARMACEUTICALS INC COM STK

      14,525.95        12,800.00   

ACCENTURE PLC SHS CL A NEW

      83,081.48        98,879.21   

ACCENTURE PLC SHS CL A NEW

      282,871.12        271,544.00   

ACCENTURE PLC SHS CL A NEW

      600,638.37        863,073.51   

ACCESS NATL CORP COM STK

      3,008.95        3,230.00   

ACCO BRANDS CORP COM

      467.80        195.96   

ACCOR EUR3

      627,535.87        772,795.98   

 

- 22 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ACCURAY INC DEL COM

      25,838.23        16,200.00   

ACCURAY INC DEL COM

      28,046.25        30,375.00   

ACE LTD COM STK

      137,442.31        169,008.75   

ACE LTD COM STK

      172,037.88        200,445.00   

ACE LTD COM STK

      470,341.15        531,490.50   

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

      169,915.00        176,872.08   

ACME PACKET INC COM STK

      83,942.75        91,966.80   

ACME PACKET INC COM STK

      700,642.32        1,187,222.28   

ACORDA THERAPEUTICS INC COM

      79,703.79        95,137.40   

ACORN ENERGY INC

      7,788.65        3,880.00   

ACTIS GLOBAL VENTURES INC COM STK

      9,177.30        0.90   

ACTIVE PWR INC COM

      394.59        738.00   

ACTIVISION BLIZZARD INC COM STK

      236,239.38        254,645.54   

ACTUANT CORP CL A NEW

      33,770.78        29,631.76   

ACTUANT CORP CL A NEW

      296,380.11        321,835.80   

ACTUATE CORP COM

      15,617.95        16,530.00   

ACUITY BRANDS INC COM

      6,924.46        10,024.60   

ACURA PHARMACEUTICALS INC COM NEW STK

      49.81        19.86   

ACUSPHERE INC COM

      27,136.58        952.00   

ACXIOM CORP COM

      14,795.65        14,406.00   

ADA-ES INC COM STK

      3,069.05        2,231.98   

ADC TELECOMMUNICATIONS

      (6,461.99 )      0.00   

ADECCO SA

      5,177.95        6,571.37   

ADELPHIA BUSINESS SOLUTIONS INC SR PFD EXCHANGEABLE SER B 12.875%

      1,650.80        260.00   

ADFITECH INC COM

      0.00        250.00   

ADIDAS AG

      2,901.95        3,306.23   

ADIDAS AG COMSTK

      365,740.77        440,392.77   

ADMINISTAFF INC COM

      341,050.60        278,350.00   

ADOBE SYS INC COM

      128,463.34        132,600.24   

ADOBE SYS INC COM

      266,970.37        393,922.44   

ADOBE SYSTEMS INC COM STK CALL OPT EXP 1/22/11 PR $32 PER SH

      (425.46 )      (625.00 ) 

ADOBE SYSTEMS INC COMSTK CALL OPT EXP 01/22/2011 PR $30 PER SH

      (614.27 )      (350.00 ) 

ADPT CORP COM STK

      3,306.13        2,930.00   

ADR 3SBIO INC SPONSORED ADR

      4,897.57        9,108.00   

ADR 51JOB INC SPONSORED ADR REPSTG COM

      5,057.98        4,925.00   

ADR ABB LTD SPONSORED ADR

      106,639.07        126,169.00   

ADR ACTIONS SEMICONDUCTOR CO LTD ADR ADR- COMMON STOCK

      6,472.23        5,912.50   

ADR ADMINISTRADORA DE FONDOS DE PENSIONES PROVIDA S A SPONSORED ADR

      3,003.20        5,181.15   

ADR ADVANCED SEMICONDUCTOR ENGR INC SPONSORED ADR

      6,893.69        7,163.52   

ADR AGRIA CORP SPONSORED ADR

      3,386.95        3,840.00   

ADR ALCATEL-LUCENT

      79,848.80        60,076.16   

ADR ALLIED IRISH BKS P L C SPONSORED ADRREPSTG ORD

      9,922.82        6,735.52   

ADR ALUMINA LTD SPONSORED ADR

      20,610.25        16,288.00   

ADR ALUMINUM CORP CHINA LTD SPONSORED ADR REPSTG H SHS

      8,314.15        8,546.25   

ADR ANGLO AMERN PLC ADR NEW

      152,978.43        172,803.92   

ADR ANGLO PLATINUM LTD ADR

      70,803.23        59,258.73   

ADR ANGLOGOLD ASHANTI LTD

      74,535.59        91,223.19   

ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR

      45,457.10        48,526.50   

ADR ARCELORMITTAL SA LUXEMBOURG N Y REGISTRY SHS

      60,105.36        66,651.24   

ADR AREVA SA ADR

      15,905.90        14,689.80   

ADR ARM HLDS PLC SPONSORED ISIN US0420681068

      33,222.48        36,831.25   

ADR ASIA PULP & PAPER LTD SPONSORED ADR

      104.04        0.00   

ADR ASML HOLDING NV NY REGISTERED SHS

      11,415.49        11,502.00   

ADR ASTRAZENECA PLC SPONSORED ADR UK

      14,132.37        14,826.99   

ADR AU OPTRONICS CORP SPONSORED ADR

      11,949.97        11,326.54   

ADR AXA SA SPONSORED ADR

      35,923.05        28,059.70   

ADR BAIDU INC SPONSORED ADR

      255,013.82        340,171.72   

ADR BAIDU INC SPONSORED ADR

      164,964.25        468,170.50   

ADR BAIDU INC SPONSORED ADR

      890,008.78        1,094,746.73   

ADR BAIDU INC SPONSORED ADR

      3,229,227.37        3,275,649.02   

ADR BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR

      167,127.06        116,832.96   

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

      91,097.11        93,232.55   

ADR BANCO SANTANDER BRASIL S A ADS REPSTG 1 UNIT

      0.00        0.00   

ADR BANCO SANTANDER BRASIL S A ADS REPSTG 1 UNIT

      288,598.31        323,680.00   

ADR BANCOLOMBIA S A SPONSORED ADR REPSTG4 PREF SHS

      13,387.30        15,477.50   

ADR BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS PFD STK

      15,885.53        16,095.96   

ADR BARCLAYS PLC A.D.R.

      4,179.56        3,531.68   

ADR BASF AKTIENGESELLSCHAFT - LEVEL I

      98,186.42        133,639.96   

ADR BAYER A G SPONSORED ADR

      49,802.68        50,293.21   

ADR BAYERISCHE MOTOREN WERKE AG ADR

      9,950.95        10,491.12   

ADR BBVA PRIVANZA INTL GIBRALTAR LTD SPONSORED ADR REPSTG PREF SER E

      10,000.00        10,355.40   

ADR BHP BILLITON LTD SPONSORED ADR

      381,880.36        507,674.83   

ADR BHP BILLITON PLC SPONSORED ADR

      9,514.43        9,660.00   

ADR BITAUTO HLDGS LTD SPONSORED ADS ADR

      21,983.90        17,680.00   

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

      7,801.70        8,240.00   

 

- 23 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ADR BNP PARIBAS SPONSORED ADR REPSTG

      31,573.59         27,783.80   

ADR BP P L C SPONSORED ADR

      55,866.39         56,140.07   

ADR BP P L C SPONSORED ADR

      1,219,017.11         1,385,112.59   

ADR BRF - BRASIL FOODS SA

      60,270.60         80,298.16   

ADR BT GROUP PLC ADR

      2,451.45         3,282.10   

ADR BT GROUP PLC ADR

      14,639.56         16,981.30   

ADR BURBERRY GROUP PLC SPONSORED

      783,527.25         780,729.30   

ADR BYD CO LTD ADR

      65,616.51         52,549.50   

ADR CAMELOT INFORMATION SYS INC ADS REPSTG ORD SHS

      25,764.01         29,900.00   

ADR CANON INC ADR REPSTG 5 SHS

      18,535.74         21,922.18   

ADR CATHAY PAC AWYS LTD SPONSORED ADR

      533.95         689.83   

ADR CDC SOFTWARE CORP SPONSORED ADR

      3,592.95         3,155.00   

ADR CEMEX SAB DE CV

      12,735.64         13,408.92   

ADR CGG VERITAS ADS EACH 5 REPR 1 ORD EUR2

      12,357.37         9,177.00   

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

      37,285.09         42,724.20   

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

      31,286.00         32,900.00   

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

      62,563.10         95,771.90   

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

      320,188.33         332,290.00   

ADR CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR

      152,119.27         90,752.00   

ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H

      6,914.35         7,626.00   

ADR CHINA FIN ONLINE CO LTD SPONSORED ADR

      3,346.93         2,285.50   

ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS

      39,355.36         36,090.30   

ADR CHINA MASS MEDIA INTL ADVERTISING CORP SPONSORED ADR

      15,909.45         18,088.00   

ADR CHINA MED TECHNOLOGIES INC SPONSOREDADR

      13,660.49         12,364.00   

ADR CHINA MOBILE LTD

      249,988.35         232,171.98   

ADR CHINA NEPSTAR CHAIN DRUGSTORE LTD SPONSORED ADR

      8,410.53         7,660.00   

ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS

      58,256.05         52,151.05   

ADR CHINA REAL ESTATE INFORMATION CORP ADR ADR

      35,193.18         28,800.00   

ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091

      21,158.01         25,933.50   

ADR CHINA TELECOM CORP LTD SPONSORED ADRREPSTG H SHS

      40,643.90         41,824.00   

ADR CHINA UNICOM HONG KONG LTD SPONSOREDADR

      25,500.19         28,357.50   

ADR CHINACACHE INTL HLDG LTD SPONSORED ADR

      3,275.09         3,120.00   

ADR CITY TELECOM H K LTD SPONSORED ADR

      32,146.46         32,330.23   

ADR CLP HLDG LTD

      2,917.18         3,003.36   

ADR CNOOC LTD SPONSORED ADR SPONSORED ADR

      185,389.09         216,678.33   

ADR COCA-COLA HELLENIC BOTTLING CO S A SPONSORED ADR

      2,736.52         2,590.00   

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

      46,151.90         52,595.85   

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

      7,687.04         10,576.00   

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

      315,128.65         161.70   

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

      15,355.50         15,511.65   

ADR COMPANHIA PARANAENSE DE ENERGIA SER B COPEL ISIN US20441B4077

      8,649.77         9,564.60   

ADR COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR REPSTG ORD SHS

      33,828.56         34,173.50   

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

      16,281.50         17,625.60   

ADR CONCORD MED SVCS HLDGS LTD SPONSOREDADR

      2,924.41         2,956.00   

ADR COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD SPONSORED ADR

      1,272.16         1,150.00   

ADR CPFL ENERGIA S A SPONSORED ADR

      39,590.11         45,701.95   

ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081

      177,230.11         159,659.91   

ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS

      267,330.84         254,066.45   

ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS

      557,010.92         572,367.50   

ADR DEUTSCHE TELEKOM AG SPONSORED ADR

      5,428.18         4,518.40   

ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS

      799.49         487.00   

ADR DUOYUAN GLOBAL WTR INC SPONSORED ADR

      21,152.17         9,577.50   

ADR ECC GROUP PLC UNIT 10 SER E AUCTION PFD FOR #26-022227 A/C ONLY

      54,972.70         56,927.50   

ADR E-COMMERCE CHINA DANGDANG INC SPONSORED ADS REPSTG COM CL A ADR

      93,287.95         92,660.61   

ADR ECOPETROL S A SPONSORED ADS

      7,404.97         8,724.00   

ADR E-HOUSE CHINA HLDGS LTD ADR

      70,540.05         62,832.00   

ADR ELAN CORP PLC ADR REPRESENTING SHS

      13,098.26         14,611.50   

ADR EMBOTELLADORA ANDINA S A SPONSORED ADR REPSTG SER A

      1,901.45         2,856.00   

ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS

      2,838.69         2,940.00   

ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS

      241,187.52         305,760.00   

ADR EMPRESA NACIONAL DE ELECTRICIDAD CHILE SPONSORED ADR

      18,752.95         22,484.00   

ADR ENERSIS S A

      45,376.55         49,110.30   

ADR ENI S P A SPONSORED ADR

      35,736.36         28,212.30   

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

      1,187.29         1,383.60   

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

      22,341.78         24,589.72   

ADR FAST RETAILING CO LTD ADR

      3,842.55         5,101.54   

ADR FIBRIA CELULOSE S A SPONSORED ADR REPSTG COM SHS

      48,466.31         48,624.00   

ADR FOCUS MEDIA HLDG LTD SPONSORED ADR

      49,668.07         54,825.00   

ADR FOMENTO ECONOMICO MEXICANA SAB DE CV

      9,429.86         14,864.88   

ADR FRANCE TELECOM

      19,186.62         16,864.00   

ADR FUTUREMEDIA PLC SPONSORED ADR COM NEW DEC 2007 ADR

      999.60         0.04   

ADR GAFISA S A SPONSORED ADR REPSTG 2 COM SHS

      9,399.16         8,718.00   

ADR GERDAU S A SPONSORED ADR

      15,511.74         15,389.00   

ADR GLAXOSMITHKLINE PLC SPONSORED ADR

      162,877.59         162,203.80   

ADR GOL LINHAS AEREAS INTELIGENTES SPONSORED ADR REPSTG PFD SHS

      14,958.70         16,918.00   

 

- 24 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ADR GOLD FIELDS LTD NEW SPONSORED ADR

      6,883.74         9,518.25   

ADR GOLD FIELDS LTD NEW SPONSORED ADR

      154,908.96         167,702.50   

ADR GRUPO CASA SABA S A DE C V SPONSOREDADR

      5,817.40         3,452.60   

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

      17,846.03         20,744.00   

ADR GUANGSHEN RY LTD

      13,900.72         14,662.50   

ADR GUSHAN ENVIRONMENTAL ENERGY LTD SPONSORED ADR NEW

      690.10         499.50   

ADR HDFC BK LTD ADR REPSTG 3 SHS

      14,567.41         16,711.00   

ADR HOME INNS & HOTELS MGMT INC SPONSORED ADR

      46,374.63         40,960.00   

ADR HONDA MTR LTD ADR REPRESENTING 2 ORDSHS

      62,528.26         82,357.50   

ADR HSBC HLDGS PLC SPONSORED ADR NEW

      94,525.70         72,425.76   

ADR HSBC HLDGS PLC SPONSORED ADR NEW

      156,794.49         158,938.56   

ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS

      7,488.93         6,414.00   

ADR HUTCHISON TELECOMMUNICATIONS HONG KONG HLDGS LTD ADR

      0.00         894.45   

ADR IBERDROLA S A SPONSORED ADR REPSTG 1ORD SHS

      19,218.51         15,476.05   

ADR ICICI BK LTD

      10,987.74         15,238.64   

ADR ICICI BK LTD

      516,112.77         672,499.20   

ADR ICICI BK LTD

      988,891.98         1,364,444.16   

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

      9,361.18         11,620.26   

ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037

      15,217.33         14,572.33   

ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH

      4,586.75         5,858.16   

ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH

      383,691.18         801,122.40   

ADR ING GROEP N V SPONSORED ADR

      1,127.90         979.00   

ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPONSORED ADR NEW JUNE 2007

      11,393.90         14,126.68   

ADR IRELAND BK SPONSORED

      700,524.57         730,281.70   

ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR

      194,216.02         237,843.06   

ADR JA SOLAR HLDGS CO LTD SPONSORED ADR

      300,867.22         238,221.00   

ADR JAPAN AIRLS CORP

      9,925.38         6,175.00   

ADR JINKOSOLAR HLDG CO LTD

      10,766.26         8,048.00   

ADR JSC MMC NORILSK NICKEL SPONSORED ADR

      115,854.38         145,613.00   

ADR KEPPEL LTD SPONSORED

      23,439.28         30,150.14   

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

      59,176.79         67,939.10   

ADR KUBOTA CORP

      3,432.72         4,046.85   

ADR LAN AIRL S A

      22,599.00         27,548.10   

ADR LDK SOLAR CO LTD SPONSORED ADR

      32,821.59         25,077.36   

ADR LE GAGA HLDGS LTD SPONSORED ADR

      149.60         120.60   

ADR LENOVO GROUP LTD SPONSORED ADR

      11,435.35         15,375.00   

ADR LONGTOP FINL TECHNOLOGIES LTD ADR

      8,059.12         7,236.00   

ADR LUXOTTICA GROUP S P A SPONSORED ADR

      9,902.95         12,248.00   

ADR LVMH MOET HENNESSY LOUIS VUITTON ADR

      7,490.97         9,908.64   

ADR M 2003 PLC SPONSORED ADR

      4,800.70         4.00   

ADR MECHEL OAO SPONSORED ADR

      0.00         0.00   

ADR MECHEL OAO SPONSORED ADR

      67,710.75         93,536.00   

ADR METAL STORM LTD SPONSORED ADR

      5,539.48         369.00   

ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A

      99,613.10         89,760.00   

ADR MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR

      48,880.37         39,817.60   

ADR MIZUHO FINL GROUP INC SPONSORED ADR

      1,275.95         375.00   

ADR MTN GROUP LTD SPONSORED ADR

      1,473.95         2,031.82   

ADR NATIONAL GRID TRANSCO PLC SPONSORED ADR NEW

      79,181.34         82,147.38   

ADR NATL BK GREECE S A SPONSORED ADR

      145,386.05         105,905.52   

ADR NATUZZI S P A ADR

      4,678.55         3,106.50   

ADR NESTLE S A SPONSORED ADR REPSTG REG SH

      216,432.21         269,080.15   

ADR NESTLE S A SPONSORED ADR REPSTG REG SH

      214,365.36         332,921.20   

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

      1,765.11         2,073.00   

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

      38,403.73         43,775.68   

ADR NEWCREST MNG LTD SPONSORED ADR

      147,869.97         274,502.43   

ADR NICE SYS LTD SPONSORED ADR

      3,032.65         3,490.00   

ADR NINTENDO LTD ADR

      4,384.53         3,782.89   

ADR NIPPON TELEG & TEL CORP SPONSORED ADR

      23,369.45         25,440.46   

ADR NOKIA CORP SPONSORED ADR

      86,644.30         71,620.80   

ADR NOKIA CORP SPONSORED ADR

      280,599.30         268,320.00   

ADR NOKIA CORP SPONSORED ADR

      665,365.88         655,320.00   

ADR NOVARTIS AG

      147,311.46         167,535.90   

ADR NOVO-NORDISK A S ADR

      58,251.92         66,641.44   

ADR NOVO-NORDISK A S ADR

      531,254.48         560,598.60   

ADR OAO GAZPROM LEVEL 1 ADR

      11,657.11         11,202.12   

ADR ORIX CORP SPONSORED ADR

      9,054.65         9,729.60   

ADR PANASONIC CORP ADR ADR

      28,997.51         23,321.40   

ADR PARTNER COMMUNICATIONS CO LTD ADR ISIN US70211M1099

      31,768.71         34,544.00   

ADR PATNI COMPUTER SYS SPONSORED ADR

      2,124.90         2,139.00   

ADR PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B

      31,284.56         25,825.80   

ADR PERUSAHAAN PERSEROAN PERSERO P T TELEKOMUNIKIASI INDONESIA SPONSORED ADR

      24,511.24         23,953.44   

ADR PETROBRAS ARGENTINA S A SPONSORED ADR

      4,401.75         7,914.00   

ADR PETROCHINA CO LTD SPONSORED ADR

      172,125.30         181,397.42   

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR

      474,036.68         507,812.80   

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR NON VTG

      36,513.09         29,044.50   

 

- 25 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ADR POSCO SPONSORED ADR

      323,875.61         306,054.98   

ADR PRANA BIOTECHNOLOGY LTD SPONSORED ADR

      2,336.39         1,250.00   

ADR RANDGOLD RES LTD ADR

      6,295.09         5,763.10   

ADR RECKITT BENCKISER GROUP PLC ADR ADR

      3,004.09         3,057.50   

ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007

      2,423.97         2,814.28   

ADR RENESOLA LTD SPONSORED ADS ADR

      2,072.23         1,398.40   

ADR RIO TINTO PLC SPONSORED ADR

      198,232.02         257,000.49   

ADR RIO TINTO PLC SPONSORED ADR

      1,029,406.74         1,053,402.00   

ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104

      114,820.65         113,909.50   

ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104

      162,973.77         172,255.00   

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

      22,884.29         20,944.00   

ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR SER C REPSTG PREF C

      1,647.80         6,969.15   

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS

      66,900.35         70,119.00   

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS

      458,202.64         567,630.00   

ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG B SHS

      72,335.49         90,004.50   

ADR SANOFI-AVENTIS SPONSORED ADR

      52,884.21         52,599.36   

ADR SAP AG SPONSORED ADR

      18,330.90         21,509.25   

ADR SASOL LTD SPONSORED ADR

      37,221.34         47,469.60   

ADR SATYAM COMPUTER SVCS LTD AMERN DEPOSITORY RCPT ISIN US8040981016

      782.53         443.81   

ADR SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR

      17,754.71         13,279.40   

ADR SIEMENS AG COM DM50 (NEW)

      211,742.22         269,622.50   

ADR SILEX SYS LTD SPONSORED ADR

      95,719.07         71,343.60   

ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS

      7,769.36         4,250.00   

ADR SILICONWARE PRECISION INDS LTD SPONSORED

      1,934.87         2,082.50   

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

      10,655.82         10,314.00   

ADR SK TELECOM LTD SPONSORED ADR

      9,645.97         10,339.65   

ADR SMITH & NEPHEW P L C SPONSORED ADR NEW

      36,446.62         45,035.35   

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

      49,753.66         64,963.04   

ADR SONY CORP AMERN SH NEW

      85,363.58         79,419.04   

ADR STARPHARMA HLDGS LTD SPONSORED ADR ADR

      6,406.65         12,838.80   

ADR STERLITE INDS INDIA LTD ADS

      42,227.25         38,951.70   

ADR STORA ENSO CORP SPONSORED ADR REPSTGSER R SHS

      1,105.96         1,211.42   

ADR SUNTECH PWR HLDGS CO LTD ADR

      256,177.17         146,647.08   

ADR SYNGENTA AG SPONSORED ADR

      18,868.57         19,985.20   

ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR

      59,184.61         66,976.14   

ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR

      642,542.86         780,890.88   

ADR TAM S A SPONSORED ADR REPSTG PFD

      9,110.23         7,299.00   

ADR TATA MTRS LTD SPONSORED ADR

      335,630.19         332,950.32   

ADR TELECOM CORP NEW ZEALAND LTD SPONSORED ADR

      55,006.16         56,036.40   

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

      4,354.30         3,915.20   

ADR TELEFONICA S A SPONSORED

      81,835.13         83,335.56   

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

      19,637.00         19,836.06   

ADR TELSTRA CORP LTD SPONSORED ADR FINALINSTALMENT

      77,942.02         79,576.72   

ADR TENARIS S A SPONSORED ADR

      36,818.71         44,082.00   

ADR TENCENT HLDGS LTD ADR

      10,547.19         10,863.60   

ADR TERNIUM S A SPONSORED ADR

      1,727.22         2,120.50   

ADR TERUMO CORP ADR

      3,081.95         3,380.80   

ADR TEVA PHARMACEUTICAL INDS

      603,881.60         615,134.00   

ADR TEVA PHARMACEUTICAL INDS

      1,126,144.41         1,122,880.20   

ADR TEVA PHARMACEUTICAL INDS

      977,960.75         1,127,571.90   

ADR TEVA PHARMACEUTICAL INDS LTD ISIN#US8816242098

      559,649.86         530,944.05   

ADR TOTAL SA

      220,485.72         203,170.52   

ADR TOTAL SA

      254,514.44         258,094.48   

ADR TOYOTA MTR CORP SPONSORED ADR

      497,268.60         514,240.20   

ADR TRINITY BIOTECH PLC SPONSORED ADR NEW

      15,587.92         13,902.18   

ADR TURKCELL ILETISIM HIZMETLERI A S SPONSORED ADR NEW

      3,714.79         3,426.00   

ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012

      10,326.84         16,155.00   

ADR UNILEVER N V NEW YORK SHS NEW

      70,835.42         76,176.40   

ADR UNILEVER PLC SPONSORED ADR NEW

      41,364.14         43,503.99   

ADR UNITED MICROELECTRONICS CORP SPONSORED ADR NEW

      2,674.41         3,160.00   

ADR UNITED UTILS GROUP PLC SPONSORED ADR

      6,349.58         7,146.96   

ADR UPM KYMMENE CORP SPONSORED ISIN US9154361094

      1,199.73         1,366.75   

ADR VALE S A ADR

      391,173.34         502,371.24   

ADR VANCEINFO TECHNOLOGIES INC ADR ADR

      101,266.28         117,850.48   

ADR VEOLIA ENVIRONNEMENT SPONSORED ADR

      91,310.00         79,565.60   

ADR VEOLIA ENVIRONNEMENT SPONSORED ADR

      312,311.77         320,024.00   

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

      20,443.71         12,161.43   

ADR VIVO PARTICIPACOES S A SPONSORED ADRREPSTG PFD NEW

      10,118.21         11,080.60   

ADR VODAFONE GROUP PLC NEW SPONSORED ADR

      111,513.08         120,807.06   

ADR VODAFONE GROUP PLC NEW SPONSORED ADR

      384,403.68         450,499.35   

ADR VODAFONE GROUP PLC NEW SPONSORED ADR

      386,877.43         482,453.22   

ADR WESTPAC BKG LTD SPONSORED A.D.R.

      10,727.80         12,018.30   

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

      4,090.85         5,151.51   

ADR WUXI PHARMATECH CAYMAN INC SPONSOREDADR REPSTG ORD SHS ADR

      14,443.71         14,526.00   

ADR XINYUAN REAL ESTATE CO LTD SPONSOREDADR

      981.62         789.00   

 

- 26 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ADR YANZHOU COAL MNG CO LTD SPONSORED ADR REPSTG H SHS

      40,513.54        56,610.00   

ADR YARA INTL ASA SPONSORED ADR

      9,366.95        11,612.90   

ADR YINGLI GREEN ENERGY HLDG CO LTD ADR ADR

      108,224.51        88,781.68   

ADR YOUKU.COM INC-SPON ADR SPONSORED ADR

      113,330.28        113,572.44   

ADVANCE AMER CASH ADVANCE CTRS INC COM STK

      63,371.18        43,992.00   

ADVANCE AUTO PTS INC COM

      14,576.82        16,537.50   

ADVANCE AUTO PTS INC COM

      82,243.63        131,638.50   

ADVANCE AUTO PTS INC COM

      268,588.23        264,600.00   

ADVANCE HEATING & AIR CONDITIONING CORP SER B PFD STK $10 PAR

      7,073.95        7,248.00   

ADVANCED BATTERY TECHNOLOGIES INC COM COM

      8,976.22        8,758.75   

ADVANCED BATTERY TECHNOLOGIES INC COM COM

      33,629.88        32,340.00   

ADVANCED CELL TECHNOLOGY INC COM

      28,468.29        38,832.98   

ADVANCED DEPOSITION TECHNOLOGIES INC COM

      1,506.39        0.03   

ADVANCED ENVIRONMENTAL RECYCLING TECHNOLOGIES INC CL A CL A

      19,689.50        9,079.20   

ADVANCED GROWING SYS INC NEV COM

      4,399.65        0.00   

ADVANCED ID CORP COM

      11,240.98        250.00   

ADVANCED MICRO DEVICES INC COM

      214,502.16        117,857.44   

ADVANCED MICRO DEVICES INC COM

      298,108.38        343,216.44   

ADVANCED OPTICS ELECTRONICS INC COM

      9,411.96        200.00   

ADVANCED POWERLINE TECHNOLOGIES INC COM

      3,635.90        0.00   

ADVANCED VIRAL RESH CORP COM

      13,629.35        50.00   

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

      1,372.35        65.00   

ADVANTA CORP CL B

      8,712.06        9.69   

ADVANTAGE OIL & GAS LTD

      40,212.12        45,016.00   

ADVENT SOFTWARE INC COM STK

      9,940.12        10,715.20   

ADVENTRX PHARMACEUTICALS INC COM NEW COMNEW

      21,394.18        10,492.20   

AECOM TECHNOLOGY CORP DELAWARE COM

      19,075.54        20,138.40   

AECOM TECHNOLOGY CORP DELAWARE COM

      265,777.53        283,615.80   

AECOM TECHNOLOGY CORP DELAWARE COM

      326,270.71        358,016.00   

AEGEAN MARINE PETROLEUM NETWORK INC COM STK USD0.01

      14,253.12        11,577.30   

AEGIS ASSMTS INC COM

      3,578.85        1.20   

AEGON N V PERP CAP SECS 6.375% PFD STK

      11,824.95        15,148.00   

AEGON N V PFD STK

      44,554.95        45,560.00   

AEHR TEST SYS COM

      116.85        120.00   

AEON CREDIT SERV NPV

      127,878.75        104,628.74   

AERCAP HOLDINGS N.V. EUR0.01

      23,588.46        36,006.00   

AERO PERFORMANCE PRODS INC COM STK

      2,410.49        600.00   

AEROFOAM METALS INC COM

      5,138.44        0.00   

AEROPOSTALE COM

      43,368.49        39,424.00   

AEROVIRONMENT INC COM

      111,789.95        111,612.80   

AES CORP 7.75% DUE 03-01-2014

      5,300.00        5,337.50   

AES CORP 7.75% DUE 10-15-2015

      40,000.00        42,700.00   

AES CORP 8% DUE 06-01-2020

      80,000.00        84,800.00   

AES CORP COM

      20,586.68        20,486.76   

AES CORP COM

      316,280.71        202,955.34   

AES TR III TR PFD STK CONV SECS

      4,939.95        4,900.00   

AETERNA ZENTARIS INC COM

      40,492.42        40,420.00   

AETNA INC

      67,174.02        60,954.16   

AETNA INC

      161,440.23        307,235.70   

AETNA INC

      388,012.94        381,375.00   

AETRIUM INC COM STK USD0.001

      4,149.95        2,349.90   

AFC ENTERPRISES INC COM

      24,378.14        26,410.00   

AFFILIATED MANAGERS GROUP INC COM STK

      16,979.40        20,141.66   

AFFILIATED MANAGERS GROUP INC COM STK

      465,196.76        687,594.60   

AFFILIATED MANAGERS GROUP INC COM STK

      1,281,812.35        1,795,882.00   

AFFYMAX INC COM

      2,914.76        3,325.00   

AFFYMETRIX INC OC-CAP STK

      5,217.28        6,036.00   

AFLAC INC COM

      213,448.04        253,145.54   

AFLAC INC COM

      391,656.72        669,146.94   

AFRICA OIL CORP COM STK

      3,030.71        4,025.60   

AGCO CORP COM

      18,899.18        21,581.16   

AGCO CORP COM

      244,654.64        293,828.00   

AGCO CORP COM

      245,741.38        460,904.68   

AGCO CORP COM

      245,891.90        501,534.00   

AGCO CORP COM STK CALL OPT EXP 5/21/11 PR $60 PER SH

      (271.53 )      (300.00 ) 

AGFEED INDS INC COM STK

      21,731.49        16,860.90   

AGILENT TECHNOLOGIES INC COM

      1,034.63        1,242.90   

AGILENT TECHNOLOGIES INC COM

      286,136.75        352,155.00   

AGILENT TECHNOLOGIES INC COM

      234,927.07        361,062.45   

AGL RES INC COM

      61,999.96        58,754.96   

AGL RES INC COM

      169,121.72        164,910.00   

AGL RES INC COM

      170,920.89        164,910.00   

AGL RES INC COM

      181,713.74        172,080.00   

AGNICO-EAGLE MINES LTD COM

      146,679.15        230,100.00   

AGNICO-EAGLE MINES LTD COM

      404,279.57        418,858.70   

 

- 27 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

AGNICO-EAGLE MINES LTD COM STK CALL OPT EXP 2/19/11 PR $75 PER SH

      (3,135.43 )      (4,550.00 ) 

AGREE RLTY CORP COM

      44,897.07        45,177.75   

AGRISOLAR SOLUTIONS INC COM

      1,056.95        450.00   

AGRIUM INC COM

      234,647.69        247,541.50   

AHMANSON H.F & CO DEP SHS SER B 9.60% PFD STK

      9,550.12        9,662.50   

AIA GROUP LTD COM PAR USD 1

      95,764.23        105,140.90   

AIR CDA CL A VAR VTG SHS CL A COM STK

      158,754.38        189,224.00   

AIR FRANCE - KLM EUR8.50

      325,002.78        407,980.77   

AIR LIQUIDE(L’) EUR5.50

      689,299.67        870,838.39   

AIR PROD & CHEM INC COM

      48,685.32        57,253.84   

AIR PROD & CHEM INC COM

      291,919.99        407,910.75   

AIR PROD & CHEM INC COM

      236,622.02        490,402.40   

AIR PROD & CHEM INC COM

      693,349.79        927,690.00   

AIR TRANS SVCS GROUP INC COM STK

      9,115.56        15,800.00   

AIRCASTLE LIMITED COM STK

      29,829.82        30,305.00   

AIRCASTLE LIMITED COM STK

      129,236.74        143,165.00   

AIRCASTLE LTD COMSTK CALL OPT EXP 12/18/10 PR $10 PER SH

      (468.50 )      0.00   

AIRGAS INC COM

      89,884.66        117,737.10   

AIRNET COMMUNICATIONS CORP COM NEW STK

      3,389.37        0.00   

AIRSCOOTER CORP COM

      207.17        25.00   

AIRSPAN NETWORKS INC COMMON STOCK

      25,623.18        195.78   

AIRTECH INTL GROUP INC COM NEW

      6,883.43        0.00   

AIRTRAN HLDGS INC COM

      232,962.99        300,470.01   

AISIN SEIKI CO NPV

      184,999.70        226,460.78   

AK STEEL HOLDING CORP COMSTK CALL OPT EXP 01/22/11 PR $16 PER SH

      (101.53 )      0.00   

AK STL HLDG CORP COM STK PAR $0.01

      158,409.81        45,312.16   

AK STL HLDG CORP COM STK PAR $0.01

      68,831.60        72,350.33   

AKAMAI TECHNOLOGIES INC COM STK

      152,313.23        148,913.25   

AKAMAI TECHNOLOGIES INC COM STK

      206,166.86        215,771.30   

AKAMAI TECHNOLOGIES INC COM STK

      391,988.67        414,040.00   

AKAMAI TECHNOLOGIES INC COM STK CALL OPT EXP 1/22/11 PR $50 PER SH

      (189.53 )      0.00   

AKAMAI TECHNOLOGIES INC COMSTK CALL OPT EXP 12/18/10 PR $50 PER SH

      (500.77 )      0.00   

AKEENA SOLAR INC D/B/A WESTINGHOUSE SOLAR COMMON STOCK

      16,150.88        4,649.67   

AKZO NOBEL NV EUR2

      609,262.54        618,310.03   

AKZO NOBEL NV EUR2

      755,210.46        806,896.45   

ALAMO ENERGY CORP COM STK

      59,357.95        61,425.00   

ALAMO GROUP INC COM

      27,267.36        30,740.99   

ALASKA AIR GROUP INC COM

      116,383.96        124,491.24   

ALASKA AIR GROUP INC COM

      872,416.83        986,406.00   

ALASKA COMMUNICATIONS SYS GROUP INC COM ISIN US01167P1012

      61,465.08        65,879.27   

ALBANY INTL CORP NEW CL A

      22,449.02        26,059.00   

ALBANY MOLECULAR RESH INC COM

      1,294.95        1,124.00   

ALBANY MOLECULAR RESH INC COM

      439,352.29        275,380.00   

ALBEMARLE CORP COM

      4,992.43        5,131.76   

ALBERTA STAR DEV CORP COM NEW

      171,050.33        26,532.20   

ALBERTO-CULVER CO NEW COM STK

      229,971.51        320,396.00   

ALCOA INC 6% DUE 07-15-2013

      9,968.50        11,004.14   

ALCOA INC COM STK

      263,615.77        287,793.00   

ALCOA INC COM STK

      449,577.67        395,569.17   

ALCOA INC COM STK

      474,371.67        565,360.56   

ALCOA INC COM STK

      802,540.16        938,790.00   

ALCON INC COM CHF0.20

      11,825.27        16,340.00   

ALDERSHOT RES LTD NEW COM STK

      252.75        161.00   

ALDRED HOLDINGS INC SER C PFD STK PAR $1.00 DBTFL & DESP

      10,000.00        10,253.70   

ALERE INC COM

      13,363.68        11,712.00   

ALEXANDER & ALEXANDER SVCS INC SER A $3.625 CONV PFD STK

      26,972.49        7,810.20   

ALEXANDER & BALDWIN INC COM

      16,193.26        14,010.50   

ALEXANDER & BALDWIN INC COM

      500,361.05        660,815.24   

ALEXCO RESOURCE CORP COM STK

      44,582.10        116,379.90   

ALEXION PHARMACEUTICALS INC COM

      54,398.51        60,493.05   

ALEXION PHARMACEUTICALS INC COM

      168,844.55        396,306.00   

ALEXION PHARMACEUTICALS INC COM

      401,669.83        459,135.00   

ALEXZA PHARMACEUTICALS INC COM

      16,565.68        6,875.00   

ALFA LAVAL AB NPV

      55,251.21        84,946.37   

ALGONQUIN PWR & UTILS CORP COM

      7,043.65        5,052.10   

ALIBABA.COM LTD COM STK

      39,117.70        38,553.80   

ALICO INC COM

      866.19        778.88   

ALIGN TECHNOLOGY INC COM

      41,849.90        41,034.00   

ALKERMES INC COM

      9,860.98        8,596.00   

ALL FUELS & ENERGY CO COM STK

      2,154.95        0.26   

ALLEGHENY ENERGY INC COM

      5,598.28        4,496.11   

ALLEGHENY ENERGY INC COM

      141,845.76        103,698.72   

ALLEGHENY TECHNOLOGIES INC COM

      36,454.38        44,464.26   

ALLEGHENY TECHNOLOGIES INC COM

      89,155.45        136,846.40   

ALLEGIANT TRAVEL CO COM

      5,269.26        5,662.60   

 

- 28 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ALLERGAN INC COM

      191,751.65         199,669.36   

ALLERGAN INC COM

      228,577.56         531,231.12   

ALLERGAN INC COM

      576,607.85         576,828.00   

ALLERGAN INC COM

      877,852.77         913,311.00   

ALLIANCE 1 INTL INC COM

      4,051.03         4,240.00   

ALLIANCE CREATIVE GROUP INC COM

      613.90         62.50   

ALLIANCE DATA SYS CORP COM

      64,755.68         63,927.00   

ALLIANCE HEALTHCARE SERVICES

      1,795.65         1,696.00   

ALLIANCE HLDGS GP L P

      12,747.99         14,678.46   

ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK

      24,800.56         30,043.84   

ALLIANCEBERNSTEIN HLDG L P UNIT LTD

      5,608.46         4,666.00   

ALLIANT ENERGY CORP COM ISIN #US0188021085

      4,128.58         5,504.84   

ALLIANT ENERGY CORP COM ISIN #US0188021085

      40,682.07         40,447.00   

ALLIANT TECHSYSTEMS INC COM

      7,286.31         6,698.70   

ALLIED ENERGY INC FLA COM

      539.95         280.00   

ALLIED HEALTHCARE INTL INC COM

      8,390.32         8,270.64   

ALLIED MOTION TECHNOLOGIES INC COM

      4,590.68         6,935.04   

ALLIED NEV GOLD CORP COM STK

      36,556.94         74,299.44   

ALLIED NEV GOLD CORP COM STK

      191,517.68         255,470.10   

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

      13,714.62         15,093.75   

ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK

      210,174.03         249,648.00   

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

      25,285.13         27,523.38   

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

      9,680.00         10,150.00   

ALLOS THERAPEUTICS INC COM ISIN US019777101

      2,816.57         1,608.89   

ALLSCRIPTS HEALTHCARE SOLUTIONS INC

      57,097.42         60,315.10   

ALLSTATE CORP COM

      46,587.58         43,452.12   

ALLSTATE CORP COM

      310,347.03         227,591.32   

ALLSTATE CORP COM

      388,265.17         424,004.00   

ALLSTATE CORP COM

      360,042.34         431,782.72   

ALLSTATE CORP COM

      498,669.81         596,156.00   

ALLSTATE CORP COM

      1,201,016.73         1,187,530.00   

ALLY BK MIDVALE UT CTF DEP DTD 02/05/10 ACT/365 SEMI-ANNUALLY.95 08-05-11

      10,000.00         10,000.00   

ALLY BK MIDVALE UT DTD 09-10-2010 .55 03-09-2012

      20,000.00         20,000.00   

ALLY BK MIDVALE UT DTD 11-26-2010 .25 C/D 05-26-2011

      25,000.00         24,967.50   

ALLY BK MIDVALE UTAH C/D 10-22-2010 ACT/365 1.35 10-22-2013

      125,000.00         124,612.50   

ALLY BK MIDVALE UTAH CTF DEP DTD 02-12-2010 .45 DUE 02-11-2011

      60,000.00         60,000.00   

ALLY BK MIDVALE UTAH CTF DEP DTD 08/27/2010 ACT/365 1 DUE 08-27-2012

      20,000.00         20,000.00   

ALLY BK MIDVALE UTAH CTF DEP DTD 08-13-2010 1.05 08-13-2012

      6,000.00         6,014.16   

ALLY BK MIDVALE UTAH CTF DEP DTD 09-17-2010 .9 09-17-2012

      10,000.00         10,007.00   

ALLY BK MIDVALE UTAH DTD 02-05-2010 .45 C/D 02-04-2011

      25,000.00         25,000.00   

ALLY BK MIDVALE UTAH DTD 03-31-2010 .55 C/D 12-31-2010

      107,000.00         107,000.00   

ALLY BK MIDVALE UTAH DTD 04-23-2010 .65 C/D 04-21-2011

      79,000.00         79,000.00   

ALLY FINL INC 8% DUE 03-15-2020

      379,325.00         393,300.00   

ALLY FINL INC 8.3% DUE 02-12-2015

      10,550.00         11,000.00   

ALMADEN MINERALS LTD COM STK

      4,748.84         5,718.57   

ALMOST FAMILY INC COM

      23,300.30         27,623.98   

ALMOST FAMILY INC COM

      686,451.67         722,296.00   

ALNYLAM PHARMACEUTICALS INC COM

      55,679.60         49,300.00   

ALNYLAM PHARMACEUTICALS INC COM

      431,479.65         240,830.50   

ALON USA ENERGY INC COM STK

      33,548.76         35,880.00   

ALPHA NAT RES INC COM STK

      97,162.14         108,054.00   

ALPHA NAT RES INC COM STK

      252,457.69         517,098.42   

ALPHATEC HLDGS INC COM STK

      3,350.19         2,700.00   

ALPINE AIR EXPRESS INC COM NEW STK

      14,006.30         3,157.50   

ALTAGAS LTD COM STK

      18,396.31         22,450.18   

ALTAIR NANOTECHNOLOGIES INC COMMON STOCK

      22,351.88         13,041.00   

ALTERA CORP COM

      13,688.55         14,232.00   

ALTERA CORP COM

      251,903.10         279,872.28   

ALTERNATE ENERGY HLDGS INC COM STK

      60,349.35         5,640.00   

ALTERNATIVE ENERGY PARTNERS INC COM NEW

      9,608.00         640.00   

ALTERRA CAPITAL HOLDINGS INC COM USD0.01

      90,255.06         116,856.00   

ALTIUS MINERALS CORP COM STK

      66,390.77         107,393.70   

ALTO GROUP HLDGS INC COM STOCK

      4,134.90         4,137.00   

ALTRIA GROUP INC 8.5% DUE 11-10-2013

      81,052.60         82,854.59   

ALTRIA GROUP INC 9.25% DUE 08-06-2019

      12,328.20         13,050.40   

ALTRIA GROUP INC 9.7% DUE 11-10-2018

      21,915.53         33,010.00   

ALTRIA GROUP INC COM

      79,657.07         101,335.92   

ALTRIA GROUP INC COM

      592,990.30         1,293,436.32   

ALTRIA GROUP INC COM

      1,224,384.26         1,473,234.26   

ALVARION LTD COM

      12,256.52         7,356.80   

AMADA CO LTD NPV

      468,837.80         578,012.47   

AMAG PHARMACEUTICALS INC COM STK

      35,232.00         45,250.00   

AMAROK RES INC COM STK

      60,098.05         57,728.00   

AMAZON COM INC COM

      793,980.03         844,560.00   

AMAZON COM INC COM

      779,733.99         846,000.00   

 

 

- 29 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

AMAZON COM INC COM

      761,459.33        1,090,440.00   

AMAZON COM INC COM

      606,612.12        1,323,000.00   

AMAZON COM INC COM

      612,698.74        1,468,800.00   

AMAZON COM INC COM

      559,718.88        1,605,960.00   

AMAZON.COM INC COM STK CALL OPT EXP 1/22/11 PR $185 PER SH

      (1,220.76 )      (1,245.00 ) 

AMAZON.COM INC COM STK CALL OPT EXP 4/16/11 PR $85 PER SH

      1,412.70        1,630.00   

AMAZON.COM INC COM STK CALL OPT EXP 7/16/11 PR $195 PER SH

      (1,452.28 )      (819.00 ) 

AMBAC FINL GROUP 9.375% DUE 08-01-2011

      4,972.50        525.00   

AMBAC FNCL GROUP COM STK

      3,938.36        644.24   

AMBASSADORS GROUP INC COM

      9,499.08        8,291.62   

AMDOCS ORD GBP0.01

      10,416.90        9,614.50   

AMDOCS ORD GBP0.01

      141,469.33        134,603.00   

AMDOCS ORD GBP0.01

      318,279.26        335,134.00   

AMEDISYS INC COM

      14,685.76        16,080.00   

AMEDISYS INC COM

      444,346.28        478,145.50   

AMER ELEC PWR CO INC COM

      212,527.29        227,530.00   

AMER ELEC PWR CO INC COM

      313,747.00        331,016.00   

AMER ELEC PWR CO INC COM

      419,701.94        420,966.00   

AMER ELEC PWR CO INC COM

      413,851.28        434,890.26   

AMER FINL GROUP INC OH COM STK

      87,917.89        106,304.20   

AMER FINL GROUP INC OH COM STK

      190,196.08        203,427.00   

AMER FINL GROUP INC OH COM STK

      250,645.61        316,442.00   

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

      49,816.50        54,507.95   

AMER MOVIL SAB DE 5% DUE 03-30-2020

      99,356.00        103,944.80   

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

      123,964.94        143,645.01   

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

      151,248.65        157,685.00   

AMER NATL INS CO COM

      50,656.98        51,372.00   

AMERADA HESS CORP 7.3% DUE 08-15-2031

      169,249.73        185,893.67   

AMERADA HESS CORP 7.875% DUE 10-01-2029

      57,790.80        62,751.00   

AMERCO COM

      10,731.95        10,564.40   

AMERCO COM

      69,569.46        86,436.00   

AMERCO COM

      106,068.72        144,060.00   

AMEREN CORP COM

      35,431.60        36,528.04   

AMEREN CORP COM

      232,775.73        170,126.65   

AMERESCO INC

      5,194.95        5,744.00   

AMERGENCE GROUP INC COM NEW STK

      2,355.56        428.40   

AMERICAN APPAREL INC COM STK

      7,054.54        1,660.00   

AMERICAN BIO MEDICA CORP COM

      15,880.90        1,800.00   

AMERICAN CAP AGY CORP COM REIT FUND

      139,512.74        144,558.46   

AMERICAN CAP AGY CORP COM REIT FUND

      884,504.19        928,302.00   

AMERICAN CAP LTD COM STK

      190,842.05        269,606.05   

AMERICAN CAPITAL AGENCY CORP COM STK CALL OPT EXP 1/22/11 PR $29 PER SH

      (1,556.66 )      (600.00 ) 

AMERICAN EAGLE OUTFITTERS INC NEW COM

      26,208.29        24,241.49   

AMERICAN ENTERPRISE DEV CORP COM STK

      277.90        12.00   

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

      59,000.00        59,043.66   

AMERICAN EXPRESS CO

      241,365.43        272,791.75   

AMERICAN EXPRESS CO

      669,315.29        1,131,027.84   

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

      72,672.60        69,300.00   

AMERICAN GREEN GROUP INC COM NEW COM NEW

      864.95        0.00   

AMERICAN HOME MTG INVT CORP COM STK

      595.04        6.21   

AMERICAN INTERNATIONAL GROUP INC COM

      2,050,145.83        202,880.02   

AMERICAN INTERNATIONAL GROUP INC COM

      246,218.74        383,000.14   

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

      3,347.50        0.00   

AMERICAN JIANYE GREENTECH HOLDINGS INC COMMON STOCK

      2,081.95        3,475.00   

AMERICAN LITHIUM MINERALS INC COM

      39,053.55        21,765.25   

AMERICAN MED ALERT CORP COM

      5,666.95        6,140.00   

AMERICAN PACIFIC RIM COMMERCE GROUP COMMON STOCK

      156.95        40.00   

AMERICAN PUB ED INC COM STK

      6,384.31        7,448.00   

AMERICAN PUB ED INC COM STK

      76,355.62        81,928.00   

AMERICAN PUBLIC EDUCATION COMSTK CALL OPT EXP 01/22/11 PR $35 PER SH

      (177.30 )      0.00   

AMERICAN PWR CORP COM STK

      706.95        600.00   

AMERICAN RAILCAR INDS INC COM STK

      1,403.24        2,213.00   

AMERICAN REPROGRAPHICS CO COM

      4,314.34        3,795.00   

AMERICAN SEC RES CORP COM

      3,527.80        175.00   

AMERICAN SIERRA GOLD CORP COM STK

      4,065.27        104.00   

AMERICAN STS WTR CO COM

      24,337.90        27,576.00   

AMERICAN SUPERCONDUCTOR CORP COMSTK PUT OPT EXP 04/16/11 PR $39 PER SH

      2,229.22        3,120.00   

AMERICAN SUPERCONDUCTOR CORP SHS

      96,699.62        88,343.10   

AMERICAN TOWER CORP CL A

      79,212.70        80,042.00   

AMERICAN TOWER CORP CL A

      431,867.46        518,517.24   

AMERICAN UNITY INVTS INC FLA COM STK

      2,159.75        1.40   

AMERICAN VANGUARD CORP COM

      2,995.20        3,416.00   

AMERICAN WTR WKS CO INC NEW COM

      13,094.80        14,662.21   

AMERICAN WTR WKS CO INC NEW COM

      245,504.59        301,709.70   

AMERICAN WTR WKS CO INC NEW COM

      325,298.72        422,343.00   

 

- 30 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

AMERICANWEST BANCORPORATION COM STK

      2,873.90        96.00   

AMERICAS CAR-MART INC COM

      413,555.70        442,758.00   

AMERICAS WIND ENERGY CORP COM

      2,960.87        57.96   

AMERIGO RES LTD

      7,753.40        26,770.00   

AMERIGROUP CORP COM

      34,674.31        34,213.68   

AMERIGROUP CORP COM

      270,712.23        390,888.00   

AMERIGROUP CORP COM

      465,328.49        707,112.00   

AMERILITHIUM CORP COM STK

      202,530.26        62,116.26   

AMERIPRISE FINL INC COM

      187,099.84        281,995.00   

AMERIPRISE FINL INC COM

      133,165.36        358,996.90   

AMERIPRISE FINL INC COM

      326,966.05        626,661.95   

AMERIQUEST MTG FLTG RT .605% DUE 04-25-2034

      78,604.13        79,635.42   

AMERISAFE INC COM

      2,741.59        2,905.00   

AMERISOURCEBERGEN CORP COM

      167,799.17        187,999.15   

AMERISOURCEBERGEN CORP COM

      119,801.13        237,236.36   

AMERISTAR CASINOS INC COM STK USD0.01

      56,144.15        54,705.00   

AMERITYRE CORP COM

      13,245.09        2,360.60   

AMERN AXLE & MFG HOLDINGS INC

      3,295.19        3,536.50   

AMERN EXPRESS CENTURION BK SALT LAKE CY UT CTF DEP DTD 02-03-2010 2 02-04-2013

      30,000.00        30,000.00   

AMERN EXPRESS CENTURION BK SALT LAKE CY UT CTF DEP DTD 03-31-2010 .85 07-01-2011

      147,000.00        147,248.43   

AMERN EXPRESS CO 8.125% DUE 05-20-2019

      5,042.50        6,171.20   

AMERN EXPRESS CR 5.125% DUE 08-25-2014

      249,760.00        269,546.00   

AMERN GEN CORP 6.625 DUE 02-15-2029 BEO

      9,907.85        2,290.00   

AMERN GEN FIN CORP MEDIUM TERM SR NTS TRANCHE # TR 00414 5.625 DUE 08-17-2011

      9,883.33        9,825.00   

AMERN INTL GROUP 6.4% DUE 12-15-2020

      129,663.30        136,397.17   

AMERN INTL GROUP 8.25% DUE 08-15-2018

      140,000.00        161,289.24   

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

      26,112.49        31,465.00   

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

      19,889.80        20,622.84   

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

      40,000.00        40,000.00   

AMERN MUN TERM TR INC II REMARKETED PFD

      4,389.63        2,527.68   

AMERN ORIENTAL BIOENGINEERING INC COM STK

      8,671.35        5,486.40   

AMERN SCI & ENGR INC COM

      36,632.17        49,200.38   

AMERN SOFTWARE INC CL A

      4,070.31        4,197.40   

AMERN WOODMARK CORP COM

      2,368.95        2,454.00   

AMERUS GROUP CO NON CUMULATIVE PERP PFD SER A

      19,920.00        20,000.00   

AMETEK INC NEW COM

      8,380.40        12,326.27   

AMETEK INC NEW COM

      246,610.84        364,436.25   

AMFM INC PFD CONV EXCHANGEABLE $3.00

      160,000.00        159,377.08   

AMGEN INC COM

      149,048.39        142,740.00   

AMGEN INC COM

      166,896.09        163,876.50   

AMGEN INC COM

      851,910.36        933,300.00   

AMGEN INC COM

      872,481.62        1,304,973.00   

AMISH NATURALS INC COM STK

      2,959.23        6.29   

AMKOR TECHNOLOGY INC COM

      62,092.24        69,654.00   

AMKOR TECHNOLOGY INC COM

      314,450.54        234,263.00   

AMN HEALTHCARE SVCS INC COM

      5,614.05        6,140.00   

AMOROCORP INC COM STK

      1,030.00        0.00   

AMPHENOL CORP NEW CL A

      174,008.42        231,968.10   

AMR 01/22/2011 9.000 C AMR 110122C00009000

      (731.78 )      0.00   

AMR CORP COM

      3,114,679.85        3,133,044.52   

AMR CORP DEL 10 DUE 04-15-2021 REG

      9,285.00        9,200.00   

AMR CORP DEL DEB 9 DUE 09-15-2016 REG

      9,885.00        9,800.00   

AMR CORP DEL PFD

      1,755.14        2,447.99   

AMTECH SYS INC COM PAR $0.01 NEW STK

      48,397.85        48,313.15   

AMTRUST FINL SVCS INC COM

      57,505.48        66,500.00   

AMYLIN PHARMACEUTICALS INC COM

      16,876.09        13,239.00   

ANADARKO FIN CO 7.5% DUE 05-01-2031

      98,613.60        99,517.41   

ANADARKO PETE CORP 5.95% DUE 09-15-2016

      6,918.00        8,560.06   

ANADARKO PETE CORP 6.375% DUE 09-15-2017

      24,793.75        27,232.68   

ANADARKO PETE CORP 8.7% DUE 03-15-2019

      59,811.00        73,272.42   

ANADARKO PETE CORP DEB 7.2 DUE 03-15-2029 BEO

      13,661.03        17,426.79   

ANADARKO PETRO CORP COM

      217,678.58        299,962.94   

ANADARKO PETRO CORP COM

      401,480.96        949,486.72   

ANADARKO PETRO CORP COM

      887,357.40        1,268,064.00   

ANADARKO PETRO CORP COM

      1,201,140.72        1,549,856.00   

ANADARKO PETROLEUM CORP COM STK CALL OPT EXP 5/21/11 PR $80 PER SH

      (196.30 )      (555.00 ) 

ANADIGICS INC COM

      6,636.03        7,900.20   

ANADIGICS INC COM

      65,455.50        86,625.00   

ANADYS PHARMACEUTICALS INC COM

      967.72        1,420.00   

ANALOG DEVICES INC COM

      11,729.64        13,184.50   

ANALOG DEVICES INC COM

      237,111.18        282,939.37   

ANALOGIC CORP COM PAR $0.05

      51,865.44        59,412.00   

ANALOGIC CORP COM PAR $0.05

      307,969.52        411,329.08   

ANAVEX LIFE SCIENCES CORP COM STK

      51,973.81        36,500.00   

ANCESTRY COM INC COM

      3,894.80        4,531.20   

 

- 31 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ANDERSONS INC COM

      20,536.83        21,810.00   

ANDERSONS INC COM

      120,744.82        127,225.00   

ANDERSONS INC COM

      286,638.93        401,849.25   

ANDINA MINERALS INC COM STK

      15,983.43        39,296.75   

ANDREA ELECTRS CORP COM

      283.20        210.00   

ANGIODYNAMICS INC COM STK

      41,967.25        38,425.00   

ANGIOTECH PHARMACEUTICALS INC COM

      272.31        352.00   

ANGLO AMERICAN USD0.54945

      810,259.95        1,055,654.82   

ANGLOGOLD ASHANTI-SPON ADR COM STK CALL OPT EXP 1/22/11 PR $49 PER SH

      (231.55 )      0.00   

ANHANGUER EDL COMSTK

      198,901.99        272,289.16   

ANHEUSER BUSCH GTD NT 5.375 DUE 01-15-2020

      190,162.50        205,881.72   

ANHEUSER-BUSCH INBEV NV

      758,282.74        923,088.02   

ANIMAL HEALTH INTL INC COM

      3,687.34        1,438.30   

ANNALY CAP MGMT INC C PFD SER A

      3,723.35        3,825.00   

ANNALY CAP MGMT INC COM

      1,409,471.35        1,441,503.81   

ANNALY CAPITAL MANAGEMENT COMSTK CALL OPT EXP 02/19/2011 PR $18 PER SH

      (464.19 )      (612.00 ) 

ANNALY CAPITAL MANAGEMENT IN COM STK CALL OPT EXP 2/19/11 PR $18 PER SH

      (130.02 )      0.00   

ANNTAYLOR STORES CORP COM

      20,384.52        27,390.00   

ANTARES PHARMA INC COM

      6,632.72        7,012.50   

ANTHRACITE CAP INC COM

      1,594.57        0.42   

ANTOFAGASTA ORD GBP0.05

      148,053.75        180,122.26   

ANTRIM ENERGY INC COM

      820.73        359.28   

ANULEX TECHNOLOGIES INC PFD A

      10,000.00        10,082.60   

ANWORTH MTG AST CORP COM

      62,914.01        63,000.00   

AOL INC COM STK

      9,077.69        8,393.34   

AOL TIME WARNER 7.625% DUE 04-15-2031

      68,424.87        85,097.81   

AON CORP COM

      6,535.02        7,484.77   

AON CORP COM

      264,222.64        381,790.98   

AON CORP COM

      356,101.42        414,872.17   

AP PHARMA INC COM NEW STK

      5,354.00        1,461.89   

APA GROUP NPV (STAPLED UNITS)

      7,440.27        8,303.00   

APACHE CORP 5.1% DUE 09-01-2040

      49,551.70        48,581.85   

APACHE CORP 6% DUE 09-15-2013

      109,423.60        123,518.45   

APACHE CORP COM

      359,825.56        460,849.58   

APACHE CORP COM

      364,956.82        547,861.85   

APACHE CORP COM

      478,560.77        1,146,515.68   

APACHE CORP DEP SHS REPSTG 1/20TH PFD CONV SER D 6%

      50,891.70        64,934.80   

APARTMENT INVT & MGMT CO CL A

      4,789.70        7,416.08   

APARTMENT INVT & MGMT CO CL A

      65,573.70        75,943.76   

APEX SILVER MINE LTD COM STK

      10,294.31        0.00   

APOGEE ENTERPRISES INC COM

      1,597.41        1,442.49   

APOGEE TECH INC COM STK

      14,354.85        2,340.00   

APOLLO COML REAL ESTATE FIN INC COM

      54,056.64        52,320.00   

APOLLO GROUP INC CL A

      169,473.20        126,446.98   

APOLLO GROUP INC CL A

      187,735.84        167,990.46   

APOLLO GROUP INC CL A

      1,727,486.03        1,259,415.08   

APOLLO GROUP INC-CL A COM STK CALL OPT EXP 2/19/11 PR $40 PER SH

      (203.30 )      (2,080.00 ) 

APOLLO GROUP INC-CL A COMSTK CALL OPT EXP 01/22/11 PR $35 PER SH

      (966.00 )      (3,000.00 ) 

APOLLO GROUP INC-CL A COMSTK CALL OPT EXP 1/22/11 PR $40 PER SH

      (2,279.69 )      0.00   

APOLLO INVT CORP COM SH BEN INT

      215,741.66        219,861.92   

APOLO GOLD & ENERGY INC FORMERLY APOLO COM NEW

      491.75        120.00   

A-POWER ENERGY GENERATION CMN STK CALL OPT EXP 08/21/10 PR $9 PER SH

      (626.98 )      0.00   

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

      26,262.67        15,015.00   

APPIANT TECHNOLOGIES INC COM

      554.95        0.00   

APPLE INC COM STK

      706,375.09        1,545,062.40   

APPLE INC COM STK

      1,167,798.18        2,419,200.00   

APPLE INC COM STK

      1,479,182.24        3,032,064.00   

APPLE INC COM STK

      1,304,137.94        3,551,385.60   

APPLE INC COM STK

      1,433,100.13        7,444,684.80   

APPLE INC COM STK

      22,926,352.24        27,891,763.20   

APPLE INC COM STK CALL OPT EXP 1/22/11 PR $340 PER SH

      (307.29 )      (1,840.00 ) 

APPLE INC COM STK CALL OPT EXP 1/22/11 PR 320 PER SH

      (5,313.34 )      (3,431.00 ) 

APPLE INC COM STK CALL OPT EXP 3/19/11 PR $340 PER SH

      (1,142.28 )      (5,285.00 ) 

APPLE INC COM STK CALL OPT EXP 4/16/11 PR $310 PER SH

      (10,339.13 )      (5,780.00 ) 

APPLE INC COMSTK CALL OPT EXP 01/19/13 PR $400 PER SH

      (8,031.39 )      (6,850.00 ) 

APPLE INC COMSTK CALL OPT EXP 01/22/11 PR $330 PER SH

      (10,240.78 )      (7,380.00 ) 

APPLE INC COMSTK CALL OPT EXP 1/21/12 PR $400 PER SH

      (1,912.27 )      (14,400.00 ) 

APPLE INC COMSTK CALL OPT EXP 2/19/11 PR $340 PER SH

      (51,092.30 )      (43,050.00 ) 

APPLIED INDL TECHNOLOGIES INC COM

      819,480.26        886,704.00   

APPLIED MATERIALS INC COM

      234,590.88        245,427.55   

APPLIED MATERIALS INC COM

      420,778.74        431,335.00   

APPLIED MATERIALS INC COM

      408,702.62        472,318.85   

APPLIED MATERIALS INC COM

      648,271.57        729,195.00   

APPLIED MATERIALS INC COM

      668,342.44        786,800.00   

APPLIED MICRO CIRCUITS CORP COM NEW STK

      480.92        534.00   

 

- 32 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

APPLIED NEUROSOLUTIONS INC COM NEW COM NEW

      10,569.95        25.00   

APPLIED SCIENCE PRODS INC COM

      403.70        14.00   

APPLIED SOLAR INC COM

      1,107.75        17.50   

APPLIED VISUAL SCIENCES INC COM COM STK

      9,882.95        693.00   

APPLIEDTHEORY CORP COM

      11,260.37        10.00   

APPTECH CORP COM STK

      103.90        30.00   

APRICUS BIOSCIENCES INC COM

      26,647.12        20,518.11   

APTARGROUP INC COM

      64,445.31        80,869.00   

APWR 10/16/2010 7.000 C APWR 101016C00007000

      (592.29 )      0.00   

AQUA AMER INC COM

      54,802.28        65,217.47   

ARABIAN AMERN DEV CO COM

      27,899.12        24,186.24   

ARAFURA RESOURCES LTD COM STK

      107,809.61        169,384.22   

ARBITRON INC COM

      119,725.25        182,688.00   

ARCA BIOPHARMA INC COM

      437.88        323.34   

ARCELORMITTAL NPV

      470,639.51        565,059.89   

ARCH CHEMICALS INC COM

      335,029.61        383,093.00   

ARCH COAL INC COM

      95,986.46        119,389.71   

ARCHER-DANIELS-MIDLAND CO COM

      138,400.99        138,633.82   

ARCHER-DANIELS-MIDLAND CO COM

      288,620.85        483,415.68   

ARCHER-DANIELS-MIDLAND CO COM

      460,271.65        490,304.00   

ARCTIC CAT INC COM

      11,777.28        17,568.00   

ARCTIC CAT INC COM

      34,903.73        34,155.12   

ARCTIC GLACIER INCOME FD TR UNIT

      2,244.68        229.46   

ARENA PHARMACEUTICALS INC COM ISIN US0400471027

      26,005.46        21,567.08   

ARENA PHARMACEUTICALS INC COM STK CALL OPT EXP 4/16/11 PR $2 PER SH

      (397.14 )      (50.00 ) 

ARENA PHARMACEUTICALS INC COMSTK CALL OPT EXP 04/16/11 PR $2.50 PER SH

      (164.26 )      (75.00 ) 

ARENA PHARMACEUTICALS INC COMSTK CALL OPT EXP 07/16/2011 PR $2.50 PER SH

      (51.53 )      (190.00 ) 

ARENA PHARMACEUTICALS INC COMSTK CALL OPT EXP 1/22/11 PR $1.50 PER SH

      (235.49 )      (250.00 ) 

ARENA PHARMACEUTICALS INC COMSTK CALL OPEXP 02/19/11 PR $2 PER SH

      (511.71 )      (525.00 ) 

ARES CAP CORP COM

      53,394.28        56,032.00   

ARES CAP CORP COM

      111,758.46        80,227.11   

ARES CAP CORP COM

      123,313.47        130,192.00   

ARES CAP CORP COM

      279,671.03        491,944.48   

ARES CAP CORP COM

      549,863.19        606,464.00   

ARES CAP CORP COM

      430,587.78        644,368.00   

AREVA COM STK

      34,653.24        19,586.80   

ARGAN INC COM

      14,364.37        9,270.00   

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

      168,209.86        157,197.50   

ARGO GROUP INTERNATIONAL HOLDINGS COM STK

      3,727.95        3,745.00   

ARGO GROUP INTERNATIONAL HOLDINGS COM STK

      85,001.05        108,605.00   

ARGUS METALS CORP COM

      8,402.35        271.70   

ARIAD PHARMACEUTICALS INC COM

      15,985.90        25,500.00   

ARIBA INC COM NEW

      9,375.96        10,969.83   

ARIBA INC COM NEW

      207,967.92        373,021.20   

ARIEL WAY INC COM

      11,530.63        28,220.00   

ARM HLDGS ORD GBP0.0005

      214,100.09        229,234.79   

ARMSTRONG WORLD INDS INC NEW COM STK

      178,917.41        158,584.00   

AROTECH CORP COM NEW STK

      5,128.68        642.95   

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

      23,899.83        12,446.30   

ARRIS GROUP INC COM

      9,226.99        8,818.92   

ARRIS GROUP INC COM

      251,769.77        263,670.00   

ARROW ELECTR INC COM

      21,256.14        23,975.00   

ARTIFICIAL LIFE INC COM

      26,394.45        20,400.00   

ARTIO GLOBAL INVS INC COM CL A COM CL A

      119,355.06        82,600.00   

ARTIS REAL ESTATE INVT TR TR UNIT

      8,552.74        10,635.52   

ARUBA NETWORKS INC COM

      133,767.94        125,802.00   

ARUBA NETWORKS INC COM

      212,292.27        209,635.20   

ARVINMERITOR INC COM STK ISIN# US0433531011

      312,381.95        301,644.00   

ARVINMERITOR INC COM STK ISIN# US0433531011

      284,668.56        351,918.00   

ASA LTD

      111,309.47        163,637.31   

ASAHI GLASS CO NPV

      110,897.25        116,880.92   

ASBURY AUTOMOTIVE GROUP INC COM

      196,935.67        317,671.20   

ASCENDIA BRANDS INC COM STK

      4,119.90        4.55   

ASCENT MEDIA CORP COM SER A STK

      14.29        38.76   

ASCENT SOLAR TECHNOLOGIES INC COM

      6,935.61        5,712.00   

ASCENT SOLAR TECHNOLOGIES INC WT CL B EXP

      191,773.61        6,406.46   

ASHFORD HOSPITALITY TR INC COM SHS

      2,658.63        5,790.00   

ASHFORD HOSPITALITY TR INC COM SHS

      105,914.42        126,415.00   

ASHLAND INC NEW COM

      13,993.60        14,495.10   

ASHLAND INC NEW COM

      294,279.60        305,160.00   

ASHLAND INC NEW COM

      193,990.85        342,287.80   

ASHLAND INC NEW COM

      571,123.25        630,664.00   

ASIA GLOBAL CROSSING

      715.19        0.80   

ASIA GLOBAL HLDGS CORP COM STK

      1,129.95        4.40   

ASIAINFO-LINKAGE INC COM STK ISIN# US04518A1043

      121,754.11        103,396.80   

 

- 33 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ASPEN INSURANCE HLDGS COM

      4,696.18        5,008.50   

ASPEN INSURANCE HLDGS COM

      264,646.59        291,924.00   

ASPEN INSURANCE HLDGS COM

      597,555.77        633,933.00   

ASPEN TECHNOLOGY INC COM

      4,681.39        3,810.00   

ASPENBIO INC COM

      5,431.97        1,810.20   

ASSA ABLOY SER’B’NPV

      343,929.86        425,188.66   

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

      19,913.67        17,697.58   

ASSOCIATED BK GREEN BAY N A WIS CD DTD 02-03-2010 1.35 02-03-2012

      30,000.00        30,000.00   

ASSOCTD BANC-CORP COM

      8,526.56        5,469.15   

ASSURANT INC COM

      137,039.23        103,233.60   

ASSURANT INC COM

      137,565.92        146,376.00   

ASSURANT INC COM

      228,364.44        300,456.00   

ASSURED PHARMACY INC COM

      50,736.35        2,778.30   

AST BACKED SECS FLTG RT 1.24075% DUE 12-15-2033

      57,566.75        68,563.09   

ASTA FDG INC COM

      20,344.32        17,820.00   

ASTEC INDS INC COM

      25,702.91        25,928.00   

ASTEC INDS INC COM

      367,412.91        443,919.77   

ASTELLAS PHARMA NPV

      167,500.83        152,474.79   

ASTRAZENECA ORD USD0.25

      1,117,484.29        1,132,976.62   

ASTROTECH CORP COM STK

      62.97        20.34   

ASYST TECHNOLOGIES INC COM

      15,957.95        15.17   

AT & T LATIN AMER CORP COM

      11.28        0.00   

AT&T BROADBAND 9.455% DUE 11-15-2022

      10,550.94        13,777.02   

AT&T INC 5.5% DUE 02-01-2018

      169,626.00        188,849.94   

AT&T INC 6.3% DUE 01-15-2038

      132,169.20        126,593.76   

AT&T INC COM

      1,122,701.84        1,050,981.36   

AT&T INC COM

      906,891.58        1,057,680.00   

AT&T INC COM

      1,375,130.73        1,494,820.55   

AT&T INC COM

      3,489,063.68        4,368,894.14   

AT&T INC COM STK CALL OPT EXP 1/21/12 PR $30 PER SH

      (644.29 )      (685.00 ) 

AT&T INC COM STK CALL OPT EXP 2/19/11 PR $30 PER SH

      (235.49 )      (400.00 ) 

AT&T INC SR NT

      2,485.65        2,661.00   

ATAC RES LTD COM

      2,150.63        2,429.39   

ATHENAHEALTH INC COM MON STOCK

      45,817.01        45,078.00   

ATHENAHEALTH INC COM MON STOCK

      895,361.41        987,618.00   

ATHEROS COMMUNICATIONS INC COM

      11,088.27        12,033.20   

ATHEROS COMMUNICATIONS INC COM

      333,783.02        466,960.00   

ATHERSYS INC NEW COM

      8,904.68        6,950.58   

ATLANTIC PWR CORP

      196,388.77        234,034.56   

ATLANTIC WIND & SOLAR INC COM

      3,462.95        858.00   

ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK

      26,275.76        25,960.95   

ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK

      27,379.25        27,915.00   

ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK

      420,069.86        516,427.50   

ATLAS COPCO AB SER’B’NPV

      177,359.48        309,884.11   

ATLAS ENERGY INC COM STK

      3,282.90        3,561.57   

ATLAS PIPELN PARTNERS L P

      69,721.33        103,860.70   

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

      40,000.00        40,000.00   

ATMEL CORP COM

      37,123.19        45,276.00   

ATMOS ENERGY CORP COM

      15,214.10        15,993.71   

ATMOS ENERGY CORP COM

      194,095.75        227,760.00   

ATMOS ENERGY CORP COM

      486,351.34        558,480.00   

ATP OIL & GAS CORP COM

      68,625.67        86,077.08   

ATP OIL & GAS CORPORATION COMSTK CALL OPT EXP 01/22/11 PR $14 PER SH

      (1,615.44 )      (2,860.00 ) 

ATP OIL & GAS CORPORATION COMSTK CALL OPT EXP 01/22/11 PR $16 PER SH

      (687.74 )      (847.00 ) 

ATRINSIC INC COM NEW COM NEW

      1,490.06        124.55   

ATRION CORP COM

      10,655.48        35,892.00   

ATSI COMMUNICATIONS INC COM NEW

      11.55        10.91   

ATWOOD OCEANICS INC COM

      67,548.32        78,065.93   

ATWOOD OCEANICS INC COM

      519,554.73        710,030.00   

AUDIOCODES LTD COM STK

      25,308.95        58,900.00   

AUGME TECHNOLOGIES INC COM STK

      2,549.45        2,646.00   

AURIZON MINES LTD COM STK

      3,133.52        4,172.40   

AURORA OIL & GAS CORP COM STK

      7,757.21        0.00   

AUSTRALIA(CMNWLTH) 6.25% BDS 15/04/15 AUD

      95,564.47        104,662.22   

Australian dollar

      (20,295.99 )      (20,295.99 ) 

Australian dollar

      153.87        153.87   

Australian dollar

      5,111.49        5,111.49   

Australian dollar

      13,325.65        13,325.65   

Australian dollar

      15,181.12        15,181.12   

Australian dollar

      69,980.25        69,980.25   

AUTODESK INC COM

      26,702.84        43,357.00   

AUTODESK INC COM

      89,908.87        218,695.00   

AUTOIMMUNE INC COM

      3,050.69        500.00   

AUTOLIV INC COM STK

      43,974.81        43,180.18   

AUTOMATIC DATA PROCESSING INC COM

      218,237.28        238,137.58   

 

- 34 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

AUTOMATIC DATA PROCESSING INC COM

      335,454.61        574,195.96   

AUTOMATIC DATA PROCESSING INC COM

      496,634.71        592,384.00   

AUTOMATIC DATA PROCESSING INC COM

      1,366,935.18        1,439,770.80   

AUTONATION INC DEL COM

      24,659.80        45,176.40   

AUTOZONE INC COM

      107,552.52        137,657.95   

AUTOZONE INC COM

      31,115.19        186,451.56   

AUY 01/22/2011 11.000 C AUY 110122C00011000

      (279.30 )      0.00   

AVAGO TECHNOLOGIES LTD

      4,853.09        5,682.50   

AVALON CAP HLDGS CORP COM NEW COM NEW

      16.52        0.00   

AVALON OIL & GAS INC COM NEW STK

      274.09        149.99   

AVALON RARE METALS INC COM STOCK

      316,581.23        584,794.08   

AVALONBAY CMNTYS REIT

      17,260.90        17,782.90   

AVALONBAY CMNTYS REIT

      245,869.31        241,419.75   

AVANIR PHARMACEUTICALS INC

      61,224.40        84,864.00   

AVERY DENNISON CORP COM

      27,318.96        33,872.00   

AVERY DENNISON CORP COM

      74,326.09        93,148.00   

AVERY DENNISON CORP COM

      99,741.90        115,122.46   

AVERY DENNISON CORP COM

      456,162.07        508,080.00   

AVI BIOPHARMA INC COM

      21,190.38        23,744.00   

AVIAT NETWORKS INC COM

      5,558.86        4,081.35   

AVIS BUDGET GROUP INC COM STK

      26,844.20        32,271.44   

AVISTA CORP COM ISIN # US05379B1070

      3,183.80        3,416.24   

AVITAR INC NEW COM NEW STK

      3,708.00        0.10   

AVIVA CORP PLC 25P ORD COM

      45,014.35        18,515.40   

AVIVA ORD GBP0.25

      287,804.94        305,621.53   

AVNET INC COM

      4,658.61        5,516.01   

AVON PRODUCTS INC COM USD0.25

      19,734.10        17,566.89   

AVON PRODUCTS INC COM USD0.25

      87,506.54        87,180.00   

AVON PRODUCTS INC COM USD0.25

      209,416.40        313,673.64   

AVON PRODUCTS INC COMSTK CALL OPT EXP 01/22/2011 PR $29 PER SH

      (528.50 )      (420.00 ) 

AVX CORP COM

      3,591.97        3,918.73   

AVX CORP COM

      358,672.60        378,035.00   

AWG LTD COM NEW STK

      3,917.90        100.00   

AXA EUR2.29

      377,559.55        173,087.42   

AXA EUR2.29

      214,363.26        205,329.20   

AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095

      9,626.14        10,380.00   

AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095

      7,440.50        17,300.00   

AXIAL VECTOR ENGINE CORP COM

      7,347.93        78.75   

AXIS CAP HOLDINGS 5.75% DUE 12-01-2014

      9,097.00        10,480.68   

AXIS CAPITAL HOLDINGS LTD COM USD0.0125

      290,592.83        330,096.00   

AXIS ENERGY CORP COM STK

      40,180.50        10,500.00   

AXIS TECHNOLOGIES GROUP INC COM

      5,675.70        1,218.00   

AXM PHARMA INC COM AXM PHARMA INC

      235.65        6.71   

AXT INC COM

      124,557.64        182,637.36   

AZTECA GOLD CORP COM

      32,485.10        2,716.20   

AZURE DYNAMICS CORP CL A

      3,090.45        1,534.50   

AZZ INC COM

      936.60        1,047.22   

B & G FOODS INC COMMON STOCK

      44,797.83        49,969.36   

B A T INTL INC COM

      1,419.08        210.00   

B2B INTERNET HOLDRS TR DEPOS RCPT ISIN US0560331037

      2,488.09        930.00   

BA 01/22/2011 72.500 C BA 110122C00072500

      (1,121.81 )      0.00   

BABCOCK & WILCOX CO NEW COM STK

      15,950.35        17,631.51   

BABY BEE BRIGHT CORP NEW COM PAR $.001 STK

      2,819.60        0.00   

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

      15,303.35        24,320.00   

BAC CAP TR XII GTD CAP SECS

      10,551.95        12,125.00   

BADGER METER INC COM

      3,606.00        3,935.58   

BAE SYSTEMS ORD GBP0.025

      580,389.28        416,003.05   

BAIDU INC - SPON ADR COM STK CALL OPT EXP 1/22/11 PR $100 PER SH

      (651.52 )      (345.00 ) 

BAIDU INC - SPON ADR COM STK CALL OPT EXP 1/22/11 PR $105 PER SH

      (531.52 )      (442.00 ) 

BAIDU INC - SPON ADR COM STK CALL OPT EXP 1/22/11 PR $97 PER SH

      (512.29 )      (190.00 ) 

BAIDU INC - SPON ADR COM STK CALL OPT EXP 1/22/11 PR $107 PER SH

      (490.01 )      0.00   

BAJA MNG CORP COM

      65,172.30        93,250.40   

BAKER HUGHES INC 7.5% DUE 11-15-2018

      109,359.64        137,934.06   

BAKER HUGHES INC COM

      54,240.25        69,419.02   

BAKER HUGHES INC COM

      368,619.06        620,351.67   

BAKER HUGHES INC COMSTK CALL OPT EXP 1/22/11 PR $50 PER SH

      (313.52 )      (1,480.00 ) 

BALCHEM CORP COM

      6,164.45        6,592.95   

BALD EAGLE ENERGY INC COM STK

      8,918.50        990.00   

BALL CORP 5.75% DUE 05-15-2021

      150,000.00        145,125.00   

BALL CORP 6.75% DUE 09-15-2020

      70,000.00        73,500.00   

BALL CORP COM

      49,150.41        151,071.00   

BALL CORP COM

      927,238.24        993,530.00   

BALLARD PWR SYS INC NEW

      21,873.77        12,567.00   

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

      215,589.65        224,062.89   

BALTIA AIR LINES INC COM STOCK

      606.95        420.00   

 

- 35 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

BANCFIRST CORP COM

      12,181.01        12,357.00   

BANCO COM PORTUGUE SER A PRFD STK

      4,000.00        4,003.80   

BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA

      13,922.19        17,444.70   

BANCO POPULAR DE P R HATO REY CTF DEP DTD 03-13-2002 3.35 03-15-2004

      13,983.17        3.00   

BANCO SANTANDER EUR0.50(REGD)

      343,077.79        319,610.01   

BANCO SANTANDER EUR0.50(REGD)

      1,258,711.70        981,003.25   

BANCO SANTANDER S.A.

      114,309.74        103,411.50   

BANCORP BK WILMINGTON DEL DTD 12-22-2010.2 C/D 01-24-2011

      20,000.00        20,000.00   

BANCROFT URANIUM INC COM STK

      3,123.95        8.75   

BANGKOK BANK THB10(ALIEN MKT)

      579,115.02        651,164.53   

BANK AMER CORP 5.25% DUE 12-01-2015

      8,076.10        10,155.10   

BANK AMER CORP 5.625% DUE 10-14-2016

      19,169.55        20,710.42   

BANK AMER CORP 5.75% DUE 12-01-2017

      29,789.10        31,218.78   

BANK AMER CORP 7.625% DUE 06-01-2019

      332,579.40        333,916.15   

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

      55,611.01        78,786.99   

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

      2,784.53        3,614.07   

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

      17,531.50        17,847.88   

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

      30,428.67        38,068.80   

BANK AMER CORP LIRN S$P500 12 PFD STK

      2,001.00        0.00   

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

      25,661.50        25,845.83   

BANK AMER NA CHARLOTTE NC CTF DEP DTD 06-02-2010 1.1 06-04-2012

      79,000.00        79,000.00   

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 04-28-2010.55 C/D 04-28-2011

      90,000.00        90,000.00   

BANK AMER NA DTD 05-26-2010 0.5 CTF OF DEP DUE 05-26-2011

      103,000.00        103,000.00   

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

      76,740.24        92,378.00   

BANK NEW YORK MELLON CORP COM STK

      35,810.15        38,363.48   

BANK NEW YORK MELLON CORP COM STK

      652,752.06        673,460.00   

BANK NEW YORK MELLON CORP COM STK

      748,506.70        942,632.60   

BANK NEW YORK MELLON CORP COM STK

      1,049,901.26        1,014,267.00   

BANK NEW YORK MELLON CORP COM STK

      1,093,898.73        1,215,550.00   

BANK OF AMERICA CORP

      262,677.83        262,798.00   

BANK OF AMERICA CORP

      355,059.78        415,887.84   

BANK OF AMERICA CORP

      724,797.12        621,777.40   

BANK OF AMERICA CORP

      784,589.54        823,078.00   

BANK OF AMERICA CORP

      1,442,548.46        1,407,370.00   

BANK OF AMERICA CORP

      5,157,714.87        3,385,051.68   

BANK OF AMERICA CORP

      5,274,705.94        5,392,953.02   

BANK OF AMERICA CORP COM STK CALL OPT EXP 1/21/12 PR $20 PER SH

      (164.78 )      (380.00 ) 

BANK OF AMERICA CORP COM STK CALL OPT EXP 1/22/11 PR $14 PER SH

      (397.89 )      (320.00 ) 

BANK OF AMERICA CORP COM STK CALL OPT EXP 12/18/10 PR $12 PER SH

      (135.47 )      (580.00 ) 

BANK OF AMERICA CORP COMSTK CALL OPT EXP02/19/11 PR $12 PER SH

      (99.53 )      (114.00 ) 

BANK OF AMERICA CORP COMSTK CALL OPT EXP3/19/11 PR $14 PER SH

      (495.46 )      (580.00 ) 

BANK OF AMERICA DTD 06-16-2010 .5 C/D 06-16-2011

      40,000.00        40,000.00   

BANK OF IRELAND-SPONS ADR COM STK CALL OPT EXP 1/22/11 PR $3 PER SH

      (4,265.73 )      (3,000.00 ) 

BANK OF THE OZARKS INC COM

      281,719.08        396,652.50   

BANK OF THE OZARKS INC COM

      554,943.92        782,467.50   

BANK ONE CAP V PFD SECS 8%

      14,982.80        3,000.00   

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

      290.10        119.02   

BANKERS PETE LTD COM STK

      3,522.85        3,824.30   

BANKERS TR CORP DEPOS SH REPSTG 1/100 SHPFD Q ADJ

      34,000.00        34,911.54   

BANNER CORP COM

      1,131.95        1,160.00   

BANYAN CORP ORE COM NO PAR 2009 STK

      419.90        0.02   

BARCLAYS BANK/DELAWARE DTD 02-10-2010 2.35 02-10-2014

      25,000.00        25,000.00   

BARCLAYS BK DEL RETAIL CTF DEP 3A2 PROGRCTF DEP DTD 01-27-2010 2.45 1-27-2014

      40,000.00        40,000.00   

BARCLAYS BK PLC IPATH DOW JONES-UBS ALUMSUBINDEX TOTAL RETURN ETN

      3,906.05        4,303.00   

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

      407,920.69        286,512.98   

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

      119,845.20        126,984.00   

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

      119,859.60        129,609.84   

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

      52,000.00        52,000.00   

BARCLAYS ORD GBP0.25

      251,677.09        223,439.60   

BARCLAYS ORD GBP0.25

      755,893.93        637,757.83   

BARCLAYS ORD GBP0.25

      1,160,910.25        837,888.31   

BARK GROUP INC COM

      1,097.00        15.60   

BARKERVILLE GOLD MINES LTD COM

      16,681.20        17,752.80   

BARNES & NOBLE INC COM

      62,356.46        59,515.96   

BARNES GROUP INC COM

      2,265.95        2,622.15   

BARRETT BILL CORP COM STK

      15,316.93        17,480.25   

BARRICK GOLD CORP

      368,437.22        461,336.50   

BARRICK GOLD CORP NT 6.95 DUE 04-01-2019

      130,512.90        147,249.60   

BASF - ORD SHS COMSTK

      202,910.55        221,855.98   

BASF - ORD SHS COMSTK

      936,623.77        1,287,578.39   

BASIC ENERGY SVCS INC NEW COM

      3,710.61        8,421.28   

BAXTER INTL INC 5.375% DUE 06-01-2018

      212,160.00        223,926.80   

BAXTER INTL INC COM

      74,495.17        72,211.30   

 

- 36 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

BAXTER INTL INC COM

      718,197.99        642,874.00   

BAXTER INTL INC COM

      447,719.66        742,241.06   

BAYER AG - ORD SHS

      567,899.99        795,490.47   

BAYER AG COM STK

      7,672.83        7,418.74   

BAYOU CITY EXPL INC COM

      629.95        25.00   

BAYSWATER URANIUM CORP NEW COM NEW

      225,829.68        67,784.09   

BAYTEX ENERGY TR TR UNIT

      41,599.66        53,843.00   

BB&T CORP COM

      33,498.45        29,518.36   

BB&T CORP COM

      549,633.37        458,997.11   

BB&T CORP COM

      583,567.06        654,621.00   

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   

BE AEROSPACE INC COM

      1,489.09        4,443.60   

BE AEROSPACE INC COM

      357,734.58        470,281.00   

BEACON PWR CORP COM

      175,816.92        27,603.18   

BEACON REDEV INDL CORP COM STK

      98.00        90.00   

BEACON ROOFING SUPPLY INC COM

      4,900.41        5,361.00   

BEAL BANK CTF DEP 07/08/2010 .5 07/06/2011

      70,000.00        70,000.00   

BEAL BK NEV LAS VEGAS DTD 06-09-2010 .5 C/D 06-08-2011

      79,000.00        79,000.00   

BEAL BK NEV LAS VEGAS DTD 09-09-2010 .3 C/D 08-03-2011

      5,000.00        5,000.00   

BEAL BK NEV LAS VEGAS DTD 09-29-2010 .15C/D 09-28-2011

      25,000.00        24,950.00   

BEAL BK NEV LAS VEGAS DTD 11-03-2010 .2 C/D 02-02-2011

      20,000.00        19,990.00   

BEAL BK SSB PLANO TEX DTD 03-17-2010 .5 C/D 03-16-2011

      240,000.00        240,000.00   

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

      692,142.60        698,608.64   

BEAR STEARNS AST BACKED SECS I TR 2004-SD3 CL A-3 ADJ 9-25-2034

      44,437.50        44,690.10   

BEAR STEARNS COS 7.25% DUE 02-01-2018

      59,346.41        71,103.72   

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

      37,108.80        45,601.52   

BEAVER DAM WIS UNI SCH DIST TAXABLE-REF 5.95 DUE 04-01-2022 BEO TAXABLE

      26,969.50        25,966.25   

BEAZER HOMES USA INC COM

      123,032.67        134,750.00   

BEBE STORES INC COM

      6,606.76        3,957.04   

BEBE STORES INC COM

      62,533.24        58,408.00   

BECTON DICKINSON & CO COM

      74,541.09        86,091.65   

BECTON DICKINSON & CO COM

      294,805.54        347,377.20   

BECTON DICKINSON & CO COM

      221,839.37        488,948.20   

BED BATH BEYOND INC COM

      22,688.05        26,295.25   

BED BATH BEYOND INC COM

      172,109.04        320,458.00   

BEIERSDORF AG EUR1

      597,963.73        651,882.61   

BELGACOM SA NPV

      150,538.07        143,192.72   

BELLSOUTH CORP 4.75% DUE 11-15-2012

      9,664.90        10,667.00   

BELLUS HEALTH INC COM

      6,771.58        162.00   

BEMIS CO INC COM

      11,403.90        13,064.00   

BEMIS CO INC COM

      54,640.61        88,933.18   

BENCHMARK ELECTRS INC COM

      35,030.00        56,296.00   

BENCHMARK ELECTRS INC COM

      152,988.64        167,072.00   

BENIHANA INC COM

      998.95        1,201.50   

BENITEC LTD SHS

      1,508.95        768.00   

BERGIO INTL INC COM NEW

      3,981.11        679.92   

BERING EXPL INC COM

      5,207.07        12.75   

BERKELEY TECH LD COM STK

      14,194.86        85.20   

BERKLEY W R CORP COM

      13,325.24        13,826.90   

BERKSHIRE HAT A 100TH COM STK

      2,010,605.91        2,168,100.00   

BERKSHIRE HATHAWAY 3.2% DUE 02-11-2015

      129,892.10        134,144.40   

BERKSHIRE HATHAWAY 4.625% DUE 10-15-2013

      24,620.94        27,127.50   

BERKSHIRE HATHAWAY 4.75% DUE 05-15-2012

      5,343.00        5,263.93   

BERKSHIRE HATHAWAY INC-CL B

      110,428.22        112,154.00   

BERKSHIRE HATHAWAY INC-CL B

      3,327,409.53        3,487,829.18   

BERKSHIRE HATHAWAY INC-CL B

      7,081,795.66        7,801,352.13   

BERKSHIRE HATHAWAY INC-CL B COMSTK CALL OPT EXP 01/22/11 PR $80 PER SH

      (1,512.69 )      (1,122.00 ) 

BERKSHIRE HATHAWAY INC-CL B COMSTK CALL OPT EXP 03/19/11 PR $80 PER SH

      (1,609.99 )      (1,136.00 ) 

BERRY PETE CO CL A CL A

      4,033.00        6,555.00   

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

      1,387.45        287.00   

BEST BUY INC COM STK

      268,985.12        284,881.32   

BEST BUY INC COM STK

      482,906.04        444,345.42   

BEVERAGE CREATIONS INC DEL COM STK

      7,708.95        0.00   

BEYOND COMM INC COM STK

      3,031.27        133.00   

BG GROUP ORD GBP0.10

      314,929.67        369,680.13   

BHP BILLITON FIN 6.5% DUE 04-01-2019

      254,045.00        261,611.68   

BHP BILLITON LTD-SPON ADR COM STK CALL OPT EXP 1/22/11 PR $95 PER SH

      (219.55 )      (284.00 ) 

BIFS TECHNOLOGIES CORP COM

      1,957.71        0.00   

BIG 5 SPORTING GOODS CORP COM

      26,462.88        36,648.00   

BIG FLOWER TR I QRTLY INC PFD SECS CONV 6

      5,921.75        490.05   

BIG LOTS INC COM

      27,690.19        29,546.20   

BIG LOTS INC COM

      55,755.38        57,934.92   

BIG LOTS INC COM

      451,368.55        727,994.00   

 

- 37 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

BIG SCREEN ENTMT GROUP INC COM

      15.51         0.36   

BIGBAND NETWORKS INC COM CDT-COM

      2,414.94         1,120.00   

BILLABONG INTL NPV

      676,852.09         682,368.55   

BIM BIRLESIK MAGAZ TRY1

      72,687.12         145,220.83   

BIO RAD LABS INC CL A

      11,919.07         16,200.60   

BIO RAD LABS INC CL A

      101,861.16         124,620.00   

BIOCENTRIC ENERGY HLDGS INC COM STK

      4,200.27         76.20   

BIOCRYST PHARMACEUTICALS INC COM

      7,455.63         4,911.50   

BIOCUREX INC COM

      40,768.18         2,801.50   

BIODEL INC COM

      3,916.66         3,660.00   

BIOFUEL ENERGY CORP COM

      13,020.19         9,396.00   

BIOGEN IDEC INC COM STK

      31,834.68         41,705.10   

BIOGEN IDEC INC COM STK

      306,855.11         401,897.70   

BIOHEART INC COM STK

      57,973.93         19,800.00   

BIO-KEY INTL INC COM

      33,893.85         25,550.00   

BIOMAGNETICS DIAGNOSTICS CORP COM STK

      3,554.75         688.00   

BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010

      14,285.82         17,100.55   

BIO-MATRIX SCIENTIFIC GROUP INC NEW COM STK

      67,483.60         3,774.00   

BIOMED RLTY TR INC COM

      675,530.55         715,749.70   

BIOMERIEUX NPV

      100,934.09         93,908.91   

BIOMODA INC COM

      1,421.00         560.00   

BIONOVO INC COMMON STOCK

      2,743.09         1,115.52   

BIOPHAN TECHNOLOGIES INC COM

      111,843.88         443.90   

BIOPURE CORP CL A PAR $0.01 COM STK

      26.76         0.40   

BIO-REFERENCE LABS INC COM PAR $0.01 NEW

      10,025.84         11,090.00   

BIOSANTE PHARMACEUTICALS INC COM NEW COMNEW

      9,373.47         9,571.04   

BIOSOLAR INC COM STK

      115,831.92         71,289.60   

BIOSTAR PHARMACEUTICALS INC COM STOCK

      9,265.37         5,640.00   

BIOTIME INC COM

      149,225.64         182,976.78   

BIOVEST INTL INC COM STK

      26,466.91         15,916.00   

BIRCHCLIFF ENERGY LTD NEW COM STK

      27,119.37         29,676.69   

BIZAUCTIONS INC COM STK

      19.57         9.15   

BJS RESTAURANTS INC COM

      1,789.76         3,543.00   

BJS WHSL CLUB INC COM STK

      191,224.45         239,500.00   

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

      20,286.95         204.08   

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

      4,960.00         4,999.94   

BK GRANITE CORP COM

      4,418.00         825.00   

BK HAW CORP COM

      12,432.02         14,163.00   

BK HAW CORP COM

      91,858.95         89,699.00   

BK MONTREAL QUE COM

      84,769.55         86,355.00   

BK OF CYPRUS PUBL EUR1.00

      171,074.35         145,574.46   

BLACK BOX CORP DEL COM

      489,396.82         696,878.00   

BLACK DRAGON RES COS INC COM

      115.55         0.33   

BLACK HAWK EXPL INC COM STK

      16,835.82         4,380.00   

BLACK HILLS CORP COM

      15,730.94         19,502.64   

BLACKBAUD INC COM

      1,242,835.83         1,383,060.00   

BLACKBOARD INC COM

      37,822.44         48,527.50   

BLACKPEARL RESOURC COM NPV

      972.03         2,367.04   

BLACKROCK INC COM STK

      28,449.18         32,017.44   

BLACKROCK INC COM STK

      97,802.35         114,348.00   

BLACKROCK KELSO CAP CORPORATION COM STK

      3,092.85         3,147.57   

BLACKSTONE GROUP LP RESTRICTED UNITS

      62,767.71         67,961.33   

BLDRS ASIA 50 ADR INDEX FUND

      35,009.95         28,658.80   

BLDRS EMERGING MARKETS 50 ADR INDEX FUND

      104,890.80         127,500.53   

BLDRS EUROPE 100 ADR INDEX FUND

      7,903.80         5,205.03   

BLOCK FINL LLC 5.125% DUE 10-30-2014

      8,616.80         8,860.31   

BLOCK H & R INC COM

      42,802.85         39,981.87   

BLOCK H & R INC COM

      106,081.79         92,433.51   

BLOCKBUSTER INC CL A CL A ISIN #US0936791088

      6,989.84         2,711.09   

BLOGGERWAVE INC COM

      20,766.91         578.00   

BLOUNT INTL INC NEW COM

      23,595.92         25,767.60   

BLUE COAT SYS INC COM NEW

      6,601.18         8,214.25   

BLUE DOLPHIN ENERGY CO COM STK

      3,741.75         4,063.00   

BLUE HLDGS INC COM

      4,994.95         5.00   

BLUE NILE INC COM

      5,645.28         6,276.60   

BLUE SPHERE CORP COM STOCK

      1,333.90         742.50   

BLUEFIRE RENEWABLES INC COM

      246.00         470.00   

BLUELINX HLDGS INC COM

      31,846.17         23,791.12   

BLUESCOPE STEEL NPV

      108,123.38         112,043.60   

BLUGRASS ENERGY INC COM STK

      17,376.21         1,501.50   

BLYTH INC COM NEW COM NEW

      10,779.39         10,344.00   

BMC SOFTWARE INC COM STK

      4,703.01         5,515.38   

BMC SOFTWARE INC COM STK

      188,653.81         210,668.66   

BMW BK N AMER SALT LAKE CY UT CTF ACT/365 DTD 12-10-2010 .7 DUE 06-11-2012

      116,000.00         0.00   

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   

 

- 38 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

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   

BMY 01/21/2012 30.000 C BMY 120121C00030000

      (3,702.03 )      0.00   

BNK N.Y. INC ADJ RT PFD STK

      10,000.00        10,322.10   

BNP PARIBAS EUR2

      428,056.68        407,868.13   

BNP PARIBAS EUR2

      459,301.77        455,901.27   

BOARDWALK PIPELINE PARTNERS LP

      29,643.61        34,444.47   

BOEING CAP CORP 4.7% DUE 10-27-2019

      49,964.50        53,009.85   

BOEING CO COM

      349,209.31        365,456.00   

BOEING CO COM

      420,682.91        391,560.00   

BOEING CO COM

      621,869.80        593,866.00   

BOEING CO COM

      766,632.13        1,204,634.34   

BOEING CO COM

      2,749,143.90        2,815,224.97   

BOEING CO SR NT 4.875 DUE 02-15-2020

      89,062.20        96,884.10   

BOEING CO/THE COM STK CALL OPT EXP 2/19/11 PR $62.5 PER SH

      (408.24 )      (410.00 ) 

BOFI HLDG INC COM STK

      7,881.95        7,755.00   

BOGUE INTL INC COM

      435.79        0.00   

BOHAI PHARMACEUTICALS GROUP INC COM STK

      8,544.75        6,840.00   

BOISE INC COM STK

      1,346.96        1,586.00   

BOISE INC COM STK

      103,078.36        121,329.00   

BOLIVAR MNG CORP COM STK

      689.96        0.00   

BOLT TECHNOLOGY CORP COM

      7,930.59        3,951.00   

BOMBARDIER INC CL A CONV CL A

      5,811.30        5,052.10   

BOMBARDIER INC CL B COM

      6,273.70        6,554.60   

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        25,500.00   

BOOKS-A-MILLION INC COM

      1,305.45        955.49   

BORDEN CHEM INC

      24,585.18        23,000.00   

BORDERS GROUP INC COM STK

      6,779.83        4,950.20   

BORG WARNER INC COM

      53,157.56        54,792.15   

BOSTON BEER INC CL A CL A

      31,245.80        38,036.00   

BOSTON PRIVATE FINL HLDGS INC COM

      564,349.97        627,686.50   

BOSTON SCIENTIFIC CORP COM

      5,653.59        6,548.05   

BOSTON SCIENTIFIC CORP COM

      448,377.45        289,461.66   

BOSTON SCIENTIFIC CORP COM

      416,102.94        360,332.00   

BOTSWANA METALS LIMITED NPV

      0.00        1,888.05   

BOUYGUES EUR1

      211,067.40        219,645.49   

BOVIE MED CORP COM STK

      7,487.41        5,576.00   

BOYD GAMING CORP 7.125% DUE 02-01-2016

      39,800.00        35,900.00   

BOYD GAMING CORP COM

      10,455.71        11,322.79   

BOYDS COLLECTION LTD

      1.00        0.00   

BP CAP MARKETS PLC 5.25% DUE 11-07-2013

      4,585.00        5,420.82   

BP CAP MKTS P L C 3.125% DUE 10-01-2015

      239,318.40        239,835.12   

BP ORD USD0.25

      1,340,138.03        1,203,416.07   

BP PLC-SPONS ADR COMSTK CALL OPT EXP 04/16/11 PR $38 PER SH

      (9,684.69 )      (13,500.00 ) 

BP PRUDHOE BAY RTY TR UNITS BEN INT

      84,646.88        93,943.42   

BPZ RESOURCE INC

      3,534.83        2,275.28   

BR MALLS PARTICIPA COM NPV

      645,439.66        864,271.08   

BRANDYWINE RLTY TR

      14,552.98        11,838.75   

BRANDYWINE RLTY TR SH BEN INT NEW REIT

      8,974.61        8,591.01   

BRASCAN CORP PRF CLASS ‘A’ SER’9’NPV

      10,000.00        10,032.10   

Brazilian real

      0.06        0.06   

Brazilian real

      188.90        188.90   

BRE PPTYS INC PFD SER D 6.75%

      5,639.95        5,456.25   

BREAKWATER RES INC COM NPV

      1,029.11        259.84   

BREEZER VENTURES INC COM STK

      1,008.95        32.00   

BREMER CAP TR I GTD CAP SECS 9 %

      6,000.00        6,269.04   

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   

BRIGGS & STRATTON CORP CAP

      6,527.93        6,891.50   

BRIGHAM EXPL CO COM

      26,414.31        41,132.40   

BRIGHAM EXPL CO COM

      216,255.30        452,728.80   

BRIGHTPOINT INC COM NEW

      1,215.78        1,475.37   

BRIGHTPOINT INC COM NEW

      162,285.20        106,506.00   

BRIGHTPOINT INC COM NEW

      339,634.27        391,104.00   

BRIGUS GOLD CORP COM

      25,232.54        33,862.50   

BRINKER INTL INC COM

      2,972.71        4,176.00   

BRINKS CO COM STOCK

      26,996.04        30,038.37   

BRISTOL MYERS SQUIBB CO COM

      480,761.34        512,988.51   

BRISTOL MYERS SQUIBB CO COM

      995,217.57        1,140,414.16   

BRISTOL-MYERS SQUIBB CO COM STK CALL OPT EXP 1/22/11 PR $27 PER SH

      (86.21 )      (1,776.00 ) 

BRISTOW GROUP INC COM

      6,589.14        9,470.00   

BRIT INS HLDG N.V. ORD EUR3.28

      455,264.56        472,743.60   

British pound sterling

      (22,607.98 )      (22,607.98 ) 

British pound sterling

      0.00        0.00   

 

- 39 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

British pound sterling

      0.00        0.00   

British pound sterling

      0.00        0.00   

British pound sterling

      0.00        0.00   

British pound sterling

      4,705.84        4,705.84   

British pound sterling

      6,422.95        6,422.95   

British pound sterling

      10,913.47        10,913.47   

British pound sterling

      41,859.34        41,859.34   

British pound sterling

      143,840.47        143,840.47   

British pound sterling

      399,240.72        399,240.72   

BROADBAND WIRELESS INTL CORP COM

      705.71        0.35   

BROADCOM CORP CL A

      58,830.37        75,747.34   

BROADCOM CORP CL A

      720,512.97        499,126.55   

BROADCOM CORP CL A

      465,982.04        599,770.60   

BROADCOM CORP CL A

      337,330.62        609,700.00   

BROADCOM CORP CL A

      869,573.89        831,805.00   

BROADRIDGE FINL SOLUTIONS INC COM STK

      5,728.95        6,580.51   

BROADRIDGE FINL SOLUTIONS INC COM STK

      110,486.13        111,843.00   

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

      500.24        75.00   

BROADWIND ENERGY INC COM STK

      2,510.21        1,617.00   

BROCADE COMMUNICATIONS SYS INC COM NEW STK

      83,536.47        80,937.00   

BROCADE COMMUNICATIONS SYS INC COM NEW STK

      155,007.88        133,228.65   

BROCADE COMMUNICATIONS SYS INC COM NEW STK

      396,345.04        385,112.00   

BRONCO DRILLING CO INC COM

      3,181.03        6,000.00   

BROOKDALE SR LIVING INC COM STK

      7,992.57        10,705.00   

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

      56,746.66        99,603.68   

BROOKFIELD PPTYS CORP COM

      2,352.95        3,506.00   

BROOKFIELD RENEWABLE POWER COM STK UNIT

      4,114.95        4,152.36   

BROOKS AUTOMATION INC COM

      997.10        1,006.77   

BROOKSTONE CO INC 12% DUE 10-15-2012

      78,205.00        78,975.00   

BROWN & BROWN INC COM

      130,777.71        122,337.80   

BROWN & BROWN INC COM

      326,931.61        382,321.80   

BROWN SHOE CO INC COM

      0.00        0.00   

BROWN-FORMAN INC CL B NON-VTG COM

      13,719.08        15,664.50   

BROWN-FORMAN INC CL B NON-VTG COM

      84,127.36        181,917.06   

BRUKER CORP

      27,843.75        33,200.00   

BRUKER CORP

      163,078.51        265,434.00   

BRUNSWICK CORP COM

      4,269.40        20,614.00   

BRUSH ENGINEERED MATLS INC HLDGS CO COM

      5,233.54        5,796.00   

BSCH FIN LTD 8.125 SER F

      206.95        24.00   

BSCH FIN LTD SER A

      25,311.25        259.10   

BSTN PPTYS INC

      33,482.32        33,593.90   

BSTN PPTYS INC

      309,921.44        303,416.40   

BT GROUP ORD GBP0.05

      465,106.36        640,049.52   

BUCKEYE TECHNOLOGIES INC COM

      25,714.81        42,144.02   

BUCKEYE TECHNOLOGIES INC COM

      569,916.35        605,193.05   

BUCKLE INC COM

      28,361.47        30,863.64   

BUCYRUS INTL INC NEW COM CL A

      39,174.80        53,788.94   

BUD 110319C00060000 BUD 03/19/2011 6.000 C

      (291.52 )      0.00   

BUFFALO WILD WINGS INC COM STK

      37,953.81        41,438.25   

BUFFALO WILD WINGS INC COM STK

      154,412.08        135,935.00   

BUILDERS FIRSTSOURCE INC COM STK

      2,356.84        821.49   

BULLDOG TECHNOLOGIES INC COM

      1,209.95        184.00   

BUNGE LTD

      32,890.40        33,928.42   

BUNGE LTD CONV PFD STK

      19,914.95        20,680.00   

BUNZL PLC ORD GBP0.32142857

      204,091.38        201,079.53   

BURBERRY GROUP ORD GBP0.0005

      195,612.30        383,721.28   

BURL NORTHN SANTA 6.75% DUE 07-15-2011

      10,655.80        10,333.16   

BURNAHAM TRAD CORP $3.00 CONV SER A PFD STK NO PAR DESP DO NOT USE SEE **INC

      19,000.00        22,286.98   

BUY TO OPEN REPO W/BARCLAYS DE ZOE .28% FROM 12-31-2010 TO 01-03-2011

      0.00        0.00   

BUYER GROUP INTL INC COM

      0.00        6.60   

BYD CO COM

      29,191.57        28,113.72   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

      52,037.58        65,899.98   

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

      218,639.78        335,033.82   

C R BARD

      30,823.70        33,587.82   

C R BARD

      89,740.19        214,466.49   

CA INC COM

      33,313.17        34,470.91   

CA INC COM

      35,333.28        39,104.00   

CA INC COM

      206,577.49        235,894.88   

CA PIZZA KITCHEN INC COM ISIN US13054D1090

      67,935.12        76,032.00   

CABELAS INC COM STK

      12,252.03        16,312.50   

CABLE & WIRELESS WORLDWIDE ORD GBP0.05

      114,959.93        99,883.29   

CABLE & WIRELESS WORLDWIDE ORD GBP0.05

      676,921.58        631,075.80   

CABLEVISION NY GROUP CL A COM

      7,322.25        8,460.00   

CABLEVISION NY GROUP CL A COM

      207,032.62        204,359.76   

CABLEVISION SYS 7.75% DUE 04-15-2018

      479,250.00        471,375.00   

 

- 40 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CABOT CORP COM

      4,529.91        4,894.50   

CABOT CORP COM

      314,941.98        413,020.50   

CABOT CORP COM

      319,470.04        551,798.40   

CABOT OIL & GAS CORP COM

      14,122.49        15,140.00   

CABOT OIL & GAS CORP COM

      151,370.45        99,091.30   

CACI INTL INC CL A CL A

      9,514.49        10,680.00   

CACI INTL INC CL A CL A

      673,837.66        782,310.00   

CADENCE DESIGN SYS INC COM

      6,006.56        7,186.20   

CADENCE DESIGN SYS INC COM

      314,226.88        409,696.00   

CADENCE PHARMACEUTICALS INC COM

      2,412.40        2,265.00   

CAI INTL INC COM

      277,701.94        341,667.20   

CAL DIVE INTL INC DEL COM

      32,017.95        26,649.00   

CAL FED BK A FED SVGS BK L A 11.50% PFD STK

      5,000.00        5,279.50   

CAL MAINE FOODS INC COM NEW STK

      11,021.06        11,225.36   

CALAMOS ASSET MGMT INC CL A COM STK

      23,606.00        35,000.00   

CALEDONIA MNG CORP COM STK

      33,937.78        48,825.00   

CALIBRE MNG CORP COM

      16,223.80        10,064.00   

CALIFORNIA OIL & GAS CORP COM STK

      16,304.85        165.00   

CALIFORNIA QUALIFIED SCH BD JT PWRS AUTH7.155% 03-01-2027 BEO TAXABLE

      5,105.00        4,890.75   

CALIFORNIA ST 7.3% 10-01-2039 BEO TAXABLE

      60,493.80        60,861.00   

CALIFORNIA ST 7.5% 04-01-2034 BEO TAXABLE

      14,209.20        15,519.15   

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

      10,326.10        10,061.00   

CALIFORNIA WTR SVC GROUP COM

      27,525.54        29,520.52   

CALIPER LIFE SCIENCES INC COM

      378.51        475.50   

CALLAWAY GOLF CO COM

      6,514.71        7,263.00   

CALLAWAY GOLF CO COM

      471,487.43        437,095.41   

CALLIDUS SOFTWARE INC COM STK

      18,481.80        19,190.00   

CALLON PETE CO DEL COM

      9,361.77        9,122.72   

CALLON PETE CO DEL COM

      29,918.79        27,824.00   

CALPINE CORP COM NEW STK

      54,505.74        73,370.00   

CALUMET SPECIALTY PRODS PARTNERS L P

      3,774.07        4,059.14   

CALYPSO WIRELESS INC COM

      31,667.55        4,450.00   

CAMAC ENERGY INC COM

      111,359.34        83,580.00   

CAMBRIDGE HEART INC COM

      6,020.48        1,725.00   

CAMBRIDGE RES CORP COM STK

      3,619.90        60.00   

CAMDEN PPTY TR SH BEN INT

      83,499.76        113,358.00   

CAMECO CORP COM

      337,909.96        438,123.00   

CAMELOT ENTMT GROUP INC COM PAR $0.0001 COM PAR $0.0001

      4,665.32        295.00   

CAMERON INTL CORP COM STK

      21,206.10        25,263.54   

CAMERON INTL CORP COM STK

      253,080.18        309,554.46   

CAMINO MINERALS CORPORATION COM

      24,161.61        6,912.28   

CAMPBELL SOUP CO COM

      23,733.13        24,382.51   

CAMPBELL SOUP CO COM

      140,426.09        167,321.25   

CANADIAN APT PPTYS REAL ESTATE INVT TR TR UNIT TR UNIT

      56,158.18        71,067.94   

CANADIAN NATL RY CO COM

      820,346.57        957,965.64   

CANADIAN NATL RY CO COM

      832,059.94        1,258,277.10   

CANADIAN SOLAR INC COM

      88,234.08        68,764.50   

CANADIAN ZINC CORP COM STK

      21,673.31        27,805.00   

CANDENTE COPPER CORP

      16,164.20        36,632.00   

CANON INC NPV

      650,194.45        777,769.22   

CANON INC NPV

      705,878.25        814,065.12   

CANON INC NPV

      973,884.86        1,202,949.73   

CANTEL MEDICAL CORP COM

      7,024.49        8,190.00   

CANTERRA MINERALS CORP COM STK

      12,690.32        858.31   

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

      95,000.00        103,574.70   

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        11,033.60   

CAP 1 BK USA NATL ASSN GLEN ALLEN DTD 10-15-2008 4.4 10-17-2011

      60,000.00        60,000.00   

CAP 1 FNCL COM

      52,074.45        67,370.95   

CAP 1 FNCL COM

      609,487.39        489,312.32   

CAP 1 NATL ASSN MCLEAN VA DTD 10-08-20084.65 10-09-2012

      95,000.00        95,000.00   

CAP BK CORP COM

      14,906.95        12,450.00   

CAP CY BK GROUP INC COM

      441.20        431.55   

CAP GEMINI EUR8

      88,434.26        89,478.05   

CAPE SYS GROUP INC COM

      13.34        0.00   

CAPITA GROUP ORD GBP0.02066666

      40,505.80        40,362.56   

CAPITAL AUTOMOTIVE REIT RED PFD SHS SER A 7.50%

      6,849.95        5,400.00   

CAPITAL DIAGNOSTIC CORP COM

      8,240.00        0.00   

CAPITAL ONE FINANCIAL CORP COMSTK CALL OPT EXP 01/22/11 PR $41 PER SH

      (1,139.24 )      (1,195.00 ) 

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

      80,000.00        82,522.40   

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 10-22-2008 4.65 10-22-2012

      93.95        5.00   

CAPITAL SR LIVING CORP COM

      1,038.00        1,340.00   

CAPITAL TR INC MD CL A NEW CL A NEW

      246.16        266.00   

CAPITALAND LTD NPV

      413,219.29        537,691.21   

 

- 41 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CAPITALSOURCE INC REIT

      65,175.16        85,129.88   

CAPITAMALL TRUST NPV SUB/RIGHTS 25/03/2009

      56.59        17.00   

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

      10,000.00        10,400.00   

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 CTF DEP DTD 07-23-2008 5.05 07-23-2013

      40,000.00        40,000.00   

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        102.40   

CAPSTEAD MTG CORP COM NO PAR COM NO PAR

      9,729.30        10,605.04   

CAPSTEAD MTG CORP PFD SER B CUM CONV $1.26

      10,563.90        10,567.50   

CAPSTONE MNG CORP COM STK

      15,465.83        56,483.75   

CAPSTONE THERAPEUTICS CORP

      1,617.45        580.00   

CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028

      80,736.51        68,481.73   

CARBON SCIENCES INC COM STK

      29,778.77        12,780.60   

CARDINAL FINL CORP COM

      60,033.96        69,780.00   

CARDINAL HLTH INC

      49,794.85        56,872.04   

CARDINAL HLTH INC

      203,255.00        287,325.00   

CARDINAL HLTH INC

      297,376.71        336,323.49   

CARDIONET INC COM STK

      4,553.18        4,680.00   

CARDTRONICS INC COM STK

      9,975.35        10,354.50   

CAREFUSION CORP COM

      3,504.17        7,350.20   

CAREFUSION CORP COM

      147,047.45        144,048.50   

CARLISLE COMPANIES INC COM

      13,573.41        15,896.00   

CARLISLE COMPANIES INC COM

      267,317.49        309,972.00   

CARLSBERG SER’B’DKK20

      84,663.41        100,124.15   

CARMAX INC COM

      61,007.30        84,418.24   

CARMAX INC COM

      121,062.35        180,377.04   

CARNIVAL CORP COM PAIRED

      65,007.81        91,190.46   

CARNIVAL CORP COM PAIRED

      420,217.17        499,601.85   

CAROLINA FIRST BK GREENVILLE S C DTD 03-10-2010 .45 C/D 03-10-2011

      125,000.00        125,000.00   

CARPENTER TECH CORP COM

      19,815.05        16,104.93   

CARRIAGE SERVICES INC COM

      443.00        485.00   

CARRIZO OIL & GAS INC COM

      500.41        689.80   

CARROLL SHELBY INTL INC COM

      349.95        210.00   

CARSON DEV CORP COM STK

      3,899.68        200.00   

CASEYS GEN STORES INC COM

      2,573.18        3,302.73   

CASH AMER INVTS INC COM

      600,968.73        690,591.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLL) HELD ELSEWHERE

      253,477.89        253,477.89   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

      665,000.00        665,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

      920,000.00        920,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

      1,050,000.00        1,050,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

      1,720,000.00        1,720,000.00   

CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE

      4,530,000.00        4,530,000.00   

CATALYST HEALTH SOLUTIONS INC COM STK

      3,426.95        3,486.75   

CATALYST HEALTH SOLUTIONS INC COM STK

      152,603.31        181,311.00   

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

      159,828.80        179,629.44   

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

      10,233.40        12,266.49   

CATERPILLAR INC COM

      251,298.86        309,078.00   

CATERPILLAR INC COM

      537,965.76        749,280.00   

CATERPILLAR INC COM

      479,992.03        1,495,750.20   

CATERPILLAR INC COM

      1,636,611.94        2,365,809.45   

CATERPILLAR INC COMSTK CALL OPT EXP 1/22/11 PR $100 PER SHARE

      (32.30 )      0.00   

CATO CORP NEW CL A CL A

      134,559.08        126,086.00   

CAVIUM NETWORKS INC COM

      11,636.43        11,304.00   

CAVIUM NETWORKS INC COM

      365,683.25        515,462.40   

CB NASDAQ OMX GROUP CV SR NT CONV 2.5 DUE 08-15-2013 REG

      29,130.00        29,778.75   

CB RICHARD ELLIS GROUP INC CL A CL A

      13,590.53        28,733.44   

CB RICHARD ELLIS GROUP INC CL A CL A

      148,099.21        149,770.24   

CB RICHARD ELLIS GROUP INC CL A CL A

      233,029.69        337,920.00   

CBEYOND INC

      29,860.95        29,032.00   

CBOE HOLDINGS INC COM

      52,596.12        47,129.57   

CBS CORP NEW CL B

      27,103.90        83,254.56   

CBS CORP NEW CL B

      356,710.91        326,364.60   

CDC CORPORATION COM

      23,883.29        17,901.00   

CDEX INC CL A

      28.65        1.10   

CDN NAT RES LTD COM CDN NAT RES COM STK

      46,682.14        59,522.80   

CDN NATL RAILWAYS COM NPV

      63,200.17        77,769.90   

CDN PAC RY LTD COM CDN PAC RY LTD

      5,736.67        6,805.05   

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

      0.00        2,092.37   

CEC ENTMT INC COM

      139,731.01        155,320.00   

CELADON GROUP INC COM

      21,768.82        32,538.00   

CELANESE CORP DEL COM SER A STK

      3,311.07        4,204.98   

CELANESE CORP DEL COM SER A STK

      464,000.01        498,157.00   

CELERA CORP COM STK

      1,390.88        630.00   

 

- 42 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CELGENE CORP COM

      125,472.02        130,462.84   

CELGENE CORP COM

      460,243.42        599,502.18   

CELGENE CORP COM

      642,409.85        700,395.02   

CELGENE CORPORATION RIGHT

      1,092.29        122.50   

CELL THERAPEUTICS INC NEW

      1,131.97        497.13   

CELLCOM ISRAEL LTD COM STK ILS0.01

      21,959.81        22,065.75   

CELLDEX THERAPEUTICS INC NEW COM STK

      2,000.38        1,347.24   

CEL-SCI CORP COM NEW COM NEW

      6,082.03        5,747.00   

CENOVUS ENERGY INC COM

      77,035.76        91,376.76   

CENT EUROPEAN DISTR CORP COM STK

      1,899.22        1,717.50   

CENT EUROPEAN DISTR CORP COM STK

      24,970.66        25,190.00   

CENTENE CORP DEL COM

      578,618.82        765,268.00   

CENTERPLATE INC 13.5% DUE 12-10-2013

      7,813.33        0.00   

CENTERPOINT ENERGY INC COM

      95,243.98        108,061.76   

CENTERPOINT ENERGY INC COM

      162,333.06        167,260.80   

CENTERPOINT ENERGY INC COM

      281,680.75        323,832.00   

CENTERSTATE BANKS INC

      500.97        233.95   

CENTRAL GOLD-TRUST TR UNIT

      138,971.25        165,767.50   

CENTURYLINK INC COM

      110,245.61        154,795.13   

CENTURYLINK INC COM

      235,951.94        352,277.10   

CENTY TECHNOLOGIES INC COLO COM

      740.77        0.00   

CEO AMER INC COM

      7,774.82        539.50   

CEPHALON INC CON

      28,662.31        28,020.88   

CEPHALON INC CON

      134,366.81        116,712.52   

CEPHEID INC COM

      4,236.49        4,550.00   

CEPHEID INC COM

      201,530.29        219,765.00   

CERADYNE INC DEL COM

      10,189.36        7,094.25   

CERADYNE INC DEL COM

      357,401.69        583,746.42   

CERAGENIX PHARMACEUTICALS INC COM

      579.95        3.00   

CERAGON NETWORKS LTDSEDOL 2616148

      16,691.99        20,297.20   

CEREPLAST INC COM NEW COM NEW

      1,634.53        1,035.00   

CERIDIAN CORP DEPOS SH REPSTG 1/100 CONVPFD STK

      302.98        10.00   

CERNER CORP COM

      24,242.15        27,285.12   

CERNER CORP COM

      154,754.16        169,868.82   

CERNER CORP COM

      437,334.61        639,495.00   

CERNER CORP COM

      1,078,231.42        1,502,576.40   

CERNER CORP COM STK CALL OPT EXP 2/19/11 PR $100 PER SH

      (217.30 )      (185.00 ) 

CERUS CORP COM

      2,653.32        2,460.00   

CF INDS HLDGS INC COM

      14,060.66        17,083.77   

CF INDS HLDGS INC COM

      224,081.75        241,918.50   

CH ENERGY GROUP INC COM

      37,508.85        44,001.00   

CHAMPION BEAR RES LTD COM STK

      2,873.95        0.00   

CHAMPION ENTERPRISES INC COM

      3,272.36        28.70   

CHANNELL COML CORP COM

      4,512.95        95.00   

CHART INDS INC COM PAR $0.01 COM PAR $0.01

      4,489.85        6,756.00   

CHART INDS INC COM PAR $0.01 COM PAR $0.01

      269,144.52        544,060.68   

CHARTER COMMUNICATIONS INC DEL CL A

      507.05        0.00   

CHAZAK VALUE CORP COM

      1,637.70        0.00   

CHDT CORP COM STK

      127,318.45        10,480.00   

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

      16,841.05        17,810.10   

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

      568,797.10        999,216.00   

CHECKPOINT SYS INC COM STK USD0.10

      3,968.26        4,110.00   

CHEESECAKE FACTORY INC COM

      2,545.01        3,066.00   

CHEESECAKE FACTORY INC COM

      222,693.58        288,204.00   

CHEETAH OIL & GAS LTD COM NEW COM NEW

      15,165.90        17.40   

CHEMTURA CORP COM NEW STOCK\

      47,253.95        47,940.00   

CHENIERE ENERGY INC COM NEW

      41,024.65        60,720.00   

CHENIERE ENERGY PARTNERS L P COM UNIT REPTG LIMITED PARTNER INTS

      5,806.74        8,010.92   

CHEROKEE INC DEL NEW COM

      6,416.82        6,809.86   

CHES ENERGY CORP 6.5% DUE 08-15-2017

      8,148.75        9,045.00   

CHES ENERGY CORP 6.5% DUE 08-15-2017

      14,362.50        15,075.00   

CHES ENERGY CORP 7.25% DUE 12-15-2018

      42,600.00        46,575.00   

CHES ENERGY SR NT 6.625 DUE 08-15-2020

      314,137.50        305,350.00   

CHES GOLD CORP COM

      4,375.45        12,630.20   

CHES LODGING TR SH BEN INT

      23,300.68        24,453.00   

CHES UTILS CORP COM

      7,306.95        8,304.00   

CHES UTILS CORP COM

      25,423.44        33,216.00   

CHESAPEAKE ENERGY CORP COM

      507,729.72        426,349.05   

CHESAPEAKE ENERGY CORP COM

      849,802.89        971,816.81   

CHESAPEAKE ENERGY CORP COMSTK CALL OPT EXP 01/22/11 PR $25 PER SH

      (373.01 )      (4,140.00 ) 

CHEVRON CORP COM

      602,161.68        730,000.00   

CHEVRON CORP COM

      708,072.98        1,016,068.75   

CHEVRON CORP COM

      898,656.19        1,067,625.00   

CHEVRON CORP COM

      959,508.77        1,222,750.00   

CHEVRON CORP COM

      1,043,518.74        1,368,750.00   

 

- 43 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CHEVRON CORP COM

      1,549,774.09        1,863,363.42   

CHEVRON CORP COM

      2,040,384.96        4,620,443.75   

CHICOS FAS INC COM

      60,136.09        71,620.51   

CHILDREN S INTERNET INC COM NEW COM NEW

      2,252.00        2.45   

CHILDRENS BEVERAGE GROUP INC COM

      865.93        0.05   

CHILDRENS PL RETAIL STORES INC COM

      673.50        744.60   

CHIMERA INVT CORP COM STK

      299,746.42        305,243.31   

CHIMERIC THERAPIES INC SER D PFD

      6,522.65        5,191.00   

CHINA 3C GROUP COM

      8,557.56        481.40   

CHINA AGRI-INDUSTRIES HLDGS COM STK

      23,739.50        19,288.20   

CHINA AGRITECH INC COM NEW STK

      26,029.31        26,196.45   

CHINA AGRITECH INC COM STK CALL OPT EXP 1/22/11 PR $12 PER SH

      (91.55 )      (140.00 ) 

CHINA AGRITECH INC COMSTK CALL OPT EXP 02/19/11 PR $12.50 PER SH

      (785.49 )      (850.00 ) 

CHINA ARMCO METALS INC COM STK

      5,806.95        7,760.00   

CHINA AUTOMOTIVE SYS INC COM

      24,981.73        20,089.50   

CHINA BAK BATTERY INC COM STK

      10,253.31        10,335.15   

CHINA BCT PHARMACY GROUP INC COM STK

      4,565.45        3,062.50   

CHINA CABLECOM HOLDINGS LTD COMMON STOCK

      7,044.90        3,245.00   

CHINA CLEAN ENERGY INC COM

      368.95        1,030.00   

CHINA CONTL INC COM

      262.95        0.00   

CHINA CRESCENT ENTERPRISES INC COM NEW COM NEW

      3,386.80        510.00   

CHINA DIRECT INDUSTRIES INC

      665.51        755.00   

CHINA ED ALLIANCE INC COM NEW STK

      4,092.75        3,309.24   

CHINA FIRE & SEC GROUP INC COM STK

      3,151.20        1,445.40   

CHINA GREEN AGRICULTURE INC COM STK

      87,898.64        62,532.00   

CHINA HEALTH MGMT CORP COM NEW STK

      1,679.95        2.20   

CHINA INFRASTRUCTURE INVT CORP COM

      2,627.09        1,799.20   

CHINA INTEGRATED ENERGY INC COM STK

      9,731.39        7,330.00   

CHINA INTERNET CORP LTD SER A CONV PFD

      1,387.80        1,000.00   

CHINA LOGISTICS INC COM STK

      10,942.20        0.30   

CHINA MARINE FOOD GROUP LTD COM

      9,679.31        8,100.00   

CHINA MEDIAEXPRESS HLDGS INC COM

      25,074.90        23,760.00   

CHINA MERCHANTS BANK ‘H’ CNY1

      7,636.45        14,764.82   

CHINA MOBILE (HONG KONG) LTD

      5,111.90        4,965.50   

CHINA NAT GAS INC COM NEW STK

      57,221.73        30,305.00   

CHINA NAT RES IN COM

      26,459.85        29,597.00   

CHINA NORTH EAST PETE HLDGS LTD COM STK

      39,043.14        31,680.00   

CHINA ORGANIC AGRICULTURE INC COM STK

      0.00        0.00   

CHINA ORGANIC FERTILIZER INC COM STK

      3,842.16        9.36   

CHINA PRECISION STL INC COM STK

      8,137.73        5,933.00   

CHINA RECYCLING ENERGY CORP COM STK

      167,262.13        160,222.60   

CHINA SEC & SURVEILLANCE TECHNOLOGY INC COM STK

      6,626.02        5,330.00   

CHINA SHEN ZHOU MNG & RES INC COM STK

      6,641.30        9,240.00   

CHINA SHENGHUO PHARMACEUTICAL HLDGS INC COM STK

      1,685.97        1,620.00   

CHINA SHUANGJI CEM LTD COM NEW STK

      1,463.90        1,740.00   

CHINA SKY ONE MED INC COM

      6,814.66        3,540.76   

CHINA SOLAR & CLEAN ENERGY SOLUTIONS INCCOM STK

      2,551.58        4.41   

CHINA TECHNOLOGY GLOBAL CORP

      1,181.11        0.00   

CHINA TECHNOLOGY GLOBAL CORP

      3,369.28        1,270.00   

CHINA TEL GROUP INC COM STK

      6,017.75        2,010.00   

CHINA TRANSINFO TECHNOLOGY CORP COM STK

      2,491.95        2,370.00   

CHINA UNICOM LTD HKD0.10

      379,020.26        383,431.90   

CHINA VOICE HLDG CORP COM

      17,484.00        760.00   

CHINA WTR GROUP INC COM STK

      2,309.95        170.00   

CHINA YIDA HLDG CO COM NEW

      3,606.95        3,048.00   

CHINA YONGXIN PHARMACEUTICALS INC COM NEW STK

      4,837.73        1,167.25   

CHINA YUCHAI INTL LTD COM

      57,183.99        68,133.50   

CHINACAST ED CORP COM

      7,362.26        7,760.00   

CHIPOTLE MEXICAN GRILL INC COM STK

      640,001.83        713,261.64   

CHIPOTLE MEXICAN GRILL INC COM STK CALL OPT EXP 1/22/11 PR $250 PER SH

      (230.78 )      0.00   

CHIPOTLE MEXICAN GRILL INC COMSTK CALL OPT EXP 12/18/10 PR $270 PER SH

      (380.77 )      0.00   

CHIQUITA BRANDS 8.875% DUE 12-01-2015

      23,263.63        25,500.00   

CHIQUITA BRANDS INTL INC COM

      6,426.90        5,629.42   

CHK 01/22/2011 22.500 C CHK 110122C00022500

      (10,301.78 )      (1,488.00 ) 

CHK 01/22/2011 27.000 C CHK 110122C00027000

      (511.06 )      0.00   

CHRISTIAN DIOR EUR2

      72,055.00        69,281.18   

CHRISTOPHER & BANKS CORP COM

      30,074.88        27,060.00   

CHRISTOPHER & BANKS CORP COM

      372,629.39        319,646.25   

CHROMOCURE INC COM STK

      0.76        0.02   

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

      39,717.60        42,000.00   

CHUBB CORP COM

      56,058.45        71,312.68   

CHUBB CORP COM

      181,236.57        265,278.72   

CHUBB CORP COM

      392,139.61        399,588.00   

CHUBB CORP COM

      250,659.49        457,498.44   

CHURCH & DWIGHT INC COM

      17,433.34        20,978.21   

 

- 44 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CHURCHILL DOWNS INC COM

      1,502.12        2,039.80   

CIBER INC COM

      14,091.36        14,316.12   

CIE FINANCIE RICHEMONT CHF

      220,818.31        247,196.30   

CIE FINANCIE RICHEMONT CHF

      239,437.02        518,923.98   

CIENA CORP COM NEW COM NEW

      54,909.20        80,705.70   

CIENA CORP COM NEW COM NEW

      169,934.18        168,821.00   

CIGNA CORP COM

      15,632.89        15,477.67   

CIGNA CORP COM

      126,637.23        249,911.22   

CIGNA CORP COM

      236,344.56        267,618.00   

CIMAREX ENERGY CO COM

      20,907.49        22,134.09   

CIMAREX ENERGY CO COM

      220,682.08        296,575.50   

CIN BELL INC NEW COM STK

      277.48        280.00   

CIN FNCL CORP COM

      30,038.47        32,862.53   

CIN FNCL CORP COM

      155,674.57        129,643.79   

CIN GAS & ELEC CO JR SUB DEB DEFERRABLE INT

      763.10        700.00   

CIN GAS & ELEC CO PFD 7.44%

      1,318.95        96.00   

CINEMARK HLDGS INC COM

      6,796.35        9,301.95   

CINTAS CORP COM

      13,358.55        11,944.15   

CINTAS CORP COM

      112,880.03        89,052.60   

CIRCA PICTURES & PRODTN CO INTL INC COM STK

      1,983.71        0.40   

CIRCUIT CY STORES INC COM

      2,107.46        36.46   

CIRRUS LOGIC INC COM

      146,855.57        143,100.90   

CISCO SYSTEMS INC

      359,368.04        315,588.00   

CISCO SYSTEMS INC

      1,292,199.44        1,323,042.00   

CISCO SYSTEMS INC

      2,560,928.31        2,410,606.80   

CISCO SYSTEMS INC

      2,275,708.82        2,821,215.11   

CISCO SYSTEMS INC COMSTK CALL OPT EXP 2/19/11 PR $20 PER SH

      (326.21 )      (475.00 ) 

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

      1,000.00        1,000.00   

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

      66,000.00        69,315.18   

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 GROUP INC NEW 7% DUE 05-01-2013

      0.00        715.58   

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

      0.00        1,065.94   

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

      0.00        1,063.29   

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

      0.00        1,768.41   

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

      0.00        2,476.18   

CIT GROUP INC NEW COM NEW COM NEW

      22,106.29        25,434.00   

CIT GROUP INC NEW COM NEW COM NEW

      309,984.75        353,250.00   

CIT GROUP INC NEW PFD SER B 5.189%

      10,000.00        10,059.10   

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

      262,633.92        264,844.53   

CITADEL BROADCASTING CORP COM

      285.51        0.00   

CITI TRENDS INC COM ORD USD1

      2,458.90        2,823.25   

CITIGROUP CAP XV ENHANCED TR PFD SECS

      22,148.49        25,696.50   

CITIGROUP INC 5.5% DUE 02-15-2017

      117,416.80        124,204.92   

CITIGROUP INC 5.5% DUE 04-11-2013

      5,214.15        5,343.11   

CITIGROUP INC 5.5% DUE 10-15-2014

      49,747.50        53,872.35   

CITIGROUP INC 5.625 SUB 08-27-2012 BEO

      3,148.00        3,155.95   

CITIGROUP INC 6% DUE 12-13-2013

      223,936.90        240,401.70   

CITIGROUP INC 6.01% DUE 01-15-2015

      214,668.74        230,375.46   

CITIGROUP INC 6.125% DUE 05-15-2018

      10,081.25        10,937.90   

CITIGROUP INC 6.375% DUE 08-12-2014

      59,593.80        66,312.42   

CITIGROUP INC 6.5% DUE 08-19-2013

      119,929.20        131,767.08   

CITIGROUP INC 6.875% DUE 03-05-2038

      158,915.20        177,478.24   

CITIGROUP INC COM

      908,000.92        933,702.00   

CITIGROUP INC COM

      5,238,025.60        3,457,294.17   

CITIGROUP INC COM

      9,353,514.82        10,478,488.80   

CITIGROUP INC COM STK CALL OPT EXP 1/22/11 PR $4 PER SH

      (1,606.99 )      (3,330.00 ) 

CITIGROUP INC COM STK CALL OPT EXP 1/22/11 PR $5 PER SH

      (182.01 )      0.00   

CITIGROUP INC COMSTK CALL OPT EXP 01/22/11 PR $2 PER SH

      (273.01 )      0.00   

CITIGROUP INC DEPOSITARY SH REPSTG 1/5 PFD G 6.213%

      746.90        560.00   

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

      4,127.70        5,329.69   

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

      117,227.20        134,482.14   

CITIZENS REPUBLIC BANCORP INC

      27,414.19        24,306.76   

CITRIX SYS INC COM

      36,105.07        37,351.86   

CITRIX SYS INC COM

      182,120.76        323,032.02   

CITRIX SYS INC COM

      948,601.71        985,104.00   

CLARENT CORP DEL COM ISIN US1804611051

      208.50        0.01   

CLARK MATL HANDLING CO EXCHANGEABLE

      10,537.60        109.41   

CLEAN COAL TECHNOLOGIES INC COM STK

      9,626.19        1,434.34   

CLEAN ENERGY FUELS CORP COM

      160,193.19        148,503.20   

CLEAN HBRS INC COM

      44,266.65        52,970.40   

CLEAN PWR CONCEPTS INC COM STK

      2,041.85        2,873.20   

CLEANPATH RES CORP COM STK

      476.75        0.02   

CLEAR CHANNEL OUTDOOR HLDGS INC COM CL ACOM CL A

      12,806.95        14,040.00   

CLEARANT INC NEW COM NEW STK

      4,211.24        12.26   

CLEARLY CDN BEVERAGE CORP COM STK

      36,300.10        0.00   

 

- 45 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CLEARWIRE CORP NEW CL A CL A

      59,139.91        43,296.05   

CLICKABLE ENTERPRISES INC COM

      7,427.90        105.60   

CLICKER INC COM NEW STK

      4,894.23        450.00   

CLIFFS NAT RES INC COM STK

      215,106.91        249,236.65   

CLIFFS NAT RES INC COM STK

      157,734.72        265,936.09   

CLIFFS NATURAL RESOURCES INC COMSTK CALLOPT EXP 04/16/11 PR $85 PER SH

      (422.29 )      (415.00 ) 

CLOROX CO 5% DUE 01-15-2015

      33,006.35        37,886.38   

CLOROX CO COM

      59,145.74        61,538.22   

CLOROX CO COM

      185,980.20        189,840.00   

CLOROX CO COM

      131,867.62        221,986.24   

CLOUD PEAK ENERGY INC COM

      31,499.18        34,845.00   

CLST HLDGS INC COM STK

      2,196.71        13.69   

CME GROUP INC COM STK

      43,991.77        49,952.97   

CME GROUP INC COM STK

      760,555.65        542,792.25   

CME GROUP INC COM STK CALL OPT EXP 1/22/11 PR $280 PER SH

      (922.28 )      (4,293.00 ) 

CMNTY HLTH SYS INC NEW COM

      626,342.93        719,372.50   

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

      70,354.06        75,014.03   

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

      5,228.13        10,516.95   

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

      304,964.12        220,627.01   

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

      111,055.01        73,500.54   

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

      140,853.41        88,370.02   

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

      140,636.51        88,698.88   

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

      198,394.91        120,302.31   

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

      158,520.37        151,886.88   

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

      23,200.51        27,273.98   

CMO CWMBS REPERFORMING LN REMIC TR CTFS 2004-R2 144A .68063% DUE 11-25-2034 REG

      18,016.50        22,461.78   

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

      439,349.84        294,979.91   

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

      56,049.59        37,037.24   

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

      76,499.31        69,858.06   

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

      299,109.37        318,346.50   

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

      343,071.15        306,795.23   

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

      107,611.26        88,621.96   

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

      52,208.67        41,977.37   

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

      178,512.78        186,122.47   

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

      106,825.66        96,260.01   

CMO J P MORGAN CHASE COML MTG SECS CORP 2005-CIBC13 MTG PASSTHRU DUE 01-12-43

      100,499.63        104,546.90   

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

      100,375.00        106,661.10   

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

      104,684.19        43,641.16   

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

      429,718.08        248,441.84   

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

      16,710.81        12,513.15   

CMO MASTR REPERFORMING LN TR 2005-2 1A1F144A DUE 05-05-2035 REG

      106,962.03        105,940.26   

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

      159,669.82        172,441.12   

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

      100,548.30        105,886.80   

CMO MORGAN STANLEY CAP TR I 2007-HQ11 PSTHRU CL A3-1 5.439 DUE 02-12-44 BEO

      64,437.50        103,503.20   

CMO MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR CL 2-A VAR DUE 07-25-2034 REG

      55,635.36        55,480.37   

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

      121,889.17        105,679.57   

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

      153,421.01        85,459.11   

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

      419,235.96        306,543.54   

CMO SEQUOIA MTG TR 2007-3 MTG PASSTHRU CTF CL I-A1 GROUP 1 DUE 07-20-2036 BEO

      209,529.59        211,257.96   

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

      308,885.46        192,963.41   

CMO STRUCTURED AST SECS CORP 2002-9 MTG PASSTHRU CTF CL A-2 ADJ RATE/10-25-27

      47,041.17        45,891.30   

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

      150,317.00        140,552.76   

CMO THORNBURG MTG SECS TR 2007-4 MTG PASS THRU CTF CL 3A-1 DUE 09-25-2037 BEO

      152,647.91        150,341.36   

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

      130,541.06        138,179.34   

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

      109,789.45        118,100.18   

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

      296,250.00        366,721.50   

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

      132,980.60        103,081.11   

CMO WAMU MTG PASS-THRU CTFS 2002-AR19 MTG CL A-6 4.158 DUE 02-25-2033 BEO

      63,576.32        63,730.16   

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

      199,821.46        169,530.87   

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

      94,032.18        78,738.79   

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

      127,021.99        106,684.63   

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

      510,971.92        467,922.79   

CMO WAMU MTG PASS-THRU CTFS SER 2007-0A5MTG PASSTHRU CTF CL 1A VAR

      139,498.28        151,768.76   

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

      136,444.39        118,686.95   

CMO WELLS FARGO MTG BACKED SECS 2004-Y CL 1A2 VAR RT 11-25-2034

      92,801.89        91,800.91   

CMS ENERGY CORP COM

      59,181.05        57,660.00   

CMS ENERGY CORP COM

      128,048.46        114,427.20   

CNA FNCL CORP COM

      5,815.57        6,086.25   

CNA FNCL CORP COM

      90,684.70        89,265.00   

CNH GLOBAL NV COMMON STOCK

      51,408.48        57,288.00   

CNO FINL GROUP INC COM

      2,513.95        2,712.00   

CNOOC LTD HKD0.02

      102,128.93        263,349.53   

CNOOC LTD HKD0.02

      230,575.28        456,709.78   

CNP ASSURANCES EUR1.00

      139,404.10        137,080.40   

COACH INC COM

      65,010.19        84,772.42   

 

 

- 46 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

COACH INC COM

      188,383.36         412,446.67   

COACH INC COM

      652,113.02         685,844.00   

COASTAL PAC MNG CORP COM

      1,429.79         250.40   

COBALT INTL ENERGY INC COM

      23,718.58         30,525.00   

COCA COLA BOTTLING CO CONS COM

      62,542.64         69,075.21   

COCA COLA CO COM

      619,825.48         789,240.00   

COCA COLA CO COM

      934,137.51         1,125,284.45   

COCA COLA CO COM

      818,878.89         1,256,207.00   

COCA COLA CO COM

      1,143,890.80         1,539,018.00   

COCA COLA CO COM

      2,398,485.56         3,842,414.94   

COCA-COLA ENTERPRISES INC NEW COM

      55,391.09         62,593.37   

COCA-COLA ENTERPRISES INC NEW COM

      208,064.94         213,305.66   

CODEXIS INC COM

      633.10         689.00   

COEUR D ALENE MINES CORP IDAHO COM NEW COM NEW

      256,463.13         433,349.84   

COGDELL SPENCER INC COM REIT

      28,731.84         27,840.00   

COGDELL SPENCER INC COM REIT

      59,003.15         58,000.00   

COGNEX CORP COM

      2,911.31         2,949.56   

COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A

      143,308.38         165,415.53   

COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A

      299,986.18         559,715.73   

COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A

      485,503.37         655,945.50   

COGO GROUP INC COM STK

      18,969.42         21,240.00   

COHEN & STEERS QUALITY INCOME RLTY FD INC COM STK

      34,664.65         38,711.43   

COHERENT INC COM

      33,528.62         40,626.00   

COHERENT INC COM

      66,484.68         75,609.50   

COHERENT INC COM

      107,055.54         157,990.00   

COHERENT INC COM

      462,789.90         637,151.10   

COHU INC COM

      21,955.86         29,844.00   

COIL TUBING TECHNOLOGY INC COM

      259.84         77.62   

COINSTAR INC COM

      57,048.49         53,561.56   

COLABOR GROUP INC COM NPV

      3,879.58         4,874.96   

COLBS SOUTHN PWR CO PFD 7

      19,869.18         19,714.53   

COLD JET INC COLD JET INC SER D CONVERTIBLE

      13,490.58         14,093.54   

COLDWATER CREEK INC COM

      565.24         412.10   

COLDWATER CREEK INC COM

      58,607.67         59,279.00   

COLE KENNETH PRODTNS INC CL A

      1,851.98         2,498.00   

COLE KENNETH PRODTNS INC CL A

      30,947.42         28,727.00   

COLE KENNETH PRODTNS INC CL A

      406,452.09         481,402.07   

COLEMAN CABLE INC COM STK

      7,444.81         6,751.00   

COLFAX CORP COM US .01

      675.15         1,841.00   

COLGATE-PALMOLIVE CO COM

      129,475.59         142,747.81   

COLGATE-PALMOLIVE CO COM

      478,520.37         976,093.65   

COLLECTIVE BRANDS INC COM STK

      5,502.15         6,330.00   

COLLECTIVE BRANDS INC COM STK

      517,534.85         660,430.00   

COLLINS & AIKMAN CORP NEW COM NEW

      124.95         0.00   

COLONIAL BANCGROUP INC COM

      34,411.26         92.40   

COLONIAL PPTYS TR DEPOSITARY SH REPSTG 1/100TH PFD SER E

      25,000.00         25,319.00   

COLONIAL PPTYS TR SH BEN INT SH BEN INT

      625,291.69         720,068.65   

COLOPLAST SER’B’DKK5

      154,396.78         195,408.63   

COLOR KINETICS INC SER A CONV PFD STK

      46,225.12         60,020.29   

COLOSSUS MINERALS INC COM STK

      10,069.83         15,966.00   

COLTV SHORT TERM INVT FD

      236,184.38         236,184.38   

COLTV SHORT TERM INVT FD

      297,404.56         297,404.56   

COLTV SHORT TERM INVT FD

      366,373.07         366,373.07   

COLTV SHORT TERM INVT FD

      376,681.57         376,681.57   

COLTV SHORT TERM INVT FD

      438,708.64         438,708.64   

COLTV SHORT TERM INVT FD

      464,182.33         464,182.33   

COLTV SHORT TERM INVT FD

      500,024.46         500,024.46   

COLTV SHORT TERM INVT FD

      574,216.48         574,216.48   

COLTV SHORT TERM INVT FD

      578,132.39         578,132.39   

COLTV SHORT TERM INVT FD

      612,272.31         612,272.31   

COLTV SHORT TERM INVT FD

      673,811.20         673,811.20   

COLTV SHORT TERM INVT FD

      844,871.28         844,871.28   

COLTV SHORT TERM INVT FD

      1,045,693.50         1,045,693.50   

COLTV SHORT TERM INVT FD

      1,163,024.87         1,163,024.87   

COLTV SHORT TERM INVT FD

      1,721,422.45         1,721,422.45   

COLTV SHORT TERM INVT FD

      1,741,761.96         1,741,761.96   

COLTV SHORT TERM INVT FD

      4,250,124.96         4,250,124.96   

COLTV SHORT TERM INVT FD

      4,529,170.03         4,529,170.03   

COLTV SHORT TERM INVT FD

      7,385,300.46         7,385,300.46   

COLTV SHORT TERM INVT FD

      8,240,633.51         8,240,633.51   

COLTV SHORT TERM INVT FD

      10,291,994.96         10,291,994.96   

COLTV SHORT TERM INVT FD

      13,969,905.85         13,969,905.85   

COLTV SHORT TERM INVT FD

      15,580,183.63         15,580,183.63   

COLUMBIA / HCA 7.5% DUE 11-15-2095

      92,400.00         166,950.00   

COLUMBIA LAB INC SER A 8.00% CONV PFD STK $0.01 PAR

      30,000.00         30,490.50   

 

- 47 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

COLUMBIA SPORTSWEAR CO COM

      31,924.25        36,518.46   

COLUMBIA SPORTSWEAR CO COM

      74,294.12        108,540.00   

COLUMBIA SPORTSWEAR CO COM

      217,154.39        344,071.80   

COM

      20,562.42        18,130.00   

COM NPV

      2,472.48        1,911.00   

COMAMTECH INC COMMON STOCK

      10,480.10        508.30   

COMBIMATRIX CORP DEL COM

      156,567.56        13,995.85   

COMCAST CORP NEW 5.65% DUE 06-15-2035

      51,172.10        48,573.30   

COMCAST CORP NEW 6.4% DUE 03-01-2040

      55,681.70        53,593.25   

COMCAST CORP NEW 6.45% DUE 03-15-2037

      33,344.10        32,053.95   

COMCAST CORP NEW 6.95% DUE 08-15-2037

      182,061.80        192,281.56   

COMCAST CORP NEW CL A SPL CL A SPL

      4,252.16        5,301.04   

COMCAST CORP NEW NT

      2,562.45        2,535.00   

COMCAST CORP NEW NT SER B

      6,820.45        6,704.50   

COMCAST CORP NEW-CL A

      63,966.19        85,433.05   

COMCAST CORP NEW-CL A

      1,320,798.86        1,542,337.94   

COMERICA INC COM

      8,152.58        9,288.58   

COMERICA INC COM

      168,316.21        187,672.32   

COMFORT SYS USA INC COM

      177,424.08        171,210.00   

COML METALS CO COM

      1,719.51        1,946.04   

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

      786.40        0.36   

COMMONWEALTH BANK AUST TRANCHE # SR 00010 2.9% DUE 09-17-2014 REG

      985,174.40        1,023,600.20   

COMMONWEALTH REIT

      40,900.25        34,068.55   

COMMONWEALTH REIT 6.50% PFD CUM CONV SHSSER D

      12,980.52        21,165.18   

COMMTOUCH SOFTWARE

      3,543.95        3,719.90   

COMMUNICATION INTELLIGENCE CORP DEL NEW COM

      985.82        84.00   

COMMUNICATIONS & POWER INDS SER B

      4,025.90        272.00   

COMMUNICATIONS SYS INC COM

      10,171.02        13,459.90   

COMMUNITY 1ST BK ROSEVILLE CALIF COM

      108,117.35        53,060.00   

COMMUNITY BK SYS INC COM

      441,264.55        516,522.00   

COMMVAULT SYS INC COM STK

      9,248.76        9,931.14   

COMPAGNIE DE 1.625% DUE 07-23-2012

      289,466.40        291,360.97   

COMPAGNIE GENERALE 7.5% DUE 05-15-2015

      25,550.00        25,437.50   

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

      25,912.50        25,625.00   

COMPANHIA BRASILEIRA DE DISTRIBUICAO S.ACLASS A PREFERRED SHARES

      7,840.95        8,396.00   

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

      21,106.44        24,039.52   

COMPASS DIVERSIFIED HOLDINGS FORMERLY COMPASS DIVERSIFIED TR

      312,727.65        376,797.00   

COMPASS GROUP ORD GBP0.10

      311,140.51        307,344.14   

COMPASS GROUP ORD GBP0.10

      235,964.33        429,828.89   

COMPASS GROUP ORD GBP0.10

      375,192.57        467,130.49   

COMPASS MINERALS INTERNATION COMSTK CALLOPT EXP 03/19/11 PR $90 PER SH

      (363.24 )      (430.00 ) 

COMPASS MINERALS INTL INC COM

      44,325.12        70,523.30   

COMPASS RESOURCES LIMITED NPV

      3,031.45        0.00   

COMPETITIVE TECHNOLOGIES INC COM

      5,218.45        2,600.00   

COMPLETE PRODTN 8% DUE 12-15-2016

      41,075.00        41,400.00   

COMPOSITE TECHNOLOGY CORP COM STK

      191,035.31        61,432.44   

COMPUCREDIT HLDGS CORP COM

      2,216.98        3,887.86   

COMPUGEN COMPUGEN LTD COM STK

      19,664.83        17,987.52   

COMPUTER SCI CORP COM

      22,693.17        22,320.00   

COMPUTER SCI CORP COM

      143,649.67        192,944.00   

COMPUTER SCI CORP COM

      356,962.75        357,120.00   

COMPUWARE CORP COM

      124,303.02        64,418.40   

COMSCORE INC COM

      3,293.07        2,234.00   

COMSTOCK MNG INC COM STK

      67,350.19        72,687.68   

COMSTOCK RES INC COM NEW COM NEW

      551,630.50        445,985.04   

COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW

      4,839.18        4,163.63   

COMVERGE INC COM

      46,141.46        41,460.00   

COMWLTH BK AUSTRALIA SR MEDIUM TERM TRANCHE # SR 00003 2.5 12-10-12

      488,458.94        494,717.76   

COMWLTH REIT SR NT 5.875 DUE 09-15-2020

      9,737.50        9,766.90   

CONAGRA FOODS INC

      122,985.45        123,891.42   

CONAGRA FOODS INC

      219,944.30        249,779.96   

CONAGRA FOODS INC

      321,276.78        336,442.00   

CONAGRA FOODS INC

      355,677.88        356,764.00   

CONCHO RES INC COM STK

      66,785.68        87,670.00   

CONECTISYS CORP COM PAR $.001 STK

      1,508.95        690.00   

CONEXANT SYS INC COM NEW STK

      11,691.67        11,157.35   

CONFORCE INTL INC COM

      1,067.95        2,346.00   

CONGOLEUM CORP NEW CL A CL A

      1,594.00        0.00   

CONMED CORP COM

      404,178.14        481,898.19   

CONNACHER OIL & GAS LTD COM STK

      569.56        669.25   

CONNECTAJET COM INC COM STK

      1,189.56        0.00   

CONNECTYX TECHNOLOGIES HLDGS GROUP INC COM NEW STK

      2,600.80        501.50   

CONNS INC COM

      3,317.94        1,057.68   

 

- 48 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CONOCO INC 6.95% DUE 04-15-2029

      20,854.00        24,579.86   

CONOCOPHILLIPS COM

      376,348.27        490,320.00   

CONOCOPHILLIPS COM

      610,426.79        728,670.00   

CONOCOPHILLIPS COM

      1,238,871.39        1,430,100.00   

CONOCOPHILLIPS COM

      1,204,322.01        1,494,498.36   

CONOCOPHILLIPS COM

      1,168,340.33        2,517,520.80   

CONOCOPHILLIPS COMSTK CALL OPT EXP 02/19/11 PR $67.50 PER SH

      (440.77 )      (1,642.00 ) 

CONOCOPHILLIPS GTD NT 6.5 DUE 02-15-2039REG

      79,461.90        83,237.21   

CONOLOG CORP COM PAR $0.01 FEBRUARY 2009COM

      49.81        8.75   

CONQUEST RESOURCES COM NPV

      7,731.45        13,384.00   

CONS EDISON CO N Y 5.3% DUE 12-01-2016

      9,162.10        11,270.92   

CONS EDISON CO N Y INC PFD $5

      9,632.95        9,347.69   

CONS EDISON INC COM

      151,860.54        183,791.04   

CONS EDISON INC COM

      281,597.39        362,307.13   

CONS FREIGHTWAYS CORP COM

      534.95        0.00   

CONS GRAPHICS INC COM

      23,199.16        27,120.80   

CONS GRAPHICS INC COM

      155,504.40        158,462.96   

CONS WTR CO LTD COM

      15,356.12        9,170.00   

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

      161,295.79        200,805.09   

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

      64,013.20        61,054.82   

CONSOL ENERGY INC COM

      107,088.52        129,069.66   

CONSOL ENERGY INC COM

      250,308.83        276,989.42   

CONSOL ENERGY INC COMSTK CALL OPT EXP 01/22/11 PR $48 PER SH

      (834.25 )      (980.00 ) 

CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK

      17,431.88        20,183.50   

CONSOLIDATED ENERGY INC WYO COM

      20,241.34        9.00   

CONSTAR INTL INC NEW COM NEW COM NEW

      21,647.86        2,110.90   

CONSTELLATION 3D INC DELAWARE

      13,013.75        0.00   

CONSTELLATION BRANDS INC CL A CL A

      11,243.68        11,075.00   

CONSTELLATION BRANDS INC CL A CL A

      117,195.74        99,387.05   

CONSTELLATION BRANDS INC CL A CL A

      504,364.96        648,995.00   

CONSTELLATION BRANDS INC CL A CL A

      858,708.72        1,140,725.00   

CONSTELLATION ENERGY GROUP INC MARYLAND COM

      40,352.82        41,963.10   

CONSTELLATION ENERGY GROUP INC MARYLAND COM

      164,455.22        153,977.01   

CONSTELLATION ENERGY GROUP INC MARYLAND COM

      359,835.41        327,741.00   

CONSTITUTION MNG CORP COM STK

      12,130.47        1,655.60   

CONSUMERS WATERHEATER INCOME FD

      11,592.98        15,353.87   

CONTANGO OIL & GAS CO COM NEW

      26,555.02        30,413.25   

CONTANGO ORE INC COM

      0.00        273.00   

CONTINENTAL AIRLS PASS THRU TRS SER 2001-1 PSTRU CTF CL A-2 6.503 6-15-11BE

      20,620.00        20,250.00   

CONTINENTAL PRECIOUS MINERALS INC COM

      120,264.74        75,271.67   

CONTINENTAL RES INC COM

      34,085.21        44,726.00   

CONTINUCARE CORP COM

      26,182.43        27,649.44   

CONVERGYS CORP DE COM

      49,730.20        49,387.50   

CONVERGYS CORP DE COM

      165,806.64        230,475.00   

CONVERSION SOLUTIONS HLDGS CORP COM STK

      880.30        0.00   

CONVERTED ORGANICS INC COM STK

      8,291.70        7,731.10   

COOPER TIRE & RUBBER CO COM, NO PAR

      27,245.78        32,682.66   

COP 01/22/2011 6.000 C COP 110122C00060000

      (247.55 )      0.00   

COPANO ENERGY L L C COM UNITS

      284,580.26        579,253.41   

COPART INC COM

      4,082.98        3,735.00   

COPART INC COM

      25,110.35        22,970.25   

COPPER CANYON RES LTD COM STK

      4,322.75        23,510.40   

COPPER KING MNG CORP COM STK

      14,112.60        2,470.00   

CORD BLOOD AMER INC COM STK

      653.86        220.00   

CORE LABORATORIES NV NLG0.03

      35,397.95        45,415.50   

CORE LABORATORIES NV NLG0.03

      181,855.11        203,568.30   

CORE LABORATORIES NV NLG0.03

      437,317.43        496,899.00   

CORE LABORATORIES NV NLG0.03

      948,021.06        1,531,660.00   

CORELOGIC INC-W/I COM STK

      12,295.02        6,992.21   

CORELOGIC INC-W/I COM STK

      136,204.40        137,048.00   

CORINTHIAN COLLEGES INC COM STK

      21,691.51        24,226.50   

CORINTHIAN COLLEGES INC COM STK

      202,392.12        184,767.44   

CORINTHIAN COLLEGES INC COMSTK CALL OPT EXP 01/22/11 PR $4.50 PER SH

      (214.27 )      (425.00 ) 

CORN PRODS INTL INC COM

      56,114.52        63,113.66   

CORN PRODS INTL INC COM

      210,284.77        262,200.00   

CORN PRODS INTL INC COM

      397,796.30        450,800.00   

CORN PRODS INTL INC COM

      796,473.49        1,108,600.00   

CORNERSTONE TOTAL RETURN FD INC COM NEW COM NEW

      19,395.69        34,853.24   

CORNING INC COM

      697,080.78        759,565.80   

CORNING INC COM STK FOR ONLY ACCT #22-81755

      1,951.85        13,330.80   

CORNING INC COMSTK CALL OPT EXP 05/21/11PR $21 PER SH

      (575.46 )      (750.00 ) 

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

      3,149.95        2,952.50   

CORPORATE EXECUTIVE BRD CO COMMON STOCK

      15,298.18        9,988.30   

CORRECTIONS CORP AMER

      1,429.25        1,754.20   

CORTEX PHARMACEUTICALS INC COM NEW COM NEW

      695.42        516.00   

 

- 49 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

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

      2,259.41        2,368.60   

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

      10,208.95        12,515.00   

CORVEL CORP COM

      11,557.41        14,505.00   

COSAN LTD COM STK

      1,598.78        1,634.40   

COSTCO WHOLESALE CORP NEW COM

      333,431.44        785,428.17   

COSTCO WHOLESALE CORP NEW COM

      767,054.69        915,125.56   

COSTCO WHOLESALE CORP NEW COM

      1,323,365.85        1,636,495.23   

COUGAR OIL & GAS CDA INC COM STOCK

      20,023.90        23,069.00   

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

      6,068.55        12,300.00   

COUNTRYWIDE FINL 6.25% DUE 05-15-2016

      35,150.00        41,019.44   

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

      9,725.00        10,520.97   

COUSINS PPTYS INC COM

      84.10        61.48   

COUSINS PPTYS INC COM

      25,867.72        34,636.02   

COVANCE INC COM

      35,719.42        27,144.48   

COVANCE INC COM

      608,435.41        568,080.50   

COVANTA HLDG CORP COM

      279,790.71        248,223.60   

COVENTRY HEALTH CARE INC COM

      19,427.58        22,044.00   

COVENTRY HEALTH CARE INC COM

      174,222.36        98,498.40   

COVENTRY HEALTH CARE INC COM

      250,820.07        369,600.00   

COVENTRY HEALTH CARE INC COM

      330,930.49        498,960.00   

COVIDIEN PLC USD0.20

      18,481.39        21,094.92   

COX COMMUNICATIONS 5.45% DUE 12-15-2014

      64,834.20        66,052.56   

COYOTE RES INC COM STK

      3,694.34        3,357.00   

CP ALL PCL THB1(ALIEN MKT)

      103,736.58        279,064.23   

CPO 01/22/2011 4.000 C CPO 110122C00040000

      (531.24 )      (3,150.00 ) 

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

      5,405.10        5,434.42   

CR SUISSE NASSAU ETN LKD TO CUSING 30 MLP INDEX

      12,936.85        14,370.00   

CRACKER BARREL OLD CTRY STORE INC COM

      5,916.33        9,714.23   

CRACKER BARREL OLD CTRY STORE INC COM

      142,123.02        213,603.00   

CRANE CO COM

      193,011.38        209,457.00   

CRANE CO COM

      298,382.80        369,630.00   

CRANE CO COM

      436,149.86        496,947.00   

CRAWFORD & CO CL B CL B

      3,510.72        1,360.00   

CRAY INC COM NEW STK

      11,267.95        14,340.00   

CREAM MINERALS LTD COM NEW

      190,258.14        144,382.80   

CREATIVE TECHNOLOGY INC COM STK

      2,772.38        948.45   

CREDICORP LTD COM STK

      10,873.92        11,891.00   

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

      180,000.00        184,950.00   

CREDIT AGRICOLE SA EUR3

      544,495.27        455,166.45   

CREDIT SUISSE GUERNSEY BRH CAP NT TIER 1PFD STK

      11,491.00        13,390.00   

CREDO PETE CORP COM PAR $0.10 COM PAR $0.10

      2,442.95        1,921.51   

CREE INC COM

      144,970.34        165,449.79   

CREE INC COM

      658,239.21        747,851.50   

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 POINT ENERGY CORP COM

      40,580.60        48,969.91   

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

      10,000.00        10,304.10   

CRESTAR ENERGY INC COM

      (31,625.62 )      0.00   

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

      20,175.36        20,972.90   

CRICKET 7.75% DUE 05-15-2016

      43,260.30        46,687.50   

CRITICAL SOLUTIONS INC COM STK

      106.95        70.00   

CROCS INC COM

      37,043.54        51,873.60   

CROCS INC COM

      161,139.86        172,740.80   

CROSS CTRY HEALTHCARE INC COM

      7,085.47        5,929.00   

CROSS TIMBERS RTY TR TR UNIT

      33,788.32        37,556.07   

CROSSWIND RENB ENERGY CORP COM

      464.26        170.00   

CROWN CRAFTS INC COM

      5,026.95        5,151.00   

CROWN HLDGS INC COM

      12,697.76        16,422.96   

CROWN HLDGS INC COM

      334,601.94        483,008.60   

CRYOLIFE INC COM

      987.86        813.00   

CRYSTAL ROCK HOLDINGS INC

      397.55        408.00   

CRYSTALLEX INTL CORP COM STK

      5,922.13        3,229.05   

CSC HLDGS LLC 8.625 DUE 02-15-2019

      19,039.20        22,600.00   

CSCO 01/22/2011 24.000 C CSCO 110122C00024000

      (411.54 )      0.00   

CSG SYS INTL INC COM

      155,983.17        119,322.00   

CSG SYS INTL INC COM

      385,891.09        357,208.40   

CSMG TECHNOLOGIES INC COM STK

      6,262.75        325.00   

CSS INDS INC COM

      3,818.43        4,258.01   

CSX CORP COM

      174,489.89        204,322.60   

CSX CORP COM

      300,069.57        342,433.00   

CSX CORP COM

      240,872.63        608,238.54   

CTF DEP DTD 01-08-2010 3.45 01-09-2017

      10,000.00        10,000.00   

CTF DEP DTD 04-02-2009 2.3 04-04-2011

      95,000.00        95,000.00   

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   

 

- 50 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

CTM MEDIA HOLDINGS INC COM CL B

      0.00        24.20   

CTRIP.COM INTERNATIONAL-ADR COM STK CALL OPT EXP 1/22/11 PR $40 PER SH

      (6,600.22 )      (6,000.00 ) 

CTS CORP COM

      34,283.84        39,816.00   

CUBIC CORP COM

      28,050.77        34,230.90   

CUBIC CORP COM

      244,175.27        259,325.00   

CUBIC ENERGY INC COM

      49,087.21        28,000.00   

CUBIST PHARMACEUTICALS INC COM

      89,003.77        85,364.60   

CUBIST PHARMACEUTICALS INC COM

      277,068.27        263,220.00   

CUE RES LTD COM STK

      1,614.83        163.08   

CUMMINS ENGINE INC 5.65 DUE 03-01-2098 REG PUT

      16,630.00        16,028.28   

CUMMINS INC

      117,246.85        547,409.76   

CUMMINS INC

      521,001.44        777,886.98   

CURATECH INDS INC COM

      291,615.04        41,120.00   

CURLEW LAKE RES INC COM

      680.45        415.50   

CURRENCYSHARES EURO TR EURO SHS EURO SHS

      158,868.43        155,049.85   

CURRENCYSHARES SWISS FRANC TR SWISS FRANC SHS SWISS FRANC SHS

      239,481.08        270,937.50   

CURTISS WRIGHT CORP COM

      19,031.75        20,059.31   

CVR ENERGY INC COM STK

      22,964.17        42,504.00   

CVR ENERGY INC COM STK

      139,377.24        141,174.00   

CVS CAREMARK CORP 6.036 DUE 12-10-2028

      9,729.16        9,239.00   

CVS CAREMARK CORP 6.6% DUE 03-15-2019

      150,657.80        175,630.35   

CVS CAREMARK CORP 6.94299983978% DUE 01-10-2030

      140,688.62        152,942.60   

CVS CAREMARK CORP COM STK

      100,070.22        104,883.39   

CVS CAREMARK CORP COM STK

      217,371.41        227,187.18   

CVS CAREMARK CORP COM STK

      765,960.11        1,188,716.76   

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

      450,000.00        412,883.55   

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

      28,707.83        18,535.15   

CYANOTECH CORP COM PAR $0.02 STK

      12,186.50        18,252.00   

CYBERKEY SOLUTIONS INC COM

      94.95        0.25   

CYBERONICS INC COM

      78,426.23        114,774.00   

CYBEX INTL INC COM

      1,418.95        660.00   

CYCLACEL PHARMACEUTICALS INC COM STK

      71,796.30        53,540.34   

CYGENT INC SER C PFD (FOR ACCT #26-07800SUN MICROSYSTEMS)

      11,838.27        17,793.10   

CYMER INC COM

      9,986.87        10,771.73   

CYNOSURE INC CL A

      48,941.90        20,460.00   

CYNOSURE INC CL A

      335,459.26        298,808.07   

CYPRESS DEV CORP COM

      6,909.15        845.60   

CYPRESS SEMICONDUCTOR CORP COM

      66,583.57        106,927.90   

CYPRESS SHARPRIDGE INVTS INC REIT

      6,903.20        6,514.61   

CYTEC IND COM

      174,598.87        238,770.00   

CYTEC IND COM

      265,741.25        440,398.00   

CYTEC IND COM

      704,753.47        766,610.88   

CYTOCORE INC COM NEW STK

      5,272.13        50.00   

CYTOGENE CORPORATION

      4,076.27        1,200.00   

CYTOKINETICS INC COM

      5,546.29        3,889.49   

CYTOMEDIX INC COM NEW STK

      4,682.57        4,248.00   

CYTORI THERAPEUTICS INC COM STK

      14,726.93        15,320.88   

CYTRX CORP COM NEW COM NEW

      12,980.77        17,170.00   

Czech koruna

      44.17        44.17   

Czech koruna

      960.43        960.43   

D R HORTON INC COM

      12,578.81        14,112.37   

D R HORTON INC COM

      213,825.44        84,094.57   

DAC TECHNOLOGIES GROUP INTL INC COM

      2,162.95        420.00   

DACHA STRATEGIC METALS INC COMSTK

      20,502.30        13,586.40   

DAI NIPPON PRINTNG NPV

      93,753.61        95,352.17   

DAIHATSU MOTOR CO NPV

      164,373.40        199,498.11   

DAIKIN INDUSTRIES NPV

      278,239.82        280,218.61   

DAIMLER AG

      7,543.31        7,145.93   

DAIMLERCHRYSLER ORD NPV(REGD)

      456,005.81        666,232.52   

DAIMLERCHRYSLER ORD NPV(REGD)

      440,516.28        1,776,082.73   

DAIRY CREST GROUP ORD GBP0.25

      482,252.84        502,343.12   

DANA HLDG CORP COM

      22,205.41        76,945.91   

DANAHER CORP COM

      63,088.04        68,193.24   

DANAHER CORP COM

      78,478.71        89,623.00   

DANAHER CORP COM

      194,519.70        274,057.70   

DANAHER CORP COM

      295,895.40        636,511.98   

DANAHER CORP COM

      874,543.30        1,382,081.00   

DANAHER CORP COMSTK CALL OPT EXP 3/19/11PR $46 PER SH

      (1,702.67 )      (1,750.00 ) 

DANAOS CORPORATION

      10,661.40        7,854.00   

Danish krone

      0.00        0.00   

Danish krone

      173.12        173.12   

Danish krone

      173.67        173.67   

Danish krone

      5,916.02        5,916.02   

Danish krone

      9,541.21        9,541.21   

DANONE EUR0.25

      515,944.11        626,997.00   

 

- 51 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

DARDEN RESTAURANTS INC COM

      14,657.31        15,975.36   

DARDEN RESTAURANTS INC COM

      66,790.82        161,843.40   

DARLING INTL INC COM

      5,178.80        9,960.00   

DATALINK CORP COM STK

      6,410.65        7,005.00   

DATARAM CORP COM PAR $1 COM PAR $1

      15,416.22        5,014.69   

DAVID LOREN CORP COM NEW STK

      1,408.95        46.00   

DAVIS HENDERSON INCOME FD DAVIS HENDERSON INCOME FD

      14,970.90        19,956.70   

DAVITA INC 6.625% DUE 11-01-2020

      30,000.00        29,700.00   

DAVITA INC COM

      135,894.48        169,833.56   

DAWSON GEOPHYSICAL CO COM

      42,353.74        38,280.00   

DAWSON GEOPHYSICAL CO COM

      34,634.90        42,108.00   

DAYSTAR TECHNOLOGIES INC COM NEW

      371.51        114.03   

DC BRANDS INTL INC COM NEW STK

      26,390.02        9,273.00   

DCA TOTAL RETURN FD COM

      9,812.95        11,212.50   

DEAN FOODS CO 6.9% DUE 10-15-2017

      9,164.00        8,900.00   

DEAN FOODS CO NEW 7% DUE 06-01-2016

      9,835.00        9,200.00   

DEAN FOODS CO NEW COM

      140,633.39        40,478.36   

DEAN FOODS CO NEW COM

      101,508.45        102,455.60   

DEARBORN BANCORP INC CMT-CAP STK CMT-CAPSTK

      1,229.90        1,080.75   

DECADE RES LTD COM STK

      26,442.01        14,655.20   

DECKERS OUTDOOR CORP COM

      188,373.88        259,952.40   

DECKERS OUTDOOR CORP COM

      362,171.56        387,695.88   

DECKERS OUTDOOR CORP COM

      268,702.20        438,570.00   

DECKERS OUTDOOR CORP COM STK CALL OPT EXP 3/19/11 PR $85 PER SH

      767.70        (530.00 ) 

DECKERS OUTDOOR CORP COM STK CALL OPT EXP 6/18/2011 PER $95 PER SH

      (752.29 )      0.00   

DEEP BLUE INC COM STK

      1,162.95        0.00   

DEEP DOWN INC COM STK

      6,385.65        855.59   

DEEP ROCK OIL & GAS INC COM

      2,739.95        6.00   

DEER CONSUMER PRODS INC COM NEW STK

      504.48        562.00   

DEERE & CO COM

      287,765.20        885,811.30   

DEERE & CO COM

      646,444.28        922,677.44   

DEERE & CO COMSTK CALL OPT EXP 3/19/11 PR $90 PER SH

      (156.30 )      (158.00 ) 

DEERFIELD CAP CORP COM NEW STK

      251.31        357.50   

DEFAULT ISSUER SILICOM LTD COM STK ISIN#IL0008986668

      8,081.78        11,178.00   

DEFENSE SOLUTIONS HLDG INC COM STK

      5,048.90        1,000.00   

DEFI GLOBAL INC COM STOCK

      606.95        287.50   

DEGAMA SOFTWARE SOLUTIONS INC COM STK

      156.95        50.00   

DEJOUR ENTERPRISES LTD DEJOUR ENTERP

      45,830.17        8,882.24   

DEL MONTE FOODS CO COM

      1,223.92        1,898.99   

DELAWARE INVTS DIVID & INCOME FD INC COM

      1,208.95        1,557.90   

DELCATH SYS INC COM STOCK

      63,561.78        66,150.00   

DELIA*S INC NEW COM

      35,436.32        28,884.00   

DELL INC COM STK

      152,353.67        156,854.80   

DELL INC COM STK

      601,955.80        572,555.25   

DELPHI FINL GROUP INC CL A

      782,786.13        656,110.00   

DELTA AIR LINES INC COMSTK CALL OPT EXP 02/19/11 PR $14 PER SH

      (305.46 )      (300.00 ) 

DELTA AIR LINES INC DEL COM NEW COM NEW

      1,236,092.35        1,334,264.40   

DELTA AIR LINES INC DEL COM NEW COM NEW

      1,024,548.17        1,377,810.00   

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

      2,983.91        105.00   

DELTA PETE CORP DE

      126,122.61        64,702.60   

DELTIC TIMBER CORP COM

      5,830.04        5,634.00   

DELUXE CORP 5% DUE 12-15-2012

      12,617.50        15,000.00   

DELUXE CORP COM

      20,801.73        23,377.66   

DEMANDTEC INC COM NEW COM NEW

      40,743.99        42,276.00   

DENA CO LTD NPV

      386,393.20        487,761.68   

DENBURY RES INC HLDG CO COM NEW

      58,725.73        73,763.76   

DENBURY RES INC HLDG CO COM NEW

      165,438.91        191,930.86   

DENDREON CORP COM STK ISIN US24823Q1076

      509,294.25        445,230.00   

DENDREON CORP COM STK ISIN US24823Q1076

      759,335.02        774,735.12   

DENDREON CORP COMSTK CALL OPT EXP 01/22/11 PR $38 PER SH

      (241.53 )      0.00   

DENISON MINES CORP COM STK

      200,636.84        318,593.52   

DENISON MINES CORP COMSTK CALL OPT EXP 04/16/11 PR $2.50 PER SH

      (1,170.30 )      (3,300.00 ) 

DENISON MINES CORP COMSTK CALL OPT EXP 4/16/11 PR $5 PER SH

      (570.31 )      (600.00 ) 

DENNYS CORP COM

      7,482.00        8,234.00   

DENSO CORP NPV

      311,572.53        369,257.49   

DENTSPLY INTL INC NEW COM

      22,060.34        24,026.67   

DENTSPLY INTL INC NEW COM

      109,236.21        122,260.26   

DEPOMED INC COM

      4,269.53        7,314.00   

DEPOMED INC COM STK CALL OPT EXP 6/18/11 PR $5 PER SH

      (575.77 )      (705.00 ) 

DESIGN MARKETING CONCEPTS INC COM STK

      1,374.85        0.00   

DETOUR GOLD CORP COM STK

      30,767.10        37,187.50   

DEUTSCHE BK AG 3.875% DUE 08-18-2014

      2,019.28        2,098.84   

DEUTSCHE BK AG COM STK ISIN DE0005140008 SDL 505964X

      118,393.25        127,522.50   

DEUTSCHE BK CAP FDG TR X NONCUMULATIVE TR PFD SECS PFD STK

      10,006.95        10,060.00   

DEUTSCHE BK CONTINGENT CAP TR II 6.55% TR PFD SEC

      2,562.89        2,354.01   

 

- 52 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

DEUTSCHE BOERSE AG NPV(REGD)

      891,359.09        583,585.73   

DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)

      206,483.31        226,196.93   

DEUTSCHE POST AG NPV(REGD)

      334,361.15        340,228.42   

DEUTSCHE TELEKOM 5.75% DUE 03-23-2016

      74,516.25        83,998.95   

DEVELOPERS DIVERSIFIED RLTY CORP COM

      21,099.77        34,106.63   

DEVON ENERGY CORP 7.95% DUE 04-15-2032

      179,891.10        185,892.14   

DEVON ENERGY CORP NEW COM

      235,618.98        286,400.79   

DEVON ENERGY CORP NEW COM

      444,075.30        853,246.68   

DEVRY INC DEL COM

      4,411.24        4,798.00   

DEVRY INC DEL COM

      75,018.46        75,424.56   

DFA INVT DIMENSIONS GROUP INC INFLATION-PROTECTED SECS PORTFOLIO STK

      25,700.39        28,187.93   

DG FASTCHANNEL INC COM STK

      3,279.95        3,465.60   

DG FASTCHANNEL INC COM STK

      519,428.12        769,652.00   

DHT HOLDINGS INC

      34,821.45        33,418.96   

DIADEXUS INC NEW COM

      3,348.20        181.25   

DIAGEO CAP PLC GTD NT 4.828 DUE 07-15-2020

      229,121.40        242,689.10   

DIAGEO ORD PLC

      1,027,535.37        997,056.17   

DIAGEO PLC SPONSORED ADR NEW

      219,328.27        243,876.73   

DIAGEO PLC SPONSORED ADR NEW

      284,796.95        338,201.50   

DIAGEO PLC SPONSORED ADR NEW

      1,004,638.62        1,041,957.94   

DIAMANT ART CORP COM

      10,039.80        26.37   

DIAMOND OFFSHORE DRILLING INC COM

      116,812.79        116,821.89   

DIAMOND OFFSHORE DRILLING INC COM

      174,785.84        165,703.93   

DIAMONDROCK HOSPITALITY CO COM STK

      27,668.94        30,000.00   

DIAMONDROCK HOSPITALITY CO COM STK

      516,895.41        887,856.00   

DIANA SHIPPING INC COM STK

      189,132.49        157,120.96   

DIANA SHIPPING INC COM STK

      482,943.86        438,116.98   

DIANA SHIPPING INC COMSTK CALL OPT EXP 01/22/11 PR $14 PER SH

      (37.30 )      0.00   

DICKS SPORTING GOODS INC OC-COM

      106.03        150.00   

DICKS SPORTING GOODS INC OC-COM

      749,306.20        964,912.50   

DIEBOLD INC COM

      2,903.99        2,179.40   

DIEBOLD INC COM

      275,362.32        272,425.00   

DIG 01/22/2011 4.000 C DIG 110122C00040000

      (845.53 )      (6,200.00 ) 

DIGITAL RIV INC COM

      1,139.45        1,032.60   

DIGITAL RLTY TR INC COM

      5,262.75        5,154.00   

DIGITAL RLTY TR INC COM

      362,682.62        319,032.60   

DIGITALGLOBE INC COM NEW COM NEW

      3,118.91        3,171.00   

DILLARDS INC CL A COM

      872.84        1,100.26   

DILLARDS INC CL A COM

      177,561.93        472,922.10   

DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP

      3,135.93        10,983.50   

DINEEQUITY INC COM STK

      3,939.99        4,938.00   

DINEEQUITY INC COM STK

      176,991.12        293,317.20   

DINEEQUITY INC COM STK

      724,663.39        869,088.00   

DIONEX CORP COM

      4,516.75        7,080.60   

DIRECTV COM CL A COM CL A

      73,770.25        75,867.00   

DIRECTV COM CL A COM CL A

      587,699.29        837,611.61   

DIRECTV-CLASS A COMSTK CALL OPT EXP 02/19/11 PR $40 PE SH

      (265.53 )      (262.00 ) 

DIREXION DAILY FIN BULL 3X COM STK CALL OPT EXP 28.33 PER SH

      (714.25 )      (1,905.00 ) 

DIREXION DAILY FIN BULL 3X COMSTK CALL OPT EXP 01/22/11 PR $21.67 PER SH

      (680.77 )      (882.00 ) 

DIREXION DAILY FINL BEAR 3X COMSTK CALL OPT EXP 01/22/11 PR $11 PER SH

      (715.95 )      (168.00 ) 

DIREXION DAILY FINL BEAR 3X COMSTK CALL OPT EXP 12/18/10 PR $12 PER SH

      (9,763.57 )      (222.00 ) 

DIREXION DAILY REAL EST BEAR COMSTK CALLOPT EXP 01/22/11 PR $23 PER SH

      (708.50 )      (120.00 ) 

DIREXION DAILY REAL EST BEAR COMSTK CALLOPT EXP 1/22/11 PR $19 PER SH

      (141.53 )      (90.00 ) 

DIREXION DAILY REAL EST BEAR COMSTK CALLOPT EXP 1/22/11 PR $20 PER SH

      (241.53 )      (126.00 ) 

DIREXION DAILY SEMI BULL 3X COMSTK CALL OPT EXP 02/19/11 PR $60 PER SH

      (192.30 )      0.00   

DIREXION DLY LG CAP BEAR 3X CALL OPT EXP04/16/2011 PR $11 PER SH

      (339.25 )      (8,550.00 ) 

DIREXION DLY SM CAP BEAR 3X COM STK CALL OPT EXP 12/18/10 PR $22 PER SH

      (22.75 )      (1,184.00 ) 

DIREXION DLY SM CAP BEAR 3X COMSTK CALL OPT EXP 12/18/2010 PR $22 PER SH

      (434.26 )      0.00   

DIREXION DLY SM CAP BULL 3X COM STK CALL OPT EXP 1/22/11 PR $74 PER SH

      (442.29 )      (1,000.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 01/22/11 PR $56 PER SH

      (3,156.16 )      (9,200.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 01/22/11 PR $65 PER SH

      (7,262.29 )      (11,760.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 01/22/11 PR $70 PER SH

      (14,159.91 )      (340.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 01/22/11 PR $76 PER SH

      (337.24 )      (580.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 04/16/11 PR $66 PER SH

      (6,856.09 )      (250.00 ) 

DIREXION DLY SM CAP BULL 3X COMSTK CALL OPT EXP 1/22/11 PR $75 PER SH

      (755.69 )      (8,100.00 ) 

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

      15,000.00        152.86   

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        7,228.34   

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 08-06-2008 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   

 

- 53 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

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        10,801.20   

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

      25,000.00        25,000.00   

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 FINL SVCS COM STK

      30,267.31        36,600.57   

DISCOVER FINL SVCS COM STK

      146,439.88        254,009.24   

DISCOVER FINL SVCS COM STK

      295,382.54        342,805.00   

DISCOVER FINL SVCS COM STK

      603,096.83        591,107.00   

DISCOVERY COMMUNICATIONS INC NEW COM SERA STK

      63,322.40        68,304.60   

DISCOVERY COMMUNICATIONS INC NEW COM SERA STK

      212,509.58        230,809.50   

DISCOVERY COMMUNICATIONS INC NEW COM SERA STK

      225,947.70        298,321.80   

DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C

      31,424.96        31,920.30   

DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C

      496,784.34        514,760.70   

DISCOVERY LABORATORIES INC NEW COM

      6,555.78        3,882.78   

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

      29,240.10        31,350.00   

DISH NETWORK CORP CL A COM STK

      2,621.92        2,693.42   

DISH NETWORK CORP CL A COM STK

      171,992.60        182,838.00   

DISTRIBUTED ENERGY SYS CORP COM STK

      1,313.23        5.50   

DITECH NETWORKS COM STK

      2,269.82        429.00   

DITEM EXPL INC COM

      193,337.48        25,550.89   

DIVINE INC CL A NEW COM STK

      10,832.85        0.00   

DNA PLT TECH CORP CONV EXCHANGEABLE PFD STK

      121,701.14        119,877.29   

DNB NOR ASA NOK10

      933,831.59        1,051,277.61   

DOGAN HOLDINGS TRY1

      0.66        0.48   

DOLBY LABORATORIES INC CL A COM STK

      148,013.90        163,748.50   

DOLE FOOD CO INC NEW COM STK

      2,648.62        3,377.50   

DOLE FOOD INC STEP CPN 8.75% DUE 07-15-2013

      5,000.00        5,083.00   

DOLLAR GEN CORP 10.625% DUE 07-15-2015

      22,367.77        22,890.00   

DOLLAR GEN CORP NEW COM

      5,530.66        6,134.00   

DOLLAR TREE INC COM STK

      59,333.48        59,556.96   

DOLLAR TREE INC COM STK

      579,626.95        995,420.00   

DOMINION RES INC 5.2% DUE 08-15-2019

      125,870.40        129,915.96   

DOMINION RES INC 5.7% DUE 09-17-2012

      118,603.10        123,745.18   

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

      19,994.40        25,914.28   

DOMINION RES INC VA NEW COM

      59,512.96        67,278.40   

DOMINION RES INC VA NEW COM

      153,469.87        171,264.48   

DOMINION RES INC VA NEW COM

      419,938.72        623,882.88   

DOMINOS PIZZA INC COM

      1,693.64        2,057.55   

DOMTAR CORP COM NEW COM NEW

      69,107.75        70,226.00   

DOMTAR CORP COM NEW COM NEW

      274,572.72        273,312.00   

DONALDSON INC COM

      4,088.88        4,808.27   

DONNELLEY R R & SONS CO COM

      8,244.81        8,078.91   

DONNELLEY R R & SONS CO COM

      148,412.83        90,756.65   

DONNELLEY R R & SONS CO COM

      459,969.50        405,304.00   

DOT HILL SYS CORP COM

      13,921.40        15,400.00   

DOVER CORP COM

      53,903.97        79,670.27   

DOVER CORP COM

      122,391.96        274,598.10   

DOVER DOWNS GAMING & ENTMT INC COM

      9,755.21        10,200.00   

DOVER SADDLERY INC COM

      1,707.95        2,600.00   

DOW CHEM CO 6% DUE 10-01-2012

      8,700.00        10,779.91   

DOW CHEM CO/ 5.9 DUE 02-15-2015

      26,759.75        27,641.40   

DOW CHEMICAL CO COM

      403,317.91        504,998.88   

DOW CHEMICAL CO COM

      362,657.05        557,498.42   

DOW CHEMICAL CO COM

      755,709.67        997,126.98   

DOWNEY FINL CORP COM

      25,637.93        0.00   

DPL CO COM

      3,459.90        3,856.50   

DPL CO COM

      126,365.22        118,266.00   

DR PEPPER SNAPPLE GROUP INC COM STK

      29,484.51        29,230.69   

DR PEPPER SNAPPLE GROUP INC COM STK

      143,539.38        200,974.56   

DR REDDYS LABS LTD ADR REPSTG 1/2 SH

      32,564.77        35,112.00   

DRA CRT ACQUISITION CORP PFD SER A 8.50%

      7,306.94        8,928.29   

DRAGON OIL COM STK

      8,108.58        25,269.60   

DRAGONWAVE INC COM

      30,134.90        37,633.96   

DREAMWORKS ANIMATION INC CL A COM STK

      48,498.02        41,994.75   

DRESSER-RAND GROUP INC COM

      4,991.21        6,516.27   

DRESSER-RAND GROUP INC COM

      147,140.94        144,806.00   

DRIL-QUIP INC COM

      9,543.97        15,544.00   

DRUGSTORE COM INC COM ISIN #US2622411021

      6,607.40        7,735.00   

DRYSHIPS INC COM STK CALL OPT EXP 1/22/11 PR $6 PER SH

      (71.53 )      0.00   

DRYSHIPS INC COM USD0.01

      765,636.66        804,320.49   

DRYSHIPS INC COMSTK CALL OPT EXP 12/18/2010 PR $5 PER SH

      (110.78 )      0.00   

DST SYS INC COM

      9,902.18        8,870.00   

DST SYS INC COM

      207,297.35        208,445.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

DTD 01-09-2009 4.5 01-09-2019

      10,000.00        11,096.70   

DTD 09-18-2008 4.7 09-18-2012

      95,000.00        99,750.00   

DTE ENERGY CO COM

      100,737.86        118,171.58   

DTE ENERGY CO COM

      156,137.75        192,881.92   

DTE ENERGY CO COM

      352,475.08        344,432.00   

DTS INC COM

      4,670.35        9,810.00   

DU PONT E I DE NEMOURS & CO COM STK

      356,280.57        471,301.36   

DU PONT E I DE NEMOURS & CO COM STK

      740,549.80        798,080.00   

DU PONT E I DE NEMOURS & CO COM STK

      784,287.36        922,780.00   

DU PONT E I DE NEMOURS & CO COM STK

      854,680.99        1,145,643.84   

DUCOMMUN INC DEL COM

      25,014.08        28,314.00   

DUET GROUP COM STK

      9,944.10        11,572.24   

DUKE ENERGY CORP NEW COM STK

      264,171.37        289,711.99   

DUKE ENERGY CORP NEW COM STK

      361,235.68        370,448.00   

DUKE ENERGY CORP NEW COM STK

      448,679.51        593,500.44   

DUKE RLTY CORP COM NEW REIT

      20,294.54        20,400.55   

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

      5,296.45        4,739.70   

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

      2,537.95        2,388.00   

DUKE RLTY CORP DEP SHS REPSTG 1/10TH PFDSER N PFD STK 7.25

      10,026.95        9,820.00   

DUKE RLTY CORPORATION DO NOT USE SEE 1-003142

      192.90        135.30   

DULUTH METALS LTD COM STK

      185,804.56        529,815.86   

DUN & BRADSTREET CORP DEL NEW COM

      2,163.99        2,498.00   

DUN & BRADSTREET CORP DEL NEW COM

      98,062.39        103,022.95   

DUN & BRADSTREET CORP DEL NEW COM

      198,266.52        220,001.20   

DURECT CORP COM

      2,864.20        3,450.00   

DUTCH HBR FIN SUB-TRUST II ASSET BKD CAPCOMMITMENT 144A SECS

      69,278.40        81,810.00   

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

      32,694.74        40,800.00   

DYADIC INTL INC DEL COM

      261,267.15        270,910.44   

DYNAMIC MATLS CORP COM

      23,012.52        32,402.60   

DYNASTY METALS & MNG INC COM

      5,428.60        6,396.60   

DYNEGY HLDGS INC SR NT 8.375% DUE 05-01-2016

      19,684.00        18,750.00   

DYNEGY INC DEL COM

      2,890.29        2,922.40   

DYNEX CAP INC NEW REIT

      25,508.95        27,300.00   

DYNEX CAP INC NEW REIT

      402,997.56        414,960.00   

E DIGITAL CORP COM

      22,285.36        8,816.74   

E MED FUTURE INC COM

      728.93        13.20   

E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW

      176,802.21        80,016.00   

E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW

      376,492.14        350,864.00   

EAGLE BROADBAND INC COM NEW STK

      613.78        0.01   

EAGLE BULK SHIPPING INC EAGLE BULK SHIPPING COM

      122,855.52        118,524.00   

EAGLE PLAINS RES LTD COM NEW COM NEW

      39,103.35        20,611.20   

EARTH SCIENCES INC COM

      491.44        0.00   

EARTHLINK INC COM STK

      32,315.56        32,678.68   

EARTHLINK INC COM STK

      524,996.08        557,280.00   

EARTHSHELL CORP COM NEW STK

      26.15        0.00   

EAST WEST BANCORP INC COM

      19,717.77        19,550.00   

EAST WEST BANCORP INC COM

      172,020.44        203,320.00   

EAST WEST BANCORP INC COM

      212,432.84        210,749.00   

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        2,300.00   

EASTFIELD RES LTD COM

      553.47        553.50   

EASTGROUP PPTYS INC REIT

      2,147.45        2,116.00   

EASTMAN CHEM CO COM

      64,514.00        152,605.20   

EASTMAN CHEM CO COM

      314,256.00        420,400.00   

EASTMAN KODAK CO 7.25% DUE 11-15-2013

      39,200.80        39,300.00   

EASTMAN KODAK CO COM

      24,662.71        25,800.61   

EASTMAN KODAK CO COM

      242,344.72        273,360.00   

EASTMAN KODAK CO COMSTK CALL OPT EXP 01/22/11 PR $5.50 PER SH

      (272.42 )      0.00   

EATON CORP COM

      95,952.65        138,070.15   

EATON CORP COM

      194,852.96        298,134.87   

EATON CORP COM

      194,964.87        429,996.36   

EATON VANCE CORP COM NON VTG

      293,411.57        364,876.10   

EATON VANCE INSD MUN BD FD AUCTION PFD SER E

      25,013.00        260.85   

EATON VANCE TAX-MANAGED GLOBAL BUY-WRITEOPPORTUNITIES FD COM

      15.08        15.53   

EAU TECHNOLOGIES INC COM STK

      0.00        15.47   

EAUTOCLAIMS COM INC COM

      524.95        1.20   

EBAY INC COM USD0.001

      164,345.22        189,327.49   

EBAY INC COM USD0.001

      771,727.33        726,363.00   

EBAY INC COM USD0.001

      626,738.14        803,479.93   

EBAY INC COM USD0.001

      1,035,108.28        1,163,572.30   

EBAY INC COMSTK CALL OPT EXP 01/22/11 PR $ 33 PER SH

      (512.74 )      (21.00 ) 

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

      362,544.81        375,619.23   

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

      350,024.82        513,639.00   

EC DEV INC COM STK

      306.54        0.40   

 

- 55 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ECHELON CORP OC-COM STK

      9,815.60        12,228.00   

ECHOSTAR CORPORATION

      173.00        40.00   

ECHOSTAR DBS CORP 7.75% DUE 05-31-2015

      34,500.00        37,187.50   

ECOLAB INC COM

      161,136.20        294,452.80   

ECOLAB INC COM

      271,556.19        375,629.00   

ECOLAB INC COM

      763,276.15        779,039.42   

ECOLAB INC COM

      954,022.19        1,129,408.00   

ECOLOCAP SOLUTIONS INC COM STK

      3,158.95        585.00   

E-COMMERCE CHINA-SPON ADR COMSTK CALL OPT EXP 01/22/11 PR $33 PER SH

      (155.78 )      0.00   

ECOSPHERE TECHNOLOGIES INC COM STK

      232,842.63        83,982.50   

ECOSYSTEM CORP COM NEW STK

      2,559.41        0.00   

ECU SILVER MNG INC COM

      25,871.27        36,412.20   

ED RLTY TR INC COM REIT

      16,782.57        12,103.17   

ED RLTY TR INC COM REIT

      64,280.82        67,599.00   

EDEN ENERGY CORP COM NEW

      2,710.52        3.27   

EDGEWATER EQTY“A” COM STK

      8,614.75        6,300.00   

EDISON INTL COM

      37,049.08        48,540.93   

EDISON INTL COM

      204,701.62        316,327.00   

EDISON INTL COM

      293,512.41        331,960.00   

EDOORWAYS INTL CORP COM STK

      541.90        5.28   

EDP-ENERGIAS DE PORTUGAL S A

      908.95        501.27   

EDUCATION FDG CAP TR III LN BKD NT CL A-7 AUCTION RATE 12-15-2042 REG

      93,500.00        93,500.30   

EDUCATIONAL DEV CORP COM

      1,351.51        1,616.85   

EDWARDS LIFESCIENCES CORP COM

      40,993.67        56,992.20   

EFOTOXPRESS INC COM

      32,664.58        401.00   

EGAMES INC COM

      3,059.90        620.00   

EL ALACRAN GOLD MINE CORP COM STK

      559.96        0.00   

EL PASO CORP 7% DUE 05-15-2011

      10,158.33        10,125.00   

EL PASO CORP 7% DUE 06-15-2017

      54,573.20        58,042.33   

EL PASO CORP COM

      153,540.51        166,887.33   

EL PASO CORP COM

      321,362.65        243,923.52   

EL PASO CORP COM STK CALL OPT EXP 1/22/11 PR $14 PER SH

      (424.10 )      (575.00 ) 

EL PASO ELEC CO COM NEW

      81,476.08        96,712.89   

EL PASO ELEC CO COM NEW

      169,352.56        184,451.00   

EL PASO ELEC CO COM NEW

      793,668.33        936,020.00   

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

      80,550.71        86,542.64   

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

      273,646.62        283,498.34   

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

      27,968.92        32,933.99   

ELCOM INTL INC COM STK

      663.20        0.32   

ELDORADO GOLD CORP COM STK CALL OPT EXP 1/22/11 PR $19 PER SH

      (61.53 )      0.00   

ELDORADO GOLD CORP NEW COM STK

      364,203.65        387,741.60   

ELECTR ARTS COM

      34,926.47        35,085.96   

ELECTR ARTS COM

      277,084.28        136,904.04   

ELECTR ARTS COM

      191,052.88        199,836.00   

ELECTRO RENT CORP COM

      6,098.50        8,348.68   

ELECTRO RENT CORP COM

      114,435.74        179,990.08   

ELECTRO SCIENTIFIC INDS INC COM

      24,812.18        27,251.00   

ELECTRO SCIENTIFIC INDS INC COM

      545,567.89        692,496.00   

ELECTROLUX AB SER’B’NPV (POST SPLIT)

      115,438.08        347,534.76   

ELECTRONICS FOR IMAGING INC COM

      60,941.89        62,205.57   

ELEMENTOS LTD COM STK

      234.41        450.14   

ELI LILLY & CO COM

      304,075.11        302,099.71   

ELI LILLY & CO COM

      449,735.04        469,536.00   

ELI LILLY & CO COM

      997,533.95        894,501.12   

ELI LILLY & CO COM STK CALL OPT EXP 2/19/11 PR $36 PER SH

      (306.98 )      (304.00 ) 

ELIGIX INC SER B PFD STK

      1,718.00        195.00   

ELINE ENTERTAINMENT GROUP INC COMMON STOCK

      456.95        60.00   

ELITE PHARMACEUTICALS INC COM NEW COM

      373,965.72        6,266.80   

ELIZABETH ARDEN INC COM

      4,994.35        5,062.20   

ELIZABETH ARDEN INC COM

      57,685.20        69,030.00   

ELLIS PERRY INTL INC COM

      2,936.00        4,120.50   

ELLIS PERRY INTL INC COM

      27,852.48        32,964.00   

ELOYALTY CORP PFD CONV SER B 7

      8.38        0.26   

ELRON ELECTR INDS LTD ORD

      573.62        90.00   

EMC CORP COM

      466,708.73        575,568.60   

EMC CORP COM

      669,229.74        1,187,158.90   

EMC INS GROUP INC COM

      4,698.00        4,528.00   

EMCOR GROUP INC COM

      17,501.83        20,430.90   

EMCOR GROUP INC COM

      35,601.60        34,776.00   

EMCOR GROUP INC COM

      133,706.26        147,798.00   

EMCOR GROUP INC COM

      548,141.89        599,886.00   

EMCORE CORP COM

      951.38        759.50   

EMERGENCY MED SVCS CORP CL A COM STK

      8,108.35        11,177.53   

EMERGENCY MED SVCS CORP CL A COM STK

      158,309.28        216,443.50   

EMERGENT BIOSOLUTIONS INC COM

      2,634.01        4,692.00   

 

- 56 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

EMERGING HLDGS INC COM

      2,534.94        0.00   

EMERSON ELECTRIC CO COM

      129,077.29        164,449.16   

EMERSON ELECTRIC CO COM

      480,841.08        1,082,513.95   

EMP SOLUTIONS INC

      0.00        1.76   

EMPIRE DIST ELEC CO COM

      2,153.95        2,252.86   

EMPIRE RES INC DEL COM

      34,640.92        26,936.00   

EMPIRE STEEL CORP PFD WARRANT CONSIDEREDDESPERATE

      567.77        252.00   

EMS TECHNOLOGIES INC COM

      28,827.54        35,604.00   

EMULEX CORP COM NEW

      2,013.58        2,332.00   

EMULEX CORP COM NEW

      399,091.29        442,905.10   

ENBRIDGE ENERGY MGMT L L C SHS UNITS REPSTG LTD LIABILITY INT

      0.00        0.01   

ENCANA CORP COM NPV

      69,905.92        65,490.88   

ENCANA CORP COM NPV

      354,159.71        358,176.00   

ENCOMPASS HLDGS INC COM NEW STK

      6,718.99        0.27   

ENCORE ENERGY PARTNERS LP

      6,091.70        6,796.57   

ENCORE WIRE CORP COM

      4,515.75        5,692.38   

ENDEAVOUR INTL CORP COM NEW

      37,624.82        53,240.40   

ENDEAVOUR SILVER CORP COMMON STK

      37,033.72        48,444.00   

ENDEVCO INC TX COM NEW STK

      4,052.90        85.00   

ENDO PHARMACEUTICALS HLDGS INC COM

      55,084.23        60,671.29   

ENDO PHARMACEUTICALS HLDGS INC COM

      522,179.57        632,067.00   

ENDO PHARMACEUTICALS HLDGS INC COM

      591,754.07        953,457.00   

ENDOLOGIX INC COM

      591.02        1,001.00   

ENDURANCE 7% DUE 07-15-2034

      39,734.00        38,187.88   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

      173,342.18        244,171.00   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

      317,721.26        442,272.00   

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

      534,679.97        612,731.00   

ENER1 INC COM NEW STK

      7,213.18        4,927.00   

ENERBANK USA SALT LAKE CITY UTAH DTD 07-16-2010 .4 C/D 07-15-2011

      4,000.00        4,000.00   

ENERGEN CORP COM

      232,665.38        246,126.00   

ENERGEN CORP COM

      353,716.75        332,028.80   

ENERGEN CORP COM

      399,825.87        410,210.00   

ENERGIZER HLDGS INC COM

      210,145.73        211,410.00   

ENERGIZER HLDGS INC COM

      313,986.99        422,820.00   

ENERGY CONVERSION DEVICES INC COM

      21,006.56        18,285.00   

ENERGY FINDERS INC COM STK

      12,058.35        430.50   

ENERGY FUTURE HLDGS CORP SR TOGGLE NT 11.25% DUE 11-01-2017/11-01-2010 REG

      147,601.74        109,036.20   

ENERGY FUTURE/EFIH 10 DUE 12-01-2020

      573,929.41        420,759.38   

ENERGY INCOME & GROWTH FD COM

      4,597.09        5,376.00   

ENERGY PARTNERS LTD COM STK

      1,281.64        89.16   

ENERGY RECOVERY INC COM

      2,972.14        1,932.48   

ENERGY SOLUTIONS INC COMMON

      15,670.75        12,721.59   

ENERGY TRANSFER PARTNERS L P UNIT LTD PARTNERSHIP INT

      108,065.81        122,870.97   

ENERGY TRANSFER SR NT 9 DUE 04-15-2019

      120,484.00        125,277.70   

ENERGY XXI (BERMUDA) COM STK USD $0.005

      269,214.90        335,083.70   

ENERGYCONNECT GROUP INC COM STK

      2,827.85        1,210.00   

ENERGYTEC INC FORMERLY ENERGYTEC COM IN COM

      39,207.53        0.00   

ENERLUME ENERGY MGMT CORP COM STK

      285.40        0.54   

ENERNOC INC COM

      33,119.48        26,301.00   

ENERNOC INC COM

      336,174.32        284,050.80   

ENERSYS COM

      25,721.27        32,120.00   

ENGLOBAL CORP COM

      3,270.73        1,116.00   

ENI SPA EUR1

      724,004.17        602,638.61   

ENI SPA-SPONSORED ADR COM STK CALL OPT EXP 5/21/11 PR $45 PER SH

      (278.30 )      0.00   

ENN ENERGY HOLDINGS LTD SHS

      9,628.75        8,991.90   

ENPRO INDS INC COM

      350,161.94        452,297.48   

ENRON CORP COM

      9,285.29        0.00   

ENSCO PLC SPON ADR

      30,591.80        40,064.57   

ENSIGN ENERGY SVCS INC COM

      0.00        0.00   

ENSIGN GROUP INC COM STK

      95,048.50        129,324.00   

ENSTAR GROUP LIMITED COM

      4,042.85        5,497.70   

ENTECH SOLAR INC COM STK

      34,880.85        6,882.00   

ENTEGRIS INC COM

      1,567.48        2,502.45   

ENTERGY CORP NEW COM

      37,399.35        36,076.48   

ENTERGY CORP NEW COM

      131,001.37        125,156.61   

ENTERGY CORP NEW COM

      216,401.51        322,418.16   

ENTERGY CORP NEW COM

      390,655.07        354,150.00   

ENTERPRISE BANK/PA DTD 09-30-2010 0.25 CTF OF DEP DUE 09-30-2011

      9,000.00        8,982.00   

ENTERPRISE BK & TR DTD 08-12-2010 .6 CTFOF DEP DUE 08-12-2011

      2,000.00        2,000.00   

ENTERPRISE INNS ORD GBP0.025

      75,549.73        76,088.17   

ENTERPRISE PRODS 5.25% DUE 01-31-2020

      61,170.60        62,411.40   

ENTERPRISE PRODS 9.75% DUE 01-31-2014

      190,000.00        229,509.93   

ENTERPRISE PRODUCTS PARTNERS COMSTK CALLOPT EXP 06/18/11 PR $41 PER SH

      (2,743.91 )      (2,100.00 ) 

ENTERPRISE PRODUCTS PARTNERS COMSTK CALLOPT EXP 12/18/10 PR $41 PER SH

      (274.70 )      0.00   

ENTERTAINMENT GAMING ASIA INC COM

      14,574.81        4,271.55   

 

- 57 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ENTMNT PPTYS TR COM SH BEN INT

      204,767.31        233,562.50   

ENTORIAN TECHNOLOGIES INC COM NEW COM NEW

      1,866.08        91.25   

ENTRADA NETWORKS INC COM

      988.20        0.00   

ENTREMED INC COM NEW

      6,680.43        5,999.48   

ENTROPIC COMMUNICATIONS INC COM STK

      51,789.40        57,138.40   

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

      698.00        250.00   

ENVIRONMENTAL SOLUTIONS WORLDWIDE INC COM

      46,225.20        19,030.00   

ENVIT CAP GROUP INC COM STK

      1,697.24        0.00   

ENVOY CAP GROUP INC COM STK

      11,220.61        3,445.60   

ENZYME ENVIRONMENTAL SOLUTIONS COM STK

      6,517.90        80.00   

EOG RESOURCES INC COM

      114,638.66        112,281.37   

EOG RESOURCES INC COM

      202,417.24        263,352.21   

EOG RESOURCES INC COM

      279,461.70        584,109.90   

EOG RESOURCES INC COMSTK CALL OPT EXP 01/22/11 PR $85 PER SH

      (2,133.79 )      (2,085.00 ) 

EON COMMUNICATIONS CORP COM NEW STK

      2,006.95        2,000.00   

EPICEPT CORP

      6,709.95        1,450.12   

EPICOR SOFTWARE CORP COM

      45,405.03        60,600.00   

EPIQ SYS INC COM

      1,456.60        1,318.08   

EQT CORP COM

      3,601.32        4,484.00   

EQT CORP COM

      125,572.21        168,194.84   

EQTY 1 INC COM

      3,494.78        3,636.00   

EQTY RESDNTL EFF 5/15/02

      2,118.90        5,195.00   

EQTY RESDNTL EFF 5/15/02

      230,365.82        371,702.25   

EQUAL ENERGY LTD COM STK

      5,106.17        5,777.74   

EQUIFAX INC COM

      23,544.02        27,305.20   

EQUIFAX INC COM

      80,254.19        110,680.40   

EQUIFAX INC COM

      460,834.93        478,820.00   

EQUINIX INC COM NEW COM NEW

      11,417.44        11,051.36   

EQUITY FUTURES OFFSET - LONG

      (58,606,610.00 )      (58,891,000.00 ) 

EQUITY FUTURES OFFSET - LONG

      (19,828,337.04 )      (20,105,110.00 ) 

EQUITY FUTURES OFFSET - LONG

      (12,285,079.39 )      (12,513,430.00 ) 

EQUITY FUTURES OFFSET - LONG

      (7,376,525.00 )      (7,518,000.00 ) 

EQUITY FUTURES OFFSET - LONG

      (6,828,885.00 )      (6,954,150.00 ) 

ERF WIRELESS INC COM STK

      14,455.80        659.20   

ERHC ENERGY INC COM STK

      42,660.45        36,400.00   

ERICSSON(LM)TEL SER’B’ NPV

      879,267.50        940,008.85   

ERSTE GROUP BANK AG NPV

      340,525.19        254,599.23   

ESC BOWATER D08/01/89 9.000% ESCROW

      10,134.88        0.00   

ESC CONSECO FING TR V

      949.00        0.00   

ESC DWS RREEF REAL ESTATE FD II INC II PLAN OF LIQUIDATION TO RREEF **INC

      9,330.00        0.00   

ESC GLOBIX CORP COM STK

      232.41        0.00   

ESC MIRANT CORP

      1,539.71        0.00   

ESCROW ELOQUENT INC

      7,223.09        0.00   

E-SIM LTD SHS

      2,017.45        0.06   

ESPERANZA RESOURCES CORP COMMON STOCK

      17,945.17        18,727.18   

ESPRIT HOLDINGS HKD0.10

      526,195.42        370,841.08   

ESSEX PPTY TR REIT

      25,491.06        26,270.71   

ESTEE LAUDER COMPANIES INC CL A USD0.01

      107,502.20        230,479.20   

ESTERLINE TECHNOLOGIES CORP COM STK

      150,297.70        253,783.00   

ESTERLINE TECHNOLOGIES CORP COM STK

      212,270.77        514,425.00   

ESTERLINE TECHNOLOGIES CORP COM STK

      625,277.33        857,375.00   

ETERNAL ENERGY CORP COM STK

      331.00        100.00   

ETF- ISHARES BARCLAYS 20+ YR TREAS BD FD

      122,395.97        115,006.73   

ETF ISHARES BARCLAYS AGGREGATE BD FD

      1,149,208.99        1,178,975.34   

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

      149,166.77        146,442.70   

ETF ISHARES BARCLAYS CR BD FD

      48,273.46        50,896.35   

ETF ISHARES BARCLAYS INTER GOVT/CR BD FD

      49,245.68        50,365.07   

ETF ISHARES S&P DEVELOPED EX-US PROP

      10,445.93        9,686.60   

ETF WISDOM TREE DEFA EQUITY INCOME FUND B

      6,834.73        5,725.56   

ETF WISDOMTREE EMERGING MARKETS EQUITY INC

      73,750.03        79,825.05   

ETF WISDOMTREE EQUITY INCOME FUND INC

      24,101.03        25,246.33   

ETHAN ALLEN INTERIORS INC COM

      4,239.78        5,595.32   

ETHOS ENVIRONMENTAL INC NEW COM

      89,868.98        266.35   

ETRAVELSERVE.COM INC COM

      3,846.00        0.00   

EURAZEO NPV

      87,291.44        102,771.75   

Euro

      (18,245.08 )      (18,245.08 ) 

Euro

      0.00        0.00   

Euro

      0.00        0.00   

Euro

      0.00        0.00   

Euro

      0.00        0.00   

Euro

      0.00        0.00   

Euro

      0.00        0.00   

Euro

      0.05        0.05   

Euro

      4,305.76        4,305.76   

Euro

      13,362.75        13,362.75   

 

- 58 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Euro

      90,545.88        90,545.88   

Euro

      131,718.42        131,718.42   

Euro

      649,310.23        649,310.23   

EURO TECH HLDGS COM STK USD0.01

      84,889.90        55,800.00   

EUROMAX RES LTD COM STK

      2,622.95        2,868.00   

EURONET WORLDWIDE INC COM

      10,905.76        7,342.24   

EVERBANK JACKSONVILLE FLA CD 07/01/10 ACT/365 3.05 07-01-2019

      10,000.00        10,000.00   

EVEREST RE GROUP COM

      8,407.95        8,482.00   

EVERGREEN ENERGY INC COM NEW

      36.62        27.30   

EVOLUTION SOLAR CORP COM STK

      16,865.77        741.00   

EVOLVING GOLD CORP COM

      11,053.90        11,700.00   

EWORLDCOMPANIES INC COM PAR $.0001 NEW COM STK

      9,188.15        600.00   

EXACT SCIENCES CORP COM

      7,364.95        5,980.00   

EXAR CORP COM

      9,409.35        10,470.00   

EXAR CORP COM

      14,225.67        14,099.60   

EXCEL MARITIME CARRIERS COM STK

      106,453.90        86,591.92   

EXCEL MARITIME CARRIERS LTD COM STK CALL OPT EXP 3/19/11 PR $6 PER SH

      (465.55 )      0.00   

EXCEL TR INC COM

      1,142.86        1,210.00   

EXCELLINE HOLDINGS INC PFD

      4,219.29        10,221.31   

EXCELLON RES INC COM

      56,515.10        129,465.60   

EXCO RES INC COM

      117,592.26        146,478.71   

EXELIXIS INC COM STK ISIN# US30161Q1040

      71,660.80        98,043.82   

EXELON CORP 5.625% DUE 06-15-2035

      116,362.98        114,248.28   

EXELON CORP COM

      248,179.36        232,752.32   

EXELON CORP COM

      335,263.60        287,316.00   

EXELON CORP COM

      521,225.27        692,847.96   

EXELON CORP COMSTK CALL OPT EXP 04/16/11 PR $44 PER SH

      (101.55 )      0.00   

EXELON CORP COMSTK CALL OPT EXP 01/22/11PR $42.50 PER SH

      (9.30 )      0.00   

EXETER RESOURCE CORP COM

      45,760.94        123,225.03   

EXIDE TECHNOLOGIES COM NEW COM NEW

      4,842.40        9,410.00   

EXPEDIA INC DEL COM

      20,900.48        20,978.28   

EXPEDIA INC DEL COM

      153,358.14        127,808.46   

EXPEDITORS INTL WASH INC COM

      37,607.46        43,680.00   

EXPEDITORS INTL WASH INC COM

      259,043.79        291,782.40   

EXPEDITORS INTL WASH INC COM

      1,166,111.99        1,577,940.00   

EXPLOR RES IN

      53,303.24        68,440.06   

EXPONENT INC COM STK

      6,669.88        7,508.00   

EXPRESS SCRIPTS INC COM

      77,290.66        85,507.10   

EXPRESS SCRIPTS INC COM

      219,844.88        716,865.15   

EXPRESS SCRIPTS INC COM

      693,744.34        897,230.00   

EXTERRAN HLDGS INC COM STK

      2,457.23        1,939.95   

EXTERRAN HLDGS INC COM STK

      447,696.83        483,742.10   

EXTORRE GOLD MINES LTD COM NPV

      37,589.38        118,818.74   

EXTRA SPACE STORAGE INC COM

      30,839.40        46,980.00   

EXTRACT RESOURCES LIMITED NPV

      7,124.75        7,708.40   

EXTREME NETWORKS INC COM

      1,516.95        1,545.00   

EXTREME NETWORKS INC COM

      34,869.00        30,900.00   

EXXON IMPERIAL U S INC CPN DUE 07-18-1997

      485.45        0.00   

EXXON MOBIL CORP COM

      58,028.30        65,808.00   

EXXON MOBIL CORP COM

      537,271.21        686,304.32   

EXXON MOBIL CORP COM

      668,084.93        716,576.00   

EXXON MOBIL CORP COM

      1,260,062.25        1,520,896.00   

EXXON MOBIL CORP COM

      4,674,271.89        9,277,026.88   

EXXON MOBIL CORP COM STK CALL OPT EXP 1/19/13 PR $70 PER SH

      (417.29 )      (277.00 ) 

EXXON MOBIL CORP COM STK CALL OPT EXP 7/16/11 PR $75 PER SH

      (252.25 )      (980.00 ) 

EYECASHNETWORKS INC COM STK

      594.35        0.00   

EYI INDS INC COM

      4,623.20        60.00   

EZCHIP SEMICONDUCTOR LTD

      114,834.65        115,210.00   

EZCORP INC CL A NON VTG

      19,117.17        21,704.00   

EZCORP INC CL A NON VTG

      646,104.84        911,405.22   

EZCORP INC CL A NON VTG

      559,043.19        1,212,711.00   

EZENIA INC COM

      2,118.39        85.00   

F 110122C00015000 F 01/22/2011 15.000 C

      (255.55 )      0.00   

F5 NETWORKS INC COM STK

      272,103.11        264,875.60   

F5 NETWORKS INC COM STK

      413,860.95        420,026.32   

F5 NETWORKS INC COM STK

      262,562.61        553,180.00   

F5 NETWORKS INC COMSTK CALL OPT EXP 1/22/11 PR $145 PER SH

      (770.77 )      (525.00 ) 

FACTORY 2-U STORES INC COM

      4,769.30        1.32   

FACTSET RESH SYS INC COM STK

      20,684.51        28,629.90   

FAIRCHILD SEMICONDUCTOR INTL INC COM

      25,739.87        39,025.00   

FAIRFAX FINL HLDGS LTD SUB VTG

      126,145.40        151,127.64   

FAIRPOINT COMMUNICATIONS INC COM

      508.61        11.22   

FALCON NAT GAS CORP COM STK

      359.95        0.00   

FALCON TECHNOLOGIES INC COM STK

      312.80        1.46   

FAMILY DLR STORES INC COM

      83,269.20        92,214.04   

 

- 59 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

FAMILY DLR STORES INC COM

      94,310.61        157,530.99   

FAMILY DOLLAR STORES COMSTK CALL OPT EXP01/22/11 PR $46 PER SH

      (2,129.66 )      (4,500.00 ) 

FAMILY DOLLAR STORES COMSTK CALL OPT EXP1/22/11 PR $45 PER SH

      (2,387.14 )      (2,870.00 ) 

FAMILYMART CO NPV

      488,081.43        576,620.74   

FAMOUS DAVES AMER INC COM

      1,424.12        1,115.00   

FANUC LTD NPV

      347,066.06        353,241.47   

FANUC LTD NPV

      280,665.04        491,466.40   

FAR EAST ENERGY CORP COM STK

      46.71        70.00   

FARMERS GRAIN CO “D PFD STK

      5,160.00        144.00   

FASTENAL CO COM

      49,900.71        67,355.97   

FASTENAL CO COM

      186,355.05        222,266.10   

FASTENAL CO COM

      784,636.81        1,090,362.00   

FASTENAL CO COM

      999,792.10        1,665,498.00   

FBL FINL GROUP INC CL A CL A

      54,382.30        80,276.00   

FED HOME LN MTG CORP VAR RATE

      6,443.63        2,380.00   

FEDERAL AGRIC MTG CORP CL C

      22,256.09        17,944.57   

FEDERAL HOME LN MTG CORP PFD FLTG RATE

      2,224.95        240.00   

FEDERAL HOME LN MTG CORP POOL #1G2341 5.532% 12-01-2037 BEO

      293,906.01        310,985.41   

FEDERAL HOME LN MTG CORP POOL #1G2403 5.567% 01-01-2038 BEO

      331,896.33        350,847.44   

FEDERAL HOME LN MTG CORP POOL #1J0404 5.585% 05-01-2037 BEO

      365,264.04        384,976.42   

FEDERAL HOME LN MTG CORP POOL #A39302 5.5% 11-01-2035 BEO

      94,758.55        103,021.84   

FEDERAL HOME LN MTG CORP POOL #A9-6155 4% 01-01-2041 BEO

      116,000.00        0.00   

FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO

      618,034.29        662,619.53   

FEDERAL HOME LN MTG CORP POOL #G03696 5.5% 01-01-2038 BEO

      1,204,076.37        1,288,674.23   

FEDERAL HOME LN MTG CORP POOL #G12341 5%09-01-2021 BEO

      10,670.09        11,191.10   

FEDERAL HOME LN MTG CORP POOL #G13767 4%03-01-2025 BEO

      27,329.25        26,761.44   

FEDERAL HOME LN MTG CORP POOL #G18049 5.5% 04-01-2020 BEO

      5,848.25        6,188.57   

FEDERAL HOME LN MTG CORP POOL #G18309 4.5% 05-01-2024 BEO

      26,691.84        26,807.99   

FEDERAL MOGUL CORP COM STK

      54,323.52        55,755.00   

FEDERAL MOGUL CORP COM STK

      423,481.85        470,262.45   

FEDERAL RLTY INVT TR SH BEN INT NEW SH BEN INT NEW

      2,331.95        2,337.90   

FEDEX CORP COM

      82,961.70        139,515.00   

FEDEX CORP COM

      492,420.52        566,141.36   

FEDEX CORP COM

      394,439.51        736,360.17   

FEDEX CORP COM

      1,085,102.42        1,396,545.15   

FEDEX CORP COM STK PUT OPT EXP 1/22/11 PR $90 PER SH

      348.47        176.00   

FEDEX CORP COMSTK CALL OPT EXP 2/19/11 PR $90 PER SH

      (691.58 )      (516.00 ) 

FEDT INVESTORS INC CL B

      18,306.57        16,146.89   

FEDT INVESTORS INC CL B

      62,953.09        60,321.85   

FEDT INVESTORS INC CL B

      374,321.44        389,933.00   

FEI CO COM

      1,709.75        1,584.60   

FEMALE HEALTH CO COM

      1,800.76        1,768.62   

FERRO CORP COM

      17,648.80        29,280.00   

FERRO CORP COM

      37,669.70        37,039.20   

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

      25,000.00        25,029.93   

FHLB CONS BD 5.875 02-15-2011

      10,594.93        10,065.99   

FHLB CONS BD DTD 04/21/2008 4.1 04-21-2015/04-21-2011

      25,434.44        25,230.75   

FHLB FHLB ONE TIME CALL 5 BUS DAYS 5.33 06-06-2014/06-06-2011

      29,910.00        30,643.23   

FHLMC MULTICLASS SR 3738 CL BP 4 12-15-2038

      102,898.44        97,814.60   

FHLMC NOTES 5.75 01-15-2012

      15,572.39        15,824.93   

FHLMC NT 5 04-29-2025/04-29-2011

      24,912.50        25,308.45   

FHLMC NTS 5.125 07-15-2012

      30,489.09        32,073.96   

FHLMC PREASSIGN 00012 5 02-16-2017

      1,005,907.00        957,021.80   

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

      261,011.40        279,987.24   

FHLMC REFERENCE NT 5.5 09-15-2011

      15,445.13        15,546.84   

FHLMC STEP UP 06-30-2016/06-30-2011 BD

      770,000.00        761,637.03   

FIBERTOWER CORP COM NEW COM NEW

      4.65        0.00   

FIBREGLASS HLDGS INC 10 CUM RED SER B PFD STK

      5,455.75        8,103.00   

FIDELIS ENERGY INC COM

      306.95        200.00   

FIDELITY CAP TR I TR PFD SECS 8.375%

      4,602.25        420.00   

FIDELITY NATIONAL FINANCIAL INC CL A

      22,629.71        22,344.20   

FIDELITY NATL INFORMATION SVCS INC COM STK

      119.14        394.91   

FIDELITY NATL INFORMATION SVCS INC COM STK

      156,253.30        182,472.18   

FIFTH ST FIN CORP COM STK

      802,356.51        808,524.00   

FIFTH THIRD BANCORP COMSTK CALL OPT EXP 01/22/11 PR $12.50 PER SH

      (206.78 )      (684.00 ) 

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

      4,840.95        5,943.60   

FIN FOR DANISH IND A/S EUR GTD SR ME TRANCHE # TR 8 2 DUE 06-12-2013 BEO

      538,660.80        548,968.32   

FINANCIAL SELECT SECTOR SPDR COMSTK CALLOPT EXP 01/22/11 PR $16 PER SH

      (275.47 )      0.00   

FINANCIAL SELECT SECTOR SPDR COMSTK CALLOPT EXP 01/22/11 PR $17 PER SH

      (35.47 )      0.00   

FINISAR CORPORATION COMMON STOCK

      16,288.82        17,606.17   

FINISH LINE INC CL A

      6,483.44        7,118.40   

FINISH LINE INC CL A

      216,606.82        316,296.00   

FINISH LINE INC CL A

      270,920.00        316,983.60   

FINISH LINE INC CL A

      282,143.03        545,730.93   

FINL SEC ASSURN HLDGS LTD

      2,000.00        2,000.00   

 

- 60 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

FINMECCANICA SPA EUR 4.40

      487,423.61        484,149.78   

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

      5,000.00        5,322.00   

FIRST AMERN FINL CORP COM STK

      5,251.06        5,632.38   

FIRST BK TROY NORTH CAROLINA DTD 08-12-2010 .25 C/D 08-12-2011

      90,000.00        90,000.00   

FIRST CHINA PHARMACEUTICAL GROUP INC COM

      30,202.50        27,435.00   

FIRST COLOMBIA GOLD CORP COM

      3,519.95        59.25   

FIRST FINL BANCORP OHIO COM

      575,142.88        722,568.00   

FIRST FINL NORTHWEST INC COM STK

      16,922.65        17,460.00   

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

      2,552.95        2,040.00   

FIRST INTERSTATE BANCORP $2.375 CUM SER A PFD STK DO NOT USE SEE #1-321262

      10,000.00        10,360.90   

FIRST LIBERTY PWR CORP COM STK

      623.90        740.00   

FIRST MAJESTIC SILVER CORP COM STK

      46,474.89        119,064.00   

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

      1,000.00        1,000.00   

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 NICKEL INC COM STK

      587.55        281.80   

FIRST PACTRUST BANCORP INC COM

      248.39        508.79   

FIRST REP BK SAN FRANCISCO CALIF NEW COM

      245,820.00        280,716.80   

FIRST SOLAR INC COM

      202,447.89        176,730.12   

FIRST SOLAR INC COM

      245,229.15        245,444.04   

FIRST ST BANCORPORATION COM

      4,153.54        250.00   

FIRST URANIUM CORP COM STK

      8,172.68        6,030.00   

FIRSTENERGY CORP 7.375% DUE 11-15-2031

      361,156.22        347,873.79   

FIRSTENERGY CORP COM

      78,923.18        78,748.72   

FIRSTENERGY CORP COM

      274,098.60        283,943.40   

FIRSTENERGY CORP COMSTK CALL OPT EXP 04/16/11 PR $37 PER SH

      (290.77 )      (390.00 ) 

FIRSTFED FINL CORP DEL COM

      4,452.98        25.50   

FIRSTGROUP ORD GBP0.05

      51,147.78        48,529.33   

FIRSTMERIT CORP COM

      2,005.96        2,100.87   

FISERV INC COM

      5,166.95        5,856.00   

FISERV INC COM

      130,404.88        219,190.08   

FISHER COMMUNICATIONS INC COM

      24,394.95        15,260.00   

FISSION ENERGY CORP COM STK

      0.00        288.21   

FITT HWY PRODS INC COM

      238,256.58        51,095.63   

FLAGSTAR BANCORP INC COM NEW COM NEW

      89,526.53        93,399.00   

FLAGSTONE REINSURANCE HOLDINGS S A

      51,980.65        56,070.00   

FLAHERTY & CRUMRINE PFD INC FD INC COM

      4,719.30        4,406.65   

FLAHERTY & CRUMRINE PFD INCOME OPPORTUNITY FD INC COM

      1,955.07        1,896.00   

FLEETWOOD ENTERPRISES INC COM

      4,132.49        0.00   

FLEXSTEEL INDS INC COM

      7,858.95        17,750.00   

FLEXTRONICS INTL LTD COM STK

      39,824.07        43,975.70   

FLEXTRONICS INTL LTD COM STK

      216,363.98        297,687.70   

FLIR SYS INC COM

      119,303.81        118,672.75   

FLIR SYS INC COM

      128,406.57        140,122.50   

FLOTEK INDS INC DEL COM

      217.53        272.50   

FLOW INTL CORP COM

      809.91        818.00   

FLOWSERVE CORP COM

      122,950.12        146,044.50   

FLOWSERVE CORP COM

      114,126.85        167,384.88   

FLS HLDG INC SER A EXCHANGEABLE 17.50% PFD STK

      4,820.95        27.04   

FLUOR CORP COMSTK CALL OPT EXP 4/16/11 PR $70 PER SH

      (529.59 )      (580.00 ) 

FLUOR CORP NEW COM

      54,933.25        74,211.20   

FLUOR CORP NEW COM

      172,852.73        235,783.10   

FLUOR CORP NEW COM

      118,036.49        298,037.48   

FLUOR CORP NEW COM

      405,006.07        483,698.00   

FLUOR CORP NEW COM

      545,994.31        849,519.46   

FLYI INC COM

      12,065.08        0.00   

FMC CORP COM (NEW)

      93,633.13        145,719.36   

FMC FIN III S A 6.875% DUE 07-15-2017

      29,467.50        31,800.00   

FMC TECHNOLOGIES INC COM

      13,012.53        18,848.92   

FMC TECHNOLOGIES INC COM

      132,474.65        267,885.83   

FNM 01/22/2011 2.500 C FNM 110122C00002500

      (143.54 )      0.00   

FNMA 1.625 10-26-2015

      369,094.15        360,631.23   

FNMA 2 04-15-2013/04-15-2011

      620,000.00        622,442.18   

FNMA 2.375 DUE 07-28-2015

      10,180.63        10,134.10   

FNMA 30 YEAR PASS-THROUGHS 5.5% 30 YEARSSETTLES FEBRUARY

      853,156.25        854,375.20   

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

      1,083,281.25        1,085,000.00   

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

      3,032,217.09        3,043,250.00   

FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN

      3,435,116.85        3,423,500.80   

FNMA 6 DUE 05-15-2011 REG (CV HELD ATST DEP)

      30,796.00        0.00   

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

      17,649.58        20,766.18   

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

      372,651.40        416,739.18   

FNMA COM STK

      185,256.48        92,782.35   

FNMA DTD 11/03/2000 6.625 11-15-2030

      427,019.60        441,619.15   

FNMA NON CUM PFD SER R 7.625% PFD STK

      127.65        51.34   

FNMA PFD SER F

      2,158.95        800.00   

 

- 61 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

FNMA PFD SER T 8.25%

      7,000.00        7,390.25   

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

      4,413.50        4,703.74   

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

      14,640.86        15,854.60   

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

      0.00        0.00   

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

      44,119.75        47,049.30   

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

      344,604.39        377,334.78   

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

      199,255.08        216,613.67   

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

      42,096.57        46,272.39   

FNMA POOL #952455 6% DUE 09-01-2037 REG

      9,908.33        9,900.17   

FNMA PREASSIGN 00192 4.75 11-19-2012

      25,796.21        26,885.75   

FNMA PREASSIGN 00310 5.125 01-02-2014

      959,041.92        964,867.20   

FNMA REG 1.25 08-16-2013

      1,000,000.00        1,000,733.00   

FNMA SINGLE FAMILY MORTGAGE 3.5% 15 YEARS SETTLES JANUARY

      2,143,046.88        2,114,437.50   

FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY

      188,679.69        191,000.00   

FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY

      1,321,469.64        1,334,327.80   

FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JANUARY

      104,875.00        105,125.00   

FNMA STEP UP 03-29-2013/03-29-2011 NT

      1,320,000.00        1,321,226.28   

FNMA STEP UP 09-18-2012/03-18-2011 NT

      419,160.00        420,431.76   

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

      9,682.75        52.10   

FOOT LOCKER INC COM

      74,514.53        151,074.00   

FOOTHILLS RES INC COM

      10,319.07        0.00   

FORCE ENERGY CORP COM

      928.95        480.00   

FORCE PROTN INC COM NEW

      28,077.69        32,949.80   

FORD HLDGS INC 9.375% DUE 03-01-2020

      12,787.50        12,375.00   

FORD MOTOR CO COM STK CALL OPT EXP 1/22/11 PR $17.5 PER SH

      (462.41 )      (1,840.00 ) 

FORD MOTOR CO COMSTK CALL OPT EXP 02/19/11 PR $13 PER SH

      (741.52 )      (210.00 ) 

FORD MOTOR CO COMSTK PUT OPT EXP 01/22/11 PR $14 PER SH

      37.70        (760.00 ) 

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

      36,873.43        68,527.80   

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

      9,408.00        11,850.00   

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

      373,049.80        531,403.50   

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

      1,042,888.71        1,582,776.51   

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

      5,982,765.04        7,290,269.29   

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

      24,872.11        25,843.75   

FORD MTR CR CO LLC 8% DUE 12-15-2016

      123,365.76        145,269.67   

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

      8,985.00        10,725.00   

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

      8,936.00        10,002.99   

FOREST CY ENTERPRISES INC CL A

      9,925.60        8,345.00   

FOREST LABORATORIES INC

      20,250.18        22,098.18   

FOREST LABORATORIES INC

      259,790.80        229,808.28   

FOREST OIL CORP 8% DUE 12-15-2011

      7,447.50        7,315.00   

FORMFACTOR INC COM STK

      6,664.46        5,328.00   

FORMFACTOR INC COM STK

      65,759.79        64,824.00   

FORSYS METALS CORP COM STK

      4,098.80        3,049.40   

FORTESCUE METALS GRP LTD NPV

      83,387.89        83,880.41   

FORTINET INC COM

      219,780.00        388,200.00   

FORTRESS INVT GROUP LLC DEL CL A CL A

      20,561.94        25,192.96   

FORTUNA MINES INC FORMERLY FORTUNA VENT

      108,083.57        239,293.51   

FORTUNE BRANDS INC COM USD3.125

      59,693.56        86,192.69   

FORTUNE BRANDS INC COM USD3.125

      155,973.90        231,420.25   

FORUM URANIUM CORP COM STK

      3,389.50        2,415.20   

FOSSIL GRAPHICS INC PFD

      25,283.00        25,387.50   

FOSSIL INC COM

      46,346.74        49,195.04   

FOSSIL INC COM

      323,643.83        634,320.00   

FOSTER L B CO CL A

      1,006.80        1,351.02   

FOSTER WHEELER LTD (BM) COM STK

      244,180.36        304,604.48   

FOSTER WHEELER LTD (BM) COM STK

      349,331.39        442,891.60   

FOUND COM INC SER C CONV PFD STK (FOR ACCT #26-07800 SUN MICROSYSTEMS)

      25,000.00        25,019.25   

FOUNTAIN PWR BOAT INDS INC COM NEW COM NEW

      1,094.20        0.00   

FOX PETE INC COM NEW STK

      7,830.46        47.56   

FRANCE TELECOM EUR4

      317,229.60        303,981.52   

FRANK SHIREY CADILLAC INC PFD STK $1.00 PAR

      468.95        708.45   

FRANKLIN BK CORP COM

      17,648.88        7.50   

FRANKLIN STR PPTYS CORP COM

      648,683.67        649,429.50   

FRANKLIN TEMPLETON LTD DURATION INCOMETR AUCTION PFD SER W

      33,069.21        39,792.36   

FREDDIE MAC-VTG COM FOR A/C 2614202

      169,087.40        59,128.70   

FREDERICKS ENTMT INC NEV COM NEW COM NEW

      1,509.95        0.08   

FREDS INC CL A

      1,820.42        2,408.00   

FREDS INC CL A

      50,594.88        77,056.00   

FREEPORT-MCMORAN 8.375% DUE 04-01-2017

      237,544.20        243,375.00   

FREEPORT-MCMORAN COPPER & GOLD INC

      292,532.31        571,148.04   

FREEPORT-MCMORAN COPPER & GOLD INC

      600,424.26        840,630.00   

FREEPORT-MCMORAN COPPER & GOLD INC

      487,613.29        894,670.50   

FREEPORT-MCMORAN COPPER & GOLD INC

      502,724.00        1,422,706.23   

FREEPORT-MCMORAN COPPER & GOLD INC

      1,327,290.52        1,761,831.62   

FREEPORT-MCMORAN COPPER COM STK CALL OPT EXP 1/22/11 PR $115 PER SH

      (1,966.18 )      (3,925.00 ) 

 

- 62 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

FREEPORT-MCMORAN COPPER COMSTK CALL OPT EXP 01/22/2011 PR $129 PER SH

      (92.30 )      (1,775.00 ) 

FREEPORT-MCMORAN COPPER COMSTK CALL OPT EXP 02/19/2011 PR $105 PER SH

      (467.24 )      0.00   

FREIGHTCAR AMER INC COM

      1,307.25        1,360.18   

FREMONT MICH INSURACORP INC COM CL A STK

      180.97        199.50   

FRESENIUS KABI PHARMACEUTICALS HLDG INC RT RIGHT

      1,349.91        12.30   

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

      10,701.10        9,482.29   

FRESH HARVEST PRODS INC COM STK

      2,225.95        0.00   

FRESNILLO PLC ORD USD0.50

      86,561.62        113,876.98   

FRIENDLY ENERGY EXPL COM STK

      145.65        3.21   

FRKLN MNG INC COM

      642.37        36.30   

FRKLN RES INC COM

      31,604.34        35,794.05   

FRKLN RES INC COM

      233,704.35        407,473.44   

FRONTEER GOLD INC COM STK

      489,881.93        976,745.37   

FRONTEER GOLD INC COM STK CALL OPT EXP 3/19/11 PR $10 PER SH

      (1,572.92 )      (9,856.00 ) 

FRONTEER GOLD INC COMSTK CALL OPT EXP 01/22/11 PR $12 PER SH

      (577.89 )      (900.00 ) 

FRONTIER COMMUNICATIONS CORP COM

      167,232.40        189,735.00   

FRONTIER COMMUNICATIONS CORP COM

      250,670.39        243,425.14   

FRONTIER COMMUNICATIONS CORP COM

      226,627.35        269,224.92   

FRONTIER FINL CORP WASH COM NEW COM NEW

      8,686.96        80.80   

FRONTIER OIL CORP COM

      53,230.73        67,811.43   

FRONTIER OIL CORP COM

      309,236.88        371,006.00   

FRONTLINE LTD COM

      404,801.69        368,622.93   

FSI INTL INC COM

      1,991.45        2,210.00   

FTI CONSULTING INC COM

      9,673.68        9,096.32   

FUEL SYS SOLUTIONS INC COM STK

      12,329.01        11,193.78   

FUELCELL ENERGY INC COM

      219,570.56        301,686.00   

FUJI HEAVY INDUSTRIES NPV

      261,135.45        364,683.24   

FUJIFILM HOLDINGS CORP NPV

      89,650.45        94,017.09   

FULL HOUSE RESORTS INC COM

      2,490.20        2,671.32   

FULL METAL MINERALS LTD COM

      880.77        421.25   

FULTON FINL CORP PA COM

      119,778.21        120,978.00   

FULTON FINL CORP PA COM

      271,974.52        309,166.00   

FUNDTECH LTD FUNDTECH LTD COMMON STOCK

      2,133.90        2,661.45   

FUQI INTL INC COM NEW STK

      18,429.22        12,760.00   

FURIEX PHARMACEUTICALS- W/I COM STK

      229.95        303.45   

FURMANITE CORP COM STK

      4,782.78        2,764.00   

FUT CAC40 10 EURO FUT JAN11

      (1,653,280.51 )      (1,635,403.20 ) 

FUT CAC40 10 EURO FUT JAN11

      1,653,280.51        1,635,403.20   

FUT JAN 11 HKE HANG SENG

      (585,671.06 )      (592,257.17 ) 

FUT JAN 11 HKE HANG SENG

      585,671.06        592,257.17   

FUT MAR 11 EMINI S&P 500

      3,762,322.50        3,821,650.00   

FUT MAR 11 EMINI S&P 500

      9,596,855.00        9,773,400.00   

FUT MAR 11 EMINI S&P 500

      54,620,185.00        54,818,750.00   

FUT MAR 11 EURX DAX INDEX

      (1,635,422.33 )      (1,626,260.52 ) 

FUT MAR 11 EURX DAX INDEX

      1,635,422.33        1,626,260.52   

FUT MAR 11 EURX E-STXX 50

      (3,479,958.92 )      (3,448,427.59 ) 

FUT MAR 11 EURX E-STXX 50

      3,479,958.92        3,448,427.59   

FUT MAR 11 FTSE 100

      (3,493,462.49 )      (3,506,022.44 ) 

FUT MAR 11 FTSE 100

      3,493,462.49        3,506,022.44   

FUT MAR 11 ICEUS SM RUS2

      848,499.39        860,530.00   

FUT MAR 11 ICEUS SM RUS2

      19,828,337.04        20,105,110.00   

FUT MAR 11 S&P 500

      1,839,725.00        1,879,500.00   

FUT MAR 11 S&P 500

      3,066,562.50        3,132,500.00   

FUT MAR 11 S&P 500

      3,986,425.00        4,072,250.00   

FUT MAR 11 S&P 500

      7,376,525.00        7,518,000.00   

FUT MAR 11 SFE SPI 200

      (1,437,576.64 )      (1,454,545.91 ) 

FUT MAR 11 SFE SPI 200

      1,437,576.64        1,454,545.91   

FUT MAR 11 TSE TOPIX

      (2,654,323.89 )      (2,761,851.91 ) 

FUT MAR 11 TSE TOPIX

      2,654,323.89        2,761,851.91   

FWD INDS INC N Y COM NEW

      3,367.12        4,830.00   

G & K SVCS INC CL A CL A

      20,309.70        30,910.00   

G4S PLC ORD 25P

      58,150.72        58,346.00   

GALAXY ENERGY CORP FORMERLY GALAXY INVT COM STK

      1,009.95        2.00   

GALLAGHER ARTHUR J & CO COM

      5,723.10        6,115.67   

GAM HOLDING LTD COMSTK

      150,390.72        204,766.10   

GAMESTOP CORP NEW CL A

      64,382.81        68,937.44   

GAMESTOP CORP NEW CL A

      199,761.71        87,127.04   

GAMESTOP CORP NEW CL A

      350,888.45        299,728.00   

GAMESTOP CORP-CLASS A COMSTK CALL OPT EXP 01/22/11 PR $22.50 PER SH

      (365.46 )      (950.00 ) 

GAMMON GOLD INC COM STK

      10,082.15        11,466.00   

GAMMON GOLD INC COMSTK CALL OPT EXP 03/19/11 PR $7.50 PER SH

      (385.46 )      (1,100.00 ) 

GANNETT INC COM

      15,358.45        17,986.22   

GANNETT INC COM

      220,261.26        90,751.26   

GAP INC COM

      25,626.13        29,224.27   

GAP INC COM

      152,470.97        244,868.40   

 

- 63 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

GAP INC COM

      503,134.77        597,780.00   

GAP INC COM

      602,413.65        719,550.00   

GARMIN LTD COMMON STOCK

      441,425.17        373,720.03   

GASCO ENERGY INC COM

      25,399.47        3,640.00   

GASTAR EXPLORATION LTD COMMON STOCK

      406.95        430.00   

GATX CORP COM

      348,735.23        421,596.00   

GAYLORD ENTMT CO NEW COM

      272,349.04        287,160.60   

GBS GOLD COMMON STOCK

      1,695.95        0.00   

GCB144A SIX FLAGS INC 9.75 DUE 04-15-2013

      24,556.25        0.00   

GDF SUEZ EUR1

      528,855.07        509,481.54   

GDR IRSA INVERSIONES Y REPRESENTACIONES S A

      5,323.46        4,827.00   

GDR TRINA SOLAR LTD SPONSORED ADR

      160,808.91        149,185.40   

GDX 01/21/2012 6.000 C GDX 120121C00060000

      (1,193.53 )      0.00   

GE 01/22/2011 19.000 C GE 110122C00019000

      (1,248.59 )      0.00   

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 11-06-2008 4.55 11-07-2011

      100,000.00        103,277.00   

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 12-23-2010 .5 DUE 12-23-2011

      30,000.00        29,940.00   

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 FINANCIAL INC CD DTD 04-30-2009 3 DUE 04-30-2012

      10,000.00        10,278.80   

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

      4,947.80        5,356.83   

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

      20,000.00        20,000.00   

GE MONEY BK CTF DEP PR DTD 11-05-2010 .45 11-04-2011

      75,000.00        75,000.00   

GE MONEY BK DRAPER UT 10-15-2010 .4 C/D 10-14-2011

      40,000.00        39,920.00   

GE MONEY BK DRAPER UT INSTL DTD 10-15-2010 .25 C/D 04-15-2011

      60,000.00        59,955.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR CTF DEP DTD 08-27-2010 2.4 08-29-2016

      10,000.00        10,141.50   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 06-25-2010 .55 C/D 06-24-2011

      120,000.00        120,000.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 07-23-2010 .6 C/D 07-22-2011

      5,000.00        5,000.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 09-10-2010 .35 C/D 09-09-2011

      90,000.00        89,820.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 10-01-2010 2.5 10-02-2017

      10,000.00        9,965.20   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 10-08-2010 .4 C/D 10-07-2011

      2,000.00        1,996.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 10-29-2010 .4 C/D 06-29-2011

      50,000.00        50,000.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 10-29-2010 .45 C/D 09-29-2011

      6,000.00        6,000.00   

GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 11-19-2010 .45 C/D 11-18-2011

      4,000.00        4,000.00   

GE MONEY BK DRAPER UTAH INSTL 11/05/2010.85 11/05/2010

      120,000.00        119,654.40   

GE MONEY BK DRAPER UTAH INSTL CTF DEP PRDTD 10-22-2010 .35 DUE 06-22-2011

      100,000.00        99,865.00   

GE MONEY BK DTD 11-12-2010 .45 C/D 11-10-2011

      204,000.00        204,000.00   

GE MONEY BK SALT LAKE CY UT INSTL CT CTFDEP DTD 01-15-2010 .5 C/D 01-14-2011

      8,000.00        8,000.00   

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 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   

GEA GROUP AG NPV

      642.00        896.01   

GELSTAT CORP COM STK

      1,143.95        70.20   

GEMINI EXPLORATIONS INC COM PAR $.001 NEW STK

      999.95        0.60   

GEN COMMUNICATION INC CL A

      2,157.74        2,848.50   

GEN ELEC CAP CORP 4.375% DUE 03-03-2012

      1,011.78        1,039.56   

GEN ELEC CAP CORP 5.5% DUE 01-08-2020

      240,745.60        245,982.01   

GEN ELEC CAP CORP 5.55% DUE 05-04-2020

      5,144.65        5,257.12   

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

      249,722.50        276,689.75   

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

      29,966.40        33,377.73   

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

      1,881.68        2,008.54   

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

      4,104.00        4,274.65   

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

      6,148.69        6,450.87   

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

      2,894.58        3,113.96   

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

      58,473.00        65,647.02   

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

      240,431.10        237,600.00   

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

      29,543.40        34,669.80   

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

      6,149.20        6,105.49   

GEN ELEC CAP CORP MTN BO $MNGEN.ELEC CAP.CRR 4.875 DUE 03-04-2015

      5,287.65        5,325.98   

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

      25,861.00        26,331.35   

GEN MARITIME CORPORATION COM USD0.01

      57,243.06        37,800.69   

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

      12,857.04        4,080.00   

GEN MTRS ACCEP 7% DUE 02-01-2012

      10,069.50        10,300.00   

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

      9,796.50        10,000.00   

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

      1,008.00        1,000.00   

GEN MTRS CO COM

      64,020.00        71,508.40   

GEN MTRS CO COM

      239,761.84        253,228.20   

GEN MTRS CO COM

      497,351.40        516,040.00   

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

      1,092.60        340.00   

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

      99,400.00        48,650.00   

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

      20,242.60        6,750.00   

GEN MTRS CORP SR NT 7.25 PFD 07/15/2041

      1,882.95        795.00   

 

- 64 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

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

      308.38        795.00   

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

      2,012.95        795.00   

GENAERA CORP COM NEW STK

      769.95        0.00   

GENCO SHIPPING & TRADING LTD COM STK

      23,846.90        18,744.28   

GENCO SHIPPING & TRADING LTD COM STK

      1,047,291.09        600,480.00   

GENCORP INC COM

      777.95        775.50   

GENERAL DYNAMICS CORP COM

      108,500.35        117,379.83   

GENERAL DYNAMICS CORP COM

      311,950.82        368,992.00   

GENERAL DYNAMICS CORP COM

      633,826.34        674,120.00   

GENERAL DYNAMICS CORP COM

      364,070.40        674,332.88   

GENERAL DYNAMICS CORP COM

      1,369,356.42        1,546,289.36   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5% DUE 08-15-2014

      10,554.90        10,526.26   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.55% DUE 10-15-2020

      5,072.10        5,156.73   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.6% DUE 02-15-2022

      3,000.00        3,103.45   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.65% DUE 07-15-2017

      2,000.00        2,090.06   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6% DUE 07-15-2018

      3,000.00        3,217.90   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6.2% DUE 08-15-2020

      4,000.00        4,319.08   

GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY NT 5.5% DUE 07-15-2016

      1,000.00        1,072.04   

GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY # TR 00740 5.5 DUE 04-28-2011

      5,182.60        5,076.88   

GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.375% DUE 09-16-2020

      89,295.30        88,574.13   

GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5% DUE 01-08-2016

      5,390.74        6,427.40   

GENERAL ELEC CAP CORP NT

      2,579.41        2,500.00   

GENERAL ELEC CAP CORP PUBLIC INCOME NT PINES

      34,330.63        35,672.00   

GENERAL ELECTRIC CAPITAL CORP MTN # TR 00482 6.125% DUE 02-22-2011

      10,345.51        10,072.94   

GENERAL ELECTRIC CO

      0.00        0.00   

GENERAL ELECTRIC CO

      162,302.50        129,859.00   

GENERAL ELECTRIC CO

      733,922.09        588,938.00   

GENERAL ELECTRIC CO

      2,122,061.28        1,938,740.00   

GENERAL ELECTRIC CO

      5,301,258.52        4,903,201.49   

GENERAL ELECTRIC CO COM STK CALL OPT EXP 1/21/12 PR $20 PER SH

      (350.05 )      (1,440.00 ) 

GENERAL ELECTRIC CO COM STK USD0.06

      7,041,406.14        8,388,618.46   

GENERAL ELECTRIC CO COMSTK CALL OPT EXP 02/19/2011 PR $18 PER SH

      (445.47 )      (830.00 ) 

GENERAL GROWTH PPTYS INC NEW COM

      17,337.56        26,687.52   

GENERAL GROWTH PROPERTIES COM STK CALL OPT EXP 12/18/10 PR $16 PER SH

      (199.26 )      0.00   

GENERAL MILLS INC COM

      171,639.72        183,965.42   

GENERAL MILLS INC COM

      508,584.62        528,511.50   

GENERAL MILLS INC COM

      350,100.97        573,283.72   

GENERAL MILLS INC COM

      1,053,958.46        1,007,481.72   

GENERAL MOLY INC COM STK

      8,578.90        9,720.00   

GENERAL MTRS CORP 8.1 DUE 06-15-2024 BD IN DEFAULT

      11,715.00        3,685.00   

GENERAL MTRS CORP QUARTERLY INT BD QUIBS

      1,577.41        7.95   

GENERAL MTRS CORP SR DEB CONV SER B

      101,023.71        45,298.75   

GENERAL MTRS CORP SR DEB CONV SER C

      852.27        1,661.65   

GENERAL MTRS CORP SR DEB CONV SER C

      22,762.00        7,950.00   

GENERAL MTRS CORP SR NT

      3,756.91        2,385.00   

GENEREX BIOTECHNOLOGY CORP DEL COM STOCK

      76,210.55        42,454.10   

GENESEE & WYO INC CL A CL A

      25,153.90        31,770.00   

GENESEE & WYO INC CL A CL A

      257,409.18        428,365.50   

GENOMED INC COM

      2,514.56        0.00   

GENOMIC HEALTH INC COM

      1,979.58        2,139.00   

GENON ENERGY INC COM

      11,147.07        11,746.23   

GEN-PROBE INC NEW COM

      19,751.62        19,839.00   

GENTEX CORP COM

      51,584.63        79,501.50   

GENTEX CORP COM

      551,481.42        898,624.00   

GENTING BHD MYR0.10

      242,785.48        258,878.55   

GENTIVA HEALTH SVCS INC COM

      556,039.40        611,800.00   

GENTIVA HEALTH SVCS INC COM

      781,575.23        1,122,520.00   

GENUINE PARTS CO COM

      55,512.27        76,058.31   

GENUINE PARTS CO COM

      120,248.75        203,357.74   

GENVEC INC COM

      15,461.42        14,616.00   

GENWORTH FINL INC 4.95% DUE 10-01-2015

      6,234.75        6,938.75   

GENWORTH FINL INC 5.65% DUE 06-15-2012

      4,585.27        5,212.50   

GENWORTH FINL INC 6.5% DUE 06-15-2034

      19,020.00        17,750.00   

GENWORTH FINL INC 7.7% DUE 06-15-2020

      15,333.75        15,761.22   

GENWORTH FINL INC COM CL A COM CL A

      48,349.47        68,099.82   

GENWORTH FINL INC COM CL A COM CL A

      344,107.32        161,989.92   

GENZYME CORP COM

      25,939.85        31,043.20   

GENZYME CORP COM

      376,986.08        463,868.00   

GEO GROUP INC COM STK

      39,815.54        96,174.00   

GEOEYE INC COM STK

      1,807.17        3,179.25   

GEOLOGIX EXPLORATIONS INC COM STK

      400.95        1,469.40   

GEOMET INC DEL COM

      32,624.38        31,644.55   

GEORGE FISCHER AG CHF20.00(REGD)

      942,408.06        1,374,995.32   

GEOVAX LABS INC COM NEW COM NEW

      16,765.02        1,276.00   

GEOVIC MNG CORP COM

      102,829.65        29,869.45   

 

- 65 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

GERBER SCIENTIFIC INC COM

      10,026.95        15,740.00   

GERON CORP COM

      82,824.97        71,068.75   

GESTEVIS TELECINCO EUR0.5

      85,084.16        91,389.58   

GETTY RLTY CORP NEW COM

      23,642.32        25,368.08   

GFI GROUP INC COM STK

      8,435.38        3,840.81   

GHN AGRISPAN HLDG CO COM STK

      2,556.95        3,300.00   

GIBRALTAR INDS INC COM

      4,150.25        6,785.00   

GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 5.05 07-31-2015

      25,000.00        25,000.00   

GIC BANK OF AMERICA CONTRACT# 10-002 RATE 1.99% MTY 00/00/0000 SYNTHETIC

      63,423,734.20        63,423,734.20   

GIC MONUMENTAL CONTRACT# MDA01020TR RATE 2.99% MTY 00/00/0000 SYNTHETIC

      90,001,938.21        90,001,938.21   

GIC NATIXIS CONTRACT# 1703-01 RATE 1.98% MTY 00/00/0000 SYNTHETIC

      63,414,990.57        63,414,990.57   

GIGAMEDIA LIMITED SHS

      37,637.54        13,179.40   

GILEAD SCIENCES INC

      194,969.78        186,164.88   

GILEAD SCIENCES INC

      504,361.25        740,346.96   

GILEAD SCIENCES INC

      1,648,407.18        1,425,355.44   

GIVAUDAN AG CHF10

      431,736.77        510,476.24   

GKN ORD GBP0.10

      47,029.85        135,795.07   

GLADSTONE CAP CORP COM

      57,306.51        57,907.49   

GLATFELTER

      5,537.80        5,014.60   

GLATFELTER

      48,015.49        41,718.00   

GLAXOSMITHKLINE 5.65% DUE 05-15-2018

      209,871.90        240,120.09   

GLAXOSMITHKLINE ORD GBP0.25

      1,645,170.80        1,465,611.49   

GLD 01/22/2011 13.000 C GLD 110122C00130000

      (920.78 )      0.00   

GLDM SACHS BK SALT LAKE CY UT CTFDEP DTD01/30/08 ACT/365 SEMI ANNU DTD 4.4

      15,000.00        17,122.95   

GLIMCHER RLTY TR SH BEN INT SHS OF BENEFICIAL INTEREST USD0.01

      10,217.16        14,322.00   

GLITNIR BANKI HF GL MEDIUM TERM SR NT TR# TR 00003 6.33 7-28-11 BD IN DEFAULT

      100,000.00        29,750.00   

GLITNIR BANKI HF MEDIUM TERM SR BK NTS BTRANCHE # TR 00005 BD IN DEFAULT

      99,776.00        29,750.00   

GLOBAL 8 ENVIRONMENTAL TECHNOLOGIES INC COM STK

      5,315.45        151.20   

GLOBAL AIRCRAFT SOLUTIONS INC COM

      6,212.95        50.00   

GLOBAL BEVERAGE SOLUTIONS INC COM STK

      44,157.27        444.00   

GLOBAL CASH ACCESS HLDGS INC COM

      593.50        239.25   

GLOBAL CASH ACCESS HLDGS INC COM

      38,372.22        32,219.00   

GLOBAL CLEAN ENERGY HLDGS INC DEL COM STK

      174,458.97        60,000.00   

GLOBAL CORP CL B PFD STK PAR $1.00

      899.47        59.00   

GLOBAL CROSSING LTD COM USD0.01

      13,100.10        12,920.00   

GLOBAL DEV & ENVIRONMENTAL RES INC COM

      5,000.45        0.00   

GLOBAL GEN TECHNOLOGIES INC COM

      14,934.27        600.00   

GLOBAL HEALTH VENTURES INC COM STK

      9,121.03        750.00   

GLOBAL HSG GROUP COM STK

      1,333.15        2.00   

GLOBAL INDS LTD COM

      9,995.34        10,429.65   

GLOBAL INDS LTD COM

      337,069.77        394,497.18   

GLOBAL INDS LTD SR DEB CONV 2.75% DUE 08-01-2027/08-01-2014 REG

      6,785.00        7,365.63   

GLOBAL MARINE INC 7% DUE 06-01-2028

      10,000.00        10,161.90   

GLOBAL MARINE LTD COM

      15,818.31        0.00   

GLOBAL RES CORP COM NEW STK

      12,939.51        462.00   

GLOBAL RLTY DEV CORP COM

      1,313.25        0.47   

GLOBAL ROAMING DISTR INC COM STK

      3,508.95        11.00   

GLOBAL SHIP LEASE INC CL A COM STK

      25,663.90        32,670.00   

GLOBAL TRAFFIC NETWORK INC COM

      953.95        930.00   

GLOBAL WTR TECHNOLOGIES INC COM NEW

      489.90        16.00   

GLOBALSTAR TELECOM STK USD1

      32,113.30        0.00   

GLOBE SPECIALTY METALS INC COM STK

      4,624.25        5,212.45   

GMAC BK MIDVALE UT CTF DEP DTD 01/16/2009 2.65 01-14-2011

      95,000.00        95,037.05   

GMAC BK MIDVALE UTAH CTF DEP DTD 03/27/2009 3 27/03/2012

      20,000.00        20,529.80   

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 INC FORMERLY 6.875 DUE 09-15-2011

      142,120.00        123,300.00   

GMAC INC FORMERLY 7.25% DUE 03-02-2011

      91,964.76        63,315.00   

GMAC LLC NT 7.375 DUE DO NOT USE SEE SEC#1-002955

      836.01        2,330.00   

GMAC LLC PFD 7.35 CALLABLE 8/8/07 DUE 8/8/32

      4,300.69        4,674.00   

GMX RES INC COM STK

      6,019.79        6,348.00   

GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058

      300,000.00        299,625.00   

GNMA FLTG RT .59563% DUE 10-20-2060

      539,923.73        539,923.73   

GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN

      219,562.50        219,906.20   

GNMA I SINGLE FAMILY MORTGAGE 3.5 30 YEARS SETTLES JANUARY

      192,218.75        192,562.40   

GNMA I SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY

      100,593.75        100,671.90   

GNMA II JUMBOS 4% 30 YEARS SETTLES JANUARY

      2,589,023.46        2,615,051.40   

GNMA II JUMBOS 4.5% 30 YEARS SETTLES JANUARY

      1,644,765.64        1,661,000.00   

GNMA II JUMBOS 5.5% 30 YEARS SETTLES JANUARY

      751,046.89        753,161.50   

GNMA II JUMBOS 6 30 YEARS SETTLES JAN

      435,421.88        437,940.40   

GNMA POOL #004772 5% 08-20-2040 BEO

      2,517,231.45        2,507,239.61   

GNMA POOL #004855 5% 11-20-2040 BEO

      322,032.99        318,648.20   

GNMA POOL #459066 SER 2028 7.5% DUE 06-15-2028 REG

      23,474.88        27,259.97   

GNMA POOL #471901 SER 2028 7% DUE 05-15-2028 REG

      2,336.90        2,747.79   

GNMA POOL #486470 SER 2028 6.5% DUE 08-15-2028 REG

      3,321.42        3,948.55   

 

- 66 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

GNMA POOL #486516 SER 2028 6.5% DUE 09-15-2028 REG

      4,867.18        5,756.83   

GNMA POOL #662536 6% 08-15-2037 BEO

      120,443.73        128,741.90   

GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG

      102,620.41        105,135.73   

GNMA POOL #733627 5% 05-15-2040 BEO

      308,177.62        314,384.16   

GNMA POOL #781001 SER 2029 7.5% DUE 03-15-2029 REG

      8,022.32        9,306.36   

GNMAII POOL #892994 FLTG RT 12-31-2040

      105,031.07        100,436.12   

GOIP GLOBAL INC COM NEW STK

      3,965.38        2,158.00   

GOLD AMERN MNG CORP COM STK

      4,647.00        2,255.85   

GOLD PORT RES LTD COM

      22,377.90        8,277.50   

GOLD RESOURCE CORP COM

      541,400.84        1,908,883.20   

GOLD STANDARD MINING CORP COM

      1,810.85        900.00   

GOLDCORP INC NEW COM

      417,193.45        529,873.52   

GOLDEN APPLE OIL & GAS INC COM

      1,482.95        0.10   

GOLDEN EAGLE INTL INC COM NEW STK

      294.02        2.21   

GOLDEN SPIRIT GAMING LTD COM COM

      82.95        0.06   

GOLDEN STAR RES LTD CDA COM

      19,856.61        20,196.00   

GOLDLAND HOLDINGS CO COMMON STOCK

      59,083.09        76,650.00   

GOLDMAN SACHS 3.625% DUE 08-01-2012

      20,452.20        20,640.10   

GOLDMAN SACHS 5.3% DUE 02-14-2012

      10,522.60        10,463.78   

GOLDMAN SACHS 5.45% DUE 11-01-2012

      2,154.80        2,141.03   

GOLDMAN SACHS 5.45% DUE 11-01-2012

      42,497.70        42,781.04   

GOLDMAN SACHS 5.95% DUE 01-18-2018

      4,782.50        5,437.09   

GOLDMAN SACHS 6 DUE 06-15-2020

      185,029.60        183,712.88   

GOLDMAN SACHS 6% DUE 05-01-2014

      119,914.80        132,196.56   

GOLDMAN SACHS 6.6% DUE 01-15-2012

      21,438.00        21,149.26   

GOLDMAN SACHS BK SALT LAKE CITY UTAH CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 5

      20,000.00        21,827.40   

GOLDMAN SACHS BK USA CTF DEP 5/6/09 ACT/365 SEMI-ANNUALLY 2 5-6-11

      10,000.00        10,000.00   

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP ACT/365 SEMI-ANNU 5.15 10-01-2015

      10,000.00        10,925.70   

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 DTD01-16-2008 5 01-16-2018

      30,000.00        30,000.00   

GOLDMAN SACHS BK USA SALT LAKE CY UT DTD02-27-2008 5 02-27-2018

      25,000.00        25,000.00   

GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP S/A DTD10-22-2008 5.35 10-22-2018

      15,000.00        15,000.00   

GOLDMAN SACHS BK USA YORK CTF DEP DTD 03-19-2008 4.75 03-19-2018

      10,000.00        10,000.00   

GOLDMAN SACHS BK USA YORK CTF DEP DTD 07-30-2008 5.15 07-30-2015

      45,000.00        45,000.00   

GOLDMAN SACHS BK USA YORK CTF DEP DTD 10-24-2007 5.2 10-24-2014

      10,000.00        10,000.00   

GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-05-2007 5.15 12-05-2017

      10,000.00        10,000.00   

GOLDMAN SACHS CAP I 6.345 DUE 02-15-2034 BEO

      39,048.00        38,099.12   

GOLDMAN SACHS GROUP 6.6 15 JAN 2012 FOR ACCT#26-05354

      2,130.02        2,115.28   

GOLDMAN SACHS GROUP INC SR NT 5 DUE 01-15-2011 BEO

      6,144.40        6,004.51   

GOLDMAN SACHS GROUP INC 5.5 DUE 11-15-2014 BEO

      20,032.76        21,847.94   

GOLDMAN SACHS GROUP INC BOND 5.25 DUE 10-15-2013 BEO

      31,831.30        32,466.54   

GOLDMAN SACHS GROUP INC COM

      249,267.42        302,688.00   

GOLDMAN SACHS GROUP INC COM

      759,960.95        840,800.00   

GOLDMAN SACHS GROUP INC COM

      867,818.57        1,039,901.44   

GOLDMAN SACHS GROUP INC COM

      949,800.59        1,138,275.04   

GOLDMAN SACHS GROUP INC COM

      1,372,833.91        2,163,042.08   

GOLDMAN SACHS GROUP INC COM STK CALL OPT EXP 1/22/11 PR $165 PER SH

      (1,955.00 )      (2,400.00 ) 

GOLDMAN SACHS GROUP INC COM STK CALL OPTEXP 1/22/11 PR $175 PER SH

      (192.30 )      (157.00 ) 

GOLDMAN SACHS GROUP INC COM STK FOR ONLYACCT#22-81755

      1,092,417.03        1,218,614.49   

GOLDMAN SACHS GROUP INC DEP SHS REPSTG 1/1000TH PFD SER B

      26,824.70        26,602.60   

GOLDMAN SACHS GROUP INC DEPOSITARY SH REPSTG 1/1000TH PFD SER A

      8,878.70        11,561.00   

GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGOLDMAN SACHS GP 5.625 DUE 011517

      4,725.35        5,265.17   

GOLDMAN SACHS GROUP INC MTN 7.5% DUE 02-15-2019

      411,428.50        408,096.85   

GOLDMAN SACHS GROUP INC NT 4% DUE 03-24-2025/03-24-2011

      9,805.00        9,520.38   

GOLDMAN SACHS GROUP INC NT 4.75 DUE 07-15-2013BEO

      10,428.10        10,652.74   

GOLDMAN SACHS GROUP INC NT 6.875 DUE 01-15-2011 BEO

      9,685.00        10,005.04   

GOLDMAN SACHS USA SALT LAKE CY UT CTFDEP04/02/2008 ACT/365 SEMI 4.75 04-02-18

      10,000.00        11,487.10   

GOODRICH CORPORATION

      32,133.14        37,850.81   

GOODRICH CORPORATION

      113,737.91        277,948.92   

GOODRICH CORPORATION

      656,413.37        807,337.69   

GOODYEAR TIRE & RUBBER CO COM

      155,905.78        72,296.85   

GOODYEAR TIRE & RUBBER CO COM

      215,233.77        239,370.00   

GOODYEAR TIRE & RUBBER CO COM

      418,534.50        474,000.00   

GOODYEAR TIRE & RUBBER CO COM STK CALL OPT EXP 2/19/11 PR $12 PER SH

      (674.42 )      (650.00 ) 

GOOGLE INC CL A CL A

      912,732.17        1,155,271.65   

GOOGLE INC CL A CL A

      1,317,999.85        1,585,899.90   

GOOGLE INC CL A CL A

      1,552,895.74        1,620,944.13   

GOOGLE INC CL A CL A

      1,474,889.62        1,960,101.00   

GOOGLE INC CL A CL A

      2,896,345.87        3,313,758.63   

GOOGLE INC CL A CL A

      2,617,021.74        3,727,755.72   

GOVERNMENT PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT

      35,418.05        38,832.96   

GPS INDS INC COM STK

      49,699.12        342.79   

GRACE W R & CO DEL NEW COM STK

      118,637.68        140,520.00   

GRACE W R & CO DEL NEW COM STK

      499,590.55        606,624.84   

GRACO INC COM

      2,425.92        2,410.04   

 

- 67 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

GRACO INC COM

      125,686.72        181,470.00   

GRACO INC COM

      1,058,578.67        1,234,785.00   

GRAFTECH INTL LTD COM

      11,713.72        13,074.56   

GRAHAM CORP COM STK

      2,080.20        2,000.00   

GRAINGER W W INC COM

      64,577.57        69,055.00   

GRAINGER W W INC COM

      63,927.41        201,640.60   

GRAMERCY CAP CORP COM STK

      5,782.35        5,818.53   

GRANITE CONST INC COM

      11,011.72        8,229.00   

GRAPHICS TECHNOLOGIES INC COM

      4,311.15        0.00   

GRAY PUBG & MEDIA INC DEL COM

      0.50        0.00   

GRAY T.V INC COM CL B

      10,153.45        6,545.00   

GRAYSTONE PK ENTERPRISES INC COM

      217.48        3.00   

GREAT ATLANTIC & PAC TEA INC 6.75% DUE 12-15-2012/12-15-2010 BEO

      11,212.00        7,260.00   

GREAT BASIN GOLD LTD COM STK

      2,804.68        2,960.00   

GREAT LAKES DREDGE & DOCK CORP NEW COM

      18,138.41        16,582.50   

GREAT LAKES DREDGE & DOCK CORP NEW COM

      52,404.84        79,596.00   

GREAT NORTHN IRON ORE PPTYS CTFS BEN INT

      4,898.35        6,918.34   

GREAT PANTHER SILVER LTD

      39,914.41        75,810.60   

GREAT PLAINS CORP UNIT

      52,352.29        55,004.29   

GREAT PLAINS ENERGY INC COM

      65,816.27        68,613.51   

GREAT PLAINS ENERGY INC COM

      309,299.29        329,630.00   

GREAT WESTN MINERALS GROUP LTD COM

      13,395.86        18,911.88   

GREATBATCH INC COM

      426,585.33        437,139.15   

GREEN BRDG INDS INC COM STK

      4,712.31        0.00   

GREEN BRDG TECHNOLOGIES INTL INC COM

      56.95        30.00   

GREEN DOT CORP COM STK

      20,602.63        22,696.00   

GREEN EARTH TECHNOLOGIES INC COM STK

      61,097.19        40,250.00   

GREEN MTN COFFEE ROASTERS

      49,335.85        50,308.66   

GREEN MTN COFFEE ROASTERS

      145,721.28        376,739.90   

GREEN ST ENERGY INC COM

      1,322.38        10.35   

GREEN STAR ALTERNATIVE ENERGY INC COM NEW STK

      58.25        1.19   

GREENBRIER COS INC COM STK

      198,367.54        285,464.00   

GREENHILL & CO INC COM

      243,638.15        253,208.00   

GREENLAND MINERALS NPV

      19,592.90        26,335.35   

GREENS WORLDWIDE INC COM NEW

      2,312.95        0.20   

GREENSHIFT CORP NEW COM NEW STK

      0.27        0.00   

GREENSTONE HLDGS INC COM NEW STK

      9,584.95        0.00   

GREIF INC

      21,400.75        30,332.14   

GREIF INC.

      31,299.52        30,950.00   

GREIF INC.

      249,212.70        498,295.00   

GRID PETE CORP COM STK

      6,256.21        1,309.80   

GRIFCO INC COM

      348.49        0.60   

GROOVE NETWORKS INC SER F EXCHANGEABLE CONVERTIBLE PREFERRED STOCK

      3,000.00        3,000.00   

GROUP 1 AUTOMOTIVE INC COM

      1,177.36        2,088.00   

GROUPE CGI INC CL A SUB VTG

      4,114.02        6,558.80   

GRUBB & ELLIS CO COM PAR $0.01

      2,546.95        2,540.00   

GSAA HOME EQUITY TR 2007 7 SR AST BACKEDCTF CL A 4 VAR RATE 07-25-2037 REG

      174,487.50        176,036.49   

GSC PARTNERS CDO FD V LTD PREF SHS

      1,058.95        15.00   

GSE SYS INC COM STK

      13,699.04        9,050.00   

GSI TECHNOLOGY INC COM

      3,671.76        4,050.00   

GT SOLAR INTL INC COM

      34,698.29        41,231.52   

GTE CAL INC PFD SER 1956 4.50 RED $22

      17,721.16        19,093.87   

GTX CORP COM STK

      85,551.95        39,743.18   

GTY BK & TR CO DENVER COLO DTD 07-30-2008 4.6 07-29-2011

      30,000.00        30,000.00   

GUESS INC COM

      4,837.51        4,771.13   

GUESS INC COM

      359,876.95        583,928.80   

GUESS? INC COMSTK CALL OPT EXP 03/19/11 PR $43 PER SH

      (678.24 )      (610.00 ) 

GUGGENHEIM FUNDS DISTRIBUTORS INC

      3,429.95        4,206.00   

GUGGENHEIM FUNDS DISTRIBUTORS INC

      13,031.66        15,442.63   

GUGGENHEIM FUNDS DISTRIBUTORS INC

      653,580.96        657,171.72   

GULF ALTERNATIVE ENERGY CORP COM

      8,214.31        1.75   

GULF KEYSTONE PETROLEUM COM USD0.01

      43,896.25        64,922.55   

GULFMARK OFFSHORE INC CL A NEW USD0.01 CLASS A

      119,581.63        118,560.00   

GULFPORT ENERGY CORP COM NEW COM NEW

      40,046.17        60,704.00   

H J HEINZ

      260,768.01        399,092.74   

H J HEINZ

      436,468.49        491,842.95   

H QUOTIENT INC COM STK

      72.95        0.00   

HAIN CELESTIAL GROUP INC COM

      14,550.92        17,589.00   

HALLIBURTON CO COM

      216,802.60        290,041.54   

HALLIBURTON CO COM

      354,788.96        457,296.00   

HALLIBURTON CO COM

      555,857.94        645,114.00   

HALLIBURTON CO COM

      421,097.67        934,312.89   

HALLIBURTON CO COMSTK CALL OPT EXP 01/22/11 PR $40 PER SH

      (365.52 )      (334.00 ) 

HA-LO INDS INC COM DELAWARE COMMON STOCK

      4,129.14        0.00   

HALO INNOVATIONS INC SER A CONV PFD

      4,129.39        4,713.49   

 

- 68 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

HAMPTON RDS BANKSHARES INC COM STK

      655.72        689.52   

HANCOCK HLDG CO COM

      19,001.31        14,829.55   

HANCOCK HLDG CO COM

      589,601.49        571,704.00   

HANDLEMAN CO COM

      4,272.46        85.00   

HANESBRANDS INC COM STK

      2,234.34        2,768.60   

HANFENG EVERGREEN INC COM

      2,501.75        1,799.43   

HANG LUNG PROPERTIES HKD1

      469,300.60        579,928.91   

HANGER ORTHOPEDIC GROUP COM NEW

      1,137.87        1,462.11   

HANNOVER RUECKVERS ORD NPV(REGD)

      165,089.05        186,744.51   

HANSEN MED INC COM STK

      326,534.68        60,941.00   

HANSEN NAT CORP COM

      92,622.78        106,232.96   

HANSEN NAT CORP COM

      116,317.70        130,700.00   

HANSEN NAT CORP COM

      150,764.16        167,296.00   

HARBIN ELEC INC COM STK

      12,972.16        12,145.00   

HARBIN ELECTRIC INC COMSTK CALL OPT EXP 01/22/11 PR $20 PER SH

      (264.26 )      0.00   

HARBOR BIOSCIENCES INC COM

      5,611.20        314.79   

HARLEY DAVIDSON COM USD0.01

      125,851.33        154,240.28   

HARLEY DAVIDSON COM USD0.01

      150,340.66        162,949.00   

HARLEY DAVIDSON COM USD0.01

      219,101.90        205,489.09   

HARLEYSVILLE GROUP INC COM

      19,464.35        22,263.74   

HARMAN INTL INDS INC NEW COM STK USD0.01

      152,309.65        80,978.70   

HARMAN INTL INDS INC NEW COM STK USD0.01

      108,723.86        157,420.00   

HARMAN INTL INDS INC NEW COM STK USD0.01

      392,150.57        532,450.00   

HARMONIC INC COM

      32,554.75        47,135.00   

HARRAHS OPER INC 5.75% DUE 10-01-2017

      18,148.96        17,437.50   

HARRIS CORP COM

      36,846.54        37,973.54   

HARRIS CORP COM

      141,438.18        146,137.80   

HARRIS CORP COM

      192,927.92        276,330.00   

HARRIS CORP COM

      582,509.28        584,370.00   

HARRY & DAVID 9% DUE 03-01-2013

      24,098.75        18,000.00   

HARRY WINSTON DIAMOND CORP COM STK

      6,481.95        5,850.00   

HARSCO CORP COM

      7,624.09        5,664.00   

HARSCO CORP COM

      428,899.62        472,944.00   

HARTE-HANKS INC COM (NEW)

      57,115.80        67,681.00   

HARTFORD FINL SVCS 5.25% DUE 10-15-2011

      8,308.00        10,305.21   

HARTFORD FINL SVCS 6.1% DUE 10-01-2041

      18,363.60        18,362.08   

HARTFORD FINL SVCS GROUP INC COM

      72,422.32        81,244.46   

HARTFORD FINL SVCS GROUP INC COM

      414,004.51        296,290.65   

HARTFORD FINL SVCS GROUP INC COM

      836,889.40        940,395.00   

HARTFORD FINL SVCS GROUP INC COM

      979,044.05        1,072,845.00   

HARTFORD FIRE INS CO PFD CL C SER 1 7.50%

      4,576.19        4,891.12   

HARVEST NAT RES INC COM

      12,831.00        16,441.67   

HARVEST NATURAL RESOURCES IN COM STK CALL OPT EXP 3/19/11 PR $10 PER SH

      (102.30 )      0.00   

HASBRO INC COM

      115,820.31        128,351.26   

HASBRO INC COM

      92,545.93        153,335.00   

HASBRO INC COM

      73,862.54        161,544.32   

HASTINGS ENTMT INC COM

      1,321.02        918.00   

HATHOR EXPL LTD COM

      70,171.84        99,510.40   

HATTERAS FINL CORP COM REIT

      191,738.10        208,908.04   

HATTERAS FINL CORP COM REIT

      311,905.36        317,835.00   

HAUPPAUGE DIGITAL INC COM

      2,696.99        2,240.00   

HAWAIIAN ELEC INDS INC COM

      22,218.04        23,876.97   

HAWAIIAN HLDGS INC COM

      106,696.67        152,096.00   

HAWTHORNE GOLD CORP CDA

      11,128.45        11,078.73   

HAYNES INTL INC COM NEW COM NEW

      8,450.22        4,311.17   

HAYS PLC ORD GBP0.01

      215,060.02        256,859.90   

HCA INC 6.25% DUE 02-15-2013

      20,349.75        20,400.00   

HCA INC 7.5% DUE 11-06-2033

      19,964.47        18,400.00   

HCA INC 9.125% DUE 11-15-2014

      10,000.00        10,487.50   

HCA INC 9.25% DUE 11-15-2016

      60,000.00        64,012.50   

HCA INC FORMERLY HCA-HEALTHCARE CO NT DTD 09-23-2002 6.3 DUE 10-01-2012 BEO

      1,373.60        2,045.00   

HCA INC SR SECD TOGGLE NT 9.625 DUE 11-15-2016/11-15-2008 BEO

      3,023.44        3,379.79   

HCC INS HLDGS INC COM

      7,882.12        7,235.00   

HCC INS HLDGS INC COM

      194,681.71        217,050.00   

HCC INS HLDGS INC COM

      402,193.48        403,713.00   

HCC INS HLDGS INC COM

      364,745.22        416,736.00   

HCP INC COM REIT

      36,181.30        39,733.20   

HCP INC COM REIT

      295,064.48        337,143.56   

HEADWATERS INC COM

      1,829.23        1,832.00   

HEALTH CARE REIT INC COM

      143,137.10        173,886.00   

HEALTH CARE REIT INC COM

      212,258.37        232,895.10   

HEALTH CARE REIT INC PFD SER D 7.875% PFD SER D 7.875%

      30,187.68        29,757.00   

HEALTH NET INC COM

      375,511.13        390,247.00   

HEALTH NET INC COM

      631,862.00        648,137.50   

HEALTH NET INC COM

      618,144.48        682,250.00   

 

- 69 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

HEALTHCARE RLTY TR

      61,478.76        53,073.70   

HEALTHCARE SVCS GROUP INC COM

      13,747.83        15,209.11   

HEALTHMED SVCS LTD COM PAR $.001 COM PAR$.001

      22,009.82        5,940.00   

HEALTHSOUTH CORP COM NEW STK

      299,951.16        398,253.30   

HEALTHSPRING INC COM STK

      5,834.77        7,959.00   

HEALTHSPRING INC COM STK

      610,157.06        813,622.04   

HEALTHWAYS INC COM STK

      9,596.47        8,760.60   

HEAR ATLAST HLDGS INC COM STK

      146,891.25        5,169.27   

HEARTLAND PMT SYS INC COM STK

      2,478.61        3,856.99   

HEARTLAND PMT SYS INC COM STK

      955,919.19        905,154.00   

HEARTWARE INTL INC COM COM

      5,481.95        6,567.75   

HECKMANN CORP COM STK

      15,170.15        16,347.50   

HECLA MINING CO COM STK CALL OPT EXP 1/22/11 PR $11 PER SH

      (210.02 )      (292.00 ) 

HECLA MNG CO COM

      410,425.40        677,187.66   

HEELYS INC COM

      225.86        218.88   

HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023

      4,482.79        3,939.66   

HEINEKEN NV EUR1.60

      264,199.19        275,046.67   

HEINEKEN NV EUR1.60

      1,394,262.02        1,300,269.65   

HELI ELECTRONICS CORP COM NEW

      0.00        18,099.00   

HELIX ENERGY SOLUTIONS GROUP INC COM STK

      4,160.75        4,249.00   

HELMERICH & PAYNE INC COM

      29,723.17        35,549.61   

HELMERICH & PAYNE INC COM

      107,281.57        129,199.20   

HELMERICH & PAYNE INC COM

      135,690.80        135,744.00   

HELVETIA HOLDING CHF0.10

      637,826.89        807,497.93   

HEMISPHERX BIOPHARMA INC COM

      202,047.16        78,096.38   

HEMIWEDGE INDUSTRIES INC COM STK

      6,877.00        4,500.00   

HENRY JACK & ASSOC INC COM

      3,500.28        4,372.50   

HENRY JACK & ASSOC INC COM

      417,178.97        521,785.00   

HERBALIFE LTD COM STK

      36,125.54        39,859.71   

HERCULES OFFSHORE INC COM STK

      38,169.12        47,961.36   

HERCULES TECHNOLOGY GROWTH CAP INC COM

      5,004.00        8,288.00   

HERCULES TECHNOLOGY GROWTH CAP INC COM

      16,941.90        25,458.31   

HERITAGE WORLDWIDE INC COM

      596.86        2.55   

HERSHA HOSPITALITY TR PRTY CL A SHS BEN INT

      5,654.43        5,940.00   

HERSHA HOSPITALITY TR PRTY CL A SHS BEN INT

      19,111.00        19,140.00   

HERSHA HOSPITALITY TR PRTY CL A SHS BEN INT

      31,019.47        31,020.00   

HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM

      33,616.60        36,868.19   

HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM

      103,232.34        183,602.10   

HESKA CORP COM RESTRICTED NEW STOCK

      2,168.05        496.00   

HESS CORP COM STK

      177,810.04        250,579.71   

HESS CORP COM STK

      295,704.49        439,722.30   

HESS CORP COM STK

      261,962.83        577,647.38   

HESS CORP NT 8.125 DUE 02-15-2019 REG

      81,583.60        101,069.60   

HEWLETT PACKARD CO COM

      185,529.99        188,313.30   

HEWLETT PACKARD CO COM

      607,209.98        595,514.69   

HEWLETT PACKARD CO COM

      1,266,848.44        1,174,590.00   

HEWLETT PACKARD CO COM

      1,356,928.63        2,402,015.50   

HEXCEL CORP NEW COM

      6,896.05        9,045.00   

HFF INC CL A CL A

      754.44        966.00   

HHGREGG INC COM STK

      282,528.09        208,452.50   

HICKORY TECH CORP COM

      4,667.45        4,780.00   

HIENERGY TECHNOLOGIES INC COM

      26,581.54        59.52   

HILL INTL INC COM

      5,226.60        6,470.00   

HILL ROM HLDGS INC COM STK

      122,979.23        255,905.00   

HILLENBRAND INC COM STK

      1,962.78        2,090.03   

HILLTOP HLDGS INC COM STK

      3,527.00        2,976.00   

HILLTOP HLDGS INC COM STK

      13,922.16        13,888.00   

HIRE INTL INC COM STOCK

      728.90        600.00   

HIROSE ELECTRIC NPV

      92,805.24        90,154.72   

HISPANIC T V NETWORK INC COM

      1,082.47        0.00   

HI-TECH PHARMACAL INC COM

      1,158.18        1,247.50   

HKN INC COM STK

      11,736.60        3,671.50   

HLTH MGMT ASSOC INC NEW CL A COM

      11,061.85        13,098.42   

HMS HLDGS CORP COM

      19,169.57        26,037.54   

HMS HLDGS CORP COM

      161,377.01        200,787.00   

HOCHTIEF AG NPV

      195,149.11        249,371.59   

HOKU CORP COM

      5,001.73        3,432.00   

HOLLY CORP COM PAR $0.01

      39,142.97        63,315.81   

HOLLY CORP COM PAR $0.01

      553,593.26        517,779.00   

HOLLY ENERGY PARTNERS L P

      2,266.73        2,631.39   

HOLLYWOOD PLAYHOUSE RLTY CORP 8.00% CUM PFD STK $100 PAR DESP

      78,395.55        30,865.50   

HOLOGIC INC COM

      34,701.51        33,876.00   

HOLOGIC INC COM

      204,321.75        240,896.00   

HOLOGIC INC COM

      426,402.14        500,612.00   

HOME DEPOT INC COM

      403,975.54        491,644.42   

 

- 70 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

HOME DEPOT INC COM

      490,026.44        645,104.00   

HOME DEPOT INC COM

      953,667.47        1,445,523.80   

HOME DEPOT INC COMSTK CALL OPT EXP 01/22/11 PR $33 PER SH

      (170.48 )      (438.00 ) 

HOME RETAIL GROUP ORD GBP0.10

      204,521.28        159,100.12   

HOME SOLUTIONS AMER INC COM STK

      1,408.62        0.00   

HOMEBANC NATL ASSN LAKE MARY FLA DTD 11-23-2010 .2 C/D 12-31-2010

      20,000.00        19,997.00   

HOMELAND SAFETY INTL INC COM STK

      3,344.23        0.20   

HONDA MOTOR CO NPV

      730,492.60        863,206.84   

HONEYWELL INTL INC COM STK

      147,343.65        179,763.14   

HONEYWELL INTL INC COM STK

      311,850.17        462,492.00   

HONEYWELL INTL INC COM STK

      431,756.37        541,700.40   

HONEYWELL INTL INC COM STK

      582,881.41        1,043,583.96   

HONEYWELL INTL INC COM STK

      800,641.74        1,057,884.00   

HONEYWELL INTL INC SR NT 3.875 DUE 02-15-2014 BEO

      41,788.52        42,470.48   

Hong Kong dollar

      (514.56 )      (514.56 ) 

Hong Kong dollar

      77.84        77.84   

Hong Kong dollar

      6,947.72        6,947.72   

Hong Kong dollar

      17,328.90        17,328.90   

Hong Kong dollar

      20,582.35        20,582.35   

HOOPER HOLMES INC COM

      715.36        700.00   

HORACE MANN EDUCATORS CORP COM

      65,034.64        110,044.00   

HORACE MANN EDUCATORS CORP COM

      293,754.27        300,005.20   

HORIYOSHI WORLDWIDE INC COMMON STOCK

      4,467.46        4,505.00   

HORIZON LINES INC COM CL A COM STK

      4,925.22        4,680.14   

HORMEL FOODS CORP COM

      7,916.59        10,559.10   

HORMEL FOODS CORP COM

      54,681.83        89,346.18   

HORNBECK OFFSHORE SVCS INC NEW COM

      17,190.55        16,704.00   

HORNE INTL INC COM STK

      2,185.44        240.00   

HORSEHEAD HLDG CORP COM STK

      28,370.01        32,600.00   

HORSEHEAD HLDG CORP COM STK

      406,572.52        459,829.52   

HOSPIRA INC COM

      13,410.91        16,428.55   

HOSPIRA INC COM

      106,486.26        234,176.45   

HOSPITALITY PPTYS TR COM SH BEN INT

      48,904.35        56,208.02   

HOSPITALITY PPTYS TR COM SH BEN INT

      309,744.82        341,890.56   

HOSPITALITY PPTYS TR COM SH BEN INT

      350,993.94        412,416.00   

HOSPITALITY PPTYS TR PFD SER C 7.00%

      1,424.63        2,398.00   

HOST HOTELS & RESORTS INC REIT

      657.08        1,154.62   

HOST HOTELS & RESORTS INC REIT

      342,011.47        299,322.50   

HOT TOPIC INC COM

      3,705.52        3,788.56   

HOUSEHOLD FIN CORP 6.375% DUE 11-27-2012

      14,904.90        16,262.48   

HOVNANIAN ENTERPRISES INC CL A

      53,838.52        48,425.60   

HOVNANIAN K 7.75% DUE 05-15-2013

      21,441.15        22,125.00   

HOWARD HUGHES CORP COM STOCK

      6,199.20        9,142.56   

HOYA CORP NPV

      834,584.51        777,202.68   

HRPT PPTYS TR 6.95% DUE 04-01-2012

      8,666.10        10,457.41   

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        42,300.00   

HSBC FIN CORP HSBC FIN INTERNOTES BOOK ENTRY MTN 5.25% DUE 07-15-2014

      2,000.00        2,075.51   

HSBC FIN CORP HSBC FIN INTERNOTES BOOK ETRANCHE # TR 00435 4.5 DUE 02-15-2012

      3,104.80        3,064.87   

HSBC FINANCE CORPORATION CRP HI 7 DUE 05-15-2012 BEO

      35,201.07        37,553.08   

HSBC HLDGS ORD USD0.50(UK REG)

      698,575.58        647,619.19   

HSBC HLDGS ORD USD0.50(UK REG)

      1,357,174.80        1,287,198.71   

HSBC HLDGS ORD USD0.50(UK REG)

      1,441,733.88        1,396,789.88   

HSBC HLDGS PLC PERP SUB CAP SECS PFD STK

      20,000.00        20,128.80   

HSBC USA INC NEW DEPOSITARY SH REPSTG 1/40TH PFD SER H PFD STK

      2,459.95        2,443.00   

HSBC USA INC NEW PFD STK SER F FLTG RATE

      80,000.00        80,062.40   

HSN INC DEL COM

      253.33        1,685.75   

HTC CORPORATION TWD10

      100,909.48        222,248.90   

HUB GROUP INC CL A

      224,704.50        258,630.40   

HUBBELL INC CL B COM

      1,463.71        2,164.68   

HUBBELL INC CL B COM

      101,900.23        132,286.00   

HUDSON CITY BANCORP INC COM STK

      28,150.97        27,456.46   

HUDSON CITY BANCORP INC COM STK

      149,438.04        145,236.00   

HUDSON CITY BANCORP INC COM STK

      181,969.18        168,677.60   

HUDSON CITY BANCORP INC COM STK

      350,360.07        324,870.00   

HUDSON PACIFIC PROPERTIES INC COM

      1,890.06        1,881.25   

HUGOTON RTY TR TEX UNIT BEN INT HUGOTON RTY TR UNITS

      96,664.36        93,828.79   

HUMAN GENOME SCIENCES INC COM

      44,907.26        39,609.62   

HUMANA INC COM

      52,879.18        56,984.34   

HUMANA INC COM

      123,127.06        231,714.42   

HUMANA INC COM

      218,610.33        372,232.00   

HUMANA INC COM

      367,556.35        509,082.00   

HUMANA INC COM STK CALL OPT EXP 2/19/11 PR $55 PER SH

      (511.55 )      (420.00 ) 

HUMATECH INC COM

      1,117.40        30.00   

HUMITECH INTL GROUP INC NEW COM

      764.83        0.00   

 

- 71 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

HUNT GOLD CORP COM STK

      0.07        0.00   

HUNT J B TRANS SVCS INC COM

      294,802.09        334,642.00   

HUNTINGTON BANCSHARES INC COM

      244,730.66        149,140.83   

HUNTINGTON BANCSHARES INC COM

      200,362.54        230,507.78   

HUNTINGTON BANCSHARES INC COM

      241,567.90        281,670.00   

HUNTINGTON PFD CAP INC EXCH PREP PFD SECS CL C

      9,429.40        8,657.55   

HUNTSMAN CORP COM STK

      39,560.80        58,537.50   

HUNTSMAN CORP COM STK

      226,749.47        430,836.00   

HUNTSMAN CORP COM STK

      345,020.72        533,862.00   

HURON CONSULTING GROUP INC COM STK

      3,024.64        2,645.00   

HYATT HOTELS CORP COM CL A COM CL A

      1,835.50        2,288.00   

HYATT HOTELS CORP COM CL A COM CL A

      109,033.88        132,704.00   

HYATT HOTELS CORP COM CL A COM CL A

      198,378.20        233,376.00   

HYBRID FUELS INC COM STK

      4,522.90        100.50   

HYDROGEN HYBRID CORP COM STK

      18,155.20        0.69   

HYDROGEN HYBRID TECHNOLOGIES INC COM STK

      7,073.90        3.00   

HYDRO-QUEBEC BOND 6.3% DUE 05-11-2011 REG

      34,940.85        35,720.90   

HYFLUX LTD SHS

      7,743.24        12,224.25   

HYPERDYNAMICS CORP COM

      82,378.64        164,920.00   

HYPERTENSION DIAGNOSTICS INC COM

      7,932.85        3,600.00   

HYTHIAM INC COM

      21,028.52        374.50   

I SH MSCI AUSTRIA INVESTABLE MKT INDEX FD

      10,926.95        11,611.60   

I/O FHLMC MULTICLASS FHMS K007 X1 VAR RT04-25-2020

      27,005.58        27,054.88   

I/O FHLMC MULTICLASS FHMS K008 X1 VAR RT06-25-2020

      50,499.33        50,692.06   

I/O FHLMC MULTIFAMILY STRUCTURED PASS THRO VAR RT K009 X1 DUE 08-25-2020

      78,027.47        77,669.20   

I/O GNMA REMIC SER 2006-47 CL SA FLT RT 08-16-2036

      57,486.46        60,867.70   

IAC / INTERACTIVECORP COM PAR $.001 STK

      6,123.61        4,879.00   

IAC / INTERACTIVECORP COM PAR $.001 STK

      291,115.66        437,531.50   

IAMGOLD CORP COM STK

      29,495.79        32,040.00   

IBERIABANK CORP COM

      988,887.15        1,017,036.00   

IBERIABANK LAFAYETTE LA CTF DEP DTD 01-15-2010 3.8 01-15-2020

      10,000.00        10,000.00   

IBIZ TECH CORP COM NEW

      4,825.81        0.00   

IBN 01/22/2011 45.000 C IBN 110122C00045000

      (769.53 )      (1,160.00 ) 

ICAD INC COM STK

      26,402.17        27,000.00   

ICAGEN INC

      2,230.17        1,770.00   

ICF INTL INC COM STK

      38,198.53        41,152.00   

ICICI BK LTD SUB NT 144A DUE 04-30-2022/04-30-2017 BEO

      121,958.54        121,542.50   

ICL-ISRAEL CHEM ILS1

      37,764.49        43,473.26   

IDACORP INC COM

      271,698.63        281,048.00   

IDENIX PHARMACEUTICALS INC COM

      2,389.19        3,276.00   

IDENIX PHARMACEUTICALS INC COMSTK CALL OPT EXP 04/16/11 PR $5 PER SH

      (57.30 )      0.00   

IDERA PHARMACEUTICALS INC COM NEW STK

      7,735.57        5,491.00   

IDEXX LABS INC

      3,678.48        4,499.30   

IDGLOBAL CORP COM PAR $0.001 STK

      7,587.99        31.15   

IDT CORP CL B NEW CL B NEW

      14,023.86        15,765.52   

IELEMENT CORP COM NEW STK

      13,664.95        6.34   

IESI BFC LTD COM

      9,176.70        10,473.30   

IFINIX CORP COM PAR $.0001 NEW COM PAR $.0001 NEW

      201.95        135.00   

IFLI ACQUISITION CORP COM STK

      2,759.18        0.01   

IGATE CORP COM STK ISIN# US45169U1051

      95,519.87        91,651.50   

IGO INC COM STK

      2,808.84        3,648.00   

IGSM GROUP INC COM

      1,006.95        600.00   

II-VI INC COM

      2,719.40        4,636.00   

IKANOS COMMUNICATIONS COM

      6,880.57        5,360.00   

I-LEVEL MEDIA GROUP INC COM

      9,921.18        96.48   

ILFC E-CAPITAL TR II BD 144A DUE 12-21-2065/12-21-2010 BEO

      19,974.80        15,600.00   

ILL TOOL WKS INC COM

      47,191.48        57,754.82   

ILL TOOL WKS INC COM

      405,713.61        666,432.00   

ILLINOIS STUDENT ASSISTANCE COMMN STUDENFLTG-ASSET BKD NTS-SER 1 25 JUL 2045

      381,218.40        377,992.00   

ILLUMINA INC COM

      79,784.10        92,983.12   

ILLUMINA INC COM

      580,461.29        782,249.00   

ILX RESORTS INC PFD SER C CONV

      21,639.46        24,469.00   

IMAGING DIAGNOSTIC SYS INC COM

      11,146.36        14,000.00   

IMAGING3 INC COM STK

      11,024.92        1,540.71   

IMAGINON INC COM NEW

      8,031.64        0.15   

IMATION CORP COM

      10,256.38        10,310.00   

IMAX CORP COM

      2,725.43        5,614.00   

IMMTECH PHARMACEUTICALS INC

      8,758.45        55.00   

IMMUCOR INC COM STK

      4,295.16        3,966.00   

IMMUNICON CORP DEL COM

      409.08        24.00   

IMMUNOGEN INC COM

      21,188.50        25,002.00   

IMMUNOMEDICS INC COM

      4,762.08        5,101.50   

IMPAC MTG HLDGS INC COM NEW COM NEW

      17,281.81        2,014.31   

IMPACT FUSION INTL INC COM STK

      0.18        0.05   

IMPATH LIQ TR LIQ TR INT CL A

      2,900.06        5.56   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

IMPAX LABORATORIES INC COM

      23,494.49        24,212.44   

IMPAX LABORATORIES INC COM

      117,406.61        136,748.00   

IMPAX LABORATORIES INC COM

      287,020.91        345,892.00   

IMPERIAL CR INDS INC COM

      3,502.00        34.00   

IMPERIAL INDS INC COM NEW

      2,933.31        39.13   

IMPERIAL OIL LTD COM NEW

      30,315.98        30,390.00   

IMPERIAL RES INC COM STOCK

      746.95        760.00   

IMPERIAL TOBACCO ORD GBP0.10

      1,001,612.51        1,046,271.57   

IMPLANT SCIENCES CORP COM STK

      33,628.86        38,529.72   

INCYTE CORP COM

      5,774.20        8,280.00   

INCYTE CORP COM

      222,767.76        215,445.60   

INDIGO-ENERGY INC COM

      791,770.99        51,000.28   

INDITEX EUR0.15

      757,811.90        794,461.31   

INDITEX EUR0.15

      919,456.23        1,072,683.75   

INDUSTRIAL & COMMERCIAL BK OF CHINA ‘H’CNY1

      8,562.90        10,427.20   

INDUSTRIAL SVCS AMER INC FLA COM

      31,587.40        31,372.65   

INDUSTRY CALIF SALES TAX REV TAXABLE 6.6 TAXABLE DUE 01-01-2019

      5,364.20        5,099.40   

INDYMAC BANCORP INC COM

      1,758.65        3.42   

INERGETICS INC COM

      539.95        3.20   

INFINEON TECHNOLOG ORD NPV (REGD)

      130,561.96        244,103.10   

INFINERA CORP COM STK USD0.001

      106,101.13        126,284.25   

INFINERA CORP COM STK USD0.001

      172,812.74        188,006.00   

INFINITY PPTY & CAS CORP COM

      38,731.77        55,620.00   

INFORMATICA CORP COM

      60,316.95        66,045.00   

INFORMATICA CORP COM

      222,394.67        377,337.10   

INFORMATION SVCS GROUP INC UNIT 1 COM & 1 WT EXP

      2,006.95        2,060.00   

INFOSONICS CORP COM

      4,988.38        385.00   

INFOSPACE INC COM PAR $.0001 COM PAR $.0001

      56,863.57        39,840.00   

INFRARED SYS INTL COM NEW STK

      0.00        7.12   

ING GLOBAL ADVANTAGE & PREM OPPORTUNITY

      38.45        29.55   

ING GROEP N V PERP HYBRID CAP SECS PFD STK

      40,167.45        46,360.00   

ING GROEP N V PERPETUAL HYBRID CAP SECS

      11,219.00        12,645.00   

ING GROEP NV CVA EUR0.24

      744,443.20        758,897.36   

ING GROEP NV CVA EUR0.24

      968,469.05        927,086.16   

INGERSOLL-RAND PLC COM STK

      64,831.19        102,549.02   

INGERSOLL-RAND PLC COM STK

      279,152.81        341,402.50   

INGERSOLL-RAND PLC COM STK

      335,823.57        383,783.50   

INGERSOLL-RAND PLC COM STK

      865,495.47        1,050,107.00   

INGRAM MICRO INC CL A

      13,122.93        13,363.00   

INGRAM MICRO INC CL A

      62,797.04        72,542.00   

INGRAM MICRO INC CL A

      181,407.49        204,263.00   

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

      30,440.08        27,471.34   

INMARSAT ORD EUR0.0005

      150,901.08        141,890.84   

INN OF MTN 12 DUE 12-31-2040 IN DEFAULT

      11,775.00        5,212.50   

INNERGEX RENEWABLE ENERGY INC

      16,857.13        23,424.76   

INNODATA ISOGEN INC COM NEW

      204,669.88        128,700.00   

INNOFONE COM INC COM PAR $.001 COM PAR $.001

      7,979.85        45.00   

INNOPHOS HLDGS INC COM STK

      4,132.65        7,144.09   

INNOSPEC INC COM STK

      11,983.65        14,657.24   

INNOVATIVE SOLUTIONS & SUPPORT INC COM ISIN US45769N1054

      11,717.30        2,976.75   

INNOVEX INC COM

      7,185.19        5.58   

INOLIFE TECHNOLOGIES INC COM

      433.96        280.00   

INOVIO PHARMACEUTICAL INC

      15,786.24        16,675.00   

INPEX CORPORATION NPV

      1,024,714.53        696,907.09   

INROB TECH LTD COM

      263.98        1.70   

INSIGHT ENTERPRISES INC COM

      67,239.10        64,484.00   

INSITE VISION INC COM

      154,576.65        32,026.00   

INSITUFORM TECHNOLOGIES INC CL A COM

      17,744.18        29,161.00   

INSITUFORM TECHNOLOGIES INC CL A COM

      255,144.08        354,094.07   

INSMED INC COM NEW

      5,420.73        3,784.80   

INSPIRATION MNG CORP COM

      19,165.44        1,283.00   

INSTEEL INDS INC COM

      6,439.95        8,743.00   

INTC 01/22/2011 22.500 C INTC 110122C00022500

      (805.53 )      0.00   

INTEGRA LIFESCIENCES HLDG CORP COM DESP

      104,404.16        132,440.00   

INTEGRAL TECHNOLOGIES INC COM

      4,942.54        1,500.00   

INTEGRATED DEVICE TECHNOLOGY INC COM

      13,589.65        15,318.00   

INTEGRATED DEVICE TECHNOLOGY INC COM

      157,074.98        182,484.00   

INTEGRATED SILICON SOLUTION INC COM

      8,718.96        8,431.50   

INTEGRATED SILICON SOLUTION INC COM

      66,421.87        74,679.00   

INTEGRYS ENERGY GROUP INC COM STK

      50,742.38        77,616.00   

INTEGRYS ENERGY GROUP INC COM STK

      59,980.71        85,648.82   

INTEGRYS ENERGY GROUP INC COM STK

      95,204.79        94,643.01   

INTEL CORP COM

      466,111.47        503,773.65   

INTEL CORP COM

      505,611.99        557,295.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

INTEL CORP COM

      1,934,888.08        1,994,981.66   

INTEL CORP COM

      2,055,029.13        2,951,392.26   

INTEL CORP COM STK CALL OPT EXP 11/20/10 PR $21 PER SH

      (608.96 )      (480.00 ) 

INTELSAT JACKSON 9.5% DUE 06-15-2016

      52,400.00        58,025.00   

INTER ACT ELECTR MARKETING INC OC-PFD CONV SER A 10%

      10,354.10        10,272.20   

INTER PARFUMS INC COM

      22,758.84        36,757.50   

INTERACTIVE BROKERS GROUP INC CL COM

      4,332.03        4,490.64   

INTERACTIVE INTELLIGENCE INC COM STOCK

      4,377.98        4,578.00   

INTER-CITIC MINERALS INC FORMERLY INTER COM STK

      14,353.37        19,262.06   

INTERCONTINENTALEXCHANGE INC COM

      106,011.06        124,511.75   

INTERCONTINENTALEXCHANGE INC COM

      265,972.67        219,236.00   

INTERCONTINENTALEXCHANGE INC COM

      366,136.93        429,059.15   

INTERCONTINENTALEXCHANGE INC COM

      806,760.55        1,215,330.00   

INTERDIGITAL INC PA COM

      48,626.52        63,834.12   

INTERDIGITAL INC PA COM

      899,803.07        1,440,744.00   

INTEREP NATL RADIO SALES INC CL A

      800.95        0.18   

INTERLINE BRANDS INC COM

      568,018.34        630,729.00   

INTERMAP TECHNOLOGIES CORP CL A NEW COM STK

      12,498.25        1,207.75   

INTERMEC INC COM

      1,453.36        759.60   

INTERMUNE INC COM

      16,635.93        58,240.00   

INTERMUNE INC COM STK CALL OPT EXP 1/22/11 PR $17.5 PER SH

      (680.96 )      (4,280.00 ) 

INTERMUNE INC COMSTK CALL OPT EXP 01/22/11 PR $15 PER SH

      (294.47 )      (7,600.00 ) 

INTERNAP DELAWARE INC COM PAR $.001 COM STK

      6,644.94        7,034.56   

INTERNAP DELAWARE INC COM PAR $.001 COM STK

      120,911.63        125,466.88   

INTERNATIONAL ASSETS HLDG CORP COM

      545.20        708.00   

INTERNATIONAL BUSINESS MACHS CORP COM

      594,519.76        739,670.40   

INTERNATIONAL BUSINESS MACHS CORP COM

      760,804.54        799,548.33   

INTERNATIONAL BUSINESS MACHS CORP COM

      1,314,837.87        1,526,304.00   

INTERNATIONAL BUSINESS MACHS CORP COM

      1,997,419.50        4,587,424.08   

INTERNATIONAL COAL GROUP INC NEW COM

      36,533.94        47,988.00   

INTERNATIONAL ENERGY INC COM STK

      1,019.95        140.00   

INTERNATIONAL GOLD RES INC COM NEW COM NEW

      41,963.80        96.38   

INTERNATIONAL PWR GROUP LTD COM

      1,379.32        59.51   

INTERNATIONAL SPEEDWAY CORP CL A

      26,514.01        28,787.00   

INTERNATIONAL STEM CELL CORP COM STK

      58,540.23        78,625.00   

INTERNET CAP GROUP INC COM NEW

      673.58        1,425.00   

INTEROIL CORP COM

      57,110.24        64,863.00   

INTERPUBLIC GROUP COMPANIES INC COM

      3,096.89        5,310.00   

INTERPUBLIC GROUP COMPANIES INC COM

      179,454.11        130,657.86   

INTERSECTIONS INC COM

      7,255.17        7,595.31   

INTERVAL LEISURE GROUP INC COM STK

      212.53        242.10   

INTERVAL LEISURE GROUP INC COM STK

      356,136.99        706,932.00   

INTEST CORP COM

      1,919.51        1,428.00   

INTEVAC INC COM

      12,147.50        14,010.00   

INTL ABSORBENTS INC NEW

      7,305.40        300.00   

INTL AUTOMATED SYS INC COM

      11,018.41        1,677.00   

INTL BANCSHARES CORP COM

      372.42        465.10   

INTL BUSINESS 5.7% DUE 09-14-2017

      22,012.68        22,980.26   

INTL ENEXCO LTD COM

      5,220.23        734.60   

INTL FLAVORS & FRAGRANCES INC COM

      291.85        437.83   

INTL FLAVORS & FRAGRANCES INC COM

      74,909.12        111,791.49   

INTL FLAVORS & FRAGRANCES INC COM

      343,578.27        466,956.00   

INTL GAME TECH COM

      28,571.28        30,005.78   

INTL GAME TECH COM

      140,691.77        132,816.52   

INTL PAPER CO COM

      73,997.57        87,251.55   

INTL PAPER CO COM

      353,551.92        299,885.16   

INTL RECTIFIER CORP COM

      228,588.28        368,066.93   

INTL SPEEDWAY CORP CL B

      1,439.95        795.30   

INTREPID POTASH INC COM

      32,518.77        44,748.00   

INTRICON CORP COM

      4,275.95        1,172.97   

INTUIT COM

      8,560.56        9,860.00   

INTUIT COM

      178,913.86        346,677.60   

INTUITIVE SURGICAL INC COM NEW STK

      299,184.44        254,657.00   

INTUITIVE SURGICAL INC COM NEW STK

      795,787.80        683,037.50   

INTUITIVE SURGICAL INC COM NEW STK

      819,137.81        706,750.50   

INTUITIVE SURGICAL INC COMSTK CALL OPT EXP 01/22/11 PR $280 PER SH

      (992.28 )      (2,130.00 ) 

INTUITIVE SURGICAL INC COMSTK CALL OPT EXP 1/22/11 PR $270 PER SH

      (3,043.78 )      (410.00 ) 

INVENSYS ORD GBP0.10

      111,879.57        152,683.79   

INVESCO LTD COM STK USD0.10

      2,131.24        2,406.00   

INVESCO LTD COM STK USD0.10

      264,837.28        279,841.86   

INVESCO MORTGAGE CAPITAL INC COM STK

      13,109.22        13,104.00   

INVESCO MORTGAGE CAPITAL INC COM STK

      769,581.72        803,712.00   

INVESTEC ORD GBP0.0002

      328,258.81        357,934.30   

INVESTORS REAL ESTATE TR COM STK

      12,609.33        13,455.00   

INVT TECH GROUP INC NEW COM

      14,273.31        5,238.40   

 

- 74 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

INVT TECH GROUP INC NEW COM

      71,419.85        55,658.00   

INVT TECH GROUP INC NEW COM

      791,619.13        357,684.50   

INX INC COM

      7,500.38        4,729.60   

ION GEOPHYSICAL CORP COM STK

      34,967.88        55,120.00   

IPATH S&P 500 VIX S/T FU ETN COM STK CALL OPT EXP 2/19/11 PR $43 PER SH

      (665.77 )      (510.00 ) 

IPG PHOTONICS CORP COM

      28,329.73        45,026.88   

IPIX CORP COM

      1,203.06        6.10   

IPM PRODS CO PFD SER C CONV PAY-IN-KIND

      11,543.01        12,600.82   

IRIDIUM COMMUNICATIONS INC COM STK

      12,513.38        12,028.50   

IROBOT CORP COM

      11,659.21        17,913.60   

IRON MTN INC COM STK

      33,361.79        35,499.49   

IRON MTN INC COM STK

      122,753.02        125,950.36   

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        5,738.85   

IRVINE SENSORS CORP COM PAR $ COM PAR $

      8,211.95        70.00   

ISHARES BARCLAYS 1-3 YR TREAS BD FD

      1,595,824.95        1,607,187.83   

ISHARES BARCLAYS 3-7 YR TREAS BD

      32,355.00        31,329.26   

ISHARES BARCLAYS MBS BD FD

      97,243.40        94,177.36   

ISHARES FTSE/XINHUA CHINA 25 COMSTK CALLOPT EXP 01/22/11 PR 47 PER SH

      (309.52 )      0.00   

ISHARES MSCI BRAZIL COM STK CALL OPT EXP 1/22/11 PR $80 PER SH

      (1,250.00 )      0.00   

ISHARES MSCI CHILE INVESTABLE MKT INDEX FD

      78,297.98        82,863.60   

ISHARES MSCI KLD 400 SOCIAL INDEX FUND

      33,129.53        36,419.19   

ISHARES MSCI MEX INVT MKT INDEX FD

      62,352.38        73,065.60   

ISHARES MSCI NETH INVESTABLE MKT INDEX FD

      11,024.26        9,406.14   

ISHARES RUSSELL 2000 COMSTK CALL OPT EXP01/22/11 PR $76 PER SH

      (271.53 )      (5,100.00 ) 

ISHARES S&P NATIONAL AMT-FREE MUNICIPAL BOND FUND

      21,306.11        20,417.39   

ISHARES SILVER TRUST COM STK CALL OPT EXP 1/22/11 PR $26 PER SH

      (873.72 )      (1,272.00 ) 

ISHARES SILVER TRUST COM STK CALL OPT EXP 4/16/11 PR $29 PER SH

      1,037.98        (4,875.00 ) 

ISHARES SILVER TRUST COM STK CALL OPT EXP 7/16/11 PR $30 PER SH

      (1,415.48 )      (3,340.00 ) 

ISHARES SILVER TRUST COMSTK CALL OPT EXP 01/22/11 PR $29 PER SH

      (2,105.98 )      (1,070.00 ) 

ISHARES SILVER TRUST COMSTK CALL OPT EXP01/22/11 PR $27 PER SH

      (2,703.59 )      (192.00 ) 

ISHARES SILVER TRUST COMSTK PUT OPT EXP 01/22/11 PR $30 PER SH

      (1,042.40 )      (1,332.00 ) 

ISHARES TR DOW JONES U S INDL SECTOR INDEX FD

      40,895.01        53,345.41   

ISHARES TR NASDAQ BIOTECHNOLOGY INDEX FD

      10,277.93        11,677.50   

ISHARES TR RUSSELL 1000 INDEX FD

      47,090.14        54,560.31   

ISHARES TR S&P GLOBAL 100 INDEX FD

      48,387.87        50,750.05   

ISHARES TR S&P GLOBAL HEALTHCARE SECTOR INDEX FD

      24,142.33        24,588.69   

ISIS PHARMACEUTICALS CALIF COM

      43,572.31        41,492.00   

ISTAR FINANCIAL INC COM STK CALL OPT EXP 1/22/11 PR $4 PER SH

      (1,371.82 )      (10,360.00 ) 

ISTAR FINL INC COM

      96,850.46        127,213.13   

ISUZU MOTORS NPV

      118,443.65        140,885.23   

IT CAPITAL LIMITED ORD F

      20,755.10        780.63   

ITAUSA INVESTIMENTOS ITAU SA

      20,000.00        20,933.20   

ITC HLDGS CORP COM STK

      22,501.41        27,435.20   

ITC HLDGS CORP COM STK

      343,419.69        456,172.80   

ITERIS INC NEW COM

      20,007.90        18,195.00   

ITOCHU CORP NPV

      735,080.33        1,010,368.41   

ITONIS INC COM STK

      2,729.95        9.60   

ITRON INC COM STK NPV

      109,357.12        109,791.00   

ITRON INC COM STK NPV

      263,707.03        260,615.00   

ITRON INC COMSTK CALL OPT EXP 01/22/11 PR $60 PER SH

      (939.27 )      (125.00 ) 

ITT CORP INC COM

      29,847.09        31,266.00   

ITT CORP INC COM

      130,140.15        240,852.42   

ITURAN LOCATION & CONTROL ILS0.333

      2,815.20        3,270.61   

IVANHOE ENERGY INC COM NPV

      203,000.63        241,672.00   

IVANHOE MINES LTD COM

      9,942.56        14,325.00   

IXIA COM

      85,140.48        80,544.00   

J CREW GROUP INC COM

      2,430.28        2,804.10   

J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO

      56,817.90        59,595.64   

J P MORGAN CHASE & CO NT 6.75 DUE 02-01-2011 BEO

      119,675.90        115,506.81   

J P MORGAN CHASE CAP XII CAP SECS SER L 6.25%

      23,576.30        25,230.00   

J2 GLOBAL COMMUNICATONS INC COM NEW

      4,942.30        7,092.75   

J2 GLOBAL COMMUNICATONS INC COM NEW

      1,417,985.47        1,641,465.00   

JABIL CIRCUIT INC COM

      126,388.29        99,063.79   

JABIL CIRCUIT INC COM

      188,939.50        255,553.78   

JABIL CIRCUIT INC COM STK CALL OPT EXP 1/21/12 PR $20 PER SH

      (364.26 )      (350.00 ) 

JACK IN THE BOX INC COM

      4,356.07        4,226.00   

JACKSON HEWITT TAX SVC INC COM

      7,182.27        3,759.48   

JACOBS ENGR GROUP INC COM

      32,693.38        36,725.85   

JACOBS ENGR GROUP INC COM

      101,780.90        119,210.00   

JACOBS ENGR GROUP INC COM

      245,233.83        145,573.75   

JAGUAR MNG INC COM STK

      75,679.15        72,597.66   

JAMBA INC COM STK

      48,496.97        45,695.10   

JAMES RIV COAL CO COM NEW STK

      4,084.44        4,888.69   

JANUS CAP GROUP INC COM

      25,694.75        27,237.00   

 

- 75 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

JANUS CAP GROUP INC COM

      96,756.66        60,064.07   

Japanese yen

      0.00        0.00   

Japanese yen

      0.00        0.00   

Japanese yen

      0.00        0.00   

Japanese yen

      0.00        0.00   

Japanese yen

      12,214.51        12,214.51   

Japanese yen

      32,726.66        32,726.66   

Japanese yen

      233,970.74        233,970.74   

JARDEN CORP COM

      5,469.43        6,174.00   

JARDINE CYCLE & CARRIAGE SGD1

      1,547,503.69        1,696,852.68   

JARDINE MATHESON HLDGS USD0.25(SING QUOTE)

      1,296,938.51        1,425,600.00   

JAYDEN RES INC COM STK

      3,256.12        6,792.50   

JAYHAWK ENERGY INC COM STK

      681.90        525.00   

JAZZ PHARMACEUTICALS INC COM STK

      6,009.65        5,904.00   

JBI INC COM

      946.95        650.00   

JDA SOFTWARE GROUP INC COM

      31.86        28.00   

JDA SOFTWARE GROUP INC COM

      419,318.51        592,200.00   

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

      1,804,084.46        81,059.04   

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

      93,976.41        120,140.56   

JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001

      146,954.71        304,080.00   

JEFFERIES GROUP 6.25% DUE 01-15-2036

      18,700.00        17,824.06   

JEFFERIES GROUP INC NEW COM

      386,001.93        430,074.50   

JERONIMO MARTINS EUR1

      115,319.95        195,232.97   

JERSEY CENT PWR & LT CO

      26,510.54        33,284.29   

JETBLUE AWYS CORP COM

      354,238.98        343,581.19   

JINPAN INTERNATIONAL

      24,256.72        20,533.50   

JMAR TECHNOLOGIES INC COM

      438.55        8.95   

JNJ 01/22/2011 65.000 C JNJ 110122C00065000

      (541.34 )      0.00   

JNR RES INC COM

      87,143.21        87,397.92   

JO-ANN STORES INC COM STK

      5,424.52        12,044.00   

JOES JEANS INC COM STK

      47,690.27        30,890.08   

JOHNSON & JOHNSON 5.15% DUE 07-15-2018

      27,087.50        28,350.73   

JOHNSON & JOHNSON COM USD1

      666,973.43        637,055.00   

JOHNSON & JOHNSON COM USD1

      679,874.06        682,824.00   

JOHNSON & JOHNSON COM USD1

      1,066,446.17        1,087,075.60   

JOHNSON & JOHNSON COM USD1

      1,227,072.84        1,237,000.00   

JOHNSON & JOHNSON COM USD1

      2,279,073.90        2,322,484.08   

JOHNSON & JOHNSON COM USD1

      2,629,795.11        4,273,773.15   

JOHNSON & JOHNSON COMSTK CALL OPT EXP 04/16/11 PR $65 PER SH

      (68.25 )      0.00   

JOHNSON BK RACINE WIS BD DTD 09-24-2010 .5 03-26-2012

      5,000.00        5,000.00   

JOHNSON CONTROLS INC COM STK CALL OPT EXP 1/22/11 PR $31 PER SH

      (631.52 )      (1,460.00 ) 

JOHNSON CTL INC COM

      100,806.75        140,499.60   

JOHNSON CTL INC COM

      246,392.26        267,067.85   

JOHNSON CTL INC COM

      280,977.13        324,700.00   

JOHNSON CTL INC COM

      262,281.39        648,215.80   

JOHNSON CTL INC COM

      661,060.18        855,680.00   

JOHNSON CTLS INC 5.25% DUE 01-15-2011

      4,610.00        5,006.43   

JOHNSON MATTHEY ORD GBP1

      74,575.39        77,496.29   

JONES INTL NETWORKS LTD SER A CONV PFD

      8,085.77        11,700.35   

JONES LANG LASALLE INC COM STK

      10,277.70        10,080.89   

JONES LANG LASALLE INC COM STK

      323,978.69        352,464.00   

JONES SODA CO COM

      29,194.42        15,172.50   

JOS A BK CLOTHIERS INC COM

      42,926.73        40,320.00   

JOS A BK CLOTHIERS INC COM

      256,064.12        266,112.00   

JOY GLOBAL INC COM

      79,138.41        96,659.02   

JOY GLOBAL INC COM

      237,159.11        394,278.75   

JOY GLOBAL INC COM

      366,900.35        559,537.50   

JOY GLOBAL INC COM

      451,718.29        598,575.00   

JPMORGAN CHASE & 4.25% DUE 10-15-2020

      130,565.30        126,964.50   

JPMORGAN CHASE & 4.4% DUE 07-22-2020

      110,389.40        108,267.06   

JPMORGAN CHASE & ALERIAN MLP INDEX ETN BASED ON WAP

      581,931.40        594,425.95   

JPMORGAN CHASE & CO COM

      808,626.06        844,158.00   

JPMORGAN CHASE & CO COM

      883,202.46        971,418.00   

JPMORGAN CHASE & CO COM

      916,710.24        1,008,747.60   

JPMORGAN CHASE & CO COM

      2,004,593.26        2,004,345.00   

JPMORGAN CHASE & CO COM

      3,193,957.41        4,172,176.68   

JPMORGAN CHASE & CO COM STK CALL OPT EXP 1/22/11 PR $41 PER SH

      (191.53 )      (398.00 ) 

JPMORGAN CHASE & CO COM STK CALL OPT EXP 4/16/11 PR $43 PER SH

      (207.30 )      (530.00 ) 

JPMORGAN CHASE & CO COMMON STOCK

      1,163,354.02        1,247,412.19   

JPMORGAN CHASE & CO COMSTK CALL OPT EX 12/18/2010 PR $38 PER SH

      (855.46 )      (228.00 ) 

JPMORGAN CHASE & CO COMSTK CALL OPT EXP 3/19/11 PR $45 PER SH

      (469.25 )      0.00   

JPMORGAN CHASE & CO FORMERLY J P MORGAN CHASE AND CO TO 07/20/2004 PFD STK

      37,740.36        38,208.43   

JPMORGAN CHASE & CO FORMERLY J P MORGAN NT 6.4 DUE 05-15-2038 BEO

      121,886.00        113,418.90   

JPMORGAN CHASE & CO FORMERLY J P MORGAN SUB NT 6.125 DUE 06-27-2017 BEO

      3,019.09        3,289.43   

JPMORGAN CHASE & CO WT EXP

      91,202.00        101,150.00   

 

- 76 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

JPMORGAN CHASE BK N A NY N Y FORME EQTY LKD CTF DEP LKD S&P 500 INDEX 3-30-2012

      20,000.00         20,000.00   

JPMORGAN CHASE CAP XIV CAP SECS SER N

      7,005.95         7,512.00   

JPMORGAN CHASE CAP XIX CAP SECS SER S

      2,529.95         2,526.00   

JPMORGAN CHASE CAP XVI TR PFD SECS SER P

      9,926.87         10,044.00   

JPMORGAN CHASE CAP XXVI CAP SECS VAR SERZ PFD STK

      4,766.95         4,709.25   

JULIUS BAER GRUPPE CHF0.02 (REGD)

      591,188.72         676,260.66   

JULIUS BAER GRUPPE CHF0.02 (REGD)

      849,311.79         975,904.81   

JUNIPER NETWORKS INC COM

      83,106.63         89,457.16   

JUNIPER NETWORKS INC COM

      283,121.32         299,052.00   

JUNIPER NETWORKS INC COM

      254,672.08         485,904.12   

JUNIPER NETWORKS INC COM

      985,553.82         1,258,972.00   

JUPITER TELECOMMUNICATIONS COM STK

      981.44         1,044.71   

K12 INC COM STOCK USD.0001

      1,654.40         2,006.20   

KADANT INC COM

      132.53         117.85   

KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01

      114,565.32         185,333.00   

KAMINAK GOLD CORP CL A COM STK

      40,432.18         57,666.72   

KANDI TECHNOLOGIES CORP COM

      78,589.37         91,171.00   

KAO CORP NPV

      195,121.31         226,362.25   

KAPSTONE PAPER & PACKAGING CORP KAPSTONEPAPER AND PACKAGING CORP COMMON STOCK

      366,201.80         445,230.00   

KASENNA SER B PFD

      25,031.75         253.74   

KATY INDS INC PFD SER B CONV $1.46

      4,415.80         5,083.45   

KAUPTHING BK HF MED TRM SR BK NTS TR # SR 7.625 12-31-40 BD IN DEFAULT

      401,980.80         128,400.00   

KAYDON CORP COM

      3,495.85         4,072.00   

KAYDON CORP COM

      179,481.73         211,744.00   

KAYNE ANDERSON MLP INVT CO COM

      35,440.51         56,488.65   

KB HOME COM

      2,946.31         2,959.42   

KB HOME INC PRIDES

      9,701.90         9,984.00   

KBR INC COM

      39,948.97         69,101.02   

KBR INC COM

      166,037.53         198,055.00   

KBR INC COM

      447,229.02         530,178.00   

KBR INC COM

      901,886.54         1,084,732.00   

KDDI CORP NPV

      4,823.26         5,776.31   

KEEGAN RES INC COM STK

      40,447.77         80,868.00   

KELLOGG CO COM USD0.25

      61,878.32         63,364.69   

KELLOGG CO COM USD0.25

      236,327.29         326,503.36   

KELLOGG CO COM USD0.25

      320,506.66         348,518.84   

KELLY SERVICES INC CL A COM

      45,411.15         48,880.00   

KELSO TECHNOLOGIES INC COM STK

      5,837.90         10,835.35   

KEMET CORP COM NEW

      34,961.00         36,450.00   

KEMET CORP COM NEW

      407,489.73         463,644.00   

KENDLE INTL INC COM

      2,836.90         2,940.30   

KENDLE INTL INC COM

      6,984.72         7,623.00   

KENEXA CORP COM

      21,252.55         37,043.00   

KENNAMETAL INC CAP

      349,281.53         683,447.20   

KEPPEL CORP NPV

      103,945.70         132,307.29   

KERAVISION INC COM

      3,965.55         0.00   

KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO

      21,612.60         21,739.62   

KERR MCGEE CORP 7.875% DUE 09-15-2031

      176,141.58         183,415.04   

KERYX BIOPHARMACEUTICALS INC COM ISIN US4925151015

      160,880.61         135,110.00   

KESKO OYJ EUR2 SER’B’

      441,263.73         562,866.88   

KEY ENERGY SVCS INC

      278,436.80         372,915.40   

KEY TRONIC CORP COM

      6,554.15         5,220.00   

KEYCORP NEW COM

      11,319.31         12,416.75   

KEYCORP NEW COM

      285,763.39         195,992.10   

KEYCORP NEW COM

      718,328.43         408,870.00   

KEYCORP STUD LN TR FLTG RT .56313% DUE 10-25-2032

      57,574.09         62,538.08   

KEYNOTE SYS INC COM ISIN US4933081006

      1,412.98         1,495.77   

KFORCE INC

      26,335.25         40,450.00   

KHAN RES INC

      4,339.46         966.20   

KHD HUMBOLDT WEDAG INTL AG NPV

      2,587.20         14,382.00   

K-III COMMUNICATIONS CORP SR EXCHANGEABLE PFD STK $2.875

      25,208.95         4,632.00   

KIMBER RES INC COM

      11,654.07         14,000.00   

KIMBERLY-CLARK CORP COM

      212,773.63         216,628.89   

KIMBERLY-CLARK CORP COM

      340,743.07         346,720.00   

KIMBERLY-CLARK CORP COM

      431,750.28         646,916.48   

KIMCO RLTY CORP COM

      6,275.52         7,119.74   

KIMCO RLTY CORP COM

      264,305.08         184,260.56   

KINDER MORGAN 5.85% DUE 09-15-2012

      9,594.50         10,722.51   

KINDER MORGAN 5.95% DUE 02-15-2018

      19,897.06         22,026.28   

KINDER MORGAN 6.95% DUE 01-15-2038

      21,610.67         21,732.00   

KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENER PT NT 5 12-15-13 BEO

      27,962.20         32,594.07   

KINDER MORGAN ENERGY PARTNERS L P 7.125 3-15-12 BEO

      10,461.80         10,667.94   

KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENERGY PARTNERS 6 DUE 020117

      80,698.84         88,324.32   

KINDER MORGAN MGMT LLC SHS COM STK

      97,249.42         136,666.81   

KINDRED HEALTHCARE INC COM STK

      5,295.27         5,272.19   

 

- 77 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

KINDRED HEALTHCARE INC COM STK

      92,656.60         75,317.00   

KINDRED HEALTHCARE INC COM STK

      385,255.48         453,555.30   

KINETIC CONCEPTS INC COM NEW COM NEW

      12,292.59         14,867.40   

KINETIC CONCEPTS INC COM NEW COM NEW

      258,445.96         257,980.80   

KING PHARMACEUTICALS INC

      25,760.45         39,030.90   

KING PHARMACEUTICALS INC COM

      2,781.91         4,215.00   

KINGOLD JEWELRY INC COM NEW COM NEW

      16,126.70         7,344.00   

KINROSS GOLD CORP COM NPV NEW

      185,559.26         192,633.60   

KINROSS GOLD CORP WTS

      8,169.46         292.64   

KIRBY CORP COM

      385,890.36         521,992.50   

KIRKLANDS INC COM

      32,135.83         28,060.00   

KIRKLANDS INC COM

      577,472.12         660,111.50   

KKR FINL HLDGS LLC COM STK

      23,721.19         26,624.26   

KLA-TENCOR CORP

      169,006.34         162,481.20   

KLONDEX MINES LTD COM

      2,118.40         2,516.00   

KLONDIKE GOLD CORP COM NEW

      927.00         134.95   

KLONDIKE STAR MINERAL CORP COM

      2,126.53         12.00   

KMG CHEMICALS INC COM

      25,817.50         25,468.09   

KNIGHT CAP GROUP INC COM

      19,131.72         15,086.26   

KNIGHT CAP GROUP INC COM

      416,319.01         424,732.00   

KNIGHT CAP GROUP INC COM

      447,272.72         472,307.50   

KNIGHT CAP GROUP INC COM

      706,752.80         535,644.97   

KNIGHT TRANSN INC COM

      18,109.17         19,000.00   

KNIGHT TRANSN INC COM

      359,530.10         339,720.00   

KNIGHTSBRIDGE TANK LTD COM

      37,433.52         42,516.77   

KNOT INC COM STK

      1,920.46         790.40   

KNOT INC COM STK

      29,739.49         36,556.00   

KOBEX MINERALS INC

      9,370.33         432.40   

KODIAK ENERGY INC COM COM

      12,464.80         2,729.22   

KODIAK OIL & GAS CORP COM

      74,674.02         120,549.00   

KOHLS CORP COM

      124,153.09         141,284.00   

KOHLS CORP COM

      166,732.11         173,290.26   

KOHLS CORP COM

      166,940.65         173,888.00   

KOHLS CORP COM

      309,417.87         399,453.34   

KOHLS CORP COM

      560,194.14         676,533.00   

KOITO MFG CO LTD NPV

      123,658.49         140,774.38   

KOLA MNG CORP COM STK

      9,821.70         300.00   

KOMATSU NPV

      789,852.19         1,037,950.58   

KOMERCNI BANKA CZK500

      229,293.19         319,935.72   

KONE CORPORATION NPV ORD ‘B’

      31,568.56         37,244.65   

KONICA MINOLTA HLD NPV

      191,476.84         218,292.66   

KONINKLIJKE AHOLD EUR 0.3

      493,819.84         502,108.20   

KONINKLIJKE DSM NV EUR1.50

      476,694.97         570,914.03   

KORN / FERRY INTL COM NEW

      1,759.24         2,126.12   

KRAFT FOODS INC 5.375% DUE 02-10-2020

      269,872.52         279,829.94   

KRAFT FOODS INC CL A

      279,982.82         298,611.32   

KRAFT FOODS INC CL A

      312,415.22         356,063.00   

KRAFT FOODS INC CL A

      876,161.12         1,384,738.46   

KRAIG BIOCRAFT LABORATORIES INC COM

      803.15         930.00   

KRATOS DEFENSE & SECURITY SOLUTIONS INC

      50,380.32         40,827.00   

KRISPY KREME DOUGHNUTS INC COM STK

      13,425.32         21,805.52   

KROGER CO 6.15% DUE 01-15-2020

      160,362.00         169,974.15   

KROGER CO COM

      43,012.96         44,959.86   

KROGER CO COM

      283,478.06         358,766.20   

KROGER CO COM

      386,411.58         415,896.00   

KRONOS ADVANCED TECHNOLOGIES INC COM

      382.45         2.10   

KRONOS WORLDWIDE INC COM STK

      723.95         4,273.73   

KRONOS WORLDWIDE INC COM STK

      338,735.59         358,615.60   

KS CY SOUTHN

      38,086.59         39,245.20   

KS CY SOUTHN

      192,924.72         244,086.00   

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

      18,949.00         24,500.00   

K-SWISS INC CL A

      1,383.82         603.25   

KULICKE & SOFFA INDS INC COM

      120,713.13         137,520.00   

KUMBA IRON ORE LTD ZAR0.01

      84,036.21         108,004.29   

KVH INDS INC COM STK

      13,018.00         11,950.00   

KY HIGHER ED STUD LN CORP STUDE VAR-SER 1-CL A-2 VAR RT DUE 05-01-2034 REG

      50,000.00         49,507.00   

L INTL COMPUTERS INC COM

      1,697.44         0.20   

L&L ENERGY INC COM

      10,834.95         10,800.00   

L-1 IDENTITY SOLUTIONS INC COM

      7,208.32         11,910.00   

L-3 COMMUNICATIONS HLDG CORP COM

      56,286.18         44,884.93   

L-3 COMMUNICATIONS HLDG CORP COM

      217,649.35         200,755.52   

L-3 COMMUNICATIONS HLDG CORP COM

      238,946.08         225,568.00   

LA BARGE INC COM STK

      1,551.95         1,571.00   

LA JOLLA PHARMACEUTICAL CO COM NEW

      4,356.06         520.52   

LA Z BOY INC COM

      21,102.91         18,040.00   

 

- 78 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

LAB CORP AMER HLDG FOR A/C 2614202

      23,174.93        28,398.16   

LABORATORY CORP AMER HLDGS COM NEW COM NEW

      132,122.48        225,075.20   

LAKE VICTORIA MINING COMPANY COMMON STOCK

      5,000.00        5,121.70   

LAKELAND BANCORP INC COM

      18,656.02        21,940.00   

LAM RESH CORP COM

      70,700.50        83,728.26   

LAM RESH CORP COM

      321,200.69        512,622.00   

LAM RESH CORP COM

      365,161.84        643,625.40   

LAMPERD LETHAL INC COM

      299.68        75.00   

LANDAUER INC COM

      6,610.71        5,980.57   

LANDEC CORP COM

      26,447.25        20,930.00   

LANDSBANKI IS HF MED TRM SR BK NTS BTRNCHE #SR00001 6.1 08-25-11 IN DEFAULT

      189,950.60        20,900.00   

LANDSTAR SYS INC COM

      16,598.83        16,376.00   

LANE INDS INC PFD

      79,124.02        79,169.34   

LANNETT INC COM

      5,693.90        5,590.00   

LARAMIDE RES LTD COM STK

      371,389.11        217,570.52   

LARAMIE SAFETY VAULTS & SEC CORP PFD STKDESP

      27,164.50        26,183.75   

LAS VEGAS SANDS CORP COM STK

      252,559.37        778,852.50   

LAS VEGAS SANDS CORP COM STK

      1,585,558.97        1,693,073.70   

LAS VEGAS SANDS CORP COM STK CALL OPT EXP 1/22/11 PR $48 PER SH

      (305.77 )      (366.00 ) 

LASALLE BK N A CHICAGO ILL CTF DEP DTD 06-06-2007 5.25 06-06-2017

      10,000.00        11,537.50   

LASALLE HOTEL PPTYS COM SH BEN INT

      2,605.36        1,557.60   

LASALLE HOTEL PPTYS COM SH BEN INT

      513,758.92        738,381.60   

LATTICE INC COM STK

      20,934.90        26.00   

LATTICE SEMICONDUCTOR CORP COM

      5,887.95        6,060.00   

LATTICE SEMICONDUCTOR CORP COM

      49,713.26        81,204.00   

LATTICE SEMICONDUCTOR CORP COM

      122,736.06        151,766.64   

LAUFER BRDG ENTERPRISES INC COM

      381.95        70.00   

LAW ENFORCEMENT ASSOCS CORP COM

      8,690.55        128.80   

LAWSON INC NPV

      511,025.48        558,780.69   

LAWSON SOFTWARE INC NEW COM STK

      8,829.37        13,865.75   

LAWSON SOFTWARE INC NEW COM STK

      202,289.85        223,850.00   

LAWSON SOFTWARE INC NEW COM STK

      388,637.20        410,431.75   

LAYNE CHRISTENSEN CO COM

      5,043.32        5,163.00   

LAYNE CHRISTENSEN CO COM

      511,851.72        656,045.20   

LCA-VISION INC COM PAR $.001

      42,360.42        20,125.00   

LEAP WIRELESS INTL INC COM NEW COM STK

      22,243.48        24,213.50   

LEAPFROG ENTERPRISES INC CL A

      14,971.14        12,765.00   

LEAPFROG ENTERPRISES INC CL A

      26,462.41        26,085.00   

LEAR CORP COM NEW COM NEW

      320,762.66        335,614.00   

LEATT CORP COM

      1,274.83        99.99   

LECERE CORP COM STK

      957.93        352.00   

LECROY CORP COM

      2,951.21        2,952.00   

LECROY CORP COM

      13,636.26        13,972.80   

LEE ENTERPRISES INC COM

      4,295.74        2,829.95   

LEGACY RESVS LP UNIT LTD PARTNERSHIP INTUNIT LTD PARTNERSHIP INT

      1,958.06        2,872.00   

LEGACY WINE & SPIRITS INTL LTD COM

      0.00        0.11   

LEGAL & GENERAL GP ORD GBP0.025

      6,564.01        6,896.40   

LEGG MASON INC COM

      42,026.35        61,878.29   

LEGG MASON INC COM

      353,731.83        139,639.50   

LEGGETT & PLATT INC COM

      8,436.81        9,433.72   

LEGGETT & PLATT INC COM

      78,774.51        83,756.80   

LEGRAND SA EUR4

      150,771.89        161,100.10   

LEGRAND SA EUR4

      286,171.94        406,415.32   

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 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        6.00   

LEHMAN BROS HLDGS INC COM

      7,842.35        93.37   

LEHMAN BROS HLDGS INC LEHMAN BROTHERS HOLDINGS 6.75 12-28-17 BEO DEFAULT

      349,741.00        35.00   

LEHMAN BROS HLDGS INC MTN TRANCHE # TR 00475 3.6 DUE 03-13-2009 BD IN DEFAULT

      24,962.50        5,781.25   

LEHMAN BROS HLDGS INC SR NT DTD 08/19/1997 7.2 12-31-2040 REG DEFAULT

      10,075.10        2,237.50   

LEHMAN BROS HLDGS INC YEELDS GAME CONV PFD STK IN DEFAULT

      8,048.13        4,127.50   

LEHMAN XS TR 2006-2N MTG PASSTHRU CTF CL1-A1 VAR 02-25-2046 REG

      240,123.93        146,893.65   

LEHMAN XS TR SER FLTG RT .33% DUE 08-25-2046

      31,092.46        30,823.62   

LENDER PROCESSING SVCS INC COM STK

      2,445.61        2,184.48   

LENNAR CORP CL A CL A

      185,035.38        75,075.00   

LENNAR CORP CL A CL A

      126,493.37        144,580.03   

LENNOX INTL INC COM

      88,175.75        122,954.00   

LENOX GROUP INC COM

      690.80        0.00   

LEUCADIA NATL CORP 8.65% DUE 01-15-2027

      3,155.00        3,007.50   

LEUCADIA NATL CORP COM

      44,342.90        47,088.50   

LEUCADIA NATL CORP COM

      193,372.83        144,616.08   

LEVEL 3 COMMUNICATIONS INC COM STK

      815,828.63        567,041.72   

LEXICON PHARMACEUTICALS INC COM STK

      21,963.20        22,752.00   

LEXINGTON RLTY TR COM

      2,207.01        874.50   

LEXMARK INTERNATIONAL INC-A COM STK CALL OPT EXP 2/19/11 PR $37 PER SH

      (380.77 )      (345.00 ) 

 

- 79 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

LEXMARK INTERNATIONAL INC-A COMSTK CALL OPT EXP 01/22/11 PR $42 PER SH

      (170.78 )      0.00   

LEXMARK INTL INC NEW CL A

      43,017.24        38,824.30   

LEXMARK INTL INC NEW CL A

      112,063.25        68,873.96   

LEXMARK INTL INC NEW CL A

      160,252.24        229,812.00   

LEXMARK INTL INC NEW CL A

      360,595.36        445,696.00   

LG CHEMICAL KRW5000

      130,479.85        135,742.36   

LG DISPLAY

      5,060.20        5,981.75   

LI & FUNG HKD0.025

      7,281.45        11,603.40   

LI & FUNG LTD HKD0.025

      197,421.76        441,000.20   

LI & FUNG LTD HKD0.025

      1,174,811.78        1,439,053.30   

LIBERTY GLOBAL INC COM SER A

      10,958.78        12,595.28   

LIBERTY GLOBAL INC COM SER C COM SER C

      1,858.19        3,727.90   

LIBERTY MEDIA CORP NEW CAP COM SER A

      2,273.73        10,322.40   

LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A

      769.70        788.50   

LIBERTY MEDIA CORP NEW LIBERTY STARZ COMSER A LIBERTY STARZ COM SER A

      257.97        265.92   

LIBERTY MEDIA CORP SR EXCHANGEABLE DEB 4% DUE 11-15-2029/11-15-2010 BEO

      6,029.00        5,698.40   

LIBERTY PPTY TR PFD SH BEN INT SER A 8.80

      11,031.45        4,500.00   

LIBERTY PPTY TR SH BEN INT

      45,966.36        44,688.00   

LIBERTY PPTY TR SH BEN INT

      147,510.91        150,024.00   

LIBERTY PPTY TR SH BEN INT

      172,619.15        175,560.00   

LIFE PARTNERS HLDGS INC COM STK

      12,225.24        12,051.90   

LIFE TECHNOLOGIES CORP COM STK

      16,368.98        18,093.00   

LIFE TECHNOLOGIES CORP COM STK

      114,855.07        260,794.50   

LIFE TECHNOLOGIES CORP COM STK

      860,075.59        904,650.00   

LIFE TIME FITNESS INC COM

      3,491.96        4,099.00   

LIFELINE BIOTECHNOLOGIES INC COM PAR NEW08/22/2008 COM STK

      2,941.19        52.50   

LIFEPOINT HOSPS INC COM ISIN US53219L1098

      178,580.47        209,475.00   

LIFEPOINT HOSPS INC COM ISIN US53219L1098

      297,803.86        363,825.00   

LIFEPOINT HOSPS INC SR SUB NT CONV 3.5% DUE 05-15-2014 BEO

      7,685.00        10,100.40   

LIFETIME BRANDS INC COM

      17,556.84        16,848.00   

LIFEVANTAGE CORP COM STK

      198,313.72        133,497.00   

LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK

      1,811.31        1,694.80   

LIGHTBRIDGE CORP COM

      8,783.60        6,078.24   

LIGHTPATH TECHNOLOGIES INC CL A NEW COM

      113,958.00        59,466.07   

LIHUA INTL INC COM

      5,381.95        5,620.00   

LI-ION MTRS CORP COM

      121.15        54.60   

LIMELIGHT NETWORKS INC COM

      37,093.27        32,303.60   

LIN TV CORP CL A CL A

      3,108.67        8,480.00   

LINCARE HLDGS INC COM

      7,762.40        8,179.07   

LINCARE HLDGS INC COM

      615,447.99        554,039.50   

LINCOLN EDL SVCS CORP COM STK

      39,075.28        38,775.00   

LINCOLN ELEC HLDGS INC COM

      61,650.06        79,635.40   

LINCOLN NATL CORP COM

      9,153.06        13,905.00   

LINCOLN NATL CORP COM

      207,335.23        221,590.08   

LINCOLN NATL CORP COM

      884,276.24        892,701.00   

LINDE AG NPV

      1,328,974.33        1,818,380.46   

LINDSAY CORP COMSTK CALL OPT EXP 1/22/11PR $65 PER SH

      (72.30 )      0.00   

LINDSAY CORPORATION COM

      6,236.95        5,943.00   

LINEAR TECH CORP DEL

      4,798.21        5,220.18   

LINEAR TECH CORP DEL

      238,335.55        196,056.12   

LINN ENERGY LLC UNIT REPSTG LTD LIABILITY CO INTS

      391,137.11        544,941.89   

LINUX GOLD CORP COM

      1,914.90        1,020.00   

LIONBRIDGE TECHNOLOGIES INC COM

      28,794.95        25,092.00   

LIONS GATE ENTMT CORP COM NEW

      6,088.53        5,859.00   

LIQUIDITY SVCS INC COM STK

      16,366.95        14,050.00   

LITHIUM CORP COM STK

      5,897.34        3,327.75   

LITHIUM TECH CORP COM PAR $0.01 STK

      919.12        271.81   

LITTELFUSE INC COM

      167,807.39        202,358.00   

LIVE CURRENT MEDIA INC COM STK

      4,633.77        88.80   

LIVE NATION ENTERTAINMENT INC

      582.69        719.46   

LIVEPERSON INC COM STK ISIN# US5381461012

      1,704.96        2,260.00   

LIVEWIRE MOBILE INC COM NEW COM NEW

      1,015.45        270.00   

LIZ CLAIBORNE INC COM

      512.84        745.97   

LJ INTERNATIONAL INC

      106,408.44        99,762.94   

LKQ CORP COM LKQ CORP

      3,263.76        4,544.00   

LLOYDS BANKING GP ORD GBP0.1

      149,163.77        141,481.44   

LLOYDS BANKING GROUP PLC-ADR

      22,536.03        21,791.22   

LLOYDS BANKING GROUP PLC-ADR

      36,771.70        41,511.00   

LLOYDS BKG GROUP PUBLIC INCOME NT-PINES

      10,042.95        10,380.00   

LLOYDS TSB BK PLC 4.375% DUE 01-12-2015

      139,994.40        139,968.08   

LMP CAP & INCOME FD INC COM STK

      12,256.95        12,450.00   

LMP REAL ESTATE INCOME FD INC COM STK

      19,110.82        20,796.26   

LO JACK CORP COM

      1,343.46        775.20   

LOCAL COM CORP COM STK

      13,934.25        12,980.00   

LOCATEPLUS HLDGS CORP COM NEW

      80.32        0.18   

 

- 80 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

LOCKHEED MARTIN CORP COM

      275,859.81        269,991.93   

LOCKHEED MARTIN CORP COM

      489,621.58        454,415.00   

LOCKHEED MARTIN CORP COM

      337,010.91        519,361.39   

LOCKHEED MARTIN CORP COM

      1,423,246.78        1,352,269.13   

LOCKHEED MARTIN CORP COMSTK CALL OPT EXP01/22/11 PR $70 PER SH

      (1,235.45 )      (1,050.00 ) 

LODGENET INTERACTIVE CORPORATION EFF 1/16/08

      21,463.85        34,425.00   

LOEWS CORP COM

      38,364.44        42,599.76   

LOEWS CORP COM

      193,031.00        194,550.00   

LOEWS CORP COM

      164,232.09        309,723.60   

LOGITECH INTERNATIONAL SA CHF0.25(REGD) (POST-SUBD)

      31,694.69        31,535.00   

LOGITECH INTERNATIONAL-REG COMSTK CALL OPT EXP 03/19/2011 PR $20 PER SH

      (439.26 )      (300.00 ) 

LOGITECH INTL CHF0.25(REGD)

      194,542.73        232,351.47   

LONGCHEER HOLDINGS LTD SHS

      24,158.75        20,170.40   

LOOKSMART LTD COM NEW COM STK

      2,508.95        2,120.00   

LOOPNET INC COM STK

      1,715.21        1,111.00   

LORILLARD INC COM STK

      81,494.48        82,825.62   

LORILLARD INC COM STK

      223,978.08        308,791.78   

LORILLARD INC COM STK

      291,098.19        336,446.00   

LORILLARD INC COM STK CALL OPT EXP 1/21/12 PR $85 PER SH

      (3,786.99 )      (3,720.00 ) 

LOS ANGELES CALIF DEPT WTR & PWR REV 6.574% 07-01-2045 BEO TAXABLE

      60,000.00        61,445.40   

LOUISIANA-PACIFIC CORP COM

      2,656.21        2,960.14   

LOWES COS INC COM

      186,021.75        209,280.81   

LOWES COS INC COM

      641,988.12        727,320.00   

LOWES COS INC COM

      488,564.85        870,752.52   

LOWES COS INC COM

      1,446,403.48        1,467,932.40   

LOWE’S COS INC COMSTK CALL OPT EXP 04/16/11 PR $27 PER SH

      (80.25 )      0.00   

LPL INVT HLDGS INC COM STK

      302,033.64        357,153.40   

LRAD CORP COM

      1,790.94        2,690.00   

LSB INDS INC COM

      4,067.06        4,852.00   

LSI CORP COM STK

      33,368.38        42,091.73   

LSI CORP COM STK

      61,490.38        67,687.00   

LSI CORP COM STK

      176,708.03        92,892.92   

LSI CORP COM STK

      165,855.93        171,913.00   

LTC PPTYS INC COM

      49,315.71        52,784.17   

LTD BRANDS

      34,254.97        33,075.65   

LTD BRANDS

      99,659.64        204,569.61   

LTWC CORP COM

      2,363.76        0.00   

LTX-CREDENCE CORPORATION COMMON STOCK

      530.26        754.80   

LUBBOCK TEX 4.442% 02-15-2018 BEO TAXABLE

      25,013.00        26,428.75   

LUBRIZOL CORP COM

      22,141.19        28,378.46   

LUCENT TECHNOLOGIES CAP TR I CONV TR PFDSECS 7.75%

      18,264.95        21,264.00   

LUFKIN INDS INC COM

      5,331.49        12,478.00   

LUKOIL OIL COMPANY SPON ADR REP 1 ORD RUB0.025

      25,102.81        23,406.00   

LULULEMON ATHLETICA INC COM

      182,963.58        203,823.18   

LUMBER LIQUIDATORS HLDGS INC COM

      1,326.55        1,494.60   

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

      4,263.61        8,068.20   

LUNDIN MNG CORP COM STK

      37,099.82        53,157.84   

LVMH MOET HENNESSY LOUIS VUITTON EUR0.30

      932,087.25        1,474,043.66   

LYNAS CORPORATION NPV

      168,325.70        405,216.04   

LYON WILLIAM HOMES 10.75% DUE 04-01-2013

      24,734.03        21,625.00   

LYONDELLBASELL INDU-CL A-W/I

      51,300.23        58,480.00   

LYONDELLBASELL INDU-CL A-W/I

      214,739.33        229,448.00   

LYRIC JEANS INC COM

      5,370.25        1,185.42   

M & F WORLDWIDE CORP COM

      161,319.51        110,880.00   

M & I MARSHALL & ILSLEY BK MILW WISMEDIUM TERM 7.875 DUE 03-15-2010

      25,392.50        27,146.00   

M & T BK CORP COM

      259,164.32        261,585.25   

M / I HOMES INC

      11,073.95        10,766.00   

MABCURE INC COM

      5,316.81        3,080.00   

MABUCHI MOTOR CO NPV

      692,514.64        711,298.59   

MACK CALI RLTY CORP COM REIT

      3,877.55        5,791.62   

MACK CALI RLTY CORP COM REIT

      41,210.28        39,672.00   

MACK CALI RLTY CORP COM REIT

      306,386.19        327,294.00   

MACQUARIE BK LTD TRANCHE # TR 00011 3.3%DUE 07-17-2014 REG

      910,189.60        908,658.80   

MACQUARIE INFRASTRUCTURE CO LLC MEMBERSHIP INT COM STK

      1,833.86        4,539.61   

MACYS INC COM STK

      35,785.76        42,036.38   

MACYS INC COM STK

      211,208.66        269,698.00   

MACYS INC COM STK

      451,526.23        487,025.00   

MADDEN STEVEN LTD COM

      12,283.62        12,516.00   

MADDEN STEVEN LTD COM

      123,510.45        146,020.00   

MADDEN STEVEN LTD COM

      144,775.65        209,768.16   

MADISON SQUARE GARDEN INC CL A CL A

      1,151.48        1,598.36   

MAGELLAN ENERGY LTD COM NEW STK

      617.90        0.00   

MAGELLAN HLTH SVCS INC COM NEW

      4,069.24        4,444.32   

 

- 81 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MAGELLAN HLTH SVCS INC COM NEW

      230,891.64        247,605.36   

MAGELLAN HLTH SVCS INC COM NEW

      232,000.36        250,584.00   

MAGELLAN HLTH SVCS INC COM NEW

      216,075.36        253,893.60   

MAGELLAN HLTH SVCS INC COM NEW

      570,092.25        628,824.00   

MAGELLAN MIDSTREAM PARTNERS LP COM UNIT REPSTG LTD PARTNER INT

      113,021.07        139,716.42   

MAGELLAN PETE CORP COM

      7,557.80        13,776.00   

MAGIC SOFTWARE ENTERPRISES LTD ORD

      2,267.79        2,132.10   

MAGMA DESIGN AUTOMATION INC COM

      12,501.00        13,527.00   

MAGMA ENERGY CORP COM STK

      11,713.49        13,092.69   

MAGNA INTERNATIONAL INC COMMON STOCK

      41,104.36        45,396.00   

MAGNEQUENCH INC SER B CONV PFD STK

      2,425.65        0.52   

MAGNETEK INC COM

      702.34        405.00   

MAGNUM HUNTER RES CORP DEL COM

      28,053.76        41,760.00   

MAGPLANE TECHNOLOGY INC COM STK

      121,840.72        34,489.38   

MAIDEN HOLDINGS LTD\MAIDEN HOLDINGS LTD\COM STK

      28,657.34        29,082.00   

MAIL.RU GROUP LTD GDR

      128,285.38        115,965.00   

MAIN STR CAP CORP COM STK

      38,469.33        41,996.07   

MAJESCO ENTERTAINMENT CO COM NEW COM NEW

      853.00        769.90   

MAKEMYTRIP LTD USD0.0005

      370.18        270.30   

MAKO SURGICAL CORP STK

      1,313.00        1,522.00   

MAMMOTH ENERGY GROUP INC COM NEW STK

      318.15        290.00   

MAN GROUP ORD USD0.03428571

      209,500.41        259,155.58   

MAN SE ORD NPV

      172,688.08        215,712.00   

MAN SE ORD NPV

      280,741.40        383,144.47   

MAN SE ORD NPV

      697,040.56        868,080.27   

MANDALAY RESORT 6.375% DUE 12-15-2011

      6,971.30        7,008.75   

MANHATTAN ASSOCS INC COM

      63,048.94        79,404.00   

MANITOWOC COMPANY INC COM STK CALL OPT EXP 1/22/11 PR $12.5 PER SH

      (275.78 )      0.00   

MANITOWOC INC COM

      80,080.97        88,719.97   

MANNATECH INC COM STK

      2,199.35        260.03   

MANNKIND CORP COM

      37,058.99        43,644.90   

MANNKIND CORP COMSTK CALL OPT EXP 01/22/11 PR $10 PER SH

      (1,303.50 )      0.00   

MANPOWER INC WIS COM

      78,030.50        106,692.00   

MANPOWER INC WIS COM

      216,472.49        320,076.00   

MANPOWER INC WIS COM

      357,085.26        453,754.80   

MANPOWER INC WIS COM

      550,382.17        684,084.00   

MANTECH INTERNATIONAL CORP-A COMSTK CALLOPT EXP 08/20/11 PR $45 PER SH

      (197.30 )      0.00   

MANTECH INTL CORP CL A CL A

      65,008.85        66,747.95   

MANTECH INTL CORP CL A CL A

      542,770.78        597,218.50   

MAP PHARMACEUTICALS INC COM STK

      2,912.95        3,348.00   

MARATHON OIL CORP COM

      214,078.17        238,506.49   

MARATHON OIL CORP COM

      390,048.67        455,469.00   

MARATHON OIL CORP COM

      380,036.29        661,503.92   

MARATHON OIL CORP COM

      813,065.88        718,382.00   

MARATHON OIL CORP COM

      1,020,852.90        1,073,870.00   

MARINA BIOTECH INC COM

      2,684.37        1,113.73   

MARITEL INC SER G PFD

      14,968.28        1,773.63   

MARK ONE GLOBAL INDS INC

      7,871.10        0.40   

MARKEL CORP HOLDING CO COM

      139,862.52        143,311.27   

MARKEL CORP HOLDING CO COM

      173,851.80        189,065.00   

MARKET VECTORS GOLD MINERS COM STK CALL OPT EXP 1/22/11 PR $63 PER SH

      (545.77 )      (250.00 ) 

MARKET VECTORS GOLD MINERS COM STK CALL OPT EXP 3/19/11 PR $65 PER SH

      (1,505.44 )      (255.00 ) 

MARKET VECTORS GOLD MINERS COM STK CALL OPT EXP 3/19/11 PR $64 PER SH

      (510.72 )      (702.00 ) 

MARKET VECTORS GOLD MINERS COMSTK CALL OPT EXP 01/22/11 PR $62 PER SH

      (682.47 )      (2,020.00 ) 

MARKET VECTORS GOLD MINERS COMSTK CALL OPT EXP 1/22/11 PR $60 PER SH

      (479.77 )      (1,900.00 ) 

MARKET VECTORS RARE EARTH COMSTK CALL OPT EXP 01/22/11 PR 22 PER SH

      (735.46 )      (2,300.00 ) 

MARKETAXESS HLDGS INC COM STK

      42,876.08        54,106.00   

MARKETAXESS HLDGS INC COM STK

      207,110.74        229,950.50   

MARKS & SPENCER GP ORD GBP0.25

      114,830.03        110,422.30   

MARRIOTT INTL INC NEW COM STK CL A

      17,298.10        20,998.18   

MARRIOTT INTL INC NEW COM STK CL A

      178,281.70        300,666.52   

MARSH & MCLENNAN CO’S INC COM

      345,869.40        373,765.14   

MARSH & MCLENNAN CO’S INC COM

      439,473.23        576,874.00   

MARSH & MCLENNAN COS INC COM (FOR ACCT #2219800 ONLY)

      4,570.33        4,784.50   

MARSHALL & ILSLEY CORP MEDIUM TERM NTS BOOK ENTRY MTN 5.35% DUE 04-01-2011

      25,222.75        26,516.75   

MARSHALL & ILSLEY CORP NEW COM STK

      207,155.87        91,828.40   

MARTEK BIOSCIENCES CORP COM STK USD0.10

      21,638.90        30,361.00   

MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK

      2,877.00        2,210.00   

MARUBENI CORP NPV

      508,543.55        668,093.30   

MARVELL TECH GROUP COM USD0.002

      256,708.70        252,576.80   

MARVELL TECH GROUP COM USD0.002

      1,850,246.39        1,936,786.95   

MASCO CORP 5.85% DUE 03-15-2017

      38,869.21        39,710.72   

MASCO CORP COM

      11,075.96        12,862.95   

MASCO CORP COM

      188,953.56        114,104.58   

MASCO CORP NT 7.75 DUE 08-01-2029 BEO

      19,720.00        19,702.18   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MASIMO CORP COM STK

      13,471.24        11,628.00   

MASSEY ENERGY CO COM

      35,531.99        45,798.81   

MASSEY ENERGY CO COM

      180,084.61        137,826.85   

MASSEY ENERGY CO COM

      748,264.45        1,121,285.00   

MASTEC INC COM

      33,348.08        34,286.50   

MASTERCARD INC CL A

      212,836.31        226,160.16   

MASTERCARD INC CL A

      274,941.39        282,378.60   

MASTERCARD INC CL A

      628,022.62        546,156.07   

MATAMEC EXPLORATIONS INC COM

      2,612.85        3,220.50   

MATECH CORP CL A COM STK

      1,403.99        99.56   

MATRIX DENTURE SYS INTL INC COM STK

      0.60        0.00   

MATRIX SVC CO COM

      1,061.28        1,218.00   

MATTEL INC COM

      25,850.81        32,656.14   

MATTEL INC COM

      184,784.76        229,531.18   

MATTSON TECH INC COM

      919.46        900.00   

MAWSON RES LTD COM STK

      90,448.22        154,043.08   

MAXIM INTEGRATED PRODS INC COM

      28,731.94        28,344.00   

MAXIM INTEGRATED PRODS INC COM

      1,060,979.95        1,204,620.00   

MAXIMUM DYNAMICS INC COM STK

      36,167.80        0.00   

MAXIMUS INC COM

      38,161.53        59,022.00   

MAXIMUS INC COM

      231,637.27        383,643.00   

MAXLINEAR INC-CLASS A

      11,944.00        11,836.00   

MAXWELL TECHNOLOGIES INC COM

      29,919.82        37,780.00   

MAXYGEN INC COM STK ISIN# US5777761074

      1,984.45        1,375.50   

MAZDA MOTOR CORP NPV

      189,957.33        195,138.17   

MB FINL BK N A CHICAGO ILL CTF DEP DTD 08-05-2009 3 08-05-2014

      10,000.00        10,000.00   

MBI 01/22/2011 7.500 C MBI 110122C00007500

      (1,281.22 )      (2,250.00 ) 

MBIA INC COM

      26,672.38        33,572.00   

MBNA AMER BK NATL ASSN MEDIUM TERM SUB NTRANCHE # SB 00003 7.125 11-15-12

      346,825.60        346,026.88   

MBNA CAP D TR PFD SECS SER D 8.125% TRUPS MBNA CAP D

      2,559.95        2,530.00   

MBT FINL CORP COM

      113,097.00        115,887.22   

MC CORMICK & CO INC COM NON-VTG

      6,657.31        8,090.12   

MC CORMICK & CO INC COM NON-VTG

      97,205.95        155,782.44   

MC DONALDS CORP COM

      97,813.18        108,999.20   

MC DONALDS CORP COM

      762,481.41        2,040,357.56   

MCAFEE INC COM

      12,397.43        13,893.00   

MCAFEE INC COM

      130,600.90        179,497.56   

MCCLATCHY CO CL A CL A

      1,168.07        1,807.52   

MCDERMOTT INTL INC COM STK $1 PAR

      43,816.26        45,476.62   

MCDERMOTT INTL INC COM STK $1 PAR

      39,109.62        53,794.00   

MCDONALDS CORP COM - SEE TNT# 2543608

      962,589.24        1,074,308.17   

MCDONALD’S CORP COM STK CALL OPT EXP 1/22/11 PR $75 PER SH

      (1,306.19 )      (1,120.00 ) 

MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011

      24,214.25        25,397.55   

MCG CAPITAL CORP COM

      29,866.92        36,244.00   

MCG CAPITAL CORP COM

      35,478.65        59,245.00   

MCGRAW-HILL COS COM USD1

      100,493.93        91,242.33   

MCGRAW-HILL COS COM USD1

      171,916.25        281,303.66   

MCKESSON CORP

      155,284.83        205,701.88   

MCKESSON CORP

      363,083.84        448,250.22   

MCMORAN EXPL CO COM

      13,821.18        20,568.00   

MD - ACCESS CORP PFD

      2,000.00        2,003.68   

MDI INC COM NEW COM NEW

      3,668.37        0.60   

MDU RES GROUP INC COM

      0.00        0.00   

MDU RES GROUP INC COM

      6,568.51        4,054.00   

MDU RES GROUP INC COM

      173,512.42        170,268.00   

MDU RES GROUP INC COM

      357,887.10        356,752.00   

MEAD CORP 7.55% DUE 03-01-2047

      9,915.00        9,321.39   

MEAD JOHNSON NUTRITION COM USD0.01

      5,219.20        8,394.04   

MEAD JOHNSON NUTRITION COM USD0.01

      222,738.76        320,587.50   

MEADOWBROOK INS GROUP INC COM

      54,038.10        60,475.00   

MEADWESTVACO CORP 6.8% DUE 11-15-2032

      14,190.00        13,431.27   

MEADWESTVACO CORP COM

      5,023.94        5,173.90   

MEADWESTVACO CORP COM

      103,491.49        110,761.44   

MEADWESTVACO CORP COM

      241,332.26        266,832.00   

MEC RES LTD COM STK

      82,872.25        81,789.80   

MECHANICAL TECHNOLOGY INC COM NEW STK

      4,496.76        198.75   

MED CARE TECHNOLOGIES INC COM STK

      256.95        100.00   

MED GEN INC NEV COM PAR $.001 NEW COM PAR $.001 NEW

      9,455.60        1,125.00   

MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01

      30,722.54        0.00   

MEDALLION FINL CORP COM

      34,707.98        25,562.20   

MEDCO HEALTH SOLUTIONS INC COM

      242,480.65        291,277.58   

MEDCO HEALTH SOLUTIONS INC COM

      204,760.17        654,179.79   

MEDIABAY INC COM NEW

      2,796.01        32.00   

MEDIAONE GROUP INC PREM INC EXCHANGEABLESECS- 6.25 PIES

      10,233.00        700.00   

MEDIASET EUR0.52

      73,180.73        75,007.72   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MEDICAL PPTYS TR INC COM REIT

      70,519.31        81,386.78   

MEDICINES COMPANY COM

      134,296.18        216,189.00   

MEDICIS PHARMACEUTICAL CORP CL A NEW

      10,004.67        10,126.62   

MEDICIS PHARMACEUTICAL CORP CL A NEW

      192,788.98        330,856.50   

MEDICIS PHARMACEUTICAL CORP CL A NEW

      951,114.33        851,922.00   

MEDIFAST INC COM

      22,086.19        23,104.00   

MEDIFAST INC COMSTK CALL OPT EXP 01/22/11 PR $27 PER SH

      (490.01 )      (1,000.00 ) 

MEDISYS CORP COM NEW

      1,509.95        0.00   

MEDIVATION INC COM STK

      1,411.55        1,517.00   

MEDIVATION INC COM STK

      81,497.18        104,673.00   

MEDNAX INC COM

      5,014.92        5,786.94   

MEDTINO INC COM

      1,537.95        6.00   

MEDTRONIC INC 4.45% DUE 03-15-2020

      130,504.60        134,962.88   

MEDTRONIC INC COM

      288,263.74        292,581.13   

MEDTRONIC INC COM

      348,073.41        382,027.00   

MEDTRONIC INC COM

      435,669.20        433,953.00   

MEDTRONIC INC COM

      442,999.41        489,958.90   

MEDTRONIC INC COM

      825,538.32        890,160.00   

MEDTRONIC INC COM

      814,469.05        1,007,846.57   

MEDTRONIC INC COMSTK CALL OPT EXP 01/22/11 PR $35 PER SH

      (426.72 )      (639.00 ) 

MEGA URANIUM LTD COM

      1,705,856.79        730,915.74   

MELA SCIENCES INC COM

      13,054.37        7,705.00   

MELCO CROWN ENTERTAINMENT LTD

      68,849.62        87,768.00   

MEMC ELECTR MATLS INC COM

      306,152.78        64,576.10   

MEMC ELECTR MATLS INC COM

      76,891.33        68,674.74   

MEMC ELECTR MATLS INC COM

      420,008.07        332,890.64   

MENTOR GRAPHICS CORP COM

      174,747.20        226,800.00   

MERCADOLIBRE INC COM STK

      78,545.06        78,641.10   

MERCADOLIBRE INC COM STK

      418,549.99        463,684.05   

MERCER GOLD CORP COM

      6,114.75        6,150.00   

MERCK & CO INC NEW COM

      0.00        0.00   

MERCK & CO INC NEW COM

      152,336.95        158,539.96   

MERCK & CO INC NEW COM

      515,881.37        515,372.00   

MERCK & CO INC NEW COM

      670,023.88        703,290.11   

MERCK & CO INC NEW COM

      2,342,952.83        2,793,604.56   

MERCK & CO. INC. COM STK CALL OPT EXP 1/22/11 PR $37 PER SH

      (535.46 )      0.00   

MERCK KGAA NPV

      687,742.69        442,027.65   

MERCURY GEN CORP NEW COM

      10,575.86        9,677.25   

MERCURY GEN CORP NEW COM

      78,910.61        81,719.00   

MERCURY GEN CORP NEW COM

      124,616.77        124,729.00   

MERCURY GEN CORP NEW COM

      396,899.42        391,391.00   

MEREDITH CORP COM

      24,104.73        31,878.00   

MERGE HEALTHCARE INC COM STK

      3,635.08        3,730.00   

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   

MERITAGE HOMES CORP COM

      5,918.01        6,660.00   

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

      55,763.37        63,900.46   

MERRILL LYNCH & CO INC MEDIUM TERM NT SER C PFD STK

      25,053.25        250.80   

MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00667 5.45 DUE 02-05-2013

      379,854.80        400,821.72   

MERRILL LYNCH & CO INC MTN BTRANCHE # TR00432 5.45 DUE 07-15-2014 REG

      985.61        1,051.98   

MERRILL LYNCH & CO INC PFD STK

      10,000.00        10,828.30   

MERRILL LYNCH & CO INC STRATEGIC RETURN NT LKD TO SELECT 10

      1,448.00        3.00   

MERU NETWORKS INC COM

      14,906.95        15,420.00   

MESA AIR GROUP INC COM

      29,779.51        3,291.75   

MESA ENERGY HLDGS INC COM

      197,580.55        13,661.07   

METABOLIX INC COM STK

      20,694.82        17,038.00   

METALICO INC COM

      697,252.22        807,118.20   

METALLINE MNG INC COM

      16,887.25        9,500.00   

METANOR RES INC METANOR RES INC

      3,552.00        3,134.60   

METHANEX CORP COM STK

      9,178.33        18,240.00   

METLIFE INC 4.75 DUE 02-08-2021 REG

      19,995.00        20,420.46   

METLIFE INC 5.875% DUE 02-06-2041

      9,981.60        10,543.28   

METLIFE INC 6.4% DUE 12-15-2066

      196,195.20        197,400.00   

METLIFE INC 7.717% DUE 02-15-2019

      24,397.80        24,554.62   

METLIFE INC COM

      178,861.90        198,170.71   

METLIFE INC COM

      754,562.66        853,248.00   

METLIFE INC COM

      925,353.19        936,750.76   

METLIFE INC COM

      840,439.88        1,013,320.88   

METLIFE INC COM

      1,138,595.71        1,277,650.00   

METLIFE INC COM STK CALL OPT EXP 1/22/11 PR $42 PER SH

      (247.53 )      (560.00 ) 

METLIFE INC PFD SER B

      13,958.14        14,047.91   

METLIFE INC SR NT DTD 11/21/2003

      6,768.95        7,627.50   

METRO AG ORD NPV

      551,456.52        643,450.53   

METRO ONE TELECOMMUNICATIONS INC COM NEWSTK

      2,747.56        30.00   

 

- 84 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

METROPCS COMMUNICATIONS INC COM COM

      12,377.71         15,282.30   

METROPCS COMMUNICATIONS INC COM COM

      89,792.95         83,307.48   

METROPCS COMMUNICATIONS INC COM COM

      271,788.70         390,267.00   

METROPOLITAN HEALTH NETWORKS INC COM

      466.33         491.70   

METTLER-TOLEDO INTL INC COM

      5,442.70         7,409.29   

MEXCO ENERGY CORP COM

      2,031.31         382.51   

MEXORO MINERALS LTD COM STK

      10,604.44         1,912.00   

MF SCHWAB CHARLES FAMILY FDS TX EXMP FD

      642,636.00         642,636.00   

MFA FINL INC

      19,634.03         22,078.10   

MFA FINL INC

      403,829.61         427,584.00   

MFB NORTHERN FDS INCOME EQUITY FD

      9,359.80         9,791.34   

MFB NORTHERN FDS SMALL CAP VALUE FD

      305,998.68         329,700.68   

MFB NORTHERN FDS TECHNOLOGY FD

      6,400.00         8,155.01   

MFB NORTHN HI YIELD FXD INC FD

      9,926.87         9,001.24   

MFB NORTHN INTL EQTY INDEX FD

      17,971.78         13,517.46   

MFB NORTHN MULTI-MANAGER MID CAP FD

      14,000.00         15,958.90   

MFC ABERDEEN ASIA-PAC INC FD

      173,353.51         195,240.36   

MFC ABERDEEN GLOBAL INC FD

      72,079.88         70,167.00   

MFC ABERDEEN ISRAEL FD INC COM

      16,183.01         17,225.90   

MFC ADVISORSHARES TR CAMBRIA GLOBAL TACTICAL ETF

      24,749.48         24,706.75   

MFC AGIC CONV & INCOME FD COM

      53,522.03         57,757.33   

MFC AGIC CONVERTIBLE & INCOME FUND II

      14,568.76         18,014.39   

MFC AGIC GLOBAL EQTY & CONV INC FD

      13,332.14         19,233.64   

MFC ALLIANCEBERNSTEIN GLOBAL HI INC FD INC

      129,030.72         146,513.51   

MFC ALLIANCEBERNSTEIN NATIONAL MUN

      9,025.84         81.53   

MFC ALPINE GLOBAL DYNAMIC DIVID FD COM

      20,694.13         17,418.76   

MFC ALPINE GLOBAL PREMIER PPTYS FD COM SHS OF BEN INT

      28,409.27         30,245.23   

MFC ALPINE TOTAL DYNAMIC DIVID FD COM SHBEN INT

      254,789.64         208,808.55   

MFC ALPS ETF TR ALERIAN MLP ETF

      29,358.72         30,262.62   

MFC ALPS ETF TR COHEN & STEERS GLOBAL REALTY MAJORS

      2,235.33         2,620.40   

MFC ALPS ETF TR JEFFERIES TR/J CRB WILDCATTERS EQUITY ETF

      5,320.91         5,952.00   

MFC AMERN INC FD INC COM

      2,689.45         2,711.65   

MFC AMERN SELECT PORTFOLIO INC COM

      18,781.93         16,545.58   

MFC AMERN STRATEGIC INC PORTFOLIO INC COM

      12,196.60         12,060.00   

MFC BARCLAYS BK PLC IPATH DOW JONES-UBS COCOA SUBINDEX TOTAL RETURN ETN

      8,596.95         8,635.80   

MFC BARCLAYS BK PLC IPATH ETNS LKD MSCI INDIA TOTAL

      9,870,275.14         11,632,536.08   

MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY

      31,675.94         33,318.61   

MFC BARCLAYS BK PLC IPATH OPTIMIZED CURRENCY CARRY EXCHANGE TRADED NT

      9,156.95         9,396.00   

MFC BIOTECH HOLDRS TR DEPOSITARY RCPTS

      9,906.56         9,964.00   

MFC BLACKROCK CORE BD TR SHS BEN INT

      10,474.07         10,202.97   

MFC BLACKROCK CORPORATE HIGH YIELD FD INC COM

      20,864.29         20,326.99   

MFC BLACKROCK CORPORATE HIGH YIELD FD VIINC COM

      14,727.69         20,572.54   

MFC BLACKROCK CR ALLOCATION INCOME TR IIINC COM

      10,049.95         4,915.00   

MFC BLACKROCK CREDIT ALL INC TR IV COM

      16,901.30         21,324.28   

MFC BLACKROCK DEBT STRATEGIES FD INC COM

      66,999.49         49,946.30   

MFC BLACKROCK DIVERSIFIED INCOME STRATEGIES FD INC COM

      25,581.71         26,990.68   

MFC BLACKROCK DIVID ACHIEVERS TM TR COM

      3,682.82         3,664.08   

MFC BLACKROCK ENHANCED CAPITAL & INCOME FUND INC

      1,441.43         1,544.40   

MFC BLACKROCK GLOBAL OPPORTUNITIES EQUITY TR COM

      31,583.59         29,662.30   

MFC BLACKROCK INC OPPORTUNITY TR INC.

      16,118.52         15,869.72   

MFC BLACKROCK LTD DURATION INCOME TR COMSHS

      10,870.50         14,470.47   

MFC BLACKROCK MUNIHOLDINGS FD INC AUCTION MKT PFD SER C

      10,000.00         10,693.20   

MFC BLACKROCK SR HIGH INCOME FD INC COM

      49,932.57         42,832.29   

MFC BLACKSTONE / GSO SR FLOATING RATE TERM FD COM

      20,460.75         20,416.68   

MFC BLDRS DEVELOPED MKTS 100 ADR INDEX FD

      10,043.31         7,036.50   

MFC BLUE RIBBON INCOME FD TR UNIT FD TR UNIT

      18,032.66         21,137.59   

MFC BOULDER TOTAL RETURN FD INC COM

      1,847.45         2,328.00   

MFC CALAMOS CONV & HIGH INCOME FD COM SHS

      62,903.85         67,318.06   

MFC CALAMOS STRATEGIC TOTAL RETURN FD COM SH BEN INT

      4,053.95         4,630.00   

MFC CEF BLACKROCK ENERGY & RESOURCES TRUST

      7,601.15         8,622.00   

MFC CENTRAL EUROPE AND RUSSIA FD

      11,891.25         16,680.85   

MFC CENTRAL FD CDA LTD CL A CLOSED-END FUND

      1,170,207.65         1,881,827.94   

MFC CHINA FD INC

      24,465.72         27,386.19   

MFC CLAYMORE DIVID & INCOME FD COM

      6,894.45         7,574.23   

MFC CLAYMORE EXCHANGE TRADED FD TR 2 GUGGENHEIM AIRLINE ETF

      10,783.22         11,866.50   

MFC CLAYMORE EXCHANGE TRADED FD TR 2 GUGGENHEIM INTL MULTI ASSET INCOME ETF

      8,274.05         9,350.64   

MFC CLAYMORE EXCHANGE-TRADED FD TR GUGGENHEIM INSIDER SENTIMENT ETF

      101,681.48         124,625.05   

MFC CLAYMORE EXCHANGE-TRADED FD TR GUGGENHEIM SECTOR ROTATION ETF

      12,949.53         12,562.20   

MFC CLAYMORE EXCHANGE-TRADED FD TR WILSHIRE US REIT ETF

      1,518.45         1,516.77   

MFC COHEN & STEERS DIVID MAJORS FD INC COM

      31,803.46         36,709.67   

MFC COHEN & STEERS GLOBAL INCOME BLDR INC COM

      45,266.90         44,840.00   

MFC COHEN & STEERS INFRASTRUCTURE FD INCCOM

      1,564.49         1,834.67   

MFC COHEN & STEERS REIT & PFD INC FD INCCOM

      13,557.73         15,738.21   

MFC CORNERSTONE PROGRESSIVE RETURN FD COM

      109,995.40         116,048.75   

MFC CREDIT SUISSE ASSET MGMT INCOME FD INC COM

      68,394.81         77,139.25   

 

- 85 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC CREDIT SUISSE HIGH YIELD BD FD SH BEN INT

      6,651.83         6,568.44   

MFC CURRENCYSHARES AUSTRALIAN DLR TR AUSTRALIAN DOLLAR SHS

      53,792.61         57,489.60   

MFC CURRENCYSHARES BRIT POUND STERLING TR BRIT POUND STERLING SHS

      5,307.19         5,451.95   

MFC CURRENCYSHARES CDN DLR TR CDN DOLLARSHS

      29,977.49         31,056.48   

MFC CURRENCYSHARES JAPANESE YEN TR JAPANESE YEN SHS

      40,033.23         42,612.50   

MFC CURRENCYSHARES MEXICAN PESO TR MEXICAN PESO SHS

      8,394.62         8,871.50   

MFC CUSHING MLP TOTAL RETURN FD COM SHS

      13,967.35         16,130.18   

MFC DAILY FINL BEAR 3X SHS NEW

      1,278,266.96         1,093,969.80   

MFC DAILY FINL BULL 3X SHS NEW

      532,736.84         585,113.82   

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB CRUDE OIL DOUBLE

      19,506.33         17,605.17   

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD DOUBLE LONG EXCH TRADED

      222,227.11         278,615.70   

MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD SHORT EXCH TRADED NTS

      1,922.41         1,516.00   

MFC DEUTSCHE BK AG LONDON BRH DB COMMODITY DOUBLE LONG EXCHANGE

      20,075.90         24,997.50   

MFC DIREXION DAILY REAL ESTATE BEAR

      23,783.31         20,171.20   

MFC DIREXION DAILY TECH BEAR 3X

      15,785.89         14,154.72   

MFC DIREXION DAILY TECHNOLOGY BULL 3X SHS

      112,802.07         127,400.00   

MFC DIREXION DLY EMG MKT BEAR 3X

      88,595.68         75,580.25   

MFC DIREXION DLY ENERGY BEAR 3X

      10,521.81         8,569.00   

MFC DIREXION DLY SM CAP BEAR 3X

      729,331.73         645,426.67   

MFC DIREXION SHS ETF TR AIRL SHS

      15,798.95         15,740.00   

MFC DIREXION SHS ETF TR DAILY SEMICONDUCTOR BULL 3X SHS

      78,172.55         93,231.35   

MFC DIREXION SHS ETF TR DEVELOPED MKTS BEAR 3X SHS 3X SHS

      8,020.84         5,754.00   

MFC DIREXION SHS ETF TR DEVELOPED MKTS BULL 3X SHS 3X SHS

      26,803.69         28,370.61   

MFC DIREXION SHS ETF TR DIREXION DAILY EMERGING MKTS BULL 3X SHS

      123,467.68         138,100.69   

MFC DIREXION SHS ETF TR DIREXION DAILY LATIN AMER BULL 3X SHS

      6,347.92         5,664.07   

MFC DIREXION SHS ETF TR DIREXION DAILY MID CAP BULL 3X SHS

      53,854.04         58,888.05   

MFC DIREXION SHS ETF TR DIREXION DAILY REAL ESTATE BULL 3X SHS

      26,738.81         28,516.76   

MFC DIREXION SHS ETF TR ENERGY BULL 3X SHS 3X SHS

      15,492.07         17,593.45   

MFC DIREXION SHS ETF TR LARGE CAP BEAR 3X SHS 3X SHS

      122,367.55         86,823.00   

MFC DIREXION SHS ETF TR LARGE CAP BULL 3X SHS 3X SHS

      114,692.85         164,261.67   

MFC DIREXION SHS ETF TR SMALL CAP BULL 3X SHS 3X SHS

      1,279,634.20         1,475,029.03   

MFC DNP SELECT INC FD INC COM

      117,369.29         131,846.81   

MFC DOW 30SM ENHANCED PREM & INCOME FD INC COM

      36,182.53         35,296.73   

MFC DWS HIGH INCOME TRUST SHS NEW

      17,232.53         14,085.00   

MFC EATON VANCE ENHANCED EQTY INC FD II

      72,878.23         59,587.08   

MFC EATON VANCE ENHANCED EQUITY INCOME FD COM

      10,553.95         9,165.44   

MFC EATON VANCE LTD DURATION INCOME FD COM

      2,393.53         2,407.50   

MFC EATON VANCE SR FLOATING-RATE TR COM

      22,587.74         28,277.17   

MFC EATON VANCE TAX-MANAGED BUY- WRITE INCOME FD COM

      4,801.46         4,630.12   

MFC EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD COM

      544,331.07         399,584.72   

MFC EATON VANCE TX-ADVANTAGED GLO GLOBALDIVID INC FD COM

      22,747.30         22,052.84   

MFC EGA EMERGING GLOBAL SHS TR EMERGING GLOBAL SHS INDXX INDIA

      22,461.28         20,930.10   

MFC ETF FID NASDAQ COMP INDX TS

      11,539.62         21,627.25   

MFC ETFS GOLD TR SH

      229,548.64         262,844.01   

MFC ETFS PALLADIUM TR SH BEN INT

      81,610.92         118,591.95   

MFC ETFS PLATINUM TR SH BEN INT

      34,918.14         37,687.54   

MFC ETFS PRECIOUS METALS BASKET TR ETFS PHYSICAL PM BASKET SHS

      67,994.30         70,720.00   

MFC ETFS SILVER TR SILVER SHS

      391,866.81         490,604.45   

MFC ETFS WHITE METALS BASKET TR ETFS PHYSICAL WM BASKET SHS

      10,250.55         10,997.20   

MFC EVERGREEN MANAGED INC FD AUCTIO N MKT PFD SHS SER M7 TNT# 4631157

      25,397.90         4,159.20   

MFC FIRST TR / ACTIVE DIVID INCOME FD COM

      15,810.85         16,534.50   

MFC FIRST TR BICK INDEX FD COM SHS

      880.94         887.22   

MFC FIRST TR DOW JONES SELECT MICROCAP INDEX FD COM SHS ANNUAL

      51,786.07         57,678.60   

MFC FIRST TR EXCHANGE-TRADED FD DOW JONES INTERNET INDEX FD

      17,483.00         17,160.00   

MFC FIRST TR ISE CHINDIA INDEX FD COM

      5,272.03         5,368.42   

MFC FIRST TR ISE GLOBAL PLATINUM INDEX FD COM

      5,315.17         5,755.22   

MFC FIRST TR ISE GLOBAL WIND ENERGY INDEX FD COM SHS

      12,380.00         10,250.00   

MFC FIRST TR ISE REVERE NAT GAS INDEX FDCOM

      53,505.87         65,065.41   

MFC FIRST TR MORNINGSTAR DIVID LEADERS INDEX FD SHS

      17,103.56         17,534.00   

MFC FIRST TR STRATEGIC HIGH INCOME FD COM SHS

      11,213.06         6,763.50   

MFC FIRST TRUST NASDAQ 100-TECHNOLOGY INDEX FUND

      1,985.05         2,575.45   

MFC FIRST TRUST NASDAQ CLEAN EDGE GREEN ENERGY INDEX FUND

      12,360.40         13,957.00   

MFC FIRST TRUST SENIOR FLOATING RATE INCOME FUND 11

      36,944.03         30,826.62   

MFC FORUM FDS AUXIER FOCUS FD INVS SHS

      14,933.82         17,800.33   

MFC FRANKLIN TEMPLETON LTD DURATION INCOME TR COM

      6,612.92         6,718.15   

MFC GABELLI CONV & INC SECS FD INC COM

      26,747.74         19,580.55   

MFC GABELLI DIVID & INC TR COM

      14,604.95         15,360.00   

MFC GABELLI GLOBAL GOLD NAT RES & INCOMETR COM SH BEN INT

      35,725.27         41,430.50   

MFC GABELLI UTIL TR COM

      5,893.37         4,827.41   

MFC GLOBAL HI INC FD INC

      18,643.41         20,391.23   

MFC GLOBAL X FDS GLOBAL X COPPER MINERS ETF

      6,873.15         7,164.00   

MFC GLOBAL X FDS GLOBAL X LITHIUM ETF

      32,980.99         43,774.50   

MFC GLOBAL X FDS GLOBAL X URANIUM ETF

      44,607.22         45,525.28   

MFC GLOBAL X SILVER MINERS ETF

      261,102.37         298,701.30   

MFC GOLDMAN SACHS GROUP INC

      7,789.63         8,543.50   

 

- 86 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC GRAIL AMERICAN BEACON LARGE CAP VALUE ETF

      17,676.75         15,874.95   

MFC GREENHAVEN CONTINUOUS COMMODITY INDEX FD UNIT BEN INT

      42,656.51         55,388.95   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC

      21,728.06         22,847.00   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC

      17,478.83         25,531.25   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC

      96,244.13         99,481.83   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.

      10,146.17         9,490.00   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.

      22,095.77         22,271.20   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.

      36,474.74         41,992.28   

MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.

      126,934.78         146,608.14   

MFC HANCOCK JOHN BK & THRIFT OPPORTUNITYFD SH BEN INT NEW

      686.86         774.90   

MFC HANCOCK JOHN INC SECS TR SH BEN INT

      43,172.22         60,400.00   

MFC HANCOCK JOHN INVS TR

      9,103.45         10,025.00   

MFC IBI INCOME FD TR UNIT

      19,354.90         17,675.19   

MFC INDEXIQ ETF TR IQ AUSTRALIA SMALL CAP ETF

      997.60         1,030.30   

MFC INDEXIQ ETF TR IQ CANADA SMALL CAP ETF

      2,059.09         2,276.38   

MFC INDEXIQ ETF TR IQ HEDGE MULTI-STRATEGY TRACKER ETF

      3,951.75         3,919.40   

MFC INDIA FD INC COM

      144,136.44         149,254.86   

MFC ING CLARION GLOBAL REAL ESTATE INC FD

      57,891.08         50,922.53   

MFC ING GLOBAL EQTY DIVID & PREM OPPTY FD COM

      62,541.58         54,282.62   

MFC ING INTL HIGH DIVID EQUITY INCOME FDCOM

      14,061.20         15,041.52   

MFC ING PRIME RATE TR SH BEN INT

      3,232.66         3,294.98   

MFC ING RISK MANAGED NAT RES FD COM

      27,129.38         25,597.60   

MFC INVESCO HIGH YIELD INVST FD

      25,506.93         25,981.02   

MFC INVESCO VAN KAMPEN DYNAMIC CR OPPORTUNIT FUND COM

      21,360.89         21,093.78   

MFC INVESCO VAN KAMPEN SR INC TR COM

      218,049.82         193,621.57   

MFC IPATH DJ-UBS AGRICLTRE TOTAL RETURN SUB-INDEX ETN 10/22/37

      95,660.97         107,534.35   

MFC IPATH DOW JONES-UBS COMMODITY INDEX TOTAL RETURN ETN 6/12/36

      103,410.22         112,239.20   

MFC IPATH DOW JONES-UBS COPER SUBINDEX TOTAL RETURN ETN 10/22/37

      42,668.45         50,826.00   

MFC IPATH DOW JONES-UBS GRAINS SUBINDEX TOTAL RETURN ETN 10/22/37

      9,621.76         10,618.00   

MFC IPATH DOW JONES-UBS SUGAR SUBINDEX TOTAL RETURN ETN 6/24/38

      2,576.74         4,209.75   

MFC ISHARES DOW JONES US INDEX FUND

      71,435.25         83,982.49   

MFC ISHARES FTSE DEVELOPED SMALL CAP EX-NORTH AMERICA INDEX FUND

      36,860.69         40,056.98   

MFC ISHARES FTSE EPRA/NAREIT ASIA INDEX

      4,488.10         6,531.30   

MFC ISHARES FTSE EPRA/NAREIT GLOBAL REALESTATE EX-U.S INDEX FUND

      12,633.33         14,388.64   

MFC ISHARES GOLD TRUST

      549,409.02         647,559.30   

MFC ISHARES IBOXX INVT GRADE GROUP BD FD

      631,551.33         635,278.17   

MFC ISHARES INC MCSI BRIC INDEX FD

      26,794.60         27,022.05   

MFC ISHARES INC MSCI AUSTRALIA INDEX FD

      505,580.72         560,631.71   

MFC ISHARES INC MSCI BRAZIL FREE INDEX FD

      13,763,586.03         14,330,219.59   

MFC ISHARES INC MSCI CDA INDEX FD

      210,898.95         250,776.76   

MFC ISHARES INC MSCI EMU INDEX FD

      3,169.68         2,400.97   

MFC ISHARES INC MSCI FRANCE INDEX FD

      48,506.95         48,900.00   

MFC ISHARES INC MSCI GERMANY INDEX FD

      31,998.36         31,313.52   

MFC ISHARES INC MSCI HONG KONG INDEX FD

      104,604.96         113,761.51   

MFC ISHARES INC MSCI ITALY INDEX FD

      5,349.95         4,914.00   

MFC ISHARES INC MSCI JAPAN INDEX FD

      72,552.95         76,357.54   

MFC ISHARES INC MSCI MALAYSIA FREE INDEXFD

      78,608.81         87,604.11   

MFC ISHARES INC MSCI PAC EX-JAPAN INDEX FD

      73,919.48         80,216.14   

MFC ISHARES INC MSCI S AFRICA INDEX FD

      5,221.86         6,422.48   

MFC ISHARES INC MSCI S KOREA INDEX FD

      55,155.52         67,863.50   

MFC ISHARES INC MSCI SINGAPORE INDEX FD

      70,482.21         84,012.35   

MFC ISHARES INC MSCI SPAIN INDEX FD

      14,779.92         12,010.93   

MFC ISHARES INC MSCI SWEDEN INDEX FD

      45,228.30         48,562.65   

MFC ISHARES INC MSCI SWITZ INDEX FD

      44,046.27         49,783.80   

MFC ISHARES INC MSCI TAIWAN INDEX FD

      87,156.36         100,934.27   

MFC ISHARES INC MSCI TURKEY INDEX FD

      44,987.06         42,091.29   

MFC ISHARES INC MSCI UK INDEX FD

      79,647.03         79,411.49   

MFC ISHARES INTERMEDIATE CREDIT

      287,330.16         287,617.87   

MFC ISHARES MSCI ALL COUNTRY ASIA EX JAPAN INDEX FUND

      10,809.88         13,006.01   

MFC ISHARES S&P GLOBAL CLEAN ENERGY INDEX FD

      4,052.24         3,748.05   

MFC ISHARES S&P GLOBAL TIMBER AND FORESTRY INDEX FUND

      4,271.64         4,840.76   

MFC ISHARES S&P GSCI COMMODITY-IND

      26,581.06         28,303.00   

MFC ISHARES S&P GSTI NETWORKING IN

      71,956.50         82,023.37   

MFC ISHARES S&P/CITIGROUP 1-3 YEAR INTERNATIONAL TREASURY BOND FUND

      1,517.15         1,563.15   

MFC ISHARES SILVER TR ISHARES

      2,898,676.68         3,985,087.92   

MFC ISHARES TR BARCLAYS 1-3 YR CR BD FD

      308,361.37         308,681.84   

MFC ISHARES TR BARCLAYS TIPS BD FD

      2,669,167.43         2,758,006.70   

MFC ISHARES TR COHEN & STEERS REALTY MAJORS INDEX FD CLOSE END

      13,637,468.20         15,234,198.57   

MFC ISHARES TR DOW JONES SELECT DIVID INDEX FD

      365,100.22         380,184.84   

MFC ISHARES TR DOW JONES TRANSN AVERAGE INDEX FD

      229,330.59         279,156.11   

MFC ISHARES TR DOW JONES U S

      12,405,259.00         13,706,271.30   

MFC ISHARES TR DOW JONES U S BASIC MATERIALS SECTOR

      186,819.97         232,059.32   

MFC ISHARES TR DOW JONES U S CONSUMER GOODS SECTOR

      9,583.90         10,011.83   

MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD

      49,686.68         56,946.78   

MFC ISHARES TR DOW JONES U S FINL SECTORINDEX FD

      34,955.94         31,564.62   

 

- 87 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR

      91,333.89         93,157.48   

MFC ISHARES TR DOW JONES U S REAL ESTATEINDEX FD

      310,585.48         317,546.14   

MFC ISHARES TR DOW JONES U S TECHNOLOGY SECTOR

      103,976.02         108,698.74   

MFC ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD

      106,486.77         111,560.38   

MFC ISHARES TR DOW JONES US PHARMACEUTICALS INDEX FD

      11,388.28         11,894.79   

MFC ISHARES TR DOW JONES US AEROSPACE & DEFENSE

      12,884.24         14,418.25   

MFC ISHARES TR DOW JONES US HOME CONSTN INDEX FD

      11,168.32         12,156.67   

MFC ISHARES TR DOW JONES US MEDICAL DEVICES INDEX

      30,620.24         33,273.55   

MFC ISHARES TR DOW JONES US OIL & GAS EXPL &

      11,598.58         12,778.43   

MFC ISHARES TR DOW JONES US OIL EQUIP & SVCS INDEX FD

      15,914.06         17,412.15   

MFC ISHARES TR FTSE CHINA 25 INDEX FD

      932,468.92         934,349.90   

MFC ISHARES TR FTSE NAREIT MTG REITS INDEX FD

      5,980.22         6,306.01   

MFC ISHARES TR FTSE NAREIT RESIDENTIAL INDEX FD

      1,881.95         3,939.00   

MFC ISHARES TR IBOXX $ HIGH YIELD CORP BD FD

      460,336.13         471,479.93   

MFC ISHARES TR JPMORGAN USD EMERGING MKTS BD FD

      59,381.46         57,344.45   

MFC ISHARES TR LARGE CORE INDEX FD

      2,626.46         2,968.91   

MFC ISHARES TR LARGE GROWTH INDEX FD

      33,470.96         34,218.98   

MFC ISHARES TR LEHMAN AGENCY BOND FD

      6,507.96         6,571.20   

MFC ISHARES TR MORNINGSTAR LARGE VALUE INDEX FD

      18,380.40         16,763.35   

MFC ISHARES TR MORNINGSTAR MID GROWTH INDEX FD

      33,854.54         38,711.76   

MFC ISHARES TR MORNINGSTAR SMALL CORE INDEX FD

      2,004.90         4,900.83   

MFC ISHARES TR MORNINGSTAR SMALL GROWTH INDEX FD

      29,745.68         32,944.96   

MFC ISHARES TR MORNINGSTAR SMALL VALUE INDEX FD

      49,067.02         53,347.03   

MFC ISHARES TR MSCI ALL PERU CAPPED INDEX FD

      46,662.03         55,396.00   

MFC ISHARES TR MSCI EAFE GROWTH INDEX FD

      362,576.73         374,940.65   

MFC ISHARES TR MSCI EAFE INDEX FD

      1,637,991.92         1,700,958.72   

MFC ISHARES TR MSCI EAFE SMALL CAP INDEXFD

      60,442.29         79,542.04   

MFC ISHARES TR MSCI EAFE VALUE INDEX FD

      555,748.05         509,993.69   

MFC ISHARES TR MSCI EMERGING MKTS INDEX FD

      1,803,415.49         1,998,401.86   

MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD

      1,098,526.62         1,228,734.21   

MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD

      1,465,077.74         1,516,543.32   

MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD

      1,566,252.78         1,791,063.23   

MFC ISHARES TR RUSSELL 2000 INDEX FD

      255,992.21         289,277.53   

MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD

      945,277.56         1,066,358.89   

MFC ISHARES TR RUSSELL 3000 GROWTH INDEXFD

      130,040.80         140,236.32   

MFC ISHARES TR RUSSELL 3000 INDEX FD

      101,848.59         113,649.98   

MFC ISHARES TR RUSSELL 3000 VALUE INDEX FD 3000 VALUE INDEZ FUD

      39,211.72         60,698.00   

MFC ISHARES TR RUSSELL MICROCAP INDEX FD

      44,727.02         49,406.56   

MFC ISHARES TR RUSSELL MIDCAP GROWTH INDEX FD

      170,473.82         201,292.99   

MFC ISHARES TR RUSSELL MIDCAP INDEX FD

      104,562.55         123,713.45   

MFC ISHARES TR RUSSELL MIDCAP VALUE INDEX FD

      197,932.59         220,096.87   

MFC ISHARES TR S & P

      43,066.58         46,838.53   

MFC ISHARES TR S&P 1500 INDEX FD

      17,578.26         23,731.07   

MFC ISHARES TR S&P 500 GROWTH INDEX FD

      109,656.35         129,001.07   

MFC ISHARES TR S&P 500 INDEX FD

      720,440.93         767,252.43   

MFC ISHARES TR S&P 500 VALUE INDEX FD

      94,094.07         103,391.15   

MFC ISHARES TR S&P AGGRESSIVE ALLOCATIONFD

      11,626.33         17,701.22   

MFC ISHARES TR S&P ASIA 50 INDEX FD

      96.71         94.69   

MFC ISHARES TR S&P EMERGING MKTS ETF

      9,952.62         12,012.00   

MFC ISHARES TR S&P EUROPE 350 S&P EURO PLUS INDEX FD

      17,815.06         15,977.57   

MFC ISHARES TR S&P GLOBAL CONSUMER STAPLES INDEX

      22,343.14         23,541.69   

MFC ISHARES TR S&P GLOBAL ENERGY SECTOR INDEX FD

      165,546.51         187,136.93   

MFC ISHARES TR S&P GLOBAL FINLS SECTOR INDEX FD

      11,303.38         11,532.50   

MFC ISHARES TR S&P GLOBAL INFO TECHNOLOGY SECTOR

      20,757.61         25,291.56   

MFC ISHARES TR S&P GLOBAL INFRASTRUCTUREINDEX FD

      72,154.62         74,502.50   

MFC ISHARES TR S&P GLOBAL MATERIALS INDEX FD

      49,353.79         59,476.51   

MFC ISHARES TR S&P GLOBAL UTILITIES INDEX FD

      39,084.86         39,063.53   

MFC ISHARES TR S&P LATIN AMER 40 INDEX FD

      238,741.99         275,259.82   

MFC ISHARES TR S&P MIDCAP 400 GROWTH INDEX FD GROWTH INDEX FD

      258,073.59         288,092.44   

MFC ISHARES TR S&P MIDCAP 400 INDEX FD

      358,920.55         421,600.85   

MFC ISHARES TR S&P MIDCAP 400 VALUE INDEX FD

      212,287.47         240,446.75   

MFC ISHARES TR S&P SMALLCAP 600 GROWTH INDEX FD

      133,340.72         197,658.14   

MFC ISHARES TR S&P SMALLCAP 600 INDEX FD

      383,398.73         477,790.71   

MFC ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD

      182,888.44         208,810.69   

MFC ISHARES TR S&P U S PFD STK INDEX FD

      500,152.79         498,337.38   

MFC ISHARES TR SM CAP INDEX FD

      20,187.95         20,930.91   

MFC JOHN HANCOCK PREMIUM DIVIDEND FUND

      9,092.80         13,976.55   

MFC KAYNE ANDERSON ENERGY TOTAL RETURN FD INC COM

      12,872.80         14,554.95   

MFC KOREA EQTY FD INC

      1,129.06         1,227.77   

MFC KOREA FD INC COM NEW

      16,031.68         9,968.86   

MFC LATIN AMER DISCOVERY FD INC CLOSED END

      14,438.90         9,585.00   

MFC LIBERTY ALL STAR EQUITY FD SH BEN INT

      97.65         113.48   

MFC MACQUARIE / 1ST TR GLOBAL INFRASTRUCTU COM

      1,250.25         1,721.60   

MFC MACQUARIE GLOBAL INFRASTRUCTURE TOTAL RETURN FD INC COM

      23,336.69         24,192.00   

MFC MANAGED HI YIELD PLUS FD INC COM STK

      4,838.00         5,060.00   

 

- 88 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC MARKET VECTORS ETF TR URANIUM+NUCLEAR ENERGY ETF

      17,192.70         18,885.65   

MFC MARKET VECTORS ETF TR AGRIBUSINESS ETF

      729,197.33         823,749.25   

MFC MARKET VECTORS ETF TR BRAZIL SM CAP ETF

      70,007.14         81,997.02   

MFC MARKET VECTORS ETF TR CHINA A SHS ETF

      4,686.95         4,503.00   

MFC MARKET VECTORS ETF TR COAL ETF

      204,159.59         262,189.13   

MFC MARKET VECTORS ETF TR ENVIRONMENTAL SVCS ETF

      16,084.00         20,839.85   

MFC MARKET VECTORS ETF TR GLOBAL ALTERNATIVE ENERGY ETF

      45,444.25         30,646.20   

MFC MARKET VECTORS ETF TR GOLD MINERS ETF FD

      5,911,860.42         6,673,880.52   

MFC MARKET VECTORS ETF TR INDONESIA ETF

      28,424.65         29,586.65   

MFC MARKET VECTORS ETF TR JR GOLD MINERSETF

      339,007.25         353,163.00   

MFC MARKET VECTORS ETF TR LEHMAN BROS HIGH-YIELD MUN ETF

      3,556.45         4,276.50   

MFC MARKET VECTORS ETF TR RARE EARTH STRATEGIC METALS ETF

      54,073.25         62,400.00   

MFC MARKET VECTORS ETF TR RUSSIA ETF

      58,664.82         66,348.34   

MFC MARKET VECTORS ETF TR RVE HARD ASSETS PRODUCERS ETF

      33,226.59         38,950.00   

MFC MARKET VECTORS ETF TR SOLAR ENERGY ETF

      407.34         290.77   

MFC MARKET VECTORS ETF TR STEEL ETF

      236,599.11         277,038.95   

MFC MARKET VECTORS VIETNAM ETF

      44,131.50         42,280.70   

MFC MFS INTER HIGH INCOME FD SH BEN INT

      20,786.47         20,762.39   

MFC MFS INTER INC TR CLOSED END FD

      62,113.90         56,790.00   

MFC MFS MULTIMARKET INCOME TR SH BEN INT

      80,456.75         96,248.82   

MFC MLP & STRATEGY EQUITY FD INC COM

      4,350.52         5,286.00   

MFC MORGAN STANLEY CHINA A SH FD INC COM

      4,278.14         4,102.50   

MFC MORGAN STANLEY EMERGING MKTS DOMESTIC DEBT FD INC COM

      27,194.60         32,300.00   

MFC MORGAN STANLEY MKT VECTORS BASED PERFORMANCE OF DOUBLE

      15,927.98         13,690.80   

MFC MORGAN STANLEY MKT VECTORS CHINESE RENMINBI USD ETNS

      3,829.82         3,813.58   

MFC NEUBERGER BERMAN HI YIELD STRATEGIESF COM

      68,573.29         81,948.36   

MFC NEUBERGER BERMAN REAL ESTATE SECS INCOME FD INC COM

      16,373.66         41,098.11   

MFC NEW ZEALAND DOLLAR FD

      5,565.50         5,915.00   

MFC NFJ DIVID INT & PREM STRATEGY FD COMSHS

      31,272.56         40,288.97   

MFC NORTHERN LTS FD TR PAC FINL STRATEGIC

      239,802.06         232,728.53   

MFC NORTHERN LTS FD TR PAC FINL CORE EQUITY FD INV CL

      223,989.07         245,879.36   

MFC NORTHERN LTS FD TR PAC FINL INTL FD INV CL

      62,951.11         64,609.80   

MFC NUVEEN DIVID ADVANTAGE MUN FD

      114.87         103.72   

MFC NUVEEN FLOATING RATE INCOME OPPORTUNITY FD COM SHS

      32,172.14         39,049.39   

MFC NUVEEN INVT TR II TRADEWINDS GLOBAL RES FD CL A

      44,114.15         53,379.29   

MFC NUVEEN INVT TR V PFD SECS FD CL A

      3,555.57         3,538.47   

MFC NUVEEN MULTI-CURRENCY SHORT- TERM GOVT INCOME FD COM

      1,185.53         1,025.92   

MFC NUVEEN MULTI-STATEY INC & GROWTH FD II

      39,247.23         38,690.00   

MFC NUVEEN MULTI-STRATEGY INC & GROWTH FD

      46,066.54         37,275.78   

MFC NUVEEN PFD & CONV INCOME FD 2 PFD SER F2

      30,000.00         30,028.20   

MFC NUVEEN QUAL PFD INC FD 2

      18,799.60         19,576.01   

MFC NUVEEN QUAL PFD INC FD 3 COM

      6,798.95         7,740.00   

MFC NUVEEN SR INC FD COM

      7,550.00         7,428.78   

MFC OIL SVC HOLDRS TR OIL SVC HOLDRS DEPOSITARY RCPT

      150,186.14         168,636.00   

MFC OPPENHEIMER EMERGING MKTS DEBT FD CLA SHS

      50,000.00         50,380.23   

MFC PCM FD INC

      38,948.90         34,320.79   

MFC PETRO & RES CORP CAP CLOSED END FD

      4,748.00         5,404.00   

MFC PIMCO BROAD US TIPS INDX FN

      3,540.73         3,637.33   

MFC PIMCO CORPORATE OPPORTUNITY FD COM

      17,459.52         17,879.15   

MFC PIMCO ETF TR 1-3 YEAR U S TREAS INDEX FD

      9,998.64         9,980.32   

MFC PIMCO ETF TR 1-5 YR US TIPS INDEX FD

      57,063.93         57,732.84   

MFC PIMCO ETF TR 15+ YR US TIPS INDEX FD

      1,474.46         1,413.10   

MFC PIMCO ETF TR ENHANCED SHORT MATURITYSTRATEGY FD

      910.08         906.39   

MFC PIMCO HIGH INCOME FD COM SHS

      133,302.50         141,101.41   

MFC PIMCO INCOME OPPORTUNITY FD COM

      887.70         984.22   

MFC PIMCO INCOME STRATEGY FUND

      17,116.08         15,139.77   

MFC PIMCO INCOME STRATEGY FUND II

      19,548.02         198.00   

MFC PIMCO MUN INCOME FD II COM

      227.97         169.02   

MFC PIMCO STRATEGIC GLOBAL GOVT FD INC COM

      115,212.54         114,015.16   

MFC PIONEER FLOATING RATE TR COM CORP PFD

      3.28         2.94   

MFC PIONEER HI INC TR COM

      31,451.93         30,553.02   

MFC POWERSHARES ACTIVELY MANAGED EXCHANGE TRADED

      14,189.45         14,020.00   

MFC POWERSHARES DB AGRICULTURE FUND

      257,012.72         294,978.75   

MFC POWERSHARES DB COMMODITY INDEX TRACKING FD UNIT BEN INT

      154,971.86         176,271.82   

MFC POWERSHARES DB G10 CURRENCY HARVEST FD COM UNIT BEN INT

      35,101.39         34,137.41   

MFC POWERSHARES DB MULTI-SECTOR COMM TR PWR SH DB PRECIOUS METAL FDCOM

      89,015.39         150,374.64   

MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR POWER SH DB OIL FD COM UNIT

      76,656.66         84,660.00   

MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR PWR SH DB ENERGY FD COM UIT

      5,081.14         5,644.80   

MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BEARISH

      82,959.53         86,190.41   

MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BULLISH

      110,206.32         109,493.45   

MFC POWERSHARES EXCHANGE-TRADED FD TR

      6,941.95         7,010.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR

      9,246.95         9,265.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR

      165,958.51         159,738.05   

MFC POWERSHARES EXCHANGE-TRADED FD TR AEROSPACE & DEFENSE PORT

      7,745.11         7,646.35   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BIOTECHNOLOGY & GENOME PORTFOLIO

      30,769.23         33,988.45   

 

- 89 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BUYBACK ACHIEVERS PORT

      6,001.84         5,891.57   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CLEANTECH PORTFOLIO

      4,906.31         5,651.31   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CONSUMER STAPLES SECTOR

      39,277.90         47,092.34   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC ENERGY EXPL & PRODTN PORTFOLIO

      6,925.13         7,082.49   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC ENERGY SECTOR PORT

      10,098.95         11,223.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC FOOD & BEVERAGE PORTFOLIO

      144,737.05         145,056.11   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC LARGE CAP GROWTH PORT

      73,071.84         75,075.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MARKET PORT

      10,009.30         9,244.30   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MID CAP VALUE PORT

      10,911.18         9,474.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC OIL SVC PORTFOLIO

      4,891.71         6,549.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC PHARMACEUTICALS PORTFOLIO

      3,648.70         4,868.49   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SMALL CAP VALUE PORT

      1,658.51         1,595.84   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SOFTWARE PORTFOLIO

      20,754.73         26,208.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC UTILITIES PORTFOLIO

      10,511.81         11,438.79   

MFC POWERSHARES EXCHANGE-TRADED FD TR FINL PFD PORTFOLIO

      59,476.15         59,751.42   

MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1000 PORT

      408,882.45         462,478.62   

MFC POWERSHARES EXCHANGE-TRADED FD TR HIGH YIELD EQUITY DIVID ACHIEVERS

      48,015.22         52,218.34   

MFC POWERSHARES EXCHANGE-TRADED FD TR INTL DIVID ACHIEVERS PORTFOLIO

      19,389.32         21,067.20   

MFC POWERSHARES EXCHANGE-TRADED FD TR LUX NANOTECH PORTFOLIO

      3,501.09         2,940.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR S&P 500 HIGH QUALITY PORT

      11,379.31         9,450.20   

MFC POWERSHARES EXCHANGE-TRADED FD TR WATER RES PORT

      85,983.75         90,710.06   

MFC POWERSHARES EXCHANGE-TRADED FD TR WILDER HILL CLEAN ENERGY PORTFOLIO

      108,366.84         76,568.73   

MFC POWERSHARES EXCHANGE-TRADED FD TR WILDERHILL PROGRESSIVE ENERGY PORTFOLIO

      2,408.02         2,826.70   

MFC POWERSHARES EXCHANGE-TRADED FD TR ZACKS MICRO CAP PORTFOLIO

      8,453.83         7,206.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR IICEF INCOME COMPOSITE PORT

      23,107.16         22,534.78   

MFC POWERSHARES EXCHANGE-TRADED FD TR IIDWA EMERGING MKTS TECHNICAL LEADERS

      17,292.44         17,446.75   

MFC POWERSHARES EXCHANGE-TRADED FD TR IIEMERGING MKTS INFRASTRUCTURE PORTFOLIO

      15,046.20         16,086.00   

MFC POWERSHARES EXCHANGE-TRADED FD TR IIGLOBAL NUCLEAR ENERGY PORTFOLIO

      5,310.58         6,518.66   

MFC POWERSHARES EXCHANGE-TRADED FD TR IIS&P SMALLCAP ENERGY PORT

      11,652.50         13,420.00   

MFC POWERSHARES GLOBAL AGRICULTURE PORTFOLIO

      5,059.27         6,417.40   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR AGGREGATE PFD PORTFOLIO

      92,652.06         93,412.61   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR EMERGING MARKETS SOVEREIGN

      13,897.28         13,335.00   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI DEV MARKETS EX U.S PORT

      72,413.68         66,011.75   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI EMERGING MARKETS PORT

      82,438.99         104,795.70   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL CLEAN ENERGY PORT

      7,282.94         3,490.00   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL WATER PORT

      21,731.95         22,011.00   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR HIGH YIELD USD BD PORTFOLIO

      57,347.78         59,191.46   

MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR S&P 500 BUYWRITE PORTFOLIO

      5,726.81         5,754.40   

MFC POWERSHARES GLOBAL WIND ENERGY PORTFOLIO

      4,772.67         2,972.73   

MFC POWERSHARES INDIA EXCHANGE TRADED FDTR POWER SHS INDIA PORT

      8,070.39         8,145.38   

MFC POWERSHARES QQQ TR UNIT SER 1

      1,782,518.58         1,940,819.34   

MFC POWERSHRS FTSE RAFI US 1500 SMLL-MIDPORTFOLIO

      40,662.50         68,660.55   

MFC PROSHARES TR II PROSHARES ULTRA SILVER

      642,572.85         708,897.30   

MFC PROSHARES TR II PROSHARES ULTRA GOLD

      151,923.24         159,120.00   

MFC PROSHARES TR II PROSHARES ULTRASHORTDJ UBS CRUDE OIL

      317,090.80         259,436.70   

MFC PROSHARES TR II PROSHARES ULTRASHORTEURO

      138,567.54         140,545.20   

MFC PROSHARES TR II PROSHARES ULTRASHORTGOLD NEW

      6,265.60         5,421.00   

MFC PROSHARES TR II PROSHARES ULTRASHORTSILVER NEW

      57,958.98         51,064.00   

MFC PROSHARES TR II PROSHARES ULTRASHORTYEN

      45,522.44         39,175.00   

MFC PROSHARES TR PROSHARES CREDIT SUISSE130/30

      3,758.93         4,277.25   

MFC PROSHARES TR PROSHARES SHORT MIDCAP400

      22,244.42         16,906.50   

MFC PROSHARES TR PROSHARES SHORT RUSSELL2000

      11,961.43         9,654.00   

MFC PROSHARES TR PROSHARES SHORT DOW30

      41,304.91         37,237.20   

MFC PROSHARES TR PROSHARES SHORT FINLS

      14,948.96         12,831.00   

MFC PROSHARES TR PROSHARES SHORT MSCI EMERGING MARKETS

      23,398.67         17,629.50   

MFC PROSHARES TR PROSHARES SHORT QQQ

      47,353.76         41,604.00   

MFC PROSHARES TR PROSHARES SHORT S&P500

      429,033.21         375,489.60   

MFC PROSHARES TR PROSHARES ULTRA MIDCAP400

      214,499.91         289,748.78   

MFC PROSHARES TR PROSHARES ULTRA RUSSELL1000 VALUE

      1,820.95         2,914.00   

MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000

      217,105.21         236,155.96   

MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000 VALUE

      17.65         27.25   

MFC PROSHARES TR PROSHARES ULTRA SEMICONDUCTORS

      20,970.41         27,874.00   

MFC PROSHARES TR PROSHARES ULTRA SMALLCAP600

      132,677.76         166,932.00   

MFC PROSHARES TR PROSHARES ULTRA TECHNOLOGY

      77,298.81         108,679.55   

MFC PROSHARES TR PROSHARES ULTRA BASIC MATERIALS

      57,927.20         78,510.54   

MFC PROSHARES TR PROSHARES ULTRA DOW30

      236,212.08         278,250.56   

MFC PROSHARES TR PROSHARES ULTRA HEALTH CARE

      3,192.53         3,920.90   

MFC PROSHARES TR PROSHARES ULTRA OIL & GAS

      94,265.57         131,921.03   

MFC PROSHARES TR PROSHARES ULTRA QQQ

      354,886.18         364,399.25   

MFC PROSHARES TR PROSHARES ULTRA RUSSELLMIDCAP GROWTH

      29,488.25         44,621.26   

MFC PROSHARES TR PROSHARES ULTRA S&P500

      591,349.64         662,497.69   

MFC PROSHARES TR PROSHARES ULTRAPRO S&P500

      97,509.36         100,610.81   

MFC PROSHARES TR PROSHARES ULTRAPRO SHORT S&P500

      219,205.96         173,603.04   

MFC PROSHARES TR PROSHARES ULTRASHORT 20+ YR TREAS

      798,891.24         811,768.64   

MFC PROSHARES TR PROSHARES ULTRASHORT 7-10 YR TREAS

      22,282.54         21,170.00   

 

- 90 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC PROSHARES TR PROSHARES ULTRASHORT DOW30

      246,018.02         209,380.50   

MFC PROSHARES TR PROSHARES ULTRASHORT FINL

      282,167.03         211,090.57   

MFC PROSHARES TR PROSHARES ULTRASHORT MSCI EAFE

      23,542.89         13,350.00   

MFC PROSHARES TR PROSHARES ULTRASHORT QQQ

      279,097.81         270,560.32   

MFC PROSHARES TR PROSHARES ULTRASHORT RUSSELL MIDCAP GROWTH

      5,157.95         710.00   

MFC PROSHARES TR PROSHARES ULTRASHORT RUSSELL1000 VALUE

      43,985.90         30,960.00   

MFC PROSHARES TR PROSHARES ULTRASHORT S&P500

      1,758,664.02         1,572,698.16   

MFC PROSHARES TR PROSHARES ULTRASHORT SMALLCAP600

      3,518.40         2,174.40   

MFC PROSHARES TR PROSHARES ULTRASHORT TECHNOLOGY

      34,877.14         15,510.00   

MFC PROSHARES TR SHORT 20+ YR TREASURY

      355,344.76         360,549.00   

MFC PROSHARES TR ULTRAPRO QQQ

      13,369.66         14,788.00   

MFC PROSHARES TR ULTRAPRO SHORT QQQ

      7,594.90         6,547.80   

MFC PROSHARES TR ULTRASHORT MSCI BRAZIL

      21,467.35         19,578.00   

MFC PROSHARES TR ULTRASHORT MSCI EUROPE

      28,393.69         23,649.95   

MFC PROSHARES TR ULTRASHORT RUSSELL 2000 PROSHARES

      83,674.24         69,708.00   

MFC PROSHARES ULTRA DJ AIG-CRUDE OIL

      160,966.03         199,295.25   

MFC PROSHARES ULTRA DJ UBS COMMODITY

      10,698.48         11,787.75   

MFC PROSHARES ULTRA FINANCIALS

      251,416.46         279,009.08   

MFC PROSHARES ULTRA REAL ESTATE

      75,042.60         91,721.01   

MFC PROSHARES ULTRASHORT BASIC M

      7,401.89         5,675.80   

MFC PROSHARES ULTRASHORT FTSE

      117,446.94         99,384.32   

MFC PROSHARES ULTRASHORT MSCI EM

      22,072.33         15,569.61   

MFC PROSHARES ULTRASHORT OIL & G

      8,562.26         7,484.00   

MFC PROSHARES ULTRASHORT REAL ES

      255,754.66         199,666.98   

MFC PUTNAM MUN OPPORTUNITIES TR SH BEN INT

      399.70         367.44   

MFC RAND CAP CORP COM

      1,853.00         1,535.00   

MFC ROYCE FOCUS TR INC

      21,294.44         18,925.00   

MFC ROYCE OTC MICRO CAP TR INC

      5,130.95         5,880.00   

MFC RYDEX ETF TR INVERSE S&P 500 2X STRATEGY ETF

      45,175.80         30,824.00   

MFC RYDEX ETF TR RUSSELL TOP 50 ETF FD

      4,698.32         4,475.00   

MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE GROWTH

      201,531.89         212,880.01   

MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE VALUE ETF

      5,684.28         5,611.65   

MFC RYDEX ETF TR RYDEX S&P SMALLCAP 600 PURE GROWTH

      11,322.09         12,448.80   

MFC RYDEX ETF TR RYDEX S&P SMALLCAP 600 PURE VALUE ETF

      2,029.47         2,324.60   

MFC RYDEX ETF TR S&P 500 EQUAL WEIGHTED INDEX FD

      233,582.91         267,740.16   

MFC RYDEX S&P EQUAL WEIGHT TECHNOLOGY ETF

      6,797.69         8,173.04   

MFC RYDEX SER FDS S&P 500 FD CL H

      157,002.27         171,765.26   

MFC SCHWAB INTERMEDIATE-TERM US TREASURYETF

      2,312.69         2,223.20   

MFC SCHWAB STRATEGIC TR EMERGING MKTS EQUITY ETF

      11,471,033.33         13,065,971.39   

MFC SCHWAB STRATEGIC TR INTL EQUITY ETF

      225,550.69         239,002.52   

MFC SCHWAB STRATEGIC TR INTL SMALL CAP EQUITY ETF

      52,530.30         60,010.11   

MFC SCHWAB STRATEGIC TR US BROAD MKT ETF

      508,494.48         546,533.16   

MFC SCHWAB STRATEGIC TR US LARGE-CAP GROWTH ETF

      137,024.01         149,675.70   

MFC SCHWAB STRATEGIC TR US LARGE-CAP VALUE ETF

      33,892.52         35,899.93   

MFC SCHWAB STRATEGIC TR US LARGE-CAP ETF

      246,606.13         275,916.05   

MFC SCHWAB STRATEGIC TR US SMALL-CAP ETF

      535,677.88         618,433.08   

MFC SECTOR SPDR TR SHS BEN INT-HLTH CARE

      140,023.21         145,874.83   

MFC SELECT SECTOR SPDR TR CONSUMER STAPLES

      83,811.05         88,596.07   

MFC SELECT SECTOR SPDR TR ENERGY

      241,843.07         289,988.04   

MFC SELECT SECTOR SPDR TR FINANCIAL

      421,497.32         461,449.75   

MFC SELECT SECTOR SPDR TR SHS BEN INT-MATERIALS

      109,571.69         124,016.86   

MFC SELECT SECTOR SPDR TR TECHNOLOGY

      321,801.53         370,311.77   

MFC SELECT SECTOR SPDR TR UTILS

      200,655.20         202,882.44   

MFC SINGAPORE FD INC COM CLOSED END FD

      33,662.17         36,827.71   

MFC SOURCE CAP INC COM STK CLOSED END FD

      4,528.00         5,313.00   

MFC SPDR BARCLAYS CAPITAL CONVERTIBLE SECURITIES ETF

      22,519.03         23,101.17   

MFC SPDR DOW JONES INDL AVERAGE ETF TR UNIT SER 1

      1,074,665.91         1,176,922.73   

MFC SPDR GOLD TR GOLD SHS

      8,893,159.87         10,331,865.60   

MFC SPDR INDEX SHS FDS DOW JONES INTL REAL ESTATE ETF

      494,701.22         461,245.29   

MFC SPDR INDEX SHS FDS EURO STOXX 50 ETF

      6,550.77         5,950.58   

MFC SPDR INDEX SHS FDS FTSE / MACQUARIE GLOBAL

      4,375.87         4,302.98   

MFC SPDR INDEX SHS FDS MSCI ACWI EX-US ETF

      4,524.08         3,721.96   

MFC SPDR INDEX SHS FDS RUSSELL / NOMURA SMALL CAP JAPAN ETF

      10,387.09         10,781.00   

MFC SPDR INDEX SHS FDS S&P BRIC 40 ETF

      27,343.77         28,738.11   

MFC SPDR INDEX SHS FDS S&P CHINA ETF

      201,324.99         206,329.38   

MFC SPDR INDEX SHS FDS S&P EMERGING EUROPE ETF

      173,222.95         194,274.52   

MFC SPDR INDEX SHS FDS S&P EMERGING LATIN AMER ETF

      16,909.43         20,182.88   

MFC SPDR INDEX SHS FDS S&P EMERGING MIDDLE EAT & AFRICA

      34,849.63         43,773.95   

MFC SPDR INDEX SHS FDS S&P EMERGING ASIAPAC ETF

      36,516.88         39,069.75   

MFC SPDR INDEX SHS FDS S&P EMERGING MKTSETF

      7,337.95         7,437.00   

MFC SPDR INDEX SHS FDS S&P EMERGING MKTSSM CAP ETF

      95,031.62         100,112.30   

MFC SPDR INDEX SHS FDS S&P INTL DIVIDENDETF

      11,870.21         11,200.00   

MFC SPDR INDEX SHS FDS S&P INTL MID CAP ETF

      7,573.18         8,393.59   

MFC SPDR INDEX SHS FDS S&P INTL SMALL CAP ETF

      2,070.60         2,158.80   

MFC SPDR INDEX SHS FDS S&P WORLD EX-US ETF

      3,684.20         3,892.50   

 

- 91 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC SPDR INDEX SHS FDS SPDR S&P INTL

      2,590.94         2,473.51   

MFC SPDR INDEX SHS FDS SPDR S&P INTL MATERIALS SECTOR

      1,998.36         2,076.51   

MFC SPDR S&P 500 ETF TR TR UNIT UNIT SER1 STD & POORS

      2,577,428.99         2,823,696.51   

MFC SPDR S&P METALS & MINING ETF

      172,912.76         205,464.64   

MFC SPDR S&P PHARMACEUTICALS ETF

      9,961.10         11,103.50   

MFC SPDR SER TR BARCLAYS CAP 1-3 T BILL ETF

      80,537.11         80,512.60   

MFC SPDR SER TR BARCLAYS CAP HIGH YIELD BD ETF

      287,963.51         288,488.23   

MFC SPDR SER TR BARCLAYS CAP INTL TREAS BD ETF

      108,139.98         108,938.22   

MFC SPDR SER TR BARCLAYS CAP TIPS ETF

      44,724.96         46,837.18   

MFC SPDR SER TR DB INTL GOVT INFLATION- PROTECTED

      207,436.61         221,621.02   

MFC SPDR SER TR DJ GLOBAL TITANS ETF

      22,339.67         18,482.56   

MFC SPDR SER TR DOW JONES TOTAL MKT ETF

      25,478.24         29,684.30   

MFC SPDR SER TR KBW INS ETF

      75,640.16         77,906.72   

MFC SPDR SER TR NUVEEN BARCLAYS CAP MUN BD ETF

      7,315.51         7,146.23   

MFC SPDR SER TR S&P BIOTECH ETF

      29,789.78         35,766.36   

MFC SPDR SER TR S&P DIVID ETF

      680,538.70         705,703.51   

MFC SPDR SER TR S&P HOMEBUILDERS ETF

      121,798.58         127,606.48   

MFC SPDR SER TR S&P OIL & GAS EQUIP & SVCS ETF

      49,411.82         56,304.84   

MFC SPDR SER TR S&P OIL & GAS EXPL & PRODTN ETF

      85,661.00         95,056.77   

MFC SPDR SER TR S&P RETAIL ETF

      582,812.19         611,705.93   

MFC SPDR SER TR S&P SEMICONDUCTOR ETF

      1,679.97         1,911.00   

MFC SPROTT PHYSICAL GOLD TR

      75,774.05         79,662.29   

MFC SPROTT PHYSICAL SILVER TR UNIT

      49,155.65         56,280.00   

MFC SWEDISH EXPT CR CORP ELEMENTS LKD ROGERS INTL

      21,152.59         23,210.88   

MFC SWEDISH EXPT CR CORP ELEMENTS LKD TOROGERS INTL

      61,113.50         66,035.20   

MFC SWEDISH EXPT CR CORP ELEMENTS ROGERSMETALS TR

      4,154.24         5,161.80   

MFC TAIWAN FD INC COM

      29,217.14         34,901.36   

MFC TEMPLETON DRAGON FD INC COM

      14,588.28         22,549.10   

MFC TEMPLETON EMERGING MKTS INC FD DE

      12,407.86         17,161.85   

MFC TEMPLETON GLOBAL INCOME FD

      224,154.85         247,114.19   

MFC TEMPLETON RUSSIA & E EUROPEAN FD

      115,846.60         38,930.00   

MFC TORTOISE MLP FD INC FORMERLY TORTOISE M COM

      1,797.20         1,818.00   

MFC TORTOISE PWR & ENERGY INFRASTRUCTUREFUND INC COM

      21,548.95         25,167.56   

MFC TURKISH INVT FD INC COM

      2,006.64         1,749.00   

MFC UBS AG JERSEY BRH ALERIAN INFRST

      4,979.19         5,418.00   

MFC UNITED STATES OIL FUND LPUNITS

      613,391.11         662,922.00   

MFC UNITED STS 12 MONTH OIL FD LP UNIT BEN INT

      110,484.70         123,869.40   

MFC UNITED STS COMMODITY INDEX FD COMMODITY INDEX FD

      71,014.80         80,623.75   

MFC UNITED STS GASOLINE FD LP UNITS

      14,931.00         16,842.40   

MFC VANGUARD BD INDEX FDS VANGUARD INTERMEDIATE TERM BD ETF

      175,009.42         181,030.41   

MFC VANGUARD BD INDEX FDS VANGUARD TOTALBD MARKET ETF

      1,246,858.28         1,249,846.84   

MFC VANGUARD CNSMR DISCRETIONARY ETF

      8,279.08         9,675.20   

MFC VANGUARD CNSMR STAPLES EFT

      94,538.41         104,722.91   

MFC VANGUARD ENERGY ETF

      139,070.77         179,216.55   

MFC VANGUARD EUROPEAN ETF

      574,392.43         541,678.06   

MFC VANGUARD EXTD MKT ETF

      18,598.03         21,582.33   

MFC VANGUARD FINANCIALS ETF

      34,493.29         33,620.06   

MFC VANGUARD GROWTH ETF

      366,182.48         426,943.99   

MFC VANGUARD HLTH CARE ETF

      52,576.95         53,039.53   

MFC VANGUARD INDEX TR MID-CAP GROWTH INDEX VIPER SHS

      61,111.67         66,863.97   

MFC VANGUARD INDEX TR S&P 500 ETF SHS

      2,494.63         2,648.22   

MFC VANGUARD INDEX TR VANGUARD MID-CAP VALUE ETF

      38,655.08         43,365.45   

MFC VANGUARD INFORMATION TECH ETF

      60,306.86         72,537.07   

MFC VANGUARD INTL EQTY INDEX FDS VANGUARD EMERGING MKTS ETF

      1,741,828.64         2,040,237.78   

MFC VANGUARD INTL EQUITY INDEX FDS VANGUARD FTSE ALL WORLD EX US ETF

      653,444.55         732,430.02   

MFC VANGUARD INTL EQUITY INDEX FDS FTSE ALL-WORLD EX USA SMALL CAP INDEX

      94,068.32         140,749.41   

MFC VANGUARD INTL EQUITY INDEX FDS TOTALWORLD STK INDEX FD ETF SHS

      54,538.20         58,877.12   

MFC VANGUARD LARGE-CAP ETF

      562,293.91         656,164.36   

MFC VANGUARD MATERIALS ETF

      22,346.09         28,589.02   

MFC VANGUARD MID-CAP ETF

      505,529.58         581,294.18   

MFC VANGUARD PAC ETF

      239,794.22         240,908.78   

MFC VANGUARD REIT ETF

      2,066,489.81         2,512,445.53   

MFC VANGUARD SCOTTSDALE FDS VANGUARD INTER-TERM CORP BD INDEX FD ETF SHS

      16,236.95         15,790.86   

MFC VANGUARD SCOTTSDALE FDS VANGUARD RUSSELL 2000 GROWTH INDEX FD ETF SHS

      62,046.95         63,200.00   

MFC VANGUARD SCOTTSDALE FDS VANGUARD RUSSELL 2000 INDEX FD ETF SHS

      62,496.95         61,780.00   

MFC VANGUARD SHORT-TERM CORPORATE BOND ETF

      83,808.40         84,378.22   

MFC VANGUARD SHORT-TERM GOV BD

      14,267.90         14,231.60   

MFC VANGUARD SMALL-CAP ETF

      771,709.61         948,310.15   

MFC VANGUARD SMALL-CAP GROWTH ETF

      323,391.79         345,381.55   

MFC VANGUARD SMALL-CAP VALUE ETF

      638,953.29         700,358.37   

MFC VANGUARD SPECIALIZED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION ETF

      515,764.10         554,428.52   

MFC VANGUARD TAX-MANAGED INTL FD EUROPE PACIFIC ETF

      540,462.61         513,716.01   

MFC VANGUARD TELECOMMUNICATIONS SERVICESETF

      45,170.70         45,941.00   

MFC VANGUARD TOTAL STK

      2,320,193.00         2,979,885.60   

MFC VANGUARD UTILS ETF

      139,161.99         139,403.58   

 

- 92 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFC VANGUARD VALUE ETF

      445,300.14         462,541.06   

MFC VANGUARD WHITEHALL FDS HIGH DIVIDENDYIELD ETF SHS

      138,606.27         153,175.60   

MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 ETF

      10,231.08         14,463.27   

MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 VALUE ETF

      134,131.56         151,609.28   

MFC WASHINGTON MUTUAL

      1,202.28         0.00   

MFC WELLS FARGO ADVANTAGE MULTI SECTOR INCOM SHS

      5,975.90         5,208.80   

MFC WELLS FARGO ADVANTAGE UTILS & HIGH INCOM FUND

      42,488.53         38,763.30   

MFC WESTERN ASSET EMERGING MKTS DEBT FD INC COM

      27,294.74         30,675.29   

MFC WESTERN ASSET GLOBAL HIGH INCOME FD INC COM

      61,329.72         74,988.65   

MFC WESTERN ASSET GLOBAL PARTNERS INCOMEFD INC COM

      40,929.16         41,593.87   

MFC WESTERN ASSET HIGH INCOME OPPORTUNITY FD INC

      20,585.76         19,844.64   

MFC WESTERN ASSET HIGH INCOME FD II INC COM

      25,717.22         24,802.26   

MFC WESTERN ASSET HIGH INCOME FD INC COM

      14,727.51         14,814.19   

MFC WESTERN ASSET MANAGED HIGH INCOME FDINC

      8,380.14         8,197.52   

MFC WESTERN ASSET WORLDWIDE INCOME FD INC COM

      7,054.45         6,684.61   

MFC WISDOMTREE MIDCAP EARNINGS

      8,581.77         10,412.51   

MFC WISDOMTREE TR DREYFUS CHINESE YUAN FD

      251,027.74         251,887.87   

MFC WISDOMTREE TR DREYFUS COMMODITY CURRENCY FD

      10,168.95         10,500.00   

MFC WISDOMTREE TR DREYFUS EMERGING CURRENCY FD EMER CURR

      218.18         220.14   

MFC WISDOMTREE TR DREYFUS EMERGING CURRENCY FD DO NOT USE SEE 3481410

      8,058.03         8,341.74   

MFC WISDOMTREE TR DREYFUS INDIAN RUPEE FD

      10,548.00         10,632.00   

MFC WISDOMTREE TR EMERGING MARKETS LOCALDEBT FD

      6,194.26         6,083.35   

MFC WISDOMTREE TR EMERGING MKTS SMALLCAPDIVID FD

      48,510.11         53,496.44   

MFC WISDOMTREE TR EUROPE SMALLCAP DIVID FD

      6,868.51         5,454.23   

MFC WISDOMTREE TR GLOBAL EQUITY INCOME FD

      8,234.31         8,673.71   

MFC WISDOMTREE TR INDIA EARNINGS FD

      132,235.10         143,923.57   

MFC WISDOMTREE TR INTL BASIC MATERIALS SECTOR FD

      6,512.22         5,646.73   

MFC WISDOMTREE TR INTL ENERGY SECTOR FD

      14,750.60         14,203.38   

MFC WISDOMTREE TR INTL MIDCAP DIVID FD

      56,752.15         58,016.94   

MFC WISDOMTREE TR INTL REAL ESTATE SECTOR FD

      23,168.50         21,078.58   

MFC WISDOMTREE TR INTL SMALLCAP DIVID FD

      511,065.33         536,192.97   

MFC WISDOMTREE TR JAPAN SMALLCAP DIVID FD

      16,572.07         17,758.90   

MFC WISDOMTREE TR LARGECAP DIVID FD

      1,130.95         1,161.77   

MFC WISDOMTREE TR LARGECAP VALUE FD

      31,184.15         36,382.75   

MFC WISDOMTREE TR PACIFIC EX-JAPAN EQUITY INCOME FD

      7,537.34         8,019.27   

MFC WISDOMTREE TR SMALLCAP DIVID FD

      32,284.10         35,868.81   

MFC WISDOMTREE TR SOUTH AFRICAN RAND FD

      945.05         883.18   

MFO 1ST EAGLE FDS INC FORMERLY 1ST EAGL

      187,297.68         209,824.63   

MFO 1ST EAGLE FUNDS OVERSEAS FD CL A

      1,063,787.65         1,245,880.31   

MFO 1ST EAGLE SOGEN FDS INC GLOBAL FD CL

      1,381,361.33         1,559,721.33   

MFO 1ST EAGLE SOGEN FDS INC GOLD FD

      749,841.84         976,219.42   

MFO 3RD AVE TR REAL ESTATE VALUE FD

      125,315.67         118,008.07   

MFO ABERDEEN FDS EQUITY LONG SHORT FD CLA

      18,628.56         19,930.74   

MFO ABERDEEN FDS INTL EQUITY FD CL A

      32,477.95         28,138.40   

MFO ABERDEEN FDS NATURAL RES FD CL A

      35,902.43         30,167.85   

MFO ABERDEEN FDS SMALL CAP FD CL A

      15,706.42         12,708.16   

MFO ADVISORONE FDS AMERIGO FD CL N

      181,958.38         221,352.85   

MFO ADVISORONE FDS CLERMONT FD CL N

      124,712.57         128,296.00   

MFO ADVISORONE FDS ENHANCED INCOME FD CLN

      260,197.72         262,069.59   

MFO ADVISORONE FDS FLEXIBLE INCOME FD CLN

      0.00         15,345.00   

MFO ADVISORONE FDS LIAHONA FD

      40,560.19         44,792.04   

MFO ADVISORONE FDS SELECT ALLOCATION FD

      100,784.66         107,277.84   

MFO ADVISORONE FDS SELECT APPRECIATION FD CL N

      27,332.57         32,312.32   

MFO ADVISORS INNER CIRCLE FD ACADIAN EMERGING MKTS INSTL CL

      80,396.02         81,227.90   

MFO ADVISORS INNER CIRCLE FD CAMBIAR AGGRESSIVE VALUE FD INVESTOR

      36,275.59         36,385.92   

MFO ADVISORS INNER CIRCLE FD CAMBIAR OPPORTUNITY INV CL

      22,218.67         22,399.99   

MFO ADVISORS INNER CIRCLE FD CAMBIAR SMALL CAP FD INV CL

      22,858.10         28,347.08   

MFO ADVISORS INNER CIRCLE FD EDGEWOOD GROWTH FD RETAIL CL

      19,491.36         21,258.44   

MFO ADVISORS INNER CIRCLE FD II GRT VALUE FD ADVISOR CL

      6,456.86         6,517.12   

MFO ADVISORS INNER CIRCLE FD II INC NEW CHAMPLAIN SMALL CO FD

      3,309.54         3,424.99   

MFO ADVISORS INNER CIRCLE FD WHG INCOME OPPTY FD CL A SHS

      10,039.67         10,084.99   

MFO ADVISORS SER TR CHASE GROWTH FD MFO CHASE GROWTH FUND

      55,127.20         51,190.70   

MFO AEGIS VALUE FD INC COM

      18,035.59         21,829.05   

MFO AIG SER TR SUNAMERICA ALTERNATIVE

      29,122,174.64         32,081,351.09   

MFO AIM INVT FDS INVESCO VAN KAMPEN GLOBAL FRANCHISE FD CL A

      16,207.50         16,207.49   

MFO ALGER CHINA U S GROWTH FD ALGER CHINA US GROWTH FD CL A

      13,397.75         13,658.61   

MFO ALGER FDS II ALGER SPECTRA FD CL A

      12,526.40         21,895.46   

MFO ALGER FDS II ALGER SPECTRA FD CL I

      9,996.00         11,238.73   

MFO ALGER INSTL FD MID CAP CL I

      13,077.24         10,757.04   

MFO ALLIANCE GLOBAL BD FD CL A

      105,297.89         116,636.12   

MFO ALLIANCEBERNSTEIN PORTFOLIOS ALLIANCEBERNSTEIN WEALTH APPREC

      151,853.28         163,714.19   

MFO ALLIANCEBERNSTEIN SMALL/MID CAP VALUE FD CL A

      36,345.06         39,182.84   

MFO ALLIANZ AGIC GROWTH FUND D

      67,861.14         92,491.23   

MFO ALLIANZ AGIC PACIFIC RIM FUND D

      125,636.40         103,436.99   

MFO ALLIANZ FDS NFJ DIVID VALUE FD CL D

      142,354.50         115,069.11   

 

- 93 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO ALLIANZ FDS NFJ INTL VALUE FD CL D

      63,275.22         64,116.80   

MFO ALLIANZ FDS NFJ LARGE CAP VALUE FD CL D

      11,664.04         7,848.62   

MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD ADMIN CL

      9,727.34         14,265.03   

MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD CL D

      9,429.78         14,101.40   

MFO ALLIANZ FDS RCM GLOBAL SMALL-CAP FD CL D

      55,930.91         50,785.91   

MFO ALLIANZ FDS RCM TECHNOLOGY FD CL D

      4,044.33         5,666.33   

MFO ALLIANZ FDS RCM WELLNESS FD CL D

      15,159.01         18,171.40   

MFO ALPINE EQUITY TR INTL REAL ESTATE EQUITY FD CL Y

      256,186.06         195,492.43   

MFO ALPINE EQUITY TR RLTY INCOME & GROWTH FD CL Y

      163,546.43         164,728.80   

MFO ALPINE SER TR DYNAMIC DIVIDEND FD

      35,873.63         28,193.06   

MFO ALPINE SER TR DYNAMIC FINL SVCS FD

      8,101.11         8,848.21   

MFO ALPINE SER TR DYNAMIC INNOVATORS FD

      52,000.00         42,786.74   

MFO AMANA MUT FDS TR GROWTH FD

      1,488,478.02         1,744,839.62   

MFO AMANA MUT FDS TR INCOME FD

      1,585,110.51         1,768,447.93   

MFO AMCAP FD CL A

      67,454.66         64,847.83   

MFO AMCAP FD CL R-5

      187.45         191.80   

MFO AMER BEACON INTL EQTY INV FD

      77,892.58         64,628.82   

MFO AMER CENT DIVERSIFI BOND-INV

      25,398.67         24,500.77   

MFO AMER CENTURY QUANTITATIVE EQTY FDS EQTY GROWTH FD INV CL

      432,611.67         419,473.39   

MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD

      19,634.21         21,504.82   

MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV

      39,397.49         34,319.99   

MFO AMER CENTY GLOBAL GOLD EQUITIES I

      79,783.40         117,817.00   

MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV

      459,259.44         530,090.62   

MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV

      23,295.79         18,814.62   

MFO AMER CENTY QUANTITATIVE EQTY FDS UTILS FD INV CL

      41,117.66         42,798.64   

MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL DISCOVERY FD INV

      6,096.86         4,746.64   

MFO AMERICAN BALANCED FD CL F-1

      8,946.75         8,477.18   

MFO AMERICAN BALANCED FD CL R-5

      99,051.53         103,992.48   

MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INSTL

      24,576.93         25,575.85   

MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INV

      700,422.10         672,861.71   

MFO AMERICAN CENTY CAP PORTFOLIOS INC MID CAP VALUE FD INV CL

      173,906.23         201,302.25   

MFO AMERICAN CENTY GOVT INCOME TR INFLATION-ADJ BD FD INVS CL

      355,616.36         356,506.47   

MFO AMERICAN CENTY INTL BD FDS INTL BD FD INSTL CL

      16,054.46         14,526.97   

MFO AMERICAN CENTY INVT TR HIGH YIELD FDINVS CL

      3,528.76         3,635.88   

MFO AMERICAN CENTY INVT TR INFLATION PROTECTION BD FD INV CL

      7,287.07         6,906.31   

MFO AMERICAN CENTY MUT FDS INC CAPITAL VALUE FD INV SHS

      25,935.98         22,965.75   

MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INSTL

      21,432.94         21,537.99   

MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INV

      292,862.79         305,893.10   

MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS SMALL CO FD INV CL

      4,145.88         3,552.88   

MFO AMERICAN CENTY WORLD MUT FDS INC EMERGING MKTS FD INV

      59,906.78         70,701.34   

MFO AMERICAN CENTY ZERO COUPON 2020 INV

      17,564.31         21,890.02   

MFO AMERICAN FDS INCOME SER U S GOVT SECS FD CL R-5

      43,507.63         45,648.65   

MFO AMERICAN HIGH INCOME TR CL R-5

      99,065.52         102,625.33   

MFO AMERISTOCK MUT FD INC COM

      44,193.99         39,589.93   

MFO AMERN AMCAP FD INC CL F

      9,562.73         11,041.16   

MFO AMERN BEACON BALANCED INV FD

      7,351.55         7,195.52   

MFO AMERN BEACON LARGE CAP VALUE INV FD

      518,671.22         512,775.21   

MFO AMERN BEACON SMALL CAP VALUE INV FD

      42,062.23         49,782.40   

MFO AMERN CAP WORLD GROWTH & INC FD CL F

      238,048.26         229,757.34   

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT AGGRESSIVE INV CL

      5,135.39         5,519.57   

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY AGGRESSIV INV CL

      6,544.73         6,335.96   

MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY CONSV INV CL

      15,549.57         16,946.69   

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2015 PORTFOLIO INV CL

      17,417.90         18,392.62   

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2025 PORTFOLIO INV CL

      63,924.58         76,394.01   

MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2035 PORTFOLIO INV CL

      5,706.58         5,977.76   

MFO AMERN CENTY GOVT INC TR BENHAM

      104,151.96         101,900.16   

MFO AMERN CENTY INTL BD FDS INTL BD FD INVS CL

      101,446.25         96,302.14   

MFO AMERN CENTY STATEGIC AST ALLOCATIONSINC STRATEGIC ALLOCATION AGGRESSVE INV

      52,534.68         49,192.75   

MFO AMERN CENTY ULTRA INV FD

      120,263.34         118,552.82   

MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV

      61,830.56         58,777.76   

MFO AMERN CENTY ZERO COUPON 2015 INV

      82,026.41         96,483.55   

MFO AMERN HI INC TR CL F

      45,461.67         49,108.22   

MFO AMERN INVT CO OF AMER CL F

      51,516.31         61,805.51   

MFO AMERN MUT FD CL F

      60,866.50         68,357.11   

MFO AMERN WA MUT INVESTORS CL F

      2,635.68         2,547.36   

MFO AMIDEX FDS INC AMIDEX35 ISR MUT FD

      12,744.78         14,907.30   

MFO APPLESEED FUND

      42,309.30         43,443.01   

MFO APPRECIATION & INCOME FD CL A

      10,048.28         10,240.58   

MFO AQR DIVERSIFIED ARB-I

      25,229.54         25,715.60   

MFO AQR FDS MANAGED FUTURES STRATEGY FD CL N

      14,638.86         14,638.86   

MFO AQR MANAGED FUTURES STRATEGY FUND I

      19,460.46         20,467.27   

MFO ARBITRAGE FDS CL I

      60,995.34         59,780.47   

MFO ARBITRAGE FDS CL R

      71,193.14         70,414.17   

MFO ARIEL FUND

      442,371.44         533,938.22   

MFO ARIEL GROWTH APPRECIATION FD

      75,267.37         84,846.55   

 

- 94 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO ARTIO GLOBAL HIGH INCOME-A

      270,458.37         277,188.52   

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDCL A

      1,084,828.63         942,394.42   

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDII CL A

      138,158.29         137,170.15   

MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDII CL I

      16,036.78         15,194.61   

MFO ARTISAN FDS INC GLOBAL VALUE FD INV SHS

      11,103.90         13,716.28   

MFO ARTISAN FDS INC INTERNATIONAL VALUE FD INV SHS

      199,951.45         230,735.70   

MFO ARTISAN FDS INC INTL FD INV SHS

      839,562.69         777,935.95   

MFO ARTISAN FDS INC INTL SMALL CAP FD INVESTOR SHS

      29,344.63         34,755.35   

MFO ARTISAN FDS INC MID CAP FD INV SHS

      21,233.34         25,243.72   

MFO ARTISAN FDS INC MID CAP VALUE FD INVSHS

      247,574.89         303,002.62   

MFO ARTISAN FDS INC SMALL CAP VALUE FD

      96,799.53         109,066.16   

MFO ARTISAN FDS INC VALUE FD INV SHS INVSHS

      20,275.98         18,300.41   

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y MONTAG & CALDWELL GROWTH FD CL N

      68,330.16         63,332.21   

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y OPTIMUM MID CAP FD CL N

      305,190.76         340,317.38   

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y TAMRO SMALL CAP FD CL N

      28,262.34         30,543.21   

MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y VEREDUS AGGRESSIVE GROWTH FD CL N

      7,385.34         5,789.93   

MFO ASTON FDS RIVER ROAD SMALL CAP VALUEFD CL I

      1,898.00         1,701.00   

MFO AVIEMORE FDS ETF MKT OPPORTUNITY FD

      11,254.06         15,269.72   

MFO BARON AST FD SH BEN INT

      44,309.77         47,059.53   

MFO BARON AST FD SMALL CAP FD

      1,566,970.50         2,070,426.94   

MFO BARON AST GROWTH FD

      731,930.38         831,142.87   

MFO BARON GROWTH FUND-INS

      40,095.19         55,179.25   

MFO BARON PARTNERS FD

      1,195,996.77         1,187,174.20   

MFO BARON SMALL CAP FUND INST

      7,606.66         8,948.12   

MFO BD FD AMER INC COM STK OPEN END FD

      89,245.37         83,856.24   

MFO BERTOLET CAP TR PINNACLE VALUE FD

      3,008.08         3,420.29   

MFO BERWYN FD INC

      16,131.42         18,986.20   

MFO BERWYN FDS INCOME FD

      946,827.96         981,623.52   

MFO BLACKROCK EQUITY DIVID FD CL A

      49,147.47         57,760.76   

MFO BLACKROCK FDS ALL CAP ENERGY & RESOURCES A

      130,517.34         151,342.81   

MFO BLACKROCK FDS HLTHSC OP A

      114,485.03         123,356.51   

MFO BLACKROCK FDS II FORMERLY BLACKROCK FDS INFLATION PROTECTED BD PORT INSTL CL

      162,157.78         161,731.05   

MFO BLACKROCK FDS II U S OPPORTUNITIES PORTFOLIO CL A

      111,206.51         135,992.73   

MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO INV A SHS

      13,084.58         14,645.60   

MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO SVC SHS

      35,770.55         34,330.11   

MFO BLACKROCK GLOBAL ALLOCATION FD INC CL A

      523,218.43         565,846.58   

MFO BLACKROCK GLOBAL ALLOCATION FD INC INSTL CL

      20,198.85         20,244.12   

MFO BLACKROCK INFLATION PROTECTED BD PORT INV CL A

      43,058.55         41,572.24   

MFO BLACKROCK INTERMEDIATE BOND PORTFOLIO II

      537.62         531.40   

MFO BLACKROCK LIFEPATH 2030 PORTFOLIO INSTITUTIONAL

      22,966.06         22,479.08   

MFO BLAIR WILLIAM FDS EMERGING MKTS GROWTH FD CL N

      370,758.29         327,868.93   

MFO BLAIR WILLIAM FDS SMALL CAP GROWTH FD CL N

      151,118.97         152,485.25   

MFO BOND FD AMER INC CL F-1

      83,362.02         85,024.19   

MFO BOND FD AMER INC CL R-5

      168,483.19         163,222.56   

MFO BOSTON CO SMALL CAP TAX-SENSIT IVE EQUITY FD CL 1

      19,077.94         19,006.38   

MFO BRANDYWINE BLUE FD INC COM

      1,923,708.49         2,177,606.15   

MFO BRANDYWINE FD INC COM OPEN END FD

      44,723.91         34,249.12   

MFO BRIDGEWAY FD INC AGGRESSIVE INVESTORS 1 FD

      27,546.15         19,816.13   

MFO BRIDGEWAY FD INC AGGRESSIVE INVS II

      73,131.77         55,306.84   

MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD LARGE-CAP VALUE FD CL N

      2,630.25         3,404.01   

MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD SMALL-CAP VALUE FD CL N

      55,258.05         50,633.62   

MFO BRIDGEWAY FDS INC SMALL-CAP GROWTH FD CL N

      58,439.63         45,778.66   

MFO BRIDGEWAY FDS INC ULTRA SMALL COMPANY MARKET FUND

      88,382.38         81,632.84   

MFO BROWN CAP MGMT SMALL CO FD

      194,139.67         250,317.30   

MFO BUFFALO BALANCED FD INC COM

      21,588.98         23,049.41   

MFO BUFFALO FDS CHINA FD

      25,723.23         28,507.44   

MFO BUFFALO FDS INTL FD

      11,567.18         13,831.44   

MFO BUFFALO FDS MID CAP FD

      40,842.18         53,481.22   

MFO BUFFALO FDS SCIENCE & TECHNOLOGY FD

      69,555.97         88,574.10   

MFO BUFFALO HI YIELD FD INC COM

      60,774.54         67,331.29   

MFO BUFFALO SMALL CAP FD INC COM

      445,087.51         556,739.72   

MFO BUFFALO USA GLOBAL FD INC COM

      60,463.75         72,255.18   

MFO CALAMOS GROWTH & INC FD CL A

      108,901.06         123,580.38   

MFO CALAMOS INVT TR NEW CONV FD CL A

      34,091.62         35,984.75   

MFO CALAMOS INVT TR NEW GROWTH FD CL A #606

      253,882.17         265,687.31   

MFO CALAMOS INVT TR NEW MARKET NEUTRAL INCOME FD CL A

      87,364.73         90,580.86   

MFO CALAMOS INVT TR NEW VALUE FD CL A

      40.11         37.72   

MFO CALDWELL & ORKIN MKT OPPORTUNITY FD

      146,457.87         139,613.39   

MFO CALVERT FD INCOME PORTFOLIO CL A

      18,467.15         17,731.81   

MFO CALVERT IMPACT FD INC GLOBAL ALTERNATIVE ENERGY FD CL A

      5,000.00         2,469.21   

MFO CALVERT SHORT DURATION INCOME FD CL A

      271,100.90         270,065.47   

MFO CAP INC BLDR FD SH BEN INT OPEN END FD

      44,137.59         36,221.38   

MFO CAP WORLD GROWTH & INC FD INC OPEN END FD

      67,911.20         56,254.39   

MFO CAPITAL INCOME BLDR CL F-1 AMERICAN CAPITAL INCOME BLDR FD

      295,891.57         264,564.77   

MFO CAPITAL INCOME BLDR CL R-5

      856,211.84         827,369.49   

 

- 95 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO CAPITAL WORLD BD FD CL F-1

      21,632.14         20,863.97   

MFO CAPITAL WORLD BD FD CL R-5

      84,071.19         87,068.23   

MFO CAUSEWAY CAP MGMT TR INTL VALUE FD INV CL

      15,785.66         12,922.18   

MFO CAUSEWAY EMERGING MKTS FD INV CLASS

      50,103.54         50,472.91   

MFO CENTURY CAP MGMT TR SMALL CAP SELECTFD INV SHS

      22,378.52         22,010.36   

MFO CGM FOCUS FD

      3,546,452.54         3,047,314.03   

MFO CGM TR RLTY FD

      1,042,844.76         1,090,029.75   

MFO CL R-5 AMERN CAP WORLD GROWTH & INCOME FD

      25,896.20         23,011.87   

MFO CLIPPER FD INC COM OPEN END FD

      49,259.39         44,846.71   

MFO COHEN & STEERS ASIA PAC RLTY SHS INCCL A

      13,000.09         8,633.34   

MFO COHEN & STEERS DIVID VALUE FD INC FORMER CL A SHS

      7,019.34         8,313.00   

MFO COHEN & STEERS INSTL GLOBAL RLTY SHSINC COM

      67,290.27         55,371.57   

MFO COHEN & STEERS INTL RLTY FD INC CL A

      2,686.33         1,924.65   

MFO COHEN & STEERS INTL RLTY FD INC CL I

      14,330.36         9,739.59   

MFO COHEN & STEERS RLTY INC FD INC NEW FO CL A

      12,423.83         9,055.69   

MFO COHEN & STEERS RLTY SHS INC COM

      968,609.05         934,836.67   

MFO COLUMBIA ACORN TR FD CL Z FUND CL Z

      324,837.70         380,981.65   

MFO COLUMBIA ACORN TR INTL CL Z DO NOTUSE SEE 2006447

      106,555.56         112,734.48   

MFO COLUMBIA ACORN TR SELECT CL Z

      30,663.41         39,100.04   

MFO COLUMBIA ACORN TR USA CL Z

      10,000.00         10,387.47   

MFO COLUMBIA FDS SER TR CONV SECS FD CL Z

      1,009.83         1,044.13   

MFO COLUMBIA FDS SER TR HIGH INCOME FD CL Z

      15,934.32         16,253.09   

MFO COLUMBIA FDS SER TR I CONTRARIAN CORE FD CL Z

      70,750.58         83,042.82   

MFO COLUMBIA FDS SER TR I EMERGING MKTS FD CL Z

      296,802.05         264,334.68   

MFO COLUMBIA FDS SER TR I ENERGY & NAT RES FD CL Z

      355,042.37         341,982.03   

MFO COLUMBIA FDS SER TR I FORMERLY COLUMBIA STRATEGIC INC FD CL Z

      29,364.49         30,028.07   

MFO COLUMBIA FDS SER TR I MID CAP GROWTHFD CL Z

      5,000.00         6,772.65   

MFO COLUMBIA FDS SER TR I SELECT LARGE CAP GROWTH FD CL Z

      240,481.64         317,944.76   

MFO COLUMBIA FDS SER TR I SELECT SMALL CAP FD CL Z

      81,651.24         84,631.14   

MFO COLUMBIA FDS SER TR I TECHNOLOGY FD CL Z

      159,425.40         164,379.42   

MFO COLUMBIA FDS SER TR I VALUE & RESTRUCTURING FD CL Z

      1,431,208.75         1,526,921.69   

MFO COLUMBIA FDS SER TR MARSICO 21ST CENTURY FD CL Z

      161,070.35         147,117.30   

MFO COLUMBIA FDS SER TR MARSICO GROWTH FD CL Z

      86,599.61         100,005.88   

MFO COLUMBIA FDS SER TR MARSICO INTL OPPORTUNITIES FD CL Z

      63,639.72         53,214.48   

MFO COLUMBIA FDS SER TR MID CAP INDEX FDCL Z

      10,224.25         12,120.55   

MFO COLUMBIA FDS SER TR MID CAP VALUE FDCL Z

      236,024.73         227,061.57   

MFO COLUMBIA MID CAP VALUE OPPORTUNITY FUND A

      7,547.11         8,664.51   

MFO COLUMBIA SELECT LARGE CAP VALUE FUND

      38,758.73         41,279.33   

MFO CONSTELLATION FDS CIP ULTRA SHORT DURATION FXD INC FD

      106,582.69         102,562.11   

MFO CONSTELLATION FDS SANDS CAP SELECT GROWTH FD CL II

      204,721.00         229,326.14   

MFO CONSTELLATION FDS TIP HEALTHCARE & BIOTECHNOLOGY FD CL II

      2,969.80         2,628.45   

MFO CR SUISSE LARGE CAP BLEND FD INC FORCL A

      7,605.35         8,376.62   

MFO CREDIT SUISSE COMMODITY-RETURN PLUS STRATEGY FD COM CL

      37,778.05         44,508.81   

MFO CRM MID CAP VALUE INV SH

      51,262.11         55,282.75   

MFO CROFT FDS CORP CROFT-LEOMINSTER VALUE FD

      206,240.05         244,302.53   

MFO CULLEN FDS TR HIGH DIVIDEND EQUITY FD

      5,615.73         6,098.77   

MFO CULLEN FDS TR INTL HIGH DIVIDEND FD RETAIL CL

      37,598.64         29,732.67   

MFO CULLEN FDS TR VALUE FD

      128,336.57         130,396.88   

MFO DAVIS N.Y VENTURE FD INC CL A

      404,447.39         383,634.63   

MFO DBLAINE INVT TR DBLAINE FD CL A

      6,766.90         6,749.03   

MFO DELAWARE GROUP GLOBAL & INTL FDS INCEMERGING MKTS FD CL A

      4,525.69         4,864.69   

MFO DELAWARE POOLED TR DIVERSIFIED INCOME FD CL A

      72,900.75         71,463.62   

MFO DEUTSCHE BK AG LONDON BRH POWERSHARES DB BASE METALS DOUBLE

      5,797.47         9,637.00   

MFO DFA EMERGING MARKETS VALUE

      105,356.97         111,412.00   

MFO DFA GLOBAL BD FD OPEN END FD

      285,933.43         277,988.35   

MFO DFA INTL SMALL CO PORTFOLIO FD

      121,446.72         141,215.03   

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS CORE EQUITY PORT

      233,526.25         337,386.84   

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS PORTFOLIO

      27,514.02         38,080.82   

MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS SMALL CAP PORTFOLIO

      149,875.46         183,306.93   

MFO DFA INVT DIMENSIONS GROUP INC GLOBALREAL ESTATE SECS PORTFOLIO

      174,274.14         191,933.17   

MFO DFA INVT DIMENSIONS GROUP INC LWAS/DFA INTL HIGH BOOK TO MKT PORTFOLIO

      38,807.07         29,134.86   

MFO DFA INVT DIMENSIONS GROUP INC SHORT-TERM GOVT PORTFOLIO

      151,192.53         149,132.67   

MFO DFA INVT DIMENSIONS GROUP INC ASIA PACIFIC RIM SMALL CO PORT

      36,979.34         38,502.48   

MFO DFA INVT DIMENSIONS GROUP INC FXD INCOME PORTFOLIO

      215,694.52         214,963.67   

MFO DFA INVT DIMENSIONS GROUP INC INTER GOVT BD PORTFOLIO

      74,084.20         79,201.17   

MFO DFA INVT DIMENSIONS GROUP INC INTL CORE EQUITY PORTFOLIO

      570,362.00         578,234.76   

MFO DFA INVT DIMENSIONS GROUP INC INTL REAL ESTATE SECS PORT

      120,433.30         89,174.93   

MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO

      240,617.66         240,312.79   

MFO DFA INVT DIMENSIONS GROUP INC INTL VECTOR EQUITY PORTFOLIO

      179,038.91         202,272.61   

MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO

      403,454.74         428,502.98   

MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP INTL PORTFOLIO

      67,063.67         72,565.70   

MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO

      226,207.46         208,995.37   

MFO DFA INVT DIMENSIONS GROUP INC SHORT TERM EXTENDED QUALITY PORT

      452,205.46         453,303.37   

MFO DFA INVT DIMENSIONS GROUP INC TWO YRGLOBAL FXD INCOME PORTFOLIO

      288,147.31         285,153.04   

MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 1 PORT

      33,718.70         32,933.67   

 

- 96 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 2 PORT

      440,825.15         454,392.37   

MFO DFA INVT DIMENSIONS GROUP INC U S MICRO CAP PORTFOLIO

      122,258.88         122,230.70   

MFO DFA INVT DIMENSIONS GROUP INC U S TARGETED VALUE PORTFOLIO

      36,401.33         53,932.14   

MFO DFA INVT DIMENSIONS GROUP INC U S VECTOR EQUITY PORT

      409,392.83         510,018.52   

MFO DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

      91,586.75         93,702.56   

MFO DFA U.S SMALL CAP VALUE PORTFOLIO

      204,204.10         218,983.68   

MFO DFA US SMALL CAP PORTFOLIO

      150,223.45         162,828.16   

MFO DIAMOND HILL FDS LARGE CAP FD CL A

      28,544.38         26,684.73   

MFO DIAMOND HILL FDS LONG-SHORT FD

      53,742.46         50,509.49   

MFO DIAMOND HILL FDS SMALL CAP FD

      31,773.26         35,667.70   

MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO

      192,502.77         209,192.98   

MFO DIMENSIONAL INVT GROUP INC DFA INTL VALUE PORTFOLIO III

      23,546.69         19,323.36   

MFO DIMENSIONAL INVT GROUP INC LWAS/DFA TWO YR FXD INCOME PORTFOLIO

      29,298.31         29,643.27   

MFO DIMENSIONAL INVT GROUP INC LWAS/DFA U S HIGH BOOK TO MKT PORTFOLIO

      33,048.88         34,403.18   

MFO DIMENSIONAL INVT GROUP INC U S LARGECO PORT

      394,474.93         409,207.67   

MFO DIMENSIONAL INVT GROUP INC US LARGE CAP VALUE PORTFOLIO III

      59,256.75         51,560.64   

MFO DIREXION FDS COMMODITY TRENDS STRATEGY FD INV CL

      13,465.57         12,608.80   

MFO DIREXION FDS MONTHLY 10 YR NOTE BULL2X FD

      115,553.17         102,671.05   

MFO DIREXION FDS MONTHLY COMMODITY BULL 2X FD

      3,138.67         6,708.71   

MFO DIREXION FDS MONTHLY EMERGING MKTS BULL 2X FD

      12,699.33         16,149.40   

MFO DIREXION FDS MONTHLY LATIN AMERN BULL 2X FD INV CL

      19,521.00         19,948.25   

MFO DODGE & COX BALANCED FD COM

      213,647.02         214,111.66   

MFO DODGE & COX FDS GLOBAL STK FD

      45,685.62         70,115.79   

MFO DODGE & COX INC FD

      971,539.77         1,006,783.99   

MFO DODGE & COX INTL STK FD

      3,319,860.63         3,193,806.80   

MFO DODGE & COX STOCK FD OPEN END FD

      880,056.56         892,012.60   

MFO DOMINI SOCIAL INVT TR INTERNATIONAL SOCIAL EQUITY TR

      26,334.73         28,495.78   

MFO DOUBLELINE TOTAL RET BD-N

      1,270,302.93         1,250,604.63   

MFO DOUBLELINE TOTAL RETURN BOND FUND-I

      127,737.33         135,270.02   

MFO DREMAN CONTRARIAN FDS CONTRARIAN SMALL CAP VALUE FD RETAIL CL

      63,096.23         72,673.14   

MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD INV SHS

      66,592.05         69,227.04   

MFO DREYFUS / LAUREL FDS TR PREMIER EMERGING MKTS DEBT

      7,444.86         8,145.08   

MFO DREYFUS APPRECIATION FD INC

      20,805.95         19,629.83   

MFO DREYFUS EMERGING ASIA FD CL A

      12,500.00         15,608.45   

MFO DREYFUS EMERGING MKTS FD CL A

      53,507.98         66,901.37   

MFO DREYFUS GNMA FD INC COM

      10,256.23         11,110.96   

MFO DREYFUS GREATER CHINA FD CL A

      31,042.63         33,807.18   

MFO DREYFUS INDEX FDS INTL STK FD

      58,114.34         49,590.65   

MFO DREYFUS INDEX FDS S&P 500 INDEX FD

      153,652.19         192,218.74   

MFO DREYFUS INDEX FDS SMALL CAP STK FD

      248,591.79         313,465.89   

MFO DREYFUS INTMED TERM INC-A

      131,220.19         137,239.47   

MFO DREYFUS INVT GRADE FDS INC FORMERLY DRE INFLATION ADJ SECS FD INV SHS

      6,000.00         6,861.49   

MFO DREYFUS MIDCAP INDEX FD

      41,178.58         44,636.74   

MFO DREYFUS OPPORTUNISTIC MID CAP VALUE A

      15,013.34         18,826.38   

MFO DREYFUS OPPORTUNISTIC S/C

      177,338.38         198,692.51   

MFO DRIEHAUS ACTIVE INCOME FUND

      5,000.00         5,013.62   

MFO DRIEHAUS MUT FDS EMERGING MKTS GROWTH FD

      889,048.35         855,327.37   

MFO DRIEHAUS MUT FDS INTERNATIONAL DISCOVERY FD

      174,189.51         163,712.82   

MFO DRIEHAUS MUT FDS INTL SMALL CAP GROWTH FD

      19,036.90         19,969.97   

MFO DUNDEEWEALTH FDS DYNAMIC GOLD & PRECIOUS METALS FD CL I

      65,056.76         74,293.51   

MFO DWS EQUITY TR ALTERNATIVE ASSET ALLOCATION PLUS FD

      13,165.00         15,315.95   

MFO DWS EQUITY TR SELECT ALTERNATIVE ALLOCATION FD CL S

      30,758.62         30,521.32   

MFO DWS GLOBAL / INTL FD INC EMERGING MKTS FIXED INCOME FD CL S

      9,310.01         8,518.19   

MFO DWS GLOBAL / INTL FD INC GLOBAL THEMATIC FD CL S

      8,634.76         6,582.99   

MFO DWS INTL FD INC EMERGING MKTS EQTY FD CL A

      41,862.89         54,199.60   

MFO DWS INVT TR CAP GROWTH FD CL S

      14,836.43         21,670.49   

MFO DWS TECHNOLOGY FD CL S

      10,010.04         10,523.66   

MFO DWS VALUE SER INC SMALL CAP VALUE FDCL A

      14,977.66         16,842.25   

MFO E I I RLTY SECS TR INTL PPTY FD INSTL SHS

      10,198.16         9,859.12   

MFO EAGLE MID CAP STOCK FUND-A

      10,000.00         12,407.74   

MFO EATON VANCE GOVT OBLIGS TR SH BEN INT OPEN END

      70,389.78         69,424.33   

MFO EATON VANCE GROWTH TR WORLDWIDE HLTHSCIENCES FD CL A

      5,076.99         5,166.02   

MFO EATON VANCE INC FD BSTN INC COM

      23,723.28         24,070.49   

MFO EATON VANCE MUT FDS TR FLTG RATE & HIGH INCOME FD ADVISERS

      10,937.00         9,918.03   

MFO EATON VANCE MUT FDS TR FLTG RATE FD ADVISERS CL

      82,255.29         84,027.22   

MFO EATON VANCE MUT FDS TR STRATEGIC INCFD CL A

      208,087.35         222,332.65   

MFO EATON VANCE SPL INVT TR DIVIDEND BUILDER FD CL A

      34,843.14         27,897.05   

MFO EATON VANCE SPL INVT TR GREATER INDIA FD CL A

      47,852.30         54,001.13   

MFO EATON VANCE SPL INVT TR LARGE-CAP VALUE FD CL A

      1,544.99         1,345.04   

MFO ENERVEST DIVERSIFIED INC TR DO NOTUSE SEE SEC #2029902

      20,552.64         26,760.50   

MFO EUROPACIFIC GROWTH FD CL F-1

      1,130,721.75         1,189,975.94   

MFO EUROPACIFIC GROWTH FD CL R-5

      99,400.76         93,489.69   

MFO EUROPACIFIC GROWTH FD OPEN END FD

      9,303.00         8,259.89   

MFO EUROPACIFIC GROWTH FD SHS CL F-2

      25,896.48         29,905.02   

MFO FAIRHOLME FDS INC COM

      7,999,180.87         9,581,587.86   

 

- 97 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO FAIRHOLME FOCUSED INCOME FNDD

      25,944.61         26,847.98   

MFO FBR FDS GAS UTIL INDEX FD INV CL

      16,296.66         17,713.29   

MFO FBR FDS SMALL CAP FINL FD INV CL

      169,291.55         181,579.58   

MFO FBR FOCUS FD

      136,372.81         160,849.84   

MFO FEDERATED EQUITY FDS KAUFMAN SMALL CAP FD CL A

      10,352.96         11,270.53   

MFO FEDERATED EQUITY FDS KAUFMANN FD CL A SHS

      7,046.92         8,334.74   

MFO FEDERATED EQUITY FDS KAUFMANN FD CL R SHS

      31,290.71         29,362.72   

MFO FEDERATED EQUITY FDS PRUDENT BEAR FDCL A SHS

      732,540.17         530,753.72   

MFO FEDERATED GNMA TR

      52,989.25         53,611.06   

MFO FEDERATED INCOME SECS TR SHORT-TERM INCOME FD INSTL SHS

      115,010.29         116,439.98   

MFO FEDERATED INCOME TR SH BEN INT INSTLSH

      252,966.65         255,031.63   

MFO FEDERATED TOTAL RETURN BOND CL A

      110,598.14         112,513.26   

MFO FEDERATED TOTAL RETURN SERS INC TOTAL RETURN BD FD INSTL SVC

      246,655.81         248,968.63   

MFO FEDERATED US GOVT BOND SS

      30,878.14         24,834.34   

MFO FEDT ARMS FD SH BEN INT INSTL SHS

      81,050.87         81,133.55   

MFO FEDT EQTY FDS CAP APPREAC FD CL A

      49,669.43         57,047.29   

MFO FEDT HI INC FD CL A

      7,365,276.51         7,650,414.26   

MFO FEDT US GOVT SEC FD 2-5 YRS OPEN ENDFD

      28,377.87         27,885.65   

MFO FID ADVISIOR GROWTH OPPORTUNITIES INSTL CL FD#688

      98,199.95         98,233.64   

MFO FID ADVISOR HI INC ADVANTAGE I

      27.64         30.28   

MFO FID ADVISOR HI INC ADVANTAGE T

      9,926.72         9,387.01   

MFO FID CAP & INC FD SH BEN INT

      117,192.71         127,998.82   

MFO FID CHINA REGION FD

      19,888.24         23,481.39   

MFO FID DIVERSIFIED INTL FD OPEN END FD

      247,902.93         286,709.47   

MFO FID EQTY INC FD SH BEN INT

      10,743.17         10,819.93   

MFO FID FINL TR CONV SEC FD

      85,339.09         95,588.77   

MFO FID GINNIE MAE FD

      72,880.19         75,365.69   

MFO FID INDEPENDENCE FD

      110,589.42         101,943.95   

MFO FID INTER GOVT INC FD

      41,085.56         39,825.66   

MFO FID INVT TR EMERGING MKTS FD

      92,442.77         86,624.04   

MFO FID MID CAP STK FD

      18,356.51         21,422.88   

MFO FID SELECT AMER GOLD PORTFOLIO FD OPEN END FD

      258,855.11         325,461.11   

MFO FID SELECT MATERIALS

      14,579.16         16,032.93   

MFO FID SELECT PORTFOLIOS BKG PORTFOLIO

      73,103.54         81,736.16   

MFO FID SELECT PORTFOLIOS CHEMS PORTFOLIO

      12,073.60         12,917.33   

MFO FID SELECT PORTFOLIOS COMPUTERS PORTFOLIO

      10,780.00         13,805.92   

MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO

      10,931.57         9,502.42   

MFO FIDELITY ADV GLOB COMM ST

      25,045.92         28,572.93   

MFO FIDELITY ADVISOR SER I DIVIDEND GROWTH FD CL A

      29,242.44         32,640.64   

MFO FIDELITY ADVISOR SER I SMALL CAP FUND INSTL CL

      29,835.67         41,024.29   

MFO FIDELITY ADVISOR SER II FLTG RATE HIGH INCOME FD

      25,362.31         25,622.91   

MFO FIDELITY ADVISOR SER II FLTG RATE HIGH INCOME FD CL A

      15,425.49         15,824.46   

MFO FIDELITY ADVISOR SER VII UTILS FD INSTL CL

      19,057.21         15,284.60   

MFO FIDELITY ADVISOR SER VIII STRATEGIC INCOME FD CL A

      15,950.21         16,107.48   

MFO FIDELITY ADVISOR SERIES II HIGH INCOME FD CL INSTL CL

      4,872.91         6,366.93   

MFO FIDELITY BALANCED FD OPEN END FD

      4,115.74         4,014.36   

MFO FIDELITY COMWLTH TR LARGE CAP STK FD

      37,661.11         45,996.83   

MFO FIDELITY COMWLTH TR STK SELECTOR SM CAP FD

      6,488.96         6,631.45   

MFO FIDELITY COMWLTH TR STRATEGIC REAL RETURN FD

      20,709.08         21,931.95   

MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD FIDELITY

      141,496.94         195,744.80   

MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD INV CL

      210,164.71         234,545.96   

MFO FIDELITY CONCORD STR TR SPARTAN INTLINDEX FD INV CL

      3,741.73         4,128.71   

MFO FIDELITY CONTRAFUND ADVISOR NEW INSIGHTS FD INSTL CL

      238,781.98         255,316.77   

MFO FIDELITY CONTRAFUND INC OPEN END FD

      1,337,561.46         1,468,205.63   

MFO FIDELITY DVD GROWTH FD OPEN END FD

      25,215.61         37,905.09   

MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD

      144,916.58         171,713.40   

MFO FIDELITY GOVT INC FD

      20,800.79         20,638.80   

MFO FIDELITY GROWTH COMPANY FUND

      207,087.71         326,734.27   

MFO FIDELITY HASTINGS STR TR GROWTH DISCOVERY FD

      40,786.33         42,611.60   

MFO FIDELITY INCOME FD ADVISOR TOTAL BD FD INSTL CL

      31,804.26         32,188.14   

MFO FIDELITY INVT TR ADVISOR CANADA FD CL A

      5,083.76         6,227.56   

MFO FIDELITY INVT TR CDA FD

      373,484.98         415,622.41   

MFO FIDELITY INVT TR emerging asia fd

      93,187.33         95,839.44   

MFO FIDELITY INVT TR EUROPE CAP APRRECIATION FD

      15,929.55         11,636.26   

MFO FIDELITY INVT TR INTL DISCOVERY FD

      239,010.62         210,415.64   

MFO FIDELITY INVT TR NEW MKTS INCOME FD

      64,752.39         64,771.63   

MFO FIDELITY INVT TR WORLDWIDE FD OPEN END FD

      5,247.75         4,465.19   

MFO FIDELITY LOW PRICED STOCK FUND

      347,313.43         420,161.44   

MFO FIDELITY MAGELLAN FD INC OPEN END FD

      163,082.19         141,106.12   

MFO FIDELITY NEW LATIN AMER FD OPEN END FD

      107,392.32         108,609.12   

MFO FIDELITY OTC PORTFOLIO OPEN END FD

      145,742.94         187,887.46   

MFO FIDELITY OVERSEAS FD OPEN END FD

      11,005.33         11,341.40   

MFO FIDELITY PURITAN FD OPEN END FD

      159,936.23         161,665.21   

MFO FIDELITY PURITAN TR GLOBAL BALANCED FD

      62,877.37         72,732.61   

MFO FIDELITY PURITAN TR VALUE DISCOVERY FD

      19,715.90         16,006.04   

 

- 98 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO FIDELITY SCH STR TR STRATEGIC INCOMEFD

      88,587.51         91,438.61   

MFO FIDELITY SECS FD BLUE CHIP GROWTH FD

      182,239.00         216,330.70   

MFO FIDELITY SECS FD INTL REAL ESTATE FD

      25,219.31         17,981.20   

MFO FIDELITY SECS FD LEVERAGED CO STOCK FD

      70,153.22         80,219.83   

MFO FIDELITY SECS FD SMALL CAP GROWTH FD

      9,371.04         8,956.73   

MFO FIDELITY SECS FD SMALL CAP VALUE FD

      10,153.19         10,598.02   

MFO FIDELITY SELECT PORTFOLIOS AIR TRANSN PORTFOLIO

      73,359.31         83,577.47   

MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO

      15,384.92         18,154.41   

MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO

      59,900.05         59,044.72   

MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO

      8,152.28         7,244.75   

MFO FIDELITY SELECT PORTFOLIOS MED DELIVER OPEN END FD

      83,219.72         83,680.00   

MFO FIDELITY SELECT PORTFOLIOS MEDICAL EQUIPMENT & SYS PORTFOLIO

      12,470.13         14,016.76   

MFO FIDELITY SELECT PORTFOLIOS NAT GAS PORTFOLIO

      11,793.56         7,606.54   

MFO FIDELITY SELECT PORTFOLIOS NATURAL RES PORTFOLIO

      26,651.40         23,142.07   

MFO FIDELITY SELECT PORTFOLIOS TRANSN PORTFOLIO

      9,391.79         10,512.51   

MFO FIDELITY SMALL CAP STK FD

      41,133.49         46,743.63   

MFO FIDELITY SPARTAN INTERMEDIATE TREASURY BOND INDEX FUND IV

      30,467.99         28,616.14   

MFO FIDELITY SPL SITUATIONS FD SH BEN INT

      101,511.79         111,044.24   

MFO FIDELITY UN STR TR EXPORT & MULTINATIONAL FD

      15,295.82         13,838.55   

MFO FIDELITY VALUE FD OPEN END FD

      48,898.72         54,689.26   

MFO FINANCIAL INVS TR CLOUGH CHINA FD CLA

      5,052.06         5,504.82   

MFO FIRSTHAND FDS TECHNOLOGY VALUE FD

      15,692.99         6,365.79   

MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL A

      139,435.46         150,698.29   

MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL I

      22,787.21         24,216.49   

MFO FMI COM STK FD INC COM

      187,007.86         234,395.47   

MFO FMI FDS INC

      2,096,206.73         2,349,172.77   

MFO FMI FDS INC FOCUS FD

      301,341.87         384,518.45   

MFO FMI MUT FDS INC PROVIDENT TR STRATEGY FD

      21,047.89         23,446.85   

MFO FORESTER FDS INC VALUE FD

      34,762.22         39,645.27   

MFO FORUM FDS ABSOLUTE STRATEGIES FD INSTL SHS

      77,223.74         82,255.83   

MFO FORUM FDS MERK ASIAN CURRENCY FD INVSHS

      97,340.09         100,082.98   

MFO FORUM FDS MERK HARD CURRENCY FD INVSSHS

      8,930,203.61         9,141,613.83   

MFO FORUM FDS POLARIS GLOBAL VALUE FD

      83,195.80         74,042.05   

MFO FORWARD FDS INTL REAL ESTATE FD CL A

      13,819.70         15,136.19   

MFO FORWARD SMIDPLUS INSTL

      22,028.76         20,712.24   

MFO FPA CAP FD INC COM STK OPEN END FD

      2,089.55         2,406.99   

MFO FPA FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS

      259,655.30         278,595.18   

MFO FPA NEW INCOME INC COM

      462,389.45         453,921.65   

MFO FPA PERENNIAL FD INC COM

      19,886.33         22,262.05   

MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD ADVISOR CL

      12,736.10         13,349.20   

MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD ADVISOR CL

      31,568.19         28,672.28   

MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD CL A

      305,147.55         315,254.28   

MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN UTILS FD CL A

      26,246.33         31,562.16   

MFO FRANKLIN HIGH INCOME TR FD CL A

      27,915.64         35,118.32   

MFO FRANKLIN INVS SECS TR CONV SECS FD CL A

      10,125.50         10,287.25   

MFO FRANKLIN INVS SECS TR LOW DURATION TOTAL RETURN FD CL A

      79,837.95         79,684.80   

MFO FRANKLIN MANAGED TR RISING DIVIDS FDCL A RISING DIVIDEND FUND CL I

      57,976.35         64,743.67   

MFO FRANKLIN STRATEGIC SER NAT RES FD CLA

      41,429.80         63,291.12   

MFO FRANKLIN VALUE INVS TR SMALL CAP VALUE FD CL A

      21,590.06         22,478.40   

MFO FREMONT MUT FDS INC U S MICRO-CAP FD

      10,419.56         15,301.77   

MFO FRKLN GOLD & PRECIOUS METALS FD F/K/A FRKLN GOLD FD SH BEN INT CL A

      63,182.47         85,949.53   

MFO FRKLN MICROCAP FD CL 1

      7,565.00         7,190.92   

MFO FRKLN MUT SHARES-1

      45,086.86         37,512.70   

MFO FRONTEGRA FDS INC COLUMBUS CORE PLUSFD

      40,755.60         39,962.68   

MFO FUNDAMENTAL INVS CL F-1

      81,724.08         90,482.52   

MFO FUNDAMENTAL INVS CL R-5

      60,948.07         72,931.87   

MFO FWD FDS INC INTL SMALL COS FD INV CL

      84,404.10         67,042.86   

MFO GABELLI AST FD SH BEN INT OPEN END FD

      459,271.37         494,915.99   

MFO GABELLI EQTY INC FD

      349,685.91         371,994.45   

MFO GABELLI SMALL CAP GROWTH FD OPEN ENDFD

      397,881.14         492,295.78   

MFO GABELLI UTILS FD CL AAA SHS

      20,192.00         19,938.08   

MFO GABELLI VALUE FD INC COM OPEN END FD

      43,982.04         42,425.80   

MFO GAMCO GLOBAL SER FDS INC TELECOMMUNICATIONS FD CL AAA

      3,423.43         2,838.56   

MFO GAMCO GOLD FD INC CL AAA

      674,861.25         971,779.18   

MFO GAMCO WESTWOOD FDS MIGHTY MITES FD AAA

      94,105.62         103,695.04   

MFO GAMCO WESTWOOD FDS SMALL CAP EQUITY FD AAA

      12,168.59         13,920.58   

MFO GATEWAY TR FD CL A

      33,983.69         34,679.32   

MFO GE FDS U S EQUITY FD CL A

      8,391.62         9,063.55   

MFO GLENMEDE LARGE CAP VALUE PORTFOLIO

      21,682.64         24,761.76   

MFO GOLDMAN SACHS TR GLOBAL INCOME FD CLA

      12,225.48         12,289.72   

MFO GOLDMAN SACHS TR GROWTH OPPORTUNITIES FD CL A SHS

      6,606.51         7,806.40   

MFO GOLDMAN SACHS TR HI YIELD FD CL A SHS

      34,317.70         33,742.87   

MFO GOLDMAN SACHS TR MID CAP EQUITY FD CL A

      28,152.57         26,689.10   

MFO GOLDMAN SACHS TR REAL ESTATE SECURITIES FD CL A

      10,000.00         10,435.15   

MFO GOLDMAN SACHS TR SHORT DURATION GOVTFD CL A

      16,101.88         16,021.11   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO GOLDMAN SACHS TR SMALL CAP VALUE FD CL A SHS

      21,779.93         26,919.86   

MFO GREENSPRING FD OPEN END FD

      39,697.50         44,157.71   

MFO GROWTH FD AMER INC CAP OPEN END FD

      85,321.27         77,665.96   

MFO GROWTH FD AMER INC CL F-1

      484,231.95         484,752.67   

MFO GROWTH FD AMER INC CL R-5

      182,501.13         180,913.52   

MFO GUINNESS ATKINSON FDS ALTERNATIVE ENERGY FD

      41,146.64         15,721.74   

MFO GUINNESS ATKINSON FDS ASIA FOCUS FD

      15,224.85         15,533.14   

MFO GUINNESS ATKINSON FDS ASIA PACIFIC DIV FD

      2,479.27         2,274.87   

MFO GUINNESS ATKINSON FDS CHINA & HONG KONG FD

      194,717.83         208,606.94   

MFO GUINNESS ATKINSON FDS GLOBAL ENERGY FD

      44,008.17         45,588.21   

MFO HANCOCK JOHN INVT TR GLOBAL OPPTYS FD CL A

      166,224.04         185,029.42   

MFO HANCOCK JOHN INVT TR LARGE CAP EQUITY FD CL A

      17,897.87         19,860.18   

MFO HARBOR COMMODITY REAL RETURN STRATEGY FD INSTL

      11,797.36         13,360.78   

MFO HARBOR FD BD FD INSTL CL

      642,950.76         636,637.13   

MFO HARBOR FD CAP APPRECIATION FD INV CL

      67,205.40         86,338.30   

MFO HARBOR FD HIGH-YIELD BD FD INV CL

      54,321.42         59,296.01   

MFO HARBOR FD INTL FD INSTL CL

      286,824.50         289,511.47   

MFO HARBOR FD INTL FD INV CL

      642,913.20         685,400.64   

MFO HARBOR FD MID CAP GROWTH FD INV CL

      15,768.12         14,923.20   

MFO HARDING LOEVNER FDS INC EMERGING MKTS PORTFOLIO

      1,592,723.31         2,047,296.84   

MFO HARRIS ASSOC INVT TR OAKMARK GLOBAL SELECT FD CL I

      4,848.46         8,499.76   

MFO HARRIS ASSOC INVT TR OAKMARK INTL SMALL CAP FD CL I

      207,736.92         240,252.78   

MFO HARTFORD MUT FDS INC CAP APPRECIATION II FD CL A

      44,268.85         46,530.31   

MFO HARTFORD MUT FDS INC FLTG RATE FD CLI

      38,809.87         39,916.01   

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 CAP APPREC FD CL A

      155,757.58         169,052.09   

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 GLOBAL HEALTH FD CL A

      35,080.90         37,886.55   

MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 MIDCAP FD CL A

      40,000.00         51,485.37   

MFO HARTFORD MUT FDS INC GLOBAL ALL ASSET FD CL A

      202,220.20         211,159.08   

MFO HARTFORD-FORTIS SER FD INC GROWTH OPPTYS FD CL A

      25,185.48         36,228.64   

MFO HBR FD CAP APPRECIATION FD

      67,961.14         89,782.02   

MFO HEARTLAND GROUP INC SELECT VALUE FD INVESTOR FD

      5,106.76         5,472.36   

MFO HEARTLAND GROUP INC VALUE PLUS FUND INVESTOR CL

      177,803.34         211,847.78   

MFO HEARTLAND VALUE FD OPEN END FD

      35,108.15         44,074.20   

MFO HENDERSON GLOBAL FDS EUROPEAN FOCUS FD CL A SHS

      5,300.50         5,878.46   

MFO HENNESSY FDS TR CORNERSTONE GROWTH FD SER II

      21,061.36         12,163.02   

MFO HENNESSY MUT FDS INC CORNERSTONE GROWTH FD

      174,660.41         99,292.59   

MFO HENNESSY MUT FDS INC CORNERSTONE VALUE FD

      38,091.02         43,152.60   

MFO HENNESSY MUT FDS INC FOCUS 30 FD

      88,886.75         99,617.18   

MFO HENSSLER FDS INC EQUITY FD

      42,235.76         44,450.80   

MFO HOOVER SMALL CAP EQUITY

      94,280.95         74,221.19   

MFO HUSSMAN INVT TR STRATEGIC GROWTH FD

      583,542.96         525,590.71   

MFO HUSSMAN INVT TR STRATEGIC TOTAL RETURN FD

      388,561.24         395,427.45   

MFO ICON FDS ASIA-PACIFIC REGION FD

      16,451.38         15,631.97   

MFO ICON FDS ENERGY FD CL S

      427,677.95         460,698.66   

MFO ICON FDS EQUITY INCOME FD CL I

      20,719.66         19,806.82   

MFO ICON FDS HEALTHCARE FD CL S

      24,008.46         19,053.71   

MFO ICON FDS INDUSTRIALS FD CL S

      8,079.44         9,698.55   

MFO ICON FDS MATERIALS FD CL S

      51,174.22         43,197.07   

MFO INCOME FD AMER INC CL A

      19,430.72         16,826.85   

MFO INCOME FD AMER INC CL F-1

      27,805.61         23,716.64   

MFO INCOME FD AMER INC CL R-5

      216,552.00         219,574.13   

MFO ING GLOBAL REAL ESTATE FD-W

      29,996.22         40,386.07   

MFO ING INTERNATIONAL SMALLCAP MULTI-MANAGER FUND CL W

      24,153.49         21,262.74   

MFO ING MUT FDS FOR FUTURE ISSUES SEE 44980Q RUSSIA FD CL A

      5,351.92         9,029.78   

MFO ING MUT FDS GLOBAL BD FD CL A

      3,908.78         3,882.37   

MFO ING MUT FDS GLOBAL REAL ESTATE FD CL

      42,647.97         44,692.15   

MFO ING MUT FDS VALUE CHOICE FD CL A

      23,145.93         27,496.17   

MFO ING SER FD INC INDEX PLUS MID CAP FDCL A

      10,027.02         11,197.87   

MFO INTECH RISK-MANAGED CORE-T

      16,913.41         16,736.96   

MFO INTERMEDIATE BD FD AMER CL F-1

      55,342.82         54,319.09   

MFO INTERNATIONAL FD

      1,582,207.30         1,777,643.48   

MFO INTREPID CAP MGMT FDS TR SH BEN INT

      49,391.78         54,356.09   

MFO INTREPID CAP MGMT FDS TR SMALL CAP FD

      15,398,391.42         16,548,231.87   

MFO INVESCO CHARTER FUND-A

      8,235.54         12,471.11   

MFO INVESCO CONSTELLATION FUND-A

      45,923.36         61,922.03   

MFO INVESCO DEVELOPING MKTS FD-A

      9,900.81         10,010.63   

MFO INVESCO DYNAMICS FUND

      1,522.99         1,728.04   

MFO INVESCO ENERGY FUND A

      13,375.36         11,676.17   

MFO INVESCO ENERGY FUND-INV

      3,950.05         5,820.14   

MFO INVESCO GL HEALTH CARE-IV

      19,052.47         16,176.58   

MFO INVESCO INTERNATIONAL GROWTH FUND CL

      61,233.02         91,633.58   

MFO INVESCO TECHNOLOGY FUND-INV

      10,962.20         6,472.17   

MFO INVESCO VAN KAMPEN COMSTOCK CLASS A

      74,931.75         66,823.81   

MFO INVESCO VAN KAMPEN EQUITY & INCOME CLASS A

      101,647.32         97,165.69   

MFO INVESTMENT CO AMER CL R-5

      62,488.95         55,462.76   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO IVA WORLDWIDE FD CL A

      107,157.11         116,733.54   

MFO IVA WORLDWIDE FD CL I

      37,586.24         41,593.14   

MFO IVY FDS GLOBAL NAT RES FD CL A

      105,284.39         95,874.75   

MFO IVY FDS GLOBAL NAT RES FD CL Y

      97,403.71         98,626.44   

MFO IVY FDS INC ASSET STRATEGY FD CL A

      687,950.42         742,300.12   

MFO IVY FDS INC ASSET STRATEGY FD CL I

      36,518.23         43,750.99   

MFO IVY FDS INC ASSET STRATEGY FD CL Y

      101,994.58         117,289.29   

MFO JACOB INTERNET FD INC SHS

      10,409.31         12,380.54   

MFO JAMES ADVANTAGE FDS BALANCED GOLDEN RAINBOW FD CL A

      55,670.00         66,342.40   

MFO JAMES ADVANTAGE FDS SMALL CAP FD CL A

      12,392.35         11,680.31   

MFO JANUS BALANCED FUND-T

      340,311.41         361,305.69   

MFO JANUS CONTRARIAN FUND-T

      1,362,693.56         1,173,356.40   

MFO JANUS ENTERPRISE-T

      152,508.46         203,481.89   

MFO JANUS FLEXIBLE BOND F-T

      89,309.18         86,561.57   

MFO JANUS FUND-T

      51,872.95         54,017.37   

MFO JANUS GLOBAL LIFE SCIENCES-T

      31,841.26         34,526.55   

MFO JANUS GLOBAL RESEARCH-T

      80,069.83         84,893.82   

MFO JANUS GLOBAL SELECT FUND T

      488,505.23         528,256.55   

MFO JANUS GLOBAL TECHNOLOGY-T

      42,765.19         51,175.82   

MFO JANUS GROWTH & INCOME-T

      290,963.11         266,247.89   

MFO JANUS HIGH YIELD FUND-T

      469,772.83         503,169.56   

MFO JANUS INVT FD FORTY FD CL T

      20,000.00         20,458.58   

MFO JANUS OVERSEAS FUND-T

      2,853,057.87         3,338,347.15   

MFO JANUS PERKINS MID CAP VAL-I

      96.46         132.15   

MFO JANUS RESEARCH CORE FUND-T

      182,697.57         154,953.83   

MFO JANUS RESEARCH FUND-T

      132,810.08         145,259.51   

MFO JANUS SHORT-TERM BOND FUND-T

      132,251.01         133,215.39   

MFO JANUS SMART PORT GROWTH-T

      68,363.25         77,590.11   

MFO JANUS TRITON FUND-T

      169,115.90         206,532.06   

MFO JANUS TWENTY FUND-T

      75,492.31         108,513.07   

MFO JANUS WORLDWIDE FUND-T

      124,300.94         107,849.93   

MFO JAPAN FD INC CL S COM

      26,241.78         26,903.23   

MFO JENSEN PORTFOLIO INC CL J SHS

      360,454.79         402,017.42   

MFO JENSEN PORTFOLIO INC CL R SHS

      29,698.98         33,591.34   

MFO JOHN HANCOCK BD FUND CL A

      85,359.87         89,154.67   

MFO JOHN HANCOCK CLASSIC VALUE-A

      29,901.95         24,421.63   

MFO JOHN HANCOCK FDS II FLOATING RATE INCOME FD CL A

      53,852.34         53,587.55   

MFO JOHN HANCOCK FDS II STRATEGIC INCOMEOPPTYS FD CL A

      33,564.90         33,890.34   

MFO JOHN HANCOCK FDS III DISCIPLINED VALUE FD CL A

      230,259.72         242,701.47   

MFO JPMORGAN STR INCOME OPP-A

      18,163.46         18,271.37   

MFO JPMORGAN TR I DISCIPLINED EQUITY FD SELECT CL

      4,214.58         3,794.31   

MFO JPMORGAN TR I EMERGING MKTS DEBT FD SELECT CL

      12,633.45         11,533.37   

MFO JPMORGAN TR I HIGHBRIDGE STATISTICALMKT NEUTRAL

      24,172.04         23,107.59   

MFO JPMORGAN TR I INTL OPPORTUNITIES FD CL A

      1,194.64         1,591.81   

MFO JPMORGAN TR I INTREPID EUROPEAN FD CL A

      136,196.39         123,386.24   

MFO JPMORGAN TR I STRATEGIC INCOME OPPTYS FD SELECT CL

      58,415.20         59,832.18   

MFO JPMORGAN TR I VALUE ADVANTAGE FD CL A

      43,401.92         44,597.48   

MFO JPMORGAN TR II CORE PLUS BD FD SELECT CL

      17,352.78         14,560.43   

MFO JPMORGAN TR II EQUITY INCOME FD CL A

      69,539.16         95,339.77   

MFO JPMORGAN TR II HI YIELD BD FD SELECT CL DO NOT USE SEE #3162010

      37,938.92         40,525.97   

MFO JPMORGAN TR II ltd duration bd fd cla

      37,359.58         37,359.58   

MFO JPMORGAN TR II U S REAL ESTATE FD CLA

      10,842.00         12,208.04   

MFO KALMAR POOLED INVT TR SMALL CAP GROWTH-W-VALUE FD

      41,529.70         44,537.74   

MFO KEELEY FDS INC SMALL CAP VALUE FD CLA SHS

      168,715.22         166,378.11   

MFO KEELEY FDS INC SMALL CAP VALUE FD CLI SHS

      12,322.99         13,389.46   

MFO KINETICS MUT FDS INC SMALL CAP OPPORTUNITIES FD

      47,912.75         40,295.16   

MFO KINETICS NEW PARADIGM FD

      1,078,233.95         1,154,475.96   

MFO KIRR MARBACH PARTNERS FDS INC VALUE FUND

      96,364.63         103,467.59   

MFO LARGE CAP VALUE

      444,977.70         513,901.17   

MFO LAUDUS TR GROWTH INVS U S LARGE CAP GROWTH FD

      167,837.26         179,430.70   

MFO LAUDUS TR MONDRIAN INTL FIXED INCOMEFD INSTL SHS

      1,000.79         962.48   

MFO LAZARD FDS INC EMERGING MKTS PORTFOLIO OPEN SHS

      1,065,752.37         1,175,622.63   

MFO LAZARD FDS INC INTL SMALL CAPITALIZATION PORT OPEN SHS

      17,216.30         9,696.12   

MFO LAZARD FDS INC MID CAP PORTFOLIO OPEN SHS

      19,085.42         15,767.91   

MFO LEGG MASON CAPITAL MANAGEMENT GROWTHTRUST INC-FI

      5,561.90         4,569.43   

MFO LEUTHOLD CORE INVT FD

      51,497.59         53,019.37   

MFO LEUTHOLD FDS INC ASSET ALLOCATIO FD

      43,626.21         45,999.28   

MFO LEUTHOLD FDS INC SELECT INDS FD

      25,696.11         20,174.53   

MFO LKCM SMALL CAP EQTY PORTFOLIO

      21,643.17         20,700.37   

MFO LONGLEAF PARTNERS FDS TR INTL FD

      105,655.87         95,981.17   

MFO LONGLEAF PARTNERS FDS TR SH BEN INT

      581,926.59         561,000.85   

MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD

      180,554.07         181,188.88   

MFO LOOMIS SAYLES BOND FUND-RET

      5,297,453.89         5,601,481.82   

MFO LOOMIS SAYLES FDS II

      519,029.07         568,293.92   

MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA INVT GRADE BD FD CL Y

      280,158.91         301,036.01   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA STRATEGIC INC FD CL Y

      24,452.76         25,619.81   

MFO LOOMIS SAYLES FDS II VALUE FD CL A

      52,068.96         54,353.91   

MFO LOOMIS SAYLES FDS MID CAP GROWTH FD RETAIL CL

      17,704.15         20,558.93   

MFO LOOMIS SAYLES INVT TR

      977,501.13         1,067,575.79   

MFO LOOMIS SAYLES INVT TR GLOBAL BD FD RETAIL CL

      328,007.96         344,722.90   

MFO LOOMIS SAYLES INVT TR SMALL CAP VALUE FD RETAIL CL

      46,559.47         49,346.59   

MFO LORD ABBETT SECS TR fundamental equity FD CL A

      66,999.98         77,823.72   

MFO LORD ABBETT SECS TR VALUE OPPTYS FD CL A

      55,379.20         65,203.69   

MFO MADISON MOSAIC EQUITY TR INVS FD

      10,325.80         8,698.78   

MFO MAINSTAY FDS CONV FD CL A MAINSTAY CONVERTIBLE FUND CL A

      140,067.58         162,425.37   

MFO MAINSTAY FDS HI YIELD CORP BD FD CL A

      164,795.37         167,536.94   

MFO MAINSTAY ICAP EQUITY-I

      42,193.80         35,328.27   

MFO MAINSTAY ICAP INTERNATION-I

      88,520.69         73,577.46   

MFO MAINSTAY ICAP SELECT EQTY-I

      217,878.42         208,127.73   

MFO MAINSTAY L/C GROWTH FD-A

      143,847.51         172,764.04   

MFO MAIRS & POWER INCOME FD INC COM

      24,266.94         27,671.96   

MFO MANAGERS FDS BD FD BOND FUND

      170,124.92         177,309.84   

MFO MANAGERS FDS CADENCE MID-CAP FD CL D

      20,140.43         22,057.81   

MFO MANAGERS FDS EMERGING MKTS EQUITY FD

      8,495.38         9,354.98   

MFO MANAGERS FDS INTERMEDIATE DURATION GOVT FD

      41,268.10         41,539.55   

MFO MANAGERS FDS PIMCO BD FD

      27,682.35         27,979.03   

MFO MANAGERS FDS SPL EQTY FD

      151,412.62         153,897.70   

MFO MANNING & NAPIER FD INC NEW EQUITY SER

      78,943.06         95,211.01   

MFO MANNING & NAPIER FD INC NEW PRO BLEND CONSERVATIVE TERM SER CL S

      5,230.05         5,361.27   

MFO MANNING & NAPIER FD INC NEW PRO BLEND EXTENDED TERM SER CL S

      8,594.20         10,261.29   

MFO MANNING & NAPIER FD INC NEW PRO BLEND MAXIMUM TERM SER CL S

      251,257.92         279,945.60   

MFO MANNING & NAPIER FD INC NEW PRO BLEND MODERATE TERM SER CL S

      74,315.37         79,595.89   

MFO MANNING & NAPIER FD INC NEW WORLD OPPTYS SER CL A

      458,211.82         486,599.68   

MFO MARKETOCRACY FDS MASTERS 100 FD

      4,882.38         5,135.60   

MFO MARSHALL SMALL CAP GROWTH FDS INC

      129,813.63         161,340.53   

MFO MARSICO INVT FD 21ST CENTURY FD

      489,590.13         485,337.15   

MFO MARSICO INVT FD FLEXIBLE CAP FD

      379,759.09         412,308.60   

MFO MARSICO INVT FD FOCUS FD

      197,519.90         198,062.87   

MFO MARSICO INVT FD GLOBAL FD

      38,926.22         50,141.38   

MFO MARSICO INVT FD GROWTH FD

      306,715.96         304,926.49   

MFO MARSICO INVT FD INTL OPPORTUNITIES FD

      54,421.77         46,920.13   

MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD

      116,866.37         115,433.53   

MFO MASTERS SELECT FDS TR INTERNATIONAL FD

      140,079.49         138,716.95   

MFO MASTERS SELECT FDS TR SMALLER COS FD

      19,525.64         20,091.60   

MFO MASTERS SELECT FDS TR VALUE FD

      48,350.46         45,355.07   

MFO MATTHEWS ASIAN FDS ASIA DIVIDEND FD INV CL

      665,498.44         739,801.27   

MFO MATTHEWS ASIAN FDS ASIA SMALL COS FDINV CL

      53,226.38         64,371.81   

MFO MATTHEWS INTL FDS ASIAN GROWTH & INCOME FD INV CL

      658,553.70         750,850.60   

MFO MATTHEWS INTL FDS ASIAN SCI & TECHNOLOGY CL

      48,982.62         60,755.81   

MFO MATTHEWS INTL FDS ASIA-PACIFIC FD INV CL

      85,425.98         110,423.76   

MFO MATTHEWS INTL FDS CHINA FD INV CL

      2,582,545.38         2,905,070.94   

MFO MATTHEWS INTL FDS INDIA FDS INV CL

      609,283.53         721,038.41   

MFO MATTHEWS INTL FDS JAPAN FD INV CL

      30,855.05         25,010.86   

MFO MATTHEWS INTL FDS PAC TIGER FD INV CL

      945,113.60         1,167,316.15   

MFO MATTHEWS KOREA FD

      98,474.94         96,469.90   

MFO MERGER SH BEN INT

      424,788.63         438,163.80   

MFO MERIDIAN FD INC COM OPEN END FD

      966,678.84         1,145,466.94   

MFO MERIDIAN FD INC VALUE FD

      93,740.52         85,276.47   

MFO METROPOLITAN WEST FDS HIGH YIELD BD FD CL M

      93,077.07         97,031.56   

MFO METROPOLITAN WEST FDS LOW DURATION BD FD

      79,677.70         81,318.89   

MFO METROPOLITAN WEST FDS TOTAL RETURN BD FD CL I

      102,741.67         113,812.75   

MFO METROPOLITAN WEST FDS ULTRA SHORT BDFD CL M

      6,201.83         5,265.25   

MFO METROPOLITIAN W TOTAL RETURN BD

      1,006,297.57         1,041,219.92   

MFO MFS EMERGING MKTS DEBT FD CL I

      15,875.67         15,713.94   

MFO MFS INTL VALUE-A

      4,756.90         5,108.92   

MFO MFS SER TR I NEW DISCOVERY FD-CL A

      71,839.19         74,850.05   

MFO MFS SER TR IV MID CAP GROWTH FD CL A

      59,920.38         74,564.94   

MFO MFS SER TR X EMERGING MKTS DEBT FD CL A

      9,884.60         10,140.14   

MFO MFS SER TR X INTL GROWTH FD CL A

      28,418.28         35,016.51   

MFO MFS UTILS FD CL A

      134,970.93         175,950.05   

MFO MFS VALUE FD CL A

      30,647.66         30,375.58   

MFO MIDAS FD INC COM

      30,864.81         45,546.38   

MFO MONETTA TR YOUNG INVESTOR FD

      15,310.51         15,484.49   

MFO MORGAN STANLEY INSTITUTIONAL FD TR MID CAP GROWTH PORTFOLIO CL I FUND

      13,345.79         19,967.35   

MFO MORGAN STANLEY INSTL FD INC FORMERLYMO U S REAL ESTATE I

      2,307.00         2,491.83   

MFO MOTLEY FOOL FDS TR GREAT AMERICA FD

      55,037.16         55,513.06   

MFO MOTLEY FOOL FDS TR MOTLEY FOOL INDEPENDENCE FD

      72,516.28         83,478.86   

MFO MUNDER SER TR FORMERLY MUNDER FDS TRTO MIDCAP CORE GROWTH FD CL A

      61,375.67         63,184.38   

MFO MUTUAL GLOBAL DISCOVERY A 2596455

      55,081.04         63,053.09   

MFO MUTUAL GLOBAL DISCOVERY Z 2596459

      121,384.70         129,725.97   

 

- 102 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO MUTUAL QUEST A 2596452

      54,108.95         59,333.99   

MFO MUTUAL SER FD INC SHS FD CL Z

      65,957.05         57,658.11   

MFO MUTUALS COM VICE FD

      4,180.42         4,066.41   

MFO N E INVS TR SH BEN INT

      24,040.83         25,517.66   

MFO NASDAQ 100 INV

      78,436.30         93,688.44   

MFO NEEDHAM FDS INC AGGRESSIVE GROWTH FD

      80,620.43         98,751.56   

MFO NEEDHAM FDS INC GROWTH FD

      28,375.83         31,839.14   

MFO NEEDHAM FDS INC SMALL CAP GROWTH FD

      75,480.20         75,533.35   

MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD

      85,755.64         94,836.59   

MFO NEUBERGER & BERMAN PARTNERS EQTY FDSPARTNER FD OPEN END FD

      35,678.10         38,431.79   

MFO NEUBERGER BERMAN EQUITY FDS INTL FD

      32,619.30         25,932.07   

MFO NEUBERGER BERMAN EQUITY FDS MID CAP GROWTH FD INV CL

      10,000.00         10,710.71   

MFO NEUBERGER BERMAN EQUITY FDS REAL ESTATE FD TR CL

      13,560.52         14,505.72   

MFO NEUBERGER BERMAN EQUITY FDS REGENCY FD

      2,239.07         2,658.26   

MFO NEUBERGER BERMAN EQUITY FDS SMALL CAP GROWTH FD INV CL

      52,496.36         63,911.67   

MFO NEUBERGER BERMAN EQUITY FDS SOCIALLYRESPONSIVE FD

      98,880.49         122,208.86   

MFO NEUBERGER BERMAN EQUITY TR GENESIS TR

      1,000.00         1,081.00   

MFO NEUBERGER BERMAN EQUITY TR REGENCY TR

      49,045.81         56,599.00   

MFO NEUBERGER BERMAN HI IN B-INV

      158,464.65         182,105.89   

MFO NEW ECONOMY FD CL R-5

      9,289.14         9,248.49   

MFO NEW PERSPECTIVE FD INC CL F-1

      8,249.19         9,298.02   

MFO NEW PERSPECTIVE FD INC CL R-5

      158,270.69         164,193.86   

MFO NEW WORLD FD INC NEW CL A

      52,363.76         54,912.35   

MFO NEW WORLD FD INC NEW CL F-1

      42,314.04         49,788.06   

MFO NEW WORLD FD INC NEW CL R-4

      93,427.71         108,909.55   

MFO NICHOLAS EQUITY INCOME FUND I

      29,848.84         31,771.65   

MFO NICHOLAS II INC CL N SHS

      33,961.98         51,377.49   

MFO NORTHERN LTS FD TR PAC FINL EXPLORERFD INV CL

      97,281.19         96,410.07   

MFO NUVEEN INVT TR II TRADEWINDS INTL VALUE FD CL A

      18,682.37         24,715.67   

MFO NUVEEN MID CAP GROWTH OPPORT CL A

      10,000.00         9,856.96   

MFO NUVEEN REAL ESTATE SEC CL A

      122,799.15         167,750.80   

MFO NUVEEN SMALL CAP SELECT CL A

      36,317.69         46,063.75   

MFO NWQ MULTI-CAP VALUE FD CL A

      26,960.51         25,214.68   

MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO

      1,911.40         2,110.23   

MFO OAKMARK EQTY & INC FD CL I

      1,371,903.09         1,555,292.42   

MFO OAKMARK FD CL I

      320,359.80         339,630.72   

MFO OAKMARK GLOBAL FD CL I

      796,214.40         825,404.03   

MFO OAKMARK INTL FD OPEN END FD

      626,169.20         704,226.59   

MFO OAKMARK SELECT FD CL I

      2,036,444.38         2,104,627.21   

MFO OBERWEIS FDS CHINA OPPTYS FD

      353,141.15         326,667.26   

MFO OBERWIES FDS EMERGING GROWTH PORTFOLIO

      2,562.81         2,558.31   

MFO OLD MUT ADVISOR FDS II FOCUSED FD CL

      146,645.29         162,613.65   

MFO OLD MUT ADVISOR FDS II TS&W MID-CAP VALUE FD CL Z

      173,548.26         125,489.19   

MFO OPPENHEIMER CHAMPION HI YIELD FD CL A

      10,094.36         10,095.41   

MFO OPPENHEIMER COMMODITY STRATEGY TOTALRETURN FD CL A

      31,536.76         17,532.66   

MFO OPPENHEIMER CORE BD FD CL A

      160,000.00         166,073.93   

MFO OPPENHEIMER DEVELOPING MKTS FDS CL A

      431,334.26         550,146.08   

MFO OPPENHEIMER DEVELOPING MKTS FDS CL Y

      50,702.11         66,039.30   

MFO OPPENHEIMER GLOBAL FD CL A

      52,445.21         48,958.56   

MFO OPPENHEIMER GLOBAL GROWTH & INC FD CL A FORMERLY SH BEN INT TO 11 /01/1993

      18,346.77         17,730.11   

MFO OPPENHEIMER GLOBAL STRATEGIC INCOME A

      98,816.96         100,280.22   

MFO OPPENHEIMER INTL BD FD CL A

      203,186.11         204,009.64   

MFO OPPENHEIMER INTL BD FD CL Y

      38,888.97         40,261.34   

MFO OPPENHEIMER INTL SMALL CO FD CL A

      146,487.49         154,245.97   

MFO OPPENHEIMER MAIN ST SMALL & MID-CAP

      69,201.89         73,061.97   

MFO OPPENHEIMER QUEST FOR VALUE FDS OPPORTUNITY VALUE FD CL A

      6,546.92         6,580.85   

MFO OPPENHEIMER QUEST FOR VALUE FDS SMALL- & MID- CAP VALUE FD CL A

      53,335.50         45,186.56   

MFO OPPENHEIMER SR FLOATING RATE FD CL A

      190,126.06         191,225.37   

MFO OPPENHEIMER SR FLOATING RATE FD CL Y

      43,265.10         43,371.51   

MFO PARADIGM FDS VALUE FD

      144,897.22         156,363.71   

MFO PARK AVE PORTFOLIO RS EMERGING MKTS FD CL A

      10,266.68         11,472.74   

MFO PARNASSUS FD

      10,082.58         14,762.53   

MFO PARNASSUS FD SMALL-CAP FD

      29,513.41         33,166.27   

MFO PARNASSUS INCOME TR EQUITY INCOME FD

      1,118,040.41         1,263,832.66   

MFO PARNASSUS INCOME TR FIXED INCOME FD

      24,541.90         25,752.66   

MFO PARNASSUS WORKPLACE FD

      25,528.32         28,971.58   

MFO PAX WORLD FDS SER TR I BALANCED FD INDIVIDUAL INVS CL

      11,655.17         10,615.07   

MFO PAYDEN & RYGEL INVT GROUP CL R

      20,706.16         20,787.00   

MFO PAYDEN & RYGEL INVT GROUP CORE BD FDINVT QUAL BD FD R

      16,242.24         17,032.03   

MFO PAYDEN & RYGEL INVT GROUP EMERGING MARKET BD FD

      201,499.77         217,304.71   

MFO PAYDEN & RYGEL INVT GROUP GNMA FD

      35,371.37         35,473.81   

MFO PAYDEN & RYGEL INVT GROUP HIGH INCOME FD

      86,470.58         93,921.74   

MFO PERKINS GLOBAL VALUE CLASS T

      4,114.49         3,871.36   

MFO PERKINS MID CAP VAL-T

      3,163,600.71         3,588,644.08   

MFO PERKINS S/C VALUE FUND-T

      380,606.70         455,958.75   

 

- 103 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO PERM PORTFOLIO FD INC

      2,284,571.70         2,694,655.06   

MFO PERRITT FDS INC EMERGING OPPORTUNITIES FD

      34,305.46         32,887.97   

MFO PERRITT MICROCAP OPPORTUNITIES FD INC COM

      54,431.40         57,547.98   

MFO PFD SECS FD CL A

      21,562.73         27,177.12   

MFO PIMCO AST BACKED SEC PORTFOLIO FD #460

      1,754,824.74         1,866,039.18   

MFO PIMCO DEVELOPING LOCAL MARKETS

      715,629.21         684,881.21   

MFO PIMCO FDS DEVELOPING LOC MKT FD C

      65,102.94         67,973.17   

MFO PIMCO FDS EMERGING LOCAL BD FD CL D

      143,864.10         148,701.80   

MFO PIMCO FDS EMERGING LOCAL BD FD INSTLCL USD

      1,293,526.36         1,339,097.96   

MFO PIMCO FDS FGN FD INSTL

      58,525.53         59,148.32   

MFO PIMCO FDS FUNDAMENTAL ADVANTAGE TOTAL RETURN

      46,068.65         43,069.63   

MFO PIMCO FDS GLOBAL ADVANTAGE STRATEGY BD FD CL D

      38,505.51         38,508.19   

MFO PIMCO FDS GLOBAL MULTI-ASSET FD INSTL CL

      196,975.79         215,419.12   

MFO PIMCO FDS GLOBAL MULTI-AST FD CL D

      37,669.38         42,901.16   

MFO PIMCO FDS MULTI MANAGER SER OPCAP RENAISSANCE FD CL D

      27,528.38         26,780.78   

MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REAL RETURN STRATEGY FD CL D

      520,500.48         550,701.93   

MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REALRETURN STRATEGY FD INSTL

      104,653.72         91,002.09   

MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM FD CL D

      75,865.32         75,566.74   

MFO PIMCO FDS PAC INVT MGMT SER STOCKSPLUS TR SHORT STRATEGY FD INSTL

      265,639.20         217,231.07   

MFO PIMCO FDS PAC INVT MGMT SER ALL AST FD INSTL CL

      121,823.33         124,186.25   

MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD CL D

      168,510.95         170,168.48   

MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD INSTL CL

      34,332.26         35,440.17   

MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD INSTL UNHEDGED

      61,663.90         64,912.58   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD CL D

      140,724.82         142,972.68   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD INSTL CL

      254,690.28         247,681.70   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I INTL STOCKPLUS STRATEGY CL D

      63,619.58         52,432.42   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005

      194,026.70         193,491.39   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 ALL AST FD CL D

      88,048.19         85,332.77   

MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 GNMA FD CL D

      31,306.46         30,460.38   

MFO PIMCO FDS PAC INVT MGMT SER FOREIGN BD FD CL D UNHEDGED

      75,691.76         76,702.13   

MFO PIMCO FDS PAC INVT MGMT SER GLOBAL BD FD INSTL CL U S DOLLAR

      0.00         0.00   

MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD CL D

      556,010.73         666,645.52   

MFO PIMCO FDS PAC INVT MGMT SER HIGH YIELD FD INSTL CL

      14,379.65         17,587.15   

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP BD FD INSTL CL

      39,785.18         40,870.32   

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORTFOLIO INSTL CL

      15,162,747.89         16,229,021.04   

MFO PIMCO FDS PAC INVT MGMT SER LOW DURATION FD CL D

      126,700.47         127,027.01   

MFO PIMCO FDS PAC INVT MGMT SER PVT ACCTPORTFOLIO SER MUN SECTOR

      2,262,789.52         2,226,055.88   

MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN BD PORTFOLIO INSTL CL FD#488

      4,024,614.79         3,913,155.02   

MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN FD INSTL CL

      130,586.11         133,037.31   

MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D

      6,358,812.76         6,481,187.72   

MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL

      709,363.84         722,459.38   

MFO PIMCO FDS PAC INVT MGMT SER U S GOVTSECTOR PORTFOLIO INSTL CL

      19,309,401.69         17,395,133.70   

MFO PIMCO FDS PAPS EMERGING MKTS PORTFOLIO INSTL CL

      2,771,660.87         2,950,417.43   

MFO PIMCO FDS PAPS INTL PORTFOLIO INSTL CL

      7,358,521.87         7,083,034.69   

MFO PIMCO FDS SMALL CAP STOCKSPLUS TR FDUSD CL D

      34,073.62         31,329.49   

MFO PIMCO FUNDMTL ADV TOT RET-IS

      35,276.75         32,903.65   

MFO PIMCO HI YIELD PORTFOLIO FD #477

      1,203,794.30         1,221,288.81   

MFO PIMCO IMCOME FUND D

      135,258.01         134,187.56   

MFO PIMCO PAPS MORTGAGE PORTFOLIO INSTL CL

      40,675,518.90         40,330,100.99   

MFO PIMCO REAL RETURN BD FD CL D

      327,281.55         340,748.19   

MFO PIMCO STOCKSPLUS TOTAL RETURN FUND D

      172,205.94         172,202.76   

MFO PIMCO UNCONSTRAINED BD FD CL D

      16,329,813.49         16,564,749.03   

MFO PIMCO UNCONSTRAINED BD-INS

      410,694.21         411,679.08   

MFO PIN OAK EQUITY FUND

      75,251.92         95,514.13   

MFO PIONEER EMERGING MARKETS FUND CL A SHS

      23,720.13         27,913.62   

MFO PIONEER EQUITY INCOME FUND CL A

      192,989.09         179,319.46   

MFO PIONEER FD CL A SHS

      11,683.77         10,238.48   

MFO PIONEER FUNDAMENTAL GROWTH FD CL A

      6,398.43         3,480.87   

MFO PIONEER HI YIELD FD CL A

      121,424.73         131,132.25   

MFO PIONEER STRATEGIC INCOME FD CL A

      33,335.69         33,393.53   

MFO PNC LARGE CAP VALUE FUND

      19,301.17         12,969.43   

MFO PRICE T ROWE GLOBAL TECHNOLOGY FD INC SHS BEN INT

      118,226.61         132,697.06   

MFO PRICE T ROWE GROWTH STK FD INC COM

      113,268.84         128,186.42   

MFO PRICE T ROWE HI YIELD FD

      160,472.55         192,795.69   

MFO PRICE T ROWE HLTH SCI FD INC COM

      48,754.09         54,505.88   

MFO PRICE T ROWE MEDIA & TELECOMMUNICATIONS FD INC COM

      64,027.73         70,270.00   

MFO PRICE T ROWE RETIREMENT FDS INC 2010FD

      10,329.15         11,551.60   

MFO PRICE T ROWE RETIREMENT FDS INC 2020FD

      310,118.57         336,638.46   

MFO PRICE T ROWE RETIREMENT FDS INC 2030FD

      564,993.65         586,530.67   

MFO PRIMECAP ODYSSEY FDS AGGRESSIVE GROWTH FD

      106,386.09         139,886.51   

MFO PRIMECAP ODYSSEY FDS GROWTH FD

      213,447.91         238,546.02   

MFO PRINCIPAL FDS INC HIGH YIELD FD CL A

      126,049.72         131,436.76   

MFO PROFESSIONALLY MANAGED FD ASTERICK XUPGRADER

      481,897.31         399,207.37   

MFO PROFESSIONALLY MANAGED PORTFOLIOS AKRE FOCUS FD RETAIL CL

      35,502.20         42,268.09   

MFO PROFESSIONALLY MANAGED PORTFOLIOS BROWN ADVISORY GROWTH EQUITY FD INSTL CL

      35,000.00         41,842.84   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO PROFESSIONALLY MANAGED PORTFOLIOS CAN SLIM SELECT GROWTH FD

      130,651.36         150,499.63   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF AGGRESSIVE UPGRADER FD

      88,382.86         84,125.42   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF UPGRADER FD

      16,443.50         19,070.84   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX TACTICAL UPGRADER FD

      19,364.23         14,702.94   

MFO PROFESSIONALLY MANAGED PORTFOLIOS HODGES FD

      111,684.59         125,257.95   

MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD OSTERWEIS FD

      63,969.47         80,455.08   

MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS STRATEGIC INC FD

      72,345.60         74,816.28   

MFO PROFESSIONALLY MANAGED PORTFOLIOS PORTFOLIO 21

      28,150.80         27,231.98   

MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN GROWTH FD

      6,280.66         4,347.15   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X AGGRESSIVE UPGRADER

      514,178.61         438,042.02   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X CONSERVATIVE UPGRADER

      131,868.39         138,009.79   

MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X FLEXIBLE INCOME FD

      125,015.28         134,322.35   

MFO PROFUNDS BASIC MATLS ULTRASECTOR PROFUN INV CL

      57,201.19         86,101.28   

MFO PROFUNDS BEAR PROFUND INVS

      129,320.25         111,394.74   

MFO PROFUNDS BIOTECHNOLOGY ULTRASECTOR PROFUND

      92,370.91         81,726.95   

MFO PROFUNDS INTERNET ULTRASECTOR PROFUND INV CL

      4,998.89         4,802.93   

MFO PROFUNDS MOBILE TELECOMMUNICATIONS ULTRA

      15,000.00         14,828.90   

MFO PROFUNDS MUT FDS OIL EQUIP SVCS & DISTR ULTRA SECTOR

      16,104.00         18,487.62   

MFO PROFUNDS MUT FDS SMALL-CAP PROFUND INV CL

      7,931.81         10,122.99   

MFO PROFUNDS MUT FDS SMALL-CAP VALUE PROFUND INV CL

      12,000.16         12,139.47   

MFO PROFUNDS MUTUAL FDS BANKING ULTRASECTOR PROFUND INV CL

      30,000.00         24,311.59   

MFO PROFUNDS MUTUAL FDS MID-CAP VALUE PROFUND INV CL

      23,787.45         25,894.53   

MFO PROFUNDS OIL & GAS ULTRASECTOR PROFUND INV CL

      90,818.12         70,353.84   

MFO PROFUNDS PRECIOUS METALS ULTRASECTORPROFUND

      6,983.41         10,801.27   

MFO PROFUNDS RISING RATES OPPORTUNITY INV CL RISING RATES OPPORTUNITY

      24,410.23         21,119.35   

MFO PROFUNDS RISING RATES OPPORTUNITY 10PROFUND

      7,405.40         6,481.76   

MFO PROFUNDS RISING U S DOLLAR PROFUND INV CL

      65,294.87         58,374.81   

MFO PROFUNDS SEMICONDUCTOR ULTRASECTOR PROFUND

      13,482.19         15,309.95   

MFO PROFUNDS ULTRA EMERGING MKTS PROFUNDINVS CL

      52,797.11         77,451.13   

MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL

      12,570,382.77         13,708,165.13   

MFO PROFUNDS ULTRABEAR PROFUND INVS CL

      19,827.07         15,018.06   

MFO PROFUNDS ULTRABULL PROFUND INVS CL

      272,964.28         319,592.59   

MFO PROFUNDS ULTRADOW 30 PROFUND INV CL

      20,981.35         13,716.85   

MFO PROFUNDS ULTRALATIN AMER PROFUND INVCL

      17,654.14         21,960.79   

MFO PROFUNDS ULTRASHORT SMALL-CAP FD INVCL

      1,065.85         279.58   

MFO PROFUNDS ULTRASMALLCAP PROFUND INV CL

      17,735.80         22,122.82   

MFO PRUDENT DOLLARBEAR FD CL A SHS

      78,449.13         78,314.58   

MFO PRUDENTIAL JENNISON 20/20 FOCUS FD CL A

      26,166.67         39,383.02   

MFO PRUDENTIAL JENNISON MID-CAP GROWTH FD IN CL A

      7,181.79         8,928.02   

MFO PRUDENTIAL JENNISON NATURAL RESOURCES CLASS A

      60,722.90         75,152.84   

MFO PRUDENTIAL JENNISON UTILITY CLASS A

      9,781.00         6,553.47   

MFO PURISIMA FDS TOTAL RETURN FD

      468,824.19         677,578.57   

MFO PUTNAM FDS TR EQTY SPECTRUM FD CL A

      1,006.91         1,050.12   

MFO QUAKER INVT TR MID-CAP VALUE FD CL A

      24,878.78         23,014.65   

MFO QUAKER INVT TR STRATEGIC GROWTH FD CL A

      14,045.65         9,828.37   

MFO QUANTITATIVE GROUP FDS QUANT EMERGING MKTS FD ORD SHS

      343.61         412.08   

MFO QUANTITATIVE GROUP FDS QUANT FOREIGNVALUE FD ORD SHS

      64,991.56         54,014.80   

MFO RAINIER FDS MID CAP EQUITY PORTFOLIO

      127,928.48         146,745.94   

MFO RAINIER L/C EQUITY PORTFOLIO

      1,476,389.49         1,551,145.36   

MFO RBB FD INC FREE MARKET INTL EQUITY FD

      129,290.82         120,491.00   

MFO RBB FD INC FREE MARKET US EQUITY FD

      141,404.62         149,125.99   

MFO RBB FD INC ROBECO BOSTON PARTNERS ALL-CAP VALUE FD

      10,210.90         10,190.61   

MFO RBB FD INC ROBECO BOSTON PARTNERS SMALL CAP VALUE

      68,808.73         59,830.37   

MFO RBB FD INC SCHNEIDER SMALL CAP VALUEFD

      2,052.14         4,958.76   

MFO RBC FDS TR MICROCAP VALUE FD CL S

      59,511.36         50,987.20   

MFO REAL ESTATE INCOME FD

      10,478.94         10,951.84   

MFO REYNOLDS FDS BLUE CHIP GROWTH FD

      34,961.52         37,128.55   

MFO RIDGEWORTH FDS HIGH INCOME FD CL I

      72,577.63         78,537.05   

MFO RIDGEWORTH FDS INTERMEDIATE BD FD CLI

      207,466.38         203,937.01   

MFO RIDGEWORTH FDS SEIX FLTG RATE INC FDCL I

      20,703.42         21,452.75   

MFO RIDGEWORTH FDS SMALL CAP VALUE EQUITY FD CL I

      5,005.95         6,215.59   

MFO RIDGEWORTH FDS US GOVT SECS ULTRA SHORT BD FD CL I

      218,237.41         218,101.24   

MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO

      173,080.73         181,699.24   

MFO RIV RD DIVID ALL CAP VALUE CL N

      12,950.18         14,645.63   

MFO RIVERNORTH FDS CORE OPPORTUNITY FD

      90,096.23         110,742.35   

MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD

      7,129.51         6,302.98   

MFO ROBERTSON STEPHENS INVT TR INFO AGE FD

      7,329.43         8,984.82   

MFO ROWE PRICE NEW ERA FD INC

      464,649.94         524,136.07   

MFO ROWE PRICE SMALL CAP VALUE FD

      70,356.51         77,129.60   

MFO ROWE T PRICE BLUE CHIP GROWTH FD

      125,953.01         147,035.91   

MFO ROWE T PRICE CAP APPRECIATION FD ADVISOR CLASS

      18,234.75         19,893.73   

MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD

      316,134.21         304,929.01   

MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD

      202,114.42         196,662.30   

MFO ROWE T PRICE INTL FD INC INTL BD FD OPEN END FD

      133,909.91         134,743.43   

MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD

      4,516.03         4,633.27   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD

      172,121.91         196,752.89   

MFO ROWE T PRICE INTL FDS EMERGING MKTS STK FD

      530,738.87         702,108.44   

MFO ROWE T PRICE INTL FDS INC

      257,403.38         207,996.51   

MFO ROWE T PRICE INTL FDS INC AFRICA ANDTHE MIDDLE EAST FD

      43,058.03         30,828.86   

MFO ROWE T PRICE INTL FDS INC LATIN AMERFD

      630,364.25         875,343.65   

MFO ROWE T PRICE MID-CAP GROWTH FD INC COM

      94,697.35         126,501.24   

MFO ROWE T PRICE MID-CAP VALUE FD COM

      106,087.10         112,602.70   

MFO ROWE T PRICE NEW AMER GROWTH FD SH BEN INT OPEN END FD

      35,957.40         36,872.23   

MFO ROWE T PRICE PERS STRATEGY FDS INC

      96,880.15         93,187.09   

MFO ROWE T PRICE REAL ESTATE FD INC COM

      115,040.26         109,270.23   

MFO ROWE T PRICE SCI & TECH FD INC CAP STK

      1,087.90         1,335.45   

MFO ROWE T PRICE SPECTRUM FD GROWTH FD

      334,024.00         328,164.46   

MFO ROWE T PRICE SPECTRUM FD INC INC FD OPEN END FD

      25,723.84         26,797.64   

MFO ROYCE FD 100 FD SVC CL

      128,354.12         173,363.63   

MFO ROYCE FD DIVIDEND VALUE FD SVC CL

      61,341.79         68,630.26   

MFO ROYCE FD FINL SVCS FD SVC CL

      11,196.77         13,537.38   

MFO ROYCE FD GLOBAL VALUE FD SVC CL

      59,669.61         60,234.78   

MFO ROYCE FD HERITAGE FD SVC CL

      115,858.23         184,116.63   

MFO ROYCE FD LOW PRICED STK FD SVC CL

      392,565.61         523,658.40   

MFO ROYCE FD MICRO-CAP FD INVT CL

      53,167.93         64,289.70   

MFO ROYCE FD OPPORTUNITY FD

      178,518.23         208,250.62   

MFO ROYCE FD PA MUT FD INVT CL

      230,932.25         260,912.46   

MFO ROYCE FD PREMIER FD INVT CL

      127,955.92         159,264.41   

MFO ROYCE FD PREMIER FD SVC CL

      12,052.12         14,689.51   

MFO ROYCE FD SPL EQTY FD INVT CL

      157,062.78         178,584.34   

MFO ROYCE FD SPL EQUITY FD SVC CL

      32,489.50         39,652.90   

MFO ROYCE FD TOTAL RETURN FD

      277,395.03         329,650.66   

MFO ROYCE FD TOTAL RETURN FD SVC CL

      117,185.63         125,969.83   

MFO ROYCE FD VALUE FD SVC CL

      442,503.22         524,833.28   

MFO ROYCE FD VALUE PLUS FD SVC CL

      851,613.38         942,642.82   

MFO ROYCE OPPORTUNITY FD SVC CL

      34,585.01         34,380.71   

MFO RS EMERGING GROWTH FD

      22,149.84         22,656.98   

MFO RS INVT TR GLOBAL NATURAL RES FD

      164,531.57         196,953.81   

MFO RS INVT TR PARTNERS FD

      474,396.78         545,074.26   

MFO RS INVT TR VALUE FD

      41,071.19         41,605.94   

MFO RTC CONCENTRATED EQTY

      9,159,600.40         10,055,195.89   

MFO RTC EMERGING MARKETS

      4,395,198.60         10,099,094.26   

MFO RTC EMERGING MARKETS

      9,945,040.43         13,331,593.70   

MFO RTC GLOBAL REAL ESTATE SEC

      20,647,661.79         23,732,283.18   

MFO RTC INFLATION PROTECTED SEC

      19,068,583.48         20,957,937.49   

MFO RTC QUANTITATIVE BD

      88,515,466.81         100,935,184.73   

MFO RTC WORLD EQTY

      13,811,039.64         14,938,924.75   

MFO RUSSELL SHORT TERM INVESTMENT FUND CORE CLASS

      121,698,132.95         121,698,132.95   

MFO RUSSELL TR CO COMMINGLED EMP BENEFI INTL INDEX FD SER I

      35,947,532.64         37,181,763.45   

MFO RYDEX COMMODITIES STRATEGY FD CL H

      16,267.00         17,685.51   

MFO RYDEX INVERSE DOWN 2X STRATEGY FD CL

      126,000.00         103,506.20   

MFO RYDEX INVERSE S&P 500 2X STRAT FD CL

      26,163.05         16,080.78   

MFO RYDEX SER FDS

      397.48         2,010.33   

MFO RYDEX SER FDS BASIC MATERIALS FD INVS CL

      50,771.88         56,053.24   

MFO RYDEX SER FDS ENERGY SVCS FD INVS CL

      13,803.45         18,411.49   

MFO RYDEX SER FDS EUROPE 1.25X STRATEGY FD CL H

      7,362.36         7,490.47   

MFO RYDEX SER FDS FINL SVCS FD INVS CL

      11,133.52         11,087.56   

MFO RYDEX SER FDS GOVT LONG BD 1.2X STRATEGY FD INVS CL

      5,172.82         4,663.65   

MFO RYDEX SER FDS HEALTH CARE FD INVS CL

      11,000.15         11,363.50   

MFO RYDEX SER FDS INTERNET FD INVESTOR CL

      64,193.00         65,332.68   

MFO RYDEX SER FDS INVERSE GOVT LONG BD STRATEGY FD INV CL JUNO

      120,538.71         114,905.74   

MFO RYDEX SER FDS NASDAQ-100 FD INV CL

      394,188.51         481,962.27   

MFO RYDEX SER FDS PRECIOUS METALS FD #16

      92,706.09         103,114.64   

MFO RYDEX SER FDS S&P 500 PURE GROWTH FDCL H .

      98,150.00         97,739.98   

MFO RYDEX SER FDS S&P MIDCAP 400 PURE GROWTH CL H

      16,267.00         17,790.16   

MFO RYDEX SER FDS TELECOMMUNICATIONS FD INVS CL

      26,324.36         27,566.66   

MFO RYDEX STRENGTHENING DOLLAR 2X FD CL H

      40,497.88         40,095.38   

MFO RYDEX US LONG SHORT MOMEN-H

      26,813.78         22,811.31   

MFO RYDEX/SGI EQUITY FD

      18,024.69         20,678.88   

MFO RYDEX/SGI SER FDS MANAGED FUTURES STRATEGY FD CL H

      180,815.37         173,787.34   

MFO RYDEX/SGI SER FDS MULTI HEDGE STRATEGIES FD CL H

      9,013.12         7,509.93   

MFO SATURNA INVT TR SEXTANT INTL FD

      15,000.00         15,350.88   

MFO SCHRODER CAP FDS DEL U S OPPTYS FD INV SHS COMP-INV

      208,894.65         251,829.60   

MFO SCHRODER SER TR

      87,069.14         101,127.99   

MFO SCHWAB CAP TR ASSET DIRECTOR CONSERVATIVE INV SHS

      32,372.48         33,828.55   

MFO SCHWAB CAP TR ASSET DIRECTOR HIGH GROWTH FD INV SHS

      331,098.91         352,606.24   

MFO SCHWAB CAP TR AST DIRECTOR-AGGRESSIVE GROWTH FD

      432,081.24         390,833.47   

MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD

      562,001.71         594,156.55   

MFO SCHWAB CAP TR BALANCED FD INV SHS

      26,261.28         24,963.96   

MFO SCHWAB CAP TR CORE EQUITY FD

      503,094.68         503,988.72   

 

- 106 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO SCHWAB CAP TR DIVIDEND EQUITY FD

      742,456.29         765,776.72   

MFO SCHWAB CAP TR FINL SVCS FD

      91,863.98         91,848.55   

MFO SCHWAB CAP TR FUNDAMENTAL INTL SMALL-MID CO INDEX FD

      41,007.84         45,733.19   

MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD

      32,283.33         30,335.84   

MFO SCHWAB CAP TR FUNDAMENTAL US SMALL-MID CO INDEX FD

      219,735.21         278,580.77   

MFO SCHWAB CAP TR FUNDAMENTAL US LARGE CO INDEX FD

      31,344.21         44,737.56   

MFO SCHWAB CAP TR HEALTH CARE FD

      540,952.45         583,826.86   

MFO SCHWAB CAP TR HEDGED EQTY FD SELECT SH

      51,576.12         58,437.73   

MFO SCHWAB CAP TR INTL INDEX FD

      591,280.03         653,709.59   

MFO SCHWAB CAP TR LARGE CAP GROWTH FD

      207,497.49         219,731.85   

MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD INV SHS

      782,303.50         797,531.41   

MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD SELECT

      86,471.79         79,827.30   

MFO SCHWAB CAP TR LAUDUS SMALL-CAP MARKETMASTERS FD INV

      8,882.86         10,274.65   

MFO SCHWAB CAP TR MODERATE TARGET INCOMEFD

      100,449.80         100,757.10   

MFO SCHWAB CAP TR PREMIER EQUITY FD

      230,444.15         213,326.80   

MFO SCHWAB CAP TR S&P 500 INDEX FD

      1,453,098.98         1,899,916.40   

MFO SCHWAB CAP TR TARGET 2010 FD

      48,370.57         44,906.78   

MFO SCHWAB CAP TR TARGET 2015 FD

      130,386.97         135,977.79   

MFO SCHWAB CAP TR TARGET 2020 FD

      406,562.21         428,675.69   

MFO SCHWAB CAP TR TARGET 2025 FD

      261,421.30         309,360.92   

MFO SCHWAB CAP TR TARGET 2030 FD

      452,988.25         484,587.36   

MFO SCHWAB CAP TR TARGET 2040 FD

      142,547.75         164,202.04   

MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS PREMIER SWEEP SHS

      465,721.45         465,721.45   

MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS SWEEP SHS

      253,284.31         253,284.31   

MFO SCHWAB CHARLES FAMILY FDS INV MONEY FD

      162,726.90         162,726.90   

MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD

      4,597,852.97         4,597,852.97   

MFO SCHWAB FAMILY FD MONEY MKT FD

      195,221,776.06         195,221,776.06   

MFO SCHWAB FUND EMG MKTS IDX-INS

      192,167.63         198,343.94   

MFO SCHWAB FUNDS INTERNATIONAL CORE EQUITY

      107,473.24         88,546.26   

MFO SCHWAB GOVT SEC FD

      1,237,425.42         1,237,425.42   

MFO SCHWAB INVTS 1000 INDEX FD

      475,848.92         511,036.57   

MFO SCHWAB INVTS GLOBAL REAL ESTATE FD SHS

      196,026.61         183,448.88   

MFO SCHWAB INVTS SCHWAB GNMA FD

      255,983.52         257,439.70   

MFO SCHWAB INVTS SCHWAB INFLATION PROTECTED FD PROTECTED FD SEL

      211,798.08         213,900.23   

MFO SCHWAB INVTS SCHWAB PREMIER INCOME FD

      665,908.01         676,222.30   

MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BOND MARKET INDEX FUND

      59,412.79         58,847.59   

MFO SCHWAB SMALL CAP INDEX SELECT

      401,388.93         443,342.02   

MFO SCHWAB TOTAL BOND MKT INDEX FD

      74,568.55         73,160.33   

MFO SCHWAB TOTAL STOCK MARKET INDEX FUND

      1,136,941.29         1,290,705.05   

MFO SCHWAB U.S TREAS MONEY FD

      4,899,413.01         4,899,413.01   

MFO SCHWAB YIELD PLUS FD SCHWAB YIELDPLUS FD

      40,270.90         21,100.38   

MFO SCHWARTZ INVT TR

      4,789.83         5,515.08   

MFO SCOUT FDS STOCK FD

      32,942.40         35,478.26   

MFO SELECTED AMER SH INC CAP STK OPEN END FD

      416,020.67         422,694.38   

MFO SELECTED AMERN SHS INC CL D

      59,702.21         57,233.92   

MFO SELECTED SPL SHS INC

      4,117.92         3,335.63   

MFO SELECTED SPL SHS INC CL D

      11,377.17         9,168.19   

MFO SENTINEL GROUP FDS INC SENTINEL SHORT MAT GOVT FD

      9,607.06         9,474.41   

MFO SENTINEL GROUP FDS INC SENTINEL SMALL CO FD CL A

      7,424.20         9,407.04   

MFO SEQUOIA FD INC COM STK OPEN END FD

      195,347.64         212,614.95   

MFO SHORT TERM BD FD AMER INC SHS CL F-1

      57,957.85         57,475.27   

MFO SIT LARGE CAP GROWTH FD

      60,444.03         60,684.60   

MFO SIT MID CAP GROWTH FD INC

      21,511.85         23,157.14   

MFO SKYLINE SPECIAL EQUITIES

      2,209.70         2,807.65   

MFO SMALL CAP FD

      95,375.60         115,018.89   

MFO SMALLCAP WORLD FD INC CL F-1

      70,073.02         77,745.49   

MFO SMALLCAP WORLD FD INC CL R-5

      19,655.36         19,995.26   

MFO SMALLCAP WORLD FD INC OPEN END FD

      36,799.07         37,298.64   

MFO SOUND SHORE FD INC COM

      411,813.47         382,296.87   

MFO STEELPATH MLP FDS TR SELECT 40 FD CL

      27,160.00         29,772.16   

MFO STEELPATH MLP INCOME FUND-A

      21,232.50         23,477.64   

MFO STRATTON FDS INC SMALL-CAP VALUE FD

      36,035.85         40,137.77   

MFO STRONG ADVISOR COM STK Z

      10,749.18         11,285.16   

MFO STRONG EQUITY FDS II INC SMALL CO VALUE FD

      15,739.76         16,542.26   

MFO SUNAMERICA INCOME FDS GNMA FD CL A

      121,623.81         121,043.34   

MFO SUNAMERICA SR FLOATING RATE FD INC CL A SHS

      8,052,738.66         8,506,370.13   

MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD

      1,354,730.58         1,438,807.13   

MFO T ROWE PRICE INTL FDS INC EMERGING MKTS FD #110

      100,734.06         109,462.83   

MFO T ROWE PRICE NEW INC FD INC

      10,203.13         10,937.81   

MFO TCW FDS INC FORMERLY TCW GALILEO FDSIN CORE FXD INC FD CL N

      10,355.44         10,085.66   

MFO TCW FDS INC FORMERLY TCW GALILEO FDSIN EMERGING MKTS INC FD CL N

      71,075.01         76,594.64   

MFO TCW FUNDS INC VALUE OPPORTUNITES FD

      7,651.89         6,829.23   

MFO TCW GALILEO FDS INC DIVIDEND FOCUSEDFD

      49,841.48         44,971.57   

MFO TCW GALILEO FDS INC OPPORTUNITY FD CL N

      16,119.46         15,129.47   

MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N

      2,473.06         3,578.04   

 

- 107 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO TCW GALILEO FDS INC SMALL CAP GROWTHFD CL N

      14,401.95         17,936.63   

MFO TCW GALILEO FDS INC TOTAL RETURN BD FD CL N SHS

      236,520.38         233,056.46   

MFO TCW TOTAL RETURN BD FD CL I SHS

      43,745.59         44,594.23   

MFO TEMPLETON CHINA WORLD FD FORMERLY TEMPL ADVISOR CL

      55,276.44         103,810.84   

MFO TEMPLETON DEVELOPING MKTS TR SH BEN INT CL A

      6,764.86         10,383.31   

MFO TEMPLETON GLB TOTAL RETUR-AD

      47,691.59         52,643.47   

MFO TEMPLETON INC TR GLOBAL BD FD ADVISOR CL

      487,238.24         498,522.43   

MFO TEMPLETON INC TR GLOBAL BD FD CL A GLOBAL BD FD A

      228,653.27         254,134.26   

MFO TFS CAP INVT TR MKT NEUTRAL FD

      140,743.69         148,570.87   

MFO THE WEITZ FUNDS PARTNERS III OPPORTUNITY FUND

      167,696.64         167,868.04   

MFO THIRD AVE TR INTL VALUE FD INSTL CL

      134,813.27         125,104.83   

MFO THIRD AVE TR SMALL-CAP VALUE FD INSTL CL

      374,140.74         350,779.01   

MFO THIRD AVE TR THIRD AVE FOCUSED CR FDINVS CL

      14,186.08         14,907.56   

MFO THIRD AVE TR VALUE FD INSTL CL

      623,382.74         576,367.53   

MFO THOMAS WHITE INTL FD

      3,572.27         3,307.87   

MFO THOMPSON PLUMB FDS INC BD FD

      3,346.08         3,636.55   

MFO THOMPSON PLUMB FDS INC GROWTH FD

      81,108.84         58,350.26   

MFO THORNBURG GLOBAL OPPORTUNITIES FUND A

      20,195.39         21,494.52   

MFO THORNBURG INC TR LTD TERM US GOVT FD

      13,222.59         13,274.79   

MFO THORNBURG INTL VALUE FD

      908,445.75         1,105,085.54   

MFO THORNBURG INVT TR GROWTH FUND CL A SHS

      83,339.47         78,880.80   

MFO THORNBURG INVT TR INTL VALUE FD CL A

      251,098.47         267,568.35   

MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL A SHS

      166,497.85         176,132.24   

MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL I

      18,137.78         18,208.05   

MFO THORNBURG INVT TR VALUE FD CL A

      25,304.35         21,310.57   

MFO TIAA-CREF MUT FDS INTL EQUITY FD RETAIL CL

      53,328.71         54,382.51   

MFO TOCQUEVILLE GOLD FD

      1,832,405.76         2,414,137.15   

MFO TOCQUEVILLE INTL VALUE FD CL F

      9,706.55         8,137.20   

MFO TOCQUEVILLE TR DELAFIELD FD

      34,252.26         40,828.06   

MFO TOCQUEVILLE TR TOCQUEVILLE FD CL A

      1,096,654.81         1,191,701.79   

MFO TORRAY FD SH BEN INT

      122,172.97         90,338.68   

MFO TOTAL RETURN BD FD CL A

      118,000.90         120,327.53   

MFO TOUCHSTONE FDS GROUP TR EMERGING MKTS

      1,404.05         1,412.62   

MFO TOUCHSTONE FDS GROUP TR SMALL CAP VALUE Z

      111,612.26         106,957.56   

MFO TOUCHSTONE INSTL FDS TR SANDS CAP INSTL GROWTH FD

      30,190.56         50,421.56   

MFO TOUCHSTONE STRATEGIC TR LARGE CAP GROWTH FD CL A

      15,848.01         6,858.61   

MFO TOUCHSTONE STRATEGIC TR MID CAP GROWTH FD CL A

      208,876.34         216,342.29   

MFO TRANSAMERICA FDS FORMERLY TRANSAMERICA TRANSAMERICA BALANCED CL P

      11,706.60         12,420.34   

MFO TRANSAMERICA WMC DIV GRO-P

      57,482.88         53,099.79   

MFO TURNER FDS LARGE CAP GROWTH FD INV CL

      13,635.59         13,674.70   

MFO TURNER FDS MIDCAP FD INSTL CL

      1,824,549.70         2,114,522.86   

MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD

      258,923.99         296,234.81   

MFO TWEEDY BROWNE FD INC VALUE FD

      13.99         16.56   

MFO TWEEDY BROWNE GLOBAL VALUE FUND II -CURRENCY UNHEDGED

      10,635.88         11,697.02   

MFO U S GLOBAL ACCOLADE FDS EASTN EUROPEAN FD

      369,336.05         306,123.70   

MFO U S GLOBAL INVESTORS FDS

      648,724.76         620,250.27   

MFO U S GOVT GTD SECS FD CL F

      60,695.44         57,468.06   

MFO ULTRA NASDAQ 100 INV

      25,438.02         38,606.22   

MFO UNIFIED SER TR AUER GROWTH FD

      4,000.00         3,063.55   

MFO UNIFIED SER TR IMS CAP VALUE FD

      2,664.57         2,661.80   

MFO UNIFIED SER TR ROOSEVELT MULTI-CAP FD

      20,548.27         21,998.34   

MFO US GLOBAL INVESTORSGOLD & PRECIOUS METALS FD

      49,811.94         77,228.29   

MFO USGI WOLD PRECIOUS MINERAL FUND

      505,839.68         508,077.13   

MFO UTD SVCS FDS CHINA REGION OPPORTUNITY FD

      14,868.67         15,776.34   

MFO VALUE LINE INC FD INC COM

      6,501.90         6,758.36   

MFO VALUE LINE LARGER COMPANIES

      9,342.96         10,488.20   

MFO VALUE LINE PREMIER GROWTH FD INC

      280,100.42         321,587.57   

MFO VALUE LINE SMALL-CAP GROWTH FD INC COM

      136,620.21         141,559.04   

MFO VAN ECK FDS INTL INVS FD A

      34,698.31         55,930.01   

MFO VAN ECK GLOBAL HARD AST CL A

      12,784.62         17,642.80   

MFO VANGUARD 500 INDEX FUND SIGNAL

      616,756.41         655,020.40   

MFO VANGUARD AST ALLOCATION FD INC COM

      12,857.06         11,072.65   

MFO VANGUARD BALANCED INDEX FD INC COM

      58,245.39         62,973.31   

MFO VANGUARD BD INDEX FDS COM

      599,840.84         620,355.00   

MFO VANGUARD BD INDEX FDS INTER TERM PORTFOLIO FD VANGUARD BD INDEX FD

      82,219.58         85,742.95   

MFO VANGUARD BD INDEX FDS LONG TERM PORTFOLIO FD

      103,971.83         106,540.58   

MFO VANGUARD BD INDEX FDS SHORT TERM PORTFOLIO FD

      544,201.28         550,171.24   

MFO VANGUARD BD INDEX FDS TOTAL BD MKT INDEX FD SIGNAL SHS

      122,884.00         124,513.58   

MFO VANGUARD CAP VALUE FD #328

      35,981.82         46,624.78   

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2020 FD

      679,681.77         792,689.23   

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2030 FD

      61,423.23         70,124.63   

MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2040 FD

      129,163.49         185,817.15   

MFO VANGUARD CONV SECS FD SH BEN INT

      12,337.39         12,079.26   

MFO VANGUARD DEVELOPED MKTS INDEX FD INVSH S

      45,601.70         35,700.24   

MFO VANGUARD EMERGING MKTS STOCK IDX VEIEX

      793,392.39         951,561.67   

 

- 108 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO VANGUARD EQTY INC FD INC COM

      30,399.59         28,385.30   

MFO VANGUARD EQTY INC FD INC GROWTH EQTYFD

      36,630.22         38,539.43   

MFO VANGUARD EXPLORER FD / VANGUARD EXPLORER FD INC TO 6/30/1998 COM

      5,044.03         6,220.78   

MFO VANGUARD FENWAY FDS PRIMECAP CORE FDINVS SHS

      220,889.93         282,274.87   

MFO VANGUARD FIXED INCOME SECS FD INC GNMA PORTFOLIO

      1,852,181.27         1,894,948.37   

MFO VANGUARD FIXED INCOME SECS FD INC HIGH YIELD BD PORTFOLIO

      438,090.57         449,491.39   

MFO VANGUARD FIXED INCOME SECS FD INC INTER TERM U S TREAS PORTFOLIO

      67,944.99         65,323.07   

MFO VANGUARD FIXED INCOME SECS FD INC INTER-TERM INVT GRADE FD INV SHS

      225,694.93         229,392.31   

MFO VANGUARD FIXED INCOME SECS FD INC LONG-TERM INVT GRADE FD INV SHS

      45,071.38         46,532.05   

MFO VANGUARD FIXED INCOME SECS FD INC USTREAS BD PORTFOLIO

      78,900.69         77,194.80   

MFO VANGUARD FTSE ALL WORLD INDEX FD

      140,258.64         146,631.31   

MFO VANGUARD FXD INC SECS FD INC INFLATION-PROTECTED SECS FD #119

      1,645,364.74         1,710,618.46   

MFO VANGUARD FXD INC SECS FD INC SHORT TERM U S TREAS PORTFOLIO

      82,043.24         81,949.53   

MFO VANGUARD GROWTH & INC FD

      74,372.21         64,655.24   

MFO VANGUARD GROWTH INDEX

      195,232.16         229,382.60   

MFO VANGUARD HIGH DIVIDEND YIELD INV SHS

      30,049.95         32,720.15   

MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO

      113,838.63         138,011.32   

MFO VANGUARD HORIZON GLOBAL EQTY FD #129

      835,969.48         679,791.41   

MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD

      554,479.01         591,260.64   

MFO VANGUARD INDEX TR EXTD MKT PORTFOLIOOPEN END FD

      15,135.21         19,154.09   

MFO VANGUARD INDEX TR MID CAPITALIZATION STK PORT INV SH

      330,678.81         419,671.74   

MFO VANGUARD INDEX TR MID-CAP GROWTH INDEX INV SHS

      60,293.05         60,030.49   

MFO VANGUARD INDEX TRUST SMALL CAPITLIZATION GROWTH PORT INV

      34,894.72         47,492.99   

MFO VANGUARD INFLATION PROTECTED SECURITIES FUND ADMIRAL

      104,552.11         107,703.38   

MFO VANGUARD INTL EQUITY INDEX FDS EUROPEAN PORTFOLIO

      201,447.71         170,745.43   

MFO VANGUARD INTL VALUE FD

      237,286.50         204,652.12   

MFO VANGUARD LARGE-CAP INDEX FD INV SHS

      214,618.20         229,021.43   

MFO VANGUARD LIFE STRATEGY INC FD PORTFOLIO

      14,628.03         15,081.12   

MFO VANGUARD MID-CAP GROWTH FD INVS SHS

      64,693.43         82,771.16   

MFO VANGUARD MORGAN GROWTH FD /VANGUARD MORGAN GROWTH FD INC 06/30/1998 COM

      14,911.03         24,403.33   

MFO VANGUARD PAC STK INDEX FD.

      70,794.12         77,094.06   

MFO VANGUARD PRIMECAP FUND

      47,913.08         61,540.04   

MFO VANGUARD SHORT TERM INVT GRADE ADMIRAL

      234,101.11         235,249.07   

MFO VANGUARD SHORT TERM INVT GRADE INV.

      905,923.48         924,540.42   

MFO VANGUARD SMALL-CAP INDEX FD

      409,987.94         513,095.91   

MFO VANGUARD SMALL-CAP VALUE INDEX FUND

      202,062.83         214,078.84   

MFO VANGUARD SPECIALIZED PORTFOLIOS DIVID GROWTH FD

      317,593.92         354,789.79   

MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD

      1,100,627.95         1,144,303.94   

MFO VANGUARD SPECIALIZED PORTFOLIOS HEALTH CARE FD

      798,289.75         812,524.13   

MFO VANGUARD SPECIALIZED PORTFOLIOS PRECIOUS METALS & MNG FD

      373,450.18         431,931.26   

MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD

      540,395.91         599,559.42   

MFO VANGUARD STAR FD LIFESTRATEGY GROWTHFD

      11,552.98         12,610.07   

MFO VANGUARD STAR FD STAR FD

      24,874.50         24,365.52   

MFO VANGUARD STRATEGIC EQTY FD

      13,503.79         10,816.20   

MFO VANGUARD TARGET RET FD 2025 #304

      267,918.47         272,778.70   

MFO VANGUARD TARGET RET FD 2035

      53,863.89         56,378.03   

MFO VANGUARD TARGET RET FD 2045 #306

      49,465.55         44,268.84   

MFO VANGUARD TOTAL INTL STK INDX FD

      862,761.11         936,779.59   

MFO VANGUARD TOTAL STK MKT INDEX FD INV SH

      1,564,505.63         1,656,543.37   

MFO VANGUARD TX-MANAGED FD TX-MANAGED INTL FD #127

      11,200.46         9,639.12   

MFO VANGUARD VALUE INDEX

      328,900.20         285,876.12   

MFO VANGUARD WELLESLEY INCOME FD COM

      1,349,809.17         1,401,436.84   

MFO VANGUARD WELLINGTON FD COM

      1,476,426.69         1,571,752.45   

MFO VANGUARD WHITEHALL FDS INTL EXPLORERFD INVS SHS

      63,177.46         61,920.98   

MFO VANGUARD WHITEHALL FDS SELECTED VALUE FD INVS SHS

      102,191.27         102,335.78   

MFO VANGUARD WINDSOR FDS COM

      245,862.33         192,465.96   

MFO VANGUARD WINDSOR II FD

      266,307.93         219,080.90   

MFO VANGUARD WORLD FD FTSE SOCIAL INDEX FD INV SHS

      11,677.08         9,813.23   

MFO VANGUARD WORLD FD INTL GROWTH FD

      417,578.48         417,827.01   

MFO VICTORY PORTFOLIOS FOR FUTURE ISSUESSEE 92646A SPL VALUE FD

      12,045.37         15,034.61   

MFO VIRTUS OPPORTUNITIES TR VIRTUS FOREIGN OPPORTUNITIES

      28,562.86         23,967.35   

MFO VIRTUS OPPORTUNITIES TR VIRTUS REAL ESTATE SECS FD CL A

      8,087.68         10,164.08   

MFO WALTHAUSEN SMALL CAP VALUE

      17,600.66         20,267.59   

MFO WASATCH ADVISORS FDS INC INCOME FD

      13,566.17         12,519.75   

MFO WASATCH ADVISORS FDS INC MICRO CAP FD

      323,316.39         277,770.26   

MFO WASATCH ADVISORS FDS INC ULTRA GROWTH FD

      195,644.85         228,907.28   

MFO WASATCH CORE GROWTH FD

      111,545.67         113,519.83   

MFO WASATCH FDS INC EMERGING MKTS SMALL CAP FD

      35,003.57         35,220.05   

MFO WASATCH FDS INC GLOBAL OPPORTUNITIESFD

      45,717.29         69,486.89   

MFO WASATCH FDS INC GLOBAL SCI & TECHNOLOGY FD

      21,574.46         22,675.35   

MFO WASATCH FDS INC INTL GROWTH FD

      331,442.74         363,035.62   

MFO WASATCH FDS INC INTL OPPORTUNITIES FD

      6,634.25         7,017.79   

MFO WASATCH FDS INC MICRO CAP VALUE FD

      40,747.62         54,001.97   

MFO WASATCH FDS INC SMALL CAP VALUE FD

      93,646.59         78,892.00   

MFO WASATCH SMALL CAP GROWTH FD

      286,863.88         369,821.83   

 

- 109 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MFO WASATCH-LONG/SHORT FUND

      12,501.46        15,544.88   

MFO WASHINGTON MUT INVS FD CL R-5

      60,320.79        48,317.81   

MFO WEITZ FDS HICKORY FD

      8,073.98        7,435.04   

MFO WEITZ FDS PARTNERS VALUE FD

      123,355.13        128,064.90   

MFO WEITZ FDS SHORT-INTERMEDIATE INCOME FD

      265,468.65        269,164.90   

MFO WEITZ FDS VALUE FD

      143,294.38        110,036.95   

MFO WELLS FARGO ADVANTAGE FDS DIVERSIFIED INCOME BUILDER FD CL A

      20,705.85        23,164.43   

MFO WELLS FARGO ADVANTAGE FDS LARGE CAP CORE FD INV CL

      4,811.92        5,437.98   

MFO WELLS FARGO ADVANTAGE FDS PRECIOUS METALS FD CL A

      50,000.00        51,352.58   

MFO WELLS FARGO C&B LARGE CAP VALUE INVESTORS

      95,672.91        102,841.91   

MFO WELLS FARGO C&B MID CAP VALUE INVESTORS

      51,810.77        49,783.35   

MFO WELLS FARGO DIVERSIFIED INTL INV

      2,507.14        1,797.21   

MFO WELLS FARGO FDS TR ADVANTAGE DISCOVERY FD INV CL

      120,565.14        140,106.44   

MFO WELLS FARGO FDS TR ADVANTAGE ENTERPRISE FD INV CL

      32,710.50        33,620.77   

MFO WELLS FARGO FDS TR ADVANTAGE OPPORTUNITY FD INV CL

      181,396.37        192,722.31   

MFO WELLS FARGO FDS TR ADVANTAGE ASIA PAC FD INV CL

      152,412.48        146,985.89   

MFO WELLS FARGO FDS TR ADVANTAGE GOVT SECS FD INV CL

      18,827.68        19,783.91   

MFO WELLS FARGO FDS TR ADVANTAGE GROWTH FD INV CL

      75,917.42        83,683.32   

MFO WELLS FARGO FDS TR ADVANTAGE LARGE CAP GROWTH FD INV CL

      28,058.30        31,424.19   

MFO WELLS FARGO FDS TR ADVANTAGE SPECIALMID CAP VALUE INV

      54,142.15        53,722.88   

MFO WELLS FARGO FDS TR ADVANTAGE ULTRA SHORT TERM INCOME FD

      3,718.85        3,516.23   

MFO WELLS FARGO FDS TR INCOME PLUS FD INVESTOR CL

      98,845.13        106,018.46   

MFO WELLS FARGO SMALL CAP VALUE INVESTOR

      24,206.95        26,705.19   

MFO WELLS FARGO SRF G

      103,754,379.81        106,383,550.79   

MFO WESTCORE PLUS BD FD

      134,752.51        134,692.98   

MFO WESTCORE PLUS BOND FUND IN

      117,468.06        117,876.33   

MFO WESTCORE TR SELECT FD

      23,674.32        28,098.83   

MFO WESTERN ASSET CORE PLUS BOND-FI

      35,180.30        36,393.38   

MFO WESTERN ASSET NON-US OPP BOND I

      1,756,221.43        1,721,477.76   

MFO WESTPORT SELECT CAP EQTY CL I

      43,942.62        45,891.63   

MFO WESTPORT SELECT CAP FD CL R

      1,916.22        2,279.83   

MFO WEXFORD TR MUHLENKAMP FD

      142,283.24        102,842.25   

MFO WHITE OAK SELECT GROWTH FD

      11,293.17        14,777.94   

MFO WILLIAM BLAIR BOND FD-N

      29,786.45        30,908.63   

MFO WILLIAM BLAIR GROWTH FD

      20,000.00        26,603.78   

MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS

      400,412.95        409,799.70   

MFO WILLIAM BLAIR SMALL CAP VALUE FUND N

      42,000.00        45,992.02   

MFO WILSHIRE MUT FDS INC FORMERLY WILSHIRE 5000 INDEX FD PORTFOLIO

      144,098.58        154,850.10   

MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL

      11,318.87        10,457.40   

MFO WINTERGREEN FD INC COM

      286,791.97        317,365.01   

MFO WORLD FDS TR SECTOR ROTATION FD NO LOAD SHS

      100,000.00        99,910.56   

MFO WORLDWIDE HIGH DIVIDEND YIELD

      7,884.69        10,009.39   

MFO WRIGHT MANAGED EQTY TR INTL BLUE CHIP EQUITIES FD STD SH

      58,460.92        59,710.99   

MFO WT MUTUAL FUND CRM SMALL CAP VALUE FD INV CL

      74,205.67        74,015.73   

MFO YACKTMAN FD INC COM

      529,392.64        632,005.62   

MFO YACKTMAN FD INC FOCUSED FD

      607,312.57        648,805.68   

MGIC INVT CORP WIS COM

      12,160.17        10,190.00   

MGM MIRAGE 7.625% DUE 01-15-2017

      20,252.08        18,700.00   

MGM RESORTS INTERNATIONAL COM

      241,351.07        261,968.85   

MGP INGREDIENTS INC COM

      375.28        441.60   

MHS 110122C00055000 MHS 01/22/2011 55.000 C

      (181.55 )      (1,280.00 ) 

MICHELIN (CGDE) EUR2(REGD)

      772,044.08        728,486.84   

MICREL INC COM

      1,379.95        1,299.00   

MICROCHANNEL TECHNOLOGIES CORP COM

      199,829.54        5,317.39   

MICROCHIP TECHNOLOGY INC COM

      12,008.17        13,684.00   

MICROCHIP TECHNOLOGY INC COM

      167,417.31        160,787.00   

MICROMEM TECHNOLOGIES INC COM

      11,163.03        166.95   

MICROMET INC COM STK

      8,283.24        9,256.80   

MICROMET INC COMSTK CALL OPT EXP 05/21/11 PR $10 PER SH

      (57.30 )      0.00   

MICRON TECH INC COM

      150,543.44        151,417.60   

MICRON TECH INC COM

      325,474.49        172,814.96   

MICRON TECH INC COM

      389,444.42        459,546.00   

MICRON TECHNOLOGY INC COMSTK CALL OPT EXP 04/16/11 PR $8 PER SH

      (885.45 )      (570.00 ) 

MICRON TECHNOLOGY INC COMSTK CALL OPT EXP 2/19/11 PR $9 PER SH

      (540.31 )      (800.00 ) 

MICROS SYS INC COM

      17,953.29        19,122.96   

MICROSOFT CORP COM

      694,006.83        762,216.00   

MICROSOFT CORP COM

      741,755.05        837,600.00   

MICROSOFT CORP COM

      879,396.35        968,824.00   

MICROSOFT CORP COM

      864,498.59        988,368.00   

MICROSOFT CORP COM

      1,156,147.34        1,202,514.40   

MICROSOFT CORP COM

      1,779,893.23        1,924,618.25   

MICROSOFT CORP COM

      3,485,198.93        5,288,746.00   

MICROSOFT CORP COM STK CALL OPT EXP 3/19/11 PR $30 PER SH

      (219.26 )      (195.00 ) 

MICROSTRATEGY INC CL A NEW

      1,272.46        1,709.40   

MICROVISION INC DEL COM

      135,041.49        109,089.00   

 

- 110 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MIDDLEBY CORP COM

      1,749.13        2,532.60   

MIDDLESEX WTR CO COM

      3,502.30        3,825.99   

MIDFIRST BK OKLA CITY CTF DEP DTD 01-06-2010 3.45 01-06-2017

      10,000.00        10,000.00   

MIDFIRST BK OKLA CITY CTF DEP DTD 01-06-2010 3.75 01-06-2020

      10,000.00        10,386.20   

MIDFIRST BK OKLA CITY CTF DEP DTD 04/01/2010 3.2 DUE 04-03-2017

      10,000.00        10,000.00   

MIDFIRST BK OKLA CITY CTF DEP DTD 09-02-2009 2.6 09-03-2013

      20,000.00        20,000.00   

MIDNIGHT HLDGS GROUP INC COM STK

      859.95        0.30   

MIDWAY ENERGY LTD

      16,702.49        23,575.46   

MIDWAY GOLD CORP COM

      20,558.25        21,832.20   

MIDWEST BANC HLDGS INC PERP PFD CONV SERA CONV PFD STK

      20,000.00        20,448.80   

MIDWEST PWR SYS INC $8.08 PFD STK

      10,000.00        10,223.20   

MIDWEST PWR SYS INC 7.64 PFD STK

      44,000.00        44,575.52   

MIGAMI INC COM STK

      249.95        4.20   

MILLENNIUM CELL INC COM

      6,027.19        0.31   

MILLER PETE INC COM ISIN US6005771000

      212,399.79        209,924.00   

MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)

      4,711.45        4,780.00   

MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)

      568,448.92        640,998.00   

MILWAUKEE CNTY WIS 3.125% 10-01-2015 BEOTAXABLE

      25,290.75        25,425.25   

MINCO SILVER CORP COM STK

      62,000.71        81,269.26   

MINDSPEED TECHNOLOGIES INC COM NEW STK

      15,454.99        16,463.90   

MINDSPEED TECHNOLOGIES INC COM NEW STK

      77,316.46        65,880.00   

MINEFINDERS CORP LTD COM MINEFINDERS CORP

      1,808.95        2,208.00   

MINERA ANDES INC COM

      111,610.03        125,197.92   

MINERALS TECHNOLOGIES INC COM

      4,473.82        6,558.20   

MINERALS TECHNOLOGIES INC COM

      269,976.10        340,132.00   

MINES MGMT INC COM

      18,892.30        25,080.00   

MIPS TECHNOLOGIES INC COMMON

      24,306.71        24,801.32   

MIRANDA GOLD CORP FORMERLY MIRANDA DIAM

      8,690.71        4,248.00   

MIRANT CORP NEW WT SER A EXP 01/03/2011

      133.92        0.06   

MIRASOL RES LTD COM STK

      11,624.75        15,246.75   

MISC VAL 6-064708

      0.00        0.00   

MISCELLANEOUS VALUATION EXPENSE ACCRUAL

      0.00        0.00   

MISS VAL UTILS INVT CO $7.00 PFD STK NO PAR

      3,793.58        3,250.00   

MISSION WEST PPTYS INC MD COM STK

      5,870.74        5,527.64   

MITEK SYS INC COM NEW COM NEW

      8,298.25        9,891.75   

MITSUBISHI CHEM HL NPV

      549,368.99        712,554.85   

MITSUMI ELECTRIC NPV

      85,138.51        103,042.41   

MIZUHO FINANCIAL GROUP NPV

      200,096.42        186,553.77   

MKS INSTRS INC COM

      2,011.40        2,572.50   

MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT

      152,655.95        207,444.40   

MLP BREITBURN ENERGY PARTNERS L P COM UNIT LTD PARTNERSHIP INT

      28,939.59        29,246.50   

MLP BROOKFIELD INVTS CORP BROOKFIELD INFRASTRUCTURE LTD PART

      8,290.56        9,796.90   

MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS

      45,179.74        66,753.35   

MLP CEDAR FAIR L P DEPOS UNIT

      2,333.64        2,455.92   

MLP CRESTWOOD MAINSTREAM PARTNERS LP

      5,572.00        8,157.00   

MLP CROSSTEX ENERGY L P COM UNITS REPSTGLTD PARTNER INT

      12.98        17.55   

MLP DORCHESTER MINERALS L P COM UNITS

      21,043.09        22,661.65   

MLP EL PASO PIPELINE PARTNERS L P COM UNIT LTD PARTNERSHIP INT

      22,256.23        23,579.98   

MLP ENBRIDGE ENERGY PARTNERS L P COM

      49,211.51        57,989.76   

MLP ENERGY TRANSFER EQUITY L P COM UNIT LTD PARTNERSHIP

      50,062.99        62,038.08   

MLP ENTERPRISE PRODS PARTNERS L P COM UNIT

      502,108.75        619,384.37   

MLP EV ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT

      13,927.67        14,326.25   

MLP FERRELLGAS PARTNERS L P UNIT LTD PARTNERSHIP INT

      65,692.86        80,837.22   

MLP GENESIS ENERGY L P UNIT LTD PARTNERSHIP INT

      42,248.35        67,123.90   

MLP ICAHN ENTERPRISES L P DEPOSITARY UNIT

      3,904.51        3,526.00   

MLP INERGY L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT

      64,159.36        73,440.41   

MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT

      680,143.47        824,488.59   

MLP KKR & CO L P DEL COM UNITS

      10,322.90        11,360.00   

MLP MARKWEST ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT

      56,641.49        70,768.54   

MLP MARTIN MIDSTREAM PARTNERS L P UNIT LTD PARTNERSHIP INT

      11,181.95        11,811.03   

MLP MESABI TR CTF BEN INT

      75,868.18        63,364.74   

MLP NATURAL RESOURCE PARTNERS L P COM UNIT LTD PARTNERSHIP INT

      36,256.23        48,869.57   

MLP NUSTAR ENERGY LP UNIT COM UNIT

      15,624.59        18,364.12   

MLP PAA NAT GAS STORAGE L P COM UNIT LTDPARTNERSHIP INT

      30,300.32        30,029.61   

MLP PENN VA RES PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT

      88,296.03        114,830.38   

MLP PERMIAN BASIN RTY TR UNIT BEN INT

      244,986.12        324,367.95   

MLP SAN JUAN BASIN RTY TR UNIT BEN INT SAN JUAN BASIN RTY TR UNIT BEN INT

      132,539.04        140,248.08   

MLP TC PIPELINES LP UNIT COM LTD PARTNERSHIP INT ISIN #US87233Q1085

      5,211.77        7,775.51   

MLP TEEKAY LNG PARTNERS L P

      22,678.76        45,399.72   

MLP TERRA NITROGEN CO L P COM UNIT

      13,676.86        17,138.03   

MLP W P CAREY & CO LLC COM

      4,821.08        5,107.69   

MLP WILLIAMS PARTNERS L P COM UNIT LTD PARTNERSHIP INT

      79,656.56        81,471.19   

MMRGLOBAL INC COM

      2,548.00        1,820.00   

MO 01/21/2012 25.000 C MO 120121C00025000

      (1,578.02 )      (2,520.00 ) 

MOBILE INTERNET GROUP PTY LTD SER B PFD

      (763.10 )      0.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MOCON INC COM

      4,174.63        4,417.57   

MODINE MFG CO COM STK

      10,141.67        12,121.00   

MODUSLINK GLOBAL SOLUTIONS INC COM

      56,263.23        36,938.55   

MOHAWK INDS INC COM

      11,831.09        11,352.00   

MOHAWK INDS INC STEP CPN 6.5% DUE 01-15-2011

      9,338.00        10,050.00   

MOHEGAN TRIBAL 8% DUE 04-01-2012

      7,000.00        5,845.00   

MOLEX INC COM

      117,084.17        78,929.28   

MOLEX INC COM

      236,138.03        256,736.00   

MOLEX INC COM

      381,672.73        427,136.00   

MOLINA HEALTHCARE INC COM

      169,341.52        169,885.00   

MOLINA HEALTHCARE INC COM

      244,030.72        250,650.00   

MOLSON COORS BREWING CO CL B CL B

      37,962.25        41,858.46   

MOLSON COORS BREWING CO CL B CL B

      135,007.20        150,570.00   

MOLSON COORS BREWING CO CL B CL B

      152,319.96        199,806.39   

MOLYCORP INC COMMON STOCK

      631,422.66        862,122.30   

MOLYCORP INC COMSTK CALL OPT EXP 1/22/11PR $39 PER SH

      (431.52 )      (2,280.00 ) 

MOMENTA PHARMACEUTICALS INC COM STK

      1,548.40        1,497.00   

MONARCH GULF EXPL INC COM NEW

      1,609.95        62.00   

MONEYGRAM INTL INC COM

      23,696.05        19,647.50   

MONOLITHIC PWR SYS INC COM

      1,928.71        1,652.00   

MONRO MUFFLER BRAKE INC COM

      2,109.65        2,321.13   

MONROE HBR CDO 2005-1 LTD PREF SHS COM

      7,000.00        7,213.50   

MONSANTO CO COMSTK CALL OPT EXP 01/22/11 PR $65 PER SH

      (491.52 )      (1,480.00 ) 

MONSANTO CO COMSTK CALL OPT EXP 01/22/11PR $62.50 PER SH

      (391.52 )      (1,030.00 ) 

MONSANTO CO COMSTK CALL OPT EXP 4/16/11 PR $75 PER SH

      (176.30 )      (268.00 ) 

MONSANTO CO NEW COM

      188,772.59        233,654.04   

MONSANTO CO NEW COM

      466,273.30        571,048.00   

MONSANTO CO NEW COM

      644,441.07        782,753.60   

MONSANTO CO NEW COM

      370,168.13        939,861.44   

MONSTER WORLDWIDE INC COM

      1,601.79        3,544.50   

MONSTER WORLDWIDE INC COM

      129,385.49        77,293.73   

MONTHLY DTD 02-25-2009 3.55 02-25-2014

      10,000.00        10,000.00   

MONTPELIER RE HOLDINGS LTD COM

      34,457.63        38,105.52   

MONTPELIER RE HOLDINGS LTD COM

      107,394.09        133,598.00   

MOODYS CORP COM

      25,381.79        25,362.87   

MOODYS CORP COM

      94,116.89        136,017.50   

MOODYS CORP COM

      687,138.65        666,154.00   

MOOG INC CL A

      9,111.95        7,960.00   

MOOG INC CL A

      64,591.74        71,640.00   

MORGAN STANLEY ABS CAP I INC TR 03-NC6MTG PSTRU CTF CL M-1 FLT 06-25-33

      95,295.80        96,668.94   

MORGAN STANLEY BK CTF DEP DTD 12-19-20083.9 12-19-2011

      15,000.00        15,000.00   

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 CY UTA DTD 10-15-2008 4.55 10-17-2011

      56,000.00        56,000.00   

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

      246,750.57        254,563.78   

MORGAN STANLEY COM STK USD0.01

      249,580.93        272,100.00   

MORGAN STANLEY COM STK USD0.01

      610,685.81        541,479.00   

MORGAN STANLEY COM STK USD0.01

      1,040,662.64        1,035,639.81   

MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO

      28,615.71        30,511.98   

MORGAN STANLEY DEAN WITTER INSD MUN TR SER TU AUCTION RATE PFD

      20,000.00        19,960.00   

MORGAN STANLEY FOR EQTY SEE 617 SR GBL MTN SER F FLTG RT DUE 10-18-16 BEO

      40,147.73        36,943.12   

MORGAN STANLEY GLOBAL MED TERM NT SER F 5.75% DUE 08-31-2012

      92,029.50        96,239.61   

MORGAN STANLEY INDIA INVT FD INC

      6,921.95        7,694.40   

MORGAN STANLEY MORGAN STANLEY 5.55% DUE 04-27-2017/04-27-2007

      102,490.00        104,180.00   

MORGAN STANLEY NOTES 5.625 DUE 01-09-2012 BEO

      142,385.60        146,180.16   

MORGAN STANLEY STEP UP DUE 07-09-2025

      60,058.33        59,696.16   

MORI SEIKI CO NPV

      356,484.47        421,048.42   

MORNINGSTAR INC COM STK

      22,000.42        25,425.32   

MORTON CMNTY BK ILL CTF DEP DTD 08-17-2009 3.7 10-17-2017

      7,000.00        7,000.00   

MOSAIC CO COM

      291,666.43        347,534.60   

MOTORCAR PTS & ACCESSORIES INC COM

      10,052.00        10,888.40   

MOTORS LIQ CO COM STK

      21,276.33        2,018.74   

MOTRICITY INC COM STK

      29,184.96        24,141.00   

MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027

      557.12        186.63   

MRO 01/22/2011 35.000 C MRO 110122C00035000

      (181.29 )      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

      2,447.78        4,564.50   

MSC INDL DIRECT INC CL A COM

      2,539.21        3,374.49   

MSCI INC CL A CL A

      277,291.00        367,003.20   

MSCI INC CL A CL A

      1,070,774.04        1,172,696.00   

MSDWCC HELOC TR 2005-1 ASSET BKD NT CL AFLTG 07-25-2017/02-25-2005 BEO

      35,648.14        27,595.69   

MSFT 01/22/2011 27.500 C MSFT 110122C00027500

      (185.80 )      0.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

MSFT 01/22/2011 30.000 C MSFT 110122C00030000

      (248.75 )      0.00   

MSGI SEC SOLUTIONS INC COM

      43,065.55        18,600.00   

MTN GROUP LTD ZAR0.0001

      251,508.12        270,317.31   

MTN GROUP LTD ZAR0.0001

      342,242.16        446,966.77   

MTN GROUP LTD ZAR0.0001

      584,599.77        715,917.71   

MTR GAMING GROUP INC COM

      382.38        456.75   

MTU AERO ENGINES HOLDING (REGD)

      1,151,520.44        1,284,948.60   

MUELLER WTR PRODS INC COM SER A STK

      8,163.29        8,781.02   

MUENCHENER RUECKVE NPV(REGD)

      329,532.37        318,360.82   

MULTICELL TECHNOLOGIES INC COM NEW

      53,709.18        888.00   

MULTI-FINELINE ELECTRONIX INC COM

      6,027.59        5,298.00   

MULTI-FINELINE ELECTRONIX INC COM

      23,929.04        29,139.00   

MULTI-FINELINE ELECTRONIX INC COM

      409,666.32        471,416.04   

MULTIMEDIA GAMES INC COM

      1,471.57        669.60   

MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE

      50,000.00        49,055.50   

MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE

      30,000.00        29,121.00   

MUNICIPAL MTG & EQUITY L L C COM

      1,763.40        238.00   

MUNIHOLDINGS INSD FD II INC AUCTION MKT PFD STK SER B

      314.24        0.00   

MURPHY OIL CORP COM

      27,097.03        35,300.84   

MURPHY OIL CORP COM

      271,658.04        360,896.55   

MURPHY OIL CORP COM

      303,875.00        402,570.00   

MURPHY OIL CORP COM

      780,530.86        887,145.00   

MUSCLE PHARM CORPORATION COMMON STOCK

      256.95        360.00   

MUT RISK MGMT LTD COM

      3,133.73        0.00   

MV OIL TR TR UNITS

      5,756.95        7,974.00   

MVC CAP INC COM

      690.02        730.47   

MVC CAP INC COM

      24,200.80        23,360.00   

MWI VETERINARY SUPPLY INC COM STK

      17,784.22        21,155.25   

MY VINTAGE BABY INC COM STK

      2,062.00        0.35   

MYECHECK INC COM STK

      604.95        2.40   

MYLAN INC

      88,250.67        111,989.00   

MYLAN INC

      217,010.88        231,394.63   

MYREXIS INC COM

      3,673.53        4,184.96   

MYRIAD GENETICS INC COM

      5,081.25        5,687.16   

MYRIAD GENETICS INC COM

      808,031.36        767,629.56   

N CASTLE CUSTODIAL TR II MONEY MKT PFD 144A

      5,000.00        5,363.55   

N EUROPEAN OIL RTY TR CTF BEN INT

      1,920.95        1,435.00   

N TEX HIGHER ED AUTH INC STUD LN VAR-SER 1-CL A-2 VAR RT DUE 07-01-2030

      165,000.00        163,983.60   

N W PIPE CO COM

      7,310.20        4,806.00   

NAAC REPERFORMING 2004-R1 REMIC PASSTHRUCTF CL 144A A1 6.5 DUE 03-25-2034

      58,507.57        69,872.53   

NAB EXCHANGEABLE PFD TR TR UNIT EXCH PFD SHS TRUEPRS DO NOT USE SEE #1596458

      2,781.41        1,850.00   

NABI BIOPHARMACEUTICALS COM

      7,340.06        7,527.00   

NABORS INDUSTRIES COM USD0.10

      96,357.42        110,848.50   

NABORS INDUSTRIES COM USD0.10

      114,124.92        121,992.00   

NABORS INDUSTRIES COM USD0.10

      185,451.32        168,583.56   

NACCO IND INC CL A COM

      36,717.00        65,022.00   

NACEL ENERGY CORP COM STK

      633.98        32.18   

NALCO HLDG CO COM

      3,377.12        3,992.50   

NAM TAI ELECTRS INC COM PAR $0.01

      1,227.65        1,636.76   

NAMEX EXPLORATIONS INC COM COM

      1,539.95        0.00   

NANO DIMENSIONS INC COM

      462.95        0.70   

NANOGEN INC COM

      8,896.95        42.50   

NANOLOGIX INC COM

      18,242.46        16,165.00   

NANOMETRICS INC COM DELAWARE

      28,127.57        32,075.00   

NANOPHASE TECHNOLOGIES CORP COM

      10,478.61        9,052.50   

NANOVIRICIDES INC COM

      70,929.34        77,820.28   

NASDAQ OMX GROUP

      106,605.74        83,672.59   

NASDAQ STK MKT INC (FOR A/C 26-08000 ONLY)

      22,113.01        26,103.00   

NASH FINCH CO COM

      66,255.63        76,518.00   

NASPERS ‘N’ ZAR0.02

      345,713.26        454,148.85   

NAT HARMONY FOODS INC COM

      2,082.42        0.00   

NATCORE TECHNOLOGY INC COM STK

      2,499.45        1,710.75   

NATIONAL BEVERAGE CORP COM

      1,576.73        1,576.80   

NATIONAL CITY CAP TR III TR PFD SECS

      16,289.10        18,722.46   

NATIONAL CITY PFD CAP TR I NML APEX FXD TO FLTG DUE 12-29-2049/12-10-2012 BEO

      63,825.00        61,737.50   

NATIONAL HEALTH INVS INC COM

      9,972.20        9,679.30   

NATIONAL HEALTHCARE LOGISTICS INC COM

      534.95        0.00   

NATIONAL OILWELL VARCO COM STK

      90,721.95        188,300.00   

NATIONAL OILWELL VARCO COM STK

      312,556.17        468,150.92   

NATIONAL OILWELL VARCO COM STK

      517,878.48        585,075.00   

NATIONAL OILWELL VARCO COM STK

      369,185.13        709,958.25   

NATIONAL OILWELL VARCO COM STK

      1,045,286.55        1,554,147.50   

NATIONAL OILWELL VARCO INC COM STK CALL OPT EXP 1/22/11 PR $50 PER SH

      (351.52 )      (3,490.00 ) 

NATIONAL REP BK CHICAGO CTF DEP DTD 10-30-2008 4.7 10-30-2013

      14,238.37        12,800.00   

NATIONAL RETAIL PPTYS INC COM STK

      67,683.76        103,124.22   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

NATIONAL STL CORP CL B CL B

      3,120.00        1.80   

NATIONWIDE BLDG 2.5% DUE 08-17-2012

      488,530.22        491,452.80   

NATIONWIDE HLTH PPTYS INC REIT

      48,002.54        60,660.41   

NATIXIS EUR1.6(POST SUBDV)

      184,770.02        172,168.33   

NATL BK OF GREECE EUR5(REGD)

      121,447.63        76,850.91   

NATL FINL PARTNERS CORP COM

      211,231.95        277,916.00   

NATL FUEL GAS CO COM

      51,358.07        61,303.25   

NATL FUEL GAS CO COM

      251,974.03        320,225.60   

NATL PRESTO INDS INC COM

      1,980.35        2,600.20   

NATL REP BK CHGO CTF DEP ACT/365 MONTHLYDTD 08-28-2008 4.75 08-28-2012

      25,000.00        25,000.00   

NATL SEMICONDUCTOR 6.6% DUE 06-15-2017

      20,888.20        22,095.08   

NATL SEMICONDUCTOR CORP COM

      25,188.55        24,355.20   

NATL SEMICONDUCTOR CORP COM

      80,190.19        82,876.48   

NATL SEMICONDUCTOR CORP COM

      669,919.77        638,464.00   

NATURAL ALTERNATIVES INTL INC COM NEW COM NEW

      38,293.07        49,364.00   

NATURAL GAS SVCS GROUP INC COM

      23,795.84        30,256.00   

NATURAL GAS SVCS GROUP INC COM

      37,879.26        35,929.00   

NATURES SUNSHINE PRODS INC COM

      48,199.04        44,164.32   

NAUTILUS INC COM

      124,713.98        50,267.20   

NAUTILUS MINERALS INC COM

      34,984.23        36,822.54   

NAVARRE CORP COM

      15,760.62        21,400.00   

NAVIGATORS GROUP INC COM

      665,242.49        659,585.00   

NAVIO CO LTD COM STK

      13,584.52        11,748.00   

NAVISITE INC COM NEW

      5.12        14.84   

NAVISTAR INTL CORP NEW COM

      967.35        1,158.20   

NAVISTAR INTL CORP NEW COM

      205,344.78        205,001.40   

NAVISTAR INTL CORP NEW COM

      612,232.56        608,055.00   

NB BOOK CO INC 8.625% DUE 03-15-2012

      30,302.50        29,835.00   

NCR CORP COM

      8,435.58        9,222.00   

NCUA GTD NTS TR 2010-C1 GTD NT CL A-2 2.9 DUE 10-29-2020 REG

      10,164.45        9,722.77   

NCUA GTD NTS TR 2010-C1 GTD NT CL A-PT 2.65% DUE 10-29-2020 REG

      139,033.55        135,649.09   

NEAH PWR SYS INC COM NEW COM NEW

      2,124.40        481.31   

NEENAH PAPER INC COM

      5,004.15        5,116.80   

NEENAH PAPER INC COM

      25,417.62        35,424.00   

NELNET ED LN FDG INC 2004-2 STUDENT LN ASSET BKD SR NT CL 02-25-2039 REG

      179,750.00        179,500.00   

NELNET INC CL A CL A

      160,650.47        286,649.00   

NELNET STUDENT LN TR 2008-4 ASSET BKD NTCL A-4 FLTG 04-25-2024 REG

      110,000.00        112,585.66   

NEO MATL TECHNOLOGIES INC COM STK

      64,579.58        135,922.75   

NEOGEN CORP COM

      10,085.15        12,309.00   

NEOGENOMICS INC COM NEW

      8,700.72        5,850.00   

NEOMEDIA TECHNOLOGIES INC COM NEW COM NEW

      1,963.00        60.00   

NEONODE INC COM STK

      3,955.85        41.94   

NEOPHARM INC COM

      4,117.77        540.00   

NEOPROBE CORP COM

      18,265.41        20,600.00   

NESS ENERGY INTL INC COM

      6,879.33        2,000.00   

NESS TECHNOLOGIES INC COM

      630.28        594.00   

NESS TECHNOLOGIES INC COM

      25,736.44        15,444.00   

NESTLE SA CHF0.10(REGD)

      543,766.19        680,594.17   

NESTLE SA CHF0.10(REGD)

      948,596.03        1,141,995.08   

NESTLE SA CHF0.10(REGD)

      1,067,583.95        1,659,731.53   

NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC

      7,968.79        5,615.08   

NET BANK INC COM

      14,472.05        0.00   

NET VOICE TECHNOLOGIES CORP COM

      1,460.40        0.00   

NETAPP INC COM STK

      96,549.95        101,950.80   

NETAPP INC COM STK

      212,853.81        499,861.20   

NETAPP INC COM STK

      419,066.28        763,944.00   

NETFLIX INC COM STK

      194,487.44        191,688.70   

NETFLIX INC COM STK

      310,848.88        518,315.00   

NETFLIX INC COM STK

      1,657,512.49        1,707,276.90   

NETFLIX INC COM STK CALL OPT EXP 1/22/11 PR $165 PER SH

      (1,722.27 )      (273.00 ) 

NETFLIX INC COM STK CALL OPT EXP 1/22/11 PR $200 PER SH

      (590.77 )      (360.00 ) 

NETFLIX INC COM STK CALL OPT EXP 2/19/2011 PR $190 PER SH

      (1,042.28 )      (800.00 ) 

NETFLIX INC COMSTK CALL OPT EXP 01/22/11 PR $175 PER SH

      (1,172.28 )      (895.00 ) 

NETFLIX INC COMSTK CALL OPT EXP 01/22/11PR $190 PER SH

      (1,632.27 )      (1,420.00 ) 

NETGEAR INC COM

      32,247.62        51,732.48   

NETLIST INC COM STK

      1,982.13        1,792.00   

NETLOGIC MICROSYSTEMS INC COM

      78,463.58        75,384.00   

NETLOGIC MICROSYSTEMS INC COM

      206,577.99        363,099.60   

NETNUMBER COM INC SER C PFD STK

      19,479.38        20,769.97   

NETSUITE INC COM STK

      11,794.15        12,500.00   

NETWORK ENGINES INC COM

      167.56        152.00   

NEURALSTEM INC COM STK

      61,254.25        58,300.00   

NEUROBIOLOGICAL TECHNOLOGIES INC COM NEWSTK

      4,321.59        20.33   

NEUROCRINE BIOSCIENCES INC COM

      2,523.39        1,528.00   

NEUROCRINE BIOSCIENCES INC COM

      75,544.68        87,096.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

NEUROGESX INC COM

      620.98        413.40   

NEUROMEDICA INC SER B CONV PFD

      5,000.00        5,334.05   

NEUROSEARCH A/S NEUROSEARCH A/S COMMON STOCK ISIN #DK001022466 (5077333)

      12,395.62        6,840.84   

NEUSTAR INC CL A

      6,531.48        7,241.90   

NEUTRAL TANDEM INC COM STK

      123,564.46        112,054.40   

NEVADA EXPL INC COM STK

      11,417.59        4,077.00   

NEVSUN RES LTD COM STK

      45,371.77        60,164.70   

NEW AMER HIGH INCOME FD INC COM NEW COM NEW

      11,930.68        16,856.60   

NEW CENTY FINL CORP MD COM

      13,603.73        0.00   

NEW ENERGY TECHNOLOGIES INC COM STK

      137,089.08        170,525.30   

NEW FLYER INDS INC / NEW FLYER INDS CDA ULC INCOME DEPOSIT SECS

      1,116.37        1,139.23   

NEW FRONTIER MEDIA INC COM

      437.34        240.80   

NEW GOLD INC CDA COM

      102,312.31        135,176.00   

New Israeli shekel

      353.77        353.77   

NEW YORK CMNTY BANCORP INC COM

      13,474.97        17,381.83   

NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02

      8,487.55        8,533.11   

NEW YORK TIMES CO CL A ISIN #US6501111073

      761.93        980.00   

New Zealand dollar

      167.79        167.79   

New Zealand dollar

      409.52        409.52   

New Zealand dollar

      3,894.62        3,894.62   

New Zealand dollar

      23,436.00        23,436.00   

NEWBRIDGE BANCORP COM STK

      17,440.85        21,150.00   

NEWCASTLE INVT CORP NEW COM

      8,446.54        8,810.50   

NEWCREST MINING LTD NPV

      99,113.64        103,312.98   

NEWELL RUBBERMAID INC COM

      20,403.02        30,980.21   

NEWELL RUBBERMAID INC COM

      172,715.78        132,913.98   

NEWFIELD EXPLORATION

      17,652.50        25,599.05   

NEWFIELD EXPLORATION

      238,798.87        243,010.70   

NEWLEAD HOLDINGS LTD COM

      75.17        4.64   

NEWMARKET CORP COM

      226,425.03        333,099.00   

NEWMARKET TECHNOLOGY INC COM PAR $0.001 COM PAR $0.001

      0.00        2,840.71   

NEWMONT MINING CORP COMSTK CALL OPT EXP 01/22/11 PR $57.50 PER SH

      (590.47 )      (860.00 ) 

NEWMONT MINING CORP NEW COM

      353,538.58        378,847.66   

NEWMONT MINING CORP NEW COM

      435,200.70        762,039.15   

NEWPORT CORP COM

      4,229.15        5,229.00   

NEWPORT CORP COM

      36,236.00        59,058.00   

NEWS AMER INC 6.65% DUE 11-15-2037

      9,855.00        11,075.91   

NEWS CORP CL A COM

      10,289.29        9,617.14   

NEWS CORP CL A COM

      418,967.77        479,024.00   

NEWS CORP CL A COM

      996,880.22        836,617.60   

NEWS CORP CL B COM

      313.95        328.40   

NEXEN INC COM

      2,951.30        3,435.00   

NEXEN INC SUB NT

      2,689.95        2,522.00   

NEXPRISE INC NEW COM NEW STK

      111.75        0.18   

NEXT FUEL INC COM

      65,780.85        61,800.00   

NEXT ORD GBP0.10

      185,457.28        180,007.61   

NEXTECH SOLUTIONS INC LA COM STK

      876.85        3.00   

NEXTEL COMMUNICATIONS INC CONV PFD

      242.00        11.25   

NEXTERA ENERGY CAP 8.75% GTD JR SUB DEB SER F

      26,756.25        27,940.00   

NEXTERA ENERGY INC

      28,934.10        28,145.88   

NEXTERA ENERGY INC COM

      291,804.81        297,926.46   

NEXTERA ENERGY INC COM

      442,920.18        436,716.00   

NEXTERA ENERGY INC COM

      487,522.95        483,507.00   

NEXTERA ENERGY INC COM

      357,588.19        543,971.37   

NEXTERA ENTERPRISES INC CL A CL A ISIN #US65332E1010

      541.19        6.90   

NEXTWAVE WIRELESS INC COM NEW COM NEW

      9,090.12        1,199.10   

NFR SEC INC SER C CONV PFD

      1,000.00        1,008.17   

NGAS RES INC COM

      11,679.73        5,600.00   

NGEX RESOURCES INC

      139.96        79.74   

NHK SPRING CO LTD NPV

      91,020.60        119,627.43   

NIAGARA MOHAWK PWR CORP SER C PFD STK

      10,000.00        10,001.00   

NICHOLAS FINL INC BC COM NEW

      3,638.95        4,096.00   

NICOR INC COM

      34,922.26        57,308.16   

NICOR INC COM

      76,722.78        88,122.18   

NIGHTHAWK SYS INC COM

      92,265.92        2,173.81   

NII HLDGS INC COM NEW CL B NEW

      11,613.88        12,192.18   

NII HLDGS INC COM NEW CL B NEW

      56,302.12        62,524.00   

NII HLDGS INC COM NEW CL B NEW

      340,075.47        370,678.00   

NII HLDGS INC NT CONV 3.125 DUE 06-15-2012 BEO

      1,443.75        1,961.77   

NIKE INC CL B

      326,421.44        361,109.46   

NIKE INC CL B

      659,872.22        760,238.00   

NIKE INC CL B

      291,360.66        821,569.56   

NIKE INC -CL B COMSTK CALL OPT EXP 04/16/2011 PR $90 PER SH

      (1,904.94 )      (56.00 ) 

NIKE INC -CL B COMSTK CALL OPT EXP 12/18/10 PR $90 PER SH

      (359.52 )      (804.00 ) 

NIKON CORP JPY50

      232,781.30        253,560.16   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

NINTENDO CO LTD NPV

      426,931.41        440,243.25   

NIPPON TELEGRAPH & TELEPHONE CORP NPV

      720,533.28        769,455.78   

NISOURCE INC COM

      62,086.61        70,133.98   

NISOURCE INC COM

      129,320.48        123,251.90   

NISOURCE INC COM

      297,192.87        301,302.00   

NISOURCE INC COM

      656,348.30        699,514.00   

NL INDS INC COM NEW

      1,147.44        1,116.00   

NM SOFTWARE INC COM

      23,072.00        2,000.00   

NMC INC COM STK

      6,139.14        1,860.00   

NMT MED INC COM STK

      4,690.86        468.00   

NN INC COM

      45,980.37        114,330.00   

NNRF INC COM STK

      1,934.95        0.63   

NOBLE AFFILIATES INC 7.25% DUE 08-01-2097 REG

      19,944.20        19,989.36   

NOBLE CORP COM STK CALL OPT EXP 1/21/12 PR $40 PER SH

      (711.54 )      (630.00 ) 

NOBLE CORPORATION (SWITZERLAND) COM USD0.10

      110,760.22        137,356.80   

NOBLE CORPORATION (SWITZERLAND) COM USD0.10

      185,745.13        167,565.17   

NOBLE ENERGY INC COM

      45,031.42        49,668.16   

NOBLE ENERGY INC COM

      311,269.56        379,268.48   

NOBLE GROUP COM STK

      6,306.90        7,852.92   

NOBLE INTL LTD COM

      259.15        0.00   

NOKIA OYJ EUR0.06

      1,711,306.11        1,323,388.18   

NOKIAN RENKAAT OYJ NPV

      192,687.96        271,694.29   

NOMURA HOLDINGS NPV

      325,463.92        277,182.66   

NORCAL CMNTY BANCORP COM STK

      19,786.78        18,000.00   

NORDEA BK AG 3.7% DUE 11-13-2014

      119,826.00        123,691.80   

NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060

      294,054.22        263,212.86   

NORDSON CORP COM

      15,218.05        15,160.20   

NORDSTROM INC COM

      49,321.21        64,999.52   

NORDSTROM INC COM

      77,187.17        179,394.54   

NORFOLK SOUTHN CORP COM

      164,995.62        188,773.72   

NORFOLK SOUTHN CORP COM

      273,420.69        574,300.44   

NORTECH SYS INC COM

      8,228.29        3,378.34   

NORTEL NETWORKS CORP NEW COM NEW STK

      504.02        11.94   

NORTH AMERN ENERGY PARTNERS INC COM

      419.45        613.00   

NORTH AMERN PALLADIUM LTD COM

      113,028.49        173,951.10   

NORTH AMERN SCIENTIFIC INC COM NEW STK

      1,249.95        0.06   

NORTHEAST UTILITIES COM

      41,321.40        45,747.80   

NORTHEAST UTILITIES COM

      95,821.60        141,419.68   

NORTHEAST UTILITIES COM

      196,922.30        242,288.00   

NORTHERN DYNASTY MINERALS LTD COM NEW STK

      22,184.48        42,155.50   

NORTHERN GREEGOLD RES LTD COM STK

      7,385.92        3,522.00   

NORTHERN IND PUB SVC CO PFD SER A ADJUSTABLE RATE

      50,000.00        52,885.53   

NORTHERN OIL & GAS INC NEV COM STK

      35,123.80        44,896.50   

NORTHERN TECHNOLOGIES INTL CORP COM STK

      25,968.90        40,410.00   

NORTHERN TR CORP COM

      18,957.47        18,981.14   

NORTHERN TR CORP COM

      287,040.65        337,557.72   

NORTHERN TR CORP COM

      613,257.42        692,625.00   

NORTHFIELD LAB INC COM

      1,702.81        0.00   

NORTHROCK RES INC COM NEW

      487.06        1,866.84   

NORTHROP GRUMMAN CORP COM

      89,844.70        96,686.09   

NORTHROP GRUMMAN CORP COM

      279,802.88        362,768.00   

NORTHROP GRUMMAN CORP COM

      332,314.49        475,809.10   

NORTHROP GRUMMAN CORP COM

      482,957.64        544,540.68   

NORTHSTAR ED FIN INC DEL 2007-1 STUDENT LN ASSET BKD NT CL 1A-5 01-29-2046 BEO

      164,000.00        164,000.00   

NORTHSTAR GLOBAL BUSINESS SVCS INC COM STK

      744.85        0.67   

NORTHSTAR NEUROSCIENCE INC COM

      282.40        90.00   

NORTHSTAR RLTY FIN CORP COM

      29,416.31        42,758.22   

NORTHWEST BIOTHERAPEUTICS INC COM NEW COM NEW

      1,896.21        1,560.00   

NORTHWEST NAT GAS CO COM

      9,250.03        9,294.00   

NORTHWESTERN CORP COM NEW COM NEW

      155,562.86        161,448.00   

Norwegian krone

      85.02        85.02   

Norwegian krone

      157.23        157.23   

Norwegian krone

      4,284.42        4,284.42   

Norwegian krone

      15,483.87        15,483.87   

NOVA BIOSOURCE FUELS INC COM STK

      15,471.09        1.00   

NOVA CHEMICALS 6.5% DUE 01-15-2012

      9,500.36        10,375.00   

NOVA MEASURING INSTRUMENTS

      4,447.53        4,986.00   

NOVAGOLD RES INC COM NEW

      437,566.03        520,441.17   

NOVAGOLD RESOURCES INC COMSTK CALL OPT EXP 01/22/11 PR $14 PER SH

      (591.54 )      (510.00 ) 

NOVAGOLD RESOURCES INC COMSTK CALL OPT EXP 12/18/10 PR $16 PER SH

      (235.47 )      0.00   

NOVARTIS AG CHF0.50(REGD)

      906,374.01        1,075,578.25   

NOVASTAR FINL INC COM NEW STK

      1,132.77        89.04   

NOVATEL WIRELESS INC COM NEW

      78,902.75        76,400.00   

NOVAVAX INC COM

      62,958.34        42,525.00   

NOVELL INC COM

      100,888.55        52,332.80   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

NOVELL INC COM

      55,964.68        58,992.80   

NOVELLUS SYS INC COM

      12,434.95        12,928.00   

NOVELLUS SYS INC COM

      92,228.66        73,237.12   

NOVELLUS SYS INC COM

      745,538.34        995,456.00   

NOVELOS THERAPEUTICS INC COM

      6,654.50        543.90   

NOVO-NORDISK AS DKK1 SER‘B’

      381,892.88        604,747.52   

NOVO-NORDISK AS DKK1 SER‘B’

      676,851.62        975,963.03   

NOVOZYMES A/S SER‘B’DKK10

      181,404.29        200,306.74   

NOVOZYMES A/S SER‘B’DKK10

      300,949.41        428,472.55   

NPC INTL INC 9.5% DUE 05-01-2014

      24,081.25        25,625.00   

NRG ENERGY INC 7.375% DUE 01-15-2017

      10,437.50        10,300.00   

NRG ENERGY INC 7.375% DUE 02-01-2016

      10,437.50        10,250.00   

NRG ENERGY INC COM NEW

      9,708.73        8,929.78   

NRG ENERGY INC COM NEW

      151,977.84        121,656.04   

NSTAR COM

      12,513.53        14,944.88   

NTT DOCOMO NPV

      378,269.36        422,638.44   

NU SKIN ENTERPRISES INC CL A

      9,642.14        9,592.42   

NU SKIN ENTERPRISES INC CL A

      133,349.58        151,300.00   

NUANCE COMMUNICATIONS INC COM

      35,227.13        38,723.40   

NUCLEAR SOLUTIONS INC COM

      152,635.97        1,218.00   

NUCOR CORP COM

      226,616.24        231,781.25   

NUCOR CORP COM

      202,361.34        348,106.08   

NUCOR CORP COM

      478,877.03        525,840.00   

NUCOR CORP COM

      578,083.22        622,244.00   

NUMEREX CORP N Y COM

      3,095.57        2,809.63   

NUMOBILE INC COMMON STOCK

      921.95        72.80   

NUPATHE INC COMMON STOCK

      2,186.95        2,718.00   

NUTRACEA COM NEW

      27,051.13        12,950.00   

NUTRI PHARMACEUTICALS RESH INC COM NEW STK

      1,689.90        20.00   

NUTRI SYS INC NEW COM

      11,784.22        12,008.13   

NUTRIPURE BEVERAGES INC COM NEW

      510.75        0.01   

NUTRITION 21 INC COM

      10,251.16        216.60   

NUVASIVE INC COM

      933,048.79        782,299.35   

NUVEEN EQTY PREM OPPORTUNITY FD COM

      57,405.08        60,808.17   

NUVEEN INVT QUAL MUN FD INC MUN AUCTION RATE PFD SER W

      25,437.00        262.08   

NUVEEN PREM INC MUN FD INC MUN AUCTIONRATE PFD SER TH 3182390

      4,858.33        5,671.11   

NV ENERGY INC COM

      202,207.50        241,660.00   

NV ENERGY INC COM

      381,021.07        443,980.00   

NV GEOTHERMAL PWR INC COM

      8,063.35        8,360.00   

NVIDIA CORP COM

      167,445.44        203,418.60   

NVIDIA CORP COM

      216,280.30        225,163.40   

NVIDIA CORP COMSTK CALL OPT EXP 01/22/11PR $15 PER SH

      (1,337.88 )      (1,580.00 ) 

N-VIRO INTL CORP COM NEW

      312,957.65        346,500.00   

NXSTAGE MED INC COM STK

      14,621.30        19,904.00   

NXT NUTRITIONALS HLDGS INC COM STK

      87,994.75        26,880.00   

NYMET HLDGS INC COM NEW STK

      2,340.21        147.00   

NYSE EURONEXT COM STK

      19,081.28        20,986.00   

NYSE EURONEXT COM STK

      515,160.67        196,758.74   

NYSE EURONEXT COM STK

      300,748.28        267,725.18   

O REILLY AUTOMOTIVE INC NEW COM USD0.01

      126,910.35        212,195.04   

O2DIESEL CORP COM

      5,815.07        0.00   

OASIS PETE INC NEW COM STK

      19,408.19        27,120.00   

OASIS PETE INC NEW COM STK

      226,303.12        431,750.40   

OCCIDENTAL PETE 7% DUE 11-01-2013

      178,444.80        208,120.14   

OCCIDENTAL PETROLEUM CORP

      188,597.92        309,015.00   

OCCIDENTAL PETROLEUM CORP

      320,860.19        397,053.18   

OCCIDENTAL PETROLEUM CORP

      775,678.96        961,380.00   

OCCIDENTAL PETROLEUM CORP

      612,542.23        2,005,752.60   

OCEAN PWR TECHNOLOGIES INC COM NEW STK

      25,927.57        17,674.80   

OCEANEERING INTL INC COM

      39,653.66        54,854.35   

OCEANFREIGHT INC COM STK

      35,050.47        16,248.12   

OCLARO INC COM NEW

      17,194.80        19,869.65   

OCZ TECHNOLOGY GROUP INC COM USD0.0025

      484.31        563.94   

ODYSSEY THERA INC NEW SER A PFD STK

      10,608.66        109.92   

OFFICE DEPOT INC COM

      28,186.65        33,512.40   

OGE ENERGY CORP COM

      4,794.70        7,490.87   

OGE ENERGY CORP COM

      240,962.46        255,024.00   

OGE ENERGY CORP COM

      255,796.82        259,578.00   

OGX PETROLEO E GAS COMSTK

      1,278,492.27        1,624,096.39   

OIL DRI CORP AMER COM

      1,808.95        2,149.00   

OIL STS INTL INC COM ISIN US6780261052

      46,068.03        49,092.94   

OIL STS INTL INC COM ISIN US6780261052

      197,280.01        269,178.00   

OIL STS INTL INC COM ISIN US6780261052

      308,818.57        435,812.00   

OIL STS INTL INC COM ISIN US6780261052

      646,902.15        1,012,622.00   

OILSANDS QUEST INC COM STK

      271,560.01        72,426.50   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

OLD 2ND BANCORP INC DEL COM

      2,804.66        224.40   

OLD MUTUAL PLC ORD GBP0.10

      204,292.30        196,471.67   

OLD REP INTL CORP COM

      380,528.01        385,729.00   

OLIN CORP COM

      15,476.85        18,708.62   

OM GROUP INC COM

      35,741.82        44,286.50   

OM GROUP INC COM

      60,884.87        77,020.00   

OM GROUP INC COM

      506,372.05        662,988.16   

OMDA OIL & GAS INC COM NEW STK

      56.26        10.00   

OMEGA NAVIGATION ENTERPRISES INC USD0.01CLS‘A’

      2,015.08        384.00   

OMEGA PROTEIN CORP COM

      7,725.55        12,150.00   

OMNICARE INC COM

      14,185.28        14,735.70   

OMNICELL INC COM

      13,244.95        7,225.00   

OMNICOM GROUP INC COM

      16,831.45        20,610.00   

OMNICOM GROUP INC COM

      231,379.16        346,980.80   

OMNICOM GROUP INC COM

      351,622.29        373,728.00   

OMNIVISION TECHNOLOGIES INC COM

      35,730.49        44,859.15   

OMNOVA SOLUTIONS INC COM

      957.67        1,078.44   

OMNOVA SOLUTIONS INC COM

      31,745.12        36,784.00   

OMV AG NPV(VAR)

      79,726.22        84,279.93   

ON ASSIGNMENT INC COM

      33,387.06        34,230.00   

ON SEMICONDUCTOR CORP COM

      28,667.13        39,915.20   

ON TRACK INNOVATIONS COM ILS0.10

      4,760.68        6,798.00   

ONCOLYTICS BIOTECH INC COM

      12,953.15        28,475.00   

ONCOTHYREON INC COM STK

      24.11        16.30   

ONEBEACON INSURANCE GROUP LTD COM STK USD0.01 CLASS ‘A’

      26,771.94        39,416.00   

ONEIDA FINL CORP COM STK

      4,398.75        2,849.64   

ONEOK INC COM STK

      57,847.59        69,553.94   

ONEOK INC COM STK

      124,140.00        148,659.60   

ONESTEEL NPV

      88,750.79        87,574.39   

ONLINE PWR SUP INC COM

      6,667.85        0.00   

ONLINE RES CORP COM

      298.00        139.50   

ONO PHARMACEUTICAL NPV

      128,986.94        135,367.56   

ONT PROV CDA 40000 DUE 10-07-2019 BEO

      239,587.20        246,544.56   

ONTARIO PROV CDA BD 3.15% DUE 12-15-2017REG

      917,304.40        914,310.72   

ONTARIO(PROV OF) 2.7% BDS 16/06/15 USD1000

      359,834.40        365,238.00   

ONYX ACCEP CORP CONV PFD

      9,337.52        1,769.85   

ONYX PHARMACEUTICALS INC DEL COM

      22,129.82        27,246.93   

ONYX PHARMACEUTICALS INC DEL COM

      228,221.32        299,015.70   

OPEN TEXT CORP COM

      3,635.00        4,606.00   

OPENTABLE INC COM

      21,250.70        21,144.00   

OPENWAVE SYS INC COM NEW

      1,509.66        1,272.00   

OPENWAVE SYS INC COM NEW

      13,995.18        11,236.00   

OPEXA THERAPEUTICS INC COM STK

      1,086.95        1,176.00   

OPLINK COMMUNICATIONS INC COM NEW

      17,841.10        19,578.20   

OPNET TECHNOLOGIES INC COM ISIN US6837571081

      21,875.85        40,155.00   

OPNET TECHNOLOGIES INC COM ISIN US6837571081

      35,284.90        53,540.00   

OPTI CDA INC COM STK

      38,554.39        23,600.50   

OPTI INC COM

      2,091.13        892.40   

OPTICAL CABLE CORP COM NEW STK

      14,099.15        6,240.00   

OPTION ONE MTG LN TR 2003-1 CL A-2 02-25-2033 BEO

      258,664.64        212,076.78   

OPTIONS MEDIA GROUP HLDGS INC COM STK

      3,083.45        368.65   

OPTIONSXPRESS HLDGS INC COM STK

      39,239.87        31,653.40   

OPTIONSXPRESS HLDGS INC COM STK

      1,214,897.21        897,891.00   

ORACLE CORP COM

      467,655.98        737,271.50   

ORACLE CORP COM

      698,396.90        852,925.00   

ORACLE CORP COM

      1,402,068.94        1,611,950.00   

ORACLE CORP COM

      1,052,918.94        1,613,202.00   

ORACLE CORP COM

      1,664,668.24        2,215,601.80   

ORACLE CORP COM

      1,358,144.41        3,048,526.10   

ORACLE CORP COM USD0.01

      458,617.39        561,913.47   

ORAMED PHARMACEUTICALS INC COM STK

      303.95        90.00   

ORASURE TECHNOLOGIES INC COM

      511.34        575.00   

ORBITAL SCI CORP COM

      14,440.65        11,991.00   

ORCHESTRA THERAPEUTICS INC COM PAR $0.0025 STK

      1,681.51        6.32   

ORE PHARMACEUTICAL HLDGS INC COM

      788.95        122.50   

OREXIGEN THERAPEUTICS INC COM

      59,724.00        57,125.60   

ORGANA TECHNOLOGIES GROUP INC COM NEW STK

      8,919.22        0.00   

ORIENT PAPER INC COM NEW STK

      38,018.20        25,440.00   

ORIGEN MANUFACTURED HSG CONT TR SER 02-A SR/SUB ASTBKD CTF CL A-1 05-15-32

      12,797.12        12,037.38   

ORIGIN AGRITECH LIMITED

      62,294.71        66,030.00   

ORIGIN AGRITECH LTD COM STK CALL OPT EXP 1/22/11 PR $10 PER SH

      (1,285.90 )      (3,296.00 ) 

ORIGINOIL INC COM STK

      1,461.85        744.90   

ORION CORPORATION SER’B’NPV

      91,897.24        132,386.41   

ORION ENERGY SYS INC COM STK

      2,020.17        601.20   

ORKLA ASA NOK1.25

      50,145.54        57,233.47   

 

- 118 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ORLEANS HOMEBUILDERS INC COM

      1,768.95         60.00   

ORTHOFIX INTL N.V COM STK USD0.10

      55,702.80         69,600.00   

OSHKOSH CORPORATION

      48,057.36         49,050.73   

OSHKOSH CORPORATION

      818,751.10         873,952.00   

OSI SYS INC COM

      16,497.21         18,180.00   

OSI SYS INC COM

      89,145.62         123,624.00   

OSI SYS INC COM

      229,874.42         416,212.92   

OSIRIS THERAPEUTICS INC NEW COM

      9,635.81         7,790.00   

OSISKO MINING CORP COM NPV

      7,038.21         10,959.60   

OTELCO INC INCOME DEP SECS IDS

      1,872.06         2,545.20   

OTTER TAIL CORP

      33,330.10         38,208.66   

OVERHILL FARMS INC COM

      1,238.70         1,382.40   

OVERSTOCK COM INC DEL COM

      1,956.66         1,648.00   

OWENS & MINOR INC NEW COM

      14,503.70         14,715.00   

OWENS CORNING NEW COM STK

      38,870.17         43,765.75   

OWENS CORNING NEW COM STK

      169,256.45         171,948.00   

OWENS CORNING NEW COM STK

      257,504.22         295,925.00   

OWENS CORNING NEW WT EXP SER B WTS

      48,258.30         5,087.25   

OWENS ILL INC COM NEW

      4,845.76         5,219.00   

OWENS ILL INC COM NEW

      113,503.86         126,391.90   

OXYGEN BIOTHERAPEUTICS INC COM NEW COM NEW

      883.03         180.48   

OYO GEOSPACE COM

      2,602.37         4,459.95   

OZ MINERALS LTD COMSTK

      143,201.79         178,078.91   

P F CHANGS CHINA BISTRO INC COM STK

      255,381.27         353,758.00   

P.T. ASTRA INTL IDR500

      241,600.45         232,989.96   

PA PWR & LT CO $7.00 CUM PFD STK

      8,287.50         12,100.00   

PAC GAS & ELEC CO 1ST PFD 6

      29,896.70         29,768.69   

PAC GAS & ELEC CO 6.05% DUE 03-01-2034

      34,895.49         38,321.47   

PAC GAS & ELEC CO 8.25% DUE 10-15-2018

      78,674.40         103,940.24   

PAC GOLD CORP COM

      341.23         320.00   

PACCAR INC COM

      25,653.57         38,669.18   

PACCAR INC COM

      151,594.39         526,828.50   

PACCAR INC COM

      738,679.36         1,082,367.00   

PACE OIL & GAS LTD COMMON STOCK

      19,794.48         19,432.08   

PACER INTL INC TENN COM

      6,293.19         5,472.00   

PACIFIC BLUE ENERGY CORP COM STK

      21,908.09         2,100.00   

PACIFIC BOOKER MINERALS INC COM

      4,836.69         5,976.80   

PACIFIC CAP BANCORP NEW COM NEW COM NEW

      9,430.46         8,930.16   

PACIFIC COMOX RES LTD COM

      7,394.90         1,781.80   

PACIFIC ETHANOL INC COM

      314,512.13         137,926.25   

PACIFIC GAS & ELEC CO 1ST PFD 6.30%

      8,408.00         9,500.00   

PACIFIC OFFICE PPTYS TR INC COM REIT

      1,973.95         2,085.00   

PACIFIC SUNWEAR CALIF INC COM

      10,220.69         9,756.00   

PACKAGING CORP AMER COM ISIN US6951561090

      296,920.10         328,168.00   

PACKAGING CORP AMER COM ISIN US6951561090

      380,245.58         434,112.00   

PAINCARE HLDGS INC COM STK

      1,345.64         9.99   

PAIVIS CORP COM NEW STK

      258.95         0.00   

PALADIN ENERGY LIMITED PALADINE RESOURCES COM

      104,001.45         122,752.14   

PALADIN HLDGS INC COM STK

      33,485.97         75.15   

PALATIN TECHNOLOGIES INC COMMON STOCK

      709.52         202.50   

PALL CORP COM

      67,980.34         143,782.00   

PALOMAR MED TECHNOLOGIES INC COM NEW

      3,013.56         3,453.03   

PALOMAR MED TECHNOLOGIES INC COM NEW

      15,853.20         17,052.00   

PAN AMERN SILVER CORP COM

      248,491.94         441,441.52   

PAN AMERN SILVER CORP COM

      267,468.28         464,354.28   

PANACOS PHARMACEUTICALS INC COM

      12,591.34         249.00   

PANCONTINENTAL URANIUM CORP COM STK

      4,406.81         1,946.57   

PANDORA A/S DKK1

      348,389.80         482,248.09   

PANERA BREAD CO CL A

      70,446.83         75,806.29   

PANERA BREAD CO CL A

      264,437.79         465,566.00   

PANTHER VY PA SCH DIST RFDG AMBAC UT LT 5.35 BD DUE 04-01-2002/04-17-98 B/Q

      720.85         17.50   

PANTRY INC COM ISIN #US6986571031

      1,485.24         1,986.00   

PAR PHARMACEUTICAL COS INC COM

      30,191.86         37,547.25   

PAR PHARMACEUTICAL COS INC COM

      207,138.54         288,825.00   

PAR PHARMACEUTICAL COS INC COM

      693,548.38         1,074,429.00   

PARADIGM CAP TR II TR PFD SECS FLTG RATE

      6,540.40         900.00   

PARAGON SHIPPING INC CL A COM STK

      22,178.95         17,871.20   

PARAGOULD ARK HOSP REV 6 DUE 10-01-2007/10-01-2006 BEO

      2,437.95         0.00   

PARAMETRIC SOUND CORPORATION COMMON STOCK

      0.00         195.00   

PARAMOUNT GOLD MNG CORP COM

      23,774.04         28,329.00   

PARDEE RES 12.00% CUMLATIVE PFD STK

      19,480.00         20,400.00   

PAREXEL INTL CORP COM

      176,930.60         215,484.50   

PAREXEL INTL CORP COM

      160,469.91         312,081.00   

PARGESA HLDGS SA CHF20(BR)

      6,217.61         7,558.47   

PARKER COLO CTFS PARTN 4.2% 11-01-2014 BEO TAXABLE

      25,013.00         26,616.25   

 

- 119 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

PARKER DRILLING CO COM

      69,939.55        67,430.35   

PARKER-HANNIFIN CORP COM

      37,858.09        56,095.00   

PARKER-HANNIFIN CORP COM

      130,845.97        350,291.70   

PARMALAT S.P.A EUR1

      858,124.03        928,096.38   

PATRIOT COAL CORP COM STK CALL OPT EXP 1/22/11 PR $20 PER SH

      (91.55 )      (327.00 ) 

PATRIOT COAL CORP COMSTK CALL OPT EXP 06/18/11 PR $25 PER SH

      (236.78 )      0.00   

PATRIOT COAL CORP-STOCK DISTRIBUTION

      114,690.22        140,529.35   

PATRIOT NATL BANCORP INC COM

      7,115.76        4,200.00   

PATRIOT SCIENTIFIC CORP COM

      199,491.29        85,266.48   

PATTERSON COS INC COM

      87,745.58        74,553.42   

PATTERSON COS INC COM

      409,068.55        416,568.00   

PATTERSON-UTI ENERGY INC COM

      39,203.01        47,582.40   

PATTERSON-UTI ENERGY INC COM

      622,791.55        754,250.00   

PATTERSON-UTI ENERGY INC COM

      552,123.12        816,249.35   

PAXTON ENERGY INC COM PAR $0.001 STK

      42,516.75        1,098.90   

PAYCHEX INC COM

      142,738.17        154,539.55   

PAYCHEX INC COM

      213,717.96        250,247.36   

PC CONNECTION INC COM

      28,792.09        20,378.00   

PC MALL INC COM

      14,237.46        17,789.50   

PCCW LIMITED HKD0.25(POST CONS)

      15,358.43        708.00   

PCS EDVENTURES COM INC COM

      573.12        130.00   

PDG REALTY SA EMPR COM NPV

      646,295.68        872,168.67   

PDL BIOPHARMA INC COM

      57,097.79        57,832.68   

PDL BIOPHARMA INC COM

      149,620.83        175,686.00   

PEABODY ENERGY 6.5% DUE 09-15-2020

      70,000.00        74,725.00   

PEABODY ENERGY CORP COM STK

      269,241.56        434,168.28   

PEABODY ENERGY CORP COM STK

      880,412.36        1,004,223.49   

PEETS COFFEE & TEA INC COM

      2,719.15        4,174.00   

PEETS COFFEE & TEA INC COM

      784,962.93        1,243,852.00   

PEGASUS WIRELESS CORP NEV COM NEW STK

      4,797.32        0.00   

PELE MTN RES INC COM

      5,076.85        6,542.00   

PEMBINA PIPELINE CORPORATION COMMON STOCK

      69,132.04        81,713.14   

PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG

      89,713.60        91,574.46   

Pending foreign exchange purchases: Australian dollar

      98,603.00        101,581.06   

Pending foreign exchange purchases: Australian dollar

      140,275.80        142,213.49   

Pending foreign exchange purchases: Australian dollar

      167,934.72        174,379.13   

Pending foreign exchange purchases: Australian dollar

      167,782.18        174,381.17   

Pending foreign exchange purchases: Australian dollar

      167,791.62        174,381.17   

Pending foreign exchange purchases: Australian dollar

      167,780.46        174,381.17   

Pending foreign exchange purchases: Australian dollar

      167,780.46        174,381.17   

Pending foreign exchange purchases: Australian dollar

      167,778.40        174,381.17   

Pending foreign exchange purchases: Australian dollar

      251,012.50        253,952.66   

Pending foreign exchange purchases: Australian dollar

      400,622.29        416,815.04   

Pending foreign exchange purchases: Australian dollar

      6,890,992.77        7,169,740.51   

Pending foreign exchange purchases: British pound sterling

      56,918.64        56,197.73   

Pending foreign exchange purchases: British pound sterling

      127,369.42        127,375.92   

Pending foreign exchange purchases: British pound sterling

      193,243.75        195,595.64   

Pending foreign exchange purchases: British pound sterling

      384,432.50        391,191.28   

Pending foreign exchange purchases: British pound sterling

      398,088.47        397,708.53   

Pending foreign exchange purchases: British pound sterling

      398,117.02        397,711.66   

Pending foreign exchange purchases: British pound sterling

      398,270.79        397,711.66   

Pending foreign exchange purchases: British pound sterling

      398,144.98        397,711.66   

Pending foreign exchange purchases: British pound sterling

      398,025.52        397,711.66   

Pending foreign exchange purchases: British pound sterling

      398,025.52        397,711.66   

Pending foreign exchange purchases: British pound sterling

      693,697.50        704,144.31   

Pending foreign exchange purchases: British pound sterling

      5,856,287.75        5,781,821.64   

Pending foreign exchange purchases: Danish krone

      891,207.44        900,621.05   

Pending foreign exchange purchases: Euro

      25,077.37        25,218.33   

Pending foreign exchange purchases: Euro

      32,459.76        32,693.86   

Pending foreign exchange purchases: Euro

      37,622.22        38,270.48   

Pending foreign exchange purchases: Euro

      113,068.09        114,371.91   

Pending foreign exchange purchases: Euro

      151,582.89        153,033.86   

Pending foreign exchange purchases: Euro

      326,940.00        335,318.72   

Pending foreign exchange purchases: Euro

      328,667.50        335,318.72   

Pending foreign exchange purchases: Euro

      393,799.50        402,382.46   

Pending foreign exchange purchases: Euro

      784,470.00        794,705.36   

Pending foreign exchange purchases: Euro

      784,558.88        794,705.36   

Pending foreign exchange purchases: Euro

      784,677.38        794,705.36   

Pending foreign exchange purchases: Euro

      784,766.25        794,705.36   

Pending foreign exchange purchases: Euro

      784,470.00        794,705.36   

Pending foreign exchange purchases: Euro

      784,677.38        794,705.36   

Pending foreign exchange purchases: Euro

      1,444,795.00        1,475,402.35   

Pending foreign exchange purchases: Euro

      1,523,950.38        1,502,162.84   

Pending foreign exchange purchases: Euro

      3,539,935.22        3,578,926.30   

Pending foreign exchange purchases: Euro

      5,473,901.47        5,533,503.53   

 

- 120 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Pending foreign exchange purchases: Hong Kong dollar

      33,829.78         33,813.04   

Pending foreign exchange purchases: Hong Kong dollar

      78,437.90         78,302.08   

Pending foreign exchange purchases: Hong Kong dollar

      78,433.86         78,302.08   

Pending foreign exchange purchases: Hong Kong dollar

      78,438.91         78,302.08   

Pending foreign exchange purchases: Hong Kong dollar

      78,437.04         78,302.08   

Pending foreign exchange purchases: Hong Kong dollar

      78,434.87         78,302.08   

Pending foreign exchange purchases: Hong Kong dollar

      78,438.16         78,302.33   

Pending foreign exchange purchases: Hong Kong dollar

      180,006.43         180,202.14   

Pending foreign exchange purchases: Hong Kong dollar

      341,087.06         341,186.97   

Pending foreign exchange purchases: Hong Kong dollar

      995,047.25         995,454.00   

Pending foreign exchange purchases: Japanese yen

      2,402.34         2,430.54   

Pending foreign exchange purchases: Japanese yen

      95,698.64         99,294.45   

Pending foreign exchange purchases: Japanese yen

      121,782.65         123,391.85   

Pending foreign exchange purchases: Japanese yen

      150,033.11         155,818.45   

Pending foreign exchange purchases: Japanese yen

      298,382.77         308,479.62   

Pending foreign exchange purchases: Japanese yen

      426,888.00         435,676.05   

Pending foreign exchange purchases: Japanese yen

      426,888.00         435,676.05   

Pending foreign exchange purchases: Japanese yen

      426,833.81         435,676.05   

Pending foreign exchange purchases: Japanese yen

      426,782.22         435,676.05   

Pending foreign exchange purchases: Japanese yen

      426,885.41         435,676.05   

Pending foreign exchange purchases: Japanese yen

      426,789.98         435,676.08   

Pending foreign exchange purchases: Japanese yen

      685,690.89         708,640.58   

Pending foreign exchange purchases: Japanese yen

      853,658.54         863,742.95   

Pending foreign exchange purchases: Japanese yen

      1,039,204.78         1,074,197.75   

Pending foreign exchange purchases: Japanese yen

      2,251,417.43         2,326,798.86   

Pending foreign exchange purchases: New Israeli shekel

      325,733.69         331,827.12   

Pending foreign exchange purchases: New Zealand dollar

      40,149.18         41,813.41   

Pending foreign exchange purchases: Singapore dollar

      1,801,158.69         1,836,456.40   

Pending foreign exchange purchases: South African rand

      28,848.77         29,127.63   

Pending foreign exchange purchases: South African rand

      69,662.81         70,151.36   

Pending foreign exchange purchases: South African rand

      161,904.59         162,417.09   

Pending foreign exchange purchases: Swedish krona

      50,295.35         51,146.12   

Pending foreign exchange purchases: Swedish krona

      139,332.59         143,542.70   

Pending foreign exchange purchases: Swedish krona

      694,710.73         707,064.74   

Pending foreign exchange purchases: Swedish krona

      2,178,607.57         2,234,826.39   

Pending foreign exchange purchases: Swiss franc

      234,584.86         246,131.75   

Pending foreign exchange purchases: Swiss franc

      750,199.12         762,246.68   

Pending foreign exchange purchases: Swiss franc

      6,602,912.76         6,928,844.77   

Pending foreign exchange purchases: United States dollar

      885.64         885.64   

Pending foreign exchange purchases: United States dollar

      2,960.27         2,960.27   

Pending foreign exchange purchases: United States dollar

      5,593.64         5,593.64   

Pending foreign exchange purchases: United States dollar

      7,016.38         7,016.38   

Pending foreign exchange purchases: United States dollar

      8,673.21         8,673.21   

Pending foreign exchange purchases: United States dollar

      12,421.39         12,421.39   

Pending foreign exchange purchases: United States dollar

      14,050.33         14,050.33   

Pending foreign exchange purchases: United States dollar

      15,792.08         15,792.08   

Pending foreign exchange purchases: United States dollar

      21,858.15         21,858.15   

Pending foreign exchange purchases: United States dollar

      21,881.62         21,881.62   

Pending foreign exchange purchases: United States dollar

      23,753.05         23,753.05   

Pending foreign exchange purchases: United States dollar

      25,136.91         25,136.91   

Pending foreign exchange purchases: United States dollar

      26,512.49         26,512.49   

Pending foreign exchange purchases: United States dollar

      31,851.51         31,851.51   

Pending foreign exchange purchases: United States dollar

      43,279.49         43,279.49   

Pending foreign exchange purchases: United States dollar

      52,072.92         52,072.92   

Pending foreign exchange purchases: United States dollar

      55,853.53         55,853.53   

Pending foreign exchange purchases: United States dollar

      59,150.29         59,150.29   

Pending foreign exchange purchases: United States dollar

      59,423.37         59,423.37   

Pending foreign exchange purchases: United States dollar

      61,938.97         61,938.97   

Pending foreign exchange purchases: United States dollar

      63,817.41         63,817.41   

Pending foreign exchange purchases: United States dollar

      64,139.18         64,139.18   

Pending foreign exchange purchases: United States dollar

      64,474.70         64,474.70   

Pending foreign exchange purchases: United States dollar

      77,784.00         77,784.00   

Pending foreign exchange purchases: United States dollar

      77,911.38         77,911.38   

Pending foreign exchange purchases: United States dollar

      97,339.22         97,339.22   

Pending foreign exchange purchases: United States dollar

      97,824.00         97,824.00   

Pending foreign exchange purchases: United States dollar

      107,621.50         107,621.50   

Pending foreign exchange purchases: United States dollar

      117,016.28         117,016.28   

Pending foreign exchange purchases: United States dollar

      119,957.73         119,957.73   

Pending foreign exchange purchases: United States dollar

      120,769.07         120,769.07   

Pending foreign exchange purchases: United States dollar

      121,201.10         121,201.10   

Pending foreign exchange purchases: United States dollar

      131,923.95         131,923.95   

Pending foreign exchange purchases: United States dollar

      134,083.00         134,083.00   

Pending foreign exchange purchases: United States dollar

      157,605.00         157,605.00   

Pending foreign exchange purchases: United States dollar

      174,614.88         174,614.88   

Pending foreign exchange purchases: United States dollar

      179,786.05         179,786.05   

 

- 121 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Pending foreign exchange purchases: United States dollar

      228,110.54        228,110.54   

Pending foreign exchange purchases: United States dollar

      243,141.60        243,141.60   

Pending foreign exchange purchases: United States dollar

      265,620.00        265,620.00   

Pending foreign exchange purchases: United States dollar

      311,187.84        311,187.84   

Pending foreign exchange purchases: United States dollar

      316,990.76        316,990.76   

Pending foreign exchange purchases: United States dollar

      371,859.55        371,859.55   

Pending foreign exchange purchases: United States dollar

      462,773.98        462,773.98   

Pending foreign exchange purchases: United States dollar

      806,343.40        806,343.40   

Pending foreign exchange purchases: United States dollar

      938,920.00        938,920.00   

Pending foreign exchange purchases: United States dollar

      1,194,551.95        1,194,551.95   

Pending foreign exchange purchases: United States dollar

      1,476,589.28        1,476,589.28   

Pending foreign exchange purchases: United States dollar

      1,527,680.00        1,527,680.00   

Pending foreign exchange purchases: United States dollar

      2,314,428.14        2,314,428.14   

Pending foreign exchange purchases: United States dollar

      4,441,625.90        4,441,625.90   

Pending foreign exchange purchases: United States dollar

      5,910,976.77        5,910,976.77   

Pending foreign exchange purchases: United States dollar

      7,090,619.37        7,090,619.37   

Pending foreign exchange purchases: United States dollar

      13,626,750.66        13,626,750.66   

Pending foreign exchange sales: Australian dollar

      (4,441,625.90 )      (4,623,098.33 ) 

Pending foreign exchange sales: Australian dollar

      (228,110.54 )      (230,194.00 ) 

Pending foreign exchange sales: Australian dollar

      (120,769.07 )      (126,843.58 ) 

Pending foreign exchange sales: Australian dollar

      (107,621.50 )      (112,022.06 ) 

Pending foreign exchange sales: Australian dollar

      (97,824.00 )      (101,581.06 ) 

Pending foreign exchange sales: Australian dollar

      (97,339.22 )      (101,581.06 ) 

Pending foreign exchange sales: British pound sterling

      (5,910,976.77 )      (5,836,369.95 ) 

Pending foreign exchange sales: British pound sterling

      (806,343.40 )      (815,005.83 ) 

Pending foreign exchange sales: British pound sterling

      (157,605.00 )      (156,476.51 ) 

Pending foreign exchange sales: British pound sterling

      (77,784.00 )      (78,238.26 ) 

Pending foreign exchange sales: British pound sterling

      (77,911.38 )      (78,238.26 ) 

Pending foreign exchange sales: Danish krone

      (1,476,589.28 )      (1,492,344.92 ) 

Pending foreign exchange sales: Danish krone

      (55,853.53 )      (56,827.88 ) 

Pending foreign exchange sales: Danish krone

      (15,792.08 )      (15,976.30 ) 

Pending foreign exchange sales: Danish krone

      (14,050.33 )      (14,217.54 ) 

Pending foreign exchange sales: Euro

      (13,626,750.66 )      (13,776,792.16 ) 

Pending foreign exchange sales: Euro

      (1,527,680.00 )      (1,502,416.78 ) 

Pending foreign exchange sales: Euro

      (938,920.00 )      (952,621.24 ) 

Pending foreign exchange sales: Euro

      (265,620.00 )      (268,254.97 ) 

Pending foreign exchange sales: Euro

      (131,923.95 )      (134,127.49 ) 

Pending foreign exchange sales: Euro

      (134,083.00 )      (134,127.49 ) 

Pending foreign exchange sales: Euro

      (59,150.29 )      (59,902.67 ) 

Pending foreign exchange sales: Euro

      (52,072.92 )      (52,572.61 ) 

Pending foreign exchange sales: Euro

      (21,881.62 )      (22,039.46 ) 

Pending foreign exchange sales: Euro

      (12,421.39 )      (12,511.00 ) 

Pending foreign exchange sales: Euro

      (2,960.27 )      (2,988.68 ) 

Pending foreign exchange sales: Euro

      (885.64 )      (894.14 ) 

Pending foreign exchange sales: Hong Kong dollar

      (117,016.28 )      (117,178.16 ) 

Pending foreign exchange sales: Hong Kong dollar

      (64,474.70 )      (64,357.91 ) 

Pending foreign exchange sales: Hong Kong dollar

      (63,817.41 )      (63,867.27 ) 

Pending foreign exchange sales: Hong Kong dollar

      (7,016.38 )      (7,025.73 ) 

Pending foreign exchange sales: Japanese yen

      (462,773.98 )      (476,082.79 ) 

Pending foreign exchange sales: Japanese yen

      (371,859.55 )      (375,871.29 ) 

Pending foreign exchange sales: Japanese yen

      (179,786.05 )      (185,087.77 ) 

Pending foreign exchange sales: Japanese yen

      (121,201.10 )      (123,391.85 ) 

Pending foreign exchange sales: Japanese yen

      (119,957.73 )      (123,391.85 ) 

Pending foreign exchange sales: Japanese yen

      (43,279.49 )      (43,546.97 ) 

Pending foreign exchange sales: Japanese yen

      (26,512.49 )      (26,659.66 ) 

Pending foreign exchange sales: Japanese yen

      (23,753.05 )      (23,917.46 ) 

Pending foreign exchange sales: Japanese yen

      (5,593.64 )      (5,618.62 ) 

Pending foreign exchange sales: New Israeli shekel

      (31,851.51 )      (32,091.61 ) 

Pending foreign exchange sales: Norwegian krone

      (316,990.76 )      (326,489.78 ) 

Pending foreign exchange sales: Norwegian krone

      (59,423.37 )      (61,195.44 ) 

Pending foreign exchange sales: Norwegian krone

      (21,858.15 )      (22,257.70 ) 

Pending foreign exchange sales: Singapore dollar

      (1,194,551.95 )      (1,218,138.71 ) 

Pending foreign exchange sales: Singapore dollar

      (61,938.97 )      (62,491.37 ) 

Pending foreign exchange sales: Singapore dollar

      (8,673.21 )      (8,906.85 ) 

Pending foreign exchange sales: Swedish krona

      (2,314,428.14 )      (2,374,563.63 ) 

Pending foreign exchange sales: Swedish krona

      (243,141.60 )      (249,401.43 ) 

Pending foreign exchange sales: Swiss franc

      (7,090,619.37 )      (7,441,346.57 ) 

Pending foreign exchange sales: Swiss franc

      (311,187.84 )      (311,986.00 ) 

Pending foreign exchange sales: Swiss franc

      (174,614.88 )      (184,800.60 ) 

Pending foreign exchange sales: Swiss franc

      (64,139.18 )      (64,902.65 ) 

Pending foreign exchange sales: Swiss franc

      (25,136.91 )      (26,090.87 ) 

Pending foreign exchange sales: United States dollar

      (6,890,992.77 )      (6,890,992.77 ) 

Pending foreign exchange sales: United States dollar

      (6,602,912.76 )      (6,602,912.76 ) 

Pending foreign exchange sales: United States dollar

      (5,856,287.75 )      (5,856,287.75 ) 

Pending foreign exchange sales: United States dollar

      (5,473,901.47 )      (5,473,901.47 ) 

 

- 122 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Pending foreign exchange sales: United States dollar

      (3,539,935.22 )      (3,539,935.22 ) 

Pending foreign exchange sales: United States dollar

      (2,251,417.43 )      (2,251,417.43 ) 

Pending foreign exchange sales: United States dollar

      (2,178,607.57 )      (2,178,607.57 ) 

Pending foreign exchange sales: United States dollar

      (1,801,158.69 )      (1,801,158.69 ) 

Pending foreign exchange sales: United States dollar

      (1,523,950.38 )      (1,523,950.38 ) 

Pending foreign exchange sales: United States dollar

      (1,444,795.00 )      (1,444,795.00 ) 

Pending foreign exchange sales: United States dollar

      (1,039,204.78 )      (1,039,204.78 ) 

Pending foreign exchange sales: United States dollar

      (995,047.25 )      (995,047.25 ) 

Pending foreign exchange sales: United States dollar

      (891,207.44 )      (891,207.44 ) 

Pending foreign exchange sales: United States dollar

      (853,658.54 )      (853,658.54 ) 

Pending foreign exchange sales: United States dollar

      (784,766.25 )      (784,766.25 ) 

Pending foreign exchange sales: United States dollar

      (784,677.38 )      (784,677.38 ) 

Pending foreign exchange sales: United States dollar

      (784,677.38 )      (784,677.38 ) 

Pending foreign exchange sales: United States dollar

      (784,558.88 )      (784,558.88 ) 

Pending foreign exchange sales: United States dollar

      (784,470.00 )      (784,470.00 ) 

Pending foreign exchange sales: United States dollar

      (784,470.00 )      (784,470.00 ) 

Pending foreign exchange sales: United States dollar

      (750,199.12 )      (750,199.12 ) 

Pending foreign exchange sales: United States dollar

      (694,710.73 )      (694,710.73 ) 

Pending foreign exchange sales: United States dollar

      (693,697.50 )      (693,697.50 ) 

Pending foreign exchange sales: United States dollar

      (685,690.89 )      (685,690.89 ) 

Pending foreign exchange sales: United States dollar

      (426,888.00 )      (426,888.00 ) 

Pending foreign exchange sales: United States dollar

      (426,888.00 )      (426,888.00 ) 

Pending foreign exchange sales: United States dollar

      (426,885.41 )      (426,885.41 ) 

Pending foreign exchange sales: United States dollar

      (426,833.81 )      (426,833.81 ) 

Pending foreign exchange sales: United States dollar

      (426,789.98 )      (426,789.98 ) 

Pending foreign exchange sales: United States dollar

      (426,782.22 )      (426,782.22 ) 

Pending foreign exchange sales: United States dollar

      (400,622.29 )      (400,622.29 ) 

Pending foreign exchange sales: United States dollar

      (398,270.79 )      (398,270.79 ) 

Pending foreign exchange sales: United States dollar

      (398,144.98 )      (398,144.98 ) 

Pending foreign exchange sales: United States dollar

      (398,117.02 )      (398,117.02 ) 

Pending foreign exchange sales: United States dollar

      (398,088.47 )      (398,088.47 ) 

Pending foreign exchange sales: United States dollar

      (398,025.52 )      (398,025.52 ) 

Pending foreign exchange sales: United States dollar

      (398,025.52 )      (398,025.52 ) 

Pending foreign exchange sales: United States dollar

      (393,799.50 )      (393,799.50 ) 

Pending foreign exchange sales: United States dollar

      (384,432.50 )      (384,432.50 ) 

Pending foreign exchange sales: United States dollar

      (341,087.06 )      (341,087.06 ) 

Pending foreign exchange sales: United States dollar

      (328,667.50 )      (328,667.50 ) 

Pending foreign exchange sales: United States dollar

      (326,940.00 )      (326,940.00 ) 

Pending foreign exchange sales: United States dollar

      (325,733.69 )      (325,733.69 ) 

Pending foreign exchange sales: United States dollar

      (298,382.77 )      (298,382.77 ) 

Pending foreign exchange sales: United States dollar

      (251,012.50 )      (251,012.50 ) 

Pending foreign exchange sales: United States dollar

      (234,584.86 )      (234,584.86 ) 

Pending foreign exchange sales: United States dollar

      (193,243.75 )      (193,243.75 ) 

Pending foreign exchange sales: United States dollar

      (180,006.43 )      (180,006.43 ) 

Pending foreign exchange sales: United States dollar

      (167,934.72 )      (167,934.72 ) 

Pending foreign exchange sales: United States dollar

      (167,791.62 )      (167,791.62 ) 

Pending foreign exchange sales: United States dollar

      (167,782.18 )      (167,782.18 ) 

Pending foreign exchange sales: United States dollar

      (167,780.46 )      (167,780.46 ) 

Pending foreign exchange sales: United States dollar

      (167,780.46 )      (167,780.46 ) 

Pending foreign exchange sales: United States dollar

      (167,778.40 )      (167,778.40 ) 

Pending foreign exchange sales: United States dollar

      (161,904.59 )      (161,904.59 ) 

Pending foreign exchange sales: United States dollar

      (151,582.89 )      (151,582.89 ) 

Pending foreign exchange sales: United States dollar

      (150,033.11 )      (150,033.11 ) 

Pending foreign exchange sales: United States dollar

      (140,275.80 )      (140,275.80 ) 

Pending foreign exchange sales: United States dollar

      (139,332.59 )      (139,332.59 ) 

Pending foreign exchange sales: United States dollar

      (127,369.42 )      (127,369.42 ) 

Pending foreign exchange sales: United States dollar

      (121,782.65 )      (121,782.65 ) 

Pending foreign exchange sales: United States dollar

      (113,068.09 )      (113,068.09 ) 

Pending foreign exchange sales: United States dollar

      (98,603.00 )      (98,603.00 ) 

Pending foreign exchange sales: United States dollar

      (95,698.64 )      (95,698.64 ) 

Pending foreign exchange sales: United States dollar

      (78,438.91 )      (78,438.91 ) 

Pending foreign exchange sales: United States dollar

      (78,438.16 )      (78,438.16 ) 

Pending foreign exchange sales: United States dollar

      (78,437.90 )      (78,437.90 ) 

Pending foreign exchange sales: United States dollar

      (78,437.04 )      (78,437.04 ) 

Pending foreign exchange sales: United States dollar

      (78,434.87 )      (78,434.87 ) 

Pending foreign exchange sales: United States dollar

      (78,433.86 )      (78,433.86 ) 

Pending foreign exchange sales: United States dollar

      (69,662.81 )      (69,662.81 ) 

Pending foreign exchange sales: United States dollar

      (56,918.64 )      (56,918.64 ) 

Pending foreign exchange sales: United States dollar

      (50,295.35 )      (50,295.35 ) 

Pending foreign exchange sales: United States dollar

      (40,149.18 )      (40,149.18 ) 

Pending foreign exchange sales: United States dollar

      (37,622.22 )      (37,622.22 ) 

Pending foreign exchange sales: United States dollar

      (33,829.78 )      (33,829.78 ) 

Pending foreign exchange sales: United States dollar

      (32,459.76 )      (32,459.76 ) 

Pending foreign exchange sales: United States dollar

      (28,848.77 )      (28,848.77 ) 

Pending foreign exchange sales: United States dollar

      (25,077.37 )      (25,077.37 ) 

 

- 123 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

Pending foreign exchange sales: United States dollar

      (2,402.34 )      (2,402.34 ) 

Pending trade purchases: Brazilian real

      (18,299.09 )      (18,546.57 ) 

Pending trade purchases: Euro

      (257,896.05 )      (262,390.18 ) 

Pending trade purchases: Euro

      (24,791.45 )      (25,218.43 ) 

Pending trade purchases: Japanese yen

      (212,958.12 )      (216,043.87 ) 

Pending trade purchases: Japanese yen

      (195,120.86 )      (197,256.00 ) 

Pending trade purchases: South African rand

      (258,817.37 )      (261,645.35 ) 

Pending trade purchases: United States dollar

      (47,795,723.51 )      (47,795,723.51 ) 

Pending trade purchases: United States dollar

      (608,915.03 )      (608,915.03 ) 

Pending trade purchases: United States dollar

      (260,372.56 )      (260,372.56 ) 

Pending trade purchases: United States dollar

      (178,922.24 )      (178,922.24 ) 

Pending trade purchases: United States dollar

      (131,070.00 )      (131,070.00 ) 

Pending trade purchases: United States dollar

      (101,115.83 )      (101,115.83 ) 

Pending trade purchases: United States dollar

      (98,144.71 )      (98,144.71 ) 

Pending trade purchases: United States dollar

      (70,500.00 )      (70,500.00 ) 

Pending trade purchases: United States dollar

      (61,134.25 )      (61,134.25 ) 

Pending trade purchases: United States dollar

      (55,866.39 )      (55,866.39 ) 

Pending trade purchases: United States dollar

      (45,237.96 )      (45,237.96 ) 

Pending trade purchases: United States dollar

      (22,562.49 )      (22,562.49 ) 

Pending trade purchases: United States dollar

      (19,560.00 )      (19,560.00 ) 

Pending trade purchases: United States dollar

      (9,000.00 )      (9,000.00 ) 

Pending trade purchases: United States dollar

      (8,325.00 )      (8,325.00 ) 

Pending trade sales: Euro

      164,810.63        167,668.48   

Pending trade sales: Japanese yen

      245,146.03        247,829.49   

Pending trade sales: Japanese yen

      259,197.58        262,775.76   

Pending trade sales: Swiss franc

      370,624.71        376,874.00   

Pending trade sales: United States dollar

      45,047.46        45,047.46   

Pending trade sales: United States dollar

      51,146.77        51,146.77   

Pending trade sales: United States dollar

      129,057.81        129,057.81   

Pending trade sales: United States dollar

      174,134.51        174,134.51   

Pending trade sales: United States dollar

      418,423.90        418,423.90   

Pending trade sales: United States dollar

      500,469.22        500,469.22   

Pending trade sales: United States dollar

      2,600,060.67        2,600,060.67   

Pending trade sales: United States dollar

      28,892,080.51        28,892,080.51   

Pending trade sales: United States dollar

      43,148,714.48        43,148,714.48   

PENFORD CORP COM

      139.42        25.59   

PENN VA CORP COM

      1,536.34        1,682.00   

PENN WEST ENERGY TRUST COMSTK CALL OPT EXP 03/19/11 PR $25 PER SH

      (42.30 )      0.00   

PENNANTPARK INVT CORP COM

      19,934.13        23,357.10   

PENNANTPARK INVT CORP COM

      503,544.67        696,101.04   

PENNEY J.C CO INC COM

      23,741.21        26,820.14   

PENNEY J.C CO INC COM

      211,435.68        192,244.50   

PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYVAR-SR-SUBER MM-2 01 JUN 2047

      420,078.12        420,078.13   

PENSKE AUTOMOTIVE GROUP INC COM STK

      10,803.90        12,194.00   

PENTAIR INC COM

      6,836.10        6,970.60   

PENTAIR INC COM

      807,804.77        899,460.36   

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

      35,433.79        33,547.52   

PEOPLES UTD FINL INC COM

      162,051.62        130,194.93   

PEOPLES UTD FINL INC COM

      353,671.86        320,829.00   

PEP BOYS-MANNY MOE & JACK COM

      61,673.58        92,667.00   

PEPCO HLDGS INC COM

      34,960.53        38,878.81   

PEPCO HLDGS INC COM

      133,971.91        103,112.50   

PEPCO HLDGS INC COM

      252,954.73        290,175.00   

PEPINNINI MINERALS LIMITED COM STK

      18,078.45        2,460.00   

PEPPER ROCK RES CORP COM PAR $

      870.25        2.10   

PEPSICO INC 7.9% DUE 11-01-2018

      59,863.68        61,757.42   

PEPSICO INC COM

      0.00        0.00   

PEPSICO INC COM

      361,839.96        387,406.90   

PEPSICO INC COM

      403,635.17        398,513.00   

PEPSICO INC COM

      500,429.44        555,305.00   

PEPSICO INC COM

      618,301.32        643,245.97   

PEPSICO INC COM

      987,810.24        1,084,478.00   

PEPSICO INC COM

      1,428,830.88        2,605,099.08   

PEREGRINE PHARMACEUTICALS INC COM NEW COM NEW

      107,441.66        59,236.50   

PERFECT WORLD CO-SPON ADR COM STK CALL OPT EXP 1/22/11 PR $25 PER SH

      (485.46 )      (450.00 ) 

PERKINELMER INC COM

      15,564.68        18,048.18   

PERKINELMER INC COM

      52,356.42        76,762.86   

PERKINELMER INC COM

      341,210.68        485,416.00   

PERNOD RICARD NPV EUR 1.55

      513,247.96        567,694.59   

PERNOD RICARD NPV EUR 1.55

      716,617.98        782,436.96   

PERPETUAL ENERGY INC COM STK

      2,449.10        1,977.55   

PERRIGO CO COM

      31,607.25        33,061.30   

PERRIGO CO COM

      826,069.05        1,405,926.00   

PERVASIVE SOFTWARE INC COM STK

      6,226.21        6,271.21   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

PETAQUILLA RES LTD COM

      570.42        529.50   

PETMED EXPRESS INC COM STK

      18,256.95        17,810.00   

PETRO DEV CORP COM

      15,683.90        16,900.00   

PETROALGAE INC COM

      2,946.42        88.00   

PETROBRAS INTL FIN 5.75% DUE 01-20-2020

      52,347.90        53,953.54   

PETROBRAS INTL FIN 6.125% DUE 10-06-2016

      39,851.13        44,000.92   

PETROCHINA CO COM STK

      21,982.70        23,526.00   

PETROFAC ORD USD0.02

      74,537.13        120,050.14   

PETROHAWK ENERGY CORP COM

      117,832.50        116,526.25   

PETROHAWK ENERGY CORP COM

      1,607,493.91        1,347,178.50   

PETROLEO BRASILEIRO S.A.-ADR COMSTK CALLOPT EXP 01/22/11 PR $37 PER SH

      (435.46 )      (1,460.00 ) 

PETROLEO BRASILEIRO S.A.-ADR COMSTK CALLOPT EXP 01/22/11 PR $39 PER SH

      (74.26 )      (275.00 ) 

PETROLEO BRASILEIRO S.A.-ADR COMSTK CALLOPT EXP 12/18/10 PR $34 PER SH

      (485.46 )      0.00   

PETROMANAS ENERGY INC COM STK

      18,003.78        17,053.55   

PETROQUEST ENERGY INC COM

      7,682.63        10,542.00   

PETSMART INC COM

      10,274.10        13,272.44   

PEUGEOT SA EUR1

      220,807.27        297,976.06   

PFE 120121C00022500 PFE 01/21/2012 22.500 C

      (375.54 )      0.00   

PFIZER INC 4.5% DUE 02-15-2014

      21,273.80        21,636.84   

PFIZER INC COM STK $.11 1/9 PAR

      716,619.36        719,661.00   

PFIZER INC COM STK $.11 1/9 PAR

      753,702.98        807,561.20   

PFIZER INC COM STK $.11 1/9 PAR

      756,033.55        875,500.00   

PFIZER INC COM STK $.11 1/9 PAR

      1,425,896.38        1,492,458.27   

PFIZER INC COM STK $.11 1/9 PAR

      1,619,455.68        1,575,900.00   

PFIZER INC COM STK $.11 1/9 PAR

      3,323,936.08        3,528,947.89   

PFIZER INC NT 5.35 DUE 03-15-2015

      21,913.00        22,476.70   

PFIZER INC NT 6.2 DUE 03-15-2019

      159,136.60        163,990.54   

PG& E CORP COM

      50,877.26        55,030.64   

PG& E CORP COM

      293,771.10        334,880.00   

PG& E CORP COM

      351,532.18        398,363.68   

PG& E CORP COM

      306,125.84        471,941.60   

PGT INC COM

      7,878.18        3,552.50   

PHARMACEUTICAL HOLDRS TR DEPOS RCPT

      27,880.97        25,980.00   

PHARMACEUTICAL PROD DEV INC COM

      5,412.75        6,971.37   

PHARMACIA PERPETUAL PFD STOCK

      1,000.00        1,002.12   

PHARMACYCLICS INC COM

      1,398.79        1,216.00   

PHARMASSET INC COM

      131,229.75        187,531.20   

PHARMERICA CORP COM STK

      81.21        45.80   

PHH CORP COM NEW COM NEW

      354.20        393.55   

PHILIP MORRIS INTERNATION COM STK CALL OPT EXP 3/19/11 PR $62.5 PER SH

      (111.53 )      (118.00 ) 

PHILIP MORRIS INTERNATIONAL COMSTK CALL OPT EXP 01/19/13 PR $55 PER SH

      (7,785.34 )      (11,610.00 ) 

PHILIP MORRIS INTERNATIONAL COMSTK CALL OPT EXP 010/22/11 PR $60 PER SH

      (585.46 )      (7,700.00 ) 

PHILIP MORRIS INTL COM STK NPV

      560,915.36        732,502.95   

PHILIP MORRIS INTL COM STK NPV

      875,413.12        1,023,378.79   

PHILIP MORRIS INTL COM STK NPV

      799,978.71        1,182,657.18   

PHILIP MORRIS INTL COM STK NPV

      1,076,850.60        1,229,130.00   

PHILIP MORRIS INTL COM STK NPV

      1,179,881.48        2,671,894.50   

PHILIPS ELEC(KON) EUR0.20

      3,892.35        4,410.35   

PHOENIX COS INC NEW COM

      2,219.24        2,540.00   

PHOENIX COS INC NEW COM

      37,742.80        39,878.00   

PHOTRONICS INC COM

      13,779.90        13,593.00   

PHYSICIANS ADULT DAYCARE INC COM

      1,729.25        0.00   

PICCOLO EDL SYS INC COM COM

      41,339.35        29.85   

PICO HLDGS INC COM NEW STK

      3,776.74        3,180.00   

PIEDMONT NAT GAS INC COM

      8,121.41        8,388.00   

PIEDMONT OFFICE REALTY TRU-A

      3,507.86        4,028.00   

PIER 1 IMPORTS INC COM

      7,847.59        11,550.00   

PILGRIM PETE CORP COM

      6,343.79        208.22   

PILGRIMS PRIDE CORP SR SUB NT 8.375 DUE 05-01-2017 BEO BD IN DEFAULT

      20,912.48        27,937.50   

PINETREE CAP COM STK

      887,552.34        1,331,675.90   

PING AN INSURANCE GROUP ‘H’ CNY1

      822,095.88        995,081.01   

PINNACLE DATA SYSTEMS INC COM

      265.95        125.00   

PINNACLE ENTMT INC COM

      1,131.41        1,402.00   

PINNACLE W. CAP CORP COM

      47,828.44        50,794.36   

PINNACLE W. CAP CORP COM

      104,017.64        113,282.85   

PINNACLE W. CAP CORP COM

      395,542.63        435,225.00   

PIONEER DRILLING CO COM STK

      4,380.56        4,405.00   

PIONEER NAT RES CO COM STK

      15,118.58        43,410.00   

PIONEER NAT RES CO COM STK

      161,971.27        253,514.40   

PIONEER SOUTHWEST ENERGY PARTNERS L P

      54,153.35        62,739.64   

PIPER JAFFRAY COS COM

      720,166.02        586,417.50   

PIRELLI + C. ORD COMMON STOCK

      318,896.88        360,122.42   

PITCHBLACK RES LTD COM STK

      71,209.32        8,552.54   

PITCHSTONE EXPLORATIONS LTD COM STK

      3,967.15        805.20   

PITNEY BOWES INC COM

      28,428.18        30,229.81   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

PITNEY BOWES INC COM

      136,667.81        123,608.16   

PITNEY BOWES INC COM

      581,560.06        507,780.00   

PIXELWORKS INC COM NEW STK

      359.02        288.84   

PK NATL CORP COM

      5,855.90        7,267.00   

PLAINS ALL AMERN PIPELN UNIT LTD PARTNERSHIP INT

      71,930.21        79,909.88   

PLAINS EXPL & PRODTN CO COM

      88,709.34        93,206.00   

PLAINSCAPITAL BANK/TX CTF DEP DTD 05-28-2010 .75 DUE 11-28-2011

      103,000.00        103,178.19   

PLANAR SYS INC

      200,071.80        149,247.00   

PLANET RESOURCE RECOVERY INC NEW COM STK

      23,966.87        8,720.00   

PLANKTOS CORP COM STK

      16,290.20        44.83   

PLANTRONICS INC NEW COM

      1,187.60        1,339.92   

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        1,330.00   

PLATINUM RESH ORGANIZATION INC COM

      4,583.24        6.77   

PLEXUS CORP COM

      7,044.64        6,188.00   

PLUG PWR INC COM

      6,152.37        4,092.13   

PLUM CREEK TIMBER CO COMSTK CALL OPT EXP02/19/11 PR $39 PER SH

      (95.53 )      0.00   

PLUM CREEK TIMBER CO INC COM

      130,539.50        152,234.25   

PLUM CREEK TIMBER CO INC COM

      178,672.89        186,285.03   

PLUM CREEK TIMBER CO INC COM

      386,637.11        456,890.00   

PLX TECH INC COM

      14,193.60        14,284.77   

PM 120121C00055000 PM 01/21/2012 55.000 C

      (7,719.41 )      0.00   

PMC COML TR SH BEN INT SHS OF BEN INT USD0.01

      2,261.97        1,585.72   

PMC SIERRA INC COM

      6,717.45        7,645.10   

PMC SIERRA INC COM

      27,812.58        32,642.00   

PMC SIERRA INC COM

      189,017.07        196,796.90   

PMC SIERRA INC COM

      348,432.74        394,504.34   

PMFG INC COM STK

      6,581.50        8,200.00   

PMI GROUP INC COM

      25,453.11        23,100.00   

PNC FINANCIAL SERVICES GROUP COM STK

      292,332.54        295,610.04   

PNC FINANCIAL SERVICES GROUP COM STK

      258,065.52        299,349.60   

PNC FINANCIAL SERVICES GROUP COM STK

      401,493.09        461,472.00   

PNC FINANCIAL SERVICES GROUP COM STK

      385,262.36        473,616.00   

PNC FINANCIAL SERVICES GROUP COM STK

      729,007.48        743,820.00   

PNC FINANCIAL SERVICES GROUP COM STK

      970,506.33        803,204.16   

PNC FINL SVCS GROUP INC DEP SHS REPSTG PFD SER L

      2,824.95        2,889.99   

PNC FINL SVCS GROUP INC WT EXP

      33,629.00        28,860.00   

PNM RES INC COM

      7,565.97        7,812.00   

PNM RES INC COM

      68,398.96        72,912.00   

PNM RES INC COM

      172,881.98        183,582.00   

POHJOLA PANKKI NPV SER‘A’

      813,647.94        777,916.45   

POINDEXTER J B INC 8.75% DUE 03-15-2014

      23,013.89        25,062.50   

POLARIS INDS INC COM

      4,006.45        3,901.00   

POLARIS INDS INC COM

      207,701.14        262,927.40   

POLARIS INTL HLDGS INC COM STK

      998.95        297.00   

Polish zloty

      0.00        0.00   

POLO RALPH LAUREN CORP CL A

      61,200.48        77,102.82   

POLO RALPH LAUREN CORP CL A

      132,056.48        180,577.76   

POLYCOM INC COM

      1,388.99        1,949.00   

POLYCOM INC COM

      255,870.73        247,990.76   

POLYCOM INC COM

      1,202,506.92        1,691,732.00   

POLYMEDIX INC COM STK

      1,371.95        1,600.00   

POLYMET MNG CORP COM

      34,778.56        33,460.00   

POLYONE CORP COM

      50,132.77        51,209.00   

POLYONE CORP COM

      64,779.43        149,880.00   

PONIARD PHARMACEUTICALS INC COM NEW STK

      5,376.05        5,208.32   

POPULAR INC COM

      2,076.92        2,355.00   

PORT SEATTLE WASH REV 5.74% 05-01-2019 BEO TAXABLE

      26,070.42        26,281.00   

PORTFOLIO RECOVERY ASSOCS INC COM

      13,654.40        15,040.00   

PORTLAND GEN ELEC CO COM NEW STK\

      2,669.41        2,170.00   

PORTLAND GEN ELEC CO COM NEW STK\

      30,579.35        34,720.00   

PORTLAND GEN ELEC CO COM NEW STK\

      208,642.55        230,020.00   

POSITIVEID CORP COM

      8,047.51        2,480.00   

POSITRON CORP COM

      4,266.00        1,000.00   

POST PPTYS INC REIT

      25,248.16        25,410.00   

POTASH CORP SASK 4.875% DUE 03-30-2020

      21,344.00        20,894.10   

POTASH CORP SASK INC COM

      292,642.96        370,353.36   

POTLATCH CORP NEW REIT

      5,390.68        5,494.80   

POWER OIL & GAS INC COM STK

      5,542.92        360.00   

POWER ONE INC NEW COM USD0.001

      24,075.75        23,562.00   

POWERSHARES BUILD AMERICA PO

      18,403.72        17,556.00   

POWERSHARES DB AGRICULTURE DOUBLE LONG ETN

      18,060.92        21,105.00   

POWERSHARES DB GOLD DOUBLE SHORT ETN

      71,051.09        64,638.00   

POWERSHARES DB MULTI-SECTOR COMMODITY TRPWR SH DB BASE METALS FD COM UNIT PWR

      19,811.82        22,231.30   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

POWERSHARES EXCHANGE-TRADED FD TR DWA TECH LEADERS PORTFOLIO DWA

      29,350.51        31,738.50   

POWERVERDE INC COM STK

      25,563.60        22,000.00   

POWERWAVE TECHNOLOGIES INC COM

      66,619.52        75,641.20   

PPG IND INC COM

      157,733.81        212,717.11   

PPG IND INC COM

      190,153.23        344,855.14   

PPG IND INC COM

      327,198.47        448,765.66   

PPL CORP COM ISIN US69351T1060

      21,615.67        21,460.12   

PPL CORP COM ISIN US69351T1060

      148,889.79        120,045.52   

PPL CORP COM ISIN US69351T1060

      229,512.71        213,192.00   

PPL CORP COM ISIN US69351T1060

      270,532.99        320,077.52   

PPL CORP CORP UNIT

      55,255.70        59,917.30   

PRAXAIR INC 5.2% DUE 03-15-2017

      32,310.30        33,010.44   

PRAXAIR INC COM

      12,126.41        14,106.17   

PRAXAIR INC COM

      263,290.08        735,978.23   

PRE PAID LEGAL SVCS INC COM

      5,521.03        7,350.50   

PRECISION CASTPARTS CORP COM

      137,042.02        171,841.10   

PRECISION CASTPARTS CORP COM

      411,862.73        499,485.48   

PRECISION DRILLING CORPORATION COM STK

      14,934.67        17,984.64   

PRECISION DRILLING CORPORATION COM STK

      416,179.95        558,095.55   

PREFERREDPLUS TR SER ATT-1 TR CTF

      85,296.40        60,000.00   

PREFERREDPLUS TR SER CCR-1 TR CTF

      24,562.80        25,170.00   

PREMIER EXHIBITIONS INC COM

      11,551.65        10,192.00   

PREMIER GOLD MINES LTD COM STK

      27,384.31        146,780.58   

PREMIER INFORMATION MGMT INC COM

      3,167.95        1.50   

PREMIERE GLOBAL SVCS INC COM

      52,119.64        55,080.00   

PREMIUM EXPL INC COM STK

      14,493.00        14,493.00   

PRESTIGE BRANDS HLDGS INC COM

      1,608.21        2,390.00   

PRGX GLOBAL INC

      10,162.93        11,938.38   

PRICE LEGACY CORP PFD SER A

      10,000.00        10,664.30   

PRICE NET U S A INC COM

      119,611.81        3.91   

PRICELINE COM INC COM NEW STK

      384,071.35        407,541.00   

PRICELINE COM INC COM NEW STK

      240,256.12        493,444.25   

PRICELINE.COM INC COMSTK CALL OPT EXP 01/22/11 PR $420 PER SH

      (952.28 )      (430.00 ) 

PRIDE INTL INC DEL COM

      19,628.56        20,559.00   

PRIMARY CORP COM NPV

      5,253.47        343.17   

PRIME STAR GROUP INC COM STK

      698.41        0.06   

PRIMEDIA INC COM NEW STK

      2,590.95        2,100.00   

PRIMEGEN ENERGY CORP COM STK

      13,676.12        1,100.00   

PRIMERICA INC COM

      2,100.80        2,425.00   

PRIMERICA INC COM

      133,501.98        167,325.00   

PRIMUS GUARANTY LTD PFD STK

      3,128.70        2,462.50   

PRINCETON NATL BANCORP INC COM

      12,833.70        3,640.00   

PRINCIPAL FINL GROUP INC COM STK

      24,067.95        32,560.00   

PRINCIPAL FINL GROUP INC COM STK

      233,531.89        262,303.36   

PRIVATEBANK & TC CHICAGO ILL DTD 11-30-2010 .25 C/D 03-01-2011

      8,000.00        8,000.00   

PROASSURANCE CORP COM

      98,906.20        121,200.00   

PROASSURANCE CORP COM

      261,838.60        272,700.00   

PROBE MINES LTD COM STK

      3,959.07        12,228.00   

PROCTER & GAMBLE 4.95% DUE 08-15-2014

      1,990.92        2,216.35   

PROCTER & GAMBLE COM NPV

      226,153.79        241,366.16   

PROCTER & GAMBLE COM NPV

      321,223.89        334,516.00   

PROCTER & GAMBLE COM NPV

      528,768.42        527,506.00   

PROCTER & GAMBLE COM NPV

      567,783.64        656,166.00   

PROCTER & GAMBLE COM NPV

      1,081,548.63        1,160,856.92   

PROCTER & GAMBLE COM NPV

      1,413,198.33        1,617,899.50   

PROCTER & GAMBLE COM NPV

      2,477,460.27        4,530,697.57   

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

      81,918.93        87,005.96   

PROGRESS ENERGY INC COM

      100,686.04        113,048.00   

PROGRESS ENERGY INC COM

      290,789.92        320,578.04   

PROGRESSIVE CORP OH COM

      6,269.85        5,961.00   

PROGRESSIVE CORP OH COM

      234,683.54        216,583.00   

PROGRESSIVE CORP OH COM

      222,633.75        331,769.39   

PROJ GROUP INC COM STK

      279.95        0.00   

PROLOGIS PFD SER F

      4,308.00        700.00   

PROLOGIS SER D PFD

      6,370.50        0.48   

PROLOGIS SH BEN INT SH BEN INT

      11,736.04        14,584.40   

PROLOGIS SH BEN INT SH BEN INT

      294,873.72        206,780.80   

PROLOR BIOTECH INC COM

      19,678.90        64,700.00   

PROM RES INC COM NEW STOCK

      8,538.00        11,047.50   

PRO-PHARMACEUTICALS INC COM STK

      5,605.85        7,650.00   

PROPHOTONIX LTD COM

      2,270.13        958.80   

PROS HLDGS INC COM

      49,441.70        74,035.00   

PROSHARES TR ULTRASHORT SEMICONDUCTORS

      11,270.06        11,170.00   

PROSHARES ULTRA RUSSELL2000 COMSTK CALL OPT EXP 01/22/11 PR $39 PER SH

      (3,332.36 )      (4,100.00 ) 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

PROSHARES ULTRA RUSSELL2000 COMSTK CALL OPT EXP 01/22/11 PR $40 PER SH

      (3,022.37 )      (3,700.00 ) 

PROSHARES ULTRA RUSSELL2000 COMSTK CALL OPT EXP 01/22/11 PR $41 PER SH

      (2,432.38 )      (2,900.00 ) 

PROSHARES ULTRA RUSSELL2000 COMSTK CALL OPT EXP 01/22/11 PR $42 PER SH

      (1,822.39 )      (2,250.00 ) 

PROSHARES ULTRA S&P500 COMSTK CALL OPT EXP 12/18/10 PR $45 PER SH

      (2,242.71 )      0.00   

PROSHARES ULTRA SILVER COMSTK CALL OPT EXP 01/22/11 PR $140 PER SH

      (5,576.88 )      (6,800.00 ) 

PROSHARES ULTRA SILVER COMSTK CALL OPT EXP 1/22/11 PR $125 PER SH

      (4,512.40 )      (8,720.00 ) 

PROSHARES ULTRASHORT 20+Y T COMSTK CALL OPT EXP 01/22/11 PR $41 PER SH

      (1,506.65 )      (2,450.00 ) 

PROSHARES ULTRASHORT 20+Y TR CALL OPT EXP 01/22/11 PR $37 PE SH

      (4,464.77 )      (2,460.00 ) 

PROSHARES ULTRASHORT 20+Y TR COM STK CALL OPT EXP 1/22/11 PR $35 PER SH

      (2,372.38 )      (111.00 ) 

PROSHARES ULTRASHORT 20+Y TR COMSTK CALLOPT EXP 01/22/11 PR $40 PER SH

      (348.72 )      (375.00 ) 

PROSHARES ULTRASHORT 20+Y TR COMSTK CALLOPT EXP 03/19/11 PR $38 PER SH

      (2,762.37 )      (1,870.00 ) 

PROSHARES ULTRASHORT COMSTK CALL OPT EXP2/19/11 PR $21 PER SH

      (457.93 )      0.00   

PROSHRE ULT DJ-UBS CRUDE OIL COMSTK CALL OPT EXP 04/16/11 PR $9 PER SH

      (11,489.51 )      (14,000.00 ) 

PROSHRE ULT DJ-UBS CRUDE OIL COMSTK CALLOPT EXP 02/19/11 PR $13 PER SH

      (806.68 )      (900.00 ) 

PROSPECT CAP CORP COM

      106,032.97        110,985.54   

PROTECTIVE LIFE CORP COM

      78,776.64        90,576.00   

PROVECTUS PHARMACEUTICAL INC COM

      3,518.36        2,538.00   

PROVIDENCE SVC CORP COM STK

      17,436.54        19,991.08   

PROXIM CORP CL A NEW

      1,302.56        0.12   

PROXIM WIRELESS CORP COM NEW COM NEW

      24,676.57        330.00   

PRUDENTIAL FINL INC COM

      231,311.59        249,527.72   

PRUDENTIAL FINL INC COM

      487,086.00        486,705.90   

PRUDENTIAL FINL INC COM

      415,861.88        493,164.00   

PRUDENTIAL FINL INC COM

      500,484.34        716,966.52   

PRUDENTIAL FINL INC JR SUB NTS PFD STK

      47,387.90        54,980.00   

PRUDENTIAL FINL INC MTN BOOK TRANCHE # TR 00023 6.1 DUE 06-15-2017

      1,780.65        2,205.78   

PS BUSINESS PKS DEPOSITARY SHS REPSTG 1/1000TH PFD SER R 6.875%

      2,431.95        2,436.83   

PS BUSINESS PKS INC CALIF COM

      81,459.00        100,296.00   

PSINET INC PFD CONV SER D 7

      20,933.36        1,618.08   

PSIVIDA CORP COM STK

      13,596.11        12,775.00   

PUB SERVICE CO COL 4.90% CUM PFD STK $100 PAR

      5,025.00        50.52   

PUB SERVICE ENTERPRISE GROUP INC COM

      72,850.31        60,674.52   

PUB SERVICE ENTERPRISE GROUP INC COM

      258,909.60        233,644.45   

PUB SERVICE ENTERPRISE GROUP INC COM

      279,878.07        404,909.49   

PUB STORAGE COM

      36,042.76        46,925.51   

PUB STORAGE COM

      266,317.31        356,389.88   

PUB STORAGE DEP SH REPSTG 1/1000TH PFD SER A

      9,562.95        9,907.96   

PUB STORAGE DEP SHS REPSTG 1/1000TH PFD SER K

      14,119.73        15,726.50   

PUBLICIS GROUPE SA EUR0.40

      591,714.48        723,196.00   

PUDA COAL INC COM PAR $.001 COM PAR $.001

      39,425.26        47,595.00   

PUDA COAL INC COMSTK CALL OPT EXP 2/19/2011 PR $12.50 PER SH

      (785.93 )      (1,880.00 ) 

PULSE ELECTRONICS CORP

      6,094.46        2,660.00   

PULTE GROUP INC

      47,254.87        44,674.76   

PULTE GROUP INC

      115,380.45        63,724.48   

PULTE GROUP INC

      139,440.03        95,804.80   

PULTE GROUP INC

      428,931.93        277,593.28   

PURADYN FILTER TECHNOLOGIES INC COM

      16,726.60        5,760.00   

PURAMED BIOSCIENCE INC COM STK

      836.95        900.00   

PURCHASEPRO COM INC COM NEW STK

      5,067.64        0.00   

PURE BIOFUELS CORP COM STK

      149.76        2.60   

PURE BIOSCIENCE COM

      3,052.25        2,220.00   

PURPLE BEVERAGE CO INC COM STK

      2,396.80        0.50   

PUTNAM HI INC FD NAME CHANGE TO PUTNAM HI INC SECS FD SEC # 2752685 EFF 9/30/05

      19,119.90        29,330.00   

PUTNAM HI YIELD MUN TR REMARKETED PFD SER A

      5,115.42        5,695.02   

PVPTL OKLA GAS & ELEC CO SER 4.20% CUM PFD STK

      1,315.27        148.57   

PVT EXPT FDG CORP SECD NT SER U 4.95 DUE 11-15-2015 REG

      208,950.60        212,400.24   

PVTPL 1 WORLD NETWORKS INTEGRATED TECHNOLOGIES SER B PFD STK SEE 1683351

      10,000.00        10,152.50   

PVTPL 1ST SEC BK N A S.L CY UT CR LEASE BKD P-THRU CTF A-2 144A 9.35 01-10-23

      30,637.50        30,916.20   

PVTPL AIR 2 US ENHANCED EQUIP SER A 8.027 DUE 10-01-2020 BEO SF 10-01-2000

      59,483.61        72,024.75   

PVTPL AIR NET COMMUNICATIONS CORP SER C PFD STK

      7,436.05        411.00   

PVTPL ALLY FINL INC GTD SR NT 144A 7.5% DUE 09-15-2020 BEO

      9,911.60        10,487.50   

PVTPL ALPHATRON S A PRFD STK

      6,000.00        6,064.98   

PVTPL ASIF GLOBAL FING XIX SR NT 144A 4.9% DUE 01-17-2013 BEO

      9,987.60        10,300.00   

PVTPL AVIS BUDGET RENT CAR FDG AESOP ABKD NT CL A 144A 4.64 DUE 5-20-2015

      109,986.20        115,869.05   

PVTPL BANK MONTREAL QUE BANK OF MONTREAL2.85 DUE 06-09-2015

      370,000.00        375,843.41   

PVTPL BANK OF TOKYO MITSUBISHI UFJ LTD SR NT 144A 3.85% DUE 01-22-2015 BEO

      149,938.50        156,388.50   

PVTPL CALPINE CONSTR FIN CO L P / NT 144A 8 06-01-16/05-19-09 BEO

      47,694.60        53,125.00   

PVTPL CALPINE CORP SR SECD NT 144A 7.5% DUE 02-15-2021/10-22-2010 BEO

      564,500.00        551,600.00   

PVTPL CITIGROUP MTG LN TR 2005-HE2 AST BKD CTF CL A 144A VAR VAR RT 5-25-2035

      61,429.89        58,177.48   

PVTPL CITIUS I FDG LTD PREF SHS 144A

      8,286.08        81.11   

PVTPL CMO EXTENDED STAY AMERICA TRUST 2010-ESHA CL A 2.9505 DUE 11-05-2015

      199,678.95        196,383.44   

PVTPL CMO GMAC COML MTG SECS INC MTG PT CTF 1998-C2 CL F 144A 6.5 05-15-35

      93,750.00        156,105.00   

PVTPL CMO GS MTG SECS CORP GSMPS 2005-RP2 144A 1AF VAR RT DUE 3-25-35 BEO

      56,952.79        57,550.18   

PVTPL CMO NAAC REPERFORMING LN REMIC 04-R2 CTF CL 144A A-1 .0001 10-25-34 BEO

      64,258.21        78,097.11   

PVTPL CMO RBSSP RESECURITIZATION TR 2010-3 VAR RT DUE 12-26-2035 BEO

      79,485.36        81,639.33   

 

- 128 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

PVTPL CMO WAMU MTG PASS-THRU CTFS 2004- AR13 PASS CTF A-1 144A 0 11-22-44 BEO

      79,715.73        82,425.92   

PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00080 3.75% DUE 10-15-2014 BEO

      79,754.40        82,992.24   

PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00081 5% DUE 10-15-2019 BEO

      29,834.40        31,401.57   

PVTPL CONSOL ENERGY INC SR NT 144A 8.25%DUE 04-01-2020/04-01-2010 BEO

      60,000.00        64,800.00   

PVTPL CORPORACION NACIONAL DEL COBRE DE CHILE NT 144A 4.75% DUE 10-15-2014 BEO

      49,241.00        53,412.75   

PVTPL CREST 2000-1A LTD PFD SH 144A

      41,565.66        50,004.50   

PVTPL ELIGIX INC SER A PFD STK

      48,703.38        77,470.00   

PVTPL FARM BUR FIN CO INC IDA PFD 7 CUM

      1,000.00        1,007.46   

PVTPL FREELIANT INC CL BCONVERTIBLE PFD STK SEE SEC# 1335464

      6,214.80        252.00   

PVTPL GDR MAIL RU GROUP LTD SPONSORED GDR 144A

      78,073.81        84,147.64   

PVTPL GLITNIR BANKI HF SUB NT FIXED/FLT RT 144A DUE 06-15-2016 BEO IN DEFAULT

      100,000.00        1.00   

PVTPL GROUP DL ESCR INC / REYNOLDS SR SECD NT 144A 7.75 DUE 10-15-2016

      98,695.00        105,750.00   

PVTPL HBOS CAP FDG NO 2 L P BONDS 144A DUE 06-30-2049/06-30-2014 BEO

      28,240.50        24,450.00   

PVTPL HERTZ VEH FING LLC 2009-2 ASSET BKD NT A-2 144A 5.29% DUE 03-25-2016 BEO

      99,993.90        108,615.50   

PVTPL HSBC FIN CORP SR SUB NT 6.676 DUE 01-15-2021

      259,982.80        262,673.06   

PVTPL INDYMAC ABS INC 2006-H1 CL A VAR RT DUE 04-25-2036 REG

      288,324.21        77,448.00   

PVTPL INTL CABLETEL INC PFD N/C NTL INC SEE 1097149

      90,000.00        89,820.00   

PVTPL INTL LEASE FIN CORP SR SECD NT 144A 6.5 DUE 09-01-2014/08-20-2010 BEO

      59,998.20        63,600.00   

PVTPL INTL LEASE FIN CORP SR SECD NT 144A 6.75 DUE 09-01-2016/08-20-2010 BEO

      289,988.40        309,575.00   

PVTPL JAMDAT SER C PFD

      3,538.83        44.00   

PVTPL LLOYDS TSB BK PLC SUB MEDIUM TERM NTS BO TRANCHE # TR 1 6.5 9-14-20

      101,525.00        92,003.20   

PVTPL PEGASUS AVIATION LEASE SECUR SER 2000-1 NT CL A-2 144A 8.37 3-25-2030 BEO

      143,425.00        91,198.94   

PVTPL PROTEIN POLYMER TECHNOLOGIES INC SER E CONV PFD STK

      8.55        8.75   

PVTPL PROTEIN POLYMER TECHNOLOGIES INCOC-PFD SER G SEE SEC# 1747790

      553,633.87        410,798.40   

PVTPL ROCHE HLDGS INC GTD NT 144A 6% DUE03-01-2019/02-25-2009 BEO

      157,805.20        174,425.85   

PVTPL RS GROUP COS INC SER B PFD

      20,780.28        18,360.70   

PVTPL SANTANDER US DEBT S A UNIPERSONAL 3.724% DUE 01-20-2015 BEO

      100,000.00        94,746.00   

PVTPL SANTANDER US DEBT S A UNIPERSONAL GTD SR NT 144A 3.781% DUE 10-07-2015 BEO

      101,659.00        93,958.30   

PVTPL SCHOLASTIC REGISTRY INC SER C PFD STK

      145,430.93        143,115.84   

PVTPL SCIENTIFIC RES CORP PFD CONV $1.65

      20,000.00        20,459.93   

PVTPL SEARS HLDGS CORP SR SECD NT 144A 6.625% DUE 10-15-2018/10-12-2010 BEO

      40,000.00        37,300.00   

PVTPL SLM STUD LN TR 2003-11 STUD LN BKDSECS 144A A-6 VAR RT DUE 12-15-25

      185,625.00        199,372.00   

PVTPL SOUTHERN NAT GAS CO SOUTHERN NAT GAS 5.9% DUE 04-01-2017/03-26-2007 BEO

      30,015.70        32,170.89   

PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE 09-15-2013 BEO

      146,393.74        159,617.00   

PVTPL TL ACQUISITIONS INC SR TOGGLE NT 144A 10.5% DUE 01-15-2015/07-15-2010 BEO

      9,872.40        10,325.00   

PVTPL UNITED BUSINESS MEDIA LT 5.75 DUE 11-03-2020

      68,806.50        67,204.20   

PVTPL VEDANTA RES PLC SR GLOBAL NT 144A 8.75% DUE 01-15-2014 BEO

      100,000.00        106,750.00   

PWR 3 MED PRODS INC COM STK

      9,362.50        1,799.38   

PYRAMID OIL CO COM

      4,793.30        5,120.00   

Q E P INC COM

      1,189.67        2,790.00   

QAD INC CL A STOCK

      1,960.00        1,820.00   

QAD INC COM USD0.001 CLASS ‘B’

      580.00        497.00   

QANTAS AIRWAYS LTD ORD EUROCLEAR COM STKISIN AU000000QAN2

      2,568.75        2,603.60   

QC HLDGS INC COM

      9,400.90        9,350.00   

QCOM 01/22/2011 39.000 C QCOM 110122C00039000

      (1,464.27 )      0.00   

QEP RES INC 6.875% DUE 03-01-2021

      69,351.80        73,500.00   

QEP RES INC COM STK

      3,073.84        3,667.31   

QEP RES INC COM STK

      129,196.37        160,562.82   

QIAGEN N V COM

      2,319.68        1,955.00   

QIAO XING MOBILE COMMUNIC CO LTD COM STKUSD0.00025

      300.22        527.80   

QIAO XING UNIVERSAL RESOURCE INC

      368.76        566.00   

QLIK TECHNOLOGIES INC COM STK

      2,010.39        2,069.60   

QLOGIC CORP COM

      100,044.95        45,188.10   

QUALCOMM INC COM

      326,412.71        410,654.16   

QUALCOMM INC COM

      897,016.06        1,103,627.00   

QUALCOMM INC COM

      1,087,997.57        1,311,485.00   

QUALCOMM INC COM

      1,340,082.23        1,586,995.83   

QUALCOMM INC COM

      1,641,079.45        1,751,946.00   

QUALCOMM INC COM

      1,259,652.66        2,014,490.45   

QUALCOMM INC COM STK CALL OPT EXP 1/22/11 PR $45 PER SH

      (299.52 )      (5,250.00 ) 

QUALITY SYS INC COM STK

      16,017.89        17,758.37   

QUANTA SVCS INC COM

      74,967.63        69,520.80   

QUANTA SVCS INC COM

      124,680.82        108,006.24   

QUANTRX BIOMEDICAL CORP COM STK

      456.95        216.00   

QUANTUM CORP COM STK

      24,613.61        0.00   

QUEENSTON MNG INC COM

      2,409.92        3,009.10   

QUEPASA CORP COM NEW STK

      3,117.27        6,435.00   

QUEST DIAGNOSTICS INC COM

      21,011.61        21,833.24   

QUEST DIAGNOSTICS INC COM

      140,547.91        151,116.00   

QUEST DIAGNOSTICS INC COM

      132,704.55        192,025.26   

QUEST OIL CORP COM

      2,316.75        1,392.00   

QUEST RARE MINERALS LTD COMMON STOCK

      466,428.52        653,933.88   

QUESTAR CORP COM

      2,139.23        1,794.47   

QUESTAR CORP COM

      127,666.06        132,316.00   

QUESTCOR PHARMACEUTICALS INC COM

      18,254.66        30,874.08   

 

- 129 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

QUICKSILVER RES INC COM

      48,617.96        49,747.50   

QUIDEL CORP COM

      8,996.74        8,785.60   

QUIKSILVER INC COM

      34,886.70        41,574.00   

QUIKSILVER INC COMSTK CALL OPT EXP 02/19/11 PR $5 PER SH

      (385.46 )      (420.00 ) 

QUIKSILVER INC COMSTK CALL OPT EXP 05/21/11 PR $5 PER SH

      (485.46 )      (750.00 ) 

QWEST 7.5% DUE 02-15-2014

      26,937.50        27,337.50   

QWEST COMMUNICATIONS INTL INC COM

      66,600.35        105,360.24   

QWEST COMMUNICATIONS INTL INC COM

      828,228.10        333,706.11   

RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO

      75,000.00        96,937.50   

RACKSPACE HOSTING INC COM STK

      96,510.82        123,598.35   

RACKSPACE HOSTING INC COM STK

      154,047.32        211,389.30   

RADIAN GROUP INC COM

      4,284.03        4,842.00   

RADIANT SYS INC COM

      10,825.63        11,742.00   

RADIANT SYS INC COM

      144,344.22        148,927.70   

RADIENT PHARMACEUTICALS CORP COM

      118.05        101.00   

RADIOSHACK CORP DEL COM

      34,842.05        33,949.97   

RADIOSHACK CORP DEL COM

      46,106.42        52,992.34   

RADISYS CORP COM

      22,342.42        15,130.00   

RADWARE LTD COM STK

      11,808.85        11,253.00   

RAILAMERICA INC 9.25% DUE 07-01-2017

      55,635.34        63,727.50   

RAILAMERICA INC COM

      66,987.68        67,340.00   

RAIT FINL TR COM

      1,014.17        760.77   

RAIT FINL TR PFD SER B

      54,750.53        78,472.59   

RALCORP HLDGS INC NEW COM

      177.47        195.03   

RALLYE EUR3

      766,239.74        928,972.98   

RAM ENERGY RES INC COM STK

      1,506.95        1,840.00   

RAM PWR CORP COM STK

      35,503.30        33,839.19   

RAMBUS INC DEL COM

      279,201.50        373,657.60   

RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT

      6,020.95        6,225.00   

RANCHER ENERGY CORP COM

      190,840.75        1,435.89   

RANDSTAD HLDGS NV EUR0.10

      535,147.34        571,110.54   

RANGE RES CORP 6.75% DUE 08-01-2020

      70,000.00        72,187.50   

RANGE RES CORP COM

      67,535.36        67,563.42   

RANGE RES CORP COM

      195,171.83        181,044.50   

RAPTOR NETWORKS TECHNOLOGY INC COM

      8,575.75        1,336.00   

RARE ELEMENT RES LTD COM

      704,885.71        1,545,357.44   

RARE ELEMENT RESOURCES LTD COM STK PUT OPT EXP 2/19/11 PR $14 PER SH

      960.74        900.00   

RARE ELEMENT RESOURCES LTD COMSTK CALL OPT EXP 01/22/11 PR $11 PER SH

      (1,470.29 )      (15,420.00 ) 

RARE ELEMENT RESOURCES LTD COMSTK CALL OPT EXP 01/22/11 PR $17.50 PER SH

      (189.28 )      (4,725.00 ) 

RASER TECHNOLOGIES INC COM

      14,241.25        412.50   

RAYMOND JAMES FNCL INC COM STK

      15,621.67        21,516.60   

RAYMOND JAMES FNCL INC COM STK

      401,226.26        555,900.00   

RAYONIER INC REIT

      184,921.54        231,471.71   

RAYTHEON CO 3.125% DUE 10-15-2020

      49,732.50        46,104.45   

RAYTHEON CO USD0.01

      279,342.69        266,943.01   

RAYTHEON CO USD0.01

      371,273.24        425,076.82   

RAYTHEON COMPANY COMSTK CALL OPT EXP 01/22/2011 PR $45 PER SH

      (825.46 )      (1,400.00 ) 

RBC BEARINGS INC COM

      1,341.10        1,289.64   

RC2 CORP COM

      204,831.66        202,461.00   

RC2 CORP COM

      204,972.49        232,939.00   

RCM TECHNOLOGIES INC COM NEW

      968.95        1,389.00   

RDS/B 01/22/2011 6.000 C RDS/B 110122C00060000

      (947.03 )      0.00   

REACHLOCAL INC COM STK

      1,409.47        1,991.00   

READERS DIGEST ASSN INC 3RD SUB PFD

      10,796.53        11,927.64   

REALITY RACING INC COM NEW STK

      35,371.13        0.00   

REALNETWORKS INC COM

      10,903.38        10,626.00   

REALNETWORKS INC COM

      42,757.20        50,400.00   

REALTY INCOME CORP PFD SER D 7.375%

      2,540.33        2,571.00   

REAVES UTIL INCOME FD COM SH BEN INT COMSH BEN INT

      40,052.38        40,506.67   

RECEIVABLE FROM LEHMAN LBI

      12,993.75        0.00   

RECKITT BENCK GRP ORD GBP0.10

      667,467.91        721,971.86   

RECKITT BENCK GRP ORD GBP0.10

      1,132,757.34        1,299,791.16   

RED BRH TECHNOLOGIES INC COM STK

      1,308.95        110.00   

RED ELECTRICA CORP EUR2

      148,644.67        174,883.11   

RED HAT INC COM

      14,641.42        18,716.50   

RED HAT INC COM

      113,517.19        219,028.70   

RED HAT INC COM

      447,557.13        726,748.00   

RED HAT INC COM

      631,973.70        808,005.00   

REDDY ICE HLDGS INC COM

      552.03        275.00   

REDENVELOPE INC COM STK

      2,476.90        0.07   

REDWOOD TR INC COM

      22,541.23        14,573.40   

REED ELSEVIER CAP 8.625% DUE 01-15-2019

      169,923.88        190,708.95   

REFLECT SCIENTIFIC INC COM

      5,065.90        195.00   

REGAL ENTERTAINMENT GROUP-A COMSTK CALL OPT EXP 01/22/11 PR $15 PER SH

      (81.53 )      0.00   

REGAL ENTMT GROUP CL A CL A

      25,002.90        19,989.10   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

REGENCY CTRS CORP COM

      3,788.26         4,224.00   

REGENCY ENERGY PARTNERS L P

      9,527.93         10,904.00   

REGI U S INC COM

      10,776.28         1,700.00   

REGIONS FINL CORP 6.375% DUE 05-15-2012

      9,210.00         10,075.00   

REGIONS FINL CORP 7.75% DUE 11-10-2014

      9,972.50         10,350.00   

REGIONS FINL CORP NEW COM

      72,422.47         79,366.15   

REGIONS FINL CORP NEW COM

      543,836.85         221,333.00   

REHABCARE GROUP INC COM

      7,317.45         5,569.50   

REINSURANCE GROUP AMER INC COM NEW STK

      531.21         590.81   

REINSURANCE GROUP AMER INC COM NEW STK

      80,523.23         96,678.00   

RELIANCE INS GROUP CO $2.68 CUM SER A PFD STK $1 PAR

      9,235.00         0.00   

RELIANCE STL & ALUM CO COM

      16,598.57         17,885.00   

RELIANCE STL & ALUM CO COM

      142,535.58         158,410.00   

RELIANCE STL & ALUM CO COM

      311,531.76         367,920.00   

RELIV INTL INC COM

      3,505.76         736.55   

REMEC INC COM NEW

      397.57         7.39   

RENAISSANCE GOLD INC COMSTK

      1,420.25         15,658.61   

RENAISSANCE RE HLDGS LTD COM

      2,745.30         3,184.50   

RENASANT CORP COM

      48,987.27         61,147.27   

RENAULT SA EUR3.81

      311,048.27         433,343.93   

RENT A CTR INC NEW COM

      139,909.29         248,556.00   

RENT A CTR INC NEW COM

      649,551.44         1,065,240.00   

RENTECH INC COM STK

      128,012.18         139,458.20   

REORG 1ST CASH INC COM N/C FIRST CASH FINL SVCS INC EFF 1-14-99 2321143

      22,992.08         40,287.00   

REORG ADC TELECOMMUNICATIONS INC COM NEW CASH MERGER EFF 12-10-2010

      778.02         1,274.00   

REORG ADVANTA BK CORP 5 10/01/2013 RECEIVERSHIP WITH FDIC EFF 03/19/2010

      10,000.00         10,300.00   

REORG ANTIGENICS INC NAME CHANGE TO AGENUS INC COM EFF 2065421 01-06-2011

      21,302.06         16,766.00   

REORG ART TECHNOLOGY GROUP INC OC-COM CASH MERGER EFF 01-05-2011

      290.44         418.60   

REORG COMMSCOPE INC COM CASH MERGER EFF01-14-2011

      29,430.47         31,220.00   

REORG DELTATHREE.COM N/C TO DELTATHREE INC SAME CU @1 EFF 12/26/00

      2,586,069.60         2,883,733.54   

REORG ENERPLUS CONVERSN FRM FD TO CORP ENERPLUS CORP COM 2065308 EFF 01-03-2011

      143,992.26         177,021.60   

REORG EVERGREEN REV SPLIT EVERGREEN SOLAR INC COM NEW 2065338 EFF 01-03-2011

      138,180.57         44,920.15   

REORG GENTA INC COMMON STOCK REV SPLIT GENTA INC COM PAR 2066103 EFF 01-31-2011

      24.50         0.06   

REORG INTEGRA LIFESCIENCES CORP N/C INTEGRA LIFESCIENCES HLDG CORP 2421318

      4,505.71         4,730.00   

REORG IRISH INVT N/C TO NEW IRELAND FUNC 2612359 EFF 6/21/01

      22,716.65         7,902.72   

REORG LASERCARD CORP COM CASH MERGER EFF 01-28-2011

      6,432.34         6,406.25   

REORG MFO COLUMBIA FDS TR VIII INC FD CL Z CUSIP MERGER AS OF 3-27-06

      19,352.16         19,569.93   

REORG MFO SCUDDER GD & PRECIOUS METALS FD CL S N/C TO DWS 2021242 EFF 02-06-06

      14,808.37         21,167.15   

REORG MOBICLEAR INC N/C WTH CUSIP INTELLIGENT COMMUN EN 2056778 12/22/09

      27,028.24         0.00   

REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01-04-2011

      197,662.84         240,183.23   

REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01-04-2011

      358,539.78         469,826.00   

REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01-04-2011

      698,132.78         536,046.07   

REORG PEDIMENT GOLD STK MERGER ARGONAUTGOLD INC COM 5A2AY1U EFF 27/01/2011

      1,981.38         3,159.00   

REORG PENGROWTH MAND EXCHNGE PENGROWTH ENERGY CORP COM 2065324 EFF 12-31-2010

      406,464.37         476,205.80   

REORG PLAYBOY ENT INC CL B EXCH PLAYBOYENT INC (HLDG) 1 NEW CL B 2737191

      9,674.14         13,050.00   

REORG PORCHE AG NON VTG PRF D6240C114 EFFECTIVE DATE 09/01/08

      10,274.95         0.00   

REORG PREMIERWEST REV SPLIT PREMIERWESTBANCORP 2066246 EFF 02-10-2010

      8,198.50         3,400.00   

REORG PROCERA REVERSE SPLIT PROCERA NETWORKS INC COM 206618 EFF 02-07-2011

      10,271.23         9,300.00   

REORG REP SVCS INC CL A COM EXCH REP SVCS COM CORP ACT 6-17-99 2758223

      125,111.43         126,508.46   

REORG SOLARFUN PWR NAME CHANGE HANWHA SOLARONE CO LTD 2066344 EFF 15 FEB 2011

      34,105.57         25,898.90   

REORG ST MARY LND & EXP NAME CHANGE SM ENERGY CO 2060483 EFF 06/02/2010

      424.95         1.00   

REORG UNIFIED SER TR MERGER UNIFIED SERTR SOUND MIND 2018928 EFF 02-15-2011

      12,039.00         14,274.04   

REORG/012 SMILE COMMNCTNS N/C & CUSIP CHG B COMMUNICATIONS 2059404 EFF 3/16/10

      9,770.80         11,805.00   

REORG/1ST FED BANCORPORATION $2.15 EXCH1ST UN SER B CONV PFD 1-1-96 SEE 13215

      9,627.60         9,061.65   

REORG/A D A M STOCK MERGER EBIX INC FORMERLY 2298617 2-8-2011

      9,413.33         9,872.50   

REORG/ACT CLEAN TECH REVERSE SPLIT ACT CLEAN TECH INC 2060118 EFF 5/14/10

      96.49         2.50   

REORG/ADR ACERGY NAME CHNG WITH CU CHNGSUBSEA 7 2065402 1-10-2011

      977.74         1,827.00   

REORG/AFFILIATED COMPUTER CASH & STK MERGER XEROX CORP 2946695 EFF 2/8/10

      17,031.45         23,845.20   

REORG/ARC ENERGY STOCK MERGER ARC RES LTD CDA COM 2065347 1-4-2011

      44,256.66         58,816.52   

REORG/BRITISH AWYS STK MRGR INTERNL CONSOLTD AIRLIN 2065799 EFF 01-21-2011

      8,726.95         8,532.84   

REORG/BURL MTR CARRIERS EXCH BURL MTR CARRIERS 7.0% PFD RT 1.00 SEE 1-095106

      17,063.56         20,683.59   

REORG/CANADIAN PLAN OF ARRNGEMNT CANADIAN OIL SANDS 2065416 EFF 12-31-10

      61,804.45         57,019.22   

REORG/CARDINAL COMMUNICATIONS INC WORTHLESS SECURITY OFF RECORD 05/29/09

      37,277.24         0.00   

REORG/CMKM DIAMOND GEN MERGER EFFEC 04-14-06

      22,283.46         0.00   

REORG/CML PLAN OF ARAGEMENT CML HLTHCR INC CONTRA 2065790 EFF 01/03/11

      26,229.79         27,607.20   

REORG/COLUMBIA CONSERVATIVE HI YIELD FDTO 4716763 EFF 3/27/06

      48,035.31         51,089.16   

REORG/COLUMBIA REAL ESTATE EQTY TO COLUMBIA REAL ESTATE 2021984 EFF 3/27/06

      36,162.68         23,556.02   

REORG/CROWN AMERN REALTY TR SER A PFD STOCK MERGER TO PENN REAL ESTATE INV

      2,668.95         2,576.00   

REORG/DOMINION RES INC CONV PFD PUR CONT SETTLEMENT TO DOMINION RES 2280211

      0.00         0.00   

REORG/DOUBLE-TAKE SOFTWARE COM CASH MERGER EFF 7/23/10

      10,531.67         10,590.60   

REORG/DRESS PLAN OF REORG/NAME CHNG ASCENA RETA 2065337 1-3-2011

      10,494.61         12,417.40   

REORG/GENWORTH FINL TO GENWORTH FINL 2003600 EFF DATE 5-16-07

      1,000.00         1,000.00   

REORG/GUARDIAN NAME CHANGE APPLIED VISUAL SCIENCES INC 2062048 EFF 7/16/10

      59,774.95         62,821.50   

REORG/HEPALIFE NAME CHANGE ALLIQUA INC COM 2065389 1-5-2011

      627.33         410.00   

REORG/HSEHD FIN CORP NAME CHANGE TO HSBC FIN CORP SEC #1001226 EFF 12/17/04

      10,000.00         10,785.90   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

REORG/INVENTIV CASH MERGER EFF 8/3/10

      5,502.47        700.00   

REORG/JENNSN N/C & CUSP CHG MFO PRUDNTLHLTH SCI CL A 2058361 EFF 2/12/10

      30,460.80        35,400.57   

REORG/JENSN N/C & CUSP CHG MFO PRUDENTLJEN SML CO CL A 2058379 EFF 2/12/10

      24,263.74        26,714.15   

REORG/JUST ENERGY STK MERGER JUST ENERGY GROUP INC 2065404 EFF 01-01-2011

      21,937.52        25,611.69   

REORG/KOLL REAL ESTATE GROUP INC EXCH KOLL REAL ESTATE GRP INC @.0175 2-4566

      10,000.00        10,006.10   

REORG/MERIDIAN RESOURCE CORP COM CASH MERGER EFF 5/13/10

      7,354.37        5,636.00   

REORG/METRICOM INC DESP SEC EFF 10/8/02

      2,914.86        0.00   

REORG/METROPOLITAN FNCL CORP COM EXCH FOR 1ST BNK SYS INC SEE SEC #2321090

      (27,160.00 )      0.00   

REORG/MFC MACQUARIE STOCK MERGER MACQUARIE PWR 2065474 1-10-2011

      16,389.27        21,707.04   

REORG/MFO ALLEGIANT NAME CHANGE MFO PNC2058062 EFF 2/5/10

      10,083.43        8,428.26   

REORG/MFO VAN KMPN N/C&CSP CHG MFO INVESCO VK CAP GROWTH-A 2060569 5/28/10

      32,205.66        40,337.96   

REORG/MORGAN STANLEY DEAN WITTER EXCH PFD FOR COM TO YAHOO INC DEL SEC#29473

      46,555.00        46,995.30   

REORG/NICHOLAS NAME CHANGE MFC AGIC INTL & PREM STRATEGY FD 2062800 8/25/10

      12,619.34        18,481.54   

REORG/NICHOLAS-APPLEGATE N/C CUS CHGE AGIC EQUITY CONV INC 2062791 08-25-10

      15,345.38        23,430.32   

REORG/NTL EUROPE 10 PFD NAME CHANGE TO PTV INC 10 PFD SEC #1000823 EFF 1/27/04

      38,530.54        44,582.97   

REORG/NU HORIZONS ELECTRS CORP COM CASHMERGER EFF DT 12/08/2010

      2,360.17        1,570.50   

REORG/O REILLY NAME CHNG WITH CU CHNG OREILLY AUTOMOTIVE 2065270 12-30-2010

      37,279.12        38,021.28   

REORG/ON2 TECH INC CASH & STOCK MERGER TO GOOGLE INC 2009283 EFF 2/19/10

      5,000.00        5,000.00   

REORG/PANAMSAT CORP EXCH FOR PANAMSAT INTL SYS NT 4-15-05 EFF 9-30-97 4-6978

      1,000.00        1,002.20   

REORG/PARKLAND STOCK MERGER PARKLAND FUEL CORP COM 2065509 1-7-2011

      4,094.95        4,625.36   

REORG/PENN WEST STOCK MERGER PENN WEST PETROLEUM LTD 2065331 EFF DT 01/01/2011

      319,077.68        446,682.08   

REORG/PEYTO STOCK MERGER PEYTO EXPL & DEV CORP NEW COM 2065469 1-7-2011

      78,206.80        100,633.15   

REORG/PINNACLE GAS RES INC COM STK CASHMERGE 1-26-2011

      1,409.47        148.75   

REORG/PNM RES EQ UNIT CONV PFD MAND CONV TO PNM RES INC EQ 2693878 5/16/08

      140,000.00        140,000.00   

REORG/QUANTUM REV STK SPLIT QUANTUM FUEL SYS TECHNOLOGI 2066190 2-9-2011

      1,695.56        1,138.50   

REORG/QUEST STOCK MERGER POSTROCK ENERGY CORP COM 2058825 EFF 3/5/10

      2,000.00        1,921.91   

REORG/REIN UNIT SEP REINSURANCE GROUP AMER INC WT EXP 1003791 2-16-11

      5,000.00        5,207.15   

REORG/SMARTIRE SYS INC COM NAME CHANGE TTC TECHNOLOGY CORP 2059520 EFF 4/14/10

      1,469.95        130.00   

REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02

      4,478.55        0.00   

REORG/SUNESIS PHARMA REV SPLIT SUNESIS PHARMACEUTICALS 2066345 EFF 02-15-2011

      12,566.74        11,520.08   

REORG/SYMYX TECHNOLOGIES STOCK MERGER ACCELRYS INC COM 2008173 EFF 7/1/10

      45,067.02        90,186.86   

REORG/SYNBIOTICS CORP CASH MERGER EFF 12-30-2010

      4,000.00        4,006.16   

REORG/SYNIVERSE HLDGS INC COM STK CASH MERGER 1-13-2011

      2,543.41        1.55   

REORG/T-3 CASH AND STK MERGER ROBBINS &MYERS INC COM 2765105 1-10-2011

      4,507.78        7,966.00   

REORG/TRONOX PLAN OF REORG TRONOX WT 2066456 & TRONOX 2066457 EFF 02-14-2011

      468.95        121.00   

REORG/UIT NAL MAND EXCH NAL ENERGY CORPCOM 2065419 EFF 01-01-2011

      3,249.09        2,606.56   

REORG/UIT WESTSHORE STK MERGER WESTSHORE TERMINALS 2065533 1-1-2011

      41,220.18        60,129.68   

REORG/WASTE SVCS INC STOCK MERGER IESI BFC LTD COM 2052632 EFF 7/6/10

      2,543.42        2.50   

REP AWYS HLDGS INC COM USD0.001

      32,219.06        28,182.00   

REPSOL YPF SA EUR1

      503,669.95        501,726.87   

REPUBLIC BK & TR LOUISVILLE KY 11-05-2010 .2 DUE 03-04-2011

      50,000.00        50,000.00   

REPUBLIC BK BOUNTIFUL UTAH CTF DEP DTD 03-18-2009 3.65 03-18-2015

      7,000.00        7,000.00   

REPUBLIC BK BOUNTIFUL UTAH DTD 09-29-2010 .2 CTF OF DEP DUE 09-29-2011

      10,000.00        9,980.00   

REPUBLIC SVCS INC COM

      0.00        0.00   

REPUBLIC SVCS INC COM

      204,203.89        231,086.54   

RERG/MFO METZLER / PAYDEN REORGNZTN MFOPAYDEN & RYGEL INVT GRP 2065814 1-24-11

      258,263.02        268,398.55   

RERG/POWER-ONE PLAN OF REORGANISATION POWER ONE INC NEW 2060800 EFF 6/15/10

      2,947.90        1,750.00   

RERG/PRVDNT PLAN OF ARRANGEMENT PROVIDENT ENERGY 2065339 1-1-11

      240,861.06        241,505.10   

REROG ARMCO INC PFD PVTPL EXCH @ CASH $40 / SH MERGER/DEFAULT EFF 10-29-99

      10,134.20        9,934.73   

RESEARCH IN MOTION LTD COM

      542,659.25        525,960.24   

RESMED INC COM

      9,727.75        10,392.00   

RESOLUTION LTD ORD NPV

      90,449.98        85,204.06   

RESOURCE CAP CORP COM

      175,494.01        195,570.00   

RESOURCE CAP CORP COM

      366,464.52        448,733.52   

RESTAURANT BRANDS NEW ZEALAND SHS

      23,521.75        25,367.52   

RESTAURANT HLDG CORP SER A PFD

      10,000.00        10,002.50   

RESVERLOGIX CORP

      5,665.36        2,137.59   

RETAIL OPPORTUNITY INVTS CORP COM STK

      2,419.45        2,477.50   

RETAIL VENTURES INC COM STK

      10,309.82        12,551.00   

REVLON INC CL A NEW COM STK

      2,316.39        5,097.12   

REVLON INC CL A NEW COM STK

      7,938.40        7,872.00   

REVLON INC PFD SER A

      10,000.00        9,980.00   

REVOLUTION RESOURCES CORP COM STK

      3,152.53        3,864.80   

REX AMERICAN RESOURCES CORP

      1,198.95        1,536.00   

REX ENERGY CORP COM STK

      79,721.06        96,232.50   

REXAHN PHARMACEUTICALS INC COM

      98,300.79        54,388.32   

REYNOLDS AMERICAN INC COM

      122,192.23        123,956.00   

REYNOLDS AMERICAN INC COM

      229,972.78        262,954.58   

REYNOLDS AMERICAN INC COM

      164,541.57        277,433.10   

REYNOLDS AMERICAN INC COMSTK CALL OPT EXP 01/22/11 PR $30 PER SH

      (1,618.72 )      (1,890.00 ) 

REYNOLDS AMERN INC 6.75% DUE 06-15-2017

      49,954.00        55,885.85   

REYNOLDS AMERN INC 7.25% DUE 06-01-2012

      43,798.80        42,773.80   

RF MICRO DEVICES INC COM

      108,426.84        131,506.20   

RHYTHMS NETCONNECTIONS INC COM

      780.60        0.04   

RICHMOND TANK CAR CO PFD CONV $2.50

      200,000.00        199,998.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

RICKS CABARET INTL INC COM NEW ISIN #US7656413033

      1,280.66        783.00   

RIGEL PHARMACEUTICALS INC COM NEW STK

      42,604.96        37,650.00   

RIGHTSMILE INC COM NEW COM NEW

      1,463.95        42.60   

RIM SEMICONDUCTOR CO COM

      6,088.51        8.56   

RIMA INTL HLDGS INC CL A CL A

      1,112.95        0.02   

RINO INTL CORP COM STK

      11,116.13        2,828.00   

RIO TINTO FIN USA 6.5% DUE 07-15-2018

      180,249.70        198,193.65   

RIO TINTO FIN USA 9% DUE 05-01-2019

      330,337.50        335,761.50   

RITCHIE BROS AUCTIONEERS INC COM

      8,539.74        6,915.00   

RITCHIE BROS AUCTIONEERS INC COM

      776,981.36        889,730.00   

RITE AID CORP COM

      32,516.31        31,265.28   

RITE AID CORP COM

      266,052.41        170,767.60   

RIVER HAWK AVIATION INC COM NEW STK

      2,629.90        0.02   

RIVERBED TECHNOLOGY INC COM

      233,030.12        254,419.78   

RIVERBED TECHNOLOGY INC COM

      125,163.66        337,632.00   

RIVERBED TECHNOLOGY INC COM

      203,254.62        519,109.20   

RIVERBED TECHNOLOGY INC COMSTK CALL OPT EXP 01/22/11 PR $39 PER SH

      (110.78 )      (1,110.00 ) 

RIVERBED TECHNOLOGY INC COMSTK CALL OPT EXP 01/22/2011 PR $39 PER SH

      (32.30 )      0.00   

RIVERBED TECHNOLOGY INC COMSTK CALL OPT EXP 1/22/11 PR $35 PER SH

      (1,008.48 )      0.00   

RIVERSIDE RES INC COM STK

      4,520.45        8,132.00   

RIVIERA HLDGS CORP COM

      12,481.95        24.00   

RLTY INC CORP COM

      97,607.97        124,470.83   

RMB HLDGS ZAR0.01

      75,757.99        86,330.73   

RMD ENTMT GROUP COM PAR $0.001 COM STK

      13,410.60        0.00   

RMD TECHNOLOGIES INC COM

      331.45        87.50   

ROANOKE TECH CORP COM NEW

      825.90        0.00   

ROBBINS & MYERS INC COM

      2,555.00        3,578.00   

ROBBINS & MYERS INC COM

      263,383.32        332,754.00   

ROBBINS & MYERS INC COM

      460,628.08        710,555.02   

ROBERT HALF INTL INC COM

      108,087.57        113,434.20   

ROBERT HALF INTL INC COM

      292,226.65        358,020.00   

ROCHE HLDGS AG GENUSSCHEINE NPV

      1,102,072.04        914,383.51   

ROCKGATE CAP CORP

      137,776.97        211,380.09   

ROCK-TENN CO CL A CL A

      2,799.74        3,654.47   

ROCK-TENN CO CL A CL A

      358,007.95        496,879.50   

ROCKWELL AUTOMATION

      28,972.49        46,125.95   

ROCKWELL AUTOMATION

      87,316.76        255,932.99   

ROCKWELL AUTOMATION

      243,460.31        344,208.00   

ROCKWELL AUTOMATION

      990,156.53        1,068,479.00   

ROCKWELL COLLINS INC COM

      44,508.77        49,054.57   

ROCKWELL COLLINS INC COM

      106,871.33        229,893.96   

ROCKWELL MED TECHNOLOGIES INC COM ISIN US7743741024

      7,850.47        7,900.00   

ROCKWOOD HLDGS INC COM

      16,098.62        22,024.56   

ROCKY BRANDS INC COM STK

      948.27        1,003.00   

ROCKY MTN CHOCOLATE FACTORY INC COM PAR $0.03 COM PAR $0.03

      1,300.85        965.00   

ROCKY MTN ENERGY CORP NEV COM

      3,496.00        0.00   

RODMAN & RENSHAW CAP GROUP INC NEW COM STK

      2,654.95        2,680.00   

ROFIN SINAR TECHNOLOGIES INC COM

      3,209.14        2,835.20   

ROGERS 6.8% DUE 08-15-2018

      29,977.40        36,067.77   

ROGERS CABLE INC 6.75% DUE 03-15-2015

      20,287.50        23,215.78   

ROGERS WIRELESS 6.375% DUE 03-01-2014

      10,000.00        11,236.04   

ROLLS ROYCE GROUP ORD GBP0.20

      407,457.26        449,206.42   

ROLLS ROYCE GROUP ORD GBP0.20

      266,991.15        536,409.65   

ROOSEVELT FINL GROUP INC 6.50% CUM CONV PFD STK

      6,000.00        9,477.56   

ROPER INDS INC NEW COM

      9,810.92        11,464.50   

ROPER INDS INC NEW COM

      126,769.85        181,979.83   

ROSETTA RES INC COM

      17,792.83        22,584.00   

ROSETTA RESOURCES INC COM STK CALL OPT EXP 1/22/11 PR $40 PER SH

      (62.30 )      0.00   

ROSETTA STONE INC COM

      74,109.58        73,888.04   

ROSS STORES INC COM

      16,478.89        18,572.79   

ROSS STORES INC COM

      134,651.12        191,584.25   

ROSS STORES INC COM

      195,986.62        196,075.00   

ROUSE CAP GTD QRTLY INC PFD SECS

      15,014.84        21,534.11   

ROVI CORP COM

      97,517.53        115,214.58   

ROWAN COMPANIES INC COM

      19,213.08        24,486.64   

ROWAN COMPANIES INC COM

      64,754.12        110,804.34   

ROWAN COMPANIES INC COM

      58,578.29        143,131.00   

ROWAN COMPANIES INC COM

      131,100.29        289,753.00   

ROWAN COMPANIES INC COM

      281,364.00        398,776.93   

ROYAL BANK OF CANADA COMSTK CALL OPT EXP01/22/2011 PR $50 PER SH

      (1,185.45 )      (2,650.00 ) 

ROYAL BK CDA MONTREAL QUE COM NPV

      50,254.95        52,360.00   

ROYAL BK SCOTLAND 3.95% DUE 09-21-2015

      209,565.30        206,436.72   

ROYAL BK SCOTLAND 5% DUE 10-01-2014

      145,100.00        153,916.32   

ROYAL BK SCOTLAND 5% DUE 11-12-2013

      27,150.00        29,626.23   

ROYAL BK SCOTLAND 5.05% DUE 01-08-2015

      61,525.00        67,346.09   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

ROYAL BK SCOTLAND 5.625 DUE 08-24-2020

      1,001.58        990.26   

ROYAL BK SCOTLAND 6.4% DUE 10-21-2019

      119,869.20        120,762.36   

ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPRESENTING

      20,000.00        20,129.40   

ROYAL CARIBBEAN CRUISES COM STK

      11,664.66        15,097.43   

ROYAL CARIBBEAN CRUISES COM STK

      777,891.30        911,800.00   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (DUTCH LIST)

      1,081,665.70        997,991.58   

ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)GBP

      692,546.44        667,013.26   

ROYAL DUTCH SHELL PLC-ADR COM STK CALL OPT EXP 4/16/11 PR $60 PER SH

      (1,310.00 )      (5,760.00 ) 

ROYAL GOLD INC COM STK USD0.01

      52,091.11        58,505.51   

ROYAL GOLD INC COMSTK CALL OPT EXP 01/22/11 PR $55 PER SH

      (641.54 )      (720.00 ) 

ROYALITE PETE CO INC COM STK

      19,766.07        7.11   

RPC INC COM

      87,846.63        84,317.02   

RPM INTL INC

      129,234.58        164,257.12   

RRSAT GLOBAL COMMUNICATIONS COM STK

      2,327.12        756.88   

RSC HLDGS INC COM

      67,819.41        74,024.00   

RTI INTL METALS INC COM

      2,734.10        2,698.00   

RTI INTL METALS INC COM

      415,739.37        411,849.70   

RUBICON MINERALS CORP COM

      22,417.54        31,405.00   

RUBICON TECHNOLOGY INC COM MON STK

      68,759.84        59,551.00   

RUBY TUESDAY INC COM

      47,611.85        54,917.30   

RUBY TUESDAY INC COM

      455,103.32        479,889.70   

RUDOPLH TECHNOLOGIES INC COM

      41,939.00        43,619.00   

RUDY NUTRITION COM PAR $.001 STK

      4,106.95        0.00   

RURAL/METRO CORP COM

      4,331.95        7,290.00   

RUSHNET INC COM COM

      4,274.50        740.00   

RUSSIAN FEDERATION 7.5%-BDS 3/30 USD REGS

      320,842.38        405,956.96   

RUSSIAN FEDN US$ BD 144A 7.5 DUE 03-31-2030/09-30-2009 REG

      3,965.96        5,168.61   

RWE AG NEU ESSEN COM STK

      11,508.15        11,378.03   

RXI PHARMACEUTICALS CORP COM STK

      1,425.98        1,411.26   

RYDER SYS INC COM

      9,736.87        15,792.00   

RYDER SYS INC COM

      39,586.94        68,379.36   

RYDER SYS INC COM

      163,446.03        194,768.00   

RYDER SYS INC COM

      232,280.93        278,992.00   

RYDER SYS INC COM

      235,008.22        400,064.00   

RYDER SYS INC SER B FXD RATE AUCTION PFDSTK

      10,000.00        10,031.70   

RYLAND GROUP INC COM

      17,040.23        17,030.00   

S 01/22/2011 2.500 C S 110122C00002500

      (5,492.46 )      0.00   

S&P N AMERN NAT RES SECTOR INDEX FD

      11,631,515.88        12,572,844.52   

S&P N AMERN TECH SECTOR INDEX FD

      51,418.11        63,230.70   

S&P N AMERN TECH SOFTWARE INDEX FD

      1,261.09        1,460.50   

S.C. ELEC & GAS CO 7.70% PFD STK $100 PAR

      508.95        55.00   

S.W. AIRL CO COM

      196,564.11        243,894.20   

S.W. AIRL CO COM

      283,595.65        421,473.58   

S.W. AIRL CO COM

      399,064.67        430,038.23   

SA 01/22/2011 20.000 C SA 110122C00020000

      (858.33 )      (1,060.00 ) 

SABINE RTY TR UNIT BEN INT

      34,965.82        37,814.25   

SABRE HLDGS CORP 8.35% DUE 03-15-2016

      46,136.26        48,500.00   

SACO I TR 2005-7 MTG BKD CTF CL A VAR RATE 09-25-2035 REG

      30,956.79        26,191.18   

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

      37,692.18        41,615.42   

SAFEGUARD SCIENTIFICS INC COM NEW COM NEW

      7,659.81        12,383.00   

SAFEWAY INC COM NEW

      45,145.04        43,900.48   

SAFEWAY INC COM NEW

      374,211.30        211,001.18   

SAFEWAY INC COM NEW

      387,680.32        445,302.00   

SAFEWAY INC COM NEW

      1,055,489.30        1,118,877.50   

SAFRAN SA EUR0.20

      81,426.33        93,769.08   

SAFRAN SA EUR0.20

      207,687.35        208,041.30   

SAGE GROUP ORD GBP0.01

      84,188.79        86,034.12   

SAGE GROUP ORD GBP0.01

      851,897.48        947,977.97   

SAHARA ENERGY LTD COM NEW

      1,258.96        35.08   

SAIA INC COM STK

      29,901.60        29,862.00   

SAIC INC COM STK USD0.0001

      31,966.46        27,977.04   

SAIC INC COM STK USD0.0001

      140,794.82        117,205.40   

SAKER AVIATION SVCS INC COM

      4,789.50        10.63   

SAKS INC COM

      13,007.94        12,219.40   

SALESFORCE COM INC COM STK

      203,338.47        203,940.00   

SALESFORCE COM INC COM STK

      173,957.75        392,700.00   

SALESFORCE COM INC COM STK

      303,483.70        1,003,200.00   

SALLIE MAE BK 3.35% DUE 04-29-2013

      8,000.00        83.51   

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 10-01-2008 4 04-01-2010

      10,000.00        10,200.00   

SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11-13-2008 4.7 11-13-2012

      10,000.00        10,000.00   

 

- 134 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SALZGITTER AG ORD NPV

      17,071.03        13,972.58   

SAMPO OYJ SER’A’NPV

      366,763.68        416,298.95   

SAMSUNG ELECTRONIC KRW5000

      499,781.56        661,431.84   

SAN GOLD CORP COM STK

      35,802.93        38,683.46   

SAN JUAN BASIN ROYALTY TR COM STK CALL OPT EXP 1/22/11 PR $25 PER SH

      (964.70 )      0.00   

SAN WEST INC COM

      4,707.65        108.88   

SANDISK CORP COM

      181,439.89        229,705.02   

SANDISK CORP COM

      310,490.21        294,124.14   

SANDRIDGE ENERGY 9.875% DUE 05-15-2016

      43,097.85        47,587.50   

SANDRIDGE ENERGY INC COM

      220,389.83        251,800.68   

SANDSPRING RES LTD COM STOCK

      10,015.00        11,105.73   

SANDSTORM RES LTD COM STK

      11,477.79        15,699.45   

SANFILIPPO JOHN B & SON INC COM

      16,378.55        13,062.00   

SANGAMO BIOSCIENCES INC COM STK

      34,671.62        28,884.00   

SANLAM ZAR0.01

      51,906.45        90,152.65   

SANOFI-AVENTIS EUR2

      972,831.40        799,259.44   

SANSWIRE CORP COM STK

      347.99        112.06   

SANTANDER FIN PFD S A UNIPERSONAL GTD PFD SECS SER 4

      25,423.95        25,329.85   

SANTARUS INC COM

      20,139.31        17,821.50   

SANTEN PHARM CO NPV

      120,796.38        156,292.82   

SAP AG ORD NPV

      253,487.84        352,820.68   

SAPIENT CORP COM

      9,022.25        8,470.00   

SAPIENT CORP COM

      266,998.84        268,620.00   

SAPPI ZAR1

      258,817.37        259,990.17   

SARA LEE CORP COM

      3,814.92        4,897.20   

SARA LEE CORP COM

      214,478.21        281,683.37   

SATCON TECH CORP COM

      16,124.31        18,000.00   

SATURNS SEARS ROEBUCK ACCEP CORP 7.25 PRF 6/1/32 CALLABLE 1/29/08 @25

      40,221.85        48,095.60   

SAVE WORLD AIR INC COM

      312.99        53.50   

SAXON AST SECS TR FLTG RT .72% DUE 05-25-2035

      73,895.77        75,884.11   

SBA COMMUNICATIONS CORP CL A COM

      16,275.00        17,604.20   

SBA COMMUNICATIONS CORP CL A COM

      1,105,212.86        1,711,292.00   

SBC COMMUNICATIONS 5.1% DUE 09-15-2014

      58,023.40        65,645.82   

SCANA CORP NEW COM

      4,025.95        4,060.00   

SCANA CORP NEW COM

      101,130.51        115,547.60   

SCANTEK MED INC COM

      322.44        0.09   

SCHEIN HENRY INC COM

      21,369.01        24,556.00   

SCHIMATIC CASH TRANSACTIONS NETWORK COM INC COM

      11,484.28        850.00   

SCHLUMBERGER LTD COM COM

      512,235.15        677,253.55   

SCHLUMBERGER LTD COM COM

      786,536.67        943,550.00   

SCHLUMBERGER LTD COM COM

      961,258.74        1,277,550.00   

SCHLUMBERGER LTD COM COM

      1,266,888.29        2,866,388.00   

SCHLUMBERGER LTD COMSTK CALL OPT EXP 01/22/11 PR $75 PER SH

      (367.29 )      (890.00 ) 

SCHNEIDER ELECTRIC EUR8

      761,415.38        1,022,346.53   

SCHNEIDER ELECTRIC EUR8

      1,068,081.87        1,503,362.74   

SCHNITZER STL INDS INC CL A

      30,968.99        53,112.00   

SCHNITZER STL INDS INC CL A

      139,219.23        205,809.00   

SCHOLASTIC CORP COM

      220,956.83        212,688.00   

SCHWAB (CHARLES) CORP COMSTK CALL OPT EXP 01/21/2012 PR $20 PER SH

      (835.46 )      (950.00 ) 

SCHWAB CAP TR SMALL CAP EQTY FD SELECT SHS

      726,519.86        662,525.70   

SCHWAB CHARLES CORP COM NEW

      61,560.73        59,731.63   

SCHWAB CHARLES CORP COM NEW

      324,873.49        427,048.49   

SCHWAB CHARLES FAMILY FDS CASH RESVS

      2,823,828.48        2,823,828.48   

SCHWEITZER-MAUDUIT INTL INC COM

      2,934.48        3,586.44   

SCIENT INC COM NEW

      577.76        0.00   

SCIENTIFIC GAMES CORP

      40,390.95        16,613.28   

SCIENTIFIC GAMES CORP

      117,060.77        156,372.00   

SCO GROUP INC COM STK

      9,432.70        9,200.00   

SCOR SE EUR7.876972

      157,465.87        176,861.33   

SCOR SE EUR7.876972

      389,295.55        467,161.71   

SCOTTS MIRACLE-GRO CLASS’A’COM NPV

      9,918.70        10,283.11   

SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK

      93,199.63        117,420.75   

SEA CONTAINERS LTD CL A CL A

      2,207.73        0.00   

SEABRIDGE GOLD INC SEABRIDGE GOLD INC

      83,228.59        90,506.00   

SEABRIDGE GOLD INCF COM STK CALL OPT EXP 1/21/12 PR $22.5 PER SH

      (8,979.16 )      (9,000.00 ) 

SEACHANGE INTL INC COM

      33,751.50        32,490.00   

SEACOAST BKG CORP FLA COM

      250.06        155.41   

SEACOR HLDGS INC COM

      10,516.50        11,625.35   

SEACOR HLDGS INC COM

      604,739.71        586,322.00   

SEADRILL LTD COM STK

      205,386.93        233,640.96   

SEADRILL LTD COM STK CALL OPT EXP 1/22/11 PR $35 PER SH

      (205.46 )      0.00   

SEAGATE TECHNOLOGY PLC COM USD0.00001

      134,630.57        122,540.72   

SEAHAWK DRILLING INC COM STK

      19,443.79        18,070.05   

SEALED AIR CORP NEW COM STK

      99,886.00        102,334.45   

SEALED AIR CORP NEW COM STK

      519,388.69        636,250.00   

 

 

- 135 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SEALY CORP COM

      401.85        292.00   

SEARCHGUY COM INC COM

      731.68        0.00   

SEARS HLDGS CORP COM

      75,375.65        69,030.00   

SEARS HLDGS CORP COM

      110,055.15        81,567.50   

SEASPAN CORP COM

      88,446.81        84,163.78   

SEATTLE GENETICS INC COM

      112,014.09        137,241.00   

SECOND BANCORP CAP TR I TR PFD SECS 9.00%

      1,000.00        998.50   

SECURE TECHNOLOGIES GROUP INC COM

      20.47        0.19   

SEERTECH CORP COM STK

      11.14        0.00   

SEGA SAMMY HLDGS I NPV

      144,094.10        173,159.88   

SEI INVTS CO COM

      45,259.41        44,921.25   

SEKISUI CHEMICAL CO LTD NPV

      105,901.11        107,705.33   

SEKISUI HOUSE NPV

      105,552.63        111,227.77   

SELECT COMFORT CORP OC-CAP STK OC-CAP STK

      19,093.29        14,151.50   

SELECT SECTOR SPDR TR CNSMR DISCRETIONARY-SHS BEN INT

      113,048.33        127,838.69   

SELECT SECTOR SPDR TR INDL

      173,444.38        189,617.52   

SELECTIVE INS 6.7% DUE 11-01-2035

      17,787.50        16,848.46   

SEMBCORP INDUSTRIE NPV (POST REORG)

      92,724.22        204,258.14   

SEMICONDUCTOR HOLDRS TR DEPOS RCPT

      40,287.05        45,542.00   

SEMPRA ENERGY INC COM STK

      4,985.79        5,248.00   

SEMPRA ENERGY INC COM STK

      209,880.81        316,926.72   

SEMTECH CORP COM

      16,851.96        16,640.40   

SENATOR MINERALS INC COM STK

      1,659.95        830.50   

SENESCO TECHNOLOGIES INC COM NEW

      17,029.88        13,855.20   

SENIOR HSG PPTYS TR SH BEN INT SH BEN INT

      95,643.10        113,011.95   

SENIOR HSG PPTYS TR SH BEN INT SH BEN INT

      173,115.94        179,908.00   

SENSATA TECHNOLOGIES HLDG BV

      373,291.43        456,196.61   

SENSIENT TECHNOLOGIES CORP COM

      2,188.18        2,850.58   

SENTO CORP COM NEW COM NEW

      3,711.95        3.60   

SENTRY PETROLEUM LTD COM

      8,360.80        11,716.00   

SEQUENOM INC COM NEW STK

      83,760.15        103,651.24   

SEQUENOM INC COMSTK CALL OPT EXP 1/22/11PR $7.50 PER SH

      (385.46 )      (830.00 ) 

SERACARE LIFE SCIENCES INC DEL COM STK

      41,783.50        42,750.00   

SERVICE CORP INTL 7.5% DUE 04-01-2027

      30,000.00        28,725.00   

SERVICE CORP INTL COM

      43,936.20        43,281.11   

SEVEN & I HOLDINGS NPV

      77,707.76        82,851.20   

SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS

      19,974.62        0.00   

SEVERN TRENT ORD GBP0.9789

      185,580.82        205,889.38   

SHANDONG ZHOUYUAN SEED & NURSE CO COM STK

      427.01        21.67   

SHANGHAI TEL CO INC 3.50% CUM PFD STK $10 PAR DESP

      4,853.05        4,379.62   

SHARPS COMPLIANCE CORP COM

      2,826.99        1,993.50   

SHAW GROUP INC COM

      57,373.50        61,614.00   

SHAW GROUP INC COM

      148,969.56        156,259.95   

SHAW GROUP INC COM

      319,404.48        321,762.00   

SHAW GROUP INC COMSTK CALL OPT EXP 01/22/11 PR $35 PER SH

      (588.50 )      (504.00 ) 

SHEAR WIND INC COM STK

      176,577.65        126,215.10   

SHELL INTL FIN B V GTD NT 4.375 DUE 03-25-2020

      149,292.00        157,328.55   

SHELLS SEAFOOD RESTAURANTS INC COM

      277.56        0.18   

SHERWIN-WILLIAMS CO COM

      7,555.74        10,511.13   

SHERWIN-WILLIAMS CO COM

      73,272.42        188,772.50   

SHERWIN-WILLIAMS CO COM

      317,096.15        435,918.75   

SHIMING U S INC COM STK

      929.95        0.90   

SHIN-ETSU CHEMICAL NPV

      809,758.40        812,870.45   

SHINSEI BANK LTD STK

      3,741.33        1,167.03   

SHIP FINANCE INTERNATIONAL COMMON STK

      61,181.20        69,793.64   

SHIRE PLC ADR

      10,496.30        10,857.00   

SHOE CARNIVAL INC COM

      28,529.12        43,200.00   

SIEMENS AG NPV(REGD)

      673,549.00        889,777.50   

SIERRA WIRELESS INC COM STK

      4,484.95        4,476.00   

SIGA TECHNOLOGIES INC COM

      10,093.29        11,200.00   

SIGMA DESIGNS INC COM

      22,561.40        23,097.10   

SIGMA DESIGNS INC COM

      61,855.00        70,850.00   

SIGMA-ALDRICH CORP COM

      49,715.15        63,915.84   

SIGMA-ALDRICH CORP COM

      69,180.45        203,274.24   

SIGMATRON INTL INC COM

      475.34        1,920.00   

SIGNATURE BK NY N Y COM

      2,031.70        3,754.50   

SIGNATURE BK NY N Y COM

      191,308.86        250,500.00   

SIGNATURE GROUP HLDGS INC COM

      62.19        80.30   

SIKA AG CHF45(BR)

      97,156.19        105,300.43   

SILICON GRAPHICS INC COM

      1,388.49        0.00   

SILICON IMAGE INC COM STK

      17,991.58        24,990.00   

SILICON IMAGE INC COM STK

      148,990.82        183,750.00   

SILVER FALCON MNG INC COM STK

      2,632,117.03        2,990,697.89   

SILVER HILL MINES INC COM STOCK

      1,872.15        2,063.25   

SILVER SPRUCE RES INC COM

      50,152.75        14,582.52   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SILVER STANDARD RESOURCES COMSTK CALL OPT EXP 01/22/11 PR $30 PER SH

      (558.50 )      (336.00 ) 

SILVER STANDARD RESOURCES COMSTK PUT OPTEXP 6/18/11 PR $28 PER SH

      1,308.47        720.00   

SILVER STD RES INC COM

      291,126.50        394,064.08   

SILVER WHEATON CORP COM

      1,764,700.05        2,785,738.24   

SILVER WHEATON CORP COM STK CALL OPT EXP 1/22/11 PR $42 PER SH

      (158.78 )      (3,240.00 ) 

SILVER WHEATON CORP COMSTK CALL OPT EXP 01/22/11 PR $31 PER SH

      (2,248.93 )      (210.00 ) 

SILVERADO GOLD MINES LTD COM NEW

      135,161.47        7,411.26   

SILVERCORP METALS INC COM SILVERCORP METALS INC

      277,855.14        438,862.98   

SILVERCORP METALS INC COMSTK CALL OPT EXP 01/22/11 PR $13 PER SH

      (150.03 )      0.00   

SILVERMEX RES INC COM

      12,541.20        11,812.02   

SILVERSTAR MNG CORP COM STOCK

      995.45        959.90   

SIMON PPTY GROUP INC NEW PFD SER G STEP UP 7.89%

      1,014.95        6.50   

SIMON PROPERTY GROUP INC COM

      58,565.55        115,807.55   

SIMON PROPERTY GROUP INC COM

      407,101.10        733,141.81   

SIMPSON MFG INC COM

      12,142.23        12,347.34   

SINA CORPORATION COM STK USD0.133

      159,042.76        173,082.30   

SINCLAIR BROADCAST GROUP INC CL A

      50,554.33        51,002.30   

Singapore dollar

      156.24        156.24   

Singapore dollar

      323.23        323.23   

Singapore dollar

      20,470.31        20,470.31   

Singapore dollar

      36,688.65        36,688.65   

SINGAPORE POST LTD SGD0.05

      5,444.35        5,526.60   

SINGAPORE TELECOMMUNICATIONS NEW COM STK

      319,803.88        358,858.20   

SINGER CO $3.50 CUM PFD STK NM CHG BIOCOASTAL CORP EF 10-26-89 #1-061494

      8,193.51        4,680.00   

SINOBIOPHARMA INC COM STK

      56,228.29        63,510.00   

SINOCOKING COAL AND COKE CHE COM

      30,321.82        21,450.24   

SINO-GLOBAL SHIPPING AMER LTD COM STK

      7,591.20        4,760.00   

SINOHUB INC COM

      3,208.35        2,610.00   

SINOVAC BIOTECH LTD

      9,666.48        5,876.00   

SIRIUS XM RADIO INC COM STK

      1,790,927.40        2,422,928.48   

SIRONA DENTAL SYS INC COM STK

      7,564.39        8,356.00   

SIX FLAGS ENTMT CORP NEW COM

      30,085.62        33,057.14   

SKECHERS U S A INC CL A CL A ISIN #US8305661055

      15,618.63        13,700.00   

SKECHERS U S A INC CL A CL A ISIN #US8305661055

      640,104.20        574,000.00   

SKINNY NUTRITIONAL CORP COM

      70,985.75        18,080.00   

SKINVISIBLE INC COM STK

      509.95        80.00   

SKYBRIDGE TECH GROUP INC FORMERLY COM PAR $0.00001 AUG 2007 STK

      4,663.95        1,080.00   

SKYPEOPLE FRUIT JUICE INC COM NEW STK

      8,032.45        6,975.00   

SKYWAY COMMUNICATIONS HLDG CORP COM STK

      15,065.95        0.00   

SKYWORKS SOLUTIONS INC COM

      135,194.87        198,692.20   

SKYWORKS SOLUTIONS INC COMSTK CALL OPT EXP 02/19/11 PR $29 PER SH

      (350.01 )      (575.00 ) 

SKYWORKS SOLUTIONS INC COMSTK CALL OPT EXP 1/22/11 PR $29 PER SH

      (414.26 )      (640.00 ) 

SL GREEN RLTY CORP COM STK

      4,714.46        6,751.00   

SL GREEN RLTY CORP COM STK

      51,813.96        60,759.00   

SLM CORP 8 DUE 03-25-2020

      166,553.31        172,363.85   

SLM CORP COM

      15,181.18        15,655.11   

SLM CORP COM

      251,092.45        153,786.85   

SLM CORP COMSTK CALL OPT EXP 01/22/11 PR $12.50 PER SH

      (485.46 )      (520.00 ) 

SLM CORP MEDIUM 5% DUE 04-15-2015

      8,834.00        9,633.60   

SLM CORP MEDIUM 5.05% DUE 11-14-2014

      26,786.40        28,670.52   

SLM CORP MEDIUM 5.375% DUE 05-15-2014

      175,732.70        195,960.96   

SLM CORP MEDIUM TERM NTS BOOK ENTRY 5.625% DUE 08-01-2033

      16,965.50        15,693.02   

SLV 01/22/2011 20.000 C SLV 110122C00020000

      (358.43 )      0.00   

SMART BALANCE INC COM STK

      22,915.92        17,320.00   

SMART HLDGS INC COM

      220.70        44.55   

SMART MODULAR TECHNOLOGIES COM STK USD0.00016667

      19,878.05        19,756.80   

SMART-TEK SOLUTIONS INC COM NEW COM

      89,262.11        5,830.64   

SMC RECORDINGS INC COM STK

      882.46        220.00   

SMITH & WESSON HLDG CORP COM

      23,208.03        19,032.86   

SMITH A O CORP COM

      56,209.82        57,120.00   

SMITH A O CORP COM

      128,687.87        188,496.00   

SMITH MICRO SOFTWARE INC COM STK

      14,225.53        22,036.00   

SMITH MICRO SOFTWARE INC COM STK

      320,640.48        554,268.36   

SMITHFIELD FOODS INC COM

      36,168.41        42,332.76   

SMITHS GROUP ORD GBP0.375

      256,255.48        286,963.23   

SMITHS GROUP ORD GBP0.375

      511,936.61        508,183.47   

SMOKEFREE INNOTEC INC COM COM

      660.85        186.30   

SMOOTH GLOBAL CHINA HLDGS INC COM STK

      318.95        0.50   

SMUCKER J M CO COM NEW COM NEW

      3,229.13        3,348.15   

SMUCKER J M CO COM NEW COM NEW

      130,439.79        180,537.50   

SMUCKER J M CO COM NEW COM NEW

      115,380.84        197,540.85   

SMUCKER J M CO COM NEW COM NEW

      222,963.88        236,340.00   

SNAM RETE GAS EUR1

      640,663.74        691,458.13   

SNAP-ON INC COM

      10,000.57        10,184.40   

SNAP-ON INC COM

      47,463.82        82,889.70   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SOAPSTONE NETWORKS INC COM STK

      8,404.55        8.44   

SODASTREAM INTERNATIONAL LTD COM STK

      15,615.04        15,790.00   

SOFTNET TECHNOLOGY CORP COM NEW STK

      23,308.17        4.50   

SOHU COM INC COM

      142,701.92        134,217.86   

SOJITZ CORPORATION

      88,027.13        93,610.65   

SOLA RES CORP COM STK

      763.10        700.00   

SOLAR CAP LTD COM STK

      22,083.00        22,302.00   

SOLAR CAP LTD COM STK

      94,838.94        104,076.00   

SOLAR ENERTECH CORP COM

      394,512.10        50,127.90   

SOLAR PWR INC COM

      4,009.95        290.00   

SOLARWINDS INC COM

      19,446.95        19,250.00   

SOLIGENIX INC COM

      2,034.90        665.00   

SOLITARIO EXPL & RTY CORP COM STK

      1,856.95        1,815.00   

SOLO CUP CO 8.5% DUE 02-15-2014

      41,044.79        45,000.00   

SOLUCORP INDS LTD COM

      2,154.95        150.00   

SOLUTIA INC COM NEW COM NEW

      28,998.93        31,965.80   

SOLVAY SA NPV

      59,149.02        61,276.56   

SOMAXON PHARMACEUTICALS INC COM

      179,016.52        98,201.25   

SOMERSET TR CO PA DTD 02-12-2009 3.9 02-12-2019

      10,000.00        10,477.30   

SONDE RES CORP COM STK

      5,644.79        1,805.00   

SONESTA INTL HOTELS CORP CL A CL A

      8,557.15        10,500.00   

SONIC AUTOMOTIVE 8.625% DUE 08-15-2013

      288.95        21.00   

SONIC CORP COM

      8,263.89        7,337.00   

SONIC FDRY INC COM NEW COM NEW

      8,194.80        4,931.50   

SONIC SOLUTIONS COM

      894.50        1,500.00   

SONICBLUE INC COM

      1,579.00        0.18   

SONOSITE INC COM

      79,647.28        75,840.00   

SONOVA HOLDING AG COMMON STOCK

      131,479.59        263,495.68   

SONUS NETWORKS INC COM ISIN US8359161077

      423,758.73        275,506.62   

SONY CORP NPV

      98,457.85        100,938.80   

SOTHEBYS HLDGS INC CL A (DE)

      156,029.46        228,150.00   

SOURCE GOLD CORP COM STK

      7,485.40        1,600.00   

SOURCE PETE INC COM

      139.95        0.22   

South African rand

      56.74        56.74   

South African rand

      101.08        101.08   

South African rand

      5,461.76        5,461.76   

South African rand

      5,895.02        5,895.02   

SOUTH JERSEY INDS INC COM

      537.91        792.30   

South Korean won

      649.67        649.67   

SOUTH SHORE RES INC COM STK

      20.72        4.76   

SOUTHERN CMNTY FINL CORP COM

      1,302.15        444.00   

SOUTHERN CO COM STK

      209,589.16        237,886.25   

SOUTHERN CO COM STK

      505,663.85        806,729.46   

SOUTHERN UN CO NEW COM

      1,391.09        1,564.55   

SOUTHERN UN CO NEW COM

      109,069.23        117,943.00   

SOUTHERN UN CO NEW COM

      228,805.94        223,851.00   

SOUTHERN UN CO NEW SOUTHN UN CO 7.2 DUE 11/01/66 DUE 11-01-2066/11-01-2011 BEO

      3,053.75        2,760.00   

SOUTHN COPPER CORP DEL COM

      238,482.07        275,868.40   

SOUTHN COPPER CORP DEL COM

      229,792.07        291,669.27   

SOUTHN NAT GAS CO 8% DUE 03-01-2032

      17,437.50        17,184.59   

SOUTHWALL TECHNOLOGIES INC COM

      31,400.85        56,375.00   

SOUTHWEST AIRLINES CO COM STK CALL OPT EXP 1/22/11 PR $15 PER SH

      (80.78 )      (248.00 ) 

SOUTHWEST AIRLS CO 5.25% DUE 10-01-2014

      5,055.25        5,221.90   

SOUTHWEST AIRLS CO 6.5% DUE 03-01-2012

      10,071.30        10,482.81   

SOUTHWEST GAS CORP COM

      45,306.81        56,330.73   

SOUTHWESTERN ENERGY CO COM

      117,175.17        116,107.86   

SOUTHWESTERN ENERGY CO COM

      392,272.57        326,539.32   

SOUTHWESTERN ENERGY CO COM STK CALL OPT EXP 1/22/11 PR $38 PER SH

      (685.46 )      (760.00 ) 

SOUTHWESTERN ENERGY CO COMSTK CALL OPT EXP 01/22/2011 PR $37 PER SH

      (131.53 )      0.00   

SOUTHWESTERN MED SOLUTIONS INC COM PAR $0.001 COM PAR $0.001

      979.56        0.00   

SP AUSNET NPV (STAPLED UNITS)

      5,734.31        6,242.60   

SPANISH BROADCASTING SYS INC CL A COMMONSTOCK

      4,723.75        2,880.00   

SPANSION INC COM CL A

      125,464.18        140,760.00   

SPARE BACKUP INC COM STK

      588.21        380.00   

SPARROW INNOVATIONS INC COM STK

      217.47        0.00   

SPARTAN STORES INC COM

      55,497.35        52,545.00   

SPARTECH CORP COM NEW

      139.77        175.59   

SPDR DOW JONES REIT ETF

      34,226.59        33,628.73   

SPDR GOLD TRUST COM STK CALL OPT EXP 1/21/12 PR $135 PER SH

      (3,197.49 )      (2,670.00 ) 

SPDR GOLD TRUST COM STK CALL OPT EXP 1/22/11 PR $135 PER SH

      (1,614.23 )      (2,300.00 ) 

SPDR GOLD TRUST COM STK CALL OPT EXP 3/19/11 PR $130 PER SH

      (2,436.96 )      (4,200.00 ) 

SPDR GOLD TRUST COM STK CALL OPT EXP 4/16/11 PR $135 PER SH

      1,148.47        (1,420.00 ) 

SPDR GOLD TRUST COM STK CALL OPT EXP 6/18/11 PR $141 PER SH

      (1,111.51 )      (3,070.00 ) 

SPDR GOLD TRUST COMSTK CALL OPT EXP 01/22/11 PR $136 PER SH

      (847.52 )      0.00   

SPDR GOLD TRUST COMSTK CALL OPT EXP 12/18/2010 PR $138 PER SH

      (132.30 )      0.00   

 

- 138 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SPDR KBW BANK ETF COM STK CALL OPT EXP 3/19/11 PR $26 PER SH

      (390.04 )      (520.00 ) 

SPDR KBW BK ETF

      56,818.94        60,837.95   

SPDR KBW CAP MKTS ETF

      5,297.41        5,374.60   

SPDR KBW REGL BKG ETF

      17,776.05        18,250.50   

SPDR METALS & MINING ETF CALL OPT EXP 1/22/11 PR $68 PER SH

      (581.77 )      0.00   

SPDR METALS & MINING ETF COMSTK CALL OPTEXP 01/22/11 PR $61 PER SH

      (1,062.48 )      (1,620.00 ) 

SPDR METALS & MINING ETF COMSTK CALL OPTEXP 03/19/11 PR $65 PER SH

      (976.29 )      (3,250.00 ) 

SPDR S&P 500 ETF TRUST

      0.00        0.00   

SPDR S&P 500 ETF TRUST COMSTK CALL OPT EXP 02/19/11 PR $110 PER SH

      (4,971.13 )      (21,690.00 ) 

SPDR S&P 500 ETF TRUST COMSTK CALL OPT EXP 02/19/11 PR $112 PER SH

      (12,558.43 )      (8,170.00 ) 

SPDR S&P HOMEBUILDERS ETF COMSTK CALL OPT EXP 06/18/11 PR $18 PER SH

      (605.48 )      (1,100.00 ) 

SPDR S&P MIDCAP 400 ETF TRUST

      500,220.72        587,992.74   

SPECTRA ENERGY CORP COM STK

      70,446.64        80,334.50   

SPECTRA ENERGY CORP COM STK

      295,441.68        407,511.93   

SPECTRIS ORD GBP0.05

      678,302.15        997,441.57   

SPECTRUM BRANDS 12% DUE 08-28-2019

      65,252.20        7,292.81   

SPECTRUM BRANDS HLDGS INC COM STK

      12,840.00        20,011.14   

SPECTRUM PHARMACEUTICALS INC COM

      24,623.44        25,625.10   

SPIRE CORP COM

      32.21        26.05   

SPIRIT AEROSYSTEMS HLDGS INC CL A

      20,831.35        22,891.00   

SPIRIT AEROSYSTEMS HLDGS INC CL A

      244,443.85        255,963.00   

SPIRIT EXPL INC COM STK

      408.95        10.00   

SPOKANE CNTY WASH WASTEWTR SYS REV 5.494% 12-01-2020 BEO TAXABLE

      15,256.00        15,819.45   

SPONGETECH DELIVERY SYS INC COM STK

      33,188.37        23.00   

SPORT ENDURANCE INC COM

      846.85        192.00   

SPORTS CONCEPTS INC COM STK

      39.12        0.00   

SPRINT CAP CORP 7.625% DUE 01-30-2011

      48,150.50        50,125.00   

SPRINT CAP CORP 8.375% DUE 03-15-2012

      121,410.63        111,037.50   

SPRINT CAP CORP 8.75% DUE 03-15-2032

      12,020.67        10,100.00   

SPRINT NEXTEL COMSTK CALL OPT EXP 5/21/11 PR $5 PER SH

      (444.84 )      (8,600.00 ) 

SPRINT NEXTEL CORP

      1,023,750.85        317,969.10   

SPRINT NEXTEL CORP

      368,032.31        374,295.03   

SPROTT RESOURCE CORP COM STK

      18,677.70        20,696.40   

SPROTT RESOURCE LENDING CORP COMMON STOCK

      10,780.73        11,062.50   

SPX CORP COM

      2,926.48        3,574.50   

SPX CORP COM

      149,994.02        164,427.00   

SPX CORP COM

      309,341.56        314,556.00   

SPX CORP COM

      588,082.47        707,751.00   

SRS LABS INC COM

      6,192.89        5,726.50   

ST JOE CO COM

      79,000.98        76,627.21   

ST JOE CO/THE COM STK CALL OPT EXP 2/19/11 PR $23 PER SH

      (221.55 )      0.00   

ST JUDE MED INC COM

      9,691.75        10,516.50   

ST JUDE MED INC COM

      193,697.52        368,804.25   

ST JUDE MED INC COM

      324,868.67        380,902.50   

ST JUDE MED INC COM

      995,110.37        1,081,575.00   

STAAR SURGICAL CO COM NEW PAR $0.01

      792.82        976.00   

STANCORP FINL GROUP INC COM

      165,207.76        234,728.00   

STANCORP FINL GROUP INC COM

      594,600.10        611,647.00   

STANDARD CHARTERED ORD USD0.50

      624,201.37        680,774.72   

STANDARD CHARTERED ORD USD0.50

      660,208.34        863,060.71   

STANDARD MTR PRODS INC COM

      42.40        71.62   

STANDARD MTR PRODS INC COM

      40,362.00        41,100.00   

STANDARD MTR PRODS INC COM

      302,395.08        406,890.00   

STANLEY BLACK & DECKER INC COM

      50,250.07        62,592.46   

STANLEY BLACK & DECKER INC COM

      188,852.47        244,610.46   

STANLEY BLACK & DECKER INC COM

      144,469.55        279,115.38   

STANLEY BLACK & DECKER INC COM

      400,088.10        437,998.50   

STANS ENERGY CORP NEW COMMON STOCK

      23,978.30        32,707.50   

STAPLES INC COM

      11,273.67        11,464.85   

STAPLES INC COM

      128,652.50        126,168.57   

STAPLES INC COM

      287,886.21        414,436.77   

STAPLES INC COM

      1,442,227.13        1,477,089.90   

STAR BULK CARRIERS CORP COM STK

      15,158.31        13,448.79   

STAR SCIENTIFIC INC COM STK

      9,608.61        8,775.00   

STAR SCIENTIFIC INC COM STK CALL OPT EXP 1/22/11 PR $2.5 PER SH

      (362.74 )      0.00   

STARBUCKS CORP COM

      254,213.06        599,224.50   

STARBUCKS CORP COM

      398,054.24        665,091.00   

STARBUCKS CORP COM

      637,885.47        852,306.53   

STARBUCKS CORP COM

      728,793.26        1,290,983.40   

STARFIELD RES INC COM NPV

      14,869.90        1,500.00   

STARTEC GLOBAL COMMUNICATIONS CORP COM

      2,228.65        0.00   

STARTECH ENVIRONMENTAL CORP COM

      4,009.95        32.00   

STARVOX COMMUNICATIONS INC CL A PAR $0.01 COM STK

      0.00        0.05   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

      26,391.15        32,633.88   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

      157,785.93        291,561.66   

 

 

- 139 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

      245,955.05         504,474.00   

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK

      649,853.64         668,580.00   

STATE STR CORP COM

      152,480.88         177,758.90   

STATE STR CORP COM

      549,705.59         434,576.52   

STATE STR CORP COM

      566,412.85         585,320.54   

STATE STR CORP COM

      1,580,248.18         1,575,560.00   

STATION CASINOS INC SR NT 7.75 DUE 08-15-2016/08-15-2011 BD IN DEFAULT

      41,062.50         4.00   

STATION CASINOS INC SR SUB NT 6.875 DUE 03-01-2016 BD IN DEFAULT

      5,125.00         0.50   

STATOIL ASA

      93,727.91         102,353.62   

STATOIL ASA

      543,182.30         579,988.00   

STATOILHYDRO ASA NOK2.50

      434,850.64         482,181.97   

STD MICROSYSTEMS CORP COM

      43,387.26         60,543.00   

STD PAC CORP NEW COM

      33,872.92         38,134.00   

STEALTHGAS INC COM STK

      538.00         795.00   

STEC INC COM STK

      253,356.29         301,373.75   

STEEL DYNAMICS INC 6.75% DUE 04-01-2015

      35,012.50         35,437.50   

STEEL DYNAMICS INC 7.625% DUE 03-15-2020

      30,000.00         32,100.00   

STEEL DYNAMICS INC COM

      15,384.55         18,300.00   

STEEL DYNAMICS INC COM

      380,947.44         442,860.00   

STEELCASE INC CL A COM

      6,038.62         9,486.11   

STEELCASE INC CL A COM

      109,074.00         112,042.00   

STEELCLOUD INC COM

      3,057.34         1,178.11   

STEIN MART INC COM

      3,643.59         4,802.79   

STEIN MART INC COM

      18,596.70         18,500.00   

STEINWAY MUSICAL INSTRS INC ORD COM

      6,234.75         3,970.00   

STELLARONE CORP COM STK

      510,248.23         577,412.48   

STEM CELL INNOVATIONS INC COM STK

      5,814.92         10.00   

STEMCELLS INC COM

      28,777.16         18,036.00   

STEPAN CO COM

      7,844.04         8,711.71   

STEREOTAXIS INC COM STK

      11,486.56         7,660.00   

STERICYCLE INC COM

      37,504.34         51,950.64   

STERICYCLE INC COM

      129,342.93         174,220.76   

STERICYCLE INC COMSTK PUT OPT EXP 2/19/11 PR 80 PER SH

      2,415.22         630.00   

STERIS CORP COM

      6,455.62         8,796.41   

STERLING CONSTR INC COM

      2,022.77         1,564.80   

STERLING FINL CORP WASH COM NEW COM NEW

      10,016.69         3,281.81   

STERLING MNG CO COM

      7,267.95         68.40   

STERLING OIL & GAS CO COM STK

      0.00         3.59   

STEWART INFORMATION SVCS CORP COM

      1,442.08         1,223.37   

STILLWATER MNG CO COM

      200,236.19         211,365.00   

STILLWATER MNG CO COM

      250,765.04         394,548.00   

STONE ENERGY CORP COM

      728.33         1,114.50   

STONEBRIDGE RES EXPLORATIONS LTD COM PAR$0.001 STK

      25,622.66         0.01   

STONEMOR PARTNERS L P COM UNITS

      4,475.45         4,507.50   

STONEPATH GROUP INC COM

      115.15         0.01   

STONERIDGE INC COM

      2,758.98         3,947.50   

STORA ENSO OYJ NPV SER‘R’

      112,090.42         122,040.04   

STORM CAT ENERGY CORPORATION

      584.03         0.12   

STR HLDGS INC COM

      10,091.16         8,000.00   

STRATASYS INC COM

      1,816.99         2,448.00   

STRATEGIC HOTELS & RESORTS INC COM

      1,009.63         1,322.50   

STRATEGIC HOTELS & RESORTS INC COM

      78,621.06         79,879.00   

STRATEGIC MGMT & OPPORTUNITY CORP COM COM

      1,151.89         0.17   

STRATEGIC RES INC COM NPV

      1,012.95         322.00   

STRATHMORE MINERALS CORP COM NPV

      14,013.72         12,882.00   

STRAYER ED INC COM

      1,961,747.70         1,659,198.00   

STRIKER OIL & GAS INC COM STK

      45,122.78         550.80   

STRUCTURED ADJ RATE MTG LN TR 2004-16 MTG PASSTHRU CTF 1-A2 ADJ 11-25-2034 REG

      60,662.05         48,072.87   

STRUCTURED ASSET SECS CORP SER 2005-RF3 CL 1A 06-25-2035 BEO

      96,143.46         126,972.35   

STRYKER CORP

      72,729.46         83,475.52   

STRYKER CORP

      349,690.54         461,497.80   

STRYKER CORP

      985,816.39         1,091,721.00   

STURM RUGER & CO INC COM

      13,320.84         17,867.31   

SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT

      35,257.08         45,002.58   

SUCAMPO PHARMACEUTICALS INC CL A COM STK

      366.65         268.80   

SUCCESSFACTORS INC COM STK

      3,193.50         4,344.00   

SUCCESSFACTORS INC COM STK

      341,270.48         533,443.20   

SUMITOMO CORP COM

      2,120.95         2,125.02   

SUMITOMO MITSUI BK 3.15% DUE 07-22-2015

      149,800.50         152,669.10   

SUMITOMO RUBBER NPV

      209,480.00         254,837.35   

SUMMER INFANT INC COM STK

      8,785.90         9,096.00   

SUMMIT RES LTD COM STK

      20,800.68         37,722.00   

SUN CAL ENERGY INC COM

      1,354.17         99.00   

SUN HYDRAULICS CORP COM

      3,367.67         4,722.81   

SUN TR BANKS INC COM

      91,420.07         113,693.80   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SUN TR BANKS INC COM

      525,633.07        371,088.25   

SUN TR BANKS INC COM

      642,907.70        652,171.00   

SUNCOR ENERGY INC COM STK CALL OPT EXP 1/22/11 PR $38 PER SH

      (290.77 )      (354.00 ) 

SUNCOR ENERGY INC NEW COM STK

      296,791.15        355,982.13   

SUNDANCE ENERGY AUSTRALIA LIMITED SHS

      3,597.50        4,551.00   

SUNOCO INC COM

      4,947.69        6,520.91   

SUNOCO INC COM

      75,955.24        122,179.61   

SUNOCO INC COM

      479,103.70        495,813.00   

SUNOCO INC COM

      428,190.26        554,383.43   

SUNPOWER CORP COM CL A

      8,269.32        7,351.59   

SUNPOWER CORP COM CL B STK

      3,976.06        3,403.08   

SUNPOWER CORP COM CL B STK

      946,514.78        691,237.00   

SUNRISE EDL SVCS INC 9% SER C CONV PFD

      29,022.33        9,000.00   

SUNRISE SENIOR LIVING

      11,434.85        17,440.00   

SUNRISE SOLAR CORP COM STK

      6,543.90        300.00   

SUNSTONE HOTEL INVS INC NEW COM

      359,623.93        333,039.20   

SUNTRUST BANKS INC COMSTK CALL OPT EXP 01/22/11 PR $30 PER SH

      (998.58 )      (2,241.00 ) 

SUNTRUST PFD CAP I NORMAL PFD PURCHASE SECS PPS DUE 12-15-2011/12-15-2011 REG

      10,360.46        8,360.00   

SUNVALLEY SOLAR INC NEV COM STK

      2,059.75        268.40   

SUNWARD RES LTD COM

      1,248.70        1,710.90   

SUPER VALU INC COM

      116,170.69        51,347.16   

SUPER VALU INC COM

      70,333.17        69,095.25   

SUPERGEN INC COM

      163,522.75        78,848.90   

SUPERIOR ENERGY SVCS INC COM

      6,522.17        8,747.50   

SUPERIOR INDS INTL INC COM

      363,318.11        445,620.00   

SUPERIOR INDS INTL INC COM

      468,612.22        639,019.08   

SUPERIOR OFFSHORE INTL INC COM

      2,935.81        0.00   

SUPERVALU INC 7.5% DUE 11-15-2014

      38,965.00        38,500.00   

SUPERVALU INC 8% DUE 05-01-2016

      20,252.50        19,100.00   

SUPPORT COM INC COM

      829.43        1,296.00   

SUREBEAM CORP CL A

      462.77        0.00   

SURFECT HLDGS INC COM

      5,756.53        5.40   

SUSQUEHANNA CAP I TR PFD SECS PFD STK

      47,000.00        47,000.00   

SUSTAINABLE PWR CORP COM STK

      166,923.58        6,965.18   

SUTRON CORP COM STK

      5,799.95        3,304.95   

SVENSKA CELLULOSA SER‘B’NPV

      322,627.33        359,109.34   

SWATCH GROUP CHF0.45(REGD)

      65,348.56        73,631.79   

SWATCH GROUP CHF2.25(BR)

      231,544.98        283,090.09   

SWATCH GROUP CHF2.25(BR)

      824,998.72        1,237,125.97   

Swedish krona

      72.87        72.87   

Swedish krona

      84.12        84.12   

Swedish krona

      4,609.10        4,609.10   

Swedish krona

      17,254.59        17,254.59   

SWEDISH MATCH NPV

      73,629.81        133,132.41   

SWIFT ENERGY CO COM

      3,930.14        5,089.50   

Swiss franc

      (0.65 )      (0.66 ) 

Swiss franc

      0.00        0.00   

Swiss franc

      0.00        0.00   

Swiss franc

      0.00        0.00   

Swiss franc

      0.00        0.00   

Swiss franc

      673.43        673.43   

Swiss franc

      173,801.09        173,801.09   

SWISS LIFE HOLDINGS AG

      174,512.38        209,396.05   

SWISS MEDICA INC COM

      275.45        1.20   

SWISS REINSURANCE AG CHF0.1(REGD)

      387,831.44        309,894.38   

SWISSCOM AG CHF1(REGD)

      157,134.36        166,651.76   

SXC HEALTH SOLUTIONS CORP COM

      17,308.59        22,287.20   

SYCAMORE NETWORKS INC COM NEW COM NEW

      1,143.20        823.60   

SYMANTEC CORP COM

      130,418.70        136,598.40   

SYMANTEC CORP COM

      683,024.15        327,015.90   

SYMETRA FINL CORP COM

      2,594.47        2,740.00   

SYMMETRY MED INC COM STK

      26,929.26        29,600.00   

SYMMETRY MED INC COM STK

      239,554.28        242,276.00   

SYNAPTICS INC COM

      35,357.48        35,990.50   

SYNAPTICS INC COM

      208,659.10        232,102.00   

SYNAPTICS INC COM

      611,191.58        605,228.00   

SYNCORA HOLDINGS LTD COM STK

      13,438.87        2,437.50   

SYNERGETICS USA INC FORMERLY SYNERGETIC COM

      15,759.73        25,459.38   

SYNERGIE WELLNESS PROD LTD INC COM

      569.19        0.10   

SYNERON MEDICAL LTD COM

      4,107.30        3,892.58   

SYNGENTA AG REG CHF0.1

      163,610.57        165,283.31   

SYNNEX CORP COM STK

      125,143.80        131,040.00   

SYNNEX CORP COM STK

      103,310.19        159,120.00   

SYNNEX CORP COM STK

      734,033.07        804,960.00   

SYNOPSYS INC COM

      16,964.75        18,514.08   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

SYNOPSYS INC COM

      284,073.62        336,375.00   

SYNOPSYS INC COM

      340,582.89        476,307.00   

SYNTA PHARMACEUTICALS CORP SYNTA PHARMACEUTICALS CORP

      9,203.03        13,047.84   

SYNTAX-BRILLIAN CORP COM

      2,374.15        0.00   

SYNTEL INC COM

      69,974.72        90,801.00   

SYNTHES INC CHF0.001

      753,819.75        849,452.52   

SYNTROLEUM CORP COM

      305,958.97        237,142.25   

SYSCO CORP COM

      150,439.74        156,422.38   

SYSCO CORP COM

      254,849.20        432,679.80   

SYSCO CORP COM STK CALL OPT EXP 2/19/11 PR $29 PER SH

      (228.97 )      (320.00 ) 

SYSTEMAX INC COM

      2,023.98        1,410.00   

T ROWE PRICE GROUP INC

      41,118.01        51,925.46   

T ROWE PRICE GROUP INC

      164,526.91        416,347.54   

T130119C00035000

      (304.30 )      0.00   

TACTICAL AIR DEFENSE SVCS INC COM STK

      758.00        100.00   

TAHOE RES INC COM

      7,506.95        7,396.95   

TAISEI CORP NPV

      98,052.88        98,283.43   

TAKARA RES INC COM

      6,472.85        6,869.10   

TAKEDA PHARMACEUTICAL CO NPV

      311,934.52        329,662.07   

TAKE-TWO INTERACTIVE SOFTWARE INC RIGHT

      1,779.46        2,453.00   

TAL INTL GROUP INC COM STK

      91,012.74        114,219.00   

TAL INTL GROUP INC COM STK

      225,641.62        287,091.00   

TALBOTS INC COM

      1,032.58        852.00   

TALEO CORP COM CL A COM CL A

      2,199.40        2,765.00   

TALEO CORP COM CL A COM CL A

      348,562.01        383,782.00   

TALISMAN ENERGY INC COM

      3,523.50        4,438.00   

TALISMAN HLDGS INC COM STOCK

      595.95        650.00   

TALON THERAPEUTICS INC COM

      4,906.95        4,800.00   

TAMM OIL & GAS CORP COM STK

      5,117.10        1,140.00   

TAMPA ELEC CO 8.00% CUM SER E PFD STK $100 PAR

      30,067.00        14.30   

TANGER FACTORY OUTLET CTRS INC COM

      1,106.73        1,126.18   

TANGER FACTORY OUTLET CTRS INC COM

      344,407.23        464,805.20   

TANZANIAN RTY EXPL CORP COM STK

      12,982.47        17,155.00   

TAPESTRY PHARMACEUTICALS INC COM NEW COMNEW

      69.12        0.47   

TARA GOLD RES CORP COM STK

      334.95        185.00   

TARGA RES PARTNERS LP COM UNIT LTD PARTNERSHIP INT

      12,812.00        18,389.75   

TARGET CORP COM STK

      137,594.96        144,312.00   

TARGET CORP COM STK

      254,259.35        292,018.22   

TARGET CORP COM STK

      831,235.53        950,054.00   

TARGET CORP COM STK

      886,480.83        1,016,197.00   

TARGET CORP COM STK

      460,564.27        1,071,336.21   

TARGET CORP COM STK

      1,042,894.89        1,200,254.93   

TARGET CORP NT 4 DUE 06-15-2013/06-14-2013 BEO

      85,046.22        96,120.09   

TARGETED GENETICS CORP COM NEW STK

      5,607.47        5,400.00   

TARGETS TR VIII TARGETED GROWTH ENHANCEDTERMS SECS

      1,114.68        170.00   

TASER INTL INC COM

      40,286.69        45,514.80   

TASMAN METALS LTD COMMON STOCK

      563,568.64        1,136,728.69   

TASTY BAKING CO COM

      511.45        317.50   

TASTY FRIES INC COM PAR $O OO1

      20,048.95        7.65   

TAUBMAN CTRS INC COM

      252,935.75        273,601.60   

TAYLOR DEVICES INC COM

      6,978.95        5,010.00   

TBC GLOBAL NEWS NETWORK INC COM

      1,152.84        0.00   

TBS INTERNATIONAL PLC CLS‘A’ USD0.01

      4,684.63        1,595.00   

TCF FNCL CORP COM

      15,783.87        14,975.53   

TCI COMMUNICATIONS 7.875% DUE 02-15-2026

      181,243.19        183,370.12   

TCI MUSIC INC SER A CONV PFD STK

      21,135.88        25,087.45   

TD AMERITRADE HLDG CORP COM STK

      50,344.18        50,356.75   

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

      21,105.45        23,624.19   

TEACHERS INS & 6.85% DUE 12-16-2039

      100,613.36        117,000.20   

TECH DATA CORP COM

      11,435.21        11,005.00   

TECH DATA CORP COM

      211,867.09        215,698.00   

TECH DATA CORP COM

      307,062.98        312,542.00   

TECHNE CORP COM

      1,421,691.46        1,503,843.00   

TECK RESOURCES LIMITED

      98,985.87        175,102.56   

TECK RESOURCES LIMITED

      403,301.05        640,058.77   

TECK RESOURCES LTD 10.25% DUE 05-15-2016

      2,839.62        3,712.50   

TECK RESOURCES LTD 9.75% DUE 05-15-2014

      1,905.40        2,502.74   

TECO ENERGY INC COM

      103,277.03        96,226.80   

TEEKAY CORP COM

      224,822.59        291,104.00   

TEEKAY TANKERS LTD COM STK

      55,327.85        77,125.00   

TEEKAY TANKERS LTD-CLASS A COM STK CALL OPT EXP 2/19/11 PR $12.5 PER SH

      (1,377.88 )      (500.00 ) 

TEKELEC COM

      1,015.97        750.33   

TEKELEC COM

      163,351.35        156,021.00   

TEKMIRA PHARMACEUTICALS CORP COM NEW COMSTK

      146,116.13        140,530.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

TEKRON INC COM STK

      3,522.60         0.00   

TELECOM ITALIA CAP 4.95% DUE 09-30-2014

      49,825.50         51,227.15   

TELECOM ITALIA CAP 5.25% DUE 10-01-2015

      9,937.00         10,238.58   

TELECOM ITALIA CAP 5.25% DUE 11-15-2013

      24,927.40         26,045.15   

TELECOMMUNICATION SYS INC CL A

      5,865.29         4,670.00   

TELECOMMUNICATION SYS INC CL A

      62,843.32         61,177.00   

TELEDYNE TECHNOLOGIES INC COM

      477,656.02         540,831.00   

TELEFLEX INC COM

      18,135.04         15,066.80   

TELEFLEX INC COM

      226,035.57         290,574.00   

TELEFONICA 6.221% DUE 07-03-2017

      265,495.20         258,102.24   

TELENOR ASA ORD NOK6

      333,615.73         392,434.41   

TELESTONE TECHNOLOGIES CORP COM STK

      607.31         531.00   

TELETECH HLDGS INC COM

      24,364.60         25,222.75   

TELETECH HLDGS INC COM

      80,147.28         109,127.00   

TELIK INC COM STK

      59.73         38.07   

TELLABS INC COM

      35,017.73         38,206.97   

TELLABS INC COM

      126,886.14         62,992.98   

TELLABS INC COM

      205,175.25         304,422.00   

TELVENT GIT SA ORD EUR3.00505

      13,970.41         13,870.50   

TEMPLE INLAND INC COM

      1,343.17         1,316.88   

TEMPLETON EMERGING MARKETS FD CLOSED ENDFD ST CHANGED FROM MD TO DE

      131,185.31         167,582.70   

TEMPUR-PEDIC INTL INC COM

      44,948.52         56,084.00   

TEMPUR-PEDIC INTL INC COM

      279,904.91         364,946.60   

TENARIS S.A. USD1

      579,329.99         660,120.28   

TENET HEALTHCARE 10% DUE 05-01-2018

      47,531.87         57,085.00   

TENET HEALTHCARE 6.875% DUE 11-15-2031

      2,279.38         2,400.00   

TENET HEALTHCARE 8.875% DUE 07-01-2019

      189,236.64         198,880.00   

TENET HEALTHCARE 9% DUE 05-01-2015

      47,531.88         54,390.00   

TENET HEALTHCARE 9.875% DUE 07-01-2014

      10,435.00         10,800.00   

TENET HEALTHCARE CORP COM

      23,078.77         33,650.70   

TENET HEALTHCARE CORP COM

      132,064.12         81,731.73   

TENET HEALTHCARE CORP SR NT STEP UP 02-01-2015 08-08-2006

      10,485.00         10,650.00   

TENET HEALTHCARE CORP SR NT STEP UP 02-01-2015 08-08-2006

      87,581.34         94,785.00   

TENNECO INC

      6,840.85         15,640.80   

TENNECO INC

      210,099.04         348,625.20   

TENNECO PACKAGING 7.95% DUE 12-15-2025

      9,560.00         8,886.11   

TENNECO PACKAGING 8.125% DUE 06-15-2017

      4,857.50         4,859.68   

TENNESSEE VALLEY AUTH GLOBAL PWR BD 2009SER C 5.25% DUE 09-15-2039 REG

      59,329.20         63,432.96   

TERADATA CORP DEL COM STK

      15,583.74         17,904.60   

TERADATA CORP DEL COM STK

      59,883.86         173,489.40   

TERADATA CORP DEL COM STK

      534,879.10         839,664.00   

TERADYNE INC COM

      25,944.13         29,231.28   

TERADYNE INC COM

      137,730.96         63,966.24   

TERADYNE INC COM

      175,851.10         401,263.20   

TERADYNE INC COM

      341,652.71         498,420.00   

TEREX CORP NEW COM

      75,369.42         100,880.00   

TEREX CORP NEW COM

      245,196.75         254,528.00   

TEREX CORP NEW COM

      316,760.00         408,796.80   

TEREX CORP NEW COM

      690,566.76         971,924.48   

TERRA ENERGY CORP COM

      5,378.15         6,239.50   

TERRA NOVA RTY CORP

      25,884.56         16,986.75   

TERRACO GOLD CORP FORMERLY TERRACO ENERGY CORP TO 04/29/2003 COM NPV

      2,471.90         3,381.60   

TERRESTAR CORP COM STK

      2,952.17         375.72   

TESCO ORD GBP0.05

      768,067.05         739,445.89   

TESCO ORD GBP0.05

      745,524.49         746,025.55   

TESLA MTRS INC COM

      37,814.63         41,010.20   

TESORO CORP

      153,633.35         66,651.30   

TESORO CORP

      76,799.56         89,516.16   

TESORO CORP

      318,620.49         452,376.00   

TESORO CORP FORMERLY TESORO PETE CORP T SR NT 6.25 DUE 11-01-2012 BEO

      24,018.61         28,215.00   

TESSERA TECHNOLOGIES INC COM STK

      19,878.78         21,529.80   

TESSERA TECHNOLOGIES INC COM STK

      783,429.00         862,742.50   

TETRA TECH INC NEW COM

      2,462.12         2,506.00   

TETRA TECHNOLOGIES INC DEL COM

      28,190.16         36,797.00   

TETRA TECHNOLOGIES INC DEL COM

      37,765.24         36,797.00   

TETRA TECHNOLOGIES INC DEL COM

      405,079.08         474,467.64   

TEXAS INSTRUMENTS INC COM

      50,893.74         63,200.31   

TEXAS INSTRUMENTS INC COM

      532,446.92         959,985.00   

TEXAS INSTRUMENTS INC COM

      860,995.95         975,000.00   

TEXAS INSTRUMENTS INC COM

      785,775.29         1,040,000.00   

TEXAS PAC LD TR SUB SH CTF PROPRIETARY INT SUB SH CTF PROPRIETARY INT

      37,337.35         36,480.00   

TEXAS ROADHOUSE INC COMMON STOCK

      2,238.66         4,292.50   

TEXAS ROADHOUSE INC COMMON STOCK

      237,160.63         449,338.90   

TEXTAINER GROUP HLDGS LTD COM STK

      442,353.72         546,694.61   

TEXTRON INC COM

      45,739.07         56,996.11   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

TEXTRON INC COM

      73,205.26        73,284.00   

TEXTRON INC COM

      137,680.30        163,470.60   

TEXTRON INC COM

      861,274.98        1,031,011.32   

TF1 - TV FRANCAISE EUR0.20

      160,898.72        201,909.80   

Thai baht

      5,809.20        5,809.20   

Thai baht

      7,678.71        7,678.71   

THE JONES GROUP INC COMMON STOCK

      35,156.95        38,850.00   

THE TRACKING CORP COM STK

      43,662.90        55.50   

THERMO FISHER CORP

      108,088.15        119,300.80   

THERMO FISHER CORP

      138,442.80        174,937.60   

THERMO FISHER CORP

      344,317.00        553,710.72   

THERMO TECH TECHNOLOGIES INC COM

      6,630.91        4,740.20   

THESTREET COM INC COM

      4,548.79        2,274.84   

THOMPSON CREEK METALS CO INC COM STK

      28,277.26        37,536.00   

THOMPSON CREEK METALS CO INC COM STK

      275,737.74        329,728.00   

THOMPSON CREEK METALS CO INC COM STK

      369,478.92        465,225.60   

THOR INDS INC COM STK

      0.00        0.00   

THORNBURG MTG INC COM NEW STK

      1,071.82        12.43   

THRESHOLD PHARMACEUTICALS INC COM NEW STK

      5,352.39        2,699.80   

THYSSENKRUPP AG

      6,331.45        4,156.77   

THYSSENKRUPP AG NPV

      506,864.05        688,059.62   

TIB FINL CORP COM NEW COM

      2,506.95        1,037.00   

TIBCO SOFTWARE INC COM

      4,307.96        3,942.00   

TIBCO SOFTWARE INC COM

      280,396.21        299,000.70   

TICC CAP CORP COM

      73,494.75        88,869.24   

TICC CAP CORP COM

      443,109.95        459,610.00   

TIDEWATER INC COM

      563,645.45        541,092.00   

TIDEWATER INC COM

      504,823.01        576,088.00   

TIER TECHNOLOGIES INC COM DELAWARE

      322,546.00        243,589.34   

TIERONE CORP COM

      3,092.78        1.50   

TIERS CALL PRIN-PROTECTED ASSET BACKED TR SER S&P 1999-2 CTF

      5,500.00        5,890.33   

TIFFANY & CO COM

      88,330.36        92,782.30   

TIFFANY & CO COM

      107,353.55        197,894.06   

TIFFANY & CO COM

      310,364.39        429,663.00   

TIGER TELEMATICS INC COM NEW

      1,122.47        0.00   

TIM HORTONS INC COM

      21,184.12        26,799.50   

TIMBERLAND CO CL A

      9,495.35        11,311.40   

TIMBERLAND CO CL A

      76,125.25        140,163.00   

TIMBERWEST FOREST STAPLED UNIT(1 SH&1 NTRCP)

      3,536.56        2,552.99   

TIME WARNER CABLE 4.125% DUE 02-15-2021

      29,206.20        28,546.41   

TIME WARNER CABLE 5.875% DUE 11-15-2040

      265,118.20        267,127.20   

TIME WARNER CABLE 6.75% DUE 06-15-2039

      48,565.50        55,223.70   

TIME WARNER CABLE 8.25% DUE 04-01-2019

      126,415.40        149,060.76   

TIME WARNER CABLE 8.75% DUE 02-14-2019

      138,300.70        178,145.52   

TIME WARNER CABLE INC COM

      36,977.96        57,733.07   

TIME WARNER CABLE INC COM

      633,621.99        590,836.44   

TIME WARNER INC USD0.01

      165,407.58        156,560.77   

TIME WARNER INC USD0.01

      461,942.47        485,767.00   

TIME WARNER INC USD0.01

      1,436,298.57        897,961.21   

TIME WARNER NEW 4.7 DUE 01-15-2021

      19,952.40        20,363.38   

TIMKEN CO COM

      42,991.04        52,141.87   

TIMKEN CO COM

      874,054.25        1,102,563.00   

TITAN MACHY INC COM

      6,693.95        5,790.00   

TITAN URANIUM EXPL INC

      425,587.58        300,885.68   

TITANIUM METALS CORP COM NEW

      65,528.07        38,947.06   

TITANIUM METALS CORP COM NEW

      309,249.70        298,194.62   

TIVO INC COM

      79,985.02        72,379.81   

TJX COS INC COM NEW

      42,710.90        43,013.91   

TJX COS INC COM NEW

      152,436.09        442,168.79   

TLC VISION CORP COM

      107.36        0.05   

TM 01/22/2011 75.000 C TM 110122C00075000

      (217.30 )      0.00   

TN GAS PIPELN CO 7.625% DUE 04-01-2037

      67,790.00        66,796.44   

TNX T V HLDGS INC COM

      1,229.95        0.00   

TOLL BROS INC COM

      48,693.06        45,980.00   

TONOGOLD RES INC COM STK

      576.56        216.65   

TOOTIE PIE CO INC COM STK

      17,944.96        39,690.00   

TOOTSIE ROLL INDS INC COM

      1,949.59        1,943.66   

TOP SHIPS INC COM STK

      17,210.29        17,802.97   

TORCH ENERGY RTY TR UNIT BEN INT UNITS BENEFICIAL INTEREST NPV

      3,506.98        2,178.06   

TORCHMARK CORP COM

      6,488.81        9,677.88   

TORCHMARK CORP COM

      66,201.08        120,256.62   

TORCHMARK CORP SER A ADJBL RATE PFD STK

      6,890.10        7,968.54   

TORO CO COM

      203,635.93        252,724.00   

TORONTO DOMINION BK ONT COM NEW COM NEW

      17,993.74        18,949.05   

TORRENT ENERGY CORP COM

      495.66        0.06   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

TORTOISE CAP RES CORP COM

      1,908.35        870.96   

TORTOISE ENERGY INFRASTRUCTURE CORP COM

      8,061.48        9,604.50   

TOSHIBA CORP COM STK

      5,026.75        5,340.71   

TOSHIBA TEC CORP NPV

      500,008.34        703,625.59   

TOTAL CAP 4.45% DUE 06-24-2020

      21,972.40        20,730.56   

TOTAL EUR2.5

      475,588.79        384,870.70   

TOTAL EUR2.5

      876,228.91        882,701.79   

TOTAL SYS SVCS INC COM

      12,605.57        12,365.15   

TOTAL SYS SVCS INC COM

      102,008.27        63,027.24   

TOTALLY GREEN INC COM

      10,326.98        18,582.00   

TOUR CFG INC COM STK

      740.77        0.00   

TOURNIGAN VENTURES CORP COM

      51,101.48        30,719.36   

TOUSA INC 7.5% DUE 03-15-2011

      18,931.25        31.25   

TOWER BANCORP INC COM

      1,208.95        1,168.12   

TOWER GROUP INC COM

      443,122.74        465,556.00   

TOWERSTREAM CORP COM

      4,835.30        6,090.00   

TOYOTA MTR CORP COM STK

      4,426.75        4,764.19   

TPC GROUP INC COM

      29,207.53        33,352.00   

TRACTOR SUPPLY CO COM

      50,846.53        75,957.74   

TRACTOR SUPPLY CO COM

      91,314.93        203,658.00   

TRADESTATION GROUP INC COM

      2,691.69        1,350.00   

TRADOS INC SER C CONV PREF STK

      5,007.20        124.98   

TRAILER BRDG INC COM

      10,019.95        5,520.00   

TRANS WORLD AIRLS INC COM PAR $.01 NEW

      109,460.03        0.00   

TRANSATLANTIC HLDGS INC COM

      297,885.18        309,720.00   

TRANSATLANTIC HLDGS INC COM

      447,936.89        459,418.00   

TRANSCANADA CORP COM STK

      28,181.76        32,143.80   

TRANSCAT INC COM

      8,103.24        8,750.00   

TRANSGLOBE ENERGY CORP COM

      13,182.09        13,861.96   

TRANSOCEAN INC 6.8% DUE 03-15-2038

      9,830.00        0.00   

TRANSOCEAN LTD

      283,337.23        279,430.20   

TRANSOCEAN LTD

      783,764.29        872,211.48   

TRANSOCEAN LTD COM STK CALL OPT EXP 1/22/11 PR $70 PER SH

      (2,145.43 )      (1,700.00 ) 

TRANSOCEAN LTD COM STK CALL OPT EXP 1/22/11 PR $72.5 PER SH

      (53.30 )      (81.00 ) 

TRANSOCEAN LTD COMSTK CALL OPT EXP 05/21/11 PR $60 PER SH

      (13,404.50 )      (12,980.00 ) 

TRAVELERS COS INC COM STK

      12,943.73        15,264.54   

TRAVELERS COS INC COM STK

      272,941.17        362,672.10   

TRAVELERS COS INC COM STK

      414,328.57        445,680.00   

TRAVELERS COS INC COM STK

      419,747.73        643,506.21   

TRAVELZOO INC COM STK

      3,052.41        3,061.75   

TRAVIS INTL INC SER A RED PFD STK

      707.91        212.40   

TREAS INTL INC COM NEW

      2,104.90        0.00   

TREASURY METALS INC COM STK

      6,814.81        15,646.48   

TREATY ENERGY CORP COM

      12,225.43        74.70   

TREE COM INC COM

      21.02        18.90   

TREEHOUSE FOODS INC COM

      12,826.69        21,917.61   

TRENDSETTER SOLAR PRODUCTS I COM NEW

      1,866.18        16.25   

TREXEL INC OC-PFD CONV SER C

      1,333.73        4.00   

TRIAD GTY INC COM

      1,671.20        1,743.60   

TRICO MARINE SVCS INC COM NEW

      1,044.30        61.00   

TRIDENT MICROSYSTEMS INC COM

      1,158.47        890.00   

TRIDENT MICROSYSTEMS INC COM

      22,191.12        22,428.00   

TRIMAS CORP COM NEW COM NEW

      2,271.13        2,823.48   

TRIMAS CORP COM NEW COM NEW

      137,461.34        126,852.00   

TRINA SOLAR LTD-SPON ADR COMSTK CALL OPTEXP 01/22/11 PR $24 PER SH

      (868.16 )      (560.00 ) 

TRINA SOLAR LTD-SPON ADR COMSTK CALL OPTEXP 01/22/11 PR $25 PER SH

      (569.30 )      (205.00 ) 

TRINITY IND INC COM

      35,581.84        51,129.55   

TRINITY IND INC COM

      228,115.75        340,608.00   

TRINSIC INC COM NEW

      7,332.56        0.30   

TRIPLE-S MGMT CORP CL B CL B

      40,157.76        38,160.00   

TRIQUINT SEMICONDUCTOR INC COM

      63,462.81        91,065.10   

TRIUMPH GROUP INC NEW COM

      243,006.62        295,053.00   

TRIUMPH GROUP INC NEW COM

      220,794.46        326,346.50   

TRIUMPH GROUP INC NEW COM

      330,924.76        377,310.20   

TRONOX WORLDWIDE LLC / TRONOX FIN CORP SR NT 9.5 12-1-12/12-1-09 BD IN DEFAULT

      5,000.00        5,260.45   

TRUE 2 BEAUTY INC COM STK

      2,197.80        2,430.00   

TRUE NORTH ENERGY CORP COM STK

      3,064.89        20.00   

TRUE RELIGION APPAREL INC COM STK

      4,100.47        4,541.04   

TRUE RELIGION APPAREL INC COM STK

      266,312.82        312,975.60   

TRUEBLUE INC COM STK

      2,681.59        3,310.16   

TRUEBLUE INC COM STK

      83,443.70        111,538.00   

TRUSTCASH HLDGS INC COM STK

      18.00        0.30   

TRW AUTOMOTIVE HLDGS CORP COM

      754,067.96        774,690.00   

TSAKOS ENERGY NAV LTD SHS

      14,560.47        8,000.00   

TTC TECHNOLOGY CORP

      1,014.37        0.50   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

TTM TECHNOLOGIES INC COM

      6,909.33        8,952.00   

TUBE MEDIA CORP COM

      2,409.95        7.00   

TUESDAY MORNING CORP COM NEW ISIN US8990355054

      434.17        528.00   

TUFCO TECHNOLOGIES INC COM

      1,099.38        640.00   

TUFFNELL LTD COM STK

      1,363.90        1,100.00   

TULLOW OIL ORD GBP0.10

      691,213.62        688,409.05   

TUPPERWARE BRANDS CORPORATION

      4,668.81        5,194.22   

TUPRAS(T PETR RAF) TRY1

      296,324.16        281,041.81   

Turkish lira

      270.08        270.08   

Turkish lira

      5,181.20        5,181.20   

TUTOR PERINI CORP COM

      778.79        749.35   

TUTOR PERINI CORP COM

      395,722.05        201,254.00   

TUTOR PERINI CORP COM

      684,202.23        528,827.00   

TW TELECOM INC CL A STK

      3,700.05        3,410.00   

TW TELECOM INC CL A STK

      257,768.52        251,828.50   

TW TELECOM INC CL A STK

      330,229.80        306,900.00   

TWO HBRS INVT CORP COM

      29,916.95        29,370.00   

TWO RIVS WTR CO COM

      0.00        17.36   

TX CAP BANCSHARES INC COM

      436,927.01        548,744.73   

TXU CORP 6.55% DUE 11-15-2034

      144,371.50        55,025.00   

TYCO ELECTRONICS LTD F

      18,673.01        23,434.80   

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80

      7,193.92        10,857.28   

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80

      471,812.18        510,375.04   

TYCO INTL FIN S A 6.75% DUE 02-15-2011

      89,398.30        90,624.15   

TYHEE DEV CORP

      14,327.56        4,347.00   

TYSON FOODS INC CL A COM (DELAWARE)

      38,985.83        42,038.86   

TYSON FOODS INC CL A COM (DELAWARE)

      122,557.46        129,098.34   

TYSON FOODS INC CL A COM (DELAWARE)

      507,197.32        516,014.52   

U M H PPTYS INC COM STK

      21,331.37        25,115.90   

U S AUTO PTS NETWORK INC COM

      615.20        840.00   

U S AWYS GROUP INC COM

      1,736,138.96        2,231,229.00   

U S GEOTHERMAL INC COM STK

      17,637.11        12,870.00   

U S GLOBAL INVS INC CL A CL A STK

      11,799.00        8,943.00   

U S GOLD CORP COM PAR $0.10 COM PAR $0.10

      23,369.29        40,931.04   

U S MICROBICS COM

      0.04        0.01   

U S PRECIOUS METALS INC DEL COM STK

      105,595.72        21,503.20   

U S SHIPPING PARTNERS L P

      4,203.55        0.00   

U S SILVER CORP COM

      3,055.49        2,988.90   

U S W 6.875% DUE 09-15-2033

      10,010.00        9,762.50   

U S WIRELESS ONLINE INC COM

      1,756.95        2,457.90   

U.S. CELLULAR CORP COM

      1,934.71        2,497.00   

U.S. CELLULAR CORP COM

      32,717.84        39,952.00   

U.S. CELLULAR CORP COM

      32,834.25        44,946.00   

U308 CORP COM

      1,083.40        54,550.04   

UAL CORP CAPITAL TRUST I TR ORIGINATED PFD SECS 13.25%

      1,307.60        0.00   

UAUA 01/22/2011 5.000 C UAUA 110122C00005000

      (40,066.00 )      0.00   

UAUA 01/22/2011 7.500 C UAUA 110122C00007500

      (2,268.07 )      0.00   

UAUA 110122C00030000 UAUA 01/22/2011 3.000 C

      (379.29 )      0.00   

UBISOFT ENTERTAIN NPV

      365,720.30        417,986.79   

UBROADCAST INC COM

      46,012.14        1,409.63   

UBS AG CHF0.10

      623,464.81        632,864.78   

UBS AG JERSEY BRH E TRACS LKD TO UBS BLOOMBERG CONSTANT DUE 05-14-2018 REG

      4,678.23        5,229.98   

UBS AG JERSEY BRH PERFORMANCE SECS WITH CONTINGENT PROTECTION LKD TO

      5,643.00        918.00   

UBS AG SHS COM

      14,097.23        13,950.09   

UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK ENTRY MTN 3.875% DUE 01-15-2015

      258,889.80        267,961.72   

UCO 01/22/2011 14.000 C UCO 110122C00014000

      (535.53 )      0.00   

UCO 110122C00013000 UCO 01/22/2011 13.000 C

      (385.54 )      0.00   

UCORE RARE METALS INC COM STK

      9,612.48        10,586.51   

UDS GROUP INC COM

      29,426.22        0.00   

UEX CORP COM

      55,355.08        57,461.41   

UGI CORP NEW COM

      25,043.07        31,580.00   

UGI CORP NEW COM

      30,854.09        38,579.45   

UIL HLDGS CORP COM

      39,679.36        44,390.89   

UIT CANFOR PULP INCOME FD UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG

      0.00        0.00   

UIT CHEMTRADE LOGISTICS INC FD UNITS CTFOF OWN EVID UNDIV INT $1000 UIT VAL REG

      11,613.19        14,292.02   

UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG

      2,184.17        3,191.39   

UIT KEMPER TX EXMP INSD INC TR UNIT SER A-9M MONTHLY

      35,516.94        37,051.63   

UIT ONEOK PARTNERS L P UNIT LTD PARTSHIPCTF OF OWN EVID UNDIV $1000 UIT VAL REG

      70,212.26        83,571.43   

ULTA SALON COSMETICS & FRAGRANCE INC COMSTK

      334,232.44        518,500.00   

ULTRA CLEAN HLDGS INC COM

      4,691.35        4,655.00   

ULTRA PETE CORP COM NPV

      171,383.94        171,589.84   

ULTRALIFE CORPORATION

      6,119.35        7,568.45   

UMICORE COMMON STOCK NPV

      371,887.10        591,224.90   

UMPQUA HLDGS CORP COM

      15,386.20        18,879.00   

UNDER ARMOR INC CL A

      121,776.93        153,387.48   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

UNG 01/22/2011 12.000 C UNG 110122C00012000

      (157.29 )      0.00   

UNG 110122C00007000 UNG 01/22/2011 7.000 C

      (292.14 )      0.00   

UNI SER TR SOUND MIND INVESTING FD

      541,637.93        634,456.70   

UNICAPITAL CORP NEW COM

      28,538.07        187.90   

UNICO INC COM PAR $.001 STK

      42,970.71        31.76   

UNICREDIT SPA EUR0.50

      943,334.96        667,108.53   

UNIFIRST CORP MASS COM

      42,719.07        60,555.00   

UNILEVER NV CVA EUR0.16

      756,154.09        828,383.28   

UNION DRILLING INC COM

      12,256.00        14,560.00   

UNION ELEC CO PFD $3.50

      7,312.95        6,400.00   

UNION PAC CORP COM

      162,195.81        189,501.75   

UNION PAC CORP COM

      466,162.32        593,024.00   

UNION PAC CORP COM

      418,358.32        1,149,817.94   

UNIONBANCAL CORP PFD STK

      5,968.06        0.00   

UNIONE DI BANCHE I EUR2.50

      518,008.74        421,000.09   

UNIQUE PIZZA & SUBS CORP COM NEW STK

      50,199.11        0.00   

UNISYS CORP COM NEW COM NEW

      16,176.65        14,239.50   

UNIT CORP COM

      18,188.84        18,592.00   

UNIT CORP COM

      197,234.46        199,864.00   

UNIT CORP COM

      410,186.61        474,467.84   

UNITED BANCORP INC OHIO COM

      17,632.84        17,420.00   

UNITED CONTINENTAL HOLDING COM STK CALL OPT EXP 3/19/11 PR $25 PER SH

      (1,685.45 )      (91,800.00 ) 

UNITED CONTINENTAL HOLDINGS COMSTK CALL OPT EXP 01/22/11 PR $25 PER SH

      (10,762.07 )      (3,340.00 ) 

UNITED CONTINENTAL HOLDINGS COMSTK CALL OPT EXP 01/22/11 PR $26 PER SH

      (1,529.99 )      (2,346.00 ) 

UNITED CONTINENTAL HOLDINGS COMSTK CALL OPT EXP 01/22/11 PR $28 PER SH

      (464.25 )      (11,100.00 ) 

UNITED CONTINENTAL HOLDINGS COMSTK CALL OPT EXP 03/19/11 PR $21 PER SH

      (21,576.90 )      (1,590.00 ) 

UNITED CONTL HLDGS INC COM STK

      277,378.55        498,719.34   

UNITED CONTL HLDGS INC COM STK

      48,090,313.57        57,968,316.27   

UNITED ENVIRONMENTAL ENERGY CORP DEL COMNEW STK

      9.01        0.00   

UNITED GUARDIAN INC COM

      116,154.85        140,000.00   

UNITED INTERNET AG NPV(REGD)

      115,129.20        127,055.21   

UNITED MNG GROUP INC COM

      1,003.06        1,342.00   

UNITED NAT FOODS INC COM

      252,033.38        279,868.40   

UNITED ONLINE INC COM

      16,305.96        14,864.27   

UNITED ONLINE INC COM

      188,934.69        128,700.00   

UNITED ONLINE INC COM

      739,164.50        723,874.80   

UNITED PARCEL SVC INC CL B

      401,467.72        468,438.87   

UNITED PARCEL SVC INC CL B

      945,861.89        1,030,636.00   

UNITED PARCEL SVC INC CL B

      884,373.17        1,110,474.00   

UNITED PARCEL SVC INC CL B

      1,638,253.62        1,805,935.56   

United States dollar

      (0.01 )      (0.01 ) 

United States dollar

      0.00        0.00   

United States dollar

      0.00        0.00   

United States dollar

      546.00        546.00   

United States dollar

      2,460.00        2,460.00   

United States dollar

      300,436.06        300,436.06   

United States dollar

      799,768.78        799,768.78   

United States dollar

      3,627,447.85        3,627,447.85   

United States dollar

      4,189,642.63        4,189,642.63   

United States dollar

      4,291,293.29        4,291,293.29   

United States dollar

      9,381,057.99        9,381,057.99   

United States dollar

      14,253,721.10        14,253,721.10   

UNITED STATES NATURAL GAS FUND LP UNIT

      1,165,825.95        1,095,797.42   

UNITED STATES TREAS BD STRIPPED PRIN PMT028 02-15-2025 (UNDDATE) REG

      260,218.40        288,706.08   

UNITED STATES TREAS BD STRIPPED PRIN PMT7.50% 11-15-2024 (UNDDATE) REG

      263,697.20        292,404.84   

UNITED STATES TREAS BDS INDEX LINKED 1.75 DUE 01-15-2028 REG

      23,086.10        26,559.30   

UNITED STATES TREAS BDS INFLATION INDEX LINKED 3.875% 04-15-2029

      193,509.39        214,108.99   

UNITED STATES TREAS BILLS 02-17-2011 UNITED STATES TREAS BILLS

      399,669.00        399,942.40   

UNITED STATES TREAS NTS 2.625 DUE 11-15-2020 REG

      599,143.90        594,267.03   

UNITED STATES TREAS NTS DTD 00139 4.5% DUE 09-30-2011 REG

      19,963.88        20,621.88   

UNITED STATES TREAS NTS DTD 00171 4.125%DUE 08-31-2012 REG

      34,807.90        37,083.59   

UNITED STATES TREAS NTS DTD 00306 2.625%DUE 08-15-2020 REG

      161,632.39        161,167.99   

UNITED STATES TREAS NTS T-NT 4.25% DUE 01-15-2011 REG

      26,230.03        25,031.25   

UNITED STATES TREAS SEC STRIPPED INT PMT00522 11-15-2029 (UNDDATE) REG

      14,818.90        12,696.09   

UNITED STATES TREAS SEC STRIPPED INT PMT02-15-2019 (UNDDATE) REG

      30,655.25        38,875.00   

UNITED STATES TREAS SEC STRIPPED INT PMT08-15-2011 (UNDDATE) REG

      29,738.50        49,925.80   

UNITED STS OIL & GAS CORP COM STK

      2,189.30        160.00   

UNITED STS STL CORP NEW COM

      144,422.79        211,188.30   

UNITED STS STL CORP NEW COM

      186,818.01        231,585.23   

UNITED TECHNOLOGIES CORP COM

      578,922.22        686,576.16   

UNITED TECHNOLOGIES CORP COM

      627,775.62        830,181.12   

UNITED TECHNOLOGIES CORP COM

      771,881.14        1,828,901.76   

UNITED UTILITIES GROUP ORD GBP0.05

      227,226.57        245,804.85   

UNITEDHEALTH GROUP 4.875% DUE 02-15-2013

      79,160.80        85,171.52   

UNITEDHEALTH GROUP 4.875% DUE 04-01-2013

      78,902.40        85,483.84   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

UNITEDHEALTH GROUP INC COM

      502,278.36        570,538.00   

UNITEDHEALTH GROUP INC COM

      620,731.52        640,952.50   

UNITEDHEALTH GROUP INC COM

      627,832.51        999,380.36   

UNITRIN INC COM

      7,572.50        11,926.61   

UNITRIN INC COM

      102,675.52        107,976.00   

UNIVERSAL ACCESS GLOBAL HLDGS INC COM NEW STK

      6,455.42        0.00   

UNIVERSAL DETECTION TECHNOLOGY COM NEW STK

      9,791.55        4.50   

UNIVERSAL FST PRODS INC COM

      1,847.71        1,633.80   

UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT

      3,501.05        3,653.00   

UNIVERSAL INS HLDGS INC COM

      5,068.00        4,870.00   

UNIVERSAL POTASH CORP COM STK

      2,499.85        429.00   

UNUM GROUP

      143,079.09        167,118.00   

UNUM GROUP

      207,272.08        193,324.04   

UNVL AMERN FINL CORP COM

      11,157.50        13,803.75   

UNVL AMERN FINL CORP COM

      60,588.54        110,430.00   

UNVL CORP VA COM

      10,442.70        10,352.05   

UNVL DISPLAY CORP COM

      8,550.24        11,953.50   

UNVL EXPRESS INC COM

      1,429.85        0.00   

UNVL GUARDIAN HLDGS INC COM

      3,428.68        2.40   

UNVL HEALTH SERVICES INC CL B COM

      24,401.26        28,234.85   

UNVL HEALTH SERVICES INC CL B COM

      62,837.06        95,524.00   

UNVL HEALTH SERVICES INC CL B COM

      341,040.28        464,159.80   

UNVL TECH INST INC COM

      95,253.80        103,494.00   

UNX ENERGY CORP COMMON STK

      11,459.09        15,297.20   

UOMO MEDIA INC COM STK

      1,905.79        15.60   

UPLIFT NUTRITION INC COM STK

      93,699.85        3,507.00   

UPM-KYMMENE CORP NPV

      210,919.89        231,047.79   

UPSNAP INC COM

      2,662.95        2.50   

UQM TECHNOLOGIES INC COM

      55,260.80        44,217.61   

URACAN RES LTD COM STK

      68,035.16        58,031.76   

URANERZ ENERGY CORP COM STK

      67,327.24        100,875.18   

URANIUM ENERGY CORP COM

      71,426.02        94,616.60   

URANIUM HUNTER CORP COM STK

      759.95        4.20   

URANIUM ONE INC COM

      83,680.04        89,290.50   

URANIUM PARTN CORP COM

      13,379.11        13,581.90   

URANIUM RES INC COM PAR $0.001 COM PAR $0.001

      203,861.15        316,142.20   

URBAN OUTFITTERS INC COM

      17,098.86        17,403.66   

URBAN OUTFITTERS INC COM

      100,528.57        115,988.59   

URBAN OUTFITTERS INC COM

      298,080.82        318,709.00   

URBAN OUTFITTERS INC COM

      459,589.48        520,283.49   

UR-ENERGY INC COM

      69,764.01        207,446.20   

UROPLASTY INC COM NEW

      97,575.85        201,500.00   

URS CORP NEW COM

      11,261.06        10,402.50   

URS CORP NEW COM

      271,339.82        307,914.00   

URS CORP NEW COM

      340,113.90        332,880.00   

URS CORP NEW COM

      552,433.63        510,804.36   

URSTADT BIDDLE PPTYS INC SR PFD STK SER D 7.5%

      4,000.00        4,033.48   

US AIRWAYS GROUP INC COMSTK CALL OPT EXP01/22/11 PR $11 ER SH

      (245.47 )      0.00   

US BANCORP

      83,624.61        102,025.00   

US BANCORP

      1,129,683.22        1,301,626.14   

US ECOLOGY INC COM

      31,403.39        33,022.00   

US ENERGY INITIATIVES CORP COM STK

      1,515.30        160.00   

US FARMS INC COM NEW STK

      1,365.40        3.10   

US NAT GAS CORP COM STK

      38,366.04        8,988.75   

US NATURAL GAS FUND LP COM STK CALL OPT EXP 2/19/11 PR $6 PER SH

      (417.90 )      (760.00 ) 

US NATURAL GAS FUND LP COM STK CALL OPT EXP 4/16/11 PR $7 PER SH

      (480.31 )      (690.00 ) 

US OF AMER TREAS NTS 2.375 TIPS 04/15/2011 USD1000

      10,746.39        11,116.91   

US TREAS BDS 4.375 DUE 05-15-2040 REG

      1,556,033.16        1,441,945.40   

US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG

      889,609.55        947,787.64   

US TREAS BDS INDEX LINKED NOTES 2.375 DUE 01-15-2027 REG

      27,675.81        32,525.04   

US TREAS BDS INDEX LINKED NOTES 2.375 DUE 01-15-2027 REG

      36,045.77        36,156.72   

US TREAS BDS INFLATION INDEXED DUE 04-15-2028/12-09-1999 REG

      350,141.02        541,096.85   

US TREAS INFL INDEXED BONDS 2.375 DUE 01-15-2025 BEO

      10,796.05        12,907.67   

US TREAS NTS INDEX LINKED 2.00 DUE 01-15-2016 REG

      19,413.18        23,990.44   

US TREAS NTS INDEX LINKED 2.36434 DUE 01-15-2014 REG

      5,173.82        6,351.79   

US TREAS NTS INDEX LINKED 2.375 DUE 01-15-2017 REG

      14,559.26        16,917.03   

US TREAS NTS INFLATION INDEXED 2.00 DUE 07-15-2014 REG

      42,964.41        115.00   

US TREAS NTS INFLATION-INDEXED NT DUE 01-15-2011 BEO

      30,405.65        31,443.80   

US TREAS SEC STRIPPED INT PMT 0 15/5/2020 USD1000 05-15-2020 REG

      3,346.76        3,610.16   

US TREASURY DTD 02/15/2010 02-15-2040

      298,384.36        299,877.50   

USA MOBILITY INC COM STK

      40,057.18        55,087.00   

USA MOBILITY INC COM STK

      48,089.63        63,089.54   

USA TECHNOLOGIES INC COM NO PAR STK

      2,143.90        2,060.00   

USAMERIBANK LARGO FLA CTF DEP DTD 03-10-2010 1.1 03-12-2012

      10,000.00        10,000.00   

USB CAP III TR PFD SECS 7.75%

      418.17        8.30   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

USB CAP VI GTD TR PFD SECS

      2,454.95        2,481.00   

USB CAP XI GTD TR PFD SECS 6.60

      30,782.26        32,630.00   

USCORP COM NEW

      2,938.80        1,475.00   

USEC INC COM

      389,798.94        399,920.64   

USEC INC SR NT CONV 3% DUE 10-01-2014 REG

      7,422.50        8,909.61   

USG CORP 6.3% DUE 11-15-2016

      13,087.89        13,960.00   

USG CORP COM NEW

      75,738.27        102,663.00   

USX CORP ADJBL RATE PFD STK NO PAR

      10,849.54        12,579.95   

UTD HLTH GROUP FOR A/C 2614202

      127,455.97        144,059.55   

UTD MEXICAN STS # TR 00020 6.05 DUE 01-11-2040

      36,720.00        32,720.00   

UTD MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 6.75 DUE 09-27-2034 REG

      94,200.41        103,500.00   

UTD O/S BANK NPV

      900,970.62        879,243.50   

UTD PARCEL SVC INC 4.5% DUE 01-15-2013

      79,660.00        85,577.68   

UTD PARCEL SVC INC 5.5% DUE 01-15-2018

      3,706.06        4,505.96   

UTD RENTALS INC COM

      619.36        1,137.50   

UTD TECHNOLOGIES 4.5% DUE 04-15-2020

      102,094.00        104,967.80   

UTD TECHNOLOGIES 5.375% DUE 12-15-2017

      10,368.40        11,306.67   

UTD THERAPEUTICS CORP DEL COM STK

      87,812.12        94,830.00   

UTD THERAPEUTICS CORP DEL COM STK

      333,338.01        421,045.20   

UTI WORLDWIDE INC ORD NPV

      1,928.95        2,120.00   

UTI WORLDWIDE INC ORD NPV

      44,454.58        78,440.00   

UTIL PIPELN LTD CL B PFD

      16,185.75        16,160.55   

UTILICORP CAP L P MONTHLY INC PFD SECS SER A 8.875

      38,299.90        37,995.00   

UWINK INC DEL COM STK

      433.15        3.64   

V F CORP COM

      18,450.67        21,055.76   

V F CORP COM

      90,811.82        188,217.12   

V I P HLDG 6 CUM

      10,000.00        10,091.70   

VA ELEC & PWR CO 1999 SER A SR NT LIQUIDS PRFD STK

      59,962.34        10,769.44   

VAALCO ENERGY INC COM NEW COM NEW

      18,792.32        25,618.48   

VAALCO ENERGY INC COM NEW COM NEW

      36,008.50        35,800.00   

VAIL RESORTS INC COM

      4,026.46        5,204.00   

VAL NATL BANCORP COM

      317,470.55        363,649.00   

VALASSIS COMMUNICATIONS INC COM

      2,904.04        3,105.60   

VALCENT PRODUCTS INC NEW

      469.00        190.00   

VALE OVERSEAS LTD 6.875% DUE 11-21-2036

      95,932.17        109,998.20   

VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK

      67,630.78        67,301.91   

VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK

      227,302.43        330,144.30   

VALENCE TECHNOLOGY INC COM

      17,327.74        26,040.00   

VALENCE TECHNOLOGY INC COM STK CALL OPT EXP 6/18/11 PR $2.5 PER SH

      (89.26 )      0.00   

VALEO EUR3

      123,393.31        478,302.89   

VALERO ENERGY CORP COM STK NEW

      253,813.85        304,320.86   

VALERO ENERGY CORP COM STK NEW

      370,919.42        329,344.40   

VALERO ENERGY CORP COM STK NEW

      376,301.82        460,088.00   

VALIDUS HOLDING LTD COM STK USD0.175

      23,754.80        24,488.00   

VALLEY FORGE COMPOSITE TECHNOLOGIES INC COM

      23.03        166.00   

VALSPAR CORP COM

      3,044.94        3,502.13   

VALSPAR CORP COM

      120,721.85        162,056.00   

VALSPAR CORP COM

      457,048.86        496,512.00   

VALUECLICK INC COM STK ISIN#US92046N1028

      49,473.67        37,093.42   

VANDA PHARMACEUTICALS INC COM

      15,135.08        17,028.00   

VANDERBILT MTG & FIN INC 1997B MFD HSG SR/SUB PASSTHRU IB-2 8.155 10-07-26 BEO

      15,204.95        13,454.51   

VANDERBILT MTG & FIN INC 1997C MFD HSG SR/SUB PASSTHRU IB-2 7.83 08-07-2027 REG

      15,102.70        14,259.67   

VANDERBILT MTG & FIN INC SER 2000B CL IB-2 9.25 DUE 07-07-2030 REG

      113,253.47        96,124.99   

VANGUARD INDUSTRIALS ETF

      3,437.07        4,786.57   

VANGUARD NAT RES LLC COM UNIT REPSTG LTDLIABLITY CO INTS

      31,575.25        39,095.01   

VANGUARD SHORT-TERM BOND ETF

      474,226.95        470,129.23   

VARIAN MEDICAL SYSTEMS INC

      25,973.51        35,679.20   

VARIAN MEDICAL SYSTEMS INC

      143,235.65        207,424.32   

VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM

      369,095.18        511,664.80   

VASCO DATA SEC INTL INC COM

      20,261.51        12,341.34   

VASCULAR SOLUTIONS INC COM

      3,719.66        4,688.00   

VASOMEDICAL INC COM

      198.17        235.00   

VCA ANTECH INC COM STK

      6,291.95        6,987.00   

VCG HLDG CORP COM STK

      453.96        109.50   

VECTOR GROUP LTD COM STK

      34,807.30        37,416.22   

VECTREN CORP COM

      11,751.17        12,690.00   

VEECO INSTRS INC DEL COM

      176,302.42        184,255.44   

VEGABIOFUELS INC COM STK

      202.30        0.01   

VELOCITY EXPRESS CORP COM PAR NEW STK

      924.47        20.00   

VENTAS INC REIT

      21,206.95        20,992.00   

VENTAS INC REIT

      95,254.48        207,296.00   

VERENIUM CORP COM NEW COM NEW

      7,011.68        4,585.60   

VERIFONE SYSTEMS INC COM

      47,618.88        48,277.12   

VERIFONE SYSTEMS INC COM

      58,028.82        127,248.00   

VERIFONE SYSTEMS INC COM

      308,334.69        519,403.20   

 

- 149 -

Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

VERIFONE SYSTEMS INC COM

      445,806.13        1,419,008.00   

VERIGY LTD ORD SHS

      7,596.21        4,257.54   

VERISIGN INC COM

      103,945.52        141,297.75   

VERISIGN INC COM

      148,558.29        163,350.00   

VERISIGN INC COM

      861,700.63        1,247,994.00   

VERIZON 4.35% DUE 02-15-2013

      39,448.00        42,536.24   

VERIZON COMMUNICATIONS COM

      507,028.01        547,434.00   

VERIZON COMMUNICATIONS COM

      2,102,330.09        2,544,852.50   

VERIZON COMMUNICATIONS COM

      2,227,855.13        2,578,720.42   

VERIZON COMMUNICATIONS INC BD 5.5 DUE 04-01-2017/03-31-2017 BEO

      10,399.69        11,101.59   

VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/19/13 PR $35 PER SH

      (670.04 )      (1,395.00 ) 

VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/19/13 PR $40 PER SH

      (266.80 )      (9,468.00 ) 

VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/22/11 PR $33 PER SH

      (219.26 )      (1,432.00 ) 

VERIZON WIRELESS 8.5% DUE 11-15-2018

      19,801.20        26,171.00   

VERMILION ENERGY INC COM

      11,747.70        21,120.75   

VERMILLION INC COM NEW STK

      882.95        376.00   

VERSANT CORP COM NEW COM NEW

      5,045.36        3,863.10   

VERSAR INC COM

      16,198.79        6,940.00   

VERTEX PHARMACEUTICALS INC COM

      44,568.33        45,188.70   

VERTICAL COMPUTER SYS INC COM NEW

      6,355.64        4,700.00   

VIACOM INC NEW CL B

      5,636.37        8,281.50   

VIACOM INC NEW CL B

      358,414.93        419,866.00   

VIACOM INC NEW CL B

      548,597.96        602,349.27   

VIASPACE INC COM STK

      1,473.19        48.76   

VIASYSTEMS GROUP INC COM PAR$.01 COM PAR$.01

      1,333.95        1,107.70   

VICAL INC COM COM

      19,211.09        13,130.00   

VICAL INC COM COM

      12,672.00        13,332.00   

VICTORY ENERGY CORP COM NEW COM NEW

      1,010.95        14.88   

VILLAGE ROADSHOW PRIDES 6.5%

      2,494.83        4,075.00   

VIMPELCOM LTD-SPONSORED ADR

      341,129.50        311,132.48   

VIPER NETWORKS INC COM

      116.95        0.90   

VIPER RES INC NEV COM

      1,636.24        28.92   

VIRAGEN INC COM NEW

      5,411.19        0.00   

VIRAL GENETICS INC DEL COM

      1,094.30        426.58   

VIRGINIA MINES INC COM STK

      45,214.39        94,280.60   

VIRNETX HLDG CORP COM STK

      922.54        742.50   

VIROPHARMA INC COM STK

      28,091.59        39,784.04   

VIROPHARMA INC COM STK

      492,485.60        616,592.00   

VISA INC COM CL A STK

      1,039,209.74        862,858.80   

VISA INC COM CL A STK

      1,142,468.10        1,080,680.54   

VISA INC COM CL A STK

      1,370,443.01        1,568,066.40   

VISA INC COM CL A STK

      1,676,694.14        1,574,119.08   

VISA INC-CLASS A SHARES COMSTK CALL OPT EXP 1/22/11 PR $72.50 PER SH

      (468.50 )      (492.00 ) 

VISHAY INTERTECHNOLOGY INC COM STK

      77,635.24        98,135.80   

VISHAY INTERTECHNOLOGY INC COM STK

      192,208.75        411,407.00   

VISION-SCIENCES INC DEL COM STK

      287.10        278.00   

VISTA GOLD CORP REORGANIZATION SHS COM STK

      90,780.16        84,367.00   

VISTAPRINT NV COM USD0.001

      3,056.22        3,680.00   

VISTAPRINT NV COM USD0.001

      543,148.05        583,740.00   

VISTAPRINT NV COM USD0.001

      647,218.06        866,548.00   

VISTEON CORP COM NEW COM NEW

      14,093.17        15,592.50   

VISTEON CORP WT EXP

      8,244.31        2,982.07   

VITAMIN SHOPPE INC COM

      212,234.55        268,110.80   

VITERRA INC COM STK

      2,850.03        2,801.79   

VITESSE SEMICONDUCTOR CORP COM STK

      6,900.35        2,807.30   

VIVENDI SA EUR5.50

      359,827.17        380,273.91   

VIVUS INC COM

      78,495.42        101,027.34   

VMWARE INC CL A COM CL A COM

      430,160.41        586,806.00   

VMWARE INC CL A COM CL A COM

      726,111.95        761,780.88   

VMWARE INC-CLASS A COM STK CALL OPT EXP 1/22/11 PR $90 PER SH

      (302.29 )      0.00   

VODAFONE GROUP ORD USD0.11428571

      671,228.73        813,039.32   

VODAFONE GROUP ORD USD0.11428571

      1,062,367.50        1,092,134.66   

VOESTALPINE AG NPV

      280,439.90        374,674.45   

VOIP INC COM NEW STK

      3,601.45        0.00   

VOLCANO CORP COM STK

      45,055.66        56,668.25   

VOLCOM INC COM

      9,227.20        10,001.10   

VOLTERRA SEMICONDUCTOR CORP COM

      3,812.32        4,053.00   

VONAGE HLDGS CORP COM

      99,723.44        98,000.00   

VORNADO RLTY TR COM

      4,958.75        4,999.80   

VORNADO RLTY TR COM

      323,890.70        340,736.37   

VORNADO RLTY TR PFD SER E 7%

      2,536.95        2,470.00   

VSE CORP COM

      1,077.39        1,287.78   

VULCAN MATERIALS CO COM

      27,256.06        30,001.02   

VULCAN MATERIALS CO COM

      167,863.35        143,415.88   

VULCAN MATERIALS CO COM

      627,476.03        634,348.00   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

VYTERIS INC FORMERLY VYTERIS HLDGS NEV INC TO 05/02/2007 COM NEW COM NEW

      654.97        13.26   

VZ 01/21/2012 35.000 C VZ 120121C00035000

      (3,949.02 )      (561.00 ) 

W & T OFFSHORE INC COM

      14,933.75        15,636.25   

W & T OFFSHORE INC COM

      111,291.08        126,877.00   

W COAST BANCORP ORE NEW COM

      5,580.69        5,640.00   

W.P STEWART & CO LTD COM

      7,426.10        936.00   

WA MUT FIN CORP 6.875% DUE 05-15-2011

      9,535.00        10,216.04   

WA MUT INC CONV PREF STOCK

      35,517.66        20,300.00   

WA MUT INVS FD INC (FOR NTSI USEONLY)DO NOT USE SEE 2901111

      90,330.43        75,426.72   

WABASH NATL CORP COM

      3,302.98        5,925.00   

WABCO HLDGS INC COM STK

      15,573.97        18,461.79   

WABTEC CORP COM

      1,601.88        1,851.36   

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 5.05 09-30-2013

      34,000.00        34,000.00   

WACHOVIA CAP TR III FXD-FLTG RATE BD DUE 08-29-2049 REG

      70,087.94        60,725.00   

WACHOVIA CAP TR IV GTD TR PFD SECS

      6,697.91        8,603.00   

WACHOVIA CORP NEW 5.625% DUE 10-15-2016

      163,811.20        217,568.60   

WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU D 505 09-19-2013

      90,000.00        97,088.40   

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        3,198.75   

WACKER CHEMIE AG NPV(BR)

      135,719.71        116,752.21   

WALGREEN CO COM

      113,938.34        149,216.80   

WALGREEN CO COM

      413,669.45        474,898.44   

WALGREEN CO COM

      428,564.36        576,608.00   

WALGREEN CO COM

      481,404.05        907,339.44   

WALGREEN CO COM STK CALL OPT EXP 1/22/11 PR $32 PER SH

      (815.54 )      (7,050.00 ) 

WAL-MART STORES 5.8% DUE 02-15-2018

      27,993.04        28,629.95   

WAL-MART STORES INC COM

      316,923.81        318,187.00   

WAL-MART STORES INC COM

      539,803.84        571,658.00   

WAL-MART STORES INC COM

      1,042,255.20        1,056,025.12   

WAL-MART STORES INC COM

      1,551,061.14        2,658,263.63   

WAL-MART STORES INC COM STK CALL OPT EXP 11/20/10 PR $55 PER SH

      (245.78 )      0.00   

WALT DISNEY CO

      316,795.39        361,838.86   

WALT DISNEY CO

      387,101.76        488,042.61   

WALT DISNEY CO

      701,686.15        720,192.00   

WALT DISNEY CO

      807,236.24        980,999.03   

WALT DISNEY CO

      1,123,135.04        1,787,163.95   

WALTER ENERGY INC

      108,948.82        129,656.48   

WALTER ENERGY INC

      261,943.08        465,337.60   

WALTER INVT MGMT CORP

      29,025.54        30,177.13   

WANDERPORT CORP COM STK

      506.95        450.00   

WAR EAGLE MNG INC COM NEW

      3,292.95        241.60   

WARNACO GROUP INC COM NEW COM NEW

      247,525.20        292,421.70   

WARNACO GROUP INC COM NEW COM NEW

      529,466.66        534,179.00   

WARNER CHILCOTT PLC COM

      27,725.20        25,312.32   

WARNING MODEL MGMT LLC COM

      15,390.78        0.00   

WARREN RES INC COM

      505.29        452.00   

WARTSILA EUR3.50

      75,194.21        82,100.20   

WASH FED INC COM

      598,411.62        568,410.48   

WASH POST CO CL B COM

      14,580.47        9,669.00   

WASH POST CO CL B COM

      110,204.17        60,651.00   

WASHINGTON MUT BK HENDERSON NEV CTF DEP DTD 04-18-2007 5.1 04-18-2017

      10,000.00        10,000.00   

WASHINGTON MUT INC 7.75% NON CUMULATIVE PERP CONV PFD CONV PFD

      594,508.98        342,968.50   

WASHINGTON MUT INC DEPOSITARY SHS REPSTG1/40000 PERP PFD

      89,111.09        31,558.67   

WASHINGTON MUTUAL INC

      349,468.16        109,944.62   

WASTE MGMT INC DEL COM STK

      140,797.24        163,113.76   

WASTE MGMT INC DEL COM STK

      279,865.65        339,204.00   

WASTE MGMT INC DEL COM STK

      471,218.30        441,407.64   

WATCHIT TECHNOLOGIES INC COMMON STOCK

      246.90        52.50   

WATERS CORP COM

      17,934.77        22,458.19   

WATERS CORP COM

      96,864.44        178,422.16   

WATSCO INC COM

      7,982.85        10,975.92   

WATSON PHARMACEUTICALS INC COM

      12,654.89        13,325.70   

WATSON PHARMACEUTICALS INC COM

      128,371.57        162,904.10   

WATSON PHARMACEUTICALS INC COM

      188,065.16        237,590.00   

WATSON PHARMACEUTICALS INC COM

      309,363.33        423,530.00   

WATTS WTR TECHNOLOGIES INC

      1,845.46        2,195.40   

WATTS WTR TECHNOLOGIES INC

      151,383.06        182,950.00   

WAVE SYS CORP CL A NEW STK

      4,307.26        4,925.00   

WD 40 CO COM STK

      46,631.82        65,320.14   

WEATHERFORD INTL LTD

      215,067.82        291,224.40   

WEATHERFORD INTL LTD

      1,428,981.44        1,909,044.00   

WEB COM GROUP INC COM

      58,450.60        57,958.55   

WEBSAFETY INC COM STOCK

      1,086.95        540.00   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

WEBSTER FNCL CORP WATERBURY CONN COM

      80,461.02        86,680.00   

WEIGHT WATCHERS INTL INC NEW COM

      32.13        47.31   

WEIGHT WATCHERS INTL INC NEW COM

      1,601,120.90        1,529,592.00   

WEINGARTEN RLTY DEP SHS REPSTG 1/100 PFDSER E 6.95%

      10,164.70        9,925.95   

WEINGARTEN RLTY INVS COM

      6,619.32        7,469.26   

WELLCARE HLTH PLANS INC COM

      6,592.66        8,008.30   

WELLMAN INC COM

      10,646.13        0.00   

WELLPOINT INC 5.875% DUE 06-15-2017

      9,924.60        11,178.01   

WELLPOINT INC 7% DUE 02-15-2019

      39,936.00        47,085.44   

WELLPOINT INC COM

      105,426.66        104,963.56   

WELLPOINT INC COM

      412,761.94        449,194.00   

WELLPOINT INC COM

      394,382.50        563,084.58   

WELLPOINT INC COM

      1,460,675.75        1,525,098.92   

WELLPOINT INC NT 4.35 DUE 08-15-2020

      134,084.60        128,987.04   

WELLS FARGO & CO 4.875% DUE 01-12-2011

      10,255.00        10,007.98   

WELLS FARGO & CO 6.375% DUE 08-01-2011

      86,430.55        87,726.12   

WELLS FARGO & CO COM STK CALL OPT EXP 1/19/13 PR $27.5 PER SH

      (467.29 )      (200.00 ) 

WELLS FARGO & CO COM STK CALL OPT EXP 1/22/11 PR $32.5 PER SH

      (194.26 )      (770.00 ) 

WELLS FARGO & CO NEW COM STK

      130,002.38        136,356.00   

WELLS FARGO & CO NEW COM STK

      630,764.08        778,468.80   

WELLS FARGO & CO NEW COM STK

      912,815.06        1,048,346.98   

WELLS FARGO & CO NEW COM STK

      2,277,634.23        1,967,865.00   

WELLS FARGO & CO NEW COM STK

      4,032,536.61        4,092,632.37   

WELLS FARGO & CO NEW DEP SHS SER J

      42,206.74        55,057.11   

WELLS FARGO CAP IX TR ORIGINATED PFD SECS 5.625% TOPRS

      2,291.32        2,420.00   

WELLS FARGO CAP X 5.95% DUE 12-15-2086

      99,900.00        96,526.40   

WELLS FARGO CAP XII ENHANCED TR PFD SECSTRUPS PFD STK

      66,283.31        69,732.00   

WELLS FARGO CAP XV C CRF WFC DUE 12-29-2044/09-26-2017 BEO

      100,000.00        111,250.00   

WELLS FARGO FINL 6.125% DUE 04-18-2012

      9,822.50        10,609.09   

WELLSTONE FILTERS INC COM PAR $0.001 COMSTK

      52,834.23        3.60   

WENDYS / ARBYS GROUP INC COM STK

      14,273.95        13,980.51   

WENDYS / ARBYS GROUP INC COM STK

      136,540.17        135,366.00   

WERNER ENTERPRISES INC COM

      223,783.97        232,780.00   

WESCO FNCL CORP CAP

      2,290.17        2,210.46   

WESCO INTL INC COM

      1,737.84        4,382.40   

WESCO INTL INC COM

      357,820.87        583,968.00   

WEST CANYON ENERGY CORP COM NEW COM NEW

      3,874.86        4.00   

WESTAR ENERGY INC COM

      9,619.84        10,064.00   

WESTAR ENERGY INC COM

      295,812.92        332,112.00   

WESTELL TECHNOLOGIES INC CL A

      863.65        981.00   

WESTERN COPPER CORP COM

      759.60        267.70   

WESTERN LITHIUM USA CORP COM STK

      3,000.00        2,964.00   

WESTERN REFNG INC 5.75% DUE 06-15-2014

      7,635.00        12,048.00   

WESTERN STD ENERGY CORP COM NEW STK

      2,120.95        21.00   

WESTERN UNION CO

      85,536.22        93,234.38   

WESTERN UNION CO

      216,405.93        214,669.20   

WESTERN UNION CO

      237,900.36        306,386.43   

WESTERN UNION CO

      1,051,981.29        1,196,799.36   

WESTERN URANIUM CORP

      5,051.75        6,521.40   

WESTERN WIND ENERGY CORP COM

      6,045.85        8,177.50   

WESTFED HLDGS INC SR PFD SER A 15.5%

      758.00        0.00   

WESTLAKE CHEM CORP 6.625% DUE 01-15-2016

      6,980.85        7,236.25   

WESTN DIGITAL CORP COM

      129,100.49        138,040.80   

WESTN DIGITAL CORP COM

      160,762.73        196,043.70   

WESTN REFNG INC COM

      127,445.42        142,798.26   

WESTN REFNG INC COM

      288,130.50        370,618.52   

WESTON GEORGE LTD PFD 4.75% SER V

      34,297.83        40,289.36   

WESTPAC BKG CORP NPV

      214,119.75        232,047.53   

WESTPORT INNOVATIONS INC COM STK

      41,322.24        44,448.00   

WET SEAL INC CL A CL A

      94,078.75        91,020.00   

WEX PHARMACEUTICALS INC COM

      16,041.70        1,207.20   

WEYERHAEUSER CO COM

      40,594.91        37,357.48   

WEYERHAEUSER CO COM

      272,376.17        255,346.77   

WGL HLDGS INC COM

      20,676.95        21,188.93   

WHIRLPOOL CORP COM

      3,989.73        4,707.99   

WHIRLPOOL CORP COM

      114,226.76        169,842.96   

WHITBREAD ORD GBP0.76797385

      102,882.46        105,433.82   

WHITE MOUNTAINS INSURANCE GROUP COM STOCK

      8,863.58        8,810.17   

WHITE MOUNTAINS INSURANCE GROUP COM STOCK

      164,989.50        167,800.00   

WHITEHALL ENTERPRISES INC COM

      34,413.44        61.90   

WHITING PETE CORP COM STK

      8,598.12        9,843.96   

WHITING USA TR I TR UNIT COM STK

      15,850.15        15,750.00   

WHITNEY HLDG CORP COM

      243,194.96        362,933.35   

WHOLE FOODS MKT INC COM

      219,754.56        187,132.41   

WHOLE FOODS MKT INC COM

      197,942.62        294,194.86   

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

WHOLE FOODS MKT INC COM

      489,123.72        705,730.50   

WHOLE FOODS MKT INC COM

      794,183.18        1,335,576.00   

WIDEPOINT CORP COM

      15,546.95        14,874.00   

WILDHORSE ENERGY LTD

      1,277.15        2,434.50   

WILEY JOHN & SONS INC CL A

      2,726.12        4,343.04   

WILEY JOHN & SONS INC CL A

      100,602.06        135,720.00   

WILLBROS GROUP INC COM

      1,777.38        1,964.00   

WILLIAM HILL ORD GBP0.10

      366,331.51        106,870.97   

WILLIAMS CO INC COM

      92,118.13        113,480.23   

WILLIAMS CO INC COM

      281,335.54        363,804.24   

WILLIAMS CO INC COM

      422,360.75        541,368.00   

WILLIAMS COS INC 7.5% DUE 01-15-2031

      2,846.77        3,369.16   

WILLIAMS COS INC 7.75% DUE 06-15-2031

      52,211.25        71,055.37   

WILLIAMS COS INC 7.875% DUE 09-01-2021

      146,794.82        148,722.46   

WILLIAMS CTLS INC COM NEW COM NEW

      3,800.35        3,180.00   

WILLIAMS PARTNERS 5.25% DUE 03-15-2020

      193,199.60        196,954.00   

WILLIS LEASE FIN CORP COM

      932.95        1,303.00   

WILMINGTON TR CO DEL C/D ACT/365 S/A DTD10-29-2010 .7 04-30-2012

      108,000.00        107,766.72   

WILMINGTON TR CO DEL CTF DEP DTD 07-21-2010 1.8 07-22-2013

      200,000.00        200,000.00   

WILMINGTON TR CO DEL DTD 07-21-2010 .6 C/D 07-21-2011

      50,000.00        50,000.00   

WILMINGTON TR CO DEL DTD 09-22-2010 .2 C/D 03-22-2011

      59,000.00        58,941.00   

WILMINGTON TR CO DEL DTD 10-29-2010 .45 C/D 10-28-2011

      50,000.00        49,900.00   

WILMINGTON TR CORP NEW COM

      1,398.79        1,193.50   

WILSHIRE BANCORP INC COM

      1,955.96        1,104.90   

WINDSTREAM CORP 8.625% DUE 08-01-2016

      37,439.85        36,837.50   

WINDSTREAM CORP COM STK

      117,164.88        169,649.80   

WINDSTREAM CORP COM STK

      220,088.08        256,467.55   

WINN DIXIE STORES INC COM NEW STK

      2,611.23        2,872.00   

WINNER MED GROUP INC COM NEW COM

      25,437.90        22,550.00   

WINTHROP RLTY TR SH BEN INT NEW SH BEN INT NEW

      21,279.13        20,464.00   

WIRELESS RONIN TECHNOLOGIES INC COM STK

      44,629.00        14,500.00   

WIS ENERGY COM

      2,982.60        2,943.00   

WIS ENERGY COM

      129,812.62        173,048.40   

WISDOMTREE DIVID EX-FINLS FD

      77,616.61        81,546.36   

WISDOMTREE INTL DIVID EX-FINLS FD

      27,337.04        31,108.56   

WI-TRON INC COM

      2,484.62        33.00   

WITS BASIN PRECIOUS MINERALS INC COM STK

      8,855.80        1,479.00   

WIZZARD SOFTWARE CORP NEW COM

      5,230.76        745.00   

WMS INDS INC COM STK

      22,191.45        22,620.00   

WMS INDS INC COM STK

      255,228.96        404,219.40   

WNH LTD PARTNERSHIP ZCP DUE 10-01-2012

      9,432.70        9,200.00   

WOLSELEY ORD GBP0.10

      66,729.06        91,931.54   

WOLTERS KLUWER EUR0.12

      852,353.79        767,832.66   

WOLVERINE WORLD WIDE INC COM

      3,095.59        3,421.17   

WONDER AUTO TECHNOLOGY INC COM STK\

      22,649.66        17,719.00   

WOODWARD INC COM

      1,514.26        1,878.00   

WOODWARD INC COM

      225,747.49        307,240.80   

WOOLWORTHS LTD

      8,163.41        8,293.71   

WORDLOGIG CORP COM STK

      46,686.45        16,500.00   

WORLD FUEL SERVICE COM STK USD0.01

      23,944.66        28,938.45   

WORLD HEART CORP

      2,000.78        1,081.77   

WORLD HLTH ALTERNATIVES INC COM

      1,925.86        0.39   

WORLD HOCKEY ASSN CORP COM NEW STK

      4,613.85        0.00   

WORLD WRESTLING ENTMNT

      8,812.88        7,253.87   

WORLDGATE COMMUNICATIONS INC COM ISIN US98156L3078

      16,309.62        4,356.00   

WORLDSPACE INC CL A CL A COM STK

      1,037.90        38.50   

WORTHINGTON INDS INC COM

      5,194.75        7,612.28   

WPP PLC ORD GBP0.10

      667,879.23        691,264.39   

WRT ENERGY CORP CONV PFD STK

      35,935.45        82.76   

WW GRAINGER INC COMSTK CALL OPT EXP 04/16/2011 PR $$135 PER SH

      (3,032.92 )      (3,320.00 ) 

WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO

      109,253.10        121,728.97   

WYNDHAM WORLDWIDE CORP COM STK

      10,440.84        20,912.08   

WYNDHAM WORLDWIDE CORP COM STK

      158,815.81        131,943.84   

WYNDHAM WORLDWIDE CORP COM STK

      723,261.12        817,908.00   

WYNN RESORTS LTD COM

      96,956.60        197,503.68   

WYNN RESORTS LTD COM

      278,122.61        281,626.85   

XCEL ENERGY INC COM

      85,113.94        96,756.05   

XCEL ENERGY INC COM

      260,963.06        272,591.25   

XENACARE HLDGS INC COM STK

      13,296.43        3,059.00   

XENONICS HLDGS INC COM STK

      37,394.21        5,540.16   

XEROX CORP COM

      249,049.86        267,193.96   

XEROX CORP COM

      425,891.58        401,967.36   

XEROX CORP COM

      317,002.66        404,352.00   

XILINX INC COM

      52,278.63        58,331.81   

XILINX INC COM

      234,359.64        189,036.54   

 

 

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Table of Contents

SUPPLEMENTAL SCHEDULE

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2010

Employer Identification Number: 36-2675206; Plan Number: 010

 

XL GROUP PLC ORD USD0.01

      1,984.55        3,273.00   

XL GROUP PLC ORD USD0.01

      338,173.67        177,592.98   

XL GROUP PLC ORD USD0.01

      838,327.90        829,160.00   

XOMA LTD COM

      22,984.13        20,822.67   

XSTRATA PLC ORD GBP

      444,888.49        500,441.47   

XSUNX INC COM

      484,798.39        129,122.84   

XTREME OIL & GAS INC COM STK

      75.68        4.10   

XYBERNAUT CORP COM

      32,422.70        0.00   

XYRATEX (BERMUDA) LTD COM NPV

      121,575.32        125,587.00   

YAHOO INC COM

      103,329.93        110,323.42   

YAHOO INC COM

      1,353,007.05        545,314.33   

YAMAHA CORP NPV

      181,325.69        206,084.83   

YAMAHA MOTOR CO NPV

      83,119.76        91,248.40   

YAMANA GOLD INC COM STK

      384,449.43        454,924.80   

YAMANA GOLD INC COM STK CALL OPT EXP 1/22/11 PR $12.5 PER SH

      (476.53 )      (925.00 ) 

YARA INTERNATIONAL NOK1.7

      311,366.75        367,512.98   

YELLOW MEDIA INC COM NPV

      35,963.52        40,060.80   

YELLOWCAKE MNG INC COM

      2,255.04        91.00   

YINGLI GREEN ENERGY HOLD-ADR CALL OPT EXP 1/22/11 PR $111 PER SH

      (80.78 )      0.00   

YOHO RES INC

      19,849.37        10,229.01   

YONGYE INTL INC COM STK

      49,868.50        55,246.80   

YORA INTL INC COM NEW STK

      2,272.10        0.00   

YOUKU.COM INC-SPON ADR COMSTK CALL OPT EXP 01/22/11 PR $40 PER SH

      (272.78 )      0.00   

YRC WORLDWIDE INC COM NEW COM NEW

      684,138.37        289,527.60   

YTB INTL INC CL A COM STK

      91,175.75        5,949.04   

YTB INTL INC CL B CL B

      43.70        0.83   

YUHE INTL INC COM STK

      88,054.58        71,868.50   

YUKON GOLD CORP INC COM

      7,365.85        340.00   

YUKON-NEVADA GOLD CORP COM STK

      2,886.95        3,462.00   

YUM BRANDS INC COM

      328,354.83        389,049.35   

YUM BRANDS INC COM

      163,926.33        578,348.55   

YUM! BRANDS INC COM STK CALL OPT EXP 1/22/11 PR $50 PER SH

      (426.02 )      0.00   

ZAGG INC COM STK

      19,109.14        22,860.00   

ZALE CORP NEW COM STK

      25,206.95        34,080.00   

ZALICUS INC COM

      59,486.79        67,466.00   

ZAP COM NEW

      9,380.87        12,159.00   

ZARLINK SEMICONDUCTOR INC COM

      1,025.79        874.69   

ZEBRA TECHNOLOGIES CORP CL A

      923.56        1,481.61   

ZEONS CORP COM

      131,062.69        102.12   

ZEP INC COM STK

      363.23        357.84   

ZEVOTEK INC COM NEW COM NEW

      6.30        4.80   

ZHNE/ZHONE TECHNOLOGIES INC

      250.47        213.60   

ZHONGPIN INC COM STK

      22,382.24        28,560.00   

ZIMMER HLDGS INC COM

      42,395.25        44,393.36   

ZIMMER HLDGS INC COM

      185,144.86        266,682.24   

ZION OIL & GAS INC COM STK

      65,960.52        86,776.12   

ZIONS BANCORP COM

      68,207.53        72,690.00   

ZIONS BANCORP COM

      193,555.19        108,623.09   

ZIONS BANCORPORATION COMSTK CALL OPT EXP01/22/11 PR $22.50 PER SH

      (2,260.19 )      (3,434.00 ) 

ZIONS BANCORPORATION COMSTK CALL OPT EXP01/22/11 PR $24 PER SH

      (197.78 )      (279.00 ) 

ZIONS BANCORPORATION COMSTK CALL OPT EXP01/22/2011 PR $26 PER SH

      (285.46 )      (210.00 ) 

ZIOPHARM ONCOLOGY COM STK

      3,961.47        4,660.00   

ZIPPI NETWORKS INC COM PAR $.00001 SEPT 2010 COM PAR $.00001 SEPT 2010

      1,505.24        450.00   

ZIX CORP COM

      4,682.39        9,821.00   

ZOLL MED CORP COM

      61,855.72        96,798.00   

ZOLTEK COMPANIES INC COM STK CALL OPT EXP 1/22/11 PR $12.5 PER SH

      (356.79 )      (375.00 ) 

ZOLTEK COS INC COM

      29,902.73        35,693.45   

ZOOM TECHNOLOGIES INC COM NEW COM NEW

      446.85        447.00   

ZORAN CORP COM

      21,486.76        17,160.00   

ZORAN CORP COM

      186,479.91        107,360.00   

ZURICH FINL SVCS CHF0.10

      484,519.10        546,094.71   

ZURICH FINL SVCS CHF0.10

      557,650.86        621,739.71   

ZWEIG TOTAL RETURN FD INC COM

      141,693.47        121,333.75   

ZYGO CORP COM

      13,287.29        18,375.00   
                

Grand Total

    $ 2,922,872,647.04      $ 3,216,811,964.63   
                

Reconciliation

          (in millions)  

Investments per Statement of Net Assets Available for Benefits

      $ 3,190   

add: Pending trade receivables - net

        26   
          

Assets per schedule of assets held for investment purposes (above)

      $ 3,216   
          

 

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Table of Contents

SIGNATURES

The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

 

  United Airlines Pilot Directed Account Plan
Date: June 17, 2011  

/s/ Chris Kenny

  Chris Kenny
 

Vice President and Controller of

United Continental Holdings, Inc.

and United Airlines, Inc.

Table of Contents

EXHIBIT INDEX

 

Exhibit
No.

   

Description

23.1    Consent of Independent Registered Public Accounting Firm – Washington, Pittman & McKeever, LLC
23.2    Consent of Independent Registered Public Accounting Firm – Deloitte & Touche LLP