Form 11-K
Table of Contents

 
 
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
     
þ   ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2008
OR
     
o   TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the transition period from                      to                     
Commission file number: 001-06033
A.  
Full title of the plan and the address of the plan, if different from that of the issuer named below:
United Airlines Pilot Directed Account Plan
Benefits Administration — OPCHR
United Air Lines, Inc.
P.O. Box 66100
Chicago, IL 60666
B.  
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
UAL Corporation
77 W. Wacker Drive
Chicago, Illinois 60601
(312) 997-8000
 
 

 

 


 

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN
TABLE OF CONTENTS
         
    Page  
 
       
    1  
 
       
FINANCIAL STATEMENTS:
       
 
       
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    3  
 
       
    4-14  
 
       
    15  
 
       
    16  
 
       
    19  
 
       
       
 
       
EXHIBIT
       
 
       
The following exhibit is filed herewith:
       
 
       
 Exhibit 23 Consent of Independent Registered Public Accounting Firm
NOTE:  
All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.

 

 


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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Trustees and Participants of the
United Airlines Pilot Directed Account Plan
We have audited the accompanying statements of net assets available for benefits of the United Airlines Pilot Directed Account Plan (the “Plan”), as of December 31, 2008 and 2007, and the related statement of changes in net assets available for benefits for the year ended December 31, 2008. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2008 and 2007, and the changes in net assets available for benefits for the year ended December 31, 2008 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, 2008 and (2) assets (held at end of year) as of December 31, 2008, are presented for the purpose of additional analysis and are not a required part of the basic financial statements, but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These schedules are the responsibility of the Plan’s management. Such schedules have been subjected to the auditing procedures applied in our audit of the basic 2008 financial statements and, in our opinion, are fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.
/s/ Deloitte & Touche LLP
Chicago, Illinois
June 29, 2009

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2008 AND 2007
(In millions)
                 
    2008     2007  
 
               
ASSETS:
               
Participant-directed investments, at fair value (Notes 3 & 9)
    2,346       3,184  
Contributions receivable
    13       3  
Accrued income—net
    4       7  
Collateral received for securities loaned (Note 3)
    85       215  
 
           
 
               
Total assets
    2,448       3,409  
 
           
 
               
LIABILITIES:
               
Pending trade payables—net
    (31 )     (54 )
Obligation for collateral received for securities loaned (Note 3)
    (86 )     (216 )
 
           
 
               
Total liabilities
    (117 )     (270 )
 
           
 
               
NET ASSETS AVAILABLE FOR BENEFITS
  $ 2,331     $ 3,139  
 
           
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, 2008
(In millions)
         
ADDITIONS:
       
Contributions:
       
Employer contributions
  $ 135  
Participant contributions
    45  
Rollover contributions (Note 1)
    2  
 
     
 
       
Total contributions
    182  
 
       
Investment income:
       
Income from securities lending
    2  
Dividends and interest
    71  
 
     
 
       
Total additions
    255  
 
     
 
       
DEDUCTIONS:
       
Net depreciation in fair value of investments
    (912 )
Benefits paid to participants
    (138 )
Administrative expenses
    (13 )
 
     
 
       
Total deductions
    (1,063 )
 
     
 
       
DECREASE IN NET ASSETS
    (808 )
 
       
NET ASSETS AVAILABLE FOR BENEFITS:
       
 
       
Beginning of year
    3,139  
 
     
End of year
  $ 2,331  
 
     
See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2008 AND 2007, AND FOR THE YEAR ENDED DECEMBER 31, 2008
1.  
DESCRIPTION OF PLAN
The following description of the United Airlines Pilot Directed Account Plan (the “Plan”) is for general information purposes only. Participants should refer to the Plan document for more complete information.
General and Plan Participants—The Plan is a defined contribution plan covering all employees of United Air Lines, Inc. (“United” or the “Company”) who are represented by the Air Line Pilots Association, International (“ALPA”). United pilots are eligible to become participants in the Plan on their date of hire. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”).
Trustee and Record Keeper —The Russell Trust Company (“Russell” or “Trustee”) serves as Plan Trustee. Per the United Airlines, Inc. Pilots’ Directed Account Plan Trust Agreement, Russell is responsible for many aspects of the trust, including administration and the management and custody of all Plan assets. As approved by the Retirement and Welfare Administration Committee appointed by the Board of Directors of the Company, Russell has hired The Northern Trust Company to serve as sub-custodian of the Plan and Hewitt & Associates to serve as the subagent performing the participant recordkeeping functions.
Contributions— There are several types of contributions that may be made to the Plan on participants’ behalf:
   
Company Contributions: The Company contributes to the Plan an amount equal to 16% of participant eligible earnings. Company contributions on behalf of a participant are allocated directly to each participant’s account. The participant is not required to contribute to the Plan to receive this direct employer contribution.
 
   
Employee contributions: Eligible employees may elect to contribute to the Plan in any whole percentage from 1% to 60% of eligible earnings. Eligible employees may also make a supplemental election to contribute an additional pretax contribution in an amount equal to 1% to 90% of their net pretax pay. Section 402(g) of the Internal Revenue Code (“IRC”) limits the amount of pretax 401(k) contributions to a maximum of $15,500 in 2008. 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 $46,000.

 

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Voluntary pretax catch-up contributions: Participants age 50 or older at any time during the Plan year can make additional pretax catch-up contributions to the Plan. This catch-up contribution is available only to the extent the participant has contributed the maximum amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calendar year 2008, the maximum amount is $5,000.
 
   
Rollover Contributions— Participants may elect to roll over money into the Plan from certain other qualified employer plans or qualified IRA. The Plan will not accept a rollover of after-tax contributions. Rollover contributions for the year ended December 31, 2008, include $2,030,255, which were transferred from other qualified plans as rollovers under the IRC Sections 402(c) and 408(d).
Participant Accounts—Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the contributions, and Plan earnings, and charged with withdrawals and an allocation of Plan losses and administrative expenses. Allocations are based on account balances, as defined by the Plan. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account.
Investments—Participants direct the investment of their contributions and account balances in 1% increments into the following various investment options offered by the Plan:
   
Money Market Fund
 
   
Short-Term Bond Fund
 
   
Diversified Bond Fund
 
   
Value Equity Fund
 
   
Growth Equity Fund
 
   
Small Cap Equity Fund
 
   
International Equity Fund
 
   
S&P 500 Index Fund
 
   
AutoPDAP Funds, which are funds that are invested in a diversified portfolio of underlying stock and bond funds strategically mixed for investors based on their estimated retirement date.
 
   
Individual Brokerage Account (IBA) — Subject to a number of conditions and restrictions, this option allows participants to select from a wide range of investments, including UAL common stock, which are made available through the Charles Schwab and Co., Inc. individual brokerage account network.
Vesting—Participants are vested immediately in their contributions and the Company’s contributions, plus actual earnings thereon, and the balance of a participant’s account is nonforfeitable at all times. Accordingly, there are no forfeitures under the Plan.
Participant Loans—Active employees- receiving regular pay from the Company- may borrow from their fund accounts. A loan may not exceed $50,000 minus their highest outstanding loan balance over the last 12 months or one-half of their PDAP account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by a pro rata transfer from the assets of the account invested in the investment funds (excluding Individual Brokerage Account). The loan is secured by the participant’s account balance, and is generally repaid through payroll deductions on an after-tax basis for the term of the loan, which is a maximum of 60 months. The term of the loan may be extended to a period up to 15 years if the loan is used to acquire a principal residence. Loans are subject to an annual interest rate at one percent above the prime rate listed in the Wall Street Journal on the business day preceding the effective date of the participant request (interest rates ranged from 4.25% to 10.5% at December 31, 2008). Participants may only have one loan outstanding at any time. Participants are eligible to request a new loan 30 days after full repayment of a prior loan. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant’s account and added to the loan amount.

 

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Payment of Benefits—Withdrawals from the Plan may be made as follows, as applicable to the participant’s eligibility, amount requested, and existing balances:
   
Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or in the form of a fixed or variable annuity. All or a portion of the amount of the distribution may be excluded from income by a direct roll over into an Individual Retirement Account, qualified plan, an annuity contract or annuity plan under Section 403, and certain governmental plans under Section 457. However, distributions required under the minimum distribution rules, a hardship distribution from pretax contributions, or periodic payments in substantially equal amounts over the life, life expectancy or period of 10 years and more are not eligible for rollover distributions. Participants must begin to receive plan benefits not later than April 1st of the year following the year in which they reach age 70 1/2. At a minimum, they must draw benefits in annual installments at least equal to the minimum required by law.
 
   
Distributions of accounts due to the death of a participant may be taken by the participant’s beneficiaries in any one, or any combination of forms, and in any proportions, as are made available to participant upon retirement or termination of employment. The participant’s surviving spouse, if any, is automatically the beneficiary of at least half of the account. The surviving spouse may elect to defer distribution until participant would have attained age 70 1/2 or may elect an earlier distribution. Any designated beneficiary who is not the participant’s surviving spouse may elect a direct trustee-to-trustee transfer of eligible distributions.
 
   
In-service withdrawals for participants who are actively employed or are absent due to reasons of illness (other than grounded status), or approved leave of absence and maintain an employer-employee relationship with the Company are permitted as follows:
   
Discretionary withdrawals of after-tax contributions and earnings
 
   
Hardship withdrawals of pretax 401(k) contributions, subject to restrictions described in the Plan
 
   
After reaching age 59 1/2, rollover contributions (as adjusted for earnings and losses) may be withdrawn at any time. After rollover contributions are depleted, pretax contributions (but no earnings) can be withdrawn.
Generally, withdrawals are allocated pro rata to the balances of each of the investment funds in the participant’s account.
2.  
SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting—The financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America.
Use of Estimates—The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amount of net assets available for benefits and changes therein. 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 2006, the Financial Accounting Standards Board (“FASB”) issued Statement of Financial Accounting Standards (“SFAS”) No. 157, Fair Value Measurements (“SFAS 157”). SFAS 157 defines fair value, establishes a framework for measuring fair value and expands disclosures about fair value measurements. SFAS 157 applies to reporting periods beginning after November 15, 2007. The Plan adopted SFAS No. 157 on January 1, 2008. (See Note 9 “Fair Value Measurements”).
In March 2008, the FASB issued SFAS No. 161, Disclosures about Derivative Instruments and Hedging Activities—an amendment of FASB Statement No. 133 (“SFAS 161”). This Statement changes the disclosure requirements for derivative instruments and hedging activities. Entities are required to provide enhanced disclosures about (a) how and why an entity uses derivative instruments, (b) how derivative instruments and related hedged items are accounted for under SFAS No. 133, Accounting for Derivative Instruments and Hedging Activities (“SFAS 133”) and its related interpretations and (c) how derivative instruments and related hedged items affect an entity’s financial position, financial performance, and cash flows. SFAS 161 is effective for periods beginning January 1, 2009, although early adoption is allowed. The Plan is currently evaluating the impact of adopting SFAS 161.
In October 2008, the FASB issued FASB Staff Position (“FSP”) No. 157-3, Determining the Fair Value of a Financial Asset When the Market for That Asset Is Not Active (“FSP 157-3”). FSP No. 157-3 clarifies the application of SFAS 157 in a market that is not active and provides examples to illustrate key considerations in determining fair value in such market. The adoption of FSP 157-3 did not have a material effect on the Plan’s financial statements.
In April 2009, the FASB issued FASB Staff Position (“FSP”) FAS 157-4, Determining Fair Value when the Volume and Level of Activity for the Asset or Liability have Significantly Decreased and Identifying Transactions that are not Orderly (“FSP 157-4”), which is effective for the Plan for the year ending December 31, 2009. FSP 157-4 affirms that the objective of fair value when the market for an asset is not active is the price 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 under current market conditions. The FSP provides guidance for estimating fair value when the volume and level of market activity for an asset or liability have significantly decreased and determining whether a transaction was orderly. This FSP applies to all fair value measurements when appropriate. The Plan is currently evaluating the impact of adopting FSP 157-4.
Investment Valuation and Income Recognition—The Plan’s investments are reported at fair value (See Note 9 “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 payables are recorded net of related receivables and represent net amounts due 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.

 

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Net Appreciation (Depreciation) in Value of Investments—Net appreciation (depreciation) 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 depreciation in fair value of investments. United performs certain administrative functions for the Plan without charge.
Payment of Benefits—Benefit payments to participants are recorded upon distribution. Amounts relating to participants who have elected to withdraw from the Plan but have not yet been paid were $293,262 and $1,429,065 at December 31, 2008 and 2007, 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, 2008 and 2007, are as follows (in millions):
                 
    2008     2007  
 
               
Frank Russell Short-Term Investment Fund
  $ 523     $ 476  
Schwab Money Market Fund *
  $ 233     $ 139  
     
*  
Represented less than 5% of the Plan’s net assets available for benefits as of December 31, 2007.
During the year ended December 31, 2008, the Plan’s investments (including gains and losses on investments bought and sold, as well as held during the year) depreciated in value as follows (in millions):
         
Cash and cash equivalents
  $ (1 )
Equity securities
    (904 )
Corporate and International Bonds
    (17 )
Government securities and other fixed income instruments
    31  
Net Gain on In-Kind Schwab IBA Benefit Distributions
    (21 )
 
     
 
       
Total
  $ (912 )
 
     
The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management strategy that utilizes the existing securities (government bonds, corporate bonds, or equities) of the Trust to earn additional income ($1,566,277 and $861,104 in 2008 and 2007, respectively). It involves the loaning of securities by the Lending Agent (The Northern Trust Company) to a select group of approved broker-dealers. In return for the loaned securities, the Lending Agent simultaneously receives collateral from a borrower (such as in the form of cash, U.S. government securities and irrevocable bank letters of credit) as a precaution against possible default of any borrower on the return of the loan. Each loan is collateralized to the extent of 102% for domestic securities and 105% for international securities of the fair value of the loan (including any accrued interest if appropriate to particular securities). The collateral is marked-to-market on a daily basis to maintain the margin requirement.

 

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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.
As of December 31, 2008, the investment managers were as follows:
         
Money Market Fund
  -   Russell Trust Company
 
       
Short Term Bond Fund
  -   Pacific Investment Management Company LLC
 
       
Diversified Bond Fund
  -   Western Asset Management Company
 
  -   Pacific Investment Management Company LLC
 
  -   Russell Trust Company
 
       
International Equity Fund
  -   Arrowstreet Capital, LP
 
  -   Marsico Capital Management, LLC
 
  -   MFS Institutional Advisors, Inc.
 
  -   AllianceBernstein. LP
 
  -   Russell Trust Company
 
       
Value Equity Fund
  -   Dodge & Cox Incorporated
 
  -   Jacobs Levy Equity Management, Inc.
 
  -   MFS Institutional Advisors, Inc.
 
  -   Deprince, Race & Zollo, Inc.
 
  -   JS Asset Management
 
  -   Russell Trust Company
 
       
Growth Equity Fund
  -   Marsico Capital Management, LLC
 
  -   Cornerstone Capital Management, Inc.
 
  -   Suffolk Capital Management, LLC
 
  -   Sustainable Growth Advisers. LP
 
  -   Turner Investment Partners, Inc.
 
  -   Russell Trust Company
 
       
Small Cap Equity Fund
  -   ClariVest Asset Management, LLC
 
  -   Copper Rock Capital Partners, LLC
 
  -   Delaware Investment Advisers
 
  -   Jacobs Levy Equity Management, Inc.
 
  -   Martingale Asset Management, LP
 
  -   Opus Capital Management
 
  -   Turner Investment Partners, Inc.
 
  -   Russell Trust Company
 
       
S&P 500 Index Fund
  -   PanAgora Asset Management, Inc.
 
  -   Russell Trust Company
 
       
Individual Brokerage Account Option
  -   Self-directed account with Charles Schwab

 

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4.  
DERIVATIVE FINANCIAL INSTRUMENTS
The Plan allows certain investment managers to reduce the funds’ exposure to foreign currency fluctuations through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds’ cash position through equity index future contracts. Additionally, other investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. Credit default swaps may be used by investment managers to effectively increase or decrease their exposure to individual corporate bond issues or baskets of corporate bond issues. They may also be used to effectively replicate corporate bond positions and manage overall credit risk. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value as determined by exchange quoted market prices or through other valuation techniques.
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 2008 totaled $11,534,587.
The Plan invests in shares of UAL common stock. UAL is the parent company of United and, as such, investment activity related to UAL common stock qualifies as exempt party-in-interest transactions.
6.  
PLAN TERMINATION
The Company expects to continue the plan indefinitely, but reserves the right to terminate the Plan, in whole or in part, provided that Plan termination is effected by a written resolution adopted by a majority of the Board of Directors of the Company subject to the provisions set forth in ERISA and the currently effective collective bargaining agreement with ALPA. If the Plan is terminated, employer contributions would cease and all amounts credited to a participant’s account at the time of termination shall be retained in the Plan and will be distributed in accordance with ERISA and the normal distribution rules of the Plan.
7.  
FEDERAL INCOME TAX STATUS
The IRS has determined and informed the Company by a letter, dated March 31, 2009, that the Plan and related trust were designed in accordance with applicable regulations of the Internal Revenue Code. United and Plan management believe the Plan is currently designed and operated in accordance with applicable requirements of the Internal Revenue Code, and the Plan and related trust continue to be tax exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.

 

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8.  
RECONCILIATION TO FORM 5500
At December 31, 2008 and 2007, certain participants had requested distributions from the plan, but were not paid until the following January. No liability is recorded in the financial statements for such transactions. However, these amounts are included as a benefit payable in the Form 5500. The reconciliation between the financial statements and the Form 5500 is as follows (in millions):
                 
    2008     2007  
 
               
Net assets available for plan benefits per financial statements
  $ 2,331     $ 3,139  
Less amounts allocated to withdrawing participants
          (2 )
 
           
 
               
Net assets available for plan benefits per Form 5500
    2,331       3,137  
 
           
 
               
Benefits paid to participants per financial statements
  $ 138          
Add amounts allocated to withdrawing participants at December 31, 2008
             
Less amounts allocated to withdrawing participants at December 31, 2007
    (2 )        
 
             
 
               
Benefits paid to participants per Form 5500
  $ 136          
 
             
9.  
FAIR VALUE MEASUREMENTS
Effective January 1, 2008, the Plan adopted SFAS 157 which establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). This hierarchy requires entities to maximize the use of observable inputs and minimize the use of unobservable inputs. The three levels of inputs used to measure fair value are as follows:
     
Level 1
  Quoted market prices in active markets for identical assets that are accessible at the measurement date.
 
   
Level 2
  Quoted market prices of identical assets in inactive markets or similar assets in active markets; and observable or correlated inputs for the asset (e.g., interest rates and yield curves observable at commonly quoted intervals).
 
   
Level 3
  Unobservable inputs that reflect the reporting entity’s own assumptions about inputs used by market participants in pricing assets or liabilities.

 

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Mutual funds and collective trusts represent investments with various investment managers. The respective fair values of these investments are determined by reference to the funds’ underlying assets, which are principally marketable equity and fixed income securities. Shares held in mutual funds are valued at the closing share price, which is based on the funds’ net asset value at year-end. Units held in collective trusts are valued at the unit value as reported by the investment managers at year-end.
Participant loans are valued at cost, which approximates fair value.
Investments in Individual Brokerage Accounts and the UAL Stock Fund are described below:
Cash and short-term investments include cash and short-term interest-bearing investments with initial maturities of three months or less. Such amounts are recorded at cost, plus accrued interest, which approximates market value.
Common stock, preferred stock, and fixed income securities traded in active markets on national and international securities exchanges are valued at closing prices on the last business day of each period presented. Fixed income securities classified as level 2 are valued based on quoted prices in inactive markets.
The following table presents the Trust’s investment assets and liabilities at fair value categorized in the different levels, as of December 31, 2008. As required by SFAS No. 157, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
                                 
(in thousands)   Investment Assets and Liabilities at Fair Value as of December 31, 2008  
    Level 1     Level 2     Level 3     Total  
 
                               
Assets:
                               
Cash and cash equivalents
  $ 29,116     $ 10,169     $     $ 39,285  
Mutual funds
    221,226                   221,226  
Common collective trusts
          998,779             998,779  
Equity securities
    824,625       5,940       48       830,613  
Asset backed securities
          14,777       810       15,587  
Corporate and international bonds
          51,111       390       51,501  
Government securities and other fixed income
          70,181       1,021       71,202  
Other
    100       9,887       601       10,588  
Participant loans
                23,130       23,130  
Securities on loan:
                               
Equity securities
    80,738       612             81,350  
Corporate and international bonds
          969             969  
Government securities and other fixed income
          1,849             1,849  
 
                       
 
                               
Total investment assets at fair value
  $ 1,155,805     $ 1,164,274     $ 26,000     $ 2,346,079  
 
                       
 
                               
Liabilities:
                               
Obligation to return collateral:
                               
Cash and cash equivalents
  $ 85,483     $     $     $ 85,483  
Equity securities
    17                   17  
 
                       
 
                               
Total investment liabilities at fair value
  $ 85,500     $     $     $ 85,500  
 
                       

 

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Table of Contents

Level 3 Gains and Losses
The table below summarizes the changes in the fair value of the Trust’s level 3 investment assets for the year ended December 31, 2008.
                                                         
(in thousands)   Level 3 Investment Assets  
    Year Ended December 31, 2008  
                    Corporate     Government                      
            Asset     and     securities and                      
    Equity     Backed     International     other fixed             Participant        
    Securities     Securities     Bonds     income     Other     Loans     Total  
 
                                                       
Fair value balance, beginning of year
  $ 13     $ 822     $ 116     $ 950     $ 2     $ 21,689     $ 23,592  
 
                                                       
Realized and unrealized gains / (losses)
    (41 )     19       (430 )     (103 )     (7 )           (562 )
Purchases, issuances, and settlements
    76       (31 )     704       174       606       1,441       2,970  
 
                                         
 
                                                       
Fair value balance, end of year
  $ 48     $ 810     $ 390     $ 1,021     $ 601     $ 23,130     $ 26,000  
 
                                         
 
                                                       
The amount of total gains or losses for the period included in net depreciation 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.
  $ (18 )   $ 19     $ (434 )   $ (25 )   $ (6 )   $     $ (464 )
 
                                         
10.  
PLAN AMENDMENTS
During 2008, the Plan was amended to increase the Company contribution on behalf of each participant from 15% to 16% of the Participant’s earnings for hours worked on or after January 1, 2008.
******

 

- 14 -


Table of Contents

SUPPLEMENTAL SCHEDULES

 

- 15 -


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
AS OF DECEMBER 31, 2008
                 
            Disposition  
Identity of Issue/Description of Investment   Acquisition Cost     Proceeds  
ABC LEARNING CENTR NPV
    (12,028.14 )     13,341.65  
ACCURIDE CORP COM STK
    (16,341.50 )     19,356.33  
ADR OAO GAZPROM LEVEL 1 ADR
    (396,582.28 )     376,804.73  
AEON CO LTD NPV
    (44,161.17 )     40,653.56  
AGFA GEVAERT NV NPV
    (77,608.93 )     55,053.37  
ALCATEL-LUCENT EUR2
    (246,327.08 )     276,069.51  
ALLIANCE&LEICESTER ORD GBP0.50
    (225,605.07 )      
ANGLO IRISH BK CP IE EUR0.16
          53,987.20  
ARCANDOR COMMON STOCK
    (24,366.40 )     15,491.06  
ASUSTEK COMPUTER TWD10
    (210,813.98 )     162,799.05  
BANCO BPI SA EUR1(REGD)
    (93,232.39 )     70,196.61  
BANCO SANTANDER EUR0.50(REGD)
          69,338.70  
BCO COM PORTUG. EUR1(REGD)
    (86,416.87 )     76,805.06  
BCO ESPIRITO SANTO EUR5(REGD)
    (21,583.66 )     20,106.33  
BM&F BOVESPA SA BO COM NPV
          164,850.84  
BOLIDEN AB NPV
    (119,822.86 )     110,666.68  
BOVIS HOMES GROUP ORD GBP0.50
    (110,147.77 )     124,541.19  
BRIT AMER TOBACCO ORD GBP0.25
    (145,958.91 )     98,285.99  
CENTRICA PLC RIGHT
          24,678.15  
CENTRO PROPS GPLTD NPV (STAPLED)
    (30,489.75 )     7,479.27  
CEZ CZK100
    (394,909.09 )     299,724.88  
CHINA UNICOM (HK)L HKD0.10
          91,457.20  
CHIYODA CORP NPV
    (111,648.85 )     131,818.75  
CHUGAI PHARMACY CO. LTD NPV
    (129,706.65 )     145,347.11  
CITIGROUP INC GLOBAL SR NT 5.5% DUE 04-11-2013 BEO
    (258,679.20 )     251,902.60  
COMMERZBANK AG ORD NPV
    (685,272.23 )     532,641.81  
COMVERSE TECHNOLOGY INC COM PAR $0.10 COM PAR $0.10
    (83,044.45 )     57,623.51  
COSMO OIL COMPANY NPV
    (42,357.85 )     22,750.23  
CSL LIMITED PLACEMENTS SHARES
    (151,050.21 )      
CSR PLC ORD GBP0.001
    (41,398.63 )     41,258.34  
DAI NIPPON PRINTNG NPV
    (81,631.92 )     67,588.43  
DOWA HOLDINGS CO LTD
    (18,572.76 )     22,584.38  
DSG INTERNATIONAL ORD GBP0.025
    (170,819.96 )     129,725.80  
E.ON AG NPV
    (322,483.38 )     3,930,595.54  
ELAN CORP ORD EUR0.05
    (43,685.81 )     33,192.86  
ELETROPAULO PREF B
    (42,919.15 )     28,909.20  
FABEGE AB NPV
    (120,871.60 )     40,959.82  
FABEGE AB NPV
          17,935.61  
FORTIS NPV
    (689,456.43 )     367,380.61  
FUJIKURA NPV
    (118,375.23 )     133,619.76  
GN STORE NORD DKK4
    (13,708.90 )     13,093.07  
GPE BRUXELLES LAM NPV
    (72,597.77 )     85,508.99  
HBOS PLC ORD GBP0.25 (NPD 18/07/08)
          404.00  
HIKARI TSUSHIN INC NPV
    (100,503.80 )     91,295.93  
HITACHI CONST MACH NPV
    (265,591.19 )     268,696.70  

 

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Table of Contents

                 
            Disposition  
Identity of Issue/Description of Investment   Acquisition Cost     Proceeds  
HITACHI HIGH-TECH NPV
    (37,950.96 )     47,542.10  
HOKURIKU ELEC PWR Y500
    (65,055.99 )     68,961.26  
HONG KONG EXCHANGES & CLEAR
    (20,074.55 )     182,173.78  
IFI(ISTIT FIN IND) PRIV EUR1
    (99,180.17 )     34,604.79  
IFIL SPA EUR1
    (66,845.24 )     64,686.59  
IMERYS EUR2
    (11,204.22 )     9,301.12  
INCITEC PIVOT NPV
    (143,868.26 )     35,931.15  
INVESTEC ORD GBP0.0002
    (40,987.42 )     45,017.99  
IRISH LIFE & EUR0.32
    (86,671.94 )     49,534.43  
ITV ORD GBP0.10
    (262,235.70 )     124,095.35  
JPMORGAN CHASE & CO FORMERLY JP MORGAN 6 DUE 01-15-2018 BEO
    (64,635.90 )     64,539.40  
JS GROUP CORP COM NPV
    (122,883.12 )     88,063.62  
KAJIMA CORP NPV
    (94,101.29 )     91,019.42  
KAWASAKI KISEN KAISHA LTD NPV
    (9,260.69 )     10,300.26  
KEMET CORP COM
    (28,698.40 )     8,900.63  
KGHM POLSKA MIEDZ PLN10 BR
    (259,610.47 )     65,411.06  
KINGFISHER ORD GBP0.157142857
    (186,360.96 )     161,017.40  
KOBE STEEL NPV
    (118,945.96 )     106,437.26  
KUEHNE&NAGEL INTL CHF1(REGD)
    (56,492.77 )     43,085.55  
LAFARGE EUR4
    (688,123.17 )     549,947.43  
LAND SECURITIES GP ORD GBP0.10
    (65,813.75 )     32,594.61  
LEOPALACE 21 CORP NPV
    (11,801.57 )     7,116.39  
LUNDIN PETROLEUM A NPV
    (129,004.06 )     42,690.92  
MEDICEO PALTAC NPV
    (84,716.50 )     54,388.04  
MITSUBISHI RAYON NPV
    (71,725.17 )     55,692.29  
MITSUI MINING & SM NPV
    (29,425.82 )     30,227.01  
NATIXIS EUR1.6(POST SUBDV)
    (12,618.46 )     7,002.60  
NATL BK OF CANADA COM NPV
    (367,056.12 )     302,180.98  
NESTLE SA CHF1(REGD)
    (218,085.26 )     1,919,743.97  
NEWCREST MINING NPV
    (83,607.73 )     76,777.19  
NIPPON EXPRESS CO NPV
    (149,032.80 )     127,361.15  
NIPPON OIL CORP Y50
    (57,481.60 )     59,628.72  
NIPPON STEEL CORP NPV
    (97,548.52 )     99,565.79  
NISHIMATSU CONSTCN NPV
    (52,796.95 )     59,881.20  
NISSIN FOODS HOLDINGS CO LTD NPV
    (66,038.36 )     79,002.27  
NORDEX AG NPV
    (23,025.54 )     21,725.16  
NOVA CHEMICALS COM NPV
    (174,837.07 )     42,603.02  
NTT DOCOMO NPV
    (73,539.56 )     83,450.84  
OGX PETROLEO E GAS COMSTK
    (164,697.23 )     114,172.03  
ONO PHARMACEUTICAL NPV
    (44,880.25 )     38,768.82  
ORIFLAME COSMETICS SDR EACH REP 1 EUR1.25
    (31,181.41 )     35,107.64  
OUTOKUMPU OYJ SER’A’NPV
    (79,025.66 )     63,002.61  
OXIANA LTD NPV
          442,435.05  
OZ MINERALS LTD COMSTK
          71,844.51  
PAPERLINX NPV
    (35,021.23 )     37,605.21  
PILGRIMS PRIDE CORP COM
    (106,092.15 )     102,444.48  
PIRELLI & C EUR0.29
    (57,163.92 )     57,214.26  
PROMISE CO NPV
    (13,228.44 )     13,055.90  
PROSIEBENSAT1 MEDI NPV PRF
    (33,473.56 )     17,950.21  
PVTPL ALLISON TRANSM INC SR NT 144A 11 DUE 11-01-2015 BEO
    (417,500.00 )     443,125.00  

 

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Table of Contents

                 
            Disposition  
Identity of Issue/Description of Investment   Acquisition Cost     Proceeds  
PVTPL ECHOSTAR DBS CORP SR NT 144A 7.75%DUE 05-31-2015 BEO
    (9,975.00 )      
REINET INVESTMENTS ORD NPV
          128,531.19  
REXAM ORD GBX64.285714
    (47,389.21 )     55,634.22  
RICHEMONT(CIE FIN) A CHF1(BR)EQUITY UNIT
    (546,372.90 )     55,731.47  
ROHM CO LTD NPV
    (50,399.75 )     45,244.18  
ROYAL BK SCOT GRP NEW GBP0.25 (NPD-06/06/08)
          139,151.66  
SAIPEM EUR1
    (533,037.18 )     283,448.32  
SAMPO OYJ SER’A’NPV
    (80,363.44 )     87,846.83  
SASOL NPV
    (96,327.52 )     82,659.07  
SEINO HOLDINGS NPV
    (153,671.55 )     135,508.34  
SEMGROUP ENERGY PARTNERS LP COM UNIT REPSTG LTD COM UNIT
    (207,714.25 )     218,834.02  
SHINSEI BANK NPV
    (68,247.58 )     72,671.99  
SHISEIDO CO LTD NPV
    (88,625.93 )     78,984.96  
SIMS METAL MANAGEMENT LTD
    (93,243.96 )     76,765.45  
SINGAPORE EXCHANGE NPV
    (21,223.87 )     19,656.49  
SINGAPORE PETROLEUM CO. LTD SGD0.50
    (89,222.01 )     83,155.33  
SKAND ENSKILDA BKN SER’A’NPV
    (44,671.33 )     39,153.51  
SMURFIT KAPPA GROUP PLC ORD EUR0.001
    (34,496.36 )     21,939.81  
SNAM RETE GAS EUR1
    (78,555.12 )     79,769.30  
SOC GENERALE EUR1.25 (RFD 03/06/2008)
    (101,766.68 )      
SPECTRUM BRANDS INC COM
    (11,330.10 )     8,909.66  
STMICROELECTRONICS EUR1.04
    (45,524.19 )     56,312.04  
SUEZ ENVIRONNEMENT EUR4(B/R22/06/10)VAL RADIEE
          76,812.46  
SUMITOMO OSAKA CEM NPV
    (66,446.33 )     51,209.35  
SVENSKA CELLULOSA SER’B’NPV
    (418,811.12 )      
SVENSKA HANDELSBKN SER’A’SEK4.30
    (47,407.73 )     38,282.80  
SWEDBANK AB PRF SHS (S/R 16/12/08)
          187.81  
SWEDISH MATCH NPV
    (80,703.42 )     75,118.09  
SWISS LIFE HOLDINGS AG
    (68,507.69 )     65,315.20  
TAIHEIYO CEMENT NPV
    (116,850.12 )     98,925.78  
TAISEI CORP NPV
    (122,947.81 )     114,219.71  
TERUMO CORP NPV
    (39,001.11 )     37,999.07  
TGS NOPEC GEOPH.CO NOK0.25
    (14,440.62 )     16,300.61  
THOMSON SA EUR3.75
    (18,997.73 )     14,613.10  
TOPPAN PRINTING CO NPV
    (20,752.50 )     20,385.85  
TRINITY MIRROR ORD GBP0.10
    (25,000.22 )     19,871.49  
UMICORE COMMON STOCK NPV
    (36,961.65 )     38,202.57  
UNI-CHARM CORP NPV
    (78,096.91 )     78,689.36  
VEDANTA RESOURCES ORD USD0.10
    (193,944.54 )     211,691.57  
WA MUT INC UNIT TR PFD INC EQTY REDEMABLE SECS PIERS CAP TR & 1WT EXP
    (52,612.50 )     4,371.49  
WACKER CHEMIE AG NPV(BR)
    (11,119.75 )     10,271.42  
WHITBREAD ORD GBP0.76797385
    (104,308.15 )     73,545.56  
WOLSELEY ORD GBP0.25
    (797,404.54 )     465,763.98  
WOODSIDE PETROLEUM NPV
    (53,116.75 )     40,844.24  
YAMAHA MOTOR CO NPV
    (62,223.91 )     37,878.93  
YANZHOU COAL MININ ‘H’CNY1
    (47,221.83 )     23,068.51  
YARA INTERNATIONAL NOK1.7
    (125,578.30 )     117,927.27  
YELL GROUP ORD GBP0.01
    (17,531.21 )     20,886.78  
 
           
 
    (16,056,522.06 )     18,497,739.71  
 
           

 

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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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
1ST BK IDA KETCHUM DTD 03-05-2008 4.5 03-05-2015
    10,000.00       10,000.00  
1ST BK LEXINGTON TENN CTF DEP ACT/365 SEMI-ANNU 4 03-19-2010
    35,000.00       35,515.90  
1ST REGL BK L A CAL DTD 07-30-2008 3.85 10-30-2009
    10,000.00       10,000.00  
ACCESS NATL BK RESTON VA DTD 08-07-2008 3.1 C/D 02-09-2009
    50,000.00       50,000.00  
ACT/365 AT MAT 2.9 03-19-2009
    60,000.00       60,000.00  
ADVANTA BK CORP DRAPER UT CTF DEP DTD 10/01/2008 ACT/365 5
10-01-2013
    10,000.00       10,000.00  
ADVANTA BK CORP DRAPER UTAH CTF DEP DTD 10-22-2008 4.45 10-24-2011
    60,000.00       60,000.00  
ADVANTA BK CORP DRAPER UTAH CTF DEP DTD 10-22-2008 4.95 10-22-2013
    50,000.00       50,000.00  
AMCORE BK N A ROCKFORD ILL CTF DEP DTD 07-07-2006 5.55 07-07-2009
    30,000.00       30,000.00  
AMERICAN CMNTY BK WOODSTOCK ILL CTF DEP DTD 08-06-2008 3.8
11-06-2009
    10,000.00       10,000.00  
AMERICAUNITED BK TR CO USA SCHAUMBURG ILL DTD 08-29-2008 2.7 C/D 02-27-2009
    90,000.00       90,000.00  
ANCHOR BK MADISON WIS DTD 08-06-2008 3.65 C/D 08-06-2009
    95,000.00       95,000.00  
APPLE BANCORP INC CTF DEP DTD 10-08-20082.4 C/D 01-08-2009
    95,000.00       95,000.00  
ATLC SOUTHN BK MACON GA DTD 07-18-2008 4.55 12-16-2011
    40,000.00       40,000.00  
BANCORP BK WILMINGTON DEL DTD 10-30-20082.45 C/D 01-30-2009
    95,000.00       94,905.00  
BANK AMER NA CHARLOTTE NC DTD 10-08-20082.8 C/D 04-08-2009
    95,000.00       94,881.25  
BANK AMER NA CHARLOTTE NC DTD 10-15-20082.9 C/D 04-14-2009
    54,000.00       54,000.00  
BANK AMER NA CHARLOTTE NC DTD 10-22-20082.4 C/D 01-22-2009
    25,000.00       25,000.00  
BANK AMER NA CHARLOTTE NC DTD 10-29-20082.45 C/D 01-29-2009
    95,000.00       94,905.00  
BANK FAYETTEVILLE NATL ASSN ARK CTF DEP DTD 12-14-2007 4.5
03-16-2009
    10,000.00       10,000.00  
BANK HAPOALIM B M NEW YORK BRH CTF DEP DTD 04-23-2008 6 04-23-2028
    10,000.00       10,000.00  
BANK HAPOALIM B M NEW YORK BRH DTD 12-15-2008 1.65 C/D 01-15-2009
    120,000.00       120,000.00  
BANK NORTH GA ALPHARETTA DTD 03-31-2008 3.4 C/D 03-31-2009
    50,000.00       50,171.50  
BANK OF AMERICA DTD 11-05-2008 3 C/D 05-05-2009
    120,000.00       120,000.00  
BANK OKLA N A TULSA DTD 06-05-2008 3.35 C/D 06-05-2009
    20,000.00       20,108.40  
BANK OKLA N A TULSA DTD 07-30-2008 3.15 C/D 01-30-2009
    50,000.00       50,000.00  
BANK OZARKS LITTLE ROCK ARK DTD 01-09-2008 4.55 C/D 01-09-2009
    50,000.00       50,008.50  
BANKUNITED FSB CORAL GABLES FLA CTF DEP DTD 04-09-2008 3.45
07-09-2009
    10,000.00       10,000.00  
BANKUNITED FSB CORAL GABLES FLA DTD 04-09-2008 3.4 C/D 04-09-2009
    100,000.00       100,000.00  
BEAL BK DTD 11-26-2008 2.7 C/D 05-26-2009
    95,000.00       95,000.00  
BK TENN KINGSPORT DTD 05-30-2008 3.55 11-30-2009
    7,000.00       7,000.00  

 

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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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BRANCH BKG & TR CO WINSTON SALEM N C DTD09-12-2008 2.5 C/D
01-12-2009
    50,000.00       50,000.00  
BRANCH BKG & TR CO WINSTON SALEM N C DTD10-22-2008 2.45 C/D
01-22-2009
    15,000.00       15,000.00  
BRANCH BKG & TR CO WINSTON SALEM N C DTD10-22-2008 2.95 C/D
04-22-2009
    50,000.00       50,000.00  
BRANCH BKG & TR CO WINSTON SALEM N C DTD10-22-2008 3.45 C/D
07-22-2009
    75,000.00       75,000.00  
BRIDGEVIEW BK GROUP ILL DTD 10-08-2008 2.75 C/D 04-08-2009
    10,000.00       9,987.50  
BUSEY BK CHAMPAIGN ILL DTD 07-11-2008 3.85 10-13-2009
    10,000.00       10,000.00  
BUSINESS BK ST LOUIS CLAYTON MO CTF DEP DTD 05-05-2006 5.2 05-05-2010
    1,001.10       1,001.10  
CAP 1 BK NATL ASSN CTF DEP DTD 03/05/08 ACT/365 SEMI ANNU STEP UP DUE
03-05-15
    95,000.00       94,610.50  
CAP 1 BK USA NATL ASSN GLEN ALLEN CD DTD03/27/2008 SEMI ANNU 4
03-27-2012
    10,000.00       10,000.00  
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP ACT/365 SEMI ANNU 4.75 05-07-2015
    10,000.00       10,080.00  
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP ACT/365 SEMI-ANNU 4
03-24-2010
    25,000.00       25,000.00  
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP DTD 10/15/2008 4.15
10-15-2010
    25,000.00       25,000.00  
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP DTD 4.4 10-17-2011
    60,000.00       60,000.00  
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP S/A DTD10-22-2008 4.15
10-22-2010
    95,000.00       95,000.00  
CAP 1 NATL ASSN MCLEAN VA CTF DEP SEMI-ANNU DTD 11-19-2008 4.25
11-19-2010
    5,000.00       5,000.00  
CAP 1 NATL ASSN MCLEAN VA CTF DEP DTD 10/08/2008 ACT/365 4.65
10-09-2012
    95,000.00       95,000.00  
CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 06-11-2008 3.85 06-11-2010
    10,000.00       10,000.00  
CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 09-17-2008 4.15 09-17-2010
    50,000.00       50,000.00  
CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 10-22-2008 4.65 10-22-2012
    8,000.00       8,000.00  
CAPITAL 1 BK USA NATL ASSN GLEN ALLEN VACTF DEP DTD 11-09-2005 4.75 11-09-2010
    40,205.00       40,205.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 01-23-2008 4.3 C/D 01-23-2009
    13,000.00       13,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 03-19-2008 3.7 C/D 03-19-2009
    96,000.00       96,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 04-16-2008 3.55 C/D 04-16-2009
    44,000.00       44,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 04-23-2008 3.35 C/D 04-23-2009
    6,000.00       6,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 05-07-2008 3.4 C/D 05-07-2009
    99,000.00       99,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 10-01-2008 3.5 C/D 10-01-2009
    40,000.00       40,000.00  
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA DTD 10-22-2008 3.6 C/D 10-22-2009
    60,000.00       60,000.00  
CAPITAL ONE NA MCLEAN VA CTF DEP DTD 11 MAY 8 ACT/365 SEMI-ANNU 4.4 7 NOV 11
    80,000.00       81,544.80  
CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 04-09-2008 4.25
04-09-2013
    10,000.00       10,000.00  
CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 09-24-2008 4 03-24-2010
    95,000.00       95,000.00  
CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 10-22-2008 4.65
10-22-2012
    50,000.00       50,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 11-26-2008 5 11-26-2013
    4,000.00       4,000.00  
CAPITAL ONE NATL ASSN MCLEAN VA DTD 04-09-2008 3.45 C/D 04-09-2009
    200,000.00       200,000.00  
CAPITAL ONE NATL ASSN MCLEAN VA DTD 09-24-2008 3.5 C/D 09-24-2009
    96,000.00       96,000.00  
CAPITAL ONE NATL ASSN MCLEAN VA DTD 10-01-2008 2.8 C/D 04-01-2009
    95,000.00       94,881.25  
CAPITAL ONE NATL ASSN MCLEAN VA DTD 10-08-2008 2.85 C/D 04-08-2009
    95,000.00       94,881.25  
CAPMARK BK MIDVALE UT CD ACT/365 SEMI ANNU DTD 08-13-2008 4.35
08-13-2010
    10,000.00       10,000.00  
CAPMARK BK MIDVALE UT CTF DEP 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 CTF DEP DTD 07-30-2008 4.25 07-30-2010
    30,000.00       30,000.00  
CAPMARK BK MIDVALE UTAH DTD 07-23-2008 3.8 C/D 07-23-2009
    61,000.00       61,000.00  
CAPMARK BK MIDVALE UTAH DTD 09-24-2008 3.35 C/D 06-24-2009
    186,000.00       186,000.00  
CAPMARK BK MIDVALE UTAH DTD 10-01-2008 3.6 C/D 10-01-2009
    10,000.00       10,000.00  
CAPMARK BK MIDVALE UTAH DTD 10-15-2008 3C/D 04-15-2009
    194,000.00       193,757.50  
CAROLINA 1ST BK GREENVILLE S C CTF DEP DTD 06/04/2008 ACT/365 3.65
12-04-2009
    14,000.00       14,000.00  
CAROLINA FIRST BK GREENVILLE S C CTF DEPDTD 06-04-2008 3.35
08-04-2009
    1,000.00       1,000.00  
CAROLINA FIRST BK GREENVILLE S C CTF DEPDTD 06-18-2008 3.55
07-20-2009
    95,000.00       95,000.00  
CAROLINA FIRST BK GREENVILLE S C CTF DEPDTD 06-18-2008 4 06-18-2010
    95,000.00       95,000.00  
CAROLINA FIRST BK GREENVILLE S C DTD 05-07-2008 3.3 C/D 02-09-2009
    22,000.00       22,000.00  
CATHAY BK LOS ANGELES CALIF DTD 06-13-2008 3.4 C/D 06-12-2009
    98,000.00       98,000.00  
CATHAY BK LOS ANGELES CALIF DTD 07-30-2008 3.7 C/D 07-30-2009
    95,000.00       95,000.00  
CATHAY BK LOS ANGELES CALIF DTD 10-03-2008 3 C/D 04-03-2009
    95,000.00       95,000.00  
CCAP ONE BK USA NATL ASSN GLEN ALLEN CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 4.0%
    59,000.00       59,870.84  
CHARTER BK EAU CLAIRE WIS DTD 08-08-20083.65 C/D 08-07-2009
    95,000.00       95,000.00  
CHEVY CHASE SVGS BK F S B MCLEAN VA DTD 10-15-2008 3.65 C/D
10-15-2009
    100,000.00       101,119.90  
CHINATRUST BK TORRANCE CALIF DTD 10-15-2008 2.5 C/D 01-15-2009
    105,000.00       104,895.00  
CHINATRUST BK TORRANCE CALIF DTD 10-31-2008 2.55 C/D 02-02-2009
    290,000.00       289,710.00  
CIT BK SALT LAKE CITY UTAH CTF DEP DTD 01-24-2007 0 01-25-2010
    20,000.00       20,511.00  
CIT BK SALT LAKE CITY UTAH DTD 09-10-2008 3.35 C/D 06-10-2009
    50,000.00       50,000.00  
CIT BK SALT LAKE CITY UTAH DTD 09-10-2008 3.55 C/D 09-10-2009
    70,000.00       70,000.00  
CITIZENS 1ST SVGS BK PORT HURON MICH DTD03-26-2008 3.75 03-26-2010
    10,000.00       10,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CITIZENS BK FLINT MICH CTF DEP DTD 12-07-2007 4.6 12-07-2009
    93,000.00       93,000.00  
CITIZENS BK FLINT MICH DTD 10-20-2008 3.6 C/D 10-20-2009
    50,000.00       50,000.00  
COBIZ BK DENVER COLO DTD 10-03-2008 2.25C/D 01-05-2009
    95,000.00       95,000.00  
COLE TAYLOR BK CHICAGO ILL CTF DEP DTD 06-18-2008 3.55 09-18-2009
    25,000.00       25,000.00  
COLE TAYLOR BK CHICAGO ILL DTD 07-23-2008 3.5 C/D 04-23-2009
    12,000.00       12,000.00  
COLUMBUS BANK & TRUST CTF DEP DTD 10-29-2008 3.9 01-29-2010
    75,000.00       75,000.00  
COLUMBUS BANK & TRUST DTD 08-01-2008 3.1C/D 02-02-2009
    10,000.00       10,000.00  
COLUMBUS BANK & TRUST DTD 10-17-2008 2.55 C/D 02-17-2009
    15,000.00       15,000.00  
COMERICA BK DALLAS TEX CTF DEP ACT/365 SEMI-ANNU 3.85 02-05-2010
    80,000.00       80,000.00  
COMERICA BK DALLAS TEX CTF DEP DTD 10-22-2008 3.9 01-22-2010
    35,000.00       35,000.00  
COMERICA BK DALLAS TEX CTF DEP DTD S/A DTD 10-22-2008 4.05 04-22-2010
    140,000.00       140,000.00  
COMERICA BK DALLAS TEX DTD 10-01-2008 2.85 C/D 04-01-2009
    90,000.00       90,000.00  
COMERICA BK DALLAS TEX DTD 10-01-2008 3.55 C/D 10-01-2009
    105,000.00       105,000.00  
COMERICA BK DALLAS TEX DTD 10-08-2008 2.45 C/D 01-08-2009
    348,000.00       348,000.00  
COMERICA BK DALLAS TEX DTD 10-08-2008 2.9 C/D 04-08-2009
    20,000.00       20,000.00  
COMERICA BK DALLAS TEX DTD 10-15-2008 2.95 C/D 04-15-2009
    90,000.00       90,000.00  
COMERICA BK DALLAS TEX DTD 10-22-2008 3.5 C/D 07-22-2009
    95,000.00       95,000.00  
COMMERCE NATL BK COLUMBUS OHIO CTF DEP DTD 07-22-2008 4.4
04-25-2011
    40,000.00       40,000.00  
COMMUNITY BK OF NEV LAS VEGAS CTF DEP DTD 09-30-2008 4.05 09-30-2010
    10,000.00       10,000.00  
COMMUNITY BK OF NEV LAS VEGAS CTF DEP DTD 10-27-2008 3.75 01-27-2010
    20,000.00       20,000.00  
COMMUNITY BK OF NEV LAS VEGAS CTF DEP DTD 11-28-2008 3.4 12-28-2009
    22,000.00       22,000.00  
COMMUNITY BK OF NEV LAS VEGAS CTF DEP DTD 11-28-2008 3.55 02-26-2010
    20,000.00       20,000.00  
COMMUNITY WEST BK N A GOLETA CALIF CTF DEP DTD 10-21-2008 4
04-21-2010
    44,000.00       44,000.00  
CRESCENT BK & TR NEW ORL LA CTF DEP DTD 09/24/2008 ACT/365 4.45
09-26-2011
    95,000.00       95,000.00  
CRESCENT ST BK CARY NORTH CAR CD DTD 11 MAR 08 ACT/365 MNTHLY 4.3 3 NOV 2011
    10,000.00       10,168.90  
CTF DEP DTD 12/11/2008 ACT/365 SEMI ANNUDTD 12-11-2008 2.9 03-11-2010
    5,000.00       5,000.00  
DISCOVER BK GREENWOOD DEL CD ACT/365 SEMI-ANNU DTD 08-29-2008 3.95 11-30-2009
    142,000.00       142,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP 03/08/07 FXD ACT/365 SEMIAN 5.4 03-08-10
    58,000.00       58,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP ACT/365 SEMI-ANNU 4.3
08-30-2010
    10,000.00       10,000.00  
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 02-08-2007 5.4 02-08-2010
    100,000.00       100,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 02-27-2008 3.45 05-27-2009
    75,000.00       75,000.00  
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 03-30-2009
    2,000.00       2,000.00  
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       7,102.62  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 06/25/2008 ACT/365 4.2
06-25-2010
    10,000.00       10,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 06-01-2005 4.4 DUE 06-01-2010
    2,000.00       2,040.20  
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 07-11-2007 5.4 07-11-2013
    5,078.00       5,078.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 08-06-2008 4.75 08-06-2012
    40,000.00       40,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09/24/2008 ACT/365 5.15
09-24-2015
    10,000.00       10,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.15 09-17-2015
    95,000.00       95,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.2 09-17-2018
    20,000.00       20,000.00  
DISCOVER BK GREENWOOD DEL CTF DEP DTD 9/24/08 ACT/365 SEMI-ANNU 5.2 24 SEP 18
    10,000.00       10,172.40  
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 BK GREENWOOD DEL SEMI-ANNU DTD 01-02-2009 3.6 01-03-2012
    118,000.00       118,000.00  
DTD 07-31-2008 3.65 C/D 07-31-2009
    95,000.00       95,000.00  
DTD 09-25-2008 3.5 C/D 09-25-2009
    25,000.00       25,000.00  
DTD 10-03-2008 2.85 C/D 04-03-2009
    90,000.00       90,000.00  
DTD 10-15-2008 2.5 C/D 01-15-2009
    10,000.00       10,000.00  
DTD 11-25-2008 2.15 C/D 02-25-2009
    130,000.00       129,837.50  
DTD 12-11-2008 5 12-11-2015
    5,000.00       5,000.00  
DTD 12-18-2008 2.3 C/D 09-18-2009
    10,000.00       10,000.00  
DTD 12-26-2008 1.25 C/D 03-26-2009
    197,000.00       197,000.00  
EAGLEBANK BETHESDA MD DTD 07-25-2008 3.7C/D 07-24-2009
    10,000.00       10,000.00  
EAST-WEST BK PASADENA CALIF DTD 10-28-2008 3.05 C/D 04-28-2009
    25,000.00       25,000.00  
EAST-WEST BK PASADENA CALIF DTD 12-30-2008 1 C/D 01-30-2009
    235,000.00       235,000.00  
ENTERPRISE BK & TR CLAYTON MO FORMERLY DTD 08-22-2008 2.65 C/D
01-22-2009
    90,000.00       90,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FIRESIDE BK PLEASANTON CAL FORMERLY FI CTF DEP DTD 06-21-2007 5.4 06-21-2012
    5,000.00       5,249.40  
FIRST CHICAGO BK & TR ILL DTD 10-16-20083.45 C/D 10-16-2009
    10,000.00       10,000.00  
FIRST FED BK CALIF FSB SANTA MONICA DTD 06-25-2008 3.5 C/D 03-25-2009
    50,000.00       50,000.00  
FIRST FED BK CALIF FSB SANTA MONICA DTD 08-20-2008 3.4 C/D 05-21-2009
    50,000.00       50,000.00  
FIRST FED BK CALIF FSB SANTA MONICA DTD 08-27-2008 3.3 C/D 05-27-2009
    81,000.00       81,000.00  
FIRST NATL BK SIOUX FALLS S D DTD 07-25-2008 3.2 C/D 01-26-2009
    1,000.00       1,000.64  
FIRST REGL BK LOS ANGELES CALIF DTD 07-30-2008 3.75 C/D 07-30-2009
    10,000.00       10,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 04-18-2008 3.55 07-17-2009
    2,000.00       2,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 06/06/2008 ACT/365 3.5 09-08-2009
    15,000.00       15,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 06-13-2008 3.55 09-14-2009
    3,000.00       3,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 07/11/2008 DTD 07-11-2008 4
10-13-2009
    65,000.00       65,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 07-09-2008 4.4 07-09-2010
    5,000.00       5,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 07-23-2008 4.3 07-23-2010
    70,000.00       70,000.00  
FIRSTBANK P R SANTURCE CTF DEP DTD 10/24/08 ACT/365 MONTHLY 3.8 25 JAN 10
    29,000.00       29,356.99  
FIRSTBANK P R SANTURCE CTF DEP DTD 11-19-2008 3.85 02-19-2010
    25,000.00       25,323.75  
FIRSTBANK P R SANTURCE CTF DEP DTD 12-24-2008 3.55 12-27-2010
    240,000.00       240,000.00  
FIRSTBANK P R SANTURCE DTD 05-02-2008 3.35 C/D
02-02-2009
    60,000.00       60,000.00  
FIRSTBANK P R SANTURCE DTD 10-17-2008 2.5 C/D 01-16-2009
    95,000.00       94,905.00  
FIRSTBANK P R SANTURCE DTD 10-17-2008 3.5 C/D 07-17-2009
    230,000.00       229,655.00  
FIRSTBANK P R SANTURCE DTD 11-19-2008 4.25 C/D 11-19-2010
    7,000.00       7,000.00  
FIRSTMERIT BK AKRON OHIO DTD 10-31-2008 3 C/D 05-01-2009
    50,000.00       50,000.00  
FLORIDA CMNTY BK IMMOKALEE FLA DTD 07-24-2007 5.25 01-26-2009
    5,000.00       5,008.65  
FLUSHING SVGS BK N Y CTF DEP DTD 03-10-2006 5.15 09-10-2010
    10,000.00       10,000.00  
FNDTN BK BELLEVUE WA CTF DEP 06/13/08 FXD ACT/365 QTRLY 4.6 06-13-12
    7,000.00       7,033.25  
FOSTER BK CHICAGO ILL DTD 08-08-2008 3.4C/D 05-08-2009
    40,000.00       40,000.00  
FULLERTON CMNTY BK FSB FULLERTON CA SEMIANNU DTD 12-23-2008 2.4 01-25-2010
    240,000.00       240,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BC DTD 06-11-2008 3.3 C/D
03-11-2009
    10,000.00       10,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 05-28-2008 3.25 C/D
03-02-2009
    80,000.00       80,153.60  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 06-18-2008 3.35 C/D
03-18-2009
    95,000.00       95,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 06-18-2008 3.5 C/D
06-18-2009
    95,000.00       95,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 06-25-2008 3.75 C/D
06-25-2009
    65,000.00       65,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 07-16-2008 3.2 C/D
01-16-2009
    155,000.00       155,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 07-23-2008 3.45 C/D
07-23-2009
    60,000.00       60,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 07-30-2008 3.45 C/D
04-30-2009
    31,000.00       31,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 07-30-2008 3.65 C/D
07-30-2009
    95,000.00       95,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 08-20-2008 2.85 C/D
02-20-2009
    90,000.00       90,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-09-2008 2.95 C/D
04-09-2009
    50,000.00       50,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-16-2008 5 10-16-2013
    10,000.00       10,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-23-2008 3.7 C/D
10-23-2009
    152,000.00       152,000.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 11-06-2008 4.55 11-07-2011
    100,000.00       102,329.00  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 11-13-2008 4.3 11-15-2010
    224,000.00       228,453.12  
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 12-18-2008 2.05 C/D
06-18-2009
    64,000.00       64,000.00  
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 7-9-08 3.75 CTF OF DEP DUE 7-9-09
    50,000.00       50,419.00  
GE CAP FINL INC RETAIL PROGRAM B DTD 07-02-2008 3.8 CTF OF DEP DUE 07-02-2009
    10,000.00       10,083.20  
GE CAP FINL RETAIL CD PROGRAM BGE CY UT ACT/365 DTD 09-18-2008 5
09-18-2013
    70,000.00       70,000.00  
GE CAPITAL FINANCE DTD 09-18-2008 4.15 09-20-2010
    75,000.00       76,279.50  
GE MONEY BK DTD 09-18-2008 4.7 09-18-2012
    95,000.00       95,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD06-25-2008 3.75 C/D
06-25-2009
    30,000.00       30,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD07-02-2008 3.25 C/D
01-02-2009
    22,000.00       22,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD07-02-2008 3.55 C/D
04-02-2009
    95,000.00       95,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD08-27-2008 3.5 C/D
08-27-2009
    83,000.00       83,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD09-25-2008 2.8 C/D
03-25-2009
    40,000.00       40,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-02-2008 2.4 C/D
01-02-2009
    231,000.00       231,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-02-2008 2.85 C/D
04-02-2009
    5,000.00       5,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-02-2008 3.55 C/D
10-02-2009
    95,000.00       95,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-09-2008 2.45 C/D
01-09-2009
    40,000.00       39,960.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-09-2008 2.95 C/D
04-09-2009
    115,000.00       115,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD10-30-2008 3.5 C/D
07-30-2009
    10,000.00       10,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 2.55 C/D
02-06-2009
    15,000.00       15,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 3.05 C/D
05-06-2009
    100,000.00       100,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 5.3 11-06-2015
    10,000.00       10,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-13-2008 3.45 C/D
08-13-2009
    46,000.00       45,931.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD12-11-2008 2.2 C/D 06-11-2009
    51,000.00       51,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD12-30-2008 1.75 C/D
06-30-2009
    5,000.00       5,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT CTFDEP DTD 12-11-2008 3.85 DUE 12-13-2010
    5,000.00       5,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD11-06-2008 4.3 DUE
11-08-2010
    10,000.00       10,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT DTD12-18-2008 4.75 DUE
12-18-2013
    100,000.00       100,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT GE MONEY BK DTD 11-06-2008 5.05 11-06-2013
    320,000.00       320,000.00  
GE MONEY BK SALT LAKE CY UT INSTL CT GE UT DTD 10-02-2008 5
10-02-2013
    190,000.00       190,000.00  
GEORGIA BK TR CO AUGUSTA DTD 05-09-2008 3.4 C/D 05-08-2009
    108,000.00       108,531.36  
GEORGIAN BK ATLANTA GA CTF DEP DTD 10-23-2008 4.05 10-25-2010
    50,000.00       50,000.00  
GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 4 01-28-2010
    25,000.00       25,000.00  
GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 5.05 07-31-2015
    25,000.00       25,000.00  
GLDM SACHS BK SALT LAKE CY UT CTFDEP DTD01/30/08 ACT/365 SEMI ANNU DTD 4.4
    15,000.00       15,113.25  
GMAC BK MIDVALE UT CTF DEP DTD S/A DTD 10-17-2008 04-16-2010
    130,000.00       130,000.00  
GMAC BK MIDVALE UT DTD 11-28-2008 2.75 C/D 05-28-2009
    77,000.00       76,903.75  
GMAC BK MIDVALE UTAH CTF DEP DTD 01-09-2008 4.55 01-10-2011
    70,000.00       70,000.00  
GMAC BK MIDVALE UTAH CTF DEP DTD 04-09-2008 3.85 04-08-2011
    10,000.00       10,000.00  
GMAC BK MIDVALE UTAH DTD 04-09-2008 3.4 C/D 01-09-2009
    5,000.00       5,000.00  
GMAC BK MIDVALE UTAH DTD 04-09-2008 3.5 C/D 04-09-2009
    200,000.00       200,000.00  
GMAC BK MIDVALE UTAH DTD 04-17-2008 3.45C/D 04-17-2009
    20,000.00       20,000.00  
GMAC BK MIDVALE UTAH DTD 10-08-2008 3.6 C/D 10-08-2009
    30,000.00       29,940.00  
GMAC BK MIDVALE UTAH DTD 10-17-2008 3 C/D 04-17-2009
    10,000.00       10,000.00  
GMAC BK MIDVALE UTAH DTD 10-17-2008 3.45C/D 07-17-2009
    50,000.00       49,925.00  
GMAC BK MIDVALE UTAH DTD 10-31-2008 3.5 C/D 07-31-2009
    50,000.00       50,000.00  
GOLDMAN SACHS BK SALT LAKE CITY UTAH CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 5
    20,000.00       20,627.00  
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP ACT/365 SEMI-ANNU 5.15 10-01-2015
    10,000.00       10,278.40  
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP DTD 10/08/2008 SA 5 10-08-2013
    190,000.00       190,000.00  
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP DTD 10/22/2008 4.25 10-22-2010
    24,000.00       24,000.00  
GOLDMAN SACHS BK USA SALT LAKE CY UT DTD01-16-2008 5 01-16-2018
    30,000.00       30,000.00  
GOLDMAN SACHS BK USA SALT LAKE CY UT DTD02-27-2008 5 02-27-2018
    25,000.00       25,000.00  
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP S/A DTD10-22-2008 5.35 10-22-2018
    15,000.00       15,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 03-19-2008 4.75 03-19-2018
    10,000.00       10,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 07-30-2008 5.15 07-30-2015
    45,000.00       45,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 10-24-2007 5.2 10-24-2014
    10,000.00       10,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 11-12-2008 4.3 11-12-2010
    30,000.00       30,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 11-19-2008 4.25 11-19-2010
    20,000.00       20,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-05-2007 5.15 12-05-2017
    10,000.00       10,000.00  
GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-24-2008 3.45 12-27-2010
    80,000.00       80,000.00  
GOLDMAN SACHS BK USA YORK DTD 10-01-20082.85 C/D 04-01-2009
    115,000.00       115,000.00  
GOLDMAN SACHS BK USA YORK DTD 10-08-20082.85 C/D 04-08-2009
    95,000.00       95,000.00  
GOLDMAN SACHS BK USA YORK DTD 10-08-20083.3 C/D 07-08-2009
    10,000.00       10,000.00  
GOLDMAN SACHS BK USA YORK DTD 10-08-20083.55 C/D 10-08-2009
    80,000.00       80,000.00  
GOLDMAN SACHS BK USA YORK DTD 10-22-20083.65 C/D 10-22-2009
    10,000.00       10,000.00  
GOLDMAN SACHS DTD 11-26-2008 4.25 11-26-2010
    75,000.00       75,000.00  
GOLDMAN SACHS USA SALT LAKE CY UT CTFDEP04/02/2008 ACT/365 SEMI 4.75 04-02-18
    10,000.00       10,175.10  
GREAT SOUTHN BK REEDS SPRINGS MO CTF DEPDTD 10/20/2008 ACT/365 MONTHLY 4.6
    1,000.00       1,007.61  
GREAT SOUTHN BK REEDS SPRINGS MO CTF DEPDTD 10-03-2008 4.25
01-03-2011
    95,000.00       95,000.00  
GREAT SOUTHN BK REEDS SPRINGS MO DTD 09-29-2008 4.3 12-29-2010
    85,000.00       86,701.70  
GTY BK & TR CO DENVER COLO CTF DEP ACT/365 MONTHLY DTD 05-30-08 3.45
    5,000.00       5,044.00  
GTY BK & TR CO DENVER COLO DTD 07-30-2008 4.6 07-29-2011
    30,000.00       30,000.00  
HANMI BK LOS ANGELES CALIF CTF DEP DTD 12-12-2008 3 02-12-2010
    1,000.00       1,000.00  
HANMI BK LOS ANGELES CALIF DTD 10-22-2008 3.7 C/D 10-22-2009
    3,000.00       3,000.00  
HARRIS NATL ASSN CHGO ILL CTF DEP DTD 09/18/2008 ACT/365 MONTHLY 09-18-2028
    29,875.00       30,000.00  
HILLCREST BK OVERLAND PK KANS CTF DEP DTD 10-21-2008 0 10-21-2011
    50,000.00       50,000.00  
HSBC BK USA N A WILMINGTON DEL CTF DEP DTD 03-21-2006 0 09-21-2011
    20,000.00       20,000.00  
HUNTINGTON NATL BK COLUMBUS OHIO DTD 01-31-2008 3.4 C/D 01-30-2009
    10,000.00       10,000.00  
IMPERIAL CAP BK LA JOLLA CALIF CTF DEP DTD 06-25-2008 4 12-28-2009
    53,000.00       53,000.00  
IRONSTONE BK FT MYERS FLA CTF DEP DTD 07-18-2007 5.45 07-18-2017
    10,000.00       10,000.00  
IRONSTONE BK FT MYERS FLA CTF DEP DTD 11-17-2006 5.2 11-17-2016
    5,000.00       5,133.35  
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  
KEY BK NATL ASSN OH CTF DEP DTD 10/15/2008 ACT/365 4.25 10-15-2010
    10,000.00       10,000.00  
KEY BK NATL ASSN OHIO CTF DEP DTD 10 AUG2008 ACT/365 MONTHLY 4.25 08 OCT 2010
    30,000.00       30,570.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LAKE FST BK & TR CO ILL DTD 11-21-2008 2.95 C/D 05-21-2009
    90,000.00       90,000.00  
LASALLE BK N A CHICAGO ILL CTF DEP DTD 06-06-2007 5.25 06-06-2017
    10,000.00       10,278.10  
LASALLE BK N A CHICAGO ILL CTF DEP DTD 08-02-2006 5.2 08-03-2009
    100,000.00       100,000.00  
LEHMAN BROS BK FSB WILMINGTON DEL CTF DEP DTD 03-22-2006 5.15
03-22-2011
    100,000.00       100,000.00  
LEHMAN BROS BK FSB WILMINGTON DEL CTF DEP DTD 12-14-2005 4.85 DUE 12-14-2010
    50,000.00       51,369.50  
LEHMAN BROS BK FSB WILMINGTON DEL DTD 08-06-2008 3.75 C/D 08-06-2009
    41,000.00       41,000.00  
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 COML BK SALT LAKE CY UT DTD 06-30-2008 4.25 06-30-2010
    10,000.00       10,000.00  
M & I MARSHALL & ILSLEY BK MILWAUKEE WISDTD 10-17-2008 3.45 C/D
07-17-2009
    50,000.00       50,000.00  
MACHIAS SVGS BK ME CTF DEP DTD 03-23-2005 4.25 DUE 03-23-2010
    30,000.00       30,535.20  
MB FINL BK N A CHICAGO ILL CTF DEP DTD 06-09-2008 3.85
06-09-2010
    7,000.00       7,000.00  
MB FINL BK N A CHICAGO ILL CTF DEP DTD 07-25-2008 4.6 07-25-2011
    40,000.00       40,000.00  
MERCANTILE TR & SVGS BK QUINCY ILL DTD 08-08-2008 3.35 C/D 05-08-2009
    50,000.00       50,000.00  
MERIDIAN BK NATL ASSN WICKENBURG ARIZ CTF DEP DTD 02-20-2008 4.25 02-20-2018
    225,000.00       225,000.00  
MERRICK BK CORP SOUTH JORDAN UTAH CTF DEP DTD 06-20-2008 4.3
06-20-2011
    7,000.00       7,000.00  
MERRICK BK CORP SOUTH JORDAN UTAH CTF DEP DTD 07-30-2007 5.2
07-30-2009
    10,000.00       10,000.00  
MIDDLEBURG BK VA DTD 05-22-2008 3.25 C/D02-23-2009
    10,000.00       10,016.50  
MIDFIRST BK OKLA CITY DTD 08-20-2008 2.85 C/D 02-20-2009
    90,000.00       90,000.00  
MONTHLY DTD 12-19-2008 3.35 06-21-2010
    50,000.00       50,000.00  
MONTHLY DTD 12-19-2008 3.9 12-19-2011
    15,000.00       15,000.00  
MORGAN STANLEY BK AG CTF DEP DTD 12/12/08 ACT/365 MTHLY 3.9
12-13-10
    99,000.00       99,000.00  
MORGAN STANLEY BK N A CTF DEP S/A DTD 11-12-2008 4.15 05-12-2010
    55,000.00       55,000.00  
MORGAN STANLEY BK N A MONTHLY DTD 11-28-2008 4.15 11-29-2010
    25,000.00       25,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 01-02-2009 2 C/D
10-02-2009
    20,000.00       20,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 10-08-2008 3.35 C/D 07-08-2009
    10,000.00       9,985.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 10-08-2008 3.6 C/D 10-08-2009
    150,000.00       150,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 10-15-2008 3.45 C/D 07-15-2009
    85,000.00       85,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 11-05-2008 2.6 C/D 02-05-2009
    146,000.00       145,854.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 11-05-2008 4
12-31-2009
    220,000.00       220,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 11-28-2008 3.25 C/D 11-27-2009
    65,000.00       65,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 12-05-2008 2 C/D
03-05-2009
    300,000.00       300,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 12-12-2008 1.8 C/D 03-12-2009
    35,000.00       35,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 12-12-2008 2.65 C/D 09-14-2009
    70,000.00       69,895.00  
MORGAN STANLEY BK N A SALT LAKE CITY UTAH DTD 12-26-2008 1.7 C/D 06-26-2009
    80,000.00       80,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-15-2008 4.05 04-15-2010
    23,000.00       23,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-15-2008 4.55 10-17-2011
    56,000.00       56,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-22-2008 4.75 10-22-2012
    10,000.00       10,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-29-2008 5.05 10-29-2013
    10,000.00       10,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 12-05-2008 4.6 12-05-2012
    30,000.00       30,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT MONTHLY DTD 01-02-2009 3.45 01-03-2012
    10,000.00       10,000.00  
MORGAN STANLEY BK N A SALT LAKE CITY UT MONTHLY DTD 12-05-2008 4.1 12-06-2010
    30,000.00       30,000.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA 10/15/2008 ACT/365 4.25
10-15-2010
    119,000.00       119,000.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP DTD 01/02/2009 3.15 01-03-2011
    30,000.00       29,880.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP DTD 12-26-2008 3.15 12-27-2010
    95,000.00       95,000.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP S/A 10-29-2008 4.55 10-31-2011
    11,000.00       11,000.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA CTF DEP S/A DTD 10-29-2008 4 12-29-2009
    50,000.00       50,000.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA DTD 01-02-2009 1.7 C/D
07-02-2009
    20,000.00       19,975.00  
MORGAN STANLEY BK N A SALT LAKE CY UTA DTD 12-12-2008 3.6 06-14-2010
    20,000.00       20,181.00  
MORGAN STANLEY BK SALT LAKE CY UT CTF DEP DTD 10/08/2008 4.25
10-08-2010
    119,000.00       119,000.00  
MORGAN STANLEY BK SALT LAKE CY UT CTF DEP DTD 10/08/2008 5.05
10-08-2013
    191,000.00       191,000.00  
MORGAN STANLEY BK SALT LAKE CY UT DTD 10-08-2008 4.75 10-09-2012
    56,000.00       56,000.00  
NATIONAL CITY BK CLEVELAND OHIO DTD 07-31-2008 3.8 C/D 07-31-2009
    95,000.00       95,000.00  
NATIONAL CITY BK CLEVELAND OHIO DTD 08-22-2008 3.65 C/D 08-21-2009
    50,000.00       50,000.00  
NATIONAL REP BK CHICAGO CTF DEP DTD 10-30-2008 4.7 10-30-2013
    50,000.00       50,000.00  
NATL REP BK CHGO CTF DEP ACT/365 MONTHLYDTD 08-28-2008 4.75
08-28-2012
    25,000.00       25,000.00  
NEW FRONTIER BK GREELEY COLO CTF DEP DTD10 JAN 2008 ACT/365 SEMI ANNU 3.6 04
    5,000.00       5,050.80  
NEW FRONTIER BK GREELEY COLO CTF DEP DTD10/15/08 ACT/365 SEMI ANNU 4.5%
    85,000.00       86,998.35  
NEW FRONTIER BK GREELEY COLO CTF DEP DTD11 JUL 08 ACT/365
SEMI-ANN 4.75 7 NOV 12
    100,000.00       102,923.00  
NEW FRONTIER BK GREELEY COLO DTD 09-26-2008 4.45 12-27-2011
    1,000.00       1,019.70  
NEW SOUTH FED SVGS BK IRONDALE ALA CTF DEP ACT/365 MONTHLY 4 17 SEP 10
    95,000.00       96,401.25  
NEW SOUTH FED SVGS BK IRONDALE ALA CTF DEP DTD ACT/365 MONTHLY 3.65 18 JAN 10
    6,000.00       6,064.44  
NEW SOUTH FED SVGS BK IRONDALE ALA DTD 08-06-2008 3.65 C/D 08-06-2009
    95,000.00       95,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NEW YORK CMNTY BK WESTBURY NEW YORK DTD 07-31-2008 3.7 C/D
07-31-2009
    105,000.00       105,000.00  
NEW YORK COML BK ISLANDIA NY DTD 10-07-2008 2.85 C/D 04-07-2009
    20,000.00       20,000.00  
OLD NATL BK EVNSVL IND CTF DEP DTD 07/09/2008 DTD 7-9-2008 4.25 DUE
7-9-2010
    30,000.00       30,000.00  
ORIENTAL BK & TR SAN JUAN P R DTD 08-22-2008 2.85 C/D 02-23-2009
    95,000.00       95,000.00  
PARAGON COML BK RALEIGH N C DTD 08-22-2008 2.7 C/D 02-23-2009
    90,000.00       90,000.00  
PARKWAY BK & TR HARWOOD HEIGHTS ILL DTD 06-30-2008 3.8 C/D
06-30-2009
    10,000.00       10,000.00  
PARKWAY BK & TR HARWOOD HEIGHTS ILL DTD 10-09-2008 3.55 C/D
10-09-2009
    95,000.00       95,000.00  
PEOPLES BK OZARKS NIXA MO CTF DEP DTD 07-13-2007 5.5 07-13-2017
    10,000.00       10,000.00  
PINNACLE NATL BK NASHVILLE TENN DTD 10-15-2008 3.5 C/D 10-15-2009
    10,000.00       10,000.00  
PRIVATEBANK & TC CHICAGO ILL DTD 06-25-2008 3.65 C/D 06-25-2009
    10,000.00       10,000.00  
PRIVATEBANK & TC CHICAGO ILL DTD 06-27-2008 3.55 C/D 03-27-2009
    10,000.00       10,036.00  
R G PREMIER BK P R HATO REY CTF DEP DTD 05/24/2006 DTD 05-24-2006 5.4
05-24-2011
    95,000.00       99,205.65  
R G PREMIER BK P R HATO REY CTF DEP DTD 06-07-2006 5.3 06-08-2009
    75,000.00       76,033.50  
R G PREMIER BK P R HATO REY CTF DEP DTD 11-08-2006 5.1 11-09-2009
    10,000.00       10,000.00  
R G PREMIER BK P R HATO REY CTF DEP DTD 12-27-2006 4.95 12-28-2009
    75,000.00       75,000.00  
RABOBANK NATL ASSN EL CENTRO CALIF CTF DEP DTD 03-15-2006 0
09-15-2009
    10,000.00       10,000.00  
RIVERSIDE NATL BK FLA CTF DEP DTD 04-23-2008 3.55 09-23-2009
    12,000.00       12,000.00  
S.W BK ST LOUIS MO DTD 04-18-2008 5.2 10-18-2018
    10,000.00       10,000.00  
SALLIE MAE BK MURRAY UT CTF DEP ACT/365 MONTHLY 4.35 10-29-2010
    10,000.00       10,000.00  
SALLIE MAE BK MURRAY UT CTF DEP SEMI ANNU DTD 11-13-2008 5
11-13-2013
    160,000.00       160,000.00  
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10/29/08 ACT/365 SEMI-ANNU 4.15 4/29/10
    3,000.00       3,050.01  
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10-01-2008 4 04-01-2010
    19,000.00       19,000.00  
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 10-22-2008 4.25 10-22-2010
    3,000.00       3,000.00  
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11-13-2008 4.7 11-13-2012
    10,000.00       10,000.00  
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11MAY 08 ACT/365 SEMI ANNU 4.3 05 NOV 10
    130,000.00       132,580.50  
SALLIE MAE BK MURRAY UTAH DTD 06-20-20083.35 C/D 03-20-2009
    95,000.00       95,000.00  
SALLIE MAE BK MURRAY UTAH DTD 10-22-20083.05 C/D 04-22-2009
    10,000.00       9,987.50  
SALLIE MAE BK MURRAY UTAH DTD 10-29-20083.1 C/D 04-29-2009
    28,000.00       27,965.00  
SALLIE MAE BK MURRAY UTAH DTD 10-29-20083.6 C/D 07-29-2009
    3,000.00       2,995.50  
SEATTLE BK WASH DTD 10-09-2008 2.85 C/D 04-09-2009
    75,000.00       75,000.00  
SOVEREIGN BK FSB WYOMISSING PA CTF DEP SEMI ANNU DTD 11-12-2008
3.85 12-30-2009
    140,000.00       140,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
STERLING SVGS BK SPOKANE WASH CTF DEP DTD 06/18/08 ACT/365
SEMI-ANNU 3.55
    20,000.00       20,201.40  
STERLING SVGS BK SPOKANE WASH CTF DEP DTD 07-02-2008 4.05 01-04-2010
    39,000.00       39,567.45  
STERLING SVGS BK SPOKANE WASH CTF DEP DTD 09-30-2008 4.05 03-30-2010
    95,000.00       95,000.00  
STERLING SVGS BK SPOKANE WASH CTF DEP DTD 10 JAN 08 ACT/365
SEMI-ANNU 4.1%
    5,000.00       5,079.35  
STERLING SVGS BK SPOKANE WASH CTF DEP DTD 10-01-2008 3.75 02-01-2010
    10,000.00       10,000.00  
STRATEGIC CAP BK CHAMPAIGN ILL DTD 04-09-2008 3.5 C/D 04-09-2009
    20,000.00       20,000.00  
SUMMIT CMNTY BK MOOREFIELD WEST VA CTF DEP DTD 06-16-2006 5.25
06-16-2009
    100,000.00       100,000.00  
SUN NATL BK VINELAND NJ DTD 07-25-2008 3.5 C/D 04-27-2009
    13,000.00       13,000.00  
SUNTRUST BK ATLANTA GA CTF DEP DTD 03-29-2006 0 09-29-2009
    10,000.00       10,000.00  
TOMATOBANK NA DIAMOND BAR CALIF DTD 08-27-2008 2.9 C/D 02-27-2009
    90,000.00       90,000.00  
TOMATOBANK NA DIAMOND BAR CALIF DTD 09-30-2008 3.75 C/D 12-30-2009
    25,000.00       25,291.75  
TRISTATE CAP BK PITT PA CTF DEP DTD 06/11/2008 ACT/365 MONTHLY 3.5 09-11-09
    10,000.00       10,094.70  
UNITED COML BK SAN FRAN CAL CTF DEP DTD 10 AUG 8 ACT/365 SEMI ANNU 4.5 7 OCT 11
    129,000.00       131,898.63  
UTD CMNTY BKS INC BLAIRSVILLE GA CTF DEPDTD 08/27/2008 ACT/365 4.3
08-27-2010
    50,000.00       50,000.00  
UTD COML BK SAN FRAN CAL CTF DEP DTD 07/30/2008 ACT/365 4.3
07-30-2010
    20,000.00       20,000.00  
UTD COML BK SAN FRAN CAL CTF DEP DTD 10-17-2008 4.15 10-18-2010
    112,000.00       112,000.00  
UTD COML BK SAN FRAN CAL DTD 12-02-2008 2.55 C/D 06-02-2009
    50,000.00       50,000.00  
VINEYARD BK RANCHO CUCAMONGA CALIF CTF DEP DTD 06-18-2008 3.5
08-18-2009
    25,000.00       25,000.00  
VINEYARD BK RANCHO CUCAMONGA CALIF DTD 06-27-2008 4 C/D
10-27-2009
    21,000.00       21,000.00  
WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 04-04-2006 0 04-01-2011
    10,000.00       10,000.00  
WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 09/30/2008 ACT/365 4.25
09-30-2010
    100,000.00       100,000.00  
WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 09/30/2008 ACT/365 5.05
09-30-2013
    34,000.00       34,000.00  
WACHOVIA BK N A CHARLOTTE N C DTD 09-30-2008 2.85 C/D 03-30-2009
    105,000.00       105,000.00  
WACHOVIA BK N A CHARLOTTE N C DTD 09-30-2008 3.55 C/D 09-30-2009
    95,000.00       95,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 MAT 07-18-2008 3.8
07-17-2009
    155,000.00       155,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU 4.05
03-19-2010
    120,000.00       121,839.60  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU 4.25
09-20-2010
    150,000.00       152,812.50  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU D 505
09-19-2013
    90,000.00       93,084.30  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 05/14/2008 ACT/365 4.4
05-14-2012
    20,000.00       20,000.00  
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 07/03/2008 DTD
07-03-2008 4 1-4-2010
    10,000.00       10,140.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 09-30-2008 5.05
09-30-2013
    30,000.00       30,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 07-11-2008 3.55 C/D 04-13-2009
    10,000.00       10,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 07-18-2008 3.15 01-20-2009
    10,000.00       10,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 08-01-2008 3.7 C/D 07-31-2009
    95,000.00       95,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 08-15-2008 3.1 C/D 02-17-2009
    5,000.00       5,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 08-29-2008 3.35 C/D 05-29-2009
    70,000.00       70,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 08-29-2008 3.6 C/D 08-28-2009
    16,000.00       16,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 09-12-2008 2.9 C/D 03-12-2009
    10,000.00       10,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 09-12-2008 3.35 C/D 06-12-2009
    21,000.00       21,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 09-19-2008 3.35 C/D 06-19-2009
    51,000.00       51,000.00  
WACHOVIA MTG FSB LAS VEGAS NEV DTD 09-30-2008 3.3 C/D 06-30-2009
    106,000.00       106,000.00  
WASHINGTON MUT BK HENDERSON NEV CTF DEP DTD 04-18-2007 5.1
04-18-2017
    10,000.00       10,000.00  
WASHINGTON MUT BK HENDERSON NEV CTF DEP DTD 08-16-2006 5.15
08-17-2009
    110,000.00       110,000.00  
WASHINGTON MUT BK HENDERSON NEV DTD 07-18-2007 5.25 C/D 07-16-2010
    96,000.00       99,155.52  
WESTERNBANK P R DTD 08-22-2007 5.15 08-24-2009
    6,000.00       6,000.00  
WORLD SVGS BK FSB OAKLAND CAL CTF DEP 07-06-2007 5.3 07-06-2010
    23,000.00       23,000.00  
WORLD SVGS BK FSB OAKLAND CALIF CTF DEP DTD 11-28-2007 4.6
11-29-2010
    100,000.00       102,542.00  
ZIONS 1ST NATL BK SALT LAKE CY UT DTD 08-26-2008 2.9 CTF OF DEP
02-24-2009
    81,000.00       81,000.00  
ZIONS 1ST NATL BK SALT LAKE CY UT DTD 09-24-2008 3.5 C/D 09-23-2009
    20,000.00       20,000.00  
ZIONS 1ST NATL BK SALT LAKE CY UT DTD 10-06-2008 2.45 C/D 01-05-2009
    50,000.00       50,000.00  
 
           
Certificates of Deposit Total
    23,937,159.10       23,988,031.33  
 
           
 
6 FLAGS INC SR NT 8.875 DUE 02-01-2010/02-01-2006 BEO
    9,235.00       1,325.00  
6 FLAGS INC SR NT 9.75 DUE 04-15-2013/04-15-2008
    24,556.25       3,718.75  
ACCURIDE CORP SR SUB NT 8.5% DUE 02-01-2015/02-01-2009 REG
    3,985.00       1,625.00  
AES CORP 7.75 DUE 03-01-2014/02-13-2004 BEO
    5,300.00       4,400.00  
AES CORP SR NT 7.75% DUE 10-15-2015 REG
    40,000.00       33,600.00  
AES CORP SR NT 8% DUE 10-15-2017/01-17-2008 BEO
    220,000.00       180,400.00  
ALBERTSONS INC SR NT 8.35 DUE 05-01-2010BEO
    10,490.82       9,450.00  
ALCOA INC NT 6% DUE 07-15-2013 BEO
    119,622.00       108,501.96  
ALLIED WASTE N AMER INC ALLIED WASTE NA 5.75 DUE 02-15-2011 BEO
    13,714.62       14,137.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ALLIS-CHALMERS ENERGY INC FORMERLY ALLI SR NT 9 DUE 01-15-2014 BEO
    4,660.00       2,650.00  
ALTRIA GROUP INC NT 9.7% DUE 11-10-2018 BEO
    209,855.10       226,974.30  
AMBAC FINL GROUP INC 9.375 DUE 08-01-2011 REG
    4,972.50       2,762.50  
AMER INTL GRP 4% MTN 20/09/2011 EUR50000
    191,360.06       170,281.12  
AMER MOVIL S A B DE C V 5.625 DUE 11-15-2017 BEO
    59,779.80       53,341.74  
AMERADA HESS CORP NT 7.875% DUE 10-01-2029/09-30-2029 BEO
    57,790.80       47,999.10  
AMERADA HESS CORP NT DTD 08/15/2001 7.3%DUE 08-15-2031/08-14-2031 BEO
    180,169.07       150,126.24  
AMERICAN AXLE & MFG INC GTD SR NT 7.875%DUE 03-01-2017/03-01-2008 REG
    4,233.00       1,600.00  
AMERICAN EXPRESS CO SUB DEB FLTG RATE VAR RT DUE
09-01-2066/09-01-2016
    72,672.60       36,235.57  
AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK ENTRY MTN 4.875% DUE 07-15-2012
    4,274.45       2,150.00  
AMERISOURCEBERGEN CORP SR NT 5.875% DUE 09-15-2015
    19,900.00       17,479.68  
AMERN EXPRESS CENTURION BK NEWARK DEL BKNT VAR RT DUE
03-23-2010
    267,000.00       277,273.50  
AMERN GEN FIN CORP INCOMENOTES BOOK E TRANCHE # TR 00048 4.2 DUE 08-15-2009
    14,463.05       10,162.50  
ANADARKO FIN CO SR NT 7.5% DUE 05-01-2031/08-27-2001 BEO
    33,635.40       26,528.31  
ANADARKO PETE CORP SR NT 6.45% DUE 09-15-2036/09-19-2006 BEO
    150,240.18       118,325.10  
ANADARKO PETE CORP SR NT FLTG RATE DUE 09-15-2009/03-15-2008 BEO
    140,000.00       133,955.22  
AOL TIME WARNER INC DEB DTD 04/19/2001 7.625% DUE
04-15-2031/04-14-2031 BEO
    166,174.69       167,077.70  
ARVINMERITOR INC NT 8.75% DUE 03-01-2012/02-26-2002 BEO
    4,541.50       2,650.00  
ASBURY AUTOMOTIVE GROUP INC SR SUB NT CONV 3% DUE 09-15-2012 BEO
    2,232.50       1,055.22  
ASBURY AUTOMOTIVE GROUP INC SR SUB NT 8%DUE 03-15-2014/03-15-2008 BEO
    3,102.50       1,410.00  
AT&T BROADBAND CORP NT 9.455% DUE 11-15-2022 BEO
    10,550.94       11,264.83  
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FSR NT 7.625
05-15-2014/06-01-2007 BEO
    4,385.00       1,450.00  
BARCLAYS BK PLC PERPETUAL SUB UPPER TIERNT 144A 7.7% DUE
04-25-2049 BEO
    600,000.00       396,756.00  
BEAR STEARNS COS INC SER NT DUE 02-01-2012 BEO
    1,059,960.00       973,857.50  
BON-TON DEPT STORES INC SR NT 10.25% DUE03-15-2014/03-15-2010
    25,048.44       3,000.00  
BORDEN CHEM INC
    24,585.18       1,500.00  
BOWATER INC DEB 9% DUE 08-01-2009 REG
    20,474.50       4,800.00  
BOYD GAMING CORP SR SUB NT 6.75 DUE 04-15-2014/04-15-2009 REG
    9,855.00       6,300.00  
BOYD GAMING CORP SR SUB NT 7.125% DUE 02-01-2016/02-01-2009 REG
    39,800.00       23,600.00  
BRIT TELECOMMUNICATIONS P L C VARIABLE RATE NT DUE
12-15-2010/01-11-2001 BEO
    54,910.35       56,578.45  
CCH I LLC / CCH HLDGS LLC SR SECD NT 11%DUE 10-01-2015/10-01-2010 REG
    31,162.50       5,250.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CENTENNIAL COMMUNICATIONS CORP NEW SR NTFLT RT DUE
01-01-2013/01-01-2009 BEO
    3,171.25       2,910.00  
CHESAPEAKE ENERGY CORP CHESAPEAKE ENRGY 7.25% DUE 12-15-2018 BEO
    30,000.00       23,400.00  
CHESAPEAKE ENERGY CORP SR NT 6.25% DUE 01-15-2018/07-15-2010 REG
    19,784.60       14,800.00  
CHESAPEAKE ENERGY CORP SR NT 6.5% DUE 08-15-2017 REG
    978.75       765.00  
CHIQUITA BRANDS INTL INC SR NT 8.875% DUE 12-01-2015/06-01-2008 REG
    23,263.63       17,750.00  
CHS / CMNTY HEALTH SYS INC SR NT 8.875% DUE 07-15-2015/07-15-2008 BEO
    39,717.60       36,800.00  
CIT GROUP INC 7.625% DUE 11-30-2012 BEO
    46,155.60       38,250.00  
CIT GROUP INC INTERNOTES BOOK ENTRY TRANCHE # TR 00419 6.5% DUE 03-15-2010
    10,000.00       6,625.00  
CIT GROUP INC INTERNOTES BOOK ENTRY MTN 4.6% DUE 08-15-2010
    3,947.50       3,312.50  
CIT GROUP INC INTERNOTES BOOK ENTRY MTN 6.5% DUE
06-15-2022/06-15-2010
    4,000.00       1,905.00  
CIT GROUP INC NEW SR NT 5.4% DUE 03-07-2013 BEO
    60,500.00       75,522.80  
CITIGROUP FDG INC DISC COML PAPER 3/A3 YRS 1&2 01-26-2009
    426,398.75       428,959.62  
CITIZENS COMMUNICATIONS CO CITIZENS COMMUNICATIONS 9.25 DUE
05-15-2011 BEO
    11,187.50       9,500.00  
CITIZENS COMMUNICATIONS CO SR NT 7.875% DUE 01-15-2027 BEO
    20,800.00       11,600.00  
CITIZENS COMMUNICATIONS CO SR NT 9% DUE 08-15-2031 BEO
    17,745.00       12,700.00  
CLEAR CHANNEL COMMUNICATIONS INC 4.25 DUE 05-15-2009 BEO
    48,056.60       44,000.00  
CLEAR CHANNEL COMMUNICATIONS INC SR NT DTD 03/21/2006 6.25% DUE 03-15-2011 BEO
    59,398.20       18,000.00  
CLOROX CO SR NT 5% DUE 01-15-2015 REG
    33,006.35       33,108.32  
CMO FNMA SERIES 2003-88 CLASS-F DUE 05-25-2030 REG
    365,282.59       355,876.79  
CMO INDYMAC INDX MTG LN TR 2007-AR15 CTFCL 2-A-1 VAR RATE DUE
08-25-2037 REG
    222,738.34       141,276.97  
CMO INDYMAC INDX MTG LN TR 2007-AR5 MTG CL 2-A-1 VAR DUE
05-25-2037 REG
    143,579.21       100,198.60  
CMO J P MORGAN CHASE COML MTG SECS CORP 5.2945% DUE 01-12-2043 BEO
    100,499.63       80,323.90  
CMO MASTR ADJ RATE MTGS TR 2004-15 MTG PASSTHRU CTF CL 1-A-1 DUE 12-25-2034 REG
    22,273.99       11,885.63  
CMO ML-CFC COML MTG TR 2007-6 MTG PASSTHRU CTF CL A-4 DUE
03-12-2051 REG
    150,823.00       103,272.30  
CMO THORNBURG MTG SECS TR 2006-3 SERIES CLASS-A3 DUE 06-25-2046 REG
    367,264.68       359,301.65  
CMO WELLS FARGO ALTERNATIVE LN 2007-PA2 MTG AST BKD CTF CL
II-A-1 DUE 06-25-2037
    165,430.54       102,534.40  
COLEMAN CABLE INC SR NT 9.875% DUE 10-01-2012/10-01-2008 REG
    9,385.00       6,325.00  
COLUMBIA / HCA HEALTHCARE CORP 7.5 DUE 11-15-2095 REG
    92,400.00       88,981.20  
COMCAST CORP NEW 0 DUE 08-15-2037 BEO
    170,283.20       168,488.32  
COMCAST CORP NEW COMCAST CORPORATION 6.5% DUE 01-15-2017 BEO
    141,600.20       133,341.39  
COMMERCIAL VEH GROUP INC SR NT 8% DUE 07-01-2013/07-01-2008 REG
    6,230.00       3,290.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COMPAGNIE GENERALE DE GEOPHYSIQUE VERITASR NT 7.75 DUE
05-15-2017
    25,912.50       14,500.00  
COMPAGNIE GENERALE DE GEOPHYSIQUE SR NT 7.5% DUE
05-15-2015/05-15-2006 REG
    25,550.00       15,500.00  
COMPLETE PRODTN SVCS INC SR NT 8% DUE 12-15-2016/12-15-2008 REG
    41,075.00       25,200.00  
CONSECO FIN SECURITIZATIONS CORP SR/SUB PASSTHRU 06-01-2030 BEO
    197,789.90       151,873.71  
CONSECO FIN SECURITIZATIONS SER 2000-4 CL A6 EXP MAT 4-1-13 8.31
05-01-32 BEO
    72,332.96       45,749.16  
CONSTAR INTL INC NEW SR SUB NT 11% DUE 12-01-2012/12-01-2008 BEO
    23,190.28       500.00  
CONTINENTAL AIRLS INC NTS 8.75% DUE 12-01-2011/11-13-2006 BEO
    8,010.00       6,150.00  
CVS CAREMARK CORP PASS THRU CTF 144A 6.943% DUE
01-10-2030/04-10-2008 BEO
    147,316.03       92,627.90  
CVS CAREMARK CORP SR NT FLTG DUE 06-01-2010/12-01-2008 REG
    1,470,735.00       1,380,166.50  
DAVE & BUSTERS INC SR NT 11.25% DUE 03-15-2014/03-15-2010
    52,545.31       26,000.00  
DAVITA INC SR NT 6.625% DUE 03-15-2013/03-15-2009 REG
    45,237.50       42,750.00  
DELUXE CORP SR NT 5 DUE 12-15-2012/12-14-2012 BEO
    12,617.50       6,937.50  
DENNYS HLDGS INC SR NT 10% DUE 10-01-2012/10-01-2008 REG
    4,685.00       3,450.00  
DEUTSCHE BK AG LDN 0% IDX-LKD BDS 24/06/09 USD
    20,000.00       1,416,786.00  
DEUTSCHE TELEKOM INTL FIN B V NT 5.75% DUE 03-23-2016 REG
    74,516.25       71,792.85  
DEX MEDIA INC NT 8% DUE 11-15-2013/11-15-2008 REG
    7,695.00       1,850.00  
DI FIN SUB LLC / DYNCORP INTL LLC / DIV SR SUB NT 9.5 DUE 02-15-2013 REG
    8,160.00       6,970.00  
DIRECTV HLDGS LLC / DIRECTV FING INC SR NT 8.375% DUE
03-15-2013/03-15-2008 BEO
    20,837.50       19,900.00  
DOLE FOOD INC DEB DTD 08-03-1993 8.75% DUE 07-15-2013 REG
    9,438.10       5,900.00  
DOLLAR GEN CORP SR NT 10.625% DUE 07-15-2015/07-15-2011 REG
    26,628.30       23,875.00  
DRS TECHNOLOGIES INC SR NT 6.625% DUE 02-01-2016/02-01-2011 REG
    10,000.00       10,000.00  
DVI INC IN DEFAULT 9.875 DUE 12-31-2040/02-01-2003 REG
    18,733.76       3,250.00  
DYNEGY HLDGS INC SR NT 7.75% DUE 06-01-2019 REG
    64,168.75       44,850.00  
E TRADE FINL CORP FORMERLY E TRADE GROU SR NT 8 DUE 06-15-2011 REG
    4,135.00       2,275.00  
EASTMAN KODAK CO 7.25 DUE 11-15-2013 BEO
    39,200.80       25,800.00  
ECHOSTAR DBS CORP SR NT 6.625% DUE 10-01-2014 REG
    9,910.20       8,350.00  
ECHOSTAR DBS CORP SR NT 7.125% DUE 02-01-2016
    14,941.80       12,525.00  
ECHOSTAR DBS CORP SR NT 7.75% DUE 05-31-2015 REG
    9,975.00       8,500.00  
EDISON MISSION ENERGY SR NT TRANCHE A 7%DUE 05-15-2017 REG
    40,000.00       34,800.00  
EDISON MISSION ENERGY SR NT TRANCHE B 7.2% DUE 05-15-2019 REG
    50,000.00       41,000.00  
EDISON MISSION ENERGY SR NT TRANCHE C 7.625% DUE 05-15-2027 REG
    10,000.00       7,750.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EKSPORTFINANS A S A MEDIUM TERM NTS BOOKTR # TR 00147 5.5 DUE
06-26-2017 REG
    992,650.00       1,091,859.00  
EL PASO CORP EL PASO ENERGY CORP 7% DUE 05-15-2011/05-14-2011 BEO
    10,158.33       9,000.00  
EL PASO CORP NAT GAS SR NT 7 DUE 06-15-2017 BEO
    158,758.40       125,216.80  
EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31
    80,550.71       56,680.76  
EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO
    316,853.98       214,209.93  
EL PASO NAT GAS CO NT 8.375% DUE 06-15-2032/06-14-2032 BEO
    87,902.32       75,934.41  
ENTERPRISE PRODS OPER LLC GTD SR NT 9.75% DUE 01-31-2014/12-08-2008 REG
    190,000.00       193,474.72  
EXELON CORP EXELON CORP 5.625 6 15 35 5.625% DUE 06-15-2035/06-09-2005 BEO
    126,059.90       82,064.06  
FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031/11-14-2031 BEO
    416,850.95       359,486.08  
FMC FIN III S A GTD SR NT 6.875% DUE 07-15-2017 BEO
    29,467.50       28,050.00  
FORD HLDGS INC DEB DTD 03/01/1990 9.375%DUE 03-01-2020 REG
    12,787.50       2,640.00  
FORD MTR CO DEL 9.98% DUE 02-15-2047 REG
    35,380.00       7,600.00  
FORD MTR CO DEL SR NT CONV 4.25 DUE 12-15-2036 REG
    20,000.00       4,925.00  
FORD MTR CR CO CONTINUOUSLY OFFERED BDS TRANCHE # TR 00212 09/17/03 6.15 9-20-10
    9,155.00       5,107.35  
FORD MTR CR CO LLC GLOBAL LANDMARK SECS-GLOBLS 7.375% DUE
02-01-2011 BEO
    103,003.20       76,046.20  
FORD MTR CR CO LLC NT 7% DUE 10-01-2013
    351,000.00       270,332.00  
FORD MTR CR CO LLC NT 7.375% DUE 10-28-2009 BEO
    146,475.64       131,733.15  
FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY 7.5% DUE
04-25-2011/04-25-2001
    8,936.00       4,696.29  
FORD MTR CR CO NT 8 DUE 12-15-2016 REG
    218,262.50       149,814.41  
FOREST CITY ENTERPRISES INC SR NT 6.5% DUE 02-01-2017/02-01-2010 BEO
    16,000.00       5,600.00  
FREEPORT-MCMORAN COPPER & GOLD INC SR NT8.375% DUE
04-01-2017/04-01-2008 REG
    237,544.20       180,400.00  
FREESCALE SEMICONDUCTOR INC SR NT 8.875%DUE 12-15-2014/12-15-2008 REG
    10,000.00       4,400.00  
GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98
    12,857.04       1,680.00  
GEN MTRS ACCEP CORP 5.625 DUE 05-15-2009BEO
    82,467.30       86,486.94  
GEN MTRS ACCEP CORP NT DTD 09/12/2001 6.875 DUE 09-15-2011 BEO
    177,650.00       153,831.79  
GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00645 7.5 DUE 10-15-2012
    9,796.50       4,500.00  
GEN MTRS ACCEP CORP SMARTNOTES TRANCHE #TR 00651 7.75 DUE
10-15-12/05 BEO
    1,008.00       450.00  
GEN MTRS CORP 8.25 DUE 07-15-2023 BEO
    99,400.00       23,100.00  
GEN MTRS CORP 8.25 DUE 07-15-2023 BEO
    1,092.60       160.00  
GEN MTRS CORP SR NT 7.125 DUE 07-15-2013REG
    20,242.60       3,200.00  
GENERAL MTRS ACCEP CORP GLOBAL BD 7.25% DUE 03-02-2011 BEO
    99,792.10       84,983.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GENERAL MTRS ACCEP CORP GMAC GWBAL 7.0% 02-01-02 7% DUE
02-01-2012 BEO
    10,069.50       7,900.00  
GENERAL MTRS ACCEP CORP NT 6.75% DUE 12-01-2014
    312,000.00       273,458.40  
GENERAL MTRS ACCEP CORP NT 7.75% DUE 01-19-2010 BEO
    872,378.10       802,695.60  
GENERAL MTRS ACCEP CORP NT 7.75% DUE 01-19-2010 BEO
    9,904.95       8,900.00  
GENERAL MTRS ACCEP CORP SR NT DTD 01/14/1999 5.85% DUE 01-14-2009 BEO
    84,787.50       89,413.47  
GENERAL MTRS CORP DEB DTD 06/10/1996 8.1% DUE 06-15-2024/06-15-2008 BEO
    11,715.00       1,540.00  
GENERAL MTRS CORP NT DTD 07/15/1991 9.4%DUE 07-15-2021 REG
    9,565.00       1,500.00  
GEORGIA GULF CORP SR NT 9.5% DUE 10-15-2014/10-15-2008 REG
    9,930.40       3,000.00  
GLITNIR BANKI HF GLOBAL MEDIUM TERM SR NTRANCHE # TR 00003 6.33 DUE 07-28-2011
    100,000.00       4,750.00  
GLITNIR BANKI HF MEDIUM TERM SR BK NTS BTRANCHE # TR 00005 BD IN DEFAULT
    99,776.00       4,750.00  
GMAC LLC NT 7.375 DUE DO NOT USE SEE SEC#1-002955
    9,196.13       13,090.00  
GRAHAM PACKAGING CO L P / GPC CAP CORP ISR NT 8.5% DUE
10-15-2012/10-15-2008 REG
    20,050.00       14,250.00  
GROUP 1 AUTOMOTIVE INC SR SUB NT 8.25% DUE 08-15-2013/08-15-2008 REG
    4,810.00       3,300.00  
HARRAHS OPER INC GTD SR NT DTD 09/28/2005 5.75 DUE 10-01-2017 REG
    18,148.96       4,187.50  
HARRY & DAVID OPERATIONS CORP SR NT 9% DUE 03-01-2013/03-01-2008 REG
    24,098.75       7,750.00  
HCA INC 6.25 DUE 02-15-2013/02-14-2013 BEO
    20,349.75       12,500.00  
HCA INC FORMERLY HCA-HEALTHCARE CO NT DTD 09-23-2002 6.3 DUE
10-01-2012 BEO
    1,373.60       1,410.00  
HCA INC NT 7.5% DUE 11-06-2033/11-05-2033 REG
    19,964.47       9,300.00  
HCA INC SR SECD NT 9.125% DUE 11-15-2014/11-15-2008 BEO
    10,000.00       9,275.00  
HCA INC SR SECD NT 9.25% DUE 11-15-2016/11-15-2008 BEO
    60,000.00       55,050.00  
HCA INC SR SECD TOGGLE NT 9.625 DUE 11-15-2016/11-15-2008 BEO
    3,023.44       2,340.00  
HERTZ CORP SR NT 10.5% DUE 01-01-2016/01-01-2009
    10,987.50       4,562.50  
HERTZ CORP SR NT 8.875% DUE 01-01-2014/01-01-2009
    15,000.00       9,225.00  
HERTZ CORP SR NT 8.875% DUE 01-01-2014/01-01-2009
    4,766.25       3,050.00  
HOST MARRIOTT L P SR NT SER Q 6.75% DUE 06-01-2016/06-01-2008
    10,000.00       7,300.00  
HOVNANIAN K ENTERPRISES INC GTD SR SUB NT 7.75% DUE
05-15-2013/05-15-2008 REG
    21,441.15       6,000.00  
IDEARC INC SR NT 8 DUE 11-15-2016 REG
    3,335.00       425.00  
IDEARC INC SR NT 8 DUE 11-15-2016 REG
    51,506.25       3,750.00  
ILFC E-CAPITAL TR II BD 144A DUE 12-21-2065/12-21-2008 BEO
    19,974.80       8,352.26  
INN OF THE MTN GODS RESORT & CASINO SR NT 12% DUE
11-15-2010/11-15-2008 REG
    11,775.00       3,300.00  
INTERNATIONAL COAL GROUP INC NEW SR NT 10.25% DUE
07-15-2014/07-15-2008
    24,256.77       18,750.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INTERNATIONAL LEASE FIN CORP MEDIUM TERMNTS BOOK ENTRY MTN 7.7% DUE 03-15-2010
    2,560.00       2,490.00  
INTL LEASE FIN CORP- MEDIUM TER TRANCHE # TR 00565 4.375 DUE
11-01-2009
    83,000.00       87,673.90  
INTL LEASE FIN CORP- MEDIUM TER TRANCHE # TR 00588 5.625 DUE
09-15-2010
    483,750.00       471,630.00  
ISTAR FINL INC SR NT 5.125% DUE 04-01-2011 REG
    8,210.00       3,425.00  
JPMORGAN CHASE & CO GLOBAL MEDIUM TERM NZERO CPN DUE
02-19-2010
    20,000.00       14,922.00  
KAUPTHING BK HF MED TRM SR BK NTS TR # SR 7.625 12-31-40 BD IN DEFAULT
    401,980.80       14,400.00  
KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO
    21,612.60       17,536.96  
KERR MCGEE CORP CRP KMG 7.875 DUE 09-15-2031 BEO
    142,201.98       119,671.11  
KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENER PT NT 5 12-15-13 BEO
    27,962.20       26,161.35  
KINDER MORGAN ENERGY PARTNERS L P 7.125 3-15-12 BEO
    10,461.80       9,658.02  
KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENERGY PARTNERS 6 DUE 020117
    80,698.84       69,454.00  
KINDER MORGAN ENERGY PARTNERS L P KMP 5.95 02/15/18 5.95% DUE
02-15-2018 BEO
    69,639.70       59,742.55  
KINDER MORGAN ENERGY PARTNERS L P SR NT 6.3% DUE
02-01-2009/01-29-1999 BEO
    20,183.60       19,980.72  
KINDER MORGAN ENERGY PARTNERS L P SR NT 6.95 DUE 01-15-2038 REG
    31,099.40       24,262.41  
KINDER MORGAN ENERGY PARTNERS L P SR NT UNSOLICITED 5.85 DUE
09-15-2012 BEO
    9,594.50       9,157.99  
LANDSBANKI IS HF MED TRM SR BK NTS BTRNCHE #SR00001 6.1 08-25-11 IN DEFAULT
    189,950.60       3,325.00  
LEHMAN BROS HLDGS INC 5.857 DUE BD IN DEFAULT
    52,998.00       6.00  
LEHMAN BROS HLDGS INC LEHMAN BROTHERS HOLDINGS 6.75 12-28-17 BEO DEFAULT
    349,741.00       35.00  
LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE 00861 6.2 09-26-14 BD IN DEFAULT
    39,966.40       3,800.00  
LEHMAN BROS HLDGS INC MTN BEO # TR00048 5.625 01-24-2013 BD IN DEFAULT
    1,094,984.00       104,500.00  
LEHMAN BROS HLDGS INC MTN TRANCHE # TR 00475 3.6 DUE 03-13-2009 REG IN DEFAULT
    24,962.50       2,437.50  
LEHMAN BROS HLDGS INC SR NT DTD 08/19/1997 7.2% DUE 12-31-2040 REG
    10,075.10       950.00  
LEUCADIA NATL CORP JR SUB DEFFERABLE INTDEB 8.65% DUE
01-15-2027/01-15-2009 REG
    3,155.00       1,972.50  
LEVEL 3 COMMUNICATIONS INC SR CONV NT 2.875 DUE
07-15-2010/07-08-2003 REG
    2,626.00       1,860.00  
LIBERTY MEDIA CORP SR EXCHANGEABLE EXCH INTO SPRINT 3.75
02-15-30/02-15-04
    14,616.40       7,950.00  
MERCER INTL INC SR NT 9.25% DUE 02-15-2013/02-15-2009 BEO
    4,435.00       2,475.00  
METLIFE INC JR SUB DEB 6.4% DUE 12-15-2066/12-15-2008 REG
    27,182.40       18,000.00  
MGM MIRAGE 7.625 DUE 01-15-2017 BEO
    50,630.21       32,250.00  
MGM MIRAGE SR NT 6.75% DUE 09-01-2012 REG
    20,000.00       14,000.00  
MICHAELS STORES INC SR NT 10% DUE 11-01-2014/11-01-2008 REG
    4,360.00       2,250.00  
MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8% DUE 04-01-2012/04-01-2008 BEO
    7,000.00       4,270.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MORGAN STANLEY DEAN WITTER DISCOVER & COTR # TR 00709 11/13/8 10.75 13 NOV 2023
    74,275.00       75,000.00  
MRS FIELDS FAMOUS BRANDS LLC / MRS FIELDSR SECD NT 10 DUE
10-24-2014
    837.13        
NEWS AMER INC SR NT 6.65% DUE 11-15-2037REG
    9,855.00       9,897.61  
NEXTEL COMMUNICATIONS INC CONV SR NT 5.25% DUE
01-15-2010/01-15-2009 BEO
    3,008.00       2,600.10  
NEXTEL COMMUNICATIONS INC SR SER RED NT SER F 5.95 DUE
03-15-2014/03-15-2009 REG
    15,327.50       6,300.00  
NEXTEL COMMUNICATIONS INC SR SERIAL RED NT SER D 7.375 DUE
08-01-2015REG
    55,000.00       21,000.00  
NEXTEL COMMUNICATIONS INC SR SERIAL RED NT SER D 7.375 DUE
08-01-2015REG
    7,882.50       4,173.82  
NII HLDGS INC NT CONV 3.125 DUE 06-15-2012 BEO
    1,443.75       1,210.05  
NOVA CHEMICALS CORP SR NT 6.5% DUE 01-15-2012 REG
    9,500.36       4,175.00  
NPC INTL INC SR SUB NT 9.5% DUE 05-01-2014/05-01-2008 REG
    24,081.25       18,000.00  
NRG ENERGY INC 7.375% DUE 02-01-2016/02-01-2009 BEO
    10,437.50       9,300.00  
NRG ENERGY INC SR NT 7.25% DUE 02-01-2014/02-01-2010 REG
    39,937.50       37,400.00  
NRG ENERGY INC SR NT 7.375% DUE 01-15-2017/01-15-2009 REG
    10,437.50       9,200.00  
NXP B V / NXP FDG LLC SR SECD NT 7.875% DUE 10-15-2014/10-15-2008 REG
    5,000.00       1,950.00  
OPTI CDA INC GTD SR SECD NT 7.875% DUE 12-15-2014/12-15-2008 BEO
    40,000.00       20,400.00  
OPTI CDA INC GTD SR SECD NT 8.25% DUE 12-15-2014/12-15-2008 REG
    25,137.50       13,500.00  
OXFORD INDS INC SR NT 8.875% DUE 06-01-2011/06-01-2008 REG
    10,650.00       7,550.00  
PACIFIC GAS & ELEC CO 1ST MTG BD 6.05% DUE 03-01-2034 REG
    54,835.77       58,413.25  
PACIFIC GAS & ELEC CO 8.25% DUE 10-15-2018/10-21-2008 BEO
    78,674.40       96,116.88  
PARK OHIO INDS INC OHIO SR SUB NT 8.375%DUE 11-15-2014/11-15-2009 REG
    6,987.27       3,280.00  
PARK PL ENTMT CORP SR SUB NT 8.125% DUE 05-15-2011/05-14-2011 BEO
    18,097.92       8,330.00  
PEABODY ENERGY CORP SR NT 6.875% DUE 03-15-2013/03-15-2008 BEO
    15,049.69       14,212.50  
PENNEY J C INC DEB 7.4 DUE 04-01-2037 REG PUT
    10,462.50       6,583.88  
PETROBRAS INTL FIN CO GLOBAL NT 6.125% DUE 10-06-2016 REG
    109,590.60       107,250.00  
PILGRIMS PRIDE CORP SR SUB NT 8.375 DUE 05-01-2017 BEO
    25,094.98       2,100.00  
PLY GEM INDS INC SR SUB NT 9% DUE 02-15-2012/02-15-2008 REG
    23,800.00       6,000.00  
POINDEXTER J B INC SR NT 8.75% DUE 03-15-2014/03-15-2009 REG
    23,013.89       11,500.00  
PRIDE INTL INC DEL SR NT 7.375% DUE 07-15-2014/07-15-2008 REG
    19,894.80       18,600.00  
PVTPL AES CORP 2ND PRIORITY SR SECD NT 144A 8.75% DUE
05-15-2013/05-15-2008 BEO
    163,277.40       149,760.00  
PVTPL AES CORP SR NT 144A 8% DUE 06-01-2020 REG
    100,000.00       77,500.00  
PVTPL AIFUL CORP SR NT 144A 5% DUE 08-10-2010 BEO
    108,598.60       60,477.89  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PVTPL AIR 2 US ENHANCED EQUIP SER A 8.027 DUE 10-01-2020 BEO SF
10-01-2000
    20,094.68       29,769.89  
PVTPL AMES TRUE TEMPER INC SR SUB NT 10%DUE 07-15-2012/07-15-2008 REG
    25,802.78       8,750.00  
PVTPL CMO CMO HLDGS III LTD SER 2007-R11CL A-1A VAR RT DUE 9-27-37 BEO
    648,080.85       692,877.39  
PVTPL CMO GMAC COML MTG SECS INC MTG PT CTF 1998-C2 CL F 144A 6.5 05-15-35
    93,750.00       142,065.30  
PVTPL DR PEPPER SNAPPLE GROUP INC SR NT 144A 6.82% DUE 05-01-2018 BEO
    59,991.00       59,181.12  
PVTPL ENERGY FUTURE HLDGS CORP 11.25% DUE 11-01-2017/11-01-2012 BEO
    714,896.50       354,050.00  
PVTPL ENERGY FUTURE HLDGS CORP SR NT 144A 10.875 DUE 11-01-2017 BEO
    10,000.00       7,100.00  
PVTPL EVRAZ GROUP S A 8.875% DUE 04-24-2013 BEO
    170,000.00       86,700.00  
PVTPL GLEN MEADOW PASS-THRU TR GLEN MEADOW PASS THRU 6.505 DUE 021267 BEO
    96,462.00       44,709.30  
PVTPL GLITNIR BANKI HF SUB NT FIXED/ FLT RT 144A DUE 06-15-2016 BEO
    100,000.00       15.00  
PVTPL ICICI BK LTD SUB NT 144A VAR RT DUE 04-30-2022/04-30-2017 BEO
    121,958.54       64,063.66  
PVTPL INDYMAC ABS INC 2006-H1 CL A VAR RT DUE 04-25-2036 REG
    442,106.82       95,176.47  
PVTPL KAZMUNAIGAZ FIN SUB BV GTD GLOBAL # TR 00002 8.375 DUE
07-02-2013 BEO
    159,198.40       124,800.00  
PVTPL LEVEL 3 FING INC SR GTD NT 9.25 DUE 11-01-2014/11-01-2010 REG
    25,387.50       14,500.00  
PVTPL PEGASUS AVIATION LEASE SECUR SER 2000-1 NT CL A-2 144A 8.37
3-25-2030 BEO
    143,425.00       117,552.50  
PVTPL PETROLEUM EXPT LTD NT CL A-2 144A 4.633% DUE
06-15-2010/07-20-2005 BEO
    133,332.01       131,232.03  
PVTPL RESIDENTIAL CAP LLC SR SECD NT 144A 9.625% DUE 05-15-2015 BEO
    64,853.43       16,240.00  
PVTPL SEMGROUP L P / SEMGROUP FIN SR NT 144A 8.75 11-15-15/10 BEO BD IN DEFAULT
    24,625.00       875.00  
PVTPL SHINSEI FIN CAYMAN LTD PERP PFD SECS STEP-UP 144A VAR RT DU7-20-16 BEO
    103,335.10       23,006.72  
PVTPL SOUTHN NAT GAS CO SOUTHN NAT GAS 5.9 DUE 04-01-2017 BEO
    30,015.70       23,773.74  
PVTPL TL ACQUISITIONS INC SR TOGGLE NT 144A 10.5% DUE
01-15-2015/07-15-2008 BEO
    19,744.80       8,200.00  
PVTPL TNK-BP FIN S A SR MTN BK ENT TRANCHE # TR 00006 7.875 3-13-2018 BEO
    98,728.00       50,000.00  
PVTPL TNK-BP FIN S A SR MTN TRANCHE # TR00002 144A 7.5 DUE 07-18-2016 BEO
    119,551.20       60,048.00  
PVTPL TURANALEM FIN BV CO GUAR 8.25 DUE 01-22-2037 BEO
    210,706.50       90,300.00  
PVTPL VEDANTA RES PLC SR GLOBAL NT 144A 8.75% DUE 01-15-2014 BEO
    100,000.00       60,000.00  
PVTPL VISTEON CORP SR NT 144A 12.25% DUE12-31-2016/12-31-2013 BEO
    17,407.99       4,560.00  
QUALITY DISTR LLC / QD CAP CORP SR SUB NT 9% DUE 11-15-2010/11-15-2008 REG
    25,300.00       8,125.00  
QWEST COMMUNICATIONS INTL INC SR NT FLTGRATE DUE
02-15-2009/02-15-2008 REG
    15,093.75       14,925.00  
QWEST COMMUNICATIONS INTL INC SR NT SER B 7.5% DUE
02-15-2014/02-15-2008 REG
    26,937.50       19,305.00  
QWEST CORP NT FLTG RATE DUE 06-15-2013 REG
    500,000.00       372,500.00  
R H DONNELLEY CORP SR NT SER A-4 8.875% DUE 10-15-2017/10-15-2012 REG
    5,000.00       750.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
RADIAN GROUP INC DEB 7.75 DUE 06-01-2011BEO
    16,653.25       8,950.00  
REALOGY CORP SR SUB NT 12.375% DUE 04-15-2015/04-15-2008 REG
    10,145.00       2,600.00  
REALOGY CORP SR SUB NT 12.375% DUE 04-15-2015/04-15-2008 REG
    98,575.00       14,850.00  
RESIDENTIAL CAP LLC SR SECD NT 144A 8.5%DUE 05-15-2010 BEO
    47,625.00       20,357.10  
REYNOLDS AMERN INC REYNOLDS AMER 6.75 DUE 06-15-2017 BEO
    49,954.00       39,689.30  
ROGERS CABLE INC SR SECD 2ND PRIORITY NT6.75% DUE
03-15-2015/03-14-2015 REG
    20,287.50       19,476.28  
ROGERS WIRELESS INC SR SECD NT 6.375 DUE03-01-2014 REG
    10,000.00       9,505.97  
ROYAL BK SCOTLAND GROUP PLC PFD CAP SECS144A DUE 10-29-2049 BEO
    120,000.00       56,104.32  
ROYAL KPN NV 8 DUE 10-01-2010
    32,316.90       30,276.09  
S W AIRLS CO NT 6.5 DUE 03-01-2012/02-28-2012 BEO
    10,071.30       9,415.49  
SABRE HLDGS CORP SR NT 8.35% DUE 03-15-2016/03-13-2006 REG
    46,136.26       10,750.00  
SAFEGUARD SCIENTIFICS INC SR DEB CONV 2.625% DUE
03-15-2024/03-20-2009 REG
    1,460.00       1,398.67  
SEALY MATTRESS CO SR SUB NT 8.25% DUE 06-15-2014/06-15-2008 REG
    4,385.00       2,987.50  
SERVICE CORP INTL SR NT 6.75% DUE 04-01-2016/10-21-2004 REG
    9,813.80       7,600.00  
SHAW COMMUNICATIONS INC SR NT 7.25 DUE 04-06-2011/04-05-2011 BEO
    10,500.00       9,450.00  
SLM CORP MEDIUM TERM NTS BOOK ENTRY 5.625 DUE 08-01-2033
    16,965.50       12,132.92  
SLM CORP MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00015 5 DUE
04-15-2015 BEO
    8,834.00       6,344.09  
SLM CORP MEDIUM TERM NTS BOOK ENTRY 5% DUE 10-01-2013 BEO
    142,469.70       114,483.20  
SLM CORP MEDIUM TERM NTS BOOK ENTRY NT 5.05% DUE 11-14-2014 BEO
    26,786.40       19,964.67  
SLM CORP MEDIUM TERM NTS BOOK ENTRY TR #00057 5.375% DUE
05-15-2014 REG
    175,732.70       131,600.43  
SOLO CUP CO SR SUB NT 8.5 DUE 02-15-2014/02-15-2009 REG
    41,044.79       32,000.00  
SONIC AUTOMOTIVE INC SR SUB NT 8.625% DUE 08-15-2013/08-15-2008 REG
    4,716.50       1,862.50  
SOUTHERN UN CO NEW SOUTHN UN CO 7.2 DUE 11/01/66 DUE
11-01-2066/11-01-2008 BEO
    3,053.75       1,050.00  
SOUTHN NAT GAS CO SOUTHN NAT GAS CO 8 DUE 03-01-2032/02-28-2032 BEO
    17,437.50       12,499.01  
SPECTRUM BRANDS INC SR SUB 12.5% DUE 10-02-2013/10-01-2008 BEO
    2,834.38       832.50  
SPECTRUM BRANDS INC SR SUB NT 7.375% DUE02-01-2015/02-01-2010 REG
    21,201.82       4,625.00  
SPRINT CAP CORP NT 7.625% DUE 01-30-2011BEO
    48,150.50       41,750.00  
SPRINT CAP CORP NT 8.375 DUE 03-15-2012 BEO
    121,410.63       84,000.00  
SPRINT CAP CORP NT 8.75% DUE 03-15-2032 BEO
    12,020.67       6,750.00  
SR NT 10.75% DUE 04-01-2013/04-01-2008 BEO
    24,734.03       6,000.00  
STANDARD PAC CORP NEW SR NT 6.5% DUE 08-15-2010/09-07-2005 REG
    10,091.67       7,850.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
STATION CASINOS INC SR NT 7.75% DUE 08-15-2016/08-15-2011 REG
    41,062.50       7,600.00  
STATION CASINOS INC SR SUB NT 6.875% DUE03-01-2016/03-01-2009 REG
    5,125.00       287.50  
STEEL DYNAMICS INC SR NT 6.75% DUE 04-01-2015/04-01-2011 BEO
    35,012.50       24,150.00  
STEEL DYNAMICS INC SR NT 7.375% DUE 11-01-2012 REG
    10,000.00       7,300.00  
SUBN PROPANE PARTNERS L P / SUBN ENE SR NT 6.875 DUE
12-15-2013/12-15-2008 REG
    24,457.25       20,500.00  
SUN MEDIA CORP CDA SR NT 7.625% DUE 02-15-2013/02-15-2008 BEO
    16,237.50       12,075.00  
SUNTRUST PFD CAP I NORMAL PFD PUR SECS PPS 5.853 DUE
12-15-2011/12-15-2011REG
    56,511.60       32,400.00  
SVC CORP INTL SR NT 7.5 DUE 04-01-2027 REG
    30,000.00       19,200.00  
TCI COMMUNICATIONS INC 7.875% DUE 02-15-2026 REG
    181,243.19       160,835.91  
TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO
    18,448.23       15,210.00  
TELECOM ITALIA CAP ***TELECOM ITALIA CAPITAL SA NOTES 5.25 DUE
10-01-2015 BEO
    9,937.00       7,612.50  
TELECOM ITALIA CAP GTD SR NT 4.95% DUE 09-30-2014/09-30-2006 REG
    49,825.50       38,062.50  
TELECOM ITALIA CAP GTD SR NT SER B 5.25 DUE 11-15-2013/05-15-2005 REG
    24,927.40       19,062.50  
TENET HEALTHCARE CORP SR NT 9.875% DUE 07-01-2014 REG
    17,420.00       12,880.00  
TENET HEALTHCARE CORP SR NT DTD 11/06/2001 6.375 DUE 12-01-2011 BEO
    95,063.75       75,705.00  
TENET HEALTHCARE CORP SR NT DTD 11/06/2001 6.875% DUE 11-15-2031 BEO
    2,279.38       1,260.00  
TENET HEALTHCARE CORP SR NT VAR RT DUE 02-01-2015
    107,262.54       87,745.00  
TESORO CORP FORMERLY TESORO PETE CORP T SR NT 6.25 DUE 11-01-2012 BEO
    16,842.36       13,900.00  
TFM S A DE C V TFM SA DE CV SRNT 9.375 DUE 05-01-2012 BEO
    16,900.00       18,300.00  
THORNBURG MTG INC MTN 8 DUE 05-15-2013/05-15-2008
    2,569.31       1,012.50  
TIME WARNER CABLE INC NT 8.75% DUE 02-14-2019 BEO
    138,300.70       152,226.90  
TN GAS PIPELN CO DEB DTD 03/13/1997 7.625 DUE 04-01-2037 REG
    67,790.00       47,624.64  
TOLL CORP TOLL BROTHERS INC. 8.25% DUE 12-01-2011/12-01-2008 BEO
    9,785.00       8,900.00  
TOUSA INC SR SUB NT 7.5% DUE 03-15-2011/03-15-2008 REG
    18,931.25       31.25  
TRAVELERS COS INC JR SUB DEB FXD / FLTG RATE 6.25 DUE
03-15-2067/03-15-2017BEO
    47,181.70       32,751.85  
TRIBUNE CO NEW NT 4.875% DUE 08-15-2010/08-15-2005 REG
    9,490.00       712.50  
TRONOX WORLDWIDE LLC / TRONOX FIN CORP 9.5 DUE 12-01-2012/12-01-2009 IN DEFAULT
    4,535.00       500.00  
TURANALEM FINANCE 8.25% GTD MTN 22/01/37USD
    130,162.50       59,800.00  
TXU CORP SR NT SER P 5.55% DUE 11-15-2014/08-15-2005 REG
    18,272.30       9,344.56  
TXU CORP SR NT SER Q 6.5% DUE 11-15-2024/08-15-2005 REG
    33,738.40       14,151.52  
TXU CORP SR NT SER R 6.55% DUE 11-15-2034/08-15-2005 REG
    144,371.50       52,326.76  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TYCO INTL FINANCE S A CRP TYC 6.375% DUE10-15-2011/10-14-2011 BEO
    87,592.60       98,294.40  
TYCO INTL FINANCE S A GTD NT DTD 02/21/2001 6.75% DUE 02-15-2011 BEO
    89,398.30       89,458.47  
TYCO INTL LTD / TYCO INTL FIN S A NT 6.875% DUE 01-15-2021 REG
    368,590.84       319,361.75  
TYCO INTL LTD / TYCO INTL FIN S A NT 7% DUE 12-15-2019 REG
    57,176.47       61,610.25  
USFREIGHTWAYS CORP GTD DEB 8.5% DUE 04-15-2010 BEO
    5,495.00       3,120.00  
USG CORP SR NT 6.3 DUE 11-15-2016 REG
    13,087.89       9,406.43  
VALE OVERSEAS LTD VALE OVERSEAS 6.875 1121 36 6.875% DUE 11-21-2036 BEO
    201,457.59       190,617.00  
VANDERBILT MTG & FIN INC 1997B MFD HSG SR/SUB PASSTHRU IB-2 8.155 10-07-26 BEO
    17,708.96       12,391.02  
VANDERBILT MTG & FIN INC 1997C MFD HSG SR/SUB PASSTHRU IB-2 7.83 08-07-2027 REG
    20,395.17       15,702.56  
VANDERBILT MTG & FIN INC SER 2000B CL IB-2 9.25 DUE 07-07-2030 REG
    143,150.64       109,943.04  
VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPSR NT 2012 9 5-1-12/4-30-12 BEO
    10,000.00       8,900.00  
VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPCORP SR NT 2009 8.75 DUE 05-01-2009 BEO
    20,766.67       19,700.00  
VERASUN ENERGY CORP SR SECD NT 9.875 DUE 12-15-2012 BD IN DEFAULT
    4,685.00       2,625.00  
VISTEON CORP 8.25% DUE 08-01-2010 BEO
    7,612.50       2,480.00  
VISTEON CORP 8.25% DUE 08-01-2010 BEO
    8,935.00       3,100.00  
WA MUT INC SUB NT 8.25 DUE 04-01-2010 BEO IN DEFAULT
    16,575.00       4,051.20  
WASTE MGMT INC DEL SR NT 6.875% DUE 05-15-2009 BEO
    491,840.00       497,678.50  
WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO
    89,633.70       91,204.92  
WESTLAKE CHEM CORP SR NT 6.625% DUE 01-15-2016/01-15-2011 REG
    10,969.90       6,380.00  
WESTPOINT STEVENS INC SR NT 7.875 DUE 06-15-2008 BEO
    3,239.00       1.00  
WEYERHAEUSER CO NT 6.75% DUE 03-15-2012/09-24-2002 BEO
    67,299.30       53,709.00  
WILLIAMS COS INC 7.75 DUE 06-15-2031 BEO
    69,615.00       57,540.00  
WILLIAMS COS INC DEB SER A 7.5% DUE 01-15-2031 BEO
    2,846.77       2,010.00  
WINDSTREAM CORP SR NT 8.625 DUE 08-01-2016 BEO
    37,439.85       30,975.00  
XEROX CORP SER NT 6.75% DUE 02-01-2017/08-18-2006 BEO
    9,939.20       7,256.34  
XEROX CORP US$ SR NT 9.75 DUE 01-15-2009
    645,615.00       599,397.00  
XM SATELLITE RADIO INC SR NT 9.75% DUE 05-01-2014/05-01-2008
    25,268.23       24,000.00  
XTO ENERGY INC SR NT 7.5 DUE 04-15-2012/04-14-2012 BEO
    29,624.88       25,697.31  
XTO ENERGY INC XTO ENERGY INC 5.65% DUE 04-01-2016/03-30-2006 BEO
    147,520.50       137,620.20  
XTO ENERGY INC XTO ENERGY INC6.750 08/01/2037 6.75 DUE 08-01-2037 BEO
    9,655.00       9,365.64  
YELLOW ROADWAY CORP CONTINGENT SR NT CONV 5% DUE
08-08-2023/08-13-2010 REG
    2,730.00       920.17  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Corporate Debt Instruments — Other Total
    29,266,784.75       23,029,191.66  
 
           
 
ABBOTT LABS 5.15% DUE 11-30-2012/11-09-2007 BEO
    5,002.40       5,363.68  
ALLSTATE LIFE GL FDG SECD MED TRM TRANCHE # TR 00039 5.375 DUE
4-30-2013
    59,940.00       59,063.88  
AMERICAN EXPRESS CO 4.75% DUE 06-17-2009BEO
    4,896.40       4,965.12  
AMERICAN EXPRESS CO NT 7% DUE 03-19-2018REG
    298,851.00       303,343.20  
AMERICAN EXPRESS CO SR NT 5.25% DUE 09-12-2011
    22,953.84       24,116.33  
AMERIPRISE FINL INC SR NT 5.35% DUE 11-15-2010/11-23-2005 REG
    9,010.00       8,962.67  
AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018
    19,889.80       13,405.70  
APACHE CORP NT 6% DUE 09-15-2013 REG
    109,423.60       114,077.92  
ARGENT SECS INC 2004-W10 AST BKD PASSTHRU CTF CL A2 10-25-2034 REG
    168,209.86       110,059.85  
ASSET BACKED SECS CORP HOME EQUITY LN TR2001-HE3 CTF CL A1
11-15-2031 BEO
    24,562.21       19,318.03  
AT&T INC GLOBAL NT 5.5% DUE 02-01-2018/02-01-2008 BEO
    239,472.00       242,550.00  
BA CR CARD TR 2008-3 NT CL A FLTG 08-15-2011/03-16-2009 REG
    800,000.00       793,319.20  
BAKER HUGHES INC BAKER HUGHES INCYIELD TO MATURITY 7.578 7.5 DUE 11-15-2018 BEO
    139,185.00       155,212.12  
BANK AMER CORP BANK AMER 5.75% DUE 12-01-2017 BEO
    29,789.10       29,953.23  
BANK AMER CORP SENIOR NOTE 5.625% DUE 10-14-2016 BEO
    19,169.55       19,742.16  
BANK AMER CORP SUB INTERNOTES BOOK ENTRYTRANCHE # SB 00092 6% DUE 02-15-2012
    25,661.50       25,391.98  
BEAR STEARNS ABS I TR 2004-BO1 AST BACKED CTF II-A-2 10-25-2034 REG
    1,178,368.67       1,127,135.55  
BEAR STEARNS COS INC BEAR STEARNS CO 6.410 2 17 6.4% DUE 10-02-2017
    37,108.80       41,567.12  
BEAR STEARNS COS INC SR GLOBAL NT 7.25% DUE 02-01-2018 BEO
    316,514.20       350,673.92  
BELLSOUTH CORP NT 4.75% DUE 11-15-2012 BEO
    9,664.90       9,810.73  
BERKSHIRE HATHAWAY FIN CORP SR NT 4.2% DUE 12-15-2010/05-03-2004 REG
    9,799.50       10,233.41  
BERKSHIRE HATHAWAY FIN CORP SR NT 4.625%DUE 10-15-2013/04-22-2004 REG
    24,620.94       25,740.58  
BRAZOS TEX HIGHER ED AUTH INC STUDENT LNREV VAR-NTS-SER I-A-1
09-26-2016 REG
    84,000.02       79,865.54  
BRISTOL MYERS SQUIBB CO SR NT 5.25 DUE 08-15-2013 BEO
    4,968.15       5,335.78  
CAP AUTO RECEIVABLES AST TR 2008-2 CAP AUTO TR 2 CAP AUTO T
10-15-2012 BEO
    600,000.00       534,532.20  
CATERPILLAR FINL SVCS CORP MEDIUM TERM N# TR 00789 5.05 DUE
12-01-2010 REG
    4,950.00       5,030.97  
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00819 6.2 DUE 09-30-2013
    159,828.80       164,946.72  
CHASE ISSUANCE TR 2007-1 NT CL A 03-15-2013 REG
    493,359.38       444,384.50  
CISCO SYS INC SR NT FLTG RATE DUE 02-20-2009 REG
    1,400,935.00       1,399,554.80  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CIT HOME EQUITY LN TR 2003-1 ASSET BKD CTF CL A-4 03-20-2032 REG
    385,395.96       281,684.30  
CITICORP SUB NT DTD 10/18/1996 7.25% DUE10-15-2011 REG
    969,720.00       982,981.00  
CITIGROUP INC 5.5 DUE 02-15-2017 BEO
    117,416.80       109,175.88  
CITIGROUP INC GLOBAL SR NT 6.5% DUE 08-19-2013 BEO
    129,923.30       131,181.18  
CITIGROUP INC SR NT 6.875% DUE 03-05-2038 BEO
    188,711.80       216,198.53  
CITIGROUP INC SUB NT 5% DUE 09-15-2014
    117,227.20       114,345.66  
CITIGROUP MTG LN TR 2005-HE2 ASSET BKD CTF CL A 144A VAR 05-25-2035 BEO
    114,281.59       99,572.41  
CMO 1ST HORIZON MTG PASSTHRU TR SER 2004-AA1 CL-A1 DUE 06-25-2034 BEO
    160,937.13       89,478.09  
CMO 2005-AR17 CL A-1A2 DUE 12-25-2045 REG
    168,117.85       77,881.43  
CMO 2005-AR2 CL 2A-1A VAR DUE 01-25-2045REG
    239,124.65       122,991.13  
CMO 2006-2N MTG PASSTHRU CTF CL 1-A1 VARDUE 02-25-2046 REG
    316,588.61       128,879.11  
CMO ALTERNATIVE LN TR 2006-OA11 CL A-4 FLTG DUE 07-25-2036 REG
    339,365.55       118,768.78  
CMO BANC AMER COML MTG INC SERIES 2005-5CL-A4 DUE 10-10-2045 REG
    70,354.06       57,050.63  
CMO BANC AMER COML MTG TR 2007-5 5.62 DUE 10-10-2014 REG
    5,228.13       6,426.16  
CMO BANC AMER MTG SECS INC BOAMS 2004-2 1A5 6.5% DUE 10-25-2031 BEO
    86,915.97       78,149.11  
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG
    126,764.85       86,642.58  
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO
    91,624.38       72,581.48  
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-2DUE 02-25-2033/04-25-2006 BEO
    61,750.58       50,945.62  
CMO BEAR STEARNS ARM TR 2003-1 MTG PASSTHRU CTF CL V-A-1 DUE
04-25-2033 BEO
    690,302.06       555,884.65  
CMO BEAR STEARNS ARM TR 2005-6 MTG PASSTHRU CTF CL I-A-1 DUE
08-25-2035 REG
    400,705.13       193,094.74  
CMO CR SUISSE 1ST BSTN MTG SECS CORP SER2005-C2 CL A4 4.832 DUE
04-15-2037 BEO
    60,307.50       48,910.20  
CMO CWALT INC 2005-14 ALT LN TR MTG PASSTHRU DUE 05-25-2035 REG
    133,177.51       61,018.74  
CMO CWALT INC 2005-38 MTG PASSTHRU CTF CL A-3 DUE 09-25-2035 REG
    168,737.38       76,094.32  
CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO
    168,408.81       77,041.30  
CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO
    233,204.43       106,277.32  
CMO CWALT INC SER 2005-J12 CL 2-A-1 FLT RT DUE 08-25-2035 REG
    195,027.65       94,056.96  
CMO CWMBS INC 2003-60 CHL MTG PASSTHRU CTF CL 1-A-2 DUE 02-25-2034 REG
    238,921.84       163,716.90  
CMO DSLA MTG LN TR 2006-AR1 MTG PASSTHRUCTF CL 1A-1A DUE
03-19-2046 REG
    550,343.83       333,995.99  
CMO GE COML MTG CORP SER 2007-C1 TR MTG PASSTHRU CTF CL A-4 DUE 12-10-2049 REG
    394,096.49       305,592.68  
CMO GREENPOINT MTG FDG TR 2005-AR4 MTG PASSTHRU CTF CL I-A-1 DUE 10-25-2045 REG
    80,607.65       35,948.09  
CMO GREENPOINT MTG FDG TR SER 2006-AR5 CLASS-A1A DUE 10-25-2046 REG
    284,972.52       233,131.72  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CMO GREENWICH CAP COML FDG CORP SER 2005-GG5 CL A5 DUE 04-10-2037 BEO
    398,812.50       328,721.20  
CMO GS MTG SECS CORP SER 2005-AR6 CL 2A14.540901% DUE
09-25-2035/10-25-2005 REG
    255,923.28       189,776.31  
CMO GS MTG SECS CORP SER 2005-RP3 CL 1AFDUE 09-25-2035 BEO
    342,281.22       269,173.23  
CMO GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 DUE
08-10-2045 REG
    275,231.25       195,927.39  
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG
    134,595.70       64,516.43  
CMO IMPAC CMB TR SER 2003-9F CL A VAR RATE 1.47125% DUE 07-25-2033 REG
    332,007.31       260,188.15  
CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE
01-25-2032 BEO
    13,924.59       9,891.20  
CMO INDYMAC INDA MTG LN TR 2007-AR7 MTG PASS THRU CTF CL 1-A-1 11-25-37 REG
    78,324.64       48,312.77  
CMO LB-UBS COML MTG TR SR 2005-C5 CL A-4DUE 09-15-2030 BEO
    100,375.00       81,630.20  
CMO MASTR ADJ RATE MTG TR 2007-3 MTG PASSTHRU CTF CL 1-2A1 VAR 05-25-47
    568,044.78       224,846.74  
CMO MERRILL LYNCH MTG TR 2005-CKI1 COML MTG PASSTHRU CTF A6 DUE 11-12-2037 REG
    99,979.95       82,538.10  
CMO MERRILL LYNCH MTG TR 2006-C1 CL A-4 DUE 05-12-2039 REG
    159,669.82       130,303.68  
CMO MORGAN STANLEY CAP I INC 2005-HQ6 CTF A-4A 4.989 DUE 08-13-2042 REG
    100,548.30       81,697.60  
CMO MORGAN STANLEY MTG LN TR 2004-2AR SER 2005-10 MTG DUE
12-25-2035
    158,622.17       129,364.02  
CMO RESDNTL ACCREDIT LNS INC MTG 2005-QO3 CL A-1 DUE 10-25-2045 REG
    197,143.82       90,455.82  
CMO RESDNTL ACCREDIT LNS INC MTG PASS SER 2004-QA6 CL NBIV FLTRT 12-26-2034REG
    524,263.59       255,777.96  
CMO RESDNTL ACCREDIT LNS INC MTG PASS TH2003-QS1 CTF CL A-4 DUE01-25-2033 BEO
    120,212.42       99,414.27  
CMO SER 2005-7N CL 1A1B DUE 12-25-2035 BEO
    145,016.09       41,508.39  
CMO STRUCTURED AST MTG INVTS II INC MTG PA CL I-A-1A DUE 08-25-2036 REG
    371,225.41       147,522.58  
CMO THORNBURG MTG SECS TR 2007-4 6.200665% DUE 09-25-2037 BEO
    208,510.38       162,279.90  
CMO THORNBURG MTG SECS TR 2007-4 MTG PASS THRU CTF CL 1A-2 DUE 09-25-2037 REG
    224,601.94       159,728.74  
CMO WACHOVIA BK COML MTG TR 2005-C18 COMMTG PASSTHRU A-4 DUE 04-15-2042 REG
    130,541.06       105,235.13  
CMO WACHOVIA BK COML MTG TR SER 2005-C20CL A-7 DUE 07-15-2042 BEO
    109,789.45       90,054.58  
CMO WAMU MTG PASS-THRU CTFS 2005-AR17 CLA-1A1 DUE 12-25-2045 REG
    252,620.01       118,448.92  
CMO WAMU MTG PASS-THRU CTFS 2005-AR6 CL 2-A-1A DUE 04-25-2045 REG
    118,760.84       54,350.90  
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CL 1-A-1A DUE 06-25-2045 REG
    165,878.03       66,312.23  
CMO WAMU MTG PASS-THRU CTFS SER 2005-AR11 CL A1A FLT RT 8-25-2045REG
    358,839.78       194,088.25  
CMO WAMU MTG PASS-THRU CTFS SER 2005-AR13 CL A-1A1 FLT RT
10-25-2045BEO
    136,274.56       74,429.89  
CMO WELLS FARGO MTG BACKED SECS 2004-S TR CL A-7 DUE 09-25-2034 REG
    735,951.56       755,103.58  
CMO ZUNI MTG LN TR 2006-1 CL A-1 .51938%DUE 08-25-2036 REG
    184,359.54       174,761.97  
CONOCO FDG CO NT 6.35% DUE 10-15-2011 BEO
    22,240.80       21,040.68  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CONOCO INC NT DTD 04/20/1999 6.95% DUE 04-15-2029 BEO
    20,854.00       21,522.02  
CONOCOPHILLIPS AUSTRALIA FDG CO GTD NT FLTG RATE DUE
04-09-2009/04-09-2008 REG
    684,000.00       683,220.92  
CONOCOPHILLIPS CO NT 8.75 DUE 05-25-2010BEO
    204,471.75       184,438.45  
CONS EDISON CO N Y INC BD 5.3 DUE 12-01-2016 BEO
    9,162.10       9,666.33  
COUNTRYWIDE FINL CORP MEDIUM TERM NTS BOTRANCHE # TR 00159 5.8 DUE 06-07-2012
    9,725.00       9,746.53  
COUNTRYWIDE FINL CORP SUB NT 6.25% DUE 05-15-2016 BEO
    35,150.00       37,980.32  
COUNTRYWIDE HOME LNS INC MEDIUM TERM NTSTRANCHE # TR 00287
    245,875.00       308,636.62  
COUNTRYWIDE HOME LNS INC MEDIUM TERM NTSTRANCHE # TR 00324 4.125 9-15-2009
    57,550.00       59,296.86  
COUNTRYWIDE HOME LNS INC MEDIUM TERM NTSTRANCHE # TR 00324 4.125 9-15-2009
    189,000.00       197,656.20  
COUNTRYWIDE HOME LNS INC MEDIUM TERM NTSBOOK ENTRY TRANCHE # TR 00173 6.25 DUE
    8,885.00       10,050.00  
CWABS INC SER 2005-AB1 CL A3 FLT RT 08-25-2035 REG
    450,000.00       298,412.55  
CWABS INC SERIES 2002-1 CLASS-A FLTG RATE ASSET BACKED CTF
08-25-2032 BEO
    33,536.44       13,611.40  
DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOKTRANCHE # TR 00353 VAR RT DUE 06-10-11
    900,000.00       821,243.70  
DET EDISON CO 6.125 DUE 10-01-2010 BEO
    54,990.10       55,317.63  
DIAGEO CAP PLC DIAGEO PLC 7.375% DUE 01-15-2014 BEO
    229,121.40       245,007.73  
DOMINION RES INC DEL NT DTD 09/16/2002 5.7 DUE 09-17-2012 BEO
    118,603.10       113,870.70  
DOMINION RES INC DEL SR NT SER D 5.125% DUE 12-15-2009/12-14-2009 BEO
    69,687.10       69,845.93  
DOMINION RES INC VA NEW DOMINION RES INC4.75 12 15 10 4.75% DUE
12-15-2010 BEO
    9,989.10       9,887.87  
DOMINION RESOURCES INC V SR NT 2008 SER D 8.875% DUE 01-15-2019 BEO
    19,994.40       21,567.78  
ELECTR DATA SYS CORP NT 7.125 DUE 10-15-2009/10-12-1999 BEO
    131,387.34       127,078.13  
EXPORT IMPORT BK KOREA EXPORT-IMPORT BK KOREA VAR RT DUE
06-01-2009
    699,867.00       698,055.40  
FIRST UN CORP SUB NT DTD 01/18/1994 6.375% DUE 01-15-2009 REG
    2,860.00       2,998.65  
FORD CR AUTO OWNER TR 2008-C ASSET BACKED NT CL A-2B 01-15-2011 REG
    200,000.00       194,081.00  
GCB WALT DISNEY COMP D12/04/07 0.010 JD12 4.7 DUE 12-01-12 BEO
    4,914.73       5,129.29  
GEN ELEC CAP CORP INTERNOTES BOOK EN TRANCHE # TR 00152 3.25 DUE 07-15-2010
    9,900.00       9,808.80  
GEN ELEC CAP CORP INTERNOTES BOOK EN TRANCHE # TR 00338 4.125 DUE 05-15-2009
    19,448.99       20,010.38  
GEN ELEC CAP CORP INTERNOTES BOOK EN MTNTRANCHE # TR 00070 4.05 3-15-12/04
    1,881.68       1,901.60  
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00560 4.625 DUE 09-15-2009
    15,625.80       15,179.12  
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00654 4.25
9-13-2010 REG
    24,450.25       24,973.15  
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00714 5 DUE
11-15-2011
    2,894.58       3,055.18  
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00800 5.625 DUE 09-15-2017
    58,473.00       59,599.98  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00804 VAR RT DUE 11-15-2067
    240,431.10       150,856.56  
GEN ELEC CAP CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00443 7.375 1-19-10 BEO
    17,491.85       17,381.00  
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 3.75% DUE 12-15-2009
    9,768.30       10,103.61  
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.375% DUE 11-21-2011
    23,557.23       24,944.03  
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5% DUE 01-08-2016
    5,390.74       5,867.66  
GENERAL ELECTRIC CAPITAL CORP MTN # TR 00482 6.125% DUE 02-22-2011
    4,985.80       5,192.29  
GLAXOSMITHKLINE CAP INC GTD NT 5.65% DUE05-15-2018 BEO
    209,871.90       220,568.88  
GOLDMAN SACHS GROUP INC 4.5% DUE 06-15-2010 BEO
    137,911.20       137,954.46  
GOLDMAN SACHS GROUP INC 5.5 DUE 11-15-2014 BEO
    20,032.76       18,592.28  
GOLDMAN SACHS GROUP INC BD 6.15% DUE 04-01-2018 BEO
    603,012.00       576,576.60  
GOLDMAN SACHS GROUP INC BOND 5.25 DUE 10-15-2013 BEO
    455,375.00       459,326.00  
GOLDMAN SACHS GROUP INC NT 6.875 DUE 01-15-2011 BEO
    9,685.00       10,149.19  
GSAA HOME EQUITY TR 2007 7 SR AST BACKEDCTF CL A 4 VAR RATE
07-25-2037 REG
    174,487.50       19,194.84  
HANCOCK JOHN LIFE INS CO SIGNATURENOTES TRANCHE TR 00604 FLTG 2/09/06 04-15-2009
    2,000.00       1,971.19  
HARTFORD FINL SVCS GROUP INC NT 5.25 DUE 10-15-2011 BEO
    8,308.00       8,771.55  
HELLER FINL INC NT 7.375% DUE 11-01-2009BEO
    5,059.65       5,176.97  
HEWLETT PACKARD CO NT 4.5% DUE 03-01-2013 BEO
    4,783.69       5,094.08  
HOUSEHOLD FIN CORP NT 8% DUE 07-15-2010 BEO
    75,068.87       71,164.17  
HSBC CAP FDG DLR 2 L P PERP PFD SECS 144A DUE 12-29-2049/06-27-2013 BEO
    45,000.00       24,385.01  
HSBC FINANCE CORPORATION CRP HI 7 DUE 05-15-2012 BEO
    35,201.07       35,053.13  
HSEHD FIN CORP HSEHD FIN GLBL CPN 6.375 MAT 11/27/12 6.375 DUE
11-27-2012 BEO
    14,904.90       14,675.70  
I/O CMO GMAC COML MTG SECS INC SER 1999-CTL1 CL X 12-15-2016 BEO
    17,391.79       115.10  
J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO
    56,817.90       55,800.03  
J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO
    50,389.00       50,727.30  
J P MORGAN CHASE & CO NT 6.75 DUE 02-01-2011 BEO
    119,675.90       117,894.90  
KEYCORP FRN SNR EMTN 11/10 EUR10000
    217,824.44       222,408.06  
LEHMAN XS TR SER 2006 GP4 MTG PASSTHRU CTF CL 3-A1A .45938% DUE
08-25-2046 REG
    553,415.08       425,256.84  
MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011
    24,214.25       26,524.35  
MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00457 VAR RT DUE 02-05-10
    990,000.00       1,043,776.80  
MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00667 5.45 DUE 02-05-2013
    379,854.80       365,273.48  
MERRILL LYNCH & CO MTN 5.076% 22/03/2011
    651,793.80       715,931.33  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO
    28,615.71       29,283.63  
MORGAN STANLEY FOR EQTY SEE 617 SR GBL MTN SER F FLTG RT DUE
10-18-16 BEO
    40,147.73       27,522.16  
MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y NT 4% DUE 01-15-2010 BEO
    9,781.80       9,810.19  
MORGAN STANLEY FORMERLY MORGAN STANLEY MORGAN STANLEY 5.95 DUE 12-28-2017
    99,717.00       82,998.10  
MORGAN STANLEY GLOBAL MED TERM NT SER F 5.75% DUE 08-31-2012
    92,029.50       83,917.26  
MORGAN STANLEY MTN 6% DUE 04-28-2015
    693,210.00       603,911.00  
MORGAN STANLEY NOTES 5.625 DUE 01-09-2012 BEO
    142,385.60       132,762.98  
MORGAN STANLEY SR GLOBAL MEDIUM TERM NT SER F VAR RT DUE
05-14-2010
    400,000.00       372,318.80  
MSDWCC HELOC TR 2005-1 ASSET BKD NT CL AFLTG 07-25-2017/02-25-2005 BEO
    44,096.24       29,579.89  
NATIONAL CITY CORP SUB NT 5.75% DUE 02-01-2009 BEO
    4,860.00       4,967.80  
NATL AUSTRALIA BK LTD GLOBAL MEDIUM TRANCHE # SR 00013 VAR RT DUE 02-08-2010
    400,000.00       400,268.00  
NATL RURAL UTILS COOP FIN CORP COLL TR BD 10.375 DUE
11-01-2018/10-30-2008 REG
    10,815.40       11,642.64  
NATL WESTMINSTER BK PLC SUB NT 7.375 DUE10-01-2009 BEO
    389,500.00       392,194.40  
NELNET STUDENT LN TR 2008-4 ASSET BKD NTCL A-4 FLTG 04-25-2024 REG
    110,000.00       89,114.74  
OCCIDENTAL PETE CORP C CRP OXY 7% DUE 11-01-2013/10-21-2008 BEO
    178,444.80       196,460.10  
OPTION ONE MTG LN TR 2003-1 CL A-2 02-25-2033 BEO
    376,003.72       256,079.06  
ORIGEN MANUFACTURED HSG CONT TR SER 02-A SR/SUB ASTBKD CTF CL A-1 05-15-32
    21,107.55       18,858.14  
PROCTER & GAMBLE CO NT 4.95% DUE 08-15-2014/08-10-2004 BEO
    1,990.92       2,065.89  
PROTECTIVE LIFE SECD TRS INTERNOTES BOOKENTRY MTN 5.5% DUE
11-15-2015/05-15-2009
    3,860.00       4,099.77  
PVTPL AMERICAN INTL GROUP INC NT 144A 8.25% DUE 08-15-2018 BEO
    131,500.00       146,383.80  
PVTPL AMERICAN INTL GROUP INC NT 144A 8.25% DUE 08-15-2018 BEO
    240,000.00       175,660.56  
PVTPL ASIF GLOBAL FING XIX SR NT 144A 4.9% DUE 01-17-2013 BEO
    9,987.60       8,027.42  
PVTPL CMO GREENPOINT MTG FDG TR SER 2006AR6 CL 1-A1A VAR RT DUE 10-25-2046
    173,571.78       139,356.93  
PVTPL CORPORACION NACIONAL DEL COBRE DE CHILE NT 144A 4.75% DUE 10-15-2014 BEO
    49,241.00       46,959.65  
PVTPL HBOS CAP FDG NO 2 L P BONDS 144A 6.071% DUE
06-30-2049/06-30-2014 BEO
    28,240.50       11,095.53  
PVTPL PACIFIC LIFE GLOBAL FDG NT 144A 5.15 DUE 04-15-2013 BEO
    99,073.00       93,955.80  
PVTPL PETE EXPT LTD NT CL A-1 144A 4.623DUE 06-15-2010 BEO SINKING FD 12-15-2008
    99,998.98       98,414.97  
PVTPL RABOBANK CAP FDG III 5.254% DUE 12-29-2049/06-30-2017 BEO
    20,155.20       10,965.46  
PVTPL RABOBANK CAP FDG TR II BD 144A 5.26% DUE 12-29-2049/12-31-2013 BEO
    10,181.40       5,290.30  
PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE
09-15-2013 BEO
    187,962.79       184,926.66  
PVTPL VERIZON WIRELESS CAP LLC / CELLCO PARTNE NT 144A 8.5 DUE
11-15-2018 BEO
    19,801.20       23,433.54  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
REGIONS FINL CORP NEW FLTG RT DUE 06-26-2012
    401,875.00       402,726.00  
SACO I TR 2005-7 MTG BKD CTF CL A VAR RATE 09-25-2035 REG
    67,946.92       44,300.24  
SBC COMMUNICATIONS INC NT 4.125% DUE 09-15-2009/11-03-2004
    1,098,680.00       1,104,506.70  
SBC COMMUNICATIONS INC NT 5.1% DUE 09-15-2014 BEO
    58,023.40       58,979.22  
STRUCTURED ADJ RATE MTG LN TR 2004-16 MTG PASSTHRU CTF 1-A2 ADJ 11-25-2034 REG
    80,201.91       41,234.63  
TARGET CORP NT 4 DUE 06-15-2013/06-14-2013 BEO
    85,046.22       83,948.94  
UNILEVER CAP CORP NT 7.125% DUE 11-01-2010/10-24-2000 BEO
    49,552.00       53,471.80  
UNITED PARCEL SVC INC SR NT 4.5% DUE 01-15-2013/01-15-2008 REG
    219,065.00       226,939.24  
UNITED PARCEL SVC INC SR NT 5.5% DUE 01-15-2018/01-15-2008 REG
    3,706.06       4,253.67  
UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 4.875% DUE
02-15-2013 BEO
    79,160.80       74,689.92  
UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 4.875% DUE
04-01-2013 BEO
    78,902.40       74,544.48  
VAR RT DUE 03-20-2010
    84,000.00       92,780.00  
VERIZON COMMUNICATIONS INC NT 4.35% DUE 02-15-2013/02-12-2008 BEO
    39,448.00       38,687.40  
VERIZON COMMUNICATIONS INC NT 8.95% DUE 03-01-2039 BEO
    146,224.50       193,753.50  
VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO
    123,041.95       120,561.52  
WACHOVIA CAP TR III FIXED-FLTG RATE NORMAL WACHOVIA 5.8% DUE 03-15-2042 REG
    80,100.50       47,200.00  
WACHOVIA CORP GL MED TRM SR NTS TRANCHE # SR 00032 5.75 DUE
02-01-2018 BEO
    211,091.03       210,417.90  
WACHOVIA CORP NEW NT 5.625% DUE 10-15-2016 BEO
    163,811.20       182,699.40  
WACHOVIA CORP NEW SUB NT DTD 03/15/1999 6.15% DUE 03-15-2009 BEO
    4,860.00       5,033.05  
WELLPOINT INC NT 5% DUE 01-15-2011/01-10-2006 BEO
    4,645.15       4,871.02  
WELLPOINT INC WELLPOINT INC 5.875 20170615 5.875 DUE 06-15-2017 BEO
    9,924.60       9,101.35  
WELLS FARGO & CO NEW SUB GLOBAL NT 6.375% DUE 08-01-2011 BEO
    86,430.55       86,761.29  
WELLS FARGO CAP X GTD CAP SECS 5.95% DUE12-15-2086/12-15-2008 REG
    99,900.00       85,704.80  
WELLS FARGO CAP XV C CRF WFC DUE 12-29-2049/09-26-2017 BEO
    100,000.00       101,000.00  
WORLD SVGS BK FSB OAKLAND CAL MEDIUM T NT 4.125 DUE 12-15-2009 REG
    2,800.00       2,976.48  
WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO
    109,253.10       122,131.57  
 
           
Corporate Debt Instruments — Preferred Total
    37,902,936.71       32,289,911.29  
 
           
 
ABN AMRO CAP FDG TR VII GTD TR PFD SECS 6.08%
    8,446.80       11,976.00  
ADR BANCO ITAU HLDG FINANCEIRA S A FORMERLY SPONSORED ADR REPSTG 500 PFD
    29,856.63       15,950.00  
ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $0.01 REP NON VTG PFD
    2,885.75       2,748.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR NET SERVICOS DE COMUNICACAO S A SPONSORED ADR REPSTG PFD NEW
    1,260.55       582.00  
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR NON VTG
    31,635.40       11,225.50  
ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR SER M REPSTG PREF M
    6,131.85       4,430.00  
ADR ROYAL BK SCOTLAND GROUP PLC ADR REPSTG PREF SHS SER Q
    1,010.95       879.00  
ADR TELECOMUICACOES DE SAO PAULO S A TELESP SPONSORED ADR REPSTG PFD
    30,207.92       21,545.10  
AES TR III TR PFD STK CONV SECS
    4,939.95       3,780.00  
AMERICAN INTL GROUP INC CORP UNIT
    1,568.95       2,550.00  
AMERICAN INTL GROUP INC JR SUB DEB SER A-5 PFD STK
    7,568.95       7,940.00  
AMR CORP DEL PFD
    10,530.85       6,990.00  
AT&T INC SR NT
    17,390.08       19,328.50  
AXIS CAPITAL HOLDINGS LTD PFD STK
    2,108.95       2,607.00  
BAC CAP TR XII GTD CAP SECS
    13,746.25       10,459.35  
BANK AMER CORP DEP SH REPSTG 1/1000TH PFD SER I PFD STK
    32,483.28       31,134.97  
BANK AMER CORP DEPOSITARY SH REPSTG 1/1000TH PFD SER J
    5,287.45       4,850.00  
BANK AMER CORP NON CUMULATIVE PERP CONV PFD SER L NON CUM PERP CONV PFD SER L
    31,688.05       32,575.00  
BLACKOUT MEDIA CORP PFD
    1,073.97        
BRE PPTYS INC PFD SER D 6.75%
    5,639.95       3,753.00  
CAPITAL AUTOMOTIVE REIT RED PFD SHS SER A 7.50%
    6,849.95       1,209.39  
CASINO GUICH-PERR PRF EUR1.53
    130,221.24       143,339.73  
CBS CORP NEW SR NT
    1,865.48       1,115.20  
CIA PARANAENSE DE PRF’B’NPV
    93,035.06       58,662.09  
CITIGROUP CAP XV ENHANCED TR PFD SECS
    17,484.30       10,526.00  
CITIGROUP FDG INC PISTONS BASED UPON CBOE S&P 500
    4,635.95       2,592.00  
CITIGROUP INC DEP SH REPSTG 1/1000TH PFDCONV SER CONV PFD STK
    11,941.45       6,997.50  
CITIGROUP INC DEP SHS REPSTG 1/1000TH PFD SER AA PFD STK
    108,562.05       84,535.00  
COMCAST CORP NEW NT
    2,562.45       2,293.20  
COMCAST CORP NEW NT SER B
    6,820.45       5,830.00  
CORP BACKED CALL TR CTFS J C PENNEY JC PENNEY DEB BKD 2006-1 CTF A-1
    3,149.95       1,340.00  
CORPORATE BACKED TR CTFS USE 21988K FOR EQUITY ISSUES SER 2001-8 CL A-1
    2,109.95       264.93  
CORTS TR BELLSOUTH CAP FDG DEBS CORP BKDTR SECS 7.12% CORP BKD TR SECS 7.12%
    4,858.95       4,950.00  
CREDIT SUISSE GUERNSEY BRH CAP NT TIER 1PFD STK
    11,491.00       10,275.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER L PFD STK
    5,296.45       2,160.90  
DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER M PFD STK
    2,537.95       1,100.00  
FED HOME LN MTG CORP VAR RATE
    3,697.90       981.50  
FEDERAL HOME LN MTG CORP PFD FLTG RATE
    2,224.95       264.00  
FIRST INDL RLTY TR DEP SHS REPSTG 1/10000 PFD SER J
    2,552.95       1,000.00  
FNMA NON CUM PFD SER R 7.625% PFD STK
    278.12       82.85  
FNMA PFD SER M 4.75
    12,612.95       300.00  
FORD MTR CO CAP TR II TR ORIGINATED PFD SECS 6.50%
    46,437.09       27,962.00  
FORD MTR CR CO LLC 7.375 PRF 15/10/31 USD25
    4,486.95       2,160.00  
FORD MTR CR CO LLC 7.6 PRF SNR NTS 3/1/2032 CALL ON 2/27/07
    1,957.93       1,088.00  
FRANKLIN BK CORP PFD SER A 7.50%
    16,219.90       0.10  
GDR UNIBANCO-UNIAO DE BANCOS BRASILEIROSS A UNITS PFD & PFD
CL B
    128,882.39       79,805.70  
GDR UNIBANCO-UNIAO DE BANCOS BRASILEIROSS A UNITS PFD & PFD
CL B
    127,053.67       64,620.00  
GDR UNIBANCO-UNIAO DE BANCOS BRASILEIROSS A UNITS PFD & PFD
CL B
    94,147.75       64,620.00  
GDR UNIBANCO-UNIAO DE BANCOS BRASILEIROSS A UNITS PFD & PFD
CL B
    924,308.09       706,942.80  
GEN ELEC CAP CORP NT
    2,579.41       2,113.61  
GEN MTRS CORP SR DEB CONV SER B
    101,023.71       18,662.00  
GEN MTRS CORP SR DEB CONV SER B
    199,818.23       86,344.00  
GEN MTRS CORP SR DEB CONV SER C
    22,762.00       3,200.00  
GEN MTRS CORP SR DEB CONV SER C
    11,130.96       8,316.80  
GEN MTRS CORP SR NT 7.375 CALLABLE 10/03/2006
    10,972.94       5,270.00  
GEN MTRS CORP SR NT 7.5 PRF 01/07/2044 USD25
    2,012.95       315.00  
GEN MTRS CORP SR NT PFD 7.250 CALLABLE 07/15/2006
    1,882.95       318.00  
GENERAL ELEC CAP CORP PUBLIC INCOME NT PINES
    19,584.40       18,640.48  
GENERAL MTRS CORP QUARTERLY INT BD QUIBS
    11,041.90       2,289.00  
GENERAL MTRS CORP SR DEB CONV SER D
    11,008.95       8,250.00  
GENERAL MTRS CORP SR NT
    3,756.91       1,008.00  
GMAC LLC PFD 7.35 CALLABLE 8/8/07 DUE 8/8/32
    4,300.69       2,373.60  
HOSPITALITY PPTYS TR PFD SER C 7.00%
    4,273.90       3,927.00  
HUNTINGTON PFD CAP INC EXCH PREP PFD SECS CL C
    9,429.40       5,687.22  
ING GROEP N V PERP HYBRID CAP SECS
    5,172.95       5,640.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ING GROEP N V PERPETUAL DENT SECS 6.125%PFD STK
    6,069.92       4,480.00  
JPMORGAN CHASE & CO FORMERLY J P MORGAN DEPOS SHS REPSTG 1/4TH PFD SER E STK
    10,258.95       10,237.50  
JPMORGAN CHASE CAP XIV CAP SECS SER N
    7,005.95       6,294.00  
JPMORGAN CHASE CAP XIX CAP SECS SER S
    2,529.95       2,197.00  
JPMORGAN CHASE CAP XVI TR PFD SECS SER P
  12,656.45       10,690.00  
LEHMAN BROS HLDGS CAP TR V PFD SECS SER M 6.00 PFD STK
    9,892.95       2.25  
MBNA CAP D TR PFD SECS SER D 8.125% TRUPS MBNA CAP D
    2,559.95       1,870.00  
MERRILL LYNCH & CO INC CALLABLE STK RETURN INCOME DEBT SECS CONV PFD STK
    4,131.75       2,597.40  
METLIFE INC SR NT DTD 11/21/2003
    6,768.95       6,600.00  
NEWCASTLE INVT CORP NEW PFD SER D 8.375
    986.13       180.00  
NEXEN INC SUB NT
    2,689.95       1,745.00  
PFD $3.50
    7,312.95       5,160.00  
PREFERREDPLUS TR SER QWS-1 TR CTF
    1,956.64       906.10  
PREFERREDPLUS TR SER UPC-1 TR CTF
    2,025.73       1,151.75  
PRIMUS GUARANTY LTD PFD STK
    3,128.70       875.00  
PUB STORAGE DEP SHS REPSTG 1/1000TH PFD SER K
    10,066.84       9,515.18  
PUB STORAGE DEPY SH REPSTG 1/100TH COM SER A
    2,070.54       1,920.00  
REORG/WACHOVIA CORP STK MERGER TO WELLSFARGO PFD 1003111 12/31/08
    1,328.02       0.35  
SAMSUNG ELECTRONIC PFD KRW5000
    145,198.50       61,450.52  
SATURNS TRIBUNE CO 2006-1 UNIT CL A
    2,502.97       72.00  
SCHERING PLOUGH CORP PFD CONV MANDATORY 2007 CONV PFD STK
    53,440.47       52,200.00  
TELE NORTE LESTE P PRF NPV
           
TELEMAR NORTE LEST PRF’A’NPV
    145,961.84       61,878.22  
TR ORIGINATED PFD SECS 13.25%
    1,307.60        
UNITED STATES CELLULAR CORP SR NT
    1,950.72       1,241.00  
UNITED STATES CELLULAR CORP SR NT PREFERRED
    5,159.95       3,700.00  
US BANCORP DEL DEPOSITARY SHS REPSTG 1/1000TH PFD SER B
    8,233.95       8,120.00  
USB CAP VI GTD TR PFD SECS
    2,454.95       1,938.00  
VORNADO RLTY TR PFD SER E 7
    2,536.95       1,705.00  
WACHOVIA PFD FDG CORP PERP PFD SECS SER A 7.25%
    3,434.95       2,520.00  
WASHINGTON MUT INC 7.75% NON CUMULATIVE PERP CONV PFD CONV PFD
    31,361.71       23,807.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WELLS FARGO CAP IX TR ORIGINATED PFD SECS 5.625 TOPRS
    2,291.32       2,099.00  
WELLS FARGO CAP XII ENHANCED TR PFD SECSTRUPS PFD STK
    76,525.45       75,329.70  
 
           
Corporate Stock — Preferred Total
    3,020,299.70       2,017,158.59  
 
           
 
REORG SOVEREIGN BANCORP INC STOCK MERGER TO BANCO SANTANDER EFF 1-30-09.
    220,399.62       40,379.00  
REORG SOVEREIGN BANCORP INC STOCK MERGER TO BANCO SANTANDER EFF 1-30-09.
    84,378.62       55,279.00  
1 800 FLOWERS COM INC CL A COM STK
    13,356.98       5,730.00  
1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK
    2,810,289.67       2,318,400.00  
1ST BANCORP P R COM
    33,532.95       36,762.00  
1ST BANCORP P R COM
    169,640.65       194,950.00  
1ST CMNTY BANCSHARES INC NEV COM
    32,369.04       31,383.00  
1ST FINL HLDGS INC COM
    25,986.80       28,336.00  
1ST HORIZON NATL CORP COM
    135,252.36       156,436.00  
1ST HORIZON NATL CORP COM
    205,949.60       181,804.00  
1ST HORIZON NATL CORP COM
    135,832.71       52,152.38  
1ST HORIZON NATL CORP COM
    8,119.76       4,397.52  
1ST HORIZON NATL CORPORATION
          7.13  
1ST MED GROUP INC COM
    676.26       4.02  
1ST NIAGARA FINL GROUP INC NEW COM
    42,784.72       46,893.00  
1ST NIAGARA FINL GROUP INC NEW COM
    163,840.58       174,636.00  
1ST NIAGARA FINL GROUP INC NEW COM
    60,159.60       64,680.00  
21ST CENTY HLDG CO COM
    5,988.95       4,630.00  
3COM CORP COMMON STOCK
    2,959.17       2,339.28  
3COM CORP COMMON STOCK
    118,005.30       110,124.00  
3DICON CORP COM
    9,785.16       540.00  
3I GROUP ORD GBP0.738636
    476,330.47       163,212.23  
3M CO COM
    391,808.07       305,970.68  
3M CO COM
    744,695.41       989,688.00  
3M CO COM
    251,328.88       198,340.38  
4 KIDS ENTMT INC COM
    3,994.75       882.00  
5 STAR QUAL CARE INC COM
    10.19       1.53  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
5TH 3RD BANCORP COM
    500,595.93       119,034.86  
5TH 3RD BANCORP COM
    503,925.00       303,968.00  
5TH 3RD BANCORP COM
    118,385.31       48,394.42  
6 FLAGS INC COM
    156,848.12       16,843.85  
727 COMMUNICATIONS INC COM PAR $0.001 COM PAR $0.001
    553.72        
A D A M INC COM
    11,851.85       5,500.00  
A.C.L.N LTD COM STK
    43,328.56        
A21 INC COM STK
    13,531.45       5.00  
AAON INC COM PAR $0.004 COM PAR $0.004
    31,382.16       30,276.00  
AAR CORP COM
    9,485.90       11,046.00  
AARO BROADBAND WIRELESS COMMUNICATIONS INC COM
    989.95        
AARON RENTS INC CL B CL B
           
AARON RENTS INC CL B CL B
    319,354.73       306,130.00  
AASTROM BIOSCIENCES INC COM
    24,928.40       15,700.00  
ABATIX CORP FORMERLY ABATIX ENVIRONMENTAL CORP TO 05/20/1999 COM
    2,167.77       600.00  
ABAXIS INC COM
    6,657.72       3,206.00  
ABB LTD CHF2.02 (REGD)
    431,097.57       331,727.31  
ABBOTT LAB COM
    214,909.52       215,114.72  
ABBOTT LAB COM
    604,177.99       603,081.00  
ABBOTT LAB COM
    1,146,175.85       2,060,082.00  
ABBOTT LAB COM
    410,839.82       382,129.20  
ABBOTT LAB COM
    102,129.85       115,652.79  
ABCOURT MINES INC CL B CL B COM STK
    10,890.05       1,425.60  
ABERCROMBIE & FITCH CO CL A
    4,418.79       4,917.19  
ABERCROMBIE & FITCH CO CL A
    169,301.91       53,061.00  
ABIOMED INC COM
    381,441.85       446,624.00  
ABIOMED INC COM
    44,118.33       45,155.00  
ABITIBIBOWATER INC COM STK
    4,670.16       64.39  
ABITIBIBOWATER INC COM STK
    552,347.47       19,787.00  
ABLAZE TECHNOLOGIES INC COM
    4,812.53       2.00  
ABRAXIS BIOSCIENCE INC NEW COM
    40.47       1,648.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ABSOLUTE HEALTH & FITNESS INC COM STK
    272.49       0.02  
ABSOLUTE SOFTWARE CORP COM STK
    2,199.20       563.05  
AC ENERGY INC NEV COM STK
    11,365.43       70.04  
ACADIA PHARMACEUTICALS INC COM
    5,236.22       630.00  
A-CAP RESOURCES COM STK
    53,101.75       2,492.95  
ACCENTURE LTD BERMUDA CLS A COM
    154,424.69       156,544.94  
ACCENTURE LTD BERMUDA CLS A COM
    312,290.39       339,343.71  
ACCO BRANDS CORP COM
    467.80       79.35  
ACCOR EUR3
    914,641.07       586,387.92  
ACCURAY INC DEL COM
    38,655.93       12,900.00  
ACHILLION PHARMACEUTICALS INC COM
    4,314.21       680.00  
ACME PACKET INC COM STK
    5,445.93       2,104.00  
ACTELION CHF0.50 (REGD)
    279,500.22       317,663.17  
ACTELION CHF0.50 (REGD)
    209,080.91       285,182.51  
ACTIGA CORP COM STK
    6,214.80       360.00  
ACTIS GLOBAL VENTURES INC COM STK
    9,177.30       0.90  
ACTIVE PWR INC COM
    720.03       96.00  
ACTIVIDENTITY CORP COM STK
    6,567.36       2,237.50  
ACTIVISION BLIZZARD INC COM STK
    201,854.82       109,900.80  
ACTIVISION BLIZZARD INC COM STK
    282,146.39       196,871.04  
ACTUANT CORP CL A NEW
    33,757.93       21,159.20  
ACUITY BRANDS INC COM
    34,291.69       30,565.00  
ACUITY BRANDS INC COM
    99,719.94       104,730.00  
ACURA PHARMACEUTICALS INC COM NEW STK
    39,800.22       32,376.74  
ACUSPHERE INC COM
    27,136.58       980.00  
ACXIOM CORP COM
    97,889.40       109,485.00  
ACXIOM CORP COM
    233,081.58       269,252.00  
ADA-ES INC COM STK
    3,069.05       620.00  
ADAPTEC INC COM
    9,007.84       7,590.00  
ADAPTEC INC COM
    491,544.72       429,445.50  
ADAPTEC INC COM
    34,772.68       31,680.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADC TELECOMMUNICATIONS INC COM NEW
    139,185.84       76,033.00  
ADC TELECOMMUNICATIONS INC COM NEW
    87,245.19       46,495.00  
ADC TELECOMMUNICATIONS INC COM NEW
    46,959.48       30,260.04  
ADECCO SA
    5,177.95       3,361.60  
ADHEREX TECHNOLOGIES INC COM NEW
    24,098.06       565.50  
ADMINISTAFF INC COM
    341,050.60       205,960.00  
ADOBE SYS INC COM
    254,075.40       281,028.00  
ADOBE SYS INC COM
    276,714.91       266,188.87  
ADOBE SYS INC COM
    144,382.08       96,166.93  
ADOBE SYS INC COM
    208,489.44       107,514.50  
ADR 3SBIO INC SPONSORED ADR
    11,835.78       11,310.00  
ADR 51JOB INC SPONSORED ADR REPSTG COM
    560.64       123.20  
ADR A/S DAMPSKIBSSELSKABET TORM SPONSORED ADR
    3,009.25       1,087.00  
ADR ABB LTD SPONSORED ADR
    130,192.08       147,338.16  
ADR ABB LTD SPONSORED ADR
    1,704,165.48       1,253,184.90  
ADR ABB LTD SPONSORED ADR
    138,240.24       96,964.60  
ADR ACERGY S A SPONSORED ADR
    977.74       433.50  
ADR ACTIONS SEMICONDUCTOR CO LTD ADR ADR- COMMON STOCK
    6,827.32       4,508.00  
ADR AEGON N V NY REGISTRY SHS SHS
    130,923.62       61,002.15  
ADR ALCATEL-LUCENT
    821,425.74       338,625.00  
ADR ALCATEL-LUCENT
    151,837.51       27,980.10  
ADR ALLIED IRISH BKS P L C SPONSORED ADRREPSTG ORD
    73,039.75       15,059.59  
ADR ALUMINA LTD SPONSORED ADR
    23,934.95       4,708.00  
ADR ALUMINUM CORP CHINA LTD SPONSORED ADR REPSTG H SHS
    51,899.73       31,005.45  
ADR ANGLO AMERN PLC ADR NEW
    292,143.24       129,005.24  
ADR ANGLO PLATINUM LTD ADR
    121,571.94       51,731.99  
ADR ANGLOGOLD ASHANTI LTD
    105,598.15       78,668.69  
ADR ARACRUZ CELULOSE S A SPONSORED ADR REPSTG CL B SHS
    7,900.10       9,475.20  
ADR ARCELORMITTAL SA LUXEMBOURG N Y REGISTRY SHS
    101,380.69       53,606.20  
ADR ARM HLDS PLC SPONSORED ISIN US0420681068
    1,299.34       770.00  
ADR ASIA PULP & PAPER LTD SPONSORED ADR
    416.17        

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR ASTRAZENECA PLC SPONSORED ADR UK
    17,789.09       17,273.63  
ADR AU OPTRONICS CORP SPONSORED ADR
    15,984.85       11,389.44  
ADR AUSTRALIA & NEW ZEALAND BKG GROUP LTD SPONSORED ADR
    26,021.40       12,898.60  
ADR AXA SA SPONSORED ADR
    46,902.40       30,896.25  
ADR BABCOCK & BROWN AIR LTD SPONSORED ADR ADR
    3,614.00       3,385.00  
ADR BAE SYS PLC SPONSORED ADR
    3,354.95       2,166.68  
ADR BAIDU INC SPONSORED ADR
    372,195.13       319,243.65  
ADR BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR
    164,332.87       141,224.43  
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004
    31,866.64       15,081.36  
ADR BANCOLOMBIA S A SPONSORED ADR REPSTG4 PREF SHS
    8,249.19       5,837.50  
ADR BARLOW LTD ADR
    17,767.90       11,300.50  
ADR BASF AKTIENGESELLSCHAFT — LEVEL I
    50,767.37       36,039.29  
ADR BAYER A G SPONSORED ADR
    81,729.94       62,894.76  
ADR BERKELEY TECH LTD SPONSORED ADR
    14,194.86       29.33  
ADR BHP BILLITON LTD SPONSORED ADR
    322,560.67       216,455.64  
ADR BHP BILLITON PLC SPONSORED ADR
    9,524.63       6,751.50  
ADR BNP PARIBAS SPONSORED ADR REPSTG
    17,250.93       6,832.74  
ADR BP P L C SPONSORED ADR SPONSORED ADR
    423,172.88       382,809.15  
ADR BP P L C SPONSORED ADR SPONSORED ADR
    328,373.00       257,070.00  
ADR BRIT AMERN TOB PLC SPONSORED COM STK
    6,873.95       5,311.00  
ADR BT GROUP PLC ADR
    31,296.24       17,882.10  
ADR C P POKPHAND LTD SPONSORED ADR NEW
    3,037.12       323.50  
ADR CANON INC A.D.R. FOR COM YEN
    7,403.01       4,710.00  
ADR CATHAY PAC AWYS LTD SPONSORED ADR
    533.95       281.28  
ADR CEMEX SAB DE CV
    92,242.54       41,358.50  
ADR CEMEX SAB DE CV
    949,476.50       593,542.46  
ADR CEMEX SAB DE CV
    234,317.14       75,596.94  
ADR CGG VERITAS ADS EACH 5 REPR 1 ORD EUR2
    18,912.19       5,996.00  
ADR CHEUNG KONG HLDG LTD A.D.R. FOR ORD HK $2
    33,866.06       25,299.35  
ADR CHICAGO BRDG & IRON CO N V N Y REGISTRY SH NV
    51,999.63       24,471.75  
ADR CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR
    202,589.34       57,738.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR CHINA FIN ONLINE CO LTD SPONSORED ADR
    3,346.93       2,460.50  
ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS
    28,005.89       20,416.00  
ADR CHINA MED TECHNOLOGIES INC SPONSOREDADR
    111,975.39       52,007.42  
ADR CHINA MOBILE LTD
    705,299.63       522,738.00  
ADR CHINA OILFIELD SVCS LTD SPONSORED ADR REPSTG H SHS
    3,553.95       1,612.85  
ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS
    74,259.38       33,675.55  
ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091
    18,286.06       6,367.50  
ADR CHINA SUNERGY CO LTD SPONSORED ADR
    42,003.02       19,947.50  
ADR CHINA TECHFAITH WIRELESS COMMUNICATION TECH LTD SPONSORED ADR
    11,935.45       3,840.00  
ADR CNOOC LTD SPONSORED ADR SPONSORED ADR
    19,397.46       16,762.24  
ADR CNOOC LTD SPONSORED ADR SPONSORED ADR
    21,605.27       16,190.80  
ADR COCA-COLA FEMSA S.A.B DE C.V.
    5,508.95       4,351.00  
ADR COCA-COLA HELLENIC BOTTLING CO S A SPONSORED ADR
    4,437.45       1,446.00  
ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED ADR
    186,517.65       102,287.25  
ADR COMPANHIA SIDERURGICA NACIONAL REPSTG ORD SHS
    16,228.26       7,686.00  
ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR
    666,982.71       299,177.55  
ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS
    33,031.41       24,621.12  
ADR CPFL ENERGIA S A SPONSORED ADR
    3,238.78       1,758.15  
ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081
    74,270.16       38,716.20  
ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081
    220,582.97       115,866.00  
ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS
    72,359.21       38,270.40  
ADR DESARROLLADORA HOMEX SAB DE CV SPONSORED ADR
    5,643.44       2,283.00  
ADR DEUTSCHE TELEKOM AG ISIN # US2515661054
    7,178.05       5,355.00  
ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS
    6,364.73       9,329.75  
ADR E ON AG SPONSORED ADR
    62,106.10       44,473.05  
ADR E-HOUSE CHINA HLDGS LTD ADR
    41,693.43       24,219.00  
ADR ELAN CORP PLC ADR REPRESENTING SHS
    60,183.88       23,202.00  
ADR EMBOTELLADORA ANDINA S A SPONSORED ADR REPSTG SER A
    1,645.95       1,050.00  
ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS
    6,544.99       3,242.00  
ADR ENI S P A SPONSORED ADR
    45,057.04       33,474.00  
ADR ERICSSON L M TEL CO ADR CL B SEK 10 NEW ERICSSON L M TEL CO ADR
    145,827.09       109,340.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR ERICSSON L M TEL CO ADR CL B SEK 10 NEW ERICSSON L M TEL CO ADR
    4,246.94       2,811.60  
ADR FOCUS MEDIA HLDG LTD SPONSORED ADR
    60,918.37       22,452.30  
ADR FOMENTO ECONOMICO MEXICANA SAB DE CV
    5,185.35       6,026.00  
ADR FRANCE TELECOM
    3,371.15       2,807.00  
ADR FUTUREMEDIA PLC SPONSORED ADR COM NEW DEC 2007 ADR
    999.60       0.40  
ADR GAFISA S A SPONSORED ADR REPSTG 2 COM SHS
    13,434.31       3,704.00  
ADR GDF SUEZ SPONSORED ADR ADR
    5,250.11       4,664.67  
ADR GENESIS LEASE LTD ADR ADR
    71,580.78       17,786.55  
ADR GERDAU S A SPONSORED ADR
    26,892.25       21,285.00  
ADR GLAXOSMITHKLINE PLC SPONSORED ADR
    149,210.44       116,696.32  
ADR GLAXOSMITHKLINE PLC SPONSORED ADR
    812,488.74       626,136.00  
ADR GLAXOSMITHKLINE PLC SPONSORED ADR
    116,547.59       93,398.62  
ADR GMARKET INC SPONSORED ADR
    17,732.34       13,800.00  
ADR GOL LINHAS AEREAS INTELIGENTES SPONSORED ADR REPSTG PFD SHS
    23,240.07       5,160.60  
ADR GOLD FIELDS LTD NEW SPONSORED ADR
    28,294.02       28,052.25  
ADR GRUPO AEROPORTUAIRO DEL PACIFICO SABDE CV
    9,614.12       7,251.30  
ADR GRUPO CASA SABA S A DE C V SPONSOREDADR
    2,614.70       1,380.00  
ADR GRUPO SIMEC SAB
    306.43       123.75  
ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR
    17,846.03       11,952.00  
ADR GRUPO TMM SAB SPONSORED ADR REPSTG SER A SHS CPO
    1,308.95       1,420.00  
ADR GUANGSHEN RY LTD
    5,827.67       6,179.52  
ADR GUSHAN ENVIRONMENTAL ENERGY LTD SPONSORED ADR
    19,494.34       2,668.00  
ADR HANG LUNG PPTYS LTD SPONSORED ADR
    9,900.90       10,864.10  
ADR HARMONY GOLD MNG LTD
    75,877.75       109,700.00  
ADR HDFC BK LTD ADR REPSTG 3 SHS
    11,182.10       10,849.76  
ADR HITACHI LTD A.D.R. FOR 10 COM
    124,469.32       82,194.00  
ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON
    66,651.22       51,642.80  
ADR HOYA CORP SPONSORED ADR
    2,158.95       1,699.94  
ADR HSBC HLDGS PLC SPONSORED ADR NEW
    245,686.33       131,409.00  
ADR HSBC HLDGS PLC SPONSORED ADR NEW
    108,089.87       60,302.13  
ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS
    8,315.42       10,213.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR HUTCHISON TELECOMMUNICATIONS INTL LTD SPONSORED ADR
    15,828.98       4,864.05  
ADR IBERDROLA S A SPONSORED ADR REPSTG 1ORD SHS
    19,218.51       18,181.20  
ADR ICICI BK LTD
    3,731.65       5,775.00  
ADR ICICI BK LTD
    487,683.59       291,849.25  
ADR IMPALA PLATINUM HLDGS LTD SPONSORED ADR REPSTG 1/4 SH
    9,303.78       4,818.79  
ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037
    13,782.88       1,820.00  
ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH
    412,097.77       274,446.90  
ADR INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1 EQUITY SH
    64,027.76       35,061.39  
ADR ING GROEP N V SPONSORED ADR
    38,331.68       22,200.00  
ADR INSIGNIA SOLUTIONS PLC SPONSORED ADR
    601,291.48       1,304.00  
ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPONSORED ADR NEW JUNE 2007
    19,283.95       12,555.00  
ADR INTESA SANPAOLO S P A SPONSORED ADR REPSTG ORD SHS ADR
    29,176.56       16,930.16  
ADR IRELAND BK SPONSORED
    6,933.28       6,215.31  
ADR JA SOLAR HLDGS CO LTD SPONSORED ADR
    407,452.64       163,385.56  
ADR JARDINE MATHESON HLDGS LTD ADR
    9,158.95       5,550.00  
ADR JSC MMC NORILSK ADR
    446.16       137.00  
ADR JSC MMC NORILSK NICKEL SPONSORED ADR
    146,527.37       34,164.90  
ADR JSC MMC NORILSK NICKEL SPONSORED ADR
    164,898.47       49,241.60  
ADR KEPPEL LTD SPONSORED
    2,958.95       3,005.35  
ADR KONGZHONG CORP SPONSORED ADR
    18,102.16       9,373.30  
ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
    79,048.73       45,701.00  
ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
    51,454.92       44,210.75  
ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063
    15,011.69       16,254.00  
ADR KUBOTA CORP
    3,774.47       3,426.65  
ADR KYOCERA CORP A.D.R. FOR COM
    119,806.43       108,555.00  
ADR LAN AIRL S A
    1,315.84       764.75  
ADR LDK SOLAR CO LTD SPONSORED ADR
    273,964.19       88,664.96  
ADR LENOVO GROUP LTD SPONSORED ADR
    12,388.30       7,078.37  
ADR LIHIR GOLD LTD SPONSORED ADR
    10,435.15       6,579.00  
ADR LUXOTTICA GROUP S P A SPONSORED ADR
    18,888.95       14,496.00  
ADR M 2003 PLC SPONSORED ADR
    4,800.70       8.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR MACQUARIE GROUP LTD ADR ADR
    11,426.77       4,017.22  
ADR MECHEL OAO SPONSORED ADR
    104,486.72       26,660.00  
ADR METAL STORM LTD SPONSORED ADR
    5,539.48       1,394.20  
ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
    83,145.89       48,240.00  
ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
    211,620.25       96,120.00  
ADR MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR
    56,417.58       35,552.25  
ADR MIZUHO FINL GROUP INC SPONSORED ADR
    1,275.95       577.00  
ADR MOBILE TELESYSTEMS OJSC SPONSORED
    11,677.98       3,735.20  
ADR NATIONAL AUSTRALIA BK LTD SPONSORED ADR
    7,973.95       4,365.12  
ADR NATIONAL GRID TRANSCO PLC SPONSORED ADR NEW
    12,743.96       11,656.26  
ADR NATUZZI S P A ADR
    2,631.60       840.00  
ADR NESTLE S A SPONSORED ADR REPSTG REG SH
    250,730.70       283,458.00  
ADR NESTLE S A SPONSORED ADR REPSTG REG SH
    140,971.77       125,381.47  
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM
    153,994.00       150,892.68  
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM
    23,083.34       19,053.77  
ADR NEWCREST MNG LTD SPONSORED ADR
    168,607.90       191,668.71  
ADR NINTENDO LTD
    31,162.93       26,154.81  
ADR NIPPON TELEG & TEL CORP SPONSORED ADR
    13,867.95       13,595.00  
ADR NIPPON TELEG & TEL CORP SPONSORED ADR
    132,657.90       165,804.62  
ADR NOAH ED HLDGS LTD ADR
    1,198.15       315.00  
ADR NOKIA CORP SPONSORED ADR
    192,560.32       128,060.40  
ADR NOMURA HLDGS INC SPONSORED ADR
    26,668.09       13,568.75  
ADR NORSK HYDRO A.S. SPONSORED FOR COMMON STOCK
    3,221.59       694.79  
ADR NOVARTIS AG
    91,346.46       84,094.40  
ADR NOVARTIS AG
    775,809.67       726,496.00  
ADR NOVO-NORDISK A S ADR
    14,903.46       12,333.60  
ADR NTT DOCOMO INC SPONSORED ADR
    6,156.98       6,533.46  
ADR OAO GAZPROM LEVEL 1 ADR
    22,002.51       6,735.50  
ADR OAO GAZPROM LEVEL 1 ADR
           
ADR OIL CO LUKOIL SPONSORED ADR
    477,159.46       180,395.00  
ADR OPEN JT STK CO-VIMPEL COMMUNICATIONSSPONSORED ADR
    152,207.31       84,530.96  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR ORKLA A S SPONSORED ADR
    12,998.95       6,490.90  
ADR PANASONIC CORP ADR ADR
    32,770.24       20,264.76  
ADR PANASONIC CORP ADR ADR
    333,444.68       279,900.00  
ADR PARTNER COMMUNICATIONS CO LTD ADR ISIN US70211M1099
    22,633.65       16,665.00  
ADR PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B
    2,621.43       1,725.00  
ADR PETROBAS ENERGIA PARTICIPACIONES S ASPONSORED ADR REPSTG 2 CL B SH
    8,626.90       7,917.00  
ADR PETROCHINA CO LTD SPONSORED ADR
    151,688.65       83,690.41  
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR
    566,270.87       361,203.01  
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR
    267,048.64       134,009.28  
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR
    931,724.68       603,654.01  
ADR POSCO SPONSORED ADR
    115,818.22       72,766.75  
ADR PRANA BIOTECHNOLOGY LTD SPONSORED ADR
    9,018.90       5,700.00  
ADR RANDGOLD RES LTD ADR
    21,434.36       21,960.00  
ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007
    4,514.43       506.52  
ADR RENESOLA LTD SPONSORED ADS ADR
    25,723.18       29,370.60  
ADR RIO TINTO PLC SPONSORED ADR
    55,170.62       13,781.05  
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104
    35,191.95       35,978.50  
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104
    67,692.29       62,977.28  
ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPSTG 20 ORD SH
    38,255.10       25,971.04  
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS
    27,046.85       21,176.00  
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS
    107,616.83       116,468.00  
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG B SHS
    30,448.11       25,715.00  
ADR SADIA S A
    53,176.57       27,028.40  
ADR SANOFI-AVENTIS SPONSORED ADR
    40,236.20       29,973.12  
ADR SANOFI-AVENTIS SPONSORED ADR
    910,525.31       691,440.00  
ADR SAP AKTIENGESELLSCHAFT SPONSORED ADR
    13,677.90       14,488.00  
ADR SAP AKTIENGESELLSCHAFT SPONSORED ADR
    1,051,368.03       720,778.00  
ADR SASOL LTD SPONSORED ADR
    42,998.49       32,665.41  
ADR SATYAM COMPUTER SVCS LTD AMERN DEPOSITORY RCPT ISIN US8040981016
    1,299.24       1,356.00  
ADR SCMP GROUP LTD SPONSORED ADR
    2,109.95       220.00  
ADR SEMICONDUCTOR MFG INTL CORP SPONSORED ADR
    467.95       358.70  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR
    20,942.48       22,263.68  
ADR SIEMENS AG COM DM50 (NEW)
    387,139.97       340,875.00  
ADR SIEMENS AG COM DM50 (NEW)
    153,619.25       115,215.75  
ADR SILEX SYS LTD SPONSORED ADR
    95,719.07       24,429.60  
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS
    18,849.96       3,526.60  
ADR SINOPEC SHANGHAI PETROCHEMICAL CO LTD SPONSORED ADR REPSTG CL H SHS
    13,004.89       5,232.00  
ADR SK TELECOM LTD SPONSORED ADR
    2,461.16       1,818.00  
ADR SKILLSOFT PUB LTD CO SPONSORED ADR
    141,673.95       103,530.00  
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS
    88,011.12       81,096.75  
ADR SOLARFUN PWR HLDGS CO LTD SPONSORED ADR
    223,655.24       82,750.17  
ADR SONY CORP AMERN SH NEW
    573,290.78       349,920.00  
ADR SONY CORP AMERN SH NEW
    86,036.80       43,040.16  
ADR SPONSORED ADR
    3,721.13       2,440.00  
ADR SPONSORED ADR REPSTG ORD SHS ADR
    2,131.56       799.00  
ADR ST GEORGE BK LTD SPONSORED ADR
    4,008.62       2,249.57  
ADR STARPHARMA HLDGS LTD SPONSORED ADR ADR
    3,409.95       1,359.50  
ADR STERLITE INDS INDIA LTD ADS
    48,243.20       11,950.80  
ADR SUMITOMO MITSUI FINL GROUP INC ADR
    27,415.21       15,657.95  
ADR SUNTECH PWR HLDGS CO LTD ADR
    628,216.13       306,785.70  
ADR SYNGENTA AG SPONSORED ADR
    29,592.80       19,061.18  
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR
    369,769.13       279,573.10  
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR
    1,114,249.47       896,721.10  
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR
    22,236.86       18,312.20  
ADR TAM S A SPONSORED ADR REPSTG PFD
    9,110.23       2,472.00  
ADR TATA COMMUNICATIONS LTD SPONSORED ADR ADR
    5,508.95       4,274.00  
ADR TATA MTRS LTD SPONSORED ADR
    33,956.77       8,677.50  
ADR TELECOM CORP NEW ZEALAND LTD SPONSORED ADR
    13,962.73       5,433.70  
ADR TELEFONICA DE ARGENTINA S A SPONSORED ADR REPSTG 0.8156 CL B SHS
    1,832.95       800.00  
ADR TELEFONICA S A SPONSORED
    69,714.93       58,696.69  
ADR TELEFONOS DE MEXICO S A SPONSORED ADR REPSTG SH ORD L
    1,983.95       1,654.26  
ADR TENARIS S A SPONSORED ADR
    42,183.25       20,665.30  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADR TERNIUM S A SPONSORED ADR
    5,858.51       1,285.50  
ADR TEVA PHARMACEUTICAL INDS
    1,144,940.24       1,056,033.99  
ADR TEVA PHARMACEUTICAL INDS
    102,134.64       102,763.98  
ADR TEVA PHARMACEUTICAL INDS
    1,030,979.38       1,028,789.19  
ADR TEVA PHARMACEUTICAL INDS
    834,917.63       817,344.00  
ADR THE9 LTD ADR ADR
    5,872.30       3,996.00  
ADR TOMKINS PLC SPONSORED ADR
    11,038.95       7,310.00  
ADR TOTAL SA
    276,835.64       261,513.70  
ADR TOTAL SA
    73,749.80       56,682.50  
ADR TOYOTA MTR CORP ADR FOR 2 COM
    362,589.81       287,936.00  
ADR TOYOTA MTR CORP ADR FOR 2 COM
    396,457.00       269,940.00  
ADR TRANSPORTADORA DE GAS DEL SUR S A SPONSORED ADR REPSTG 5 CL B SH
    4,848.07       2,612.74  
ADR TRINITY BIOTECH PLC SPONSORED ADR NEW
    9,389.77       1,404.80  
ADR TURKCELL ILETISIM HIZMETLERI A S SPONSORED ADR NEW
    11,424.20       8,748.00  
ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012
    6,698.32       6,747.00  
ADR UNILEVER N V NEW YORK SHS NEW
    108,456.77       88,134.50  
ADR UNILEVER PLC SPONSORED ADR NEW
    12,617.61       9,208.00  
ADR UNITED MICROELECTRONICS CORP SPONSORED ADR NEW
    42,835.03       30,332.96  
ADR VEOLIA ENVIRONNEMENT SPONSORED ADR
    100,568.06       58,314.69  
ADR VESTAS WIND SYS A/S UTD KINGDOM UNSPONSORED ADR REPSTG 3 ORD SHS
    33,542.35       32,247.45  
ADR VISIONCHINA MEDIA INC SPONSORED ADR
    252.40       65.52  
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNEW ADR
    251,834.23       204,706.60  
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNEW ADR
    35,320.96       30,393.46  
ADR VOTORANTIM CELULOSE E PAPEL S A SPONSORED ADR
    3,268.61       1,982.50  
ADR WESTPAC BKG LTD SPONSORED A.D.R.
    24,731.70       14,584.42  
ADR WIMM-BILL-DANN FOODS OJSC SPONSORED ADR
    53,422.07       13,944.30  
ADR WIPRO LTD SPONSORED ADR REPSTG 1 SH SPONSORED ADR REPSTG 1 SH\COM\
    19,046.65       10,162.50  
ADR XINYUAN REAL ESTATE CO LTD SPONSOREDADR
    863.08       976.00  
ADR YANZHOU COAL MNG CO LTD ISIN US9848461052
    19,860.50       9,964.00  
ADR YINGLI GREEN ENERGY HLDG CO LTD ADR ADR
    51,771.14       16,671.30  
ADUDDELL INDS INC COM STK
    45.03       0.35  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ADVANCE AMER CASH ADVANCE CTRS INC COM STK
    53,717.90       17,577.00  
ADVANCE AMER CASH ADVANCE CTRS INC COM STK
    115,754.38       16,821.00  
ADVANCE AUTO PTS INC COM
    117,188.88       97,585.00  
ADVANCED BATTERY TECHNOLOGIES INC COM COM
    6,024.59       5,253.50  
ADVANCED BIOTHERAPY INC
    33,718.30       8,161.20  
ADVANCED CELL TECHNOLOGY INC COM
    9,961.75       5,616.60  
ADVANCED DEPOSITION TECHNOLOGIES INC COM
    1,506.39       0.15  
ADVANCED GROWING SYS INC NEV COM
    4,040.70       2,000.00  
ADVANCED ID CORP COM
    11,240.98       2,100.00  
ADVANCED MED INST INC COM
    8,759.95       350.00  
ADVANCED MICRO DEVICES INC COM
    250,379.55       32,832.00  
ADVANCED MICRO DEVICES INC COM
    116,037.15       71,258.40  
ADVANCED OPTICS ELECTRONICS INC COM
    9,411.96       200.00  
ADVANCED POWERLINE TECHNOLOGIES INC COM
    3,635.90       0.70  
ADVANCED VIRAL RESH CORP COM
    13,629.35       220.00  
ADVANTA CORP CL B
    4,843.11       3,605.25  
ADVANTEST CORP NPV
    74,249.05       85,184.78  
ADVENTRX PHARMACEUTICALS INC COM STK
    1,384.45       37.50  
AECOM TECHNOLOGY CORP DELAWARE COM
    90,451.75       92,804.60  
AEGEAN MARINE PETROLEUM NETWORK INC COM STK USD0.01
    11,220.34       12,041.60  
AEGIS ASSMTS INC COM
    3,578.85       1.20  
AEGON NV COM STK EUR0.12
    32,127.55       38,337.41  
AEHR TEST SYS COM
    1,007.51       205.00  
AEON CREDIT SERV NPV
    320,636.30       184,185.33  
AERCAP HOLDINGS N.V. EUR0.01
    8,988.95       1,505.00  
AERO PERFORMANCE PRODS INC COM STK
    956.80       210.00  
AEROFOAM METALS INC COM
    5,138.44       3.00  
AEROPOSTALE COM
    21,898.24       11,237.80  
AEROPOSTALE COM
    7,271.10       8,050.00  
AEROVIRONMENT INC COM
    99,570.54       132,147.90  
AES CORP COM
    341,234.58       138,432.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AES CORP COM
    26,399.37       11,395.92  
AETNA INC
    65,125.91       46,241.14  
AETNA INC
    161,514.99       327,636.00  
AETNA INC
    296,309.17       319,200.00  
AETRIUM INC COM STK USD0.001
    4,149.95       1,950.00  
AFC ENTERPRISES INC COM
    9,101.20       4,690.00  
AFFILIATED COMPUTER SVCS INC CL A COM
    133,179.71       110,280.00  
AFFILIATED COMPUTER SVCS INC CL A COM
    583,013.67       523,830.00  
AFFILIATED MANAGERS GROUP INC COM STK
    915,147.99       507,232.00  
AFFILIATED MANAGERS GROUP INC COM STK
    215,723.99       145,043.20  
AFFILIATED MANAGERS GROUP INC COM STK
    10,940.51       4,192.00  
AFFYMETRIX INC OC-CAP STK
    2,870.35       717.60  
AFFYMETRIX INC OC-CAP STK
    15,550.00       11,960.00  
AFLAC INC COM
    360,897.85       536,328.00  
AFLAC INC COM
    91,069.13       83,859.88  
AFRICAN DIAMOND CO INC COM
    2,808.95       2,750.00  
AGCO CORP COM
    14,703.48       7,171.36  
AGCO CORP COM
    94,916.64       99,078.00  
AGCO CORP COM
    506,581.97       224,105.00  
AGCO CORP COM
    182,950.40       75,488.00  
AGILENT TECHNOLOGIES INC COM
    50,616.17       45,639.60  
AGILENT TECHNOLOGIES INC COM
    974.66       468.90  
AGILENT TECHNOLOGIES INC COM
    239,370.49       137,840.97  
AGL RES INC COM
    46,033.86       37,297.75  
AGNICO EAGLE MINES LTD COM
    333,683.82       317,476.05  
AGRIUM INC COM
    57,585.38       57,031.23  
AIFUL CORP NPV
    217,373.56       68,238.83  
AIR CDA INC CL A COM STK
    3,547.70       3,544.00  
AIR FRANCE — KLM EUR8.50
    1,174,864.73       364,582.78  
AIR LIQUIDE(L’) EUR5.50
    614,760.94       509,663.07  
AIR METHODS CORP COM NEW COM NEW
    5,776.25       2,398.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AIR PROD & CHEM INC COM
    198,333.22       261,404.00  
AIR PROD & CHEM INC COM
    580,807.64       588,159.00  
AIR PROD & CHEM INC COM
    281,118.54       296,593.00  
AIR PROD & CHEM INC COM
    184,021.76       107,195.25  
AIR PROD & CHEM INC COM
    148,502.01       136,985.75  
AIR TRANS SVCS GROUP INC COM STK
    10,188.13       423.00  
AIR WTR INTL CORP COM STK
    482.67        
AIRCASTLE LIMITED COM STK
    38,748.48       10,109.70  
AIRGAS INC COM
    186,292.34       180,523.70  
AIRGAS INC COM
    15,179.56       13,646.50  
AIRNET COMMUNICATIONS CORP COM NEW STK
    3,389.37        
AIRSCOOTER CORP COM
    10,628.14       1,050.00  
AIRSPAN NETWORKS INC COM STK ISIN#US00950H1023
    25,623.18       2,120.30  
AIRTECH INTL GROUP INC COM NEW
    6,883.43        
AIRTRAN HLDGS INC COM
    8,406.14       10,434.00  
AIRVANA INC COM STK
    17,570.69       17,974.44  
AISIN SEIKI CO NPV
    87,669.66       83,105.35  
AK STL HLDG CORP COM STK PAR $0.01
    181,397.63       26,096.00  
AK STL HLDG CORP COM STK PAR $0.01
    60,618.29       15,016.37  
AKAMAI TECHNOLOGIES INC COM STK
    69,995.77       44,138.25  
AKAMAI TECHNOLOGIES INC COM STK
    202,688.48       63,378.00  
AKEENA SOLAR INC COM STK
    31,077.78       11,162.80  
AKZO NOBEL NV EUR2
    315,303.44       184,972.28  
ALADDIN KNOWLEDGE SYS COM
    4,394.81       1,848.00  
ALASKA AIR GROUP INC COM
    7,537.90       10,939.50  
ALASKA COMMUNICATIONS SYS GROUP INC COM ISIN US01167P1012
    71,058.24       59,608.59  
ALBANY INTL CORP NEW CL A
    714.45       642.00  
ALBANY MOLECULAR RESH INC COM
    247,298.13       149,976.52  
ALBERTA STAR DEV CORP COM
    239,120.74       20,498.16  
ALBERTO-CULVER CO NEW COM STK
    90,003.36       102,942.00  
ALBERTO-CULVER CO NEW COM STK
    211,189.60       189,952.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ALBERTO-CULVER CO NEW COM STK
    1,127.20       1,229.59  
ALCOA INC COM STK
    268,154.48       208,564.25  
ALCOA INC COM STK
    423,182.94       224,254.16  
ALCOA INC COM STK
    865,596.69       343,430.00  
ALCON INC COM CHF0.20
    2,845.29       1,516.23  
ALDERSHOT RES LTD NEW COM STK
    252.75       32.40  
ALEXANDER & BALDWIN INC COM
    16,193.26       8,771.00  
ALEXCO RESOURCE CORP COM STK
    15,422.86       10,950.00  
ALEXION PHARMACEUTICALS INC COM
    93,416.45       144,036.20  
ALEXION PHARMACEUTICALS INC COM
    128,494.81       124,348.84  
ALGONQUIN PWR INC FD TR UNITS COM
    15,848.21       4,210.20  
ALICO INC COM
    9,520.83       9,298.01  
ALIGN TECHNOLOGY INC COM
    4,900.23       4,375.00  
ALIGN TECHNOLOGY INC COM
    68,997.64       46,375.00  
ALKERMES INC COM
    8,587.18       5,325.00  
ALL FUELS & ENERGY CO COM STK
    2,154.95       1.52  
ALLEGHENY ENERGY INC COM
    145,004.13       142,212.00  
ALLEGHENY ENERGY INC COM
    8,211.41       7,089.74  
ALLEGHENY TECHNOLOGIES INC COM
    85,126.06       61,425.18  
ALLEGHENY TECHNOLOGIES INC COM
    38,878.26       28,135.67  
ALLEGIANT TRAVEL CO COM
    186,704.02       228,279.00  
ALLERGAN INC COM
    192,969.56       306,432.00  
ALLERGAN INC COM
    132,019.42       95,558.40  
ALLERGAN INC COM
    49,020.42       37,760.04  
ALLETE INC COM NEW
    7,164.15       6,454.00  
ALLIANCE 1 INTL INC COM
    3,790.27       2,940.00  
ALLIANCE DATA SYS CORP COM
    151,369.02       167,508.00  
ALLIANCE DATA SYS CORP COM
    67,474.15       41,877.00  
ALLIANCE HEALTHCARE SVCS INC COM NEW COMNEW
    3,232.03       3,188.00  
ALLIANCE HEALTHCARE SVCS INC COM NEW COMNEW
    146,119.44       142,663.00  
ALLIANCE HLDGS GP L P
  2,147.31       1,345.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ALLIANT TECHSYSTEMS INC COM
    3,506.05       3,430.40  
ALLIANT TECHSYSTEMS INC COM
    171,791.04       137,216.00  
ALLIANZ SE (SE SOCIETAS EUROPEAE)
    1,313,311.07       740,201.61  
ALLIED CAP CORP NEW COM
    11,912.90       18,023.00  
ALLIED CAP CORP NEW COM
    48,341.33       65,905.00  
ALLIED CAP CORP NEW COM
    231,773.37       37,485.56  
ALLIED ENERGY INC FLA COM
    539.95       80.00  
ALLIED HEALTHCARE INTL INC COM
    5,708.95       5,450.00  
ALLIED IRISH BANKS PLC
    240,880.57       85,157.13  
ALLIED MOTION TECHNOLOGIES INC COM
    4,590.68       2,016.00  
ALLIED NEV GOLD CORP COM STK
    25,949.04       25,203.86  
ALLIED WORLD ASSURANCE COM STK
    61,786.73       73,080.00  
ALLIED WORLD ASSURANCE COM STK
    150,219.33       154,280.00  
ALLIED WORLD ASSURANCE COM STK
    126,734.27       121,800.00  
ALLION HEALTHCARE INC COM
    1,076.90       824.00  
ALLIS-CHALMERS ENERGY INC FORMERLY ALLI COM PAR $0.01 NEW
    132,142.65       44,550.00  
ALLIS-CHALMERS ENERGY INC FORMERLY ALLI COM PAR $0.01 NEW
    10,024.68       3,300.00  
ALLOY INC COM NEW STK
    1,261.93       634.50  
ALLSCRIPT-MISYS HEALTHCARE SOLUTIONS INC
    116,672.97       129,108.80  
ALLSTATE CORP COM
    46,985.43       31,261.59  
ALLSTATE CORP COM
    113,259.94       78,624.00  
ALLSTATE CORP COM
    773,866.44       511,678.44  
ALLSTATE CORP COM
    347,810.99       439,901.28  
ALMOST FAMILY INC COM
    85,212.68       81,233.88  
ALNYLAM PHARMACEUTICALS INC COM
    252,655.80       237,408.00  
ALPHA NAT RES INC COM STK
    267,024.43       189,423.00  
ALPHA NAT RES INC COM STK
    177,102.97       52,795.59  
ALPHATEC HLDGS INC COM STK
    2,614.95       1,175.00  
ALPHATRADE COM NEW STK
    114.95       15.00  
ALPINE AIR EXPRESS INC COM NEW STK
    11,342.65       4,065.00  
ALPS ELECTRIC CO NPV
    161,999.59       73,419.75  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ALSTOM EUR7.0
    726,071.57       437,073.69  
ALTAIR NANOTECHNOLOGOES INC COM
    24,175.65       12,078.00  
ALTERA CORP COM
    3,398.95       3,342.00  
ALTERA CORP COM
    252,500.18       123,654.00  
ALTERNATE ENERGY CORP NEV COM STK
    12,225.43       450.00  
ALTRA HLDGS INC COM
    5,205.81       2,373.00  
ALTRA HLDGS INC COM
    27,569.80       15,820.00  
ALTRIA GROUP INC COM
    501,909.08       772,578.00  
ALTRIA GROUP INC COM
    64,069.43       64,547.16  
ALTRIA GROUP INC COM
    1,015,114.27       816,931.39  
ALTUS PHARMACEUTICALS INC COM
    2,288.95       795.00  
ALVARION LTD COM
    15,800.31       6,497.70  
AMADA CO LTD NPV
    111,961.12       85,383.34  
AMAZON COM INC COM
    75,067.10       89,022.08  
AMAZON COM INC COM
    394,037.55       405,112.00  
AMAZON COM INC COM
    986,063.35       728,176.00  
AMAZON COM INC COM
    74,352.91       55,690.08  
AMAZON GOLDSANDS LTD COM STK
    3,519.95       48.00  
AMBAC FNCL GROUP COM STK
    515,542.60       276,893.40  
AMCOR LIMITED NPV
    197,570.03       166,238.97  
AMDL INC COM PAR 2006 STK
    478.91       69.00  
AMDOCS ORD GBP0.01
    64,554.86       43,438.75  
AMDOCS ORD GBP0.01
    27,689.57       15,308.73  
AMEDISYS INC COM
    98,393.05       107,897.40  
AMEDISYS INC COM
    36,528.26       37,826.10  
AMELOT HLDGS INC COM
    726.85       300.00  
AMER ELEC PWR CO INC COM
    355,482.37       276,224.00  
AMER ELEC PWR CO INC COM
    362,211.10       334,131.20  
AMER ELEC PWR CO INC COM
    13,009.73       11,929.42  
AMER FINL GROUP INC OH COM STK
    38,541.45       34,320.00  
AMER FINL GROUP INC OH COM STK
    303,553.94       234,520.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AMER FINL GROUP INC OH COM STK
    198,414.90       157,872.00  
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS
    204,066.33       117,351.63  
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS
    17,502.32       14,875.20  
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS
    362,373.15       197,716.20  
AMER WILD WOODLAND GINSENG CORP
    281,353.61        
AMEREN CORP COM
    220,173.42       172,952.00  
AMEREN CORP COM
    11,305.90       8,697.26  
AMERICAN APPAREL INC COM STK
    7,088.95       1,990.00  
AMERICAN BIO MEDICA CORP COM
    15,880.90       4,800.00  
AMERICAN CAP AGY CORP COM
    2,000.95       2,274.39  
AMERICAN CAP LTD COM STK
    73,170.65       66,420.00  
AMERICAN CAP LTD COM STK
    221,601.31       16,200.00  
AMERICAN CAP LTD COM STK
    12,153.56       11,340.00  
AMERICAN CAP LTD COM STK
    267,589.24       97,877.55  
AMERICAN EAGLE OUTFITTERS INC NEW COM
    94,709.96       44,793.99  
AMERICAN EAGLE OUTFITTERS INC NEW COM
    61,601.80       71,136.00  
AMERICAN EAGLE OUTFITTERS INC NEW COM
    103,854.95       99,113.04  
AMERICAN EAGLE OUTFITTERS INC NEW COM
    363,558.02       336,024.00  
AMERICAN EAGLE OUTFITTERS INC NEW COM
    37,396.64       34,632.00  
AMERICAN ENTERPRISE DEV CORP COM STK
    277.90       110.00  
AMERICAN EQUITY INVT LIFE HLDG CO COM
    194,700.34       243,600.00  
AMERICAN EXPRESS CO
    1,113,447.45       456,330.00  
AMERICAN EXPRESS CO
    698,068.62       534,240.00  
AMERICAN EXPRESS CO
    73,743.60       39,728.03  
AMERICAN GREEN GROUP INC COM NEW COM NEW
    864.95        
AMERICAN INTERNATIONAL GROUP
    1,427,553.77       983,496.66  
AMERICAN INTERNATIONAL GROUP
    2,348,945.17       105,028.29  
AMERICAN INTERNATIONAL GROUP
    1,773,561.37       76,773.00  
AMERICAN INTL PETE CORP COM PAR $0.08 NEW COM PAR $0.08 NEW
    3,347.50        
AMERICAN OIL & GAS INC NEV NEW COM
    7,503.98       984.00  
AMERICAN PHYSICIANS CAP INC COM
    4,698.97       4,830.83  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AMERICAN PHYSICIANS CAP INC COM
    45,765.50       52,910.00  
AMERICAN PUB ED INC COM STK
    86,526.52       81,408.91  
AMERICAN RAILCAR INDS INC COM STK
    75,203.06       24,219.00  
AMERICAN REPROGRAPHICS CO COM
    32,208.73       12,019.80  
AMERICAN SEC RES CORP COM
    1,959.55       210.00  
AMERICAN SUPERCONDUCTOR CORP SHS
    30,725.01       19,164.25  
AMERICAN TECHNOLOGY CORP COM NEW COM NEW
    5,428.66       550.00  
AMERICAN TOWER CORP CL A
    430,995.68       287,336.00  
AMERICAN UNITY INVTS INC FLA COM STK
    2,159.75       4.00  
AMERICAN VANGUARD CORP COM
    12,750.08       9,360.00  
AMERICAN WTR WKS CO INC NEW COM
    206,393.02       204,415.20  
AMERICAN WTR WKS CO INC NEW COM
    18,109.63       17,825.15  
AMERICAS CAR-MART INC COM
    13,353.57       9,667.00  
AMERICAS WIND ENERGY CORP COM
    2,960.87       223.20  
AMERICREDIT CORP COM
    98,768.95       114,600.00  
AMERIGO RES LTD
    7,753.40       6,156.00  
AMERIGROUP CORP COM
    971.51       1,416.96  
AMERIGROUP CORP COM
    175,466.26       150,552.00  
AMERIGROUP CORP COM
    282,665.89       277,488.00  
AMERIGROUP CORP COM
    650,940.96       687,816.00  
AMERIPRISE FINL INC COM
    97,403.19       124,742.40  
AMERIPRISE FINL INC COM
    4,522.04       4,672.00  
AMERISOURCEBERGEN CORP COM
    127,549.53       142,640.00  
AMERISOURCEBERGEN CORP COM
    159,899.59       146,206.00  
AMERISOURCEBERGEN CORP COM
    139,572.84       141,926.80  
AMERISTAR CASINOS INC COM STK USD0.01
    5,153.95       6,350.40  
AMERITYRE CORP COM
    56,503.42       3,911.60  
AMERN COML LINES INC COM NEW
    3,418.49       980.00  
AMERN ECOLOGY CORP COM NEW
    8,697.32       6,473.60  
AMERN HOMEPATIENT INC COM
    938.95       420.00  
AMERN ITALIAN PASTA CO CL A
    7,408.49       7,372.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AMERN MED SYS HLDGS INC COM STK
    33.01       17.98  
AMERN ORIENTAL BIOENGINEERING INC COM STK
    45,944.03       50,870.68  
AMERN ORIENTAL BIOENGINEERING INC COM STK
    25,013.78       21,728.00  
AMERN SCI & ENGR INC COM
    33,935.07       48,130.73  
AMERN SOFTWARE INC CL A
    19,174.10       13,592.74  
AMERN STS WTR CO COM
    24,337.90       26,384.00  
AMETEK INC NEW COM
    7.01       4.44  
AMETEK INC NEW COM
    247,713.57       233,825.40  
AMETEK INC NEW COM
    220,926.56       145,008.00  
AMGEN INC COM
    875,295.07       1,516,515.00  
AMGEN INC COM
    678,980.90       820,050.00  
AMGEN INC COM
    154,229.88       163,605.75  
AMICAS INC COM
    1,204.41       951.90  
AMISH NATURALS INC COM STK
    4,371.75       34.35  
AMKOR TECHNOLOGY INC COM
    36,258.15       12,862.00  
AMKOR TECHNOLOGY INC COM
    102,172.24       27,250.00  
AMKOR TECHNOLOGY INC COM
    268,732.54       54,282.00  
AMN HEALTHCARE SVCS INC COM
    41,297.28       20,304.00  
AMOROCORP INC COM STK
    1,030.00        
AMPCO-PITTSBURG CORP COM
    7,793.95       10,850.00  
AMPHENOL CORP NEW CL A
    9,879.50       4,796.00  
AMPHENOL CORP NEW CL A
    176,085.61       105,512.00  
AMR CORP COM
    369,673.28       371,316.00  
AMR CORP COM
    102,543.47       102,389.32  
AMR CORP COM
    12,114.00       12,804.00  
AMR CORP COM
    747,422.73       813,726.21  
AMSURG CORP COM
    16,466.34       14,984.28  
AMTECH SYS INC COM PAR $0.01 NEW STK
    21,998.41       18,450.00  
AMTRUST FINL SVCS INC COM
    116,133.42       90,480.00  
AMYLIN PHARMACEUTICALS INC COM
    26,094.34       19,367.25  
ANADARKO PETRO CORP COM
    358,557.62       265,995.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ANADARKO PETRO CORP COM
    154,158.83       117,955.60  
ANADARKO PETRO CORP COM
    309,591.45       440,086.80  
ANADIGICS INC COM
    15,995.20       7,696.00  
ANADIGICS INC COM
    32,974.24       10,863.20  
ANALOG DEVICES INC COM
    238,150.00       138,846.00  
ANALOG DEVICES INC COM
    379,878.22       384,204.00  
ANALOG DEVICES INC COM
    6,724.77       5,059.32  
ANALYSTS INTL CORP COM
    6,839.98       1,740.00  
ANAVEX LIFE SCIENCES CORP COM STK
    51,973.81       26,000.00  
ANDERSONS INC COM
    95,326.28       46,144.00  
ANDERSONS INC COM
    25,432.83       9,888.00  
ANDINA MINERALS INC COM STK
    15,983.43       20,828.11  
ANDREA ELECTRS CORP COM
    70.80       8.00  
ANDRESMIN GOLD CORP COM NEW COM NEW
    3,777.90       16.00  
ANGLO AMERICAN USD0.54945
    259,855.01       302,695.67  
ANGLO IRISH BK CP GB EUR0.16
    85,051.50       16,170.30  
ANIKA THERAPEUTICS INC COM STK
    5,889.29       1,520.00  
ANIMAL HEALTH INTL INC COM
    23,598.97       6,816.00  
ANNTAYLOR STORES CORP COM
    11,612.95       2,885.00  
ANNTAYLOR STORES CORP COM
    82,259.25       31,735.00  
ANNTAYLOR STORES CORP COM
    23,789.70       25,965.00  
ANSYS INC COM
    87,898.58       61,358.00  
ANSYS INC COM
    292,426.16       201,644.70  
ANSYS INC COM
    17,977.32       14,307.57  
ANTARES PHARMA INC COM
    2,109.95       555.00  
ANTIGENICS INC DEL COM STOCK
    6,452.69       768.00  
ANTOFAGASTA ORD GBP0.05
    523,415.54       258,775.59  
ANTRIM ENERGY INC COM
    820.73       105.72  
AON CORP COM
    70,837.02       76,605.36  
AON CORP COM
    8,442.22       9,562.29  
AON CORP COM
    188,231.23       306,056.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
APACHE CORP COM
    371,611.03       312,578.82  
APACHE CORP COM
    290,990.64       617,853.70  
APACHE CORP COM
    453,424.18       275,761.00  
APACHE CORP COM
    245,386.78       256,010.55  
APACHE CORP COM
    355,779.31       353,249.84  
APERTURE HEALTH INC COM STK
    22,909.95       366.00  
APEX SILVER MINE LTD COM STK
    10,294.31       5,194.00  
APOGEE ENTERPRISES INC COM
    2,343.98       1,054.48  
APOGEE ENTERPRISES INC COM
    521,436.19       249,676.00  
APOGEE TECH INC COM STK
    14,354.85       3,900.00  
APOLLO GOLD CORP YUKON COM DO NOT USE SEE 2009928
    6,750.80       9,177.00  
APOLLO GROUP INC CL A CL A
    51,068.47       56,468.94  
APOLLO GROUP INC CL A CL A
    129,547.39       206,874.00  
APOLLO GROUP INC CL A CL A
    80,017.05       110,332.80  
APOLLO INVT CORP COM SH BEN INT
    250,016.35       120,874.84  
A-POWER ENERGY GENERATION SYSTEMS LTD COM STK USD0.0001
    8,675.63       4,622.50  
APPIANT TECHNOLOGIES INC COM
    554.95       1.65  
APPLE INC
    11,061,895.29       7,878,658.50  
APPLE INC
    721,001.75       508,686.00  
APPLE INC
    1,472,558.08       752,530.95  
APPLE INC
    663,276.56       588,915.00  
APPLE INC
    578,299.88       418,215.00  
APPLE INC
    761,636.58       1,877,700.00  
APPLIED ENERGETICS INC COM STK
    9,572.33       608.00  
APPLIED INDL TECHNOLOGIES INC COM
    5,057.55       3,784.00  
APPLIED INDL TECHNOLOGIES INC COM
    514,620.21       360,426.00  
APPLIED INDL TECHNOLOGIES INC COM
    29,872.98       20,812.00  
APPLIED MATERIALS INC COM
    406,278.21       337,329.00  
APPLIED MATERIALS INC COM
    1,133,221.10       596,657.00  
APPLIED MATERIALS INC COM
    653,773.52       334,290.00  
APPLIED MATERIALS INC COM
    229,526.07       129,650.25  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
APPLIED MICRO CIRCUITS CORP COM NEW STK
    1,124.66       982.50  
APPLIED MICRO CIRCUITS CORP COM NEW STK
    238,558.32       112,398.00  
APPLIED MICRO CIRCUITS CORP COM NEW STK
    32,272.02       16,113.00  
APPLIED NEUROSOLUTIONS INC COM
    10,569.95       750.00  
APPLIED SIGNAL TECH INC COM
    4,799.78       5,024.58  
APPLIED SIGNAL TECH INC COM
    11,989.36       14,352.00  
APPLIEDTHEORY CORP COM
    11,260.37       10.00  
APTARGROUP INC COM
    5,329.93       4,341.78  
AQUA AMER INC COM
    17,677.98       14,876.73  
AQUILINE RES INC COM STK
    191,056.28       36,645.21  
ARABIAN AMERN DEV CO COM
    27,899.12       8,755.20  
ARADIGM CORP COM NEW
    4,134.83       185.00  
ARAFURA RESOURCES LTD COM STK
    41,599.55       7,501.54  
ARC ENERGY TR TR UNIT UNIT
    79,811.36       68,383.56  
ARCELORMITTAL NPV
    158,908.95       175,524.11  
ARCELORMITTAL NPV
    479,439.34       249,729.43  
ARCH CAPITAL GROUP COM STK
    206,131.78       236,938.00  
ARCH CAPITAL GROUP COM STK
    240,736.32       245,350.00  
ARCH CAPITAL GROUP COM STK
    284,798.78       273,390.00  
ARCH CAPITAL GROUP COM STK
    318,047.91       315,450.00  
ARCH COAL INC COM
    86,636.84       50,426.87  
ARCHER-DANIELS-MIDLAND CO COM
    124,528.66       196,044.00  
ARCHER-DANIELS-MIDLAND CO COM
    253,090.09       456,753.69  
ARCHER-DANIELS-MIDLAND CO COM
    146,832.69       178,457.70  
ARCHER-DANIELS-MIDLAND CO COM
    397,735.50       288,300.00  
ARCHER-DANIELS-MIDLAND CO COM
    147,706.41       136,491.14  
ARCTIC GLACIER INCOME FD TR UNIT
    2,244.68       129.60  
ARENA RES INC COM
    33,606.84       25,140.55  
ARENA RES INC COM
    315,011.89       188,203.00  
ARENA RES INC COM
    107,400.89       83,848.65  
ARES CAP CORP COM
    10,900.30       4,664.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AREVA COM STK
    50,223.68       26,758.78  
ARGAN INC COM
    11,083.50       7,630.00  
ARGO GROUP INTERNATIONAL HOLDINGS COM STK
    444,906.87       352,768.00  
ARGON ST INC COM
    110,866.30       86,756.00  
ARIAD PHARMACEUTICALS INC COM
    7,093.73       1,275.00  
ARIBA INC COM NEW
    1,052.12       483.07  
ARIBA INC COM NEW
    204,137.37       100,940.00  
ARIBA INC COM NEW
    13,730.00       14,420.00  
ARIES MARITIME TRANSPORT LIMITED COM STK
    338.26       31.68  
ARKANSAS BEST CORP DEL COM
    60,034.58       54,198.00  
ARKANSAS BEST CORP DEL COM
    103,539.69       111,407.00  
ARMSTRONG WORLD INDS INC NEW COM STK
    185,234.44       125,396.00  
AROTECH CORP COM NEW STK
    11,709.37       360.39  
ARRAY BIOPHARMA INC COM
    2,845.30       1,012.50  
ARRHYTHMIA RESH TECHNOLOGY INC COM PAR $0.01 NEW COM PAR $0.01 NEW
    21,646.52       3,000.00  
ARRIS GROUP INC COM
    73,860.50       86,655.00  
ARRIS GROUP INC COM
    2,123.35       2,385.00  
ARROW ELECTR INC COM
    257,616.00       135,648.00  
ARROW ELECTR INC COM
    106,991.04       146,952.00  
ARROW ELECTR INC COM
    12,335.61       7,347.60  
ARROW ELECTR INC COM
    219,314.96       128,112.00  
ARROW ELECTR INC COM
    503,611.25       339,120.00  
ARROW ELECTR INC COM
    305,086.04       171,444.00  
ARROW ELECTR INC COM
    108,155.67       118,692.00  
ART TECH GROUP INC OC-COM ISIN US04289L107
    3,490.51       2,065.10  
ARTHROCARE CORP COM
    9,192.01       954.00  
ARVINMERITOR INC COM STK ISIN# US0433531011
    91,630.99       21,945.00  
ASA LTD
    117,919.25       90,561.98  
ASAHI BREWERIES NPV
    207,307.30       200,333.15  
ASAHI KASEI CORP NPV
    101,499.08       68,836.18  
ASBURY AUTOMOTIVE GROUP INC COM
    56,190.20       20,108.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ASBURY AUTOMOTIVE GROUP INC COM
    5,918.95       4,570.00  
ASCENDIA BRANDS INC COM STK
    4,119.90       1.95  
ASCENT MEDIA CORP COM SER A STK
    1,614.41       2,467.92  
ASCENT SOLAR TECHNOLOGIES INC COM
    46,932.67       25,906.40  
ASCENT SOLAR TECHNOLOGIES INC WT CL B EXP
    194,449.33       22,732.60  
ASCIANO GROUP NPV(STAPLED)
    58,623.82       66,957.35  
ASHLAND INC NEW COM
    439,759.44       76,723.00  
ASHLAND INC NEW COM
    514,422.59       91,437.00  
ASHLAND INC NEW COM
    578,945.12       169,452.73  
ASHLAND INC NEW COM
    21,324.59       15,765.00  
ASIA GLOBAL CROSSING
    715.19       0.30  
ASIA GLOBAL HLDGS CORP COM STK
    1,129.95       84.00  
ASIA PAC FD INC COM
    368.65       211.86  
ASIAINFO HLDGS INC COM
    65,974.36       63,758.40  
ASML HOLDING NEW
    205,345.10       175,724.90  
ASPECT MED SYS INC COM ISIN US0452351085
    4,908.21       613.80  
ASPEN INSURANCE HLDGS COM
    241,647.76       213,400.00  
ASPEN INSURANCE HLDGS COM
    643,105.72       583,212.50  
ASPEN INSURANCE HLDGS COM
    266,631.75       242,500.00  
ASPEN INSURANCE HLDGS COM
    2,537.91       2,425.00  
ASPEN TECHNOLOGY INC COM
    4,681.39       2,226.00  
ASPENBIO INC COM
    5,867.46       6,170.00  
ASSOCD BRIT FOODS ORD GBP0.0568
    586,160.45       347,403.54  
ASSOCTD BANC-CORP COM
    16,136.88       12,163.85  
ASSURANT INC COM
    16,161.44       24,000.00  
ASSURANT INC COM
    162,781.15       90,000.00  
ASSURED PHARMACY INC COM
    45,128.35       651.30  
ASTA FDG INC COM
    20,344.32       5,984.00  
ASTEC INDS INC COM
    53,425.90       50,128.00  
ASTELLAS PHARMA NPV
    576,996.12       528,582.46  
ASTORIA FINL CORP COM
    230,656.32       159,856.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ASTRAZENECA ORD USD0.25
    1,081,363.12       950,180.35  
ASTRO MED INC NEW COM STK
    9,377.49       5,896.38  
ASYST TECHNOLOGIES INC COM
    15,957.95       1,185.00  
AT & T LATIN AMER CORP COM
    11.28        
AT&T INC COM
    380,534.09       381,900.00  
AT&T INC COM
    875,856.14       714,837.00  
AT&T INC COM
    3,373,266.93       4,181,605.50  
AT&T INC COM
    791,679.33       694,772.74  
ATAC RES LTD COM
    3,880.10       729.00  
ATC TECHNOLOGY CORP COM
    38,220.00       35,112.00  
ATHENAHEALTH INC COM MON STOCK
    44,035.12       61,245.36  
ATHENAHEALTH INC COM MON STOCK
    6,159.40       7,524.00  
ATHEROGENICS INC COM
    4,614.65       400.00  
ATHEROS COMMUNICATIONS INC COM
    237,021.77       111,188.70  
ATHEROS COMMUNICATIONS INC COM
    21,781.54       13,222.44  
ATLANTIC PWR CORP
    1,943.75       1,271.76  
ATLANTIC WIND & SOLAR INC COM
    3,462.95       78.65  
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK
    15,139.48       5,670.00  
ATLAS ENERGY RES LLC COM STK
    6,665.62       4,724.90  
ATLAS MNG CO COM STK
    4,389.63       474.00  
ATLC TELE-NETWORK INC COM NEW
    50,634.00       39,825.00  
ATMEL CORP COM
    3,977.90       2,817.00  
ATMI INC COM
    10,576.95       12,344.00  
ATMOS ENERGY CORP COM
    100,841.85       92,430.00  
ATMOS ENERGY CORP COM
    208,482.44       180,120.00  
ATMOS ENERGY CORP COM
    657,382.31       584,205.00  
ATMOS ENERGY CORP COM
    350,213.48       362,610.00  
ATMOS ENERGY CORP COM
    8,101.61       6,291.52  
ATNA RES LTD COM
    1,505.36       477.90  
ATP OIL & GAS CORP COM
    24,908.80       9,360.00  
ATRION CORP COM
    10,655.48       19,420.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ATSI COMMUNICATIONS INC COM NEW
    11.55       32.00  
ATWOOD OCEANICS INC COM
    55,348.19       22,828.32  
AU OPTRONICS CORP TWD10
    153,306.45       161,816.69  
AUDIOCODES LTD COM STK
    25,308.95       17,400.00  
AUEX VENTURES INC COM AUEX VENTURES, INC. F
    17,952.78       26,896.97  
AURIZON MINES LTD COM STK
    10,589.48       10,270.80  
AURORA OIL & GAS CORP COM STK
    7,757.21       259.58  
AUST & NZ BANK GRP NPV
    208,512.40       239,854.22  
AUTODESK INC COM
    48,213.44       27,804.75  
AUTODESK INC COM
    12,112.80       15,720.00  
AUTODESK INC COM
    76,959.40       108,075.00  
AUTOIMMUNE INC COM
    3,050.69       1,070.00  
AUTOLIV INC COM STK
    18,108.95       8,584.00  
AUTOLIV INC COM STK
    43,569.82       49,358.00  
AUTOLIV INC COM STK
    79,487.56       32,190.00  
AUTOMATIC DATA PROCESSING INC COM
    128,388.14       119,916.70  
AUTOMATIC DATA PROCESSING INC COM
    63,430.55       66,169.88  
AUTOMATIC DATA PROCESSING INC COM
    312,259.92       495,684.00  
AUTOMATIC DATA PROCESSING INC COM
    1,155,220.51       952,028.00  
AUTONATION INC DEL COM
    39,300.69       26,300.56  
AUTONATION INC DEL COM
    120,674.38       92,872.00  
AUTOZONE INC COM
    50,039.05       153,417.00  
AUTOZONE INC COM
    35,390.15       41,841.00  
AVALON CAP HLDGS CORP COM NEW COM NEW
    16.52       0.95  
AVANEX CORP COM NEW STK
    22,875.83       1,468.95  
AVANIR PHARMACEUTICALS CL A NEW
    425.45       41.02  
AVENTINE RENB ENERGY HLDGS INC COM
    46,039.64       5,460.00  
AVERY DENNISON CORP COM
    99,609.58       85,098.00  
AVERY DENNISON CORP COM
    375,721.56       268,386.00  
AVERY DENNISON CORP COM
    16,831.75       9,819.00  
AVI BIOPHARMA INC COM
    44,492.96       7,040.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AVID TECHNOLOGY INC COM
    50,091.20       21,820.00  
AVIGEN INC COM
    2,991.95       3,800.00  
AVIS BUDGET GROUP INC COM STK
    6,071.07       3,168.90  
AVIS BUDGET GROUP INC COM STK
    65,497.62       6,160.00  
AVIS BUDGET GROUP INC COM STK
    19,998.30       2,940.00  
AVISTA CORP COM ISIN # US05379B1070
    39,646.44       34,884.00  
AVISTA CORP COM ISIN # US05379B1070
    2,186.95       1,938.00  
AVITAR INC NEW COM NEW STK
    3,708.00       0.02  
AVIVA CORP PLC 25P ORD COM
    45,014.35       16,864.80  
AVIVA ORD GBP0.25
    923,934.65       316,522.25  
AVNET INC COM
    448.36       309.57  
AVNET INC COM
    77,143.38       47,346.00  
AVNET INC COM
    474,163.51       267,687.00  
AVOCENT CORP COM
    380,485.73       226,561.50  
AVOCENT CORP COM
    178,372.60       150,444.00  
AVOCENT CORP COM
    4,932.45       3,582.00  
AVON PRODUCTS INC COM USD0.25
    16,008.46       17,085.33  
AVON PRODUCTS INC COM USD0.25
    187,269.81       252,315.00  
AVX CORP COM
    1,804.35       817.82  
AWG LTD COM NEW STK
    3,917.90       550.00  
AXA EUR2.29
    1,308,653.76       749,456.31  
AXIAL VECTOR ENGINE CORP COM
    7,347.93       210.00  
AXIS CAPITAL HLDGS LTD COM USD0.0125
    355,693.18       282,464.00  
AXIS CAPITAL HLDGS LTD COM USD0.0125
    3,520.95       2,912.00  
AXIS CAPITAL HLDGS LTD COM USD0.0125
    129,252.11       111,820.80  
AXIS ENERGY CORP COM STK
    13,130.60       6,200.00  
AXIS TECHNOLOGIES GROUP INC COM
    1,059.95       114.00  
AXM PHARMA INC COM AXM PHARMA INC
    235.65       1.53  
AXSYS TECHNOLOGIES INC COM
    29,150.24       23,480.08  
AXT INC COM
    17,647.30       7,425.00  
AZTECA GOLD CORP COM
    32,485.10       3,499.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
AZURE DYNAMICS CORP CL A
    3,090.45       162.00  
AZZ INC COM
    44,752.39       30,120.00  
AZZ INC COM
    64,211.43       40,160.00  
B & G FOODS INC FORMERLY B & G FOOD HLDGS INC
    21,970.13       12,046.45  
B & G FOODS INC NEW FORMERLY B & G FOODSHLDGS CORP TO 10/14/2004 CL A CL A
    11,887.98       5,776.96  
B A T INTL INC COM
    1,508.95       1,500.00  
BABCOCK & BROWN INFRASTRUCTURE GRP COM STK UNIT
    20,902.90       1,035.45  
BABY BEE BRIGHT CORP NEW COM PAR $.001 STK
    2,819.60       0.04  
BADGER METER INC COM
    20,073.71       14,201.40  
BAE SYSTEMS ORD GBP0.025
    359,011.39       220,422.72  
BAJA MNG CORP COM
    60,196.99       12,260.16  
BAKER HUGHES INC COM
    82,155.67       41,742.18  
BAKER HUGHES INC COM
    465,299.98       336,735.00  
BAKER HUGHES INC COM
    215,915.80       245,014.80  
BAKER MICHAEL CORP COM
    110,837.00       107,039.00  
BALD EAGLE ENERGY INC COM STK
    1,636.85       775.00  
BALDOR ELEC CO COM
    5,985.62       3,570.00  
BALL CORP COM
    39,599.41       99,816.00  
BALLARD PWR SYS INC COM NPV USD
    27,071.07       6,982.27  
BALLY TECHNOLOGIES INC COM STK
    7,140.19       5,767.20  
BALLY TOTAL FITNESS COM STK SEE SEC 6066594
    607.46        
BANCFIRST CORP COM
    22,136.20       26,460.00  
BANCO LATINOAMERICANO DE EXPORTACIONES SA CL E
    60,933.12       48,824.00  
BANCO SANTANDER S.A.
    66,635.20       35,824.75  
BANCORPSOUTH INC COM
    85,572.36       84,096.00  
BANCPRO INC COM
    1,404.95       1.00  
BANCROFT URANIUM INC COM STK
    3,123.95       7.00  
BANK NEW YORK MELLON CORP COM STK
    23,499.44       17,153.76  
BANK NEW YORK MELLON CORP COM STK
    657,539.84       810,266.33  
BANK NEW YORK MELLON CORP COM STK
    526,576.95       458,946.00  
BANK NEW YORK MELLON CORP COM STK
    524,476.43       427,924.65  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BANK OF AMERICA CORP
    417,621.90       164,693.76  
BANK OF AMERICA CORP
    606,366.50       194,304.00  
BANK OF AMERICA CORP
    498,802.46       230,912.00  
BANK OF AMERICA CORP
    957,231.07       457,600.00  
BANK OF AMERICA CORP
    430,540.66       188,672.00  
BANK OF AMERICA CORP
    3,240,151.32       1,758,648.32  
BANK OF AMERICA CORP
    1,970,356.96       1,251,898.43  
BANK OF IRELAND ORD STK EUR0.64
    218,488.56       76,634.84  
BANK OF THE OZARKS INC COM
    15,584.30       20,748.00  
BANK OF THE OZARKS INC COM
    62,486.40       71,136.00  
BANKATLANTIC BANCORP INC CL’A’NON-VTG COM USD0.01
    2,524.95       593.78  
BANKFINANCIAL CORP COM
    19,468.00       18,342.00  
BANKRATE INC COM
    4,407.79       5,130.00  
BANNER CORP COM
    16,133.13       12,233.00  
BANYAN CORP ORE COM NEW 2007 STK
    419.90       2.00  
BARCLAYS ORD GBP0.25
    288,906.58       67,543.70  
BARCLAYS ORD GBP0.25
    1,534,401.06       464,480.10  
BARD C R INC CAP
    78,165.80       219,076.00  
BARD C R INC CAP
    10,434.68       10,111.20  
BARE ESCENTUALS INC COM
    15,620.59       2,876.50  
BARNES & NOBLE INC COM
    70,843.14       40,500.00  
BARNES & NOBLE INC COM
    30.57       15.66  
BARNES GROUP INC COM
    7,524.73       6,093.22  
BARNES GROUP INC COM
    568,697.07       290,725.00  
BARRATT DEVEL ORD GBP0.10
    352,274.36       48,094.03  
BARRETT BILL CORP COM STK
    15,567.22       8,980.25  
BARRETT BUSINESS SVCS INC COM
    12,729.17       7,862.16  
BARRICK GOLD CORP
    610,818.96       564,051.80  
BARRICK GOLD CORP COM NPV CAD
    223,177.16       206,437.42  
BASF SE NPV
    613,846.24       504,953.72  
BASIN WTR INC COM
    9,138.36       1,040.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BAXTER INTL INC COM
    113,288.03       99,035.98  
BAXTER INTL INC COM
    366,690.27       410,499.40  
BAXTER INTL INC COM
    415,972.91       825,286.00  
BAXTER INTL INC COM
    670,023.90       584,131.00  
BAYER AG NPV (BR)
    83,837.09       98,186.18  
BAYER AG NPV (BR)
    578,998.50       652,129.50  
BAYER MOTOREN WERK EUR1
    250,263.53       276,028.19  
BAYOU BEND PETE LTD COM STK
    46,695.18       5,540.40  
BAYOU CITY EXPL INC COM
    629.95       5.00  
BAYSWATER URANIUM CORP NEW COM STK
    273,213.34       22,181.54  
BAYTEX ENERGY TR TR UNIT
    38,119.80       20,127.17  
BB&T CORP COM
    61,720.59       54,531.66  
BB&T CORP COM
    477,639.02       376,202.00  
BBJ ENVIRONMENTAL TECHNOLOGIES INC COM
    59.95       0.10  
BE AEROSPACE INC COM
    795,911.08       204,169.50  
BE AEROSPACE INC COM
    24,944.24       25,530.80  
BEACON PWR CORP COM
    201,824.27       66,468.36  
BEACON ROOFING SUPPLY INC COM
    11,892.47       8,536.20  
BEARD CO NEW COM PAR $.0006665 COM PAR $.001
    1,198.95       2,000.00  
BEARINGPOINT INC COM NEW STK
    651,636.35       9,954.90  
BEAZER HOMES USA INC COM
    14,443.10       8,137.00  
BEBE STORES INC COM
    7,074.44       5,289.02  
BECKMAN COULTER INC COM
    154,595.97       92,713.40  
BECTON DICKINSON & CO COM
    196,163.36       417,179.00  
BECTON DICKINSON & CO COM
    65,718.23       58,268.28  
BED BATH BEYOND INC COM
    41,374.46       35,893.04  
BED BATH BEYOND INC COM
    162,867.90       165,230.00  
BELDEN INC COM
    20,560.93       27,144.00  
BELDEN INC COM
    18,881.53       7,308.00  
BELGACOM SA NPV
    265,326.78       313,873.92  
BELLUS HEALTH INC COM
    6,771.58       385.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BEMIS CO INC COM
    8,403.05       7,104.00  
BEMIS CO INC COM
    48,655.62       61,568.00  
BENCHMARK ELECTRS INC COM
    493,079.87       358,837.00  
BENCHMARK ELECTRS INC COM
    821,761.36       430,349.00  
BENCHMARK ELECTRS INC COM
    152,988.64       117,484.00  
BENCHMARK ELECTRS INC COM
    2,716.97       1,404.70  
BENEFICIAL MUT BANCORP INC COM STK
    65,971.34       78,750.00  
BENIHANA INC COM
    998.95       315.00  
BENNETT ENVIRONMENTAL INC COM STK
    10,859.62       91.88  
BERKLEY W R CORP COM
    199,943.42       229,400.00  
BERKLEY W R CORP COM
    161,984.10       168,020.00  
BERKSHIRE HATHAWAY INC CL B COM
    7,127,696.37       5,990,896.00  
BERKSHIRE HILLS BANCORP INC COM
    163,001.52       178,957.14  
BERRY PETE CO CL A CL A
    20,644.26       15,876.00  
BERRY PETE CO CL A CL A
    44,336.70       25,704.00  
BERRY PETE CO CL A CL A
    11,678.79       6,426.00  
BEST BUY INC COM STK
    263,354.97       233,313.00  
BEST BUY INC COM STK
    219,183.87       225,470.31  
BEST BUY INC COM STK
    72,094.82       56,582.31  
BEVERAGE CREATIONS INC DEL COM STK
    7,708.95       50.00  
BG GROUP ORD GBP0.10
    129,356.21       143,041.35  
BG GROUP ORD GBP0.10
    848,761.55       530,777.51  
BHP BILLITON LTD NPV
    449,035.98       358,664.77  
BHP BILLITON PLC USD0.50
    82,505.17       86,343.42  
BHP BILLITON PLC USD0.50
    136,980.45       147,738.22  
BIFS TECHNOLOGIES CORP COM
    2,936.58        
BIG CAT ENERGY CORP COM
    36,335.78       2,593.80  
BIG LOTS INC COM
    62,589.87       30,429.00  
BIG LOTS INC COM
    12,389.86       7,245.00  
BIG SCREEN ENTMT GROUP INC COM
    15.51       0.48  
BIGBAND NETWORKS INC COM CDT-COM
    5,984.44       3,864.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BIO IMAGING TECHNOLOGIES INC COM
    46,775.25       50,508.00  
BIO RAD LABS INC CL A
    9,043.23       9,865.61  
BIO RAD LABS INC CL A
    101,861.16       90,372.00  
BIO RAD LABS INC CL A
    95,468.66       75,310.00  
BIOCRYST PHARMACEUTICALS INC COM
    1,541.63       137.00  
BIOCUREX INC COM
    40,768.18       8,620.00  
BIODELIVERY SCIENCES INTL INC COM
    4,988.95       5,800.00  
BIOFUEL ENERGY CORP COM
    5,338.95       350.00  
BIOGEN IDEC INC COM STK
    40,048.53       35,579.61  
BIOGEN IDEC INC COM STK
    369,374.90       344,603.05  
BIO-KEY INTL INC COM
    31,709.90       7,980.00  
BIOMAGNETICS DIAGNOSTICS CORP COM STK
    2,745.80       126.00  
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010
    5,104.68       2,403.00  
BIO-MATRIX SCIENTIFIC GROUP INC NEW COM STK
    67,483.60       31,450.00  
BIONOVO INC COM
    8,939.41       2,888.00  
BIOPHAN TECHNOLOGIES INC COM
    113,002.88       2,340.00  
BIOPURE CORP CL A PAR $0.01 COM STK
    26.76       4.67  
BIOSANTE PHARMACEUTICALS INC COM NEW COMNEW
    671.51       200.00  
BIOSCRIP INC COM
    47,609.26       11,766.00  
BIOSHAFT WTR TECHNOLOGY INC COM STK
    12,172.47       1,820.00  
BIOTIME INC COM
    8,047.16       7,080.00  
BIOVAIL CORP COM
    25,440.81       21,271.95  
BIRCH MTN RES LTD COM STK
    79.72       0.10  
BIRCHCLIFF ENERGY LTD NEW COM STK
    4,037.39       1,534.01  
BITSTREAM INC CL A COM
    89.18       68.85  
BIZAUCTIONS INC COM STK
    1,032.49       30.00  
BJ SERVICES
    146,068.83       84,024.00  
BJ SERVICES
    16,092.99       7,002.00  
BJ SERVICES
    161,970.50       60,684.00  
BJS RESTAURANTS INC COM
    1,789.76       1,077.00  
BJS WHSL CLUB INC COM STK
    6,773.76       6,852.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BJS WHSL CLUB INC COM STK
    296,555.66       291,210.00  
BK HAW CORP COM
    156,682.68       140,027.00  
BK HAW CORP COM
    145,877.82       149,061.00  
BK HAW CORP COM
    262,294.09       231,722.10  
BK HAW CORP COM
    199,155.36       203,265.00  
BK HAW CORP COM
    4,792.45       13,551.00  
BLACK & DECKER CORP COM
    16,296.35       10,541.22  
BLACK & DECKER CORP COM
    109,946.34       129,611.00  
BLACK & DECKER CORP COM
    58,279.09       62,715.00  
BLACK & DECKER CORP COM
    337,663.90       204,869.00  
BLACK BOX CORP DEL COM
    3,824.77       2,612.00  
BLACK DRAGON RES COS INC COM
    115.55       5.94  
BLACK HILLS CORP COM
    9,728.07       7,024.45  
BLACKBAUD INC COM
    1,107,721.69       568,350.00  
BLACKBOARD INC COM
    39,616.69       35,017.05  
BLACKOUT MEDIA CORP COM
    2,123.46       1,650.00  
BLACKROCK INC COM STK
    161,769.75       167,687.50  
BLAST ENERGY SVCS INC COM
    33,938.85       2,400.00  
BLOCK H & R INC COM
    108,684.03       190,848.00  
BLOCK H & R INC COM
    7,248.49       6,929.60  
BLOCKBUSTER INC CL A CL A ISIN #US0936791088
    38,468.74       23,374.08  
BLOCKBUSTER INC CL A CL A ISIN #US0936791088
    82,742.40       32,760.00  
BLUE COAT SYS INC COM NEW
    1,859.95       840.00  
BLUE DOLPHIN ENERGY CO COM NEW COM NEW
    4,682.87       2,205.00  
BLUE HLDGS INC COM
    4,994.95       90.00  
BLUE NILE INC COM
    1,557.61       489.80  
BLUELINX HLDGS INC COM
    30,868.11       11,304.67  
BLUEPHOENIX SOLUTIONS LTD COM
    2,051.23       736.00  
BLUEROCK RES LTD COM STK
    8,402.35       364.50  
BLUESCOPE STEEL NPV
    229,300.86       73,913.66  
BMC SOFTWARE INC COM STK
    9,392.02       8,557.38  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BMC SOFTWARE INC COM STK
    204,149.44       126,477.00  
BMC SOFTWARE INC COM STK
    84,018.16       142,623.00  
BNP PARIBAS EUR2
    798,421.19       365,826.40  
BNP PARIBAS EUR2
    745,118.22       402,366.99  
BOB EVANS FARMS INC COM
    24,643.89       18,387.00  
BOEING CO COM
    686,105.50       780,263.62  
BOEING CO COM
    1,862,655.98       1,385,347.05  
BOFI HLDG INC COM STK
    7,163.95       4,275.00  
BOGUE INTL INC COM
    435.79        
BOLIVAR MNG CORP COM STK
    689.96        
BOLT TECHNOLOGY CORP COM
    7,930.59       2,088.00  
BOMBARDIER INC CLASS’B’S/VTG NPV
    71,465.34       81,466.18  
BOMBAY INC COM
    9,518.17        
BOOKHAM INC COM
    13,599.16       989.55  
BOOKHAM INC COM
    42,782.90       7,785.00  
BOOKS-A-MILLION INC COM
    967.54       395.31  
BOOTS & COOTS INTL WELL CTL INC COM NEW STK
    14,998.97       15,093.00  
BORDERS GROUP INC COM STK
    9,678.08       1,280.00  
BORG WARNER INC COM
    12,630.87       5,919.28  
BOSTON BEER INC CL A CL A
    20,154.08       14,200.00  
BOSTON SCIENTIFIC CORP COM
    45,435.36       29,179.80  
BOSTON SCIENTIFIC CORP COM
    463,287.67       289,313.46  
BOSTON SCIENTIFIC CORP COM
    444,872.36       263,160.00  
BOTSWANA METALS LIMITED NPV
          237.25  
BOYD GAMING CORP COM
    54,976.11       23,177.00  
BOYD GAMING CORP COM
    136.81       114.41  
BOYDS COLLECTION LTD
    1.00        
BOYDS COLLECTION LTD NEW COM STK
    659.95       4.50  
BP ORD USD0.25
    552,227.95       536,760.62  
BP ORD USD0.25
    1,163,334.64       737,266.91  
BP ORD USD0.25
    973,414.07       729,031.28  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BP PRUDHOE BAY RTY TR UNITS BEN INT
    87,558.53       75,141.38  
BPZ RESOURCE INC
    22,818.24       17,971.20  
BRADY CORP CL A
    542,894.74       346,077.50  
BRAINSTORM CELL THERAPEUTICS INC COM
    1,909.95       120.00  
BRAVO VENTURE GROUP INC COM STK
    19,516.24       26,730.00  
BRAZIL FAST FOOD CORP COM NEW
    668.45       687.70  
BREAKWATER RES LTD COM NEW COM NEW
    1,029.11       40.00  
BRETT RES INC COM STK
    14,771.43       18,095.24  
BRIGGS & STRATTON CORP CAP
    88,705.96       87,950.00  
BRIGHAM EXPL CO COM
    3,599.10       1,312.00  
BRIGHTPOINT INC COM NEW
    129,532.92       33,930.00  
BRIGHTPOINT INC COM NEW
    4,839.70       1,605.15  
BRINKER INTL INC COM
    14,770.12       8,432.00  
BRINKER INTL INC COM
    464,659.45       279,310.00  
BRISTOL MYERS SQUIBB CO COM
    370,866.24       402,225.00  
BRISTOL MYERS SQUIBB CO COM
    1,135,567.49       1,146,225.00  
BRISTOL MYERS SQUIBB CO COM
    427,578.53       448,499.01  
BRISTOW GROUP INC COM
    5,358.95       5,358.00  
BRITISH AIRWAYS ORD GBP0.25
    1,281,790.39       385,328.75  
BRITISH ENERGY GP ORD GBP0.10
    366,036.87       376,356.76  
BROADBAND WIRELESS INTL CORP COM
    705.71       0.04  
BROADCOM CORP CL A CL A
    25,149.41       24,827.11  
BROADCOM CORP CL A CL A
    779,720.87       186,670.00  
BROADCOM CORP CL A CL A
    291,092.74       274,863.09  
BROADCOM CORP CL A CL A
    537,177.94       363,497.40  
BROADRIDGE FINL SOLUTIONS INC COM STK
    231,592.35       150,480.00  
BROADRIDGE FINL SOLUTIONS INC COM STK
    3,050.43       1,881.00  
BROADVISION INC COM PAR $.001 COM PAR $.001
    917.11       122.10  
BROADWIND ENERGY INC COM STK
    31,445.90       12,487.50  
BROCADE COMMUNICATIONS SYS INC COM NEW STK
    39,844.19       22,102.30  
BRONCO DRILLING CO INC COM
    11,322.78       4,845.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BROOKDALE SR LIVING INC COM STK
    4,185.60       2,790.00  
BROOKFIELD ASSET MGMT INC VOTING SHS CL A VOTING SHS CL A
    66,785.60       57,445.74  
BROOKFIELD HOMES CORP COM
    4,943.95       1,296.00  
BROOKFIELD HOMES CORP COM
    37,258.62       19,872.00  
BROOKS AUTOMATION INC COM
    1,604.60       644.91  
BROTHER INDUSTRIES NPV
    40,707.06       35,462.77  
BROWN & BROWN INC COM
    111,840.76       118,712.00  
BROWN & BROWN INC COM
    78,261.42       62,700.00  
BROWN & BROWN INC COM
    127,690.24       103,398.42  
BROWN SHOE CO INC COM
    15,045.49       24,563.00  
BROWN-FORMAN INC CL B NON-VTG COM
    62,583.16       123,576.00  
BROWN-FORMAN INC CL B NON-VTG COM
           
BROWN-FORMAN INC CL B NON-VTG COM
    18,243.95       16,064.88  
BRUNSWICK CORP COM
    6,192.40       8,420.00  
BRUSH ENGINEERED MATLS INC HLDGS CO COM
    15,700.63       5,724.00  
BT GROUP ORD GBP0.05
    82,366.15       88,116.12  
BTU INTL INC COM
    13,127.85       4,200.00  
BUCKEYE TECHNOLOGIES INC COM
    4,931.10       2,184.00  
BUCKEYE TECHNOLOGIES INC COM
    195,608.62       54,600.00  
BUCKEYE TECHNOLOGIES INC COM
    81,871.54       21,476.00  
BUCKLE INC COM
    20,776.14       22,911.00  
BUCYRUS INTL INC NEW COM CL A
    101,201.10       61,624.95  
BUFFALO WILD WINGS INC COM STK
    79,628.03       67,382.55  
BUILD-A-BEAR WORKSHOP INC COM STK
    26,523.82       14,580.00  
BUILDERS FIRSTSOURCE INC COM STK
    11,376.00       2,448.00  
BUILDERS FIRSTSOURCE INC COM STK
    2,551.98       638.01  
BUILDING MATLS HLDG CORP COM
    5,917.90       555.00  
BULLDOG TECHNOLOGIES INC COM
    1,209.95       20.00  
BUNGE LTD
    341,341.15       196,726.00  
BUNGE LTD
    150,291.52       96,432.55  
BURBERRY GROUP ORD GBP0.0005
    422,526.66       148,985.09  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BURGER KING HLDGS INC COM
    47,614.74       46,591.62  
BURGER KING HLDGS INC COM
    132,104.45       145,357.56  
BURL NORTHN SANTA FE CORP COM
    210,688.57       528,077.25  
BURL NORTHN SANTA FE CORP COM
    24,619.45       47,015.91  
BURL NORTHN SANTA FE CORP COM
    324,091.36       280,377.52  
BUYER GROUP INTL INC COM
          7.33  
BWAY HLDG CO COM STK
    11,347.50       13,532.00  
C D I CORP COM
    32,780.00       14,234.00  
C H ROBINSON WORLDWIDE INC COM NEW COM NEW
    220,779.08       236,629.00  
C H ROBINSON WORLDWIDE INC COM NEW COM NEW
    676,276.59       698,881.00  
C H ROBINSON WORLDWIDE INC COM NEW COM NEW
    29,391.43       29,368.41  
CA INC COM
    197,711.22       218,283.40  
CA INC COM
    209,805.40       179,574.23  
CA INC COM
    10,370.11       9,691.19  
CA PIZZA KITCHEN INC COM ISIN US13054D1090
    82,269.76       62,176.00  
CABELAS INC COM STK
    36,582.26       9,911.00  
CABLEVISION NY GROUP CL A COM
    7,322.25       4,210.00  
CABOT CORP COM
    259,496.86       221,850.00  
CABOT OIL & GAS CORP COM
    163,049.27       67,600.00  
CABOT OIL & GAS CORP COM
    16,994.85       9,100.00  
CACI INTL INC CL A
    594,628.36       592,933.50  
CADENCE DESIGN SYS INC COM
    123,538.96       41,358.00  
CADENCE DESIGN SYS INC COM
    11,982.97       7,320.00  
CAL MAINE FOODS INC COM NEW STK
    48,362.77       39,347.70  
CALAMOS ASSET MGMT INC CL A COM STK
    28,034.25       11,100.00  
CAL-BAY INTL INC COM NEW COM NEW
    628.92       500.00  
CALEDONIA MNG CORP COM STK
    36,092.56       21,775.00  
CALIFORNIA MICRO DEVICES CORP COM STK NPV
    2,986.68       372.00  
CALIFORNIA OIL & GAS CORP COM STK
    16,304.85       750.00  
CALIFORNIA WTR SVC GROUP COM
    225,015.73       264,651.00  
CALIPER LIFE SCIENCES INC COM
    378.51       72.75  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CALLAWAY GOLF CO COM
    31,308.75       30,657.00  
CALLAWAY GOLF CO COM
    1,830.21       1,881.78  
CALLON PETE CO DEL COM
    15,141.95       15,277.60  
CALPINE CORP COM NEW STK
    529.25       313.04  
CALTEX AUSTRALIA NPV
    181,984.26       88,797.94  
CALYPSO WIRELESS INC COM
    31,667.55       1,150.00  
CAMBRIDGE HEART INC COM
    7,553.46       570.00  
CAMBRIDGE RES CORP COM STK
    3,619.90       100.00  
CAMECO CORP COM
    282,746.26       144,296.25  
CAMERON INTL CORP COM STK
    187,821.04       116,542.50  
CAMERON INTL CORP COM STK
    234,645.83       112,750.00  
CAMERON INTL CORP COM STK
    64,658.66       28,700.00  
CAMPBELL SOUP CO COM
    144,308.86       153,051.00  
CAMPBELL SOUP CO COM
    34,984.40       29,262.00  
CANADIAN NATL RY CO COM
    459,753.12       373,849.20  
CANADIAN OIL SANDS TR NEW UNIT
    84,039.77       43,755.01  
CANADIAN SOLAR INC COM
    31,245.34       26,163.00  
CANADIAN SUPERIOR ENERGY INC COM STK
    9,031.66       3,840.40  
CANADIAN ZINC CORP COM STK
    18,914.60       4,437.00  
CANARGO ENERGY CORP COM STK
    5,984.82       572.76  
CANASIL RES INC COM
    9,756.40       810.00  
CANO PETE INC COM
    22,211.67       4,400.00  
CANON INC NPV
    1,386,061.45       916,712.63  
CANPLATS RES CORP COM
    29,553.05       24,660.78  
CAP 1 FNCL COM
    38,102.65       25,959.58  
CAP 1 FNCL COM
    674,752.88       436,893.00  
CAP 1 FNCL COM
    592,741.19       311,373.96  
CAP CY BK GROUP INC COM
    1,008.15       854.08  
CAP TR INC MD CL A NEW
    2,384.59       617.81  
CAPE SYS GROUP INC COM
    214.95       1.00  
CAPITAL DIAGNOSTIC CORP COM
    8,240.00        

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CAPITAL MKTS TECHNOLOGIES INC COM STK
    3,669.95       1,050.00  
CAPITALAND NPV
    74,121.26       71,233.73  
CAPRIUS INC COM NEW
    1,858.30       163.84  
CAPSTONE MNG CORP COM STK
    2,528.42       1,474.20  
CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028
    75,032.32       33,138.00  
CARAUSTAR INDS INC COM
    7,124.88       1,564.00  
CARBO CERAMICS INC COM
    4,578.82       3,553.00  
CARBON SCIENCES INC COM STK
    25,905.70       19,500.00  
CARDIAC SCI CORP COM
    25,320.00       18,000.00  
CARDIAC SCI CORP COM
    6,399.95       4,500.00  
CARDICA INC COM
    945.10       350.00  
CARDINAL COMMUNICATIONS INC COM NEW STK
    37,277.24        
CARDINAL FINL CORP COM
    90,050.94       51,210.00  
CARDINAL HLTH INC
    822,101.46       520,497.00  
CARDINAL HLTH INC
    124,167.06       93,069.00  
CARDINAL HLTH INC
    425,262.99       305,059.50  
CARDINAL HLTH INC
    68,997.88       44,849.71  
CARDIODYNAMICS INTL CORP COM NEW STK
    312.95       15.82  
CAREER ED CORP COM
    54,763.92       64,584.00  
CARIBOU COFFEE INC COM
    5,628.90       2,720.00  
CARLISLE COMPANIES INC COM
    599,934.86       255,645.00  
CARLISLE COMPANIES INC COM
    13,573.41       8,280.00  
CARMAX INC COM
    56,234.10       22,442.24  
CARMAX INC COM
    68,861.66       77,224.00  
CARMAX INC COM
    123,403.06       56,736.00  
CARNIVAL CORP COM PAIRED
    437,797.20       265,088.00  
CARNIVAL CORP COM PAIRED
    23,359.55       13,573.28  
CARPENTER TECH CORP COM
    58,164.00       24,648.00  
CARPENTER TECH CORP COM
    22,075.74       8,220.31  
CARRIAGE SERVICES INC COM
    7,568.95       8,040.00  
CARRIZO OIL & GAS INC COM
    6,008.95       1,610.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CARROLL SHELBY INTL INC COM
    349.95       260.00  
CARSON DEV CORP COM STK
    3,899.68       250.00  
CARTER INC FORMERLY CARTER HLDGS INC TO 09/13/2003 COM
    367,556.81       344,754.00  
CASA HAVANA INC COM
    1,374.85       2.75  
CASCADE CORP COM
    50,049.80       29,860.00  
CASCADE ENERGY INC COM STK
    200.95       0.06  
CASEYS GEN STORES INC COM
    33,578.60       25,047.00  
CASEYS GEN STORES INC COM
    1,910.52       1,727.42  
CASH AMER INVTS INC COM
    22,029.83       17,777.50  
CASH AMER INVTS INC COM
    97,210.43       84,785.00  
CASH AMER INVTS INC COM
    151,032.21       134,015.00  
CASH MINERALS LTD COM
    138,788.60       13,084.45  
CASIO COMPUTER CO NPV
    111,093.93       104,831.77  
CASTLE A M & CO MRYLAND
    4,158.22       2,166.00  
CASUAL MALE RETAIL GROUP INC COM
    2,365.15       104.00  
CATERPILLAR INC COM
    1,281,770.33       1,065,172.14  
CATERPILLAR INC COM
    436,682.72       463,719.27  
CATERPILLAR INC COM
    356,816.36       670,050.00  
CATHAY GENERAL BANCORP INC COM
    81,664.80       142,500.00  
CATO CORP NEW CL A
    45,642.07       37,750.00  
CAVCO INDS INC DEL COM STK
    503.91       376.46  
CB RICHARD ELLIS GROUP INC CL A CL A
    50,375.94       28,308.96  
CB RICHARD ELLIS GROUP INC CL A CL A
    135,274.41       23,760.00  
CBEYOND INC
    120,079.17       139,026.00  
CBS CORP NEW CL B
    377,657.63       137,379.06  
CBS CORP NEW CL B
    722,847.76       306,306.00  
CBS CORP NEW CL B
    44,318.07       43,784.77  
CBS CORP NEW CL B
    448,623.39       147,420.00  
CDC CORP COM STK
    10,777.29       1,495.00  
CDEX INC CL A
    11,748.16       721.76  
CDN NAT RES LTD COM CDN NAT RES COM STK
    121,208.49       70,764.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CDN NATL RAILWAYS COM NPV
    47,386.96       34,738.20  
CDN PAC RY LTD COM CDN PAC RY LTD
    5,573.00       3,530.10  
CEC ENTMT INC COM
    161,880.00       138,225.00  
CECORS INC COM COM
    30,142.68       375.00  
CEDAR SHOPPING CTRS INC COM NEW COM NEW
    152,116.00       87,084.00  
CEDAR SHOPPING CTRS INC COM NEW COM NEW
    11,351.46       7,080.00  
CELADON GROUP INC COM
    13,920.29       7,677.00  
CELADON GROUP INC COM
    21,768.82       18,766.00  
CELANESE CORP DEL COM SER A STK
    889,247.95       408,947.00  
CELANESE CORP DEL COM SER A STK
    42,700.61       15,545.78  
CELERA CORP COM STK
    54,490.00       44,520.00  
CELERA CORP COM STK
    1,390.88       1,113.00  
CELESIO AG NPV(REGD)
    198,345.92       126,744.76  
CELESTICA INC SUB VTG SHS SUB VTG SHS
    26,487.51       18,440.00  
CELGENE CORP COM
    614,692.83       624,664.00  
CELGENE CORP COM
    286,557.26       263,409.20  
CELL GENESYS INC COM
    831.29       66.00  
CELL THERAPEUTICS INC NEW
    929.95       1.68  
CELLCOM ISRAEL LTD COM STK ILS0.01
    62,847.13       41,172.30  
CELLCOM ISRAEL LTD COM STK ILS0.01
    16,166.31       11,050.00  
CELLDEX THERAPEUTICS INC NEW COM STK
    4,986.85       2,376.00  
CEL-SCI CORP COM NEW COM NEW
    308.16       117.71  
CENT EUROPEAN DISTR CORP COM STK
    209,630.10       59,100.00  
CENT EUROPEAN DISTR CORP COM STK
    19,040.42       7,387.50  
CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK
    1,989.95       477.84  
CENT PAC FINL CORP COM
    73,678.05       51,204.00  
CENT VT PUB SVC CORP COM
    62,561.00       73,966.00  
CENTENE CORP DEL COM
    104,854.75       108,405.00  
CENTENE CORP DEL COM
    22,648.21       25,623.00  
CENTENE CORP DEL COM
    131,146.33       116,289.00  
CENTERPOINT ENERGY INC COM
    137,586.32       106,878.78  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CENTERPOINT ENERGY INC COM
    212,457.20       169,108.00  
CENTERPOINT ENERGY INC COM
    36,655.26       30,849.64  
CENTERSTATE BKS FLA INC COM
    13,992.86       13,960.89  
CENTEX CORP COM
    156,413.40       147,789.60  
CENTEX CORP COM
    116,013.38       78,736.00  
CENTEX CORP COM
    1,075,508.76       611,800.00  
CENTEX CORP COM
    196,806.84       137,256.00  
CENTEX CORP COM
    57,483.86       32,984.00  
CENTEX CORP COM
    17,567.37       18,741.66  
CENTRAIS ELET BRAS COM NPV
    76,898.66       54,400.09  
CENTRICA ORD GBP0.061728395
    726,831.52       417,844.12  
CENTURYTEL INC COM STK
    105,410.08       71,058.00  
CENTURYTEL INC COM STK
    789,944.63       470,076.00  
CENTURYTEL INC COM STK
    333,767.32       248,703.00  
CENTURYTEL INC COM STK
    9,459.17       6,889.78  
CENTY ALUM CO COM
    73,320.99       49,000.00  
CENTY ALUM CO COM
    199,993.85       53,000.00  
CENTY TECHNOLOGIES INC COLO COM
    740.77        
CENVEO INC COM
    47,668.75       19,135.00  
CEO AMER INC COM
    7,774.82       1,300.00  
CEPHALON INC CON
    126,261.38       130,968.00  
CEPHALON INC CON
    102,102.29       113,942.16  
CEPHALON INC CON
    268,797.80       292,752.00  
CEPHALON INC CON
    25,315.97       25,423.20  
CEPHEID INC COM
    5,417.21       2,076.00  
CERADYNE INC DEL COM
    79,350.14       27,926.25  
CERADYNE INC DEL COM
    192,609.17       97,488.00  
CERADYNE INC DEL COM
    17,505.50       10,155.00  
CERAGENIX PHARMACEUTICALS INC COM
    579.95       66.00  
CERAGON NETWORKS LTDSEDOL 2616148
    40,429.42       17,336.65  
CEREPLAST INC COM
    11,219.90       2,300.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CERNER CORP COM
    189,484.34       155,491.80  
CERNER CORP COM
    896.98       884.35  
CF INDS HLDGS INC COM
    212,184.98       68,824.00  
CF INDS HLDGS INC COM
    120,933.00       60,826.85  
CGG VERITAS EUR0.40
    595,540.40       221,695.73  
CHANNELL COML CORP COM
    4,512.95       130.00  
CHARLES RIV LABORATORIES INTL INC COM
    6,333.45       2,620.00  
CHARLES RIV LABORATORIES INTL INC COM
    225,244.83       91,490.40  
CHARLOTTE RUSSE HLDG INC COM ISIN US1610481038
    31,079.74       11,033.00  
CHART INDS INC COM PAR $0.01 COM PAR $0.01
    2,667.64       797.25  
CHARTER COMMUNICATIONS INC DEL CL A
    4,262.13       245.40  
CHATTEM INC COM
    108,040.58       110,871.50  
CHAZAK VALUE CORP COM
    1,637.70        
CHDT CORP COM STK
    126,809.50       13,860.00  
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01
    4,094.65       3,323.25  
CHECKPOINT SYS INC COM STK USD0.10
    3,633.24       1,968.00  
CHEESECAKE FACTORY INC COM
    3,060.98       2,020.00  
CHEETAH OIL & GAS LTD COM STK
    15,165.90       6.60  
CHEMICAL FINL CORP COM
    55,144.80       64,124.00  
CHEMTURA CORP COM
    9,411.20       11,900.00  
CHEMTURA CORP COM
    11,625.60       14,700.00  
CHEMTURA CORP COM
    24,602.62       7,841.05  
CHEROKEE INC DEL NEW COM
    1,511.03       728.70  
CHESAPEAKE ENERGY CORP COM
    687,877.86       521,534.18  
CHESAPEAKE ENERGY CORP COM
    454,842.98       218,295.00  
CHESAPEAKE ENERGY CORP COM
    401,081.89       392,931.00  
CHEUNG KONG(HLDGS) HKD0.50
    336,442.95       321,565.90  
CHEVRON CORP COM
    273,428.90       236,704.00  
CHEVRON CORP COM
    1,721,247.21       3,742,808.03  
CHEVRON CORP COM
    324,027.09       318,071.00  
CHEVRON CORP COM
    457,786.22       585,472.55  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CHEVRON CORP COM
    234,289.06       440,195.47  
CHEVRON CORP COM
    694,637.18       642,219.75  
CHICOS FAS INC COM
    38,063.13       22,154.00  
CHICOS FAS INC COM
    26,675.93       15,884.00  
CHILDRENS BEVERAGE GROUP INC COM
    865.93       0.05  
CHILDRENS PL RETAIL STORES INC COM
    71,961.48       78,048.00  
CHILDRENS PL RETAIL STORES INC COM
    173,803.00       106,232.00  
CHINA 3C GROUP COM
    26,526.31       4,992.40  
CHINA AGRITECH INC COM STK
    5,741.85       2,300.00  
CHINA AUTOMOTIVE SYS INC COM
    73,093.16       38,646.00  
CHINA BAK BATTERY INC COM STK
    8,102.56       3,888.00  
CHINA COMMUNICATIONS CONSTRUCTION COM STK
    71,007.69       43,172.50  
CHINA CONSTRUCTION BANK CORPORATION COM STK
    177,807.80       101,454.00  
CHINA CONTL INC COM
    262.95        
CHINA DIGITAL COMMUNICATION GROUP COM COM
    1,459.95       300.00  
CHINA DIRECT INC COM NEW COM NEW
    12,553.56       2,030.00  
CHINA FIRE & SEC GROUP INC COM STK
    10,759.85       7,627.20  
CHINA HEALTH MGMT CORP COM NEW STK
    1,679.95       14.50  
CHINA INTL TOURISM HLDGS LTD COM
    10,942.20       6.00  
CHINA MERCHANTS BANK ‘H’ CNY1
    7,636.45       8,338.05  
CHINA NAT GAS INC COM
    75,221.04       30,240.00  
CHINA NAT RES IN COM
    30,391.49       13,320.00  
CHINA NORTH EAST PETE HLDGS LTD COM STK
    9,408.95       6,720.00  
CHINA PETROLEUM & CHEMICAL CORP CNY1’H’SHS
    274,967.33       229,955.36  
CHINA PETROLEUM & CHEMICAL CORP CNY1’H’SHS
    51,368.24       33,888.16  
CHINA PRECISION STL INC COM STK
    19,008.03       4,562.50  
CHINA SEC & SURVEILLANCE TECHNOLOGY INC COM STK
    9,213.40       2,303.60  
CHINA SKY ONE MED INC COM
    3,524.14       4,477.20  
CHINA SOLAR & CLEAN ENERGY SOLUTIONS INCCOM STK
    2,551.58       13.65  
CHINA STEEL CORP TWD10
    161,089.08       113,505.20  
CHINA SXAN BIOTECH INC COM STK
    3,842.16       2.67  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CHINA TECHNOLOGY GLOBAL CORP
    1,181.11       31.50  
CHINA TECHNOLOGY GLOBAL CORP
    3,369.28       1,013.00  
CHINA TELECOM CORP ‘H’CNY1
    111,713.13       83,528.17  
CHINA VOICE HLDG CORP COM
    14,758.20       4,410.00  
CHINA VOIP & DIGITAL TELECOM INC COM STK
    2,649.25       57.00  
CHINA WTR GROUP INC COM STK
    2,309.95       75.00  
CHINA YOUTV CORP COM
    13,983.17       150.00  
CHINACAST ED CORP COM
    1,002.00       596.90  
CHINDEX INTL INC COM
    2,386.22       834.75  
CHIPOTLE MEXICAN GRILL INC CL A COM STK
    102,514.20       88,197.54  
CHIPOTLE MEXICAN GRILL INC CL B COM STK
    38,746.32       43,139.37  
CHIQUITA BRANDS INTL INC COM
    5,322.95       5,934.58  
CHIQUITA BRANDS INTL INC COM
    30,819.95       51,730.00  
CHIQUITA BRANDS INTL INC COM
    193,389.47       116,762.00  
CHORDIANT SOFTWARE INC COM NEW COM NEW
    148,014.10       29,792.00  
CHRISTOPHER & BANKS CORP COM
    71,156.94       33,600.00  
CHUBB CORP COM
    270,147.75       459,000.00  
CHUBB CORP COM
    106,576.78       151,368.00  
CHUBB CORP COM
    83,378.45       85,173.72  
CHUBU ELEC POWER NPV
    75,561.16       75,427.47  
CHURCH & DWIGHT INC COM
    94,446.73       95,426.34  
CHURCH & DWIGHT INC COM
    720,967.71       656,604.00  
CHURCH & DWIGHT INC COM
    104,514.57       114,989.88  
CIBER INC COM
    232,769.95       155,844.00  
CIBER INC COM
    29,044.34       17,797.00  
CIBER INC COM
    16,586.49       12,308.79  
CIE FINANCIE RICHEMONT CHF
    387,483.14       270,774.18  
CIE FINANCIE RICHEMONT CHF
    164,230.03       145,390.03  
CIENA CORP COM NEW COM NEW
    36,560.07       23,885.50  
CIENA CORP COM NEW COM NEW
    138,752.27       15,410.00  
CIGNA CORP COM
    118,933.68       116,265.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CIGNA CORP COM
    212,164.59       350,480.00  
CIGNA CORP COM
    2,327.24       708.76  
CIMAREX ENERGY CO COM
    1,498.31       1,344.81  
CIMAREX ENERGY CO COM
    267,017.71       141,934.00  
CIMAREX ENERGY CO COM
    267,450.42       133,900.00  
CIN BELL INC NEW COM STK
    63,969.96       38,407.00  
CIN BELL INC NEW COM STK
    509.95       193.00  
CIN FNCL CORP COM
    166,722.66       120,378.87  
CINTAS CORP COM
    117,943.22       74,336.00  
CINTAS CORP COM
    15,186.86       9,887.85  
CIRCA PICTURES & PRODTN CO INTL INC COM STK
    3,967.43       1.70  
CIRCOR INTL INC COM
    98,290.50       96,250.00  
CIRCOR INTL INC COM
    5,050.95       5,500.00  
CIRCUIT CY STORES INC COM
    2,246.18       1,262.96  
CIRRUS LOGIC INC COM
    15,640.32       17,152.00  
CIRTRAN CORP COM NEW STK
    4,159.35       328.00  
CISCO SYSTEMS INC
    1,610,158.74       1,114,920.00  
CISCO SYSTEMS INC
    2,246,145.37       2,374,910.00  
CISCO SYSTEMS INC
    1,585,574.68       883,411.10  
CISCO SYSTEMS INC
    1,167,421.39       1,005,710.00  
CIT GROUP INC NEW COM
    215,063.17       40,860.00  
CIT GROUP INC NEW COM
    11,310.68       10,595.28  
CITADEL BROADCASTING CORP COM
    322.02       55.04  
CITI TRENDS INC COM ORD USD1
    27,944.22       20,608.00  
CITIGROUP INC COM
    3,253,036.71       909,963.23  
CITIGROUP INC COM
    626,256.84       207,339.00  
CITIGROUP INC COM
    1,572,838.89       506,605.00  
CITIGROUP INC COM
    1,066,310.48       208,010.00  
CITIGROUP INC COM
    960,194.77       682,443.41  
CITIZENS REPUBLIC BANCORP INC
    15,803.41       7,519.09  
CITIZENS REPUBLIC BANCORP INC
    28,819.90       18,178.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CITRIX SYS INC COM
    172,417.39       106,065.00  
CITRIX SYS INC COM
    204,251.62       150,848.00  
CITRIX SYS INC COM
    94,797.43       90,980.20  
CITRIX SYS INC COM
    133,963.17       129,399.30  
CITRIX SYS INC COM
    1,249.64       777.81  
CITY HLDG CO COM
    118,735.70       114,774.00  
CITY HLDG CO COM
    53,606.57       45,214.00  
CITY NATL CORP COM
    93,344.80       77,920.00  
CITY NATL CORP COM
    111,578.21       97,400.00  
CKE RESTAURANTS INC COM STK
    37,746.11       17,360.00  
CKE RESTAURANTS INC COM STK
    3,241.47       2,604.00  
CLARENT CORP DEL COM ISIN US1804611051
    208.50        
CLEAN COAL TECHNOLOGIES INC COM STK
    5,683.48       4,035.85  
CLEAN ENERGY FUELS CORP COM
    128,605.30       80,996.40  
CLEAN HBRS INC COM
    34,846.29       35,970.48  
CLEAN HBRS INC COM
    187,068.89       167,481.60  
CLEARANT INC NEW COM NEW STK
    4,211.24       21.63  
CLEARLY CDN BEVERAGE CORP COM STK
    53,279.17       4,322.50  
CLEARWATER PAPER CORP COM STK
    2,962.22       822.22  
CLEARWIRE CORP NEW CL A CL A
    5,844.85       2,465.00  
CLICKABLE ENTERPRISES INC COM
    7,427.90       26.40  
CLICKSOFTWARE TECHNOLOGIES
    7,407.68       2,386.50  
CLIFFS NAT RES INC COM STK
    63,420.00       57,366.40  
CLIFFS NAT RES INC COM STK
    137,470.82       52,679.51  
CLOROX CO COM
    39,088.91       37,225.20  
CLOROX CO COM
    180,309.48       166,680.00  
CLOROX CO COM
    121,146.17       194,460.00  
CLOROX CO COM
    479,355.90       477,816.00  
CLP HOLDINGS HKD5
    641,449.68       610,822.95  
CLST HLDGS INC COM STK
    2,196.71       116.70  
CME GROUP INC COM STK
    773,750.13       332,976.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CME GROUP INC COM STK
    497,342.65       376,564.22  
CMS ENERGY CORP COM
    125,182.06       56,616.00  
CNA FNCL CORP COM
    186,694.49       87,132.00  
CNA FNCL CORP COM
    4,015.37       1,644.00  
CNA SURETY CORP COM
    9,839.05       9,600.00  
CNA SURETY CORP COM
    26,326.35       23,040.00  
CNH GLOBAL NV COMMON STOCK
    10,404.27       4,992.00  
CNOOC LTD HKD0.02
    84,714.06       59,786.84  
CNOOC LTD HKD0.02
    332,540.37       284,454.59  
COACH INC COM
    195,919.20       168,237.00  
COACH INC COM
    87,928.01       67,274.03  
COCA COLA BOTTLING CO CONS COM
    51,504.77       50,489.77  
COCA COLA CO COM
    1,818,547.64       2,240,865.00  
COCA COLA CO COM
    628,788.36       570,402.00  
COCA COLA CO COM
    500,592.52       468,951.93  
COCA COLA CO COM
    830,546.59       728,847.00  
COCA COLA CO COM
    883,085.86       752,544.76  
COCA COLA ENTERPRISES INC COM
    22,935.84       13,233.00  
COCA COLA ENTERPRISES INC COM
    194,749.04       95,037.00  
COCA COLA ENTERPRISES INC COM
    205,932.93       146,766.00  
COEUR D ALENE MINES CORP IDAHO COM
    205,027.10       111,792.56  
COGENT INC COM
    4,002.86       4,071.00  
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A
    16,225.41       12,642.00  
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A
    279,218.49       130,032.00  
COGO GROUP INC COM STK
    42,082.03       17,982.00  
COGO GROUP INC COM STK
    25,060.80       14,191.20  
COHEN & STEERS TOTAL RETURN RLTY FD INC COM
    8,796.15       7,350.00  
COHO ENERGY INC COM NEW
    4,482.82        
COHU INC COM
    2,351.25       1,270.68  
COIL TUBING TECHNOLOGY INC COM
    259.84       232.86  
COLBS MCKINNON CORP N Y COM
    79,760.56       40,950.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COLDWATER CREEK INC COM
    15,805.83       7,980.00  
COLE KENNETH PRODTNS INC CL A
    77,484.00       23,364.00  
COLEMAN CABLE INC COM STK
    1,872.85       566.25  
COLFAX CORP COM US .01
    675.15       1,039.00  
COLGATE-PALMOLIVE CO COM
    422,144.23       863,604.00  
COLGATE-PALMOLIVE CO COM
    507,619.00       552,569.48  
COLGATE-PALMOLIVE CO COM
    5,898.50       6,168.60  
COLGATE-PALMOLIVE CO COM
    181,094.16       191,034.55  
COLLECTIVE BRANDS INC COM STK
    6,374.33       7,032.00  
COLLECTIVE BRANDS INC COM STK
    15,713.59       36,332.00  
COLLINS & AIKMAN CORP NEW COM NEW
    124.95        
COLONIAL BANCGROUP INC COM
    131,864.24       22,382.30  
COLUMBIA BKG SYS INC COM
    26,554.17       20,281.00  
COLUMBIA SPORTSWEAR CO COM
    7,329.06       5,063.89  
COM
    2,201.09       24.60  
COM
    50,199.11       770.38  
COM
    822.81       306.00  
COM
    17,158.23       6,560.00  
COM NEW STK
    1,322.39       34.50  
COM PAR $0.001 STK
    980.55       900.00  
COM PAR NEW STK
    924.47       146.70  
COM STK
    6,105.87       1,435.85  
COM STK
    83,842.27       51,255.00  
COMBIMATRIX CORP DEL COM
    174,725.55       50,855.00  
COMCAST CORP NEW CL A CL A
    32,039.01       27,411.96  
COMCAST CORP NEW CL A CL A
    351,404.28       281,389.60  
COMCAST CORP NEW CL A CL A
    1,108,551.95       970,600.00  
COMCAST CORP NEW CL A CL A
    1,377,561.69       1,210,532.32  
COMCAST CORP NEW CL A SPL CL A SPL
    3,346.15       2,555.93  
COMERICA INC COM
    242,114.15       170,710.00  
COMERICA INC COM
    150,712.30       75,430.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COMERICA INC COM
    251,723.23       178,650.00  
COMERICA INC COM
    8,740.92       5,067.72  
COMFORT SYS USA INC COM
    7,099.47       5,489.90  
COMFORT SYS USA INC COM
    177,424.08       138,580.00  
COMFORT SYS USA INC COM
    190,966.40       160,966.00  
COML METALS CO COM
    75,193.97       82,733.90  
COML METALS CO COM
    3,255.66       1,379.07  
COMM BANCSHARES INC COM
    88,002.41       83,065.50  
COMM BANCSHARES INC COM
    49,950.10       46,147.50  
COMM BANCSHARES INC COM
    198,200.73       179,975.25  
COMMERCEPLANET INC COM STK
    786.40       2.80  
COMMSCOPE INC COM
    37,201.51       12,432.00  
COMMUNICATION INTELLIGENCE CORP DEL NEW COM
    985.82       152.00  
COMMUNITY 1ST BK ROSEVILLE CALIF COM
    79,822.60       61,750.00  
COMMUNITY BK SYS INC COM
    298,111.90       314,631.00  
COMMUNITY TR BANCORP INC COM
    14,004.44       14,700.00  
COMPASS MINERALS INTL INC COM
    200,548.73       234,640.00  
COMPASS MINERALS INTL INC COM
    36,447.18       34,022.80  
COMPETITIVE TECHNOLOGIES INC COM
    9,285.31       2,000.00  
COMPLETE PRODTN SVCS INC COM
    108,196.90       39,935.00  
COMPLETE PRODTN SVCS INC COM
    198,520.60       52,975.00  
COMPOSITE TECHNOLOGY CORP COM STK
    381,406.89       111,202.20  
COMPRESS TECHNOLOGIES INC COM
    315,128.65       2,695.00  
COMPUCREDIT CORP COM ISIN #US20478N1000
    13,078.11       3,080.21  
COMPUTER PROGRAMS & SYS INC COM
    24,691.68       24,120.00  
COMPUTER PROGRAMS & SYS INC COM
    112,997.76       115,802.80  
COMPUTER SCI CORP COM
    129,563.71       130,018.00  
COMPUTER SCI CORP COM
    370,707.43       340,858.00  
COMPUTER SCI CORP COM
    115,790.02       77,308.00  
COMPUTER SCI CORP COM
    19,228.78       21,084.00  
COMPUWARE CORP COM
    176,548.35       149,175.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COMPUWARE CORP COM
    17,401.50       18,225.00  
COMPUWARE CORP COM
    154,282.87       41,175.00  
COMPUWARE CORP COM
    74,008.12       69,525.00  
COMPUWARE CORP COM
    279,971.62       187,650.00  
COMSCORE INC COM
    38,199.66       14,790.00  
COMSTOCK RES INC COM NEW COM NEW
    109,993.56       113,305.50  
COMSYS IT PARTNERS INC COM
    55,005.56       5,824.00  
COMSYS IT PARTNERS INC COM
    14,879.84       3,391.36  
COMTECH TELECOMMUNICATIONS CORP COM NEW
    7,074.19       6,873.00  
COMVERGE INC COM
    98,410.12       49,000.00  
CONAGRA FOODS INC
    221,167.95       184,800.00  
CONAGRA FOODS INC
    158,078.38       183,150.00  
CONAGRA FOODS INC
    73,229.59       54,661.35  
CONCEPTUS INC COM
    164,616.44       128,137.18  
CONCHO RES INC COM STK
    87,750.08       93,813.02  
CONCHO RES INC COM STK
    7,838.75       4,564.00  
CONCUR TECHNOLOGIES INC COM
    120,380.93       101,971.74  
CONCUR TECHNOLOGIES INC COM
    135,693.42       144,079.80  
CONECTISYS CORP COM PAR $.001 STK
    1,508.95       60.00  
CONEXANT SYS INC COM NEW STK
    72,112.60       4,521.00  
CONEXANT SYS INC COM NEW STK
    22,408.61       5,791.68  
CONFORCE INTL INC COM
    1,067.95       644.00  
CONGOLEUM CORP NEW CL A CL A
    1,209.95       105.00  
CONMED CORP COM
    244,757.20       193,914.00  
CONNACHER OIL & GAS LTD COM STK
    54,286.84       38,841.12  
CONNECTAJET COM INC COM STK
    1,189.56       0.05  
CONNECTYX TECHNOLOGIES HLDGS GROUP INC COM STK
    2,001.85       202.50  
CONNS INC COM
    30,911.88       12,720.00  
CONNS INC COM
    10,859.18       4,892.96  
CONOCOPHILLIPS COM
    1,033,382.68       1,921,883.60  
CONOCOPHILLIPS COM
    556,413.72       429,940.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CONOCOPHILLIPS COM
    91,605.82       157,938.20  
CONOCOPHILLIPS COM
    681,111.23       466,200.00  
CONOCOPHILLIPS COM
    1,006,425.87       836,543.43  
CONOLOG CORP COM PAR $0.01 NEW MAY 08 STK
    7,084.97       293.69  
CONQUEST RESOURCES COM NPV
    7,731.45       1,421.00  
CONS EDISON INC COM
    281,020.41       249,152.00  
CONS EDISON INC COM
    249,209.17       260,831.00  
CONS EDISON INC COM
    218,945.77       210,196.62  
CONS FREIGHTWAYS CORP COM
    534.95        
CONS GRAPHICS INC COM
    389,502.63       129,048.00  
CONS WTR CO LTD COM
    45,749.73       37,500.00  
CONSECO INC COM NEW STK
    48,952.08       27,972.00  
CONSECO INC COM NEW STK
    11,777.58       7,252.00  
CONSOL ENERGY INC COM
    203,716.48       128,610.00  
CONSOL ENERGY INC COM
    61,580.00       52,468.31  
CONSOLIDATED ABADDON RES INC COM
    8,739.00       1,095.00  
CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK
    15,325.83       10,136.31  
CONSOLIDATED ENERGY INC WYO COM
    20,241.34       7.50  
CONSTELLATION 3D INC DELAWARE
    13,013.75        
CONSTELLATION BRANDS INC CL A CL A
    12,368.05       8,673.50  
CONSTELLATION BRANDS INC CL A CL A
    135,477.59       75,696.00  
CONSTELLATION ENERGY GROUP INC MARYLAND COM
    147,543.81       109,141.50  
CONSTELLATION ENERGY GROUP INC MARYLAND COM
    17,113.01       16,810.30  
CONSTELLATION ENERGY PARTNERS LLC COM UNIT REPSTG LTD LIABILITY CO INT
    11,848.70       2,780.00  
CONTANGO OIL & GAS CO COM NEW
    7,033.01       9,571.00  
CONTINENTAL PRECIOUS MINERALS INC COM
    222,623.81       40,616.17  
CONTINENTAL RES INC OKLA COM
    13,596.71       5,384.60  
CONTINENTAL RES INC OKLA COM
    59,946.72       70,165.48  
CONTL AIRL INC CL B
    76,816.61       95,718.00  
CONTL AIRL INC CL B
    106,916.73       113,055.60  
CONTL AIRL INC CL B
    1,224,799.91       1,475,664.54  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CONVERGYS CORP DE COM
    105,175.47       19,871.00  
CONVERSION SOLUTIONS HLDGS CORP COM STK
    880.30       0.37  
CONVERTED ORGANICS INC COM STK
    4,080.92       2,973.60  
CON-WAY INC COM STK
    199,121.62       111,720.00  
CON-WAY INC COM STK
    91,234.02       55,860.00  
COOPER INDUSTRIES INC COM
    108,458.75       125,689.00  
COOPER TIRE & RUBBER CO COM, NO PAR
    14,122.50       5,721.93  
COPANO ENERGY L L C COM UNITS
    42,696.60       46,680.00  
COPART INC COM
    61,661.94       40,757.81  
COPART INC COM
    189,207.92       116,917.00  
COPERNIC INC COM
    10,480.10       273.00  
COPPER CANYON RES LTD COM STK
    4,322.75       3,628.80  
COPPER MTN MNG CORP COM STK
    14,608.23       14,790.99  
COPYTELE INC COM
    354.94       344.00  
CORD BLOOD AMER INC COM STK
    2,659.85       120.00  
CORE LAB NV NLG0.03
    878,209.28       419,020.00  
CORE LAB NV NLG0.03
    33,568.81       18,556.60  
CORE-MARK HLDG CO INC COM
    40,339.04       30,128.00  
CORINTHIAN COLLEGES INC COM STK
    79,681.37       98,727.47  
CORN PRODS INTL INC COM
    39,708.19       32,235.35  
CORNERSTONE THERAPEUTICS INC COM STK
    169.34       26.50  
CORNERSTONE TOTAL RETURN FD INC COM NEW COM NEW
    11,997.75       13,300.00  
CORNING INC COM
    752,518.34       351,884.56  
CORNING INC COM
    870,724.34       436,474.00  
CORNING INC COM
    705,052.21       368,811.00  
CORPORATE EXECUTIVE BRD CO COMMON STOCK
    878,710.09       273,544.00  
CORPORATE EXECUTIVE BRD CO COMMON STOCK
    21,573.20       8,200.17  
CORRECTIONS CORP AMER
    2,084.48       1,145.20  
CORVEL CORP COM
    11,557.41       6,594.00  
COSAN LTD COM STK
    9,795.90       4,844.00  
COSTCO WHOLESALE CORP NEW COM
    260,540.33       256,200.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COSTCO WHOLESALE CORP NEW COM
    1,139,549.48       919,695.00  
COSTCO WHOLESALE CORP NEW COM
    284,239.00       567,000.00  
COSTCO WHOLESALE CORP NEW COM
    469,144.40       395,955.68  
COURTSIDE PRODS INC COM
    391.40       1.00  
COVANCE INC COM
    62,983.06       36,824.00  
COVANTA HLDG CORP COM
    195,822.21       201,592.80  
COVANTA HLDG CORP COM
    14,608.32       12,407.40  
COVENTRY HEALTH CARE INC COM
    11,085.95       8,928.00  
COVENTRY HEALTH CARE INC COM
    192,544.12       55,800.00  
COVIDIEN LTD COM STK
    415,070.65       453,000.00  
COVIDIEN LTD COM STK
    23,252.83       20,366.88  
COVIDIEN LTD COM STK
    152,944.04       142,242.00  
COVIDIEN LTD COM STK
    234,855.96       172,140.00  
CRA INTL INC COM
    6,335.56       3,770.20  
CRACKER BARREL OLD CTRY STORE INC COM
    4,847.72       3,485.91  
CRACKER BARREL OLD CTRY STORE INC COM
    77,347.48       57,652.00  
CRANE CO COM
    109,625.88       58,616.00  
CRANE CO COM
    534,551.65       258,600.00  
CRANE CO COM
    267,297.69       105,164.00  
CRAWFORD & CO CL B CL B
    4,957.74       5,816.00  
CRAY INC COM NEW STK
    15,978.69       4,160.00  
CRAY INC COM NEW STK
    43,905.30       12,896.00  
CREAM MINERALS LTD COM NEW
    210,369.91       53,202.50  
CREATIVE TECHNOLOGY INC COM STK
    2,772.38       895.38  
CREDICORP LTD COM STK
    8,122.23       4,996.00  
CREDIT AGRICOLE SA EUR3
    795,211.49       319,555.81  
CREDIT SUISSE AG CHF0.04(REGD)
    1,617,018.73       908,754.64  
CREDIT SUISSE AG CHF0.04(REGD)
    925,676.43       372,198.99  
CREDO PETE CORP COM PAR $0.10 COM PAR $0.10
    3,493.52       1,987.12  
CREE INC COM
    95,184.03       58,242.90  
CREE INC COM
    101,922.32       74,589.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CRESUD SPONS ADR EACH CNV INTO 1 ORD ARS1’B’
    9,065.81       5,370.00  
CROCS INC COM
    19,696.15       5,332.00  
CROCS INC COM
    47,105.72       16,627.16  
CROSSHAIR EXPL & MNG CORP
    68,133.87       17,375.20  
CROSSLAND URANIUM NPV
    3,311.45       362.40  
CROSSTEX ENERGY INC COM
    9,320.00       15,600.00  
CROSSTEX ENERGY INC COM
    4,858.84       7,800.00  
CROWN CASTLE INTL CORP COM STK
    3,233.09       3,111.66  
CROWN HLDGS INC COM
    4,199.94       2,880.00  
CROWN HLDGS INC COM
    170,752.17       197,760.00  
CROWN LTD NPV
    78,672.76       89,247.69  
CRYOLIFE INC COM
    2,181.01       1,456.50  
CRYPTOLOGIC LTD COM STK
    12,421.32       1,236.60  
CRYSTALLEX INTL CORP COM STK
    18,095.49       1,462.00  
CSG SYS INTL INC COM
    7,017.54       9,783.20  
CSG SYS INTL INC COM
    271,081.74       213,134.00  
CSG SYS INTL INC COM
    155,983.17       110,061.00  
CSL NPV
    945,040.37       907,425.09  
CSMG TECHNOLOGIES INC COM STK
    5,146.85       900.00  
CSS INDS INC COM
    42,410.00       35,480.00  
CSX CORP COM
    471,226.51       292,576.65  
CSX CORP COM
    218,106.85       319,245.04  
CTC MEDIA INC COM
    129.07       158.40  
CTR FINL CORP CAL COM STK
    177,334.31       110,443.00  
CTS CORP COM
    45,718.92       19,836.00  
CTS CORP COM
    3,985.03       1,653.00  
CUBIC CORP COM
    303,384.99       190,400.00  
CUBIC ENERGY INC COM
    14,055.20       5,805.00  
CUBIST PHARMACEUTICALS INC COM
    99,130.70       100,747.20  
CUE RES LTD COM STK
    1,614.83       72.90  
CULLEN / FROST BANKERS INC COM
    107,013.94       116,564.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CULP INC COM
    1,838.95       990.70  
CUMMINS INC
    91,576.07       130,977.00  
CUMMINS INC
    163,400.23       132,038.66  
CURAGEN CORP COM
    456.81       46.00  
CURATECH INDS INC COM
    245,067.39       57,750.00  
CURLEW LAKE RES INC COM
    680.45       121.50  
CURRENCYSHARES EURO TR EURO SHS EURO SHS
    156,181.63       147,444.06  
CURRENCYSHARES SWISS FRANC TR SWISS FRANC SHS SWISS FRANC SHS
    45,307.21       45,045.16  
CURTISS WRIGHT CORP COM
    13,972.64       10,017.00  
CUTERA INC COM
    14,044.90       9,659.43  
CVB FINL CORP COM
    36,908.36       40,460.00  
CVR ENERGY INC COM STK
    16,691.90       7,200.00  
CVS CAREMARK CORP COM STK
    253,974.65       228,310.56  
CVS CAREMARK CORP COM STK
    493,834.93       368,734.20  
CVS CAREMARK CORP COM STK
    1,096,043.00       812,019.96  
CVS CAREMARK CORP COM STK
    737,971.29       1,027,052.64  
CVS CAREMARK CORP COM STK
    428,064.32       334,355.99  
CYANOTECH CORP COM PAR $0.02 STK
    759.20       584.00  
CYBERHAND TECHNOLOGIES INTL INC COM NEW COM STK
    4,012.95       0.05  
CYBERKEY SOLUTIONS INC COM
    94.95       0.25  
CYBERONICS INC COM
    58,511.17       44,739.00  
CYBERSOURCE CORP DEL COM
    21,277.87       14,399.99  
CYNOSURE INC CL A
    48,941.90       18,260.00  
CYNOSURE INC CL A
    2,417.95       913.00  
CYPRESS DEV CORP COM
    6,909.15       1,701.00  
CYPRESS SEMICONDUCTOR CORP COM
    9,308.39       7,152.00  
CYTEC IND COM
    66,817.92       67,904.00  
CYTEC IND COM
    123,959.97       57,294.00  
CYTOCORE INC COM NEW STK
    16,870.85       4,800.00  
CYTOGENIX INC COM STK
    3,296.00       84.00  
CYTOMEDIX INC COM NEW STK
    1,331.54       190.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CYTORI THERAPEUTICS INC COM STK
    2,023.95       1,805.00  
CYTRX CORP COM NEW COM NEW
    5,467.44       2,130.00  
D & E COMMUNICATIONS INC COM
    8,264.92       7,735.30  
D R HORTON INC COM
    88,894.74       46,662.00  
D R HORTON INC COM
    231,758.63       48,076.00  
D R HORTON INC COM
    167,184.96       209,272.00  
D R HORTON INC COM
    1,165,927.76       542,269.00  
D R HORTON INC COM
    44,770.39       37,202.71  
DAC TECHNOLOGIES GROUP INTL INC COM
    2,162.95       340.00  
DAIICHI SANKYO COM NPV
    258,905.47       217,760.62  
DAIKIN INDUSTRIES NPV
    412,408.11       316,668.51  
DAIMLER AG
    14,036.65       7,847.40  
DAINIPPON SUMITOMO NPV
    100,444.82       110,137.89  
DAIWA SECS GROUP NPV
    531,383.70       353,954.77  
DAKTRONICS INC COM
    38,600.44       21,528.00  
DANAHER CORP COM
    236,503.56       356,643.00  
DANAHER CORP COM
    191,689.74       180,585.90  
DANAHER CORP COM
    59,272.87       43,559.75  
DANAOS CORPORATION
    2,615.45       676.00  
DARDEN RESTAURANTS INC COM
    15,421.97       14,186.32  
DARDEN RESTAURANTS INC COM
    59,173.52       101,448.00  
DARDEN RESTAURANTS INC COM
    14,260.12       19,726.00  
DARDEN RESTAURANTS INC COM
    54,949.97       75,494.22  
DARLING INTL INC COM
    27,632.44       24,156.00  
DARLING INTL INC COM
    11,724.72       5,171.58  
DATARAM CORP COM PAR $1 COM PAR $1
    10,124.33       2,852.29  
DAVITA INC COM
    11,354.67       9,914.00  
DAVITA INC COM
    144,757.25       128,882.00  
DAWSON GEOPHYSICAL CO COM
    34,994.70       10,686.00  
DAWSON GEOPHYSICAL CO COM
    42,497.81       16,011.19  
DAYSTAR TECHNOLOGIES INC COM
    3,437.18       611.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DC BRANDS INTL INC COM NEW STK
    27,119.17       2,834.00  
DCT INDL TR INC COM
    24,734.97       15,180.00  
DEAN FOODS CO NEW COM
    93,111.00       73,677.00  
DEAN FOODS CO NEW COM
    85,832.56       111,414.00  
DEAN FOODS CO NEW COM
    135,052.93       68,286.00  
DEAN FOODS CO NEW COM
    16,445.09       8,086.50  
DECKERS OUTDOOR CORP COM
    318,906.88       260,376.20  
DECKERS OUTDOOR CORP COM
    43,419.35       27,954.50  
DECODE GENETICS INC COM
    408.78       18.50  
DEEP BLUE INC COM STK
    1,162.95       5.00  
DEEP DOWN INC COM STK
    18,460.79       3,589.44  
DEEP ROCK OIL & GAS INC COM
    2,739.95       9.00  
DEERE & CO COM
    99,962.36       103,042.48  
DEERE & CO COM
    242,061.26       406,192.00  
DEERE & CO COM
    576,377.04       465,842.64  
DEERFIELD CAP CORP COM NEW STK
    14,550.03       394.16  
DEFAULT ISSUER SILICOM LTD COM STK ISIN#IL0008986668
    8,081.78       2,520.00  
DEJOUR ENTERPRISES LTD DEJOUR ENTERP
    179,575.12       32,174.88  
DEL MONTE FOODS CO COM
    147,539.84       151,368.00  
DEL MONTE FOODS CO COM
    84,514.40       67,830.00  
DEL MONTE FOODS CO COM
    119,268.60       121,380.00  
DEL MONTE FOODS CO COM
    1,108.95       1,428.00  
DELEK US HLDGS INC COM STK
    50,283.00       19,573.00  
DELHAIZE GROUP NPV
    82,387.38       54,927.55  
DELHAIZE GROUP NPV
    150,750.28       190,464.65  
DELIA*S INC NEW COM
    4,037.75       3,520.00  
DELL INC COM STK
    207,013.72       121,763.84  
DELL INC COM STK
    839,336.66       472,064.00  
DELL INC COM STK
    621,454.45       441,344.00  
DELPHI CORP COM
    30.69       0.35  
DELPHI FINL GROUP INC CL A
    623,871.74       291,352.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DELTA AIR LINES INC DEL COM NEW COM NEW
    74,598.40       107,724.00  
DELTA AIR LINES INC DEL COM NEW COM NEW
    1,786,897.67       2,332,511.10  
DELTA EXPL INC
    2,698.40       113.40  
DELTA OIL & GAS INC COM NEW COM NEW
    2,983.91       91.00  
DELTATHREE INC
    1,951.85       11.04  
DELTIC TIMBER CORP COM
    34,980.25       27,450.00  
DELUXE CORP COM
    57,874.70       56,848.00  
DELUXE CORP COM
    81,649.63       74,800.00  
DELUXE CORP COM
    32,409.08       21,465.91  
DENBURY RES INC HLDG CO COM NEW
    44,048.44       35,642.88  
DENDREON CORP COM STK ISIN US24823Q1076
    123,872.18       73,637.24  
DENISON MINES CORP COM STK
    174,273.64       47,004.12  
DENNYS CORP COM
    16,708.46       13,333.00  
DENSO CORP NPV
    178,103.73       132,972.97  
DENTSPLY INTL INC NEW COM
    112,454.84       104,488.00  
DENTSPLY INTL INC NEW COM
    373,148.55       296,520.00  
DENTSPLY INTL INC NEW COM
    143,507.78       108,441.60  
DENTSPLY INTL INC NEW COM
    24,375.60       21,187.96  
DEPOMED INC COM
    9,991.73       4,514.40  
DESTINATION MATERNITY CORP COM STK
    1,121.28       196.25  
DESWELL INDS INC COM
    4,810.44       942.02  
DETOUR GOLD CORP COM STK
    3,652.45       2,060.73  
DEUTSCHE BANK AG NPV(REGD)
    1,521,474.77       483,563.63  
DEUTSCHE BANK AG NPV(REGD)
    128,066.07       160,349.70  
DEUTSCHE BOERSE AG NPV(REGD)
    536,351.37       266,922.95  
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)
    665,171.98       373,311.82  
DEUTSCHE TELEKOM NPV(REGD)
    413,483.25       354,149.98  
DEVON ENERGY CORP NEW COM
    334,770.54       269,853.69  
DEVON ENERGY CORP NEW COM
    106,566.44       92,256.84  
DEVON ENERGY CORP NEW COM
    523,133.05       315,408.00  
DEVON ENERGY CORP NEW COM
    186,677.77       257,451.78  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DEVON ENERGY CORP NEW COM
    548,262.30       486,254.00  
DEVON ENERGY CORP NEW COM
    397,782.39       716,239.00  
DEVRY INC DEL COM
    108,600.43       129,287.32  
DEVRY INC DEL COM
    193,052.40       200,935.00  
DEVRY INC DEL COM
    10,408.14       10,735.67  
DEXIA NPV
    55,209.61       58,221.96  
DFA INVT DIMENSIONS GROUP INC INFLATION-PROTECTED SECS PORTFOLIO STK
    27,917.02       27,387.66  
DHT MARITIME INC COM STK
    45,727.70       25,484.00  
DHT MARITIME INC COM STK
    62,089.51       52,184.55  
DIAGEO ORD GBX28.935185
    1,065,047.44       750,306.30  
DIAGEO PLC SPONSORED ADR NEW
    272,024.55       208,519.50  
DIAGEO PLC SPONSORED ADR NEW
    250,249.75       220,718.60  
DIAGEO PLC SPONSORED ADR NEW
    401,507.06       273,259.84  
DIAMANT ART CORP COM
    10,039.80       400.00  
DIAMOND FOODS INC COM
    24,485.13       18,135.00  
DIAMOND FOODS INC COM
    2,584.54       2,015.00  
DIAMOND I INC COM
    44,946.14       1,925.00  
DIAMOND MGMT & TECHNOLOGY CONSULTANTS INC COM STK
    78,304.32       21,892.00  
DIAMOND MGMT & TECHNOLOGY CONSULTANTS INC COM STK
    25,864.79       18,122.53  
DIAMOND OFFSHORE DRILLING INC COM
    192,687.24       159,232.42  
DIAMONDS TR UNIT SER 1
    436,079.29       440,678.87  
DIANA SHIPPING INC COM STK
    181,451.13       99,883.19  
DIC CORPORATION NPV
    309,010.05       160,904.58  
DIEBOLD INC COM
    33,141.67       21,013.34  
DIGI INTL INC COM
    4,600.25       2,433.00  
DILLARDS INC CL A COM
    4,672.92       2,382.00  
DILLARDS INC CL A COM
    33,058.34       10,719.00  
DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP
    3,135.93       399.40  
DIME CMNTY BANCSHARES INC COM
    24,016.00       21,280.00  
DINEEQUITY INC COM STK
    855,649.28       153,748.00  
DIRECTV GROUP INC COM
    308,607.63       309,285.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DIRECTV GROUP INC COM
    68,309.73       65,293.50  
DISCOVER FINL SVCS COM STK
    299,445.93       174,399.00  
DISCOVER FINL SVCS COM STK
    124,495.55       113,140.16  
DISCOVER FINL SVCS COM STK
    101,821.18       111,501.00  
DISCOVER FINL SVCS COM STK
    25,298.57       12,599.92  
DISCOVERY COMMUNICATIONS INC NEW COM SERA STK
    25,873.78       18,903.60  
DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C
    20,032.15       13,858.65  
DISH NETWORK CORP CL A COM STK
    120,976.47       48,796.00  
DISH NETWORK CORP CL A COM STK
    15,588.45       16,635.00  
DISH NETWORK CORP CL A COM STK
    12,517.28       6,088.41  
DISTRIBUTED ENERGY SYS CORP COM STK
    1,313.23       9.90  
DITECH NETWORKS COM STK
    2,269.82       245.70  
DITEM EXPL INC COM
    391,762.63       24,908.18  
DIVINE INC CL A NEW COM STK
    10,832.85        
DIVX INC COM
    5,922.37       1,673.60  
DNB NOR ASA NOK10
    158,971.64       136,501.91  
DOGAN HOLDINGS TRY1
    100,735.79       34,847.17  
DOLBY LABORATORIES INC CL A COM STK
    50,348.74       39,672.36  
DOLBY LABORATORIES INC CL A COM STK
    11,959.78       13,104.00  
DOLBY LABORATORIES INC CL A COM STK
    56,495.84       57,886.92  
DOLLAR FINL CORP COM STK
    64,059.11       27,810.00  
DOLLAR TREE INC COM STK
    251,854.14       275,880.00  
DOLLAR TREE INC COM STK
    60,659.89       65,417.00  
DOLLAR TREE INC COM STK
    16,199.23       16,217.41  
DOMINION RES INC VA NEW COM
    395,025.70       519,823.36  
DOMINION RES INC VA NEW COM
    267,548.66       271,272.96  
DOMINION RES INC VA NEW COM
    41,583.88       35,829.36  
DOMINOS PIZZA INC COM
    3,692.54       795.99  
DOMTAR CORP COM
    125,093.54       41,416.00  
DOMTAR CORP COM
    94,623.64       20,374.00  
DOMTAR CORP COM
    198,854.29       59,786.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DONALDSON INC COM
    14,056.82       12,765.40  
DONNELLEY R R & SONS CO COM
    5,722.47       2,156.44  
DONNELLEY R R & SONS CO COM
    154,354.55       69,258.00  
DONNELLEY R R & SONS CO COM
    470,507.88       252,588.00  
DOR BIOPHARMA INC COM
    2,034.90       210.00  
DORAL FINL CORP COM NEW STK
    167.24       127.50  
DOT HILL SYS CORP COM
    4,893.95       960.00  
DOUBLE-TAKE SOFTWARE COM
    29,898.99       13,768.95  
DOVER CORP COM
    16,003.69       10,482.19  
DOVER CORP COM
    107,712.41       151,432.00  
DOVER SADDLERY INC COM
    1,707.95       1,340.00  
DOW CHEMICAL CO COM
    645,508.80       306,327.00  
DOW CHEMICAL CO COM
    651,143.42       345,379.92  
DOW CHEMICAL CO COM
    406,852.98       208,242.00  
DOW CHEMICAL CO COM
    470,519.72       274,242.52  
DOWNEY FINL CORP COM
    32,963.06       33.30  
DPL CO COM
    220,338.00       205,560.00  
DPL CO COM
    24,550.39       24,667.20  
DR PEPPER SNAPPLE GROUP INC COM STK
    61,515.96       47,125.00  
DR PEPPER SNAPPLE GROUP INC COM STK
    157,018.89       102,375.00  
DRAGON CAP GROUP CORP FORMERLY DRAGON VENTURE TO 11/18/2005 COM
    4,006.09       250.00  
DRAGON OIL COM STK
    29,731.45       25,264.80  
DRAX GROUP ORD GBP0.1155172
    267,785.79       217,066.21  
DREAM MARKETING INC COM STK
          0.01  
DREAMWORKS ANIMATION INC CL A COM STK
    181,883.06       151,812.60  
DREAMWORKS ANIMATION INC CL A COM STK
    26,280.68       21,193.14  
DRESSER-RAND GROUP INC COM
    2,060.84       1,725.00  
DREW INDS INC COM NEW COM NEW
    9,763.45       6,000.00  
DREW INDS INC COM NEW COM NEW
    5,726.49       2,400.00  
DRIL-QUIP INC COM
    19,601.71       6,768.30  
DRYSHIPS INC COM USD0.01
    473,806.40       459,926.11  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DSP GROUP INC COM
    28,622.20       37,694.00  
DST SYS INC COM
    9,902.18       7,596.00  
DSW INC CL A CL A
    16,817.96       14,952.00  
DTE ENERGY CO COM
    148,046.86       146,247.00  
DTE ENERGY CO COM
    10,030.52       10,772.34  
DTE ENERGY CO COM
    243,606.66       203,319.00  
DTS INC COM
    4,670.35       3,670.00  
DU PONT E I DE NEMOURS & CO COM STK
    253,596.87       157,952.38  
DU PONT E I DE NEMOURS & CO COM STK
    845,329.57       567,124.80  
DUCOMMUN INC DEL COM
    55,541.90       25,050.00  
DUKE ENERGY CORP NEW COM STK
    408,210.05       473,325.34  
DUKE ENERGY CORP NEW COM STK
    274,110.75       223,649.00  
DUKE ENERGY CORP NEW COM STK
    337,043.55       304,524.43  
DUN & BRADSTREET CORP DEL NEW COM
    101,989.31       100,360.00  
DUN & BRADSTREET CORP DEL NEW COM
    101,843.17       109,392.40  
DUPONT FABROS TECHNOLOGY INC COM STK
    67,731.88       26,910.00  
DURECT CORP COM
    4,427.95       3,390.00  
DXP ENTERPRISES INC COM NEW STK
    71,035.87       39,447.00  
DYADIC INTL INC DEL COM
    8,923.70       225.00  
DYAX CORP COM
    4,046.37       3,640.00  
DYCOM INDS INC COM
    57,547.40       73,158.00  
DYCOM INDS INC COM
    83,571.79       32,058.00  
DYNAMIC MATLS CORP COM
    45,149.60       23,850.53  
DYNASTY METALS & MNG INC COM
    19,923.47       7,047.30  
DYNEGY INC DEL CL A COM STK
          2,788.00  
DYNEGY INC DEL CL A COM STK
    99,889.46       50,600.00  
DYNEGY INC DEL CL A COM STK
    269,961.13       24,980.00  
DYNEGY INC DEL CL A COM STK
    16,399.99       4,200.71  
E DIGITAL CORP COM
    22,285.36       9,643.31  
E MED FUTURE INC COM
    728.93       8.80  
E*TRADE FIN CORP COM
    157,459.72       16,100.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
E*TRADE FIN CORP COM
    274,470.58       222,884.95  
E.ON AG COM STK
    568,672.81       581,135.41  
E.ON AG COM STK
    363,734.21       395,172.08  
EAGLE BROADBAND INC COM NEW STK
    613.78       0.03  
EAGLE BULK SHIPPING INC EAGLE BULK SHIPPING COM
    30,378.16       29,438.41  
EAGLE MATLS INC COM
    18,507.79       7,069.44  
EAGLE PLAINS RES LTD COM NEW COM NEW
    39,103.35       3,110.40  
EARTH SCIENCES INC COM
    491.44       4.40  
EARTHLINK INC COM STK
    215,405.84       149,396.00  
EARTHLINK INC COM STK
    455,316.92       384,644.00  
EARTHLINK INC COM STK
    9,901.35       8,774.48  
EARTHSHELL CORP COM NEW STK
    26.15        
EAST WEST BANCORP INC COM
    29,520.33       33,537.00  
EAST WEST DISTRS INC COM STK
    2,551.58        
EASTERN AMERN NAT GAS TR SPERS RCPT REPSTG DEPOSITARY UNIT &$20
    2,791.70       2,525.00  
EASTMAN CHEM CO COM
    6,227.65       3,171.00  
EASTMAN CHEM CO COM
    56,817.41       57,870.75  
EASTMAN KODAK CO COM
    285,736.40       43,428.00  
EASTMAN KODAK CO COM
    30,258.24       31,584.00  
EASTMAN KODAK CO COM
    142,221.24       63,168.00  
EASTMAN KODAK CO COM
    37,498.52       20,365.37  
EATON CORP COM
    249,651.62       174,830.07  
EATON CORP COM
    45,598.30       49,710.00  
EATON CORP COM
    115,666.27       118,594.54  
EATON CORP COM
    165,945.94       198,840.00  
EATON VANCE CORP COM NON VTG
    118,580.69       126,480.20  
EATON VANCE CORP COM NON VTG
    10,428.53       6,513.10  
EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD COM
    393,054.28       235,571.13  
EATON VANCE TAX-MANAGED GLOBAL BUY-WRITEOPPORTUNITIES FD COM
    6,117.56       3,356.20  
EAU TECHNOLOGIES INC COM STK
          27.30  
EAUTOCLAIMS COM INC COM
    524.95       9.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EBAY INC COM
    384,591.26       198,608.92  
EBAY INC COM
    428,424.29       196,836.00  
EBAY INC COM
    580,697.52       372,732.00  
EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW
    73,992.31       66,322.50  
ECHELON CORP OC-COM STK
    5,747.44       3,260.00  
ECHOSTAR CORPORATION
    2,136.13       892.20  
ECLIPSYS CORP COM
    3,908.95       2,838.00  
ECOLAB INC COM
    165,732.59       163,096.00  
ECOLAB INC COM
    66,481.10       147,630.00  
ECOLAB INC COM
    740,732.24       604,580.00  
ECOLOCAP SOLUTIONS INC COM STK
    3,158.95       1,800.00  
ECOSYSTEM CORP COM STK
    2,559.41       4.42  
EDEN ENERGY CORP COM
    2,710.52       25.92  
EDISON INTL COM
    16,717.28       10,473.37  
EDISON INTL COM
    189,263.01       256,960.00  
EDP-ENERGIAS DE PORTUGAL S A
    908.95       561.91  
EDUCATIONAL DEV CORP COM
    1,135.55       740.00  
EFOTOXPRESS INC COM
    36,778.20       2.26  
EGAMES INC COM
    3,059.90       500.00  
EINSTEIN NOAH RESTAURANT GROUP INC COM STK
    692.95       460.00  
EINSTEIN NOAH RESTAURANT GROUP INC COM STK
    33,877.80       15,525.00  
EL ALACRAN GOLD MINE CORP COM STK
    559.96        
EL PASO CORP COM
    36,803.58       31,308.61  
EL PASO CORP COM
    339,273.41       136,148.04  
EL PASO ELEC CO COM NEW
    60,260.20       50,652.00  
EL PASO ELEC CO COM NEW
    34,433.88       23,517.00  
ELCOM INTL INC COM STK
    663.20       0.23  
ELDORADO GOLD CORP NEW COM STK
    39,676.15       46,920.90  
ELECTR ARTS COM
    31,557.07       23,787.32  
ELECTR ARTS COM
    282,934.23       126,716.00  
ELECTR ARTS COM
    1,099,557.26       468,368.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ELI LILLY & CO COM
    985,475.05       998,696.00  
ELI LILLY & CO COM
    273,133.55       275,241.95  
ELITE PHARMACEUTICALS INC COM NEW COM
    373,965.72       10,982.57  
ELIXIR GAMING TECHNOLOGIES INC COM STK
    84,523.68       6,792.50  
ELIZABETH ARDEN INC COM
    57,685.20       37,830.00  
ELLIS PERRY INTL INC COM
    73,648.01       18,386.00  
ELPIDA MEMORY INC NPV
    25,453.75       33,829.01  
EMAGIN CORP COM NEW STK
    14.74       5.40  
EMBARQ CORP COM STK
    8,879.38       9,313.64  
EMBARQ CORP COM STK
    126,392.00       130,247.12  
EMC CORP COM
    621,550.42       531,876.00  
EMC CORP COM
    367,481.16       248,683.44  
EMCOR GROUP INC COM
    200,666.11       177,197.00  
EMCOR GROUP INC COM
    628,172.23       536,077.00  
EMCOR GROUP INC COM
    329,571.37       314,020.00  
EMCOR GROUP INC COM
    58,436.19       54,370.32  
EMCORE CORP COM
    3,941.55       910.00  
EMERGENCY FILTRATION PRODS INC COM
    192.90       123.00  
EMERGENCY MED SVCS CORP CL A COM STK
    47,581.45       52,059.42  
EMERGENT BIOSOLUTIONS INC COM
    40,450.15       44,935.31  
EMERGING HLDGS INC COM
    2,534.94       0.30  
EMERGING VISION INC COM
    32.95       7.00  
EMERSON ELECTRIC CO COM
    116,372.98       101,465.09  
EMERSON ELECTRIC CO COM
    433,955.60       699,251.00  
EMP SOLUTIONS INC
          1.41  
EMPIRE RES INC DEL COM
    34,640.92       6,475.00  
EMPLOYERS HLDGS INC COM
    16,561.75       18,150.00  
EMULEX CORP COM NEW
    43,565.40       23,732.00  
EMULEX CORP COM NEW
    145,949.16       86,552.00  
ENCANA CORP COM NPV
    79,833.76       57,495.76  
ENCOMPASS HLDGS INC COM STK
    6,718.99       220.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ENCORE ACQSTN CO COM
    107,613.12       61,248.00  
ENCORE ACQSTN CO COM
    124,134.00       127,600.00  
ENCORE CAP GROUP INC COM
    25,744.40       15,840.00  
ENCORE CAP GROUP INC COM
    24,841.98       12,960.00  
ENCORE WIRE CORP COM
    77,904.66       79,632.00  
ENCORE WIRE CORP COM
    4,495.53       4,284.56  
ENDEAVOUR INTL CORP COM STK
    44,008.95       11,000.00  
ENDO PHARMACEUTICALS HLDGS INC COM
    349,346.18       463,252.00  
ENDO PHARMACEUTICALS HLDGS INC COM
    148,722.12       196,688.00  
ENDO PHARMACEUTICALS HLDGS INC COM
    18,113.40       23,292.00  
ENDO PHARMACEUTICALS HLDGS INC COM
    17,140.64       18,892.40  
ENDOLOGIX INC COM
    398.80       48.00  
ENDURANCE SPECIALTY HOLDINGS LTD COM USD1
    124,852.80       119,067.00  
ENDURANCE SPECIALTY HOLDINGS LTD COM USD1
    352,150.38       283,196.28  
ENDURANCE SPECIALTY HOLDINGS LTD COM USD1
    237,877.32       198,445.00  
ENER1 INC COM NEW STK
    14,465.86       18,690.10  
ENERGEN CORP COM
    291,513.60       158,382.00  
ENERGEN CORP COM
    206,665.98       107,641.10  
ENERGEN CORP COM
    13,244.14       5,914.31  
ENERGY CONVERSION DEVICES INC COM
    78,330.08       52,814.95  
ENERGY FINDERS INC COM STK
    12,058.35       533.00  
ENERGY INCOME & GROWTH FD COM
    4,274.32       2,738.00  
ENERGY PARTNERS LTD OC-COM
    55,545.74       5,940.00  
ENERGY PARTNERS LTD OC-COM
    1,281.64       135.00  
ENERGY RECOVERY INC COM
    1,616.95       1,516.00  
ENERGY XXI (BERMUDA) COM STK
    20,384.95       4,740.00  
ENERGY XXI (BERMUDA) COM STK
    17,248.00       3,871.00  
ENERGYCONNECT GROUP INC COM STK
    1,259.95       120.00  
ENERGYTEC INC FORMERLY ENERGYTEC COM IN COM
    39,207.53       31.61  
ENERLUME ENERGY MGMT CORP COM STK
    285.40       45.50  
ENERNOC INC COM
    9,087.27       1,488.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ENERPLUS RES FD TR UNIT SER G NEW
    130,791.07       66,826.54  
ENERSYS COM
    30,990.60       16,500.00  
ENERSYS COM
    24,152.32       8,800.00  
ENGEL GENERAL DEVELOPERS CLASS’A’ ILS1
    692.95       17.00  
ENGLOBAL CORP COM
    46,880.45       13,975.00  
ENI SPA EUR1
    646,955.52       553,812.59  
ENI SPA EUR1
    537,520.22       351,484.84  
ENPRO INDS INC COM
    191,102.67       124,932.00  
ENPRO INDS INC COM
    19,949.27       23,694.00  
ENRON CORP COM
    9,285.29        
ENSCO INTL INC COM
    167,095.27       99,365.00  
ENSCO INTL INC COM
    25,753.79       13,627.20  
ENSTAR GROUP LIMITED COM
    27,675.68       23,656.00  
ENTEGRIS INC COM
    4,289.36       2,704.65  
ENTERGY CORP NEW COM
    138,847.66       160,191.51  
ENTERGY CORP NEW COM
    3,003.86       2,078.25  
ENTERGY CORP NEW COM
    192,530.50       390,711.00  
ENTERPRISE INNS ORD GBP0.025
    75,549.73       32,974.54  
ENTERPRISE OILFIELD GROUP INC COM STK
    2,565.15       680.40  
ENTERRA ENERGY TR TR UNIT
    18,269.20       4,591.60  
ENTORIAN TECHNOLOGIES INC COM STK
    1,866.08       87.00  
ENTRADA NETWORKS INC COM
    988.20       0.01  
ENTREE GOLD INC COM STK
    3,209.35       3,480.00  
ENTREMED INC COM
    2,762.86       324.00  
ENTROPIC COMMUNICATIONS INC COM STK
    19,549.30       5,050.00  
ENTRX CORP
    1,939.90       1,100.00  
ENUCLEUS INC COM PAR $.001 COM PAR $.001
    306.54       8.00  
ENVIRONMENTAL SOLUTIONS WORLDWIDE INC COM
    43,308.35       7,155.00  
ENVIT CAP GROUP INC COM STK
    1,697.24       7.70  
ENVOY CAP GROUP INC COM STK
    11,220.61       5,520.40  
EOG RESOURCES INC COM
    22,324.34       19,980.92  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EOG RESOURCES INC COM
    127,054.81       163,187.58  
EOG RESOURCES INC COM
    226,876.84       412,796.00  
EPICEPT CORP COM
    6,709.95       3,200.00  
EPIQ SYS INC COM
    8,161.66       10,159.68  
EQUIFAX INC COM
    13,594.59       9,414.52  
EQUIFAX INC COM
    314,150.18       225,950.40  
EQUIFAX INC COM
    80,990.97       84,864.00  
EQUINIX INC COM NEW COM NEW
    122,418.51       105,316.20  
EQUUS TOTAL RETURN INC
    10,893.95       11,145.60  
ERESEARCH TECH INC COM
    380,362.18       273,679.77  
ERF WIRELESS INC COM STK
    14,455.80       15,707.50  
ERICSSON(LM)TEL SER’B’ NPV
    282,950.49       230,502.22  
ERICSSON(LM)TEL SER’B’ NPV
    576,129.89       463,212.79  
ERSTE GROUP BANK AG NPV
    904,279.98       270,698.61  
E-SIM LTD SHS
    2,017.45       0.40  
ESO URANIUM CORP
    9,492.95       364.50  
ESPERANZA SILVER CORP COM
    3,780.91       947.70  
ESPRIT HOLDINGS HKD0.10
    685,772.28       390,841.53  
ESTERLINE TECHNOLOGIES CORP COM STK
    36,161.41       25,916.76  
ETERNAL ENERGY CORP COM STK
    331.00       40.00  
ETHAN ALLEN INTERIORS INC COM
    2,201.95       1,092.75  
ETHOS ENVIRONMENTAL INC NEW COM
    89,868.98       1,917.72  
ETRAVELSERVE.COM INC COM
    3,846.00       0.70  
EURO TECH HLDGS COM STK USD0.01
    46,199.54       21,921.48  
EUROBANCSHARES INC COM STK
    2,203.45       563.50  
EURONET WORLDWIDE INC COM
    51,555.97       20,213.01  
EUROPEAN AERONAUTIC DEFENCE & SPACE EUR1
    252,575.09       274,914.63  
EUROPEAN AERONAUTIC DEFENCE & SPACE EUR1
    379,324.18       270,717.33  
EVERGREEN SOLAR INC COM
    328,002.83       207,669.00  
EVOLUTION SOLAR CORP COM STK
    11,893.52       7,200.00  
EVOLVING SYS INC COM
    2,453.92       800.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EXAR CORP COM
    5,504.67       6,003.00  
EXCEL MARITIME CARRIERS COM STK
    123,759.36       72,284.37  
EXCELLON RES INC COM
    48,226.07       14,180.00  
EXCO RES INC COM
    27,489.96       16,308.00  
EXCO RES INC COM
    78,879.41       84,294.24  
EXELIXIS INC COM STK ISIN# US30161Q1040
    72,086.98       41,876.84  
EXELON CORP COM
    65,262.33       50,862.52  
EXELON CORP COM
    459,676.05       903,662.50  
EXETER RESOURCE CORP
    18,047.75       34,384.35  
EXIDE TECHNOLOGIES COM NEW COM NEW
    133,139.75       41,262.00  
EXIDE TECHNOLOGIES COM NEW COM NEW
    149,048.99       217,419.00  
EXIDE TECHNOLOGIES COM NEW COM NEW
    509.24       529.00  
EXPEDIA INC DEL COM
    164,558.85       42,848.00  
EXPEDIA INC DEL COM
    5,381.18       2,266.00  
EXPEDITORS INTL WASH INC COM
    266,842.95       176,331.00  
EXPEDITORS INTL WASH INC COM
    899,571.09       685,362.00  
EXPEDITORS INTL WASH INC COM
    597,386.95       546,426.48  
EXPEDITORS INTL WASH INC COM
    20,487.94       16,135.95  
EXPERT GROUP INC COM STK
    4,404.55       70.01  
EXPONENT INC COM STK
    6,669.88       6,016.00  
EXPRESS SCRIPTS INC COM
    59,579.47       46,293.16  
EXPRESS SCRIPTS INC COM
    188,245.07       201,226.80  
EXPRESS SCRIPTS INC COM
    129,409.93       335,378.00  
EXPRESSJET HLDGS INC COM NEW COM NEW
    8,047.56       1,003.00  
EXTERRAN HLDGS INC COM STK
    6,571.70       1,725.30  
EXTREME NETWORKS INC COM
    958.15       468.00  
EXTREME NETWORKS INC COM
    3,580.72       2,440.62  
EXXON MOBIL CORP COM
    3,837,722.70       10,103,763.78  
EXXON MOBIL CORP COM
    407,393.39       626,346.18  
EXXON MOBIL CORP COM
    915,087.99       1,165,518.00  
EXXON MOBIL CORP COM
    2,091,043.71       2,144,825.74  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EXXON MOBIL CORP COM
    600,603.02       638,640.00  
EYECASHNETWORKS INC COM STK
    594.35        
EYI INDS INC COM
    4,623.20       60.00  
EZCHIP SEMICONDUCTOR LTD
    57,021.67       79,100.00  
EZCORP INC CL A NON VTG
    9,037.40       9,126.00  
EZCORP INC CL A NON VTG
    447,042.35       512,577.00  
EZENIA INC COM
    2,118.39       61.00  
F N B CORP PA COM
    53,366.01       56,760.00  
F N B CORP PA COM
    97,474.80       114,840.00  
F P L GROUP INC COM
    149,743.54       174,494.11  
F P L GROUP INC COM
    311,953.75       508,333.00  
F P L GROUP INC COM
    735,355.54       643,569.71  
F P L GROUP INC COM
    264,035.74       250,448.92  
F5 NETWORKS INC COM STK
    3,778.08       2,743.20  
F5 NETWORKS INC COM STK
    61,523.22       62,247.78  
F5 NETWORKS INC COM STK
    394,290.44       294,208.20  
FACET BIOTECH CORP COM
          3,068.80  
FACTORY 2-U STORES INC COM
    4,769.30       0.12  
FACTSET RESH SYS INC COM STK
    24,380.91       17,696.00  
FAIR ISAAC CORPORATION COM
    3,752.46       1,699.05  
FAIR ISAAC CORPORATION COM
    45,520.00       53,952.00  
FAIRCHILD SEMICONDUCTOR INTL INC COM
    124,409.40       49,878.00  
FAIRCHILD SEMICONDUCTOR INTL INC COM
    11,009.20       16,626.00  
FAIRFAX FINL HLDGS LTD SUB VTG
    11,037.52       12,222.99  
FAIRFAX FINL HLDGS SUB-VTG COM NPV
    201,905.55       221,142.16  
FAIRPOINT COMMUNICATIONS INC COM
    15,252.84       9,739.34  
FALCON NAT GAS CORP COM STK
    359.95       32.50  
FALCON TECHNOLOGIES INC COM STK
    312.80       1.95  
FAMILY DLR STORES INC COM
    18,882.22       19,346.05  
FAMILY DLR STORES INC COM
    190,325.80       255,486.00  
FAMILY DLR STORES INC COM
    105,093.00       93,852.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FAMILYMART CO NPV
    269,058.53       288,990.62  
FAMOUS DAVES AMER INC COM
    1,424.12       290.00  
FANUC LTD NPV
    441,787.32       346,938.78  
FAR EAST ENERGY CORP COM STK
    159.88       17.50  
FARO TECHNOLOGIES INC COM
    135,137.31       134,880.00  
FASTENAL CO COM
    95,614.23       72,601.82  
FASTENAL CO COM
    164,146.69       111,520.00  
FASTENAL CO COM
    735,292.67       554,115.00  
FCSTONE GROUP INC COM
    2,213.29       1,794.15  
FED HOME LN MTG CORP COM STK
    449,887.90       225,728.25  
FEDERAL AGRIC MTG CORP CL C
    86,379.94       73,500.00  
FEDERAL SIGNAL CORP COM
    172,573.60       92,773.00  
FEDERAL SIGNAL CORP COM
    250,834.55       144,496.00  
FEDEX CORP COM
    356,505.31       499,087.00  
FEDEX CORP COM
    478,095.67       532,445.00  
FEDEX CORP COM
    670,580.75       551,297.15  
FEDT INVESTORS INC CL B
    64,924.55       39,008.00  
FEDT INVESTORS INC CL B
    10,841.92       5,376.32  
FEI CO COM
    1,709.75       1,131.60  
FIAT SPA EUR5
    215,914.64       147,927.94  
FIDELITY NATIONAL FINANCIAL INC CL A
    6,499.31       6,027.99  
FIDELITY NATIONAL FINANCIAL INC CL A
    77,588.04       165,075.00  
FIDELITY NATL INFORMATION SVCS INC COM STK
    106,806.49       76,469.00  
FIDELITY NATL INFORMATION SVCS INC COM STK
    329,810.02       245,026.20  
FIDELITY NATL INFORMATION SVCS INC COM STK
    1,212.09       2,411.21  
FIELDPOINT PETE CORP COM
    1,184.54       1,150.00  
FINISAR CORP COM
    15,013.11       4,446.00  
FINISAR CORP COM
    68,849.86       14,649.76  
FINISH LINE INC CL A
    54,009.78       40,880.00  
FINISH LINE INC CL A
    106,610.63       89,600.00  
FINISH LINE INC CL A
    35,180.61       24,657.85  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FINMECCANICA SPA EUR 4.40
    79,002.79       44,201.92  
FIRST AMERN CORP CALIF COM
    55,393.19       54,891.00  
FIRST AMERN CORP CALIF COM
    154,166.33       193,563.00  
FIRST AMERN CORP CALIF COM
    13,138.62       9,143.77  
FIRST CASH FINANCIAL SERVICES INC
    188,044.80       360,234.00  
FIRST CASH FINANCIAL SERVICES INC
    20,846.94       24,778.00  
FIRST FINL BANCORP OHIO COM
    26,930.93       28,497.00  
FIRST MARBLEHEAD CORP COM
    69,753.88       28,380.00  
FIRST MIDWEST BANCORP INC DEL COM
    76,185.12       87,868.00  
FIRST NICKEL INC COM STK
    587.55       81.00  
FIRST PACTRUST BANCORP INC COM
    10,408.95       9,650.00  
FIRST SOLAR INC COM
    586,505.27       548,528.96  
FIRST SOLAR INC COM
    272,385.62       204,180.80  
FIRST SOLAR INC COM
    440,862.59       279,369.00  
FIRSTENERGY CORP COM
    262,344.30       367,021.90  
FIRSTFED FINL CORP DEL COM
    23,422.60       4,299.75  
FIRSTFLIGHT INC COM
    4,789.50       5.00  
FIRSTGOLD CORP COM
    897.90       300.00  
FISERV INC COM
    131,568.29       143,661.50  
FISERV INC COM
    19,075.02       20,876.38  
FISHER COMMUNICATIONS INC COM
    24,394.95       14,448.00  
FISSION ENERGY CORP COM STK
          55.31  
FL TECH INC COM
    4,217.93       2,118.00  
FLAHERTY & CRUMRINE PFD INC FD INC COM
    41,099.35       19,275.19  
FLEETWOOD ENTERPRISES INC COM
    4,132.49       34.80  
FLETCHER BUILDING NPV
    223,791.52       80,755.18  
FLEXTRONICS INTL LTD COM STK
    158,173.53       106,240.00  
FLIGHT SAFETY TECHNOLOGIES INC NEV COM NEW
    403.70       5.00  
FLIR SYS INC COM
    45,466.59       43,074.72  
FLIR SYS INC COM
    178,950.96       176,410.00  
FLIR SYS INC COM
    249,770.76       204,574.24  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FLOTEK INDS INC DEL COM
    245.51       126.00  
FLOW INTL CORP COM
    6,514.06       1,694.00  
FLOWERS FOODS INC COM
    121,603.93       103,042.80  
FLOWSERVE CORP COM
    52,005.19       34,865.50  
FLOWSERVE CORP COM
    111,562.78       72,100.00  
FLOWSERVE CORP COM
    411,853.59       200,850.00  
FLUOR CORP NEW COM
    212,105.34       233,548.35  
FLUOR CORP NEW COM
    99,855.98       201,915.00  
FLUOR CORP NEW COM
    196,739.96       176,492.42  
FLYI INC COM
    12,772.92        
FMC CORP COM (NEW)
    66,914.16       62,308.89  
FMC CORP COM (NEW)
    855,402.17       527,814.00  
FMC CORP COM (NEW)
    57,472.53       84,987.00  
FMC TECHNOLOGIES INC COM
    75,273.87       26,141.51  
FNMA COM STK
    266,550.34       229,555.28  
FONDIARIA-SAI DI RISP EUR1
    38,613.27       40,680.92  
FONDIARIA-SAI EUR1
    133,290.89       53,377.92  
FOOD TECHNOLOGY SVC INC COM NEW NEW COM STK USD0.01
    276.61       71.25  
FOOT LOCKER INC COM
    70,983.90       66,060.00  
FOOT LOCKER INC COM
    7,918.95       7,340.00  
FOOTHILLS RES INC COM
    127,334.34       610.82  
FORCE PROTN INC COM NEW
    54,582.38       65,738.14  
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01
    777,627.90       136,227.52  
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01
    1,649,586.78       1,349,128.09  
FOREST CY ENTERPRISES INC CL A
    9,925.60       3,350.00  
FOREST LABORATORIES INC
    310,525.47       244,512.00  
FOREST LABORATORIES INC
    282,705.10       191,025.00  
FOREST LABORATORIES INC
    19,938.67       18,160.11  
FOREST OIL CORP COM PAR $0.01 COM PAR $0.01
    82,362.35       57,715.00  
FORGENT NETWORKS INC COM
    4,724.10       1,125.00  
FORMFACTOR INC COM STK
    6,160.58       5,372.80  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FORTIS BK BELGIUM UNIT(FORTIS SA / NV NPV/0.42)
    13,179.32       13,375.87  
FORTRESS FINL GROUP INC WYO COM STK
    9,032.53       6,467.83  
FORTRESS INVT GROUP LLC DEL CL A CL A
    42,382.05       1,619.82  
FORTUNA MINES INC FORMERLY FORTUNA VENT
    215,363.24       48,436.51  
FORTUNE BRANDS INC COM STK
    49,960.77       26,856.85  
FORTUNE BRANDS INC COM STK
    269,234.54       189,888.00  
FORTUNE BRANDS INC COM STK
    148,855.80       152,736.00  
FORUM URANIUM CORP COM STK
    3,389.50       324.00  
FOSSIL INC COM
    3,513.68       3,340.00  
FOSTER L B CO CL A
    1,237.30       1,032.24  
FOUNDATION COAL HLDGS INC COM STK
    15,445.30       9,815.02  
FOUNTAIN PWR BOAT INDS INC COM NEW COM NEW
    1,094.20       82.50  
FOX PETE INC COM NEW STK
    13,771.60       629.95  
FRANCE TELECOM EUR4
    370,169.17       402,308.26  
FRANKLIN BK CORP COM
    21,178.66       24.30  
FREDERICKS ENTMT INC NEV COM NEW COM NEW
    1,509.95       0.75  
FREDS INC CL A
    8,172.49       7,263.00  
FREDS INC CL A
    50,594.88       60,256.00  
FREEPORT-MCMORAN COPPER & GOLD INC
    326,313.18       228,245.16  
FREEPORT-MCMORAN COPPER & GOLD INC
    1,334,041.34       741,980.97  
FREEWEST RES CDA INC COM
    4,775.54       2,754.00  
FREIGHTCAR AMER INC COM
    11,225.25       4,240.52  
FREIGHTCAR AMER INC COM
    17,882.50       18,270.00  
FREMONT GEN CORP COM
    175.27       13.95  
FRESENIUS KABI PHARMACEUTICALS HLDG INC RT RIGHT
    1,349.91       105.00  
FRESENIUS MED CARE AG & CO.KGAA
    27,482.45       25,005.40  
FRESH DEL MONTE PRODUCE INC COM STK
    273,819.28       199,538.00  
FRESH DEL MONTE PRODUCE INC COM STK
    122,415.15       123,310.00  
FRIENDLY ENERGY EXPL COM STK
    145.65       0.74  
FRKLN MNG INC COM
    3,930.34       36.30  
FRKLN RES INC COM
    130,716.87       97,455.84  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FRKLN RES INC COM
    234,712.00       248,742.00  
FRKLN RES INC COM
    52,862.88       31,983.88  
FRONTEER DEV GROUP INC COM
    805,648.97       200,165.00  
FRONTIER AIRLS HLDGS INC COM STK
    2,263.09       919.80  
FRONTIER COMMUNICATIONS CORP COM
    108,794.39       68,172.00  
FRONTIER COMMUNICATIONS CORP COM
    271,852.58       221,996.00  
FRONTIER COMMUNICATIONS CORP COM
    177,958.52       135,334.08  
FRONTIER OIL CORP COM
    71,027.07       46,797.24  
FRONTLINE LTD COM
    618,015.10       460,027.86  
FRONTLINE LTD COM
    88,816.21       82,908.00  
FRONTLINE LTD COM USD2.50
    96,830.48       93,114.92  
FTI CONSULTING INC COM
    110,437.18       94,185.44  
FTI CONSULTING INC COM
    118,553.12       124,657.20  
FTI CONSULTING INC COM
    16,596.76       10,321.08  
FTI CONSULTING INC COM
    209,427.52       132,699.60  
FUEL SYS SOLUTIONS INC COM STK
    158,954.77       137,264.40  
FUEL SYS SOLUTIONS INC COM STK
    39,165.19       28,796.04  
FUELCELL ENERGY INC COM
    20,586.07       12,028.00  
FUJI HEAVY INDS NPV
    93,686.12       44,820.74  
FUJIFILM HOLDINGS CORP NPV
    111,933.50       60,231.66  
FUJITSU Y50
    447,471.28       317,076.67  
FULL METAL MINERALS LTD COM
    641.87       39.29  
FULLER H B CO COM
    81,027.36       57,996.00  
FULLER H B CO COM
    22,597.60       16,110.00  
FULTON FINL CORP PA COM
    87,088.60       68,302.00  
FUNDTECH LTD FUNDTECH LTD COMMON STOCK
    5,858.53       3,143.82  
FURMANITE CORP COM STK
    4,782.78       2,156.00  
FURNITURE BRANDS INTL INC COM
    69,696.62       11,492.00  
FWD INDS INC N Y COM NEW
    2,413.95       2,230.00  
GAFISA SA COM NPV
    591,258.09       200,623.50  
GALAXY ENERGY CORP FORMERLY GALAXY INVT COM STK
    1,009.95       20.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GALLAGHER ARTHUR J & CO COM
    257,014.47       240,963.00  
GALLAGHER ARTHUR J & CO COM
    5,215.39       4,884.09  
GAMESA CORP TECNO EUR0.17
    1,240,741.87       634,433.40  
GAMESTOP CORP NEW CL A
    227,107.30       86,640.00  
GAMESTOP CORP NEW CL A
    178,273.47       129,526.80  
GAMESTOP CORP NEW CL A
    67,114.82       52,460.52  
GAMEZNFLIX INC COM NEW STK
    1,152.84       0.01  
GAMMON GOLD INC COM STK
    65,348.20       50,324.00  
GANNETT INC COM
    18,248.11       4,310.18  
GANNETT INC COM
    303,655.96       164,000.00  
GANNETT INC COM
    237,152.07       44,800.00  
GANNETT INC COM
    78,261.96       72,800.00  
GAP INC COM
    144,981.35       155,484.68  
GAP INC COM
    41,883.34       30,672.54  
GARDNER DENVER INC COM
    5,928.52       4,668.00  
GARDNER DENVER INC COM
    101,341.52       65,352.00  
GARDNER DENVER INC COM
    63,373.13       58,350.00  
GARDNER DENVER INC COM
    355,886.50       198,390.00  
GARMIN LTD COM STK
    538,312.76       304,803.00  
GARMIN LTD COM STK
    712,322.48       338,618.88  
GARTNER INC COM
    112,019.81       104,483.80  
GARTNER INC COM
    4,862.59       3,298.55  
GASCO ENERGY INC COM
    4,809.36       936.00  
GASCO ENERGY INC COM
    33,912.82       3,393.00  
GATE TO WIRE SOLUTIONS INC COM
    11,796.84       5.70  
GATX CORP COM
    13,810.60       9,291.00  
GBS GOLD COMMON STOCK
    1,695.95       28.70  
GDF SUEZ EUR1
    863,974.11       878,314.58  
GDR CNINSURE INC SPONSORED ADR
    7,139.89       2,637.00  
GDR IRSA INVERSIONES Y REPRESENTACIONES S A
    5,323.46       1,298.70  
GDR TRINA SOLAR LTD SPONSORED ADR
    10,301.31       4,431.33  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GELSTAT CORP COM STK
    1,143.95       117.00  
GEMINI EXPLORATIONS INC COM PAR $0.001 COM PAR $0.001
    999.95       13.20  
GEN COMMUNICATION INC CL A
    2,157.74       1,820.25  
GEN MARITIME CORPORATION
    102,496.07       90,655.20  
GENAERA CORP COM NEW STK
    769.95       28.22  
GENCO RES LTD COM STK
    18,162.95       4,187.70  
GENCO SHIPPING & TRADING LTD COM STK
    81,554.98       51,430.53  
GENCO SHIPPING & TRADING LTD COM STK
    85,268.72       88,504.00  
GENCO SHIPPING & TRADING LTD COM STK
    17,646.85       19,240.00  
GENCO SHIPPING & TRADING LTD COM STK
    655,106.05       308,580.00  
GENCORP INC COM
    12,127.22       5,152.00  
GENENTECH INC COM STK
    258,404.01       223,027.90  
GENENTECH INC COM STK
    1,006,292.80       1,353,505.75  
GENENTECH INC COM STK
    207,758.15       216,395.10  
GENERAL CABLE CORP DEL NEW COM
    178,859.44       83,143.00  
GENERAL CABLE CORP DEL NEW COM
    61,605.92       60,888.98  
GENERAL DYNAMICS CORP COM
    326,591.89       558,623.00  
GENERAL DYNAMICS CORP COM
    828,662.88       857,284.74  
GENERAL DYNAMICS CORP COM
    91,330.67       75,189.62  
GENERAL ELECTRIC CO
    5,110,869.26       3,756,814.33  
GENERAL ELECTRIC CO
    1,075,028.12       602,640.00  
GENERAL ELECTRIC CO
    732,236.20       393,660.00  
GENERAL ELECTRIC CO
    5,377,659.28       4,234,680.00  
GENERAL ELECTRIC CO
    530,967.28       294,840.00  
GENERAL ELECTRIC CO
    501,177.89       268,920.00  
GENERAL MILLS INC COM
    329,474.60       504,225.00  
GENERAL MILLS INC COM
    258,820.61       246,189.62  
GENERAL MOTORS CORP COMMON STOCK
    501,007.89       391,750.70  
GENERAL MOTORS CORP COMMON STOCK
    517,853.55       48,320.00  
GENERAL STL HLDGS INC COM
    6,057.50       5,516.00  
GENEREX BIOTECHNOLOGY CORP DEL COM
    307,471.53       59,024.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GENESCO INC COM
    107,736.30       79,524.00  
GENESEE & WYO INC CL A CL A
    106,540.20       109,800.00  
GENESEE & WYO INC CL A CL A
    337,724.05       341,600.00  
GENESEE & WYO INC CL A CL A
    102,515.44       86,925.00  
GENESEE & WYO INC CL A CL A
    68,122.41       64,690.50  
GENITOPE CORP COM
    771.32       22.50  
GENOMED INC COM
    2,514.56       132.00  
GEN-PROBE INC NEW COM
    40,361.75       27,417.60  
GEN-PROBE INC NEW COM
    160,935.63       127,234.80  
GENTA INC COM PAR $0.001 COM PAR $0.001
    3,531.66       28.35  
GENTEX CORP COM
    1,306.87       883.00  
GENTEX CORP COM
    899,737.11       392,935.00  
GENTIVA HLTH SVCS INC COM
    132,155.03       140,448.00  
GENTIVA HLTH SVCS INC COM
    26,878.95       29,260.00  
GENUINE PARTS CO COM
    116,369.40       152,386.50  
GENUINE PARTS CO COM
    46,930.66       50,191.65  
GENVEC INC COM
    6,446.90       860.00  
GENWORTH FINL INC COM CL A COM CL A
    32,176.06       27,755.61  
GENWORTH FINL INC COM CL A COM CL A
    355,301.20       30,281.00  
GENWORTH FINL INC COM CL A COM CL A
    1,724,173.85       383,182.00  
GENWORTH FINL INC COM CL A COM CL A
    330,420.30       36,690.95  
GENWORTH FINL INC COM CL A COM CL A
    62,400.00       9,056.00  
GENZYME CORP COM
    373,550.76       355,079.50  
GENZYME CORP COM
    39,455.72       34,446.03  
GENZYME CORP COM
    911,968.19       975,639.00  
GENZYME CORP COM
    379,226.85       438,042.00  
GEO GROUP INC COM STK
    28,587.68       70,317.00  
GEOEYE INC COM STK
    14,388.73       10,095.75  
GEOLOGIX EXPLORATIONS INC COM STK
    400.95       372.60  
GEORGIA GULF CORP COM PAR $0.01
    4,115.94       1,605.00  
GEOVAX LABS INC COM STK
    16,765.02       5,775.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GEOVIC MNG CORP COM
    283,038.27       42,094.49  
GEOVIC MNG CORP WT EXP 11/3/2011
    6,541.45       48.60  
GERON CORP COM
    38,762.85       42,917.30  
GEVITY HR INC COM STK
    437.76       77.01  
GFI GROUP INC COM STK
    95,939.18       27,966.00  
GFI GROUP INC COM STK
    6,297.09       1,822.14  
GIBRALTAR INDS INC COM
    11,053.45       7,164.00  
GIBRALTAR INDS INC COM
    159,059.10       93,132.00  
GIGAMEDIA LIMITED SHS
    227,449.34       72,942.28  
GIGOPTIX INC COM STK
          124.00  
GILEAD SCI INC COM
    204,997.50       218,828.06  
GILEAD SCI INC COM
    418,698.89       736,927.40  
GILEAD SCI INC COM
    493,778.46       1,171,106.00  
GILEAD SCI INC COM
    695,202.97       878,482.92  
GILEAD SCI INC COM
    285,068.86       309,908.40  
GIVAUDAN AG CHF10
    819,807.72       682,752.38  
GKN ORD GBP0.50
    51,502.30       57,362.01  
GLACIER BANCORP INC NEW COM
    21.72       27.56  
GLADSTONE CAP CORP COM
    305,531.41       154,888.95  
GLADSTONE INVT CORP COM STK
    94,405.90       85,925.00  
GLATFELTER
    48,996.70       28,830.00  
GLAXOSMITHKLINE ORD GBP0.25
    1,575,752.18       1,193,875.80  
GLAXOSMITHKLINE ORD GBP0.25
    383,152.10       277,461.72  
GLAXOSMITHKLINE ORD GBP0.25
    958,893.13       688,852.64  
GLOBAL 8 ENVIRONMENTAL TECHNOLOGIES INC COM STK
    5,315.45       3,780.00  
GLOBAL AIRCRAFT SOLUTIONS INC COM
    6,212.95       60.00  
GLOBAL BEVERAGE SOLUTIONS INC COM STK
    45,135.25       329.23  
GLOBAL CASH ACCESS HLDGS INC COM
    2,126.95       2,220.00  
GLOBAL CASH ACCESS HLDGS INC COM
    21,324.58       8,214.00  
GLOBAL CLEAN ENERGY HLDGS INC COM STK
    107,402.97       18,750.00  
GLOBAL CROSSING LTD COM USD0.01
    24,565.00       26,996.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GLOBAL DEV & ENVIRONMENTAL RES INC COM
    5,000.45       0.11  
GLOBAL ENERGY HLDGS GROUP INC COM
    67,216.31       1,467.72  
GLOBAL GEN TECHNOLOGIES INC COM
    13,743.35       1,370.00  
GLOBAL INDS LTD COM
    16,110.23       2,327.83  
GLOBAL MARINE LTD COM
    15,818.31        
GLOBAL RES CORP COM NEW STK
    24,042.61       10,165.00  
GLOBAL RLTY DEV CORP COM
    1,313.25       1.50  
GLOBAL ROAMING DISTR INC COM STK
    3,508.95       30.00  
GLOBAL SOURCES LTD
    75,627.68       13,788.50  
GLOBAL TRAFFIC NETWORK INC COM
    953.95       584.00  
GLOBAL WTR TECHNOLOGIES INC COM NEW
    489.90       80.00  
GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104
    32,113.30        
GLOBECOMM SYS INC COM
    4,980.90       5,490.00  
GMX RES INC COM STK
    4,641.99       2,532.00  
GOLAR LNG LIMITED
    9,115.22       3,380.00  
GOLD PORT RES LTD COM
    22,377.90       2,128.00  
GOLD RESOURCE CORP COM
    194,952.31       189,000.00  
GOLDCORP INC NEW COM
    654,428.01       753,346.29  
GOLDEN APPLE OIL & GAS INC COM
    1,482.95       0.10  
GOLDEN EAGLE INTL INC COM
    294.02       15.66  
GOLDEN SPIRIT GAMING LTD COM COM
    82.95        
GOLDEN STAR RES LTD CDA COM
    21,487.34       25,100.00  
GOLDMAN SACHS GROUP INC COM
    1,015,096.93       837,670.67  
GOLDMAN SACHS GROUP INC COM
    498,478.95       336,631.71  
GOLDMAN SACHS GROUP INC COM
    97,814.36       50,634.00  
GOLDMAN SACHS GROUP INC COM
    995,418.90       582,881.73  
GOLDMAN SACHS GROUP INC COM
    1,059,175.96       928,290.00  
GOLDMAN SACHS GROUP INC COM
    1,824,114.49       1,314,289.86  
GOLDSPRING INC COM STK
    89,191.76       57,621.54  
GOODRICH CORPORATION
    104,290.92       118,464.00  
GOODRICH CORPORATION
    71,789.85       48,680.26  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GOODYEAR TIRE & RUBBER CO COM
    22,030.92       8,029.65  
GOODYEAR TIRE & RUBBER CO COM
    168,894.36       35,820.00  
GOODYEAR TIRE & RUBBER CO COM
    323,675.10       75,222.00  
GOOGLE INC CL A CL A
    2,473,743.52       1,845,900.00  
GOOGLE INC CL A CL A
    754,442.10       443,016.00  
GOOGLE INC CL A CL A
    1,020,860.80       653,756.25  
GOOGLE INC CL A CL A
    1,002,026.05       618,376.50  
GOOGLE INC CL A CL A
    351,697.23       299,651.10  
GOOGLE INC CL A CL A
    1,200,780.74       716,824.50  
GOOGLE INC CL A CL A
    2,624,092.61       2,000,955.60  
GPO MODELO SAB DE SER’C’NPV
    261,839.41       178,243.13  
GPS INDS INC COM STK
    49,699.12       7,541.41  
GRACE W R & CO DEL NEW COM STK
    1,398.95       1,194.00  
GRACO INC COM
    967,240.11       590,877.00  
GRACO INC COM
    63,607.60       83,055.00  
GRACO INC COM
    19,746.83       11,646.04  
GRAFTECH INTL LTD COM
    5,852.09       2,745.60  
GRAFTECH INTL LTD COM
    97,238.75       114,816.00  
GRAFTECH INTL LTD COM
    182,772.65       104,000.00  
GRAHAM CORP COM STK
    38,822.45       10,820.00  
GRAHAM CORP COM STK
    139,385.66       50,661.93  
GRAINGER W W INC COM
    17,924.09       17,265.96  
GRAINGER W W INC COM
    55,138.21       126,144.00  
GRAINGER W W INC COM
    113,728.38       140,098.68  
GRAN TIERRA ENERGY INC COM
    20,695.14       16,492.00  
GRANITE CONST INC COM
    13,828.50       13,179.00  
GRANITE CONST INC COM
    204,488.59       158,148.00  
GRANITE CONST INC COM
    48,501.28       49,992.34  
GRAPHICS TECHNOLOGIES INC COM
    4,311.15       0.10  
GRAY PUBG & MEDIA INC DEL COM
    0.50       0.50  
GRAY T.V INC COM CL B
    1,460.45       60.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GRAYSTONE PK ENTERPRISES INC COM
    217.48       0.50  
GREAT ATLANTIC & PAC TEA INC COM STK
    43,820.01       24,453.00  
GREAT BASIN GOLD LTD COM STK
    26,138.89       14,336.00  
GREAT LAKES DREDGE & DOCK CORP NEW COM
    6,387.46       2,697.50  
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT
    4,757.26       3,055.84  
GREAT PANTHER RES LTD COM STK
    11,808.66       2,895.75  
GREAT PLAINS ENERGY INC COM
    61,374.88       54,061.04  
GREATER CHINA FD INC COM
    6,602.35       3,286.40  
GREEN BANKSHARES INC COM NEW
    56,376.54       38,263.09  
GREEN BANKSHARES INC COM NEW
    23,129.88       16,398.43  
GREEN EARTH TECHNOLOGIES INC COM STK
    28,891.55       24,000.00  
GREEN MTN COFFEE ROASTERS
    157,818.28       163,701.00  
GREEN MTN DEV CORP COM STK
    85,140.40       462.70  
GREENBRIER COS INC COM STK
    2,584.73       705.75  
GREENBRIER COS INC COM STK
    14,016.64       15,114.00  
GREENHILL & CO INC COM
    133,225.08       222,566.30  
GREENHILL & CO INC COM
    72,092.76       76,188.84  
GREENS WORLDWIDE INC COM NEW
    2,312.95       0.10  
GREENSHIFT CORP NEW COM STK
    4,374.37       13.20  
GREENSTONE HLDGS INC COM NEW STK
    9,584.95       20.00  
GREIF INC
    19,211.40       15,187.97  
GREIF INC.
    32,659.12       16,715.00  
GRIFCO INC COM
    348.49       1.50  
GROEN BROS AVIATION INC COM
    594.30       28.38  
GROUP 1 AUTOMOTIVE INC COM
    2,037.45       538.50  
GROUP 1 AUTOMOTIVE INC COM
    658,776.27       224,554.50  
GROUP 1 AUTOMOTIVE INC COM
    63,708.12       29,079.00  
GROUPE CGI INC CL A SUB VTG
    11,736.24       8,330.40  
GSE SYS INC COM STK
    15,513.02       17,405.00  
GSI GROUP INC
    4,598.29       286.10  
GT SOLAR INTL INC COM
    15,016.69       6,358.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GTX CORP COM STK
    18,632.50       4,721.50  
GTX INC DEL COM
    16,367.90       16,840.00  
GUARANTY BANCORP DEL COM STK
    8,409.95       3,000.00  
GUARDIAN TECHNOLOGIES INTL INC COM PAR $0.005
    9,882.95       420.00  
GUESS INC COM
    6,320.50       7,675.00  
GUESS INC COM
    92,632.77       97,088.75  
GUESS INC COM
    116,267.39       120,589.60  
GUESS INC COM
    323,070.69       177,139.00  
GUESS INC COM
    437,823.57       183,432.50  
GULF ETHANOL CORP COM STK
    8,214.31       105.00  
GULF IS FABRICATION INC COM
    47,340.10       23,056.00  
GULF RES INC COM NEW STK
    3,009.95       300.00  
GULFMARK OFFSHORE INC COM
    5,724.34       2,854.80  
GULFPORT ENERGY CORP COM NEW COM NEW
    53,590.26       14,765.10  
GYMBOREE CORP COM
    596,967.94       442,225.50  
GYMBOREE CORP COM
    84,586.16       89,749.60  
H & E EQUIP SVCS INC COM
    34,518.10       19,275.00  
H QUOTIENT INC COM STK
    72.95        
HACKETT GROUP INC COM STK
    1,463.95       1,460.00  
HAIN CELESTIAL GROUP INC COM
    15,491.72       10,499.50  
HALLIBURTON CO COM
    373,024.37       403,596.00  
HALLIBURTON CO COM
    510,400.63       291,799.96  
HA-LO INDS INC COM DELAWARE COMMON STOCK
    4,129.14        
HANCOCK HLDG CO COM
    22,690.43       22,823.83  
HANCOCK HLDG CO COM
    143,754.25       131,834.00  
HANDLEMAN CO COM
    4,272.46       160.00  
HANESBRANDS INC COM STK
    5,309.11       3,302.25  
HANFENG EVERGREEN INC COM
    10,840.92       5,928.65  
HANGER ORTHOPEDIC GROUP INC COM NEW
    702.02       1,001.19  
HANGER ORTHOPEDIC GROUP INC COM NEW
    36,226.61       33,373.00  
HANOVER INS GROUP INC COM
    181,542.47       180,474.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HANOVER INS GROUP INC COM
    152,298.82       154,692.00  
HANOVER INS GROUP INC COM
    2,612.95       2,148.50  
HANSEN MED INC COM STK
    510,895.85       153,367.24  
HANSEN NAT CORP COM
    91,442.44       104,982.43  
HANSEN NAT CORP COM
    59,218.90       87,178.00  
HARBIN ELEC INC COM STK
    4,303.16       1,598.00  
HARDINGE INC COM
    8,518.00       2,025.00  
HARLEY DAVIDSON INC COM
    233,748.45       100,123.00  
HARLEY DAVIDSON INC COM
    216,779.30       76,297.68  
HARMAN INTL INDS INC NEW COM STK USD0.01
    160,767.82       25,095.00  
HARMAN INTL INDS INC NEW COM STK USD0.01
    33,496.30       16,730.00  
HARMAN INTL INDS INC NEW COM STK USD0.01
    140,762.40       148,897.00  
HARMAN INTL INDS INC NEW COM STK USD0.01
    25,775.40       31,787.00  
HARMONIC INC COM
    3,471.95       2,805.00  
HARRIS & HARRIS GROUP INC COM
    847.23       296.25  
HARRIS CORP COM
    43,762.18       31,024.22  
HARRIS CORP COM
    154,509.16       125,565.00  
HARRY WINSTON DIAMOND CORP COM STK
    13,827.99       11,865.15  
HARSCO CORP COM
    130,664.18       127,604.80  
HARSCO CORP COM
    39,662.40       22,144.00  
HARTE-HANKS INC COM (NEW)
    13,664.16       16,848.00  
HARTFORD FINL SVCS GROUP INC COM
    353,332.27       123,150.00  
HARTFORD FINL SVCS GROUP INC COM
    955,617.05       284,066.00  
HARTFORD FINL SVCS GROUP INC COM
    39,916.03       55,089.10  
HARVEST ENERGY TR TR UNIT
    251,980.22       112,343.70  
HARVEST NAT RES INC COM
    2,687.29       1,509.30  
HASBRO INC COM
    16,809.01       14,439.15  
HASBRO INC COM
    52,913.57       90,427.00  
HASBRO INC COM
    30,388.29       32,087.00  
HASBRO INC COM
    34,401.64       41,421.40  
HASTINGS ENTMT INC COM
    1,321.02       259.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HATHOR EXPL LTD COM
    32,688.90       46,982.00  
HATTERAS FINL CORP COM STK
    161,353.79       196,840.00  
HAVERTY FURNITURE COS INC COM STK
    9,212.08       7,464.00  
HAWAIIAN HLDGS INC COM
    41,037.90       63,800.00  
HAWAIIAN HLDGS INC COM
    163,116.30       120,582.00  
HAWTHORN BANCSHARES INC COM STK
    2,093.94       1,364.15  
HAYNES INTL INC COM NEW COM NEW
    8,348.92       2,462.00  
HBOS PLC ORD 25P
    1,678,005.36       208,542.28  
HBOS PLC ORD 25P
    1,326,707.96       87,712.87  
HCC INS HLDGS INC COM
    505,381.23       468,125.00  
HCC INS HLDGS INC COM
    7,882.12       6,687.50  
HEADWATERS INC COM
    46,269.50       33,750.00  
HEADWATERS INC COM
    31,784.72       17,455.50  
HEALTH NET INC COM
    169,508.75       71,874.00  
HEALTH NET INC COM
    325,632.90       118,701.00  
HEALTHCARE SVCS GROUP INC COM
    246,489.46       231,746.80  
HEALTHSPRING INC COM STK
    676,391.86       740,287.90  
HEALTHSPRING INC COM STK
    486,917.97       479,280.00  
HEALTHSPRING INC COM STK
    43,080.52       55,916.00  
HEALTHTRONICS INC COM STK
    17,995.92       14,656.50  
HEAR ATLAST HLDGS INC COM STK
    138,367.25       10,143.90  
HEARST-ARGYLE TELEVISION INC COM
    29,880.48       8,484.00  
HEARST-ARGYLE TELEVISION INC COM
    4,918.95       6,060.00  
HEARTLAND PMT SYS INC COM STK
    5,058.06       3,197.76  
HEARTLAND PMT SYS INC COM STK
    1,063,275.97       733,250.00  
HEARTLAND PMT SYS INC COM STK
    96,993.10       52,500.00  
HECKMANN CORP COM STK
    10,133.71       8,757.50  
HECLA MNG CO COM
    34,379.96       16,240.00  
HECLA MNG CO COM
    442,003.84       179,830.00  
HEELYS INC COM
    10,747.47       3,318.74  
HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023
    14,872.58       9,716.11  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023
    52,581.00       36,618.00  
HEILIG MEYERS CO COM
    2,310.00        
HEINEKEN NV EUR1.60
    1,367,307.38       790,824.72  
HEINEKEN NV EUR1.60
    1,565,938.14       874,296.95  
HEINZ H J CO COM
    323,603.26       276,047.06  
HEINZ H J CO COM
    236,373.56       293,280.00  
HELEN TROY LTD COM STK
    415,596.97       425,320.00  
HELEN TROY LTD COM STK
    89,243.00       86,800.00  
HELIX ENERGY SOLUTIONS GROUP INC COM STK
    15,380.91       2,751.20  
HELIX ENERGY SOLUTIONS GROUP INC COM STK
    29,927.07       19,548.00  
HELMERICH & PAYNE INC COM
    217,902.23       68,477.50  
HELMERICH & PAYNE INC COM
    13,703.37       7,518.81  
HENNES & MAURITZ SER’B’NPV
    144,979.32       147,265.22  
HENRY JACK & ASSOC INC COM
    10,500.83       8,734.50  
HEPALIFE TECHNOLOGIES INC COM
    1,113.43       160.00  
HERBALIFE LTD COM STK
    22,998.03       11,273.60  
HERCULES OFFSHORE INC COM STK
    133,614.96       54,677.25  
HERITAGE WORLDWIDE INC COM
    596.86       8.50  
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM
    36,822.01       32,600.95  
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM
    189,377.49       166,752.00  
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM
    99,737.93       145,908.00  
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM
    198,325.62       180,648.00  
HERTZ GLOBAL HLDGS INC COM
    2,249.35       633.75  
HESKA CORP COM
    2,168.05       250.10  
HESS CORP COM STK
    128,582.80       99,349.97  
HESS CORP COM STK
    618,953.51       644,913.72  
HESS CORP COM STK
    202,352.24       380,844.00  
HESS CORP COM STK
    174,389.66       207,318.60  
HESS CORP COM STK
    554,167.16       301,188.60  
HEWITT ASSOCS INC CL A COM
    312,867.75       280,962.00  
HEWITT ASSOCS INC CL A COM
    621,837.46       510,840.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HEWLETT PACKARD CO COM
    1,378,909.89       1,107,607.09  
HEWLETT PACKARD CO COM
    893,085.89       831,041.00  
HEWLETT PACKARD CO COM
    1,255,797.90       2,210,823.09  
HEWLETT PACKARD CO COM
    543,408.06       979,793.71  
HEWLETT PACKARD CO COM
    130,236.21       123,494.87  
HEWLETT PACKARD CO COM
    723,469.02       559,591.80  
HEWLETT PACKARD CO COM
    444,804.40       386,664.22  
HEXCEL CORP NEW COM
    33,355.29       17,551.25  
HFF INC CL A CL A
    754.44       245.00  
HICKS ACQUISITION CO I INC UNIT 1 COM & 1 WT EXP
    4,988.70       4,460.00  
HIENERGY TECHNOLOGIES INC COM
    26,581.54       9.92  
HIGH VELOCITY ALTERNATIVE ENERGY CORP COM PAR $.001 COM STK
    2,425.65       24.00  
HIGHLANDS ACQUISITION CORP COM STK
    2,708.95       2,766.00  
HILL ROM HLDGS INC COM STK
    15,331.34       6,178.84  
HILL ROM HLDGS INC COM STK
    28,594.80       21,398.00  
HILL ROM HLDGS INC COM STK
    97,289.81       92,176.00  
HILLENBRAND INC COM STK
    19,760.87       15,661.25  
HINO MOTORS Y50
    203,983.57       76,293.44  
HIROSE ELECTRIC NPV
    266,919.74       228,858.25  
HISPANIC T V NETWORK INC COM
    1,082.47        
HITACHI CABLE NPV
    127,573.51       48,538.33  
HITACHI NPV
    422,933.33       220,739.11  
HITTITE MICROWAVE CORP COM STK
    7,494.99       5,008.20  
HKN INC COM STK
    11,736.60       3,115.53  
HLS SYSTEMS INTL LTD
    2,294.08       840.00  
HLTH CORP COM STK
    750.78       794.96  
HLTH MGMT ASSOC INC NEW CL A COM
    102,092.21       8,771.00  
HMS HLDGS CORP COM
    5,611.16       6,304.00  
HNI CORP COM
    51,498.18       33,264.00  
HOKU SCIENTIFIC INC COM STK
    8,459.73       3,471.00  
HOLLIS-EDEN PHARMACEUTICALS INC COM
    6,753.25       1,428.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HOLLY CORP COM PAR $0.01
    730,890.07       300,795.00  
HOLLY CORP COM PAR $0.01
    27,414.81       15,004.69  
HOLOGIC INC COM
    84,183.91       37,903.00  
HOME DEPOT INC COM
    604,750.63       441,984.00  
HOME DEPOT INC COM
    379,271.47       300,509.82  
HOME DEPOT INC COM
    237,957.93       181,858.00  
HOME DEPOT INC COM
    939,788.49       968,612.54  
HOME FED BANCORP INC MD COM STK
    22,229.47       21,667.84  
HOME RETAIL GROUP ORD GBP0.10
    174,247.93       116,935.56  
HOME SOLUTIONS AMER INC COM STK
    1,408.62       112.00  
HOMELAND SAFETY INTL INC COM STK
    3,344.23        
HON HAI PRECISION TWD10
    857,252.77       421,766.10  
HONDA MOTOR CO NPV
    601,604.92       346,927.74  
HONDA MOTOR CO NPV
    330,387.82       306,978.49  
HONEYWELL INTL INC COM STK
    155,178.17       119,948.80  
HONEYWELL INTL INC COM STK
    493,469.00       592,975.46  
HONEYWELL INTL INC COM STK
    898,658.17       686,147.00  
HONG KONG ELECTRIC HOLDINGS HKD1
    282,354.57       305,895.33  
HOOKER FURNITURE CORP COM
    12,253.00       4,596.00  
HOOPER HOLMES INC COM
    715.36       250.00  
HORIZON LINES INC COM CL A COM STK
    28,936.99       8,027.00  
HORIZON LINES INC COM CL A COM STK
    10,883.43       2,911.26  
HORMEL FOODS CORP COM
    104,768.65       83,916.00  
HORMEL FOODS CORP COM
    4,144.71       3,159.44  
HORNBECK OFFSHORE SVCS INC NEW COM
    9,291.58       3,431.40  
HORNE INTL INC COM STK
    2,185.44       48.00  
HORSEHEAD HLDG CORP COM STK
    1,048.15       940.00  
HOSPIRA INC COM
    22,028.59       16,092.00  
HOSPIRA INC COM
    81,949.06       105,939.00  
HOT TOPIC INC COM
    36,630.00       55,620.00  
HOUSTON WIRE & CABLE CO COM STK
    15,445.28       14,896.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HOVNANIAN ENTERPRISES INC CL A
    80,337.08       18,920.00  
HOVNANIAN ENTERPRISES INC CL A
    16,205.12       12,194.80  
HOYA CORP NPV
    761,295.43       472,584.67  
HSBC HLDGS ORD USD0.50(UK REG)
           
HSBC HLDGS ORD USD0.50(UK REG)
    404,439.44       286,641.23  
HSBC HLDGS ORD USD0.50(UK REG)
    389,206.56       245,181.24  
HSBC HLDGS ORD USD0.50(UK REG)
    660,778.22       478,750.63  
HSN INC DEL COM
    2,784.88       6,848.34  
HUDBAY MINERALS INC COM STK
    3,109.81       367.99  
HUDSON CITY BANCORP INC COM STK
    182,802.61       207,480.00  
HUDSON CITY BANCORP INC COM STK
    21,389.90       19,152.00  
HUMAN BIOSYSTEMS COM
    3,490.70       26.04  
HUMAN GENOME SCIENCES INC COM
    6,011.37       1,267.76  
HUMANA INC COM
    116,310.17       160,304.00  
HUMANA INC COM
    41,889.44       39,330.40  
HUMATECH INC COM
    1,052.45       14.00  
HUMITECH INTL GROUP INC NEW COM
    764.83        
HUNT GOLD CORP COM STK
    0.07        
HUNT J B TRANS SVCS INC COM
    124,483.08       97,172.73  
HUNTINGTON BANCSHARES INC COM
    201,349.02       70,203.90  
HUNTINGTON BANCSHARES INC COM
    137,562.73       152,434.00  
HUNTINGTON BANCSHARES INC COM
    170,491.48       102,644.00  
HUNTINGTON BANCSHARES INC COM
    155,574.10       164,690.00  
HUNTINGTON BANCSHARES INC COM
    7,158.75       7,660.00  
HUNTSMAN CORP COM STK
    90,505.03       89,491.60  
HURCO CO COM
    6,088.01       1,836.00  
HURON CONSULTING GROUP INC COM STK
    9,076.50       8,017.80  
HURON CONSULTING GROUP INC COM STK
    220,570.26       195,863.40  
HURON CONSULTING GROUP INC COM STK
    89,017.87       92,261.97  
HUTCHINSON TECH INC COM
    30,322.02       6,612.00  
HYBRID FUELS INC COM STK
    4,508.95       1,000.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
HYBRID TECHNOLOGIES INC COM NEW STK
    6,385.22       347.10  
HYDROGEN HYBRID CORP COM STK
          113.40  
HYDROGEN HYBRID TECHNOLOGIES INC COM STK
    17,272.10       314.98  
HYDROGENICS CORP COM
    8,051.00       4,879.00  
HYFLUX LTD SHS
    7,743.24       5,590.80  
HYPERCOM CORP COM
    5,009.95       1,080.00  
HYPERDYNAMICS CORP COM
    59,595.95       12,037.50  
HYPERTENSION DIAGNOSTICS INC COM
    7,529.90       1,250.00  
HYSAN DEVELOPMENT HKD5
    153,981.71       85,618.44  
HYTHIAM INC COM
    22,274.11       1,365.00  
I2 TECHNOLOGIES INC COM NEW
    36,371.73       37,701.00  
I2 TECHNOLOGIES INC COM NEW
    67.22       38.34  
IAC / INTERACTIVECORP COM PAR $.001 STK
    12,728.11       3,256.11  
IAMGOLD CORP COM STK
    2,919.79       3,055.00  
IBIZ TECH CORP COM NEW
    4,825.81        
ICAD INC COM STK
    6,608.95       5,650.00  
ICF INTL INC COM STK
    24,899.90       29,140.02  
ICF INTL INC COM STK
    40,872.40       49,140.00  
ICL-ISRAEL CHEM ILS1
    208,128.31       120,602.59  
ICO GLOBAL COMMUNICATIONS HLDGS LTD DEL CL A CL A
    7.95       2.26  
ICO INC NEW COM
    5,460.04       2,180.40  
ICU MED INC COM
    1,081.12       1,093.62  
ICU MED INC COM
    35,252.91       36,454.00  
IDA INDPT BK COEUR DALENE COM
    23,899.75       8,803.20  
IDCENTRIX INC COM STK
    23,958.95       4,200.00  
IDEARC INC COM STK
    486,438.33       38,950.73  
IDENIX PHARMACEUTICALS INC COM
    895.24       868.50  
IDEX CORP COM
    114,039.03       119,784.00  
IDEXX LABS INC
    3,465.05       2,345.20  
IDGLOBAL CORP COM PAR $0.001 STK
    7,509.04       156.74  
IDT CORP CL B
    1,218.50       41.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
IELEMENT CORP COM NEW STK
    13,664.95       9.75  
I-FLOW CORP COM NEW
    6,522.85       2,400.00  
IGO INC COM STK
    4,396.01       665.00  
IHS INC COM CL A COM CL A
    146,586.39       107,582.50  
IKARMA INC COM
    1,537.95       5.00  
I-LEVEL MEDIA GROUP INC COM
    9,921.18       26.31  
ILL TOOL WKS INC COM
    272,232.08       199,785.00  
ILL TOOL WKS INC COM
    253,255.74       343,490.00  
ILL TOOL WKS INC COM
    67,628.46       48,841.05  
ILLUMINA INC COM
    51,672.73       32,588.55  
IMAGING DIAGNOSTIC SYS INC COM
    6,997.77       2,100.00  
IMAGINON INC COM NEW
    8,031.64       0.15  
I-MANY INC COM
    9,428.40       6,600.00  
IMATION CORP COM
    45,786.30       28,497.00  
IMAX CORP COM
    70,758.46       68,015.00  
IMERGENT INC COM STK
    1,311.85       221.23  
IMMERSION CORP COM
    33,142.99       20,055.45  
IMMTECH PHARMACEUTICALS INC
    8,758.45       150.00  
IMMUCOR INC COM STK
    70,353.49       73,440.54  
IMMUCOR INC COM STK
    9,612.36       8,372.70  
IMMUNICON CORP DEL COM
    409.08       60.00  
IMMUNOMEDICS INC COM
    6,000.62       3,400.00  
IMPATH LIQ TR LIQ TR INT CL A
    2,900.06       23.00  
IMPAX LABORATORIES INC COM
    7,887.83        
IMPERIAL CR INDS INC COM
    3,502.00       10.00  
IMPERIAL INDS INC COM NEW
    2,933.31       45.50  
IMPERIAL OIL LTD COM NEW
    16,515.10       10,116.00  
IMPERIAL SUGAR CO NEW COM NEW COM NEW
    2,893.35       2,868.00  
IMPLANT SCIENCES CORP COM STK
    8,427.37       380.00  
IMS HLTH INC COM STK
    76,425.81       69,736.00  
INCYTE CORP COM
    3,719.23       1,516.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
IND & COM BK CHINA ‘H’CNY1
    251,952.76       264,271.89  
INDEPENDENT BK CORP MASS COM
    35,294.64       31,392.00  
INDIGO-ENERGY INC COM
    827,159.18       244,284.00  
INDL ALLIANCE INS COM NPV
    141,474.41       77,416.77  
INDL BANK OF KOREA KRW5000
    151,234.74       57,512.44  
INDPT BK CORP MICH COM
    11,344.50       1,944.00  
INDUSTRIAL & COMMERCIAL BK OF CHINA ‘H’CNY1
    8,562.90       7,369.60  
INDYMAC BANCORP INC COM
    17,365.35       596.96  
INERGY L P UNIT LTD PARTNERSHIP INT UNITLTD PARTNERSHIP INT
    35,607.45       18,568.57  
INFINEON TECHNOLOG ORD NPV (REGD)
    42,497.01       60,717.38  
INFINERA CORP COM STK USD0.001
    24,546.20       22,453.76  
INFINITY PPTY & CAS CORP COM
    10,575.95       14,019.00  
INFOCUS CORP COM
    656.26       197.25  
INFOGROUP INC COM
    10,027.38       9,048.66  
INFORMATICA CORP COM
    1,658.95       1,373.00  
INFOSONICS CORP COM
    4,988.38       125.00  
INFOSPACE INC COM NEW
    29,117.40       29,445.00  
INFOSPACE INC COM NEW
    56,863.57       36,240.00  
ING GROEP NV CVA EUR0.24
    976,672.27       230,272.90  
ING GROEP NV CVA EUR0.24
    404,633.95       408,296.26  
INGEN TECHNOLOGIES INC COM NO PAR NEW COM NO PAR NEW
    309.95        
INGERSOLL-RAND CO CL A COM STK
    184,772.81       138,210.10  
INGERSOLL-RAND CO CL A COM STK
    242,576.58       260,250.00  
INGERSOLL-RAND CO CL A COM STK
    167,090.94       83,636.18  
INGRAM MICRO INC CL A
    475,938.54       330,063.50  
INGRAM MICRO INC CL A
    162,046.57       127,205.00  
INGRAM MICRO INC CL A
    78,533.32       65,611.00  
INGRAM MICRO INC CL A
    9,982.64       7,230.60  
INLAND REAL ESTATE CORP COM NEW STK
    18,580.50       21,097.25  
INNERGEX PWR INCOME FD
    4,996.63       2,980.96  
INNODATA ISOGEN INC COM NEW
    67,792.16       58,952.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INNOFONE COM INC COM PAR $.001 COM PAR $.001
    7,979.85       7.50  
INNOPHOS HLDGS INC COM STK
    100,000.30       122,822.00  
INNOPHOS HLDGS INC COM STK
    33,174.60       19,810.00  
INNOPHOS HLDGS INC COM STK
    39,232.85       45,563.00  
INNOSPEC INC COM STK
    11,948.18       4,178.48  
INNOSPEC INC COM STK
    28,661.60       9,424.00  
INNOVATIVE SOLUTIONS & SUPPORT INC COM ISIN US45769N1054
    11,717.30       2,073.75  
INNOVEX INC COM
    7,185.19       63.00  
INPEX CORPORATION NPV
    831,038.12       654,495.31  
INROB TECH LTD COM
    263.98       0.40  
INSIGHT ENTERPRISES INC COM
    157,027.12       46,230.00  
INSIGHT ENTERPRISES INC COM
    379,606.42       114,885.00  
INSIGHT ENTERPRISES INC COM
    29,040.05       11,385.00  
INSITE VISION INC COM
    154,576.65       19,005.28  
INSITUFORM TECHNOLOGIES INC CL A COM
    3,417.90       3,938.00  
INSMED INC COM NEW
    4,303.55       2,103.75  
INSPIRATION MNG CORP COM
    19,165.44       2,308.50  
INSTEEL INDS INC COM
    2,128.95       2,258.00  
INSTEEL INDS INC COM
    28,031.46       21,451.00  
INSULET CORP COM STK
    3,378.95       1,544.00  
INTEGRA BK CORP COM
    2,869.96       274.00  
INTEGRA LIFESCIENCES HLDG CORP COM DESP
    4,883.95       3,557.00  
INTEGRA LIFESCIENCES HLDG CORP COM DESP
    108,252.16       117,914.55  
INTEGRAL TECHNOLOGIES INC COM
    14,128.68       1,260.00  
INTEGRATED DEVICE TECHNOLOGY INC COM
    318,695.79       113,883.00  
INTEGRATED DEVICE TECHNOLOGY INC COM
    237,191.91       108,906.93  
INTEGRATED DEVICE TECHNOLOGY INC COM
    18,387.46       15,708.00  
INTEGRATED SILICON SOLUTION INC COM
    10,139.18       1,630.00  
INTEGRYS ENERGY GROUP INC COM STK
    5,342.46       4,604.40  
INTEGRYS ENERGY GROUP INC COM STK
    90,705.43       78,438.50  
INTEL CORP COM
    1,926,479.29       2,028,944.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INTEL CORP COM
    162,519.88       155,322.70  
INTEL CORP COM
    414,203.51       284,404.00  
INTEL CORP COM
    504,215.04       381,819.70  
INTEL CORP COM
    982,333.59       609,416.20  
INTEL CORP COM
    1,020,169.87       970,882.48  
INTER PARFUMS INC COM
    22,758.84       14,976.00  
INTER PARFUMS INC COM
    11,008.95       7,680.00  
INTERACTIVE BROKERS GROUP INC CL COM
    2,624.97       1,610.10  
INTERACTIVE DATA CORP COM
    1,164.08       986.40  
INTERACTIVE DATA CORP COM
    276,460.03       248,572.80  
INTERACTIVE INTELLIGENCE INC COM STOCK
    1,459.73       480.75  
INTER-CITIC MINERALS INC FORMERLY INTER COM STK
    3,992.44       641.52  
INTERCONTINENTALEXCHANGE INC COM
    42,542.97       42,539.04  
INTERCONTINENTALEXCHANGE INC COM
    50,123.40       82,440.00  
INTERCONTINENTALEXCHANGE INC COM
    260,417.73       140,148.00  
INTERCONTINENTALEXCHANGE INC COM
    1,688,699.16       1,449,954.72  
INTERCONTINENTALEXCHANGE INC COM
    509,465.18       659,520.00  
INTERDIGITAL INC PA COM
    35,930.19       31,212.50  
INTEREP NATL RADIO SALES INC CL A
    800.95       0.12  
INTERMAP TECHNOLOGIES CORP CL A NEW COM STK
    12,498.25       3,868.00  
INTERMEC INC COM
    1,453.36       796.80  
INTERMUNE INC COM
    2,698.38       1,587.00  
INTERNAP DELAWARE INC COM PAR $.001 COM STK
    2,330.14       392.50  
INTERNATIONAL BARYTEX RES LTD COM
    9,370.33       324.00  
INTERNATIONAL BUSINESS MACHS CORP COM
    356,132.29       308,976.52  
INTERNATIONAL BUSINESS MACHS CORP COM
    384,320.14       295,401.60  
INTERNATIONAL BUSINESS MACHS CORP COM
    1,204,079.42       925,760.00  
INTERNATIONAL BUSINESS MACHS CORP COM
    1,852,189.58       2,810,944.00  
INTERNATIONAL COAL GROUP INC NEW COM
    3,827.20       2,530.00  
INTERNATIONAL ENERGY INC COM STK
    1,019.95       170.00  
INTERNATIONAL FIBERCOM INC COM
    25,090.21       0.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INTERNATIONAL FIGHT LEAGUE INC COM STK
    2,759.18       12.24  
INTERNATIONAL GOLD RES INC COM
    45,070.78       13,463.25  
INTERNATIONAL PWR GROUP LTD COM
    26,247.67       1,672.68  
INTERNATIONAL SPEEDWAY CORP CL A
    3,892.21       2,873.00  
INTERNATIONAL SPEEDWAY CORP CL A
    39,546.09       25,857.00  
INTERNET CAP GROUP INC COM NEW
    803.85       545.00  
INTEROIL CORP COM
    24,284.89       10,312.50  
INTERPHARM HLDGS INC COM STOCK
    11,741.49       40.00  
INTERPUBLIC GROUP COMPANIES INC COM
    2,008.95       1,980.00  
INTERPUBLIC GROUP COMPANIES INC COM
    157,815.20       57,816.00  
INTERPUBLIC GROUP COMPANIES INC COM
    190,494.58       46,779.48  
INTERSECTIONS INC COM
    12,159.23       6,323.20  
INTERSTATE BAKERIES CORP DEL COM NEW
    1,764.71       12.00  
INTERVAL LEISURE GROUP INC COM STK
    541,302.58       430,661.00  
INTERVAL LEISURE GROUP INC COM STK
    2,038.10       447.37  
INTERWORLD CORP COM NEW
    454.95        
INTERWOVEN INC COM NEW
    245,129.20       226,800.00  
INTESA SANPAOLO EUR0.52
    396,412.32       401,753.98  
INTESA SANPAOLO EUR0.52
    485,195.04       245,101.67  
INTEVAC INC COM
    72,942.76       20,787.00  
INTEVAC INC COM
    6,997.84       2,210.52  
INTL AUTOMATED SYS INC COM
    12,713.55       4,650.00  
INTL BANCSHARES CORP COM
    59,069.76       50,252.90  
INTL BANCSHARES CORP COM
    123,203.80       115,699.00  
INTL ENEXCO LTD COM
    13,050.57       1,093.50  
INTL FLAVORS & FRAGRANCES INC COM
    75,059.52       53,496.00  
INTL FLAVORS & FRAGRANCES INC COM
    73,327.78       59,440.00  
INTL FLAVORS & FRAGRANCES INC COM
    312.14       222.01  
INTL GAME TECH COM
    58,588.59       20,928.60  
INTL GAME TECH COM
    138,241.67       86,797.00  
INTL PAPER CO COM
    365,412.63       125,339.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INTL PAPER CO COM
    339,155.57       132,160.00  
INTL PAPER CO COM
    33,803.59       21,240.00  
INTL ROYALTY CORP COM NPV
    4,382.98       1,020.00  
INTL SPEEDWAY CORP CL B
    1,439.95       861.00  
INTRAOP MED CORP COM STK
    7,305.40       2,900.00  
INTREPID POTASH INC COM
    179,239.06       118,596.70  
INTRICON CORP COM
    4,275.95       1,080.00  
INTST HOTELS & RESORTS INC COM
    62.68       4.14  
INTUIT COM
    12,817.09       10,586.55  
INTUIT COM
    194,947.96       190,320.00  
INTUITIVE SURGICAL INC COM NEW STK
    264,299.58       114,291.00  
INTUITIVE SURGICAL INC COM NEW STK
    234,879.20       253,980.00  
INTUITIVE SURGICAL INC COM NEW STK
    175,892.68       160,007.40  
INTUITIVE SURGICAL INC COM NEW STK
    112,546.30       125,720.10  
INTUITIVE SURGICAL INC COM NEW STK
    308,355.55       176,389.11  
INVACARE CORP COM
    92,795.00       77,600.00  
INVACARE CORP COM
    113,641.65       69,840.00  
INVENTIV HEALTH INC COM STK
    12,113.29       5,054.52  
INVERNESS MED INNOVATIONS INC COM
    70,473.30       30,634.20  
INVESCO LTD COM STK USD0.10
    54,734.59       29,024.40  
INVESCO LTD COM STK USD0.10
    236,870.52       138,624.00  
INVESCO LTD COM STK USD0.10
    2,605.70       1,444.00  
INVESTOR AB SER’B’NPV
    357,240.38       238,558.41  
INVT TECH GROUP INC NEW COM
    14,273.31       7,270.40  
INVT TECH GROUP INC NEW COM
    221,171.54       124,960.00  
INVT TECH GROUP INC NEW COM
    757,180.33       446,448.00  
INX INC COM
    10,037.72       4,252.70  
ION GEOPHYSICAL CORP COM STK
    15,122.44       14,063.00  
ION GEOPHYSICAL CORP COM STK
    19,389.24       7,717.50  
IOWA TELECOMMUNICATION SVCS INC COM STK
    178,875.76       147,084.00  
IPC HLDGS LTD COM STK USD0.01
    262,242.83       275,080.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
IPC HLDGS LTD COM STK USD0.01
    49,172.50       50,830.00  
IPG PHOTONICS CORP COM
    30,383.80       22,814.58  
IPIX CORP COM
    1,203.06       0.61  
IROBOT CORP COM
    97,597.28       48,942.60  
IRON MTN INC COM STK
    13,185.99       10,114.57  
IRON MTN INC COM STK
    134,755.13       167,990.89  
IRVINE SENSORS CORP COM PAR $ COM PAR $
  8,211.95       160.00  
ISILON SYS INC COM
    1,726.95       658.00  
ISIS PHARMACEUTICALS COM
    11,742.17       14,180.00  
ISIS PHARMACEUTICALS COM
    170,228.29       152,505.90  
ISOLAGEN INC COM
    777.05       190.00  
ISUZU MOTORS NPV
    112,965.37       88,505.24  
ISUZU MOTORS NPV
    88,647.90       62,327.63  
ISYS MED INC COM STK
    2,543.42       5.50  
IT CAPITAL LIMITED ORD F
    20,755.10       1,730.63  
ITC HLDGS CORP COM STK
    111,507.21       88,539.36  
ITC HLDGS CORP COM STK
    229,175.78       224,515.20  
ITEX CORP COM PAR $0.01 COM PAR $0.01
    203,550.23       37,800.00  
ITONIS INC COM STK
    2,729.95       4.80  
ITRON INC COM STK NPV
    853.38       637.40  
ITRON INC COM STK NPV
    85,177.53       124,930.40  
ITT CORP INC COM
    109,114.38       206,955.00  
ITT CORP INC COM
    14,992.89       11,497.50  
ITT EDL SVCS INC COM
    18,848.95       18,996.00  
ITURAN LOCATION & CONTROL ILS0.333
    7,363.53       7,148.50  
ITV ORD GBP0.10
           
IVANHOE ENERGY INC COM NPV
    24,049.05       18,188.80  
IVANHOE MINES LTD COM
    4,332.08       1,439.10  
IXIA COM
    8,918.95       5,780.00  
IXIA COM
    38,173.61       22,542.00  
IXYS CORP DEL COM
    12,152.40       15,694.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
J & J SNACK FOODS CORP COM STK NPV
    25,680.00       35,880.00  
J CREW GROUP INC COM
    8,088.65       2,196.00  
J2 GLOBAL COMMUNICATONS INC COM NEW
    1,148,189.92       793,584.00  
JABIL CIRCUIT INC COM
    252,541.83       146,475.00  
JABIL CIRCUIT INC COM
    152,266.33       35,100.00  
JABIL CIRCUIT INC COM
    373,062.62       326,700.00  
JABIL CIRCUIT INC COM
    216,555.75       111,375.00  
JABIL CIRCUIT INC COM
    41,781.92       45,900.00  
JABIL CIRCUIT INC COM
    44,451.81       32,556.98  
JACK IN THE BOX INC COM
    5,316.92       4,859.80  
JACK IN THE BOX INC COM
    42,637.67       37,553.00  
JACK IN THE BOX INC COM
    366,760.68       430,755.00  
JACKSON HEWITT TAX SVC INC COM
    3,874.08       4,889.32  
JACOBS ENGR GROUP INC COM
    256,345.41       149,110.00  
JACOBS ENGR GROUP INC COM
    60,682.75       52,525.20  
JAGUAR MNG INC COM STK
    3,528.05       1,364.74  
JAKKS PAC INC COM
    2,142.52       1,753.55  
JAKKS PAC INC COM
    73,205.16       57,764.00  
JAMBA INC COM STK
    3,459.25       335.40  
JAMES RIV COAL CO COM NEW STK
    8,399.10       8,554.14  
JANUS CAP GROUP INC COM
    51,417.42       59,422.00  
JANUS CAP GROUP INC COM
    95,229.00       32,120.00  
JANUS CAP GROUP INC COM
    12,773.00       11,643.50  
JARDEN CORP COM
    70,613.60       39,100.00  
JARDEN CORP COM
    142,378.76       67,850.00  
JARDEN CORP COM
    2,689.00       1,150.00  
JAVELIN PHARMACEUTICALS INC COM STK
    192,958.35       94,787.50  
JAYHAWK ENERGY INC COM STK
    3,295.29       231.00  
JC DECAUX SA NPV
    396,122.31       229,732.71  
JDA SOFTWARE GROUP INC COM
    13,108.23       13,130.00  
JDA SOFTWARE GROUP INC COM
    213,047.35       137,865.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
JDA SOFTWARE GROUP INC COM
    31,084.00       24,947.00  
JDA SOFTWARE GROUP INC COM
    691,196.86       478,588.50  
JDA SOFTWARE GROUP INC COM
    136,972.24       82,719.00  
JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001
    2,066,552.54       20,210.05  
JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001
    13,763.84       15,330.00  
JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001
    74,182.72       23,790.70  
JEFFERIES GROUP INC NEW COM
    1,783.95       1,406.00  
JEFFERIES GROUP INC NEW COM
    310,456.23       261,516.00  
JEFFERSON BANCSHARES INC TENN COM STK
    6,779.95       4,200.00  
JETBLUE AWYS CORP COM
    104,770.31       128,076.90  
JFE HOLDINGS INC NPV
    580,981.13       265,311.64  
JINPAN INTERNATIONAL
    19,083.97       9,431.50  
JINSHAN GOLD MINES INC COM
    1,335.67       142.56  
JMAR TECHNOLOGIES INC COM
    438.55       465.40  
JNR RES INC COM
    209,034.84       34,624.73  
JO-ANN STORES INC COM STK
    5,521.95       3,098.00  
JO-ANN STORES INC COM STK
    21,505.12       24,784.00  
JO-ANN STORES INC COM STK
    112,225.80       125,469.00  
JOES JEANS INC COM STK
    9,752.57       1,303.92  
JOHN BEAN TECHNOLOGIES CORP COM STK
    1,492.19       2,278.56  
JOHNSON & JOHNSON COM
    265,747.64       268,277.72  
JOHNSON & JOHNSON COM
    280,228.33       285,748.08  
JOHNSON & JOHNSON COM
    181,293.99       167,524.00  
JOHNSON & JOHNSON COM
    2,362,907.78       4,138,800.08  
JOHNSON & JOHNSON COM
    315,818.82       287,184.00  
JOHNSON & JOHNSON COM
    1,832,952.38       1,734,606.74  
JOHNSON CTL INC COM
    181,083.80       268,768.00  
JOHNSON CTL INC COM
    160,845.83       107,834.08  
JOHNSON CTL INC COM
    8,306.19       6,020.46  
JONES APPAREL GROUP INC COM
    63,207.77       12,892.00  
JONES LANG LASALLE INC COM STK
    25,887.90       16,620.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
JONES LANG LASALLE INC COM STK
    5,362.84       2,535.85  
JONES SODA CO COM
    93,767.72       3,792.00  
JOURNAL COMMUNICATIONS INC COM
    28,859.25       8,575.00  
JOURNAL REGISTER CO COM
    3,646.81       1.75  
JOY GLOBAL INC COM
    96,123.67       58,383.19  
JPMORGAN CHASE & CO COM
    2,904,174.90       2,929,893.72  
JPMORGAN CHASE & CO COM
    602,560.40       482,409.00  
JPMORGAN CHASE & CO COM
    260,010.06       204,945.00  
JPMORGAN CHASE & CO COM
    416,217.38       347,145.30  
JPMORGAN CHASE & CO COM
    239,227.20       188,549.40  
JPMORGAN CHASE & CO COM
    290,047.90       262,392.66  
JPMORGAN CHASE & CO COM
    652,762.10       505,343.48  
JULIUS BAER HLDG CHF0.05 (REGD)
    651,338.05       397,677.70  
JULIUS BAER HLDG CHF0.05 (REGD)
    690,557.14       445,006.87  
JUNIPER NETWORKS INC COM
    33,329.29       19,961.40  
JUNIPER NETWORKS INC COM
    253,780.36       170,372.30  
JUNIPER NETWORKS INC COM
    240,449.97       229,381.00  
JUPITER TELECOMMUNICATIONS COM STK
    1,602.06       2,075.85  
K.V PHARMACEUTICAL CL A
    17,752.32       10,368.00  
KADANT INC COM
    23,731.00       13,480.00  
KADANT INC COM
    16,035.73       8,155.40  
KAL ENERGY INC COM
    5,537.44       72.00  
KAMINAK GOLD CORP CL A COM STK
    7,020.45       972.00  
KANDI TECHNOLOGIES CORP COM
    4,389.95       940.80  
KAO CORP NPV
    774,808.69       837,065.64  
KAPSTONE PAPER & PACKAGING CORP KAPSTONEPAPER AND PACKAGING CORP COMMON STOCK
    9,894.79       3,094.00  
KAYDON CORP COM
    5,596.48       3,435.00  
KAYNE ANDERSON MLP INVT CO COM
    17,739.53       14,507.00  
KB FINANCIAL GROUP KRW5000
    181,012.35       53,511.17  
KB HOME COM
    37,309.84       28,317.41  
KB HOME COM
    38,150.52       25,142.52  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
KBC ANCORA NPV (POST SPLIT)
    54,217.01       48,552.89  
KBC GROUP SA NPV
    54,453.48       54,922.13  
KBR INC COM
    408,937.63       197,600.00  
KBR INC COM
    591,909.88       582,002.85  
KDDI CORP NPV
    61,609.39       70,049.64  
KELLOGG CO COM
    220,486.42       276,255.00  
KELLOGG CO COM
    79,641.61       83,008.05  
KELLOGG CO COM
    33,995.58       30,347.49  
KELLY SERVICES INC CL A COM
    68,613.17       35,127.00  
KENDLE INTL INC COM
    12,468.95       12,860.00  
KENNAMETAL INC CAP
    551,756.80       368,354.00  
KENSEY NASH CORP COM
    37,877.40       21,351.00  
KERAVISION INC COM
    3,965.55       0.80  
KEY ENERGY SVCS INC
    246,178.80       61,740.00  
KEYCORP NEW COM
    246,556.58       103,944.00  
KEYCORP NEW COM
    461,398.66       318,648.00  
KEYCORP NEW COM
    799,522.83       399,588.00  
KEYCORP NEW COM
    2,987.39       1,244.52  
KEYNOTE SYS INC COM ISIN US4933081006
    5,893.66       3,276.75  
KFORCE INC
    26,335.25       19,200.00  
KHAN RES INC
    4,339.46       704.80  
KHD HUMBOLDT WEDAG INTL LTD COM
    131,263.75       82,780.87  
KIMBALL INTL INC CL B
    31,011.13       19,803.00  
KIMBER RES INC COM
    18,646.51       8,000.00  
KIMBERLY-CLARK CORP COM
    406,553.89       546,175.44  
KIMBERLY-CLARK CORP COM
    71,854.24       69,618.43  
KIMBERLY-CLARK CORP COM
    451,264.60       363,906.00  
KINDER MORGAN MGMT LLC SHS COM STK
    63,736.82       52,235.71  
KINDRED HEALTHCARE INC COM STK
    102,129.24       46,872.00  
KINDRED HEALTHCARE INC COM STK
    8,756.93       3,736.74  
KINETIC CONCEPTS INC COM NEW COM NEW
    30,804.34       17,070.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
KINETIC CONCEPTS INC COM NEW COM NEW
    176,296.77       109,326.00  
KING PHARMACEUTICALS INC COM
    469,690.04       333,468.00  
KING PHARMACEUTICALS INC COM
    139,637.26       65,482.92  
KING PHARMACEUTICALS INC COM
    493,426.42       535,311.72  
KING PHARMACEUTICALS INC COM
    122,672.16       124,254.00  
KING PHARMACEUTICALS INC COM
    372,514.08       273,996.00  
KING PHARMACEUTICALS INC COM
    126,030.98       134,343.00  
KINGBOARD CHEMICAL HKD0.10
    50,456.15       60,082.32  
KINROSS GOLD CORP COM NPV NEW
    229,350.85       246,938.52  
KIRBY CORP COM
    8,317.41       3,994.56  
KIRBY CORP COM
    331,802.28       291,384.00  
KIVALLIQ ENERGY CORP COM STK
    373.00       579.15  
KKR FINL HLDGS LLC COM STK
    2,244.91       181.70  
KLA-TENCOR CORP
    177,093.79       91,518.00  
KLONDEX MINES LTD COM
    2,118.40       631.80  
KLONDIKE GOLD CORP COM
    927.00       154.28  
KLONDIKE STAR MINERAL CORP COM
    9,214.95       208.00  
KNIGHT CAP GROUP INC COM
    31,678.57       33,818.10  
KNIGHT CAP GROUP INC COM
    69,496.65       72,675.00  
KNIGHT CAP GROUP INC COM
    244,781.86       295,545.00  
KNIGHT CAP GROUP INC COM
    88,777.50       92,055.00  
KNIGHT CAP GROUP INC COM
    113,101.40       131,784.00  
KNIGHT TRANSN INC COM
    18,109.17       16,120.00  
KNIGHTSBRIDGE TANK LTD COM
    20,811.52       15,065.25  
KNIGHTSBRIDGE TANK LTD COM
    43,872.75       24,905.00  
KNOLL INC COM NEW COM
    153,116.00       91,102.00  
KNOT INC COM STK
    9,122.21       3,161.60  
KODIAK ENERGY INC COM COM
    11,553.92       2,422.20  
KODIAK OIL & GAS CORP COM
    13,855.63       930.00  
KOHLS CORP COM
    56,079.30       45,250.00  
KOHLS CORP COM
    297,931.86       235,662.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
KOHLS CORP COM
    288,081.19       285,871.40  
KOHLS CORP COM
    305,920.10       271,500.00  
KOLA MNG CORP COM STK
    9,821.70       244.50  
KOMERCNI BANKA CZK500
    215,158.56       195,465.05  
KONICA MINOLTA HLD NPV
    81,883.51       78,996.14  
KONINKLIJKE AHOLD EUR 0.3
    287,638.88       244,395.22  
KONINKLIJKE AHOLD EUR 0.3
    454,976.80       397,346.90  
KONINKLIJKE DSM NV EUR1.5
    375,249.12       170,998.01  
KOPPERS HLDGS INC COM
    10,883.95       10,810.00  
KOREA FD INC COM NEW COM NEW
    16,709.92       2,788.02  
KORN / FERRY INTL COM NEW
    247,498.20       163,877.00  
KORN / FERRY INTL COM NEW
    31,379.39       18,740.22  
KRAFT FOODS INC CL A CL A
    603,003.00       980,642.55  
KRAFT FOODS INC CL A CL A
    284,701.94       253,211.42  
KRATOS DEFENSE & SEC SOLUTIONS COM STK
    72,822.51       49,364.00  
KRISPY KREME DOUGHNUTS INC COM STK
    24,187.32       10,137.12  
KRISPY KREME DOUGHNUTS INC COM STK
    10,888.75       5,208.00  
KROGER CO COM
    272,445.31       430,483.00  
KROGER CO COM
    528,556.10       527,407.70  
KROGER CO COM
    177,735.02       176,154.70  
KROGER CO COM
    76,198.36       73,948.00  
KROGER CO COM
    65,148.16       66,157.05  
KROGER CO COM
    44,532.93       43,334.85  
KRONOS ADVANCED TECHNOLOGIES INC COM
    382.45       0.35  
KS CY SOUTHN
    30,508.85       15,240.00  
KS CY SOUTHN
    44,596.80       17,145.00  
K-SWISS INC CL A
    5,129.45       2,038.10  
KULICKE & SOFFA INDS INC COM
    28,282.63       7,140.00  
KYOWA HAKKO KIRIN CO LTD NPV
    176,028.37       194,715.94  
L INTL COMPUTERS INC COM
    1,697.44       1.00  
L-1 IDENTITY SOLUTIONS INC COM
    23,522.53       15,704.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
L-3 COMMUNICATIONS HLDG CORP COM
    51,507.50       39,508.01  
L-3 COMMUNICATIONS HLDG CORP COM
    228,420.72       221,340.00  
LA JOLLA PHARMACEUTICAL CO COM NEW
    1,256.88       127.60  
LA Z BOY INC COM
    14.48       2.16  
LA Z BOY INC COM
    6,558.00       2,170.00  
LABOPHARM INC COM NPV
    1,184.97       910.00  
LABORATORY CORP AMER HLDGS COM NEW COM NEW
    135,453.25       180,348.00  
LABORATORY CORP AMER HLDGS COM NEW COM NEW
    32,754.54       30,272.70  
LABRANCHE & CO INC COM ISIN US554471025
    25,769.25       18,681.00  
LABRANCHE & CO INC COM ISIN US554471025
    202,399.48       134,120.00  
LACLEDE GROUP INC COM
    88,317.50       103,048.00  
LACLEDE GROUP INC COM
           
LACROSSE FOOTWEAR INC COM
    4,109.73       2,920.32  
LADBROKES ORD GBP0.28333
    470,545.55       157,012.87  
LADISH INC COM NEW
    130,389.41       124,650.00  
LADISH INC COM NEW
    4,179.45       1,385.00  
LAGARDERE SCA EUR6.10(REGD)
    501,258.26       257,993.27  
LAM RESH CORP COM
    2,142.84       1,170.40  
LAM RESH CORP COM
    81,832.64       75,607.84  
LAM RESH CORP COM
    321,708.66       312,816.00  
LAM RESH CORP COM
    421,860.56       252,168.00  
LAM RESH CORP COM
    272,839.93       199,393.60  
LAMAR ADVERTISING CO CL A COM
    230,965.77       202,216.00  
LAMAR ADVERTISING CO CL A COM
    2,898.46       552.64  
LAMPERD LETHAL INC COM
    3,296.44       165.00  
LANCASTER COLONY CORP COM
    26,698.00       24,010.00  
LANDAMERICA FINL GROUP INC COM
    4,745.42       27.03  
LANDAUER INC COM
    6,202.95       6,820.86  
LANDEC CORP COM
    22,331.97       13,489.00  
LANDSTAR SYS INC COM
    19,888.96       15,372.00  
LANDSTAR SYS INC COM
    187,462.18       137,425.68  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LARAMIDE RES LTD COM STK
    656,560.50       81,934.45  
LAS VEGAS SANDS CORP COM STK
    56,830.63       50,464.30  
LAS VEGAS SANDS CORP COM STK
    805,781.42       373,690.81  
LAS VEGAS SANDS CORP COM STK
    923,806.44       272,264.09  
LAS VEGAS SANDS CORP COM STK
    209,136.99       199,390.32  
LASERCARD CORP COM
    1,426.96       273.00  
LATTICE INC COM STK
    20,934.90       13.00  
LAUDER ESTEE COS INC CL A
    105,520.81       89,784.00  
LAW ENFORCEMENT ASSOCS CORP COM
    8,690.55       110.40  
LAWSON INC NPV
    187,473.72       217,562.05  
LAWSON SOFTWARE INC NEW COM STK
    9,997.83       7,105.26  
LAYNE CHRISTENSEN CO COM
    5,401.08       2,401.00  
LCA-VISION INC COM PAR $.001
    47,283.08       15,565.24  
LEADING BRANDS INC COM STK
    5,502.47       196.00  
LEAPFROG ENTERPRISES INC CL A
    3,976.48       1,050.00  
LEAPFROG ENTERPRISES INC CL A
    18,480.00       8,400.00  
LEAR CORP COM STK PAR $0.01
    391,325.26       18,471.00  
LEAR CORP COM STK PAR $0.01
    11,316.15       4,847.58  
LEARNING TREE INTL INC COM
    41,024.22       17,040.00  
LEATT CORP COM
    2,039.80       373.31  
LECG CORP COM
    20,441.76       16,104.00  
LEE ENTERPRISES INC COM
    15,565.11       471.66  
LEGACY WINE & SPIRITS INTL LTD COM
          5.74  
LEGG MASON INC COM
    51,757.36       51,185.73  
LEGG MASON INC COM
    398,802.90       74,494.00  
LEGG MASON INC COM
    318,355.76       100,786.00  
LEGGETT & PLATT INC COM
    85,490.61       59,241.00  
LEGRAND SA EUR4
    535,310.32       350,975.72  
LEHMAN BROS HLDGS INC COM
    147,188.39       1,071.70  
LENDER PROCESSING SVCS INC COM STK
    890.37       2,179.30  
LENNAR CORP CL A CL A
    191,739.42       30,345.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LENNAR CORP CL A CL A
    4,147.49       2,488.79  
LENNOX INTL INC COM
    127,683.66       125,931.00  
LERNOUT & HAUSPIE SPEECH PRODS NV COM STK
    9,889.57        
LEUCADIA NATL CORP COM
    65,857.55       34,770.88  
LEUCADIA NATL CORP COM
    190,738.84       85,140.00  
LEVEL 3 COMMUNICATIONS INC COM STK
    582,198.77       222,254.90  
LEXMARK INTL INC NEW CL A
    117,567.11       51,110.00  
LEXMARK INTL INC NEW CL A
    371,614.91       285,140.00  
LEXMARK INTL INC NEW CL A
    161,999.52       126,430.00  
LEXMARK INTL INC NEW CL A
    2,795.14       2,017.50  
LG DISPLAY
    7,765.23       2,790.36  
LHC GROUP INC COM
    47,775.96       50,976.00  
LI & FUNG HKD0.025
    7,281.45       3,427.00  
LI & FUNG HKD0.025
    332,796.45       229,609.56  
LIBERTY GLOBAL INC COM SER A
    26,318.83       11,144.00  
LIBERTY GLOBAL INC COM SER A
    11,087.10       9,711.20  
LIBERTY GLOBAL INC COM SER C COM SER C
    24,823.48       10,626.00  
LIBERTY GLOBAL INC COM SER C COM SER C
    1,521.57       910.80  
LIBERTY MEDIA CORP NEW CAP COM SER A
    3,144.14       2,571.66  
LIBERTY MEDIA CORP NEW ENTERTAINMENT COMSER A STK
    2,015.50       1,468.32  
LIBERTY MEDIA CORP NEW ENTERTAINMENT COMSER A STK
    52,285.19       62,578.40  
LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A
    267,596.58       80,028.00  
LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A
    2,416.27       336.96  
LIBERTY STAR URANIUM & METALS CORP COM STK
    1,381.45       1.50  
LIFE PARTNERS HLDGS INC COM STK
    14,661.26       19,376.16  
LIFE TECHNOLOGIES CORP COM STK
    11,714.77       5,967.36  
LIFE TECHNOLOGIES CORP COM STK
    61,438.32       53,613.00  
LIFE TECHNOLOGIES CORP COM STK
    86,906.62       100,582.65  
LIFE TECHNOLOGIES CORP COM STK
    364,598.50       200,466.00  
LIFE TECHNOLOGIES CORP COM STK
    835,901.57       508,158.00  
LIFE TIME FITNESS INC COM
    8,150.29       3,237.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LIFELINE BIOTECHNOLOGIES INC COM PAR NEW08/22/2008 COM STK
    1,184.13       0.01  
LIFEPOINT HOSPS INC COM ISIN US53219L1098
    5,074.45       3,426.00  
LIFEPOINT HOSPS INC COM ISIN US53219L1098
    392,822.02       303,772.00  
LIFEWAY FOODS INC COM
    12,657.55       8,082.00  
LIGHTPATH TECHNOLOGIES INC CL A NEW COM
    204,847.76       21,815.64  
LIMELIGHT NETWORKS INC COM
    3,845.26       2,450.00  
LIN TV CORP CL A CL A
    4,392.49       1,744.00  
LINCARE HLDGS INC COM
    157,535.00       131,957.00  
LINCARE HLDGS INC COM
    515,174.46       428,187.00  
LINCARE HLDGS INC COM
    16,320.80       13,384.21  
LINCOLN ELEC HLDGS INC COM
    79,789.20       101,860.00  
LINCOLN ELEC HLDGS INC COM
    53,011.66       46,385.06  
LINCOLN NATL CORP COM
    180,733.00       122,083.20  
LINCOLN NATL CORP COM
    19,633.09       7,536.00  
LINDE AG NPV
    1,202,207.67       731,695.54  
LINDE AG NPV
    1,343,972.09       992,510.27  
LINEAR TECH CORP DEL
    15,356.69       9,779.30  
LINEAR TECH CORP DEL
    244,164.49       119,448.00  
LINN ENERGY LLC UNIT REPSTG LTD LIABILITY CO INTS
    155,816.92       144,257.73  
LINUX GOLD CORP COM
    932.95       116.00  
LIONBRIDGE TECHNOLOGIES INC COM
    5,185.22       6,250.00  
LIONS GATE ENTMT CORP COM NEW
    4,439.86       2,750.00  
LIQUIDITY SVCS INC COM STK
    9,762.37       4,165.00  
LITHIUM TECH CORP COM PAR $0.01 STK
    919.12       573.82  
LIVE CURRENT MEDIA INC COM STK
    4,633.77       540.20  
LIVE NATION INC COM
    32,117.30       11,480.00  
LIVEWIRE MOBILE INC COM
          95.30  
LIZ CLAIBORNE INC COM
    3,757.30       270.88  
LIZ CLAIBORNE INC COM
    21,800.50       15,340.00  
LJ INTL INC
    10,567.31       1,650.00  
LKQ CORP COM LKQ CORP
    13,870.97       9,911.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LLOYDS BANKING GROUP PLC ORD GBP0.25
    175,351.66       117,208.26  
LLOYDS BANKING GROUP PLC-ADR
    3,818.95       1,540.00  
LMP CORPORATE LN FD INC COM STK
    7,715.46       3,528.02  
LO JACK CORP COM
    1,343.46       494.40  
LOCATEPLUS HLDGS CORP COM NEW
    80.32       0.18  
LOCATION BASED TECHNOLOGIES INC COM STK
    6,399.95       3,420.00  
LOCKHEED MARTIN CORP COM
    204,221.50       217,197.64  
LOCKHEED MARTIN CORP COM
    748,365.12       858,709.04  
LOCKHEED MARTIN CORP COM
    894,143.45       996,348.00  
LOCKHEED MARTIN CORP COM
    326,601.74       696,182.40  
LOCKHEED MARTIN CORP COM
    785,159.26       731,496.00  
LOEWS CORP COM
    167,761.17       251,594.50  
LOEWS CORP COM
    46,921.99       87,575.00  
LOEWS CORP COM
    68,607.01       56,388.78  
LOGILITY INC COM
    10,024.10       5,186.95  
LOGITECH INTERNATIONAL SA CHF0.25(REGD) (POST-SUBD)
    23,893.49       12,464.00  
LONZA GROUP AG CHF1(REGD)
    974,893.67       949,791.56  
LOOKSMART LTD COM NEW COM STK
    2,508.95       1,620.00  
LOOPNET INC COM STK
    60,546.88       24,074.60  
LORILLARD INC COM STK
    15,564.59       13,263.44  
LORILLARD INC COM STK
    123,798.29       101,993.50  
LORILLARD INC COM STK
    242,479.42       238,078.75  
LORILLARD INC COM STK
    388,622.95       304,290.00  
LOUISIANA-PACIFIC CORP COM
    5,442.71       488.14  
LOWES COS INC COM
    141,632.55       125,966.55  
LOWES COS INC COM
    941,619.87       774,720.00  
LOWES COS INC COM
    367,613.66       384,562.40  
LOWES COS INC COM
    462,030.06       785,480.00  
LOWES COS INC COM
    202,545.49       223,377.60  
LOWES COS INC COM
    1,011,767.02       854,817.44  
LSB INDS INC COM
    53,834.49       20,800.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LSB INDS INC COM
    4,451.04       1,664.00  
LSI CORP COM STK
    28,360.55       16,644.11  
LSI CORP COM STK
    79,143.15       64,484.00  
LSI CORP COM STK
    201,609.46       52,311.00  
LSI INDS INC OHIO COM
    6,084.27       2,061.00  
LTD BRANDS
    96,703.10       67,890.48  
LTD BRANDS
    454,428.83       334,332.00  
LTD BRANDS
    3,717.56       2,008.00  
LTWC CORP COM
    2,363.76        
LTX-CREDENCE CORP COM
    14,958.92       622.62  
LTX-CREDENCE CORP COM
    268,473.38       8,224.47  
LUBRIZOL CORP COM
    347,305.51       312,954.00  
LUBRIZOL CORP COM
    193,758.54       164,846.70  
LUBRIZOL CORP COM
    127,166.71       80,058.00  
LUBRIZOL CORP COM
    21,690.04       14,966.59  
LUBYS INC COM
    4,025.93       1,676.00  
LUCAS ENERGY INC COM NEW STK
    1,467.25       162.00  
LUFKIN INDS INC COM
    26,580.21       20,355.00  
LUKOIL OIL COMPANY SPON ADR REP 1 ORD RUB0.025
    128,154.25       45,280.00  
LULULEMON ATHLETICA INC COM
    48,987.59       9,722.18  
LUMBER LIQUIDATORS INC COM
    1,059.99       1,066.56  
LUMENON INNOVATION LIGHTWAVE TECHNOLOGY INC COM STOCK
    10,068.58        
LUNDIN MNG CORP COM STK
    67,065.28       8,742.72  
LVMH MOET HENNESSY LOUIS VUITTON EUR0.30
    1,585,728.78       997,700.37  
LYDALL INC COM
    21,111.58       8,050.00  
LYNAS CORPORATION NPV
    56,488.93       19,178.40  
LYRIC JEANS INC COM
    830.84       3.08  
M & F WORLDWIDE CORP COM
    81,719.42       58,710.00  
M & T BK CORP COM
    175,099.60       114,820.00  
M & T BK CORP COM
    176,615.94       103,338.00  
MACQUARIE INFRAS G NPV(STAPLED)
    334,803.32       142,043.71  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MACQUARIE INFRASTRUCTURE CO LLC MEMBERSHIP INT COM STK
    9,939.21       1,035.10  
MACYS INC COM STK
    16,774.79       10,191.90  
MACYS INC COM STK
    210,993.38       107,950.50  
MACYS INC COM STK
    665,444.58       307,395.00  
MACYS INC COM STK
    296,975.78       89,434.35  
MACYS INC COM STK
    161,552.17       88,782.30  
MAD CATZ INTERACTIVE INC COM
    39,273.55       11,700.00  
MADDEN STEVEN LTD COM
    663.51       660.92  
MADDEN STEVEN LTD COM
    148,744.20       140,712.00  
MAGELLAN HLTH SVCS INC COM NEW
    105,142.65       97,900.00  
MAGELLAN HLTH SVCS INC COM NEW
    213,132.40       184,052.00  
MAGELLAN PETE CORP COM
    6,685.97       3,120.00  
MAGINDUSTRIES CORP
    3,241.25       217.40  
MAGMA DESIGN AUTOMATION INC COM
    45,687.62       4,182.00  
MAGNA INTL INC CL’A’SUB VTG COM NPV (CAD)
    107,694.51       133,961.12  
MAGNETEK INC COM
    702.34       720.00  
MAGNUM D OR RES INC COM STK
    4,036.01        
MAGPLANE TECHNOLOGY INC COM STK
    109,975.85       95,866.00  
MAIDENFORM BRANDS INC COM
    76,219.69       38,570.00  
MAINSOURCE FINL GROUP INC COM
    135,796.00       120,900.00  
MAKO SURGICAL CORP STK
    10,577.70       8,684.00  
MAN AG ORD NPV
    58,420.80       70,723.07  
MAN GROUP ORD USD0.03428571
    172,443.42       129,610.12  
MAN SANG HLDGS INC COM NEW COM NEW
    3,648.01       432.00  
MANHATTAN ASSOCS INC COM
    693,172.09       447,423.00  
MANHATTAN ASSOCS INC COM
    71,443.52       50,592.00  
MANITOWOC INC COM
    184,865.93       63,218.00  
MANITOWOC INC COM
    128,837.42       28,578.00  
MANITOWOC INC COM
    91,057.12       39,217.20  
MANNATECH INC COM STK
    3,249.21       519.08  
MANNKIND CORP COM
    412.60       343.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MANPOWER INC WIS COM
    129,934.39       88,374.00  
MANPOWER INC WIS COM
    14,654.45       16,995.00  
MANTECH INTL CORP CL A CL A
    133,698.07       197,793.50  
MANTECH INTL CORP CL A CL A
    2,396.45       2,709.50  
MARATHON OIL CORP COM
    155,207.49       143,984.57  
MARATHON OIL CORP COM
    167,291.83       95,760.00  
MARATHON OIL CORP COM
    935,476.66       558,144.00  
MARATHON OIL CORP COM
    338,761.33       478,745.28  
MARATHON OIL CORP COM
    114,016.34       60,192.00  
MARCUS CORP DEL COM
    2,440.78       1,679.12  
MARINE PETE TR UNIT BEN INT
    24,052.90       25,919.85  
MARINEMAX INC COM
    26,500.80       10,848.00  
MARINER ENERGY INC COM STK
    166,598.10       55,080.00  
MARINER ENERGY INC COM STK
    97,661.49       88,740.00  
MARK ONE GLOBAL INDS INC
    7,871.10       0.50  
MARKEL CORP HOLDING CO COM
    230,844.39       162,955.00  
MARKETAXESS HLDGS INC COM STK
    19,608.00       13,056.00  
MARRIOTT INTL INC NEW COM STK CL A
    165,003.63       141,985.00  
MARRIOTT INTL INC NEW COM STK CL A
    9,244.83       5,835.00  
MARSH & MCLENNAN CO’S INC COM
    279,485.39       213,090.60  
MARSH & MCLENNAN CO’S INC COM
    328,247.46       308,229.00  
MARSH & MCLENNAN CO’S INC COM
    25,410.01       21,988.62  
MARSHALL & ILSLEY CORP NEW COM STK
    174,509.20       87,282.36  
MARSHALL & ILSLEY CORP NEW COM STK
    379,997.75       297,352.00  
MARSHALL & ILSLEY CORP NEW COM STK
    216,596.84       182,776.00  
MARTEK BIOSCIENCES CORP COM STK USD0.10
    16,239.68       15,367.17  
MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK
    91,201.47       18,200.00  
MARUBENI CORP NPV
    684,666.05       485,559.85  
MARVEL ENTMT INC COM
    68,809.78       65,497.50  
MARVELL TECH GROUP COM USD0.002
    174,929.72       76,204.75  
MARVELL TECH GROUP COM USD0.002
    167,014.98       155,184.22  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MASCO CORP COM
    487,439.75       217,035.00  
MASCO CORP COM
    200,697.40       100,170.00  
MASCO CORP COM
    25,939.58       25,320.13  
MASIMO CORP COM STK
    23,590.92       19,061.37  
MASIMO CORP COM STK
    113,836.15       97,424.78  
MASSEY ENERGY CO COM
    172,695.96       27,580.00  
MASSEY ENERGY CO COM
    108,934.93       59,108.28  
MASTEC INC COM
    129,326.48       179,490.00  
MASTEC INC COM
    309,492.46       237,390.00  
MASTEC INC COM
    2,484.90       3,474.00  
MASTERCARD INC CL A
    392,656.87       303,449.11  
MASTERCARD INC CL A
    285,931.60       285,860.00  
MASTERCARD INC CL A
    757,862.00       624,604.10  
MASTERCARD INC CL A
    482,503.52       242,981.00  
MASTERCARD INC CL A
    608,308.96       822,705.08  
MATECH CORP CL A CL A
    1,524.97       3.64  
MATRIX DENTURE SYS INTL INC COM STK
    0.60       0.15  
MATRIX SVC CO COM
    36,845.10       11,505.00  
MATRIX SVC CO COM
    4,108.19       1,150.50  
MATRIXX INITIATIVES INC COM
    3,950.95       3,298.00  
MATTEL INC COM
    13,871.56       12,459.02  
MATTEL INC COM
    182,923.92       140,608.00  
MATTSON TECH INC COM
    1,484.95       423.00  
MAWSON RES LTD COM STK
    111,415.01       23,101.56  
MAXIM INTEGRATED PRODS INC COM
    35,822.31       12,562.00  
MAXIM INTEGRATED PRODS INC COM
    1,078,729.00       393,990.00  
MAXIM INTEGRATED PRODS INC COM
    432,665.24       242,104.00  
MAXIM INTEGRATED PRODS INC COM
    305,135.34       177,010.00  
MAXIMUM DYNAMICS INC COM STK
    36,167.80        
MAXIMUS INC COM
    527,029.76       503,828.50  
MAXWELL TECHNOLOGIES INC COM
    43,884.00       15,210.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MAZDA MOTOR CORP NPV
    256,568.41       116,701.60  
MBIA INC COM
    163,224.64       74,175.75  
MBIA INC COM
    145,786.86       19,536.00  
MBIA INC COM
    47,131.22       28,897.00  
MBT FINL CORP COM
    8,413.52       3,213.48  
MC CORMICK & CO INC COM NON-VTG
    10,874.05       9,962.24  
MC CORMICK & CO INC COM NON-VTG
    92,638.33       105,138.00  
MC DONALDS CORP COM
    628,827.08       1,722,663.00  
MC DONALDS CORP COM
    1,986,864.56       2,369,190.24  
MC DONALDS CORP COM
    769,817.33       848,780.69  
MCAFEE INC COM
    9,023.67       10,371.00  
MCAFEE INC COM
    159,422.46       148,996.70  
MCAFEE INC COM
    138,554.64       146,231.10  
MCAFEE INC COM
    125,548.96       131,366.00  
MCCLATCHY CO CL A CL A
    5,090.51       335.99  
MCDERMOTT INTL INC COM STK $1 PAR
    59,279.12       25,174.24  
MCG CAPITAL CORP COM
    16,120.28       2,130.00  
MCGRAW HILL COMPANIES INC COM
    103,305.09       47,939.43  
MCGRAW HILL COMPANIES INC COM
    166,981.18       183,201.00  
MCGRAW HILL COMPANIES INC COM
    245,735.96       134,502.00  
MCKESSON CORP
    626,262.62       642,918.00  
MCKESSON CORP
    395,808.16       267,120.81  
MCKESSON CORP
    22,473.54       14,772.47  
MCMORAN EXPL CO COM
    34,514.88       13,720.00  
MCMORAN EXPL CO COM
    135,350.27       51,940.00  
MDI INC COM
    3,668.37       300.00  
MDRNA INC COM STK
    24,182.95       639.20  
MDU RES GROUP INC COM
    22,989.80       15,106.00  
MDU RES GROUP INC COM
    108,616.67       104,015.60  
MEADOWBROOK INS GROUP INC COM
    31,049.60       20,608.00  
MEADWESTVACO CORP COM
    107,526.13       47,814.87  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MEADWESTVACO CORP COM
    1,128.95       1,119.00  
MECHANICAL TECHNOLOGY INC COM NEW STK
    4,496.76       290.00  
MED GEN INC NEV COM PAR $.001 NEW COM PAR $.001 NEW
    744.85       20.00  
MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01
    30,722.54        
MEDALLION FINL CORP COM
    36,051.70       24,416.00  
MEDAREX INC COM
    36,227.56       16,740.00  
MEDCATH CORP COM STK
    49,422.32       24,012.00  
MEDCO HEALTH SOLUTIONS INC COM
    176,025.57       520,354.56  
MEDCO HEALTH SOLUTIONS INC COM
    168,057.30       154,941.27  
MEDIA GEN INC CL A
    3,926.77       875.00  
MEDIABAY INC COM NEW
    2,796.01       4.00  
MEDIASET EUR0.52
    103,327.81       111,159.49  
MEDICIS PHARMACEUTICAL CORP CL A NEW
    30,008.15       23,679.93  
MEDIFAST INC COM
    8,946.40       8,280.00  
MEDISYS CORP COM NEW
    1,509.95        
MEDIWARE INFORMATION SYS INC COM
    7,441.00       4,320.00  
MEDTRONIC INC COM
    138,923.54       93,222.79  
MEDTRONIC INC COM
    1,512,378.13       914,322.00  
MEDTRONIC INC COM
    825,885.18       488,141.12  
MEDTRONIC INC COM
    806,165.98       876,618.00  
MEGA SILVER INC COM STK
    57,013.00       12,460.54  
MEGA URANIUM LTD COM
    2,671,761.37       473,264.18  
MELCO CROWN ENTERTAINMENT LTD
    61,612.48       33,602.00  
MELLANOX TECHNOLOGIES LTD
    118.07       125.76  
MEMC ELECTR MATLS INC COM
    191,010.73       75,512.64  
MEMC ELECTR MATLS INC COM
    328,936.62       78,540.00  
MEMORY PHARMACEUTICALS CORP
    415.87       665.50  
MENTOR GRAPHICS CORP COM
    176,964.24       82,720.00  
MERCADOLIBRE INC COM STK
    59,337.34       22,055.04  
MERCK & CO INC COM
    505,717.12       401,553.60  
MERCK & CO INC COM
    371,601.96       370,330.52  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MERCK & CO INC COM
    506,292.31       459,040.00  
MERCK & CO INC COM
    583,843.08       362,368.00  
MERCK & CO INC COM
    1,825,299.81       1,599,040.00  
MERCK KGAA NPV
    818,241.03       574,798.31  
MERCURY GEN CORP NEW COM
    441,080.04       459,900.00  
MERCURY GEN CORP NEW COM
    6,341.96       5,748.75  
MEREDITH CORP COM
    20,843.34       11,487.52  
MEREDITH CORP COM
    311,783.21       138,500.80  
MEREDITH CORP COM
    22,327.07       15,408.00  
MERIDIAN BIOSCIENCE INC COM
    9,347.35       10,188.00  
MERIDIAN RES CORP COM
    9,826.79       1,710.00  
MERIT MED SYS INC COM
    28,275.30       32,274.00  
MERIT MED SYS INC COM
    263,661.73       285,087.00  
MERITAGE HOMES CORP COM
    78,546.96       87,624.00  
MERITAGE HOMES CORP COM
    15,160.50       8,153.90  
MESA AIR GROUP INC COM
    26,196.00       9,012.50  
METABOLIX INC COM STK
    9,816.27       5,088.00  
METALICO INC COM
    422,836.57       146,544.75  
METALICO INC COM
    28,754.94       6,355.00  
METALLINE MNG INC COM
    16,887.25       1,824.00  
METHANEX CORP COM NPV
    321,037.07       128,732.28  
METHODE ELECTRS INC COM
    50,778.00       23,590.00  
METLIFE INC COM ISIN US59156R1086
    725,745.16       686,742.00  
METLIFE INC COM ISIN US59156R1086
    178,563.91       240,534.00  
METLIFE INC COM ISIN US59156R1086
    752,523.75       559,119.54  
METLIFE INC COM ISIN US59156R1086
    157,099.17       122,448.75  
MET-PRO CORP COM
    1,013.25       1,105.56  
METRO ONE TELECOMMUNICATIONS INC COM NEWSTK
    5,037.20       110.00  
METROPCS COMMUNICATIONS INC COM COM
    211,999.70       231,957.00  
METROPCS COMMUNICATIONS INC COM COM
    190,645.58       202,554.00  
METROPOLITAN HEALTH NETWORKS INC COM
    6,077.90       5,600.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
METTLER-TOLEDO INTL INC COM
    11,428.76       7,953.20  
MEXCO ENERGY CORP COM
    2,031.31       619.51  
MEXORO MINERALS LTD COM STK
    10,604.44       1,040.00  
MF GLOBAL LTD COM STK USD1
    19,509.96       17,544.00  
MF GLOBAL LTD COM STK USD1
    39,127.69       12,852.00  
MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO DOW JONES AIG
    128,309.13       92,373.75  
MFC BIOTECH HOLDRS TR DEPOSITARY RCPTS
    111,669.89       120,141.00  
MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/CLEAR GLOBAL TIMBER INDEX
    18,981.56       10,623.05  
MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB CRUDE OIL DOUBLE
    209,902.19       196,326.74  
MFC DEUTSCHE BK AG LONDON BRH GOLD DOUBLE LONG EXCHANGE TRADED
    251,274.06       261,286.56  
MFC HSBC USA INC LKD TO S&P COMMODITY TRENDS INDICATOR
    31,467.75       29,177.50  
MFC ISHARES COMEX GOLD TR ISHARES
    230,209.82       232,082.61  
MFC ISHARES SILVER TR ISHARES
    1,195,206.41       1,032,024.00  
MFC POWERSHARES DB AGRICULTURE FUND
    222,185.78       154,500.80  
MFC POWERSHARES DB COMMODITY INDEX TRACKING FD UNIT BEN INT
    388,801.15       286,799.95  
MFC PROSHARES TR II PROSHARES ULTRA GOLD
    18,916.72       20,034.40  
MFC PROSHARES ULTRA DJ AIG-CRUDE OIL
    31,698.10       35,457.10  
MFC SPDR GOLD TR GOLD SHS
    3,595,432.97       3,971,354.52  
MFO DEUTSCHE BK AG LONDON BRH POWERSHARES DB BASE METALS DOUBLE
    4,508.95       2,690.05  
MGIC INVT CORP WIS COM
    12,464.17       3,567.00  
MGM MIRAGE COM
    21,805.91       19,264.00  
MGP INGREDIENTS INC COM
    1,203.83       26.80  
MICHELIN (CGDE) EUR2(REGD)
    521,868.53       297,677.81  
MICROCHANNEL TECHNOLOGIES CORP COM
    243,367.71       5,282.03  
MICROCHIP TECHNOLOGY INC COM
    169,062.73       87,885.00  
MICROCHIP TECHNOLOGY INC COM
    6,195.47       3,906.00  
MICROMEM TECHNOLOGIES INC COM
    11,163.03       524.70  
MICROMET INC COM STK
    91,372.88       67,580.00  
MICRON TECH INC COM
    46,110.78       16,140.96  
MICRON TECH INC COM
    341,022.60       50,160.00  
MICROS SYS INC COM
    3,712.84       1,697.28  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MICROSEMI CORP COM
    127,312.32       74,449.60  
MICROSOFT CORP COM
    3,292,740.18       3,701,376.00  
MICROSOFT CORP COM
    1,460,908.09       1,172,232.00  
MICROSOFT CORP COM
    1,271,439.79       878,688.00  
MICROSOFT CORP COM
    2,223,674.27       1,578,074.56  
MICROSTRATEGY INC CL A NEW
    8,856.46       4,604.12  
MICROVISION INC DEL COM
    57,668.93       36,960.00  
MIDDLEBROOK PHARMACEUTICALS INC COM STK
    2,088.24       1,050.00  
MIDDLEBY CORP COM
    43,990.58       20,207.07  
MIDNIGHT HLDGS GROUP INC COM STK
    859.95       0.10  
MIDWAY GOLD CORP COM
    57,990.75       11,960.00  
MIGAMI INC COM STK
    249.95       12.00  
MILLENNIUM BIOTECHNOLOGIES GROUP INC COM
    539.95       16.00  
MILLENNIUM CELL INC COM
    32,011.39       50.08  
MILLER HERMAN INC COM
    7,064.93       3,731.47  
MILLER HERMAN INC COM
    125,495.01       58,635.00  
MILLER HERMAN INC COM
    110,783.59       50,817.00  
MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)
    15,475.21       6,511.95  
MILLIPORE CORP COM
    42,430.23       66,976.00  
MILLIPORE CORP COM
    46,905.33       30,912.00  
MINDSPEED TECHNOLOGIES INC COM NEW STK
    9,202.07       611.15  
MINEFINDERS CORP LTD COM MINEFINDERS CORP
    49,097.94       33,475.00  
MINERA ANDES INC COM
    27,701.28       18,813.51  
MINERALS TECHNOLOGIES INC COM
    40,008.95       40,900.00  
MIPS TECHNOLOGIES INC COMMON
    1,917.02       222.00  
MIRACLE ENTMT INC COM
    9.03        
MIRANDA GOLD CORP FORMERLY MIRANDA DIAM
    8,690.71       900.00  
MIRANT CORP NEW COM
    6,078.95       5,962.92  
MIRANT CORP NEW COM
    312,509.11       287,616.54  
MIRANT CORP NEW WT SER A EXP
    133.92       241.50  
MITSUBISHI CHEM HL NPV
    475,104.05       279,630.45  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MITSUBISHI CORP NPV
    317,148.96       232,167.68  
MITSUBISHI ELEC CP NPV
    131,892.45       85,250.97  
MITSUBISHI MATERLS NPV
    77,787.82       46,740.21  
MITSUI & CO NPV
    539,612.39       308,119.14  
MITSUI CHEMICALS NPV
    271,437.34       115,785.99  
MITSUMI ELECTRIC NPV
    64,229.62       74,360.73  
MITUSBISHI TANABE SHS
    78,153.35       89,156.09  
MIV THERAPEUTICS INC COM NEW STK
    8,420.25       240.00  
MIZUHO FINANCIAL GROUP NPV
    541,687.98       326,922.23  
MMC ENERGY INC COM NEW STK
    36,879.73       2,024.00  
MOBICLEAR INC COM NEW STK
    27,186.30       2.41  
MOBILE MINI INC COM
    4,718.55       2,884.00  
MOBISTAR NPV
    149,042.93       154,044.56  
MOCON INC COM
    3,932.95       2,799.11  
MODIGENE INC COM
    6,369.95       1,920.00  
MODUSLINK GLOBAL SOLUTIONS INC COM
    39,911.99       4,927.45  
MOHAWK INDS INC COM
    6,917.19       4,297.00  
MOLECULAR PHARMACOLOGY USA LTD COM
    228.95       4.00  
MOLEX INC CL A
    222,944.59       116,550.00  
MOLEX INC COM
    123,025.72       49,628.25  
MOLEX INC COM
    117,191.20       57,960.00  
MOLINA HEALTHCARE INC COM
    244,030.72       158,490.00  
MOLSON COORS BREWING CO CL A CL A
    4,853.45       4,738.00  
MOLSON COORS BREWING CO CL B CL B
    23,747.30       25,868.06  
MOLSON COORS BREWING CO CL B CL B
    98,399.87       102,732.00  
MOLSON COORS BREWING CO CL B CL B
    135,557.36       181,004.00  
MOMENTA PHARMACEUTICALS INC COM STK
    8,170.08       5,800.00  
MONARCH GULF EXPL INC COM NEW
    1,609.95       260.00  
MONDI PLC GBP
    248,400.44       78,511.27  
MONEYGRAM INTL INC COM
    13,123.10       2,805.00  
MONOGRAM BIOSCIENCES INC COM NEW STK
    286.25       72.80  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MONOGRAM ENERGY INC COM NEW STK
    6.56       0.01  
MONOLITHIC PWR SYS INC COM
    22,730.01       10,529.35  
MONRO MUFFLER BRAKE INC COM
    557.20       637.50  
MONSANTO CO NEW COM
    349,609.55       273,370.81  
MONSANTO CO NEW COM
    584,385.54       527,625.00  
MONSANTO CO NEW COM
    273,923.79       957,604.20  
MONSANTO CO NEW COM
    333,924.91       341,901.00  
MONSANTO CO NEW COM
    715,722.35       990,739.05  
MONSTER WORLDWIDE INC COM
    135,325.19       37,479.00  
MONSTER WORLDWIDE INC COM
    6,870.98       1,813.50  
MONTPELIER RE HOLDINGS LTD COM
    95,955.76       88,499.17  
MOODYS CORP COM
    83,516.20       98,441.00  
MOODYS CORP COM
    52,778.88       27,625.68  
MOOG INC CL A
    9,111.95       7,314.00  
MORGAN STANLEY COM STK USD0.01
    100,246.84       117,451.33  
MORGAN STANLEY COM STK USD0.01
    719,661.68       424,161.76  
MORGAN STANLEY COM STK USD0.01
    484,087.76       275,888.00  
MORGAN STANLEY COM STK USD0.01
    488,016.61       511,676.00  
MORGAN STANLEY COM STK USD0.01
    908,985.37       368,920.00  
MORGANS HOTEL GROUP CO COM STK
    28,834.20       8,388.00  
MORNINGSTAR INC COM STK
    24,197.99       14,093.50  
MOSAIC CO COM
    499,533.24       386,708.63  
MOSAIC CO COM
    402,213.62       418,660.00  
MOTOROLA INC COM
    769,785.70       233,904.00  
MOTOROLA INC COM
    1,107,189.43       381,866.00  
MOTOROLA INC COM
    723,880.03       249,674.80  
MOTOROLA INC COM
    1,427,822.77       412,433.00  
MOTOROLA INC COM
    155,626.88       125,202.72  
MOUNTAIN BOY MINERALS LTD COM STK
    37,550.50       2,855.25  
MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027
    109.00       15.04  
MPS GROUP INC COM
    27,640.08       17,319.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MRV COMMUNICATIONS COM STK USD0.0034
    17,668.78       11,126.50  
MSC INDL DIRECT INC CL A COM
    2,506.45       1,852.66  
MSCI INC CL A CL A
    284,510.52       165,168.00  
MSCI INC CL A CL A
    3,008.95       1,776.00  
MSCI INC CL A CL A
    183,208.13       135,508.80  
MTN GROUP LTD ZAR0.0001
    259,455.13       192,354.25  
MTN PROV MNG INC COM NEW
    7,706.95       2,125.00  
MTR GAMING GROUP INC COM
    10,579.15       7,098.00  
MUELLER INDS INC COM
    3,529.13       3,360.72  
MUELLER WTR PRODS INC COM SER A STK
    48,966.69       42,089.76  
MUELLER WTR PRODS INC COM SER A STK
    13,190.30       28,560.00  
MUENCHENER RUECKVE NPV(REGD)
    627,680.69       617,182.19  
MULTICELL TECHNOLOGIES INC COM NEW
    48,335.58       129.80  
MULTI-FINELINE ELECTRONIX INC COM
    28,026.45       17,535.00  
MULTI-FINELINE ELECTRONIX INC COM
    119,826.92       74,816.00  
MULTI-FINELINE ELECTRONIX INC COM
    6,027.59       2,338.00  
MULTIMEDIA GAMES INC COM
    1,471.57       285.60  
MUNICIPAL MTG & EQUITY L L C COM
    1,419.10       62.10  
MURPHY OIL CORP COM
    18,406.75       10,331.38  
MURPHY OIL CORP COM
    263,506.55       208,445.00  
MUT RISK MGMT LTD COM
    3,133.73       1.10  
MVC CAP INC COM
    29,051.97       24,127.52  
MVC CAP INC COM
    24,152.69       17,552.00  
MWI VETERINARY SUPPLY INC COM STK
    34,323.60       21,568.00  
MY VINTAGE BABY INC COM STK
    7,953.40       108.00  
MYECHECK INC COM STK
    604.95       270.00  
MYLAN INC
    153,733.08       75,164.00  
MYLAN INC
    972,127.09       733,838.00  
MYLAN INC
    81,909.16       74,196.16  
MYRIAD GENETICS INC COM
    21,572.59       22,064.58  
MYRIAD GENETICS INC COM
    89,607.54       92,432.70  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MYRIAD GENETICS INC COM
    162,410.31       172,938.60  
MYTURN COM COM
    6,961.18        
N AMERN PALLADIUM LTD COM
    162,275.65       46,553.37  
N V R INC COM
    305,334.36       255,500.00  
N V R INC COM
    3,106.75       3,193.75  
N V R INC COM
    237,701.50       228,125.00  
N W NAT GAS CO COM
    60,721.50       53,076.00  
N W NAT GAS CO COM
    71,533.55       61,922.00  
N W NAT GAS CO COM
    8,777.01       9,590.52  
N W PIPE CO COM
    31,275.72       34,088.00  
NABI BIOPHARMACEUTICALS COM
    155,559.80       88,775.00  
NABORS INDUSTRIES COM USD0.10
    365,909.80       286,083.00  
NABORS INDUSTRIES COM USD0.10
    190,675.66       83,790.00  
NABORS INDUSTRIES COM USD0.10
    83,780.44       69,928.74  
NACCO IND INC CL A COM
    42,421.50       41,151.00  
NACEL ENERGY CORP COM STK
    1,662.53       331.20  
NALCO HLDG CO COM
    7,208.95       5,770.00  
NAM TAI ELECTRS INC COM PAR $0.01
    6,712.22       5,806.01  
NAMEX EXPLORATIONS INC COM COM
    1,539.95       85.20  
NANOGEN INC COM
    8,896.95       595.00  
NANOLOGIX INC COM
    3,102.85       2,765.00  
NANOMETRICS INC COM DELAWARE
    9,479.94       1,140.00  
NANOSPHERE INC COM STK
    17,719.90       5,712.00  
NANOVIRICIDES INC COM
    249.95       162.00  
NARA BANCORP INC COM
    29,372.20       19,660.00  
NASCENT WINE CO INC COM NEW COM NEW
    7,478.85       250.00  
NASDAQ OMX GROUP
    109,079.18       84,014.00  
NASDAQ OMX GROUP INC SEC 2598312
    16,518.25       12,355.00  
NASH FINCH CO COM
    80,979.10       98,758.00  
NAT HARMONY FOODS INC COM
    2,082.42       42.50  
NATCO INTL INC COM STK
    11,545.68       12,652.50  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NATHANS FAMOUS INC NEW COM
    914.29       750.48  
NATIONAL BEVERAGE CORP COM
    4,397.96       3,240.00  
NATIONAL GRID ORD GBP0.11395
    787,951.01       517,869.51  
NATIONAL HEALTHCARE LOGISTICS INC COM
    534.95        
NATIONAL OILWELL VARCO COM STK
    80,863.84       84,806.80  
NATIONAL OILWELL VARCO COM STK
    355,082.90       254,176.00  
NATIONAL OILWELL VARCO COM STK
    716,989.49       351,325.00  
NATIONAL OILWELL VARCO COM STK
    1,025,558.28       525,460.00  
NATIONAL OILWELL VARCO COM STK
    360,704.62       297,263.72  
NATIONAL PENN BANCSHARES INC COM
    164,856.07       165,414.00  
NATIONAL PENN BANCSHARES INC COM
    43,264.84       44,981.00  
NATIONAL PENN BANCSHARES INC COM
    93,729.09       94,315.00  
NATIONAL STL CORP CL B CL B
    3,120.00        
NATL AUSTRALIA BK NPV
    141,305.20       81,483.16  
NATL COAL CORP COM NEW
    4,971.33       1,054.10  
NATL FINL PARTNERS CORP COM
    83,856.11       12,768.00  
NATL FUEL GAS CO COM
    15,009.91       12,426.67  
NATL SEMICONDUCTOR CORP COM
    46,359.66       19,837.90  
NATL SEMICONDUCTOR CORP COM
    62,675.37       48,336.00  
NATURAL ALTERNATIVES INTL INC COM NEW COM NEW
    38,293.07       53,771.50  
NATURAL GAS SVCS GROUP INC COM
    19,354.42       7,597.50  
NATURAL GAS SVCS GROUP INC COM
    38,181.40       13,169.00  
NATURALLY IOWA INC COM STK
    399.95       19.50  
NATURES SUNSHINE PRODS INC COM
    38,215.09       18,410.26  
NAUTILUS INC COM
    162,478.40       62,410.40  
NAVARRE CORP COM
    19,257.24       5,040.00  
NAVIDEC FINL SVCS INC COM STK
          6.40  
NAVIGATORS GROUP INC COM
    528,145.05       543,609.00  
NAVIO CO LTD COM STK
    28,479.14       26,623.00  
NAVISITE INC COM NEW
    16.28       1.60  
NAVISTAR INTL CORP NEW COM
    285,804.85       240,802.94  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NAVISTAR INTL CORP NEW COM
    1,035,042.12       463,946.00  
NBT BANCORP INC COM
    112,765.80       128,616.00  
NBTY INC COM
    159,880.00       87,640.00  
NBTY INC COM
    716,321.32       309,087.50  
NBTY INC COM
    73,851.75       39,125.00  
NCI BLDG SYS INC COM
    74,198.88       55,420.00  
NCR CORP COM
    6,701.88       3,535.00  
NEAH PWR SYS INC COM
    144,793.33       1,086.49  
NEC CORP NPV
    194,270.80       124,500.83  
NEENAH PAPER INC COM
    17,769.72       7,072.00  
NEKTAR THERAPEUTICS COM
    3,720.88       3,892.00  
NELNET INC CL A CL A
    93,112.20       123,238.00  
NEOGENOMICS INC COM NEW
    8,700.72       2,745.00  
NEOMEDIA TECHNOLOGIES INC COM
    375.14       1.82  
NEONODE INC COM STK
    3,955.85       30.00  
NEOPHARM INC COM
    7,206.09       567.35  
NEOPROBE CORP COM
    1,728.95       2,280.00  
NEPTUNE ORIENT LNS NPV
    152,659.89       74,627.80  
NESS ENERGY INTL INC COM
    6,879.33       350.00  
NESS TECHNOLOGIES INC COM
    25,736.44       11,128.00  
NESTLE SA COMSTK
    845,509.56       812,926.57  
NESTLE SA COMSTK
    1,572,254.30       1,647,388.92  
NESTLE SA COMSTK
    155,290.01       137,500.63  
NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC
    300,921.41       187,553.00  
NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC
    60,928.24       35,620.00  
NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC
    13,434.86       7,329.50  
NET BANK INC COM
    14,472.05        
NET VOICE TECHNOLOGIES CORP COM
    1,460.40       0.09  
NETAPP INC COM STK
    165,631.85       113,157.00  
NETAPP INC COM STK
    60,865.52       65,337.69  
NETAPP INC COM STK
    17,581.16       11,874.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NETFLIX INC COM STK
    772,018.96       1,013,271.00  
NETFLIX INC COM STK
    160,529.25       160,270.18  
NETGEAR INC COM
    61,560.93       45,640.00  
NETGEAR INC COM
    52,224.09       32,986.31  
NETLOGIC MICROSYSTEMS INC COM
    9,843.05       6,603.00  
NETSCOUT SYS INC COM
    28,238.90       31,894.00  
NETSUITE INC COM STK
    4,300.95       1,688.00  
NEUBERGER BERMAN HI YIELD STRATEGIES FD COM NPV
    13,944.72       6,458.26  
NEURALSTEM INC COM STK
    40,374.15       32,940.00  
NEUROBIOLOGICAL TECHNOLOGIES INC COM NEWSTK
    4,321.59       66.34  
NEUROCRINE BIOSCIENCES INC COM
    2,523.39       640.00  
NEUROGESX INC COM
    5,914.90       801.45  
NEUSTAR INC CL A
    3,794.45       2,104.30  
NEVADA EXPL INC COM STK
    11,417.59       1,642.50  
NEVSUN RES LTD COM STK
    3,158.95       3,240.00  
NEW FLYER INDS INC / NEW FLYER INDS CDA ULC INCOME DEPOSIT SECS
    1,136.79       672.33  
NEW FRONTIER MEDIA INC COM
    6,339.57       1,177.42  
NEW MOTION INC COM STK
    1,490.06       217.35  
NEW YORK CMNTY BANCORP INC COM
    6,298.11       4,188.14  
NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02
    1,103.44       440.00  
NEW YORK TIMES CO CL A ISIN #US6501111073
    1,948.95       733.00  
NEW YORK TIMES CO CL A ISIN #US6501111073
    151,269.72       74,033.00  
NEW YORK TIMES CO CL A ISIN #US6501111073
    12,110.56       5,864.00  
NEW YORK TIMES CO CL A ISIN #US6501111073
    55,772.71       21,257.00  
NEWALLIANCE BANCSHARES INC COM
    35,566.84       29,500.80  
NEWCASTLE INVT CORP NEW COM
    13,808.36       588.00  
NEWELL RUBBERMAID INC COM
    180,947.94       67,413.54  
NEWELL RUBBERMAID INC COM
    388,441.78       187,776.00  
NEWELL RUBBERMAID INC COM
    25,366.71       16,997.61  
NEWFIELD EXPLORATION
    772.49       296.25  
NEWMARKET CORP COM
    3,061.40       1,396.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NEWMARKET CORP COM
    67,667.27       38,401.00  
NEWMARKET TECHNOLOGY INC COM STK
    2,430.41       407.00  
NEWMONT MINING CORP NEW COM
    345,210.38       342,887.33  
NEWMONT MINING CORP NEW COM
    362,603.19       457,915.70  
NEWPARK RES INC COM PAR $0.01 NEW COM PAR $0.01 NEW
    430,299.03       202,020.00  
NEWPORT CORP COM
    36,236.00       23,052.00  
NEWS CORP CL A COM
    1,052,826.97       519,948.00  
NEWS CORP CL A COM
    858,052.08       604,485.00  
NEWS CORP CL A COM
    13,331.75       5,883.28  
NEWS CORP CL B COM
    18,907.34       9,580.00  
NEXEN INC COM
    3,918.89       1,758.00  
NEXMED INC COM STK
    5,476.80       2,800.00  
NEXPRISE INC NEW COM NEW STK
    111.75       2.64  
NEXT ORD GBP0.10
    96,296.36       91,651.63  
NEXTECH SOLUTIONS INC LA COM STK
    876.85       600.00  
NEXTERA ENTERPRISES INC CL A CL A ISIN #US65332E1010
    541.19       2.10  
NGAS RES INC COM
    121,806.51       34,440.00  
NGP CAP RES CO COM
    20,425.53       10,698.17  
NHK SPRING CO LTD NPV
    85,275.41       89,906.23  
NICHOLAS-APPLEGATE EQUITY & CONV INCOME FD COM
    14,153.05       15,526.40  
NICOR INC COM
    36,174.11       41,688.00  
NICOR INC COM
    206,940.81       152,856.00  
NICOR INC COM
    61,052.59       49,999.96  
NIGHTHAWK RADIOLOGY HLDGS INC COM STK
    11,398.61       2,916.00  
NIGHTHAWK RADIOLOGY HLDGS INC COM STK
    7,692.10       4,860.00  
NIGHTHAWK SYS INC COM
    92,265.92       16,907.38  
NII HLDGS INC COM NEW CL B NEW
    28,842.58       9,944.46  
NIKE INC CL B CL B
    641,614.96       597,618.00  
NIKE INC CL B CL B
    232,824.98       261,681.00  
NIKE INC CL B CL B
    234,452.21       499,800.00  
NIKE INC CL B CL B
    198,496.73       204,714.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NIKE INC CL B CL B
    156,131.26       154,892.76  
NIKON CORP JPY50
    115,114.34       105,041.37  
NINTENDO CO LTD NPV
    1,425,835.38       1,079,702.15  
NIPPON MEAT PACKER JPY50
    217,522.16       237,749.59  
NIPPON MINING HLDG NPV
    129,820.28       97,992.28  
NIPPON MINING HLDG NPV
    495,934.53       289,806.95  
NIPPON TELEGRAPH & TELEPHONE CORP NPV
    433,728.22       443,993.38  
NISOURCE INC COM
    1,002.55       1,009.24  
NISOURCE INC COM
    130,136.86       73,817.13  
NISOURCE INC COM
    297,192.87       187,587.00  
NISSAN MOTOR CO NPV
    908,115.19       309,233.31  
NISSAN MOTOR CO NPV
    650,035.60       350,535.02  
NISSHIN SEIFUN GRP NPV
    87,145.86       90,501.93  
NITCHES INC COM
    4,609.95       200.00  
NJ RES CORP COM
    64,100.45       74,765.00  
NJ RES CORP COM
    125,898.06       137,725.00  
NJ RES CORP COM
    247,211.47       251,840.00  
NL INDS INC COM NEW
    1,147.44       1,340.00  
NM SOFTWARE INC COM
    23,072.00       2,900.00  
NMC INC COM STK
    1,928.14       66.00  
NMT MED INC COM STK
    4,205.91       188.00  
NNRF INC COM STK
    1,934.95       2.75  
NOBLE CORPORATION COM
    180,399.86       75,963.18  
NOBLE CORPORATION COM
    160,811.11       145,794.00  
NOBLE ENERGY INC COM
    307,510.40       211,646.00  
NOBLE ENERGY INC COM
    55.26       49.22  
NOBLE INTL LTD COM
    259.15       270.00  
NOKIA OYJ EUR0.06
    200,860.07       166,037.44  
NOKIA OYJ EUR0.06
    450,195.59       434,372.82  
NOKIA OYJ EUR0.06
    632,983.64       541,577.37  
NORDEA BANK AB ORD EUR0.39632(SEK QUOTE)
    125,341.16       79,027.75  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NORDEA BANK AB ORD EUR0.39632(SEK QUOTE)
    415,545.99       185,378.01  
NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060
    119,578.18       128,804.51  
NORDSON CORP COM
    1,155.10       484.35  
NORDSTROM INC COM
    99,113.30       42,327.20  
NORDSTROM INC COM
    59,385.74       51,909.00  
NORFOLK SOUTHN CORP COM
    237,021.48       428,155.00  
NORFOLK SOUTHN CORP COM
    862,399.52       668,204.10  
NORFOLK SOUTHN CORP COM
    97,000.03       78,958.27  
NORTECH SYS INC COM
    8,228.29       3,272.00  
NORTEL NETWORKS CORP NEW COM NEW STK
    20,536.99       820.30  
NORTEL NETWORKS CORP NEW COM NEW STK
          217.62  
NORTEL NETWORKS CORP NEW COM NEW STK
          14.56  
NORTH AMERN SCIENTIFIC INC COM NEW STK
    1,249.95       10.00  
NORTHEAST UTILITIES COM
    23,766.70       21,956.00  
NORTHERN GREEGOLD RES LTD COM STK
    7,624.40       1,377.00  
NORTHERN OIL & GAS INC NEV COM STK
    2,169.69       520.00  
NORTHERN TECHNOLOGIES INTL CORP COM STK
    25,968.90       20,520.00  
NORTHERN TRUST CORP COM
    30,016.58       20,386.74  
NORTHERN TRUST CORP COM
           
NORTHERN TRUST CORP COM
    255,255.47       291,984.00  
NORTHFIELD LAB INC COM
    6,965.51       3,564.00  
NORTHGATE MINERALS CORP
    29,584.80       21,995.00  
NORTHROP GRUMMAN CORP COM
    56,737.85       37,443.06  
NORTHROP GRUMMAN CORP COM
    609,450.20       418,872.00  
NORTHROP GRUMMAN CORP COM
    354,717.42       366,085.12  
NORTHROP GRUMMAN CORP COM
    613,147.97       480,396.64  
NORTHWESTERN CORP COM NEW COM NEW
    17,599.40       16,429.00  
NOVA BIOSOURCE FUELS INC COM STK
    14,962.14       450.00  
NOVA CHEMICALS CORP COM
    7,918.67       954.00  
NOVADEL PHARMA INC COM
    1,439.10       1,280.00  
NOVAGOLD RES INC COM NEW
    95,755.09       19,110.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NOVAMED INC COM ISIN US66986W1080
    10,947.50       10,380.00  
NOVARTIS AG CHF0.50(REGD)
    482,710.48       412,350.82  
NOVARTIS AG CHF0.50(REGD)
    401,978.33       380,265.89  
NOVASTAR FINL INC COM NEW STK
    1,132.77       55.12  
NOVATEL WIRELESS INC COM NEW
    18,712.22       8,384.48  
NOVATEL WIRELESS INC COM NEW
    35,480.90       16,240.00  
NOVAVAX INC COM
    13,025.61       5,953.50  
NOVELL INC COM
    7,730.27       4,559.08  
NOVELL INC COM
    74,365.44       75,855.00  
NOVELL INC COM
    107,525.32       33,454.00  
NOVELLUS SYS INC COM
    107,694.14       29,616.00  
NOVELLUS SYS INC COM
    91,446.49       90,082.00  
NOVELLUS SYS INC COM
    6,408.20       2,468.00  
NOVEN PHARMACEUTICALS INC COM
    31,836.22       28,600.00  
NOVEN PHARMACEUTICALS INC COM
    3,971.75       3,300.00  
NPS PHARMACEUTICALS INC COM
    126,048.09       105,570.00  
NRG ENERGY INC COM NEW
    63,909.62       50,229.49  
NSTAR COM
    10,836.94       11,829.33  
NSTAR COM
    92,626.39       102,172.00  
NTELOS HLDGS CORP COM
    133,115.38       111,463.20  
NU HORIZONS ELECTRS CORP COM
    2,360.17       387.00  
NU SKIN ENTERPRISES INC CL A
    3,482.22       2,086.00  
NUANCE COMMUNICATIONS INC COM
    43,157.67       25,029.76  
NUANCE COMMUNICATIONS INC COM
    66,751.05       73,825.36  
NUCLEAR SOLUTIONS INC COM
    152,635.97       2,679.60  
NUCOR CORP COM
    385,786.94       411,725.48  
NUCOR CORP COM
    102,218.00       115,500.00  
NUCOR CORP COM
    170,133.95       355,740.00  
NUSTAR ENERGY LP UNIT COM UNIT
    63,913.26       54,242.93  
NUSTAR GP HLDGS LLC UNIT RESTG LTD LIABILITY CO INTS
    3,426.06       1,914.14  
NUTRACEA COM NEW
    183,341.02       51,400.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NUTRI PHARMACEUTICALS RESH INC COM NEW STK
    1,689.90       80.00  
NUTRI SYS INC NEW COM
    39,983.50       33,039.43  
NUTRI SYS INC NEW COM
    37,591.75       27,721.00  
NUTRIPURE BEVERAGES INC COM
    510.75       401.00  
NUTRITION 21 INC COM
    10,251.16       1,892.40  
NUVASIVE INC COM
    131,722.76       96,327.00  
NUVASIVE INC COM
    102,175.28       102,737.25  
NV ENERGY INC COM
    336,905.83       375,820.00  
NV ENERGY INC COM
    297,907.30       192,855.00  
NV GEOTHERMAL PWR INC COM
    34,680.65       9,164.00  
NVE CORP COM NEW COM NEW
    3,641.56       2,613.00  
NVIDIA CORP COM
    171,764.20       103,667.22  
NVIDIA CORP COM
    209,490.98       107,734.50  
N-VIRO INTL CORP COM NEW
    55,184.85       57,000.00  
NXGEN HLDGS INC COM STK
    4,712.31       0.04  
NXT ENERGY SOLUTIONS INC COM STK
    8,674.25       2,566.50  
NY & CO INC COM STK
    37,108.14       13,224.00  
NY & CO INC COM STK
    2,033.95       1,740.00  
NYFIX INC DE COM
    6,219.36       688.00  
NYSE EURONEXT COM STK
    1,319,199.57       747,604.96  
NYSE EURONEXT COM STK
    574,498.73       180,708.00  
O2DIESEL CORP COM
    5,815.07       149.09  
OBAGI MED PRODS INC COM
    8,501.71       7,340.64  
OCCIDENTAL PETE CORP COM
    453,732.99       1,205,799.00  
OCCIDENTAL PETE CORP COM
    334,893.63       425,929.00  
OCCIDENTAL PETE CORP COM
    81,743.13       102,582.90  
OCCIDENTAL PETE CORP COM
    403,898.19       599,900.00  
OCCIDENTAL PETE CORP COM
    258,968.60       219,152.65  
OCCULOGIX INC COM NEW STK
    1,667.81       16.00  
OCEAN PWR TECHNOLOGIES INC COM NEW STK
    67,151.05       40,742.10  
OCEANEERING INTL INC COM
    81,591.42       36,162.74  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
OCEANFIRST FINL CORP COM
    32,646.60       29,880.00  
OCEANFREIGHT INC COM STK USD0.01
    9,819.70       3,564.00  
OCTILLION CORP COM NEW COM NEW
    161,910.26       16,665.12  
ODYSSEY MARINE EXPL INC COM
    846.13       322.00  
ODYSSEY RE HLDGS CORP COM
    26,300.68       36,267.00  
ODYSSEY RE HLDGS CORP COM
    120,457.62       170,973.00  
OFFICE DEPOT INC COM
    193,082.17       83,440.00  
OFFICE DEPOT INC COM
    133,072.38       19,966.00  
OFFICE DEPOT INC COM
    125,709.06       54,534.00  
OFFICE DEPOT INC COM
    1,762.43       661.56  
OFFICEMAX INC DEL COM
    116,070.48       68,760.00  
OFFICEMAX INC DEL COM
    104,436.00       61,120.00  
OFFICEMAX INC DEL COM
    600,140.52       239,132.00  
OGE ENERGY CORP COM
    2,346.22       2,420.38  
OIL DRI CORP AMER COM
    1,808.95       1,875.00  
OIL STS INTL INC COM ISIN US6780261052
    858,657.16       416,787.00  
OIL STS INTL INC COM ISIN US6780261052
    139,598.00       52,332.00  
OILSANDS QUEST INC COM STK
    460,693.81       84,171.19  
OILSANDS QUEST INC WT EXP
    11,733.60       650.00  
OLD 2ND BANCORP INC DEL COM
    2,101.87       1,160.00  
OLD 2ND BANCORP INC DEL COM
    2,804.66       1,531.20  
OLD DOMINION FGHT LINE INC COM
    38,498.04       45,536.00  
OLD MUTUAL PLC ORD GBP0.10
    42,189.94       41,808.40  
OLD NATL BANCORP IND COM
    59,532.11       61,744.00  
OLD NATL BANCORP IND COM
    94,777.56       88,984.00  
OLIN CORP COM
    112,341.39       94,016.00  
OLIN CORP COM
    118,504.70       110,288.00  
OLIN CORP COM
    18,996.24       21,276.51  
OLYMPIC STL INC COM
    130,902.26       44,814.00  
OLYMPIC STL INC COM
    13,723.30       6,143.08  
OM GROUP INC COM
    47,963.76       31,665.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
OM GROUP INC COM
    118,725.51       82,329.00  
OM GROUP INC COM
    40,420.04       54,886.00  
OMDA OIL & GAS INC COM NEW STK
    309.95       0.20  
OMEGA NAVIGATION ENTERPRISES INC
    3,409.99       1,911.00  
OMNI ENERGY SVCS CORP COM NEW COM NEW
    12,530.96       2,380.00  
OMNICARE INC COM
    13,860.81       15,996.87  
OMNICARE INC COM
    238,465.40       213,752.00  
OMNICARE INC COM
    516,215.58       474,696.00  
OMNICARE INC COM
    109,158.72       163,784.00  
OMNICELL INC COM
    13,244.95       6,105.00  
OMNICOM GROUP INC COM
    231,854.76       209,976.00  
OMNICOM GROUP INC COM
    383,985.22       230,704.40  
OMNITURE INC COM STK
    309,393.06       138,426.40  
OMNITURE INC COM STK
    76,520.75       28,781.20  
OMNIVISION TECHNOLOGIES INC COM
    112,813.58       35,700.00  
OMNIVISION TECHNOLOGIES INC COM
    28,683.30       10,578.75  
OMNOVA SOLUTIONS INC COM
    33,503.77       3,487.21  
OMRON CORP NPV
    209,840.41       101,845.56  
OMV AG NPV(VAR)
    66,869.40       74,942.60  
ON ASSIGNMENT INC COM
    33,387.06       23,814.00  
ON ASSIGNMENT INC COM
    235,570.76       152,523.00  
ON SEMICONDUCTOR CORP COM
    52,236.80       52,360.00  
ON SEMICONDUCTOR CORP COM
    19,648.95       10,200.00  
ON TRACK INNOVATIONS COM ILS0.10
    2,472.12       572.00  
ON2 TECHNOLOGIES
    13,741.71       3,000.00  
ONCOLIN THERAPEUTICS INC COM STK
    5,207.07       2.55  
ONCOLYTICS BIOTECH INC COM
    8,866.61       3,630.00  
ONCOTHYREON INC COM STK
    8,912.34       1,330.12  
ONEIDA FINL CORP COM STK
    4,045.56       2,661.11  
ONELINK CORP COM STK
    3,216.64       0.90  
ONEOK INC COM STK
    27,467.89       17,156.43  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ONEOK INC COM STK
    194,525.09       119,683.20  
ONEOK INC COM STK
    286,242.40       177,632.00  
ONEOK INC COM STK
    112,567.43       69,888.00  
ONESTEEL NPV
    75,630.65       81,925.75  
ONLINE PWR SUP INC COM
    46,941.63       0.35  
ONLINE RES CORP COM
    298.00       142.20  
ONYX PHARMACEUTICALS INC DEL COM
    23,398.51       20,496.00  
OPEN TEXT CORP COM
    3,417.93       3,013.00  
OPENTV CORP OPENTV CORP ISIN NL0000470755
    3,008.41       1,803.18  
OPENWAVE SYS INC COM NEW
    5,635.01       422.50  
OPENWAVE SYS INC COM NEW
    29,676.90       7,150.00  
OPLINK COMMUNICATIONS INC COM NEW
    31,637.75       21,500.00  
OPTI CDA INC COM STK
    11,392.62       3,499.44  
OPTI INC COM
    2,091.13       737.20  
OPTICAL CABLE CORP COM NEW STK
    14,099.15       5,420.00  
OPTICON SYS INC COM NEW COM NEW
    2,543.41       30.00  
OPTIMER PHARMACEUTICALS INC COM STK
    5,328.55       7,266.00  
OPTIONSXPRESS HLDGS INC COM STK
    1,081,387.81       615,896.00  
OPTIONSXPRESS HLDGS INC COM STK
    19,736.77       11,396.08  
ORACLE CORP COM
    340,908.38       290,541.51  
ORACLE CORP COM
    1,376,473.94       1,192,502.07  
ORACLE CORP COM
    302,867.36       303,183.00  
ORACLE CORP COM
    1,194,988.84       1,728,675.00  
ORACLE CORP COM
    467,583.99       504,507.15  
ORACLE CORP COM
    105,151.09       103,685.04  
ORAMED PHARMACEUTICALS INC COM STK
    303.95       117.00  
ORASURE TECHNOLOGIES INC COM
    1,260.02       404.80  
ORBITAL SCI CORP COM
    40,404.07       37,107.00  
ORBOTECH LTD SH COM
    2,550.87       402.00  
ORCHESTRA THERAPEUTICS INC COM PAR $0.0025 STK
    1,681.51       4.52  
ORE PHARMACEUTICALS INC COM NEW COM NEW
    788.95       240.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ORGANA TECHNOLOGIES GROUP INC COM NEW STK
    8,919.22       5.40  
ORIENT O/SEAS INTL USD0.10
    54,816.71       56,657.89  
ORIENTAL FINL GROUP INC COM
    83,149.75       28,435.00  
ORIENTAL FINL GROUP INC COM
    369,116.57       217,334.15  
ORIENTAL FINL GROUP INC COM
    182,053.46       59,290.00  
ORIGIN AGRITECH LIMITED
    12,777.15       3,774.00  
ORION CORPORATION SER’B’NPV
    88,625.63       97,815.18  
ORION ENERGY SYS INC COM STK
    17,732.61       8,547.80  
ORION MARINE GROUP INC COM STK
    7,357.55       7,728.00  
ORLEANS ENERGY LTD
    21,112.05       9,234.60  
ORMAT TECHNOLOGIES INC COM
    17,410.35       11,797.41  
ORSU METALS CORP COM STK
    17,388.95       1,742.00  
ORTHOLOGIC CORP COM STK USD0.0005
    1,617.45       420.00  
ORTHOVITA INC CDT-COM STK ISIN# US68750U1025
    1,009.45       983.10  
OSHKOSH CORPORATION
    36,422.08       29,025.85  
OSHKOSH CORPORATION
    23,265.55       31,115.00  
OSI PHARMACEUTICALS INC COM
    181,838.12       161,276.50  
OSI PHARMACEUTICALS INC COM
    113,494.07       90,361.70  
OSI PHARMACEUTICALS INC COM
    25,990.76       19,681.20  
OSI SYS INC COM
    28,983.24       16,620.00  
OSIRIS THERAPEUTICS INC NEW COM
    16,195.95       19,160.00  
OSTEOTECH INC COM
    2,889.85       1,014.00  
OTELCO INC INCOME DEP SECS IDS
    62,719.56       29,717.62  
OTTER TAIL CORP
    39,288.26       24,178.51  
OVERSEAS SHIPHOLDING GROUP INC COM
    173,932.80       117,908.00  
OVERSTOCK COM INC DEL COM
    1,252.58       1,078.00  
OWENS & MINOR INC NEW COM
    131,206.53       109,185.00  
OWENS & MINOR INC NEW COM
    98,324.71       82,830.00  
OWENS & MINOR INC NEW COM
    43,059.60       33,885.00  
OWENS CORNING NEW COM STK
    173,349.76       119,716.00  
OWENS CORNING NEW COM STK
    14,846.85       11,245.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
OWENS CORNING NEW WT EXP SER B WTS
    48,258.30       1,285.20  
OWENS ILL INC COM NEW
    33,246.48       17,627.85  
OXYGEN BIOTHERAPEUTICS INC COM STK
    883.03       336.00  
OYO GEOSPACE COM
    9,115.23       3,406.65  
P F CHANGS CHINA BISTRO INC COM STK
    120,226.76       94,230.00  
P F CHANGS CHINA BISTRO INC COM STK
    72,526.93       69,416.10  
PAC FL CELL CORP COM STK
    1,757.47       75.00  
PAC RIM MNG CORP COM NEW
    1,467.04       560.00  
PAC SUNWEAR CAL INC COM
    1,486.75       504.03  
PAC SUNWEAR CAL INC COM
    54,402.46       10,653.00  
PACCAR INC COM
    120,564.05       258,086.40  
PACCAR INC COM
    52,530.04       38,060.79  
PACER INTL INC TENN COM
    118,083.55       74,053.00  
PACER INTL INC TENN COM
    9,182.42       3,926.49  
PACIFIC BASIN SHIP USD0.1
    46,443.30       38,151.27  
PACIFIC BOOKER MINERALS INC COM
    4,836.69       2,232.00  
PACIFIC CAP BANCORP NEW COM
    45,979.50       35,448.00  
PACIFIC COMOX RES LTD COM
    7,394.90       719.80  
PACIFIC ETHANOL INC COM
    308,296.70       53,110.20  
PACIFIC MERCANTILE BANCORP COM
    2,694.95       980.00  
PACIFIC RODERA ENERGY INC FORMERLY PAC RODERA VENTURES INC TO 03/29/2004 COM
    50,260.52       13,972.50  
PACTIV CORP COM
    170,816.58       164,208.00  
PACTIV CORP COM
    91,662.92       82,576.72  
PACTIV CORP COM
    140,206.48       132,610.40  
PACTIV CORP COM
    170,632.00       174,160.00  
PACTIV CORP COM
    170,021.29       180,131.20  
PACWEST BANCORP DEL COM
    181,359.16       196,370.00  
PACWEST BANCORP DEL COM
    73,616.12       69,940.00  
PAETEC HLDG CORP COM STK
    882.30       259.20  
PAIN THERAPEUTICS INC COM ISIN US69562K1007
    7,441.20       7,104.00  
PAIN THERAPEUTICS INC COM ISIN US69562K1007
    9,020.74       5,890.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PAINCARE HLDGS INC COM STK
    1,345.64       11.10  
PAIVIS CORP COM NEW STK
    258.95       30.00  
PALADIN HLDGS INC COM STK
    33,485.97       91.85  
PALADINE RESOURCES COM
    162,400.89       52,611.74  
PALATIN TECHNOLOGIES INC COM NEW STK
    2,957.87       179.80  
PALL CORP COM
    64,072.66       83,385.19  
PALM INC NEW COM
    62,638.36       26,296.78  
PALOMAR MED TECHNOLOGIES INC COM NEW
    29,841.00       24,213.00  
PALOMAR MED TECHNOLOGIES INC COM NEW
    19,535.47       10,330.88  
PAN AMERN SILVER CORP COM
    429,721.17       276,380.37  
PAN ORIENT ENERGY CORP
    2,636.35       1,774.37  
PANACOS PHARMACEUTICALS INC COM
    12,894.74       5,797.00  
PANASONIC CORP
    232,778.89       135,057.92  
PANASONIC CORP
    131,427.59       98,223.94  
PANCONTINENTAL URANIUM CORP COM STK
    8,964.00       637.31  
PANERA BREAD CO CL A
    43,651.08       62,688.00  
PANERA BREAD CO CL A
    37,182.89       37,612.80  
PANTRY INC COM ISIN #US6986571031
    85,557.12       62,205.00  
PANTRY INC COM ISIN #US6986571031
    113,050.40       115,830.00  
PAR PHARMACEUTICAL COS INC COM
    13,535.50       14,751.00  
PAR PHARMACEUTICAL COS INC COM
    29,870.97       21,456.00  
PARAGON SHIPPING INC CL A COM STK
    16,844.80       19,000.00  
PARAMETRIC TECHNOLOGY CORP COM NEW STK
    76.17       50.60  
PARK PL ENERGY CORP COM STK
    1,014.95       22.50  
PARKER DRILLING CO COM
    49,887.02       17,463.80  
PARKER-HANNIFIN CORP COM
    27,922.49       16,165.20  
PARKER-HANNIFIN CORP COM
    112,059.29       168,543.48  
PARMALAT S.P.A EUR1
    284,236.73       232,423.94  
PARTICLE DRILLING TECHNOLOGIES INC COM
    2,120.57       66.06  
PARTNERRE HLDG LTD COM STK
    275,515.90       277,953.00  
PARTNERRE HLDG LTD COM STK
    202,578.12       213,810.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PATIENT ACCESS SOLUTIONS INC COM STK
    1,248.95       50.00  
PATRIOT CAP FDG INC COM
    25,114.79       7,317.01  
PATRIOT COAL CORP-STOCK DISTRIBUTION
    38,417.69       18,175.00  
PATRIOT SCIENTIFIC CORP COM
    249,582.90       82,844.10  
PATTERSON COS INC COM
    88,414.86       43,125.00  
PATTERSON COS INC COM
    233,007.74       138,750.00  
PATTERSON-UTI ENERGY INC COM
    157,691.49       70,211.00  
PATTERSON-UTI ENERGY INC COM
    6,533.80       5,409.70  
PAXTON ENERGY INC COM
    42,516.75       634.80  
PAYCHEX INC COM
    96,898.38       77,566.73  
PAYCHEX INC COM
    209,535.12       210,240.00  
PAYMENT DATA SYS INC COM STK
    929.95       40.00  
PC CONNECTION INC COM
    28,792.09       11,776.00  
PC MALL INC COM
    5,700.04       1,604.00  
PCCW LIMITED HKD0.25(POST CONS)
    15,358.43       763.84  
PCS EDVENTURES COM INC COM
    573.12       1,010.00  
PDL BIOPHARMA INC COM
    22,522.23       9,888.00  
PDL BIOPHARMA INC COM
    13,415.65       9,888.00  
PEABODY ENERGY CORP COM STK
    268,062.66       152,425.00  
PEABODY ENERGY CORP COM STK
    92,546.67       50,050.00  
PEABODY ENERGY CORP COM STK
    216,700.13       135,573.44  
PEAK ENERGY SVCS TR TR UNIT PEAK ENERGY SERVICES TRUST
    9,540.75       1,224.72  
PEARL EXPL & PRODTN LTD COM STK
    972.03       252.72  
PECO II INC COM NEW COM NEW
    4,935.90       539.02  
PEDIMENT EXPL LTD COM
    20,700.04       9,153.00  
PEETS COFFEE & TEA INC COM
    525,033.41       478,950.00  
PEGASUS WIRELESS CORP NEV COM NEW STK
    4,797.32       0.12  
PEMBINA PIPELINE INCOME FD TR UNIT
    11,254.09       8,641.50  
PENFORD CORP COM
    5,556.67       1,649.95  
PENGROWTH ENERGY TR TR UNIT NEW
    570,362.72       297,164.76  
PENN NATL GAMING INC COM
    97,936.30       74,830.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PENN NATL GAMING INC COM
    17,453.30       8,552.00  
PENN VA CORP COM
    6,717.45       2,598.00  
PENNEY J.C CO INC COM
    207,316.72       108,350.00  
PENNEY J.C CO INC COM
    417,706.50       238,370.00  
PENNEY J.C CO INC COM
    628,535.82       340,810.00  
PENNEY J.C CO INC COM
    64,115.79       33,310.49  
PENSON WORLDWIDE INC COM
    2,558.95       1,524.00  
PENSON WORLDWIDE INC COM
    28,493.10       34,290.00  
PENTAIR INC COM
    299,878.24       196,461.00  
PENTAIR INC COM
    6,560.94       4,297.00  
PEOPLES EDL HLDGS INC COM STK
    1,476.85       1,150.00  
PEOPLES UTD FINL INC COM
    29,473.51       30,311.00  
PEOPLES UTD FINL INC COM
    35,713.70       39,226.00  
PEOPLES UTD FINL INC COM
    154,434.98       153,338.00  
PEOPLES UTD FINL INC COM
    179,469.92       192,207.40  
PEP BOYS-MANNY MOE & JACK COM
    4,266.35       4,543.00  
PEPCO HLDGS INC COM
    157,009.10       118,992.00  
PEPCO HLDGS INC COM
    134,489.23       94,128.00  
PEPCO HLDGS INC COM
    289,375.51       193,584.00  
PEPCO HLDGS INC COM
    235,683.91       177,600.00  
PEPCO HLDGS INC COM
    2,335.45       1,617.21  
PEPINNINI MINERALS LIMITED COM STK
    18,078.45       1,604.00  
PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
    14,973.80       14,631.50  
PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
    274,316.72       173,327.00  
PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
    22,595.53       18,233.10  
PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
    81,006.41       74,283.00  
PEPSIAMERICAS INC COM
    31,033.60       26,468.00  
PEPSIAMERICAS INC COM
    7,773.23       6,189.99  
PEPSICO INC COM
    253,101.93       230,034.00  
PEPSICO INC COM
    787,759.36       609,590.10  
PEPSICO INC COM
    1,204,083.23       2,124,528.30  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PEPSICO INC COM
    795,153.28       640,809.00  
PEPSICO INC COM
    552,798.82       564,131.00  
PEPSICO INC COM
    421,546.16       343,800.00  
PERDIGAO SA SPONSORED ADR REPSTG COM
    26,042.18       13,849.50  
PEREGRINE PHARMACEUTICALS INC COM
    114,005.53       28,644.75  
PERFICIENT INC COM STK
    63,944.34       31,548.00  
PERINI CORP COM
    395,722.05       219,772.00  
PERINI CORP COM
    852,853.05       659,316.00  
PERINI CORP COM
    85,026.24       57,374.52  
PERKINELMER INC COM
    51,862.22       41,730.00  
PERNOD RICARD NPV EUR 1.55
    783,273.41       643,976.26  
PEROT SYS CORP CDT-CL A COM STK
    2,474.07       1,913.80  
PERRIGO CO COM
    57,563.67       50,805.31  
PERRIGO CO COM
    290,082.32       284,328.00  
PERRIGO CO COM
    79,628.04       72,600.57  
PERRIGO CO COM
    117,022.10       119,223.90  
PERSIMMON ORD GBP0.10
    338,773.13       113,059.67  
PETAQUILLA RES LTD COM
    352.57       72.00  
PETMED EXPRESS INC COM STK
    13,572.08       14,421.34  
PETRO CANADA COM NPV
    568,249.74       233,759.42  
PETRO DEV CORP COM
    9,973.42       3,610.50  
PETRO-CDA COM PETRO-CANADA
    8,855.06       6,895.35  
PETROCHINA CO ‘H’CNY1
    87,889.40       66,584.09  
PETROHAWK ENERGY CORP COM
    206,080.47       187,247.40  
PETROHAWK ENERGY CORP COM
    1,990,673.24       1,341,272.82  
PETROHAWK ENERGY CORP COM
    109,906.39       75,961.80  
PETROHAWK ENERGY CORP COM
    164,611.38       171,617.40  
PETROHAWK ENERGY CORP COM
    116,233.77       87,168.51  
PETROLIFERA PETE LTD COM PETROLIFERA PETE LTD
    1,003.47       55.28  
PETROQUEST ENERGY INC COM
    66,644.13       27,040.00  
PETROQUEST ENERGY INC COM
    37,261.44       24,336.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PETSMART INC COM
    1,360.06       936.80  
PEUGEOT SA EUR1
    129,894.27       115,335.71  
PEYTO ENERGY TR TR UNIT COM UNIT
    31,508.11       13,953.76  
PFIZER INC COM STK $.11 1/9 PAR
    123,936.40       93,420.25  
PFIZER INC COM STK $.11 1/9 PAR
    974,838.92       765,072.00  
PFIZER INC COM STK $.11 1/9 PAR
    731,141.65       540,863.40  
PFIZER INC COM STK $.11 1/9 PAR
    2,924,283.45       2,971,614.03  
PFIZER INC COM STK $.11 1/9 PAR
    1,756,106.60       1,587,943.49  
PG& E CORP COM
    48,511.46       44,708.54  
PG& E CORP COM
    253,838.96       348,390.00  
PG& E CORP COM
    149,504.96       138,078.57  
PGT INC COM
    24,177.85       5,028.50  
PHARMACEUTICAL HOLDRS TR DEPOS RCPT
    37,038.57       30,665.00  
PHARMACEUTICAL PROD DEV INC COM
    221,183.57       147,951.00  
PHARMACEUTICAL PROD DEV INC COM
    7,339.94       4,402.12  
PHARMANET DEV GROUP INC COM
    990.11       91.00  
PHARMERICA CORP COM STK
    30,536.06       23,567.68  
PHARMERICA CORP COM STK
    211,276.17       148,865.00  
PHH CORP COM NEW COM NEW
    354.20       216.41  
PHILIP MORRIS INTL INC COM
    744,203.24       673,545.68  
PHILIP MORRIS INTL INC COM
    1,111,398.82       2,192,904.00  
PHILIP MORRIS INTL INC COM
    613,741.49       779,960.26  
PHILIPS ELEC(KON) EUR0.20
    19,983.22       19,224.39  
PHILLIPS VAN HEUSEN CORP COM
    80,068.60       44,286.00  
PHILLIPS VAN HEUSEN CORP COM
    74,379.70       77,097.90  
PHILLIPS VAN HEUSEN CORP COM
    8,603.95       4,033.79  
PHOENIX ASSOCS LD SYND COM STK USD0.001
    95,946.86       3,837.28  
PHOTRONICS INC COM
    18,690.28       11,700.00  
PHYSICIANS ADULT DAYCARE INC COM
    1,729.25       12.00  
PHYSICIANS RESOURCE GROUP INC COM
    206.44        
PHYTOMEDICAL TECHNOLOGIES INC COM
    1,599.48       150.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PICK COMMUNICATIONS CORP COM NEW
    473.70       0.01  
PICO HLDGS INC COM NEW STK
    15,106.96       10,632.00  
PIEDMONT NAT GAS INC COM
    20,525.04       20,553.83  
PIKE ELEC CORP COM STK
    24,788.95       25,830.00  
PILGRIM PETE CORP COM
    8,897.60       79.11  
PINETREE CAP COM STK
    1,909,449.48       286,021.13  
PINNACLE AIRL CORP COM
    328.72       154.70  
PINNACLE DATA SYSTEMS INC COM
    265.95       44.00  
PINNACLE ENTMT INC COM
    2,884.95       768.00  
PINNACLE GAS RES INC COM STK
    1,409.47       155.00  
PINNACLE MICRO INC COM
    6,353.95        
PINNACLE W. CAP CORP COM
    66,223.00       64,260.00  
PINNACLE W. CAP CORP COM
    100,793.61       83,538.00  
PINNACLE W. CAP CORP COM
    39,704.72       36,294.14  
PIONEER DRILLING CO COM STK
    4,290.77       1,671.00  
PIONEER NAT RES CO COM STK
    172,372.97       48,540.00  
PIONEER NAT RES CO COM STK
    31,663.74       8,956.55  
PIPER JAFFRAY COS COM
    61,375.65       59,640.00  
PITCHSTONE EXPLORATIONS LTD COM STK
    3,967.15       421.20  
PITNEY BOWES INC COM
    136,399.23       127,400.00  
PITNEY BOWES INC COM
    371,099.75       298,116.00  
PITNEY BOWES INC COM
    208,649.94       165,620.00  
PITNEY BOWES INC COM
    20,254.69       12,997.07  
PIXELWORKS INC COM NEW STK
    580.38       59.76  
PIXTECH INC COM
    7,209.95       0.20  
PLAINS EXPL & PRODTN CO COM
    3,570.95       2,324.00  
PLANAR SYS INC
    186,528.05       32,208.00  
PLANKTOS CORP COM STK
    16,290.20       37.36  
PLANTRONICS INC NEW COM
    143,037.69       99,000.00  
PLANTRONICS INC NEW COM
    6,370.42       3,115.20  
PLASTICON INTL INC COM
    6,981.82        

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PLATCOM INC COM STK
    995.22       0.06  
PLATINUM GROUP METALS LTD COM NEW PLATNIUM GROUP METALS LIMITED NEW
    633.95       760.00  
PLATINUM RESH ORGANIZATION INC COM
    4,583.24       164.00  
PLATINUM UNDERWRITERS HLDGS INC COM USD0.01
    163,380.58       169,576.00  
PLATINUM UNDERWRITERS HLDGS INC COM USD0.01
    366,524.29       382,448.00  
PLEXUS CORP COM
    130,331.70       74,580.00  
PLEXUS CORP COM
    16,130.97       13,136.25  
PLUG PWR INC COM
    4,172.88       1,050.60  
PLURIS ENERGY GROUP INC COM STK
    424.95       15.00  
PMA CAP CORP CL A
    14,188.50       19,116.00  
PMC SIERRA INC COM
    254,498.97       152,944.20  
PMC SIERRA INC COM
    94,900.85       75,295.98  
PMC SIERRA INC COM
    8,280.68       5,661.90  
PMFG INC COM STK
    17,030.50       7,648.00  
PMI GROUP INC COM
    66,445.23       10,725.00  
PMI GROUP INC COM
    19,772.40       11,700.00  
PNC FINANCIAL SERVICES GROUP COM STK
    408,975.13       421,400.00  
PNC FINANCIAL SERVICES GROUP COM STK
    169,709.76       153,370.00  
PNC FINANCIAL SERVICES GROUP COM STK
    271,248.00       196,000.00  
POINTER TELOCATION LTD ORD ILS0.01
    135.65       61.50  
POLARIS GEOTHERMAL INC COM STK
    2,854.50       567.00  
POLARIS INDS INC COM
    3,638.11       2,148.75  
POLO RALPH LAUREN CORP CL A
    117,495.35       63,574.00  
POLYCOM INC COM
    160,440.30       85,653.40  
POLYCOM INC COM
    1,387.22       675.50  
POLYMEDIX INC COM STK
    1,256.95       1,984.00  
POLYMET MNG CORP COM
    25,186.51       6,700.00  
POLYONE CORP COM
    11,172.76       4,725.00  
PONIARD PHARMACEUTICALS INC COM NEW STK
    139.20       30.88  
POPULAR INC COM
    71,623.56       68,112.00  
POPULAR INC COM
    8,751.31       2,322.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PORTFOLIO RECOVERY ASSOCS INC COM
    26,442.59       23,011.20  
PORTFOLIO RECOVERY ASSOCS INC COM
    78,982.26       60,912.00  
PORTLAND GEN ELEC CO COM NEW STK\
    130,587.02       130,449.00  
PORTLAND GEN ELEC CO COM NEW STK\
    10,677.64       7,788.00  
POTASH CORP SASK INC COM
    126,111.09       131,796.00  
POTASH CORP SASK INC COM
    814,623.49       754,898.20  
POWELL INDS INC COM
    26,533.29       20,314.00  
POWER AIR CORP COM
    1,043.94       252.00  
POWER INTEGRATIONS INC COM
    69,908.87       80,951.36  
POWER SPECTRA INC COM
    7,774.93        
POWER-ONE INC COM
    16,722.51       2,380.00  
POWER-SAVE ENERGY CO COM STK
    243.95       100.00  
POWERSECURE INTL INC COM STK
    13,497.90       13,160.00  
POWERSHARES DB AGRICULTURE DOUBLE LONG ETN
    23,346.44       16,466.51  
POWERSHARES DB GOLD DOUBLE SHORT ETN
    52,799.37       48,229.80  
POWERSHARES DB MULTI-SECTOR COMMODITY TRPWR SH DB BASE METALS FD COM UNIT PWR
    1,363.45       595.50  
POWERSHARES EXCHANGE-TRADED FD TR DWA TECH LEADERS PORTFOLIO DWA
    27,976.47       15,225.60  
POWERWAVE TECHNOLOGIES INC COM
    36,674.81       12,740.00  
POWERWAVE TECHNOLOGIES INC COM
    45,924.92       5,400.00  
PPG IND INC COM
    181,295.49       173,963.00  
PPG IND INC COM
    269,564.84       190,935.00  
PPG IND INC COM
    453,390.33       318,564.44  
PPG IND INC COM
    90,211.20       67,887.28  
PPL CORP COM ISIN US69351T1060
    7,563.13       4,964.81  
PPL CORP COM ISIN US69351T1060
    194,204.56       170,973.99  
PPL CORP COM ISIN US69351T1060
    186,938.71       285,417.00  
PRAXAIR INC COM
    286,276.13       290,864.00  
PRAXAIR INC COM
    209,476.49       463,008.00  
PRAXAIR INC COM
    1,072,853.58       904,765.12  
PRAXAIR INC COM
    57,615.02       40,350.26  
PRB ENERGY INC COM
    2,519.40       0.10  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PRE PAID LEGAL SVCS INC COM
    67,349.06       52,317.87  
PRECISION CASTPARTS CORP COM
    1,070,918.36       636,436.00  
PRECISION CASTPARTS CORP COM
    409,749.78       208,180.00  
PRECISION CASTPARTS CORP COM
    188,388.53       136,107.97  
PRECISION DRILLING TR TR UNIT COM STK
    32,864.22       12,232.62  
PREMIER EXHIBITIONS INC COM
    28,463.92       4,811.54  
PREMIER GOLD MINES LTD COM STK
    20,639.03       21,923.28  
PREMIER INFORMATION MGMT INC COM
    3,167.95       15.00  
PREMIERE GLOBAL SVCS INC COM
    224,192.38       202,335.00  
PRESTIGE BRANDS HLDGS INC COM
    246,964.51       232,648.60  
PRESTIGE BRANDS HLDGS INC COM
    36,306.27       34,815.00  
PRESTIGE BRANDS HLDGS INC COM
    7,151.53       8,471.65  
PRICE NET U S A INC COM
    119,611.81       3.91  
PRICE T ROWE GROUP INC COM
    27,956.46       17,712.81  
PRICE T ROWE GROUP INC COM
    145,326.84       230,360.00  
PRICE T ROWE GROUP INC COM
    212,146.47       216,892.80  
PRICELINE COM INC COM NEW STK
    92,934.00       110,475.00  
PRICELINE COM INC COM NEW STK
    124,973.56       132,570.00  
PRICELINE COM INC COM NEW STK
    29,841.75       28,134.30  
PRIDE INTL INC DEL COM
    38,561.82       16,699.10  
PRIMARY CORP COM NPV
    5,253.47       83.55  
PRIME STAR GROUP INC COM STK
    698.41        
PRIMUS TELECOMMUNICATIONS GROUP INC PRTL
    2,321.52       318.00  
PRINCETON NATL BANCORP INC COM
    6,387.70       5,755.10  
PRINCIPAL FINL GROUP INC COM STK
    15,980.88       13,684.80  
PRINCIPAL FINL GROUP INC COM STK
    206,640.47       146,705.00  
PRIVATEBANCORP INC COM
    195,928.99       183,723.60  
PROBE MINES LTD COM STK
    7,560.65       1,296.00  
PROCTER & GAMBLE CO COM
    226,776.14       223,912.04  
PROCTER & GAMBLE CO COM
    173,829.89       161,844.76  
PROCTER & GAMBLE CO COM
    978,326.99       923,174.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PROCTER & GAMBLE CO COM
    2,310,804.15       4,594,833.32  
PROCTER & GAMBLE CO COM
    445,878.94       432,740.00  
PROCTER & GAMBLE CO COM
    744,984.42       1,032,394.00  
PROGRESS ENERGY INC COM
    251,892.35       255,040.00  
PROGRESS ENERGY INC COM
    36,207.60       33,865.17  
PROGRESSIVE CORP OH COM
    210,676.70       247,327.00  
PROGRESSIVE CORP OH COM
    12,128.51       7,345.43  
PROJ GROUP INC COM STK
    279.95       0.10  
PROSOFT LEARNING CORP COM
    2,509.95        
PROSPERITY BANCSHARES INC COM
    173,284.65       151,500.80  
PROSPERITY BANCSHARES INC COM
    117,747.00       124,278.00  
PROTALIX BIOTHERAPEUTICS INC COM STK
    1,199.95       368.00  
PROTECTIVE LIFE CORP COM
    583,960.43       233,905.00  
PROTERION CORP COM STK
    1,548.25       0.75  
PROVECTUS PHARMACEUTICAL INC COM
    2,032.95       1,564.00  
PROVIDENT BANKSHARES CORP COM
    35,989.00       56,028.00  
PROVIDENT ENERGY TR TR UNIT
    209,469.25       98,570.88  
PROVIDENT FINL SVCS INC COM
    138,689.60       149,940.00  
PROVIDENT FINL SVCS INC COM
    271,961.11       281,520.00  
PROXIM CORP CL A NEW
    1,302.56        
PROXIM WIRELESS CORP COM STK
    24,676.57       1,200.00  
PROXYMED INC COM NEW
    59.23       0.01  
PRUDENTIAL FINL INC COM
    263,320.54       113,172.40  
PRUDENTIAL FINL INC COM
    265,819.82       341,938.00  
PRUDENTIAL FINL INC COM
    409,658.65       320,756.00  
PRUDENTIAL FINL INC COM
    50,367.23       40,785.76  
PSIVIDA CORP COM STK
    30,591.26       5,287.50  
PSYCHIATRIC SOLUTIONS INC COM
    3,452.44       2,785.00  
PSYCHIATRIC SOLUTIONS INC COM
    318,655.67       247,001.65  
PSYCHIATRIC SOLUTIONS INC COM
    156,047.49       108,893.50  
PTT PUBLIC COMPANY THB10(ALIEN MKT)
    170,067.62       138,964.92  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PUB SERVICE ENTERPRISE GROUP INC COM
    189,233.98       144,829.05  
PUB SERVICE ENTERPRISE GROUP INC COM
    256,417.05       367,542.00  
PUB SERVICE ENTERPRISE GROUP INC COM
    74,138.28       49,909.23  
PULTE HOMES INC COM
    56,089.69       55,082.73  
PULTE HOMES INC COM
    59,955.57       57,929.00  
PULTE HOMES INC COM
    771,619.63       631,754.00  
PULTE HOMES INC COM
    94,723.54       97,277.00  
PULTE HOMES INC COM
    292,951.10       245,159.90  
PULTE HOMES INC COM
    206,533.49       200,893.40  
PULTE HOMES INC COM
    89,437.50       81,975.00  
PUNCH TAVERNS ORD SHS GBP0.0004786
    268,886.04       36,088.47  
PURADYN FILTER TECHNOLOGIES INC COM
    11,776.75       980.00  
PURCHASEPRO COM INC COM NEW STK
    5,067.64       48.00  
PURE BIOFUELS CORP COM STK
    149.76       13.00  
PURPLE BEVERAGE CO INC COM STK
    5,992.00       37.50  
PWR 3 MED PRODS INC COM STK
    8,155.55       381.48  
PYRAMID OIL CO COM
    17,627.17       15,831.25  
Q E P INC COM
    1,189.67       562.00  
QAD INC COM
    2,308.10       1,466.50  
QBE INS GROUP NPV
    126,903.31       125,387.29  
QIAGEN N V COM
    91,630.38       79,002.44  
QIAO XING MOBILE COMMUNIC CO LTD COM STKUSD0.00025
    4,099.90       1,752.60  
QIAO XING UNIVERSAL TELEPHONEINC 1 COM
    2,321.19       558.00  
QLOGIC CORP COM
    31,248.49       26,880.00  
QLOGIC CORP COM
    100,433.10       92,736.00  
QLOGIC CORP COM
    295,197.52       209,664.00  
QLOGIC CORP COM
    136,129.72       44,352.00  
QLOGIC CORP COM
    18,196.22       18,816.00  
QLT INC COM STK
    2,388.95       2,410.00  
QSOUND LABS INC COM NEW
    1,352.95       140.00  
QUADRAMED CORP COM NEW STK
    12,045.95       4,900.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
QUALCOMM INC COM
    316,803.60       286,725.28  
QUALCOMM INC COM
    1,205,660.41       1,476,196.00  
QUALCOMM INC COM
    852,852.60       781,094.00  
QUALCOMM INC COM
    639,579.31       616,276.00  
QUALCOMM INC COM
    1,684,725.91       1,488,772.33  
QUALCOMM INC COM
    715,268.29       563,319.26  
QUALCOMM INC COM
    1,014,563.92       864,577.90  
QUALITY SYS INC COM STK
    23,307.10       25,081.54  
QUANTA SVCS INC COM
    145,035.59       129,016.80  
QUANTA SVCS INC COM
    212,402.53       151,470.00  
QUANTA SVCS INC COM
    481,662.24       603,900.00  
QUANTA SVCS INC COM
    217,534.89       152,875.80  
QUANTUM CORP DSSG COM
    22,331.00       4,932.00  
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM
    16,651.35       14,552.00  
QUEPASA CORP COM NEW STK
    1,010.32       417.50  
QUEST CAP CORP COM
    176,633.43       76,686.06  
QUEST DIAGNOSTICS INC COM
    38,179.49       38,266.13  
QUEST DIAGNOSTICS INC COM
    140,254.40       207,640.00  
QUEST RESOURCE CORP COM NEW COM NEW
    14,173.04       2,200.00  
QUEST URANIUM CORP COM STK
          38.88  
QUESTAR CORP COM
    10,771.81       6,543.88  
QUESTAR CORP COM
    187,804.58       140,567.00  
QUESTCOR PHARMACEUTICALS INC COM
    45,444.63       52,136.00  
QUICKSILVER RES INC COM
    28,532.49       17,489.80  
QUIDEL CORP COM
    1,775.65       1,307.00  
QUIKSILVER INC COM
    5,743.59       736.00  
QUIKSILVER INC COM
    91,227.24       25,944.00  
QWEST COMMUNICATIONS INTL INC COM
    881,985.53       132,852.72  
QWEST COMMUNICATIONS INTL INC COM
    52,794.37       66,431.09  
R H DONNELLEY CORP COM NEW
    202,227.53       19,190.05  
RACKSPACE HOSTING INC COM STK
    5,288.15       5,380.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
RADIAN GROUP INC COM
    1,831.41       2,208.00  
RADIANT LOGISTICS INC COM STK
    2,009.95       680.00  
RADIOSHACK CORP DEL COM
    13,430.70       8,955.00  
RADIOSHACK CORP DEL COM
    49,902.60       37,157.28  
RADIOSHACK CORP DEL COM
    98,527.52       62,088.00  
RADIOSHACK CORP DEL COM
    124,670.11       72,834.00  
RADISYS CORP COM
    22,342.42       9,401.00  
RADNET INC COM STK
    1,794.86       770.50  
RAE SYS INC COM
    1,405.40       216.00  
RALCORP HLDGS INC NEW COM
    10,044.27       9,227.20  
RAM ENERGY RES INC COM STK
    1,823.93       880.00  
RAMBUS INC DEL COM
    162,518.47       176,950.80  
RANCHER ENERGY CORP COM
    190,840.75       3,393.91  
RANGE RES CORP COM
    68,210.03       45,112.73  
RANGE RES CORP COM
    190,116.52       130,682.00  
RAPTOR NETWORKS TECHNOLOGY INC COM
    8,287.80       1,610.00  
RASER TECHNOLOGIES INC COM
    22,981.20       9,325.00  
RAUTARUUKKI OYJ NPV
    106,213.16       122,124.23  
RAYMOND JAMES FNCL INC COM STK
    5,791.95       3,426.00  
RAYTHEON CO COM NEW COM NEW
    399,595.98       525,712.00  
RAYTHEON CO COM NEW COM NEW
    579,110.05       576,752.00  
RAYTHEON CO COM NEW COM NEW
    307,661.87       271,472.73  
RBC BEARINGS INC COM
    1,341.10       669.24  
RC2 CORP COM
    17,904.85       6,081.90  
RCM TECHNOLOGIES INC COM NEW
    968.95       333.00  
RCN CORP COM NEW
    4,367.76       2,006.00  
REALITY RACING INC COM NEW STK
    35,371.13       271.70  
REALNETWORKS INC COM
    21,033.01       12,319.70  
REAVES UTIL INCOME FD COM SH BEN INT COMSH BEN INT
    2,882.20       1,863.37  
RECKITT BENCKISER GROUP PLC ORD GBP0.10
    544,166.51       404,047.70  
RECKITT BENCKISER GROUP PLC ORD GBP0.10
    1,248,517.77       962,694.33  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
RED BACK MNG INC COM STK
    2,555.08       2,198.79  
RED HAT INC COM
    7,613.92       5,288.00  
RED REEF LABORATORIES INTL INC COM NEW COM NEW
    1,022.22       25.20  
RED ROBIN GOURMET BURGERS INC COM
    3,458.49       1,683.00  
RED ROBIN GOURMET BURGERS INC COM
    88,537.12       50,490.00  
RED ROCK PICTURES HLDGS INC COM
    344.31       2.00  
REDDY ICE HLDGS INC COM
    2,734.95       144.00  
REDENVELOPE INC COM STK
    2,476.90       0.07  
REDWOOD TR INC COM
    23,638.91       9,491.97  
REEDS INC COM STK
    136.84       18.70  
REFLECT SCIENTIFIC INC COM
    5,065.90       600.00  
REGAL BELOIT CORP COM
    66,937.95       74,612.36  
REGAL BELOIT CORP COM
    606,823.04       442,583.50  
REGAL ENERGY LTD COM STK
    1,315.27       43.19  
REGAL ENTMT GROUP CL A CL A
    19,285.12       10,880.89  
REGEN BIOLOGICS INC NEW COM NEW COM NEW
    658.95       1,000.00  
REGI U S INC COM
    10,776.28       2,700.00  
REGIONS FINL CORP NEW COM
    48,205.17       38,406.69  
REGIONS FINL CORP NEW COM
    289,905.20       210,144.00  
REGIONS FINL CORP NEW COM
    530,767.32       136,386.64  
REGIONS FINL CORP NEW COM
    145,923.51       105,868.00  
REGIS CORP MINN COM
    74,967.44       37,778.00  
REGIS CORP MINN COM
    17,228.88       26,154.00  
REHABCARE GROUP INC COM
    52,162.03       51,544.00  
REINSURANCE GROUP AMER INC COM NEW STK
    6,567.64       5,823.52  
RELIANCE STL & ALUM CO COM
    12,761.22       3,988.00  
RELIANCE STL & ALUM CO COM
    43,122.45       41,874.00  
RELIANCE STL & ALUM CO COM
    80,426.50       49,850.00  
RELIANT ENERGY INC COM
    1,604,118.07       714,986.00  
RELIANT ENERGY INC COM
    16,379.74       18,438.20  
RELIV INTL INC COM
    3,465.07       1,648.95  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
REMEC INC COM NEW
    397.57       53.40  
RENAISSANCE RE HLDGS LTD COM
    89,754.00       144,368.00  
RENAISSANCE RE HLDGS LTD COM
    2,713.64       2,578.00  
RENAISSANCE RE HLDGS LTD COM
    154,595.00       180,460.00  
RENASANT CORP COM
    47,183.18       59,605.00  
RENAULT SA EUR3.81
    226,933.86       225,261.49  
RENAULT SA EUR3.81
    1,105,519.01       232,068.84  
RENT A CTR INC NEW COM
    144,718.10       180,030.00  
RENT A CTR INC NEW COM
    260,839.48       217,095.00  
RENT A CTR INC NEW COM
    46,159.05       61,775.00  
RENTECH INC COM STK
    3,775.74       1,224.00  
REORG IRISH INVT N/C TO NEW IRELAND FUNC 2612359 EFF 6/21/01
    20,836.97       3,688.00  
REORG MUELLER WTR PRODS INC SER B STK MAND EXCHANGE SEC 2024998 EFF 01/28/09
    13,467.92       3,895.01  
REORG OPEN ENERGY CORP COM STK EFFECTIVE DATE AS OF 02/03/09
    20,511.36       3,685.00  
REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014
    1,432.07       2,340.00  
REORG/ ADR DUCATI MTR HLDGS SPA SPONSORED ADR TERMINATION 1/16/09
    2,422.17       1,775.00  
REORG/ MERRILL LYNCH & CO INC COM STK EFF DT: 01/02/2009
    56,316.99       33,808.75  
REORG/ MERRILL LYNCH & CO INC COM STK EFF DT: 01/02/2009
    321,091.05       83,447.16  
REORG/ MERRILL LYNCH & CO INC COM STK EFF DT: 01/02/2009
    1,270,673.91       464,436.00  
REORG/ MERRILL LYNCH & CO INC COM STK EFF DT: 01/02/2009
    606,737.75       181,584.00  
REORG/ MERRILL LYNCH & CO INC COM STK EFF DT: 01/02/2009
    41,832.96       45,396.00  
REORG/ NATIONWIDE FINL SVCS INC CL A COM EFF DT: 1/1/2009
    4,772.49       5,317.85  
REORG/ OMRIX BIOPHARMACEUTICALS INC COMSTK CASH MERGER EFF 12/31/08
    1,616.35       1,249.50  
REORG/ABLEAUCTIONS REV SPLIT TO ABLEAUCTIONS.COM NEW 2049510 1/15/09
    15,520.17       1,610.00  
REORG/BE INC COM STK PLAN OF DISSOLUTION EFF 5/18/04
    5,739.95        
REORG/BEVSYS INTL INC NEW NAME CHANGE TO RATATE BLACK INC 2029093 EFF 10/26/06
    9,130.00        
REORG/BLYTH INC REV SPLIT TO BLYTH INC NEW 2049994 EFF 02/02/09
    22,211.00       27,440.00  
REORG/BLYTH INC REV SPLIT TO BLYTH INC NEW 2049994 EFF 02/02/09
    65,074.12       29,008.00  
REORG/CENTERPLATE INC INCOME PLAN OF MERGER 3220058 2010093 EFF 1/27/09
    21,801.00       3,018.93  
REORG/CMKM DIAMOND GEN MERGER EFFEC 04-14-06
    22,283.46        
REORG/DOVER GLEN INC NAME CHANGE TO PETROALGAE INC 2049557 EFF 1/16/09
    2,946.42       50.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
REORG/EQUITABLE RES NAME CHANGE TO EQT CORP SEC 2050084 EFF 2/9/09
    83,026.20       86,559.00  
REORG/EQUITABLE RES NAME CHANGE TO EQT CORP SEC 2050084 EFF 2/9/09
    101,316.80       107,360.00  
REORG/FONIX CORP REV SPLIT TO FONIX CORP NEW SEC 2049262 EFF 12/23/08
    589.50       500.00  
REORG/FOSTER WHEELER LTD STK MERGER TO FOSTER WHEELER CU H27178104 2/9/09
    523,352.15       320,002.06  
REORG/MENTOR CORP CASH MERGER EFF 1/23/09
    2,809.95       3,093.00  
REORG/METRICOM INC DESP SEC EFF 10/8/02
    2,914.86        
REORG/NATL CITY CORP STK MRGR TO PNC FINL SVCS CORP SEC 2693875 12/31/08
    537,545.39       91,767.00  
REORG/NATL CITY CORP STK MRGR TO PNC FINL SVCS CORP SEC 2693875 12/31/08
    194,525.97       133,388.77  
REORG/NEWALTA INCOME MAND CONVERSION TONEWALTA INC COM 2049385 12/31/08
    11,368.64       2,592.15  
REORG/NOVACEA REV SPLIT & N/C TO TRANSCEPT PHARMACEUTICALS 2050001 2/2/09
    2,777.93       300.00  
REORG/NUVELO REV SPLIT & N/C TO ARCA BIOPHARMA INC 2049768 1/28/09
    10,681.25       1,235.25  
REORG/PUGENT ENERGY INC CASH MERGER EFF2/6/09
    7,750.97       9,577.74  
REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02
    8,210.67        
REORG/UST INC CASH MERGER EFF 1/6/09
    117,080.09       249,768.00  
REORG/UST INC CASH MERGER EFF 1/6/09
    17,293.61       18,688.47  
REORG/VYYO INC CASH MERGER EFF 12/23/08
    4,332.45       52.00  
REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08
    1,004,785.27       201,694.78  
REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08
    1,621,498.95       297,946.74  
REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08
    895,367.48       418,270.00  
REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08
    316,191.33       230,701.51  
REORG/WORLDWATER & SOLAR TECHNOLOGIES N/C TO ENTECH INC 2049492 1/12/09
    24,188.18       8,555.00  
REP AWYS HLDGS INC COM USD0.001
    248,166.82       156,849.00  
REP BANCORP INC KY CDT-CL A COM STK
    107,158.34       103,360.00  
REP BANCORP INC KY CDT-CL A COM STK
    21,956.00       21,760.00  
REPLIDYNE INC COM STK
    5,733.52       1,232.25  
REPLIGEN CORP COM STK USD0.01
    4,295.08       3,780.00  
REPUBLIC SVCS INC COM
    19,562.77       18,982.27  
REPUBLIC SVCS INC COM
    208,443.86       196,708.65  
RES-CARE INC
    474,169.68       399,532.00  
RESEARCH IN MOTION LTD COM
    1,274,375.08       842,319.06  
RESEARCH IN MOTION LTD COM
    104,928.55       103,519.58  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
RESMED INC COM
    164,214.79       159,514.88  
RESMED INC COM
    186,977.12       202,392.00  
RESMED INC COM
    47,510.66       41,078.08  
RESOURCE CAP CORP COM
    39,125.75       13,405.00  
RESOURCE CAP CORP COM
    15,353.85       5,745.00  
REVLON INC CL A NEW COM STK
    8,077.10       5,956.31  
REVOLUTIONS MED CORP COM
    54.95       10.00  
REX ENERGY CORP COM STK
    25,666.63       14,385.42  
REX STORES CORP COM
    1,198.95       807.00  
REYNOLDS AMERN INC COM
    81,779.74       58,540.08  
REYNOLDS AMERN INC COM
    158,684.76       173,333.00  
RF MICRO DEVICES INC COM
    24,056.23       6,012.24  
RHJ INTERNATIONAL NPV
    13,240.45       3,386.18  
RHYTHMS NETCONNECTIONS INC COM
    780.60       0.04  
RICHARDSON ELECTRS LTD COM
    10,596.55       5,860.00  
RICHMONT MINES INC COM STK
    5,378.95       5,160.00  
RICKS CABARET INTL INC COM NEW ISIN #US7656413033
    2,292.67       399.00  
RIM SEMICONDUCTOR CO COM
    6,088.51       8.56  
RIMA INTL HLDGS INC CL A CL A
    1,112.95        
RITCHIE BROS AUCTIONEERS INC COM
    9,427.95       6,426.00  
RITE AID CORP COM
    279,322.42       33,176.51  
RIVER HAWK AVIATION INC COM NEW STK
    2,629.90       0.30  
RIVERBED TECHNOLOGY INC COM
    1,223.95       1,139.00  
RIVIERA HLDGS CORP COM
    12,481.95       1,200.00  
RLI CORP COM
    3,222.09       3,594.19  
RMD ENTMT GROUP COM PAR $0.001 COM STK
    13,410.60        
ROAD WINGS INC COM
    808.95       200.00  
ROANOKE TECH CORP COM NEW
    825.90        
ROBERT HALF INTL INC COM
    17,019.88       12,973.07  
ROBERT HALF INTL INC COM
    133,720.77       146,156.40  
ROBERT HALF INTL INC COM
    304,311.21       236,098.80  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ROBERT HALF INTL INC COM
    117,563.65       81,198.00  
ROCHE HLDGS AG GENUSSCHEINE NPV
    430,647.94       366,878.85  
ROCHE HLDGS AG GENUSSCHEINE NPV
    1,709,772.38       1,451,026.45  
ROCHE HLDGS AG GENUSSCHEINE NPV
    586,938.65       622,762.72  
ROCHESTER MED CORP COM
    17,845.81       18,456.00  
ROCKGATE CAP CORP
    330,939.56       23,054.44  
ROCK-TENN CO CL A CL A
    10,658.85       10,254.00  
ROCK-TENN CO CL A CL A
    175,953.31       218,752.00  
ROCK-TENN CO CL A CL A
    156,994.15       141,847.00  
ROCKWELL AUTOMATION
    77,587.38       116,064.00  
ROCKWELL AUTOMATION
    667,644.15       425,568.00  
ROCKWELL AUTOMATION
    28,039.24       20,125.56  
ROCKWELL COLLINS INC COM
    92,699.57       152,451.00  
ROCKWELL COLLINS INC COM
    45,640.07       28,637.29  
ROCKWELL MED TECHNOLOGIES INC COM ISIN US7743741024
    6,206.45       4,190.00  
ROCKY BRANDS INC COM STK
    1,132.90       808.00  
ROCKY MTN CHOCOLATE FACTORY INC COM PAR $0.03 COM PAR $0.03
    1,300.85       531.00  
ROCKY MTN ENERGY CORP NEV COM
    3,496.00        
ROFIN SINAR TECHNOLOGIES INC COM
    6,658.97       3,416.28  
ROGERS COMMS INC CLASS’B’COM CAD1.62478
    1,135,584.72       882,428.09  
ROGERS COMMUNICATIONS INC CL B NON VTG CL B
    67,736.01       51,136.00  
ROGERS COMMUNICATIONS INC CL B NON VTG CL B
    1,554.00       1,052.80  
ROGERS CORP COM
    42,172.96       44,432.00  
ROHM & HAAS CO COM
    103,905.88       196,801.15  
ROLLS ROYCE GROUP ORD GBP0.20
           
ROPER INDS INC NEW COM
    22,903.03       15,198.88  
ROSETTA RES INC COM
    37,066.07       10,952.76  
ROSETTA RES INC COM
    25,570.06       29,028.00  
ROSS STORES INC COM
    5,409.79       6,042.15  
ROWAN COMPANIES INC COM
    11,575.40       5,587.61  
ROWAN COMPANIES INC COM
    71,618.61       77,910.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ROWAN COMPANIES INC COM
    54,316.57       46,110.00  
ROYAL BK CDA MONTREAL QUE COM NPV
    12,302.40       7,415.00  
ROYAL BK SCOT GRP ORD GBP0.25
    1,286,841.54       117,692.43  
ROYAL BK SCOT GRP ORD GBP0.25
    1,810,754.55       155,348.40  
ROYAL CARIBBEAN CRUISES COM STK
    338,164.88       118,648.75  
ROYAL CARIBBEAN CRUISES COM STK
    14,114.97       5,915.55  
ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (DUTCH LIST)
    1,501,995.55       1,058,175.54  
ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)
    822,001.20       598,231.39  
ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)
    700,159.78       459,443.37  
ROYAL DUTCH SHELL ‘B’ORD EUR0.07
    1,687,309.78       1,013,368.43  
ROYAL GOLD INC COM STK USD0.01
    41,205.30       55,528.61  
ROYAL OAK MINES INC COM DO NOT USE SEESEC 2003584
    12,558.25        
ROYALE ENERGY INC
    2,641.53       700.00  
ROYALITE PETE CO INC COM STK
    19,766.07       406.00  
RPM INTL INC
    234,363.80       256,497.00  
RPM INTL INC
    134,385.95       94,024.86  
RRSAT GLOBAL COMMUNICATIONS COM STK
    2,327.12       1,151.00  
RSA INSURANCE GROUP PLC ORD GBP0.275
    56,473.30       57,217.10  
RTI INTL METALS INC COM
    8,561.50       5,151.60  
RUBICON MINERALS CORP COM
    26,116.89       23,200.00  
RUBICON TECHNOLOGY INC COM MON STK
    27,995.42       4,260.00  
RUBY TUESDAY INC COM
    4,818.72       1,092.00  
RUBY TUESDAY INC COM
    37,627.34       7,332.00  
RUDY NUTRITION COM NEW
    4,106.95        
RUSHNET INC COM COM
    4,274.50       740.00  
RUSINA MINING NL ORD NPV
    10,552.90       849.70  
RWE AG (NEU) NPV
    212,061.04       178,863.29  
RXI PHARMACEUTICALS CORP COM STK
    1,246.39       2,018.25  
RYDER SYS INC COM
    39,072.39       54,292.00  
RYDER SYS INC COM
    260,270.40       151,242.00  
RYLAND GROUP INC COM
    38,248.66       34,986.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
S & T BANCORP INC COM STK
    78,832.32       85,200.00  
S W GAS CORP COM
    59,006.40       60,528.00  
S.W. AIRL CO COM
    194,353.87       158,547.66  
S.W. AIRL CO COM
    405,457.71       334,175.95  
S1 CORP COM STK
    112,504.14       118,350.00  
SAFE BULKERS INC COM STK
    1,315.12       1,002.00  
SAFEGUARD SCIENTIFICS INC COM
    223,811.60       105,984.00  
SAFETY INS GROUP INC COM
    5,210.03       4,113.79  
SAFEWAY INC COM NEW
    465,805.03       256,716.00  
SAFEWAY INC COM NEW
    17,473.37       14,380.85  
SAHARA ENERGY LTD COM
    1,258.96       12.14  
SAIA INC COM STK
    32,949.57       24,978.00  
SAIC INC COM STK USD0.0001
    141,808.17       139,905.36  
SAIC INC COM STK USD0.0001
    382,512.44       392,541.48  
SAIC INC COM STK USD0.0001
    56,289.73       56,901.08  
SAINSBURY(J) ORD GBP0.28571428
           
SAKS INC COM
    2,806.87       621.96  
SALESFORCE COM INC COM STK
    140,429.78       83,226.00  
SALIX PHARMACEUTICALS LTD COM DE
    9,998.75       13,783.63  
SALLY BEAUTY HLDGS INC COM STK
    10,699.75       6,828.00  
SALZGITTER AG ORD NPV
    595,379.06       386,927.36  
SAMSUNG ELECTRONIC KRW5000
    156,633.54       89,516.10  
SAMSUNG ELECTRONIC KRW5000
    479,325.70       267,474.10  
SANDERS MORRIS HARRIS GROUP INC COM
    23,829.60       14,376.00  
SANDISK CORP COM
    177,129.95       128,160.00  
SANDISK CORP COM
    321,831.51       52,800.00  
SANDISK CORP COM
    93,775.68       50,313.60  
SANDRIDGE ENERGY INC COM
    182,846.41       73,812.30  
SANDY SPRING BANCORP INC CMT-COM
    29,253.90       28,379.00  
SANGAMO BIOSCIENCES INC COM STK
    27,589.27       9,396.00  
SANMINA-SCI CORP COM
    41,718.82       26,320.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SANMINA-SCI CORP COM
    118,045.60       27,495.00  
SANOFI-AVENTIS EUR2
    833,059.04       637,393.51  
SANOFI-AVENTIS EUR2
    1,226,236.55       1,056,306.20  
SANSWIRE CORP COM STK
    435.12       78.40  
SANTANDER BANCORP COM
    39,697.20       44,964.00  
SANTARUS INC COM
    7,036.73       5,495.00  
SANTEN PHARM CO NPV
    102,233.29       116,591.29  
SANTOY RES LTD NEW
    177,645.48       19,647.64  
SANU RES LTD COM STK
    139.96       6.89  
SAP AG ORD NPV
    181,152.40       176,827.70  
SAPIENT CORP COM
    166,891.18       90,207.48  
SARA LEE CORP COM
    237,633.80       171,325.00  
SARA LEE CORP COM
    279,175.51       206,569.00  
SARA LEE CORP COM
    4,371.89       3,878.49  
SATCON TECH CORP COM
    9,938.83       7,750.00  
SAVE WORLD AIR INC COM
    312.99       39.90  
SAVIENT PHARMACEUTICALS INC COM STK
    9,187.02       2,895.00  
SAVVIS INC FORMERLY SAVVIS COMMUNICATIO COM NEW STK
    25,281.72       11,713.00  
SBA COMMUNICATIONS CORP CL A COM
    661,576.01       386,784.00  
SBA COMMUNICATIONS CORP CL A COM
    178,729.78       182,506.56  
SCANA CORP NEW COM
           
SCANSOURCE INC COM
    57,982.00       34,686.00  
SCANTEK MED INC COM
    322.44       0.32  
SCHEIN HENRY INC COM
    42,070.96       32,103.75  
SCHEIN HENRY INC COM
    590,174.41       418,266.00  
SCHEIN HENRY INC COM
    233,735.63       161,436.00  
SCHERING-PLOUGH CORP COM
    227,483.63       240,872.32  
SCHERING-PLOUGH CORP COM
    1,405,588.20       861,070.86  
SCHERING-PLOUGH CORP COM
    701,280.10       689,715.00  
SCHERING-PLOUGH CORP COM
    134,946.89       135,787.84  
SCHIMATIC CASH TRANSACTIONS NETWORK COM INC COM
    11,484.28       1,200.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SCHLUMBERGER LTD COM STK
    739,598.20       477,400.07  
SCHLUMBERGER LTD COM STK
    891,543.18       1,257,201.00  
SCHLUMBERGER LTD COM STK
    1,097,851.12       575,391.69  
SCHLUMBERGER LTD COM STK
    740,731.85       397,902.00  
SCHLUMBERGER LTD COM STK
    559,344.28       296,310.00  
SCHLUMBERGER LTD COM STK
    444,010.58       376,737.00  
SCHLUMBERGER LTD COM STK
    428,130.38       262,657.65  
SCHLUMBERGER LTD COM STK
    903,360.64       447,004.80  
SCHNEIDER ELECTRIC EUR8
    1,195,713.01       784,834.72  
SCHNITZER STL INDS INC CL A
    32,158.68       33,885.00  
SCHNITZER STL INDS INC CL A
    31,088.97       33,885.00  
SCHULMAN A INC COM
    58,957.36       47,600.00  
SCHWAB CHARLES CORP COM NEW
    278,947.94       375,952.50  
SCHWAB CHARLES CORP COM NEW
    139,649.80       113,908.82  
SCHWEITZER-MAUDUIT INTL INC COM
    29,309.35       25,465.44  
SCHWEITZER-MAUDUIT INTL INC COM
    44,880.68       34,034.00  
SCICLONE PHARMACEUTICALS INC DEL COM
    15,146.54       3,700.00  
SCIENT INC COM NEW
    577.76       0.01  
SCIENTIFIC GAMES CORP
    369,373.92       246,998.28  
SCIENTIFIC GAMES CORP
    47,309.69       29,256.72  
SCORPIO MNG CORP COM
    19,172.45       1,999.20  
SCOTTISH RE GROUP COM STK
    184.93       0.18  
SCOTTS MIRACLE-GRO COMPANY CL A CL A
    15,538.62       10,402.00  
SCOTTS MIRACLE-GRO COMPANY CL A CL A
    86,579.50       86,188.00  
SCRIPPS E W CO OHIO CL A NEW COM STK
    26,764.08       12,376.00  
SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK
    96,729.98       50,600.00  
SEA CONTAINERS LTD CL A CL A
    2,207.73       0.25  
SEABRIDGE GOLD INC SEABRIDGE GOLD INC
    169,060.35       142,310.40  
SEACHANGE INTL INC COM
    13,630.50       12,978.00  
SEACOAST BKG CORP FLA COM
    1,483.60       699.08  
SEADRILL LTD USD2
    45,552.94       51,148.94  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SEAGATE TECHNOLOGY HLDGS COM USD0.00001
    447,755.54       178,972.00  
SEAGATE TECHNOLOGY HLDGS COM USD0.00001
    38,958.02       15,726.50  
SEAGATE TECHNOLOGY HLDGS COM USD0.00001
    176,180.72       60,691.00  
SEALED AIR CORP NEW COM STK
    103,952.33       60,208.20  
SEALY CORP COM
    11,189.10       3,765.00  
SEALY CORP COM
    4,340.47       677.70  
SEAMLESS CORP FORMERLY SEAMLESS WI-FI INC TO 08/08/2008 COM NEW COM NEW
    93.95       10.00  
SEARCHGUY COM INC COM
    731.68       45.00  
SEARS HLDGS CORP COM
    149,216.97       59,937.54  
SEARS HLDGS CORP COM
    92,709.24       50,531.00  
SEARS HLDGS CORP COM
    144,068.01       54,184.78  
SEASPAN CORP COM
    72,060.03       34,723.24  
SEATTLE GENETICS INC COM
    41,323.41       40,677.00  
SECURE TECHNOLOGIES GROUP INC COM
    20.47       0.01  
SECURED DIGITAL STORAGE CORP COM STK
    7,424.97       80.00  
SEERTECH CORP COM STK
    11.14        
SEI INVTS CO COM
    190,520.45       136,677.00  
SEI INVTS CO COM
    44,420.84       28,944.97  
SELECT COMFORT CORP OC-CAP STK OC-CAP STK
    31,986.83       381.25  
SELECT SECTOR SPDR TR INDL
    26,762.41       18,791.44  
SELECTIVE INS GROUP INC COM
    29,947.50       34,395.00  
SEMPRA ENERGY INC COM STK
    194,530.16       256,803.12  
SEMPRA ENERGY INC COM STK
    16,327.39       14,417.30  
SENATOR MINERALS INC COM STK
    1,659.95       356.40  
SENESCO TECHNOLOGIES INC COM NEW
    1,058.95       1,347.00  
SENTO CORP COM NEW COM NEW
    3,711.95       7.20  
SEPRACOR INC COM
    22,598.62       6,588.00  
SEQUENOM INC COM NEW STK
    386,350.31       369,024.00  
SEQUENOM INC COM NEW STK
    28,382.95       27,974.40  
SERVICE CORP INTL COM
    34,120.65       21,284.95  
SEVEN & I HOLDINGS NPV
    573,475.26       672,917.82  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS
    19,974.62        
SEYCHELLE ENVIRONMENTAL TECHNOLOGIES INCCOM STK
    967.45       150.00  
SHANDONG ZHOUYUAN SEED & NURSE CO COM STK
    427.01       33.34  
SHARP CORP NPV
    670,042.83       280,639.82  
SHAW GROUP INC COM
    308,723.64       162,081.46  
SHAW GROUP INC COM
    67,559.80       83,927.00  
SHEAR WIND INC COM STK
    78,310.60       15,951.20  
SHELLS SEAFOOD RESTAURANTS INC COM
    277.56       0.06  
SHENGDATECH INC COM STK
    6,440.48       3,520.00  
SHERWIN-WILLIAMS CO COM
    64,435.99       149,375.00  
SHERWIN-WILLIAMS CO COM
    169,808.79       201,656.25  
SHERWIN-WILLIAMS CO COM
    140,353.56       136,827.50  
SHERWIN-WILLIAMS CO COM
    102,028.76       113,525.00  
SHERWIN-WILLIAMS CO COM
    29,747.55       30,939.92  
SHIMING U S INC COM STK
    929.95       40.00  
SHIN-ETSU CHEMICAL NPV
    869,940.52       695,918.37  
SHINSEI BANK LTD STK
    3,741.33       1,350.00  
SHIONOGI & CO NPV
    231,347.82       278,488.69  
SHIP FINANCE INTERNATIONAL COMMON STK
    86,277.13       41,523.17  
SHORETEL INC COM
    1,763.95       898.00  
SHUFFLE MASTER INC COM
    7,115.78       1,240.00  
SIEMENS AG NPV(REGD)
    111,007.87       139,132.88  
SIENA TECHNOLOGIES INC COM STK
    380.73       0.04  
SIERRA GEOTHERMAL PWR CORP COM
    3,743.25       891.00  
SIERRA WIRELESS INC COM STK
    34,608.91       13,496.45  
SIGA TECHNOLOGIES INC COM
    2,912.52       2,125.50  
SIGMA DESIGNS INC COM
    113,677.63       59,185.00  
SIGMA-ALDRICH CORP COM
    139,712.84       110,322.98  
SIGMA-ALDRICH CORP COM
    55,676.66       130,944.00  
SIGNATURE BK NY N Y COM
    170,396.39       151,597.96  
SIGNET JEWELERS LTD
    92,712.54       78,897.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SILEX SYSTEMS NPV
    28,040.74       6,107.40  
SILICON GRAPHICS INC COM
    2,985.25        
SILICON IMAGE INC COM STK
    48,117.48       36,372.00  
SILICON IMAGE INC COM STK
    70,946.10       42,840.00  
SILICON LABORATORIES INC COM
    60,843.69       64,081.08  
SILICON STORAGE TECH INC COM
    843.70       572.50  
SILICONWARE PRECIS TWD10
    202,955.92       103,688.22  
SILVER EAGLE MINES INC COM STK
    14,828.90       1,944.00  
SILVER FALCON MNG INC COM STK
    27,733.59       25,804.14  
SILVER GRAIL RES LTD COM STK
    14,582.75       1,297.86  
SILVER SPRUCE RES INC COM
    148,209.86       18,628.46  
SILVER STD RES INC COM
    531,561.08       363,989.90  
SILVER WHEATON CORP COM
    444,059.24       364,945.68  
SILVERADO GOLD MINES LTD COM NEW
    119,198.39       13,558.50  
SILVERCORP METALS INC COM SILVERCORP METALS INC
    46,558.02       22,643.96  
SILVERCREST MINES INC
    1,481.20       599.40  
SIMCLAR INC COM STK
    1,162.92       25.00  
SIMPSON MFG INC COM
    18,681.23       20,183.85  
SIMS METAL MGMT LTD
    4,726.70       1,987.20  
SINA CORPORATION COM STK USD0.133
    3,344.06       2,037.20  
SINGAPORE AIRLINES NPV
    157,676.71       148,492.10  
SINGAPORE AIRLINES NPV
    439,979.87       292,294.99  
SINGAPORE TELECOMMUNICATIONS NEW COM STK
    398,933.16       334,513.27  
SINO GOLD LTD SINO GOLD LTD
    5,877.26       3,486.00  
SIRF TECHNOLOGY HLDGS INC COM
    22,446.62       15,776.00  
SIRIUS XM RADIO INC COM STK
    1,124,928.26       109,941.72  
SIRONA DENTAL SYS INC COM STK
    40,299.00       39,900.00  
SKANSKA AB SER’B’NPV
    90,038.98       122,483.70  
SKECHERS U S A INC CL A CL A ISIN #US8305661055
    520,407.24       345,499.00  
SKECHERS U S A INC CL A CL A ISIN #US8305661055
    22,385.87       16,666.00  
SKECHERS U S A INC CL A CL A ISIN #US8305661055
    10,362.21       6,410.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SKF AB SER’B’NPV
    143,387.21       84,010.39  
SKINNY NUTRITIONAL CORP COM
    41,625.85       15,600.00  
SKINVISIBLE INC COM STK
    509.95       60.00  
SKYWAY COMMUNICATIONS HLDG CORP COM STK
    15,065.95        
SKYWEST INC COM
    329,490.19       369,247.20  
SKYWEST INC COM
    3,681.97       3,720.00  
SKYWORKS SOLUTIONS INC COM
    5,357.95       5,540.00  
SKYWORKS SOLUTIONS INC COM
    35,495.15       47,090.00  
SLM CORP COM
    423,992.83       146,850.00  
SLM CORP COM
    262,394.15       103,240.00  
SLM CORP COM
    4,786.74       2,166.76  
SMARTIRE SYS INC COM
    1,014.37       0.50  
SMARTPROS LTD COM
    5,508.95       2,360.00  
SMART-TEK SOLUTIONS INC COM
    1,891.90       9.00  
SMITH & WESSON HLDG CORP COM
    155,457.82       33,802.57  
SMITH A O CORP COM
    100,537.22       82,656.00  
SMITH INTL INC COM
    220,331.86       121,317.00  
SMITH INTL INC COM
    24,108.66       9,247.56  
SMITH MICRO SOFTWARE INC COM STK
    14,102.74       5,004.00  
SMITHFIELD FOODS INC COM
    4,366.73       2,138.64  
SMITHS GROUP ORD GBP0.375
    543,549.37       338,753.39  
SMITHTOWN BANCORP INC COM
    11,772.36       9,618.00  
SMOOTH GLOBAL CHINA HLDGS INC COM STK
    318.95       0.66  
SMUCKER J M CO COM NEW COM NEW
    70,655.00       56,368.00  
SMUCKER J M CO COM NEW COM NEW
    12,279.04       12,877.92  
SMUCKER J M CO COM NEW COM NEW
    60,635.75       63,739.20  
SMUCKER J M CO COM NEW COM NEW
    106,766.93       128,519.04  
SMUCKER J M CO COM NEW COM NEW
    466,283.97       481,296.00  
SMUCKER J M CO COM NEW COM NEW
    12,880.81       13,175.93  
SMURFIT-STONE CONTAINER CORP COM
    71,605.24       3,111.00  
SNAP-ON INC COM
    178,525.44       141,768.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SNAP-ON INC COM
    43,027.47       55,132.00  
SNS REAAL GROEP NV EUR1.63
    42,091.19       45,744.32  
SOAPSTONE NETWORKS INC COM STK
    16,056.45       4,623.36  
SOCIETE GENERALE EUR1.25
    1,048,724.61       344,037.37  
SOFTNET TECHNOLOGY CORP COM NEW STK
    23,308.17       7.50  
SOHU COM INC COM
    75,083.64       65,329.20  
SOHU COM INC COM
    58,477.32       52,074.00  
SOLAR ENERTECH CORP COM
    385,018.16       93,790.00  
SOLAR PWR INC COM
    4,009.95       470.00  
SOLAR THIN FLIMS INC COM NEW STK
    720.85       100.00  
SOLERA HLDGS INC COM
    84,968.71       92,158.40  
SOLOMON TECHNOLOGIES INC COM
    30,067.00       149.60  
SOLUCORP INDS LTD COM
    2,154.95       80.00  
SOLVAY SA NPV
    338,328.65       176,981.16  
SOMANETICS CORP COM NEW STK
    10,251.98       7,677.15  
SONIC AUTOMOTIVE INC CL A
    805,432.58       162,981.00  
SONIC AUTOMOTIVE INC CL A
    82,859.48       17,512.00  
SONIC CORP COM
    4,710.09       2,738.25  
SONIC FDRY INC COM
    8,194.80       1,505.00  
SONICBLUE INC COM
    48,948.90       6.20  
SONOCO PROD CO COM
    17,027.20       18,528.00  
SONOCO PROD CO COM
    75,486.40       50,952.00  
SONOSITE INC COM
    7,991.52       4,388.40  
SONOVA HOLDING AG COMMON STOCK
    98,728.84       115,920.98  
SONUS NETWORKS INC COM ISIN US8359161077
    407,878.04       122,189.30  
SONY CORP NPV
    109,866.43       108,132.38  
SONY CORP NPV
    103,785.75       116,613.35  
SOURCE PETE INC COM
    139.95       1.80  
SOUTH JERSEY INDS INC COM
    570.98       597.75  
SOUTHERN CO COM STK
    83,418.08       89,223.58  
SOUTHERN CO COM STK
    412,944.18       714,100.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SOUTHERN UN CO NEW COM
    102,818.80       57,376.00  
SOUTHERN UN CO NEW COM
    839.63       847.60  
SOUTHN COPPER CORP DEL COM
    333,384.63       193,312.05  
SOUTHSIDE BANCSHARES INC CMT-COM CMT-COM
    36,015.53       41,242.50  
SOUTHWALL TECHNOLOGIES INC COM
    4,809.95       4,000.00  
SOUTHWEST WTR CO COM STK
    5,197.44       1,288.00  
SOUTHWESTERN MED SOLUTIONS INC COM PAR $0.001 COM PAR $0.001
    1,469.37       2.00  
SOUTHWESTN ENERGY DE COM
    80,982.87       85,084.89  
SOUTHWESTN ENERGY DE COM
    453,687.81       302,736.50  
SOUTHWESTN ENERGY DE COM
    389,702.10       243,348.00  
SPACEHAB INC COM NEW STK
    136.64       4.68  
SPAIN FD INC COM
    27,955.96       10,462.80  
SPANSION INC COM CL A COM CL A
    1,238.45       473.25  
SPARROW INNOVATIONS INC COM STK
    217.47        
SPARTAN MTRS INC COM
    34,196.16       18,447.00  
SPARTAN MTRS INC COM
    15,929.97       18,967.30  
SPARTAN STORES INC COM
    31,503.08       32,550.00  
SPARTAN STORES INC COM
    38,794.40       46,500.00  
SPARTAN STORES INC COM
    428,303.82       441,750.00  
SPARTECH CORP COM NEW
    63,636.00       20,032.00  
SPARTECH CORP COM NEW
    29,070.52       11,220.16  
SPECTRA ENERGY CORP COM STK
    276,924.69       240,302.58  
SPECTRA ENERGY CORP COM STK
    39,319.06       27,868.93  
SPECTRANETICS CORP COM
    855.85       261.00  
SPECTRUM PHARMACEUTICALS INC COM
    41,944.63       10,817.40  
SPHERION CORP COM STK ISIN# US8484201053
    5,463.42       3,315.00  
SPHERION CORP COM STK ISIN# US8484201053
    17,290.80       3,978.00  
SPIRE CORP COM
    4,183.85       6,075.48  
SPIRIT AEROSYSTEMS HLDGS INC CL A
    25,317.57       12,204.00  
SPIRIT AEROSYSTEMS HLDGS INC CL A
    14,103.60       12,204.00  
SPIRIT EXPL INC COM STK
    408.95       70.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SPORTS CONCEPTS INC COM STK
    7,862.88       0.08  
SPRINT NEXTEL CORP
    936,447.19       116,388.00  
SPRINT NEXTEL CORP
    1,117,417.29       130,189.86  
SPRINT NEXTEL CORP
    1,124,544.99       273,402.00  
SPRINT NEXTEL CORP
    147,806.33       126,968.74  
SPX CORP COM
    33,139.23       10,137.50  
SPX CORP COM
    786,121.07       324,400.00  
SPX CORP COM
    250,204.14       145,980.00  
SRS LABS INC COM
    24,771.52       12,402.00  
ST JOE CO COM
    90,800.21       60,118.21  
ST JOE CO COM
    479,185.00       332,965.12  
ST JUDE MED INC COM
    28,452.03       22,478.72  
ST JUDE MED INC COM
    165,775.85       283,456.00  
ST MARY LAND & EXPL CO COM
    191,721.06       109,674.00  
STAAR SURGICAL CO COM NEW PAR $0.01
    2,279.37       1,094.80  
STAGE STORES INC COM NEW COM NEW
    14,734.61       23,925.00  
STAMPS COM INC COM NEW
    2,493.64       1,966.00  
STANCORP FINL GROUP INC COM
    179,666.07       200,496.00  
STANCORP FINL GROUP INC COM
    533,860.54       507,505.50  
STANCORP FINL GROUP INC COM
    25,199.35       20,885.00  
STANDARD CHARTERED ORD USD0.50
    600,090.82       375,321.05  
STANDARD MTR PRODS INC COM
    339.49       145.33  
STANDARD REGISTER CO COM
    23,882.25       18,753.00  
STANLEY FURNITURE INC COM NEW COM NEW
    3,471.52       1,580.00  
STANLEY INC COM
    67,377.17       72,548.66  
STANLEY INC COM
    17,650.92       20,609.18  
STANLEY WKS COM
    66,011.26       68,200.00  
STAPLES INC COM
    265,284.14       318,976.00  
STAPLES INC COM
    1,208,742.15       949,760.00  
STAPLES INC COM
    365,139.18       282,419.20  
STAPLES INC COM
    105,621.93       79,224.32  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
STAPLES INC COM
    62,775.89       51,267.44  
STAR BULK CARRIERS CORP COM STK
    33,428.43       18,314.73  
STARBUCKS CORP COM
    591,868.74       320,911.58  
STARBUCKS CORP COM
    1,091,920.22       569,492.00  
STARBUCKS CORP COM
    232,880.63       173,118.00  
STARENT NETWORKS CORP COM
    5,898.64       3,579.00  
STARFIELD RES INC COM
    14,869.90       3,000.00  
STARTEC GLOBAL COMMUNICATIONS CORP COM
    2,228.65        
STARTECH ENVIRONMENTAL CORP COM
    4,009.95       700.00  
STARVOX COMMUNICATIONS INC CL A PAR $0.01 COM STK
          0.18  
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK
    148,995.18       82,340.00  
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK
    609,743.89       264,920.00  
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK
    78,747.55       25,060.00  
STATE STR CORP COM
    1,334,335.15       810,198.00  
STATE STR CORP COM
    482,366.70       420,831.00  
STATE STR CORP COM
    480,455.27       279,164.34  
STATE STR CORP COM
    122,182.38       70,794.00  
STATE STR CORP COM
    168,548.92       116,970.53  
STATOIL HYDRO ASA
    116,156.54       79,301.60  
STATOILHYDRO ASA COMMON STOCK
    705,601.13       388,770.51  
STD BK GROUP LTD COMMON STOCK
    67,505.13       46,289.67  
STD PAC CORP NEW COM
    7,272.93       4,806.00  
STEAK N SHAKE CO COM
    12,318.35       11,977.35  
STEC INC COM STK
    136,862.79       80,727.00  
STEEL DYNAMICS INC COM
    41,536.28       33,540.00  
STEEL DYNAMICS INC COM
    236,586.53       89,440.00  
STEEL DYNAMICS INC COM
    332,298.57       117,390.00  
STEELCASE INC CL A COM
    98,703.19       39,902.00  
STEELCASE INC CL A COM
    8,597.63       4,410.08  
STEIN MART INC COM
    37,112.70       8,251.51  
STEINWAY MUSICAL INSTRS INC ORD COM
    6,234.75       3,502.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
STEM CELL INNOVATIONS INC COM STK
    5,814.92       650.00  
STEMCELLS INC COM
    202,924.09       151,164.00  
STEREOTAXIS INC COM STK
    12,708.01       6,600.00  
STERICYCLE INC COM
    11,827.91       10,416.00  
STERICYCLE INC COM
    128,384.76       109,368.00  
STERICYCLE INC COM
    90,941.58       90,462.96  
STERIS CORP COM
    46,340.55       35,835.00  
STERIS CORP COM
    8,713.32       8,122.60  
STERLING BANCORP COM
    27,709.60       26,657.00  
STERLING BANCSHARES INC COM
    101,242.00       51,680.00  
STERLING CONSTR INC COM
    24,232.00       37,080.00  
STERLING CONSTR INC COM
    28,435.02       28,165.60  
STERLING FINL CORP WASH COM
    81,211.13       80,080.00  
STERLING MNG CO COM
    7,267.95       136.80  
STERLING OIL & GAS CO COM STK
          22.93  
STEWART INFORMATION SVCS CORP COM
    14,695.56       27,825.50  
STIFEL FINL CORP COM
    99,073.92       109,581.50  
STIFEL FINL CORP COM
    893.71       917.00  
STILLWATER MNG CO COM
    4,799.23       3,458.00  
STOCKERYALE INC COM USD0.001 (RESTRICTED)
    4,286.25       847.69  
STOCKHOUSE INC COM STK
    42,964.41       2,750.00  
STONE ENERGY CORP COM
    75,073.95       38,570.00  
STONE ENERGY CORP COM
    216,103.37       37,468.00  
STONE ENERGY CORP COM
    5,315.29       6,083.04  
STONEBRIDGE RES EXPLORATIONS LTD COM NEWCOM NEW
    25,622.66       18.00  
STONEPATH GROUP INC COM
    115.15       0.01  
STONERIDGE INC COM
    27,283.30       7,752.00  
STONERIDGE INC COM
    79,755.20       25,536.00  
STONERIDGE INC COM
    22,071.84       9,120.00  
STORA ENSO OYJ NPV SER’R’
    351,988.22       168,040.36  
STORAGENETWORKS INC COM
    973.06        

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
STORM CAT ENERGY CORPORATION
    584.03       1.10  
STRATA OIL & GAS INC
    8,032.03       459.60  
STRATASYS INC COM
    6,177.76       2,741.25  
STRATEGIC MGMT & OPPORTUNITY CORP COM COM
    1,151.89       0.23  
STRATHMORE MINERALS CORP COM NPV
    28,170.70       3,766.50  
STRAYER ED INC COM
    136,740.58       158,663.40  
STRAYER ED INC COM
    82,412.89       93,053.94  
STRAYER ED INC COM
    9,993.19       10,506.09  
STRIKER OIL & GAS INC COM STK
    45,059.54       2,313.44  
STRYKER CORP COMMON COMMON
    24,970.61       23,804.49  
STRYKER CORP COMMON COMMON
    215,431.53       239,700.00  
STURM RUGER & CO INC COM
    12,710.23       7,074.95  
SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT
    62,324.07       55,213.30  
SUMCO CORPORATION NPV
    129,717.12       73,469.39  
SUMITOMO CORP COM
    2,120.95       1,290.68  
SUMITOMO METAL IND NPV
    132,294.64       117,297.30  
SUMITOMO METAL MNG NPV
    295,627.55       239,007.17  
SUMITOMO MITSUI FINANCIAL GROUP NPV
    798,582.69       381,599.56  
SUMITOMO REALTY & DEVELOPMENT NPV
    78,433.87       72,476.56  
SUMMIT RES LTD COM STK
    26,541.52       14,669.84  
SUMTOTAL SYS INC COM
    28,179.75       25,560.00  
SUN AMERN BANCORP WT SER D EXP WTS
    1,309.95       100.00  
SUN CAL ENERGY INC COM
    115,094.31       7,292.30  
SUN HEALTHCARE GROUP INC COM NEW COM NEW
    6,180.09       3,097.50  
SUN HYDRAULICS CORP COM
    29,266.73       22,094.55  
SUN LIFE FINANCIAL INC.
    4,686.95       2,314.00  
SUN LIFE FINL INC COM NPV
    235,086.37       115,902.50  
SUN MICROSYSTEMS INC COM NEW STK
    99,023.91       46,890.50  
SUN MICROSYSTEMS INC COM NEW STK
    140,503.20       68,760.00  
SUN MICROSYSTEMS INC COM NEW STK
    182,332.78       39,055.68  
SUN MICROSYSTEMS INC COM NEW STK
    361,623.29       70,097.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SUN TR BANKS INC COM
    661,872.42       487,410.00  
SUN TR BANKS INC COM
    502,909.60       259,952.00  
SUN TR BANKS INC COM
    89,847.02       40,233.48  
SUN TR BANKS INC COM
    49,588.97       32,494.00  
SUNCOR INC COM STK NPV
    314,620.82       181,116.00  
SUNOCO INC COM
    91,661.75       108,650.00  
SUNOCO INC COM
    70,699.13       130,380.00  
SUNOCO INC COM
    263,091.96       282,490.00  
SUNOCO INC COM
    95,890.80       79,618.72  
SUNOPTA INC COM
    20,823.73       9,420.00  
SUNPOWER CORP COM CL A
    82,375.13       47,360.00  
SUNPOWER CORP COM CL B STK
    35,267.14       13,302.28  
SUNPOWER CORP COM CL B STK
    794,547.30       430,178.08  
SUNRISE CONSULTING GROUP INC COM STK
    326.85       300.00  
SUNRISE MNG CORP COM STK
    4,036.70       11.75  
SUNRISE SENIOR LIVING
    471.27       168.00  
SUNRISE SOLAR CORP COM STK
    18,764.13       9,690.00  
SUNSHINE MNG & REFNG CO COM P
  273.41        
SUN-TIMES MEDIA GROUP INC COM CL A STK
    12,074.35       370.00  
SUPER VALU INC COM
    24,576.95       20,586.00  
SUPER VALU INC COM
    257,788.45       153,300.00  
SUPER VALU INC COM
    119,918.21       77,190.20  
SUPERGEN INC COM
    181,904.71       55,571.45  
SUPERIOR ENERGY SVCS INC COM
    13,561.97       5,575.50  
SUPERIOR ENERGY SVCS INC COM
    53,248.68       57,348.00  
SUPERIOR ENERGY SVCS INC COM
    310,534.88       92,394.00  
SUPERIOR OFFSHORE INTL INC COM
    2,935.81       41.40  
SUPPORT SOFT INC
    1,396.95       446.00  
SUREBEAM CORP CL A
    462.77        
SURFECT HLDGS INC COM
    5,756.53       28.50  
SURMODICS INC COM
    30,649.90       25,270.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SUSTAINABLE PWR CORP COM STK
    155,276.23       89,109.72  
SUTRON CORP COM STK
    5,799.95       2,225.00  
SVB FINL GROUP COM
    79,992.00       52,460.00  
SVENSKA CELLULOSA SER’B’NPV
    418,811.12       229,591.74  
SWEDBANK AG SEK20 SER’A’
    232,645.23       120,983.47  
SWIFT ENERGY CO COM
    72,279.18       52,111.00  
SWIFT ENERGY CO COM
    14,240.26       4,706.80  
SWIFT ENERGY CO COM
    135,429.18       45,387.00  
SWIFT ENERGY CO COM
    458,507.50       148,768.50  
SWISS MEDICA INC COM
    275.45       0.45  
SWISS REINSURANCE AG CHF0.1(REGD)
    646,903.67       375,566.40  
SWS GROUP INC COM
    53,109.76       77,695.00  
SYBASE INC COM
    325,212.37       242,101.98  
SYBASE INC COM
    354,287.26       289,809.00  
SYBASE INC COM
    73,024.20       66,879.00  
SYBASE INC COM
    216,698.13       180,573.30  
SYBASE INC COM
    3,855.76       3,839.35  
SYCAMORE NETWORKS INC COM
    4,287.80       1,748.50  
SYKES ENTERPRISES INC COM
    107,686.98       175,904.00  
SYMANTEC CORP COM
    797,242.73       281,080.80  
SYMANTEC CORP COM
    83,531.83       59,893.60  
SYMMETRY MED INC COM STK
    26,542.50       11,955.00  
SYMYX TECHNOLOGIES INC COM
    15,519.90       11,880.00  
SYNAPTICS INC COM
    11,703.70       5,796.00  
SYNBIOTICS CORP COM NEW
    10,919.96       440.00  
SYNCORA HOLDINGS LTD COM STK
    182,988.82       23,249.54  
SYNERGIE WELLNESS PROD LTD INC COM
    569.19       0.10  
SYNERON MEDICAL LTD COM
    17,404.10       7,939.68  
SYNIVERSE HLDGS INC COM STK
    76,301.11       53,730.00  
SYNIVERSE HLDGS INC COM STK
    152,786.30       138,504.00  
SYNNEX CORP COM STK
    103,310.19       57,783.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SYNOPSYS INC COM
    95,849.40       111,120.00  
SYNOPSYS INC COM
    133,766.20       114,824.00  
SYNOPSYS INC COM
    136,434.74       103,712.00  
SYNOVIS LIFE TECHNOLOGIES INC COM
    32,597.25       28,110.00  
SYNOVIS LIFE TECHNOLOGIES INC COM
    7,656.84       9,370.00  
SYNTA PHARMACEUTICALS CORP SYNTA PHARMACEUTICALS CORP
    10,389.95       6,120.00  
SYNTAX-BRILLIAN CORP COM
    2,374.15       2.89  
SYNTEL INC COM
    330,775.72       328,304.00  
SYNTHES INC CHF0.001
    697,265.50       727,818.67  
SYNTROLEUM CORP COM
    37,964.07       7,767.90  
SYQUEST TECHNOLOGY INC COM
    9,997.58        
SYSCO CORP COM
    825,992.40       566,618.00  
SYSCO CORP COM
    231,628.81       339,512.00  
SYSCO CORP COM
    128,820.72       127,775.80  
SYSCO CORP COM
    83,163.12       64,549.01  
SYSTEMAX INC COM
    2,023.98       1,077.00  
SYSTEMS EVOLUTION INC COM NEW STK
    6,370.50       3.80  
T-3 ENERGY SVCS INC COM
    4,093.93       1,888.00  
TAISHO PHARM CO NPV
    83,572.45       83,971.32  
TAIWAN FD INC COM
    65,669.41       31,512.60  
TAKEDA PHARMACEUTICAL CO NPV
    530,544.88       511,858.80  
TAKEFUJI CORP NPV
    767,563.40       182,816.99  
TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM
    230,602.91       151,200.00  
TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM
    38,811.86       37,800.00  
TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM
    75,042.03       68,040.00  
TALBOTS INC COM
    4,535.03       4,541.00  
TALBOTS INC COM
    61,808.95       47,800.00  
TALEO CORP COM CL A COM CL A
    36,222.48       14,094.00  
TALISMAN ENERGY INC COM
    13,051.62       7,992.00  
TAMM OIL & GAS CORP COM STK
    10,008.95       3,400.00  
TANZANIAN RTY EXPL COM STK
    13,770.14       16,787.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TAPESTRY PHARMACEUTICALS INC COM NEW COMNEW
    69.12       0.06  
TAPIMMUNE INC COM STK
    3,470.20       350.00  
TARA GOLD RES CORP COM STK
    334.95       30.00  
TARGA RES PARTNERS LP COM UNIT LTD PARTNERSHIP INT
    385,130.67       175,529.75  
TARGET CORP COM STK
    90,950.32       100,413.24  
TARGET CORP COM STK
    416,556.25       645,711.00  
TARGET CORP COM STK
    483,894.01       355,831.65  
TARGET CORP COM STK
    212,537.21       163,837.63  
TARRAGON CORP NEV COM STK
    2,746.35       1,239.00  
TASEKO MINES LTD COM
    14,135.82       5,117.46  
TASER INTL INC COM
    103,803.27       70,382.40  
TASTY BAKING CO COM
    511.45       169.50  
TASTY FRIES INC COM PAR $O OO1
    20,048.95       306.00  
TAYLOR DEVICES INC COM
    6,978.95       2,729.90  
TBS INTL LTD TBS A COM STK
    36,946.76       35,105.00  
TBS INTL LTD TBS A COM STK
    75,994.76       22,066.00  
TCF FNCL CORP COM
    66,377.41       60,104.00  
TCF FNCL CORP COM
    28,591.57       17,693.36  
TD AMERITRADE HLDG CORP COM STK
    20,923.10       16,387.50  
TECH DATA CORP COM
    384,982.37       178,400.00  
TECH TEAM GLOBAL INC COM
    9,688.95       11,700.00  
TECHNE CORP COM
    229,043.65       232,272.00  
TECHNE CORP COM
    582,034.85       593,584.00  
TECHNIP NPV
    437,756.18       165,742.98  
TECHNITROL INC COM
    153,707.62       22,620.00  
TECHNITROL INC COM
    14,076.44       1,740.00  
TECHWELL INC COM STK
    9,912.65       4,550.00  
TECK COMINCO LTD CL B SUB VTG CL B SUB VTG
    31,905.53       10,769.88  
TECO ENERGY INC COM
    104,692.31       64,220.00  
TECO ENERGY INC COM
    252,919.20       167,960.00  
TECUMSEH PRODS CO CL A
    52,269.67       39,776.16  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TEEKAY TANKERS LTD COM STK
    23,951.33       16,510.00  
TEKELEC COM
    19,565.95       20,010.00  
TEKMIRA PHARMACEUTICALS CORP COM STK
    86,818.88       24,316.20  
TEKRON INC COM STK
    3,522.60        
TEL & DATA SYS INC COM STK NEW
    4,201.17       4,413.25  
TELECOM CORP OF NZ NPV
    386,117.75       179,163.04  
TELECOM ITALIA SPA DI RISP EUR0.55
    88,115.15       109,876.75  
TELECOM ITALIA SPA EUR0.55
    102,852.96       159,101.23  
TELECOM ITALIA SPA EUR0.55
    489,943.57       355,679.04  
TELECOMMUNICATION SYS INC CL A
    27,779.70       33,501.00  
TELECOMMUNICATION SYS INC CL A
    13,531.74       17,180.00  
TELEDYNE TECHNOLOGIES INC COM
    146,015.46       122,824.35  
TELEFLEX INC COM
    14,939.54       11,523.00  
TELEFONICA SA EUR1
    565,556.33       620,847.96  
TELEFONICA SA EUR1
    572,634.40       502,336.26  
TELEGROUP INC COM
    13,916.35        
TELENOR ASA ORD NOK6
    89,320.88       111,086.67  
TELETECH HLDGS INC COM
    56,122.50       29,225.00  
TELIK INC COM STK
    1,647.35       209.00  
TELLABS INC COM
    31,470.15       25,544.00  
TELLABS INC COM
    231,907.52       214,652.00  
TELLABS INC COM
    148,065.86       40,788.00  
TELLABS INC COM
    119,167.08       103,000.00  
TELSTRA CORP LTD NPV
    202,167.38       203,643.25  
TEMPUR-PEDIC INTL INC COM
    27,490.97       21,270.00  
TEMPUR-PEDIC INTL INC COM
    1,185.84       638.10  
TENARIS S.A. USD1
    31,082.28       30,366.84  
TENET HEALTHCARE CORP COM
    176,140.91       134,492.50  
TENET HEALTHCARE CORP COM
    135,626.45       11,845.00  
TENET HEALTHCARE CORP COM
    35,236.01       22,195.00  
TENGASCO INC COM NEW
    20,393.16       15,035.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TENNECO INC
    71,292.96       14,160.00  
TENNECO INC
    1,900.40       1,121.00  
TERADATA CORP DEL COM STK
    8,281.75       9,624.67  
TERADATA CORP DEL COM STK
    54,343.22       66,735.00  
TERADATA CORP DEL COM STK
    940,052.68       545,744.00  
TERADYNE INC COM
    144,030.38       17,724.00  
TEREX CORP NEW COM
    139,393.44       71,012.00  
TEREX CORP NEW COM
    181,299.54       98,931.84  
TERNA SPA ORD EUR0.22
    79,086.83       69,215.98  
TERRA INDS INC COM
    109,143.63       103,155.01  
TERRA INDS INC COM
    180,657.10       79,515.90  
TERRA INDS INC COM
    64,368.00       75,015.00  
TERRACO GOLD CORP FORMERLY TERRACO ENERGY CORP TO 04/29/2003 COM NPV
    2,471.90       259.20  
TERRESTAR CORP COM STK
    48,078.36       1,081.20  
TESCO ORD GBP0.05
    328,477.59       215,446.84  
TESCO ORD GBP0.05
    1,216,355.10       868,262.42  
TESORO CORP
    237,816.14       147,250.79  
TESORO CORP
    163,658.14       46,095.00  
TESSERA TECHNOLOGIES INC COM STK
    581.42       297.00  
TETRA TECH INC NEW COM
    3,793.15       4,830.00  
TEUTON RES CORP COM STK
    75,546.25       6,585.30  
TEXAS INSTRS INC COM
    90,800.80       43,971.40  
TEXAS INSTRS INC COM
    562,245.40       501,296.00  
TEXAS ROADHOUSE INC COM CL A STK CL A
    57,823.59       48,050.00  
TEXAS ROADHOUSE INC COM CL A STK CL A
    2,238.66       1,937.50  
TEXTAINER GROUP HLDGS LTD COM STK
    51,016.11       39,220.00  
TEXTRON INC COM
    128,576.99       84,607.00  
TEXTRON INC COM
    2,128,080.51       630,627.29  
TEXTRON INC COM
    82,503.36       43,613.42  
TGC INDS INC COM NEW COM NEW
    5,051.01       1,268.75  
THAI OIL PCL THB10(ALIEN MKT)
    134,669.66       60,119.61  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
THE TRACKING CORP COM STK
    43,662.90       740.00  
THERAGENICS CORP COM
    10,561.66       7,434.18  
THERAVANCE INC COM STK
    3,358.95       6,195.00  
THERMO FISHER CORP
    706,865.88       545,120.00  
THERMO FISHER CORP
    341,231.42       357,735.00  
THERMO FISHER CORP
    283,275.02       169,668.60  
THERMO TECH TECHNOLOGIES INC COM
    3,777.45       4,025.00  
THESTREET COM INC COM
    6,226.83       2,470.80  
THINKORSWIM GROUP INC COM STK
    2,988.95       2,810.00  
THINKORSWIM GROUP INC COM STK
    213,908.05       121,954.00  
THOMAS & BETTS CORP COM
    4,415.74       3,603.00  
THOMAS GROUP INC COM
    5,316.35       341.70  
THOMPSON CREEK METALS CO INC COM STK
    30,731.18       21,147.00  
THOR INDS INC COM STK
    4,583.70       1,206.71  
THORATEC CORP
    24,164.88       28,136.34  
THORATEC CORP
    167,265.43       217,683.00  
THORIUM PWR LTD COM STK
    279.95       144.00  
THORNBURG MTG INC COM NEW STK
    36,629.97       10,620.91  
T-HQ INC COM NEW
    15,225.86       2,095.00  
THRESHOLD PHARMACEUTICALS INC COM NEW STK
    15,073.21       1,234.62  
THYSSENKRUPP AG
    6,331.45       2,635.44  
THYSSENKRUPP AG NPV
    251,756.72       149,171.27  
TICC CAP CORP COM
    55,648.50       49,343.00  
TICKETMASTER ENTMNT INC
    1,658.48       789.66  
TIDEWATER INC COM
    159,538.79       112,756.00  
TIDEWATER INC COM
    414,650.82       279,876.50  
TIERONE CORP COM
    3,717.59       2,253.79  
TIFFANY & CO COM
    38,237.05       21,503.30  
TIFFANY & CO COM
    210,621.37       200,831.37  
TIFFANY & CO COM
    103,138.80       73,253.00  
TIGER RENEWABLE ENERGY LTD COM STK
    16,803.55       6,500.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TIGER TELEMATICS INC COM NEW
    1,122.47       0.15  
TIM HORTONS INC COM
    10,265.41       10,094.00  
TIMBERLAND CO CL A
    4,972.27       2,310.00  
TIMBERWEST FST CORP STAPLED UNIT 1 COM &100 PFD & 1 SUB NT STP-U
    35,408.48       7,627.55  
TIME WARNER CABLE INC CL A COM STK
    3,352.65       3,517.80  
TIME WARNER INC NEW COM
    133,219.62       101,156.36  
TIME WARNER INC NEW COM
    1,075,465.60       710,236.00  
TIME WARNER INC NEW COM
    2,415,189.10       897,855.00  
TIMKEN CO COM
    51,139.18       72,631.00  
TIMKEN CO COM
    363,022.79       226,726.50  
TIMKEN CO COM
    221,329.90       131,521.00  
TIMKEN CO COM
    25,958.95       29,445.00  
TITAN MACHY INC COM
    2,680.04       1,406.00  
TITAN URANIUM EXPL INC
    440,696.71       88,516.60  
TITANIUM METALS CORP COM NEW
    73,215.75       68,525.27  
TITANIUM METALS CORP COM NEW
    72,461.43       19,382.00  
TIVO INC COM
    43,904.00       40,096.00  
TIVO INC COM
    18,297.19       18,974.00  
TJX COS INC COM NEW
    56,616.09       47,450.53  
TJX COS INC COM NEW
    118,735.39       215,985.00  
TLC VISION CORP COM
    107.36       3.06  
TNS INC COM
    20,058.20       9,390.00  
TNS INC COM
    84,910.80       36,621.00  
TNT NV EUR0.48
    1,001,177.68       455,435.08  
TNX T V HLDGS INC COM
    1,229.95       0.10  
TOHOKU ELEC POWER NPV
    83,951.05       91,329.29  
TOKAI RIKA CO NPV
    54,690.30       42,912.30  
TOKYO ELEC POWER NPV
    99,852.43       112,520.68  
TOKYO ELEC POWER NPV
    146,494.51       148,924.43  
TOKYO ELECTRON NPV
    162,146.21       99,172.64  
TOKYO STEEL MFG NPV
    175,297.85       145,994.48  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TOLL BROS INC COM
    59,610.01       58,032.44  
TOMOTHERAPY INC COM
    1,517.95       714.00  
TOMPKINS FINL CORP COM USD0.10
    62,699.10       81,130.00  
TONOGOLD RES INC COM STK
    576.56       99.99  
TOOTIE PIE CO INC COM STK
    1,573.95       935.00  
TOOTSIE ROLL INDS INC COM
    1,907.89       1,624.24  
TOP SHIPS INC COM STK
    3,365.35       542.79  
TORCHMARK CORP COM
    64,985.66       98,340.00  
TORO CO COM
    73,414.98       59,400.00  
TORONTO DOMINION BK ONT COM NEW COM NEW
    3,005.18       1,829.37  
TORRENT ENERGY CORP COM
    495.66       0.06  
TORTOISE CAP RES CORP COM
    6,795.51       1,780.00  
TORTOISE ENERGY INFRASTRUCTURE CORP COM
    57,299.44       27,582.99  
TORVEC INC OC-COM ISIN US8914791079
    8,241.08       3,480.00  
TOSHIBA CORP COM STK
    18,931.45       8,075.00  
TOSHIBA CORP NPV
    659,942.83       395,675.68  
TOTAL EUR2.5
    899,553.79       692,311.61  
TOTAL EUR2.5
    971,185.43       764,355.28  
TOTAL SYS SVCS INC COM
    7,059.23       4,004.00  
TOTAL SYS SVCS INC COM
    132,002.67       69,888.00  
TOUR CFG INC COM STK
    740.77        
TOURNIGAN VENTURES CORP COM
    87,682.44       9,105.15  
TOWERSTREAM CORP COM
    7,209.90       2,070.00  
TOYO SUISAN KAISHA NPV
    22,305.67       28,461.11  
TOYODA GOSEI NPV
    110,343.62       98,665.20  
TOYOTA BOSHOKU CP NPV
    58,734.27       57,345.84  
TOYOTA MOTOR CORP NPV
    95,186.31       96,139.00  
TOYOTA MOTOR CORP NPV
    688,542.22       535,173.75  
TOYOTA TSUSHO CORP NPV
    90,798.53       107,374.52  
TRACTOR SUPPLY CO COM
    91,314.93       75,894.00  
TRACTOR SUPPLY CO COM
    15,259.04       13,010.40  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TRADESTATION GROUP INC COM
    21,546.86       14,835.00  
TRADESTATION GROUP INC COM
    2,691.69       1,290.00  
TRANS WORLD AIRLS INC COM PAR $.01 NEW
    109,460.03        
TRANSATLANTIC HLDGS INC COM
    69,410.61       40,060.00  
TRANSATLANTIC HLDGS INC COM
    212,350.26       128,192.00  
TRANSCANADA CORP COM STK
    14,316.15       13,570.00  
TRANSCAT INC COM
    8,103.24       7,800.00  
TRANSCEND SVCS INC COM NEW COM NEW
    25,199.97       14,985.00  
TRANSGLOBE ENERGY CORP COM
    12,542.65       10,621.00  
TRANSMERIDIAN EXPL INC COM STK
    71,575.22       425.00  
TRANSOCEAN LTD
    657,098.33       380,835.00  
TRANSOCEAN LTD
    1,204,148.13       554,242.50  
TRANSOCEAN LTD
    249,155.52       198,922.50  
TRANSOCEAN LTD
    302,948.12       288,225.00  
TRANSOCEAN LTD
    519,812.03       437,818.50  
TRANSWITCH CORP COM
    3,665.67       1,339.52  
TRAVELERS COS INC COM STK
    9,660.49       10,305.60  
TRAVELERS COS INC COM STK
    265,086.15       230,520.00  
TRAVELERS COS INC COM STK
    170,074.88       230,520.00  
TRAVELERS COS INC COM STK
    34,559.23       39,324.00  
TRAVELERS COS INC COM STK
    508,073.49       663,671.60  
TRAVELZOO INC COM STK
    24,765.21       8,117.60  
TREAS INTL INC COM NEW
    2,104.90       0.10  
TREASURY METALS INC COM STK
    1,740.07       2,843.28  
TREE COM INC COM
    188.77       46.80  
TREEHOUSE FOODS INC COM
    4,068.58       4,086.00  
TRENDSETTER SOLAR PRODS INC COM STK
    1,866.18       130.00  
TREX CO INC COM
    6,065.90       11,192.80  
TREX CO INC COM
    78,815.10       100,406.00  
TREX CO INC COM
    34,510.51       27,982.00  
TRIAD GTY INC COM
    262.40       53.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TRICO BANCSHARES COM STK
    19,040.40       22,473.00  
TRICO BANCSHARES COM STK
    139,736.77       147,323.00  
TRICO MARINE SVCS INC COM NEW
    19,150.95       2,235.00  
TRIDENT MICROSYSTEMS INC COM
    11,269.65       6,418.44  
TRIEX MINERALS CORP COM NPV
    28,311.40       2,064.33  
TRIMAS CORP COM NEW COM NEW
    1,922.63       190.44  
TRIMBLE NAV LTD COM
    3,595.36       2,593.20  
TRINITY IND INC COM
    107,550.00       53,584.00  
TRINITY IND INC COM
    116,892.80       73,331.93  
TRINITY IND INC COM
    56,753.32       40,976.00  
TRINITY IND INC COM
    251,650.93       122,928.00  
TRINSIC INC COM NEW
    7,332.56       0.75  
TRIQUINT SEMICONDUCTOR INC COM
    6,894.95       4,300.00  
TRITON DISTR SYS INC COM STK
    22,688.36       2,070.00  
TRIUMPH GROUP INC NEW COM
    311,158.89       231,407.00  
TRONOX INC COM CL A
    468.95       2.90  
TRONOX INC COM CL B STK
    95.61       0.23  
TRUBION PHARMACEUTICALS INC COM STK
    19,599.95       1,280.00  
TRUE ENERGY TR UNIT
    279.43       27.22  
TRUE NORTH ENERGY CORP COM STK
    3,064.89       42.00  
TRUE RELIGION APPAREL INC COM STK
    203,267.89       131,615.20  
TRUE RELIGION APPAREL INC COM STK
    36,291.95       27,293.36  
TRUEBLUE INC COM STK
    18,843.99       12,374.01  
TRUEBLUE INC COM STK
    34,324.28       22,011.00  
TRUSTCASH HLDGS INC COM STK
    4,599.95       6.00  
TRUSTCO BK CORP N Y COM
    116,298.24       106,512.00  
TRUSTMARK CORP COM
    31,712.48       36,703.00  
TRW AUTOMOTIVE HLDGS CORP COM
    204,049.94       33,120.00  
TRW AUTOMOTIVE HLDGS CORP COM
    141,929.15       31,680.00  
TSAKOS ENERGY NAV LTD SHS
    29,569.68       19,382.56  
TTM TECHNOLOGIES INC COM
    44,913.60       23,445.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
TTM TECHNOLOGIES INC COM
    12,910.45       5,731.00  
TUBE MEDIA CORP COM
    2,409.95       15.00  
TUBEAROO INC COM
    595.95       2.00  
TUESDAY MORNING CORP COM NEW ISIN US8990355054
    40,020.72       12,714.00  
TUFCO TECHNOLOGIES INC COM
    1,099.38       652.00  
TUI AG NPV (REGD)
    294,690.45       115,184.41  
TUMI RES LTD
    15,685.29       3,045.00  
TUPPERWARE BRANDS CORPORATION
    169,665.87       120,310.00  
TUPPERWARE BRANDS CORPORATION
    30,455.23       20,888.11  
TUPRAS(T PETR RAF) TRY1
    547,205.98       217,889.21  
TW TELECOM INC CL A STK
    3,792.50       1,694.00  
TWEEN BRANDS INC COM STK
    98,003.21       22,032.00  
TX CAP BANCSHARES INC COM
    16,321.00       13,360.00  
TXCO RES INC COM STK
    44,327.40       5,811.00  
TYCO ELECTRONICS L COM STK
    362,927.33       184,794.00  
TYCO ELECTRONICS L COM STK
    15,328.52       7,489.02  
TYCO ELECTRONICS L COM STK
    277,869.49       138,190.25  
TYCO INTERNATIONAL LTD COM STK W/I
    214,566.83       129,600.00  
TYCO INTERNATIONAL LTD COM STK W/I
    537,990.38       520,560.00  
TYCO INTERNATIONAL LTD COM STK W/I
    396,038.82       257,040.00  
TYCO INTERNATIONAL LTD COM STK W/I
    26,132.99       14,897.78  
TYHEE DEV CORP
    14,327.56       2,624.40  
TYSON FOODS INC CL A COM (DELAWARE)
    5,567.59       8,784.89  
TYSON FOODS INC CL A COM (DELAWARE)
    125,522.75       64,824.00  
TYSON FOODS INC CL A COM (DELAWARE)
    810,470.91       571,152.00  
TYSON FOODS INC CL A COM (DELAWARE)
    150,141.63       91,104.00  
U M H PPTYS INC COM STK
    2,463.66       1,544.60  
U S AUTO PTS NETWORK INC COM
    579.95       139.00  
U S AWYS GROUP INC COM
    509,708.82       580,059.20  
U S AWYS GROUP INC COM
    27,144.48       37,104.00  
U S CONCRETE INC COM ISIN #US90333L1026
    3,633.93       2,788.80  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
U S GEOTHERMAL INC COM STK
    51,845.31       25,896.00  
U S GLOBAL INVS INC CL A CL A STK
    5,346.56       1,148.40  
U S GOLD CORP COM PAR $0.10 COM PAR $0.10
    13,667.86       11,193.00  
U S MICROBICS COM
    31,994.07       1,427.20  
U S SUSTAINABLE ENERGY CORP COM STK
    139,958.35       18,880.00  
U.S. CELLULAR CORP COM
    26,651.58       25,944.00  
UAL CORP COM NEW STK *
    30,298,596.74       27,462,969.55  
UBS AG CHF0.10
    184,010.07       190,876.69  
UBS AG SHS COM
    15,159.45       13,270.40  
UCB NPV
    126,762.32       106,557.06  
UDS GROUP INC COM
    29,426.22       354.00  
UEX CORP COM
    147,270.82       19,151.51  
UGI CORP NEW COM
    248,695.80       229,548.00  
UGI CORP NEW COM
    670,681.44       620,268.00  
ULTRA CLEAN HLDGS INC COM
    19,841.70       2,814.00  
ULTRA PETE CORP COM NPV
    130,287.02       76,957.30  
ULTRALIFE CORPORATION
    6,525.45       4,626.45  
UMPQUA HLDGS CORP COM
    9,310.66       9,405.50  
UNDER ARMOR INC CL A
    103,055.39       96,504.32  
UNICAPITAL CORP NEW COM
    28,538.07       112.74  
UNICO INC COM PAR $.001 STK
    50,940.90       952.72  
UNIFIRST CORP MASS COM
    34,920.73       26,721.00  
UNIFIRST CORP MASS COM
    5,999.35       3,859.70  
UNION PAC CORP COM
    129,801.86       91,456.46  
UNION PAC CORP COM
    369,216.56       607,060.00  
UNION PAC CORP COM
    275,126.02       272,221.00  
UNION PAC CORP COM
    1,030,503.51       1,057,527.20  
UNION PAC CORP COM
    433,388.40       295,404.00  
UNIPETROL CZK100
    94,372.05       45,810.56  
UNISOURCE ENERGY CORP COM
    37,751.00       41,104.00  
UNISYS CORP COM
    130,306.05       26,775.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
UNISYS CORP COM
    1,725.90       1,003.00  
UNIT CORP COM
    15,979.89       8,016.00  
UNIT CORP COM
    278,974.45       128,256.00  
UNIT CORP COM
    351,010.11       128,256.00  
UNIT CORP COM
    204,134.20       122,912.00  
UNIT CORP COM
    81,664.35       26,720.00  
UNITED GUARDIAN INC COM
    17,610.10       13,800.00  
UNITED ONLINE INC COM
    18,832.22       9,017.08  
UNITED ONLINE INC COM
    208,175.65       117,758.00  
UNITED ONLINE INC COM
    136,982.64       65,556.00  
UNITED PARCEL SVC INC CL B
    1,666,201.71       1,367,968.00  
UNITED PARCEL SVC INC CL B
    348,746.85       296,209.20  
UNITED PARCEL SVC INC CL B
    480,483.54       419,842.45  
UNITED STS STL CORP NEW COM
    19,278.77       26,040.00  
UNITED STS STL CORP NEW COM
    82,355.57       82,192.88  
UNITED STS STL CORP NEW COM
    125,043.10       111,600.00  
UNITED TECHNOLOGIES CORP COM
    959,992.88       675,360.00  
UNITED TECHNOLOGIES CORP COM
    669,223.18       1,270,320.00  
UNITED TECHNOLOGIES CORP COM
    336,557.62       324,065.60  
UNITED TECHNOLOGIES CORP COM
    563,783.15       465,489.36  
UNITED UTILITIES GROUP ORD GBP0.05
    189,750.28       166,990.12  
UNITED WESTN BANCORP INC COM STK
    9,358.95       9,360.00  
UNITEDHEALTH GROUP INC COM
    242,886.02       175,184.54  
UNITEDHEALTH GROUP INC COM
    165,306.67       184,604.00  
UNITEDHEALTH GROUP INC COM
    644,474.88       505,400.00  
UNITEDHEALTH GROUP INC COM
    654,997.76       800,660.00  
UNITIL CORP COM
    3,186.84       2,200.77  
UNITRIN INC COM
    1,577.71       1,556.24  
UNIVERSAL ACCESS GLOBAL HLDGS INC COM NEW STK
    6,455.42        
UNIVERSAL DETECTION TECHNOLOGY COM NEW STK
    9,791.55       90.03  
UNIVERSAL ENERGY CORP DEL COM NEW STK
    6,509.95       1.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
UNIVERSAL FST PRODS INC COM
    83,173.79       64,584.00  
UNIVERSAL POTASH CORP COM STK
    2,499.85       30.00  
UNUM GROUP
    220,203.52       152,594.40  
UNUM GROUP
    293,804.26       362,700.00  
UNUM GROUP
    7,687.42       7,440.00  
UNVL AMERN FINL CORP COM
    60,588.54       47,628.00  
UNVL ELECTRS INC COM
    6,957.38       4,866.00  
UNVL EXPRESS INC COM
    1,429.85       300.00  
UNVL GUARDIAN HLDGS INC COM
    3,428.68       0.80  
UNVL HEALTH SERVICES INC CL B COM
    7,090.03       4,703.61  
UNVL HEALTH SERVICES INC CL B COM
    128,146.00       75,140.00  
UNVL HEALTH SERVICES INC CL B COM
    175,870.20       123,981.00  
UNVL STAINLESS & ALLOY PRODS INC COM
    2,508.01       2,898.00  
UNVL TECH INST INC COM
    977.81       858.50  
UNVL TECH INST INC COM
    257,721.60       243,814.00  
UPLIFT NUTRITION INC COM STK
    38,816.40       41,010.00  
UPSNAP INC COM
    2,662.95       5.90  
UQM TECHNOLOGIES INC COM
    9,281.44       3,261.25  
URACAN RES LTD COM STK
    87,639.12       32,397.81  
URANERZ ENERGY CORP COM STK
    83,252.34       12,122.86  
URANIUM CITY RES INC
    1,012.95       16.20  
URANIUM ENERGY CORP COM
    106,727.36       43,691.54  
URANIUM HUNTER CORP COM STK
    759.95       53.00  
URANIUM ONE INC COM STK
    229,864.27       39,621.25  
URANIUM PARTN CORP COM
    24,722.51       12,759.78  
URANIUM PWR CORP CDA COM
    195,105.32       19,226.74  
URANIUM RES INC COM PAR $0.001 COM PAR $0.001
    183,794.82       55,716.43  
URBAN OUTFITTERS INC COM
    307,209.60       170,322.60  
URBAN OUTFITTERS INC COM
    308,034.06       178,711.40  
URBAN OUTFITTERS INC COM
    2,366.25       1,438.08  
UR-ENERGY INC COM
    33,751.47       18,734.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
UROPLASTY INC COM NEW
    72,935.45       21,850.00  
URS CORP NEW COM
    72,241.04       77,463.00  
US BANCORP
    1,048,043.44       1,093,287.14  
US BANCORP
    1,058,673.09       810,123.92  
US BANCORP
    160,719.80       135,976.89  
US ENERGY INITIATIVES CORP COM STK
    1,515.30       100.00  
US FARMS INC COM NEW STK
    1,365.40       60.20  
USA MOBILITY INC COM STK
    37,072.86       33,977.67  
USA MOBILITY INC COM STK
    85,018.60       92,560.00  
USA MOBILITY INC COM STK
    30,421.20       27,768.00  
USANA HEALTH SCIENCES INC CDT-SHS
    23,920.33       23,968.00  
USANA HEALTH SCIENCES INC CDT-SHS
    9,069.71       9,621.44  
USCORP COM NEW
    2,529.85       750.00  
USEC INC COM
    101,419.06       49,120.60  
USG CORP COM NEW
    148,340.45       29,482.68  
USINTERNETWORKING INC COM
    25,827.64        
UTD FINL BANCORP INC MD COM STK
    171,057.17       186,222.00  
UTD MICRO ELECT TWD10
    132,464.25       43,379.17  
UTD RENTALS INC COM
    117,937.92       53,443.20  
UTD RENTALS INC COM
    59,459.74       26,721.60  
UTD RENTALS INC COM
    86,818.50       99,408.00  
UTD RENTALS INC COM
    984.95       456.00  
UTD STATIONERS INC COM
    44,528.55       50,235.00  
UTD STATIONERS INC COM
    138,564.76       93,772.00  
UTD THERAPEUTICS CORP DEL COM STK
    201,873.59       128,853.00  
UTD THERAPEUTICS CORP DEL COM STK
    3,008.95       3,127.50  
UTI WORLDWIDE INC ORD NPV
    3,857.90       2,868.00  
UTSTARCOM INC COM
    21,584.72       12,395.00  
UTSTARCOM INC COM
    4,900.99       3,977.50  
UWINK INC DEL COM STK
    433.15       84.84  
V F CORP COM
    7,389.97       6,905.46  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
V F CORP COM
    80,027.35       124,218.36  
VAALCO ENERGY INC COM NEW COM NEW
    69,589.80       72,912.00  
VAALCO ENERGY INC COM NEW COM NEW
    328,017.48       299,832.00  
VAALCO ENERGY INC COM NEW COM NEW
    52,935.23       69,065.52  
VAIL RESORTS INC COM
    4,485.16       2,660.00  
VAIL RESORTS INC COM
    36,791.82       34,580.00  
VAL NATL BANCORP COM
    245,454.00       280,665.00  
VAL NATL BANCORP COM
    27,044.22       28,350.00  
VALASSIS COMMUNICATIONS INC COM
    46,762.65       5,940.00  
VALEANT PHARMACEUTICALS INTL COM STK
    939.21       1,145.00  
VALEO EUR3
    66,778.54       76,241.06  
VALERO ENERGY CORP COM STK NEW
    253,667.04       171,388.80  
VALERO ENERGY CORP COM STK NEW
    471,184.16       344,421.87  
VALERO ENERGY CORP COM STK NEW
    354,484.66       276,992.00  
VALLEY FORGE COMPOSITE TECHNOLOGIES INC COM
    1,058.95       20.00  
VALLOUREC(USIN A T EUR4
    108,187.66       123,853.45  
VALMONT INDS INC COM
    109.71       61.61  
VALSPAR CORP COM
    182,381.60       166,428.00  
VALUE AMER INC COM
    7,162.31        
VALUE LINE INC COM
    10,017.72       9,216.84  
VALUECLICK INC COM STK ISIN#US92046N1028
    108,762.87       30,232.80  
VANDA PHARMACEUTICALS INC COM
    610.87       50.00  
VARIAN MED SYS INC COM ISIN #US9222091057
    29,667.48       18,991.68  
VARIAN MED SYS INC COM ISIN #US9222091057
    154,159.33       112,128.00  
VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM
    657,833.57       369,648.00  
VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM
    235,845.75       171,052.80  
VASCO DATA SEC INTL INC COM
    47,263.06       19,812.94  
VASCULAR SOLUTIONS INC COM
    4,188.66       3,608.00  
VASOMEDICAL INC COM
    180.05       17.00  
VAST SOLUTIONS INC CL B1
    25.56        
VAST SOLUTIONS INC CL B2
    25.56        

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
VAST SOLUTIONS INC CL B3
    25.57        
VAXGEN INC COM NEW
    3,348.20       268.75  
VCA ANTECH INC COM STK
    3,572.93       1,789.20  
VCG HLDG CORP COM STK
    453.96       74.50  
VECTOR GROUP LTD COM STK
    19,821.07       14,797.29  
VECTREN CORP COM
    143,618.40       135,054.00  
VEECO INSTRS INC DEL COM
    18,183.95       15,850.00  
VELCRO INDS N V COM
    6,242.15       6,075.00  
VERASUN ENERGY CORP COM
    1,446.77       66.00  
VERDX MINERALS CORP COM
    9,985.00        
VERENIUM CORP COM STK
    5,792.73       968.00  
VERICHIP CORP COM
    6,103.34       1,480.00  
VERIFONE HLDGS INC COM
    1,105,875.04       407,680.00  
VERIGY LTD ORD SHS
    16,251.55       5,627.70  
VERISIGN INC COM
    848,656.17       675,432.00  
VERISIGN INC COM
    115,361.26       91,584.00  
VERIZON COMMUNICATIONS COM
    2,248,320.14       2,392,594.20  
VERIZON COMMUNICATIONS COM
    390,230.52       402,604.26  
VERIZON COMMUNICATIONS COM
    32,126.75       33,900.00  
VERIZON COMMUNICATIONS COM
    103,881.63       99,903.30  
VERMILLION INC COM NEW STK
    183.79       13.50  
VERMONT PURE HLDGS LTD NEW COM
    1,014.59       420.00  
VERSANT CORP COM NEW COM NEW
    2,073.15       1,568.70  
VERSAR INC COM
    17,494.69       8,899.20  
VERTEX PHARMACEUTICALS INC COM
    627,842.11       634,942.00  
VERTEX PHARMACEUTICALS INC COM
    60,466.75       75,281.64  
VERTEX PHARMACEUTICALS INC COM
    198,925.80       182,280.00  
VERTEX PHARMACEUTICALS INC COM
    20,547.17       22,785.00  
VERTICAL COMPUTER SYS INC COM NEW
    6,450.97       4,567.50  
VESTAS WIND SYSTEM DKK1
    2,145,589.60       1,181,771.92  
VIACOM INC NEW CL B
    5,540.43       2,517.67  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
VIACOM INC NEW CL B
    579,352.42       293,028.44  
VIAD CORP COM NEW
    25,337.13       17,318.00  
VIASPACE INC COM STK
    1,473.19       58.30  
VICTORY ENERGY CORP COM NEW COM NEW
    1,009.95       8.00  
VIEW SYS INC COM NEW COM NEW
    3,773.47       0.78  
VILLAGE SUPER MKT INC CL A NEW CL A NEW
    12,895.89       14,060.55  
VION PHARMACEUTICALS INC COM NEW STK
    676.63       25.90  
VIPER NETWORKS INC COM
    116.95       0.54  
VIRAGEN INC COM NEW
    5,411.19        
VIRGIN MOBILE USA INC CL A COM CL A
    6,477.85       336.00  
VIRGINIA MINES INC COM STK
    28,530.80       29,832.52  
VIROPHARMA INC COM STK
    31,551.18       31,326.12  
VIROPHARMA INC COM STK
    26,490.50       32,550.00  
VIROPHARMA INC COM STK
    271,509.64       316,386.00  
VISA INC COM CL A STK
    1,113,851.63       907,385.00  
VISA INC COM CL A STK
    983,240.13       778,437.78  
VISA INC COM CL A STK
    147,346.32       153,678.50  
VISA INC COM CL A STK
    77,174.94       72,381.00  
VISA INC COM CL A STK
    875,075.29       1,007,564.50  
VISHAY INTERTECHNOLOGY INC COM
    343,022.84       90,630.00  
VISHAY INTERTECHNOLOGY INC COM
    26,825.91       13,338.00  
VISHAY INTERTECHNOLOGY INC COM
    25,592.31       10,260.00  
VISHAY INTERTECHNOLOGY INC COM
    25,400.13       12,654.00  
VISTA GOLD CORP REORGANIZATION SHS COM STK
    42,141.73       16,016.00  
VISTAPRINT COM INC COM STK
    140,386.33       83,558.90  
VISTEON CORP COM
    45,191.09       3,535.00  
VISTEON CORP COM
    24,999.76       1,225.00  
VITESSE SEMICONDUCTOR CORP COM
    2,413.42       360.00  
VIVENDI SA EUR5.50
    337,107.98       276,890.91  
VIVUS INC COM
    9,929.00       7,980.00  
VIYYA TECHNOLOGIES INC FORMERLY VIYON TECHNOLOGIES INC TO 07/20/2004 COM
    684.95       15.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
VMS VENTURES INC COM STK
    3,133.50       864.85  
VMWARE INC CL A COM CL A COM
    38,903.32       19,307.35  
VNUS MED TECHNOLOGIES INC COM
    27,717.09       21,086.00  
VODAFONE GROUP ORD USD0.11428571
    553,818.43       592,479.16  
VODAFONE GROUP ORD USD0.11428571
    979,951.85       710,856.68  
VOEST-ALPINE AG NPV
    272,962.05       108,148.56  
VOIP INC COM NEW STK
    3,601.45       0.04  
VOLCANO CORP COM STK
    74,275.30       63,750.00  
VOLCOM INC COM
    20,517.52       11,434.10  
VOLTERRA SEMICONDUCTOR CORP COM
    8,577.70       4,111.25  
VOLTERRA SEMICONDUCTOR CORP COM
    12,584.42       12,155.00  
VOLVO AB SER’A’NPV
    83,033.61       91,357.23  
VOLVO AB SER’B’NPV
    445,657.90       189,058.48  
VONAGE HLDGS CORP COM
    14,722.95       4,950.00  
VOYAGER PETE INC COM STK
    1,569.95       20.00  
VSE CORP COM
    8,478.02       8,983.67  
VSUS TECHNOLOGIES INC COM
    38,123.88       658.80  
VULCAN MATERIALS CO COM
    163,101.06       153,076.00  
VULCAN MATERIALS CO COM
    151,570.86       194,824.00  
VULCAN MATERIALS CO COM
    46,638.40       48,999.42  
VYTERIS INC FORMERLY VYTERIS HLDGS NEV INC TO 05/02/2007 COM NEW COM NEW
    654.97       6.80  
W & T OFFSHORE INC COM
    155,430.93       89,575.54  
W & T OFFSHORE INC COM
    291,504.80       87,352.00  
WABASH NATL CORP COM
    26,069.31       12,150.00  
WABCO HLDGS INC COM STK
    12,823.82       7,610.78  
WABTEC CORP COM
    178,924.16       150,652.50  
WABTEC CORP COM
    90,323.20       87,450.00  
WABTEC CORP COM
    217,017.36       166,950.00  
WABTEC CORP COM
    208,070.12       166,791.00  
WABTEC CORP COM
    9,329.92       8,626.90  
WADE COOK FINL CORP COM NEW
    14,145.39        

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WALGREEN CO COM
    120,591.00       111,015.00  
WALGREEN CO COM
    235,184.29       160,355.00  
WALGREEN CO COM
    457,875.68       606,882.00  
WALGREEN CO COM
    609,679.97       416,571.90  
WALL STR FINL CORP
    1,126.90        
WAL-MART STORES INC COM
    858,628.39       900,547.84  
WAL-MART STORES INC COM
    681,828.11       734,386.00  
WAL-MART STORES INC COM
    1,546,163.57       3,116,936.00  
WAL-MART STORES INC COM
    455,762.60       464,849.52  
WAL-MART STORES INC COM
    473,649.86       554,994.00  
WAL-MART STORES INC COM
    221,608.23       241,058.00  
WAL-MART STORES INC COM
    927,069.39       954,495.05  
WALT DISNEY CO
    1,018,631.90       1,046,009.00  
WALT DISNEY CO
    705,284.91       549,098.00  
WALT DISNEY CO
    315,166.39       308,130.20  
WALT DISNEY CO
    119,536.28       110,001.12  
WALT DISNEY CO
    346,125.90       264,361.19  
WALT DISNEY CO
    380,783.14       313,028.34  
WALTER INDS INC COM
    32,596.08       42,024.00  
WALTER INDS INC COM
    15,351.05       10,699.01  
WAR EAGLE MNG INC COM NEW
    3,292.95       194.40  
WARNACO GROUP INC COM NEW COM NEW
    19,388.87       7,459.40  
WARNER CHILCOTT LTD COM STK USD0.01 CLASS ‘A’
    3,589.49       3,581.50  
WARNER MUSIC GROUP CORP COM STK
    16,008.95       12,080.00  
WARNING MODEL MGMT LLC COM
    15,390.78        
WARREN RES INC COM
    1,207.70       199.00  
WARRIOR ENERGY N.V COM STK
    4,061.95       178.20  
WARTSILA EUR3.50
    39,558.76       44,712.78  
WASH POST CO CL B COM
    9,729.97       4,683.00  
WASH POST CO CL B COM
    118,189.98       57,757.00  
WASHINGTON MUTUAL INC
    37,237.11       2,751.94  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WASTE CONNECTIONS INC COM
    178,667.42       174,266.40  
WASTE MGMT INC DEL COM STK
    495,540.05       405,202.78  
WASTE MGMT INC DEL COM STK
    54,484.66       53,411.11  
WASTE SVCS INC DEL COM NEW STK
    4,314.95       3,290.00  
WASTE SVCS INC DEL COM NEW STK
    25,685.10       27,636.00  
WATERS CORP COM
    85,301.01       77,698.00  
WATERS CORP COM
    93,950.13       87,960.00  
WATERS CORP COM
    72,746.77       48,158.10  
WATSCO INC COM
    3,558.60       3,840.00  
WATSCO INC COM
    125,331.28       102,528.00  
WATSON PHARMACEUTICALS INC COM
    213,336.85       188,647.00  
WATSON PHARMACEUTICALS INC COM
    108,342.19       71,739.00  
WATSON PHARMACEUTICALS INC COM
    100,161.11       100,966.00  
WATSON PHARMACEUTICALS INC COM
    219,677.54       233,816.00  
WATSON PHARMACEUTICALS INC COM
    2,812.99       2,922.70  
WATTS WTR TECHNOLOGIES INC 10/15/03
    5,625.66       3,995.20  
WAUSAU PAPER CORP COM
    30,863.91       35,464.00  
WCI CMNTYS INC COM
    3,560.49       26.33  
WD 40 CO COM STK
    48,709.51       49,052.74  
WD 40 CO COM STK
    41,051.89       31,119.00  
WEATHERFORD INTL LTD
    294,578.76       183,940.00  
WEATHERFORD INTL LTD
    22,252.99       22,181.00  
WEB COM GROUP INC COM
    12,506.59       3,875.94  
WEBSENSE INC COM STK ISIN# US9476841062
    155,099.91       121,556.40  
WEBSTER FNCL CORP WATERBURY CONN COM
    278,524.40       126,776.00  
WEIGHT WATCHERS INTL INC NEW COM
    61.43       35.25  
WEIGHT WATCHERS INTL INC NEW COM
    1,333,077.55       744,326.00  
WELLCARE HLTH PLANS INC COM
    63,426.61       16,718.00  
WELLCARE HLTH PLANS INC COM
    15,241.94       9,194.90  
WELLMAN INC COM
    10,646.13       1.50  
WELLPOINT INC COM
    771,755.46       690,932.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WELLPOINT INC COM
    82,233.56       45,963.83  
WELLPOINT INC COM
    486,417.20       530,838.00  
WELLPOINT INC COM
    118,619.08       79,457.18  
WELLS FARGO & CO NEW COM STK
    690,960.95       682,063.25  
WELLS FARGO & CO NEW COM STK
    1,758,969.71       2,781,732.80  
WELLS FARGO & CO NEW COM STK
    110,673.85       119,983.60  
WELLS FARGO & CO NEW COM STK
    416,027.14       362,604.00  
WELLS FARGO & CO NEW COM STK
    196,610.21       211,961.20  
WELLS FARGO & CO NEW COM STK
    391,245.37       533,588.00  
WELLS FARGO & CO NEW COM STK
    1,209,924.90       1,223,420.00  
WELLSTONE FILTERS INC COM PAR $0.001 COMSTK
    52,834.23       4.80  
WENDYS / ARBYS GROUP INC COM STK
    10.47       4.96  
WERNER ENTERPRISES INC COM
    69,511.30       53,754.00  
WESBANCO INC COM
    88,520.20       87,072.00  
WESCO FNCL CORP CAP
    2,313.87       1,727.40  
WESCO INTL INC COM
    113,091.00       57,690.00  
WESCO INTL INC COM
    22,920.00       23,076.00  
WESCO INTL INC COM
    332,988.31       157,686.00  
WESFARMERS LTD NPV
    118,650.99       123,274.72  
WEST CANYON ENERGY CORP COM NEW COM NEW
    3,874.86       48.00  
WEST TIMMINS MINING INC COM
    2,652.95       1,409.40  
WESTAMERICA BANCORPORATION COM
    131,396.14       122,760.00  
WESTELL TECHNOLOGIES INC CL A
    866.09       79.50  
WESTERN COPPER CORP COM
    759.60       19.44  
WESTERN METALS COM STK
    68,685.75       6,681.08  
WESTERN STD ENERGY CORP COM
    2,120.95       138.60  
WESTERN UNION CO
    124,128.92       83,172.00  
WESTERN UNION CO
    248,370.04       255,753.90  
WESTERN UNION CO
    1,252,779.42       1,071,757.26  
WESTERN UNION CO
    130,305.12       107,349.24  
WESTJET AIRLS LTD LTD VAR STG SHS COM STK
    112,827.84       157,450.92  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WESTMORELAND COAL CO COM
    12,006.50       12,210.00  
WESTN DIGITAL CORP COM
    44,112.45       16,808.60  
WESTN DIGITAL CORP COM
    231,932.35       195,795.00  
WESTN DIGITAL CORP COM
    13,129.60       11,450.00  
WESTN GEOPOWER CORP
    5,108.27       2,430.00  
WESTN REFNG INC COM
    10,274.04       10,864.00  
WESTN REFNG INC COM
    69,120.81       86,136.00  
WESTN REFNG INC COM
    101,946.03       66,741.14  
WESTPOINT STEVENS INC COM
    7,190.18       0.90  
WESTPORT INNOVATIONS INC COM STK
    1,208.95       510.00  
WET SEAL INC CL A CL A
    265,246.95       226,908.00  
WET SEAL INC CL A CL A
    49,208.79       51,678.00  
WET SEAL INC CL A CL A
    2,498.95       2,970.00  
WEX PHARMACEUTICALS INC COM
    16,041.70       3,451.20  
WEYERHAEUSER CO COM
    270,316.19       160,702.50  
WEYERHAEUSER CO COM
    16,517.32       9,751.98  
WGL HLDGS INC COM
    3,564.32       3,338.56  
WHIRLPOOL CORP COM
    6,891.15       4,135.00  
WHIRLPOOL CORP COM
    104,223.40       76,042.65  
WHITBREAD ORD GBP0.76797385
           
WHITE MOUNTAINS INSURANCE GROUP WHITE MOUNTAIN COM STOCK
    11,621.35       5,458.93  
WHITEHALL ENTERPRISES INC COM
    34,413.44       61.90  
WHITING PETE CORP NEW COM STK
    20,797.34       11,108.72  
WHITING PETE CORP NEW COM STK
    102,993.02       85,189.16  
WHITING PETE CORP NEW COM STK
    202,883.23       122,798.20  
WHITNEY HLDG CORP COM
    99.78       66.01  
WHOLE FOODS MKT INC COM
    245,530.78       58,206.48  
WHOLE FOODS MKT INC COM
    1,047,097.43       334,176.00  
WHOLE FOODS MKT INC COM
    245,163.13       33,040.00  
WHOLE FOODS MKT INC COM
    131,095.25       61,360.00  
WHOS YOUR DADDY INC COM NEW STK
    294,105.17       2,491.82  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WILEY JOHN & SONS INC CL A
    5,123.95       7,116.00  
WILLBROS GROUP INC COM
    3,266.25       847.00  
WILLIAM HILL ORD GBP0.10
    882,713.10       227,265.36  
WILLIAMS CO INC COM
    276,986.93       208,512.00  
WILLIAMS CO INC COM
    116,790.58       73,648.36  
WILLIAMS CTLS INC COM NEW COM NEW
    4,522.42       2,598.96  
WILLIAMS PIPELINE PARTNERS L P COM UNIT REPSTG LTD PARTNER INTS
    1,969.95       1,417.00  
WILLIAMS SONOMA INC COM
    566,637.83       221,652.00  
WILLIS GROUP HOLDINGS COM
    561.83       622.00  
WILLIS LEASE FIN CORP COM
    932.95       927.00  
WILMINGTON TR CORP NEW COM
    449,966.44       326,928.00  
WILSHIRE BANCORP INC COM
    224,636.74       149,820.00  
WILSHIRE BANCORP INC COM
    31,671.92       20,884.00  
WILSHIRE BANCORP INC COM
    71,011.40       50,848.00  
WILSHIRE BANCORP INC COM
    1,955.96       1,316.60  
WIND RIV SYS INC COM
    12,351.02       10,158.75  
WINDSTREAM CORP COM STK
    103,983.79       101,494.40  
WINDSTREAM CORP COM STK
    23,614.94       24,867.60  
WINMARK CORP COM
    14,923.59       9,200.00  
WINSTAR COMMUNICATIONS INC COM WORTHLESSSECURITY
    95.36        
WINTRUST FINL CORP COM
    101,102.09       57,596.00  
WIRELESS RONIN TECHNOLOGIES INC COM STK
    34,783.40       5,740.00  
WIS ENERGY COM
    126,531.44       121,742.00  
WIS ENERGY COM
    11,682.00       12,594.00  
WISDOMTREE TR INTL LARGECAP DIVID FD ETFWISDOMTREE TRUTS
    42,155.65       25,083.62  
WI-TRON INC COM
    2,484.62       29.70  
WITS BASIN PRECIOUS MINERALS INC COM STK
    7,848.85       1,924.00  
WIZZARD SOFTWARE CORP NEW COM
    5,230.76       2,562.50  
WMS INDS INC COM STK
    219,167.67       259,450.50  
WMS INDS INC COM STK
    174,704.82       145,206.20  
WOLTERS KLUWER EUR0.12
    833,795.42       629,759.91  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WOLVERINE WORLD WIDE INC COM
    418,030.48       309,288.00  
WOLVERINE WORLD WIDE INC COM
    2,909.12       2,178.86  
WONDER AUTO TECHNOLOGY INC COM STK\
    15,534.15       8,224.16  
WOODWARD GOVERNOR CO COM
    1,558.80       1,186.93  
WORDLOGIG CORP COM STK
    78,628.70       10,500.00  
WORLD ACCEP CORP S C NEW COM
    523,059.69       299,364.00  
WORLD ACCEP CORP S C NEW COM
    67,155.38       37,544.00  
WORLD ACCESS INC (NEW)
    49,848.86        
WORLD AM INC FORMERLY WORLD-AM COMMUNIC COM PAR $0.0001 NEW 2008
    1,236.00       0.17  
WORLD FUEL SERVICE COM STK USD0.01
    97,217.10       99,900.00  
WORLD FUEL SERVICE COM STK USD0.01
    35,442.90       37,000.00  
WORLD HEART CORP
    117,753.01       1,202.50  
WORLD HLTH ALTERNATIVES INC COM
    1,925.86       0.26  
WORLD HOCKEY ASSN CORP COM NEW STK
    4,613.85       115.00  
WORLD WRESTLING ENTMNT
    4,504.18       2,874.58  
WORLDSPACE INC CL A CL A COM STK
    958.95       4.00  
WORTHINGTON INDS INC COM
    4,846.60       4,268.48  
WP STEWART CO LTD NEW
    7,426.10       242.19  
WPP GROUP PLC AMERN DEPOS SH
    164,038.81       94,806.36  
WPP PLC ORD GBP0.10
    1,025,388.84       475,304.85  
WRIGHT EXPRESS CORP COM STK
    5,071.55       2,142.00  
WRIGHT MED GROUP INC COM
    254,460.98       206,547.30  
WSFS FINANCIAL CORP COM
    11,498.00       9,598.00  
WYETH COM
    420,650.03       408,859.00  
WYETH COM
    456,679.19       384,289.95  
WYETH COM
    429,840.50       423,863.00  
WYETH COM
    1,063,602.87       1,237,830.00  
WYETH COM
    7,875.53       7,726.01  
WYNDHAM WORLDWIDE CORP COM STK
    12,624.17       2,752.60  
WYNDHAM WORLDWIDE CORP COM STK
    175,369.90       29,134.40  
WYNDHAM WORLDWIDE CORP COM STK
    232,341.52       85,150.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WYNDHAM WORLDWIDE CORP COM STK
    171,847.81       62,225.00  
WYNN RESORTS LTD COM
    810,579.05       413,598.62  
WYNN RESORTS LTD COM
    125,793.33       103,114.40  
WYNN RESORTS LTD COM
    61,375.58       59,164.00  
XCEL ENERGY INC COM
    256,281.23       205,997.75  
XCEL ENERGY INC COM
    69,505.15       64,985.51  
XCORPOREAL INC COM STK
    2,877.90       170.00  
XENONICS HLDGS INC COM STK
    46,202.51       8,654.80  
XENOPORT INC COM STK
    204,459.26       114,615.60  
XEROX CORP COM
    342,408.14       172,598.32  
XEROX CORP COM
    428,453.33       302,860.00  
XEROX CORP COM
    41,349.94       35,470.73  
XILINX INC COM
    25,445.65       18,619.57  
XILINX INC COM
    363,733.73       266,587.20  
XILINX INC COM
    262,200.05       121,176.00  
XILINX INC COM
    58,228.10       57,861.54  
XL CAP LTD COM STK
    391,225.59       30,340.00  
XL CAP LTD COM STK
    15,446.25       4,995.00  
XOMA LTD COM BERMUDA
    10,826.14       3,007.00  
XSTRATA PLC ORD GBP
    153,774.36       133,165.56  
XSUNX INC COM
    399,118.50       164,297.58  
XTO ENERGY INC COM
    466,255.93       333,389.85  
XTO ENERGY INC COM
    426,258.49       507,888.00  
XTO ENERGY INC COM
    235,732.82       243,363.00  
XTO ENERGY INC COM
    659,287.05       560,793.00  
XTREME OIL & GAS INC COM STK
    75.68        
XYBERNAUT CORP COM
    32,422.70        
YAHOO INC COM
    307,294.06       239,681.20  
YAHOO INC COM
    1,740,574.23       420,900.00  
YAMANA GOLD INC COM STK
    486,914.91       497,824.20  
YAMATO KOGYO CO NPV
    31,047.19       36,756.76  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
YAMAZAKI BAKING CO NPV
    113,461.30       152,123.55  
YANGARRA RES LTD COM STK
    7,047.35       1,020.60  
YM BIOSCIENCES INC COM
    132.45       92.45  
YOHO RES INC
    25,864.33       4,075.11  
YORA INTL INC COM NEW STK
    2,272.10       0.10  
YORK WTR CO COM
    3,269.95       3,630.00  
YOUBET COM INC
    1,872.39       992.89  
YRC WORLDWIDE INC COM
    47,816.80       27,127.24  
YTB INTL INC CL A COM STK
    218,385.33       29,191.79  
YTB INTL INC CL B CL B
    43.70       3.30  
YUKON GOLD CORP INC COM
    7,365.85       595.00  
YUKON-NEVADA GOLD CORP COM STK
    5,179.45       83.89  
YUM BRANDS INC COM
    164,139.31       183,645.00  
YUM BRANDS INC COM
    557,043.61       713,916.00  
YUM BRANDS INC COM
    117,622.93       364,770.00  
YUM BRANDS INC COM
    133,449.30       125,548.98  
ZAGG INC COM STK
    27,386.92       24,386.46  
ZALE CORP NEW COM STK
    29,831.20       6,660.00  
ZAP COM NEW
    13,304.40       3,129.60  
ZAREBA SYS INC COM
    496.40       102.12  
ZEBRA TECHNOLOGIES CORP CL A
    1,452.18       790.14  
ZEP INC COM STK
    23,730.00       23,172.00  
ZEP INC COM STK
    464.13       444.13  
ZHONE TECHNOLOGIES INC NEW COM STK
    3,350.41       199.86  
ZHONGPIN INC COM STK
    12,101.15       12,000.00  
ZIMMER HLDGS INC COM
    197,974.71       226,352.00  
ZIMMER HLDGS INC COM
    861,100.09       468,872.00  
ZIMMER HLDGS INC COM
    107,724.72       66,773.84  
ZION OIL & GAS INC COM STK
    42,679.42       41,374.39  
ZIONS BANCORP COM
    465,038.68       365,199.00  
ZIONS BANCORP COM
    171,741.33       68,628.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
ZIONS BANCORP COM
    40,760.82       24,510.00  
ZIONS BANCORP COM
    275,274.77       127,452.00  
ZIOPHARM ONCOLOGY COM STK
    1,874.90       580.00  
ZIX CORP COM
    9,305.50       2,737.00  
ZOLTEK COS INC COM
    86,909.79       54,641.22  
ZORAN CORP COM
    15,062.72       6,830.00  
ZORAN CORP COM
    137,955.26       52,591.00  
ZWEIG TOTAL RETURN FD INC COM
    100,568.57       73,717.93  
ZYGO CORP COM
    5,714.21       2,764.00  
ZYNEX INC COM STK
    18,448.17       15,500.00  
 
           
Corporate Stock — Common Total
    1,071,731,407.78       818,777,677.71  
 
           
 
Australian dollar
    9,063.60       9,063.60  
Australian dollar
    12,549.60       12,549.60  
Australian dollar
    697.20       697.20  
British pound sterling
    47,445.75       47,445.75  
British pound sterling
    4,313.25       4,313.25  
British pound sterling
    366,626.26       366,626.26  
Czech koruna
    932.05       932.05  
Danish krone
    186.75       186.75  
Danish krone
    9,897.94       9,897.94  
Euro
    670,004.08       670,004.08  
Euro
    6,950.25       6,950.25  
Euro
    111,204.00       111,204.00  
Hong Kong dollar
    20,644.63       20,644.63  
Hong Kong dollar
    258.06       258.06  
New Zealand dollar
    16,947.60       16,947.60  
New Zealand dollar
    8,181.60       8,181.60  
Norwegian krone
    2,285.03       2,285.03  
Norwegian krone
    12,853.29       12,853.29  
Singapore dollar
    32,621.90       32,621.90  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Singapore dollar
    7,634.91       7,634.91  
South African rand
    3,894.00       3,894.00  
Swedish krona
    1,011.64       1,011.64  
Swedish krona
    14,668.78       14,668.78  
Swiss franc
    939.54       939.54  
Swiss franc
    152,205.57       152,205.57  
Turkish lira
    1,295.76       1,295.76  
United States dollar
    455,262.85       455,262.85  
United States dollar
    2,372,808.67       2,372,808.67  
United States dollar
    2,428,189.94       2,428,189.94  
United States dollar
    3,510,581.01       3,510,581.01  
United States dollar
    957,145.87       957,145.87  
United States dollar
    516,560.09       516,560.09  
United States dollar
    12,809,489.63       12,809,489.63  
 
           
Interest Bearing Cash — USD Total
    24,565,351.10       24,565,351.10  
 
           
 
Australian dollar
    (21,503.10 )     (21,503.10 )
Australian dollar
    0.01       0.01  
Australian dollar
    277.96       277.96  
Australian dollar
    548.98       548.98  
Brazilian real
    134.46       134.46  
Brazilian real
    1.11       1.11  
British pound sterling
    6,505.29       6,505.29  
British pound sterling
    1,211.22       1,211.22  
British pound sterling
    44,549.91       44,549.91  
Canadian dollar
    1,456.46       1,456.46  
Czech koruna
    42.86       42.86  
Danish krone
    32.71       32.71  
Danish krone
    143.90       143.90  
Euro
    (123,445.57 )     (123,445.57 )
Euro
    864.04       864.04  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Euro
    709.43       709.43  
Euro
    7,130.96       7,130.96  
Euro
    1,065.47       1,065.47  
Hong Kong dollar
    (42,032.41 )     (42,032.41 )
Hong Kong dollar
    28.70       28.70  
Hong Kong dollar
    52,346.33       52,346.33  
Japanese yen
    1,403.91       1,403.91  
Japanese yen
    1,044.56       1,044.56  
Japanese yen
    35,633.68       35,633.68  
New Israeli shekel
    5,362.81       5,362.81  
New Taiwan dollar
    31,368.71       31,368.71  
New Taiwan dollar
    0.03       0.03  
New Zealand dollar
    196.99       196.99  
New Zealand dollar
    559.64       559.64  
Norwegian krone
    95.89       95.89  
Norwegian krone
    120.10       120.10  
Singapore dollar
    425.26       425.26  
Singapore dollar
    329.91       329.91  
South African rand
    38.01       38.01  
South Korean won
    585.37       585.37  
Swedish krona
    55.77       55.77  
Swedish krona
    99.86       99.86  
Swiss franc
    0.85       0.85  
Swiss franc
    589.33       589.33  
Turkish lira
    514.69       514.69  
United States dollar
    (50,434.84 )     (50,434.84 )
United States dollar
    0.86       0.86  
United States dollar
    164,984.93       164,984.93  
 
           
Non-Interest Bearing Cash — USD Total
    123,045.04       123,045.04  
 
           
 
1ST INDL RLTY TR INC COM
    29,610.06       10,992.80  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
1ST INDL RLTY TR INC COM
    69,814.06       39,260.00  
1ST POTOMAC RLTY TR COM
    1,734.16       1,023.39  
AGREE RLTY CORP COM
    1,405.12       1,813.00  
AGREE RLTY CORP COM
    39,990.00       27,195.00  
AGRIUM INC COM STK CALL OPT EXP 1/17/09 PR $40 PER SH
    (1,133.54 )     (250.00 )
AGRIUM INC COM STK PUT OPT EXP 4/18/09 PR $40 PER SH
    10,516.45       2.50  
ALESCO FINL INC COM STK
    11,346.51       671.36  
AMB PPTY CORP REIT
    2,549.95       1,193.55  
AMERICAN CAMPUS CMNTYS INC COM
    17,217.62       3,641.53  
AMERICAN HOME MTG INVT CORP COM STK
    2,535.70       28.22  
AMERICAN INTERNATIONAL GROUP COM STK CALL OPT EXP 0/17/09 PR $45 PER SH
    (220.29 )     (2.00 )
AMERICAN INTERNATIONAL GROUP COM STK CALL OPT EXP 01/17/09 PR $2.5 PER SH
    (236.04 )     (40.00 )
AMERICAN INTERNATIONAL GROUP COM STK CALL OPT EXP 02/21/09 PR $3 PER SH
    (1,001.04 )     (240.00 )
AMR CORP COM STK CALL OPT EXP 01/17/09 PR $10 PER SH
    (6,195.55 )     (10,710.00 )
ANNALY CAP MGMT INC COM
    260,128.00       277,184.37  
ANNALY CAP MGMT INC COM
    194,346.33       209,484.00  
ANNALY CAP MGMT INC COM
    364,233.61       438,012.00  
ANNALY CAP MGMT INC COM
    316,049.38       304,704.00  
ANNALY CAPITAL MANAGEMENT IN COM STK CALL OPT EXP 4/18/09 PR $18 PER SH
    (462.29 )     (350.00 )
ANTHRACITE CAP INC COM
    17,081.60       15,164.00  
ANTHRACITE CAP INC COM
    94,477.97       28,243.51  
ANWORTH MTG AST CORP COM
    143,873.38       109,953.00  
ANWORTH MTG AST CORP COM
    79,524.96       74,588.00  
ANWORTH MTG AST CORP COM
    267,125.93       199,973.00  
ANWORTH MTG AST CORP COM
    1,360.95       1,286.00  
APOLLO GROUP CL A COM STK CALL OPT EXP 1/17/09 PAR $40 PER SH
    (1,248.51 )     (73.20 )
APPLE COMPUTER INC COM STK CALL OPT EXP 1/20/07 PAR $90 PER SH
    (2,786.89 )     (1,687.00 )
APPLE COMPUTER INC COM STK CALL OPT EXP 2/17/07 PAR $90 PER SH
    (700.29 )     (600.00 )
APPLE INC COM STK CALL OPT EXP 1/17/09 PR $95 PER SH
    (1,937.87 )     (812.00 )
APPLE INC COM STK CALL OPT EXP 12/20/08 PR $100 PER SH
    (4,089.02 )     (16.00 )
APPLE INC COM STK CALL OPT EXP 12/20/08 PR $90 PER SH
    (1,985.03 )     (8.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
APT INVT & MGMT CO CL A
          6,225.45  
APT INVT & MGMT CO CL A
    67,685.15       29,094.45  
APT INVT & MGMT CO CL A
    7,782.28       2,887.50  
ARBOR RLTY TR INC COM
    35,175.90       8,850.00  
ASHFORD HOSPITALITY TR INC COM SHS
    20,941.11       17,595.00  
ASHFORD HOSPITALITY TR INC COM SHS
    3,145.85       1,840.00  
ASSD ESTATES RLTY CORP COM
    24,763.80       18,260.00  
ASSD ESTATES RLTY CORP COM
    65,142.00       42,911.00  
ASSD ESTATES RLTY CORP COM
    3,519.75       2,615.56  
ASTEC INDUSTRIES INC COM STK CALL OPT EXP 1/17/09 PR $40 PER SH
    (650.79 )     (35.00 )
Australian dollar
           
AVALONBAY CMNTYS REIT
    253,617.30       121,160.00  
AVALONBAY CMNTYS REIT
    60,453.11       51,735.32  
BAIDU.COM — SPON ADR COM STK CALL OPT EXP 1/17/09 PR $125 PER SH
    (890.29 )     (1,090.00 )
BAIDU.COM — SPON ADR COM STK CALL OPT EXP 1/17/09 PR $130 PER SH
    (790.29 )     (810.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 01/17/09 PR $12.50 PER SH
    (2,203.53 )     (1,830.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 01/17/09 PR $20 PER SH
    (239.54 )     (4.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 01/17/09 PR $42.50 PER SH
    (987.29 )     (15.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 1/17/09 PR $19 PER SH
    (259.54 )     (6.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 11/22/08 PR $20 PER SH
    (51.54 )     (2.00 )
BIOMED RLTY TR INC COM
    120,508.00       55,084.00  
BIOMED RLTY TR INC COM
    332,926.58       229,712.00  
BRANDYWINE RLTY TR SH BEN INT NEW REIT
    31,655.52       13,878.00  
BRANDYWINE RLTY TR SH BEN INT NEW REIT
    209,800.16       120,276.00  
BRANDYWINE RLTY TR SH BEN INT NEW REIT
    121,250.46       59,367.00  
BRANDYWINE RLTY TR SH BEN INT NEW REIT
    3,695.45       917.46  
BRAZIL(FED REP OF) FRN 4/2012 USD REGS ‘L’
    0.10       0.14  
BRE PPTYS INC COM CL A
    4,451.95       2,798.00  
BRISTOL-MYERS SQUIBB CO COM STK CALL OPT EXP 1/17/09 PR $22.5 PER SH
    (4,589.52 )     (4,182.00 )
BRITISH LAND CO ORD GBP0.25
    513,575.21       229,175.61  
British pound sterling
           

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
British pound sterling
           
BSTN PPTYS INC
    38,021.40       19,800.00  
BSTN PPTYS INC
    295,969.04       170,500.00  
BUCKEYE OHIO TOB SETTLEMENT FING AUTH 5.875% 06-01-2047 BEO
    679,574.00       393,799.00  
BUCYRUS INTERNATIONAL INC COM STK CALL OPT EXP 4/18/09 PR $15 PER SH
    (2,828.03 )     (2,160.00 )
CALL SWAPTION EUR DEUTSCHEDE 6MLIBOR/12M4.0% European 317U170A4 20/04/2009
    146,523.30       863,999.44  
CALL SWAPTION EUR DEUTSCHEDE 6MLIBOR/12M4.26% European 317U171A3 20/04/2009
    (133,790.58 )     (541,423.79 )
CALL SWAPTION GBP RBOSGB2S 6MLIBOR/6M 7.0% European 317U266A9 18/03/2009
    900,796.33       1,529,330.66  
CALL SWAPTION GBP RBOSGB2S 6MLIBOR/6M 7.0% European 317U267A8 18/03/2009
    (746,391.42 )     (1,195,487.02 )
CALL SWAPTION USD 2Y C 3.45 BZWLUS31 EUROPEAN 317U375A7 08-03-2009
    13,080.00       39,693.74  
CALL SWAPTION USD 2Y C 3.45 MLPFUS31 EUROPEAN 317U416A8 08-03-2009
    61,600.00       181,929.66  
CALL SWAPTION USD 2Y C 3.45 RBS 317U383A7 08-03-2009
    49,402.00       152,159.35  
CALL SWAPTION USD 5Y C 4.15 BZWLUS31 EUROPEAN 317U376A6 08-03-2009
    (12,550.00 )     (43,018.26 )
CALL SWAPTION USD 7Y C 4.40 MLPFUS31 EUROPEAN 317U417A7 08-03-2009
    (59,400.00 )     (218,825.33 )
CALL SWAPTION USD RBOSAU2S EUROPEAN 317U438A2 08-03-2009
    (6,123.57 )     (26,117.50 )
CALL SWAPTION USD RBOSGB2S 3MLIBOR/6M 3.15% European 317U263A2
02-02-2009
    61,560.00       183,291.42  
CALL SWAPTION USD RBOSGB2S 7Y C 4.40 EUROPEAN 317U384A6 08-03-2009
    (48,958.33 )     (182,354.45 )
CANADIAN APT PPTYS REAL ESTATE INVT TR TR UNIT TR UNIT
    2,024.22       1,530.00  
CAPITALSOURCE INC REIT
    46,685.52       54,516.00  
CAPITALSOURCE INC REIT
    77,731.49       30,553.14  
CAPITAMALL TRUST REIT
    6,709.05       4,414.40  
CAPLEASE INC COM
    31,763.44       6,574.00  
CAPSTEAD MTG CORP COM NO PAR COM NO PAR
    79,393.44       73,236.00  
CAPSTEAD MTG CORP COM NO PAR COM NO PAR
    128,379.36       84,006.00  
CARE INVT TR INC COM
    13,608.50       13,243.00  
CASH COLLATERAL HELD AT LEHMAN BROS
    100,000.00       100,000.00  
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE
    600,000.00       600,000.00  
CATERPILLAR INC COM STK CALL OPT EXP 1/17/09 PR $35 PER SH
    (2,627.28 )     (1,470.00 )
CATERPILLAR INC COM STK CALL OPT EXP 1/17/09 PR $42.5 PER SH
    (977.28 )     (1,470.00 )
CBL & ASSOC PPTYS INC COM
    137,154.21       42,900.00  
CBL & ASSOC PPTYS INC COM
    14,088.48       31,200.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
CDS / STS DEUTSCHEDE CDX_HIVOL_5 03-20-2009 0WP002256
          (538.64 )
CDS / STS DEUTSCHEDE DJCDX NAIGTMTS1V2 5Y 03-20-2009 0WP000458
           
CDS / STS DEUTSCHEDE PURC PROT ON DX NA IG TMTS1 V2 5Y 03-20-2009 0WR000456
    1,109.47       531.64  
CDS / STS DEUTSCHEDE SELL PROTECTION ON CDX_HIVOL_5 03-20-2009 0WR002254
    357.32        
CDS / STS SELL PROT ON CDX HI YIELD 100 SER 2 EX-DCN 09-20-2009 0WR002536
          1,246.26  
CDS DEUTSCHEDE EASTMAN KODAK CO 03-20-2010 0WP008394
          (7,026.99 )
CDS DEUTSCHEDE FORD MOTOR CO. 03-20-20150WP008295
          (76,567.23 )
CDS DEUTSCHEDE SELL PROTECTION ON EASTMAN KODAK CO 03-20-2010 0WR008392
           
CDS DEUTSCHEDE SELL PROTECTION ON FORD MOTOR CO. 03-20-2015 0WR008293
           
CDS EASTMAN KODAK CO 03-20-2010 0WP008451
          (7,026.99 )
CDS SELL PROTECTION ON EASTMAN KODAK CO 03-20-2010 0WR008459
           
CELGENE CORP COM STK CALL OPT EXP 1/17/09 PR $60 PER SH
    (105.29 )     (50.00 )
CHESAPEAKE ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (2,767.08 )     (3,600.00 )
CHESAPEAKE ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (1,482.04 )     (0.12 )
CHESAPEAKE ENERGY CORP COM STK CALL OPT EXP 4/18/09 PR $25 PER SH
    (200.29 )     (70.00 )
CHEVRON CORP COM STK CALL OPT EXP 03/21/08 PR $75 PER SH
    (510.29 )     (520.00 )
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG
    200,000.00       197,380.00  
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG TAXABLE
    300,000.00       296,070.00  
CHIPOTLE MEXICAN GRILL-CL A COM STK CALL OPT EXP 3/21/09 PR $70 PER SH
    (350.29 )     (310.00 )
COGENT INC COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (108.79 )     (45.00 )
COLONIAL PPTYS TR SH BEN INT
    20,910.00       16,660.00  
CONTINENTAL AIRLINES-CLASS B COM STK CALL OPT EXP 1/17/09 PR $17.5 PER SH
    (778.33 )     (725.00 )
CORIO NV EUR10
    100,814.05       78,864.83  
CORNING INC COM STK CALL OPT EXP 1/17/09PR $17.50 PER SH
    (169.54 )     (0.02 )
COUSINS PPTYS INC COM
    6,446.62       4,190.12  
COVANTA HOLDING CORP COM STK CALL OPT EXP 3/21/09 PR $25 PER SH
    (209.54 )     (200.00 )
CR DEF SWAP REC 4.8 BEAR 20/09/09 0WR002551/0WP002553
           
CR DEF SWAP REC 4.8 BEAR 20/09/09 0WR002551/0WP002553
          789.38  
CRYSTAL RIV CAP INC COM STK\
    1,619.99       378.00  
CSX CORP COM STK CALL OPT EXP 01/17/09 PR $60 PER SH
    (830.29 )     (0.05 )
CUBIST PHARMACEUTICALS INC COM STK CALL OPT EXP 1/17/09 $25 PER SH
    (4,091.27 )     (1,980.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
DEERE & CO COM STK CALL OPT EXP 1/17/09 PR $45 PER SH
    (1,940.53 )     (154.00 )
DELTA AIR LINES COM STK CALL OPT EXP 01/17/09 PAR $30 PER SH
    (1,582.52 )      
DELTA AIR LINES INC COM STK CALL OPT EXP 01/17/09 PR $10 PER SH
    (17,343.29 )     (38,340.00 )
DEVELOPERS DIVERSIFIED RLTY CORP COM
    3,558.63       520.97  
DEVELOPERS DIVERSIFIED RLTY CORP COM
    76,027.38       32,208.00  
DEVELOPERS DIVERSIFIED RLTY CORP COM
    189,096.12       15,128.00  
DIAMONDROCK HOSPITALITY CO COM STK
    764,597.81       208,123.50  
DIAMONDROCK HOSPITALITY CO COM STK
    45,759.16       20,280.00  
DIAMONDS TRUST SERIES I COM STK CALL OPTEXP 01/17/09 PR $96 PER SH
    (2,523.53 )     (90.00 )
DIAMONDS TRUST SERIES I COM STK PUT OPT
    1,486.45       510.00  
DIGITAL RLTY TR INC COM
    4,518.95       3,306.65  
DIREXION FINANCIAL BULL 3X COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (7,583.50 )     (950.00 )
DOMINION RES BLACK WARRIOR TR UNIT BEN INT
    25,167.52       20,492.20  
DRYSHIPS INC COM STK CALL OPT EXP 1/17/09 PR $10 PER SH
    (2,638.32 )     (3,625.00 )
DRYSHIPS INC COM STK CALL OPT EXP 1/17/09 PR $12.5 PER SH
    (1,029.79 )     (750.00 )
DRYSHIPS INC COM STK CALL OPT EXP 12/20/08 PR $10 PER SH
    (828.79 )     (1,350.00 )
DU PONT (E.I.) DE NEMOURS COM STK CALL OPT EXP 1/17/09 PR $25 PER SH
    (1,004.53 )     (630.00 )
DUKE ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (868.54 )     (900.00 )
DUKE RLTY CORP COM NEW REIT
    82,158.50       40,552.00  
DUKE RLTY CORP COM NEW REIT
    129,669.48       99,736.00  
DUKE RLTY CORP COM NEW REIT
    30,423.01       11,807.96  
EATON CORP COM STK CALL OPT EXP 1/17/09 PR $45 PER SH
    (928.04 )     (2,000.00 )
EBAY INC COM STK CALL OPT EXP 1/16/2010 PR $10 PER SH
    (2,987.28 )     (2,700.00 )
ECS UNITED AIRLINES 11.210%
    1,080.51        
ED RLTY TR INC COM REIT
    17,820.81       7,306.11  
ED RLTY TR INC COM REIT
    17,173.20       7,830.00  
ENERGY SELECT SECTOR SPDR COM STK CALL OPT EXP 12/20/08 PR $26 PER SH
    (239.54 )     (4.00 )
ENTERPRISE PRODUCTS PARTNERS COM STK CALL OPT EXP 3/21/09 PR $30 PER SH
    (228.04 )     (20.00 )
ENTMNT PPTYS TR COM SH BEN INT
    359,166.11       193,700.00  
ENTMNT PPTYS TR COM SH BEN INT
    276,126.50       146,020.00  
EQTY RESDNTL EFF 5/15/02
    210,260.84       199,794.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
EQTY RESDNTL EFF 5/15/02
    11,998.69       9,661.68  
EQUITY FUTURES OFFSET — LONG
    (12,213,722.33 )     (12,285,700.00 )
EQUITY FUTURES OFFSET — LONG
    (5,440,175.00 )     (5,400,600.00 )
EQUITY FUTURES OFFSET — LONG
    (7,911,269.85 )     (7,965,575.00 )
EQUITY FUTURES OFFSET — LONG
    (9,240,389.45 )     (9,360,650.00 )
EQUITY FUTURES OFFSET — LONG
    (7,168,452.48 )     (7,568,080.00 )
ESC CONSECO FING TR V
    949.00        
ESC GLOBIX CORPORATION
    232.41        
ESC MIRANT CORP
    1,539.71        
ESC UNITED AIRLINES 10.670%
    677.23        
ESCROW ELOQUENT INC
    7,223.09        
ESCROW RIVERSTONE NETWORKS
    518.22        
ESSEX PPTY TR REIT
    21,383.77       14,021.92  
Euro
           
Euro
           
Euro
           
Euro
           
Euro
           
EURODOLLAR 90DAY 06-15-2009
    (6,697,425.00 )     (6,920,900.00 )
EURODOLLARS 90DAY 06-15-2009
    6,697,425.00       6,920,900.00  
EXXON MOBIL CORP COM STK CALL OPT EXP 12/20/08 PR $80 PER SH
    (284.89 )     (1.00 )
EXXON MOBIL CORP COM STK CALL OPT EXP 2/21/09 PR $80 PER SH
    (3,883.52 )     (4,500.00 )
EXXON MOBIL CORP COM STK CALL OPT EXP 2/21/09 PR $85 PER SH
    (210.29 )     (226.00 )
EXXON MOBIL CORP COM STK CALL OPT EXP 01/17/09 PR $85 PER SH
    (1,066.69 )     (180.00 )
FELCOR LODGING TR INC COM
    99,552.43       14,456.27  
FELCOR LODGING TR INC COM
    136,579.37       18,216.00  
FINANCIAL SELECT SECTOR SPDR COM STK CALL OPT EXP 03/21/09 PR $18 PER SH
    (183.79 )     (24.00 )
FINANCIAL SELECT SECTOR SPDR COM STK CALL OPT EXP 6/20/09 PR $70 PER SH
    (261.53 )     (258.00 )
FIRST SOLAR INC COM STK CALL OPT EXP 1/17/09 PR $150 PER SH
    (2,188.03 )     (1,600.00 )
FIRST SOLAR INC COM STK CALL OPT EXP 12/20/08 PR $140 PER SH
    (529.60 )     (100.00 )
FIRST SOLAR INC COM STK CALL OPT EXP 1/17/09 PR $160 PER SH
    (869.54 )     (360.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FIRST SOLAR INC COM STK CALL OPT EXP 12/20/08 PR $150 PER SH
    (731.95 )     (10.00 )
FMC CORP COM STK CALL OPT EXP 01/17/09 PR $70 PER SH
    (860.29 )     (0.05 )
FPL GROUP INC COM STK CALL OPT EXP 1/17/09 PR $45 PER SH
    (4,453.52 )     (5,600.00 )
FUT DAX INDEX FUTURE MAR09
    1,469,560.29       1,512,044.23  
FUT DAX INDEX FUTURE MAR09 - LIAB
    (1,469,560.29 )     (1,512,044.23 )
FUT DEC 09 EURO DOLLARS EDZ9 14 DEC 2009
    (3,162,087.50 )     (3,204,012.50 )
FUT EURO DOLLAR DEC 09 12-14-2009
    3,162,087.50       3,204,012.50  
FUT HANG SENG IDX FUT JAN09
    365,729.04       371,732.34  
FUT HANG SENG IDX FUT JAN09 - LIABILITY
    (365,729.04 )     (371,732.34 )
FUT JAN 09 MNP CAC40
    1,863,563.77       1,880,487.40  
FUT JAN 09 MNP CAC40
    (1,863,563.77 )     (1,880,487.40 )
FUT MAR 09 EMINI S&P 500
    3,421,210.29       3,510,000.00  
FUT MAR 09 EMINI S&P 500
    2,776,980.00       2,790,000.00  
FUT MAR 09 EMINI S&P 500
    5,946,914.00       5,985,000.00  
FUT MAR 09 EURX E-STXX 50
    2,300,915.42       2,315,823.24  
FUT MAR 09 EURX E-STXX 50
    (2,300,915.42 )     (2,315,823.24 )
FUT MAR 09 FTSE 100
    (3,077,312.00 )     (2,966,509.63 )
FUT MAR 09 FTSE 100
    3,077,312.00       2,966,509.63  
FUT MAR 09 ICEUS SM RUS2
    7,168,452.48       7,568,080.00  
FUT MAR 09 S&P 500
    5,819,179.16       5,850,650.00  
FUT MAR 09 S&P 500
    5,134,289.85       5,175,575.00  
FUT MAR 09 S&P 500
    6,266,808.33       6,300,700.00  
FUT MAR 09 S&P 500
    5,440,175.00       5,400,600.00  
FUT MAR 09 US 2YR T-NOTE
    433,515.63       436,125.00  
FUT MAR 09 US 2YR T-NOTE
    (433,515.63 )     (436,125.00 )
FUT PUT MAR 09 EURO DOLLARS 9850
    (314.38 )     (287.50 )
FUT SEP 09 EURO DOLLARS
    4,074,425.00       4,196,662.50  
FUT SPI 200 FUTURES MAR09
    869,946.15       914,098.90  
FUT SPI 200 FUTURES MAR09 - LIAB
    (869,946.15 )     (914,098.90 )
FUT TOPIX INDX FUTR MAR09
    3,281,316.52       3,423,276.34  
FUT TOPIX INDX FUTR MAR09 - LIAB
    (3,281,316.52 )     (3,423,276.34 )

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GENERAL ELECTRIC CO COM STK CALL OPT EXP 12/20/08 PR $37 PER SH
    (333.54 )     (10.00 )
GENERAL ELECTRIC CO COM STK CALL OPT EXP 01/17/2009 PR $20 PER SH
    (362.29 )     (15.00 )
GENERAL GROWTH PPTYS INC COM
    34,949.82       27,348.00  
GENERAL GROWTH PPTYS INC COM
    486.96       246.59  
GLIMCHER RLTY TR SH BEN INT SHS OF BENEFICIAL INTEREST USD0.01
    46,461.41       13,207.00  
GOLDCORP INC COM STK CALL OPT EXP 1/17/09 PR $27.5 PER SH
    (5,953.76 )     (10,350.00 )
GOLDCORP INC COM STK CALL OPT EXP 1/17/09 PR $32.5 PER SH
    (589.54 )     (900.00 )
GOLDMAN SACHS GROUP INC COM STK CALL OPT EXP 12/20/08 PR $75 PER SH
    (449.54 )     (1,080.00 )
GOOGLE INC-CL A COM STK CALL OPT EXP 1/17/09 PR $310 PER SH
    (990.29 )     (1,110.00 )
GRAMERCY CAP CORP COM STK
    2,514.42       920.12  
HCP INC COM REIT
    32,885.91       30,509.23  
HCP INC COM REIT
    207,868.55       174,951.00  
HEALTH CARE REIT INC COM
    204,779.82       177,240.00  
HEALTH CARE REIT INC COM
    242,114.00       232,100.00  
HEALTH CARE REIT INC COM
    37,064.29       35,619.50  
HEALTH CARE REIT INC PFD SER D 7.875% PFD SER D 7.875%
    7,530.56       5,476.96  
HEALTHCARE RLTY TR
    48,999.08       44,459.90  
HERSHA HOSPITALITY TR PRTY CL A SHS BEN INT
    15,464.22       4,500.00  
HERSHEY CO COM STK CALL OPT EXP 1/17/09 PR $45 PER SH
    (249.54 )     (10.00 )
HIGHWOODS PPTYS INC COM
    37,997.17       30,096.00  
HOME DEPOT INC COM STK CALL OPT EXP 01/16/10 PR $35 PER SH
    (165.29 )     (119.00 )
HOME PROPS INC COM
    163,239.01       122,612.00  
HOSPITALITY PPTYS TR COM SH BEN INT
    265,629.08       124,908.00  
HOSPITALITY PPTYS TR COM SH BEN INT
    27,899.54       23,644.00  
HOST HOTELS & RESORTS INC REIT
    1,446.84       480.88  
HOST HOTELS & RESORTS INC REIT
    330,535.06       97,653.00  
HRPT PPTYS TR COM SH BEN INT
    56,934.30       62,682.00  
HRPT PPTYS TR COM SH BEN INT
    62,708.79       20,774.46  
HUGOTON RTY TR TEX UNIT BEN INT HUGOTON RTY TR UNITS
    59,398.70       27,978.66  
HYDRO-QUEBEC BOND 6.3% DUE 05-11-2011 REG
    34,940.85       37,166.01  
IDENIX PHARMACEUTICALS INC COM STK CALL OPT EXP 1/17/09 PR $10 PER SH
    (50.29 )     (0.05 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
INTEL CORP COM STK CALL OPT EXP 1/17/09 PR $14 PER SH
    (3,058.52 )     (3,270.00 )
INTEL CORP COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (2,065.33 )     (1,537.00 )
INTEL CORP COM STK CALL OPT EXP 12/20/08 PR $14 PER SH
    (1,699.58 )     (1,290.00 )
INTEL CORP COM STK CALL OPT EXP 4/18/09 PR $15 PER SH
    (712.29 )     (735.00 )
IRO USD 2Y C 3.5000 BZWLUS31 EUROPEAN 317U279A4 02 FEB 2009
    30,645.00       105,381.35  
IRS 02/01/2012 SWU015757
    (44,926.63 )      
IRS 06-17-2019 SWU0291H8
    (12,300.00 )     (34,461.94 )
IRS 06-17-2024 SWU0787H9
    (170,079.98 )     (188,818.94 )
IRS 06-17-2029 SWU0076J5
    (17,070.00 )     (3,842.63 )
IRS 06-17-2029 SWU0143J4
    (14,025.00 )     (5,763.94 )
IRS 12-17-2028 SWU0262E0
          (98,850.85 )
IRS 12-17-2038 SWU0407E6
          (1,571,841.43 )
IRS 15/06/2010 SWU0675D3
           
IRS 15/06/2010 SWU0788C9
           
IRS 15/06/2037 SWU0794E7
    (2,372.47 )     (43,368.95 )
IRS 15/06/2037 SWU0840E1
    (2,724.05 )     (54,211.18 )
IRS 15/06/2037 SWU0866E0
    (1,225.13 )     (32,526.71 )
IRS 17/09/2011 SWU0573D6
    (11,028.86 )      
IRS 17/09/2011 SWU0639D8
    (20,652.00 )      
IRS 17/09/2013 SWU0237D4
           
IRS 20/12/2017 SWU0763B0
          (225,680.59 )
IRS 5.0% / 6M LIBOR GSILGB2L 20/12/2017 SWU0763B0
    75,083.68        
IRS AUD 6ML LIBOR / 6M 5.25% DEUTSCHEDE 15/03/2011 SWU0994G0
    354.37       26,826.50  
IRS BRL 1D / ZERO 13.845% UBSSWP 02/01/2012 SWU015757
          58,948.91  
IRS EUR 6M LIBOR / 12M 5.5% BZWLUS31 17/12/2010 SWU0769E8
    450.40       7,552.02  
IRS EUR 6M LIBOR / 12M 5.5% MSCSUS33 17/12/2010 SWU0772E3
    1,340.71       67,968.11  
IRS EUR 6M LIBOR / 4.5% BZWLUS31 15/06/2010 SWU0788C9
    1,394.39       7,420.71  
IRS EUR 6M LIBOR / 4.5% DEUTSCHEDE 15/06/2010 SWU0675D3
    30,856.64       103,889.93  
IRS EUR 6ML LIBOR / 12M 5.5% DEUTSCHEDE 15/09/2010 SWU0925E9
    7,382.63       162,719.99  
IRS GBP 6M LIBOR / 4.5% BZWLUS31 17/09/2011 SWU0639D8
          70,863.56  
IRS GBP 6M LIBOR / 4.5% RBOSGB2S 17/09/2011 SWU0573D6
          70,863.56  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
IRS GBP 6M LIBOR / 5.0% BZWLUS31 17/09/2013 SWU0237D4
    5,644.62       132,855.64  
IRS USD 3M LIBOR / 6M 3.0% RBOSGB2LXXX 17/06/2011 SWU0973H3
    160,638.00       210,002.66  
IRS USD 3ML LIBOR / 4.0% RBOSAU2S 17/06/2010 SWU0701C3
    1,194,240.00       1,256,246.88  
IRS USD 3ML LIBOR / 6M 4.0% RBOSGB2LXXX 17/06/2014 SWU0260H5
    957,000.00       1,150,731.17  
IRS USD 6M 5.0% / 3M LIBOR DEUTSCHEDE 17/12/2028 SWU0262E0
    4,224.00        
IRS USD 6M 5.0% / 3M LIBOR RBOSGB2S 17/12/2038 SWU0407E6
    48,125.00        
ISHARES MSCI EAFE INDEX FUND COM STK CALL OPT EXP 1/17/09 PR $46 PER SH
    (138.79 )     (210.00 )
ISTAR FINL INC COM
    86,941.90       60,082.87  
ITT EDUCATIONAL SERVICES INC COM STK CALL OPT EXP 01/17/09 PR $90 PER SH
    (2,778.48 )     (1,340.00 )
Japanese yen
           
Japanese yen
           
Japanese yen
           
Japanese yen
           
Japanese yen
           
JOY GLOBAL INC COM STK CALL OPT EXP 12/20/08 PR $22.5 PER SH
    (3,067.08 )     (2,300.00 )
JPMORGAN CHASE & CO COM STK CALL OPT EXP 01/16/2010 PR $55 PER SH
    (551.54 )     (1.92 )
JPMORGAN CHASE & CO COM STK CALL OPT EXP 03/21/2009 PR $42.5 PER SH
    (888.79 )     (108.00 )
KIMCO RLTY CORP COM
    25,885.46       14,746.04  
KIMCO RLTY CORP COM
    229,031.78       102,368.00  
KING PHARMACEUTICALS INC COM STK CALL OPT EXP 01/17/09 PR $12.50 PER SH
    (346.54 )     (90.00 )
KING PHARMACEUTICALS INC COM STK CALL OPT EXP 1/16/2010 PR $10 PER SH
    (2,968.53 )     (3,000.00 )
L-1 IDENTITY SOLUTIONS INC COM STK CALL OPT EXP 01/17/09 PR $15 PER SH
    (130.29 )     (0.10 )
LASALLE HOTEL PPTYS COM SH BEN INT
    2,605.36       651.95  
LASALLE HOTEL PPTYS COM SH BEN INT
    414,561.14       102,212.50  
LASALLE HOTEL PPTYS COM SH BEN INT
    211,526.91       81,770.00  
LEXINGTON RLTY TR COM
    21,094.94       21,500.00  
LEXINGTON RLTY TR COM
    237,537.53       94,000.00  
LEXINGTON RLTY TR COM
    2,167.36       500.00  
LHC GROUP INC COM STK CALL OPT EXP 3/21/09 PR $35 PER SH
    (889.54 )     (920.00 )
LIBERTY GLOBAL INC-A COM STK CALL OPT EXP 1/17/09 PR $12.5 PER SH
    (978.33 )     (1,700.00 )
LIBERTY PPTY TR SH BEN INT
    235,183.00       148,395.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
LIBERTY PPTY TR SH BEN INT
    4,239.81       2,283.00  
LOS ANGELES CALIF UNI SCH DIST 4.5% 07-01-2024 BEO
    527,022.00       562,974.00  
LTC PPTYS INC COM
    5,003.21       3,751.80  
LUMINENT MTG CAP INC COM
    120,129.35       936.00  
MACK CALI RLTY CORP COM REIT
    3,257.96       3,747.42  
MACK CALI RLTY CORP COM REIT
    246,831.63       166,600.00  
MACK CALI RLTY CORP COM REIT
    135,166.37       100,450.00  
MAR 09 EURODOLAR 90DAY 03-16-2009
    22,528,575.00       23,003,550.00  
MAR 09EURODOLLAR 03-16-2009
    (22,528,575.00 )     (23,003,550.00 )
MARATHON OIL CORP COM STK CALL OPT EXP 1/16/10 PR $60 PER SH
    (420.29 )     (54.00 )
MARKET VECTORS AGRIBUSINESS COM STK CALLOPT EXP 02/21/09 PR $30 PER SH
    (273.79 )     (300.00 )
MBIA INC COM STK CALL OPT EXP 1/17/09 PR $13 PER SH
    (437.29 )     (25.00 )
MCDONALD’S CORP COM STK CALL OPT EXP 03-21-2009 PR $60 PER SH
    (989.54 )     (1,000.00 )
MCMORAN EXPLORATION CO COM STK CALL OPT EXP 1/17/09 PR $10 PER SH
    (762.04 )     (780.00 )
MEDICAL PPTYS TR INC COM REIT
    80,944.49       50,794.43  
MERCK & CO. INC. COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (85.29 )     (120.00 )
MERCK & CO. INC. COM STK CALL OPT EXP 4/18/09 PR $30 PER SH
    (225.29 )     (290.00 )
METLIFE INC COM STK CALL OPT EXP 1/17/09PR $35 PER SH
    (2,050.53 )     (1,590.00 )
MFA FINL INC
    51,595.80       56,544.00  
MGM MIRAGE COM STK CALL OPT EXP 1/17/09 PR $12.5 PER SH
    (159.54 )     (340.00 )
MIAMI BEACH FLA REDEV AGY TAX INCREMENT REV 4.56% 12-01-2009 BEO TAXABLE
    10,073.80       9,982.90  
MLP W P CAREY & CO LLC COM
    3,384.24       2,343.00  
NATIONAL OILWELL VARCO INC COM STK CALL OPT EXP 02/21/09 PR $30 PER SH
    (489.54 )     (270.00 )
NATIONAL RETAIL PPTYS INC COM STK
    44,548.00       44,449.82  
NATIONWIDE HLTH PPTYS INC REIT
    43,723.07       43,896.83  
NCR CORPORATION COM STK CALL OPT EXP 01/17/2009 PR $10 PER SH
    (420.29 )     (420.00 )
NEW CENTY FINL CORP MD COM
    13,603.73        
NORTHSTAR RLTY FIN CORP COM
    39,032.98       36,516.69  
NORTHSTAR RLTY FIN CORP COM
    174,297.25       78,982.00  
NORTHSTAR RLTY FIN CORP COM
    22,969.84       16,031.00  
NOVARTIS AG-ADR COM STK CALL OPT EXP 2/21/09 PR $55 PER SH
    (80.29 )     (85.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
NUTRISYSTEM INC COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (50.29 )     (65.00 )
NUVEEN REAL ESTATE INC FD COM
    28,396.06       9,017.00  
NYSE EURONEXT COM STK CALL OPT EXP 06/20/09 PR $45 PER SH
    (1,025.04 )     (544.00 )
ONE LIBERTY PPTYS INC COM
    40,493.90       20,240.00  
OTC IRO SD 7Y C 4.6000 BARCLAYS 317U296A3 02-02-2009
    (25,680.00 )     (113,136.82 )
OTC IRO USD 2Y C 3.85 RBS 317U437A3 03 AUG 2009
    5,287.50       20,309.66  
OTC IRO USD 7Y C 4.25 RBS 317U314A1
    (57,285.00 )     (225,814.85 )
PA REAL ESTATE INVT TR SH BEN INT
    105,018.10       81,950.00  
PA REAL ESTATE INVT TR SH BEN INT
    13,763.85       3,725.00  
PEABODY ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $20 PER SH
    (4,917.06 )     (6,600.00 )
PEABODY ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $25 PER SH
    (586.54 )     (510.00 )
PERINI CORP COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (2,058.78 )     (2,520.00 )
PKWY PPTYS INC REIT
    86,593.80       43,200.00  
PLUM CREEK TIMBER CO COM STK CALL OPT EXP 2/21/09 PR $40 PER SH
    (288.79 )     (375.00 )
PLUM CREEK TIMBER CO COM STK CALL OPT EXP 2/21/09 PR $45 PER SH
    (429.54 )     (80.00 )
PLUM CREEK TIMBER CO INC COM
    129,782.66       142,434.00  
PLUM CREEK TIMBER CO INC COM
    258,320.15       234,481.24  
PMC COML TR SH BEN INT SHS OF BEN INT USD0.01
    2,022.57       1,167.35  
Polish zloty
           
POTASH CORP OF SASKATCHEWAN COM STK CALL OPT EXP 3/21/09 PR $85 PER SH
    (3,646.52 )     (3,900.00 )
POTASH CORP OF SASKATCHEWAN COM STK PUT OPT
    656.20        
POTASH CORP OF SASKATCHEWAN COM STK CALLOPT EXP 01/16/10 PR $180 PER SH
    (29,385.63 )     (15.75 )
POTASH CORP OF SASKATCHEWAN COM STK CALLOPT EXP 3/21/09 PR $135 PER SH
    (1,683.52 )     (450.00 )
POTLATCH CORP NEW REIT
    19,057.08       14,277.10  
POWERSHARES QQQ COM STK CALL OPT EXP 12/20/08 PR $31 PER SH
    (97.29 )      
POWERSHARES QQQ COM STK PUT OPT
    116.20        
PROLOGIS SH BEN INT SH BEN INT
    280,371.12       97,230.00  
PROLOGIS SH BEN INT SH BEN INT
    236,865.77       91,674.00  
PROLOGIS SH BEN INT SH BEN INT
    36,499.01       29,078.73  
PROSHARES QQQ ULTRASHORT COM STK CALL OPT EXP 12/20/08 PR $80 PER SH
    (6,845.75 )     (35.00 )
PROSHARES TR ULTRA SHORT MSCI EMERGING MKT FD
    119,226.99       67,776.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
PROSHARES ULTRA FINANCIALS COM STK CALL OPT EXP 12/20/08 PR $7 PER SH
    (876.04 )     (100.00 )
PROSHARES ULTRA OIL & GAS COM STK CALL OPT EXP 1/17/09 PR $33 PER SH
    (330.29 )     (50.00 )
PROSHARES ULTRA OIL & GAS COM STK CALL OPT EXP 12/20/08 PR $87 PER SH
    (798.66 )     (20.00 )
PROSHARES ULTRA OIL & GAS COM STK CALL OPT EXP 1/17/09 PR $20 PER SH
    (5,493.51 )     (8,900.00 )
PROSHARES ULTRA OIL & GAS COM STK CALL OPT EXP 1/17/09 PR $27 PER SH
    (987.29 )     (1,400.00 )
PROSHARES ULTRA OIL & GAS COM STK CALL OPT EXP 12/20/08 PR $30 PER SH
    (588.79 )     (15.00 )
PROSHARES ULTRA RUSSELL2000 COM STK CALLOPT EXP 1/17/09 PR $45 PER SH
    (15,366.96 )     (12,160.00 )
PROSHARES ULTRA S&P500 COM STK CALL OPT EXP 12/20/08 PR $25 PER SH
    (1,087.29 )      
PROSHARES ULTRA S&P500 COM STK CALL OPT EXP 12/20/08 PR $80 PER SH
    (577.29 )     (25.00 )
PROSHARES ULTRA S&P500 COM STK PUT OPT
    709.72       25.00  
PROSHARES ULTRASHORT REAL ES COM STK CALL OPT EXP 1/17/09 PR $50 PER SH
    (3,349.53 )     (6,060.00 )
PUB STORAGE COM
    239,717.09       254,400.00  
PUB STORAGE COM
    63,298.79       67,071.29  
PUT SWPTN USD BZWLUS31 6M 2.75%/3MLIBOR European 317U837A9
05-22-2009
    (3,612.50 )     (5,385.42 )
QLOGIC CORP COM STK CALL OPT EXP 4/18/09 PR $12.50 PER SH
    (933.54 )     (2,000.00 )
QLOGIC CORP COM STK CALL OPT EXP 7/18/09 PR $15 PER SH
    (587.29 )     (650.00 )
RAIT FINL TR COM
    42,073.32       17,420.00  
RAIT FINL TR COM
    6,414.15       2,871.33  
RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT
    30,788.16       14,832.00  
RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT
    52,821.56       13,596.00  
RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT
    1,433.95       618.00  
RAYONIER INC REIT
    179,294.94       145,825.84  
REALTY INCOME CORP COM STK CALL OPT EXP 3/21/09 PR $25 PER SH
    (588.78 )     (480.00 )
REGENCY CTRS CORP COM
    6,953.36       4,670.00  
REGIONS FINANCIAL CORP COM STK CALL OPT EXP 2/21/09 PR $10 PER SH
    (388.04 )     (160.00 )
REORG/IMPAC MTG HOLDINGS INC: REV STK SPLIT 2049363 EFF 12/30/08: RATE 0.01.
    17,281.81       432.68  
RESEARCH IN MOTION COM STK CALL OPT EXP 1/17/09 PR $32.5 PER SH
    (415.54 )     (204.00 )
RESEARCH IN MOTION COM STK CALL OPT EXP 1/17/09 PR $40 PER SH
    (2,054.82 )     (2,651.00 )
RESEARCH IN MOTION COM STK CALL OPT EXP 12/20/08 PR $40 PER SH
    (4,992.41 )     (6,750.00 )
RESEARCH IN MOTION COM STK CALL OPT EXP 12/20/08 PR $45 PER SH
    (398.29 )     (1.00 )
RESEARCH IN MOTION COM STK CALL OPT EXP 12/20/08 PR $50 PER SH
    (2,333.53 )     (10.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
RLTY INC CORP COM
    174,917.44       163,546.99  
ROYAL GOLD INC COM STK PUT OPT
    808.40       420.00  
RUSSIAN FEDERATION 7.5%-VAR BDS 3/30 USDREGS
    351,313.44       339,021.20  
RUSSIAN FEDN US$ BD 144A 7.5% DUE 03-31-2030/03-31-2009 REG
    4,342.60       4,275.24  
SCHLUMBERGER LTD COM STK CALL OPT EXP 1/17/09 PR $35 PER SH
    (15,568.46 )     (22,800.00 )
SEABRIDGE GOLD INC COM STK CALL OPT EXP 1/17/09 PR $25 PER SH
    (105.29 )     (5.00 )
SEABRIDGE GOLD INC COM STK CALL OPT EXP 01/17/09 PR $20 PER SH
    (1,283.54 )     (50.00 )
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT
    83,917.42       80,502.36  
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT
    187,140.74       150,528.00  
SEP 09 EURO DOLLARS
    (4,074,425.00 )     (4,196,662.50 )
SHAW GROUP INC COM STK CALL OPT EXP 1/17/09 PR $20 PER SH
    (1,183.54 )     (1,650.00 )
SILVER WHEATON CORP COM STK CALL OPT EXP 1/17/09 PR $7.5 PER SH
    (333.54 )     (290.00 )
SILVER WHEATON CORP COM STK CALL OPT EXP 6/20/09 PR $10 PER SH
    (3,161.03 )     (3,440.00 )
SIMON PPTY GROUP INC COM
    89,611.43       73,152.41  
SIMON PPTY GROUP INC COM
    317,946.84       292,215.00  
SIMON PROPERTY GROUP INC COM STK CALL OPT EXP 1/17/09 PR $45 PER SH
    (2,948.03 )     (3,720.00 )
SL GREEN RLTY CORP COM STK
    2,368.25       2,590.00  
SOUTHERN COPPER CORP COM STK CALL OPT EXP 6/20/09 PR $10 PER SH
    (4,283.52 )     (6,600.00 )
SOUTHWESTERN ENERGY CO COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (309.54 )     (2.70 )
SPDR GOLD TRUST COM STK CALL OPT EXP 2/21/09 PR $98 PER SH
    (205.29 )     (200.00 )
STARBUCKS CORP COM STK CALL OPT EXP 4/18/09 PR $12 PER SH
    (204.79 )     (123.00 )
STEEL DYNAMICS INC COM STK CALL OPT EXP 1/17/09 PR $7.5 PER SH
    (1,487.29 )     (1,800.00 )
STRATEGIC HOTELS & RESORTS INC
    72,178.54       13,608.00  
SUN COMMUNITIES INC COM
    35,256.47       23,800.00  
SUN COMMUNITIES INC COM
    95,882.22       100,800.00  
SUNOCO INC COM STK CALL OPT EXP 01/16/2010 PR $60 PER SH
    (440.29 )     (4.20 )
SUNSTONE HOTEL INVS INC NEW COM
    177,204.30       56,329.00  
SUNTECH POWER HOLDINGS-ADR COM STK CALL OPT EXP 1/17/09 PR $10 PER SH
    (1,133.54 )     (2,000.00 )
Swiss franc
           
Swiss franc
           
Swiss franc
           

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Swiss franc
           
TANGER FACTORY OUTLET CTRS INC COM
    111,010.74       125,274.60  
TARGET CORP COM STK CALL OPT EXP 1/17/09 PR $35 PER SH
    (1,013.54 )     (1,810.00 )
TEREX CORP COM STK CALL OPT EXP 1/17/09 PR $15 PER SH
    (1,783.53 )     (2,600.00 )
TESORO CORP COM STK CALL OPT EXP 1/17/09 PR $12.5 PER SH
    (348.79 )     (405.00 )
THE WALT DISNEY CO COM STK CALL OPT EXP 01/17/09 PR $35 PER SH
    (90.29 )     (5.00 )
THERAVANCE INC COM STK CALL OPT EXP 1/17/09 PR $7.50 PER SH
    (587.29 )     (22.50 )
TOTAL RTN 05-21-2009 SWU011616
    (172,490.00 )     (387,707.62 )
TOTAL RTN USD 5.5 / CMM MLPFUS31 05-21-2009 SWU011616
    5,870.80        
U A L CORP NEW COM STK CALL OPT EXP 01/17/09 PAR $60 PER SH *
    (1,388.52 )     (10.00 )
UAL CORP COM STK CALL OPT EXP 1/17/09 PR $17.5 PER SH *
    (483.54 )     (150.00 )
UAL CORP COM STK CALL OPT EXP 1/17/09 PR $2.5 PER SH *
    (16,935.95 )     (17,400.00 )
UAL CORP COM STK CALL OPT EXP 3/21/09 PR $12.5 PER SH *
    (23,232.36 )     (21,000.00 )
UAL CORP COM STK CALL OPT EXP 01/17/09 PR $15 PER SH *
    (4,377.65 )     (600.00 )
UAL CORP COM STK CALL OPT EXP 1/16/10 PR $15 PER SH *
    (350.29 )     (370.00 )
UAL CORP COM STK CALL OPT EXP 1/16/2010 PR $5 PER SH *
    (26,953.39 )     (37,000.00 )
UAL CORP COM STK CALL OPT EXP 1/17/09 PR $10 PER SH *
    (4,450.62 )     (5,100.00 )
UAL CORP COM STK CALL OPT EXP 1/17/09 PR $12.5 PER SH *
    (4,926.65 )     (3,000.00 )
UAL CORP COM STK CALL OPT EXP 1/17/09 PR $7.5 PER SH *
    (27,816.67 )     (25,200.00 )
UAL CORP COM STK CALL OPT EXP 2/21/09 PR $12.5 PER SH *
    (8,331.54 )     (9,180.00 )
UAL CORP COM STK CALL OPT EXP 3/21/09 PR $7.50 PER SH *
    (4,583.52 )     (4,500.00 )
UAL CORP COM STK PUT OPT *
    37,235.20       29,025.00  
UDR INC COM STK
    142,397.25       103,425.00  
UIT ADVANTAGE ENERGY INC FD TR UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VAL REG
    75,622.53       57,314.94  
UIT ALTAGAS INC TR CTF OF OWN EVID UNDIVINT $1000 UNIT VALUE REG
    13,521.46       7,384.33  
UIT BLDRS INDEX FDS TR BLDRS EUROPE 100 ADR INDEX UNDIV INT $1000 UNIT VALUE REG
    7,903.80       4,240.75  
UIT BLDRS INDEX FDS TR EMERGING MKTS 50 ADR INDEX FD
    87,227.95       54,315.11  
UIT BLDRS INDEX FDS TR UIT NSDQ BLDRS ASIA50 CTF OF OWN EVID UNDIV INT $1000
    35,009.95       19,728.00  
UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG
    2,184.17       3,061.34  
UIT KEYERA FACS INCOME FD N/A CTF OF OWNEVID UNDIV INT $1000 UNIT VALUE REG
    22,698.75       15,869.48  
UIT NAL OIL & GAS TR TR UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG
    3,249.09       1,304.16  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
UIT WESTSHORE TERMS INC FD TR UNIT CTF OF OWN EVID UNDIV INT $1000 UNIT VAL REG
    30,514.82       20,607.46  
UNITED PARCEL SERVICE-CL B COM STK EXP 4/18/09 PR $65 PER SH
    (918.79 )     (225.00 )
United States dollar
           
UNITED STATES OIL FUND LP COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (2,233.53 )     (4,100.00 )
UNITED STATES OIL FUND LP COM STK CALL OPT EXP 1/17/09 PR $40 PER SH
    (1,378.33 )     (225.00 )
UNITED STATES OIL FUND LP COM STK CALL OPT EXP 1/17/09 PR $60 PER SH
    (783.54 )     (4,100.00 )
UNITED STATES OIL FUND LP COM STK PUT OPT EXP 04/18/09 PR $45 PER SH
    4,616.45       141.00  
UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT
    3,501.05       3,291.00  
US NATURAL GAS FUND LP COM STK CALL OPT EXP 4/18/09 PR $40 PER SH
    (490.29 )     (40.00 )
US NATURAL GAS FUND LP COM STK CALL OPT EXP 1/17/09 PR $37 PER SH
    (319.54 )     (10.00 )
US NATURAL GAS FUND LP COM STK CALL OPT EXP 1/17/09 PR $40 PER SH
    (290.29 )     (5.00 )
U-STORE-IT TR COM
    170,549.34       64,525.00  
UTD MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 6.75 DUE 09-27-2034 REG
    391,136.48       403,010.00  
VALERO ENERGY CORP COM STK CALL OPT EXP 1/17/09 PR $25 PER SH
    (111.29 )     (19.00 )
VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/17/09 PR $30 PER SH
    (3,123.53 )     (3,900.00 )
VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 4/18/09 PR $40 PER SH
    (255.54 )     (104.00 )
VISA INC-CLASS A SHARES COM STK CALL OPT EXP 1/17/09 PR $57.5 PER SH
    (190.29 )     (30.00 )
VISA INC-CLASS A SHARES COM STK CALL OPTEXP 12/20/08 PR $55 PER SH
    (140.29 )     (10.00 )
VORNADO RLTY TR COM
    72,932.00       66,385.00  
VORNADO RLTY TR COM
    301,590.34       205,190.00  
WA REAL ESTATE INVT TR SH BEN INT
    74,732.22       76,410.00  
WA REAL ESTATE INVT TR SH BEN INT
    27,033.37       23,984.48  
WAL-MART STORES INC COM STK CALL OPT EXP 1/17/09 PR $57.5 PER SH
    (1,433.54 )     (780.00 )
WAL-MART STORES INC COM STK CALL OPT EXP 3/21/09 PR $65 PER SH
    (140.29 )     (54.00 )
WALMART STRS INC COM STK CALL OPTION EXP 12/20/03 W/STRK PR $60.00 PER SHR
    (1,223.54 )     (10.00 )
WEINGARTEN RLTY INVS COM
    95,899.83       80,691.00  
WELLS FARGO & CO COM STK CALL OPT EXP 12/20/08 PR $30 PER SH
    (329.72 )      
WELLS FARGO & CO COM STK CALL OPT EXP 12/20/08 PR $31 PER SH
    (109.54 )     (10.00 )
WELLS FARGO & CO COM STK CALL OPT EXP 4/18/09 PR $25 PER SH
    (2,068.03 )     (2,880.00 )
WELLS FARGO & CO COM STK CALL OPT EXP 7/18/09 PR $35 PER SH
    (918.79 )     (960.00 )
WILLIAMS COS INC COM STK CALL OPT EXP 01/17/2009 PR $17.50 PER SH
    (179.54 )     (20.00 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
WINTHROP RLTY TR SH BEN INT NEW SH BEN INT NEW
    8,425.58       4,336.00  
YAMANA GOLD INC COM STK CALL OPT EXP 1/17/09 PR $7.5 PER SH
    (1,618.53 )     (1,950.00 )
 
           
Other Total
    21,209,196.58       13,904,841.01  
 
           
 
APPLE INC. CALL OPTION W/STK $90.00 PER SHARE 01/17/2009
    (1,010.29 )     (241.00 )
BANK OF AMERICA CORP COM STK CALL OPT EXP 01/16/2010 PAR $50 PER SH
    (738.79 )     (6.00 )
BROKER SWAP CASH COLLATERAL PAYABLE RBS GREENWICH
    (1,110,000.00 )     (1,110,000.00 )
CELGENE CORP COM STK CALL OPT EXP 01/21/06 W/STK $32.50 PER SHARE
    (2,033.53 )     (50.00 )
CITIGROUP INC COM STK CALL OPT EXP 01/16/2010 PAR $40 PER SH
    (508.04 )     (4.00 )
FORD MOTOR COMPANY CALL OPTION W/STK $10.00 PER SHARE 01/17/2009
    (5,452.05 )     (80.00 )
HALLIBURTON CO CALL OPTION W/STK $20.00 PER SHARE 12/20/2008
    (1.29 )     (1.00 )
MCDONALDS CORP CALL OPTION W/STK $62.50 PER SHARE 12/20/2008
    (362.29 )     (25.00 )
MICROSOFT CORP COM STK CALL OPT EXP 01/16/2010 PAR $37.50 PER SH
    (195.29 )     (19.00 )
Pending foreign exchange sales: Australian dollar
    (140,040.20 )     (138,445.03 )
Pending foreign exchange sales: Australian dollar
    (101,512.50 )     (103,833.78 )
Pending foreign exchange sales: Australian dollar
    (311,535.00 )     (311,501.33 )
Pending foreign exchange sales: Australian dollar
    (66,574.00 )     (69,222.52 )
Pending foreign exchange sales: Australian dollar
    (26,806.40 )     (27,847.41 )
Pending foreign exchange sales: Australian dollar
    (269,303.20 )     (271,679.69 )
Pending foreign exchange sales: Australian dollar
    (224,379.89 )     (242,803.52 )
Pending foreign exchange sales: Australian dollar
    (3,042,093.25 )     (3,158,657.09 )
Pending foreign exchange sales: British pound sterling
    (1,004,885.00 )     (1,004,857.24 )
Pending foreign exchange sales: British pound sterling
    (222,430.50 )     (215,326.55 )
Pending foreign exchange sales: British pound sterling
    (229,797.00 )     (215,326.55 )
Pending foreign exchange sales: British pound sterling
    (224,235.00 )     (215,326.55 )
Pending foreign exchange sales: British pound sterling
    (8,520,579.15 )     (8,147,843.39 )
Pending foreign exchange sales: Canadian dollar
    (902,495.42 )     (917,135.14 )
Pending foreign exchange sales: Danish krone
    (587,310.90 )     (612,513.38 )
Pending foreign exchange sales: Euro
    (13,723,890.88 )     (14,297,388.67 )
Pending foreign exchange sales: Euro
    (776.67 )     (761.09 )
Pending foreign exchange sales: Euro
    (917,981.49 )     (1,004,552.74 )

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange sales: Euro
    (180,552.96 )     (175,059.56 )
Pending foreign exchange sales: Euro
    (2,115,049.50 )     (2,313,287.05 )
Pending foreign exchange sales: Euro
    (119,595.75 )     (125,737.22 )
Pending foreign exchange sales: Euro
    (57,634.61 )     (59,881.48 )
Pending foreign exchange sales: Euro
    (22,027.61 )     (21,736.60 )
Pending foreign exchange sales: Euro
    (44,224.87 )     (43,517.02 )
Pending foreign exchange sales: Euro
    (19,366.77 )     (19,056.26 )
Pending foreign exchange sales: Euro
    (1,079.62 )     (1,065.47 )
Pending foreign exchange sales: Euro
    (259,758.00 )     (277,292.79 )
Pending foreign exchange sales: Euro
    (398,214.00 )     (415,939.18 )
Pending foreign exchange sales: Euro
    (127,035.00 )     (138,646.39 )
Pending foreign exchange sales: Euro
    (345,795.00 )     (346,615.98 )
Pending foreign exchange sales: Euro
    (1,155,544.00 )     (1,109,171.15 )
Pending foreign exchange sales: Euro
    (2,357,322.00 )     (2,356,988.69 )
Pending foreign exchange sales: Hong Kong dollar
    (1,594,669.52 )     (1,593,953.34 )
Pending foreign exchange sales: Japanese yen
    (4,902,369.84 )     (4,957,864.23 )
Pending foreign exchange sales: Japanese yen
    (31,595.81 )     (31,451.92 )
Pending foreign exchange sales: Japanese yen
    (28,164.61 )     (28,138.36 )
Pending foreign exchange sales: Japanese yen
    (20,217.78 )     (20,198.94 )
Pending foreign exchange sales: Japanese yen
    (218,498.04 )     (220,981.08 )
Pending foreign exchange sales: Japanese yen
    (673,249.55 )     (662,943.24 )
Pending foreign exchange sales: Japanese yen
    (558,428.36 )     (552,452.70 )
Pending foreign exchange sales: Japanese yen
    (663,355.49 )     (675,870.63 )
Pending foreign exchange sales: Japanese yen
    (1,325,527.45 )     (1,325,886.48 )
Pending foreign exchange sales: New Zealand dollar
    (159,779.22 )     (169,231.53 )
Pending foreign exchange sales: Norwegian krone
    (101,276.47 )     (99,169.13 )
Pending foreign exchange sales: Singapore dollar
    (1,577,548.18 )     (1,624,289.13 )
Pending foreign exchange sales: Swedish krona
    (211,761.28 )     (212,496.31 )
Pending foreign exchange sales: Swedish krona
    (123,473.05 )     (127,803.05 )
Pending foreign exchange sales: Swedish krona
    (1,952,991.45 )     (1,961,004.08 )
Pending foreign exchange sales: Swedish krona
    (189,138.00 )     (191,330.99 )

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange sales: Swiss franc
    (4,171,545.50 )     (4,636,199.06 )
Pending foreign exchange sales: Swiss franc
    (273,752.59 )     (288,696.99 )
Pending foreign exchange sales: United States dollar
    (2,062,354.16 )     (2,062,354.16 )
Pending foreign exchange sales: United States dollar
    (5,563,670.03 )     (5,563,670.03 )
Pending foreign exchange sales: United States dollar
    (4,057,279.40 )     (4,057,279.40 )
Pending foreign exchange sales: United States dollar
    (274,330.41 )     (274,330.41 )
Pending foreign exchange sales: United States dollar
    (12,068,765.01 )     (12,068,765.01 )
Pending foreign exchange sales: United States dollar
    (960,052.32 )     (960,052.32 )
Pending foreign exchange sales: United States dollar
    (359,098.31 )     (359,098.31 )
Pending foreign exchange sales: United States dollar
    (59,100.53 )     (59,100.53 )
Pending foreign exchange sales: United States dollar
    (339,162.82 )     (339,162.82 )
Pending foreign exchange sales: United States dollar
    (43,769.71 )     (43,769.71 )
Pending foreign exchange sales: United States dollar
    (15,688.55 )     (15,688.55 )
Pending foreign exchange sales: United States dollar
    (12,953.48 )     (12,953.48 )
Pending foreign exchange sales: United States dollar
    (55,029.26 )     (55,029.26 )
Pending foreign exchange sales: United States dollar
    (2,560.50 )     (2,560.50 )
Pending foreign exchange sales: United States dollar
    (4,932.25 )     (4,932.25 )
Pending foreign exchange sales: United States dollar
    (953,519.74 )     (953,519.74 )
Pending foreign exchange sales: United States dollar
    (998,361.94 )     (998,361.94 )
Pending foreign exchange sales: United States dollar
    (1,586,889.81 )     (1,586,889.81 )
Pending foreign exchange sales: United States dollar
    (5,484,170.41 )     (5,484,170.41 )
Pending foreign exchange sales: United States dollar
    (5,517,101.55 )     (5,517,101.55 )
Pending foreign exchange sales: United States dollar
    (1,897,515.34 )     (1,897,515.34 )
Pending foreign exchange sales: United States dollar
    (897,006.18 )     (897,006.18 )
Pending foreign exchange sales: United States dollar
    (395,074.34 )     (395,074.34 )
Pending foreign exchange sales: United States dollar
    (945,522.33 )     (945,522.33 )
Pending foreign exchange sales: United States dollar
    (1,032,986.20 )     (1,032,986.20 )
Pending foreign exchange sales: United States dollar
    (932,915.77 )     (932,915.77 )
Pending foreign exchange sales: United States dollar
    (94,551.24 )     (94,551.24 )
Pending foreign exchange sales: United States dollar
    (19,637.43 )     (19,637.43 )
Pending foreign exchange sales: United States dollar
    (38,788.68 )     (38,788.68 )

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange sales: United States dollar
    (2,797.36 )     (2,797.36 )
Pending foreign exchange sales: United States dollar
    (3,599.15 )     (3,599.15 )
Pending foreign exchange sales: United States dollar
    (1,123,002.46 )     (1,123,002.46 )
Pending foreign exchange sales: United States dollar
    (1,679,700.00 )     (1,679,700.00 )
Pending foreign exchange sales: United States dollar
    (776,145.00 )     (776,145.00 )
Pending foreign exchange sales: United States dollar
    (276,196.00 )     (276,196.00 )
Pending foreign exchange sales: United States dollar
    (609,848.00 )     (609,848.00 )
Pending foreign exchange sales: United States dollar
    (132,100.00 )     (132,100.00 )
Pending foreign exchange sales: United States dollar
    (662,858.91 )     (662,858.91 )
Pending foreign exchange sales: United States dollar
    (1,228,293.00 )     (1,228,293.00 )
Pending foreign exchange sales: United States dollar
    (663,261.99 )     (663,261.99 )
Pending foreign exchange sales: United States dollar
    (462,322.35 )     (462,322.35 )
Pending foreign exchange sales: United States dollar
    (462,872.03 )     (462,872.03 )
Pending foreign exchange sales: United States dollar
    (1,110,366.90 )     (1,110,366.90 )
Pending foreign exchange sales: United States dollar
    (150,417.20 )     (150,417.20 )
Pending foreign exchange sales: United States dollar
    (463,365.00 )     (463,365.00 )
Pending foreign exchange sales: United States dollar
    (462,955.50 )     (462,955.50 )
Pending foreign exchange sales: United States dollar
    (464,184.00 )     (464,184.00 )
Pending foreign exchange sales: United States dollar
    (1,110,280.20 )     (1,110,280.20 )
Pending foreign exchange sales: United States dollar
    (383,550.00 )     (383,550.00 )
Pending foreign exchange sales: United States dollar
    (663,269.18 )     (663,269.18 )
Pending foreign exchange sales: United States dollar
    (663,240.41 )     (663,240.41 )
Pending foreign exchange sales: United States dollar
    (150,312.80 )     (150,312.80 )
Pending foreign exchange sales: United States dollar
    (150,143.44 )     (150,143.44 )
Pending foreign exchange sales: United States dollar
    (660,904.33 )     (660,904.33 )
Pending foreign exchange sales: United States dollar
    (664,097.27 )     (664,097.27 )
Pending foreign exchange sales: United States dollar
    (663,355.49 )     (663,355.49 )
Pending foreign exchange sales: United States dollar
    (150,289.60 )     (150,289.60 )
Pending foreign exchange sales: United States dollar
    (1,110,453.60 )     (1,110,453.60 )
Pending foreign exchange sales: United States dollar
    (1,110,219.51 )     (1,110,219.51 )
Pending foreign exchange sales: United States dollar
    (1,113,904.26 )     (1,113,904.26 )

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange sales: United States dollar
    (150,674.72 )     (150,674.72 )
Pending trade purchases: Australian dollar
    (59,335.33 )     (59,613.21 )
Pending trade purchases: British pound sterling
    (55,515.42 )     (54,821.45 )
Pending trade purchases: Danish krone
    (13,067.33 )     (12,771.68 )
Pending trade purchases: Euro
    (29,374.78 )     (28,682.51 )
Pending trade purchases: Euro
    (19,983.22 )     (19,638.50 )
Pending trade purchases: Japanese yen
    (339,430.82 )     (337,390.11 )
Pending trade purchases: Swedish krona
    (2,570.06 )     (2,515.84 )
Pending trade purchases: Swiss franc
    (44,389.79 )     (43,422.22 )
Pending trade purchases: Swiss franc
    (6,463.18 )     (6,398.19 )
Pending trade purchases: Swiss franc
    (132,100.48 )     (131,761.28 )
Pending trade purchases: United States dollar
    (6,000,000.00 )     (6,000,000.00 )
Pending trade purchases: United States dollar
    (62,100.68 )     (62,100.68 )
Pending trade purchases: United States dollar
    (16,633,625.83 )     (16,633,625.83 )
Pending trade purchases: United States dollar
    (11,006,394.55 )     (11,006,394.55 )
Pending trade purchases: United States dollar
    (311,874.45 )     (311,874.45 )
Pending trade purchases: United States dollar
    (129,842.57 )     (129,842.57 )
Pending trade purchases: United States dollar
    (735,863.76 )     (735,863.76 )
Pending trade purchases: United States dollar
    (193,630.88 )     (193,630.88 )
Pending trade purchases: United States dollar
    (9,033.90 )     (9,033.90 )
Pending trade purchases: United States dollar
    (183,981.57 )     (183,981.57 )
Pending trade purchases: United States dollar
    (204,582.11 )     (204,582.11 )
Pending trade purchases: United States dollar
    (2,998.92 )     (2,998.92 )
Pending trade purchases: United States dollar
    (7,793.50 )     (7,793.50 )
Pending trade purchases: United States dollar
    (9,298.32 )     (9,298.32 )
SECTOR SPDR FINCL FND COM STK CALL OPT EXP 01/17/09 PAR $27 PER SH
    (1,237.28 )     (5.00 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (401.25 )     (401.25 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (5,453.03 )     (5,453.03 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (42,812.84 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (3,150.29 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (20,618.74 )

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (280,211.15 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (217,574.38 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (984,418.72 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (242,368.78 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (339,152.86 )
SECURITIES LENDING COLLATERAL FUND ADJUSTMENT
          (127,219.54 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (2,475.74 )     (2,475.74 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (6,600.04 )     (6,600.04 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (4,716.58 )     (4,716.58 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (19,157.17 )     (19,157.17 )
SECURITIES LENDING LEHMAN ADJUSTMENT
    (4,234.08 )     (4,234.08 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (33,242.70 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (37,030.97 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (150,407.12 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (51,818.41 )
SECURITIES LENDING TERM COLLATERAL ADJUSTMENT
          (19,437.59 )
SOUTHWEST AIRLINES COM STK CALL OPT EXP 01/16/2010 PAR $17.50 PER SH
    (100.29 )     (0.30 )
STARBUCKS CORP COM STK CALL OPT EXP 01/16/2010 PAR $25 PER SH
    (165.29 )     (10.00 )
UAL CORP COM STK CALL OPTION EXP 01/20/01 W/STRK PR $45.00 PER
SHR *
    (8,779.99 )     (12,000.00 )
WACHOVIA CORP NEW COM STK CALL OPT EXP 01/16/2010 PAR $45 PER SH
    (528.79 )     (15.00 )
WALGREEN CO CALL OPTION W/STK $30.00 PER SHARE 01/17/2009
    (1,903.08 )     (160.00 )
WAL-MART STORES INC CALL OPTION W/STK $55.00 PER SHARE 12/20/2008
    (628.04 )      
WASHINGTON MUTUAL INC COM STK CALL OPT EXP 01/17/09 PAR $25 PER SH
    (109.54 )     (2.00 )
 
           
Other Liabilities Total
    (160,018,978.90 )     (163,793,901.37 )
 
           
 
PARTICIPANT LOANS OUTSTANDING
    23,129,547.09       23,129,547.09  
 
           
Participant Loans Total
    23,129,547.09       23,129,547.09  
 
           
 
ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK
    8,638.86       8,359.68  
ALLIANCEBERNSTEIN HLDG L P UNIT LTD
    7,786.82       2,079.00  
ATLAS PIPELN PARTNERS L P
  155,175.20       64,840.83  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
BLACKSTONE GROUP LP RESTRICTED UNITS
    67,894.12       34,324.19  
BOARDWALK PIPELINE PARTNERS LP
    133,229.05       107,746.80  
BREITBURN ENERGY PARTNERS L P
  4,267.93       1,128.00  
BUCKEYE GP HLDGS L P
  4,214.30       3,273.83  
CALUMET SPECIALTY PRODS PARTNERS L P
  547.20       338.59  
CROSS TIMBERS RTY TR TR UNIT
    26,497.06       20,510.02  
ENERGY TRANSFER PARTNERS L P UNIT LTD PARTNERSHIP INT
    32,654.70       30,504.66  
ENTERPRISE GP HLDGS L P
  26,807.75       13,447.68  
LAZARD LTD COM CLASS ‘A’ USD0.01
    88,844.48       95,168.00  
LAZARD LTD COM CLASS ‘A’ USD0.01
    14,787.90       14,870.00  
MAGELLAN MIDSTREAM HLDGS L P
  21,106.05       18,031.00  
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT REPSTG LTD PARTNER INT
    42,221.46       29,838.27  
MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT
    73,016.96       70,070.23  
MLP BROOKFIELD INVTS CORP BROOKFIELD INFRASTRUCTURE LTD PART
    16,004.97       2,296.00  
MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS
    31,334.48       27,529.08  
MLP CEDAR FAIR L P DEPOS UNIT
    16,057.67       9,368.91  
MLP CROSSTEX ENERGY L P COM UNITS REPSTGLTD PARTNER INT
    3,928.11       537.31  
MLP DORCHESTER MINERALS L P COM UNITS
    10,521.86       7,263.65  
MLP ENBRIDGE ENERGY PARTNERS L P COM
    23,955.57       16,065.00  
MLP ENERGY TRANSFER EQUITY L P COM UNIT LTD PARTNERSHIP
    3,309.45       1,621.00  
MLP ENTERPRISE PRODS PARTNERS L P COM UNIT
    264,542.93       196,590.26  
MLP EV ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT
    5,673.46       4,591.71  
MLP FERRELLGAS PARTNERS L P UNIT LTD PARTNERSHIP INT
    39,008.57       29,326.33  
MLP GENESIS ENERGY L P UNIT LTD PARTNERSHIP INT
    18,430.96       9,922.54  
MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT
    539,260.97       471,233.56  
MLP MESABI TR CTF BEN INT
    3,649.90       1,734.00  
MLP NATURAL RESOURCE PARTNERS L P COM UNIT LTD PARTNERSHIP INT
    33,275.45       19,539.57  
MLP PENN VA RES PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT
    25,656.48       10,836.13  
MLP PERMIAN BASIN RTY TR UNIT BEN INT
    209,337.65       136,458.37  
MLP SAN JUAN BASIN RTY TR UNIT BEN INT SAN JUAN BASIN RTY TR UNIT BEN INT
    12,193.07       10,502.27  
MLP TC PIPELINES LP UNIT COM LTD PARTNERSHIP INT ISIN #US87233Q1085
    4,410.41       2,961.59  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MLP TEEKAY LNG PARTNERS L P
  22,539.00       18,786.08  
MLP TEPPCO PARTNERS L P UNIT LTD PARTNERSHIP INT
    66,576.25       36,928.59  
MLP TERRA NITROGEN CO L P COM UNIT
    27,185.73       26,338.16  
MLP WILLIAMS COAL SEAM GAS RTY TR UNITS(BENEFICIAL INTEREST)
    2,240.36       1,179.54  
N EUROPEAN OIL RTY TR CTF BEN INT
    1,920.95       1,100.01  
PLAINS ALL AMERN PIPELN UNIT LTD PARTNERSHIP INT
    34,403.23       22,768.05  
U S SHIPPING PARTNERS L P
  4,203.55       168.81  
UIT ONEOK PARTNERS L P UNIT LTD PARTSHIPCTF OF OWN EVID UNDIV $1000 UIT VAL REG
    37,097.76       31,885.00  
WESTERN GAS PARTNERS LP
    22,127.70       19,245.00  
 
           
Partnership/Joint Venture Interests Total
    2,186,536.33       1,631,307.30  
 
           
 
MFO 3RD AVE TR REAL ESTATE VALUE FD
    255,332.01       146,767.45  
MFO CGM TR RLTY FD
    1,238,365.74       656,382.10  
MFO COHEN & STEERS RLTY SHS INC COM
    1,004,378.70       506,586.63  
MFO DFA INVT DIMENSIONS GROUP INC GLOBALREAL ESTATE SECS PORTFOLIO
    51,987.81       32,152.68  
MFO ROWE T PRICE REAL ESTATE FD INC COM
    90,486.83       42,845.70  
MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD
    408,760.97       233,650.13  
 
           
Real Estate — Income Producing Total
    3,049,312.06       1,618,384.69  
 
           
 
Australian dollar
    26,842.20       26,842.20  
British pound sterling
    11,487.62       11,487.62  
Euro
    1,751.46       1,751.46  
Hong Kong dollar
    4,154.73       4,154.73  
MFC PROSHARES TR PROSHARES ULTRASHORT PROSHARES
    11,702.99       6,246.00  
MFC PROSHARES TR PROSHARES ULTRASHORT TECHNOLOGY
    45,513.00       33,894.03  
MFC PROSHARES TR ULTRASHORT BASIC MATERIALS PROSHARES
    7,202.15       3,888.00  
Pending foreign exchange purchases: Australian dollar
    150,143.44       160,596.24  
Pending foreign exchange purchases: Australian dollar
    150,312.80       160,596.24  
Pending foreign exchange purchases: Australian dollar
    150,674.72       160,596.24  
Pending foreign exchange purchases: Australian dollar
    150,289.60       160,596.24  
Pending foreign exchange purchases: Australian dollar
    150,417.20       160,596.24  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange purchases: Australian dollar
    276,196.00       276,890.07  
Pending foreign exchange purchases: Australian dollar
    132,100.00       138,445.03  
Pending foreign exchange purchases: Australian dollar
    59,100.53       59,593.19  
Pending foreign exchange purchases: Australian dollar
    274,330.41       284,782.13  
Pending foreign exchange purchases: Australian dollar
    4,057,279.40       4,201,398.57  
Pending foreign exchange purchases: British pound sterling
    464,184.00       452,185.76  
Pending foreign exchange purchases: British pound sterling
    462,955.50       452,185.76  
Pending foreign exchange purchases: British pound sterling
    463,365.00       452,185.76  
Pending foreign exchange purchases: British pound sterling
    462,872.03       452,185.76  
Pending foreign exchange purchases: British pound sterling
    462,322.35       452,185.76  
Pending foreign exchange purchases: British pound sterling
    609,848.00       574,204.14  
Pending foreign exchange purchases: British pound sterling
    776,145.00       717,755.17  
Pending foreign exchange purchases: British pound sterling
    5,563,670.03       5,326,601.24  
Pending foreign exchange purchases: British pound sterling
    359,098.31       333,856.64  
Pending foreign exchange purchases: British pound sterling
    55,029.26       54,816.84  
Pending foreign exchange purchases: Canadian dollar
    932,915.77       917,135.14  
Pending foreign exchange purchases: Danish krone
    897,006.18       934,080.90  
Pending foreign exchange purchases: Danish krone
    12,953.48       12,767.53  
Pending foreign exchange purchases: Euro
    4,932.25       4,854.01  
Pending foreign exchange purchases: Euro
    15,688.55       15,440.40  
Pending foreign exchange purchases: Euro
    12,068,765.01       12,596,571.29  
Pending foreign exchange purchases: Euro
    5,517,101.55       5,742,603.20  
Pending foreign exchange purchases: Euro
    1,032,986.20       1,036,463.75  
Pending foreign exchange purchases: Euro
    19,637.43       19,634.96  
Pending foreign exchange purchases: Euro
    1,679,700.00       1,663,756.72  
Pending foreign exchange purchases: Euro
    1,110,366.90       1,202,064.23  
Pending foreign exchange purchases: Euro
    1,110,280.20       1,202,064.23  
Pending foreign exchange purchases: Euro
    1,228,293.00       1,247,817.54  
Pending foreign exchange purchases: Euro
    1,113,904.26       1,202,064.23  
Pending foreign exchange purchases: Euro
    1,110,219.51       1,202,064.23  
Pending foreign exchange purchases: Euro
    1,110,453.60       1,202,064.23  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange purchases: Euro
    383,550.00       415,939.18  
Pending foreign exchange purchases: Hong Kong dollar
    998,361.94       998,184.21  
Pending foreign exchange purchases: Japanese yen
    953,519.74       962,859.60  
Pending foreign exchange purchases: Japanese yen
    945,522.33       968,908.37  
Pending foreign exchange purchases: Japanese yen
    339,162.82       337,424.41  
Pending foreign exchange purchases: Japanese yen
    960,052.32       947,583.16  
Pending foreign exchange purchases: Japanese yen
    2,062,354.16       2,085,631.47  
Pending foreign exchange purchases: Japanese yen
    1,123,002.46       1,104,905.40  
Pending foreign exchange purchases: Japanese yen
    662,858.91       662,943.24  
Pending foreign exchange purchases: Japanese yen
    663,261.99       675,870.63  
Pending foreign exchange purchases: Japanese yen
    663,240.41       675,870.63  
Pending foreign exchange purchases: Japanese yen
    663,269.18       675,870.63  
Pending foreign exchange purchases: Japanese yen
    663,355.49       675,870.63  
Pending foreign exchange purchases: Japanese yen
    664,097.27       675,870.63  
Pending foreign exchange purchases: Japanese yen
    660,904.33       675,870.63  
Pending foreign exchange purchases: Singapore dollar
    1,586,889.81       1,633,357.63  
Pending foreign exchange purchases: Swedish krona
    2,560.50       2,515.59  
Pending foreign exchange purchases: Swedish krona
    1,897,515.34       1,904,128.51  
Pending foreign exchange purchases: Swiss franc
    94,551.24       93,273.03  
Pending foreign exchange purchases: Swiss franc
    38,788.68       38,492.98  
Pending foreign exchange purchases: Swiss franc
    2,797.36       2,786.28  
Pending foreign exchange purchases: Swiss franc
    3,599.15       3,612.16  
Pending foreign exchange purchases: Swiss franc
    43,769.71       43,424.12  
Pending foreign exchange purchases: Swiss franc
    395,074.34       447,999.91  
Pending foreign exchange purchases: Swiss franc
    5,484,170.41       6,086,368.99  
Pending foreign exchange purchases: United States dollar
    4,171,545.50       4,171,545.50  
Pending foreign exchange purchases: United States dollar
    101,276.47       101,276.47  
Pending foreign exchange purchases: United States dollar
    1,952,991.45       1,952,991.45  
Pending foreign exchange purchases: United States dollar
    1,594,669.52       1,594,669.52  
Pending foreign exchange purchases: United States dollar
    211,761.28       211,761.28  
Pending foreign exchange purchases: United States dollar
    8,520,579.15       8,520,579.15  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange purchases: United States dollar
    3,042,093.25       3,042,093.25  
Pending foreign exchange purchases: United States dollar
    159,779.22       159,779.22  
Pending foreign exchange purchases: United States dollar
    4,902,369.84       4,902,369.84  
Pending foreign exchange purchases: United States dollar
    917,981.49       917,981.49  
Pending foreign exchange purchases: United States dollar
    123,473.05       123,473.05  
Pending foreign exchange purchases: United States dollar
    224,379.89       224,379.89  
Pending foreign exchange purchases: United States dollar
    776.67       776.67  
Pending foreign exchange purchases: United States dollar
    13,723,890.88       13,723,890.88  
Pending foreign exchange purchases: United States dollar
    587,310.90       587,310.90  
Pending foreign exchange purchases: United States dollar
    1,577,548.18       1,577,548.18  
Pending foreign exchange purchases: United States dollar
    269,303.20       269,303.20  
Pending foreign exchange purchases: United States dollar
    189,138.00       189,138.00  
Pending foreign exchange purchases: United States dollar
    273,752.59       273,752.59  
Pending foreign exchange purchases: United States dollar
    180,552.96       180,552.96  
Pending foreign exchange purchases: United States dollar
    26,806.40       26,806.40  
Pending foreign exchange purchases: United States dollar
    2,115,049.50       2,115,049.50  
Pending foreign exchange purchases: United States dollar
    57,634.61       57,634.61  
Pending foreign exchange purchases: United States dollar
    119,595.75       119,595.75  
Pending foreign exchange purchases: United States dollar
    19,366.77       19,366.77  
Pending foreign exchange purchases: United States dollar
    22,027.61       22,027.61  
Pending foreign exchange purchases: United States dollar
    44,224.87       44,224.87  
Pending foreign exchange purchases: United States dollar
    31,595.81       31,595.81  
Pending foreign exchange purchases: United States dollar
    902,495.42       902,495.42  
Pending foreign exchange purchases: United States dollar
    28,164.61       28,164.61  
Pending foreign exchange purchases: United States dollar
    20,217.78       20,217.78  
Pending foreign exchange purchases: United States dollar
    1,079.62       1,079.62  
Pending foreign exchange purchases: United States dollar
    127,035.00       127,035.00  
Pending foreign exchange purchases: United States dollar
    259,758.00       259,758.00  
Pending foreign exchange purchases: United States dollar
    224,235.00       224,235.00  
Pending foreign exchange purchases: United States dollar
    66,574.00       66,574.00  
Pending foreign exchange purchases: United States dollar
    398,214.00       398,214.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending foreign exchange purchases: United States dollar
    218,498.04       218,498.04  
Pending foreign exchange purchases: United States dollar
    673,249.55       673,249.55  
Pending foreign exchange purchases: United States dollar
    229,797.00       229,797.00  
Pending foreign exchange purchases: United States dollar
    311,535.00       311,535.00  
Pending foreign exchange purchases: United States dollar
    663,355.49       663,355.49  
Pending foreign exchange purchases: United States dollar
    558,428.36       558,428.36  
Pending foreign exchange purchases: United States dollar
    222,430.50       222,430.50  
Pending foreign exchange purchases: United States dollar
    345,795.00       345,795.00  
Pending foreign exchange purchases: United States dollar
    101,512.50       101,512.50  
Pending foreign exchange purchases: United States dollar
    1,155,544.00       1,155,544.00  
Pending foreign exchange purchases: United States dollar
    140,040.20       140,040.20  
Pending foreign exchange purchases: United States dollar
    1,325,527.45       1,325,527.45  
Pending foreign exchange purchases: United States dollar
    1,004,885.00       1,004,885.00  
Pending foreign exchange purchases: United States dollar
    2,357,322.00       2,357,322.00  
Pending trade sales: Euro
    86,066.19       84,315.76  
Pending trade sales: Euro
    9,357.01       9,146.22  
Pending trade sales: Japanese yen
    80,007.98       79,783.09  
Pending trade sales: United States dollar
    8,040,114.99       8,040,114.99  
Pending trade sales: United States dollar
    140,038.36       140,038.36  
Pending trade sales: United States dollar
    161,437.50       161,437.50  
Pending trade sales: United States dollar
    65,034.72       65,034.72  
Pending trade sales: United States dollar
    731,434.24       731,434.24  
Pending trade sales: United States dollar
    71,400.00       71,400.00  
Pending trade sales: United States dollar
    168,630.49       168,630.49  
Pending trade sales: United States dollar
    324,791.87       324,791.87  
Pending trade sales: United States dollar
    124,160.88       124,160.88  
Pending trade sales: United States dollar
    106,025.74       106,025.74  
Pending trade sales: United States dollar
    104,850.00       104,850.00  
Pending trade sales: United States dollar
    217,360.00       217,360.00  
Pending trade sales: United States dollar
    123,175.00       123,175.00  
Pending trade sales: United States dollar
    37,199.42       37,199.42  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Pending trade sales: United States dollar
    44,263.37       44,263.37  
PROSHARES TR ULTRASHORT SEMICONDUCTORS
    26,216.95       16,201.12  
United States dollar
    (10,325.00 )     (10,325.00 )
 
           
Receivables — Other — USD Total
    133,408,829.55       135,253,731.77  
 
           
 
FED NATL MTG ASSOC 5.25 DUE 08-01-2012
    74,139.63       84,321.60  
FEDERAL HOME LN MTG CORP POOL #1A-1085 6.869% 08-01-2036 BEO
    55,107.45       54,578.38  
FEDERAL HOME LN MTG CORP POOL #1G-2341 5.601% 12-01-2037 BEO
    622,404.27       634,218.23  
FEDERAL HOME LN MTG CORP POOL #1G-2403 5.568% 01-01-2038 BEO
    717,250.75       729,783.01  
FEDERAL HOME LN MTG CORP POOL #1J-0404 5.634% 05-01-2037 BEO
    635,956.28       645,333.79  
FEDERAL HOME LN MTG CORP POOL #1N-0189 6.694% 08-01-2036 BEO
    63,468.06       63,701.07  
FEDERAL HOME LN MTG CORP POOL #605183 3.974% 02-01-2018 BEO
    142,206.21       140,864.66  
FEDERAL HOME LN MTG CORP POOL #A3-9302 5.5% 11-01-2035 BEO
    149,362.30       155,262.72  
FEDERAL HOME LN MTG CORP POOL #G0-3695 5.5% 11-01-2037 BEO
    1,243,048.78       1,277,782.43  
FEDERAL HOME LN MTG CORP POOL #G0-3696 5.5% 01-01-2038 BEO
    2,365,660.06       2,431,629.21  
FEDERAL HOME LN MTG CORP POOL #G1-2341 5% 09-01-2021 BEO
    21,309.43       21,689.59  
FEDERAL HOME LN MTG CORP POOL #G1-8049 5.5% 04-01-2020 BEO
    9,414.36       9,537.77  
FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG
    1,094.49       1,080.29  
FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG
    41,643.71       41,623.88  
FHA INSD PROJ MTG SER NINETY-FIRST (M091) PJ P/T CTF REILLY 7.43
09-01-23
    217,336.16       204,364.54  
FHA USGI PROJ LN #2063P6 7.44 DUE 08-01-2022 REG
    34,219.08       34,483.94  
FHLB BD 4.25 01-14-2015/01-14-2011
    25,000.00       25,902.48  
FHLB CONS BD 5.875 02-15-2011
    10,594.93       10,879.31  
FHLB CONS BD DTD 09/16/2008 4.65 09-16-2013/09-16-2009
    30,000.00       30,634.08  
FHLB CONS BD DTD 15/4/2008 5.2 10-15-2018/10-15-2008
    30,000.00       30,014.49  
FHLB CONS BD DTD 16/4/2008 5 04-16-2018/04-16-2009
    30,000.00       30,246.03  
FHLB FHLB 1 TIME CALL 5 BUS DAYS 5.33 06-06-2014
    29,910.00       32,185.98  
FHLMC DTD 02/24/2006 5.25 02-24-2011/02-24-2009
    25,434.42       25,130.75  
FHLMC DTD 10/28/2008 5.375 10-28-2013/04-28-2009
    5,000.00       5,013.35  
FHLMC GOLD SINGLE FAMILY 4.5% 15 YEARS SETTLES JANUARY
    404,062.50       408,875.20  
FHLMC GOLD SINGLE FAMILY 5% 30 YEARS SETTLES JANUARY
    403,515.62       408,750.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FHLMC GOLD SINGLE FAMILY 5.5% 30 YEARS SETTLES JANUARY
    4,087,343.75       4,093,752.00  
FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG
    94,693.96       96,293.67  
FHLMC MULTICLASS SER E3 CL A 4.721 08-15-2032
    71,524.41       70,059.13  
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044
    439,562.64       392,051.13  
FHLMC MULTICLASS SERIES T-35 CLASS-A 09-25-2031
    219,619.80       204,194.86  
FHLMC NOTES 5.75 01-15-2012
    15,572.39       16,743.09  
FHLMC NTS 5.125 07-15-2012
    30,489.09       33,261.36  
FHLMC POOL #1G1744 ADJ RT 08-01-2035
    292,670.44       294,219.35  
FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG
    1,838.98       1,724.37  
FHLMC POOL #780605 ADJ RT 06-01-2033
    428,143.20       425,125.49  
FHLMC REFERENCE NT 5.5 09-15-2011
    15,445.13       16,524.41  
FHLMC TRANCHE # TR 00456 5.625 11-23-2035/11-23-2015
    179,874.00       187,345.80  
FNMA 15 YEAR PASS-THROUGHS 5.5% 15 YEARSSETTLES JANUARY
    2,236,218.76       2,265,313.60  
FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN
    101,343.75       102,500.00  
FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN
    3,079,687.50       3,075,000.00  
FNMA 6 DUE 05-15-2011 REG
    30,796.00       33,052.11  
FNMA 6 TBA POOL 15YR JAN
    102,031.25       103,687.50  
FNMA POOL #066414 ADJ RT DUE 09-01-2028 REG
    296,423.24       290,329.51  
FNMA POOL #257096 5% 02-01-2038 BEO
    1,762,368.56       1,934,440.08  
FNMA POOL #300309 ADJ RT DUE 12-01-2024 REG
    23,133.99       23,208.27  
FNMA POOL #313968 ADJ RT DUE 12-01-2027 REG
    56,246.33       54,370.36  
FNMA POOL #357418 4% 08-01-2018 BEO
    289,161.61       312,136.47  
FNMA POOL #443624 ADJ RT DUE 05-01-2023 REG
    99,976.50       100,417.67  
FNMA POOL #516051 9.5% DUE 01-01-2021 REG
    74,475.77       78,173.36  
FNMA POOL #535460 8% DUE 09-01-2015 REG
    8,072.83       8,254.90  
FNMA POOL #538927 8% DUE 06-01-2015 REG
    24,723.09       25,657.14  
FNMA POOL #740450 4% 09-01-2018 BEO
    1,224,187.99       1,290,586.68  
FNMA POOL #745755 5% DUE 12-01-2035 REG
    1,032,170.24       1,083,343.64  
FNMA POOL #773151 4% 06-01-2019 BEO
    611,655.81       640,801.08  
FNMA POOL #804965 ADJ RT DUE 12-01-2034 BEO
    149,918.54       151,371.14  
FNMA POOL #809324 ADJ RT DUE 02-01-2035 REG
    948,135.05       954,552.38  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FNMA POOL #817827 6% 10-01-2036 BEO
    774,545.70       793,402.68  
FNMA POOL #835760 4.5% 09-01-2035 BEO
    2,225,606.35       2,481,749.63  
FNMA POOL #836207 ADJ RT DUE 09-01-2035 BEO
    462,753.33       466,229.26  
FNMA POOL #843798 5.5% 11-01-2035 BEO
    73,336.74       74,635.26  
FNMA POOL #846183 6% 11-01-2035 BEO
    51,596.00       52,860.15  
FNMA POOL #851274 6.5% DUE 05-01-2036 REG
    805,600.52       822,628.05  
FNMA POOL #867447 5% 06-01-2036 BEO
    51,908.70       55,246.04  
FNMA POOL #869846 6.5% 04-01-2036 BEO
    299,757.25       300,842.02  
FNMA POOL #869922 6.5% 03-01-2036 BEO
    51,090.83       51,268.05  
FNMA POOL #885726 6.5% DUE 05-01-2036 REG
    928,929.57       932,151.36  
FNMA POOL #887621 6% 07-01-2036 BEO
    562,470.99       576,164.85  
FNMA POOL #889579 6% DUE 05-01-2038 REG
    59,081.49       59,586.57  
FNMA POOL #889627 6.5% DUE 03-01-2038 REG
    976,692.49       989,200.22  
FNMA POOL #889630 6.5% DUE 03-01-2038 REG
    493,802.61       500,088.31  
FNMA POOL #892612 6% 09-01-2036 BEO
    590,311.31       604,682.98  
FNMA POOL #893282 6% 08-01-2036 BEO
    13,711.29       14,045.11  
FNMA POOL #896573 6% DUE 06-01-2036 REG
    47,723.18       48,885.05  
FNMA POOL #900300 6% DUE 09-01-2036 REG
    46,802.53       47,941.99  
FNMA POOL #929207 6.5% 03-01-2038 BEO
    2,039,772.75       2,067,389.07  
FNMA POOL #942040 6% DUE 07-01-2037 REG
    360,862.58       368,797.21  
FNMA POOL #946803 6.5% 09-01-2037 BEO
    83,304.65       84,959.81  
FNMA POOL #947575 6.5% 10-01-2037 BEO
    973,630.90       986,174.46  
FNMA POOL #961980 5% 03-01-2038 BEO
    3,113,438.10       3,336,476.16  
FNMA POOL #961994 5% 03-01-2038 BEO
    696,184.62       746,057.36  
FNMA POOL #962687 5% 04-01-2038 BEO
    95,039.98       101,848.38  
FNMA POOL #967689 5% 01-01-2038 BEO
    927,307.25       1,017,746.71  
FNMA POOL #974676 5% 03-01-2038 BEO
    88,348.32       96,964.86  
FNMA POOL #975639 5% 07-01-2038 BEO
    148,294.71       162,757.77  
FNMA POOL #983470 5% 05-01-2038 BEO
    2,830,379.44       3,050,127.93  
FNMA PREASSIGN 00192 4.75 11-19-2012
    25,796.21       27,594.03  
FNMA REMIC TR 2004-37 CL-FB VAR RATE 06-25-2034
    922,503.96       903,062.43  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE
11-25-2023 REG
    31,352.49       34,134.49  
FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY
    299,109.38       304,031.40  
FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JANUARY
    7,153,769.54       7,248,659.80  
GNMA GPM POOL #092923 11% DUE 09-15-2010REG
    5,836.62       5,670.27  
GNMA I 30 YR SINGLE FAM PASS-THROUGHS(SF) 5.5 30 YRS SETTLES JAN
    406,187.50       411,875.20  
GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN
    204,437.50       206,312.40  
GNMA I SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB
    1,224,265.62       1,224,374.40  
GNMA II ARMS PL#80120 10-20-2027
    10,853.50       10,374.56  
GNMA II JUMBOS 6 30 YEARS SETTLES JAN
    101,906.25       102,875.20  
GNMA POOL #368022 SER 2023 6.5% DUE 11-15-2023 REG
    10,578.20       10,531.32  
GNMA POOL #434690 SER 2030 8.5% DUE 01-15-2030 REG
    276.27       288.02  
GNMA POOL #459066 SER 2028 7.5% DUE 06-15-2028 REG
    28,908.66       30,795.16  
GNMA POOL #471901 SER 2028 7% DUE 05-15-2028 REG
    3,475.50       3,776.54  
GNMA POOL #486470 SER 2028 6.5% DUE 08-15-2028 REG
    5,149.05       5,667.05  
GNMA POOL #486516 SER 2028 6.5% DUE 09-15-2028 REG
    7,678.10       8,407.64  
GNMA POOL #496577 SER 2029 6.5% DUE 03-15-2029 REG
    2,898.38       2,906.53  
GNMA POOL #525327 SER 2030 8.5% DUE 09-15-2030 REG
    4,703.68       4,903.75  
GNMA POOL #552228 SER 2031 5.5% DUE 12-15-2031 REG
    35,342.93       37,507.26  
GNMA POOL #555608 SER 2031 6.5% DUE 11-15-2031 REG
    1,361.12       1,364.97  
GNMA POOL #569572 SER 2032 6.5% DUE 01-15-2032 REG
    2,174.38       2,180.51  
GNMA POOL #569899 SER 2032 6.5% DUE 06-15-2032 REG
    55,672.64       55,829.85  
GNMA POOL #590496 6.5% 09-15-2032 BEO
    258,971.48       262,497.26  
GNMA POOL #595076 6.5% 10-15-2032 BEO
    35,259.22       35,358.84  
GNMA POOL #608317 5% 10-15-2033 BEO
    305,904.19       321,294.20  
GNMA POOL #662536 6% 08-15-2037 BEO
    283,183.60       284,083.74  
GNMA POOL #689940 6% 09-15-2038 BEO
    302,321.47       309,764.49  
GNMA POOL #781001 SER 2029 7.5% DUE 03-15-2029 REG
    10,870.48       11,579.58  
GNMA POOL #781690 6% 12-15-2033 BEO
    185,072.70       188,377.66  
GNMAII POOL #002855 SER 2029 8.5% DUE 12-20-2029 REG
    32,538.92       33,539.65  
GNMAII POOL #008540 SER 2024 ADJ RT 11-20-2024
    7,751.56       7,668.36  
GNMAII POOL #008557 SER 2024 ADJ RT 12-20-2024
    36,416.20       35,603.84  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
GNMAII POOL #008580 SER 2025 ADJ RT 01-20-2025
    4,586.00       4,504.53  
GNMAII POOL #008597 SER 2025 ADJ RT 02-20-2025
    16,304.27       16,039.13  
GNMAII POOL #008608 SER 2025 ADJ RT 03-20-2025
    33,706.65       32,877.63  
GNMAII POOL #008682 SER 2025 ADJ RT 08-20-2025
    17,482.36       17,353.30  
GNMAII POOL #008685 5.625% DUE 08-20-2025 REG
    4,230.46       4,029.82  
GNMAII POOL #008781 SER 2026 ADJ RT 01-20-2026
    6,980.68       6,961.54  
GNMAII POOL #008945 SER 2026 ADJ RT 08-20-2026
    10,541.07       10,600.59  
GNMAII POOL #080408 SER 2030 ADJ RT 05-20-2030
    79,513.18       77,966.21  
GNMAII POOL #080416 SER 2030 5.375% DUE 06-20-2030 REG
    236,840.87       234,954.76  
GNMAII POOL #080453 SER 2030 ADJ RT 09-20-2030
    27,457.46       26,501.62  
OVERSEAS PVT INVT CORP U S GOVT GTD SER 699-07-12-1G-TRANCHE B 0 DUE 7-12-16 REG
    400,312.50       400,312.50  
OVERSEAS PVT INVT RP US GOVT GTD SER 6992007 012-IG PARTN CTF TR A 3.98 7-12-10
    338,714.68       351,697.97  
PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG
    89,713.60       76,185.00  
UNITED STATES TREAS BDS 1.75 DUE 1-15-2028 REG
    23,086.10       23,453.53  
UNITED STATES TREAS BDS 7.5% 11/15/2016 USD1000 7.5% DUE 11-15-2016 REG
    25,328.84       27,340.62  
UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15 FEB 2031
    888,283.90       1,085,508.98  
UNITED STATES TREAS BDS INFL IX BOND 2.00 DUE 01-15-2026 REG
    348,115.35       329,014.39  
UNITED STATES TREAS BDS INFLATION INDEX LINKED 3.875% 04-15-2029
    221,116.33       227,868.93  
UNITED STATES TREAS BILLS 01-08-2009 DTD00418
    24,972.50       24,999.63  
UNITED STATES TREAS BILLS 01-15-2009 DTD00419
    199,830.89       199,992.80  
UNITED STATES TREAS BILLS 02-26-2009 DTD00425
    199,964.10       199,981.60  
UNITED STATES TREAS BILLS 02-26-2009 DTD00425
    249,937.50       249,989.00  
UNITED STATES TREAS BILLS 03-05-2009 DTD00426
    279,982.11       279,953.24  
UNITED STATES TREAS BILLS 03-19-2009 DTD00428
    94,471.70       94,985.94  
UNITED STATES TREAS BILLS 07-02-2009 DTD00468
    399,497.22       399,497.20  
UNITED STATES TREAS NT STRIPPED PRIN PMT097 08-15-2009 (UNDDATE) BEO
    19,744.20       19,953.12  
UNITED STATES TREAS NTS DTD 00109 4.5% DUE 11-15-2015 REG
    40,072.60       47,462.52  
UNITED STATES TREAS NTS DTD 00139 4.5% DUE 09-30-2011 REG
    19,963.88       21,940.62  
UNITED STATES TREAS NTS DTD 00171 4.125%DUE 08-31-2012 REG
    34,807.90       38,707.83  
UNITED STATES TREAS NTS INFLATION INDEX 3.875 DUE 01-15-2009 REG
    1,347.59       1,310.68  
UNITED STATES TREAS NTS T-NOTE 4.375 DUE 12-15-2010 REG
    39,937.04       42,943.76  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
UNITED STATES TREAS NTS T-NT 4.25% DUE 01-15-2011 REG
    26,230.03       26,878.90  
UNITED STATES TREAS SEC STRIPPED INT PMT00522 11-15-2029 (UNDDATE) REG
    14,818.90       15,581.25  
UNITED STATES TREAS SEC STRIPPED INT PMT02-15-2019 (UNDDATE) REG
    30,655.25       36,937.50  
UNITED STATES TREAS SEC STRIPPED INT PMT08-15-2011 (UNDDATE) REG
    29,738.50       49,101.55  
US TREAS BDS 00202 4.75 DUE 02-15-2037 REG
    81,402.20       111,475.04  
US TREAS BDS INFL IX 2.375 DUE 01-15-2027 REG
    198,426.97       215,846.27  
US TREAS BDS INFL IX 2.375 DUE 01-15-2027 REG
    27,675.81       28,783.49  
US TREAS BDS INFLATION INDEXED 3.625 DUE4-15-2028 REG
    530,858.97       749,996.02  
US TREAS INFL INDEXED BONDS 2.375 DUE 01-15-2025 BEO
    810,441.64       903,660.25  
US TREAS INFL INDEXED BONDS 2.375 DUE 01-15-2025 BEO
    10,796.05       11,116.18  
US TREAS INFL IX NT 2.375 DUE 04-15-2011REG
    53,289.23       53,320.50  
US TREAS NTS INDEX LINKED 2.00 DUE 01-15-2016 REG
    19,413.18       20,855.06  
US TREAS NTS INFL IX 2 DUE 04-15-2012 REG
    52,129.70       51,896.85  
US TREAS NTS INFL IX 2.375 DUE 01-15-2017 REG
    14,559.26       14,875.43  
US TREAS NTS INFLATION INDEXED 2.00 DUE 07-15-2014 REG
    53,523.33       54,242.95  
US TREAS NTS INFLATION-INDEXED NT 3.5 DUE 01-15-2011 BEO
    30,405.65       30,520.93  
US TREAS NTS TREAS INFL INDEXED NOTES 2 DUE 01-15-2014 REG
    5,173.82       5,541.80  
 
           
U.S. Government Securities Total
    63,655,836.59       65,875,693.99  
 
           
 
COLTV SHORT TERM INVT FD
    48,718.77       48,718.77  
COLTV SHORT TERM INVT FD
    188,060.12       188,060.12  
COLTV SHORT TERM INVT FD
    939,281.42       939,281.42  
COLTV SHORT TERM INVT FD
    274,262.61       274,262.61  
COLTV SHORT TERM INVT FD
    226,193.27       226,193.27  
COLTV SHORT TERM INVT FD
    690,048.52       690,048.52  
COLTV SHORT TERM INVT FD
    370,379.99       370,379.99  
COLTV SHORT TERM INVT FD
    134,107.08       134,107.08  
COLTV SHORT TERM INVT FD
    145,063.73       145,063.73  
COLTV SHORT TERM INVT FD
    12,691,649.37       12,691,649.37  
COLTV SHORT TERM INVT FD
    11,697.58       11,697.58  
COLTV SHORT TERM INVT FD
    222,153.15       222,153.15  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
COLTV SHORT TERM INVT FD
    4,359,650.50       4,359,650.50  
COLTV SHORT TERM INVT FD
    445,639.18       445,639.18  
COLTV SHORT TERM INVT FD
    205,638.86       205,638.86  
COLTV SHORT TERM INVT FD
    82,694.16       82,694.16  
COLTV SHORT TERM INVT FD
    233,720.73       233,720.73  
COLTV SHORT TERM INVT FD
    292,289.28       292,289.28  
COLTV SHORT TERM INVT FD
    6,493,815.37       6,493,815.37  
COLTV SHORT TERM INVT FD
    3,241,247.60       3,241,247.60  
COLTV SHORT TERM INVT FD
    652,850.09       652,850.09  
COLTV SHORT TERM INVT FD
    1,378,674.59       1,378,674.59  
COLTV SHORT TERM INVT FD
    5,891,152.81       5,891,152.81  
COLTV SHORT TERM INVT FD
    8,552,892.62       8,552,892.62  
COLTV SHORT TERM INVT FD
    660,114.38       660,114.38  
MFB SL- CORE USA SUB FUND
    19,157.17       13,262.79  
MFB SL- CORE USA SUB FUND
    4,716.58       3,265.28  
MFB SL- CORE USA SUB FUND
    2,475.74       1,714.02  
MFB SL- CORE USA SUB FUND
    6,600.04       4,569.25  
MFB SL- CORE USA SUB FUND
    5,453.03       3,775.03  
MFB SL- CORE USA SUB FUND
    4,234.08       2,931.31  
MFB SL- CORE USA SUB FUND
    401.25       277.75  
MFO RTC CONCENTRATED EQTY
    7,773,189.60       5,008,297.57  
MFO RTC EMERGING MARKETS
    6,000,000.00       6,000,000.42  
MFO RTC EMERGING MARKETS
    12,787,857.22       7,344,187.69  
MFO RTC GLOBAL REAL ESTATE SEC
    18,517,113.47       11,869,444.61  
MFO RTC INFLATION PROTECTED SEC
    10,275,597.23       10,181,517.51  
MFO RTC QUANTITATIVE BD
    54,561,708.27       53,968,114.06  
MFO RTC WORLD EQTY
    12,276,612.84       7,702,866.61  
MFO RUSSELL SHORT-TERM INVT FD CL F
    522,052,739.40       522,052,739.40  
 
           
Value of Interest in Common/Collective Trusts Total
    692,719,851.70       672,588,959.08  
 
           
 
MFO AMERN CENTY TR TARGET MATS TR 2015 INVSCL CERT OF OWN EVID
    85,033.99       101,951.19  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
Value of Interest in Master Trusts Total
    85,033.99       101,951.19  
 
           
 
ADVISORS INNER CIRCLE FD II INC NEW CHAMPLAIN SMALL CO FD
    7,765.74       5,219.95  
ALLIANZ FDS CCM MID-CAP FD CL D
    43,708.05       25,045.22  
ALLIANZ FDS NACM PAC RIM FD CL D
    231,770.62       146,203.38  
AMERN BEACON FDS FORMERLY AMERN A BALANCED FD PLANAHEAD CL
    4,648.85       3,241.74  
B2B INTERNET HOLDRS TR DEPOS RCPT ISIN US0560331037
    4,976.18       460.00  
BRIDGEWAY FDS INC FORMERLY BRIDGEWAY FD BALANCED PORTFOLIO
    22,025.91       17,140.88  
ENERVEST DIVSFD IN TRUST UNITS
    7,909.10       4,520.00  
ETF- ISHARES BARCLAYS 20+ YR TREAS BD FD
    160,466.30       186,437.95  
ETF ISHARES BARCLAYS AGGREGATE BD FD
    1,322,979.61       1,376,344.98  
ETF- ISHARES BARCLAYS BARCLAYS 7-10 YR TREAS BD FD
    219,971.16       248,615.53  
ETF ISHARES S&P DEVELOPED EX-US PROP
    5,755.00       2,753.03  
ETF WISDOM TREE DEFA EQUITY INCOME FUND B
    8,025.26       4,350.02  
ETF WISDOMTREE EMERGING MARKETS EQUITY INC
    19,280.30       13,016.00  
ETF WISDOMTREE EQUITY INCOME FUND INC
    24,995.87       19,302.99  
ING GLOBAL ADVANTAGE & PREM OPPORTUNITY
    6,070.20       3,554.30  
ISHARES BARCLAYS 1-3 YR TREAS BD FD
    1,701,560.14       1,744,367.08  
ISHARES BARCLAYS 3-7 YR TREAS BD
    7,692.43       8,230.79  
ISHARES BARCLAYS SHORT TREAS BD FD
    20,409.91       20,422.15  
ISHARES MSCI MEX INVT MKT INDEX FD
    100,794.36       57,860.11  
ISHARES MSCI NETH INVESTABLE MKT INDEX FD
    11,024.26       6,654.32  
ISHARES TR DOW JONES U S INDL SECTOR INDEX FD
    7,797.30       6,506.11  
ISHARES TR RUSSELL 1000 INDEX FD
    15,211.50       16,018.90  
ISHARES TR S&P GLOBAL 100 INDEX FD
    45,661.25       32,591.00  
ISHARES TR S&P GLOBAL HEALTHCARE SECTOR INDEX FD
    26,422.90       20,821.56  
JENNISON SECTOR FDS INC HLTH SCIENCES FD CL A
    30,460.80       23,874.10  
MF SCHWAB CHARLES FAMILY FDS TX EXMP FD
    757,975.49       757,975.49  
MFB NORTHERN FDS INCOME EQUITY FD
    14,982.78       9,924.18  
MFB NORTHERN FDS SMALL CAP VALUE FD
    364,410.19       257,275.14  
MFB NORTHN HI YIELD FXD INC FD
    27,345.43       19,171.92  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFB NORTHN INTL EQTY INDEX FD
    17,472.20       9,740.05  
MFC 1ST ISR FD INC CLOSED END FD
    12,249.07       4,651.60  
MFC ABERDEEN ASIA-PAC INC FD
    80,077.37       65,807.28  
MFC ABERDEEN AUSTRALIA EQTY FD
    2,666.30       1,448.00  
MFC ABERDEEN GLOBAL INC FD
    17,079.85       10,985.13  
MFC ADVENT CLAYMORE CONV SECS & INC FD COM
    11,420.35       6,022.50  
MFC ALLIANCEBERNSTEIN GLOBAL HI INC FD INC
    173,348.35       107,815.95  
MFC ALLIANCEBERNSTEIN NATIONAL MUN
    8,881.19       51.89  
MFC ALPINE GLOBAL DYNAMIC DIVID FD COM
    27,094.39       9,091.89  
MFC ALPINE GLOBAL PREMIER PPTYS FD COM SHS OF BEN INT
    30,032.71       9,796.00  
MFC ALPINE TOTAL DYNAMIC DIVID FD COM SHBEN INT
    108,711.43       78,112.78  
MFC AMERISTOCK ETF TR AMERISTOCK/RYAN 2 YR TREAS ETF
    10,372.95        
MFC BARCLAYS BK PLC
    12,549.94       8,054.00  
MFC BARCLAYS BK PLC IPATH DOW JONES AIG GRAINS TOTAL
    7,750.90       8,332.00  
MFC BARCLAYS BK PLC IPATH ETNS LKD MSCI INDIA TOTAL
    68,487.63       29,709.96  
MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY
    92,839.37       74,464.00  
MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY SEE SEC 3190327
    5,437.60       2,741.00  
MFC BEAR STEARNS COS INC NT LKD TO PERFORMANCE OF ALERIAN
    51,770.45       32,667.00  
MFC BLACKROCK CORE BD TR SHS BEN INT
    9,296.85       7,858.41  
MFC BLACKROCK DEBT STRATEGIES FD INC COM
    81,185.57       36,803.72  
MFC BLACKROCK DIVERSIFIED INCOME STRATEGIES FD INC COM
    34,674.58       17,878.43  
MFC BLACKROCK DIVID ACHIEVERS TM TR COM
    6,710.47       4,348.88  
MFC BLACKROCK ENHANCED CAPITAL & INCOME FUND INC
    1,093.15       1,163.76  
MFC BLACKROCK GLOBAL EQUITY INCOME TRUSTCOM
    32,612.86       24,047.21  
MFC BLACKROCK GLOBAL FLOATING RATE INCOME TR COM
    10,294.17       4,683.27  
MFC BLACKROCK GLOBAL OPPORTUNITIES EQUITY TR COM
    14,061.74       8,453.94  
MFC BLACKROCK INC OPPORTUNITY TR INC.
    56,260.27       48,190.00  
MFC BLACKROCK INCOME TR INC COM
    25,594.95       25,284.00  
MFC BLACKROCK INTL GROWTH & INCOME TR COM
    4,543.76       2,366.37  
MFC BLACKROCK LTD DURATION INCOME TR COMSHS
    1,548.53       1,341.25  
MFC BLACKROCK PFD & EQUITY ADVANTAGE TR
    1,107.95       835.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC BLACKROCK PFD INCOME STRATEGIES FD INC COM
    10,049.95       3,230.00  
MFC BLACKROCK SR HIGH INCOME FD INC COM
    47,035.76       20,546.42  
MFC BLDRS INDEX FDS TR DEVELOPED MKTS 100 ADR INDEX FD
    9,979.50       5,625.75  
MFC BOULDER TOTAL RETURN FD INC COM
    6,774.00       5,423.00  
MFC CALAMOS CONV & HIGH INCOME FD COM SHS
    44,836.98       28,510.16  
MFC CENTRAL EUROPE AND RUSSIA FD
    43,433.80       18,880.45  
MFC CENTRAL FD CDA LTD CL A CLOSED-END FUND
    699,287.95       830,235.12  
MFC CHILE FD INC COM CLOSED END FD
    4,858.95       4,910.00  
MFC CHINA FD INC
    4,230.45       2,216.36  
MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/ALPHASHARES CHINA REAL
    8,002.51       4,900.50  
MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/BNY MELLON FRONTIER MKTS ETF
    13,377.70       6,980.50  
MFC CLAYMORE EXCHANGE TRADED FD TR 2 CLAYMORE/SWM CANADIAN ENERGY INCOME
    3,052.83       1,166.41  
MFC CLAYMORE EXCHANGE-TRADED FD TR CLAYMORE/MAC GLOBAL SOLAR ENERGY
    4,807.21       4,507.78  
MFC CLAYMORE EXCHANGE-TRADED FD TR CLAYMORE/RAYMOND JAMES SB-1 EQUITY
    3,429.95       2,112.00  
MFC CLAYMORE EXCHANGE-TRADED FD TR BNY BRAZIL RUSSIA INDIA & CHINA
    259,799.62       119,904.75  
MFC CLAYMORE EXCHANGE-TRADED FD TR ZACKSSECTOR ROTATION PORT
    77,934.08       45,994.87  
MFC CLAYMORE EXCHANGE-TRADED FD TR ZACKSYIELD HOG PORT
    1,253.95       1,275.00  
MFC CLAYMORE S&P GLOBAL WTR ETF CLAYMORES&P GLOBAL WATER ETF
    54,063.80       32,556.50  
MFC COHEN & STEERS DIVID MAJORS FD INC COM
    12,555.10       11,348.01  
MFC COHEN & STEERS GLOBAL INCOME BLDR INC COM
    1,708.95       1,572.00  
MFC COHEN & STEERS REIT & PFD INC FD INCCOM
    1,761.83       507.54  
MFC COHEN & STEERS REIT & UTIL INC FD INC COM
    9,745.71       3,520.08  
MFC CREDIT SUISSE ASSET MGMT INCOME FD INC COM
    56,664.70       40,381.47  
MFC CURRENCYSHARES AUSTRALIAN DLR TR AUSTRALIAN DOLLAR SHS
    51,196.77       45,372.24  
MFC CURRENCYSHARES CDN DLR TR CDN DOLLARSHS
    13,930.12       11,948.00  
MFC CURRENCYSHARES JAPANESE YEN TR JAPANESE YEN SHS
    83,025.99       88,072.00  
MFC DIREXION FDS DYNAMIC HY BD INV CL
    52,980.00       52,944.59  
MFC DIREXION SHS ETF TR ENERGY BEAR 3X SHS
    58,588.22       42,952.62  
MFC DIREXION SHS ETF TR ENERGY BULL 3X SHS
    21,311.09       23,388.00  
MFC DIREXION SHS ETF TR FINL BEAR 3X SHS
    83,025.34       51,051.00  
MFC DIREXION SHS ETF TR FINL BULL 3X SHS
    29,816.77       25,470.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC DIREXION SHS ETF TR LARGE CAP BEAR 3X SHS
    124,809.68       96,360.00  
MFC DIREXION SHS ETF TR LARGE CAP BULL 3X SHS
    94,861.33       101,920.97  
MFC DIREXION SHS ETF TR SMALL CAP BEAR 3X SHS
    169,856.18       139,838.80  
MFC DIREXION SHS ETF TR SMALL CAP BULL 3X SHS
    114,122.45       125,076.21  
MFC DIVIDEND CAP RLTY INCOME ALLOCATION FD COM
    6,213.17       2,054.00  
MFC DNP SELECT INC FD INC COM
    18,639.01       12,300.00  
MFC DOW 30SM ENHANCED PREM & INCOME FD INC COM
    22,912.63       25,111.07  
MFC DREYFUS STRATEGIC MUNS INC COM
    16,044.95       11,280.00  
MFC DWS DREMAN VALUE INCOME EDGE FD INC COM
    44,517.70       25,024.50  
MFC DWS HIGH INCOME TR SHS DO NOT USE SEE SEC4-796561
    30,355.82       12,679.66  
MFC DWS MULTI MKT INCOME TR SHS
    22,173.78       12,636.57  
MFC DWS RREEF REAL ESTATE FD II INC COM
    9,168.90       383.22  
MFC EATON VANCE ENHANCED EQTY INC FD II
    64,905.90       39,465.47  
MFC EATON VANCE ENHANCED EQUITY INCOME FD COM
    11,990.79       8,210.71  
MFC EATON VANCE RISK-MANAGED DIVERSIFIEDEQUITY INCOME FD COM
    3,643.57       3,420.95  
MFC EATON VANCE TX-ADVANTAGED GLOBAL DIVID OPPORTUNITIES FD COM
    12,139.83       5,321.25  
MFC ETF FID NASDAQ COMP INDX TS
    11,299.81       12,650.53  
MFC EVERGREEN INCOME ADVANTAGE FD COM SHS COM SHS
    7,604.95       2,755.00  
MFC EVERGREEN MULTI-SECTOR INC FD
    5,975.90       3,468.00  
MFC FIRST TR / FOUR CORNERS SR FLOATING RATE INCOME FD II COM
    42,874.20       17,334.19  
MFC FIRST TR EXCHANGE-TRADED FD NASDAQ CLEAN EDGE GREEN ENERGY INDEX
    2,490.95       2,258.00  
MFC FIRST TR ISE CHINDIA INDEX FD COM
    5,518.70       3,642.50  
MFC FIRST TR ISE GLOBAL WIND ENERGY INDEX FD COM SHS
    13,046.32       5,383.60  
MFC FIRST TR MORNINGSTAR DIVID LEADERS INDEX FD SHS
    4,236.30       2,638.00  
MFC FIRST TR NASDAQ-100 EQUAL WEIGHTED INDEX FD SHS
    21,800.72       14,208.96  
MFC FIRST TR STRATEGIC HIGH INCOME FD COM SHS
    9,462.85       5,316.68  
MFC FIRST TR VALUE LINE 100 EXCHANGE TRADED FD COM SHS
    27,269.85       15,757.67  
MFC FORUM FDS AUXIER FOCUS FD INVS SHS
    9,386.81       8,942.42  
MFC FRANKLIN TEMPLETON LTD DURATION INCOME TR COM
    101.14       67.01  
MFC GABELLI CONV & INC SECS FD INC COM
    24,127.21       15,232.32  
MFC GABELLI DIVID & INC TR COM
    54,770.65       34,452.50  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC HANCOCK JOHN INC SECS TR SH BEN INT
    19,608.95       19,540.00  
MFC HANCOCK JOHN PATRIOT PREM DIVID FD II COM SH BEN INT
    1,678.91       1,784.61  
MFC HANCOCK JOHN PFD INC FD II COM
    14,820.30       14,520.00  
MFC HEALTHSHARES INC DIAGNOSTICS INDEX FD
    620.00       404.57  
MFC HEALTHSHARES INC DRUG DISCOVERY TOOLS
    3,337.95       2,402.00  
MFC INDIA FD INC COM
    230,388.82       106,030.46  
MFC ING CLARION GLOBAL REAL ESTATE INC FD
    107,513.35       39,545.43  
MFC ING GLOBAL EQTY DIVID & PREM OPPTY FD COM
    60,008.42       44,908.13  
MFC ING INTL HIGH DIVID EQUITY INCOME FDCOM
    19,220.90       16,963.33  
MFC ING PRIME RATE TR SH BEN INT
    15,321.57       7,205.61  
MFC ING RISK MANAGED NAT RES FD COM
    11,091.42       7,576.00  
MFC ING SR INCOME FD CL Q
    19,305.49       10,152.30  
MFC ISHARES DOW JONES US INDEX FUND
    90,025.66       71,871.30  
MFC ISHARES IBOXX INVT GRADE GROUP BD FD
    180,990.67       194,987.47  
MFC ISHARES INC MSCI AUSTRALIA INDEX FD
    308,821.41       155,247.36  
MFC ISHARES INC MSCI BRAZIL FREE INDEX FD
    1,311,061.53       634,420.28  
MFC ISHARES INC MSCI CDA INDEX FD
    184,480.76       117,942.85  
MFC ISHARES INC MSCI EMU INDEX FD
    26,743.04       15,161.96  
MFC ISHARES INC MSCI GERMANY INDEX FD
    33,695.69       20,353.98  
MFC ISHARES INC MSCI HONG KONG INDEX FD
    114,862.28       64,405.14  
MFC ISHARES INC MSCI JAPAN INDEX FD
    174,248.93       129,634.45  
MFC ISHARES INC MSCI MALAYSIA FREE INDEXFD
    88,371.73       56,242.04  
MFC ISHARES INC MSCI PAC EX-JAPAN INDEX FD
    63,774.72       35,477.59  
MFC ISHARES INC MSCI S KOREA INDEX FD
    94,681.95       40,467.58  
MFC ISHARES INC MSCI SINGAPORE INDEX FD
    121,987.92       68,842.62  
MFC ISHARES INC MSCI SWEDEN INDEX FD
    6,464.81       2,863.04  
MFC ISHARES INC MSCI SWITZ INDEX FD
    3,910.52       3,244.50  
MFC ISHARES INC MSCI TAIWAN INDEX FD
    16,408.68       7,779.75  
MFC ISHARES INC MSCI UK INDEX FD
    14,152.29       7,693.00  
MFC ISHARES S&P GSCI COMMODITY-IND
    23,822.00       10,013.50  
MFC ISHARES TR BARCLAYS INTER CR BD FD LEHMAN INTER CR BD FD
    16,013.83       16,174.99  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC ISHARES TR BARCLAYS TIPS BD FD
    1,975,346.30       1,896,655.93  
MFC ISHARES TR COHEN & STEERS REALTY MAJORS INDEX FD CLOSE END
    137,901.78       67,100.01  
MFC ISHARES TR DOW JONES EPAC SELECT DIVIDEND INDEX FD
    6,536.18       3,100.42  
MFC ISHARES TR DOW JONES SELECT DIVID INDEX FD
    505,521.63       365,452.75  
MFC ISHARES TR DOW JONES TRANSN AVERAGE INDEX FD
    25,600.83       20,363.34  
MFC ISHARES TR DOW JONES U S BASIC MATERIALS SECTOR
    123,101.40       62,193.07  
MFC ISHARES TR DOW JONES U S CONSUMER GOODS SECTOR
    5,010.18       4,756.10  
MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD
    47,441.00       34,265.73  
MFC ISHARES TR DOW JONES U S FINL SECTORINDEX FD
    48,045.28       24,210.20  
MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR
    109,939.38       89,932.68  
MFC ISHARES TR DOW JONES U S REAL ESTATEINDEX FD
    38,470.41       21,731.60  
MFC ISHARES TR DOW JONES U S TECHNOLOGY SECTOR
    10,285.40       5,863.65  
MFC ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD
    8,971.48       8,668.75  
MFC ISHARES TR DOW JONES US BROKER-DEALERS INDEX
    12,684.63       4,982.50  
MFC ISHARES TR DOW JONES US HOME CONSTN INDEX FD
    29,184.73       22,784.52  
MFC ISHARES TR DOW JONES US OIL & GAS EXPL &
    19,933.05       13,081.50  
MFC ISHARES TR DOW JONES US OIL EQUIP & SVCS INDEX FD
    49,750.04       22,913.28  
MFC ISHARES TR FTSE DEVELOPED SMALL CAP EX- NORTH
    7,485.17       3,919.26  
MFC ISHARES TR FTSE XINHUA HK CHINA 25 INDEX FD
    854,431.28       544,306.54  
MFC ISHARES TR IBOXX $ HIGH YIELD CORP BD FD
    13,934.63       15,367.02  
MFC ISHARES TR LARGE GROWTH INDEX FD
    52,622.94       33,298.11  
MFC ISHARES TR MORNINGSTAR LARGE VALUE INDEX FD
    50,407.74       34,425.54  
MFC ISHARES TR MORNINGSTAR SMALL GROWTH INDEX FD
    26,773.83       16,651.16  
MFC ISHARES TR MORNINGSTAR SMALL VALUE INDEX FD
    27,697.78       18,056.71  
MFC ISHARES TR MSCI EAFE GROWTH INDEX FD
    350,383.29       242,352.94  
MFC ISHARES TR MSCI EAFE INDEX FD
    1,377,333.22       921,133.48  
MFC ISHARES TR MSCI EAFE SMALL CAP INDEXFD
    33,046.15       27,766.80  
MFC ISHARES TR MSCI EAFE VALUE INDEX FD
    565,410.65       358,757.65  
MFC ISHARES TR MSCI EMERGING MKTS INDEX FD
    787,326.69       465,240.04  
MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD
    890,722.59       609,942.49  
MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD
    1,177,511.80       796,597.19  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD
    1,050,808.02       710,739.05  
MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD
    223,013.37       185,232.12  
MFC ISHARES TR RUSSELL 2000 INDEX FD
    303,456.71       232,113.03  
MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD
    1,009,023.22       739,569.95  
MFC ISHARES TR RUSSELL 3000 INDEX FD
    28,204.31       22,782.40  
MFC ISHARES TR RUSSELL MICROCAP INDEX FD
    29,520.42       17,517.50  
MFC ISHARES TR RUSSELL MIDCAP GROWTH INDEX FD
    137,323.91       93,933.43  
MFC ISHARES TR RUSSELL MIDCAP INDEX FD
    50,960.81       33,777.09  
MFC ISHARES TR RUSSELL MIDCAP VALUE INDEX FD
    198,099.57       121,310.08  
MFC ISHARES TR S & P
  22,453.80       20,532.00  
MFC ISHARES TR S&P 100 INDEX FD
    9,930.58       7,733.36  
MFC ISHARES TR S&P 1500 INDEX FD
    6,901.00       6,070.50  
MFC ISHARES TR S&P 500 GROWTH INDEX FD
    111,223.08       80,019.88  
MFC ISHARES TR S&P 500 INDEX FD S&P 500 INDEX FD COM STK ISIN# US4642872000
    463,277.05       343,366.48  
MFC ISHARES TR S&P 500 VALUE INDEX FD
    126,226.28       82,663.99  
MFC ISHARES TR S&P EUROPE 350 S&P EURO PLUS INDEX FD
    43,006.06       25,070.32  
MFC ISHARES TR S&P GLOBAL ENERGY SECTOR INDEX FD
    58,599.37       44,738.39  
MFC ISHARES TR S&P GLOBAL FINLS SECTOR INDEX FD
    21,708.87       8,795.00  
MFC ISHARES TR S&P GLOBAL INFO TECH SECTOR
    21,047.97       15,160.79  
MFC ISHARES TR S&P GLOBAL INFRASTRUCTUREINDEX FD
    17,935.26       11,964.00  
MFC ISHARES TR S&P GLOBAL MATERIALS INDEX FD
    45,839.43       24,706.29  
MFC ISHARES TR S&P GLOBAL TIMBER & FORESTRY INDEX FD
    9,823.15       5,878.00  
MFC ISHARES TR S&P GLOBAL UTILITIES INDEX FD
    17,048.35       12,668.40  
MFC ISHARES TR S&P LATIN AMER 40 INDEX FD
    486,113.90       230,769.00  
MFC ISHARES TR S&P MIDCAP 400 GROWTH INDEX FD GROWTH INDEX FD
    230,055.80       152,859.68  
MFC ISHARES TR S&P MIDCAP 400 INDEX FD
    181,573.28       124,439.37  
MFC ISHARES TR S&P MIDCAP 400 VALUE INDEX FD
    155,522.97       111,719.70  
MFC ISHARES TR S&P NATL MUN BD FD
    31,385.26       31,205.99  
MFC ISHARES TR S&P SMALLCAP 600 GROWTH INDEX FD
    162,348.04       141,170.67  
MFC ISHARES TR S&P SMALLCAP 600 INDEX FD
    128,094.76       92,952.58  
MFC ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD
    172,268.23       129,387.79  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC ISHARES TR S&P U S PFD STK INDEX FD
    51,908.13       54,038.50  
MFC KAYNE ANDERSON ENERGY TOTAL RETURN FD INC COM
    10,205.95       4,600.00  
MFC KOREA EQTY FD INC
    25,629.70       12,966.68  
MFC LATIN AMER DISCOVERY FD INC CLOSED END
    14,438.90       4,355.00  
MFC MACQUARIE / 1ST TR GLOBAL INFRASTRUCTU COM
    13,951.76       13,017.87  
MFC MACQUARIE GLOBAL INFRASTRUCTURE TOTAL RETURN FD INC COM
    24,977.71       17,773.75  
MFC MACROSHARES 100 OIL UP TR UNIT
    137.00       67.05  
MFC MARKET VECTORS ETF TR AGRIBUSINESS ETF
    138,896.91       84,914.65  
MFC MARKET VECTORS ETF TR COAL ETF
    52,634.83       20,101.50  
MFC MARKET VECTORS ETF TR GLOBAL ALTERNATIVE ENERGY ETF
    110,456.14       70,750.50  
MFC MARKET VECTORS ETF TR GOLD MINERS ETF FD
    1,795,578.00       1,386,093.58  
MFC MARKET VECTORS ETF TR NUCLEAR ENERGYETF
    20,335.40       16,286.76  
MFC MARKET VECTORS ETF TR RUSSIA ETF
    30,012.23       18,063.82  
MFC MARKET VECTORS ETF TR STEEL ETF
    46,335.17       18,140.82  
MFC MFS MULTIMARKET INCOME TR SH BEN INT
    57,311.35       48,890.17  
MFC MID-CAP GROWTH INDEX VIPER SHS
    56,344.23       30,272.70  
MFC MIDCAP SPDR TR UNIT SER 1 STANDARD &POORS
    297,160.78       208,877.09  
MFC MORGAN STANLEY CHINA A SH FD INC COM
    6,716.45       3,169.75  
MFC MORGAN STANLEY EASTN EUROPE FD INC
    7,524.35       1,666.00  
MFC MORGAN STANLEY MKT VECTORS BASED PERFORMANCE OF DOUBLE
    12,770.48       11,607.50  
MFC NEUBERGER BERMAN INCOME OPPORTUNITY FD INC COM SHS
    9,278.95       10,500.00  
MFC NEW GERMANY FD INC COM
    490.25       258.81  
MFC NFJ DIVID INT & PREM STRATEGY FD COMSHS
    18,085.13       18,874.69  
MFC NICHOLAS-APPLEGATE CONV & INC FD
    18,742.62       5,894.67  
MFC NICHOLAS-APPLEGATE GLOBAL EQUITY & CONV INCOME FD COM
    7,868.95       10,300.00  
MFC NICHOLAS-APPLEGATE INTL & PREM STRATEGY FD COM
    8,497.94       11,010.00  
MFC NUVEEN CAL QUAL INC MUN FD INC COM
    8,421.70       5,474.22  
MFC NUVEEN DIVERSIFIED DIVID & INCOME FDCOM
    10,793.77       5,380.79  
MFC NUVEEN DIVID ADVANTAGE MUN FD
    101.71       69.82  
MFC NUVEEN EQUITY PREM & GROWTH FD COM
    11,880.75       10,770.00  
MFC NUVEEN EQUITY PREM INCOME FD
    27,696.95       32,220.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC NUVEEN FLOATING RATE INCOME OPPORTUNITY FD COM SHS
    28,729.23       14,561.23  
MFC NUVEEN GLOBAL GOVT ENHANCED INCOME FD COM
    15,432.93       15,704.16  
MFC NUVEEN INSD DIVID ADVANTAGE MUN FD COM
    48.25       38.39  
MFC NUVEEN MULTI-CURRENCY SHORT- TERM GOVT INCOME FD COM
    2,191.36       1,889.89  
MFC NUVEEN MULTI-STATEY INC & GROWTH FD II
    37,878.20       16,264.22  
MFC NUVEEN MULTI-STRATEGY INC & GROWTH FD
    53,460.64       21,393.80  
MFC NUVEEN QUAL PFD INC FD
    4,687.13       1,696.72  
MFC NUVEEN QUAL PFD INC FD 2
    8,832.04       3,280.33  
MFC NUVEEN QUALITY INCOME MUN FD INC COM
    2,555.44       2,318.60  
MFC OIL SVC HOLDRS TR OIL SVC HOLDRS DEPOSITARY RCPT
    98,495.51       95,875.00  
MFC PARNASSUS INCOME TR FIXED INCOME FD
    22,236.25       22,475.88  
MFC PCM FD INC
    33,015.52       14,825.63  
MFC PENN WEST ENERGY TR TR UNIT
    480,612.35       308,124.08  
MFC PETRO & RES CORP CAP CLOSED END FD
    9,925.80       8,734.50  
MFC PIMCO CORP INC FD COM
    2,984.75       3,450.00  
MFC PIMCO CORPORATE OPPORTUNITY FD COM
    5,615.59       4,184.00  
MFC PIMCO FLOATING RATE INCOME FD COM
    44,048.44       20,981.86  
MFC PIMCO FLOATING RATE STRATEGY FD COM
    1,033.85       6.15  
MFC PIMCO HIGH INCOME FD COM SHS
    55,173.61       38,964.21  
MFC PIMCO MUN INCOME FD II COM
    201.74       96.25  
MFC PIMCO STRATEGIC GLOBAL GOVT FD INC COM
    120,038.02       96,570.23  
MFC PIONEER FLOATING RATE TR COM CORP PFD
    7,472.99       2,875.21  
MFC POWERSHARES DB G10 CURRENCY HARVEST FD COM UNIT BEN INT
    14,930.85       10,738.68  
MFC POWERSHARES DB MULTI-SECTOR COMM TR PWR SH DB PRECIOUS METAL FDCOM
    188,999.74       192,051.64  
MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR POWER SH DB OIL FD COM UNIT
    6,464.13       2,893.52  
MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR PWR SH DB ENERGY FD COM UIT
    24,134.67       9,865.58  
MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BEARISH
    140,535.06       141,022.94  
MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BULLISH
    13,068.01       12,872.77  
MFC POWERSHARES EXCHANGE-TRADED FD TR
    257,645.54       124,149.12  
MFC POWERSHARES EXCHANGE-TRADED FD TR AEROSPACE & DEFENSE PORT
    12,868.03       8,461.49  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC AGGRESSIVE GROWTH PORT
    5,017.95       3,376.00  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BUYBACK ACHIEVERS PORT
    15,972.38       10,253.55  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CLEANTECH PORTFOLIO
    10,038.95       10,702.60  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC ENERGY EXPL & PRODTN PORTFOLIO
    43,017.01       26,526.37  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC LARGE CAP GROWTH PORT
    143,830.94       90,814.40  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MARKET PORT
    10,817.45       6,666.26  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MID CAP VALUE PORT
    10,911.18       6,786.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC OIL SVC PORTFOLIO
    7,108.36       3,345.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC PHARMACEUTICALS PORTFOLIO
    3,769.26       3,250.68  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC RETAIL PORTFOLIO
    10,581.15       8,247.95  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SMALL CAP VALUE PORT
    1,639.26       1,123.79  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SOFTWARE PORTFOLIO
    28,140.87       19,565.70  
MFC POWERSHARES EXCHANGE-TRADED FD TR FINL PFD PORTFOLIO
    21,715.73       17,134.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1000 PORT
    121,235.25       79,088.80  
MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1500
SMALL-MID PORTFOLIO
    40,263.55       42,168.90  
MFC POWERSHARES EXCHANGE-TRADED FD TR HIGH YIELD EQUITY DIVID ACHIEVERS
    10.40       10.75  
MFC POWERSHARES EXCHANGE-TRADED FD TR INTL DIVID ACHIEVERS PORTFOLIO
    30,474.01       20,545.41  
MFC POWERSHARES EXCHANGE-TRADED FD TR LUX NANOTECH PORTFOLIO
    5,308.40       2,283.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR VALUE LINE PORT
    11,348.28       7,000.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR WATER RES PORT
    117,858.36       80,903.82  
MFC POWERSHARES EXCHANGE-TRADED FD TR WILDER HILL CLEAN ENERGY PORTFOLIO
    263,567.58       111,607.14  
MFC POWERSHARES EXCHANGE-TRADED FD TR WILDERHILL PROGRESSIVE ENERGY PORTFOLIO
    3,487.91       2,297.76  
MFC POWERSHARES EXCHANGE-TRADED FD TR ZACKS MICRO CAP PORTFOLIO
    10,227.73       5,298.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BIOTECHNOLOGY & GENOME PORTFOLIO
    25,935.21       19,208.00  
MFC POWERSHARES EXCHANGE-TRADED FD TR IIGLOBAL WIND ENERGY PORTFOLIO
    8,013.70       5,849.95  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR AGGREGATE PFD PORTFOLIO
    19,348.95       12,430.00  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI DEV MARKETS EX U.S PORT
    182,862.95       113,253.70  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI EMERGING MARKETS PORT
    206,319.91       148,798.43  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI INTL REAL ESTATE PRTFLO
    15,970.15       15,706.50  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL CLEAN ENERGY PORT
    45,163.39       19,607.50  
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR I-30 LADDERED TREASURY PORTFOLIO
    5,999.38       6,842.16  
MFC POWERSHARES INDIA EXCHANGE TRADED FDTR POWER SHS INDIA PORT
    1,912.31       1,238.20  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC POWERSHARES QQQ TR UNIT SER 1
    1,220,856.78       904,870.82  
MFC PROSHARES TR II PROSHARES ULTRA EURO
    25,010.74       23,857.33  
MFC PROSHARES TR II PROSHARES ULTRA YEN
    11,809.20       11,035.64  
MFC PROSHARES TR PROSHARES SHORT RUSSELL2000
    2,079.88       1,320.20  
MFC PROSHARES TR PROSHARES SHORT DOW30
    57,488.40       49,218.90  
MFC PROSHARES TR PROSHARES SHORT FINLS
    14,642.43       11,967.65  
MFC PROSHARES TR PROSHARES SHORT QQQ
    31,499.45       26,699.77  
MFC PROSHARES TR PROSHARES SHORT S&P500
    13,886.25       11,163.10  
MFC PROSHARES TR PROSHARES ULTRA MIDCAP400
    123,552.50       48,134.20  
MFC PROSHARES TR PROSHARES ULTRA RUSSELL1000 GROWTH
    256,651.75       75,402.08  
MFC PROSHARES TR PROSHARES ULTRA RUSSELL1000 VALUE
    1,820.95       1,843.40  
MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000
    254,555.44       242,805.02  
MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000 VALUE
    31.63       15.25  
MFC PROSHARES TR PROSHARES ULTRA SEMICONDUCTORS
    38,574.68       14,206.00  
MFC PROSHARES TR PROSHARES ULTRA SMALLCAP600
    314,353.54       124,300.00  
MFC PROSHARES TR PROSHARES ULTRA TECHNOLOGY
    223,373.31       138,137.50  
MFC PROSHARES TR PROSHARES ULTRA BASIC MATERIALS
    113,368.78       117,157.80  
MFC PROSHARES TR PROSHARES ULTRA DOW30
    264,097.22       266,675.88  
MFC PROSHARES TR PROSHARES ULTRA FINLS
    773,061.22       715,325.61  
MFC PROSHARES TR PROSHARES ULTRA HEALTH CARE
    57,749.40       56,466.50  
MFC PROSHARES TR PROSHARES ULTRA INDLS
    6,370.42       6,681.00  
MFC PROSHARES TR PROSHARES ULTRA OIL & GAS
    327,848.72       349,713.45  
MFC PROSHARES TR PROSHARES ULTRA QQQ
    310,391.11       291,890.95  
MFC PROSHARES TR PROSHARES ULTRA REAL ESTATE
    59,659.86       66,240.00  
MFC PROSHARES TR PROSHARES ULTRA RUSSELLMIDCAP GROWTH
    16,535.35       9,882.06  
MFC PROSHARES TR PROSHARES ULTRA S&P500
    34,366,123.19       30,132,794.18  
MFC PROSHARES TR PROSHARES ULTRA UTILS
    3,151.95       3,350.60  
MFC PROSHARES TR PROSHARES ULTRASHORT 20+ YR TREAS
    193,686.06       153,749.75  
MFC PROSHARES TR PROSHARES ULTRASHORT 7-10 YR TREAS
    52,258.95       52,660.00  
MFC PROSHARES TR PROSHARES ULTRASHORT CONSUMER SERVICES
    77,710.01       49,596.30  
MFC PROSHARES TR PROSHARES ULTRASHORT DOW30
    355,428.62       258,480.56  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC PROSHARES TR PROSHARES ULTRASHORT FINL
    195,827.24       172,541.75  
MFC PROSHARES TR PROSHARES ULTRASHORT FTSE/XINHUA CHINA 25
    148,926.98       80,774.75  
MFC PROSHARES TR PROSHARES ULTRASHORT INDUSTRIALS
    6,112.45       2,705.00  
MFC PROSHARES TR PROSHARES ULTRASHORT MSCI EAFE
    15,856.50       11,055.99  
MFC PROSHARES TR PROSHARES ULTRASHORT QQQ
    339,564.70       280,884.18  
MFC PROSHARES TR PROSHARES ULTRASHORT REAL ESTATE
    584,929.01       313,849.67  
MFC PROSHARES TR PROSHARES ULTRASHORT S&P 500
    836,647.01       697,127.38  
MFC PROSHARES TR PROSHARES ULTRASHORT SMALLCAP600
    23,616.70       9,817.60  
MFC PROSHARES TR ULTRASHORT RUSSELL 2000 PROSHARES
    181,888.80       99,538.00  
MFC PROSHARES ULTRASHORT OIL & GAS
    41,450.36       32,453.44  
MFC PUTNAM MUN OPPORTUNITIES TR SH BEN INT
    351.41       256.19  
MFC PUTNAM PREMIER INC TR
    4,874.95       2,902.50  
MFC ROYCE FOCUS TR INC
    25,923.02       13,999.64  
MFC ROYCE OTC MICRO CAP TR INC
    10,175.35       6,359.36  
MFC RYDEX ETF TR INVERSE S&P 500 2X STRATEGY ETF
    102,553.11       87,381.25  
MFC RYDEX ETF TR RUSSELL 2000 2X STRATEGY ETF
    45,184.04       46,748.40  
MFC RYDEX ETF TR RUSSELL TOP 50 ETF FD
    39,005.42       28,548.00  
MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE VALUE ETF
    3,684.43       1,808.00  
MFC RYDEX ETF TR S&P 500 2X STRATEGY ETF
    53,789.45       35,521.20  
MFC RYDEX ETF TR S&P 500 EQUAL WEIGHTED INDEX FD
    127,070.75       76,934.47  
MFC S & P 500 COVERED CALL FD INC COM
    28,862.17       24,220.12  
MFC SECTOR SPDR TR SHS BEN INT-HLTH CARE
    11,519,088.62       9,718,272.02  
MFC SELECT SECTOR SPDR TR CONSUMER STAPLES
    21,297.47       20,771.77  
MFC SELECT SECTOR SPDR TR ENERGY
    292,712.15       242,478.66  
MFC SELECT SECTOR SPDR TR FINANCIAL
    345,297.95       251,435.08  
MFC SELECT SECTOR SPDR TR SHS BEN INT-MATERIALS
    9,269.72       7,731.60  
MFC SELECT SECTOR SPDR TR TECHNOLOGY
    192,292.37       138,415.44  
MFC SELECT SECTOR SPDR TR UTILS
    67,633.11       54,197.12  
MFC SPDR INDEX SHS FDS DJ EURO STOXX 50 ETF
    13,310.84       7,558.48  
MFC SPDR INDEX SHS FDS DJ WILSHIRE INTL REAL ESTATE ETF
    400,808.96       222,979.94  
MFC SPDR INDEX SHS FDS MSCI ACWI EX-US ETF
    4,316.17       2,379.85  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC SPDR INDEX SHS FDS RUSSELL / NOMURA SMALL CAP JAPAN ETF
    18,535.81       12,783.82  
MFC SPDR INDEX SHS FDS S&P BRIC 40 ETF
    30,353.45       13,826.55  
MFC SPDR INDEX SHS FDS S&P CHINA ETF
    53,067.00       29,645.30  
MFC SPDR INDEX SHS FDS S&P EMERGING EUROPE ETF
    6,001.56       2,434.00  
MFC SPDR INDEX SHS FDS S&P EMERGING MIDDLE EAT & AFRICA
    35,208.00       23,509.20  
MFC SPDR INDEX SHS FDS S&P EMERGING MKTSSM CAP ETF
    19,681.90       12,455.00  
MFC SPDR INDEX SHS FDS S&P INTL DIVIDENDETF
    7,294.10       3,495.40  
MFC SPDR INDEX SHS FDS S&P INTL SMALL CAP ETF
    55,287.90       30,722.34  
MFC SPDR INDEX SHS FDS S&P WORLD EX-US ETF
    1,937.79       2,007.32  
MFC SPDR S&P METALS & MINING ETF
    57,350.02       32,174.43  
MFC SPDR SER TR BARCLAYS CAP 1-3 T BILL ETF
    49,818.55       49,453.20  
MFC SPDR SER TR BARCLAYS CAP INTER TERM TREAS ETF
    17,713.38       18,075.66  
MFC SPDR SER TR BARCLAYS CAP INTL TREAS BD ETF
    56,123.72       56,284.09  
MFC SPDR SER TR BARCLAYS CAP TIPS ETF
    48,668.50       47,310.00  
MFC SPDR SER TR DB INTL GOVT INFLATION- PROTECTED
    128,647.65       120,125.00  
MFC SPDR SER TR DJ GLOBAL TITANS ETF
    21,680.61       14,472.88  
MFC SPDR SER TR DJ WILSHIRE SMALL CAP ETF
    97,579.17       64,035.52  
MFC SPDR SER TR DJ WILSHIRE TOTAL MKT ETF
    30,402.96       22,608.19  
MFC SPDR SER TR MORGAN STANLEY TECHNOLOGY ETF
    54,332.95       27,136.00  
MFC SPDR SER TR S&P BIOTECH ETF
    25,039.51       23,056.60  
MFC SPDR SER TR S&P DIVID ETF
    4,052.13       3,269.59  
MFC SPDR SER TR S&P HOMEBUILDERS ETF
    60,659.93       38,030.21  
MFC SPDR SER TR S&P OIL & GAS EQUIP & SVCS ETF
    62,979.94       28,043.50  
MFC SPDR SER TR S&P OIL & GAS EXPL & PRODTN ETF
    11,117.04       7,410.00  
MFC SPDR TR UNIT SER 1 STANDARD & POORS UNIT SER 1
    1,924,220.86       1,908,811.89  
MFC SWEDISH EXPT CR CORP ELEMENTS LKD ROGERS INTL
    50,220.59       48,670.00  
MFC SWEDISH EXPT CR CORP ELEMENTS LKD TOROGERS INTL
    36,718.73       24,651.00  
MFC TDAX FDS INC TDAX INDEPENDENCE 2030 EXCHANGE
    2,548.29       1,809.00  
MFC TEMPLETON DRAGON FD INC COM
    24,151.33       21,867.52  
MFC TEMPLETON EMERGING MKTS INC FD DE
    54,963.00       36,413.92  
MFC TEMPLETON GLOBAL INCOME FD
    116,615.82       107,224.62  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC TEMPLETON RUSSIA & E EUROPEAN FD
    115,846.60       13,260.17  
MFC TURKISH INVT FD INC COM
    5,516.40       3,292.20  
MFC UNIT
    196,847.64       144,071.06  
MFC UNITED STATES OIL FUND LPUNITS
    947,549.86       843,023.90  
MFC UTILITIES HOLDRS TR DEPOSITARY RCPT
    10,953.95       9,551.00  
MFC VAN KAMPEN MUN TR COM
    4,789.31       3,548.00  
MFC VAN KAMPEN SR INC TR
    403,334.13       150,707.32  
MFC VANGUARD BD INDEX FD INC VANGUARD INTERMEDIATE TERM BD ETF
    133,112.34       138,507.18  
MFC VANGUARD BD INDEX FD INC VANGUARD LONG TERM BD ETF
    17,961.26       19,505.61  
MFC VANGUARD BD INDEX FD INC VANGUARD SHORT TERM BD ETF
    37,409.51       38,526.42  
MFC VANGUARD BD INDEX FD INC VANGUARD TOTAL BD MARKET ETF
    731,643.88       757,520.36  
MFC VANGUARD CNSMR STAPLES EFT
    282,515.71       239,105.50  
MFC VANGUARD ENERGY ETF
    184,825.09       146,392.88  
MFC VANGUARD EUROPEAN ETF
    321,719.75       174,997.21  
MFC VANGUARD EXTD MKT ETF
    33,172.09       21,060.77  
MFC VANGUARD FINANCIALS ETF
    45,442.93       24,412.43  
MFC VANGUARD FTSE ALL WORLD EX US ETF
    243,009.77       152,022.52  
MFC VANGUARD GROWTH ETF
    92,507.67       71,277.94  
MFC VANGUARD HLTH CARE ETF
    89,262.46       70,433.57  
MFC VANGUARD INFORMATION TECH ETF
    121,468.62       76,356.61  
MFC VANGUARD INTL EQUITY INDEX FDS TOTALWORLD STK INDEX FD ETF SHS
    14,057.10       13,521.80  
MFC VANGUARD LARGE-CAP ETF
    243,212.08       177,343.71  
MFC VANGUARD MATERIALS ETF
    10,757.04       6,038.20  
MFC VANGUARD MID-CAP ETF
    351,979.34       213,176.49  
MFC VANGUARD MID-CAP VALUE ETF
    21,161.95       13,092.00  
MFC VANGUARD PAC ETF
    263,537.56       180,642.95  
MFC VANGUARD REIT ETF
    1,162,915.83       765,258.31  
MFC VANGUARD SMALL-CAP ETF
    622,522.40       423,080.62  
MFC VANGUARD SMALL-CAP GROWTH ETF
    69,874.69       42,688.56  
MFC VANGUARD SMALL-CAP VALUE ETF
    536,382.53       332,157.93  
MFC VANGUARD SPECIALIZED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION ETF
    35,690.12       28,896.14  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFC VANGUARD TAX-MANAGED INTL FD EUROPE PACIFIC ETF
    449,223.30       272,510.92  
MFC VANGUARD TOTAL STK
    2,839,336.15       1,972,536.31  
MFC VANGUARD UTILS ETF
    50,742.39       38,683.72  
MFC VANGUARD VALUE ETF
    572,452.34       381,277.55  
MFC VANGUARD WHITEHALL FDS HIGH DIVIDENDYIELD ETF SHS
    77,668.37       66,625.41  
MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 ETF
    9,694.07       10,151.39  
MFC WESTERN ASSET EMERGING MKTS DEBT FD INC COM
    11,208.37       12,590.00  
MFC WESTERN ASSET EMERGING MKTS FLOATINGRATE FD INC COM
    26,617.72       14,891.86  
MFC WESTERN ASSET GLOBAL HIGH INCOME FD INC COM
    44,460.29       30,214.51  
MFC WESTERN ASSET GLOBAL PARTNERS INCOMEFD INC COM
    61,555.10       33,715.00  
MFC WESTERN ASSET MANAGED HIGH INCOME FDINC
    24,566.44       21,300.00  
MFC WESTERN ASSET VAR RATE STRATEGIC FD INC COM
    875.40       973.25  
MFC WISDOMTREE TR
    44,124.75       39,252.40  
MFC WISDOMTREE TR DEFA FD
    28,308.17       15,440.00  
MFC WISDOMTREE TR DREYFUS BRAZILIAN REALFD
    2,430.08       2,001.00  
MFC WISDOMTREE TR DREYFUS CHINESE YUAN FD
    11,502,544.83       11,293,729.63  
MFC WISDOMTREE TR EMERGING MKTS SMALLCAPDIVID FD
    7,971.62       3,839.74  
MFC WISDOMTREE TR EUROPE SMALLCAP DIVID FD
    6,590.62       3,012.63  
MFC WISDOMTREE TR INDIA EARNINGS FD
    23,480.63       12,437.15  
MFC WISDOMTREE TR INTL BASIC MATERIALS SECTOR FD
    6,332.37       3,189.49  
MFC WISDOMTREE TR INTL ENERGY SECTOR FD
    28,622.79       16,543.38  
MFC WISDOMTREE TR INTL MIDCAP DIVID FD
    69,067.39       39,071.50  
MFC WISDOMTREE TR INTL REAL ESTATE SECTOR FD
    33,346.11       18,012.05  
MFC WISDOMTREE TR INTL SMALLCAP DIVID FD
    353,256.56       203,029.24  
MFC WISDOMTREE TR INTL UTILITIES SECTOR FD
    7,740.86       6,223.71  
MFC WISDOMTREE TR LARGECAP DIVID FD
    93,654.02       58,451.58  
MFC WISDOMTREE TR MIDCAP DIVID FD
    53,368.78       32,636.01  
MFC WISDOMTREE TR PACIFIC EX-JAPAN EQUITY INCOME FD
    7,995.36       3,964.28  
MFC WISDOMTREE TR PACIFIC EX-JAPAN TOTALDIVID FD
    45,568.83       22,715.44  
MFC WISDOMTREE TR SMALLCAP DIVID FD
    39,648.02       24,260.02  
MFC WORLD FDS INC NEW THIRD MILLENNIUM RUSSIA FD CL A
    12,955.59       3,561.07  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO 1ST EAGLE FDS INC FORMERLY 1ST EAGL
    161,916.62       109,531.63  
MFO 1ST EAGLE FUNDS OVERSEAS FD CL A
    834,928.27       729,163.44  
MFO 1ST EAGLE SOGEN FDS INC GLOBAL FD CL
    261,573.07       199,528.93  
MFO 1ST EAGLE SOGEN FDS INC GOLD FD
    179,065.26       162,614.49  
MFO 1ST EAGLE SOGEN FDS INC U S VALUE FD CL A
    13,463.89       11,552.89  
MFO 3RD AVE TR SMALL-CAP VALUE FD
    446,260.13       288,107.21  
MFO ABERDEEN FDS EQUITY LONG SHORT FD CLA
    133,904.00       127,705.56  
MFO ABERDEEN FDS GLOBAL FINL SVC FD CL A
    71,468.86       42,879.28  
MFO ABERDEEN FDS INTL EQUITY FD CL A
    31,661.15       18,410.18  
MFO ABERDEEN FDS NATURAL RES FD CL A
    79,377.98       38,248.23  
MFO ABERDEEN FDS NATURAL RES FD INSTL SVC CL
    47,762.40       21,848.14  
MFO ABERDEEN FDS SMALL CAP FD CL A
    15,663.69       7,234.85  
MFO ACCESS ONE TR FLEX BEAR HIGH YIELD FD INVESTOR
    2,431.91       2,323.58  
MFO ADVISORONE FDS AMERIGO FD CL N
    508,585.90       376,810.63  
MFO ADVISORONE FDS CLERMONT FD CL N
    34,531.31       33,871.56  
MFO ADVISORS INNER CIRCLE FD ACADIAN EMERGING MKTS INSTL CL
    96,994.18       43,393.46  
MFO ADVISORS INNER CIRCLE FD ANALYTIC DEFENSIVE EQTY INSTL CL
    16,622.07       11,362.19  
MFO ADVISORS INNER CIRCLE FD CAMBIAR CONQUISTADOR FD INV CL
    49,000.00       34,002.33  
MFO ADVISORS INNER CIRCLE FD CAMBIAR OPPORTUNITY INV CL
    140,314.14       83,655.71  
MFO ADVISORS INNER CIRCLE FD EDGEWOOD GROWTH FD RETAIL CL
    7,800.00       4,948.11  
MFO ADVISORS INNER CIRCLE FD FMA SMALL CO INVESTOR CL
    10,948.92       6,676.66  
MFO ADVISORS SER TR AI FRANK FD
    659,050.94       417,479.16  
MFO ADVISORS SER TR CHASE GROWTH FD MFO CHASE GROWTH FUND
    51,927.20       36,914.30  
MFO AEGIS VALUE FD INC COM
    10,528.02       3,948.72  
MFO AIG SER TR SUNAMERICA ALTERNATIVE
    23,088,980.64       23,401,374.58  
MFO AIM CONSTELLATION FD OPEN END FD
    45,745.57       44,622.24  
MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL
    8,114.77       8,862.27  
MFO AIM EQUITY FDS CAP DEVELOPMENT FD CLA SHS
    44,149.35       22,326.45  
MFO AIM INTL GROWTH FD CL A
    59,397.19       60,412.78  
MFO AIM INVT FDS CHINA FD CL A
    336,982.70       190,413.36  
MFO AIM INVT FDS GLOBAL HEALTH CARE FD INV CL
    19,052.47       12,132.44  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO AIM INVT SECS FDS FORMERLY AIM PRIMERA DYNAMICS FD INV CL
    1,522.99       979.69  
MFO AIM SECTOR FDS ENERGY FD CL A
    13,360.01       6,945.79  
MFO AIM SECTOR FDS TECHNOLOGY FD INV CL
    10,962.20       3,385.81  
MFO ALGER CHINA U S GROWTH FD ALGER CHINA US GROWTH FD CL A
    15,224.97       7,699.88  
MFO ALGER FDS II ALGER SPECTRA FD CL A
    14,403.39       11,677.72  
MFO ALGER INSTL FD CAP APPREC INSTL PORTFOLIO CL I
    22,745.16       14,476.35  
MFO ALGER INSTL FD MIDCAP GROWTH INSTL PORTFOLIO CL I
    13,050.87       5,954.83  
MFO ALGER SMIDCAP GROWTH CL A
    12,082.17       7,455.85  
MFO ALLEGIANT FDS LARGE CAP VALUE FD CL I
    18,840.41       10,092.43  
MFO ALLEGIANT FDS MID CAP VALUE FD CL A
    29,372.55       15,861.22  
MFO ALLIANCE BERNSTEIN GROWTH & INC FD CL A
    24,218.36       16,216.45  
MFO ALLIANCE INTERNATIONAL GROWTH FUND CL A
    21,893.43       11,607.67  
MFO ALLIANCEBERNSTEIN INTL VALUE FD CL A
    44,833.57       26,395.85  
MFO ALLIANCEBERNSTEIN SMALL/MID CAP VALUE FD CL A
    26,253.65       15,512.54  
MFO ALLIANCEBERNSTEIN VALUE FD CL A
    15,647.38       7,772.47  
MFO ALLIANZ FDS NACM FLEX-CAP VALUE FD CL D
    6,041.38       2,485.77  
MFO ALLIANZ FDS NFJ DIVID VALUE FD CL D
    379,186.61       231,344.43  
MFO ALLIANZ FDS NFJ INTL VALUE FD CL D
    181,515.02       109,022.47  
MFO ALLIANZ FDS NFJ LARGE CAP VALUE FD CL D
    116,532.69       63,002.42  
MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD CL D
    15,800.04       15,675.21  
MFO ALLIANZ FDS RCM GLOBAL SMALL-CAP FD CL D
    96,522.51       46,940.44  
MFO ALLIANZ FDS RCM TECHNOLOGY FD CL D
    4,044.33       2,806.51  
MFO ALLIANZ FDS RCM WELLNESS FD CL D
    24,333.81       20,230.23  
MFO ALPINE EQUITY TR INTL REAL ESTATE EQUITY FD CL Y
    602,656.49       166,574.79  
MFO ALPINE EQUITY TR RLTY INCOME & GROWTH FD CL Y
    105,076.04       49,060.22  
MFO ALPINE EQUITY TR U S REAL ESTATE EQUITY FD CL Y
    15,042.20       4,739.77  
MFO ALPINE SER TR DYNAMIC DIVIDEND FD
    94,090.78       38,428.01  
MFO ALPINE SER TR DYNAMIC INNOVATORS FD
    52,000.00       24,507.34  
MFO AMANA MUT FDS TR GROWTH FD
    1,201,438.82       912,630.57  
MFO AMANA MUT FDS TR INCOME FD
    948,232.66       755,194.47  
MFO AMCAP FD INC CL A
    54,119.55       31,540.10  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO AMCAP FD INC CL R-5
    184.06       120.17  
MFO AMER AADVANTAGE FDS INTL EQTY FD PLANAHEAD CL
    69,253.94       42,196.74  
MFO AMER CENTURY QUANTITATIVE EQTY FDS EQTY GROWTH FD INV CL
    550,163.12       352,808.84  
MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD
    133,278.51       80,245.06  
MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV
    28,309.43       17,468.03  
MFO AMER CENTY GLOBAL GOLD EQUITIES I
    281,350.11       261,294.75  
MFO AMER CENTY GOVT INC TR BENHAM ADJ RATE GOVT SECS FD
    30,501.80       30,676.17  
MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV
    50,177.60       34,916.55  
MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV
    35,024.33       18,739.55  
MFO AMER CENTY QUANTITATIVE EQTY FDS UTILS FD INV CL
    25,371.66       18,673.45  
MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL DISCOVERY FD INV
    10,342.79       4,885.71  
MFO AMERICAN BALANCED FD INC CL F-1
    8,590.18       6,196.08  
MFO AMERICAN BALANCED FD INC CL R-5
    58,674.61       41,346.52  
MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INV
    651,856.24       486,449.42  
MFO AMERICAN CENTY CAP PORTFOLIOS INC MID CAP VALUE FD INV CL
    11,096.59       6,896.95  
MFO AMERICAN CENTY GOVT INCOME TR INFLATION-ADJ BD FD INVS CL
    762,472.96       739,173.97  
MFO AMERICAN CENTY MUT FDS INC CAPITAL VALUE FD INV SHS
    34,232.98       22,393.92  
MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INSTL
    21,425.61       11,944.58  
MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INV
    365,300.78       212,475.64  
MFO AMERICAN CENTY MUT FDS INC VEEDOT FDINV CL
    1,500.00       948.28  
MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS LONG-SHORT MKT NEUTRAL FD INVS CL
    16,438.26       16,301.27  
MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS SMALL CO FD INV CL
    4,134.51       2,321.07  
MFO AMERICAN CENTY TARGET MATS TR TARGET2010 FD INVS CL
    14,464.97       14,663.12  
MFO AMERICAN CENTY TARGET MATS TR TARGET2020 FD INVS CL
    17,121.42       21,330.34  
MFO AMERICAN CENTY TARGET MATS TR TARGET2025 FD INVS CL
    37,351.10       39,638.23  
MFO AMERICAN CENTY WORLD MUT FDS INC EMERGING MKTS FD INV
    115,365.17       47,279.13  
MFO AMERICAN CENTY WORLD MUT FDS INC INTL OPPTYS FD INVS CL
    20,585.23       9,508.07  
MFO AMERICAN CENTY WORLD MUT FDS INC INTL STK FD INVESTOR CLASS
    4,618.42       3,447.77  
MFO AMERICAN CENTY WORLD MUT FDS INC LIFE SCIENCES FD INV CL
    2,564.67       2,295.45  
MFO AMERICAN CENTY WORLD MUT FDS INC TECHNOLOGY FD INV CL TECH FD INV CL
    15,400.40       9,253.33  
MFO AMERICAN FDS INCOME SER U S GOVT SECS FD CL R-5
    39,237.26       42,063.72  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO AMERICAN HIGH INCOME TR CL R-5
    134,309.18       87,599.64  
MFO AMERISTOCK MUT FD INC COM
    43,228.16       28,427.78  
MFO AMERN AADVANTAGE FDS GROWTH & INC FDPLANAHEAD CL
    558,763.99       359,819.03  
MFO AMERN AADVANTAGE FDS LARGE CAP VALUEFD INSTL CL
    74,928.06       48,818.18  
MFO AMERN BEACON FDS SMALL CAP VALUE SMALL CAP VALUE FD
    22,611.35       14,103.89  
MFO AMERN CAP WORLD GROWTH & INC FD CL F
    437,944.81       283,295.63  
MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT AGGRESSIVE INV CL
    4,991.74       3,769.40  
MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY AGGRESSIV INV CL
    6,443.72       4,221.97  
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2025 PORTFOLIO INV CL
    1,666.22       1,330.31  
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2035 PORTFOLIO INV CL
    3,014.87       2,127.70  
MFO AMERN CENTY GOVT INC TR BENHAM
    11,355.68       11,731.05  
MFO AMERN CENTY INTL BD FDS INTL BD FD INVS CL
    178,123.92       173,611.74  
MFO AMERN CENTY STATEGIC AST ALLOCATIONSINC STRATEGIC ALLOCATION AGGRESSVE INV
    46,667.16       29,327.28  
MFO AMERN CENTY ULTRA INV FD
    119,565.49       75,138.11  
MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV
    60,998.43       38,329.59  
MFO AMERN HI INC TR CL F
    131,700.97       90,223.93  
MFO AMERN INVT CO OF AMER CL F
    6,065.35       3,766.21  
MFO AMERN WA MUT INVESTORS CL F
    100,127.75       65,894.98  
MFO AMIDEX FDS INC AMIDEX35 ISR MUT FD
    12,705.28       8,031.61  
MFO ARIEL FUND
    159,273.30       76,868.74  
MFO ARIEL GROWTH APPRECIATION FD
    128,712.25       65,868.12  
MFO ARTIO GLOBAL INVESTMENTCLASS -A INTLEQTY FD II EFFECTIVE FROM 10/13/08
    118,373.29       75,289.40  
MFO ARTIO GLOBAL INVESTMENTCLASS-I INTL EQTY FD EFFECTIVE FROM 10/13/08
    11,243.86       6,474.68  
MFO ARTIO INTL EQTY FUN INTL EQTY FD CL A
    1,573,673.06       1,106,894.20  
MFO ARTISAN FDS INC ARTISAN OPPORTUNISTIC VALUE FD INV SHS
    82,399.02       49,832.62  
MFO ARTISAN FDS INC GLOBAL VALUE FD INV SHS
    11,957.01       11,484.20  
MFO ARTISAN FDS INC INTERNATIONAL VALUE FD INV SHS
    99,475.48       71,148.53  
MFO ARTISAN FDS INC INTL FD INV SHS
    966,011.12       519,817.90  
MFO ARTISAN FDS INC INTL SMALL CAP FD INVESTOR SHS
    65,135.67       42,979.65  
MFO ARTISAN FDS INC MID CAP FD INV SHS
    116,746.22       69,282.22  
MFO ARTISAN FDS INC MID CAP VALUE FD INVSHS
    143,239.26       99,878.34  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO ARTISAN FDS INC SMALL CAP VALUE FD
    27,776.03       23,804.88  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y MONTAG & CALDWELL GROWTH FD CL N
    126,046.89       82,742.17  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y OPTIMUM MID CAP FD
CL N
    49,961.33       28,582.05  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y RIVER RD DYNAMIC EQTY INC FDCL N
    4,013.61       2,437.85  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y RIVER RD SMALL CAP VALUE FD CL N
    1,579.29       1,058.19  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y TAMRO SMALL CAP FD
CL N
    40,173.42       25,572.29  
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y VEREDUS AGGRESSIVE GROWTH FD CL N
    7,385.34       3,216.63  
MFO ASTON FDS FORTIS GLOBAL REAL ESTATE FD CL N
    3,000.00       1,503.14  
MFO BAIRD FDS INC AGGREGATE BD FD INV CLSHS
    6,445.98       6,214.13  
MFO BARCLAYS LIFEPATH 2030
    12,339.82       8,015.72  
MFO BARON AST FD SH BEN INT
    96,461.72       64,083.48  
MFO BARON AST FD SMALL CAP FD
    586,320.06       375,613.85  
MFO BARON AST GROWTH FD
    893,115.76       572,637.19  
MFO BARON INVT FDS TR IOPPORTUNITY FD #580
    3,888.01       2,858.28  
MFO BARON PARTNERS FD
    1,665,571.99       937,485.59  
MFO BASIC MATLS ULTRASECTOR PROFUN INV CL
    67,367.68       20,672.93  
MFO BD FD AMER INC COM STK OPEN END FD
    111,911.00       91,141.35  
MFO BERWYN FD INC
    14,184.60       11,038.86  
MFO BERWYN FDS INCOME FD
    14,000.00       13,815.92  
MFO BIOTECHNOLOGY ULTRASECTOR PROFUND
    151,504.86       115,770.54  
MFO BJURMAN FDS MICRO-CAP FD CL D
    23,644.46       7,725.36  
MFO BLACKROCK EQUITY DIVID FD CL A
    25,338.46       17,088.73  
MFO BLACKROCK FDS ALL-CAP GLOBAL RES PORTFOLIO INV A
    7,229.58       3,170.06  
MFO BLACKROCK FDS HLTHSC OP A
    116,839.18       98,415.39  
MFO BLACKROCK FDS II FOR ADDL ISSUES SEE09 LOW DURATION PORTFOLIO SVC CL
    21,836.76       19,878.45  
MFO BLACKROCK FDS II U S OPPORTUNITIES PORTFOLIO CL A
    20,752.60       14,533.42  
MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO SVC SHS
    48,834.98       31,370.11  
MFO BLACKROCK GLOBAL ALLOCATION FD INC CL A
    63,780.59       49,117.86  
MFO BLAIR WILLIAM FDS EMERGING MKTS GROWTH FD CL N
    372,372.11       153,322.29  
MFO BLAIR WILLIAM FDS INTL EQUITY FD CL N
    71,850.83       40,297.99  
MFO BLAIR WILLIAM FDS INTL GROWTH FD CL I
    42,441.08       19,694.13  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO BLAIR WILLIAM FDS SMALL CAP GROWTH FD CL N
    208,723.91       100,817.96  
MFO BOND FD AMER INC CL F-1
    58,546.51       48,317.92  
MFO BOND FD AMER INC CL R-5
    293,495.65       242,991.19  
MFO BRANDYWINE BLUE FD INC ADVISORS MIDCAP GROWTH FD
    43,554.45       25,913.74  
MFO BRANDYWINE BLUE FD INC COM
    1,498,354.14       1,246,743.86  
MFO BRANDYWINE FD INC COM OPEN END FD
    104,666.92       60,929.46  
MFO BRIDGEWAY FD INC AGGRESSIVE INVESTORS 1 FD
    27,025.55       13,566.39  
MFO BRIDGEWAY FD INC AGGRESSIVE INVS II
    158,036.18       82,782.63  
MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD SMALL-CAP VALUE FD CL N
    114,811.97       70,948.32  
MFO BRIDGEWAY FDS INC LARGE-CAP VALUE FDCL R
    8,975.23       7,408.36  
MFO BRIDGEWAY FDS INC SMALL-CAP GROWTH FD CL N
    51,156.18       29,315.27  
MFO BRIDGEWAY FDS INC ULTRA SMALL COMPANY MARKET FUND
    140,382.90       78,591.28  
MFO BRIDGEWAY LARGE-CAP GROWTH FD
    20,266.40       18,743.28  
MFO BROWN CAP MGMT SMALL CO FD
    336,630.62       273,990.24  
MFO BRYCE CAP FDS VALUE FD
    10,407.61       6,440.65  
MFO BSTN CO S/C TX SEN (SDCEX US)
    14,077.94       8,271.79  
MFO BUFFALO BALANCED FD INC COM
    60,880.86       46,725.81  
MFO BUFFALO FDS MID CAP FD
    10,328.96       6,634.60  
MFO BUFFALO FDS SCIENCE & TECHNOLOGY FD
    96,370.63       62,105.16  
MFO BUFFALO SMALL CAP FD INC COM
    407,434.12       307,406.19  
MFO BUFFALO USA GLOBAL FD INC COM
    82,730.23       57,440.90  
MFO BURNHAM FINL SERVICES FD CL A
    17,300.27       11,830.62  
MFO CALAMOS GROWTH & INC FD CL A
    120,277.35       83,784.99  
MFO CALAMOS INVT TR NEW GROWTH FD CL A #606
    637,745.83       340,627.38  
MFO CALAMOS INVT TR NEW MARKET NEUTRAL FD FORMERLY STRATEGIC
    193,409.70       170,724.41  
MFO CALAMOS INVT TR NEW VALUE FD CL A
    40.02       27.27  
MFO CALVERT FD INCOME PORTFOLIO CL A
    94,961.52       78,584.96  
MFO CALVERT IMPACT FD INC GLOBAL ALTERNATIVE ENERGY FD CL A
    5,000.00       2,512.32  
MFO CAP INC BLDR FD SH BEN INT OPEN END FD
    94,660.11       63,195.70  
MFO CAP WORLD GROWTH & INC FD INC OPEN END FD
    100,489.35       58,729.66  
MFO CAPITAL INCOME BLDR FD CL F-1 AMERICAN CAPITAL INCOME BLDR FD
    525,676.40       365,938.02  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO CAPITAL INCOME BLDR FD CL R-5
    729,110.12       535,233.78  
MFO CAPITAL WORLD BD FD CL F-1
    38,600.02       35,647.70  
MFO CAPITAL WORLD BD FD CL R-5
    119,459.29       114,247.96  
MFO CAUSEWAY CAP MGMT TR INTL VALUE FD INV CL
    93,236.59       52,755.60  
MFO CAUSEWAY EMERGING MKTS FD INV CLASS
    24,899.42       9,973.34  
MFO CENTURY CAP MGMT TR SMALL CAP SELECTFD INV SHS
    25,636.76       14,659.60  
MFO CGM FOCUS FD
    31,703,849.74       19,750,708.38  
MFO CL A
    842.79       852.42  
MFO CL A
    191,718.10       131,481.81  
MFO CL A SHS
    23,684.26       13,845.51  
MFO CL A SHS
    11,503.07       7,121.99  
MFO CL R-5 AMERN CAP WORLD GROWTH & INCOME FD
    131,116.31       85,146.38  
MFO CLIPPER FD INC COM OPEN END FD
    191,484.03       92,847.87  
MFO COHEN & STEERS ASIA PAC RLTY SHS INCCL A
    11,577.03       5,366.70  
MFO COHEN & STEERS INSTL GLOBAL RLTY SHSINC COM
    62,095.88       33,961.06  
MFO COHEN & STEERS INTL RLTY FD INC CL A
    27,669.15       14,244.56  
MFO COHEN & STEERS INTL RLTY FD INC CL I
    28,342.18       13,738.24  
MFO COHEN & STEERS RLTY FOCUS FD INC CL A
    5,306.19       2,983.57  
MFO COHEN & STEERS RLTY INC FD INC NEW FO CL A
    12,050.77       5,203.54  
MFO COHEN & STEERS UTIL FD INC CL A SHS
    13,050.32       7,667.60  
MFO COLUMBIA ACORN INTL FD-Z
    131,092.33       75,312.67  
MFO COLUMBIA ACORN TR FD CL Z FUND CL Z
    334,000.30       224,703.28  
MFO COLUMBIA ACORN TR SELECT CL Z
    3,000.00       3,313.19  
MFO COLUMBIA ACORN TR USA CL Z
    3,692.53       2,607.26  
MFO COLUMBIA FDS SER TR I EMERGING MKTS FD CL Z
    529,954.35       251,839.65  
MFO COLUMBIA FDS SER TR I ENERGY & NAT RES FD CL Z
    461,985.75       251,004.53  
MFO COLUMBIA FDS SER TR I FORMERLY COLUMBIA STRATEGIC INC FD CL Z
    25,912.09       22,868.97  
MFO COLUMBIA FDS SER TR I SELECT LARGE CAP GROWTH FD CL Z
    237,663.14       169,376.56  
MFO COLUMBIA FDS SER TR I SELECT SMALL CAP FD CL Z
    82,842.14       49,613.27  
MFO COLUMBIA FDS SER TR I TECHNOLOGY FD CL Z
    209,168.28       113,529.81  
MFO COLUMBIA FDS SER TR I VALUE & RESTRUCTURING FD CL Z
    2,811,897.06       1,671,453.99  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO COLUMBIA FDS SER TR MARSICO 21ST CENTURY FD CL Z
    327,976.68       200,065.43  
MFO COLUMBIA FDS SER TR MARSICO GROWTH FD CL Z
    212,814.85       145,450.69  
MFO COLUMBIA FDS SER TR MARSICO INTL OPPORTUNITIES FD CL Z
    61,499.24       33,729.23  
MFO COLUMBIA FDS SER TR MID CAP VALUE FDCL Z
    333,249.78       195,580.68  
MFO CONSTELLATION FDS CIP SHORT DURATIONFXD INC FD
    1,250.88       1,207.75  
MFO CONSTELLATION FDS CIP ULTRA SHORT DURATION FXD INC FD
    102,313.46       98,301.36  
MFO CONSTELLATION FDS CLOVER CORE VALUE FD CL I
    20,976.65       13,944.76  
MFO CONSTELLATION FDS CLOVER SMALL CAP VALUE FD CL I
    8,639.49       3,905.35  
MFO CONSTELLATION FDS SANDS CAP SELECT GROWTH FD CL II
    10,250.92       5,959.34  
MFO CONSTELLATION FDS TIP HEALTHCARE & BIOTECHNOLOGY FD CL II
    2,964.62       2,190.65  
MFO COVENTRY GROUP 1ST SOURCE MONOGRAM INCOME EQUITY FD
    297,937.48       221,075.73  
MFO CRM MID CAP VALUE INV SH
    317,654.29       209,347.03  
MFO CSI EQTY FD
    5,916.13       4,636.95  
MFO CULLEN FDS TR HIGH DIVIDEND EQUITY FD
    6,408.42       4,906.48  
MFO CULLEN FDS TR INTL HIGH DIVIDEND FD RETAIL CL
    38,539.95       21,587.57  
MFO CULLEN FDS TR VALUE FD
    104,807.99       77,940.48  
MFO DAVIS N.Y VENTURE FD INC CL A
    864,952.16       552,949.51  
MFO DELAFIELD FD INC COM INST CL
    48,498.67       28,979.38  
MFO DFA EMERGING MARKETS VALUE
    108,672.15       52,919.22  
MFO DFA GLOBAL BD FD OPEN END FD
    115,566.74       119,219.53  
MFO DFA INTL SMALL CO PORTFOLIO FD
    126,248.58       80,547.96  
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS CORE EQUITY PORT
    154,463.52       99,733.49  
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS PORTFOLIO
    63,068.89       47,718.52  
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS SMALL CAP PORTFOLIO
    115,387.86       62,038.18  
MFO DFA INVT DIMENSIONS GROUP INC LWAS/DFA INTL HIGH BOOK TO MKT PORTFOLIO
    33,280.87       17,044.83  
MFO DFA INVT DIMENSIONS GROUP INC ASIA PACIFIC RIM SMALL CO PORT
    52,961.90       23,156.15  
MFO DFA INVT DIMENSIONS GROUP INC FIVE YR GOVT PORTFOLIO
    43,057.67       45,126.90  
MFO DFA INVT DIMENSIONS GROUP INC FXD INCOME PORTFOLIO
    17,471.37       17,579.86  
MFO DFA INVT DIMENSIONS GROUP INC INTER GOVT BD PORTFOLIO
    116,953.80       130,910.77  
MFO DFA INVT DIMENSIONS GROUP INC INTL CORE EQUITY PORTFOLIO
    480,145.16       299,978.68  
MFO DFA INVT DIMENSIONS GROUP INC INTL REAL ESTATE SECS PORT
    95,981.57       39,874.77  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO
    211,191.88       120,110.96  
MFO DFA INVT DIMENSIONS GROUP INC INTL VECTOR EQUITY PORTFOLIO
    14,000.00       14,331.95  
MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO
    532,340.93       348,372.87  
MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP INTL PORTFOLIO
    118,878.66       88,462.42  
MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO
    301,221.66       165,854.35  
MFO DFA INVT DIMENSIONS GROUP INC TWO YRGLOBAL FXD INCOME PORTFOLIO
    220,245.73       218,359.52  
MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 1 PORT
    32,844.98       21,118.94  
MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 2 PORT
    360,011.94       216,123.29  
MFO DFA INVT DIMENSIONS GROUP INC U S LARGE CO PORTFOLIO
    426,257.17       295,290.89  
MFO DFA INVT DIMENSIONS GROUP INC U S MICRO CAP PORTFOLIO
    228,580.51       131,051.43  
MFO DFA INVT DIMENSIONS GROUP INC U S TARGETED VALUE PORTFOLIO
    15,181.59       10,754.27  
MFO DFA INVT DIMENSIONS GROUP INC U S VECTOR EQUITY PORT
    35,278.25       21,644.18  
MFO DFA US SMALL CAP PORTFOLIO
    174,275.50       107,202.29  
MFO DFA US SMALL CAP VALUE PORTFOLIO
    388,347.19       224,449.07  
MFO DIAMOND HILL FDS FINL LONG-SHORT FD CL A
    10,731.28       4,577.72  
MFO DIAMOND HILL FDS LARGE CAP FD CL A
    28,331.70       18,751.15  
MFO DIAMOND HILL FDS LONG-SHORT FD
    117,491.09       92,142.06  
MFO DIAMOND HILL FDS SMALL CAP FD
    31,220.29       22,504.57  
MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO
    203,417.85       138,835.98  
MFO DIMENSIONAL INVT GROUP INC DFA INTL VALUE PORTFOLIO III
    22,674.67       12,494.19  
MFO DIMENSIONAL INVT GROUP INC LWAS/DFA TWO YR FXD INCOME PORTFOLIO
    33,785.69       33,781.29  
MFO DIMENSIONAL INVT GROUP INC LWAS/DFA U S HIGH BOOK TO MKT PORTFOLIO
    27,282.59       18,417.11  
MFO DIMENSIONAL INVT GROUP INC US LARGE CAP VALUE PORTFOLIO III
    57,608.33       32,840.18  
MFO DIREXION FDS 10 YR NT BEAR 2.5X FD
    16,000.00       10,907.01  
MFO DIREXION FDS COMMODITY BULL 2X FD
    3,138.67       2,335.58  
MFO DIREXION FDS DEVELOPED MKTS BEAR 2X FD
    60,000.00       58,524.24  
MFO DIREXION FDS DOLLAR BULL 2.5X FD INVCL
    73,028.62       62,950.93  
MFO DIREXION FDS EMERGING MKTS BEAR 2X FD
    83,431.23       65,708.06  
MFO DIREXION FDS EMERGING MKTS BULL 2X FD
    12,783.11       9,082.17  
MFO DIREXION FDS LATIN AMERN BULL 2X FD INV CL
    24,768.45       30,917.81  
MFO DIREXION FDS NASDAQ-100 BEAR 2.5X FDINV CL
    131,004.91       127,013.76  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO DIREXION FDS S&P 500 BULL 2.5X FD INV CL
    2,000.69       10,083.25  
MFO DODGE & COX BALANCED FD COM
    883,980.97       612,548.70  
MFO DODGE & COX FDS GLOBAL STK FD
    15,173.52       12,293.51  
MFO DODGE & COX INC FD
    2,088,204.25       1,949,821.61  
MFO DODGE & COX INTL STK FD
    4,374,938.08       2,430,282.20  
MFO DODGE & COX STOCK FD OPEN END FD
    1,684,775.70       1,030,751.02  
MFO DOMINI SOCIAL INVT TR PACASIA SOCIALEQUITY FD INV SH
    25,199.32       18,166.48  
MFO DREMAN CONTRARIAN FDS CONTRARIAN SMALL CAP VALUE FD RETAIL CL
    25,825.28       19,133.91  
MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD INV SHS
    161,060.14       161,819.60  
MFO DREYFUS APPRECIATION FD INC
    25,105.20       17,434.51  
MFO DREYFUS GNMA FD INC COM
    10,256.23       10,493.68  
MFO DREYFUS GREATER CHINA FD CL A
    36,000.10       15,401.35  
MFO DREYFUS INDEX FDS INTL STK FD
    70,272.70       43,283.82  
MFO DREYFUS INDEX FDS S&P 500 INDEX FD
    22,051.43       15,124.43  
MFO DREYFUS INDEX FDS SMALL CAP STK FD
    252,454.81       166,285.56  
MFO DREYFUS INVT GRADE FDS INC FORMERLY DRE INFLATION ADJ SECS FD INV SHS
    4,000.00       4,058.76  
MFO DREYFUS MIDCAP INDEX FD
    80,216.47       51,549.74  
MFO DREYFUS THIRD CENTY FD INC CL Z
    374.19       269.52  
MFO DRIEHAUS MUT FDS EMERGING MKTS GROWTH FD
    901,640.17       451,491.60  
MFO DRIEHAUS MUT FDS INTERNATIONAL DISCOVERY FD
    166,202.87       80,972.15  
MFO DRIEHAUS MUT FDS INTL SMALL CAP GROWTH FD
    15,706.51       8,042.13  
MFO DWS ADVISOR SHORT DURATION PLUS FD CL S
    15,129.36       13,265.08  
MFO DWS GLOBAL / INTL FD INC EMERGING MKTS FIXED INCOME FD CL S
    8,392.59       5,716.99  
MFO DWS GLOBAL / INTL FD INC GLOBAL THEMATIC FD CL S
    8,534.04       4,038.17  
MFO DWS INVESTMENT TRUST CAP GROWTH FD CL S
    14,620.00       14,815.62  
MFO DWS INVESTMENT TRUST CAP GROWTH FD INSTL CL
    68,502.92       48,295.58  
MFO DWS INVTS TR RREEF REAL ESTATE SECS FD CL A
    4,772.23       1,921.17  
MFO DWS VALUE SER INC SMALL CAP VALUE FDCL A
    27,787.37       20,550.46  
MFO EATON VANCE GROWTH TR WORLDWIDE HLTHSCIENCES FD CL A
    2,257.04       1,821.57  
MFO EATON VANCE MUT FDS TR FLTG RATE & HIGH INCOME FD ADVISERS
    10,937.00       6,759.20  
MFO EATON VANCE MUT FDS TR FLTG RATE FD ADVISERS CL
    32.57       20.42  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO EATON VANCE MUT FDS TR STRATEGIC INCFD CL A
    20,072.07       134,272.07  
MFO EATON VANCE SPL INVT TR DIVIDEND BUILDER FD CL A
    80,810.43       51,703.07  
MFO EATON VANCE SPL INVT TR GREATER INDIA FD CL A
    70,423.78       33,217.75  
MFO EATON VANCE SPL INVT TR LARGE CAP VALUE FD CL I
    28,162.47       21,255.31  
MFO EATON VANCE SPL INVT TR LARGE-CAP VALUE FD CL A
    1,515.32       1,044.51  
MFO EATON VANCE SPL INVT TR SMALL-CAP A
    50,000.00       29,353.23  
MFO EATON VANCE SPL INVT TR SPL EQUITIESFD CL A
    25,000.00       15,325.18  
MFO ECLIPSE FDS INC MAINSTAY S&P 500 INDEX FD CL A
    31,528.47       26,494.22  
MFO EUROPAC GROWTH FD CL F-1
    1,375,526.16       919,936.45  
MFO EUROPAC GROWTH FD CL R-5
    271,898.41       170,297.25  
MFO EUROPACIFIC GROWTH FD OPEN END FD
    45,132.14       26,181.23  
MFO EUROPEAN PORTFOLIO
    271,439.39       169,202.74  
MFO EVERGREEN ENHANCED S&P 500 CL A
    18,742.75       11,299.07  
MFO FAIRHOLME FDS INC COM
    6,354,137.20       4,882,885.10  
MFO FALLING U S DOLLAR PROFUND INV CL
    28,503.92       26,421.66  
MFO FBR FDS SMALL CAP FINL FD INV CL
    117,801.08       101,144.18  
MFO FBR FOCUS FD
    217,866.61       150,122.50  
MFO FEDERATED EQUITY FDS KAUFMAN SMALL CAP FD CL A
    10,352.96       6,270.01  
MFO FEDERATED EQUITY FDS KAUFMANN FD CL A SHS
    6,983.42       5,422.15  
MFO FEDERATED EQUITY FDS KAUFMANN FD CL K SHS
    87,303.50       52,535.27  
MFO FEDERATED INCOME SECS TR SHORT-TERM INCOME FD INSTL SHS
    2,217.18       2,160.50  
MFO FEDERATED INCOME TR SH BEN INT INSTLSH
    144,416.33       147,692.50  
MFO FEDERATED INDEX TR FEDERATED MID-CAPINDEX FD
    25,717.36       15,684.59  
MFO FEDERATED PRUDENT BEAR FD CL A SHS
    4,299,413.15       4,169,295.61  
MFO FEDERATED U S GOVT SECS FD 1-3 YRS SH BEN INT INSTL SHS
    10.49       10.73  
MFO FEDT ARMS FD SH BEN INT INSTL SHS
    1,008.96       1,009.06  
MFO FEDT EQTY FDS CAP APPREAC FD CL A
    23,025.68       21,794.16  
MFO FENIMORE ASSET MGMT TR FAM EQUITY INCOME FD
    42,084.45       27,336.90  
MFO FENIMORE ASSET MGMT TR FAM VALUE FD
    31,965.56       22,372.09  
MFO FID ADVISOR HI INC ADVANTAGE I
    5,181.33       3,239.48  
MFO FID ADVISOR HI INC ADVANTAGE T
    8,910.41       4,701.70  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO FID CAP & INC FD SH BEN INT
    61,683.57       38,459.85  
MFO FID CHINA REGION FD
    20,168.74       11,942.43  
MFO FID DIVERSIFIED INTL FD OPEN END FD
    150,677.27       128,342.25  
MFO FID EQTY INC FD SH BEN INT
    145,590.66       100,826.39  
MFO FID FINL TR CONV SEC FD
    84,527.79       45,689.14  
MFO FID FXD INC TR INFLATION-PROTECTED BD FD
    55,404.28       52,816.39  
MFO FID GINNIE MAE FD
    50,420.27       51,517.58  
MFO FID INDEPENDENCE FD
    190,366.24       101,638.86  
MFO FID INVT TR EMERGING MKTS FD
    76,360.01       33,093.70  
MFO FID INVT TR EUROPE CAP APRRECIATION FD
    15,627.24       8,128.74  
MFO FID MID CAP STK FD
    18,257.38       11,527.56  
MFO FID SELECT AMER GOLD PORTFOLIO FD OPEN END FD
    132,308.20       116,943.65  
MFO FID SELECT BIOTECHNOLOGY
    192,096.80       179,469.43  
MFO FID SELECT MATERIALS
    51,270.56       27,417.50  
MFO FID SELECT MATERIALS
    14,006.74       11,508.65  
MFO FID SELECT PORTFOLIOS CHEMS PORTFOLIO
    11,607.68       5,976.80  
MFO FID SELECT PORTFOLIOS COMPUTERS PORTFOLIO
    10,780.00       6,090.56  
MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO
    25,876.67       15,022.58  
MFO FIDELITY ADVISOR SER I DYNAMIC CAP APPRECIATION FD INSTL CL
    5,078.31       3,198.38  
MFO FIDELITY ADVISOR SER I LEVERAGED CO STOCK FD INSTL CL
    74,210.77       32,903.13  
MFO FIDELITY ADVISOR SER VII UTILS FD INSTL CL
    26,124.25       17,097.24  
MFO FIDELITY ADVISOR SER VIII EMERGING MARKETS FD INSTL CL
    41,494.58       16,462.05  
MFO FIDELITY BALANCED FD OPEN END FD
    65,330.99       45,518.79  
MFO FIDELITY COMWLTH TR ADVISOR STRATEGIC REAL RETURN FD INSTL
    21,418.61       15,424.46  
MFO FIDELITY COMWLTH TR LARGE CAP STK FD
    24,757.77       13,148.52  
MFO FIDELITY COMWLTH TR STRATEGIC REAL RETURN FD
    75,910.01       52,140.92  
MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD INV CL
    88,927.57       58,474.27  
MFO FIDELITY CONCORD STR TR SPARTAN INTLINDEX FD INV CL
    37,219.72       23,302.57  
MFO FIDELITY CONTRAFUND ADVISOR NEW INSIGHTS FD INSTL CL
    215,276.44       146,611.76  
MFO FIDELITY CONTRAFUND INC OPEN END FD
    907,083.38       612,557.17  
MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD
    63,500.38       44,208.49  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO FIDELITY GROWTH COMPANY FUND
    301,816.09       288,306.59  
MFO FIDELITY HASTINGS STR TR FIFTY FD
    3,990.52       2,338.21  
MFO FIDELITY HASTINGS STR TR GROWTH DISCOVERY FD
    108,315.95       71,158.15  
MFO FIDELITY HASTINGS STR TR MEGA CAP STOCK FD
    118,136.74       87,895.10  
MFO FIDELITY INSTL INVS TR FREEDOM 2020 FD
    43,318.56       26,222.58  
MFO FIDELITY INVT TR ADVISOR CANADA FD CL A
    2,502.81       1,331.98  
MFO FIDELITY INVT TR CDA FD
    315,347.80       197,295.21  
MFO FIDELITY INVT TR INTL DISCOVERY FD
    334,615.95       200,195.84  
MFO FIDELITY INVT TR INTL SMALL CAP
    54,845.61       20,063.82  
MFO FIDELITY INVT TR NEW MKTS INCOME FD
    26,576.66       20,235.52  
MFO FIDELITY INVT TR S.E ASIA FD
    125,623.99       61,383.68  
MFO FIDELITY INVT TR WORLDWIDE FD OPEN END FD
    105,990.43       60,653.65  
MFO FIDELITY LOW PRICED STOCK FUND
    401,080.79       287,473.32  
MFO FIDELITY MAGELLAN FD INC OPEN END FD
    255,103.81       130,085.10  
MFO FIDELITY NEW LATIN AMER FD OPEN END FD
    188,051.91       86,687.80  
MFO FIDELITY OTC PORTFOLIO OPEN END FD
    41,237.79       42,491.41  
MFO FIDELITY OVERSEAS FD OPEN END FD
    13,961.36       9,564.28  
MFO FIDELITY PURITAN FD OPEN END FD
    219,060.81       160,355.84  
MFO FIDELITY PURITAN TR VALUE DISCOVERY FD
    26,277.67       14,732.51  
MFO FIDELITY SCH STR TR STRATEGIC INCOMEFD
    57,151.89       47,274.34  
MFO FIDELITY SECS FD BLUE CHIP GROWTH FD
    73,998.37       70,128.15  
MFO FIDELITY SECS FD INTL REAL ESTATE FD
    23,690.47       11,559.27  
MFO FIDELITY SECS FD LEVERAGED CO STOCK FD
    118,100.76       55,662.47  
MFO FIDELITY SECS FD SMALL CAP GROWTH FD
    9,355.65       4,952.10  
MFO FIDELITY SELECT PORTFOLIOS AUTOMOTIVE PORTFOLIO
    51,481.81       16,020.81  
MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO
    22,101.32       9,662.99  
MFO FIDELITY SELECT PORTFOLIOS ELECTRS PORTFOLIO
    5,874.10       3,188.46  
MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO
    116,359.61       65,946.49  
MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO
    6,149.73       2,540.37  
MFO FIDELITY SELECT PORTFOLIOS HLTH CARE PORTFOLIO
    22,070.27       22,827.03  
MFO FIDELITY SELECT PORTFOLIOS MED DELIVER OPEN END FD
    89,922.24       52,580.96  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO FIDELITY SELECT PORTFOLIOS MEDICAL EQUIPMENT & SYS PORTFOLIO
    181,219.25       136,264.60  
MFO FIDELITY SELECT PORTFOLIOS NAT GAS PORTFOLIO
    300,701.37       117,280.54  
MFO FIDELITY SELECT PORTFOLIOS NATURAL RES PORTFOLIO
    26,444.12       12,391.04  
MFO FIDELITY SELECT PORTFOLIOS SELECT ITSERVICES
    170,683.15       138,468.02  
MFO FIDELITY SELECT PORTFOLIOS TECH FD
    33,570.72       24,624.30  
MFO FIDELITY SELECT PORTFOLIOS TRANSN PORTFOLIO
    6,626.45       6,034.52  
MFO FIDELITY SPARTAN 500 INDEX FD
    40,853.04       27,877.70  
MFO FIDELITY UN STR TR EXPORT & MULTINATIONAL FD
    47,574.32       28,370.28  
MFO FIDELITY VALUE FD OPEN END FD
    86,973.23       54,906.39  
MFO FIRST AMERN INVT FDS INC REAL ESTATESECS FD CL A
    8,512.08       5,236.18  
MFO FIRST AMERN INVT FDS INC SMALL CAP SELECT FD CL A
    20,151.91       16,658.08  
MFO FIRST EAGLE OVERSEAS I SHARE
    75,412.40       50,146.16  
MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL A
    147,263.20       98,166.15  
MFO FMI COM STK FD INC COM
    213,529.50       176,635.62  
MFO FMI FDS INC
    1,760,750.76       1,307,621.41  
MFO FORESTER FDS INC VALUE FD
    27,203.26       25,722.88  
MFO FORUM FDS ABSOLUTE STRATEGIES FD INSTL SHS
    51,968.93       44,261.75  
MFO FORUM FDS MERK ASIAN CURRENCY FD INVSHS
    20,000.00       19,999.99  
MFO FORUM FDS MERK HARD CURRENCY FD INVSSHS
    215,797.18       197,793.74  
MFO FORUM FDS POLARIS GLOBAL VALUE FD
    206,650.89       109,691.69  
MFO FORWARD FDS ACCESSOR SMALL TO FD MIDCAP ADVISOR
    18,877.62       12,454.28  
MFO FOUNDERS FDS INC PASSPORT FD
    5,042.10       2,846.30  
MFO FPA CAP FD INC COM STK OPEN END FD
    5,538.72       3,342.30  
MFO FPA FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS
    19,158.81       17,251.23  
MFO FPA NEW INCOME INC COM
    351,792.56       348,600.23  
MFO FPA PERENNIAL FD INC COM
    19,821.72       12,293.59  
MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD ADVISOR CL
    11,905.25       11,924.11  
MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD CL A
    60,901.00       57,149.51  
MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD ADVISOR CL
    740,846.02       496,903.89  
MFO FRANKLIN HIGH INCOME TR FD ADVISOR CL
    7,415.74       5,213.86  
MFO FRANKLIN MANAGED TR RISING DIVIDS FDCL A RISING DIVIDEND FUND CL I
    42,930.89       33,450.22  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO FRANKLIN MUT SER FD INC FINL SVC FD CL A
    11,010.92       5,267.43  
MFO FRANKLIN VALUE INVS TR SMALL CAP VALUE FD CL A
    25,721.94       16,127.89  
MFO FREMONT MUT FDS INC U S MICRO-CAP FD
    10,419.56       9,170.43  
MFO FRKLN GOLD & PRECIOUS METALS FD F/K/A FRKLN GOLD FD SH BEN INT CL A
    14,542.25       8,742.87  
MFO FRKLN MICROCAP FD CL 1
    7,565.00       4,795.45  
MFO FRKLN MUT SHARES-1
    105,385.81       63,930.44  
MFO FUNDAMENTAL INVS INC CL F-1
    155,351.78       110,344.80  
MFO FUNDAMENTAL INVS INC CL R-5
    9,342.97       5,499.85  
MFO FUNDX UPGRADER FDS STK UPGRADER FD
    11,752.54       6,669.01  
MFO FWD FDS INC INTL SMALL COS FD INV CL
    161,566.21       83,537.41  
MFO GABELLI AST FD SH BEN INT OPEN END FD
    407,976.98       265,623.01  
MFO GABELLI EQTY INC FD
    318,097.04       220,667.78  
MFO GABELLI SMALL CAP GROWTH FD OPEN ENDFD
    284,424.52       186,603.78  
MFO GABELLI VALUE FD INC COM OPEN END FD
    42,367.87       23,510.29  
MFO GAMCO GLOBAL SER FDS INC TELECOMMUNICATIONS FD CL AAA
    87,963.78       54,241.57  
MFO GAMCO GOLD FD INC CL AAA
    413,054.86       415,962.99  
MFO GAMCO GROWTH FD
    11,402.39       6,747.10  
MFO GATEWAY TR FD CL A
    180,646.51       166,007.25  
MFO GNMA PORTFOLIO
    1,517,491.04       1,562,875.57  
MFO GOLDMAN SACHS TR BRIC FD CL A
    2,923.96       1,279.59  
MFO GOLDMAN SACHS TR HI YIELD FD CL A SHS
    29,695.30       19,844.74  
MFO GOLDMAN SACHS TR MID CAP EQUITY FD CL A
    90,710.72       52,684.31  
MFO GREENSPRING FD OPEN END FD
    126,766.17       117,479.36  
MFO GROWTH FD AMER INC CAP OPEN END FD
    109,143.29       63,619.62  
MFO GROWTH FD AMER INC CL F-1
    800,908.59       510,094.17  
MFO GROWTH FD AMER INC CL R-4
    25,202.64       15,806.52  
MFO GROWTH FD AMER INC CL R-5
    309,432.54       187,384.89  
MFO GUINNESS ATKINSON FDS ALTERNATIVE ENERGY FD
    125,498.17       46,813.43  
MFO GUINNESS ATKINSON FDS ASIA FOCUS FD
    15,026.49       6,932.98  
MFO GUINNESS ATKINSON FDS ASIA PACIFIC DIV FD
    3,512.87       1,655.21  
MFO GUINNESS ATKINSON FDS CHINA & HONG KONG FD
    242,831.69       113,487.30  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO GUINNESS ATKINSON FDS GLOBAL ENERGY FD
    32,060.87       14,653.98  
MFO HANCOCK JOHN INVT TR LARGE CAP EQUITY FD CL A
    73,008.35       45,445.47  
MFO HARBOR FD BD FD INSTL CL
    335,570.50       316,925.60  
MFO HARBOR FD CAP APPRECIATION FD INV CL
    98,428.06       79,387.28  
MFO HARBOR FD INTL FD INV CL
    280,883.15       181,732.09  
MFO HARBOR FD LARGE CAP VALUE FD INV CL
    20,812.16       14,270.90  
MFO HARBOR FD MID CAP GROWTH FD INV CL
    15,768.12       9,340.30  
MFO HARDING LOEVNER FDS INC EMERGING MKTS PORTFOLIO
    1,538,417.55       1,013,696.69  
MFO HARTFORD MUT FDS INC CAP APPRECIATION II FD CL A
    44,268.85       28,098.18  
MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 CAP APPREC FD CL A
    194,116.94       104,731.58  
MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 GLOBAL HEALTH FD CL A
    15,866.96       10,374.68  
MFO HARTFORD MUT FDS INC S DIVID & GROWTH FD CL A
    16,075.97       9,865.48  
MFO HBR FD CAP APPRECIATION FD
    83,119.39       70,675.59  
MFO HBR FD INTL FD
    389,364.00       241,150.29  
MFO HEARTLAND GROUP INC SELECT VALUE FD INVESTOR FD
    5,316.40       3,462.16  
MFO HEARTLAND GROUP INC VALUE PLUS FUND INVESTOR CL
    400,119.58       303,552.69  
MFO HEARTLAND VALUE FD OPEN END FD
    80,950.99       43,162.47  
MFO HENDERSON GLOBAL FDS INTL OPPORTUNITIES FD CL A SHS
    28,626.10       15,575.22  
MFO HENNESSY FDS TR CORNERSTONE GROWTH FD SER II
    21,061.36       7,641.37  
MFO HENNESSY MUT FDS INC CORNERSTONE GROWTH FD
    339,777.40       148,615.64  
MFO HENNESSY MUT FDS INC FOCUS 30 FD
    114,455.00       79,921.53  
MFO HIGHLAND FLOATING RATE FD CL Z
    13,568.28       7,799.88  
MFO HOOVER SMALL CAP EQUITY
    324,447.39       183,116.98  
MFO HOTCHKIS & WILEY FDS CORE VALUE FD CL A
    40,610.48       19,342.25  
MFO HUSSMAN INVT TR STRATEGIC GROWTH FD
    684,867.14       570,619.32  
MFO HUSSMAN INVT TR STRATEGIC TOTAL RETURN FD
    199,586.62       194,664.25  
MFO ICAP FDS INC EQTY PORTFOLIO
    41,241.24       23,697.99  
MFO ICAP FDS INC MAINSTAY INTL FD CL I
    213,023.68       129,234.65  
MFO ICAP FDS INC MAINSTAY SELECT EQUITY FD CL I
    310,347.63       191,532.24  
MFO ICON FDS ASIA-PACIFIC REGION FD
    16,229.16       8,485.45  
MFO ICON FDS ENERGY FD
    417,592.14       246,010.90  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO ICON FDS EQUITY INCOME FD CL I
    19,421.21       14,044.72  
MFO ICON FDS HEALTHCARE FD
    27,263.78       18,113.89  
MFO ICON FDS LONG/SHORT FD CL I
    33,819.80       21,558.35  
MFO ICON FDS MATERIALS FD
    85,631.46       41,549.39  
MFO INCOME FD AMER INC CL A
    57,981.29       38,787.66  
MFO INCOME FD AMER INC CL F-1
    25,860.45       17,026.99  
MFO INCOME FD AMER INC CL R-5
    265,140.74       202,907.24  
MFO ING INTL SMALL CAP FD CL Q
    23,821.50       11,670.28  
MFO ING MUT FDS FOR FUTURE ISSUES SEE 44980Q RUSSIA FD CL A
    474.32       150.38  
MFO ING MUT FDS GLOBAL REAL ESTATE FD CL
    48,232.66       26,772.78  
MFO ING MUT FDS GLOBAL REAL ESTATE FD CLI
    27,720.70       28,458.95  
MFO ING MUT FDS VALUE CHOICE FD CL A
    22,645.62       14,254.35  
MFO ING SER FD INC INDEX PLUS MID CAP FDCL A
    19,128.12       9,743.26  
MFO ING SER FD INC INDEX PLUS SMALL CAP FD CL A
    12,133.89       6,163.01  
MFO INST’L S & P 500 INDEX FD
    83,673.41       50,176.34  
MFO INTER TERM U S TREAS PORTFOLIO
    212,479.04       216,819.84  
MFO INTERACTIVE INVTS TECH VALUE FD
    31,364.41       10,421.34  
MFO INTER-TERM INVT GRADE FD INV SHS
    83,844.71       74,447.76  
MFO INTREPID CAP MGMT FDS TR SH BEN INT
    12,240.29       11,853.68  
MFO INTREPID CAP MGMT FDS TR SMALL CAP FD
    14,343.69       13,482.39  
MFO INTRINSIC WORLD EQUITY FUND CL A
    40,595.95       18,952.91  
MFO INVESCO ENERGY FDINV CL
    3,942.37       3,462.67  
MFO INVESTMENT CO AMER CL R-5
    59,908.89       38,779.33  
MFO IVY FD CL-A INTL GROWTH FD
    29,277.25       21,378.80  
MFO IVY FDS DIVID OPPORTUNITIES FD CL A
    105,683.56       69,803.93  
MFO IVY FDS EUROPEAN OPPORTUNITIES FD CLA
    76,164.67       35,407.38  
MFO IVY FDS GLOBAL NAT RES FD CL A
    209,149.07       78,215.34  
MFO IVY FDS GLOBAL NAT RES FD CL Y
    63,021.96       22,558.94  
MFO IVY FDS INC ASSET STRATEGY FD CL A
    661,587.25       511,498.13  
MFO IVY FDS INC ASSET STRATEGY FD CL I
    10,879.59       7,440.71  
MFO IVY FDS INC CAPITAL APPRECIATION FD CL A
    163,356.79       92,228.61  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO IVY FDS PAC OPPORTUNITIES FD CL A
    71,206.62       38,366.79  
MFO JACOB INTERNET FD INC SHS
    10,409.31       5,317.82  
MFO JAMES ADVANTAGE FDS BALANCED GOLDEN RAINBOW FD CL A
    55,034.11       54,484.85  
MFO JAMES ADVANTAGE FDS SMALL CAP FD CL A
    30,829.32       19,117.53  
MFO JANUS 20 FD OPEN END FD
    118,156.93       114,516.59  
MFO JANUS ADVISER SER ADVISER CONTRARIANFD CL I SHS
    11,571.45       6,135.75  
MFO JANUS ADVISER SER LONG/SHORT FD CL I
    20,242.62       15,054.10  
MFO JANUS CONTRARIAN FD
    1,782,541.59       967,474.03  
MFO JANUS FD INC CAP OPEN END FD
    54,011.85       36,292.22  
MFO JANUS FLEXIBLE BD
    20,257.61       20,370.14  
MFO JANUS FUNDAMENTAL EQTY RETAIL
    413,637.34       236,165.61  
MFO JANUS GROWTH & INC FD
    617,522.58       369,183.54  
MFO JANUS INVT FD BALANCED FD
    166,145.72       142,095.43  
MFO JANUS INVT FD ENTERPRISE FD
    124,302.70       75,419.52  
MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD
    200,229.15       157,148.74  
MFO JANUS INVT FD GLOBAL OPPORTUNITIES FD
    3,954.83       2,637.52  
MFO JANUS INVT FD GLOBAL RESH FD
    164,585.25       96,235.07  
MFO JANUS INVT FD GLOBAL TECH FD
    69,114.70       40,596.04  
MFO JANUS INVT FD HIGH-YIELD
    71,063.30       51,658.63  
MFO JANUS INVT FD INTECH RISK-MANAGED STK FD
    17,513.07       11,285.36  
MFO JANUS INVT FD ORION FD
    649,523.66       361,664.03  
MFO JANUS INVT FD OVERSEAS FD
    2,654,838.73       1,373,414.99  
MFO JANUS INVT FD PERKINS MID CAP VALUE FD INV SHS
    2,361,188.12       1,741,091.11  
MFO JANUS INVT FD SMART PORT GROWTH
    72,823.82       50,387.19  
MFO JANUS INVT FD TRITON FD
    70,150.22       47,718.24  
MFO JANUS INVT FD WORLDWIDE FD
    122,866.25       67,751.49  
MFO JANUS RESEARCH FUND
    450,606.54       276,509.31  
MFO JAPAN FD INC CL S COM
    36,177.11       30,120.10  
MFO JENNISON MID CAP GROWTH FD INC FORMERLY CL A
    21,930.02       16,141.14  
MFO JENNISON NAT RES FD INC CL A
    17,430.41       8,286.39  
MFO JENNISON SECTOR FDS INC UTIL FD CL A
    9,526.26       4,484.74  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO JENNISON SMALL CO FD INC CL A
    24,245.32       15,566.75  
MFO JENSEN PORTFOLIO INC CL J SHS
    617,252.24       494,554.48  
MFO JENSEN PORTFOLIO INC CL R SHS
    29,172.34       23,408.77  
MFO JOHN HANCOCK CLASSIC VALUE-A
    118,408.22       51,497.29  
MFO JPMORGAN TR I BD FD SELECT CL
    130,254.18       93,899.53  
MFO JPMORGAN TR I DISCIPLINED EQUITY FD SELECT CL
    4,286.53       2,621.66  
MFO JPMORGAN TR I EMERGING MKTS DEBT FD SELECT CL
    63,778.80       40,172.69  
MFO JPMORGAN TR I HIGHBRIDGE STATISTICALMKT NEUTRAL
    104.73       105.52  
MFO JPMORGAN TR I INTREPID EUROPEAN FD CL A
    126,024.47       64,821.84  
MFO JPMORGAN TR I RUSSIA FD CL A
    1,900.00       416.48  
MFO JULIUS BAER INVT FDS GLOBAL HIGH INCOME FD CL A
    77,122.45       53,922.89  
MFO KEELEY FDS INC MID CAP VALUE FD CL A
    58,064.00       33,996.27  
MFO KEELEY FDS INC SMALL CAP VALUE FD CLA SHS
    301,719.98       185,941.37  
MFO KENSINGTON STRATEGIC RLTY FD CL A
    32,117.33       9,326.92  
MFO KINETICS MUT FDS INC SMALL CAP OPPORTUNITIES FD
    55,574.94       25,918.68  
MFO KINETICS NEW PARADIGM FD
    1,062,611.13       651,845.74  
MFO LAUDUS TR ROSENBERG INTL DISCOVERY FD INVS SHS
    117,846.68       71,858.02  
MFO LAUDUS TR ROSENBERG INTL EQUITY FD INS SHS
    23,445.42       13,274.02  
MFO LAUDUS TR ROSENBERG INTL EQUITY FD SELECT
    70,431.08       39,806.95  
MFO LAUDUS TR ROSENBERG INTL SMALL
    45,331.10       22,188.50  
MFO LAUDUS TR ROSENBERG INTL SMALL CAP FUND
    377,260.87       188,125.48  
MFO LAUDUS TR ROSENBERG LONG/SHORT EQUITY FD INV
    6,059.29       6,046.75  
MFO LAUDUS TR ROSENBERG U S DISCOVERY FDINV SHS
    37,504.42       21,755.39  
MFO LAUDUS TR ROSENBERG U S LARGE
    69,618.14       43,251.14  
MFO LAZARD FDS INC EMERGING MKTS PORTFOLIO OPEN SHS
    1,147,895.16       581,473.82  
MFO LAZARD FDS INC INTL SMALL CAPITALIZATION PORT OPEN SHS
    55,933.26       18,524.79  
MFO LAZARD FDS INC MID CAP PORTFOLIO OPEN SHS
    22,738.22       11,135.37  
MFO LEGG MASON GROWTH TR INC FORMERLY LEGG FINL INTERMEDIARY CL
    5,561.90       2,801.16  
MFO LEGG MASON OPPORTUNITY TR FINANCIAL INTERMEDIARY CL
    5,974.04       1,819.39  
MFO LEND LEASE FDS U S REAL ESTATE SECS FD CL K
    13,577.73       5,374.54  
MFO LEUTHOLD CORE INVT FD
    165,831.82       126,500.08  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO LEUTHOLD FDS INC ASSET ALLOCATIO FD
    167,930.16       120,549.77  
MFO LEUTHOLD FDS INC SELECT INDS FD
    103,226.32       68,097.27  
MFO LKCM SMALL CAP EQTY PORTFOLIO
    21,643.17       11,790.25  
MFO LONGLEAF PARTNERS FDS TR INTL FD
    107,428.14       70,475.53  
MFO LONGLEAF PARTNERS FDS TR SH BEN INT
    656,815.82       330,730.44  
MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD
    153,452.48       77,788.98  
MFO LOOMIS SAYLES FDS II
    431,170.14       316,336.48  
MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA INVT GRADE BD FD
CL Y
    158,254.38       133,272.45  
MFO LOOMIS SAYLES FDS II VALUE FD CL A
    51,044.01       40,641.28  
MFO LOOMIS SAYLES FDS MID CAP GROWTH FD RETAIL CL
    21,973.46       13,894.74  
MFO LOOMIS SAYLES FDS SMALL CAP GROWTH FD RETAIL CL
    9,880.92       6,466.90  
MFO LOOMIS SAYLES INVT TR
    1,065,914.13       826,491.14  
MFO LOOMIS SAYLES INVT TR FORMERLY LOOMIS SAYLES INVT TR TO 07/01/2003
    4,884,421.92       3,611,407.30  
MFO LOOMIS SAYLES INVT TR GLOBAL BD FD RETAIL CL
    333,877.34       293,859.57  
MFO LOOMIS SAYLES INVT TR SMALL CAP VALUE FD RETAIL CL
    79,940.19       52,142.42  
MFO LORD ABBETT SECS TR ALL VALUE FD CL A
    31,773.62       25,810.00  
MFO MADISON MOSAIC EQUITY TR INVS FD
    10,248.70       5,890.00  
MFO MADISON MOSAIC EQUITY TR MIDCAP FD
    10,721.61       7,426.49  
MFO MAINSTAY FDS HI YIELD CORP BD FD CL A
    142,097.64       104,918.74  
MFO MANAGERS FDS BD FD BOND FUND
    91,797.70       73,525.13  
MFO MANAGERS FDS EMERGING MKTS EQUITY FD
    67,181.39       37,131.18  
MFO MANAGERS FDS FREMONT BD FD
    35,322.37       32,279.18  
MFO MANAGERS FDS INTERMEDIATE DURATION GOVT FD
    31,462.54       30,220.19  
MFO MANAGERS FDS INTL EQUITY FD
    4,107.78       3,646.67  
MFO MANAGERS FDS SPL EQTY FD
    12,712.42       5,374.00  
MFO MANAGERS TR I MANAGERS AMG FQ GLOBAL
    5,374.78       4,894.33  
MFO MANNING & NAPIER FD INC NEW EQUITY SER
    102,575.43       67,558.83  
MFO MANNING & NAPIER FD INC NEW PRO BLEND EXTENDED TERM SER CL S
    38,178.46       32,292.28  
MFO MANNING & NAPIER FD INC NEW PRO BLEND MAXIMUM TERM SER
CL S
    102,708.52       63,073.91  
MFO MANNING & NAPIER FD INC NEW PRO BLEND MODERATE TERM SER CL S
    13,373.25       10,514.73  
MFO MANNING & NAPIER FD INC NEW WORLD OPPTYS SER CL A
    252,668.93       168,593.12  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO MARKETOCRACY FDS MASTERS 100 FD
    6,904.45       3,641.90  
MFO MARSHALL SMALL CAP GROWTH FDS INC
    4,773.39       2,227.42  
MFO MARSICO INVT FD 21ST CENTURY FD
    1,547,024.68       963,257.89  
MFO MARSICO INVT FD FOCUS FD
    258,802.43       168,364.77  
MFO MARSICO INVT FD GLOBAL FD
    36,198.57       25,600.61  
MFO MARSICO INVT FD GROWTH FD
    364,441.95       225,303.70  
MFO MARSICO INVT FD INTL OPPORTUNITIES FD
    218,683.69       121,910.30  
MFO MASSACHUSETTS INVS GROWTH STK FD INCSH BEN INT CL A
    34,047.81       27,918.88  
MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD
    196,096.71       112,601.49  
MFO MASTERS SELECT FDS TR INTERNATIONAL FD
    256,007.07       150,992.14  
MFO MASTERS SELECT FDS TR SMALLER COS FD
    44,764.93       25,020.70  
MFO MASTERS SELECT FDS TR VALUE FD
    103,232.84       61,024.04  
MFO MATTHEWS ASIAN FDS ASIA PAC EQUITY INCOME FD
    35,739.72       27,830.57  
MFO MATTHEWS INTL FDS ASIAN GROWTH & INCOME FD
    448,734.81       335,354.46  
MFO MATTHEWS INTL FDS ASIAN TECHNOLOGY FD CL I
    173,525.64       102,997.74  
MFO MATTHEWS INTL FDS ASIA-PACIFIC FD
    53,213.00       38,392.97  
MFO MATTHEWS INTL FDS CHINA FD CL I
    1,868,639.95       906,325.91  
MFO MATTHEWS INTL FDS INDIA FDS
    434,169.89       218,648.24  
MFO MATTHEWS INTL FDS JAPAN FD CL I
    64,415.43       37,769.74  
MFO MATTHEWS INTL FDS PAC TIGER FD CL I
    868,119.09       543,787.25  
MFO MATTHEWS KOREA FD
    91,873.24       43,374.34  
MFO MERGER SH BEN INT
    119,801.93       115,254.16  
MFO MERIDIAN FD INC COM OPEN END FD
    866,807.60       588,827.39  
MFO MERIDIAN FD INC VALUE FD
    259,646.03       162,501.26  
MFO METROPOLITAN WEST FDS HIGH YIELD BD FD CL M
    17,637.43       13,417.07  
MFO METROPOLITAN WEST FDS LOW DURATION BD FD
    67,821.87       53,839.79  
MFO METROPOLITAN WEST FDS TOTAL RETURN BD FD CL I
    193,238.35       188,903.51  
MFO METROPOLITAN WEST FDS ULTRA SHORT BDFD CL M
    5,769.79       4,210.41  
MFO METROPOLITIAN W TOTAL RETURN BD
    334,630.62       311,038.73  
MFO METZLER / PAYDEN INVT GROUP EUROPEANEMERGING MKTS FD
    363,173.92       137,363.02  
MFO MFS SER TR I RESH INTL FD CL A
    47,513.73       24,750.85  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO MFS SER TR IV MID CAP GROWTH FD CL A
    47,920.38       26,968.81  
MFO MFS UTILS FD CL A
    73,121.31       74,547.55  
MFO MFS VALUE FD CL A
    62,378.27       42,835.59  
MFO MIDAS FD INC COM
    102,997.08       55,543.21  
MFO MORGAN J P INSTL FDS JPMORGAN GLOBALSTRATEGIC INC FD
    76,963.79       64,023.37  
MFO MORGAN STANLEY FX SER FDS ALPHA PLUSSTRATEGY PORTFOLIO CL I
    20,416.28       19,394.00  
MFO MORGAN STANLEY INSTITUTIONAL FD TR MID CAP GROWTH PORTFOLIO CL I FUND
    13,289.61       9,376.56  
MFO MORGAN STANLEY INSTL FD INC GLOBAL REAL ESTATE PORT CL I
    61,082.43       29,819.86  
MFO MUNDER MIDCAP CORE GROWTH FD CL Y
    20,020.21       13,192.71  
MFO MUNDER SER TR FORMERLY MUNDER FDS TRTO MIDCAP CORE GROWTH FD CL A
    109,920.53       68,312.98  
MFO MUT SER FD INC DISCOVERY FD CL Z
    112,355.07       85,574.62  
MFO MUTUAL SER FD INC DISCOVERY FD CL A
    25,569.21       19,446.09  
MFO MUTUAL SER FD INC SHS FD CL Z
    63,117.47       40,245.44  
MFO MUTUALS COM VICE FD
    146,042.75       103,669.09  
MFO N E INVS TR SH BEN INT
    157,762.58       137,558.54  
MFO NASDAQ 100 INV
    74,397.70       52,417.49  
MFO NATIONWIDE MUT FDS NEW MICRO CAP EQUITY FD CL A
    8,426.34       2,589.90  
MFO NATIXIS FDS TR I CGM ADVISOR TARGETED EQUITY FD CL A
    1,145.25       653.80  
MFO NAVELLIER PERFORMANCE FDS FUNDAMENTAL A PORTFOLIO
    12,616.79       11,219.32  
MFO NEEDHAM FDS INC GROWTH FD
    38,610.86       21,602.43  
MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD
    53,428.26       38,532.32  
MFO NEUBERGER & BERMAN PARTNERS EQTY FDSPARTNER FD OPEN END FD
    226,723.44       128,213.44  
MFO NEUBERGER BERMAN EQUITY FDS INTL FD
    188,454.59       95,409.76  
MFO NEUBERGER BERMAN EQUITY FDS REGENCY FD
    20,601.32       10,754.31  
MFO NEUBERGER BERMAN EQUITY FDS SMALL CAP GROWTH FD INV CL
    126,963.22       87,460.55  
MFO NEUBERGER BERMAN EQUITY FDS SOCIALLYRESPONSIVE FD
    99,827.49       74,516.77  
MFO NEUBERGER BERMAN HIGH INCOME BD FD -INVS CL
    56,680.35       40,446.95  
MFO NEW ALTERNATIVES FD INC COM
    15,056.15       9,812.67  
MFO NEW ECONOMY FD CL R-5
    9,137.82       5,581.00  
MFO NEW PERSPECTIVE FD INC CL F-1
    65,538.05       44,708.98  
MFO NEW PERSPECTIVE FD INC CL R-5
    114,957.89       70,394.61  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO NEW WORLD FD INC NEW CL A
    18,890.54       9,873.47  
MFO NEW WORLD FD INC NEW CL F-1
    141,523.85       96,740.97  
MFO NEW WORLD FD INC NEW CL R-4
    53,283.95       36,777.64  
MFO NICHOLAS II INC CL N SHS
    72,610.32       71,672.81  
MFO NORTH TRACK FDS INC GENEVA GROWTH FDCL A
    4,123.29       2,699.10  
MFO NWQ MULTI-CAP VALUE FD CL A
    16,434.38       7,570.40  
MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO
    2,613.36       1,034.10  
MFO OAKMARK EQTY & INC FD CL I
    1,579,324.13       1,395,199.00  
MFO OAKMARK FD CL I
    350,376.03       222,248.61  
MFO OAKMARK GLOBAL FD CL I
    955,185.78       580,270.03  
MFO OAKMARK INTL FD OPEN END FD
    526,094.83       283,418.04  
MFO OAKMARK INTL SMALL CAP FD CL I
    142,135.46       63,196.41  
MFO OAKMARK SELECT FD CL I
    2,291,890.48       1,287,409.25  
MFO OBERWEIS FDS CHINA OPPTYS FD
    685,647.12       267,275.09  
MFO OBERWEIS FDS INTL OPPTYS FD
    40,156.12       17,734.95  
MFO OBERWIES FDS EMERGING GROWTH PORTFOLIO
    23,481.69       9,121.30  
MFO OIL & GAS ULTRASECTOR PROFUND INV CL
    274,209.26       125,611.94  
MFO OLD MUT ADVISOR FDS ASSET ALLOCATIONGROWTH PORT CL A SHS
    371,776.65       201,507.67  
MFO OLSTEIN FDS ALL CAP VALUE FD ADVISERCL
    90,308.42       47,373.33  
MFO OPPENHEIMER CAP APPRECIATION CL A FD
    4,137.53       3,015.10  
MFO OPPENHEIMER COMMODITY STRATEGY TOTALRETURN FD CL A
    105,064.99       41,393.16  
MFO OPPENHEIMER DEVELOPING MKTS FDS CL A
    359,133.67       207,360.54  
MFO OPPENHEIMER GLOBAL FD CL A
    109,197.75       64,488.02  
MFO OPPENHEIMER GLOBAL GROWTH & INC FD CL A FORMERLY SH BEN INT TO 11 /01/1993
    56,360.45       28,341.56  
MFO OPPENHEIMER INTL BD FD CL A
    179,159.68       170,316.19  
MFO OPPENHEIMER INTL BD FD CL Y
    10,741.00       9,820.10  
MFO OPPENHEIMER INTL SMALL CO FD CL A
    167,571.43       59,458.60  
MFO OPPENHEIMER MAIN STR SMALL CAP FD CLA
    84,366.47       47,195.86  
MFO OPPENHEIMER QUEST FOR VALUE FDS OPPORTUNITY VALUE FD CL A
    4,121.12       3,177.30  
MFO OPPENHEIMER QUEST FOR VALUE FDS SMALL- & MID- CAP VALUE FD CL A
    80,044.49       38,902.48  
MFO OPPENHEIMER SERS FD INC VALUE FD CL A
    29,232.49       18,361.30  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO OPPENHEIMER SR FLOATING RATE FD CL A
    110,288.73       68,252.48  
MFO OPPENHEIMER STRATEGIC INC FD SH BEN INT OPEN END FD
    105,933.80       84,269.27  
MFO PARADIGM FDS VALUE FD
    9,418.30       6,070.27  
MFO PARNASSUS INCOME TR EQUITY INCOME FD
    1,141,684.43       941,303.47  
MFO PAX WORLD FDS SER TR I BALANCED FD INDIVIDUAL INVS CL
    25,010.73       17,213.42  
MFO PAX WORLD FDS SER TR I GROWTH FD INDIVIDUAL INVS CL
    821.96       526.70  
MFO PAYDEN & RYGEL INVT GROUP EMERGING MARKET BD FD
    48,746.48       41,377.14  
MFO PAYDEN & RYGEL INVT GROUP GNMA FD
    25,126.35       25,613.73  
MFO PAYDEN & RYGEL INVT GROUP HIGH INCOME FD
    17,992.00       12,752.66  
MFO PAYDEN & RYGEL INVT GROUP US GROWTH LEADERS FD
    135,744.60       91,804.40  
MFO PBHG FDS INC TECH & COMMUNICATIONS FD
    2,800.00       1,795.17  
MFO PBHG MID CAP VALUE FD
    174,239.22       86,814.03  
MFO PBHG SMALL CAP FD
    3,827.99       3,739.60  
MFO PERM PORTFOLIO FD INC
    28,164,259.34       24,872,435.99  
MFO PERRITT FDS INC EMERGING OPPORTUNITIES FD
    27,597.65       10,588.93  
MFO PERRITT MICROCAP OPPORTUNITIES FD INC COM
    184,842.65       90,308.41  
MFO PIMCO AST BACKED SEC PORTFOLIO FD #460
    1,126,559.27       858,766.40  
MFO PIMCO FDS DEVELOPING LOC MKT FD C
    6,446.15       4,989.44  
MFO PIMCO FDS DEVELOPING LOCAL MKT FD INSTL CL
    65,528.65       50,922.41  
MFO PIMCO FDS FGN FD INSTL
    62,518.03       54,891.06  
MFO PIMCO FDS GLOBAL MULTI-ASSET FD INSTL CL
    30,000.00       32,162.96  
MFO PIMCO FDS MULTI MANAGER SER OPCAP RENAISSANCE FD CL D
    13,218.97       6,806.91  
MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REAL RETURN STRATEGY FD CL D
    249,814.70       113,374.28  
MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REALRETURN STRATEGY FD INSTL
    130,211.59       64,808.12  
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM FD CL D
    10,807.31       10,017.16  
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO II INSTL CL
    1,508,150.07       1,265,461.22  
MFO PIMCO FDS PAC INVT MGMT SER ALL AST FD INSTL CL
    26,092.10       20,588.88  
MFO PIMCO FDS PAC INVT MGMT SER E I MTG BKD SECS FD INSTL CL
    15,000.00       13,875.30  
MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD CL D
    91,545.95       72,000.04  
MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD INSTL CL
    40,823.01       32,155.76  
MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD INSTL UNHEDGED
    95,768.11       81,976.13  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD CL D
    10,475.06       10,756.66  
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005
    32,214.56       28,641.13  
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 ALL AST FD CL D
    96,144.29       76,516.07  
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 GNMA FD CL D
    71,731.86       71,871.51  
MFO PIMCO FDS PAC INVT MGMT SER FOREIGN BD FD CL D UNHEDGED
    11,123.41       9,139.57  
MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD CL D
    478,302.81       399,331.37  
MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD INSTL CL
    22,700.00       15,603.12  
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP BD FD INSTL CL
    30,727.54       30,259.71  
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORTFOLIO INSTL CL
    9,126,251.41       7,972,455.07  
MFO PIMCO FDS PAC INVT MGMT SER LOW DURATION FD CL D
    62,087.47       57,657.35  
MFO PIMCO FDS PAC INVT MGMT SER PVT ACCTPORTFOLIO SER MUN SECTOR
    1,263,372.18       1,100,759.32  
MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN FD INSTL CL
    66,192.89       56,829.70  
MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D
    2,774,327.00       2,662,495.45  
MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL
    797,790.71       768,721.68  
MFO PIMCO FDS PAC INVT MGMT SER U S GOVTSECTOR PORTFOLIO INSTL CL
    9,223,891.37       8,450,863.20  
MFO PIMCO FDS PAPS EMERGING MKTS PORTFOLIO INSTL CL
    1,402,429.27       1,219,504.30  
MFO PIMCO FDS PAPS INTL PORTFOLIO INSTL CL
    4,380,896.68       4,055,945.68  
MFO PIMCO HI YIELD PORTFOLIO FD #477
    1,077,067.79       738,731.38  
MFO PIMCO PAPS MORTGAGE PORTFOLIO INSTL CL
    30,313,122.71       28,787,693.41  
MFO PIMCO REAL ESTATE REAL RETURN STRATEGY FD D
    46,200.37       16,543.78  
MFO PIMCO REAL RETURN BD FD CL D
    279,958.82       239,850.31  
MFO PIONEER HI YIELD FD CL A
    88,024.82       49,799.59  
MFO PIONEER SER TR II GROWTH LEADERS FD CL A SHS
    6,137.95       2,386.99  
MFO PIONEER SER TR III CULLEN VALUE FD CL Y
    71,692.83       52,403.17  
MFO PIONEER STRATEGIC INCOME FD CL A
    4,349.89       3,524.71  
MFO PRECIOUS METALS ULTRASECTOR PROFUND
    11,406.81       4,978.73  
MFO PREMIER INTER TERM INC CL A
    109,623.81       97,346.17  
MFO PRESIDIO FDS COM
    39,465.79       27,302.18  
MFO PRICE T ROWE GROWTH STK FD INC COM
    162,375.50       101,227.60  
MFO PRICE T ROWE HI YIELD FD
    320,906.21       297,269.10  
MFO PRICE T ROWE HLTH SCI FD INC COM
    96,724.64       70,093.45  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO PRICE T ROWE MEDIA & TELECOMMUNICATIONS FD INC COM
    89,797.55       46,865.76  
MFO PRICE T ROWE RETIREMENT FDS INC 2015FD
    10,842.90       7,107.57  
MFO PRICE T ROWE RETIREMENT FDS INC 2020FD
    302,808.30       209,298.08  
MFO PRICE T ROWE RETIREMENT FDS INC 2025FD
    27,026.65       16,220.13  
MFO PRICE T ROWE RETIREMENT FDS INC 2030FD
    417,146.60       264,790.89  
MFO PRICE T ROWE RETIREMENT FDS INC 2035FD
    103,811.19       67,520.91  
MFO PRIMECAP ODYSSEY FDS AGGRESSIVE GROWTH FD
    7,242.96       4,849.86  
MFO PRIMECAP ODYSSEY FDS GROWTH FD
    35,099.94       23,778.41  
MFO PRINCIPAL FDS INC HIGH YIELD FD CL A
    49,670.11       40,511.66  
MFO PROFESSIONALLY MANAGED FD ASTERICK XUPGRADER
    701,537.38       395,841.12  
MFO PROFESSIONALLY MANAGED PORTFOLIOS CAN SLIM SELECT GROWTH FD
    115,427.25       102,943.52  
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF AGGRESSIVE UPGRADER FD
    212,238.56       132,608.51  
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF UPGRADER FD
    9,500.00       7,409.43  
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX TACTICAL UPGRADER FD
    52,683.25       36,136.35  
MFO PROFESSIONALLY MANAGED PORTFOLIOS HODGES FD
    220,961.76       125,043.20  
MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD OSTERWEIS FD
    46,950.59       32,568.07  
MFO PROFESSIONALLY MANAGED PORTFOLIOS PORTFOLIO 21
    27,880.24       18,996.77  
MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN GROWTH FD
    45,787.50       19,755.33  
MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN SOLUTIONS FD
    20,351.30       15,280.45  
MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X AGGRESSIVE UPGRADER
    647,644.75       374,530.78  
MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X CONSERVATIVE UPGRADER
    86,004.99       63,995.27  
MFO PROFESSIONALLY MANAGED PORTFOLIOS X FLEXIBLE INC FD
    119,161.36       115,531.12  
MFO PROFUNDS BEAR PROFUND INVS
    103,854.07       95,373.54  
MFO PRUDENT GLOBAL INC FD CL A SHS
    199,537.18       186,383.67  
MFO PUTNAM INTL EQUITY FD CL A
    10,309.90       5,200.93  
MFO QUAKER INVT TR MID-CAP VALUE FD CL A
    24,878.78       13,711.18  
MFO QUAKER INVT TR STRATEGIC GROWTH FD CL A
    387,606.06       204,803.83  
MFO QUANTITATIVE GROUP FDS QUANT EMERGING MKTS FD ORD SHS
    19,953.67       8,742.00  
MFO QUANTITATIVE GROUP FDS QUANT FOREIGNVALUE FD ORD SHS
    111,456.73       53,504.78  
MFO RAINIER FDS MID CAP EQUITY PORTFOLIO
    369,404.96       208,998.58  
MFO RBB FD INC FREE MARKET INTL EQUITY FD
    126,210.48       71,439.34  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO RBB FD INC FREE MARKET US EQUITY FD
    139,963.46       91,847.42  
MFO RBB FD INC ROBECO BOSTON PARTNERS SMALL CAP VALUE
    70,280.39       32,952.03  
MFO RIDGEWORTH FDS HIGH INCOME FD CL I
    39,072.33       28,552.41  
MFO RIDGEWORTH FDS INTERMEDIATE BD FD CLI
    46,902.86       47,465.04  
MFO RIM CORE EQUITY PORTFOLIO PORTFOLIO
    1,808,486.16       1,216,094.63  
MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO
    372,499.07       220,360.52  
MFO RISING RATES OPPORTUNITY 10 PROFUND
    8,000.00       6,756.21  
MFO RISING RATES OPPORTUNITY INV CL RISING RATES OPPORTUNITY
    116,413.52       70,801.68  
MFO RIVERNORTH FDS CORE OPPORTUNITY FD
    10,804.71       8,659.98  
MFO RIVERSOURCE INVT SER INC DIVERSIFIEDEQUITY INCOME FD CL R4
    82,374.72       43,480.22  
MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD
    136,242.57       79,816.77  
MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD
    7,129.51       3,616.09  
MFO ROBERTSON STEPHENS INVT TR INFO AGE FD
    7,032.63       3,767.10  
MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD
    18,717.89       11,197.39  
MFO ROWE PRICE NEW ERA FD INC
    400,777.34       245,072.87  
MFO ROWE PRICE SMALL CAP VALUE FD
    21,055.59       16,168.49  
MFO ROWE T PRICE BLUE CHIP GROWTH FD
    128,727.83       90,692.90  
MFO ROWE T PRICE CAP APPRECIATION FD ADVISOR CLASS
    16,484.36       10,948.67  
MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD
    277,946.03       175,011.57  
MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD
    231,095.84       117,845.33  
MFO ROWE T PRICE INTL FD INC INTL BD FD OPEN END FD
    109,452.45       104,146.30  
MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD
    399,696.75       176,458.37  
MFO ROWE T PRICE INTL FDS EMERGING MKTS STK FD
    528,568.86       297,291.92  
MFO ROWE T PRICE INTL FDS INC
    297,156.24       148,510.50  
MFO ROWE T PRICE INTL FDS INC AFRICA ANDTHE MIDDLE EAST FD
    35,915.33       16,152.24  
MFO ROWE T PRICE INTL FDS INC GROWTH & INCOME FD
    3,310.92       1,627.72  
MFO ROWE T PRICE INTL FDS INC LATIN AMERFD
    783,628.01       415,933.84  
MFO ROWE T PRICE MID-CAP GROWTH FD INC COM
    80,919.68       57,666.90  
MFO ROWE T PRICE MID-CAP VALUE FD COM
    112,393.13       71,792.16  
MFO ROWE T PRICE NEW AMER GROWTH FD SH BEN INT OPEN END FD
    28,455.49       15,912.81  
MFO ROWE T PRICE NEW HORIZONS FD INC COM
    6,050.42       3,545.35  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO ROWE T PRICE PERS STRATEGY FDS INC
    94,216.47       58,749.02  
MFO ROWE T PRICE SCI & TECH FD INC CAP STK
    1,087.90       656.27  
MFO ROWE T PRICE SPECTRUM FD GROWTH FD
    345,408.04       210,205.18  
MFO ROWE T PRICE SPECTRUM FD INC INC FD OPEN END FD
    39,562.46       33,417.49  
MFO ROYCE FD 100 FD SVC CL
    67,022.30       50,504.52  
MFO ROYCE FD GLOBAL VALUE FD SVC CL
    5,010.78       2,844.15  
MFO ROYCE FD HERITAGE FD SVC CL
    81,559.98       68,704.88  
MFO ROYCE FD LOW PRICED STK FD SVC CL
    559,096.00       383,109.68  
MFO ROYCE FD MICRO-CAP FD INVT CL
    168,523.51       101,656.05  
MFO ROYCE FD OPPORTUNITY FD
    216,252.78       104,712.97  
MFO ROYCE FD PA MUT FD INVT CL
    333,387.31       220,485.79  
MFO ROYCE FD PREMIER FD INVT CL
    112,846.42       83,745.47  
MFO ROYCE FD PREMIER FD SVC CL
    11,858.41       8,764.84  
MFO ROYCE FD SPL EQTY FD INVT CL
    32,068.21       30,939.25  
MFO ROYCE FD TECHNOLOGY VALUE FD SVC CL
    35,081.28       19,415.57  
MFO ROYCE FD TOTAL RETURN FD
    372,983.66       288,334.09  
MFO ROYCE FD VALUE FD SVC CL
    769,234.16       499,899.58  
MFO ROYCE FD VALUE PLUS FD SVC CL
    1,124,362.32       687,521.16  
MFO RS EMERGING GROWTH FD
    3,431.95       1,365.93  
MFO RS INVT TR GLOBAL NATURAL RES FD
    286,450.84       183,577.78  
MFO RS INVT TR PARTNERS FD
    627,420.90       392,601.15  
MFO RUSSELL TR CO COMMINGLED EMP BENEFI INTL INDEX FD SER I
    28,337,567.46       18,774,269.84  
MFO RYDEX OTC 2X STRATEGY FUND CL H
    4,012.31       4,158.93  
MFO RYDEX S&P 500 2X STRATEGY FUND FD CL
    50,192.72       14,084.12  
MFO RYDEX SER FDS
    1,987.38       1,085.21  
MFO RYDEX SER FDS ABSOLUTE RETURN STRATEGIES FD CL H
    48,146.86       38,488.79  
MFO RYDEX SER FDS ENERGY SVCS FD INVS CL
    21,902.60       8,891.42  
MFO RYDEX SER FDS EUROPE 1.25X STRATEGY FD CL H
    11,825.38       5,256.94  
MFO RYDEX SER FDS GOVT LONG BD 1.2X STRATEGY FD INVS CL
    142,519.00       146,705.50  
MFO RYDEX SER FDS HEDGED EQUITY FD CL H
    5,000.00       3,428.32  
MFO RYDEX SER FDS INVERSE GOVT LONG BD STRATEGY FD INV CL JUNO
    24,687.30       21,664.35  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO RYDEX SER FDS INVERSE NASDAQ-100 STRATEGY FD INV CL
    2,388.05       3,054.54  
MFO RYDEX SER FDS MANAGED FUTURES STRATEGY FD CL H
    168,436.39       165,779.54  
MFO RYDEX SER FDS NASDAQ-100 FD INV CL
    437,017.38       302,557.96  
MFO RYDEX SER FDS PRECIOUS METALS FD #16
    14,251.00       14,879.51  
MFO RYDEX SER FDS SECTOR ROTATION FD CL H SHS
    154,612.78       93,264.08  
MFO RYDEX SER TR URSA FD
    41,487.51       48,091.38  
MFO RYDEX STRENGTHENING DOLLAR 2X FD CL H
    1,298.85       1,075.88  
MFO SCHRODER CAP FDS DEL U S OPPTYS FD INV SHS COMP-INV
    257,151.41       193,752.98  
MFO SCHWAB CAP TR ASSET DIRECTOR CONSERVATIVE INV SHS
    23,223.25       19,201.04  
MFO SCHWAB CAP TR ASSET DIRECTOR HIGH GROWTH FD INV SHS
    329,154.28       235,311.41  
MFO SCHWAB CAP TR AST DIRECTOR-AGGRESSIVE GROWTH FD
    555,748.64       339,668.40  
MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD
    325,105.24       243,761.47  
MFO SCHWAB CAP TR BALANCED FD INV SHS
    59,036.22       44,904.55  
MFO SCHWAB CAP TR CORE EQUITY FD
    944,522.89       687,404.79  
MFO SCHWAB CAP TR DIVID EQTY FD INV SHS
    534,096.35       399,381.50  
MFO SCHWAB CAP TR DIVIDEND EQUITY FD SELECT SHS
    68,494.99       48,160.19  
MFO SCHWAB CAP TR FINL SVCS FD
    361,979.10       246,977.27  
MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD
    3,324.05       1,857.45  
MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD
    30,584.85       21,485.23  
MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD
    86,472.80       47,716.57  
MFO SCHWAB CAP TR FUNDAMENTAL US SMALL-MID CO INDEX FD
    9,668.89       6,460.78  
MFO SCHWAB CAP TR FUNDAMENTAL US SMALL-MID CO INDEX FD
    12,288.47       7,794.27  
MFO SCHWAB CAP TR FUNDAMENTAL US LARGE CO INDEX FD TM
    14,460.18       8,314.44  
MFO SCHWAB CAP TR FUNDAMENTAL US LARGE CO INDEX FD TM
    13,553.06       8,284.78  
MFO SCHWAB CAP TR HEALTH CARE FD
    889,487.44       727,937.94  
MFO SCHWAB CAP TR HEDGED EQTY FD SELECT SH
    188,753.19       166,011.49  
MFO SCHWAB CAP TR HEDGED EQUITY FD INV SHS
    111,397.84       91,878.42  
MFO SCHWAB CAP TR INTL CORE EQUITY FD INVESTOR CL
    756.75       503.43  
MFO SCHWAB CAP TR INTL INDEX FD INV SHS
    287,821.07       184,127.09  
MFO SCHWAB CAP TR INTL INDEX FD SELECT SHS
    98,522.52       60,168.83  
MFO SCHWAB CAP TR LARGE CAP GROWTH FD SELECT SHS
    28,185.64       18,146.72  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD INV SHS
    1,013,429.78       556,182.57  
MFO SCHWAB CAP TR LAUDUS SMALL-CAP MARKETMASTERS FD INV
    45,766.16       32,684.95  
MFO SCHWAB CAP TR PREMIER EQUITY FD SELECT SHS
    170,364.39       110,509.86  
MFO SCHWAB CAP TR PREMIER EQUITY FD INV SHS
    279,075.62       184,636.13  
MFO SCHWAB CAP TR S&P 500 INDEX FD SELECT SHS
    166,040.79       113,927.54  
MFO SCHWAB CAP TR S&P 500 INDEX FD INV SHS
    624,663.70       474,270.56  
MFO SCHWAB CAP TR SMALL CAP EQTY FD INV SHS
    550,994.43       309,193.42  
MFO SCHWAB CAP TR SMALL CAP INDEX FD INVSHS
    113,574.52       62,767.42  
MFO SCHWAB CAP TR TARGET 2010 FD
    135,606.28       103,161.83  
MFO SCHWAB CAP TR TARGET 2020 FD
    340,331.52       247,816.59  
MFO SCHWAB CAP TR TARGET 2025 FD
    67,135.75       64,778.12  
MFO SCHWAB CAP TR TARGET 2030 FD
    39,834.58       28,061.40  
MFO SCHWAB CAP TR TARGET 2040 FD
    37,433.97       28,745.51  
MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS PREMIER SWEEP SHS
    64,853.86       64,853.86  
MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS SWEEP SHS
    724,592.93       724,592.93  
MFO SCHWAB CHARLES FAMILY FDS INV MONEY FD
    846,052.74       846,052.74  
MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD
    8,410,127.26       8,410,127.26  
MFO SCHWAB FAMILY FD MONEY MKT FD
    232,700,371.85       232,712,258.57  
MFO SCHWAB GOVT SEC FD
    488,028.55       488,028.55  
MFO SCHWAB INVTS 1000 INDEX FD INV SHS
    303,777.57       216,195.45  
MFO SCHWAB INVTS 1000 INDEX FD SELECT SHS
    132,452.23       89,419.08  
MFO SCHWAB INVTS GLOBAL REAL ESTATE FD INV SHS
    79,586.01       42,279.89  
MFO SCHWAB INVTS GLOBAL REAL ESTATE FD SELECT SHS
    393,577.67       176,892.22  
MFO SCHWAB INVTS GNMA FD SELECT SHS
    43,767.88       44,668.82  
MFO SCHWAB INVTS INFLATION PROTECTED FD INVS SHS
    157,889.23       142,168.53  
MFO SCHWAB INVTS INFLATION PROTECTED FD SELECT SHS PROTECTED FD SEL
    153,588.50       144,933.54  
MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BOND MARKET INDEX FUND
    116,126.64       105,446.06  
MFO SCHWAB SMALL CAP INDEX SELECT
    186,068.06       105,157.67  
MFO SCHWAB TOTAL BOND MKT INDEX FD
    51,816.60       47,448.78  
MFO SCHWAB TOTAL STOCK MARKET INDEX FUND
    531,921.18       350,366.00  
MFO SCHWAB U.S TREAS MONEY FD
    7,004,539.10       7,004,539.10  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO SCHWAB YIELD PLUS FD YIELDPLUS FD INV SHS
    78,224.39       46,439.90  
MFO SCHWARTZ INVT TR
    15,120.66       10,889.80  
MFO SCHWARTZ INVT TR AVE MARIA CATHOLIC VALUES FD
    37,024.20       20,627.44  
MFO SELECTED AMER SH INC CAP STK OPEN END FD
    859,147.29       573,642.98  
MFO SELECTED AMERN SHS INC CL D
    58,349.35       38,387.51  
MFO SELECTED SPL SHS INC
    3,945.59       2,033.83  
MFO SELECTED SPL SHS INC CL D
    11,193.99       5,542.54  
MFO SELIGMAN COMMUNICATIONS & INFORMATION FD INC CL A
    17,000.00       14,408.06  
MFO SELIGMAN VALUE FD SER INC LARGE-CAP VALUE FD CL A
    33,242.27       21,992.91  
MFO SELIGMAN VALUE FD SER INC SMALLER CAP VALUE FD CL A
    37,699.65       19,983.42  
MFO SENTINEL FDS SUSTAINABLE CORE OPPORTUNITIES CD CL A
    30,279.51       20,162.84  
MFO SENTINEL FDS SUSTAINABLE GROWTH OPPTYS FD CL A
    81,436.84       43,665.79  
MFO SEQUOIA FD INC COM STK OPEN END FD
    189,097.62       155,352.60  
MFO SER TR X NEW ENDEAVOR FD CL A
    8,291.48       4,294.29  
MFO SHORT REAL ESTATE PROFUND INVESTOR
    11,641.09       10,219.85  
MFO SIT LARGE CAP GROWTH FD
    181,628.92       127,557.35  
MFO SIT MID CAP GROWTH FD INC
    27,364.90       17,048.24  
MFO SMALL CAPITLIZATION GROWTH PORT INV
    105,350.74       66,316.39  
MFO SMALL-CAP PROFUND INV CL
    34,653.40       28,494.13  
MFO SMALLCAP WORLD FD INC CL F-1
    90,436.45       44,436.19  
MFO SMALLCAP WORLD FD INC CL R-5
    19,275.78       10,348.66  
MFO SMALLCAP WORLD FD INC OPEN END FD
    23,310.45       11,561.64  
MFO SOUND SHORE FD INC COM
    561,998.67       351,554.53  
MFO STRATTON FDS INC SMALL-CAP VALUE FD
    108,040.80       81,098.07  
MFO STRATTON MULTI-CAP GROWTH FD
    31,501.27       20,332.42  
MFO STRONG ADVISOR COM STK Z
    10,608.23       6,395.44  
MFO STRONG ASIA PAC FD INC INV SER
    160,066.53       83,932.28  
MFO STRONG EQUITY FDS II INC SMALL CO VALUE FD
    38,591.94       23,035.37  
MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD
    1,471,279.70       1,027,338.10  
MFO T ROWE PRICE FINL SVCS FD INC COM #117
    1,486.52       673.64  
MFO T ROWE PRICE INTL FDS INC EMERGING MKTS FD #110
    28,991.75       21,261.96  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO T ROWE PRICE NEW INC FD INC
    9,277.92       9,086.26  
MFO TAMARACK FDS TR ENTERPRISE FD CL S
    24,690.89       14,981.39  
MFO TAMARACK FDS TR MICROCAP VALUE FD CL
    100,341.33       52,964.98  
MFO TARGET RETIREMENT 2020 FD
    546,765.19       486,899.04  
MFO TARGET RETIREMENT 2030 FD
    41,248.63       27,204.74  
MFO TCW FDS INC FORMERLY TCW GALILEO FDSIN DIVERSIFIED VALUE FD CL N
    42,928.96       25,584.62  
MFO TCW FUNDS INC VALUE OPPORTUNITES FD
    36,332.34       20,476.92  
MFO TCW GALILEO FDS INC DIVIDEND FOCUSEDFD
    172,466.56       97,849.89  
MFO TCW GALILEO FDS INC OPPORTUNITY FD CL N
    9,611.65       4,616.47  
MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N
    3,606.03       2,152.01  
MFO TCW GALILEO FDS INC TOTAL RETURN BD FD CL N SHS
    46,330.57       44,627.85  
MFO TCW TOTAL RETURN BD FD CL I SHS
    215,800.78       208,219.89  
MFO TEMPLETON CHINA WORLD FD FORMERLY TEMPL ADVISOR CL
    54,100.05       54,078.93  
MFO TEMPLETON DEVELOPING MKTS TR SH BEN INT CL A
    19,186.01       15,019.82  
MFO TEMPLETON GLOBAL INVT TR BRIC FD CL A
    82,885.38       33,194.47  
MFO TEMPLETON GROWTH FD INC CL A
    29,671.61       16,052.15  
MFO TEMPLETON INC TR GLOBAL BD FD CL A GLOBAL BD FD A
    95,537.57       95,443.78  
MFO TFS CAP INVT TR MKT NEUTRAL FD
    236,708.96       226,082.92  
MFO THIRD AVE TR INTL VALUE FD
    125,661.86       77,664.89  
MFO THIRD AVE TR VALUE TR
    1,344,963.37       770,716.51  
MFO THOMAS WHITE INTL FD
    94,321.43       59,359.55  
MFO THOMPSON PLUMB FDS INC BD FD
    2,942.65       2,714.89  
MFO THOMPSON PLUMB FDS INC GROWTH FD
    84,569.39       38,998.66  
MFO THORNBURG INC TR LTD TERM US GOVT FD
    2,903.21       3,075.68  
MFO THORNBURG INTL VALUE FD
    935,909.44       787,593.54  
MFO THORNBURG INVT TR GROWTH FUND CL A SHS
    108,260.62       64,232.12  
MFO THORNBURG INVT TR INTL VALUE FD CL A
    219,088.84       141,833.00  
MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL A SHS
    134,012.22       111,469.80  
MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL I
    34,820.64       23,783.42  
MFO THORNBURG INVT TR VALUE FD CL A
    48,398.71       26,014.50  
MFO TIAA-CREF MUT FDS GROWTH & INCOME FDRETAIL CL
    10,482.01       7,047.85  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO TIP FDS TURNER NEW ENTERPRISE FD CL I
    3,528.90       1,562.15  
MFO TOCQUEVILLE GOLD FD
    689,637.12       479,222.57  
MFO TOCQUEVILLE INTL VALUE FD CL F
    9,586.73       5,115.44  
MFO TOCQUEVILLE TR TOCQUEVILLE FD CL A
    410,702.04       246,101.66  
MFO TORRAY FD SH BEN INT
    148,791.60       80,374.99  
MFO TOTAL RETURN BD FD CL A
    103,978.54       99,118.20  
MFO TOUCHSTONE FDS GROUP TR MID CAP FD CL Z
    5,000.00       2,892.90  
MFO TOUCHSTONE FDS GROUP TR SMALL CAP VALUE OPPTYS FD
    209,618.58       130,610.06  
MFO TOUCHSTONE STRATEGIC TR LARGE CAP GROWTH FD CL A
    15,813.89       10,919.16  
MFO TOUCHSTONE STRATEGIC TR MID CAP GROWTH FD CL A
    236,560.10       146,966.70  
MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INV SHS
    11,186.28       7,871.16  
MFO TRANSAMERICA INVS INC PREMIER DIVDERSIFIED EQUITY FD INVS CL
    42,654.38       29,172.86  
MFO TRANSAMERICA INVS INC PREMIER EQUITYFD INV SHS
    209,098.09       128,068.09  
MFO TURNER FDS LARGE CAP GROWTH FD INV CL
    13,633.84       8,573.53  
MFO TURNER FDS MIDCAP FD INSTL CL
    1,836,559.25       1,053,084.26  
MFO TURNER FDS SMALL CAP GROWTH FD
    55,200.50       36,110.73  
MFO TWEEDY BROWNE FD INC AMERICAN VALUE FD
    19,888.35       14,380.29  
MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD
    469,723.23       338,245.49  
MFO U S GLOBAL ACCOLADE FDS EASTN EUROPEAN FD
    552,066.68       182,385.97  
MFO U S GLOBAL INVESTORS FDS FORMERLY UNITE U S ALL AMERN EQTY FD
    5,873.03       3,493.76  
MFO U S GLOBAL INVESTORS FDS FORMERLY UTD SVCS FDS TO 02/25/1997 PROSPECTOR FD
    985,776.98       374,722.58  
MFO ULTRA EMERGING MKTS PROFUND INVS CL
    189,556.91       35,365.09  
MFO ULTRA MID CAP PROFUND INVS CL
    60,108.02       20,346.69  
MFO ULTRA NASDAQ 100 INV
    37,438.07       10,324.61  
MFO ULTRA SHORT JAPAN PROFUND INVS CL
    63,161.12       62,984.41  
MFO ULTRA SHORT NASDAQ 100 INV
    4,100.63       5,082.56  
MFO ULTRABEAR PROFUND INVS CL
    5,485.51       4,089.61  
MFO ULTRABULL PROFUND INVS CL
    100,742.68       102,923.13  
MFO ULTRACHINA PROFUND INV CL
    7,125.00       6,592.74  
MFO ULTRADOW 30 PROFUND INV CL
    20,479.83       7,728.58  
MFO ULTRASHORT INTL PROFUND INVS CL
    8,787.80       7,887.73  

 

 


Table of Contents

SUPPLEMENTAL SCHEDULE
FORM 5500, SCHEDULE H, PART IV, LINE 4i
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO ULTRASHORT MID-CAP FD INV CL
    6,239.02       4,454.89  
MFO ULTRASHORT SMALL-CAP FD INV CL
    7,535.54       5,448.84  
MFO ULTRASMALLCAP PROFUND INV CL
    4,671.51       2,008.82  
MFO UMB SCOUT FDS INTL DISCOVERY FD
    3,000.00       2,972.09  
MFO UMB SCOUT FDS INTL FD
    1,537,670.09       1,070,858.61  
MFO UMB SCOUT FDS SMALL CAP FD
    139,718.43       90,959.14  
MFO UMB SCOUT FDS STOCK FD
    177,977.73       148,538.65  
MFO UNIFIED SER TR AUER GROWTH FD
    4,000.00       2,051.28  
MFO UNIFIED SER TR IMS CAP VALUE FD
    20,943.22       13,098.27  
MFO UNIFIED SER TR ROOSEVELT MULTI-CAP FD
    3,028.82       2,408.56  
MFO UNIFIED SER TR SYMONS ALPHA VALUE INSTL FD
    12,141.38       12,317.90  
MFO US GLOBAL ACCOLADE GLOBAL MEGA TRENDS FD
    12,798.32       8,676.90  
MFO US GLOBAL INVESTORSGOLD & PRECIOUS METALS FD
    78,122.68       68,162.79  
MFO US TREAS BD PORTFOLIO
    14,572.45       16,496.26  
MFO USGI WOLD PRECIOUS MINERAL FUND
    872,739.51       363,351.65  
MFO UTD SVCS FDS CHINA REGION OPPORTUNITY FD
    13,500.00       9,583.90  
MFO VALUE LINE INC FD INC COM
    50,291.90       37,725.29  
MFO VALUE LINE LARGER COMPANIES
    39,598.96       33,558.67  
MFO VALUE LINE PREMIER GROWTH FD INC
    381,063.11       269,895.93  
MFO VALUE LINE SMALL-CAP GROWTH FD INC COM
    391,472.53       261,634.25  
MFO VAN ECK FDS INTL INVS FD A
    17,201.57       13,903.87  
MFO VAN ECK GLOBAL HARD AST CL A
    5,400.76       3,889.09  
MFO VAN KAMPEN AMERN CAP COMSTOCK FD CL A
    149,965.43       91,343.86  
MFO VAN KAMPEN AMERN CAP EQTY INC FD CL A
    199,962.04       140,425.57  
MFO VAN KAMPEN CAP GROWTH CL A
    32,205.66       20,183.93  
MFO VANGUARD 500 INDEX FUND SIGNAL
    587,740.73       444,319.90  
MFO VANGUARD AST ALLOCATION FD INC COM
    12,519.24       8,129.56  
MFO VANGUARD AST ALLOCATION FD INC U S VALUE FD
    30,797.72       18,113.60  
MFO VANGUARD BD INDEX FD INC COM
    242,299.69       245,997.40  
MFO VANGUARD BD INDEX FD INC INTER TERM PORTFOLIO FD VANGUARD BD INDEX FD
    367,661.80       367,256.15  
MFO VANGUARD BD INDEX FD INC LONG TERM PORTFOLIO FD
    164,863.59       170,169.60  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO VANGUARD BD INDEX FD INC SHORT TERM PORTFOLIO FD
    196,689.31       199,390.07  
MFO VANGUARD BD INDEX FD INC TOTAL BD MKT INDEX FD SIGNAL SHS
    38,825.81       38,787.71  
MFO VANGUARD CONV SECS FD SH BEN INT
    21,446.43       14,392.99  
MFO VANGUARD DEVELOPED MKTS INDEX FD
    47,244.72       27,393.96  
MFO VANGUARD EMERGING MKTS STOCK IDX VEIEX
    446,157.44       262,866.23  
MFO VANGUARD EQTY INC FD INC COM
    49,337.39       35,817.71  
MFO VANGUARD EQTY INC FD INC GROWTH EQTYFD
    36,100.33       24,591.54  
MFO VANGUARD EXPLORER FD / VANGUARD EXPLORER FD INC TO 6/30/1998 COM
    44,491.28       24,173.77  
MFO VANGUARD FENWAY FDS PRIMECAP CORE FDINVS SHS
    194,909.13       150,311.86  
MFO VANGUARD FIXED INCOME SECS FD INC HIGH YIELD BD PORTFOLIO
    194,199.73       136,558.18  
MFO VANGUARD FXD INC SECS FD INC INFLATION-PROTECTED SECS FD #119
    1,102,979.49       1,022,991.19  
MFO VANGUARD FXD INC SECS FD INC SHORT TERM U S TREAS PORTFOLIO
    43,755.71       46,085.73  
MFO VANGUARD GROWTH & INC FD
    86,685.94       54,361.51  
MFO VANGUARD GROWTH & INC FD ADMIRAL SH FD#593
    120,099.90       65,285.72  
MFO VANGUARD GROWTH INDEX
    93,585.61       63,030.54  
MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO
    112,938.14       83,452.11  
MFO VANGUARD HORIZON GLOBAL EQTY FD #129
    988,803.58       528,254.33  
MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD
    609,282.50       438,323.76  
MFO VANGUARD INDEX TR EXTD MKT PORTFOLIOOPEN END FD
    44,377.19       31,734.11  
MFO VANGUARD INDEX TR MID CAPITALIZATION STK PORT INV SH
    344,944.03       242,278.90  
MFO VANGUARD INTL VALUE FD
    346,255.09       211,335.60  
MFO VANGUARD INTM TERM INVT GRADE ADMR
    229,971.34       205,419.34  
MFO VANGUARD LARGE-CAP INDEX FD INV SHS
    347,643.38       257,518.75  
MFO VANGUARD LIFE STRATEGY INC FD PORTFOLIO
    47,434.99       42,466.90  
MFO VANGUARD LONG-TERM INVT GRADE FD
    55,504.78       52,732.26  
MFO VANGUARD MID-CAP GROWTH FD INVS SHS
    64,528.15       48,290.26  
MFO VANGUARD MORGAN GROWTH FD /VANGUARD MORGAN GROWTH FD INC 06/30/1998 COM
    14,634.73       15,105.61  
MFO VANGUARD PAC STK INDEX FD.
    75,014.37       57,934.79  
MFO VANGUARD PRIMECAP FUND
    46,327.70       40,545.43  
MFO VANGUARD SHORT TERM INVT GRADE INV.
    651,795.88       596,250.92  
MFO VANGUARD SMALL-CAP INDEX FD
    279,398.79       206,531.44  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO VANGUARD SMALL-CAP VALUE INDEX FUND
    236,125.39       154,437.71  
MFO VANGUARD SPECIALIZED PORTFOLIOS DIVID GROWTH FD
    50,602.29       43,091.82  
MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD
    941,297.35       651,410.74  
MFO VANGUARD SPECIALIZED PORTFOLIOS HEALTH CARE FD
    798,861.31       667,988.59  
MFO VANGUARD SPECIALIZED PORTFOLIOS PRECIOUS METALS & MNG FD
    553,224.51       256,877.76  
MFO VANGUARD STAR FD LIFESTRATEGY GROWTHFD
    11,087.25       8,767.87  
MFO VANGUARD STAR FD STAR FD
    23,717.34       17,472.12  
MFO VANGUARD STRATEGIC EQTY FD
    40,575.42       20,619.67  
MFO VANGUARD TARGET RET FD 2015 #303
    26,003.45       25,909.30  
MFO VANGUARD TARGET RET FD 2025 #304
    448,255.30       328,466.97  
MFO VANGUARD TARGET RET FD 2035
    29,337.58       19,679.55  
MFO VANGUARD TARGET RET FD 2045 #306
    39,504.22       24,129.34  
MFO VANGUARD TOTAL INTL STK INDX FD
    512,280.84       348,327.07  
MFO VANGUARD TOTAL STK MKT INDEX FD INV SH
    1,873,410.62       1,317,756.74  
MFO VANGUARD TX-MANAGED FD TX-MANAGED INTL FD #127
    10,767.21       6,935.13  
MFO VANGUARD VALUE INDEX
    345,553.43       223,160.12  
MFO VANGUARD WELLESLEY INCOME FD COM
    718,105.92       617,989.91  
MFO VANGUARD WELLINGTON FD COM
    617,224.42       478,561.40  
MFO VANGUARD WHITEHALL FDS INTL EXPLORERFD INVS SHS
    106,712.57       59,532.57  
MFO VANGUARD WHITEHALL FDS SELECTED VALUE FD INVS SHS
    73,585.27       44,146.12  
MFO VANGUARD WINDSOR II FD
    336,417.70       198,349.53  
MFO VANGUARD WINDSOR MUT FD VWNDX
    240,761.19       124,445.47  
MFO VANGUARD WORLD FD FTSE SOCIAL INDEX FD INV SHS
    11,513.16       6,346.87  
MFO VANGUARD WORLD FD INTL GROWTH FD
    625,356.19       348,328.09  
MFO VIRTUS OPPORTUNITIES TR VIRTUS FOREIGN OPPORTUNITIES
    27,942.60       17,396.06  
MFO WASATCH ADVISORS FDS INC INCOME FD
    48,710.34       62,268.46  
MFO WASATCH ADVISORS FDS INC MICRO CAP FD
    486,949.71       220,084.17  
MFO WASATCH ADVISORS FDS INC ULTRA GROWTH FD
    17,834.76       8,084.69  
MFO WASATCH CORE GROWTH FD
    188,373.13       97,124.88  
MFO WASATCH FDS INC GLOBAL OPPORTUNITIESFD
    12,000.00       13,380.00  
MFO WASATCH FDS INC GLOBAL SCI & TECHNOLOGY FD
    76,709.80       38,718.57  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO WASATCH FDS INC INTL GROWTH FD
    29,545.65       14,953.28  
MFO WASATCH FDS INC INTL OPPORTUNITIES FD
    5,410.34       2,710.51  
MFO WASATCH FDS INC MICRO CAP VALUE FD
    48,038.53       28,436.41  
MFO WASATCH FDS INC SMALL CAP VALUE FD
    156,138.87       65,936.08  
MFO WASATCH SMALL CAP GROWTH FD
    126,456.53       77,773.78  
MFO WASH MUT INVESTORS FD INC CAP OPEN END FD
    140,463.02       90,678.16  
MFO WASHINGTON MUT INVS FD INC CL R-5
    57,436.38       35,251.40  
MFO WEITZ FDS HICKORY FD
    8,073.98       3,926.99  
MFO WEITZ FDS PARTNERS VALUE FD
    58,111.08       32,474.04  
MFO WEITZ FDS VALUE FD
    169,838.22       84,310.06  
MFO WELLS FAMILY REAL ESTATE FDS WELLS DOW JONES WILSHIRE US REIT
    4,160.34       1,954.34  
MFO WELLS FARGO ADVANTAGE FDS INTL EQUITY FD INV CL
    2,468.12       1,286.15  
MFO WELLS FARGO C&B LARGE CAP VALUE INVESTORS
    49,111.64       29,741.98  
MFO WELLS FARGO C&B MID CAP VALUE INVESTORS
    47,950.06       25,699.33  
MFO WELLS FARGO FDS TR ADVANTAGE DISCOVERY FD INV CL
    43,846.50       29,000.69  
MFO WELLS FARGO FDS TR ADVANTAGE ENTERPRISE FD INV CL
    1,225.67       916.73  
MFO WELLS FARGO FDS TR ADVANTAGE OPPORTUNITY FD INV CL
    151,047.52       82,546.86  
MFO WELLS FARGO FDS TR ADVANTAGE SMALL/MID CAP VALUE FD INV CL
    12,672.29       6,618.12  
MFO WELLS FARGO FDS TR ADVANTAGE CAP GROWTH FD ADMIN INV CL
    3,602.60       2,110.16  
MFO WELLS FARGO FDS TR ADVANTAGE GOVT SECS FD INV CL
    27,602.54       28,847.74  
MFO WELLS FARGO FDS TR ADVANTAGE GROWTH & INCOME FD INV CL
    6,916.20       3,719.11  
MFO WELLS FARGO FDS TR ADVANTAGE GROWTH FD INV CL
    253,245.34       148,465.09  
MFO WELLS FARGO FDS TR ADVANTAGE LARGE CAP GROWTH FD INV CL
    28,041.60       19,721.63  
MFO WELLS FARGO FDS TR ADVANTAGE MID CAPDISCIPLINED FD INV CL
    80,058.25       50,939.06  
MFO WELLS FARGO FDS TR ADVANTAGE ULTRA SHORT TERM INCOME FD
    3,564.87       3,125.72  
MFO WELLS FARGO FDS TR INCOME PLUS FD INVESTOR CL
    89,673.96       87,738.91  
MFO WELLS FARGO SMALL CAP VALUE INVESTOR
    24,151.62       14,725.00  
MFO WESTCORE PLUS BD FD
    41,052.57       38,270.59  
MFO WESTCORE TR FLEXIBLE INCOME FD RETAIL CL
    51,306.09       31,330.28  
MFO WESTERN ASSET FDS INC CORE PLUS BD PORT FINL INTER CL
    34,490.05       28,579.27  
MFO WESTERN ASSET FDS INC NON-US OPPORTUNITY BD PORT INSTL CL
    1,319,050.51       1,166,259.61  

 

 


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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
MFO WESTPORT SELECT CAP EQTY CL I
    49,902.54       30,018.26  
MFO WESTPORT SELECT CAP FD CL R
    15,955.43       12,066.67  
MFO WEXFORD TR MUHLENKAMP FD
    193,967.13       98,622.04  
MFO WHITE OAKS GROWTH FD
    41,465.09       16,422.79  
MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS
    447,721.30       273,250.14  
MFO WILSHIRE TARGET FDS INC 5000 INDEX PORTFOLIO INVT CL
    233,693.72       171,461.58  
MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL
    11,314.08       6,574.15  
MFO WINTERGREEN FD INC COM
    379,530.16       247,034.58  
MFO YACKTMAN FD INC COM
    152,671.41       141,425.42  
MFO YACKTMAN FD INC FOCUSED FD
    37,792.37       31,274.13  
MFO YELLOW PAGES INCOME FD
    5,154.54       2,330.26  
MORGAN STANLEY GLOBAL OPPORTUNITY BD
    9,845.20       5,422.68  
MORGAN STANLEY INDIA INVT FD INC
    50,350.14       14,258.45  
NUVEEN EQTY PREM OPPORTUNITY FD COM
    67,590.79       58,740.00  
OLD MUT ADVISOR FDS II FOCUSED FD CL
    141,663.18       109,606.05  
REORG MFO COLUMBIA FDS TR VIII INC FD CL Z CUSIP MERGER AS OF
3-27-06
    17,172.40       13,972.09  
REORG MFO SCHWAB CAP TR TOTAL STK MKT INDEX FD MERGER CU 808509756 EFF 8/6/07
    273,692.65       211,212.26  
REORG MFO SCUDDER GD & PRECIOUS METALS FD CL S N/C TO DWS 2021242 EFF 02-06-06
    48,544.75       42,478.22  
REORG/COLUMBIA REAL ESTATE EQTY TO COLUMBIA REAL ESTATE 2021984 EFF 3/27/06
    34,944.42       14,655.82  
REORG/HYPERION BROOKFIELD N/C WITH CUSIP CHANGE SEC 2049103 EFF 12/29/2008
    898.21       824.74  
REORG/MFO GLOBAL MERGER NFJ LARGE CAP VALUE D 2028334 01/16/09
    7,828.46       3,205.01  
REORG/RMK STRATEGIC N/C TO RMK STRATEGIC INCOME FUND 2049098 12/29/08
    621.03       584.00  
S&P N AMERN NAT RES SECTOR INDEX FD
    104,118.07       60,724.47  
S&P N AMERN TECH SECTOR INDEX FD
    14,509.96       8,044.80  
SCHWAB CAP TR LARGE CAP GROWTH FD INV SHS
    234,447.72       160,504.48  
SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD SELECT
    125,715.20       62,397.74  
SCHWAB CAP TR SMALL CAP EQTY FD SELECT SHS
    345,235.97       193,212.81  
SCHWAB CHARLES FAMILY FDS CASH RESVS
    3,390,772.67       3,390,772.67  
SEMICONDUCTOR HOLDRS TR DEPOS RCPT
    28,008.95       17,610.00  
SPDR DJ WILSHIRE REIT ETF
    43,970.97       21,779.20  
SPDR KBW BK ETF
    74,062.36       48,478.70  

 

 


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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, 2008
* Denotes party-in-interest investment
                 
Identity of Issue/Description of Investment   Historical Cost     Current Value  
SPDR KBW REGL BKG ETF
    17,177.80       14,288.40  
TEMPLETON EMERGING MARKETS FD CLOSED ENDFD ST CHANGED FROM MD TO DE
    82,821.13       57,177.97  
UNI SER TR SOUND MIND INVESTING FD
    110,863.05       84,720.95  
VANGUARD EMERGING MARKETS ETF
    1,115,694.19       638,843.80  
VANGUARD INDUSTRIALS ETF
    3,323.63       3,080.45  
VERMILION ENERGY TRUST UNITS
    7,664.86       6,121.47  
 
           
Value of Interest in Registered Investment Companies Total
    760,357,339.17       639,651,996.07  
 
           
 
               
 
           
Grand Total
    2,730,329,488.34       2,314,752,877.54  
 
           
                 
Reconciliation         (in millions)  
Investments per Statement of Net assists Available for Benefits
          $ 2,346  
less: Pending trade payables—net
            (31 )
 
             
Assets per schedule of assets held for investment purposes (above)
          $ 2,315  
 
             

 

 


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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 29, 2009  /s/ R. Douglas Rose    
  R. Douglas Rose   
  Member
Retirement and Welfare Administration Committee, the Plan Administrator 
 
 

 

 


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EXHIBIT INDEX
         
Exhibit No.   Description
       
 
  23    
Consent of Independent Registered Public Accounting Firm