Edgar Filing: United Continental Holdings, Inc.

United Airlines Pilot Directed Account Plan

Date: June 22, 2012

/s/ Chris Kenny

Chris Kenny

Vice President and Controller

11-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 11-K

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

For the fiscal year ended December 31, 2011

¨	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 - WHQHR

United Air Lines, Inc.

P.O. Box 66100

Chicago, IL 60666

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

United Continental Holdings, Inc.

77 W. Wacker Drive

Chicago, Illinois 60601

(312) 997-8000


TABLE OF CONTENTS	Page

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM		3

FINANCIAL STATEMENTS
Statements of Net Assets Available for Benefits as of December 31, 2011 and 2010		4
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2011		5
Notes to Financial Statements as of December 31, 2011 and 2010, and for the Year Ended December 31, 2011		6

SUPPLEMENTAL SCHEDULES-
Form 5500- Schedule H, Part IV, Line 4i- Schedule of Assets (Acquired and Disposed of Within the Plan Year)		15
Form 5500- Schedule H, Part IV, Line 4i- Schedule of Assets (Held at the End of Year) as of December 31, 2011		19

SIGNATURE		213

EXHIBIT		214
The following exhibit is filed herewith:
Exhibit 23.1 Consent of the Independent Registered Public Accounting Firm

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

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the

United Airlines Pilot Directed Account Plan

We have audited the accompanying statements of net assets available for benefits of the United Airlines Pilot Directed Account Plan (the “Plan”) as of December 31, 2011 and 2010, and the related statement of changes in net assets available for benefits for the year ended December 31, 2011. 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 audits 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, 2011 and 2010, and the changes in net assets available for benefits for the year ended December 31, 2011, in conformity with accounting principles generally accepted in the United States of America.

Our audits were 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, 2011 and (2) assets (held at end of year) as of December 31, 2011 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 supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in our audits of the basic 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/ Washington, Pittman & McKeever, LLC

Chicago, Illinois

June 22, 2012

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

AS OF DECEMBER 31, 2011 AND 2010

(In millions)


	2011			2010
Assets:
Participant-directed investments, at fair value	$	3,218		$	3,190
Notes receivable from participants		32			31
Accrued income-net		4			3
Pending trade receivables-net		1			26

Total assets		3,255			3,250


Liabilities:
Other liabilities		(15	)		(1	)

Total liabilities		(15	)		(1	)


Net assets available for benefits	$	3,240		$	3,249

See notes to financial statements.

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

AS OF DECEMBER 31, 2011

(In millions)


Additions:
Contributions:
Employer contributions	$	122
Participant contributions		44

Total contributions		166


Investment income:
Net depreciation in fair value of investments		(124	)
Dividends and interest		48
Interest from participant loans		1

Net investment loss		(75	)


Total additions		91


Deductions:
Benefits paid to participants		(86	)
Administrative expenses		(14	)

Total deductions		(100	)



Decrease in Net Assets		(9	)


Net Assets Available for Benefits:
Beginning of year		3,249


End of year	$	3,240

See notes to financial statements.

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

NOTES TO FINANCIAL STATEMENTS

AS OF DECEMBER 31, 2011 AND 2010, AND FOR THE YEAR ENDED DECEMBER 31, 2011

1. DESCRIPTION OF PLAN

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

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

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

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

•

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

•

Employee Contributions: Eligible employees may elect to contribute to the Plan in any whole percentage from 1% to 60% of eligible earnings. Eligible employees may also make a supplemental election to contribute an additional pretax contribution in an amount equal to 1% to 90% of their net pretax pay. Section 402(g) of the Internal Revenue Code (“IRC”) limits the amount of pretax 401(k) contributions to a maximum of $16,500 in 2011. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Eligible employees may also elect to make voluntary after-tax contributions to the Plan from 1% to 60% of the participant’s earnings (as defined by the Plan) for each pay period only after making the maximum pretax contribution. Section 415(c) of the IRC limits the total amount of contributions to all qualified defined contribution retirement plans to the lesser of 100% of annual taxable earnings or $49,000.

•

Voluntary pretax catch-up contributions: Participants age 50 or older at any time during the Plan year can make additional pretax catch-up contributions to the Plan. This catch-up contribution is available only to the extent the participant has contributed the maximum amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calendar year 2011, the maximum amount is $5,500.

•

Rollover contributions: Participants may elect to roll over money into the Plan from certain other qualified employer plans or qualified IRA. The Plan will not accept a rollover of after-tax contributions. Rollover contributions from other qualified plans for the year ended December 31, 2011 were $613,822.

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

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

•

Money Market Fund

•

Short-Term Bond Fund

•

Stable Value 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 United Continental Holdings, Inc. (“UCHI”) common stock, which are made available through the Charles Schwab and Co., Inc. individual brokerage account network.

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

Participant Loans. Active employees receiving regular pay from the Company may borrow from their Plan accounts. A loan may not exceed $50,000 minus active employees’ highest outstanding loan balance over the last 12 months or one-half of their Plan account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by a pro rata transfer from the assets of the account invested in the investment funds (excluding Individual Brokerage Account). The loan is secured by the participant’s account balance, and is generally repaid through payroll deductions on an after-tax basis for the term of the loan, which is a maximum of 60 months. The term of the loan may be extended to a period up to 15 years if the loan is used to acquire a principal residence. Loans are subject to an annual interest rate at one percent above the prime rate listed in the Wall Street Journal on the business day preceding the effective date of the participant request (interest rates ranged from 4.25% to 10.5% at December 31, 2011). Participants may only have one loan outstanding at any time. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant’s account and added to the loan amount. Effective July 1, 2011, the administrative fee will be: (a) $50, or (b) such other amount as the Company and the Association mutually determine, effective as of the date (which may not be retroactive) specified in communications to the participants. No fee will be charged unless a loan is actually made.

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

•

Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or in the form of a fixed or variable annuity. All or a portion of the amount of the distribution may be excluded from income by a direct roll over into an Individual Retirement Account, qualified plan, an annuity contract or annuity plan under Section 403, and certain governmental plans under Section 457. However, distributions required under the minimum distribution rules, a hardship distribution from pretax contributions, or periodic payments in substantially equal amounts over the life, life expectancy or period of 10 years and more are not eligible for rollover distributions. Participants must begin to receive plan benefits not later than April 1 of the year following the year in which they reach age 70¹/2. At a minimum, they must draw benefits in annual installments at least equal to the minimum required by law.

•

Distributions of accounts due to the death of a participant may be taken by the participant’s beneficiaries in any one, or any combination of forms, and in any proportions, as are made available to participant upon retirement or termination of employment. The participant’s surviving spouse, if any, is automatically the beneficiary of at least half of the account. The surviving spouse may elect to defer distribution until the participant would have attained age 70¹/2 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, or approved leave of absence that maintain an employer-employee relationship with United 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 59¹/2, pretax contributions, 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 accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”).

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 amounts of net assets available for benefits and changes therein. Actual results could differ from those estimates.

Notes Receivable from Participants. Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are reclassified as distributions based on the terms of the Plan document.

Fair Value information. In January 2010, the Financial Accounting Standards Board (“FASB”) released accounting guidance that requires new fair value measurement classification disclosures and clarifies existing disclosures. The guidance requires disclosures about transfers into and out of Levels 1 and 2 of the fair value hierarchy, and separate disclosures about purchases, sales, issuances and settlements relating to Level 3 measurements. It also clarifies the existing fair value disclosures regarding valuation techniques, inputs used in those valuation models and at what level of detail fair value disclosures should be provided.

In May 2011, the FASB issued Accounting Standards Update 2011-04 (“ASU 2011-04”), Fair Value Measurement: Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRS, which changes the wording used to describe the requirements in U.S. GAAP for measuring fair value and for disclosing information about fair value measurements. ASU 2011-04 is effective for interim and annual periods beginning after December 15, 2011, and should be applied prospectively. Early adoption is not permitted. The Plan is currently evaluating the impact ASU 2011-04 will have on the financial statements.

Investment Valuation and Income Recognition. The Plan’s investments are reported at fair value (See Note 8 “Fair Value Measurements”). The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (the exit price). The pending trade receivables (payables) are recorded net of related (payables) receivables and represent net amounts due from (to) investment managers arising from security trading activities settled subsequent to year-end. Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date.

Net Appreciation in Value of Investments. Net appreciation in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at January 1, or date of purchase if subsequent to January 1, and fair value at date of sale or the current year-end.

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

Benefit Payments. Benefit payments to participants are recorded upon distribution. Amounts relating to participants who have elected to withdraw from the Plan but have not yet been paid were $1,490,265 and $632,289 at December 31, 2011 and 2010, respectively.

Risks and Uncertainties. The Plan utilizes various investment instruments, including mutual funds and investment contracts. Investment securities are exposed to various risks such as interest rate, credit risks, and overall market volatility. Due to the level of risk associated with certain investment securities, it is at least reasonably possible that changes in the values of investment securities will occur in the near term and such changes could materially affect the participants’ account balances and the amounts reported in the statement of net assets available for benefits.

3. INVESTMENTS

The Plan’s investments that represented 5% or more of the Plan’s net assets available for benefits as of December 31, 2011 and 2010, are as follows (in millions):


	2011		2010
Schwab Money Market Fund	$	250	$	195

During the year ended December 31, 2011, the Plan’s investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value as follows (in millions):


Cash and cash equivalents	$	(5	)
Equity securities		(133	)
Corporate and international bonds		9
Government securities and other fixed income instruments		17
Net gain on in-kind Schwab IBA benefit distributions		(12	)

Total	$	(124	)

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, 2011, the investment managers were as follows:


Money Market Fund		- Russell Trust Company

Diversified Bond Fund		- Western Asset Management Company
		- Pacific Investment Management Company LLC
		- Russell Trust Company

International Equity Fund		- Arrowstreet Capital, LP
		- Marsico Capital Management, LLC
		- MFS Institutional Advisors, Inc.
		- Barrow, Hanley, Mewhinney & Strauss, LLC
		- Russell Trust Company

Value Equity Fund		- Jacobs Levy Equity Management, Inc.
		- MFS Institutional Advisors, Inc.
		- Deprince, Race & Zollo, Inc.
		- Snow Capital Management L.P.
		- Russell Trust Company

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

Small Cap Equity Fund		- ClariVest Asset Management, LLC
		- Delaware Investment Advisers
		- Jacobs Levy Equity Management, Inc.
		- Opus Capital Management
		- Signia Capital Management, LLC
		- Turner Investment Partners, Inc.
		- Russell Trust Company

S&P 500 Index Fund		- PanAgora Asset Management, Inc.
		- Russell Trust Company

Stable Value Fund		- Galliard Investment

Individual Brokerage Account Option		- Self-directed account with Charles Schwab

4. DERIVATIVE FINANCIAL INSTRUMENTS

The Plan allows certain investment managers to reduce the funds’ exposure to foreign currency fluctuations through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds’ cash position through equity index future contracts. Additionally, other investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. Credit default swaps may be used by investment managers to effectively increase or decrease their exposure to individual corporate bond issues or baskets of corporate bond issues. They may also be used to effectively replicate corporate bond positions and manage overall credit risk. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value as determined by exchange quoted market prices or through other valuation techniques. The Plan’s derivative positions as of December 31, 2011 and 2010 were not material.

5. EXEMPT PARTY-IN-INTEREST TRANSACTIONS

The Plan holds investments managed by Russell. Russell is the trustee as defined by the Plan, and, therefore, these transactions qualify as party-in-interest transactions. Total fees and commissions paid by the Plan to Russell for plan year 2011 totaled $12,354,356.

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

6. PLAN TERMINATION

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

7. FEDERAL INCOME TAX STATUS

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

8. FAIR VALUE MEASUREMENT

Generally accepted accounting principles include 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		Unadjusted quoted prices in active markets for assets or liabilities identical to those to be reported at fair value.

Level 2		Other inputs that are observable directly or indirectly, such as quoted prices for similar assets or liabilities or market-corroborated inputs.

Level 3		Unobservable inputs for which there is little or no market data and which require us to develop our own assumptions about how market participants would price the assets or liabilities.

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

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

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

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

Valuation of investment contracts is described in Note 9.

The following table presents the Trust’s investment assets and liabilities at fair value categorized in the different levels, as of December 31, 2011 and 2010. Assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.


	Investment Assets at Fair Value as of December 31, 2011
(in millions)	Level 1		Level 2			Level 3		Total
Cash and cash equivalents—net of offsets	$	21	$	9		$	—	$	30
Common Collective Trusts—Bond Funds		—		193	(a)		—		193
Common Collective Trusts—Equity Funds		—		266	(b)		—		266
Common Collective Trusts—Short Term Funds		—		511	(c)		—		511
Equity Securities		1,532		12			—		1,544
Fixed Income—Corporate and International Bonds		—		43			—		43
Fixed Income—Asset-backed Securities		—		10			—		10
Fixed Income—Government Securities		—		50			—		50
Mutual Funds—Income/Bond Funds		49		—			—		49
Mutual Funds—Equity Funds		261		—			—		261
Synthetic Guaranteed Investment Contracts		—		—			254		254
Other		—		—			7		7

Total investment assets at fair value	$	1,863	$	1,094		$	261	$	3,218


(a)		Generally, the investment objective is to utilize longer-term, diversified holdings to provide as high a level of current income as possible within the confines of a passive management strategy. The redemption of units is available on any business day.
(b)		Generally, the investment objective is to provide current income and growth by focusing on a specific industry or index of equities while minimizing portfolio risk exposure. The redemption of units is available on any business day.
(c)		Generally, the investment objective is to provide the highest current income with stability of capital and liquidity through the utilization of high quality securities. The redemption of units is available on any business day.


	Investment Assets at Fair Value as of December 31, 2010
(in millions)	Level 1		Level 2			Level 3		Total
Cash and cash equivalents—net of offsets	$	39	$	3		$	—	$	42
Common Collective Trusts—Bond Funds		—		178	(a)		—		178
Common Collective Trusts—Equity Funds		—		306	(b)		—		306
Common Collective Trusts—Short Term Funds		—		393	(c)		—		393
Equity Securities		1,600		25			—		1,625
Fixed Income—Corporate and International Bonds		—		40			—		40
Fixed Income—Asset-backed Securities		—		11			1		12
Fixed Income—Government Securities		—		46			1		47
Mutual Funds—Income/Bond Funds		50		2			—		52
Mutual Funds—Equity Funds		269		—			—		269
Synthetic Guaranteed Investment Contracts		—		—			217		217
Other		—		—			9		9

Total investment assets at fair value	$	1,958	$	1,004		$	228	$	3,190


(a)		Generally, the investment objective is to utilize longer-term, diversified holdings to provide as high a level of current income as possible within the confines of a passive management strategy. The redemption of units is available on any business day.
(b)		Generally, the investment objective is to provide current income and growth by focusing on a specific industry or index of equities while minimizing portfolio risk exposure. The redemption of units is available on any business day.
(c)		Generally, the investment objective is to provide the highest current income with stability of capital and liquidity through the utilization of high quality securities. The redemption of units is available on any business day.

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, 2011:


	Equity Securities		Asset- Backed Securities			Government securities and other fixed income			Synthetic GICs		Other			Total
Fair Value Balance, beginning of year	$	—	$	1		$	1		$	217	$	9		$	228
Purchases, issuances, and settlements		—		—			—			37		(2	)		35
Realized and unrealized gains/ (losses)		—		—			—			—		—			—
Transfer out of Level 3		—		(1	)		(1	)		—		—			(2	)

Fair Value Balance, end of year	$	—	$	—		$	—		$	254	$	7		$	261

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

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

The most significant addition to Level 3 assets in 2011 was the purchase of $37 million of synthetic guaranteed investment contracts (“GICs”), as defined below, for a total fair market value of $254 million. All synthetic GICs were classified as Level 3 because the significant inputs used in the calculation of fair market value are not observable market data. The Other category, which has a fair market value of $7 million on December 31, 2011, primarily includes cash margin deposits held as collateral with various institutions for the financial futures. Transfers out of Level 3 represent securities that were moved from Level 3 to Level 2 primarily because there was more reliable information available in 2011 for use as inputs in pricing these securities as compared to 2010. Also, there was a higher trading volume so the Plan was able to look at similar securities from a pricing perspective.

In addition to transfers in and out of Level 3, the Plan moved securities worth approximately $19 million from Level 2 to Level 1 in 2011. These securities primarily consist of equities and common collective funds not traded in an active market. Based on the level assignment methodology for the other securities, the Plan classified these securities as Level 2.

The Plan also moved securities worth approximately $2 million from Level 3 to Level 2 in 2011. This is because the market for these securities is considered an active market in 2011.

9. SYNTHETIC GUARANTEED INVESTMENT CONTRACTS

The synthetic GICs are part of the Stable Value Fund (the “Fund”). The Fund primarily invests in traditional GICs and security-backed contracts (also called “synthetic GICs”) issued by insurance companies and other financial institutions. The contracts are fully benefit responsive and, as such, are required to be reported at fair value and reconciled to contract value in the Statements of Net Assets Available for Benefits as of December 31, 2011. For the year ended December 31, 2011 the fair value and contract value of the GICs were both $254 million.

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

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

The yield earned by the Fund at December 31, 2011 was 1.64%. This represents the annualized earnings of all investments in the Fund divided by the fair value of all investments in the Fund at December 31, 2011.

The yield earned by the Fund with an adjustment to reflect the actual interest rate credited to participants in the Fund at December 31, 2011 was 2.17 %. This represents the annualized earnings credited to participants in the Fund divided by the fair value of all investments in the Fund at December 31, 2011. The synthetic GICs are designed to reset their respective crediting rates on a quarterly basis. The rate reset allows the contract value to converge with the fair value of the underlying portfolio over time, assuming the portfolio continues to earn the current yield for a period of time equal to the current portfolio duration.

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

•

material amendments to the Fund’s structure or administration;

•

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

•

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

•

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

•

the redemption of all or a portion of the interests in the Fund held by a participating plan at the direction of the participating plan sponsor, including withdrawals due to the removal of a specifically identifiable group of employees from coverage under the participating plan (such as a group layoff or early retirement incentive program), the closing or sale of a subsidiary, employing unit, or affiliate, the bankruptcy or insolvency of a plan sponsor, the merger of the plan with another plan, or the plan sponsor’s establishment of another tax qualified defined contribution plan;

•

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

•

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

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

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

10. RECONCILIATION TO FORM 5500

The amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2011, but not yet paid as of that date. The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500 (in millions):


	2011			2010
Net assets available for benefits per financial statements	$	3,240		$	3,249
Less: Participant withdrawals payable at December 31, 2011		(1	)		—

Net assets available for benefits per Form 5500	$	3,239		$	3,249

The following is a reconciliation benefits paid per the financial statements to the Form 5500 (in millions):


	Year Ended December 31, 2011
Benefits paid to participants per financial statements		86
Add: amounts allocated to withdrawing participants at December 31, 2011		1
Less: amounts allocated to withdrawing participants at December 31, 2010		—

Benefits paid per Form 5500	$	87

11. PLAN AMENDMENTS

During 2011, certain distribution guidelines under the Plan were amended. Participants should refer to the Plan document for information on distribution guidelines.

SUPPLEMENTAL SCHEDULE

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

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

SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED of WITHIN YEAR)

AS OF DECEMBER 31, 2011

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


Asset Description	Acquisition Cost			Disposition Proceeds
5BARZ INTL INC COM		(6,013.90	)		4,526.02
A2A SPA EUR0.52		(88,362.31	)		76,050.51
ABERTIS INFRAESTR EUR3 SERIE A		(245,911.08	)		255,495.69
ACADIAN TIMBER CORP STOCK		(9,998.06	)		10,320.48
ADR DELEK GROUP LTD SPONSORED ADR		(15,506.95	)		18,960.69
ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW		(15,462.95	)		6,803.92
ADR ICAP PLC SPONSORED ADR REPSTG 2 ORD SH ADR		(1,012.71	)		718.24
ADR JSC MMC NORILSK ADR		—			25,200.00
ADR KOMATSU LTD SPONSORED ISIN US5004584018		(19,629.15	)		19,455.02
ADR OLYMPUS CORP SPONSORED ADR		(12,163.90	)		18,482.70
ADR REPSOL YPF S A SPONSORED ADR		(68,672.52	)		62,159.91
ADR REPSOL YPF S A SPONSORED ADR		(10,916.90	)		10,912.89
ADR TREND MICRO INC SPONSORED ADR NEW		(5,004.25	)		4,728.46
ALCATEL-LUCENT EUR2		(123,401.39	)		102,451.76
ALLIANZ SE (SE SOCIETAS EUROPEAE)		(219,523.88	)		247,555.65
ALSTOM ADR		(1,776.95	)		1,358.02
ALUMINA LTD NPV		(122,331.88	)		121,444.04
AMERICAS PETROGAS INC STOCK		(4,042.66	)		3,894.30
AMERICREDIT .83999997377% DUE 06-09-2014		(424,981.85	)		137,405.02
AMERICREDIT .89999997616% DUE 09-08-2014		(524,963.88	)		46,413.48
AMERN RARE EARTHS & MATLS CORP COM STK		(863.90	)		596.04
APERAM S.A.		—			11,141.89
APOGEE SILVER LTD COM		(5,944.68	)		14,177.96
ARCH CHEMICALS INC INC		—			4,728.20
ARGENTEX MNG CORP COM STK		(4,148.14	)		1,337.02
ASM PACIFIC TECH HKD0.10		(57,902.80	)		49,566.75
ATTITUDE DRINKS INC COM NEW STOCK		(366.95	)		518.04
BANNERMAN RESOURCES LTD SHS		(1,562.15	)		731.05
BARCLAYS BK PLC VAR DUE 04/08/2038		(612,165.18	)		611,367.38
BBVA(BILB-VIZ-ARG) EUR0.49		(494,487.21	)		460,485.39
BENTON RES CORP COM		(20,845.26	)		24,434.85
BRAZOS HIGHER ED AUTH INC 2011-1 CL A1 FLTG 02-25-2020 REG		(648,578.13	)		207,953.49
BRAZOS INTL EXPL INC COM NEW		(116.85	)		35.75
BREKFORD CORP COM		(4,994.95	)		4,772.95
CALTEX AUSTRALIA NPV		(57,178.43	)		44,616.31
CAPITOL BANCORP LTD COM		(3,119.45	)		2,743.00
CARREFOUR EUR2.50		(53,148.39	)		48,364.15
CB DELUXE CO 5 DUE 12-15-2012		—			15,225.00
CELESIO AG NPV(REGD)		(76,138.96	)		63,341.02
CHEUNG KONG(HLDGS) HKD0.50		(369,348.81	)		294,531.20
CHINA ELECTRONICS HLDGS INC COM		(499.60	)		138.85
CHINA-BIOTICS INC COM		(81,615.30	)		85,567.01


Asset Description	Acquisition Cost			Disposition Proceeds
CMO J P MORGAN CHASE COML MTG SECS TR 2011-C CL A-3 4.17120 DUE 08-15-2021		(30,299.94	)		31,410.94
CMO LB-UBS COML MTG TR 2007-C1 MTG CL A-4 5.424 DUE 02-15-2040 REG		(35,281.64	)		34,956.80
COMMERZBANK AG ORD NPV		(386,293.21	)		816,248.88
COMMERZBANK AG ZCP 12/05/11		(706,919.45	)		—
CRITERIA CAIXACORP EUR1 (RFD)		—			—
CSL LTD NPV		(135,828.63	)		126,914.82
DANSKE BANK A/S DKK10 (NEW SHS) 13/04/11		(134,503.70	)		—
DEUTSCHE TELEKOM NPV(REGD)		(487,585.14	)		407,507.88
DIONEX CORP		—			7,110.00
DYNAMIC VENTURES CORP COM		(1,006.88	)		349.54
EARTH DRAGON RES INC COM NEW STOCK		(1,047.40	)		572.09
EAST ASIA MINERALS CORP		(3,197.96	)		403.11
EIFFAGE EUR4		(187,161.91	)		209,521.66
EKSPORTFINANS A S A 2.375 DUE 05-25-2016REG		(159,992.00	)		126,400.00
ELPIDA MEMORY INC NPV		(84,529.22	)		46,504.58
ENERGULF RES INC COM STOCK		(3,481.61	)		2,990.59
ESSILOR INTL EUR0.18		(208,016.97	)		183,424.15
FANUC CORPORATION		(2,684.95	)		2,868.99
FAR EAST WIND PWR CORP COM		—			8.05
FAURECIA EUR7		(12,440.43	)		12,017.72
FERROVIAL SA EUR0.2		(199,325.45	)		198,187.07
FIAT SPA EUR3.50		(378,758.78	)		237,341.08
FIBERTOWER CORP COM NEW COM NEW		(11,495.70	)		10,773.39
FLINT TELECOM GROUP INC COM NEW COM NEW		(1,506.95	)		243.05
FOM CONST Y CONTRA EUR1		(91,085.09	)		101,709.44
FREESTONE RES INC COM		(506.95	)		455.04
FRESH START PRIVATE MGMT INC COM		(4,154.73	)		2,867.29
FUJI ELECTRIC HOLINDGS CO Y50		(80,249.05	)		70,221.83
FUJITSU Y50		(68,629.52	)		67,863.31
FUNDTECH LTD COM		—			3,499.50
GALLEON ENERGY INC		(32,671.46	)		10,995.90
GAS TURBINE EFFICIENCY B WARRANTS EXPIRING 15 JAN 2015 DO NOT USE		(4,126.95	)		—
GENTING SINGAPORE PLC USD0.10		(1,140,371.30	)		876,615.39
GENZYME CORP COM STK		—			1,811.00
GET REAL USA INC COM		—			0.41
GLOBAL EARTH ENERGY INC COM NEW		(506.95	)		303.04
GOLD BAG INC COM		(1,501.95	)		—
GOLDEN SPIRIT ENTERPRISES LTD COM STK		(2,806.95	)		1,093.03
GPE BRUXELLES LAM NPV		(67,012.61	)		69,080.94
GREAT LAKES AVIATION LTD COM		(5,593.20	)		7,195.01
GREENWAY DESIGN GROUP INC COM STOCK		(11,830.30	)		10,726.49
H & H IMPORTS INC COM STOCK		(1,246.95	)		1,699.11
HEALTHY COFFEE INTL INC COM PAR$.001		(4,113.90	)		2,273.01
HEIDELBERGCEMENT NPV		(213,738.28	)		175,542.34
HERE ENTERPRISES INC COM		(20,532.24	)		16,119.41
HONG KONG & CHINA GAS HKD0.25		(72,150.49	)		72,957.26
HONG KONG EXCHANGES & CLEAR		(1,020,252.70	)		866,814.88
HOTCLOUD MOBILE INC		(734.45	)		503.04
HUTCHISON PORT HL NPV REG S		(341,733.50	)		326,843.90
HUTCHISON WHAMPOA HKD0.25		(221,221.26	)		205,757.61
HYSAN DEVELOPMENT HKD5		(39,516.10	)		41,622.21


Asset Description	Acquisition Cost			Disposition Proceeds
ILUKA RESOURCES NPV		(69,159.94	)		59,228.65
IMMUCOR INC		—			5,400.00
IMPERIAL CALIF IRR DIST ELEC REV 5.125% 11-01-2038 BEO		(8,989.10	)		9,914.10
INTL INDL SVCS INC 10.25 DUE 07-15-2014		—			1,812.50
ISRAEL CORP ILS1		(63,410.82	)		34,878.63
JAPAN PETROLEUM EX NPV		(75,213.37	)		73,207.86
JAVALUTION COFFEE CO COM ACCREDITED INVSCOM ACCREDITED INVS		(64,553.50	)		—
KANEKA CORP NPV		(57,071.33	)		51,960.30
KANSAI ELECTRIC POWER CO NPV		(76,817.62	)		67,176.58
KAWASAKI KISEN KAISHA LTD NPV		(90,764.51	)		70,944.43
KOBE STEEL LTD		(13,566.26	)		13,232.09
KUNEKT CORP COM STOCK		(60,779.83	)		46,376.34
LANXESS AG NPV		(208,983.73	)		196,103.75
LI & FUNG HKD0.0125(PARALLEL 23/6/11)		(16,416.24	)		—
LI & FUNG LTD HKD0.025		(202,730.69	)		262,575.11
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604		(39,494.50	)		45,404.88
LOS ANGELES CALIF DEPT ARPTS ARPT REV 5%05-15-2040 BEO		(18,016.60	)		19,500.40
MAPFRE EUR0.10		(37,409.98	)		34,835.46
MART RES INC COM STOCK		(4,730.44	)		4,122.97
MARUI GROUP CO LTD		(145,873.83	)		104,683.46
MEDALLION RES LTD COM STK		(2,234.30	)		1,449.42
MEDISAFE 1 TECHNOLOGIES CORP COM STOCK		(689.90	)		242.10
MORGAN STANLEY DEAN WITTER DISCOVER & COVAR VAR RT DUE 06-30-2028		—			19,355.00
NEW YORK ST DORM AUTH REVS ST SUPPORTED DEBT 5% 07-01-2040 BEO		(9,281.20	)		10,194.60
NEW YORK ST ENVIRONMENTAL FACS CORP 5.125 OID 5.32 @97.117 6-15-2038		(19,467.80	)		20,783.20
NIPPON YUSEN KABUSHIKI KAISHA NPV		(81,755.18	)		67,661.29
NITTO DENKO CORP NPV		(45,733.65	)		46,276.29
NIVS INTELLIMEDIA TECHNOLOGY GROUP INC COM		(14,150.06	)		12,393.75
NORSK HYDRO ASA NOK1.098		(82,106.48	)		61,294.12
OMRON CORP NPV		(51,521.64	)		52,374.31
ONTARIO PROV CDA BD % DTD 07/14/2011 3% DUE 07-16-2018 REG		(449,689.50	)		472,360.50
ONTARIO PROV CDA BD 1.6% DUE 09-21-2016 REG		(159,808.00	)		159,468.80
ONTARIO PROV CDA BD 2.7% DUE 06-16-2015 BEO		(359,834.40	)		376,250.40
ONTARIO PROV CDA BD 4.4% DUE 04-14-2020 REG		(249,105.60	)		276,518.40
ONTARIO PROV CDA BD DTD 05/10/2011 2.3% DUE 05-10-2016 REG		(449,113.50	)		452,488.50
ORE PHARMACEUTICAL HOLREV SPLIT C/O <10000 &		(10,000.00	)		40.70
OTEEGEE INNOVATIONS INC COM		(3,163.90	)		—
OZ MINERALS LTD NPV DFD 10/06/11(EX SPLIT)		—			—
PEOPLESTRING CORP COM		(6,258.79	)		7,134.96
PORT AUTH N Y & N J 5% 01-15-2041 BEO		(85,966.20	)		89,960.90
PVTPL BARRICK NORTH AMER FIN LLC GTD NT 144A 4.4% DUE 05-30-2021 BEO		(19,987.20	)		—
PVTPL CCO HLDGS LLC / CCO HLDGS CAP 01-15-2019/01-25-2011 BEO		(168,150.00	)		—
PVTPL DISH DBS CORP SR NT 144A 6.75% DUE06-01-2021/05-05-2011 BEO		(38,500.00	)		—
PVTPL GIANT FDG CORP SR NT 144A 8.25% DUE 02-01-2018/02-21-2011 BEO		(20,000.00	)		—
PVTPL INN OF MTN GODS RESORT & CASINO SRPIK NT 1.25 DUE 11-30-2020 BEO		—			4,050.00
PVTPL SCHLUMBERGER INVT SA PP CORP BOND 1.95% DUE 09-14-2016 BEO		(99,825.00	)		100,718.00
QUAD ENERGY CORP COM		(3,726.95	)		2,093.01
RAPTOR TECHNOLOGY GROUP INC COM STOCK		(14,924.60	)		15,341.73
REXAM ORD GBX64.285714		(67,686.83	)		71,548.13
ROSNEFT OJSC GDR EACH REPR 1 ORD ‘REGS’		(120,568.99	)		107,646.42
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV 5% 11-01-2039 BEO		(19,117.80	)		20,289.80


Asset Description	Acquisition Cost			Disposition Proceeds
SAN MATEO CNTY CAL CMNTY CG DIST ELTN 2005-SER B 5 09-01-2016 SF DUE 09-01-203		(37,420.50	)		40,081.20
SASOL NPV		(96,300.39	)		86,962.93
SEADRILL LTD USD2		(99,835.23	)		93,830.17
SEMBCORP MARINE NPV		(133,646.69	)		106,406.61
SHAMARAN PETROLEUM CORP COM STK		—			14,931.06
SILICONWARE PRECISION INDS		(137,979.21	)		101,797.80
SINO-FOREST CORP COM SUB VTG SH		(72,215.70	)		10,702.85
SLM CORP 6.25 DUE 01-25-2016		(19,787.80	)		20,228.40
SONERA CORP STOCK		—			381.52
SOUTHWALL TECHNOLOGIES INC COM		—			45,478.40
STANDARD LIFE ORD GBP0.10		(80,339.73	)		74,694.15
STMICROELECTRONICS EUR1.04		(219,731.65	)		115,088.02
SUBSEA 7 SA USD2		(95,802.51	)		98,580.05
SUMITOMO METAL MINING CO LTD NPV		(81,433.24	)		66,849.10
SWIRE PACIFIC ‘A’HKD0.60		(110,585.31	)		119,459.27
TECHPRECISION CORP COM STK		(18,849.95	)		18,216.75
TELEFONICA SA EUR1		(142,128.28	)		138,700.65
TERRA VENTURES INC COM		(635.95	)		535.04
THWAPR INC COM		(2,395.44	)		2,306.55
TINKA RES LTD COM STOCK		(1,574.09	)		1,152.44
TITLE CONSULTING SVCS INC DEL COM		(306.95	)		—
TOSHIBA CORP NPV		(587,975.98	)		627,429.76
TOYO SEIKAN KAISHA NPV		(9,894.90	)		9,901.51
TPK HOLDING CO LTD TWD10		(27,120.73	)		24,806.66
TRIBOROUGH BRDG & TUNL AUTH N Y REVS 5% 11-15-2037 BEO		(18,604.40	)		20,336.60
UBS AG JERSEY BRH E-TRACS LKD ALERIAN MLP INFRASTRUCTURE INDEX		(5,164.55	)		4,538.76
UBS AG LONDON BRH TRIGGER YIELD OPTIMIZATION NTS LKD TO APPLE INC		(4,902.75	)		4,822.96
UNI-HEDGE SYSTEMAT		(10,705.61	)		—
UNITED COMMUNICATIONS PARTNERS INC COM		—			4.28
VSUS TECHNOLOGIES INC COM NEW		—			1,147.52
WAL-MART DE MEX S A DE C V SHS-V-		(26,308.75	)		26,611.25
WASHINGTON ST 5% 02-01-2033 BEO		(48,380.00	)		49,983.10
WIKILOAN INC COM		(486.95	)		273.04
WYNN MACAU LTD HKD0.001		(138,491.01	)		113,398.09
YAMATO HOLDINGS NPV		(63,734.33	)		61,190.09

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

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

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2011

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


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
1 800 FLOWERS COM INC CL A COM STK	$	11,108.65		$	4,400.00
1 BK TR N A LITTLE 1.7% DUE 02-25-2013		10,000.00			10,146.10
1ST CASH INC COM N/C FIRST CASH FINL SVCS INC EFF 1-14-99 2321143		4,713.61			3,509.00
1ST FED BK FSB TUSCALOOSA ALA DTD 02-26-2010 1.15 02-27-2012		10,000.00			10,012.20
1ST HORIZON NATL CORP COM		115,374.14			44,536.00
1ST INDL RLTY TR INC COM		9,091.51			4,664.88
1ST MED GROUP INC COM		676.26			0.20
1ST NATL BK AMER E LANSING MICH DTD 04-03-2009 3.9 05-03-2019		10,000.00			10,522.50
1ST NIAGARA FINL GROUP INC NEW COM		47,836.07			35,486.79
1ST POTOMAC RLTY TR COM		2,048.60			1,785.99
1ST UTD BANCORP INC FLA COM STK		2,661.95			2,775.00
3D SYS CORP DEL COM NEW STK		74,812.81			60,076.80
3DICON CORP COM		1,384.51			133.20
3M CO COM		552,146.67			553,231.42
3M CO COM		464,579.10			483,596.41
3M CO COM		742,374.43			1,249,324.78
5 STAR QUAL CARE INC COM		2.90			3.00
5 STAR QUAL CARE INC COM		257,259.60			123,156.00
5TH 3RD BANCORP COM		283,728.42			275,943.18
5TH 3RD BANCORP COM		463,248.60			252,301.20
727 COMMUNICATIONS INC COM PAR $0.001 COM PAR $0.001		553.72			—
99 CENTS ONLY CASH MERGER 01/13/2012		28,805.56			31,827.50
A123 SYS INC COM		62,885.40			16,261.00
A21 INC COM STK		13,531.45			—
AA US 01/21/12 C11		(57.55	)		(8.00	)
AA US 01/21/12 C12.5		(195.46	)		(13.00	)
AA US 04/21/12 C13		(445.46	)		(60.00	)
AAMERICAN EXPRESS CENTURION BK C /D PR 55 08-25-2011 .55 02-25-2013		90,000.00			89,782.20
AAPL US 01/19/13 C330		(5,550.19	)		(10,285.00	)
AAPL US 01/21/12 C380		(1,597.27	)		(2,839.00	)
AAPL US 01/21/12 C385		(1,807.27	)		(2,425.00	)
AAPL US 01/21/12 C405		(3,868.95	)		(4,500.00	)
AAPL US 01/21/12 C415		(522.29	)		(685.00	)
AAPL US 01/21/12 C420		(702.29	)		(525.00	)
AAPL US 01/21/12 C430		(392.29	)		(598.00	)
AAPL US 02/18/12 C420		(2,091.49	)		(2,460.00	)
AAPL US 03/17/12 C425		(1,402.27	)		(1,460.00	)
AAPL US 04/21/12 C330		(3,790.23	)		(8,170.00	)
AAPL US 08/12/11 C365		1,154.58			—
AAPL US 09/17/11 C360		5,392.40			—
AAPL US 09/17/11 C385		4,277.18			—
AAPL US 09/17/11 C390		(42.89	)		—
AAPL US 09/17/11 C400		(222.27	)		—
AAPL US 12/17/11 C400		(282.15	)		—
AAPL US 12/30/11 C405		(187.30	)		(17.00	)
AAPL US 12/30/11 C410		(97.30	)		(1.00	)
AAPL US 12/30/11 C415		(94.30	)		(1.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
AAR CORP COM		2,682.33			1,917.00
AARO BROADBAND WIRELESS COMMUNICATIONS INC COM		989.95			—
AARON’S INC CLASS A		87,209.51			82,708.00
AARON’S INC CLASS A		180,590.23			184,092.00
AASTROM BIOSCIENCES INC COM NEW COM NEW		3,674.20			2,593.50
AB SVENSK EXPORTKREDIT-SWEDISH EXPT CR CORP MTN BK ETRY 1.75 10-20-15		149,829.00			147,295.80
ABAXIS INC COM		5,493.69			5,534.00
ABBEY NATL TREAS 2.875% DUE 04-25-2014		3,811.08			3,725.68
ABBEY NATL TREAS 4% DUE 04-27-2016		2,785.57			2,698.00
ABBOTT LAB COM		875,401.78			975,239.27
ABBOTT LAB COM		516,739.87			603,741.51
ABBOTT LAB COM		1,135,114.19			1,916,936.93
ABBOTT LAB COM		784,008.04			922,172.00
ABBOTT LAB COM		441,894.72			511,693.00
ABBOTT LABORATORIES COM STK CALL OPT EXP 1/22/11 PR $47.5 PER SH		(1,696.18	)		(4,325.00	)
ABBOTT LABS 5.125% DUE 04-01-2019		55,499.75			58,000.90
ABBOTT LABS 5.125% DUE 04-01-2019		167,824.00			185,782.24
ABERCROMBIE & FITCH CO CL A		302,151.36			253,968.00
ABERCROMBIE & FITCH CO CL A		519,787.71			424,908.00
ABERCROMBIE & FITCH CO CL A		126,647.87			93,430.92
ABERCROMBIE & FITCH CO CL A		15,477.93			14,405.27
ABERDEEN INTL INC COM		6,039.89			4,597.50
ABIOMED INC COM		418,822.32			751,729.00
ABITIBIBOWATER INC COM NEW		1,023.73			2,211.60
ABOVENET INC COM STK		2,874.74			2,535.39
ABOVENET INC COM STK		340,742.50			364,056.00
ABRAXAS PETE CORP COM		6,013.15			4,950.00
ABSOLUTE HEALTH & FITNESS INC COM STK		272.49			0.01
ABSOLUTE SOFTWARE CORP COM STK		2,199.20			1,000.13
ABT US 01/21/12 C55		(155.53	)		(290.00	)
ABX US 01/21/12 C52.5		(97.30	)		(9.00	)
ABX US 01/21/12 C55		(174.30	)		(6.00	)
ABX US 04/21/12 C55		(86.30	)		(75.00	)
ABX US 04/21/12 C60		(1,335.45	)		(310.00	)
AC ENERGY INC NEV COM STK		11,365.43			—
ACACIA RESH CORP AR ACACIA TECHNOLOGIES COM AR ACACIA TECHNOLOGIES COM		3,489.36			3,285.90
ACADIA PHARMACEUTICALS INC COM		3,968.08			2,916.00
ACADIA RLTY TR COM		62,846.52			66,462.00
A-CAP RESOURCES COM STK		31,715.56			5,364.98
ACCENTIA BIOPHARMACEUTICALS INC COM STK		14,525.95			4,800.00
ACCENTURE PLC SHS CL A NEW		116,174.14			123,440.37
ACCENTURE PLC SHS CL A NEW		417,153.48			613,688.67
ACCENTURE PLC SHS CL A NEW		861,303.92			745,220.00
ACCENTURE PLC SHS CL A NEW		532,109.64			526,977.00
ACCENTURE PLC SHS CL A NEW		394,394.02			407,209.50
ACCENTURE PLC SHS CL A NEW		705,200.37			666,226.68
ACCESS NATL CORP COM STK		3,008.95			4,400.00
ACCIONA SA EUR1		223,487.49			217,386.35
ACCRETIVE HEALTH INC COM STK		61,076.27			48,740.58
ACCURAY INC DEL COM		18,679.23			9,390.60
ACCURAY INC DEL COM		68,592.86			70,218.00
ACCURIDE CORP NEW COM NEW COM NEW		1,995.33			1,068.00
ACE LTD COM STK		155,791.12			206,503.40
ACE LTD COM STK		196,563.47			241,212.80


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ACE LTD COM STK		411,170.37			521,552.56
ACHMEA HYPOTHEEKBANK NV MEDIUM TERM NTS TRANCHE # TR 1 3.2 DUE 11-03-2014 REG		374,281.58			383,048.16
ACI US 01/18/14 C30		(431.52	)		(244.00	)
ACI US 01/19/13 C22		(89.43	)		(109.00	)
ACI US 04/21/12 C30		(159.62	)		(10.00	)
ACI WORLDWIDE INC COM STK		501,895.43			512,656.00
ACME PACKET INC COM STK		13,603.52			10,045.75
ACME PACKET INC COM STK		275,327.35			161,041.10
ACME PACKET INC COM STK		1,136,543.76			981,516.14
ACORN ENERGY INC		7,788.65			6,040.00
ACT CLEAN TECH REVERSE SPLIT ACT CLEAN TECH INC 2060118 EFF 5/14/10		96.49			5.00
ACTELION CHF0.50 (REGD)		119,065.91			92,252.72
ACTIS GLOBAL VENTURES INC COM STK		9,177.30			—
ACTIVE NETWORK INC COM		3,290.50			2,720.00
ACTIVE PWR INC COM		394.59			198.00
ACTIVISION BLIZZARD INC COM STK		299,419.78			301,011.27
ACTUATE CORP COM		42,707.88			41,020.00
ACUITY BRANDS INC COM		4,771.74			5,300.00
ACURA PHARMACEUTICALS INC COM NEW STK		49.81			20.94
ACUSPHERE INC REV STOCK SPLT 2/1/2012		27,136.58			798.00
ADA-ES INC COM STK		3,172.00			4,528.00
ADECCO SA		5,177.95			4,208.11
ADFITECH INC COM		0.00			295.00
ADIDAS AG		453,027.56			497,701.11
ADOBE SYS INC COM		52,053.75			51,592.75
ADOBE SYS INC COM		225,809.40			305,259.46
ADP US 02/18/12 C50		(441.52	)		(922.00	)
ADR 3SBIO INC SPONSORED ADR		4,897.57			6,132.00
ADR 51JOB INC SPONSORED ADR REPSTG COM		2,660.67			2,097.00
ADR ABB LTD SPONSORED ADR		158,326.59			150,169.25
ADR ACTIONS SEMICONDUCTOR CO LTD ADR ADR- COMMON STOCK		588.38			457.50
ADR ADMINISTRADORA DE FONDOS DE PENSIONES PROVIDA S A SPONSORED ADR		6,739.69			5,887.80
ADR AEGON N V NY REGISTRY SHS SHS		5,214.20			3,919.50
ADR ALCATEL-LUCENT		86,258.67			82,244.76
ADR ALKANE RES LTD SPONSORED		73,006.16			32,992.92
ADR ALL NIPPON AWYS LTD SPONSORED		4,446.95			3,353.28
ADR ALUMINUM CORP CHINA LTD SPONSORED ADR REPSTG H SHS		2,771.38			1,350.00
ADR AMARIN CORP PLC SPONSORED ADR NEW		324,855.55			291,361.00
ADR AMER SPORTS CORP		1,476.95			1,168.34
ADR ANGLO AMERN PLC ADR NEW		143,167.70			113,947.70
ADR ANGLOGOLD ASHANTI LTD		69,864.11			69,320.85
ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR		21,280.49			23,420.16
ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR		664,765.55			701,385.00
ADR APERAM N Y REGISTRY SHS STOCK		611.25			211.27
ADR ARCELORMITTAL SA LUXEMBOURG N Y REGISTRY SHS		66,801.84			69,122.00
ADR AREVA SA ADR		10,603.93			4,956.40
ADR ARM HLDS PLC SPONSORED ISIN US0420681068		110,621.26			108,079.02
ADR ARM HLDS PLC SPONSORED ISIN US0420681068		189,274.27			191,531.74
ADR ASIA PULP & PAPER LTD SPONSORED ADR		104.04			—
ADR ASML HOLDING NV NY REGISTERED SHS		271,057.35			290,398.71
ADR ASML HOLDING NV NY REGISTERED SHS		111,476.85			134,563.80
ADR ASTRAZENECA PLC SPONSORED ADR UK		52,341.67			52,210.48
ADR AU OPTRONICS CORP SPONSORED ADR		11,949.97			4,695.84
ADR AUSTRALIA & NEW ZEALAND BKG GROUP LTD SPONSORED ADR		3,798.90			4,209.46


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
ADR BAIDU INC SPONSORED ADR		2,494,565.25		2,252,879.21
ADR BAIDU INC SPONSORED ADR		524,065.77		611,933.38
ADR BAIDU INC SPONSORED ADR		726,335.57		764,276.14
ADR BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR		167,127.06		100,114.74
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004		77,092.05		64,718.40
ADR BANCOLOMBIA S A SPONSORED ADR REPSTG4 PREF SHS		14,992.00		15,009.12
ADR BARCLAYS BK PLC SPONSORED ADR PREF SHS SER 5		21,780.90		20,052.00
ADR BARCLAYS PLC A.D.R.		2,231.27		1,264.97
ADR BASF AKTIENGESELLSCHAFT—LEVEL I		133,728.53		142,362.50
ADR BAYER A G SPONSORED ADR		20,421.87		19,238.52
ADR BAYERISCHE MOTOREN WERKE AG ADR		9,950.95		8,958.92
ADR BBVA BANCO FRANCES S A SPONSORED ADR		7,645.10		5,844.00
ADR BHP BILLITON LTD SPONSORED ADR		768,588.55		723,511.42
ADR BP P L C SPONSORED ADR		1,224,956.17		1,244,495.17
ADR BRF—BRASIL FOODS SA		85,808.72		109,871.00
ADR BRIT AMERN TOB PLC SPONSORED COM STK		213,723.59		222,873.12
ADR BRIT AMERN TOB PLC SPONSORED COM STK		15,998.45		16,604.00
ADR BRIT AMERN TOB PLC SPONSORED COM STK		1,043,361.61		1,106,964.96
ADR BT GROUP PLC ADR		18,205.10		20,599.80
ADR BURBERRY GROUP PLC SPONSORED		963,514.26		963,854.88
ADR BYD CO LTD ADR		52,547.72		51,430.89
ADR CANON INC ADR REPSTG 5 SHS		35,244.95		33,778.68
ADR CATHAY PAC AWYS LTD SPONSORED ADR		533.95		428.76
ADR CEMEX SAB DE CV		18,785.94		18,838.05
ADR CHEUNG KONG HLDG LTD A.D.R. FOR ORD HK $2		45,767.28		39,379.40
ADR CHICAGO BRDG & IRON CO N V N Y REGISTRY SH NV		34,488.99		42,903.00
ADR CHICAGO BRDG & IRON CO N V N Y REGISTRY SH NV		450,920.06		521,640.00
ADR CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR		68,580.64		30,115.00
ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H		6,914.35		5,328.00
ADR CHINA FIN ONLINE CO LTD SPONSORED ADR		1,289.92		243.00
ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS		24,852.67		14,788.00
ADR CHINA MED TECHNOLOGIES INC SPONSOREDADR		23,522.02		18,744.00
ADR CHINA MOBILE LTD		131,919.77		126,170.98
ADR CHINA MOBILE LTD		106,508.33		101,829.00
ADR CHINA NEPSTAR CHAIN DRUGSTORE LTD SPONSORED ADR		22,785.71		7,550.00
ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS		42,890.61		42,545.25
ADR CHINA REAL ESTATE INFORMATION CORP ADR ADR		21,115.91		7,290.00
ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091		19,402.30		19,087.50
ADR CHINA SUNERGY CO LTD SPONSORED ADR NEW		8,514.01		1,584.80
ADR CHINA TELECOM CORP LTD SPONSORED ADRREPSTG H SHS		12,989.12		11,997.30
ADR CHINA UNICOM HONG KONG LTD SPONSOREDADR		15,811.39		23,454.30
ADR CNOOC LTD SPONSORED ADR SPONSORED ADR		156,553.09		130,660.64
ADR COCA-COLA HELLENIC BOTTLING CO S A SPONSORED ADR		2,128.44		1,670.00
ADR COMPANHIA DE BEBIDAS DAS AMERS AMBEV SPONSORED ADR REPSTG PFD SHS		236,573.54		255,228.48
ADR COMPANHIA DE BEBIDAS DAS AMERS AMBEV SPONSORED ADR REPSTG PFD SHS		211,065.48		232,166.97
ADR COMPANHIA DE BEBIDAS DAS AMERS AMBEV SPONSORED ADR REPSTG PFD SHS		978,086.97		1,129,256.10
ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED ADR		7,687.04		11,130.00
ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $0.01 REP NON VTG PFD		22,515.24		23,127.00
ADR COMPANHIA PARANAENSE DE ENERGIA SER B COPEL ISIN US20441B4077		8,649.77		7,972.40
ADR COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR REPSTG ORD SHS		3,161.51		1,611.46
ADR COMPANIA CERVECERIAS UNIDAS S A SPONSORED ADR		3,119.40		3,470.50
ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS		4,501.69		3,834.00
ADR COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD SPONSORED ADR		1,212.17		368.50
ADR CPFL ENERGIA S A SPONSORED ADR		36,301.33		39,099.06


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
ADR CREDIT SUISSE GROUP SPONSORED ADR ISIN US2254011081		30,749.38		24,935.76
ADR CTRIP COM INTL LTD AMERICAN DEP SHS AMERICAN DEP SHS		76,427.09		71,276.40
ADR DANONE SPONSORED ADR		953,372.17		843,467.20
ADR DEUTSCHE TELEKOM AG SPONSORED ADR		5,275.77		4,027.84
ADR DUOYUAN GLOBAL WTR INC SPONSORED ADR		11,281.16		—
ADR E ON AG SPONSORED ADR		4,206.95		4,328.02
ADR E-COMMERCE CHINA DANGDANG INC SPONSORED ADS REPSTG COM CL A ADR		22,057.17		10,648.00
ADR ECOPETROL S A SPONSORED ADS		17,767.56		18,921.00
ADR EDAP TMS S A SPONSORED		136,453.51		100,183.20
ADR E-HOUSE CHINA HLDGS LTD ADR		11,756.67		2,989.00
ADR ELAN CORP PLC ADR REPRESENTING SHS		18,835.06		32,289.00
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS		2,838.69		2,522.00
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS		40,248.04		40,352.00
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS		301,159.85		337,948.00
ADR ENI S P A SPONSORED ADR		17,806.69		16,508.00
ADR ERICSSON L M TEL CO ADR CL B SEK 10 NEW ERICSSON L M TEL CO ADR		1,187.29		1,215.60
ADR EUROPEAN AERONAUTIC DEFENCE & SPACE CO EADS NV UNSPONSORED ADR ADR		1,084.14		1,598.86
ADR FIBRIA CELULOSE S A SPONSORED ADR REPSTG COM SHS		470.34		349.65
ADR FOCUS MEDIA HLDG LTD SPONSORED ADR		51,566.35		42,878.00
ADR FOMENTO ECONOMICO MEXICANA SAB DE CV		7,094.81		13,942.00
ADR FRANCE TELECOM		143,360.42		120,769.92
ADR FUTUREMEDIA PLC SPONSORED ADR COM NEW DEC 2007 ADR		999.60		0.09
ADR GALAPAGOS NV		3,003.95		3,641.68
ADR GERDAU S A SPONSORED ADR		22,257.53		15,620.00
ADR GIANT INTERACTIVE GROUP INC ADR		407.85		408.00
ADR GLAXOSMITHKLINE PLC SPONSORED ADR		591,005.28		629,192.07
ADR GLAXOSMITHKLINE PLC SPONSORED ADR		223,451.56		248,867.53
ADR GOL LINHAS AEREAS INTELIGENTES SPONSORED ADR REPSTG PFD SHS		10,211.74		7,293.00
ADR GOLD FIELDS LTD NEW SPONSORED ADR		15,978.56		15,631.25
ADR GRUPO CASA SABA S A DE C V SPONSOREDADR		1,645.08		503.70
ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR		18,399.18		16,848.00
ADR GUANGSHEN RY LTD		2,820.70		2,646.00
ADR GUSHAN ENVIRONMENTAL ENERGY LTD SPONSORED ADR NEW		230.03		35.10
ADR HIMAX TECHNOLOGIES INC SPONSORED ADR		13,699.75		6,003.00
ADR HITACHI LTD A.D.R. FOR 10 COM		60,999.00		61,003.80
ADR HOME INNS & HOTELS MGMT INC SPONSORED ADR		49,364.52		29,231.40
ADR HONDA MTR LTD ADR REPRESENTING 2 ORDSHS		115,591.12		108,605.25
ADR HRT PARTICIPACOES EM PETROLEO S A SPONSORED GDR		8,924.85		6,090.40
ADR HSBC HLDGS PLC SPONSORED ADR NEW		47,442.40		28,041.60
ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS		2,584.24		2,312.20
ADR HUTCHISON TELECOMMUNICATIONS HONG KONG HLDGS LTD ADR		0.00		1,160.71
ADR IBERDROLA S A SPONSORED ADR REPSTG 1ORD SHS		19,218.51		12,563.45
ADR ICICI BK LTD		678,295.25		447,724.20
ADR ICICI BK LTD		445,482.43		320,516.61
ADR IMPALA PLATINUM HLDGS LTD SPONSORED ADR REPSTG 1/4 SH		9,361.18		6,840.44
ADR IMPERIAL TOB GROUP PLC SPONSORED ADR		113,258.07		117,756.42
ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037		9,817.63		7,550.00
ADR ING GROEP N V SPONSORED ADR		988.87		717.00
ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPONSORED ADR NEW JUNE 2007		8,575.41		8,815.10
ADR IRELAND BK SPONSORED ADR NEW		53,098.11		30,566.16
ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR		53,997.43		49,815.04
ADR JA SOLAR HLDGS CO LTD SPONSORED ADR		201,752.23		41,613.70
ADR JIAYUAN COM INTL LTD		2,142.05		876.00
ADR JINKOSOLAR HLDG CO LTD		5,402.97		1,000.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
ADR JSC MMC NORILSK NICKEL SPONSORED ADR		31,861.61		39,975.10
ADR KEPPEL LTD SPONSORED		20,966.20		24,070.41
ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000		68,339.11		56,627.85
ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000		598,284.69		519,560.00
ADR KUBOTA CORP		21,991.32		20,156.60
ADR LAN AIRL S A		2,398.78		2,207.80
ADR LDK SOLAR CO LTD SPONSORED ADR		27,275.31		12,456.87
ADR LENOVO GROUP LTD SPONSORED ADR		12,746.30		17,340.96
ADR LYNAS CORP LTD SPONSORED ADR ADR		91,947.43		68,466.78
ADR M 2003 PLC SPONSORED ADR		4,800.70		—
ADR MECHEL OAO SPONSORED ADR		211,337.80		92,650.00
ADR METAL STORM LTD SPONSORED ADR		5,539.48		82.00
ADR MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A		8,516.80		7,692.00
ADR MIZUHO FINL GROUP INC SPONSORED ADR		1,275.95		268.00
ADR MOBILE TELESYSTEMS OJSC SPONSORED		71,520.50		66,060.00
ADR NATIONAL BK GREECE S A SPONSORED ADRREPSTG 1 SH		92,753.17		23,377.86
ADR NATIONAL GRID TRANSCO PLC SPONSORED ADR NEW		0.00		—
ADR NATIONAL GRID TRANSCO PLC SPONSORED ADR NEW		258,254.78		260,924.53
ADR NATUZZI S P A ADR		4,678.55		2,137.50
ADR NESTLE S A SPONSORED ADR REPSTG REG SH		229,798.91		266,910.33
ADR NESTLE S A SPONSORED ADR REPSTG REG SH		301,358.67		387,234.10
ADR NET SERVICOS DE COMUNICACAO S A SPONSORED ADR REPSTG PFD NEW		117.67		96.00
ADR NETQIN MOBILE INC ADR REPSTG CL A		5,726.95		5,270.00
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM		16,360.48		13,468.00
ADR NEWCREST MNG LTD SPONSORED ADR		129,729.63		163,746.48
ADR NICE SYS LTD SPONSORED ADR		4,858.56		5,167.50
ADR NINTENDO LTD ADR		4,384.53		1,773.78
ADR NOKIA CORP SPONSORED ADR		263,726.38		220,982.54
ADR NOKIA CORP SPONSORED ADR		180,567.81		136,410.82
ADR NOVARTIS AG		232,562.88		242,686.65
ADR NOVARTIS AG		170,616.96		183,801.55
ADR NOVO-NORDISK A S ADR		160,456.29		165,052.32
ADR NOVO-NORDISK A S ADR		944,068.30		1,009,677.60
ADR NTT DOCOMO INC ADR		4,819.45		4,587.50
ADR OAO GAZPROM LEVEL 1 ADR		161,336.27		120,823.47
ADR OAO GAZPROM LEVEL 1 ADR		14,402.98		10,665.30
ADR OGX PETROLEO E GAS PARTICIPACOES S ASPONSORED ADR ADR		3,370.95		2,920.80
ADR PANASONIC CORP ADR ADR		1,721.29		872.56
ADR PARTNER COMMUNICATIONS CO LTD ADR ISIN US70211M1099		6,918.79		3,536.00
ADR PEARSON PLC SPONSORED ADR		91,984.06		97,331.46
ADR PERUSAHAAN PERSEROAN PERSERO P T TELEKOMUNIKIASI INDONESIA SPONSORED ADR		44,337.69		39,009.06
ADR PETROBRAS ARGENTINA S A SPONSORED ADR		8,398.43		5,048.00
ADR PETROCHINA CO LTD SPONSORED ADR		78,014.37		76,146.51
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR		254,415.90		233,540.30
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR NON VTG		36,513.09		19,966.50
ADR POSCO SPONSORED ADR		248,384.34		190,882.50
ADR PRANA BIOTECHNOLOGY LTD SPONSORED ADR		3,073.89		1,470.00
ADR RANDGOLD RES LTD ADR		18,034.88		17,357.00
ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007		8,777.55		7,254.24
ADR RENESOLA LTD SPONSORED ADS ADR		638.17		462.06
ADR RENREN INC SPONSORED ADR REPSTG CL A		48,333.54		42,245.00
ADR RIO TINTO PLC SPONSORED ADR		184,751.16		161,977.75
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104		123,418.21		138,540.29
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104		142,204.84		174,455.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPSTG 20 ORD SH		22,884.29		10,829.00
ADR ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR SER M REPSTG PREF M		29,894.69		19,135.20
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS		51,787.23		52,990.25
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS		135,279.80		142,379.32
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG B SHS		205,098.18		229,550.20
ADR SAP AG SPONSORED ADR		207,611.76		182,148.00
ADR SAP AG SPONSORED ADR		10,765.60		10,590.00
ADR SASOL LTD SPONSORED ADR		29,093.19		32,232.00
ADR SEKISUI HOUSE LTD SPONSORED ADR		5,131.55		4,793.58
ADR SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR		17,754.71		13,403.35
ADR SIEMENS AG COM DM50 (NEW)		388,570.17		350,028.21
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS		54,454.27		69,038.08
ADR SILICONWARE PRECISION INDS LTD SPONSORED		1,787.00		1,526.00
ADR SINGAPORE TELECOMMUNICATIONS LTD SPONSORED ADR NEW 2006		758.45		714.92
ADR SINOTECH ENERGY LTD SPONSORED ADS		802.27		7.00
ADR SK TELECOM LTD SPONSORED ADR		9,636.76		7,553.55
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS		78,824.64		79,159.50
ADR SONY CORP AMERN SH NEW		37,295.33		32,706.52
ADR SPREADTRUM COMMUNICATIONS INC SPONSORED ADR		13,255.62		12,569.76
ADR STARPHARMA HLDGS LTD SPONSORED ADR ADR		7,592.60		18,699.68
ADR STMICROELECTRONICS N V SHS-N Y REGISTRY SHS-N Y REGISTRY		97,268.31		83,719.74
ADR STMICROELECTRONICS N V SHS-N Y REGISTRY SHS-N Y REGISTRY		19,132.28		10,525.75
ADR SUBSEA 7 S A SPONSORED ADR		4,442.10		3,719.88
ADR SUNTECH PWR HLDGS CO LTD ADR		215,212.89		57,868.85
ADR SYNGENTA AG SPONSORED ADR		26,266.99		25,933.60
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR		34,749.85		39,233.49
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR		508,521.11		623,449.72
ADR TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR		1,027,846.77		1,006,799.26
ADR TAM S A SPONSORED ADR REPSTG PFD		9,110.23		5,805.00
ADR TATA COMMUNICATIONS LTD SPONSORED ADR ADR		9,349.00		7,950.00
ADR TATA MTRS LTD SPONSORED ADR		55,115.48		41,405.00
ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREFERENCE SH		1,756.95		1,902.00
ADR TELECOM ARGENTINA S A SPONSORED ADR REPSTG CL B SHS		11,923.19		9,458.52
ADR TELECOM CORP NEW ZEALAND LTD SPONSORED ADR		84,397.31		76,344.45
ADR TELEFONICA BRASIL SA SPON ADR EA REPR 1 PFD SH		10,338.05		10,084.77
ADR TELEFONICA S A SPONSORED		137,355.86		113,333.67
ADR TELEFONOS DE MEXICO S A SPONSORED ADR REPSTG SH ORD L		22,284.57		19,190.76
ADR TELSTRA CORP LTD SPONSORED ADR FINALINSTALMENT		108,003.48		124,608.08
ADR TENARIS S A SPONSORED ADR		37,014.34		33,462.00
ADR TENCENT HLDGS LTD ADR		5,492.90		4,019.78
ADR TERNIUM S A SPONSORED ADR		1,727.22		919.50
ADR TEVA PHARMACEUTICAL INDS		419,097.02		344,876.20
ADR TEVA PHARMACEUTICAL INDS		366,915.04		355,168.00
ADR TEVA PHARMACEUTICAL INDS		1,165,847.29		956,532.00
ADR TEVA PHARMACEUTICAL INDS		412,724.23		363,240.00
ADR TIM PARTICIPACOES SA SPONSORED ADR		226,387.50		246,648.00
ADR TOTAL SA		210,142.71		213,639.80
ADR TOTAL SA		401,120.47		347,548.00
ADR TOYOTA MTR CORP SPONSORED ADR		435,997.08		383,421.74
ADR TRINITY BIOTECH PLC SPONSORED ADR NEW		2,746.16		2,830.04
ADR TULLOW OIL PLC ADR ADR		1,569.70		1,906.49
ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012		9,261.22		10,320.00
ADR UNILEVER N V NEW YORK SHS NEW		105,310.91		117,957.84
ADR UNILEVER PLC SPONSORED ADR NEW		21,430.27		24,068.60


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ADR VALE S A ADR		291,713.13			219,369.15
ADR VEOLIA ENVIRONNEMENT SPONSORED ADR		60,236.26			27,846.00
ADR VESTAS WIND SYS A/S UNSPONSORED ADR REPSTG 3 ORD SHS		12,089.04			2,696.45
ADR VODAFONE GROUP PLC NEW SPONSORED ADR		444.05			560.60
ADR VODAFONE GROUP PLC NEW SPONSORED ADR		229,319.68			242,770.70
ADR VODAFONE GROUP PLC NEW SPONSORED ADR		334,337.61			415,544.75
ADR WESTPAC BKG LTD SPONSORED A.D.R.		11,043.29			10,752.00
ADR WIPRO LTD SPONSORED ADR REPSTG 1 SH SPONSORED ADR REPSTG 1 SH\COM\		4,090.85			3,393.27
ADR WUXI PHARMATECH CAYMAN INC SPONSOREDADR REPSTG ORD SHS ADR		3,209.71			2,208.00
ADR XINYUAN REAL ESTATE CO LTD SPONSOREDADR		715.75			525.00
ADR YARA INTL ASA SPONSORED ADR		9,366.95			8,042.96
ADR YINGLI GREEN ENERGY HLDG CO LTD ADR ADR		39,560.81			17,658.60
ADR YOUKU INC		37,585.53			27,422.50
ADTRAN INC COM		261,737.52			191,817.60
ADVANCE AMER CASH ADVANCE CTRS INC COM STK		1,697.71			1,816.74
ADVANCE AUTO PTS INC COM		30,462.35			30,985.35
ADVANCE AUTO PTS INC COM		126,811.88			171,986.10
ADVANCED BATTERY TECHNOLOGIES INC COM COM		39,341.26			14,738.25
ADVANCED CELL TECHNOLOGY INC COM		463,957.68			200,178.15
ADVANCED DEPOSITION TECHNOLOGIES INC COM		1,506.39			0.12
ADVANCED ENERGY INDS INC COM		19,355.28			18,241.00
ADVANCED ENVIRONMENTAL RECYCLING TECHNOLOGIES INC CL A CL A		19,689.50			3,530.80
ADVANCED GROWING SYS INC NEV COM		4,399.65			—
ADVANCED ID CORP COM		11,240.98			127.50
ADVANCED MICRO DEVICES INC COM		150,357.31			134,460.00
ADVANCED MICRO DEVICES INC COM		183,894.76			67,003.20
ADVANCED MICRO DEVICES INC COM		930,789.86			597,780.00
ADVANCED OPTICS ELECTRONICS INC COM		9,411.96			—
ADVANCED POWERLINE TECHNOLOGIES INC COM		3,635.90			0.70
ADVANCED VIRAL RESH CORP COM		13,629.35			30.00
ADVANCED VISUAL SYS INC NEV COM		6,540.40			620.00
ADVANTA CORP CL B		8,712.06			—
ADVANTAGE OIL & GAS LTD		35,349.37			20,782.80
ADVENTRX PHARMACEUTICALS INC COM NEW COMNEW		15,109.92			2,360.00
AECOM TECHNOLOGY CORP DELAWARE COM		15,554.30			12,753.40
AECOM TECHNOLOGY CORP DELAWARE COM		619,512.79			484,423.50
AECOM TECHNOLOGY CORP DELAWARE COM		489,813.98			462,825.00
AEGEAN MARINE PETROLEUM NETWORK INC COM STK USD0.01		39,886.20			19,216.80
AEGIS ASSMTS INC COM		3,578.85			0.60
AEGON N V PERP CAP SECS 6.375% PFD STK		11,824.95			13,629.00
AEGON N V PFD STK		21,433.95			20,111.00
AEGON N V PFD STK		22,277.47			20,920.00
AEGON NV COM STK EUR0.12		247,951.88			234,969.82
AEHR TEST SYS COM		164.19			52.00
AEM US 01/21/12 C60		(1,748.45	)		(2.00	)
AEMETIS INC COM .		2,256.95			2,100.00
AEON CO LTD NPV		89,621.35			86,516.93
AER ENERGY RES INC COMMON STOCK		336.58			43.06
AERCAP HOLDINGS N.V. EUR0.01		18,963.27			23,144.50
AERO PERFORMANCE PRODS INC COM STK		2,410.49			—
AEROCENTURY CORP COM STK		10,513.90			5,535.00
AEROFOAM METALS INC COM		5,138.44			3.00
AEROPOSTALE COM		187,634.69			207,735.50
AEROPOSTALE COM		107,905.65			105,225.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
AEROPOSTALE COM		1,120,564.33			741,912.50
AEROVIRONMENT INC COM		26,378.89			29,392.98
AES CORP 8% DUE 06-01-2020		80,000.00			88,000.00
AES CORP 8% DUE 06-01-2020		48,220.71			5,462.50
AES CORP COM		16,651.54			16,007.68
AES CORP COM		270,070.40			168,873.92
AETERNA ZENTARIS INC COM		138,004.74			115,500.00
AETNA INC		310,410.35			421,900.00
AETNA INC		128,186.39			332,035.30
AETNA INC		83,102.44			92,021.72
AETRIUM INC COM STK USD0.001		4,149.95			730.00
AFAM US 05/19/12 C17.5		(359.25	)		(750.00	)
AFC ENTERPRISES INC COM		24,378.14			27,930.00
AFFILIATED MANAGERS GROUP INC COM STK		8,364.24			9,595.00
AFFILIATED MANAGERS GROUP INC COM STK		228,468.80			315,675.50
AFFILIATED MANAGERS GROUP INC COM STK		1,028,683.21			1,352,895.00
AFFINITY GOLD CORP COM		7,280.72			640.00
AFFYMAX INC COM		19,607.57			28,423.00
AFFYMETRIX INC OC-CAP STK		7,547.88			4,908.00
AFFYMETRIX INC OC-CAP STK		105,115.62			84,254.00
AFL US 01/19/13 C50		(187.30	)		(355.00	)
AFL US 02/18/12 C47		(92.30	)		(79.00	)
AFL US 05/19/12 C48		(174.30	)		(182.00	)
AFLAC INC COM		484,282.45			496,741.33
AFLAC INC COM		336,508.00			439,435.08
AFRICA OIL CORP COM STK		3,030.71			3,088.40
AGCO CORP COM		131,185.52			137,074.30
AGCO CORP COM		332,151.84			335,166.00
AGCO CORP COM		296,627.50			425,403.00
AGCO CORP COM		459,912.05			605,361.36
AGENT155 MEDIA CORP COM		242.00			0.06
AGENUS INC COM NEW COM USD0.01 (POST REVSPLIT)		8,461.79			2,198.00
AGFEED INDS INC COM STK		20,122.54			6,458.20
AGILENT TECHNOLOGIES INC COM		37,301.53			28,991.90
AGILENT TECHNOLOGIES INC COM		203,494.19			262,498.95
AGILYSYS INC COM STK		31,869.20			31,800.00
AGILYSYS INC COM STK		282,041.73			239,366.55
AGL ENERGY LTD NPV		142,978.89			141,989.64
AGL RES INC COM		288,203.55			246,611.62
AGL RES INC COM		86,699.92			108,270.12
AGNC US 01/21/12 P28		117.70			34.00
AGNC US 03/17/12 C29		(288.49	)		(240.00	)
AGNICO-EAGLE MINES LTD COM		326,401.40			175,280.32
AGNICO-EAGLE MINES LTD COM STK CALL OPT EXP 1/21/12 PR $72.5 PER SH		(2,112.93	)		(4.00	)
AGREE RLTY CORP COM		4,567.57			4,903.65
AGRISOLAR SOLUTIONS INC COM		9,280.60			6,500.00
AGRIUM INC COM		164,196.94			140,259.90
AGU US 01/21/12 C65		(1,789.99	)		(1,360.00	)
AIA GROUP LTD COM PAR USD 1		274,831.58			309,710.76
AIR CDA CL A VAR VTG SHS CL A COM STK		1.08			0.98
AIR LIQUIDE(L’) EUR5.50		606,235.60			740,588.73
AIR METHODS CORP COM NEW COM NEW		1,868.54			2,533.50
AIR PROD & CHEM INC COM		57,719.20			60,675.08
AIR PROD & CHEM INC COM		255,894.19			334,370.75


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
AIR PROD & CHEM INC COM		201,514.90			391,192.48
AIR TRANS SVCS GROUP INC COM STK		9,115.56			9,440.00
AIRCASTLE LIMITED COM STK		8,228.91			10,176.00
AIRGAS INC COM		183,317.46			217,843.20
AIRGAS INC COM		375,984.77			452,864.00
AIRGAS INC COM		75,579.41			123,756.80
AIRNET COMMUNICATIONS CORP COM NEW STK		3,389.37			—
AIRSCOOTER CORP COM		207.17			6.00
AIRSPAN NETWORKS INC COMMON STOCK		3,613.53			38.61
AIRTECH INTL GROUP INC COM NEW		6,883.43			—
AISIN SEIKI CO NPV		323,705.17			287,901.26
AISYSTEMS INC COM		471.95			4.80
AJINOMOTO CO INC NPV		274,101.90			276,112.06
AK STL CORP SR NT 7.625 DUE 05-15-2020		4,743.05			4,700.00
AK STL HLDG CORP COM STK PAR $0.01		37,264.36			36,318.21
AKAM US 01/21/12 C25		(691.52	)		(1,480.00	)
AKAM US 02/18/12 C29		(924.48	)		(2,724.00	)
AKAMAI TECHNOLOGIES INC COM STK		178,643.76			199,361.28
AKAMAI TECHNOLOGIES INC COM STK		174,697.87			125,440.08
AKAMAI TECHNOLOGIES INC COM STK		461,466.28			666,226.92
AKORN INC COM		16,059.16			20,016.00
AKS US 01/19/13 C10		(251.53	)		(290.00	)
AKTIV KAPITAL ASA COM STK		31,978.75			13,622.70
AKZO NOBEL NV EUR2		679,635.62			560,571.00
ALAMO ENERGY CORP COM STK		59,249.81			4,036.50
ALASKA AIR GROUP INC COM		82,356.07			94,087.77
ALASKA AIR GROUP INC COM		461,277.85			690,828.00
ALASKA COMMUNICATIONS SYS GROUP INC COM ISIN US01167P1012		89,351.15			31,530.77
ALBANY INTL CORP NEW CL A		5,157.35			4,624.00
ALBANY MOLECULAR RESH INC COM		1,294.95			586.00
ALBEMARLE CORP COM		16.07			12.07
ALBEMARLE CORP COM		358,337.57			318,846.90
ALBEMARLE CORP COM		307,272.30			272,487.90
ALBERTA STAR DEV CORP COM NEW		102,116.28			5,811.04
ALBERTSONS INC 7.75% DUE 06-15-2026		16,878.00			16,400.00
ALCOA INC COM STK		400,117.26			198,975.95
ALCOA INC COM STK		1,475,853.66			1,170,048.58
ALDERSHOT RES LTD NEW COM STK		252.75			59.00
ALERE INC COM		13,363.68			7,388.80
ALERE INC COM		578,757.08			489,715.81
ALEXANDER & BALDWIN INC COM		11,566.61			10,205.00
ALEXANDER & BALDWIN INC COM		372,918.11			489,023.60
ALEXANDRIA MINERALS CORP COM		2,137.40			884.00
ALEXCO RESOURCE CORP COM STK		49,832.92			51,347.40
ALEXION PHARMACEUTICALS INC COM		129,939.74			140,569.00
ALEXIS MINERALS CORP COM STK		16,110.55			1,863.00
ALEXZA PHARMACEUTICALS INC COM		12,817.09			4,150.00
ALIBABA.COM LTD COM STK		17,996.28			10,339.00
ALICO INC COM		870.11			636.28
ALIGN TECHNOLOGY INC COM		41,916.57			49,822.50
ALIGN TECHNOLOGY INC COM		184,798.49			241,995.00
ALKANE EXPLORATION LTD SHS		1,284.37			463.90
ALKERMES PLC SHS		5,634.85			6,944.00
ALL FUELS & ENERGY CO COM STK		2,154.95			0.09


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ALLEGHENY TECHNOLOGIES INC COM		33,816.49			33,808.23
ALLEGHENY TECHNOLOGIES INC COM		388,590.33			371,884.00
ALLEGHENY TECHNOLOGIES INC COM		88,069.64			108,984.00
ALLEGIANT TRAVEL CO COM		707,408.96			874,776.00
ALLEN PARK MICH 6.625% 05-01-2019 BEO TAXABLE		10,354.10			9,824.30
ALLERGAN INC COM		231,725.61			280,585.88
ALLERGAN INC COM		203,859.38			591,016.64
ALLERGAN INC COM		443,435.69			552,762.00
ALLEZOE MED HLDGS INC COM		149.45			7.05
ALLIANCE 1 INTL INC COM		4,051.03			2,720.00
ALLIANCE DATA SYS CORP COM		11,312.95			12,980.00
ALLIANCE DATA SYS CORP COM		573,778.76			664,576.00
ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK		26,009.61			26,089.41
ALLIANCEBERNSTEIN HLDG L P UNIT LTD		12,896.36			7,848.00
ALLIANT ENERGY CORP COM ISIN #US0188021085		12,279.16			15,799.63
ALLIANT ENERGY CORP COM ISIN #US0188021085		262,340.65			308,770.00
ALLIANT TECHSYSTEMS INC COM		13,604.09			10,426.58
ALLIED ENERGY INC FLA COM		539.95			73.00
ALLIED IRISH BKS P L C SPONSORED ADR 1 ADR REPSTG 10 ORD SHS		6,982.98			1,485.20
ALLIED MOTION TECHNOLOGIES INC COM		4,590.68			5,685.12
ALLIED NEV GOLD CORP COM STK		48,842.62			67,342.72
ALLIED NEV GOLD CORP COM STK		260,333.52			324,601.60
ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK		311,252.09			339,822.00
ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK		490,203.27			516,026.00
ALLIQUA INC COM		608.29			150.00
ALLOS THERAPEUTICS INC COM ISIN US019777101		10,912.50			10,650.00
ALLSCRIPTS HEALTHCARE SOLUTIONS INC		14,093.61			14,489.10
ALLSTATE CORP COM		27,044.61			24,228.85
ALLSTATE CORP COM		388,265.17			364,553.00
ALLSTATE CORP COM		293,540.87			302,716.04
ALLSTATE CORP COM		1,270,476.42			1,082,695.00
ALLSTATE CORP COM		473,141.34			482,416.00
ALLT US 03/17/12 C15		(390.01	)		(780.00	)
ALLY BANK MIDVALE UTAH C/D DTD 11-16-2011 1.15 11-18-2013		20,000.00			19,992.40
ALLY BK MIDVALE UT C/D ACT/365 DTD 05-04-2011 .95 05-06-2013		3,000.00			3,004.38
ALLY BK MIDVALE UT DTD 01-14-2011 .65 07-16-2012		108,000.00			108,085.32
ALLY BK MIDVALE UT DTD 01-14-2011 .85 01-14-2013		12,000.00			12,030.96
ALLY BK MIDVALE UT DTD 09-10-2010 .55 03-09-2012		20,000.00			20,008.80
ALLY BK MIDVALE UTAH CTF DEP DTD 08/27/2010 ACT/365 1 DUE 08-27-2012		20,000.00			20,073.40
ALLY BK MIDVALE UTAH CTF DEP DTD 08-13-2010 1.05 08-13-2012		6,000.00			6,024.36
ALLY BK MIDVALE UTAH CTF DEP DTD 09-17-2010 .9 09-17-2012		10,000.00			10,041.00
ALLY FINL INC 4.5% DUE 02-11-2014		20,295.00			19,250.00
ALMADEN MINERALS LTD COM STK		65,671.90			42,903.00
ALMOST FAMILY INC COM		29,438.23			19,647.30
ALNYLAM PHARMACEUTICALS INC COM		273,815.10			126,325.00
ALNYLAM PHARMACEUTICALS INC COM		54,566.01			39,935.00
ALON USA ENERGY INC COM STK		79,195.75			79,261.00
ALON USA ENERGY INC COM STK		79,442.36			80,132.00
ALPHA & OMEGA SEMICONDUCTOR LTD COM STK		811.95			731.00
ALPHA NAT RES INC COM STK		126,531.54			115,123.05
ALPHA NAT RES INC COM STK		189,659.70			183,870.00
ALPHA NAT RES INC COM STK		265,242.15			204,095.70
ALPHA NAT RES INC COM STK		268,474.57			100,719.90
ALPHA NAT RES INC COM STK		425,126.51			274,374.90


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
ALTAGAS LTD COM STK		11,238.21		19,630.65
ALTAIR NANOTECHNOLOGIES INC COMMON STOCK		8,374.74		3,465.00
ALTERA CORP COM		17,262.58		17,076.59
ALTERA CORP COM		225,176.56		258,438.60
ALTERA CORP COM		1,077,157.91		912,660.00
ALTERNATE ENERGY HLDGS INC COM STK		55,900.40		2,760.00
ALTERNATIVE ENERGY PARTNERS INC COM NEW		9,608.00		4.56
ALTERRA POWER CORPORATION		4,793.07		1,880.00
ALTITUDE ORGANIC CORP COM		6,468.75		946.40
ALTIUS MINERALS CORP COM STK		20,936.12		25,318.63
ALTRIA GROUP INC 4.75% DUE 05-05-2021		219,568.00		242,228.36
ALTRIA GROUP INC 8.5% DUE 11-10-2013		81,052.60		79,026.29
ALTRIA GROUP INC 9.25% DUE 08-06-2019		12,328.20		13,427.56
ALTRIA GROUP INC COM		1,899,294.27		2,226,758.33
ALTRIA GROUP INC COM		180,257.93		243,307.90
ALTRIA GROUP INC COM		515,343.93		1,332,352.40
ALVARION LTD COM		20,244.98		9,828.00
AMADA CO LTD NPV		543,487.83		507,218.84
AMADEUS IT HLDGS EUR0.01		512,395.80		423,862.69
AMAROK RES INC COM STK		66,591.47		1,523.23
AMAZON COM INC COM		1,058,034.63		909,986.70
AMAZON COM INC COM		555,779.02		1,371,298.20
AMAZON COM INC COM		746,914.04		701,055.00
AMAZON COM INC COM		535,585.70		737,579.10
AMAZON COM INC COM		503,424.05		983,208.00
AMAZON COM INC COM		539,845.14		1,099,185.00
AMBAC FINL GROUP 9.375% DUE 08-01-2011		4,972.50		650.00
AMBAC FNCL GROUP COM STK		1,297.20		114.10
AMC ENTMT INC NEW 8.75% DUE 06-01-2019		5,275.00		5,175.00
AMC NETWORKS INC CL A		2,470.70		2,329.96
AMDOCS ORD GBP0.01		10,416.90		9,985.50
AMDOCS ORD GBP0.01		129,920.81		128,385.00
AMEDISYS INC COM		35,232.68		14,837.60
AMER ELEC PWR CO INC COM		196,546.09		227,234.99
AMER ELEC PWR CO INC COM		363,808.97		437,348.97
AMER FINL GROUP INC OH COM STK		86,789.71		113,514.09
AMER FINL GROUP INC OH COM STK		250,645.61		361,522.00
AMER MOVIL S A B DE C V 5.625 DUE 11-15-2017 BEO		49,816.50		57,477.00
AMER MOVIL SAB DE 5% DUE 03-30-2020		99,356.00		110,477.20
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS		86,598.01		78,347.32
AMER W RES INC COM NEW COM NEW		3,290.28		420.00
AMERADA HESS CORP 7.3% DUE 08-15-2031		114,653.04		134,739.99
AMERADA HESS CORP 7.875% DUE 10-01-2029		57,790.80		67,173.65
AMERCO COM		13,594.79		14,851.20
AMERCO COM		24,412.17		26,520.00
AMERCO COM		689,591.02		756,085.20
AMEREN CORP COM		11,856.80		13,646.74
AMEREN CORP COM		254,271.68		251,788.00
AMEREN CORP COM		201,918.97		173,435.55
AMERESCO INC		6,772.26		7,422.52
AMERICAN CAMPUS CMNTYS INC COM		28,346.33		30,993.15
AMERICAN CAP AGY CORP COM REIT FUND		605,187.08		620,568.00
AMERICAN CAP AGY CORP COM REIT FUND		673,020.29		662,901.18
AMERICAN CAP LTD COM STK		217,874.32		204,073.96


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
AMERICAN EAGLE OUTFITTERS INC NEW COM		24,343.52		25,113.02
AMERICAN EAGLE OUTFITTERS INC NEW COM		312,319.57		438,884.16
AMERICAN EAGLE OUTFITTERS INC NEW COM		318,575.16		337,909.00
AMERICAN ENTERPRISE DEV CORP COM STK		277.90		—
AMERICAN EQUITY INVT LIFE HLDG CO COM		19,497.12		15,658.93
AMERICAN EQUITY INVT LIFE HLDG CO COM		173,134.16		156,000.00
AMERICAN EXPRESS CENTURION BK INSTL CTF DEP DTD 12-08-2011 1.15 DUE 12-09-2013		15,000.00		14,982.75
AMERICAN EXPRESS CO		278,592.33		298,105.41
AMERICAN EXPRESS CO		564,364.69		1,040,192.84
AMERICAN EXPRESS CO SUB DEB FLTG RATE VAR RT DUE 09-01-2066/08-01-2006		93,772.60		89,550.00
AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK ENTRY MTN 4.875% DUE 07-15-2012		10,034.80		9,550.00
AMERICAN GREEN GROUP INC COM NEW COM NEW		864.95		—
AMERICAN HOME MTG INVT CORP COM STK		595.04		8.24
AMERICAN INTERNATIONAL GROUP INC COM		211,924.89		160,845.60
AMERICAN INTERNATIONAL GROUP INC COM		1,661,147.42		218,567.20
AMERICAN INTL PETE CORP COM PAR $0.08 NEW COM PAR $0.08 NEW		3,347.50		—
AMERICAN INTL.GRP WTS/PROD 19/01/21		0.00		—
AMERICAN LITHIUM MINERALS INC COM		55,344.12		2,990.65
AMERICAN PETRO HUNTER INC COM		22,603.76		15,134.00
AMERICAN PUB ED INC COM STK		117,888.62		138,496.00
AMERICAN PUB ED INC COM STK		3,619.95		4,328.00
AMERICAN PWR CORP COM STK		96,277.36		9,125.00
AMERICAN RAILCAR INDS INC COM STK		1,403.24		2,393.00
AMERICAN REPROGRAPHICS CO COM		2,019.97		2,295.00
AMERICAN SEC RES CORP COM		3,527.80		175.00
AMERICAN SIERRA GOLD CORP COM STK		4,065.27		8.40
AMERICAN STS WTR CO COM		35,276.89		38,220.43
AMERICAN SUPERCONDUCTOR CORP SHS		80,871.67		25,774.65
AMERICAN SUPERCONDUCTOR CORP SHS		56,956.06		50,553.00
AMERICAN TOWER MANDATORY EXC AMERICAN TOWER REIT 2F14A31 1/3/2012		372,950.94		518,546.41
AMERICAN TOWER MANDATORY EXC AMERICAN TOWER REIT 2F14A31 1/3/2012		54,749.33		61,510.25
AMERICAN TOWER MANDATORY EXC AMERICAN TOWER REIT 2F14A31 1/3/2012		354,054.13		366,061.00
AMERICAN UNITY INVTS INC FLA COM STK		2,159.75		0.60
AMERICAN VANGUARD CORP COM		2,995.20		5,336.00
AMERICAN WTR WKS CO INC NEW COM		63,122.14		72,373.65
AMERICAN WTR WKS CO INC NEW COM		123,854.54		121,068.00
AMERICAN WTR WKS CO INC NEW COM		218,390.00		251,694.00
AMERICANWEST BANCORPORATION COM STK		2,873.90		180.00
AMERICAS CAR-MART INC COM		844,787.56		1,283,145.00
AMERICAS WIND ENERGY CORP COM		2,960.87		36.00
AMERICNEXPRSS 11-23-11 1.1 11-25-13 11-25-2013		150,000.00		149,766.00
AMERIGO RES LTD		7,753.40		10,780.00
AMERIGROUP CORP COM		41,479.11		39,938.08
AMERILITHIUM CORP COM STK		195,351.24		53,652.20
AMERIPRISE FINL INC COM		105,413.68		245,122.32
AMERIPRISE FINL INC COM		398,883.93		543,309.80
AMERIQUEST MTG FLTG RT .6213% DUE 04-25-2034		69,166.05		65,260.87
AMERISAFE INC COM		2,741.59		3,859.50
AMERISOURCEBERGEN CORP COM		97,401.96		210,235.07
AMERISOURCEBERGEN CORP COM		145,132.49		154,157.15
AMERISOURCEBERGEN CORP COM		742,704.68		702,891.00
AMERISTAR CASINOS INC COM STK USD0.01		85,523.85		93,366.00
AMERITYRE CORP COM		536.96		81.00
AMERN AXLE & MFG HOLDINGS INC		40,335.17		41,538.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
AMERN EAGLE ENERGY CORP COM STK		0.00			289.90
AMERN EXPRESS 2.75% DUE 12-09-2013		7,000.00			7,204.61
AMERN EXPRESS CENTURION BK CTF DEP PR DTD 08-04-2011 .55 02-04-2013		200,000.00			199,590.00
AMERN EXPRESS CENTURION BK DTD 07-14-2011 .5 01-14-2013		93,000.00			92,888.40
AMERN EXPRESS CENTURION BK SALT LAKE ACT/365 S/A DTD 02-03-10 1.35 02-03-12		20,000.00			20,015.00
AMERN EXPRESS CENTURION BK SALT LAKE CTFDEP DTD 03-10-2010 1.8 03-11-2013		10,000.00			10,155.40
AMERN EXPRESS CENTURION BK SALT LAKE CY UT CTF DEP DTD 02-03-2010 2 02-04-2013		30,000.00			30,458.70
AMERN EXPRESS CENTURION BK SALT LAKE CY UT CTF DEP DTD 09-10-2009 3.5 09-12-2016		5,000.00			5,281.75
AMERN EXPRESS CO 8.125% DUE 05-20-2019		5,042.50			6,443.25
AMERN EXPRESS CO 8.125% DUE 05-20-2019		129,262.00			129,287.10
AMERN EXPRESS CR 5.125% DUE 08-25-2014		249,760.00			268,579.75
AMERN INTL GROUP 6.4% DUE 12-15-2020		129,663.30			131,199.90
AMERN INTL GROUP 8.25% DUE 08-15-2018		140,000.00			148,190.14
AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00027 5.6 10-18-2016BEO		26,112.49			30,122.42
AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018		19,889.80			19,560.30
AMERN INTL GROUP INC WT EXP 1/19/21		17,157.76			5,994.88
AMERN LORAIN CORP COM		13,306.95			8,000.00
AMERN ORIENTAL BIOENGINEERING INC COM STK		3,306.44			721.19
AMERN PAC RIM COMM GRP		0.00			—
AMERN PAC RIM COMM GRP CONTRA SHS		(156.95	)		—
AMERN SCI & ENGR INC COM		32,180.01			34,459.31
AMERN SOFTWARE INC CL A		656.50			945.00
AMERN TOWER CORP 4.5% DUE 01-15-2018		5,148.15			5,091.70
AMERN WOODMARK CORP COM		2,368.95			1,366.00
AMETEK INC NEW COM		8,032.55			8,432.07
AMETEK INC NEW COM		285,157.30			422,894.50
AMGEN INC COM		132,267.57			154,195.85
AMGEN INC COM		991,459.06			1,111,410.89
AMGEN INC COM		998,371.41			1,008,097.00
AMGEN INC COM		1,158,408.15			1,427,067.25
AMISH NATURALS INC COM STK		2,959.23			—
AMKOR TECH INC 7.375% DUE 05-01-2018		5,294.25			5,100.00
AMN HEALTHCARE SVCS INC COM		5,779.01			3,530.71
AMOROCORP INC COM STK		1,030.00			—
AMPHENOL CORP NEW CL A		16,809.85			15,886.50
AMPHENOL CORP NEW CL A		146,293.77			167,716.05
AMPLIPHI BIOSCIENCES CORP COM		3,738.32			1,070.00
AMR CORP COM		438,611.14			198,310.35
AMR CORP DEL DEB 9 DUE 09-15-2016 REG		9,885.00			2,200.00
AMR CORP DEL PFD		2,011.77			449.00
AMR US 02/18/12 C1		(217.89	)		(20.00	)
AMTECH SYS INC COM PAR $0.01 NEW STK		40,995.29			17,020.00
AMWEST IMAGING INC COM		81,513.32			11,956.00
AMYLIN PHARMACEUTICALS INC COM		6,429.82			5,690.00
AMYRIS INC FORMERLY AMYRIS BIOTECHNOLOGIES INC TO 06/21/2010 COM		4,020.95			2,308.00
ANADARKO FIN CO 7.5% DUE 05-01-2031		87,656.53			96,790.48
ANADARKO PETE CORP 5.95 DUE 09-15-2016		6,918.00			9,060.82
ANADARKO PETE CORP 6.375% DUE 09-15-2017		22,575.80			23,160.30
ANADARKO PETE CORP 6.375% DUE 09-15-2017		117,658.93			121,709.07
ANADARKO PETE CORP DEB 7.2 DUE 03-15-2029 BEO		13,661.03			19,823.36
ANADARKO PETRO CORP COM		361,233.66			829,478.11
ANADARKO PETRO CORP COM		289,662.32			305,192.24
ANADARKO PETRO CORP COM		500,763.09			599,724.81
ANADARKO PETRO CORP COM		649,765.34			900,694.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ANADIGICS INC COM		33,571.37			28,689.00
ANADIGICS INC COM		19,132.32			10,709.10
ANALOG DEVICES INC COM		23,068.46			22,592.49
ANALOG DEVICES INC COM		205,941.17			232,963.58
ANALOGIC CORP COM PAR $0.05		370,327.33			520,580.24
ANAREN INC COM		13,555.88			10,803.00
ANAVEX LIFE SCIENCES CORP COM STK		46,471.97			12,200.00
ANCESTRY COM INC COM		17,419.24			11,709.60
ANDEAN AMERN GOLD CORP COM .		268.44			87.40
ANDERSONS INC COM		20,536.83			26,196.00
ANDERSONS INC COM		169,464.92			174,640.00
ANDERSONS INC COM		480,782.75			674,896.28
ANDIAMO CORP COM		306.95			95.00
ANDINA MINERALS INC COM STK		793.87			800.20
ANDREA ELECTRS CORP COM		283.20			180.00
ANGLO AMERICAN USD0.54945		960,378.02			860,813.51
ANGLO AMERN PLATINUM LTD ADR		47,029.56			28,357.07
ANHEUSER BUSCH GTD NT 5.375 DUE 01-15-2020		278,008.84			304,929.04
ANHEUSER-BUSCH INBEV NV		756,905.42			887,530.23
ANN INC COM		17,110.01			17,346.00
ANNALY CAP MGMT INC C PFD SER A		30,461.09			31,320.13
ANNALY CAP MGMT INC COM		2,526,466.69			2,347,005.93
ANSYS INC COM		1,193.35			1,145.60
ANTARES PHARMA INC COM		37,679.85			41,800.00
ANTHRACITE CAP INC COM		1,594.57			0.53
ANTOFAGASTA ORD GBP0.05		146,864.34			138,229.87
ANTRIM ENERGY INC COM		820.73			357.00
ANWORTH MTG ASSET CORP PFD SER A % PFD STK		6,321.95			6,445.00
ANWORTH MTG AST CORP COM		201,458.25			197,820.00
ANWORTH MTG AST CORP COM		28,892.68			26,745.21
AOL INC COM STK		17,561.54			12,774.60
AOL TIME WARNER 7.625% DUE 04-15-2031		68,424.87			90,361.67
AON CORP COM		272,145.39			322,311.60
AON CORP COM		224,183.54			327,506.40
AON CORP COM		12,615.82			13,761.84
AP PHARMA INC COM NEW STK		5,354.00			745.20
APA GROUP NPV (STAPLED UNITS)		7,440.27			9,206.40
APA US 01/21/12 C100		(439.24	)		(43.00	)
APA US 07/21/12 C90		(972.23	)		(1,065.00	)
APACHE CORP 5.1% DUE 09-01-2040		49,551.70			58,437.40
APACHE CORP 6% DUE 09-15-2013		109,423.60			119,835.43
APACHE CORP COM		748,848.86			635,262.01
APACHE CORP COM		320,517.74			364,584.50
APACHE CORP COM		418,360.37			753,263.28
APACHE CORP COM		1,008,206.43			942,032.00
APARTMENT INVT & MGMT CO CL A		56,649.07			58,168.49
APARTMENT INVT & MGMT CO CL A		6,181.03			6,575.17
APC US 01/21/12 C80		(221.53	)		(190.00	)
APEX SILVER MINE LTD COM STK		10,294.31			—
APOGEE ENTERPRISES INC COM		1,632.66			1,348.47
APOGEE ENTERPRISES INC COM		33,684.15			29,424.00
APOGEE TECH INC COM STK		14,354.85			1,200.00
APOLLO GROUP INC CL A		47,645.40			59,364.74
APOLLO GROUP INC CL A		132,424.09			134,782.74


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
APOLLO GROUP INC CL A		788,719.20			867,307.00
APOLLO INVT CORP COM SH BEN INT		306,811.47			240,258.51
APOLO GOLD & ENERGY INC FORMERLY APOLO COM NEW		1,943.70			950.00
A-POWER ENERGY GENERATION SYSTEMS LTD COM STK USD0.0001		6,801.96			225.00
APPIANT TECHNOLOGIES INC COM		554.95			—
APPLE INC COM STK		1,421,281.38			8,213,400.00
APPLE INC COM STK		1,300,640.36			2,511,000.00
APPLE INC COM STK		30,850,798.36			34,524,630.00
APPLE INC COM STK		1,292,624.72			3,674,160.00
APPLE INC COM STK		662,134.48			1,818,450.00
APPLE INC COM STK		1,643,779.89			3,503,250.00
APPLE INC COMSTK CALL OPT EXP 01/19/13 PR $400 PER SH		(10,012.82	)		(12,288.00	)
APPLE INC COMSTK CALL OPT EXP 1/21/12 PR $400 PER SH		(5,130.70	)		(9,800.00	)
APPLE RUSH CO INC COM STK		0.00			—
APPLIED INDL TECHNOLOGIES INC COM		258,151.30			302,462.00
APPLIED MATERIALS INC COM		185,391.42			146,107.93
APPLIED MATERIALS INC COM		346,714.72			305,417.07
APPLIED MATERIALS INC COM		1,193,994.53			1,043,957.25
APPLIED MATERIALS INC COM		524,134.85			443,394.00
APPLIED MICRO CIRCUITS CORP COM NEW STK		480.92			336.00
APPLIED MICRO CIRCUITS CORP COM NEW STK		145,982.16			116,256.00
APPLIED MINERALS INC COM STK		1,611.38			1,473.20
APPLIED NEUROSOLUTIONS INC COM NEW COM NEW		10,569.95			6.00
APPLIED SOLAR INC COM		1,107.75			4.50
APPLIED VISUAL SCIENCES INC COM COM STK		9,882.95			73.50
APPLIEDTHEORY CORP COM		11,260.37			10.00
APPROACH RES INC COM STK		30,527.80			29,410.00
APRIA HEALTHCARE 12.375% DUE 11-01-2014		23,494.53			22,875.00
APRICUS BIOSCIENCES INC COM		7,988.08			9,288.00
AQUA AMER INC COM		34,813.03			40,474.08
AQUALIV TECHNOLOGIES INC COM		0.00			9.08
AQUILEX HLDGS LLC 11.125% DUE 12-15-2016		49,534.90			21,875.00
ARABIAN AMERN DEV CO COM		27,899.12			46,402.56
ARAFURA RESOURCES LTD COM STK		131,902.83			50,760.23
ARBITRON INC COM		119,725.25			151,404.00
ARC RES LTD CDA COM		55,943.12			63,868.51
ARCA BIOPHARMA INC COM		437.88			102.00
ARCAN RES LTD COM		9,527.81			7,249.80
ARCELORMITTAL NPV		520,072.68			314,556.41
ARCELORMITTAL SA NT 9.85 DUE 06-01-2019		6,434.35			5,529.89
ARCH COAL INC 7.25% DUE 10-01-2020		5,219.25			5,087.50
ARCH COAL INC COM		105,064.35			57,559.66
ARCH COAL INC COM		553,750.04			428,045.00
ARCHER-DANIELS-MIDLAND CO COM		140,209.91			128,463.80
ARCHER-DANIELS-MIDLAND CO COM		274,051.67			416,730.60
ARCHER-DANIELS-MIDLAND CO COM		347,592.00			343,200.00
ARCHER-DANIELS-MIDLAND CO COM		328,839.90			334,620.00
ARCLAND ENERGY CORP COM		0.00			—
ARCOS DORADOS HOLDINGS INC COM NPV CL ‘A’		28,194.18			24,122.75
ARCOS DORADOS HOLDINGS INC COM NPV CL ‘A’		275,237.46			226,240.60
ARCOS DORADOS HOLDINGS INC COM NPV CL ‘A’		385,448.03			341,845.03
ARCTIC CAT INC COM		27,512.40			45,100.00
ARCTIC CAT INC COM		163,964.86			245,795.00
ARCTIC GLACIER INCOME FD TR UNIT		25,278.07			9,971.96


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ARENA PHARMACEUTICALS INC COM ISIN US0400471027		21,783.88			21,764.93
ARENA PHARMACEUTICALS INC COM ISIN US0400471027		15,052.90			20,383.00
ARES CAP CORP COM		137,983.33			102,967.77
ARES CAP CORP COM		218,139.54			339,127.50
ARES CAP CORP COM		1,051,190.19			1,037,467.50
AREVA—SOCIETE DES PARTICIPATIONS DU COMMISSARIAT A LENERG SHS		28,039.04			11,647.49
ARGAN INC COM		9,465.08			13,126.23
ARGENT SECS INC 2004-W10 AST BKD PASSTHRU CTF CL A2 10-25-2034 REG		168,209.86			148,491.65
ARGENTEX MNG CORP CDA COM		3,289.76			940.04
ARGO GROUP INTERNATIONAL HOLDINGS COM STK		3,673.95			2,896.00
ARGO GROUP INTERNATIONAL HOLDINGS COM STK		96,219.44			89,776.00
ARGONAUT GOLD INC NEW COM		5,168.41			6,825.20
ARGUS METALS CORP COM		39,493.61			5,890.00
ARIAD PHARMACEUTICALS INC COM		32,267.09			49,000.00
ARIAD PHARMACEUTICALS INC COM		200,327.36			237,527.50
ARIBA INC COM NEW		2,164.45			1,881.36
ARIBA INC COM NEW		149,031.26			301,579.20
ARIEL WAY INC COM		9,794.08			7,050.00
ARISTA PWR INC COM NEW .		2,781.41			895.00
ARKANSAS BEST CORP DEL COM		125,072.80			119,474.00
ARKEMA EUR10		178,600.51			157,098.69
ARM HLDGS ORD GBP0.0005		195,207.21			199,140.19
ARM HLDGS ORD GBP0.0005		440,446.78			525,619.42
ARMOUR RESIDENTIAL REIT INC COM		118,830.45			113,040.37
ARNA US 01/21/12 C2		(649.23	)		(364.00	)
ARNA US 01/21/12 C2.5		(41.53	)		(10.00	)
ARQULE INC COM		52,805.60			50,196.00
ARRHYTHMIA RESH TECHNOLOGY INC COM PAR $0.01 NEW COM PAR $0.01 NEW		12,803.93			4,939.72
ARRIS GROUP INC COM		2,860.39			2,705.00
ARRIS GROUP INC COM		24,995.48			24,886.00
ARROW ELECTR INC COM		7,897.20			7,482.00
ARROW ELECTRS INC 7.5% DUE 01-15-2027		5,384.65			5,457.86
ARTHROCARE CORP COM		3,914.62			3,484.80
ARTIFICIAL LIFE INC COM		9,238.06			490.00
ARTIS REAL ESTATE INVT TR TR UNIT		0.00			—
ARUBA NETWORKS INC COM		21,097.21			17,594.00
ARYZTA AG CHF0.02 (REGD)		114,055.83			117,157.55
ASA GOLD AND PRECIOUS METALS LIMITED		99,923.12			109,380.59
ASAHI GLASS CO NPV		110,918.21			117,502.23
ASAHI GROUP HOLDINGS LTD NPV		64,959.01			70,262.28
ASAHI KASEI CORP NPV		87,626.81			78,369.47
ASBURY AUTOMOTIVE GROUP INC COM		348,640.78			407,484.00
ASCENA RETAIL GROUP INC COM		13,395.35			13,968.40
ASCENDIA BRANDS INC COM STK		4,119.90			0.65
ASCENT CAP GROUP INC COM SER A STK		14.29			50.72
ASCENT SOLAR TECHNOLOGIES INC COM		7,862.64			2,078.70
ASHFORD HOSPITALITY TR INC COM SHS		2,840.21			4,948.35
ASHLAND INC NEW COM		13,993.60			16,290.60
ASHLAND INC NEW COM		322,043.23			376,684.40
ASIA GLOBAL CROSSING		715.19			0.50
ASIA GLOBAL HLDGS CORP COM STK		1,129.95			4.80
ASIAINFO-LINKAGE INC COM STK ISIN# US04518A1043		18,225.67			7,013.75
ASML HOLDING NV EUR0.09		214,946.44			238,319.81
ASML HOLDING NV EUR0.09		946,049.58			951,892.20


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ASPEN INSURANCE HLDGS COM		290,018.70			296,800.00
ASPEN INSURANCE HLDGS COM		30,073.32			31,800.00
ASPEN INSURANCE HLDGS COM		4,696.18			4,637.50
ASPEN INSURANCE HLDGS COM		584,343.49			575,050.00
ASPENBIO PHARMA INC FORMERLY ASPENBIO I COM NEW		5,431.97			582.00
ASSD ESTATES RLTY CORP COM		16,926.75			16,111.87
ASSET BACKED SECS CORP HOME EQUITY LN TR2001-HE3 CTF CL A1 11-15-2031 BEO		19,479.04			15,817.68
ASSIC GENERALI SPA EUR1		251,345.30			231,431.66
ASSOCIATED BK GREEN BAY N A WIS CD DTD 02-03-2010 1.35 02-03-2012		30,000.00			30,022.50
ASSOCIATED MATERIALS LLC 9.125 11-1-2017		23,079.77			22,062.50
ASSOCTD BANC-CORP COM		8,526.56			4,032.37
ASSOCTD BANC-CORP COM		293,624.74			306,058.00
ASSOCTD BANC-CORP COM		377,903.20			379,780.00
ASSURANT INC COM		274,947.08			373,646.00
ASSURANT INC COM		514,111.24			607,688.00
ASSURANT INC COM		106,358.81			85,404.80
ASSURED GUARANTY LTD COMMON STK		238,389.79			306,162.00
ASSURED GUARANTY MUNI		4,306.95			4,764.00
ASSURED PHARMACY INC COM		50,736.35			2,205.70
AST BACKED SECS FLTG RT 1.2601% DUE 12-15-2033		57,566.75			56,704.04
ASTA FDG INC COM		20,344.32			17,556.00
ASTEC INDS INC COM		25,702.91			25,768.00
ASTEC INDS INC COM		379,982.46			450,231.38
ASTEX PHARMACEUTICALS INC COM USD0.001		138,289.39			71,562.96
ASTEX PHARMACEUTICALS INC COM USD0.001		11,673.60			7,182.00
ASTRAZENECA ORD USD0.25		770,466.54			792,198.16
ASTROTECH CORP COM STK		62.97			10.10
ASYST TECHNOLOGIES INC COM		4,174.65			—
AT & T LATIN AMER CORP COM		11.28			—
AT&T BROADBAND 9.455% DUE 11-15-2022		10,550.94			14,242.85
AT&T INC 3.875% DUE 08-15-2021		91,973.57			95,197.59
AT&T INC 5.5% DUE 02-01-2018		169,626.00			196,780.10
AT&T INC 5.55% DUE 08-15-2041		59,881.65			70,645.02
AT&T INC 6.3% DUE 01-15-2038		88,112.80			98,218.96
AT&T INC COM		2,204,748.19			2,352,541.08
AT&T INC COM		990,812.72			1,085,616.00
AT&T INC COM		901,034.43			868,553.28
AT&T INC COM		3,050,333.34			3,913,146.72
AT&T INC SR NT		25,193.99			25,599.75
ATHENAHEALTH INC COM MON STOCK		12,311.49			9,824.00
ATHENAHEALTH INC COM MON STOCK		203,194.88			142,448.00
ATHENAHEALTH INC COM MON STOCK		675,198.11			849,776.00
ATHERSYS INC NEW COM		8,904.68			4,868.22
ATLANTIC PWR CORP COM NEW COM NEW		169,721.27			184,684.50
ATLANTIC WIND & SOLAR INC COM		3,462.95			264.55
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK		89,269.95			88,389.00
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK		948,325.76			722,484.00
ATLAS PIPELN PARTNERS L P		40,346.61			82,026.74
ATLC WIND & SOLAR INC COM		0.00			—
ATMEL CORP COM		45,508.76			28,147.50
ATMOS ENERGY CORP COM		18,497.82			19,176.25
ATP OIL & GAS CORP 11.875% DUE 05-01-2015		17,182.55			16,375.00
ATP OIL & GAS CORP COM		39,516.16			22,080.00
ATPG US 01/21/12 C12.5		(171.53	)		(2.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ATPG US 01/21/12 C15		(285.45	)		(10.00	)
ATPG US 03/17/12 C16		(785.44	)		(50.00	)
ATRINSIC INC COM NEW COM NEW		1,490.06			0.41
ATRION CORP COM		10,655.48			48,046.00
ATWOOD OCEANICS INC COM		58,879.80			63,226.31
ATWOOD OCEANICS INC COM		315,421.72			447,637.50
AUDIOCODES LTD COM STK		25,308.95			39,000.00
AURCANA CORP COM NEW COM NEW		5,590.74			3,579.80
AURI INC COM		1,062.93			5.60
AURICO GOLD INC		21,920.82			17,597.97
AURICO GOLD INC		474,874.13			428,134.50
AURION RESOURCES LTD COM		33,179.57			12,042.00
AURIZON MINES LTD COM STK		3,423.28			2,810.10
AURORA BK FSB .5% DUE 04-20-2012		5,000.00			5,000.20
AURORA OIL & GAS CORP COM STK		7,757.21			—
AUSTEVOLL SEAFOOD ASA SHS		4,812.36			4,176.82
AUSTRALIA(CMNWLTH) 6.25% BDS 15/04/15 AUD		95,564.47			112,614.18
Australian dollar		39,468.68			39,468.68
Australian dollar		821.97			821.97
Australian dollar		0.00			—
Australian dollar		4,089.38			4,089.38
Australian dollar		938.32			938.32
Australian dollar		13,327.60			13,327.60
Australian dollar		3,845.76			3,871.11
Australian dollar		77,805.21			78,467.12
Australian dollar		(372.23	)		(372.23	)
Australian dollar		(44.27	)		(44.27	)
Australian dollar		(285.31	)		(285.31	)
Australian dollar		(43.15	)		(43.15	)
Australian dollar		(1,390.35	)		(1,390.35	)
Australian dollar		(10,436.42	)		(10,436.42	)
Australian dollar		(5,281.38	)		(5,281.38	)
Australian dollar		(2,531.15	)		(2,531.15	)
Australian dollar		(2,558.86	)		(2,558.86	)
Australian dollar		(513.18	)		(513.18	)
Australian dollar		(700.77	)		(700.77	)
Australian dollar		(4,361.86	)		(4,361.86	)
Australian dollar		(7,340.24	)		(7,388.62	)
Australian dollar		(3,690.72	)		(3,690.72	)
AUTODESK INC COM		18,854.45			19,259.55
AUTODESK INC COM		77,345.19			149,375.25
AUTOIMMUNE INC COM		3,050.69			3.50
AUTOLIV INC COM STK		26,950.37			26,154.86
AUTOLIV INC COM STK		272,232.38			283,497.00
AUTOMATIC DATA PROCESSING INC COM		296,017.99			578,285.07
AUTOMATIC DATA PROCESSING INC COM		151,870.04			182,711.01
AUTOMATIC DATA PROCESSING INC COM		1,314,225.42			1,593,835.10
AUTONATION INC COM		16,963.24			40,630.74
AUTOZONE INC COM		112,202.05			134,212.61
AUTOZONE INC COM		26,566.19			189,782.48
AVAGO TECHNOLOGIES LTD		13,363.90			11,544.00
AVAGO TECHNOLOGIES LTD		262,378.54			213,564.00
AVALON CAP HLDGS CORP COM NEW COM NEW		16.52			—
AVALON OIL & GAS INC COM NEW STK		274.09			42.50


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
AVALON RARE METALS INC COM STOCK		420,169.06			185,030.64
AVALONBAY CMNTYS REIT		236,646.80			267,077.00
AVALONBAY CMNTYS REIT		33,609.75			35,915.00
AVANIR PHARMACEUTICALS INC		9,910.12			6,211.50
AVANTAIR INC COM		599.45			187.50
AVATAR VENTURES CORP COM		1,553.87			256.00
AVEC CORP COM STK		7,347.93			4.90
AVEC CORPORATION COM		0.00			—
AVERY DENNISON CORP COM		67,505.46			51,624.00
AVERY DENNISON CORP COM		85,068.58			66,508.92
AVERY DENNISON CORP COM		599,590.50			470,352.00
AVI BIOPHARMA INC COM		35,667.43			17,284.00
AVI BIOPHARMA INC COM		19,278.56			8,344.00
AVIAT NETWORKS INC COM		4,012.05			1,063.23
AVIAT NETWORKS INC COM		29,742.10			10,248.00
AVION GOLD CORP COM		31,349.36			28,694.32
AVIS BUDGET CAR 9.625% DUE 03-15-2018		5,629.77			5,187.50
AVIS BUDGET GROUP INC COM STK		66,615.06			58,842.08
AVIS BUDGET GROUP INC COM STK		410,347.94			289,225.60
AVISTA CORP COM ISIN # US05379B1070		2,459.45			2,602.67
AVITAR INC NEW COM NEW STK		3,708.00			0.02
AVIVA CORP PLC 25P ORD COM		45,014.35			14,019.60
AVIVA ORD GBP0.25		175,842.20			138,368.19
AVNET INC COM		20,545.12			20,208.50
AVNET INC COM		132,739.60			124,360.00
AVNET INC COM		630,398.93			554,956.50
AVON PRODUCTS INC COM USD0.25		34,949.26			31,513.72
AVON PRODUCTS INC COM USD0.25		180,236.35			162,366.18
AVON PRODUCTS INC COM USD0.25		725,237.86			436,750.00
AVX CORP COM		6,524.51			5,816.70
AWG LTD COM NEW STK		3,917.90			90.00
AXA EUR2.29		732,022.87			509,731.52
AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095		14,140.74			13,699.00
AXION INTL HLDGS INC COM STK		19,656.55			8,856.00
AXION PWR INTL INC COM		291,559.06			116,996.40
AXIS CAP HOLDINGS 5.75% DUE 12-01-2014		9,097.00			10,515.32
AXIS CAPITAL HOLDINGS LTD COM USD0.0125		330,515.31			332,384.00
AXIS CAPITAL HOLDINGS LTD COM USD0.0125		354,611.02			335,580.00
AXIS ENERGY CORP COM STK		40,180.50			2,700.00
AXIS TECHNOLOGIES GROUP INC COM		5,675.70			20.30
AXM PHARMA INC COM AXM PHARMA INC		235.65			3.66
AXT INC COM		48,932.06			22,935.00
AZURE DYNAMICS CORP CL A		3,090.45			325.00
AZZ INC COM		4,534.75			4,570.40
B & G FOODS INC COMMON STOCK		52,639.75			88,180.81
B2B INTERNET HOLDRS TR DEPOS RCPT ISIN US0560331037		1,288.66			950.00
BA US 01/21/12 C65		(851.51	)		(1,720.00	)
BA US 01/21/12 C70		(243.53	)		(830.00	)
BA US 01/21/12 C75		(588.35	)		(470.00	)
BA US 05/19/12 C80		(145.30	)		(218.00	)
BABCOCK & WILCOX CO NEW COM STK		6,131.05			5,165.96
BAC CAP TR I 7 PRF CAP 15/12/31 USD25		2,580.83			2,502.00
BAC US 02/18/12 C7		(1,200.58	)		(360.00	)
BAC US 12/18/10 C11		(262.29	)		(290.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
BACTERIN INTL HLDGS INC COM		2,109.35		2,288.00
BADGER METER INC COM		3,606.00		2,619.27
BAJA MNG CORP COM		79,021.25		78,240.00
BAKER HUGHES INC 7.5% DUE 11-15-2018		109,359.64		145,114.75
BAKER HUGHES INC COM		121,434.08		100,080.30
BAKER HUGHES INC COM		268,576.56		175,104.00
BAKER HUGHES INC COM		328,443.89		464,560.64
BAKER HUGHES INC COM		942,766.22		953,344.00
BALCHEM CORP COM		3,957.42		4,459.40
BALD EAGLE ENERGY INC COM STK		6,323.22		1,680.33
BALL CORP 5.75% DUE 05-15-2021		130,000.00		136,175.00
BALL CORP COM		40,294.48		129,984.40
BALLARD PWR SYS INC NEW		22,427.26		12,612.24
BALLY TECHNOLOGIES INC COM STK		64,909.13		75,164.00
BALLY TECHNOLOGIES INC COM STK		7,660.51		8,307.60
BALTIA AIR LINES INC COM STOCK		606.95		400.00
BAMA GOLD CORP COM STK		0.00		627.15
BANCFIRST CORP COM		4,060.34		3,754.00
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA		13,270.55		13,883.25
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA		297,105.39		280,634.25
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA		81,299.42		77,040.00
BANCO SANTANDER EUR0.50(REGD)		1,396,433.61		809,125.03
BANCO SANTANDER EUR0.50(REGD)		604,679.49		420,851.38
BANCO SANTANDER S.A.		61,327.81		51,572.16
BANCORPSOUTH INC COM		3,660.35		3,309.96
BANCROFT URANIUM INC COM STK		3,123.95		—
BANGKOK BANK THB10(ALIEN MKT)		502,844.86		561,700.78
BANK AMER CORP 4.875% DUE 09-15-2012		10,474.80		10,064.17
BANK AMER CORP 5.125% DUE 11-15-2014		4,893.50		4,970.62
BANK AMER CORP 5.25% DUE 12-01-2015		8,076.10		9,440.59
BANK AMER CORP 5.49% DUE 03-15-2019		56,451.75		51,879.90
BANK AMER CORP 5.625% DUE 10-14-2016		43,749.30		43,513.83
BANK AMER CORP 5.75% DUE 12-01-2017		29,789.10		28,335.63
BANK AMER CORP 7.625% DUE 06-01-2019		11,468.26		10,342.17
BANK AMER CORP CAPPED LEVERAGED INDEX RETURN NT LKD TO S&P 500 INDEX		359.45		349.50
BANK AMER CORP DEP SH REPSTG 1/1000TH PFD SER I PFD STK		73,999.87		82,323.49
BANK AMER CORP DEPOSITARY SH REPSTG 1/1000 PFD SER PFD STK		3,052.00		3,494.16
BANK AMER CORP DEPOSITARY SH REPSTG 1/1000TH PFD SER H STK		44,617.14		44,198.16
BANK AMER CORP DEPOSITARY SH REPSTG 1/1000TH PFD SER J		25,794.94		24,676.00
BANK AMER CORP SUB INTERNOTES BOOK ENTRYTRANCHE # SB 00092 6% DUE 02-15-2012		25,661.50		24,999.75
BANK BARODA NEW YORK N Y CTF DEP 8-22-2011 0.4 8-22-2012		3,000.00		2,998.11
BANK BARODA NEW YORK N Y DTD 07-13-2011 .5 C/D 10-15-2012		10,000.00		9,994.10
BANK BARODA NEW YORK N Y DTD 09-22-2011 .4 C/D 06-22-2012		250,000.00		249,885.00
BANK HAPOALIM B M NEW YORK BRH CTF DEP DTD 09-23-2011 .3 C/D DUE 03-23-2012		20,000.00		19,993.60
BANK MADISON GA CTF DEP DTD 03-25-2009 2.9 03-23-2012		50,000.00		50,262.00
BANK N S HALIFAX COM STK		102,272.12		90,156.10
BANK NEW YORK MELLON CORP COM STK		79,146.19		68,529.46
BANK NEW YORK MELLON CORP COM STK		698,833.99		461,912.00
BANK NEW YORK MELLON CORP COM STK		797,694.17		508,003.65
BANK NEW YORK MELLON CORP COM STK		635,588.93		527,873.83
BANK NEW YORK MELLON CORP COM STK		922,952.23		923,824.00
BANK NEW YORK MELLON CORP COM STK		698,833.99		461,912.00
BANK NOVA SCOTIA 2.15 DUE 08-03-2016 BEO		229,891.90		231,621.96
BANK OF AMER CORP 5.00 DUE 05-13-2021		795,694.52		774,209.75


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BANK OF AMERICA CORP		5,500,052.56			4,365,610.65
BANK OF AMERICA CORP		634,642.03			226,959.20
BANK OF AMERICA CORP		4,441,123.54			1,230,161.12
BANK OF AMERICA CORP COM STK CALL OPT EXP 1/21/12 PR $20 PER SH		(164.78	)		(3.00	)
BANK OF CHINA NEW YORK CITY NY CTF DEP DTD 9-21-2011 0.35 6-21-2012		45,000.00			44,968.95
BANK OF CHINA NEW YORK CITY NY DTD 07-07-2011 .3 C/D 04-09-2012		107,000.00			106,953.99
BANK OF CHINA NEW YORK CITY NY DTD 08-10-2011 .45 C/D 08-10-2012		50,000.00			49,985.00
BANK OF CHINA NY CTF DEP DTD 10-12-11 0.35 4-12-2012		50,000.00			49,983.50
BANK OF THE OZARKS INC COM		242,904.90			419,857.10
BANK OF THE OZARKS INC COM		593,549.82			1,025,198.00
BANKATLANTIC BANCORP INC CL A PAR $0.01 CL A PAR $0.01		111.67			114.92
BANKIA S.A EUR2		51,333.33			49,818.96
BANKRATE INC DEL COM		241,202.57			271,975.00
BANNER CORP COM NEW COM NEW		3,481.43			3,674.83
BANRO CORPORATION COM NPV		2,136.95			1,850.00
BANYAN CORP ORE COM NO PAR 2009 STK		419.90			0.02
BARCLAYS BANK/DELAWARE DTD 02-10-2010 2.35 02-10-2014		25,000.00			25,628.00
BARCLAYS BK DEL RETAIL CTF DEP 3A2 DTD 02-03-2010 2.8 02-03-2015		34,000.00			35,212.78
BARCLAYS BK DEL RETAIL CTF DEP 3A2 PROGRCTF DEP DTD 01-27-2010 2.45 1-27-2014		40,000.00			41,119.20
BARCLAYS BK PLC 0 DUE 12/31/2040 REG		14,543.56			10,672.00
BARCLAYS BK PLC IPATH DOW JONES-UBS COFFEE SUBINDEX TOTAL RETURN ETN		7,006.95			5,652.00
BARCLAYS BK PLC IPATH DOW JONES-UBS ALUMSUBINDEX TOTAL RETURN ETN		10,185.15			7,590.00
BARCLAYS BK PLC IPATH S&P 500 VIX SHORT TERM FUTURES ETN NEW		317,477.40			272,941.46
BARCLAYS BK/DE CTF DEP DTD 10-07-2009 3.25 10-07-2014		52,000.00			54,395.12
BARCLAYS ORD GBP0.25		1,273,463.42			645,765.19
BARCLAYS ORD GBP0.25		265,802.31			157,138.02
BARNES & NOBLE INC COM		5,031.15			4,835.87
BARNES GROUP INC COM		2,309.34			3,106.00
BARRETT BILL CORP COM STK		10,811.95			10,221.00
BARRICK GOLD CORP		525,828.93			491,822.25
BARRICK GOLD CORP NT 6.95 DUE 04-01-2019		130,512.90			147,366.96
BARRICK NA FIN LLC 4.4 DUE 05-30-2021		124,124.20			129,959.52
BASIC ENERGY SVCS INC NEW COM		7,235.90			7,308.70
BASIC ENERGY SVCS INC NEW COM		76,525.38			84,710.00
BAXTER INTL INC 5.375% DUE 06-01-2018		212,160.00			234,844.20
BAXTER INTL INC COM		382,605.82			616,669.24
BAXTER INTL INC COM		122,716.77			112,444.71
BAXTER INTL INC COM		508,959.20			445,320.00
BAYER AG—ORD SHS		604,788.51			710,600.11
BAYER AG COM STK		22,261.83			19,238.76
BAYER MOTOREN WERK EUR1		205,594.67			165,469.95
BAYER MOTOREN WERK EUR1		709,352.16			628,651.84
BAYERISCHE MOTOREWEREK AG COM STK		41,378.41			35,813.82
BAYFIELD VENTURES CORP COM STK		1,607.98			942.80
BAYOU CITY EXPL INC COM		629.95			15.50
BAYSWATER URANIUM CORP NEW COM NEW		59,689.73			12,255.20
BAYTEX ENERGY CORP COM		31,798.91			36,328.50
BB LIQUIDATING INC USD0.01		6,989.84			163.69
BB&T CORP COM		104,559.62			112,889.93
BB&T CORP COM		474,822.06			381,552.03
BB&T CORP COM		702,682.87			750,066.00
BBC CAP TR II GTD TR PFD SECS 8.50%		10,994.15			9,500.00
BBJ ENVIRONMENTAL TECHNOLOGIES INC COM		59.95			—
BBVA U S SR S A 3.25% DUE 05-16-2014		199,780.00			189,445.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BBY US 02/18/12 C26		(15.30	)		(35.00	)
BCE INC COM NEW		9,880.95			10,417.50
BE AEROSPACE INC 8.5% DUE 07-01-2018		5,575.50			5,412.50
BE AEROSPACE INC COM		13,434.13			18,271.12
BEACON REDEV INDL CORP COM NEW COM NEW		0.00			48.00
BEAL BK LAS VEGAS NEV DTD 04-06-2011 .35 CTF OF DEP DUE 04-04-2012		90,000.00			89,975.70
BEAL BK LAS VEGAS NEV DTD 04-20-2011 .35 C/D DUE 04-18-2012		200,000.00			199,924.00
BEAL BK NEV LAS .35% DUE 01-11-2012		12,000.00			11,999.88
BEAL BK USA LAS .55% DUE 12-26-2012		20,000.00			19,972.00
BEAM INC		7,014.52			6,668.96
BEAM INC		111,232.90			176,282.43
BEAR STEARNS ABS I TR 2004-BO1 AST BACKED CTF II-A-2 10-25-2034 REG		498,014.06			499,501.54
BEAR STEARNS AST BACKED SECS I TR 2004-SD3 CL A-3 ADJ 9-25-2034		40,550.50			39,887.33
BEAR STEARNS COS INC BEAR STEARNS CO 6.410 2 17 6.4% DUE 10-02-2017		37,108.80			44,689.16
BEAVER DAM WIS UNI SCH DIST TAXABLE-REF 5.95 DUE 04-01-2022 BEO TAXABLE		26,969.50			25,914.50
BEAZER HOMES USA INC COM		47,210.66			62,000.00
BEBE STORES INC COM		6,623.13			5,541.92
BEBE STORES INC COM		32,504.72			43,316.00
BECTON DICKINSON & CO COM		89,699.89			87,573.01
BECTON DICKINSON & CO COM		248,539.24			256,289.60
BECTON DICKINSON & CO COM		183,492.03			357,535.20
BED BATH BEYOND INC COM		33,659.77			33,912.45
BED BATH BEYOND INC COM		140,432.53			308,400.40
BEIERSDORF AG EUR1		623,136.70			688,013.41
BELLE INTERNATIONA HKD0.01		467,814.20			427,088.26
BELLSOUTH CORP 4.75% DUE 11-15-2012		9,664.90			10,334.79
BELLUS HEALTH INC COM		6,771.58			40.00
BEMIS CO INC COM		46,614.08			69,875.84
BEMIS CO INC COM		24,306.23			24,816.00
BEMIS CO INC COM		400,464.35			376,000.00
BENIHANA INC COM		998.95			1,534.50
BERING EXPL INC COM		5,207.07			1.61
BERKELEY TECH LD COM STK		14,194.86			—
BERKLEY W R CORP COM		1,319.33			1,719.50
BERKSHIRE HAT A 100TH COM STK		2,012,695.30			2,065,590.00
BERKSHIRE HATHAWAY 3.2% DUE 02-11-2015		49,958.50			53,008.10
BERKSHIRE HATHAWAY 4.625% DUE 10-15-2013		24,620.94			26,584.53
BERKSHIRE HATHAWAY 4.75% DUE 05-15-2012		5,343.00			5,071.41
BERKSHIRE HATHAWAY 5.4% DUE 05-15-2018		17,314.50			17,477.97
BERKSHIRE HATHAWAY INC-CL B		7,964,406.74			8,067,427.90
BERKSHIRE HATHAWAY INC-CL B		87,761.79			91,560.00
BERKSHIRE HATHAWAY INC-CL B		2,917,738.52			2,917,559.40
BERRY PETE CO CL A CL A		4,033.00			6,303.00
BERRY PETE CO CL A CL A		171,197.91			163,878.00
BEST BUY INC COM STK		207,016.61			149,754.96
BEST BUY INC COM STK		346,760.58			298,792.78
BEVERAGE CREATIONS INC DEL COM STK		7,708.95			—
BEYOND COMM INC COM STK		3,031.27			0.70
BG GROUP ORD GBP0.10		254,219.97			309,295.40
BGC PARTNERS INC CL A CL A		4,981.09			4,752.00
BGC PARTNERS INC CL A CL A		144,777.09			146,718.00
BGC US 11/19/11 C29		(87.75	)		—
BHP BILLITON FIN 3.25% DUE 11-21-2021		79,277.60			82,368.00
BHP BILLITON FIN 6.5% DUE 04-01-2019		219,402.50			234,755.64


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BHP US 02/18/12 C72.5		(979.53	)		(630.00	)
BIDU US 01/21/12 C120		(282.29	)		(290.00	)
BIDU US 01/21/12 C125		(353.29	)		(174.00	)
BIDU US 02/18/12 C130		(392.29	)		(370.00	)
BIDU US 12/30/11 C115		(3,156.29	)		(1,350.00	)
BIFS TECHNOLOGIES CORP COM		1,957.71			—
BIG BEAR MNG CORP COM NEW COM STK		5,921.75			157.30
BIG LOTS INC COM		3,447.41			3,776.00
BIG LOTS INC COM		202,530.60			209,568.00
BIG LOTS INC COM		41,098.33			52,939.52
BIG LOTS INC COM		535,618.68			528,640.00
BIG LOTS INC COM		455,122.53			883,584.00
BIG SCREEN ENTMT GROUP INC COM		15.51			0.56
BILL THE BUTCHER INC COM		15,439.30			7,936.50
BILLABONG INTL NPV		552,284.07			125,401.74
BIM BIRLESIK MAGAZ TRY1		19,129.08			31,155.74
BIO RAD LABS INC CL A		7,640.43			9,604.00
BIO RAD LABS INC CL A		59,419.01			67,228.00
BIOCENTRIC ENERGY HLDGS INC COM STK		4,200.27			38.10
BIOCRYST PHARMACEUTICALS INC COM		784.80			247.00
BIOCUREX INC COM		26,579.72			415.88
BIODELIVERY SCIENCES INTL INC COM		6,226.04			1,434.69
BIOFUEL ENERGY CORP COM		6,907.07			4,080.00
BIOGEN IDEC INC COM STK		56,201.25			55,355.15
BIOGEN IDEC INC COM STK		281,607.72			582,604.70
BIOGEN IDEC INC COM STK		628,439.23			676,807.50
BIOHEART INC COM STK		31,621.76			14,500.06
BIO-KEY INTL INC COM		33,893.85			12,775.00
BIOLASE TECH INC COM		1,341.20			884.08
BIOMAGNETICS DIAGNOSTICS CORP COM STK		3,554.75			301.00
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010		2,996.82			3,438.00
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010		155,436.28			167,430.60
BIO-MATRIX SCIENTIFIC GROUP INC NEW COM STK		67,483.60			264.18
BIO-MATRIX SCIENTIFIC GROUP INC NEW PFD STK		0.00			—
BIOMED RLTY TR INC COM		626,005.64			637,392.32
BIOMIMETIC THERAPEUTICS INC COM STK		1,391.95			285.00
BIOMODA INC COM		23,462.75			5,371.40
BIONOVO INC COMMON STOCK		2,743.09			231.37
BIOPURE CORP CL A PAR $0.01 COM STK		26.76			—
BIO-REFERENCE LABS INC COM PAR $0.01 NEW		4,708.97			3,660.75
BIORESTORATIVE THERAPIES INC COM		17,508.95			12,600.00
BIOSANTE PHARMACEUTICALS INC COM NEW COMNEW		50,644.94			26,460.67
BIOSOLAR INC COM NEW COM NEW		148,217.74			49,464.80
BIOSTAR PHARMACEUTICALS INC COM STOCK		5,539.37			1,860.00
BIOTIME INC COM		69,608.83			75,041.96
BIOVEST INTL INC COM STK		9,638.23			2,362.50
BIRCHCLIFF ENERGY LTD NEW COM STK		18,641.63			27,665.76
BIRMINGHAM ALA COML DEV AUTH REV 5.5% 04-01-2041 BEO		9,506.40			10,776.20
BIZAUCTIONS INC COM STK		614.32			473.05
BK 1 CAP TR VI 7.20 QTRLY PFD 1ST PAY 1/15/02 CALL10/15/06 @ 25		20,286.95			20,400.00
BK AMER CORP 5.375 DUE 06-15-2014 BEO		21,720.20			19,872.32
BK AMER CORP SUB INTERNOTES BOOK ENTRY #TR 00468 08/25/05 5.15 DUE 08-15-2015		4,960.00			4,795.27
BK BARODA NY N Y DTD 07-20-2011 .3 C/D 04-20-2012		240,000.00			239,870.40
BK HAW CORP COM		12,432.02			13,347.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BK OF CHINA NEW .4% DUE 08-17-2012		1,000.00			999.38
BK OF CHINA NY CY NY CTF DEP DTD 10-26-2011 .55 C/D 07-26-2012		6,000.00			6,001.62
BK OF CHINA NY CY NY CTF DEP DTD 11-02-2011 .6 C/D 11-02-2012		6,000.00			5,999.70
BK OF CHINA NY CY NY DTD 07-20-2011 .35 07-20-2012		150,000.00			149,878.50
BK OF CHINA NY CY NY DTD 12-07-2011 .45 C/D 06-07-2012		15,000.00			14,996.85
BK OF CHINA NY CY NY DTD 12-30-2011 .65 C/D 12-28-2012		2,000.00			2,000.00
BK US 01/19/13 C25		(154.30	)		(99.00	)
BLACK BOX CORP DEL COM		483,126.99			500,514.00
BLACK CASTLE DEVS HLDGS INC COM		2,312.95			0.07
BLACK DRAGON RES COS INC COM		115.55			0.33
BLACK HAWK EXPL INC COM STK		16,835.82			642.40
BLACK HILLS CORP COM		16,697.24			22,876.21
BLACK HILLS CORP COM		681,284.85			694,199.34
BLACKBAUD INC COM		7,307.60			7,063.50
BLACKBAUD INC COM		979,671.00			1,160,630.00
BLACKROCK INC COM STK		56,997.64			64,185.74
BLACKROCK INC COM STK		341,830.06			361,827.20
BLACKROCK INC COM STK		436,033.22			392,128.00
BLACKROCK KELSO CAP CORPORATION COM STK		198,424.08			167,280.00
BLACKSTONE GROUP LP COMMON UNITS		65,682.28			61,607.20
BLDRS EMERGING MARKETS 50 ADR INDEX FUND		81,998.87			78,669.63
BLDRS EUROPE 100 ADR INDEX FUND		7,903.80			4,657.48
BLOCK FINL LLC 5.125% DUE 10-30-2014		8,616.80			9,168.87
BLOCK H & R INC COM		14,759.64			17,199.51
BLOCK H & R INC COM		87,086.08			103,875.13
BLOGGERWAVE INC COM		20,766.91			23.80
BLUE EARTH INC COM		297,431.45			239,928.00
BLUE GEM ENTERPRISE INC FLA FORMERLY BL COM STK		33.84			0.30
BLUE HLDGS INC COM		4,994.95			5.00
BLUE SPHERE CORP COM STOCK		7,561.54			505.00
BLUEFIRE RENEWABLES INC COM		246.00			150.00
BLUELINX HLDGS INC COM		31,626.20			17,677.96
BLUGRASS ENERGY INC COM NEW		17,358.85			29.00
BM&FBOVESPA SA COM NPV		333,701.37			243,259.62
BMC SOFTWARE INC COM STK		22,631.41			17,438.96
BMC SOFTWARE INC COM STK		159,104.09			123,547.82
BMW BK N AMER SALT LAKE CY UT CTF ACT/365 DTD 12-10-2010 .7 DUE 06-11-2012		116,000.00			116,099.76
BMW BK NORTH AMER SALT LAKE CITY UTAH CTF DEP DTD 12-11-2009 2.7 12-11-2013		10,000.00			10,282.90
BNK PETE INC COM STK		2,203.50			612.00
BNP PARIBAS / BNP 3.6% DUE 02-23-2016		5,064.80			4,688.53
BNP PARIBAS EUR2		338,398.69			337,505.53
BOARDWALK PIPELINE PARTNERS LP		48,748.55			50,534.45
BOEING CAP CORP 4.7% DUE 10-27-2019		49,964.50			56,913.60
BOEING CAP CORP INTERNOTES BEO TRANCHE #TR 00080 5/22/03 4.85 05-15-2013		5,275.00			5,203.11
BOEING CO COM		2,515,305.17			2,808,763.67
BOEING CO COM		349,209.31			410,760.00
BOEING CO COM		690,857.16			1,192,597.65
BOEING CO COM		1,880,144.79			1,973,115.00
BOEING CO COM		590,268.99			639,978.75
BOEING CO SR NT 4.875 DUE 02-15-2020		89,062.20			105,082.02
BOFI HLDG INC COM STK		4,162.95			4,062.50
BOGUE INTL INC COM		435.79			—
BOHAI PHARMACEUTICALS GROUP INC COM STK		7,737.36			1,880.00
BOINGO WIRELESS INC COM STK		1,743.79			1,720.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BOISE INC COM STK		8,665.20			6,628.72
BOLIDEN AB NPV		161,714.68			132,385.84
BOLIVAR MNG CORP COM STK		689.96			—
BOLT TECHNOLOGY CORP COM		7,930.59			3,432.00
BOMBARDIER INC CL A CONV CL A		5,811.30			4,011.50
BOMBARDIER INC CL B COM		4,952.44			5,532.80
BOMBAY INC COM		9,518.17			—
BONTAN CORP INC COM		606.95			200.00
BON-TON DEPT STORES INC SR NT 10.25% DUE03-15-2014/03-15-2011		25,048.44			16,000.00
BOOKS-A-MILLION INC COM		8,954.54			5,264.91
BOOZ ALLEN HAMILTON HLDG CORP COM STK		15,946.96			15,093.75
BOOZ ALLEN HAMILTON HLDG CORP COM STK		114,671.29			113,850.00
BOOZ ALLEN HAMILTON HLDG CORP COM STK		137,393.31			150,075.00
BORDEN CHEM INC		24,585.18			19,500.00
BORDERS GROUP INC COM STK		833.87			9.00
BORG WARNER INC COM		43,235.54			37,479.12
BORG WARNER INC COM		150,400.80			152,976.00
BORG WARNER INC COM		245,043.31			200,781.00
BOSTON BEER INC CL A CL A		33,630.31			40,710.00
BOSTON PRIVATE FINL HLDGS INC COM		578.97			587.56
BOSTON PRIVATE FINL HLDGS INC COM		484,426.11			655,804.30
BOSTON SCIENTIFIC CORP COM		2,894.86			2,803.50
BOSTON SCIENTIFIC CORP COM		525,142.34			347,634.00
BOSTON SCIENTIFIC CORP COM		378,044.11			173,218.92
BOTSWANA METALS LIMITED NPV		0.00			528.90
BOVIE MED CORP COM STK		7,487.41			3,604.00
BOX SHIPS INC COM STK		2,706.70			2,092.50
BOYD GAMING CORP 7.125% DUE 02-01-2016		39,800.00			34,600.00
BOYD GAMING CORP COM		7,066.77			7,640.44
BOYDS COLLECTION LTD		1.00			—
BP CAP MARKETS PLC 5.25% DUE 11-07-2013		4,585.00			5,368.69
BP CAP MKTS P L C 3.125% DUE 10-01-2015		344,134.40			356,123.82
BP CAP MKTS P L C 3.561% DUE 11-01-2021		10,000.00			10,410.84
BP ORD USD0.25		1,518,608.00			1,363,763.42
BP PRUDHOE BAY RTY TR UNITS BEN INT		99,696.11			99,043.19
BP US 01/19/13 C42		(849.51	)		(1,080.00	)
BP US 01/19/13 C50		(197.30	)		(230.00	)
BP US 01/21/12 C44		(597.05	)		(588.00	)
BP US 01/21/12 C49		(242.78	)		(6.00	)
BP US 04/21/12 C40		(659.52	)		(880.00	)
BP US 10/22/11 C40		(461.52	)		(616.00	)
BPI US 02/18/12 C25		(101.53	)		(110.00	)
BPT US 01/21/12 C115		(97.30	)		(80.00	)
BPZ RESOURCE INC		3,534.83			1,357.52
BR MALLS PARTICIPA COM NPV		372,214.36			442,010.45
BRAINY BRANDS CO INC COM STK		1,498.79			170.50
BRAND BKG CO LAWRENCEVILLE GA CTF DEP DTD 01-15-2010 1.7 04-16-2012		6,000.00			6,020.52
BRANDYWINE RLTY TR SH BEN INT NEW REIT		1,749.64			1,381.37
BRAZIL FAST FOOD CORP COM NEW		484.68			425.60
BRAZIL GOLD CORP COM		299.01			7.50
Brazilian real		0.05			0.05
Brazilian real		168.11			168.11
Brazilian real		(31,331.58	)		(31,238.36	)
BRE PPTYS INC PFD SER D 6.75%		5,639.95			5,663.25


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BREA CALIF PUB FIN AUTH REV TAXABLE 8.375 OID 8.5 @99.158 8.375 9-1-2018		8,286.08			8,511.68
BREEZE-EASTERN CORP COM STK		2,194.45			2,042.50
BREEZER VENTURES INC COM STK		1,008.95			432.00
BRH BKG & TR CO WINSTON SALEM N C CTF DEP 03-12-2012		44,000.00			44,204.60
BRIDGEPOINT ED INC COM		294,385.04			317,400.00
BRIDGEPOINT ED INC COM		48,787.52			48,300.00
BRIDGESTONE CORP NPV		306,520.45			303,798.62
BRIGGS & STRATTON CORP CAP		932.79			774.50
BRIGHAM EXPL CO COM CASH MERGER 12/08/2011		16,248.84			19,152.00
BRIGHTPOINT INC COM NEW		162,285.20			131,272.00
BRIGHTPOINT INC COM NEW		538,835.20			742,978.00
BRIGUS GOLD CORP COM		63,406.12			39,685.63
BRINKER INTL INC COM		4,816.78			5,352.00
BRINX RES LTD COM STK		2,706.95			1,450.00
BRISTOL MYERS SQUIBB CO COM		659,325.48			801,095.91
BRISTOL MYERS SQUIBB CO COM		859,510.36			1,306,241.08
BRISTOW GROUP INC COM		3,611.95			4,739.00
BRISTOW GROUP INC COM		305,783.70			326,991.00
British pound sterling		713.24			713.24
British pound sterling		32.35			32.35
British pound sterling		207.22			207.22
British pound sterling		624.42			624.42
British pound sterling		870.83			870.83
British pound sterling		142,312.03			142,312.03
British pound sterling		4,199.22			4,199.22
British pound sterling		1,224.04			1,224.04
British pound sterling		0.00			—
British pound sterling		4,873.99			4,873.99
British pound sterling		1,552.95			1,552.95
British pound sterling		271.52			271.52
British pound sterling		396,295.52			396,295.52
British pound sterling		66,381.02			66,381.02
British pound sterling		4,596.82			4,572.84
British pound sterling		11,539.19			11,539.19
British pound sterling		0.00			—
British pound sterling		0.00			—
British pound sterling		0.00			—
British pound sterling		(328.70	)		(328.70	)
British pound sterling		(26.33	)		(26.33	)
British pound sterling		(207.44	)		(207.44	)
British pound sterling		(82.18	)		(82.18	)
British pound sterling		(732.96	)		(732.96	)
British pound sterling		(135,944.85	)		(134,810.92	)
British pound sterling		(147,940.12	)		(148,519.13	)
BRITISH SKY BROADCASTING GROUP ORD GBP0.50		93,732.87			93,005.20
BRITISH SKY BROADCASTING GROUP ORD GBP0.50		857,207.82			847,364.27
BRKB US 01/21/12 C80		(574.25	)		(150.00	)
BRKB US 01/21/12 C82.5		(264.49	)		(24.00	)
BRKB US 02/18/12 C75		(9,037.08	)		(9,900.00	)
BRKB US 02/18/12 C80		(169.53	)		(170.00	)
BROADBAND WIRELESS INTL CORP COM		705.71			—
BROADCOM CORP CL A		152,978.64			138,135.66
BROADCOM CORP CL A		646,466.92			313,006.96
BROADCOM CORP CL A		411,608.81			371,404.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
BROADRIDGE FINL SOLUTIONS INC COM STK		5,115.54			6,028.94
BROADSOFT INC COM		166,730.82			134,390.00
BROADVISION INC COM PAR $.001 COM PAR $.001		2,173.51			2,188.00
BROADWIND ENERGY INC COM STK		8,753.46			3,672.00
BROCADE COMMUNICATIONS SYS INC COM NEW STK		89,146.63			76,293.00
BROOKDALE SR LIVING INC COM STK		7,328.98			8,695.00
BROOKFIELD ASSET MGMT INC VOTING SHS CL A VOTING SHS CL A		83,472.81			95,493.00
BROOKFIELD INCORPORACOES SA		1,056,640.23			586,489.75
BROOKFIELD OFFICE PROPERTIES INC COM		7,373.85			7,820.00
BROOKFIELD RENEWABLE POWER COM STK UNIT		4,332.81			5,046.00
BROOKS AUTOMATION INC COM		6,562.13			5,288.56
BROOKSTONE CO INC 12% DUE 10-15-2012		78,205.00			72,225.00
BROTHER INDUSTRIES NPV		87,183.03			94,538.37
BROWN & BROWN INC COM		132,446.68			117,290.23
BROWN & BROWN INC COM		330,152.98			327,003.50
BROWN-FORMAN INC CL B NON-VTG COM		11,430.67			14,089.25
BROWN-FORMAN INC CL B NON-VTG COM		71,249.08			178,168.63
BROWNSTONE ENERGY INC COMMON STOCK		11,582.94			5,100.00
BRUNSWICK CORP COM		11,495.62			11,558.40
BRUNSWICK CORP COM		277,719.17			223,944.00
BRUNSWICK CORP COM		235,008.51			175,182.00
BSQUARE CORP COM NEW		4,984.35			2,804.40
BSTN PPTYS INC		26,398.11			27,965.56
BSTN PPTYS INC		284,989.90			321,110.40
BT GROUP ORD GBP0.05		354,684.45			513,339.51
BUCKEYE TECHNOLOGIES INC COM		44,486.10			67,417.23
BUCKEYE TECHNOLOGIES INC COM		529,351.98			846,199.20
BUCKLE INC COM		15,917.82			17,449.05
BUCKLE INC COM		156,613.20			171,654.00
BUFFALO WILD WINGS INC COM STK		113,520.38			126,716.27
BUILD-A-BEAR WORKSHOP INC COM STK		20,474.50			21,150.00
BUILDERS FIRSTSOURCE INC COM STK		1,368.44			850.68
BUNGE LTD		37,927.01			35,444.85
BUNGE LTD		319,150.81			320,320.00
BUNGE LTD CONV PFD STK		19,914.95			20,680.00
BUNZL PLC ORD GBP0.32142857		0.00			—
BURBERRY GROUP ORD GBP0.0005		115,652.54			100,992.97
BURBERRY GROUP ORD GBP0.0005		105,350.32			217,020.80
BURL NORTHN SANTA 4.7% DUE 10-01-2019		10,443.40			11,182.03
BUYER GROUP INTL INC COM NEW		0.00			—
BYD CO COM		1,909.73			758.91
BZ US 01/21/12 C8		(95.78	)		(30.00	)
C H ROBINSON WORLDWIDE INC COM NEW COM NEW		64,838.15			64,289.95
C H ROBINSON WORLDWIDE INC COM NEW COM NEW		187,241.06			249,672.84
C R BARD		70,540.32			157,063.50
C R BARD		32,818.12			31,293.00
C US 01/19/13 C35		(929.53	)		(510.00	)
C US 02/18/12 C27		(3,960.32	)		(4,342.00	)
C US 02/18/12 C35		(199.53	)		(18.00	)
C US 03/17/12 C35		(291.55	)		(50.00	)
C US 05/19/12 C35		(457.52	)		(138.00	)
C US 06/16/12 C35		(515.53	)		(178.00	)
C&J ENERGY SVCS INC COM MON STOCK		23,520.27			22,353.24
CA INC COM		46,378.73			40,568.21


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CA INC COM		172,343.39			162,771.18
CABELAS INC COM STK		8,203.74			8,515.70
CABLE & WIRELESS WORLDWIDE ORD GBP0.05		114,959.93			24,607.90
CABLE & WIRELESS WORLDWIDE ORD GBP0.05		0.00			—
CABLEVISION SYS CORP CL A COM STK		11,552.60			7,821.00
CABLEVISION SYS CORP CL A COM STK		111,003.00			102,384.00
CABLEVISION SYS CORP CL A COM STK		116,070.55			68,810.58
CABOT CORP COM		560,016.86			741,759.06
CABOT OIL & GAS CORP COM		158,580.25			163,185.00
CABOT OIL & GAS CORP COM		349,747.20			447,810.00
CABOT OIL & GAS CORP COM		128,242.80			168,346.20
CABOT OIL & GAS CORP COM		106,172.17			94,116.00
CACI INTL INC CL A CL A		11,307.08			11,184.00
CACI INTL INC CL A CL A		58,542.33			61,512.00
CACI INTL INC CL A CL A		359,850.64			430,584.00
CADENCE DESIGN SYS INC COM		1,173.69			1,768.00
CADENCE DESIGN SYS INC COM		314,226.88			515,840.00
CADENCE PHARMACEUTICALS INC COM		1,600.88			987.50
CAH US 01/21/12 C41		(27.91	)		(60.00	)
CAI INTL INC COM		10,477.31			9,198.70
CAIXABANK SA EUR1		113,528.75			111,920.03
CAL DIVE INTL INC DEL COM		20,182.88			15,075.00
CAL MAINE FOODS INC COM NEW STK		5,984.14			7,314.00
CALAIS RES INC B C COM STK		2,054.95			—
CALEDONIA MNG CORP COM STK		37,106.68			29,325.00
CALIBRE MNG CORP COM		16,223.80			12,960.00
CALIFORNIA GRAPES INTL INC COM		0.00			2,500.00
CALIFORNIA OIL & GAS CORP COM STK		16,304.85			135.00
CALIFORNIA QUALIFIED SCH BD JT PWRS AUTH7.155% 03-01-2027 BEO TAXABLE		5,105.00			5,767.90
CALIFORNIA ST 7.3% 10-01-2039 BEO TAXABLE		60,493.80			71,487.00
CALIFORNIA ST 7.5% 04-01-2034 BEO TAXABLE		14,209.20			17,950.35
CALIFORNIA ST PUB WKS BRD LEASE REV 8.361% 10-01-2034 BEO TAXABLE		10,326.10			11,714.70
CALIFORNIA STATE 7.55 MUN BDS DUE 04-01-2039 USD5000		5,880.05			6,118.80
CALIFORNIA WTR SVC GROUP COM		4,428.75			4,565.00
CALIFORNIA WTR SVC GROUP COM		115,890.42			115,038.00
CALIFORNIA WTR SVC GROUP COM		171,172.44			167,992.00
CALLAWAY GOLF CO COM		1,447.71			1,106.00
CALLAWAY GOLF CO COM		746,681.75			544,771.36
CALLIDUS SOFTWARE INC COM STK		14,590.90			19,260.00
CALLON PETE CO DEL COM		3,145.67			2,688.77
CALPINE CORP COM NEW STK		58,343.08			87,365.50
CALUMET SPECIALTY PRODS PARTNERS L P		4,299.68			4,207.25
CALYPSO WIRELESS INC COM		31,667.55			2,900.00
CAMBIUM GLOBAL TIMBERLAND LTD ORD NPV		928.95			874.20
CAMBREX CORP COM		7,536.95			7,180.00
CAMBRIDGE HEART INC COM		6,020.48			562.50
CAMBRIDGE RES CORP COM STK		3,619.90			1,000.00
CAMDEN PPTY TR SH BEN INT		413,265.20			425,721.60
CAMDEN PPTY TR SH BEN INT		245,415.80			230,288.00
CAMECO CORP COM		203,754.13			133,840.75
CAMELOT ENTMT GROUP INC COM PAR $0.0001 APRIL 2011		4,665.32			0.02
CAMERON INTL CORP COM STK		72,028.75			68,866.00
CAMERON INTL CORP COM STK		215,752.72			255,886.38
CAMPBELL SOUP CO COM		34,752.88			35,226.35


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
CAMPBELL SOUP CO COM		212,426.38		212,736.00
CAMPBELL SOUP CO COM		114,178.22		130,134.60
CANADIAN APT PPTYS REAL ESTATE INVT TR TR UNIT TR UNIT		62,348.13		98,033.50
CANADIAN NATL RY CO COM		181,624.71		186,972.80
CANADIAN NATL RY CO COM		564,713.96		988,284.80
CANADIAN NATL RY CO COM		650,878.04		873,430.08
CANADIAN OIL SANDS LTD		167,382.16		156,492.34
CANADIAN SOLAR INC COM		34,395.06		17,024.00
CANADIAN ZINC CORP COM STK		2,172.39		1,635.00
CANCANA RES CORP COM		763.10		—
CANDENTE COPPER CO COM NPV		0.00		20,490.80
CANON INC NPV		1,141,770.50		1,182,908.65
CANON INC NPV		735,236.25		717,719.85
CANON INC NPV		512,620.14		509,492.49
CANTERRA MINERALS CORP COM STK		12,332.44		363.38
CAP 1 BK NATL ASSN CTF DEP DTD 03/05/08 ACT/365 SEMI ANNU STEP UP DUE 03-05-15		95,000.00		102,983.80
CAP 1 BK USA NATL ASSN GLEN ALLEN CD DTD03/27/2008 SEMI ANNU 4 03-27-2012		10,000.00		10,079.80
CAP 1 BK USA NATL ASSN GLEN ALLEN CTF DEP ACT/365 SEMI ANNU 4.75 05-07-2015		10,000.00		10,930.40
CAP 1 FNCL COM		12,767.01		13,381.66
CAP 1 FNCL COM		527,356.37		422,773.13
CAP 1 NATL ASSN MCLEAN VA CTF DEP DTD 10-15-2008 4.5 10-15-2012		10,531.67		10,303.60
CAP 1 NATL ASSN MCLEAN VA DTD 10-08-20084.65 10-09-2012		95,000.00		97,938.35
CAP CY BK GROUP INC COM		451.55		335.88
CAPE SYS GROUP INC COM		13.34		—
CAPELLA ED CO COM		176,353.34		191,065.00
CAPELLA ED CO COM		4,959.95		3,605.00
CAPELLA ED CO COM		307,272.50		320,845.00
CAPITAL AUTOMOTIVE REIT PFD SER B 8 %		18,208.95		21,093.80
CAPITAL AUTOMOTIVE REIT RED PFD SHS SER A 7.50%		6,849.95		4,518.75
CAPITAL DIAGNOSTIC CORP COM		8,240.00		—
CAPITAL ONE NATL ASSN MCLEAN VA CTF DEP DTD 04-09-2008 4.25 04-09-2013		10,000.00		10,430.30
CAPITAL SR LIVING CORP COM		1,038.00		1,588.00
CAPITAL TR INC MD CL A NEW CL A NEW		619.06		386.13
CAPITALSOURCE INC REIT		70,881.15		81,654.70
CAPMARK BK MIDVALE UT CTF DEP 3 03-05-2012		50,000.00		50,208.50
CAPMARK BK MIDVALE UT CTF DEP DTD 07/16/2008 ACT/365 5.05 07-16-2013		70,000.00		74,381.30
CAPMARK BK MIDVALE UT CTF DEP SEMI-ANNU DTD 11-05-2008 4.75 11-05-2012		80,000.00		82,748.80
CAPMARK BK MIDVALE UTAH CTF DEP DTD 07-23-2008 5.05 07-23-2013		40,000.00		42,526.00
CAPMARK BK MIDVALE UTAH SEMI-ANNU DTD 02-18-2009 3 02-21-2012		75,000.00		75,248.25
CAPSTEAD MTG CORP COM NO PAR COM NO PAR		81,406.36		80,360.56
CAPSTEAD MTG CORP PFD SER B CUM CONV $1.26		29,735.51		30,214.36
CAPSTONE COM STK		10,143.36		6,076.36
CAPSTONE THERAPEUTICS CORP		1,617.45		261.50
CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028		80,475.57		81,374.00
CARBO CERAMICS INC COM		11,186.95		9,900.87
CARBON SCIENCES INC COM NEW		35,036.52		12,881.60
CARDINAL COMMUNICATIONS INC WORTHLESS SECURITY OFF RECORD 05/29/09		37,277.24		—
CARDINAL HLTH INC		78,275.04		80,830.13
CARDINAL HLTH INC		257,559.59		307,783.19
CARDINAL HLTH INC		387,261.03		369,551.00
CARDIO INFRARED TECHNOLOGIES INC COM 2011		601.00		161.00
CARDIOME PHARMA CORP COM NEW STK		6,222.11		2,382.78
CARDTRONICS INC COM STK		65,442.47		71,763.12
CAREER EDUCATION C COM USD0.01		5,006.45		2,630.10


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CAREFUSION CORP COM		1,935.87			4,014.78
CAREFUSION CORP COM		126,059.41			122,095.05
CARIBOU COFFEE INC COM		10,460.56			10,881.00
CARMAX INC COM		58,283.25			68,519.04
CARMAX INC COM		103,945.02			148,071.84
CARNIVAL CORP COM PAIRED		19,922.90			18,632.65
CARNIVAL CORP COM PAIRED		380,123.93			324,278.40
CARPENTER TECH CORP COM		5,735.13			5,159.62
CARREFOUR SA SPONSORED ADR		2,166.95			1,790.40
CARRIAGE SERVICES INC COM		566.26			567.22
CARRIZO OIL & GAS INC COM		28,319.84			22,265.75
CARROLL SHELBY INTL INC COM		349.95			180.00
CASAVANT MINING INC RESTRICTED CONTRA CUSIP		0.00			—
CASCADE CORP COM		460,943.04			424,530.00
CASCADE TECHNOLOGIES CORP COM		1,506.95			875.00
CASE CORP 7.25% DUE 01-15-2016		5,503.50			5,362.50
CASELLA WASTE SYS INC CL A COM STK		65,096.90			64,000.00
CASEYS GEN STORES INC COM		3,055.91			4,054.34
CASH AMER INVTS INC COM		17,416.88			15,869.22
CASH AMER INVTS INC COM		350,427.78			475,626.00
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE		2,480,000.00			2,480,000.00
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE		1,570,000.00			1,570,000.00
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE		1,020,000.00			1,020,000.00
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE		670,000.00			670,000.00
CASH MARGIN REQUIREMENT ON FINANCIALFUTURES (COLLATERAL) HELD ELSEWHERE		850,000.00			850,000.00
CASINO GUICH-PERR EUR1.53		128,203.39			109,501.19
CAT US 01/21/12 C100		(3,581.22	)		(300.00	)
CAT US 01/21/12 C90		(3,080.99	)		(2,416.00	)
CAT US 01/21/12 C95		(280.29	)		(91.00	)
CAT US 02/18/12 C92.5		(1,914.22	)		(1,800.00	)
CAT US 08/20/11 P105		280.78			—
CATALYST HEALTH SOLUTIONS INC COM STK		12,202.08			11,804.00
CATALYST HEALTH SOLUTIONS INC COM STK		284,108.85			317,200.00
CATALYST PHARMACEUTICAL PARTNERS INC COMSTK		5,694.44			6,450.00
CATASYS INC COM NEW		21,028.52			21.32
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00819 6.2 DUE 09-30-2013		159,828.80			174,417.60
CATERPILLAR FINL TRANCHE # TR 00821 7.15DUE 02-15-2019		10,233.40			12,766.11
CATERPILLAR INC 1.375% DUE 05-27-2014		5,050.05			5,055.33
CATERPILLAR INC 3.9% DUE 05-27-2021		69,673.10			76,850.06
CATERPILLAR INC COM		840,081.18			806,340.00
CATERPILLAR INC COM		450,615.78			1,274,742.00
CATERPILLAR INC COM		2,957,114.21			2,921,366.40
CAULDRON ENERGY LTD COM STK		14,552.98			3,907.75
CAVIUM INC COM		31,528.05			30,420.10
CAVIUM INC COM		297,723.73			305,622.50
CAVU RES INC COM		110,873.66			50,800.49
CBEYOND INC		56,096.10			41,652.00
CBG US 03/17/12 C16		(439.25	)		(475.00	)
CBIZ INC COM		18,609.02			19,081.53
CBOE HOLDINGS INC COM		53,581.92			53,182.94
CBOE US 01/21/12 C27		(494.25	)		(100.00	)
CBRE GROUP INC CL A CL A		12,282.17			13,743.66
CBRE GROUP INC CL A CL A		138,982.13			108,259.86
CBS CORP NEW CL B		26,144.46			69,895.35


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CBS CORP NEW CL B		296,679.26			386,256.48
CCO HLDGS LLC / 6.5% DUE 04-30-2021		10,000.00			10,125.00
CCO HLDGS LLC / 7% DUE 01-15-2019		168,150.00			177,225.00
CDC CORPORATION COM		21,453.66			794.07
CDEX INC CL A		28.65			0.70
CDN CNTY OKLA EDL FACS AUTH EDL FACS LEASE REV 3.751 09-01-2013 BEO TAXABLE		25,311.25			25,929.50
CDN IMPERIAL BK COMM TORONTO ONT COM STK		14,363.90			14,474.00
CDN NAT RES LTD COM CDN NAT RES COM STK		58,124.96			54,560.20
CDN NATL RAILWAYS COM NPV		117,904.46			136,065.92
CDN PAC RY LTD COM CDN PAC RY LTD		6,204.54			7,105.35
CDS DEUTUS33 SELL PROTECTION ON FORD MTRCO DEL 03-20-2015 0WR008293		0.00			(927.64	)
CEDAR RAPIDS BK & TR CO IA DTD 02-12-2010 1.35 08-10-2012		25,000.00			25,197.50
CELADON GROUP INC COM		70,669.21			81,489.00
CELANESE CORP DEL COM SER A STK		30,382.48			30,242.86
CELANESE CORP DEL COM SER A STK		546,298.36			493,610.50
CELGENE CORP COM		196,004.93			218,415.60
CELGENE CORP COM		529,362.58			658,626.80
CELGENE CORPORATION RIGHT		1,092.29			35.00
CELL THERAPEUTICS INC COM NO PAR NEW		12,484.27			9,175.60
CELLDEX THERAPEUTICS INC NEW COM STK		2,000.38			850.20
CEL-SCI CORP COM NEW COM NEW		8,690.07			3,478.80
CELSION CORP COM NEW STK		11,907.30			8,500.00
CENOVUS ENERGY INC COM		126,547.36			128,118.80
CENTAMIN EGYPT COM STK		10,152.55			6,480.00
CENTENE CORP DEL COM		54,317.89			67,303.00
CENTENE CORP DEL COM		306,012.64			399,859.00
CENTENE CORP DEL COM		445,514.93			570,096.00
CENTERPLATE INC 13.5% DUE 12-10-2013		7,813.33			0.13
CENTERPOINT ENERGY INC COM		141,381.03			185,631.60
CENTERPOINT ENERGY INC COM		77,032.93			106,488.76
CENTERSTATE BANKS INC		502.17			196.74
CENTRAL GOLD-TRUST TR UNIT		108,270.58			95,796.23
CENTRAL PAC FINL CORP COM NEW		19,835.84			20,672.00
CENTURY ALUM CO COM		10,278.95			10,212.00
CENTURYLINK INC COM		592,113.90			583,899.87
CENTURYLINK INC COM		929,359.76			495,764.40
CENTY TECHNOLOGIES INC COLO COM		740.77			—
CENVEO INC COM		2,826.53			1,870.00
CENVEO INC COM		68,076.58			48,280.00
CENX US 01/21/12 C9		(583.95	)		(372.00	)
CEO AMER INC COM		7,774.82			6.50
CEPHEID INC COM		6,777.74			6,882.00
CEPHEID INC COM		197,447.61			321,389.40
CEPHEID INC COM		392,523.90			368,187.00
CERADYNE INC DEL COM		11,071.16			6,668.22
CERAGENIX PHARMACEUTICALS INC COM		579.95			0.90
CERAGON NETWORKS LTDSEDOL 2616148		8,795.58			6,160.00
CEREPLAST INC COM NEW COM NEW		1,634.53			240.00
CERNER CORP COM		139,967.34			195,142.50
CERNER CORP COM		57,021.87			62,781.25
CERNER CORP COM		1,055,076.24			1,556,975.00
CERNER CORP COM		439,918.81			771,750.00
CF INDS HLDGS INC COM		321,709.93			317,774.96
CF INDS HLDGS INC COM		213,709.48			205,871.60


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
CF INDS HLDGS INC COM		186,526.15		216,020.20
CFG CMNTY BK BALTIMORE MD CTF DEP DTD 2-5-2010 1.35 2-3-2012		20,000.00		20,015.00
CGG VERITAS EUR0.40		159,394.26		168,668.43
CHAMPION BEAR RES LTD COM STK		2,873.95		1,277.00
CHAMPION ENTERPRISES INC COM		3,272.36		—
CHANNELL COML CORP COM		4,512.95		182.00
CHARLES RIV LABORATORIES INTL INC COM		328,666.51		314,295.00
CHARMING SHOPPES INC COM		2,294.50		2,450.00
CHARMING SHOPPES INC COM		136,540.71		170,520.00
CHART INDS INC COM PAR $0.01 COM PAR $0.01		8,621.04		10,814.00
CHART INDS INC COM PAR $0.01 COM PAR $0.01		188,819.00		239,530.10
CHARTER COMMUNICATIONS INC DEL CL A		507.05		—
CHAZAK VALUE CORP COM		1,637.70		—
CHDT CORP COM STK		127,318.45		13,362.00
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01		29,802.13		29,947.80
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01		362,840.06		669,885.00
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01		357,069.43		332,630.74
CHECKPOINT SYS INC COM STK USD0.10		3,481.80		2,188.00
CHEESECAKE FACTORY INC COM		2,804.58		2,935.00
CHEETAH OIL & GAS LTD COM NEW COM NEW		15,165.90		6.00
CHELSEA THERAPEUTICS INTL LTD COM STK		5,156.95		5,130.00
CHEMED CORP NEW COM		242,464.91		189,477.00
CHEMED CORP NEW COM		323,920.13		309,820.50
CHEMTURA CORP COM NEW		174,866.40		182,574.00
CHENIERE ENERGY INC COM NEW		154,190.43		131,523.15
CHENIERE ENERGY PARTNERS L P COM UNIT REPTG LIMITED PARTNER INTS		101,654.07		112,805.92
CHEROKEE INC DEL NEW COM		744.43		490.14
CHES ENERGY CORP 6.125% DUE 02-15-2021		5,156.75		5,125.00
CHES ENERGY CORP 6.5% DUE 08-15-2017		14,362.50		15,975.00
CHES ENERGY CORP 6.5% DUE 08-15-2017		8,148.75		9,551.25
CHES ENERGY SR NT 6.625 DUE 08-15-2020		314,137.50		332,475.00
CHES GOLD CORP COM		4,375.45		9,953.10
CHES UTILS CORP COM		15,225.55		17,340.00
CHESAPEAKE ENERGY CORP COM		842,576.82		681,750.18
CHESAPEAKE ENERGY CORP COM		438,888.69		317,743.95
CHESAPEAKE ENERGY CORP COM		524,038.78		372,800.25
CHESAPEAKE ENERGY CORP CONV PFD STK		10,556.95		8,340.00
CHEVRON CORP COM		2,315,385.19		2,664,097.91
CHEVRON CORP COM		710,486.31		943,768.00
CHEVRON CORP COM		439,373.86		733,628.00
CHEVRON CORP COM		1,786,175.49		4,642,764.00
CHEVRON CORP COM		1,129,077.91		1,638,560.00
CHICAGO ILL O HARE INTL ARPT REV 5.5% 01-01-2031 BEO		19,552.00		21,932.40
CHICAGO ILL O HARE INTL ARPT REV 5.625% 01-01-2035 BEO		9,700.30		10,964.80
CHICOS FAS INC COM		168,409.10		126,996.00
CHICOS FAS INC COM		47,722.44		49,655.93
CHILDREN S INTERNET INC COM		2,252.00		—
CHILDRENS BEVERAGE GROUP INC COM		865.93		0.05
CHIMERA INVT CORP COM STK		1,250,130.02		1,039,864.19
CHINA 3C GROUP COM		7,146.19		120.00
CHINA AGRI-INDUSTRIES HLDGS COM STK		23,739.50		12,937.00
CHINA AGRITECH INC COM NEW STK		36,342.96		5,906.25
CHINA AUTOMOTIVE SYS INC COM		7,064.14		2,310.00
CHINA BAK BATTERY INC COM STK		1,614.34		630.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CHINA BCT PHARMACY GROUP INC COM STK		913.09			442.50
CHINA CABLECOM HOLDINGS LTD COMMON STOCK		8,562.80			1,534.00
CHINA CARBON GRAPHITE GROUP INC COM		11,007.70			2,945.00
CHINA CONTL INC COM		262.95			—
CHINA CRESCENT ENTERPRISES INC COM NEW COM NEW		3,386.80			90.00
CHINA GENGSHENG MINERALS INC COM		3,502.35			690.00
CHINA GREEN AGRICULTURE INC COM STK		57,641.26			22,950.00
CHINA HEALTH MGMT CORP COM NEW STK		1,679.95			0.70
CHINA INFORMATION TECHNOLOGY INC COM		11,009.65			3,620.45
CHINA INTEGRATED ENERGY INC COM STK		3,005.74			390.00
CHINA KANGTAI CACTUS BIO-TECH INC COM STOCK		2,438.02			712.50
CHINA MEDIAEXPRESS HLDGS INC COM		5,618.10			20.00
CHINA MERCHANTS BANK ‘H’ CNY1		7,636.45			11,825.78
CHINA MINERALS MNG CORP STK		22,572.21			8,478.36
CHINA MOBILE (HONG KONG) LTD		5,111.90			4,886.30
CHINA MOBILE LTD HKD0.10		83,940.73			83,060.32
CHINA NAT GAS INC COM NEW STK		4,017.17			—
CHINA NAT RES IN COM		3,112.92			1,360.00
CHINA NORTH EAST PETE HLDGS LTD COM STK		13,585.11			6,150.00
CHINA ORGANIC FERTILIZER INC COM STK		3,842.16			1.01
CHINA PRECISION STL INC COM STK		1,748.80			255.00
CHINA RECYCLING ENERGY CORP COM STK		141,790.09			53,438.40
CHINA SHEN ZHOU MNG & RES INC COM STK		4,757.17			1,323.00
CHINA SOLAR & CLEAN ENERGY SOLUTIONS INCCOM STK		2,551.58			1.69
CHINA TECHNOLOGY GLOBAL CORP		1,181.11			—
CHINA TRANSINFO TECHNOLOGY CORP COM STK		5,943.79			6,020.00
CHINA UNICOM LTD HKD0.10		110,528.58			113,600.10
CHINA UNICOM LTD HKD0.10		240,467.43			353,422.52
CHINA UNICOM LTD HKD0.10		838,115.64			875,141.48
CHINA VOICE HLDG CORP COM		17,484.00			36.00
CHINA WTR GROUP INC COM STK		2,309.95			30.00
CHINA YUCHAI INTL LTD COM		24,825.56			18,202.80
CHINACAST ED CORP COM		1,472.45			1,224.00
CHINANET ONLINE HLDGS INC COM STOCK		6,163.54			1,714.90
CHIPOTLE MEXICAN GRILL INC COM STK		594,758.19			673,453.56
CHIPOTLE MEXICAN GRILL INC COM STK		158,763.85			202,644.00
CHIPOTLE MEXICAN GRILL INC COM STK		271,820.91			287,079.00
CHIQUITA BRANDS INTL INC COM		6,426.90			3,348.74
CHIQUITA BRANDS INTL INC COM		51,014.03			51,708.00
CHIQUITA BRANDS INTL INC COM		198,347.75			131,772.00
CHK US 01/21/12 C40		(681.80	)		(7.00	)
CHORUS AVIATION INC COM LTD VTG		20,272.68			12,368.00
CHRISTOPHER & BANKS CORP COM		194,373.34			70,731.18
CHROMOCURE INC COM STK		0.76			0.02
CHTP US 03/17/12 C6		(925.44	)		(1,180.00	)
CHUBB CORP COM		40,951.81			58,642.67
CHUBB CORP COM		417,163.47			491,462.00
CHUBB CORP COM		158,715.68			269,127.36
CHUBB CORP COM		201,645.12			427,156.62
CHUGAI PHARMACY CO. LTD NPV		43,521.20			41,218.03
CHURCH & DWIGHT INC COM		39,914.37			52,110.57
CHURCHILL DOWNS INC COM		894.88			1,459.64
CIBER INC COM		3,183.24			2,157.74
CIBER INC COM		18,444.70			19,300.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CIE FINANCIE RICHEMONT CHF		125,866.62			234,532.99
CIENA CORP COM NEW COM NEW		21,759.62			20,473.20
CIENA CORP COM NEW COM NEW		212,657.82			206,910.00
CIGNA CORPORATION		8,043.91			9,123.80
CIGNA CORPORATION		122,153.90			256,914.00
CIMAREX ENERGY CO COM		19,049.05			15,179.88
CIN BELL INC NEW COM STK		277.48			303.00
CIN BELL SR SUB NT 8.75 DUE 03-15-2018		9,625.00			9,287.50
CIN FNCL CORP COM		5,377.80			6,092.00
CIN FNCL CORP COM		132,842.80			106,335.86
CINEMARK HLDGS INC COM		10,609.42			10,406.79
CINEMARK USA INC 8.625% DUE 06-15-2019		5,481.75			5,437.50
CINTAS CORP COM		13,315.77			15,071.57
CINTAS CORP COM		84,527.12			83,021.85
CIRCA PICTURES & PRODTN CO INTL INC COM STK		1,983.71			0.03
CIRCOR INTL INC COM		504,090.63			534,169.68
CIRCUIT CY STORES INC COM		2,107.46			—
CIRRUS LOGIC INC COM		176,393.70			169,388.95
CISCO SYS INC 4.45% DUE 01-15-2020		16,762.20			17,059.46
CISCO SYSTEMS INC		1,741,974.24			1,707,908.28
CISCO SYSTEMS INC		314,111.16			246,611.20
CISCO SYSTEMS INC		1,916,242.88			2,121,814.56
CISCO SYSTEMS INC		378,794.20			417,648.00
CIT BK SALT LAKE CITY UTAH CTF DEP DTD 03-18-2009 4 03-18-2019		1,000.00			1,104.20
CIT BK SALT LAKE CITY UTAH CTF DEP DTD 07-08-2009 3.5 07-08-2014		66,000.00			69,386.46
CIT BK SALT LAKE CY UT CD ACT/365 SEMI ANNU DTD 03-11-2009 3.1 03-11-2013		25,000.00			25,680.75
CIT BK SALT LAKE CY UT CTF DEP DTD 06-03-2009 3.8 06-03-2016		10,000.00			10,687.70
CIT BK SALT LAKE CY UT CTF DEP DTD 10-26-2011 .6 C/D 01-28-2013		3,000.00			2,995.80
CIT BK SALT LAKE CY UT DTD 05-06-2009 3.85 05-06-2019		10,000.00			11,001.70
CIT BK SALT LAKE CY UT DTD 06-10-2009 4 06-10-2019		10,000.00			10,916.70
CIT HOME EQUITY LN TR 2003-1 ASSET BKD CTF CL A-4 03-20-2032 REG		262,633.92			259,063.76
CITADEL BROADCASTING CORP COM		285.51			—
CITI TRENDS INC COM ORD USD1		3,841.40			1,756.00
CITIBANK NATL ASSN DTD 04-28-2010 2.6 04-28-2015		10,000.00			10,322.60
CITIGROUP CAP XIX 7.250 CALLABLE 8/15/2012 DUE 8/15/2067		12,459.85			12,175.00
CITIGROUP CAP XV ENHANCED TR PFD SECS		22,148.49			24,186.90
CITIGROUP INC 3.953% DUE 06-15-2016		122,446.08			119,586.36
CITIGROUP INC 5.375% DUE 08-09-2020		300,843.00			298,198.59
CITIGROUP INC 5.5% DUE 02-15-2017		117,416.80			120,905.76
CITIGROUP INC 5.5% DUE 04-11-2013		5,214.15			5,105.48
CITIGROUP INC 5.5% DUE 10-15-2014		29,848.50			30,841.41
CITIGROUP INC 5.625 SUB 08-27-2012 BEO		3,148.00			3,050.66
CITIGROUP INC 6.01% DUE 01-15-2015		102,223.21			104,470.50
CITIGROUP INC 6.125% DUE 05-15-2018		10,081.25			10,640.56
CITIGROUP INC 6.375% DUE 08-12-2014		59,593.80			62,971.26
CITIGROUP INC 6.5% DUE 08-19-2013		119,929.20			124,915.56
CITIGROUP INC 6.875% DUE 03-05-2038		119,186.40			131,833.56
CITIGROUP INC COM NEW COM NEW		5,439,153.63			3,513,001.21
CITIGROUP INC COM NEW COM NEW		4,512,289.50			1,677,841.32
CITIGROUP INC COM NEW COM NEW		606,198.62			500,153.10
CITIGROUP INC COM STK CALL OPT EXP 1/22/11 PR $5 PER SH		(182.01	)		(4.00	)
CITIGROUP INC SR NT 5.3% DUE 01-07-2016		4,127.70			5,186.53
CITIGROUP INC SUB NT 5% DUE 09-15-2014		137,349.20			148,456.20
CITIZENS 7.125% DUE 03-15-2019		5,206.75			4,925.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CITIZENS FDG TR I 7.50% ENHANCED TR PREFSECS		22,258.95			23,590.00
CITIZENS REP BANCORP INC COM NEW		31,311.76			47,994.00
CITRIX SYS INC COM		14,711.12			12,690.48
CITRIX SYS INC COM		155,122.77			244,215.84
CITRIX SYS INC COM		1,097,975.82			1,026,168.00
CITRIX SYS INC COM		643,627.64			584,247.84
CITY NATL CORP COM		366,604.19			331,350.00
CITY NATL CORP COM		285,801.29			260,662.00
CLARCOR INC COM		3,677.40			4,249.15
CLARENT CORP DEL COM ISIN US1804611051		208.50			0.01
CLARK CNTY NEV PASSENGER FAC CHARGE REV 5.25% 07-01-2039 BEO		9,110.90			10,595.80
CLARK CNTY NEV TAXABLE-TRANSN-SER B-1 7.05 DUE 06-01-2029 REG TAXABLE		10,537.60			11,592.90
CLAYMORE EXCHANGE-TRADED FD TR WILSHIRE US REIT ETF		1,553.44			1,638.63
CLB US 01/21/12 C120		(701.52	)		(240.00	)
CLB US 01/21/12 P110		741.52			360.00
CLEAN COAL TECHNOLOGIES INC COM STK		9,626.19			1,356.28
CLEAN DIESEL TECHN COM USD0.01 NEW		4,347.06			3,024.00
CLEAN ENERGY FUELS CORP COM		148,185.73			134,194.20
CLEAN HBRS INC COM		27,002.06			31,865.00
CLEAN HBRS INC COM		284,781.55			360,711.80
CLEAN PWR CONCEPTS INC COM STK		6,283.43			311.30
CLEANPATH RES CORP COM STK		476.75			—
CLEANTECH SOLUTIONS INTL INC COM		4,313.55			319.90
CLEARANT INC NEW COM NEW STK		4,211.24			0.79
CLEARLY CDN BEVERAGE CORP COM STK		32,787.19			—
CLEARWIRE CORP NEW CL A CL A		147,581.60			110,997.10
CLECO CORP NEW COM		9,590.97			11,049.00
CLEVELAND BIOLABS INC COM		3,914.30			1,430.00
CLF US 01/21/12 C70		(1,215.45	)		(500.00	)
CLICKABLE ENTERPRISES INC COM		7,427.90			26.40
CLICKSOFTWARE TECHNOLOGIES		7,556.60			7,604.87
CLIFFS NAT RES INC COM STK		395,331.49			341,016.14
CLIFFS NAT RES INC COM STK		150,896.26			193,846.15
CLOROX CO 5% DUE 01-15-2015		33,006.35			37,794.65
CLOROX CO COM		102,672.91			103,418.96
CLOROX CO COM		105,554.24			186,900.48
CLOROX CO COM		323,068.86			332,800.00
CLOUD PEAK ENERGY INC COM		42,873.92			38,640.00
CLOUD PEAK ENERGY INC COM		242,876.67			226,044.00
CLOUD PEAK ENERGY INC COM		310,160.59			262,752.00
CLOUD PEAK ENERGY INC COM		912,060.16			831,726.00
CLST HLDGS INC COM STK		2,196.71			9.34
CLX US 02/18/12 C67.5		(73.30	)		(105.00	)
CME GROUP INC COM STK		64,465.94			62,735.84
CME GROUP INC COM STK		625,305.68			337,970.29
CMI US 01/21/12 C90		(229.25	)		(190.00	)
CMI US 02/18/12 C95		(247.30	)		(220.00	)
CMKM DIAMOND GEN MERGER EFFEC 04-14-06		22,283.46			—
CML HEALTHCARE INC COM STK CONTRA		19,150.59			18,973.20
CMNTY HLTH SYS INC NEW COM		3,153.95			1,745.00
CMNTY HLTH SYS INC NEW COM		1,337,584.09			942,300.00
CMO BANC AMER COML MTG INC SERIES 2005-5CL-A4 DUE 10-10-2045 REG		70,354.06			77,219.59
CMO BANC AMER COML MTG TR 2006-2 SERIES 2006-2 CLASS-A4 DUE 05-10-2045 REG		200,207.81			201,492.36
CMO BANC AMER COML MTG TR 2006-4 SER 2006-4 CL-A4 5.634% DUE 07-10-2046 REG		43,825.00			44,261.84


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
CMO BANC AMER COML MTG TR 2007-5 PASSTHRU CTF CLA-3 5.62 DUE 02-10-51 REG		5,228.13		10,526.54
CMO BEAR STEARNS ARM TR 2005-6 MTG PASSTHRU CTF CL I-A-1 DUE 08-25-2035 REG		275,256.41		150,617.02
CMO CWALT INC 2005-14 ALT LN TR MTG PASSTHRU DUE 05-25-2035 REG		99,956.18		52,685.70
CMO CWALT INC 2005-38 MTG PASSTHRU CTF CL A-3 DUE 09-25-2035 REG		130,208.73		66,327.02
CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO		130,277.89		69,189.68
CMO CWALT INC COUNTRYWIDE ALTERNATIVE DUE 07-25-2035 BEO		176,634.48		94,786.12
CMO CWMBS INC 2003-60 CHL MTG PASSTHRU CTF CL 1-A-2 DUE 02-25-2034 REG		146,095.43		113,886.51
CMO CWMBS INC 2005-R1 REPERFORMING LN REMIC TR 144A DUE 03-25-2035 BEO		20,816.22		22,979.84
CMO CWMBS REPERFORMING LN REMIC TR CTFS 2004-R2 144A .6963% DUE 11-25-2034 REG		15,590.13		18,273.54
CMO DBUBS 2011-LC3 MTG TR MTG PASS THRU CTF CL A2 3.642% DUE 08-10-2044 REG		100,998.13		105,344.40
CMO DSLA MTG LN TR 2006-AR1 MTG PASSTHRUCTF CL 1A-1A DUE 03-19-2046 REG		407,906.21		211,579.10
CMO GREENPOINT MTG FDG TR 2005-AR4 MTG PASSTHRU CTF CL I-A-1 DUE 10-25-2045 REG		49,788.87		27,851.20
CMO GREENWICH CAP COML FDG CORP SER 2005-GG5 CL A5 DUE 04-10-2037 BEO		139,584.37		149,895.62
CMO GS MTG SECS CORP SER 2005-RP3 CL 1AFDUE 09-25-2035 BEO		313,409.60		263,735.69
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG		94,016.07		75,885.07
CMO INDYMAC INDA MTG LN TR 2007-AR7 MTG PASS THRU CTF CL 1-A-1 11-25-37 REG		42,421.33		30,403.28
CMO INDYMAC INDX MTG LN TR 2007-AR15 CTFCL 2-A-1 VAR RATE DUE 08-25-2037 REG		143,079.06		129,135.37
CMO INDYMAC INDX MTG LN TR 2007-AR5 MTG CL 2-A-1 VAR DUE 05-25-2037 REG		89,605.54		71,816.52
CMO J P MORGAN CHASE COML MTG SECS TR 2007 C DUE 02-12-2051 REG		468,095.31		473,463.54
CMO LB-UBS COML MTG TR SR 2005-C5 CL A-4 4.954 DUE 09-15-2030 BEO		100,375.00		109,164.30
CMO LEHMAN XS TR SER 2005-7N CL 1A1B DUE12-25-2035 BEO		93,835.86		27,002.39
CMO MASTR ADJ RATE MTG TR 2007-3 MTG PASSTHRU CTF CL 1-2A1 VAR 05-25-47		393,271.97		196,382.33
CMO MASTR ADJ RATE MTGS TR 2004-15 MTG PASSTHRU CTF CL 1-A-1 DUE 12-25-2034 REG		15,517.81		11,399.93
CMO MASTR REPERFORMING LN TR 2005-2 1A1F144A DUE 05-05-2035 REG		98,358.98		94,498.02
CMO MERRILL LYNCH MTG TR 2006-C1 CL A-4 DUE 05-12-2039 REG		159,669.82		178,423.84
CMO ML-CFC COML MTG TR 2007-6 MTG PASSTHRU CTF CL A-4 DUE 03-12-2051 REG		72,638.67		73,626.28
CMO MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR CL 2-A VAR DUE 07-25-2034 REG		49,056.41		48,045.21
CMO MORGAN STANLEY MTG LN TR 2004-2AR SER 2005-10 MTG DUE 12-25-2035		120,346.85		100,070.66
CMO RESDNTL ACCREDIT LNS INC MTG 2005-QO3 CL A-1 DUE 10-25-2045 REG		139,156.63		70,608.01
CMO RESDNTL ACCREDIT LNS INC MTG PASS SER 2004-QA6 CL NBIV FLTRT 12-26-2034REG		397,732.61		252,176.80
CMO SEQUOIA MTG TR 2007-3 MTG PASSTHRU CTF CL I-A1 GROUP 1 DUE 07-20-2036 BEO		187,354.19		166,402.43
CMO STRUCTURED AST SECS CORP 2002-9 MTG PASSTHRU CTF CL A-2 ADJ RATE/10-25-27		42,034.08		39,398.15
CMO THORNBURG MTG SECS TR 2007-4 MTG PASS THRU CTF CL 1A-2 DUE 09-25-2037 REG		116,497.27		103,847.03
CMO THORNBURG MTG SECS TR 2007-4 MTG PASS THRU CTF CL 3A-1 DUE 09-25-2037 BEO		115,285.65		113,733.34
CMO WACHOVIA BK COML MTG TR 2005-C18 COMMTG PASSTHRU A-4 4.935 04-15-2042 REG		45,187.29		48,901.01
CMO WACHOVIA BK PASS-TH MTG PASSTHRU CTFCL A-4 5.315 DUE 11-15-2048		34,477.50		35,065.57
CMO WAMU MTG PASS THRU CTFS SER 2006 AR14 CL 1-A3 DUE 11-25-2036 BEO		296,250.00		318,112.50
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR17CL A-1A2 DUE 12-25-2045 REG		117,209.74		76,186.21
CMO WAMU MTG PASS-THRU CTFS 2002-AR19 MTG CL A-6 4.158 DUE 02-25-2033 BEO		56,513.39		51,196.89
CMO WAMU MTG PASS-THRU CTFS 2005-AR17 CLA-1A1 DUE 12-25-2045 REG		176,123.60		125,268.22
CMO WAMU MTG PASS-THRU CTFS 2005-AR6 MTGPASSTHRU CTF CL 2-A-1A 4-25-45		84,681.85		61,402.98
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CL 1-A-1A DUE 06-25-2045 REG		114,033.00		86,235.06
CMO WAMU MTG PASS-THRU CTFS SER 2005-AR11 CL A1A FLT RT 8-25-45		463,771.48		366,242.02
CMO WAMU MTG PASS-THRU CTFS SER 2007-0A5MTG PASSTHRU CTF CL 1A VAR		127,916.76		121,276.20
CMO WELLS FARGO MTG BACKED SECS 2004-Y CL 1A2 VAR RT 11-25-2034		79,618.79		70,230.07
CMS ENERGY CORP COM		113,208.00		120,380.16
CMS ENERGY CORP COM		20,501.88		22,729.99
CNA FNCL CORP COM		5,815.57		6,018.75
CNH GLOBAL NV COMMON STOCK		32,631.38		30,591.50
CNO FINL GROUP INC COM		8,085.23		7,887.50
CNOOC LTD HKD0.02		96,479.02		173,088.35
CNOOC LTD HKD0.02		245,377.61		329,567.22
CNP ASSURANCES EUR1.00		108,074.17		71,825.93
COACH INC COM		117,202.49		123,488.03


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
COACH INC COM		166,518.80		394,135.28
COACH INC COM		0.00		—
COACH INC COM		450,352.37		442,540.00
COASTAL PAC MNG CORP COM		7,236.74		1,258.40
COBALT INTL ENERGY INC COM		59,103.29		82,519.84
COBALT INTL ENERGY INC COM		701,291.37		859,466.56
COBRIZA METALS COR COM NPV		0.00		669.68
COCA COLA BOTTLING 5% DUE 06-15-2016		10,669.40		11,176.26
COCA COLA BOTTLING CO CONS COM		104,571.96		101,950.49
COCA COLA BOTTLING CO CONS COM		54,246.08		46,840.00
COCA COLA CO COM		1,298,514.09		1,423,342.45
COCA COLA CO COM		2,047,474.78		3,465,054.34
COCA COLA CO COM		1,123,896.46		1,581,322.00
COCA COLA CO COM		871,500.39		1,364,415.00
COCA-COLA AMATIL NPV		109,326.88		107,622.63
COCA-COLA ENTERPRISES INC NEW COM		43,777.20		49,501.77
COCA-COLA ENTERPRISES INC NEW COM		330,065.85		311,938.00
COCA-COLA ENTERPRISES INC NEW COM		166,713.35		175,871.16
CODEXIS INC COM		633.10		344.50
COEUR D ALENE MINES CORP IDAHO COM NEW COM NEW		349,847.92		350,271.40
COGDELL SPENCER INC COM REIT		19,285.35		13,600.00
COGENT COMMUNICATIONS GROUP INC COM NEW		33,580.85		33,780.00
COGNEX CORP COM		38,433.28		45,965.70
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A		94,429.87		84,374.72
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL ACL A		263,317.04		426,825.47
COHEN & STEERS INC COM		3,355.10		3,179.00
COHEN & STEERS QUALITY INCOME RLTY FD INC COM STK		12,603.87		13,533.24
COHU INC COM		1,747.31		1,418.75
COIL TUBING TECHNOLOGY INC COM NEW		0.00		25.20
COINSTAR INC COM		39,582.95		37,653.00
COLABOR GROUP INC COM NPV		0.00		—
COLBS BK & TR COLBS GA INSTL CTF D CTF DEP DTD 02-10-2010 1.9 02-11-2013		30,000.00		30,444.60
COLBS MCKINNON CORP N Y COM		12,232.00		12,690.00
COLDWATER CREEK INC COM		123.69		153.40
COLDWATER CREEK INC COM		9,350.88		10,384.00
COLE KENNETH PRODTNS INC CL A		1,851.98		2,118.00
COLE KENNETH PRODTNS INC CL A		456,276.49		443,742.18
COLEMAN CABLE INC COM STK		1,736.29		1,087.50
COLFAX CORP COM US .01		1,820.75		1,708.80
COLFAX CORP COM US .01		60,877.98		76,896.00
COLGATE-PALMOLIVE CO COM		224,862.08		263,780.94
COLGATE-PALMOLIVE CO COM		429,863.84		974,252.55
COLGATE-PALMOLIVE CO COM		914,613.10		960,856.00
COLGATE-PALMOLIVE CO COM		1,501,958.79		1,602,042.60
COLLECTIVE BRANDS INC COM STK		12,871.51		11,496.00
COLLINS & AIKMAN CORP NEW COM NEW		124.95		—
COLONIAL BANCGROUP INC COM		29,197.43		—
COLONIAL PPTYS TR SH BEN INT SH BEN INT		311,807.27		414,967.98
COLOSSUS MINERALS INC COM STK		2,237.74		2,373.48
COLTV SHORT TERM INVT FD		10,678,507.88		10,678,507.88
COLTV SHORT TERM INVT FD		1,545,077.99		1,545,077.99
COLTV SHORT TERM INVT FD		382,891.97		382,891.97
COLTV SHORT TERM INVT FD		533,655.91		533,655.91
COLTV SHORT TERM INVT FD		421,985.21		421,985.21


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
COLTV SHORT TERM INVT FD		9,967,547.63		9,967,547.63
COLTV SHORT TERM INVT FD		434,506.87		434,506.87
COLTV SHORT TERM INVT FD		6,080,426.30		6,080,426.30
COLTV SHORT TERM INVT FD		3,913,993.83		3,913,993.83
COLTV SHORT TERM INVT FD		465,831.37		465,831.37
COLTV SHORT TERM INVT FD		887,419.17		887,419.17
COLTV SHORT TERM INVT FD		8,885,823.74		8,885,823.74
COLTV SHORT TERM INVT FD		4,118,382.13		4,118,382.13
COLTV SHORT TERM INVT FD		896,541.31		896,541.31
COLTV SHORT TERM INVT FD		669,658.69		669,658.69
COLTV SHORT TERM INVT FD		1,362,433.67		1,362,433.67
COLTV SHORT TERM INVT FD		745,338.53		745,338.53
COLTV SHORT TERM INVT FD		1,430,607.30		1,430,607.30
COLTV SHORT TERM INVT FD		574,832.08		574,832.08
COLTV SHORT TERM INVT FD		832,978.71		832,978.71
COLTV SHORT TERM INVT FD		1,133,078.72		1,133,078.72
COLTV SHORT TERM INVT FD		579,028.21		579,028.21
COLTV SHORT TERM INVT FD		35,284,894.94		35,284,894.94
COLUMBIA / HCA 7.5% DUE 11-15-2095		92,400.00		161,700.00
COLUMBIA SPORTSWEAR CO COM		26,364.77		23,275.00
COM NPV		2,472.48		1,088.75
COM STK		0.00		—
COM STK		4,884.95		4,416.00
COM STK ILS0.10		23,382.20		25,080.00
COMBIMATRIX CORP DEL COM		156,567.56		13,020.00
COMCAST CORP NEW 5.65% DUE 06-15-2035		30,703.26		33,141.78
COMCAST CORP NEW 6.4% DUE 03-01-2040		55,681.70		62,153.10
COMCAST CORP NEW 6.95% DUE 08-15-2037		182,061.80		216,292.36
COMCAST CORP NEW CL A SPL CL A SPL		4,297.72		6,047.28
COMCAST CORP NEW CL A SPL CL A SPL		221,588.58		236,542.40
COMCAST CORP NEW NT SER B		6,841.27		6,781.35
COMCAST CORP NEW-CL A		44,634.54		54,741.37
COMCAST CORP NEW-CL A		1,120,875.41		1,410,792.42
COMCAST CORP NEW-CL A		522,102.60		526,362.00
COMERICA INC COM		8,175.43		5,691.80
COMERICA INC COM		161,796.07		112,049.40
COMERICA INC COM		365,107.70		394,740.00
COML METALS CO COM		23,455.26		27,258.93
COMM BANCSHARES INC COM		11,502.31		12,200.41
COMMERCEPLANET INC COM NEW		786.40		0.27
COMMONWEALTH BANK AUST TRANCHE # SR 00010 2.9% DUE 09-17-2014 REG		985,174.40		1,023,545.32
COMMONWEALTH REIT		68,708.07		48,674.47
COMMUNICATION INTELLIGENCE CORP DEL NEW COM		1,119.72		368.00
COMMUNICATIONS SYS INC COM		10,171.02		13,469.48
COMMUNITY 1ST BK ROSEVILLE CALIF COM		109,974.30		30,000.00
COMMUNITY BK SYS INC COM		4,511.95		5,560.00
COMMUNITY BK SYS INC COM		282,468.98		339,994.00
COMMVAULT SYS INC COM STK		23,550.25		21,360.00
COMPAGNIE DE 1.625% DUE 07-23-2012		289,466.40		289,954.76
COMPAGNIE GENERALE DE GEOPHYSIQUE VERITASR NT 7.75 DUE 05-15-2017		25,912.50		25,312.50
COMPASS DIVERSIFIED HOLDINGS FORMERLY COMPASS DIVERSIFIED TR		11,446.20		9,226.28
COMPASS GROUP ORD GBP0.10		115,018.44		219,470.20
COMPASS GROUP ORD GBP0.10		647,737.81		670,840.59
COMPASS MINERALS INTL INC COM		48,622.41		54,049.27


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
COMPASS MINERALS INTL INC COM		372,998.70		309,825.00
COMPASS RESOURCES LIMITED NPV		3,031.45		—
COMPETITIVE TECHNOLOGIES INC COM		5,218.45		2,520.00
COMPLETE CSH AND STK MERGER SUPERIOR ENERGY 2850735 2/8/2012		34,499.94		33,560.00
COMPLETE PRODTN 8% DUE 12-15-2016		41,075.00		41,600.00
COMPOSITE TECHNOLOGY CORP COM STK		163,331.75		108.43
COMPUCREDIT HLDGS CORP COM		2,133.40		1,983.20
COMPUGEN COMPUGEN LTD COM STK		19,664.83		18,097.20
COMPUTER PROGRAMS & SYS INC COM		594,550.51		504,353.48
COMPUTER SCI CORP COM		11,667.35		7,110.00
COMPUTER SCI CORP COM		22,188.54		21,330.00
COMPUTER SCI CORP COM		136,264.08		87,453.00
COMPUWARE CORP COM		106,288.09		39,270.40
COMSTOCK MNG INC COM STK		40,621.42		25,835.44
COMSTOCK RES INC 8.375% DUE 10-15-2017		5,288.00		4,825.00
COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW		11,051.03		10,646.64
COMVERGE INC COM		87,221.81		23,940.00
COMVERSE TECHNOLOGY INC COM PAR $0.10 COM PAR $0.10		6,456.95		6,860.00
COMVERSE TECHNOLOGY INC COM PAR $0.10 COM PAR $0.10		77,621.42		76,832.00
COMWLTH BK AUSTRALIA SR MEDIUM TERM TRANCHE # SR 00003 2.5 12-10-12		488,458.94		488,117.76
COMWLTH REIT SR NT 5.875 DUE 09-15-2020		9,737.50		10,201.52
CONAGRA FOODS INC		321,276.78		393,360.00
CONAGRA FOODS INC		181,335.84		239,236.80
CONAGRA FOODS INC		92,470.44		106,425.09
CONAGRA FOODS INC		257,147.25		300,960.00
CONCEPTUS INC COM		83,705.86		89,288.96
CONCHO RES INC 6.5% DUE 01-15-2022		54,000.00		56,430.00
CONCHO RES INC COM STK		1,031.54		937.50
CONCUR TECHNOLOGIES INC COM		305,063.49		292,550.40
CONECTISYS CORP COM PAR $.001 STK		1,508.95		150.00
CONFORCE INTL INC COM		1,067.95		1,058.00
CONGOLEUM CORP NEW CL A CL A		1,594.00		—
CONMED CORP COM		418,122.35		477,230.97
CONNECTAJET COM INC COM STK		1,189.56		—
CONNECTYX TECHNOLOGIES HLDGS GROUP INC COM NEW STK		5,025.29		3,152.70
CONNS INC COM		2,307.72		3,618.60
CONNS INC COM		20,278.41		25,530.00
CONOCO INC 6.95% DUE 04-15-2029		20,854.00		27,265.92
CONOCOPHILLIPS COM		2,114,547.59		2,253,581.28
CONOCOPHILLIPS COM		922,224.72		2,110,898.16
CONOCOPHILLIPS COM		1,060,063.40		1,204,176.75
CONOCOPHILLIPS GTD NT 6.5 DUE 02-15-2039REG		45,406.80		55,330.68
CONOLOG CORP COM PAR $0.01 FEBRUARY 2009COM		49.81		2.33
CONS EDISON CO N Y 5.3% DUE 12-01-2016		9,162.10		11,658.29
CONS EDISON CO N Y PFD $5		39,867.36		43,804.96
CONS EDISON INC COM		294,590.56		366,644.03
CONS EDISON INC COM		250,643.46		397,550.27
CONS FREIGHTWAYS CORP COM		534.95		—
CONS GRAPHICS INC COM		3,034.64		2,896.80
CONS GRAPHICS INC COM		145,999.24		148,316.16
CONS WTR CO LTD COM		6,525.82		5,190.24
CONSECO FIN SECURITIZATIONS SER 2000-4 CL A6 EXP MAT 4-1-13 8.31 05-01-32 BEO		60,983.53		57,114.60
CONSOL ENERGY INC 8.25 DUE 04-01-2020		60,000.00		66,300.00
CONSOL ENERGY INC COM		60,397.33		46,742.07


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CONSOL ENERGY INC COM		215,072.67			179,206.10
CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK		38,748.91			41,990.70
CONSOLIDATED ENERGY INC WYO COM		20,241.34			—
CONSTANT CONTACT INC COM STK		2,507.35			2,181.74
CONSTELLATION 3D INC DELAWARE		13,013.75			—
CONSTELLATION 7.25% DUE 09-01-2016		5,481.75			5,475.00
CONSTELLATION BRANDS INC CL A CL A		20,346.86			20,670.00
CONSTELLATION BRANDS INC CL A CL A		95,082.68			76,210.29
CONSTELLATION BRANDS INC CL A CL A		545,188.34			655,239.00
CONSTELLATION BRANDS INC CL A CL A		498,340.23			593,229.00
CONSTELLATION ENERGY GROUP INC MARYLAND COM		29,763.56			39,862.90
CONSTELLATION ENERGY GROUP INC MARYLAND COM		141,555.15			171,652.09
CONTANGO OIL & GAS CO COM NEW		25,729.34			25,948.28
CONTANGO OIL & GAS CO COM NEW		409,264.77			410,169.00
CONTANGO ORE INC COM		168.81			135.00
CONTINENTAL AG ORD NPV		122,463.26			93,621.52
CONTINENTAL NICKEL LTD COM		3,745.23			2,239.20
CONTINENTAL PRECIOUS MINERALS INC COM		27,304.61			5,850.21
CONTINENTAL RES INC COM		95,378.90			112,739.90
CONTRA MEDTINO INC COM		0.00			—
CONVERGYS CORP DE COM		113,695.98			153,240.00
CONVERSION SOLUTIONS HLDGS CORP COM STK		880.30			—
CONVERTED ORGANICS INC COM NEW COM NEW		15,835.66			319.20
CON-WAY INC COM STK		293,871.35			317,844.00
CON-WAY INC COM STK		407,930.11			446,148.00
COO US 02/18/12 C75		(112.30	)		(150.00	)
COOL US 06/16/12 C5		(149.78	)		(45.00	)
COOPER COS INC COM NEW		7,777.95			7,052.00
COOPER COS INC COM NEW		163,193.55			176,300.00
COOPER COS INC COM NEW		336,026.85			327,918.00
COOPER INDUSTRIES PLC NEW IRELAND COM STK		190,631.86			194,940.00
COOPER INDUSTRIES PLC NEW IRELAND COM STK		706,225.85			693,390.75
COOPER TIRE & RUBBER CO COM, NO PAR		50,271.25			41,731.82
COP US 01/21/12 C70		0.00			(696.00	)
COP US 01/21/12 C75		(921.51	)		(208.00	)
COP US 01/21/12 C77.5		(119.66	)		(24.00	)
COPA HOLDINGS SA COM STK		10,511.12			8,800.50
COPA HOLDINGS SA COM STK		302,026.19			313,297.80
COPANO ENERGY L L C COM UNITS		290,571.93			536,748.41
COPART INC COM		25,110.35			29,452.35
COPPER KING MNG CORP COM STK		14,112.60			130.00
COPPER NORTH MNG CORP		0.00			12.28
CORAL GOLD RES LTD COM NEW COM NEW		990.95			673.60
CORE LABORATORIES NV NLG0.03		306,435.69			445,544.50
CORE LABORATORIES NV NLG0.03		414,365.04			489,985.00
CORE LABORATORIES NV NLG0.03		37,403.46			45,010.25
CORE LABORATORIES NV NLG0.03		797,019.72			1,583,905.00
CORELOGIC INC-W/I COM STK		7,410.22			2,942.21
CORE-MARK HLDG CO INC COM		70,329.43			83,160.00
CORINTHIAN COLLEGES INC COM STK		4,910.70			2,170.00
CORINTHIAN COLLEGES INC COM STK		88,710.80			75,082.00
CORN PRODS INTL INC COM		46,100.47			54,043.83
CORN PRODS INTL INC COM		452,767.09			720,483.00
CORNERSTONE TOTAL RETURN FD INC COM NEW COM NEW		19,395.69			26,405.31


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CORNING INC COM		687,105.72			583,786.29
CORNING INC COM		606,361.97			445,408.70
CORP BACKED CALL TR CTFS J C PENNEY JC PENNEY DEB BKD 2006-1 CTF A-1		3,149.95			2,987.50
CORPORATE EXECUTIVE BRD CO COMMON STOCK		2,645.55			1,752.60
CORPORATE EXECUTIVE BRD CO COMMON STOCK		195,760.88			209,550.00
CORRECTIONS CORP AMER		1,514.73			1,425.90
CORRECTIONS CORP AMER		132,849.58			118,146.00
CORVUS GOLD INC COM STK		1,944.98			1,605.00
COSAN LTD COM STK		12,506.95			10,960.00
COST RECOVERY FEE 6-066260		0.00			—
COST US 01/21/12 C90		(337.29	)		(4.00	)
COSTAR GROUP INC COM		2,169.43			2,001.90
COSTCO WHOLESALE CORP NEW COM		987,862.18			1,155,193.80
COSTCO WHOLESALE CORP NEW COM		307,705.13			797,955.64
COTT CORP QUE COM STK		4,136.45			3,130.00
COTTON & WESTN MNG INC COM PAR $.001 STOCK		56,955.34			14,820.94
COUGAR OIL & GAS CDA INC COM STOCK		56,778.03			5,335.20
COUNTRYWIDE FINL CORP MEDIUM TERM NTS BOTRANCHE # TR 00159 5.8 DUE 06-07-2012		25,150.00			25,051.98
COUSINS PPTYS INC COM		15.97			9.01
COVANCE INC COM		2,162.63			1,463.04
COVANTA HLDG CORP COM		333,967.39			242,997.50
COVANTA HLDG CORP COM		11,961.78			9,978.90
COVENTRY HEALTH CARE INC COM		37,117.87			37,506.95
COVENTRY HEALTH CARE INC COM		146,204.82			95,088.47
COVENTRY HEALTH CARE INC COM		542,252.04			476,809.00
COVIDIEN PLC USD0.20(POST CONSLDTN)		69,635.94			65,804.62
COVIDIEN PLC USD0.20(POST CONSLDTN)		539,587.21			472,605.00
COX COMMUNICATIONS 5.45% DUE 12-15-2014		64,834.20			66,601.62
COYOTE RES INC COM STK		2,052.41			63.13
CP ALL PCL THB1(ALIEN MKT)		86,019.56			291,362.24
CR SUISSE AG 5.4% DUE 01-14-2020		103,113.00			94,316.50
CR SUISSE NASSAU ETN LKD TO CUSING 30 MLP INDEX		4,312.28			5,014.00
CRA INTL INC COM		28,168.80			23,808.00
CRACKER BARREL OLD CTRY STORE INC COM		7,006.87			9,113.93
CRACKER BARREL OLD CTRY STORE INC COM		106,118.25			105,861.00
CRANE CO COM		267,450.15			340,983.00
CRAWFORD & CO CL B CL B		3,510.72			2,464.00
CRAY INC COM NEW STK		35,925.70			38,658.25
CRAY INC COM NEW STK		34,655.93			38,173.00
CREAM MINERALS LTD COM NEW		91,896.78			65,211.39
CREATIVE TECHNOLOGY INC COM STK		2,772.38			504.39
CREDIT AGRICOLE S A UNDATED DEEPLY FIXEDTO 144A FLTG RATE NT 8.375 15 AUG 39		323,650.00			232,500.00
CREDIT AGRICOLE SA EUR3		329,247.58			123,210.50
CREDIT SUISSE GUERNSEY BRH CAP NT TIER 1PFD STK		19,461.48			20,440.00
CREDO PETE CORP COM PAR $0.10 COM PAR $0.10		2,442.95			2,407.20
CREE INC COM		352,099.78			205,038.12
CREE INC COM		504,527.44			361,103.36
CRESCENT POINT ENERGY CORP COM		78,146.80			88,240.00
CRESUD SPONS ADR EACH CNV INTO 1 ORD ARS1’B’		29,717.56			21,697.95
CREXUS INVT CORP COM		30,191.73			29,758.52
CRH AMER INC 8.125% DUE 07-15-2018		6,067.90			5,718.09
CRIMSON EXPL INC COM NEW STK		16,006.95			18,304.00
CRITICAL SOLUTIONS INC COM STK		106.95			20.00
CROCS INC COM		83,904.31			64,544.90


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CROCS INC COM		313,554.81			282,697.80
CROSS TIMBERS RTY TR TR UNIT		33,341.19			41,402.35
CROSSHAIR ENERGY CORP COM		0.00			329.70
CROSSROADS SYS INC COM		8,684.35			8,025.00
CROSSTEX ENERGY INC COM		5,258.60			4,424.00
CROSSTEX ENERGY INC COM		177,612.00			158,000.00
CROWDGATHER INC COM STK		92,681.42			6,888.66
CROWN CORK & SEAL 7.375% DUE 12-15-2026		4,938.00			5,137.50
CROWN HLDGS INC COM		3,045.40			3,962.44
CROWN HLDGS INC COM		337,098.02			420,085.80
CROWNE VENTURES INC COM NEW		1,196.99			60.50
CROX US 01/21/12 C16		(211.53	)		(60.00	)
CRUS US 01/21/12 C16		(735.45	)		(750.00	)
CRYO-CELL INTL INC COM		175,670.00			134,714.00
CRYOLIFE INC COM		987.86			720.00
CRYPTOLOGIC LTD COM STK		2,316.95			2,370.00
CRYSTALLEX INTL CORP COM STK		6,489.08			790.89
CSC HLDGS INC 7.625% DUE 07-15-2018		5,474.50			5,500.00
CSC HLDGS LLC 8.625 DUE 02-15-2019		19,039.20			23,050.00
CSCO US 02/18/12 C17		(1,240.73	)		(1,085.00	)
CSCO US 03/17/12 C20		(75.53	)		(70.00	)
CSG SYS INTL INC COM		155,983.17			92,673.00
CSMG TECHNOLOGIES INC COM STK		6,262.75			9.10
CSS INDS INC COM		3,943.95			4,250.95
CSX CORP COM		402,166.04			368,352.94
CSX CORP COM		197,007.82			481,052.52
CSX CORP COM		637,272.48			662,210.64
CTF DEP DTD 01-08-2010 3.45 01-09-2017		10,000.00			10,537.10
CTF DEP DTD 08-19-2009 3.15 08-19-2014		52,000.00			54,364.96
CTF DEP DTD 10-21-2009 3.25 10-21-2014		100,000.00			104,615.00
CUBESMART COM		568.50			585.20
CUBESMART COM		196,671.81			207,692.80
CUBIC CORP COM		28,362.84			30,301.88
CUBIC CORP COM		359,954.75			340,002.00
CUBIST PHARMACEUTICALS INC COM		85,376.44			108,955.00
CUBIST PHARMACEUTICALS INC COM		296,620.90			319,337.20
CUE RES LTD COM STK		1,614.83			22.14
CULLEN / FROST BANKERS INC COM		5,078.35			5,337.67
CULLEN / FROST BANKERS INC COM		318,497.07			333,333.00
CUMMINS INC		889,530.62			841,233.26
CUMMINS INC		100,753.12			376,373.52
CURATECH INDS INC COM		291,615.04			—
CURIS INC COM		9,447.25			14,040.00
CURLEW LAKE RES INC COM		680.45			142.50
CURRENCYSHARES EURO TR EURO SHS EURO SHS		97,034.12			92,177.80
CURRENCYSHARES RUSSIAN RUBLE TR SHS SHS		2,668.95			2,499.20
CURRENCYSHARES SWEDISH KRONA TR SWEDISH KRONA SHS SWEDISH KRONA SHS		15,570.34			14,457.00
CURRENCYSHARES SWISS FRANC TR SWISS FRANC SHS SWISS FRANC SHS		106,540.16			94,695.10
CURTISS WRIGHT CORP COM		3,524.68			3,893.83
CURTISS WRIGHT CORP COM		542,942.15			635,940.00
CVD EQUIP CORP COM STK		3,729.40			3,007.50
CVI US 01/21/12 C20		(414.25	)		(200.00	)
CVR ENERGY INC COM STK		40,464.68			33,526.70
CVR ENERGY INC COM STK		243,624.04			181,493.70


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
CVR ENERGY INC COM STK		356,937.14			250,982.00
CVR PARTNERS LP COM		50,816.10			53,217.51
CVS CAREMARK CORP 6.036 DUE 12-10-2028		9,416.96			9,074.16
CVS CAREMARK CORP 6.6% DUE 03-15-2019		90,394.68			109,701.72
CVS CAREMARK CORP 6.94299983978% DUE 01-10-2030		118,745.89			131,615.57
CVS CAREMARK CORP COM STK		144,019.82			166,768.74
CVS CAREMARK CORP COM STK		187,630.38			230,977.92
CVS CAREMARK CORP COM STK		644,035.83			1,161,740.64
CVS US 02/18/12 C42		(188.78	)		(267.00	)
CVX US 01/21/12 C100		(991.51	)		(1,430.00	)
CVX US 01/21/12 C97.5		(499.24	)		(940.00	)
CVX US 03/17/12 C115		(144.30	)		(134.00	)
CVX US 03/17/12 C125		(20.30	)		(14.00	)
CWABS INC SERIES 2002-1 CLASS-A FLTG RATE ASSET BACKED CTF 08-25-2032 BEO		27,647.81			16,826.60
CX US 01/21/12 C5		(485.45	)		(560.00	)
CX US 01/21/12 C6		(235.46	)		(150.00	)
CYANOTECH CORP COM PAR $0.02 STK		11,394.95			34,750.00
CYBERDEFENDER CORP COM STK		28,360.32			20,291.11
CYBERKEY SOLUTIONS INC COM		94.95			0.25
CYBERLUX CORP COM NEW COM NEW		206.95			1.00
CYBERONICS INC COM		78,426.23			123,950.00
CYBEX INTL INC COM		1,418.95			420.00
CYCLACEL PHARMACEUTICALS INC COM STK		31,385.18			14,750.00
CYH US 01/21/12 C22		(57.30	)		(3.00	)
CYMER INC COM		5,084.87			5,971.20
CYNOSURE INC CL A		340,857.84			350,165.76
CYPRESS SEMICONDUCTOR CORP COM		52,760.19			48,353.60
CYPRESS SEMICONDUCTOR CORP COM		431,543.69			365,837.40
CYS INVTS INC COM		104,288.31			107,410.28
CYTEC IND COM		477,175.31			591,835.75
CYTOCORE INC COM NEW STK		5,272.13			34.00
CYTOKINETICS INC COM		5,246.21			3,648.00
CYTOMEDIX INC COM NEW STK		19,568.58			32,205.00
CYTORI THERAPEUTICS INC COM STK		53,880.91			24,530.00
CYTRX CORP COM NEW COM NEW		9,149.16			4,760.00
Czech koruna		911.13			911.13
Czech koruna		41.90			41.90
D R HORTON INC COM		8,549.81			9,864.57
D R HORTON INC COM		183,491.28			76,277.89
DAC TECHNOLOGIES GROUP INTL INC COM		2,162.95			225.00
DACHA STRATEGIC METALS INC COMSTK		6,834.10			4,154.40
DAIHATSU MOTOR CO NPV		113,796.97			160,662.61
DAIICHI SANKYO COM NPV		97,228.47			101,113.76
DAIMLERCHRYSLER ORD NPV(REGD)		359.21			70,583.14
DAINIPPON SUMITOMO NPV		69,317.18			79,759.64
DAIRY CREST GROUP ORD GBP0.25		551,805.72			456,568.60
DAKTRONICS INC COM		8,714.65			9,091.50
DAKTRONICS INC COM		22,299.02			19,140.00
DAL US 01/21/12 C5		(8,849.51	)		(12,600.00	)
DAL US 01/21/12 C9		(1,260.28	)		(330.00	)
DAL US 03/17/12 C9		(334.25	)		(195.00	)
DANA HLDG CORP COM		87,676.82			100,249.65
DANAHER CORP COM		27,280.31			27,097.73
DANAHER CORP COM		287,056.26			356,563.20


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
DANAHER CORP COM		291,805.26			583,013.76
DANAHER CORP COM		1,168,501.71			1,020,768.00
DANAHER CORP COM		803,236.73			1,241,856.00
DANAOS CORPORATION		507.69			335.00
Danish krone		46.10			46.10
Danish krone		148.55			148.55
Danish krone		192.57			192.57
Danish krone		50,646.32			50,646.32
Danish krone		1,392.46			1,392.46
Danish krone		10,621.11			10,621.11
Danish krone		148.20			148.20
Danish krone		9,257.08			9,257.08
Danish krone		167.96			167.96
Danish krone		(48,353.22	)		(48,349.62	)
DANONE EUR0.25		643,095.82			735,184.36
DANSKE BANK A/S DKK10		953,785.79			570,310.97
DAR US 04/21/12 C17.5		(101.53	)		(40.00	)
DARDEN RESTAURANTS INC COM		96,313.15			98,094.73
DARDEN RESTAURANTS INC COM		53,375.16			126,940.30
DARLING INTL INC COM		26,742.74			24,254.25
DARLING INTL INC COM		572,569.65			554,193.00
DASSAULT SYSTEMES EUR1		206,473.63			201,989.85
DATARAM CORP COM PAR $1 COM PAR $1		15,416.22			2,587.20
DAVID LOREN CORP COM NEW STK		1,408.95			44.00
DAVITA INC COM		113,653.16			154,955.64
DAWSON GEOPHYSICAL CO COM		22,827.01			32,414.60
DC BRANDS INTL INC COM		681.95			69.64
DCP MIDSTREAM PARTNERS LP		15,530.96			18,164.28
DDR CORP COM		21,119.15			29,477.44
DE US 03/17/12 C85		(102.30	)		(145.00	)
DEAL A DAY GROUP CORP COM		0.00			540.00
DEAN FOODS CO 6.9% DUE 10-15-2017		9,164.00			9,725.00
DEAN FOODS CO NEW 7% DUE 06-01-2016		9,835.00			9,900.00
DEAN FOODS CO NEW COM		44,617.19			52,886.40
DEAN FOODS CO NEW COM		311,506.06			339,360.00
DEAN FOODS CO NEW COM		482,372.32			500,640.00
DEAN FOODS CO NEW COM		119,134.51			43,444.80
DECISIONPOINT SYS INC NEW COM		10,480.10			224.25
DECKERS OUTDOOR CORP COM		139,815.82			109,652.07
DEEP BLUE INC COM STK		1,162.95			—
DEEP BLUE MARINE INC COM NEW STOCK		19.60			1.40
DEEP DOWN INC COM STK		6,385.65			521.70
DEEP ROCK OIL & GAS INC COM		2,739.95			2.70
DEERE & CO COM		1,555,187.96			1,542,273.85
DEERE & CO COM		248,763.63			701,255.10
DEFAULT GEN MARITIME CORP 12 DUE 11-15-2017		23,383.64			450.00
DEFAULT ISSUER SILICOM LTD COM STK ISIN#IL0008986668		8,081.78			10,524.00
DEFI GLOBAL INC COM STOCK		843.90			22.50
DEGAMA SOFTWARE SOLUTIONS INC COM STK		156.95			50.00
DEJOUR ENERGY INC COM		27,290.46			9,493.64
DELAWARE INVTS DIVID & INCOME FD INC COM		604.47			707.30
DELCATH SYS INC COM STOCK		28,249.68			9,150.00
DELEK US HLDGS INC COM STK		148,219.96			133,497.00
DELIA*S INC NEW COM		35,436.32			16,932.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
DELIVERY TECHNOLOGY SOLUTIONS INC COM STK		0.00			—
DELL INC 5.875% DUE 06-15-2019		51,605.69			52,760.93
DELL INC COM STK		129,772.36			132,240.57
DELL INC COM STK		145,475.10			143,374.00
DELL INC COM STK		475,410.02			487,983.65
DELL INC COM STK		1,052,457.25			978,381.25
DELPHI FINL GROUP INC CL A		338,512.76			438,570.00
DELTA AIR LINES INC COM STK CALL OPT EXP 1/22/11 PR $10 PER SH		(8,582.58	)		(200.00	)
DELTA AIR LINES INC DEL COM NEW COM NEW		3,089,579.96			2,938,506.43
DELTA AIRLINES COMSTK CALL OPT EXP 01/21/2012 PR $75 PER SH		(11,504.65	)		(1,520.00	)
DELTA OIL & GAS INC COM PAR $.001 COM PAR $.001		2,983.91			77.00
DELTA PETE CORP COM PAR $0.01		119,841.22			814.44
DELTATHREE INC		1,951.85			20.70
DELTIC TIMBER CORP COM		5,830.04			6,039.00
DELUXE CORP COM		4,383.46			4,870.64
DENBURY RES INC 8.25% DUE 02-15-2020		5,487.50			5,587.50
DENBURY RES INC HLDG CO COM NEW		84,376.45			78,127.40
DENBURY RES INC HLDG CO COM NEW		142,402.89			130,675.40
DENDREON CORP COM STK ISIN US24823Q1076		299,933.75			168,332.40
DENISON MINES CORP COM STK		508,128.28			317,947.50
DENNYS CORP COM		4,228.96			4,888.00
DENNYS CORP COM		23,462.25			25,944.00
DENSO CORP NPV		186,045.29			157,443.12
DENSO CORP NPV		513,527.22			461,280.71
DENTSPLY INTL INC NEW COM		5,083.98			4,828.62
DENTSPLY INTL INC NEW COM		93,971.22			107,699.22
DENTSPLY INTL INC NEW COM		905,918.49			838,710.30
DEO US 04/21/12 C90		(177.30	)		(230.00	)
DEPOMED INC COM		24,070.91			26,418.00
DERYCZ SCIENTIFIC INC COM		12,913.90			5,500.00
DESIGN MARKETING CONCEPTS INC COM STK		1,374.85			—
DEUTSCHE BK AG 3.875% DUE 08-18-2014		2,019.28			2,053.55
DEUTSCHE BK AG COM STK ISIN DE0005140008 SDL 505964X		5,947.99			5,679.00
DEUTSCHE BK AG GLOBAL ZCPN 0 DUE 08-14-2014		45,000.00			51,936.75
DEUTSCHE BK AG LONDON BRH POWERSHARES DBBASE METALS DOUBLE		2,467.55			2,691.00
DEUTSCHE BK CAP FDG TR X NONCUMULATIVE TR PFD SECS PFD STK		10,006.95			8,084.00
DEUTSCHE BK CONTINGENT CAP TR III TR PFDSECS PFD STK		20,094.40			17,412.15
DEUTSCHE BK CONTINGENT CAP TR V TR PFD SECS		5,446.95			4,562.00
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)		142,728.35			82,609.39
DEUTSCHE MANDATORY EXCHANGE DEUTSCHE BOERSE 700150U 8/2/2012		538,019.94			267,818.80
DEUTSCHE TELEKOM 5.75% DUE 03-23-2016		74,516.25			83,465.78
DEVON ENERGY CORP 7.95% DUE 04-15-2032		179,891.10			200,367.16
DEVON ENERGY CORP NEW COM		301,409.71			260,173.75
DEVON ENERGY CORP NEW COM		542,466.46			421,600.00
DEVON ENERGY CORP NEW COM		360,497.76			543,616.00
DEVON ENERGY CORP NEW COM		627,587.31			508,400.00
DEVRY INC DEL COM		20,263.13			17,037.78
DEVRY INC DEL COM		60,701.96			48,921.12
DEX ONE CORP COM		5,002.95			6,382.70
DFC GLOBAL CORP COM		151,903.18			134,854.02
DHT HOLDINGS INC		51,414.02			9,327.35
DIADEXUS INC NEW COM		3,348.20			109.38
DIAGEO CAP PLC GTD NT 4.828 DUE 07-15-2020		229,121.40			260,086.07
DIAGEO ORD PLC		781,256.65			896,255.27


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
DIAGEO PLC SPONSORED ADR NEW		78,371.00			92,577.78
DIAGEO PLC SPONSORED ADR NEW		130,929.96			153,195.45
DIAGEO PLC SPONSORED ADR NEW		420,784.42			539,381.40
DIAGEO PLC SPONSORED ADR NEW		1,208,937.60			1,373,805.30
DIAMANT ART CORP COM		9,155.60			80.00
DIAMOND FOODS INC COM		38,018.94			39,208.05
DIAMOND OFFSHORE DRILLING INC COM		51,773.91			42,795.16
DIAMOND OFFSHORE DRILLING INC COM		96,753.35			79,961.22
DIAMONDROCK HOSPITALITY CO COM STK		488,102.22			634,880.76
DIANA CONTAINERSHIPS INC COM STK		2,468.10			1,031.70
DIANA SHIPPING INC COM STK		63,159.14			37,049.99
DIANA SHIPPING INC COM STK		725,098.03			438,567.36
DICE HLDGS INC COM STK		2,791.95			1,658.00
DICKS SPORTING GOODS INC OC-COM		286,182.52			280,288.00
DICKS SPORTING GOODS INC OC-COM		4,058.55			3,688.00
DICKS SPORTING GOODS INC OC-COM		511,260.64			602,729.84
DIEBOLD INC COM		6,054.64			5,051.76
DIEBOLD INC COM		259,164.53			240,560.00
DIG US 01/21/12 C45		(514.25	)		(725.00	)
DIGERATI TECHNOLOGIES INC COM		11.55			5.86
DIGI INTL INC COM		10,314.73			7,923.60
DIGI INTL INC COM		15,588.90			16,740.00
DIGITAL GENERATION INC COM		14,083.84			5,483.20
DIGITAL GENERATION INC COM		864,550.89			507,792.00
DIGITAL RIV INC COM		8,074.40			7,960.60
DIGITAL RLTY TR INC COM		5,964.70			6,667.00
DILLARDS INC CL A COM		14,555.35			12,535.97
DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP		3,135.93			15,976.00
DINEEQUITY INC COM STK		3,939.99			4,221.00
DINEEQUITY INC COM STK		1,043,033.73			1,042,587.00
DIRECTV COM CL A COM CL A		145,845.79			143,246.00
DIRECTV COM CL A COM CL A		432,239.86			657,520.52
DISCOVER BANK DTD 11-18-2009 2.3 DUE 05-18-2012		15,000.00			15,099.45
DISCOVER BK GREENWOOD DEL ACT/365 SEMI ANNU DTD 04-16-2008 4.1 10-16-2012		4,165.43			4,109.36
DISCOVER BK GREENWOOD DEL CTF DEP DTD 03-21-2007 5.1 03-21-2012		19,000.00			19,182.78
DISCOVER BK GREENWOOD DEL CTF DEP DTD 05-28-2008 4.85 05-28-2015		10,000.00			10,966.80
DISCOVER BK GREENWOOD DEL CTF DEP DTD 07-05-2007 5.45 07-05-2013		10,000.00			10,675.80
DISCOVER BK GREENWOOD DEL CTF DEP DTD 08-06-2008 4.75 08-06-2012		40,000.00			40,998.40
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09/17/2008 ACT/365 9-17-08 5 09-17-2013		69,000.00			73,558.14
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09/24/2008 ACT/365 5.15 09-24-2015		10,000.00			11,123.70
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.15 09-17-2015		95,000.00			105,636.20
DISCOVER BK GREENWOOD DEL CTF DEP DTD 09-17-2008 5.2 09-17-2018		20,000.00			23,034.00
DISCOVER BK GREENWOOD DEL CTF DEP DTD 7/16/08 ACT/365 SEMI ANNU 5 7-16-13		50,000.00			53,091.50
DISCOVER BK GREENWOOD DEL CTF DEP DTD 9/24/08 ACT/365 SEMI-ANNU 5.2 24 SEP 18		10,000.00			10,946.30
DISCOVER BK GREENWOOD DEL DTD 05-21-20084.75 05-21-2015		25,000.00			27,332.25
DISCOVER BK GREENWOOD DEL DTD 07-23-20084.75 07-23-2012		20,831.37			20,466.80
DISCOVER BK GREENWOOD DEL DTD 12-03-20084.85 12-03-2013		13,020.00			12,825.12
DISCOVER BK GREENWOOD DEL DTD 12-03-20085 12-03-2015		2,000.00			2,202.00
DISCOVER BK GREENWOOD DEL DTD 12-23-20092.85 12-23-2014		12,282.75			12,453.72
DISCOVER BK GREENWOOD DEL DTD 06-25-20085 06-25-2013		10,000.00			10,588.10
DISCOVER FINL SVCS COM STK		51,793.94			60,825.71
DISCOVER FINL SVCS COM STK		364,426.46			379,200.00
DISCOVER FINL SVCS COM STK		132,933.81			288,192.00
DISCOVERY COMMUNICATIONS INC NEW COM SERA STK		181,730.93			235,741.38


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
DISCOVERY COMMUNICATIONS INC NEW COM SERA STK		6,283.46			6,268.41
DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C		15,350.90			15,871.70
DISCOVERY LABORATORIES INC NEW COM		933.33			278.88
DISH DBS CORP 6.75% DUE 06-01-2021		38,500.00			43,100.00
DISH DBS CORP SR NT 7.875 DUE 09-01-2019		5,510.50			5,675.00
DISH DBS CORP SR NT 7.875 DUE 09-01-2019		29,240.10			33,900.00
DISH NETWORK CORP CL A COM STK		30,944.70			32,381.76
DISH NETWORK CORP CL A COM STK		305,384.60			356,000.00
DISTRIBUIDORA INTL DE ALIMENTACION EUR0.01		77,645.34			86,959.87
DISTRIBUTED ENERGY SYS CORP COM STK		1,313.23			—
DITECH NETWORKS COM STK		2,269.82			285.00
DITEM EXPL INC COM		124,402.36			4,947.48
DIVINE INC CL A NEW COM STK		10,832.85			—
DNB ASA NOK10		1,101,457.03			843,973.84
DNB BOLIGKREDITT A 03/29/2011 2.9 29 MAR2016		229,724.00			233,817.08
DOGAN HOLDINGS TRY1		0.66			0.18
DOLAN CO COM STK		21,263.90			13,632.00
DOLBY LABORATORIES INC CL A COM STK		96,946.14			65,230.38
DOLE FOOD CO INC NEW COM STK		104,789.15			99,475.00
DOLLAR GEN CORP NEW COM		40,381.58			41,140.00
DOLLAR GEN CORP NEW COM		498,086.34			493,186.32
DOLLAR TREE INC COM STK		90,078.26			94,246.74
DOLLAR TREE INC COM STK		213,406.70			216,086.00
DOLLAR TREE INC COM STK		380,431.22			968,231.50
DOMINION RES INC 5.2% DUE 08-15-2019		125,870.40			138,527.16
DOMINION RES INC SR NT 2011 SER C 4.9 DUE 08-01-2041		118,592.10			118,778.11
DOMINION RES INC V 8.875% DUE 01-15-2019		19,994.40			26,540.84
DOMINION RES INC VA NEW COM		154,196.13			180,655.13
DOMINION RES INC VA NEW COM		358,726.65			658,404.32
DOMINOS PIZZA INC COM		20,490.78			22,033.55
DOMTAR CORP 10.75% DUE 06-01-2017		6,413.00			6,325.00
DOMTAR CORP COM NEW COM NEW		57,207.13			59,970.00
DOMTAR CORP COM NEW COM NEW		806,080.48			759,620.00
DONNELLEY R R & SONS CO COM		9,594.51			8,329.95
DONNELLEY R R & SONS CO COM		114,130.75			57,647.85
DONNELLEY R R & SONS CO COM		373,929.98			300,144.00
DOT HILL SYS CORP COM		14,768.51			11,039.00
DOUGLAS DYNAMICS INC COM		32,300.00			29,240.00
DOVER CORP COM		87,243.13			103,359.58
DOVER CORP COM		104,155.61			232,083.90
DOVER DOWNS GAMING & ENTMT INC COM		9,755.21			6,420.00
DOVER SADDLERY INC COM		1,707.95			4,000.00
DOW CHEM CO 6% DUE 10-01-2012		8,700.00			10,353.42
DOW CHEM CO/ 5.9 DUE 02-15-2015		26,759.75			27,752.88
DOW CHEMICAL CO COM		530,912.66			582,427.35
DOW CHEMICAL CO COM		669,965.68			739,333.32
DOW CHEMICAL CO COM		627,692.99			687,364.00
DOW US 01/19/13 C30		(342.29	)		(376.00	)
DOWNEY FINL CORP COM		25,637.93			—
DR PEPPER SNAPPLE GROUP INC COM STK		19,645.90			21,345.99
DR PEPPER SNAPPLE GROUP INC COM STK		118,427.52			186,187.68
DR REDDYS LABS LTD ADR REPSTG 1/2 SH		29,198.97			25,162.65
DRAGONWAVE INC COM		39,846.08			27,738.00
DREAM MARKETING INC (RSTD)		0.00			—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
DREAMWORKS ANIMATION INC CL A COM STK		45,692.09			34,550.79
DRESSER-RAND GROUP INC COM		399,167.64			429,226.00
DRESSER-RAND GROUP INC COM		840,266.49			888,398.00
DRI US 01/21/12 C43		(846.19	)		(1,375.00	)
DRIL-QUIP INC COM		12,836.18			16,125.90
DRIL-QUIP INC COM		357,201.92			331,074.60
DRYS US 01/21/12 C3		(295.47	)		(20.00	)
DRYSHIPS INC COM USD0.01		501,561.45			336,942.93
DSP GROUP INC COM		6,062.20			5,210.00
DST SYS INC COM		10,142.55			9,104.00
DSW INC CL A CL A		139,319.70			132,630.00
DSW INC CL A CL A		261,732.74			247,576.00
DSW INC CLASS B		10,309.82			—
DTD 01-09-2009 4.5 01-09-2019		10,000.00			11,277.70
DTD 08-05-2011 .25 C/D 02-06-2012		200,000.00			199,972.00
DTD 09-30-2011 .6 01-30-2013		5,000.00			4,992.85
DTD 11-23-2011 2.1 11-23-2016		4,000.00			3,975.08
DTD 12-02-2011 .7 03-04-2013		26,000.00			25,978.68
DTE ENERGY CO COM		134,125.85			199,069.20
DTE ENERGY CO COM		113,581.59			147,965.33
DTS INC COM		4,670.35			5,448.00
DU PONT E I DE NEMOURS & CO COM STK		568,697.49			569,912.46
DU PONT E I DE NEMOURS & CO COM STK		759,029.94			923,291.04
DU PONT E I DE NEMOURS & CO COM STK		180,478.80			176,253.00
DUKE ENERGY 5.3% DUE 02-15-2040		137,490.60			158,017.34
DUKE ENERGY CORP NEW COM STK		597,636.17			716,210.80
DUKE ENERGY CORP NEW COM STK		396,572.96			640,728.00
DUKE RLTY CORP COM NEW REIT		292,788.72			310,890.00
DUKE RLTY CORP COM NEW REIT		18,878.45			17,489.75
DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER L PFD STK		5,296.45			5,136.60
DUKE RLTY CORP DEP SH REPSTG 1/10TH PFD SER M PFD STK		2,537.95			2,510.00
DULUTH METALS LTD COM STK		305,127.48			351,981.00
DUN & BRADSTREET CORP DEL NEW COM		173,297.14			175,102.20
DUN & BRADSTREET CORP DEL NEW COM		82,434.91			78,945.65
DUNKIN BRANDS GROUP INC COM		40,435.50			38,094.50
DURAN VENTURE INC		8,018.85			8,629.85
DVI INC IN DEFAULT 9.875 DUE 12-31-2040/02-01-2003 REG		18,733.76			3,250.00
DXP ENTERPRISES INC COM NEW STK		32,694.74			54,740.00
DYADIC INTL INC DEL COM		243,649.97			116,333.07
DYCOM INDS INC COM		14,988.30			16,736.00
DYNAMIC MATLS CORP COM		28,211.33			31,466.56
DYNASTY METALS & MNG INC COM		16,109.43			9,064.00
DYNEGY HLDGS INC SR NT 8.375 DUE 05-01-2016 DEFAULT		19,684.00			16,500.00
DYNEGY INC DEL COM		117.02			55.40
DYNEX CAP INC NEW REIT		5,574.74			5,021.50
E DIGITAL CORP COM		22,285.36			2,296.03
E MED FUTURE INC COM		728.93			10.12
E TRADE FINL CORP FORMERLY E TRADE GROU SR NT 7.875 DUE 12-01-2015 REG		4,996.00			5,037.50
E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW		205,778.68			118,818.92
E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW		167,079.71			42,195.96
E US 05/19/12 C45		(1,113.81	)		(450.00	)
E.ON AG COM STK		562,169.47			491,924.41
EAGLE BROADBAND INC COM NEW STK		613.78			—
EAGLE BULK SHIPPING INC EAGLE BULK SHIPPING COM		54,748.27			16,918.23


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
EAGLE PLAINS RES LTD COM NEW COM NEW		34,362.90			6,598.40
EAGLE ROCK ENERGY PARTNERS LP		1,152.95			1,165.00
EAGLEFORD ENERGY INC COM		2,876.95			480.00
EARTH SCIENCES INC COM		491.44			—
EARTHLINK INC COM STK		17,629.27			13,350.12
EARTHSHELL CORP COM NEW STK		26.15			—
EAST COAST DIVERSIFIED CORP COM NEW COM NEW		1,206.95			196.00
EAST WEST BANCORP INC COM		13,999.25			13,825.00
EAST WEST BANCORP INC COM		447,646.96			423,242.50
EAST WEST DISTRS INC COM STK		2,551.58			—
EAST WEST PETE CORP COM STK		10,051.83			8,455.00
EASTBRIDGE INVT GROUP CORP COM		24,162.75			10,000.00
EASTFIELD RES LTD COM		110.69			98.20
EASTGROUP PPTYS INC REIT		170,020.56			173,920.00
EASTGROUP PPTYS INC REIT		29,623.58			30,436.00
EASTMAN CHEM CO COM		46,187.13			39,060.00
EASTMAN CHEM CO COM		53,850.53			118,351.80
EASTMAN CHEM CO COM		606,115.74			476,532.00
EASTMAN KODAK CO COM		32,764.14			16,115.01
EASYLINK SOLUTIONS CORP COM		967.15			118.00
EATON CORP COM		170,309.75			175,749.17
EATON CORP COM		130,432.38			170,811.72
EATON CORP COM		174,377.78			316,550.16
EATON CORP COM		623,065.22			613,773.00
EATON VANCE TAX-MANAGED GLOBAL BUY-WRITEOPPORTUNITIES FD COM		5,274.65			4,488.38
EAUTOCLAIMS COM INC COM		524.95			0.45
EBAY INC COM USD0.001		116,990.64			121,592.97
EBAY INC COM USD0.001		545,830.80			757,370.43
EBAY INC COM USD0.001		1,315,163.67			1,461,602.70
EBAY INC COM USD0.001		360,288.27			319,860.18
EBAY INC COM USD0.001		540,830.12			529,258.50
EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW		73,017.16			76,472.88
EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW		553,306.91			646,425.00
EC DEV INC COM STK		306.54			0.25
ECHELON CORP OC-COM STK		10,189.20			10,227.00
ECHELON CORP OC-COM STK		9,815.60			5,844.00
ECHO GLOBAL LOGISTICS INC COM		4,786.55			4,845.00
ECHO THERAPEUTICS INC COM STK		26,806.28			21,503.90
ECHOSTAR DBS CORP 7.75% DUE 05-31-2015		34,500.00			38,500.00
ECOLAB INC 4.35% DUE 12-08-2021		49,968.00			53,394.45
ECOLAB INC COM		223,372.23			378,077.40
ECOLAB INC COM		12,792.61			15,782.13
ECOLAB INC COM		1,312,885.77			1,656,834.60
ECOLOCAP SOLUTIONS INC COM STK		3,158.95			72.00
ECOSPHERE TECHNOLOGIES INC COM STK		137,044.52			45,320.00
ECRYPT TECHNOLOGIES INC COM		0.00			42.50
ED RLTY TR INC COM REIT		8,063.49			8,730.44
EDC US 01/21/12 C67		(682.29	)		(1,010.00	)
EDC US 02/18/12 C90		(492.29	)		(380.00	)
EDEN ENERGY CORP COM PAR $.001		2,710.52			3.96
EDISON INTL COM		77,647.05			94,182.33
EDISON INTL COM		389,271.24			463,680.00
EDISON INTL COM		178,587.50			293,733.00
EDISON MISSION ENERGY SR NT 7.75% DUE 06-15-2016/11-09-2006		21,275.00			20,440.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
EDOORWAYS INTL CORP COM NEW		0.00			0.09
EDP-ENERGIAS DE PORTUGAL S A		908.95			465.58
EDUCATION FDG CAP TR III LN BKD NT CL A-7 AUCTION RATE 12-15-2042 REG		93,500.00			88,580.15
EDUCATIONAL DEV CORP COM		1,468.24			1,285.55
EDWARDS LIFESCIENCES CORP COM		85,399.96			79,396.10
EDWARDS LIFESCIENCES CORP COM		217,895.37			176,750.00
EEM US 03/17/12 C40		(101.30	)		(131.00	)
EFOTOXPRESS INC COM		32,664.58			2.01
EGAIN COMMUNICATIONS CORP COM NEW STK		2,202.15			1,692.95
EL ALACRAN GOLD MINE CORP COM STK		559.96			—
EL CAPITAN PRECIOUS METALS INC COM STK		5,256.95			1,925.00
EL PASO CORP COM		56,048.72			101,730.05
EL PASO CORP COM		302,668.94			444,436.39
EL PASO ELEC CO COM NEW		47,455.49			70,768.68
EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31		80,550.71			100,267.50
EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO		273,646.62			329,175.00
EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO		5,887.50			5,800.00
EL PASO NAT GAS CO 8.375% DUE 06-15-2032		27,968.92			35,523.54
ELDORADO GOLD CORP		4,219.29			7,668.60
ELDORADO GOLD CORP NEW COM STK		283,116.24			227,915.04
ELECTR ARTS COM		55,873.49			54,013.20
ELECTR ARTS COM		239,758.32			149,514.80
ELECTR ARTS COM		880,671.02			906,400.00
ELECTRO RENT CORP COM		6,465.82			9,248.26
ELECTRO RENT CORP COM		112,935.08			181,429.85
ELECTRO SCIENTIFIC INDS INC COM		59,654.90			59,368.00
ELECTRO SCIENTIFIC INDS INC COM		665,395.73			747,139.04
ELECTRO SCIENTIFIC INDS INC COM		407,902.75			328,696.00
ELECTRONICS FOR IMAGING INC COM		96,741.64			91,869.75
ELEMENTOS LTD COM STK		5,509.71			1,664.29
ELI LILLY & CO COM		434,223.54			494,573.74
ELI LILLY & CO COM		502,205.67			619,244.00
ELI LILLY & CO COM		864,225.47			919,639.68
ELINE ENTERTAINMENT GROUP INC COMMON STOCK		456.95			30.00
ELITE PHARMACEUTICALS INC COM NEW COM		109,854.35			31,511.90
ELK MOUND WIS AREA SCH DIST TAXABLE PROMNTS-C-BUILD 3.7 04-01-2014 REG		25,222.75			26,505.50
ELLIS PERRY INTL INC COM		2,756.95			2,844.00
ELN US 01/21/12 C12.5		(439.25	)		(725.00	)
EMBARQ CORP 7.995% DUE 06-01-2036		5,486.95			5,232.18
EMC CORP COM		1,123,646.11			874,524.00
EMC CORP COM		585,081.18			959,413.14
EMC CORP COM		557,230.65			532,727.28
EMCOR GROUP INC COM		2,482.53			2,681.00
EMCOR GROUP INC COM		298,903.39			286,867.00
EMCOR GROUP INC COM		539,947.47			544,243.00
EMCORE CORP COM		518.93			172.46
EMERGENT BIOSOLUTIONS INC COM		4,972.81			4,631.00
EMERGING HEALTHCARE SOLUTIONS INC COM STOCK		18,268.07			28.00
EMERGING HLDGS INC COM		2,534.94			—
EMERGING WORLD PHARMA INC COM STK		8.38			0.02
EMERSON ELECTRIC CO COM		301,183.91			269,229.80
EMERSON ELECTRIC CO COM		409,387.99			747,070.65
EMERSON ELECTRIC CO COM		689,388.21			694,191.00
EMP SOLUTIONS INC		0.00			1.76


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
EMPIRE RES INC DEL COM		34,640.92			14,504.00
EMULEX CORP COM NEW		1,561.40			1,372.00
EMULEX CORP COM NEW		310,918.74			191,394.00
ENBRIDGE INC COM		51,990.08			60,043.05
ENCANA CORP COM NPV		48,414.92			26,757.32
ENCANA CORP COM NPV		409,857.62			277,950.00
ENCOMPASS HLDGS INC COM NEW STK		6,718.99			0.13
ENCORE CAP GROUP INC COM		300,190.77			289,136.00
ENCORE WIRE CORP COM		2,357.34			2,590.00
ENDEAVOR PWR CORP COM NEW COM NEW		900.95			300.00
ENDEAVOUR INTL CORP COM NEW		10,318.06			9,194.02
ENDEAVOUR SILVER CORP COMMON STK		405,460.62			422,870.50
ENDEVCO INC TX COM NEW STK		4,052.90			42.50
ENDO PHARMACEUTICALS HLDGS INC COM		41,007.24			37,983.00
ENDO PHARMACEUTICALS HLDGS INC COM		321,568.21			376,377.00
ENDO PHARMACEUTICALS HLDGS INC COM		599,109.05			902,959.50
ENDOCYTE INC COM		3,370.84			2,932.80
ENDOLOGIX INC COM		168.86			459.20
ENDURANCE SPECIALTY HOLDINGS LTD COM USD1		241,685.25			275,400.00
ENDURANCE SPECIALTY HOLDINGS LTD COM USD1		923,147.33			843,412.50
ENDURANCE SPECIALTY INS LTD INS LTD		0.00			—
ENER1 INC COM NEW STK		15,836.35			1,265.58
ENERBANK USA SALT LAKE CITY UTAH CTF DEPDTD 12-18-2009 3 12-18-2015		6,000.00			6,276.00
ENERCARE INC COM		11,592.98			20,342.83
ENERGEN CORP COM		299,934.07			293,500.00
ENERGIZER RES INC COM		4,313.90			1,700.00
ENERGY 1 CORP COM		2,363.90			1,100.00
ENERGY CONVERSION DEVICES INC COM		7,307.44			409.05
ENERGY FINDERS INC COM STK		12,058.35			82.00
ENERGY FUELS INC COM		26,516.20			14,428.88
ENERGY FUTURE/EFIH 10 DUE 12-01-2020		433,260.44			324,940.00
ENERGY INCOME & GROWTH FD COM		4,597.09			5,650.00
ENERGY PARTNERS LTD COM STK		339,009.30			328,500.00
ENERGY RECOVERY INC COM		2,972.14			1,362.24
ENERGY SOLUTIONS INC COMMON		8,100.62			6,303.60
ENERGY TRANSFER 7.5% DUE 10-15-2020		5,435.50			5,412.50
ENERGY TRANSFER PARTNERS L P UNIT LTD PARTNERSHIP INT		430,117.52			433,191.74
ENERGY TRANSFER SR NT 9 DUE 04-15-2019		120,484.00			118,946.80
ENERGY XXI (BERMUDA) COM STK USD $0.005		350,684.10			452,696.00
ENERGYTEC INC FORMERLY ENERGYTEC COM IN COM		39,207.53			—
ENERLUME ENERGY MGMT CORP COM STK		285.40			0.12
ENERNOC INC COM		77,573.01			40,219.00
ENERNOC INC COM		70,357.20			65,220.00
ENERPLUS CORP COM		147,161.24			132,676.80
ENERSYS COM		4,702.82			5,194.00
ENERSYS COM		108,914.70			111,671.00
ENERSYS COM		355,420.42			451,878.00
ENGLOBAL CORP COM		2,036.69			633.00
ENI SPA EUR1		203,550.25			195,340.71
ENI SPA EUR1		792,111.46			634,075.08
ENN ENERGY HOLDINGS LTD SHS		24,001.50			22,442.00
ENOC US 06/16/12 C15		(168.50	)		(240.00	)
ENRON CORP COM		9,279.58			—
ENSCO PLC SPON ADR		140,570.78			125,844.99


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ENSIGN GROUP INC COM STK		12,211.66			11,101.89
ENTECH SOLAR INC COM STK		33,005.54			1,249.60
ENTEGRIS INC COM		4,404.74			4,763.85
ENTERGY CORP NEW COM		28,895.58			30,803.80
ENTERGY CORP NEW COM		472,262.15			452,910.00
ENTERGY CORP NEW COM		183,123.60			281,388.60
ENTERPRISE INNS ORD GBP0.025		75,549.73			17,968.80
ENTERPRISE PRODS 4.05% DUE 02-15-2022		282,428.20			285,281.92
ENTERPRISE PRODS 5.25% DUE 01-31-2020		61,170.60			66,247.62
ENTERPRISE PRODS 5.7% DUE 02-15-2042		140,318.80			152,528.18
ENTERTAINMENT GAMES INC COM		3,059.90			620.00
ENTERTAINMENT GAMING ASIA INC COM		14,574.81			2,672.39
ENTERTAINMENT PPTYS TR CUM RED PFD SER D7.375%		12,492.30			12,470.00
ENTMNT PPTYS TR COM SH BEN INT		21,476.79			21,855.00
ENTORIAN TECHNOLOGIES INC COM NEW COM NEW		1,866.08			50.00
ENTREMED INC COM NEW		604.60			171.95
ENTROPIC COMMUNICATIONS INC COM STK		703,227.51			408,800.00
ENVESTRA LTD COM		2,528.95			2,932.00
ENVIRONMENTAL SOLUTIONS WORLDWIDE INC COM		48,232.15			5,906.25
ENVOY CAP GROUP INC COM STK		11,220.61			7,720.00
ENZO BIOCHEM INC COM		873.30			672.00
ENZYME ENVIRONMENTAL SOLUTIONS COM STK		6,517.90			40.00
EOG RESOURCES INC COM		304,057.18			302,352.66
EOG RESOURCES INC COM		122,006.36			170,520.81
EOG RESOURCES INC COM		278,472.33			570,372.90
EON COMMUNICATIONS CORP COM NEW STK		1,416.95			1,320.00
EPD US 01/19/13 C45		(7,177.75	)		(6,200.00	)
EPD US 01/21/12 C45		(250.02	)		(620.00	)
EPD US 06/16/12 C42		(4,183.88	)		(5,400.00	)
EPICEPT CORP		6,709.95			583.45
EPIQ SYS INC COM		1,375.57			1,153.92
EPOCRATES INC COM		436.45			390.00
EPOCRATES INC COM		9,428.22			8,580.00
EQT CORP COM		41,605.74			36,496.79
EQT CORP COM		288,184.20			301,345.00
EQT CORP COM		105,486.01			172,643.29
EQTY RESDNTL EFF 5/15/02		216,256.48			368,128.65
EQTY RESDNTL EFF 5/15/02		26,596.79			28,515.00
EQUAL ENERGY LTD COM STK		4,205.40			3,479.75
EQUIFAX INC COM		30,756.77			37,461.58
EQUIFAX INC COM		350,825.20			396,310.20
EQUIFAX INC COM		69,928.79			104,946.66
EQUINIX INC COM NEW COM NEW		8,701.06			10,140.00
ERF WIRELESS INC COM NEW COM NEW		14,455.80			303.85
ERSTE GROUP BANK AG NPV		60,840.86			60,045.20
ERSTE GROUP BANK AG NPV		77,193.96			21,749.91
ERX US 01/21/12 C40.8		(3,656.08	)		(5,760.00	)
ERX US 01/21/12 C46		(4,706.92	)		(6,120.00	)
ERX US 01/21/12 C47		(202.30	)		(300.00	)
ERX US 01/21/12 C51		(2,589.21	)		(700.00	)
ERX US 09/17/11 C89		3,761.46			—
ESC BOWATER D08/01/89 9.000% ESCROW		10,134.88			—
ESC DWS RREEF REAL ESTATE II LIQUIDATINGLIQUIDATING TRUST		9,330.00			—
ESC GERBER SCIENTIFIC INC		10,026.95			—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ESC GLOBIX CORP COM STK		232.41			—
ESC IDEARC		0.00			—
ESC J.CREW GROUP INC ESCROW		186.94			—
ESC MIRANT CORP		20,242.60			—
ESCROW CB IDEARC INC.		2,001.00			—
ESCROW ELOQUENT INC		7,223.09			—
ESCROW GCB SIX FLAGS, INC 8.875% ESCROW		9,235.00			—
ESCROW GM CORP CONV 06/01/2009		1,092.60			—
ESCROW GM CORP CONV 06/01/2009		1,092.60			—
ESCROW GM CORP SR CONV 06/01/20009		20,242.60			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GM CORP SR CONV 06/01/2009		3,756.91			—
ESCROW GMCORP SR CONV 06/01/2009		308.38			—
ESCROW PREMIER ENTERTAINMENT BILOXI		0.00			—
ESCROW SEAHAWK DRILLING INC ESC CONTRA		0.00			—
E-SIM LTD SHS		2,017.45			0.42
ESPERANZA RESOURCES CORP COMMON STOCK		3,029.86			2,087.28
ESSEX PPTY TR REIT		0.14			0.14
ESTEE LAUDER COMPANIES INC CL A USD0.01		92,445.87			275,857.92
ESTEE LAUDER COMPANIES INC CL A USD0.01		662,737.41			726,373.44
ESTERLINE TECHNOLOGIES CORP COM STK		485,215.21			542,909.00
ETF- ISHARES BARCLAYS 20+ YR TREAS BD FD		234,809.77			243,614.92
ETF ISHARES BARCLAYS AGGREGATE BD FD		4,795,516.26			4,945,142.63
ETF- ISHARES BARCLAYS BARCLAYS 7-10 YR TREAS BD FD		619,099.29			638,175.12
ETF ISHARES S&P DEVELOPED EX-US PROP		27,243.29			21,827.33
ETF WISDOM TREE DEFA EQUITY INCOME FUND B		7,105.09			5,340.33
ETF WISDOMTREE EMERGING MARKETS EQUITY INC		114,801.70			106,863.83
ETF WISDOMTREE EQUITY INCOME FUND INC		109,861.26			113,111.74
ETHAN ALLEN INTERIORS INC COM		5,589.53			6,651.35
ETRAVELSERVE.COM INC COM		3,846.00			—
EUO US 01/21/12 C18		(1,335.43	)		(2,350.00	)
EURASIAN NATURAL ORD USD0.20		107,165.10			106,911.16
Euro		10,875.56			10,875.56
Euro		7,124.59			7,124.59
Euro		3,960.73			3,960.73
Euro		10,251.81			10,251.81
Euro		830,457.53			830,457.53
Euro		84,319.04			84,319.04
Euro		18,254.66			18,254.66
Euro		337.51			337.51
Euro		1,057.26			1,057.26
Euro		1,676.23			1,676.23
Euro		635.52			635.52
Euro		112.66			112.66
Euro		10.71			10.71
Euro		6,471.40			6,471.40
Euro		1.07			1.07
Euro		33,790.17			33,790.17
Euro		11,648.51			11,648.51
Euro		197.35			197.35


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Euro		632,199.05			632,199.05
Euro		224,035.68			224,035.68
Euro		105,360.82			104,972.03
Euro		51,286.66			51,286.66
Euro		0.00			—
Euro		0.00			—
Euro		0.00			—
Euro		0.00			—
Euro		(317.48	)		(317.48	)
Euro		(130,581.28	)		(129,607.34	)
Euro		(97,451.16	)		(97,423.24	)
EURO TECH REV STK SPLIT EURO TECH2F1EAY1 1/17/2012		109,241.88			32,200.00
EUROMAX RES LTD COM STK		11,494.23			8,190.00
EURONET WORLDWIDE INC COM		2,446.12			2,236.08
EUROPEAN GOLDFIELDS LTD COM STK		52,203.71			54,346.28
EVERBANK JACKSONVILLE FLA CD 07/01/10 ACT/365 3.05 07-01-2019		10,000.00			10,529.40
EVERCORE PARTNERS INC CL A CL A		3,648.95			2,662.00
EVERGREEN ENERGY INC COM NEW		9,963.45			388.62
EVERGREEN SOLAR INC COM NEW COM NEW		11,694.50			42.08
EVOLUTION PETE CORP COM STK		16,306.95			16,100.00
EVOLUTION SOLAR CORP COM NEW		16,865.77			11.78
EVOLVING GOLD CORP COM		6,432.93			1,984.00
EWORLDCOMPANIES INC COM PAR $.0001 NEW COM STK		9,188.15			600.00
EXACT SCIENCES CORP COM		16,266.95			16,240.00
EXAR CORP COM		9,378.90			9,750.00
EXCEL MARITIME CARRIERS COM STK		105,858.34			29,181.90
EXCEL TR INC COM		4,834.49			5,100.00
EXCELLON RES INC COM		4,915.37			4,577.74
EXCO RES INC COM		186,891.38			116,064.60
EXELIS INC		5,150.00			4,525.00
EXELIXIS INC COM STK ISIN# US30161Q1040		139,234.43			101,565.75
EXELON CORP 5.625% DUE 06-15-2035		116,362.98			129,174.60
EXELON CORP COM		400,220.74			402,342.26
EXELON CORP COM		455,610.71			626,219.43
EXELON CORP COM		325,545.81			290,579.00
EXETER RESOURCE CORP COM		10,023.11			7,203.60
EXIDE TECHNOLOGIES COM NEW COM NEW		3,505.93			2,630.00
EXPEDIA INC DEL COM NEW		2,117.28			1,480.02
EXPEDIA INC DEL COM NEW		59,372.43			60,854.94
EXPEDITORS INTL WASH INC COM		220,264.78			186,122.24
EXPEDITORS INTL WASH INC COM		43,629.08			40,561.84
EXPEDITORS INTL WASH INC COM		973,813.87			974,848.00
EXPERIAN ORD USD0.10		114,604.28			119,047.59
EXPERIAN ORD USD0.10		596,861.68			658,187.98
EXPERT GROUP INC COM NEW STK		4,820.95			1.55
EXPLOR RES IN		257,258.56			162,585.14
EXPONENT INC COM STK		7,902.81			9,194.00
EXPRESS INC COM		406,394.98			426,716.00
EXPRESS SCRIPTS INC COM		127,315.22			115,747.10
EXPRESS SCRIPTS INC COM		179,486.63			476,529.47
EXPRESS SCRIPTS INC COM		483,011.72			525,375.64
EXTENDICARE REAL ESTATE INVT TR TR UNIT TR UNIT		0.00			—
EXTERRAN HLDGS INC COM STK		2,457.23			764.40
EXTORRE GOLD MINES LTD COM NPV		14,935.20			13,955.58


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
EXTRA SPACE STORAGE INC COM		169,058.51			204,501.20
EXTRA SPACE STORAGE INC COM		271,734.23			348,912.00
EXTRA SPACE STORAGE INC COM		93,869.76			116,304.00
EXTREME NETWORKS INC COM		12,686.38			12,264.00
EXXON MOBIL CORP COM		3,113,727.91			3,515,141.28
EXXON MOBIL CORP COM		334,153.96			493,811.76
EXXON MOBIL CORP COM		58,028.30			76,284.00
EXXON MOBIL CORP COM		3,885,163.37			8,872,168.24
EXXON MOBIL CORP COM		1,043,607.10			1,407,016.00
EXXON MOBIL CORP COM		1,183,810.29			1,252,837.56
EXXON MOBIL CORP COM		1,185,152.38			1,229,020.00
EXXON MOBIL CORP COM		238,601.75			296,660.00
EXXON MOBIL CORP COM STK CALL OPT EXP 1/19/13 PR $70 PER SH		(417.29	)		(1,745.00	)
EYECASHNETWORKS INC COM STK		594.35			—
EYI INDS INC COM		4,623.20			60.00
EZCORP INC CL A NON VTG		14,760.07			11,866.50
EZCORP INC CL A NON VTG		343,510.78			448,131.78
EZCORP INC CL A NON VTG		353,141.04			603,873.00
F N B CORP PA COM		10,533.90			11,310.00
F US 01/21/12 C11		0.00			(92.00	)
F US 01/21/12 C12.5		(817.87	)		(40.00	)
F US 02/18/12 C12		(54.26	)		(70.00	)
F US 12/17/11 C12		(717.88	)		—
F US 12/30/11 C11		(135.46	)		(10.00	)
F5 NETWORKS INC COM STK		83,682.99			91,899.92
F5 NETWORKS INC COM STK		231,989.63			184,118.20
F5 NETWORKS INC COM STK		738,107.89			753,452.00
FACTORY 2-U STORES INC COM		4,769.30			0.96
FACTSET RESH SYS INC COM STK		19,356.18			24,930.07
FAIR ISAAC CORPORATION COM		238,247.69			279,552.00
FAIRCHILD SEMICONDUCTOR INTL INC COM		72,214.13			59,646.16
FAIRCHILD SEMICONDUCTOR INTL INC COM		202,271.73			184,573.20
FAIRFAX FINL HLDGS LTD SUB VTG		22,119.26			26,734.40
FAIRPOINT COMMUNICATIONS INC COM		506.57			—
FAIRPOINT COMMUNICATIONS INC COM NEW COMNEW		152,705.55			64,950.00
FALCON NAT GAS CORP COM STK		359.95			—
FALCON OIL & GAS LTD COM		19,941.15			15,180.66
FALCON TECHNOLOGIES INC COM STK		312.80			1.66
FAMILY DLR STORES INC COM		4,437.22			4,699.38
FAMILY DLR STORES INC COM		76,454.39			148,128.54
FAMOUS DAVES AMER INC COM		2,543.57			2,060.00
FANUC CORP NPV		260,858.52			443,842.47
FANUC CORP NPV		690,965.10			704,025.98
FAS US 01/06/12 C65		0.00			(4,000.00	)
FAS US 01/21/12 C56		(1,294.58	)		(2,160.00	)
FAS US 01/21/12 C61		(2,069.98	)		(2,860.00	)
FAS US 01/21/12 C63		(7,174.60	)		(8,850.00	)
FAS US 01/21/12 C64		(1,629.99	)		(2,140.00	)
FAS US 01/21/12 C65		(307.29	)		(480.00	)
FAS US 01/21/12 C78		(557.26	)		(430.00	)
FAS US 01/21/12 P50		309.22			279.00
FAS US 09/17/11 C16		2,170.94			—
FAS US 12/30/11 C65		(721.89	)		(27.00	)
FAS1 US 11/19/11 C15		(518.51	)		—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FAST US 01/21/12 C42.5		(1,785.43	)		(2,150.00	)
FASTENAL CO COM		112,783.66			152,596.01
FASTENAL CO COM		164,170.57			279,976.20
FAZ US 01/21/12 C40		(695.77	)		(609.00	)
FAZ US 01/21/12 C41		(671.52	)		(350.00	)
FAZ US 12/30/11 C38		(151.53	)		(2.00	)
FAZ US 12/30/11 C39		(407.73	)		(14.00	)
FCS US 01/21/12 C13		(256.22	)		(225.00	)
FCX US 01/19/13 C44		(467.29	)		(370.00	)
FCX US 01/21/12 C36.5		(629.77	)		(516.00	)
FCX US 01/21/12 C42		(301.52	)		(36.00	)
FCX US 02/18/12 C40		(295.52	)		(210.00	)
FCX US 05/19/12 C45		(139.30	)		(113.00	)
FDX US 01/21/12 C85		(983.04	)		(556.00	)
FDX US 01/21/12 C90		(545.47	)		(230.00	)
FED HOME LN MTG CORP VAR RATE		4,602.59			820.00
FEDERAL HOME LN MTG CORP POOL #1G2341 5.508% 12-01-2037 BEO		177,987.57			189,582.13
FEDERAL HOME LN MTG CORP POOL #1G2403 5.555% 01-01-2038 BEO		205,758.69			218,974.73
FEDERAL HOME LN MTG CORP POOL #1J0404 5.51% 05-01-2037 BEO		270,834.65			286,981.45
FEDERAL HOME LN MTG CORP POOL #A39302 5.5% 11-01-2035 BEO		75,411.91			83,266.52
FEDERAL HOME LN MTG CORP POOL #E0-2686 4% 04-01-2025 BEO		10,832.82			11,006.26
FEDERAL HOME LN MTG CORP POOL #E02697 4% 06-01-2025 BEO		15,884.63			16,196.94
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO		457,080.33			498,649.10
FEDERAL HOME LN MTG CORP POOL #G03696 5.5% 01-01-2038 BEO		897,919.45			978,595.51
FEDERAL HOME LN MTG CORP POOL #G0-6172 5.5% 12-01-2038 BEO		545,685.23			547,909.65
FEDERAL HOME LN MTG CORP POOL #G0-6669 6.5% 09-01-2039 BEO		103,270.78			104,035.93
FEDERAL HOME LN MTG CORP POOL #G12341 5% 09-01-2021 BEO		7,262.30			7,731.68
FEDERAL HOME LN MTG CORP POOL #G13767 4% 03-01-2025 BEO		21,003.17			21,010.32
FEDERAL HOME LN MTG CORP POOL #G18049 5.5% 04-01-2020 BEO		4,556.18			4,844.20
FEDERAL HOME LN MTG CORP POOL #G18309 4.5% 05-01-2024 BEO		17,914.64			18,260.30
FEDERAL MOGUL CORP COM STK		42,841.50			43,512.50
FEDERAL MOGUL CORP COM STK		91,457.25			91,450.00
FEDERAL NATL MTG ASSN GTD MTG AH6737 4 2-1-2026		13,168.95			13,490.70
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1252 3.5% 02-01-2026 BEO		13,724.59			15,189.99
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2659 3.5% 01-01-2026 BEO		91,213.06			91,131.76
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1863 5% 05-01-2041 BEO		105,828.38			105,756.15
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO		419,350.58			419,064.34
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2433 5% 05-01-2041 BEO		105,878.04			105,805.76
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2443 5% 05-01-2041 BEO		106,726.17			106,653.31
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2462 5% 05-01-2041 BEO		102,567.37			102,497.35
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ5304 4% 11-01-2041 BEO		726,009.75			733,849.75
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0215 4.5% 04-01-2041 BEO		1,017,739.99			1,016,533.91
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0238 3.5% DUE 03-01-2026 REG		56,586.96			62,721.90
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0476 5% 11-01-2040 BEO		407,702.74			407,424.44
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0520 5.5% 07-01-2041 BEO		0.03			0.03
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0573 3.5% DUE 08-01-2026 REG		39,939.06			39,773.54
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0814 6.5% 06-01-2040 BEO		1,054,286.54			1,057,261.14
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0885 6.5% 06-01-2039 BEO		423,999.79			423,306.31
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0886 6.5% 10-01-2038 BEO		429,693.96			429,943.27
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041		229,000.55			236,243.68
FEDERAL RLTY INVT TR SH BEN INT NEW SH BEN INT NEW		2,073.12			2,287.65
FEDEX CORP COM		724,066.12			757,407.92
FEDEX CORP COM		444,029.22			467,656.00
FEDEX CORP COM		342,327.26			569,287.67


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FEDEX CORP COM		1,199,543.74			1,127,385.00
FEDT INVESTORS INC CL B		11,489.16			6,317.55
FEDT INVESTORS INC CL B		54,759.63			30,375.75
FEI CO COM		13,380.54			13,865.20
FELCOR LODGING TR INC DEP SHS REPSTG 1/100 PFD SER C		11,122.95			11,255.00
FERO INDS INC COM NEW COM NEW		15,577.27			4,750.00
FERRO CORP COM		24,343.83			10,704.21
FFIV US 12/30/11 C110		(835.64	)		(3.00	)
FHLB 3.125 06-15-2018/06-15-2012		20,548.03			20,195.90
FHLMC CAP DEB ZERO CPN 0 11-29-2019		7,632.57			8,280.57
FHLMC GOLD SINGLE FAMILY 3.5% 30 YEARS SETTLES JANUARY		202,781.25			205,343.80
FHLMC NOTES 5.75 01-15-2012		15,572.39			15,028.52
FHLMC NTS 5.125 07-15-2012		30,489.09			30,794.97
FHLMC PRIN STRIP PRIN PMT ON 6.875% DEB 2031 03-15-2031 (UNDDATE)		261,011.40			394,402.32
FIBROCELL SCIENCE INC COM		17,706.95			12,000.00
FIDELIS ENERGY INC COM		306.95			35.00
FIDELITY NATIONAL FINANCIAL INC CL A		53,854.99			57,569.34
FIDELITY NATL INFORMATION SVCS INC COM STK		122.01			386.04
FIDELITY NATL INFORMATION SVCS INC COM STK		127,001.43			142,575.58
FIFTH ST FIN CORP COM STK		28,966.16			27,303.21
FIFTH ST FIN CORP COM STK		542,026.51			431,128.50
FIFTH THIRD BANCORP DEPOSITARY SH REPSTG1/250TH INT PERP CONV PFD STK		4,840.95			5,683.20
FIFTH THIRD CAP TR V GTD TR PFD SECS FLTG RATE PFD STK		12,699.77			12,650.00
FIN FOR DANISH IND A/S EUR GTD SR ME TRANCHE # TR 8 2 DUE 06-12-2013 BEO		418,958.40			425,983.32
FING CORP PRIN FICO STRIPS SER 15-PRIN PMT ON 9.65 2019 BD 03-07-2019 REG		326,655.76			354,941.10
FINISAR CORPORATION COMMON STOCK		24,750.02			23,325.79
FINISAR CORPORATION COMMON STOCK		299,747.07			310,117.40
FINISH LINE INC CL A		263,553.57			344,044.40
FINISH LINE INC CL A		148,727.57			304,568.01
FINMECCANICA SPA EUR 4.40		485,180.21			157,949.42
FIRST AMERN BK ELK GROVE VILLAGE ILL CTFDEP DTD 02-04-2010 2.65 12-04-2014		78,000.00			80,977.26
FIRST AMERN BK ELK GROVE VILLAGE ILL CTFDEP DTD 02-05-2010 2 08-06-2013		65,000.00			66,457.30
FIRST AMERN FINL CORP COM STK		9,493.73			9,211.09
FIRST AMERN FINL CORP COM STK		120,965.51			117,831.00
FIRST AMERN FINL CORP COM STK		399,036.36			388,969.00
FIRST AMERN SILVER CORP COM STOCK		6,593.90			720.00
FIRST CASH FINANCIAL SERVICES INC		(725.66	)		—
FIRST CASH FINANCIAL SERVICES INC		181,882.06			150,887.00
FIRST CHINA PHARMACEUTICAL GROUP INC COM		27,765.11			3,420.00
FIRST COLOMBIA GOLD CORP COM		3,519.95			3.80
FIRST CORP COLO COM STOCK		521.95			240.00
FIRST FINL BANCORP OHIO COM		565,721.78			636,480.00
FIRST FINL NORTHWEST INC COM STK		8,290.31			9,440.00
FIRST INDL RLTY TR DEP SHS REPSTG 1/10000 PFD SER J		25,061.90			23,870.00
FIRST MAJESTIC SILVER CORP COM STK		93,501.33			81,572.96
FIRST MARBLEHEAD CORP COM		83,283.95			70,229.25
FIRST NATL BK AMER EAST LANSING MICH CTFDEP DTD 03-18-2009 4 08-19-2019		1,000.00			1,104.17
FIRST NATL BK AMER EAST LANSING MICH CTFDEP DTD 05-08-2009 3.75 11-09-2017		6,000.00			6,506.64
FIRST NICKEL INC COM STK		587.55			201.00
FIRST PACTRUST BANCORP INC COM		265.06			405.45
FIRST REP BK SAN FRANCISCO CALIF NEW COM		6,172.31			6,122.00
FIRST SOLAR INC COM		176,014.38			42,470.08
FIRST SOLAR INC COM		205,743.50			133,048.16
FIRST ST BANCORPORATION COM		4,153.54			10.50


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FIRST ST BK OF BLAKELY GA DTD 05-18-2011.25 C/D 05-18-2012		90,000.00			89,917.20
FIRST URANIUM CORP COM STK		9,204.63			1,482.00
FIRSTENERGY CORP 7.375% DUE 11-15-2031		328,323.84			368,933.10
FIRSTENERGY CORP COM		173,703.45			183,427.84
FIRSTENERGY CORP COM		89,973.45			93,030.00
FIRSTENERGY CORP COM		359,585.18			402,687.00
FIRSTFED FINL CORP DEL COM		4,452.98			4.50
FIRSTMERIT CORP COM		31,781.33			34,349.01
FISERV INC COM		83,298.84			91,634.40
FISERV INC COM		109,501.08			184,619.82
FISHER COMMUNICATIONS INC COM		27,366.20			23,064.00
FISSION ENERGY CORP COM STK		150,013.08			123,800.33
FITT HWY PRODS INC COM		232,547.37			28,500.21
FLAGSTAR BANCORP INC COM NEW COM NEW		59,382.62			20,198.49
FLAHERTY & CRUMRINE PFD INC FD INC COM		12,985.09			13,951.64
FLAHERTY & CRUMRINE PFD INCOME OPPORTUNITY FD INC COM		24,433.22			25,766.54
FLEETWOOD ENTERPRISES INC COM		4,132.49			—
FLEXSTEEL INDS INC COM		7,858.95			13,840.00
FLEXTRONICS INTL LTD COM STK		42,084.59			32,561.98
FLIR SYS INC COM		129,272.23			95,351.56
FLIR SYS INC COM		101,358.89			84,962.23
FLORIDA EDL LN MARKETING CORP EDL LN REV.525% 12-01-2038 BEO AMT		333,500.00			333,500.00
FLOTEK INDS INC DEL COM		11,328.36			14,940.00
FLOW INTL CORP COM		2,699.20			2,450.00
FLOWERS FOODS INC COM		347,251.16			294,190.00
FLOWSERVE CORP COM		97,869.47			119,581.28
FLOWSERVE CORP COM		71,170.02			71,203.73
FLR US 02/18/12 C55		(489.25	)		(425.00	)
FLUOR CORP NEW COM		317,219.72			277,520.51
FLUOR CORP NEW COM		48,066.59			49,245.00
FLUOR CORP NEW COM		99,667.09			190,849.50
FLUOR CORP NEW COM		762,409.26			773,347.50
FLYI INC COM		3,571.04			—
FMC CORP COM (NEW)		78,232.94			131,124.96
FMC TECHNOLOGIES INC COM		14,074.45			16,295.76
FMC TECHNOLOGIES INC COM		114,887.57			272,953.98
FMCN US 01/21/12 C21		(985.44	)		(900.00	)
FNB CORP NC COM NPV (POST REV SPLIT)		4,418.00			652.80
FNMA 2.375 DUE 07-28-2015		10,180.63			10,550.71
FNMA 30 YEAR PASS-THROUGHS 6% 30 YEARS SETTLES FEBRUARY		548,007.82			549,375.00
FNMA 30 YEAR PASS-THROUGHS 6% 30 YEARS SETTLES JANUARY		3,387,342.02			3,413,391.40
FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN		1,948,931.74			1,960,030.80
FNMA CAP DEB ZERO CPN DTD 10/09/84 0% DUE 10-09-2019 REG		856,044.10			991,835.85
FNMA COM STK		102,314.84			36,949.27
FNMA DTD 11/03/2000 6.625 11-15-2030		427,019.60			518,403.55
FNMA FNMABOND .6 09-12-2013		300,048.00			300,059.70
FNMA NON CUM PFD SER R 7.625% PFD STK		1,798.55			1,140.76
FNMA POOL #190350 5.5% 03-01-2034 BEO		144,039.69			144,488.34
FNMA POOL #535460 8% DUE 09-01-2015 REG		3,002.66			3,174.74
FNMA POOL #538927 8% DUE 06-01-2015 REG		9,469.37			9,601.89
FNMA POOL #683271 5.5% 02-01-2033 BEO		38,852.50			38,973.50
FNMA POOL #735971 5.5% 11-01-2034 BEO		27,893.03			27,979.91
FNMA POOL #843798 5.5% 11-01-2035 BEO		34,761.25			37,638.57
FNMA POOL #851274 6.5% DUE 05-01-2036 REG		296,862.65			327,425.70


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FNMA POOL #931892 4.5% 09-01-2024 BEO		11,818.57			12,109.02
FNMA POOL #942040 6% DUE 07-01-2037 REG		154,584.20			170,062.35
FNMA POOL #946803 6.5% 09-01-2037 BEO		33,447.22			36,775.17
FNMA POOL #995071 5.5% 08-01-2037 BEO		187,484.56			188,068.53
FNMA POOL #995072 5.5% 08-01-2038 BEO		195,593.28			196,241.75
FNMA POOL #995153 5.5% 09-01-2036 BEO		226,762.54			227,468.84
FNMA POOL #995159 5.5% 09-01-2036 BEO		141,180.75			141,620.50
FNMA POOL #AB3517 4.5% 09-01-2041 BEO		208,120.21			207,628.91
FNMA POOL #AE0234 4.5% DUE 08-01-2025 REG		12,699.66			12,891.53
FNMA PREASSIGN 00192 4.75 11-19-2012		25,796.21			25,990.43
FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY		3,011,610.37			3,046,360.10
FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY		316,156.25			319,218.90
FNMA SINGLE FAMILY MTG 3 15 YEARS SETTLES JAN		1,531,640.63			1,548,984.00
FNSR US 01/21/12 C18		(895.45	)		(450.00	)
FOCUS GOLD CORP COM		1,501.95			186.30
FOCUS METALS INC COM		15,544.32			10,440.00
FONIX CORP DEL COM PAR $.0001 NEW COM PAR $.0001 NEW		9,682.75			52.10
FOOTHILLS RES INC COM		10,319.07			—
FORCE ENERGY CORP COM		928.95			39.00
FORD HLDGS INC 9.375% DUE 03-01-2020		12,787.50			13,062.50
FORD MTR CO DEL 7.45% DUE 07-16-2031		5,513.00			5,950.00
FORD MTR CO DEL 9.98% DUE 02-15-2047		9,408.00			12,500.00
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01		7,563,250.27			6,445,670.99
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01		921,445.18			892,746.44
FORD MTR CO DEL EX (01/01/2013)		6,981.99			3,120.00
FORD MTR CR CO 6.52% DUE 03-10-2013		10,764.90			10,025.00
FORD MTR CR CO LLC 8% DUE 12-15-2016		18,979.35			22,692.18
FORD MTR CR CO LLC 8.125% DUE 01-15-2020		109,500.00			117,706.80
FORD MTR CR CO LLC NT 7% DUE 10-01-2013		8,985.00			10,650.00
FOREST CY ENTERPRISES INC CL A		17,137.55			11,820.00
FOREST LABORATORIES INC		30,036.22			27,234.00
FOREST LABORATORIES INC		216,407.97			181,136.36
FOREST OIL CORP COM PAR $0.01 COM PAR $0.01		59,980.15			30,487.50
FOREST OIL CORP COM PAR $0.01 COM PAR $0.01		703,807.59			631,430.00
FORESTAR GROUP INC		640,841.94			505,901.81
FORMATION METALS INC NEW COM		468.95			158.18
FORMFACTOR INC COM STK		25,826.29			24,035.00
FORMFACTOR INC COM STK		100,300.92			56,672.00
FORTINET INC COM		183,626.20			188,874.60
FORTINET INC COM		219,780.00			523,440.00
FORTRESS INVT GROUP LLC DEL CL A CL A		21,554.34			14,938.99
FORTUNA MINES INC FORMERLY FORTUNA VENT COM		163,573.80			232,117.20
FORTUNE BRANDS HOME & SEC INC COM		1,599.00			2,213.90
FORUM URANIUM CORP COM STK		3,389.50			512.00
FOSSIL INC COM		297,293.07			245,222.40
FOSSIL INC COM		290,571.55			507,904.00
FOSTER L B CO CL A		1,010.12			936.76
FOSTER L B CO CL A		39,856.95			42,435.00
FOSTER WHEELER LTD (BM) COM STK		271,056.86			190,653.54
FOUNTAIN PWR BOAT INDS INC COM NEW COM NEW		1,094.20			—
FOX PETE INC COM NEW STK		47.83			13.92
FRAC WELLS FARGO		0.00			—
FRACTIONAL FIRST HORIZON NATIONAL CORP COM STK		0.00			—
FRACTIONAL FIRST HORIZON NATIONAL CORP COM STK		0.00			—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FRACTIONAL FIRST HORIZON NATIONAL CORP COM STK		0.00			—
FRACTIONAL FIRST HORIZON NATIONAL CORP COM STK		0.00			—
FRANCO NEV CORP COM STK		58,602.73			57,752.19
FRANKLIN BK CORP COM WORTHLESS 11-7-2008		299.01			7.50
FRANKLIN RES INC 3.125% DUE 05-20-2015		51,796.00			51,989.85
FRANKLIN STR PPTYS CORP COM		663,563.37			462,117.80
FREDDIE MAC-VTG COM FOR A/C 2614202		83,863.53			49,486.48
FREDERICKS ENTMT INC NEV COM NEW COM NEW		1,509.95			—
FREDS INC CL A		1,820.42			2,551.50
FREEPORT-MCMORAN 8.375% DUE 04-01-2017		237,544.20			233,750.00
FREEPORT-MCMORAN COPPER & GOLD INC		2,148,530.27			1,781,363.47
FREEPORT-MCMORAN COPPER & GOLD INC		450,580.73			761,332.26
FREEPORT-MCMORAN COPPER & GOLD INC		1,235,324.34			1,076,144.29
FREEPORT-MCMORAN COPPER & GOLD INC		370,545.75			299,838.50
FREEPORT-MCMORAN COPPER & GOLD INC		318,902.80			375,258.00
FREIGHTCAR AMER INC COM		1,307.25			984.65
FRESENIUS SE&KGAA NPV		289,629.36			259,597.28
FRESH DEL MONTE PRODUCE INC COM STK		168,074.29			167,567.00
FRESH MKT INC COM		188,130.46			197,904.00
FRESNILLO PLC ORD USD0.50		86,561.62			103,841.92
FRIEDMAN IND INC COM		1,010.35			1,083.69
FRIENDLY ENERGY EXPL COM STK		145.65			0.92
FRKLN MNG INC COM		642.37			36.30
FRKLN RES INC COM		38,183.95			34,778.73
FRKLN RES INC COM		149,879.90			147,932.40
FRKLN RES INC COM		201,812.38			303,933.84
FRONTIER COMMUNICATIONS CORP COM		363,802.05			253,042.87
FRONTIER COMMUNICATIONS CORP COM		214,837.70			110,817.70
FRONTIER COMMUNICATIONS CORP COM		399,125.03			235,870.00
FRONTIER COMMUNICATIONS CORP COMSTK CALLOPT EXP 01/21/12 PR $10 PER SH		(235.46	)		(50.00	)
FRONTIER FINL CORP WASH COM NEW COM NEW		8,686.96			22.79
FRONTLINE LTD COM		299,298.47			114,474.43
FTI CONSULTING INC COM		39.65			42.42
FUEL SYS SOLUTIONS INC COM STK		34,449.67			23,086.00
FUELCELL ENERGY INC COM		531,685.83			309,185.04
FUELCELL ENERGY INC COM		29,807.29			23,631.20
FUJI HEAVY INDUSTRIES NPV		238,911.16			259,780.76
FUJIFILM HOLDINGS CORP NPV		124,538.82			123,161.67
FULL HOUSE RESORTS INC COM		9,041.60			6,230.47
FULL METAL MINERALS LTD		715.49			58.11
FULL METAL ZINC LTD		64.64			32.20
FULTON FINL CORP PA COM		171,350.64			173,637.00
FULTON FINL CORP PA COM		271,974.52			293,319.00
FUNDTECH LTD FUNDTECH LTD COMMON STOCK		193.99			—
FUQI INTL INC COM NEW STK		5,101.30			1,150.00
FURIEX PHARMACEUTICALS- W/I COM STK		229.95			350.91
FUSE SCIENCE INC		361.74			3,200.00
FUSION PHARM INC COM		2,819.60			4.46
FUSION-IO INC		69,223.54			63,597.60
FUT JAN 12 HKE HANG SENG		20,242.60			—
FUT JAN 12 MNP CAC40		20,242.60			—
FUT MAR 12 EMINI S&P 500		20,242.60			—
FUT MAR 12 EMINI S&P 500		20,242.60			—
FUT MAR 12 EMINI S&P 500		20,242.60			—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
FUT MAR 12 EURX DAX INDEX		20,242.60			—
FUT MAR 12 EURX E-STXX 50		20,242.60			—
FUT MAR 12 FTSE 100		20,242.60			—
FUT MAR 12 ICEUS SM RUS2		20,242.60			—
FUT MAR 12 IMM EMINI MDCP		20,242.60			—
FUT MAR 12 S&P 500		20,242.60			—
FUT MAR 12 S&P 500		20,242.60			—
FUT MAR 12 S&P 500		20,242.60			—
FUT MAR 12 S&P 500		20,242.60			—
FUT MAR 12 TSE TOPIX		20,242.60			—
FUT SPI 200 FUTURES MAR12		20,242.60			—
FUTURES P/R ESTIMATED MARK BASED ON PRIOR DAY CONTRACT POSITION		0.00			—
FUTURES P/R ESTIMATED MARK BASED ON PRIOR DAY CONTRACT POSITION		0.00			—
FUTURES P/R ESTIMATED MARK BASED ON PRIOR DAY CONTRACT POSITION		0.00			—
FUTUREWORLD ENERGY INC COM COM		2,543.42			0.60
FUTUREWORLD ENERGY INC COM STK		0.00			—
FWD INDS INC N Y COM NEW		3,486.47			2,505.00
FWLT US 01/21/12 C20		(425.45	)		(460.00	)
FWLT US 12/17/11 C20		(1,455.43	)		—
FX ENERGY INC COM		3,993.45			2,880.00
FXA US 02/18/12 C103		(589.25	)		(885.00	)
FXCM INC		6,102.90			6,093.75
FXCM INC		65,033.10			53,625.00
G & K SVCS INC CL A CL A		2,381.15			2,619.90
G & K SVCS INC CL A CL A		18,278.73			26,199.00
GALAXY ENERGY CORP FORMERLY GALAXY INVT COM STK		1,009.95			2.00
GALECTIN THERAPEUTICS INC COM		49,464.97			46,422.72
GALENA BIOPHARMA COM USD0.0001		764.25			256.54
GALLAGHER ARTHUR J & CO COM		6,003.32			7,363.44
GAMESTOP CORP NEW CL A		35,598.88			38,197.79
GAMESTOP CORP NEW CL A		140,773.04			142,125.70
GAMESTOP CORP NEW CL A		157,794.96			72,583.04
GANNETT CO INC 10% DUE 04-01-2016		23,645.00			21,550.00
GANNETT INC COM		6,598.92			6,855.65
GANNETT INC COM		190,961.46			69,711.18
GAP INC COM		30,285.44			30,360.96
GAP INC COM		106,122.93			142,093.00
GAP INC COM		676,339.98			669,655.00
GARIBALDI RES CORP COM STK		2,699.25			825.00
GARMIN LTD COMMON STOCK		322,029.73			355,469.76
GARTNER INC COM		548,669.87			492,169.35
GASCO ENERGY INC COM		62,128.14			47,572.20
GASFRAC ENERGY SVCS INC COM		6,797.66			4,795.00
GASTAR EXPLORATION LTD COMMON STOCK		6,851.41			5,914.80
GAYLORD ENTMT CO NEW COM		327,239.93			232,226.80
GAZPROM SPON ADR EACH REP 2 ORD SHS		276,606.70			222,943.24
GBS GOLD COMMON STOCK		1,695.95			—
GCB144A SIX FLAGS INC 9.75 DUE 04-15-2013		24,556.25			—
GDF SUEZ EUR1		603,132.17			445,563.33
GDR AMBOW ED HLDG LTD SPONSORED ADR REPSTG CL A ORD SHS		15,904.95			14,200.00
GDR IRSA INVERSIONES Y REPRESENTACIONES S A		5,323.46			3,111.00
GDR TRINA SOLAR LTD SPONSORED ADR		108,050.77			28,056.00
GDT TEK INC COM		93.95			5.00
GDX US 01/21/12 C54		(1,088.19	)		(949.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
GDXJ US 01/21/12 C34		(294.47	)		(10.00	)
GE CAP FINL INC DTD 09-18-2009 3.9 DUE 09-18-201		20,000.00			21,420.00
GE CAP FINL INC 02-18-2011 2.7 02-21-2017		5,000.00			5,085.45
GE CAP FINL INC CTF DEP DTD 10-9-2009 3.5 10-11-2016		7,000.00			7,394.52
GE CAP FINL INC DTD 02-18-2011 3 02-20-2018		5,000.00			5,106.35
GE CAP FINL INC DTD 02-18-2011 3.7 02-18-2021		5,000.00			5,076.70
GE CAP FINL INC RETAIL CTF DEP CD 5 18/09/2013		70,000.00			74,629.10
GE CAP FINL INC RETAIL CTF DEP DTD 12-02-2011 2.1 DUE 12-02-2016		5,000.00			4,969.60
GE CAP FINL INC RETAIL CTF DEP PROGRAM 10-30-2009 3.45 10-31-2016		10,000.00			10,540.40
GE CAP FINL INC RETAIL CTF DEP PROGRAM BCTF DEP DTD 03-19-2010 3.6 03-19-2020		10,000.00			10,602.10
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 01-15-2010 3.4 01-17-2017		5,000.00			5,268.40
GE CAP FINL INC RETAIL CTF DEP PROGRAM BDTD 10-16-2008 5 10-16-2013		10,000.00			10,683.90
GE CAP FINL INC RETAIL CTF DEP PROGRAM DTD 02-25-2011 3.7 DUE 02-25-2021		25,000.00			25,372.75
GE CAP FINL INC RETAIL CTF DEP PROGRAM DTD 09-16-2011 .6 03-18-2013		90,000.00			89,800.20
GE CAP RETAIL BK DRAPER UT DEP DTD 12-16-2011 .7 03-18-2013		6,000.00			5,993.82
GE CAP RETAIL BK DRAPER UT INSTL CTF D DTD 10-14-2011 .2 C/D 01-17-2012		200,000.00			200,002.00
GE CAP RETAIL BK DRAPER UT INSTL CTF D DTD 10-21-2011 .6 01-22-2013		5,000.00			4,993.45
GE CAP RETAIL BK DRAPER UT INSTL CTF D INSTL CTF DEP DTD 11-4-11 .8 1-4-13		120,000.00			119,992.80
GE CAP RETAIL BK DRAPER UTAH INSTL CTF DEP DTD 11-16-2011 .7 DUE 02-19-2013		20,000.00			19,987.40
GE CAP RETAIL BK DRAPER UTAH INSTL CTF DEP DTD 12-29-2011 .7 DUE 04-01-2013		2,000.00			1,997.50
GE CAP RETAIL BK DTD 11-16-2011 1.15 2-18-2014		10,000.00			9,970.50
GE CAPITAL FINANCIAL INC CD DTD 04-30-2009 3 DUE 04-30-2012		10,000.00			10,079.60
GE GLOBAL INS HLDG 6.45% DUE 03-01-2019		4,947.80			5,549.21
GE MONEY BANK DTD 05-20-2011 0.8 DUE 08-20-2012		64,000.00			64,032.00
GE MONEY BK C/D ACT/365 DTD 05-06-2011 .45 04-09-2012		20,000.00			19,999.00
GE MONEY BK DRAPER UT INSTL CTF DEP PR CTF DEP DTD 05-07-2010 3.75 05-07-2020		10,000.00			10,563.90
GE MONEY BK DRAPER UT INSTL CTF DEP PR CTF DEP DTD 08-27-2010 2.4 08-29-2016		10,000.00			10,214.10
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 01-28-2011 .35 C/D 01-27-2012		90,000.00			90,011.70
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 04-21-2011 .65 DUE 08-21-2012		26,000.00			26,024.44
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 04-29-2011 .6 DUE 08-29-2012		23,000.00			23,014.95
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 05-13-2011 .65 08-13-2012		50,000.00			50,045.50
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 06-17-2011 .35 06-15-2012		20,000.00			19,973.00
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 09-23-2011 2.3 09-24-2018		25,000.00			25,139.00
GE MONEY BK DRAPER UT INSTL CTF DEP PR DTD 10-01-2010 2.5 10-02-2017		10,000.00			10,076.00
GE MONEY BK DRAPER UT INSTL CTF DEP PR GE MONEY BK DTD 11-6-08 5.05 11-6-13		320,000.00			342,659.20
GE MONEY BK DRAPER UT INSTL CTF DEP PR GE MONEY BK SLC UT DTD 10-2-08 5 10-2-11		190,000.00			202,807.90
GE MONEY BK DRAPER UTAH INSTL 11/05/2010.85 11/05/2010		120,000.00			120,386.40
GE MONEY BK DRAPER UTAH INSTL CTF DEP DTD 05-27-2011 .8 DUE 08-27-2012		103,000.00			103,152.44
GE MONEY BK DRAPER UTAH INSTL CTF DEP DTD 6-10-11 2.15 6-10-16		64,000.00			64,373.12
GE MONEY BK DRAPER UTAH INSTL CTF DEP PRDTD 04-08-2011 .65 DUE 09-10-2012		30,000.00			30,026.70
GE MONEY BK DTD 08-12-2011 .4 C/D 08-10-2012		50,000.00			49,894.50
GE MONEY BK INSTL CTF DEP DRAPER UT PR DTD 05-06-2011 .6 08-06-2012		10,000.00			10,005.90
GE MONEY BK SALT LAKE CY UT INSTL CT DTD 11-06-2008 5.3 11-06-2015		10,000.00			11,106.20
GE MONEY BK SALT LAKE CY UT INSTL CT DTD 12-18-2008 4.75 DUE 12-18-2013		100,000.00			106,772.00
GE US 01/19/13 C20		(523.79	)		(749.00	)
GE US 01/21/12 C17.5		(1,980.57	)		(4,380.00	)
GE US 01/21/12 C19		(79.26	)		(60.00	)
GE US 02/18/12 C15		(17,710.93	)		(53,375.00	)
GE US 02/18/12 C18		(171.56	)		(408.00	)
GE US 02/18/12 C19		(54.26	)		(145.00	)
GE US 03/17/12 C20		(360.43	)		(252.00	)
GELSTAT CORP COM STK		1,143.95			136.50
GEMINI EXPLORATIONS INC COM PAR $.001 NEW STK		999.95			0.35
GEN COMMUNICATION INC CL A		2,157.74			2,202.75


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
GEN ELEC CAP CORP 2.25% DUE 11-09-2015		19,623.60		20,035.24
GEN ELEC CAP CORP 4.375% DUE 03-03-2012		1,011.78		1,006.12
GEN ELEC CAP CORP 4.625 DUE 01-07-2021 REG		169,354.00		176,366.84
GEN ELEC CAP CORP 5.3% DUE 02-11-2021		174,010.30		181,721.84
GEN ELEC CAP CORP 5.55% DUE 05-04-2020		5,144.65		5,478.17
GEN ELEC CAP CORP 5.9% DUE 05-13-2014		249,722.50		273,788.00
GEN ELEC CAP CORP 6% DUE 08-07-2019		29,966.40		34,458.84
GEN ELEC CAP CORP INTERNOTES BOOK EN MTNTRANCHE # TR 00070 4.05 3-15-12/04		1,881.68		2,007.68
GEN ELEC CAP CORP MEDIUM TERM NTS 6 DUE 06-15-2012(HELD AT SOUTH BANK)		4,104.00		4,086.55
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00575 5.45 DUE 01-15-2013		6,148.69		6,291.89
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00800 5.625 DUE 09-15-2017		58,473.00		66,457.20
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00804 VAR RT DUE 11-15-2067		240,431.10		236,400.00
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00818 6.875 DUE 01-10-2039		29,543.40		35,940.96
GEN ELEC CAP CORP MTN BO $MNGEN.ELEC CAP.CRR 4.875 DUE 03-04-2015		5,287.65		5,428.59
GEN ELEC CAP CORP MTN BO TRANCHE # TR 00521 5.875 DUE 02-15-2012BEO		25,861.00		25,144.95
GEN ELEC CAP CORP TRANCHE # TR 00389 DTD 09/10/04 4.5 DUE 03-15-2014		5,316.25		5,286.13
GEN MARITIME CORPORATION COM USD0.01		18,790.97		95.01
GEN MTRS ACCEP 7% DUE 02-01-2012		10,069.50		10,012.50
GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00645 7.5 DUE 10-15-2012		9,796.50		9,900.00
GEN MTRS ACCEP CORP SMARTNOTES TRANCHE #TR 00651 7.75 DUE 10-15-12/05 BEO		1,008.00		991.25
GEN MTRS CO COM		473,745.49		308,833.72
GEN MTRS CO COM		421,565.88		391,211.00
GEN MTRS CO COM		89,944.09		56,958.70
GENCO SHIPPING & TRADING LTD COM STK		23,308.69		17,373.20
GENCORP INC COM		11,022.28		11,438.00
GENERAL CABLE CORP DEL NEW COM		3,135.15		2,501.00
GENERAL DYNAMICS CORP COM		131,332.84		131,444.72
GENERAL DYNAMICS CORP COM		297,284.89		511,556.23
GENERAL DYNAMICS CORP COM		1,095,332.28		1,131,294.35
GENERAL DYNAMICS CORP COM		310,803.31		338,691.00
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 4% DUE 06-15-2013		3,126.22		3,092.90
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5% DUE 08-15-2014		10,554.90		10,754.98
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.55% DUE 10-15-2020		5,072.10		5,514.08
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.6% DUE 02-15-2022		3,000.00		3,358.71
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 5.65% DUE 07-15-2017		2,000.00		2,226.07
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6% DUE 07-15-2018		3,000.00		3,361.78
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY MTN 6.2% DUE 08-15-2020		4,000.00		4,591.54
GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY NT 5.5% DUE 07-15-2016		1,000.00		1,111.31
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.375% DUE 09-16-2020		69,451.90		71,531.95
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5% DUE 01-08-2016		5,390.74		6,573.14
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5.4% DUE 02-15-2017		16,263.10		16,737.62
GENERAL ELEC CAP CORP PUBLIC INCOME NT-PINES		9,936.10		9,959.95
GENERAL ELEC CAP CORP PUBLIC INCOME NT PINES		34,330.63		36,876.00
GENERAL ELEC CAP TRANCHE # TR 00191 DTD 9-5-2003 5.875 12-15-2023		9,830.00		10,134.27
GENERAL ELEC CO 5.25% DUE 12-06-2017		33,606.00		34,500.78
GENERAL ELECTRIC CO		1,663,879.85		1,504,440.00
GENERAL ELECTRIC CO		4,550,247.92		4,127,914.71
GENERAL ELECTRIC CO		1,867,145.30		1,798,164.00
GENERAL ELECTRIC CO		553,085.52		487,152.00
GENERAL ELECTRIC CO COM STK USD0.06		8,011,276.54		8,649,686.53
GENERAL GROWTH PPTYS INC NEW COM		4,079.45		4,656.20
GENERAL MILLS INC COM		288,147.40		320,800.47
GENERAL MILLS INC COM		444,981.22		524,925.90
GENERAL MILLS INC COM		310,129.62		566,063.28


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
GENERAL MILLS INC COM		1,448,020.33			1,453,628.52
GENERAL MOLY INC COM STK		15,274.34			11,742.00
GENERAL MTRS CO JR PFD CONV SER B 4.75%		4,509.27			3,425.00
GENERAL MTRS CO WT EXP 7/10/16		2,895.11			1,548.36
GENERAL MTRS CO WT EXP 7/10/19		2,517.60			1,165.18
GENEREX BIOTECHNOLOGY CORP DEL COM STOCK		51,550.50			25,993.35
GENESCO INC COM		8,934.26			9,261.00
GENESEE & WYO INC CL A CL A		5,386.84			6,058.00
GENESEE & WYO INC CL A CL A		260,161.08			474,341.40
GENIE ENERGY LTD CL B CL B		145.25			277.55
GENOMED INC COM		2,514.56			—
GENOMIC HEALTH INC COM		1,979.58			2,539.00
GENOMIC HEALTH INC COM		90,112.10			91,404.00
GENON ENERGY INC COM		575.42			388.89
GENOVA BIOTHERAPEUTICS INC COM STK		1,333.73			0.40
GEN-PROBE INC NEW COM		34,141.70			31,924.80
GEN-PROBE INC NEW COM		219,926.46			230,568.00
GENTEX CORP COM		50,913.01			64,474.84
GENTEX CORP COM		504,351.82			769,340.00
GENTIVA HEALTH SVCS INC COM		6,198.49			11,576.25
GENUINE PARTS CO COM		97,102.73			131,762.18
GENUINE PARTS CO COM		102,033.84			205,693.20
GENVEC INC COM NEW		486.06			256.30
GENWORTH FINL INC 4.95% DUE 10-01-2015		6,234.75			6,615.00
GENWORTH FINL INC 5.65% DUE 06-15-2012		4,585.27			5,012.50
GENWORTH FINL INC 6.5% DUE 06-15-2034		19,020.00			15,700.00
GENWORTH FINL INC 7.2% DUE 02-15-2021		2,985.67			2,698.19
GENWORTH FINL INC 7.7% DUE 06-15-2020		15,333.75			14,133.41
GENWORTH FINL INC COM CL A COM CL A		38,847.28			31,411.41
GENWORTH FINL INC COM CL A COM CL A		294,775.76			69,613.40
GENWORTH FINL INC SR NT 6.515% DUE 05-22-2018		46,925.00			46,000.00
GEO GROUP INC COM STK		39,815.54			65,325.00
GEOEYE INC COM STK		9,721.53			8,332.50
GEOGLOBAL RES INC COM		1,753.40			446.00
GEOKINETICS HLDGS 9.75% DUE 12-15-2014		49,431.25			31,500.00
GEOKINETICS INC COM PAR $0.01 COM PAR $0.01		9,536.95			2,150.00
GEOLOGIX EXPLORATIONS INC COM STK		400.95			476.00
GEOMET INC DEL COM		4,645.64			3,735.81
GEORGIA PAC CORP 8% DUE 01-15-2024		6,099.50			6,407.69
GEOVIC MNG CORP COM		92,142.20			6,995.52
GERON CORP COM		82,904.62			21,016.00
GERON CORP COM		70,222.57			44,252.00
GETINGE AB SER‘B’NPV		186,316.93			185,412.63
GETTY RLTY CORP NEW COM		1,406.95			1,395.00
GFI GROUP INC COM STK		8,601.79			3,525.85
GFI GROUP INC COM STK		36,062.82			33,372.00
GG US 08/20/11 P52.5		(291.20	)		—
GIBRALTAR INDS INC COM		4,150.25			6,980.00
GIBRALTAR PRIVATE BK & TR FLA CTF DEP DTD 07-31-2008 5.05 07-31-2015		25,000.00			27,656.25
GIC BANK OF AMERICA CONTRACT# 10-002 RATE 1.63% MTY 00/00/0000 SYNTHETIC		64,423,603.15			64,423,603.15
GIC MONUMENTAL CONTRACT# MDA01020TR RATE 3.08% MTY 00/00/0000 SYNTHETIC		69,530,565.66			69,530,565.66
GIC NATIXIS CONTRACT# 1703-01 RATE 1.62% MTY 00/00/0000 SYNTHETIC		64,407,841.55			64,407,841.55
GIC PRUDENTIAL CONTRACT#GA-62463 RATE 2.20% MAT 00/00/00		56,000,000.00			56,000,000.00
GIGAMEDIA LIMITED SHS		4,219.33			1,162.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
GILDAN ACTIVEWEAR INC COM		34,162.16			22,923.80
GILEAD SCIENCES INC		85,617.58			91,151.11
GILEAD SCIENCES INC		406,947.90			672,438.97
GILEAD SCIENCES INC		1,893,958.98			1,868,413.57
GIVAUDAN AG CHF10		276,454.46			294,417.30
GLACIER BANCORP INC NEW COM		1,456.90			1,203.00
GLACIER WTR TR I PFD STK SECS 9.0625%		12,458.95			12,125.00
GLADSTONE CAP CORP COM		70,165.03			52,198.07
GLADSTONE COML CORP COM STK		25,377.80			26,325.00
GLADSTONE INVT CORP COM STK		18,357.80			18,175.00
GLATFELTER		8,929.37			8,764.51
GLAXOSMITHKLINE 5.65% DUE 05-15-2018		129,920.70			156,468.91
GLAXOSMITHKLINE ORD GBP0.25		269,807.92			284,115.50
GLD US 02/18/12 C174		(1,849.98	)		(148.00	)
GLD US 06/16/12 C170		(3,605.40	)		(2,070.00	)
GLD US 06/16/12 P145		3,708.79			3,250.00
GLD US 06/29/12 C190		(1,581.50	)		(354.00	)
GLD US 09/17/11 C165		6,025.82			—
GLD US 11/19/11 C174		(2,702.36	)		—
GLD US 12/30/11 C169		(227.30	)		(1.00	)
GLDM SACHS BK SALT LAKE CY UT CTFDEP DTD01/30/08 ACT/365 SEMI ANNU DTD 4.4		15,000.00			17,044.80
GLIMCHER RLTY TR SH BEN INT SHS OF BENEFICIAL INTEREST USD0.01		24,579.11			29,486.00
GLOBAL 8 ENVIRONMENTAL TECHNOLOGIES INC COM STK		5,315.45			226.80
GLOBAL AIRCRAFT SOLUTIONS INC COM		6,212.95			—
GLOBAL BEVERAGE SOLUTIONS INC COM STK		44,157.27			148.00
GLOBAL CASH ACCESS HLDGS INC COM		593.50			333.75
GLOBAL CLEAN ENERGY HLDGS INC DEL COM STK		175,340.92			44,550.00
GLOBAL DEV & ENVIRONMENTAL RES INC COM		5,000.45			0.11
GLOBAL GEN TECHNOLOGIES INC COM		14,934.27			50.00
GLOBAL GEOPHYSICAL SERVICES COM		35,326.25			13,440.00
GLOBAL HSG GROUP COM STK		1,333.15			1.00
GLOBAL MARINE LTD COM		15,818.31			—
GLOBAL MINERALS LTD COM STK		15,457.85			12,130.20
GLOBAL PMTS INC COM		3,470.55			3,553.50
GLOBAL PMTS INC COM		551,162.85			506,966.00
GLOBAL RES CORP COM NEW STK		3,697.01			0.20
GLOBAL RESOURCE ENERGY INC COM NEW		1,251.90			7.00
GLOBAL ROAMING DISTR INC COM STK		3,508.95			4.00
GLOBAL SHIP LEASE INC CL A COM STK		100,813.65			50,299.90
GLOBAL WTR TECHNOLOGIES INC COM		489.90			6.00
GLOBALSTAR TELECOM STK USD1		32,113.30			—
GLOBE SPECIALTY METALS INC COM STK		37,823.14			25,204.34
GLU MOBILE INC COM		499.17			314.00
GLU MOBILE INC COM		47,990.39			45,530.00
GLW US 01/21/12 C16		(457.00	)		(12.00	)
GM US 01/21/12 C29		(246.75	)		(7.00	)
GMAC BK MIDVALE UTAH CTF DEP DTD 03/27/2009 3 27/03/2012		20,000.00			20,114.80
GMAC LLC NT 7.375 DUE DO NOT USE SEE SEC#1-002955		836.01			2,026.00
GMAC LLC PFD 7.35 CALLABLE 8/8/07 DUE 8/8/32		4,300.69			4,110.00
GMCR US 01/06/12 C48		(248.78	)		(255.00	)
GMCR US 11/11/11 C70		(522.29	)		—
GMX RES INC COM STK		128.42			62.50
GMX RES INC PFD SER B		48,140.75			36,908.20
GNC HLDGS INC GNC HOLDINGS INC		26,824.22			28,950.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058		291,014.03		286,699.46
GNMA 2011-H09 CL AF VAR 03-20-2061		97,869.52		96,925.97
GNMA FLTG RT .6109% DUE 10-20-2060		523,108.60		513,954.20
GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN		225,062.50		226,375.00
GNMA I SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY		531,875.00		536,328.00
GNMA II JUMBOS 4.5% 30 YEARS SETTLES JANUARY		761,687.50		762,343.40
GNMA II JUMBOS 5.5% 30 YEARS SETTLES JANUARY		783,546.88		784,765.80
GNMA II JUMBOS 6 30 YEARS SETTLES JAN		334,843.75		338,812.50
GNMA POOL #004772 5% 08-20-2040 BEO		2,185,682.24		2,265,494.71
GNMA POOL #004837 6% 10-20-2040 BEO		96,455.45		98,757.54
GNMA POOL #004855 5% 11-20-2040 BEO		258,142.22		265,811.33
GNMA POOL #004883 4.5% 12-20-2040 BEO		97,572.25		100,708.46
GNMA POOL #004946 4.5% 02-20-2041 BEO		96,845.53		99,958.38
GNMA POOL #004978 4.5% 03-20-2041 BEO		1,671,666.71		1,725,398.47
GNMA POOL #005017 4.5% 04-20-2041 BEO		99,034.20		102,217.42
GNMA POOL #459066 SER 2028 7.5% DUE 06-15-2028 REG		18,853.13		22,114.54
GNMA POOL #471901 SER 2028 7% DUE 05-15-2028 REG		2,259.53		2,701.87
GNMA POOL #486470 SER 2028 6.5% DUE 08-15-2028 REG		2,777.26		3,371.47
GNMA POOL #486516 SER 2028 6.5% DUE 09-15-2028 REG		3,820.29		4,614.14
GNMA POOL #662536 6% 08-15-2037 BEO		94,060.65		103,498.41
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG		92,207.54		98,370.69
GNMA POOL #733627 5% 05-15-2040 BEO		282,610.47		300,222.84
GNMA POOL #781001 SER 2029 7.5% DUE 03-15-2029 REG		6,979.36		8,194.20
GNMAII POOL #892994 FLTG RT 12-31-2040		100,563.33		101,082.61
GO SOLAR USA INC COM		13,601.80		101.40
GOCOM CORP COM		0.00		—
GOIP GLOBAL INC COM NEW STK		238.88		10.00
GOLAR LNG LIMITED		4,104.84		4,445.00
GOLAR LNG PARTNERS LP PARTNERSHIP UNITS		2,712.45		3,066.00
GOLD AMERN MNG CORP COM STK		1,501.72		83.97
GOLD BULLION DEV CORP COM		2,302.33		638.00
GOLD CANYON RES INC COM ISIN #CA38055D1050		10,077.84		7,198.37
GOLD RESOURCE CORP COM		236,499.48		239,604.54
GOLD STANDARD MINING CORP COM		1,866.00		70.00
GOLDCORP INC NEW COM		813,850.18		745,479.75
GOLDEN APPLE OIL & GAS INC COM		1,482.95		0.10
GOLDEN EAGLE INTL INC COM NEW STK		294.02		1.28
GOLDEN GOLIATH RES LTD COM STK		55,142.48		19,872.00
GOLDEN MINERALS CO COM GOLDEN MINERALS CO		9,026.25		4,212.25
GOLDEN QUEEN MNG CO LTD COM		41,862.60		36,111.18
GOLDEN STAR RES LTD CDA COM		26,061.06		19,800.00
GOLDEN VY MINES LTD COM		6,085.70		3,195.00
GOLDLAND HOLDINGS CO COMMON STOCK		70,272.88		39,588.75
GOLDMAN SACHS 3.625% DUE 08-01-2012		20,452.20		20,120.48
GOLDMAN SACHS 3.625% DUE 08-01-2012		3,034.20		3,020.49
GOLDMAN SACHS 4% DUE 12-15-2015		10,000.00		9,888.94
GOLDMAN SACHS 5.3% DUE 02-14-2012		10,522.60		10,033.60
GOLDMAN SACHS 5.45% DUE 11-01-2012		42,497.70		40,679.16
GOLDMAN SACHS 5.45% DUE 11-01-2012		2,154.80		2,039.02
GOLDMAN SACHS 5.95% DUE 01-18-2018		4,782.50		5,106.94
GOLDMAN SACHS 6 DUE 06-15-2020		185,029.60		174,141.54
GOLDMAN SACHS 6% DUE 05-01-2014		119,914.80		124,561.68
GOLDMAN SACHS 6.25% DUE 02-01-2041		210,296.10		206,016.09
GOLDMAN SACHS 6.6% DUE 01-15-2012		21,438.00		20,026.40


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
GOLDMAN SACHS BK 2.05% DUE 11-30-2016		3,000.00			2,981.94
GOLDMAN SACHS BK SALT LAKE CITY UTAH CTFDEP DTD 10/15/08 ACT/365 SEMI ANNU 5		20,000.00			21,366.40
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP ACT/365 SEMI-ANNU 5.15 10-01-2015		10,000.00			10,842.70
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP DTD 10/08/2008 SA 5 10-08-2013		190,000.00			202,887.70
GOLDMAN SACHS BK USA SALT LAKE CY UT DTD01-16-2008 5 01-16-2018		30,000.00			34,323.30
GOLDMAN SACHS BK USA SALT LAKE CY UT DTD02-27-2008 5 02-27-2018		25,000.00			28,349.50
GOLDMAN SACHS BK USA SALT LAKE CY UT CTFDEP S/A DTD10-22-2008 5.35 10-22-2018		15,000.00			17,379.90
GOLDMAN SACHS BK USA YORK CTF DEP DTD 03-19-2008 4.75 03-19-2018		10,000.00			11,419.20
GOLDMAN SACHS BK USA YORK CTF DEP DTD 07-30-2008 5.15 07-30-2015		45,000.00			49,913.55
GOLDMAN SACHS BK USA YORK CTF DEP DTD 10-24-2007 5.2 10-24-2014		10,000.00			10,994.10
GOLDMAN SACHS BK USA YORK CTF DEP DTD 12-05-2007 5.15 12-05-2017		10,000.00			11,409.20
GOLDMAN SACHS DEP SHS REPSTG 1/1000TH PFD SER B		7,513.16			7,397.16
GOLDMAN SACHS GROUP 6.6 15 JAN 2012 FOR ACCT#26-05354		2,130.02			2,002.51
GOLDMAN SACHS GROUP INC 5.5 DUE 11-15-2014 BEO		20,032.76			20,580.62
GOLDMAN SACHS GROUP INC BOND 5.25 DUE 10-15-2013 BEO		31,831.30			30,610.02
GOLDMAN SACHS GROUP INC COM		1,034,631.39			656,431.37
GOLDMAN SACHS GROUP INC COM		1,157,784.00			973,298.09
GOLDMAN SACHS GROUP INC COM		1,159,670.09			758,345.98
GOLDMAN SACHS GROUP INC COM		1,247,414.41			782,219.50
GOLDMAN SACHS GROUP INC COM STK FOR ONLYACCT#22-81755		748,718.37			575,609.93
GOLDMAN SACHS GROUP INC DEP SHS REPSTG 1/1000 PFD SER D FLTG		2,238.02			1,718.00
GOLDMAN SACHS GROUP INC DEPOSITARY SH REPSTG 1/1000TH PFD SER A		4,842.92			5,001.00
GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGOLDMAN SACHS GP 5.625 DUE 011517		94,475.15			93,122.61
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS 08/05/2010 5 DUE 08-15-22		2,000.00			1,948.40
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS 4.2 DUE 11-15-2017		2,000.00			2,018.48
GOLDMAN SACHS GROUP INC MTN 7.5% DUE 02-15-2019		340,897.90			320,278.61
GOLDMAN SACHS GROUP INC MTN 7.5% DUE 02-15-2019		2,217.62			2,221.72
GOLDMAN SACHS GROUP INC NT 4% DUE 03-24-2025/03-24-2012		9,805.00			9,865.01
GOLDMAN SACHS GROUP INC NT 4.75 DUE 07-15-2013BEO		10,428.10			10,132.26
GOLDMAN SACHS USA SALT LAKE CY UT CTFDEP04/02/2008 ACT/365 SEMI 4.75 04-02-18		10,000.00			10,552.20
GOLDSANDS DEV CO COM		12,130.47			325.39
GOODRICH CORPORATION		10,236.20			15,499.96
GOODRICH CORPORATION		99,322.46			340,917.20
GOODYEAR TIRE & 7% DUE 03-15-2028		4,913.00			4,712.50
GOODYEAR TIRE & RUBBER CO COM		153,474.89			168,736.36
GOODYEAR TIRE & RUBBER CO COM		132,907.06			73,698.17
GOOG US 01/06/12 C650		(287.29	)		(340.00	)
GOOG US 01/21/12 C640		(1,862.26	)		(2,460.00	)
GOOG US 01/21/12 P590		757.70			400.00
GOOGLE INC 3.625% DUE 05-19-2021		26,769.00			27,340.98
GOOGLE INC CL A CL A		3,386,353.66			3,900,590.10
GOOGLE INC CL A CL A		2,320,011.76			3,536,948.40
GOOGLE INC CL A CL A		1,083,942.09			1,401,603.00
GOOGLE INC CL A CL A		1,912,315.37			2,333,636.70
GOOGLE INC CL A CL A		1,347,354.04			1,708,405.50
GOOGLE INC CL A CL A		1,307,661.30			1,550,160.00
GORO US 01/21/12 C22.5		(2,220.26	)		(1,050.00	)
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT		37,657.37			34,791.62
GOWEST GOLD LTD COM		3,286.80			2,087.00
GPRO US 01/21/12 C60		(161.53	)		(260.00	)
GPS INDS INC COM STK		49,699.12			205.67
GRACE W R & CO DEL NEW COM STK		324,649.27			353,584.00
GRACE W R & CO DEL NEW COM STK		473,376.46			546,448.00
GRACE W R & CO DEL NEW COM STK		4,336.95			4,592.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
GRACE W R & CO DEL NEW COM STK		161,091.06			255,682.56
GRACO INC COM		2,650.00			2,464.00
GRACO INC COM		1,018,668.97			1,185,810.00
GRAFTECH INTL LTD COM		2,447.98			1,774.50
GRAFTECH INTL LTD COM		675,479.60			612,352.65
GRAHAM CORP COM STK		11,279.48			11,220.00
GRAINGER W W INC COM		17,806.23			18,719.00
GRAINGER W W INC COM		50,791.64			217,140.40
GRAMERCY CAP CORP COM STK		1,470.59			1,297.11
GRAN COLOMBIA GOLD CORP WT EXP NEW CONTRA EXP 8/24/2015		2,283.30			334.84
GRAN TIERRA ENERGY INC COM		7,596.95			4,800.00
GRAND CANYON ED INC COM STK		143,733.30			145,236.00
GRANITE CONST INC COM		11,011.72			7,116.00
GRANITE CONST INC COM		478,414.26			472,929.36
GRAPHIC PACKAGING HLDG CO COM STK		5,051.75			4,260.00
GRAPHICS TECHNOLOGIES INC COM		4,311.15			1.00
GRAY PUBG & MEDIA INC DEL COM		0.50			—
GRAYSTONE PK ENTERPRISES INC COM		217.48			—
GREAT ATLANTIC & PAC TEA INC 6.75% DUE 12-15-2012/12-15-2011 BEO		11,212.00			220.00
GREAT BASIN GOLD LTD COM STK		4,841.83			3,234.05
GREAT LAKES DREDGE & DOCK CORP NEW COM		10,213.13			7,506.00
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT		14,166.47			14,988.47
GREAT PANTHER SILVER LTD		390,928.47			242,757.45
GREAT PLAINS CORP UNIT		57,695.08			62,385.46
GREAT PLAINS ENERGY INC COM		9,925.57			11,212.49
GREAT WESTN MINERALS GROUP LTD COM		472,480.07			289,897.72
GREATBATCH INC COM		48,555.07			41,990.00
GREEN BRDG TECHNOLOGIES INTL INC COM		0.00			10.00
GREEN DOT CORP COM STK		5,783.05			3,122.00
GREEN DOT CORP COM STK		311,976.79			290,346.00
GREEN EARTH TECHNOLOGIES INC COM STK		61,097.19			31,050.00
GREEN ENVIROTECH HLDGS CORP COM		766.95			500.00
GREEN MTN COFFEE ROASTERS		127,131.16			106,339.35
GREEN MTN COFFEE ROASTERS		184,913.72			94,185.00
GREEN REVERSE STOCK SPLIT GREEN TECHNOLOGY 2F1QA31 1/10/2012		3,062.80			27.61
GREEN ST ENERGY INC COM		1,322.38			0.76
GREEN STAR ALTERNATIVE ENERGY INC COM NEW STK		58.25			0.37
GREEN STAR PRODS INC COM		1,419.08			275.00
GREENHOUSE HLDGS INC COM		776.95			70.00
GREENLAND MINERALS NPV		536.93			466.50
GREENSHIFT CORP NEW COM		0.00			0.06
GREENSTONE HLDGS INC COM NEW STK		9,584.95			—
GREIF INC		22,661.64			23,378.96
GREIF INC.		31,319.37			22,775.00
GREIF INC.		255,783.13			359,845.00
GRIFCO INC COM		348.49			1.80
GRIFOLS INC 8.25 DUE 02-01-2018		20,000.00			21,000.00
GROUP 1 AUTOMOTIVE INC COM		5,364.45			6,734.00
GROUP 1 AUTOMOTIVE INC COM		55,526.13			56,980.00
GROUP 1 AUTOMOTIVE INC COM		285,028.26			321,160.00
GROUPE CGI INC CL A SUB VTG CL A SUB VTG		7,625.63			7,163.00
GROUPON INC		132,591.63			99,849.20
GS US 01/06/12 C95		(97.53	)		(98.00	)
GS US 01/21/12 C115		(1,331.14	)		(10.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
GSAA HOME EQUITY TR 2007 7 SR AST BACKEDCTF CL A 4 VAR RATE 07-25-2037 REG		174,487.50		158,331.24
GSE SYS INC COM STK		11,147.13		4,875.00
GSV CAP CORP COM		22,372.90		20,925.00
GT ADVANCED TECHNOLOGIES INC COM USD0.01		37,292.42		25,202.44
GTX CORP COM STK		159.30		71.82
GTX INC DEL COM		15,610.30		12,432.00
GUANGDONG INVT LTD COM		2,161.85		2,425.60
GUANWEI RECYCLING CORP COM		6,226.15		1,762.18
GUARD DOG INC CL A		4,076.27		150.00
GUESS INC COM		4,643.27		2,982.00
GUESS INC COM		621,176.82		445,361.70
GUGGENHEIM FUNDS DISTRIBUTORS INC		23,225.81		20,092.22
GUGGENHEIM FUNDS DISTRIBUTORS INC		3,429.95		4,106.00
GUGGENHEIM FUNDS DISTRIBUTORS INC		103,354.37		66,844.29
GUGGENHEIM FUNDS REV STK SPLIT CLAYMORE EXCHANGE 2H17A21 2/15/2012		14,900.75		4,446.00
GUIDE EXPL LTD CL A		18,549.28		13,914.90
GULF ALTERNATIVE ENERGY CORP COM		8,214.31		0.04
GULF KEYSTONE PETROLEUM COM USD0.01		50,977.36		74,607.17
GULF RES INC COM PAR $0.0005 COM PAR $0.0005		17,287.88		7,276.35
GULFMARK OFFSHORE INC CL A NEW USD0.01 CLASS A		7,897.54		8,402.00
GULFMARK OFFSHORE INC CL A NEW USD0.01 CLASS A		90,821.25		105,025.00
GULFMARK OFFSHORE INC CL A NEW USD0.01 CLASS A		121,752.44		121,829.00
GULFPORT ENERGY CORP COM NEW COM NEW		75,337.88		74,214.00
GUYANA FRONTIER MNG CORP COM		25,326.90		9,231.00
H J HEINZ		701,890.90		790,482.00
H J HEINZ		227,052.80		376,604.76
H QUOTIENT INC COM STK		72.95		—
HAIN CELESTIAL GROUP INC COM		39,425.37		38,493.00
HALF MOON BAY CAL JUDGMENT OBLG TAXABLE B-BUILD AMER BDS 8.625 8-1-39 REG		16,185.75		17,222.55
HALLIBURTON CO COM		857,238.19		745,233.52
HALLIBURTON CO COM		379,979.23		693,064.33
HALLIBURTON CO COM		395,720.23		369,257.00
HALOZYME THERAPEUTICS INC COM		98,091.92		110,316.00
HANCOCK HLDG CO COM		7,436.76		5,722.63
HANDLEMAN CO COM		4,272.46		60.00
HANESBRANDS INC 6.375% DUE 12-15-2020		5,088.00		5,087.50
HANESBRANDS INC COM STK		645,791.48		467,804.00
HANESBRANDS INC COM STK		2,234.34		2,382.74
HANFENG EVERGREEN INC COM		2,501.75		812.10
HANG LUNG PROPERTIES HKD1		616,934.99		458,090.23
HANGER ORTHOPEDIC GROUP COM NEW		3,475.52		2,523.15
HANNOVER RUECKVERS ORD NPV(REGD)		127,396.40		133,283.93
HANSEN MED INC COM STK		336,353.33		167,893.50
HANSEN NAT CORP NAME CHANGE MONSTER BEVERAGE CORP 2F1EAU1 01/09/2012		112,947.91		120,795.54
HANSEN NAT CORP NAME CHANGE MONSTER BEVERAGE CORP 2F1EAU1 01/09/2012		423,702.21		681,836.00
HANWHA SOLARONE CO LTD SPONSORED ADR		8,088.07		1,862.22
HARBOR BIOSCIENCES INC COM NEW COM NEW		5,611.20		273.00
HARLEY DAVIDSON COM USD0.01		140,363.88		160,144.64
HARLEY DAVIDSON COM USD0.01		189,528.50		199,286.49
HARMAN INTL INDS INC NEW COM STK USD0.01		51,710.85		47,550.00
HARMAN INTL INDS INC NEW COM STK USD0.01		146,843.26		171,180.00
HARMAN INTL INDS INC NEW COM STK USD0.01		454,212.95		505,932.00
HARMAN INTL INDS INC NEW COM STK USD0.01		126,184.50		55,119.96
HARMONIC INC COM		56,906.65		41,605.20


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
HARRAHS OPER INC 5.75% DUE 10-01-2017		18,148.96			9,687.50
HARRIS CORP COM		42,854.55			43,312.29
HARRIS CORP COM		115,132.26			94,641.04
HARRIS CORP COM		571,208.21			455,906.00
HARRIS CORP COM		261,797.45			273,904.00
HARSCO CORP COM		3,812.05			2,058.00
HARSCO CORP COM		412,957.88			335,454.00
HARTFORD FINL SVCS GROUP INC		21,236.95			20,751.90
HARTFORD FINL SVCS GROUP INC COM		81,218.85			58,521.83
HARTFORD FINL SVCS GROUP INC COM		356,558.35			159,006.25
HARTFORD FINL SVCS GROUP INC COM		1,108,992.96			884,000.00
HARTFORD FINL SVCS GROUP INC COM		1,208,313.67			828,750.00
HARVEST NAT RES INC COM		6,418.82			4,804.38
HASBRO INC COM		35,827.94			27,133.87
HASBRO INC COM		301,076.84			265,005.90
HASBRO INC COM		56,604.94			83,679.36
HASTINGS ENTMT INC COM		1,321.02			240.00
HATHOR EXPL LTD COM		8,997.13			11,034.00
HATTERAS FINL CORP COM REIT		66,036.02			64,269.15
HAUPPAUGE DIGITAL INC COM		2,521.07			600.00
HAWAIIAN ELEC INDS INC COM		33,520.61			39,368.72
HAWAIIAN HLDGS INC COM		261,653.58			306,240.00
HAWAIIAN HLDGS INC COM		93,795.76			103,240.00
HAWAIIAN HLDGS INC COM		96,862.52			100,340.00
HAWKER BEECHCRAFT 9.75% DUE 04-01-2017		19,404.17			1,750.00
HAYNES INTL INC COM NEW COM NEW		8,535.25			5,716.02
HAYS PLC ORD GBP0.01		222,430.18			131,172.61
HCA HLDGS INC COM		16,095.45			11,675.90
HCA INC 6.25% DUE 02-15-2013		20,349.75			20,400.00
HCA INC 7.5% DUE 11-06-2033		9,389.10			9,000.00
HCA INC 7.5% DUE 11-06-2033		19,964.47			17,300.00
HCC INS HLDGS INC COM		10,912.97			9,625.00
HCC INS HLDGS INC COM		395,128.53			375,375.00
HCN US 01/21/12 C50		(391.52	)		(960.00	)
HCP INC COM REIT		290,773.39			367,235.52
HCP INC COM REIT		8,059.49			9,965.09
HEADSUP ENTMT INTL INC COM		88.95			40.40
HEADWATERS INC COM		33,822.56			35,298.00
HEALTH CARE REIT INC COM		169,361.51			220,846.50
HEALTH CARE REIT INC COM		169,252.91			205,423.92
HEALTH CARE REIT INC PFD SER D 7.875% PFD SER D 7.875%		32,562.51			32,237.72
HEALTH NET INC COM		8,053.17			9,126.00
HEALTH NET INC COM		168,324.75			167,310.00
HEALTH NET INC COM		560,732.28			676,845.00
HEALTHCARE RLTY TR		56,542.75			44,011.51
HEALTHCARE SVCS GROUP INC COM		10,765.01			13,704.17
HEALTHCARE SVCS GROUP INC COM		137,352.97			134,974.70
HEALTHMED SVCS LTD COM PAR $.001 COM PAR$.001		12,835.78			198.00
HEALTHSOUTH CORP COM NEW STK		2,559.95			1,767.00
HEALTHSPRING INC CASH MERGER 1/30/2012		52,669.48			66,593.34
HEALTHSPRING INC CASH MERGER 1/30/2012		185,941.00			275,427.00
HEAR ATLAST HLDGS INC COM STK		131,120.23			914.54
HEARTLAND EXPRESS INC COM		3,436.00			3,000.90
HEARTLAND PMT SYS INC COM STK		142,208.20			198,534.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
HEARTLAND PMT SYS INC COM STK		12,135.07			15,834.00
HEARTLAND PMT SYS INC COM STK		753,216.80			1,113,252.00
HEARTWARE INTL INC COM COM		5,481.95			5,175.00
HECKMANN CORP COM STK		23,382.58			25,602.50
HECLA MNG CO COM		403,105.00			286,678.13
HEELYS INC COM		225.86			133.20
HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023		3,563.96			2,373.48
HEINEKEN HOLDING EUR1.6 A		104,426.22			105,218.44
HEINEKEN NV EUR1.60		1,247,411.23			1,094,353.41
HELI ELECTRONICS CORP COM NEW		2,475.39			0.10
HELIX ENERGY SOLUTIONS GROUP INC COM STK		28,956.13			28,440.00
HELIX ENERGY SOLUTIONS GROUP INC COM STK		429,852.90			391,840.00
HELLIX VENTURES INC COM		1,101.13			1,288.40
HELMERICH & PAYNE INC COM		28,218.54			31,211.75
HELMERICH & PAYNE INC COM		120,614.72			122,556.00
HELMERICH & PAYNE INC COM		158,735.40			175,080.00
HELMERICH & PAYNE INC COM		91,179.27			132,185.40
HELMERICH & PAYNE INC COM		816,704.48			793,696.00
HELVETIA HOLDING CHF0.10		778,295.93			753,728.72
HEMISPHERX BIOPHARMA INC COM		36,321.16			15,783.59
HEMIWEDGE INDUSTRIES INC COM STK		6,877.00			—
HENNES & MAURITZ SER‘B’NPV		288,201.85			289,390.12
HENNES & MAURITZ SER‘B’NPV		354,192.13			373,892.03
HENRY JACK & ASSOC INC COM		3,500.28			5,041.50
HENRY JACK & ASSOC INC COM		208,690.01			295,095.80
HERBALIFE LTD COM STK		26,759.44			24,284.90
HERBALIFE LTD COM STK		404,257.10			511,533.00
HERCULES OFFSHORE INC COM STK		46,713.51			42,610.68
HERCULES TECHNOLOGY GROWTH CAP INC COM		19,173.44			25,319.48
HERITAGE WORLDWIDE INC COM		596.86			0.51
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM		71,075.88			85,410.37
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM		350,162.05			389,214.00
HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/2005 COM		87,325.97			203,503.32
HESS CORP COM STK		335,977.52			304,026.99
HESS CORP COM STK		334,472.40			255,600.00
HESS CORP COM STK		110,921.36			122,404.00
HESS CORP COM STK		229,685.82			371,869.60
HESS CORP COM STK		960,688.45			900,166.40
HESS CORP NT 8.125 DUE 02-15-2019 REG		61,187.70			77,019.78
HEWLETT PACKARD CO COM		355,142.56			315,862.75
HEWLETT PACKARD CO COM		825,700.89			610,512.00
HEWLETT PACKARD CO COM		93,552.63			57,779.68
HEWLETT PACKARD CO COM		1,032,030.20			1,116,824.80
HEXCEL CORP NEW COM		336,265.64			365,813.10
HEXCEL CORP NEW COM		38,274.54			38,736.00
HFF INC CL A CL A		1,179.22			1,033.00
HFF INC CL A CL A		12,084.05			11,363.00
HHC US 01/21/12 C50		(86.30	)		(30.00	)
HHGREGG INC COM STK		4,237.73			4,335.00
HIBBETT SPORTS INC COM STK		14,344.30			17,394.30
HICKORY TECH CORP COM		5,094.32			4,764.40
HIENERGY TECHNOLOGIES INC COM		26,581.54			—
HIGHLINE TECHNICAL INNOVATIONS INC COM		6,370.50			0.14
HILL INTL INC COM		18,110.82			20,560.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
HILL ROM HLDGS INC COM STK		153,361.82			185,295.00
HILLENBRAND INC COM STK		27,935.02			29,108.08
HILLTOP HLDGS INC COM STK		5,648.05			4,816.50
HILLTOP HLDGS INC COM STK		43,201.59			43,095.00
HINO MOTORS Y50		147,279.40			169,887.13
HIRE INTL INC COM STOCK		182.22			40.00
HISOFT TECHNOLOGY INT-ADR		1,557.59			923.00
HISPANIC T V NETWORK INC COM		1,082.47			—
HI-TECH PHARMACAL INC COM		25,432.93			27,845.24
HITOR GROUP INC COM NEW COM		15,906.95			2,100.00
HITTITE MICROWAVE CORP COM STK		4,089.15			3,209.70
HKN INC COM STK		11,736.60			2,234.37
HL US 01/19/13 C5 COM STK CALL OPT		(13,777.99	)		(4,050.00	)
HL US 01/19/13 C7.5 COM STK CALL OPT		(3,292.35	)		(610.00	)
HL US 01/21/12 C6		(2,099.95	)		(200.00	)
HLTH MGMT ASSOC INC NEW CL A COM		11,061.85			10,119.01
HLTH MGMT ASSOC INC NEW CL A COM		198,839.94			153,296.00
HMS HLDGS CORP COM		25,381.39			26,671.32
HOKU CORP COM		3,046.95			1,140.00
HOLLOMAN ENERGY CORP COM		78,395.55			20,520.00
HOLLY ENERGY PARTNERS L P		10,473.98			11,026.11
HOLLYFRONTIER CORP COM		753,983.63			528,840.00
HOLLYFRONTIER CORP COM		313,777.71			283,234.63
HOLLYFRONTIER CORP COM		842,528.99			657,446.40
HOLOGIC INC COM		32,907.04			29,767.00
HOLOGIC INC COM		349,035.45			362,457.00
HOLOGIC INC COM		270,909.63			295,919.00
HOLX US 01/21/12 C19		(27.30	)		(14.00	)
HOME DEPOT INC COM		335,303.50			427,296.38
HOME DEPOT INC COM		781,625.61			1,413,805.20
HOME DEPOT INC COM		576,512.42			805,066.00
HOME FED BANCORP INC MD COM STK		2,606.95			2,600.00
HOME RETAIL GROUP ORD GBP0.10		204,521.28			70,116.30
HOME SOLUTIONS AMER INC COM STK		1,408.62			—
HOMEAWAY INC		1,645.48			930.00
HOMELAND SAFETY INTL INC COM STK		3,344.23			0.20
HON HAI PRECISION TWD10		337,625.80			290,214.34
HON US 01/21/12 C57.5		(305.45	)		(230.00	)
HONDA MOTOR CO NPV		512,692.33			393,525.94
HONDA MOTOR CO NPV		551,072.09			497,245.96
HONEYWELL INTL INC COM STK		267,080.11			277,244.00
HONEYWELL INTL INC COM STK		412,367.46			517,412.00
HONEYWELL INTL INC COM STK		512,475.64			925,634.85
HONEYWELL INTL INC COM STK		979,686.08			1,114,175.00
HONEYWELL INTL INC SR NT 3.875 DUE 02-15-2014 BEO		41,788.52			42,581.12
Hong Kong dollar		193.35			193.35
Hong Kong dollar		33.84			0.30
Hong Kong dollar		16,221.96			16,221.96
Hong Kong dollar		121.44			121.44
Hong Kong dollar		20,601.04			20,601.04
Hong Kong dollar		4,810.41			4,813.88
Hong Kong dollar		2,800.45			2,800.45
Hong Kong dollar		(52.35	)		(52.35	)
Hong Kong dollar		(36.38	)		(36.38	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Hong Kong dollar		(38.46	)		(38.46	)
Hong Kong dollar		(12,975.33	)		(12,975.33	)
Hong Kong dollar		(14,361.29	)		(14,370.94	)
Hong Kong dollar		(69,634.05	)		(69,684.29	)
HOOPER HOLMES INC COM		715.36			600.00
HORIYOSHI REV STOCK SPLIT HORIYOSHI WORLDWIDE 2F17AR1 1/27/2012		241.31			5.50
HORIZON LINES INC COM NEW COM NEW		9,566.25			870.00
HORIZON PHARMA INC COM		1,605.15			800.00
HORMEL FOODS CORP COM		20,978.35			24,598.76
HORMEL FOODS CORP COM		45,270.16			84,530.94
HORNBECK OFFSHORE SVCS INC NEW COM		171,373.58			151,998.00
HORNBECK OFFSHORE SVCS INC NEW COM		233,889.00			232,650.00
HORNE INTL INC COM STK		2,185.44			239.84
HORSEHEAD HLDG CORP COM STK		35,318.12			27,030.00
HOSPIRA INC COM		91,292.03			109,483.85
HOSPITALITY PPTYS TR COM SH BEN INT		404,790.54			461,898.00
HOSPITALITY PPTYS TR COM SH BEN INT		129,829.56			135,582.00
HOSPITALITY PPTYS TR COM SH BEN INT		633,215.37			646,887.00
HOSPITALITY PPTYS TR COM SH BEN INT		35,051.32			39,166.08
HOSPITALITY PPTYS TR PFD SER C 7.00%		1,424.63			2,476.00
HOST HOTELS & 9% DUE 05-15-2017		5,675.50			5,437.50
HOST HOTELS & RESORTS INC REIT		306,431.72			226,719.50
HOST HOTELS & RESORTS INC REIT		657.34			954.58
HOT TOPIC INC COM		684.42			706.91
HOT TOPIC INC COM		152,277.28			148,064.00
HOT TOPIC INC COM		222,433.52			179,792.00
HOT US 05/19/12 C57.5		(216.30	)		(175.00	)
HOUSTON WIRE & CABLE CO COM STK		3,518.15			4,146.00
HOVNANIAN ENTERPRISES INC CL A		89,592.16			68,244.25
HOWARD HUGHES CORP COM STOCK		18,231.61			18,418.89
HOYA CORP NPV		488,485.45			404,974.75
HOYA CORP NPV		371,952.33			342,505.24
HPQ US 01/19/13 C27		(264.29	)		(360.00	)
HPQ US 01/19/13 C35		(194.30	)		(125.00	)
HRPT PPTYS TR 6.95% DUE 04-01-2012		8,666.10			10,000.00
HSBC CAP FDG DLR 2 L P PERP PFD SECS 144A DUE 12-29-2049/06-27-2013 BEO		45,000.00			41,377.14
HSBC FIN CORP 6.676% DUE 01-15-2021		249,783.42			258,599.25
HSBC FIN CORP HSBC FIN INTERNOTES BOOK ENTRY MTN 5.25% DUE 07-15-2014		2,000.00			2,091.47
HSBC FIN CORP HSBC FIN INTERNOTES BOOK ETRANCHE # TR 00421 5.75 DUE 08-15-2012		4,197.92			4,072.59
HSBC FIN CORP HSBC FIN INTERNOTES BOOK ETRANCHE # TR 00435 4.5 DUE 02-15-2012		3,104.80			3,007.59
HSBC FIN CORP HSBC FIN INTERNOTES TR# TR00462 5.5 DUE 02-15-2013		5,305.00			5,155.58
HSBC FINANCE CORP 6.375 NTS 27/11/12 USD1000		14,904.90			15,428.10
HSBC FINANCE CORPORATION CRP HI 7 DUE 05-15-2012 BEO		35,201.07			35,652.58
HSBC HLDGS ORD USD0.50(UK REG)		1,642,579.88			1,205,636.25
HSBC HLDGS ORD USD0.50(UK REG)		1,469,617.77			1,050,230.42
HSBC HLDGS PLC PERP SUB CAP SECS EXCH PREF SHS SER 2		5,426.95			5,212.00
HSTN AMERN ENERGY CORP COM		15,446.90			15,847.00
HTC CORPORATION TWD10		255,412.98			137,057.04
HUB GROUP INC CL A		29,423.85			29,187.00
HUB GROUP INC CL A		348,972.54			346,676.70
HUBBELL INC CL B COM		1,463.71			2,406.96
HUDSON CITY BANCORP INC COM STK		82,139.62			65,753.12
HUDSON CITY BANCORP INC COM STK		156,516.36			71,500.00
HUDSON PACIFIC PROPERTIES INC COM		4,553.76			4,248.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
HUDSON RESOURCES I COM NPV		45,819.87			18,000.00
HUGOTON RTY TR TEX UNIT BEN INT HUGOTON RTY TR UNITS		73,139.36			63,556.04
HUMAN GENOME SCIENCES INC COM		61,283.45			32,220.40
HUMANA INC COM		368,035.73			446,811.00
HUMANA INC COM		105,674.61			318,287.13
HUMANA INC COM		122,954.35			137,321.53
HUMATECH INC COM		1,117.40			15.00
HUMITECH INTL GROUP INC NEW COM		764.83			—
HUNT GOLD CORP COM STK		0.07			—
HUNT J B TRANS SVCS INC COM		261,484.01			292,955.00
HUNTINGTON BANCSHARES INC COM		58,733.83			53,380.98
HUNTINGTON BANCSHARES INC COM		209,248.64			102,163.41
HUNTINGTON INGALLS INDS INC COM		6,183.50			4,660.72
HUNTINGTON INGALLS INDS INC COM		33,735.16			32,969.12
HUNTINGTON PFD CAP INC EXCH PREP PFD SECS CL C		9,429.40			8,596.50
HUNTSMAN CORP COM STK		70,627.29			60,050.00
HUNTSMAN CORP COM STK		549,475.48			515,000.00
HURON CONSULTING GROUP INC COM STK		3,024.64			3,874.00
HURON CONSULTING GROUP INC COM STK		157,076.72			178,204.00
HURON CONSULTING GROUP INC COM STK		499,693.72			631,462.00
HUSKY ENERGY INC COM		4,526.94			3,600.03
HYATT HOTELS CORP COM CL A COM CL A		1,835.50			1,882.00
HYATT HOTELS CORP COM CL A COM CL A		82,715.36			82,808.00
HYBRID FUELS INC COM STK		7,484.30			2,002.00
HYDROGEN HYBRID TECHNOLOGIES INC COM STK		7,073.90			0.30
HYDROGENETICS INC COM		1,372.35			45.00
HYDRO-QUEBEC GTD GLOBAL NT 2% DUE 06-30-2016 REG		889,830.90			908,546.71
HYFLUX HYFLUX LTD SHS		8,587.54			6,272.78
HYPERDYNAMICS CORP COM		93,252.48			75,337.50
HYPERTENSION DIAGNOSTICS INC COM		7,932.85			2,550.00
HYUNDAI MOTOR CO KRW5000		221,986.38			213,554.69
I D SYS INC DEL COM		5,039.95			4,730.00
I SH MSCI AUSTRIA INVESTABLE MKT INDEX FD		12,077.29			8,167.77
I/O CMO DBUBS 2011-LC3 MTG TR 08-10-2044BEO		24,401.94			22,240.69
I/O CMO GNMA MTG PASS THRU CTF 4 CL SA 02-16-2036 REG		81,443.70			72,646.96
I/O CMO WF-RBS COML MTG TR 2011-C2 COML MTG PASSTHRU CTF CL X-A 144A 02-15-2044		28,045.77			26,609.58
I/O FHLMC MULTICLASS 1.7432% 10-25-2021		33,510.25			33,777.71
I/O FHLMC MULTICLASS FHMS K006 AX1 VAR RT 01-25-2020		21,294.69			19,713.48
I/O FHLMC MULTICLASS FHMS K007 X1 VAR RT04-25-2020		51,395.10			47,844.93
I/O FHLMC MULTICLASS FHMS K008 X1 VAR RT06-25-2020		86,955.93			82,921.12
I/O FHLMC MULTICLASS FHMS K702 X1 VAR RT02-25-2018		124,537.54			114,199.74
I/O FHLMC MULTICLASS FHMS K703 X1 05-25-2018 VAR		68,338.48			67,015.66
I/O FHLMC MULTICLASS MTG PARTN CTFS GTD VAR 04-25-2021		19,356.51			18,705.85
I/O FHLMC MULTICLASS SER K015 X1 FLTG RT07-25-2021		54,095.52			54,175.20
I/O FHLMC MULTICLASS SER K704 CL X1 VAR RT DUE 08-25-2018		55,158.24			54,661.21
I/O FHLMC MULTIFAMILY STRUCTURED PASS THRO VAR RT K009 X1 DUE 08-25-2020		39,439.32			35,821.98
I/O GNMA 2011-140 CL SC 10-16-2041		96,470.12			99,556.00
I/O GNMA REMIC SER 2006-47 CL SA FLT RT 08-16-2036		48,736.42			53,014.39
IAC / INTERACTIVECORP COM PAR $.001 STK		3,602.12			4,260.00
IAC / INTERACTIVECORP COM PAR $.001 STK		309,928.32			332,280.00
IAC / INTERACTIVECORP COM PAR $.001 STK		485,055.82			502,680.00
IAG US 01/21/12 C16		(214.26	)		(250.00	)
IAG US 01/21/12 C20		(339.25	)		(15.00	)
IAMGOLD CORP COM STK		59,371.27			49,214.25


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
IBC ADVANCED ALLOY COM NPV		26,463.36			22,348.00
IBERIABANK CORP COM		3,506.15			2,958.00
IBERIABANK CORP COM		1,073,947.27			921,910.00
IBERIABANK LAFAYETTE LA CTF DEP DTD 01-15-2010 3.8 01-15-2020		10,000.00			10,619.20
IBI GROUP INC COM STOCK		0.00			—
IBIO INC COM		3,283.95			937.90
IBIZ TECH CORP COM NEW		4,825.81			—
IC POTASH CORP COM		17,527.14			10,647.00
ICICI BK LTD SUB NT 144A DUE 04-30-2022/04-30-2017 BEO		121,958.54			106,140.00
ICL-ISRAEL CHEM ILS1		63,425.71			40,577.93
ICONIX BRAND GROUP INC COM		10,514.70			7,819.20
ICU MED INC COM		13,481.91			14,175.00
IDACORP INC COM		100,099.50			118,748.00
IDCC US 12/30/11 C42.5		(695.19	)		(600.00	)
IDENIX PHARMACEUTICALS INC COM		2,105.07			4,839.25
IDERA PHARMACEUTICALS INC COM NEW STK		8,965.52			3,045.00
IDEXX LABS INC		4,708.27			6,002.88
IDGLOBAL CORP COM PAR $0.001 STK		7,587.99			20.76
IDIX US 01/21/12 C7.5		(67.30	)		(75.00	)
IDT CORP CL B NEW CL B NEW		902.13			331.85
IELEMENT CORP COM NEW STK		13,664.95			6.34
IFINIX CORP COM PAR $.0001 NEW COM PAR $.0001 NEW		201.95			15.00
IGO INC COM STK		2,808.84			732.93
IGSM GROUP INC COM NEW		0.00			22.00
II-VI INC COM		7,943.64			5,783.40
IKANOS COMMUNICATIONS COM		6,880.57			3,240.00
IL ST 5.877 DUE 03-01-2019 BEO TAXABLE		90,000.00			96,831.00
I-LEVEL MEDIA GROUP INC COM NEW		9,921.18			6.25
ILFC E-CAPITAL TR II BD 144A DUE 12-21-2065/12-21-2011 BEO		19,974.80			13,500.00
ILL TOOL WKS INC COM		80,000.07			73,414.21
ILL TOOL WKS INC COM		345,221.01			494,191.80
ILL TOOL WKS INC COM		732,715.95			705,321.00
ILLINOIS ST 5.665 MUN BD DUE 03-01-2018		90,000.00			96,392.70
ILLINOIS ST 5.365% 03-01-2017 BEO TAXABLE		5,230.95			5,363.85
ILLUMINA INC COM		93,144.97			74,127.36
ILUKA RESOURCES COM STK		5,033.80			4,767.24
IMAGING DIAGNOSTIC SYS INC COM		13,095.26			1,440.00
IMAGING3 INC COM STK		11,024.92			785.46
IMAGINON INC COM NEW		8,031.64			0.15
IMAX CORP COM		123,044.47			116,853.75
IMAX CORP COM		329,540.82			202,968.09
IMMUNOCELLULAR THERAPEUTICS LTD COM		31,662.75			28,328.80
IMMUNOGEN INC COM		13,269.62			16,791.00
IMPAC MTG HLDGS INC COM NEW COM NEW		8,904.21			747.72
IMPACT FUSION INTL INC COM STK		5,657.18			1,587.01
IMPATH LIQUIDATING TR LIQ TR INT CL A FINAL LIQUIDATION EFF DT 02/10/11		2,900.06			—
IMPAX LABORATORIES INC COM		16,512.13			15,309.03
IMPERIAL CR INDS INC COM		3,502.00			20.00
IMPERIAL INDS INC COM NEW		2,933.31			65.00
IMPERIAL OIL LTD COM NEW		26,273.85			28,912.00
IMPERIAL RES INC COM STOCK		17,568.62			4,030.00
IMPERIAL SUGAR CO NEW COM NEW COM NEW		3,591.55			1,789.12
IMPERIAL TOBACCO ORD GBP0.10		1,176,039.41			1,478,544.61
IMPLANT SCIENCES CORP COM STK		9,867.17			8,743.50


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
INCYTE CORP COM		7,167.72			7,505.00
INCYTE CORP COM		213,997.99			188,975.90
INDIGO-ENERGY INC COM		729,685.69			21,705.80
INDITEX EUR0.15		470,843.14			585,189.64
INDUSTRIAL & COMMERCIAL BK OF CHINA ‘H’CNY1		8,562.90			8,310.40
INDUSTRIAS PENOLES S A B DE C V		32,060.43			32,468.84
INDUSTRY CALIF SALES TAX REV TAXABLE 6.6 TAXABLE DUE 01-01-2019		5,364.20			5,470.85
INDYMAC BANCORP INC COM		1,758.65			—
INFINEON TECHNOLOG ORD NPV (REGD)		338,643.31			266,715.34
INFINEON TECHNOLOG ORD NPV (REGD)		341,650.76			318,324.07
INFINERA CORP COM STK USD0.001		183,310.75			150,387.16
INFORMATICA CORP COM		13,640.64			12,186.90
INFORMATICA CORP COM		284,106.90			300,979.50
INFOSONICS CORP COM		4,988.38			310.00
INFOSYS LIMITED ADR		5,392.75			3,956.26
INFOSYS LIMITED ADR		203,506.78			283,103.80
INFRAX SYS INC COM NEW COM NEW		0.10			0.05
ING GLOBAL ADVANTAGE & PREM OPPORTUNITY		41.49			25.95
ING GROEP N V PERP HYBRID CAP SECS		17,288.95			16,740.00
ING GROEP N V PERP HYBRID CAP SECS PFD STK		60,956.62			55,290.00
ING GROEP N V PERPETUAL DEBT SECS 7.20%		9,325.00			9,350.00
ING GROEP N V PERPETUAL HYBRID CAP SECS		37,700.37			36,481.50
ING GROEP NV CVA EUR0.24		1,132,173.93			789,422.22
ING GROEP NV CVA EUR0.24		867,781.77			640,101.24
INGERSOLL-RAND PLC COM STK		281,787.40			208,719.50
INGERSOLL-RAND PLC COM STK		78,922.88			65,654.45
INGERSOLL-RAND PLC COM STK		695,349.10			632,252.50
INLAND BK & TR LAKE ZURICH ILL CTF DEP DTD 03-24-2009 3.1 09-24-2013		25,000.00			25,866.00
INLAND REAL ESTATE CORP COM NEW STK		61,839.10			52,509.00
INLAND REAL ESTATE CORP COM NEW STK		7,255.48			5,712.77
INMARSAT ORD EUR0.0005		150,901.08			84,926.59
INNODATA ISOGEN INC COM NEW		244,809.14			244,280.00
INNOFONE COM INC COM PAR $.001 COM PAR $.001		7,979.85			27.50
INNOPHOS HLDGS INC COM STK		2,112.84			2,292.90
INNOSPEC INC COM STK		19,814.61			20,631.45
INNOVATIVE SOLUTIONS & SUPPORT INC COM ISIN US45769N1054		11,717.30			1,806.00
INNOVEX INC COM		7,185.19			10.89
INOLIFE TECHNOLOGIES INC COM		123.86			2.00
INOVIO PHARMACEUTICAL INC		12,156.74			6,420.00
INPEX CORPORATION NPV		119,572.95			113,422.66
INPEX CORPORATION NPV		917,155.40			674,234.67
INROB TECH LTD COM		263.98			0.30
INSIGHT ENTERPRISES INC COM		17,623.30			16,819.00
INSIGHT ENTERPRISES INC COM		129,365.84			126,907.00
INSIGHT ENTERPRISES INC COM		97,075.80			82,566.00
INSITE VISION INC COM		154,576.65			42,159.60
INSPERITY INC COM		6,326.95			6,337.50
INSPERITY INC COM		341,050.60			240,825.00
INSPIRATION MNG CORP COM		19,165.44			510.00
INSTEEL INDS INC COM		6,439.95			7,693.00
INSTL CTF DEP DTD 09-18-2008 4.7 09-18-2012		95,000.00			97,152.70
INSULET CORP COM STK		10,435.27			9,415.00
INTC 130119C00027000		(193.55	)		(270.00	)
INTC US 01/21/12 C24		(285.50	)		(780.00	)


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
INTC US 01/21/12 C25		(529.22	)		(297.00	)
INTC US 02/18/12 C25		(445.46	)		(580.00	)
INTEGRA GOLD CORP COM		2,547.47			3,035.20
INTEGRA LIFESCIENCES HLDG CORP COM DESP		2,123.42			1,541.50
INTEGRATED DEVICE TECHNOLOGY INC COM		13,995.52			10,374.00
INTEGRATED DEVICE TECHNOLOGY INC COM		221,106.41			177,996.00
INTEGRATED DEVICE TECHNOLOGY INC COM		368,554.76			323,232.00
INTEGRYS ENERGY GROUP INC COM STK		64,880.90			100,843.68
INTEGRYS ENERGY GROUP INC COM STK		80,565.41			89,451.18
INTEL CORP COM		1,947,214.22			2,227,448.26
INTEL CORP COM		243,424.91			303,246.25
INTEL CORP COM		1,634,825.24			2,695,193.50
INTELAKARE MARKETING INC COM		0.00			2.00
INTELSAT JACKSON 9.5% DUE 06-15-2016		52,400.00			57,475.00
INTERACTIVE BROKERS GROUP INC CL COM		23,439.00			23,398.20
INTERACTIVE BROKERS GROUP INC CL COM		260,274.45			256,968.00
INTERACTIVE BROKERS GROUP INC CL COM		330,655.52			309,258.00
INTERACTIVE INTELLIGENCE GROUP INC COM COM		2,772.44			1,719.00
INTER-CITIC MINERALS INC FORMERLY INTER COM STK		12,169.29			6,279.50
INTERCONTINENTALEXCHANGE INC COM		25,677.53			25,918.25
INTERCONTINENTALEXCHANGE INC COM		222,607.56			185,647.00
INTERCONTINENTALEXCHANGE INC COM		900,034.82			1,223,582.50
INTERDIGITAL INC PA FOR FUTURE ISSUES SEE 458660 COM		167,954.94			138,669.15
INTERDIGITAL INC PA FOR FUTURE ISSUES SEE 458660 COM		213,963.30			160,337.60
INTERDIGITAL INC PA FOR FUTURE ISSUES SEE 458660 COM		806,206.18			1,180,747.00
INTERMEC INC COM		80,804.40			50,764.00
INTERNAP DELAWARE INC COM PAR $.001 COM STK		49,611.76			52,272.00
INTERNATIONAL BUSINESS MACHS CORP COM		1,013,280.24			1,091,216.64
INTERNATIONAL BUSINESS MACHS CORP COM		435,437.79			665,645.60
INTERNATIONAL BUSINESS MACHS CORP COM		1,667,085.12			4,736,381.04
INTERNATIONAL BUSINESS MACHS CORP COM		1,311,080.34			1,802,024.00
INTERNATIONAL BUSINESS MACHS CORP COM		370,910.92			395,342.00
INTERNATIONAL DEV & ENVIRONMENTAL HLDGS COM NEW STOCK		986.95			24.00
INTERNATIONAL GOLD RES INC COM NEW COM NEW		41,963.80			83.53
INTERNATIONAL PWR GROUP LTD COM		1,379.32			7.44
INTERNATIONAL SPEEDWAY CORP CL A		14,462.19			15,210.00
INTERNATIONAL STEM CELL CORP COM STK		36,734.69			13,800.00
INTERNATIONAL TOWER HILL MINES LTD NEW COM STK		20,111.34			13,080.00
INTEROIL CORP COM		39,310.94			38,194.11
INTERPUBLIC GROUP COMPANIES INC COM		145,465.27			97,329.19
INTERPUBLIC GROUP COMPANIES INC COM		134,168.85			108,071.11
INTERSECTIONS INC COM		11,403.27			10,545.57
INTERSTATE PWR & LT CO PFD SER B 8.375%		22,782.95			22,800.00
INTERVAL LEISURE GROUP INC COM STK		297,065.21			483,155.00
INTESA SANPAOLO EUR0.52		375,032.69			354,931.38
INTEST CORP COM		897.83			695.00
INTL AUTOMATED SYS INC COM		11,018.41			3,380.00
INTL BUSINESS 5.7% DUE 09-14-2017		22,012.68			24,229.28
INTL BUSINESS 7.5% DUE 06-15-2013		5,636.45			5,487.49
INTL DISPENSING CORP COM		17,798.50			19,777.50
INTL ENEXCO LTD COM		5,220.23			872.00
INTL FCSTONE INC COM		545.20			707.10
INTL FCSTONE INC COM		14,243.10			14,142.00
INTL FLAVORS & FRAGRANCES INC COM		63,734.21			89,690.62


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
INTL GAME TECH COM		17,566.94			17,989.47
INTL GAME TECH COM		142,423.86			141,040.00
INTL GAME TECH COM		121,859.19			111,937.60
INTL PAPER CO 7.5% DUE 08-15-2021		6,034.30			6,169.36
INTL PAPER CO COM		128,043.52			143,952.44
INTL PAPER CO COM		305,037.54			281,466.40
INTL PAPER CO COM		352,742.83			392,200.00
INTL RECTIFIER CORP COM		19,767.90			19,420.00
INTL RECTIFIER CORP COM		623,293.24			576,133.14
INTL SPEEDWAY CORP CL B		1,439.95			722.10
INTRALINKS HLDGS INC COMMON STOCK		305,629.65			124,800.00
INTRAOP MED CORP COM NEW		7,305.40			200.00
INTREPID POTASH INC COM		20,995.98			15,841.00
INTRICON CORP COM		4,275.95			1,878.00
INTUIT COM		8,560.56			10,518.00
INTUIT COM		182,538.35			343,517.88
INTUITIVE SURGICAL INC COM NEW STK		480,050.67			569,965.31
INTUITIVE SURGICAL INC COM NEW STK		268,902.61			411,152.88
INTUITIVE SURGICAL INC COM NEW STK		543,346.37			842,678.20
INVACARE CORP COM		1,911.64			1,529.00
INVENTURE FOODS INC COM STK		4,001.85			3,740.00
INVESCO LTD COM STK USD0.10		2,450.84			2,009.00
INVESCO LTD COM STK USD0.10		223,538.36			197,504.79
INVESCO MORTGAGE CAPITAL INC COM STK		106,868.48			93,511.84
INVESCO MORTGAGE CAPITAL INC COM STK		543,726.21			365,300.00
INVESTORS REAL ESTATE TR COM STK		77,047.74			71,491.00
INVESTORS REAL ESTATE TR COM STK		(0.01	)		—
INVICTUS FINL INC COM		42,964.41			85.00
INVT TECH GROUP INC NEW COM		14,273.31			3,459.20
INVT TECH GROUP INC NEW COM		124,388.05			88,642.00
IOC US 11/19/11 C55		(284.47	)		—
ION GEOPHYSICAL CORP COM STK		30,836.32			15,325.00
IOWA STUDENT LN LIQUIDITY CORP STUDENT LLIBOR FLTG-STUDENT LN ASSET- 25 JUN 2042		94,388.56			94,321.00
IPC THE HOSPITALIST CO INC STK		1,872.20			2,057.40
IPG PHOTONICS CORP COM		244,436.06			160,001.88
IPIX CORP COM		808.61			—
IRF US 01/21/12 C20		(314.25	)		(275.00	)
IRIDIUM COMMUNICATIONS INC COM STK		7,683.36			7,710.00
IRISH INVT N/C TO NEW IRELAND FUNC 2612359 EFF 6/21/01		22,716.65			7,994.88
IROBOT CORP COM		48,360.68			50,864.40
IRON MOUNTAIN INC 8.375% DUE 08-15-2021		5,394.25			5,337.50
IRON MTN INC COM STK		8,554.28			9,702.00
IRON MTN INC COM STK		98,377.92			124,308.80
IRONSTONE BK FT MYERS FLA CTF DEP DTD 07-18-2007 5.45 07-18-2017		10,000.00			11,535.70
IRONSTONE BK FT MYERS FLA CTF DEP DTD 11-17-2006 5.2 11-17-2016		5,000.00			5,670.70
ISHARES BARCLAYS 1-3 YR TREAS BD FD		1,846,501.29			1,864,668.38
ISHARES BARCLAYS 3-7 YR TREAS BD		27,336.32			28,557.36
ISHARES BARCLAYS MBS BD FD		116,180.78			116,769.69
ISHARES BARCLAYS SHORT TREAS BD FD		110,255.65			110,230.00
ISHARES DOW JONES INTERNATIONAL SELECT DIVIDEND INDEX FUND		37,506.66			30,611.24
ISHARES MSCI CHILE INVESTABLE MKT INDEX FD		15,145.02			11,622.53
ISHARES MSCI MEX INVT MKT INDEX FD		76,776.28			68,885.16
ISHARES MSCI NETH INVESTABLE MKT INDEX FD		11,024.26			7,684.58
ISHARES S&P 500 INDEX FD		6,418,088.27			6,377,470.71


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ISHARES S&P NATIONAL AMT-FREE MUNICIPAL BOND FUND		12,532.99			13,025.21
ISHARES TR DOW JONES U S INDL SECTOR INDEX FD		18,839.97			21,165.18
ISHARES TR FTSE NAREIT MTG REITS INDEX FD FTSE NAREIT MTG REITS INDEX FD		7,499.26			6,662.54
ISHARES TR RUSSELL 1000 INDEX FD		51,802.59			55,226.77
ISHARES TR S&P GLOBAL 100 INDEX FD		47,912.81			47,221.10
ISHARES TR S&P GLOBAL HEALTHCARE SECTOR INDEX FD		40,470.51			43,338.95
ISIS PHARMACEUTICALS CALIF COM		41,733.07			29,561.00
ISRG US 01/21/12 C500		0.00			(530.00	)
ISTAR FINL INC 8%		8,440.95			7,595.00
ISTAR FINL INC COM		39,755.85			35,324.84
ISTAR FINL INC PFD SER F 7.8%		15,908.95			14,470.00
ISTAR FINL INC PFD SER I		15,428.55			13,880.00
ISUZU MOTORS NPV		194,845.35			226,637.43
IT CAPITAL LIMITED COM STK SIN#NZIGVE0001S1		20,755.10			585.00
ITB US 04/21/12 C12		(102.30	)		(75.00	)
ITC HLDGS CORP COM STK		283,065.89			447,692.00
ITC HLDGS CORP COM STK		31,125.27			35,138.95
ITERIS INC NEW COM		20,007.90			13,100.00
ITOCHU CORP NPV		916,486.00			1,178,556.23
ITONIS INC COM STK		5,294.66			3,100.73
ITRON INC COM STK NPV		26,703.91			17,885.00
ITRON INC COM STK NPV		124,053.20			143,080.00
ITRON INC COM STK NPV		127,072.76			135,926.00
ITRON INC COM STK NPV		745,197.82			554,435.00
ITT CORPORATION W/I		12,100.50			11,598.00
ITT CORPORATION W/I		24,872.57			4,832.50
ITT EDL SVCS INC COM		4,453.95			4,209.86
ITT EDL SVCS INC COM		416,549.11			329,962.00
ITT EDL SVCS INC COM		757,580.57			631,479.00
ITV ORD GBP0.10		46,229.99			36,261.84
IVANHOE ENERGY INC COM NPV		52,895.92			37,345.28
IVANHOE MINES LTD COM		624.84			496.16
IWM US 05/19/12 C87		(351.52	)		(180.00	)
J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO		56,817.90			57,053.70
J P MORGAN CHASE CAP X TR PFD SECS 7% 2/15/2032 CALLABLE 2/15/07 @25		2,573.95			2,555.00
J P MORGAN CHASE CAP XII CAP SECS SER L 6.25%		23,576.30			25,430.00
J2 GLOBAL INC COM		1,221,515.88			1,353,534.00
JABIL CIRCUIT INC 5.625% DUE 12-15-2020		4,913.00			5,087.50
JABIL CIRCUIT INC COM		189,512.72			197,800.34
JABIL CIRCUIT INC COM		103,320.06			79,249.46
JACK IN THE BOX INC COM		6,528.02			6,270.00
JACOBS ENGR GROUP INC COM		50,109.96			50,684.42
JACOBS ENGR GROUP INC COM		214,338.23			112,609.50
JAGUAR MNG INC COM STK		115,124.63			114,840.00
JAMBA INC COM STK		12,359.14			6,720.30
JAMES RIV COAL CO COM NEW STK		31,546.56			19,154.56
JAMMIN JAVA CORP COM STK		280,493.18			36,717.08
JANUS CAP GROUP INC COM		25,304.78			17,037.00
JAPAN TOBACCO INC NPV		223,194.36			263,379.62
Japanese yen		6.70			6.70
Japanese yen		0.03			0.03
Japanese yen		39,490.36			39,967.70
Japanese yen		21,120.35			21,120.35
Japanese yen		0.00			—


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Japanese yen		0.00			—
Japanese yen		0.00			—
Japanese yen		0.00			—
Japanese yen		(2,251.00	)		(2,251.00	)
Japanese yen		(67,755.65	)		(67,755.65	)
Japanese yen		(204.77	)		(204.77	)
Japanese yen		(1,446.14	)		(1,446.14	)
Japanese yen		(67,345.53	)		(67,345.53	)
Japanese yen		(55,132.60	)		(55,828.31	)
JARDEN CORP COM		13,400.08			13,446.00
JARDINE CYCLE & CARRIAGE SGD1		1,188,840.82			1,654,620.51
JAYDEN RES INC COM STK		3,256.12			3,560.00
JAYHAWK ENERGY INC COM STK		681.90			200.00
JAZZ PHARMACEUTICALS STOCK MERGERJAZZ PHARMACEUTICALS 2F1NA61 1/18/2012		11,805.45			11,589.00
JAZZ PHARMACEUTICALS STOCK MERGERJAZZ PHARMACEUTICALS 2F1NA61 1/18/2012		153,583.08			146,794.00
JAZZ PHARMACEUTICALS STOCK MERGERJAZZ PHARMACEUTICALS 2F1NA61 1/18/2012		426,631.34			431,342.58
JBL US 01/21/12 C21		(289.28	)		(100.00	)
JBL US 01/21/12 C22.5		(101.53	)		(20.00	)
JBL US 03/17/12 C23		(111.53	)		(80.00	)
JCI US 01/21/12 C32		(51.53	)		(150.00	)
JDA SOFTWARE GROUP INC COM		808,700.87			838,901.00
JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001		148,014.06			102,927.96
JDS UNIPHASE CORP COM PAR $0.001 COM PAR$0.001		1,546,266.03			50,091.12
JDSU US 01/21/12 C11		(449.71	)		(450.00	)
JDSU US 02/18/12 C12		0.00			(370.00	)
JEFFERIES GROUP INC NEW COM		76,087.35			89,680.23
JEFFERIES GROUP INC NEW COM		665,652.23			380,187.50
JERONIMO MARTINS EUR1		132,352.98			133,208.66
JETBLUE AWYS CORP COM		628,624.79			702,509.60
JIANGBO PHARMACEUTICALS INC COM		6,223.07			145.08
JINPAN INTERNATIONAL		22,971.56			17,842.00
JMAR TECHNOLOGIES INC COM		438.55			2.51
JNJ US 01/21/12 C67.5		(61.53	)		(42.00	)
JNJ US 01/21/12 C72.5		(426.46	)		(12.00	)
JNJ US 07/21/12 C62.5		(792.46	)		(1,000.00	)
JNR RES INC COM		55,717.96			10,197.85
JOES JEANS INC COM STK		34,932.18			8,137.50
JOHN BEAN TECHNOLOGIES CORP COM STK		3,058.75			3,074.00
JOHNSON & JOHNSON 5.15% DUE 07-15-2018		27,087.50			30,088.48
JOHNSON & JOHNSON COM STK CALL OPT EXP 4/17/10 PR $65 PER SH		(581.77	)		(771.00	)
JOHNSON & JOHNSON COM USD1		2,860,407.40			3,020,397.45
JOHNSON & JOHNSON COM USD1		1,122,986.55			1,154,208.00
JOHNSON & JOHNSON COM USD1		831,724.45			898,839.48
JOHNSON & JOHNSON COM USD1		2,295,523.95			3,915,060.42
JOHNSON & JOHNSON COM USD1		623,048.80			626,289.00
JOHNSON & JOHNSON COM USD1		550,414.97			557,430.00
JOHNSON BK RACINE WIS BD DTD 09-24-2010 .5 03-26-2012		5,000.00			5,002.00
JOHNSON CTL INC COM		290,411.33			273,775.08
JOHNSON CTL INC COM		1,105,338.88			934,674.00
JOHNSON CTL INC COM		233,519.53			461,678.94
JOHNSON CTL INC COM		321,138.07			285,043.68
JOHNSON CTL INC COM		2,128,915.03			1,898,138.46
JOHNSON CTL INC COM		462,820.76			426,699.00
JOHNSON CTL INC COM		595,787.55			584,562.00


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
JONES LANG LASALLE INC COM STK		93,439.92			73,512.00
JONES LANG LASALLE INC COM STK		483,127.18			336,930.00
JONES LANG LASALLE INC COM STK		359,727.68			275,670.00
JONES SODA CO COM		23,748.22			4,347.50
JOY GLOBAL INC COM		247,400.00			230,730.85
JOY GLOBAL INC COM		208,970.08			164,934.00
JOY GLOBAL INC COM		600,086.40			564,524.10
JPM US 01/19/13 C40		(269.29	)		(220.00	)
JPM US 01/21/12 C40		(320.24	)		(1.00	)
JPM US 02/18/12 C35		(3,065.66	)		(2,000.00	)
JPMORGAN CHASE & 4.25% DUE 10-15-2020		437,726.30			433,019.89
JPMORGAN CHASE & 4.4% DUE 07-22-2020		110,389.40			112,333.76
JPMORGAN CHASE & ALERIAN MLP INDEX ETN BASED ON WAP		136,111.57			146,655.50
JPMORGAN CHASE & CO COM		1,137,894.12			944,300.00
JPMORGAN CHASE & CO COM		908,003.52			779,380.00
JPMORGAN CHASE & CO COM		2,717,436.12			2,758,220.50
JPMORGAN CHASE & CO COM		619,913.45			512,050.00
JPMORGAN CHASE & CO COM		2,111,596.72			1,649,200.00
JPMORGAN CHASE & CO COM		745,538.79			711,550.00
JPMORGAN CHASE & CO COMMON STOCK		1,014,522.24			926,573.97
JPMORGAN CHASE & CO FORMERLY J P MORGAN CHASE AND CO TO 07/20/2004 PFD STK		66,287.68			66,703.91
JPMORGAN CHASE & CO FORMERLY J P MORGAN NT 6.4 DUE 05-15-2038 BEO		121,886.00			116,087.70
JPMORGAN CHASE & CO FORMERLY J P MORGAN SUB NT 6.125 DUE 06-27-2017 BEO		3,019.09			3,274.33
JPMORGAN CHASE BK N A NY N Y FORME EQTY LKD CTF DEP LKD S&P 500 INDEX 3-30-2012		20,000.00			20,712.00
JPMORGAN CHASE BK NA COLBS OH CTF DEP DTD 10-13-2011 10-13-2016 ZCP		15,000.00			15,250.35
JPMORGAN CHASE CAP CAP SECS SER N		7,005.95			7,614.00
JPMORGAN CHASE CAP XIX CAP SECS SER S		2,529.95			2,523.00
JPMORGAN CHASE CAP XVI TR PFD SECS SER P		9,926.87			10,056.00
JST US 03/17/12 C10		(254.25	)		(200.00	)
JTEKT CORPORATION NPV		73,508.74			63,928.54
JULIUS BAER GRUPPE CHF0.02 (REGD)		748,384.99			725,976.11
JULIUS BAER GRUPPE CHF0.02 (REGD)		888,599.85			856,730.82
JUNIPER NETWORKS INC COM		213,654.68			172,056.30
JUNIPER NETWORKS INC COM		231,557.38			238,001.01
JUPITER TELECOMMUNICATIONS COM STK		2,980.96			3,041.33
JUST ENERGY GROUP INC COM		6,452.21			5,627.15
JX HOLDINGS INC NPV		64,012.07			53,768.57
K US 01/21/12 C50		(310.01	)		(460.00	)
K.V PHARMACEUTICAL CL A		14,575.85			6,713.00
K12 INC COM STOCK USD.0001		12,882.22			6,637.80
K12 INC COM STOCK USD.0001		1,227,081.96			916,734.00
KABEL DEUTSCHLAND NPV		80,033.78			71,564.77
KADANT INC COM		135.85			113.05
KAMINAK GOLD CORP CL A COM STK		13,869.92			8,743.98
KANDI TECHNOLOGIES CORP COM		74,034.38			64,010.00
KANE CNTY ILL TAXABLE-REGL TRANSN AUTH-SALES 2.7 12-15-2013		25,031.75			25,722.00
KAO CORP NPV		191,124.02			199,456.27
KAPSTONE PAPER & PACKAGING CORP KAPSTONEPAPER AND PACKAGING CORP COMMON STOCK		274,336.75			343,132.00
KAUPTHING BK HF MED TRM SR BK NTS TR # SR 7.625 12-31-40 BD IN DEFAULT		401,980.80			118,800.00
KAYNE ANDERSON MLP INVT CO COM		11,411.61			16,551.65
KB HOME COM		11,371.55			10,994.07
KBC GROUP SA NPV		108,186.15			48,023.32
KBR INC COM		12,587.88			16,509.25
KBR INC COM		355,513.13			362,310.00

100


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
KBR INC COM		201,655.86		214,877.70
KBR INC COM		349,558.31		379,032.00
KBR INC COM		729,616.07		802,656.00
KBW INC COM STK		476,890.20		521,448.18
KDDI CORP NPV		161,233.79		141,485.99
KEDEM PHARMACEUTICALS INC COM		0.00		150.00
KEEGAN RES INC COM STK		40,025.02		31,559.20
KELLOGG CO COM USD0.25		73,571.88		72,855.72
KELLOGG CO COM USD0.25		147,170.94		158,435.81
KELLOGG CO COM USD0.25		199,354.93		272,673.44
KELLY SERVICES INC CL A COM		102,181.14		91,656.00
KELSO TECHNOLOGIES INC COM STK		9,316.73		19,501.40
KEMET CORP COM NEW		7,532.53		3,525.00
KEMET CORP COM NEW		64,095.16		59,925.00
KEMET CORP COM NEW		949,076.41		541,440.00
KEMPER CORP DEL COM		5,888.16		10,867.98
KENNAMETAL INC CAP		7,217.51		7,437.45
KENNAMETAL INC CAP		229,569.46		384,701.68
KENNAMETAL INC CAP		473,866.45		434,588.00
KENSEY NASH CORP COM		26,662.30		19,190.00
KEPPEL CORP NPV		91,346.22		103,965.41
KERAVISION INC COM		3,965.55		—
KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO		22,346.70		23,852.68
KERR MCGEE CORP 7.875% DUE 09-15-2031		276,220.88		300,813.36
KERRY GROUP ‘A’ORD EUR0.125		63,194.22		62,964.86
KERYX BIOPHARMACEUTICALS INC COM ISIN US4925151015		66,437.27		36,685.00
KEWAUNEE SCIENTIFIC CORP COM		4,126.95		4,079.50
KEY ENERGY SVCS 6.75% DUE 03-01-2021		31,200.00		30,000.00
KEY ENERGY SVCS INC		365,501.00		530,775.70
KEY TRONIC CORP COM		10,468.76		9,380.00
KEYCORP NEW COM		20.09		23.56
KEYCORP NEW COM		114,575.59		119,195.00
KEYCORP NEW COM		257,903.79		157,998.74
KEYCORP NEW COM		766,652.86		767,238.99
KEYCORP NEW COM		720,980.00		363,737.00
KEYCORP STUD LN TR FLTG RT .8201% DUE 10-25-2032		52,845.45		55,012.57
KEYCORP STUDENT LN TR 2002-A ASSET BKD NT CL I-A-2 FLTG RATE 08-27-2031 BEO		222,288.49		216,319.73
KEYERA CORP COM		1,125.87		1,222.60
KEYNOTE SYS INC COM ISIN US4933081006		2,273.17		2,126.45
KFORCE INC		3,550.17		3,575.70
KGC US 01/21/12 C16		0.00		(6.00	)
KHAN RES INC		4,339.46		382.00
KHD HUMBOLDT WEDAG INTL AG NPV		2,146.04		5,965.04
KILROY RLTY CORP COM		395,782.10		420,292.80
KIMBALL INTL INC CL B		6,526.95		5,070.00
KIMBER RES INC COM		112.17		55.04
KIMBERLY-CLARK CORP COM		314,392.14		353,714.22
KIMBERLY-CLARK CORP COM		362,711.47		629,820.72
KIMCO RLTY CORP COM		9,461.91		9,012.60
KIMCO RLTY CORP COM		227,271.27		143,139.36
KINDER MORGAN 3.5% DUE 03-01-2016		5,092.05		5,190.73
KINDER MORGAN 5.85% DUE 09-15-2012		9,594.50		10,322.40
KINDER MORGAN 9% DUE 02-01-2019		25,770.40		25,263.22
KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENER PT NT 5 12-15-13 BEO		27,962.20		31,798.29

101


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
KINDER MORGAN ENERGY PARTNERS L P 7.125 3-15-12 BEO		10,461.80			10,114.28
KINDER MORGAN ENERGY PARTNERS L P KINDERMORGAN ENERGY PARTNERS 6 DUE 020117		80,698.84			90,542.08
KINDER MORGAN INC DEL COM		117,904.10			124,507.74
KINDER MORGAN INC DEL COM		306,869.19			350,653.00
KINDER MORGAN MGMT LLC SHS COM STK		150,464.07			222,889.68
KINDRED HEALTHCARE INC COM STK		12,522.32			11,770.00
KINGFISHER ORD GBP0.157142857		274,240.05			253,517.20
KINROSS GOLD CORP COM NPV NEW		120,584.95			87,403.80
KINROSS GOLD CORP WTS		8,169.46			81.48
KIPS BAY MED INC COM STK		986.95			670.00
KIRBY CORP COM		136,480.58			266,652.00
KIRKLANDS INC COM		52,418.52			58,520.00
KIRKLANDS INC COM		109,635.24			111,720.00
KIVALLIQ ENERGY CORP COM STK		2,222.25			859.25
KKR FINL HLDGS LLC COM STK		27,926.82			29,495.19
KLA-TENCOR CORP		6,804.09			7,839.08
KLA-TENCOR CORP		144,891.29			173,941.25
KLA-TENCOR CORP		137,167.96			144,750.00
KLONDEX MINES LTD COM		2,118.40			2,205.90
KLONDIKE STAR MINERAL CORP COM		2,126.53			9.00
KMB US 01/21/12 C70		(492.72	)		(1,140.00	)
KMB US 04/21/12 C75		(389.25	)		(775.00	)
KMP US 02/18/12 C85		(171.55	)		(328.00	)
KNIGHT CAP GROUP INC COM		10,492.72			7,092.00
KNIGHT CAP GROUP INC COM		213,529.98			191,247.60
KNIGHT CAP GROUP INC COM		852,927.20			601,945.32
KNIGHT CAP GROUP INC COM		894,700.83			869,952.00
KNIGHT CAP GROUP INC COM		538,800.32			477,528.00
KNIGHT TRANSN INC COM		18,109.17			15,640.00
KNIGHTSBRIDGE TANK LTD COM		50,651.67			32,589.36
KO US 01/21/12 C67.5		(102.30	)		(280.00	)
KO US 01/21/12 C70		(25.30	)		(96.00	)
KO US 02/18/12 C72.5		(52.30	)		(60.00	)
KO US 05/19/12 C72.5		(97.30	)		(149.00	)
KOBEX MINERALS INC		9,370.33			280.60
KODIAK ENERGY INC COM COM		590.17			10.19
KODIAK OIL & GAS CORP COM		124,097.32			136,325.00
KOHLBERG CAP CORP COM		28,568.32			27,517.91
KOHLS CORP COM		97,415.88			93,178.97
KOHLS CORP COM		109,414.40			113,011.50
KOHLS CORP COM		233,652.37			273,941.85
KOHLS CORP COM		491,218.10			454,020.00
KOITO MFG CO LTD NPV		109,918.66			112,253.35
KOLA MNG CORP COM STK		9,821.70			121.50
KOMERCNI BANKA CZK500		295,104.56			287,055.67
KONA GRILL INC COM		11,065.14			10,404.00
KONINKLIJKE AHOLD EUR 0.3		97,705.97			113,028.32
KOPPERS HLDGS INC COM		3,171.95			3,436.00
KORN / FERRY INTL COM NEW		1,759.24			1,569.52
KRAFT FOODS INC 5.375% DUE 02-10-2020		299,454.97			323,078.28
KRAFT FOODS INC CL A		286,085.27			335,977.22
KRAFT FOODS INC CL A		783,926.68			1,440,078.56
KRAIG BIOCRAFT LABORATORIES INC COM		790.90			517.30
KRATON PERFORMANCE POLYMERS INC COM STK		19,600.95			10,150.00

102


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
KRATOS DEFENSE & SECURITY SOLUTIONS INC		63,568.66			35,820.00
KRISPY KREME DOUGHNUTS INC COM STK		19,853.77			18,959.46
KRO US 02/18/12 C20		(408.49	)		(300.00	)
KRO US 02/18/12 C22.5		(965.44	)		(200.00	)
KROGER CO 6.15% DUE 01-15-2020		128,289.60			145,622.64
KROGER CO COM		55,709.09			60,534.57
KROGER CO COM		292,924.91			341,502.00
KROGER CO COM		230,932.07			315,949.90
KRONENWETTER WIS 3.25% 12-01-2012 BEO TAXABLE		25,283.00			25,051.50
KRONOS ADVANCED TECHNOLOGIES INC COM		382.45			0.35
KRONOS WORLDWIDE INC COM STK		59,381.36			50,627.99
KS CY LIFE INS CO COM		2,108.07			2,198.94
KS CY SOUTHN		22,585.16			25,163.70
KS CY SOUTHN DE 12.5% DUE 04-01-2016		18,949.00			23,200.00
K-SWISS INC CL A		1,383.82			141.26
KULICKE & SOFFA INDS INC COM		10,010.54			9,333.25
KULICKE & SOFFA INDS INC COM		235,152.55			301,550.00
L INTL COMPUTERS INC COM		1,697.44			—
L&L ENERGY INC COM		15,767.54			6,384.35
L-3 COMMUNICATIONS HLDG CORP COM		56,999.19			46,703.47
L-3 COMMUNICATIONS HLDG CORP COM		171,796.26			149,896.64
L-3 COMMUNICATIONS HLDG CORP COM		365,027.29			333,400.00
LA Z BOY INC COM		22,121.46			23,800.00
LAB CORP AMER HLDG FOR A/C 2614202		8,013.60			8,597.00
LABORATORY CORP AMER HLDGS COM NEW COM NEW		111,478.35			185,695.20
LACLEDE GROUP INC COM		131,502.93			137,598.00
LAKE SHORE GOLD CORP COM STK		217.58			65.52
LAKELAND BANCORP INC COM		19,158.70			18,581.28
LAKELAND FINL CORP COM STK		279,501.76			337,008.49
LAM RESH CORP COM		74,755.19			64,710.96
LAMAR MEDIA CORP 7.875% DUE 04-15-2018		5,412.00			5,300.00
LAMPERD LETHAL INC COM		299.68			16.00
LANDAUER INC COM		5,332.08			4,560.69
LANDEC CORP COM		26,447.25			19,320.00
LANDSBANKI IS HF 6.1 DUE 12-31-2040 IN DEFAULT		189,950.60			6,650.00
LANSING MICH BLDG AUTH TAXABLE-SER B 5.4DUE 06-01-2015 REG TAXABLE		27,164.50			26,110.50
LARAMIDE RES LTD COM STK		160,188.86			49,487.81
LAS VEGAS SANDS CORP COM STK		966,186.53			937,838.04
LAS VEGAS SANDS CORP COM STK		920,394.36			969,971.00
LAS VEGAS SANDS CORP COM STK		283,414.88			623,858.00
LAS VEGAS SANDS CORP COM STK		337,348.90			330,516.55
LASALLE BK N A CHICAGO ILL CTF DEP DTD 06-06-2007 5.25 06-06-2017		10,000.00			11,423.40
LASALLE HOTEL PPTYS COM SH BEN INT		232,394.22			251,299.80
LASALLE HOTEL PPTYS COM SH BEN INT		2,605.36			1,428.39
LASALLE HOTEL PPTYS COM SH BEN INT		275,435.13			377,676.00
LATITUDE SOLUTIONS INC COM		86,206.25			64,400.00
LATTICE INC COM STK		20,934.90			24.00
LATTICE SEMICONDUCTOR CORP COM		6,280.82			5,940.00
LAUFER BRDG ENTERPRISES INC COM		381.95			45.00
LAW ENFORCEMENT ASSOCS CORP COM		8,690.55			5.52
LAWSON INC NPV		175,310.84			230,983.35
LAWSON INC NPV		512,393.27			705,435.65
LAYNE CHRISTENSEN CO COM		5,043.32			3,630.00
LAYNE CHRISTENSEN CO COM		658,062.00			583,268.40

103


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
LAZARD LTD CL A		1,013.35			1,051.50
LCC US 01/21/12 C7.5		(1,903.11	)		(100.00	)
LCC US 03/17/12 C7		(1,453.11	)		(650.00	)
LDK US 01/21/12 C9		(40.30	)		(1.00	)
LEAPFROG ENTERPRISES INC CL A		49,377.38			70,434.00
LEAPFROG ENTERPRISES INC CL A		14,971.14			12,857.00
LEAR CORP 8.125% DUE 03-15-2020		5,569.25			5,450.00
LEAR CORP COM NEW COM NEW		837,959.07			680,580.00
LEATT CORP COM		1,274.83			133.32
LECERE CORP COM NEW STK		957.93			7.72
LECROY CORP COM		26,911.26			20,352.20
LEGACY RESVS LP UNIT LTD PARTNERSHIP INTUNIT LTD PARTNERSHIP INT		28,136.36			29,652.00
LEGACY WINE & SPIRITS INTL LTD COM		0.00			0.01
LEGEND OIL & GAS LTD COM		42,164.06			23,400.00
LEGG MASON INC COM		28,309.52			27,601.41
LEGG MASON INC COM		261,853.43			68,542.50
LEGGETT & PLATT INC COM		21,311.06			24,590.64
LEGGETT & PLATT INC COM		63,790.23			68,659.20
LEGRAND SA EUR4		421,767.21			411,877.26
LEHMAN BROS COML BK SALT LAKE CITY UTAH CTF DEP DTD 02-29-2008 0 02-28-2013		5,000.00			4,373.00
LEHMAN BROS HLDGS INC 5.857 DUE BD IN DEFAULT		52,998.00			6.00
LEHMAN BROS HLDGS INC COM		7,059.51			38.96
LEHMAN BROS HLDGS INC LEHMAN BROTHERS HOLDINGS 6.75 12-28-17 BEO DEFAULT		349,741.00			35.00
LEHMAN BROS HLDGS INC MTN TRANCHE # TR 00475 3.6 DUE 03-13-2009 BD IN DEFAULT		24,962.50			6,468.75
LEHMAN BROS HLDGS INC SR NT DTD 08/19/1997 7.2 12-31-2040 REG DEFAULT		10,075.10			2,537.50
LEHMAN XS TR 2006-2N MTG PASSTHRU CTF CL1-A1 VAR 02-25-2046 REG		213,395.48			110,249.07
LEHMAN XS TR SER 2006 GP4 MTG PASSTHRU CTF CL 3-A1A 08-25-2046/08-25-2011 REG		0.00			1.00
LEN US 01/21/12 C20		(272.77	)		(222.00	)
LENDER PROCESSING SVCS INC COM STK		22,243.63			12,494.65
LENEXA KANS TAXABLE-SER A-BUILD AMER BDS- 4.25% DUE 09-01-2016 BEO TAXABLE		25,392.50			28,297.75
LENNAR CORP CL A CL A		72,037.36			85,497.15
LENNAR CORP CL A CL A		157,307.80			66,888.60
LENOX GROUP INC COM		690.80			—
LEUCADIA NATL CORP COM		65,612.05			52,614.10
LEUCADIA NATL CORP COM		166,060.29			96,781.44
LEVEL 3 COMMUNICATIONS INC COM NEW		447,072.10			303,764.21
LEXICON PHARMACEUTICALS INC COM STK		4,044.95			2,580.00
LEXICON PHARMACEUTICALS INC COM STK		630.05			780.45
LEXICON PHARMACEUTICALS WORTHLESS01/03/2012		0.00			786.39
LEXICON PHARMACEUTICALS WORTHLESS01/03/2012		0.00			—
LEXINGTON RLTY TR COM		2,207.01			823.90
LEXMARK INTL INC NEW CL A		68,093.26			62,370.02
LEXMARK INTL INC NEW CL A		360,595.36			423,296.00
LEXMARK INTL INC NEW CL A		95,066.80			55,491.46
LG DISPLAY		4,236.21			3,548.61
LI & FUNG HKD0.0125		434,000.42			510,976.41
LI & FUNG HKD0.0125		709,055.24			551,706.42
LI & FUNG LTD SHS		7,281.45			7,406.00
LI3 ENERGY INC COM		9,907.85			665.00
LIBERTY ENERGY CORPORATION COMMON STOCK		6,302.34			468.00
LIBERTY GLOBAL INC COM SER A		3,386.14			4,513.30
LIBERTY GLOBAL INC COM SER C COM SER C		1,858.19			4,347.20
LIBERTY INTERACTIVE CORP INTERACTIVE COMSER A		7,080.65			7,296.75
LIBERTY MEDIA CORP 8.25% DUE 02-01-2030		4,925.50			4,800.00

104


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
LIBERTY MEDIA CORP NEW LIBERTY CAP COM SER A LIBERTY CAP COM SER A		342.23			5,307.40
LIBERTY MEDIA CORP SR EXCHANGEABLE DEB 4% DUE 11-15-2029/11-15-2011 BEO		6,029.00			5,245.20
LIBERTY N Y DEV CORP REV GOLDMAN SACHS HEADQUATERS 5.25% DUE 10-01-2035 BEO N/C		27,871.98			30,780.30
LIBERTY PPTY TR SH BEN INT		329,347.31			318,064.00
LIBERTY PPTY TR SH BEN INT		147,510.91			145,136.00
LIBERTY PPTY TR SH BEN INT		3,303.68			3,088.00
LIBERTY SILVER CORP COM .		10,686.95			10,000.00
LIFE PARTNERS HLDGS INC COM STK		11,928.02			5,491.00
LIFE TECHNOLOGIES CORP COM STK		32,461.54			27,470.46
LIFE TECHNOLOGIES CORP COM STK		92,856.87			147,819.09
LIFE TIME FITNESS INC COM		2,485.35			3,038.75
LIFE US 02/18/12 C40		(503.77	)		(486.00	)
LIFELINE BIOTECHNOLOGIES INC COM PAR NEW08/22/2008 COM STK		2,941.19			52.50
LIFEPOINT HOSPS INC COM ISIN US53219L1098		295,553.41			360,355.00
LIFEPOINT HOSPS INC SR SUB NT CONV 3.5% DUE 05-15-2014 BEO		7,685.00			10,244.60
LIFEVANTAGE CORP COM STK		291,579.63			486,197.14
LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK		42,449.73			43,919.00
LIGHTBRIDGE CORP COM		1,812.49			477.36
LIGHTING SCIENCE GROUP CORP COM NEW STK		2,856.95			1,550.00
LIGHTPATH TECHNOLOGIES INC CL A NEW COM		276,472.46			167,698.96
LIHUA INTL INC COM		18,093.90			9,520.00
LI-ION MTRS REV STK SPLIT LI-ION MTRS CORP 2F1UAN1 1/26/2012		47.89			7.27
LIMELIGHT NETWORKS INC COM		55,663.62			28,504.80
LIN TV CORP CL A CL A		3,108.67			6,768.00
LINCARE HLDGS INC COM		8,008.90			8,078.40
LINCOLN EDL SVCS CORP COM STK		109,714.48			57,670.00
LINCOLN ELEC HLDGS INC COM		66,474.71			91,784.65
LINCOLN NATL CORP COM		170,279.81			127,550.56
LINCOLN NATL CORP COM		924,242.23			906,914.00
LINDE AG NPV		1,024,386.01			1,361,164.24
LINDSAY CORPORATION COM		11,146.95			10,978.00
LINDT & SPRUENGLI CHF100(REGD)		35,055.73			33,417.44
LINE US 01/21/12 C37		(516.21	)		(600.00	)
LINEAR TECH CORP DEL		14,669.89			14,134.78
LINEAR TECH CORP DEL		204,696.10			146,186.04
LINEAR TECH CORP DEL		478,330.95			441,441.00
LINKEDIN CORP CL A		40,458.43			30,874.90
LINN ENERGY LLC UNIT REPSTG LTD LIABILITY CO INTS		769,770.54			879,333.52
LINUX GOLD CORP COM		1,914.90			510.00
LION ONE METALS LTD		119,706.70			98,500.00
LIONBRIDGE TECHNOLOGIES INC COM		3,580.87			2,290.00
LIONS GATE ENTMT CORP COM NEW		3,272.83			4,160.00
LIONS GATE METALS INC COM		2,767.35			1,620.50
LIQUIDITY SVCS INC COM STK		95,801.47			114,390.00
LIQUIDITY SVCS INC COM STK		45,225.98			47,527.20
LITHIA MTRS INC CL A		7,218.95			6,558.00
LITHIUM CORP COM STK		8,214.63			6,062.00
LITHIUM EXPL GROUP INC COM		9,440.86			5,184.00
LITHIUM TECH CORP COM PAR $0.01 STK		919.12			161.07
LIVE CURRENT MEDIA INC COM STK		4,633.77			44.40
LIVE NATION ENTERTAINMENT INC		203.48			182.82
LIVEPERSON INC COM STK ISIN# US5381461012		3,254.58			3,752.45
LIVEWIRE MOBILE INC COM NEW COM NEW		1,015.45			85.00
LIZ CLAIBORNE INC COM		588.19			899.13

105


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
LJ INTERNATIONAL INC		45,350.49			22,245.12
LKQ CORP COM LKQ CORP		22,889.06			25,207.04
LLOYDS BANKING GP ORD GBP0.1		46,130.35			46,727.51
LLOYDS BANKING GROUP PLC-ADR		6,880.29			3,075.63
LLOYDS BKG GROUP PUBLIC INCOME NT-PINES		20,078.91			20,481.57
LLOYDS TSB BK PLC 4.875% DUE 01-21-2016		11,168.83			10,631.13
LLOYDS TSB BK PLC 6.375% DUE 01-21-2021		38,573.66			38,120.23
LLOYDS TSB BK PLC 6.375% DUE 01-21-2021		204,093.13			200,427.00
LLY US 01/21/12 C35		(615.72	)		(2,025.00	)
LML PMT SYS INC COM		2,581.95			2,330.00
LMP CAP & INCOME FD INC COM STK		12,256.95			12,360.00
LMP REAL ESTATE INCOME FD INC COM STK		125.41			106.08
LMT US 03/17/12 C82.5		(191.53	)		(430.00	)
LNG US 03/17/12 C12		(217.30	)		(30.00	)
LNKD US 01/21/12 C65		(312.29	)		(225.00	)
LO JACK CORP COM		1,343.46			368.40
LOCAL COM CORP COM STK		4,735.95			2,120.00
LOCATEPLUS HLDGS CORP COM NEW		80.32			0.41
LOCKHEED MARTIN CORP COM		173,531.25			202,250.00
LOCKHEED MARTIN CORP COM		1,051,670.72			1,156,303.70
LOCKHEED MARTIN CORP COM		264,428.13			471,566.10
LOCKHEED MARTIN CORP COM		225,447.90			242,360.79
LOCKHEED MARTIN CORP COM		451,958.38			485,400.00
LODGENET INTERACTIVE CORPORATION EFF 1/16/08		76,969.36			70,803.75
LOEWS CORP COM		46,074.56			45,353.48
LOEWS CORP COM		138,959.50			250,749.00
LOGITECH INTERNATIONAL SA CHF0.25(REGD) (POST-SUBD)		36,776.10			17,894.00
LOGMEIN INC COM		65,997.96			80,955.00
LONE PINE RES INC COM		6,878.88			8,580.24
LONE STAR GOLD INC COM		3,127.35			2,210.00
LONGCHEER HOLDINGS LTD SHS		24,158.75			1,934.20
LOOKSMART LTD COM NEW COM STK		2,508.95			1,290.00
LORILLARD INC COM STK		98,975.38			113,672.33
LORILLARD INC COM STK		406,841.07			422,940.00
LORILLARD INC COM STK		176,361.16			337,782.00
LORILLARD INC COM STK CALL OPT EXP 1/21/12 PR $85 PER SH		(3,786.99	)		(23,520.00	)
LOS ANGELES CALIF DEPT ARPTS ARPT REV 5.25% 05-15-2039 BEO		9,385.50			10,824.30
LOS ANGELES CALIF DEPT ARPTS ARPT REV 5% 05-15-2035 BEO		27,625.20			32,204.10
LOS ANGELES CALIF DEPT WTR & PWR REV 6.574% 07-01-2045 BEO TAXABLE		60,000.00			80,200.80
LOUISIANA-PACIFIC CORP COM		2,875.06			2,525.19
LOWES COS INC COM		196,890.44			225,728.95
LOWES COS INC COM		387,332.69			695,894.22
LOWES COS INC COM		1,030,453.09			1,043,118.00
LOWES COS INC COM		310,935.35			342,630.00
LRAD CORP COM		2,529.96			1,490.00
LSI CORP COM STK		26,927.00			31,975.30
LSI CORP COM STK		306,101.04			296,310.00
LSI CORP COM STK		505,689.72			478,975.00
LSI CORP COM STK		140,902.59			73,827.60
LSI CORP COM STK		481,526.65			476,595.00
LTC PPTYS INC COM		40,507.11			47,628.27
LTD BRANDS		46,593.94			49,692.56
LTD BRANDS		81,694.85			220,189.95
LTWC CORP COM		2,363.76			—

106


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
LTX-CREDENCE CORPORATION COMMON STOCK		11,004.32			9,806.55
LTX-CREDENCE CORPORATION COMMON STOCK		101,487.01			70,085.00
LUBBOCK TEX 4.442% 02-15-2018 BEO TAXABLE		25,013.00			28,445.25
LUCAS ENERGY INC COM NEW STK		7,146.95			6,930.00
LUCENT TECHNOLOGIES CAP TR I CONV TR PFDSECS 7.75%		18,264.95			14,736.00
LUFKIN INDS INC COM		10,698.22			13,462.00
LUKOIL OIL COMPANY SPON ADR REP 1 ORD RUB0.025		14,562.46			12,719.86
LULULEMON ATHLETICA INC COM		271,412.90			252,290.62
LUMBER LIQUIDATORS HLDGS INC COM		43,585.30			42,560.60
LUMENON INNOVATIVE LIGHTWAVE TECHNOLOGY INC COM STOCK		10,068.58			—
LUMINENT MTG CAP INC COM		4,620.36			—
LUNA GOLD CORP		4,263.61			6,573.00
LUNDIN MNG CORP COM STK		25,605.11			18,945.36
LVMH MOET HENNESSY LOUIS VUITTON EUR0.30		626,810.44			846,024.93
LXK US 04/21/12 C37		(560.77	)		(405.00	)
LXK US 04/21/12 C40		(429.24	)		(240.00	)
LYDALL INC COM		10,659.35			11,388.00
LYNAS CORPORATION NPV		336,026.89			213,040.86
LYONDELLBASELL INDU-CL A-W/I		12,145.94			10,396.80
LYRIC JEANS INC COM		5,015.62			484.48
M & T BK CORP COM		239,263.23			214,133.70
MABUCHI MOTOR CO NPV		782,644.09			653,752.33
MACK CALI RLTY CORP COM REIT		306,386.19			264,231.00
MACK CALI RLTY CORP COM REIT		17,029.87			17,439.53
MACQUARIE BK LTD TRANCHE # TR 00011 3.3%DUE 07-17-2014 REG		910,189.60			906,570.72
MACQUARIE INFRASTRUCTURE CO LLC MEMBERSHIP INT COM STK		3,909.39			6,140.28
MACYS INC COM STK		26,438.38			29,856.31
MACYS INC COM STK		184,478.43			297,986.80
MACYS INC COM STK		876,099.82			1,174,570.00
MAD CATZ INTERACTIVE INC COM		8,478.90			7,650.00
MADDEN STEVEN LTD COM		246,307.11			291,870.00
MADDEN STEVEN LTD COM		133,258.09			239,499.00
MAG SILVER CORP COM STK		31,705.09			19,793.52
MAGELLAN ENERGY LTD COM NEW STK		617.90			450.00
MAGELLAN HLTH SVCS INC COM NEW		4,554.75			4,650.18
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT REPSTG LTD PARTNER INT		105,108.47			144,685.51
MAGELLAN PETE CORP COM		8,299.82			4,646.40
MAGIC SOFTWARE ENTERPRISES LTD ORD		4,400.70			3,980.90
MAGINDUSTRIES CORP		1,196.95			994.00
MAGNETEK INC COM NEW		662.11			258.30
MAGNUM HUNTER RES CORP DEL COM		88,611.37			75,460.00
MAGNUM HUNTER RES CORP DEL EXP DT 10-14-13		0.00			—
MAGPLANE TECHNOLOGY INC COM STK		123,447.67			11,356.60
MAIDEN HOLDINGS LTD\MAIDEN HOLDINGS LTD\COM STK		78,544.93			84,096.00
MAIN STR CAP CORP COM STK		46,740.44			55,773.83
MAINLAND RES INC COM STK		8,309.56			1,760.00
MAJESCO ENTERTAINMENT CO COM NEW COM NEW		5,045.67			3,855.20
MAKEMYTRIP LTD USD0.0005		299.56			240.40
MAKO SURGICAL CORP STK		124,367.09			91,310.62
MAKO US 01/21/12 C30		(314.25	)		(200.00	)
MAN US 03/17/12 C40		(335.77	)		(360.00	)
MANHATTAN ASSOCS INC COM		1,006,525.22			939,136.00
MANHATTAN CORPORATION LIMITED COM STK		4,443.51			584.40
MANITOWOC INC COM		183,082.32			141,524.80

107


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MANNATECH INC COM REVERSE STOCK SPLIT MANNATECH INC 2F18AK1 01/13/2012		2,199.35		63.56
MANNING & NAPIER INC CL A		141,649.83		141,761.50
MANNKIND CORP COM		9,495.75		6,110.00
MANPOWER INC COM		10,536.95		10,725.00
MANPOWER INC COM		344,457.69		307,450.00
MANPOWER INC COM		265,556.95		196,625.00
MANPOWER INC COM		401,978.45		273,487.50
MANTECH INTL CORP CL A CL A		10,797.91		9,059.60
MARATHON OIL CORP COM		263,540.62		250,072.38
MARATHON OIL CORP COM		201,711.41		449,704.28
MARATHON OIL CORP COM		297,675.38		342,459.00
MARATHON PETE CORP COM		127,513.33		112,324.01
MARATHON PETE CORP COM		68,533.11		91,547.50
MARATHON PETE CORP COM		130,228.14		255,733.78
MARATHON PETE CORP COM		651,607.72		612,536.00
MARINA BIOTECH INC COM NEW COM STK		115.37		70.29
MARK ONE GLOBAL INDS INC		7,871.10		0.50
MARKEL CORP HOLDING CO COM		94,102.77		105,740.85
MARKETAXESS HLDGS INC COM STK		213,441.67		244,794.30
MARKETAXESS HLDGS INC COM STK		42,876.08		78,286.00
MARKETAXESS HLDGS INC COM STK		3,135.92		3,462.65
MARKS & SPENCER GP ORD GBP0.25		0.00		—
MARKWEST ENERGY PART /FIN 6.25 DUE 06-15-2022		30,000.00		31,350.00
MARRIOT INTL FRAC CUSIP ORD REG		0.00		—
MARRIOTT INTL INC NEW COM STK CL A		135,542.10		170,294.46
MARRIOTT INTL INC NEW COM STK CL A		17,468.91		14,910.18
MARRIOTT VACATIONS WORLDWIDE CORP COM		723.60		686.40
MARSH & MCLENNAN CO’S INC COM		296,478.43		369,037.02
MARSH & MCLENNAN COS INC COM (FOR ACCT #2219800 ONLY)		2,611.61		3,162.00
MARSHALL EDWARDS INC COM NEW		1,341.95		925.60
MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK		2,877.00		2,200.00
MARTIN MARIETTA MATLS INC COM		399,713.87		422,296.00
MARUBENI CORP NPV		313,086.20		335,136.01
MARVELL TECH GROUP COM USD0.002		249,474.54		209,702.85
MARVELL TECH GROUP COM USD0.002		337,875.56		344,865.00
MARVELL TECH GROUP COM USD0.002		452,550.26		433,505.00
MASCO CORP 5.85% DUE 03-15-2017		38,869.21		39,895.88
MASCO CORP COM		7,741.74		8,556.70
MASCO CORP COM		160,658.53		80,832.24
MASS HYSTERIA ENTMT CO INC COM		14,968.28		121.62
MASTEC INC COM		5,380.68		5,211.00
MASTERCARD INC CL A		465,498.79		507,188.99
MASTERCARD INC CL A		113,540.28		193,866.40
MASTERCARD INC CL A		624,175.63		871,280.34
MATAMEC EXPLORATIONS INC COM		4,514.83		2,952.00
MATECH CORP CL A COM STK		275.84		9.78
MATERION CORP COM		5,401.22		3,642.00
MATRIX DENTURE SYS INTL INC COM STK		0.60		—
MATRIX SVC CO COM		1,061.28		944.00
MATTEL INC COM		13,397.84		13,501.37
MATTEL INC COM		152,729.81		206,145.76
MATTHEWS INTL CORP CL A		1,930.00		1,571.50
MAWSON RES LTD COM STK		77,819.58		84,412.30
MAXIM INTEGRATED PRODS INC COM		32,533.15		34,320.72

108


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MAXIM INTEGRATED PRODS INC COM		862,909.73			1,012,956.00
MAXIMUM DYNAMICS INC COM STK		36,167.80			—
MAXIMUS INC COM		3,914.35			4,135.00
MAXIMUS INC COM		172,753.34			223,290.00
MAXLINEAR INC-CLASS A		11,902.61			5,225.00
MAXWELL TECHNOLOGIES INC COM		14,959.92			16,240.00
MB FINL BK N A CHICAGO ILL CTF DEP DTD 08-05-2009 3 08-05-2014		10,000.00			10,466.00
MBIA INC COM		82,401.09			98,862.70
MBNA CAP D TR PFD SECS SER D 8.125% TRUPS MBNA CAP D		2,559.95			2,360.00
MBT FINL CORP COM		90,077.64			72,917.80
MBT US 01/21/12 C17.5		(1,780.90	)		(225.00	)
MC CORMICK & CO INC COM NON-VTG		6,723.82			8,835.92
MC CORMICK & CO INC COM NON-VTG		82,688.94			143,596.16
MC DONALDS CORP COM		1,910,917.30			2,283,763.38
MC DONALDS CORP COM		650,512.68			2,235,452.73
MCCLATCHY CO CL A CL A		2,544.45			2,091.25
MCD US 01/19/13 C100		(2,114.22	)		(3,775.00	)
MCD US 01/21/12 C100		(257.52	)		(330.00	)
MCD US 01/21/12 C105		(134.27	)		(145.00	)
MCD US 06/16/12 C110		(89.30	)		(112.00	)
MCDERMOTT INTL INC COM		1,689.41			1,703.48
MCG CAPITAL CORP COM		47,366.62			40,660.52
MCG CAPITAL CORP COM		45,549.62			29,526.00
MCGRATH RENTCORP COM		26,205.85			31,889.00
MCGRAW-HILL COS COM USD1		52,974.98			58,858.35
MCGRAW-HILL COS COM USD1		192,954.70			202,365.00
MCGRAW-HILL COS COM USD1		144,661.91			288,977.22
MCKESSON CORP		159,534.42			189,988.54
MCKESSON CORP		306,075.86			418,298.79
MCMORAN EXPL CO COM		112,585.35			110,725.50
MCP US 01/06/12 C26		(78.02	)		(80.00	)
MCP US 01/21/12 C31		(691.53	)		(26.00	)
MCP US 01/21/12 C36		(207.25	)		(1.00	)
MCP US 02/18/12 C30		(910.02	)		(264.00	)
MCP US 11/11/11 C45		(278.01	)		—
MDI INC COM NEW COM NEW		3,668.37			0.20
MDU RES GROUP INC COM		18,620.66			17,168.00
MDU RES GROUP INC COM		321,739.25			339,068.00
MEAD JOHNSON NUTRITION COM USD0.01		8,027.40			7,683.13
MEAD JOHNSON NUTRITION COM USD0.01		343,119.67			371,142.00
MEAD JOHNSON NUTRITION COM USD0.01		192,463.59			305,848.50
MEADOWBROOK INS GROUP INC COM		54,038.10			63,012.00
MEADWESTVACO CORP COM		2,194.35			2,254.78
MEADWESTVACO CORP COM		241,332.26			305,490.00
MEADWESTVACO CORP COM		91,980.54			111,833.30
MEASUREMENT SPECIALTIES INC COM		3,034.25			2,796.00
MEC RES LTD COM STK		82,872.25			12,423.00
MECHANICAL TECHNOLOGY INC COM NEW STK		4,496.76			125.25
MED CARE TECHNOLOGIES INC COM STK		463.90			50.00
MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01		30,722.54			—
MEDALLION FINL CORP COM		45,457.07			47,310.88
MEDCAREERS GROUP INC COM		10,233.00			200.00
MEDCO HEALTH SOLUTIONS INC COM		326,196.42			323,381.50
MEDCO HEALTH SOLUTIONS INC COM		165,962.53			473,864.30

109


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MEDCO HEALTH SOLUTIONS INC COM		1,292,231.86		1,227,172.70
MEDEFILE INTL INC COM STK		2,752.30		280.00
MEDIA GEN INC CL A		5,037.25		8,852.25
MEDIABAY INC COM NEW		2,796.01		20.00
MEDICAL ALARM CONCEPTS HLDGS INC COM STK		4,308.00		1,350.00
MEDICAL FACS CORP COM NEW		1,780.12		2,002.88
MEDICAL PPTYS TR INC COM REIT		35,938.96		36,752.43
MEDICINES COMPANY COM		5,435.36		5,405.60
MEDICINES COMPANY COM		134,296.18		285,192.00
MEDICINES COMPANY COM		510,478.24		514,464.00
MEDICIS PHARMACEUTICAL CORP CL A NEW		48,075.30		43,225.00
MEDICIS PHARMACEUTICAL CORP CL A NEW		248,982.88		295,925.00
MEDICIS PHARMACEUTICAL CORP CL A NEW		6,034.78		7,448.00
MEDIFAST INC COM		9,152.28		5,488.00
MEDIFAST INC COM		66,059.01		53,508.00
MEDINAH MINERALS INC COM		269.70		153.00
MEDIOBANCA SPA EUR0.5		92,536.92		57,980.98
MEDISYS CORP COM NEW		1,509.95		—
MEDNAX INC COM		10,019.45		10,801.50
MEDNAX INC COM		390,920.15		397,495.20
MEDTRONIC INC 4.45% DUE 03-15-2020		130,504.60		146,695.77
MEDTRONIC INC COM		406,007.28		427,034.52
MEDTRONIC INC COM		387,547.51		441,787.50
MEDTRONIC INC COM		689,344.08		878,717.25
MEDTRONIC INC COM		439,278.63		455,175.00
MEDUSA MINING LIMITED NPV		19,978.35		19,010.69
MEGA PRECIOUS METALS INC COM		18,043.92		11,366.98
MEGA URANIUM LTD COM		988,103.38		123,671.00
MELA SCIENCES INC COM		8,110.59		6,642.00
MELCO CROWN ENTERTAINMENT LTD		192,178.36		186,628.00
MEMC ELECTR MATLS INC COM		44,266.86		36,638.06
MEMSIC INC COM STK		349.95		265.00
MEN S WEARHOUSE INC COMMOM		326,049.35		374,335.50
MENTOR GRAPHICS CORP COM		99,985.60		105,768.00
MENTOR GRAPHICS CORP COM		236,151.20		324,084.00
MENTOR GRAPHICS CORP COM		676,696.30		665,796.00
MERCADOLIBRE INC COM STK		109,639.06		102,634.01
MERCADOLIBRE INC COM STK		359,242.07		457,991.32
MERCANTILE BK MICH GRAND RAPIDS DTD 01-12-2011 .4 C/D 01-12-2012		200,000.00		200,000.00
MERCK & CO INC NEW COM		986,523.99		1,099,394.27
MERCK & CO INC NEW COM		188,233.75		205,804.30
MERCK & CO INC NEW COM		2,014,090.63		2,507,577.80
MERCK & CO INC NEW COM		0.00		—
MERCK KGAA NPV		551,117.99		443,159.02
MERCURY GEN CORP NEW COM		18,236.41		19,509.51
MERCURY GEN CORP NEW COM		314,030.31		328,464.00
MERIDIAN BIOSCIENCE INC COM		1,497.66		1,130.40
MERIDIAN BK NATL ASSN WICKENBURG ARIZ CTF DEP DTD 02-20-2008 4.25 02-20-2018		225,000.00		245,709.00
MERIDIAN GRANTOR TR DTD 12-11-2008 5 12-11-2015		5,000.00		5,506.85
MERITAGE HOMES CORP COM		5,918.01		6,957.00
MERITAGE HOMES CORP COM		249,215.61		255,785.70
MERITOR INC COM		323,646.40		88,844.00
MERRILL LYNCH & CO 6.05% DUE 05-16-2016		9,835.00		9,444.03
MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00667 5.45 DUE 02-05-2013		379,854.80		382,762.22

110


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MERRILL LYNCH & CO INC MTN BTRANCHE # TR00432 5.45 DUE 07-15-2014 REG		985.61			993.55
MERU NETWORKS INC COM		34,473.55			10,325.00
MESA AIR GROUP INC COM		522.45			—
MESA ENERGY HLDGS INC COM		197,580.55			25,466.70
MET US 01/21/12 C31		(825.44	)		(1,160.00	)
MET US 01/21/12 C32		(270.01	)		(288.00	)
METABOLIX INC COM STK		17,738.42			5,460.00
METALICO INC COM		357,356.65			320,182.80
METALICO INC COM		8,297.35			7,754.53
METANOR RES INC METANOR RES INC		3,552.00			2,065.00
METCASH LIMITED NPV		49,607.98			50,269.52
METCASH LTD COM		3,290.65			3,437.69
METHANEX CORP COM STK		14,015.28			18,256.00
METHANEX CORP COM STK		583,240.10			561,372.00
METLIFE INC 4.75 DUE 02-08-2021 REG		19,995.00			21,635.86
METLIFE INC 6.4% DUE 12-15-2066		196,195.20			198,712.92
METLIFE INC COM		267,324.84			225,937.13
METLIFE INC COM		292,205.14			227,614.00
METLIFE INC COM		809,241.81			574,616.22
METLIFE INC COM		876,810.72			720,320.36
METLIFE INC COM		1,304,207.25			1,032,058.00
METLIFE INC PFD SER B		26,006.57			26,810.72
METLIFE INC SR NT DTD 11/21/2003		6,768.95			7,872.00
METRICOM INC DESP SEC EFF 10/8/02		2,914.86			—
METRO ONE TELECOMMUNICATIONS INC COM NEWSTK		2,747.56			8.82
METROPCS COMMUNICATIONS INC COM COM		139,693.95			103,821.48
METROPCS COMMUNICATIONS INC COM COM		429,840.33			433,132.00
METROPCS COMMUNICATIONS INC COM COM		83,963.62			55,517.28
METROPCS WIRELESS 6.625% DUE 11-15-2020		5,023.50			4,687.50
METROPOLITAN ATLANTA RAPID TRAN AUTH GA SALES TAX REV 5% 07-01-2039 BEO		9,414.30			10,609.40
METROPOLITAN HEALTH NETWORKS INC COM		29,832.24			31,971.60
METTLER-TOLEDO INTL INC COM		2,776.89			3,692.75
Mexican peso		14,635.56			14,635.56
MEXICO(UTD MEX ST) 8% BDS 11/06/2020 MXN100		464,088.41			402,081.01
MF GLOBAL HLDGS LTD COM		12,682.25			543.75
MF SCHWAB CHARLES FAMILY FDS TX EXMP FD		984,340.98			984,340.98
MFA FINL INC		433,930.55			374,976.00
MFA FINL INC		20,061.30			19,340.16
MFB NORTHERN FUNDS INCOME EQUITY FD		9,573.74			10,004.69
MFB NORTHERN FUNDS LARGE CAP VALUE FD		171,360.51			155,423.58
MFB NORTHERN FUNDS SMALL CAP VALUE FD		161,569.58			167,304.35
MFB NORTHERN FUNDS TECHNOLOGY FD		6,400.00			7,933.56
MFB NORTHN HI YIELD FXD INC FD		9,926.87			8,680.64
MFB NORTHN INTL EQTY INDEX FD		18,306.64			11,812.04
MFB NORTHN MULTI-MANAGER MID CAP FD		96,267.76			86,438.84
MFC ABERDEEN ASIA-PAC INC FD		285,276.40			323,669.57
MFC ABERDEEN GLOBAL INC FD		18,968.37			20,850.00
MFC ABERDEEN ISRAEL FD INC COM		13,148.45			10,243.82
MFC ADVENT CLAYMORE CONV SECS & INC FD COM		10,153.90			8,101.50
MFC ADVISORSHARES TR ACTIVE BEAR ETF		14,461.70			13,761.00
MFC ADVISORSHARES TR CAMBRIA GLOBAL TACTICAL ETF		32,216.31			29,362.50
MFC ADVISORSHARES TR PERITUS HIGH YIELD ETF		20,988.60			19,008.04
MFC AGIC CONV & INCOME FD COM		17,531.21			15,512.31
MFC AGIC EQUITY & CONV INCOME FD COM		17,994.93			18,921.18

111


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC ALLIANCEBERNSTEIN GLOBAL HI INC FD INC		107,292.43		111,721.76
MFC ALLIANCEBERNSTEIN NATIONAL MUN		9,631.26		9,977.95
MFC ALPINE GLOBAL DYNAMIC DIVID FD COM		30,634.98		20,978.42
MFC ALPINE GLOBAL PREMIER PPTYS FD COM SHS OF BEN INT		27,020.57		22,387.20
MFC ALPINE TOTAL DYNAMIC DIVID FD COM SHBEN INT		187,070.36		122,531.38
MFC ALPS ETF TR ALERIAN MLP ETF		56,032.85		58,683.63
MFC ALPS ETF TR JEFFERIES TR/J CRB GLOBAL COMMODITY EQUITY INDEX FD		23,383.78		18,988.99
MFC ALPS ETF TR JEFFERIES TR/J CRB WILDCATTERS EQUITY ETF		6,090.34		4,848.02
MFC AMERN INC FD INC COM		2,830.05		2,626.25
MFC AMERN SELECT PORTFOLIO INC COM		19,294.88		16,312.18
MFC AMERN STRATEGIC INC PORTFOLIO INC COM		12,196.60		10,670.00
MFC AUSTRALIA & NEW ZEALAND DEBT FD		17,207.88		15,007.22
MFC BARCLAYS BK PLC ETN LKD TO DOW JONES-AIG INDL		13,580.65		10,410.00
MFC BARCLAYS BK PLC IPATH ASIAN & GULF CURRENCY REVALUATION ETN		5,143.95		5,025.00
MFC BARCLAYS BK PLC IPATH DOW JONES-UBS COCOA SUBINDEX TOTAL RETURN ETN		4,860.54		2,875.00
MFC BARCLAYS BK PLC IPATH DOW JONES-UBS PLATINUM SUBINDEX TOTAL RETURN ETN		4,179.95		3,202.52
MFC BARCLAYS BK PLC IPATH ETNS LKD MSCI INDIA TOTAL		119,584.16		84,568.68
MFC BARCLAYS BK PLC IPATH INDEX LKD SECSLKD TO GSCI COMMODITY		22,184.38		22,633.12
MFC BARCLAYS BK PLC IPATH OPTIMIZED CURRENCY CARRY EXCHANGE TRADED NT		9,198.60		9,219.98
MFC BIOTECH HOLDRS TR DEPOSITARY RCPTS		9,906.56		10,576.00
MFC BLACKROCK CORE BD TR SHS BEN INT		11,148.96		11,735.35
MFC BLACKROCK CORPORATE HIGH YIELD FD INC COM		22,770.25		23,517.40
MFC BLACKROCK CORPORATE HIGH YIELD FD V INC COM		10,849.53		11,164.38
MFC BLACKROCK CORPORATE HIGH YIELD FD VIINC COM		16,554.33		21,931.02
MFC BLACKROCK CR ALLOCATION INCOME TR IIINC COM		10,049.95		4,915.00
MFC BLACKROCK CREDIT ALL INC TR IV COM		18,884.22		22,963.81
MFC BLACKROCK DEBT STRATEGIES FD INC COM		38,636.24		29,541.30
MFC BLACKROCK ENHANCED CAPITAL & INCOME FUND INC		1,441.43		1,279.20
MFC BLACKROCK EQUITY DIVIDEDND TRUST COM		3,918.64		3,431.77
MFC BLACKROCK FLOATING RATE INC TR		23,437.88		22,504.21
MFC BLACKROCK GLOBAL OPPORTUNITIES EQUITY TR COM		87,280.14		63,936.40
MFC BLACKROCK INC OPPORTUNITY TR INC.		17,097.34		17,761.14
MFC BLACKROCK LTD DURATION INCOME TR COMSHS		10,980.22		14,281.97
MFC BLACKROCK MUNIHOLDINGS QUALITY FUND II INC		14,811.62		16,039.89
MFC BLACKROCK RES & COMMODITIES STRATEGYTR SHS		5,852.10		3,984.00
MFC BLACKROCK SR HIGH INCOME FD INC COM		47,852.95		41,029.43
MFC BLACKSTONE / GSO SR FLOATING RATE TERM FD COM		63,104.85		57,721.73
MFC BLDRS DEVELOPED MKTS 100 ADR INDEX FD		10,095.88		6,177.27
MFC BLUE RIBBON INCOME FD TR UNIT FD TR UNIT		10,998.64		12,757.95
MFC CALAMOS CONV & HIGH INCOME FD COM SHS		76,416.78		71,215.97
MFC CALAMOS STRATEGIC TOTAL RETURN FD COM SH BEN INT		4,053.95		4,175.05
MFC CBRE CLARION GLOBAL REAL ESTATE INCOME FD COM		39,057.64		32,542.78
MFC CEF BLACKROCK ENERGY & RESOURCES TRUST		18,849.30		17,604.00
MFC CENTRAL FD CDA LTD CL A CLOSED-END FUND		2,406,164.10		2,627,838.05
MFC CHINA FD INC		5,806.85		4,102.00
MFC CLAYMORE EXCHANGE TRADED FD TR 2 GUGGENHEIM AIRLINE ETF		6,989.82		6,567.08
MFC CLAYMORE EXCHANGE TRADED FD TR 2 GUGGENHEIM SHIPPING ETF		42,566.95		41,664.00
MFC CLAYMORE EXCHANGE-TRADED FD TR GUGGENHEIM INSIDER SENTIMENT ETF		262,714.52		260,405.27
MFC CLAYMORE EXCHANGE-TRADED FD TR GUGGENHEIM SECTOR ROTATION ETF		12,949.53		11,455.00
MFC CLEARBRIDGE ENERGY MLP FD INC		3,393.67		3,443.08
MFC COHEN & STEERS DIVID MAJORS FD INC COM		13,105.58		14,024.40
MFC COHEN & STEERS GLOBAL INCOME BLDR INC COM		22,633.45		18,600.00
MFC COHEN & STEERS INFRASTRUCTURE FD INCCOM		18,549.69		19,937.54
MFC COHEN & STEERS REIT & PFD INC FD INCCOM		13,683.04		15,705.25

112


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC COLUMBIA ETF TR COLUMBIA CONCENTRATED LARGE CAP VALUE STRATEGY FD		19,546.87		15,117.36
MFC CORNERSTONE PROGRESSIVE RETURN FD COM		108,973.06		92,575.45
MFC CR SUISSE NASSAU BRH EXCHG TRADED NTS LKD TO S&P 500 VIX SHORT TERMFUTURES		179,172.20		134,988.75
MFC CR SUISSE NASSAU BRH VELOCITYSHARES EXCHA TRADED NTS 3X LONG SILV ETN S&P		328,156.79		215,258.94
MFC CREDIT SUISSE ASSET MGMT INCOME FD INC COM		40,423.25		46,250.11
MFC CREDIT SUISSE HIGH YIELD BD FD SH BEN INT		7,409.61		7,263.62
MFC CURRENCYSHARES AUSTRALIAN DLR TR AUSTRALIAN DOLLAR SHS		113,135.43		111,034.84
MFC CURRENCYSHARES BRIT POUND STERLING TR BRIT POUND STERLING SHS		5,659.17		5,393.50
MFC CURRENCYSHARES CDN DLR TR CDN DOLLARSHS		45,390.13		43,636.14
MFC CURRENCYSHARES JAPANESE YEN TR JAPANESE YEN SHS		8,490.82		8,955.10
MFC CURRENCYSHARES MEXICAN PESO TR MEXICAN PESO SHS		2,725.46		2,515.45
MFC CUSHING MLP TOTAL RETURN FD COM SHS		15,394.30		14,970.01
MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB BASE METALS SHORT		4,904.45		5,535.00
MFC DEUTSCHE BK AG LONDON BRH POWERSHARES DB CRUDE OIL DOUBLE		35,675.60		31,479.20
MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD DOUBLE LONG EXCH TRADED		794,504.09		672,396.03
MFC DEUTSCHE BK AG LONDON BRH POWERSHARES GOLD SHORT EXCH TRADED NTS		16,399.84		13,534.50
MFC DEUTSCHE BK AG LONDON BRH DB COMMODITY DOUBLE LONG EXCHANGE		16,028.56		14,229.00
MFC DIREXION DAILY CHINA 3X BEAR		2,033.26		1,425.84
MFC DIREXION DAILY TECH BEAR 3X		17,738.85		14,930.80
MFC DIREXION DAILY TECHNOLOGY BULL 3X SHS		51,663.51		47,385.00
MFC DIREXION DLY EMG MKT BEAR 3X		59,232.95		57,022.24
MFC DIREXION DLY ENERGY BEAR 3X		48,246.82		41,564.25
MFC DIREXION SHS ETF TR		2,069.80		1,165.13
MFC DIREXION SHS ETF TR DAILY REAL ESTATE BEAR 3X SHS NEW		0.00		9,559.56
MFC DIREXION SHS ETF TR DAILY SEMICONDUCTOR BULL 3X SHS		18,475.13		14,278.00
MFC DIREXION SHS ETF TR DAILY 20+ YR TREASURY BEAR 3X SHS NEW		7,731.03		6,796.00
MFC DIREXION SHS ETF TR DAILY 20+ YR TREASURY BULL 3X SHS		33,420.72		36,768.42
MFC DIREXION SHS ETF TR DAILY EMERGING MKT BULL 3X SHS NEW		67,085.99		81,923.61
MFC DIREXION SHS ETF TR DAILY FINL BEAR 3X SHS NEW DEC 2010		1,048,449.82		966,712.67
MFC DIREXION SHS ETF TR DAILY FINL BULL 3X SHS NEW		1,127,587.43		1,174,788.13
MFC DIREXION SHS ETF TR DAILY GOLD MINERS BULL 3X SHS		5,063.32		4,102.33
MFC DIREXION SHS ETF TR DAILY LATIN AMERN BULL 3X SHS NEW		150.07		1,759.78
MFC DIREXION SHS ETF TR DAILY MID CAP BEAR 3X SHS NEW DEC 2010		8,193.51		3,113.00
MFC DIREXION SHS ETF TR DAILY NAT GAS RELATED BULL 3X SHS		5,473.52		2,727.64
MFC DIREXION SHS ETF TR DAILY RUSSIA BEAR 3X SHS		3,032.57		1,460.72
MFC DIREXION SHS ETF TR DAILY SMALL CAP BEAR 3X SHS NEW FEB 2011		1,107,833.41		1,024,378.80
MFC DIREXION SHS ETF TR DEVELOPED MKTS BULL 3X SHS 3X SHS		43,321.84		30,296.24
MFC DIREXION SHS ETF TR DIREXION DAILY LATIN AMER BEAR 3X SHS		2,014.88		1,178.60
MFC DIREXION SHS ETF TR DIREXION DAILY MID CAP BULL 3X SHS		34,526.05		26,450.40
MFC DIREXION SHS ETF TR DIREXION DAILY REAL ESTATE BULL 3X SHS		125,975.67		103,140.00
MFC DIREXION SHS ETF TR ENERGY BULL 3X SHS 3X SHS		290,283.21		309,491.10
MFC DIREXION SHS ETF TR LARGE CAP		116,284.59		98,925.50
MFC DIREXION SHS ETF TR LARGE CAP BULL 3X SHS 3X SHS		113,439.96		120,850.51
MFC DIREXION SHS ETF TR SMALL CAP BULL 3X SHS 3X SHS		2,600,413.97		2,692,048.57
MFC DNP SELECT INC FD INC COM		268,140.63		313,756.79
MFC DOW 30 COVERED CALL FD INC COM		15,070.60		14,628.80
MFC DOW 30SM ENHANCED PREM & INCOME FD INC COM		16,356.29		15,392.40
MFC DWA TECHNICAL LEADERS PORTFOLIO DWA TECHNICAL LEADERS PORTFOLIOB		50,576.25		47,354.39
MFC DWS HIGH INCOME TRUST SHS NEW		17,232.53		15,345.00
MFC EATON VANCE ENHANCED EQTY INC FD II		38,084.03		26,587.48
MFC EATON VANCE ENHANCED EQUITY INCOME FD COM		14,861.66		11,345.19
MFC EATON VANCE LTD DURATION INCOME FD COM		11,264.45		11,422.50

113


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC EATON VANCE SHORT DURATION DIVERSIFIED INCOME FD COM		93,981.48		97,200.00
MFC EATON VANCE SR FLOATING-RATE TR COM		11.62		12.85
MFC EATON VANCE TAX-MANAGED DIVERSIFIED EQUITY INCOME FD COM		2,975.00		2,439.25
MFC EATON VANCE TAX-MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FD COM		552,255.49		328,268.96
MFC EGA EMERGING GLOBAL SHS TR EMERGING GLOBAL SHS INDXX BRAZIL INFRASTR INDEX		5,015.13		4,106.00
MFC ENERVEST DIVERSIFIED INCOME TR TR UNIT NEW		36,021.91		33,430.31
MFC ETF FID NASDAQ COMP INDX TS		11,721.82		21,448.08
MFC ETFS GOLD TR SH		552,602.34		560,846.60
MFC ETFS PALLADIUM TR SH BEN INT		14,145.54		13,041.12
MFC ETFS PLATINUM TR SH BEN INT		28,539.70		22,740.30
MFC ETFS PRECIOUS METALS BASKET TR ETFS PHYSICAL PM BASKET SHS		260,531.67		247,192.50
MFC ETFS SILVER TR SILVER SHS		488,302.69		387,371.52
MFC ETFS WHITE METALS BASKET TR ETFS PHYSICAL WM BASKET SHS		5,162.40		4,669.00
MFC FACTORSHARES S&P GOLD PREM		20,242.45		12,692.00
MFC FIRST TR / ABERDEEN EMERGING OPPORTUNITY FD COM SHS		13,288.90		12,474.00
MFC FIRST TR / ACTIVE DIVID INCOME FD COM		17,396.19		13,906.69
MFC FIRST TR CONSUMER STAPLES EXCHANGE TRADED FD		11,422.26		11,825.00
MFC FIRST TR DOW JONES SELECT MICROCAP INDEX FD COM SHS ANNUAL		41,078.26		40,160.00
MFC FIRST TR EXCHANGE TRADED ALPHADEX FDII DEV MKTS EX US ALPHADEX FD		18,460.75		17,928.54
MFC FIRST TR EXCHANGE-TRADED ALPHADEX FD		18,694.70		18,183.96
MFC FIRST TR EXCHANGE-TRADED FD DOW JONES INTERNET INDEX FD		45,807.23		41,344.00
MFC FIRST TR EXCHANGE-TRADED FD II FINL ALPHADEX FD ANNUAL		18,320.69		18,189.01
MFC FIRST TR EXCHANGE-TRADED FD II FIRSTTR DOW JONES GLOBAL		26,859.36		25,682.16
MFC FIRST TR EXCHANGE-TRADED FD II ISE CLOUD COMPUTING INDEX FD		71,312.66		70,606.00
MFC FIRST TR EXCHANGE-TRADED HEALTH CAREALPH		91,689.52		92,560.56
MFC FIRST TR IPOX 100 INDEX FD SHS		2,466.60		2,397.00
MFC FIRST TR ISE CHINDIA INDEX FD COM		7,556.48		5,728.92
MFC FIRST TR ISE GLOBAL WIND ENERGY INDEX FD COM SHS		12,380.00		7,920.00
MFC FIRST TR ISE REVERE NAT GAS INDEX FDCOM		121,237.87		118,479.38
MFC FIRST TR LARGE CAP CORE ALPHADEX FD COM SHS		57,086.94		55,317.88
MFC FIRST TR MID CAP CORE ALPHADEX FD		22,430.55		21,796.10
MFC FIRST TR MORNINGSTAR DIVID LEADERS INDEX FD SHS		118,815.45		123,411.60
MFC FIRST TR SMALL CAP CORE ALPHADEX FD COM SHS		4,020.31		3,890.24
MFC FIRST TR STRATEGIC HIGH INCOME FD IICOM SHS NEW		0.00		33,539.60
MFC FIRST TR TECHNOLOGY ALPHA EXCHANGE TRADED		18,365.71		17,414.76
MFC FIRST TR VALUE LINE DIVID INDEX FD SHS		45,981.55		46,348.95
MFC FIRST TRUST NASDAQ 100-TECHNOLOGY INDEX FUND		4,913.63		4,842.83
MFC FIRST TRUST NASDAQ CLEAN EDGE GREEN ENERGY INDEX FUND		727.08		479.50
MFC FIRST TRUST SENIOR FLOATING RATE INCOME FUND 11		45,245.02		37,461.02
MFC FIRSTHAND TECHNOLOGY VALUE FD INC COM		15,692.99		3,191.81
MFC FLAHERTY & CRUMRINE / CLAYMORE TOTALRETURN FD INC COM		8,506.95		9,350.00
MFC FORUM FDS AUXIER FOCUS FD INVS SHS		15,889.08		18,792.05
MFC GABELLI CONV & INC SECS FD INC COM		28,328.93		17,772.30
MFC GABELLI DIVID & INC TR COM		14,604.95		15,420.00
MFC GAMCO GLOBAL GOLD NAT RES & INC TR BY GABELLI COM SH BEN INT COM SH BEN INT		93,299.28		82,974.13
MFC GAMCO NAT RES GOLD & INC TR		0.00		4,264.56
MFC GLOBAL HI INC FD INC		20,385.78		20,501.93
MFC GLOBAL X FDS GLOBAL X CHINA CNSMR ETF		6,539.50		4,798.50
MFC GLOBAL X FDS GLOBAL X COPPER MINERS ETF		20,117.64		16,178.40
MFC GLOBAL X FDS GLOBAL X LITHIUM ETF		34,123.99		23,680.42
MFC GLOBAL X FTSE NORDIC REGION ETF		14,075.74		11,053.95
MFC GLOBAL X OIL EQUITIES ETF		27,693.90		26,328.00
MFC GLOBAL X SILVER MINERS ETF		110,662.87		89,139.77
MFC GLOBAL X URANIUM ETF		41,822.82		26,080.00

114


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC GOLDMAN SACHS GROUP INC		4,451.22		4,887.80
MFC GREENHAVEN CONTINUOUS COMMODITY INDEX FD UNIT BEN INT		85,168.35		74,291.36
MFC GS FIN CORP MEDIUM TERM NTS CLAYMORECEF INDEX LKD		19,077.66		18,909.60
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC		72,483.45		61,596.97
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC		27,981.83		27,639.73
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC		11,851.67		11,244.00
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.		100,480.43		87,949.45
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.		43,189.60		37,743.51
MFC GUGGENHEIM FUNDS DISTRIBUTORS INC.		2,925.67		2,196.00
MFC HANCOCK JOHN BK & THRIFT OPPORTUNITYFD SH BEN INT NEW		763.01		671.30
MFC HANCOCK JOHN INCOME SECS TR SH BEN INT		57,053.17		73,000.00
MFC HANCOCK JOHN INVS TR		13,350.80		15,540.00
MFC HANCOCK JOHN PFD INC FD SH BEN INT		13,719.51		14,077.48
MFC HELIOS HIGH INCOME FD INC		11,211.07		11,628.18
MFC HIGHLAND FDS II PYXIS TREND FOLLOWING FD CL A		50,676.97		45,720.80
MFC INDEXIQ ETF TR IQ CANADA SMALL CAP ETF		4,065.80		3,113.38
MFC INDEXIQ ETF TR IQ GLOBAL AGRIBUSINESS SMALL CAP EQUITY ETF		26,174.57		22,672.80
MFC INDEXIQ ETF TR IQ SOUTH KOREA SMALL CAP ETF		2,686.30		2,598.00
MFC INDIA FD INC COM		133,058.52		77,206.57
MFC INDL LTD COM		4,921.04		5,797.27
MFC ING GLOBAL EQTY DIVID & PREM OPPTY FD COM		82,790.72		62,196.86
MFC ING PRIME RATE TR SH BEN INT		10,402.35		9,112.18
MFC ING RISK MANAGED NAT RES FD COM		12,970.72		9,120.00
MFC INVESCO HIGH YIELD INVST FD		23,776.32		24,728.94
MFC INVESCO VAN KAMPEN DYNAMIC CR OPPORTUNIT FUND COM		23,009.91		19,711.16
MFC INVESCO VAN KAMPEN SR INC TR COM		214,197.42		173,729.07
MFC IPATH DJ-UBS AGRICLTRE TOTAL RETURN SUB-INDEX ETN 10/22/37		40,009.78		33,708.02
MFC IPATH DJ-UBS COTTON SUBINDX		30,564.95		16,938.00
MFC IPATH DOW JONES IPATH INDEX LKD SECSLKD TO DOW JONES UBS ETN		139,398.22		127,438.08
MFC IPATH DOW JONES-UBS COPER SUBINDEX TOTAL RETURN ETN 10/22/37		72,906.50		64,738.80
MFC IPATH DOW JONES-UBS GRAINS SUBINDEX TOTAL RETURN ETN 10/22/37		50,316.37		42,778.50
MFC IPATH DOW JONES-UBS SUGAR SUBINDEX TOTAL RETURN ETN 6/24/38		1,959.53		1,717.80
MFC ISHARES DOW JONES US INDEX FUND		40,543.68		47,312.14
MFC ISHARES FTSE EPRA/NAREIT ASIA INDEX		17,433.30		14,731.50
MFC ISHARES FTSE EPRA/NAREIT GLOBAL REALESTATE EX-U.S INDEX FUND		36,525.41		30,944.63
MFC ISHARES GOLD TRUST		2,227,733.40		2,070,609.88
MFC ISHARES IBOXX INVT GRADE GROUP BD FD		671,168.91		691,749.29
MFC ISHARES INC MCSI BRIC INDEX FD		31,892.43		24,337.17
MFC ISHARES INC MSCI AUSTRALIA INDEX FD		630,115.52		570,587.54
MFC ISHARES INC MSCI BRAZIL FREE INDEX FD		1,472,455.96		1,205,562.92
MFC ISHARES INC MSCI CDA INDEX FD		367,485.17		332,926.06
MFC ISHARES INC MSCI EMU INDEX FD		2,659.09		1,963.90
MFC ISHARES INC MSCI GERMANY INDEX FD		55,352.78		46,570.06
MFC ISHARES INC MSCI HONG KONG INDEX FD		260,995.56		208,868.42
MFC ISHARES INC MSCI ISRAEL CAPPED INDEXFD		36,118.53		30,933.42
MFC ISHARES INC MSCI JAPAN INDEX FD		115,771.18		102,735.79
MFC ISHARES INC MSCI MALAYSIA FREE INDEXFD		48,641.37		45,177.51
MFC ISHARES INC MSCI PAC EX-JAPAN INDEX FD		76,985.88		68,174.59
MFC ISHARES INC MSCI S AFRICA INDEX FD		24,508.45		21,374.50
MFC ISHARES INC MSCI S KOREA INDEX FD		212,782.85		178,353.80
MFC ISHARES INC MSCI SINGAPORE INDEX FD		103,171.81		89,801.08
MFC ISHARES INC MSCI SPAIN INDEX FD		6,537.71		4,540.50
MFC ISHARES INC MSCI SWEDEN INDEX FD		534.81		527.94
MFC ISHARES INC MSCI SWITZ INDEX FD		113,063.43		106,374.32

115


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC ISHARES INC MSCI TAIWAN INDEX FD		25,326.17		20,692.62
MFC ISHARES INC MSCI TURKEY INDEX FD		25,798.57		15,427.50
MFC ISHARES INC MSCI UK INDEX FD		59,228.61		54,798.99
MFC ISHARES INTERMEDIATE CREDIT		63,138.26		64,293.88
MFC ISHARES MSCI ACWI INDEX FUND		90,926.27		86,049.37
MFC ISHARES MSCI ALL COUNTRY ASIA EX JAPAN INDEX FUND		89,374.41		86,031.35
MFC ISHARES MSCI THAILAND INVESTABLE MKT INDEX FD		6,454.12		6,515.86
MFC ISHARES S&P GLOBAL CLEAN ENERGY INDEX FD		5,665.96		2,979.19
MFC ISHARES S&P GLOBAL TIMBER AND FORESTRY INDEX FUND		5,445.99		5,032.10
MFC ISHARES S&P GSCI COMMODITY-IND		14,288.88		13,356.90
MFC ISHARES S&P GSTI NETWORKING IN		54,156.55		50,390.85
MFC ISHARES S&P INDIA NIFTY 50 INDEX FD		26,410.59		19,846.86
MFC ISHARES S&P/CITIGROUP 1-3 YEAR INTERNATIONAL TREASURY BOND FUND		20,922.90		18,913.05
MFC ISHARES SILVER TR ISHARES		5,261,818.56		4,175,726.94
MFC ISHARES TR BARCLAYS 0-5 YR TIPS BD FD		1,662,928.38		1,655,442.19
MFC ISHARES TR BARCLAYS 1-3 YR CR BD FD		1,349,552.50		1,344,785.62
MFC ISHARES TR BARCLAYS TIPS BD FD		3,351,271.02		3,568,566.36
MFC ISHARES TR COHEN & STEERS REALTY MAJORS INDEX FD CLOSE END		677,973.45		784,781.67
MFC ISHARES TR DOW JONES SELECT DIVID INDEX FD		15,884,623.82		16,203,130.25
MFC ISHARES TR DOW JONES TRANSN AVERAGE INDEX FD		108,945.02		117,220.82
MFC ISHARES TR DOW JONES U S		118,233.74		108,595.24
MFC ISHARES TR DOW JONES U S BASIC MATERIALS SECTOR		162,318.32		154,207.97
MFC ISHARES TR DOW JONES U S CONSUMER GOODS SECTOR		37,280.84		38,095.01
MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD		107,383.52		110,653.83
MFC ISHARES TR DOW JONES U S FINL SECTORINDEX FD		29,563.57		23,615.24
MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR		202,498.63		215,528.26
MFC ISHARES TR DOW JONES U S REAL ESTATEINDEX FD		176,670.83		175,616.30
MFC ISHARES TR DOW JONES U S TECHNOLOGY SECTOR		43,104.05		42,970.99
MFC ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD		100,774.89		117,553.92
MFC ISHARES TR DOW JONES US PHARMACEUTICALS INDEX FD		7,777.76		8,256.60
MFC ISHARES TR DOW JONES US HEALTH CARE PROVIDERS		10,202.72		11,475.75
MFC ISHARES TR DOW JONES US HOME CONSTN INDEX FD		45,596.92		41,247.17
MFC ISHARES TR DOW JONES US MEDICAL DEVICES INDEX		22,392.92		23,260.00
MFC ISHARES TR DOW JONES US OIL & GAS EXPL &		12,785.62		11,862.79
MFC ISHARES TR DOW JONES US OIL EQUIP & SVCS INDEX FD		13,356.27		10,852.12
MFC ISHARES TR FTSE CHINA 25 INDEX FD		970,492.60		826,979.85
MFC ISHARES TR FTSE EPRA/NAREIT DEVELOPED EUROPE INDEX FD		19,787.78		18,713.37
MFC ISHARES TR FTSE NAREIT RESIDENTIAL INDEX FD		7,551.33		9,448.19
MFC ISHARES TR IBOXX $ HIGH YIELD CORP BD FD		706,836.46		715,295.14
MFC ISHARES TR JPMORGAN USD EMERGING MKTS BD FD		69,957.06		69,862.58
MFC ISHARES TR LARGE CORE INDEX FD		3,216.95		3,576.73
MFC ISHARES TR LARGE GROWTH INDEX FD		44,793.21		46,030.08
MFC ISHARES TR LEHMAN AGENCY BOND FD		6,507.96		6,777.00
MFC ISHARES TR MORNINGSTAR LARGE VALUE INDEX FD		16,387.22		16,328.65
MFC ISHARES TR MORNINGSTAR SMALL CORE INDEX FD		2,004.90		4,607.90
MFC ISHARES TR MORNINGSTAR SMALL GROWTH INDEX FD		29,847.66		32,571.28
MFC ISHARES TR MORNINGSTAR SMALL VALUE INDEX FD		33,174.94		34,455.82
MFC ISHARES TR MSCI ALL PERU CAPPED INDEX FD		42,551.29		38,501.53
MFC ISHARES TR MSCI EAFE GROWTH INDEX FD		134,047.64		117,981.88
MFC ISHARES TR MSCI EAFE INDEX FD		1,311,659.84		1,190,637.35
MFC ISHARES TR MSCI EAFE SMALL CAP INDEXFD		78,340.06		75,469.55
MFC ISHARES TR MSCI EAFE VALUE INDEX FD		498,116.34		389,848.29
MFC ISHARES TR MSCI EMERGING MKTS INDEX FD		920,710.83		812,033.82
MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD		1,013,225.56		1,113,160.64

116


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD		1,648,252.25		1,628,302.79
MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD		1,141,576.27		1,179,255.05
MFC ISHARES TR RUSSELL 2000 INDEX FD		375,142.83		376,500.10
MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD		908,226.88		925,240.02
MFC ISHARES TR RUSSELL 3000 GROWTH INDEXFD		24,156.27		24,593.74
MFC ISHARES TR RUSSELL 3000 INDEX FD		119,577.57		121,617.64
MFC ISHARES TR RUSSELL 3000 VALUE INDEX FD 3000 VALUE INDEZ FUD		79,207.09		96,109.84
MFC ISHARES TR RUSSELL MICROCAP INDEX FD		69,703.85		61,726.93
MFC ISHARES TR RUSSELL MIDCAP GROWTH INDEX FD		132,041.72		142,431.84
MFC ISHARES TR RUSSELL MIDCAP INDEX FD		182,872.05		187,605.83
MFC ISHARES TR RUSSELL MIDCAP VALUE INDEX FD		162,418.49		164,894.48
MFC ISHARES TR S & P		24,838.07		24,357.73
MFC ISHARES TR S&P 100 INDEX FD		39,970.25		41,745.96
MFC ISHARES TR S&P 1500 INDEX FD		18,019.51		24,140.30
MFC ISHARES TR S&P 500 GROWTH INDEX FD		73,674.94		83,070.11
MFC ISHARES TR S&P 500 VALUE INDEX FD		56,106.00		57,872.78
MFC ISHARES TR S&P AGGRESSIVE ALLOCATIONFD		27,653.26		30,439.05
MFC ISHARES TR S&P EMERGING MKTS ETF		5,545.03		5,623.80
MFC ISHARES TR S&P EUROPE 350 S&P EURO PLUS INDEX FD		17,553.63		13,860.54
MFC ISHARES TR S&P GLOBAL CONSUMER STAPLES INDEX		29,623.63		29,846.12
MFC ISHARES TR S&P GLOBAL ENERGY SECTOR INDEX FD		120,216.52		122,483.40
MFC ISHARES TR S&P GLOBAL INFO TECHNOLOGY SECTOR		20,817.30		24,236.87
MFC ISHARES TR S&P GLOBAL INFRASTRUCTUREINDEX FD		67,905.35		65,573.95
MFC ISHARES TR S&P GLOBAL MATERIALS INDEX FD		39,329.95		36,999.67
MFC ISHARES TR S&P GLOBAL UTILITIES INDEX FD		9,581.67		8,757.10
MFC ISHARES TR S&P GROWTH ALLOCATION FD		11,914.15		11,265.86
MFC ISHARES TR S&P LATIN AMER 40 INDEX FD		114,319.00		102,875.77
MFC ISHARES TR S&P MIDCAP 400 GROWTH INDEX FD GROWTH INDEX FD		142,426.64		137,888.03
MFC ISHARES TR S&P MIDCAP 400 INDEX FD		4,117,158.52		3,987,409.95
MFC ISHARES TR S&P MIDCAP 400 VALUE INDEX FD		196,824.56		194,882.89
MFC ISHARES TR S&P MODERATE ALLOCATION FD		59,774.95		62,790.00
MFC ISHARES TR S&P SMALLCAP 600 GROWTH INDEX FD		91,931.24		139,345.62
MFC ISHARES TR S&P SMALLCAP 600 INDEX FD		3,284,728.13		3,337,751.73
MFC ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD		286,698.42		305,774.77
MFC ISHARES TR S&P U S PFD STK INDEX FD		515,123.13		481,295.83
MFC ISHARES TR SM CAP INDEX FD		2,101.85		1,904.79
MFC JAPAN SMALLER CAPITALIZATION FD INC COM		1,646.15		1,436.00
MFC JOHN HANCOCK PREMIUM DIVIDEND FUND		16,382.71		23,226.12
MFC KAYNE ANDERSON ENERGY TOTAL RETURN FD INC COM		38,135.79		37,550.64
MFC KOREA EQTY FD INC		1,129.06		911.54
MFC KOREA FD INC COM NEW		10,711.43		5,398.25
MFC MACQUARIE / 1ST TR GLOBAL INFRASTRUCTU COM		15,742.91		16,411.12
MFC MACQUARIE GLOBAL INFRASTRUCTURE TOTAL RETURN FD INC COM		16,669.06		16,990.00
MFC MARKET VECTORS EMERGING MARKETS LOCAL CURRENCY BOND ETF		38,215.92		35,637.54
MFC MARKET VECTORS ETF TR URANIUM+NUCLEAR ENERGY ETF		64,151.90		38,092.53
MFC MARKET VECTORS ETF TR AGRIBUSINESS ETF		611,057.26		584,519.51
MFC MARKET VECTORS ETF TR BRAZIL SM CAP ETF		52,384.06		37,556.22
MFC MARKET VECTORS ETF TR COAL ETF		243,707.98		192,634.12
MFC MARKET VECTORS ETF TR ENVIRONMENTAL SVCS ETF		16,084.00		18,817.65
MFC MARKET VECTORS ETF TR GLOBAL ALTERNATIVE ENERGY ETF		20,654.45		9,393.51
MFC MARKET VECTORS ETF TR GOLD MINERS ETF FD		1,654,107.96		1,468,837.03
MFC MARKET VECTORS ETF TR INDONESIA ETF		5,848.25		5,409.30
MFC MARKET VECTORS ETF TR JR GOLD MINERSETF		388,269.82		276,886.78
MFC MARKET VECTORS ETF TR MTG REIT ETF		10,036.55		9,588.60

117


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC MARKET VECTORS ETF TR PHARMACEUTICALETF		34,535.78		36,355.00
MFC MARKET VECTORS ETF TR RARE EARTH STRATEGIC METALS ETF		51,137.48		32,824.00
MFC MARKET VECTORS ETF TR RUSSIA ETF		53,051.81		37,660.54
MFC MARKET VECTORS ETF TR RVE HARD ASSETS PRODUCERS ETF		26,581.27		26,984.00
MFC MARKET VECTORS ETF TR SOLAR ENERGY ETF		407.34		97.63
MFC MARKET VECTORS ETF TR STEEL ETF		212,487.70		163,962.92
MFC MARKET VECTORS VIETNAM ETF		4,971.01		3,448.35
MFC MFS MULTIMARKET INCOME TR SH BEN INT		92,355.68		105,668.46
MFC MKT VECTORS ETF TR OIL SVCS ETF		75,514.35		68,928.00
MFC MLP & STRATEGY EQUITY FD INC COM		4,664.06		5,124.00
MFC MORGAN STANLEY CHINA A SH FD INC COM		4,278.14		2,902.50
MFC MORGAN STANLEY EMERGING MKTS DOMESTIC DEBT FD INC COM		35,569.45		35,375.00
MFC MORGAN STANLEY MKT VECTORS BASED PERFORMANCE OF DOUBLE		33,005.97		36,528.00
MFC MORGAN STANLEY MKT VECTORS CHINESE RENMINBI USD ETNS		45,595.86		46,068.75
MFC NEUBERGER BERMAN HI YIELD STRATEGIESF COM		134,615.27		144,471.93
MFC NEUBERGER BERMAN REAL ESTATE SECS INCOME FD INC COM		13,609.01		29,492.70
MFC NFJ DIVID INT & PREM STRATEGY FD COMSHS		16,814.76		19,510.85
MFC NORTHERN LTS FD TR PAC FINL STRATEGIC		361,596.83		356,866.84
MFC NORTHERN LTS FD TR PAC FINL CORE EQUITY FD INV CL		594,222.24		600,993.30
MFC NORTHERN LTS FD TR PAC FINL INTL FD INV CL		123,940.43		108,385.28
MFC NUVEEN BUILD AMER BD FD COM		9,736.95		10,265.00
MFC NUVEEN DIVERSIFIED COMMODITY FD COM UNIT BEN INT		2,550.48		2,083.68
MFC NUVEEN DIVID ADVANTAGE MUN FD		122.44		125.39
MFC NUVEEN FLOATING RATE INCOME OPPORTUNITY FD COM SHS		18,150.36		19,894.77
MFC NUVEEN GLOBAL GOVT ENHANCED INCOME FD COM		53,927.74		50,976.00
MFC NUVEEN INVT TR V PFD SECS FD CL A		13,014.57		11,745.49
MFC NUVEEN MULTI-CURRENCY SHORT- TERM GOVT INCOME FD COM		1,166.44		992.98
MFC NUVEEN MULTI-STATEY INC & GROWTH FD II		60,129.28		54,941.56
MFC NUVEEN MULTI-STRATEGY INC & GROWTH FD		44,617.67		34,954.02
MFC NUVEEN QUAL PFD INC FD		3,892.47		3,861.26
MFC NUVEEN QUAL PFD INC FD 2		20,497.39		21,054.03
MFC NUVEEN QUAL PFD INC FD 3 COM		6,798.95		7,840.00
MFC OIL SVC HOLDRS TR OIL SVC HOLDRS DEPOSITARY RCPT		74,391.82		68,700.00
MFC PCM FD INC		41,849.78		37,098.39
MFC PIMCO BROAD US TIPS INDX FN		4,112.46		4,151.80
MFC PIMCO CORPORATE & INCOME OPPORTUNITYFUND		23,807.81		22,692.75
MFC PIMCO ETF TR 1-3 YEAR U S TREAS INDEX FD		19,347.56		19,374.48
MFC PIMCO ETF TR 1-5 YR US TIPS INDEX FD		153,986.08		154,637.28
MFC PIMCO ETF TR 15+ YR US TIPS INDEX FD		109,427.31		126,515.87
MFC PIMCO ETF TR ENHANCED SHORT MATURITYSTRATEGY FD		10,120.95		10,015.00
MFC PIMCO HIGH INCOME FD COM SHS		25,142.68		23,717.02
MFC PIMCO INCOME OPPORTUNITY FD COM		27,409.34		25,331.08
MFC PIMCO INCOME STRATEGY FUND		25,470.51		22,016.78
MFC PIMCO MUN INCOME FD II COM		240.38		202.26
MFC PIMCO STRATEGIC GLOBAL GOVT FD INC COM		122,936.16		127,874.97
MFC PIONEER HI INC TR COM		37,439.24		39,749.56
MFC POWERSHARES DB AGRICULTURE FUND		220,030.42		196,769.65
MFC POWERSHARES DB COMMODITY INDEX TRACKING FD UNIT BEN INT		401,465.49		388,113.13
MFC POWERSHARES DB G10 CURRENCY HARVEST FD COM UNIT BEN INT		42,364.60		41,294.16
MFC POWERSHARES DB MULTI-SECTOR COMM TR PWR SH DB PRECIOUS METAL FDCOM		85,228.37		102,479.76
MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR POWER SH DB OIL FD COM UNIT		2,647.27		2,857.00
MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR PWR SH DB ENERGY FD COM UIT		5,081.14		5,800.20
MFC POWERSHARES DB MULTI-SECTOR COMMODITY TR PWR SH DB SILVER FD UNIT		7,004.10		4,799.00

118


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BEARISH		108,946.58		102,847.79
MFC POWERSHARES DB U S DLR INDEX TR POWERSHARES DB US$ INDEX BULLISH		285,703.35		291,098.85
MFC POWERSHARES EXCHANGE-TRADED FD TR		85,362.35		60,565.08
MFC POWERSHARES EXCHANGE-TRADED FD TR AEROSPACE & DEFENSE PORT		7,824.48		7,516.66
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC BIOTECHNOLOGY & GENOME PORTFOLIO		8,185.97		8,024.00
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CLEANTECH PORTFOLIO		5,481.52		4,610.75
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC CONSUMER STAPLES SECTOR		39,277.90		50,570.00
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC ENERGY SECTOR PORT		7,233.48		7,630.00
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC FOOD & BEVERAGE PORTFOLIO		19,246.95		19,170.00
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC LARGE CAP GROWTH PORT		78,614.30		80,600.00
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MARKET PORT		10,123.78		8,724.30
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC MEDIA PORTFOLIO		308.48		268.30
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC OIL SVC PORTFOLIO		60,675.22		53,524.80
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC PHARMACEUTICALS PORTFOLIO		29,992.85		31,205.08
MFC POWERSHARES EXCHANGE-TRADED FD TR DYNAMIC SOFTWARE PORTFOLIO		37,631.61		38,344.02
MFC POWERSHARES EXCHANGE-TRADED FD TR FINL PFD PORTFOLIO		21,664.13		21,012.45
MFC POWERSHARES EXCHANGE-TRADED FD TR FTSE RAFI US 1000 PORT		736,813.07		758,708.73
MFC POWERSHARES EXCHANGE-TRADED FD TR FUNDAMENTAL PURE MID VALUE PORT		9,092.65		7,710.00
MFC POWERSHARES EXCHANGE-TRADED FD TR FUNDAMENTAL PURE SMALL VALUE PORT		1,681.30		1,582.24
MFC POWERSHARES EXCHANGE-TRADED FD TR GLOBAL LISTED PRIVATE EQUITY PORTFOLIO		2,442.95		2,397.00
MFC POWERSHARES EXCHANGE-TRADED FD TR HIGH YIELD EQUITY DIVID ACHIEVERS		8,880.30		9,294.87
MFC POWERSHARES EXCHANGE-TRADED FD TR INTL DIVID ACHIEVERS PORTFOLIO		72,959.93		72,602.31
MFC POWERSHARES EXCHANGE-TRADED FD TR LUX NANOTECH PORTFOLIO		3,501.09		1,815.00
MFC POWERSHARES EXCHANGE-TRADED FD TR S&P 500 HIGH QUALITY PORT		11,564.45		10,053.83
MFC POWERSHARES EXCHANGE-TRADED FD TR WATER RES PORT		62,757.25		57,936.86
MFC POWERSHARES EXCHANGE-TRADED FD TR WILDER HILL CLEAN ENERGY PORTFOLIO		77,183.71		27,805.70
MFC POWERSHARES EXCHANGE-TRADED FD TR WILDERHILL PROGRESSIVE ENERGY PORTFOLIO		240.99		226.81
MFC POWERSHARES EXCHANGE-TRADED FD TR ZACKS MICRO CAP PORTFOLIO		7,763.26		6,114.00
MFC POWERSHARES EXCHANGE-TRADED FD TR IICEF INCOME COMPOSITE PORT		2,561.29		2,351.00
MFC POWERSHARES EXCHANGE-TRADED FD TR IIEMERGING MKTS INFRASTRUCTURE PORTFOLIO		15,046.20		11,139.00
MFC POWERSHARES EXCHANGE-TRADED FD TR IIGLOBAL COAL PORT		10,021.26		6,637.46
MFC POWERSHARES EXCHANGE-TRADED FD TR IIKBW HIGH DIVID YIELD FINL PORT		25,326.71		22,753.39
MFC POWERSHARES EXCHANGE-TRADED FD TR IIKBW PREMIUM YIELD EQUITY REIT PORT		27,222.30		23,631.25
MFC POWERSHARES EXCHANGE-TRADED FD TR IIS&P SMALLCAP ENERGY PORT		22,387.89		24,010.00
MFC POWERSHARES EXCHANGE-TRADED FD TR IIS&P SMALLCAP INFORMATION TECHNOLOGY PORT		4,957.49		4,344.96
MFC POWERSHARES EXCHANGE-TRADED FD TR IISENIOR LN PORT NYSE ARCA INC		10,207.68		10,119.25
MFC POWERSHARES FUNDAMENTAL PURE SMALL GROWTH PORTFOLIO		50,516.98		43,354.75
MFC POWERSHARES GLOBAL AGRICULTURE PORTFOLIO		5,116.38		5,432.71
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR EMERGING MARKETS SOVEREIGN		24,533.74		24,624.00
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI DEV MARKETS EX U.S PORT		111,610.62		84,026.24
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR FTSE RAFI EMERGING MARKETS PORT		80,093.55		76,901.89
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL CLEAN ENERGY PORT		7,282.94		2,057.50
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR GLOBAL WTR PORT		54,102.86		46,863.54
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR HIGH YIELD USD BD PORTFOLIO		53,944.03		56,112.94
MFC POWERSHARES GLOBAL EXCHANGE TRADED FD TR I-30 LADDERED TREASURY PORTFOLIO		11,352.40		11,364.50
MFC POWERSHARES GLOBAL WIND ENERGY PORTFOLIO		4,777.83		2,066.86
MFC POWERSHARES INDIA EXCHANGE TRADED FDTR POWER SHS INDIA PORT		3,069.59		2,062.02
MFC POWERSHARES QQQ TR UNIT SER 1		15,588,294.09		15,754,870.08
MFC POWERSHRS FTSE RAFI US 1500 SMLL-MIDPORTFOLIO		2,780.45		3,000.00

119


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC PROSHARES TR II PROSHARES ULTRASHORTDJ UBS CRUDE OIL NEW		444,756.94		414,447.28
MFC PROSHARES TR II PROSHARES ULTRA SILVER		1,952,355.85		1,157,231.38
MFC PROSHARES TR II PROSHARES ULTRA DJ UBS CRUDE OIL NEW		135,115.21		135,552.34
MFC PROSHARES TR II PROSHARES ULTRA EURO		27,976.38		26,447.96
MFC PROSHARES TR II PROSHARES ULTRA GOLD		77,560.99		63,682.06
MFC PROSHARES TR II PROSHARES ULTRASHORTEURO		412,763.72		453,194.50
MFC PROSHARES TR II PROSHARES ULTRASHORTGOLD NEW		78,614.56		87,164.00
MFC PROSHARES TR II PROSHARES ULTRASHORTSILVER NEW 2011		129,317.66		155,526.00
MFC PROSHARES TR II PROSHARES ULTRASHORTYEN NEW II		13,836.95		13,636.35
MFC PROSHARES TR PROSHARES SHORT MIDCAP400		19,659.28		15,733.50
MFC PROSHARES TR PROSHARES SHORT RUSSELL2000		113,800.36		103,494.16
MFC PROSHARES TR PROSHARES SHORT SMALLCAP600		10,916.73		10,148.00
MFC PROSHARES TR PROSHARES SHORT DOW30		50,760.40		48,500.00
MFC PROSHARES TR PROSHARES SHORT FINLS		26,001.16		24,297.00
MFC PROSHARES TR PROSHARES SHORT MSCI EMERGING MARKETS		28,118.08		29,216.25
MFC PROSHARES TR PROSHARES SHORT QQQ		81,478.86		81,228.84
MFC PROSHARES TR PROSHARES SHORT S&P500		1,047,547.85		1,025,646.21
MFC PROSHARES TR PROSHARES ULTRA MIDCAP400		152,101.92		130,764.49
MFC PROSHARES TR PROSHARES ULTRA RUSSELL1000 VALUE		1,820.95		2,711.80
MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000		257,536.85		265,001.54
MFC PROSHARES TR PROSHARES ULTRA RUSSELL2000 VALUE		17.71		21.46
MFC PROSHARES TR PROSHARES ULTRA SEMICONDUCTORS		39,355.45		35,595.00
MFC PROSHARES TR PROSHARES ULTRA TECHNOLOGY		30,884.58		29,942.10
MFC PROSHARES TR PROSHARES ULTRA BASIC MATERIALS		51,217.28		43,362.00
MFC PROSHARES TR PROSHARES ULTRA DOW30		388,667.78		394,495.43
MFC PROSHARES TR PROSHARES ULTRA HEALTH CARE		6,653.52		6,110.63
MFC PROSHARES TR PROSHARES ULTRA NASDAQ BIOTECHNOLOGY ETF		5,677.92		6,952.00
MFC PROSHARES TR PROSHARES ULTRA OIL & GAS		105,750.74		109,071.68
MFC PROSHARES TR PROSHARES ULTRA QQQ		285,949.37		279,244.88
MFC PROSHARES TR PROSHARES ULTRA RUSSELLMIDCAP GROWTH		52,863.05		41,778.00
MFC PROSHARES TR PROSHARES ULTRA S&P500		684,719.38		723,787.75
MFC PROSHARES TR PROSHARES ULTRA UTILS		10,321.95		11,124.00
MFC PROSHARES TR PROSHARES ULTRAPRO S&P500		179,941.39		185,262.00
MFC PROSHARES TR PROSHARES ULTRAPRO SHORT S&P500		786,620.95		703,439.75
MFC PROSHARES TR PROSHARES ULTRASHORT 20+ YR TREAS		593,527.77		396,473.87
MFC PROSHARES TR PROSHARES ULTRASHORT 7-10 YR TREAS		9,926.04		7,627.50
MFC PROSHARES TR PROSHARES ULTRASHORT DOW30		60,505.04		55,575.30
MFC PROSHARES TR PROSHARES ULTRASHORT MSCI EAFE		9,417.15		5,188.00
MFC PROSHARES TR PROSHARES ULTRASHORT RUSSELL1000 VALUE		43,985.90		25,317.00
MFC PROSHARES TR PROSHARES ULTRASHORT S&P500		778,804.43		740,813.33
MFC PROSHARES TR SHORT 20+ YR TREASURY		215,228.36		190,698.06
MFC PROSHARES TR SHORT HIGH YIELD		18,128.90		16,704.00
MFC PROSHARES TR SHORT REAL ESTATE FD		58,300.07		51,435.00
MFC PROSHARES TR ULTRA MSCI BRAZIL		1,753.13		1,679.40
MFC PROSHARES TR ULTRAPRO DOW30		28,814.39		37,781.82
MFC PROSHARES TR ULTRAPRO MIDCAP400		80,355.41		90,416.00
MFC PROSHARES TR ULTRAPRO QQQ		729,282.99		696,353.58
MFC PROSHARES TR ULTRAPRO RUSSELL2000		98,972.50		95,745.91
MFC PROSHARES TR ULTRAPRO SHORT RUSSELL2000		23,978.71		18,433.60
MFC PROSHARES TR ULTRAPRO SHORT DOW30		483,889.41		340,299.90
MFC PROSHARES TR ULTRAPRO SHORT QQQ		67,374.56		66,650.65
MFC PROSHARES TR ULTRASHORT SEMICONDUCTORS NEW		10,369.27		9,118.00
MFC PROSHARES TR ULTRASHORT FINANCIALS NEW		267,449.98		246,830.52
MFC PROSHARES TR ULTRASHORT MSCI EUROPE NEW		40,827.62		36,674.20

120


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC PROSHARES TR ULTRASHORT QQQ NEW		442,949.27		440,152.89
MFC PROSHARES TR ULTRASHORT REAL ESTATE FD NEW 2011		49,803.26		34,627.92
MFC PROSHARES TR ULTRASHORT RUSSELL MIDCAP GROWTH NEW		876.72		550.44
MFC PROSHARES TR ULTRASHORT RUSSELL2000 NEW		57,436.18		55,019.25
MFC PROSHARES TR ULTRASHORT SMALLCAP600 NEW		145,513.49		122,060.85
MFC PROSHARES TR ULTRASHORT TECH NEW		22,916.37		12,765.00
MFC PROSHARES ULTRA FINANCIALS		613,749.64		605,923.59
MFC PROSHARES ULTRA REAL ESTATE		49,474.92		51,000.00
MFC PROSHARES ULTRASHORT BASIC M		10,882.47		9,315.00
MFC PROSHARES ULTRASHORT FTSE		46,732.01		44,643.90
MFC PROSHARES ULTRASHORT MSCI EM		37,794.58		35,727.12
MFC PROSHARES ULTRASHORT OIL & G		28,172.10		26,911.50
MFC PUTNAM MUN OPPORTUNITIES TR SH BEN INT		427.50		445.17
MFC PUTNAM PREMIER INC TR		13,252.95		10,772.78
MFC RAND CAP CORP COM		1,853.00		1,550.00
MFC ROYCE FOCUS TR INC		21,294.44		15,752.50
MFC ROYCE OTC MICRO CAP TR INC		10,234.95		10,524.00
MFC ROYCE VALUE TR INC COM		2,256.95		1,840.50
MFC RS INVT TR LOW DURATION BD FD CL A		20,088.93		20,128.21
MFC RYDEX ETF TR INVERSE S&P 500 2X STRATEGY ETF		11,638.96		9,360.00
MFC RYDEX ETF TR RYDEX S&P MIDCAP 400 PURE GROWTH		53,297.63		50,402.93
MFC RYDEX ETF TR RYDEX S&P SMALLCAP 600 PURE GROWTH		17,761.99		18,075.60
MFC RYDEX ETF TR S&P 500 EQUAL WEIGHTED INDEX FD		12,867,181.08		12,435,965.14
MFC RYDEX ETF TR S&P EQUAL WEIGHT INDUSTRIAL ETF		11,006.95		10,406.00
MFC RYDEX ETF TR S&P EQUAL WEIGHT ENERGYETF		15,852.35		13,554.20
MFC RYDEX ETF TR S&P EQUAL WEIGHT ETF		9,510.32		8,425.50
MFC RYDEX S&P EQUAL WEIGHT TECHNOLOGY ETF		6,797.69		7,598.48
MFC RYDEX SER FDS S&P 500 FD CL H		371,941.99		384,939.43
MFC SCHWAB INTERMEDIATE-TERM US TREASURYETF		20,236.41		20,653.29
MFC SCHWAB SHORT-TERM US TREASURY ETF		56,788.46		57,095.11
MFC SCHWAB STRATEGIC TR EMERGING MKTS EQUITY ETF		13,299,100.89		12,358,462.79
MFC SCHWAB STRATEGIC TR INTL EQUITY ETF		721,293.61		655,672.88
MFC SCHWAB STRATEGIC TR INTL SMALL CAP EQUITY ETF		562,916.20		502,039.10
MFC SCHWAB STRATEGIC TR US AGGREGATE BD ETF US AGGREGATE BD ETF		15,935,982.25		15,990,545.12
MFC SCHWAB STRATEGIC TR US BROAD MKT ETF		1,207,977.96		1,224,280.50
MFC SCHWAB STRATEGIC TR US DIVIDEND EQUITY ETF		48,704.11		50,265.18
MFC SCHWAB STRATEGIC TR US LARGE-CAP GROWTH ETF		204,936.87		208,276.37
MFC SCHWAB STRATEGIC TR US LARGE-CAP VALUE ETF		219,763.73		229,580.11
MFC SCHWAB STRATEGIC TR US LARGE-CAP ETF		651,793.34		671,054.73
MFC SCHWAB STRATEGIC TR US MID-CAP ETF		13,175,582.02		13,260,714.30
MFC SCHWAB STRATEGIC TR US REIT ETF		11,920,455.93		12,190,486.78
MFC SCHWAB STRATEGIC TR US SMALL-CAP ETF		13,709,804.96		13,565,563.78
MFC SCHWAB STRATEGIC TR US TIPS ETF		422,837.83		442,149.56
MFC SECTOR SPDR TR SHS BEN INT-HLTH CARE		167,916.54		172,209.67
MFC SELECT SECTOR SPDR TR CONSUMER STAPLES		127,352.04		137,544.62
MFC SELECT SECTOR SPDR TR ENERGY		1,013,077.36		993,371.33
MFC SELECT SECTOR SPDR TR FINANCIAL		427,468.37		410,821.20
MFC SELECT SECTOR SPDR TR SHS BEN INT-MATERIALS		113,355.14		108,249.07
MFC SELECT SECTOR SPDR TR TECHNOLOGY		291,665.24		306,663.93
MFC SELECT SECTOR SPDR TR UTILS		466,063.80		503,831.57
MFC SINGAPORE FD INC COM CLOSED END FD		3,228.53		2,544.79
MFC SOURCE CAP INC $2.40 CUM PFD STK $3 PAR CLOSED END FD		25,153.95		25,018.90
MFC SPDR DOW JONES GLOBAL REAL ESTATE		9,954.50		8,896.95
MFC SPDR DOW JONES INDL AVERAGE ETF TR UNIT SER 1		1,506,953.40		1,569,381.67

121


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC SPDR GLOBAL DOW ETF		22,627.73		16,121.56
MFC SPDR INDEX SHS FDS DOW JONES INTL REAL ESTATE ETF		552,575.22		427,620.81
MFC SPDR INDEX SHS FDS FTSE / MACQUARIE GLOBAL		5,626.58		5,306.24
MFC SPDR INDEX SHS FDS MSCI ACWI EX-US ETF		4,617.68		3,207.07
MFC SPDR INDEX SHS FDS RUSSELL / NOMURA SMALL CAP JAPAN ETF		10,088.60		10,273.50
MFC SPDR INDEX SHS FDS S&P BRIC 40 ETF		51,638.57		41,762.84
MFC SPDR INDEX SHS FDS S&P CHINA ETF		7,439.35		6,230.00
MFC SPDR INDEX SHS FDS S&P EMERGING EUROPE ETF		82,867.99		56,598.31
MFC SPDR INDEX SHS FDS S&P EMERGING LATIN AMER ETF		17,287.05		15,871.03
MFC SPDR INDEX SHS FDS S&P EMERGING MKTSSM CAP ETF		71,276.25		50,549.50
MFC SPDR INDEX SHS FDS S&P INTL DIVIDENDETF		63,982.90		57,117.32
MFC SPDR INDEX SHS FDS S&P INTL SMALL CAP ETF		3,240.98		2,517.00
MFC SPDR INDEX SHS FDS SPDR S&P EMERGINGMARKETS DIVID ETF		9,352.95		9,390.00
MFC SPDR INDEX SHS FDS SPDR S&P INTL MATERIALS SECTOR		17,447.26		13,110.16
MFC SPDR S&P BANK ETF		22,144.13		18,004.93
MFC SPDR S&P INSURANCE ETF		44,804.52		39,934.28
MFC SPDR S&P METALS & MINING ETF		75,854.43		60,258.03
MFC SPDR S&P PHARMACEUTICALS ETF		40,415.50		45,559.21
MFC SPDR S&P REGIONAL BANKING EFT		4,950.69		4,637.90
MFC SPDR SER TR BARCLAYS CAP 1-3 T BILL ETF		90,340.64		90,285.10
MFC SPDR SER TR BARCLAYS CAP HIGH YIELD BD ETF		476,707.61		466,517.02
MFC SPDR SER TR BARCLAYS CAP INTL CORP BD ETF		12,793.53		12,483.96
MFC SPDR SER TR BARCLAYS CAP INTL TREAS BD ETF		144,081.17		144,365.92
MFC SPDR SER TR BARCLAYS CAP ISSUER SCORED CORP BD ETF		40,138.81		39,636.70
MFC SPDR SER TR BARCLAYS CAP TIPS ETF		85,047.76		93,431.95
MFC SPDR SER TR BARCLAYS CAPITAL SHORT TERM INTL TREAS BD ETF		8,972.06		8,220.97
MFC SPDR SER TR DB INTL GOVT INFLATION- PROTECTED		182,877.54		189,243.81
MFC SPDR SER TR DOW JONES TOTAL MKT ETF		28,453.54		32,645.46
MFC SPDR SER TR NUVEEN BARCLAYS CAP MUN BD ETF		7,585.24		8,136.33
MFC SPDR SER TR S&P 600 SMALL CAP GROWTHETF		8,195.60		8,440.03
MFC SPDR SER TR S&P BIOTECH ETF		8,706.60		8,964.00
MFC SPDR SER TR S&P DIVID ETF		471,641.96		485,080.01
MFC SPDR SER TR S&P HOMEBUILDERS ETF		111,589.43		113,477.30
MFC SPDR SER TR S&P OIL & GAS EQUIP & SVCS ETF		55,415.62		55,465.17
MFC SPDR SER TR S&P OIL & GAS EXPL & PRODTN ETF		143,259.19		131,307.06
MFC SPDR SER TR S&P RETAIL ETF		363,501.32		369,091.19
MFC SPDR SER TR S&P SEMICONDUCTOR ETF		1,679.97		1,551.20
MFC SPROTT PHYSICAL GOLD TR UNIT		676,036.44		646,051.20
MFC SPROTT PHYSICAL SILVER TR UNIT		505,262.26		402,094.20
MFC SWEDISH EXPT CR CORP ELEMENTS LKD ROGERS INTL		35,638.55		32,763.50
MFC SWEDISH EXPT CR CORP ELEMENTS LKD TOROGERS INTL		84,824.05		76,075.00
MFC SWEDISH EXPT CR CORP ELEMENTS ROGERSMETALS TR		4,154.24		4,260.90
MFC SZO US POWERSHARES DB CRUDE SHORT POWERSHARES DB CRUDE OIL SHORT		10,110.00		8,148.00
MFC TAIWAN FD INC COM		29,217.14		26,284.86
MFC TCW STRATEGIC INC FD INC		16,050.39		14,847.82
MFC TEMPLETON DRAGON FD INC COM		38,879.60		41,116.41
MFC TEMPLETON EMERGING MKTS INC FD DE		16,193.46		19,062.83
MFC TEMPLETON GLOBAL INCOME FD		263,229.31		248,781.20
MFC TEMPLETON RUSSIA & E EUROPEAN FD		20,867.19		5,444.00
MFC TEUCRIUM COMMODITY TR CORN FD SHS		1,629.59		1,469.30
MFC TORTOISE MLP FD INC FORMERLY TORTOISE M COM		4,973.10		5,154.00
MFC TORTOISE PWR & ENERGY INFRASTRUCTUREFUND INC COM		23,133.91		27,300.61
MFC TURKISH INVT FD INC COM		2,006.64		1,172.36
MFC UBS AG JERSEY BRH ALERIAN INFRST		34,850.08		37,899.50

122


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC UBS AG JERSEY BRH E TRACS LKD TO UBSBLOOMBERG CONSTANT		1,139.95		1,054.50
MFC UBS AG JERSEY BRH E TRACS LKD UBS BLOOMBERG CONSTANT		9,770.80		10,778.60
MFC UBS AG JERSEY BRH E-TRACS LKD TO UBSBLOOMBERG CMCI		10,849.54		9,735.00
MFC UNITED STATES OIL FUND LPUNITS		442,498.64		458,005.98
MFC UNITED STS 12 MONTH OIL FD LP UNIT BEN INT		41,454.54		44,088.72
MFC UNITED STS BRENT OIL FD LP UNIT		1,984.70		1,866.00
MFC UNITED STS COMMODITY INDEX FD COMMODITY INDEX FD		130,123.99		119,658.50
MFC UNITED STS GASOLINE FD LP UNITS		14,735.22		14,592.64
MFC UNITED STS NAT GAS FD LP UNIT NEW		634,012.16		393,039.32
MFC VANGUARD ADMIRAL FDS INC S&P 500 VALUE INDEX FD ETF SHS		11,088.02		11,724.78
MFC VANGUARD ADMIRAL FDS INC S&P MIDCAP 400 GROWTH INDEX FD ETF SHS		3,005.45		3,015.00
MFC VANGUARD BD INDEX FDS VANGUARD INTERMEDIATE TERM BD ETF		558,091.39		567,103.81
MFC VANGUARD BD INDEX FDS VANGUARD TOTALBD MARKET ETF		1,852,038.31		1,895,836.36
MFC VANGUARD CNSMR DISCRETIONARY ETF		15,878.43		16,155.95
MFC VANGUARD CNSMR STAPLES EFT		161,751.39		188,615.11
MFC VANGUARD ENERGY ETF		293,978.39		284,704.07
MFC VANGUARD EXTD MKT ETF		19,571.85		20,640.52
MFC VANGUARD FINANCIALS ETF		27,447.79		22,369.40
MFC VANGUARD GROWTH ETF		198,587.42		217,183.54
MFC VANGUARD HLTH CARE ETF		40,104.04		41,028.49
MFC VANGUARD INDEX TR MID-CAP GROWTH INDEX VIPER SHS		641,930.03		605,653.72
MFC VANGUARD INDEX TR S&P 500 ETF SHS		54,111.18		55,893.92
MFC VANGUARD INDEX TR VANGUARD MID-CAP VALUE ETF		26,377.22		28,115.45
MFC VANGUARD INFORMATION TECH ETF		71,560.48		75,480.00
MFC VANGUARD INTL EQUITY INDEX FDS VANGUARD FTSE ALL WORLD EX US ETF		1,507,762.68		1,343,139.15
MFC VANGUARD INTL EQUITY INDEX FDS FTSE ALL-WORLD EX USA SMALL CAP INDEX		145,220.47		131,152.18
MFC VANGUARD LARGE-CAP ETF		557,774.40		610,124.85
MFC VANGUARD MATERIALS ETF		40,249.21		40,144.55
MFC VANGUARD MID-CAP ETF		491,862.80		519,937.75
MFC VANGUARD MSCI EMERGING MKTS		2,663,004.99		2,344,841.15
MFC VANGUARD MSCI EUROPEAN ETF		547,267.09		442,199.99
MFC VANGUARD MSCI PACIFIC ETF		446,196.48		377,236.90
MFC VANGUARD REIT ETF		2,963,156.78		3,305,092.00
MFC VANGUARD SCOTTSDALE FDS VANGUARD INTER-TERM CORP BD INDEX FD ETF SHS		218,583.85		225,232.98
MFC VANGUARD SCOTTSDALE FDS VANGUARD LONG-TERM CORPORATE BOND INDEX FUND		87,551.15		88,894.32
MFC VANGUARD SCOTTSDALE FDS VANGUARD RUSSELL 2000 GROWTH INDEX FD ETF SHS		13,042.35		12,186.00
MFC VANGUARD SCOTTSDALE FDS VANGUARD RUSSELL 2000 INDEX FD ETF SHS		67,861.60		64,592.70
MFC VANGUARD SHORT-TERM CORPORATE BOND ETF		235,402.38		236,300.39
MFC VANGUARD SHORT-TERM GOV BD		14,327.17		14,389.26
MFC VANGUARD SMALL-CAP ETF		748,747.36		807,796.23
MFC VANGUARD SMALL-CAP GROWTH ETF		375,087.01		383,086.43
MFC VANGUARD SMALL-CAP VALUE ETF		696,447.09		702,010.01
MFC VANGUARD SPECIALIZED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION ETF		682,711.80		717,891.77
MFC VANGUARD STAR FD VANGUARD TOTAL INTLSTOCK INDEX FD ETF SHS		3,644,177.31		3,243,176.98
MFC VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF		106,393.37		93,121.52
MFC VANGUARD TELECOMMUNICATIONS SERVICESETF		1,347.95		1,283.95
MFC VANGUARD TOTAL STK		3,342,527.71		3,690,427.59
MFC VANGUARD UTILS ETF		357,889.48		384,244.11
MFC VANGUARD VALUE ETF		379,993.75		387,220.37
MFC VANGUARD WHITEHALL FDS HIGH DIVIDENDYIELD ETF SHS		312,802.37		336,347.92
MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 ETF		51,400.41		52,004.69
MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 GROWTH ETF		18,909.96		19,395.43
MFC VANGUARD WORLD FD VANGUARD MEGA CAP 300 VALUE ETF		57,531.30		60,896.03
MFC WELLS FARGO ADVANTAGE MULTI SECTOR INCOM SHS		5,975.90		5,025.20

123


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFC WELLS FARGO ADVANTAGE UTILS & HIGH INCOM FUND		39,818.19		35,161.65
MFC WESTERN ASSET EMERGING MKTS DEBT FD INC COM		22,904.22		26,010.42
MFC WESTERN ASSET GLOBAL HIGH INCOME FD INC COM		54,922.43		63,944.18
MFC WESTERN ASSET GLOBAL PARTNERS INCOMEFD INC COM		65,096.22		70,344.54
MFC WESTERN ASSET HIGH INCOME OPPORTUNITY FD INC		24,084.42		23,686.62
MFC WESTERN ASSET HIGH INCOME FD II INC COM		32,821.20		32,613.75
MFC WESTERN ASSET HIGH INCOME FD INC COM		17,825.53		15,961.99
MFC WESTERN ASSET INVT GRADE DEFINED OPPORTUNITY		123.10		118.25
MFC WESTERN ASSET MANAGED HIGH INCOME FDINC		16,741.05		15,922.76
MFC WESTN AST / CLAYMORE INFLATION - LKD		7,680.45		7,566.00
MFC WESTN AST PREMIER BD FD SHS BEN INT		15,696.95		15,950.00
MFC WISDOMTREE TR		2,481.95		2,452.50
MFC WISDOMTREE TR ASIA LOC DEBT FD		10,126.95		10,018.00
MFC WISDOMTREE TR AUSTRALIA DIVIDEND FD		188.30		168.65
MFC WISDOMTREE TR COMMODITY COUNTRY EQUITY FD		6,681.40		5,079.66
MFC WISDOMTREE TR DREYFUS BRAZILIAN REALFD		22,138.65		16,449.83
MFC WISDOMTREE TR DREYFUS CHINESE YUAN FD		102,068.31		101,465.32
MFC WISDOMTREE TR DREYFUS COMMODITY CURRENCY FD		39,011.06		30,381.18
MFC WISDOMTREE TR DREYFUS EMERGING CURRENCY FD EMER CURR		10,430.95		9,850.00
MFC WISDOMTREE TR DREYFUS INDIAN RUPEE FD		15,206.65		12,072.00
MFC WISDOMTREE TR EMERGING MARKETS LOCALDEBT FD		172,682.60		158,225.68
MFC WISDOMTREE TR EMERGING MKTS SMALL CAP		42,691.53		35,433.38
MFC WISDOMTREE TR EUROPE SMALLCAP DIVID FD		7,135.90		4,401.44
MFC WISDOMTREE TR GLOBAL EQUITY INCOME FD		13,196.58		12,967.42
MFC WISDOMTREE TR GLOBAL EX US GROWTH FD		8,187.32		7,165.38
MFC WISDOMTREE TR GLOBAL EX US REAL ESTATE FD		45,184.25		37,624.55
MFC WISDOMTREE TR GLOBAL NATURAL RES FD		13,356.93		11,350.50
MFC WISDOMTREE TR INDIA EARNINGS FD		9,474.63		6,203.37
MFC WISDOMTREE TR INTL MIDCAP DIVID FD		37,257.80		32,086.77
MFC WISDOMTREE TR INTL SMALLCAP DIVID FD		558,734.14		496,217.73
MFC WISDOMTREE TR JAPAN SMALLCAP DIVID FD		31,841.89		31,356.84
MFC WISDOMTREE TR LARGECAP DIVID FD		14,366.16		15,980.16
MFC WISDOMTREE TR SMALLCAP DIVID FD		30,041.65		29,661.23
MFC WISDOMTREE TR SOUTH AFRICAN RAND FD		10,252.70		8,097.21
MFO 1ST EAGLE FDS INC FORMERLY 1ST EAGL		148,922.12		151,194.01
MFO 1ST EAGLE FUNDS OVERSEAS FD CL A		918,648.01		952,767.99
MFO 1ST EAGLE SOGEN FDS INC GLOBAL FD CL		947,897.77		1,014,544.32
MFO 1ST EAGLE SOGEN FDS INC GOLD FD		480,840.88		519,550.96
MFO 1ST EAGLE SOGEN FDS INC U S VALUE FD CL A		25,884.74		26,677.95
MFO 1ST EAGLE SOGEN GLOBAL FDS CL I		55,127.24		55,253.35
MFO 3RD AVE TR INTL VALUE FD INSTL CL		100,745.05		78,093.66
MFO 3RD AVE TR REAL ESTATE VALUE FD		98,547.44		82,211.08
MFO ABERDEEN FDS EQUITY LONG SHORT FD CLA		18,822.05		19,241.64
MFO ABERDEEN FDS INTL EQUITY FD CL A		33,083.38		26,728.32
MFO ABERDEEN FDS US EQUITY FD CL A		11,884.05		12,457.18
MFO ABERDEEN GLOBAL NATURAL RESOURCES FUND CLASS A		35,363.89		26,670.56
MFO ACCESS ONE TR FLEX HIGH YIELD FD INVCL		66,602.29		67,073.15
MFO ADIRONDACK FDS SMALL CAP FD		10,199.23		8,997.75
MFO ADVISORONE FDS AMERIGO FD CL N		183,411.94		206,060.40
MFO ADVISORONE FDS CLERMONT FD CL N		161,451.83		163,155.49
MFO ADVISORONE FDS DESCARTES FD		33,792.58		37,765.04
MFO ADVISORONE FDS ENHANCED INCOME FD CLN		271,418.38		250,261.13
MFO ADVISORONE FDS LIAHONA FD		41,863.27		44,370.86
MFO ADVISORONE FDS SELECT ALLOCATION FD		138,814.05		140,301.60

124


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO ADVISORONE FDS SELECT APPRECIATION FD CL N		28,209.88		30,377.57
MFO ADVISORS INNER CIRCLE FD ACADIAN EMERGING MKTS INSTL CL		63,551.13		49,916.10
MFO ADVISORS INNER CIRCLE FD CAMBIAR AGGRESSIVE VALUE FD INVESTOR		131,305.75		94,820.74
MFO ADVISORS INNER CIRCLE FD CAMBIAR OPPORTUNITY INV CL		58,485.84		51,419.48
MFO ADVISORS INNER CIRCLE FD CAMBIAR SMALL CAP FD INV CL		37,581.09		39,614.05
MFO ADVISORS INNER CIRCLE FD EDGEWOOD GROWTH FD RETAIL CL		14,595.22		16,480.75
MFO ADVISORS INNER CIRCLE FD II GRT VALUE FD ADVISOR CL		22,760.72		19,991.16
MFO ADVISORS INNER CIRCLE FD II INC NEW CHAMPLAIN SMALL CO FD		3,608.20		3,558.01
MFO ADVISORS SER TR CHASE GROWTH FD MFO CHASE GROWTH FUND		38,498.49		34,838.51
MFO AEGIS VALUE FD INC COM		25,783.11		28,151.55
MFO AIG SER TR SUNAMERICA ALTERNATIVE		12,868,316.72		13,415,872.80
MFO AIM COUNSELOR SER TR INVESCO COUNSELOR S INVESCO FLTG RATE FD CL A		43,047.00		42,828.29
MFO AIM COUNSELOR SER TR INVESCO VAN KAMPEN AMERN FRANCHISE FD CL A		32,615.57		37,656.42
MFO AIM INVT FDS INVESCO INVT FDS INVESCO BALANCED-RISK ALLOCATION FD CL A		223,467.75		221,619.83
MFO AIM INVT FDS INVESCO INVT FDS INVESCO BALANCED-RISK ALLOCATION FD CL Y		9,339.78		9,003.21
MFO AIM INVT FDS INVESCO INVT FDS INVESCO SMALL COS FD CL A		7,000.00		6,918.83
MFO ALGER CHINA U S GROWTH FD ALGER CHINA US GROWTH FD CL A		14,954.11		12,505.05
MFO ALGER FDS II ALGER SPECTRA FD CL A		148,605.70		157,184.31
MFO ALGER FDS II ALGER SPECTRA FD CL I		35,612.61		37,632.06
MFO ALGER INSTL FD MID CAP CL I		13,077.24		9,923.75
MFO ALLIANCE GLOBAL BD FD CL A		7,921.38		8,699.97
MFO ALLIANCEBERNSTEIN GLOBAL THEMATIC GROWTH FD ADVISOR CL		15,428.23		11,896.03
MFO ALLIANCEBERNSTEIN PORTFOLIOS ALLIANCEBERNSTEIN WEALTH APPREC		280,756.45		274,541.21
MFO ALLIANCEBERNSTEIN SMALL/MID CAP VALUE FD CL A		38,439.54		35,889.92
MFO ALLIANZ AGIC GROWTH FUND D		77,661.14		101,490.52
MFO ALLIANZ AGIC PACIFIC RIM FUND D		122,821.61		84,296.01
MFO ALLIANZ FDS AGIC INC CL & GROWTH FD CL D		25,000.00		24,720.31
MFO ALLIANZ FDS MULTI-STRATEGY TR RCM GLOBAL WATER FD CL D		15,361.50		13,596.01
MFO ALLIANZ FDS NFJ DIVID VALUE FD CL D		223,702.18		197,966.07
MFO ALLIANZ FDS NFJ INTL VALUE FD CL D		72,526.39		63,534.50
MFO ALLIANZ FDS NFJ LARGE CAP VALUE FD CL D		11,845.78		7,965.94
MFO ALLIANZ FDS NFJ MID CAP VALUE FD CL D		28,501.57		26,454.20
MFO ALLIANZ FDS NFJ SMALL-CAP VALUE FD CL D		9,855.85		14,197.47
MFO ALLIANZ FDS RCM GLOBAL SMALL-CAP FD CL D		56,930.91		48,871.52
MFO ALLIANZ FDS RCM TECHNOLOGY FD CL D		4,044.33		5,074.98
MFO ALLIANZ FDS RCM WELLNESS FD CL D		5,357.20		5,989.31
MFO ALPINE EQUITY TR ALPINE EMERGING MARKETS REAL ESTATE FD		22,345.00		18,136.18
MFO ALPINE EQUITY TR INTL REAL ESTATE EQUITY FD CL Y		161,212.13		88,220.55
MFO ALPINE EQUITY TR RLTY INCOME & GROWTH FD CL Y		22,340.21		23,417.43
MFO ALPINE SER TR DYNAMIC DIVIDEND FD		15,177.89		9,510.20
MFO ALPINE SER TR DYNAMIC INNOVATORS FD		52,000.00		41,128.65
MFO AMANA MUT FDS TR GROWTH FD		1,435,573.86		1,619,071.68
MFO AMANA MUT FDS TR INCOME FD		1,724,096.12		1,865,557.39
MFO AMCAP FD CL A		67,702.62		65,092.54
MFO AMCAP FD CL R-5		205.01		192.95
MFO AMER BEACON INTL EQTY INV FD		79,802.55		56,935.47
MFO AMER CENT DIVERSIFI BOND-INV		89,221.60		90,138.09
MFO AMER CENTURY QUANTITATIVE EQTY FDS EQTY GROWTH FD INV CL		440,450.79		440,703.49
MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD		2,305.27		2,773.38
MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV		72,032.83		69,305.47
MFO AMER CENTY GLOBAL GOLD EQUITIES I		75,964.07		81,293.62
MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV		243,179.57		241,765.38
MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV		21,716.53		16,132.66
MFO AMER CENTY QUANTITATIVE EQTY FDS UTILS FD INV CL		100,631.77		106,721.21

125


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL DISCOVERY FD INV		5,083.67		3,948.89
MFO AMER MUT FD INC CAP OPEN END FD		81,136.72		84,382.60
MFO AMERICAN BALANCED FD CL F-1		9,136.91		8,805.50
MFO AMERICAN BALANCED FD CL R-5		165,265.23		171,919.04
MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INSTL		25,322.96		26,579.95
MFO AMERICAN CENTY CAP PORTFOLIOS INC EQUITY INCOME FD INV		594,074.05		578,848.60
MFO AMERICAN CENTY CAP PORTFOLIOS INC MID CAP VALUE FD INV CL		218,354.55		221,948.40
MFO AMERICAN CENTY GOVT INCOME TR INFLATION-ADJ BD FD INVS CL		560,155.26		568,536.79
MFO AMERICAN CENTY INTL BD FDS INTL BD FD INSTL CL		29,520.94		27,584.32
MFO AMERICAN CENTY INTL BD FDS INTL BD FD INVS CL		77,551.24		76,356.06
MFO AMERICAN CENTY INVT TR HIGH YIELD FDINVS CL		93,612.00		92,688.69
MFO AMERICAN CENTY INVT TR INFLATION PROTECTION BD FD INV CL		8,254.89		7,794.81
MFO AMERICAN CENTY INVT TR SHORT DURATION FD INVS CL		32,635.36		32,299.47
MFO AMERICAN CENTY MUT FDS INC CAPITAL VALUE FD INV SHS		26,360.96		23,246.10
MFO AMERICAN CENTY MUT FDS INC HERITAGE FD INV		289,485.26		273,811.08
MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS SMALL CO FD INV CL		4,149.88		3,525.44
MFO AMERICAN CENTY QUANTITATIVE EQUITY FDS STRATEGIC INFL OPPORT FD INVT CL		22,556.81		22,378.77
MFO AMERICAN CENTY WORLD MUT FDS INC EMERGING MKTS FD INV		59,906.78		55,427.33
MFO AMERICAN CENTY WORLD MUT FDS INC INTL GROWTH FD INV		62,540.50		51,817.81
MFO AMERICAN CENTY ZERO COUPON 2020 INV		26,756.00		28,746.03
MFO AMERICAN FDS INCOME SER U S GOVT SECS FD CL R-5		45,598.56		49,327.25
MFO AMERICAN HIGH INCOME TR CL R-5		58,920.05		57,660.77
MFO AMERICAN HIGH INCOME TR SH BEN INT		26,605.71		26,201.20
MFO AMERICAN ZERO COUPON 2025 INV		5,998.51		6,204.76
MFO AMERISTOCK MUT FD INC COM		38,292.20		35,102.23
MFO AMERN AMCAP FD INC CL F		9,606.36		11,078.30
MFO AMERN BEACON BALANCED INV FD		8,743.12		8,508.61
MFO AMERN BEACON LARGE CAP VALUE INV FD		332,157.43		310,754.16
MFO AMERN BEACON SMALL CAP VALUE INV FD		24,689.35		27,925.26
MFO AMERN CAP WORLD GROWTH & INC FD CL F		223,686.81		195,613.93
MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT AGGRESSIVE INV CL		208,334.40		192,152.08
MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY AGGRESSIV INV CL		6,607.99		6,096.35
MFO AMERN CENTY AST ALLOCATION PORTFOLI 1 CHOICE PORT VERY CONSV INV CL		4,986.15		5,552.20
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2015 PORTFOLIO INV CL		56,286.34		55,883.34
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2020 PORT INV CL		10,261.91		10,301.79
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2025 PORTFOLIO INV CL		64,958.43		73,996.42
MFO AMERN CENTY AST ALLOCATION PORTFOLI LIVESTRONG 2035 PORTFOLIO INV CL		16,540.29		16,251.71
MFO AMERN CENTY GOVT INC TR BENHAM		83,669.69		84,550.29
MFO AMERN CENTY STATEGIC AST ALLOCATIONSINC STRATEGIC ALLOCATION AGGRESSVE INV		53,209.59		48,243.35
MFO AMERN CENTY ULTRA INV FD		61,685.02		61,504.35
MFO AMERN CENTY ZERO COUPON 2015 INV		82,731.87		103,738.02
MFO AMERN HI INC TR CL F		141,008.76		137,332.79
MFO AMERN INVT CO OF AMER CL F		4,532.35		5,210.50
MFO AMERN MUT FD CL F		10,000.00		10,271.76
MFO AMERN WA MUT INVESTORS CL F		38,356.77		37,757.78
MFO AMIDEX FDS INC AMIDEX35 ISR MUT FD		12,744.78		10,561.82
MFO AMM FDS FALLEN ANGELS INCOME FD		59,700.00		60,614.68
MFO APPLESEED FUND		43,174.48		40,847.82
MFO AQR DIVERSIFIED ARB-I		28,464.52		28,283.70
MFO AQR FDS MANAGED FUTURES STRATEGY FD CL N		21,752.58		20,356.89
MFO ARBITRAGE FDS CL I		64,650.40		64,881.72
MFO ARBITRAGE FDS CL R		48,836.01		49,329.67
MFO ARIEL INVT TR ARIEL APPRECIATION FD CL		34,528.44		34,118.77
MFO ARIEL INVT TR ARIEL FD INV CL FUND		185,640.73		193,564.17

126


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO ARTIO GLOBAL HIGH INCOME-A		249,798.70		233,840.26
MFO ARTIO GLOBAL INVT FDS GLOBAL HIGH INCOME FD CL I GLOBAL HIGH INC FD CL I		108,587.49		97,140.07
MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDCL A		863,173.33		568,404.77
MFO ARTIO GLOBAL INVT FDS INTL EQUITY FDII CL A		41,785.41		32,037.15
MFO ARTISAN FDS INC GLOBAL VALUE FD INV SHS		6,144.75		6,821.66
MFO ARTISAN FDS INC GROWTH OPPORTUNITIESFD INV CL CL		49,034.90		42,107.84
MFO ARTISAN FDS INC INTERNATIONAL VALUE FD INV SHS		159,715.70		168,505.19
MFO ARTISAN FDS INC INTL FD INV SHS		485,319.85		417,346.44
MFO ARTISAN FDS INC INTL SMALL CAP FD INVESTOR SHS		21,037.81		21,035.72
MFO ARTISAN FDS INC MID CAP FD INV SHS		27,093.08		29,862.11
MFO ARTISAN FDS INC MID CAP VALUE FD INVSHS		277,085.54		325,278.46
MFO ARTISAN FDS INC SMALL CAP FD		168,397.05		171,309.64
MFO ARTISAN FDS INC SMALL CAP VALUE FD		50,042.19		47,578.88
MFO ASG GLOBAL ALTERNATIVES FUND-Y		32,305.11		30,702.69
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y FAIRPOINTE MID CAP FD CL N		84,034.18		84,454.80
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y MONTAG & CALDWELL GROWTH FD CL N		121,266.52		109,670.41
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y TAMRO SMALL CAP FD CL N		31,173.61		29,249.49
MFO ASTON FDS FOR FUTURE ISSUES SEE 00080Y VEREDUS AGGRESSIVE GROWTH FD CL N		7,385.34		4,965.80
MFO AVIEMORE FDS ETF MKT OPPORTUNITY FD		13,748.07		15,332.68
MFO BAIRD FDS INC AGGREGATE BD FD INV CLSHS		53,089.05		53,831.18
MFO BAIRD FDS INC CORE PLUS BD FD INV CLSHS		364,492.17		365,491.26
MFO BARON AST FD SH BEN INT		50,922.96		45,678.34
MFO BARON AST FD SMALL CAP FD		733,635.12		859,311.27
MFO BARON AST GROWTH FD		823,780.05		902,154.39
MFO BARON GROWTH FUND-INS		73,024.31		80,618.16
MFO BARON INVT FDS TR OPPORTUNITY FD RETAIL CL #580		26,461.37		24,490.16
MFO BARON PARTNERS FD		946,156.55		884,869.48
MFO BARON SMALL CAP FUND INST		7,777.53		8,825.68
MFO BBH CORE SELECT N		39,847.50		38,722.00
MFO BBH FD INC CORE SELECT RETAIL CL		204,696.70		203,441.77
MFO BBH FD INC INTL EQUITY FD CL N		68,330.51		68,785.72
MFO BD FD AMER INC COM STK OPEN END FD		92,185.26		89,313.42
MFO BERTOLET CAP TR PINNACLE VALUE FD		3,008.08		3,251.73
MFO BERWYN FD INC		5,399.12		6,439.51
MFO BERWYN FDS INCOME FD		217,601.77		218,663.57
MFO BLACKROCK EQUITY DIVID FD CL A		119,759.78		129,396.05
MFO BLACKROCK FDS ALL CAP ENERGY & RESOURCES A		5,577.95		5,820.29
MFO BLACKROCK FDS HIGH YIELD BD PORT SERVICE CL		70,000.00		71,549.10
MFO BLACKROCK FDS HLTHSC OP A		114,173.34		179,490.90
MFO BLACKROCK FDS II U S OPPORTUNITIES PORTFOLIO CL A		114,766.14		110,589.75
MFO BLACKROCK FDS INTL OPPORTUNITIES PORTFOLIO SVC SHS		36,221.02		29,344.05
MFO BLACKROCK FDS TOT RET II A		32,020.95		32,355.18
MFO BLACKROCK GLOBAL ALLOCATION FD INC CL A		532,198.75		525,951.23
MFO BLACKROCK GLOBAL ALLOCATION FD INC INSTL CL		20,821.06		19,549.98
MFO BLACKROCK GLOBAL SMALLCAP FD INC CL		15,455.36		13,254.93
MFO BLACKROCK INFLATION PROTECTED BD PORT INV CL A		54,715.44		56,847.11
MFO BLACKROCK LARGE CAP SER FDS INC LARGE CAP CORE FD CL A		20,073.87		18,022.40
MFO BLACKROCK LATIN AMER FD INC CL A		30,126.38		24,162.82
MFO BLACKROCK LIFEPATH 2030 PORTFOLIO INSTITUTIONAL		11,856.84		11,205.06
MFO BLAIR WILLIAM FDS EMERGING MKTS GROWTH FD CL N		391,934.70		259,934.40
MFO BLAIR WILLIAM FDS INTL SMALL CAP GROWTH FD CL I		62,120.40		50,558.88
MFO BLAIR WILLIAM FDS SMALL CAP GROWTH FD CL N		131,552.23		115,077.03
MFO BOND FD AMER CL F-1		86,315.69		90,529.78
MFO BOND FD AMER CL R-5		86,363.18		86,188.05

127


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO BOSTON CO SMALL CAP TAX-SENSIT IVE EQUITY FD CL 1		19,077.94		18,635.12
MFO BRANDYWINE BLUE FD INC COM		278,589.10		281,121.97
MFO BRANDYWINE FD INC COM OPEN END FD		32,980.48		21,205.25
MFO BRIDGEWAY FD INC AGGRESSIVE INVESTORS 1 FD		27,898.65		17,772.62
MFO BRIDGEWAY FD INC AGGRESSIVE INVS II		66,122.30		43,967.93
MFO BRIDGEWAY FDS INC FORMERLY BRIDGEWAYFD SMALL-CAP VALUE FD CL N		55,887.71		51,112.25
MFO BRIDGEWAY FDS INC SMALL-CAP GROWTH FD CL N		49,746.07		38,721.92
MFO BRIDGEWAY FDS INC ULTRA SMALL COMPANY MARKET FUND		104,261.86		85,105.78
MFO BROWN CAP MGMT MUT FDS BROWN CAP MGMT SMALL CO FD INV SHS		0.00		154,645.49
MFO BUFFALO FDS MID CAP FD		64,052.29		63,248.34
MFO BUFFALO FDS SCIENCE & TECHNOLOGY FD		120,973.06		113,792.77
MFO BUFFALO FLEXIBLE INCOME FD INC COM		35,006.69		35,910.21
MFO BUFFALO SMALL CAP FD INC COM		366,271.46		433,592.11
MFO BUFFALO USA GLOBAL FD INC COM		58,326.69		62,818.62
MFO BURNHAM FINL SERVICES FD CL A		20,011.29		17,776.59
MFO BURNHAM INVS TR FINL INDS FD CL A		12,121.46		11,457.33
MFO CALAMOS GROWTH & INC FD CL A		235,866.07		247,798.29
MFO CALAMOS INVT TR NEW GROWTH FD CL A #606		321,216.12		289,482.14
MFO CALAMOS INVT TR NEW INTL GROWTH FD CL A		15,169.25		14,696.40
MFO CALAMOS INVT TR NEW MARKET NEUTRAL INCOME FD CL A		28,277.79		29,234.18
MFO CALAMOS INVT TR NEW VALUE FD CL A		40.11		35.72
MFO CALDWELL & ORKIN MKT OPPORTUNITY FD		13,938.46		13,198.76
MFO CALVERT FD SHORT DURATION INCOME FD CL Y		35,388.82		34,038.82
MFO CALVERT IMPACT FD INC GLOBAL ALTERNATIVE ENERGY FD CL A		5,043.32		1,638.31
MFO CALVERT SHORT DURATION INCOME FD CL A		226,512.38		217,214.61
MFO CAP INC BLDR FD SH BEN INT OPEN END FD		18,642.37		15,206.67
MFO CAP WORLD GROWTH & INC FD INC OPEN END FD		69,421.54		52,016.28
MFO CAPITAL INCOME BLDR CL F-1 AMERICAN CAPITAL INCOME BLDR FD		291,631.98		269,717.92
MFO CAPITAL INCOME BLDR CL R-5		160,020.10		152,772.92
MFO CAPITAL WORLD BD FD CL F-1		26,582.39		25,829.98
MFO CAPITAL WORLD BD FD CL R-5		43,438.23		45,019.63
MFO CAUSEWAY CAP MGMT TR INTL VALUE FD INV CL		16,153.68		11,527.40
MFO CAUSEWAY EMERGING MKTS FD INV CLASS		6,708.62		5,477.23
MFO CENTURY CAP MGMT TR SMALL CAP SELECTFD INV SHS		23,680.81		22,192.66
MFO CGM FOCUS FD		2,018,634.04		1,284,601.27
MFO CGM TR RLTY FD		785,307.82		815,507.12
MFO CL R-5 AMERN CAP WORLD GROWTH & INCOME FD		16,107.12		13,934.20
MFO CLIPPER FD INC COM OPEN END FD		49,889.10		45,872.69
MFO COHEN & STEERS EMERGINIG MARKETS REAL ESTATE FUND		13,187.30		7,063.75
MFO COHEN & STEERS INSTL GLOBAL RLTY SHSINC COM		68,183.02		50,306.91
MFO COHEN & STEERS INTL RLTY FD INC CL A		2,727.01		1,596.22
MFO COHEN & STEERS INTL RLTY FD INC CL I		14,569.57		8,100.31
MFO COHEN & STEERS PFD SECS & INCOME FD INC CL A		73,000.00		73,006.87
MFO COHEN & STEERS RLTY INC FD INC NEW FO CL A		12,589.25		9,606.16
MFO COHEN & STEERS RLTY SHS INC COM		1,096,252.51		1,091,384.12
MFO COLUMBIA ACORN TR FD CL Z FUND CL Z		351,573.28		369,061.64
MFO COLUMBIA ACORN TR INTL CL Z DO NOTUSE SEE 2006447		108,862.25		96,059.87
MFO COLUMBIA ACORN TR SELECT CL Z		31,289.45		32,698.18
MFO COLUMBIA CORPORATE INCOME Z		20,230.39		21,274.90
MFO COLUMBIA FDS SER TR I BALANCED FD CLZ		49,062.00		60,965.30
MFO COLUMBIA FDS SER TR I BOND FD CL A		35,203.65		35,666.03
MFO COLUMBIA FDS SER TR I CONTRARIAN CORE FD CL Z		77,054.86		86,022.24
MFO COLUMBIA FDS SER TR I EMERGING MKTS FD CL Z		243,041.18		170,748.04
MFO COLUMBIA FDS SER TR I ENERGY & NAT RES FD CL Z		207,520.33		174,794.86

128


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO COLUMBIA FDS SER TR I FORMERLY COLUMBIA STRATEGIC INC FD CL Z		31,151.95		31,962.79
MFO COLUMBIA FDS SER TR I REAL ESTATE EQUITY FD CL Z		37,191.58		25,141.69
MFO COLUMBIA FDS SER TR I SELECT LARGE CAP GROWTH FD CL Z		244,324.41		306,536.38
MFO COLUMBIA FDS SER TR I SELECT SMALL CAP FD CL Z		22,817.22		20,693.70
MFO COLUMBIA FDS SER TR I TECHNOLOGY FD CL Z		148,412.51		130,693.99
MFO COLUMBIA FDS SER TR I VALUE & RESTRUCTURING FD CL Z		1,128,017.94		1,059,010.66
MFO COLUMBIA FDS SER TR II MASS EUROPEANEQUITY FD CL A FD		40,333.78		42,237.45
MFO COLUMBIA FDS SER TR II MASS INCOME OPPORTUNITIES FD CL Z		22,275.38		22,064.03
MFO COLUMBIA FDS SER TR II MASS MID CAP VALUE OPPORTUNITY FD CL A		16,557.10		15,663.84
MFO COLUMBIA FDS SER TR II MASS RECOVERY& INFRASTRUCTURE FD CL A		42,795.23		35,082.76
MFO COLUMBIA FDS SER TR II MASS SELECT LARGE-CAP VALUE FD CL A		13,133.12		12,535.51
MFO COLUMBIA FDS SER TR MARSICO 21ST CENTURY FD CL Z		139,598.18		111,980.44
MFO COLUMBIA FDS SER TR MARSICO FOCUSED EQUITIES FD CL Z		10,360.71		9,908.50
MFO COLUMBIA FDS SER TR MARSICO GROWTH FD CL Z		55,832.71		63,376.85
MFO COLUMBIA FDS SER TR MARSICO INTL OPPORTUNITIES FD CL Z		63,639.72		44,819.20
MFO COLUMBIA FDS SER TR MID CAP VALUE FDCL Z		221,836.89		203,545.81
MFO CONESTOGA FDS SMALL CAP FD		118,833.24		115,703.65
MFO CREDIT SUISSE COMMODITY RETURN STRATEGY FUND INSTITUTIONAL SHARES		27,911.64		28,800.14
MFO CREDIT SUISSE COMMODITY-RETURN PLUS STRATEGY FD CL A		10,012.72		8,434.66
MFO CRM MID CAP VALUE INV SH		27,507.53		27,401.21
MFO CROFT FDS CORP CROFT-LEOMINSTER VALUE FD		195,681.07		205,221.41
MFO CULLEN FDS TR INTL HIGH DIVIDEND FD RETAIL CL		38,360.71		26,781.95
MFO DAVIS N.Y VENTURE FD INC CL A		355,631.15		326,167.08
MFO DELAWARE GROUP GLOBAL & INTL FDS INCEMERGING MKTS FD CL A		4,607.43		3,851.96
MFO DELAWARE HEALTHCARE FD SHS CL A		47,250.22		40,653.15
MFO DELAWARE POOLED TR DIVERSIFIED INCOME FD CL A		46,833.30		45,867.55
MFO DFA EMERGING MARKETS VALUE		121,568.44		95,421.02
MFO DFA GLOBAL BD FD OPEN END FD		322,605.43		315,151.99
MFO DFA INTL SMALL CO PORTFOLIO FD		128,987.28		119,852.03
MFO DFA INVT DIMENSIONS GROUP INC COMMODITY STRATEGY PORT		44,315.88		38,164.66
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS CORE EQUITY PORT		369,590.97		385,874.39
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS PORTFOLIO		50,969.89		48,844.69
MFO DFA INVT DIMENSIONS GROUP INC EMERGING MKTS SMALL CAP PORTFOLIO		177,071.04		154,643.10
MFO DFA INVT DIMENSIONS GROUP INC GLOBALREAL ESTATE SECS PORTFOLIO		200,680.24		216,548.73
MFO DFA INVT DIMENSIONS GROUP INC INTERMEDIATE TERM EXTENDED QUALITY		33,191.85		34,466.35
MFO DFA INVT DIMENSIONS GROUP INC LWAS/DFA INTL HIGH BOOK TO MKT PORTFOLIO		74,120.43		48,546.45
MFO DFA INVT DIMENSIONS GROUP INC SHORT-TERM GOVT PORTFOLIO		187,263.17		184,968.95
MFO DFA INVT DIMENSIONS GROUP INC INFLATION-PROTECTED SECS PORTFOLIO STK		76,697.61		92,781.55
MFO DFA INVT DIMENSIONS GROUP INC FXD INCOME PORTFOLIO		310,808.62		309,434.45
MFO DFA INVT DIMENSIONS GROUP INC INTER GOVT BD PORTFOLIO		89,790.92		99,458.64
MFO DFA INVT DIMENSIONS GROUP INC INTL CORE EQUITY PORTFOLIO		603,556.65		504,389.83
MFO DFA INVT DIMENSIONS GROUP INC INTL REAL ESTATE SECS PORT		105,356.10		69,769.02
MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO		288,474.75		235,177.64
MFO DFA INVT DIMENSIONS GROUP INC INTL VECTOR EQUITY PORTFOLIO		198,016.15		176,622.68
MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO		533,484.50		535,795.34
MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP INTL PORTFOLIO		90,557.08		83,927.75
MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO		239,254.22		238,477.79
MFO DFA INVT DIMENSIONS GROUP INC SHORT TERM EXTENDED QUALITY PORT		476,050.63		479,036.24
MFO DFA INVT DIMENSIONS GROUP INC TWO YRGLOBAL FXD INCOME PORTFOLIO		386,016.04		380,368.66
MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 1 PORT		34,227.45		32,724.44
MFO DFA INVT DIMENSIONS GROUP INC U S CORE EQUITY 2 PORT		447,069.12		444,883.64
MFO DFA INVT DIMENSIONS GROUP INC U S MICRO CAP PORTFOLIO		141,771.12		135,977.19
MFO DFA INVT DIMENSIONS GROUP INC U S TARGETED VALUE PORTFOLIO		57,816.62		70,050.88
MFO DFA INVT DIMENSIONS GROUP INC U S VECTOR EQUITY PORT		393,254.41		460,305.22

129


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO		302,019.41		290,264.87
MFO DFA U.S SMALL CAP VALUE PORTFOLIO		225,608.07		221,312.28
MFO DFA US SMALL CAP PORTFOLIO		169,546.20		175,549.07
MFO DIAMOND HILL FDS LARGE CAP FD CL A		76,421.70		78,649.73
MFO DIAMOND HILL FDS LONG-SHORT FD		53,742.46		52,031.61
MFO DIAMOND HILL FDS SMALL CAP FD		81,806.58		82,172.92
MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO		266,339.60		234,531.18
MFO DIMENSIONAL INVT GROUP INC DFA INTL VALUE PORTFOLIO III		28,387.08		19,211.26
MFO DIMENSIONAL INVT GROUP INC LWAS/DFA TWO YR FXD INCOME PORTFOLIO		71,109.98		71,232.46
MFO DIMENSIONAL INVT GROUP INC LWAS/DFA U S HIGH BOOK TO MKT PORTFOLIO		67,733.41		63,267.48
MFO DIMENSIONAL INVT GROUP INC U S LARGECO PORT		541,796.85		557,751.67
MFO DIMENSIONAL INVT GROUP INC US LARGE CAP VALUE PORTFOLIO III		60,233.62		49,982.27
MFO DIREXION EVOLUTION MARKET LEADERS FUND		68,591.20		69,226.92
MFO DIREXION FDS DIREXION INDEXED COMMODITY STRATEGY FD CL A		13,465.57		9,780.28
MFO DIREXION FDS EVOLUTION ALTERNATIVE INVT FD		7,737.64		7,728.04
MFO DIREXION FDS EVOLUTION MANAGED BD INV CL		71,726.84		71,759.44
MFO DIREXION FDS MONTHLY COMMODITY BULL 2X FD		4,796.09		4,818.76
MFO DIREXION FDS MONTHLY EMERGING MKTS BEAR 2X FD		1,000.00		1,061.30
MFO DIREXION FDS MONTHLY EMERGING MKTS BULL 2X FD		13,484.76		9,251.53
MFO DIREXION FDS MONTHLY LATIN AMERN BULL 2X FD INV CL		1,456.05		904.56
MFO DODGE & COX BALANCED FD COM		181,566.42		175,366.43
MFO DODGE & COX FDS GLOBAL STK FD		7,816.90		7,748.80
MFO DODGE & COX INC FD		902,082.02		933,723.04
MFO DODGE & COX INTL STK FD		2,825,570.70		2,260,392.41
MFO DODGE & COX STOCK FD OPEN END FD		655,785.26		628,217.53
MFO DOMINI SOCIAL INVT TR INTERNATIONAL SOCIAL EQUITY TR		28,009.30		24,662.46
MFO DOUBLELINE FDS TR MULTI-AST GROWTH FD CL I		20,597.71		20,305.78
MFO DOUBLELINE TOTAL RET BD-N		32,914,392.47		32,634,932.85
MFO DOUBLELINE TOTAL RETURN BOND FUND-I		330,554.86		330,953.67
MFO DREMAN CONTRARIAN FDS CONTRARIAN SMALL CAP VALUE FD RETAIL CL		47,322.01		44,284.14
MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD CL R		22,969.94		23,894.94
MFO DREYFUS / LAUREL FDS INC BD MKT INDEX FD INV SHS		48,821.66		52,675.93
MFO DREYFUS / LAUREL FDS TR DREYFUS INTLBD FD CL A		10,908.80		10,846.40
MFO DREYFUS APPRECIATION FD INC		230,405.17		238,430.49
MFO DREYFUS EMERGING MKTS FD CL A		40,148.86		32,089.99
MFO DREYFUS FD INC COM		77,478.14		74,877.58
MFO DREYFUS GNMA FD INC COM		10,256.23		11,469.84
MFO DREYFUS GREATER CHINA FD CL A		4,838.03		3,193.19
MFO DREYFUS INDEX FDS INTL STK FD		69,284.20		51,582.54
MFO DREYFUS INDEX FDS S&P 500 INDEX FD		247,662.76		267,978.56
MFO DREYFUS INDEX FDS SMALL CAP STK FD		188,083.41		213,983.75
MFO DREYFUS INTMED TERM INC-A		135,387.15		147,259.17
MFO DREYFUS INVT GRADE FDS INC FORMERLY DRE INFLATION ADJ SECS FD INV SHS		6,000.00		7,395.46
MFO DREYFUS MIDCAP INDEX FD		43,315.96		43,654.44
MFO DREYFUS OPPORTUNISTIC S/C		36,815.38		30,719.53
MFO DRIEHAUS ACTIVE INCOME FUND		29,729.28		26,768.58
MFO DRIEHAUS MUT FDS EMERGING MKTS GROWTH FD		777,443.34		607,313.16
MFO DRIEHAUS MUT FDS INTERNATIONAL DISCOVERY FD		103,626.28		78,307.54
MFO DRIEHAUS MUT FDS INTL SMALL CAP GROWTH FD		19,139.12		17,696.28
MFO DWS GLOBAL / INTL FD INC ENHANCED EMERGING MKTS FIXED INCOME FD CL S		9,702.72		8,201.36
MFO DWS GLOBAL / INTL FD INC GLOBAL THEMATIC FD CL S		8,720.53		5,610.66
MFO DWS INSTL FDS CAP GROWTH FD CL S		13,373.06		18,410.84
MFO DWS INTL FD INC EMERGING MKTS EQTY FD CL A		41,862.89		41,613.92
MFO DWS MKT TR ALTERNATIVE ASSET ALLOCATION FD CL S		13,797.19		14,842.31

130


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO DWS MKT TR SELECT ALTERNATIVE ALLOCATION FD CL A		15,000.00		14,187.39
MFO DWS MKT TR SELECT ALTERNATIVE ALLOCATION FD CL S		31,993.36		30,205.29
MFO DWS MUT FDS INC GOLD & PRECIOUS METALS FD CL S		17,846.40		16,382.83
MFO DWS PORTFOLIO TR FLTG RATE PLUS FD CL A		35,785.03		34,814.21
MFO DWS SECS TR ENHANCED COMMODITY STRATEGY FD CL S		19,567.72		16,183.67
MFO DWS TECHNOLOGY FD CL A		9,102.79		8,929.86
MFO DWS VALUE SER INC SMALL CAP VALUE FDCL A		15,286.23		15,106.53
MFO EAGLE MID CAP STOCK FUND-A		10,000.00		11,269.13
MFO EATON VANCE ATLANTA CAPITAL SMID-CAPFUND A		15,173.29		16,911.21
MFO EATON VANCE INC FD BSTN INC COM		67,014.39		64,932.23
MFO EATON VANCE MUT FDS TR FLTG RATE ADVANTAGE FD CL A		31,475.53		30,278.34
MFO EATON VANCE MUT FDS TR FLTG RATE & HIGH INCOME FD ADVISERS		20,979.66		19,396.80
MFO EATON VANCE MUT FDS TR FLTG RATE FD ADVISERS CL		234,439.54		230,720.33
MFO EATON VANCE MUT FDS TR STRATEGIC INCFD CL A		118,705.11		121,169.35
MFO EATON VANCE MUTUAL FDS TRUST GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FD CL A		31,368.77		29,861.37
MFO EATON VANCE PARAMETRIC TAX-MANAGED EMERGING MARKETS I		50,669.82		41,162.50
MFO EATON VANCE SPL INVT TR DIVIDEND BUILDER FD CL A		29,938.61		23,552.59
MFO EATON VANCE SPL INVT TR GREATER INDIA FD CL A		44,740.90		30,777.83
MFO EATON VANCE SPL INVT TR LARGE-CAP VALUE FD CL A		1,565.25		1,284.82
MFO EDGARTOWN TR COPELAND RISK MANAGED DIVID GROWTH FD CL A		98,388.00		98,680.24
MFO EUROPACIFIC GROWTH FD CL F-1		361,744.13		322,945.50
MFO EUROPACIFIC GROWTH FD CL R-5		80,850.94		65,134.09
MFO EUROPACIFIC GROWTH FD SHS CL F-2		26,402.47		25,910.44
MFO FAIRHOLME FDS INC ALLOCATION FD		50,099.90		43,022.39
MFO FAIRHOLME FDS INC COM		5,549,793.10		4,395,960.56
MFO FAIRHOLME FOCUSED INCOME FNDD		27,088.00		26,656.00
MFO FBR BALANCED FUND-ADV		20,191.47		21,969.02
MFO FBR FDS GAS UTIL INDEX FD INV CL		232,291.89		265,395.82
MFO FBR FDS SMALL CAP FINL FD INV CL		40,509.52		36,095.24
MFO FBR FOCUS FD		153,298.51		166,690.30
MFO FEDERATED CLOVER SM VAL-A		28,363.86		25,333.90
MFO FEDERATED EQUITY FDS KAUFMANN FD CL A SHS		7,190.39		7,199.64
MFO FEDERATED EQUITY FDS KAUFMANN FD CL R SHS		27,888.32		22,206.73
MFO FEDERATED EQUITY FDS PRUDENT BEAR FDCL A SHS		497,918.14		459,507.28
MFO FEDERATED FIXED INCOME SECS INC STRATEGIC INCOME FD CL A		20,247.41		20,116.03
MFO FEDERATED GNMA TR		55,025.84		57,001.66
MFO FEDERATED INCOME SECS TR SHORT-TERM INCOME FD INSTL SHS		26,881.31		27,173.89
MFO FEDERATED INCOME TR SH BEN INT INSTLSH		172,958.51		176,009.34
MFO FEDERATED STRATEGIC VALUE FUND A		2,443.37		2,685.27
MFO FEDERATED STRATEGIC VALUE FUND IN		198,605.70		207,105.27
MFO FEDERATED TOTAL RETURN BOND CL A		115,615.83		118,853.11
MFO FEDERATED TOTAL RETURN SERS INC TOTAL RETURN BD FD SVC		55,766.05		56,584.00
MFO FEDERATED US GOVT BOND SS		6,128.53		5,489.22
MFO FEDT EQTY FDS CAP APPREAC FD CL A		43,386.17		46,909.64
MFO FEDT HI INC FD CL A		188,513.79		188,554.07
MFO FEDT INTER CORP		8,702.14		8,471.97
MFO FENIMORE ASSET MGMT TR FAM EQUITY INCOME FD		50,763.26		51,386.62
MFO FID ADVISOR HI INC ADVANTAGE T		10,527.18		9,368.12
MFO FID ADVISORS HI INC ADVANTAE A		10,253.35		10,022.19
MFO FID AST MANAGER 20%		5,177.21		5,068.21
MFO FID CAP & INC FD SH BEN INT		122,912.02		118,033.20
MFO FID CHINA REGION FD		855.72		18,666.73
MFO FID DIVERSIFIED INTL FD OPEN END FD		252,543.54		247,206.12
MFO FID EQTY INC FD SH BEN INT		10,962.09		10,313.58

131


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO FID FINL TR CONV SEC FD		107,234.82		103,421.68
MFO FID GINNIE MAE FD		26,219.34		27,976.13
MFO FID INDEPENDENCE FD		110,832.25		90,887.05
MFO FID INVT TR EMERGING MKTS FD		73,835.30		54,050.93
MFO FID MID CAP STK FD		19,511.88		20,907.31
MFO FID SELECT AMER GOLD PORTFOLIO FD OPEN END FD		208,770.44		206,710.19
MFO FID SELECT BIOTECHNOLOGY		68,799.48		67,834.40
MFO FIDELITY ADV GLOB COMM ST		37,429.22		32,553.71
MFO FIDELITY ADVISOR MID CAP II CLASS I		1,035.00		891.88
MFO FIDELITY ADVISOR SER I SMALL CAP FUND INSTL CL		20,413.96		23,785.58
MFO FIDELITY ADVISOR SER II FLTG RATE HIGH INCOME FD		173,432.98		169,623.72
MFO FIDELITY ADVISOR SER II FLTG RATE HIGH INCOME FD CL A		22,018.26		22,031.44
MFO FIDELITY ADVISOR SER VII INDUSTRIALSFD INSTL CL		14,472.12		12,836.62
MFO FIDELITY ADVISOR SER VII UTILS FD INSTL CL		14,183.36		12,604.96
MFO FIDELITY ADVISOR SER VIII STRATEGIC INCOME FD CL A		22,331.72		21,827.56
MFO FIDELITY ADVISOR SERIES II HIGH INCOME FD CL INSTL CL		5,371.41		6,635.85
MFO FIDELITY BALANCED FD OPEN END FD		4,193.12		4,081.82
MFO FIDELITY CAP TR FOCUSED STK FD		66,796.00		62,373.89
MFO FIDELITY COMWLTH TR LARGE CAP STK FD		57,177.00		58,924.64
MFO FIDELITY COMWLTH TR STK SELECTOR SM CAP FD		89,835.85		84,478.63
MFO FIDELITY COMWLTH TR STRATEGIC REAL RETURN FD		53,425.01		51,706.60
MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD FIDELITY		145,072.78		197,712.50
MFO FIDELITY CONCORD STR TR SPARTAN TOTAL MKT INDEX FD INV CL		173,007.22		188,582.48
MFO FIDELITY CONCORD STR TR SPARTAN 500 INDEX INV CL		31,304.68		29,806.97
MFO FIDELITY CONCORD STR TR SPARTAN INTLINDEX FD INV CL		3,875.36		3,627.18
MFO FIDELITY CONTRAFUND ADVISOR NEW INSIGHTS FD INSTL CL		225,248.69		232,415.84
MFO FIDELITY CONTRAFUND INC OPEN END FD		1,010,596.03		1,086,339.14
MFO FIDELITY DVD GROWTH FD OPEN END FD		32,513.57		36,895.85
MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD		176,619.08		206,011.92
MFO FIDELITY FINL TR STRATEGIC DIVID & INCOME FD		10,169.50		11,106.09
MFO FIDELITY FIXED INCOME TR FOCUSED HIGH		12,036.00		11,986.61
MFO FIDELITY GOVT INC FD		21,750.35		22,264.65
MFO FIDELITY GROWTH COMPANY FUND		224,635.22		334,827.17
MFO FIDELITY HASTINGS STR TR MEGA CAP STOCK FD		76,313.81		81,630.09
MFO FIDELITY INCOME FD ADVISOR TOTAL BD FD INSTL CL		16,964.11		17,464.83
MFO FIDELITY INVT TR ADVISOR CANADA FD CL A		5,150.26		5,435.91
MFO FIDELITY INVT TR CDA FD		117,933.56		107,113.08
MFO FIDELITY INVT TR emerging asia fd		114,722.66		93,144.85
MFO FIDELITY INVT TR EUROPE CAP APRRECIATION FD		19,209.51		12,035.39
MFO FIDELITY INVT TR INTL DISCOVERY FD		154,800.00		114,286.63
MFO FIDELITY INVT TR NEW MKTS INCOME FD		68,588.29		69,367.57
MFO FIDELITY LOW PRICED STOCK FUND		404,189.25		436,728.58
MFO FIDELITY MAGELLAN FD INC OPEN END FD		144,934.75		110,345.24
MFO FIDELITY NEW LATIN AMER FD OPEN END FD		96,959.58		81,431.12
MFO FIDELITY OTC PORTFOLIO OPEN END FD		132,369.13		158,224.18
MFO FIDELITY OVERSEAS FD OPEN END FD		4,499.12		3,794.43
MFO FIDELITY PURITAN FD OPEN END FD		163,080.98		162,750.87
MFO FIDELITY PURITAN TR GLOBAL BALANCED FD		63,940.63		70,920.76
MFO FIDELITY PURITAN TR VALUE DISCOVERY FD		22,909.17		18,382.01
MFO FIDELITY SALEM STREET TRUST INFLATION-PROTECTED BD FD		29,289.68		29,477.16
MFO FIDELITY SALEM STREET TRUST SPARTAN HIGH INCOME FD		37,361.11		37,198.54
MFO FIDELITY SCH STR TR STRATEGIC INCOMEFD		252,443.87		243,879.61
MFO FIDELITY SECS FD BLUE CHIP GROWTH FD		106,194.53		112,095.65
MFO FIDELITY SECS FD INTL REAL ESTATE FD		11,789.34		6,356.48

132


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO FIDELITY SECS FD LEVERAGED CO STOCK FD		70,974.62		71,698.27
MFO FIDELITY SECS FD SMALL CAP GROWTH FD		9,552.22		8,702.89
MFO FIDELITY SECS FD SMALL CAP VALUE FD		460.24		435.09
MFO FIDELITY SELECT PORTFOLIOS DEFENSE &AEROSPACE PORTFOLIO		59,455.49		67,169.01
MFO FIDELITY SELECT PORTFOLIOS MED DELIVER OPEN END FD		73,338.37		81,284.65
MFO FIDELITY SELECT PORTFOLIOS NAT GAS PORTFOLIO		11,858.85		7,023.40
MFO FIDELITY SELECT PORTFOLIOS NATURAL RES PORTFOLIO		26,867.10		21,001.75
MFO FIDELITY SELECT PORTFOLIOS UTILS PORTFOLIO		57,673.58		62,389.80
MFO FIDELITY SMALL CAP DISCOVERY		14,498.94		14,814.87
MFO FIDELITY SMALL CAP STK FD		5,486.83		5,261.62
MFO FIDELITY SPARTAN INTERMEDIATE TREASURY BOND INDEX FUND IV		21,407.10		21,837.87
MFO FIDELITY SPARTAN LONG-TERM TREASURY BOND INDEX FUND		21,277.11		21,608.28
MFO FIDELITY SPL SITUATIONS FD SH BEN INT		56,802.70		59,883.68
MFO FIDELITY UN STR TR EXPORT & MULTINATIONAL FD		15,494.95		13,331.32
MFO FIDELITY VALUE FD OPEN END FD		43,730.40		41,206.56
MFO FINANCIAL INVS TR GRANDEUR PEAK GLOBAL OPPTYS FD INV CL		36,199.00		36,018.01
MFO FINANCIAL INVS TR LISTED PRIVATE EQUITY FD CL A SHS		8,475.57		6,354.46
MFO FIRST EAGLE OVERSEAS I SHARE		11,640.27		11,239.59
MFO FIRST FOCUS FDS INC TRIBUTARY GROWTHOPPORTUNITIES FD INSTL CL SHS		18,000.00		19,529.13
MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL A		89,137.63		94,097.97
MFO FLEMING CAP MUT FD GROUP J P MORGAN MID CAP VALUE FD CL I		23,078.13		24,801.67
MFO FMI COM STK FD INC COM		165,459.63		196,195.03
MFO FMI FDS INC		801,678.24		860,683.62
MFO FMI FDS INC FOCUS FD		218,443.88		230,112.88
MFO FMI MUT FDS INC PROVIDENT TR STRATEGY FD		28,073.21		29,274.31
MFO FORESTER FDS INC VALUE FD		55,404.27		59,522.83
MFO FORUM FDS ABSOLUTE STRATEGIES FD INSTL SHS		70,286.74		75,629.38
MFO FORUM FDS MERK ASIAN CURRENCY FD INVSHS		84,082.99		82,316.37
MFO FORUM FDS MERK HARD CURRENCY FD INVSSHS		567,459.84		554,727.14
MFO FORUM FDS POLARIS GLOBAL VALUE FD		87,081.51		70,770.96
MFO FORWARD FDS SELECT INCOME FD CL A		7,142.93		7,130.85
MFO FORWARD FDS TACTICAL GROWTH FD INV CL		50,116.38		47,713.46
MFO FORWARD SMIDPLUS INSTL		22,152.92		19,689.18
MFO FPA CAP FD INC COM STK OPEN END FD		2,089.55		2,428.60
MFO FPA FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS		342,146.83		356,162.19
MFO FPA NEW INCOME INC COM		128,186.59		123,672.71
MFO FPA PERENNIAL FD INC COM		19,886.33		21,419.64
MFO FRANKLIN / TEMPLETON GLOBAL TR HARD CURRENCY FD ADVISOR CL		13,332.31		13,131.03
MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD ADVISOR CL		48,989.57		43,804.84
MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN INCOME FD CL A		255,886.17		256,075.76
MFO FRANKLIN CUSTODIAN FDS INC FRANKLIN UTILS FD CL A		44,056.66		54,769.67
MFO FRANKLIN HIGH INCOME TR FD CL A		33,108.19		39,146.54
MFO FRANKLIN INVS SECS TR CONV SECS FD CL A		11,820.34		11,740.13
MFO FRANKLIN INVS SECS TR LOW DURATION TOTAL RETURN FD CL A		39,822.42		38,689.90
MFO FRANKLIN MANAGED TR RISING DIVIDS FDCL A RISING DIVIDEND FUND CL I		61,210.14		71,911.94
MFO FRANKLIN MANAGED TR RSNG DIV ADVIS		135,796.72		141,319.65
MFO FRANKLIN STRATEGIC SER NAT RES FD CLA		44,251.37		58,047.37
MFO FRKLN GOLD & PRECIOUS METALS FD F/K/A FRKLN GOLD FD SH BEN INT CL A		4,122.91		58,361.25
MFO FRKLN MICROCAP FD CL 1		7,565.00		6,303.04
MFO FRKLN MUT SHARES-1		45,896.84		36,842.84
MFO FRKLN UTILS ADVISOR CL		50,015.00		52,871.75
MFO FUNDAMENTAL INVS CL F-1		83,285.56		88,231.60
MFO FUNDAMENTAL INVS CL R-5		65,434.01		74,566.10
MFO FUNDVANTAGE TR FORMULA INVESTING INTL VALUE SELECT FD CL A		8,095.86		6,538.70

133


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO FUNDVANTAGE TR FORMULA INVESTING US VALUE SELECT FD CL A		8,150.09		7,886.82
MFO FWD FDS INC INTL SMALL COS FD INV CL		62,874.02		39,913.77
MFO FWD SELECT INC FD INSTL CL		52,128.57		48,817.30
MFO GABELLI AST FD SH BEN INT OPEN END FD		455,200.18		466,407.22
MFO GABELLI EQTY INC FD		231,280.06		242,983.43
MFO GABELLI SMALL CAP GROWTH FD OPEN ENDFD		452,071.21		480,688.17
MFO GABELLI SRI GREEN FD INC CL AAA		77,058.81		62,188.78
MFO GABELLI UTILS FD CL AAA SHS		41,515.80		38,636.61
MFO GABELLI VALUE FD INC COM OPEN END FD		48,608.60		42,476.58
MFO GAMCO GOLD FD INC CL AAA		177,423.69		166,509.86
MFO GAMCO INTL GROWTH FD INC CL AAA		4,724.03		4,749.91
MFO GAMCO WESTWOOD FDS MIGHTY MITES FD AAA		158,832.62		157,502.82
MFO GAMCO WESTWOOD FDS SMALL CAP EQUITY FD AAA		14,050.88		13,872.95
MFO GATEWAY TR FD CL A		16,381.85		16,935.28
MFO GLENMEDE FD INC SMALL CAPITALIZATIONEQUITY PORT ADV		121,492.60		117,195.83
MFO GLENMEDE LARGE CAP VALUE PORTFOLIO		26,682.64		28,461.89
MFO GOLDMAN SACHS TR ABSOLUTE RETURN TRACKER FD CL A		25,620.50		25,248.18
MFO GOLDMAN SACHS TR GROWTH OPPORTUNITIES FD CL A SHS		4,345.70		4,597.37
MFO GOLDMAN SACHS TR HI YIELD FD CL A SHS		37,162.01		34,494.08
MFO GOLDMAN SACHS TR MID CAP EQUITY FD CL A		18,388.11		16,207.79
MFO GOLDMAN SACHS TR REAL ESTATE SECURITIES FD CL A		29,764.97		31,399.75
MFO GOLDMAN SACHS TR SATELLITE STRATEGIES PORT CL A		31,189.59		30,816.14
MFO GOLDMAN SACHS TR SHORT DURATION GOVTFD CL A		9,434.04		9,409.06
MFO GOLDMAN SACHS TR SMALL CAP VALUE FD CL A SHS		17,188.22		20,846.51
MFO GOLDMAN SACHS TR SMALL/MID CAP GROWTH FD A SHS		29,921.40		29,618.95
MFO GOLDMAN SACHS TR STRATEGIC INCOME FDCL A SHS		43,058.12		41,504.37
MFO GREENSPRING FD OPEN END FD		42,301.41		44,044.83
MFO GROWTH FD AMER INC CAP OPEN END FD		85,880.04		73,867.04
MFO GROWTH FD AMER INC CL F-1		283,304.98		268,586.12
MFO GROWTH FD AMER INC CL R-5		271,413.55		253,125.95
MFO GUINNESS ATKINSON FDS ALTERNATIVE ENERGY FD		11,874.82		2,597.79
MFO GUINNESS ATKINSON FDS ASIA FOCUS FD		15,303.77		12,061.24
MFO GUINNESS ATKINSON FDS ASIA PACIFIC DIV FD		2,530.43		1,955.41
MFO GUINNESS ATKINSON FDS CHINA & HONG KONG FD		68,833.28		51,209.83
MFO GUINNESS ATKINSON FDS GLOBAL ENERGY FD		44,171.12		39,589.54
MFO HANCOCK JOHN INVT TR LARGE CAP EQUITY FD CL A		17,907.68		18,067.60
MFO HARBOR COMMODITY REAL RETURN STRATEGY FD INSTL		28,082.39		25,633.07
MFO HARBOR FD BD FD INSTL CL		684,449.45		682,078.46
MFO HARBOR FD CAP APPRECIATION FD INV CL		100,216.80		113,047.57
MFO HARBOR FD HIGH-YIELD BD FD INV CL		8,606.56		9,009.70
MFO HARBOR FD INTL FD INSTL CL		269,893.09		236,946.76
MFO HARBOR FD INTL FD INV CL		666,804.91		604,981.68
MFO HARBOR FD MID CAP GROWTH FD INV CL		15,768.12		13,523.05
MFO HARDING LOEVNER EMERGING MKTS PORTFOLIO ADVISOR CLASS		638,409.13		663,173.25
MFO HARDING LOEVNER FDS INC INTL EQUITY PORTFOLIO		18,111.00		15,913.34
MFO HARDING LOEVNER GLOBAL EQ-AD		15,012.58		14,588.75
MFO HARDING LOEVNER INTL EQTY-IV		12,745.34		13,036.73
MFO HARRIS ASSOC INVT TR OAKMARK GLOBAL SELECT FD CL I		4,848.46		8,000.67
MFO HARRIS ASSOC INVT TR OAKMARK INTL SMALL CAP FD CL I		164,215.45		157,097.20
MFO HARTFORD MUT FDS II GROWTH OPPORTUNITIES FD CL I		4,576.19		4,443.85
MFO HARTFORD MUT FDS INC CAP APPRECIATION II FD CL A		44,268.85		41,163.99
MFO HARTFORD MUT FDS INC CAPITAL APPRECIATION II FD CL I		19,637.00		19,375.57
MFO HARTFORD MUT FDS INC FLTG RATE FD CLI		40,840.57		40,650.90
MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 CAP APPREC FD CL A		118,727.02		107,420.96

134


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO HARTFORD MUT FDS INC FOR FUTURE ISSUES SEE 416646 GLOBAL HEALTH FD CL A		54,080.90		60,114.76
MFO HARTFORD MUT FDS INC GLOBAL HEALTH FD CL I		20,000.00		21,374.40
MFO HBR FD CAP APPRECIATION FD		68,065.45		90,328.47
MFO HEARTLAND GROUP INC SELECT VALUE FD INVESTOR FD		245,919.03		213,676.08
MFO HEARTLAND GROUP INC VALUE PLUS FUND INVESTOR CL		176,848.25		188,610.07
MFO HEARTLAND VALUE FD OPEN END FD		38,387.69		40,524.89
MFO HENDERSON GLOBAL FDS EUROPEAN FOCUS FD CL A SHS		5,555.52		4,768.33
MFO HENDERSON GLOBAL FDS GLOBAL TECHNOLOGY FD CL A SHS		3,588.74		3,007.38
MFO HENNESSY MUT FDS INC CORNERSTONE GROWTH FD		22,244.61		12,331.08
MFO HENNESSY MUT FDS INC FOCUS 30 FD		91,810.32		103,654.60
MFO HENSSLER FDS INC EQUITY FD		28,468.82		29,505.42
MFO HIGHBRIDGE DYN COMMOD STR-SE		30,174.52		25,552.08
MFO HIGHLAND FDS II U S EQUITY FD CL A		3,628.73		3,555.71
MFO HIGHMARK FDS GENEVA MID CAP GROWTH FD CL A		4,226.14		4,835.53
MFO HOMESTEAD FDS INC SMALL CO STK FD		70,723.78		65,151.58
MFO HOOVER SMALL CAP EQUITY		17,107.03		11,605.52
MFO HOTCHKIS & WILEY FDS SMALL CAP VALUEFD CL A		42,000.00		35,812.70
MFO HUSSMAN INVT TR STRATEGIC GROWTH FD		342,686.75		319,329.11
MFO HUSSMAN INVT TR STRATEGIC INTL EQTY FD		25,964.61		24,707.01
MFO HUSSMAN INVT TR STRATEGIC TOTAL RETURN FD		400,465.30		409,182.48
MFO ICON FDS ASIA-PACIFIC REGION FD		16,503.11		12,380.64
MFO ICON FDS ENERGY FD CL S		393,271.70		377,150.76
MFO ICON FDS EQUITY INCOME FD CL I		21,353.81		19,387.32
MFO ICON FDS HEALTHCARE FD CL S		24,205.28		21,264.43
MFO ICON FDS INDUSTRIALS FD CL S		8,189.95		9,284.65
MFO ICON FDS MATERIALS FD CL S		52,067.20		39,530.77
MFO INCOME FD AMER INC CL A		20,152.59		17,766.17
MFO INCOME FD AMER INC CL F-1		28,812.94		25,030.74
MFO INCOME FD AMER INC CL R-5		115,664.10		118,659.33
MFO ING GLOBAL REAL ESTATE FD-W		24,624.70		29,289.31
MFO ING INTERNATIONAL SMALLCAP MULTI-MANAGER FUND CL W		24,474.18		17,566.39
MFO ING MUT FDS FOR FUTURE ISSUES SEE 44980Q RUSSIA FD CL A		7,673.73		5,782.61
MFO ING MUT FDS GLOBAL BD FD CL A		4,193.71		4,014.00
MFO ING MUT FDS GLOBAL REAL ESTATE FD CL		109,511.22		101,696.67
MFO ING MUT FDS VALUE CHOICE FD CL A		25,809.11		25,806.03
MFO ING SER FD INC INDEX PLUS MID CAP FDCL A		10,060.89		11,011.12
MFO INTEGRITY FDS WILLISTON BASIN/MID NORTH AMER STK FD		20,000.00		19,926.47
MFO INTERMEDIATE BD FD AMER CL F-1		53,686.27		53,512.73
MFO INTERNATIONAL DISCOVERY FD		39,906.30		33,171.11
MFO INTERNATIONAL FD		1,483,783.80		1,411,753.53
MFO INTL GROWTH & INCOME FD-F1		60,005.00		58,763.45
MFO INTREPID CAP MGMT FDS TR SH BEN INT		17,464.28		18,060.34
MFO INTREPID CAP MGMT FDS TR SMALL CAP FD		783,098.04		755,078.93
MFO INVESCO CHARTER FUND-A		79.74		79.09
MFO INVESCO CONSTELLATION FUND-A		3,057.85		3,781.47
MFO INVESCO DEVELOPING MKTS FD-A		10,151.38		8,875.34
MFO INVESCO ENERGY FUND A		26,249.97		23,658.50
MFO INVESCO GL HEALTH CARE-IV		8,822.50		7,651.47
MFO INVESCO GLOBAL CORE EQUITY FUND-A		15,961.21		12,329.25
MFO INVESCO INTERNATIONAL GROWTH FUND CL		3,637.85		4,973.42
MFO INVESCO TECHNOLOGY FUND-INV		2,034.84		1,162.48
MFO INVESCO VAN KAMPEN COMSTOCK CLASS A		75,833.51		65,506.87
MFO INVESCO VAN KAMPEN EQUITY & INCOME CLASS A		103,522.59		95,968.10
MFO INVESTMENT CO AMER CL R-5		63,785.04		54,630.95

135


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO INVESTMENT MANAGERS SER TR		2,524.15		2,031.28
MFO IVA WORLDWIDE FD CL A		121,640.27		118,824.79
MFO IVA WORLDWIDE FD CL I		40,103.72		40,775.88
MFO IVY FDS GLOBAL NAT RES FD CL A		25,355.72		18,121.22
MFO IVY FDS GLOBAL NAT RES FD CL Y		55,001.86		42,500.56
MFO IVY FDS INC ASSET STRATEGY FD CL A		625,269.50		612,947.87
MFO IVY FDS INC ASSET STRATEGY FD CL I		36,518.23		39,911.00
MFO IVY FDS INC ASSET STRATEGY FD CL Y		172,696.07		174,209.32
MFO IVY FDS INC HIGH INCOME FD CL I		30,000.00		30,796.45
MFO IVY FDS INC MID CAP GROWTH FD CL Y		175,753.09		156,196.57
MFO JACOB INTERNET FD INC SHS		10,409.31		11,258.81
MFO JAMES ADVANTAGE FDS BALANCED GOLDEN RAINBOW FD CL A		93,463.93		106,259.50
MFO JAMES ADVANTAGE FDS SMALL CAP FD CL A		167,398.18		218,724.15
MFO JANUS BALANCED FUND-T		353,810.50		358,892.03
MFO JANUS CONTRARIAN FUND-T		647,094.29		479,589.32
MFO JANUS ENTERPRISE-T		119,886.36		151,189.70
MFO JANUS FLEXIBLE BOND F-T		96,625.48		96,104.76
MFO JANUS FUND-T		203,294.50		192,856.65
MFO JANUS GLOBAL LIFE SCIENCES-T		31,853.16		37,004.81
MFO JANUS GLOBAL RESEARCH-T		90,916.29		88,208.47
MFO JANUS GLOBAL SELECT FUND T		399,630.65		351,048.78
MFO JANUS GLOBAL TECHNOLOGY-T		59,005.19		61,096.38
MFO JANUS GROWTH & INCOME-T		334,618.06		291,125.80
MFO JANUS HIGH YIELD FUND-T		298,271.52		304,017.08
MFO JANUS INVT FD EMERGING MARKET FD CL T		20,000.00		19,217.18
MFO JANUS INVT FD FORTY FD CL T		31,044.94		28,720.60
MFO JANUS INVT FD GLOBAL REAL ESTATE FD CL T		20,455.40		17,670.12
MFO JANUS INVT FD INTECH U S CORE FD CL T		41,694.90		41,375.28
MFO JANUS INVT FD SMART PORT MODERATE CLT		27,300.34		32,416.04
MFO JANUS OVERSEAS FUND-T		1,996,124.87		1,473,087.61
MFO JANUS PERKINS MID CAP VAL-I		96.46		118.15
MFO JANUS RESEARCH FUND-T		101,860.84		104,401.00
MFO JANUS SHORT-TERM BOND FUND-T		158,240.65		157,625.65
MFO JANUS SMART PORT GROWTH-T		69,625.77		72,555.13
MFO JANUS TRITON FUND-T		506,038.03		508,601.53
MFO JANUS TWENTY FUND-T		90,683.07		99,630.51
MFO JANUS VENTURE FUND-T		24,105.14		23,071.79
MFO JANUS WORLDWIDE FUND-T		109,076.23		81,083.28
MFO JAPAN FD INC CL S COM		26,375.52		24,144.08
MFO JENSEN PORTFOLIO INC JENSEN QUALITY GROWTH FD CL J		312,987.38		335,038.23
MFO JOHN HANCOCK BD FUND CL A		90,257.00		93,484.86
MFO JOHN HANCOCK CLASSIC VALUE-A		33,671.77		26,615.75
MFO JOHN HANCOCK FDS II STRATEGIC INCOMEOPPTYS FD CL A		34,070.47		32,925.19
MFO JOHN HANCOCK FDS III DISCIPLINED VALUE MID CAP FD CL A		30,000.00		31,402.67
MFO JOHN HANCOCK FDS III DISCIPLINED VALUE FD CL A		81,695.61		81,566.49
MFO JOHN HANCOCK FDS III JHF III SMALL COMPANY FD CL A		2,960.65		4,062.45
MFO JOHN HANCOCK FUNDS III INTERNATIONALCORE FUND A		5,914.18		5,898.62
MFO JP MORGAN TRUST I RESEARCH MKT NEUTRAL A		7,475.28		6,957.34
MFO JPMORGAN STR INCOME OPP-A		53,459.39		52,221.05
MFO JPMORGAN TR I DISCIPLINED EQUITY FD SELECT CL		4,266.52		3,832.55
MFO JPMORGAN TR I EMERGING MKTS DEBT FD SELECT CL		36.98		33.77
MFO JPMORGAN TR I INCOME BLDR FD CL A		50,273.04		50,784.99
MFO JPMORGAN TR I INTL EQUITY FD CL A		18,000.00		18,635.66
MFO JPMORGAN TR I INTL OPPORTUNITIES FD CL A		1,235.28		1,375.79

136


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO JPMORGAN TR I INTREPID EUROPEAN FD CL A		46,987.61		35,245.19
MFO JPMORGAN TR I MID CAP CORE FD CL A		29,312.11		27,730.79
MFO JPMORGAN TR I STRATEGIC INCOME OPPTYS FD SELECT CL		92,242.31		88,788.34
MFO JPMORGAN TR I U S EQUITY FD CL A		51,376.27		48,274.64
MFO JPMORGAN TR I VALUE ADVANTAGE FD CL A		43,888.74		45,093.01
MFO JPMORGAN TR II CORE PLUS BD FD SELECT CL		18,075.88		15,538.13
MFO JPMORGAN TR II EQUITY INCOME FD CL A		81,735.90		112,356.85
MFO JPMORGAN TR II HI YIELD BD FD SELECT CL DO NOT USE SEE #3162010		97,958.48		95,153.61
MFO JPMORGAN TR II HIGH YIELD FD CL A		5,852.74		5,434.73
MFO JPMORGAN TR II LARGE CAP GROWTH FD CL A		108,311.24		103,444.11
MFO JPMORGAN TR II ltd duration bd fd cla		38,049.62		37,884.72
MFO JPMORGAN TR II U S REAL ESTATE FD CLA		10,842.00		12,686.94
MFO KALMAR POOLED INVT TR SMALL CAP GROWTH-W-VALUE FD		16,328.41		14,749.90
MFO KEELEY FDS INC SMALL CAP VALUE FD CLA SHS		87,438.37		80,041.96
MFO KEELEY FDS INC SMALL CAP VALUE FD CLI SHS		12,322.99		12,445.63
MFO KINETICS MUT FDS INC SMALL CAP OPPORTUNITIES FD		3,513.43		2,526.35
MFO KINETICS NEW PARADIGM FD		699,767.65		631,167.95
MFO KIRR MARBACH PARTNERS FDS INC VALUE FUND		110,399.04		106,630.59
MFO LARGE CAP VALUE		479,017.20		506,159.13
MFO LAUDUS TR GROWTH INVS U S LARGE CAP GROWTH FD		695,011.00		665,988.67
MFO LAZARD FDS INC DEV MKTS EQUITY PORT OPEN SHS		59,910.05		42,935.30
MFO LAZARD FDS INC EMERGING MKTS PORTFOLIO OPEN SHS		740,038.55		637,814.85
MFO LAZARD FDS INC INTL SMALL CAPITALIZATION PORT OPEN SHS		17,355.49		8,303.85
MFO LEGG MASON CAPITAL MANAGEMENT GROWTHTRUST INC-FI		5,561.90		4,470.96
MFO LEGG MASON PARTNERS INC TR FORMERLY GLOBAL HI YIELD BD FD CL A		345,359.00		340,592.33
MFO LEUTHOLD CORE INVT FD		51,706.69		49,348.88
MFO LEUTHOLD FDS INC ASSET ALLOCATIO FD		47,962.08		46,998.80
MFO LEUTHOLD FDS INC SELECT INDS FD		25,696.11		18,863.27
MFO LITMAN GREGORY FDS TR MASTERS ALTERNATIVE STRATEGIES FD INSTL CL		55,113.43		56,822.10
MFO LITMAN GREGORY FDS TR MASTERS INTERNATIONAL FD INSTL CL		152,167.02		123,727.70
MFO LITMAN GREGORY FDS TR MASTERS AND SMALLER COS FD INSTL CL		19,525.64		20,185.42
MFO LITMAN GREGORY FDS TR MASTERS EQUITYFD INSTL CL		127,483.08		118,225.93
MFO LITMAN GREGORY FDS TR MASTERS VALUE FD INSTL CL MASTERS VALUE FD INSTL CL		48,631.62		45,755.21
MFO LIVE OAK HLTH SCIENCES FD		2,589.17		2,392.61
MFO LKCM SMALL CAP EQTY PORTFOLIO		21,643.17		21,625.10
MFO LONGLEAF PARTNERS FDS TR INTL FD		107,764.35		76,503.52
MFO LONGLEAF PARTNERS FDS TR SH BEN INT		504,506.01		459,921.89
MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD		187,586.24		179,514.28
MFO LOOMIS SAYLES BOND FUND-RET		4,649,726.39		4,714,155.04
MFO LOOMIS SAYLES FDS I FORMERLY LOOMIS SAYLES INVT TR TO 07/01/2003 INTERME		111,767.19		110,934.37
MFO LOOMIS SAYLES FDS II		585,801.82		608,393.75
MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA INVT GRADE BD FD CL Y		591,612.17		593,469.02
MFO LOOMIS SAYLES FDS II FORMERLY LOOMISSA STRATEGIC INC FD CL Y		45,689.91		45,473.73
MFO LOOMIS SAYLES FDS II VALUE FD CL A		47,498.15		47,480.79
MFO LOOMIS SAYLES INVT TR		2,189,553.97		2,166,418.76
MFO LOOMIS SAYLES INVT TR GLOBAL BD FD RETAIL CL		306,755.57		314,524.23
MFO LOOMIS SAYLES INVT TR SMALL CAP VALUE FD RETAIL CL		35,672.38		37,030.40
MFO LORD ABBETT INVT TR SHORT DURATION INCOME FD CL A		41,640.51		41,105.98
MFO LORD ABBETT SECS TR FUNDAMENTAL EQUITY FD CL A		7,266.81		7,701.46
MFO LORD ABBETT SECS TR INTL DIVIDEND INCOME FD CL A		131,957.96		126,694.27
MFO MAINSTAY FDS HI YIELD CORP BD FD CL A		269,500.98		268,195.57
MFO MAINSTAY ICAP EQUITY-I		42,632.17		35,428.63
MFO MAINSTAY ICAP INTERNATION-I		92,936.14		70,911.69
MFO MAINSTAY ICAP SELECT EQTY-I		198,339.52		182,854.46

137


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO MAINSTAY L/C GROWTH FD-A		31,779.80		35,187.79
MFO MAIRS & PWR FDS TR COM .		0.00		62,087.10
MFO MANAGERS FDS BD FD BOND FUND		67,697.42		71,360.37
MFO MANAGERS FDS EMERGING MKTS EQUITY FD		8,596.28		7,454.86
MFO MANAGERS FDS INTERMEDIATE DURATION GOVT FD		45,977.17		46,563.81
MFO MANAGERS FDS MICRO-CAP FD SVC CL		11,507.74		14,727.72
MFO MANAGERS FDS PIMCO BD FD		82,234.43		81,760.24
MFO MANAGERS FDS SPL EQUITY FD		190,983.49		188,064.95
MFO MANAGERS TRUST II FIXED INCOME FUND CLASS Y		20,030.00		19,409.13
MFO MANNING & NAPIER FD INC NEW EQUITY SER		137,786.14		138,091.33
MFO MANNING & NAPIER FD INC NEW INTL SERCL S		168,566.55		144,798.63
MFO MANNING & NAPIER FD INC NEW PRO BLEND CONSERVATIVE TERM SER CL S		5,524.88		5,498.79
MFO MANNING & NAPIER FD INC NEW PRO BLEND EXTENDED TERM SER CL S		9,026.74		10,116.69
MFO MANNING & NAPIER FD INC NEW PRO BLEND MAXIMUM TERM SER CL S		282,817.41		288,523.15
MFO MANNING & NAPIER FD INC NEW PRO BLEND MODERATE TERM SER CL S		79,925.28		81,175.92
MFO MANNING & NAPIER FD INC NEW WORLD OPPTYS SER CL A		769,176.11		605,180.64
MFO MARKETOCRACY FDS MASTERS 100 FD		5,068.34		4,782.52
MFO MARSHALL MID CAP VALUE FDS INC		5,019.42		4,386.79
MFO MARSHALL SMALL CAP GROWTH FDS INC		50,741.61		44,778.30
MFO MARSICO INVT FD 21ST CENTURY FD		488,842.77		426,184.65
MFO MARSICO INVT FD FLEXIBLE CAP FD		153,868.34		152,937.65
MFO MARSICO INVT FD FOCUS FD		110,645.09		108,005.32
MFO MARSICO INVT FD GLOBAL FD		37,722.30		40,456.40
MFO MARSICO INVT FD GROWTH FD		115,692.14		114,611.95
MFO MARSICO INVT FD INTL OPPORTUNITIES FD		4,453.43		3,257.28
MFO MATRIX ADVISORS VALUE FD INC COM		5,009.83		4,123.87
MFO MATTHEWS ASIAN FDS ASIA DIVIDEND FD INV CL		550,317.98		520,147.57
MFO MATTHEWS ASIAN FDS ASIA SMALL COS FDINV CL		61,773.49		52,659.98
MFO MATTHEWS ASIAN GROWTH AND INCOME FUND IS		118,719.89		100,105.49
MFO MATTHEWS INTL FDS ASIA GROWTH FD INVCL		90,237.59		93,616.03
MFO MATTHEWS INTL FDS ASIAN GROWTH & INCOME FD INV CL		589,302.30		555,221.09
MFO MATTHEWS INTL FDS ASIAN SCI & TECHNOLOGY CL		65,723.15		64,970.75
MFO MATTHEWS INTL FDS CHINA FD INV CL		1,761,853.27		1,465,786.17
MFO MATTHEWS INTL FDS INDIA FDS INV CL		301,703.95		225,066.22
MFO MATTHEWS INTL FDS JAPAN FD INV CL		35,268.22		28,673.80
MFO MATTHEWS INTL FDS PAC TIGER FD INSTLCL		16,394.36		14,456.72
MFO MATTHEWS INTL FDS PAC TIGER FD INV CL		969,728.62		998,951.75
MFO MATTHEWS KOREA FD		106,086.97		93,552.16
MFO MERGER SH BEN INT		423,312.62		422,658.04
MFO MERIDIAN FD INC COM OPEN END FD		688,700.45		738,953.90
MFO MERIDIAN FD INC VALUE FD		47,845.23		42,318.64
MFO MERK ABSOLUTE RETURN CUR-INV		15,000.00		13,991.85
MFO METROPOLITAN WEST FDS HIGH YIELD BD FD CL M		226,782.01		209,645.52
MFO METROPOLITAN WEST FDS LOW DURATION BD FD		78,294.01		78,378.16
MFO METROPOLITAN WEST FDS TOTAL RETURN BD FD CL I		169,313.08		180,174.34
MFO METROPOLITAN WEST FDS ULTRA SHORT BDFD CL M		6,310.06		5,284.30
MFO METROPOLITIAN W TOTAL RETURN BD		1,030,877.48		1,050,897.02
MFO MFS EMERGING MKTS DEBT FD CL I		16,827.05		16,673.29
MFO MFS INTL VALUE-A		7,868.61		7,751.64
MFO MFS SER TR I NEW DISCOVERY FD-CL A		63,551.69		48,711.67
MFO MFS SER TR IV MID CAP GROWTH FD CL A		66,354.21		72,257.05
MFO MFS SER TR V INTL NEW DISCOVERY FD CL A		20,282.48		18,233.69
MFO MFS SER TR X EMERGING MKTS DEBT FD CL A		10,471.72		10,732.41
MFO MFS SER TR X INTL DIVERSIFICATION FDCL I INTL DIVERSIFICATION FD CL I		29,393.56		29,157.07

138


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO MFS SER TR X INTL GROWTH FD CL A		3,061.48		2,884.17
MFO MFS UTILS FD CL A		87,663.02		99,682.02
MFO MFS VALUE FD CL A		31,156.12		30,312.79
MFO MIDAS FD INC COM		69,710.51		52,923.35
MFO MORGAN STANLEY INSTITUTIONAL FD TR MID CAP GROWTH PORTFOLIO CL I FUND		14,537.31		18,591.37
MFO MORGAN STANLEY INSTL FD INC FORMERLYMO U S REAL ESTATE I		2,330.55		2,630.70
MFO MORGAN STANLEY INSTL FD INC GLOBAL REAL ESTATE PORT CL I		9,000.00		9,345.84
MFO MOTLEY FOOL FDS TR EPIC VOYAGE FUND		4,004.13		3,909.02
MFO MOTLEY FOOL FDS TR GREAT AMERICA FD		18,221.49		18,316.27
MFO MOTLEY FOOL FDS TR MOTLEY FOOL INDEPENDENCE FD		154,324.41		152,450.12
MFO MUNDER SER TR FORMERLY MUNDER FDS TRTO MIDCAP CORE GROWTH FD CL A		45,120.70		45,967.39
MFO MUTUAL GLOBAL DISCOVERY A 2596455		35,948.65		37,958.09
MFO MUTUAL GLOBAL DISCOVERY Z 2596459		126,803.20		126,246.30
MFO MUTUAL QUEST A 2596452		60,197.83		60,449.26
MFO MUTUAL SER FD INC SHS FD CL Z		67,376.52		56,795.85
MFO MUTUALS COM VICE FD		24,280.49		24,389.81
MFO NASDAQ 100 INV		78,436.30		95,224.52
MFO NATIXIS FDS TR II ASG GLOBAL ALTERNATIVES FD CL A		30,600.00		28,829.75
MFO NEEDHAM FDS INC AGGRESSIVE GROWTH FD		55,498.79		56,869.60
MFO NEEDHAM FDS INC GROWTH FD		28,207.11		24,154.34
MFO NEEDHAM FDS INC SMALL CAP GROWTH FD		76,708.76		60,340.56
MFO NEIMAN FDS LARGE CAP VALUE FD		5,596.86		7,032.02
MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD		103,928.45		110,257.69
MFO NEUBERGER & BERMAN PARTNERS EQTY FDSPARTNER FD OPEN END FD		35,834.28		34,102.12
MFO NEUBERGER BERMAN EQUITY FDS INTL FD		32,836.79		23,004.11
MFO NEUBERGER BERMAN EQUITY FDS MID CAP GROWTH FD INV CL		100.21		108.73
MFO NEUBERGER BERMAN EQUITY FDS REAL ESTATE FD TR CL		38,560.52		40,840.70
MFO NEUBERGER BERMAN EQUITY FDS REGENCY FD		2,249.57		2,477.65
MFO NEUBERGER BERMAN EQUITY FDS SMALL CAP GROWTH FD INV CL		49,118.48		58,963.15
MFO NEUBERGER BERMAN EQUITY FDS SOCIALLYRESPONSIVE FD		102,452.19		121,620.33
MFO NEUBERGER BERMAN EQUITY TR REGENCY TR		26,730.42		28,609.70
MFO NEUBERGER BERMAN HI IN B-INV		128,654.80		139,001.24
MFO NEW ECONOMY FD CL R-5		9,360.61		8,752.33
MFO NEW PERSPECTIVE FD INC CL F-1		15,435.70		14,922.27
MFO NEW PERSPECTIVE FD INC CL R-5		134,671.04		127,583.32
MFO NEW WORLD FD INC NEW CL A		53,125.23		47,152.81
MFO NEW WORLD FD INC NEW CL F-1		40,516.13		39,873.84
MFO NICHOLAS EQUITY INCOME FUND I		31,992.68		32,284.83
MFO NICHOLAS FD INC CAP STK OPEN END FD		16,974.92		15,703.22
MFO NICHOLAS II INC CL N SHS		35,214.82		51,184.22
MFO NICHOLAS LTD EDITION INC CL N SHS		11,489.11		12,044.77
MFO NORTHERN LTS FD TR MUTUALHEDGE FRONTIER LEGENDS FD CL A		10,360.78		9,967.72
MFO NORTHERN LTS FD TR PAC FINL EXPLORERFD INV CL		222,842.43		223,718.59
MFO NORTHERN LTS FD TR SOUTHN SUN SMALL CAP FD INV CL		43,124.82		39,259.81
MFO NORTHN LTS FD TR ARROW MANAGED FUTURE TREND FD CL A		53,729.21		50,036.18
MFO NUVEEN INVT FDS INC HIGH INCOME BD FD CL A		107,429.00		106,174.83
MFO NUVEEN INVT FDS INC REAL ESTATE SECSFD CL A		124,074.54		173,551.82
MFO NUVEEN INVT FDS INC SMALL CAP SELECTFD CL A		8,569.86		9,370.79
MFO NUVEEN INVT FDS INC SMALL CAP VALUE FD CL A		11,531.04		11,744.95
MFO NUVEEN INVT TR II TRADEWINDS INTL VALUE FD CL A		20,483.58		21,940.99
MFO NUVEEN INVT TR NWQ LARGE CAP VALUE FD CL A		33,563.29		36,758.62
MFO NUVEEN INVT TR TRADEWINDS VALUE OPPORTUNITIES FD CL A		11,915.44		10,769.88
MFO NWQ MULTI-CAP VALUE FD CL A		30,460.51		27,510.71
MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO		29,607.61		27,870.00

139


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO OAKMARK EQTY & INC FD CL I		1,183,460.68		1,297,653.72
MFO OAKMARK FD CL I		319,262.60		339,148.94
MFO OAKMARK GLOBAL FD CL I		766,101.16		698,000.10
MFO OAKMARK INTL FD OPEN END FD		740,187.54		685,236.99
MFO OAKMARK SELECT FD CL I		539,845.77		562,790.56
MFO OBERWEIS FDS CHINA OPPTYS FD		358,344.10		191,926.75
MFO OBERWIES FDS EMERGING GROWTH PORTFOLIO		2,900.37		2,262.59
MFO OLD MUT ADVISOR FDS II FOCUSED FD CL		119,173.66		127,040.36
MFO OLD MUT ADVISOR FDS II TS&W MID-CAP VALUE FD CL Z		133,807.70		95,394.22
MFO OPPENHEIMER COMMODITY STRATEGY TOTALRETURN FD CL A		19,691.15		11,285.29
MFO OPPENHEIMER DEVELOPING MKTS FDS CL A		568,965.51		540,879.56
MFO OPPENHEIMER DEVELOPING MKTS FDS CL Y		30,346.33		31,328.97
MFO OPPENHEIMER DISCOVERY FD CL A		26,411.44		23,976.45
MFO OPPENHEIMER GLOBAL GROWTH & INC FD CL A FORMERLY SH BEN INT TO 11/01/1993		17,687.58		16,092.04
MFO OPPENHEIMER GLOBAL STRATEGIC INCOME A		60,545.87		57,880.91
MFO OPPENHEIMER INTL BD FD CL A		174,845.25		165,137.69
MFO OPPENHEIMER INTL GROWTH FD CL A SHS		28,191.26		25,119.27
MFO OPPENHEIMER INTL SMALL CO FD CL A		84,860.90		68,424.00
MFO OPPENHEIMER MAIN ST SMALL & MID-CAP		40,272.62		41,293.25
MFO OPPENHEIMER QUEST FOR VALUE FDS OPPORTUNITY VALUE FD CL A		8,058.89		7,059.28
MFO OPPENHEIMER QUEST FOR VALUE FDS SMALL- & MID- CAP VALUE FD CL A		53,335.50		41,787.69
MFO OPPENHEIMER SR FLOATING RATE FD CL A		303,969.29		294,674.16
MFO PARADIGM FDS VALUE FD		74,576.84		73,417.98
MFO PARNASSUS FD		24,477.61		26,481.02
MFO PARNASSUS FD SMALL-CAP FD		104,140.57		87,990.20
MFO PARNASSUS INCOME TR EQUITY INCOME FD		928,786.88		1,026,121.75
MFO PARNASSUS INCOME TR FIXED INCOME FD		25,435.75		27,617.20
MFO PARNASSUS WORKPLACE FD		29,547.29		28,501.33
MFO PAX WORLD FDS SER TR I BALANCED FD INDIVIDUAL INVS CL		11,738.42		10,420.82
MFO PAYDEN & RYGEL GLOBAL FXD INC FD OPEN END FD		53,568.58		50,223.30
MFO PAYDEN & RYGEL INVT GROUP METZLER/PAYDEN EUR		189,502.77		132,565.25
MFO PAYDEN & RYGEL INVT GROUP CORE BD FDINVT QUAL BD FD R		5,742.70		6,021.98
MFO PAYDEN & RYGEL INVT GROUP EMERGING MARKET BD FD		154,034.53		159,076.81
MFO PAYDEN & RYGEL INVT GROUP GNMA FD		20,085.56		20,887.66
MFO PAYDEN & RYGEL INVT GROUP HIGH INCOME FD		68,372.06		70,388.08
MFO PEAR TREE FDS PEAR TREE EMERGING MKTS FD ORD SHS		351.67		337.91
MFO PEAR TREE FDS PEAR TREE POLARIS FOREIGN		60,174.67		42,083.29
MFO PERKINS GLOBAL VALUE CLASS T		18,331.42		18,057.73
MFO PERKINS MID CAP VAL-T		1,701,628.69		1,714,550.81
MFO PERKINS S/C VALUE FUND-T		376,771.27		362,607.61
MFO PERM PORTFOLIO FD INC		2,745,601.81		2,965,134.43
MFO PERRITT FDS INC EMERGING OPPORTUNITIES FD		40,252.98		33,444.73
MFO PERRITT MICROCAP OPPORTUNITIES FD INC COM		20,741.17		19,074.73
MFO PFD SECS FD CL A		554.97		27,493.79
MFO PIMCO AST BACKED SEC PORTFOLIO FD #460		1,967,505.73		1,993,652.88
MFO PIMCO DEVELOPING LOCAL MARKETS		736,446.10		674,606.43
MFO PIMCO EQUITY SER EQS PATHFINDER FD CL D		9,595.09		9,788.90
MFO PIMCO FDS COMMODITIESPLUS STRATEGY FD CL D		38,226.55		31,541.41
MFO PIMCO FDS DEVELOPING LOC MKT FD C		10,577.03		10,255.21
MFO PIMCO FDS EMERGING LOCAL BD FD CL D		235,561.16		217,017.21
MFO PIMCO FDS EMERGING LOCAL BD FD INSTLCL USD		163,913.10		159,154.56
MFO PIMCO FDS FGN FD INSTL		44,821.01		45,917.20
MFO PIMCO FDS FUNDAMENTAL ADVANTAGE TOTAL RETURN		26,427.57		23,153.19
MFO PIMCO FDS GLOBAL ADVANTAGE STRATEGY BD FD CL D		16,513.43		16,606.31

140


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO PIMCO FDS GLOBAL MULTI-ASSET FD INSTL CL		72,764.15		71,358.38
MFO PIMCO FDS GLOBAL MULTI-AST FD CL D		42,539.66		44,258.68
MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REAL RETURN STRATEGY FD CL D		1,146,365.79		847,329.35
MFO PIMCO FDS PAC INVT MGMT SER COMMODITY REALRETURN STRATEGY FD INSTL		103,795.15		72,028.36
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM FD CL D		50,242.38		49,144.19
MFO PIMCO FDS PAC INVT MGMT SER STOCKSPLUS TR SHORT STRATEGY FD INSTL		396,744.01		330,208.51
MFO PIMCO FDS PAC INVT MGMT SER ALL AST FD INSTL CL		287,819.99		276,045.64
MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD CL D		115,992.86		118,161.28
MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD INSTL CL		34,332.26		35,919.09
MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD INSTL UNHEDGED		93,630.83		98,690.48
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I		33,644.49		23,464.34
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD CL D		208,039.95		197,069.23
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE I ALL AST ALL AUTH FD INSTL CL		196,879.38		183,252.30
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005		138,290.65		139,833.33
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 ALL AST FD CL D		424,565.43		399,510.46
MFO PIMCO FDS PAC INVT MGMT SER FOR FUTURE ISSUES SEE 722005 GNMA FD CL D		111,814.19		113,951.33
MFO PIMCO FDS PAC INVT MGMT SER FOREIGN BD FD CL D UNHEDGED		62,389.00		64,737.06
MFO PIMCO FDS PAC INVT MGMT SER GLOBAL BD FD INSTL CL U S DOLLAR		72,340.89		73,074.05
MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD CL D		371,389.32		411,753.15
MFO PIMCO FDS PAC INVT MGMT SER HIGH YIELD FD INSTL CL		33,446.65		35,965.74
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE BD FD CL D USD		52,549.90		51,380.46
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP BD FD ADMIN CL		32,074.97		31,479.14
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORTFOLIO INSTL CL		14,575,438.03		14,993,874.79
MFO PIMCO FDS PAC INVT MGMT SER LOW DURATION FD CL D		114,546.95		113,534.50
MFO PIMCO FDS PAC INVT MGMT SER PVT ACCTPORTFOLIO SER MUN SECTOR		1,008,458.54		1,069,033.43
MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN BD PORTFOLIO INSTL CL FD#488		12,235,431.87		12,306,998.18
MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN FD INSTL CL		123,557.09		129,502.63
MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D		4,390,939.41		4,441,187.19
MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL		414,066.71		419,152.54
MFO PIMCO FDS PAC INVT MGMT SER U S GOVTSECTOR PORTFOLIO INSTL CL		20,199,999.43		18,155,901.47
MFO PIMCO FDS PAPS EMERGING MKTS PORTFOLIO INSTL CL		3,091,069.75		3,105,651.66
MFO PIMCO FDS PAPS INTL PORTFOLIO INSTL CL		7,810,648.79		8,648,380.94
MFO PIMCO FDS SMALL CAP STOCKSPLUS TR FDUSD CL D		61,916.01		54,319.01
MFO PIMCO FUNDAMENTAL INDEXPLUS TR FUND D		10,532.13		11,508.30
MFO PIMCO GLOBAL ADVANTAGE STRATEGY BONDFUND-INS		172,756.01		168,163.21
MFO PIMCO GLOBAL BOND FUND UNHEDGED D		18,742.98		18,762.93
MFO PIMCO HI YIELD PORTFOLIO FD #477		1,971,073.54		1,824,779.84
MFO PIMCO IMCOME FUND D		438,070.75		425,496.61
MFO PIMCO INCOME FUND-INS		112,649.23		110,925.26
MFO PIMCO LONG TERM U.S GOVT FD - OPEN END FUN		24,095.07		24,452.41
MFO PIMCO LOW DURATION OPEN END FD		50,545.38		49,839.70
MFO PIMCO PAPS MORTGAGE PORTFOLIO INSTL CL		34,839,824.31		34,603,044.03
MFO PIMCO REAL ESTATE REAL RETURN STRATEGY FD D		62,778.13		59,804.11
MFO PIMCO REAL RETURN BD FD CL D		489,079.33		502,106.02
MFO PIMCO SHORT TERM FD-INSTL		62,252.00		62,203.00
MFO PIMCO STOCKSPLUS TOTAL RETURN FUND D		47,621.33		47,383.26
MFO PIMCO UNCONSTRAINED BD FD CL D		954,625.36		947,379.61
MFO PIMCO UNCONSTRAINED BD-INS		116,939.63		115,014.22
MFO PINEBRIDGE US MICRO CAP GR-R		129,642.36		120,146.07
MFO PIONEER EMERGING MARKETS FUND CL A SHS		24,757.57		21,147.15
MFO PIONEER EQUITY INCOME FUND CL A		201,763.63		196,489.36
MFO PIONEER FD CL A SHS		11,799.15		9,769.43
MFO PIONEER FUNDAMENTAL GROWTH FD CL A		6,500.51		3,701.08
MFO PIONEER GLOBAL HI YIELD CL A		21,342.43		18,909.30

141


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO PIONEER HI YIELD FD CL A		142,077.06		140,927.68
MFO PIONEER SER TR III CULLEN VALUE FD CL A		129,058.22		123,114.20
MFO PIONEER STRATEGIC INCOME FD CL A		33,807.43		32,916.40
MFO PNC LARGE CAP VALUE FUND		19,503.88		13,273.47
MFO PNC MID CAP VALUE FUND-A		10,096.93		7,903.65
MFO PRICE T ROWE GLOBAL TECHNOLOGY FD INC SHS BEN INT		49,636.26		46,319.16
MFO PRICE T ROWE GROWTH STK FD INC COM		131,904.89		144,048.22
MFO PRICE T ROWE HI YIELD FD		190,391.11		211,997.47
MFO PRICE T ROWE HLTH SCI FD INC COM		32,551.95		35,242.82
MFO PRICE T ROWE MEDIA & TELECOMMUNICATIONS FD INC COM		38,079.18		37,570.08
MFO PRICE T ROWE RETIREMENT FDS INC 2010FD		10,630.36		11,614.26
MFO PRICE T ROWE RETIREMENT FDS INC 2020FD		366,773.23		366,687.06
MFO PRICE T ROWE RETIREMENT FDS INC 2030FD		530,649.32		526,318.58
MFO PRICE T ROWE STRATEGIC INCOME FD INCCOM		3,036.52		2,946.14
MFO PRIMECAP ODYSSEY FDS AGGRESSIVE GROWTH FD		177,560.56		201,033.31
MFO PRIMECAP ODYSSEY FDS GROWTH FD		252,633.90		266,259.57
MFO PRIMECAP ODYSSEY FDS STK FD		5,035.00		4,907.22
MFO PRIN FDS INC GLOBAL DIVERSIFIED INC FD CL A		14,270.35		13,430.43
MFO PRINCIPAL FDS INC EQUITY INCOME FD CL A		129,989.53		130,359.06
MFO PRINCIPAL FDS INC HIGH YIELD FD CL A		98,394.51		94,341.84
MFO PRINCIPAL FDS INC INCOME FD INSTL CL		57,000.00		58,207.85
MFO PRINCIPAL FDS INC MIDCAP BLEND FD CL		114,108.71		109,622.41
MFO PROFESSIONALLY MANAGED FD ASTERICK XUPGRADER		380,048.51		308,902.95
MFO PROFESSIONALLY MANAGED PORTFOLIOS AKRE FOCUS FD RETAIL CL		155,566.40		170,703.00
MFO PROFESSIONALLY MANAGED PORTFOLIOS BROWN ADVISORY GROWTH EQUITY FD INSTL CL		299,787.44		305,582.56
MFO PROFESSIONALLY MANAGED PORTFOLIOS CAN SLIM SELECT GROWTH FD		149,554.07		160,115.36
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF AGGRESSIVE UPGRADER FD		44,497.18		38,960.47
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX ETF UPGRADER FD		16,499.95		18,716.32
MFO PROFESSIONALLY MANAGED PORTFOLIOS FUNDX TACTICAL UPGRADER FD		19,364.23		15,288.78
MFO PROFESSIONALLY MANAGED PORTFOLIOS HODGES EQUITY INCOME FD RETAIL CL		10,232.52		11,500.65
MFO PROFESSIONALLY MANAGED PORTFOLIOS HODGES FD		33,851.65		32,897.99
MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD OSTERWEIS FD		44,497.56		52,413.79
MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS STRATEGIC INC FD		57,742.59		58,113.64
MFO PROFESSIONALLY MANAGED PORTFOLIOS PORTFOLIO 21		28,352.07		25,043.78
MFO PROFESSIONALLY MANAGED PORTFOLIOS VILLERE BALANCED FD		30,868.17		30,429.50
MFO PROFESSIONALLY MANAGED PORTFOLIOS WINSLOW GREEN GROWTH FD		6,280.66		3,713.25
MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X AGGRESSIVE UPGRADER		396,174.19		321,188.68
MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X CONSERVATIVE UPGRADER		47,287.03		47,808.91
MFO PROFUNDS BASIC MATLS ULTRASECTOR PROFUN INV CL		56,003.47		62,057.79
MFO PROFUNDS BEAR PROFUND INVS		18,911.07		14,933.54
MFO PROFUNDS BIOTECHNOLOGY ULTRASECTOR PROFUND		92,984.10		88,664.22
MFO PROFUNDS FALLING U S DOLLAR PROFUND INV CL		15,000.00		13,739.56
MFO PROFUNDS HEALTH CARE ULTRASECTOR PROFUND		4,457.90		4,528.22
MFO PROFUNDS MUT FDS SMALL-CAP PROFUND INV CL		7,931.81		9,614.18
MFO PROFUNDS MUT FDS SMALL-CAP VALUE PROFUND INV CL		12,090.05		11,760.55
MFO PROFUNDS MUTUAL FDS MID-CAP VALUE PROFUND INV CL		23,787.45		24,787.73
MFO PROFUNDS OIL & GAS ULTRASECTOR PROFUND INV CL		52,803.46		44,418.82
MFO PROFUNDS PRECIOUS METALS ULTRASECTORPROFUND		7,575.63		7,632.99
MFO PROFUNDS REAL ESTATE ULTRASECTOR PROFUN INV CL		4,466.00		4,535.39
MFO PROFUNDS RISING RATES OPPORTUNITY INV CL RISING RATES OPPORTUNITY		12,038.56		17,440.97
MFO PROFUNDS ULTRA EMERGING MKTS PROFUNDINVS CL		76,847.40		66,751.92
MFO PROFUNDS ULTRA INTL PROFUND INVS CL		23,686.00		21,079.77
MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL		214,280.73		199,562.94
MFO PROFUNDS ULTRABEAR PROFUND INVS CL		1,000.00		938.70

142


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO PROFUNDS ULTRABULL PROFUND INVS CL		219,068.77		223,803.35
MFO PROFUNDS ULTRADOW 30 PROFUND INV CL		15,076.65		10,749.36
MFO PROFUNDS ULTRALATIN AMER PROFUND INVCL		2,186.42		1,692.28
MFO PROFUNDS ULTRASHORT SMALL-CAP FD INVCL		260.31		210.47
MFO PROFUNDS ULTRASMALLCAP PROFUND INV CL		12,572.52		10,612.01
MFO PROFUNDS UTILS ULTRASECTOR PROFUND INV CL		4,488.02		4,536.41
MFO PRUDENT DOLLARBEAR FD CL A SHS		83,735.20		78,146.73
MFO PRUDENTIAL GLOBAL REAL ESTATE CLASS		12,000.00		11,993.18
MFO PRUDENTIAL JENNISON 20/20 FOCUS FD CL A		42,579.37		51,692.64
MFO PRUDENTIAL JENNISON HEALTH SCIENCES CLS A		27,061.94		33,756.31
MFO PRUDENTIAL JENNISON MID-CAP GROWTH FD CL Z		14,146.64		14,137.11
MFO PRUDENTIAL JENNISON NATURAL RESOURCES CLASS A		57,858.31		57,755.48
MFO PRUDENTIAL JENNISON SMALL COMPANY CLASS A		24,263.74		26,187.76
MFO PRUDENTIAL JENNISON UTILITY CLASS A		9,943.64		7,072.77
MFO PURISIMA FDS TOTAL RETURN FD		556,473.40		539,016.86
MFO PUTNAM FDS TR CAPITAL SPECTRUM FD CLA		14,953.24		14,970.93
MFO QUAKER INVT TR MID-CAP VALUE FD CL A		24,878.78		22,435.09
MFO RAINIER FDS MID CAP EQUITY PORTFOLIO		123,946.91		136,244.74
MFO RAINIER L/C EQUITY PORTFOLIO		187,568.85		186,642.30
MFO RBB FD INC FREE MARKET FIXED INCOME FD		11,046.41		11,014.51
MFO RBB FD INC FREE MARKET INTL EQUITY FD		175,534.73		133,076.80
MFO RBB FD INC FREE MARKET US EQUITY FD		166,264.89		164,084.20
MFO RBB FD INC ROBECO BOSTON PARTNERS SMALL CAP VALUE		32,191.97		26,933.00
MFO RBC FDS TR MICROCAP VALUE FD CL S		23,677.87		19,558.78
MFO REAL ESTATE INCOME FD		11,727.81		11,467.54
MFO REYNOLDS FDS BLUE CHIP GROWTH FD		16,856.74		16,734.43
MFO RIDGEWORTH FDS CORE BD FD CL I		75,016.58		75,490.83
MFO RIDGEWORTH FDS HIGH INCOME FD CL I		230,241.18		221,196.70
MFO RIDGEWORTH FDS INTERMEDIATE BD FD CLI		107,973.85		107,038.69
MFO RIDGEWORTH FDS MID-CAP VALUE EQUITY FD CL I		20,006.66		16,723.48
MFO RIDGEWORTH FDS SEIX FLTG RATE INC FDCL I		34,499.05		33,951.88
MFO RIDGEWORTH FDS SMALL CAP VALUE EQUITY FD CL I		37,505.75		34,954.11
MFO RIDGEWORTH FDS TOTAL RETURN BD FD CLI		320,690.37		317,295.94
MFO RIDGEWORTH FDS US GOVT SECS ULTRA SHORT BD FD CL I		145,186.34		145,488.40
MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO		76,115.79		77,899.74
MFO RIV RD DIVID ALL CAP VALUE CL N		28,570.16		30,698.82
MFO RIVERNORTH FDS CORE OPPORTUNITY FD		141,168.00		133,747.34
MFO RIVERNORTH FDS RIVERNORTH DOUBLELINESTRATEGIC INCOME FD CL I		6,121.84		6,231.70
MFO RIVERNORTH FDS RIVERNORTH DOUBLELINESTRATEGIC INCOME FD CL R		15,334.08		15,306.05
MFO ROWE PRICE NEW ERA FD INC		424,863.65		399,971.78
MFO ROWE PRICE SMALL CAP VALUE FD		166,161.51		164,217.69
MFO ROWE T PRICE BLUE CHIP GROWTH FD		160,463.23		177,397.51
MFO ROWE T PRICE DIVID GROWTH FD INC		91,257.78		87,691.09
MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD		313,626.71		297,186.79
MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD		189,514.94		157,370.15
MFO ROWE T PRICE INTL FD INC INTL BD FD OPEN END FD		191,588.72		188,153.93
MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD		4,574.64		4,061.85
MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD		158,689.90		136,026.63
MFO ROWE T PRICE INTL FDS EMERGING MKTS STK FD		435,639.70		464,517.05
MFO ROWE T PRICE INTL FDS INC		135,279.25		96,173.17
MFO ROWE T PRICE INTL FDS INC AFRICA ANDTHE MIDDLE EAST FD		31,741.04		18,890.86
MFO ROWE T PRICE INTL FDS INC LATIN AMERFD		407,229.68		387,363.89
MFO ROWE T PRICE MID-CAP GROWTH FD INC COM		97,635.72		111,971.36
MFO ROWE T PRICE MID-CAP VALUE FD COM		60,432.93		58,113.46

143


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO ROWE T PRICE NEW AMER GROWTH FD SH BEN INT OPEN END FD		89,616.24		89,760.92
MFO ROWE T PRICE PERS STRATEGY FDS INC		98,385.14		91,429.36
MFO ROWE T PRICE PERS STRATEGY FDS INC		25,235.68		25,081.79
MFO ROWE T PRICE REAL ESTATE FD INC COM		119,639.09		119,388.47
MFO ROWE T PRICE SCI & TECH FD INC CAP STK		1,087.90		1,275.20
MFO ROWE T PRICE SPECTRUM FD GROWTH FD		117,226.82		109,800.40
MFO ROWE T PRICE SPECTRUM FD INC INC FD OPEN END FD		26,957.84		27,912.43
MFO ROYCE FD 100 FD SVC CL		92,545.59		105,029.55
MFO ROYCE FD DIVIDEND VALUE FD SVC CL		66,533.02		67,435.80
MFO ROYCE FD EUROPEAN SMALLER-COS FD SVCCL		2,017.27		1,514.92
MFO ROYCE FD FINL SVCS FD SVC CL		31,477.12		28,918.27
MFO ROYCE FD GLOBAL VALUE FD SVC CL		49,662.95		40,565.59
MFO ROYCE FD HERITAGE FD SVC CL		94,234.46		122,995.04
MFO ROYCE FD LOW PRICED STK FD SVC CL		438,563.30		432,815.90
MFO ROYCE FD MICRO-CAP FD FINL SVC CL		6,000.00		7,835.44
MFO ROYCE FD MICRO-CAP FD INVT CL		39,231.13		39,266.04
MFO ROYCE FD OPPORTUNITY FD		105,726.49		105,440.78
MFO ROYCE FD PA MUT FD INVT CL		213,110.86		220,890.75
MFO ROYCE FD PREMIER FD INVT CL		141,694.48		153,767.63
MFO ROYCE FD PREMIER FD SVC CL		13,233.72		14,532.88
MFO ROYCE FD SMID-CAP VALUE FD SVC CL		17,048.32		20,776.98
MFO ROYCE FD SPL EQTY FD INVT CL		82,351.69		86,664.67
MFO ROYCE FD SPL EQUITY FD SVC CL		27,326.06		29,567.17
MFO ROYCE FD TOTAL RETURN FD		306,613.01		345,240.69
MFO ROYCE FD TOTAL RETURN FD SVC CL		87,571.50		87,044.14
MFO ROYCE FD VALUE FD SVC CL		543,882.62		516,656.70
MFO ROYCE FD VALUE PLUS FD SVC CL		455,296.12		450,495.28
MFO RS EMERGING GROWTH FD		22,149.84		22,129.57
MFO RS INVT TR EMERGING MKTS FD CL A		9,883.96		8,727.83
MFO RS INVT TR FLTG RATE FD CL A FUND		10,480.56		40,252.09
MFO RS INVT TR GLOBAL NATURAL RES FD		136,420.23		139,023.80
MFO RS INVT TR PARTNERS FD		453,732.11		461,610.18
MFO RS INVT TR TECHNOLOGY FD CL A		8,980.63		7,914.72
MFO RS INVT TR VALUE FD		35,471.26		31,840.22
MFO RS MID CAP GROWTH FUND-A		7,129.51		6,370.15
MFO RTC CONCENTRATED EQTY		11,381,801.84		11,932,184.82
MFO RTC EMERGING MARKETS		15,617,529.55		15,756,301.48
MFO RTC EMERGING MARKETS		12,506,466.57		14,762,456.18
MFO RTC GLOBAL REAL ESTATE SEC		19,208,964.33		20,177,245.01
MFO RTC INFLATION PROTECTED SEC		21,576,340.55		26,033,188.36
MFO RTC QUANTITATIVE BD		95,537,549.26		113,437,005.60
MFO RTC WORLD EQTY		53,693,351.53		50,840,036.70
MFO RUSSELL COMMODITIES FD		0.00		0.10
MFO RUSSELL TR CO COMMINGLED EMP BENEFI INTL INDEX FD SER I		38,357,686.34		35,162,183.58
MFO RYDEX INVERSE S&P 500 2X STRAT FD CL		24,299.63		12,858.59
MFO RYDEX SER FDS		397.48		1,676.22
MFO RYDEX SER FDS BASIC MATERIALS FD INVS CL		16,657.53		14,750.75
MFO RYDEX SER FDS BIOTECHNOLOGY FD INVS CL		15,285.43		15,224.49
MFO RYDEX SER FDS ENERGY SVCS FD INVS CL		20,751.53		16,761.71
MFO RYDEX SER FDS EUROPE 1.25X STRATEGY FD CL H		7,362.36		6,442.61
MFO RYDEX SER FDS FINL SVCS FD INVS CL		11,180.19		9,488.01
MFO RYDEX SER FDS GOVT LONG BD 1.2X STRATEGY FD INVS CL		29,208.21		28,861.66
MFO RYDEX SER FDS HEALTH CARE FD INVS CL		11,000.15		11,897.83
MFO RYDEX SER FDS INTERNET FD INVESTOR CL		15,179.86		13,614.78

144


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO RYDEX SER FDS INVERSE GOVT LONG BD STRATEGY FD INV CL JUNO		41,767.55		38,169.73
MFO RYDEX SER FDS LONG SHORT INTEREST RATE STRATEGY FD		21,928.84		20,850.95
MFO RYDEX SER FDS LONG/SHORT COMMODITIESSTRATEGY		14,476.91		13,835.18
MFO RYDEX SER FDS NASDAQ-100 FD INV CL		476,447.16		557,375.31
MFO RYDEX SER FDS RUSSELL 2000 FD CL H		43,948.00		43,120.22
MFO RYDEX SER FDS S&P MIDCAP 400 PURE GROWTH CL H		65,028.00		61,309.50
MFO RYDEX SER FDS TECHNOLOGY FD INVS CL		46,000.00		41,204.77
MFO RYDEX SER FDS UTILITIES FD INVESTOR CL		4,457.90		4,509.76
MFO RYDEX SER TR URSA FD		30,365.59		28,942.53
MFO RYDEX STRENGTHENING DOLLAR 2X FD CL H		28,033.73		26,622.25
MFO RYDEX US LONG SHORT MOMEN-H		24,211.16		19,179.87
MFO RYDEX/SGI EQUITY FD		18,374.23		19,188.65
MFO RYDEX/SGI SER FDS MANAGED FUTURES STRATEGY FD CL H		218,806.82		198,536.67
MFO RYDEX/SGI SER FDS MULTI HEDGE STRATEGIES FD CL H		139,226.37		138,105.37
MFO SANDS CAP SELECT GROWTH FD CL Z		115,596.06		130,681.52
MFO SATURNA INVT TR SEXTANT INTL FD		15,118.91		14,006.48
MFO SCHRODER CAP FDS DEL U S OPPTYS FD INV SHS COMP-INV		217,058.12		240,664.07
MFO SCHRODER SER TR		53,844.91		50,194.29
MFO SCHWAB CAP TR ASSET DIRECTOR-AGGRESSIVE GROWTH FD		383,249.84		332,005.28
MFO SCHWAB CAP TR ASSET DIRECTOR CONSERVATIVE INV SHS		38,089.52		39,826.43
MFO SCHWAB CAP TR ASSET DIRECTOR HIGH GROWTH FD INV SHS		279,106.07		287,991.24
MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD		361,973.91		377,915.67
MFO SCHWAB CAP TR BALANCED FD INV SHS		176,781.89		170,505.67
MFO SCHWAB CAP TR CORE EQUITY FD		391,625.71		390,493.58
MFO SCHWAB CAP TR DIVIDEND EQUITY FD		749,117.82		793,624.16
MFO SCHWAB CAP TR ENHANCED TARGET INCOMEFD		50,381.06		51,233.91
MFO SCHWAB CAP TR FINL SVCS FD		59,088.71		50,792.53
MFO SCHWAB CAP TR FUNDAMENTAL INTL SMALL-MID CO INDEX FD		37,707.64		34,340.82
MFO SCHWAB CAP TR FUNDAMENTAL INTL LARGECO INDEX FD		37,161.35		28,925.32
MFO SCHWAB CAP TR FUNDAMENTAL US SMALL-MID CO INDEX FD		106,428.68		107,744.97
MFO SCHWAB CAP TR FUNDAMENTAL US LARGE CO INDEX FD		57,224.38		71,063.06
MFO SCHWAB CAP TR HEALTH CARE FD		461,075.13		544,211.51
MFO SCHWAB CAP TR HEDGED EQTY FD SELECT SH		51,576.12		59,549.74
MFO SCHWAB CAP TR INTL INDEX FD		675,557.88		616,946.40
MFO SCHWAB CAP TR LARGE CAP GROWTH FD		241,839.87		250,529.48
MFO SCHWAB CAP TR LAUDUS INTL MARKETMASTERS FD INV SHS		488,257.12		426,122.91
MFO SCHWAB CAP TR LAUDUS SMALL-CAP MARKETMASTERS FD INV		8,882.86		9,462.01
MFO SCHWAB CAP TR PREMIER EQUITY FD		128,255.99		116,410.42
MFO SCHWAB CAP TR S&P 500 INDEX FD		1,351,612.46		1,652,452.52
MFO SCHWAB CAP TR TARGET 2010 FD		37,983.12		35,389.71
MFO SCHWAB CAP TR TARGET 2015 FD		267,221.16		268,190.22
MFO SCHWAB CAP TR TARGET 2020 FD		364,777.76		377,222.53
MFO SCHWAB CAP TR TARGET 2025 FD		342,556.65		384,376.07
MFO SCHWAB CAP TR TARGET 2030 FD		432,811.21		446,353.22
MFO SCHWAB CAP TR TARGET 2035 FD		111,661.68		112,295.57
MFO SCHWAB CAP TR TARGET 2040 FD		60,737.33		58,347.08
MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS PREMIER SWEEP SHS		276,505.70		276,505.70
MFO SCHWAB CHARLES FAMILY FDS ADVISOR CASH RESVS SWEEP SHS		594,082.71		594,082.71
MFO SCHWAB CHARLES FAMILY FDS INV MONEY FD		225,199.05		225,199.05
MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD		3,821,054.25		3,821,054.25
MFO SCHWAB FAMILY FD MONEY MKT FD		249,989,438.53		249,989,438.53
MFO SCHWAB FUND EMG MKTS IDX-INS		124,189.90		98,898.68
MFO SCHWAB FUNDS INTERNATIONAL CORE EQUITY		179,722.81		138,325.95
MFO SCHWAB GOVT SEC FD		986,412.99		986,412.99

145


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO SCHWAB INVTS 1000 INDEX FD		471,800.33		480,560.02
MFO SCHWAB INVTS GLOBAL REAL ESTATE FD SHS		80,692.70		67,574.34
MFO SCHWAB INVTS SCHWAB GNMA FD		535,828.94		550,524.30
MFO SCHWAB INVTS SCHWAB PREMIER INCOME FD		156,771.15		161,240.87
MFO SCHWAB INVTS SCHWAB TREAS INFLATION PROTECTION SECS FD PROTECTED FD SEL		251,322.49		267,933.03
MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BOND MARKET INDEX FUND		73,347.54		73,506.36
MFO SCHWAB SMALL CAP INDEX SELECT		316,658.86		302,016.49
MFO SCHWAB TOTAL BOND MKT INDEX FD		64,095.36		65,653.13
MFO SCHWAB TOTAL STOCK MARKET INDEX FUND		1,985,365.78		2,074,656.36
MFO SCHWAB U.S TREAS MONEY FD		6,331,142.40		6,331,142.40
MFO SCHWARTZ INVT TR		4,789.83		5,544.58
MFO SCHWARTZ INVT TR AVE MARIA RISING DIVIDEND FD		32,031.20		30,831.83
MFO SCOUT FDS MID CAP FD		296,450.10		269,276.60
MFO SECURITY INCOME FD HIGH YIELD SER CL		17,633.79		15,534.11
MFO SELECTED AMER SH INC CAP STK OPEN END FD		277,777.98		268,529.96
MFO SELECTED AMERN SHS INC CL D		60,119.62		54,932.15
MFO SELECTED SPL SHS INC		4,369.61		2,585.36
MFO SELECTED SPL SHS INC CL D		12,087.47		7,147.04
MFO SENTINEL GROUP FDS INC SENTINEL SHORT MAT GOVT FD		4,570.00		4,474.34
MFO SEQUOIA FD INC COM		755,886.57		804,847.65
MFO SHORT TERM BD FD AMER INC SHS CL F-1		37,290.76		36,983.81
MFO SIT LARGE CAP GROWTH FD		27,742.06		27,496.85
MFO SIT MID CAP GROWTH FD INC		15,677.00		15,774.20
MFO SKYLINE SPECIAL EQUITIES		2,209.70		2,750.09
MFO SMALL CAP FD		62,681.51		72,551.88
MFO SMALLCAP WORLD FD INC CL R-5		19,777.39		17,179.72
MFO SMALLCAP WORLD FD INC OPEN END FD		36,900.81		31,948.42
MFO SOUND SHORE FD INC COM		156,200.80		134,850.58
MFO SSGA EMERGING MKT		74,380.18		60,958.92
MFO STARBOARD INVT TR SECTOR ROTATION FD		104,989.36		96,245.48
MFO STEELPATH MLP FDS TR ALPHA FD CL A		52,353.14		50,936.50
MFO STEELPATH MLP FDS TR SELECT 40 FD CL		103,704.58		106,940.79
MFO STEELPATH MLP INCOME FUND-A		53,712.83		52,459.30
MFO STERLING CAP FDS STERLING CAPITAL SPECIAL OPPORTUNITIES FD CL A		19,873.02		18,443.81
MFO STRATTON REAL ESTATE FUND IN		19,644.47		19,365.33
MFO SUNAMERICA FOCUSED SER INC FOCUSED DIVIDEND STRATEGY PORTFOLIO CL A		20,090,607.80		21,705,039.14
MFO SUNAMERICA INC FDS STRATEGIC BD FD CL A		11,978,975.32		11,978,975.38
MFO SUNAMERICA INCOME FDS GNMA FD CL A		50,016.77		50,188.37
MFO SUNAMERICA SR FLOATING RATE FD INC CL A SHS		232,287.39		233,915.74
MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD		424,390.42		446,273.75
MFO T ROWE PRICE INFL PROT BD FD		288,314.17		297,435.08
MFO T ROWE PRICE INTL FDS INC EMERGING MKTS FD #110		41,050.63		42,518.65
MFO T ROWE PRICE NEW INC FD INC		10,664.06		11,621.54
MFO TCW FDS INC EMERGING MKTS LOCAL CURRENCY INCOME FD CL I		10,575.45		9,830.44
MFO TCW FDS INC FORMERLY TCW GALILEO FDSIN CORE FXD INC FD CL N		5,000.00		4,958.83
MFO TCW FDS INC FORMERLY TCW GALILEO FDSIN EMERGING MKTS INC FD CL N		54,545.00		54,628.15
MFO TCW FUNDS INC CL I SMALL CAP GROWTH FD		7,463.52		6,820.06
MFO TCW FUNDS INC VALUE OPPORTUNITES FD		7,692.54		6,478.05
MFO TCW GALILEO FDS INC DIVIDEND FOCUSEDFD		86,447.70		79,829.34
MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N		32,026.08		33,166.50
MFO TCW GALILEO FDS INC SMALL CAP GROWTHFD CL N		12,420.99		13,073.22
MFO TCW GALILEO FDS INC TOTAL RETURN BD FD CL N SHS		262,836.62		252,184.33
MFO TCW TOTAL RETURN BD FD CL I SHS		66,201.32		65,477.45
MFO TEMPLETON CHINA WORLD FD FORMERLY TEMPL ADVISOR CL		1,335.64		5,000.75

146


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO TEMPLETON DEVELOPING MKTS TR SH BEN INT CL A		6,877.83		8,737.86
MFO TEMPLETON GLOBAL INVT TR FRONTIER MARKETS FD CL A		36,492.93		33,838.01
MFO TEMPLETON INC TR GLOBAL BD FD CL A GLOBAL BD FD A		259,932.90		257,176.71
MFO TEMPLETON INCOME TR GLOBAL BD FD ADVISOR CL		424,925.65		394,674.55
MFO TEMPLETON INCOME TR GLOBAL TOTAL RETURN FD CL A		55,460.73		54,167.83
MFO TFS CAP INVT TR MKT NEUTRAL FD		127,330.31		130,448.31
MFO THE WEITZ FUNDS PARTNERS III OPPORTUNITY FUND		176,629.96		181,585.30
MFO THIRD AVE FOCUSED CR FD INSTL CL		31,281.14		26,548.13
MFO THIRD AVE TR SMALL-CAP VALUE FD INSTL CL		365,021.89		323,664.10
MFO THIRD AVE TR THIRD AVE FOCUSED CR FDINVS CL		16,323.84		14,203.12
MFO THIRD AVE TR VALUE FD INSTL CL		434,378.35		313,510.74
MFO THOMAS WHITE INTL FD		3,628.06		2,912.36
MFO THOMPSON PLUMB FDS INC BD FD		3,638.75		3,747.19
MFO THORNBURG INC TR LTD TERM US GOVT FD		3,392.40		3,434.49
MFO THORNBURG INTL VALUE FD		187,643.82		191,663.51
MFO THORNBURG INVT TR INTL VALUE FD CL R-3		58,000.00		57,424.68
MFO THORNBURG INVT TR INTL VALUE FD CL A		246,907.18		220,917.04
MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL A SHS		79,360.94		78,779.15
MFO THORNBURG INVT TR INVT INCOME BUILDER FD CL I		45,460.01		41,655.50
MFO TIAA-CREF MUT FDS GROWTH & INCOME FDRETAIL CL		40,000.00		42,039.66
MFO TIAA-CREF MUT FDS HIGH YIELD FD RETAIL CL		2,980.53		52,882.44
MFO TIAA-CREF MUT FDS MID-CAP GROWTH FD RETAIL CL		88,132.71		77,461.60
MFO TIAA-CREF MUT FDS SOCIAL CHOICE EQUITY FD RETAIL CL		29,656.59		27,922.57
MFO TOCQUEVILLE GOLD FD		1,365,111.99		1,388,145.10
MFO TOCQUEVILLE INTL VALUE FD CL F		14,145.75		11,296.69
MFO TOCQUEVILLE TR DELAFIELD FD		135,678.93		126,373.41
MFO TOCQUEVILLE TR TOCQUEVILLE FD CL A		1,311,373.52		1,363,343.50
MFO TORRAY FD SH BEN INT		123,177.50		95,774.67
MFO TOTAL RETURN BD FD CL A		77,746.44		78,456.03
MFO TOUCHSTONE FDS GROUP TR EMERGING MKTS		13,774.48		12,506.55
MFO TOUCHSTONE FDS GROUP TR SMALL CAP VALUE FD CL A		95,836.70		84,521.98
MFO TOUCHSTONE INSTL FDS TR SANDS CAP INSTL GROWTH FD		55,190.56		75,713.80
MFO TOUCHSTONE STRATEGIC TR LARGE CAP GROWTH FD CL A		18,817.81		20,357.73
MFO TOUCHSTONE STRATEGIC TR MID CAP GROWTH FD CL A		221,054.00		191,115.83
MFO TRANSAMERICA WMC DIV GRO-P		57,482.88		50,815.33
MFO TRUST FOR PROFESSIONAL MANAGERS MARKETFIELD FD		51,516.94		54,903.88
MFO TRUST PROFESSIONAL MANAGERS GENEVA ADVISORS ALL CAP GROWTH CL R		22,000.00		21,181.35
MFO TURNER FDS LARGE GROWTH FD INV CL		13,635.59		12,891.51
MFO TURNER FDS MIDCAP FD INSTL CL		288,146.52		300,408.43
MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD		345,431.71		343,857.73
MFO TWEEDY BROWNE FD INC VALUE FD		14.59		16.28
MFO TWEEDY BROWNE GLOBAL VALUE FUND II -CURRENCY UNHEDGED		10,769.95		11,494.40
MFO U S GLOBAL ACCOLADE FDS EASTN EUROPEAN FD		249,364.25		148,943.38
MFO U S GLOBAL INVESTORS FDS		492,071.46		372,770.91
MFO U S GOVT GTD SECS FD CL F		38,333.26		37,590.66
MFO ULTRA NASDAQ 100 INV		8,179.62		11,602.33
MFO ULTRA-SHORT DURATION GOVT FD CL A		14,007.80		13,912.38
MFO UNIFIED SER TR APPLESEED FD INSTL CL		25,193.32		23,801.23
MFO UNIFIED SER TR AUER GROWTH FD		4,000.00		2,577.48
MFO UNIFIED SER TR IMS CAP VALUE FD		2,664.57		2,415.09
MFO UNIFIED SER TR ROOSEVELT MULTI-CAP FD		72,971.52		64,362.77
MFO UNIFIED SER TR SOUND MIND INVESTING BALANCED FD		221,251.94		213,086.34
MFO US GLOBAL INVESTORSGOLD & PRECIOUS METALS FD		41,134.25		38,968.59
MFO USGI WOLD PRECIOUS MINERAL FUND		398,719.39		245,450.89

147


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO UTD SVCS FDS CHINA REGION OPPORTUNITY FD		8,616.00		6,944.69
MFO VALUE LINE FD INC COM		8,736.11		8,012.97
MFO VALUE LINE INC FD INC COM		6,593.11		6,697.31
MFO VALUE LINE LARGER COMPANIES		9,392.50		10,454.05
MFO VALUE LINE PREMIER GROWTH FD INC		289,214.72		324,950.17
MFO VALUE LINE SMALL-CAP GROWTH FD INC COM		81,900.85		91,187.67
MFO VAN ECK FDS INTL INVS FD A		37,296.60		43,896.57
MFO VAN ECK GLOBAL HARD AST CL A		22,936.21		22,805.16
MFO VANGUARD 500 INDEX FUND SIGNAL		630,381.49		668,645.25
MFO VANGUARD BALANCED INDEX FD INC COM		55,878.63		57,538.01
MFO VANGUARD BD INDEX FDS COM		672,302.64		706,697.22
MFO VANGUARD BD INDEX FDS INTER TERM PORTFOLIO FD VANGUARD BD INDEX FD		95,240.27		103,107.58
MFO VANGUARD BD INDEX FDS LONG TERM PORTFOLIO FD		15,462.50		18,212.24
MFO VANGUARD BD INDEX FDS SHORT TERM PORTFOLIO FD		439,268.90		446,297.50
MFO VANGUARD BD INDEX FDS TOTAL BD MKT INDEX FD SIGNAL SHS		230,275.92		240,878.81
MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2020 FD		698,218.38		782,946.45
MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2030 FD		185,684.08		186,720.48
MFO VANGUARD CHESTER FDS TARGET RETIREMENT 2040 FD		86,884.97		118,226.86
MFO VANGUARD CONV SECS FD SH BEN INT		12,971.76		11,264.16
MFO VANGUARD DEVELOPED MKTS INDEX FD INVSH S		46,694.71		31,225.62
MFO VANGUARD EMERGING MKTS STOCK IDX VEIEX		750,970.47		702,592.86
MFO VANGUARD EQTY INC FD INC COM		66,291.85		66,838.03
MFO VANGUARD EQTY INC FD INC GROWTH EQTYFD		36,815.95		38,728.49
MFO VANGUARD EXPLORER FD / VANGUARD EXPLORER FD INC TO 6/30/1998 COM		12,560.94		12,605.52
MFO VANGUARD FENWAY FDS PRIMECAP CORE FDINVS SHS		214,977.57		268,352.44
MFO VANGUARD FIXED INCOME SEC FUND INTERTERM U S TREAS PORTFOLIO		37,740.55		37,487.82
MFO VANGUARD FIXED INCOME SECS FD INC GNMA PORTFOLIO		2,303,690.53		2,387,604.31
MFO VANGUARD FIXED INCOME SECS FD INC HIGH YIELD BD PORTFOLIO		622,687.36		631,679.09
MFO VANGUARD FIXED INCOME SECS FD INC INTER-TERM INVT GRADE FD INV SHS		261,668.17		264,544.42
MFO VANGUARD FIXED INCOME SECS FD INC LONG-TERM INVT GRADE FD INV SHS		68,474.11		74,812.13
MFO VANGUARD FIXED INCOME SECS FD INC USTREAS BD PORTFOLIO		55,024.96		63,677.96
MFO VANGUARD FTSE ALL WORLD INDEX FD		191,881.55		164,180.75
MFO VANGUARD FXD INC SECS FD INC INFLATION-PROTECTED SECS FD #119		1,975,633.92		2,145,418.64
MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO		6,968.26		6,980.71
MFO VANGUARD FXD INC SECS FD INC SHORT TERM U S TREAS PORTFOLIO		96,734.74		97,613.68
MFO VANGUARD GNMA FD ADMIRAL SH		132,823.86		132,806.93
MFO VANGUARD GROWTH & INC FD		75,590.70		66,217.42
MFO VANGUARD GROWTH INDEX		180,628.72		207,524.93
MFO VANGUARD HIGH DIVIDEND YIELD INV SHS		45,309.57		52,028.69
MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO		120,606.33		129,475.89
MFO VANGUARD HORIZON FDS STRATEGIC SMALLCAP EQUITY FD INVS SHS		116,611.84		107,360.05
MFO VANGUARD HORIZON GLOBAL EQTY FD #129		752,953.36		549,901.04
MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD		377,015.72		400,415.67
MFO VANGUARD INDEX TR EXTD MKT PORTFOLIOOPEN END FD		30,241.16		31,135.49
MFO VANGUARD INDEX TR MID CAPITALIZATION STK PORT INV SH		156,289.98		190,578.69
MFO VANGUARD INDEX TR MID-CAP VALUE INDEX INV SHS		19,357.84		17,854.35
MFO VANGUARD INDEX TRUST SMALL CAPITLIZATION GROWTH PORT INV		41,138.37		46,744.77
MFO VANGUARD INFLATION PROTECTED SECURITIES FUND ADMIRAL		283,317.43		308,775.61
MFO VANGUARD INSTL PORTFOLIOS INC MONEY FD		169,086,256.98		169,086,256.98
MFO VANGUARD INTL EQUITY INDEX FDS EUROPEAN PORTFOLIO		211,566.09		154,894.77
MFO VANGUARD INTL VALUE FD		247,774.49		181,603.74
MFO VANGUARD LARGE-CAP INDEX FD INV SHS		230,816.59		247,218.83
MFO VANGUARD LIFE STRATEGY INC FD PORTFOLIO		15,111.65		15,650.08
MFO VANGUARD MID-CAP GROWTH FD INVS SHS		66,361.92		83,739.01

148


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MFO VANGUARD MORGAN GROWTH FD /VANGUARD MORGAN GROWTH FD INC 06/30/1998 COM		15,046.38		23,779.59
MFO VANGUARD PAC STK INDEX FD.		83,100.65		74,898.54
MFO VANGUARD PRIMECAP FUND		50,525.26		60,405.55
MFO VANGUARD SHORT TERM INVT GRADE ADMIRAL		621,213.83		615,447.72
MFO VANGUARD SHORT TERM INVT GRADE INV.		936,876.85		937,864.83
MFO VANGUARD SMALL-CAP INDEX FD		245,206.50		285,856.04
MFO VANGUARD SMALL-CAP VALUE INDEX FUND		225,832.31		222,826.65
MFO VANGUARD SPECIALIZED PORTFOLIOS DIVID GROWTH FD		641,497.50		704,107.79
MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD		1,007,937.56		957,056.43
MFO VANGUARD SPECIALIZED PORTFOLIOS HEALTH CARE FD		812,954.18		861,498.11
MFO VANGUARD SPECIALIZED PORTFOLIOS PRECIOUS METALS & MNG FD		198,807.55		166,526.25
MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD		464,969.17		519,491.57
MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD SIGNAL SHS		24,598.91		24,564.47
MFO VANGUARD STAR FD LIFESTRATEGY GROWTHFD		11,820.53		12,322.34
MFO VANGUARD STAR FD STAR FD		25,520.62		24,553.48
MFO VANGUARD STRATEGIC EQTY FD		4,272.47		3,432.62
MFO VANGUARD TARGET RET FD 2025 #304		334,374.69		329,148.92
MFO VANGUARD TARGET RET FD 2035		13,068.28		12,924.62
MFO VANGUARD TARGET RET FD 2045 #306		240,815.33		224,725.80
MFO VANGUARD TOTAL INTL STK INDX FD		1,163,733.81		1,025,820.78
MFO VANGUARD TOTAL STK MKT INDEX FD INV SH		2,534,171.25		2,559,093.73
MFO VANGUARD VALUE INDEX		354,543.67		306,143.77
MFO VANGUARD WELLESLEY INC FD INC ADMIRAL SHS #527		502,881.05		508,824.04
MFO VANGUARD WELLESLEY INCOME FD COM		2,105,446.06		2,226,552.41
MFO VANGUARD WELLINGTON FD COM		609,130.88		642,276.35
MFO VANGUARD WHITEHALL FDS INTL EXPLORERFD INVS SHS		116,940.52		89,711.35
MFO VANGUARD WHITEHALL FDS SELECTED VALUE FD INVS SHS		82,885.46		80,125.73
MFO VANGUARD WINDSOR FDS COM		248,822.17		184,773.69
MFO VANGUARD WINDSOR II FD		268,530.37		233,330.81
MFO VANGUARD WORLD FD FTSE SOCIAL INDEX FD INV SHS		11,792.61		9,736.93
MFO VANGUARD WORLD FD INTL GROWTH FD		427,987.41		363,071.06
MFO VICTORY PORTFOLIOS FOR FUTURE ISSUESSEE 92646A DIVERSIFIED STK FD		14,086.40		12,932.17
MFO VICTORY PORTFOLIOS FOR FUTURE ISSUESSEE 92646A SPL VALUE FD		13,883.03		15,008.49
MFO VIRTUS OPPORTUNITIES TR PREMIUM ALPHASECTOR FD CL A		122,716.63		119,508.75
MFO VIRTUS OPPORTUNITIES TR VIRTUS FOREIGN OPPORTUNITIES		28,921.83		24,029.17
MFO VIRTUS OPPORTUNITIES TR VIRTUS REAL ESTATE SECS FD CL A		8,185.09		11,143.01
MFO WALTHAUSEN SMALL CAP VALUE		72,987.01		72,781.68
MFO WASATCH ADVISORS FDS INC INCOME FD		12,835.88		14,611.89
MFO WASATCH ADVISORS FDS INC MICRO CAP FD		321,709.72		258,918.09
MFO WASATCH CORE GROWTH FD		144,630.00		152,444.38
MFO WASATCH FDS INC EMERGING MKTS SMALL CAP FD		159,518.42		139,060.08
MFO WASATCH FDS INC GLOBAL OPPORTUNITIESFD		32,143.84		38,072.73
MFO WASATCH FDS INC INTL GROWTH FD		261,906.97		237,783.99
MFO WASATCH FDS INC INTL OPPORTUNITIES FD		16,522.92		12,872.98
MFO WASATCH FDS INC MICRO CAP VALUE FD		45,747.62		52,669.20
MFO WASATCH FDS INC SMALL CAP VALUE FD		75,642.70		60,398.44
MFO WASATCH FDS INC WORLD INNOVATORS FD		18,486.80		20,170.36
MFO WASATCH SMALL CAP GROWTH FD		210,515.10		249,420.28
MFO WASATCH-LONG/SHORT FUND		29,249.60		31,091.99
MFO WASHINGTON MUT INVS FD CL R-5		61,691.75		51,845.78
MFO WEITZ FDS HICKORY FD		8,073.98		7,548.58
MFO WEITZ FDS PARTNERS VALUE FD		39,878.05		41,437.69
MFO WEITZ FDS SHORT-INTERMEDIATE INCOME FD INSTL CL		138,279.55		139,427.96
MFO WEITZ FDS VALUE FD		229,231.04		205,437.56

149


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MFO WELLS FARGO ADVANTAGE FDS DIVERSIFIED INCOME BUILDER FD CL A		22,001.95			23,466.52
MFO WELLS FARGO ADVANTAGE FDS EMERGING MARKETS EQUITY FD CL A		5,087.80			4,687.63
MFO WELLS FARGO ADVANTAGE FDS LARGE CAP CORE FD INV CL		4,842.61			5,431.28
MFO WELLS FARGO ADVANTAGE FDS PRECIOUS METALS FD CL A		51,033.32			43,105.69
MFO WELLS FARGO C&B LARGE CAP VALUE INVESTORS		42,837.73			45,022.44
MFO WELLS FARGO C&B MID CAP VALUE INVESTORS		11,519.54			10,829.35
MFO WELLS FARGO COM STK INV		11,434.89			11,005.60
MFO WELLS FARGO DIVERSIFIED INTL INV		2,530.51			1,600.87
MFO WELLS FARGO FDS TR ADVANTAGE DISCOVERY FD INV CL		63,060.16			65,474.90
MFO WELLS FARGO FDS TR ADVANTAGE ENTERPRISE FD CL A		7,582.15			7,279.04
MFO WELLS FARGO FDS TR ADVANTAGE OPPORTUNITY FD INV CL		179,360.57			173,704.87
MFO WELLS FARGO FDS TR ADVANTAGE ASIA PAC FD INV CL		68,132.33			54,757.87
MFO WELLS FARGO FDS TR ADVANTAGE GOVT SECS FD INV CL		19,525.45			21,145.87
MFO WELLS FARGO FDS TR ADVANTAGE GROWTH BALANCED FD CL A		8,066.01			7,892.02
MFO WELLS FARGO FDS TR ADVANTAGE GROWTH FD INV CL		211,680.63			216,041.89
MFO WELLS FARGO FDS TR ADVANTAGE LARGE CAP GROWTH FD INV CL		28,058.30			32,334.88
MFO WELLS FARGO FDS TR ADVANTAGE SHORT TERM HIGH YIELD BD		7,876.49			7,719.58
MFO WELLS FARGO FDS TR ADVANTAGE SPECIALMID CAP VALUE INV		46,745.03			45,899.95
MFO WELLS FARGO FDS TR ADVANTAGE ULTRA SHORT TERM INCOME FD		3,764.88			3,533.23
MFO WELLS FARGO FDS TR INCOME PLUS FD INVESTOR CL		102,555.20			114,254.05
MFO WELLS FARGO SMALL CAP VALUE INVESTOR		30,237.66			29,957.66
MFO WELLS FARGO SRF G		69,099,475.56			72,316,767.60
MFO WESTCORE PLUS BD FD		118,777.00			120,225.21
MFO WESTCORE PLUS BOND FUND IN		93,688.10			95,851.91
MFO WESTCORE TR INTL SMALL CAP FD		14,224.60			13,664.56
MFO WESTCORE TR SELECT FD		71,357.55			65,021.87
MFO WESTERN ASSET CORE PLUS BOND-FI		36,401.09			38,708.72
MFO WESTERN ASSET NON-US OPP BOND I		2,096,246.89			1,994,474.96
MFO WESTPORT FDS SMALL CAP FD CL R		7,483.00			6,915.15
MFO WESTPORT SELECT CAP EQTY CL I		47,523.62			45,526.02
MFO WESTPORT SELECT CAP FD CL R		1,916.22			2,087.76
MFO WEXFORD TR MUHLENKAMP FD		89,617.22			63,136.26
MFO WHITE OAK SELECT GROWTH FD		9,220.31			11,375.38
MFO WILLIAM BLAIR BOND FD-N		30,752.61			32,489.09
MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS		367,344.92			320,941.68
MFO WILSHIRE MUT FDS INC FORMERLY WILSHIRE 5000 INDEX FD PORTFOLIO		190,761.02			197,068.95
MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL		11,318.87			10,310.30
MFO WINTERGREEN FD INC COM		231,287.80			255,340.01
MFO WORLDWIDE HIGH DIVIDEND YIELD		8,083.24			10,413.74
MFO YACKTMAN FD INC COM		1,030,089.34			1,133,589.28
MFO YACKTMAN FD INC FOCUSED FD		921,196.71			988,669.17
MGIC INVT CORP WIS COM		13,200.02			19,694.40
MGM MIRAGE 6.625% DUE 07-15-2015		18,220.00			19,075.00
MGM MIRAGE 7.625% DUE 01-15-2017		20,252.08			19,050.00
MGM MIRAGE SR NT 6.75 DUE 04-01-2013		7,054.23			7,052.50
MGM RESORTS INTERNATIONAL COM		122,071.30			127,037.40
MGP INGREDIENTS INC NAME CHANGE MGP INGREDIENTS 2D16AH1 1/4/2012		375.28			201.60
MHP US 01/21/12 C47		(91.53	)		(60.00	)
MHS US 01/21/12 C60		(217.55	)		(60.00	)
MICHAEL KORS HOLDINGS LTD COM NPV		54,000.00			73,575.00
MICHELIN (CGDE) EUR2(REGD)		99,395.36			77,264.88
MICROCHANNEL TECHNOLOGIES CORP COM		193,248.89			5,556.45
MICROCHIP TECHNOLOGY INC COM		36,006.81			36,907.48
MICROCHIP TECHNOLOGY INC COM		149,375.83			153,846.00

150


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
MICROELECTRONICS TECH CO COM		13,983.17		13.00
MICROMEM TECHNOLOGIES INC COM		11,163.03		87.45
MICROMET INC COM STK		15,654.19		18,981.60
MICRON TECH INC COM		236,798.93		254,927.41
MICRON TECH INC COM		306,413.37		330,854.00
MICRON TECH INC COM		301,549.46		137,423.92
MICROS SYS INC COM		52,098.53		51,238.00
MICROSOFT CORP COM		1,988,211.50		1,989,800.60
MICROSOFT CORP COM		3,040,122.13		4,242,513.00
MICROSOFT CORP COM		650,876.34		656,788.00
MICROSOFT CORP COM		463,720.88		464,684.00
MICROSOFT CORP COM		964,273.44		995,566.00
MICROSOFT CORP COM		587,768.29		597,080.00
MICROSTRATEGY INC CL A NEW		1,272.46		2,166.40
MICROVISION INC DEL COM		117,281.63		26,521.37
MID-AMER APT CMNTYS INC COM		10,073.94		10,320.75
MIDAMERICAN ENERGY CO $3.90 PFD		5,466.95		5,673.28
MIDDLEBY CORP COM		4,209.39		5,172.20
MIDDLESEX WTR CO COM		3,657.38		4,050.15
MIDFIRST BK OKLA CITY CTF DEP DTD 01-06-2010 3.45 01-06-2017		10,000.00		10,561.70
MIDFIRST BK OKLA CITY CTF DEP DTD 01-06-2010 3.75 01-06-2020		10,000.00		10,637.10
MIDFIRST BK OKLA CITY CTF DEP DTD 04/01/2010 3.2 DUE 04-03-2017		10,000.00		10,534.20
MIDFIRST BK OKLA CITY CTF DEP DTD 04-01-2010 3.65 04-01-2020		10,000.00		10,605.40
MIDFIRST BK OKLA CITY CTF DEP DTD 09-02-2009 2.6 09-03-2013		20,000.00		20,567.00
MIDFIRST BK OKLA CY CTF DEP DTD 10-14-2009 2 01-17-2012		44,000.00		44,023.32
MIDFIRST BK OKLA CY CTF DEP DTD 01/20/10ACT/365 S/A DTD 01-20-10 2.25 07-22-13		5,000.00		5,119.60
MIDNIGHT HLDGS GROUP INC COM STK		859.95		0.10
MIG LLC 9% DUE 12-31-2016		0.00		2,048.71
MIGAMI INC COM STK		249.95		3.00
MILLENNIUM CELL INC COM		2,876.48		0.15
MILLER HERMAN INC COM		384,933.15		263,281.50
MILLER HERMAN INC COM		123,999.71		108,855.00
MILLICOM INTERNATIONAL CELLULAR SA SHS SWEDISH DEPOSITORY RECEIPT		112,144.02		110,000.94
MILLICOM INTERNATIONAL CELLULAR SA SHS SWEDISH DEPOSITORY RECEIPT		768,366.93		844,141.98
MILLROCK RES INC COMMON STK		73,635.18		36,549.67
MILWAUKEE CNTY WIS 3.125% 10-01-2015 BEOTAXABLE		25,290.75		26,039.00
MINCO BASE METALS CORP COM STK		0.00		—
MINCO GOLD CORP COM		18,580.23		9,198.00
MINCO SILVER CORP COM STK		100,718.16		36,025.01
MIND C.T.I MIND C T I LTD COMMON STOCK		13,179.91		7,242.75
MIND TECHNOLOGIES INC COM STOCK		1,318.95		1.00
MINDSPEED TECHNOLOGIES INC COM NEW STK		77,316.46		49,464.00
MINEFINDERS CORP LTD COM MINEFINDERS CORP		19,224.93		14,363.00
MINERA ANDES INC COM		65,839.97		39,264.00
MINERCO RES INC COM NEW COM NEW		9,455.60		30.00
MINES MGMT INC COM		13,672.98		11,000.00
MIPS TECHNOLOGIES INC COMMON		51,879.64		28,767.00
MIRA RES CORP COM		1,751.95		887.00
MIRANDA GOLD CORP FORMERLY MIRANDA DIAM		8,690.71		1,590.00
MIRASOL RES LTD COM STK		30,699.54		22,012.14
MISSION WEST PPTYS INC MD COM STK		4,512.62		5,545.86
MISTRAL VENTURES INC COM STK		61,609.90		6,160.00
MITCHAM INDS INC COM		23,410.23		28,392.00
MITEK SYS INC COM NEW COM NEW		33,682.85		25,947.75

151


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MITI US 02/18/12 C7.5		(42.30	)		(40.00	)
MITSUBISHI CHEM HL NPV		124,633.21			96,402.76
MITSUBISHI ELEC CP NPV		200,291.35			172,589.52
MITSUI CHEMICALS NPV		70,204.49			58,010.56
MITSUI O.S.K.LINES NPV		124,317.60			131,637.84
MKS INSTRS INC COM		7,169.87			8,552.41
MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT		82,666.58			97,788.07
MLP ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT		951.00			1,020.60
MLP BREITBURN ENERGY PARTNERS L P COM UNIT LTD PARTNERSHIP INT		37,412.09			36,384.07
MLP BROOKFIELD INVTS CORP BROOKFIELD INFRASTRUCTURE LTD PART		52,793.06			56,062.61
MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS		25,985.71			28,496.46
MLP CEDAR FAIR L P DEPOS UNIT		3,490.19			5,117.00
MLP CROSSTEX ENERGY L P COM UNITS REPSTGLTD PARTNER INT		22,799.01			20,436.59
MLP DORCHESTER MINERALS L P COM UNITS		55,406.92			46,649.87
MLP ECA MARCELLUS TR I COM UNIT		2,599.95			2,558.00
MLP EL PASO PIPELINE PARTNERS L P COM UNIT LTD PARTNERSHIP INT		39,812.04			39,164.68
MLP ENBRIDGE ENERGY PARTNERS L P COM		26,756.07			30,318.03
MLP ENERGY TRANSFER EQUITY L P COM UNIT LTD PARTNERSHIP		83,938.83			97,385.62
MLP ENTERPRISE PRODS PARTNERS L P COM UNIT		978,757.51			1,120,026.52
MLP EV ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT		23,529.77			23,471.00
MLP FERRELLGAS PARTNERS L P UNIT LTD PARTNERSHIP INT		96,846.78			81,399.65
MLP GENESIS ENERGY L P UNIT LTD PARTNERSHIP INT		33,945.68			56,080.00
MLP INERGY L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT		181,804.97			157,605.72
MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT		726,721.81			881,014.53
MLP KKR & CO L P DEL COM UNITS		49,010.11			38,490.00
MLP MARKWEST ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT		74,815.30			96,817.98
MLP MARTIN MIDSTREAM PARTNERS L P UNIT LTD PARTNERSHIP INT		37,234.33			37,028.38
MLP MESABI TR CTF BEN INT		85,811.92			54,467.00
MLP NATURAL RESOURCE PARTNERS L P COM UNIT LTD PARTNERSHIP INT		28,990.03			29,371.62
MLP NAVIOS MARITIME PARTNERS L.P.		1,492.98			1,474.00
MLP NISKA GAS STORAGE PARTNERS LLC COM UNITS REPSTG LTD LIABILITY CO INTS		25,359.25			15,264.55
MLP NUSTAR ENERGY LP UNIT COM UNIT		48,348.67			45,341.19
MLP PAA NAT GAS STORAGE L P COM UNIT LTDPARTNERSHIP INT		25,128.16			18,750.00
MLP PENN VA RES PARTNERS L P COM UNIT REPTG LTD PARTNERSHIP INT		269,727.40			289,683.43
MLP PERMIAN BASIN RTY TR UNIT BEN INT		252,278.13			266,319.40
MLP SAN JUAN BASIN RTY TR UNIT BEN INT SAN JUAN BASIN RTY TR UNIT BEN INT		125,312.23			120,767.09
MLP SUNOCO LOGISTICS PARTNERS L P COM UNITS		35,074.84			41,215.06
MLP TC PIPELINES LP UNIT COM LTD PARTNERSHIP INT ISIN #US87233Q1085		10,167.12			12,306.04
MLP TEEKAY LNG PARTNERS L P		38,906.16			46,562.64
MLP TEEKAY OFFSHORE PARTNERS LP COM STK UNIT		78,006.95			79,800.00
MLP TERRA NITROGEN CO L P COM UNIT		150,425.34			155,899.11
MLP TRANSMONTAIGNE PARTNERS L P COM UNITREPTG LTD PARTNERSHIP INT		1,638.86			1,680.00
MLP W P CAREY & CO LLC COM		1,480.60			2,047.00
MLP WESTN GAS PARTNERS LP COM UNIT REPSTG LTD PARTNER INT		2,003.45			2,269.85
MLP WILLIAMS PARTNERS L P COM UNIT LTD PARTNERSHIP INT		167,484.74			176,725.09
MMEX MNG CORP COM NEW		242.95			38.35
MMM US 01/21/12 C82.5		(1,207.94	)		(1,656.00	)
MMM US 01/21/12 C87.5		(1,002.48	)		(96.00	)
MMR US 01/21/12 C14		(714.25	)		(800.00	)
MMR US 01/21/12 C15		(539.25	)		(550.00	)
MMR US 01/21/12 C16		(1,063.50	)		(740.00	)
MMRGLOBAL INC COM		2,548.00			854.00
MNTA US 01/21/12 C16		(72.30	)		(150.00	)
MO US 01/18/14 C27		(6,577.76	)		(7,640.00	)

152


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MO US 01/19/13 C30		(111.30	)		(179.00	)
MO US 03/17/12 C27		(735.00	)		(1,460.00	)
MO US 06/16/12 C29		(2,803.82	)		(2,720.00	)
MOBICLEAR INC N/C WTH CUSIP INTELLIGENT COMMUN EN 2056778 12/22/09		27,028.24			—
MOCON INC COM		4,311.16			5,620.61
MODUSLINK GLOBAL SOLUTIONS INC COM		42,976.73			22,707.00
MOHAWK INDS INC COM		8,661.99			8,977.50
MOHEGAN TRIBAL 8% DUE 04-01-2012		7,000.00			4,690.00
MOLEX INC COM		100,232.68			70,959.64
MOLEX INC COM		5,163.81			4,772.00
MOLINA HEALTHCARE INC COM		244,030.72			301,455.00
MOLINA HEALTHCARE INC COM		236,677.84			247,863.00
MOLSON COORS BREWING CO CL B CL B		137,733.22			155,916.74
MOLSON COORS BREWING CO CL B CL B		32,166.70			30,876.45
MOLYCORP INC COMMON STOCK		671,716.21			358,668.86
MOLYCORP INC COMSTK CALL OPTE EXP 4/16/11 PR $49 PER SH		(108.90	)		(237.00	)
MOLYCORP INC DEL PFD CONV SER A		30,042.35			28,095.00
MOMENTA PHARMACEUTICALS INC COM STK		10,389.91			12,173.00
MONARCH GULF EXPL INC COM NEW		1,609.95			60.00
MONEYGRAM INTL INC COM NEW COM NEW		3,276.95			2,218.75
MONOLITHIC PWR SYS INC COM		1,928.71			1,507.00
MONOLITHIC PWR SYS INC COM		84,287.76			93,434.00
MONRO MUFFLER BRAKE INC COM		43,029.55			42,093.88
MONSANTO CO NEW COM		92,305.00			95,745.60
MONSANTO CO NEW COM		322,047.09			812,531.72
MONSANTO CO NEW COM		1,007,146.16			1,016,015.00
MONSANTO CO NEW COM		1,327,889.50			1,490,388.90
MONSANTO CO NEW COM		412,749.38			427,427.00
MONSTER OFFERS COM STOCK		16,298.65			1,600.00
MONSTER WORLDWIDE INC COM		17,893.36			19,428.50
MONSTER WORLDWIDE INC COM		40,277.64			41,236.00
MONTHLY DTD 02-25-2009 3.55 02-25-2014		10,000.00			10,474.80
MONTPELIER RE HOLDINGS LTD COM		12,172.20			11,980.47
MOO US 02/18/12 C50		(131.53	)		(126.00	)
MOO US 12/17/11 C52		(664.25	)		—
MOODYS CORP COM		28,649.95			32,493.90
MOODYS CORP COM		131,060.32			137,414.40
MOODYS CORP COM		81,261.90			149,034.00
MOOG INC CL A		14,900.50			14,760.48
MORGAN STANLEY ABS CAP I INC TR 03-NC6MTG PSTRU CTF CL M-1 FLT 06-25-33		87,336.95			77,412.69
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 10-22-2008 4.75 10-22-2012		10,000.00			10,329.90
MORGAN STANLEY BK N A SALT LAKE CITY UT CTF DEP DTD 12-05-2008 4.6 12-05-2012		30,000.00			31,081.80
MORGAN STANLEY BK SALT LAKE CY UT CTF DEP DTD 10/08/2008 5.05 10-08-2013		191,000.00			204,121.70
MORGAN STANLEY BK SALT LAKE CY UT DTD 10-08-2008 4.75 10-09-2012		56,000.00			57,774.08
MORGAN STANLEY COM STK USD0.01		151,473.57			148,807.96
MORGAN STANLEY COM STK USD0.01		882,595.83			491,134.93
MORGAN STANLEY COM STK USD0.01		373,236.00			357,068.00
MORGAN STANLEY COM STK USD0.01		797,479.68			449,361.00
MORGAN STANLEY DEAN WITTER DISCOVER & COTRANCHE # TR 00782 VAR RT 02-19-2030		46,555.00			46,995.30
MORGAN STANLEY FOR EQTY SEE 617 SR GBL MTN SER F FLTG RT DUE 10-18-16 BEO		40,147.73			32,097.04
MORGAN STANLEY MEDIUM TERM NT SER F 4.2%DUE 11-20-2014		3,836.20			3,858.34
MORGAN STANLEY MORGAN STANLEY 5.55% DUE 04-27-2017/04-27-2007		102,490.00			96,481.30
MORGAN STANLEY STEP CPN 4% DUE 07-30-2020		51,738.50			49,924.94
MORGAN STANLEY STEP UP DUE 07-09-2025		60,058.33			58,790.70

153


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MORI SEIKI CO NPV		425,496.89			363,638.49
MORNINGSTAR INC COM STK		4,915.69			6,362.38
MORTON CMNTY BK ILL CTF DEP DTD 08-17-2009 3.7 10-17-2017		7,000.00			7,463.68
MORTON CMNTY BK ILL CTF DEP DTD 09-04-2009 3.6 05-04-2017		10,000.00			10,629.40
MOSAIC CO/THE		449,062.25			361,553.77
MOSAIC CO/THE		372,382.26			327,795.00
MOSAIC CO/THE		1,424,709.82			1,170,682.02
MOTORCAR PTS & ACCESSORIES INC COM		10,052.00			6,262.50
MOTOROLA MOBILITY HLDGS INC COM		223,011.35			220,655.60
MOTOROLA MOBILITY HLDGS INC COM		20,817.08			46,521.20
MOTOROLA SOLUTIONS INC		104,867.48			102,436.06
MOTOROLA SOLUTIONS INC		400,650.21			472,158.00
MOTOROLA SOLUTIONS INC		296,862.59			284,359.47
MOTRICITY INC COM STK		4,648.51			1,813.50
MOVADO GROUP INC COM		1,188.96			1,823.64
MOVADO GROUP INC COM		26,704.32			29,072.00
MOVE INC COM NEW COM NEW		78,426.09			68,572.00
MPG OFFICE TRUST INC COM		9,404.57			5,970.00
MPG OFFICE TRUST INC COM		12,468.25			10,547.00
MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027		51.37			6.11
MRS FIELDS FAMOUS BRANDS LLC / MRS FIELDSR SECD NT 10 DUE 10-24-2014		837.13			708.54
MRS FIELDS ORIGINAL COOKIES		314.24			—
MRV COMMUNICATIONS COM STK USD0.0034		2,447.78			2,193.00
MS US 04/21/12 C17		(109.30	)		(118.00	)
MSC INDL DIRECT INC CL A COM		3,536.18			3,785.22
MSCI INC CL A CL A		458,967.00			420,516.10
MSCI INC CL A CL A		10,478.05			9,879.00
MSCI INC CL A CL A		1,238,815.55			1,162,429.00
MSDWCC HELOC TR 2005-1 ASSET BKD NT CL AFLTG 07-25-2017/02-25-2005 BEO		29,259.42			24,599.89
MSFT US 01/21/12 C29		(63.53	)		(6.00	)
MSFT US 01/21/12 C30		(225.72	)		(7.00	)
MSGI SEC SOLUTIONS INC COM		43,065.55			3,600.00
MT US 01/19/13 C25		(2,241.77	)		(1,749.00	)
MT US 01/19/13 C30		(395.77	)		(219.00	)
MTN GROUP LTD ZAR0.0001		295,645.89			336,685.88
MTOR US 02/18/12 C7		(377.88	)		(300.00	)
MTU AERO ENGINES HOLDING (REGD)		1,357,779.62			1,394,963.62
MU US 02/18/12 C7		(10.30	)		(26.00	)
MU US 04/21/12 C8		(637.88	)		(600.00	)
MUELLER WTR PRODS INC COM SER A STK		12,671.52			10,433.74
MUENCHENER RUECKVE NPV(REGD)		305,131.07			266,075.07
MULTICELL TECHNOLOGIES INC COM NEW		19,514.52			1,043.40
MULTI-FINELINE ELECTRONIX INC COM		6,027.59			4,110.00
MULTIMEDIA GAMES HOLDING COMPANY COM		1,471.57			952.80
MULTIMEDIA GAMES HOLDING COMPANY COM		33,105.94			36,524.00
MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE		50,000.00			52,734.50
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE		30,000.00			30,662.10
MUNICIPAL MTG & EQUITY L L C COM		1,763.40			330.00
MUR US 01/19/13 C70		(996.87	)		(960.00	)
MURPHY OIL CORP COM		232,376.77			230,819.34
MURPHY OIL CORP COM		94,541.95			99,786.03
MURPHY OIL CORP COM		662,663.90			719,046.00
MUSCLE PHARM CORPORATION COMMON STOCK		150.66			52.50
MUT RISK MGMT LTD COM		3,133.73			—

154


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
MV OIL TR TR UNITS		30,917.03			31,440.14
MVC CAP INC COM		714.34			600.80
MWI VETERINARY SUPPLY INC COM STK		25,525.73			22,257.40
MY VINTAGE BABY INC COM STK		2,062.00			—
MYECHECK INC		0.00			0.13
MYECHECK INC CONTRA		(604.95	)		—
MYLAN INC		125,350.33			140,026.50
MYLAN INC		183,199.36			198,526.46
MYLAN INC		1,694,080.99			1,661,004.00
MYREXIS INC COM		23.39			16.08
MYRIAD GENETICS INC COM		4,411.50			4,167.06
MYRIAD GENETICS INC COM		645,252.69			604,035.24
N EUROPEAN OIL RTY TR CTF BEN INT		5,903.87			5,853.60
N V BK NEDERLANDSE 4.375% DUE 02-16-2021		538,093.80			575,591.40
N W PIPE CO COM		7,310.20			4,572.00
NAAC REPERFORMING 2004-R1 REMIC PASSTHRUCTF CL 144A A1 6.5 DUE 03-25-2034		55,445.37			66,744.63
NABI BIOPHARMACEUTICALS COM		7,340.06			2,444.00
NABORS INDUSTRIES COM USD0.10		66,524.72			54,083.46
NABORS INDUSTRIES COM USD0.10		148,055.88			149,124.00
NABORS INDUSTRIES COM USD0.10		160,567.23			108,999.24
NABORS INDUSTRIES COM USD0.10		492,504.42			470,018.04
NACCO IND INC CL A COM		49,534.75			58,268.73
NACCO IND INC CL A COM		72,960.50			98,142.00
NACEL ENERGY CORP COM STK		525.61			3.35
NAL ENERGY CORP COM STK		3,249.09			1,547.72
NAM TAI ELECTRS INC COM PAR $0.01		1,487.98			1,358.52
NAMEX EXPLORATIONS INC CONTRA		(1,539.95	)		—
NANO MASK INC COM STOCK		192.90			102.91
NANOGEN INC COM		4,710.15			8.55
NANOLOGIX INC COM		28,660.21			22,000.00
NANOMETRICS INC COM DELAWARE		29,421.73			36,840.00
NANOVIRICIDES INC COM		112,088.97			49,584.50
NASDAQ OMX GROUP		380,471.14			343,875.30
NASDAQ OMX GROUP		84,699.78			69,338.79
NASDAQ STK MKT INC (FOR A/C 26-08000 ONLY)		10,895.24			12,255.00
NASH FINCH CO COM		56,868.00			43,920.00
NAT HARMONY FOODS INC COM		2,082.42			—
NATIONAL BEVERAGE CORP COM		1,672.91			1,928.40
NATIONAL BK S C SUMTER CTF DEP DTD 7-30-2009 2.45 7-30-2012		20,000.00			20,221.00
NATIONAL CITY PFD CAP TR I NML APEX FXD TO FLTG DUE 12-29-2049/12-10-2012 BEO		63,825.00			57,612.50
NATIONAL CLEAN FUELS INC COM		4,021.80			280.00
NATIONAL GRID ORD GBP0.113953		946,655.53			943,419.81
NATIONAL HEALTH INVS INC COM		2,773.13			2,638.80
NATIONAL HEALTHCARE LOGISTICS INC COM		534.95			1.50
NATIONAL OILWELL VARCO COM STK		585,909.02			578,654.51
NATIONAL OILWELL VARCO COM STK		323,245.76			622,584.43
NATIONAL OILWELL VARCO COM STK		1,073,192.65			1,505,978.50
NATIONAL OILWELL VARCO COM STK		532,202.46			503,126.00
NATIONAL RETAIL PPTYS INC COM STK		81,791.04			116,223.18
NATIONAL STL CORP CL B CL B		3,120.00			—
NATIONWIDE BLDG 2.5% DUE 08-17-2012		488,530.22			485,302.56
NATIONWIDE UTILITIES CORP COM STK		424.95			0.40
NATIXIS EUR1.6(POST SUBDV)		260,650.50			127,044.35
NATL BANKSHARES INC VA COM		2,886.35			2,792.00

155


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
NATL FUEL GAS CO COM		38,807.92			38,558.16
NATL FUEL GAS CO COM		275,045.60			262,337.60
NATL PRESTO INDS INC COM		61,387.22			58,135.99
NATL REP BK CHGO CTF DEP ACT/365 MONTHLYDTD 08-28-2008 4.75 08-28-2012		25,000.00			25,688.75
NATL SEMICONDUCTOR 6.6% DUE 06-15-2017		20,888.20			24,565.42
NATURAL ALTERNATIVES INTL INC COM NEW COM NEW		38,293.07			77,924.60
NATURAL BEAUTY BIO-TECHNOLOGY COM STK		1,818.58			1,725.00
NATURAL GAS SVCS GROUP INC COM		7,974.58			5,784.00
NATURES SUNSHINE PRODS INC COM		48,199.04			76,328.54
NATURES SUNSHINE PRODS INC COM		29,898.45			23,280.00
NAUTILUS INC COM		124,713.98			49,420.00
NAUTILUS MINERALS INC COM		17,762.16			12,960.64
NAVARRE CORP COM		15,760.62			15,400.00
NAVEGACION INTEROCEANICA COM STK		23,091.25			18,531.38
NAVIGANT CONSULTING INC COM		114,828.08			132,356.00
NAVISTAR INTL CORP 8.25% DUE 11-01-2021		6,619.11			6,360.00
NAVISTAR INTL CORP NEW COM		227,510.21			223,492.00
NAVISTAR INTL CORP NEW COM		359,559.62			378,800.00
NAVISTAR INTL CORP NEW COM		1,251.43			757.60
NAVISTAR INTL CORP NEW COM		489,786.04			318,192.00
NCB FSB HILLSBORO OH CTF DEP DTD 10-16-2009 2.4 10-16-2012		10,000.00			10,141.50
NCR CORP COM		7,576.57			8,230.00
NCR CORP COM		303,864.72			294,634.00
NCR CORP COM		408,377.57			385,164.00
NDB ENERGY INC COM		1,019.95			144.00
NE US 01/19/13 C42		(791.51	)		(270.00	)
NE US 01/19/13 C50		(371.52	)		(96.00	)
NEAH PWR SYS INC COM NEW COM NEW		3,645.25			900.41
NEENAH PAPER INC COM		9,965.32			11,419.72
NEENAH PAPER INC COM		25,417.62			40,176.00
NELNET ED LN FDG INC 2004-2 STUDENT LN ASSET BKD SR NT CL 02-25-2039 REG		179,750.00			178,109.05
NELNET INC CL A CL A		219,160.16			349,921.00
NEM US 03/17/12 C65		(136.30	)		(157.00	)
NEM US 03/17/12 C70		(682.47	)		(120.00	)
NEM US 06/16/12 C60		(469.24	)		(505.00	)
NEM US 06/16/12 C62.5		(888.46	)		(790.00	)
NEO MATL TECHNOLOGIES INC COM STK		23,708.82			20,624.99
NEOGENOMICS INC COM NEW COM NEW		8,700.72			6,300.00
NEOHYDRO TECHNOLOGIES CORP COM		3,538.83			70.00
NEOMEDIA TECHNOLOGIES INC COM NEW COM NEW		1,963.00			5.65
NEOPROBE CORP NAME CHANGE NAVIDEABIOPHARMACEUTICALS INC 2F1DAG1 1/5/2012		50,120.59			43,230.00
NEOSTEM INC COM NEW STK		2,124.50			659.10
NESS ENERGY INTL INC COM		6,879.33			—
NESTLE SA CHF0.10(REGD)		374,219.93			389,192.30
NESTLE SA CHF0.10(REGD)		747,459.05			1,130,324.81
NESTLE SA CHF0.10(REGD)		652,471.62			672,434.61
NET 1 UEPS TECHNOLOGIES INC COM NEW NET 1 UEPS TECHNOLOGIES INC		8,568.00			7,670.00
NET BANK INC COM		14,472.05			—
NET SVGS LINK INC COM		27,598.77			1,780.48
NET VOICE TECHNOLOGIES CORP COM		1,460.40			—
NETAPP INC COM STK		188,496.69			282,724.65
NETAPP INC COM STK		116,412.25			90,675.00
NETFLIX INC COM STK		761,714.50			508,588.60
NETFLIX INC COM STK		208,717.48			82,524.39

156


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
NETGEAR INC COM		42,555.37			37,934.10
NETGEAR INC COM		340,896.58			302,130.00
NETLIST INC COM STK		3,633.92			3,431.17
NETLOGIC MICROSYSTEMS INC COM		1,674.22			2,478.50
NETSPEND HLDGS INC NETSPEND HOLDINGS INC		458.95			811.00
NETSUITE INC COM STK		77,140.82			93,265.00
NETSUITE INC COM STK		177,868.16			194,640.00
NETWORK ENGINES INC COM		167.56			96.21
NEURALSTEM INC COM STK		44,531.37			19,300.00
NEUROCRINE BIOSCIENCES INC COM		57,652.52			73,950.00
NEUROCRINE BIOSCIENCES INC COM		2,523.39			1,700.00
NEUSTAR INC CL A		9,621.95			10,251.00
NEUSTAR INC CL A		17,426.05			23,201.43
NEUTRAL TANDEM INC D/B/A INTELIQUENT INC		79,121.24			53,556.90
NEVADA EXPL INC COM STK		12,624.54			4,147.00
NEVSUN RES LTD COM STK		21,764.05			21,014.00
NEW BRUNSWICK PROV CDA BD 2.75% DUE 06-15-2018 REG		338,990.20			355,413.56
NEW CENTY FINL CORP MD COM		13,603.73			—
NEW CHORUS LTD ADR		2,526.05			8,616.01
NEW CHORUS LTD SHS		16,399.12			22,114.36
NEW DAWN MNG CORP		4,374.40			3,885.00
NEW ENERGY SYS GROUP COM		19,033.14			2,133.00
NEW ENERGY TECHNOLOGIES INC COM NEW		140,925.26			37,626.03
NEW FLYER INDUSTRI INCOME DEPOSIT SEC		0.00			622.00
NEW FRONTIER MEDIA INC COM		437.34			144.20
NEW GENERATION BIOFUELS HLDGS INC COM STK		940.41			187.50
NEW GOLD INC CDA COM		167,207.01			151,492.32
New Israeli shekel		0.74			0.74
New Israeli shekel		7,402.03			7,402.03
New Taiwan dollar		0.66			0.66
NEW YORK CMNTY BANCORP INC COM		21,615.43			16,446.13
NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02		11,194.62			11,505.43
New Zealand dollar		476.82			476.82
New Zealand dollar		8,560.31			8,560.31
New Zealand dollar		346.90			346.90
New Zealand dollar		23,403.00			23,403.00
New Zealand dollar		199.99			199.99
New Zealand dollar		(1,388.49	)		(1,388.49	)
New Zealand dollar		(296.17	)		(296.17	)
NEWCASTLE INVT CORP NEW COM		18,335.38			18,111.75
NEWCASTLE INVT CORP NEW PFD SER B		12,058.55			12,275.00
NEWELL RUBBERMAID INC COM		11,658.71			13,913.22
NEWELL RUBBERMAID INC COM		146,729.27			100,307.65
NEWFIELD EXPLORATION		18,706.15			13,960.10
NEWFIELD EXPLORATION		203,368.77			108,285.10
NEWLEAD HOLDINGS LTD COM		75.17			0.92
NEWMARKET CORP COM		2,736.95			2,773.54
NEWMARKET TECHNOLOGY INC COM PAR $0.001 COM PAR $0.001		32,731.80			134.50
NEWMONT MINING CORP NEW COM		537,969.46			514,671.54
NEWMONT MINING CORP NEW COM		378,766.79			642,407.05
NEWPARK RES INC COM PAR $0.01 NEW COM PAR $0.01 NEW		421,504.07			527,915.00
NEWPORT CORP COM		15,382.91			11,568.50
NEWS AMER INC 6.65% DUE 11-15-2037		9,855.00			11,329.33
NEWS AMER INC SR NT 4.5 2-15-2021		20,035.40			20,970.18

157


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
NEWS CORP CL A COM		22,832.58			25,095.26
NEWS CORP CL A COM		829,862.79			853,822.40
NEWS CORP CL B COM		2,943.16			3,094.13
NEXAIRA WIRELESS INC COM STK		5,643.00			56.10
NEXEN INC COM		64,722.70			51,707.50
NEXEN INC SUB NT		2,689.95			2,554.00
NEXPRISE INC NEW COM NEW STK		111.75			0.01
NEXT FUEL INC COM		194,341.70			239,250.00
NEXT ORD GBP0.10		162,996.84			218,387.42
NEXT10 INC COM		1,209.95			1.33
NEXTECH SOLUTIONS INC LA COM STK		876.85			3.90
NEXTERA ENERGY CAP 8.75% GTD JR SUB DEB SER F		26,958.83			28,950.00
NEXTERA ENERGY INC		28,934.10			28,695.87
NEXTERA ENERGY INC COM		153,773.85			181,463.74
NEXTERA ENERGY INC COM		442,920.18			511,392.00
NEXTERA ENERGY INC COM		322,439.59			563,931.44
NEXTERA ENERGY INC COM		382,679.30			444,424.00
NFLX US 01/06/12 C67.5		0.00			(1,595.00	)
NFLX US 01/21/12 C80		(1,214.24	)		(525.00	)
NG US 01/21/12 C11		(1,285.44	)		(40.00	)
NGEX RESOURCES INC		578.77			528.86
NGP CAP RES CO COM		16,333.90			14,380.00
NHK SPRING CO LTD NPV		53,397.21			53,164.43
NICHOLAS FINL INC BC COM NEW COM NEW		3,638.95			5,128.00
NII HLDGS INC COM NEW CL B NEW		170,054.22			136,320.00
NII HLDGS INC COM NEW CL B NEW		75,381.92			65,497.50
NII HLDGS INC COM NEW CL B NEW		148,439.82			112,890.00
NIKE INC CL B		339,269.39			403,830.67
NIKE INC CL B		251,412.91			782,331.66
NINTENDO CO LTD NPV		470,082.66			234,120.99
NIPPON ELECTRIC GLASS CO LTD		52,715.56			59,400.73
NIPPON MEAT PACKER JPY50		92,341.21			86,944.38
NIPPON TELEGRAPH & TELEPHONE CORP NPV		720,533.28			869,118.96
NISOURCE INC COM		66,534.08			93,443.25
NISOURCE INC COM		113,354.81			145,121.95
NISOURCE INC COM		483,546.56			611,917.00
NISSHIN SEIFUN GRP NPV		67,965.99			66,669.91
NITINAT MINERALS CORP COM STK		0.00			—
NL INDS INC COM NEW		1,147.44			1,297.00
NM SOFTWARE INC COM		23,072.00			1,200.00
NMC INC COM STK		5,941.10			900.00
NMT MED INC COM STK		4,729.81			3.20
NN INC COM		36,237.33			27,000.00
NNRF INC COM STK		1,934.95			0.50
NOBLE CONSOLIDATED RST COM STK		0.00			—
NOBLE CORPORATION (SWITZERLAND) COM USD0.10		127,842.40			100,728.61
NOBLE CORPORATION (SWITZERLAND) COM USD0.10		205,273.44			163,188.00
NOBLE CORPORATION (SWITZERLAND) COM USD0.10		343,697.44			296,156.00
NOBLE ENERGY INC 4.15% DUE 12-15-2021		200,291.10			206,898.60
NOBLE ENERGY INC COM		67,950.01			69,064.03
NOBLE ENERGY INC COM		389,390.72			405,877.00
NOBLE ENERGY INC COM		261,816.84			349,809.34
NOBLE GROUP COM STK		6,306.90			4,040.27
NOBLE INTL LTD COM		259.15			—

158


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
NOBLE TECHNOLOGIES CORP COM STK		0.00			—
NOG US 01/21/12 C23		(814.24	)		(925.00	)
NOK US 01/19/13 C7.5		(2,144.80	)		(860.00	)
NOK US 01/21/12 C7.5		(8,061.93	)		(50.00	)
NOK US 04/21/12 C8		(234.03	)		(44.00	)
NOKIA CORP-SPON ADR CALL OPT EXP 1/19/13 PR $12.50 PER SH		(408.49	)		(66.00	)
NOKIA OYJ EUR0.06		354,227.58			260,441.15
NORANDA ALUM HLDG CORP COM STK		10,721.46			11,137.50
NORCAL CMNTY BANCORP COM STK		24,273.73			15,500.00
NORDEA BK AG 3.7% DUE 11-13-2014		119,826.00			121,912.08
NORDIC AMERICAN TANKERS LIMITED		287,763.52			171,672.51
NORDSON CORP COM		3,005.91			2,470.80
NORDSON CORP COM		411,909.37			350,030.00
NORDSTROM INC COM		36,136.66			48,019.91
NORDSTROM INC COM		66,246.39			180,596.43
NORFOLK SOUTHN CORP COM		234,740.00			253,994.14
NORFOLK SOUTHN CORP COM		99,485.25			109,290.00
NORFOLK SOUTHN CORP COM		223,182.61			534,938.12
NORSKE SKOG CDA 7.375 DUE 12-31-2040		14,465.45			1,750.00
NORTECH SYS INC COM		8,228.29			2,568.52
NORTEL NETWORKS CORP NEW COM NEW STK		499.19			14.27
NORTH AMERN ENERGY PARTNERS INC COM		419.45			322.00
NORTH AMERN PALLADIUM LTD COM		94,359.25			62,969.70
NORTH AMERN SCIENTIFIC INC COM NEW STK		1,249.95			—
NORTH SPRINGS RES CORP COM NEW		54,811.95			101,000.00
NORTHEAST UTILITIES COM		41,612.24			52,086.69
NORTHEAST UTILITIES COM		80,700.97			134,757.52
NORTHERN DYNASTY MINERALS LTD COM NEW STK		10,091.25			5,436.00
NORTHERN GREEGOLD RES LTD COM STK		358.92			210.00
NORTHERN ILL MUN PWR AGY PWR PROJ REV TAXABL 4.79 1-1-2014		25,013.00			26,061.75
NORTHERN LION GOLD CORP COM STOCK		3,221.50			1,178.00
NORTHERN OIL & GAS INC NEV COM STK		68,218.32			68,822.60
NORTHERN OIL & GAS INC NEV COM STK		198,046.12			210,784.20
NORTHERN TECHNOLOGIES INTL CORP COM STK		42,985.85			54,600.00
NORTHERN TR CORP COM		244,634.77			205,914.72
NORTHERN TR CORP COM		18,852.31			13,611.23
NORTHERN TR CORP COM		683,792.97			551,274.00
NORTHFIELD LAB INC COM		1,702.81			—
NORTHISLE COPPER & GOLD INC		0.00			12.50
NORTHROP GRUMMAN CORP COM		70,713.42			73,799.89
NORTHROP GRUMMAN CORP COM		327,632.16			367,605.28
NORTHROP GRUMMAN CORP COM		231,693.55			330,119.60
NORTHSTAR ED FIN INC DEL 2007-1 STUDENT LN ASSET BKD NT CL 1A-5 01-29-2046 BEO		82,000.00			77,740.90
NORTHSTAR GLOBAL BUSINESS SVCS INC COM STK		744.85			0.67
NORTHSTAR NEUROSCIENCE INC COM		282.40			75.00
NORTHSTAR RLTY FIN CORP COM		34,894.54			45,279.11
NORTHSTAR RLTY FIN CORP PFD STK		32,611.75			32,250.15
NORTHWESTERN CORP COM NEW COM NEW		589,330.50			651,091.68
Norwegian krone		2,324.56			2,324.56
Norwegian krone		245.48			245.48
Norwegian krone		4,552.37			4,552.37
Norwegian krone		3,823.07			3,823.07
Norwegian krone		14,213.92			14,213.92
Norwegian krone		1.67			1.67

159


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Norwegian krone		15,080.56			15,080.56
Norwegian krone		153.13			153.13
Norwegian krone		0.00			—
Norwegian krone		0.00			—
Norwegian krone		(35.54	)		(35.54	)
NOV US 01/21/12 C77.5		(169.30	)		(8.00	)
NOV US 02/18/12 C70		(277.24	)		(320.00	)
NOV US 02/18/12 C80		(991.51	)		(84.00	)
NOVA BIOSOURCE FUELS INC COM STK		15,471.09			34.00
NOVA CHEMICALS 6.5% DUE 01-15-2012		9,500.36			10,000.00
NOVA MEASURING INSTRUMENTS		2,396.36			2,211.00
NOVAGOLD RES INC COM NEW		255,039.28			246,191.36
NOVARTIS AG CHF0.50(REGD)		1,067,482.76			1,194,819.71
NOVASTAR FINL INC COM NEW STK		1,132.77			93.28
NOVATEL WIRELESS INC COM NEW		1,551.78			1,252.00
NOVATEL WIRELESS INC COM NEW		12,517.32			11,581.00
NOVAVAX INC COM		62,798.19			27,090.00
NOVELLUS SYS INC COM		59,667.79			60,531.14
NOVELLUS SYS INC COM		7,219.24			8,258.00
NOVELOS THERAPEUTICS INC COM NEW COM NEW		9,232.79			792.00
NOVO-NORDISK AS DKK1 SER‘B’		201,449.75			325,100.00
NOVO-NORDISK AS DKK1 SER‘B’		602,103.85			759,371.08
NOVOZYMES A/S SER‘B’DKK2 (POST CONSOLIDAT		249,625.16			371,746.98
NOVUS ENERGY INC COM		1,315.27			101.08
NPC INTL INC 9.5% DUE 05-01-2014		24,081.25			25,500.00
NRG ENERGY INC COM NEW		23,994.71			20,964.84
NRG ENERGY INC COM NEW		122,685.61			91,071.12
NRG ENERGY INC SR NT 8.5 DUE 06-15-2019		5,275.50			5,050.00
NRGY US 01/21/12 C25		(314.25	)		(175.00	)
NSIT US 01/21/12 C17.5		(51.53	)		(60.00	)
NSIT US 02/18/12 C17.5		(267.74	)		(280.00	)
NSTAR COM		13,124.28			17,271.93
NTRI US 02/18/12 C15		(17.30	)		(20.00	)
NTT DOCOMO NPV		494,720.55			547,845.72
NU SKIN ENTERPRISES INC CL A CL A		24,464.04			25,110.69
NU SKIN ENTERPRISES INC CL A CL A		446,565.86			650,838.00
NUANCE COMMUNICATIONS INC COM		66,423.06			74,976.80
NUCOR CORP COM		289,028.17			282,557.71
NUCOR CORP COM		175,481.46			270,817.08
NUCOR CORP COM		512,947.09			498,582.00
NUMEREX CORP N Y COM		3,095.57			2,674.75
NUMOBILE INC COMMON STOCK		1,443.65			310.40
NUTRACEA COM NEW		27,051.13			8,214.00
NUTRI PHARMACEUTICALS RESH INC COM NEW STK		1,689.90			10.00
NUTRI SYS INC NEW COM		13,720.87			8,676.03
NUTRIPURE BEVERAGES INC COM NEW		510.75			0.01
NUTRITION 21 INC COM		10,251.16			4.56
NUVASIVE INC COM		851,271.16			511,707.96
NUVEEN EQTY PREM OPPORTUNITY FD COM		42,560.21			39,970.00
NUVEEN PREMIER MUNICIPAL OPPORTUNITY FUND INC		7,534.91			8,172.93
NUVEEN REAL ESTATE INC FD COM		19,523.65			21,663.00
NV ENERGY INC COM		7,219.57			8,449.87
NV ENERGY INC COM		202,207.50			281,220.00
NV ENERGY INC COM		381,021.07			516,660.00

160


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
NV ENERGY INC COM		337,370.38			367,875.00
NV GEOTHERMAL PWR INC COM		1,001.95			474.50
NVDA US 01/21/12 C15		0.00			(220.00	)
NVDA US 01/21/12 C16		(1,035.44	)		(110.00	)
NVIDIA CORP COM		147,544.50			133,208.46
NVIDIA CORP COM		197,051.55			184,629.06
N-VIRO INTL CORP COM NEW		320,790.60			126,639.52
NVO US 01/21/12 C115		(302.29	)		(290.00	)
NWM MNG CORP STOCK		17,517.50			7,700.00
NXP SEMICONDUCTORS N V COM STK		53,027.93			49,645.10
NXP SEMICONDUCTORS N V COM STK		248,517.32			238,235.00
NXSTAGE MED INC COM STK		3,655.32			3,556.00
NXT NUTRITIONALS HLDGS INC COM STK		56,825.28			1,162.50
NYMET HLDGS INC COM NEW STK		2,340.21			0.11
NYSE EURONEXT COM STK		224,117.37			202,468.09
NYSE EURONEXT COM STK		442,934.23			150,414.30
NYX US 01/19/13 C30		(312.29	)		(125.00	)
NYXIO TECHNOLOGIES CORP COM		16,940.10			4,725.00
O REILLY AUTOMOTIVE INC NEW COM USD0.01		29,572.10			33,339.15
O REILLY AUTOMOTIVE INC NEW COM USD0.01		101,615.01			224,819.40
O2DIESEL CORP COM		5,815.07			—
OASIS PETE INC NEW COM STK		6,845.26			7,708.85
OCCIDENTAL PETE 3.125% DUE 02-15-2022		98,244.50			102,584.60
OCCIDENTAL PETROLEUM CORP		604,930.21			614,672.00
OCCIDENTAL PETROLEUM CORP		470,775.92			563,137.00
OCCIDENTAL PETROLEUM CORP		548,008.81			1,662,800.20
OCCIDENTAL PETROLEUM CORP		301,685.13			299,947.31
OCEAN PWR TECHNOLOGIES INC COM NEW STK		42,712.90			16,598.40
OCEAN RIG UDW INC SHS		14,932.51			12,407.40
OCEANEERING INTL INC COM		68,038.48			81,386.99
OCEANEERING INTL INC COM		123,482.83			143,003.00
OCH-ZIFF CAP MGMT GROUP CL A SHS CL A		6,131.05			3,952.70
OCLARO INC COM NEW		31,197.15			12,126.00
OCULUS INNOVATIVE SCIENCES INC COM		803.15			525.00
OCWEN FINL CORP COM NEW COM NEW		347,225.03			382,272.00
OCWEN FINL CORP COM NEW COM NEW		121,500.90			130,320.00
OCWEN FINL CORP COM NEW COM NEW		687,086.64			845,632.00
OCZ TECHNOLOGY GROUP INC COM USD0.0025		112.72			112.37
ODYSSEY MARINE EXPL INC COM		26,390.61			23,550.30
OFFICE DEPOT INC COM		40,963.63			28,620.80
OGE ENERGY CORP COM		2,811.84			5,357.12
OGE ENERGY CORP COM		326,001.03			408,312.00
OGX PETROLEO E GAS COMSTK		1,064,160.89			790,073.18
OIL DRI CORP AMER COM		1,808.95			2,024.00
OIL STS INTL INC COM ISIN US6780261052		7,325.31			7,637.00
OIL STS INTL INC COM ISIN US6780261052		178,491.43			290,206.00
OIL STS INTL INC COM ISIN US6780261052		438,307.49			599,504.50
OILSANDS QUEST INC COM STK		242,187.47			—
OLD 2ND BANCORP INC DEL COM		2,804.66			171.60
OLD DOMINION FGHT LINE INC COM		7,204.95			8,106.00
OLD DOMINION FGHT LINE INC COM		286,572.50			354,637.50
OLD MUTUAL PLC ORD GBP0.10		219,996.27			230,512.53
OLD NATL BANCORP IND COM		112,896.45			147,582.20
OLD REP INTL CORP COM		29,980.25			27,757.44

161


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
OLENTANGY LOC SCH DIST OHIO TAXABLE-SCH FACS CONSTR-SER B 4.8 12-1-2017		25,437.00		28,414.75
OLIN CORP COM		11,247.87		9,594.10
OLIN CORP COM		558,892.98		573,780.00
OLIVUT RES LTD COM		10,064.06		7,117.15
OM GROUP INC COM		21,150.57		14,553.50
OM GROUP INC COM		239,914.33		239,573.00
OM GROUP INC COM		675,216.75		513,648.99
OM GROUP INC COM		388,639.89		246,290.00
OMDA OIL & GAS INC COM NEW STK		56.26		1.60
OMEGA HEALTHCARE INVS INC REIT		5,358.95		5,805.00
OMEGA NAVIGATION ENTERPRISES INC USD0.01CLS‘A’		2,015.08		66.00
OMEGA PROTEIN CORP COM		71,713.74		57,753.00
OMINECA MNG & METALS LTD		0.00		1,217.60
OMNICARE INC COM		12,408.01		17,478.87
OMNICELL INC COM		10,375.95		8,260.00
OMNICOM GROUP INC COM		350,926.91		364,218.60
OMNICOM GROUP INC COM		185,567.55		270,868.08
OMNICOM GROUP INC COM		16,831.45		20,061.00
OMNIVISION TECHNOLOGIES INC COM		165,176.04		98,063.53
OMNOVA SOLUTIONS INC COM		4,434.10		4,610.00
OMNOVA SOLUTIONS INC COM		957.67		594.69
ON SEMICONDUCTOR CORP COM		18,909.51		14,204.80
ON SEMICONDUCTOR CORP COM		295,613.59		318,990.40
ON TRACK INNOVATIONS COM ILS0.10		432.79		234.00
ONCOLYTICS BIOTECH INC COM		18,208.74		12,675.00
ONCOSEC MED INC COM		4,979.95		1,255.00
ONCOTHYREON INC COM STK		661.98		795.90
ONEIDA FINL CORP COM STK		23,203.72		22,643.94
ONEOK INC COM STK		48,458.87		83,730.56
ONEOK INC COM STK		105,611.64		197,653.20
ONLINE PWR SUP INC COM		6,667.85		—
ONLINE RES CORP COM		298.00		72.60
ONT PROV CDA BD 4 DUE 10-07-2019 BEO		943,055.20		1,015,721.40
ONTARIO PROV CDA BD 3.15% DUE 12-15-2017REG		265,560.00		265,084.75
ONYX PHARMACEUTICALS INC DEL COM		22,673.25		30,281.55
ONYX PHARMACEUTICALS INC DEL COM		341,667.74		476,418.00
OPAP(ORG OF FOOTB) EUR0.30 (CR)		112,350.60		56,398.73
OPEN TEXT CORP		30,953.74		26,081.40
OPENTABLE INC COM		1,218,620.35		686,614.11
OPENWAVE SYS INC COM NEW		24,604.07		25,438.00
OPENWAVE SYS INC COM NEW		3,223.61		2,528.00
OPKO HEALTH INC COM STK		13,240.85		14,700.00
OPLINK COMMUNICATIONS INC COM NEW		36,166.95		32,940.00
OPNEXT INC COM		13,815.38		4,200.56
OPTI INC COM		2,091.13		597.52
OPTICAL CABLE CORP COM NEW STK		14,099.15		6,380.00
OPTIMER PHARMACEUTICALS INC COM STK		2,730.90		2,448.00
OPTIMIZED TRANSN MGMT INC COM STK		4,602.25		30.00
OPTION ONE MTG LN TR 2003-1 CL A-2 02-25-2033 BEO		232,788.57		183,966.64
OPTIONS MEDIA GROUP HLDGS INC COM STK		3,083.45		611.05
ORACLE CORP COM		512,875.06		631,374.75
ORACLE CORP COM		1,246,762.03		2,205,823.05
ORACLE CORP COM		1,251,111.62		1,010,610.00
ORACLE CORP COM		349,413.30		310,365.00

162


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ORACLE CORP COM USD0.01		730,808.73			631,100.76
ORAMED PHARMACEUTICALS INC COM STK		303.95			84.00
ORASURE TECHNOLOGIES INC COM		511.34			911.00
ORBITAL SCI CORP COM		18,725.33			15,983.00
ORBITAL SCI CORP COM		138,115.32			127,864.00
ORBITZ WORLDWIDE INC COM		5,673.50			5,640.00
ORCHARD SUP PFD SER A		3,887.72			—
ORCHARD SUPPLY HARDWARE STORES CORP CL ACL A		4,071.61			—
ORCHESTRA THERAPEUTICS INC COM PAR $0.0025 STK		1,675.92			0.48
OREXIGEN THERAPEUTICS INC COM		14,202.24			10,304.00
OREXIGEN THERAPEUTICS INC COM		718.18			563.50
ORGANA TECHNOLOGIES GROUP INC COM NEW STK		8,919.22			0.90
ORIGEN MANUFACTURED HSG CONT TR SER 02-A SR/SUB ASTBKD CTF CL A-1 05-15-32		9,286.53			8,802.46
ORIGIN AGRITECH LIMITED		62,433.69			16,520.00
ORIGINOIL INC COM NEW		2,676.65			892.80
ORION ENERGY SYS INC COM STK		2,020.17			531.00
ORIX CORP NPV		150,191.28			155,346.16
ORKLA ASA NOK1.25		744,004.15			651,077.62
ORLEANS HOMEBUILDERS INC COM		1,768.95			—
OROCOBRE LTD COM STK		25,507.36			12,369.00
ORTHOFIX INTL N.V COM STK USD0.10		27,851.40			42,276.00
OSHKOSH CORPORATION		35,288.61			23,109.74
OSI SYS INC COM		9,468.90			9,756.00
OSIRIS THERAPEUTICS INC NEW COM		8,919.70			5,350.00
OTELCO INC INCOME DEP SECS IDS		1,872.06			1,939.00
OTTER TAIL CORP		12,936.41			14,313.63
OVERHILL FARMS INC COM		724.48			697.48
OVERSEAS SHIPHOLDING GROUP INC COM		1,010.73			1,093.00
OVERSTOCK COM INC DEL COM		1,956.66			784.00
OWENS & MINOR INC NEW COM		8,709.63			8,337.00
OWENS CORNING NEW COM STK		25,831.43			24,555.60
OWENS CORNING NEW COM STK		446,971.90			412,132.00
OWENS CORNING NEW WT EXP SER B WTS		47,942.89			3,936.80
OWENS ILL INC COM NEW		11,994.05			12,015.60
OWENS ILL INC COM NEW		96,962.13			68,159.46
OXIGENE INC COM NEW		5,782.43			4,227.30
OXYGEN BIOTHERAPEUTICS INC COM NEW COM NEW		883.03			134.42
OYO GEOSPACE COM		3,716.62			3,093.20
P2 SOLAR INCORPORATION COM		20,933.36			2,691.20
PAAS US 04/21/12 C21		(598.47	)		(540.00	)
PAC GAS & ELEC CO 1ST PFD 6		31,644.73			36,338.02
PAC GAS & ELEC CO 6.05% DUE 03-01-2034		32,349.99			37,135.17
PAC GAS & ELEC CO 8.25% DUE 10-15-2018		78,674.40			105,457.36
PAC GOLD CORP COM		12,185.47			2,940.00
PACCAR INC COM		45,563.87			38,180.56
PACCAR INC COM		132,393.79			295,076.25
PACE OIL & GAS LTD COMMON STOCK		14,335.09			7,190.40
PACER INTL INC TENN COM		79,990.36			84,556.75
PACIFIC BIOSCIENCES OF CALIFORNIA INC COMMON STOCK		2,735.62			2,380.00
PACIFIC BLUE ENERGY CORP COM STK		10,940.19			11.00
PACIFIC BOOKER MINERALS INC COM		4,836.69			4,978.60
PACIFIC CAP BANCORP NEW COM NEW COM NEW		7,938.30			7,511.84
PACIFIC ETHANOL INC COM NEW COM NEW		221,507.17			53,261.82
PACIFIC FINL CORP COM		8,408.00			8,000.00

163


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
PACIFIC OFFICE PPTYS TR INC COM REIT		1,184.37			96.00
PACIFIC RUBIALES COM NPV		502,612.61			301,680.79
PACIFIC SUNWEAR CALIF INC COM		2,542.72			2,223.00
PACIFIC SUNWEAR CALIF INC COM		19,531.82			20,691.00
PACKAGING CORP AMER COM ISIN US6951561090		380,245.58			424,032.00
PAINCARE HLDGS INC COM STK		1,345.64			5.55
PAIVIS CORP COM NEW STK		258.95			—
PALADIN ENERGY LIMITED PALADINE RESOURCES COM		81,947.64			34,868.12
PALADIN HLDGS INC COM STK		33,485.97			16.70
PALATIN TECHNOLOGIES INC COMMON STOCK		105.72			60.29
PALL CORP COM		58,603.74			142,875.00
PALL CORP COM		6,704.04			6,858.00
PALOMAR MED TECHNOLOGIES INC COM NEW		2,728.33			2,046.00
PAN AMERICAN SILVER CORP WARRANT		0.00			—
PAN AMERN GOLDFIELDS LTD COM		10,604.44			1,407.20
PAN AMERN SILVER CORP		333,164.82			237,968.91
PAN PAC CORPORATION COM		0.00			—
PANACOS PHARMACEUTICALS INC COM		12,591.34			207.50
PANCONTINENTAL URANIUM CORP COM STK		3,645.76			200.00
PANDORA MEDIA INC		81,073.03			71,351.28
PANERA BREAD CO CL A		130,484.06			147,815.25
PANTRY INC COM ISIN #US6986571031		46,912.50			45,486.00
PAPA JOHNS INTL INC COM		97,717.41			120,576.00
PAR PHARMACEUTICAL COS INC COM		50,006.85			51,517.02
PAR PHARMACEUTICAL COS INC COM		330,616.25			435,309.00
PARAGON SHIPPING INC CL A COM STK		44,461.55			14,216.80
PARAMETRIC SOUND CORPORATION COMMON STOCK		0.00			350.00
PARAMOUNT GOLD MNG CORP COM		127,748.38			105,181.00
PARKER COLO CTFS PARTN 4.2% 11-01-2014 BEO TAXABLE		25,013.00			26,763.75
PARKER DRILLING CO COM		50,933.05			69,943.35
PARKER-HANNIFIN CORP COM		59,648.44			60,618.75
PARKER-HANNIFIN CORP COM		105,057.16			248,498.75
PARKER-HANNIFIN CORP COM		507,723.84			556,625.00
PARK-OHIO HLDGS CORP COM		2,753.75			2,676.00
PARTNERRE HLDG LTD COM STK		313,581.49			314,629.00
PATRIOT COAL CORP-STOCK DISTRIBUTION		257,784.02			142,507.75
PATRIOT NATL BANCORP INC COM		3,557.87			1,750.00
PATRIOT SCIENTIFIC CORP COM		139,392.89			49,730.33
PATTERSON COS INC COM		73,325.60			60,043.68
PATTERSON-UTI ENERGY INC COM		66,426.18			59,100.84
PATTERSON-UTI ENERGY INC COM		429,978.45			335,664.00
PATTERSON-UTI ENERGY INC COM		577,242.72			379,620.00
PATTERSON-UTI ENERGY INC COM		521,319.43			625,274.10
PATTERSON-UTI ENERGY INC COM		255,693.18			173,826.00
PAXTON ENERGY INC COM PAR $0.001 STK		42,516.75			425.64
PAYCHEX INC COM		129,333.09			135,244.84
PAYCHEX INC COM		184,892.27			210,649.56
PBR US 01/21/12 C33		(103.96	)		(24.00	)
PC GOLD INC COMSTK		4,884.66			1,254.00
PC MALL INC COM		7,166.00			6,280.00
PCCW LIMITED HKD0.25(POST CONS)		15,358.43			550.08
PCS EDVENTURES COM INC COM		573.12			48.00
PDL BIOPHARMA INC COM		29,327.79			31,373.50
PDL BIOPHARMA INC COM		161,194.44			194,680.00

164


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
PDS US 01/21/12 C12		(449.89	)		(200.00	)
PEABODY ENERGY 6.5% DUE 09-15-2020		50,000.00			52,500.00
PEABODY ENERGY CORP COM STK		991,941.50			689,576.98
PEABODY ENERGY CORP COM STK		236,143.27			198,196.46
PEABODY ENERGY CORP COMSTK CALL OPT EXP 01/21/12 PR $65 PER SH		(865.23	)		(1.00	)
PEBBLEBROOK HOTEL TR COM STK		7,803.31			8,664.04
PEETS COFFEE & TEA INC COM		38,327.02			44,189.40
PEETS COFFEE & TEA INC COM		538,058.31			1,259,868.00
PEGASUS WIRELESS CORP NEV COM NEW STK		4,797.32			—
PEGASYSTEMS INC COM		3,624.95			2,940.00
PELE MTN RES INC COM		5,984.74			2,125.00
PEMBINA PIPELINE CORPORATION COMMON STOCK		92,747.04			138,836.21
PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG		89,713.60			102,037.50
PENFORD CORP COM		139.42			21.27
PENGROWTH ENERGY CORP COM		481,944.25			466,868.61
PENN NATL GAMING INC COM		446,548.56			472,829.40
PENN VA CORP 7.25% DUE 04-15-2019		4,988.00			4,675.00
PENN VA CORP COM		525.76			529.00
PENN WEST PETROLEUM LTD COM STK		297,927.05			342,599.40
PENNANTPARK INVT CORP COM		30,088.58			25,733.15
PENNANTPARK INVT CORP COM		291,733.80			322,173.70
PENNEY J.C CO INC COM		7,585.01			8,776.87
PENNEY J.C CO INC COM		108,383.00			107,207.50
PENNSYLVANIA REAL ESTATE INVT TR SH BEN INT SH BEN INT		84,026.16			89,784.00
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYVAR-SR-SUBER MM-2 01 JUN 2047		353,750.00			365,659.78
PENNYMAC MTG INVT TR COM REIT		258,152.21			229,356.00
PENNYMAC MTG INVT TR COM REIT		541.25			488.01
PENSKE AUTOMOTIVE GROUP INC COM STK		5,052.89			5,823.20
PENTAIR INC COM		6,500.34			6,494.85
PENTAIR INC COM		383,829.40			324,910.40
PENTAIR INC COM		1,034,305.60			868,869.00
PEOPLES BK N A MARIETTA OHIO CTF DEP DTD06-26-2009 3.65 06-27-2016		5,000.00			5,325.75
PEOPLES BK N A MARIETTA OHIO CTF DEP DTD07-24-2009 3.6 07-25-2016		10,000.00			10,649.90
PEOPLES BK OZARKS NIXA MO CTF DEP DTD 07-13-2007 5.5 07-13-2017		10,000.00			11,087.40
PEOPLES UTD FINL INC COM		32,552.51			30,599.60
PEOPLES UTD FINL INC COM		136,521.84			101,425.05
PEOPLES UTD FINL INC COM		327,416.74			272,420.00
PEP BOYS-MANNY MOE & JACK COM		2,534.99			2,216.52
PEP US 01/21/12 C65		(224.78	)		(528.00	)
PEP US 10/22/11 C55		(1,028.82	)		(320.00	)
PEPCO HLDGS INC COM		46,149.59			52,780.00
PEPCO HLDGS INC COM		340,140.64			336,980.00
PEPCO HLDGS INC COM		115,002.43			98,455.00
PEPSICO INC 7.9% DUE 11-01-2018		59,863.68			64,803.17
PEPSICO INC COM		604,582.04			636,967.14
PEPSICO INC COM		316,831.83			344,356.50
PEPSICO INC COM		1,232,466.97			2,260,942.60
PEPSICO INC COM		1,145,143.77			1,218,186.00
PEPSICO INC COM		621,240.31			640,277.50
PEREGRINE PHARMACEUTICALS INC COM NEW COM NEW		105,480.27			31,265.65
PERION NETWORK LTD SHS		11,265.85			7,900.00
PERKINELMER INC COM		43,160.05			39,340.00
PERKINELMER INC COM		45,312.17			51,460.00
PERNOD RICARD NPV EUR 1.55		700,702.68			746,621.71

165


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
PERNOD RICARD NPV EUR 1.55		322,538.25			349,474.61
PERPETUAL ENERGY INC COM STK		12,831.05			3,387.90
PERRIGO CO COM		91,331.88			110,272.50
PERRIGO CO COM		196,245.20			194,600.00
PERRIGO CO COM		534,379.70			564,340.00
PERRIGO CO COM		477,974.60			1,201,655.00
PETRO DEV CORP COM		33,153.95			35,110.00
PETROALGAE INC COM		2,946.42			20.00
PETROBAKKEN ENERGY LTD COM STK		38,973.83			46,279.80
PETROBANK ENERGY & RES LTD COM		4,890.18			2,076.00
PETROBRAS INTL FIN 3.875% DUE 01-27-2016		5,091.20			5,124.37
PETROBRAS INTL FIN 3.875% DUE 01-27-2016		103,358.60			103,021.10
PETROBRAS INTL FIN 5.375% DUE 01-27-2021		229,542.30			241,638.23
PETROBRAS INTL FIN 5.75% DUE 01-20-2020		52,347.90			55,646.24
PETROBRAS INTL FIN 6.125% DUE 10-06-2016		39,851.13			44,342.52
PETROCHINA CO COM STK		21,982.70			22,411.80
PETROFAC ORD USD0.02		118,049.82			120,237.39
PETROHUNTER ENERGY CORP COM STK		3,106.95			1,488.00
PETROMANAS ENERGY INC COM STK		3,556.36			1,331.41
PETROWORLD CORP COM USD0.01		115,187.66			301,131.94
PETSMART INC COM		464,932.25			533,416.00
PETSMART INC COM		11,188.48			17,303.91
PEUGEOT SA EUR1		97,697.00			95,641.04
PEYTO EXPL & DEV CORP NEW COM		76,037.60			125,940.67
PFE US 01/21/12 C21		(59.78	)		(258.00	)
PFE US 01/21/12 C22.5		(375.54	)		(100.00	)
PFIZER INC 4.5% DUE 02-15-2014		21,273.80			21,542.98
PFIZER INC COM		1,546,821.49			1,867,709.03
PFIZER INC COM		593,750.98			668,676.00
PFIZER INC COM		659,491.73			872,741.20
PFIZER INC COM		2,771,716.95			3,632,035.96
PFIZER INC COM		1,769,340.46			2,093,670.00
PFIZER INC COM		564,194.62			601,592.00
PFIZER INC NT 5.35 DUE 03-15-2015		21,913.00			22,662.86
PFIZER INC NT 6.2 DUE 03-15-2019		113,669.00			123,390.70
PG US 04/21/12 C70		(43.30	)		(68.00	)
PG& E CORP COM		46,503.65			46,772.99
PG& E CORP COM		125,288.94			119,538.00
PG& E CORP COM		325,321.23			316,858.14
PG& E CORP COM		279,332.95			365,415.30
PGI ENERGY INC COM		506.95			50.00
PGT INC COM		1,086.65			206.00
PHARMACEUTICAL HOLDRS TR DEPOS RCPT		6,907.15			7,122.00
PHARMASSET INC COM CASH MERGER 1/18/2012		474,337.63			492,159.80
PHARMATHENE INC COM STK		134,013.00			89,992.20
PHARMERICA CORP COM STK		58.66			60.72
PHH CORP COM NEW COM NEW		104.18			53.50
PHH CORP COM NEW COM NEW		199,827.18			119,840.00
PHILIP MORRIS INTL COM STK NPV		1,175,063.01			1,521,860.80
PHILIP MORRIS INTL COM STK NPV		672,324.83			1,329,922.08
PHILIP MORRIS INTL COM STK NPV		992,552.62			2,978,316.00
PHILIP MORRIS INTL COM STK NPV		1,233,662.84			1,781,496.00
PHILIP MORRIS INTL INC 2.9 DUE 11-15-2021		167,715.20			173,323.33
PHILLIPS VAN 7.375% DUE 05-15-2020		5,438.00			5,437.50

166


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
PHOENIX COS INC NEW COM		2,333.81			1,680.00
PHOENIX COS INC NEW COM		22,571.73			20,664.00
PHOENIX COS INC NEW QUARTERLY INT BD-QUIBS		10,203.95			9,650.00
PHOTRONICS INC COM		55,088.01			49,248.00
PHYSICIANS ADULT DAYCARE INC COM		1,729.25			—
PICCOLO EDL SYS INC COM COM		41,339.35			59.70
PICO HLDGS INC COM NEW STK		3,293.87			2,058.00
PIEDMONT NAT GAS INC COM		11,409.13			13,592.00
PIER 1 IMPORTS INC COM		13,877.73			19,502.00
PILGRIM PETE CORP COM		9,726.35			724.11
PILGRIMS PRIDE CORP SR SUB NT 8.375 DUE 05-01-2017 BEO BD IN DEFAULT		20,912.48			20,812.50
PILOT GOLD INC COM		136,013.58			6,720.82
PINECREST ENERGY INC COM		4,706.95			4,655.00
PINETREE CAP COM STK		569,884.09			308,838.40
PINNACLE DATA SYSTEMS INC COM		265.95			238.00
PINNACLE ENTMT INC COM		1,117.50			1,016.00
PINNACLE W. CAP CORP COM		50,915.91			62,414.17
PINNACLE W. CAP CORP COM		94,176.82			120,450.00
PINNACLE W. CAP CORP COM		88,793.69			112,403.94
PIONEER DRILLING CO COM STK		6,049.61			4,840.00
PIONEER NAT RES CO 7.5% DUE 01-15-2020		5,700.00			5,856.25
PIONEER NAT RES CO COM STK		40,128.61			44,740.00
PIONEER NAT RES CO COM STK		155,743.39			243,385.60
PIONEER SOUTHWEST ENERGY PARTNERS L P		5,051.15			5,125.60
PIPER JAFFRAY COS COM		874,611.87			483,729.40
PIRELLI + C. ORD COMMON STOCK		159,015.33			187,009.17
PITCHBLACK RES LTD COM STK		51,020.52			3,913.72
PITCHSTONE EXPLORATIONS LTD COM STK		3,967.15			152.00
PITNEY BOWES INC COM		89,862.12			81,052.66
PITNEY BOWES INC COM		117,953.52			81,798.48
PITNEY BOWES INC COM		576,835.18			389,340.00
PIXELWORKS INC COM NEW STK		359.02			200.86
PK PL ENERGY CORP COM NEW		1,014.95			3.00
PKWY PPTYS INC REIT		4,506.70			3,451.00
PLAINS ALL AMERN PIPELN UNIT LTD PARTNERSHIP INT		225,031.27			268,203.43
PLANAR SYS INC		183,183.41			126,633.00
PLANET RESOURCE RECOVERY INC NEW COM STK		23,966.87			2,400.00
PLANKTOS CORP COM STK		16,290.20			29.89
PLANTRONICS INC NEW COM		1,187.60			1,283.04
PLASTICON INTL INC COM		6,981.82			—
PLATCOM INC COM STK		995.22			—
PLATINUM GROUP METALS LTD COM NEW PLATNIUM GROUP METALS LIMITED NEW		651.92			435.00
PLATINUM RESH ORGANIZATION INC COM		4,583.24			25.22
PLATINUM STUDIOS INC COM STK		406.69			43.00
PLEXUS CORP COM		7,044.64			5,476.00
PLUG PWR INC COM NEW		249.90			210.12
PLUM CREEK TIMBER CO INC COM		111,271.67			126,680.40
PLUM CREEK TIMBER CO INC COM		176,966.40			179,494.84
PLURISTEM THERAPEUTICS INC PLURISTEM THERAPEUTICS INC		7,007.95			7,096.50
PM US 01/18/14 C65		(45,155.54	)		(60,040.00	)
PM US 01/19/13 C65		(452.29	)		(4,500.00	)
PM US 01/21/12 C77.5		(72.30	)		(188.00	)
PM US 02/18/12 C82.5		(27.30	)		(67.00	)
PM US 03/17/12 C67.5		(3,669.63	)		(8,050.00	)

167


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
PM US 06/16/12 C77.5		(1,476.18	)		(2,350.00	)
PMC COML TR SH BEN INT SHS OF BEN INT USD0.01		2,385.01			1,411.01
PMC SIERRA INC CALL OPT PR$22.50 PER SH EXP 01/17/04		397.51			—
PMC SIERRA INC COM		(616.04	)		3,801.90
PMC SIERRA INC COM		387,684.28			291,479.00
PMC SIERRA INC COM		26,194.60			18,800.12
PMI GROUP INC COM		14,464.28			162.60
PNC FINANCIAL SERVICES GROUP COM STK		248,674.66			249,006.37
PNC FINANCIAL SERVICES GROUP COM STK		32,621.40			34,602.00
PNC FINANCIAL SERVICES GROUP COM STK		225,799.19			248,557.70
PNC FINANCIAL SERVICES GROUP COM STK		836,609.13			659,052.76
PNC FINANCIAL SERVICES GROUP COM STK		1,127,293.72			1,170,701.00
PNC FINANCIAL SERVICES GROUP COM STK		335,869.75			392,156.00
PNC FINL SVCS GROUP INC DEP SHS REPSTG PFD SER L		2,824.95			2,800.00
PNM RES INC COM		235,156.72			319,025.00
PNM RES INC COM		346,430.78			353,662.00
POINDEXTER J B INC 8.75% DUE 03-15-2014		23,013.89			25,125.00
POLARIS INDS INC COM		37,280.23			34,147.80
POLARIS INDS INC COM		141,763.12			253,589.40
POLARIS INDS INC COM		418,156.53			526,212.00
POLARIS INTL HLDGS INC COM STK		998.95			99.00
Polish zloty		0.00			—
POLYCOM INC COM		54,173.41			47,433.00
POLYCOM INC COM		610,653.03			356,970.00
POLYCOM INC COM		755,883.74			834,560.00
POLYMEDIX INC COM STK		1,371.95			1,224.00
POLYMET MNG CORP COM		33,842.71			14,560.00
POLYONE CORP 7.375% DUE 09-15-2020		5,375.50			5,150.00
POLYONE CORP COM		36,693.46			30,030.00
POLYPORE INTL INC COM		17,153.34			11,921.29
POLYPORE INTL INC COM		370,570.57			255,581.90
POPULAR INC COM		2,076.92			1,042.50
POPULAR INC PFD SER B 8.25%		1,808.95			1,750.00
PORT SEATTLE WASH REV 5.74% 05-01-2019 BEO TAXABLE		26,070.42			29,438.00
PORTAGE RES INC COM		93,991.02			8,596.50
PORTFOLIO RECOVERY ASSOCS INC COM		2,854.93			2,700.80
PORTLAND GEN ELEC CO COM NEW STK\		10,843.51			10,621.80
POSITIVEID CORP COM		8,047.51			540.00
POSITRON CORP COM		4,266.00			178.00
POT US 01/21/12 C43.33		(109.30	)		(70.00	)
POT US 01/21/12 C45		(405.47	)		(370.00	)
POTASH CORP SASK 4.875% DUE 03-30-2020		21,344.00			22,965.52
POTASH CORP SASK INC COM		822,104.30			730,119.36
POTASH CORP SASK INC COM		129,375.76			94,944.00
POTASH CORP SASK INC COM		452,221.70			352,737.60
POTLATCH CORP NEW REIT		5,707.14			5,539.89
POWER ASSETS HLDGS HKD1		75,044.84			73,964.43
POWER INTEGRATIONS INC COM		2,488.75			2,155.40
POWER OIL & GAS INC COM STK		5,542.92			30.00
POWER ONE INC NEW COM USD0.001		54,704.04			21,735.69
POWERSHARES BUILD AMERICA PO		9,256.75			10,045.00
POWERSHARES DB GOLD DOUBLE SHORT ETN		86,637.77			89,842.50
POWERSHARES DB MULTI-SECTOR COMMODITY TRPWR SH DB BASE METALS FD COM UNIT PWR		20,211.51			16,971.50
POWERSHARES PREFERRED PORTFOLIO		46,468.51			45,435.15

168


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
POWERVERDE INC COM STK		25,563.60			50,800.00
POWERWAVE TECHNOLOGIES INC COM NEW		52,263.62			9,963.20
POZEN INC COM		2,351.57			1,718.25
PPG IND INC COM		231,559.74			259,063.38
PPG IND INC COM		286,651.10			384,721.92
PPG IND INC COM		162,339.50			292,381.98
PPL CORP COM ISIN US69351T1060		122,619.19			129,319.99
PPL CORP COM ISIN US69351T1060		130,758.34			118,003.62
PPL CORP COM ISIN US69351T1060		287,292.43			366,602.62
PPL CORP COM ISIN US69351T1060		172,842.91			179,462.00
PPL CORP CORP UNIT		55,255.70			60,593.10
PPL CORP CORP UNIT CONSISTING OF PUR CONTRACT JR SUB NTS CONV PFD STK		6,536.40			6,911.25
PPL US 01/19/13 C30		(167.30	)		(160.00	)
PRADA SPA COM EUR0.10		119,211.40			114,040.41
PRAXAIR INC 5.2% DUE 03-15-2017		32,310.30			34,670.43
PRAXAIR INC COM		17,174.16			21,353.83
PRAXAIR INC COM		234,942.61			717,192.10
PRAXAIR INC COM		776,692.49			823,130.00
PRECISION CASTPARTS CORP COM		66,100.53			82,476.11
PRECISION CASTPARTS CORP COM		354,468.26			508,871.52
PRECISION CASTPARTS CORP COM		607,647.67			642,681.00
PRECISION DRILLING CORPORATION COM STK		27,401.19			26,009.10
PRECISION DRILLING CORPORATION COM STK		409,370.15			493,670.16
PREFERREDPLUS TR SER CCR-1 TR CTF		16,176.95			15,684.90
PREMIER EXHIBITIONS INC COM		11,551.65			12,740.00
PREMIER INFORMATION MGMT INC COM		3,167.95			0.15
PREMIERE GLOBAL SVCS INC COM		243,795.05			313,457.76
PREMIERWEST BANCORP COM NEW COM NEW		8,198.50			799.20
PREMIUM EXPL INC COM STK		17,620.69			4,141.50
PRESTIGE BRANDS HLDGS INC COM		1,608.21			2,254.00
PRICE NET U S A INC COM		119,611.81			—
PRICELINE COM INC COM NEW STK		148,799.24			140,313.00
PRICELINE COM INC COM NEW STK		201,348.24			484,079.85
PRICESMART INC COM STK		25,776.37			26,444.20
PRIM CORP COM STK		5,253.47			286.27
PRIME STAR GROUP INC COM STK		698.41			—
PRIMEGEN ENERGY CORP COM STK		13,872.07			23.89
PRIMERO MNG CORP COM		62,715.91			57,129.24
PRIMORIS SVCS CORP COM		8,401.90			8,958.00
PRIMORIS SVCS CORP COM		44,125.54			50,762.00
PRIMUS GTY LTD		3,128.70			1,910.00
PRINCETON NATL BANCORP INC COM		12,833.70			1,510.00
PRINCIPAL FINL GROUP INC COM STK		192,511.64			163,737.60
PRISMONE GROUP INC COM		7,958.78			1,860.75
PRIVATE EXPT FDG CORP SECD NT SER DD 2.125% DUE 07-15-2016 REG		189,762.50			197,545.28
PROASSURANCE CORP COM		3,490.75			3,991.00
PROASSURANCE CORP COM		93,303.83			95,784.00
PROASSURANCE CORP COM		249,513.89			328,858.40
PROASSURANCE CORP COM		116,225.70			119,730.00
PROBE MINES LTD COM STK		2,022.01			6,138.60
PROCTER & GAMBLE 4.95% DUE 08-15-2014		1,990.92			2,224.68
PROCTER & GAMBLE COM NPV		1,233,133.46			1,322,003.21
PROCTER & GAMBLE COM NPV		628,717.09			667,100.00
PROCTER & GAMBLE COM NPV		133,990.86			148,229.62

169


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
PROCTER & GAMBLE COM NPV		2,136,680.01		4,004,534.59
PROCTER & GAMBLE COM NPV		761,867.43		807,191.00
PROCTER & GAMBLE COM NPV		1,391,220.29		1,641,066.00
PROGENICS PHARMACEUTICALS INC COM		23,488.00		27,328.00
PROGRESS ENERGY 4.4% DUE 01-15-2021		113,537.60		121,251.35
PROGRESS ENERGY INC COM		252,524.06		357,015.46
PROGRESS ENERGY INC COM		39,133.35		52,455.12
PROGRESS SOFTWARE CORP COM		661,147.60		622,566.90
PROGRESSIVE CORP OH COM		180,457.58		263,326.47
PROJ GROUP INC COM STK		279.95		—
PROLOGIS INC COM		400,769.51		283,727.16
PROLOGIS INC COM		19,239.45		18,326.19
PROLOR BIOTECH INC COM		19,678.90		42,700.00
PROM RES INC COM NEW STOCK		9,267.50		4,000.00
PROPHECY COAL CORP COM		4,881.95		2,090.00
PROPHECY PLATINUM CORP COM		325.21		922.35
PROPHOTONIX LTD COM		2,270.13		575.28
PROS HLDGS INC COM		625.08		1,116.00
PROSPECT CAP CORP COM		100,022.82		88,617.12
PROTECTIVE LIFE CORP COM		351,470.15		374,496.00
PROTEONOMIX INC COM NEW		2,206.95		2,200.00
PROTEXT MOBILITY INC COM		4,766.95		629.00
PROUROCARE MED INC COM NEW COM NEW		87,678.35		53,550.00
PROVECTUS PHARMACEUTICAL INC COM		3,518.36		2,187.00
PROVIDENCE SVC CORP COM STK		5,786.78		5,545.28
PROVIDENT ENERGY LTD NEW STOCK		142,520.42		170,815.32
PROVIDENT FINL SVCS INC COM		198,966.43		183,496.56
PROXIM CORP CL A NEW		1,302.56		0.06
PRUDENTIAL FINL INC COM		75,063.99		65,923.71
PRUDENTIAL FINL INC COM		411,522.47		410,984.00
PRUDENTIAL FINL INC COM		471,040.77		401,962.40
PRUDENTIAL FINL INC COM		423,549.05		516,837.44
PRUDENTIAL FINL INC COM		1,027,691.63		1,048,761.00
PRUDENTIAL FINL INC INTERNOTES BOE # TR 00457 DTD 10/04/07 6 DUE 10-16-2017		5,025.00		5,049.24
PRUDENTIAL FINL INC INTERNOTES BOE # TR 00519 04/03/08 5 04-15-2014		5,313.55		5,290.71
PRUDENTIAL FINL INC JR SUB NTS PFD STK		47,387.90		54,520.00
PRUDENTIAL FINL INC MEDIUM TERM NTS BOOKENTRY MTN 2.75% DUE 01-14-2013		10,141.30		10,153.16
PRUDENTIAL FINL INC MTN BOOK TRANCHE # TR 00023 6.1 DUE 06-15-2017		1,780.65		2,214.78
PS BUSINESS PKS DEPOSITARY SHS REPSTG 1/1000TH PFD SER R 6.875%		4,858.90		5,350.00
PS BUSINESS PKS INC CALIF COM		81,459.00		99,774.00
PSIVIDA CORP COM STK		13,596.11		2,775.00
PSS WORLD MED INC COM		3,425.19		2,902.80
PUB FIN AUTH CHARTER SCH REV DENVER C TAXABLE-SER B 7 DUE 12-15-2013 TAX		10,013.00		10,108.40
PUB SERVICE ENTERPRISE GROUP INC COM		80,505.03		75,432.89
PUB SERVICE ENTERPRISE GROUP INC COM		104,822.44		98,204.75
PUB SERVICE ENTERPRISE GROUP INC COM		241,320.17		360,766.29
PUB STORAGE COM		228,423.56		405,262.44
PUB STORAGE COM		24,813.41		42,544.72
PUB STORAGE DEP SH REPSTG 1/1000TH PFD SER A		10,189.66		10,929.90
PUBLICIS GROUPE SA EUR0.40		320,719.78		343,566.46
PUDA COAL INC COM PAR $.001 COM PAR $.001		247,562.17		4,884.00
PULSE ELECTRONICS CORP		19,696.00		10,920.00
PULTE GROUP INC		61,061.06		72,564.17
PULTE GROUP INC		99,679.94		46,529.94

170


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
PURADYN FILTER TECHNOLOGIES INC COM		18,196.05		4,516.65
PURAMED BIOSCIENCE INC COM STK		5,321.70		3,531.00
PURCHASEPRO COM INC COM NEW STK		5,067.64		—
PURE BIOFUELS CORP COM STK		149.76		0.36
PURE BIOSCIENCE INC COM		6,006.95		3,250.00
PURPLE BEVERAGE CO INC COM STK		2,396.80		0.40
PUTNAM HI INC FD NAME CHANGE TO PUTNAM HI INC SECS FD SEC # 2752685 EFF 9/30/05		19,119.90		26,880.00
PVTPL 1ST SEC BK N A S.L CY UT CR LEASE BKD P-THRU CTF A-2 144A 9.35 01-10-23		30,637.50		31,734.00
PVTPL AIR 2 US ENHANCED EQUIP SER A 8.027 DUE 10-01-2020 BEO SF 10-01-2000		48,732.06		57,143.05
PVTPL AMERICAN INTL GROUP INC NT 144A 3.75% DUE 11-30-2013 BEO		100,731.00		98,127.50
PVTPL ARCH COAL INC SR NT 144A 7% DUE 06-15-2019/06-14-2011 BEO		110,062.50		112,200.00
PVTPL ARISTOTLE HLDG INC SR NT 144A 3.5% DUE 11-15-2016 BEO		339,908.20		346,274.70
PVTPL ASIF GLOBAL FING XIX SR NT 144A 4.9% DUE 01-17-2013 BEO		9,987.60		10,083.52
PVTPL AVIS BUDGET RENT CAR FDG AESOP ABKD NT CL A 144A 4.64 DUE 5-20-2015		109,986.20		117,038.79
PVTPL BANK MONTREAL QUE BANK OF MONTREAL2.85 DUE 06-09-2015		370,000.00		383,526.09
PVTPL CALPINE CORP SR SECD NT 144A 7.5% DUE 02-15-2021/10-22-2010 BEO		107,482.14		117,700.00
PVTPL CITIGROUP MTG LN TR 2005-HE2 AST BKD CTF CL A 144A VAR VAR RT 5-25-2035		42,225.78		39,817.14
PVTPL CMO EXTENDED STAY AMERICA TRUST 2010-ESHA CL A 2.9505 DUE 11-05-2015		195,994.09		196,359.63
PVTPL CMO GMAC COML MTG SECS INC MTG PT CTF 1998-C2 CL F 144A 6.5 05-15-35		86,835.58		144,300.18
PVTPL CMO GS MTG SECS CORP GSMPS 2005-RP2 144A 1AF VAR RT DUE 3-25-35 BEO		184,139.35		181,226.88
PVTPL CMO GS MTG SECS TR 2011-GC5 MTG PASSTHRU CL X-A 144A VAR RT 08-10-2044		42,311.75		42,956.81
PVTPL CMO NAAC REPERFORMING LN REMIC 04-R2 CTF CL 144A A-1 .0001 10-25-34 BEO		56,419.66		67,538.38
PVTPL CMO RBSSP RESECURITIZATION TR 2010-3 VAR RT DUE 12-26-2035 BEO		69,080.93		68,657.01
PVTPL CMO WAMU MTG PASS-THRU CTFS 2004- AR13 PASS CTF A-1 144A 0 11-22-44 BEO		70,797.27		57,738.21
PVTPL CMO WFRBS COML MTG TR 2011-C3 4.375 DUE 03-15-2044 BEO		30,302.34		31,943.94
PVTPL CMO WFRBS COML MTG TR 2011-C4 CL A4 VAR RT DUE 06-15-2044 BEO		70,698.04		77,441.07
PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00080 3.75% DUE 10-15-2014 BEO		79,754.40		82,424.00
PVTPL COMMONWEALTH BANK AUST TRANCHE # TR 00081 5% DUE 10-15-2019 BEO		29,834.40		31,816.17
PVTPL CORPORACION NACIONAL DEL COBRE DE CHILE NT 144A 4.75% DUE 10-15-2014 BEO		49,241.00		53,627.80
PVTPL GLITNIR BANKI HF SUB NT FIXED/FLTG144A 6.693 15 JUN 2016 BEO IN DEFAULT		100,000.00		—
PVTPL HBOS CAP FDG NO 2 L P BONDS 144A DUE 06-30-2049/06-30-2014 BEO		28,240.50		18,600.00
PVTPL HERTZ VEH FING LLC 2009-2 ASSET BKD NT A-2 144A 5.29% DUE 03-25-2016 BEO		99,993.90		108,260.70
PVTPL INDYMAC ABS INC 2006-H1 CL A VAR RT DUE 04-25-2036 REG		262,663.95		64,306.96
PVTPL INN OF THE MTN GODS RESORT & CASINO SR NT 8.75 11-30-2020		3,532.50		2,895.00
PVTPL INTESA SANPAOLO S P A SR MED TERM NT CL X 6.5 2-24-2021		183,382.20		147,727.26
PVTPL INTL LEASE FIN CORP SR SECD NT 144A 6.5 DUE 09-01-2014/08-20-2010 BEO		59,998.20		61,350.00
PVTPL INTL LEASE FIN CORP SR SECD NT 144A 6.75 DUE 09-01-2016/08-20-2010 BEO		289,988.40		297,250.00
PVTPL LLOYDS TSB BK PLC SUB MEDIUM TERM NTS BO TRANCHE # TR 1 6.5 9-14-20		101,525.00		83,676.00
PVTPL N V BK NEDERLANDSE GEMEENTEN TR # TR 4 1.5 DUE 03-28-2014		269,198.10		269,939.79
PVTPL PEGASUS AVIATION LEASE SECUR SER 2000-1 NT CL A-2 144A 8.37 3-25-2030 BEO		143,425.00		92,400.00
PVTPL PERNOD RICARD SA 4.45 DUE 01-15-2022		176,592.60		178,089.45
PVTPL REYNOLDS GROUP ISSUER INC SR SECD NT 144A 0% DUE 04-15-2019/10-15-2014 BEO		101,500.00		101,750.00
PVTPL REYNOLDS GROUP ISSUER INC/ 02-15-2021/02-01-2011 BEO		100,437.50		99,500.00
PVTPL ROCHE HLDGS INC GTD NT 144A 6% DUE03-01-2019/02-25-2009 BEO		157,805.20		182,311.95
PVTPL SANTANDER US DEBT S A UNIPERSONAL 3.724% DUE 01-20-2015 BEO		100,000.00		90,801.50
PVTPL SANTANDER US DEBT S A UNIPERSONAL GTD SR NT 144A 3.781% DUE 10-07-2015 BEO		101,659.00		90,625.50
PVTPL SESI L L C SR NT 7.125 DUE 12-15-2021		30,000.00		31,500.00
PVTPL SOUTHERN NAT GAS CO SOUTHERN NAT GAS 5.9% DUE 04-01-2017/03-26-2007 BEO		30,015.70		34,286.16
PVTPL TL ACQUISITIONS INC SR TOGGLE NT 144A 10.5% DUE 01-15-2015/07-15-2011 BEO		9,872.40		7,175.00
PVTPL UNITED BUSINESS MEDIA LT 5.75 DUE 11-03-2020		68,806.50		70,605.92
PVTPL WPX ENERGY INC NT 6 DUE 01-15-2022		50,000.00		51,187.50
PWR 3 MED PRODS INC COM STK		9,362.50		343.52
PYRAMID OIL CO COM		1,280.03		805.80
Q E P INC COM		1,189.67		3,840.00

171


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
QAD INC CL A STOCK		1,960.00			2,100.00
QAD INC COM USD0.001 CLASS ‘B’		461.76			515.00
QBE INS GROUP NPV		559,970.95			435,349.72
QCOM US 01/21/12 C60		(52.30	)		(5.00	)
QEP RES INC 6.875% DUE 03-01-2021		90,001.80			96,975.00
QEP RES INC COM STK		223,968.90			158,220.00
QEP RES INC COM STK		108,744.66			109,054.60
QIAGEN N V COM		2,319.68			1,381.00
QIAO XING UNIVERSAL RESOURCE INC		5,868.54			1,342.00
QLIK TECHNOLOGIES INC COM STK		25,266.22			21,901.00
QQQ US 01/21/12 C57		(344.25	)		(265.00	)
QQQ US 06/16/12 P58		3,225.74			2,410.00
QUAKER CHEM CORP COM		9,994.45			9,722.50
QUAL DISTR INC FLA COM		51,357.80			50,625.00
QUALCOMM INC COM		800,495.64			828,207.50
QUALCOMM INC COM		1,181,979.45			2,007,763.50
QUALCOMM INC COM		1,289,447.39			1,279,980.00
QUALCOMM INC COM		1,817,940.15			2,103,269.70
QUALCOMM INC COM		1,554,215.11			1,761,340.00
QUALITY SYS INC COM STK		19,669.78			18,873.05
QUALITY SYS INC COM STK		343,507.96			281,863.80
QUANTA SVCS INC COM		57,110.81			57,081.00
QUANTA SVCS INC COM		106,284.54			99,557.88
QUANTA SVCS INC COM		257,734.19			309,551.34
QUANTUM CORP DSSG COM		2,412.41			2,400.00
QUANTUM CORP DSSG COM		154,600.57			142,080.00
QUANTUM FUEL SYS TCHNLGIS WRLDWDE INC COM NEW		5,167.11			1,198.66
QUANTUM SOLAR PWR CORP COM		51.95			12.50
QUEBEC PROV CDA GLOBAL NOTES 2.75% DUE 08-25-2021 BEO		338,674.00			339,621.58
QUEENSTON MNG INC COM		16,546.05			10,800.00
QUEPASA CORP COM NEW STK		2,294.59			1,660.00
QUEST DIAGNOSTICS INC COM		12,303.94			13,256.76
QUEST DIAGNOSTICS INC COM		164,840.04			185,792.00
QUEST DIAGNOSTICS INC COM		130,522.23			194,965.48
QUEST OIL CORP COM		3,387.60			326.00
QUEST RARE MINERALS LTD COMMON STOCK		738,440.54			334,208.60
QUESTAR CORP COM		289,552.50			303,858.00
QUESTCOR PHARMACEUTICALS INC COM		157,939.71			153,014.40
QUESTCOR PHARMACEUTICALS INC COM		115,690.75			158,004.00
QUESTCOR PHARMACEUTICALS INC COM		95,365.94			102,952.08
QUICKLOGIC CORP CDT-COM STK		8,558.60			7,410.00
QUICKSILVER RES INC COM		363.62			167.75
QUIKSILVER INC COM		15,958.42			13,898.50
RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO		75,000.00			87,750.00
RACKSPACE HOSTING INC COM STK		186,393.27			203,007.20
RACKSPACE HOSTING INC COM STK		96,761.00			111,826.00
RACKSPACE HOSTING INC COM STK		365,866.30			380,638.50
RAD US 01/21/12 C2		(14.26	)		(25.00	)
RADIAN GROUP INC COM		773,413.04			907,098.66
RADIAN GROUP INC COM		139,601.40			122,850.00
RADIENT REV STK SPLIT RADIENT PHARMACEUTICALS 2H1MAL1 2/10/2012		72.17			0.31
RADIOSHACK CORP COM		41,218.17			30,415.05
RADISYS CORP COM		22,342.42			8,602.00
RAIT FINL TR COM NEW		7,412.57			6,102.20

172


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
RAIT FINL TR PFD SHS BEN INT SER C PFD STK		22,802.95			19,550.00
RAKUTEN INC NPV		288,700.90			287,228.26
RALCORP HLDGS INC NEW COM		2,557.86			2,821.50
RALLYE EUR3		757,885.67			598,406.04
RALPH LAUREN CORP CL A CL A		45,797.36			43,548.73
RALPH LAUREN CORP CL A CL A		107,721.75			183,370.24
RAM ENERGY NAME CHANGE WITH CUSIPHALCON RES CORP 2H1JAF1 2/9/2012		5,231.72			9,390.00
RAM PWR CORP COM STK		6,387.62			1,740.75
RAMBUS INC DEL COM		313,683.22			167,194.75
RAMTRON INTL CORP COM NEW COM NEW		78,268.02			60,450.00
RANCHER ENERGY CORP COM		183,530.80			765.76
RANDSTAD HLDGS NV EUR0.10		715,427.23			436,204.38
RANGE RES CORP COM		96,468.60			102,423.60
RANGE RES CORP COM		166,077.89			212,144.50
RANGE RES CORP COM		812,538.83			780,444.00
RAPTOR NETWORKS TECHNOLOGY INC COM		8,575.75			86.84
RARE ELEMENT RES LTD COM		945,994.23			325,734.50
RASER TECHNOLOGIES INC COM		14,241.25			—
RAYMOND JAMES FNCL INC COM STK		5,045.14			6,192.00
RAYMOND JAMES FNCL INC COM STK		284,091.17			275,544.00
RAYMOND JAMES FNCL INC COM STK		463,231.41			573,626.88
RAYMOND JAMES FNCL INC COM STK		624,780.85			552,636.00
RAYONIER INC REIT		161,214.85			244,528.13
RAYTHEON CO 3.125% DUE 10-15-2020		49,732.50			50,389.30
RAYTHEON CO USD0.01		202,734.09			208,978.41
RAYTHEON CO USD0.01		306,883.16			366,381.74
RBC BEARINGS INC COM		9,994.77			11,467.50
RCM TECHNOLOGIES INC COM NEW		968.95			1,554.00
RDSB US 04/21/12 C75		(277.29	)		(420.00	)
RDSB US 04/21/12 C80		(547.74	)		(1,400.00	)
REACHLOCAL INC COM STK		2,199.72			618.00
REACHLOCAL INC COM STK		48,975.99			17,922.00
REAL GOODS SOLAR INC CL A COM STK		15,965.60			14,300.00
REALITY RACING INC COM NEW STK		35,371.13			—
REALNETWORKS INC COM NEW		42,757.20			22,500.00
REALPAGE INC COM STK		5,765.15			7,581.00
REALTY INCOME CORP MONTHLY INCOME CL E CUMULATIVE 6.75%		2,626.15			2,727.04
REALTY INCOME CORP PFD SER D 7.375%		26,884.62			28,172.92
REAVES UTIL INCOME FD COM SH BEN INT COMSH BEN INT		49,496.05			54,891.31
REBATE ACCRUALS		0.00			—
RECEIVABLE FROM LEHMAN LBI		12,993.75			0.01
RECKITT BENCK GRP ORD GBP0.10		468,237.77			480,357.69
RECYCLE TECH INC COM STOCK		5,160.00			140.00
RED BRH TECHNOLOGIES INC COM STK		1,308.95			32.00
RED ELECTRICA CORP EUR2		178,137.17			176,402.38
RED HAT INC COM		36,691.81			35,509.40
RED HAT INC COM		96,955.70			169,206.42
RED HAT INC COM		1,391,979.79			1,597,097.20
RED HAT INC COM		523,741.70			598,705.00
REDDY ICE HLDGS INC COM		552.03			24.00
REDWOOD TR INC COM		22,392.68			12,234.31
REED ELSEVIER CAP 8.625% DUE 01-15-2019		169,923.88			187,212.75
REED ELSEVIER GBP0.1444		368,139.15			333,193.52
REFLECT SCIENTIFIC INC COM		5,065.90			210.00

173


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
REFLECTKOTE INC COM		2,425.65			0.24
REGAL ENTMT GROUP CL A CL A		32,021.30			27,421.03
REGENCY CTRS CORP COM		3,788.26			3,762.00
REGENCY ENERGY 6.5% DUE 07-15-2021		64,010.00			66,560.00
REGENCY ENERGY PARTNERS L P		6,936.35			7,458.00
REGENECA INC COM		72,289.95			98.56
REGI U S INC COM		10,776.28			1,400.00
REGIONS FINANCIAL CORP COMSTK CALL OPT EXP 01/22/11 PR $7.5 PER SH		(1,695.44	)		(140.00	)
REGIONS FINL CORP 6.375% DUE 05-15-2012		9,210.00			10,000.00
REGIONS FINL CORP 7.75% DUE 11-10-2014		9,972.50			10,100.00
REGIONS FINL CORP NEW COM		49,548.06			44,222.55
REGIONS FINL CORP NEW COM		464,115.39			116,611.70
REGIS CORP MINN COM		19.04			22.96
REINSURANCE GROUP AMER INC COM NEW STK		5,781.78			5,047.84
REINSURANCE GROUP AMER INC COM NEW STK		148,491.81			151,525.00
RELIANCE STL & ALUM CO COM		17,032.26			17,041.50
RELIANCE STL & ALUM CO COM		171,854.50			243,450.00
RELIV INTL INC COM		3,521.00			477.23
RENAISSANCE GOLD INC COMSTK		123.23			711.60
RENAISSANCE RE HLDGS LTD COM		2,745.30			3,718.50
RENASANT CORP COM		51,483.65			56,716.32
RENAULT SA EUR3.81		171,748.92			153,419.18
RENT A CTR INC NEW COM		104,700.62			192,400.00
RENTECH INC COM STK		96,226.51			114,625.00
REP AWYS HLDGS INC COM USD0.001		338.09			343.00
REP BK BOUNTIFUL UT CTF DEP DTD 03-31-2010 2.7 03-31-2015		10,000.00			10,331.00
REP BK BOUNTIFUL UT CTF DEP DTD 04-21-2010 2.95 04-21-2016		5,000.00			5,219.00
REP BK BOUNTIFUL UT CTF DEP DTD 08-17-2009 2.95 02-18-2014		10,000.00			10,378.40
REP BK BOUNTIFUL UT CTF DEP DTD 12-23-2009 3.05 12-23-2015		12,382.20			12,547.32
REPSOL YPF SA EUR1		583,548.10			599,863.85
REPUBLIC BK BOUNTIFUL UTAH CTF DEP DTD 03-18-2009 3.65 03-18-2015		7,000.00			7,418.74
REPUBLIC SVCS INC COM		8,267.10			81,166.77
REPUBLIC SVCS INC COM		183,646.09			191,169.45
REPUBLIC SVCS INC COM		555,889.98			517,940.00
RESEARCH IN MOTION LTD COM		333,728.81			224,996.50
RESERVOIR CAP CORP COM		9,706.90			2,523.50
RESERVOIR MINERALS INC		(56.28	)		638.57
RESOLUTION LTD ORD NPV		159,457.76			150,078.56
RESOURCE CAP CORP COM		335,124.22			311,938.44
RESOURCE CAP CORP COM		206,207.71			174,928.28
RESTAURANT BRANDS NEW ZEALAND SHS		23,521.75			19,862.04
RESVERLOGIX CORP		5,665.36			1,246.23
RETAIL OPPORTUNITY INVTS CORP COM STK		88,206.53			93,240.00
REVLON INC CL A NEW COM STK		6,214.36			7,702.66
REVOLUTION RESOURCES CORP COM STK		30,129.48			24,010.00
REX AMERICAN RESOURCES CORP		6,182.90			8,844.00
REX AMERICAN RESOURCES CORP		29,817.45			33,165.00
REX ENERGY CORP COM STK		7,879.70			10,258.20
REXAHN PHARMACEUTICALS INC COM		124,469.42			27,264.51
REYNOLDS AMERICAN INC COM		189,190.66			243,447.43
REYNOLDS AMERICAN INC COM		98,638.85			125,916.80
REYNOLDS AMERICAN INC COM		144,944.48			306,715.10
REYNOLDS AMERN INC 6.75% DUE 06-15-2017		49,954.00			56,831.40
REYNOLDS AMERN INC 7.25% DUE 06-01-2012		43,798.80			40,970.84

174


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
RF MICRO DEVICES INC COM		74,818.64			63,946.80
RGLD US 01/21/12 C70		(654.46	)		(270.00	)
RHYTHMS NETCONNECTIONS INC COM		780.60			0.04
RICKS CABARET INTL INC COM NEW ISIN #US7656413033		1,024.67			846.00
RIG US 01/19/13 C65		(1,021.51	)		(112.00	)
RIG US 02/18/12 C45		(107.30	)		(48.00	)
RIGEL PHARMACEUTICALS INC COM NEW STK		10,012.87			10,817.19
RIGEL PHARMACEUTICALS INC COM NEW STK		82,352.29			78,111.00
RIGHTSMILE INC COM NEW COM NEW		2,271.75			441.20
RIM SEMICONDUCTOR CO COM		6,088.51			8.56
RIMA INTL HLDGS INC CL A CL A		1,112.95			—
RIMM US 01/21/12 C15		(1,102.14	)		(1,292.00	)
RIMM US 04/21/12 C17		(731.20	)		(740.00	)
RIMM US 12/30/11 C15		(155.46	)		(10.00	)
RINO INTL CORP COM STK		11,116.13			21.00
RIO TINTO FIN USA 2.5% DUE 05-20-2016		5,056.40			5,100.66
RIO TINTO FIN USA 3.75% DUE 09-20-2021		30,265.80			31,435.86
RIO TINTO FIN USA 6.5% DUE 07-15-2018		183,203.56			204,902.19
RIO TINTO FIN USA 9% DUE 05-01-2019		330,337.50			341,192.75
RIO TINTO FIN USA 9% DUE 05-01-2019		6,726.65			6,809.64
RIO TINTO ORD GBP0.10		661,351.44			466,371.63
RITCHIE BROS AUCTIONEERS INC COM		10,026.14			7,838.40
RITCHIE BROS AUCTIONEERS INC COM		598,340.29			649,152.00
RITE AID CORP COM		130,878.94			135,766.26
RITE AID CORP COM		37,142.88			43,722.00
RITE AID CORP DEB DTD 12-20-1996 7.7 DUE 02-15-2027 REG		6,076.25			6,390.00
RIVER HAWK AVIATION INC COM NEW STK		2,629.90			0.01
RIVERBED TECHNOLOGY INC COM		87,015.27			74,965.00
RIVERBED TECHNOLOGY INC COM		136,463.62			164,500.00
RIVERSIDE RES INC COM STK		4,520.45			5,704.00
RLI CORP COM		168,960.97			196,722.00
RLTY INC CORP COM		461,761.68			530,037.68
RMBS US 02/18/12 C19		(501.55	)		(6.00	)
RMD ENTMT GROUP COM PAR $0.001 COM STK		13,410.60			—
RMD TECHNOLOGIES INC COM		658.40			—
ROANOKE TECH CORP COM NEW		825.90			—
ROBBINS & MYERS INC COM		13,544.76			13,533.37
ROBERT HALF INTL INC COM		90,592.95			88,425.22
ROBERT HALF INTL INC COM		702,346.78			774,823.50
ROCHE HLDGS AG GENUSSCHEINE NPV		178,241.14			181,515.76
ROCHE HLDGS AG GENUSSCHEINE NPV		789,111.84			757,247.83
ROCHE HLDGS AG GENUSSCHEINE NPV		986,188.10			994,862.30
ROCKGATE CAP CORP		98,483.97			43,332.31
ROCK-TENN CO CL A CL A		7,614.33			8,452.96
ROCK-TENN CO CL A CL A		283,313.50			401,592.00
ROCKWELL AUTOMATION		32,144.69			47,736.65
ROCKWELL AUTOMATION		75,084.10			225,172.53
ROCKWELL AUTOMATION		951,396.47			1,071,202.00
ROCKWELL AUTOMATION		708,077.09			749,914.77
ROCKWELL AUTOMATION		380,682.67			484,242.00
ROCKWELL COLLINS INC COM		42,964.84			44,984.35
ROCKWELL COLLINS INC COM		90,621.26			185,268.02
ROCKWOOD HLDGS INC COM		43,253.86			37,047.17
ROCKWOOD HLDGS INC COM		206,447.87			173,228.00

175


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ROCKWOOD HLDGS INC COM		485,564.31			492,125.00
ROCKY BRANDS INC COM STK		1,094.38			902.00
ROCKY MTN CHOCOLATE FACTORY INC COM PAR $0.03 COM PAR $0.03		1,300.85			854.00
ROCKY MTN ENERGY CORP NEV COM		3,496.00			—
ROFIN SINAR TECHNOLOGIES INC COM		22,333.57			15,538.00
ROGERS 6.8% DUE 08-15-2018		29,977.40			36,544.32
ROGERS CABLE INC 6.75% DUE 03-15-2015		20,287.50			23,002.52
ROGERS WIRELESS 6.375% DUE 03-01-2014		10,000.00			11,026.32
ROLLS ROYCE HLDGS ORD GBP0.20		290,038.32			369,485.87
ROPER INDS INC NEW COM		9,810.92			13,030.50
ROPER INDS INC NEW COM		105,472.94			172,089.47
ROSETTA RES INC COM		65,510.81			56,550.00
ROSETTA RES INC COM		491,313.86			448,050.00
ROSETTA STONE INC COM		68,061.71			27,521.41
ROSETTA STONE INC COM		15,138.75			11,445.00
ROSS STORES INC COM		47,656.52			53,727.19
ROSS STORES INC COM		112,424.12			240,406.74
ROVI CORP COM		53,313.34			24,702.90
ROWAN COMPANIES INC COM		55,585.96			47,054.62
ROWAN COMPANIES INC COM		56,593.55			84,135.42
ROWAN COMPANIES INC COM		499,601.02			538,569.81
ROYAL BK CDA 2.3% DUE 07-20-2016		25,660.25			25,425.80
ROYAL BK CDA MONTREAL QUE COM NPV		16,293.90			17,836.00
ROYAL BK SCOTLAND 3.95% DUE 09-21-2015		79,834.40			75,016.32
ROYAL BK SCOTLAND 5% DUE 10-01-2014		211,000.00			198,109.68
ROYAL BK SCOTLAND 5% DUE 11-12-2013		27,150.00			26,822.04
ROYAL BK SCOTLAND 5.05% DUE 01-08-2015		117,875.00			114,162.30
ROYAL BK SCOTLAND 5.05% DUE 01-08-2015		18,767.93			16,012.64
ROYAL BK SCOTLAND 5.625 DUE 08-24-2020		1,001.58			960.11
ROYAL BK SCOTLAND 6.4% DUE 10-21-2019		119,869.20			112,342.56
ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPRESENTING		24,129.95			21,709.00
ROYAL BK SCOTLAND PERPETUAL REGULATORY TIER ONE SECS SER1 7.648 DUE 08-29-2049		18,150.00			13,625.00
ROYAL CARIBBEAN CRUISES COM STK		58,694.55			51,867.48
ROYAL CARIBBEAN CRUISES LTD SR NT 11.875% DUE 07-15-2015		6,224.25			5,900.00
ROYAL DUTCH SHELL A ORD EUR0.07		3,149.75			3,684.05
ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (DUTCH LIST)		1,241,972.49			1,267,901.66
ROYAL DUTCH SHELL ‘A’SHS EUR0.07 (UK LIST)GBP		692,577.79			735,195.91
ROYAL GOLD INC COM STK USD0.01		397,837.49			398,903.52
ROYAL QUANTUM GROUP INC COM STK		2,547.75			624.00
ROYAL STD MINERALS INC COM		2,350.26			6,900.00
ROYALITE PETE CO INC COM STK		19,766.07			20.30
RPC INC COM		97,109.48			85,226.04
RPM INTL INC		135,601.47			189,413.01
RPX CORP COM		15,038.90			12,966.25
RRC US 11/19/11 C72.5		(650.01	)		—
RRI ENERGY INC 7.625% DUE 06-15-2014		5,213.00			5,012.50
RRSAT GLOBAL COMMUNICATIONS COM STK		2,327.12			383.90
RSA INSURANCE GROUP PLC ORD GBP0.275		192,949.93			171,903.67
RSTI US 01/21/12 C22.5		(81.53	)		(250.00	)
RTI BIOLOGICS INC COM STK		25,178.06			23,793.96
RTI BIOLOGICS INC COM STK		25,098.60			33,300.00
RTI INTL METALS INC COM		3,171.02			2,321.00
RTI INTL METALS INC COM		472,382.43			412,209.60
RUBICON MINERALS CORP COM		65,195.10			62,116.74

176


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
RUBICON TECHNOLOGY INC COM MON STK		71,042.03			30,001.05
RUBY TUESDAY INC COM		188,085.25			114,574.50
RUDDICK CORP COM		3,592.55			3,624.40
RUDOPLH TECHNOLOGIES INC COM		44,169.64			49,078.00
RUDY NUTRITION COM PAR $.001 STK		4,106.95			—
RUSHNET INC COM COM		4,274.50			740.00
RUSORO MNG LTD COM STK		14,785.32			4,375.68
RUSSIAN FEDERATION 7.5%-BDS 3/30 USD REGS		299,333.40			380,329.47
RUSSIAN FEDN US$ BD 144A 7.5 DUE 03-31-2030/09-30-2009 REG		3,700.08			4,848.21
RVBD US 01/21/12 C24		(1,235.44	)		(1,210.00	)
RWE AG NEU ESSEN COM STK		11,508.15			5,991.67
RWE AG NPV		198,394.94			179,423.19
RYDER SYS INC COM		19,066.78			21,627.98
RYDER SYS INC COM		188,140.38			223,188.00
RYDER SYS INC COM		274,318.86			446,376.00
RYDER SYS INC COM		33,491.96			58,400.86
RYDER SYS INC COM		214,750.29			260,386.00
RYE PATCH GOLD CORP COM		9,701.90			21,280.00
RYLAND GROUP INC COM		978.00			945.60
S AMERN SILVER CORP COMMON STOCK		484.59			266.20
S US 01/19/13 C3		(2,324.80	)		(740.00	)
S US 01/21/12 C3		(122.98	)		(16.00	)
S&P N AMERN NAT RES SECTOR INDEX FD		387,841.64			372,131.04
S&P N AMERN TECH SECTOR INDEX FD		24,820.33			26,793.91
S&P N AMERN TECH SOFTWARE INDEX FD		1,261.09			1,353.00
S.W. AIRL CO COM		1,046,791.95			1,051,358.17
S.W. AIRL CO COM		177,990.54			145,434.40
S.W. AIRL CO COM		710,653.65			658,674.88
SA US 01/18/14 C20		(2,956.17	)		(3,150.00	)
SA US 02/18/12 C30		(80.78	)		(18.00	)
SABINE RTY TR UNIT BEN INT		4,565.87			5,044.00
SABRA HEALTH CARE REIT INC COM STOCK\		6,511.90			4,836.00
SABRE HLDGS CORP 8.35% DUE 03-15-2016		46,136.26			38,250.00
SACO I TR 2005-7 MTG BKD CTF CL A VAR RATE 09-25-2035 REG		19,026.75			17,556.55
SAEHAN BK LOS ANGELES CALIF CTF DEP DTD 03-27-2009 3.4 03-27-2014		36,000.00			37,718.28
SAFE BULKERS INC COM STK		20,384.69			17,071.50
SAFEGUARD SCIENTIFICS INC COM NEW COM NEW		5,810.88			8,684.50
SAFEWAY INC 3.95% DUE 08-15-2020		47,609.60			49,376.40
SAFEWAY INC 4.75% DUE 12-01-2021		100,125.20			102,436.20
SAFEWAY INC COM NEW		46,088.16			45,172.88
SAFEWAY INC COM NEW		296,664.67			157,421.28
SAFEWAY INC COM NEW		1,239,574.68			1,212,956.00
SAFEWAY INC COM NEW		421,534.72			448,152.00
SAFRA NATL BK NEW .55% DUE 12-17-2012		40,000.00			39,951.20
SAFRA NATL BK NEW YORK N Y DTD 07-20-2011 .25 C/D 04-20-2012		240,000.00			239,836.80
SAGE GROUP ORD GBP0.01		46,119.47			50,517.13
SAGE GROUP ORD GBP0.01		395,048.74			457,792.95
SAHARA ENERGY LTD COM NEW		1,258.96			12.23
SAIA INC COM STK		23,504.88			26,208.00
SAIC INC COM STK USD0.0001		31,966.46			21,679.56
SAIC INC COM STK USD0.0001		114,121.92			73,617.10
SAKER AVIATION SVCS INC COM		4,789.50			8.75
SAKS INC COM		291,243.48			271,537.50
SAKS INC COM		10,746.95			11,700.00

177


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SALAMON GROUP INC COM		1,647.80			1,639.80
SALESFORCE COM INC COM STK		35,257.45			27,901.50
SALESFORCE COM INC COM STK		194,152.61			291,697.50
SALESFORCE COM INC COM STK		955,294.74			809,853.72
SALESFORCE COM INC COM STK		339,128.81			299,307.00
SALESFORCE COM INC COM STK		305,510.56			613,833.00
SALLIE MAE BK 3.35% DUE 04-29-2013		8,000.00			8,262.80
SALLIE MAE BK MURRAY UT CTF DEP DTD 11-13-2008 5 11-13-2013		160,000.00			171,259.20
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 05-13-2009 3.05 05-14-2012		10,000.00			10,091.00
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 06-10-2009 3.65 06-10-2014		10,000.00			10,541.40
SALLIE MAE BK MURRAY UTAH CTF DEP DTD 11-13-2008 4.7 11-13-2012		10,000.00			10,347.20
SAM US 03/17/12 C120		(47.30	)		(175.00	)
SAM US 06/16/12 C110		(322.29	)		(900.00	)
SAMPO OYJ SER‘A’NPV		108,178.52			113,710.32
SAMSUNG ELECTRONIC KRW5000		496,823.85			699,822.92
SAMSUNG ELECTRONIC KRW5000		346,394.11			364,605.90
SAN FRANCISCO CALIF CITY & CNTY REDEV FING OID 8.51 @97.814 8.25 8-1-2024		10,608.66			11,393.60
SAN GOLD CORP COM STK		29,744.29			19,402.95
SAN WEST INC COM		4,707.65			13.40
SANDISK CORP COM		90,948.47			109,443.04
SANDISK CORP COM		272,685.59			255,842.79
SANDISK CORP COM		313,340.09			359,233.00
SANDRIDGE ENERGY INC COM		243,767.76			238,631.04
SANDRIDGE MISSISSIPPIAN TR I UNIT BEN INT		41,480.56			54,297.37
SANDSPRING RES LTD COM STOCK		15,037.95			5,904.00
SANDSTORM GOLD LTD COM		26,571.14			36,539.00
SANDVINE CORP COM		1,018.16			693.75
SANFILIPPO JOHN B & SON INC COM		16,378.55			7,917.00
SANGAMO BIOSCIENCES INC COM STK		24,434.79			8,520.00
SANM US 01/21/12 C9		(763.95	)		(780.00	)
SANMINA-SCI CORP COM NEW COM NEW		39,983.68			39,102.00
SANMINA-SCI CORP COM NEW COM NEW		338,272.91			385,434.00
SANOFI		1,112,574.26			1,057,684.85
SANOFI CONTINGENT VALUE RIGHTS EXP DT 12-31-2020		26,368.92			526.80
SANOFI SPONSORED ADR		216,361.38			221,103.54
SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV 5.876% 04-01-2032 BEO TAXABLE		108,870.00			118,970.00
SANTANDER FIN PFD S A UNIPERSONAL GTD PFD SECS SER 4		25,423.95			22,667.80
SANTANDER FIN PFD S A UNIPERSONAL PFD STK		2,847.45			2,627.00
SANTARUS INC COM		9,238.21			8,275.00
SANTEN PHARM CO NPV		77,846.56			119,438.08
SANTEON GROUP INC COM		46,012.14			553.78
SAP AG ORD NPV		489,131.38			574,816.77
SAPIENT CORP COM		308,237.48			308,448.00
SARA LEE CORP COM		4,859.07			5,336.30
SARA LEE CORP COM		197,109.76			208,120.00
SARA LEE CORP COM		173,175.82			243,822.04
SATCON TECH CORP COM		32,609.22			6,826.14
SATMAX CORP COM		15.35			5.32
SAUER ENERGY INC SAUER ENERGY		506.95			355.00
SAUER-DANFOSS INC COM		3,077.45			2,715.75
SAVE WORLD AIR INC COM		2,469.94			1,887.00
SAVOY ENERGY CORP COM NEW COM NEW		899.47			2.00
SAXON AST SECS TR FLTG RT .7363% DUE 05-25-2035		73,895.77			58,001.55
SBA COMMUNICATIONS CORP CL A COM		1,079.50			1,288.80

178


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SBA COMMUNICATIONS CORP CL A COM		1,069,044.59			1,632,480.00
SBC COMMUNICATIONS 5.1% DUE 09-15-2014		58,023.40			66,086.64
SBUX US 01/21/12 C44		(174.30	)		(250.00	)
SBUX US 01/21/12 C49		(94.26	)		(110.00	)
SCANA CORP NEW COM		11,446.27			12,391.50
SCANA CORP NEW COM		86,916.80			110,216.76
SCANTEK MED INC COM		322.44			—
SCCO US 01/21/12 C31		(786.96	)		(520.00	)
SCCO US 03/17/12 C30		(657.72	)		(660.00	)
SCHEIN HENRY INC COM		10,684.50			12,886.00
SCHIMATIC CASH TRANSACTIONS NETWORK COM INC COM		11,484.28			60.00
SCHLUMBERGER LTD COM COM		958,371.71			893,348.51
SCHLUMBERGER LTD COM COM		1,088,821.89			2,003,395.68
SCHLUMBERGER LTD COM COM		932,075.73			935,847.00
SCHLUMBERGER LTD COM COM		1,569,643.60			1,442,707.20
SCHLUMBERGER LTD COM COM		668,193.70			608,505.48
SCHLUMBERGER LTD COM COM		878,581.58			867,537.00
SCHNEIDER ELECTRIC EUR4.00		721,143.76			701,946.76
SCHNEIDER ELECTRIC EUR4.00		640,316.41			576,426.13
SCHNITZER STL INDS INC CL A		38,321.60			28,116.20
SCHOLASTIC CORP COM		145,242.83			149,850.00
SCHW US 01/19/13 C15		(107.30	)		(65.00	)
SCHWAB (CHARLES) CORP COMSTK CALL OPT EXP 01/21/2012 PR $20 PER SH		(835.46	)		(50.00	)
SCHWAB CAP TR SMALL CAP EQTY FD SELECT SHS		604,486.10			553,765.05
SCHWAB CHARLES CORP COM NEW		80,817.14			51,803.18
SCHWAB CHARLES CORP COM NEW		304,580.01			264,148.34
SCHWAB CHARLES FAMILY FDS CASH RESVS		3,554,338.28			3,554,338.28
SCHWEITZER-MAUDUIT INTL INC COM		2,934.48			3,788.22
SCIENT INC COM NEW		577.76			—
SCIENTIFIC GAMES 9.25% DUE 06-15-2019		5,550.50			5,287.50
SCIENTIFIC GAMES CORP		1,816.14			727.50
SCIENTIFIC GAMES CORP		268,190.44			263,258.00
SCIQUEST INC NEW COM		30,301.11			29,967.00
SCIQUEST INC NEW COM		889.42			856.20
SCOR SE EUR7.876972		157,465.87			162,828.02
SCOR SE EUR7.876972		183,537.62			194,009.84
SCORPIO GOLD CORP NEW STOCK		45,071.79			52,830.00
SCORPIO MNG CORP COM		2.84			3.83
SCOTTS MIRACLE-GRO CLASS‘A’COM NPV		4,326.95			4,700.63
SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK		85,040.21			87,766.98
SDS US 03/17/12 C27		(3,131.62	)		(645.00	)
SEA CONTAINERS LTD CL A CL A		2,207.73			—
SEABOARD CORP DEL COM		23,320.85			20,360.00
SEABRIDGE GOLD INC SEABRIDGE GOLD INC		103,446.06			57,834.90
SEACHANGE INTL INC COM		7,640.22			7,030.00
SEACHANGE INTL INC COM		33,751.50			26,714.00
SEACOAST BKG CORP FLA COM		184.45			161.79
SEACOR HLDGS INC COM		6,499.73			5,782.40
SEACOR HLDGS INC COM		552,606.98			471,488.00
SEADRILL LTD COM STK		272,042.57			279,813.61
SEAGATE TECHNOLOGY PLC COM USD0.00001		76,351.57			86,478.44
SEALED AIR CORP NEW COM STK		84,981.35			58,875.41
SEALED AIR CORP NEW COM STK		656,726.40			542,115.00
SEALY CORP COM		401.85			172.00

179


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SEARCHGUY COM INC COM		731.68			0.30
SEARS HLDGS CORP COM		65,474.28			27,489.70
SEARS HLDGS CORP COM		72,243.61			25,614.68
SEASPAN CORP COM		108,670.77			108,666.63
SEATTLE GENETICS INC COM		142,825.09			156,285.25
SECOND WAVE PETE INC COM STK		22,203.60			19,812.10
SECURE PATH TECHNOLOGY HLDGS INC COM STK		1,448.00			3.10
SECURE TECHNOLOGIES GROUP INC COM		20.47			—
SEERTECH CORP COM STK		11.14			—
SEI INVTS CO COM		32,307.38			23,396.04
SEKISUI CHEMICAL CO LTD NPV		130,576.10			148,501.83
SELECT COMFORT CORP OC-CAP STK OC-CAP STK		19,793.74			27,654.75
SELECT SECTOR SPDR TR CNSMR DISCRETIONARY-SHS BEN INT		134,924.90			137,126.87
SELECT SECTOR SPDR TR INDL		170,459.95			162,373.78
SELECTIVE INS GROUP INC COM		91,083.10			99,288.00
SEMICONDUCTOR HOLDRS TR DEPOS RCPT		29,169.27			27,027.00
SEMILEDS CORP COM		4,997.75			3,410.00
SEMPRA ENERGY INC COM STK		182,077.42			288,145.00
SEMTECH CORP COM		177,252.06			198,311.80
SENESCO TECHNOLOGIES INC COM NEW		24,977.04			20,800.00
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT		106,869.93			124,182.25
SENSATA TECHNOLOGIES HLDG BV		67,857.24			52,560.00
SENSATA TECHNOLOGIES HLDG BV		616,092.27			583,731.36
SENSIENT TECHNOLOGIES CORP COM		2,253.96			3,011.06
SENSIENT TECHNOLOGIES CORP COM		587,105.29			621,484.20
SENTO CORP COM NEW COM NEW		3,711.95			—
SENTRY PETROLEUM LTD COM		63,749.82			5,019.00
SEQUENOM INC COM NEW STK		90,328.13			60,110.60
SERACARE LIFE SCIENCES INC DEL COM STK		4,642.61			3,050.00
SERVICE CORP INTL 7.5% DUE 04-01-2027		30,000.00			28,800.00
SERVICE CORP INTL COM		18,653.54			23,634.42
SERVICEMASTER CO 7.45% DUE 08-15-2027		6,485.00			6,060.00
SEVEN & I HOLDINGS NPV		398,373.32			429,174.18
SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS		19,974.62			—
SEVERN TRENT ORD GBP0.9789		1,481.46			1,510.09
SGL CARBON AG COM STK		10,472.75			9,889.40
SGY US 02/18/12 C26		(515.77	)		(705.00	)
SHANDONG ZHOUYUAN SEED & NURSE CO COM STK		427.01			13.34
SHARP CORP NPV		46,030.76			43,719.04
SHAW COMMUNICATIONS INC CL B NON-VOTING PARTICIPATING SHARES		16,615.11			14,902.50
SHAW GROUP INC COM		30,120.41			24,344.50
SHAW GROUP INC COM		85,129.92			86,080.00
SHEAR WIND INC COM STK		186,065.50			86,580.60
SHELL INTL FIN B V GTD NT 4.375 DUE 03-25-2020		149,292.00			175,119.75
SHELLS SEAFOOD RESTAURANTS INC COM		277.56			—
SHENGKAI INNOVATIONS INC COM		5,008.21			1,600.20
SHERWIN-WILLIAMS CO COM		80.25			101.54
SHERWIN-WILLIAMS CO COM		175,758.42			257,543.95
SHERWIN-WILLIAMS CO COM		63,520.10			174,433.58
SHIMING U S INC COM STK		929.95			—
SHIN-ETSU CHEMICAL NPV		830,385.46			773,079.98
SHINHAN FIN GROUP KRW5000		731,082.64			723,746.74
SHINSEI BANK LTD STK		4,718.86			1,871.64
SHIONOGI & CO LTD NPV		69,575.48			59,107.11

180


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SHIP FINANCE INTERNATIONAL COMMON STK		87,686.13			50,272.96
SHIRE PLC ADR		236,519.69			260,892.90
SHIRE PLC ADR		4,970.40			5,506.70
SHIRE PLC ORD GBP0.05		628,642.68			687,215.68
SHORE BANCSHARES INC COM		3,583.05			2,157.85
SHORETEL INC COM		63,355.21			63,800.00
SHORETEL INC COM		89,427.26			84,216.00
SIERRA BANCORP COM STK		1,942.75			1,540.00
SIERRA RESOURCE GROUP INC COM		2,253.90			33.60
SIERRA WIRELESS INC COM STK		6,811.90			3,507.50
SIFCO INDS INC COM STK		5,474.65			5,973.00
SIFY TECHNOLOGIES LTD		99,537.75			87,390.78
SIGMA DESIGNS INC COM		7,991.87			3,600.00
SIGMA DESIGNS INC COM		24,488.60			19,392.00
SIGMA-ALDRICH CORP COM		47,644.27			57,480.29
SIGMA-ALDRICH CORP COM		60,119.49			165,768.84
SIGMATRON INTL INC COM		475.34			990.00
SIGNATURE BK NY N Y COM		6,111.00			8,998.50
SIGNATURE BK NY N Y COM		360,591.34			394,134.30
SIGNATURE BK NY N Y COM		137,799.28			155,974.00
SIGNATURE GROUP HLDGS INC COM		62.19			29.81
SIGNET JEWELERS LTD ORD USD0.18		22,108.49			21,980.00
SILGAN HLDGS INC COM		4,161.85			3,670.80
SILICON GRAPHICS INC COM		1,388.49			—
SILICON IMAGE INC COM STK		22,538.23			15,040.00
SILICON IMAGE INC COM STK		214,640.55			161,210.00
SILVER BULL RES INC COM STOCK		1,333.20			322.20
SILVER FALCON MNG INC COM STK		3,092,260.32			1,041,854.63
SILVER HILL MINES INC COM NEW COM NEW		4,680.50			10.98
SILVER RANGE RES LTD		4,124.61			3,068.93
SILVER RANGE RES LTD COM		0.00			—
SILVER SPRUCE RES INC COM		38,221.22			4,269.15
SILVER STD RES INC		287,958.94			197,529.26
SILVER WHEATON CORP COM		2,545,589.23			2,103,654.40
SILVERADO GOLD MINES LTD COM NEW		135,161.47			3,593.34
SILVERCORP METALS INC COM SILVERCORP METALS INC		543,628.16			412,544.00
SILVERCREST MINES INC COM		3,466.95			3,771.00
SILVERMEX RES INC COM		37,787.15			17,618.00
SILVERSTAR MNG CORP COM NEW COM NEW		0.00			57.92
SIMON PROPERTY GROUP INC COM		358,280.81			821,218.86
SIMON PROPERTY GROUP INC COM		62,108.75			154,000.88
SIMPLEPONS INC COM COM STK		0.00			48.00
SIMPSON MFG INC COM		12,296.45			13,622.25
SINA CORPORATION COM STK USD0.133		609,334.93			457,340.00
SINA US 01/06/12 C55		0.00			(1,275.00	)
SINA US 01/21/12 C62.5		(231.53	)		(140.00	)
SINCLAIR BROADCAST GROUP INC CL A		10,030.51			11,330.00
Singapore dollar		0.78			0.78
Singapore dollar		352.10			352.10
Singapore dollar		29,590.37			29,590.37
Singapore dollar		12,335.53			12,335.53
Singapore dollar		123.48			123.48
Singapore dollar		36,247.25			36,247.25
Singapore dollar		319.35			319.35

181


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Singapore dollar		(536.23	)		(536.23	)
Singapore dollar		(106.85	)		(106.85	)
SINGAPORE POST LTD SGD0.05		5,444.35			4,326.60
SINGAPORE TELECOMMUNICATIONS NEW COM STK		177,514.42			173,907.88
SINGAPORE TELECOMMUNICATIONS NEW COM STK		142,615.61			159,614.08
SINO CLEAN ENERGY INC COM NEW STOCK		1,316.60			920.00
SINOCOKING COAL AND COKE CHE COM		5,171.10			1,111.92
SINO-FOREST CORP COM SUB VTG SH		20,059.92			—
SINO-GLOBAL SHIPPING AMER LTD COM STK		10,161.06			7,040.00
SINOHUB INC COM		3,916.63			497.51
SINOVAC BIOTECH SINOVAC BIOTECH LTD		4,825.25			1,540.00
SIRI US 01/21/12 C2		(1,053.12	)		(50.00	)
SIRI US 03/17/12 C2		(803.12	)		(400.00	)
SIRI US 06/16/12 C2		(1,103.12	)		(900.00	)
SIRIUS XM RADIO INC COM STK		3,334,183.97			3,239,148.64
SIRO US 01/21/12 C45		(521.77	)		(240.00	)
SIRONA DENTAL SYS INC COM STK		25,094.29			26,424.00
SIRONA DENTAL SYS INC COM STK		271,272.00			223,723.20
SJM HOLDINGS LTD. HKD1.00		94,944.02			63,667.35
SJT US 01/21/12 C25		(330.01	)		(20.00	)
SKECHERS U S A INC CL A CL A ISIN #US8305661055		2,850.12			1,515.00
SKECHERS U S A INC CL A CL A ISIN #US8305661055		332,827.43			241,042.56
SKECHERS U S A INC CL A CL A ISIN #US8305661055		323,270.80			178,164.00
SKINNY NUTRITIONAL CORP COM		82,547.40			17,430.00
SKINVISIBLE INC COM STK		509.95			110.00
SKS US 01/21/12 C10		(223.96	)		(420.00	)
SKULLCANDY INC COM		32,463.01			19,906.80
SKY DIGITAL STORES CORP COM		2,255.04			66.00
SKYBRIDGE TECH GROUP INC FORMERLY COM PAR $0.00001 AUG 2007 STK		4,663.95			—
SKYPEOPLE FRUIT JUICE INC COM NEW STK		5,354.96			1,860.00
SKYWAY COMMUNICATIONS HLDG CORP COM STK		15,065.95			—
SKYWEST INC COM		14,125.20			12,665.33
SKYWORKS SOLUTIONS INC COM		47,747.77			35,278.50
SL GREEN RLTY CORP COM STK		671,190.16			546,448.00
SL GREEN RLTY CORP COM STK		4,714.46			6,664.00
SL INDS INC COM		5,970.05			4,212.00
SLB US 01/21/12 C72.5		(975.45	)		(730.00	)
SLB US 01/21/12 C75		(348.94	)		(33.00	)
SLM CORP 8 DUE 03-25-2020		232,773.27			222,200.00
SLM CORP COM		8,410.95			6,700.00
SLM CORP COM		223,060.71			148,941.00
SLM CORP MEDIUM 5% DUE 04-15-2015		8,834.00			9,622.55
SLM CORP MEDIUM 5.05% DUE 11-14-2014		26,786.40			29,589.00
SLM CORP MEDIUM TERM NTS BOOK ENTRY 5.625% DUE 08-01-2033		16,965.50			14,918.40
SLM STUDENT LN TR 2004-3 STUDENT LN BKD NT CL A-5 FLTG 07-25-2023 REG		191,250.00			194,159.60
SLV US 01/21/12 C33		(289.25	)		(20.00	)
SLV US 01/21/12 C41		0.00			(1.00	)
SLV US 02/18/12 C32		(200.78	)		(81.00	)
SLV US 04/21/12 C40		(817.99	)		(64.00	)
SLW US 01/06/12 P27		2,783.07			1,890.00
SLW US 01/21/12 C41		(456.24	)		(6.00	)
SLW US 03/17/12 C40		(479.10	)		(100.00	)
SLW US 03/17/12 C42		(461.55	)		(30.00	)
SLW US 08/05/11 P36		(20.00	)		—

182


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SLW US 12/30/11 P27		2,625.83			100.00
SM ENERGY CO COM		275,739.20			270,470.00
SM ENERGY CO COM		510,423.37			511,700.00
SMART BALANCE INC COM STK		22,317.11			21,440.00
SMART BALANCE INC COM STK		63,301.70			67,536.00
SMART BALANCE INC COM STK		109,350.50			106,664.00
SMART HLDGS INC COM		220.70			0.23
SMARTHEAT INC COM REV STOCK SPLITSMARTHEAT INC 2H1GAB1 2/7/2012		4,997.01			1,481.28
SMART-TEK SOLUTIONS INC COM NEW COM		89,252.37			3,080.00
SMITH & NEPHEW ORD USD0.20		73,012.14			62,983.82
SMITH & WESSON HLDG CORP COM		26,464.24			26,003.04
SMITH & WESSON HLDG CORP COM		42,281.59			48,396.00
SMITH A O CORP COM		7,249.90			8,041.24
SMITH A O CORP COM		76,692.77			118,354.00
SMITH MICRO SOFTWARE INC COM STK		33,508.01			15,000.75
SMITHFIELD FOODS INC COM		4,917.75			5,390.16
SMITHFIELD FOODS INC COM		414,971.14			497,740.00
SMITHS GROUP ORD GBP0.375		104,259.79			85,470.34
SMITHS GROUP ORD GBP0.375		439,340.00			318,620.36
SMOKEFREE INNOTEC INC COM COM		310.42			10.45
SMOOTH GLOBAL CHINA HLDGS INC COM STK		318.95			0.33
SMUCKER J M CO COM NEW COM NEW		3,727.15			4,001.05
SMUCKER J M CO COM NEW COM NEW		18,996.90			31,268.00
SMUCKER J M CO COM NEW COM NEW		100,042.75			203,945.53
SNAM SPA		760,709.93			705,330.32
SNAP INTERACTIVE INC COM STOCK		1,465.01			325.00
SNAP-ON INC COM		499,935.60			496,076.00
SNAP-ON INC COM		37,744.27			58,972.30
SNAP-ON INC COM		68.52			58.71
SNP US 02/18/12 C110		(529.52	)		(450.00	)
SOAPSTONE NETWORKS INC COM STK		8,404.55			7.04
SOCIETE GENERALE EUR1.25		284,470.99			242,677.44
SODASTREAM INTERNATIONAL LTD COM STK		71,418.05			62,830.18
SOFTBANK CORP NPV		242,437.67			200,283.88
SOFTNET TECHNOLOGY CORP COM NEW STK		23,308.17			1.50
SOHU COM INC COM		77,089.64			58,750.00
SOJITZ CORPORATION		167,331.77			122,913.52
SOLAR CAP LTD COM STK		27,297.29			26,806.01
SOLAR ENERGY INITIATIVES INC COM		508.95			1.75
SOLAR ENERTECH CORP COM		313,325.31			7,232.20
SOLAR PK INITIATIVES INC COM		75.00			0.31
SOLAR PWR INC COM		4,009.95			330.00
SOLAR THIN FLIMS INC COM PAR $0.01 STK		720.85			5.00
SOLARWINDS INC COM		2,761.41			2,795.00
SOLAZYME INC COM		142,991.82			141,312.50
SOLERA HLDGS INC COM		2,867.00			2,227.00
SOLO CUP CO 8.5% DUE 02-15-2014		41,958.16			46,000.00
SOLTORO LTD COM		65,340.09			64,017.85
SOLUCORP INDS LTD COM		2,154.95			50.00
SOLUTIA INC 8.75% DUE 11-01-2017		5,500.50			5,437.50
SOLUTIA INC COM NEW COM NEW		6,707.17			4,492.80
SOLVAY SA NPV		98,354.45			68,798.83
SOMAXON PHARMACEUTICALS INC COM		163,583.23			14,028.75
SOMERSET TR CO PA DTD 02-12-2009 3.9 02-12-2019		10,000.00			10,716.90

183


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SONDE RES CORP COM STK		5,644.79			1,305.00
SONIC CORP COM		2,564.66			1,514.25
SONICBLUE INC COM		1,579.00			—
SONOVA HOLDING AG COMMON STOCK		162,622.70			237,014.15
SONUS NETWORKS INC COM ISIN US8359161077		2,265.95			2,400.00
SOTHEBYS HLDGS INC CL A (DE)		353,876.99			281,876.40
SOURCE PETE INC COM		139.95			—
SOURCEFIRE INC COM		14,236.62			18,132.80
South African rand		0.09			0.09
South African rand		4,954.54			4,954.54
South African rand		19.73			19.73
SOUTH JERSEY INDS INC COM		537.91			852.15
South Korean won		1,142.33			1,142.33
South Korean won		640.02			640.02
South Korean won		(12,057.71	)		(12,095.91	)
SOUTHERN CMNTY FINL CORP COM		696.89			476.00
SOUTHERN CO COM STK		494,142.61			594,648.93
SOUTHERN CO COM STK		468,680.22			874,973.58
SOUTHERN HOME MED EQUIP INC COM NEW		6,899.30			1,960.00
SOUTHERN MO BANCORP INC COM		3,329.03			3,370.50
SOUTHN COPPER CORP DEL COM		219,385.64			198,914.50
SOUTHN NAT GAS CO 8% DUE 03-01-2032		17,437.50			18,552.65
SOUTHWALL TECHNOLOGIES INC COM		(19,091.72	)		—
SOUTHWEST AIRLS CO 5.25% DUE 10-01-2014		5,055.25			5,337.58
SOUTHWEST AIRLS CO 6.5% DUE 03-01-2012		10,071.30			10,081.78
SOUTHWEST GAS CORP COM		42,888.73			60,253.92
SOUTHWESTERN ENERGY CO COM		337,930.67			240,316.56
SOUTHWESTERN ENERGY CO COM		79,189.74			66,115.80
SOUTHWESTERN MED SOLUTIONS INC COM PAR $0.001 COM PAR $0.001		979.56			—
SOVEREIGN BK FSB .5% DUE 03-02-2012		10,000.00			10,000.80
SOVEREIGN BK FSB WYOMISSING PA CTF DEP DTD 2-23-2011 0.45 2-23-2012		100,000.00			100,001.00
SP AUSNET NPV (STAPLED UNITS)		5,734.31			6,745.90
SPANSH MOUNTN MAND EXCHG SPANSH MOUNTN GLD LTD 2058240 EFF 2/1/10		3,775.95			3,830.00
SPANSION INC COM CL A		213,884.71			100,188.00
SPARE BACKUP INC COM STK		246.95			196.80
SPARROW INNOVATIONS INC COM STK		217.47			—
SPARTAN STORES INC COM		37,594.98			38,850.00
SPARTECH CORP COM NEW		139.77			88.73
SPDR DOW JONES REIT ETF		26,979.60			25,760.00
SPDR GOLD TRUST COM STK CALL OPT EXP 1/21/12 PR $135 PER SH		(3,197.49	)		(3,440.00	)
SPDR GOLD TRUST GOLD SHARES NPV		45,875.20			11,596,077.05
SPDR KBW BANK ETF COMSTK CALL OPT EXP 01/19/13 PR $28 PER SH		(1,389.99	)		(360.00	)
SPDR S&P 500 ETF TRUST		2,985,420.06			3,025,401.67
SPDR S&P MIDCAP 400 ETF TRUST		407,114.95			399,677.62
SPECTRA ENERGY CORP COM STK		102,814.33			132,207.79
SPECTRA ENERGY CORP COM STK		257,867.56			433,790.25
SPECTRA ENERGY PARTNERS LP		11,982.73			11,722.01
SPECTRANETICS CORP COM		13,045.00			14,440.00
SPECTRUM BRANDS 12% DUE 08-28-2019		65,252.20			7,097.03
SPIRE CORP COM		32.21			3.15
SPIRIT AEROSYSTEMS HLDGS INC CL A		24,413.73			29,092.00
SPIRIT AEROSYSTEMS HLDGS INC CL A		891,655.49			1,042,636.50
SPIRIT AIRLS INC COM		5,137.40			7,020.00
SPIRIT AIRLS INC COM		280,536.20			354,120.00

184


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SPIRIT EXPL INC COM STK		408.95			6.00
SPOKANE CNTY WASH WASTEWTR SYS REV 5.494% 12-01-2020 BEO TAXABLE		15,256.00			17,395.80
SPONGETECH DELIVERY SYS INC COM STK		33,188.37			23.00
SPORT ENDURANCE INC COM		846.85			18.00
SPORTS CONCEPTS INC COM STK		39.12			—
SPOT COFFEE LTD CDA COM		20,073.30			22,732.50
SPRINT CAP CORP 6.875% DUE 11-15-2028		7,725.00			7,137.50
SPRINT CAP CORP 8.75% DUE 03-15-2032		121,917.41			105,137.50
SPRINT NEXTEL CORP		769,296.25			586,955.73
SPRINT NEXTEL CORP		874,315.45			151,327.80
SPRINT NEXTEL CORP COM STK CALL OPT EXP 1/22/11 PR $4 PER SH		(2,377.20	)		(30.00	)
SPROTT RESOURCE CORP COM STK		10,141.66			9,004.50
SPROTT RESOURCE LENDING CORP COMMON STOCK		19,410.48			15,290.00
SPX CORP COM		3,906.67			3,013.50
SPX CORP COM		306,039.59			301,350.00
SPY US 09/17/11 C125		2,133.92			—
SRS LABS INC COM		6,192.89			3,737.50
SSO US 01/21/12 C46		(4,037.81	)		(6,076.00	)
SSO US 08/20/11 C52		3,370.86			—
SSO US 09/17/11 C38		(140.88	)		—
SSRI US 03/17/12 C15		(558.49	)		(630.00	)
ST JOE CO COM		95,400.48			67,391.52
ST JUDE MED INC COM		244,431.33			225,351.00
ST JUDE MED INC COM		160,279.78			237,596.10
ST JUDE MED INC COM		12,198.49			11,867.80
STAAR SURGICAL CO COM NEW PAR $0.01		6,619.30			7,972.40
STADIUM ENTMT HLDGS INC COM		315,136.50			540.20
STANCORP FINL GROUP INC COM		363,661.48			305,025.00
STANDARD CHARTERED ORD USD0.50		696,861.46			712,318.24
STANDARD CHARTERED ORD USD0.50		966,803.20			867,455.43
STANDARD EXPL LTD COM		0.00			108.00
STANDARD MTR PRODS INC COM		84.08			106.97
STANDARD MTR PRODS INC COM		275,922.78			543,355.00
STANDEX INTL CORP COM		59,380.29			61,506.00
STANLEY BLACK & DECKER INC COM		359,234.43			416,280.80
STANLEY BLACK & DECKER INC COM		683,146.79			689,520.00
STANLEY BLACK & DECKER INC COM		132,133.37			248,362.40
STANLEY BLACK & DECKER INC COM		42,465.49			41,390.47
STANLEY BLACK & DECKER INC COM		530,344.67			554,320.00
STANS ENERGY CORP NEW COMMON STOCK		260,722.89			111,524.52
STAPLES INC COM		1,975.02			1,800.06
STAPLES INC COM		206,883.92			150,581.49
STAPLES INC COM		241,943.67			212,530.89
STAR BULK CARRIERS CORP COM STK		28,598.16			12,940.84
STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02		4,478.55			—
STAR SCIENTIFIC INC COM STK		66,822.25			56,898.00
STARBUCKS CORP COM		825,235.78			1,156,886.81
STARBUCKS CORP COM		234,713.61			752,263.50
STARBUCKS CORP COM		485,378.49			1,231,227.60
STARBUCKS CORP COM		277,485.44			646,440.50
STARTEC GLOBAL COMMUNICATIONS CORP COM		2,228.65			—
STARVOX COMMUNICATIONS INC CL A PAR $0.01 COM STK		0.00			0.01
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK		45,387.09			44,132.40
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK		134,761.09			196,533.09

185


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK		986,670.98			1,083,642.30
STARWOOD PROPERTY TRUST INC COM REIT		643,088.22			584,916.00
STARWOOD PROPERTY TRUST INC COM REIT		9,905.28			9,255.00
STATE BK FINL CORP COM		47,379.29			46,841.00
STATE STR CORP COM		74,633.15			81,063.87
STATE STR CORP COM		419,576.92			288,538.98
STATE STR CORP COM		480,799.54			432,566.61
STATE STR CORP COM		1,863,984.75			1,663,996.80
STATE STR CORP STEP CPN 4.956% DUE 03-15-2018		152,022.70			155,913.15
STATION CASINOS INC SR SUB NT 6.875 DUE 03-01-2016 BD IN DEFAULT		5,125.00			0.05
STATOIL ASA		254,106.17			259,992.72
STATOIL ASA		86,789.42			93,117.96
STATOIL ASA		519,895.62			586,469.00
STATOIL FUEL&RETAI NOK5		727,048.65			690,467.56
STATOILHYDRO ASA NOK2.50		514,535.53			598,079.78
STD MICROSYSTEMS CORP COM		79,423.68			90,195.00
STD PAC CORP NEW COM		39,850.82			32,722.20
STEALTHGAS INC COM STK		658.27			386.00
STEC INC COM STK		274,296.87			161,706.75
STEEL DYNAMICS INC 6.75% DUE 04-01-2015		35,012.50			35,787.50
STEEL DYNAMICS INC 7.75% DUE 04-15-2016		513,750.00			521,250.00
STEEL DYNAMICS INC COM		6,538.54			5,998.86
STEEL DYNAMICS INC COM		183,570.70			198,565.00
STEEL DYNAMICS INC COM		525,314.45			440,525.00
STEEL DYNAMICS INC SR NT 7.625 DUE 03-15-2020		50,175.00			52,750.00
STEEL EXCEL INC COM USD0.001		3,306.13			2,400.00
STEELCASE INC CL A COM		74,153.16			54,458.00
STEELCASE INC CL A COM		7,394.33			7,657.77
STEELCLOUD INC COM		1,554.47			749.50
STEINER LEISURE LTD COM STK USD0.01		2,228.60			2,042.55
STEINWAY MUSICAL INSTRS INC ORD COM		6,234.75			5,008.00
STELLAR BIOTECHNOLOGIES INC COM STK		15,213.10			4,100.25
STELLARONE CORP COM STK		620,292.80			561,227.46
STEM CELL INNOVATIONS INC COM STK		5,814.92			10.00
STEMCELLS INC COM NEW		13,268.51			634.48
STEPAN CO COM		7,912.50			9,231.91
STEREOTAXIS INC COM STK		12,483.51			2,470.80
STERICYCLE INC COM		45,043.47			42,232.64
STERICYCLE INC COM		111,320.23			144,385.76
STERLING CONSTR INC COM		2,022.77			1,292.40
STERLING FINL CORP WASH COM NEW COM NEW		11,970.68			5,010.00
STERLING MNG CO COM		7,267.95			—
STERLING OIL & GAS CO COM STK		0.00			2.02
STEVIA CORP COM		7,581.79			6,210.70
STEWART INFORMATION SVCS CORP COM		1,447.39			1,230.72
STIFEL FINL CORP COM		4,012.24			3,365.25
STILLWATER MNG CO COM		183,968.26			133,365.00
STLD US 01/19/13 C15		(112.30	)		(170.00	)
STONE ENERGY CORP COM		26,560.92			26,380.00
STONEBRIDGE RES EXPLORATIONS LTD COM PAR$0.001 STK		25,622.66			—
STONEMOR PARTNERS L P COM UNITS		41,802.64			34,527.79
STONEPATH GROUP INC COM		115.15			0.01
STONERIDGE INC COM		2,758.98			2,107.50
STONERIDGE INC COM		17,665.29			22,761.00

186


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
STORM CAT ENERGY CORPORATION		584.03			0.12
STRATASYS INC COM		1,816.99			2,280.75
STRATEGIC METALS LTD COM NEW		26,476.15			10,510.50
STRATEGIC MGMT & OPPORTUNITY CORP		0.00			—
STRATEGIC MGMT & OPPORTUNITY CORP COM COM		1,815.79			—
STRATEGIC RES INC COM NPV		1,012.95			44.00
STRATHMORE MINERALS CORP COM NPV		1,401.37			338.80
STRAYER ED INC COM		20,392.29			20,183.12
STRAYER ED INC COM		1,981,550.91			1,244,032.00
STRIKER OIL & GAS INC COM STK		3,342.42			6.00
STRONGBOW EXPL INC COM STK		5,956.95			7,855.00
STRUCTURED ADJ RATE MTG LN TR 2004-16 MTG PASSTHRU CTF 1-A2 ADJ 11-25-2034 REG		56,567.87			39,921.20
STRUCTURED ASSET SECS CORP SER 2005-RF3 CL 1A 06-25-2035 BEO		86,170.85			110,997.10
STRUCTURED AST FLTG RT .6063% DUE 02-25-2035		213,960.05			197,485.20
STRYKER CORP		128,522.04			124,224.72
STRYKER CORP		289,291.16			352,642.74
STRYKER CORP		238,911.45			243,579.00
STT US 02/18/12 C43		(465.77	)		(279.00	)
STUDENT TRANSPORT COM NPV		2,474.40			2,775.25
STURM RUGER & CO INC COM		74,997.01			102,730.81
STZ US 01/21/12 C22.5		(339.25	)		(45.00	)
SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT UNIT LTD PARTNERSHIP INT		60,600.31			62,284.13
SUCCESSFACTORS INC COM STK		1,386.80			1,993.50
SUCCESSFACTORS INC COM STK		169,267.43			311,783.40
SUEZ ENVIRONNEMENT EUR4		58,153.84			48,754.24
SUMITOMO CORP COM		3,473.81			3,385.75
SUMITOMO CORP NPV		991,066.92			944,949.74
SUMITOMO ELECTRIC NPV		247,671.14			193,798.13
SUMITOMO MITSUI BK 3.15% DUE 07-22-2015		149,800.50			156,522.00
SUMITOMO REALTY & DEVELOPMENT NPV		448,769.64			332,758.42
SUMITOMO RUBBER NPV		122,769.02			171,669.67
SUMMER INFANT INC COM STK		5,125.11			4,928.00
SUMMIT RES LTD COM STK		11,186.11			8,406.50
SUN CAL ENERGY INC COM		1,354.17			9.90
SUN HEALTHCARE GROUP INC NEW COM STOCK		18,435.73			22,892.00
SUN TR BANKS INC COM		48,459.08			36,492.10
SUN TR BANKS INC COM		64,692.16			38,763.00
SUN TR BANKS INC COM		476,082.34			206,647.50
SUN TR BANKS INC COM		667,031.74			412,410.00
SUNCOKE ENERGY INC COM USD0.01		17,806.95			11,200.00
SUNCOR ENERGY INC NEW COM STK		314,647.48			266,677.50
SUNDANCE ENERGY AUSTRALIA LIMITED SHS		12,906.76			6,884.16
SUNESIS PHARMACEUTICALS INC COM NEW STOCK		10,225.39			4,904.64
SUNOCO INC COM		11,152.69			11,050.80
SUNOCO INC COM		58,413.61			95,617.62
SUNOCO INC NT 5.75% DUE 01-15-2017		6,995.98			7,034.18
SUNOVIA ENERGY TECHNOLOGIES INC COM STK		1,006.95			900.00
SUNPOWER CORP COM		27,097.05			9,239.09
SUNRISE SENIOR LIVING		17,152.28			13,608.00
SUNRISE SOLAR CORP COM STK		6,543.90			15.00
SUNSHINE BIOPHARMA INC COM		2,057.90			1,507.00
SUNTRUST PFD CAP I NORMAL PFD PURCHASE SECS PPS DUE 12-31-2049/12-15-2011 REG		10,360.46			7,480.00
SUNVALLEY SOLAR INC NEV COM STK		1,425.32			364.50
SUPARNA GOLD CORPORATION		12,480.79			7,045.85

187


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
SUPER MICRO COMPUTER INC COM		10,333.25			10,976.00
SUPER VALU INC COM		96,566.67			100,334.52
SUPER VALU INC COM		256,800.22			273,644.00
SUPER VALU INC COM		297,740.82			274,456.00
SUPER VALU INC COM		98,740.73			36,799.84
SUPERIOR ENERGY SVCS INC COM		25,333.77			30,004.20
SUPERIOR ENERGY SVCS INC COM		426,807.59			449,352.00
SUPERIOR ENERGY SVCS INC COM		485,946.14			449,920.80
SUPERIOR ENERGY SVCS INC COM		482,261.58			463,572.00
SUPERIOR INDS INTL INC COM		8,599.18			8,270.00
SUPERIOR INDS INTL INC COM		309,892.82			325,622.98
SUPERIOR OFFSHORE INTL INC COM		2,935.81			—
SUPERMEDIA INC		9,195.13			4,899.84
SUPERVALU INC 8% DUE 05-01-2016		20,252.50			20,600.00
SUPPORT COM INC COM		829.43			450.00
SUREBEAM CORP CL A		462.77			—
SUREWEST COMMUNICATIONS COM		7,703.19			6,616.50
SURFECT HLDGS INC COM		5,756.53			—
SURMODICS INC COM		12,160.55			14,660.00
SUSSER HLDGS CORP COM STK		14,963.98			15,494.70
SUSSER HLDGS CORP COM STK		50,518.99			52,026.00
SUSTAINABLE PWR CORP COM STK		711.39			2.70
SUTRON CORP COM STK		5,799.95			2,550.00
SVB FINL GROUP COM		3,151.08			2,622.95
SVB FINL GROUP COM		118,467.61			138,301.00
SVB FINL GROUP COM		260,564.28			211,266.70
SVENSKA CELLULOSA SER ‘B’NPV		45,637.12			47,543.85
SVENSKA HANDELSBANKEN COM STK		837.43			792.09
SVM US 01/21/12 C9		(577.88	)		(100.00	)
SVU US 01/21/12 C7.5		(214.26	)		(400.00	)
SVU US 01/21/12 C7.5		(223.53	)		(260.00	)
SWATCH GROUP CHF2.25(BR)		606,015.00			695,643.17
Swedish krona		2,122.82			2,122.82
Swedish krona		64.36			64.36
Swedish krona		728.47			728.47
Swedish krona		11,192.29			11,192.29
Swedish krona		79,604.91			79,604.91
Swedish krona		1,054.60			1,054.60
Swedish krona		19,034.04			19,034.04
Swedish krona		11.15			11.15
Swedish krona		16,921.21			16,921.21
Swedish krona		82.49			82.49
Swedish krona		(57,772.18	)		(58,107.74	)
SWEDISH MATCH NPV		73,629.81			163,247.54
SWIFT ENERGY CO COM		414,893.23			290,067.20
SWIFT ENERGY CO COM		3,998.98			3,863.60
Swiss franc		157.18			157.18
Swiss franc		1,243.36			1,243.36
Swiss franc		1,387.33			1,387.33
Swiss franc		219,988.68			219,988.68
Swiss franc		16.66			16.66
Swiss franc		1,279.81			1,279.81
Swiss franc		0.48			0.48
Swiss franc		173,243.50			173,243.50

188


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Swiss franc		671.27			671.27
Swiss franc		28,339.47			28,451.28
Swiss franc		0.00			—
Swiss franc		0.00			—
Swiss franc		0.00			—
Swiss franc		0.00			—
Swiss franc		(696.27	)		(696.27	)
Swiss franc		(45,033.02	)		(45,185.00	)
SWISS LIFE HOLDINGS AG		168,421.46			133,187.70
SWISS MEDICA INC COM		275.45			0.15
SWISS RE AG CHF0.10		285,630.30			224,945.63
SWISSINSO HLDG INC COM		29,022.33			420.00
SXC HEALTH SOLUTIONS CORP COM		52,153.67			57,609.60
SYKES ENTERPRISES INC COM		534,268.61			413,424.00
SYMANTEC CORP COM		47,729.23			44,759.00
SYMANTEC CORP COM		562,561.47			252,512.75
SYMETRA FINL CORP COM		2,594.47			1,814.00
SYMETRA FINL CORP COM		169,657.44			138,771.00
SYNAPTICS INC COM		34,463.35			36,933.75
SYNAPTICS INC COM		208,659.10			238,185.00
SYNAPTICS INC COM		622,306.96			545,715.00
SYNAPTICS INC COM		786,394.91			820,080.00
SYNERGETICS USA INC FORMERLY SYNERGETIC COM		18,714.34			30,996.00
SYNERGIE WELLNESS PROD LTD INC COM		569.19			0.10
SYNERON MEDICAL LTD COM		4,414.15			4,228.74
SYNNEX CORP COM STK		21,011.66			19,799.00
SYNNEX CORP COM STK		564,866.88			650,321.00
SYNOPSYS INC COM		5,539.40			5,440.00
SYNOPSYS INC COM		284,073.62			340,000.00
SYNOPSYS INC COM		340,582.89			481,440.00
SYNTA PHARMACEUTICALS CORP SYNTA PHARMACEUTICALS CORP		4,316.62			4,670.00
SYNTAX-BRILLIAN CORP COM		2,374.15			—
SYNTHES INC CHF0.001		111,610.40			156,103.29
SYNTROLEUM CORP COM		354,899.39			226,737.60
SYSCO CORP COM		142,698.87			146,046.52
SYSCO CORP COM		227,183.13			378,855.61
SYSTEMAX INC COM		2,023.98			1,641.00
T ROWE PRICE GROUP INC		28,040.98			29,735.31
T ROWE PRICE GROUP INC		139,022.81			310,434.45
T US 01/18/14 C35		(272.77	)		(210.00	)
T US 01/19/13 C30		(563.77	)		(519.00	)
T US 01/19/13 C32		(414.25	)		(465.00	)
T US 01/21/12 C27.5		(794.19	)		(1,360.00	)
T US 01/21/12 C29		(252.49	)		(738.00	)
T US 01/21/12 C35		(124.24	)		(5.00	)
T US 03/17/12 C29		(82.30	)		(142.00	)
T US 07/21/12 C29		(2,478.58	)		(2,685.00	)
T US 07/21/12 C30		0.00			(605.00	)
T130119C00035000		(304.30	)		(140.00	)
TACTICAL AIR DEFENSE SVCS INC COM STK		10,491.22			3,710.00
TAHOE RES INC COM		11,965.82			11,829.58
TAKARA RES INC COM		84,618.28			16,354.00
TAKE-TWO INTERACTIVE SOFTWARE INC RIGHT		7,582.47			6,775.00
TALBOTS INC COM		5,230.63			3,689.42

189


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
TALEO CORP COM CL A COM CL A		2,199.40			3,869.00
TALEO CORP COM CL A COM CL A		344,365.58			494,071.30
TALISMAN ENERGY INC COM		2,769.09			2,550.00
TALISMAN HLDGS INC COM STOCK		1,200.63			18.00
TAMM OIL & GAS CORP COM STK		4,264.25			630.00
TANGER FACTORY OUTLET CTRS INC COM		349,481.47			417,810.00
TANGER FACTORY OUTLET CTRS INC COM		1,142.05			1,328.03
TANZANIAN RTY EXPL CORP COM STK		30,806.68			18,388.80
TAPCODE HOLDINGS INC CONTRA CUSIP		0.00			—
TAPESTRY PHARMACEUTICALS INC COM NEW COMNEW		69.12			0.47
TAPIMMUNE INC COM NEW		1,114.68			150.00
TARA GOLD RES CORP COM STK		334.95			—
TARA MINERALS CORP COM STK		27.50			22.25
TARGACEPT INC COM		45,719.35			21,979.22
TARGET CORP COM STK		262,103.80			262,098.32
TARGET CORP COM STK		479,611.72			455,345.80
TARGET CORP COM STK		382,755.17			753,804.74
TARGET CORP COM STK		480,425.24			491,712.00
TARGET CORP NT 4 DUE 06-15-2013/06-14-2013 BEO		85,046.22			94,347.63
TASEKO MINES LTD COM		14,384.45			8,736.00
TASER INTL INC COM		24,966.05			30,269.44
TASMAN METALS LTD COMMON STOCK		722,585.26			326,801.86
TASTY FRIES INC COM PAR $O OO1		20,048.95			15.30
TAYC CAP TR I TR PFD SECS		23,202.95			23,000.00
TAYLOR DEVICES INC COM		6,978.95			7,720.00
TBC GLOBAL NEWS NETWORK INC COM		1,152.84			—
TBS INTERNATIONAL PLC CLS‘A’ USD0.01		4,820.33			188.75
TBT US 12/17/11 C22		(2,162.69	)		—
TCF FNCL CORP COM		15,731.81			10,606.45
TCI COMMUNICATIONS 7.875% DUE 02-15-2026		181,243.19			205,285.10
TDA INDS INC SEMI-ANNU DTD 03-27-2009 3.25 03-27-2013		20,000.00			20,596.80
TE CONNECTIVITY LTD		29,342.51			30,871.62
TE CONNECTIVITY LTD		315,171.24			283,452.00
TEACHERS INS & 6.85% DUE 12-16-2039		100,613.36			128,340.20
TEAM HEALTH HLDGS INC COM		107,345.31			130,213.00
TEAM INC COM STK		2,777.83			3,332.00
TECH DATA CORP COM		4,837.95			4,941.00
TECHNE CORP COM		10,414.70			8,924.58
TECHNE CORP COM		1,340,749.65			1,453,938.00
TECHNIPOWER SYS INC COM		30,067.00			4.40
TECK COMINCO LTD 6.125% DUE 10-01-2035		5,393.00			5,499.94
TECK RESOURCES LIMITED		160,074.53			131,997.69
TECK RESOURCES LTD 10.25% DUE 05-15-2016		2,839.62			3,450.00
TECK RESOURCES LTD 9.75% DUE 05-15-2014		1,905.40			2,350.34
TECO ENERGY INC COM		87,993.71			88,158.84
TEEKAY CORP 8.5% DUE 01-15-2020		5,519.25			4,812.50
TEEKAY TANKERS LTD COM STK		68,040.13			24,640.00
TEKELEC COM		1,015.97			688.59
TEKMIRA PHARMACEUTICALS CORP COM NEW COMSTK		111,229.53			35,400.00
TEKRON INC COM STK		3,522.60			—
TELE2 AB SER‘B’NPV		281,536.70			279,476.94
TELECOM CORP OF NZ NPV		54,046.27			73,358.53
TELECOM ITALIA CAP 6.175% DUE 06-18-2014		2,915.50			2,892.47
TELECOM ITALIA SPA EUR0.55		170,296.12			141,153.57

190


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
TELEDYNE TECHNOLOGIES INC COM		583,662.20		778,870.00
TELEFLEX INC COM		17,462.31		17,161.20
TELEFONICA 5.462% DUE 02-16-2021		70,833.60		66,798.62
TELEFONICA SA 5.877% DUE 07-15-2019		60,351.60		59,296.14
TELENAV INC COM		29,569.14		24,992.00
TELENAV INC COM		10,474.24		4,818.77
TELENOR ASA ORD NOK6		303,111.34		286,702.00
TELEPHONE RECLASSIFICATION TELE &DATA SYS INC COM STK 2F1YAR1 1-25-12		234,533.54		220,065.00
TELEPHONE RECLASSIFICATION TELE &DATA SYS INC COM STK 2F1YAR1 1-25-12		337,383.99		365,049.00
TELETECH HLDGS INC COM		9,151.72		7,695.00
TELIASONERA AB NPV		38,709.57		34,807.01
TELIK INC COM STK		59.73		9.90
TELLABS INC COM		23,965.12		19,493.63
TELSTRA CORP LTD NPV		542,710.79		581,911.66
TELSTRA CORPORATION LTD		3,196.75		4,096.68
TEMPLE-INLAND INC CASH MERGER 2/13/2012		1,617.41		1,966.02
TEMPLETON EMERGING MARKETS FD		19,467.18		18,306.50
TEMPUR-PEDIC INTL INC COM		59,371.03		73,542.00
TEMPUR-PEDIC INTL INC COM		326,969.53		448,606.20
TENET HEALTHCARE 10% DUE 05-01-2018		47,531.87		55,982.50
TENET HEALTHCARE 6.875% DUE 11-15-2031		16,741.88		17,220.00
TENET HEALTHCARE 8.875% DUE 07-01-2019		55,982.50		55,002.50
TENET HEALTHCARE 9.875% DUE 07-01-2014		10,435.00		10,362.50
TENET HEALTHCARE CORP COM		11,515.91		9,234.00
TENET HEALTHCARE CORP COM		101,334.47		48,309.21
TENET HEALTHCARE CORP SR NT STEP UP 02-01-2015 08-08-2006		10,485.00		10,600.00
TENGION INC		2,101.35		376.00
TENNANT CO COM		4,799.50		4,664.40
TENNECO INC		6,840.85		11,316.40
TENNECO INC		287,388.47		295,715.40
TENNECO PACKAGING 7.95% DUE 12-15-2025		9,560.00		7,350.00
TENNECO PACKAGING 8.125% DUE 06-15-2017		4,857.50		4,250.00
TENNECO PACKAGING 8.375% DUE 04-15-2027		26,798.50		22,200.00
TENNESSEE VALLEY AUTH 2011 GLOBAL PWR BDSER A 3.875% DUE 02-15-2021 REG		396,912.00		456,362.80
TENNESSEE VALLEY AUTH GLOBAL PWR BD 2009SER C 5.25% DUE 09-15-2039 REG		59,329.20		76,590.66
TERADATA CORP DEL COM STK		51,061.94		48,267.45
TERADATA CORP DEL COM STK		51,359.47		175,363.65
TERADATA CORP DEL COM STK		697,333.47		1,038,114.00
TERADYNE INC COM		18,077.68		14,856.70
TERADYNE INC COM		296,638.16		439,840.10
TERADYNE INC COM		116,569.48		52,557.28
TEREX CORP 10.875% DUE 06-01-2016		5,869.25		5,525.00
TEREX CORP NEW COM		135,640.44		71,657.04
TEREX CORP NEW COM		529,413.45		359,190.37
TEREX CORP NEW COM		502,468.25		234,398.50
TERRACO GOLD CORP FORMERLY TERRACO ENERGY CORP TO 04/29/2003 COM NPV		2,471.90		1,964.00
TERRALENE FUELS CORP COM .		0.00		—
TERRENO RLTY CORP		2,176.83		1,892.50
TERRESTAR CORP COM STK		2,952.17		8.38
TESCO CORP COM		2,444.36		1,832.80
TESCO ORD GBP0.05		704,126.40		642,522.49
TESLA MTRS INC COM		49,536.45		54,035.52
TESLA MTRS INC COM		308,408.47		328,440.00
TESORO CORP		115,751.95		114,517.07

191


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
TESORO CORP		132,265.71			72,299.20
TESORO CORP		769,761.60			714,816.00
TESORO CORP 9.75% DUE 06-01-2019		5,738.00			5,625.00
TESORO CORP FORMERLY TESORO PETE CORP T SR NT 6.25 DUE 11-01-2012 BEO		24,018.61			27,742.50
TESSERA TECHNOLOGIES INC COM STK		9,850.80			9,045.00
TESSERA TECHNOLOGIES INC COM STK		238,833.90			231,150.00
TETRA TECH INC NEW COM		21,861.18			20,294.60
TETRA TECHNOLOGIES INC DEL COM		437.08			467.00
TETRA TECHNOLOGIES INC DEL COM		426,480.33			404,179.16
TEVA US 01/21/12 C45		(179.55	)		(10.00	)
TEXAS INDS INC 9.25% DUE 08-15-2020		23,116.67			22,375.00
TEXAS INSTRS INC 2.375% DUE 05-16-2016		26,000.00			26,053.35
TEXAS INSTRUMENTS INC COM		56,080.69			54,617.58
TEXAS INSTRUMENTS INC COM		451,778.32			725,945.18
TEXAS INSTRUMENTS INC COM		934,109.54			1,024,672.00
TEXAS INSTRUMENTS INC COM		463,068.21			453,795.79
TEXAS INSTRUMENTS INC COM		989,906.24			972,274.00
TEXAS INSTRUMENTS INC COM		245,482.30			229,969.00
TEXAS INSTRUMENTS INC COM		583,749.90			647,406.40
TEXAS PAC LD TR SUB SH CTF PROPRIETARY INT SUB SH CTF PROPRIETARY INT		37,547.35			40,885.50
TEXAS ROADHOUSE INC COMMON STOCK		5,321.65			5,215.00
TEXTAINER GROUP HLDGS LTD COM STK		11,580.90			13,104.00
TEXTRON INC COM		51,163.30			47,128.28
TEXTRON INC COM		231,731.02			208,937.00
TEXTRON INC COM		119,327.53			111,217.35
TF1 - TV FRANCAISE EUR0.20		120,700.39			62,649.01
Thai baht		13,443.82			13,443.82
Thai baht		20,667.12			20,656.25
Thai baht		(40.97	)		(40.97	)
Thai baht		(57.05	)		(57.05	)
THE JONES GROUP INC COMMON STOCK		120,598.58			108,665.00
THE MADISON SQUARE GARDEN COMPANY		1,598.03			1,775.68
THE TRACKING CORP COM STK		43,662.90			3.70
THERMO FISHER 3.6% DUE 08-15-2021		49,904.50			52,220.20
THERMO FISHER CORP		36,730.00			32,828.10
THERMO FISHER CORP		250,388.16			246,435.60
THERMO FISHER CORP		287,090.40			373,340.94
THERMO TECH TECHNOLOGIES INC COM		7,739.69			10,680.40
THESTREET INC		4,548.79			1,431.36
THOMASVILLE NATL BK GA CTF DEP ACT/365 DTD 03-11-2011 2 DUE 12-11-2015		16,000.00			16,036.64
THOMASVILLE NATL BK GA CTF DEP ACT/365 DTD 03-11-2011 2.4 DUE 03-10-2017		209,000.00			209,221.54
THOMPSON CREEK METALS CO INC COM STK		59,946.77			36,540.00
THOMPSON CREEK METALS CO INC COM STK		249,025.65			140,800.80
THORATEC CORP		9,300.95			9,061.20
THORNBURG MTG INC COM NEW STK		73.98			5.41
T-HQ INC COM NEW		53,141.48			17,860.00
THRESHOLD PHARMACEUTICALS INC COM NEW STK		4,979.04			3,660.00
THYSSENKRUPP AG		6,331.45			2,300.99
TIBCO SOFTWARE INC COM		11,072.16			10,066.11
TIBCO SOFTWARE INC COM		317,294.55			398,818.80
TICC CAP CORP COM		19,914.07			15,968.36
TICC CAP CORP COM		122,125.42			97,745.00
TIDEWATER INC COM		489.30			493.00
TIDEWATER INC COM		487,558.49			468,350.00

192


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
TIE US 01/21/12 C17.5		(211.53	)		(10.00	)
TIERONE CORP COM		3,092.78			1.00
TIFFANY & CO COM		19,910.84			18,552.80
TIFFANY & CO COM		93,841.46			184,070.28
TIFFANY & CO COM		612,631.63			602,966.00
TIFFANY & CO COM		222,388.54			239,529.90
TIFFANY & CO COM		519,251.95			477,072.00
TIGER TELEMATICS INC COM NEW		1,122.47			—
TII NETWORK TECHNOLOGIES INC		9,405.85			4,410.00
TIM HORTONS INC COM		13,230.32			18,205.92
TIMBERLINE RES CORP COM		10,413.90			5,699.00
TIME WARNER CABLE 4% DUE 09-01-2021		9,946.55			10,117.28
TIME WARNER CABLE 4.125% DUE 02-15-2021		19,470.80			20,538.00
TIME WARNER CABLE 5.875% DUE 11-15-2040		276,477.43			303,033.08
TIME WARNER CABLE 6.75% DUE 06-15-2039		48,565.50			59,085.90
TIME WARNER CABLE 8.25% DUE 04-01-2019		126,415.40			150,721.44
TIME WARNER CABLE 8.75% DUE 02-14-2019		138,300.70			178,770.06
TIME WARNER CABLE INC COM		30,212.12			45,280.85
TIME WARNER CABLE INC COM		498,168.55			448,041.36
TIME WARNER INC 6.25% DUE 03-29-2041		10,405.30			11,989.51
TIME WARNER INC USD0.01		162,096.56			172,577.21
TIME WARNER INC USD0.01		1,124,637.55			791,935.82
TIME WARNER NEW 4.7 DUE 01-15-2021		19,952.40			21,534.40
TIMKEN CO COM		12,568.33			12,873.89
TIMKEN CO COM		110,567.67			89,033.00
TIMKEN CO COM		544,864.99			557,424.00
TITAN INTL INC ILL COM		14,800.53			13,627.01
TITAN MACHY INC COM		14,435.70			15,211.00
TITAN MED INC COM		12,332.00			7,920.00
TITAN OIL & GAS INC NEW COM STOCK		29,702.85			1,336.00
TITAN URANIUM EXPL INC		400,199.07			120,287.37
TITANIUM METALS CORP COM NEW		347,746.95			305,389.38
TITANIUM METALS CORP COM NEW		56,856.51			29,465.66
TIVO INC COM		126,752.73			115,982.10
TIVO US 01/21/12 C10		(1,413.40	)		(400.00	)
TJX COS INC COM NEW		114,922.95			130,821.39
TJX COS INC COM NEW		130,306.07			533,247.55
TJX COS INC COM NEW		538,161.30			684,359.10
TJX US 01/21/12 C55		(948.48	)		(1,940.00	)
TJX US 01/21/12 C62.5		(1,539.23	)		(1,375.00	)
TLC VISION CORP COM		107.36			0.03
TN GAS PIPELN CO 7.625% DUE 04-01-2037		67,790.00			71,577.06
TNA US 01/21/12 C42		(542.29	)		(520.00	)
TNA US 01/21/12 C43		(3,399.99	)		(3,640.00	)
TNA US 01/21/12 C44		(45,791.21	)		(40,800.00	)
TNA US 01/21/12 C45		(340.58	)		(1,400.00	)
TNA US 01/21/12 C46		(11,342.62	)		(8,835.00	)
TNA US 01/21/12 C47		(2,654.95	)		(1,960.00	)
TNA US 01/21/12 C48		(6,170.80	)		(8,600.00	)
TNA US 01/21/12 C50		(2,381.50	)		(840.00	)
TNA US 01/21/12 C52		(1,190.00	)		(360.00	)
TNA US 01/21/12 P31		610.74			185.00
TNA US 02/18/12 C48		(3,913.85	)		(3,360.00	)
TNA US 09/17/11 C45		1,648.09			—

193


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
TNS INC COM		62,492.60			65,564.00
TNS INC COM		122,767.80			106,320.00
TNX T V HLDGS INC COM		1,229.95			—
TOKYO ELECTRIC POWER CO INC COM STK		5,560.25			1,664.95
TOLL BROS INC COM		45,246.72			45,842.90
TOLL HLDGS LTD		3,119.75			2,379.52
TONOGOLD RES INC COM STK		576.56			79.99
TOOTIE PIE CO INC COM STK		48,498.73			44,536.00
TOOTSIE ROLL INDS INC COM		1,971.47			1,654.11
TOPAZ RES INC COM		35.99			0.90
TORCHMARK CORP COM		6,488.81			10,543.77
TORCHMARK CORP COM		49,746.73			98,451.91
TORO CO COM		344,717.17			394,290.00
TORO CO COM		2,933.55			2,729.70
TORONTO DOMINION BK ONT COM NEW COM NEW		80,581.43			78,924.55
TORRENT ENERGY CORP COM		495.66			0.36
TORTOISE CAP RES CORP COM		1,958.16			1,010.43
TORTOISE ENERGY INFRASTRUCTURE CORP COM		10,311.65			12,429.14
TOSHIBA TEC CORP NPV		168,570.21			173,366.46
TOT US 01/19/13 C57.5		(322.29	)		(255.00	)
TOT US 01/19/13 C60		(247.30	)		(200.00	)
TOT US 02/18/12 C55		(1,363.93	)		(720.00	)
TOTAL EUR2.5		817,127.83			783,731.27
TOTAL SYS SVCS INC COM		13,505.42			15,882.72
TOTAL SYS SVCS INC COM		87,072.95			68,420.88
TOTALLY GREEN INC COM		190.07			165.00
TOUR CFG INC COM STK		740.77			—
TOURNIGAN VENTURES CORP COM		48,948.56			9,969.25
TOUSA INC 7.5 SR SUB NT DUE 12-31-2040 BEO IN DEFAULT		18,931.25			156.25
TOWER BANCORP INC COM		1,208.95			1,512.62
TOWER INTL INC COM STK		506.95			537.00
TOWERS WATSON & CO CL A COM STK		718,497.73			707,174.00
TOWERSTREAM CORP COM		12,209.45			8,480.00
TOYOTA FINL SVGS BK HEND NV CTF DEP DTD 02-23-2011 3 DUE 02-23-2018		5,000.00			5,038.25
TOYOTA INDUSTRIES NPV		100,603.55			95,265.94
TOYOTA MTR CORP COM STK		40,562.91			34,804.56
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00832 2.8 DUE 01-11-2016		50,060.11			52,014.60
TOYOTA TSUSHO CORP NPV		25,332.36			26,523.75
TPC GROUP INC COM		135,264.92			109,651.00
TRACTOR SUPPLY CO COM		43,483.30			140,300.00
TRACTOR SUPPLY CO COM		63,530.51			61,903.36
TRADESHOW MARKETING CO LTD COM STOCK		5,007.20			3.33
TRAILER BRDG INC COM		5,009.97			90.00
TRANS WORLD AIRLS INC COM PAR $.01 NEW		109,460.03			—
TRANSATLANTIC HLDGS INC COM		2,611.45			2,736.50
TRANSATLANTIC PETE LTD COMM STK		33,492.31			30,542.65
TRANSCANADA CORP COM STK		43,064.49			49,478.11
TRANSCAT INC COM		8,103.24			11,500.00
TRANSDIGM GROUP INC COM		32,354.53			32,626.88
TRANSOCEAN LTD		643,673.09			460,372.88
TRANSOCEAN LTD		257,224.40			146,265.90
TRANSOCEAN LTD		251,941.70			197,708.50
TRAVELCENTERS AMER LLC COM STK		13,402.85			13,498.00
TRAVELERS COS INC COM STK		485,374.14			502,945.00

194


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
TRAVELERS COS INC COM STK		303,840.94			402,947.70
TRAVELERS COS INC COM STK		334,442.19			541,464.67
TRAVELERS COS INC COM STK		20,207.95			23,322.02
TRAVELZOO INC COM STK		18,491.10			13,617.32
TREAS INTL INC COM NEW		2,104.90			—
TREASURY BILL 03-15-2012 ZCPN		259,950.91			259,989.60
TREASURY METALS INC COM STK		4,666.11			6,093.36
TREATY ENERGY CORP COM		12,225.43			306.27
TREE COM INC COM		21.02			11.18
TREEHOUSE FOODS INC COM		4,484.85			9,807.00
TREEHOUSE FOODS INC COM		240,659.33			279,172.60
TRENDSETTER SOLAR PRODUCTS I COM NEW		1,866.18			6.50
TRESORO MNG CORP COM		0.00			835.00
TRGT US 01/21/12 C5		0.00			(720.00	)
TRI VY CORP COM		28,111.73			7,110.00
TRIAD GTY INC COM		1,948.44			890.23
TRICO BANCSHARES COM STK		5,806.95			7,110.00
TRICO MARINE SVCS INC COM NEW		1,044.30			15.50
TRIMAS CORP COM NEW COM NEW		2,493.85			2,207.85
TRINA SOLAR LTD-SPON ADR COMSTK CALL OPTEXP 12/18/10 PR $25 PER SH		397.51			(2.00	)
TRINITY IND INC COM		16,143.42			21,446.28
TRINSIC INC COM NEW		7,332.56			0.20
TRIPADVISOR INC COM COM STK		67,574.74			55,386.37
TRIPADVISOR INC COM COM STK		1,411.17			1,285.71
TRIQUINT SEMICONDUCTOR INC COM		58,176.28			30,681.00
TRIUMPH GROUP INC NEW COM		11,392.49			11,690.00
TRIUMPH GROUP INC NEW COM		235,425.93			334,918.50
TRIUMPH GROUP INC NEW COM		226,667.45			423,762.50
TRONOX INC WT SER A EXP		234.48			63.00
TRONOX INC WT SER B EXP		234.48			54.00
TRUE 2 BEAUTY INC COM STK		568.72			56.00
TRUE NORTH ENERGY CORP COM STK		3,064.89			100.00
TRUE RELIGION APPAREL INC COM STK		5,925.45			7,054.32
TRUE RELIGION APPAREL INC COM STK		173,993.87			315,369.60
TRUE RELIGION APPAREL INC COM STK		351,653.15			380,380.00
TRUEBLUE INC COM STK		1,573.98			1,499.04
TRUEBLUE INC COM STK		83,443.70			86,056.00
TRUSTCASH HLDGS INC COM STK		18.00			0.30
TRUSTCO BK CORP N Y COM		34,728.23			39,831.00
TRW AUTOMOTIVE HLDGS CORP COM		45,181.84			40,326.20
TRW AUTOMOTIVE HLDGS CORP COM		272,967.12			234,720.00
TRW US 02/18/12 C35		(275.77	)		(345.00	)
TSAKOS ENERGY NAV LTD SHS		22,902.22			8,604.00
TSO US 01/21/12 C24		(828.61	)		(975.00	)
TTC TECHNOLOGY CORP		1,014.37			0.50
TTM TECHNOLOGIES INC COM		31,738.50			25,427.20
TUBE MEDIA CORP COM		2,409.95			—
TUCANA LITHIUM CORP COM		3,163.90			380.00
TUESDAY MORNING CORP COM NEW ISIN US8990355054		434.17			345.00
TUFCO TECHNOLOGIES INC COM		1,099.38			666.00
TUFFNELL LTD COM STK		2,540.15			212.50
TULLOW OIL ORD GBP0.10		491,981.43			550,254.40
TUPPERWARE BRANDS CORPORATION		43,899.77			42,832.11
Turkish lira		2,111.90			2,111.90

195


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
Turkish lira		188.26			188.26
TURKPOWER CORP COM		2,806.95			1,200.00
TUTOR PERINI CORP COM		778.79			431.90
TUTOR PERINI CORP COM		24,270.89			14,808.00
TW TELECOM INC CL A STK		4,087.83			3,876.00
TW TELECOM INC CL A STK		30,286.35			32,946.00
TW TELECOM INC CL A STK		318,934.35			344,576.40
TW TELECOM INC CL A STK		122,918.87			129,846.00
TWIN DISC INC COM		8,110.90			7,264.00
TWM US 01/19/13 C47		(1,092.28	)		(1,080.00	)
TWM US 01/21/12 C60		(402.29	)		(15.00	)
TWO HBRS INVT CORP COM		429,145.71			386,232.00
TWO HBRS INVT CORP COM		208,677.33			193,130.55
TWO RIVS WTR CO COM		4,428.90			3,016.00
TWX US 01/21/12 C38		(77.55	)		(36.00	)
TX CAP BANCSHARES INC COM		14,793.95			15,305.00
TX CAP BANCSHARES INC COM		197,041.30			353,912.82
TX CAP BK N A DALLAS TEX CTF DEP DTD 12-14-2011 .2 C/D 01-17-2012		50,000.00			49,996.50
TX RARE EARTH RES CORP COM COM		7,496.95			1,510.00
TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80		14,277.04			15,134.04
TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80		277,549.93			287,733.60
TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80		384,330.10			467,847.36
TYH US 04/21/12 C45		(1,091.53	)		(390.00	)
TYHEE GOLD CORP COM		14,327.56			2,308.50
TYSON FOODS INC CL A COM (DELAWARE)		15,637.41			16,958.92
TYSON FOODS INC CL A COM (DELAWARE)		106,454.78			134,098.08
TZA US 01/06/12 C26		0.00			(228.00	)
TZA US 01/06/12 C27		0.00			(222.00	)
TZA US 01/21/12 C26		(770.77	)		(690.00	)
TZA US 01/21/12 C28		(1,226.53	)		(966.00	)
TZA US 01/21/12 C29		(1,070.76	)		(402.00	)
TZA US 12/30/11 C28		(412.73	)		(15.00	)
TZOO US 03/17/12 C40		(1,130.76	)		(75.00	)
U M H PPTYS INC COM STK		24,543.61			25,432.27
U S AUTO PTS NETWORK INC COM		607.70			437.00
U S AWYS GROUP INC COM		754,306.11			720,467.28
U S CHINA MNG GROUP INC COM NEW		10,270.85			2,250.00
U S FUEL CORP COM		62,345.20			3,781.00
U S GEOTHERMAL INC COM STK		19,424.48			4,968.00
U S GLOBAL INVS INC CL A CL A STK		4,052.71			2,412.00
U S GOLD CORP NAME CHANGE MCEWEN MNG 2F1GA11 1/27/2012		64,166.45			33,492.48
U S MICROBICS COM		0.04			—
U S PRECIOUS METALS INC DEL COM STK		247.20			154.19
U S SHIPPING PARTNERS L P		4,203.55			—
U S SILVER CORP COM		1,018.50			592.50
U S W 7.5% DUE 06-15-2023		11,120.45			11,055.00
U S WIRELESS ONLINE INC COM NEW		1,756.95			81.93
U.S. CELLULAR CORP COM		1,934.71			2,181.50
U308 CORP COM		7,304.62			15,577.06
UAL - LOAN PRIN. ONLY (PAYABLE)		0.00			—
UAL C. SCHWAB SDA SUNDRY ASSET		0.00			63,916.80
UAL CORP CAPITAL TRUST I TR ORIGINATED PFD SECS 13.25%		1,307.60			—
UAL US 01/21/12 C12.5		(5,292.31	)		(6,400.00	)
UAL US 01/21/12 C19		(7,811.07	)		(3,850.00	)

196


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
UAL US 01/21/12 C20		(1,114.70	)		(585.00	)
UAL US 01/21/12 C21		(1,299.81	)		(221.00	)
UAL US 02/18/12 C19		(9,489.50	)		(5,400.00	)
UAL US 03/17/12 C20		(4,508.50	)		(3,267.00	)
UAL US 03/17/12 C24		(87.53	)		(52.00	)
UAL US 06/16/12 C21		(960.95	)		(688.00	)
UAL US 06/16/12 C23		(269.25	)		(550.00	)
UAL US 09/17/11 C19		(0.01	)		—
UAL US 12/17/11 C18		(8,304.04	)		—
UBISOFT ENTERTAIN NPV		420,891.40			301,172.27
UBS AG CHF0.10		660,642.95			480,773.44
UBS AG JERSEY BRH E TRACS LKD TO UBS BLOOMBERG CONSTANT DUE 05-14-2018 REG		92,996.82			77,376.00
UBS AG SHS COM		8,623.83			6,979.70
UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK ENTRY MTN 3.875% DUE 01-15-2015		258,889.80			259,285.00
UCO US 01/21/12 C48		(57.30	)		(40.00	)
UCO US 01/21/12 C70		(1,039.24	)		(425.00	)
UCO US 01/21/12 P38		142.70			125.00
UCO US 02/18/12 C38		(592.29	)		(560.00	)
UCORE RARE METALS INC COM STK		32,780.60			14,584.80
UDS GROUP INC COM		29,426.22			11.80
UEX CORP COM		42,969.99			15,920.44
UGI CORP NEW COM		74,103.59			77,480.32
UIL HLDGS CORP COM		34,401.60			43,863.27
UIT ADVISORS DISCIPLINED TR UNIT 807 ADVISORS CORP TR NAVELLIER/DIAL HI INC		85,066.30			81,523.50
UIT CHEMTRADE LOGISTICS INC FD UNITS CTFOF OWN EVID UNDIV INT $1000 UIT VAL REG		11,613.19			13,685.33
UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG		2,184.17			3,198.77
UIT ONEOK PARTNERS L P UNIT LTD PARTSHIPCTF OF OWN EVID UNDIV $1000 UIT VAL REG		37,322.92			47,980.66
UIT PRECIOUS METALS & MNG TR TR UNIT CTFOF OWN EVID UNDIV INT $1000		9,288.17			7,733.61
ULTA SALON COSMETICS & FRAGRANCE INC COMSTK		66,509.86			62,712.72
ULTA SALON COSMETICS & FRAGRANCE INC COMSTK		384,568.97			480,408.00
ULTRA PETE CORP COM NPV		152,856.76			104,949.46
ULTRALIFE CORPORATION		6,119.35			4,602.90
UMICORE NPV		114,922.53			144,906.59
UMPQUA HLDGS CORP COM		14,032.84			17,284.05
UNDER ARMOR INC CL A		213,713.29			206,826.99
UNDER ARMOR INC CL A		268,251.39			295,774.80
UNG US 01/21/12 C12		(223.33	)		(15.00	)
UNG US 04/21/12 C11		(557.88	)		(20.00	)
UNH US 06/16/12 C50		(382.29	)		(445.00	)
UNI SER TR SOUND MIND INVESTING FD		728,958.15			752,275.07
UNIBAIL-RODAMCO SE EUR5		192,827.45			204,943.91
UNICAPITAL CORP NEW COM		28,538.07			187.90
UNICO INC COM PAR $.001 STK		42,970.71			31.76
UNICREDIT SPA NPV (POST SPLIT)		370,426.70			239,176.57
UNIGENE LABS INC COM STK		10,006.95			10,600.00
UNION DRILLING INC COM		7,876.95			6,240.00
UNION ELEC CO PFD $3.50		7,312.95			7,200.00
UNION PAC CORP COM		354,969.24			408,037.01
UNION PAC CORP COM		447,634.36			609,155.00
UNION PAC CORP COM		366,870.95			1,134,511.46
UNION SVGS BK DANBURY CONN CTF DEP MTHLYDTD 02-28-2011 2.3 DUE 02-29-2016		5,000.00			5,003.60
UNIONTOWN ENERGY INC COM NEW STOCK		5,790.60			480.62
UNIQUE PIZZA & SUBS CORP COM NEW STK		50,199.11			159.90
UNISYS CORP COM NEW COM NEW		88,289.74			67,014.00

197


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
UNISYS CORP COM NEW COM NEW		216,403.20			169,506.00
UNISYS CORP COM NEW COM NEW		25,895.88			23,001.57
UNISYS CORP COM NEW COM NEW		320,989.73			273,969.00
UNIT CORP COM		19,055.46			18,560.00
UNIT CORP COM		182,791.20			185,600.00
UNIT CORP COM		197,234.46			199,520.00
UNIT CORP COM		576,032.35			622,966.40
UNITED CONTINENTAL HOLDINGS COMSTK CALL OPT EXP 01/21/12 PR $17.50 PER SH		(6,952.28	)		(1,740.00	)
UNITED CONTL HLDGS INC COM STK		46,939,431.64			44,034,635.73
UNITED ENVIRONMENTAL ENERGY CORP DEL COMNEW STK		9.01			—
UNITED GUARDIAN INC COM		135,536.20			172,325.00
UNITED NAT FOODS INC COM		284,241.18			336,484.10
UNITED ONLINE INC COM		32,167.95			28,540.94
UNITED ONLINE INC COM		188,934.69			106,080.00
UNITED ONLINE INC COM		169,671.27			136,957.44
UNITED PARCEL SVC INC CL B		434,365.41			481,905.57
UNITED PARCEL SVC INC CL B		1,388,732.21			1,542,991.58
UNITED PARCEL SVC INC CL B		981,398.52			1,068,574.00
UNITED SILVER CORPORATION		1,003.06			311.30
United States dollar		172.67			172.67
United States dollar		27.54			27.54
United States dollar		109.41			109.41
United States dollar		556.00			556.00
United States dollar		2,065.89			2,065.89
United States dollar		309.89			309.89
United States dollar		1,401.19			1,401.19
United States dollar		15.28			15.28
United States dollar		86.80			86.80
United States dollar		101.73			101.73
United States dollar		190.23			190.23
United States dollar		5.70			5.70
United States dollar		1,831.04			1,831.04
United States dollar		71.92			71.92
United States dollar		32.97			32.97
United States dollar		275.35			275.35
United States dollar		26.16			26.16
United States dollar		142.89			142.89
United States dollar		380.32			380.32
United States dollar		3,842.16			1.01
United States dollar		31,304.28			31,304.28
United States dollar		14,811.45			14,811.45
United States dollar		1,466.09			1,466.09
United States dollar		1,273.62			1,273.62
United States dollar		934.55			934.55
United States dollar		1,676.55			1,676.55
United States dollar		1,583.50			1,583.50
United States dollar		60.48			60.48
United States dollar		28.79			28.79
United States dollar		2,812.72			2,812.72
United States dollar		2,842.20			2,842.20
United States dollar		27.11			27.11
United States dollar		2,903.23			2,903.23
United States dollar		25.75			25.75
United States dollar		2,808.51			2,808.51

198


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
United States dollar		27.11			27.11
United States dollar		2,771.03			2,771.03
United States dollar		2,936.90			2,936.90
United States dollar		26.43			26.43
United States dollar		3,062.80			27.61
United States dollar		233.33			233.33
United States dollar		233.33			233.33
United States dollar		234.78			234.78
United States dollar		241.30			241.30
United States dollar		230.18			230.18
United States dollar		234.55			234.55
United States dollar		128.41			128.41
United States dollar		5,319.96			5,319.96
United States dollar		2,964.15			2,964.15
United States dollar		75.01			75.01
United States dollar		3.24			3.24
United States dollar		60.61			60.61
United States dollar		315,136.50			540.20
United States dollar		104.66			104.66
United States dollar		10.34			10.34
United States dollar		493.32			493.32
United States dollar		1,214.74			1,214.74
United States dollar		40.81			40.81
United States dollar		56.03			56.03
United States dollar		41.42			41.42
United States dollar		176,252.44			176,252.44
United States dollar		1,049,021.64			1,049,021.64
United States dollar		1,663,491.80			1,663,491.80
United States dollar		221,877.47			221,877.47
United States dollar		17,706,170.20			17,706,170.20
United States dollar		7,528,401.87			7,528,401.87
United States dollar		10,231.40			10,231.40
United States dollar		83,837.63			83,837.63
United States dollar		59,461.35			59,461.35
United States dollar		490,675.77			490,675.77
United States dollar		79,999.55			79,999.55
United States dollar		88,568.51			88,568.51
United States dollar		395,741.50			395,741.50
United States dollar		22,913.55			22,913.55
United States dollar		68,358.26			68,358.26
United States dollar		194,214.56			194,214.56
United States dollar		12,518.30			12,518.30
United States dollar		3,421,700.64			3,421,700.64
United States dollar		0.00			—
United States dollar		(1.83	)		(1.83	)
United States dollar		(5.57	)		(5.57	)
United States dollar		(42.29	)		(42.29	)
United States dollar		(11.11	)		(11.11	)
United States dollar		(3.36	)		(3.36	)
United States dollar		(34.20	)		(34.20	)
United States dollar		(11,207.95	)		(11,207.95	)
United States dollar		(1,113.09	)		(1,113.09	)
United States dollar		(639.30	)		(639.30	)
United States dollar		(316.93	)		(316.93	)

199


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
United States dollar		(2,917.83	)		(2,917.83	)
United States dollar		(97,013.11	)		(97,013.11	)
United States dollar		(41,786.85	)		(41,786.85	)
United States dollar		(1,776.67	)		(1,776.67	)
United States dollar		(4,440.55	)		(4,440.55	)
United States dollar		(53,364.94	)		(53,364.94	)
United States dollar		(183,680.27	)		(183,680.27	)
United States dollar		(335,171.92	)		(335,171.92	)
United States dollar		(295,557.07	)		(295,557.07	)
United States dollar		(10,527.45	)		(10,527.45	)
United States dollar		(339,560.48	)		(339,560.48	)
United States dollar		(45,963.21	)		(45,963.21	)
United States dollar		(3,328.08	)		(3,328.08	)
United States dollar		(322.67	)		(322.67	)
United States dollar		(4,808.12	)		(4,808.12	)
United States dollar		(2,600.64	)		(2,600.64	)
United States dollar		(349.28	)		(349.28	)
United States dollar		(536.67	)		(536.67	)
United States dollar		(639.48	)		(639.48	)
United States dollar		(7,538.24	)		(7,538.24	)
United States dollar		(82.84	)		(82.84	)
United States dollar		(97.41	)		(97.41	)
United States dollar		(8,743.09	)		(8,743.09	)
United States dollar		(518.67	)		(518.67	)
United States dollar		(282.70	)		(282.70	)
United States dollar		(1,030.15	)		(1,030.15	)
United States dollar		(233.67	)		(233.67	)
United States dollar		(1,138.27	)		(1,138.27	)
United States dollar		(114.40	)		(114.40	)
United States dollar		(210.98	)		(210.98	)
United States dollar		(3,554.50	)		(3,554.50	)
United States dollar		(1,469.35	)		(1,469.35	)
United States dollar		(229.76	)		(229.76	)
United States dollar		(68.23	)		(68.23	)
United States dollar		(2,302.31	)		(2,302.31	)
United States dollar		(17,899.27	)		(17,899.27	)
United States dollar		(17,914.23	)		(17,914.23	)
United States dollar		(17,903.67	)		(17,903.67	)
United States dollar		(17,897.95	)		(17,897.95	)
United States dollar		(17,901.03	)		(17,901.03	)
United States dollar		(17,892.67	)		(17,892.67	)
United States dollar		(3,737.59	)		(3,737.59	)
United States dollar		(3,540.43	)		(3,540.43	)
United States dollar		(3,732.18	)		(3,732.18	)
United States dollar		(3,686.64	)		(3,686.64	)
United States dollar		(3,620.59	)		(3,620.59	)
United States dollar		(3,511.61	)		(3,511.61	)
United States dollar		(370.52	)		(370.52	)
United States dollar		(2,611.03	)		(2,611.03	)
United States dollar		(1,497.04	)		(1,497.04	)
United States dollar		(3,225.10	)		(3,225.10	)
United States dollar		(4,281.09	)		(4,281.09	)
United States dollar		(8,956,824.23	)		(8,956,824.23	)
United States dollar		(19,218.90	)		(19,218.90	)

200


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
United States dollar		(16,154,691.47	)		(16,154,691.47	)
United States dollar		(192,275.42	)		(192,275.42	)
United States dollar		(132,240.00	)		(132,240.00	)
United States dollar		(3,308.20	)		(3,308.20	)
United States dollar		(40,248.04	)		(40,248.04	)
United States dollar		(128,119.65	)		(128,119.65	)
United States dollar		(139,065.45	)		(139,065.45	)
United States dollar		(25,286.17	)		(25,286.17	)
United States dollar		(22,219.92	)		(22,219.92	)
United States dollar		(53,037.01	)		(53,037.01	)
United States dollar		(27,360.00	)		(27,360.00	)
United States dollar		(35,040.00	)		(35,040.00	)
United States dollar		(37,180.00	)		(37,180.00	)
United States dollar		(393,019.79	)		(393,019.79	)
United States dollar		(690,997.41	)		(690,997.41	)
United States dollar		(399,339.07	)		(399,339.07	)
United States dollar		(90,572.19	)		(90,572.19	)
United States dollar		(45,600.00	)		(45,600.00	)
UNITED STATES OF AMER TREAS BILLS DUE 04-26-2012 REG		799,765.42			799,943.20
UNITED STATES TREAS BDS .. 3.125% DUE 11-15-2041 REG		695,132.96			722,882.64
UNITED STATES TREAS BDS INDEX LINKED 1.75 DUE 01-15-2028 REG		23,086.10			32,474.35
UNITED STATES TREAS BILLS ZCP 06-21-2012		2,099,561.43			2,099,460.30
UNITED STATES TREAS NTS 2 DUE 11-15-2021		1,098,906.49			1,112,546.60
UNITED STATES TREAS NTS DTD 00171 4.125%DUE 08-31-2012 REG		34,807.90			35,924.21
UNITED STATES TREAS NTS DTD 00306 2.625%DUE 08-15-2020 REG		86,173.15			86,275.04
UNITED STATES TREAS SEC STRIPPED INT PMT00522 11-15-2029 (UNDDATE) REG		14,818.90			17,981.25
UNITED STATES TREAS SEC STRIPPED INT PMT02-15-2019 (UNDDATE) REG		30,655.25			45,039.05
UNITED STS OIL & GAS CORP COM STK		2,189.30			5.00
UNITED STS STL CORP NEW COM		124,447.30			82,422.90
UNITED STS STL CORP NEW COM		288,849.24			262,506.30
UNITED TECHNOLOGIES CORP COM		679,173.91			696,115.97
UNITED TECHNOLOGIES CORP COM		558,742.94			676,521.04
UNITED TECHNOLOGIES CORP COM		666,656.27			1,449,593.97
UNITED TECHNOLOGIES CORP COM		942,040.12			950,170.00
UNITED TECHNOLOGIES CORP COM		625,291.63			606,647.00
UNITEDHEALTH GROUP 4.875% DUE 02-15-2013		79,160.80			83,305.28
UNITEDHEALTH GROUP 4.875% DUE 04-01-2013		78,902.40			83,585.52
UNITEDHEALTH GROUP INC 3.375 DUE 11-15-2021		19,890.60			20,684.84
UNITEDHEALTH GROUP INC COM		149,489.53			175,759.56
UNITEDHEALTH GROUP INC COM		532,011.29			1,179,627.68
UNITEDHEALTH GROUP INC COM		935,692.51			1,049,076.00
UNIVERSAL ACCESS GLOBAL HLDGS INC COM NEW STK		6,455.42			—
UNIVERSAL AMERICAN CORP COM STK		1,632.75			2,224.25
UNIVERSAL AMERICAN CORP COM STK		372,099.15			391,900.14
UNIVERSAL DETECTION TECHNOLOGY COM NEW STK		9,788.29			3.00
UNIVERSAL FST PRODS INC COM		1,815.10			1,852.20
UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT		3,501.05			3,900.00
UNIVERSAL INS HLDGS INC COM		13,559.85			10,740.00
UNIVERSAL POTASH CORP COM STK		2,499.85			30.00
UNUM GROUP		165,370.76			134,468.74
UNVL CORP VA COM		25,158.98			30,411.58
UNVL DISPLAY CORP COM		92,783.68			73,380.00
UNVL EXPRESS INC COM		1,429.85			—
UNVL GUARDIAN HLDGS INC COM		1,714.34			0.30

201


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
UNVL HEALTH SERVICES INC CL B COM		9,391.41			9,725.62
UNVL TECH INST INC COM		39,096.27			34,506.00
UNY CO JPY50 (8270)		176,126.81			161,165.41
UOMO MEDIA INC COM STK		1,905.79			3.12
UPLIFT NUTRITION INC COM NEW		0.00			87.68
UPRO US 01/21/12 P60		0.00			7,040.00
UPRO US 02/18/12 C60		(7,262.30	)		(12,540.00	)
UPRO US 02/18/12 C64		(3,026.92	)		(3,040.00	)
UPSTREAM WORLDWIDE INC COM		288.95			9.00
UQM TECHNOLOGIES INC COM		70,081.46			39,756.42
URACAN RES LTD COM STK		68,745.88			12,780.96
URANERZ ENERGY CORP COM STK		149,308.31			91,675.22
URANIUM 308 CORP COM STK		1,700.90			462.00
URANIUM ENERGY CORP COM		70,096.70			52,800.30
URANIUM HUNTER CORP COM STK		759.95			1.30
URANIUM ONE INC COM		34,717.07			18,196.50
URANIUM PARTN CORP COM		14,570.69			11,079.33
URANIUM RES INC COM PAR $0.001 COM PAR $0.001		184,101.45			100,255.52
URBAN OUTFITTERS INC COM		58,190.52			54,045.16
URBAN OUTFITTERS INC COM		78,802.73			69,974.84
URBN US 01/21/12 C27		(588.49	)		(780.00	)
UR-ENERGY INC COM		96,206.26			55,246.59
UROPLASTY INC COM NEW		91,721.29			199,750.00
URS CORP NEW COM		368,955.82			309,056.00
URS CORP NEW COM		387,845.21			375,784.00
URS CORP NEW COM		15,663.59			12,292.00
URS CORP NEW COM		559,329.73			438,157.12
URTY US 01/21/12 C53		(5,086.92	)		(5,120.00	)
US AEROSPACE INC COM COM		173.00			5.30
US BANCORP		141,367.56			161,039.23
US BANCORP		978,870.96			1,129,662.10
US BANCORP		466,820.75			503,130.00
US BANCORP DEL DEP SHS REPSTG 1/100TH PERP PFD SER A		0.00			—
US ECOLOGY INC COM		6,397.24			7,007.28
US ENERGY INITIATIVES CORP COM STK		1,515.30			80.00
US FARMS INC COM NEW STK		1,365.40			1.72
US TREAS BDS 0 TREAS NT 15/11/2039 USD1000 4.375 DUE 11-15-2039 REG		875,717.29			1,103,538.85
US TREAS BDS 4.75 DUE 02-15-2041 REG		2,737,120.11			2,811,375.00
US TREAS BDS INDEX LINKED NOTES 2.375 DUE 01-15-2027 REG		27,675.81			39,134.64
US TREAS BILLS 03-22-2012 TBILL		2,799,569.08			2,799,893.60
US TREAS INFL INDEXED BONDS 2.375 DUE 01-15-2025 BEO		10,796.05			15,264.65
US TREAS NTS INDEX LINKED 2.00 DUE 01-15-2016 REG		19,413.18			25,514.28
US TREAS NTS INDEX LINKED 2.36434 DUE 01-15-2014 REG		5,173.82			6,489.72
US TREAS NTS INDEX LINKED 2.375 DUE 01-15-2017 REG		14,559.26			18,245.88
US TREAS NTS INFLATION LINKED 2.00 DUE 04-15-2012 REG		653,486.81			650,088.55
US TREAS NTS TIPS DTD 07-15-2011 07-15-2021		524,796.15			537,418.35
USA MOBILITY INC COM STK		60,338.97			59,517.50
USA TECHNOLOGIES INC COM NO PAR STK		4,189.05			2,240.00
USA TRUCK INC COM		7,363.90			4,638.00
USA URANIUM CORP COM		5,968.06			—
USAMERIBANK LARGO FLA CTF DEP DTD 03-10-2010 1.1 03-12-2012		10,000.00			10,017.60
USANA HEALTH SCIENCES INC CDT-SHS		9,606.95			9,111.00
USB CAP XI GTD TR PFD SECS 6.60		30,782.26			32,695.00
USCORP COM NEW		2,938.80			1,125.00

202


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
USEC INC COM		372,547.75			105,479.64
USEC INC COM		138,309.03			69,768.00
USEC INC SR NT CONV 3% DUE 10-01-2014 REG		7,422.50			4,711.66
USG CORP 6.3% DUE 11-15-2016		13,087.89			12,400.00
USG CORP COM NEW		103,690.93			92,456.00
USO US 12/17/11 C38		(9,876.18	)		(13,090.00	)
USO US 12/17/11 C39		(1,002.39	)		—
USO US 12/30/11 C39		(495.45	)		(10.00	)
UTD MEXICAN STS # TR 00020 6.05 DUE 01-11-2040		36,720.00			39,120.00
UTD MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 6.75 DUE 09-27-2034 REG		94,200.41			119,830.00
UTD O/S BANK NPV		1,042,122.98			835,863.40
UTD PARCEL SVC INC 4.5% DUE 01-15-2013		79,660.00			83,294.40
UTD PARCEL SVC INC 5.5% DUE 01-15-2018		3,706.06			4,809.40
UTD RENTALS INC COM		619.36			1,477.50
UTD STS STL CORP 6.65% DUE 06-01-2037		4,513.00			3,887.50
UTD TECHNOLOGIES 4.5% DUE 04-15-2020		71,465.80			78,886.85
UTD TECHNOLOGIES 5.375% DUE 12-15-2017		10,368.40			11,817.03
UTD THERAPEUTICS CORP DEL COM STK		106,351.84			93,649.50
UTD THERAPEUTICS CORP DEL COM STK		332,338.82			292,005.00
UTI WORLDWIDE INC ORD NPV		107,195.62			104,991.00
UTI WORLDWIDE INC ORD NPV		148,067.04			140,874.00
UV FLU TECHNOLOGIES INC COM STK		17,107.55			4,050.00
UWINK INC DEL COM STK		433.15			3.03
UWM US 01/21/12 C34		(11,302.37	)		(12,740.00	)
UWM US 01/21/12 C37		(706.97	)		(720.00	)
UXG US 01/21/12 C7.5		(2,574.72	)		(60.00	)
V F CORP COM		71,702.46			72,804.90
V F CORP COM		78,337.67			239,249.16
V US 03/17/12 C100		(492.29	)		(628.00	)
V US 11/19/11 C92.5		(970.00	)		—
VAALCO ENERGY INC COM NEW COM NEW		17,793.68			18,591.12
VAIL RESORTS INC COM		4,056.51			4,263.50
VAL NATL BANCORP COM		302,008.11			314,210.37
VALCENT PRODUCTS INC NEW		469.00			52.00
VALE OVERSEAS LTD 6.875% DUE 11-21-2036		95,932.17			113,855.10
VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK		4,614.57			4,669.00
VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK		248,267.39			261,464.00
VALENCE TECHNOLOGY INC COM		32,008.24			24,010.00
VALEO EUR3		123,393.31			335,030.08
VALERO ENERGY CORP COM STK NEW		417,586.45			383,110.00
VALERO ENERGY CORP COM STK NEW		318,448.41			257,757.25
VALERO ENERGY CORP COM STK NEW		709,335.83			631,593.53
VALERO ENERGY CORP COM STK NEW		396,660.50			368,375.00
VALIDUS HOLDING LTD COM STK USD0.175		189,212.99			189,000.00
VALIDUS HOLDING LTD COM STK USD0.175		47,370.60			47,250.00
VALMONT INDS INC COM		0.00			—
VALSPAR CORP COM		3,118.61			4,039.17
VALUECLICK INC COM STK ISIN#US92046N1028		13,870.07			10,621.08
VANDA PHARMACEUTICALS INC COM		10,039.73			6,302.24
VANDERBILT MTG & FIN INC SER 2000B CL IB-2 9.25 DUE 07-07-2030 REG		103,003.45			97,334.77
VANGUARD INDUSTRIALS ETF		41,745.73			40,846.83
VANGUARD MERGER MFO VANGUARD BALANCED 2886586 2/10/2012		13,043.44			11,026.38
VANGUARD NAT RES LLC COM UNIT REPSTG LTDLIABLITY CO INTS		64,368.93			62,449.64
VANGUARD SHORT-TERM BOND ETF		428,538.54			426,927.96

203


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
VARIAN MEDICAL SYSTEMS INC		19,920.32			21,145.95
VARIAN MEDICAL SYSTEMS INC		124,099.29			174,135.22
VASCO DATA SEC INTL INC COM		10,961.13			9,897.36
VASCULAR SOLUTIONS INC COM		3,719.66			4,452.00
VB US 01/21/12 C72		(290.77	)		(270.00	)
VECTOR GROUP LTD COM STK		34,061.33			37,629.27
VECTREN CORP COM		11,751.17			15,115.00
VEECO INSTRS INC DEL COM		199,062.19			100,526.40
VELATEL GLOBAL COMMUNICATIONS INC COM COM		72,734.65			34,249.18
VELOCITYSHARES VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN		42,743.32			43,617.00
VENTAS INC REIT		233,401.26			339,049.50
VENTAS INC REIT		53,980.57			78,229.47
VERA BRADLEY INC COM STK		924.88			741.75
VERENIUM CORP COM NEW COM NEW		978.60			436.00
VERIFONE SYSTEMS INC COM		24,668.85			21,844.80
VERIFONE SYSTEMS INC COM		343,400.25			434,409.60
VERIFONE SYSTEMS INC COM		501,700.22			1,072,704.00
VERIFONE SYSTEMS INC COM		539,988.76			406,704.00
VERINT SYS INC COM		21,761.90			21,701.52
VERISANTE TECHNOLOGY INC		9,003.45			8,281.00
VERISIGN INC COM		166,274.16			196,460.00
VERISIGN INC COM		84,718.60			125,913.00
VERISIGN INC COM		805,481.67			1,200,192.00
VERIZON 3 DUE 04-01-2016		10,013.00			10,539.15
VERIZON 3.5% DUE 11-01-2021		69,445.60			72,878.54
VERIZON 4.35% DUE 02-15-2013		39,448.00			41,566.24
VERIZON 4.6% DUE 04-01-2021		40,326.21			45,154.64
VERIZON 4.75% DUE 11-01-2041		252,888.00			258,295.68
VERIZON 6.1% DUE 04-15-2018		136,725.60			144,163.80
VERIZON COMMUNICATIONS 6 DUE 04-01-2041		108,595.00			136,385.81
VERIZON COMMUNICATIONS COM		1,836,290.84			2,480,419.00
VERIZON COMMUNICATIONS COM		2,356,831.54			2,762,278.54
VERIZON COMMUNICATIONS COM		735,955.17			872,610.00
VERIZON COMMUNICATIONS INC BD 5.5 DUE 04-01-2017/03-31-2017 BEO		21,450.19			23,080.52
VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/19/13 PR $35 PER SH		(10,271.43	)		(12,430.00	)
VERIZON COMMUNICATIONS INC COM STK CALL OPT EXP 1/19/13 PR $40 PER SH		(442.10	)		(1,000.00	)
VERIZON WIRELESS 8.5% DUE 11-15-2018		19,801.20			26,994.00
VERMILION ENERGY INC COM		12,194.00			13,340.55
VERMILLION INC COM NEW STK		882.95			58.50
VERSO PAPER HLDGS 11.5% DUE 07-01-2014		531,250.00			510,000.00
VERTEX PHARMACEUTICALS INC COM		25,213.83			18,597.60
VERTEX PHARMACEUTICALS INC COM		148,683.00			166,050.00
VERTICAL COMPUTER SYS INC COM NEW		6,355.64			3,700.00
VGTEL INC COM STOCK		69,821.02			2,795.00
VHC US 01/21/12 C25		(2,466.93	)		(2,040.00	)
VHC US 03/17/12 C35		(941.54	)		(1,500.00	)
VIACOM INC NEW CL B		29,683.61			29,288.26
VIACOM INC NEW CL B		348,502.27			362,825.90
VIACOM INC NEW CL B		437,177.34			549,778.87
VIAD CORP COM NEW		33,015.73			33,212.00
VIASPACE INC COM STK		1,473.19			42.40
VICAL INC COM COM		109,840.24			139,797.00
VICTORY ENERGY CORP COM NEW COM NEW		1,010.95			41.25
VIDAROO CORP COM STK		567.77			96.00

204


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
VIDEO RIV NETWORKS INC COM		92,265.92			434.76
VIKING SYS INC COM NEW COM NEW		1,906.95			2,550.00
VIMPELCOM LTD-SPONSORED ADR		7,796.83			5,558.89
VIPER NETWORKS INC COM		116.95			0.39
VIPER POWERSPORTS INC COM NEW STOCK		16,735.60			8,160.00
VIPER RES INC NEV COM		1,636.24			30.85
VIRAGEN INC COM NEW		5,411.19			—
VIRGINIA ENERGY RES INC COM		37,820.41			3,903.56
VIRGINIA MINES INC COM STK		9,777.69			9,783.13
VIRNETX HLDG CORP COM STK		51,648.84			59,928.00
VIROPHARMA INC COM STK		22,604.13			34,210.11
VIROPHARMA INC COM STK		221,341.84			438,240.00
VIRTUAL PIGGY INC COM		1,326.95			1,800.00
VIRTUALSCOPICS INC COM STK		9,967.90			4,976.95
VISA INC COM CL A STK		949,919.99			1,133,074.80
VISA INC COM CL A STK		1,137,913.95			1,405,205.50
VISA INC COM CL A STK		1,136,887.76			1,542,342.23
VISA INC COM CL A STK		883,283.74			1,457,970.80
VISA INC COM CL A STK		452,537.92			487,344.00
VISHAY INTERTECHNOLOGY INC COM STK		87,680.83			53,760.20
VISHAY INTERTECHNOLOGY INC COM STK		617,378.64			588,719.14
VISION-SCIENCES INC DEL COM STK		2,744.05			2,244.12
VISTA GOLD CORP REORGANIZATION SHS COM STK		17,467.75			15,964.00
VISTAPRINT NV COM USD0.001		6,141.73			5,202.00
VISTAPRINT NV COM USD0.001		327,823.14			373,932.00
VISTEON CORP COM NEW COM NEW		4,026.62			2,996.40
VISTEON CORP WT EXP		8,244.31			1,090.45
VISUALANT INC COM STOCK		315.39			39.00
VITAMIN SHOPPE INC COM		345,403.20			473,774.40
VITERRA INC COM STK		5,576.24			5,260.00
VITESSE SEMICONDUCTOR CORP COM STK		1,750.84			423.30
VIVENDI SA EUR5.50		670,439.44			560,663.36
VIVUS INC COM		52,275.07			58,626.75
VIXY US 11/19/11 C100		(0.01	)		—
VIZSTAR INC COM STK		1,718.00			1.50
VLO US 01/19/13 C35		(709.24	)		(210.00	)
VLO US 02/18/12 C24		(40.30	)		(38.00	)
VMWARE INC CL A COM CL A COM		195,260.54			177,693.84
VMWARE INC CL A COM CL A COM		245,931.10			295,324.50
VOD US 01/21/12 C29		(71.53	)		(10.00	)
VODAFONE GROUP ORD USD0.11428571		671,228.73			873,838.40
VODAFONE GROUP ORD USD0.11428571		1,242,193.84			1,350,500.26
VOIP INC COM NEW STK		3,601.45			—
VOLCANO CORP COM STK		46,384.77			49,364.25
VOLTERRA SEMICONDUCTOR CORP COM		3,812.32			4,481.75
VONAGE HLDGS CORP COM		18,037.19			10,657.50
VONAGE HLDGS CORP COM		142,290.01			144,540.20
VORNADO RLTY TR COM		318,668.56			306,594.54
VORNADO RLTY TR PFD SER E 7%		2,536.95			2,535.00
VOXX INTL CORP CL A CL A		8,408.90			9,295.00
VSE CORP COM		1,077.39			946.92
VSH US 02/18/12 C10		(122.02	)		(330.00	)
VTI US 01/21/12 C65		(260.77	)		(270.00	)
VULCAN MATERIALS CO COM		8,442.36			10,247.47

205


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
VULCAN MATERIALS CO COM		147,094.60			111,478.55
VXX US 01/06/12 C34		(989.24	)		(930.00	)
VXX US 01/18/14 C30		(49,327.71	)		(34,040.00	)
VXX US 01/18/14 C42		(37,971.39	)		(26,250.00	)
VXX US 01/19/13 C10		(43,243.45	)		(42,880.00	)
VXX US 01/21/12 P41		2,035.74			3,200.00
VY CMNTY BK PLEASANTON CAL COM		8,756.95			5,775.00
VYTERIS INC FORMERLY VYTERIS HLDGS NEV INC TO 05/02/2007 COM NEW COM NEW		654.97			0.71
VZ US 01/18/14 C35		(5,251.13	)		(10,710.00	)
VZ US 02/18/12 C40		(246.75	)		(546.00	)
W & T OFFSHORE INC COM		14,079.91			14,861.97
W & T OFFSHORE INC COM		161,888.25			180,285.00
W.P STEWART & CO LTD COM		7,426.10			713.70
WA MUT INC 8.25 DUE 12-31-2040 DEFAULTED		8,287.50			12,600.00
WA MUT INC UNIT TR PFD INC EQTY REDEMABLE SECS PIERS CAP TR & 1WT EXP		7,798.63			2,560.00
WA REAL ESTATE INVT TR SH BEN INT		23,870.04			22,427.00
WABASH NATL CORP COM		1,321.19			1,568.00
WABCO HLDGS INC COM STK		7,282.62			5,034.40
WABTEC CORP COM		8,643.46			9,448.36
WABTEC CORP COM		117,537.80			139,900.00
WACHOVIA BK N A CHARLOTTE N C CTF DEP DTD 09/30/2008 ACT/365 5.05 09-30-2013		34,000.00			36,040.34
WACHOVIA CAP TR III FIXED-FLTG RATE BD DUE 12-31-2049 REG		70,087.94			58,625.00
WACHOVIA CAP TR IV GTD TR PFD SECS DO NOT USE SEE SEC#1A1DAA1		6,697.91			8,806.00
WACHOVIA CORP NEW 5.625% DUE 10-15-2016		163,811.20			217,739.40
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP ACT/365 SEMI ANNU D 505 09-19-2013		90,000.00			95,340.60
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 06-11-2008 4.7 06-11-2013		10,000.00			10,462.20
WACHOVIA MTG FSB LAS VEGAS NEV CTF DEP DTD 09-30-2008 5.05 09-30-2013		30,000.00			31,800.30
WACHOVIA PFD FDG CORP PERP PFD SECS SER A 7.25%		8,449.90			8,391.50
WAG US 01/21/12 C33		(546.49	)		(672.00	)
WAINWRIGHT BK & TR CO BSTN MASS CTF DEP DTD 04-23-2010 2.85 10-23-2015		10,000.00			10,373.00
WALGREEN CO COM		426,791.17			393,527.97
WALGREEN CO COM		138,730.57			138,190.80
WALGREEN CO COM		404,866.49			644,306.34
WAL-MART DE MEXICO SER‘V’NPV		333,068.24			345,460.88
WAL-MART STORES 5.8% DUE 02-15-2018		27,993.04			30,765.30
WAL-MART STORES INC COM		1,208,964.08			2,282,294.16
WAL-MART STORES INC COM		1,029,498.89			1,154,450.36
WAL-MART STORES INC COM		732,310.72			842,616.00
WAL-MART STORES INC COM		1,100,495.13			1,238,526.00
WAL-MART STORES INC COM		0.00			—
WALT DISNEY CO		389,119.69			479,287.50
WALT DISNEY CO		930,899.17			1,471,687.50
WALT DISNEY CO		410,142.87			441,509.18
WALT DISNEY CO		717,632.06			814,762.50
WALTER ENERGY INC		79,079.99			59,369.84
WALTER INVT MGMT CORP		1,821.19			2,068.44
WALTER INVT MGMT CORP		157,866.46			143,570.00
WANDERPORT CORP COM STK		506.95			135.00
WAR EAGLE MNG INC COM NO PAR		3,292.95			—
WARNER CHILCOTT PLC COM		26,778.92			16,476.57
WARNER CHILCOTT PLC COM		308,404.69			290,496.00
WARNER CHILCOTT PLC COM		1,026,051.65			673,285.00
WARNING MODEL MGMT LLC COM		15,390.78			—
WARREN RES INC COM		10,617.15			10,943.82

206


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
WASH FED INC COM		851,291.97			698,380.80
WASH POST CO CL B COM		14,580.47			8,289.82
WASH POST CO CL B COM		110,204.17			51,999.78
WASHINGTON MUT BK HENDERSON NEV CTF DEP DTD 04-18-2007 5.1 04-18-2017		10,000.00			11,082.00
WASHINGTON MUT INC 7.75% NON CUMULATIVE PERP CONV PFD CONV PFD		651,448.38			389,880.00
WASHINGTON MUT INC DEPOSITARY SHS REPSTG1/40000 PERP PFD		52,717.65			27,205.75
WASHINGTON MUTUAL INC		252,162.94			81,591.26
WASTE MGMT INC DEL 7.375% DUE 05-15-2029		62,570.00			63,575.50
WASTE MGMT INC DEL COM STK		260,891.84			265,358.03
WASTE MGMT INC DEL COM STK		395,702.53			329,455.12
WATCHIT TECHNOLGIES INC COM STK		0.00			—
WATCHIT TECHNOLOGIES INC COMMON STOCK		742.75			97.50
WATER RESOURCES GROUP LTD STOCK		31,464.50			5,085.00
WATERS CORP COM		19,710.65			17,697.95
WATERS CORP COM		84,207.94			147,803.80
WATSCO INC COM		8,037.06			11,481.43
WATSON PHARMACEUTICALS INC COM		23,519.90			21,963.76
WATSON PHARMACEUTICALS INC COM		112,091.09			166,176.36
WATSON PHARMACEUTICALS INC COM		425,186.41			585,298.00
WATTS WTR TECHNOLOGIES INC		10,905.81			11,988.26
WD 40 CO COM STK		50,510.29			69,257.90
WDC US 01/21/12 C28		(1,485.43	)		(3,600.00	)
WEATHERFORD INTL 9.625% DUE 03-01-2019		6,585.15			6,471.30
WEATHERFORD INTL LTD		235,739.46			209,747.28
WEATHERFORD INTL LTD		786,259.66			664,187.52
WEB COM GROUP INC COM		10,356.41			13,041.55
WEBSAFETY INC COM STOCK		2,635.87			57.20
WEBSENSE INC COM STK ISIN# US9476841062		3,594.91			3,558.70
WEBSENSE INC COM STK ISIN# US9476841062		116,649.60			119,872.00
WEBSTER FNCL CORP WATERBURY CONN COM		36,186.36			42,819.00
WEBSTER FNCL CORP WATERBURY CONN COM		256,439.04			248,758.00
WEIGHT WATCHERS INTL INC NEW COM		52,606.57			41,327.75
WEIGHT WATCHERS INTL INC NEW COM		1,134,972.86			1,529,278.00
WEINGARTEN RLTY DEP SHS REPSTG 1/100 PFDSER E 6.95%		10,890.93			10,960.50
WELLCARE HLTH PLANS INC COM		49,876.71			51,450.00
WELLCARE HLTH PLANS INC COM		361,809.75			358,050.00
WELLCARE HLTH PLANS INC COM		412,825.97			430,500.00
WELLCARE HLTH PLANS INC COM		234,006.12			225,750.00
WELLMAN INC COM		10,646.13			—
WELLPOINT INC 5.875% DUE 06-15-2017		9,924.60			11,522.63
WELLPOINT INC 7% DUE 02-15-2019		39,936.00			48,262.88
WELLPOINT INC COM		37,527.05			36,715.65
WELLPOINT INC COM		386,518.31			437,250.00
WELLPOINT INC COM		305,117.59			503,698.75
WELLPOINT INC COM		966,375.09			987,125.00
WELLPOINT INC COM		1,019,599.32			1,121,281.25
WELLPOINT INC NT 4.35 DUE 08-15-2020		134,084.60			140,431.59
WELLS FARGO & CO COM STK CALL OPT EXP 1/19/13 PR $27.5 PER SH		(467.29	)		(400.00	)
WELLS FARGO & CO NEW 9.125 01 SEP 2012 FOR ACCT#26-05354		3,078.78			3,078.94
WELLS FARGO & CO NEW COM STK		1,012,326.09			1,040,804.69
WELLS FARGO & CO NEW COM STK		718,075.21			705,536.00
WELLS FARGO & CO NEW COM STK		552,680.28			605,768.80
WELLS FARGO & CO NEW COM STK		3,509,101.61			3,173,892.28
WELLS FARGO & CO NEW COM STK		982,205.19			1,052,792.00

207


Identity of Issue/Description of Investment (b)	Historical Cost (c)		Current Value (e)
WELLS FARGO & CO NEW COM STK		515,136.82		556,712.00
WELLS FARGO & CO NEW COM STK		1,911,937.50		1,496,508.00
WELLS FARGO & CO NEW DEP SHS SER J		60,115.09		75,463.74
WELLS FARGO & CO NEW PERP PFD CONV CL A 7.5%		5,058.20		5,280.00
WELLS FARGO & CO STEP CPN 3.676% DUE 06-15-2016		80,539.28		83,599.84
WELLS FARGO CAP IX TR ORIGINATED PFD SECS 5.625% TOPRS		2,291.32		2,505.00
WELLS FARGO CAP X 5.95% DUE 12-15-2086		99,900.00		100,125.00
WELLS FARGO CAP XII ENHANCED TR PFD SECSTRUPS PFD STK		12,746.80		12,995.00
WELLS FARGO FINL 6.125% DUE 04-18-2012		9,822.50		10,154.85
WELLSTONE TOB CO COM STK CONTRA		0.00		—
WENDYS CO COM		10,498.66		10,720.00
WERNER ENTERPRISES INC COM		134,318.79		137,370.00
WERNER ENTERPRISES INC COM		223,783.97		248,230.00
WESCO INTL INC COM		3,363.68		4,399.83
WESCO INTL INC COM		252,795.93		396,514.80
WESDOME GOLD MINES LTD COM STK		579.28		402.29
WESFARMERS LTD NPV		409,569.83		400,784.94
WESFARMERS LTD NPV PPS		144,558.59		141,002.71
WEST CANYON ENERGY CORP COM NEW COM NEW		3,874.86		8.80
WEST COAST BANCORP ORE NEW COM NEW		5,580.69		6,240.00
WEST PHARMACEUTICAL SVCS INC COM		3,001.80		2,466.75
WESTAR ENERGY INC COM		14,776.37		17,268.00
WESTELL TECHNOLOGIES INC CL A		863.65		666.00
WESTERN COPPER & GOLD CORP		413.19		154.00
WESTERN LITHIUM USA CORP COM STK		6,246.95		1,248.48
WESTERN STD ENERGY CORP COM NEW STK		2,120.95		9.45
WESTERN UNION CO		78,840.72		80,822.70
WESTERN UNION CO		255,941.75		257,100.80
WESTERN UNION CO		194,877.87		246,491.74
WESTERN UNION CO		1,424,047.44		1,548,575.82
WESTINGHOUSE SOLAR COM		8,980.81		739.84
WESTLAKE CHEM CORP COM STK		6,514.96		4,828.80
WESTN DIGITAL CORP COM		144,608.56		160,413.85
WESTN DIGITAL CORP COM		61,785.71		64,035.55
WESTN REFNG INC COM		149,090.21		168,279.38
WESTN REFNG INC COM		159,496.36		162,138.00
WESTPAC BKG CORP NPV		469,485.80		430,406.84
WESTPORT INNOVATIONS INC COM STK		283,084.96		389,406.60
WESTSHORE TERMS INVT CORP STAPLED UNIT STAPLED UNIT		25,366.27		35,950.88
WEYERHAEUSER CO COM		235,745.24		218,233.63
WEYERHAEUSER CO COM		174,753.22		157,040.11
WEYERHAEUSER CO DEB 7.375 DUE 03-15-2032 BEO		5,566.40		5,270.70
WFRBS COML MTG TR 3.66700005531% DUE 11-15-2044		26,257.92		27,021.15
WGL HLDGS INC COM		22,867.35		26,919.30
WHIRLPOOL CORP COM		96,304.15		76,489.40
WHIRLPOOL CORP COM		5,210.61		4,982.25
WHITBREAD ORD GBP0.76797385		102,882.46		91,760.85
WHITE MOUNTAINS INSURANCE GROUP COM STOCK		3,471.23		4,661.66
WHITEHALL ENTERPRISES INC COM		34,413.44		61.90
WHITESTONE REIT CL B SHS BEN INT CL B SHS BEN INT		25,988.62		24,385.43
WHITING PETE CORP COM STK		169,762.15		148,707.65
WHOLE FOODS MKT INC COM		356,151.62		414,645.84
WHOLE FOODS MKT INC COM		204,338.85		236,502.42
WHOLE FOODS MKT INC COM		244,249.78		476,623.00

208


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
WILDHORSE ENERGY LTD		638.57			384.50
WILEY JOHN & SONS INC CL A		2,726.12			4,262.40
WILLBROS GROUP INC COM		31,435.30			31,195.00
WILLBROS GROUP INC COM		79,512.74			33,037.34
WILLIAMS CLAYTON ENERGY INC COM		73,967.95			75,880.00
WILLIAMS CO INC COM		95,197.52			141,137.45
WILLIAMS CO INC COM		247,208.03			423,217.34
WILLIAMS COS INC 7.5% DUE 01-15-2031		1,897.85			2,437.57
WILLIAMS COS INC 7.75% DUE 06-15-2031		32,321.25			48,513.70
WILLIAMS COS INC 7.875% DUE 09-01-2021		90,872.98			95,996.63
WILLIAMS COS INC 8.75% DUE 03-15-2032		6,902.15			6,516.20
WILLIAMS CTLS INC COM NEW COM NEW		3,800.35			3,318.00
WILLIAMS PARTNERS 5.25% DUE 03-15-2020		40,673.60			44,278.72
WILLIAMS SONOMA INC COM		6,680.18			6,944.84
WILLIAMS SONOMA INC COM		104,654.01			107,800.00
WILLIAMS SONOMA INC COM		313,514.10			323,400.00
WILLIS LEASE FIN CORP COM		1,233.58			1,195.00
WILLIS LEASE FIN CORP PFD SER A 9% PFD STK		11,429.28			11,451.60
WILLOW CREEK ENTERPRISES INC COM PAR $.001 COM		2,431.30			42.50
WILMINGTON TR CO DEL C/D ACT/365 S/A DTD10-29-2010 .7 04-30-2012		108,000.00			108,068.04
WILMINGTON TR CO DEL CTF DEP DTD 07-21-2010 1.8 07-22-2013		200,000.00			202,968.00
WILSHIRE BANCORP INC COM		52,349.25			55,539.00
WINDSTREAM CORP 7.875% DUE 11-01-2017		5,481.50			5,412.50
WINDSTREAM CORP COM STK		356,101.67			344,703.89
WINDSTREAM CORP COM STK		125,104.70			146,397.80
WINN DIXIE STORES INC COM NEW STK		2,611.23			3,752.00
WINNER MED GROUP INC COM NEW COM		6,204.36			2,580.10
WIRELESS RONIN TECHNOLOGIES INC COM STK		2,677.74			720.00
WIS ENERGY COM		112,151.03			177,596.80
WISDOMTREE DIVID EX-FINLS FD		186,762.06			191,804.54
WISDOMTREE INTL DIVID EX-FINLS FD		29,259.67			28,865.44
WISDOMTREE INVTS INC COM		14,782.34			12,100.00
WISDOMTREE INVTS INC COM		225,147.43			191,845.50
WI-TRON INC COM		2,484.62			26.40
WITS BASIN PRECIOUS MINERALS INC COM STK		9,342.75			514.50
WIZZARD SOFTWARE CORP NEW COM		5,230.76			385.31
WM MORRISON SUPERMARKETS ORD GBP0.10		109,571.54			112,439.10
WM US 01/21/12 C31		(67.30	)		(195.00	)
WM US 01/21/12 C32.5		(67.30	)		(80.00	)
WM US 01/21/12 C35		(152.30	)		(10.00	)
WMS INDS INC COM STK		569,740.51			576,612.00
WNR US 01/21/12 C14		(285.45	)		(390.00	)
WOLTERS KLUWER EUR0.12		339,935.14			241,887.65
WOLVERINE WORLD WIDE INC COM		3,146.27			3,873.58
WONDER AUTO TECHNOLOGY INC COM STK\		404.62			40.50
WOODWARD INC COM		313,835.51			431,402.20
WOOLWORTHS LTD		8,163.41			7,719.84
WOOLWORTHS LTD NPV		110,184.01			111,419.35
WORDLOGIG CORP COM STK		46,686.45			5,775.00
WORLD ACCEP CORP S C NEW COM		35,700.58			36,750.00
WORLD FUEL SERVICE COM STK USD0.01		24,152.54			24,780.37
WORLD HEART CORP		13,309.46			1,151.01
WORLD HLTH ALTERNATIVES INC COM		1,925.86			0.39
WORLD HOCKEY ASSN CORP COM NEW STK		4,613.85			—

209


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
WORLD SURVEILLANCE GROUP INC COM		347.99			50.69
WORLD WRESTLING ENTMNT		13,732.65			8,655.33
WORLDGATE COMMUNICATIONS INC COM ISIN US98156L3078		16,309.62			724.00
WORLDSPACE INC CL A CL A COM STK		1,037.90			26.95
WORTHINGTON INDS INC COM		3,720.17			3,300.76
WORTHINGTON INDS INC COM		182,165.10			212,940.00
WPI US 01/21/12 C65		(211.53	)		(70.00	)
WPP PLC ORD GBP0.10		664,961.20			601,518.98
WRIGHT EXPRESS FINL SVCS CORP DTD 01-14-2011 .35 C/D DUE 01-13-2012		25,000.00			24,999.75
WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO		9,932.10			12,809.73
WYNCREST GROUP INC COM NEW COM STK		4,025.90			16.00
WYNDHAM WORLDWIDE CORP COM STK		13,722.01			15,132.00
WYNDHAM WORLDWIDE CORP COM STK		206,269.22			230,006.40
WYNDHAM WORLDWIDE CORP COM STK		119,147.92			124,990.32
WYNDHAM WORLDWIDE CORP COM STK		458,750.48			627,978.00
WYNN MACAU LTD USD		13,138.65			13,106.38
WYNN RESORTS LTD COM		81,663.76			177,004.98
WYNN RESORTS LTD COM		354,680.98			334,531.68
WYNN RESORTS LTD COM		719,694.19			617,307.63
WYNN US 01/21/12 C110		(377.29	)		(450.00	)
X US 01/19/13 C35		(252.30	)		(311.00	)
X US 11/11/11 C30		(246.75	)		—
X US 11/19/11 C28		(1,313.76	)		—
XCEL ENERGY INC COM		237,092.08			289,529.00
XCEL ENERGY INC COM		122,740.25			149,931.25
XCELLINK INTL INC COM		418.17			0.80
XENACARE HLDGS INC COM STK		13,296.43			152.95
XENONICS HLDGS INC COM STK		37,394.21			2,292.48
XENOPORT INC COM STK		62,625.60			30,480.00
XEROX CORP COM		146,034.57			112,352.84
XEROX CORP COM		368,327.74			241,132.28
XG TECH INC COM		106,412.40			61,910.38
XILINX INC COM		77,219.92			82,340.87
XILINX INC COM		205,133.58			183,479.38
XILINX INC COM		386,550.50			371,896.00
XINDE TECH CO COM NEW		5,602.70			1,601.60
XL GROUP PLC ORD USD0.01		4,668.42			4,448.25
XL GROUP PLC ORD USD0.01		279,365.32			137,184.03
XL GROUP PLC ORD USD0.01		993,849.23			900,029.25
XLB US 01/21/12 C33		(1,335.43	)		(1,170.00	)
XLE US 01/21/12 C67		(1,489.23	)		(1,500.00	)
XLNX US 03/17/12 C34		(285.52	)		(170.00	)
XLNX US 03/17/12 C37		(15.30	)		(21.00	)
XO GROUP INC COM		1,920.46			667.20
XOM US 01/19/13 C80		(562.29	)		(1,035.00	)
XOM US 01/21/12 C80		(345.55	)		(1,020.00	)
XOM US 04/21/12 C87.5		(154.30	)		(246.00	)
XOMA LTD COM STK WORTHLESS 01/03/2012		14,970.17			4,995.60
XPO LOGISTICS INC COM		16,414.43			18,525.00
XSTRATA PLC ORD GBP		894,246.45			718,068.45
XSUNX INC COM		501,839.54			60,020.06
XTRA-GOLD RES CORP COM		2,189.96			1,440.00
XTREME OIL & GAS INC COM STK		75.68			0.38
XYBERNAUT CORP COM		32,422.70			—

210


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
XYLEM INC W/I		13,655.00			12,845.00
XYLEM INC W/I		65,409.89			100,756.18
XYLEM INC W/I		463,473.95			477,834.00
XYRATEX (BERMUDA) LTD COM NPV		132,353.97			147,852.00
YAHOO INC COM		229,443.03			239,433.72
YAHOO INC COM		1,109,159.28			436,977.83
YAMADA DENKI CO LTD NPV		349,563.19			335,632.32
YAMAHA MOTOR CO NPV		178,387.90			126,544.86
YAMANA GOLD INC COM STK		391,766.81			435,220.63
YANDEX N.V. COM USD0.01 CL ‘A		33,688.05			22,655.00
YANDEX N.V. COM USD0.01 CL ‘A		219,720.18			171,094.50
YELLOW MEDIA INC COM NPV		28,557.27			2,169.26
YHOO US 12/30/11 C16		(827.28	)		(1,071.00	)
YOHO RES INC		19,849.37			10,856.67
YOKOGAWA ELECTRIC NPV		962,969.00			1,072,721.07
YONGYE INTL INC COM STK		15,724.16			8,279.04
YORA INTL INC COM NEW STK		2,272.10			0.01
YRC WORLDWIDE INC COM USD0.01 (POST REV SPLIT)		44,452.62			249.25
YTB INTL INC CL A COM STK		96,586.97			4,719.90
YTB INTL INC CL B CL B		43.70			0.37
YUE YUEN INDL HLDG HKD0.25		25,164.33			24,969.59
YUHE INTL INC COM STK		59,791.79			6,041.00
YUKON GOLD CORP NEV COM		7,365.85			68.00
YUKON-NEVADA GOLD CORP COM STK		4,972.45			3,456.26
YUM BRANDS INC COM		340,345.38			423,171.36
YUM BRANDS INC COM		143,906.23			595,469.91
YUM BRANDS INC COM		855,068.96			973,665.00
YUM BRANDS INC COM		1,909,963.24			2,123,179.80
YUM US 02/18/12 C60		(137.30	)		(151.00	)
ZAGG INC COM STK		17,315.61			8,484.00
ZALE CORP NEW COM STK		38,055.69			37,719.00
ZALICUS INC COM		133,616.85			109,626.00
ZALICUS INC COM		83,463.28			45,859.00
ZAP COM NEW		19,718.53			3,988.25
ZEBRA TECHNOLOGIES CORP CL A		449.94			679.82
ZENERGY INTL INC DEL COM STK		302.98			4.00
ZEONS CORP COM		131,062.69			25.53
ZEVOTEK INC COM PAR		0.00			0.21
ZHONGPIN INC COM STK		24,020.66			12,933.36
ZILLOW INC		10,409.05			6,631.60
ZIMMER HLDGS INC COM		56,176.96			57,533.34
ZIMMER HLDGS INC COM		144,150.63			206,628.56
ZION OIL & GAS INC COM		79,268.98			50,306.23
ZION OIL & GAS INC WT EXP		7,258.23			6,167.00
ZION OIL & GAS INC WT EXP DT 8-15-2012		4,652.48			1,198.08
ZIONS BANCORP COM		3,500.95			3,256.00
ZIONS BANCORP COM		168,358.49			64,843.24
ZIOPHARM ONCOLOGY COM STK		5,527.74			3,969.00
ZIPCAR INC		102,932.96			75,957.20
ZIX CORP COM		10,033.04			9,306.00
ZOLT US 03/17/12 C10		(395.47	)		(250.00	)
ZOLTEK COS INC COM		52,517.28			51,054.00
ZOLTEK COS INC COM		46,380.03			34,175.70
ZOOM TECHNOLOGIES INC COM NEW COM NEW		2,101.80			515.00

211


Identity of Issue/Description of Investment (b)	Historical Cost (c)			Current Value (e)
ZSL US 02/18/12 C12		(3,885.39	)		(3,900.00	)
ZST DIGITAL NETWORKS INC COM NEW STK		5,731.40			2,214.80
ZURICH FINL SVCS CHF0.10		600,859.40			610,807.70
ZWEIG TOTAL RETURN FD INC COM		141,045.66			104,441.94
ZYGO CORP COM		13,287.29			26,475.00
ZYNGA INC		152,103.49			135,409.90

Grand Total	$	3,126,555,667.09		$	3,203,625,331.84


Reconciliation				(in millions)
Investments per Statement of Net Assets Available for Benefits				$	3,218
Less: Pending trades - net					(14	)

Assets per schedule of assets held for investment purposes (above)				$	3,204

212

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.

213

EXHIBIT INDEX


Exhibit No.		Description

Exhibit 23.1		Consent of Independent Registered Public Accounting Firm

214