| Total Number of Stock Holdings (short): |
— |
| Total Number of Stock Holdings (long): |
122 |
| Total Number of Bond Holdings (short): |
— |
| Total Number of Bond Holdings (long): |
0 |
| Total Number of Other Holdings (short): |
— |
| Total Number of Other Holdings (long): |
1 |
| Assets in Top 10 Holdings: |
13.90% |
| Turnover: |
268.00% |
| 30 Day SEC Yield % |
— |
Summary data as of 09/30/2009
|
Holdings |
Sector |
P/E |
Return as of 10/31/2009 |
Net Assets |
|
-
|
MACYS INC (M)
|
Consumer Services
|
—
|
73.14%
|
1.53%
|
|
+
|
SEMPRA ENERGY (SRE)
|
Utilities
|
11.38
|
19.16%
|
1.51%
|
|
+
|
NRG ENERGY INC (NRG)
|
Utilities
|
5.75
|
-0.21%
|
1.47%
|
|
+
|
SUNTRUST BKS INC (STI)
|
Financial Services
|
—
|
-32.74%
|
1.47%
|
|
-
|
CBS CORP NEW (CBS)
|
Media
|
27.85
|
47.99%
|
1.45%
|
|
+
|
LINCOLN NATL CORP IND (LNC)
|
Financial Services
|
—
|
28.66%
|
1.35%
|
|
+
|
NEWFIELD EXPL CO (NFX)
|
Energy
|
—
|
119.54%
|
1.31%
|
|
-
|
PROLOGIS (PLD)
|
Financial Services
|
—
|
-11.38%
|
1.31%
|
|
+
|
COMPUTER SCIENCES CORP (CSC)
|
Software
|
9.49
|
45.67%
|
1.28%
|
|
-
|
GENWORTH FINL INC (GNW)
|
Financial Services
|
—
|
284.10%
|
1.22%
|
|
+
|
QWEST COMMUNICATIONS INTL IN (Q)
|
Telecom
|
8.30
|
3.85%
|
1.20%
|
|
=
|
QUESTAR CORP (STR)
|
Energy
|
19.16
|
24.40%
|
1.19%
|
|
-
|
SL GREEN RLTY CORP (SLG)
|
Financial Services
|
—
|
49.83%
|
1.18%
|
|
-
|
ASHLAND INC NEW (ASH)
|
Industrial Materials
|
33.58
|
232.30%
|
1.17%
|
|
+
|
WYNDHAM WORLDWIDE CORP (WYN)
|
Consumer Services
|
—
|
167.33%
|
1.16%
|
|
=
|
WHIRLPOOL CORP (WHR)
|
Consumer Goods
|
19.99
|
83.02%
|
1.14%
|
|
+
|
RADIOSHACK CORP (RSH)
|
Consumer Services
|
12.33
|
43.63%
|
1.13%
|
|
+
|
OSHKOSH CORP (OSK)
|
Consumer Goods
|
—
|
298.09%
|
1.12%
|
|
=
|
ANNALY CAP MGMT INC (NLY)
|
Financial Services
|
15.47
|
19.72%
|
1.12%
|
|
-
|
DISCOVER FINL SVCS (DFS)
|
Financial Services
|
5.70
|
49.32%
|
1.12%
|
|
+
|
AES CORP (AES)
|
Utilities
|
12.87
|
61.53%
|
1.12%
|
|
+
|
GENERAL CABLE CORP DEL NEW (BGC)
|
Industrial Materials
|
11.74
|
82.53%
|
1.12%
|
|
+
|
INVESCO LTD (IVZ)
|
Financial Services
|
37.08
|
55.99%
|
1.10%
|
|
-
|
COMERICA INC (CMA)
|
Financial Services
|
—
|
39.24%
|
1.06%
|
|
-
|
BUNGE LIMITED (BG)
|
Consumer Goods
|
65.16
|
14.10%
|
1.06%
|
+ Increase - Decrease = No change * New since last portfolio
Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
P/E as of 11/30/2009
All other data as of 09/30/2009