| Total Number of Stock Holdings (short): |
— |
| Total Number of Stock Holdings (long): |
19 |
| Total Number of Bond Holdings (short): |
— |
| Total Number of Bond Holdings (long): |
24 |
| Total Number of Other Holdings (short): |
— |
| Total Number of Other Holdings (long): |
107 |
| Assets in Top 10 Holdings: |
33.83% |
| Turnover: |
39.00% |
| 30 Day SEC Yield % |
— |
Summary data as of 08/31/2009
|
Stock Holdings |
Sector |
P/E |
Return as of 09/30/2009 |
Net Assets |
|
-
|
BANK OF AMERICA CORPORATION (BAC)
|
Financial Services
|
—
|
15.34%
|
5.40%
|
|
=
|
KEYCORP NEW (KEY)
|
Financial Services
|
—
|
-26.97%
|
1.65%
|
|
=
|
HUNTINGTON BANCSHARES INC (HBAN)
|
Financial Services
|
—
|
-41.25%
|
1.21%
|
|
=
|
Bunge
|
Consumer Goods
|
—
|
—
|
0.97%
|
|
Bond & Other Holdings |
Maturity Date |
Total Holdings |
Value of Holdings |
Net Assets |
|
+
|
Fidelity Cash Central Fund
|
—
|
202.6 M
|
202.6 M
|
9.25%
|
|
=
|
Freeport-Mcmoran Copper & Gold Cv
|
—
|
1.09 M
|
103.65 M
|
4.73%
|
|
=
|
Wells Fargo & Co New Pfd
|
—
|
120,550.00
|
102.77 M
|
4.69%
|
|
=
|
El Paso Pfd 144A
|
—
|
119,290.00
|
100.64 M
|
4.60%
|
|
-
|
Celanese Cv
|
—
|
2.75 M
|
90.46 M
|
4.13%
|
|
=
|
Peabody Engy 4.75%
|
12/15/2066
|
107.25 M
|
85.8 M
|
3.92%
|
|
=
|
Intel Cv 2.95%
|
12/15/2035
|
48 M
|
42.92 M
|
1.96%
|
|
=
|
Bk Amer Pfd
|
—
|
47,085.00
|
40.63 M
|
1.86%
|
|
=
|
Chesapeake Engy Cv 2.5%
|
05/15/2037
|
50.25 M
|
39.39 M
|
1.80%
|
|
=
|
ON SEMICONDUCTOR
|
12/15/2026
|
35.33 M
|
36.44 M
|
1.66%
|
|
=
|
Advcd Micro Devices 5.75%
|
08/15/2012
|
40 M
|
32.15 M
|
1.47%
|
|
=
|
Alpha Nat Resources Cv 2.375%
|
04/15/2015
|
30 M
|
27.22 M
|
1.24%
|
|
=
|
NASDAQ OMX GROUP INC
|
08/15/2013
|
30 M
|
25.58 M
|
1.17%
|
|
=
|
Freeport-Mcmoran Copper & Gold Cv
|
—
|
18,400.00
|
24.99 M
|
1.14%
|
|
=
|
Hertz Global Hldgs Cv 5.25%
|
06/01/2014
|
18 M
|
24.96 M
|
1.14%
|
|
=
|
Archer Daniels Midland Pfd
|
06/01/2011
|
600,000.00
|
23.03 M
|
1.05%
|
|
+
|
Amkor Tech 144A 6%
|
04/15/2014
|
10.89 M
|
21.81 M
|
1.00%
|
|
=
|
INVERNESS MED INNOVATIONS
|
05/15/2016
|
21 M
|
21.42 M
|
0.98%
|
|
=
|
C&D Tech Cv 5.25%
|
11/01/2025
|
32.6 M
|
20.49 M
|
0.94%
|
|
=
|
Emc 144A 1.75%
|
12/01/2013
|
17 M
|
20.1 M
|
0.92%
|
|
=
|
Smithfield Foods
|
06/30/2014
|
22.25 M
|
19.07 M
|
0.87%
|
+ 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 11/09/2009
All other data as of 09/30/2009