| 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 09/30/2009
|
Stock Holdings |
Sector |
P/E |
Return as of 10/31/2009 |
Net Assets |
|
-
|
BANK OF AMERICA CORPORATION (BAC)
|
Financial Services
|
—
|
5.33%
|
3.76%
|
|
=
|
KEYCORP NEW (KEY)
|
Financial Services
|
—
|
-34.01%
|
1.51%
|
|
=
|
HUNTINGTON BANCSHARES INC (HBAN)
|
Financial Services
|
—
|
-49.74%
|
1.17%
|
|
*
|
FREEPORT-MCMORAN COPPER & GO (FCX)
|
Industrial Materials
|
—
|
214.16%
|
1.16%
|
|
Bond & Other Holdings |
Maturity Date |
Total Holdings |
Value of Holdings |
Net Assets |
|
+
|
Fidelity Cash Central Fund
|
—
|
239.41 M
|
239.41 M
|
10.26%
|
|
=
|
Freeport-Mcmoran Copper & Gold Cv
|
—
|
1.09 M
|
111.71 M
|
4.79%
|
|
=
|
El Paso Pfd 144A
|
—
|
119,290.00
|
110.09 M
|
4.72%
|
|
=
|
Wells Fargo & Co New Pfd
|
—
|
120,550.00
|
107.77 M
|
4.62%
|
|
=
|
Peabody Engy 4.75%
|
12/15/2066
|
107.25 M
|
94.38 M
|
4.04%
|
|
=
|
Celanese Cv
|
—
|
2.75 M
|
88.81 M
|
3.80%
|
|
+
|
Chesapeake Engy Cv 2.5%
|
05/15/2037
|
70.25 M
|
63.8 M
|
2.73%
|
|
=
|
Intel Cv 2.95%
|
12/15/2035
|
48 M
|
43.03 M
|
1.84%
|
|
+
|
Hertz Global Hldgs Cv 5.25%
|
06/01/2014
|
28 M
|
42.35 M
|
1.81%
|
|
=
|
Bk Amer Pfd
|
—
|
47,085.00
|
40.02 M
|
1.71%
|
|
=
|
ON SEMICONDUCTOR
|
12/15/2026
|
35.33 M
|
37.98 M
|
1.63%
|
|
=
|
Advcd Micro Devices 5.75%
|
08/15/2012
|
40 M
|
33.55 M
|
1.44%
|
|
*
|
Tenet Healthcare Pfd
|
—
|
30,000.00
|
32.26 M
|
1.38%
|
|
=
|
Alpha Nat Resources Cv 2.375%
|
04/15/2015
|
30 M
|
29.41 M
|
1.26%
|
|
=
|
Amkor Tech 144A 6%
|
04/15/2014
|
10.89 M
|
26.43 M
|
1.13%
|
|
=
|
NASDAQ OMX GROUP INC
|
08/15/2013
|
30 M
|
25.99 M
|
1.11%
|
|
=
|
Archer Daniels Midland Pfd
|
06/01/2011
|
600,000.00
|
23.8 M
|
1.02%
|
|
=
|
INVERNESS MED INNOVATIONS
|
05/15/2016
|
21 M
|
22.58 M
|
0.97%
|
|
=
|
Emc 144A 1.75%
|
12/01/2013
|
17 M
|
20.98 M
|
0.90%
|
|
=
|
Leap Wireless Intl Cv 4.5%
|
07/15/2014
|
26 M
|
20.86 M
|
0.89%
|
|
=
|
C&D Tech Cv 5.25%
|
11/01/2025
|
32.6 M
|
20.86 M
|
0.89%
|
+ 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 11/27/2009
All other data as of 10/31/2009