- Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (N-Q)
May 28 2009 - 1:23PM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-21746
Name of Fund: Small Cap Premium & Dividend Income Fund Inc. (RCC)
Fund Address:
2 World Financial Center, 7
th
Floor, New York, New York 10281.
Name and address of agent for service: Mitchell M. Cox, Chief Executive Officer, Small Cap Premium & Dividend Income Fund Inc., 4 World Financial Center, 6
th
Floor, New York, New York 10080.
Registrant’s telephone number, including area code: (877) 449-4742
Date of fiscal year end: 12/31/2009
Date of reporting period: 03/31/2009
Item 1 – Schedule of Investments
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Advertising
Agencies - 0.4%
|
|
AMREP Corp. (a)
|
|
|
300
|
|
$
|
4,710
|
|
|
|
Arbitron, Inc.
|
|
|
4,600
|
|
|
69,046
|
|
|
|
Constant Contact, Inc. (a)
|
|
|
3,300
|
|
|
46,167
|
|
|
|
DG FastChannel, Inc. (a)
|
|
|
2,700
|
|
|
50,679
|
|
|
|
Harte-Hanks, Inc.
|
|
|
6,000
|
|
|
32,100
|
|
|
|
Marchex, Inc. Class B
|
|
|
4,000
|
|
|
13,760
|
|
|
|
National CineMedia, Inc.
|
|
|
6,800
|
|
|
89,624
|
|
|
|
Valassis Communications,
Inc. (a)
|
|
|
7,500
|
|
|
11,775
|
|
|
|
ValueClick, Inc. (a)
|
|
|
14,930
|
|
|
127,054
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
444,915
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace
- 1.4%
|
|
AAR Corp. (a)(b)
|
|
|
6,700
|
|
|
84,018
|
|
|
|
AeroVironment, Inc. (a)(b)
|
|
|
1,600
|
|
|
33,440
|
|
|
|
Argon ST, Inc. (a)
|
|
|
2,100
|
|
|
39,837
|
|
|
|
Axsys Technologies, Inc.
(a)
|
|
|
1,400
|
|
|
58,856
|
|
|
|
Ceradyne, Inc. (a)
|
|
|
4,400
|
|
|
79,772
|
|
|
|
Cubic Corp.
|
|
|
2,400
|
|
|
60,792
|
|
|
|
Curtiss-Wright Corp.
|
|
|
7,500
|
|
|
210,375
|
|
|
|
Ducommun, Inc.
|
|
|
1,600
|
|
|
23,264
|
|
|
|
Esterline Technologies
Corp. (a)
|
|
|
4,900
|
|
|
98,931
|
|
|
|
Heico Corp.
|
|
|
3,600
|
|
|
87,480
|
|
|
|
Herley Industries, Inc.
(a)
|
|
|
2,500
|
|
|
29,900
|
|
|
|
LMI Aerospace, Inc. (a)
|
|
|
1,600
|
|
|
11,584
|
|
|
|
Ladish Co., Inc. (a)
|
|
|
2,500
|
|
|
18,150
|
|
|
|
Moog, Inc. Class A (a)
|
|
|
7,100
|
|
|
162,377
|
|
|
|
Orbital Sciences Corp. (a)
|
|
|
9,900
|
|
|
117,711
|
|
|
|
Teledyne Technologies,
Inc. (a)
|
|
|
5,900
|
|
|
157,412
|
|
|
|
TransDigm Group, Inc. (a)
|
|
|
5,400
|
|
|
177,336
|
|
|
|
Triumph Group, Inc.
|
|
|
2,900
|
|
|
110,780
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,562,015
|
|
|
|
|
|
|
|
|
|
|
|
Agriculture,
Fishing & Ranching - 0.4%
|
|
AgFeed Industries, Inc.
(a)
|
|
|
3,600
|
|
|
8,136
|
|
|
|
Alico, Inc.
|
|
|
600
|
|
|
14,400
|
|
|
|
The Andersons, Inc.
|
|
|
3,200
|
|
|
45,248
|
|
|
|
Cadiz, Inc. (a)
|
|
|
1,800
|
|
|
14,364
|
|
|
|
Cal-Maine Foods, Inc.
|
|
|
2,000
|
|
|
44,780
|
|
|
|
Calavo Growers, Inc.
|
|
|
2,000
|
|
|
24,040
|
|
|
|
Fresh Del Monte Produce,
Inc. (a)
|
|
|
7,200
|
|
|
118,224
|
|
|
|
HQ Sustainable Maritime
Industries, Inc. (a)
|
|
|
1,400
|
|
|
10,710
|
|
|
|
Sanderson Farms, Inc.
|
|
|
3,300
|
|
|
123,915
|
|
|
|
Seaboard Corp.
|
|
|
60
|
|
|
60,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
464,417
|
|
|
|
|
|
|
|
|
|
|
|
Air
Transport - 0.7%
|
|
AirTran Holdings, Inc. (a)
|
|
|
18,600
|
|
|
84,630
|
|
|
|
Alaska Air Group, Inc.
(a)(b)
|
|
|
6,000
|
|
|
105,420
|
|
|
|
Allegiant Travel Co. (a)
|
|
|
2,200
|
|
|
100,012
|
|
|
|
Atlas Air Worldwide Holdings,
Inc. (a)
|
|
|
2,100
|
|
|
36,435
|
|
|
|
Bristow Group, Inc. (a)
|
|
|
3,900
|
|
|
83,577
|
|
|
|
Hawaiian Holdings, Inc.
(a)
|
|
|
7,200
|
|
|
26,856
|
|
|
|
JetBlue Airways Corp. (a)
|
|
|
28,100
|
|
|
102,565
|
|
1
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PHI, Inc. (a)
|
|
|
2,400
|
|
$
|
23,952
|
|
|
|
Republic Airways Holdings,
Inc. (a)
|
|
|
5,600
|
|
|
36,288
|
|
|
|
SkyWest, Inc.
|
|
|
9,900
|
|
|
123,156
|
|
|
|
UAL Corp.
|
|
|
20,400
|
|
|
91,392
|
|
|
|
US Airways Group, Inc. (a)
|
|
|
18,500
|
|
|
46,805
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
861,088
|
|
|
|
|
|
|
|
|
|
|
|
Aluminum
- 0.1%
|
|
Kaiser Aluminum Corp.
|
|
|
2,500
|
|
|
57,800
|
|
|
|
|
|
|
|
|
|
|
|
Auto
Parts: After Market - 0.1%
|
|
ATC Technology Corp. (a)
|
|
|
3,600
|
|
|
40,320
|
|
|
|
Dorman Products, Inc. (a)
|
|
|
1,600
|
|
|
14,928
|
|
|
|
Superior Industries
International, Inc.
|
|
|
3,500
|
|
|
41,475
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
96,723
|
|
|
|
|
|
|
|
|
|
|
|
Auto
Parts: Original Equipment - 0.1%
|
|
American Axle &
Manufacturing Holdings, Inc.
|
|
|
7,300
|
|
|
9,636
|
|
|
|
Amerigon, Inc. (a)
|
|
|
3,100
|
|
|
11,470
|
|
|
|
ArvinMeritor, Inc.
|
|
|
12,700
|
|
|
10,033
|
|
|
|
Dana Holding Corp. (a)
|
|
|
16,400
|
|
|
7,544
|
|
|
|
Exide Technologies (a)
|
|
|
12,600
|
|
|
37,800
|
|
|
|
Fuel Systems Solutions,
Inc. (a)
|
|
|
1,900
|
|
|
25,612
|
|
|
|
Hayes Lemmerz
International, Inc. (a)
|
|
|
17,100
|
|
|
3,163
|
|
|
|
Lear Corp. (a)
|
|
|
10,970
|
|
|
8,228
|
|
|
|
Quantum Fuel Systems
Technologies
|
|
|
|
|
|
|
|
|
|
Worldwide, Inc. (a)
|
|
|
13,100
|
|
|
10,480
|
|
|
|
Stoneridge, Inc. (a)
|
|
|
2,100
|
|
|
4,431
|
|
|
|
Tenneco, Inc. (a)
|
|
|
7,900
|
|
|
12,877
|
|
|
|
Wonder Auto Technology,
Inc. (a)
|
|
|
2,900
|
|
|
10,382
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
151,656
|
|
|
|
|
|
|
|
|
|
|
|
Auto,
Trucks & Parts - 0.1%
|
|
Commercial Vehicle Group,
Inc. (a)
|
|
|
3,500
|
|
|
1,925
|
|
|
|
Force Protection, Inc. (a)
|
|
|
12,000
|
|
|
57,480
|
|
|
|
Modine Manufacturing Co.
|
|
|
5,200
|
|
|
13,000
|
|
|
|
Spartan Motors, Inc.
|
|
|
4,400
|
|
|
17,688
|
|
|
|
Wabash National Corp.
|
|
|
5,200
|
|
|
6,396
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
96,489
|
|
|
|
|
|
|
|
|
|
|
|
Banks:
New York City - 0.1%
|
|
Signature Bank (a)
|
|
|
5,700
|
|
|
160,911
|
|
|
|
|
|
|
|
|
|
|
|
Banks:
Non U.S. Banks - 0.0%
|
|
Banco Latinoamericano de
Exportaciones, SA E
|
|
|
4,300
|
|
|
40,291
|
|
|
|
|
|
|
|
|
|
|
|
Banks:
Outside New York City - 5.9%
|
|
1st Source Corp.
|
|
|
2,300
|
|
|
41,515
|
|
|
|
Amcore Financial, Inc.
|
|
|
3,913
|
|
|
6,261
|
|
|
|
Ameris Bancorp
|
|
|
2,200
|
|
|
10,362
|
|
|
|
Ames National Corp.
|
|
|
1,000
|
|
|
16,760
|
|
|
|
Arrow Financial Corp.
|
|
|
1,700
|
|
|
40,273
|
|
|
|
Bancfirst Corp.
|
|
|
1,200
|
|
|
43,680
|
|
|
|
BancTrust Financial Group,
Inc.
|
|
|
3,300
|
|
|
20,889
|
|
|
|
Bank of the Ozarks, Inc.
|
|
|
1,900
|
|
|
43,852
|
|
|
|
Banner Corp.
|
|
|
2,400
|
|
|
6,984
|
|
|
|
Boston Private Financial
Holdings, Inc.
|
|
|
8,500
|
|
|
29,835
|
|
|
|
Bryn Mawr Bank Corp.
|
|
|
1,100
|
|
|
18,535
|
|
|
|
CVB Financial Corp.
|
|
|
10,842
|
|
|
71,882
|
|
|
|
Camden National Corp.
|
|
|
1,200
|
|
|
27,420
|
|
|
|
Capital City Bank Group,
Inc.
|
|
|
2,000
|
|
|
22,920
|
|
2
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Capitol Bancorp Ltd.
|
|
|
2,300
|
|
$
|
9,545
|
|
|
|
Cardinal Financial Corp.
|
|
|
4,600
|
|
|
26,404
|
|
|
|
Cascade Bancorp
|
|
|
3,800
|
|
|
6,156
|
|
|
|
Cathay General Bancorp
|
|
|
8,300
|
|
|
86,569
|
|
|
|
Centerstate Banks of
Florida, Inc.
|
|
|
1,400
|
|
|
15,414
|
|
|
|
Central Pacific Financial
Corp.
|
|
|
5,000
|
|
|
28,000
|
|
|
|
Chemical Financial Corp.
|
|
|
4,000
|
|
|
83,240
|
|
|
|
Citizens & Northern
Corp.
|
|
|
1,400
|
|
|
22,736
|
|
|
|
Citizens Banking Corp. (a)
|
|
|
19,400
|
|
|
30,070
|
|
|
|
City Holding Co.
|
|
|
2,800
|
|
|
76,412
|
|
|
|
CityBank
|
|
|
2,200
|
|
|
7,238
|
|
|
|
CoBiz Financial, Inc.
|
|
|
2,800
|
|
|
14,700
|
|
|
|
The Colonial BancGroup,
Inc.
|
|
|
34,800
|
|
|
31,320
|
|
|
|
Columbia Banking System,
Inc.
|
|
|
3,100
|
|
|
19,840
|
|
|
|
Community Bank System,
Inc.
|
|
|
5,100
|
|
|
85,425
|
|
|
|
Community Trust Bancorp,
Inc.
|
|
|
2,500
|
|
|
66,875
|
|
|
|
Corus Bankshares, Inc. (a)
|
|
|
6,300
|
|
|
1,701
|
|
|
|
Danvers Bancorp, Inc.
|
|
|
2,800
|
|
|
38,668
|
|
|
|
East-West Bancorp, Inc.
|
|
|
10,800
|
|
|
49,356
|
|
|
|
Encore Bancshares, Inc.
(a)
|
|
|
1,000
|
|
|
8,870
|
|
|
|
Enterprise Financial
Services Corp.
|
|
|
1,700
|
|
|
16,592
|
|
|
|
F.N.B. Corp.
|
|
|
14,346
|
|
|
110,034
|
|
|
|
Farmers Capital Bank Corp.
|
|
|
1,200
|
|
|
18,804
|
|
|
|
Financial Institutions,
Inc.
|
|
|
2,100
|
|
|
16,002
|
|
|
|
First Bancorp, Inc.
|
|
|
1,300
|
|
|
20,618
|
|
|
|
First Bancorp, North
Carolina
|
|
|
2,100
|
|
|
25,137
|
|
|
|
First BanCorp, Puerto Rico
|
|
|
12,300
|
|
|
52,398
|
|
|
|
First Busey Corp.
|
|
|
3,900
|
|
|
30,264
|
|
|
|
First Commonwealth
Financial Corp.
|
|
|
13,700
|
|
|
121,519
|
|
|
|
First Community
Bancshares, Inc.
|
|
|
1,500
|
|
|
17,505
|
|
|
|
First Financial Bancorp
|
|
|
6,700
|
|
|
63,851
|
|
|
|
First Financial
Bankshares, Inc.
|
|
|
3,500
|
|
|
168,595
|
|
|
|
First Financial Corp.
|
|
|
2,000
|
|
|
73,800
|
|
|
|
First Merchants Corp.
|
|
|
3,700
|
|
|
39,923
|
|
|
|
First Midwest Bancorp,
Inc.
|
|
|
8,100
|
|
|
69,579
|
|
|
|
First South Bancorp, Inc.
|
|
|
1,350
|
|
|
14,337
|
|
|
|
FirstMerit Corp.
|
|
|
13,800
|
|
|
251,160
|
|
|
|
Frontier Financial Corp.
|
|
|
8,350
|
|
|
9,185
|
|
|
|
Glacier Bancorp, Inc.
|
|
|
9,850
|
|
|
154,744
|
|
|
|
Greene County Bancshares,
Inc.
|
|
|
1,917
|
|
|
16,870
|
|
|
|
Guaranty Bancorp (a)
|
|
|
8,900
|
|
|
15,575
|
|
|
|
Hancock Holding Co.
|
|
|
4,300
|
|
|
134,504
|
|
|
|
Hanmi Financial Corp.
|
|
|
6,700
|
|
|
8,710
|
|
|
|
Harleysville National
Corp.
|
|
|
7,403
|
|
|
44,862
|
|
|
|
Heartland Financial USA,
Inc.
|
|
|
2,100
|
|
|
28,434
|
|
|
|
Heritage Commerce Corp.
|
|
|
1,900
|
|
|
9,975
|
|
|
|
Home Bancshares, Inc.
|
|
|
2,026
|
|
|
40,459
|
|
3
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
IBERIABANK Corp.
|
|
|
2,500
|
|
$
|
114,850
|
|
|
|
Independent Bank Corp./MA
|
|
|
2,700
|
|
|
39,825
|
|
|
|
Integra Bank Corp.
|
|
|
3,500
|
|
|
6,615
|
|
|
|
International Bancshares
Corp.
|
|
|
8,526
|
|
|
66,503
|
|
|
|
Investors Bancorp, Inc.
(a)
|
|
|
7,400
|
|
|
62,678
|
|
|
|
Lakeland Bancorp, Inc.
|
|
|
2,966
|
|
|
23,817
|
|
|
|
Lakeland Financial Corp.
|
|
|
2,000
|
|
|
38,380
|
|
|
|
MB Financial, Inc.
|
|
|
5,777
|
|
|
78,567
|
|
|
|
MainSource Financial
Group, Inc.
|
|
|
3,080
|
|
|
24,763
|
|
|
|
Meridian Interstate
Bancorp, Inc. (a)
|
|
|
1,600
|
|
|
13,472
|
|
|
|
Midwest Banc Holdings,
Inc.
|
|
|
3,000
|
|
|
3,030
|
|
|
|
NASB Financial, Inc.
|
|
|
400
|
|
|
9,340
|
|
|
|
NBT Bancorp, Inc.
|
|
|
5,400
|
|
|
116,856
|
|
|
|
Nara Bancorp, Inc.
|
|
|
3,800
|
|
|
11,172
|
|
|
|
National Penn Bancshares,
Inc.
|
|
|
13,686
|
|
|
113,594
|
|
|
|
Old National Bancorp
|
|
|
11,400
|
|
|
127,338
|
|
|
|
Old Second Bancorp, Inc.
|
|
|
2,353
|
|
|
14,942
|
|
|
|
Oriental Financial Group
|
|
|
3,400
|
|
|
16,592
|
|
|
|
Pacific Capital Bancorp
|
|
|
7,800
|
|
|
52,806
|
|
|
|
Pacific Continental Corp.
|
|
|
1,700
|
|
|
19,788
|
|
|
|
PacWest Bancorp
|
|
|
4,129
|
|
|
59,169
|
|
|
|
Park National Corp.
|
|
|
1,900
|
|
|
105,925
|
|
|
|
Peapack-Gladstone
Financial Corp.
|
|
|
1,300
|
|
|
23,439
|
|
|
|
Pennsylvania Commerce
Bancorp, Inc. (a)
|
|
|
1,000
|
|
|
18,400
|
|
|
|
Peoples Bancorp, Inc.
|
|
|
1,700
|
|
|
22,066
|
|
|
|
Pinnacle Financial
Partners, Inc. (a)
|
|
|
3,800
|
|
|
90,098
|
|
|
|
Premierwest Bancorp
|
|
|
3,990
|
|
|
15,840
|
|
|
|
PrivateBancorp, Inc.
|
|
|
3,400
|
|
|
49,164
|
|
|
|
Prosperity Bancshares,
Inc.
|
|
|
6,700
|
|
|
183,245
|
|
|
|
Provident Bankshares Corp.
|
|
|
5,700
|
|
|
40,185
|
|
|
|
Provident Financial
Services, Inc.
|
|
|
10,100
|
|
|
109,181
|
|
|
|
Renasant Corp.
|
|
|
3,250
|
|
|
40,820
|
|
|
|
Republic Bancorp, Inc.
Class A
|
|
|
1,511
|
|
|
28,210
|
|
|
|
Rockville Financial, Inc.
|
|
|
1,400
|
|
|
12,740
|
|
|
|
Roma Financial Corp.
|
|
|
1,100
|
|
|
14,245
|
|
|
|
S&T Bancorp, Inc.
|
|
|
4,100
|
|
|
86,961
|
|
|
|
SCBT Financial Corp.
|
|
|
1,660
|
|
|
34,694
|
|
|
|
SVB Financial Group (a)
|
|
|
4,800
|
|
|
96,048
|
|
|
|
SY Bancorp, Inc.
|
|
|
2,385
|
|
|
57,956
|
|
|
|
Sandy Spring Bancorp, Inc.
|
|
|
2,800
|
|
|
31,248
|
|
|
|
Santander BanCorp
|
|
|
400
|
|
|
3,152
|
|
|
|
Seacoast Banking Corp. of
Florida
|
|
|
2,500
|
|
|
7,575
|
|
|
|
Shore Bancshares, Inc.
|
|
|
1,600
|
|
|
26,800
|
|
|
|
Sierra Bancorp
|
|
|
1,000
|
|
|
9,730
|
|
|
|
Simmons First National
Corp. Class A
|
|
|
2,300
|
|
|
57,937
|
|
|
|
Smithtown Bancorp, Inc.
|
|
|
1,900
|
|
|
21,432
|
|
|
|
The South Financial Group,
Inc.
|
|
|
12,300
|
|
|
13,530
|
|
4
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Southside Bancshares, Inc.
|
|
|
1,871
|
|
$
|
35,362
|
|
|
|
Southwest Bancorp, Inc.
|
|
|
2,500
|
|
|
23,450
|
|
|
|
State Bancorp, Inc.
|
|
|
2,300
|
|
|
17,710
|
|
|
|
StellarOne Corp.
|
|
|
3,700
|
|
|
44,067
|
|
|
|
Sterling Bancorp
|
|
|
3,260
|
|
|
32,274
|
|
|
|
Sterling Bancshares, Inc.
|
|
|
12,400
|
|
|
81,096
|
|
|
|
Sterling Financial Corp.
|
|
|
6,560
|
|
|
13,579
|
|
|
|
Suffolk Bancorp
|
|
|
1,700
|
|
|
44,183
|
|
|
|
Sun Bancorp, Inc. (a)
|
|
|
2,509
|
|
|
13,022
|
|
|
|
Susquehanna Bancshares,
Inc.
|
|
|
14,674
|
|
|
136,908
|
|
|
|
Texas Capital Bancshares,
Inc. (a)
|
|
|
4,300
|
|
|
48,418
|
|
|
|
Tompkins Trustco, Inc.
|
|
|
1,090
|
|
|
46,870
|
|
|
|
Towne Bank
|
|
|
3,400
|
|
|
55,522
|
|
|
|
Trico Bancshares
|
|
|
2,300
|
|
|
38,502
|
|
|
|
TrustCo Bank Corp. NY
|
|
|
12,800
|
|
|
77,056
|
|
|
|
Trustmark Corp.
|
|
|
8,500
|
|
|
156,230
|
|
|
|
UCBH Holdings, Inc.
|
|
|
17,700
|
|
|
26,727
|
|
|
|
UMB Financial Corp.
|
|
|
5,200
|
|
|
220,948
|
|
|
|
Umpqua Holdings Corp.
|
|
|
10,188
|
|
|
92,303
|
|
|
|
Union Bankshares Corp.
|
|
|
2,150
|
|
|
29,778
|
|
|
|
United Bankshares, Inc.
|
|
|
6,400
|
|
|
110,336
|
|
|
|
United Community Banks,
Inc.
|
|
|
6,444
|
|
|
26,808
|
|
|
|
United Security Bancshares
|
|
|
1,121
|
|
|
8,251
|
|
|
|
Univest Corp. of
Pennsylvania
|
|
|
2,000
|
|
|
35,000
|
|
|
|
Washington Trust Bancorp,
Inc.
|
|
|
2,200
|
|
|
35,750
|
|
|
|
WesBanco, Inc.
|
|
|
4,700
|
|
|
107,301
|
|
|
|
West Bancorp., Inc.
|
|
|
3,300
|
|
|
24,585
|
|
|
|
West Coast Bancorp
|
|
|
2,600
|
|
|
5,772
|
|
|
|
Westamerica Bancorp.
|
|
|
4,700
|
|
|
214,132
|
|
|
|
Western Alliance Bancorp
(a)
|
|
|
3,200
|
|
|
14,592
|
|
|
|
Wilshire Bancorp, Inc.
|
|
|
2,800
|
|
|
14,448
|
|
|
|
Wintrust Financial Corp.
|
|
|
4,000
|
|
|
49,200
|
|
|
|
Yardkin Valley Financial
Corp.
|
|
|
2,200
|
|
|
16,390
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,794,431
|
|
|
|
|
|
|
|
|
|
|
|
Beverage:
Brewers(Wineries) - 0.0%
|
|
Boston Beer Co., Inc.
Class A (a)
|
|
|
1,500
|
|
|
31,290
|
|
|
|
|
|
|
|
|
|
|
|
Beverage:
Soft Drinks - 0.2%
|
|
Coca-Cola Bottling Co.
Consolidated
|
|
|
600
|
|
|
31,230
|
|
|
|
Farmer Bros. Co.
|
|
|
900
|
|
|
16,020
|
|
|
|
Green Mountain Coffee
Roasters, Inc. (a)
|
|
|
2,900
|
|
|
139,200
|
|
|
|
National Beverage Corp.
(a)
|
|
|
1,680
|
|
|
15,406
|
|
|
|
Peets Coffee & Tea,
Inc. (a)
|
|
|
2,000
|
|
|
43,240
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
245,096
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology
Research & Production - 4.9%
|
|
AMAG Pharmaceuticals, Inc.
(a)
|
|
|
2,690
|
|
|
98,911
|
|
|
|
Acadia Pharmaceuticals,
Inc. (a)(b)
|
|
|
5,600
|
|
|
5,320
|
|
|
|
Accelrys, Inc. (a)
|
|
|
5,200
|
|
|
20,696
|
|
|
|
Acorda Therapeutics, Inc.
(a)
|
|
|
6,000
|
|
|
118,860
|
|
|
|
Affymax, Inc. (a)
|
|
|
2,000
|
|
|
32,220
|
|
|
|
Albany Molecular Research,
Inc. (a)
|
|
|
4,300
|
|
|
40,549
|
|
5
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Alexion Pharmaceuticals,
Inc. (a)(b)
|
|
|
13,500
|
|
$
|
508,410
|
|
|
|
Allos Therapeutics, Inc.
(a)
|
|
|
8,600
|
|
|
53,148
|
|
|
|
Alnylam Pharmaceuticals,
Inc. (a)
|
|
|
6,000
|
|
|
114,240
|
|
|
|
Amicus Therapeutics, Inc.
(a)
|
|
|
800
|
|
|
7,304
|
|
|
|
Arena Pharmaceuticals,
Inc. (a)
|
|
|
12,500
|
|
|
37,625
|
|
|
|
Ariad Pharmaceuticals,
Inc. (a)
|
|
|
12,700
|
|
|
15,113
|
|
|
|
Arqule, Inc. (a)
|
|
|
5,900
|
|
|
24,426
|
|
|
|
Array Biopharma, Inc. (a)
|
|
|
7,800
|
|
|
20,592
|
|
|
|
Biodel, Inc. (a)
|
|
|
1,700
|
|
|
8,857
|
|
|
|
BioMimetic Therapeutics,
Inc. (a)
|
|
|
2,200
|
|
|
15,620
|
|
|
|
CV Therapeutics, Inc. (a)
|
|
|
10,300
|
|
|
204,764
|
|
|
|
Celera Corp. (a)
|
|
|
13,300
|
|
|
101,479
|
|
|
|
Cell Genesys, Inc. (a)
|
|
|
14,200
|
|
|
4,117
|
|
|
|
Celldex Therapeutics, Inc.
(a)
|
|
|
2,700
|
|
|
17,577
|
|
|
|
Cepheid, Inc. (a)
|
|
|
9,600
|
|
|
66,240
|
|
|
|
Clinical Data, Inc. (a)
|
|
|
1,600
|
|
|
17,280
|
|
|
|
Cougar Biotechnology, Inc.
(a)
|
|
|
2,400
|
|
|
77,280
|
|
|
|
Cubist Pharmaceuticals,
Inc. (a)(b)
|
|
|
9,200
|
|
|
150,512
|
|
|
|
Cypress Bioscience, Inc.
(a)
|
|
|
6,400
|
|
|
45,376
|
|
|
|
Cytokinetics, Inc. (a)
|
|
|
4,700
|
|
|
7,990
|
|
|
|
Cytori Therapeutics, Inc.
(a)
|
|
|
3,800
|
|
|
6,536
|
|
|
|
Dendreon Corp. (a)
|
|
|
15,700
|
|
|
65,940
|
|
|
|
Discovery Laboratories,
Inc. (a)
|
|
|
16,300
|
|
|
19,886
|
|
|
|
Dyax Corp. (a)
|
|
|
8,800
|
|
|
22,088
|
|
|
|
Emergent Biosolutions,
Inc. (a)
|
|
|
2,100
|
|
|
28,371
|
|
|
|
Enzo Biochem, Inc. (a)
|
|
|
4,900
|
|
|
19,698
|
|
|
|
Enzon Pharmaceuticals,
Inc. (a)
|
|
|
7,600
|
|
|
46,132
|
|
|
|
Exelixis, Inc. (a)
|
|
|
17,800
|
|
|
81,880
|
|
|
|
Facet Biotech Corp. (a)
|
|
|
4,080
|
|
|
38,760
|
|
|
|
GTx, Inc. (a)
|
|
|
2,900
|
|
|
30,682
|
|
|
|
Genomic Health, Inc. (a)
|
|
|
2,100
|
|
|
51,198
|
|
|
|
Geron Corp. (a)
|
|
|
13,700
|
|
|
61,239
|
|
|
|
Halozyme Therapeutics,
Inc. (a)
|
|
|
10,300
|
|
|
56,238
|
|
|
|
Human Genome Sciences,
Inc. (a)
|
|
|
23,500
|
|
|
19,505
|
|
|
|
Idenix Pharmaceuticals,
Inc. (a)
|
|
|
4,200
|
|
|
12,936
|
|
|
|
Idera Pharmaceuticals,
Inc. (a)
|
|
|
3,300
|
|
|
21,351
|
|
|
|
ImmunoGen, Inc. (a)
|
|
|
8,300
|
|
|
58,930
|
|
|
|
Immunomedics, Inc. (a)
|
|
|
11,000
|
|
|
10,560
|
|
|
|
Incyte Corp. (a)
|
|
|
12,200
|
|
|
28,548
|
|
|
|
InterMune, Inc. (a)
|
|
|
5,600
|
|
|
92,064
|
|
|
|
Kensey Nash Corp. (a)
|
|
|
1,200
|
|
|
25,524
|
|
|
|
Lexicon Genetics, Inc. (a)
|
|
|
12,600
|
|
|
13,734
|
|
|
|
Life Sciences Research,
Inc. (a)
|
|
|
1,300
|
|
|
9,321
|
|
|
|
Ligand Pharmaceuticals,
Inc. Class B (a)
|
|
|
15,900
|
|
|
47,382
|
|
|
|
MannKind Corp. (a)
|
|
|
8,700
|
|
|
30,276
|
|
|
|
Marshall Edwards, Inc. (a)
|
|
|
2,300
|
|
|
920
|
|
|
|
Martek Biosciences Corp.
|
|
|
5,600
|
|
|
102,200
|
|
6
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Maxygen, Inc. (a)
|
|
|
3,700
|
|
$
|
25,160
|
|
|
|
Medarex, Inc. (a)
|
|
|
21,300
|
|
|
109,269
|
|
|
|
Medivation, Inc. (a)
|
|
|
4,100
|
|
|
74,907
|
|
|
|
Metabolix, Inc. (a)
|
|
|
3,500
|
|
|
23,870
|
|
|
|
Molecular Insight
Pharmaceuticals, Inc. (a)
|
|
|
3,400
|
|
|
12,104
|
|
|
|
Momenta Pharmaceuticals,
Inc. (a)
|
|
|
4,100
|
|
|
45,141
|
|
|
|
Myriad Genetics, Inc. (a)
|
|
|
14,800
|
|
|
672,956
|
|
|
|
NPS Pharmaceuticals, Inc.
(a)
|
|
|
7,700
|
|
|
32,340
|
|
|
|
Nabi Biopharmaceuticals
(a)
|
|
|
9,400
|
|
|
34,780
|
|
|
|
Nanosphere, Inc. (a)
|
|
|
1,900
|
|
|
9,443
|
|
|
|
Nektar Therapeutics (a)
|
|
|
15,600
|
|
|
84,084
|
|
|
|
Neurocrine Biosciences,
Inc. (a)
|
|
|
6,600
|
|
|
23,430
|
|
|
|
Novavax, Inc. (a)
|
|
|
10,100
|
|
|
10,302
|
|
|
|
OSI Pharmaceuticals, Inc.
(a)
|
|
|
9,600
|
|
|
367,296
|
|
|
|
Onyx Pharmaceuticals, Inc.
(a)
|
|
|
9,320
|
|
|
266,086
|
|
|
|
Opko Health, Inc. (a)
|
|
|
6,800
|
|
|
6,664
|
|
|
|
Orexigen Therapeutics,
Inc. (a)
|
|
|
3,800
|
|
|
9,918
|
|
|
|
Osiris Therapeutics, Inc.
(a)
|
|
|
2,500
|
|
|
34,500
|
|
|
|
PDL BioPharma, Inc.
|
|
|
20,300
|
|
|
143,724
|
|
|
|
Pharmasset, Inc. (a)
|
|
|
3,100
|
|
|
30,411
|
|
|
|
Progenics Pharmaceuticals,
Inc. (a)
|
|
|
4,500
|
|
|
29,655
|
|
|
|
Protalix BioTherapeutics,
Inc. (a)
|
|
|
1,860
|
|
|
3,720
|
|
|
|
RTI Biologics, Inc. (a)
|
|
|
8,800
|
|
|
25,080
|
|
|
|
Regeneron Pharmaceuticals,
Inc. (a)
|
|
|
10,100
|
|
|
139,986
|
|
|
|
Repligen Corp. (a)
|
|
|
5,900
|
|
|
28,261
|
|
|
|
Rexahn Pharmaceuticals,
Inc. (a)
|
|
|
4,300
|
|
|
3,010
|
|
|
|
Rigel Pharmaceuticals,
Inc. (a)
|
|
|
6,200
|
|
|
38,068
|
|
|
|
Sangamo Biosciences, Inc.
(a)
|
|
|
6,500
|
|
|
27,495
|
|
|
|
Savient Pharmaceuticals,
Inc. (a)
|
|
|
9,104
|
|
|
45,065
|
|
|
|
Seattle Genetics, Inc. (a)
|
|
|
10,400
|
|
|
102,544
|
|
|
|
Sequenom, Inc. (a)
|
|
|
9,900
|
|
|
140,778
|
|
|
|
Sucampo Pharmaceuticals,
Inc. Class A (a)
|
|
|
1,900
|
|
|
11,647
|
|
|
|
Synta Pharmaceuticals Corp.
(a)
|
|
|
3,300
|
|
|
7,062
|
|
|
|
Targacept, Inc. (a)
|
|
|
2,800
|
|
|
7,504
|
|
|
|
Theravance, Inc. (a)
|
|
|
8,600
|
|
|
146,200
|
|
|
|
ViroPharma, Inc. (a)
|
|
|
12,800
|
|
|
67,200
|
|
|
|
XOMA Ltd. (a)
|
|
|
22,300
|
|
|
11,819
|
|
|
|
ZymoGenetics, Inc. (a)
|
|
|
6,300
|
|
|
25,137
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,693,021
|
|
|
|
|
|
|
|
|
|
|
|
Building
Materials - 0.7%
|
|
Acuity Brands, Inc. (b)
|
|
|
6,600
|
|
|
148,764
|
|
|
|
Ameron International Corp.
|
|
|
1,500
|
|
|
78,990
|
|
|
|
Gibraltar Industries, Inc.
|
|
|
4,700
|
|
|
22,184
|
|
|
|
Headwaters, Inc. (a)
|
|
|
7,400
|
|
|
23,236
|
|
|
|
LSI Industries, Inc.
|
|
|
3,000
|
|
|
15,510
|
|
|
|
Louisiana-Pacific Corp.
|
|
|
17,200
|
|
|
38,356
|
|
|
|
NCI Building Systems, Inc.
(a)
|
|
|
3,300
|
|
|
7,326
|
|
|
|
Orion Energy Systems, Inc.
(a)
|
|
|
900
|
|
|
3,969
|
|
7
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Quanex Building Products
Corp.
|
|
|
6,300
|
|
$
|
47,880
|
|
|
|
Simpson Manufacturing Co.,
Inc.
|
|
|
6,200
|
|
|
111,724
|
|
|
|
Texas Industries, Inc.
|
|
|
3,990
|
|
|
99,750
|
|
|
|
Trex Co., Inc. (a)
|
|
|
2,600
|
|
|
19,838
|
|
|
|
Watsco, Inc.
|
|
|
3,900
|
|
|
132,717
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
750,244
|
|
|
|
|
|
|
|
|
|
|
|
Building:
Air Conditioning - 0.1%
|
|
Comfort Systems USA, Inc.
|
|
|
7,000
|
|
|
72,590
|
|
|
|
|
|
|
|
|
|
|
|
Building:
Cement - 0.0%
|
|
U.S. Concrete, Inc. (a)
|
|
|
5,500
|
|
|
11,000
|
|
|
|
|
|
|
|
|
|
|
|
Building:
Heating & Plumbing - 0.1%
|
|
Aaon, Inc. (b)
|
|
|
2,000
|
|
|
36,240
|
|
|
|
Interline Brands, Inc. (a)
|
|
|
5,700
|
|
|
48,051
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84,291
|
|
|
|
|
|
|
|
|
|
|
|
Building:
Miscellaneous - 0.1%
|
|
Builders FirstSource, Inc.
(a)
|
|
|
2,500
|
|
|
5,050
|
|
|
|
Griffon Corp. (a)
|
|
|
8,374
|
|
|
62,805
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,855
|
|
|
|
|
|
|
|
|
|
|
|
Building:
Roofing & Wallboard - 0.1%
|
|
Beacon Roofing Supply,
Inc. (a)
|
|
|
7,500
|
|
|
100,425
|
|
|
|
China Architectural
Engineering, Inc. (a)
|
|
|
3,500
|
|
|
3,430
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
103,855
|
|
|
|
|
|
|
|
|
|
|
|
Cable
Television Services - 0.0%
|
|
Charter Communications,
Inc. Class A (a)
|
|
|
70,300
|
|
|
1,462
|
|
|
|
Knology, Inc. (a)
|
|
|
4,600
|
|
|
18,952
|
|
|
|
Mediacom Communications
Corp. Class A (a)
|
|
|
7,400
|
|
|
29,822
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,236
|
|
|
|
|
|
|
|
|
|
|
|
Casinos
& Gambling - 0.4%
|
|
Ameristar Casinos, Inc.
|
|
|
4,300
|
|
|
54,094
|
|
|
|
Bally Technologies, Inc.
(a)
|
|
|
9,200
|
|
|
169,464
|
|
|
|
Dover Downs Gaming &
Entertainment, Inc.
|
|
|
2,350
|
|
|
7,215
|
|
|
|
Elixir Gaming
Technologies, Inc. (a)
|
|
|
13,700
|
|
|
1,507
|
|
|
|
Isle of Capri Casinos,
Inc. (a)
|
|
|
2,700
|
|
|
14,283
|
|
|
|
Monarch Casino &
Resort, Inc. (a)
|
|
|
1,600
|
|
|
8,256
|
|
|
|
Pinnacle Entertainment, Inc.
(a)
|
|
|
10,140
|
|
|
71,386
|
|
|
|
Riviera Holdings Corp. (a)
|
|
|
1,700
|
|
|
1,734
|
|
|
|
Shuffle Master, Inc. (a)
|
|
|
8,100
|
|
|
23,247
|
|
|
|
WMS Industries, Inc. (a)
|
|
|
7,350
|
|
|
153,689
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
504,875
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals
- 1.2%
|
|
Aceto Corp.
|
|
|
4,300
|
|
|
25,628
|
|
|
|
American Vanguard Corp.
|
|
|
3,000
|
|
|
38,700
|
|
|
|
Arch Chemicals, Inc.
|
|
|
4,100
|
|
|
77,736
|
|
|
|
Balchem Corp.
|
|
|
2,900
|
|
|
72,877
|
|
|
|
Calgon Carbon Corp. (a)
|
|
|
8,700
|
|
|
123,279
|
|
|
|
ICO, Inc. (a)
|
|
|
5,200
|
|
|
10,712
|
|
|
|
Innophos Holdings, Inc.
|
|
|
1,600
|
|
|
18,048
|
|
|
|
Innospec, Inc.
|
|
|
3,900
|
|
|
14,703
|
|
|
|
LSB Industries, Inc. (a)
|
|
|
3,100
|
|
|
30,659
|
|
|
|
Landec Corp. (a)
|
|
|
3,300
|
|
|
18,381
|
|
|
|
NewMarket Corp.
|
|
|
2,300
|
|
|
101,890
|
|
|
|
OM Group, Inc. (a)
|
|
|
4,900
|
|
|
94,668
|
|
|
|
Olin Corp.
|
|
|
12,300
|
|
|
175,521
|
|
|
|
Penford Corp.
|
|
|
1,700
|
|
|
6,171
|
|
|
|
PolyOne Corp. (a)
|
|
|
15,100
|
|
|
34,881
|
|
8
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Polypore International,
Inc. (a)
|
|
|
2,400
|
|
$
|
9,648
|
|
|
|
Quaker Chemical Corp.
|
|
|
1,900
|
|
|
15,086
|
|
|
|
Rockwood Holdings, Inc.
(a)
|
|
|
7,000
|
|
|
55,580
|
|
|
|
Schulman A, Inc.
|
|
|
4,300
|
|
|
58,265
|
|
|
|
Sensient Technologies
Corp.
|
|
|
8,100
|
|
|
190,350
|
|
|
|
ShengdaTech, Inc. (a)
|
|
|
4,400
|
|
|
13,640
|
|
|
|
Solutia, Inc. (a)
|
|
|
15,400
|
|
|
28,798
|
|
|
|
Stepan Co.
|
|
|
1,000
|
|
|
27,300
|
|
|
|
W.R. Grace & Co.
(a)(b)
|
|
|
12,100
|
|
|
76,472
|
|
|
|
Westlake Chemical Corp.
|
|
|
3,100
|
|
|
45,353
|
|
|
|
Zep, Inc.
|
|
|
3,550
|
|
|
36,317
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,400,663
|
|
|
|
|
|
|
|
|
|
|
|
Coal -
0.1%
|
|
International Coal Group,
Inc. (a)
|
|
|
21,700
|
|
|
34,937
|
|
|
|
James River Coal Co. (a)
|
|
|
4,300
|
|
|
53,062
|
|
|
|
National Coal Corp. (a)
|
|
|
5,600
|
|
|
7,616
|
|
|
|
Westmoreland Coal Co. (a)
|
|
|
1,800
|
|
|
12,906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
108,521
|
|
|
|
|
|
|
|
|
|
|
|
Commercial
Information Services - 0.0%
|
|
HSW International, Inc.
(a)
|
|
|
4,100
|
|
|
677
|
|
|
|
LECG Corp. (a)
|
|
|
4,300
|
|
|
10,922
|
|
|
|
LoopNet, Inc. (a)
|
|
|
5,200
|
|
|
31,616
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,215
|
|
|
|
|
|
|
|
|
|
|
|
Communications
& Media - 0.0%
|
|
Belo Corp. Class A
|
|
|
14,800
|
|
|
9,028
|
|
|
|
Entravision Communications
Corp. Class A (a)
|
|
|
10,200
|
|
|
2,652
|
|
|
|
Playboy Enterprises, Inc.
Class B (a)
|
|
|
4,900
|
|
|
9,653
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,333
|
|
|
|
|
|
|
|
|
|
|
|
Communications
Technology - 2.6%
|
|
3Com Corp. (a)
|
|
|
67,200
|
|
|
207,648
|
|
|
|
Acme Packet, Inc. (a)
|
|
|
4,600
|
|
|
27,922
|
|
|
|
Adtran, Inc.
|
|
|
9,000
|
|
|
145,890
|
|
|
|
Airvana, Inc. (a)
|
|
|
3,700
|
|
|
21,645
|
|
|
|
Anaren, Inc. (a)
|
|
|
2,700
|
|
|
29,538
|
|
|
|
Anixter International,
Inc. (a)(b)
|
|
|
4,900
|
|
|
155,232
|
|
|
|
Aruba Networks, Inc. (a)
|
|
|
9,400
|
|
|
29,516
|
|
|
|
Avanex Corp. (a)
|
|
|
1,920
|
|
|
3,360
|
|
|
|
Avocent Corp. (a)
|
|
|
7,180
|
|
|
87,165
|
|
|
|
Bel Fuse, Inc.
|
|
|
1,800
|
|
|
24,192
|
|
|
|
BigBand Networks, Inc. (a)
|
|
|
6,100
|
|
|
39,955
|
|
|
|
Black Box Corp.
|
|
|
3,000
|
|
|
70,830
|
|
|
|
Comtech Telecommunications
Corp. (a)
|
|
|
3,900
|
|
|
96,603
|
|
|
|
Digi International, Inc.
(a)
|
|
|
4,100
|
|
|
31,447
|
|
|
|
EMS Technologies, Inc. (a)
|
|
|
2,500
|
|
|
43,650
|
|
|
|
Echelon Corp. (a)
|
|
|
5,100
|
|
|
41,259
|
|
|
|
Emulex Corp. (a)
|
|
|
13,400
|
|
|
67,402
|
|
|
|
Extreme Networks, Inc. (a)
|
|
|
16,700
|
|
|
25,384
|
|
|
|
Finisar Corp. (a)
|
|
|
69,102
|
|
|
30,405
|
|
|
|
GeoEye, Inc. (a)
|
|
|
2,800
|
|
|
55,300
|
|
|
|
Globecomm Systems, Inc.
(a)
|
|
|
3,800
|
|
|
22,002
|
|
|
|
Harmonic, Inc. (a)
|
|
|
16,200
|
|
|
105,300
|
|
9
|
|
Small Cap Premium & Dividend Income
Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Harris Stratex Networks,
Inc. Class A (a)
|
|
|
4,100
|
|
$
|
15,785
|
|
|
|
Hughes Communications,
Inc. (a)
|
|
|
1,100
|
|
|
13,233
|
|
|
|
Infinera Corp. (a)
|
|
|
15,400
|
|
|
113,960
|
|
|
|
InterDigital, Inc. (a)
|
|
|
7,400
|
|
|
191,068
|
|
|
|
Ixia (a)
|
|
|
7,100
|
|
|
36,707
|
|
|
|
Loral Space &
Communications Ltd. (a)
|
|
|
1,900
|
|
|
40,584
|
|
|
|
MRV Communications, Inc.
(a)
|
|
|
22,300
|
|
|
6,913
|
|
|
|
NETGEAR, Inc. (a)
|
|
|
5,800
|
|
|
69,890
|
|
|
|
Nextwave Wireless, Inc.
(a)
|
|
|
8,000
|
|
|
1,280
|
|
|
|
Novatel Wireless, Inc. (a)
|
|
|
4,700
|
|
|
26,414
|
|
|
|
Oplink Communications,
Inc. (a)
|
|
|
3,428
|
|
|
26,396
|
|
|
|
PC-Tel, Inc.
|
|
|
3,900
|
|
|
16,770
|
|
|
|
Plantronics, Inc.
|
|
|
8,200
|
|
|
98,974
|
|
|
|
Polycom, Inc. (a)
|
|
|
14,300
|
|
|
220,077
|
|
|
|
Power-One, Inc. (a)
|
|
|
12,600
|
|
|
11,088
|
|
|
|
Riverbed Technology, Inc.
(a)
|
|
|
9,100
|
|
|
119,028
|
|
|
|
SeaChange International,
Inc. (a)
|
|
|
4,500
|
|
|
25,740
|
|
|
|
Shoretel, Inc. (a)
|
|
|
8,000
|
|
|
34,480
|
|
|
|
Sonus Networks, Inc. (a)
|
|
|
35,100
|
|
|
55,107
|
|
|
|
Starent Networks Corp. (a)
|
|
|
5,200
|
|
|
82,212
|
|
|
|
Switch and Data Facilities
Co., Inc. (a)
|
|
|
3,300
|
|
|
28,941
|
|
|
|
Sycamore Networks, Inc.
(a)
|
|
|
31,700
|
|
|
84,639
|
|
|
|
Syniverse Holdings, Inc.
(a)
|
|
|
8,600
|
|
|
135,536
|
|
|
|
Tekelec (a)
|
|
|
10,900
|
|
|
144,207
|
|
|
|
Viasat, Inc. (a)
|
|
|
4,400
|
|
|
91,608
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,052,282
|
|
|
|
|
|
|
|
|
|
|
|
Computer
Services Software & Systems - 6.1%
|
|
3PAR, Inc. (a)
|
|
|
4,400
|
|
|
28,908
|
|
|
|
ACI Worldwide, Inc. (a)(b)
|
|
|
5,800
|
|
|
108,750
|
|
|
|
Actuate Corp. (a)(b)
|
|
|
9,900
|
|
|
30,294
|
|
|
|
Acxiom Corp.
|
|
|
10,200
|
|
|
75,480
|
|
|
|
American Reprographics Co.
(a)
|
|
|
6,000
|
|
|
21,240
|
|
|
|
American Software Class A
|
|
|
4,400
|
|
|
23,188
|
|
|
|
ArcSight, Inc. (a)
|
|
|
800
|
|
|
10,216
|
|
|
|
Ariba, Inc. (a)
|
|
|
14,600
|
|
|
127,458
|
|
|
|
Art Technology Group, Inc.
(a)
|
|
|
21,600
|
|
|
55,080
|
|
|
|
AsiaInfo Holdings, Inc.
(a)
|
|
|
5,500
|
|
|
92,675
|
|
|
|
Avid Technology, Inc. (a)
|
|
|
5,200
|
|
|
47,528
|
|
|
|
Blackbaud, Inc.
|
|
|
7,500
|
|
|
87,075
|
|
|
|
Blackboard, Inc. (a)
|
|
|
5,200
|
|
|
165,048
|
|
|
|
Blue Coat Systems, Inc.
(a)
|
|
|
5,600
|
|
|
67,256
|
|
|
|
Bottomline Technologies,
Inc. (a)
|
|
|
3,500
|
|
|
23,030
|
|
|
|
CACI International, Inc.
Class A (a)
|
|
|
5,100
|
|
|
186,099
|
|
|
|
CSG Systems International,
Inc. (a)
|
|
|
5,600
|
|
|
79,968
|
|
|
|
Callidus Software, Inc.
(a)
|
|
|
5,700
|
|
|
16,530
|
|
|
|
China Information Security
Technology, Inc. (a)
|
|
|
3,500
|
|
|
11,060
|
|
|
|
Chordiant Software, Inc.
(a)
|
|
|
5,060
|
|
|
15,332
|
|
|
|
Ciber, Inc. (a)
|
|
|
9,500
|
|
|
25,935
|
|
10
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
CommVault Systems, Inc.
(a)
|
|
|
7,400
|
|
$
|
81,178
|
|
|
|
Compellent Technologies,
Inc. (a)
|
|
|
2,600
|
|
|
28,210
|
|
|
|
ComScore, Inc. (a)
|
|
|
2,900
|
|
|
35,061
|
|
|
|
Concur Technologies, Inc.
(a)
|
|
|
7,300
|
|
|
140,087
|
|
|
|
DealerTrack Holdings, Inc.
(a)
|
|
|
6,900
|
|
|
90,390
|
|
|
|
Delrek, Inc. (a)
|
|
|
1,400
|
|
|
6,062
|
|
|
|
DemandTec, Inc. (a)
|
|
|
3,700
|
|
|
32,375
|
|
|
|
Digimarc Corp. (a)
|
|
|
942
|
|
|
9,156
|
|
|
|
Digital River, Inc. (a)
|
|
|
6,100
|
|
|
181,902
|
|
|
|
DivX, Inc. (a)
|
|
|
3,800
|
|
|
19,114
|
|
|
|
Double-Take Software, Inc.
(a)
|
|
|
3,100
|
|
|
20,956
|
|
|
|
EPIQ Systems, Inc. (a)
|
|
|
5,800
|
|
|
104,574
|
|
|
|
Ebix, Inc. (a)
|
|
|
1,100
|
|
|
27,335
|
|
|
|
Entrust, Inc. (a)
|
|
|
11,300
|
|
|
17,063
|
|
|
|
Epicor Software Corp. (a)
|
|
|
10,000
|
|
|
38,100
|
|
|
|
FalconStor Software, Inc.
(a)
|
|
|
6,800
|
|
|
16,252
|
|
|
|
GSI Commerce, Inc. (a)
|
|
|
4,000
|
|
|
52,400
|
|
|
|
Gartner, Inc. Class A (a)
|
|
|
10,100
|
|
|
111,201
|
|
|
|
Guidance Software, Inc.
(a)
|
|
|
1,900
|
|
|
7,752
|
|
|
|
The Hackett Group, Inc.
(a)
|
|
|
7,500
|
|
|
15,150
|
|
|
|
Hypercom Corp. (a)
|
|
|
9,400
|
|
|
9,024
|
|
|
|
i2 Technologies, Inc. (a)
|
|
|
2,200
|
|
|
17,380
|
|
|
|
iGate Corp.
|
|
|
3,200
|
|
|
10,368
|
|
|
|
infoGROUP, Inc.
|
|
|
5,300
|
|
|
22,048
|
|
|
|
InfoSpace, Inc.
|
|
|
5,800
|
|
|
30,160
|
|
|
|
Informatica Corp. (a)
|
|
|
14,800
|
|
|
196,248
|
|
|
|
Integral Systems, Inc. (a)
|
|
|
2,442
|
|
|
21,001
|
|
|
|
Interactive Intelligence,
Inc. (a)
|
|
|
1,800
|
|
|
16,308
|
|
|
|
Internap Network Services
Corp. (a)
|
|
|
8,510
|
|
|
22,892
|
|
|
|
Internet Brands, Inc.
Class A (a)
|
|
|
4,200
|
|
|
24,654
|
|
|
|
Internet Capital Group,
Inc. (a)
|
|
|
5,600
|
|
|
22,568
|
|
|
|
JDA Software Group, Inc.
(a)
|
|
|
4,500
|
|
|
51,975
|
|
|
|
Kenexa Corp. (a)
|
|
|
4,100
|
|
|
22,099
|
|
|
|
Keynote Systems, Inc. (a)
|
|
|
2,200
|
|
|
17,446
|
|
|
|
Lawson Software, Inc. (a)
|
|
|
20,500
|
|
|
87,125
|
|
|
|
Limelight Networks, Inc.
(a)
|
|
|
3,700
|
|
|
12,395
|
|
|
|
MSC.Software Corp. (a)
|
|
|
7,400
|
|
|
41,736
|
|
|
|
Macrovision Solutions
Corp. (a)
|
|
|
13,938
|
|
|
247,957
|
|
|
|
Magma Design Automation,
Inc. (a)
|
|
|
7,100
|
|
|
5,325
|
|
|
|
Manhattan Associates, Inc.
(a)
|
|
|
3,800
|
|
|
65,816
|
|
|
|
Mantech International
Corp. Class A (a)
|
|
|
3,400
|
|
|
142,460
|
|
|
|
Mentor Graphics Corp. (a)
|
|
|
15,200
|
|
|
67,488
|
|
|
|
Mercury Computer Systems,
Inc. (a)
|
|
|
3,800
|
|
|
21,014
|
|
|
|
Micros Systems, Inc. (a)
|
|
|
13,300
|
|
|
249,375
|
|
|
|
MicroStrategy, Inc. Class
A (a)
|
|
|
1,600
|
|
|
54,704
|
|
|
|
Moduslink Global
Solutions, Inc. (a)
|
|
|
8,300
|
|
|
21,497
|
|
|
|
Monotype Imaging Holdings,
Inc. (a)
|
|
|
2,800
|
|
|
10,472
|
|
11
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
NCI, Inc. Class A (a)
|
|
|
1,200
|
|
$
|
31,200
|
|
|
|
NIC, Inc.
|
|
|
6,400
|
|
|
33,280
|
|
|
|
Ness Technologies, Inc.
(a)
|
|
|
7,000
|
|
|
20,650
|
|
|
|
NetScout Systems, Inc. (a)
|
|
|
4,800
|
|
|
34,368
|
|
|
|
NetSuite, Inc. (a)
|
|
|
900
|
|
|
10,134
|
|
|
|
Omniture, Inc. (a)
|
|
|
10,413
|
|
|
137,347
|
|
|
|
OpenTV Corp. (a)
|
|
|
11,300
|
|
|
17,063
|
|
|
|
Opnet Technologies, Inc.
(a)
|
|
|
2,600
|
|
|
22,542
|
|
|
|
PROS Holdings, Inc. (a)
|
|
|
2,400
|
|
|
11,160
|
|
|
|
Parametric Technology
Corp. (a)
|
|
|
18,820
|
|
|
187,824
|
|
|
|
Pegasystems, Inc.
|
|
|
2,100
|
|
|
38,997
|
|
|
|
Perficient, Inc. (a)
|
|
|
5,100
|
|
|
27,540
|
|
|
|
Perot Systems Corp. Class
A (a)
|
|
|
14,500
|
|
|
186,760
|
|
|
|
Phoenix Technologies Ltd.
(a)
|
|
|
5,000
|
|
|
8,100
|
|
|
|
Progress Software Corp.
(a)
|
|
|
7,000
|
|
|
121,520
|
|
|
|
QAD, Inc.
|
|
|
1,200
|
|
|
3,036
|
|
|
|
Quest Software, Inc. (a)
|
|
|
11,300
|
|
|
143,284
|
|
|
|
Rackspace Hosting, Inc.
(a)
|
|
|
2,200
|
|
|
16,478
|
|
|
|
Radiant Systems, Inc. (a)
|
|
|
4,400
|
|
|
19,404
|
|
|
|
RealNetworks, Inc. (a)
|
|
|
15,500
|
|
|
36,115
|
|
|
|
RightNow Technologies,
Inc. (a)
|
|
|
4,500
|
|
|
34,065
|
|
|
|
SAVVIS, Inc. (a)
|
|
|
6,150
|
|
|
37,884
|
|
|
|
SPSS, Inc. (a)
|
|
|
3,000
|
|
|
85,290
|
|
|
|
SRA International, Inc.
Class A (a)
|
|
|
7,100
|
|
|
104,370
|
|
|
|
SYNNEX Corp. (a)
|
|
|
3,100
|
|
|
60,977
|
|
|
|
Sapient Corp. (a)
|
|
|
14,800
|
|
|
66,156
|
|
|
|
Smith Micro Software, Inc.
(a)
|
|
|
5,100
|
|
|
26,673
|
|
|
|
Solera Holdings, Inc. (a)
|
|
|
9,000
|
|
|
223,020
|
|
|
|
Sonic Solutions, Inc. (a)
|
|
|
3,900
|
|
|
4,680
|
|
|
|
SonicWALL, Inc. (a)
|
|
|
9,600
|
|
|
42,816
|
|
|
|
Sourcefire, Inc. (a)
|
|
|
3,800
|
|
|
27,664
|
|
|
|
Stanley, Inc. (a)
|
|
|
1,400
|
|
|
35,546
|
|
|
|
SuccessFactors, Inc. (a)
|
|
|
3,700
|
|
|
28,231
|
|
|
|
SupportSoft, Inc. (a)
|
|
|
8,700
|
|
|
16,704
|
|
|
|
Sybase, Inc. (a)
|
|
|
13,000
|
|
|
393,770
|
|
|
|
Synchronoss Technologies,
Inc. (a)
|
|
|
3,800
|
|
|
46,588
|
|
|
|
Syntel, Inc.
|
|
|
2,000
|
|
|
41,160
|
|
|
|
TIBCO Software, Inc. (a)
|
|
|
29,800
|
|
|
174,926
|
|
|
|
TNS, Inc. (a)
|
|
|
4,200
|
|
|
34,356
|
|
|
|
Taleo Corp. Class A (a)
|
|
|
4,100
|
|
|
48,462
|
|
|
|
TechTarget, Inc. (a)
|
|
|
2,200
|
|
|
5,280
|
|
|
|
TeleCommunication Systems,
Inc. Class A (a)
|
|
|
6,000
|
|
|
55,020
|
|
|
|
Terremark Worldwide, Inc.
(a)
|
|
|
8,000
|
|
|
21,520
|
|
|
|
Tyler Technologies, Inc.
(a)
|
|
|
6,600
|
|
|
96,558
|
|
|
|
Ultimate Software Group,
Inc. (a)
|
|
|
4,200
|
|
|
72,492
|
|
|
|
Unica Corp. (a)
|
|
|
1,700
|
|
|
8,211
|
|
|
|
VASCO Data Security
International, Inc. (a)
|
|
|
4,500
|
|
|
25,920
|
|
12
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
VeriFone Holdings, Inc.
(a)
|
|
|
11,500
|
|
$
|
78,200
|
|
|
|
Vignette Corp. (a)
|
|
|
3,800
|
|
|
25,384
|
|
|
|
Virtusa Corp. (a)
|
|
|
1,800
|
|
|
11,160
|
|
|
|
Web.Com Group, Inc. (a)
|
|
|
5,100
|
|
|
16,932
|
|
|
|
Websense, Inc. (a)
|
|
|
7,800
|
|
|
93,600
|
|
|
|
Wind River Systems, Inc.
(a)
|
|
|
11,800
|
|
|
75,520
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,069,940
|
|
|
|
|
|
|
|
|
|
|
|
Computer
Technology - 0.7%
|
|
Adaptec, Inc. (a)
|
|
|
19,700
|
|
|
47,280
|
|
|
|
Cray, Inc. (a)
|
|
|
5,600
|
|
|
19,600
|
|
|
|
Data Domain, Inc. (a)
|
|
|
5,200
|
|
|
65,364
|
|
|
|
Hutchinson Technology,
Inc. (a)
|
|
|
4,000
|
|
|
10,400
|
|
|
|
Imation Corp.
|
|
|
4,600
|
|
|
35,190
|
|
|
|
Immersion Corp. (a)
|
|
|
4,600
|
|
|
13,478
|
|
|
|
Intermec, Inc. (a)
|
|
|
10,300
|
|
|
107,120
|
|
|
|
Isilon Systems, Inc. (a)
|
|
|
4,900
|
|
|
10,780
|
|
|
|
Netezza Corp. (a)
|
|
|
6,500
|
|
|
44,200
|
|
|
|
Palm, Inc. (a)
|
|
|
18,300
|
|
|
157,746
|
|
|
|
Quantum Corp. (a)
|
|
|
31,900
|
|
|
21,373
|
|
|
|
Rackable Systems, Inc. (a)
|
|
|
5,000
|
|
|
20,300
|
|
|
|
Radisys Corp. (a)
|
|
|
3,700
|
|
|
22,422
|
|
|
|
Rimage Corp. (a)
|
|
|
1,600
|
|
|
21,360
|
|
|
|
STEC, Inc. (a)
|
|
|
4,800
|
|
|
35,376
|
|
|
|
Safeguard Scientifics,
Inc. (a)
|
|
|
19,700
|
|
|
10,835
|
|
|
|
Stratasys, Inc. (a)
|
|
|
3,400
|
|
|
28,118
|
|
|
|
Super Micro Computer, Inc.
(a)
|
|
|
4,200
|
|
|
20,664
|
|
|
|
Synaptics, Inc. (a)
|
|
|
5,450
|
|
|
145,842
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
837,448
|
|
|
|
|
|
|
|
|
|
|
|
Construction
- 0.6%
|
|
EMCOR Group, Inc. (a)
|
|
|
11,300
|
|
|
194,021
|
|
|
|
Granite Construction, Inc.
|
|
|
5,400
|
|
|
202,392
|
|
|
|
Great Lakes Dredge &
Dock Corp.
|
|
|
6,400
|
|
|
19,264
|
|
|
|
Insituform Technologies,
Inc. Class A (a)
|
|
|
5,900
|
|
|
92,276
|
|
|
|
Orion Marine Group, Inc.
(a)
|
|
|
3,900
|
|
|
51,090
|
|
|
|
Perini Corp. (a)
|
|
|
8,200
|
|
|
100,860
|
|
|
|
Sterling Construction Co.,
Inc. (a)
|
|
|
2,100
|
|
|
37,464
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
697,367
|
|
|
|
|
|
|
|
|
|
|
|
Consumer
Electronics - 0.3%
|
|
Audiovox Corp. Class A (a)
|
|
|
2,800
|
|
|
9,604
|
|
|
|
EarthLink, Inc. (a)
|
|
|
17,700
|
|
|
116,289
|
|
|
|
TiVo, Inc. (a)
|
|
|
17,200
|
|
|
121,088
|
|
|
|
United Online, Inc.
|
|
|
13,044
|
|
|
58,176
|
|
|
|
Universal Electronics,
Inc. (a)
|
|
|
2,400
|
|
|
43,440
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
348,597
|
|
|
|
|
|
|
|
|
|
|
|
Consumer
Products - 0.0%
|
|
Mannatech, Inc.
|
|
|
2,700
|
|
|
8,991
|
|
|
|
USANA Health Sciences,
Inc. (a)
|
|
|
1,200
|
|
|
26,832
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,823
|
|
|
|
|
|
|
|
|
|
|
|
Containers
& Packaging:
|
|
|
|
|
|
|
|
|
|
Metals
& Glass - 0.4%
|
|
Bway Holding Co. (a)
|
|
|
1,000
|
|
|
7,890
|
|
|
|
Rock-Tenn Co. Class A
|
|
|
6,400
|
|
|
173,120
|
|
|
|
Silgan Holdings, Inc.
|
|
|
4,200
|
|
|
220,668
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
401,678
|
|
|
|
|
|
|
|
|
|
|
|
13
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Containers
& Packaging:
|
|
|
|
|
|
|
|
|
|
Paper
& Plastic - 0.1%
|
|
AEP Industries, Inc. (a)
|
|
|
900
|
|
$
|
13,743
|
|
|
|
Graphic Packaging Holding
Co. (a)
|
|
|
23,500
|
|
|
20,445
|
|
|
|
Myers Industries, Inc.
|
|
|
4,800
|
|
|
29,472
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,660
|
|
|
|
|
|
|
|
|
|
|
|
Cosmetics
- 0.0%
|
|
Elizabeth Arden, Inc. (a)
|
|
|
4,200
|
|
|
24,486
|
|
|
|
Inter Parfums, Inc.
|
|
|
1,950
|
|
|
11,368
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,854
|
|
|
|
|
|
|
|
|
|
|
|
Diversified
Financial Services - 0.5%
|
|
Advanta Corp. Class B
|
|
|
6,300
|
|
|
4,158
|
|
|
|
Broadpoint Securities
Group, Inc. (a)
|
|
|
3,200
|
|
|
10,560
|
|
|
|
China Direct, Inc. (a)
|
|
|
1,600
|
|
|
2,016
|
|
|
|
Duff & Phelps Corp.
(a)
|
|
|
1,800
|
|
|
28,350
|
|
|
|
Evercore Partners, Inc.
Class A
|
|
|
1,700
|
|
|
26,265
|
|
|
|
FBR Capital Markets Corp.
(a)
|
|
|
4,100
|
|
|
13,489
|
|
|
|
FCStone Group, Inc. (a)
|
|
|
3,450
|
|
|
7,866
|
|
|
|
Greenhill & Co., Inc.
|
|
|
2,900
|
|
|
214,165
|
|
|
|
Piper Jaffray Cos. (a)
|
|
|
3,000
|
|
|
77,370
|
|
|
|
Sanders Morris Harris
Group, Inc.
|
|
|
3,000
|
|
|
11,700
|
|
|
|
Stifel Financial Corp. (a)
|
|
|
4,200
|
|
|
181,902
|
|
|
|
Thomas Weisel Partners
Group, Inc. (a)
|
|
|
3,021
|
|
|
10,815
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
588,656
|
|
|
|
|
|
|
|
|
|
|
|
Diversified
Materials & Processing - 0.8%
|
|
Belden, Inc.
|
|
|
7,500
|
|
|
93,825
|
|
|
|
Brady Corp.
|
|
|
8,400
|
|
|
148,092
|
|
|
|
Cabot Microelectronics
Corp. (a)
|
|
|
3,700
|
|
|
88,911
|
|
|
|
Clarcor, Inc.
|
|
|
8,500
|
|
|
214,115
|
|
|
|
Coleman Cable, Inc. (a)
|
|
|
1,300
|
|
|
2,769
|
|
|
|
Encore Wire Corp.
|
|
|
3,200
|
|
|
68,576
|
|
|
|
Fushi Copperweld, Inc. (a)
|
|
|
2,600
|
|
|
12,480
|
|
|
|
Hexcel Corp. (a)
|
|
|
16,100
|
|
|
105,777
|
|
|
|
Insteel Industries, Inc.
|
|
|
2,700
|
|
|
18,792
|
|
|
|
Koppers Holdings, Inc.
|
|
|
3,600
|
|
|
52,272
|
|
|
|
NL Industries, Inc.
|
|
|
1,300
|
|
|
13,000
|
|
|
|
Tredegar Corp.
|
|
|
4,100
|
|
|
66,953
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
885,562
|
|
|
|
|
|
|
|
|
|
|
|
Diversified
Production - 0.1%
|
|
Barnes Group, Inc.
|
|
|
8,000
|
|
|
85,520
|
|
|
|
Lydall, Inc. (a)
|
|
|
3,100
|
|
|
9,207
|
|
|
|
Trimas Corp. (a)
|
|
|
1,700
|
|
|
2,975
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,702
|
|
|
|
|
|
|
|
|
|
|
|
Drug
& Grocery Store Chains - 0.7%
|
|
Arden Group, Inc. Class A
|
|
|
200
|
|
|
23,368
|
|
|
|
Caseys General Stores,
Inc.
|
|
|
8,200
|
|
|
218,612
|
|
|
|
The Great Atlantic &
Pacific Tea Co., Inc. (a)
|
|
|
5,907
|
|
|
31,366
|
|
|
|
Ingles Markets, Inc. Class
A
|
|
|
2,100
|
|
|
31,353
|
|
|
|
Nash Finch Co.
|
|
|
2,000
|
|
|
56,180
|
|
|
|
The Pantry, Inc. (a)
|
|
|
3,500
|
|
|
61,635
|
|
|
|
Ruddick Corp.
|
|
|
7,000
|
|
|
157,150
|
|
|
|
Spartan Stores, Inc.
|
|
|
3,500
|
|
|
53,935
|
|
|
|
Susser Holdings Corp. (a)
|
|
|
1,600
|
|
|
21,504
|
|
14
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Village Super Market, Inc.
Class A
|
|
|
900
|
|
$
|
28,053
|
|
|
|
Weis Markets, Inc.
|
|
|
2,000
|
|
|
62,080
|
|
|
|
Winn-Dixie Stores, Inc.
(a)
|
|
|
9,000
|
|
|
86,040
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
831,276
|
|
|
|
|
|
|
|
|
|
|
|
Drugs
& Pharmaceuticals - 1.8%
|
|
Acura Pharmaceuticals,
Inc. (a)
|
|
|
1,100
|
|
|
6,996
|
|
|
|
Adolor Corp. (a)
|
|
|
8,400
|
|
|
17,136
|
|
|
|
Akorn, Inc. (a)
|
|
|
8,400
|
|
|
7,224
|
|
|
|
Alexza Pharmaceuticals,
Inc. (a)
|
|
|
3,000
|
|
|
6,630
|
|
|
|
Alkermes, Inc. (a)
|
|
|
16,100
|
|
|
195,293
|
|
|
|
American Oriental
Bioengineering, Inc. (a)
|
|
|
10,200
|
|
|
39,372
|
|
|
|
Ardea Biosciences, Inc.
(a)
|
|
|
2,100
|
|
|
21,609
|
|
|
|
Auxilium Pharmaceuticals,
Inc. (a)(b)
|
|
|
6,900
|
|
|
191,268
|
|
|
|
BMP Sunstone Corp. (a)
|
|
|
3,900
|
|
|
12,597
|
|
|
|
BioForm Medical, Inc. (a)
|
|
|
3,200
|
|
|
3,904
|
|
|
|
Cadence Pharmaceuticals,
Inc. (a)
|
|
|
3,200
|
|
|
30,016
|
|
|
|
Cambrex Corp. (a)
|
|
|
4,500
|
|
|
10,260
|
|
|
|
Caraco Pharmaceutical
Laboratories Ltd. (a)
|
|
|
1,400
|
|
|
4,928
|
|
|
|
China Sky One Medical,
Inc. (a)
|
|
|
1,100
|
|
|
12,650
|
|
|
|
Columbia Laboratories,
Inc. (a)
|
|
|
8,800
|
|
|
12,672
|
|
|
|
Depomed, Inc. (a)
|
|
|
9,000
|
|
|
21,240
|
|
|
|
Durect Corp. (a)
|
|
|
12,600
|
|
|
28,098
|
|
|
|
Inspire Pharmaceuticals,
Inc. (a)
|
|
|
7,800
|
|
|
31,668
|
|
|
|
Isis Pharmaceuticals, Inc.
(a)
|
|
|
15,200
|
|
|
228,152
|
|
|
|
Javelin Pharmaceuticals,
Inc. (a)
|
|
|
8,300
|
|
|
11,952
|
|
|
|
Jazz Pharmaceuticals, Inc.
(a)
|
|
|
1,100
|
|
|
979
|
|
|
|
K-V Pharmaceutical Co.
Class A (a)
|
|
|
2,800
|
|
|
4,620
|
|
|
|
MAP Pharmaceuticals, Inc.
(a)
|
|
|
800
|
|
|
1,680
|
|
|
|
Medicines Co. (a)
|
|
|
8,900
|
|
|
96,476
|
|
|
|
Medicis Pharmaceutical
Corp. Class A
|
|
|
9,600
|
|
|
118,752
|
|
|
|
MiddleBrook
Pharmaceuticals, Inc. (a)
|
|
|
7,000
|
|
|
9,520
|
|
|
|
Noven Pharmaceuticals,
Inc. (a)
|
|
|
4,200
|
|
|
39,816
|
|
|
|
Obagi Medical Products,
Inc. (a)
|
|
|
3,300
|
|
|
17,754
|
|
|
|
Optimer Pharmaceuticals,
Inc. (a)
|
|
|
4,500
|
|
|
59,355
|
|
|
|
Pain Therapeutics, Inc.
(a)
|
|
|
6,200
|
|
|
26,040
|
|
|
|
Par Pharmaceutical Cos.,
Inc. (a)
|
|
|
5,500
|
|
|
52,085
|
|
|
|
Pozen, Inc. (a)
|
|
|
4,100
|
|
|
25,092
|
|
|
|
Prestige Brands Holdings,
Inc. (a)
|
|
|
5,500
|
|
|
28,490
|
|
|
|
Questcor Pharmaceuticals,
Inc. (a)
|
|
|
9,000
|
|
|
44,280
|
|
|
|
Salix Pharmaceuticals Ltd.
(a)
|
|
|
8,200
|
|
|
77,900
|
|
|
|
United Therapeutics Corp.
(a)
|
|
|
3,700
|
|
|
244,533
|
|
|
|
Valeant Pharmaceuticals
International (a)
|
|
|
10,800
|
|
|
192,132
|
|
|
|
Vivus, Inc. (a)
|
|
|
10,900
|
|
|
47,088
|
|
|
|
Xenoport, Inc. (a)
|
|
|
4,400
|
|
|
85,184
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,065,441
|
|
|
|
|
|
|
|
|
|
|
|
Education
Services - 0.6%
|
|
Ambassadors Group, Inc.
|
|
|
3,500
|
|
|
28,420
|
|
|
|
American Public Education,
Inc. (a)
|
|
|
1,900
|
|
|
79,914
|
|
|
|
Capella Education Co. (a)
|
|
|
2,300
|
|
|
121,900
|
|
15
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corinthian Colleges, Inc.
(a)(b)
|
|
|
14,000
|
|
$
|
272,300
|
|
|
|
Grand Canyon Education,
Inc. (a)
|
|
|
1,500
|
|
|
25,890
|
|
|
|
K12, Inc. (a)
|
|
|
900
|
|
|
12,510
|
|
|
|
Learning Tree
International, Inc. (a)
|
|
|
1,400
|
|
|
11,858
|
|
|
|
Lincoln Educational
Services Corp. (a)
|
|
|
500
|
|
|
9,160
|
|
|
|
The Princeton Review, Inc.
(a)
|
|
|
2,400
|
|
|
10,440
|
|
|
|
Renaissance Learning, Inc.
|
|
|
1,200
|
|
|
10,764
|
|
|
|
Thinkorswim Group, Inc.
(a)
|
|
|
8,780
|
|
|
75,859
|
|
|
|
Universal Technical
Institute, Inc. (a)
|
|
|
3,400
|
|
|
40,800
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
699,815
|
|
|
|
|
|
|
|
|
|
|
|
Electrical
& Electronics - 0.2%
|
|
Bookham, Inc. (a)
|
|
|
18,700
|
|
|
8,041
|
|
|
|
Methode Electronics, Inc.
|
|
|
6,400
|
|
|
22,912
|
|
|
|
Microvision, Inc. (a)
|
|
|
10,600
|
|
|
13,674
|
|
|
|
Multi-Fineline Electronix,
Inc. (a)
|
|
|
1,400
|
|
|
23,576
|
|
|
|
NVE Corp. (a)
|
|
|
700
|
|
|
20,132
|
|
|
|
Park Electrochemical Corp.
|
|
|
3,500
|
|
|
60,480
|
|
|
|
TTM Technologies, Inc. (a)
|
|
|
7,200
|
|
|
41,760
|
|
|
|
Technitrol, Inc.
|
|
|
6,600
|
|
|
11,286
|
|
|
|
Universal Display Corp.
(a)
|
|
|
4,400
|
|
|
40,348
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
242,209
|
|
|
|
|
|
|
|
|
|
|
|
Electrical
Equipment & Components - 0.7%
|
|
A.O. Smith Corp.
|
|
|
3,400
|
|
|
85,612
|
|
|
|
AZZ, Inc. (a)
|
|
|
1,900
|
|
|
50,141
|
|
|
|
Advanced Battery
Technologies, Inc. (a)
|
|
|
8,900
|
|
|
18,957
|
|
|
|
American Superconductor
Corp. (a)
|
|
|
7,000
|
|
|
121,170
|
|
|
|
Baldor Electric Co.
|
|
|
7,770
|
|
|
112,587
|
|
|
|
China BAK Battery, Inc.
(a)
|
|
|
5,800
|
|
|
9,918
|
|
|
|
Ener1, Inc. (a)
|
|
|
6,200
|
|
|
32,054
|
|
|
|
EnerSys (a)
|
|
|
4,800
|
|
|
58,176
|
|
|
|
Franklin Electric Co.,
Inc.
|
|
|
3,800
|
|
|
84,094
|
|
|
|
GrafTech International
Ltd. (a)
|
|
|
19,700
|
|
|
121,352
|
|
|
|
Littelfuse, Inc. (a)
|
|
|
3,700
|
|
|
40,663
|
|
|
|
Medis Technologies Ltd.
(a)
|
|
|
3,600
|
|
|
1,584
|
|
|
|
Plug Power, Inc. (a)
|
|
|
14,800
|
|
|
12,876
|
|
|
|
Preformed Line Products
Co.
|
|
|
400
|
|
|
15,056
|
|
|
|
Taser International, Inc.
(a)
|
|
|
10,600
|
|
|
49,608
|
|
|
|
Ultralife Batteries, Inc.
(a)
|
|
|
2,400
|
|
|
18,552
|
|
|
|
Valence Technology, Inc.
(a)
|
|
|
8,000
|
|
|
16,960
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
849,360
|
|
|
|
|
|
|
|
|
|
|
|
Electrical:
Household Appliance - 0.0%
|
|
National Presto Industries,
Inc.
|
|
|
800
|
|
|
48,808
|
|
|
|
|
|
|
|
|
|
|
|
Electronics
- 0.4%
|
|
Agilysys, Inc.
|
|
|
4,000
|
|
|
17,200
|
|
|
|
American Science &
Engineering, Inc.
|
|
|
1,500
|
|
|
83,700
|
|
|
|
CPI International, Inc.
(a)
|
|
|
1,200
|
|
|
11,280
|
|
|
|
Coherent, Inc. (a)
|
|
|
3,900
|
|
|
67,275
|
|
|
|
Daktronics, Inc.
|
|
|
5,400
|
|
|
35,370
|
|
|
|
II-VI, Inc. (a)
|
|
|
4,100
|
|
|
70,438
|
|
|
|
IPG Photonics Corp. (a)
|
|
|
3,100
|
|
|
26,102
|
|
|
|
iRobot Corp. (a)
|
|
|
3,300
|
|
|
25,080
|
|
16
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Newport Corp. (a)
|
|
|
6,400
|
|
$
|
28,288
|
|
|
|
Rofin-Sinar Technologies,
Inc. (a)
|
|
|
5,100
|
|
|
82,212
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
446,945
|
|
|
|
|
|
|
|
|
|
|
|
Electronics:
Instruments, Gauges & Meters - 0.1%
|
|
Badger Meter, Inc.
|
|
|
2,400
|
|
|
69,336
|
|
|
|
Faro Technologies, Inc.
(a)
|
|
|
2,600
|
|
|
34,944
|
|
|
|
Measurement Specialties,
Inc. (a)
|
|
|
2,400
|
|
|
9,816
|
|
|
|
Zygo Corp. (a)
|
|
|
2,600
|
|
|
11,934
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
126,030
|
|
|
|
|
|
|
|
|
|
|
|
Electronics:
Medical Systems - 1.8%
|
|
Abaxis, Inc. (a)
|
|
|
3,600
|
|
|
62,064
|
|
|
|
Accuray, Inc. (a)
|
|
|
6,500
|
|
|
32,695
|
|
|
|
Affymetrix, Inc. (a)(b)
|
|
|
11,000
|
|
|
35,970
|
|
|
|
Analogic Corp.
|
|
|
2,300
|
|
|
73,646
|
|
|
|
Bio-Rad Laboratories, Inc.
Class A (a)
|
|
|
3,200
|
|
|
210,880
|
|
|
|
Bruker BioSciences Corp.
(a)
|
|
|
8,700
|
|
|
53,592
|
|
|
|
Caliper Life Sciences,
Inc. (a)
|
|
|
9,200
|
|
|
9,108
|
|
|
|
Cardiac Science Corp. (a)
|
|
|
3,000
|
|
|
9,030
|
|
|
|
Cyberonics, Inc. (a)
|
|
|
4,000
|
|
|
53,080
|
|
|
|
Cynosure, Inc. Class A (a)
|
|
|
1,600
|
|
|
9,744
|
|
|
|
DexCom, Inc. (a)
|
|
|
5,900
|
|
|
24,426
|
|
|
|
Dionex Corp. (a)
|
|
|
3,100
|
|
|
146,475
|
|
|
|
Greatbatch, Inc. (a)
|
|
|
3,600
|
|
|
69,660
|
|
|
|
Haemonetics Corp. (a)
|
|
|
4,200
|
|
|
231,336
|
|
|
|
IRIS International, Inc.
(a)
|
|
|
3,300
|
|
|
38,049
|
|
|
|
Luminex Corp. (a)
|
|
|
6,700
|
|
|
121,404
|
|
|
|
Masimo Corp. (a)
|
|
|
7,700
|
|
|
223,146
|
|
|
|
Natus Medical, Inc. (a)
|
|
|
4,700
|
|
|
39,997
|
|
|
|
NxStage Medical, Inc. (a)
|
|
|
3,300
|
|
|
8,514
|
|
|
|
OSI Systems, Inc. (a)
|
|
|
2,400
|
|
|
36,624
|
|
|
|
Palomar Medical
Technologies, Inc. (a)
|
|
|
3,100
|
|
|
22,506
|
|
|
|
Sirona Dental Systems,
Inc. (a)
|
|
|
2,900
|
|
|
41,528
|
|
|
|
Somanetics Corp. (a)
|
|
|
1,800
|
|
|
27,324
|
|
|
|
SonoSite, Inc. (a)
|
|
|
2,900
|
|
|
51,852
|
|
|
|
Spectranetic Corp. (a)
|
|
|
5,300
|
|
|
13,409
|
|
|
|
Stereotaxis, Inc. (a)
|
|
|
4,100
|
|
|
16,359
|
|
|
|
Thoratec Corp. (a)
|
|
|
8,900
|
|
|
228,641
|
|
|
|
Tomotherapy, Inc. (a)
|
|
|
7,200
|
|
|
19,080
|
|
|
|
Varian, Inc. (a)
|
|
|
5,000
|
|
|
118,700
|
|
|
|
Vital Images, Inc. (a)
|
|
|
2,500
|
|
|
28,175
|
|
|
|
Zoll Medical Corp. (a)
|
|
|
3,500
|
|
|
50,260
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,107,274
|
|
|
|
|
|
|
|
|
|
|
|
Electronics:
Other - 0.2%
|
|
DTS, Inc. (a)
|
|
|
3,000
|
|
|
72,180
|
|
|
|
THQ, Inc. (a)
|
|
|
11,400
|
|
|
34,656
|
|
|
|
Take-Two Interactive
Software, Inc.
|
|
|
12,900
|
|
|
107,715
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
214,551
|
|
|
|
|
|
|
|
|
|
|
|
Electronics:
Semi- Conductors/Components - 2.2%
|
|
Actel Corp. (a)
|
|
|
4,500
|
|
|
45,540
|
|
|
|
Advanced Analogic
Technologies, Inc. (a)
|
|
|
8,400
|
|
|
30,240
|
|
|
|
Amkor Technology, Inc. (a)
|
|
|
18,200
|
|
|
48,776
|
|
17
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Anadigics, Inc. (a)
|
|
|
10,600
|
|
$
|
21,942
|
|
|
|
Applied Micro Circuits
Corp. (a)
|
|
|
9,975
|
|
|
48,478
|
|
|
|
Atheros Communications,
Inc. (a)
|
|
|
9,900
|
|
|
145,134
|
|
|
|
AuthenTec, Inc. (a)
|
|
|
4,000
|
|
|
5,920
|
|
|
|
Cavium Networks, Inc. (a)
|
|
|
5,000
|
|
|
57,700
|
|
|
|
Ceva, Inc. (a)
|
|
|
3,800
|
|
|
27,664
|
|
|
|
Cirrus Logic, Inc. (a)
|
|
|
9,900
|
|
|
37,224
|
|
|
|
DSP Group, Inc. (a)
|
|
|
4,000
|
|
|
17,280
|
|
|
|
Diodes, Inc. (a)
|
|
|
4,800
|
|
|
50,928
|
|
|
|
Emcore Corp. (a)
|
|
|
12,800
|
|
|
9,600
|
|
|
|
Entropic Communications,
Inc. (a)
|
|
|
200
|
|
|
148
|
|
|
|
Exar Corp. (a)
|
|
|
6,300
|
|
|
39,312
|
|
|
|
Formfactor, Inc. (a)
|
|
|
8,100
|
|
|
145,962
|
|
|
|
Hittite Microwave Corp.
(a)
|
|
|
3,200
|
|
|
99,840
|
|
|
|
IXYS Corp.
|
|
|
4,100
|
|
|
33,046
|
|
|
|
Kopin Corp. (a)
|
|
|
11,000
|
|
|
25,520
|
|
|
|
Lattice Semiconductor
Corp. (a)
|
|
|
19,500
|
|
|
26,910
|
|
|
|
MIPS Technologies, Inc.
(a)
|
|
|
7,100
|
|
|
20,803
|
|
|
|
Micrel, Inc.
|
|
|
8,200
|
|
|
57,728
|
|
|
|
Microsemi Corp. (a)
|
|
|
13,400
|
|
|
155,440
|
|
|
|
Microtune, Inc. (a)
|
|
|
8,700
|
|
|
15,834
|
|
|
|
Monolithic Power Systems,
Inc. (a)
|
|
|
4,100
|
|
|
63,550
|
|
|
|
Netlogic Microsystems,
Inc. (a)
|
|
|
2,700
|
|
|
74,196
|
|
|
|
Omnivision Technologies,
Inc. (a)
|
|
|
8,000
|
|
|
53,760
|
|
|
|
PLX Technology, Inc. (a)
|
|
|
4,400
|
|
|
9,548
|
|
|
|
PMC-Sierra, Inc. (a)
|
|
|
36,700
|
|
|
234,146
|
|
|
|
ParkerVision, Inc. (a)
|
|
|
4,200
|
|
|
7,098
|
|
|
|
Pericom Semiconductor
Corp. (a)
|
|
|
4,200
|
|
|
30,702
|
|
|
|
Power Integrations, Inc.
|
|
|
4,800
|
|
|
82,560
|
|
|
|
RF Micro Devices, Inc. (a)
|
|
|
44,437
|
|
|
59,101
|
|
|
|
Rubicon Technology, Inc.
(a)
|
|
|
2,400
|
|
|
12,744
|
|
|
|
SiRF Technology Holdings,
Inc. (a)
|
|
|
10,200
|
|
|
23,460
|
|
|
|
Semtech Corp. (a)
|
|
|
9,900
|
|
|
132,165
|
|
|
|
Sigma Designs, Inc. (a)
|
|
|
4,200
|
|
|
52,248
|
|
|
|
Silicon Image, Inc. (a)
|
|
|
13,200
|
|
|
31,680
|
|
|
|
Silicon Storage
Technology, Inc. (a)
|
|
|
14,500
|
|
|
23,925
|
|
|
|
Skyworks Solutions, Inc.
(a)
|
|
|
26,500
|
|
|
213,590
|
|
|
|
Spansion LLC Class A (a)
|
|
|
20,700
|
|
|
2,685
|
|
|
|
Standard Microsystems
Corp. (a)
|
|
|
3,900
|
|
|
72,540
|
|
|
|
Supertex, Inc. (a)
|
|
|
2,000
|
|
|
46,200
|
|
|
|
Techwell, Inc. (a)
|
|
|
2,600
|
|
|
16,406
|
|
|
|
Trident Microsystems, Inc.
(a)
|
|
|
10,300
|
|
|
15,038
|
|
|
|
TriQuint Semiconductor,
Inc. (a)
|
|
|
24,200
|
|
|
59,774
|
|
|
|
Volterra Semiconductor
Corp. (a)
|
|
|
3,800
|
|
|
32,072
|
|
|
|
Zoran Corp. (a)
|
|
|
9,000
|
|
|
79,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,595,357
|
|
|
|
|
|
|
|
|
|
|
|
18
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Electronics:
Technology - 0.2%
|
|
3D Systems Corp. (a)
|
|
|
2,600
|
|
$
|
17,134
|
|
|
|
Checkpoint Systems, Inc.
(a)
|
|
|
6,700
|
|
|
60,099
|
|
|
|
Cogent, Inc. (a)
|
|
|
6,900
|
|
|
82,110
|
|
|
|
ScanSource, Inc. (a)
|
|
|
4,600
|
|
|
85,468
|
|
|
|
Smart Modular Technologies
WWH, Inc. (a)
|
|
|
7,300
|
|
|
10,074
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
254,885
|
|
|
|
|
|
|
|
|
|
|
|
Energy
Equipment - 0.2%
|
|
Ascent Solar Technologies,
Inc. (a)
|
|
|
1,500
|
|
|
6,090
|
|
|
|
Capstone Turbine Corp. (a)
|
|
|
25,400
|
|
|
18,288
|
|
|
|
Energy Conversion Devices,
Inc. (a)
|
|
|
7,400
|
|
|
98,198
|
|
|
|
Evergreen Solar, Inc. (a)
|
|
|
23,500
|
|
|
50,055
|
|
|
|
FuelCell Energy, Inc. (a)
|
|
|
11,600
|
|
|
27,840
|
|
|
|
GT Solar International,
Inc. (a)
|
|
|
4,400
|
|
|
29,216
|
|
|
|
PowerSecure International,
Inc. (a)
|
|
|
3,300
|
|
|
11,286
|
|
|
|
Raser Technologies, Inc.
(a)
|
|
|
7,600
|
|
|
31,844
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
272,817
|
|
|
|
|
|
|
|
|
|
|
|
Energy
Miscellaneous - 0.2%
|
|
Akeena Solar, Inc. (a)
|
|
|
4,100
|
|
|
4,551
|
|
|
|
Clean Energy Fuels Corp.
(a)
|
|
|
3,500
|
|
|
21,315
|
|
|
|
Comverge, Inc. (a)
|
|
|
3,900
|
|
|
27,105
|
|
|
|
EnerNOC, Inc. (a)
|
|
|
1,800
|
|
|
26,172
|
|
|
|
Evergreen Energy, Inc. (a)
|
|
|
14,300
|
|
|
19,906
|
|
|
|
GeoMet, Inc. (a)
|
|
|
2,167
|
|
|
1,257
|
|
|
|
GreenHunter Energy, Inc.
(a)
|
|
|
600
|
|
|
1,140
|
|
|
|
Pacific Ethanol, Inc. (a)
|
|
|
7,500
|
|
|
2,400
|
|
|
|
US Geothermal, Inc. (a)
|
|
|
12,500
|
|
|
8,875
|
|
|
|
USEC, Inc. (a)
|
|
|
19,100
|
|
|
91,680
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
204,401
|
|
|
|
|
|
|
|
|
|
|
|
Engineering
& Contracting Services - 0.2%
|
|
Dycom Industries, Inc. (a)
|
|
|
6,800
|
|
|
39,372
|
|
|
|
ENGlobal Corp. (a)
|
|
|
4,800
|
|
|
21,792
|
|
|
|
Furmamite Corp. (a)
|
|
|
5,900
|
|
|
18,349
|
|
|
|
Hill International, Inc.
(a)
|
|
|
3,800
|
|
|
11,552
|
|
|
|
Integrated Electrical
Services, Inc. (a)
|
|
|
1,400
|
|
|
12,768
|
|
|
|
Layne Christensen Co. (a)
|
|
|
3,200
|
|
|
51,424
|
|
|
|
Michael Baker Corp. (a)
|
|
|
1,200
|
|
|
31,200
|
|
|
|
VSE Corp.
|
|
|
800
|
|
|
21,360
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
207,817
|
|
|
|
|
|
|
|
|
|
|
|
Entertainment
- 0.3%
|
|
CKX, Inc. (a)
|
|
|
8,700
|
|
|
35,670
|
|
|
|
Cinemark Holdings, Inc.
|
|
|
4,500
|
|
|
42,255
|
|
|
|
Live Nation, Inc. (a)
|
|
|
12,800
|
|
|
34,176
|
|
|
|
Marvel Entertainment, Inc.
(a)
|
|
|
8,200
|
|
|
217,710
|
|
|
|
World Wrestling
Entertainment, Inc.
|
|
|
3,100
|
|
|
35,774
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
365,585
|
|
|
|
|
|
|
|
|
|
|
|
Fertilizers
- 0.0%
|
|
Rentech, Inc. (a)
|
|
|
28,000
|
|
|
15,400
|
|
|
|
|
|
|
|
|
|
|
|
Finance
Companies - 0.1%
|
|
Federal Agricultural
Mortgage Corp. Class B
|
|
|
700
|
|
|
1,876
|
|
|
|
Financial Federal Corp.
|
|
|
4,300
|
|
|
91,074
|
|
|
|
Medallion Financial Corp.
|
|
|
2,400
|
|
|
17,784
|
|
|
|
NewStar Financial, Inc.
(a)
|
|
|
3,400
|
|
|
7,888
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
118,622
|
|
|
|
|
|
|
|
|
|
|
|
19
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Finance:
Small Loan - 0.1%
|
|
Advance America, Cash
Advance Centers, Inc.
|
|
|
5,000
|
|
$
|
8,450
|
|
|
|
Dollar Financial Corp. (a)
|
|
|
4,200
|
|
|
39,984
|
|
|
|
Encore Capital Group, Inc.
(a)
|
|
|
2,300
|
|
|
10,419
|
|
|
|
The First Marblehead Corp.
(a)
|
|
|
12,300
|
|
|
15,867
|
|
|
|
Nelnet, Inc. Class A (a)
|
|
|
3,000
|
|
|
26,520
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
101,240
|
|
|
|
|
|
|
|
|
|
|
|
Financial
Data Processing Services & Systems - 0.9%
|
|
Advent Software, Inc.
(a)(b)
|
|
|
2,800
|
|
|
93,268
|
|
|
|
Cardtronics, Inc. (a)
|
|
|
1,300
|
|
|
2,301
|
|
|
|
Cass Information Systems,
Inc.
|
|
|
960
|
|
|
31,133
|
|
|
|
CompuCredit Corp. (a)
|
|
|
1,900
|
|
|
4,655
|
|
|
|
CyberSource Corp. (a)
|
|
|
11,541
|
|
|
170,922
|
|
|
|
Euronet Worldwide, Inc.
(a)
|
|
|
8,200
|
|
|
107,092
|
|
|
|
Fair Isaac Corp.
|
|
|
8,100
|
|
|
113,967
|
|
|
|
Global Cash Access, Inc.
(a)
|
|
|
7,000
|
|
|
26,740
|
|
|
|
Heartland Payment Systems,
Inc.
|
|
|
4,000
|
|
|
26,440
|
|
|
|
Jack Henry &
Associates, Inc.
|
|
|
12,100
|
|
|
197,472
|
|
|
|
Net 1 UEPS Technologies,
Inc. (a)
|
|
|
8,100
|
|
|
123,201
|
|
|
|
Online Resources Corp. (a)
|
|
|
4,900
|
|
|
20,629
|
|
|
|
Riskmetrics Group, Inc.
(a)
|
|
|
3,300
|
|
|
47,157
|
|
|
|
Wright Express Corp. (a)
|
|
|
6,500
|
|
|
118,430
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,083,407
|
|
|
|
|
|
|
|
|
|
|
|
Financial
Information Services - 0.2%
|
|
Bankrate, Inc. (a)
|
|
|
2,000
|
|
|
49,900
|
|
|
|
Interactive Data Corp.
|
|
|
6,100
|
|
|
151,646
|
|
|
|
S1 Corp. (a)
|
|
|
8,300
|
|
|
42,745
|
|
|
|
TheStreet.com, Inc.
|
|
|
3,400
|
|
|
6,698
|
|
|
|
Value Line, Inc.
|
|
|
100
|
|
|
2,734
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
253,723
|
|
|
|
|
|
|
|
|
|
|
|
Financial
Miscellaneous - 0.2%
|
|
Asset Acceptance Capital
Corp. (a)
|
|
|
1,900
|
|
|
10,089
|
|
|
|
Cash America
International, Inc.
|
|
|
4,900
|
|
|
76,734
|
|
|
|
Credit Acceptance Corp.
(a)
|
|
|
778
|
|
|
16,719
|
|
|
|
First Cash Financial
Services, Inc. (a)
|
|
|
3,400
|
|
|
50,728
|
|
|
|
Portfolio Recovery
Associates, Inc. (a)
|
|
|
2,600
|
|
|
69,784
|
|
|
|
World Acceptance Corp. (a)
|
|
|
2,800
|
|
|
47,880
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271,934
|
|
|
|
|
|
|
|
|
|
|
|
Foods -
1.5%
|
|
American Dairy, Inc. (a)
|
|
|
900
|
|
|
15,219
|
|
|
|
B&G Foods, Inc. Class
A
|
|
|
3,800
|
|
|
19,760
|
|
|
|
Chiquita Brands International,
Inc. (a)
|
|
|
7,500
|
|
|
49,725
|
|
|
|
Diamond Foods, Inc.
|
|
|
2,500
|
|
|
69,825
|
|
|
|
Flowers Foods, Inc.
|
|
|
12,700
|
|
|
298,196
|
|
|
|
Hain Celestial Group, Inc.
(a)
|
|
|
6,800
|
|
|
96,832
|
|
|
|
J&J Snack Foods Corp.
|
|
|
2,300
|
|
|
79,557
|
|
|
|
Lance, Inc.
|
|
|
4,700
|
|
|
97,854
|
|
|
|
Lifeway Foods, Inc. (a)
|
|
|
600
|
|
|
4,800
|
|
|
|
Omega Protein Corp. (a)
|
|
|
3,300
|
|
|
8,712
|
|
|
|
Ralcorp Holdings, Inc. (a)
|
|
|
9,300
|
|
|
501,084
|
|
|
|
Schiff Nutrition
International, Inc. (a)
|
|
|
1,200
|
|
|
5,400
|
|
|
|
Smart Balance, Inc. (a)
|
|
|
10,300
|
|
|
62,212
|
|
20
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Synutra International,
Inc. (a)
|
|
|
1,700
|
|
$
|
13,957
|
|
|
|
Tootsie Roll Industries,
Inc.
|
|
|
4,242
|
|
|
92,126
|
|
|
|
TreeHouse Foods, Inc. (a)
|
|
|
5,100
|
|
|
146,829
|
|
|
|
United Natural Foods, Inc.
(a)
|
|
|
7,300
|
|
|
138,481
|
|
|
|
Zhongpin, Inc. (a)
|
|
|
3,400
|
|
|
30,192
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,730,761
|
|
|
|
|
|
|
|
|
|
|
|
Forest
Products - 0.1%
|
|
Deltic Timber Corp.
|
|
|
1,800
|
|
|
70,938
|
|
|
|
Universal Forest Products,
Inc.
|
|
|
2,800
|
|
|
74,508
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
145,446
|
|
|
|
|
|
|
|
|
|
|
|
Forms
& Bulk Printing Services - 0.2%
|
|
Deluxe Corp.
|
|
|
8,900
|
|
|
85,707
|
|
|
|
Ennis, Inc.
|
|
|
4,200
|
|
|
37,212
|
|
|
|
Innerworkings, Inc. (a)
|
|
|
5,600
|
|
|
23,912
|
|
|
|
M&F Worldwide Corp.
(a)
|
|
|
2,100
|
|
|
24,591
|
|
|
|
Multi-Color Corp.
|
|
|
1,550
|
|
|
18,957
|
|
|
|
The Standard Register Co.
|
|
|
2,900
|
|
|
13,282
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
203,661
|
|
|
|
|
|
|
|
|
|
|
|
Funeral
Parlors & Cemeteries - 0.2%
|
|
Matthews International
Corp. Class A
|
|
|
5,200
|
|
|
149,812
|
|
|
|
Stewart Enterprises, Inc.
Class A
|
|
|
14,500
|
|
|
46,980
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
196,792
|
|
|
|
|
|
|
|
|
|
|
|
Glass -
0.0%
|
|
Apogee Enterprises, Inc.
|
|
|
4,900
|
|
|
53,802
|
|
|
|
|
|
|
|
|
|
|
|
Gold -
0.3%
|
|
Allied Nevada Gold Corp.
(a)
|
|
|
7,300
|
|
|
42,705
|
|
|
|
Coeur dAlene Mines Corp.
(a)(b)
|
|
|
94,100
|
|
|
88,454
|
|
|
|
Royal Gold, Inc.
|
|
|
4,700
|
|
|
219,772
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
350,931
|
|
|
|
|
|
|
|
|
|
|
|
Health
Care Facilities - 0.5%
|
|
Amsurg Corp. (a)
|
|
|
5,300
|
|
|
84,005
|
|
|
|
Assisted Living Concepts,
Inc. (a)
|
|
|
1,720
|
|
|
23,323
|
|
|
|
Capital Senior Living
Corp. (a)
|
|
|
3,800
|
|
|
9,272
|
|
|
|
Emeritus Corp. (a)
|
|
|
3,200
|
|
|
20,992
|
|
|
|
The Ensign Group, Inc.
|
|
|
1,600
|
|
|
24,736
|
|
|
|
Five Star Quality Care,
Inc. (a)
|
|
|
6,000
|
|
|
6,240
|
|
|
|
Hanger Orthopedic Group,
Inc. (a)
|
|
|
4,900
|
|
|
64,925
|
|
|
|
Kindred Healthcare, Inc.
(a)
|
|
|
4,480
|
|
|
66,976
|
|
|
|
MedCath Corp. (a)
|
|
|
2,900
|
|
|
21,083
|
|
|
|
National Healthcare Corp.
|
|
|
1,400
|
|
|
56,210
|
|
|
|
Psychiatric Solutions,
Inc. (a)
|
|
|
9,400
|
|
|
147,862
|
|
|
|
Skilled Healthcare Group,
Inc. Class A (a)
|
|
|
3,000
|
|
|
24,630
|
|
|
|
Sun Healthcare Group, Inc.
(a)
|
|
|
7,300
|
|
|
61,612
|
|
|
|
Sunrise Senior Living,
Inc. (a)
|
|
|
4,900
|
|
|
3,332
|
|
|
|
US Physical Therapy, Inc.
(a)
|
|
|
2,300
|
|
|
22,264
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
637,462
|
|
|
|
|
|
|
|
|
|
|
|
Health
Care Management Services - 0.8%
|
|
AMERIGROUP Corp. (a)
|
|
|
9,000
|
|
|
247,860
|
|
|
|
Catalyst Health Solutions,
Inc. (a)
|
|
|
5,500
|
|
|
109,010
|
|
|
|
Centene Corp. (a)
|
|
|
7,000
|
|
|
126,140
|
|
|
|
Computer Programs &
Systems, Inc.
|
|
|
1,400
|
|
|
46,578
|
|
|
|
HealthSpring, Inc. (a)
|
|
|
8,200
|
|
|
68,634
|
|
|
|
Magellan Health Services,
Inc. (a)
|
|
|
6,600
|
|
|
240,504
|
|
|
|
Molina Healthcare, Inc.
(a)
|
|
|
2,500
|
|
|
47,550
|
|
21
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
National Research Corp.
|
|
|
200
|
|
$
|
4,968
|
|
|
|
Triple-S Management Corp.
(a)
|
|
|
2,100
|
|
|
25,872
|
|
|
|
Universal American
Financial Corp. (a)
|
|
|
6,800
|
|
|
57,596
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
974,712
|
|
|
|
|
|
|
|
|
|
|
|
Health
Care Services - 1.6%
|
|
Air Methods Corp. (a)
|
|
|
1,800
|
|
|
30,438
|
|
|
|
Alliance Healthcare
Services, Inc. (a)
|
|
|
4,300
|
|
|
29,240
|
|
|
|
Almost Family, Inc. (a)
|
|
|
900
|
|
|
17,181
|
|
|
|
Amedisys, Inc. (a)(b)
|
|
|
4,333
|
|
|
119,114
|
|
|
|
athenahealth, Inc. (a)
|
|
|
3,400
|
|
|
81,974
|
|
|
|
CardioNet, Inc. (a)
|
|
|
700
|
|
|
19,642
|
|
|
|
Chemed Corp.
|
|
|
3,800
|
|
|
147,820
|
|
|
|
Corvel Corp. (a)
|
|
|
1,350
|
|
|
27,297
|
|
|
|
Eclipsys Corp. (a)
|
|
|
9,100
|
|
|
92,274
|
|
|
|
Emergency Medical Services
Corp. (a)
|
|
|
1,500
|
|
|
47,085
|
|
|
|
Gentiva Health Services,
Inc. (a)
|
|
|
4,400
|
|
|
66,880
|
|
|
|
HMS Holdings Corp. (a)
|
|
|
4,000
|
|
|
131,600
|
|
|
|
HealthSouth Corp. (a)
|
|
|
14,400
|
|
|
127,872
|
|
|
|
Healthways, Inc. (a)
|
|
|
6,000
|
|
|
52,620
|
|
|
|
IPC The Hospitalist Co.,
Inc. (a)
|
|
|
800
|
|
|
15,224
|
|
|
|
Inter Allscripts - Misys
Healthcare Solutions, Inc.
|
|
|
23,900
|
|
|
245,931
|
|
|
|
LHC Group, Inc. (a)
|
|
|
2,300
|
|
|
51,244
|
|
|
|
Odyssey HealthCare, Inc.
(a)
|
|
|
5,700
|
|
|
55,290
|
|
|
|
Omnicell, Inc. (a)
|
|
|
5,400
|
|
|
42,228
|
|
|
|
PharMerica Corp. (a)
|
|
|
5,286
|
|
|
87,959
|
|
|
|
Phase Forward, Inc. (a)
|
|
|
7,100
|
|
|
90,809
|
|
|
|
Quality Systems, Inc.
|
|
|
2,800
|
|
|
126,700
|
|
|
|
RehabCare Group, Inc. (a)
|
|
|
3,000
|
|
|
52,320
|
|
|
|
Res-Care, Inc. (a)
|
|
|
4,200
|
|
|
61,152
|
|
|
|
Virtual Radiologic Corp.
(a)
|
|
|
700
|
|
|
4,893
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,824,787
|
|
|
|
|
|
|
|
|
|
|
|
Homebuilding
- 0.2%
|
|
Beazer Homes USA, Inc. (a)
|
|
|
5,800
|
|
|
5,858
|
|
|
|
Brookfield Homes Corp.
|
|
|
2,063
|
|
|
7,117
|
|
|
|
Hovnanian Enterprises,
Inc. Class A (a)
|
|
|
7,800
|
|
|
12,168
|
|
|
|
M/I Homes, Inc.
|
|
|
2,400
|
|
|
16,776
|
|
|
|
Meritage Homes Corp. (a)
|
|
|
5,200
|
|
|
59,384
|
|
|
|
Ryland Group, Inc.
|
|
|
6,900
|
|
|
114,954
|
|
|
|
Standard-Pacific Corp. (a)
|
|
|
18,900
|
|
|
16,632
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
232,889
|
|
|
|
|
|
|
|
|
|
|
|
Hotel/Motel
- 0.1%
|
|
Gaylord Entertainment Co.
(a)
|
|
|
7,100
|
|
|
59,143
|
|
|
|
Lodgian, Inc. (a)
|
|
|
2,700
|
|
|
5,670
|
|
|
|
Marcus Corp.
|
|
|
3,400
|
|
|
28,900
|
|
|
|
Morgans Hotel Group Co.
(a)
|
|
|
4,900
|
|
|
15,239
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
108,952
|
|
|
|
|
|
|
|
|
|
|
|
Household
Equipment & Products - 0.2%
|
|
American Greetings Corp.
Class A
|
|
|
8,000
|
|
|
40,480
|
|
|
|
Blyth, Inc.
|
|
|
850
|
|
|
22,210
|
|
|
|
CSS Industries, Inc.
|
|
|
1,300
|
|
|
22,100
|
|
22
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Libbey, Inc.
|
|
|
1,800
|
|
$
|
1,656
|
|
|
|
Russ Berrie & Co.,
Inc. (a)
|
|
|
2,200
|
|
|
2,904
|
|
|
|
Tupperware Corp.
|
|
|
10,100
|
|
|
171,599
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
260,949
|
|
|
|
|
|
|
|
|
|
|
|
Household
Furnishings - 0.2%
|
|
American Woodmark Corp.
|
|
|
1,900
|
|
|
33,364
|
|
|
|
Ethan Allen Interiors,
Inc.
|
|
|
3,800
|
|
|
42,788
|
|
|
|
Furniture Brands
International, Inc.
|
|
|
7,100
|
|
|
10,437
|
|
|
|
Hooker Furniture Corp.
|
|
|
1,700
|
|
|
14,348
|
|
|
|
La-Z-Boy, Inc.
|
|
|
8,400
|
|
|
10,500
|
|
|
|
Sealy Corp. (a)
|
|
|
6,600
|
|
|
9,834
|
|
|
|
Tempur-Pedic
International, Inc.
|
|
|
11,914
|
|
|
86,972
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
208,243
|
|
|
|
|
|
|
|
|
|
|
|
Identification
Control & Filter Devices - 0.6%
|
|
CIRCOR International, Inc.
|
|
|
2,700
|
|
|
60,804
|
|
|
|
China Security &
Surveillance Technology, Inc. (a)
|
|
|
4,400
|
|
|
16,896
|
|
|
|
ESCO Technologies, Inc.
(a)
|
|
|
4,400
|
|
|
170,280
|
|
|
|
Energy Recovery, Inc. (a)
|
|
|
2,000
|
|
|
15,200
|
|
|
|
Flanders Corp. (a)
|
|
|
2,400
|
|
|
9,696
|
|
|
|
The Gorman-Rupp Co.
|
|
|
2,218
|
|
|
43,916
|
|
|
|
ICx Technologies, Inc. (a)
|
|
|
2,000
|
|
|
8,100
|
|
|
|
L-1 Identity Solutions,
Inc. (a)
|
|
|
11,398
|
|
|
58,244
|
|
|
|
Mine Safety Appliances Co.
|
|
|
5,200
|
|
|
104,104
|
|
|
|
PMFG, Inc. (a)
|
|
|
2,000
|
|
|
15,760
|
|
|
|
Protection One, Inc. (a)
|
|
|
400
|
|
|
1,276
|
|
|
|
Robbins & Myers, Inc.
|
|
|
4,700
|
|
|
71,299
|
|
|
|
Sun Hydraulics, Inc.
|
|
|
2,000
|
|
|
29,220
|
|
|
|
Watts Water Technologies,
Inc. Class A
|
|
|
4,700
|
|
|
91,932
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
696,727
|
|
|
|
|
|
|
|
|
|
|
|
Industrial
Products - 0.0%
|
|
A.M. Castle & Co.
|
|
|
2,700
|
|
|
24,084
|
|
|
|
|
|
|
|
|
|
|
|
Insurance
- 0.0%
|
|
United America Indemnity,
Ltd. (a)
|
|
|
3,400
|
|
|
13,668
|
|
|
|
|
|
|
|
|
|
|
|
Insurance:
Life - 0.3%
|
|
American Equity Investment
Life Holding Co.
|
|
|
9,500
|
|
|
39,520
|
|
|
|
Citizens, Inc. (a)
|
|
|
5,800
|
|
|
42,166
|
|
|
|
Delphi Financial Group,
Inc. Class A
|
|
|
7,150
|
|
|
96,239
|
|
|
|
FBL Financial Group, Inc.
Class A
|
|
|
2,200
|
|
|
9,130
|
|
|
|
Independence Holding Co.
|
|
|
500
|
|
|
2,505
|
|
|
|
Kansas City Life Insurance
Co.
|
|
|
700
|
|
|
24,696
|
|
|
|
Life Partners Holdings,
Inc.
|
|
|
1,250
|
|
|
21,325
|
|
|
|
National Western Life
Insurance Co. Class A
|
|
|
400
|
|
|
45,200
|
|
|
|
The Phoenix Cos., Inc.
|
|
|
19,100
|
|
|
22,347
|
|
|
|
Presidential Life Corp.
|
|
|
3,500
|
|
|
27,265
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
330,393
|
|
|
|
|
|
|
|
|
|
|
|
Insurance:
Multi-Line - 0.7%
|
|
AMBAC Financial Group,
Inc.
|
|
|
46,000
|
|
|
35,880
|
|
|
|
Assured Guaranty Ltd.
|
|
|
9,500
|
|
|
64,315
|
|
|
|
Crawford & Co. Class B
(a)
|
|
|
4,100
|
|
|
27,552
|
|
|
|
eHealth, Inc. (a)
|
|
|
4,300
|
|
|
68,843
|
|
|
|
Flagstone Reinsurance
Holdings Ltd.
|
|
|
4,900
|
|
|
38,171
|
|
|
|
Horace Mann Educators
Corp.
|
|
|
7,100
|
|
|
59,427
|
|
|
|
Maiden Holdings Ltd.
|
|
|
8,000
|
|
|
35,760
|
|
23
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Max Capital Group Ltd.
|
|
|
9,600
|
|
$
|
165,504
|
|
|
|
Pico Holdings, Inc. (a)
|
|
|
2,700
|
|
|
81,189
|
|
|
|
Platinum Underwriters
Holdings Ltd.
|
|
|
8,000
|
|
|
226,880
|
|
|
|
Primus Guaranty Ltd. (a)
|
|
|
4,700
|
|
|
7,379
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
810,900
|
|
|
|
|
|
|
|
|
|
|
|
Insurance:
Property-Casualty - 3.0%
|
|
American Physicians
Capital, Inc.
|
|
|
1,400
|
|
|
57,288
|
|
|
|
American Safety Insurance
Holdings Ltd. (a)
|
|
|
2,100
|
|
|
24,171
|
|
|
|
Amerisafe, Inc. (a)(b)
|
|
|
2,900
|
|
|
44,428
|
|
|
|
AmTrust Financial
Services, Inc.
|
|
|
2,800
|
|
|
26,740
|
|
|
|
Argo Group International
Holdings Ltd. (a)
|
|
|
5,166
|
|
|
155,651
|
|
|
|
Aspen Insurance Holdings
Ltd.
|
|
|
14,000
|
|
|
314,440
|
|
|
|
Baldwin & Lyons, Inc.
Class B
|
|
|
1,400
|
|
|
26,488
|
|
|
|
CNA Surety Corp. (a)
|
|
|
2,600
|
|
|
47,944
|
|
|
|
Donegal Group, Inc. Class
A
|
|
|
1,600
|
|
|
24,592
|
|
|
|
EMC Insurance Group, Inc.
|
|
|
1,000
|
|
|
21,070
|
|
|
|
Employers Holdings, Inc.
|
|
|
8,210
|
|
|
78,323
|
|
|
|
Enstar Group Ltd. (a)
|
|
|
900
|
|
|
50,688
|
|
|
|
FPIC Insurance Group, Inc.
(a)
|
|
|
1,500
|
|
|
55,545
|
|
|
|
First Acceptance Corp. (a)
|
|
|
2,800
|
|
|
6,776
|
|
|
|
First Mercury Financial
Corp. (a)
|
|
|
2,400
|
|
|
34,656
|
|
|
|
Greenlight Capital Re Ltd.
(a)
|
|
|
5,000
|
|
|
79,850
|
|
|
|
Hallmark Financial
Services, Inc. (a)
|
|
|
500
|
|
|
3,465
|
|
|
|
Harleysville Group, Inc.
|
|
|
2,300
|
|
|
73,163
|
|
|
|
Hilltop Holdings, Inc. (a)
|
|
|
7,652
|
|
|
87,233
|
|
|
|
IPC Holdings, Ltd.
|
|
|
7,600
|
|
|
205,504
|
|
|
|
Infinity Property &
Casualty Corp.
|
|
|
2,200
|
|
|
74,646
|
|
|
|
Meadowbrook Insurance
Group, Inc.
|
|
|
8,617
|
|
|
52,564
|
|
|
|
Montpelier Re Holdings
Ltd.
|
|
|
15,700
|
|
|
203,472
|
|
|
|
NYMAGIC, Inc.
|
|
|
900
|
|
|
10,980
|
|
|
|
National Interstate Corp.
|
|
|
1,000
|
|
|
16,910
|
|
|
|
Navigators Group, Inc. (a)
|
|
|
2,200
|
|
|
103,796
|
|
|
|
Odyssey Re Holdings Corp.
|
|
|
3,800
|
|
|
144,134
|
|
|
|
PMA Capital Corp. Class A
(a)
|
|
|
5,400
|
|
|
22,518
|
|
|
|
The PMI Group, Inc.
|
|
|
11,600
|
|
|
7,192
|
|
|
|
ProAssurance Corp. (a)
|
|
|
5,300
|
|
|
247,086
|
|
|
|
RLI Corp.
|
|
|
3,200
|
|
|
160,640
|
|
|
|
Radian Group, Inc.
|
|
|
14,700
|
|
|
26,754
|
|
|
|
Safety Insurance Group,
Inc.
|
|
|
2,700
|
|
|
83,916
|
|
|
|
SeaBright Insurance
Holdings, Inc. (a)
|
|
|
3,600
|
|
|
37,656
|
|
|
|
Selective Insurance Group,
Inc.
|
|
|
9,100
|
|
|
110,656
|
|
|
|
State Auto Financial Corp.
|
|
|
2,300
|
|
|
40,480
|
|
|
|
Stewart Information
Services Corp.
|
|
|
2,600
|
|
|
50,700
|
|
|
|
Tower Group, Inc.
|
|
|
6,120
|
|
|
150,736
|
|
|
|
United Fire & Casualty
Co.
|
|
|
3,800
|
|
|
83,448
|
|
|
|
Validus Holdings Ltd.
|
|
|
10,800
|
|
|
255,744
|
|
|
|
Zenith National Insurance
Corp.
|
|
|
6,250
|
|
|
150,688
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,452,731
|
|
|
|
|
|
|
|
|
|
|
|
24
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Investment
Management Companies - 0.4%
|
|
Ampal-American Israel
Corp. Class A (a)
|
|
|
2,200
|
|
$
|
3,762
|
|
|
|
Apollo Investment Corp.
|
|
|
23,876
|
|
|
83,088
|
|
|
|
Ares Capital Corp.
|
|
|
16,878
|
|
|
81,689
|
|
|
|
Calamos Asset Management,
Inc. Class A
|
|
|
3,600
|
|
|
17,316
|
|
|
|
Capital Southwest Corp.
|
|
|
500
|
|
|
38,195
|
|
|
|
Cohen & Steers, Inc.
|
|
|
2,800
|
|
|
31,248
|
|
|
|
Diamond Hill Investments
Group
|
|
|
400
|
|
|
15,728
|
|
|
|
Epoch Holding Corp.
|
|
|
1,700
|
|
|
11,033
|
|
|
|
Fifth Street Finance Corp.
|
|
|
1,200
|
|
|
9,288
|
|
|
|
GAMCO Investors, Inc.
Class A
|
|
|
1,400
|
|
|
45,710
|
|
|
|
Harris & Harris Group,
Inc. (a)
|
|
|
3,500
|
|
|
12,950
|
|
|
|
Kohlberg Capital Corp.
|
|
|
2,300
|
|
|
7,038
|
|
|
|
MCG Capital Corp.
|
|
|
11,100
|
|
|
14,208
|
|
|
|
MVC Capital, Inc.
|
|
|
3,700
|
|
|
31,117
|
|
|
|
NGP Capital Resources Co.
|
|
|
3,100
|
|
|
15,407
|
|
|
|
National Financial
Partners Corp.
|
|
|
5,600
|
|
|
17,920
|
|
|
|
Pzena Investment
Management, Inc. Class A
|
|
|
1,000
|
|
|
1,910
|
|
|
|
Resource America, Inc.
Class A
|
|
|
2,100
|
|
|
8,379
|
|
|
|
Teton Advisors, Inc. (a)
|
|
|
20
|
|
|
46
|
|
|
|
U.S. Global Investors,
Inc.
|
|
|
2,100
|
|
|
10,206
|
|
|
|
Virtus Investment
Partners, Inc. (a)
|
|
|
955
|
|
|
6,217
|
|
|
|
Westwood Holdings Group,
Inc.
|
|
|
900
|
|
|
35,181
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
497,636
|
|
|
|
|
|
|
|
|
|
|
|
Jewelry,
Watches & Gemstones - 0.1%
|
|
Fossil, Inc. (a)
|
|
|
7,600
|
|
|
119,320
|
|
|
|
Fuqi International, Inc.
(a)
|
|
|
2,000
|
|
|
9,400
|
|
|
|
Movado Group, Inc.
|
|
|
2,700
|
|
|
20,358
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
149,078
|
|
|
|
|
|
|
|
|
|
|
|
Lead
& Zinc - 0.1%
|
|
Horsehead Holding Corp.
(a)
|
|
|
5,700
|
|
|
31,350
|
|
|
|
Stillwater Mining Co. (a)
|
|
|
6,700
|
|
|
24,790
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
56,140
|
|
|
|
|
|
|
|
|
|
|
|
Leisure
Time - 0.5%
|
|
Bluegreen Corp. (a)
|
|
|
2,200
|
|
|
3,828
|
|
|
|
Callaway Golf Co.
|
|
|
11,100
|
|
|
79,698
|
|
|
|
Churchill Downs, Inc.
|
|
|
1,500
|
|
|
45,090
|
|
|
|
Dover Motorsports, Inc.
|
|
|
2,200
|
|
|
4,070
|
|
|
|
Great Wolf Resorts, Inc.
(a)
|
|
|
4,500
|
|
|
10,485
|
|
|
|
Life Time Fitness, Inc.
(a)
|
|
|
5,800
|
|
|
72,848
|
|
|
|
Nautilus, Inc. (a)
|
|
|
5,000
|
|
|
3,150
|
|
|
|
Orbitz Worldwide, Inc. (a)
|
|
|
5,300
|
|
|
6,837
|
|
|
|
Pool Corp.
|
|
|
8,200
|
|
|
109,880
|
|
|
|
Ricks Cabaret
International, Inc. (a)
|
|
|
300
|
|
|
1,356
|
|
|
|
Six Flags, Inc. (a)
|
|
|
12,300
|
|
|
3,321
|
|
|
|
Smith & Wesson Holding
Corp. (a)
|
|
|
5,700
|
|
|
34,314
|
|
|
|
Speedway Motorsports, Inc.
|
|
|
2,300
|
|
|
27,186
|
|
|
|
Steinway Musical
Instruments, Inc. (a)
|
|
|
1,300
|
|
|
15,561
|
|
|
|
Town Sports International
Holdings, Inc. (a)
|
|
|
2,400
|
|
|
7,176
|
|
|
|
Vail Resorts, Inc. (a)
|
|
|
5,100
|
|
|
104,193
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
528,993
|
|
|
|
|
|
|
|
|
|
|
|
Machine
Tools - 0.0%
|
|
Thermadyne Holdings Corp.
(a)
|
|
|
2,100
|
|
|
4,410
|
|
|
|
|
|
|
|
|
|
|
|
25
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Machinery
& Engineering - 0.1%
|
|
Applied Industrial
Technologies, Inc.
|
|
|
7,250
|
|
$
|
122,307
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Agricultural - 0.1%
|
|
Alamo Group, Inc.
|
|
|
1,200
|
|
|
12,792
|
|
|
|
Lindsay Manufacturing Co.
|
|
|
1,900
|
|
|
51,300
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64,092
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Construction & Handling - 0.1%
|
|
Astec Industries, Inc. (a)
|
|
|
3,000
|
|
|
78,690
|
|
|
|
NACCO Industries, Inc.
Class A
|
|
|
900
|
|
|
24,462
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
103,152
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Engines - 0.1%
|
|
Briggs & Stratton
Corp.
|
|
|
7,900
|
|
|
130,350
|
|
|
|
Harbin Electric, Inc. (a)
|
|
|
900
|
|
|
5,535
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
135,885
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Industrial/Specialty - 0.7%
|
|
Actuant Corp. Class A (b)
|
|
|
9,400
|
|
|
97,102
|
|
|
|
Altra Holdings, Inc. (a)
|
|
|
4,700
|
|
|
18,236
|
|
|
|
Chart Industries, Inc. (a)
|
|
|
4,700
|
|
|
37,036
|
|
|
|
Colfax Corp. (a)
|
|
|
3,800
|
|
|
26,106
|
|
|
|
Columbus McKinnon Corp.
(a)
|
|
|
3,100
|
|
|
27,032
|
|
|
|
DXP Enterprises, Inc. (a)
|
|
|
1,400
|
|
|
14,462
|
|
|
|
EnPro Industries, Inc. (a)
|
|
|
3,500
|
|
|
59,850
|
|
|
|
Flow International Corp.
(a)
|
|
|
5,600
|
|
|
9,072
|
|
|
|
Gerber Scientific, Inc.
(a)
|
|
|
3,300
|
|
|
7,887
|
|
|
|
Graham Corp.
|
|
|
1,300
|
|
|
11,661
|
|
|
|
Kadant, Inc. (a)
|
|
|
2,400
|
|
|
27,648
|
|
|
|
MTS Systems Corp.
|
|
|
3,000
|
|
|
68,250
|
|
|
|
Middleby Corp. (a)
|
|
|
2,974
|
|
|
96,447
|
|
|
|
Nordson Corp.
|
|
|
5,700
|
|
|
162,051
|
|
|
|
Sauer-Danfoss, Inc.
|
|
|
1,600
|
|
|
3,904
|
|
|
|
Tecumseh Products Co.
Class A (a)
|
|
|
2,900
|
|
|
13,108
|
|
|
|
Tennant Co.
|
|
|
2,800
|
|
|
26,236
|
|
|
|
Twin Disc, Inc.
|
|
|
1,500
|
|
|
10,380
|
|
|
|
Woodward Governor Co. (b)
|
|
|
9,900
|
|
|
110,682
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
827,150
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Oil Well Equipment & Services - 0.9%
|
|
Allis-Chalmers Energy,
Inc. (a)
|
|
|
4,600
|
|
|
8,878
|
|
|
|
Basic Energy Services,
Inc. (a)
|
|
|
6,900
|
|
|
44,643
|
|
|
|
Bolt Technology Corp. (a)
|
|
|
1,600
|
|
|
11,376
|
|
|
|
Bronco Drilling Co., Inc.
(a)
|
|
|
4,400
|
|
|
23,144
|
|
|
|
CARBO Ceramics, Inc.
|
|
|
3,250
|
|
|
92,430
|
|
|
|
Cal Dive International,
Inc. (a)
|
|
|
7,312
|
|
|
49,502
|
|
|
|
Complete Production
Services, Inc. (a)
|
|
|
8,000
|
|
|
24,640
|
|
|
|
Dawson Geophysical Co. (a)
|
|
|
1,000
|
|
|
13,500
|
|
|
|
Dril-Quip, Inc. (a)
|
|
|
5,200
|
|
|
159,640
|
|
|
|
Flotek Industries, Inc.
(a)
|
|
|
3,800
|
|
|
5,966
|
|
|
|
Geokinetics, Inc. (a)
|
|
|
900
|
|
|
2,943
|
|
|
|
Gulf Island Fabrication,
Inc.
|
|
|
2,100
|
|
|
16,821
|
|
|
|
Hornbeck Offshore
Services, Inc. (a)
|
|
|
4,000
|
|
|
60,960
|
|
|
|
ION Geophysical Corp. (a)
|
|
|
14,200
|
|
|
22,152
|
|
|
|
Lufkin Industries, Inc.
|
|
|
2,500
|
|
|
94,700
|
|
|
|
Matrix Service Co. (a)
|
|
|
3,800
|
|
|
31,236
|
|
|
|
Mitcham Industries, Inc.
(a)
|
|
|
1,800
|
|
|
6,858
|
|
|
|
NATCO Group, Inc. Class A
(a)
|
|
|
3,400
|
|
|
64,362
|
|
26
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Natural Gas Services Group
(a)
|
|
|
2,200
|
|
$
|
19,800
|
|
|
|
Newpark Resources, Inc.
(a)
|
|
|
15,600
|
|
|
39,468
|
|
|
|
OYO Geospace Corp. (a)
|
|
|
700
|
|
|
9,142
|
|
|
|
Parker Drilling Co. (a)
|
|
|
19,300
|
|
|
35,512
|
|
|
|
Pioneer Drilling Co. (a)
|
|
|
8,400
|
|
|
27,552
|
|
|
|
RPC, Inc.
|
|
|
5,225
|
|
|
34,642
|
|
|
|
Sulphco, Inc. (a)
|
|
|
7,600
|
|
|
8,132
|
|
|
|
Superior Well Services,
Inc. (a)
|
|
|
2,900
|
|
|
14,877
|
|
|
|
T-3 Energy Services, Inc.
(a)
|
|
|
2,100
|
|
|
24,738
|
|
|
|
Trico Marine Services,
Inc. (a)
|
|
|
1,600
|
|
|
3,360
|
|
|
|
Union Drilling, Inc. (a)
|
|
|
2,000
|
|
|
7,600
|
|
|
|
Willbros Group, Inc. (a)
|
|
|
6,600
|
|
|
64,020
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,022,594
|
|
|
|
|
|
|
|
|
|
|
|
Machinery:
Specialty - 0.1%
|
|
Albany International Corp.
Class A
|
|
|
4,900
|
|
|
44,345
|
|
|
|
Cascade Corp.
|
|
|
1,600
|
|
|
28,208
|
|
|
|
Hurco Companies, Inc. (a)
|
|
|
1,100
|
|
|
11,693
|
|
|
|
K-Tron International, Inc.
(a)
|
|
|
400
|
|
|
24,268
|
|
|
|
Key Technology, Inc. (a)
|
|
|
1,100
|
|
|
9,680
|
|
|
|
Presstek, Inc. (a)
|
|
|
5,200
|
|
|
10,764
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
128,958
|
|
|
|
|
|
|
|
|
|
|
|
Manufactured
Housing - 0.1%
|
|
Cavco Industries, Inc. (a)
|
|
|
1,200
|
|
|
28,320
|
|
|
|
Champion Enterprises, Inc.
(a)
|
|
|
13,100
|
|
|
6,288
|
|
|
|
Palm Harbor Homes, Inc.
(a)
|
|
|
1,600
|
|
|
3,568
|
|
|
|
Skyline Corp.
|
|
|
1,000
|
|
|
19,010
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,186
|
|
|
|
|
|
|
|
|
|
|
|
Manufacturing
- 0.1%
|
|
Federal Signal Corp.
|
|
|
8,100
|
|
|
42,687
|
|
|
|
Standex International
Corp.
|
|
|
2,200
|
|
|
20,240
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
62,927
|
|
|
|
|
|
|
|
|
|
|
|
Medical
& Dental Instruments & Supplies - 2.6%
|
|
Abiomed, Inc. (a)
|
|
|
5,400
|
|
|
26,460
|
|
|
|
Align Technology, Inc. (a)
|
|
|
10,500
|
|
|
83,265
|
|
|
|
Alphatec Holdings, Inc.
(a)
|
|
|
3,700
|
|
|
6,549
|
|
|
|
American Medical Systems
Holdings, Inc. (a)(b)
|
|
|
12,300
|
|
|
137,145
|
|
|
|
AngioDynamics, Inc. (a)
|
|
|
4,300
|
|
|
48,332
|
|
|
|
Atrion Corp.
|
|
|
200
|
|
|
17,648
|
|
|
|
CONMED Corp. (a)
|
|
|
4,800
|
|
|
69,168
|
|
|
|
Cantel Medical Corp. (a)
|
|
|
1,800
|
|
|
23,166
|
|
|
|
Conceptus, Inc. (a)
|
|
|
5,300
|
|
|
62,275
|
|
|
|
CryoLife, Inc. (a)
|
|
|
5,000
|
|
|
25,900
|
|
|
|
ev3, Inc. (a)
|
|
|
11,646
|
|
|
82,686
|
|
|
|
Exactech, Inc. (a)
|
|
|
1,400
|
|
|
16,086
|
|
|
|
Hansen Medical, Inc. (a)
|
|
|
2,800
|
|
|
11,256
|
|
|
|
ICU Medical, Inc. (a)
|
|
|
1,800
|
|
|
57,816
|
|
|
|
I-Flow Corp. (a)
|
|
|
3,300
|
|
|
12,045
|
|
|
|
Immucor, Inc. (a)
|
|
|
11,750
|
|
|
295,512
|
|
|
|
Insulet Corp. (a)
|
|
|
3,300
|
|
|
13,530
|
|
|
|
Integra LifeSciences
Holdings Corp. (a)
|
|
|
3,000
|
|
|
74,190
|
|
|
|
Invacare Corp.
|
|
|
5,400
|
|
|
86,562
|
|
27
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Landauer, Inc.
|
|
|
1,500
|
|
$
|
76,020
|
|
|
|
Medical Action Industries,
Inc. (a)
|
|
|
2,000
|
|
|
16,580
|
|
|
|
Meridian Bioscience, Inc.
|
|
|
6,675
|
|
|
120,951
|
|
|
|
Merit Medical Systems,
Inc. (a)
|
|
|
4,500
|
|
|
54,945
|
|
|
|
Micrus Endovascular Corp.
(a)
|
|
|
2,600
|
|
|
15,522
|
|
|
|
Neogen Corp. (a)
|
|
|
2,400
|
|
|
52,392
|
|
|
|
NuVasive, Inc. (a)
|
|
|
6,000
|
|
|
188,280
|
|
|
|
OraSure Technologies, Inc.
(a)
|
|
|
8,100
|
|
|
20,493
|
|
|
|
Orthofix International NV
(a)
|
|
|
2,900
|
|
|
53,708
|
|
|
|
Orthovita, Inc. (a)
|
|
|
12,100
|
|
|
32,428
|
|
|
|
Owens & Minor, Inc.
|
|
|
6,700
|
|
|
221,971
|
|
|
|
PSS World Medical, Inc.
(a)
|
|
|
10,000
|
|
|
143,500
|
|
|
|
Quidel Corp. (a)
|
|
|
4,700
|
|
|
43,334
|
|
|
|
Steris Corp.
|
|
|
9,600
|
|
|
223,488
|
|
|
|
SurModics, Inc. (a)
|
|
|
2,600
|
|
|
47,450
|
|
|
|
Symmetry Medical, Inc. (a)
|
|
|
6,000
|
|
|
37,860
|
|
|
|
Synovis Life Technologies,
Inc. (a)
|
|
|
2,200
|
|
|
30,448
|
|
|
|
Trans1, Inc. (a)
|
|
|
2,300
|
|
|
14,007
|
|
|
|
VNUS Medical Technologies,
Inc. (a)
|
|
|
2,300
|
|
|
48,921
|
|
|
|
Vision-Sciences, Inc. (a)
|
|
|
3,500
|
|
|
4,410
|
|
|
|
Volcano Corp. (a)
|
|
|
7,800
|
|
|
113,490
|
|
|
|
West Pharmaceutical
Services, Inc.
|
|
|
5,400
|
|
|
177,174
|
|
|
|
Wright Medical Group, Inc.
(a)
|
|
|
6,000
|
|
|
78,180
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,965,143
|
|
|
|
|
|
|
|
|
|
|
|
Medical
Services - 0.2%
|
|
Bio-Reference Labs, Inc.
(a)
|
|
|
1,900
|
|
|
39,729
|
|
|
|
eResearch Technology, Inc.
(a)
|
|
|
7,300
|
|
|
38,398
|
|
|
|
Genoptix, Inc. (a)
|
|
|
1,500
|
|
|
40,920
|
|
|
|
Kendle International, Inc.
(a)
|
|
|
2,200
|
|
|
46,112
|
|
|
|
Nighthawk Radiology
Holdings, Inc. (a)
|
|
|
3,400
|
|
|
9,180
|
|
|
|
Parexel International
Corp. (a)
|
|
|
9,100
|
|
|
88,543
|
|
|
|
RadNet, Inc. (a)
|
|
|
4,100
|
|
|
5,084
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
267,966
|
|
|
|
|
|
|
|
|
|
|
|
Metal
Fabricating - 0.6%
|
|
Ampco-Pittsburgh Corp.
|
|
|
1,500
|
|
|
19,890
|
|
|
|
Dynamic Materials Corp.
|
|
|
2,100
|
|
|
19,236
|
|
|
|
Haynes International, Inc.
(a)
|
|
|
2,100
|
|
|
37,422
|
|
|
|
Kaydon Corp.
|
|
|
5,600
|
|
|
153,048
|
|
|
|
L.B. Foster Co. Class A
(a)
|
|
|
1,800
|
|
|
44,694
|
|
|
|
Mueller Industries, Inc.
|
|
|
6,300
|
|
|
136,647
|
|
|
|
Mueller Water Products,
Inc. Series A
|
|
|
18,580
|
|
|
61,314
|
|
|
|
NN, Inc.
|
|
|
2,200
|
|
|
2,772
|
|
|
|
Northwest Pipe Co. (a)
|
|
|
1,400
|
|
|
39,858
|
|
|
|
Omega Flex, Inc.
|
|
|
400
|
|
|
6,444
|
|
|
|
RBC Bearings, Inc. (a)
|
|
|
3,700
|
|
|
56,536
|
|
|
|
RTI International Metals,
Inc. (a)
|
|
|
3,600
|
|
|
42,120
|
|
|
|
Worthington Industries,
Inc. (b)
|
|
|
10,900
|
|
|
94,939
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
714,920
|
|
|
|
|
|
|
|
|
|
|
|
28
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Metals
& Minerals Miscellaneous - 0.5%
|
|
AMCOL International Corp.
|
|
|
4,300
|
|
$
|
63,812
|
|
|
|
Brush Engineered
Materials, Inc. (a)
|
|
|
3,300
|
|
|
45,771
|
|
|
|
Compass Minerals
International, Inc.
|
|
|
5,300
|
|
|
298,761
|
|
|
|
General Moly, Inc. (a)
|
|
|
10,300
|
|
|
10,918
|
|
|
|
Hecla Mining Co. (a)
|
|
|
26,500
|
|
|
53,000
|
|
|
|
Minerals Technologies,
Inc.
|
|
|
3,200
|
|
|
102,560
|
|
|
|
United States Lime &
Minerals, Inc. (a)
|
|
|
300
|
|
|
8,208
|
|
|
|
Uranium Resources, Inc.
(a)
|
|
|
12,100
|
|
|
5,687
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
588,717
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Business & Consumer Discretionary - 0.6%
|
|
Coinstar, Inc. (a)
|
|
|
4,700
|
|
|
153,972
|
|
|
|
Core-Mark Holdings Co.,
Inc. (a)
|
|
|
1,600
|
|
|
29,152
|
|
|
|
Jackson Hewitt Tax
Service, Inc.
|
|
|
4,800
|
|
|
25,056
|
|
|
|
The Knot, Inc. (a)
|
|
|
4,800
|
|
|
39,360
|
|
|
|
Mercadolibre, Inc. (a)
|
|
|
4,200
|
|
|
77,910
|
|
|
|
Move, Inc. (a)
|
|
|
21,700
|
|
|
31,465
|
|
|
|
Nutri/System, Inc.
|
|
|
5,300
|
|
|
75,631
|
|
|
|
Pre-Paid Legal Services,
Inc. (a)
|
|
|
1,400
|
|
|
40,642
|
|
|
|
Sothebys Holdings, Inc.
Class A
|
|
|
11,500
|
|
|
103,500
|
|
|
|
Steiner Leisure Ltd. (a)
|
|
|
2,600
|
|
|
63,466
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
640,154
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Consumer Staples - 0.0%
|
|
Reddy Ice Holdings, Inc.
|
|
|
3,000
|
|
|
4,410
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Equipment - 0.0%
|
|
China Fire & Security
Group, Inc. (a)
|
|
|
2,100
|
|
|
16,443
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Health Care - 0.0%
|
|
MedAssets, Inc. (a)
|
|
|
2,800
|
|
|
39,900
|
|
|
|
The Providence Service
Corp. (a)
|
|
|
2,100
|
|
|
14,448
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
54,348
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Materials & Commodities - 0.0%
|
|
Symyx Technologies, Inc.
(a)
|
|
|
5,900
|
|
|
26,255
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Materials & Processing - 0.1%
|
|
Rogers Corp. (a)
|
|
|
3,100
|
|
|
58,528
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Producer Durables - 0.0%
|
|
Blount International, Inc.
(a)
|
|
|
6,700
|
|
|
30,954
|
|
|
|
Park-Ohio Holdings Corp.
(a)
|
|
|
1,300
|
|
|
4,238
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,192
|
|
|
|
|
|
|
|
|
|
|
|
Miscellaneous
Technology - 0.3%
|
|
Benchmark Electronics,
Inc. (a)
|
|
|
11,300
|
|
|
126,560
|
|
|
|
CTS Corp.
|
|
|
5,700
|
|
|
20,577
|
|
|
|
LaBarge, Inc. (a)
|
|
|
1,900
|
|
|
15,903
|
|
|
|
Plexus Corp. (a)
|
|
|
6,900
|
|
|
95,358
|
|
|
|
Sanmina-SCI Corp. (a)
|
|
|
92,000
|
|
|
28,060
|
|
|
|
TerreStar Corp. (a)
|
|
|
9,300
|
|
|
5,208
|
|
|
|
Vocus, Inc. (a)
|
|
|
2,800
|
|
|
37,212
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
328,878
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Sector
Companies - 0.3%
|
|
Brunswick Corp.
|
|
|
13,600
|
|
|
46,920
|
|
|
|
GenCorp, Inc. (a)
|
|
|
9,600
|
|
|
20,352
|
|
|
|
GenTek, Inc. (a)
|
|
|
1,400
|
|
|
24,486
|
|
|
|
Kaman Corp. Class A
|
|
|
4,300
|
|
|
53,922
|
|
|
|
Lancaster Colony Corp.
|
|
|
3,300
|
|
|
136,884
|
|
|
|
Raven Industries, Inc.
|
|
|
2,700
|
|
|
56,106
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
338,670
|
|
|
|
|
|
|
|
|
|
|
|
29
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Office
Furniture & Business Equipment - 0.3%
|
|
ACCO Brands Corp. (a)
|
|
|
8,464
|
|
$
|
8,295
|
|
|
|
Electronics for Imaging,
Inc. (a)
|
|
|
9,000
|
|
|
88,200
|
|
|
|
HNI Corp.
|
|
|
7,500
|
|
|
78,000
|
|
|
|
Herman Miller, Inc.
|
|
|
9,600
|
|
|
102,336
|
|
|
|
Kimball International,
Inc. Class B
|
|
|
5,700
|
|
|
37,392
|
|
|
|
Knoll, Inc.
|
|
|
7,700
|
|
|
47,201
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
361,424
|
|
|
|
|
|
|
|
|
|
|
|
Oil:
Crude Producers - 1.9%
|
|
APCO Argentina, Inc.
|
|
|
700
|
|
|
7,679
|
|
|
|
ATP Oil & Gas Corp.
(a)
|
|
|
4,600
|
|
|
23,598
|
|
|
|
Abraxas Petroleum Corp.
(a)
|
|
|
7,700
|
|
|
7,854
|
|
|
|
American Oil & Gas,
Inc. (a)
|
|
|
6,900
|
|
|
5,313
|
|
|
|
Approach Resources, Inc.
(a)
|
|
|
1,200
|
|
|
7,440
|
|
|
|
Arena Resources, Inc. (a)
|
|
|
6,200
|
|
|
157,976
|
|
|
|
Atlas America, Inc.
|
|
|
5,800
|
|
|
50,750
|
|
|
|
BMB Munai, Inc. (a)
|
|
|
6,900
|
|
|
4,002
|
|
|
|
BPZ Resources, Inc. (a)
|
|
|
10,300
|
|
|
38,110
|
|
|
|
Berry Petroleum Co. Class
A
|
|
|
7,200
|
|
|
78,912
|
|
|
|
Bill Barrett Corp. (a)
|
|
|
6,100
|
|
|
135,664
|
|
|
|
Brigham Exploration Co.
(a)
|
|
|
8,000
|
|
|
15,200
|
|
|
|
Callon Petroleum Co. (a)
|
|
|
1,700
|
|
|
1,853
|
|
|
|
Cano Petroleum, Inc. (a)
|
|
|
10,900
|
|
|
4,687
|
|
|
|
Carrizo Oil & Gas, Inc.
(a)
|
|
|
4,600
|
|
|
40,848
|
|
|
|
Cheniere Energy, Inc. (a)
|
|
|
7,300
|
|
|
31,098
|
|
|
|
Clayton Williams Energy,
Inc. (a)
|
|
|
900
|
|
|
26,316
|
|
|
|
Comstock Resources, Inc.
(a)
|
|
|
7,700
|
|
|
229,460
|
|
|
|
Concho Resources, Inc. (a)
|
|
|
9,000
|
|
|
230,310
|
|
|
|
Contango Oil & Gas Co.
(a)
|
|
|
2,200
|
|
|
86,240
|
|
|
|
Delta Petroleum Corp. (a)
|
|
|
10,800
|
|
|
12,960
|
|
|
|
Double Eagle Pete &
Mining Co. (a)
|
|
|
1,600
|
|
|
8,272
|
|
|
|
EXCO Resources, Inc. (a)
|
|
|
24,900
|
|
|
249,000
|
|
|
|
Endeavour International
Corp. (a)
|
|
|
20,600
|
|
|
17,922
|
|
|
|
Energy XXI Bermuda Ltd.
|
|
|
18,900
|
|
|
6,993
|
|
|
|
FX Energy, Inc. (a)
|
|
|
6,800
|
|
|
18,904
|
|
|
|
GMX Resources, Inc. (a)
|
|
|
2,800
|
|
|
18,200
|
|
|
|
Gasco Energy, Inc. (a)
|
|
|
16,600
|
|
|
6,474
|
|
|
|
GeoGlobal Resources, Inc.
(a)
|
|
|
6,400
|
|
|
4,608
|
|
|
|
GeoResources, Inc. (a)
|
|
|
1,100
|
|
|
7,392
|
|
|
|
Goodrich Petroleum Corp.
(a)
|
|
|
3,800
|
|
|
73,568
|
|
|
|
Gran Tierra Energy, Inc.
(a)
|
|
|
35,400
|
|
|
88,854
|
|
|
|
Gulfport Energy Corp. (a)
|
|
|
4,600
|
|
|
10,672
|
|
|
|
Harvest Natural Resources,
Inc. (a)
|
|
|
6,400
|
|
|
21,696
|
|
|
|
Houston American Energy
Corp.
|
|
|
2,900
|
|
|
5,394
|
|
|
|
McMoRan Exploration Co.
(a)
|
|
|
9,800
|
|
|
46,060
|
|
|
|
Meridian Resource Corp.
(a)
|
|
|
14,000
|
|
|
2,940
|
|
|
|
Northern Oil And Gas, Inc.
(a)
|
|
|
3,500
|
|
|
12,600
|
|
|
|
Oilsands Quest, Inc. (a)
|
|
|
27,500
|
|
|
19,800
|
|
|
|
Panhandle Oil & Gas,
Inc.
|
|
|
1,200
|
|
|
20,544
|
|
|
|
Parallel Petroleum Corp.
(a)
|
|
|
7,000
|
|
|
8,960
|
|
30
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Penn Virginia Corp.
|
|
|
7,000
|
|
$
|
76,860
|
|
|
|
Petroleum Development
Corp. (a)
|
|
|
2,500
|
|
|
29,525
|
|
|
|
Petroquest Energy, Inc.
(a)
|
|
|
7,500
|
|
|
18,000
|
|
|
|
PrimeEnergy Corp. (a)
|
|
|
100
|
|
|
4,700
|
|
|
|
Quest Resource Corp. (a)
|
|
|
3,900
|
|
|
1,221
|
|
|
|
Ram Energy Resources, Inc.
(a)
|
|
|
6,800
|
|
|
4,964
|
|
|
|
Rex Energy Corp. (a)
|
|
|
2,800
|
|
|
8,036
|
|
|
|
Rosetta Resources, Inc.
(a)
|
|
|
8,600
|
|
|
42,570
|
|
|
|
Stone Energy Corp. (a)
|
|
|
5,328
|
|
|
17,742
|
|
|
|
Swift Energy Co. (a)
|
|
|
4,900
|
|
|
35,770
|
|
|
|
TXCO Resources, Inc. (a)
|
|
|
5,400
|
|
|
2,225
|
|
|
|
Toreador Resources Corp.
|
|
|
2,900
|
|
|
7,279
|
|
|
|
Tri-Valley Corp. (a)
|
|
|
4,200
|
|
|
4,788
|
|
|
|
Vaalco Energy, Inc. (a)
|
|
|
10,100
|
|
|
53,429
|
|
|
|
Venoco, Inc. (a)
|
|
|
3,300
|
|
|
10,824
|
|
|
|
Warren Resources, Inc. (a)
|
|
|
9,800
|
|
|
9,408
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,172,464
|
|
|
|
|
|
|
|
|
|
|
|
Oil:
Integrated Domestic - 0.1%
|
|
Alon USA Energy, Inc.
|
|
|
1,800
|
|
|
24,660
|
|
|
|
CVR Energy, Inc. (a)
|
|
|
3,800
|
|
|
21,052
|
|
|
|
Delek US Holdings, Inc.
|
|
|
1,700
|
|
|
17,612
|
|
|
|
Western Refining, Inc.
|
|
|
5,200
|
|
|
62,088
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
125,412
|
|
|
|
|
|
|
|
|
|
|
|
Paints
& Coatings - 0.1%
|
|
Ferro Corp.
|
|
|
7,400
|
|
|
10,582
|
|
|
|
H.B. Fuller Co.
|
|
|
8,400
|
|
|
109,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
119,782
|
|
|
|
|
|
|
|
|
|
|
|
Paper -
0.2%
|
|
AbitibiBowater, Inc. (a)
|
|
|
9,252
|
|
|
5,087
|
|
|
|
Boise, Inc. (a)
|
|
|
6,000
|
|
|
3,660
|
|
|
|
Buckeye Technologies, Inc.
(a)
|
|
|
5,900
|
|
|
12,567
|
|
|
|
Clearwater Paper Corp. (a)
|
|
|
1,896
|
|
|
15,225
|
|
|
|
Kapstone Paper and
Packaging Corp. (a)
|
|
|
3,600
|
|
|
8,856
|
|
|
|
Mercer International,
Inc.-Sbi (a)
|
|
|
4,800
|
|
|
3,168
|
|
|
|
Neenah Paper, Inc.
|
|
|
2,500
|
|
|
9,075
|
|
|
|
P.H. Glatfelter Co.
|
|
|
7,300
|
|
|
45,552
|
|
|
|
Schweitzer-Mauduit
International, Inc.
|
|
|
2,600
|
|
|
47,996
|
|
|
|
Verso Paper Corp.
|
|
|
2,800
|
|
|
1,792
|
|
|
|
Wausau Paper Corp.
|
|
|
7,500
|
|
|
39,450
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
192,428
|
|
|
|
|
|
|
|
|
|
|
|
Plastics
- 0.0%
|
|
Spartech Corp.
|
|
|
5,200
|
|
|
12,792
|
|
|
|
|
|
|
|
|
|
|
|
Pollution
Control & Environmental Services - 0.7%
|
|
American Ecology Corp.
|
|
|
2,600
|
|
|
36,244
|
|
|
|
Clean Harbors, Inc. (a)
|
|
|
3,300
|
|
|
158,400
|
|
|
|
Darling International,
Inc. (a)
|
|
|
13,800
|
|
|
51,198
|
|
|
|
EnergySolutions, Inc.
|
|
|
5,500
|
|
|
47,575
|
|
|
|
Fuel Tech, Inc. (a)
|
|
|
3,000
|
|
|
31,380
|
|
|
|
Met-Pro Corp.
|
|
|
2,900
|
|
|
23,635
|
|
|
|
Metalico, Inc. (a)
|
|
|
4,300
|
|
|
7,310
|
|
|
|
Team, Inc. (a)
|
|
|
3,200
|
|
|
37,504
|
|
31
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Waste Connections, Inc.
(a)
|
|
|
13,100
|
|
$
|
336,670
|
|
|
|
Waste Services, Inc. (a)
|
|
|
3,333
|
|
|
14,265
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
744,181
|
|
|
|
|
|
|
|
|
|
|
|
Power
Transmission Equipment - 0.3%
|
|
Advanced Energy
Industries, Inc. (a)
|
|
|
5,800
|
|
|
43,674
|
|
|
|
Beacon Power Corp. (a)
|
|
|
16,800
|
|
|
8,521
|
|
|
|
Maxwell Technologies, Inc.
(a)
|
|
|
3,400
|
|
|
23,630
|
|
|
|
Powell Industries, Inc.
(a)
|
|
|
1,300
|
|
|
45,903
|
|
|
|
Regal-Beloit Corp.
|
|
|
5,400
|
|
|
165,456
|
|
|
|
Vicor Corp.
|
|
|
3,200
|
|
|
15,648
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
302,832
|
|
|
|
|
|
|
|
|
|
|
|
Printing
& Copying Services - 0.2%
|
|
Bowne & Co., Inc.
|
|
|
4,958
|
|
|
15,915
|
|
|
|
Casella Waste Systems,
Inc. (a)
|
|
|
3,700
|
|
|
6,327
|
|
|
|
Cenveo, Inc. (a)
|
|
|
8,800
|
|
|
28,600
|
|
|
|
Schawk, Inc.
|
|
|
2,400
|
|
|
14,496
|
|
|
|
VistaPrint Ltd. (a)
|
|
|
7,500
|
|
|
206,175
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271,513
|
|
|
|
|
|
|
|
|
|
|
|
Production
Technology Equipment - 0.8%
|
|
ATMI, Inc. (a)
|
|
|
5,400
|
|
|
83,322
|
|
|
|
Asyst Technologies, Inc.
(a)
|
|
|
8,400
|
|
|
2,352
|
|
|
|
Axcelis Technologies, Inc.
(a)
|
|
|
16,500
|
|
|
6,270
|
|
|
|
Brooks Automation, Inc.
(a)
|
|
|
11,283
|
|
|
52,014
|
|
|
|
Cognex Corp.
|
|
|
6,900
|
|
|
92,115
|
|
|
|
Cohu, Inc.
|
|
|
4,000
|
|
|
28,800
|
|
|
|
Cymer, Inc. (a)
|
|
|
4,800
|
|
|
106,848
|
|
|
|
Electro Scientific
Industries, Inc. (a)
|
|
|
5,000
|
|
|
29,600
|
|
|
|
Entegris, Inc. (a)
|
|
|
19,295
|
|
|
16,594
|
|
|
|
FEI Co. (a)
|
|
|
6,300
|
|
|
97,209
|
|
|
|
Intevac, Inc. (a)
|
|
|
3,700
|
|
|
19,277
|
|
|
|
Kulicke & Soffa
Industries, Inc. (a)
|
|
|
9,000
|
|
|
23,580
|
|
|
|
LTX-Credence Corp. (a)
|
|
|
22,700
|
|
|
6,356
|
|
|
|
MKS Instruments, Inc. (a)
|
|
|
8,300
|
|
|
121,761
|
|
|
|
Mattson Technology, Inc.
(a)
|
|
|
9,100
|
|
|
7,653
|
|
|
|
Photronics, Inc. (a)
|
|
|
6,800
|
|
|
6,528
|
|
|
|
Rudolph Technologies, Inc.
(a)
|
|
|
4,413
|
|
|
13,371
|
|
|
|
Semitool, Inc. (a)
|
|
|
3,600
|
|
|
10,008
|
|
|
|
Tessera Technologies, Inc.
(a)
|
|
|
8,300
|
|
|
110,971
|
|
|
|
Ultra Clean Holdings, Inc.
(a)
|
|
|
3,300
|
|
|
3,531
|
|
|
|
Ultratech, Inc. (a)
|
|
|
4,100
|
|
|
51,209
|
|
|
|
Veeco Instruments, Inc.
(a)
|
|
|
4,700
|
|
|
31,349
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
920,718
|
|
|
|
|
|
|
|
|
|
|
|
Publishing:
Miscellaneous - 0.1%
|
|
Consolidated Graphics,
Inc. (a)
|
|
|
1,600
|
|
|
20,352
|
|
|
|
Courier Corp.
|
|
|
1,700
|
|
|
25,789
|
|
|
|
Martha Stewart Living
Omnimedia, Inc. Class A (a)
|
|
|
3,500
|
|
|
8,715
|
|
|
|
Primedia, Inc.
|
|
|
4,750
|
|
|
11,733
|
|
|
|
Scholastic Corp.
|
|
|
4,100
|
|
|
61,787
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
128,376
|
|
|
|
|
|
|
|
|
|
|
|
32
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
Publishing:
Newspapers - 0.0%
|
|
AH Belo Corp.
|
|
|
2,340
|
|
$
|
2,293
|
|
|
|
Dolan Media Co. (a)
|
|
|
3,900
|
|
|
30,693
|
|
|
|
Journal Communications,
Inc. Class A
|
|
|
7,100
|
|
|
5,325
|
|
|
|
Lee Enterprises, Inc.
|
|
|
7,600
|
|
|
2,128
|
|
|
|
McClatchy Co. Class A
|
|
|
10,111
|
|
|
4,954
|
|
|
|
Media General, Inc. Class
A
|
|
|
3,300
|
|
|
6,336
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
51,729
|
|
|
|
|
|
|
|
|
|
|
|
Radio
& TV Broadcasters - 0.1%
|
|
Cox Radio, Inc. Class A
(a)
|
|
|
3,500
|
|
|
14,350
|
|
|
|
Crown Media Holdings, Inc.
Class A (a)
|
|
|
3,400
|
|
|
6,936
|
|
|
|
Cumulus Media, Inc. Class
A (a)
|
|
|
5,200
|
|
|
5,252
|
|
|
|
Entercom Communications
Corp.
|
|
|
3,200
|
|
|
3,520
|
|
|
|
Fisher Communications,
Inc.
|
|
|
1,000
|
|
|
9,760
|
|
|
|
Gray Television, Inc.
|
|
|
6,800
|
|
|
2,176
|
|
|
|
Lin TV Corp. Class A (a)
|
|
|
4,500
|
|
|
5,040
|
|
|
|
Outdoor Channel Holdings,
Inc. (a)
|
|
|
3,100
|
|
|
21,142
|
|
|
|
RHI Entertainment, Inc.
(a)
|
|
|
1,900
|
|
|
2,888
|
|
|
|
Sinclair Broadcast Group,
Inc. Class A
|
|
|
7,800
|
|
|
8,034
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,098
|
|
|
|
|
|
|
|
|
|
|
|
Railroad
Equipment - 0.2%
|
|
American Railcar
Industries, Inc.
|
|
|
1,300
|
|
|
9,919
|
|
|
|
Freightcar America, Inc.
|
|
|
2,000
|
|
|
35,060
|
|
|
|
Greenbrier Cos., Inc.
|
|
|
2,800
|
|
|
10,248
|
|
|
|
Westinghouse Air Brake
Technologies Corp.
|
|
|
7,900
|
|
|
208,402
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
263,629
|
|
|
|
|
|
|
|
|
|
|
|
Railroads
- 0.1%
|
|
Genesee & Wyoming,
Inc. Class A (a)
|
|
|
4,950
|
|
|
105,188
|
|
|
|
|
|
|
|
|
|
|
|
Real
Estate - 0.2%
|
|
Avatar Holdings, Inc. (a)
|
|
|
1,000
|
|
|
14,980
|
|
|
|
Consolidated-Tomoka Land
Co.
|
|
|
1,000
|
|
|
29,700
|
|
|
|
FX Real Estate and
Entertainment, Inc. (a)
|
|
|
1,360
|
|
|
218
|
|
|
|
Forestar Group, Inc. (a)
|
|
|
5,966
|
|
|
45,640
|
|
|
|
Griffin Land &
Nurseries, Inc.
|
|
|
500
|
|
|
17,500
|
|
|
|
Grubb & Ellis Co.
|
|
|
5,400
|
|
|
3,402
|
|
|
|
Maui Land & Pineapple
Co., Inc. (a)
|
|
|
700
|
|
|
5,943
|
|
|
|
Meruelo Maddux Properties,
Inc. (a)
|
|
|
7,220
|
|
|
527
|
|
|
|
Stratus Properties, Inc.
(a)
|
|
|
900
|
|
|
5,445
|
|
|
|
Tejon Ranch Co. (a)
|
|
|
1,800
|
|
|
37,206
|
|
|
|
Thomas Properties Group,
Inc.
|
|
|
3,600
|
|
|
4,248
|
|
|
|
United Capital Corp. (a)
|
|
|
200
|
|
|
3,450
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
168,259
|
|
|
|
|
|
|
|
|
|
|
|
Real
Estate Investment Trusts (REITs) - 4.8%
|
|
Acadia Realty Trust
|
|
|
5,719
|
|
|
60,679
|
|
|
|
Agree Realty Corp.
|
|
|
1,600
|
|
|
25,104
|
|
|
|
Alexanders, Inc.
|
|
|
300
|
|
|
51,114
|
|
|
|
American Campus
Communities, Inc.
|
|
|
6,758
|
|
|
117,319
|
|
|
|
American Capital Agency
Corp.
|
|
|
1,700
|
|
|
29,087
|
|
|
|
Anthracite Capital, Inc.
(c)
|
|
|
9,800
|
|
|
3,332
|
|
|
|
Anworth Mortgage Asset Corp.
|
|
|
15,800
|
|
|
96,854
|
|
|
|
Arbor Realty Trust, Inc.
|
|
|
3,000
|
|
|
2,160
|
|
|
|
Ashford Hospitality Trust,
Inc.
|
|
|
17,450
|
|
|
26,873
|
|
|
|
Associated Estates Realty
Corp.
|
|
|
2,400
|
|
|
13,632
|
|
33
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
BioMed Realty Trust, Inc.
|
|
|
13,600
|
|
$
|
92,072
|
|
|
|
Capital Trust, Inc.
|
|
|
3,200
|
|
|
3,520
|
|
|
|
CapLease, Inc.
|
|
|
6,300
|
|
|
12,411
|
|
|
|
Capstead Mortgage Corp.
|
|
|
10,100
|
|
|
108,474
|
|
|
|
Care Investment Trust,
Inc.
|
|
|
2,000
|
|
|
10,920
|
|
|
|
Cedar Shopping Centers,
Inc.
|
|
|
7,000
|
|
|
12,180
|
|
|
|
Chimera Investment Corp.
|
|
|
21,600
|
|
|
72,576
|
|
|
|
Cogdell Spencer, Inc.
|
|
|
2,100
|
|
|
10,710
|
|
|
|
Colonial Properties Trust
|
|
|
8,200
|
|
|
31,242
|
|
|
|
Corporate Office
Properties Trust
|
|
|
7,200
|
|
|
178,776
|
|
|
|
Cousins Properties, Inc.
|
|
|
7,600
|
|
|
48,944
|
|
|
|
DCT Industrial Trust, Inc.
|
|
|
28,750
|
|
|
91,138
|
|
|
|
DiamondRock Hospitality
Co.
|
|
|
15,840
|
|
|
63,518
|
|
|
|
DuPont Fabros Technology,
Inc.
|
|
|
2,100
|
|
|
14,448
|
|
|
|
Eastgroup Properties, Inc.
|
|
|
4,200
|
|
|
117,894
|
|
|
|
Education Realty Trust,
Inc.
|
|
|
4,700
|
|
|
16,403
|
|
|
|
Entertainment Properties
Trust
|
|
|
5,300
|
|
|
83,528
|
|
|
|
Equity Lifestyle
Properties, Inc.
|
|
|
3,400
|
|
|
129,540
|
|
|
|
Equity One, Inc.
|
|
|
5,400
|
|
|
65,826
|
|
|
|
Extra Space Storage, Inc.
|
|
|
13,800
|
|
|
76,038
|
|
|
|
FelCor Lodging Trust, Inc.
|
|
|
11,100
|
|
|
15,096
|
|
|
|
First Industrial Realty
Trust, Inc.
|
|
|
7,500
|
|
|
18,375
|
|
|
|
First Potomac Realty Trust
|
|
|
4,100
|
|
|
30,135
|
|
|
|
Franklin Street Properties
Corp.
|
|
|
9,500
|
|
|
116,850
|
|
|
|
Friedman Billings Ramsey
Group, Inc. Class A (a)
|
|
|
24,500
|
|
|
4,900
|
|
|
|
Getty Realty Corp.
|
|
|
2,800
|
|
|
51,380
|
|
|
|
Glimcher Realty Trust
|
|
|
6,400
|
|
|
8,960
|
|
|
|
Gramercy Capital Corp.
|
|
|
7,061
|
|
|
6,849
|
|
|
|
Hatteras Financial Corp.
|
|
|
2,400
|
|
|
59,976
|
|
|
|
Healthcare Realty Trust,
Inc.
|
|
|
9,500
|
|
|
142,405
|
|
|
|
Hersha Hospitality Trust
|
|
|
7,000
|
|
|
13,300
|
|
|
|
Highwoods Properties, Inc.
|
|
|
10,800
|
|
|
231,336
|
|
|
|
Home Properties, Inc.
|
|
|
5,300
|
|
|
162,445
|
|
|
|
Inland Real Estate Corp.
|
|
|
9,500
|
|
|
67,355
|
|
|
|
Investors Real Estate
Trust
|
|
|
9,700
|
|
|
95,642
|
|
|
|
JER Investors Trust, Inc.
|
|
|
726
|
|
|
472
|
|
|
|
Kite Realty Group Trust
|
|
|
3,400
|
|
|
8,330
|
|
|
|
LTC Properties, Inc.
|
|
|
3,900
|
|
|
68,406
|
|
|
|
LaSalle Hotel Properties
|
|
|
6,800
|
|
|
39,712
|
|
|
|
Lexington Corporate
Properties Trust
|
|
|
12,430
|
|
|
29,583
|
|
|
|
MFA Financial, Inc.
|
|
|
36,300
|
|
|
213,444
|
|
|
|
Maguire Properties, Inc.
(a)
|
|
|
6,500
|
|
|
4,680
|
|
|
|
Medical Properties Trust,
Inc.
|
|
|
12,300
|
|
|
44,895
|
|
|
|
Mid-America Apartment
Communities, Inc.
|
|
|
4,500
|
|
|
138,735
|
|
|
|
Mission West Properties,
Inc.
|
|
|
2,700
|
|
|
17,280
|
|
|
|
Monmouth Real Estate
Investment Corp. Class A
|
|
|
4,100
|
|
|
27,101
|
|
|
|
National Health Investors,
Inc.
|
|
|
3,800
|
|
|
102,106
|
|
|
|
National Retail
Properties, Inc.
|
|
|
12,700
|
|
|
201,168
|
|
34
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Newcastle Investment Corp.
|
|
|
9,400
|
|
$
|
6,110
|
|
|
|
NorthStar Realty Finance
Corp.
|
|
|
10,446
|
|
|
24,235
|
|
|
|
Omega Healthcare
Investors, Inc.
|
|
|
13,300
|
|
|
187,264
|
|
|
|
One Liberty Properties,
Inc.
|
|
|
1,700
|
|
|
5,984
|
|
|
|
PS Business Parks, Inc.
|
|
|
2,500
|
|
|
92,125
|
|
|
|
Parkway Properties, Inc.
|
|
|
2,600
|
|
|
26,780
|
|
|
|
Pennsylvania Real Estate
Investment Trust
|
|
|
6,200
|
|
|
22,010
|
|
|
|
Post Properties, Inc.
|
|
|
7,400
|
|
|
75,036
|
|
|
|
Potlatch Corp.
|
|
|
6,639
|
|
|
153,958
|
|
|
|
RAIT Investment Trust
|
|
|
10,840
|
|
|
13,225
|
|
|
|
Ramco-Gershenson
Properties Trust
|
|
|
3,000
|
|
|
19,350
|
|
|
|
Realty Income Corp.
|
|
|
17,100
|
|
|
321,822
|
|
|
|
Redwood Trust, Inc.
|
|
|
9,700
|
|
|
148,895
|
|
|
|
Resource Capital Corp.
|
|
|
3,400
|
|
|
10,336
|
|
|
|
Saul Centers, Inc.
|
|
|
1,700
|
|
|
39,049
|
|
|
|
Senior Housing Properties
Trust
|
|
|
19,400
|
|
|
271,988
|
|
|
|
Sovran Self Storage, Inc.
|
|
|
3,600
|
|
|
72,288
|
|
|
|
Strategic Hotel Capital,
Inc.
|
|
|
12,100
|
|
|
8,349
|
|
|
|
Sun Communities, Inc.
|
|
|
3,100
|
|
|
36,673
|
|
|
|
Sunstone Hotel Investors,
Inc.
|
|
|
9,675
|
|
|
25,445
|
|
|
|
Tanger Factory Outlet
Centers, Inc.
|
|
|
5,100
|
|
|
157,386
|
|
|
|
U-Store-It Trust
|
|
|
8,800
|
|
|
17,776
|
|
|
|
Universal Health Realty
Income Trust
|
|
|
1,900
|
|
|
55,537
|
|
|
|
Urstadt Biddle Properties,
Inc. Class A
|
|
|
3,400
|
|
|
45,628
|
|
|
|
Washington Real Estate
Investment Trust (b)
|
|
|
8,700
|
|
|
150,510
|
|
|
|
Winthrop Realty Trust
|
|
|
1,500
|
|
|
10,365
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,585,352
|
|
|
|
|
|
|
|
|
|
|
|
Recreational
Vehicles & Boats - 0.2%
|
|
Drew Industries, Inc. (a)
|
|
|
3,500
|
|
|
30,380
|
|
|
|
Marine Products Corp.
|
|
|
1,600
|
|
|
6,784
|
|
|
|
Polaris Industries, Inc.
|
|
|
5,400
|
|
|
115,776
|
|
|
|
Winnebago Industries, Inc.
|
|
|
4,800
|
|
|
25,488
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
178,428
|
|
|
|
|
|
|
|
|
|
|
|
Rental
& Leasing Services: Commercial - 0.2%
|
|
Aircastle Ltd.
|
|
|
8,300
|
|
|
38,595
|
|
|
|
CAI International, Inc.
(a)
|
|
|
1,100
|
|
|
3,113
|
|
|
|
Electro Rent Corp.
|
|
|
3,500
|
|
|
33,740
|
|
|
|
H&E Equipment
Services, Inc. (a)
|
|
|
2,600
|
|
|
17,030
|
|
|
|
McGrath RentCorp
|
|
|
3,900
|
|
|
61,464
|
|
|
|
Mobile Mini, Inc. (a)
|
|
|
6,100
|
|
|
70,272
|
|
|
|
RSC Holdings, Inc. (a)
|
|
|
7,800
|
|
|
41,028
|
|
|
|
TAL International Group,
Inc.
|
|
|
2,500
|
|
|
18,300
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
283,542
|
|
|
|
|
|
|
|
|
|
|
|
Rental
& Leasing Services: Consumer - 0.2%
|
|
Amerco, Inc. (a)
|
|
|
1,600
|
|
|
53,648
|
|
|
|
Dollar Thrifty Automotive
Group, Inc. (a)
|
|
|
300
|
|
|
348
|
|
|
|
Rent-A-Center, Inc. (a)(b)
|
|
|
11,300
|
|
|
218,881
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
272,877
|
|
|
|
|
|
|
|
|
|
|
|
Restaurants
- 1.6%
|
|
AFC Enterprises, Inc. (a)
|
|
|
3,600
|
|
|
16,236
|
|
|
|
BJs Restaurants, Inc. (a)
|
|
|
2,600
|
|
|
36,166
|
|
35
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Bob Evans Farms, Inc.
|
|
|
5,300
|
|
$
|
118,826
|
|
|
|
Buffalo Wild Wings, Inc.
(a)
|
|
|
2,900
|
|
|
106,082
|
|
|
|
CEC Entertainment, Inc.
(a)
|
|
|
3,500
|
|
|
90,580
|
|
|
|
CKE Restaurants, Inc.
|
|
|
8,800
|
|
|
73,920
|
|
|
|
California Pizza Kitchen,
Inc. (a)
|
|
|
3,150
|
|
|
41,202
|
|
|
|
The Cheesecake Factory,
Inc. (a)
|
|
|
9,500
|
|
|
108,775
|
|
|
|
Cracker Barrel Old Country
Store, Inc.
|
|
|
3,558
|
|
|
101,901
|
|
|
|
Dennys Corp. (a)
|
|
|
16,800
|
|
|
27,888
|
|
|
|
DineEquity, Inc.
|
|
|
2,900
|
|
|
34,394
|
|
|
|
Dominos Pizza, Inc. (a)
|
|
|
6,600
|
|
|
43,230
|
|
|
|
Einstein Noah Restaurant
Group, Inc. (a)
|
|
|
1,200
|
|
|
6,996
|
|
|
|
Jack in the Box, Inc. (a)
|
|
|
9,900
|
|
|
230,571
|
|
|
|
Krispy Kreme Doughnuts,
Inc. (a)
|
|
|
10,500
|
|
|
16,800
|
|
|
|
Landrys Restaurants, Inc.
|
|
|
2,300
|
|
|
12,006
|
|
|
|
Lubys, Inc. (a)
|
|
|
3,300
|
|
|
16,203
|
|
|
|
OCharleys, Inc.
|
|
|
3,700
|
|
|
11,137
|
|
|
|
P.F. Changs China Bistro,
Inc. (a)
|
|
|
3,800
|
|
|
86,944
|
|
|
|
Papa Johns International,
Inc. (a)
|
|
|
3,800
|
|
|
86,906
|
|
|
|
Red Robin Gourmet Burgers,
Inc. (a)
|
|
|
2,300
|
|
|
40,549
|
|
|
|
Ruby Tuesday, Inc. (a)
|
|
|
8,800
|
|
|
25,696
|
|
|
|
Ruths Hospitality Group,
Inc. (a)
|
|
|
3,400
|
|
|
4,114
|
|
|
|
Sonic Corp. (a)
|
|
|
10,170
|
|
|
101,903
|
|
|
|
The Steak n Shake Co. (a)
|
|
|
4,600
|
|
|
34,822
|
|
|
|
Texas Roadhouse, Inc.
Class A (a)
|
|
|
8,600
|
|
|
81,958
|
|
|
|
Wendys
|
|
|
66,526
|
|
|
334,626
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,890,431
|
|
|
|
|
|
|
|
|
|
|
|
Retail -
3.7%
|
|
1-800-FLOWERS.COM, Inc.
Class A (a)
|
|
|
4,400
|
|
|
9,108
|
|
|
|
99 Cents Only Stores (a)
|
|
|
7,500
|
|
|
69,300
|
|
|
|
Aarons, Inc.
|
|
|
7,500
|
|
|
199,950
|
|
|
|
Americas Car Mart, Inc.
(a)
|
|
|
1,400
|
|
|
19,026
|
|
|
|
Asbury Automotive Group,
Inc.
|
|
|
5,700
|
|
|
24,567
|
|
|
|
Aéropostale, Inc. (a)
|
|
|
11,000
|
|
|
292,160
|
|
|
|
bebe Stores, Inc.
|
|
|
6,300
|
|
|
42,021
|
|
|
|
Bidz.com, Inc. (a)
|
|
|
1,600
|
|
|
6,288
|
|
|
|
Big 5 Sporting Goods Corp.
|
|
|
4,000
|
|
|
23,480
|
|
|
|
Blockbuster, Inc. Class A
(a)
|
|
|
31,200
|
|
|
22,464
|
|
|
|
Blue Nile, Inc. (a)
|
|
|
2,300
|
|
|
69,345
|
|
|
|
Borders Group, Inc. (a)
|
|
|
10,200
|
|
|
6,426
|
|
|
|
Brown Shoe Co., Inc.
|
|
|
7,125
|
|
|
26,719
|
|
|
|
The Buckle, Inc.
|
|
|
3,700
|
|
|
118,141
|
|
|
|
Build-A-Bear Workshop,
Inc. (a)
|
|
|
2,500
|
|
|
15,175
|
|
|
|
Cabelas, Inc. Class A (a)
|
|
|
6,100
|
|
|
55,571
|
|
|
|
Cache, Inc. (a)
|
|
|
1,900
|
|
|
5,472
|
|
|
|
Casual Male Retail Group,
Inc. (a)
|
|
|
6,300
|
|
|
3,087
|
|
|
|
The Cato Corp. Class A
|
|
|
4,800
|
|
|
87,744
|
|
|
|
Central Garden & Pet
Co. Class A (a)
|
|
|
10,869
|
|
|
81,735
|
|
|
|
Charlotte Russe Holding,
Inc. (a)
|
|
|
3,300
|
|
|
26,895
|
|
|
|
Charming Shoppes, Inc. (a)
|
|
|
19,100
|
|
|
26,740
|
|
36
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Chicos FAS, Inc. (a)
|
|
|
30,100
|
|
$
|
161,637
|
|
|
|
The Childrens Place
Retail Stores, Inc. (a)
|
|
|
3,800
|
|
|
83,182
|
|
|
|
Christopher & Banks
Corp.
|
|
|
6,000
|
|
|
24,540
|
|
|
|
Citi Trends, Inc. (a)
|
|
|
2,500
|
|
|
57,225
|
|
|
|
Coldwater Creek, Inc. (a)
|
|
|
10,200
|
|
|
25,602
|
|
|
|
Collective Brands, Inc.
(a)
|
|
|
10,400
|
|
|
101,296
|
|
|
|
Conns, Inc. (a)
|
|
|
1,600
|
|
|
22,464
|
|
|
|
DSW, Inc. Class A (a)
|
|
|
2,000
|
|
|
18,580
|
|
|
|
Dillards, Inc. Class A
|
|
|
9,900
|
|
|
56,430
|
|
|
|
Dress Barn, Inc. (a)
|
|
|
7,600
|
|
|
93,404
|
|
|
|
drugstore.com, Inc. (a)
|
|
|
13,200
|
|
|
15,444
|
|
|
|
Ezcorp, Inc. (a)
|
|
|
7,200
|
|
|
83,304
|
|
|
|
The Finish Line, Inc.
Class A
|
|
|
7,655
|
|
|
50,676
|
|
|
|
Freds, Inc.
|
|
|
6,700
|
|
|
75,576
|
|
|
|
Gaiam, Inc. (a)
|
|
|
3,000
|
|
|
9,840
|
|
|
|
Genesco, Inc. (a)
|
|
|
3,000
|
|
|
56,490
|
|
|
|
Group 1 Automotive, Inc.
|
|
|
3,600
|
|
|
50,292
|
|
|
|
Gymboree Corp. (a)
|
|
|
4,600
|
|
|
98,210
|
|
|
|
Haverty Furniture Cos.,
Inc.
|
|
|
2,500
|
|
|
26,325
|
|
|
|
hhgregg, Inc. (a)
|
|
|
1,800
|
|
|
25,470
|
|
|
|
Hibbett Sports, Inc. (a)
|
|
|
4,450
|
|
|
85,529
|
|
|
|
Hot Topic, Inc. (a)
|
|
|
6,900
|
|
|
77,211
|
|
|
|
Insight Enterprises, Inc.
(a)
|
|
|
8,100
|
|
|
24,786
|
|
|
|
Jo-Ann Stores, Inc. (a)
|
|
|
4,200
|
|
|
68,628
|
|
|
|
Jos. A. Bank Clothiers,
Inc. (a)
|
|
|
2,825
|
|
|
78,563
|
|
|
|
Lawson Products, Inc.
|
|
|
879
|
|
|
10,697
|
|
|
|
Lumber Liquidators, Inc.
(a)
|
|
|
1,800
|
|
|
22,950
|
|
|
|
MarineMax, Inc. (a)
|
|
|
2,700
|
|
|
5,292
|
|
|
|
Mens Wearhouse, Inc.
|
|
|
8,900
|
|
|
134,746
|
|
|
|
Monro Muffler, Inc.
|
|
|
2,800
|
|
|
76,524
|
|
|
|
NetFlix, Inc. (a)
|
|
|
6,800
|
|
|
291,856
|
|
|
|
New York & Co. (a)
|
|
|
3,500
|
|
|
12,425
|
|
|
|
Nu Skin Enterprises, Inc.
Class A
|
|
|
8,500
|
|
|
89,165
|
|
|
|
Overstock.com, Inc. (a)
|
|
|
2,700
|
|
|
24,705
|
|
|
|
PC Connection, Inc. (a)
|
|
|
1,000
|
|
|
3,800
|
|
|
|
PC Mall, Inc. (a)
|
|
|
2,100
|
|
|
9,534
|
|
|
|
Pacific Sunwear of
California, Inc. (a)
|
|
|
10,100
|
|
|
16,766
|
|
|
|
The Pep Boys - Manny, Moe
& Jack
|
|
|
7,100
|
|
|
31,311
|
|
|
|
PetMed Express, Inc. (a)
|
|
|
4,000
|
|
|
65,920
|
|
|
|
Pier 1 Imports, Inc. (a)
|
|
|
15,000
|
|
|
8,400
|
|
|
|
PriceSmart, Inc.
|
|
|
2,200
|
|
|
39,622
|
|
|
|
Retail Ventures, Inc. (a)
|
|
|
3,500
|
|
|
5,320
|
|
|
|
Rex Stores Corp. (a)
|
|
|
1,800
|
|
|
19,296
|
|
|
|
Rush Enterprises, Inc.
Class A (a)
|
|
|
5,700
|
|
|
50,844
|
|
|
|
Sally Beauty Co., Inc. (a)
|
|
|
15,100
|
|
|
85,768
|
|
|
|
School Specialty, Inc. (a)
|
|
|
3,400
|
|
|
59,806
|
|
|
|
Shoe Carnival, Inc. (a)
|
|
|
1,400
|
|
|
14,490
|
|
37
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Shutterfly, Inc. (a)
|
|
|
3,600
|
|
$
|
33,732
|
|
|
|
Sonic Automotive, Inc.
|
|
|
4,400
|
|
|
7,040
|
|
|
|
Stage Stores, Inc.
|
|
|
6,450
|
|
|
65,016
|
|
|
|
Stamps.com, Inc. (a)
|
|
|
1,900
|
|
|
18,430
|
|
|
|
Stein Mart, Inc. (a)
|
|
|
4,300
|
|
|
12,427
|
|
|
|
Syms Corp. (a)
|
|
|
1,000
|
|
|
6,120
|
|
|
|
Systemax, Inc.
|
|
|
1,500
|
|
|
19,380
|
|
|
|
The Talbots, Inc.
|
|
|
3,700
|
|
|
12,987
|
|
|
|
Titan Machinery, Inc. (a)
|
|
|
1,000
|
|
|
8,990
|
|
|
|
Tractor Supply Co. (a)
|
|
|
5,400
|
|
|
194,724
|
|
|
|
Tuesday Morning Corp. (a)
|
|
|
5,100
|
|
|
6,477
|
|
|
|
Tween Brands, Inc. (a)
|
|
|
3,700
|
|
|
7,918
|
|
|
|
Ulta Salon Cosmetics &
Fragrance, Inc. (a)
|
|
|
3,200
|
|
|
21,184
|
|
|
|
The Wet Seal, Inc. Class A
(a)
|
|
|
16,200
|
|
|
54,432
|
|
|
|
Zale Corp. (a)
|
|
|
5,600
|
|
|
10,920
|
|
|
|
Zumiez, Inc. (a)
|
|
|
3,300
|
|
|
32,010
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,293,142
|
|
|
|
|
|
|
|
|
|
|
|
Savings
& Loan - 1.2%
|
|
Abington Bancorp, Inc.
|
|
|
4,600
|
|
|
38,088
|
|
|
|
Anchor Bancorp Wisconsin,
Inc.
|
|
|
3,400
|
|
|
4,590
|
|
|
|
Bank Mutual Corp.
|
|
|
8,500
|
|
|
77,010
|
|
|
|
BankFinancial Corp.
|
|
|
3,700
|
|
|
36,889
|
|
|
|
Beneficial Mutual Bancorp,
Inc. (a)
|
|
|
5,100
|
|
|
50,235
|
|
|
|
Berkshire Hills Bancorp,
Inc.
|
|
|
1,800
|
|
|
41,256
|
|
|
|
Brookline Bancorp, Inc.
|
|
|
10,200
|
|
|
96,900
|
|
|
|
Brooklyn Federal Bancorp,
Inc.
|
|
|
900
|
|
|
9,927
|
|
|
|
Clifton Savings Bancorp,
Inc.
|
|
|
1,300
|
|
|
13,000
|
|
|
|
Dime Community Bancshares,
Inc.
|
|
|
4,300
|
|
|
40,334
|
|
|
|
Doral Financial Corp. (a)
|
|
|
800
|
|
|
1,440
|
|
|
|
ESSA Bancorp, Inc.
|
|
|
3,000
|
|
|
39,930
|
|
|
|
First Financial Holdings,
Inc.
|
|
|
2,200
|
|
|
16,830
|
|
|
|
First Financial Northwest,
Inc.
|
|
|
3,900
|
|
|
32,526
|
|
|
|
First Niagara Financial
Group, Inc.
|
|
|
19,300
|
|
|
210,370
|
|
|
|
First Place Financial
Corp.
|
|
|
2,300
|
|
|
7,728
|
|
|
|
Flagstar Bancorp, Inc. (a)
|
|
|
7,400
|
|
|
5,550
|
|
|
|
Flushing Financial Corp.
|
|
|
3,400
|
|
|
20,468
|
|
|
|
Fox Chase Bancorp, Inc.
(a)
|
|
|
900
|
|
|
8,505
|
|
|
|
Guaranty Financial Group,
Inc. (a)
|
|
|
12,500
|
|
|
13,125
|
|
|
|
Home Federal Bancorp, Inc.
|
|
|
900
|
|
|
7,857
|
|
|
|
Kearny Financial Corp.
|
|
|
3,000
|
|
|
31,440
|
|
|
|
NewAlliance Bancshares,
Inc.
|
|
|
18,300
|
|
|
214,842
|
|
|
|
Northfield Bancorp, Inc.
|
|
|
2,800
|
|
|
30,604
|
|
|
|
Northwest Bancorp, Inc.
|
|
|
2,900
|
|
|
49,010
|
|
|
|
OceanFirst Financial Corp.
|
|
|
1,800
|
|
|
18,396
|
|
|
|
Ocwen Financial Corp. (a)
|
|
|
6,100
|
|
|
69,723
|
|
|
|
Oritani Financial Corp.
(a)
|
|
|
1,800
|
|
|
25,200
|
|
|
|
Provident New York Bancorp
|
|
|
6,900
|
|
|
58,995
|
|
|
|
United Community Financial
Corp.
|
|
|
4,523
|
|
|
5,473
|
|
38
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
United Financial Bancorp,
Inc.
|
|
|
3,100
|
|
$
|
40,579
|
|
|
|
ViewPoint Financial Group
|
|
|
1,800
|
|
|
21,654
|
|
|
|
W Hldg Co., Inc.
|
|
|
372
|
|
|
3,381
|
|
|
|
WSFS Financial Corp.
|
|
|
1,000
|
|
|
22,360
|
|
|
|
Waterstone Financial, Inc.
(a)
|
|
|
1,000
|
|
|
2,040
|
|
|
|
Westfield Financial, Inc.
|
|
|
5,800
|
|
|
51,040
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,417,295
|
|
|
|
|
|
|
|
|
|
|
|
Securities
Brokerage & Services - 0.7%
|
|
BGC Partners, Inc.
|
|
|
4,700
|
|
|
10,387
|
|
|
|
GFI Group, Inc.
|
|
|
11,000
|
|
|
35,310
|
|
|
|
Gladstone Investment Corp.
|
|
|
4,300
|
|
|
16,426
|
|
|
|
Interactive Brokers Group,
Inc. Class A (a)
|
|
|
6,800
|
|
|
109,684
|
|
|
|
International Assets
Holding Corp., Inc. (a)
|
|
|
600
|
|
|
6,114
|
|
|
|
KBW, Inc. (a)
|
|
|
4,400
|
|
|
89,540
|
|
|
|
Knight Capital Group, Inc.
Class A (a)
|
|
|
15,400
|
|
|
226,996
|
|
|
|
LaBranche & Co., Inc.
(a)
|
|
|
8,600
|
|
|
32,164
|
|
|
|
Ladenburg Thalmann
Financial Services, Inc. (a)
|
|
|
14,800
|
|
|
7,844
|
|
|
|
MarketAxess Holdings, Inc.
(a)
|
|
|
5,100
|
|
|
38,964
|
|
|
|
optionsXpress Holdings,
Inc.
|
|
|
7,300
|
|
|
83,001
|
|
|
|
Penson Worldwide, Inc. (a)
|
|
|
3,100
|
|
|
19,933
|
|
|
|
SWS Group, Inc.
|
|
|
4,300
|
|
|
66,779
|
|
|
|
TradeStation Group, Inc.
(a)
|
|
|
5,800
|
|
|
38,280
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
781,422
|
|
|
|
|
|
|
|
|
|
|
|
Services:
Commercial - 3.0%
|
|
ABM Industries, Inc.
|
|
|
7,400
|
|
|
121,360
|
|
|
|
AMN Healthcare Services,
Inc. (a)
|
|
|
5,700
|
|
|
29,070
|
|
|
|
Administaff, Inc.
|
|
|
3,800
|
|
|
80,294
|
|
|
|
The Advisory Board Co. (a)
|
|
|
2,800
|
|
|
46,424
|
|
|
|
CBIZ, Inc. (a)
|
|
|
7,600
|
|
|
52,972
|
|
|
|
CDI Corp.
|
|
|
2,300
|
|
|
22,356
|
|
|
|
COMSYS IT Partners, Inc.
(a)
|
|
|
2,500
|
|
|
5,525
|
|
|
|
CRA International, Inc.
(a)
|
|
|
2,000
|
|
|
37,760
|
|
|
|
Compass Diversified
Holdings
|
|
|
4,400
|
|
|
39,248
|
|
|
|
Cornell Cos., Inc. (a)
|
|
|
1,700
|
|
|
27,829
|
|
|
|
CoStar Group, Inc. (a)
|
|
|
3,300
|
|
|
99,825
|
|
|
|
Cross Country Healthcare,
Inc. (a)
|
|
|
5,500
|
|
|
36,025
|
|
|
|
Dice Holdings, Inc. (a)
|
|
|
2,100
|
|
|
5,838
|
|
|
|
DynCorp. International,
Inc. (a)
|
|
|
4,100
|
|
|
54,653
|
|
|
|
ExlService Holdings, Inc.
(a)
|
|
|
2,500
|
|
|
21,550
|
|
|
|
Exponent, Inc. (a)
|
|
|
2,400
|
|
|
60,792
|
|
|
|
First Advantage Corp.
Class A (a)
|
|
|
2,000
|
|
|
27,560
|
|
|
|
Forrester Research, Inc.
(a)
|
|
|
2,400
|
|
|
49,344
|
|
|
|
G&K Services, Inc.
Class A
|
|
|
3,300
|
|
|
62,403
|
|
|
|
The Geo Group, Inc. (a)
|
|
|
8,700
|
|
|
115,275
|
|
|
|
Gevity HR, Inc.
|
|
|
4,600
|
|
|
18,170
|
|
|
|
Global Sources Ltd. (a)
|
|
|
2,477
|
|
|
9,636
|
|
|
|
Global Traffic Network,
Inc. (a)
|
|
|
2,300
|
|
|
6,969
|
|
|
|
Healthcare Services Group,
Inc.
|
|
|
7,200
|
|
|
107,784
|
|
39
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Heidrick & Struggles
International, Inc.
|
|
|
3,000
|
|
$
|
53,220
|
|
|
|
Hudson Highland Group,
Inc. (a)
|
|
|
4,100
|
|
|
4,551
|
|
|
|
Huron Consulting Group,
Inc. (a)
|
|
|
3,400
|
|
|
144,262
|
|
|
|
ICF International, Inc.
(a)
|
|
|
1,200
|
|
|
27,564
|
|
|
|
ICT Group, Inc. (a)
|
|
|
1,300
|
|
|
7,241
|
|
|
|
inVentiv Health, Inc. (a)
|
|
|
5,700
|
|
|
46,512
|
|
|
|
Kelly Services, Inc. Class
A
|
|
|
4,600
|
|
|
37,030
|
|
|
|
Kforce, Inc. (a)
|
|
|
5,100
|
|
|
35,853
|
|
|
|
Korn/Ferry International
(a)
|
|
|
7,400
|
|
|
67,044
|
|
|
|
Liquidity Services, Inc. (a)
|
|
|
2,500
|
|
|
17,475
|
|
|
|
MAXIMUS, Inc.
|
|
|
2,800
|
|
|
111,608
|
|
|
|
MPS Group, Inc. (a)
|
|
|
15,900
|
|
|
94,605
|
|
|
|
Midas, Inc. (a)
|
|
|
2,700
|
|
|
21,384
|
|
|
|
Navigant Consulting, Inc.
(a)
|
|
|
8,300
|
|
|
108,481
|
|
|
|
On Assignment, Inc. (a)
|
|
|
5,300
|
|
|
14,363
|
|
|
|
PHH Corp. (a)
|
|
|
8,600
|
|
|
120,830
|
|
|
|
PRG-Schultz International,
Inc. (a)
|
|
|
2,900
|
|
|
8,236
|
|
|
|
Regis Corp.
|
|
|
7,300
|
|
|
105,485
|
|
|
|
Resources Connection, Inc.
(a)
|
|
|
7,800
|
|
|
117,624
|
|
|
|
Rollins, Inc.
|
|
|
7,200
|
|
|
123,480
|
|
|
|
SYKES Enterprises, Inc.
(a)
|
|
|
5,500
|
|
|
91,465
|
|
|
|
Spherion Corp. (a)
|
|
|
10,000
|
|
|
20,800
|
|
|
|
Standard Parking Corp. (a)
|
|
|
1,400
|
|
|
22,960
|
|
|
|
TeleTech Holdings, Inc.
(a)
|
|
|
6,400
|
|
|
69,696
|
|
|
|
Tetra Tech, Inc. (a)
|
|
|
9,900
|
|
|
201,762
|
|
|
|
TrueBlue, Inc. (a)
|
|
|
7,500
|
|
|
61,875
|
|
|
|
Unifirst Corp.
|
|
|
2,200
|
|
|
61,248
|
|
|
|
Viad Corp.
|
|
|
3,400
|
|
|
48,008
|
|
|
|
Volt Information Sciences,
Inc. (a)
|
|
|
1,550
|
|
|
10,308
|
|
|
|
Watson Wyatt Worldwide,
Inc.
|
|
|
7,000
|
|
|
345,590
|
|
|
|
World Fuel Services Corp.
|
|
|
4,700
|
|
|
148,661
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,487,883
|
|
|
|
|
|
|
|
|
|
|
|
Shipping
- 0.5%
|
|
American Commercial Lines,
Inc. (a)
|
|
|
6,200
|
|
|
19,654
|
|
|
|
DHT Maritime, Inc.
|
|
|
5,900
|
|
|
22,656
|
|
|
|
Eagle Bulk Shipping, Inc.
|
|
|
7,300
|
|
|
31,025
|
|
|
|
Genco Shipping &
Trading Ltd.
|
|
|
3,900
|
|
|
48,126
|
|
|
|
General Maritime Corp.
|
|
|
7,830
|
|
|
54,810
|
|
|
|
Golar LNG Ltd.
|
|
|
6,000
|
|
|
20,580
|
|
|
|
Gulfmark Offshore, Inc.
(a)
|
|
|
3,600
|
|
|
85,896
|
|
|
|
Horizon Lines, Inc. Class
A
|
|
|
5,100
|
|
|
15,453
|
|
|
|
International Shipholding
Corp.
|
|
|
1,100
|
|
|
21,637
|
|
|
|
Knightsbridge Tankers Ltd.
|
|
|
2,600
|
|
|
37,830
|
|
|
|
Nordic American Tanker
Shipping Ltd.
|
|
|
6,400
|
|
|
187,520
|
|
|
|
Ship Finance International
Ltd.
|
|
|
7,100
|
|
|
46,576
|
|
|
|
TBS International Ltd. (a)
|
|
|
1,800
|
|
|
13,230
|
|
|
|
Teekay Tankers Ltd. Class
A
|
|
|
2,000
|
|
|
19,020
|
|
40
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Ultrapetrol Bahamas Ltd.
(a)
|
|
|
4,100
|
|
$
|
11,070
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
635,083
|
|
|
|
|
|
|
|
|
|
|
|
Shoes -
0.5%
|
|
Crocs, Inc. (a)
|
|
|
14,400
|
|
|
17,136
|
|
|
|
Deckers Outdoor Corp. (a)
|
|
|
2,100
|
|
|
111,384
|
|
|
|
Iconix Brand Group, Inc.
(a)
|
|
|
10,000
|
|
|
88,500
|
|
|
|
K-Swiss, Inc. Class A
|
|
|
4,200
|
|
|
35,868
|
|
|
|
Kenneth Cole Productions,
Inc. Class A
|
|
|
1,000
|
|
|
6,390
|
|
|
|
Skechers U.S.A., Inc.
Class A (a)
|
|
|
5,400
|
|
|
36,018
|
|
|
|
Steven Madden Ltd. (a)
|
|
|
3,100
|
|
|
58,218
|
|
|
|
Timberland Co. Class A (a)
|
|
|
7,900
|
|
|
94,326
|
|
|
|
Weyco Group, Inc.
|
|
|
1,100
|
|
|
28,512
|
|
|
|
Wolverine World Wide, Inc.
(b)
|
|
|
8,400
|
|
|
130,872
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
607,224
|
|
|
|
|
|
|
|
|
|
|
|
Soaps
& Household Chemicals - 0.3%
|
|
Chattem, Inc. (a)
|
|
|
2,800
|
|
|
156,940
|
|
|
|
Helen of Troy Ltd. (a)
|
|
|
5,100
|
|
|
70,125
|
|
|
|
WD-40 Co.
|
|
|
2,900
|
|
|
70,006
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
297,071
|
|
|
|
|
|
|
|
|
|
|
|
Steel -
0.0%
|
|
China Precision Steel,
Inc. (a)
|
|
|
4,700
|
|
|
5,499
|
|
|
|
General Steel Holdings,
Inc. (a)
|
|
|
1,300
|
|
|
3,419
|
|
|
|
Olympic Steel, Inc.
|
|
|
1,200
|
|
|
18,204
|
|
|
|
Sutor Technology Group
Ltd. (a)
|
|
|
1,700
|
|
|
2,363
|
|
|
|
Universal Stainless &
Alloy Products, Inc. (a)
|
|
|
1,100
|
|
|
10,637
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,122
|
|
|
|
|
|
|
|
|
|
|
|
Sugar -
0.0%
|
|
Imperial Sugar Co. New
Shares
|
|
|
1,900
|
|
|
13,661
|
|
|
|
|
|
|
|
|
|
|
|
Synthetic
Fibers - 0.0%
|
|
Zoltek Cos., Inc. (a)
|
|
|
4,800
|
|
|
32,688
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunications
Equipment - 0.3%
|
|
Applied Signal Technology,
Inc.
|
|
|
1,900
|
|
|
38,437
|
|
|
|
Arris Group, Inc. (a)
|
|
|
20,946
|
|
|
154,372
|
|
|
|
Cogo Group, Inc. (a)
|
|
|
4,500
|
|
|
30,060
|
|
|
|
Mastec, Inc. (a)
|
|
|
6,900
|
|
|
83,421
|
|
|
|
OpNext, Inc. (a)
|
|
|
2,600
|
|
|
4,446
|
|
|
|
Powerwave Technologies,
Inc. (a)
|
|
|
22,200
|
|
|
13,187
|
|
|
|
Symmetricom, Inc. (a)
|
|
|
8,000
|
|
|
28,000
|
|
|
|
UTStarcom, Inc. (a)
|
|
|
19,300
|
|
|
15,054
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
366,977
|
|
|
|
|
|
|
|
|
|
|
|
Textile
Products - 0.0%
|
|
Interface, Inc. Class A
|
|
|
9,000
|
|
|
26,910
|
|
|
|
Unifi, Inc. (a)
|
|
|
8,400
|
|
|
5,376
|
|
|
|
Xerium Technologies, Inc.
(a)
|
|
|
2,700
|
|
|
1,809
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,095
|
|
|
|
|
|
|
|
|
|
|
|
Textiles
Apparel Manufacturers - 0.7%
|
|
American Apparel, Inc. (a)
|
|
|
6,200
|
|
|
18,104
|
|
|
|
Carters, Inc. (a)
|
|
|
9,200
|
|
|
173,052
|
|
|
|
Cherokee, Inc.
|
|
|
1,400
|
|
|
21,840
|
|
|
|
Columbia Sportswear Co.
|
|
|
2,200
|
|
|
65,824
|
|
|
|
FGX International Holdings
Ltd. (a)
|
|
|
2,000
|
|
|
23,240
|
|
|
|
G-III Apparel Group, Ltd.
(a)
|
|
|
1,900
|
|
|
10,488
|
|
|
|
J. Crew Group, Inc. (a)
|
|
|
6,870
|
|
|
90,547
|
|
|
|
lululemon athletica, inc.
(a)
|
|
|
3,200
|
|
|
27,712
|
|
|
|
Maidenform Brands, Inc.
(a)
|
|
|
3,400
|
|
|
31,144
|
|
41
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Oxford Industries, Inc.
|
|
|
1,800
|
|
$
|
11,106
|
|
|
|
Perry Ellis International,
Inc. (a)
|
|
|
1,850
|
|
|
6,401
|
|
|
|
Quiksilver, Inc. (a)
|
|
|
21,600
|
|
|
27,648
|
|
|
|
True Religion Apparel,
Inc. (a)
|
|
|
3,000
|
|
|
35,430
|
|
|
|
Under Armour, Inc. Class A
(a)
|
|
|
5,500
|
|
|
90,365
|
|
|
|
Volcom, Inc. (a)
|
|
|
3,200
|
|
|
31,040
|
|
|
|
The Warnaco Group, Inc.
(a)
|
|
|
7,400
|
|
|
177,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
841,541
|
|
|
|
|
|
|
|
|
|
|
|
Tires
& Rubber - 0.1%
|
|
Cooper Tire & Rubber
Co.
|
|
|
9,900
|
|
|
39,996
|
|
|
|
Titan International, Inc.
|
|
|
5,750
|
|
|
28,923
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68,919
|
|
|
|
|
|
|
|
|
|
|
|
Tobacco -
0.3%
|
|
Alliance One
International, Inc. (a)(b)
|
|
|
15,800
|
|
|
60,672
|
|
|
|
Star Scientific, Inc. (a)
|
|
|
12,200
|
|
|
52,216
|
|
|
|
Universal Corp.
|
|
|
4,100
|
|
|
122,672
|
|
|
|
Vector Group Ltd.
|
|
|
5,794
|
|
|
75,264
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
310,824
|
|
|
|
|
|
|
|
|
|
|
|
Toys -
0.1%
|
|
Jakks Pacific, Inc. (a)
|
|
|
4,600
|
|
|
56,810
|
|
|
|
Leapfrog Enterprises, Inc.
(a)
|
|
|
4,900
|
|
|
6,762
|
|
|
|
RC2 Corp. (a)
|
|
|
3,100
|
|
|
16,337
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,909
|
|
|
|
|
|
|
|
|
|
|
|
Transportation
Miscellaneous - 0.2%
|
|
Dynamex, Inc. (a)
|
|
|
1,400
|
|
|
18,312
|
|
|
|
HUB Group, Inc. Class A
(a)
|
|
|
6,200
|
|
|
105,400
|
|
|
|
Odyssey Marine
Exploration, Inc. (a)
|
|
|
7,900
|
|
|
26,702
|
|
|
|
Pacer International, Inc.
|
|
|
5,900
|
|
|
20,650
|
|
|
|
Textainer Group Holdings
Ltd.
|
|
|
1,500
|
|
|
10,125
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
181,189
|
|
|
|
|
|
|
|
|
|
|
|
Truckers
- 0.7%
|
|
Arkansas Best Corp.
|
|
|
3,600
|
|
|
68,472
|
|
|
|
Celadon Group, Inc. (a)
|
|
|
4,000
|
|
|
22,200
|
|
|
|
Forward Air Corp.
|
|
|
5,000
|
|
|
81,150
|
|
|
|
Heartland Express, Inc.
|
|
|
9,700
|
|
|
143,657
|
|
|
|
Knight Transportation,
Inc.
|
|
|
9,450
|
|
|
143,262
|
|
|
|
Marten Transport Ltd. (a)
|
|
|
2,500
|
|
|
46,700
|
|
|
|
Old Dominion Freight Line,
Inc. (a)
|
|
|
4,450
|
|
|
104,531
|
|
|
|
Patriot Transportation
Holding, Inc. (a)
|
|
|
200
|
|
|
12,464
|
|
|
|
Saia, Inc. (a)
|
|
|
2,300
|
|
|
27,485
|
|
|
|
Universal Truckload
Services, Inc.
|
|
|
1,000
|
|
|
14,340
|
|
|
|
Werner Enterprises, Inc.
|
|
|
6,900
|
|
|
104,328
|
|
|
|
YRC Worldwide, Inc. (a)
|
|
|
9,840
|
|
|
44,182
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
812,771
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Electrical - 2.3%
|
|
Allete, Inc.
|
|
|
4,400
|
|
|
117,436
|
|
|
|
Avista Corp.
|
|
|
9,200
|
|
|
126,776
|
|
|
|
Black Hills Corp.
|
|
|
6,400
|
|
|
114,496
|
|
|
|
CH Energy Group, Inc.
|
|
|
2,700
|
|
|
126,630
|
|
|
|
Central Vermont Public
Service Corp.
|
|
|
1,700
|
|
|
29,410
|
|
|
|
Cleco Corp.
|
|
|
10,200
|
|
|
221,238
|
|
|
|
El Paso Electric Co. (a)
|
|
|
7,700
|
|
|
108,493
|
|
|
|
The Empire District
Electric Co.
|
|
|
5,700
|
|
|
82,308
|
|
42
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
IDACORP, Inc.
|
|
|
7,300
|
|
$
|
170,528
|
|
|
|
ITC Holdings Corp.
|
|
|
8,300
|
|
|
362,046
|
|
|
|
MGE Energy, Inc.
|
|
|
3,700
|
|
|
116,069
|
|
|
|
NorthWestern Corp.
|
|
|
5,700
|
|
|
122,436
|
|
|
|
Otter Tail Corp.
|
|
|
5,700
|
|
|
125,685
|
|
|
|
PNM Resources, Inc.
|
|
|
13,900
|
|
|
114,814
|
|
|
|
Pike Electric Corp. (a)
|
|
|
2,800
|
|
|
25,900
|
|
|
|
Portland General Electric
Co.
|
|
|
10,700
|
|
|
188,213
|
|
|
|
UIL Holdings Corp.
|
|
|
4,333
|
|
|
96,713
|
|
|
|
Unisource Energy Corp.
|
|
|
5,800
|
|
|
163,502
|
|
|
|
Westar Energy, Inc.
|
|
|
17,100
|
|
|
299,763
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,712,456
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Gas Distributors - 1.5%
|
|
Chesapeake Utilities Corp.
|
|
|
1,300
|
|
|
39,624
|
|
|
|
The Laclede Group, Inc.
|
|
|
3,600
|
|
|
140,328
|
|
|
|
New Jersey Resources Corp.
|
|
|
6,800
|
|
|
231,064
|
|
|
|
Nicor, Inc.
|
|
|
7,400
|
|
|
245,902
|
|
|
|
Northwest Natural Gas Co.
|
|
|
4,500
|
|
|
195,390
|
|
|
|
Piedmont Natural Gas Co.
|
|
|
12,000
|
|
|
310,680
|
|
|
|
South Jersey Industries,
Inc.
|
|
|
5,000
|
|
|
175,000
|
|
|
|
Southwest Gas Corp.
|
|
|
7,200
|
|
|
151,704
|
|
|
|
WGL Holdings, Inc.
|
|
|
8,000
|
|
|
262,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,752,092
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Gas Pipelines - 0.0%
|
|
Crosstex Energy, Inc.
|
|
|
6,700
|
|
|
10,988
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Miscellaneous - 0.1%
|
|
Ormat Technologies, Inc.
|
|
|
3,000
|
|
|
82,380
|
|
|
|
Synthesis Energy Systems,
Inc. (a)
|
|
|
3,600
|
|
|
2,376
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84,756
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Telecommunications - 1.3%
|
|
Alaska Communications
Systems Group, Inc.
|
|
|
7,400
|
|
|
49,580
|
|
|
|
Atlantic Tele-Network,
Inc.
|
|
|
1,400
|
|
|
26,852
|
|
|
|
Cbeyond Communications,
Inc. (a)
|
|
|
4,200
|
|
|
79,086
|
|
|
|
Centennial Communications
Corp. (a)
|
|
|
11,100
|
|
|
91,686
|
|
|
|
Cincinnati Bell, Inc. (a)
|
|
|
38,900
|
|
|
89,470
|
|
|
|
Cogent Communications
Group, Inc. (a)(b)
|
|
|
7,900
|
|
|
56,880
|
|
|
|
Consolidated Communications
Holdings, Inc.
|
|
|
3,419
|
|
|
35,079
|
|
|
|
FairPoint Communications,
Inc.
|
|
|
15,450
|
|
|
12,051
|
|
|
|
FiberTower Corp. (a)
|
|
|
20,310
|
|
|
4,062
|
|
|
|
General Communication,
Inc. Class A (a)
|
|
|
8,000
|
|
|
53,440
|
|
|
|
Global Crossing Ltd. (a)
|
|
|
4,500
|
|
|
31,500
|
|
|
|
Globalstar, Inc. (a)
|
|
|
8,200
|
|
|
2,870
|
|
|
|
ICO Global Communications
Holdings Ltd. (a)
|
|
|
17,500
|
|
|
6,125
|
|
|
|
IDT Corp. Class B (a)
|
|
|
2,699
|
|
|
3,131
|
|
|
|
iPCS, Inc. (a)
|
|
|
2,900
|
|
|
28,159
|
|
|
|
Ibasis, Inc. (a)
|
|
|
4,100
|
|
|
2,747
|
|
|
|
Iowa Telecommunications
Services, Inc.
|
|
|
5,400
|
|
|
61,884
|
|
|
|
j2 Global Communications,
Inc. (a)
|
|
|
7,500
|
|
|
164,175
|
|
|
|
NTELOS Holdings Corp.
|
|
|
5,000
|
|
|
90,700
|
|
|
|
Neutral Tandem, Inc. (a)
|
|
|
2,700
|
|
|
66,447
|
|
|
|
ORBCOMM, Inc. (a)
|
|
|
4,300
|
|
|
6,321
|
|
43
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industry
|
|
Common
Stocks
|
|
Shares
Held
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
PAETEC Holding Corp. (a)
|
|
|
20,570
|
|
$
|
29,621
|
|
|
|
Premiere Global Services,
Inc. (a)
|
|
|
10,400
|
|
|
91,728
|
|
|
|
RCN Corp. (a)
|
|
|
6,200
|
|
|
22,940
|
|
|
|
Shenandoah Telecom Co.
|
|
|
3,800
|
|
|
86,640
|
|
|
|
TW Telecom, Inc. (a)
|
|
|
24,830
|
|
|
217,263
|
|
|
|
USA Mobility, Inc.
|
|
|
4,200
|
|
|
38,682
|
|
|
|
Virgin Mobile USA, Inc.
(a)
|
|
|
3,600
|
|
|
4,644
|
|
|
|
Vonage Holdings Corp. (a)
|
|
|
8,300
|
|
|
3,320
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,457,083
|
|
|
|
|
|
|
|
|
|
|
|
Utilities:
Water - 0.4%
|
|
American States Water Co.
(b)
|
|
|
3,000
|
|
|
108,960
|
|
|
|
California Water Service
Group
|
|
|
3,300
|
|
|
138,138
|
|
|
|
Connecticut Water Service,
Inc.
|
|
|
1,700
|
|
|
34,476
|
|
|
|
Consolidated Water Co.,
Inc.
|
|
|
2,100
|
|
|
22,785
|
|
|
|
Middlesex Water Co.
|
|
|
2,500
|
|
|
36,000
|
|
|
|
SJW Corp.
|
|
|
2,300
|
|
|
58,489
|
|
|
|
Southwest Water Co.
|
|
|
3,965
|
|
|
17,050
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
415,898
|
|
|
|
|
|
|
|
|
|
|
|
Wholesalers
- 0.2%
|
|
Brightpoint, Inc. (a)
|
|
|
8,430
|
|
|
36,080
|
|
|
|
Chindex International,
Inc. (a)
|
|
|
2,400
|
|
|
11,928
|
|
|
|
Houston Wire & Cable
Co.
|
|
|
3,200
|
|
|
24,800
|
|
|
|
MWI Veterinary Supply,
Inc. (a)
|
|
|
1,600
|
|
|
45,568
|
|
|
|
United Stationers, Inc.
(a)
|
|
|
3,800
|
|
|
106,704
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
225,080
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Common Stocks
(Cost - $192,293,304) - 90.2%
|
|
|
|
|
|
104,658,933
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment
Companies
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Kelso Capital
Corp. (c)
|
|
|
1,800
|
|
|
7,542
|
|
|
|
Gladstone Capital Corp.
|
|
|
3,000
|
|
|
18,780
|
|
|
|
Hercules Technology Growth
Capital, Inc.
|
|
|
5,913
|
|
|
29,565
|
|
|
|
Kayne Anderson Energy
Development Co.
|
|
|
1,400
|
|
|
13,076
|
|
|
|
Patriot Capital Funding,
Inc.
|
|
|
3,500
|
|
|
6,405
|
|
|
|
Pennantpark Investment
Corp.
|
|
|
3,600
|
|
|
13,500
|
|
|
|
Prospect Capital Corp.
|
|
|
4,900
|
|
|
41,748
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Investment Companies
(Cost - $378,230) - 0.1%
|
|
|
|
|
|
130,616
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Warrants
(d)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy
Miscellaneous - 0.0%
|
|
GreenHunter Energy, Inc.
(expires 8/27/11)
|
|
|
60
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Warrants (Cost - $0) - 0.0%
|
|
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rights
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Insurance:
Property- Casualty - 0.0%
|
|
United America Indemnity
(e)
|
|
|
3,064
|
|
|
1,436
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Rights
(Cost - $15,551) - 0.0%
|
|
|
|
|
|
1,436
|
|
|
|
|
|
|
|
|
|
|
|
44
|
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term
Securities
|
|
Maturity
Date
|
|
Yield
|
|
Face
Amount
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Time
Deposits - 11.7%
|
|
State Street Bank &
Trust Co.
|
|
4/01/09
|
|
0.01%
|
|
$
|
13,547,771
|
|
$
|
13,547,771
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Short-Term Securities
(Cost - $13,547,771) - 11.7%
|
|
|
|
|
|
|
|
|
|
13,547,771
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Investments Before Options Written
(Cost - $206,234,856*) - 102.0%
|
|
|
|
|
|
|
|
118,338,756
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Options
Written
|
|
Number of
Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call
Options Written
|
|
Russell 2000 Index,
expiring April 2009 at USD 420
|
|
|
1,300
|
|
|
(2,379,000
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Options Written
(Premiums Received - $1,844,102) - (2.0%)
|
|
|
|
|
|
(2,379,000
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
Investments, Net of Options Written
(Net Cost - $204,390,754) - 100.0%
|
|
|
|
|
|
115,959,756
|
|
|
|
Other
Assets Less Liabilities
|
|
|
|
|
|
38,420
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net
Assets - 100.0%
|
|
|
|
|
$
|
115,998,176
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*
|
The cost and unrealized
appreciation (depreciation) of investments as of March 31, 2009, as computed
for federal income tax purposes, were as follows:
|
|
|
|
|
|
Aggregate cost
|
|
$
|
206,234,856
|
|
|
|
|
|
|
Gross unrealized
appreciation
|
|
$
|
5,619,623
|
|
Gross unrealized
depreciation
|
|
|
(93,515,723
|
)
|
|
|
|
|
|
Net unrealized
depreciation
|
|
$
|
(87,896,100
|
)
|
|
|
|
|
|
|
|
(a)
|
Non-income producing
security.
|
|
|
(b)
|
All or a portion of
security pledged as collateral in connection with open financial futures
contracts.
|
|
|
(c)
|
Investments in companies
considered to be an affiliate of the Fund, for purposes of Section 2(a)(3) of
the Investment Company Act of 1940, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliate
|
|
Purchase
Cost
|
|
Sales
Cost
|
|
Realized
Gain
|
|
Dividend
Income
|
|
|
|
|
|
|
|
|
|
|
|
Anthracite Capital, Inc.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Kelso Capital
Corp.
|
|
|
|
|
|
|
|
|
|
|
$
|
731
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(d)
|
Warrants entitle the Fund
to purchase a predetermined number of shares of common stock and are
non-income producing. The purchase price and number of shares are subject to
adjustment under certain conditions until the expiration date.
|
|
|
(e)
|
The rights may be
exercised until April 6, 2009.
|
|
|
|
For Fund portfolio
compliance purposes, the Funds industry classifications refer to any one or
more of the industry sub-classifications used by one or more widely
recognized market indexes or ratings group indexes, and/or as defined by Fund
management. This definition may not apply for purposes of this report, which
may combine industry sub-classifications for reporting ease.
|
45
|
Small Cap Premium & Dividend
Income Fund Inc.
|
|
Schedule
of Investments as of March 31, 2009 (Unaudited)
|
|
|
|
|
|
Financial futures
contracts purchased as of March 31, 2009 were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Contracts
|
|
Issue
|
|
Expiration
Date
|
|
Face
Value
|
|
Appreciation
|
|
|
|
|
|
|
|
|
|
|
|
45
|
|
E-MINI
|
|
|
June
|
|
|
|
|
|
|
|
|
|
Russell
2000
|
|
|
2009
|
|
$
|
1,815,307
|
|
$
|
80,543
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The Fund adopted Financial
Accounting Standards Board Statement of Financial Accounting Standards No.
157, Fair Value Measurements (FAS 157). FAS 157 clarifies the definition
of fair value, establishes a framework for measuring fair values and requires
additional disclosures about the use of fair value measurements. Various
inputs are used in determining the fair value of investments, which are as
follows:
|
|
|
|
|
|
|
|
Level 1 - price quotations
in active markets/exchanges for identical securities
|
|
|
|
|
|
|
|
Level 2 - other observable
inputs (including, but not limited to: quoted prices for similar assets or
liabilities in markets that are not active, inputs other than quoted prices
that are observable for the assets or liabilities (such as interest rates,
yield curves, volatilities, prepayment speeds, loss severities, credit risks
and default rates) or other market-corroborated inputs)
|
|
|
|
|
|
|
|
Level 3 - unobservable
inputs based on the best information available in the circumstance, to the
extent observable inputs are not available (including the Funds own
assumption used in determining the fair value of investments)
|
|
|
|
The inputs or methodology
used for valuing securities are not necessarily an indication of the risk
associated with investing in those securities. For information about the
Funds policy regarding valuation of investments and other significant
accounting policies, please refer to the Funds most recent financial
statements as contained in its annual report.
|
|
|
|
The following table
summarizes the inputs used as of March 31, 2009 in determining the fair
valuation of the Funds investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Valuation
Inputs
|
|
Investments in
Securities
|
|
Other Financial Instruments*
|
|
|
|
|
|
|
|
|
|
Assets
|
|
Assets
|
|
Liabilities
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
$
|
104,789,503
|
|
$
|
80,543
|
|
$
|
(2,379,000
|
)
|
Level 2
|
|
|
13,549,253
|
|
|
|
|
|
|
|
Level 3
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
|
|
$
|
118,338,756
|
|
$
|
80,543
|
|
$
|
(2,379,000
|
)
|
|
|
|
|
|
|
|
|
|
|
|
* Other financial instruments are futures and options.
46
Item 2 –
|
Controls and Procedures
|
|
|
2(a) –
|
The registrant’s principal executive and principal financial officers or persons performing similar functions have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”)) are effective as of a date
within 90 days of the filing of this report based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.
|
|
|
2(b) –
|
There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial
reporting.
|
|
|
Item 3 –
|
Exhibits
|
|
|
|
Certifications – Attached hereto
|
|
|
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
|
|
|
|
Small Cap Premium & Dividend Income Fund Inc.
|
|
|
|
By:
|
/s/ Mitchell M. Cox
|
|
|
|
Mitchell M. Cox
|
|
|
Chief Executive Officer (principal executive officer) of
|
|
|
Small Cap Premium & Dividend Income Fund Inc.
|
|
|
|
Date: May 20, 2009
|
|
|
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|
|
|
By:
|
/s/ Mitchell M. Cox
|
|
|
|
Mitchell M. Cox
|
|
|
Chief Executive Officer (principal executive officer) of
|
|
|
Small Cap Premium & Dividend Income Fund Inc.
|
|
|
|
Date: May 20, 2009
|
|
|
|
By:
|
/s/ James E. Hillman
|
|
|
|
James E. Hillman
|
|
|
Chief Financial Officer (principal financial officer) of
|
|
|
Small Cap Premium & Dividend Income Fund Inc.
|
|
|
|
Date: May 20, 2009
|
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