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SOURCE CAPITAL /DE/ Interim / Quarterly Report 2009

Nov 25, 2009

33116_rns_2009-11-25_c8414a78-e8a7-4b8d-981b-fd8b7b9bffca.zip

Interim / Quarterly Report

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N-Q 1 a09-29494_2nq.htm N-Q

*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 | |
| --- | --- |
| Source
Capital, Inc. | |
| (Exact name of registrant as specified in charter) | |
| 11400 West Olympic Boulevard, Suite 1200, Los Angeles, California | 90064 |
| (Address of principal executive offices) | (Zip code) |
| J. Richard Atwood, Treasurer, Source Capital, Inc., 11400 West Olympic Boulevard, Suite 1200, Los Angeles, California 90064 | |
| (Name and address of agent for service) | |
| Registrant’s
telephone number, including area code: | (310)
473-0225 |
| Date of
fiscal year end: | December 31 |
| Date of
reporting period: | September
30, 2009 |

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ITEM 1. Schedule of Investments.

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Source Capital, Inc.

Portfolio of Investments

September 30, 2009 (unaudited)

Shares or
Principal
COMMON STOCKS Amount Value
BUSINESS SERVICES & SUPPLIES — 24.3%
Brady
Corporation (Class A) 431,500 $ 12,392,680
Charles
River Laboratories International, Inc.* 460,035 17,012,094
CLARCOR, Inc. 320,000 10,035,200
Copart, Inc.* 303,800 10,089,198
Life
Technologies Corporation* 535,000 24,904,250
Manpower
Inc. 300,000 17,013,000
ScanSource, Inc . * 803,363 22,751,240
$ 114,197,662
PRODUCER DURABLE GOODS — 17.9%
Actuant
Corporation (Class A) 400,000 $ 6,424,000
Franklin
Electric Co., Inc. 285,900 8,196,753
Graco
Inc. 501,300 13,971,231
HNI
Corporation 627,933 14,819,219
IDEX
Corporation 540,900 15,118,155
WABCO
Holdings Inc. 625,000 13,125,000
Zebra
Technologies Corporation (Class A)* 486,900 12,625,317
$ 84,279,675
RETAILING — 13.5%
CarMax, Inc.* 1,017,412 $ 21,263,911
O’Reilly
Automotive, Inc.* 600,000 21,684,000
Signet
Jewelers Limited 773,200 20,358,356
$ 63,306,267
ENERGY — 9.7%
FMC
Technologies, Inc.* 195,000 $ 10,186,800
Helix
Energy Solutions Group, Inc.* 660,900 9,900,282
Noble
Corporation 670,000 25,433,200
$ 45,520,282
HEALTH CARE — 8.8%
Bio-Rad
Laboratories, Inc. (Class A)* 187,200 $ 17,199,936
Lincare
Holdings Inc.* 480,000 15,000,000
Varian
Medical Systems, Inc.* 53,200 2,241,316
VCA
Antech, Inc.* 250,000 6,722,500
$ 41,163,752
TRANSPORTATION — 6.7%
Heartland
Express, Inc. 1,046,000 $ 15,062,400
Knight
Transportation, Inc. 963,000 16,159,140
$ 31,221,540
TECHNOLOGY — 4.2%
Maxim
Integrated Products, Inc. 392,000 $ 7,110,880
Microchip
Technology Incorporated 474,951 12,586,201
$ 19,697,081
ENTERTAINMENT — 3.5%
Carnival
Corporation (Class A)* 499,900 $ 16,636,672
FINANCIAL — 2.3%
Brown &
Brown, Inc. 557,300 $ 10,677,868
TOTAL COMMON STOCKS — 90.9% (Cost $337,866,995) $ 426,700,799
PREFERRED STOCKS
REAL ESTATE INVESTMENT TRUST
CBL &
Associates Properties, Inc. 100,000 $ 1,950,000
ProLogis
(Series G) 120,000 2,364,000
TOTAL PREFERRED STOCKS — 0.9% (Cost $5,726,454) $ 4,314,000

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| CONVERTIBLE BONDS AND DEBENTURES — Diodes, Inc.
— 2.25% 2026 | $ 2,000,000 | $ 1,907,500 | |
| --- | --- | --- | --- |
| Transocean, Inc.
— 1.5% 2037 | 2,000,000 | 1,942,500 | |
| TOTAL CONVERTIBLE BONDS AND DEBENTURES — 0.8% (Cost
$2,770,000) | | $ 3,850,000 | |
| NON-CONVERTIBLE BONDS AND DEBENTURES | | | |
| CORPORATE — 4.6% | | | |
| Brown
Shoe Company, Inc. — 8.75% 2012 | $ 3,000,000 | $ 2,940,000 | |
| Central
Garden & Pet Company — 9.125% 2013 | 3,000,000 | 3,018,750 | |
| Deluxe
Corporation — 5% 2012 | 2,000,000 | 1,823,440 | |
| Helix
Energy Solutions Group, Inc. — 9.5% 2016 | 2,000,000 | 2,002,880 | |
| Invacare
Corporation — 9.75% 2015 | 3,000,000 | 3,180,000 | |
| Nova
Chemicals Corporation — 6.5% 2012 | 1,970,000 | 1,942,499 | |
| PolyOne
Corporation — 6.58% 2011 | 1,500,000 | 1,478,505 | |
| Rock-Tenn
Co. — 9.25% 2016 | 2,000,000 | 2,145,000 | |
| Titan
International, Inc. — 8% 2012 | 3,000,000 | 2,902,500 | |
| | | $ 21,433,574 | |
| U.S. GOVERNMENT AGENCY — 0.0% | | | |
| Government
National Mortgage Association (Mobile Home) — 9.75% 2010 | $ 42,399 | $ 43,730 | |
| TOTAL NON-CONVERTIBLE BONDS AND DEBENTURES —
4.6% (Cost $21,299,678) | | $ 21,477,304 | |
| TOTAL INVESTMENT SECURITIES — 97.2% (Cost $367,663,127) | | $ 456,342,103 | |
| SHORT-TERM INVESTMENTS — 2.8% (Cost $13,311,867) | | | |
| Toyota
Motor Credit Corporation — 0.1% 10/1/09 | $ 5,312,000 | $ 5,312,000 | |
| Chevron
Funding Corporation — 0.12% 10/6/09 | 8,000,000 | 7,999,867 | |
| | | $ 13,311,867 | |
| TOTAL INVESTMENTS — 100.0% (Cost $380,974,994) — Note 2 | | $ 469,653,970 | |
| Other
assets and liabilities, net — 0.0% | | (75,935 | ) |
| TOTAL NET ASSETS — 100.0% | | $ 469,578,035 | |

*Non-income producing security

*NOTE 1 — Disclosure of Fair Value Measurements*

The Company classifies its assets based on three valuation methodologies. Level 1 investment securities are valued based on quoted market prices in active markets for identical assets. Level 2 investment securities are valued based on significant observable market inputs, such as quoted prices for similar assets and quoted prices in inactive markets or other market observable inputs. Level 3 investment securities are valued using significant unobservable inputs that reflect the Fund’s determination of assumptions that market participants might reasonably use in valuing the assets. The valuation levels are not necessarily an indication of the risk associated with investing in those securities. The following table presents the valuation levels of the Fund’s investments as of September 30, 2009:

Investments Level 1 Level 2 Level 3 Total
Common
Stocks
Business
Services & Supplies $ 114,197,662 — — $ 114,197,662
Producer
Durable Goods 84,279,675 — — 84,279,675
Retailing 63,306,267 — — 63,306,267
Energy 45,520,282 — — 45,520,282
Health
Care 41,163,752 — — 41,163,752
Transportation 31,221,540 — — 31,221,540
Technology 19,697,081 — — 19,697,081
Entertainment 16,636,672 — — 16,636,672
Financial 10,677,868 — — 10,677,868
Preferred
Stocks 4,314,000 — — 4,314,000
Convertible
Bonds & Debentures — $ 3,850,000 — 3,850,000
Non-Convertible
Bonds & Debentures — 21,477,304 — 21,477,304
Short-Term
Investments — 13,311,867 — 13,311,867
Total
Investments $ 431,014,799 $ 38,639,171 — $ 469,653,970

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*NOTE 2 — Federal Income Tax*

The aggregate cost of investment securities was $368,168,705 for Federal income tax purposes. Net unrealized appreciation consists of:

| Gross
unrealized appreciation: | $ | |
| --- | --- | --- |
| Gross
unrealized depreciation: | (20,859,230 | ) |
| Net
unrealized appreciation: | $ 88,173,398 | |

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ITEM 2. CONTROLS AND PROCEDURES.

(a) The principal executive officer and principal financial officer of the registrant have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) are effective based on their evaluation of the disclosure controls and procedures as of a date within 90 days of the filing date of this report.

(b) There have been no significant changes in the registrant’s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.

ITEM 3. EXHIBITS.

(a) Separate certification for the registrant’s principal executive officer and principal financial officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940. Attached hereto.

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SIGNATURES

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.

| SOURCE
CAPITAL, INC. | |
| --- | --- |
| By: | /s/
ERIC S. ENDE |
| | Eric
S. Ende, President |
| | (Principal
Executive Officer) |
| Date: November 25,
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.

| SOURCE
CAPITAL, INC. | |
| --- | --- |
| By: | /s/
ERIC S. ENDE |
| | Eric
S. Ende, President |
| | (Principal
Executive Officer) |
| Date: November 25,
2009 | |
| By: | /s/
J. RICHARD ATWOOD |
| | J.
Richard Atwood, Treasurer |
| | (Principal
Financial Officer) |
| Date: November 25,
2009 | |

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