Delaware Investments Dividend and Income Fund, Inc.

Holdings as of 06/30/2010 (all share classes)

Portfolio holdings are as of the date noted above and are subject to change at any time. Holdings may not be representative of current or future investments and may not include the entire investment portfolio. Holdings information is made available to the public 30 calendar days after the most recent quarter-end.

Holdings data is for informational purposes only, and is not intended as a recommendation, offer, or solicitation for the purchase or sale of any specific security. By accessing the portfolio holdings, you agree not to reproduce, distribute or disseminate the portfolio holdings, in whole or part. In no event shall the Delaware Family of Funds or its affiliates have any liability relating to the use of the portfolio holdings.

Unlike the Fund's regulatory filings, the portfolio data and its presentation in this document is not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that provided in the complete portfolio of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments filed in the first and third quarter on Form N-Q.

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol
AAR CORP	260,000.00	0.36	$232,375.00	1.75	02/01/2026	AIR CB
ACCELLENT INC	105,000.00	0.16	$103,950.00	10.50	12/01/2013	00430XAB3
ADVANCED MICRO DEVICES INC	450,000.00	0.66	$429,750.00	6.00	05/01/2015	AMD CB
AES CORP/THE	55,000.00	0.09	$55,550.00	8.00	06/01/2020	AES
AES CORP/THE	83,000.00	0.13	$84,867.50	7.75	03/01/2014	AES
AFFINION GROUP INC	70,000.00	0.11	$73,850.00	11.50	10/15/2015	AFFINI
AK STEEL CORP	130,000.00	0.20	$126,750.00	7.62	05/15/2020	AKS
ALASKA COMMUNICATIONS SYSTEMS	260,000.00	0.38	$247,325.00	5.75	03/01/2013	ALSK CB
ALGOMA ACQUISITION CORP	170,000.00	0.22	$145,350.00	9.88	06/15/2015	AGACN
ALION SCIENCE AND TECHNOLOGY C	120,260.00	0.19	$120,861.30	12.00	11/01/2014	ALISCI
ALLERGAN INC/UNITED STATES	415,000.00	0.70	$454,425.00	1.50	04/01/2026	AGN CB
ALLIANCE HEALTHCARE SERVICES I	7,323.00	0.05	$29,584.92	0.00	N/A	AIQ
ALLIANCE ONE INTERNATIONAL INC	20,000.00	0.03	$20,450.00	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	98,000.00	0.15	$100,205.00	10.00	07/15/2016	AOI
ALLISON TRANSMISSION 144A	220,000.00	0.36	$231,550.00	11.00	11/01/2015	019736AA5
ALLSTATE CORP/THE	36,600.00	1.62	$1,051,518.00	0.80	N/A	ALL
AMB PROPERTY CORP	1,280.00	0.05	$30,348.80	1.12	N/A	AMB
AMERICAN AXLE & MFG INC	215,000.00	0.29	$187,587.50	7.88	03/01/2017	02406PAF7
AMERICAN INTERNATIONAL GROUP I	265,000.00	0.33	$211,337.50	8.18	05/15/2058	AIG
AMERICAN PETROLEUM TANKERS LLC	75,000.00	0.12	$75,562.50	10.25	05/01/2015	AMPETR
AMERICAN WATER WORKS CO INC	4,300.00	0.14	$88,580.00	0.84	N/A	AWK
AMES TRUE TEMPER	95,000.00	0.14	$93,100.00	10.00	07/15/2012	031042AB0
AMGEN INC	165,000.00	0.25	$163,762.50	0.38	02/01/2013	AMGN CB
AMGEN INC	270,000.00	0.41	$267,975.00	0.38	02/01/2013	AMGN CB1
AMH HOLDINGS INC	150,000.00	0.24	$153,750.00	11.25	03/01/2014	SIDE
ANTERO RESOURCES FINANCE CORP	115,000.00	0.18	$115,575.00	9.38	12/01/2017	ANTERO
APARTMENT INVESTMENT & MANAGEM	7,968.00	0.24	$154,340.16	0.40	N/A	AIV
APPLETON PAPERS INC	130,000.00	0.19	$123,500.00	10.50	06/15/2015	APPPAP
AQUILEX HOLDINGS LLC/AQUILEX F	145,000.00	0.22	$145,725.00	11.12	12/15/2016	AQUILE
ARCHER-DANIELS-MIDLAND CO	41,000.00	1.63	$1,058,620.00	0.60	N/A	ADM
ARVINMERITOR INC	85,000.00	0.14	$90,525.00	10.62	03/15/2018	ARM
ARVINMERITOR INC	160,000.00	0.24	$154,400.00	8.12	09/15/2015	ARM
ARVINMERITOR INC	235,000.00	0.28	$183,300.00	4.00	02/15/2027	ARM CB
ASHTEAD CAPITAL 144A	100,000.00	0.15	$98,500.00	9.00	08/15/2016	045054AA1
ASPECT SOFTWARE INC	155,000.00	0.24	$155,775.00	10.62	05/15/2017	CRTO
ASPEN INSURANCE CNV PFD	8,800.00	0.69	$449,350.00	2.81	N/A	EP0179044
ASSOCIATED ESTATES REALTY CORP	7,200.00	0.14	$93,240.00	0.68	N/A	AEC
AT&T INC	42,200.00	1.57	$1,020,818.00	1.68	N/A	T
AVADO BRANDS (RESTRICTED)	1,390.00	0.00	$0.00	0.00	N/A	05336N996
AVIS BUDGET CAR RENTAL LLC / A	155,000.00	0.24	$157,325.00	9.62	03/15/2018	CAR
BANK OF NEW YORK MELLON CORP/T	38,300.00	1.46	$945,627.00	0.36	N/A	BK
BAUSCH & LOMB INC	137,000.00	0.22	$141,452.50	9.88	11/01/2015	BOL
BEAZER HOMES USA INC	50,000.00	0.07	$46,500.00	9.12	06/15/2018	BZH
BEAZER HOMES USA INC	110,000.00	0.15	$99,000.00	8.12	06/15/2016	BZH
BERRY PLASTICS CORP	160,000.00	0.24	$154,800.00	8.88	09/15/2014	BERRY
BIOMET INC	140,000.00	0.23	$152,250.00	11.62	10/15/2017	BMET
BIOSCRIP INC	150,000.00	0.23	$149,250.00	10.25	10/01/2015	BIOS
BOSTON PROPERTIES INC	3,000.00	0.33	$214,020.00	2.00	N/A	BXP
BRANDYWINE REALTY TRUST	11,500.00	0.19	$123,625.00	0.60	N/A	BDN
BRE PROPERTIES INC	4,600.00	0.26	$169,878.00	1.50	N/A	BRE
BRISTOL-MYERS SQUIBB CO	42,200.00	1.62	$1,052,468.00	1.28	N/A	BMY
BRISTOW GROUP INC	254,000.00	0.32	$204,787.50	3.00	06/15/2038	BRS CB
BROOKFIELD INFRASTRUCTURE PART	7,600.00	0.19	$120,612.00	1.10	N/A	BIP
BURLINGTON COAT FACTORY INVEST	295,000.00	0.48	$311,225.00	14.50	10/15/2014	BCFACT
BWAY HOLDING CO	145,000.00	0.23	$151,887.50	10.00	06/15/2018	BWY
CABLEVISION SYSTEMS CORP	15,000.00	0.02	$15,262.50	8.00	04/15/2020	CVC
CABLEVISION SYSTEMS CORP	65,000.00	0.10	$66,625.00	8.62	09/15/2017	CVC
CALPINE CORP ESCROW TRACKING	345,000.00	0.00	$0.03	0.00	N/A	131ESC9B3
CAMDEN PROPERTY TRUST	3,450.00	0.22	$140,932.50	1.80	N/A	CPT
CARDINAL HEALTH INC	29,300.00	1.52	$984,773.00	0.78	N/A	CAH
CASELLA WASTE SYSTEMS INC	90,000.00	0.15	$97,650.00	11.00	07/15/2014	CWST
CASELLA WASTE SYSTEMS INC	137,000.00	0.21	$137,685.00	9.75	02/01/2013	CWST
CASH	231,023.60	0.36	$231,023.60	0.00	12/15/2038	US-CASH
CCO HOLDINGS LLC / CCO HOLDING	35,000.00	0.05	$35,350.00	7.88	04/30/2018	CCMM
CCO HOLDINGS LLC / CCO HOLDING	45,000.00	0.07	$46,237.50	8.12	04/30/2020	CCMM
CEMEX ESPANA SA	74,000.00	0.10	$64,750.00	9.25	05/12/2020	CEMEX
CEMEX FINANCE LLC	150,000.00	0.22	$145,500.00	9.50	12/14/2016	CEMEX
CENTURY ALUMINUM CO	131,150.00	0.19	$124,264.63	8.00	05/15/2014	CENX
CENTURY COMM TRACKING	500,000.00	0.00	$0.00	0.00	N/A	156ESCAG0
CHARTER COMMUNICATIONS OPERATI	68,000.00	0.12	$75,820.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	114,000.00	0.20	$126,540.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	220,000.00	0.25	$159,775.00	2.25	12/15/2038	CHK CB
CHEVRON CORP	14,200.00	1.49	$963,612.00	2.88	N/A	CVX
CHIMERA INVESTMENT CORP	23,800.00	0.13	$85,918.00	0.68	N/A	CIM
CITIGROUP INC	900.00	0.16	$101,700.00	0.00	N/A	172967416
CLEAR CHANNEL COMMUNICATIONS I	150,000.00	0.16	$106,125.00	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	145,000.00	0.22	$145,181.25	12.00	12/01/2015	CLWR
CLEARWIRE CORP	285,000.00	0.44	$283,931.25	12.00	12/01/2015	CLWR
COGDELL SPENCER INC	16,800.00	0.18	$113,568.00	0.40	N/A	CSA
COLUMBUS INTERNATIONAL INC	135,000.00	0.22	$144,459.86	11.50	11/20/2014	COLUIF
COMCAST CORP	56,900.00	1.52	$988,353.00	0.38	N/A	CMCSA
COMPLETE PRODUCTION SERVICES I	77,000.00	0.12	$75,652.50	8.00	12/15/2016	CPX
CONOCOPHILLIPS	19,500.00	1.48	$957,255.00	2.20	N/A	COP
COPANO ENERGY LLC / COPANO ENE	94,000.00	0.14	$89,300.00	7.75	06/01/2018	CPNO
COTT BEVERAGES INC	90,000.00	0.14	$91,125.00	8.38	11/15/2017	BCB
CRICKET COMMUNICATIONS INC	150,000.00	0.24	$157,500.00	10.00	07/15/2015	LEAP
CROSSTEX ENERGY LP / CROSSTEX	130,000.00	0.20	$130,487.50	8.88	02/15/2018	XTEX
CVS CAREMARK CORP	34,300.00	1.55	$1,005,676.00	0.35	N/A	CVS
CYPRESS SHARPRIDGE INVESTMENTS	14,800.00	0.29	$187,368.00	2.20	N/A	CYS
DAE AVIATION HOLDINGS INC	135,000.00	0.21	$134,325.00	11.25	08/01/2015	DAEAVI
DAVE & BUSTER'S INC	140,000.00	0.22	$141,750.00	11.00	06/01/2018	DAB
DEAN FOODS	90,000.00	0.13	$84,600.00	7.00	06/01/2016	242370AA2
DELTA AIR LINES INC	9.00	0.00	$105.75	0.00	N/A	DAL
DELTA AIR LINES INC	140,000.00	0.23	$150,150.00	11.75	03/15/2015	DAL
DIGICEL GROUP 144A	100,000.00	0.15	$98,625.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	100,000.00	0.15	$98,250.00	8.88	01/15/2015	DLLTD
DIGICEL GROUP LTD	100,000.00	0.16	$103,625.00	10.50	04/15/2018	DLLTD
DIGITAL REALTY TRUST INC	5,550.00	0.49	$320,124.00	1.92	N/A	DLR
DIGITAL REALTY TRUST LP	95,000.00	0.21	$136,146.88	5.50	04/15/2029	DLR CB
DIRECTV	1,550.00	0.08	$52,576.00	0.00	N/A	DTV
DISH DBS CORP	150,000.00	0.24	$156,750.00	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	160,000.00	0.25	$164,000.00	11.75	11/15/2014	REABLE
DOMINION RESOURCES INC/VA	290,000.00	0.50	$324,437.50	2.12	12/15/2023	D CB
DRUMMOND CO INC	145,000.00	0.23	$146,450.00	9.00	10/15/2014	DRUMCO
DRYSHIPS INC	120,000.00	0.14	$88,950.00	5.00	12/01/2014	DRYS
DYNCORP INTERNATIONAL INC	75,000.00	0.12	$75,562.50	10.38	07/01/2017	DCP
DYNEGY HOLDINGS INC	162,000.00	0.17	$112,792.50	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	263,000.00	0.43	$280,752.50	12.50	11/30/2017	ETFC
EDISON INTERNATIONAL	33,900.00	1.66	$1,075,308.00	1.26	N/A	EIX
EDISON MISSION ENERGY	100,000.00	0.10	$64,500.00	7.00	05/15/2017	EIX
EI DU PONT DE NEMOURS & CO	29,000.00	1.55	$1,003,110.00	1.64	N/A	DD
EL PASO CORP	47,000.00	0.07	$48,089.23	6.88	06/15/2014	EP
EL PASO CORP	52,000.00	0.08	$51,967.19	7.00	06/15/2017	EP
EL PASO ENERGY CAPITAL TRUST I	5,250.00	0.29	$190,785.00	0.00	N/A	EP C
EL PASO PERFORMANCE-LINKED TRU	33,000.00	0.05	$34,180.84	7.75	07/15/2011	EP
ELWOOD ENERGY LLC	157,827.50	0.23	$149,936.13	8.16	07/05/2026	ELWOOD
ENERGY FUTURE HOLDINGS CORP	86,000.00	0.10	$64,070.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	114,825.01	0.13	$85,300.63	3.73	10/10/2014	LN363469
ENTERTAINMENT PROPERTIES TRUST	2,920.00	0.17	$111,164.40	2.60	N/A	EPR
EQUINOX HOLDINGS INC	155,000.00	0.24	$154,031.25	9.50	02/01/2016	EQUNOX
EQUITY RESIDENTIAL	6,600.00	0.42	$274,824.00	1.35	N/A	EQR
ESSAR STEEL ALGOMA INC	15,000.00	0.02	$14,325.00	9.38	03/15/2015	ALGCN
EURONET WORLDWIDE INC	435,000.00	0.63	$406,725.00	3.50	10/15/2025	EEFT CB
EXPRESS LLC & EXPRESS FINANCE	100,000.00	0.16	$102,250.00	8.75	03/01/2018	EXPR
FEDERAL HOME LOAN BANK DISCOUN	84,166.29	0.13	$84,166.04	0.01	07/07/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	326,886.48	0.50	$326,883.86	0.06	07/16/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	337,763.29	0.52	$337,760.59	0.01	07/15/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	748,736.36	1.16	$748,734.11	0.00	07/06/2010	FHLBDN
FEDERAL NATIONAL MORTGAGE ASSO	3,500.00	0.00	$1,820.00	0.00	N/A	313586745
FEDERAL REALTY INVESTMENT TRUS	300.00	0.03	$21,081.00	2.64	N/A	FRT
FELCOR LODGING LP	155,000.00	0.25	$162,750.00	10.00	10/01/2014	FCH
FHLB DISCOUNT NOTE 7/1/10	998,315.15	1.54	$998,315.14	0.00	07/01/2010	0701PFDIS
FIFTH STREET FINANCE CORP	34,041.00	0.58	$375,472.23	1.28	N/A	FSC
FIRST DATA CORP	165,000.00	0.19	$126,225.00	9.88	09/24/2015	FDC
FIRST DATA CORP	195,000.00	0.19	$120,900.00	11.25	03/31/2016	FDC
FLEXTRONICS INTERNATIONAL	4,400.00	0.04	$24,640.00	0.00	N/A	FLEX
FMG FINANCE PTY LTD	275,000.00	0.47	$303,875.00	10.62	09/01/2016	30250BAC3
FORD MOTOR CO	244,000.00	0.34	$221,430.00	7.45	07/16/2031	F
FORD MOTOR CREDIT CO LLC	160,000.00	0.29	$185,390.08	12.00	05/15/2015	F
FOSTER WHEELER	2.00	0.00	$42.12	0.00	N/A	FWLT
GAYLORD ENTERTAINMENT CO	160,000.00	0.26	$167,600.00	3.75	10/01/2014	GET CB
GCI INC	115,000.00	0.18	$115,287.50	8.62	11/15/2019	GNCMA
GENERAL GROWTH PROPERTIES INC	6.00	0.00	$79.56	0.02	N/A	GGP
GENERAL MARITIME CORP	155,000.00	0.25	$158,875.00	12.00	11/15/2017	GMR
GENERAL MOTORS	265,000.00	0.13	$81,487.50	7.20	01/15/2011	370442BB0
GENWORTH FINANCIAL	291,000.00	0.31	$200,790.00	6.15	11/15/2066	37247DAG1
GEOEYE INC	550.00	0.03	$17,127.00	0.00	N/A	GEOY
GLOBAL CASH ACCESS LLC/GLOBAL	35,000.00	0.05	$35,218.75	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	205,000.00	0.34	$218,325.00	12.00	09/15/2015	GLBC
GLOBAL GEOPHYSICAL SERVICES IN	70,000.00	0.10	$67,550.00	10.50	05/01/2017	GGS
GMAC INC	160,000.00	0.23	$148,800.00	8.00	12/31/2018	GMAC
GOVERNMENT PROPERTIES INCOME T	4,800.00	0.19	$122,496.00	1.60	N/A	GOV
GRAY TELEVISION INC	150,000.00	0.23	$146,250.00	10.50	06/29/2015	GTN
GXS WORLDWIDE INC	150,000.00	0.22	$144,000.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	110,000.00	0.14	$90,750.00	10.00	12/15/2018	HET
HARRAH'S OPERATING CO INC	189,000.00	0.24	$155,925.00	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	69,300.00	0.11	$69,300.00	12.38	12/31/2016	HET
HBOS CAPITAL FUNDING LP	205,000.00	0.22	$143,500.00	6.07	06/29/2049	40411CAA0
HCA INC/DE	145,000.00	0.24	$154,062.50	9.25	11/15/2016	HCA
HCP INC	15,650.00	0.78	$504,712.50	1.86	N/A	HCP
HEADWATERS INC	145,000.00	0.23	$147,175.00	11.38	11/01/2014	HW
HEALTH CARE REIT INC	9,060.00	0.59	$381,607.20	2.72	N/A	HCN
HELIX ENERGY SOLUTIONS GROUP I	201,000.00	0.29	$185,925.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	155,000.00	0.21	$138,337.50	10.50	10/15/2017	HERO
HEXION SPECIALTY	226,000.00	0.33	$214,700.00	9.75	11/15/2014	428303AH4
HILCORP ENERGY I LP/HILCORP FI	165,000.00	0.25	$163,762.50	8.00	02/15/2020	HILCRP
HOLLY CORP	121,000.00	0.19	$124,932.50	9.88	06/15/2017	HOC
HOLOGIC INC	255,000.00	0.34	$218,343.75	2.00	12/15/2037	HOLX CB
HOST HOTELS & RESORTS INC	18,688.00	0.39	$251,914.24	0.04	N/A	HST
HUTCHINSON TECHNOLOGY INC	150,000.00	0.19	$122,250.00	3.25	01/15/2026	HTCH CB
ILFC E-CAPITAL TRUST II	225,000.00	0.22	$145,406.25	6.25	12/21/2065	AIG
INTEL CORP	47,800.00	1.43	$929,710.00	0.63	N/A	INTC
INTEL CORP	145,000.00	0.21	$138,475.00	2.95	12/15/2035	INTC CB1
INTELSAT BERMUDA LTD	433,000.00	0.68	$440,577.50	11.25	02/04/2017	INTEL
INTELSAT LUXEMBOURG SA	164,688.00	0.25	$165,099.72	11.50	02/04/2017	INTEL
INTERFACE INC	16,000.00	0.03	$16,500.00	9.50	02/01/2014	458665AJ5
INTERFACE INC	50,000.00	0.09	$56,250.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BUSINESS MACHINE	8,200.00	1.56	$1,012,536.00	2.60	N/A	IBM
INTERNATIONAL COAL GROUP INC	150,000.00	0.23	$150,750.00	9.12	04/01/2018	ICOUS
INTERNATIONAL GAME TECHNOLOGY	160,000.00	0.27	$176,000.00	3.25	05/01/2014	IGT CB
INTERNATIONAL LEASE FINANCE CO	75,000.00	0.11	$71,250.00	8.75	03/15/2017	AIG
INTERNATIONAL WIRE GROUP INC	140,000.00	0.21	$139,300.00	9.75	04/15/2015	WIREG
INTERTAPE POLYMER US INC	100,000.00	0.13	$81,500.00	8.50	08/01/2014	ITP
INVERNESS MEDICAL INNOVATIONS	104,000.00	0.16	$104,520.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	215,000.00	0.29	$185,975.00	3.00	05/15/2016	IMA CB
INVESTORS REAL ESTATE TRUST	10,300.00	0.14	$90,949.00	0.69	N/A	IRET
JBS USA LLC/JBS USA FINANCE IN	68,000.00	0.12	$76,585.00	11.62	05/01/2014	FRIBOI
JEFFERIES GROUP INC	115,000.00	0.17	$108,387.50	3.88	11/01/2029	JEF CB1
JOHNSON & JOHNSON	17,000.00	1.55	$1,004,020.00	2.16	N/A	JNJ
JOHNSONDIVERSEY HOLDINGS INC	329,000.00	0.57	$366,835.00	10.50	05/15/2020	JONDIV
K HOVNANIAN ENTERPRISES INC	70,000.00	0.08	$49,350.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	125,000.00	0.14	$91,875.00	6.25	01/15/2015	442488AU6
KANSAS CITY SOUTHERN DE MEXICO	35,000.00	0.06	$36,400.00	8.00	02/01/2018	KSU
KEY ENERGY SERVICES INC	141,000.00	0.22	$140,823.75	8.38	12/01/2014	KEG
KIMBERLY-CLARK CORP	17,100.00	1.60	$1,036,773.00	2.64	N/A	KMB
KIMCO REALTY CORP	20,430.00	0.42	$274,579.20	0.64	N/A	KIM
KRAFT FOODS INC	37,000.00	1.60	$1,036,000.00	1.16	N/A	KFT
L-3 COMMUNICATIONS HOLDINGS IN	265,000.00	0.41	$266,325.00	3.00	08/01/2035	LLL CB1
LANDRY'S RESTAURANTS INC	220,000.00	0.35	$228,800.00	11.62	12/01/2015	LNY
LEAP WIRELESS INTERNATIONAL IN	217,000.00	0.28	$182,822.50	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATIONS INC	140,000.00	0.21	$134,750.00	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	170,000.00	0.23	$151,300.00	10.00	02/01/2018	LVLT
LEVERAGE SEC DI	-20,225,000.07	-31.20	-$20,225,000.07	0.44	11/15/2010	DILEV
LEXINGTON REALTY TRUST	12,900.00	0.12	$77,529.00	0.40	N/A	LXP
LEXINGTON REALTY TRUST	120,000.00	0.19	$120,590.40	6.00	01/15/2030	LXP CNVB
LIBERTY MUTUAL GROUP	195,000.00	0.24	$153,258.30	7.00	03/15/2037	53079EAQ7
LIBERTY PROPERTY TRUST	2,700.00	0.12	$77,895.00	1.90	N/A	LRY
LIFEPOINT HOSPITALS INC	220,000.00	0.32	$207,075.00	3.25	08/15/2025	LPNT CB2
LINEAR TECHNOLOGY CORP	425,000.00	0.65	$418,093.75	3.00	05/01/2027	LLTC CB2
LINN ENERGY LLC/LINN ENERGY FI	160,000.00	0.25	$164,600.00	8.62	04/15/2020	LINE
LIVE NATION ENTERTAINMENT INC	298,000.00	0.38	$249,202.50	2.88	07/15/2027	LYV CB1
LONG TERM RECEIVABLES	-317,921.65	-0.49	-$317,921.65	0.00	N/A	SECNCAHUS
LOWE'S COS INC	42,800.00	1.35	$873,976.00	0.36	N/A	LOW
LTC PROPERTIES INC	3,300.00	0.12	$80,091.00	1.56	N/A	LTC
LUCENT TECHNOLOGIES CAPITAL TR	305.00	0.34	$219,676.25	0.00	N/A	LUTHP
LYONDELL CHEMICAL CO	150,000.00	0.25	$161,625.00	11.00	05/01/2018	LYO
M/I HOMES INC	75,000.00	0.12	$74,625.00	6.88	04/01/2012	MHO
MACDERMID INC	393,000.00	0.61	$394,965.00	9.50	04/15/2017	MRD
MACERICH CO/THE	2,426.00	0.14	$90,538.32	2.00	N/A	MAC
MAGNACHIP SEMICONDUCTOR SA / M	110,000.00	0.17	$112,475.00	10.50	04/15/2018	MX
MANITOWOC CO INC/THE	155,000.00	0.24	$155,775.00	9.50	02/15/2018	MTW
MARATHON OIL CORP	32,500.00	1.56	$1,010,425.00	1.00	N/A	MRO
MCE FINANCE LTD	185,000.00	0.30	$193,093.75	10.25	05/15/2018	MPEL
MDC PARTNERS INC	70,000.00	0.12	$74,900.00	11.00	11/01/2016	MDCA
MEDTRONIC INC	275,000.00	0.43	$277,062.50	1.62	04/15/2013	MDT CB1
MERCK & CO INC	15.00	0.01	$3,750.00	0.38	N/A	MRK B
MERCK & CO INC/NJ	32,100.00	1.73	$1,122,537.00	1.52	N/A	MRK
MGM MIRAGE	101,000.00	0.18	$116,907.50	13.00	11/15/2013	MGM
MGM MIRAGE	410,000.00	0.60	$387,450.00	11.38	03/01/2018	MGM
MILLAR WESTERN	120,000.00	0.16	$103,800.00	7.75	11/15/2013	599908AE0
MIRANT 2.50% CNV (ESCROW)	180,000.00	0.00	$0.00	0.00	N/A	6046759B6
MIRANT AMERICAS GENERATION LLC	200,000.00	0.29	$187,000.00	8.50	10/01/2021	MIR
MIRANT CORP	189.00	0.00	$1,995.84	0.00	N/A	MIR
MOBILE MINI INC	1,651.00	0.04	$26,878.28	0.00	N/A	MINI
MOHEGAN TRIBAL GAMING AUTHORIT	40,000.00	0.04	$28,600.00	6.88	02/15/2015	608328AR1
MOHEGAN TRIBAL GAMING AUTHORIT	100,000.00	0.11	$72,750.00	7.12	08/15/2014	608328AP5
MOTOROLA INC	124,800.00	1.26	$813,696.00	0.00	N/A	MOT
MURRAY ENERGY CORP	150,000.00	0.23	$150,000.00	10.25	10/15/2015	MURREN
MYLAN INC/PA	220.00	0.36	$233,530.00	0.00	N/A	MYL A
MYLAN INC/PA	75,000.00	0.12	$76,875.00	7.88	07/15/2020	MYL
NATIONAL OILWELL VARCO INC	29,300.00	1.49	$968,951.00	0.40	N/A	NOV
NATIONAL RETAIL PROPERTIES INC	6,700.00	0.22	$143,648.00	1.50	N/A	NNN
NATIONWIDE HEALTH PROPERTIES I	8,800.00	0.49	$314,776.00	1.80	N/A	NHP
NCL CORP LTD	155,000.00	0.25	$162,750.00	11.75	11/15/2016	STRC
NEWPAGE CORP	25,000.00	0.04	$22,812.50	11.38	12/31/2014	NEWPAG
NEWPAGE CORP	130,000.00	0.18	$118,625.00	11.38	12/31/2014	NEWPAG
NEXSTAR BROADCASTING INC / MIS	150,000.00	0.23	$151,500.00	8.88	04/15/2017	NXST
NFR ENERGY LLC/NFR ENERGY FINA	150,000.00	0.22	$145,500.00	9.75	02/15/2017	NFREGY
NIELSEN FINANCE LLC / NIELSEN	25,000.00	0.04	$27,437.50	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	42,000.00	0.07	$46,095.00	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	166,000.00	0.25	$158,945.00	0.00	08/01/2016	65409QAJ1
NII CAPITAL CORP	138,000.00	0.23	$145,935.00	10.00	08/15/2016	NIHD
NII HOLDINGS INC	410,000.00	0.60	$388,987.50	3.12	06/15/2012	NIHD CB
NORANDA ALUMINIUM ACQUISITION	155,005.76	0.19	$120,129.47	5.37	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	110,000.00	0.18	$113,850.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	124,000.00	0.18	$117,955.00	9.75	09/01/2012	NORCFT
NORTHROP GRUMMAN CORP	17,200.00	1.44	$936,368.00	1.88	N/A	NOC
NORTHWEST AIRLNS ESCROW (STUB)	55,000.00	0.00	$209.00	10.00	02/01/2011	66799ADP5
NORTHWESTERN CORP	3,300.00	0.13	$86,460.00	1.36	N/A	NWE
NOVASEP HOLDING SAS	145,000.00	0.22	$143,187.50	9.75	12/15/2016	NOVASP
NOVELIS INC/GA	72,000.00	0.12	$75,600.00	11.50	02/15/2015	HINDAL
NOVELIS INC/GA	75,000.00	0.11	$72,750.00	8.25	02/15/2015	67000XAB2
NUVEEN INVESTMENTS INC	489,000.00	0.66	$427,875.00	10.50	11/15/2015	NUVINV
NXP BV / NXP FUNDING LLC	170,000.00	0.22	$142,800.00	9.50	10/15/2015	NXPBV
OMEGA HEALTHCARE INVESTORS INC	7,900.00	0.24	$157,447.00	1.28	N/A	OHI
OPTI CANADA INC	116,000.00	0.16	$101,500.00	7.88	12/15/2014	OPCCN
OPTI CANADA INC	222,000.00	0.30	$194,250.00	8.25	12/15/2014	OPCCN
OSI RESTAURANT PARTNERS INC	158,000.00	0.24	$155,235.00	10.00	06/15/2015	OSI
OWENS-BROCKWAY GLASS CONTAINER	335,000.00	0.48	$309,456.25	3.00	06/01/2015	OI CB1
PAETEC HOLDING CORP	71,000.00	0.11	$71,355.00	8.88	06/30/2017	PAET
PAETEC HOLDING CORP	80,000.00	0.12	$78,200.00	9.50	07/15/2015	PAET
PANTRY INC/THE	180,000.00	0.26	$167,400.00	3.00	11/15/2012	PTRY CB
PE PAPER ESCROW GMBH	100,000.00	0.17	$110,053.00	12.00	08/01/2014	SAPSJ
PEABODY ENERGY CORP	50,000.00	0.08	$49,000.00	4.75	12/15/2041	BTU CB
PENINSULA GAMING LLC	160,000.00	0.25	$160,000.00	10.75	08/15/2017	PENGAM
PENSON WORLDWIDE INC	160,000.00	0.25	$159,200.00	12.50	05/15/2017	PNSN
PETROHAWK ENERGY CORP	150,000.00	0.23	$151,125.00	7.88	06/01/2015	HAWK
PETROLEUM DEVELOPMENT CORP	148,000.00	0.24	$153,550.00	12.00	02/15/2018	PETD
PFIZER INC	69,189.00	1.52	$986,635.14	0.72	N/A	PFE
PINNACLE ENTERTAINMENT INC	90,000.00	0.13	$83,812.50	8.75	05/15/2020	PNK
PIONEER DRILLING CO	75,000.00	0.11	$73,875.00	9.88	03/15/2018	PDC
PLASTIPAK HOLDINGS INC	71,000.00	0.12	$79,165.00	10.62	08/15/2019	PLASPK
PLUM CREEK TIMBER CO INC	6,885.00	0.37	$237,739.05	1.68	N/A	PCL
PLY GEM INDUSTRIES INC	165,000.00	0.26	$167,887.50	13.12	07/15/2014	PLYGEM
PORT TOWNSEND (REST) PREFERRED	70.00	0.00	$0.00	0.00	N/A	735999005
PORT TOWNSEND (RESTRICTED)	350.00	0.00	$3.50	0.00	N/A	73545Q101
PORT TOWNSEND PRIVATE NOTE	102,592.26	0.11	$74,379.39	7.32	08/27/2012	735999015
PORT TOWNSEND WARRANT	70.00	0.00	$0.70	0.00	N/A	735999025
POTLATCH CORP	4,825.00	0.27	$172,397.25	2.04	N/A	PCH
PQ CORP TERM LOAN	170,000.00	0.24	$154,700.00	6.73	07/30/2015	PQCOR
PREGIS CORP	312,000.00	0.48	$310,050.00	13.38	10/15/2013	PREGIS
PRIMUS TELECOMMUNICATIONS HOLD	139,000.00	0.21	$139,000.00	13.00	12/15/2016	PMUG
PROGRESS ENERGY INC	27,000.00	1.63	$1,058,940.00	2.48	N/A	PGN
PUBLIC STORAGE	5,150.00	0.70	$452,736.50	3.20	N/A	PSA
PUGET SOUND ENERGY INC	110,000.00	0.16	$101,096.38	6.97	06/01/2067	PSD
QUEST DIAGNOSTICS INC/DE	19,800.00	1.52	$985,446.00	0.40	N/A	DGX
QUICKSILVER RESOURCES INC	215,000.00	0.31	$199,412.50	7.12	04/01/2016	74837RAC8
QUIKSILVER INC	200,000.00	0.28	$182,750.00	6.88	04/15/2015	ZQK
QUINTILES TRANSNATIONAL CORP	70,000.00	0.11	$70,525.00	9.50	12/30/2014	QTRN
QWEST COMMUNICATIONS INTERNATI	61,000.00	0.09	$61,457.50	7.50	02/15/2014	QUS
QWEST CORP	5,000.00	0.01	$5,487.50	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	150,000.00	0.29	$185,771.10	11.00	12/29/2049	RABOBK
RADIATION THERAPY SERVICES INC	155,000.00	0.23	$149,575.00	9.88	04/15/2017	RTSX
RADNET INC	155,000.00	0.22	$140,275.00	10.38	04/01/2018	RDNT
RAMCO-GERSHENSON PROPERTIES TR	8,800.00	0.14	$88,880.00	0.65	N/A	RPT
RAYONIER TRS HOLDINGS INC	345,000.00	0.55	$358,368.75	3.75	10/15/2012	RYN CB
RBS GLOBAL/REXNORD COR	183,000.00	0.30	$191,692.50	11.75	08/01/2016	75524DAD2
RITE AID CORP	90,000.00	0.11	$74,025.00	9.38	12/15/2015	767754BQ6
ROVI CORP	250,000.00	0.39	$255,625.00	2.62	03/15/2040	ROVI CB1
ROYAL CARIBBEAN CRUISES LTD	80,000.00	0.12	$78,200.00	6.88	12/01/2013	780153AP7
RSC EQUIPMENT RENTAL INC	132,000.00	0.20	$131,835.00	9.50	12/01/2014	RSC
RSC EQUIPMENT RENTAL INC/RSC H	15,000.00	0.02	$15,225.00	10.25	11/15/2019	RRR
RYERSON INC	99,000.00	0.14	$92,565.00	7.72	11/01/2014	RYI
RYERSON INC	125,000.00	0.20	$128,437.50	12.25	11/01/2015	RYI
SAFEWAY INC	47,100.00	1.43	$925,986.00	0.48	N/A	SWY
SANDISK CORP	190,000.00	0.26	$169,812.50	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	110,000.00	0.16	$105,050.00	8.75	01/15/2020	SD
SANDRIDGE ENERGY INC	123,000.00	0.19	$125,460.00	9.88	05/15/2016	SD
SANMINA-SCI CORP	154,000.00	0.24	$152,460.00	8.12	03/01/2016	800907AK3
SBA COMMUNICATIONS CORP	165,000.00	0.33	$211,612.50	4.00	10/01/2014	SBAC CB2
SECURITIZED NET CASH - ACR1	884,014.10	1.36	$884,014.10	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	163,237.10	0.01	$6,937.58	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	109,000.00	0.16	$103,005.00	7.62	02/01/2015	SELMED
SERVICEMASTER CO/THE	145,000.00	0.23	$150,800.00	10.75	07/15/2015	SVM
SHINGLE SPRINGS	176,000.00	0.22	$140,360.00	9.38	06/15/2015	82459AAA9
SIMON PROPERTY GROUP INC	11,347.00	1.41	$916,270.25	2.40	N/A	SPG
SINCLAIR TELEVISION GROUP INC	110,000.00	0.17	$111,650.00	9.25	11/01/2017	SBGI
SINO-FOREST CORP	255,000.00	0.40	$262,331.25	5.00	08/01/2013	TRECN
SITEL LLC/SITEL FINANCE CORP	150,000.00	0.22	$139,500.00	11.50	04/01/2018	SITEL
SMITHFIELD FOODS	67,000.00	0.10	$64,320.00	7.75	07/01/2017	832248AQ1
SOLAR CAPITAL LTD	30,561.00	0.91	$588,604.86	2.40	N/A	SLRC
SOLO CUP CO	79,000.00	0.11	$71,297.50	8.50	02/15/2014	834260AB7
SPRINT CAPITAL	255,000.00	0.38	$244,800.00	8.75	03/15/2032	852060AT9
STANDARD PACIFIC CORP	75,000.00	0.12	$80,625.00	10.75	09/15/2016	SPF
STANDARD PACIFIC CORP	135,000.00	0.19	$121,162.50	6.00	10/01/2012	SPF CB1
STARWOOD PROPERTY TRUST INC	16,000.00	0.42	$271,200.00	1.00	N/A	STWD
STEEL DYNAMICS INC	115,000.00	0.18	$115,000.00	7.62	03/15/2020	STLD
SUNGARD DATA SYSTEMS INC	138,000.00	0.22	$143,175.00	10.25	08/15/2015	SDSINC
SUSSER HOLDINGS LLC / SUSSER F	140,000.00	0.22	$140,700.00	8.50	05/15/2016	SUSS
SVB FINANCIAL GROUP	105,000.00	0.16	$106,837.50	3.88	04/15/2011	SIVB CB
TAUBMAN CENTERS INC	2,400.00	0.14	$90,312.00	1.66	N/A	TCO
TECK RESOURCES LTD	28,000.00	0.05	$33,077.35	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	75,000.00	0.14	$92,035.88	10.75	05/15/2019	TCKCN
TELCORDIA TECHNOLOGIES INC	160,000.00	0.24	$152,800.00	11.00	05/01/2018	TELCOR
TELESAT CANADA / TELESAT LLC	85,000.00	0.14	$92,225.00	11.00	11/01/2015	TELSAT
TELESAT CANADA / TELESAT LLC	189,000.00	0.33	$212,625.00	12.50	11/01/2017	TELSAT
TERREMARK WORLDWIDE INC	131,000.00	0.23	$148,030.00	12.00	06/15/2017	TMRK
TEXAS COMPETITIVE ELECTRIC HOL	220,000.00	0.23	$146,300.00	10.50	11/01/2015	TXU
THERMADYNE HOLDINGS CORP	152,000.00	0.24	$154,660.00	11.50	02/01/2014	THMD
TOPS MARKETS LLC	140,000.00	0.22	$144,900.00	10.12	10/15/2015	TOMA
TRANSOCEAN INC	125,000.00	0.19	$121,718.75	1.62	12/15/2037	RIG CB
TRAVELERS COS INC/THE	21,000.00	1.60	$1,034,250.00	1.44	N/A	TRV
TREASURY BILL	230,936.59	0.36	$230,928.50	0.05	07/15/2010	B
TREASURY BILL	438,639.71	0.68	$438,639.72	0.01	07/01/2010	B
TRIMAS CORP	120,000.00	0.19	$122,100.00	9.75	12/15/2017	TRS
TXU CORP	105,000.00	0.12	$75,114.38	5.55	11/15/2014	873168AL2
UMBRELLA ACQ 144A	94,725.00	0.12	$79,332.19	9.75	03/15/2015	904201AA8
UNITED AIR LINES INC	220,000.00	0.35	$229,900.00	12.00	11/01/2013	UAUA
UNIVERSAL HOSPITAL SERVICES IN	80,000.00	0.12	$79,200.00	8.50	06/01/2015	UHOS
UNIVISION COMMUNICATIONS INC	103,000.00	0.17	$110,982.50	12.00	07/01/2014	UVN
UPC HOLDING BV	100,000.00	0.16	$101,000.00	9.88	04/15/2018	LBTYA
US ONCOLOGY HOLDINGS INC	159,000.00	0.23	$148,665.00	6.64	03/15/2012	USON
USG CORP	35,000.00	0.06	$36,575.00	9.75	08/01/2014	USG
USGEN ESCROW TRACKING POSITION	250,000.00	0.00	$0.00	0.00	N/A	91799ALA7
VENTAS INC	9,375.00	0.68	$440,156.25	2.14	N/A	VTR
VERISIGN INC	235,000.00	0.33	$213,556.25	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	37,800.00	1.63	$1,059,156.00	1.90	N/A	VZ
VERSO PAPER HOLDINGS LLC / VER	135,000.00	0.18	$115,762.50	11.38	08/01/2016	92531XAF9
VIASAT INC	75,000.00	0.12	$76,687.50	8.88	09/15/2016	VSAT
VIRGIN MEDIA FINANCE PLC	100,000.00	0.16	$101,750.00	8.38	10/15/2019	VMED
VIRGIN MEDIA INC	93,000.00	0.17	$109,391.25	6.50	11/15/2016	VMED CNVB
VISKASE COS INC	20,000.00	0.03	$20,200.00	9.88	01/15/2018	VKSC
VISKASE COS INC	145,000.00	0.23	$146,450.00	9.88	01/15/2018	VKSC
VORNADO REALTY TRUST	7,665.00	0.86	$559,161.75	2.60	N/A	VNO
W2007 GRACE ACQUISITION I INC	34,400.00	0.01	$5,160.00	0.00	N/A	GRACE
WASTE MANAGEMENT INC	31,900.00	1.54	$998,151.00	1.26	N/A	WM
WEINGARTEN REALTY INVESTORS	3,600.00	0.11	$68,580.00	1.04	N/A	WRI
WEST CORP/OLD	160,000.00	0.25	$163,600.00	11.00	10/15/2016	952355AF2
WILLIAMS COS INC/THE	49,200.00	1.39	$899,376.00	0.50	N/A	WMB
WIND ACQUISITION 144A	75,000.00	0.12	$78,000.00	12.00	12/01/2015	97314XAA2
WIND ACQUISITION FINANCE SA	100,000.00	0.16	$103,000.00	11.75	07/15/2017	WINDIM
XEROX CORP	112,800.00	1.40	$906,912.00	0.17	N/A	XRX
XL CAPITAL LTD	95,000.00	0.10	$66,500.00	6.50	12/31/2049	XL
XM SATELLITE RADIO HOLDINGS IN	340,000.00	0.58	$373,150.00	13.00	08/01/2013	XMSR
YANKEE ACQUISITION CORP/MA	150,000.00	0.24	$153,375.00	9.75	02/15/2017	YCC