Delaware Investments Dividend and Income Fund, Inc.

Holdings as of 12/31/2009 (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	0.38	$262,600.00	1.75	02/01/2026	AIR CB
ACCELLENT INC	105,000.00	0.15	$101,587.50	10.50	12/01/2013	00430XAB3
ADVANCED MICRO DEVICES INC	30,000.00	0.04	$30,037.50	8.12	12/15/2017	AMD
ADVANCED MICRO DEVICES INC	70,000.00	0.09	$63,350.00	6.00	05/01/2015	AMD CB1
ADVANCED MICRO DEVICES INC	450,000.00	0.60	$407,250.00	6.00	05/01/2015	AMD CB
AES CORP/THE	47,000.00	0.07	$48,468.75	8.00	10/15/2017	AES
AES CORP/THE	83,000.00	0.12	$84,660.00	7.75	03/01/2014	AES
AFFINION GROUP INC	70,000.00	0.11	$73,675.00	11.50	10/15/2015	AFFINI
ALASKA COMMUNICATIONS SYSTEMS	260,000.00	0.35	$238,875.00	5.75	03/01/2013	ALSK CB
ALEXANDRIA REAL ESTATE EQUITIE	3,090.00	0.29	$198,656.10	1.40	N/A	ARE
ALGOMA ACQUISITION CORP	170,000.00	0.21	$145,562.50	9.88	06/15/2015	AGACN
ALLERGAN INC/UNITED STATES	415,000.00	0.70	$479,843.75	1.50	04/01/2026	AGN CB
ALLIANCE HEALTHCARE SERVICES I	6,301.00	0.05	$35,978.71	0.00	N/A	AIQ
ALLIANCE HEALTHCARE SERVICES I	70,000.00	0.10	$68,600.00	8.00	12/01/2016	AIQ
ALLIANCE ONE INTERNATIONAL INC	20,000.00	0.03	$21,100.00	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	113,000.00	0.17	$119,215.00	10.00	07/15/2016	AOI
ALLISON TRANSMISSION 144A	220,000.00	0.34	$232,100.00	11.00	11/01/2015	019736AA5
ALLSTATE CORP/THE	36,600.00	1.61	$1,099,464.00	0.80	N/A	ALL
AMB PROPERTY CORP	1,280.00	0.05	$32,704.00	1.12	N/A	AMB
AMERICAN AXLE & MANUFACTURING	50,000.00	0.07	$51,000.00	9.25	01/15/2017	AXL
AMERICAN AXLE & MFG INC	90,000.00	0.11	$76,500.00	7.88	03/01/2017	02406PAF7
AMERICAN WATER WORKS	4,300.00	0.14	$96,363.00	0.21	N/A	AWK
AMGEN INC	165,000.00	0.24	$166,856.25	0.38	02/01/2013	AMGN CB
AMGEN INC	235,000.00	0.35	$237,643.75	0.38	02/01/2013	AMGN CB1
AMH HOLDINGS INC	60,000.00	0.09	$58,200.00	11.25	03/01/2014	SIDE
ANNALY CAPITAL MANAGEMENT INC	2,300.00	0.06	$39,905.00	2.76	N/A	NLY
ANTERO RESOURCES FINANCE CORP	115,000.00	0.17	$117,875.00	9.38	12/01/2017	ANTERO
APARTMENT INVESTMENT & MANAGEM	7,968.00	0.19	$126,850.56	0.40	N/A	AIV
AQUILEX HOLDINGS LLC/AQUILEX F	110,000.00	0.16	$110,275.00	11.12	12/15/2016	AQUILE
ARCHER-DANIELS-MIDLAND CO	37,100.00	1.70	$1,161,601.00	0.56	N/A	ADM
ARVINMERITOR INC	165,000.00	0.23	$158,400.00	8.12	09/15/2015	ARM
ARVINMERITOR INC	235,000.00	0.26	$175,662.50	4.00	02/15/2027	ARM CB
ASHTEAD CAPITAL 144A	100,000.00	0.15	$100,625.00	9.00	08/15/2016	045054AA1
ASPEN INSURANCE CNV PFD	8,800.00	0.68	$463,650.00	2.81	N/A	EP0179044
ASSOCIATED MATERIALS LLC/ASSOC	15,000.00	0.02	$15,900.00	9.88	11/15/2016	SIDE
AT&T INC	33,200.00	1.36	$930,596.00	1.64	N/A	T
AVADO BRANDS (RESTRICTED)	1,390.00	0.00	$0.00	0.00	N/A	05336N996
AVIS BUDGET CAR RENTAL LLC/AVI	80,000.00	0.11	$75,200.00	8.00	05/15/2016	053773AF4
AVIS BUDGET CAR RENTAL LLC/AVI	190,000.00	0.27	$181,450.00	7.88	05/15/2014	CAR
BAC CAPITAL TRUST XIV	215,000.00	0.22	$149,962.50	5.63	12/31/2049	05518VAA3
BANK OF AMERICA	150,000.00	0.21	$144,620.70	1.28	N/A	060505DR2
BANK OF AMERICA CORP	15,000.00	0.02	$14,459.85	8.12	12/29/2049	060505DT8
BANK OF NEW YORK MELLON CORP/T	36,700.00	1.50	$1,026,499.00	0.36	N/A	BK
BAUSCH & LOMB INC	137,000.00	0.21	$145,220.00	9.88	11/01/2015	BOL
BEAZER HOMES USA INC	110,000.00	0.15	$102,575.00	4.62	06/15/2024	BZH CB
BEAZER HOMES USA INC	138,000.00	0.20	$135,240.00	8.62	05/15/2011	07556QAE5
BIOMET INC	135,000.00	0.22	$149,850.00	11.62	10/15/2017	BMET
BLACKSTONE GROUP LP	3,000.00	0.06	$39,360.00	1.20	N/A	BX
BOSTON PROPERTIES INC	3,000.00	0.29	$201,210.00	2.00	N/A	BXP
BRANDYWINE REALTY TRUST	11,500.00	0.19	$131,100.00	0.60	N/A	BDN
BRE PROPERTIES INC	4,600.00	0.22	$152,168.00	1.50	N/A	BRE
BRISTOL-MYERS SQUIBB CO	42,200.00	1.56	$1,065,550.00	1.24	N/A	BMY
BRISTOW GROUP INC	300,000.00	0.40	$270,375.00	3.00	06/15/2038	BRS CB
BROOKFIELD INFRASTRUCTURE PA	7,600.00	0.19	$127,452.00	8.41	N/A	BIP
BUILDING MAT COR	104,000.00	0.15	$103,480.00	7.75	08/01/2014	120111BC2
BURLINGTON COAT FACTORY INVEST	225,000.00	0.33	$226,125.00	14.50	10/15/2014	BCFACT
BURLINGTON COAT FACTORY WAREHO	70,000.00	0.11	$72,625.00	11.12	04/15/2014	121579AB2
BWAY CORP	123,000.00	0.19	$130,687.50	10.00	04/15/2014	BWY
C5 CAPITAL SPV 144A	100,000.00	0.10	$68,652.20	6.20	12/31/2049	12526YAA3
C8 CAPITAL SPV 144A	100,000.00	0.10	$69,562.80	6.64	12/31/2049	12518TAA4
CABLEVISION SYSTEMS CORP	80,000.00	0.12	$83,700.00	8.62	09/15/2017	CVC
CALIFORNIA STEEL INDUSTRIES IN	113,000.00	0.16	$106,502.50	6.12	03/15/2014	CALSTL
CALPINE CORP ESCROW TRACKING	345,000.00	0.00	$0.03	0.00	N/A	131ESC9B3
CAMDEN PROPERTY TRUST	3,450.00	0.21	$146,176.50	1.80	N/A	CPT
CAPITAL ONE CAPITAL V	135,000.00	0.23	$157,344.53	10.25	08/15/2039	COF
CARDINAL HEALTH INC	39,800.00	1.88	$1,283,152.00	0.70	N/A	CAH
CARDTRONICS INC	55,000.00	0.08	$56,856.25	9.25	08/15/2013	CATM
CARROLS CORP	33,000.00	0.05	$33,660.00	9.00	01/15/2013	TAST
CASELLA WASTE SYSTEMS INC	137,000.00	0.20	$135,972.50	9.75	02/01/2013	CWST
CASH	1,626,066.38	2.38	$1,626,066.38	0.00	12/15/2038	US-CASH
CCH II LLC / CCH II CAPITAL CO	125,000.00	0.22	$147,812.50	13.50	11/30/2016	CHTR
CEDAR SHOPPING CENTERS INC	5,700.00	0.06	$38,760.00	0.00	N/A	CDR
CEMEX FINANCE LLC	150,000.00	0.23	$157,875.00	9.50	12/14/2016	CEMEX
CENGAGE LEARNING ACQUISITIONS	85,000.00	0.12	$81,706.25	10.75	01/15/2015	TLACQ
CENTURY ALUMINUM CO	20,000.00	0.03	$19,225.00	1.75	08/01/2024	CENX CB
CENTURY ALUMINUM CO	116,150.00	0.17	$113,827.00	8.00	05/15/2014	CENX
CENTURY COMM TRACKING	500,000.00	0.00	$0.00	0.00	N/A	156ESCAG0
CHARTER COMMUNICATIONS OPERATI	133,000.00	0.22	$149,625.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	24,000.00	0.04	$26,460.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	220,000.00	0.24	$167,475.00	2.25	12/15/2038	CHK CB
CHEVRON CORP	12,600.00	1.42	$970,074.00	2.72	N/A	CVX
CHIMERA INVESTMENT CORP	23,800.00	0.13	$92,344.00	0.48	N/A	CIM
CINCINNATI BELL INC	105,000.00	0.16	$107,100.00	8.25	10/15/2017	CBB
CITIGROUP CAPITAL XXI	65,000.00	0.09	$62,887.50	8.30	12/21/2057	173094AA1
CITY NATIONAL CAPITAL TRUST I	145,000.00	0.23	$154,400.35	9.62	02/01/2040	CYN
CLEAR CHANNEL COMMUNICATIONS I	165,000.00	0.19	$130,350.00	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	145,000.00	0.22	$147,900.00	12.00	12/01/2015	CLWR
CLEARWIRE CORP	150,000.00	0.22	$153,000.00	12.00	12/01/2015	CLWR
COGDELL SPENCER INC	16,800.00	0.14	$95,088.00	0.40	N/A	CSA
COLUMBUS INTERNATIONAL INC	135,000.00	0.21	$142,425.00	11.50	11/20/2014	COLUIF
COMMUNITY HEALTH SYSTEMS INC	62,000.00	0.09	$64,325.00	8.88	07/15/2015	CYH
COMPLETE PRODUCTION SERVICES I	77,000.00	0.11	$76,326.25	8.00	12/15/2016	CPX
CONOCOPHILLIPS	19,500.00	1.46	$995,865.00	2.00	N/A	COP
COPANO ENERGY LLC / COPANO ENE	94,000.00	0.14	$94,705.00	7.75	06/01/2018	CPNO
CORNELL COS INC	52,000.00	0.08	$53,365.00	10.75	07/01/2012	CRN
CORPORATE OFFICE PROPERTIES LP	195,000.00	0.28	$189,637.50	3.50	09/15/2026	OFC CVB
COTT BEVERAGES INC	90,000.00	0.14	$93,150.00	8.38	11/15/2017	BCB
CPM HOLDINGS INC	28,000.00	0.04	$29,680.00	10.62	09/01/2014	CPMH
CRICKET COMMUNICATIONS INC	222,000.00	0.33	$224,220.00	9.38	11/01/2014	LEAP
CVS CAREMARK CORP	35,900.00	1.69	$1,156,339.00	0.30	N/A	CVS
CYPRESS SHARPRIDGE INVESTMENTS	14,800.00	0.29	$199,948.00	1.40	N/A	CYS
DELTA AIR LINES INC	4.00	0.00	$45.52	0.00	N/A	DAL
DELTA AIR LINES INC	65,000.00	0.10	$67,843.75	9.50	09/15/2014	DAL
DELTA AIR LINES INC/OLD	61,000.00	0.09	$61,305.00	7.92	11/18/2010	DAL
DENBURY RESOURCES INC	15,000.00	0.02	$15,150.00	7.50	04/01/2013	24823UAE8
DENBURY RESOURCES INC	66,000.00	0.10	$70,785.00	9.75	03/01/2016	DNR
DEVELOPERS DIVERSIFIED REALTY	25,000.00	0.04	$26,129.53	9.62	03/15/2016	DDR
DIGICEL GROUP 144A	100,000.00	0.14	$99,000.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	100,000.00	0.14	$97,500.00	8.88	01/15/2015	DLLTD
DIGICEL GROUP LTD	110,000.00	0.16	$107,800.00	8.25	09/01/2017	DLLTD
DIGITAL REALTY TRUST INC	5,550.00	0.41	$279,054.00	1.80	N/A	DLR
DIGITAL REALTY TRUST LP	95,000.00	0.18	$124,093.75	5.50	04/15/2029	DLR CB
DIRECTV	1,550.00	0.08	$51,692.50	0.00	N/A	DTV
DISH DBS CORP	150,000.00	0.23	$158,062.50	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	140,000.00	0.22	$148,400.00	10.88	11/15/2014	REABLE
DOLE FOOD CO INC	62,000.00	0.11	$74,865.00	13.88	03/15/2014	DOLEFC
DOLLAR FINANCIAL CORP	145,000.00	0.22	$148,987.50	10.38	12/15/2016	DLLR
DOMINION RESOURCES INC/VA	290,000.00	0.49	$336,400.00	2.12	12/15/2023	D CB
DRUMMOND CO INC	145,000.00	0.22	$152,793.75	9.00	10/15/2014	DRUMCO
DUANE READE INC	65,000.00	0.10	$70,850.00	11.75	08/01/2015	DRD
DYNEGY HOLDINGS INC	162,000.00	0.21	$141,345.00	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	116,000.00	0.19	$132,385.00	12.50	11/30/2017	ETFC
EASTMAN KODAK	39,000.00	0.05	$32,370.00	7.25	11/15/2013	277461BD0
EDISON INTERNATIONAL	33,900.00	1.72	$1,179,042.00	1.24	N/A	EIX
EDISON MISSION ENERGY	100,000.00	0.12	$79,500.00	7.00	05/15/2017	EIX
EI DU PONT DE NEMOURS & CO	32,100.00	1.58	$1,080,807.00	1.64	N/A	DD
EL PASO CORP	47,000.00	0.07	$47,200.27	6.88	06/15/2014	EP
EL PASO CORP	52,000.00	0.08	$51,833.18	7.00	06/15/2017	EP
EL PASO ENERGY CAPITAL TRUST I	5,250.00	0.28	$191,887.50	0.00	N/A	EP C
EL PASO PERFORMANCE-LINKED TRU	33,000.00	0.05	$33,995.31	7.75	07/15/2011	EP
ELWOOD ENERGY LLC	167,845.00	0.23	$155,180.93	8.16	07/05/2026	ELWOOD
ENERGY FUTURE HOLDINGS CORP	66,000.00	0.08	$54,285.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	115,413.85	0.14	$94,026.51	3.74	10/10/2014	LN363469
ENTERPRISE PRODUCTS OPERATING	30,000.00	0.04	$29,286.21	8.38	08/01/2066	EPD
ENTERTAINMENT PROPERTIES TRUST	6,320.00	0.33	$222,906.40	2.60	N/A	EPR
EQUITY RESIDENTIAL	16,600.00	0.82	$560,748.00	1.35	N/A	EQR
EURONET WORLDWIDE INC	435,000.00	0.60	$408,356.25	3.50	10/15/2025	EEFT CB
EVRAZ GROUP SA	195,000.00	0.28	$195,000.00	9.50	04/24/2018	EVRAZ
FEDERAL NATIONAL MORTGAGE ASSO	3,500.00	0.01	$6,230.00	0.00	N/A	313586745
FEDERAL REALTY INVESTMENT TRUS	300.00	0.03	$20,316.00	2.64	N/A	FRT
FEDERATED RETAIL	110,000.00	0.14	$93,500.00	6.38	03/15/2037	314275AC2
FELCOR LODGING TRUST INC	130,000.00	0.19	$131,787.50	10.00	10/01/2014	FCH
FIRST DATA CORP	295,000.00	0.40	$276,562.50	9.88	09/24/2015	FDC
FLEXTRONICS INTERNATIONAL	4,400.00	0.05	$32,164.00	0.00	N/A	FLEX
FLEXTRONICS INTERNATIONAL LTD	85,000.00	0.12	$83,937.50	1.00	08/01/2010	FLEX CB
FMG FINANCE PTY LTD	135,000.00	0.22	$150,018.75	10.62	09/01/2016	30250BAC3
FORD MOTOR CO	174,000.00	0.23	$154,642.50	7.45	07/16/2031	F
FORD MOTOR CREDIT CO LLC	260,000.00	0.44	$301,808.00	12.00	05/15/2015	F
FOSTER WHEELER	2.00	0.00	$58.88	0.00	N/A	FWLT
FREEPORT-MCMORAN C & G	125,000.00	0.20	$137,062.63	8.38	04/01/2017	35671DAS4
FREESCALE SEMICONDUCTOR INC	173,000.00	0.23	$159,592.50	8.88	12/15/2014	FSL
FRONTIER COMMUNICATIONS CORP	24,400.00	0.28	$190,564.00	1.00	N/A	FTR
GALAXY ENTERTAINMENT FINANCE C	240,000.00	0.35	$241,200.00	9.88	12/15/2012	GALENT
GAYLORD ENTERTAINMENT	66,000.00	0.09	$61,710.00	6.75	11/15/2014	367905AD8
GAYLORD ENTERTAINMENT CO	220,000.00	0.33	$225,225.00	3.75	10/01/2014	GET CB
GCI INC	145,000.00	0.21	$146,993.75	8.62	11/15/2019	GNCMA
GENERAL GROWTH PROPERTIES INC	6.00	0.00	$69.36	0.00	N/A	GGWPQ
GENERAL MARITIME CORP	85,000.00	0.13	$88,931.25	12.00	11/15/2017	GMR
GEOEYE INC	550.00	0.02	$15,334.00	0.00	N/A	GEOY
GEOEYE INC	85,000.00	0.13	$87,868.75	9.62	10/01/2015	GEOY
GLOBAL CASH ACCESS LLC/GLOBAL	41,000.00	0.06	$41,051.25	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	135,000.00	0.22	$148,837.50	12.00	09/15/2015	GLBC
GMAC LLC	71,000.00	0.10	$70,290.00	6.00	12/15/2011	GMAC
GMAC LLC	85,000.00	0.12	$84,150.00	6.62	05/15/2012	GMAC
GMAC LLC	174,000.00	0.25	$173,130.00	6.88	09/15/2011	GMAC
GMAC LLC	196,000.00	0.28	$194,040.00	6.88	08/28/2012	GMAC
GOODYEAR TIRE & RUBBER CO/THE	2,000.00	0.00	$2,220.00	10.50	05/15/2016	GT
GOVERNMENT PROPERTIES INCOME T	4,800.00	0.16	$110,304.00	1.60	N/A	GOV
GRAHAM PACKAGING	123,000.00	0.18	$126,075.00	9.88	10/15/2014	38470RAD3
GRAPHIC PACKAGING INTERNATIONA	126,000.00	0.20	$134,190.00	9.50	06/15/2017	GPK
GRUPO AEROPORTUARIO DEL CENTRO	5,800.00	0.11	$77,198.00	0.61	N/A	OMAB
GXS WORLDWIDE INC	150,000.00	0.22	$148,125.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	289,000.00	0.34	$233,367.50	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	72,000.00	0.11	$72,630.00	12.38	12/31/2016	HET
HCA INC/DE	255,000.00	0.40	$276,675.00	9.62	11/15/2016	HCA
HCP INC	15,650.00	0.70	$477,951.00	1.84	N/A	HCP
HEADWATERS INC	145,000.00	0.22	$151,887.50	11.38	11/01/2014	HW
HEALTH CARE REIT INC	9,060.00	0.59	$401,539.20	2.72	N/A	HCN
HELIX ENERGY SOLUTIONS GROUP I	156,000.00	0.23	$160,680.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	145,000.00	0.22	$153,700.00	10.50	10/15/2017	HERO
HERTZ CORP/THE	91,000.00	0.14	$97,597.50	10.50	01/01/2016	HTZ
HEXION SPECIALTY	121,000.00	0.17	$119,185.00	9.75	11/15/2014	428303AH4
HIGHWOODS PROPERTIES INC	2,900.00	0.14	$96,715.00	1.70	N/A	HIW
HILCORP ENERGY I LP/HILCORP FI	47,000.00	0.07	$46,295.00	7.75	11/01/2015	HILCRP
HILCORP ENERGY I LP/HILCORP FI	94,000.00	0.14	$95,880.00	9.00	06/01/2016	HILCRP
HJ HEINZ CO	27,400.00	1.71	$1,171,624.00	1.68	N/A	HNZ
HOLLY CORP	121,000.00	0.19	$127,957.50	9.88	06/15/2017	HOC
HOLOGIC INC	335,000.00	0.42	$287,681.25	2.00	12/15/2037	HOLX CB
HOST HOTELS & RESORTS INC	23,100.00	0.39	$269,577.00	0.00	N/A	HST
HUGHES NETWORK SYSTEMS LLC/HNS	127,000.00	0.19	$131,762.50	9.50	04/15/2014	HUGH
HUTCHINSON TECHNOLOGY INC	340,000.00	0.40	$274,975.00	3.25	01/15/2026	HTCH CB
INGLES MARKETS INC	75,000.00	0.11	$78,375.00	8.88	05/15/2017	IMKTA
INNOPHOS HOLDINGS INC	115,000.00	0.17	$117,300.00	9.50	04/15/2012	IPHS
INTEL CORP	63,100.00	1.88	$1,287,240.00	0.63	N/A	INTC
INTEL CORP	70,000.00	0.12	$80,762.50	3.25	08/01/2039	INTC CB2
INTELSAT	145,000.00	0.20	$136,662.50	6.50	11/01/2013	45820EAH5
INTELSAT BERMUDA LTD	283,000.00	0.42	$285,122.50	11.25	02/04/2017	INTEL
INTELSAT JACKSON HLDG	136,000.00	0.22	$147,900.00	11.25	06/15/2016	INTEL
INTERFACE INC	19,000.00	0.03	$18,786.25	9.50	02/01/2014	458665AJ5
INTERFACE INC	50,000.00	0.08	$56,125.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BUSINESS MACHINE	10,400.00	1.99	$1,361,360.00	2.20	N/A	IBM
INTERNATIONAL COAL GROUP INC	163,000.00	0.23	$157,498.75	10.25	07/15/2014	ICOUS
INTERNATIONAL GAME TECHNOLOGY	160,000.00	0.29	$195,800.00	3.25	05/01/2014	IGT CB
INTERNATIONAL LEASE FINANCE CO	15,000.00	0.02	$13,027.77	5.35	03/01/2012	AIG
INTERNATIONAL LEASE FINANCE CO	25,000.00	0.03	$20,568.63	6.38	03/25/2013	AIG
INTERNATIONAL LEASE FINANCE CO	50,000.00	0.06	$41,659.05	5.55	09/05/2012	AIG
INTERNATIONAL LEASE FINANCE CO	70,000.00	0.08	$56,394.17	6.62	11/15/2013	AIG
INTERNATIONAL LEASE FINANCE CO	85,000.00	0.10	$69,375.05	5.25	01/10/2013	45974VZX9
INTERNATIONAL LEASE FINANCE CO	120,000.00	0.14	$94,203.36	5.62	09/20/2013	AIG
INTERPUBLIC GROUP OF COS INC	360.00	0.40	$274,590.00	0.00	N/A	460690407
INTERPUBLIC GROUP OF COS INC	75,000.00	0.11	$74,906.25	4.25	03/15/2023	IPG CB
INTERTAPE POLYMER US INC	100,000.00	0.13	$86,125.00	8.50	08/01/2014	ITP
INVERNESS MEDICAL INNOVATIONS	104,000.00	0.16	$106,860.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	215,000.00	0.36	$247,787.50	3.00	05/15/2016	IMA CB
JBS USA LLC/JBS USA FINANCE IN	113,000.00	0.19	$128,537.50	11.62	05/01/2014	JBSUS
JEFFERIES GROUP INC	115,000.00	0.17	$114,137.50	3.88	11/01/2029	JEF CB1
JOHNSON & JOHNSON	17,000.00	1.60	$1,094,970.00	1.96	N/A	JNJ
JOHNSONDIVERSEY HOLDINGS INC	305,000.00	0.45	$308,050.00	10.50	05/15/2020	JONDIV
JP MORGAN CHASE CAPITAL XXV	20,000.00	0.03	$19,932.82	6.80	10/01/2037	JPM
JSG FUNDING PLC	210,000.00	0.30	$202,912.50	7.75	04/01/2015	46627TAD4
K HOVNANIAN ENTERPRISES INC	40,000.00	0.04	$28,800.00	6.25	01/15/2015	442488AU6
K HOVNANIAN ENTERPRISES INC	70,000.00	0.07	$50,400.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	70,000.00	0.11	$73,500.00	10.62	10/15/2016	HOV
KANSAS CITY SOUTHERN DE MEXICO	100,000.00	0.17	$115,500.00	12.50	04/01/2016	KSU
KEY ENERGY SERVICES INC	141,000.00	0.21	$142,057.50	8.38	12/01/2014	KEG
KIMBERLY-CLARK CORP	19,300.00	1.80	$1,229,603.00	2.40	N/A	KMB
KIMCO REALTY CORP	20,430.00	0.40	$276,417.90	0.64	N/A	KIM
KRAFT FOODS INC	37,000.00	1.47	$1,005,660.00	1.16	N/A	KFT
L-3 COMMUNICATIONS HOLDINGS IN	265,000.00	0.41	$279,575.00	3.00	08/01/2035	LLL CB1
LABRANCHE & CO INC	252,000.00	0.36	$243,495.00	11.00	05/15/2012	LAB
LANDRY'S RESTAURANTS INC	220,000.00	0.34	$234,300.00	11.62	12/01/2015	LNY
LEAP WIRELESS INTERNATIONAL IN	225,000.00	0.27	$187,312.50	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATIONS INC	180,000.00	0.25	$171,675.00	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	66,000.00	0.09	$62,700.00	9.25	11/01/2014	527298AM5
LEVEL 3 FINANCING INC	66,000.00	0.10	$70,290.00	12.25	03/15/2013	LVLT
LEVERAGE SEC DI	-20,225,000.07	-29.55	-$20,225,000.07	0.44	11/15/2010	DILEV
LEXINGTON REALTY TRUST	17,900.00	0.16	$108,832.00	0.40	N/A	LXP
LIBERTY PROPERTY TRUST	2,700.00	0.13	$86,427.00	1.90	N/A	LRY
LIFEPOINT HOSPITALS INC	110,000.00	0.15	$102,987.50	3.50	05/15/2014	LPNT CB
LINEAR TECHNOLOGY CORP	120,000.00	0.18	$120,900.00	3.00	05/01/2027	LLTC CB2
LONG TERM RECEIVABLES	-340,411.41	-0.50	-$340,411.41	0.00	N/A	SECNCAHUS
LOWE'S COS INC	51,200.00	1.75	$1,197,568.00	0.36	N/A	LOW
LTC PROPERTIES INC	3,800.00	0.15	$101,650.00	1.56	N/A	LTC
LUCENT TECHNOLOGIES CAPITAL TR	305.00	0.34	$234,926.25	0.00	N/A	LUTHP
LUCENT TECHNOLOGIES INC	61,000.00	0.06	$43,996.25	6.45	03/15/2029	ALUFP
M-FOODS HOLDINGS INC	42,000.00	0.06	$43,837.50	9.75	10/01/2013	MICFOO
M/I HOMES INC	75,000.00	0.10	$71,062.50	6.88	04/01/2012	MHO
MACDERMID INC	188,000.00	0.28	$188,940.00	9.50	04/15/2017	MRD
MACERICH CO/THE	8,411.56	0.44	$302,395.44	0.24	N/A	MAC
MACK-CALI REALTY CORP	4,250.00	0.21	$146,922.50	1.80	N/A	CLI
MACY'S RETAIL HOLDINGS INC	50,000.00	0.07	$44,500.00	7.88	08/15/2036	M
MARATHON OIL CORP	32,500.00	1.48	$1,014,650.00	0.96	N/A	MRO
MARINER ENERGY INC	118,000.00	0.17	$113,870.00	8.00	05/15/2017	ME
MARKWEST ENERGY PARTNERS LP /	130,000.00	0.20	$134,550.00	8.75	04/15/2018	MWE
MATTEL INC	56,800.00	1.66	$1,134,864.00	0.75	N/A	MAT
MAY DEPT STORES	15,000.00	0.02	$13,125.00	6.70	07/15/2034	577778CE1
MDC PARTNERS INC	70,000.00	0.11	$73,150.00	11.00	11/01/2016	MDCA
MEDIACOM LLC / MEDIACOM CAPITA	70,000.00	0.10	$71,750.00	9.12	08/15/2019	MCCC
MEDTRONIC INC	275,000.00	0.42	$288,406.25	1.62	04/15/2013	MDT CB1
MERCK & CO INC/NJ	38,384.00	2.05	$1,402,551.36	1.52	N/A	MRK
MERISTAR HOSPITALITY CORP	230,000.00	0.34	$236,095.00	9.50	04/01/2010	MHX CVB
MERITAGE HOMES CORP	24,000.00	0.03	$22,200.00	6.25	03/15/2015	MTH
MERITAGE HOMES CORP	108,000.00	0.15	$103,680.00	7.00	05/01/2014	59001AAH5
METLIFE CAPITAL TRUST X	100,000.00	0.17	$114,000.00	9.25	04/08/2038	MET
METROPCS WIRELESS INC	214,000.00	0.32	$217,745.00	9.25	11/01/2014	GWIR
MGM MIRAGE	42,000.00	0.05	$32,865.00	6.62	07/15/2015	MGM
MGM MIRAGE	42,000.00	0.05	$32,970.00	7.50	06/01/2016	MGM
MGM MIRAGE	75,000.00	0.10	$67,500.00	11.38	03/01/2018	MGM
MGM MIRAGE	101,000.00	0.17	$116,402.50	13.00	11/15/2013	MGM
MGM MIRAGE	145,000.00	0.17	$113,462.50	7.62	01/15/2017	MGM
MIRANT 2.50% CNV (ESCROW)	180,000.00	0.00	$0.00	0.00	N/A	6046759B6
MIRANT AMERICAS GENERATION LLC	200,000.00	0.28	$191,000.00	8.50	10/01/2021	MIR
MIRANT CORP	189.00	0.00	$2,886.03	0.00	N/A	MIR
MOBILE MINI INC	1,651.00	0.03	$23,262.59	0.00	N/A	MINI
MOBILE MINI INC	119,000.00	0.17	$113,050.00	6.88	05/01/2015	MINI
MOHEGAN TRIBAL GAMING AUTHORIT	40,000.00	0.04	$26,200.00	6.88	02/15/2015	608328AR1
MOHEGAN TRIBAL GAMING AUTHORIT	100,000.00	0.10	$68,625.00	7.12	08/15/2014	608328AP5
MOMENTIVE PERFORMANCE MATERIAL	70,000.00	0.11	$77,350.00	12.50	06/15/2014	MOMENT
MOTOROLA INC	124,800.00	1.42	$968,448.00	0.00	N/A	MOT
MURRAY ENERGY CORP	115,000.00	0.17	$115,000.00	10.25	10/15/2015	MURREN
MYLAN INC/PA	220.00	0.37	$250,580.00	0.00	N/A	MYL A
NATIONAL OILWELL VARCO INC	24,200.00	1.56	$1,066,978.00	0.40	N/A	NOV
NATIONAL RETAIL PROPERTIES INC	210,000.00	0.33	$224,175.00	5.12	06/15/2028	NNN CB1
NATIONWIDE HEALTH PROPERTIES I	8,800.00	0.45	$309,584.00	1.76	N/A	NHP
NAVISTAR INTERNATIONAL CORP	145,000.00	0.22	$149,350.00	8.25	11/01/2021	NAV
NEWPAGE CORP	145,000.00	0.22	$147,175.00	11.38	12/31/2014	NEWPAG
NIELSEN FINANCE LLC / NIELSEN	35,000.00	0.06	$39,287.50	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	42,000.00	0.07	$47,407.50	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	66,000.00	0.09	$60,555.00	0.00	08/01/2016	65409QAJ1
NIELSEN FINANCE LLC/CO	75,000.00	0.11	$78,562.50	10.00	08/01/2014	VNU
NII CAPITAL CORP	138,000.00	0.21	$145,245.00	10.00	08/15/2016	NIHD
NII HOLDINGS INC	410,000.00	0.55	$378,225.00	3.12	06/15/2012	NIHD CB
NORANDA ALUMINIUM ACQUISITION	151,023.00	0.17	$117,986.72	5.27	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	110,000.00	0.17	$113,300.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	69,000.00	0.10	$66,585.00	9.75	09/01/2012	NORCFT
NORDIC TELEPHONE CO HOLDINGS A	75,000.00	0.12	$79,687.50	8.88	05/01/2016	TDCDC
NORTHROP GRUMMAN CORP	19,900.00	1.62	$1,111,415.00	1.72	N/A	NOC
NORTHWEST AIRLNS ESCROW (STUB)	55,000.00	0.00	$418.00	10.00	02/01/2010	66799ADP5
NORTHWESTERN CORP	3,300.00	0.13	$85,866.00	1.34	N/A	NWE
NORWEGIAN CRUISE LINE	75,000.00	0.11	$74,437.50	11.75	11/15/2016	NWCRLN
NOVASEP HOLDING SAS	145,000.00	0.21	$142,100.00	9.75	12/15/2016	NOVASP
NOVELIS INC/GA	72,000.00	0.11	$77,490.00	11.50	02/15/2015	HINDAL
NOVELIS INC/GA	75,000.00	0.10	$71,812.50	8.25	02/15/2015	67000XAB2
NRG ENERGY	45,000.00	0.07	$45,225.00	7.38	01/15/2017	629377AX0
NRG ENERGY INC	144,000.00	0.21	$144,540.00	7.38	02/01/2016	NRG
NUVEEN INVESTMENTS INC	264,000.00	0.35	$240,900.00	10.50	11/15/2015	NUVINV
OMEGA HEALTHCARE INVESTORS INC	7,900.00	0.22	$153,655.00	1.20	N/A	OHI
OPTI CANADA INC	67,000.00	0.08	$55,526.25	8.25	12/15/2014	OPCCN
OPTI CANADA INC	116,000.00	0.14	$95,700.00	7.88	12/15/2014	OPCCN
ORION POWER HOLDINGS INC	116,000.00	0.17	$119,480.00	12.00	05/01/2010	RRI
OSI RESTAURANT PARTNERS INC	83,000.00	0.11	$73,662.50	10.00	06/15/2015	OSI
PAETEC HOLDING CORP	71,000.00	0.11	$72,242.50	8.88	06/30/2017	PAET
PANTRY INC/THE	180,000.00	0.23	$158,400.00	3.00	11/15/2012	PTRY CB
PEABODY ENERGY CORP	205,000.00	0.30	$208,075.00	4.75	12/15/2041	BTU CB
PETROHAWK ENERGY CORP	52,000.00	0.08	$54,600.00	9.12	07/15/2013	HAWK
PETROHAWK ENERGY CORP	80,000.00	0.12	$81,200.00	7.88	06/01/2015	HAWK
PETROLEUM DEVELOPMENT CORP	118,000.00	0.18	$122,277.50	12.00	02/15/2018	PETD
PFIZER INC	76,789.00	2.04	$1,396,791.91	0.64	N/A	PFE
PHH	140,000.00	0.19	$130,200.00	7.12	03/01/2013	693320AF0
PINNACLE ENTERTAINMENT INC	196,000.00	0.26	$181,300.00	7.50	06/15/2015	PNK
PLASTIPAK HLDGS 144A	66,000.00	0.10	$68,062.50	8.50	12/15/2015	727610AD9
PLASTIPAK HOLDINGS INC	71,000.00	0.11	$78,632.50	10.62	08/15/2019	PLASPK
PLUM CREEK TIMBER CO INC	6,885.00	0.38	$259,977.60	1.68	N/A	PCL
POPULAR N.A. CAP TRUST I	70,000.00	0.06	$41,053.46	6.56	09/15/2034	BPOP
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	0.22	$153,821.00	2.04	N/A	PCH
PQ CORP TERM LOAN	170,000.00	0.22	$147,475.00	6.74	07/30/2015	PQCOR
PREGIS CORP	222,000.00	0.32	$216,172.50	13.38	10/15/2013	PREGIS
PROGRESS ENERGY INC	25,100.00	1.50	$1,029,351.00	2.48	N/A	PGN
PROLOGIS	11,700.00	0.23	$160,173.00	0.60	N/A	PLD
PROSHARES ULTRASHORT REAL ESTA	2,400.00	0.03	$17,976.00	0.00	N/A	SRS
PSYCHIATRIC SOLUTIONS	94,000.00	0.13	$91,415.00	7.75	07/15/2015	74439HAD0
PSYCHIATRIC SOLUTIONS INC	42,000.00	0.06	$39,795.00	7.75	07/15/2015	PSYS
PUBLIC STORAGE	5,150.00	0.61	$419,467.50	2.20	N/A	PSA
PUGET SOUND ENERGY INC	110,000.00	0.14	$97,192.70	6.97	06/01/2067	PSD
QUEST DIAGNOSTICS INC/DE	16,700.00	1.47	$1,008,346.00	0.40	N/A	DGX
QUICKSILVER RESOURCES INC	33,000.00	0.05	$37,620.00	11.75	01/01/2016	KWK
QUICKSILVER RESOURCES INC	115,000.00	0.16	$107,812.50	7.12	04/01/2016	74837RAC8
QUIKSILVER INC	200,000.00	0.24	$165,000.00	6.88	04/15/2015	ZQK
QUINTILES TRANSNATIONAL CORP	70,000.00	0.10	$70,525.00	9.50	12/30/2014	QTRN
QWEST CAPITAL FUNDING INC	80,000.00	0.10	$68,400.00	7.75	02/15/2031	QUS
QWEST COMMUNICATIONS INTERNATI	61,000.00	0.09	$61,533.75	7.50	02/15/2014	QUS
QWEST COMMUNICATIONS INTERNATI	400,000.00	0.61	$417,000.00	3.50	11/15/2025	QUS
QWEST CORP	5,000.00	0.01	$5,387.50	8.38	05/01/2016	QUS
QWEST CORP	90,000.00	0.12	$83,700.00	7.25	09/15/2025	912920AK1
RABOBANK NEDERLAND NV	150,000.00	0.27	$183,396.00	11.00	12/29/2049	RABOBK
RAMCO-GERSHENSON PROPERTIES TR	9,200.00	0.13	$87,768.00	0.65	N/A	RPT
RAYONIER TRS HOLDINGS INC	345,000.00	0.54	$368,287.50	3.75	10/15/2012	RYN CB
RBS GLOBAL/REXNORD COR	183,000.00	0.27	$182,085.00	11.75	08/01/2016	75524DAD2
REGENCY ENERGY PARTNERS LP/REG	57,000.00	0.09	$59,280.00	8.38	12/15/2013	RGNC
RITE AID CORP	170,000.00	0.22	$150,450.00	9.38	12/15/2015	767754BQ6
ROYAL CARIBBEAN CRUISES LTD	80,000.00	0.12	$79,000.00	6.88	12/01/2013	780153AP7
RSC EQUIPMENT RENTAL INC	202,000.00	0.30	$203,262.50	9.50	12/01/2014	RSC
RSC EQUIPMENT RENTAL INC/RSC H	15,000.00	0.02	$15,131.25	10.25	11/15/2019	RRR
RYERSON INC	40,000.00	0.06	$42,000.00	12.25	11/01/2015	RYI
RYERSON INC	99,000.00	0.13	$91,698.75	7.66	11/01/2014	RYI
SAFEWAY INC	45,400.00	1.41	$966,566.00	0.40	N/A	SWY
SALLY HOLDINGS LLC	75,000.00	0.12	$81,000.00	10.50	11/15/2016	SBH
SANDISK CORP	280,000.00	0.34	$234,850.00	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	90,000.00	0.13	$90,450.00	8.75	01/15/2020	SD
SANDRIDGE ENERGY INC	123,000.00	0.19	$130,072.50	9.88	05/15/2016	SD
SANMINA-SCI CORP	154,000.00	0.23	$154,385.00	8.12	03/01/2016	800907AK3
SAPPI PAPIER HOLDING AG	101,000.00	0.14	$96,813.65	6.75	06/15/2012	SAPSJ
SBA COMMUNICATIONS CORP	165,000.00	0.32	$217,387.50	4.00	10/01/2014	SBAC CB
SECURITIZED NET CASH - ACR1	813,421.58	1.19	$813,421.58	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	163,237.10	0.01	$6,937.58	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	149,000.00	0.21	$145,275.00	7.62	02/01/2015	SELMED
SERVICEMASTER CO/THE	145,000.00	0.22	$151,525.00	10.75	07/15/2015	SVM
SHINGLE SPRINGS	116,000.00	0.13	$88,740.00	9.38	06/15/2015	82459AAA9
SIMON PROPERTY GROUP INC	11,347.81	1.32	$905,555.40	0.48	N/A	SPG
SINCLAIR TELEVISION GROUP INC	110,000.00	0.17	$114,950.00	9.25	11/01/2017	SBGI
SINO-FOREST CORP	255,000.00	0.44	$302,493.75	5.00	08/01/2013	TRECN
SMITHFIELD FOODS	35,000.00	0.05	$32,462.50	7.75	07/01/2017	832248AQ1
SMITHFIELD FOODS	155,000.00	0.22	$151,125.00	7.75	05/15/2013	832248AH1
SMITHFIELD FOODS INC	38,000.00	0.06	$41,420.00	10.00	07/15/2014	SFD
SOLO CUP CO	134,000.00	0.19	$131,655.00	8.50	02/15/2014	834260AB7
SPRINT CAPITAL	400,000.00	0.55	$379,000.00	8.75	03/15/2032	852060AT9
SPRINT CAPITAL CORP	65,000.00	0.08	$54,356.25	6.88	11/15/2028	S
STANDARD PACIFIC ESCROW LLC	75,000.00	0.11	$76,875.00	10.75	09/15/2016	SPF
STARWOOD PROPERTY TRUST INC	16,000.00	0.44	$302,240.00	0.40	N/A	STWD
STEEL CAPITAL SA FOR OAO SEVER	100,000.00	0.15	$101,250.00	9.75	07/29/2013	CHMFRU
STEEL DYNAMICS INC	127,000.00	0.19	$132,873.75	8.25	04/15/2016	STLD
SUNGARD DATA SYSTEMS INC	138,000.00	0.22	$147,660.00	10.25	08/15/2015	SDSINC
TECK RESOURCES LTD	38,000.00	0.06	$44,460.00	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	75,000.00	0.13	$90,000.00	10.75	05/15/2019	TCKCN
TELCORDIA TECH 144A	175,000.00	0.23	$156,625.00	10.00	03/15/2013	87922RAD4
TELESAT CANADA / TELESAT LLC	80,000.00	0.13	$87,200.00	11.00	11/01/2015	TELSAT
TELESAT CANADA / TELESAT LLC	94,000.00	0.15	$103,870.00	12.50	11/01/2017	TELSAT
TENET HEALTHCARE	70,000.00	0.10	$70,525.00	7.38	02/01/2013	88033GAY6
TENNECO INC	71,000.00	0.11	$71,976.25	8.62	11/15/2014	TEN
TERREMARK WORLDWIDE INC	131,000.00	0.21	$145,410.00	12.00	06/15/2017	TMRK
TEXAS COMPETITIVE ELECTRIC HOL	141,000.00	0.17	$114,915.00	10.50	11/01/2015	TXU
THERMADYNE HOLDINGS CORP	137,000.00	0.19	$130,321.25	10.50	02/01/2014	THMD
TOPS MARKETS LLC	140,000.00	0.21	$144,900.00	10.12	10/15/2015	TOMA
TOYS R US PROPERTY CO I	66,000.00	0.11	$72,600.00	10.75	07/15/2017	TOY
TRAVELERS COS INC/THE	25,400.00	1.85	$1,266,444.00	1.32	N/A	TRV
TRIMAS CORP	120,000.00	0.17	$118,350.00	9.75	12/15/2017	TRS
TRW AUTOMOTIVE INC	100,000.00	0.14	$98,500.00	7.00	03/15/2014	TRW
TXU CORP	105,000.00	0.11	$74,990.79	5.55	11/15/2014	873168AL2
UNISYS CORP	71,000.00	0.12	$82,360.00	12.75	10/15/2014	UIS
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	$113,943.75	12.00	07/01/2014	UVN
UNIVISION COMMUNICATIONS TERM	90,000.00	0.11	$78,412.50	2.53	09/29/2014	LN321128
UPC HOLDING BV	100,000.00	0.15	$106,000.00	9.88	04/15/2018	LBTYA
US ONCOLOGY HOLDINGS INC	165,000.00	0.23	$155,100.00	6.43	03/15/2012	USON
USB CAPITAL IX	115,000.00	0.14	$93,581.25	6.19	04/15/2049	USB
USG CORP	35,000.00	0.05	$37,537.50	9.75	08/01/2014	USG
USG CORP	127,000.00	0.17	$114,300.00	6.30	11/15/2016	USG
USGEN ESCROW TRACKING POSITION	250,000.00	0.00	$0.00	0.00	N/A	91799ALA7
VENTAS INC	9,375.00	0.60	$410,062.50	2.05	N/A	VTR
VERISIGN INC	105,000.00	0.14	$93,843.75	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	30,700.00	1.49	$1,017,091.00	1.90	N/A	VZ
VIASAT INC	75,000.00	0.11	$77,625.00	8.88	09/15/2016	VSAT
VIP FINANCE IRELAND LTD FOR OJ	150,000.00	0.24	$160,875.00	9.12	04/30/2018	VIP
VIRGIN MEDIA FINANCE PLC	100,000.00	0.15	$103,375.00	8.38	10/15/2019	VMED
VIRGIN MEDIA INC	198,000.00	0.34	$235,620.00	6.50	11/15/2016	VMED CB
VISKASE COS INC	145,000.00	0.21	$146,812.50	9.88	01/15/2018	VKSC
VORNADO REALTY TRUST	7,665.70	0.78	$536,139.06	1.52	N/A	VNO
W2007 GRACE ACQUISITION I INC	34,400.00	0.02	$15,480.00	0.00	N/A	GRACE
WASTE MANAGEMENT INC	33,700.00	1.66	$1,139,397.00	1.16	N/A	WM
WEINGARTEN REALTY INVESTORS	3,600.00	0.10	$71,244.00	1.00	N/A	WRI
WEST CORP/OLD	110,000.00	0.17	$115,500.00	11.00	10/15/2016	952355AF2
WHITING PETROLEUM CORP	800.00	0.21	$143,728.00	0.00	N/A	WLL CB
WIND ACQUISITION 144A	75,000.00	0.12	$80,625.00	10.75	12/01/2015	97314XAA2
WIND ACQUISITION FINANCE SA	100,000.00	0.16	$109,750.00	11.75	07/15/2017	WINDIM
XEROX CORP	134,200.00	1.66	$1,135,332.00	0.17	N/A	XRX
XM SATELLITE RADIO HOLDINGS IN	130,000.00	0.21	$141,862.50	13.00	08/01/2013	XMSR
XM SATELLITE RADIO HOLDINGS IN	203,000.00	0.30	$204,015.00	10.00	06/01/2011	SIRI
YANKEE ACQUISITION CORP/MA	150,000.00	0.22	$148,500.00	9.75	02/15/2017	YCC
ZIONS BANCORPORATION	57,000.00	0.06	$40,344.77	5.50	11/16/2015	ZION
ZIONS BANCORPORATION	65,000.00	0.08	$57,416.78	7.75	09/23/2014	ZION
ZIONS BANCORPORATION	141,000.00	0.15	$99,839.84	6.00	09/15/2015	989701AJ6