0001145443-13-000313.txt : 20130213
0001145443-13-000313.hdr.sgml : 20130213
20130213140150
ACCESSION NUMBER: 0001145443-13-000313
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20101231
FILED AS OF DATE: 20130213
DATE AS OF CHANGE: 20130213
EFFECTIVENESS DATE: 20130213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MANULIFE ASSET MANAGEMENT (US) LLC
CENTRAL INDEX KEY: 0001034182
IRS NUMBER: 043168979
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03673
FILM NUMBER: 13601889
BUSINESS ADDRESS:
STREET 1: 101 HUNTINGTON AVENUE
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-375-1500
MAIL ADDRESS:
STREET 1: 101 HUNTINGTON AVENUE
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFC GLOBAL INVESTMENT MANAGEMENT (U.S.), LLC
DATE OF NAME CHANGE: 20070214
FORMER COMPANY:
FORMER CONFORMED NAME: SOVEREIGN ASSET MANAGEMENT CORP/MA
DATE OF NAME CHANGE: 19990329
13F-HR/A
1
d30186_41.txt
13F-HR/A
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2010
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [X] is a restatement.
[X] adds new holdings entries.
Name: Manulife Asset Management (US) LLC
Address: 101 Huntington Avenue
Boston, MA 02199
Form 13F File Number: 028-03673
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: William Corson
Title: Chief Compliance Officer
Phone:(617) 375-6850
William Corson Boston, MA February 12, 2013
-------------- ---------- -----------------
[Signature] [City, State] [Date]
Report Type (check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
report manager are reported in this report and a portion are reported by
other reporting manager(s).
List of Other Managers Reporting for this Manager: NONE
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 521
Form 13F Information Table Value Total: US $9,186,992 (thousands)
List of Other Included Managers:
VOTING AUTHORITY
Title of CUSIP Value Shares or SH/ Put/ Investment Other
Name of Issuer Class Number (x$1000) Prn Amount PRN Call Discretion Manager SOLE SHARED NONE
1ST UNITED BANCORP INC FLA COM 33740N105 3,354 485,390 SH SOLE 485,390 0 0
3M CO COM 88579Y101 12,427 144,000 SH SOLE 144,000 0 0
A C MOORE ARTS & CRAFTS INC COM 00086T103 3,092 1,226,955 SH SOLE 1,226,955 0 0
ABB LTD ADR 000375204 36,025 1,604,694 SH SOLE 1,604,694 0 0
ABBOTT LABS COM 002824100 48,319 1,008,547 SH SOLE 1,008,547 0 0
ABITIBIBOWATER INC COM 003687209 7,852 331,747 SH SOLE 331,747 0 0
ACE LTD SHS H0023R105 41,958 674,019 SH SOLE 674,019 0 0
ADOBE SYS INC COM 00724F101 42,690 1,386,927 SH SOLE 1,386,927 0 0
AETNA INC NEW COM 00817Y108 2,501 81,964 SH SOLE 81,964 0 0
AFLAC INC COM 001055102 8,319 147,430 SH SOLE 147,430 0 0
ALASKA MUNICATIONS SYS GR COM 01167P101 611 55,000 SH SOLE 55,000 0 0
ALBEMARLE CORP COM 012653101 8,925 160,000 SH SOLE 160,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 223 3,050 SH SOLE 3,050 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,922 354,260 SH SOLE 354,260 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 967 17,531 SH SOLE 17,531 0 0
ALLIANCE ONE INTL INC NOTE
5.500% 7/1 018772AQ6 9,235 8,200,000 PRN SOLE 8,200,000 0 0
ALLIANT ENERGY CORP COM 018802108 16,455 447,520 SH SOLE 447,520 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1,524 79,089 SH SOLE 79,089 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 944 15,723 SH SOLE 15,723 0 0
AMEDISYS INC COM 023436108 1,414 42,218 SH SOLE 42,218 0 0
AMEREN CORP COM 023608102 17,901 635,000 SH SOLE 635,000 0 0
AMERICAN CAP LTD COM 02503Y103 3,838 507,642 SH SOLE 507,642 0 0
AMERICAN ELEC PWR INC COM 025537101 29,324 815,000 SH SOLE 815,000 0 0
AMERICAN EXPRESS CO COM 025816109 7,912 184,333 SH SOLE 184,333 0 0
AMERICAN PAC CORP COM 028740108 2,548 443,050 SH SOLE 443,050 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 53,186 2,103,043 SH SOLE 2,103,043 0 0
AMERIPRISE FINL INC COM 03076C106 4,941 85,860 SH SOLE 85,860 0 0
AMERIS BANCORP COM 03076K108 8,896 843,994 SH SOLE 843,994 0 0
AMERISOURCEBERGEN CORP COM 03073E105 778 22,797 SH SOLE 22,797 0 0
AMGEN INC COM 031162100 56,538 1,029,834 SH SOLE 1,029,834 0 0
AMPHENOL CORP CL A COM 032095101 1,160 21,983 SH SOLE 21,983 0 0
AMR CORP NOTE 6.250%
10/1 001765BC9 33,028 29,164,000 PRN SOLE 29,164,000 0 0
ANADARKO PETE CORP COM 032511107 1,142 15,000 SH SOLE 15,000 0 0
ANCESTRY INC COM 032803108 7,410 261,666 SH SOLE 261,666 0 0
ANNALY CAP MGMT INC NOTE 4.000%
2/1 035710AA0 6,968 6,000,000 PRN SOLE 6,000,000 0 0
APOLLO INVT CORP COM 03761U106 5,010 452,535 SH SOLE 452,535 0 0
APPLE INC COM 037833100 138,110 428,167 SH SOLE 428,167 0 0
ARCHER DANIELS MIDLAND CO UNIT
99/99/9999 039483201 25,434 655,000 SH SOLE 655,000 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 64,200 2,134,318 SH SOLE 2,134,318 0 0
ARES CAP CORP COM 04010L103 10,223 620,324 SH SOLE 620,324 0 0
ARTHROCARE CORP COM 043136100 3,133 100,861 SH SOLE 100,861 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 196 12,800 SH SOLE 12,800 0 0
AT&T INC COM 00206R102 39,314 1,338,110 SH SOLE 1,338,110 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 5,218 93,465 SH SOLE 93,465 0 0
ATMEL CORP COM 049513104 13,895 1,127,812 SH SOLE 1,127,812 0 0
ATMOS ENERGY CORP COM 049560105 261 835,000 SH SOLE 835,000 0 0
ATWOOD OCEANICS INC COM 050095108 10,501 281,000 SH SOLE 281,000 0 0
AUTODESK INC COM 052769106 590 15,441 SH SOLE 15,441 0 0
BAKER HUGHES INC COM 057224107 652 11,398 SH SOLE 11,398 0 0
BALLY TECHNOLOGIES INC COM 05874B107 10,584 250,863 SH SOLE 250,863 0 0
BANK OF AMERICA CORPORATION COM 060505104 127,124 9,529,563 SH SOLE 9,529,563 0 0
BANK OF AMERICA CORPORATION 7.25%
CNV PFD L ADDED CONV PFD 060505682 34,957 36,529 SH SOLE 36,529 0 0
BANK OF MARIN BANCORP COM 063425102 1,141 32,600 SH SOLE 32,600 0 0
BAR HBR BANKSHARES COM 066849100 2,816 96,516 SH SOLE 96,516 0 0
BARCLAYS BANK PLC ADR 06739H362 52,173 2,030,078 SH SOLE 2,030,078 0 0
BARCLAYS BANK PLC ADR 06739H776 21,133 847,690 SH SOLE 847,690 0 0
BAXTER INTL INC COM 071813109 750 14,823 SH SOLE 14,823 0 0
BB&T CORP COM 054937107 41,811 1,590,393 SH SOLE 1,590,393 0 0
BE AEROSPACE INC COM 073302101 452 12,206 SH SOLE 12,206 0 0
BECTON DICKINSON & CO COM 075887109 10,605 125,477 SH SOLE 125,477 0 0
BED BATH & BEYOND INC COM 075896100 717 14,593 SH SOLE 14,593 0 0
BEMIS INC COM 081437105 2,786 85,305 SH SOLE 85,305 0 0
BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 4,457 37 SH SOLE 37 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 16,463 744,937 SH SOLE 744,937 0 0
BLACK HILLS CORP COM 092113109 19,650 655,000 SH SOLE 655,000 0 0
BLACKROCK INC CL A COM 09247X101 49,819 261,406 SH SOLE 261,406 0 0
BLACKSTONE GROUP L P UNIT LTD COM 09253U108 9,340 660,077 SH SOLE 660,077 0 0
BOISE INC *W EXP
06/18/201 09746Y113 53 70,816 SH SOLE 70,816 0 0
BORGWARNER INC NOTE 3.500%
4/1 099724AF3 1,107 495,000 PRN SOLE 495,000 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 4,955 756,530 SH SOLE 756,530 0 0
BOSTON PROPERTIES INC COM 101121101 363 4,221 SH SOLE 4,221 0 0
BP PLC ADR 055622104 13,074 296,000 SH SOLE 296,000 0 0
BRANDYWINE RLTY TR SH BEN INT 105368203 177 15,175 SH SOLE 15,175 0 0
BRIDGE CAP HLDGS COM 108030107 1,310 150,564 SH SOLE 150,564 0 0
BRIGHAM EXPLORATION CO COM 109178103 9,772 358,719 SH SOLE 358,719 0 0
BROAD CORP CL A COM 111320107 512 11,758 SH SOLE 11,758 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 163 742,000 SH SOLE 742,000 0 0
BRYN MAWR BK CORP COM 117665109 8,095 463,894 SH SOLE 463,894 0 0
CABLEVISION SYS CORP
NY CABLVS CL A COM 12686C109 533 15,745 SH SOLE 15,745 0 0
CABOT OIL & GAS CORP COM 127097103 1,933 51,075 SH SOLE 51,075 0 0
CAE INC COM 124765108 3,213 279,120 SH SOLE 279,120 0 0
CALPINE CORP COM 131347304 247 18,500 SH SOLE 18,500 0 0
CAMDEN NATL CORP COM 133034108 1,332 36,776 SH SOLE 36,776 0 0
CAMECO CORP COM 13321L108 5,038 125,020 SH SOLE 125,020 0 0
CANADIAN NAT RES LTD COM COM 136385101 12,001 270,587 SH SOLE 270,587 0 0
CANADIAN NATL RY CO COM 136375102 8,795 132,550 SH SOLE 132,550 0 0
CARDINAL HEALTH INC COM 14149Y108 1,530 39,932 SH SOLE 39,932 0 0
CARDTRONICS INC COM 14161H108 5,642 318,780 SH SOLE 318,780 0 0
CAREFUSION CORP COM 14170T101 548 21,308 SH SOLE 21,308 0 0
CARRIZO OIL & CO INC COM 144577103 4,829 140,000 SH SOLE 140,000 0 0
CATERPILLAR INC DEL COM 149123101 131 140,235 SH SOLE 140,235 0 0
CDN IMPERIAL BK OFMERCE COM 136069101 4,402 56,198 SH SOLE 56,198 0 0
CENOVUS ENERGY INC COM 15135U109 9,419 283,064 SH SOLE 283,064 0 0
CENTERSTATE BANKS INC COM 15201P109 7,524 950,000 SH SOLE 950,000 0 0
CENVEO INC COM 15670S105 1,068 200,000 SH SOLE 200,000 0 0
CEPHALON INC COM 156708109 31,940 517,498 SH SOLE 517,498 0 0
CH ENERGY GROUP INC COM 12541M102 51,677 1,057,000 SH SOLE 1,057,000 0 0
CHARTER COMMUNICATIONS INC CL A COM 16117M305 70,064 1,799,278 SH SOLE 1,799,278 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%
12/1 165167CB1 2,733 3,510,000 PRN SOLE 3,510,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500%
5/1 165167BZ9 2,678 3,000,000 PRN SOLE 3,000,000 0 0
CHEVRON CORP NEW COM 166764100 17,051 186,865 SH SOLE 186,865 0 0
CHIMERA INVT CORP COM 16934Q109 9,408 2,289,155 SH SOLE 2,289,155 0 0
CHINACAST EDU CORP COM 16946T109 7,682 990,000 SH SOLE 990,000 0 0
CHINDEX INTERNATIONAL INC COM 169467107 353 21,399 SH SOLE 21,399 0 0
CHUBB CORP COM 171232101 7,216 121,000 SH SOLE 121,000 0 0
CHURCH & DWIGHT INC COM 171340102 603 8,738 SH SOLE 8,738 0 0
CITIGROUP INC COM 172967101 3,445 728,285 SH SOLE 728,285 0 0
CITIGROUP INC UNIT
99/99/9999 172967416 15,008 109,795 SH SOLE 109,795 0 0
CITIZENS SOUTH BKG CP DEL COM 176682102 4,209 978,792 SH SOLE 978,792 0 0
CITY HLDG CO COM 177835105 5,164 142,521 SH SOLE 142,521 0 0
COLLECTIVE BRANDS INC COM 19421W100 24,328 1,153,000 SH SOLE 1,153,000 0 0
COMCAST CORP NEW SPL CL A COM 20030N200 10,369 498,253 SH SOLE 498,253 0 0
COMERICA INC COM 200340107 26,180 619,786 SH SOLE 619,786 0 0
COMERICA INC *W EXP
11/14/201 200340115 5,700 345,439 SH SOLE 345,439 0 0
CONCUR TECHNOLOGIES INC COM 206708109 7,220 139,038 SH SOLE 139,038 0 0
CONSOL ENERGY INC COM 20854P109 46,640 956,918 SH SOLE 956,918 0 0
CONSOLIDATED EDISON INC COM 209115104 16,358 330,000 SH SOLE 330,000 0 0
CONTINENTAL AIRLS INC NOTE 4.500%
1/1 ADDED 210795PU8 6,060 4,140,000 PRN SOLE 4,140,000 0 0
COOPER INDUSTRIES PLC SHS G24140108 9,333 160,120 SH SOLE 160,120 0 0
COPA HOLDINGS SA CL A COM P31076105 9,799 166,540 SH SOLE 166,540 0 0
CORESITE RLTY CORP COM 21870Q105 1,405 103,000 SH SOLE 103,000 0 0
CORNING INC COM 219350105 17,179 889,196 SH SOLE 889,196 0 0
CORPORATE OFFICE PPTYS TR
SH BEN INT COM 22002T108 304 8,700 SH SOLE 8,700 0 0
COVENTRY HEALTH CARE INC COM 222862104 12,820 485,619 SH SOLE 485,619 0 0
CULLEN FROST BANKERS INC COM 229899109 55,562 909,072 SH SOLE 909,072 0 0
CUMMINS INC COM 231021106 775 7,041 SH SOLE 7,041 0 0
CVB FINL CORP COM 126600105 6,598 761,045 SH SOLE 761,045 0 0
CVS CORP COM 126650100 115,004 3,307,577 SH SOLE 3,307,577 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 8,843 475,931 SH SOLE 475,931 0 0
D R HORTON INC NOTE 2.000%
5/1 23331ABB4 3,390 3,000,000 PRN SOLE 3,000,000 0 0
DEERE & CO COM 244199105 33,909 408,300 SH SOLE 408,300 0 0
DELL INC COM 24702R101 95,587 7,054,377 SH SOLE 7,054,377 0 0
DELTA AIR LINES INC DEL COM 247361702 113,293 8,991,475 SH SOLE 8,991,475 0 0
DENBURY RES INC COM 247916208 183,265 9,600,034 SH SOLE 9,600,034 0 0
DENDREON CORP COM 24823Q107 1,640 46,971 SH SOLE 46,971 0 0
DENTSPLY INTL INC COM 249030107 8,816 258,000 SH SOLE 258,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%
11/1 251591AX1 2,647 2,500,000 PRN SOLE 2,500,000 0 0
DEVRY INC DEL COM 251893103 756 15,755 SH SOLE 15,755 0 0
DEX ONE CORP COM 25212W100 1,300 174,256 SH SOLE 174,256 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 218 18,200 SH SOLE 18,200 0 0
DICE HLDGS INC COM 253017107 6,514 453,919 SH SOLE 453,919 0 0
DIGITAL RLTY TR INC COM 253868103 4,474 86,815 SH SOLE 86,815 0 0
DIME CMNTY BANCSHARES COM 253922108 1,536 105,300 SH SOLE 105,300 0 0
DISCOVER FINL SVCS COM 254709108 9,724 524,765 SH SOLE 524,765 0 0
DNB FINL CORP COM 233237106 691 78,515 SH SOLE 78,515 0 0
DOMINION RES INC COM 25746U109 26,273 615,000 SH SOLE 615,000 0 0
DOMINOS PIZZA INC COM 25754A201 22,142 1,388,230 SH SOLE 1,388,230 0 0
DOUBLE EAGLE PETE CO PAR $0.10 COM 258570209 196 40,000 SH SOLE 40,000 0 0
DTE ENERGY CO COM 233331107 43,194 953,100 SH SOLE 953,100 0 0
DUKE REALTY CORP COM 264411505 249 20,000 SH SOLE 20,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 202 9,500 SH SOLE 9,500 0 0
E M C CORP MASS COM 268648102 9,847 430,000 SH SOLE 430,000 0 0
EAST WEST BANCORP INC COM 27579R104 69,140 3,536,593 SH SOLE 3,536,593 0 0
EASTERN VA BANKSHARES INC COM COM 277196101 269 69,998 SH SOLE 69,998 0 0
ECB BANCORP INC COM 268253101 370 27,504 SH SOLE 27,504 0 0
ECOLAB INC COM 278865100 58,229 1,154,887 SH SOLE 1,154,887 0 0
E-COMMERCE CHINA DANGDANG IN ADR 26833A105 15,836 585,000 SH SOLE 585,000 0 0
EHEALTH INC COM 28238P109 178 12,572 SH SOLE 12,572 0 0
ELDORADO GOLD CORP COM 284902103 12,110 654,573 SH SOLE 654,573 0 0
EMERSON ELEC CO COM 291011104 13,329 233,140 SH SOLE 233,140 0 0
ENCANA CORP COM 292505104 8,742 300,497 SH SOLE 300,497 0 0
ENERNOC INC COM 292764107 6,552 274,037 SH SOLE 274,037 0 0
ENTERGY CORP NEW COM 29364G103 16,668 235,321 SH SOLE 235,321 0 0
EOG RES INC COM 26875P101 9,232 101,000 SH SOLE 101,000 0 0
EQT CORP COM 26884L109 47,738 1,064,634 SH SOLE 1,064,634 0 0
ESSEX PPTY TR INC COM 297178105 234 2,050 SH SOLE 2,050 0 0
EVANS BANCORP INC COM 29911Q208 1,836 129,300 SH SOLE 129,300 0 0
EVERCORE PARTNERS INC CL A COM 29977A105 9,177 269,918 SH SOLE 269,918 0 0
EXCEL TR INC COM 30068C109 182 15,000 SH SOLE 15,000 0 0
EXCO RESOURCES INC COM 269279402 583 30,000 SH SOLE 30,000 0 0
EXIDE TECHNOLOGIES COM 302051206 1,461 155,220 SH SOLE 155,220 0 0
EXXON MOBIL CORP COM 30231G102 25,415 347,583 SH SOLE 347,583 0 0
F M C CORP COM 302491303 663 8,305 SH SOLE 8,305 0 0
FEDERAL MOGUL CORP CL A COM 313549404 713 34,548 SH SOLE 34,548 0 0
FELCOR LODGING TR INC COM 31430F101 155 22,000 SH SOLE 22,000 0 0
FIFTH THIRD BANCORP COM 316773100 5,813 395,972 SH SOLE 395,972 0 0
FIRST BANCORP INC ME COM 31866P102 2,313 146,499 SH SOLE 146,499 0 0
FIRST CALIFORNIA FINANCIAL G COM 319395109 1,680 600,000 SH SOLE 600,000 0 0
FIRST FINL HLDGS INC COM 320239106 3,050 265,029 SH SOLE 265,029 0 0
FIRST HORIZON NATL CORP COM 320517105 7,650 649,417 SH SOLE 649,417 0 0
FIRST POTOMAC RLTY TR COM 33610F109 168 10,000 SH SOLE 10,000 0 0
FIRSTENERGY CORP COM 337932107 43,499 1,175,000 SH SOLE 1,175,000 0 0
FLOW INTL CORP COM 343468104 4,656 1,138,410 SH SOLE 1,138,410 0 0
FLOWSERVE CORP COM 34354P105 1,388 11,643 SH SOLE 11,643 0 0
FLUSHING FINL CORP COM 343873105 9,489 677,810 SH SOLE 677,810 0 0
FNB CORP PA COM 302520101 26,628 2,711,639 SH SOLE 2,711,639 0 0
FORD MTR CO DEL NOTE 4.250%
11/1 345370CN8 96,959 48,510,000 PRN SOLE 48,510,000 0 0
FOREST LABS INC COM 345838106 655 20,469 SH SOLE 20,469 0 0
FOREST OIL CORP COM 346091705 8,050 212,000 SH SOLE 212,000 0 0
FRANKLIN RES INC COM 354613101 61,121 549,602 SH SOLE 549,602 0 0
FREEPORT-MCMORAN COPPER & GO
CL B COM 35671D857 28,501 237,334 SH SOLE 237,334 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 852 87,612 SH SOLE 87,612 0 0
FTI CONSULTING INC COM 302941109 6,157 165,156 SH SOLE 165,156 0 0
FUELCELL ENERGY INC COM 35952H106 162 70,000 SH SOLE 70,000 0 0
GAMESTOP CORP CL A COM 36467W109 557 24,327 SH SOLE 24,327 0 0
GASCO ENERGY INC COM 367220100 88 250,000 SH SOLE 250,000 0 0
GENERAL DYNAMICS CORP COM 369550108 5,819 82,000 SH SOLE 82,000 0 0
GENERAL ELECTRIC CO COM 369604103 23,781 1,300,240 SH SOLE 1,300,240 0 0
GENERAL GROWTH PPTYS INC COM 370023103 2,477 160,000 SH SOLE 160,000 0 0
GENERAL MTRS CO COM 37045V100 857 23,241 SH SOLE 23,241 0 0
GENERAL MTRS CO JR PFD CNV 37045V209 2,164 40,000 SH SOLE 40,000 0 0
GENON ENERGY INC COM 37244E107 5,029 1,320,010 SH SOLE 1,320,010 0 0
GERON CORP COM 374163103 1,551 300,000 SH SOLE 300,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 8,634 245,633 SH SOLE 245,633 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,493 123,220 SH SOLE 123,220 0 0
GILEAD SCIENCES INC COM 375558103 878 24,231 SH SOLE 24,231 0 0
GLACIER BANCORP INC COM 37637Q105 9,707 642,445 SH SOLE 642,445 0 0
GLAXOSMITHKLINE PLC ADR 37733W105 5,501 140,250 SH SOLE 140,250 0 0
GLOBAL ED & TECHNOLOGY GP LT ADS COM 37951A108 7,754 819,673 SH SOLE 819,673 0 0
GLOBAL INDS LTD COM 379336100 347 50,000 SH SOLE 50,000 0 0
GOLDCORP INC COM 380956409 11,106 242,047 SH SOLE 242,047 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 48,535 288,623 SH SOLE 288,623 0 0
GOOGLE INC CL A COM 38259P508 153,172 257,879 SH SOLE 257,879 0 0
GRAHAM CORP COM 384556106 5,198 259,905 SH SOLE 259,905 0 0
GRAHAM PACKAGING CO INC COM 384701108 13,870 1,063,660 SH SOLE 1,063,660 0 0
GREENHILL & CO INC COM 395259104 623 7,630 SH SOLE 7,630 0 0
GULFPORT ENERGY CORP COM 402635304 1,083 50,000 SH SOLE 50,000 0 0
HANCOCK HLDG CO COM 410120109 24,329 697,914 SH SOLE 697,914 0 0
HANESBRANDS INC COM 410345102 601 23,661 SH SOLE 23,661 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 6,403 250,000 SH SOLE 250,000 0 0
HASBRO INC COM 418056107 1,042 22,086 SH SOLE 22,086 0 0
HELMERICH & PAYNE INC COM 423452101 6,302 130,000 SH SOLE 130,000 0 0
HERITAGE COMMERCE CORP COM 426927109 4,939 1,099,999 SH SOLE 1,099,999 0 0
HERITAGE FINL CORP WASH COM 42722X106 5,753 413,292 SH SOLE 413,292 0 0
HERITAGE FINL GROUP INC COM 42726X102 3,353 270,000 SH SOLE 270,000 0 0
HERITAGE OAKS BANCORP COM 42724R107 5,660 1,715,145 SH SOLE 1,715,145 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 191 29,000 SH SOLE 29,000 0 0
HEWLETT PACKARD CO COM 428236103 149,301 3,546,346 SH SOLE 3,546,346 0 0
HEXCEL CORP COM 428291108 6,038 333,773 SH SOLE 333,773 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,414 80,000 SH SOLE 80,000 0 0
HOLOGIC INC COM 436440101 7,016 372,812 SH SOLE 372,812 0 0
HOLOGIC INC NOTE 2.000%
12/1 436440AA9 47 50,000 PRN SOLE 50,000 0 0
HOME DEPOT INC COM 437076102 203 5,800 SH SOLE 5,800 0 0
HOME FED BANCORP INC MD COM 43710G105 2,800 228,177 SH SOLE 228,177 0 0
HONEYWELL INTL INC COM 438516106 58,579 1,101,944 SH SOLE 1,101,944 0 0
HOWARD HUGHES CORP COM 44267D107 2,335 42,900 SH SOLE 42,900 0 0
HSBC HLDGS PLC 1/40PF A ADR 404280604 10,090 440,600 SH SOLE 440,600 0 0
HUDBAY MINERALS INC COM 443628102 1,546 86,010 SH SOLE 86,010 0 0
HUGHESMUNICATIONS INC COM 444398101 4,223 104,415 SH SOLE 104,415 0 0
HUMANA INC COM 444859102 424 7,748 SH SOLE 7,748 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5,917 861,269 SH SOLE 861,269 0 0
IAMGOLD CORP COM 450913108 6,194 348,012 SH SOLE 348,012 0 0
ICONIX BRAND GROUP INC COM 451055107 13,034 675,000 SH SOLE 675,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 37,516 702,538 SH SOLE 702,538 0 0
IMAX CORP COM 45245E109 9,276 330,699 SH SOLE 330,699 0 0
IMPAX LABORATORIES INC COM 45256B101 4,263 211,993 SH SOLE 211,993 0 0
IMPERIAL OIL LTD COM 453038408 9,216 227,111 SH SOLE 227,111 0 0
INDEPENDENT BANK CORP MASS COM 453836108 23,204 857,830 SH SOLE 857,830 0 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500%
4/1 45687AAD4 995 375,000 PRN SOLE 375,000 0 0
INSPIRE PHARMACEUTICALS INC COM 457733103 5,428 646,197 SH SOLE 646,197 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 38,565 795,000 SH SOLE 795,000 0 0
INTEL CORP COM 458140100 11,066 526,195 SH SOLE 526,195 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 21,031 143,300 SH SOLE 143,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A COM 460335201 4,742 181,194 SH SOLE 181,194 0 0
INTUIT COM 461202103 63,644 1,290,955 SH SOLE 1,290,955 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 19,892 910,810 SH SOLE 910,810 0 0
IROBOT CORP COM 462726100 6,332 254,507 SH SOLE 254,507 0 0
IRON MTN INC COM 462846106 84,055 3,360,860 SH SOLE 3,360,860 0 0
ISHARES INC MSCI EMU INDEX ETF 464286608 4,743 134,480 SH SOLE 134,480 0 0
ISHARES INC MSCI GERMAN ETF 464286806 893 37,311 SH SOLE 37,311 0 0
ISHARES INC MSCI JAPAN ETF 464286848 2,931 268,659 SH SOLE 268,659 0 0
ISHARES INC MSCI UTD KINGD ETF 464286699 1,859 106,997 SH SOLE 106,997 0 0
ISHARES TR HIGH YLD CORP COM 464288513 6,811 75,439 SH SOLE 75,439 0 0
ISIS PHARMACEUTICALS INC COM 464330109 2,359 233,118 SH SOLE 233,118 0 0
IVANHOE ENERGY INC COM 465790103 6,995 2,571,556 SH SOLE 2,571,556 0 0
JANUS CAP GROUP INC COM 47102X105 7,160 552,023 SH SOLE 552,023 0 0
JANUS CAP GROUP INC NOTE 3.250%
7/1 47102XAG0 24,370 20,565,000 PRN SOLE 20,565,000 0 0
JDS UNIPHASE CORP PAR $0.001 COM 46612J507 5,898 407,313 SH SOLE 407,313 0 0
JEFFERIES GROUP INC COM 472319102 273 10,250 SH SOLE 10,250 0 0
JOES JEANS INC COM 47777N101 3,367 2,158,397 SH SOLE 2,158,397 0 0
JOHNSON & JOHNSON COM 478160104 11,427 184,755 SH SOLE 184,755 0 0
JOHNSON CTLS INC COM 478366107 6,188 162,000 SH SOLE 162,000 0 0
JP MORGAN CHASE & CO COM 46625H100 152,860 3,603,491 SH SOLE 3,603,491 0 0
KAISER FED FINL GROUP INC COM 483056107 3,590 310,000 SH SOLE 310,000 0 0
KENSEY NASH CORP COM 490057106 481 17,277 SH SOLE 17,277 0 0
KEY ENERGY SVCS INC COM 492914106 519 40,000 SH SOLE 40,000 0 0
KEYCORP NEW COM 493267108 25,060 2,831,596 SH SOLE 2,831,596 0 0
KEYW HLDG CORP COM 493723100 5,363 365,548 SH SOLE 365,548 0 0
KIMCO REALTY CORP COM 49446R109 2,302 127,600 SH SOLE 127,600 0 0
KINROSS GOLD CORP NO PAR COM 496902404 877 46,249 SH SOLE 46,249 0 0
KNOT INC COM 499184109 7,099 718,520 SH SOLE 718,520 0 0
KODIAK OIL & GAS CORP COM 50015Q100 3,379 512,000 SH SOLE 512,000 0 0
KROGER CO COM 501044101 227 1,014,920 SH SOLE 1,014,920 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 6,189 70,399 SH SOLE 70,399 0 0
LAKELAND FINL CORP COM 511656100 3,192 148,756 SH SOLE 148,756 0 0
LAZARD LTD A SHS G54050102 90,962 2,303,420 SH SOLE 2,303,420 0 0
LEAR CORP COM 521865204 40,662 411,930 SH SOLE 411,930 0 0
LENNAR CORP CL A COM 526057104 6,185 329,869 SH SOLE 329,869 0 0
LILLY ELI & CO COM 532457108 827 23,597 SH SOLE 23,597 0 0
LINEAR TECHNOLOGY CORP COM 535678106 10,066 291,000 SH SOLE 291,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 58,530 5,125,205 SH SOLE 5,125,205 0 0
LOUISIANA PAC CORP COM 546347105 4,304 455,000 SH SOLE 455,000 0 0
LOWES COS INC COM 548661107 116,804 4,657,260 SH SOLE 4,657,260 0 0
LSB INDS INC COM 502160104 8,130 335,108 SH SOLE 335,108 0 0
LUBRIZOL CORP COM 549271104 477 4,465 SH SOLE 4,465 0 0
M & T BK CORP COM 55261F104 23,384 268,627 SH SOLE 268,627 0 0
M D C HLDGS INC COM 552676108 13,695 476,000 SH SOLE 476,000 0 0
MACERICH CO COM 554382101 313 6,601 SH SOLE 6,601 0 0
MACQUARIE INFRASTR CO LLC
MEMBERSHIP INT COM 55608B105 339 16,000 SH SOLE 16,000 0 0
MANULIFE FINL CORP COM 56501R106 4,622 269,490 SH SOLE 269,490 0 0
MASTERCARD INC CL A COM 57636Q104 4,959 22,126 SH SOLE 22,126 0 0
MB FINANCIAL INC COM 55264U108 17,324 1,000,243 SH SOLE 1,000,243 0 0
MBIA INC COM 55262C100 225 18,750 SH SOLE 18,750 0 0
MCDONALDS CORP COM 580135101 12,519 163,090 SH SOLE 163,090 0 0
MCKESSON CORP COM 58155Q103 38,562 547,906 SH SOLE 547,906 0 0
MCMORAN EXPLORATION CO COM 582411104 3,257 190,000 SH SOLE 190,000 0 0
MDC PARTNERS INC CL A COM 552697104 17,408 1,008,000 SH SOLE 1,008,000 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,414 23,071 SH SOLE 23,071 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 184 17,000 SH SOLE 17,000 0 0
MEDNAX INC COM 58502B106 12,385 184,054 SH SOLE 184,054 0 0
MEDTRONIC INC COM 585055106 46,036 1,241,186 SH SOLE 1,241,186 0 0
MERCE BANCSHARES INC COM 200525103 13,903 349,926 SH SOLE 349,926 0 0
MERCK & CO INC COM 58933Y105 7,265 201,576 SH SOLE 201,576 0 0
MERU NETWORKS INC COM 59047Q103 1,092 70,832 SH SOLE 70,832 0 0
METLIFE INC COM 59156R108 87,326 1,965,029 SH SOLE 1,965,029 0 0
MFA FINANCIAL INC COM 55272X102 4,578 561,075 SH SOLE 561,075 0 0
MICROSOFT CORP COM 594918104 269,764 9,665,486 SH SOLE 9,665,486 0 0
MONARCH FINANCIAL HOLDINGS I PERP CONV SER B 60907Q209 2,852 98,500 SH SOLE 98,500 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 7,063 636,330 SH SOLE 636,330 0 0
MONSANTO CO COM 61166W101 42,678 612,835 SH SOLE 612,835 0 0
MONSTER WORLDWIDE INC COM 611742107 513 21,715 SH SOLE 21,715 0 0
MOODYS CORP COM 615369105 235 8,865 SH SOLE 8,865 0 0
MORGAN STANLEY NEW COM 617446448 36,234 1,331,632 SH SOLE 1,331,632 0 0
MSCI INC CL A COM 55354G100 4,676 120,017 SH SOLE 120,017 0 0
MYLAN INC COM 628530107 792 37,487 SH SOLE 37,487 0 0
NATIONAL GRID PLC ADR 636274300 11,983 270,000 SH SOLE 270,000 0 0
NETLOGIC MICROSYSTEMS INC COM COM 64118B100 7,558 240,623 SH SOLE 240,623 0 0
NETSUITE INC COM 64118Q107 4,219 168,747 SH SOLE 168,747 0 0
NEWFIELD EXPL CO COM 651290108 2,509 34,798 SH SOLE 34,798 0 0
NEWMONT MINING CORP COM 651639106 6,309 102,700 SH SOLE 102,700 0 0
NEWPARK RES INC NOTE 4.000%
10/0 651718AC2 899 1,000,000 PRN SOLE 1,000,000 0 0
NEXEN INC COM 65334H102 4,438 194,632 SH SOLE 194,632 0 0
NISOURCE INC COM 65473P105 22,562 1,280,500 SH SOLE 1,280,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,732 139,000 SH SOLE 139,000 0 0
NORTHEAST CMNTY BANCORP INC COM COM 664112109 3,520 634,262 SH SOLE 634,262 0 0
NORTHEAST UTILS COM 664397106 8,528 267,500 SH SOLE 267,500 0 0
NORTHRIM BANCORP INC COM 666762109 1,492 77,232 SH SOLE 77,232 0 0
NORTHWEST NAT GAS CO COM 667655104 6,157 132,500 SH SOLE 132,500 0 0
NOVABAY PHARMACEUTICALS INC COM 66987P102 485 290,156 SH SOLE 290,156 0 0
NSTAR COM 67019E107 48,308 1,145,000 SH SOLE 1,145,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 20,567 209,658 SH SOLE 209,658 0 0
OGE ENERGY CORP COM 670837103 44,137 969,200 SH SOLE 969,200 0 0
OLD REP INTL CORP COM 680223104 4,564 334,826 SH SOLE 334,826 0 0
OMNICARE INC COM 681904108 1,118 44,020 SH SOLE 44,020 0 0
ONEOK INC NEW COM 682680103 30,786 555,000 SH SOLE 555,000 0 0
OWENS ILL INC COM 690768403 58,723 1,912,817 SH SOLE 1,912,817 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 7,270 722,699 SH SOLE 722,699 0 0
PACKAGING CORP AMER COM 695156109 1,054 40,786 SH SOLE 40,786 0 0
PALL CORP COM 696429307 530 10,688 SH SOLE 10,688 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 6,460 167,750 SH SOLE 167,750 0 0
PARKWAY PPTYS INC COM 70159Q104 197 11,216 SH SOLE 11,216 0 0
PARTNERRE LTD COM G6852T105 2,974 37,008 SH SOLE 37,008 0 0
PATTERSON UTI ENERGY INC COM 703481101 804 37,286 SH SOLE 37,286 0 0
PATTERSONPANIES INC COM 703395103 655 21,375 SH SOLE 21,375 0 0
PAYCHEX INC COM 704326107 4,644 150,230 SH SOLE 150,230 0 0
PENN VA CORP COM 707882106 10,008 595,000 SH SOLE 595,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 211 14,500 SH SOLE 14,500 0 0
PEPSICO INC COM 713448108 1,770 2,709,653 SH SOLE 2,709,653 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 5 13,656 SH SOLE 13,656 0 0
PFIZER INC COM 717081103 82,753 4,726,063 SH SOLE 4,726,063 0 0
PHILIP MORRIS INTL INC COM 718172109 12,789 218,503 SH SOLE 218,503 0 0
PICO HLDGS INC COM 693366205 14,914 469,000 SH SOLE 469,000 0 0
PINNACLE AIRL CORP COM 723443107 6,032 763,483 SH SOLE 763,483 0 0
PIONEER NAT RES CO COM 723787107 2,888 33,264 SH SOLE 33,264 0 0
PLAINS EXPL& PRODTN CO COM 726505100 40,539 1,261,340 SH SOLE 1,261,340 0 0
PLATINUM GROUP METALS LTD COM 72765Q205 4 156,537 SH SOLE 156,537 0 0
PLUM CREEK TIMBER CO INC COM 729251108 4,892 130,615 SH SOLE 130,615 0 0
PMI GROUP INC NOTE 4.500%
4/1 69344MAK7 11,550 14,000,000 PRN SOLE 14,000,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 67,872 1,117,789 SH SOLE 1,117,789 0 0
PNM RES INC COM 69349H107 7,265 558,000 SH SOLE 558,000 0 0
POTASH CORP SASK INC COM 73755L107 3,606 23,350 SH SOLE 23,350 0 0
POWERSHARES QQQ TRUST UNIT SER 1 ETF 73935A104 1,937 35,570 SH SOLE 35,570 0 0
PPL CORP COM 69351T106 16,630 631,837 SH SOLE 631,837 0 0
PPL CORP UNIT
99/99/9999 69351T601 116 210,300 SH SOLE 210,300 0 0
PRAXAIR INC COM 74005P104 6,282 65,800 SH SOLE 65,800 0 0
PRECISION CASTPARTS CORP COM 740189105 954 6,853 SH SOLE 6,853 0 0
PRICE T ROWE GROUP INC COM 74144T108 11,567 179,222 SH SOLE 179,222 0 0
PRIDE INTL INC DEL COM 74153Q102 895 27,129 SH SOLE 27,129 0 0
PROASSURANCE CORP COM 74267C106 559 9,227 SH SOLE 9,227 0 0
PROCTER & GAMBLE CO COM 742718109 78,079 1,213,724 SH SOLE 1,213,724 0 0
PROGRESS ENERGY INC COM 743263105 45,924 1,056,200 SH SOLE 1,056,200 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 4,626 232,793 SH SOLE 232,793 0 0
PROLOGIS NOTE 3.250%
3/1 743410AY8 3,323 3,000,000 PRN SOLE 3,000,000 0 0
PRUDENTIAL FINL INC COM 744320102 56,627 964,523 SH SOLE 964,523 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 15,269 480,000 SH SOLE 480,000 0 0
PULTE HOMES INC COM 745867101 56,270 7,482,711 SH SOLE 7,482,711 0 0
PURECYCLE CORP COM 746228303 1,322 372,443 SH SOLE 372,443 0 0
QIAGEN N V ORD COM N72482107 731 37,402 SH SOLE 37,402 0 0
QUAD / GRAPHICS INC CL A COM 747301109 1,966 47,641 SH SOLE 47,641 0 0
QUALM INC COM 747525103 143,479 2,899,149 SH SOLE 2,899,149 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 3,970 209,257 SH SOLE 209,257 0 0
QUANTA SVCS INC COM 74762E102 6,673 335,000 SH SOLE 335,000 0 0
RALCORP HLDGS INC COM 751028101 19,067 293,291 SH SOLE 293,291 0 0
RANGE RES CORP COM COM 75281A109 590 13,127 SH SOLE 13,127 0 0
RARE ELEMENT RES LTD COM 75381M102 3,506 218,296 SH SOLE 218,296 0 0
RED HAT INC COM 756577102 731 16,012 SH SOLE 16,012 0 0
RENASANT CORP COM 75970E107 9,455 559,152 SH SOLE 559,152 0 0
REPUBLIC SVCS INC COM 760759100 102,470 3,431,680 SH SOLE 3,431,680 0 0
RESEARCH IN MOTION LTD COM 760975102 9,150 157,560 SH SOLE 157,560 0 0
RETAIL VENTURES INC COM 76128Y102 12,341 757,097 SH SOLE 757,097 0 0
REX ENERGY CORPORATION COM 761565100 35,579 2,606,497 SH SOLE 2,606,497 0 0
ROGERSMUNICATIONS INC CL B COM 775109200 5,686 164,330 SH SOLE 164,330 0 0
ROSETTA STONE INC COM 777780107 7,094 334,308 SH SOLE 334,308 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,321 311,950 SH SOLE 311,950 0 0
ROYAL BK SCOTLAND GROUP PLC ADR 780097788 50,085 2,873,500 SH SOLE 2,873,500 0 0
ROYAL DUTCH SHELL PLC ADR 780259206 13,837 207,203 SH SOLE 207,203 0 0
RSC HOLDINGS INC COM 74972L102 6,000 616,000 SH SOLE 616,000 0 0
RTI BIOLOGICS INC COM 74975N105 5,014 1,878,050 SH SOLE 1,878,050 0 0
S CORP CL B COM 65248E203 67,000 4,080,405 SH SOLE 4,080,405 0 0
S Y BANCORP INC COM 785060104 1,022 41,618 SH SOLE 41,618 0 0
SAKS INC NOTE 2.000%
3/1 79377WAL2 7,238 6,985,000 PRN SOLE 6,985,000 0 0
SANDISK CORP COM 80004C101 9 18,949 SH SOLE 18,949 0 0
SANDY SPRING BANCORP INC COM 800363103 2,855 154,900 SH SOLE 154,900 0 0
SCHLUMBERGER LTD COM 806857108 55,062 659,427 SH SOLE 659,427 0 0
SCHWAB CHARLES CORP COM 808513105 114,184 6,673,540 SH SOLE 6,673,540 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8,799 139,848 SH SOLE 139,848 0 0
SEAHAWK DRILLING INC COM 81201R107 6,051 676,106 SH SOLE 676,106 0 0
SEI INVESTMENTS CO COM 784117103 879 36,968 SH SOLE 36,968 0 0
SHAWMUNICATIONS INC CL B COM 82028K200 3,917 183,470 SH SOLE 183,470 0 0
SHIRE PLC ADR 82481R106 1,501 20,744 SH SOLE 20,744 0 0
SIERRA BANCORP COM 82620P102 4,292 400,000 SH SOLE 400,000 0 0
SILVER STD RES INC COM 82823L106 31,354 1,111,050 SH SOLE 1,111,050 0 0
SILVER WHEATON CORP COM 828336107 4,623 118,597 SH SOLE 118,597 0 0
SILVERCORP METALS INC COM 82835P103 2,035 159,760 SH SOLE 159,760 0 0
SIMON PPTY GROUP INC COM 828806109 7,408 74,461 SH SOLE 74,461 0 0
SIRIUS XM RADIO INC AD COM 82967N108 139,502 85,062,304 SH SOLE 85,062,304 0 0
SL GREEN RLTY CORP COM 78440X101 211 3,122 SH SOLE 3,122 0 0
SMURFIT-STONE CONTAINER CORP COM 83272A104 25,045 978,324 SH SOLE 978,324 0 0
SOMAXON PHARMACEUTICALS INC COM 834453102 2,372 753,040 SH SOLE 753,040 0 0
SONOSITE INC COM 83568G104 3,955 125,174 SH SOLE 125,174 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 622 202,633 SH SOLE 202,633 0 0
SOUTHERN CO COM 842587107 19,760 516,867 SH SOLE 516,867 0 0
SOUTHWESTERN ENERGY CO COM 845467109 71,820 1,918,779 SH SOLE 1,918,779 0 0
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 67 168,923 SH SOLE 168,923 0 0
SPDR TR UNIT SER 1 ETF 78462F103 208,852 1,660,454 SH SOLE 1,660,454 0 0
SPECTRA ENERGY CORP COM 847560109 33,112 1,325,000 SH SOLE 1,325,000 0 0
ST JOE CO COM 790148100 10,184 466,081 SH SOLE 466,081 0 0
STANTEC INC COM 85472N109 743 26,563 SH SOLE 26,563 0 0
STAPLES INC COM 855030102 107,741 4,731,700 SH SOLE 4,731,700 0 0
STATE STR CORP COM 857477103 66,104 1,426,510 SH SOLE 1,426,510 0 0
STEELCASE INC CL A COM 858155203 6,187 585,318 SH SOLE 585,318 0 0
STERLING BANCSHARES INC COM 858907108 8,482 1,208,246 SH SOLE 1,208,246 0 0
STRYKER CORP COM 863667101 1,143 21,290 SH SOLE 21,290 0 0
SUN HEALTHCARE GROUP INC COM 86677E100 4,557 359,963 SH SOLE 359,963 0 0
SUN LIFE FINL INC COM 866796105 3,558 118,170 SH SOLE 118,170 0 0
SUNCOR ENERGY INC NEW COM 867224107 185,537 4,845,690 SH SOLE 4,845,690 0 0
SUNSTONE HOTEL INVS INC COM 867892101 3 25,000 SH SOLE 25,000 0 0
SUNTRUST BKS INC COM 867914103 248 839,007 SH SOLE 839,007 0 0
SUPERMEDIA INC COM 868447103 1,403 161,129 SH SOLE 161,129 0 0
SVB FINL GROUP COM 78486Q101 40,962 772,145 SH SOLE 772,145 0 0
SYCAMORE NETWORKS INC COM 871206405 30,688 1,490,438 SH SOLE 1,490,438 0 0
SYNOVUS FINL CORP COM 87161C105 5,993 2,270,000 SH SOLE 2,270,000 0 0
TALISMAN ENERGY INC COM 87425E103 8,849 400,049 SH SOLE 400,049 0 0
TARGET CORP COM 87612E106 13,127 218,318 SH SOLE 218,318 0 0
TCF FINL CORP COM 872275102 42,758 2,887,099 SH SOLE 2,887,099 0 0
TECHTARGET INC COM 87874R100 6,344 800,052 SH SOLE 800,052 0 0
TECK RESOURCES LTD CL B COM 878742204 10,443 169,010 SH SOLE 169,010 0 0
TECO ENERGY INC COM 872375100 10,146 570,000 SH SOLE 570,000 0 0
TELEFLEX INC NOTE 3.875%
8/0 879369AA4 3,150 3,000,000 PRN SOLE 3,000,000 0 0
TEMPUR PEDIC INTL INC COM 88023U101 10,037 250,538 SH SOLE 250,538 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11,022 211,427 SH SOLE 211,427 0 0
TEXAS INSTRS INC COM 882508104 10,075 310,000 SH SOLE 310,000 0 0
TEXTRON INC COM 883203101 72,706 3,075,539 SH SOLE 3,075,539 0 0
THOMAS PPTYS GROUP INC COM 884453101 189 44,800 SH SOLE 44,800 0 0
THOMPSON CREEK METALS CO INC COM 884768102 1,552 106,270 SH SOLE 106,270 0 0
THOMSON REUTERS CORP COM 884903105 2,039 54,750 SH SOLE 54,750 0 0
THORATEC CORP COM 885175307 7,066 249,488 SH SOLE 249,488 0 0
TIFFANY & CO COM 886547108 3,923 63,000 SH SOLE 63,000 0 0
TIME WARNER CABLE INC COM 88732J207 2,619 39,666 SH SOLE 39,666 0 0
TJX COS INC COM 872540109 10,787 243,000 SH SOLE 243,000 0 0
TORONTO DOMINION BK ONT COM 891160509 12,267 165,207 SH SOLE 165,207 0 0
TOTAL S A ADR 89151E109 16,550 309,468 SH SOLE 309,468 0 0
TREX CO INC COM 89531P105 7,226 301,595 SH SOLE 301,595 0 0
TRICO BANCSHARES COM 896095106 9,371 580,252 SH SOLE 580,252 0 0
TUPPERWARE BRANDS CORP COM 899896104 6,580 138,036 SH SOLE 138,036 0 0
U S AIRWAYS GROUP INC COM 90341W108 946 94,500 SH SOLE 94,500 0 0
U S G CORP COM 903293405 6,642 394,666 SH SOLE 394,666 0 0
UAL CORP NOTE 4.500%
6/3 ADDED 902549AH7 16,422 16,140,000 PRN SOLE 16,140,000 0 0
UAL CORP NOTE 6.000%10/902549AJ3 67,409 23,125,000 PRN SOLE 23,125,000 0 0
UIL HLDG CORP COM 902748102 24,969 833,400 SH SOLE 833,400 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,222 127,949 SH SOLE 127,949 0 0
ULTRA PETROLEUM CORP COM 903914109 546 11,438 SH SOLE 11,438 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 2,861 193,594 SH SOLE 193,594 0 0
UNION PAC CORP COM 907818108 803 8,665 SH SOLE 8,665 0 0
UNITED CONTL HLDGS INC COM 910047109 8,651 363,176 SH SOLE 363,176 0 0
UNITED RENTALS INC NOTE 4.000%
11/1 911363AL3 8,170 3,720,000 PRN SOLE 3,720,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 79,845 1,014,291 SH SOLE 1,014,291 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,536 71,752 SH SOLE 71,752 0 0
UNIVEST CORP PA COM 915271100 1,064 55,500 SH SOLE 55,500 0 0
US AIRWAYS GROUP INC NOTE 7.250%
5/1 911905AC1 29,886 12,485,000 PRN SOLE 12,485,000 0 0
US BANCORP DEL COM 902973304 79,255 2,938,651 SH SOLE 2,938,651 0 0
USA MOBILITY INC COM 90341G103 2,074 116,728 SH SOLE 116,728 0 0
V F CORP COM 918204108 4,395 51,000 SH SOLE 51,000 0 0
VALLEY NATL BANCORP *W EXP
11/14/201 919794131 246 96,277 SH SOLE 96,277 0 0
VECTREN CORP COM 92240G101 25,634 1,010,000 SH SOLE 1,010,000 0 0
VERISK ANALYTICS INC CL A COM 92345Y106 65,165 1,912,105 SH SOLE 1,912,105 0 0
VERIZON MUNICATIONS INC COM 92343V104 34,796 972,500 SH SOLE 972,500 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 818 69,957 SH SOLE 69,957 0 0
VIRGIN MEDIA INC *W EXP
99/99/999 92769L119 1 28,043 SH SOLE 28,043 0 0
VISA INC CL A COM 92826C839 8,785 124,822 SH SOLE 124,822 0 0
VODAFONE GROUP PLC ADR 92857W209 10,472 396,215 SH SOLE 396,215 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,194 38,328 SH SOLE 38,328 0 0
WALGREEN CO COM 931422109 41,187 1,057,158 SH SOLE 1,057,158 0 0
WARREN RES INC COM 93564A100 47,766 10,567,712 SH SOLE 10,567,712 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 3,495 254,937 SH SOLE 254,937 0 0
WASHINGTON TR BANCORP COM 940610108 8,917 407,550 SH SOLE 407,550 0 0
WEATHERFORD INTERNATIONAL LT REG COM H27013103 44,927 1,970,501 SH SOLE 1,970,501 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,640 54,273 SH SOLE 54,273 0 0
WELLS FARGO & CO COM 949746101 69,561 2,244,636 SH SOLE 2,244,636 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 18,783 18,773 SH SOLE 18,773 0 0
WESBANCO INC COM 950810101 7,122 375,634 SH SOLE 375,634 0 0
WESTAMERICA BANCORPORATION COM 957090103 13,712 247,192 SH SOLE 247,192 0 0
WESTERN DIGITAL CORP COM 958102105 680 20,060 SH SOLE 20,060 0 0
WEYERHAEUSER CO COM 962166104 5,098 269,300 SH SOLE 269,300 0 0
WHITING PETE CORP COM 966387102 525 4,477 SH SOLE 4,477 0 0
WILLIAMS COS INC DEL COM 969457100 20,418 825,953 SH SOLE 825,953 0 0
WMS INDS INC COM 929297109 8,535 188,666 SH SOLE 188,666 0 0
WSFS FINL CORP COM 929328102 10,536 222,099 SH SOLE 222,099 0 0
XCEL ENERGY INC COM 98389B100 38,269 1,625,000 SH SOLE 1,625,000 0 0
YUM BRANDS INC COM 988498101 584 11,908 SH SOLE 11,908 0 0
ZIONS BANCORPORATION COM 989701107 34,198 1,411,403 SH SOLE 1,411,403 0 0