0001145443-13-000314.txt : 20130213
0001145443-13-000314.hdr.sgml : 20130213
20130213140205
ACCESSION NUMBER: 0001145443-13-000314
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
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: 13601894
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_42.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: March 31, 2011
Check here if Amendment [X]; Amendment Number: 2
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: 588
Form 13F Information Table Value Total: US $12,523,664 (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 7,633 1,087,313 SH SOLE 1,087,313 0 0
3M CO COM 88579Y101 13,464 144,000 SH SOLE 144,000 0 0
A C MOORE ARTS & CRAFTS INC COM 00086T103 3,362 1,226,955 SH SOLE 1,226,955 0 0
ABB LTD ADR 000375204 23,710 980,137 SH SOLE 980,137 0 0
ABBOTT LABS COM 002824100 64,695 1,318,956 SH SOLE 1,318,956 0 0
ABITIBIBOWATER INC COM 003687209 8,914 331,744 SH SOLE 331,744 0 0
ADOBE SYS INC COM 00724F101 44,413 1,339,345 SH SOLE 1,339,345 0 0
AETNA INC NEW COM 00817Y108 2,915 77,882 SH SOLE 77,882 0 0
AFLAC INC COM 001055102 8,839 167,475 SH SOLE 167,475 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,381 36,810 SH SOLE 36,810 0 0
AGRIUM INC COM 008916108 13,157 146,951 SH SOLE 146,951 0 0
AIR PRODS & CHEMS INC COM 009158106 25,703 285,023 SH SOLE 285,023 0 0
ALASKA MUNICATIONS SYS GR COM 01167P101 586 55,000 SH SOLE 55,000 0 0
ALBEMARLE CORP COM 012653101 9,563 160,000 SH SOLE 160,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 238 3,050 SH SOLE 3,050 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,071 296,428 SH SOLE 296,428 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,129 16,676 SH SOLE 16,676 0 0
ALLIANCE ONE INTL INC NOTE 5.500%
7/1 018772AQ6 8,795 8,200,000 SH SOLE 8,200,000 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD
PARTN 01881G106 28,630 1,313,286 SH SOLE 1,313,286 0 0
ALLIANT ENERGY CORP COM 018802108 17,422 447,520 SH SOLE 447,520 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1,216 57,952 SH SOLE 57,952 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 933 15,723 SH SOLE 15,723 0 0
AMAZON INC COM 023135106 77,436 429,891 SH SOLE 429,891 0 0
AMEDISYS INC COM 023436108 1,220 34,846 SH SOLE 34,846 0 0
AMEREN CORP COM 023608102 17,824 635,000 SH SOLE 635,000 0 0
AMERICAN CAP LTD COM 02503Y103 5,086 513,742 SH SOLE 513,742 0 0
AMERICAN ELEC PWR INC COM 025537101 28,639 815,000 SH SOLE 815,000 0 0
AMERICAN EXPRESS CO COM 025816109 30,288 670,093 SH SOLE 670,093 0 0
AMERICAN PAC CORP COM 028740108 2,694 443,050 SH SOLE 443,050 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 14,196 153,704 SH SOLE 153,704 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 31,490 1,122,624 SH SOLE 1,122,624 0 0
AMERIPRISE FINL INC COM 03076C106 7,976 130,590 SH SOLE 130,590 0 0
AMERIS BANCORP COM 03076K108 8,610 847,454 SH SOLE 847,454 0 0
AMERISOURCEBERGEN CORP COM 03073E105 902 22,797 SH SOLE 22,797 0 0
AMGEN INC COM 031162100 143,684 2,688,197 SH SOLE 2,688,197 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 9,927 1,146,358 SH SOLE 1,146,358 0 0
AMPHENOL CORP CL A COM 032095101 1,196 21,983 SH SOLE 21,983 0 0
AMR CORP NOTE 6.250%
10/1 001765BC9 40,799 38,764,000 SH SOLE 38,764,000 0 0
AMSURG CORP COM 03232P405 28,175 1,107,524 SH SOLE 1,107,524 0 0
ANADARKO PETE CORP COM 032511107 1,229 15,000 SH SOLE 15,000 0 0
ANCESTRY INC COM 032803108 34,873 983,734 SH SOLE 983,734 0 0
ANCHOR BANCORP WA COM 032838104 2,675 250,000 SH SOLE 250,000 0 0
APACHE CORP COM 037411105 34,406 262,801 SH SOLE 262,801 0 0
APACHE CORP PFD CONV SER D COM 037411808 37,095 523,500 SH SOLE 523,500 0 0
APOLLO INVT CORP COM 03761U106 5,699 472,536 SH SOLE 472,536 0 0
APPLE INC COM 037833100 150,053 430,629 SH SOLE 430,629 0 0
ARCHER DANIELS MIDLAND CO UNIT
99/99/9999 039483201 15,342 339,800 SH SOLE 339,800 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 62,063 1,723,485 SH SOLE 1,723,485 0 0
ARES CAP CORP COM 04010L103 11,520 681,651 SH SOLE 681,651 0 0
ARTHROCARE CORP COM 043136100 3,785 113,541 SH SOLE 113,541 0 0
ASCENT MEDIA CORP SER A COM 043632108 3,908 80,000 SH SOLE 80,000 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 203 12,800 SH SOLE 12,800 0 0
ASSURED GUARANTY LTD COM G0585R106 10,037 673,632 SH SOLE 673,632 0 0
AT&T INC COM 00206R102 40,185 1,313,231 SH SOLE 1,313,231 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 5,565 79,821 SH SOLE 79,821 0 0
ATMEL CORP COM 049513104 13,422 984,745 SH SOLE 984,745 0 0
ATMOS ENERGY CORP COM 049560105 28,474 835,000 SH SOLE 835,000 0 0
ATWOOD OCEANICS INC COM 050095108 11,561 249,000 SH SOLE 249,000 0 0
AUTODESK INC COM 052769106 681 15,441 SH SOLE 15,441 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 19,500 380,034 SH SOLE 380,034 0 0
AVALON RARE METALS INC COM 053470100 23,855 3,050,486 SH SOLE 3,050,486 0 0
AVERY DENNISON CORP COM 053611109 39,510 941,607 SH SOLE 941,607 0 0
BAKER HUGHES INC COM 057224107 1,243 16,932 SH SOLE 16,932 0 0
BALLY TECHNOLOGIES INC COM 05874B107 10,947 289,216 SH SOLE 289,216 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 21,152 355,560 SH SOLE 355,560 0 0
BANK OF AMERICA CORPORATION COM 060505104 242,210 18,170,275 SH SOLE 18,170,275 0 0
BANK OF AMERICA CORPORATION 7.25%
CNV PFD L ADDED CONV PFD 060505682 33,361 32,998 SH SOLE 32,998 0 0
BANK OF MARIN BANCORP COM 063425102 505 13,524 SH SOLE 13,524 0 0
BAR HBR BANKSHARES COM 066849100 2,944 96,516 SH SOLE 96,516 0 0
BARCLAYS BANK PLC ADR 06739H362 53,502 2,035,078 SH SOLE 2,035,078 0 0
BARCLAYS BANK PLC ADR 06739H776 21,467 851,190 SH SOLE 851,190 0 0
BARRICK GOLD CORP COM 067901108 100,326 1,941,044 SH SOLE 1,941,044 0 0
BAXTER INTL INC COM 071813109 219 4,075 SH SOLE 4,075 0 0
BB&T CORP COM 054937107 43,660 1,590,517 SH SOLE 1,590,517 0 0
BE AEROSPACE INC COM 073302101 1,237 34,816 SH SOLE 34,816 0 0
BECTON DICKINSON & CO COM 075887109 9,990 125,477 SH SOLE 125,477 0 0
BED BATH & BEYOND INC COM 075896100 894 18,516 SH SOLE 18,516 0 0
BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 4,636 37 SH SOLE 37 0 0
BERKSHIRE HATHAWAY INC DEL CL B COM 084670702 48,903 584,758 SH SOLE 584,758 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 15,532 744,937 SH SOLE 744,937 0 0
BERRY PETE CO CL A COM 085789105 3,683 73,000 SH SOLE 73,000 0 0
BHP BILLITON LTD ADR 088606108 445 4,640 SH SOLE 4,640 0 0
BLACK HILLS CORP COM 092113109 21,903 655,000 SH SOLE 655,000 0 0
BLACKROCK INC CL A COM 09247X101 43,777 217,784 SH SOLE 217,784 0 0
BLACKSTONE GROUP L P UNIT LTD COM 09253U108 12,985 726,251 SH SOLE 726,251 0 0
BLUE NILE INC COM 09578R103 29,274 542,216 SH SOLE 542,216 0 0
BOEING CO COM 097023105 26,940 364,397 SH SOLE 364,397 0 0
BOISE INC *W EXP
06/18/201 09746Y113 120 70,816 SH SOLE 70,816 0 0
BORGWARNER INC NOTE 3.500%
4/1 099724AF3 1,210 495,000 SH SOLE 495,000 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 5,349 756,530 SH SOLE 756,530 0 0
BOSTON PROPERTIES INC COM 101121101 400 4,221 SH SOLE 4,221 0 0
BP PLC ADR 055622104 12,690 287,500 SH SOLE 287,500 0 0
BRANDYWINE RLTY TR SH BEN INT 105368203 184 15,175 SH SOLE 15,175 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 4,232 239,217 SH SOLE 239,217 0 0
BRIDGE CAP HLDGS COM 108030107 1,421 150,564 SH SOLE 150,564 0 0
BRIGHAM EXPLORATION CO COM 109178103 7,435 199,985 SH SOLE 199,985 0 0
BROAD CORP CL A COM 111320107 1,413 35,880 SH SOLE 35,880 0 0
BROOKFIELD PPTYS CORP COM 112900105 9,206 536,488 SH SOLE 536,488 0 0
BRYN MAWR BK CORP COM 117665109 9,542 463,894 SH SOLE 463,894 0 0
CABOT OIL & GAS CORP COM 127097103 2,705 51,075 SH SOLE 51,075 0 0
CAE INC COM 124765108 3,595 279,120 SH SOLE 279,120 0 0
CALPINE CORP COM 131347304 294 18,500 SH SOLE 18,500 0 0
CAMDEN NATL CORP COM 133034108 1,259 36,776 SH SOLE 36,776 0 0
CAMECO CORP COM 13321L108 3,646 125,020 SH SOLE 125,020 0 0
CANADIAN NAT RES LTD COM COM 136385101 8,243 171,940 SH SOLE 171,940 0 0
CANADIAN NATL RY CO COM 136375102 9,696 132,550 SH SOLE 132,550 0 0
CAPITOL FED FINL INC COM 14057J101 2,348 208,300 SH SOLE 208,300 0 0
CARDINAL HEALTH INC COM 14149Y108 1,600 38,911 SH SOLE 38,911 0 0
CARDTRONICS INC COM 14161H108 9,614 472,434 SH SOLE 472,434 0 0
CAREFUSION CORP COM 14170T101 601 21,308 SH SOLE 21,308 0 0
CARNIVAL CORP PAIRED CTF COM 143658300 23,948 624,289 SH SOLE 624,289 0 0
CARRIZO OIL & CO INC COM 144577103 5,170 140,000 SH SOLE 140,000 0 0
CAST CORP NEW CL A COM 20030N101 11,114 449,582 SH SOLE 449,582 0 0
CATERPILLAR INC DEL COM 149123101 15,611 140,200 SH SOLE 140,200 0 0
CBS CORP CL B COM 124857202 40,725 1,626,400 SH SOLE 1,626,400 0 0
CENOVUS ENERGY INC COM 15135U109 15,345 399,673 SH SOLE 399,673 0 0
CENTERSTATE BANKS INC COM 15201P109 6,650 950,000 SH SOLE 950,000 0 0
CENVEO INC COM 15670S105 3,108 476,000 SH SOLE 476,000 0 0
CEVA INC COM 157210105 5,007 187,313 SH SOLE 187,313 0 0
CH ENERGY GROUP INC COM 12541M102 53,421 1,057,000 SH SOLE 1,057,000 0 0
CHARTER COMMUNICATIONS INC CL A COM 16117M305 91,493 1,807,095 SH SOLE 1,807,095 0 0
CHEMTURA CORP COM 163893209 13,416 780,000 SH SOLE 780,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%
12/1 165167CB1 3,225 3,510,000 SH SOLE 3,510,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500%
5/1 165167BZ9 3,259 3,000,000 SH SOLE 3,000,000 0 0
CHEVRON CORP NEW COM 166764100 73,171 681,106 SH SOLE 681,106 0 0
CHIMERA INVT CORP COM 16934Q109 9,229 2,324,768 SH SOLE 2,324,768 0 0
CHINACAST EDU CORP COM 16946T109 6,353 1,010,000 SH SOLE 1,010,000 0 0
CHINDEX INTERNATIONAL INC COM 169467107 639 39,838 SH SOLE 39,838 0 0
CHUNGHWA TELE CO LTD COM 17133Q502 1,318 42,307 SH SOLE 42,307 0 0
CINTAS CORP COM 172908105 10,075 332,836 SH SOLE 332,836 0 0
CISCO SYS INC COM 17275R102 177 10,330 SH SOLE 10,330 0 0
CITIGROUP INC UNIT
99/99/9999 172967416 24,421 193,055 SH SOLE 193,055 0 0
CITIZENS SOUTH BKG CP DEL COM 176682102 4,356 978,792 SH SOLE 978,792 0 0
CITY HLDG CO COM 177835105 5,040 142,521 SH SOLE 142,521 0 0
CLOROX CO DEL COM 189054109 29,542 421,600 SH SOLE 421,600 0 0
COLLECTIVE BRANDS INC COM 19421W100 23,738 1,100,000 SH SOLE 1,100,000 0 0
COMCAST CORP NEW SPL CL A COM 20030N200 11,569 498,253 SH SOLE 498,253 0 0
COMERICA INC COM 200340107 23,564 641,715 SH SOLE 641,715 0 0
COMERICA INC *W EXP
11/14/201 200340115 4,852 382,919 SH SOLE 382,919 0 0
CONCUR TECHNOLOGIES INC COM 206708109 7,856 141,673 SH SOLE 141,673 0 0
CONOCOPHILLIPS COM 20825C104 35,320 442,276 SH SOLE 442,276 0 0
CONSOL ENERGY INC COM 20854P109 42,163 786,190 SH SOLE 786,190 0 0
CONSOLIDATED EDISON INC COM 209115104 16,484 325,000 SH SOLE 325,000 0 0
CONTINENTAL AIRLS INC NOTE 4.500%
1/1 ADDED 210795PU8 6,058 4,240,000 SH SOLE 4,240,000 0 0
COPA HOLDINGS SA CL A COM P31076105 8,819 167,035 SH SOLE 167,035 0 0
CORESITE RLTY CORP COM 21870Q105 1,632 103,000 SH SOLE 103,000 0 0
CORPORATE OFFICE PPTYS TR
SH BEN INT COM 22002T108 260 7,200 SH SOLE 7,200 0 0
COVENTRY HEALTH CARE INC COM 222862104 17,558 550,580 SH SOLE 550,580 0 0
CREDIT SUISSE GROUP ADR 225401108 253 5,940 SH SOLE 5,940 0 0
CULLEN FROST BANKERS INC COM 229899109 47,810 810,072 SH SOLE 810,072 0 0
CUMMINS INC COM 231021106 978 8,920 SH SOLE 8,920 0 0
CVB FINL CORP COM 126600105 7,085 761,045 SH SOLE 761,045 0 0
CVS CORP COM 126650100 118,145 3,442,453 SH SOLE 3,442,453 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 8,681 447,916 SH SOLE 447,916 0 0
D R HORTON INC NOTE 2.000%
5/1 23331ABB4 3,420 3,000,000 SH SOLE 3,000,000 0 0
DANAHER CORP DEL COM 235851102 60,881 1,173,044 SH SOLE 1,173,044 0 0
DARDEN RESTAURANTS INC COM 237194105 923 18,785 SH SOLE 18,785 0 0
DARLING INTL INC COM 237266101 15,172 987,091 SH SOLE 987,091 0 0
DEERE & CO COM 244199105 29,255 301,942 SH SOLE 301,942 0 0
DELL INC COM 24702R101 89,215 6,148,526 SH SOLE 6,148,526 0 0
DELTA AIR LINES INC DEL COM 247361702 106,959 10,914,231 SH SOLE 10,914,231 0 0
DENBURY RES INC COM 247916208 192,871 7,904,533 SH SOLE 7,904,533 0 0
DENDREON CORP COM 24823Q107 1,546 41,312 SH SOLE 41,312 0 0
DENDREON CORP NOTE 2.875%
1/1 24823QAC1 4,210 4,000,000 SH SOLE 4,000,000 0 0
DENTSPLY INTL INC COM 249030107 5,549 150,000 SH SOLE 150,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%
11/1 251591AX1 2,669 2,500,000 SH SOLE 2,500,000 0 0
DEVON ENERGY CORP COM 25179M103 230 2,510 SH SOLE 2,510 0 0
DEX ONE CORP COM 25212W100 843 174,256 SH SOLE 174,256 0 0
DIAGEO P L C ADR 25243Q205 48,014 629,946 SH SOLE 629,946 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 226 2,915 SH SOLE 2,915 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,153 103,200 SH SOLE 103,200 0 0
DICE HLDGS INC COM 253017107 5,910 391,111 SH SOLE 391,111 0 0
DIGITAL RLTY TR INC COM 253868103 5,047 86,815 SH SOLE 86,815 0 0
DISCOVER FINL SVCS COM 254709108 11,102 460,291 SH SOLE 460,291 0 0
DISNEY WALT CO DISNEY COM 254687106 6,980 161,984 SH SOLE 161,984 0 0
DNB FINL CORP COM 233237106 762 78,515 SH SOLE 78,515 0 0
DOLLAR GEN CORP NEW COM 256677105 98,928 3,155,598 SH SOLE 3,155,598 0 0
DOMINION RES INC COM 25746U109 27,491 615,000 SH SOLE 615,000 0 0
DOMINOS PIZZA INC COM 25754A201 24,645 1,337,230 SH SOLE 1,337,230 0 0
DOUBLE EAGLE PETE CO PAR $0.10 COM 258570209 364 40,000 SH SOLE 40,000 0 0
DTE ENERGY CO COM 233331107 46,664 953,100 SH SOLE 953,100 0 0
DUKE REALTY CORP COM 264411505 280 20,000 SH SOLE 20,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 230 9,500 SH SOLE 9,500 0 0
E M C CORP MASS COM 268648102 11,417 430,000 SH SOLE 430,000 0 0
EAGLE MATERIALS INC COM 26969P108 5,751 190,039 SH SOLE 190,039 0 0
EAST WEST BANCORP INC COM 27579R104 50,340 2,292,372 SH SOLE 2,292,372 0 0
EASTERN VA BANKSHARES INC COM COM 277196101 253 69,998 SH SOLE 69,998 0 0
ECB BANCORP INC COM 268253101 336 27,504 SH SOLE 27,504 0 0
ECOLAB INC COM 278865100 72,110 1,413,369 SH SOLE 1,413,369 0 0
E-COMMERCE CHINA DANGDANG IN ADR 26833A105 10,000 484,748 SH SOLE 484,748 0 0
ELDORADO GOLD CORP COM 284902103 6,599 417,400 SH SOLE 417,400 0 0
EMERSON ELEC CO COM 291011104 13,622 233,140 SH SOLE 233,140 0 0
ENCANA CORP COM 292505104 5,538 164,010 SH SOLE 164,010 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 5,968 175,000 SH SOLE 175,000 0 0
ENTERGY CORP NEW COM 29364G103 23,790 353,961 SH SOLE 353,961 0 0
EOG RES INC COM 26875P101 11,970 101,000 SH SOLE 101,000 0 0
EQT CORP COM 26884L109 48,741 976,779 SH SOLE 976,779 0 0
EQUINIX INC NOTE 4.750%
6/1 29444UAH9 20,506 15,260,000 SH SOLE 15,260,000 0 0
ESSEX PPTY TR INC COM 297178105 254 2,050 SH SOLE 2,050 0 0
EVANS BANCORP INC COM 29911Q208 1,823 129,300 SH SOLE 129,300 0 0
EVERCORE PARTNERS INC CL A COM 29977A105 5,773 168,358 SH SOLE 168,358 0 0
EXCEL TR INC COM 30068C109 177 15,000 SH SOLE 15,000 0 0
EXCO RESOURCES INC COM 269279402 620 30,000 SH SOLE 30,000 0 0
EXIDE TECHNOLOGIES COM 302051206 1,735 155,220 SH SOLE 155,220 0 0
EXIDE TECHNOLOGIES NOTE 9/1 302051AL1 3,530 3,800,000 SH SOLE 3,800,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 36,656 731,068 SH SOLE 731,068 0 0
EXXON MOBIL CORP COM 30231G102 60,661 721,034 SH SOLE 721,034 0 0
F M C CORP COM 302491303 1,365 16,076 SH SOLE 16,076 0 0
FACTSET RESH SYS INC COM 303075105 11,714 111,854 SH SOLE 111,854 0 0
FEDERAL MOGUL CORP CL A COM 313549404 860 34,548 SH SOLE 34,548 0 0
FEDEX CORP COM 31428X106 19,008 203,183 SH SOLE 203,183 0 0
FELCOR LODGING TR INC COM 31430F101 1,346 219,500 SH SOLE 219,500 0 0
FELCOR LODGING TR INC PFD
CV A $1.95 PFD CONV 31430F200 5,042 186,257 SH SOLE 186,257 0 0
FIFTH THIRD BANCORP COM 316773100 19,376 1,395,972 SH SOLE 1,395,972 0 0
FIRST BANCORP INC ME COM 31866P102 2,234 146,499 SH SOLE 146,499 0 0
FIRST CALIFORNIA FINANCIAL G COM 319395109 2,250 600,000 SH SOLE 600,000 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,702 329,954 SH SOLE 329,954 0 0
FIRST FINL HLDGS INC COM 320239106 2,997 265,029 SH SOLE 265,029 0 0
FIRST HORIZON NATL CORP COM 320517105 7,280 649,417 SH SOLE 649,417 0 0
FIRST POTOMAC RLTY TR COM 33610F109 158 10,000 SH SOLE 10,000 0 0
FIRSTENERGY CORP COM 337932107 41,541 1,120,000 SH SOLE 1,120,000 0 0
FLOW INTL CORP COM 343468104 269 61,200 SH SOLE 61,200 0 0
FLOWSERVE CORP COM 34354P105 970 7,530 SH SOLE 7,530 0 0
FLUSHING FINL CORP COM 343873105 10,099 677,810 SH SOLE 677,810 0 0
FNB CORP PA COM 302520101 28,581 2,711,639 SH SOLE 2,711,639 0 0
FORD MTR CO DEL NOTE 4.250%
11/1 345370CN8 96,624 53,310,000 SH SOLE 53,310,000 0 0
FORD MTR CO DEL PAR $0.01 COM 345370860 21,078 1,413,656 SH SOLE 1,413,656 0 0
FOREST LABS INC COM 345838106 617 19,109 SH SOLE 19,109 0 0
FOREST OIL CORP COM 346091705 6,355 168,000 SH SOLE 168,000 0 0
FRANKLIN RES INC COM 354613101 75,713 605,313 SH SOLE 605,313 0 0
FREEPORT-MCMORAN COPPER & GO
CL B COM 35671D857 23,348 420,305 SH SOLE 420,305 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 474 57,608 SH SOLE 57,608 0 0
FTI CONSULTING INC COM 302941109 4,360 113,761 SH SOLE 113,761 0 0
FUELCELL ENERGY INC COM 35952H106 150 70,000 SH SOLE 70,000 0 0
GASCO ENERGY INC COM 367220100 118 250,000 SH SOLE 250,000 0 0
GENERAL DYNAMICS CORP COM 369550108 6,278 82,000 SH SOLE 82,000 0 0
GENERAL ELECTRIC CO COM 369604103 40,961 2,042,948 SH SOLE 2,042,948 0 0
GENERAL GROWTH PPTYS INC COM 370023103 2,604 168,200 SH SOLE 168,200 0 0
GENERAL MTRS CO JR PFD CNV 37045V209 11,905 247,000 SH SOLE 247,000 0 0
GENON ENERGY INC COM 37244E107 5,220 1,370,010 SH SOLE 1,370,010 0 0
GERON CORP COM 374163103 1,515 300,000 SH SOLE 300,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 9,231 245,633 SH SOLE 245,633 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,921 123,220 SH SOLE 123,220 0 0
GILEAD SCIENCES INC COM 375558103 970 22,865 SH SOLE 22,865 0 0
GLACIER BANCORP INC COM 37637Q105 9,669 642,445 SH SOLE 642,445 0 0
GLAXOSMITHKLINE PLC ADR 37733W105 11,575 301,350 SH SOLE 301,350 0 0
GLOBAL ED & TECHNOLOGY GP LT ADS COM 37951A108 5,372 876,329 SH SOLE 876,329 0 0
GLOBAL INDS LTD COM 379336100 490 50,000 SH SOLE 50,000 0 0
GOLDCORP INC COM 380956409 11,787 243,582 SH SOLE 243,582 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 104,643 660,336 SH SOLE 660,336 0 0
GOOGLE INC CL A COM 38259P508 222,074 378,830 SH SOLE 378,830 0 0
GRAHAM CORP COM 384556106 6,169 257,679 SH SOLE 257,679 0 0
GRAHAM PACKAGING CO INC COM 384701108 18,162 1,042,000 SH SOLE 1,042,000 0 0
GULFPORT ENERGY CORP COM 402635304 1,808 50,000 SH SOLE 50,000 0 0
HANCOCK HLDG CO COM 410120109 22,919 697,914 SH SOLE 697,914 0 0
HANESBRANDS INC COM 410345102 984 36,393 SH SOLE 36,393 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 2,193 84,075 SH SOLE 84,075 0 0
HASBRO INC COM 418056107 1,040 22,204 SH SOLE 22,204 0 0
HCA HOLDINGS INC COM 40412C101 21,693 640,485 SH SOLE 640,485 0 0
HELMERICH & PAYNE INC COM 423452101 8,930 130,000 SH SOLE 130,000 0 0
HERITAGE COMMERCE CORP COM 426927109 5,203 1,099,999 SH SOLE 1,099,999 0 0
HERITAGE FINL CORP WASH COM 42722X106 5,856 413,292 SH SOLE 413,292 0 0
HERITAGE FINL GROUP INC COM 42726X102 3,437 270,000 SH SOLE 270,000 0 0
HERITAGE OAKS BANCORP COM 42724R107 5,986 1,715,145 SH SOLE 1,715,145 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 172 29,000 SH SOLE 29,000 0 0
HEWLETT PACKARD CO COM 428236103 144,536 3,527,846 SH SOLE 3,527,846 0 0
HEXCEL CORP COM 428291108 8,174 415,156 SH SOLE 415,156 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4,080 80,000 SH SOLE 80,000 0 0
HOLOGIC INC COM 436440101 3,811 171,653 SH SOLE 171,653 0 0
HOLOGIC INC NOTE 2.000%
12/1 436440AA9 48 50,000 SH SOLE 50,000 0 0
HOME DEPOT INC COM 437076102 50,731 1,368,899 SH SOLE 1,368,899 0 0
HOME FED BANCORP INC MD COM 43710G105 3,194 271,177 SH SOLE 271,177 0 0
HONEYWELL INTL INC COM 438516106 58,605 981,491 SH SOLE 981,491 0 0
HOOKER FURNITURE CORP COM 439038100 1,265 105,748 SH SOLE 105,748 0 0
HOSPIRA INC COM 441060100 36,442 660,179 SH SOLE 660,179 0 0
HOVNANIAN ENTERPRISES INC UNIT
99/99/9999 44248W208 424 20,000 SH SOLE 20,000 0 0
HOWARD HUGHES CORP COM 44267D107 2,536 35,899 SH SOLE 35,899 0 0
HSBC HLDGS PLC ADR 404280406 241 4,660 SH SOLE 4,660 0 0
HSBC HLDGS PLC 1/40PF A ADR 404280604 10,640 440,600 SH SOLE 440,600 0 0
HUDBAY MINERALS INC COM 443628102 1,358 86,010 SH SOLE 86,010 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,424 666,269 SH SOLE 666,269 0 0
IAMGOLD CORP COM 450913108 11,192 521,776 SH SOLE 521,776 0 0
ICONIX BRAND GROUP INC COM 451055107 15,895 740,000 SH SOLE 740,000 0 0
IGATE CORP COM 45169U105 2,609 139,000 SH SOLE 139,000 0 0
IMAX CORP COM 45245E109 10,878 340,149 SH SOLE 340,149 0 0
IMPAX LABORATORIES INC COM 45256B101 5,510 216,493 SH SOLE 216,493 0 0
IMPERIAL OIL LTD COM 453038408 5,895 119,000 SH SOLE 119,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 23,170 857,830 SH SOLE 857,830 0 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500%
4/1 45687AAD4 1,018 375,000 SH SOLE 375,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 40,155 795,000 SH SOLE 795,000 0 0
INTEL CORP COM 458140100 524 26,000 SH SOLE 26,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 23,368 143,300 SH SOLE 143,300 0 0
INTERNATIONAL COAL GRP INC N COM 45928H106 10,217 904,119 SH SOLE 904,119 0 0
INTERNATIONAL SPEEDWAY CORP CL A COM 460335201 16,043 538,368 SH SOLE 538,368 0 0
INTUIT COM 461202103 62,524 1,177,478 SH SOLE 1,177,478 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 19,964 913,705 SH SOLE 913,705 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 818 44,946 SH SOLE 44,946 0 0
IROBOT CORP COM 462726100 6,691 203,433 SH SOLE 203,433 0 0
IRON MTN INC COM 462846106 61,974 1,984,444 SH SOLE 1,984,444 0 0
ISHARES INC MSCI EMU INDEX ETF 464286608 5,210 134,480 SH SOLE 134,480 0 0
ISHARES INC MSCI GERMAN ETF 464286806 968 37,311 SH SOLE 37,311 0 0
ISHARES INC MSCI JAPAN ETF 464286848 2,789 270,539 SH SOLE 270,539 0 0
ISHARES INC MSCI UTD KINGD ETF 464286699 1,917 106,997 SH SOLE 106,997 0 0
ISHARES TR HIGH YLD CORP COM 464288513 13,662 148,570 SH SOLE 148,570 0 0
ISIS PHARMACEUTICALS INC COM 464330109 2,462 272,305 SH SOLE 272,305 0 0
IVANHOE ENERGY INC COM 465790103 58,348 21,300,266 SH SOLE 21,300,266 0 0
JANUS CAP GROUP INC COM 47102X105 6,884 552,023 SH SOLE 552,023 0 0
JANUS CAP GROUP INC NOTE 3.250%
7/1 47102XAG0 23,772 19,810,000 SH SOLE 19,810,000 0 0
JEFFERIES GROUP INC COM 472319102 256 10,250 SH SOLE 10,250 0 0
JOES JEANS INC COM 47777N101 2,578 2,431,773 SH SOLE 2,431,773 0 0
JOHNSON & JOHNSON COM 478160104 23,312 393,450 SH SOLE 393,450 0 0
JOHNSON CTLS INC COM 478366107 7,498 180,362 SH SOLE 180,362 0 0
JP MORGAN CHASE & CO COM 46625H100 260,186 5,643,947 SH SOLE 5,643,947 0 0
KAISER FED FINL GROUP INC COM 483056107 3,813 310,000 SH SOLE 310,000 0 0
KEY ENERGY SVCS INC COM 492914106 622 40,000 SH SOLE 40,000 0 0
KEYCORP NEW COM 493267108 13,705 1,543,351 SH SOLE 1,543,351 0 0
KEYW HLDG CORP COM 493723100 6,985 568,834 SH SOLE 568,834 0 0
KIMCO REALTY CORP COM 49446R109 2,340 127,600 SH SOLE 127,600 0 0
KINDER MORGAN INC DEL COM 49456B101 622 21,000 SH SOLE 21,000 0 0
KINROSS GOLD CORP NO PAR COM 496902404 218 13,845 SH SOLE 13,845 0 0
KNOT INC COM 499184109 6,486 538,237 SH SOLE 538,237 0 0
KODIAK OIL & GAS CORP COM 50015Q100 4,556 680,000 SH SOLE 680,000 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 237 7,380 SH SOLE 7,380 0 0
KVH INDS INC COM 482738101 16,440 1,087,282 SH SOLE 1,087,282 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 2,186 23,723 SH SOLE 23,723 0 0
LAKELAND FINL CORP COM 511656100 3,374 148,756 SH SOLE 148,756 0 0
LAZARD LTD A SHS G54050102 86,536 2,081,198 SH SOLE 2,081,198 0 0
LEAR CORP COM 521865204 32,719 669,517 SH SOLE 669,517 0 0
LENNAR CORP CL A COM 526057104 26,137 1,442,442 SH SOLE 1,442,442 0 0
LG DISPLAY CO LTD ADR 50186V102 233 14,800 SH SOLE 14,800 0 0
LINEAR TECHNOLOGY CORP COM 535678106 9,786 291,000 SH SOLE 291,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 84,268 8,426,767 SH SOLE 8,426,767 0 0
LOCKHEED MARTIN CORP COM 539830109 217 2,700 SH SOLE 2,700 0 0
LODGENET INTERACTIVE CORP COM 540211109 3,764 1,034,032 SH SOLE 1,034,032 0 0
LOUISIANA PAC CORP COM 546347105 6,143 585,000 SH SOLE 585,000 0 0
LOWES COS INC COM 548661107 142,328 5,385,097 SH SOLE 5,385,097 0 0
LSB INDS INC COM 502160104 10,627 268,090 SH SOLE 268,090 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 6,528 261,239 SH SOLE 261,239 0 0
M & T BK CORP COM 55261F104 23,765 268,627 SH SOLE 268,627 0 0
M D C HLDGS INC COM 552676108 12,067 476,000 SH SOLE 476,000 0 0
MACERICH CO COM 554382101 327 6,601 SH SOLE 6,601 0 0
MACQUARIE INFRASTR CO LLC
MEMBERSHIP INT COM 55608B105 298 12,500 SH SOLE 12,500 0 0
MAGNA INTL INC COM 559222401 282 6,050 SH SOLE 6,050 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 7,269 970,500 SH SOLE 970,500 0 0
MANULIFE FINL CORP COM 56501R106 4,630 269,490 SH SOLE 269,490 0 0
MASSEY ENERGY PANY COM 576206106 393 5,755 SH SOLE 5,755 0 0
MB FINANCIAL INC COM 55264U108 19,661 938,043 SH SOLE 938,043 0 0
MBIA INC COM 55262C100 188 18,750 SH SOLE 18,750 0 0
MCCORMICK & CO INC NON VTG COM 579780206 11,116 232,407 SH SOLE 232,407 0 0
MCDONALDS CORP COM 580135101 12,409 163,080 SH SOLE 163,080 0 0
MCKESSON CORP COM 58155Q103 39,110 494,752 SH SOLE 494,752 0 0
MCMORAN EXPLORATION CO COM 582411104 3,365 190,000 SH SOLE 190,000 0 0
MDC PARTNERS INC CL A COM 552697104 16,889 1,007,100 SH SOLE 1,007,100 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,774 67,198 SH SOLE 67,198 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 197 17,000 SH SOLE 17,000 0 0
MEDNAX INC COM 58502B106 12,821 192,481 SH SOLE 192,481 0 0
MEDTRONIC INC COM 585055106 106,393 2,703,761 SH SOLE 2,703,761 0 0
MERCE BANCSHARES INC COM 200525103 14,144 349,751 SH SOLE 349,751 0 0
MERCK & CO INC COM 58933Y105 45,191 1,369,020 SH SOLE 1,369,020 0 0
MERU NETWORKS INC COM 59047Q103 2,565 126,270 SH SOLE 126,270 0 0
METLIFE INC COM 59156R108 152,223 3,403,152 SH SOLE 3,403,152 0 0
METLIFE INC UNIT
99/99/9999 59156R116 29,273 345,000 SH SOLE 345,000 0 0
MF GLOBAL HLDGS LTD NOTE 1.875%
2/0 55277JAA6 1,026 1,000,000 SH SOLE 1,000,000 0 0
MFA FINANCIAL INC COM 55272X102 4,744 578,492 SH SOLE 578,492 0 0
MICROSOFT CORP COM 594918104 272,904 10,748,479 SH SOLE 10,748,479 0 0
MITSUBISHI UFJ FINL GROUP IN ADR 606822104 244 53,010 SH SOLE 53,010 0 0
MOLSON COORS BREWING CO CL B COM 60871R209 229 4,880 SH SOLE 4,880 0 0
MONARCH FINANCIAL HOLDINGS I PERP CONV SER B 60907Q209 2,610 98,500 SH SOLE 98,500 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 9,227 636,330 SH SOLE 636,330 0 0
MONSANTO CO COM 61166W101 36,968 511,592 SH SOLE 511,592 0 0
MOODYS CORP COM 615369105 109,346 3,224,603 SH SOLE 3,224,603 0 0
MORGAN STANLEY NEW COM 617446448 36,858 1,349,111 SH SOLE 1,349,111 0 0
MYLAN INC COM 628530107 1,104 48,685 SH SOLE 48,685 0 0
NATIONAL GRID PLC ADR 636274300 16,382 341,000 SH SOLE 341,000 0 0
NEOPHOTONICS CORP COM 64051T100 4,510 398,782 SH SOLE 398,782 0 0
NETLOGIC MICROSYSTEMS INC COM COM 64118B100 2,731 64,994 SH SOLE 64,994 0 0
NEWFIELD EXPL CO COM 651290108 2,645 34,798 SH SOLE 34,798 0 0
NEWMONT MINING CORP COM 651639106 4,897 89,719 SH SOLE 89,719 0 0
NEWPARK RES INC NOTE 4.000%
10/0 651718AC2 1,038 1,000,000 SH SOLE 1,000,000 0 0
NEXEN INC COM 65334H102 8,440 349,191 SH SOLE 349,191 0 0
NISOURCE INC COM 65473P105 24,560 1,280,500 SH SOLE 1,280,500 0 0
NOKIA CORP ADR 654902204 183 21,480 SH SOLE 21,480 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,360 164,000 SH SOLE 164,000 0 0
NORTHEAST CMNTY BANCORP INC COM COM 664112109 3,793 634,262 SH SOLE 634,262 0 0
NORTHEAST UTILS COM 664397106 9,256 267,500 SH SOLE 267,500 0 0
NORTHERN TR CORP COM 665859104 12,254 241,460 SH SOLE 241,460 0 0
NORTHRIM BANCORP INC COM 666762109 1,474 77,232 SH SOLE 77,232 0 0
NORTHWEST NAT GAS CO COM 667655104 6,112 132,500 SH SOLE 132,500 0 0
NOVARTIS A G ADR 66987V109 33,894 623,627 SH SOLE 623,627 0 0
NSTAR COM 67019E107 51,822 1,120,000 SH SOLE 1,120,000 0 0
NYSE EURONEXT COM 629491101 4,687 133,267 SH SOLE 133,267 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 67,774 648,617 SH SOLE 648,617 0 0
OGE ENERGY CORP COM 670837103 44,240 875,000 SH SOLE 875,000 0 0
OLD REP INTL CORP COM 680223104 4,396 346,376 SH SOLE 346,376 0 0
OLD REP INTL CORP NOTE 3.750%
3/1 680223AH7 5,019 5,000,000 SH SOLE 5,000,000 0 0
OMNI GROUP INC COM 681919106 41,433 844,529 SH SOLE 844,529 0 0
OMNICARE INC COM 681904108 1,320 44,020 SH SOLE 44,020 0 0
ONEOK INC NEW COM 682680103 31,099 465,000 SH SOLE 465,000 0 0
ORACLE CORP COM 68389X105 36,780 1,102,183 SH SOLE 1,102,183 0 0
OSSEN INNOVATION CO LTD ADR 688410109 47 13,391 SH SOLE 13,391 0 0
OWENS CORNING NEW COM 690742101 78,570 2,183,102 SH SOLE 2,183,102 0 0
OWENS ILL INC COM 690768403 59,273 1,963,346 SH SOLE 1,963,346 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 6,516 639,450 SH SOLE 639,450 0 0
PACKAGING CORP AMER COM 695156109 1,054 36,474 SH SOLE 36,474 0 0
PALL CORP COM 696429307 970 16,843 SH SOLE 16,843 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 7,018 225,800 SH SOLE 225,800 0 0
PARK NATL CORP COM 700658107 1,746 26,127 SH SOLE 26,127 0 0
PARK STERLING CORP COM 70086Y105 4,003 825,406 SH SOLE 825,406 0 0
PARKWAY PPTYS INC COM 70159Q104 191 11,216 SH SOLE 11,216 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,096 37,286 SH SOLE 37,286 0 0
PATTERSONPANIES INC COM 703395103 1,087 33,765 SH SOLE 33,765 0 0
PENN VA CORP COM 707882106 10,091 595,000 SH SOLE 595,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 178 12,500 SH SOLE 12,500 0 0
PEPSICO INC COM 713448108 196,516 3,051,020 SH SOLE 3,051,020 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 1,174 29,042 SH SOLE 29,042 0 0
PFIZER INC COM 717081103 124,255 6,117,925 SH SOLE 6,117,925 0 0
PHILIP MORRIS INTL INC COM 718172109 37,894 577,391 SH SOLE 577,391 0 0
PICO HLDGS INC COM 693366205 14,459 481,000 SH SOLE 481,000 0 0
PINNACLE AIRL CORP COM 723443107 4,402 765,648 SH SOLE 765,648 0 0
PIONEER NAT RES CO COM 723787107 3,390 33,264 SH SOLE 33,264 0 0
PLAINS EXPL& PRODTN CO COM 726505100 932 25,717 SH SOLE 25,717 0 0
PLATINUM GROUP METALS LTD COM 72765Q205 377 198,547 SH SOLE 198,547 0 0
PLUM CREEK TIMBER CO INC COM 729251108 5,925 135,859 SH SOLE 135,859 0 0
PMC-SIERRA INC COM 69344F106 155 20,655 SH SOLE 20,655 0 0
PMI GROUP INC NOTE 4.500%
4/1 69344MAK7 14,268 18,500,000 SH SOLE 18,500,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 70,410 1,117,789 SH SOLE 1,117,789 0 0
PNM RES INC COM 69349H107 8,325 558,000 SH SOLE 558,000 0 0
POSCO ADR 693483109 242 2,120 SH SOLE 2,120 0 0
POTASH CORP SASK INC COM 73755L107 1,335 23,350 SH SOLE 23,350 0 0
POWERSHARES QQQ TRUST UNIT SER 1 ETF 73935A104 2,043 35,570 SH SOLE 35,570 0 0
PPL CORP UNIT
99/99/9999 69351T601 58,298 1,095,000 SH SOLE 1,095,000 0 0
PRAXAIR INC COM 74005P104 6,685 65,800 SH SOLE 65,800 0 0
PRECISION CASTPARTS CORP COM 740189105 1,028 6,984 SH SOLE 6,984 0 0
PRICE T ROWE GROUP INC COM 74144T108 29,798 448,623 SH SOLE 448,623 0 0
PRIDE INTL INC DEL COM 74153Q102 2,264 52,709 SH SOLE 52,709 0 0
PROASSURANCE CORP COM 74267C106 1,159 18,295 SH SOLE 18,295 0 0
PROCTER & GAMBLE CO COM 742718109 90,140 1,463,304 SH SOLE 1,463,304 0 0
PROGRESS ENERGY INC COM 743263105 45,448 985,000 SH SOLE 985,000 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 4,919 232,793 SH SOLE 232,793 0 0
PROLOGIS NOTE 3.250%
3/1 743410AY8 3,386 2,885,000 SH SOLE 2,885,000 0 0
PRUDENTIAL FINL INC COM 744320102 103,066 1,673,689 SH SOLE 1,673,689 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 15,125 480,000 SH SOLE 480,000 0 0
PULTE HOMES INC COM 745867101 56,014 7,569,468 SH SOLE 7,569,468 0 0
PURECYCLE CORP COM 746228303 1,478 375,000 SH SOLE 375,000 0 0
PUTER SCIENCES CORP COM 205363104 204 4,185 SH SOLE 4,185 0 0
QUAD / GRAPHICS INC CL A COM 747301109 2,027 47,641 SH SOLE 47,641 0 0
QUALM INC COM 747525103 264,365 4,821,548 SH SOLE 4,821,548 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 4,087 208,211 SH SOLE 208,211 0 0
QUANTA SVCS INC COM 74762E102 6,437 287,000 SH SOLE 287,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,734 47,375 SH SOLE 47,375 0 0
RANGE RES CORP COM COM 75281A109 767 13,127 SH SOLE 13,127 0 0
RARE ELEMENT RES LTD COM 75381M102 4,837 367,270 SH SOLE 367,270 0 0
RED HAT INC COM 756577102 727 16,012 SH SOLE 16,012 0 0
RENASANT CORP COM 75970E107 3,004 176,921 SH SOLE 176,921 0 0
REPUBLIC SVCS INC COM 760759100 100,416 3,342,731 SH SOLE 3,342,731 0 0
RESEARCH IN MOTION LTD COM 760975102 8,639 157,560 SH SOLE 157,560 0 0
RETAIL VENTURES INC COM 76128Y102 21,821 1,265,000 SH SOLE 1,265,000 0 0
REX ENERGY CORPORATION COM 761565100 17,431 1,496,209 SH SOLE 1,496,209 0 0
RIO TINTO PLC ADR 767204100 222 3,123 SH SOLE 3,123 0 0
ROBERT HALF INTL INC COM 770323103 27,098 885,564 SH SOLE 885,564 0 0
ROGERSMUNICATIONS INC CL B COM 775109200 5,791 164,330 SH SOLE 164,330 0 0
ROSETTA STONE INC COM 777780107 7,450 563,986 SH SOLE 563,986 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 27,980 466,387 SH SOLE 466,387 0 0
ROYAL BK SCOTLAND GROUP PLC ADR 780097788 54,596 2,873,500 SH SOLE 2,873,500 0 0
ROYAL DUTCH SHELL PLC ADR 780259206 12,592 172,828 SH SOLE 172,828 0 0
RSC HOLDINGS INC COM 74972L102 3,092 215,000 SH SOLE 215,000 0 0
RTI BIOLOGICS INC COM 74975N105 5,371 1,878,050 SH SOLE 1,878,050 0 0
S CORP CL B COM 65248E203 67,133 3,605,419 SH SOLE 3,605,419 0 0
SAFEWAY INC COM 786514208 27,362 1,162,343 SH SOLE 1,162,343 0 0
SANDY SPRING BANCORP INC COM 800363103 2,859 154,900 SH SOLE 154,900 0 0
SANOFI AVENTIS ADR 80105N105 245 6,945 SH SOLE 6,945 0 0
SCHLUMBERGER LTD COM 806857108 87,367 936,810 SH SOLE 936,810 0 0
SCHWAB CHARLES CORP COM 808513105 85,015 4,715,207 SH SOLE 4,715,207 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 16,093 317,985 SH SOLE 317,985 0 0
SEACUBE CONTAINER LEASING LT SHS G79978105 7,445 465,000 SH SOLE 465,000 0 0
SEI INVESTMENTS CO COM 784117103 851 35,626 SH SOLE 35,626 0 0
SHAWMUNICATIONS INC CL B COM 82028K200 3,750 183,470 SH SOLE 183,470 0 0
SHIRE PLC ADR 82481R106 1,037 11,904 SH SOLE 11,904 0 0
SIERRA BANCORP COM 82620P102 4,472 400,000 SH SOLE 400,000 0 0
SILVER STD RES INC COM 82823L106 30,083 958,667 SH SOLE 958,667 0 0
SILVERCORP METALS INC COM 82835P103 2,254 159,760 SH SOLE 159,760 0 0
SIMON PPTY GROUP INC COM 828806109 7,979 74,461 SH SOLE 74,461 0 0
SIRIUS XM RADIO INC AD COM 82967N108 137,494 82,827,530 SH SOLE 82,827,530 0 0
SL GREEN RLTY CORP COM 78440X101 235 3,122 SH SOLE 3,122 0 0
SMITH & NEPHEW PLC ADR 83175M205 220 3,900 SH SOLE 3,900 0 0
SMURFIT-STONE CONTAINER CORP COM 83272A104 22,308 577,169 SH SOLE 577,169 0 0
SOLAR SR CAP LTD COM 83416M105 8,856 475,360 SH SOLE 475,360 0 0
SOMAXON PHARMACEUTICALS INC COM 834453102 2,593 916,239 SH SOLE 916,239 0 0
SONOSITE INC COM 83568G104 4,171 125,174 SH SOLE 125,174 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 699 202,633 SH SOLE 202,633 0 0
SOUTHERN CO COM 842587107 19,698 516,867 SH SOLE 516,867 0 0
SOUTHWESTERN ENERGY CO COM 845467109 76,532 1,781,059 SH SOLE 1,781,059 0 0
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 13,559 334,883 SH SOLE 334,883 0 0
SPDR TR UNIT SER 1 ETF 78462F103 220,027 1,660,454 SH SOLE 1,660,454 0 0
SPECTRA ENERGY CORP COM 847560109 33,160 1,220,000 SH SOLE 1,220,000 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 16,187 583,100 SH SOLE 583,100 0 0
ST JOE CO COM 790148100 4,464 178,081 SH SOLE 178,081 0 0
STANTEC INC COM 85472N109 664 22,115 SH SOLE 22,115 0 0
STAPLES INC COM 855030102 156,742 8,071,158 SH SOLE 8,071,158 0 0
STATE STR CORP COM 857477103 111,196 2,474,331 SH SOLE 2,474,331 0 0
STEELCASE INC CL A COM 858155203 6,661 585,318 SH SOLE 585,318 0 0
STERLING BANCSHARES INC COM 858907108 7,594 881,991 SH SOLE 881,991 0 0
STEWART INFORMATION SVCS COR COM 860372101 11,176 1,066,423 SH SOLE 1,066,423 0 0
STRYKER CORP COM 863667101 1,294 21,290 SH SOLE 21,290 0 0
SUN BANCORP INC COM 86663B102 7,851 2,256,000 SH SOLE 2,256,000 0 0
SUN LIFE FINL INC COM 866796105 12,824 420,593 SH SOLE 420,593 0 0
SUNCOR ENERGY INC NEW COM 867224107 179,033 3,992,712 SH SOLE 3,992,712 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 255 25,000 SH SOLE 25,000 0 0
SUNTRUST BKS INC COM 867914103 24,197 839,007 SH SOLE 839,007 0 0
SUPERMEDIA INC COM 868447103 1,005 161,128 SH SOLE 161,128 0 0
SVB FINL GROUP COM 78486Q101 43,958 772,145 SH SOLE 772,145 0 0
SWIFT TRANSN CO CL A COM 87074U101 20,462 1,392,000 SH SOLE 1,392,000 0 0
SYCAMORE NETWORKS INC COM 871206405 23,638 967,584 SH SOLE 967,584 0 0
SYNOVUS FINL CORP COM 87161C105 5,088 2,120,000 SH SOLE 2,120,000 0 0
TALISMAN ENERGY INC COM 87425E103 4,818 201,020 SH SOLE 201,020 0 0
TARGET CORP COM 87612E106 13,584 271,616 SH SOLE 271,616 0 0
TCF FINL CORP COM 872275102 45,789 2,887,099 SH SOLE 2,887,099 0 0
TECHTARGET INC COM 87874R100 6,827 766,235 SH SOLE 766,235 0 0
TECK RESOURCES LTD CL B COM 878742204 8,685 169,010 SH SOLE 169,010 0 0
TECO ENERGY INC COM 872375100 10,693 570,000 SH SOLE 570,000 0 0
TELEFLEX INC NOTE 3.875%
8/0 879369AA4 3,379 3,000,000 SH SOLE 3,000,000 0 0
TELEFONICA S A ADR 879382208 1,073 42,560 SH SOLE 42,560 0 0
TEMPUR PEDIC INTL INC COM 88023U101 10,502 207,308 SH SOLE 207,308 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,503 29,957 SH SOLE 29,957 0 0
TEXAS INSTRS INC COM 882508104 10,714 310,000 SH SOLE 310,000 0 0
TEXTRON INC COM 883203101 85,254 3,112,583 SH SOLE 3,112,583 0 0
THOMAS PPTYS GROUP INC COM 884453101 200 59,800 SH SOLE 59,800 0 0
THOMPSON CREEK METALS CO INC COM 884768102 1,508 123,570 SH SOLE 123,570 0 0
THOMSON REUTERS CORP COM 884903105 2,083 54,750 SH SOLE 54,750 0 0
THORATEC CORP COM 885175307 8,580 330,907 SH SOLE 330,907 0 0
TIMBERLAND CO CL A COM 887100105 24,115 584,041 SH SOLE 584,041 0 0
TIME WARNER CABLE INC COM 88732J207 2,160 30,284 SH SOLE 30,284 0 0
TJX COS INC COM 872540109 12,084 243,000 SH SOLE 243,000 0 0
TORONTO DOMINION BK ONT COM 891160509 14,513 169,127 SH SOLE 169,127 0 0
TOTAL S A ADR 89151E109 18,949 310,800 SH SOLE 310,800 0 0
TREX CO INC COM 89531P105 10,186 312,268 SH SOLE 312,268 0 0
TRICO BANCSHARES COM 896095106 9,464 580,252 SH SOLE 580,252 0 0
TRUSTMARK CORP COM 898402102 4,216 180,000 SH SOLE 180,000 0 0
U S AIRWAYS GROUP INC COM 90341W108 823 94,500 SH SOLE 94,500 0 0
U S G CORP COM 903293405 5,100 306,122 SH SOLE 306,122 0 0
UAL CORP NOTE 4.500%
6/3 ADDED 902549AH7 13,524 13,340,000 SH SOLE 13,340,000 0 0
UAL CORP NOTE 6.000%
10/1 902549AJ3 66,402 23,505,000 SH SOLE 23,505,000 0 0
UIL HLDG CORP COM 902748102 24,443 800,900 SH SOLE 800,900 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,517 127,949 SH SOLE 127,949 0 0
ULTRA PETROLEUM CORP COM 903914109 36,886 748,959 SH SOLE 748,959 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 2,354 209,253 SH SOLE 209,253 0 0
UNION PAC CORP COM 907818108 852 8,665 SH SOLE 8,665 0 0
UNITED CONTL HLDGS INC COM 910047109 8,364 363,801 SH SOLE 363,801 0 0
UNITED PARCEL SERVICE INC CL B COM 911312106 19,885 267,556 SH SOLE 267,556 0 0
UNITED RENTALS INC NOTE 4.000%
11/1 911363AL3 11,518 3,720,000 SH SOLE 3,720,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 101,916 1,203,974 SH SOLE 1,203,974 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,780 71,328 SH SOLE 71,328 0 0
UNIVEST CORP PA COM 915271100 983 55,500 SH SOLE 55,500 0 0
US AIRWAYS GROUP INC NOTE 7.250%
5/1 911905AC1 24,894 11,660,000 SH SOLE 11,660,000 0 0
US BANCORP DEL COM 902973304 93,707 3,545,487 SH SOLE 3,545,487 0 0
USA MOBILITY INC COM 90341G103 1,691 116,728 SH SOLE 116,728 0 0
UTI WORLDWIDE INC ORD G87210103 5,603 276,849 SH SOLE 276,849 0 0
V F CORP COM 918204108 5,025 51,000 SH SOLE 51,000 0 0
VALE S A ADR 91912E105 442 13,255 SH SOLE 13,255 0 0
VALLEY NATL BANCORP *W EXP
11/14/201 919794131 217 96,277 SH SOLE 96,277 0 0
VECTREN CORP COM 92240G101 27,472 1,010,000 SH SOLE 1,010,000 0 0
VERISK ANALYTICS INC CL A COM 92345Y106 45,587 1,391,553 SH SOLE 1,391,553 0 0
VERIZON MUNICATIONS INC COM 92343V104 35,175 912,695 SH SOLE 912,695 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 909 69,957 SH SOLE 69,957 0 0
VISA INC CL A COM 92826C839 28,795 391,124 SH SOLE 391,124 0 0
VODAFONE GROUP PLC ADR 92857W209 11,445 398,077 SH SOLE 398,077 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,074 23,700 SH SOLE 23,700 0 0
WALGREEN CO COM 931422109 21,870 544,846 SH SOLE 544,846 0 0
WALTER ENERGY INC COM 93317Q105 490 3,615 SH SOLE 3,615 0 0
WARREN RES INC COM 93564A100 53,612 10,532,825 SH SOLE 10,532,825 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 2,838 201,296 SH SOLE 201,296 0 0
WASHINGTON TR BANCORP COM 940610108 8,267 348,210 SH SOLE 348,210 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,904 45,382 SH SOLE 45,382 0 0
WELLPOINT INC COM 94973V107 23,940 343,033 SH SOLE 343,033 0 0
WELLS FARGO & CO COM 949746101 91,231 2,877,940 SH SOLE 2,877,940 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 29,786 28,773 SH SOLE 28,773 0 0
WESBANCO INC COM 950810101 7,779 375,634 SH SOLE 375,634 0 0
WESTAMERICA BANCORPORATION COM 957090103 12,698 247,192 SH SOLE 247,192 0 0
WESTERN DIGITAL CORP COM 958102105 1,019 27,321 SH SOLE 27,321 0 0
WEYERHAEUSER CO COM 962166104 6,884 279,832 SH SOLE 279,832 0 0
WILLIAMS COS INC DEL COM 969457100 1,397 44,794 SH SOLE 44,794 0 0
WILSHIRE BANCORP INC COM 97186T108 2,378 485,352 SH SOLE 485,352 0 0
WMS INDS INC COM 929297109 8,295 234,650 SH SOLE 234,650 0 0
WSFS FINL CORP COM 929328102 10,461 222,099 SH SOLE 222,099 0 0
XCEL ENERGY INC COM 98389B100 37,507 1,570,000 SH SOLE 1,570,000 0 0
YUM BRANDS INC COM 988498101 612 11,908 SH SOLE 11,908 0 0
ZIMMER HLDGS INC COM 98956P102 2,387 39,433 SH SOLE 39,433 0 0
ZIONS BANCORPORATION COM 989701107 49,609 2,151,296 SH SOLE 2,151,296 0 0