0001145443-13-000316.txt : 20130213
0001145443-13-000316.hdr.sgml : 20130213
20130213140303
ACCESSION NUMBER: 0001145443-13-000316
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
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: 13601903
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_44.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: September 30, 2011
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: 574
Form 13F Information Table Value Total: US $9,658,886 (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 5,360 1,087,313 SH SOLE 1,087,313 0 0
ABB LTD ADR 000375204 872 51,032 SH SOLE 51,032 0 0
ABBOTT LABS COM 002824100 63,321 1,238,191 SH SOLE 1,238,191 0 0
ABITIBIBOWATER INC COM 003687209 14,238 949,209 SH SOLE 949,209 0 0
ADOBE SYS INC COM 00724F101 23,395 967,950 SH SOLE 967,950 0 0
AETNA INC NEW COM 00817Y108 2,831 77,882 SH SOLE 77,882 0 0
AFLAC INC COM 001055102 5,851 167,400 SH SOLE 167,400 0 0
AGNICO EAGLE MINES LTD COM COM 008474108 27,963 451,360 SH SOLE 451,360 0 0
AGRIUM INC COM COM 008916108 3,985 57,131 SH SOLE 57,131 0 0
AIR PRODS & CHEMS INC COM 009158106 26,304 344,427 SH SOLE 344,427 0 0
ALASKA MUNICATIONS SYS GR COM 01167P101 361 55,000 SH SOLE 55,000 0 0
ALBEMARLE CORP COM 012653101 6,464 160,000 SH SOLE 160,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,711 376,441 SH SOLE 376,441 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 625 16,903 SH SOLE 16,903 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,097 11,836 SH SOLE 11,836 0 0
ALLIANCE ONE INTL INC NOTE 5.500%
7/1 018772AQ6 6,632 8,200,000 PRN SOLE 8,200,000 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD
PARTN 01881G106 33,940 2,486,434 SH SOLE 2,486,434 0 0
ALLIANT ENERGY CORP COM 018802108 36,724 949,442 SH SOLE 949,442 0 0
ALLIED NEVADA GOLD CORP COM COM 019344100 1,133 31,653 SH SOLE 31,653 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1,590 88,231 SH SOLE 88,231 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 212 11,961 SH SOLE 11,961 0 0
AMAZON INC COM 023135106 90,481 418,449 SH SOLE 418,449 0 0
AMEDISYS INC COM 023436108 1,213 81,858 SH SOLE 81,858 0 0
AMEREN CORP COM 023608102 18,904 635,000 SH SOLE 635,000 0 0
AMERICAN CAP LTD COM 02503Y103 5,224 766,040 SH SOLE 766,040 0 0
AMERICAN ELEC PWR INC COM 025537101 30,986 815,000 SH SOLE 815,000 0 0
AMERICAN EXPRESS CO COM 025816109 7,254 161,548 SH SOLE 161,548 0 0
AMERICAN PAC CORP COM 028740108 1,910 260,600 SH SOLE 260,600 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 24,561 402,314 SH SOLE 402,314 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,138 369,066 SH SOLE 369,066 0 0
AMERIPRISE FINL INC COM 03076C106 5,973 151,763 SH SOLE 151,763 0 0
AMERIS BANCORP COM 03076K108 5,984 687,003 SH SOLE 687,003 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,837 76,116 SH SOLE 76,116 0 0
AMGEN INC COM 031162100 162,329 2,954,127 SH SOLE 2,954,127 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 7,046 1,757,013 SH SOLE 1,757,013 0 0
AMPHENOL CORP CL A COM 032095101 1,106 27,116 SH SOLE 27,116 0 0
AMR CORP NOTE 6.250%
10/1 001765BC9 21,027 35,564,000 PRN SOLE 35,564,000 0 0
AMSURG CORP COM 03232P405 25,724 1,143,267 SH SOLE 1,143,267 0 0
ANADARKO PETE CORP COM 032511107 946 15,000 SH SOLE 15,000 0 0
ANCESTRY INC COM 032803108 41,689 1,774,009 SH SOLE 1,774,009 0 0
ANCHOR BANCORP WA COM 032838104 1,553 250,000 SH SOLE 250,000 0 0
APACHE CORP COM 037411105 18,612 231,955 SH SOLE 231,955 0 0
APACHE CORP PFD CONV SER D COM 037411808 43,087 842,045 SH SOLE 842,045 0 0
APOLLO GLOBAL MGMT LLC CL A COM 037612306 1,467 143,236 SH SOLE 143,236 0 0
APOLLO INVT CORP COM 03761U106 3,733 496,416 SH SOLE 496,416 0 0
APPLE INC COM 037833100 152,758 400,749 SH SOLE 400,749 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 29,514 1,189,600 SH SOLE 1,189,600 0 0
ARES CAP CORP COM 04010L103 8,556 621,329 SH SOLE 621,329 0 0
ARTHROCARE CORP COM 043136100 3,267 113,541 SH SOLE 113,541 0 0
ASCENT MEDIA CORP SER A COM 043632108 3,146 80,000 SH SOLE 80,000 0 0
ASSURED GUARANTY LTD COM COM G0585R106 2,962 269,537 SH SOLE 269,537 0 0
AT&T INC COM 00206R102 56,822 1,992,350 SH SOLE 1,992,350 0 0
ATMEL CORP COM 049513104 4,238 525,135 SH SOLE 525,135 0 0
ATMOS ENERGY CORP COM 049560105 27,096 835,000 SH SOLE 835,000 0 0
ATWOOD OCEANICS INC COM 050095108 19,643 571,678 SH SOLE 571,678 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,874 167,000 SH SOLE 167,000 0 0
AVALON RARE METALS INC COM COM 053470100 7,867 2,840,157 SH SOLE 2,840,157 0 0
AVERY DENNISON CORP COM 053611109 55,450 2,210,918 SH SOLE 2,210,918 0 0
AVI BIOPHARMA INC COM 002346104 946 844,302 SH SOLE 844,302 0 0
BALLY TECHNOLOGIES INC COM 05874B107 5,494 203,631 SH SOLE 203,631 0 0
BANK NOVA SCOTIA HALIFAX COM COM 064149107 18,745 355,560 SH SOLE 355,560 0 0
BANK OF AMERICA CORPORATION COM 060505104 153,144 25,023,477 SH SOLE 25,023,477 0 0
BANK OF AMERICA CORPORATION 7.25%
CNV PFD L ADDED CONV PFD 060505682 4,439 5,795 SH SOLE 5,795 0 0
BANK OF MARIN BANCORP COM 063425102 1,102 33,347 SH SOLE 33,347 0 0
BANKRATE INC DEL COM ADDED COM 06647F102 14,865 977,344 SH SOLE 977,344 0 0
BAR HBR BANKSHARES COM 066849100 2,703 97,384 SH SOLE 97,384 0 0
BARCLAYS BANK PLC ADR 06739H362 53,894 2,332,078 SH SOLE 2,332,078 0 0
BARCLAYS BANK PLC ADR 06739H776 21,482 1,016,172 SH SOLE 1,016,172 0 0
BARRICK GOLD CORP COM COM 067901108 74,821 1,566,742 SH SOLE 1,566,742 0 0
BAXTER INTL INC COM 071813109 5,474 97,500 SH SOLE 97,500 0 0
BB&T CORP COM 054937107 35,629 1,670,354 SH SOLE 1,670,354 0 0
BCE INC COM NEW COM 05534B760 20,332 517,476 SH SOLE 517,476 0 0
BE AEROSPACE INC COM 073302101 7,344 221,812 SH SOLE 221,812 0 0
BEAZER HOMES USA INC NOTE SUB
7.5%2013 07556Q402 9 100,000 SH SOLE 100,000 0 0
BEAZER HOMES USA INC UNIT
99/99/9999 07556Q501 862 100,000 SH SOLE 100,000 0 0
BEAZER HOMES USA INC COM COM 07556Q105 27 18,000 SH SOLE 18,000 0 0
BECTON DICKINSON & CO COM 075887109 11,833 161,394 SH SOLE 161,394 0 0
BED BATH & BEYOND INC COM 075896100 543 9,477 SH SOLE 9,477 0 0
BERKSHIRE HATHAWAY INC DEL CL B COM 084670702 35,691 502,413 SH SOLE 502,413 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 13,759 744,937 SH SOLE 744,937 0 0
BHP BILLITON LTD ADR 088606108 323 4,855 SH SOLE 4,855 0 0
BLACK HILLS CORP COM 092113109 25,370 828,000 SH SOLE 828,000 0 0
BLACKROCK INC CL A COM 09247X101 31,235 211,035 SH SOLE 211,035 0 0
BLUE NILE INC COM 09578R103 26,099 739,757 SH SOLE 739,757 0 0
BOEING CO COM 097023105 12,811 211,720 SH SOLE 211,720 0 0
BOISE INC COM 09746Y105 366 70,816 SH SOLE 70,816 0 0
BORGWARNER INC COM 099724106 573 9,460 SH SOLE 9,460 0 0
BORGWARNER INC NOTE 3.500%
4/1 099724AF3 482 260,000 PRN SOLE 260,000 0 0
BOSTON PROPERTIES INC COM 101121101 340 3,821 SH SOLE 3,821 0 0
BP PLC ADR 055622104 10,370 287,500 SH SOLE 287,500 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 702 42,210 SH SOLE 42,210 0 0
BRIDGE CAP HLDGS COM 108030107 1,539 152,995 SH SOLE 152,995 0 0
BRIGHAM EXPLORATION CO COM 109178103 5,525 218,744 SH SOLE 218,744 0 0
BROAD CORP CL A COM 111320107 1,537 46,164 SH SOLE 46,164 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 35,034 1,739,546 SH SOLE 1,739,546 0 0
BROADSOFT INC COM 11133B409 7,717 254,272 SH SOLE 254,272 0 0
BRYN MAWR BK CORP COM 117665109 7,687 463,894 SH SOLE 463,894 0 0
BUFFALO WILD WINGS INC COM COM 119848109 3,445 57,605 SH SOLE 57,605 0 0
CABOT OIL & GAS CORP COM 127097103 2,476 40,000 SH SOLE 40,000 0 0
CAE INC COM 124765108 2,744 279,120 SH SOLE 279,120 0 0
CAMDEN NATL CORP COM 133034108 1,001 36,776 SH SOLE 36,776 0 0
CAMECO CORP COM 13321L108 2,405 125,020 SH SOLE 125,020 0 0
CAMERON INTERNATIONAL CORP COM COM 13342B105 659 15,860 SH SOLE 15,860 0 0
CANADIAN NAT RES LTD COM COM 136385101 5,291 171,940 SH SOLE 171,940 0 0
CANADIAN NATL RY CO COM 136375102 30,090 429,668 SH SOLE 429,668 0 0
CARDINAL HEALTH INC COM 14149Y108 1,657 39,576 SH SOLE 39,576 0 0
CARDTRONICS INC COM 14161H108 10,271 448,137 SH SOLE 448,137 0 0
CARNIVAL CORP PAIRED CTF COM 143658300 22,735 750,333 SH SOLE 750,333 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,814 107,239 SH SOLE 107,239 0 0
CARRIZO OIL & CO INC COM 144577103 3,017 140,000 SH SOLE 140,000 0 0
CASH AMER INTL INC COM COM 14754D100 4,879 95,369 SH SOLE 95,369 0 0
CAST CORP NEW CL A COM 20030N101 11,334 542,313 SH SOLE 542,313 0 0
CATERPILLAR INC DEL COM 149123101 8,350 113,076 SH SOLE 113,076 0 0
CAVIUM INC COM ADDED COM 14964U108 10,037 371,596 SH SOLE 371,596 0 0
CBS CORP CL B COM 124857202 15,232 747,378 SH SOLE 747,378 0 0
CELESTICA INC SUB VTG SHS COM 15101Q108 7,155 940,256 SH SOLE 940,256 0 0
CENOVUS ENERGY INC COM 15135U109 5,351 166,777 SH SOLE 166,777 0 0
CENTERSTATE BANKS INC COM 15201P109 5,790 1,107,014 SH SOLE 1,107,014 0 0
CENVEO INC COM 15670S105 3,321 1,103,272 SH SOLE 1,103,272 0 0
CEVA INC COM 157210105 32,067 1,319,073 SH SOLE 1,319,073 0 0
CH ENERGY GROUP INC COM 12541M102 55,196 1,058,000 SH SOLE 1,058,000 0 0
CHARTER COMMUNICATIONS INC CL A COM 16117M305 7,425 158,521 SH SOLE 158,521 0 0
CHEMTURA CORP COM 163893209 16,562 1,651,247 SH SOLE 1,651,247 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%
12/1 165167CB1 7,393 8,710,000 PRN SOLE 8,710,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500%
5/1 165167BZ9 3,048 3,200,000 PRN SOLE 3,200,000 0 0
CHEVRON CORP NEW COM 166764100 53,988 583,531 SH SOLE 583,531 0 0
CHINACAST EDU CORP COM 16946T109 4,096 1,110,000 SH SOLE 1,110,000 0 0
CHINDEX INTERNATIONAL INC COM 169467107 954 108,280 SH SOLE 108,280 0 0
CINTAS CORP COM 172908105 10,418 370,235 SH SOLE 370,235 0 0
CISCO SYS INC COM 17275R102 78,189 5,047,710 SH SOLE 5,047,710 0 0
CITIGROUP INC *W EXP
01/04/201 172967226 1,672 3,799,125 SH SOLE 3,799,125 0 0
CITIGROUP INC UNIT
99/99/9999 172967416 17,722 222,555 SH SOLE 222,555 0 0
CITIGROUP INC COM 172967424 32,930 1,285,320 SH SOLE 1,285,320 0 0
CITIZENS REPUBLIC BANCORP IN COM
NEW ADDED COM 174420307 10,001 1,445,175 SH SOLE 1,445,175 0 0
CITIZENS SOUTH BKG CP DEL COM 176682102 4,052 978,792 SH SOLE 978,792 0 0
CITY HLDG CO COM 177835105 2,826 104,693 SH SOLE 104,693 0 0
COMCAST CORP NEW SPL CL A COM 20030N200 668 32,262 SH SOLE 32,262 0 0
COMERICA INC COM 200340107 14,769 642,987 SH SOLE 642,987 0 0
COMERICA INC *W EXP
11/14/201 200340115 2,343 493,295 SH SOLE 493,295 0 0
CONCUR TECHNOLOGIES INC COM 206708109 7,138 191,770 SH SOLE 191,770 0 0
CONOCOPHILLIPS COM 20825C104 51,103 807,063 SH SOLE 807,063 0 0
CONSOL ENERGY INC COM 20854P109 13,194 388,863 SH SOLE 388,863 0 0
CONSOLIDATED EDISON INC COM 209115104 19,734 346,084 SH SOLE 346,084 0 0
CONTINENTAL AIRLS INC NOTE 4.500%
1/1 ADDED 210795PU8 6,550 5,240,000 PRN SOLE 5,240,000 0 0
COPA HOLDINGS SA CL A COM P31076105 8,549 139,523 SH SOLE 139,523 0 0
CORESITE RLTY CORP COM 21870Q105 1,478 103,000 SH SOLE 103,000 0 0
COVENTRY HEALTH CARE INC COM 222862104 10,867 377,188 SH SOLE 377,188 0 0
CRESUD S A C I F Y A ADR 226406106 146 13,510 SH SOLE 13,510 0 0
CULLEN FROST BANKERS INC COM 229899109 35,995 784,891 SH SOLE 784,891 0 0
CUMMINS INC COM 231021106 792 9,703 SH SOLE 9,703 0 0
CVB FINL CORP COM 126600105 2,519 327,557 SH SOLE 327,557 0 0
CVS CORP COM 126650100 104,873 3,123,066 SH SOLE 3,123,066 0 0
D R HORTON INC NOTE 2.000%
5/1 23331ABB4 3,023 3,000,000 PRN SOLE 3,000,000 0 0
DANAHER CORP DEL COM 235851102 81,397 1,940,796 SH SOLE 1,940,796 0 0
DARDEN RESTAURANTS INC COM 237194105 867 20,292 SH SOLE 20,292 0 0
DARLING INTL INC COM 237266101 8,864 704,049 SH SOLE 704,049 0 0
DEERE & CO COM 244199105 20,614 319,254 SH SOLE 319,254 0 0
DELTA AIR LINES INC DEL COM 247361702 75,781 10,104,082 SH SOLE 10,104,082 0 0
DEMAND MEDIA INC COM 24802N109 3,884 485,444 SH SOLE 485,444 0 0
DENBURY RES INC COM 247916208 112,344 9,769,056 SH SOLE 9,769,056 0 0
DENDREON CORP COM 24823Q107 1,995 221,709 SH SOLE 221,709 0 0
DENDREON CORP NOTE 2.875%
1/1 24823QAC1 2,870 4,000,000 PRN SOLE 4,000,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%
11/1 251591AX1 2,297 2,500,000 PRN SOLE 2,500,000 0 0
DEX ONE CORP COM 25212W100 82 145,934 SH SOLE 145,934 0 0
DIAGEO P L C ADR 25243Q205 37,068 488,186 SH SOLE 488,186 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,211 173,200 SH SOLE 173,200 0 0
DIGITAL RLTY TR INC COM 253868103 4,728 85,715 SH SOLE 85,715 0 0
DISCOVER FINL SVCS COM 254709108 5,930 258,503 SH SOLE 258,503 0 0
DISNEY WALT CO DISNEY COM 254687106 406 13,465 SH SOLE 13,465 0 0
DNB FINL CORP COM 233237106 751 78,515 SH SOLE 78,515 0 0
DOLLAR GEN CORP COM 256677105 32,631 864,158 SH SOLE 864,158 0 0
DOMINION RES INC COM 25746U109 31,224 615,000 SH SOLE 615,000 0 0
DOUBLE EAGLE PETE CO PAR $0.10 COM 258570209 255 40,000 SH SOLE 40,000 0 0
DSW INC CL A COM 23334L102 15,135 327,750 SH SOLE 327,750 0 0
DTE ENERGY CO COM 233331107 63,173 1,288,727 SH SOLE 1,288,727 0 0
DUKE REALTY CORP COM 264411505 189 18,000 SH SOLE 18,000 0 0
E M C CORP MASS COM 268648102 9,064 431,845 SH SOLE 431,845 0 0
EAST WEST BANCORP INC COM 27579R104 26,577 1,782,483 SH SOLE 1,782,483 0 0
EASTERN VA BANKSHARES INC COM COM 277196101 163 69,998 SH SOLE 69,998 0 0
ECB BANCORP INC COM 268253101 326 27,208 SH SOLE 27,208 0 0
ECOLAB INC COM 278865100 80,933 1,655,414 SH SOLE 1,655,414 0 0
E-COMMERCE CHINA DANGDANG IN ADR 26833A105 5,669 1,147,612 SH SOLE 1,147,612 0 0
ELDORADO GOLD CORP COM 284902103 27,756 1,537,703 SH SOLE 1,537,703 0 0
EMERSON ELEC CO COM 291011104 12,078 292,365 SH SOLE 292,365 0 0
ENBRIDGE INC COM COM 29250N105 967 28,899 SH SOLE 28,899 0 0
ENCANA CORP COM 292505104 3,291 165,000 SH SOLE 165,000 0 0
ENERGY XXI (BERMUDA) LTD USD SHS G10082140 5,899 275,000 SH SOLE 275,000 0 0
ENTERGY CORP NEW COM 29364G103 80,170 1,209,388 SH SOLE 1,209,388 0 0
EOG RES INC COM 26875P101 994 14,000 SH SOLE 14,000 0 0
EQUINIX INC NOTE 4.750%
6/1 29444UAH9 20,853 16,260,000 PRN SOLE 16,260,000 0 0
ESSEX PPTY TR INC COM 297178105 234 1,950 SH SOLE 1,950 0 0
EVANS BANCORP INC COM 29911Q208 1,434 129,300 SH SOLE 129,300 0 0
EVERCORE PARTNERS INC CL A COM 29977A105 5,863 257,160 SH SOLE 257,160 0 0
EXCEL TR INC COM 30068C109 1,077 112,000 SH SOLE 112,000 0 0
EXCO RESOURCES INC COM 269279402 322 30,000 SH SOLE 30,000 0 0
EXIDE TECHNOLOGIES COM 302051206 649 162,245 SH SOLE 162,245 0 0
EXIDE TECHNOLOGIES NOTE 9/1 302051AL1 14,735 16,913,000 SH SOLE 16,913,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 31,830 784,964 SH SOLE 784,964 0 0
EXXON MOBIL CORP COM 30231G102 44,233 609,019 SH SOLE 609,019 0 0
F M C CORP COM 302491303 591 8,545 SH SOLE 8,545 0 0
F5 NETWORKS INC COM 315616102 933 13,130 SH SOLE 13,130 0 0
FACTSET RESH SYS INC COM 303075105 19,704 221,472 SH SOLE 221,472 0 0
FEDERAL MOGUL CORP CL A COM 313549404 510 34,548 SH SOLE 34,548 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 247 3,000 SH SOLE 3,000 0 0
FEDEX CORP COM 31428X106 16,589 245,107 SH SOLE 245,107 0 0
FELCOR LODGING TR INC COM 31430F101 733 314,500 SH SOLE 314,500 0 0
FELCOR LODGING TR INC PFD CNV A 31430F200 8,265 410,993 SH SOLE 410,993 0 0
FIFTH THIRD BANCORP COM 316773100 18,760 1,857,449 SH SOLE 1,857,449 0 0
FIRST BANCORP INC ME COM 31866P102 1,844 146,499 SH SOLE 146,499 0 0
FIRST CALIFORNIA FINANCIAL G COM 319395109 1,696 563,300 SH SOLE 563,300 0 0
FIRST COMWLTH FINL CORP PA COM COM 319829107 2,036 550,375 SH SOLE 550,375 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,711 351,559 SH SOLE 351,559 0 0
FIRST FINL HLDGS INC COM 320239106 1,812 451,896 SH SOLE 451,896 0 0
FIRST HORIZON NATL CORP COM 320517105 3,006 504,417 SH SOLE 504,417 0 0
FIRST MERCHANTS CORP COM 320817109 1,838 260,752 SH SOLE 260,752 0 0
FIRST MIDWEST BANCORP DEL COM COM 320867104 1,414 193,132 SH SOLE 193,132 0 0
FIRSTENERGY CORP COM 337932107 78,625 1,750,733 SH SOLE 1,750,733 0 0
FIRSTMERIT CORP COM COM 337915102 679 59,764 SH SOLE 59,764 0 0
FLUSHING FINL CORP COM 343873105 6,593 610,478 SH SOLE 610,478 0 0
FNB CORP PA COM 302520101 23,396 2,729,944 SH SOLE 2,729,944 0 0
FORD MTR CO DEL NOTE 4.250%
11/1 345370CN8 75,685 58,275,000 PRN SOLE 58,275,000 0 0
FORD MTR CO DEL PAR $0.01 COM 345370860 12,518 1,294,529 SH SOLE 1,294,529 0 0
FORTINET INC COM COM 34959E109 4,223 251,377 SH SOLE 251,377 0 0
FRANKLIN RES INC COM 354613101 50,673 529,832 SH SOLE 529,832 0 0
FREEPORT-MCMORAN COPPER & GO
CL B COM 35671D857 15,306 502,652 SH SOLE 502,652 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 352 57,608 SH SOLE 57,608 0 0
FUELCELL ENERGY INC COM 35952H106 59 70,000 SH SOLE 70,000 0 0
GAMESTOP CORP CL A COM 36467W109 790 34,184 SH SOLE 34,184 0 0
GASCO ENERGY INC COM 367220100 48 250,000 SH SOLE 250,000 0 0
GENERAL ELECTRIC CO COM 369604103 39,114 2,566,567 SH SOLE 2,566,567 0 0
GENERAL GROWTH PPTYS INC COM 370023103 2,105 173,977 SH SOLE 173,977 0 0
GENERAL MTRS CO JR PFD CNV 37045V209 11,159 318,095 SH SOLE 318,095 0 0
GERON CORP COM 374163103 636 300,000 SH SOLE 300,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 3,990 174,550 SH SOLE 174,550 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,352 123,220 SH SOLE 123,220 0 0
GILEAD SCIENCES INC NOTE 1.000%
5/0 375558AN3 2,271 2,100,000 PRN SOLE 2,100,000 0 0
GLACIER BANCORP INC COM 37637Q105 7,709 822,681 SH SOLE 822,681 0 0
GLAXOSMITHKLINE PLC ADR 37733W105 12,432 301,081 SH SOLE 301,081 0 0
GLOBAL ED & TECHNOLOGY GP LT ADS COM 37951A108 4,108 868,398 SH SOLE 868,398 0 0
GLOBAL INDS LTD COM 379336100 396 50,000 SH SOLE 50,000 0 0
GOLDCORP INC COM 380956409 17,425 369,272 SH SOLE 369,272 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 72,942 771,461 SH SOLE 771,461 0 0
GOODYEAR TIRE & RUBR CO PFD CNV 382550309 5,336 137,000 SH SOLE 137,000 0 0
GOOGLE INC CL A COM 38259P508 175,024 340,263 SH SOLE 340,263 0 0
GRAHAM CORP COM 384556106 5,035 302,584 SH SOLE 302,584 0 0
GREEN MTN COFFEE ROASTERS IN COM COM 393122106 461 4,960 SH SOLE 4,960 0 0
GROUPE CGI INC CL A SUB VTG COM 39945C109 6,642 336,999 SH SOLE 336,999 0 0
GULFMARK OFFSHORE INC CL A COM 402629208 2,923 80,448 SH SOLE 80,448 0 0
GULFPORT ENERGY CORP COM 402635304 1,209 50,000 SH SOLE 50,000 0 0
HANCOCK HLDG CO COM 410120109 18,690 697,914 SH SOLE 697,914 0 0
HASBRO INC COM 418056107 4,893 150,041 SH SOLE 150,041 0 0
HCA HOLDINGS INC COM 40412C101 3,359 166,611 SH SOLE 166,611 0 0
HELMERICH & PAYNE INC COM 423452101 5,278 130,000 SH SOLE 130,000 0 0
HERITAGE COMMERCE CORP COM 426927109 4,235 1,099,999 SH SOLE 1,099,999 0 0
HERITAGE FINL CORP WASH COM 42722X106 3,041 275,481 SH SOLE 275,481 0 0
HERITAGE FINL GROUP INC COM 42726X102 2,808 270,000 SH SOLE 270,000 0 0
HERITAGE OAKS BANCORP COM 42724R107 5,729 1,715,145 SH SOLE 1,715,145 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 187 54,000 SH SOLE 54,000 0 0
HEWLETT PACKARD CO COM 428236103 38,028 1,693,878 SH SOLE 1,693,878 0 0
HEXCEL CORP COM 428291108 11,509 519,364 SH SOLE 519,364 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,808 80,000 SH SOLE 80,000 0 0
HOLOGIC INC COM 436440101 2,611 171,653 SH SOLE 171,653 0 0
HOLOGIC INC NOTE 2.000%
12/1 436440AA9 47 50,000 PRN SOLE 50,000 0 0
HOME DEPOT INC COM 437076102 56,101 1,706,757 SH SOLE 1,706,757 0 0
HOME FED BANCORP INC MD COM 43710G105 2,707 346,177 SH SOLE 346,177 0 0
HOMEAWAY INC COM ADDED COM 43739Q100 3,215 95,623 SH SOLE 95,623 0 0
HONEYWELL INTL INC COM 438516106 31,094 708,122 SH SOLE 708,122 0 0
HOOKER FURNITURE CORP COM 439038100 1,038 114,748 SH SOLE 114,748 0 0
HORIZON BANCORP IND COM 440407104 1,749 66,087 SH SOLE 66,087 0 0
HOSPIRA INC COM 441060100 38,713 1,046,299 SH SOLE 1,046,299 0 0
HOWARD HUGHES CORP COM 44267D107 1,436 34,100 SH SOLE 34,100 0 0
HSBC HLDGS PLC 1/40PF A ADR 404280604 10,032 440,600 SH SOLE 440,600 0 0
HUDBAY MINERALS INC COM 443628102 840 86,010 SH SOLE 86,010 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5,944 1,238,371 SH SOLE 1,238,371 0 0
IAMGOLD CORP COM 450913108 13,457 679,816 SH SOLE 679,816 0 0
ICONIX BRAND GROUP INC COM 451055107 12,224 773,700 SH SOLE 773,700 0 0
IGATE CORP COM 45169U105 5,937 514,496 SH SOLE 514,496 0 0
IMAX CORP COM 45245E109 12,250 846,010 SH SOLE 846,010 0 0
IMPAX LABORATORIES INC COM 45256B101 4,193 234,090 SH SOLE 234,090 0 0
IMPERIAL OIL LTD COM 453038408 4,479 119,000 SH SOLE 119,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 19,731 907,601 SH SOLE 907,601 0 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500%
4/1 45687AAD4 600 375,000 PRN SOLE 375,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 38,653 795,000 SH SOLE 795,000 0 0
INTEL CORP COM 458140100 558 26,155 SH SOLE 26,155 0 0
INTERCONTINENTALEXCHANGE INC COM COM 45865V100 643 5,434 SH SOLE 5,434 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,556 100,300 SH SOLE 100,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A COM 460335201 11,970 524,086 SH SOLE 524,086 0 0
INTUIT COM 461202103 69,438 1,463,703 SH SOLE 1,463,703 0 0
INVESCO LTD SHS G491BT108 2,944 189,801 SH SOLE 189,801 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 11,464 811,307 SH SOLE 811,307 0 0
IROBOT CORP COM 462726100 6,391 253,998 SH SOLE 253,998 0 0
IRON MTN INC COM 462846106 41,528 1,313,342 SH SOLE 1,313,342 0 0
ISHARES INC MSCI EMU INDEX ETF 464286608 3,674 134,480 SH SOLE 134,480 0 0
ISHARES INC MSCI GERMAN ETF 464286806 682 37,311 SH SOLE 37,311 0 0
ISHARES INC MSCI JAPAN ETF 464286848 2,542 268,659 SH SOLE 268,659 0 0
ISHARES INC MSCI UTD KINGD ETF 464286699 1,580 106,997 SH SOLE 106,997 0 0
ISHARES TR HIGH YLD CORP COM 464288513 25,747 311,214 SH SOLE 311,214 0 0
IVANHOE ENERGY INC COM 465790103 35,655 31,775,278 SH SOLE 31,775,278 0 0
JANUS CAP GROUP INC COM 47102X105 12,849 2,141,566 SH SOLE 2,141,566 0 0
JANUS CAP GROUP INC NOTE 3.250%
7/1 47102XAG0 4,986 5,120,000 PRN SOLE 5,120,000 0 0
JEFFERIES GROUP INC COM 472319102 127 10,250 SH SOLE 10,250 0 0
JOES JEANS INC COM 47777N101 1,449 2,302,137 SH SOLE 2,302,137 0 0
JOHNSON & JOHNSON COM 478160104 28,893 453,512 SH SOLE 453,512 0 0
JOHNSON CTLS INC COM 478366107 940 35,655 SH SOLE 35,655 0 0
JP MORGAN CHASE & CO COM 46625H100 157,671 5,234,758 SH SOLE 5,234,758 0 0
KAISER FED FINL GROUP INC COM 483056107 3,658 310,000 SH SOLE 310,000 0 0
KEY ENERGY SVCS INC COM 492914106 380 40,000 SH SOLE 40,000 0 0
KEYCORP NEW COM COM 493267108 3,756 633,343 SH SOLE 633,343 0 0
KEYW HLDG CORP COM 493723100 4,015 564,708 SH SOLE 564,708 0 0
KIMCO REALTY CORP COM 49446R109 1,903 126,600 SH SOLE 126,600 0 0
KINDER MORGAN INC DEL COM 49456B101 544 21,000 SH SOLE 21,000 0 0
KIOR INC CL A ADDED COM 497217109 1,666 80,335 SH SOLE 80,335 0 0
KODIAK OIL & GAS CORP COM 50015Q100 3,293 632,000 SH SOLE 632,000 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 189 10,546 SH SOLE 10,546 0 0
KVH INDS INC COM 482738101 10,431 1,318,747 SH SOLE 1,318,747 0 0
LAZARD LTD A SHS G54050102 41,972 1,989,193 SH SOLE 1,989,193 0 0
LEAR CORP COM 521865204 13,249 308,827 SH SOLE 308,827 0 0
LENNAR CORP CL A COM 526057104 31,070 2,294,669 SH SOLE 2,294,669 0 0
LG DISPLAY CO LTD ADR 50186V102 148 18,133 SH SOLE 18,133 0 0
LILLY ELI & CO COM 532457108 628 17,000 SH SOLE 17,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 8,046 291,000 SH SOLE 291,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 39,585 4,941,928 SH SOLE 4,941,928 0 0
LODGENET INTERACTIVE CORP COM 540211109 1,798 1,064,032 SH SOLE 1,064,032 0 0
LOUISIANA PAC CORP COM 546347105 2,831 555,000 SH SOLE 555,000 0 0
LOWES COS INC COM 548661107 75,447 3,901,099 SH SOLE 3,901,099 0 0
LSB INDS INC COM 502160104 3,248 113,303 SH SOLE 113,303 0 0
LUFKIN INDS INC COM COM 549764108 6,520 122,525 SH SOLE 122,525 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 7,149 473,455 SH SOLE 473,455 0 0
M & T BK CORP COM 55261F104 18,777 268,627 SH SOLE 268,627 0 0
M D C HLDGS INC COM 552676108 2,458 145,100 SH SOLE 145,100 0 0
MACERICH CO COM 554382101 239 5,601 SH SOLE 5,601 0 0
MAGNA INTL INC COM 559222401 20,585 594,340 SH SOLE 594,340 0 0
MANULIFE FINL CORP COM 56501R106 3,218 269,490 SH SOLE 269,490 0 0
MB FINANCIAL INC COM 55264U108 13,808 938,043 SH SOLE 938,043 0 0
MBIA INC COM 55262C100 136 18,750 SH SOLE 18,750 0 0
MCDERMOTT INTL INC COM COM 580037109 3,471 322,538 SH SOLE 322,538 0 0
MCDONALDS CORP COM 580135101 14,322 163,080 SH SOLE 163,080 0 0
MCKESSON CORP COM 58155Q103 28,871 397,130 SH SOLE 397,130 0 0
MCMORAN EXPLORATION CO COM 582411104 1,887 190,000 SH SOLE 190,000 0 0
MDC PARTNERS INC CL A COM 552697104 15,171 1,052,084 SH SOLE 1,052,084 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 20,016 426,863 SH SOLE 426,863 0 0
MEDNAX INC COM 58502B106 9,524 152,038 SH SOLE 152,038 0 0
MEDTRONIC INC COM 585055106 86,436 2,600,355 SH SOLE 2,600,355 0 0
MERCK & CO INC COM 58933Y105 52,861 1,616,044 SH SOLE 1,616,044 0 0
METLIFE INC COM 59156R108 81,697 2,916,702 SH SOLE 2,916,702 0 0
METLIFE INC UNIT
99/99/9999 59156R116 19,796 350,000 SH SOLE 350,000 0 0
MF GLOBAL HLDGS LTD NOTE 1.875%
2/0 55277JAA6 795 1,000,000 PRN SOLE 1,000,000 0 0
MICROSOFT CORP COM 594918104 171,319 6,883,057 SH SOLE 6,883,057 0 0
MITEL NETWORKS CORP COM 60671Q104 59 28,000 SH SOLE 28,000 0 0
MOLYCORP INC DEL COM COM 608753109 635 19,330 SH SOLE 19,330 0 0
MONARCH FINANCIAL HOLDINGS I PERP CONV SER B 60907Q209 2,463 98,500 SH SOLE 98,500 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 7,201 593,676 SH SOLE 593,676 0 0
MONSANTO CO COM 61166W101 27,628 460,155 SH SOLE 460,155 0 0
MOODYS CORP COM 615369105 45,664 1,499,640 SH SOLE 1,499,640 0 0
MORGAN STANLEY NEW COM 617446448 6,017 445,717 SH SOLE 445,717 0 0
MYLAN INC COM 628530107 956 56,249 SH SOLE 56,249 0 0
NATIONAL GRID PLC ADR 636274300 20,367 410,627 SH SOLE 410,627 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 16,059 313,521 SH SOLE 313,521 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,551 466,468 SH SOLE 466,468 0 0
NEWBRIDGE BANCORP COM COM 65080T102 765 198,661 SH SOLE 198,661 0 0
NEWFIELD EXPL CO COM 651290108 1,381 34,798 SH SOLE 34,798 0 0
NEWMONT MINING CORP COM 651639106 5,961 94,772 SH SOLE 94,772 0 0
NEXEN INC COM 65334H102 793 48,650 SH SOLE 48,650 0 0
NEXTERA ENERGY INC COM COM 65339F101 5,409 100,137 SH SOLE 100,137 0 0
NISOURCE INC COM 65473P105 27,377 1,280,500 SH SOLE 1,280,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,007 164,000 SH SOLE 164,000 0 0
NORTHEAST CMNTY BANCORP INC COM COM 664112109 3,901 634,262 SH SOLE 634,262 0 0
NORTHERN TR CORP COM 665859104 10,158 290,383 SH SOLE 290,383 0 0
NORTHRIM BANCORP INC COM 666762109 1,494 77,232 SH SOLE 77,232 0 0
NORTHWEST NAT GAS CO COM 667655104 5,843 132,500 SH SOLE 132,500 0 0
NOVARTIS A G ADR 66987V109 26,394 473,261 SH SOLE 473,261 0 0
NSTAR COM 67019E107 70,275 1,568,289 SH SOLE 1,568,289 0 0
NUVASIVE INC NOTE 2.750%
7/0 670704AC9 835 1,000,000 PRN SOLE 1,000,000 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 750 11,253 SH SOLE 11,253 0 0
OBAGI MEDICAL PRODUCTS INC COM 67423R108 3,947 435,222 SH SOLE 435,222 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 45,837 641,077 SH SOLE 641,077 0 0
OGE ENERGY CORP COM 670837103 61,505 1,286,990 SH SOLE 1,286,990 0 0
OIL STS INTL INC COM 678026105 499 9,790 SH SOLE 9,790 0 0
OLD REP INTL CORP COM 680223104 103 11,550 SH SOLE 11,550 0 0
OLD REP INTL CORP NOTE 3.750%
3/1 680223AH7 4,519 5,000,000 PRN SOLE 5,000,000 0 0
OMNI GROUP INC COM 681919106 21,606 586,480 SH SOLE 586,480 0 0
ONEOK INC NEW COM 682680103 30,709 465,000 SH SOLE 465,000 0 0
OPEN TEXT CORP COM 683715106 6,903 126,022 SH SOLE 126,022 0 0
ORACLE CORP COM 68389X105 44,952 1,564,088 SH SOLE 1,564,088 0 0
OSSEN INNOVATION CO LTD ADR 688410109 44 29,897 SH SOLE 29,897 0 0
OWENS CORNING COM 690742101 18,225 840,648 SH SOLE 840,648 0 0
OWENS ILL INC COM 690768403 24,305 1,607,464 SH SOLE 1,607,464 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 3,889 548,522 SH SOLE 548,522 0 0
PALL CORP COM 696429307 937 22,098 SH SOLE 22,098 0 0
PANERA BREAD CO CL A COM 69840W108 545 5,240 SH SOLE 5,240 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 5,048 189,637 SH SOLE 189,637 0 0
PARK NATL CORP COM 700658107 1,382 26,127 SH SOLE 26,127 0 0
PARK STERLING CORP COM 70086Y105 2,823 825,406 SH SOLE 825,406 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,299 74,940 SH SOLE 74,940 0 0
PEOPLES BANCORP INC COM 709789101 1,948 177,130 SH SOLE 177,130 0 0
PEPSICO INC COM 713448108 105,191 1,699,365 SH SOLE 1,699,365 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 474 21,109 SH SOLE 21,109 0 0
PFIZER INC COM 717081103 70,754 4,001,950 SH SOLE 4,001,950 0 0
PHILIP MORRIS INTL INC COM 718172109 23,806 381,622 SH SOLE 381,622 0 0
PICO HLDGS INC COM 693366205 9,704 473,145 SH SOLE 473,145 0 0
PINNACLE AIRL CORP COM 723443107 957 326,548 SH SOLE 326,548 0 0
PIONEER DRILLING CO COM COM 723655106 3,364 468,458 SH SOLE 468,458 0 0
PIONEER NAT RES CO COM 723787107 2,188 33,264 SH SOLE 33,264 0 0
PLAINS EXPL& PRODTN CO COM 726505100 397 17,500 SH SOLE 17,500 0 0
PLATINUM GROUP METALS LTD COM 72765Q205 400 354,121 SH SOLE 354,121 0 0
PLUM CREEK TIMBER CO INC COM 729251108 4,716 135,859 SH SOLE 135,859 0 0
PMC-SIERRA INC COM 69344F106 124 20,655 SH SOLE 20,655 0 0
PMI GROUP INC NOTE 4.500%
4/1 69344MAK7 6,329 20,500,000 PRN SOLE 20,500,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 45,287 939,755 SH SOLE 939,755 0 0
PNM RES INC COM 69349H107 9,168 558,000 SH SOLE 558,000 0 0
POLARIS INDS INC COM 731068102 999 19,992 SH SOLE 19,992 0 0
POSCO ADR 693483109 217 2,849 SH SOLE 2,849 0 0
POTASH CORP SASK INC COM 73755L107 1,062 23,350 SH SOLE 23,350 0 0
POWERSHARES QQQ TRUST UNIT SER 1 ETF 73935A104 1,868 35,570 SH SOLE 35,570 0 0
PPL CORP COM 69351T106 34,043 1,192,823 SH SOLE 1,192,823 0 0
PPL CORP UNIT
99/99/9999S 69351T114 27,196 500,025 SH SOLE 500,025 0 0
PPL CORP UNIT
99/99/9999 69351T601 68,751 1,241,000 SH SOLE 1,241,000 0 0
PRAXAIR INC COM 74005P104 6,151 65,800 SH SOLE 65,800 0 0
PRECISION CASTPARTS CORP COM 740189105 1,453 9,345 SH SOLE 9,345 0 0
PRECISION DRILLING CORP 2010 COM 74022D308 5,052 578,698 SH SOLE 578,698 0 0
PRICE T ROWE GROUP INC COM 74144T108 43,805 916,991 SH SOLE 916,991 0 0
PROCTER & GAMBLE CO COM 742718109 64,827 1,026,070 SH SOLE 1,026,070 0 0
PROGRESS ENERGY INC COM 743263105 71,818 1,388,583 SH SOLE 1,388,583 0 0
PROLOGIS NOTE 3.250%
3/1 74340XAT8 2,853 2,885,000 PRN SOLE 2,885,000 0 0
PROLOGIS INC COM 74340W103 386 15,908 SH SOLE 15,908 0 0
PRUDENTIAL FINL INC COM 744320102 87,013 1,856,863 SH SOLE 1,856,863 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 16,018 480,000 SH SOLE 480,000 0 0
PULTE HOMES INC COM 745867101 26,013 6,585,515 SH SOLE 6,585,515 0 0
PURECYCLE CORP COM 746228303 968 395,000 SH SOLE 395,000 0 0
PVH CORP COM ADDED COM 693656100 574 9,855 SH SOLE 9,855 0 0
QUALM INC COM 747525103 237,713 4,888,205 SH SOLE 4,888,205 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 4,316 394,149 SH SOLE 394,149 0 0
QUANTA SVCS INC COM 74762E102 228 12,149 SH SOLE 12,149 0 0
QUEST DIAGNOSTICS INC COM 74834L100 26,435 535,549 SH SOLE 535,549 0 0
RANGE RES CORP COM COM 75281A109 643 10,993 SH SOLE 10,993 0 0
RD MTR CO DEL *W EXP
01/01/201 345370134 38 17,230 SH SOLE 17,230 0 0
RED HAT INC COM 756577102 1,022 24,182 SH SOLE 24,182 0 0
REGIONS FINANCIAL CORP COM 7591EP100 950 285,217 SH SOLE 285,217 0 0
RENASANT CORP COM 75970E107 1,342 105,382 SH SOLE 105,382 0 0
REPUBLIC SVCS INC COM 760759100 80,653 2,874,303 SH SOLE 2,874,303 0 0
RESEARCH IN MOTION LTD COM 760975102 3,365 157,560 SH SOLE 157,560 0 0
REX ENERGY CORPORATION COM 761565100 12,276 970,442 SH SOLE 970,442 0 0
RIVERBED TECHNOLOGY INC COM COM 768573107 543 27,199 SH SOLE 27,199 0 0
ROBERT HALF INTL INC COM 770323103 37,490 1,766,717 SH SOLE 1,766,717 0 0
ROCK-TENN CO CL A COM 772739207 2,768 56,857 SH SOLE 56,857 0 0
ROGERSMUNICATIONS INC CL B COM 775109200 25,398 708,065 SH SOLE 708,065 0 0
ROSETTA STONE INC COM 777780107 4,283 468,037 SH SOLE 468,037 0 0
ROVI CORP COM 779376102 581 13,515 SH SOLE 13,515 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 15,259 317,528 SH SOLE 317,528 0 0
ROYAL BK SCOTLAND GROUP PLC ADR 780097788 45,947 2,873,500 SH SOLE 2,873,500 0 0
ROYAL DUTCH SHELL PLC ADR 780259206 21,638 351,728 SH SOLE 351,728 0 0
RPX CORP COM COM 74972G103 4,586 221,425 SH SOLE 221,425 0 0
S CORP CL B COM 65248E203 32,612 2,091,860 SH SOLE 2,091,860 0 0
SAFEWAY INC COM 786514208 10,651 640,471 SH SOLE 640,471 0 0
SANDY SPRING BANCORP INC COM 800363103 2,266 154,900 SH SOLE 154,900 0 0
SANOFI ADR 80105N105 217 6,621 SH SOLE 6,621 0 0
SASOL LTD COM 803866300 239 5,886 SH SOLE 5,886 0 0
SCHLUMBERGER LTD COM 806857108 74,951 1,254,827 SH SOLE 1,254,827 0 0
SCHWAB CHARLES CORP COM 808513105 61,523 5,458,978 SH SOLE 5,458,978 0 0
SEACUBE CONTAINER LEASING LT SHS G79978105 6,455 532,191 SH SOLE 532,191 0 0
SHAWMUNICATIONS INC CL B COM 82028K200 3,901 183,470 SH SOLE 183,470 0 0
SHIRE PLC ADR 82481R106 1,118 11,904 SH SOLE 11,904 0 0
SIERRA BANCORP COM 82620P102 3,660 400,000 SH SOLE 400,000 0 0
SILVERCORP METALS INC COM 82835P103 1,324 159,760 SH SOLE 159,760 0 0
SIMON PPTY GROUP INC COM 828806109 8,266 75,161 SH SOLE 75,161 0 0
SIRIUS XM RADIO INC AD COM 82967N108 46,709 30,932,934 SH SOLE 30,932,934 0 0
SMITH & NEPHEW PLC ADR 83175M205 240 5,370 SH SOLE 5,370 0 0
SOLAR SR CAP LTD COM 83416M105 4,098 286,775 SH SOLE 286,775 0 0
SOLAZYME INC COM 83415T101 1,045 108,699 SH SOLE 108,699 0 0
SONOSITE INC COM 83568G104 4,314 142,177 SH SOLE 142,177 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 390 222,896 SH SOLE 222,896 0 0
SOUTHERN CO COM 842587107 21,906 517,010 SH SOLE 517,010 0 0
SOUTHWESTERN ENERGY CO COM 845467109 35,806 1,074,291 SH SOLE 1,074,291 0 0
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 25,468 703,726 SH SOLE 703,726 0 0
SPDR TR UNIT SER 1 ETF 78462F103 187,914 1,660,454 SH SOLE 1,660,454 0 0
SPECTRA ENERGY CORP COM 847560109 33,545 1,367,500 SH SOLE 1,367,500 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 19,983 846,017 SH SOLE 846,017 0 0
ST JOE CO COM 790148100 205 13,700 SH SOLE 13,700 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,102 165,000 SH SOLE 165,000 0 0
STAPLES INC COM 855030102 72,256 5,432,797 SH SOLE 5,432,797 0 0
STATE STR CORP COM 857477103 28,751 893,996 SH SOLE 893,996 0 0
STEWART INFORMATION SVCS COR COM 860372101 11,386 1,288,017 SH SOLE 1,288,017 0 0
STRYKER CORP COM 863667101 1,003 21,290 SH SOLE 21,290 0 0
SUN BANCORP INC COM 86663B102 2,682 1,012,076 SH SOLE 1,012,076 0 0
SUN LIFE FINL INC COM 866796105 24,211 967,755 SH SOLE 967,755 0 0
SUNCOR ENERGY INC NEW COM 867224107 80,968 3,182,705 SH SOLE 3,182,705 0 0
SUNSTONE HOTEL INVS INC COM 867892101 122 21,500 SH SOLE 21,500 0 0
SUNTRUST BKS INC COM 867914103 18,324 1,020,841 SH SOLE 1,020,841 0 0
SVB FINL GROUP COM 78486Q101 23,882 645,471 SH SOLE 645,471 0 0
SWIFT TRANSN CO CL A COM 87074U101 14,790 2,296,618 SH SOLE 2,296,618 0 0
SYCAMORE NETWORKS INC COM 871206405 19,666 1,089,553 SH SOLE 1,089,553 0 0
SYNOVUS FINL CORP COM 87161C105 6,633 6,199,408 SH SOLE 6,199,408 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 210 18,370 SH SOLE 18,370 0 0
TALISMAN ENERGY INC COM 87425E103 2,589 201,020 SH SOLE 201,020 0 0
TARGET CORP COM 87612E106 35,376 721,378 SH SOLE 721,378 0 0
TCF FINL CORP COM 872275102 17,601 1,921,465 SH SOLE 1,921,465 0 0
TEAVANA HLDGS INC COM ADDED COM 87819P102 4,141 203,583 SH SOLE 203,583 0 0
TECHTARGET INC COM 87874R100 4,594 804,479 SH SOLE 804,479 0 0
TECK RESOURCES LTD CL B COM 878742204 5,941 192,145 SH SOLE 192,145 0 0
TECO ENERGY INC COM 872375100 9,764 570,000 SH SOLE 570,000 0 0
TELEFLEX INC NOTE 3.875%
8/0 879369AA4 3,476 3,200,000 PRN SOLE 3,200,000 0 0
TELEFLEX INC COM 879369106 6,377 118,598 SH SOLE 118,598 0 0
TELEFONICA S A ADR 879382208 853 44,609 SH SOLE 44,609 0 0
TELLABS INC COM 879664100 20,064 4,676,810 SH SOLE 4,676,810 0 0
TEMPUR PEDIC INTL INC COM 88023U101 4,086 77,658 SH SOLE 77,658 0 0
TESLA MTRS INC COM 88160R101 419 17,165 SH SOLE 17,165 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 387 10,404 SH SOLE 10,404 0 0
TEXAS INSTRS INC COM 882508104 8,262 310,000 SH SOLE 310,000 0 0
TEXTRON INC COM 883203101 39,971 2,265,941 SH SOLE 2,265,941 0 0
THOMAS PPTYS GROUP INC COM 884453101 123 53,800 SH SOLE 53,800 0 0
THOMPSON CREEK METALS CO INC COM 884768102 797 126,455 SH SOLE 126,455 0 0
THOMSON REUTERS CORP COM 884903105 1,555 54,750 SH SOLE 54,750 0 0
THORATEC CORP COM 885175307 6,526 199,945 SH SOLE 199,945 0 0
THQ INC COM 872443403 1,435 829,300 SH SOLE 829,300 0 0
TIDEWATER INC COM 886423102 7,079 168,346 SH SOLE 168,346 0 0
TIFFANY & CO NEW COM COM 886547108 623 10,244 SH SOLE 10,244 0 0
TJX COS INC COM 872540109 10,595 191,000 SH SOLE 191,000 0 0
TMS INTL CORP CL A COM 87261Q103 7,532 1,034,603 SH SOLE 1,034,603 0 0
TORONTO DOMINION BK ONT COM 891160509 12,623 169,264 SH SOLE 169,264 0 0
TOTAL S A ADR 89151E109 25,260 575,800 SH SOLE 575,800 0 0
TRANSALTA CORP COM COM 89346D107 19,840 869,800 SH SOLE 869,800 0 0
TRAVELZOO INC COM 89421Q106 12,899 586,589 SH SOLE 586,589 0 0
TREX CO INC COM 89531P105 7,189 448,472 SH SOLE 448,472 0 0
TRICO BANCSHARES COM 896095106 7,120 580,252 SH SOLE 580,252 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 4,234 86,869 SH SOLE 86,869 0 0
TRUSTMARK CORP COM 898402102 3,267 180,000 SH SOLE 180,000 0 0
U S AIRWAYS GROUP INC COM 90341W108 61 11,000 SH SOLE 11,000 0 0
UAL CORP NOTE 4.500%
6/3 ADDED 902549AH7 17,459 19,840,000 PRN SOLE 19,840,000 0 0
UAL CORP NOTE 6.000%
10/1 902549AJ3 45,516 19,205,000 PRN SOLE 19,205,000 0 0
UDR INC COM COM 902653104 232 10,500 SH SOLE 10,500 0 0
UIL HLDG CORP COM 902748102 31,712 963,000 SH SOLE 963,000 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,863 146,899 SH SOLE 146,899 0 0
ULTRA PETROLEUM CORP COM 903914109 22,265 803,216 SH SOLE 803,216 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 5,911 551,425 SH SOLE 551,425 0 0
UNION PAC CORP COM 907818108 708 8,665 SH SOLE 8,665 0 0
UNITED PARCEL SERVICE INC CL B COM 911312106 16,494 261,194 SH SOLE 261,194 0 0
UNITED TECHNOLOGIES CORP COM 913017109 52,628 747,985 SH SOLE 747,985 0 0
UNIVEST CORP PA COM 915271100 740 55,500 SH SOLE 55,500 0 0
US AIRWAYS GROUP INC NOTE 7.250%
5/1 911905AC1 17,074 11,785,000 PRN SOLE 11,785,000 0 0
US BANCORP DEL COM 902973304 76,653 3,256,303 SH SOLE 3,256,303 0 0
USA MOBILITY INC COM 90341G103 289 21,899 SH SOLE 21,899 0 0
V F CORP COM 918204108 6,198 51,000 SH SOLE 51,000 0 0
VALE S A ADR 91912E105 237 10,415 SH SOLE 10,415 0 0
VALLEY NATL BANCORP *W EXP
11/14/201 919794131 154 96,277 SH SOLE 96,277 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 41 33,150 SH SOLE 33,150 0 0
VECTREN CORP COM 92240G101 27,351 1,010,000 SH SOLE 1,010,000 0 0
VERIFONE SYS INC COM 92342Y109 9,535 272,275 SH SOLE 272,275 0 0
VERIZON MUNICATIONS INC COM 92343V104 46,128 1,253,481 SH SOLE 1,253,481 0 0
VISA INC CL A COM 92826C839 36,105 421,195 SH SOLE 421,195 0 0
VODAFONE GROUP PLC ADR 92857W209 11,670 454,966 SH SOLE 454,966 0 0
VORNADO RLTY TR SH BEN INT 929042109 331 4,437 SH SOLE 4,437 0 0
WABCO HLDGS INC COM COM 92927K102 439 11,592 SH SOLE 11,592 0 0
WALGREEN CO COM 931422109 23,152 703,913 SH SOLE 703,913 0 0
WALTER ENERGY INC COM 93317Q105 965 16,075 SH SOLE 16,075 0 0
WALTER INVT MGMT CORP COM 93317W102 5,570 242,911 SH SOLE 242,911 0 0
WARREN RES INC COM 93564A100 25,279 10,532,825 SH SOLE 10,532,825 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 1,931 198,419 SH SOLE 198,419 0 0
WASHINGTON TR BANCORP COM 940610108 6,888 348,210 SH SOLE 348,210 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,627 69,163 SH SOLE 69,163 0 0
WELLPOINT INC COM 94973V107 10,397 159,268 SH SOLE 159,268 0 0
WELLS FARGO & CO COM 949746101 79,495 3,295,792 SH SOLE 3,295,792 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 25,589 24,770 SH SOLE 24,770 0 0
WESBANCO INC COM 950810101 4,568 263,893 SH SOLE 263,893 0 0
WESTAMERICA BANCORPORATION COM 957090103 8,470 221,044 SH SOLE 221,044 0 0
WEYERHAEUSER CO COM 962166104 4,351 279,832 SH SOLE 279,832 0 0
WILLIAMS CLAYTON ENERGY INC COM COM 969490101 3,211 75,000 SH SOLE 75,000 0 0
WILLIAMS COS INC DEL COM 969457100 755 31,000 SH SOLE 31,000 0 0
WILSHIRE BANCORP INC COM 97186T108 5,516 2,013,055 SH SOLE 2,013,055 0 0
WSFS FINL CORP COM 929328102 7,012 222,099 SH SOLE 222,099 0 0
XCEL ENERGY INC COM 98389B100 58,599 2,373,387 SH SOLE 2,373,387 0 0
XO GROUP INC COM ADDED COM 983772104 4,397 538,237 SH SOLE 538,237 0 0
YPF SOCIEDAD ANONIMA ADR 984245100 6,614 193,341 SH SOLE 193,341 0 0
ZIMMER HLDGS INC COM 98956P102 2,793 52,198 SH SOLE 52,198 0 0
ZIONS BANCORPORATION COM 989701107 27,866 1,980,546 SH SOLE 1,980,546 0 0