The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ABBOTT LABS | COM | 002824100 | 4,253 | 108,200 | SH | SOLE | 1 | 108,200 | 0 | 0 | |
AFLAC INC | COM | 001055102 | 6,184 | 85,700 | SH | SOLE | 85,700 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 4,660 | 87,100 | SH | SOLE | 87,100 | 0 | 0 | ||
ALAMOS GOLD INC NEW | COM CL A | 011532108 | 177 | 20,604 | SH | SOLE | 1 | 20,604 | 0 | 0 | |
AMERISAFE INC | COM | 03071H100 | 918 | 15,000 | SH | SOLE | 1 | 15,000 | 0 | 0 | |
ARALEZ PHARMACEUTICALS INC | COM | 03852X100 | 373 | 112,900 | SH | SOLE | 1 | 112,900 | 0 | 0 | |
ARCH CAP GROUP LTD | ORD | G0450A105 | 5,746 | 79,800 | SH | SOLE | 79,800 | 0 | 0 | ||
ASTRAZENECA PLC | SPONSORED ADR | 046353108 | 3,164 | 104,800 | SH | SOLE | 1 | 104,800 | 0 | 0 | |
ATLANTIC CAP BANCSHARES INC | COM | 048269203 | 960 | 66,408 | SH | SOLE | 66,408 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 7,193 | 78,300 | SH | SOLE | 1 | 78,300 | 0 | 0 | |
BANC OF CALIFORNIA INC | COM | 05990K106 | 1,466 | 81,000 | SH | SOLE | 1 | 81,000 | 0 | 0 | |
BANK OF THE ST JAMES FINL GP | COM | 470299108 | 307 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENEFICIAL BANCORP INC | COM | 08171T102 | 6,685 | 525,524 | SH | SOLE | 1 | 525,524 | 0 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 36,185 | 249,914 | SH | SOLE | 1 | 249,914 | 0 | 0 | |
BLUE HILLS BANCORP INC | COM | 095573101 | 2,009 | 136,100 | SH | SOLE | 1 | 136,100 | 0 | 0 | |
BRINKER INTL INC | COM | 109641100 | 7,804 | 171,400 | SH | SOLE | 1 | 171,400 | 0 | 0 | |
BRINKER INTL INC | COM | 109641100 | 3,797 | 83,400 | SH | Call | SOLE | 83,400 | 0 | 0 | |
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 1,956 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BROWN & BROWN INC | COM | 115236101 | 5,591 | 149,200 | SH | SOLE | 1 | 149,200 | 0 | 0 | |
CAMPBELL SOUP CO | COM | 134429109 | 466 | 7,000 | SH | SOLE | 1 | 7,000 | 0 | 0 | |
CAPITAL CITY BK GROUP INC | COM | 139674105 | 806 | 57,900 | SH | SOLE | 1 | 57,900 | 0 | 0 | |
CARMAX INC | COM | 143130102 | 1,363 | 27,800 | SH | Put | SOLE | 27,800 | 0 | 0 | |
CELADON GROUP INC | COM | 150838100 | 2,525 | 309,000 | SH | SOLE | 1 | 309,000 | 0 | 0 | |
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 4,810 | 203,800 | SH | SOLE | 1 | 203,800 | 0 | 0 | |
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 1,177 | 1,265,000 | PRN | SOLE | 1 | 1,265,000 | 0 | 0 | |
CHICOPEE BANCORP INC | COM | 168565109 | 1,329 | 72,771 | SH | SOLE | 1 | 72,771 | 0 | 0 | |
CHUBB LIMITED | COM | H1467J104 | 10,470 | 80,100 | SH | Put | SOLE | 80,100 | 0 | 0 | |
CHURCH & DWIGHT INC | COM | 171340102 | 11,127 | 108,142 | SH | SOLE | 1 | 108,142 | 0 | 0 | |
CINCINNATI FINL CORP | COM | 172062101 | 3,842 | 51,300 | SH | Put | SOLE | 51,300 | 0 | 0 | |
CIRCOR INTL INC | COM | 17273K109 | 7,637 | 134,000 | SH | SOLE | 1 | 134,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 7,283 | 171,819 | SH | SOLE | 1 | 171,819 | 0 | 0 | |
CLIFTON BANCORP INC | COM | 186873105 | 3,081 | 204,459 | SH | SOLE | 1 | 204,459 | 0 | 0 | |
CNA FINL CORP | COM | 126117100 | 1,001 | 31,850 | SH | SOLE | 1 | 31,850 | 0 | 0 | |
COCA COLA CO | COM | 191216100 | 5,673 | 125,150 | SH | SOLE | 1 | 125,150 | 0 | 0 | |
COLGATE PALMOLIVE CO | COM | 194162103 | 5,677 | 77,550 | SH | SOLE | 1 | 77,550 | 0 | 0 | |
COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 191 | 14,900 | SH | SOLE | 1 | 14,900 | 0 | 0 | |
CONOCOPHILLIPS | COM | 20825C104 | 458 | 10,500 | SH | SOLE | 1 | 10,500 | 0 | 0 | |
CULLEN FROST BANKERS INC | COM | 229899109 | 2,791 | 43,800 | SH | Put | SOLE | 43,800 | 0 | 0 | |
DARDEN RESTAURANTS INC | COM | 237194105 | 3,503 | 55,300 | SH | SOLE | 1 | 55,300 | 0 | 0 | |
DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 2,613 | 182,500 | SH | SOLE | 1 | 182,500 | 0 | 0 | |
DIAGEO P L C | SPON ADR NEW | 25243Q205 | 8,193 | 72,580 | SH | SOLE | 1 | 72,580 | 0 | 0 | |
DNB FINL CORP | COM | 233237106 | 533 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 2,207 | 63,053 | SH | SOLE | 1 | 63,053 | 0 | 0 | |
DREAMWORKS ANIMATION SKG INC | CL A | 26153C103 | 331 | 8,100 | SH | SOLE | 1 | 8,100 | 0 | 0 | |
EATON CORP PLC | SHS | G29183103 | 5,182 | 86,750 | SH | SOLE | 1 | 86,750 | 0 | 0 | |
EBAY INC | COM | 278642103 | 1,454 | 62,100 | SH | SOLE | 62,100 | 0 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 473 | 5,600 | SH | SOLE | 1 | 5,600 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 429 | 400,000 | PRN | SOLE | 1 | 400,000 | 0 | 0 | |
ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 15,208 | 226,450 | SH | SOLE | 1 | 226,450 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 201 | 3,900 | SH | SOLE | 1 | 3,900 | 0 | 0 | |
FEDERATED INVS INC PA | CL B | 314211103 | 9,785 | 340,000 | SH | SOLE | 1 | 340,000 | 0 | 0 | |
FEDERATED NATL HLDG CO | COM | 31422T101 | 2,620 | 137,600 | SH | SOLE | 1 | 137,600 | 0 | 0 | |
FIRST AMERN FINL CORP | COM | 31847R102 | 334 | 8,300 | SH | SOLE | 1 | 8,300 | 0 | 0 | |
FIRST CONN BANCORP INC MD | COM | 319850103 | 1,987 | 120,000 | SH | SOLE | 1 | 120,000 | 0 | 0 | |
FIRSTENERGY CORP | COM | 337932107 | 251 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
FLIR SYS INC | COM | 302445101 | 9,571 | 309,250 | SH | SOLE | 1 | 309,250 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,783 | 1,950,000 | PRN | SOLE | 1 | 1,950,000 | 0 | 0 | |
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 2,375 | 115,334 | SH | SOLE | 1 | 115,334 | 0 | 0 | |
FRANKLIN RES INC | COM | 354613101 | 1,328 | 39,808 | SH | SOLE | 1 | 39,808 | 0 | 0 | |
FULLER H B CO | COM | 359694106 | 2,732 | 62,100 | SH | SOLE | 1 | 62,100 | 0 | 0 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 4,623 | 33,200 | SH | SOLE | 33,200 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 815 | 18,800 | SH | SOLE | 1 | 18,800 | 0 | 0 | |
HAEMONETICS CORP | COM | 405024100 | 1,458 | 50,300 | SH | SOLE | 1 | 50,300 | 0 | 0 | |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 5,468 | 123,200 | SH | SOLE | 123,200 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 5,637 | 93,800 | SH | SOLE | 1 | 93,800 | 0 | 0 | |
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 1,502 | 1,000,000 | PRN | SOLE | 1 | 1,000,000 | 0 | 0 | |
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 1,032 | 850,000 | PRN | SOLE | 1 | 850,000 | 0 | 0 | |
HOME DEPOT INC | COM | 437076102 | 5,584 | 43,734 | SH | SOLE | 1 | 43,734 | 0 | 0 | |
HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 865 | 940,000 | PRN | SOLE | 1 | 940,000 | 0 | 0 | |
HOMETRUST BANCSHARES INC | COM | 437872104 | 5,433 | 293,700 | SH | SOLE | 1 | 293,700 | 0 | 0 | |
HOWARD HUGHES CORP | COM | 44267D107 | 3,761 | 32,900 | SH | Put | SOLE | 32,900 | 0 | 0 | |
HYATT HOTELS CORP | COM CL A | 448579102 | 2,534 | 51,565 | SH | SOLE | 1 | 51,565 | 0 | 0 | |
ILLINOIS TOOL WKS INC | COM | 452308109 | 208 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
INVACARE CORP | COM | 461203101 | 1,766 | 145,627 | SH | SOLE | 1 | 145,627 | 0 | 0 | |
INVESCO LTD | SHS | G491BT108 | 4,441 | 173,900 | SH | SOLE | 1 | 173,900 | 0 | 0 | |
JAMES RIV GROUP LTD | COM | G5005R107 | 292 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 8,178 | 67,416 | SH | SOLE | 1 | 67,416 | 0 | 0 | |
KEYCORP NEW | COM | 493267108 | 7,785 | 704,500 | SH | SOLE | 1 | 704,500 | 0 | 0 | |
KINROSS GOLD CORP | COM NO PAR | 496902404 | 566 | 115,800 | SH | SOLE | 1 | 115,800 | 0 | 0 | |
KIRBY CORP | COM | 497266106 | 1,922 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 2,300 | 33,500 | SH | SOLE | 1 | 33,500 | 0 | 0 | |
LEGG MASON INC | COM | 524901105 | 5,630 | 190,915 | SH | SOLE | 1 | 190,915 | 0 | 0 | |
LEUCADIA NATL CORP | COM | 527288104 | 7,294 | 420,862 | SH | SOLE | 1 | 420,862 | 0 | 0 | |
LILLY ELI & CO | COM | 532457108 | 354 | 4,500 | SH | SOLE | 1 | 4,500 | 0 | 0 | |
LOCKHEED MARTIN CORP | COM | 539830109 | 3,598 | 14,500 | SH | Put | SOLE | 14,500 | 0 | 0 | |
LOEWS CORP | COM | 540424108 | 655 | 15,950 | SH | SOLE | 1 | 15,950 | 0 | 0 | |
LOUISIANA PAC CORP | COM | 546347105 | 449 | 25,900 | SH | SOLE | 1 | 25,900 | 0 | 0 | |
LOWES COS INC | COM | 548661107 | 4,980 | 62,900 | SH | SOLE | 62,900 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 4,094 | 59,800 | SH | SOLE | 59,800 | 0 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 1,349 | 37,800 | SH | SOLE | 1 | 37,800 | 0 | 0 | |
MCDONALDS CORP | COM | 580135101 | 5,488 | 45,600 | SH | SOLE | 1 | 45,600 | 0 | 0 | |
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 444 | 332,000 | PRN | SOLE | 1 | 332,000 | 0 | 0 | |
MERCK & CO INC | COM | 58933Y105 | 5,147 | 89,348 | SH | SOLE | 1 | 89,348 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 420 | 10,538 | SH | SOLE | 10,538 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,824 | 96,000 | SH | Call | SOLE | 96,000 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 12,677 | 247,750 | SH | SOLE | 1 | 247,750 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 7,386 | 162,300 | SH | SOLE | 1 | 162,300 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 2,371 | 52,100 | SH | Call | SOLE | 52,100 | 0 | 0 | |
MURPHY OIL CORP | COM | 626717102 | 222 | 7,000 | SH | Put | SOLE | 7,000 | 0 | 0 | |
NEWMONT MINING CORP | COM | 651639106 | 2,159 | 55,200 | SH | SOLE | 1 | 55,200 | 0 | 0 | |
NOBLE ENERGY INC | COM | 655044105 | 7,633 | 212,800 | SH | SOLE | 1 | 212,800 | 0 | 0 | |
OCEANFIRST FINL CORP | COM | 675234108 | 4,561 | 251,000 | SH | SOLE | 1 | 251,000 | 0 | 0 | |
ORITANI FINL CORP DEL | COM | 68633D103 | 5,105 | 319,276 | SH | SOLE | 1 | 319,276 | 0 | 0 | |
PARAGON COML CORP | COM NEW | 69911U403 | 700 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PARKWAY PPTYS INC | COM | 70159Q104 | 4,478 | 267,666 | SH | SOLE | 1 | 267,666 | 0 | 0 | |
PATTERSON COMPANIES INC | COM | 703395103 | 11,316 | 236,300 | SH | SOLE | 1 | 236,300 | 0 | 0 | |
PAYCHEX INC | COM | 704326107 | 5,754 | 96,700 | SH | SOLE | 1 | 96,700 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 4,553 | 124,700 | SH | SOLE | 124,700 | 0 | 0 | ||
PB BANCORP INC | COM | 70454T100 | 505 | 59,988 | SH | SOLE | 59,988 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 3,634 | 34,300 | SH | SOLE | 34,300 | 0 | 0 | ||
PJT PARTNERS INC | COM CL A | 69343T107 | 2,723 | 118,400 | SH | SOLE | 118,400 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 7,244 | 89,000 | SH | SOLE | 89,000 | 0 | 0 | ||
POST PPTYS INC | COM | 737464107 | 757 | 12,400 | SH | SOLE | 1 | 12,400 | 0 | 0 | |
POWELL INDS INC | COM | 739128106 | 3,171 | 80,600 | SH | SOLE | 1 | 80,600 | 0 | 0 | |
PRICE T ROWE GROUP INC | COM | 74144T108 | 12,974 | 177,800 | SH | SOLE | 1 | 177,800 | 0 | 0 | |
PRIMERICA INC | COM | 74164M108 | 12,879 | 225,000 | SH | SOLE | 1 | 225,000 | 0 | 0 | |
PROASSURANCE CORP | COM | 74267C106 | 5,965 | 111,400 | SH | SOLE | 1 | 111,400 | 0 | 0 | |
PROCTER & GAMBLE CO | COM | 742718109 | 7,225 | 85,330 | SH | SOLE | 85,330 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 5,668 | 169,200 | SH | SOLE | 169,200 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 876 | 18,800 | SH | SOLE | 1 | 18,800 | 0 | 0 | |
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 8,266 | 70,384 | SH | SOLE | 1 | 70,384 | 0 | 0 | |
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,266 | 1,194,000 | PRN | SOLE | 1 | 1,194,000 | 0 | 0 | |
SAFETY INS GROUP INC | COM | 78648T100 | 2,026 | 32,900 | SH | SOLE | 1 | 32,900 | 0 | 0 | |
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 6,885 | 118,000 | SH | SOLE | 1 | 118,000 | 0 | 0 | |
SELECTIVE INS GROUP INC | COM | 816300107 | 6,198 | 162,200 | SH | SOLE | 1 | 162,200 | 0 | 0 | |
SI FINL GROUP INC MD | COM | 78425V104 | 972 | 73,400 | SH | SOLE | 1 | 73,400 | 0 | 0 | |
STATE AUTO FINL CORP | COM | 855707105 | 831 | 37,950 | SH | SOLE | 1 | 37,950 | 0 | 0 | |
STATE NATL COS INC | COM | 85711T305 | 1,048 | 99,500 | SH | SOLE | 1 | 99,500 | 0 | 0 | |
STONEGATE BK FT LAUDERDALE F | COM | 861811107 | 1,385 | 42,909 | SH | SOLE | 1 | 42,909 | 0 | 0 | |
SUNCOR ENERGY INC NEW | COM | 867224107 | 4,944 | 178,300 | SH | SOLE | 178,300 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 627 | 11,600 | SH | SOLE | 1 | 11,600 | 0 | 0 | |
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 964 | 32,500 | SH | SOLE | 1 | 32,500 | 0 | 0 | |
TOOTSIE ROLL INDS INC | COM | 890516107 | 5,599 | 145,307 | SH | SOLE | 1 | 145,307 | 0 | 0 | |
TORCHMARK CORP | COM | 891027104 | 7,987 | 129,200 | SH | SOLE | 1 | 129,200 | 0 | 0 | |
TRANSALTA CORP | COM | 89346D107 | 230 | 44,100 | SH | SOLE | 1 | 44,100 | 0 | 0 | |
TYCO INTL PLC | SHS | G91442106 | 1,252 | 29,400 | SH | SOLE | 1 | 29,400 | 0 | 0 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 4,348 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 7,126 | 176,700 | SH | SOLE | 176,700 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 10,252 | 211,000 | SH | SOLE | 1 | 211,000 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 1,093 | 1,200,000 | PRN | SOLE | 1 | 1,200,000 | 0 | 0 | |
VERISIGN INC | COM | 92343E102 | 3,614 | 41,800 | SH | SOLE | 1 | 41,800 | 0 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 600 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
WAL-MART STORES INC | COM | 931142103 | 3,386 | 46,370 | SH | SOLE | 1 | 46,370 | 0 | 0 | |
WATERSTONE FINL INC MD | COM | 94188P101 | 3,288 | 214,500 | SH | SOLE | 1 | 214,500 | 0 | 0 | |
WESTFIELD FINANCIAL INC NEW | COM | 96008P104 | 1,465 | 190,300 | SH | SOLE | 1 | 190,300 | 0 | 0 | |
WILLIS TOWERS WATSON PUB LTD | SHS | G96629103 | 2,896 | 23,300 | SH | Put | SOLE | 23,300 | 0 | 0 | |
XILINX INC | COM | 983919101 | 5,623 | 121,900 | SH | SOLE | 1 | 121,900 | 0 | 0 | |
YUM BRANDS INC | COM | 988498101 | 8,819 | 106,350 | SH | SOLE | 1 | 106,350 | 0 | 0 |