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 | 4,963 | 110,500 | SH | SOLE | 1 | 110,500 | 0 | 0 | |
AFLAC INC | COM | 001055102 | 3,402 | 56,800 | SH | SOLE | 56,800 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 2,836 | 107,900 | SH | SOLE | 107,900 | 0 | 0 | ||
ALAMOS GOLD INC NEW | COM CL A | 011532108 | 68 | 20,604 | SH | SOLE | 1 | 20,604 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 384 | 6,200 | SH | SOLE | 1 | 6,200 | 0 | 0 | |
AMERISAFE INC | COM | 03071H100 | 1,822 | 35,800 | SH | SOLE | 1 | 35,800 | 0 | 0 | |
ARCH CAP GROUP LTD | ORD | G0450A105 | 5,531 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
ASTRAZENECA PLC | SPONSORED ADR | 046353108 | 3,185 | 93,800 | SH | SOLE | 1 | 93,800 | 0 | 0 | |
ATLANTIC CAP BANCSHARES INC | COM | 048269203 | 1,216 | 81,208 | SH | SOLE | 81,208 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 6,778 | 80,000 | SH | SOLE | 1 | 80,000 | 0 | 0 | |
BANK OF THE ST JAMES FINL GP | COM | 470299108 | 316 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENEFICIAL BANCORP INC | COM | 08171T102 | 6,221 | 467,024 | SH | SOLE | 1 | 467,024 | 0 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 33,395 | 252,914 | SH | SOLE | 1 | 252,914 | 0 | 0 | |
BLUE HILLS BANCORP INC | COM | 095573101 | 1,859 | 121,400 | SH | SOLE | 1 | 121,400 | 0 | 0 | |
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 1,612 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BROWN & BROWN INC | COM | 115236101 | 4,237 | 132,000 | SH | SOLE | 1 | 132,000 | 0 | 0 | |
CAMPBELL SOUP CO | COM | 134429109 | 468 | 8,900 | SH | SOLE | 1 | 8,900 | 0 | 0 | |
CAPITAL CITY BK GROUP INC | COM | 139674105 | 889 | 57,900 | SH | SOLE | 1 | 57,900 | 0 | 0 | |
CELADON GROUP INC | COM | 150838100 | 3,855 | 389,800 | SH | SOLE | 1 | 389,800 | 0 | 0 | |
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 4,648 | 211,100 | SH | SOLE | 1 | 211,100 | 0 | 0 | |
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 1,094 | 1,265,000 | PRN | SOLE | 1 | 1,265,000 | 0 | 0 | |
CHICOPEE BANCORP INC | COM | 168565109 | 1,262 | 72,771 | SH | SOLE | 1 | 72,771 | 0 | 0 | |
CHUBB CORP | COM | 171232101 | 11,176 | 84,259 | SH | SOLE | 84,259 | 0 | 0 | ||
CHURCH & DWIGHT INC | COM | 171340102 | 7,617 | 89,742 | SH | SOLE | 1 | 89,742 | 0 | 0 | |
CIRCOR INTL INC | COM | 17273K109 | 7,452 | 176,800 | SH | SOLE | 1 | 176,800 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 7,546 | 145,819 | SH | SOLE | 1 | 145,819 | 0 | 0 | |
CLIFTON BANCORP INC | COM | 186873105 | 2,549 | 177,759 | SH | SOLE | 1 | 177,759 | 0 | 0 | |
CNA FINL CORP | COM | 126117100 | 1,334 | 37,950 | SH | SOLE | 1 | 37,950 | 0 | 0 | |
COCA COLA CO | COM | 191216100 | 5,441 | 126,650 | SH | SOLE | 1 | 126,650 | 0 | 0 | |
COLGATE PALMOLIVE CO | COM | 194162103 | 5,120 | 76,850 | SH | SOLE | 1 | 76,850 | 0 | 0 | |
COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 1,356 | 67,500 | SH | SOLE | 1 | 67,500 | 0 | 0 | |
CONAGRA FOODS INC | COM | 205887102 | 3,794 | 90,000 | SH | Put | SOLE | 90,000 | 0 | 0 | |
CONOCOPHILLIPS | COM | 20825C104 | 5,626 | 120,500 | SH | SOLE | 1 | 120,500 | 0 | 0 | |
DARDEN RESTAURANTS INC | COM | 237194105 | 3,621 | 56,900 | SH | SOLE | 1 | 56,900 | 0 | 0 | |
DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 2,924 | 182,500 | SH | SOLE | 1 | 182,500 | 0 | 0 | |
DIAGEO P L C | SPON ADR NEW | 25243Q205 | 6,804 | 62,380 | SH | SOLE | 1 | 62,380 | 0 | 0 | |
DNB FINL CORP | COM | 233237106 | 267 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 2,352 | 63,653 | SH | SOLE | 1 | 63,653 | 0 | 0 | |
DONEGAL GROUP INC | CL A | 257701201 | 169 | 12,000 | SH | SOLE | 1 | 12,000 | 0 | 0 | |
DREAMWORKS ANIMATION SKG INC | CL A | 26153C103 | 665 | 25,800 | SH | SOLE | 1 | 25,800 | 0 | 0 | |
EATON CORP PLC | SHS | G29183103 | 7,793 | 149,750 | SH | SOLE | 1 | 149,750 | 0 | 0 | |
EBAY INC | COM | 278642103 | 1,748 | 63,600 | SH | SOLE | 63,600 | 0 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 439 | 5,600 | SH | SOLE | 1 | 5,600 | 0 | 0 | |
ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 12,555 | 196,200 | SH | SOLE | 1 | 196,200 | 0 | 0 | |
FEDERATED INVS INC PA | CL B | 314211103 | 6,784 | 236,800 | SH | SOLE | 1 | 236,800 | 0 | 0 | |
FIRST AMERN FINL CORP | COM | 31847R102 | 298 | 8,300 | SH | SOLE | 1 | 8,300 | 0 | 0 | |
FIRST CONN BANCORP INC MD | COM | 319850103 | 3,412 | 196,000 | SH | SOLE | 1 | 196,000 | 0 | 0 | |
FIRST DEFIANCE FINL CORP | COM | 32006W106 | 616 | 16,300 | SH | SOLE | 1 | 16,300 | 0 | 0 | |
FIRST FNDTN INC | COM | 32026V104 | 658 | 27,875 | SH | SOLE | 1 | 27,875 | 0 | 0 | |
FIRSTENERGY CORP | COM | 337932107 | 228 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
FLIR SYS INC | COM | 302445101 | 9,189 | 327,350 | SH | SOLE | 1 | 327,350 | 0 | 0 | |
FOREST CITY ENTERPRISES INC | NOTE 4.250% 8/1 | 345550AP2 | 664 | 575,000 | PRN | SOLE | 1 | 575,000 | 0 | 0 | |
FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 744 | 700,000 | PRN | SOLE | 1 | 700,000 | 0 | 0 | |
FORESTAR GROUP INC | COM | 346233109 | 679 | 62,100 | SH | SOLE | 1 | 62,100 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,565 | 1,950,000 | PRN | SOLE | 1 | 1,950,000 | 0 | 0 | |
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 1,869 | 77,363 | SH | SOLE | 1 | 77,363 | 0 | 0 | |
FOX CHASE BANCORP INC NEW | COM | 35137T108 | 372 | 18,343 | SH | SOLE | 18,343 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 7,587 | 206,051 | SH | SOLE | 1 | 206,051 | 0 | 0 | |
FULLER H B CO | COM | 359694106 | 2,447 | 67,100 | SH | SOLE | 1 | 67,100 | 0 | 0 | |
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 759 | 18,800 | SH | SOLE | 1 | 18,800 | 0 | 0 | |
HAEMONETICS CORP | COM | 405024100 | 1,622 | 50,300 | SH | SOLE | 1 | 50,300 | 0 | 0 | |
HESS CORP | COM | 42809H107 | 2,652 | 54,700 | SH | SOLE | 1 | 54,700 | 0 | 0 | |
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 1,693 | 1,000,000 | PRN | SOLE | 1 | 1,000,000 | 0 | 0 | |
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 1,209 | 950,000 | PRN | SOLE | 1 | 950,000 | 0 | 0 | |
HOME DEPOT INC | COM | 437076102 | 9,906 | 74,900 | SH | SOLE | 1 | 74,900 | 0 | 0 | |
HOMETRUST BANCSHARES INC | COM | 437872104 | 5,947 | 293,700 | SH | SOLE | 1 | 293,700 | 0 | 0 | |
HOWARD HUGHES CORP | COM | 44267D107 | 1,075 | 9,500 | SH | SOLE | 1 | 9,500 | 0 | 0 | |
HYATT HOTELS CORP | COM CL A | 448579102 | 2,119 | 45,065 | SH | SOLE | 1 | 45,065 | 0 | 0 | |
ILLINOIS TOOL WKS INC | COM | 452308109 | 463 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 3,494 | 42,492 | SH | SOLE | 1 | 42,492 | 0 | 0 | |
INVACARE CORP | COM | 461203101 | 2,618 | 150,527 | SH | SOLE | 1 | 150,527 | 0 | 0 | |
INVESCO LTD | SHS | G491BT108 | 2,190 | 65,400 | SH | SOLE | 1 | 65,400 | 0 | 0 | |
JAMES RIV GROUP LTD | COM | G5005R107 | 406 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 8,106 | 78,916 | SH | SOLE | 1 | 78,916 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 6,024 | 91,227 | SH | SOLE | 91,227 | 0 | 0 | ||
KINROSS GOLD CORP | COM NO PAR | 496902404 | 335 | 183,800 | SH | SOLE | 1 | 183,800 | 0 | 0 | |
KOHLS CORP | COM | 500255104 | 4,477 | 94,000 | SH | Call | SOLE | 94,000 | 0 | 0 | |
LANCASTER COLONY CORP | COM | 513847103 | 4,861 | 42,100 | SH | SOLE | 1 | 42,100 | 0 | 0 | |
LANDSTAR SYS INC | COM | 515098101 | 2,874 | 49,000 | SH | SOLE | 1 | 49,000 | 0 | 0 | |
LEGG MASON INC | COM | 524901105 | 8,687 | 221,450 | SH | SOLE | 1 | 221,450 | 0 | 0 | |
LEUCADIA NATL CORP | COM | 527288104 | 7,374 | 424,062 | SH | SOLE | 1 | 424,062 | 0 | 0 | |
LILLY ELI & CO | COM | 532457108 | 379 | 4,500 | SH | SOLE | 1 | 4,500 | 0 | 0 | |
LOEWS CORP | COM | 540424108 | 612 | 15,950 | SH | SOLE | 1 | 15,950 | 0 | 0 | |
LOUISIANA PAC CORP | COM | 546347105 | 466 | 25,900 | SH | SOLE | 1 | 25,900 | 0 | 0 | |
MARSH & MCLENNAN COS INC | COM | 571748102 | 2,955 | 53,300 | SH | SOLE | 53,300 | 0 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 1,436 | 37,800 | SH | SOLE | 1 | 37,800 | 0 | 0 | |
MCDONALDS CORP | COM | 580135101 | 11,991 | 101,500 | SH | SOLE | 1 | 101,500 | 0 | 0 | |
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 2,113 | 1,485,000 | PRN | SOLE | 1 | 1,485,000 | 0 | 0 | |
MERCK & CO INC NEW | COM | 58933Y105 | 7,012 | 132,748 | SH | SOLE | 1 | 132,748 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 508 | 10,538 | SH | SOLE | 10,538 | 0 | 0 | ||
METRO BANCORP INC PA | COM | 59161R101 | 1,095 | 34,880 | SH | SOLE | 1 | 34,880 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 13,806 | 248,850 | SH | SOLE | 1 | 248,850 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 4,861 | 108,400 | SH | SOLE | 1 | 108,400 | 0 | 0 | |
MURPHY OIL CORP | COM | 626717102 | 1,673 | 74,500 | SH | SOLE | 1 | 74,500 | 0 | 0 | |
NEWMONT MINING CORP | COM | 651639106 | 1,083 | 60,200 | SH | SOLE | 1 | 60,200 | 0 | 0 | |
OCEANFIRST FINL CORP | COM | 675234108 | 4,222 | 210,800 | SH | SOLE | 1 | 210,800 | 0 | 0 | |
ORITANI FINL CORP DEL | COM | 68633D103 | 8,624 | 522,676 | SH | SOLE | 1 | 522,676 | 0 | 0 | |
PARKWAY PPTYS INC | COM | 70159Q104 | 4,195 | 268,366 | SH | SOLE | 1 | 268,366 | 0 | 0 | |
PATTERSON COMPANIES INC | COM | 703395103 | 10,055 | 222,400 | SH | SOLE | 1 | 222,400 | 0 | 0 | |
PAYCHEX INC | COM | 704326107 | 5,030 | 95,100 | SH | SOLE | 1 | 95,100 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 4,833 | 133,500 | SH | SOLE | 133,500 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 3,479 | 96,100 | SH | Call | SOLE | 96,100 | 0 | 0 | |
PEPSICO INC | COM | 713448108 | 3,477 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
PJT PARTNERS INC | COM CL A | 69343T107 | 7,661 | 270,800 | SH | SOLE | 270,800 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 6,700 | 70,300 | SH | SOLE | 70,300 | 0 | 0 | ||
POST PPTYS INC | COM | 737464107 | 734 | 12,400 | SH | SOLE | 1 | 12,400 | 0 | 0 | |
POWELL INDS INC | COM | 739128106 | 2,468 | 94,800 | SH | SOLE | 1 | 94,800 | 0 | 0 | |
POZEN INC | COM | 73941U102 | 771 | 112,900 | SH | SOLE | 1 | 112,900 | 0 | 0 | |
PRICE T ROWE GROUP INC | COM | 74144T108 | 10,137 | 141,800 | SH | SOLE | 1 | 141,800 | 0 | 0 | |
PRIMERICA INC | COM | 74164M108 | 8,119 | 171,900 | SH | SOLE | 1 | 171,900 | 0 | 0 | |
PROASSURANCE CORP | COM | 74267C106 | 4,931 | 101,600 | SH | SOLE | 101,600 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 6,943 | 87,430 | SH | SOLE | 1 | 87,430 | 0 | 0 | |
PROGRESSIVE CORP OHIO | COM | 743315103 | 5,447 | 171,300 | SH | SOLE | 171,300 | 0 | 0 | ||
PSB HLDGS INC | COM | 69360W108 | 514 | 50,381 | SH | SOLE | 50,381 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 909 | 23,500 | SH | SOLE | 1 | 23,500 | 0 | 0 | |
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 6,861 | 60,614 | SH | SOLE | 1 | 60,614 | 0 | 0 | |
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,324 | 1,294,000 | PRN | SOLE | 1 | 1,294,000 | 0 | 0 | |
SAFETY INS GROUP INC | COM | 78648T100 | 1,838 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 6,203 | 135,500 | SH | SOLE | 1 | 135,500 | 0 | 0 | |
SELECTIVE INS GROUP INC | COM | 816300107 | 4,221 | 125,700 | SH | SOLE | 1 | 125,700 | 0 | 0 | |
SI FINL GROUP INC MD | COM | 78425V104 | 1,002 | 73,400 | SH | SOLE | 1 | 73,400 | 0 | 0 | |
STATE AUTO FINL CORP | COM | 855707105 | 699 | 33,950 | SH | SOLE | 1 | 33,950 | 0 | 0 | |
STATE NATL COS INC | COM | 85711T305 | 976 | 99,500 | SH | SOLE | 1 | 99,500 | 0 | 0 | |
SUNCOR ENERGY INC NEW | COM | 867224107 | 3,705 | 143,600 | SH | SOLE | 143,600 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 529 | 11,600 | SH | SOLE | 1 | 11,600 | 0 | 0 | |
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 872 | 33,700 | SH | SOLE | 1 | 33,700 | 0 | 0 | |
TOOTSIE ROLL INDS INC | COM | 890516107 | 5,496 | 173,990 | SH | SOLE | 1 | 173,990 | 0 | 0 | |
TRANSALTA CORP | COM | 89346D107 | 156 | 44,100 | SH | SOLE | 1 | 44,100 | 0 | 0 | |
TYCO INTL PLC | SHS | G91442106 | 2,953 | 92,600 | SH | SOLE | 1 | 92,600 | 0 | 0 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 3,747 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 4,445 | 37,200 | SH | Put | SOLE | 37,200 | 0 | 0 | |
US BANCORP DEL | COM NEW | 902973304 | 5,888 | 138,000 | SH | SOLE | 138,000 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 8,675 | 187,400 | SH | SOLE | 1 | 187,400 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 750 | 800,000 | PRN | SOLE | 1 | 800,000 | 0 | 0 | |
VERISIGN INC | COM | 92343E102 | 4,997 | 57,200 | SH | SOLE | 1 | 57,200 | 0 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 613 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
WAL-MART STORES INC | COM | 931142103 | 3,016 | 49,200 | SH | SOLE | 1 | 49,200 | 0 | 0 | |
WATERSTONE FINL INC MD | COM | 94188P101 | 3,024 | 214,500 | SH | SOLE | 1 | 214,500 | 0 | 0 | |
WESTFIELD FINANCIAL INC NEW | COM | 96008P104 | 1,599 | 190,300 | SH | SOLE | 1 | 190,300 | 0 | 0 | |
WHITE MTNS INS GROUP LTD | COM | G9618E107 | 10,833 | 14,905 | SH | SOLE | 14,905 | 0 | 0 | ||
WILLIAMS CLAYTON ENERGY INC | COM | 969490101 | 213 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
WINTHROP RLTY TR | SH BEN INT NEW | 976391300 | 441 | 34,000 | SH | SOLE | 1 | 34,000 | 0 | 0 | |
XILINX INC | COM | 983919101 | 5,524 | 117,600 | SH | SOLE | 1 | 117,600 | 0 | 0 | |
XL GROUP PLC | SHS | G98290102 | 8,603 | 219,566 | SH | SOLE | 1 | 219,566 | 0 | 0 | |
YUM BRANDS INC | COM | 988498101 | 8,503 | 116,400 | SH | SOLE | 1 | 116,400 | 0 | 0 |