CIK: 0001080380 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $845,423 (98.7% shares, 1.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SYMETRA FINL CORP | 1,900,336 | $45,931 | 5.4% | $19.82 | — | COM | 87151Q106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 310,014 | $42,196 | 5.0% | $110.28 | +29.3% | CL B NEW | 084670702 |
| WTM | WHITE MTNS INS GROUP LTD | 50,000 | $32,747 | 3.9% | $583.58 | +13.7% | COM | G9618E107 |
| — | CHUBB CORP | 196,459 | $18,691 | 2.2% | $86.63 | — | COM | 171232101 |
| — | LEGG MASON INC | 335,350 | $17,281 | 2.0% | $32.25 | — | COM | 524901105 |
| — | HESS CORP | 243,300 | $16,272 | 1.9% | $66.54 | — | COM | 42809H107 |
| MCD | MCDONALDS CORP | 171,000 | $16,257 | 1.9% | $70.82 | +4.7% | COM | 580135101 |
| C | CITIGROUP INC | 288,819 | $15,954 | 1.9% | $36.80 | +10.2% | COM NEW | 172967424 |
| JPM | JPMORGAN CHASE & CO | 226,527 | $15,349 | 1.8% | $37.19 | +32.1% | COM | 46625H100 |
| — | PATTERSON COMPANIES INC | 314,400 | $15,296 | 1.8% | $38.63 | — | COM | 703395103 |
| — | LEUCADIA NATL CORP | 619,062 | $15,031 | 1.8% | $26.04 | — | COM | 527288104 |
| — | ENDURANCE SPECIALTY HLDGS LT | 226,900 | $14,907 | 1.8% | $55.12 | — | SHS | G30397106 |
| BEN | FRANKLIN RES INC | 288,851 | $14,162 | 1.7% | $29.58 | +5.8% | COM | 354613101 |
| MRK | MERCK & CO INC NEW | 246,548 | $14,036 | 1.7% | $31.00 | +29.8% | COM | 58933Y105 |
| — | ORITANI FINL CORP DEL | 843,476 | $13,538 | 1.6% | $16.05 | — | COM | 68633D103 |
| MSFT | MICROSOFT CORP | 302,850 | $13,371 | 1.6% | $28.25 | +39.1% | COM | 594918104 |
| HD | HOME DEPOT INC | 118,600 | $13,180 | 1.6% | $57.77 | +50.8% | COM | 437076102 |
| JNJ | JOHNSON & JOHNSON | 131,715 | $12,837 | 1.5% | $61.99 | +20.2% | COM | 478160104 |
| ACGL | ARCH CAP GROUP LTD | 185,900 | $12,448 | 1.5% | $17.11 | +17.9% | ORD | G0450A105 |
| PNC | PNC FINL SVCS GROUP INC | 125,200 | $11,975 | 1.4% | $47.68 | +42.0% | COM | 693475105 |
| YUM | YUM BRANDS INC | 129,400 | $11,656 | 1.4% | $44.53 | +16.7% | COM | 988498101 |
| PG | PROCTER & GAMBLE CO | 148,430 | $11,613 | 1.4% | $55.51 | +8.0% | COM | 742718109 |
| DEO | DIAGEO P L C | 97,230 | $11,283 | 1.3% | $110.57 | — | SPON ADR NEW | 25243Q205 |
| MUR | MURPHY OIL CORP | 271,000 | $11,265 | 1.3% | $34.35 | -11.6% | COM | 626717102 |
| CHD | CHURCH & DWIGHT INC | 136,642 | $11,086 | 1.3% | $26.25 | +38.6% | COM | 171340102 |
| ADP | AUTOMATIC DATA PROCESSING IN | 136,600 | $10,959 | 1.3% | $45.09 | +49.9% | COM | 053015103 |
| — | XL GROUP PLC | 287,990 | $10,713 | 1.3% | $34.17 | — | SHS | G98290102 |
| PEP | PEPSICO INC | 114,700 | $10,706 | 1.3% | $56.03 | +23.7% | COM | 713448108 |
| LMT | LOCKHEED MARTIN CORP | 53,000 | $9,853 | 1.2% | $78.92 | +83.2% | COM | 539830109 |
| KO | COCA COLA CO | 238,350 | $9,350 | 1.1% | $26.97 | +7.7% | COM | 191216100 |
| ABT | ABBOTT LABS | 186,500 | $9,153 | 1.1% | $28.92 | +36.0% | COM | 002824100 |
| CL | COLGATE PALMOLIVE CO | 134,750 | $8,814 | 1.0% | $52.34 | +1.2% | COM | 194162103 |
| MDLZ | MONDELEZ INTL INC | 211,900 | $8,718 | 1.0% | $26.73 | +15.4% | CL A | 609207105 |
| — | PARKWAY PPTYS INC | 483,370 | $8,430 | 1.0% | $18.67 | — | COM | 70159Q104 |
| NEM | NEWMONT MINING CORP | 358,200 | $8,368 | 1.0% | $25.34 | -22.9% | COM | 651639106 |
| — | FLIR SYS INC | 268,150 | $8,264 | 1.0% | $31.28 | — | COM | 302445101 |
| TROW | PRICE T ROWE GROUP INC | 104,200 | $8,099 | 1.0% | $55.11 | 0.0% | COM | 74144T108 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 150,500 | $7,954 | 0.9% | $38.35 | +36.2% | COM | 808625107 |
| PAYX | PAYCHEX INC | 168,500 | $7,899 | 0.9% | $25.56 | +38.6% | COM | 704326107 |
| IVZ | INVESCO LTD | 205,000 | $7,685 | 0.9% | $18.92 | +31.7% | SHS | G491BT108 |
| — | XILINX INC | 171,800 | $7,587 | 0.9% | $40.80 | — | COM | 983919101 |
| — | BENEFICIAL BANCORP INC | 580,300 | $7,248 | 0.9% | $12.49 | — | COM | 08171T102 |
| PRA | PROASSURANCE CORP | 156,400 | $7,227 | 0.9% | $45.62 | -0.5% | COM | 74267C106 |
| — | E M C CORP MASS | 269,000 | $7,099 | 0.8% | $24.68 | — | COM | 268648102 |
| VRSN | VERISIGN INC | 112,700 | $6,956 | 0.8% | $49.74 | +28.4% | COM | 92343E102 |
| PGR | PROGRESSIVE CORP OHIO | 241,300 | $6,715 | 0.8% | $17.61 | +14.1% | COM | 743315103 |
| CAG | CONAGRA FOODS INC | 149,400 | $6,532 | 0.8% | — | — | Put | 205887102 |
| EBAY | EBAY INC | 99,600 | $6,000 | 0.7% | $20.10 | +10.5% | COM | 278642103 |
| — | DOMTAR CORP | 144,707 | $5,991 | 0.7% | $52.58 | — | COM NEW | 257559203 |
| TR | TOOTSIE ROLL INDS INC | 184,590 | $5,964 | 0.7% | $23.22 | +8.9% | COM | 890516107 |
| SIGI | SELECTIVE INS GROUP INC | 211,400 | $5,930 | 0.7% | $23.65 | 0.0% | COM | 816300107 |
| MRSH | MARSH & MCLENNAN COS INC | 102,500 | $5,812 | 0.7% | $32.51 | +47.9% | COM | 571748102 |
| — | TYCO INTL PLC | 149,300 | $5,745 | 0.7% | $43.86 | — | SHS | G91442106 |
| NOC | NORTHROP GRUMMAN CORP | 36,200 | $5,742 | 0.7% | $65.96 | +104.1% | COM | 666807102 |
| CPF | CENTRAL PAC FINL CORP | 230,100 | $5,465 | 0.6% | $11.74 | +32.2% | COM NEW | 154760409 |
| STT | STATE STR CORP | 68,500 | $5,275 | 0.6% | $51.26 | +12.4% | COM | 857477103 |
| MZTI | LANCASTER COLONY CORP | 57,700 | $5,242 | 0.6% | $80.26 | +14.3% | COM | 513847103 |
| USB | US BANCORP DEL | 115,400 | $5,008 | 0.6% | $27.78 | +7.7% | COM NEW | 902973304 |
| HTB | HOMETRUST BANCSHARES INC | 293,700 | $4,922 | 0.6% | $15.92 | +0.2% | COM | 437872104 |
| — | INVACARE CORP | 224,027 | $4,846 | 0.6% | $16.49 | — | COM | 461203101 |
| DRI | DARDEN RESTAURANTS INC | 68,000 | $4,833 | 0.6% | $33.64 | +29.8% | COM | 237194105 |
| BRO | BROWN & BROWN INC | 146,000 | $4,798 | 0.6% | $13.87 | +6.9% | COM | 115236101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 110,900 | $4,356 | 0.5% | $21.73 | +31.6% | COM | 744573106 |
| AFL | AFLAC INC | 68,200 | $4,242 | 0.5% | $22.66 | +8.7% | COM | 001055102 |
| H | HYATT HOTELS CORP | 69,965 | $3,966 | 0.5% | $40.39 | +39.4% | COM CL A | 448579102 |
| OCFC | OCEANFIRST FINL CORP | 210,800 | $3,931 | 0.5% | $9.79 | +20.9% | COM | 675234108 |
| — | INFINITY PPTY & CAS CORP | 50,792 | $3,852 | 0.5% | $62.15 | — | COM | 45665Q103 |
| MCD | MCDONALDS CORP | 40,400 | $3,841 | 0.5% | $70.82 | +4.7% | Call | 580135101 |
| WMT | WAL-MART STORES INC | 53,000 | $3,759 | 0.4% | $20.07 | +4.0% | COM | 931142103 |
| ETN | EATON CORP PLC | 53,750 | $3,628 | 0.4% | $50.74 | +8.7% | SHS | G29183103 |
| — | CIRCOR INTL INC | 61,100 | $3,332 | 0.4% | $54.53 | — | COM | 17273K109 |
| — | CLIFTON BANCORP INC | 234,059 | $3,274 | 0.4% | $12.59 | — | COM | 186873105 |
| — | GLAXOSMITHKLINE PLC | 77,800 | $3,240 | 0.4% | $42.74 | — | SPONSORED ADR | 37733W105 |
| JJSF | J & J SNACK FOODS CORP | 27,900 | $3,088 | 0.4% | $68.47 | +32.4% | COM | 466032109 |
| ITW | ILLINOIS TOOL WKS INC | 32,800 | $3,011 | 0.4% | $54.23 | +36.4% | COM | 452308109 |
| FUL | FULLER H B CO | 72,800 | $2,957 | 0.3% | $34.04 | +8.5% | COM | 359694106 |
| LPX | LOUISIANA PAC CORP | 168,700 | $2,873 | 0.3% | $14.81 | +14.7% | COM | 546347105 |
| WSBF | WATERSTONE FINL INC MD | 214,500 | $2,831 | 0.3% | $10.72 | +21.1% | COM | 94188P101 |
| LLY | LILLY ELI & CO | 33,500 | $2,797 | 0.3% | $49.70 | +27.2% | COM | 532457108 |
| — | DU PONT E I DE NEMOURS & CO | 43,500 | $2,782 | 0.3% | $52.50 | — | COM | 263534109 |
| — | PACWEST BANCORP DEL | 59,100 | $2,764 | 0.3% | $33.28 | — | COM | 695263103 |
| PRI | PRIMERICA INC | 60,400 | $2,760 | 0.3% | $46.71 | 0.0% | COM | 74164M108 |
| — | MEDICINES CO | 2,235,000 | $2,660 | 0.3% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| SAFT | SAFETY INS GROUP INC | 43,700 | $2,522 | 0.3% | $54.34 | +6.7% | COM | 78648T100 |
| LSTR | LANDSTAR SYS INC | 37,100 | $2,481 | 0.3% | $57.66 | — | COM | 515098101 |
| CNA | CNA FINL CORP | 62,350 | $2,382 | 0.3% | $13.89 | +32.8% | COM | 126117100 |
| POWL | POWELL INDS INC | 66,400 | $2,335 | 0.3% | $27.31 | -1.5% | COM | 739128106 |
| AMSF | AMERISAFE INC | 48,400 | $2,278 | 0.3% | $17.41 | +12.8% | COM | 03071H100 |
| — | MAXIM INTEGRATED PRODS INC | 64,100 | $2,216 | 0.3% | $28.32 | — | COM | 57772K101 |
| NRG | NRG ENERGY INC | 92,186 | $2,109 | 0.2% | $20.46 | -3.6% | COM NEW | 629377508 |
| — | FORESTAR GROUP INC | 2,375,000 | $2,099 | 0.2% | $1.07 | — | NOTE 3.750% 3/0 | 346232AB7 |
| HAE | HAEMONETICS CORP | 50,300 | $2,080 | 0.2% | $38.56 | +9.3% | COM | 405024100 |
| — | FIRST CONN BANCORP INC MD | 122,600 | $1,946 | 0.2% | $15.87 | — | COM | 319850103 |
| — | CAPITAL BK FINL CORP | 61,800 | $1,797 | 0.2% | $23.39 | — | CL A COM | 139794101 |
| SU | SUNCOR ENERGY INC NEW | 63,200 | $1,739 | 0.2% | $20.97 | -1.1% | COM | 867224107 |
| — | STANCORP FINL GROUP INC | 22,600 | $1,709 | 0.2% | $73.12 | — | COM | 852891100 |
| — | RTI INTL METALS INC | 1,544,000 | $1,674 | 0.2% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HOLOGIC INC | 1,000,000 | $1,674 | 0.2% | $1.17 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | DENNYS CORP | 141,400 | $1,642 | 0.2% | $6.28 | — | COM | 24869P104 |
| — | POST PPTYS INC | 30,100 | $1,637 | 0.2% | $48.99 | — | COM | 737464107 |
| MET | METLIFE INC | 28,938 | $1,620 | 0.2% | $25.30 | +30.9% | COM | 59156R108 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 55,000 | $1,598 | 0.2% | $27.18 | -12.2% | COM NEW | 205826209 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 30,000 | $1,500 | 0.2% | $41.93 | +5.4% | COM | 11133T103 |
| PPL | PPL CORP | 50,100 | $1,476 | 0.2% | $19.72 | -1.6% | COM | 69351T106 |
| — | HOLOGIC INC | 1,200,000 | $1,456 | 0.2% | $1.21 | — | FRNT 12/1 | 436440AG6 |
| — | HOWARD HUGHES CORP | 10,000 | $1,435 | 0.2% | $151.76 | — | COM | 44267D107 |
| — | INTEROIL CORP | 1,365,000 | $1,402 | 0.2% | $0.98 | — | NOTE 2.750%11/1 | 460951AC0 |
| — | WESTFIELD FINANCIAL INC NEW | 190,300 | $1,391 | 0.2% | $7.01 | — | COM | 96008P104 |
| TDS | TELEPHONE & DATA SYS INC | 46,200 | $1,358 | 0.2% | $22.82 | +25.7% | COM NEW | 879433829 |
| COP | CONOCOPHILLIPS | 21,800 | $1,339 | 0.2% | $39.96 | +16.1% | COM | 20825C104 |
| — | FIRST SEC GROUP INC | 518,700 | $1,271 | 0.2% | $2.17 | — | COM NEW | 336312202 |
| — | CHART INDS INC | 1,265,000 | $1,222 | 0.1% | $0.96 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | CHICOPEE BANCORP INC | 72,771 | $1,201 | 0.1% | $16.90 | — | COM | 168565109 |
| KGC | KINROSS GOLD CORP | 517,100 | $1,200 | 0.1% | $5.21 | -54.3% | COM NO PAR | 496902404 |
| FE | FIRSTENERGY CORP | 36,700 | $1,195 | 0.1% | $22.82 | -1.7% | COM | 337932107 |
| SNPS | SYNOPSYS INC | 23,200 | $1,175 | 0.1% | $38.31 | +27.1% | COM | 871607107 |
| — | MERIDIAN BANCORP INC MD | 86,500 | $1,160 | 0.1% | $10.56 | — | COM | 58958U103 |
| — | DREAMWORKS ANIMATION SKG INC | 43,800 | $1,155 | 0.1% | $26.28 | — | CL A | 26153C103 |
| — | METRO BANCORP INC PA | 42,880 | $1,121 | 0.1% | $21.38 | — | COM | 59161R101 |
| SFBS | SERVISFIRST BANCSHARES INC | 29,600 | $1,112 | 0.1% | $12.38 | +23.8% | COM | 81768T108 |
| — | CITY NATL CORP | 12,000 | $1,085 | 0.1% | $65.39 | — | COM | 178566105 |
| — | STATE AUTO FINL CORP | 43,950 | $1,053 | 0.1% | $18.17 | — | COM | 855707105 |
| — | WALGREENS BOOTS ALLIANCE INC | 11,800 | $996 | 0.1% | $76.20 | — | COM | 931427108 |
| — | PICO HLDGS INC | 64,700 | $952 | 0.1% | $20.93 | — | COM NEW | 693366205 |
| GLD | SPDR GOLD TRUST | 8,300 | $933 | 0.1% | $121.37 | — | GOLD SHS | 78463V107 |
| L | LOEWS CORP | 23,750 | $915 | 0.1% | $42.09 | -8.2% | COM | 540424108 |
| — | FIRST DEFIANCE FINL CORP | 23,700 | $889 | 0.1% | $22.55 | — | COM | 32006W106 |
| CCBG | CAPITAL CITY BK GROUP INC | 57,900 | $884 | 0.1% | $10.50 | +15.8% | COM | 139674105 |
| — | SI FINL GROUP INC MD | 73,400 | $854 | 0.1% | $11.41 | — | COM | 78425V104 |
| — | FORESTAR GROUP INC | 62,100 | $817 | 0.1% | $20.18 | — | COM | 346233109 |
| ENR | ENERGIZER HLDGS INC NEW | 6,000 | $789 | 0.1% | $24.32 | 0.0% | COM | 29272W109 |
| — | FOREST CITY ENTERPRISES INC | 700,000 | $764 | 0.1% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | HOMEAWAY INC | 740,000 | $709 | 0.1% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | UNITED TECHNOLOGIES CORP | 6,300 | $699 | 0.1% | $117.22 | — | COM | 913017109 |
| — | FOREST CITY ENTERPRISES INC | 575,000 | $675 | 0.1% | $1.11 | — | NOTE 4.250% 8/1 | 345550AP2 |
| AIG | AMERICAN INTL GROUP INC | 10,900 | $674 | 0.1% | $32.51 | +40.0% | COM NEW | 026874784 |
| — | WILLIAMS CLAYTON ENERGY INC | 10,200 | $671 | 0.1% | $43.50 | — | COM | 969490101 |
| CPB | CAMPBELL SOUP CO | 13,400 | $639 | 0.1% | $30.89 | +8.6% | COM | 134429109 |
| — | CABLEVISION SYS CORP | 26,250 | $628 | 0.1% | $16.84 | — | CL A NY CABLVS | 12686C109 |
| — | FOX CHASE BANCORP INC NEW | 36,243 | $613 | 0.1% | $16.91 | — | COM | 35137T108 |
| — | WINTHROP RLTY TR | 34,000 | $515 | 0.1% | $15.25 | — | SH BEN INT NEW | 976391300 |
| RNR | RENAISSANCERE HOLDINGS LTD | 4,814 | $489 | 0.1% | $99.99 | +3.1% | COM | G7496G103 |
| TAC | TRANSALTA CORP | 59,100 | $458 | 0.1% | $10.91 | -17.5% | COM | 89346D107 |
| FAF | FIRST AMERN FINL CORP | 11,700 | $435 | 0.1% | $18.10 | +40.0% | COM | 31847R102 |
| — | WADDELL & REED FINL INC | 9,100 | $431 | 0.1% | $49.78 | — | CL A | 930059100 |
| — | PSB HLDGS INC | 50,381 | $413 | 0.0% | $5.47 | — | COM | 69360W108 |
| JRVR | JAMES RIV GROUP LTD | 12,100 | $313 | 0.0% | $22.33 | +7.2% | COM | G5005R107 |
| — | THIRD PT REINS LTD | 19,700 | $291 | 0.0% | $14.63 | — | COM | G8827U100 |
| — | HOSPIRA INC | 3,250 | $288 | 0.0% | $38.31 | — | COM | 441060100 |
| — | SOUTH JERSEY INDS INC | 10,200 | $252 | 0.0% | $39.51 | — | COM | 838518108 |
| DGICA | DONEGAL GROUP INC | 15,000 | $228 | 0.0% | $8.77 | +10.4% | CL A | 257701201 |
| — | AURICO GOLD INC | 55,103 | $156 | 0.0% | $3.99 | — | COM | 05155C105 |