CIK: 0001080380 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $589,650 (98.4% shares, 1.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 249,914 | $36,185 | 6.1% | $110.28 | +29.6% | CL B NEW | 084670702 |
| — | ENDURANCE SPECIALTY HLDGS LT | 226,450 | $15,208 | 2.6% | $57.21 | — | SHS | G30397106 |
| TROW | PRICE T ROWE GROUP INC | 177,800 | $12,974 | 2.2% | $52.99 | -1.1% | COM | 74144T108 |
| PRI | PRIMERICA INC | 225,000 | $12,879 | 2.2% | $44.33 | +17.1% | COM | 74164M108 |
| MSFT | MICROSOFT CORP | 247,750 | $12,677 | 2.1% | $28.25 | +62.8% | COM | 594918104 |
| — | PATTERSON COMPANIES INC | 236,300 | $11,316 | 1.9% | $39.14 | — | COM | 703395103 |
| CHD | CHURCH & DWIGHT INC | 108,142 | $11,127 | 1.9% | $28.93 | +47.2% | COM | 171340102 |
| CB | CHUBB LIMITED | 80,100 | $10,470 | 1.8% | — | — | Put | H1467J104 |
| — | VALIDUS HOLDINGS LTD | 211,000 | $10,252 | 1.7% | $45.42 | — | COM SHS | G9319H102 |
| FHI | FEDERATED INVS INC PA | 340,000 | $9,785 | 1.7% | $18.42 | +5.5% | CL B | 314211103 |
| — | FLIR SYS INC | 309,250 | $9,571 | 1.6% | $30.72 | — | COM | 302445101 |
| YUM | YUM BRANDS INC | 106,350 | $8,819 | 1.5% | $44.42 | +11.4% | COM | 988498101 |
| RNR | RENAISSANCERE HOLDINGS LTD | 70,384 | $8,266 | 1.4% | $107.20 | +7.0% | COM | G7496G103 |
| DEO | DIAGEO P L C | 72,580 | $8,193 | 1.4% | $110.32 | — | SPON ADR NEW | 25243Q205 |
| JNJ | JOHNSON & JOHNSON | 67,416 | $8,178 | 1.4% | $61.99 | +40.4% | COM | 478160104 |
| — | TORCHMARK CORP | 129,200 | $7,987 | 1.4% | $61.82 | — | COM | 891027104 |
| EAT | BRINKER INTL INC | 171,400 | $7,804 | 1.3% | $39.71 | 0.0% | COM | 109641100 |
| KEY | KEYCORP NEW | 704,500 | $7,785 | 1.3% | $7.99 | 0.0% | COM | 493267108 |
| — | CIRCOR INTL INC | 134,000 | $7,637 | 1.3% | $45.57 | — | COM | 17273K109 |
| — | NOBLE ENERGY INC | 212,800 | $7,633 | 1.3% | $31.41 | — | COM | 655044105 |
| MDLZ | MONDELEZ INTL INC | 162,300 | $7,386 | 1.3% | $28.62 | +21.7% | CL A | 609207105 |
| — | LEUCADIA NATL CORP | 420,862 | $7,294 | 1.2% | $26.04 | — | COM | 527288104 |
| C | CITIGROUP INC | 171,819 | $7,283 | 1.2% | $36.01 | -8.1% | COM NEW | 172967424 |
| PNC | PNC FINL SVCS GROUP INC | 89,000 | $7,244 | 1.2% | $50.78 | +24.0% | COM | 693475105 |
| PG | PROCTER & GAMBLE CO | 85,330 | $7,225 | 1.2% | $55.51 | +14.1% | COM | 742718109 |
| ADP | AUTOMATIC DATA PROCESSING IN | 78,300 | $7,193 | 1.2% | $45.09 | +59.2% | COM | 053015103 |
| USB | US BANCORP DEL | 176,700 | $7,126 | 1.2% | $28.50 | +2.4% | COM NEW | 902973304 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 118,000 | $6,885 | 1.2% | $38.35 | +41.7% | COM | 808625107 |
| — | BENEFICIAL BANCORP INC | 525,524 | $6,685 | 1.1% | $12.63 | — | COM | 08171T102 |
| SIGI | SELECTIVE INS GROUP INC | 162,200 | $6,198 | 1.1% | $25.40 | +23.0% | COM | 816300107 |
| AFL | AFLAC INC | 85,700 | $6,184 | 1.0% | $23.79 | +14.6% | COM | 001055102 |
| PRA | PROASSURANCE CORP | 111,400 | $5,965 | 1.0% | $45.95 | +9.1% | COM | 74267C106 |
| PAYX | PAYCHEX INC | 96,700 | $5,754 | 1.0% | $26.00 | +54.5% | COM | 704326107 |
| ACGL | ARCH CAP GROUP LTD | 79,800 | $5,746 | 1.0% | $17.17 | +30.8% | ORD | G0450A105 |
| CL | COLGATE PALMOLIVE CO | 77,550 | $5,677 | 1.0% | $52.48 | +8.4% | COM | 194162103 |
| KO | COCA COLA CO | 125,150 | $5,673 | 1.0% | $26.97 | +23.5% | COM | 191216100 |
| PGR | PROGRESSIVE CORP OHIO | 169,200 | $5,668 | 1.0% | $17.61 | +42.4% | COM | 743315103 |
| — | HESS CORP | 93,800 | $5,637 | 1.0% | $60.73 | — | COM | 42809H107 |
| — | LEGG MASON INC | 190,915 | $5,630 | 1.0% | $32.25 | — | COM | 524901105 |
| — | XILINX INC | 121,900 | $5,623 | 1.0% | $41.06 | — | COM | 983919101 |
| TR | TOOTSIE ROLL INDS INC | 145,307 | $5,599 | 0.9% | $23.22 | +25.5% | COM | 890516107 |
| BRO | BROWN & BROWN INC | 149,200 | $5,591 | 0.9% | $14.03 | +16.5% | COM | 115236101 |
| HD | HOME DEPOT INC | 43,734 | $5,584 | 0.9% | $57.77 | +81.7% | COM | 437076102 |
| MCD | MCDONALDS CORP | 45,600 | $5,488 | 0.9% | $70.82 | +40.0% | COM | 580135101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 123,200 | $5,468 | 0.9% | $34.70 | +4.5% | COM | 416515104 |
| HTB | HOMETRUST BANCSHARES INC | 293,700 | $5,433 | 0.9% | $15.92 | +17.2% | COM | 437872104 |
| ETN | EATON CORP PLC | 86,750 | $5,182 | 0.9% | $46.98 | +6.0% | SHS | G29183103 |
| MRK | MERCK & CO INC | 89,348 | $5,147 | 0.9% | $31.17 | +26.7% | COM | 58933Y105 |
| — | ORITANI FINL CORP DEL | 319,276 | $5,105 | 0.9% | $16.05 | — | COM | 68633D103 |
| LOW | LOWES COS INC | 62,900 | $4,980 | 0.8% | $61.71 | +5.0% | COM | 548661107 |
| SU | SUNCOR ENERGY INC NEW | 178,300 | $4,944 | 0.8% | $19.63 | -1.0% | COM | 867224107 |
| CPF | CENTRAL PAC FINL CORP | 203,800 | $4,810 | 0.8% | $12.30 | +28.3% | COM NEW | 154760409 |
| AEM | AGNICO EAGLE MINES LTD | 87,100 | $4,660 | 0.8% | $22.70 | +67.6% | COM | 008474108 |
| GD | GENERAL DYNAMICS CORP | 33,200 | $4,623 | 0.8% | $113.06 | 0.0% | COM | 369550108 |
| OCFC | OCEANFIRST FINL CORP | 251,000 | $4,561 | 0.8% | $10.23 | +25.2% | COM | 675234108 |
| PYPL | PAYPAL HLDGS INC | 124,700 | $4,553 | 0.8% | $35.85 | +6.4% | COM | 70450Y103 |
| — | PARKWAY PPTYS INC | 267,666 | $4,478 | 0.8% | $18.67 | — | COM | 70159Q104 |
| IVZ | INVESCO LTD | 173,900 | $4,441 | 0.8% | $19.11 | 0.0% | SHS | G491BT108 |
| — | UNITED TECHNOLOGIES CORP | 42,400 | $4,348 | 0.7% | $98.55 | — | COM | 913017109 |
| ABT | ABBOTT LABS | 108,200 | $4,253 | 0.7% | $28.92 | +15.3% | COM | 002824100 |
| MRSH | MARSH & MCLENNAN COS INC | 59,800 | $4,094 | 0.7% | $35.33 | +54.7% | COM | 571748102 |
| CINF | CINCINNATI FINL CORP | 51,300 | $3,842 | 0.7% | — | — | Put | 172062101 |
| MET | METLIFE INC | 96,000 | $3,824 | 0.6% | $26.20 | +7.4% | Call | 59156R108 |
| EAT | BRINKER INTL INC | 83,400 | $3,797 | 0.6% | $39.71 | 0.0% | Call | 109641100 |
| — | HOWARD HUGHES CORP | 32,900 | $3,761 | 0.6% | — | — | Put | 44267D107 |
| PEP | PEPSICO INC | 34,300 | $3,634 | 0.6% | $56.03 | +37.6% | COM | 713448108 |
| VRSN | VERISIGN INC | 41,800 | $3,614 | 0.6% | $49.74 | +71.8% | COM | 92343E102 |
| LMT | LOCKHEED MARTIN CORP | 14,500 | $3,598 | 0.6% | — | — | Put | 539830109 |
| DRI | DARDEN RESTAURANTS INC | 55,300 | $3,503 | 0.6% | $33.64 | +48.1% | COM | 237194105 |
| WMT | WAL-MART STORES INC | 46,370 | $3,386 | 0.6% | $19.64 | -0.6% | COM | 931142103 |
| WSBF | WATERSTONE FINL INC MD | 214,500 | $3,288 | 0.6% | $10.72 | +33.4% | COM | 94188P101 |
| POWL | POWELL INDS INC | 80,600 | $3,171 | 0.5% | $26.07 | +0.5% | COM | 739128106 |
| AZN | ASTRAZENECA PLC | 104,800 | $3,164 | 0.5% | $33.35 | — | SPONSORED ADR | 046353108 |
| — | CLIFTON BANCORP INC | 204,459 | $3,081 | 0.5% | $12.91 | — | COM | 186873105 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 23,300 | $2,896 | 0.5% | — | — | Put | G96629103 |
| CFR | CULLEN FROST BANKERS INC | 43,800 | $2,791 | 0.5% | — | — | Put | 229899109 |
| FUL | FULLER H B CO | 62,100 | $2,732 | 0.5% | $33.92 | +17.1% | COM | 359694106 |
| PJT | PJT PARTNERS INC | 118,400 | $2,723 | 0.5% | $20.74 | +4.5% | COM CL A | 69343T107 |
| — | FEDERATED NATL HLDG CO | 137,600 | $2,620 | 0.4% | $19.49 | — | COM | 31422T101 |
| — | DEL FRISCOS RESTAURANT GROUP | 182,500 | $2,613 | 0.4% | $16.02 | — | COM | 245077102 |
| H | HYATT HOTELS CORP | 51,565 | $2,534 | 0.4% | $40.60 | +13.9% | COM CL A | 448579102 |
| CGIP | CELADON GROUP INC | 309,000 | $2,525 | 0.4% | $16.12 | -40.4% | COM | 150838100 |
| FCPT | FOUR CORNERS PPTY TR INC | 115,334 | $2,375 | 0.4% | $22.11 | — | COM | 35086T109 |
| MDLZ | MONDELEZ INTL INC | 52,100 | $2,371 | 0.4% | $28.62 | +21.7% | Call | 609207105 |
| LSTR | LANDSTAR SYS INC | 33,500 | $2,300 | 0.4% | $58.26 | — | COM | 515098101 |
| — | DOMTAR CORP | 63,053 | $2,207 | 0.4% | $52.58 | — | COM NEW | 257559203 |
| NEM | NEWMONT MINING CORP | 55,200 | $2,159 | 0.4% | $25.34 | +2.6% | COM | 651639106 |
| SAFT | SAFETY INS GROUP INC | 32,900 | $2,026 | 0.3% | $54.34 | +7.8% | COM | 78648T100 |
| — | BLUE HILLS BANCORP INC | 136,100 | $2,009 | 0.3% | $14.22 | — | COM | 095573101 |
| — | FIRST CONN BANCORP INC MD | 120,000 | $1,987 | 0.3% | $16.26 | — | COM | 319850103 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 30,000 | $1,956 | 0.3% | $41.93 | +25.3% | COM | 11133T103 |
| KEX | KIRBY CORP | 30,800 | $1,922 | 0.3% | $65.49 | 0.0% | COM | 497266106 |
| — | FORESTAR GROUP INC | 1,950,000 | $1,783 | 0.3% | $1.07 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | INVACARE CORP | 145,627 | $1,766 | 0.3% | $16.49 | — | COM | 461203101 |
| — | HOLOGIC INC | 1,000,000 | $1,502 | 0.3% | $1.17 | — | FRNT 2.000%12/1 | 436440AB7 |
| BANC | BANC OF CALIFORNIA INC | 81,000 | $1,466 | 0.2% | $11.96 | +28.1% | COM | 05990K106 |
| — | WESTFIELD FINANCIAL INC NEW | 190,300 | $1,465 | 0.2% | $7.01 | — | COM | 96008P104 |
| HAE | HAEMONETICS CORP | 50,300 | $1,458 | 0.2% | $38.56 | -21.6% | COM | 405024100 |
| EBAY | EBAY INC | 62,100 | $1,454 | 0.2% | $20.10 | +6.8% | COM | 278642103 |
| — | STONEGATE BK FT LAUDERDALE F | 42,909 | $1,385 | 0.2% | $32.28 | — | COM | 861811107 |
| KMX | CARMAX INC | 27,800 | $1,363 | 0.2% | — | — | Put | 143130102 |
| — | MAXIM INTEGRATED PRODS INC | 37,800 | $1,349 | 0.2% | $28.73 | — | COM | 57772K101 |
| — | CHICOPEE BANCORP INC | 72,771 | $1,329 | 0.2% | $16.90 | — | COM | 168565109 |
| BEN | FRANKLIN RES INC | 39,808 | $1,328 | 0.2% | $29.58 | -23.8% | COM | 354613101 |
| — | RTI INTL METALS INC | 1,194,000 | $1,266 | 0.2% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TYCO INTL PLC | 29,400 | $1,252 | 0.2% | $42.78 | — | SHS | G91442106 |
| — | CHART INDS INC | 1,265,000 | $1,177 | 0.2% | $0.96 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | VERINT SYS INC | 1,200,000 | $1,093 | 0.2% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | STATE NATL COS INC | 99,500 | $1,048 | 0.2% | $9.81 | — | COM | 85711T305 |
| — | HOLOGIC INC | 850,000 | $1,032 | 0.2% | $1.21 | — | FRNT 12/1 | 436440AG6 |
| CNA | CNA FINL CORP | 31,850 | $1,001 | 0.2% | $13.98 | +16.5% | COM | 126117100 |
| — | SI FINL GROUP INC MD | 73,400 | $972 | 0.2% | $11.41 | — | COM | 78425V104 |
| TDS | TELEPHONE & DATA SYS INC | 32,500 | $964 | 0.2% | $22.82 | +26.1% | COM NEW | 879433829 |
| — | ATLANTIC CAP BANCSHARES INC | 66,408 | $960 | 0.2% | $14.97 | — | COM | 048269203 |
| AMSF | AMERISAFE INC | 15,000 | $918 | 0.2% | $17.41 | +53.7% | COM | 03071H100 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 18,800 | $876 | 0.1% | $21.73 | +49.7% | COM | 744573106 |
| — | HOMEAWAY INC | 940,000 | $865 | 0.1% | $0.98 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | STATE AUTO FINL CORP | 37,950 | $831 | 0.1% | $18.56 | — | COM | 855707105 |
| — | GLAXOSMITHKLINE PLC | 18,800 | $815 | 0.1% | $42.60 | — | SPONSORED ADR | 37733W105 |
| CCBG | CAPITAL CITY BK GROUP INC | 57,900 | $806 | 0.1% | $10.50 | +15.6% | COM | 139674105 |
| — | POST PPTYS INC | 12,400 | $757 | 0.1% | $48.99 | — | COM | 737464107 |
| — | PARAGON COML CORP | 20,000 | $700 | 0.1% | $35.00 | — | COM NEW | 69911U403 |
| L | LOEWS CORP | 15,950 | $655 | 0.1% | $42.09 | -9.8% | COM | 540424108 |
| SNPS | SYNOPSYS INC | 11,600 | $627 | 0.1% | $38.31 | +30.9% | COM | 871607107 |
| — | WALGREENS BOOTS ALLIANCE INC | 7,200 | $600 | 0.1% | $76.20 | — | COM | 931427108 |
| KGC | KINROSS GOLD CORP | 115,800 | $566 | 0.1% | $5.21 | -8.4% | COM NO PAR | 496902404 |
| — | DNB FINL CORP | 22,600 | $533 | 0.1% | $25.59 | — | COM | 233237106 |
| — | PB BANCORP INC | 59,988 | $505 | 0.1% | $8.39 | — | COM | 70454T100 |
| EPC | EDGEWELL PERS CARE CO | 5,600 | $473 | 0.1% | $82.42 | -10.6% | COM | 28035Q102 |
| CPB | CAMPBELL SOUP CO | 7,000 | $466 | 0.1% | $30.89 | +49.4% | COM | 134429109 |
| COP | CONOCOPHILLIPS | 10,500 | $458 | 0.1% | $38.03 | -13.8% | COM | 20825C104 |
| LPX | LOUISIANA PAC CORP | 25,900 | $449 | 0.1% | $14.81 | +18.9% | COM | 546347105 |
| — | MEDICINES CO | 332,000 | $444 | 0.1% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ELECTRONICS FOR IMAGING INC | 400,000 | $429 | 0.1% | $1.07 | — | NOTE 0.750% 9/0 | 286082AC6 |
| MET | METLIFE INC | 10,538 | $420 | 0.1% | $26.20 | +7.4% | COM | 59156R108 |
| — | ARALEZ PHARMACEUTICALS INC | 112,900 | $373 | 0.1% | $3.55 | — | COM | 03852X100 |
| LLY | LILLY ELI & CO | 4,500 | $354 | 0.1% | $49.70 | +29.0% | COM | 532457108 |
| FAF | FIRST AMERN FINL CORP | 8,300 | $334 | 0.1% | $18.10 | +49.7% | COM | 31847R102 |
| — | DREAMWORKS ANIMATION SKG INC | 8,100 | $331 | 0.1% | $26.28 | — | CL A | 26153C103 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 25,000 | $307 | 0.1% | $8.63 | +0.3% | COM | 470299108 |
| JRVR | JAMES RIV GROUP LTD | 8,600 | $292 | 0.0% | $22.33 | +46.1% | COM | G5005R107 |
| FE | FIRSTENERGY CORP | 7,200 | $251 | 0.0% | $22.82 | -0.5% | COM | 337932107 |
| TAC | TRANSALTA CORP | 44,100 | $230 | 0.0% | $10.91 | -53.6% | COM | 89346D107 |
| MUR | MURPHY OIL CORP | 7,000 | $222 | 0.0% | — | — | Put | 626717102 |
| ITW | ILLINOIS TOOL WKS INC | 2,000 | $208 | 0.0% | $54.65 | +52.4% | COM | 452308109 |
| ENR | ENERGIZER HLDGS INC NEW | 3,900 | $201 | 0.0% | $33.42 | 0.0% | COM | 29272W109 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 14,900 | $191 | 0.0% | $25.50 | -31.7% | COM NEW | 205826209 |
| AGI | ALAMOS GOLD INC NEW | 20,604 | $177 | 0.0% | $3.74 | +71.5% | COM CL A | 011532108 |