0000919574-14-001297.txt : 20140214
0000919574-14-001297.hdr.sgml : 20140214
20140214095943
ACCESSION NUMBER: 0000919574-14-001297
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140214
DATE AS OF CHANGE: 20140214
EFFECTIVENESS DATE: 20140214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PROSPECTOR PARTNERS LLC
CENTRAL INDEX KEY: 0001080380
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04685
FILM NUMBER: 14611718
BUSINESS ADDRESS:
STREET 1: 370 CHURCH STREET
CITY: GUILFORD
STATE: CT
ZIP: 06437
BUSINESS PHONE: (203) 458-1500
MAIL ADDRESS:
STREET 1: 370 CHURCH STREET
CITY: GUILFORD
STATE: CT
ZIP: 06437
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001080380
XXXXXXXX
12-31-2013
12-31-2013
false
PROSPECTOR PARTNERS LLC
370 CHURCH STREET
GUILFORD
CT
06437
13F HOLDINGS REPORT
028-04685
N
John D. Gillespie
Managing Member
203-458-1500
/s/ John D. Gillespie
GUILFORD
CT
02-14-2014
3
329
2247497
1
0001253840
028-10494
WHITE MOUNTAINS ADVISORS LLC
2
0001369817
028-12951
OneBeacon Insurance Group, Ltd.
3
0001402472
028-15501
PROSPECTOR FUNDS, INC.
INFORMATION TABLE
2
infotable.xml
ABBOTT LABS
COM
002824100
8609
224600
SH
DFND
1
0
224600
0
ABBOTT LABS
COM
002824100
27448
716100
SH
SOLE
2, 3
716100
0
0
AFLAC INC
COM
001055102
2411
36100
SH
DFND
1
0
36100
0
AFLAC INC
COM
001055102
7101
106300
SH
SOLE
2
106300
0
0
ALLIANT TECHSYSTEMS INC
COM
018804104
1436
11800
SH
DFND
1
0
11800
0
ALLIANT TECHSYSTEMS INC
COM
018804104
3444
28300
SH
SOLE
2, 3
28300
0
0
ALLIANT TECHSYSTEMS INC
NOTE 3.000% 8/1
018804AK0
840
525000
PRN
DFND
1
0
525000
0
ALLIANT TECHSYSTEMS INC
NOTE 3.000% 8/1
018804AK0
6603
4125000
PRN
SOLE
3
4125000
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
3231
63300
SH
DFND
1
0
63300
0
AMERICAN INTL GROUP INC
COM NEW
026874784
10654
208700
SH
SOLE
2, 3
208700
0
0
AMERISAFE INC
COM
03071H100
1584
37500
SH
SOLE
37500
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
11924
199773
SH
SOLE
199773
0
0
ARCHER DANIELS MIDLAND CO
NOTE 0.875% 2/1
039483AW2
3280
3100000
PRN
DFND
1
0
3100000
0
ARCHER DANIELS MIDLAND CO
NOTE 0.875% 2/1
039483AW2
13650
12900000
PRN
SOLE
2, 3
12900000
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
g05384105
6015
145600
SH
DFND
1
0
145600
0
ASPEN INSURANCE HOLDINGS LTD
SHS
g05384105
28364
686603
SH
SOLE
2, 3
686603
0
0
AURICO GOLD INC
COM
05155C105
445
121591
SH
DFND
1
0
121591
0
AURICO GOLD INC
COM
05155C105
1510
412514
SH
SOLE
2, 3
412514
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
9350
115700
SH
DFND
1
0
115700
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
33665
416600
SH
SOLE
2, 3
416600
0
0
AUXILIUM PHARMACEUTICALS INC
NOTE 1.500% 7/1
05334DAA5
525
475000
PRN
DFND
1
0
475000
0
AUXILIUM PHARMACEUTICALS INC
NOTE 1.500% 7/1
05334DAA5
1687
1525000
PRN
SOLE
2, 3
1525000
0
0
AUXILIUM PHARMACEUTICALS INC
COM
05334D107
460
22200
SH
SOLE
3
22200
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
2084
43800
SH
DFND
1
0
43800
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
15042
316200
SH
SOLE
2, 3
316200
0
0
BARRICK GOLD CORP
COM
067901108
1409
79900
SH
DFND
1
0
79900
0
BARRICK GOLD CORP
COM
067901108
5932
336500
SH
SOLE
2, 3
336500
0
0
BEAM INC
COM
073730103
6262
92000
SH
DFND
1
0
92000
0
BEAM INC
COM
073730103
17907
263100
SH
SOLE
2, 3
263100
0
0
BERKLEY W R CORP
COM
084423102
1224
28200
SH
DFND
1
0
28200
0
BERKLEY W R CORP
COM
084423102
3124
72000
SH
SOLE
2, 3
72000
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
9864
83200
SH
DFND
1
0
83200
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
58924
497000
SH
SOLE
2, 3
497000
0
0
BRIGGS & STRATTON CORP
COM
109043109
250
11500
SH
DFND
1
0
11500
0
BRIGGS & STRATTON CORP
COM
109043109
838
38500
SH
SOLE
2, 3
38500
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133t103
794
20100
SH
SOLE
20100
0
0
BSB BANCORP INC MD
COM
05573H108
483
32000
SH
SOLE
3
32000
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
3371
188000
SH
DFND
1
0
188000
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
10783
601400
SH
SOLE
2, 3
601400
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
1291
92100
SH
SOLE
3
92100
0
0
CAMPBELL SOUP CO
COM
134429109
4228
97700
SH
DFND
1
0
97700
0
CAMPBELL SOUP CO
COM
134429109
12196
281800
SH
SOLE
2, 3
281800
0
0
CAPE BANCORP INC
COM
139209100
359
35300
SH
SOLE
3
35300
0
0
CAPITAL BK FINL CORP
CL A COM
139794101
821
36100
SH
SOLE
3
36100
0
0
CELADON GROUP INC
COM
150838100
1106
56800
SH
DFND
1
0
56800
0
CELADON GROUP INC
COM
150838100
5022
257800
SH
SOLE
2, 3
257800
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
1357
67600
SH
DFND
1
0
67600
0
CENTRAL PAC FINL CORP
COM NEW
154760409
3616
180100
SH
SOLE
2, 3
180100
0
0
CHEMED CORP NEW
NOTE 1.875% 5/1
16359RAC7
2071
2000000
PRN
DFND
1
0
2000000
0
CHEMED CORP NEW
NOTE 1.875% 5/1
16359RAC7
6214
6000000
PRN
SOLE
2, 3
6000000
0
0
CHICOPEE BANCORP INC
COM
168565109
1455
83571
SH
SOLE
3
83571
0
0
CHIQUITA BRANDS INTL INC
NOTE 4.250% 8/1
170032AT3
1067
1100000
PRN
DFND
1
0
1100000
0
CHIQUITA BRANDS INTL INC
NOTE 4.250% 8/1
170032AT3
4268
4400000
PRN
SOLE
2, 3
4400000
0
0
CHUBB CORP
COM
171232101
28072
290509
SH
SOLE
3
290509
0
0
CHURCH & DWIGHT INC
COM
171340102
2631
39700
SH
DFND
1
0
39700
0
CHURCH & DWIGHT INC
COM
171340102
11297
170442
SH
SOLE
2, 3
170442
0
0
CIRCOR INTL INC
COM
17273k109
1280
15840
SH
SOLE
3
15840
0
0
CITIGROUP INC
COM NEW
172967424
3392
65090
SH
DFND
1
0
65090
0
CITIGROUP INC
COM NEW
172967424
17065
327489
SH
SOLE
2, 3
327489
0
0
CITY NATL CORP
COM
178566105
1069
13500
SH
DFND
1
0
13500
0
CITY NATL CORP
COM
178566105
3145
39700
SH
SOLE
2, 3
39700
0
0
CLIFTON SVGS BANCORP INC
COM
18712Q103
648
50600
SH
SOLE
3
50600
0
0
CNA FINL CORP
COM
126117100
4358
101600
SH
DFND
1
0
101600
0
CNA FINL CORP
COM
126117100
25648
598000
SH
SOLE
2, 3
598000
0
0
COCA COLA CO
COM
191216100
6461
156400
SH
DFND
1
0
156400
0
COCA COLA CO
COM
191216100
15367
372000
SH
SOLE
2, 3
372000
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
1465
33200
SH
DFND
1
0
33200
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
5984
135600
SH
SOLE
2, 3
135600
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
205
6500
SH
DFND
1
0
6500
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
589
18700
SH
SOLE
2, 3
18700
0
0
COMTECH TELECOMMUNICATIONS C
NOTE 3.000% 5/0
205826AF7
2523
2400000
PRN
DFND
1
0
2400000
0
COMTECH TELECOMMUNICATIONS C
NOTE 3.000% 5/0
205826AF7
9829
9350000
PRN
SOLE
2, 3
9350000
0
0
CONOCOPHILLIPS
COM
20825C104
7008
99200
SH
DFND
1
0
99200
0
CONOCOPHILLIPS
COM
20825C104
22968
325100
SH
SOLE
2, 3
325100
0
0
CORNING INC
COM
219350105
7160
401800
SH
DFND
1
0
401800
0
CORNING INC
COM
219350105
23098
1296200
SH
SOLE
2, 3
1296200
0
0
CU BANCORP CALIF
COM
126534106
717
41000
SH
SOLE
3
41000
0
0
CURTISS WRIGHT CORP
COM
231561101
3933
63200
SH
DFND
1
0
63200
0
CURTISS WRIGHT CORP
COM
231561101
12857
206600
SH
SOLE
2, 3
206600
0
0
DELTIC TIMBER CORP
COM
247850100
1549
22800
SH
SOLE
3
22800
0
0
DENNYS CORP
COM
24869P104
1560
217000
SH
SOLE
3
217000
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
578
50000
SH
SOLE
50000
0
0
DOMTAR CORP
COM NEW
257559203
10877
115300
SH
DFND
1
0
115300
0
DOMTAR CORP
COM NEW
257559203
37312
395507
SH
SOLE
2, 3
395507
0
0
DONEGAL GROUP INC
CL A
257701201
819
51500
SH
DFND
1
0
51500
0
DONEGAL GROUP INC
CL A
257701201
2569
161600
SH
SOLE
2, 3
161600
0
0
DREAMWORKS ANIMATION SKG INC
CL A
26153C103
2421
68200
SH
DFND
1
0
68200
0
DREAMWORKS ANIMATION SKG INC
CL A
26153C103
8151
229600
SH
SOLE
2, 3
229600
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
8375
128900
SH
DFND
1
0
128900
0
DU PONT E I DE NEMOURS & CO
COM
263534109
21583
332200
SH
SOLE
2, 3
332200
0
0
EBAY INC
COM
278642103
1707
31100
SH
DFND
1
0
31100
0
EBAY INC
COM
278642103
5423
98800
SH
SOLE
2
98800
0
0
E M C CORP MASS
COM
268648102
2269
90200
SH
DFND
1
0
90200
0
E M C CORP MASS
COM
268648102
5991
238200
SH
SOLE
2, 3
238200
0
0
EMPIRE DIST ELEC CO
COM
291641108
976
43000
SH
DFND
1
0
43000
0
EMPIRE DIST ELEC CO
COM
291641108
3617
159400
SH
SOLE
2, 3
159400
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
11640
198400
SH
SOLE
3
198400
0
0
ENERGIZER HLDGS INC
COM
29266R108
2814
26000
SH
DFND
1
0
26000
0
ENERGIZER HLDGS INC
COM
29266R108
9081
83900
SH
SOLE
2, 3
83900
0
0
FIFTH THIRD BANCORP
COM
316773100
1039
49400
SH
DFND
1
0
49400
0
FIFTH THIRD BANCORP
COM
316773100
4664
221800
SH
SOLE
2, 3
221800
0
0
FIRST AMERN FINL CORP
COM
31847r102
1650
58500
SH
DFND
1
0
58500
0
FIRST AMERN FINL CORP
COM
31847r102
5496
194900
SH
SOLE
2, 3
194900
0
0
FIRST DEFIANCE FINL CORP
COM
32006W106
1143
44000
SH
SOLE
3
44000
0
0
FIRST INTERNET BANCORP
COM
320557101
563
25000
SH
SOLE
25000
0
0
FIRST SEC GROUP INC
COM NEW
336312202
1380
600000
SH
SOLE
600000
0
0
FIRSTENERGY CORP
COM
337932107
5623
170500
SH
DFND
1
0
170500
0
FIRSTENERGY CORP
COM
337932107
19907
603601
SH
SOLE
2, 3
603601
0
0
FORESTAR GROUP INC
COM
346233109
3948
185600
SH
DFND
1
0
185600
0
FORESTAR GROUP INC
COM
346233109
13466
633100
SH
SOLE
2, 3
633100
0
0
FORESTAR GROUP INC
NOTE 3.750% 3/0
346232ab7
1815
1575000
PRN
DFND
1
0
1575000
0
FORESTAR GROUP INC
NOTE 3.750% 3/0
346232ab7
5935
5150000
PRN
SOLE
2, 3
5150000
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
315
6900
SH
DFND
1
0
6900
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
987
21600
SH
SOLE
2, 3
21600
0
0
FOX CHASE BANCORP INC NEW
COM
35137t108
268
15400
SH
DFND
1
0
15400
0
FOX CHASE BANCORP INC NEW
COM
35137t108
2078
119555
SH
SOLE
2, 3
119555
0
0
FRANKLIN RES INC
COM
354613101
4145
71800
SH
DFND
1
0
71800
0
FRANKLIN RES INC
COM
354613101
23381
405007
SH
SOLE
2, 3
405007
0
0
FULLER H B CO
COM
359694106
1452
27900
SH
DFND
1
0
27900
0
FULLER H B CO
COM
359694106
4616
88700
SH
SOLE
2, 3
88700
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
4341
92500
SH
SOLE
3
92500
0
0
GENERAL MLS INC
COM
370334104
1887
37800
SH
DFND
1
0
37800
0
GENERAL MLS INC
COM
370334104
5595
112100
SH
SOLE
2
112100
0
0
GENTEX CORP
COM
371901109
887
26900
SH
SOLE
3
26900
0
0
GLOBAL CASH ACCESS HLDGS INC
COM
378967103
1147
114800
SH
SOLE
3
114800
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
2052
641100
SH
DFND
1
0
641100
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
7713
2410200
SH
SOLE
2, 3
2410200
0
0
HAEMONETICS CORP
COM
405024100
598
14200
SH
SOLE
3
14200
0
0
HARRIS TEETER SUPERMARKETS I
COM
414585109
790
16000
SH
SOLE
3
16000
0
0
HESS CORP
COM
42809H107
14724
177400
SH
DFND
1
0
177400
0
HESS CORP
COM
42809H107
54241
653500
SH
SOLE
2, 3
653500
0
0
HILLSHIRE BRANDS CO
COM
432589109
3818
114180
SH
DFND
1
0
114180
0
HILLSHIRE BRANDS CO
COM
432589109
15083
451060
SH
SOLE
2, 3
451060
0
0
HOLOGIC INC
FRNT 2.000%12/1
436440AB7
1865
1600000
PRN
DFND
1
0
1600000
0
HOLOGIC INC
FRNT 2.000%12/1
436440AB7
7460
6400000
PRN
SOLE
2, 3
6400000
0
0
HOME DEPOT INC
COM
437076102
2223
27000
SH
DFND
1
0
27000
0
HOME DEPOT INC
COM
437076102
9741
118300
SH
SOLE
2, 3
118300
0
0
HOMETRUST BANCSHARES INC
COM
437872104
3441
215200
SH
SOLE
3
215200
0
0
HORSEHEAD HLDG CORP
NOTE 3.800% 7/0
440694AB3
635
500000
PRN
DFND
1
0
500000
0
HORSEHEAD HLDG CORP
NOTE 3.800% 7/0
440694AB3
2539
2000000
PRN
SOLE
2, 3
2000000
0
0
HOSPIRA INC
COM
441060100
2188
53000
SH
DFND
1
0
53000
0
HOSPIRA INC
COM
441060100
7117
172400
SH
SOLE
2, 3
172400
0
0
HOWARD HUGHES CORP
COM
44267d107
685
5700
SH
SOLE
3
5700
0
0
HYATT HOTELS CORP
COM
448579102
1800
36400
SH
DFND
1
0
36400
0
HYATT HOTELS CORP
COM
448579102
8451
170865
SH
SOLE
2, 3
170865
0
0
ILLINOIS TOOL WKS INC
COM
452308109
3657
43500
SH
DFND
1
0
43500
0
ILLINOIS TOOL WKS INC
COM
452308109
5474
65100
SH
SOLE
2
65100
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
6532
91037
SH
SOLE
3
91037
0
0
INTERCONTINENTALEXCHANGE GRO
COM
45866f104
697
3100
SH
DFND
1
0
3100
0
INTERCONTINENTALEXCHANGE GRO
COM
45866f104
3441
15300
SH
SOLE
2, 3
15300
0
0
INTEROIL CORP
NOTE 2.750%11/1
460951AC0
758
825000
PRN
DFND
1
0
825000
0
INTEROIL CORP
NOTE 2.750%11/1
460951AC0
2917
3175000
PRN
SOLE
2, 3
3175000
0
0
INVACARE CORP
COM
461203101
852
36700
SH
DFND
1
0
36700
0
INVACARE CORP
COM
461203101
5402
232727
SH
SOLE
2, 3
232727
0
0
INVESCO LTD
SHS
G491BT108
6177
169700
SH
DFND
1
0
169700
0
INVESCO LTD
SHS
G491BT108
22750
625000
SH
SOLE
2, 3
625000
0
0
J & J SNACK FOODS CORP
COM
466032109
2755
31100
SH
SOLE
3
31100
0
0
JACK IN THE BOX INC
COM
466367109
930
18600
SH
SOLE
3
18600
0
0
JANUS CAP GROUP INC
NOTE 0.750% 7/1
47102XAH8
2296
1806000
PRN
DFND
1
0
1806000
0
JANUS CAP GROUP INC
NOTE 0.750% 7/1
47102XAH8
9231
7261000
PRN
SOLE
2, 3
7261000
0
0
JOHNSON & JOHNSON
COM
478160104
10249
111900
SH
DFND
1
0
111900
0
JOHNSON & JOHNSON
COM
478160104
30829
336600
SH
SOLE
2, 3
336600
0
0
JPMORGAN CHASE & CO
COM
46625H100
4544
77700
SH
DFND
1
0
77700
0
JPMORGAN CHASE & CO
COM
46625H100
19953
341200
SH
SOLE
2
341200
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
683
156000
SH
DFND
1
0
156000
0
KINROSS GOLD CORP
COM NO PAR
496902404
2564
585400
SH
SOLE
2, 3
585400
0
0
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
1505
1250000
PRN
DFND
1
0
1250000
0
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
5721
4750000
PRN
SOLE
2, 3
4750000
0
0
LANCASTER COLONY CORP
COM
513847103
3367
38200
SH
DFND
1
0
38200
0
LANCASTER COLONY CORP
COM
513847103
9547
108300
SH
SOLE
2, 3
108300
0
0
LANDSTAR SYS INC
COM
515098101
2298
40000
SH
SOLE
3
40000
0
0
LEGG MASON INC
COM
524901105
6965
160200
SH
DFND
1
0
160200
0
LEGG MASON INC
COM
524901105
30862
709800
SH
SOLE
2, 3
709800
0
0
LEUCADIA NATL CORP
COM
527288104
2369
83600
SH
DFND
1
0
83600
0
LEUCADIA NATL CORP
COM
527288104
18145
640262
SH
SOLE
2, 3
640262
0
0
LOCKHEED MARTIN CORP
COM
539830109
1546
10400
SH
DFND
1
0
10400
0
LOCKHEED MARTIN CORP
COM
539830109
6645
44700
SH
SOLE
2
44700
0
0
LOEWS CORP
COM
540424108
8172
169400
SH
DFND
1
0
169400
0
LOEWS CORP
COM
540424108
27709
574400
SH
SOLE
2, 3
574400
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
570
27000
SH
SOLE
27000
0
0
MARSH & MCLENNAN COS INC
COM
571748102
2258
46700
SH
DFND
1
0
46700
0
MARSH & MCLENNAN COS INC
COM
571748102
10663
220500
SH
SOLE
2
220500
0
0
MATTHEWS INTL CORP
CL A
577128101
835
19600
SH
DFND
1
0
19600
0
MATTHEWS INTL CORP
CL A
577128101
1917
45000
SH
SOLE
2, 3
45000
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2286
81900
SH
DFND
1
0
81900
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
5403
193600
SH
SOLE
2, 3
193600
0
0
MERCK & CO INC NEW
COM
58933Y105
9504
189900
SH
DFND
1
0
189900
0
MERCK & CO INC NEW
COM
58933Y105
25448
508448
SH
SOLE
2, 3
508448
0
0
MERCURY GENL CORP NEW
COM
589400100
447
9000
SH
SOLE
9000
0
0
METLIFE INC
COM
59156R108
2124
39400
SH
DFND
1
0
39400
0
METLIFE INC
COM
59156R108
10679
198051
SH
SOLE
2, 3
198051
0
0
METRO BANCORP INC PA
COM
59161r101
682
31680
SH
SOLE
3
31680
0
0
MICROSOFT CORP
COM
594918104
3743
100000
SH
DFND
1
0
100000
0
MICROSOFT CORP
COM
594918104
13748
367300
SH
SOLE
2, 3
367300
0
0
MONDELEZ INTL INC
COM
609207105
1539
43600
SH
DFND
1
0
43600
0
MONDELEZ INTL INC
COM
609207105
2302
65200
SH
SOLE
2
65200
0
0
MONSTER BEVERAGE CORP
COM
611740101
1213
17900
SH
DFND
1
0
17900
0
MONSTER BEVERAGE CORP
COM
611740101
5218
77000
SH
SOLE
2, 3
77000
0
0
MONTPELIER RE HOLDINGS LTD
SHS
g62185106
1318
45300
SH
DFND
1
0
45300
0
MONTPELIER RE HOLDINGS LTD
SHS
g62185106
6385
219400
SH
SOLE
2, 3
219400
0
0
MURPHY OIL CORP
COM
626717102
8486
130800
SH
DFND
1
0
130800
0
MURPHY OIL CORP
COM
626717102
22131
341100
SH
SOLE
2, 3
341100
0
0
NAVIGATORS GROUP INC
COM
638904102
834
13200
SH
SOLE
13200
0
0
NETAPP INC
COM
64110D104
1691
41100
SH
DFND
1
0
41100
0
NETAPP INC
COM
64110D104
8047
195600
SH
SOLE
2, 3
195600
0
0
NEWMONT MINING CORP
COM
651639106
4058
176200
SH
DFND
1
0
176200
0
NEWMONT MINING CORP
COM
651639106
16321
708700
SH
SOLE
2, 3
708700
0
0
NEWMONT MINING CORP
NOTE 1.250% 7/1
651639ah9
575
575000
PRN
DFND
1
0
575000
0
NEWMONT MINING CORP
NOTE 1.250% 7/1
651639ah9
2423
2425000
PRN
SOLE
2, 3
2425000
0
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639aj5
3137
3075000
PRN
DFND
1
0
3075000
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639aj5
12164
11925000
PRN
SOLE
2, 3
11925000
0
0
NOODLES & CO
CL A
65540B105
180
5000
SH
SOLE
3
5000
0
0
NORTHGATE MINERALS CORP
NOTE 3.500%10/0
666416AB8
718
750000
PRN
DFND
1
0
750000
0
NORTHGATE MINERALS CORP
NOTE 3.500%10/0
666416AB8
4069
4250000
PRN
SOLE
2, 3
4250000
0
0
NORTHROP GRUMMAN CORP
COM
666807102
1799
15700
SH
DFND
1
0
15700
0
NORTHROP GRUMMAN CORP
COM
666807102
7988
69700
SH
SOLE
2, 3
69700
0
0
NRG ENERGY INC
COM NEW
629377508
3960
137874
SH
DFND
1
0
137874
0
NRG ENERGY INC
COM NEW
629377508
15261
531375
SH
SOLE
2, 3
531375
0
0
OCEAN SHORE HLDG CO NEW
COM
67501r103
688
50395
SH
SOLE
3
50395
0
0
OCEANFIRST FINL CORP
COM
675234108
69
4015
SH
DFND
1
0
4015
0
OCEANFIRST FINL CORP
COM
675234108
4135
241385
SH
SOLE
2, 3
241385
0
0
OMNIAMERICAN BANCORP INC
COM
68216r107
785
36722
SH
DFND
1
0
36722
0
OMNIAMERICAN BANCORP INC
COM
68216r107
2957
138300
SH
SOLE
2, 3
138300
0
0
ORITANI FINL CORP DEL
COM
68633d103
2078
129500
SH
DFND
1
0
129500
0
ORITANI FINL CORP DEL
COM
68633d103
10543
656876
SH
SOLE
2, 3
656876
0
0
PACWEST BANCORP DEL
COM
695263103
1934
45800
SH
DFND
1
0
45800
0
PACWEST BANCORP DEL
COM
695263103
5565
131800
SH
SOLE
2, 3
131800
0
0
PARKWAY PPTYS INC
COM
70159Q104
1065
55200
SH
DFND
1
0
55200
0
PARKWAY PPTYS INC
COM
70159Q104
6852
355197
SH
SOLE
2, 3
355197
0
0
PATTERSON COMPANIES INC
COM
703395103
2114
51300
SH
DFND
1
0
51300
0
PATTERSON COMPANIES INC
COM
703395103
11021
267500
SH
SOLE
2, 3
267500
0
0
PAYCHEX INC
COM
704326107
4567
100300
SH
DFND
1
0
100300
0
PAYCHEX INC
COM
704326107
13486
296200
SH
SOLE
2, 3
296200
0
0
PEOPLES FED BANCSHARES INC
COM
711037101
1309
73780
SH
SOLE
3
73780
0
0
PEPCO HOLDINGS INC
COM
713291102
1018
53200
SH
DFND
1
0
53200
0
PEPCO HOLDINGS INC
COM
713291102
3359
175600
SH
SOLE
2, 3
175600
0
0
PEPSICO INC
COM
713448108
3956
47700
SH
DFND
1
0
47700
0
PEPSICO INC
COM
713448108
13552
163400
SH
SOLE
2, 3
163400
0
0
PERMIAN BASIN RTY TR
UNIT BEN INT
714236106
1286
100000
SH
SOLE
100000
0
0
PFIZER INC
COM
717081103
6929
226200
SH
DFND
1
0
226200
0
PFIZER INC
COM
717081103
22878
746915
SH
SOLE
2, 3
746915
0
0
PHH CORP
COM NEW
693320202
2036
83600
SH
DFND
1
0
83600
0
PHH CORP
COM NEW
693320202
6730
276400
SH
SOLE
2, 3
276400
0
0
PHH CORP
NOTE 4.000% 9/0
693320AN3
4934
4625000
PRN
DFND
1
0
4625000
0
PHH CORP
NOTE 4.000% 9/0
693320AN3
19604
18375000
PRN
SOLE
2, 3
18375000
0
0
PICO HLDGS INC
COM NEW
693366205
2085
90200
SH
SOLE
3
90200
0
0
PLATINUM UNDERWRITER HLDGS L
COM
G7127P100
797
13000
SH
DFND
1
0
13000
0
PLATINUM UNDERWRITER HLDGS L
COM
G7127P100
14975
244362
SH
SOLE
2, 3
244362
0
0
PNC FINL SVCS GROUP INC
COM
693475105
3522
45400
SH
DFND
1
0
45400
0
PNC FINL SVCS GROUP INC
COM
693475105
13530
174400
SH
SOLE
2
174400
0
0
POST PPTYS INC
COM
737464107
7033
155500
SH
DFND
1
0
155500
0
POST PPTYS INC
COM
737464107
24311
537500
SH
SOLE
2, 3
537500
0
0
PROASSURANCE CORP
COM
74267c106
8649
178400
SH
SOLE
178400
0
0
PROCTER & GAMBLE CO
COM
742718109
5788
71100
SH
DFND
1
0
71100
0
PROCTER & GAMBLE CO
COM
742718109
15663
192396
SH
SOLE
2
192396
0
0
PROGRESSIVE CORP OHIO
COM
743315103
10319
378400
SH
SOLE
3
378400
0
0
PRUDENTIAL FINL INC
COM
744320102
858
9300
SH
SOLE
9300
0
0
PSB HLDGS INC
COM
69360W108
321
50381
SH
SOLE
50381
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
4367
136300
SH
DFND
1
0
136300
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
14594
455500
SH
SOLE
2, 3
455500
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
2994
2850000
PRN
DFND
1
0
2850000
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
11714
11150000
PRN
SOLE
2, 3
11150000
0
0
RTI INTL METALS INC
NOTE 3.000%12/0
74973WAA5
1615
1425000
PRN
DFND
1
0
1425000
0
RTI INTL METALS INC
NOTE 3.000%12/0
74973WAA5
6317
5575000
PRN
SOLE
2, 3
5575000
0
0
SAFETY INS GROUP INC
COM
78648T100
3688
65500
SH
SOLE
65500
0
0
SAN JUAN BASIN RTY TR
UNIT BEN INT
798241105
1674
100000
SH
SOLE
100000
0
0
SANOFI
SPONSORED ADR
80105N105
3148
58700
SH
DFND
1
0
58700
0
SANOFI
SPONSORED ADR
80105N105
11171
208300
SH
SOLE
2, 3
208300
0
0
SI FINL GROUP INC MD
COM
78425V104
376
31200
SH
SOLE
3
31200
0
0
SIBANYE GOLD LTD
SPONSORED ADR
825724206
694
144250
SH
DFND
1
0
144250
0
SIBANYE GOLD LTD
SPONSORED ADR
825724206
2503
520350
SH
SOLE
2, 3
520350
0
0
SILGAN HOLDINGS INC
COM
827048109
2372
49400
SH
DFND
1
0
49400
0
SILGAN HOLDINGS INC
COM
827048109
6588
137200
SH
SOLE
2, 3
137200
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
395
3400
SH
DFND
1
0
3400
0
SPDR GOLD TRUST
GOLD SHS
78463V107
1859
16000
SH
SOLE
2, 3
16000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
19834
107400
SH
SOLE
107400
0
0
STATE AUTO FINL CORP
COM
855707105
4739
223100
SH
DFND
1
0
223100
0
STATE AUTO FINL CORP
COM
855707105
16372
770800
SH
SOLE
2, 3
770800
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2748
78400
SH
DFND
1
0
78400
0
SUNCOR ENERGY INC NEW
COM
867224107
3989
113800
SH
SOLE
2
113800
0
0
SYMANTEC CORP
COM
871503108
1851
78500
SH
DFND
1
0
78500
0
SYMANTEC CORP
COM
871503108
7369
312500
SH
SOLE
2, 3
312500
0
0
SYMETRA FINL CORP
COM
87151q106
36447
1922300
SH
SOLE
1922300
0
0
SYSCO CORP
COM
871829107
3801
105300
SH
DFND
1
0
105300
0
SYSCO CORP
COM
871829107
12646
350300
SH
SOLE
2, 3
350300
0
0
TALISMAN ENERGY INC
COM
87425E103
5742
492900
SH
DFND
1
0
492900
0
TALISMAN ENERGY INC
COM
87425E103
17732
1522100
SH
SOLE
2, 3
1522100
0
0
TECO ENERGY INC
COM
872375100
1521
88200
SH
DFND
1
0
88200
0
TECO ENERGY INC
COM
872375100
5756
333900
SH
SOLE
2, 3
333900
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
5525
214300
SH
DFND
1
0
214300
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
18190
705600
SH
SOLE
2, 3
705600
0
0
TERADATA CORP DEL
COM
88076w103
450
9900
SH
DFND
1
0
9900
0
TERADATA CORP DEL
COM
88076w103
1642
36100
SH
SOLE
2, 3
36100
0
0
TOOTSIE ROLL INDS INC
COM
890516107
5149
158230
SH
DFND
1
0
158230
0
TOOTSIE ROLL INDS INC
COM
890516107
16884
518883
SH
SOLE
2, 3
518883
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522af6
4477
3400000
PRN
DFND
1
0
3400000
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522af6
15276
11600000
PRN
SOLE
2, 3
11600000
0
0
TYCO INTERNATIONAL LTD
SHS
H89128104
3099
75500
SH
DFND
1
0
75500
0
TYCO INTERNATIONAL LTD
SHS
H89128104
6189
150800
SH
SOLE
2, 3
150800
0
0
UIL HLDG CORP
COM
902748102
1473
38000
SH
SOLE
3
38000
0
0
UNITED FINANCIAL BANCORP INC
COM
91030T109
1636
86600
SH
DFND
1
0
86600
0
UNITED FINANCIAL BANCORP INC
COM
91030T109
5034
266500
SH
SOLE
2, 3
266500
0
0
UNS ENERGY CORP
COM
903119105
1075
17957
SH
DFND
1
0
17957
0
UNS ENERGY CORP
COM
903119105
3247
54253
SH
SOLE
2, 3
54253
0
0
UNUM GROUP
COM
91529Y106
1396
39800
SH
SOLE
39800
0
0
USEC INC
NOTE 3.000%10/0
90333EAC2
4954
14900000
PRN
DFND
1
0
14900000
0
USEC INC
NOTE 3.000%10/0
90333EAC2
22344
67200000
PRN
SOLE
2, 3
67200000
0
0
VERISIGN INC
COM
92343E102
1871
31300
SH
DFND
1
0
31300
0
VERISIGN INC
COM
92343E102
4179
69900
SH
SOLE
2, 3
69900
0
0
WALGREEN CO
COM
931422109
4785
83300
SH
DFND
1
0
83300
0
WALGREEN CO
COM
931422109
15451
269000
SH
SOLE
2, 3
269000
0
0
WAL-MART STORES INC
COM
931142103
7712
98000
SH
DFND
1
0
98000
0
WAL-MART STORES INC
COM
931142103
25732
327000
SH
SOLE
2, 3
327000
0
0
WASHINGTON TR BANCORP
COM
940610108
1720
46200
SH
SOLE
3
46200
0
0
WELLPOINT INC
COM
94973v107
2495
27000
SH
DFND
1
0
27000
0
WELLPOINT INC
COM
94973v107
13258
143500
SH
SOLE
2, 3
143500
0
0
WESTFIELD FINANCIAL INC NEW
COM
96008P104
1730
231900
SH
SOLE
3
231900
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
30154
50000
SH
SOLE
50000
0
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
4106
50100
SH
DFND
1
0
50100
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
14685
179200
SH
SOLE
2, 3
179200
0
0
WPX ENERGY INC
COM
98212b103
1445
70900
SH
DFND
1
0
70900
0
WPX ENERGY INC
COM
98212b103
4777
234400
SH
SOLE
2, 3
234400
0
0
XEROX CORP
COM
984121103
2137
175600
SH
DFND
1
0
175600
0
XEROX CORP
COM
984121103
7129
585800
SH
SOLE
2, 3
585800
0
0
XILINX INC
COM
983919101
1580
34400
SH
DFND
1
0
34400
0
XILINX INC
COM
983919101
7958
173300
SH
SOLE
2, 3
173300
0
0
XL GROUP PLC
SHS
G98290102
895
28100
SH
DFND
1
0
28100
0
XL GROUP PLC
SHS
G98290102
13421
421500
SH
SOLE
2, 3
421500
0
0
XYLEM INC
COM
98419M100
2083
60200
SH
SOLE
3
60200
0
0