CIK: 0001040762 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $743,668 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MS | MORGAN STANLEY | 506,400 | $24,459 | 3.3% | $33.26 | +5.9% | COM NEW | 617446448 |
| C | CITIGROUP INC | 465,500 | $23,787 | 3.2% | $46.23 | -16.3% | COM NEW | 172967424 |
| LEN/B | LENNAR CORP | 463,700 | $21,372 | 2.9% | $37.37 | -8.0% | CL B | 526057302 |
| ZION | ZIONS BANCORPORATION N A | 608,800 | $20,699 | 2.8% | $41.50 | -23.7% | COM | 989701107 |
| — | INDEPENDENT BK GROUP INC | 415,054 | $16,818 | 2.3% | $40.52 | — | COM | 45384b106 |
| — | WINTRUST FINL CORP | 368,538 | $16,076 | 2.2% | $43.62 | — | COM | 97650w108 |
| — | LAKELAND BANCORP INC | 1,213,523 | $13,871 | 1.9% | $16.02 | — | COM | 511637100 |
| IBCP | INDEPENDENT BK CORP MICH | 920,405 | $13,668 | 1.8% | $11.40 | -4.0% | COM NEW | 453838609 |
| — | AMERIS BANCORP | 574,668 | $13,556 | 1.8% | $23.59 | — | COM | 03076k108 |
| — | TCF FINANCIAL CORPORATION NE | 438,100 | $12,889 | 1.7% | $38.07 | — | COM | 872307103 |
| VLY | VALLEY NATL BANCORP | 1,557,450 | $12,179 | 1.6% | $10.21 | -24.8% | COM | 919794107 |
| — | HARBORONE BANCORP INC NEW | 1,351,500 | $11,542 | 1.6% | $8.54 | — | COM NEW | 41165y100 |
| — | INVESTAR HLDG CORP | 772,268 | $11,198 | 1.5% | $14.50 | — | COM | 46134l105 |
| FMBH | FIRST MID BANCSHARES INC | 423,144 | $11,099 | 1.5% | $27.79 | -23.0% | COM | 320866106 |
| — | STERLING BANCORP DEL | 927,977 | $10,876 | 1.5% | $11.72 | — | COM | 85917a100 |
| — | BANCFIRST CORP | 264,700 | $10,739 | 1.4% | $40.57 | — | COM | 05945f103 |
| CIVB | CIVISTA BANCSHARES INC | 683,448 | $10,525 | 1.4% | $17.65 | -31.2% | COM NO PAR | 178867107 |
| — | LUTHER BURBANK CORP | 1,013,253 | $10,133 | 1.4% | $11.25 | — | COM | 550550107 |
| — | ESSA BANCORP INC | 726,685 | $10,115 | 1.4% | $13.92 | — | COM | 29667d104 |
| — | ARES MANAGEMENT CORPORATION | 250,000 | $9,925 | 1.3% | $39.70 | — | CL A COM STK | 03990b101 |
| — | PREMIER FINANCIAL CORP | 555,030 | $9,807 | 1.3% | $17.67 | — | COM | 74052f108 |
| — | BANKUNITED INC | 480,600 | $9,732 | 1.3% | $20.25 | — | COM | 06652k103 |
| — | BRIGHTSPHERE INVT GROUP INC | 772,600 | $9,627 | 1.3% | $12.46 | — | COM | 10948w103 |
| HBT | HBT FINL INC. | 689,200 | $9,187 | 1.2% | $15.72 | -23.8% | COM | 404111106 |
| — | QNB Corporation | 317,896 | $8,981 | 1.2% | $28.25 | — | Not 13-F Security | 74726n107 |
| HTB | HOMETRUST BANCSHARES INC | 555,000 | $8,880 | 1.2% | $19.65 | -23.5% | COM | 437872104 |
| — | KKR & CO INC | 285,000 | $8,801 | 1.2% | $30.88 | — | COM | 48251w104 |
| KEY | KEYCORP | 685,875 | $8,354 | 1.1% | $10.97 | -19.6% | COM | 493267108 |
| HOMB | HOME BANCSHARES INC | 515,799 | $7,933 | 1.1% | $23.69 | -40.7% | COM | 436893200 |
| — | VICTORY CAP HLDGS INC | 458,700 | $7,885 | 1.1% | $17.19 | — | COM CL A | 92645b103 |
| — | SIGNATURE BK NEW YORK N Y | 73,733 | $7,884 | 1.1% | $106.93 | — | COM | 82669g104 |
| — | SANDY SPRING BANCORP INC | 316,048 | $7,832 | 1.1% | $37.09 | — | COM | 800363103 |
| — | BLACKROCK INC | 14,250 | $7,753 | 1.0% | $544.07 | — | COM | 09247x101 |
| — | INVESTORS BANCORP INC NEW | 906,124 | $7,702 | 1.0% | $8.50 | — | COM | 46146l101 |
| HBNC | HORIZON BANCORP INC | 712,000 | $7,611 | 1.0% | $12.82 | -20.4% | COM | 440407104 |
| — | COMMUNITY BANKERS TR CORP | 1,340,000 | $7,370 | 1.0% | $6.77 | — | COM | 203612106 |
| FOR | FORESTAR GROUP INC | 467,791 | $7,054 | 0.9% | $19.43 | -29.1% | COM | 346232101 |
| — | QCR HOLDINGS INC | 222,590 | $6,940 | 0.9% | $31.18 | — | COM | 74727a104 |
| — | SOUTH PLAINS FINANCIAL INC | 456,900 | $6,506 | 0.9% | $14.24 | — | COM | 83946p107 |
| — | HEARTLAND FINL USA INC | 188,846 | $6,315 | 0.8% | $33.44 | — | COM | 42234q102 |
| PHM | PULTE GROUP INC | 185,200 | $6,302 | 0.8% | $28.36 | 0.0% | COM | 745867101 |
| — | SPDR S&P 500 ETF TR | 20,000 | $6,167 | 0.8% | — | — | Put | 78462f103 |
| — | VISA INC | 30,800 | $5,950 | 0.8% | $193.18 | — | COM CL A | 92826c839 |
| — | CODORUS VY BANCORP INC | 425,239 | $5,881 | 0.8% | $24.25 | — | COM | 192025104 |
| — | BOSTON PRIVATE FINL HLDGS IN | 813,400 | $5,596 | 0.8% | $11.99 | — | COM | 101119105 |
| — | AMERICAN RIVER BANKSHARES | 525,000 | $5,591 | 0.8% | $9.59 | — | COM | 029326105 |
| — | IF BANCORP INC | 323,700 | $5,584 | 0.8% | $17.25 | — | COM | 44951j105 |
| — | SELECT SECTOR SPDR TR | 235,000 | $5,438 | 0.7% | — | — | Put | 81369y605 |
| FITB | FIFTH THIRD BANCORP | 272,800 | $5,260 | 0.7% | $20.15 | -26.4% | COM | 316773100 |
| — | Bay Banks of Virginia, Inc. | 869,829 | $5,219 | 0.7% | $5.70 | — | Not 13-F Security | 072035108 |
| FISV | FISERV INC | 53,000 | $5,174 | 0.7% | $101.92 | -1.2% | COM | 337738108 |
| ORRF | ORRSTOWN FINL SVCS INC | 337,652 | $4,980 | 0.7% | $16.25 | -32.6% | COM | 687380105 |
| — | BANC OF CALIFORNIA INC | 457,700 | $4,957 | 0.7% | $10.83 | — | COM | 05990k106 |
| FMNB | FARMERS NATIONAL BANC CORP | 417,214 | $4,948 | 0.7% | $11.03 | -19.0% | COM | 309627107 |
| FFBC | FIRST FINL BANCORP OH | 351,800 | $4,887 | 0.7% | $20.82 | -47.9% | COM | 320209109 |
| — | MASTERCARD INCORPORATED | 15,500 | $4,583 | 0.6% | $295.68 | — | CL A | 57636q104 |
| — | FIRST BANCSHARES INC MS | 200,500 | $4,511 | 0.6% | $28.69 | — | COM | 318916103 |
| — | CENTURY BANCORP INC MASS | 57,869 | $4,498 | 0.6% | $46.20 | — | CL A NON VTG | 156432106 |
| — | STANDARD AVB FINL CORP | 186,492 | $4,327 | 0.6% | $23.20 | — | COM | 85303b100 |
| — | TERRITORIAL BANCORP INC | 178,043 | $4,236 | 0.6% | $23.79 | — | COM | 88145x108 |
| — | CAMBRIDGE BANCORP | 71,100 | $4,212 | 0.6% | $75.39 | — | COM | 132152109 |
| — | FIDELITY NATL INFORMATION SV | 31,100 | $4,170 | 0.6% | $134.08 | — | COM | 31620m106 |
| BK | BANK NEW YORK MELLON CORP | 104,500 | $4,039 | 0.5% | $31.07 | 0.0% | COM | 064058100 |
| — | PROVIDENT BANCORP INC | 511,363 | $4,019 | 0.5% | $7.86 | — | COM NEW | 74383l105 |
| — | TRUSTCO BK CORP N Y | 634,611 | $4,017 | 0.5% | $6.30 | — | COM | 898349105 |
| PFBC | PREFERRED BK LOS ANGELES CA | 92,600 | $3,968 | 0.5% | $35.88 | +2.5% | COM NEW | 740367404 |
| — | SOUTHSIDE BANCSHARES INC | 139,427 | $3,865 | 0.5% | $27.72 | — | COM | 84470p109 |
| — | HOWARD HUGHES CORP | 73,600 | $3,824 | 0.5% | $51.96 | — | COM | 44267d107 |
| — | FIVE POINT HOLDINGS LLC | 827,800 | $3,808 | 0.5% | $4.60 | — | COM CL A | 33833q106 |
| — | EAGLE BANCORP MONT INC | 215,249 | $3,741 | 0.5% | $17.38 | — | COM | 26942g100 |
| — | ALERUS FINL CORP | 180,000 | $3,557 | 0.5% | $19.76 | — | COM | 01446u103 |
| — | TFS FINL CORP | 242,000 | $3,463 | 0.5% | $14.31 | — | COM | 87240r107 |
| — | HMN FINL INC | 235,557 | $3,439 | 0.5% | $14.60 | — | COM | 40424g108 |
| — | FFBW INC MD | 393,902 | $3,388 | 0.5% | $8.60 | — | COM | 30260m103 |
| — | FIRST INTST BANCSYSTEM INC | 105,400 | $3,263 | 0.4% | $30.96 | — | COM CL A | 32055y201 |
| PIPR | PIPER SANDLER COMPANIES | 55,000 | $3,254 | 0.4% | $76.42 | -26.3% | COM | 724078100 |
| — | White River Bancshares Company | 68,000 | $3,231 | 0.4% | $47.51 | — | Not 13-F Security | 96445a108 |
| — | CAPITAL ONE FINL CORP | 51,300 | $3,211 | 0.4% | $62.59 | — | COM | 14040h105 |
| — | MERIDIAN BANCORP INC MD | 270,900 | $3,142 | 0.4% | $11.60 | — | COM | 58958u103 |
| OTTW | OTTAWA BANCORP INC | 300,200 | $3,137 | 0.4% | $9.10 | -3.3% | COM | 689195105 |
| — | EVANS BANCORP INC | 134,784 | $3,135 | 0.4% | $23.26 | — | COM NEW | 29911q208 |
| — | Equitable Financial Corp. | 290,000 | $3,132 | 0.4% | $10.80 | — | Not 13-F Security | 29448t105 |
| — | CONNECTONE BANCORP INC NEW | 193,889 | $3,125 | 0.4% | $16.12 | — | COM | 20786w107 |
| — | BOK FINL CORP | 55,000 | $3,104 | 0.4% | $56.44 | — | COM NEW | 05561q201 |
| — | DISCOVER FINL SVCS | 59,500 | $2,980 | 0.4% | $35.66 | — | COM | 254709108 |
| — | GOLDMAN SACHS GROUP INC | 15,000 | $2,964 | 0.4% | $197.60 | — | COM | 38141g104 |
| — | GUARANTY BANCSHARES INC TEX | 107,276 | $2,775 | 0.4% | $29.51 | — | COM | 400764106 |
| — | CANNAE HLDGS INC | 67,500 | $2,774 | 0.4% | $41.10 | — | COM | 13765n107 |
| EFSC | ENTERPRISE FINL SVCS CORP | 83,644 | $2,603 | 0.4% | $36.48 | -29.4% | COM | 293712105 |
| CBNK | CAPITAL BANCORP INC MD | 238,262 | $2,549 | 0.3% | $11.79 | -13.8% | COM | 139737100 |
| — | MERIDIAN BK PAOLI PA | 155,365 | $2,463 | 0.3% | $15.85 | — | COM | 58958p104 |
| IEF | ISHARES TR | 20,000 | $2,437 | 0.3% | $121.50 | — | BARCLAYS 7 10 YR | 464287440 |
| — | MID SOUTHERN BANCORP INC | 195,000 | $2,363 | 0.3% | $12.12 | — | COM | 59548q107 |
| — | JPMORGAN CHASE & CO | 25,000 | $2,352 | 0.3% | $94.08 | — | COM | 46625h100 |
| FCCO | FIRST CMNTY CORP S C | 151,840 | $2,300 | 0.3% | $15.64 | -18.4% | COM | 319835104 |
| OCFC | OCEANFIRST FINL CORP | 128,600 | $2,267 | 0.3% | $16.28 | -23.2% | COM | 675234108 |
| — | LPL FINL HLDGS INC | 28,100 | $2,203 | 0.3% | $78.40 | — | COM | 50212v100 |
| — | AMERICAN NATL BANKSHARES INC | 86,600 | $2,168 | 0.3% | $37.20 | — | COM | 027745108 |
| — | STERLING BANCORP INC | 598,500 | $2,143 | 0.3% | $3.58 | — | COM | 85917w102 |
| USB | US BANCORP DEL | 56,700 | $2,088 | 0.3% | $35.39 | -21.3% | COM NEW | 902973304 |
| — | BROOKLINE BANCORP INC DEL | 203,901 | $2,055 | 0.3% | $10.08 | — | COM | 11373m107 |
| — | Communities First Financial Corporation | 90,100 | $2,054 | 0.3% | $22.80 | — | Not 13-F Security | 20344d104 |
| — | ARTISAN PARTNERS ASSET MGMT | 60,000 | $1,950 | 0.3% | $32.50 | — | CL A | 04316a108 |
| PROV | PROVIDENT FINL HLDGS INC | 145,000 | $1,944 | 0.3% | $16.88 | -22.7% | COM | 743868101 |
| — | RANDOLPH BANCORP INC | 190,100 | $1,911 | 0.3% | $12.32 | — | COM | 752378109 |
| — | REGIONS FINANCIAL CORP NEW | 160,384 | $1,783 | 0.2% | $11.12 | — | COM | 7591ep100 |
| — | PSB Holdings, Inc. | 96,000 | $1,781 | 0.2% | $18.55 | — | Not 13-F Security | 69360n108 |
| — | SOUTHERN NATL BANCORP OF VA | 182,700 | $1,770 | 0.2% | $16.36 | — | COM | 843395104 |
| — | SOUTH ST CORP | 36,717 | $1,750 | 0.2% | $47.66 | — | COM | 840441109 |
| CFG | CITIZENS FINANCIAL GROUP INC | 66,400 | $1,676 | 0.2% | $28.24 | -37.2% | COM | 174610105 |
| RBKB | RHINEBECK BANCORP INC | 250,000 | $1,640 | 0.2% | $11.36 | -39.5% | COM | 762093102 |
| — | HOPE BANCORP INC | 177,800 | $1,639 | 0.2% | $9.22 | — | COM | 43940t109 |
| SHBI | SHORE BANCSHARES INC | 144,695 | $1,605 | 0.2% | $17.64 | -44.5% | COM | 825107105 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 167,800 | $1,585 | 0.2% | $8.74 | -12.2% | COM | 470299108 |
| PB | PROSPERITY BANCSHARES INC | 26,165 | $1,554 | 0.2% | $55.51 | -13.5% | COM | 743606105 |
| — | PRUDENTIAL BANCORP INC NEW | 125,000 | $1,505 | 0.2% | $12.04 | — | COM | 74431a101 |
| SMBC | SOUTHERN MO BANCORP INC | 60,000 | $1,458 | 0.2% | $20.78 | 0.0% | COM | 843380106 |
| IWM | ISHARES TR | 10,000 | $1,432 | 0.2% | — | — | Put | 464287655 |
| PEBK | PEOPLES BANCORP N C INC | 80,251 | $1,418 | 0.2% | $28.05 | -36.6% | COM | 710577107 |
| — | OP BANCORP | 200,700 | $1,385 | 0.2% | $6.90 | — | COM | 67109r109 |
| — | M & T BK CORP | 13,143 | $1,366 | 0.2% | $103.93 | — | COM | 55261f104 |
| ERKH | Eureka Homestead Bancorp, Inc. | 140,000 | $1,366 | 0.2% | $12.16 | -19.6% | Not 13-F Security | 298544107 |
| — | ENVESTNET INC | 18,540 | $1,363 | 0.2% | $73.52 | — | COM | 29404k106 |
| — | FIRST UTD CORP | 101,800 | $1,358 | 0.2% | $13.34 | — | COM | 33741h107 |
| CZFS | Citizens Financial Services, Inc. | 26,149 | $1,301 | 0.2% | $42.71 | -2.4% | Not 13-F Security | 174615104 |
| PLBC | PLUMAS BANCORP | 56,794 | $1,256 | 0.2% | $22.62 | -14.5% | COM | 729273102 |
| — | MACATAWA BK CORP | 151,151 | $1,182 | 0.2% | $7.88 | — | COM | 554225102 |
| — | SPDR SER TR | 30,000 | $1,152 | 0.2% | — | — | Put | 78464a698 |
| — | LAZARD LTD | 40,000 | $1,145 | 0.2% | $28.63 | — | SHS A | g54050102 |
| — | Blackhawk Bancorp, Inc. | 56,500 | $1,138 | 0.2% | $20.14 | — | Not 13-F Security | 09237e204 |
| — | PROFESSIONAL HLDG CORP | 81,423 | $1,130 | 0.2% | $15.95 | — | CL A COM | 743139107 |
| PBFS | PIONEER BANCORP INC | 117,436 | $1,075 | 0.1% | $13.88 | -32.8% | COM | 723561106 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 57,292 | $1,073 | 0.1% | $24.69 | -31.2% | COM | 704699107 |
| RY | ROYAL BK CDA | 15,800 | $1,071 | 0.1% | $74.21 | -14.3% | COM | 780087102 |
| — | COMMUNITY FIRST BANCSHARES I | 130,000 | $996 | 0.1% | $7.66 | — | COM | 20369m104 |
| — | SOUND FINL BANCORP INC | 40,000 | $966 | 0.1% | $24.15 | — | COM | 83607a100 |
| — | ESQUIRE FINL HLDGS INC | 54,411 | $920 | 0.1% | $16.91 | — | COM | 29667j101 |
| — | TRUIST FINL CORP | 24,318 | $913 | 0.1% | $37.54 | — | COM | 89832q109 |
| — | Heritage Nola Bancorp, Inc. | 89,180 | $896 | 0.1% | $10.05 | — | Not 13-F Security | 42727p108 |
| FFIC | FLUSHING FINL CORP | 73,900 | $851 | 0.1% | $13.01 | -35.5% | COM | 343873105 |
| WSBC | WESBANCO INC | 40,000 | $812 | 0.1% | $21.88 | 0.0% | COM | 950810101 |
| — | BANK7 CORP | 71,925 | $781 | 0.1% | $10.86 | — | COM | 06652n107 |
| BSBK | BOGOTA FINL CORP | 80,000 | $699 | 0.1% | $9.86 | -15.0% | COM | 097235105 |
| — | BRIDGE BANCORP INC | 29,600 | $676 | 0.1% | $22.84 | — | COM | 108035106 |
| — | MERCHANTS BANCORP IND | 36,400 | $673 | 0.1% | $18.49 | — | COM | 58844r108 |
| — | PAYPAL HLDGS INC | 3,750 | $653 | 0.1% | $174.13 | — | COM | 70450y103 |
| HBCP | HOME BANCORP INC | 23,675 | $633 | 0.1% | $21.05 | 0.0% | COM | 43689E107 |
| — | Sugar Creek Financial Corporation | 77,375 | $600 | 0.1% | $7.75 | — | Not 13-F Security | 86481y102 |
| — | Sunnyside Bancorp, Inc. | 64,871 | $560 | 0.1% | $10.20 | — | Not 13-F Security | 867475105 |
| FRME | FIRST MERCHANTS CORP | 20,044 | $553 | 0.1% | $21.90 | 0.0% | COM | 320817109 |
| — | First IC Corporation | 109,731 | $533 | 0.1% | $4.86 | — | Not 13-F Security | 32058j102 |
| — | New Bancorp, Inc. | 20,000 | $500 | 0.1% | $16.00 | — | Not 13-F Security | 642142103 |
| — | 1ST CONSTITUTION BANCORP | 40,000 | $496 | 0.1% | $12.40 | — | COM | 31986n102 |
| — | Quaint Oak Bancorp, Inc. | 40,000 | $440 | 0.1% | $11.00 | — | Not 13-F Security | 74732t106 |
| — | META FINL GROUP INC | 20,000 | $363 | 0.0% | $18.15 | — | COM | 59100u108 |
| — | PROVIDENT FINL SVCS INC | 23,169 | $335 | 0.0% | $14.46 | — | COM | 74386t105 |
| WLFC | WILLIS LEASE FINANCE CORP | 13,083 | $318 | 0.0% | $14.76 | +44.9% | COM | 970646105 |
| — | BANCORP 34 INC | 28,160 | $318 | 0.0% | $11.29 | — | COM | 05970v106 |
| — | LIMESTONE BANCORP INC | 23,297 | $306 | 0.0% | $13.13 | — | COM | 53262l105 |
| — | KEARNY FINL CORP MD | 35,000 | $286 | 0.0% | $8.17 | — | COM | 48716p108 |
| — | PCB BANCORP | 14,900 | $153 | 0.0% | $10.27 | — | COM | 69320m109 |
| — | Pioneer Bancshares, Inc. | 4,028 | $61 | 0.0% | $15.14 | — | Not 13-F Security | 72357g102 |
| OVLY | OAK VALLEY BANCORP OAKDALE C | 2,706 | $34 | 0.0% | $13.33 | 0.0% | COM | 671807105 |
| — | SouthCrest Financial Group, Inc. | 5,024 | $30 | 0.0% | $5.97 | — | Not 13-F Security | 84129x107 |