CIK: 0001059543 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Jul 17, 2015
Total Value ($000): $131,688 (98.7% shares, 1.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MB FINANCIAL INC NEW | 202,952 | $6,990 | 5.3% | $29.85 | — | COM | 55264U108 |
| BAC | BANK AMER CORP | 381,972 | $6,501 | 4.9% | $12.17 | +7.9% | COM | 060505104 |
| — | RITE AID CORP | 612,895 | $5,118 | 3.9% | $7.01 | — | COM | 767754104 |
| CNO | CNO FINL GROUP INC | 260,310 | $4,777 | 3.6% | $12.65 | +14.5% | COM | 12621E103 |
| — | CAPITAL ONE FINL CORP | 102,756 | $4,728 | 3.6% | $35.44 | — | *W EXP 11/14/201 | 14040H139 |
| — | M & T BK CORP | 90,277 | $4,699 | 3.6% | $44.20 | — | *W EXP 12/23/201 | 55261F112 |
| PNC | PNC FINL SVCS GROUP INC | 41,661 | $3,985 | 3.0% | $51.88 | +30.5% | COM | 693475105 |
| — | JPMORGAN CHASE & CO | 132,139 | $3,270 | 2.5% | $19.46 | — | *W EXP 10/28/201 | 46634E114 |
| — | BB&T CORP | 68,390 | $2,757 | 2.1% | $37.46 | — | COM | 054937107 |
| — | SOUTHERN NATL BANCORP OF VA | 242,733 | $2,689 | 2.0% | $10.26 | — | COM | 843395104 |
| — | SOUTH ST CORP | 33,836 | $2,571 | 2.0% | $60.08 | — | COM | 840441109 |
| — | MERIDIAN BANCORP INC MD | 191,079 | $2,563 | 1.9% | $11.21 | — | COM | 58958U103 |
| — | SYNOVUS FINL CORP | 82,277 | $2,535 | 1.9% | $24.53 | — | COM NEW | 87161C501 |
| — | COMERICA INC | 102,542 | $2,268 | 1.7% | $18.86 | — | *W EXP 11/14/201 | 200340115 |
| SBCF | SEACOAST BKG CORP FLA | 136,564 | $2,158 | 1.6% | $11.22 | +31.9% | COM NEW | 811707801 |
| FITB | FIFTH THIRD BANCORP | 100,659 | $2,096 | 1.6% | $13.25 | +5.8% | COM | 316773100 |
| KEY | KEYCORP NEW | 137,760 | $2,069 | 1.6% | $8.05 | +19.7% | COM | 493267108 |
| — | INVESTORS BANCORP INC NEW | 167,217 | $2,057 | 1.6% | $10.99 | — | COM | 46146L101 |
| COF | CAPITAL ONE FINL CORP | 22,810 | $2,007 | 1.5% | $60.38 | +14.7% | COM | 14040H105 |
| HWC | HANCOCK HLDG CO | 55,912 | $1,785 | 1.4% | $31.98 | -5.2% | COM | 410120109 |
| — | HARTFORD FINL SVCS GROUP INC | 52,155 | $1,763 | 1.3% | $27.51 | — | *W EXP 06/26/201 | 416515120 |
| IMPM | IMPAC MTG HLDGS INC | 90,875 | $1,739 | 1.3% | $7.06 | +163.8% | COM NEW | 45254P508 |
| JPM | JPMORGAN CHASE & CO | 107,900 | $1,695 | 1.3% | $44.66 | +10.0% | Call | 46625H100 |
| JPM | JPMORGAN CHASE & CO | 22,534 | $1,527 | 1.2% | $44.66 | +10.0% | COM | 46625H100 |
| NBTB | NBT BANCORP INC | 53,997 | $1,413 | 1.1% | $24.54 | +2.4% | COM | 628778102 |
| — | HUDSON VALLEY HOLDING CORP | 46,732 | $1,318 | 1.0% | $21.80 | — | COM | 444172100 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 32,600 | $1,281 | 1.0% | $21.50 | +33.0% | COM | 744573106 |
| — | ESSA BANCORP INC | 98,688 | $1,269 | 1.0% | $11.56 | — | COM | 29667D104 |
| — | MIDSOUTH BANCORP INC | 83,059 | $1,268 | 1.0% | $15.93 | — | COM | 598039105 |
| C | CITIGROUP INC | 22,823 | $1,260 | 1.0% | $37.66 | +7.7% | COM NEW | 172967424 |
| CERS | CERUS CORP | 241,242 | $1,252 | 1.0% | $4.92 | -3.7% | COM | 157085101 |
| — | HUDSON CITY BANCORP | 120,800 | $1,194 | 0.9% | $9.91 | — | COM | 443683107 |
| BAC | BANK AMER CORP | 212,700 | $1,149 | 0.9% | $12.17 | +7.9% | Call | 060505104 |
| — | SUNTRUST BKS INC | 26,620 | $1,145 | 0.9% | $36.80 | — | COM | 867914103 |
| — | STERLING BANCORP DEL | 73,277 | $1,077 | 0.8% | $13.82 | — | COM | 85917A100 |
| USB | US BANCORP DEL | 24,800 | $1,076 | 0.8% | $25.38 | +17.9% | COM NEW | 902973304 |
| — | HAMPTON ROADS BANKSHARES INC | 494,999 | $1,030 | 0.8% | $1.73 | — | COM NEW | 409321502 |
| MS | MORGAN STANLEY | 25,845 | $1,003 | 0.8% | $22.26 | +27.5% | COM NEW | 617446448 |
| GSBD | GOLDMAN SACHS BDC INC | 41,578 | $983 | 0.7% | $21.69 | 0.0% | SHS | 38147U107 |
| ABR | ARBOR RLTY TR INC | 144,235 | $975 | 0.7% | $6.76 | — | COM | 038923108 |
| RF | REGIONS FINL CORP NEW | 93,159 | $965 | 0.7% | $6.89 | +0.6% | COM | 7591EP100 |
| THG | HANOVER INS GROUP INC | 13,026 | $964 | 0.7% | $42.09 | +26.4% | COM | 410867105 |
| — | AVENUE FINL HLDGS INC | 75,000 | $946 | 0.7% | $12.61 | — | COM | 05358K102 |
| EFSC | ENTERPRISE FINL SVCS CORP | 41,420 | $943 | 0.7% | $15.45 | +15.4% | COM | 293712105 |
| WFC | WELLS FARGO & CO NEW | 75,700 | $926 | 0.7% | $30.76 | +34.5% | Call | 949746101 |
| MET | METLIFE INC | 15,280 | $856 | 0.7% | $30.13 | +10.0% | COM | 59156R108 |
| — | UNITED CMNTY BANCORP IND | 55,000 | $760 | 0.6% | $12.25 | — | COM | 90984R101 |
| NWBI | NORTHWEST BANCSHARES INC MD | 59,193 | $759 | 0.6% | $6.88 | -0.2% | COM | 667340103 |
| — | BENEFICIAL BANCORP INC | 60,413 | $755 | 0.6% | $11.57 | — | COM | 08171T102 |
| — | LEADING BRANDS INC | 196,934 | $748 | 0.6% | $3.85 | — | COM NEW | 52170U207 |
| HBAN | HUNTINGTON BANCSHARES INC | 64,330 | $728 | 0.6% | $5.68 | +28.7% | COM | 446150104 |
| — | STATE BK FINL CORP | 33,236 | $721 | 0.5% | $18.34 | — | COM | 856190103 |
| — | FRANKLIN FINL NETWORK INC | 29,973 | $688 | 0.5% | $22.95 | — | COM | 35352P104 |
| — | CIT GROUP INC | 14,314 | $665 | 0.5% | $49.18 | — | COM NEW | 125581801 |
| — | UNITED FINL BANCORP INC NEW | 48,926 | $658 | 0.5% | $13.55 | — | COM | 910304104 |
| — | FIRST DEFIANCE FINL CORP | 17,404 | $654 | 0.5% | $27.08 | — | COM | 32006W106 |
| CNOB | CONNECTONE BANCORP INC NEW | 29,500 | $635 | 0.5% | $15.05 | +4.7% | COM | 20786W107 |
| — | SOUTHCOAST FINANCIAL CORP | 73,079 | $622 | 0.5% | $6.67 | — | COM | 84129R100 |
| T | AT&T INC | 17,295 | $614 | 0.5% | $11.77 | +3.7% | COM | 00206R102 |
| — | WELLS FARGO & CO NEW | 26,400 | $594 | 0.5% | $15.91 | — | *W EXP 10/28/201 | 949746119 |
| OLP | ONE LIBERTY PPTYS INC | 26,833 | $571 | 0.4% | $21.28 | — | COM | 682406103 |
| AIG | AMERICAN INTL GROUP INC | 33,500 | $569 | 0.4% | $37.86 | +20.2% | Call | 026874784 |
| — | BB&T CORP | 71,600 | $564 | 0.4% | $37.46 | — | Call | 054937107 |
| MS | MORGAN STANLEY | 46,200 | $554 | 0.4% | $22.26 | +27.5% | Call | 617446448 |
| — | BANK AMER CORP | 88,241 | $544 | 0.4% | $6.57 | — | *W EXP 01/16/201 | 060505146 |
| — | KKR & CO L P DEL | 23,000 | $526 | 0.4% | $22.87 | — | COM UNITS | 48248M102 |
| ALL | ALLSTATE CORP | 7,600 | $493 | 0.4% | $41.21 | +31.8% | COM | 020002101 |
| C | CITIGROUP INC | 30,800 | $484 | 0.4% | $37.66 | +7.7% | Call | 172967424 |
| HAFC | HANMI FINL CORP | 19,214 | $477 | 0.4% | $18.99 | +17.9% | COM NEW | 410495204 |
| META | FACEBOOK INC | 5,500 | $472 | 0.4% | $49.86 | +62.6% | CL A | 30303M102 |
| STT | STATE STR CORP | 6,100 | $470 | 0.4% | $50.63 | +13.8% | COM | 857477103 |
| AIG | AMERICAN INTL GROUP INC | 7,520 | $465 | 0.4% | $37.86 | +20.2% | COM NEW | 026874784 |
| — | XL GROUP PLC | 12,000 | $446 | 0.3% | $31.25 | — | SHS | G98290102 |
| PRU | PRUDENTIAL FINL INC | 19,300 | $436 | 0.3% | — | — | Call | 744320102 |
| MET | METLIFE INC | 36,100 | $436 | 0.3% | $30.13 | +10.0% | Call | 59156R108 |
| — | MAIDEN HOLDINGS LTD | 27,500 | $434 | 0.3% | $12.44 | — | SHS | G5753U112 |
| — | ENDURANCE SPECIALTY HLDGS LT | 6,600 | $434 | 0.3% | $58.64 | — | SHS | G30397106 |
| GS | GOLDMAN SACHS GROUP INC | 7,400 | $428 | 0.3% | — | — | Call | 38141G104 |
| CMA | COMERICA INC | 8,305 | $426 | 0.3% | $29.51 | +10.4% | COM | 200340107 |
| — | LEGG MASON INC | 8,200 | $423 | 0.3% | $43.54 | — | COM | 524901105 |
| — | SUSQUEHANNA BANCSHARES INC P | 29,373 | $415 | 0.3% | $12.83 | — | COM | 869099101 |
| LNC | LINCOLN NATL CORP IND | 6,600 | $391 | 0.3% | $31.80 | +24.7% | COM | 534187109 |
| — | WESTFIELD FINANCIAL INC NEW | 53,333 | $390 | 0.3% | $7.35 | — | COM | 96008P104 |
| NXPI | NXP SEMICONDUCTORS N V | 10,500 | $383 | 0.3% | — | — | Call | N6596X109 |
| — | DISCOVER FINL SVCS | 6,500 | $375 | 0.3% | $56.00 | — | COM | 254709108 |
| CROX | CROCS INC | 25,492 | $375 | 0.3% | $12.37 | +14.3% | COM | 227046109 |
| — | MONARCH FINANCIAL HOLDINGS I | 29,420 | $369 | 0.3% | $12.30 | — | COM | 60907Q100 |
| — | PNC FINL SVCS GROUP INC | 11,890 | $342 | 0.3% | $17.75 | — | *W EXP 12/31/201 | 693475121 |
| — | ALLIED WRLD ASSUR COM HLDG A | 7,500 | $324 | 0.2% | $62.93 | — | SHS | H01531104 |
| — | BROOKLINE BANCORP INC DEL | 28,405 | $321 | 0.2% | $9.54 | — | COM | 11373M107 |
| BPOP | POPULAR INC | 10,982 | $317 | 0.2% | $20.37 | +24.4% | COM NEW | 733174700 |
| WFC | WELLS FARGO & CO NEW | 5,619 | $316 | 0.2% | $30.76 | +34.5% | COM | 949746101 |
| — | MADISON SQUARE GARDEN CO | 3,667 | $306 | 0.2% | $57.54 | — | CL A | 55826P100 |
| PNC | PNC FINL SVCS GROUP INC | 18,000 | $304 | 0.2% | $51.88 | +30.5% | Call | 693475105 |
| KEY | KEYCORP NEW | 54,500 | $297 | 0.2% | $8.05 | +19.7% | Call | 493267108 |
| — | BBCN BANCORP INC | 19,981 | $296 | 0.2% | $16.57 | — | COM | 073295107 |
| — | GENERAL ELECTRIC CO | 71,000 | $293 | 0.2% | — | — | Call | 369604103 |
| GNE | GENIE ENERGY LTD | 27,426 | $287 | 0.2% | $11.22 | +1.3% | CL B | 372284208 |
| LEN | LENNAR CORP | 5,600 | $286 | 0.2% | $30.45 | +37.1% | CL A | 526057104 |
| BDX | BECTON DICKINSON & CO | 2,000 | $283 | 0.2% | $85.77 | +36.9% | COM | 075887109 |
| BK | BANK NEW YORK MELLON CORP | 30,100 | $282 | 0.2% | — | — | Call | 064058100 |
| BMY | BRISTOL MYERS SQUIBB CO | 20,000 | $282 | 0.2% | $34.16 | +34.7% | Call | 110122108 |
| ABT | ABBOTT LABS | 19,600 | $281 | 0.2% | — | — | Call | 002824100 |
| — | MERCHANTS BANCSHARES | 8,360 | $276 | 0.2% | $31.94 | — | COM | 588448100 |
| — | DISCOVER FINL SVCS | 26,400 | $274 | 0.2% | $56.00 | — | Call | 254709108 |
| OSBC | OLD SECOND BANCORP INC ILL | 40,000 | $264 | 0.2% | $4.45 | +24.6% | COM | 680277100 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,300 | $258 | 0.2% | — | — | Call | 83088M102 |
| WSBF | WATERSTONE FINL INC MD | 18,561 | $245 | 0.2% | $10.47 | +24.0% | COM | 94188P101 |
| — | SUNTRUST BKS INC | 22,000 | $241 | 0.2% | $36.80 | — | Call | 867914103 |
| — | SUNTRUST BKS INC | 22,854 | $240 | 0.2% | $9.60 | — | *W EXP 12/31/201 | 867914129 |
| — | ARGO GROUP INTL HLDGS LTD | 4,092 | $228 | 0.2% | $50.10 | — | COM | G0464B107 |
| — | GUARANTY FED BANCSHARES INC | 15,000 | $221 | 0.2% | $14.73 | — | COM | 40108P101 |
| PFBX | PEOPLES FINL CORP MISS | 21,000 | $219 | 0.2% | $11.10 | -22.2% | COM | 71103B102 |
| TRV | TRAVELERS COMPANIES INC | 21,600 | $215 | 0.2% | $72.50 | +11.6% | Call | 89417E109 |
| PFE | PFIZER INC | 6,000 | $201 | 0.2% | $20.10 | +3.3% | COM | 717081103 |
| ALL | ALLSTATE CORP | 22,100 | $200 | 0.2% | $41.21 | +31.8% | Call | 020002101 |
| RF | REGIONS FINL CORP NEW | 109,100 | $194 | 0.1% | $6.89 | +0.6% | Call | 7591EP100 |
| FITB | FIFTH THIRD BANCORP | 74,000 | $194 | 0.1% | $13.25 | +5.8% | Call | 316773100 |
| — | CLIFTON BANCORP INC | 13,702 | $192 | 0.1% | $14.09 | — | COM | 186873105 |
| — | HOLOGIC INC | 11,000 | $188 | 0.1% | — | — | Call | 436440AB7 |
| KRNY | KEARNY FINL CORP MD | 17,036 | $181 | 0.1% | $10.55 | 0.0% | COM | 48716P108 |
| — | ORITANI FINL CORP DEL | 10,800 | $173 | 0.1% | $16.02 | — | COM | 68633D103 |
| — | MAGNUM HUNTER RES CORP DEL | 89,000 | $166 | 0.1% | $2.00 | — | COM | 55973B102 |
| FCCO | FIRST CMNTY CORP S C | 13,500 | $159 | 0.1% | $9.35 | 0.0% | COM | 319835104 |
| — | FIRST CLOVER LEAF FIN CORP | 17,352 | $159 | 0.1% | $9.80 | — | COM | 31969M105 |
| ZION | ZIONS BANCORPORATION | 20,000 | $149 | 0.1% | — | — | Call | 989701107 |
| — | ALCOA INC | 19,800 | $139 | 0.1% | — | — | Call | 013817101 |
| ROST | ROSS STORES INC | 10,000 | $135 | 0.1% | — | — | Call | 778296103 |
| — | NEWBRIDGE BANCORP | 15,000 | $134 | 0.1% | $8.91 | — | CL A NO PAR | 65080T102 |
| — | CIT GROUP INC | 12,000 | $124 | 0.1% | $49.18 | — | Call | 125581801 |
| — | BAY BANCORP INC | 23,698 | $121 | 0.1% | $5.19 | — | COM | 07203T106 |
| MSFT | MICROSOFT CORP | 16,700 | $112 | 0.1% | — | — | Call | 594918104 |
| — | FIRST CAPITAL BANCORP VA | 25,000 | $107 | 0.1% | $4.28 | — | COM | 319438107 |
| — | EASTERN VA BANKSHARES INC | 16,000 | $101 | 0.1% | $7.00 | — | COM | 277196101 |
| — | SEVERN BANCORP ANNAPOLIS MD | 19,558 | $94 | 0.1% | $4.81 | — | COM | 81811M100 |
| — | E M C CORP MASS | 23,300 | $71 | 0.1% | — | — | Call | 268648102 |
| HUN | HUNTSMAN CORP | 15,000 | $61 | 0.0% | — | — | Call | 447011107 |
| — | BIOSCRIP INC | 14,802 | $54 | 0.0% | $8.05 | — | COM | 09069N108 |
| — | YOU ON DEMAND HLDGS INC | 25,432 | $53 | 0.0% | $6.36 | — | COM NEW | 98741R207 |
| — | GLAXOSMITHKLINE PLC | 10,000 | $40 | 0.0% | — | — | Call | 37733W105 |
| PFE | PFIZER INC | 10,000 | $38 | 0.0% | $20.10 | +3.3% | Call | 717081103 |
| — | HERTZ GLOBAL HOLDINGS INC | 11,000 | $25 | 0.0% | — | — | Call | 42805T105 |
| — | ACE LTD | 18,700 | $24 | 0.0% | $109.44 | — | Call | H0023R105 |
| — | INVENSENSE INC | 10,000 | $6 | 0.0% | — | — | Call | 46123D205 |
| GNW | GENWORTH FINL INC | 22,000 | $4 | 0.0% | — | — | Call | 37247D106 |