CIK: 0001059543 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 2, 2016
Total Value ($000): $139,308 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BAC | BANK AMER CORP | 912,882 | $14,287 | 10.3% | $10.95 | +10.2% | COM | 060505104 |
| — | MB FINANCIAL INC NEW | 161,686 | $6,151 | 4.4% | $29.85 | — | COM | 55264U108 |
| — | SOUTHERN NATL BANCORP OF VA | 449,373 | $5,864 | 4.2% | $10.81 | — | COM | 843395104 |
| — | M & T BK CORP | 96,455 | $4,080 | 2.9% | $45.17 | — | *W EXP 12/23/201 | 55261F112 |
| PNC | PNC FINL SVCS GROUP INC | 40,472 | $3,646 | 2.6% | $51.88 | +22.0% | COM | 693475105 |
| — | JPMORGAN CHASE & CO | 144,419 | $3,557 | 2.6% | $19.41 | — | *W EXP 10/28/201 | 46634E114 |
| — | CAPITAL ONE FINL CORP | 116,210 | $3,536 | 2.5% | $35.00 | — | *W EXP 11/14/201 | 14040H139 |
| CNO | CNO FINL GROUP INC | 220,916 | $3,373 | 2.4% | $12.73 | +4.2% | COM | 12621E103 |
| — | MERIDIAN BANCORP INC MD | 211,046 | $3,286 | 2.4% | $11.49 | — | COM | 58958U103 |
| — | COWEN GROUP INC NEW | 772,004 | $2,802 | 2.0% | $3.31 | — | CL A | 223622101 |
| — | SOUTH ST CORP | 33,607 | $2,522 | 1.8% | $60.08 | — | COM | 840441109 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 112,462 | $2,520 | 1.8% | $17.15 | +10.8% | COM | 704699107 |
| — | STERLING BANCORP DEL | 143,558 | $2,512 | 1.8% | $14.40 | — | COM | 85917A100 |
| — | BB&T CORP | 65,636 | $2,476 | 1.8% | $37.10 | — | COM | 054937107 |
| KEY | KEYCORP NEW | 177,092 | $2,155 | 1.5% | $7.93 | +2.0% | COM | 493267108 |
| JPM | JPMORGAN CHASE & CO | 32,287 | $2,150 | 1.5% | $44.73 | +13.7% | COM | 46625H100 |
| SBCF | SEACOAST BKG CORP FLA | 132,218 | $2,127 | 1.5% | $11.28 | +45.4% | COM NEW | 811707801 |
| FITB | FIFTH THIRD BANCORP | 100,604 | $2,058 | 1.5% | $13.25 | +4.4% | COM | 316773100 |
| — | COMERICA INC | 104,358 | $1,915 | 1.4% | $18.74 | — | *W EXP 11/14/201 | 200340115 |
| — | SYNOVUS FINL CORP | 57,577 | $1,873 | 1.3% | $24.53 | — | COM NEW | 87161C501 |
| — | HARTFORD FINL SVCS GROUP INC | 51,218 | $1,841 | 1.3% | $27.51 | — | *W EXP 06/26/201 | 416515120 |
| CERS | CERUS CORP | 292,156 | $1,814 | 1.3% | $5.02 | +30.5% | COM | 157085101 |
| HWC | HANCOCK HLDG CO | 55,883 | $1,812 | 1.3% | $31.98 | -5.5% | COM | 410120109 |
| — | RITE AID CORP | 213,868 | $1,645 | 1.2% | $7.63 | — | COM | 767754104 |
| ABR | ARBOR RLTY TR INC | 221,503 | $1,644 | 1.2% | $6.68 | — | COM | 038923108 |
| COF | CAPITAL ONE FINL CORP | 22,671 | $1,628 | 1.2% | $60.38 | -3.5% | COM | 14040H105 |
| NBTB | NBT BANCORP INC | 48,997 | $1,611 | 1.2% | $24.54 | +26.2% | COM | 628778102 |
| — | FRANKLIN FINL NETWORK INC | 41,288 | $1,544 | 1.1% | $24.06 | — | COM | 35352P104 |
| — | PINNACLE FINL PARTNERS INC | 27,000 | $1,460 | 1.0% | $54.07 | — | COM | 72346Q104 |
| IMPM | IMPAC MTG HLDGS INC | 108,958 | $1,437 | 1.0% | $9.18 | +76.8% | COM NEW | 45254P508 |
| MTB | M & T BK CORP | 12,065 | $1,401 | 1.0% | $88.80 | 0.0% | COM | 55261F104 |
| JPM | JPMORGAN CHASE & CO | 107,900 | $1,398 | 1.0% | $44.73 | +13.7% | Call | 46625H100 |
| — | ESSA BANCORP INC | 91,826 | $1,270 | 0.9% | $11.56 | — | COM | 29667D104 |
| — | TRIANGLE CAP CORP | 63,287 | $1,247 | 0.9% | $19.52 | — | COM | 895848109 |
| RF | REGIONS FINL CORP NEW | 125,146 | $1,235 | 0.9% | $6.83 | -2.7% | COM | 7591EP100 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 28,700 | $1,202 | 0.9% | $21.50 | +48.2% | COM | 744573106 |
| — | XENITH BANKSHARES INC NEW | 494,739 | $1,143 | 0.8% | $2.31 | — | COM | 984102103 |
| EFSC | ENTERPRISE FINL SVCS CORP | 36,195 | $1,131 | 0.8% | $15.45 | +62.2% | COM | 293712105 |
| C | CITIGROUP INC | 22,797 | $1,077 | 0.8% | $37.66 | -9.3% | COM NEW | 172967424 |
| — | SUNTRUST BKS INC | 24,187 | $1,059 | 0.8% | $37.06 | — | COM | 867914103 |
| BAC | BANK AMER CORP | 251,800 | $1,045 | 0.8% | $10.95 | +10.2% | Call | 060505104 |
| USB | US BANCORP DEL | 24,288 | $1,042 | 0.7% | $25.38 | +18.1% | COM NEW | 902973304 |
| GSBD | GOLDMAN SACHS BDC INC | 47,128 | $1,026 | 0.7% | $21.23 | -1.6% | SHS | 38147U107 |
| THG | HANOVER INS GROUP INC | 12,804 | $966 | 0.7% | $42.09 | +43.6% | COM | 410867105 |
| — | BENEFICIAL BANCORP INC | 62,072 | $913 | 0.7% | $11.61 | — | COM | 08171T102 |
| FGBI | FIRST GTY BANCSHARES INC | 54,636 | $888 | 0.6% | $9.56 | -5.8% | COM | 32043P106 |
| — | MIDSOUTH BANCORP INC | 83,624 | $870 | 0.6% | $15.93 | — | COM | 598039105 |
| NWBI | NORTHWEST BANCSHARES INC MD | 53,380 | $839 | 0.6% | $6.88 | +30.0% | COM | 667340103 |
| — | UNITED CMNTY BANCORP IND | 55,000 | $833 | 0.6% | $12.25 | — | COM | 90984R101 |
| MS | MORGAN STANLEY | 25,809 | $827 | 0.6% | $22.26 | +2.6% | COM NEW | 617446448 |
| OLP | ONE LIBERTY PPTYS INC | 33,548 | $811 | 0.6% | $21.30 | — | COM | 682406103 |
| — | FIRST DEFIANCE FINL CORP | 17,016 | $760 | 0.5% | $27.08 | — | COM | 32006W106 |
| — | STATE BK FINL CORP | 33,236 | $758 | 0.5% | $18.34 | — | COM | 856190103 |
| — | TERRITORIAL BANCORP INC | 26,462 | $758 | 0.5% | $26.36 | — | COM | 88145X108 |
| META | FACEBOOK INC | 5,500 | $705 | 0.5% | $49.86 | +147.3% | CL A | 30303M102 |
| MET | METLIFE INC | 15,277 | $679 | 0.5% | $30.13 | -9.1% | COM | 59156R108 |
| — | FIRST NBC BK HLDG CO | 71,822 | $678 | 0.5% | $9.44 | — | COM | 32115D106 |
| — | UNITED FINL BANCORP INC NEW | 47,369 | $656 | 0.5% | $13.55 | — | COM | 910304104 |
| MRCC | MONROE CAP CORP | 38,480 | $605 | 0.4% | $4.48 | +16.5% | COM | 610335101 |
| — | SUNTRUST BKS INC | 51,866 | $592 | 0.4% | $9.74 | — | *W EXP 12/31/201 | 867914129 |
| — | INVESTORS BANCORP INC NEW | 48,125 | $578 | 0.4% | $10.99 | — | COM | 46146L101 |
| CMA | COMERICA INC | 11,350 | $537 | 0.4% | $27.54 | +12.9% | COM | 200340107 |
| — | BNC BANCORP | 21,841 | $531 | 0.4% | $22.71 | — | COM | 05566T101 |
| CNOB | CONNECTONE BANCORP INC NEW | 28,985 | $523 | 0.4% | $15.05 | -6.4% | COM | 20786W107 |
| — | CIT GROUP INC | 14,340 | $521 | 0.4% | $48.88 | — | COM NEW | 125581801 |
| ALL | ALLSTATE CORP | 7,418 | $513 | 0.4% | $41.21 | +35.7% | COM | 020002101 |
| — | UNION BANKSHARES CORP NEW | 18,909 | $506 | 0.4% | $24.61 | — | COM | 90539J109 |
| — | WELLS FARGO & CO NEW | 37,967 | $474 | 0.3% | $17.40 | — | *W EXP 10/28/201 | 949746119 |
| HAFC | HANMI FINL CORP | 17,914 | $472 | 0.3% | $18.99 | +32.6% | COM NEW | 410495204 |
| — | ENDURANCE SPECIALTY HLDGS LT | 6,575 | $430 | 0.3% | $58.64 | — | SHS | G30397106 |
| STT | STATE STR CORP | 6,093 | $424 | 0.3% | $50.63 | -1.9% | COM | 857477103 |
| — | BANK AMER CORP | 88,232 | $408 | 0.3% | $6.57 | — | *W EXP 01/16/201 | 060505146 |
| — | RADIUS HEALTH INC | 7,500 | $406 | 0.3% | $66.19 | — | COM NEW | 750469207 |
| C | CITIGROUP INC | 51,200 | $403 | 0.3% | $37.66 | -9.3% | Call | 172967424 |
| TOWN | TOWNEBANK PORTSMOUTH VA | 16,527 | $397 | 0.3% | $20.95 | +10.6% | COM | 89214P109 |
| AIG | AMERICAN INTL GROUP INC | 33,400 | $381 | 0.3% | $37.86 | +19.0% | Call | 026874784 |
| — | DISCOVER FINL SVCS | 6,493 | $367 | 0.3% | $56.00 | — | COM | 254709108 |
| — | PARAGON COML CORP | 10,000 | $363 | 0.3% | $35.10 | — | COM NEW | 69911U403 |
| — | LEADING BRANDS INC | 197,571 | $361 | 0.3% | $3.85 | — | COM NEW | 52170U207 |
| HBAN | HUNTINGTON BANCSHARES INC | 36,607 | $361 | 0.3% | $5.68 | +13.0% | COM | 446150104 |
| HOPE | HOPE BANCORP INC | 19,981 | $347 | 0.2% | $16.20 | 0.0% | COM | 43940T109 |
| — | PNC FINL SVCS GROUP INC | 14,754 | $347 | 0.2% | $19.88 | — | *W EXP 12/31/201 | 693475121 |
| — | PACIFIC MERCANTILE BANCORP | 47,000 | $346 | 0.2% | $7.11 | — | COM | 694552100 |
| — | BROOKLINE BANCORP INC DEL | 28,180 | $344 | 0.2% | $9.54 | — | COM | 11373M107 |
| OSBC | OLD SECOND BANCORP INC ILL | 40,000 | $332 | 0.2% | $4.45 | +57.8% | COM | 680277100 |
| KRNY | KEARNY FINL CORP MD | 24,238 | $330 | 0.2% | $11.16 | +19.8% | COM | 48716P108 |
| — | KKR & CO L P DEL | 23,000 | $328 | 0.2% | $22.87 | — | COM UNITS | 48248M102 |
| WSBF | WATERSTONE FINL INC MD | 18,556 | $315 | 0.2% | $10.47 | +55.9% | COM | 94188P101 |
| LNC | LINCOLN NATL CORP IND | 6,585 | $309 | 0.2% | $31.80 | -2.1% | COM | 534187109 |
| — | BB&T CORP | 52,900 | $304 | 0.2% | $37.10 | — | Call | 054937107 |
| BPOP | POPULAR INC | 7,924 | $303 | 0.2% | $20.37 | +34.7% | COM NEW | 733174700 |
| — | ALLIED WRLD ASSUR COM HLDG A | 7,458 | $301 | 0.2% | $62.93 | — | SHS | H01531104 |
| T | AT&T INC | 7,295 | $296 | 0.2% | $11.77 | +38.4% | COM | 00206R102 |
| SWKS | SKYWORKS SOLUTIONS INC | 15,100 | $277 | 0.2% | — | — | Call | 83088M102 |
| AIG | AMERICAN INTL GROUP INC | 4,613 | $274 | 0.2% | $37.86 | +19.0% | COM NEW | 026874784 |
| — | LEGG MASON INC | 8,169 | $273 | 0.2% | $43.54 | — | COM | 524901105 |
| — | BAY BANCORP INC | 48,698 | $268 | 0.2% | $5.35 | — | COM | 07203T106 |
| — | LYDALL INC DEL | 5,000 | $256 | 0.2% | $51.20 | — | COM | 550819106 |
| — | ARGO GROUP INTL HLDGS LTD | 4,494 | $254 | 0.2% | $50.25 | — | COM | G0464B107 |
| MS | MORGAN STANLEY | 46,200 | $252 | 0.2% | $22.26 | +2.6% | Call | 617446448 |
| ABCB | AMERIS BANCORP | 7,209 | $252 | 0.2% | $23.81 | +23.6% | COM | 03076K108 |
| — | XL GROUP LTD | 7,496 | $252 | 0.2% | $33.62 | — | COM | G98294104 |
| BDX | BECTON DICKINSON & CO | 1,394 | $251 | 0.2% | $85.77 | +73.1% | COM | 075887109 |
| PB | PROSPERITY BANCSHARES INC | 4,433 | $243 | 0.2% | $38.21 | +6.0% | COM | 743606105 |
| — | GUARANTY FED BANCSHARES INC | 15,000 | $242 | 0.2% | $14.73 | — | COM | 40108P101 |
| LEN | LENNAR CORP | 5,596 | $237 | 0.2% | $30.45 | +32.7% | CL A | 526057104 |
| BK | BANK NEW YORK MELLON CORP | 35,800 | $233 | 0.2% | $31.29 | 0.0% | Call | 064058100 |
| — | 1ST CONSTITUTION BANCORP | 15,854 | $218 | 0.2% | $13.75 | — | COM | 31986N102 |
| UPS | UNITED PARCEL SERVICE INC | 1,993 | $218 | 0.2% | $70.63 | +9.4% | CL B | 911312106 |
| FCCO | FIRST CMNTY CORP S C | 13,500 | $213 | 0.2% | $9.35 | +26.1% | COM | 319835104 |
| CROX | CROCS INC | 25,492 | $212 | 0.2% | $12.37 | -22.6% | COM | 227046109 |
| ZION | ZIONS BANCORPORATION | 33,500 | $208 | 0.1% | — | — | Call | 989701107 |
| CB | CHUBB LIMITED | 1,645 | $207 | 0.1% | $103.60 | +3.5% | COM | H1467J104 |
| MSGS | MADISON SQUARE GARDEN CO NEW | 1,216 | $206 | 0.1% | $127.11 | 0.0% | CL A | 55825T103 |
| — | SUNTRUST BKS INC | 22,000 | $206 | 0.1% | $37.06 | — | Call | 867914103 |
| PFE | PFIZER INC | 5,988 | $203 | 0.1% | $20.38 | +9.2% | COM | 717081103 |
| — | CLIFTON BANCORP INC | 12,961 | $198 | 0.1% | $14.09 | — | COM | 186873105 |
| WFC | WELLS FARGO & CO NEW | 75,300 | $183 | 0.1% | $30.76 | +19.7% | Call | 949746101 |
| — | MAIDEN HOLDINGS LTD | 13,488 | $171 | 0.1% | $12.44 | — | SHS | G5753U112 |
| — | BANK COMM HLDGS | 22,300 | $161 | 0.1% | $7.22 | — | COM | 06424J103 |
| — | DISCOVER FINL SVCS | 22,900 | $161 | 0.1% | $56.00 | — | Call | 254709108 |
| GNE | GENIE ENERGY LTD | 27,005 | $159 | 0.1% | $11.22 | -42.6% | CL B | 372284208 |
| ZTS | ZOETIS INC | 11,700 | $158 | 0.1% | $47.09 | 0.0% | Call | 98978V103 |
| — | SEVERN BANCORP ANNAPOLIS MD | 23,558 | $153 | 0.1% | $4.85 | — | COM | 81811M100 |
| KEY | KEYCORP NEW | 54,400 | $144 | 0.1% | $7.93 | +2.0% | Call | 493267108 |
| — | PARK STERLING CORP | 17,670 | $143 | 0.1% | $6.66 | — | COM | 70086Y105 |
| PRKS | SEAWORLD ENTMT INC | 10,000 | $135 | 0.1% | $18.57 | -26.2% | COM | 81282V100 |
| — | EASTERN VA BANKSHARES INC | 15,977 | $128 | 0.1% | $7.00 | — | COM | 277196101 |
| PRU | PRUDENTIAL FINL INC | 11,900 | $127 | 0.1% | — | — | Call | 744320102 |
| MET | METLIFE INC | 33,500 | $113 | 0.1% | $30.13 | -9.1% | Call | 59156R108 |
| ABT | ABBOTT LABS | 19,600 | $111 | 0.1% | — | — | Call | 002824100 |
| ZTS | ZOETIS INC | 2,095 | $109 | 0.1% | $47.09 | 0.0% | CL A | 98978V103 |
| RF | REGIONS FINL CORP NEW | 35,600 | $100 | 0.1% | $6.83 | -2.7% | Call | 7591EP100 |
| — | ABILITY INC | 22,000 | $84 | 0.1% | $9.56 | — | SHS | G8789K108 |
| BK | BANK NEW YORK MELLON CORP | 2,000 | $80 | 0.1% | $31.29 | 0.0% | COM | 064058100 |
| — | CIT GROUP INC | 10,000 | $60 | 0.0% | $48.88 | — | Call | 125581801 |
| FITB | FIFTH THIRD BANCORP | 14,600 | $53 | 0.0% | $13.25 | +4.4% | Call | 316773100 |
| — | BIOSCRIP INC | 14,773 | $43 | 0.0% | $8.05 | — | COM | 09069N108 |
| — | GENERAL ELECTRIC CO | 13,500 | $42 | 0.0% | — | — | Call | 369604103 |
| PFE | PFIZER INC | 10,000 | $41 | 0.0% | $20.38 | +9.2% | Call | 717081103 |
| — | YOU ON DEMAND HLDGS INC | 25,000 | $38 | 0.0% | $6.36 | — | COM NEW | 98741R207 |
| PRKS | SEAWORLD ENTMT INC | 24,000 | $22 | 0.0% | $18.57 | -26.2% | Call | 81282V100 |
| LEN | LENNAR CORP | 4,900 | $21 | 0.0% | $30.45 | +32.7% | Call | 526057104 |
| — | INVENSENSE INC | 18,000 | $9 | 0.0% | — | — | Call | 46123D205 |
| — | RITE AID CORP | 15,000 | $8 | 0.0% | $7.63 | — | Call | 767754104 |
| ALL | ALLSTATE CORP | 3,000 | $0 | 0.0% | $41.21 | +35.7% | Call | 020002101 |