CIK: 0001085393 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $1,954,228 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SYNOVUS FINANCIAL CORP | 3,928,468 | $92,869 | 4.8% | $24.37 | — | COM NEW | 87161C501 |
| WFC | WELLS FARGO & CO | 1,215,959 | $63,072 | 3.2% | $27.36 | +36.7% | COM | 949746101 |
| USB | US BANCORP | 1,152,064 | $48,191 | 2.5% | $22.41 | +26.8% | COM NEW | 902973304 |
| JPM | JP MORGAN CHASE & CO | 733,012 | $44,157 | 2.3% | $36.83 | +17.1% | COM | 46625H100 |
| — | SQUARE 1 FINANCIAL INC | 2,219,358 | $42,664 | 2.2% | $18.95 | — | CL A | 85223W101 |
| C | CITIGROUP INC (C) | 770,298 | $39,917 | 2.0% | $36.39 | +2.8% | COM NEW | 172967424 |
| — | CITY NATIONAL CORP | 526,756 | $39,860 | 2.0% | $70.25 | — | COM | 178566105 |
| STT | STATE STREET CORP | 539,067 | $39,681 | 2.0% | $46.95 | +10.9% | COM | 857477103 |
| BDC | BELDEN INC | 613,054 | $39,248 | 2.0% | $48.78 | +43.2% | COM | 077454106 |
| — | CARDINAL FINANCIAL CORP | 2,169,084 | $37,026 | 1.9% | $18.16 | — | COM | 14149F109 |
| — | HUDSON VALLEY HOLDING CORP | 1,970,074 | $35,757 | 1.8% | $17.33 | — | COM | 444172100 |
| BAC | BANK OF AMER CORP | 2,003,386 | $34,158 | 1.7% | $10.22 | +23.0% | COM | 060505104 |
| — | METRO BANCORP INC | 1,389,806 | $33,703 | 1.7% | $20.40 | — | COM | 59161R101 |
| — | CENTERSTATE BANKS INC | 3,041,266 | $31,477 | 1.6% | $10.13 | — | COM | 15201P109 |
| — | FIRST NIAGARA FINANCIAL | 3,702,059 | $30,838 | 1.6% | $8.77 | — | COM | 33582V108 |
| WCC | WESCO INTERNATIONAL INC | 352,099 | $27,555 | 1.4% | $69.74 | +15.3% | COM | 95082P105 |
| CSL | CARLISLE COS INC | 337,866 | $27,158 | 1.4% | $55.89 | +29.0% | COM | 142339100 |
| HOG | HARLEY-DAVIDSON INC | 454,214 | $26,435 | 1.4% | $54.04 | +18.3% | COM | 412822108 |
| IBOC | INTERNATIONAL BANCSHARES | 1,062,459 | $26,206 | 1.3% | $18.00 | +7.6% | COM | 459044103 |
| — | GREENHILL & CO INC | 562,444 | $26,148 | 1.3% | $46.49 | — | COM | 395259104 |
| MHK | MOHAWK INDS INC | 193,700 | $26,115 | 1.3% | $112.71 | +22.0% | COM | 608190104 |
| RF | REGIONS FINANCIAL CORP | 2,580,042 | $25,904 | 1.3% | $6.93 | -0.3% | COM | 7591EP100 |
| — | ANIXTER INTERNATIONAL INC | 304,537 | $25,837 | 1.3% | $76.56 | — | COM | 035290105 |
| — | NEWBRIDGE BANCORP | 3,178,181 | $24,122 | 1.2% | $7.52 | — | CL A NO PAR | 65080T102 |
| FAF | FIRST AMERICAN CORP | 869,261 | $23,574 | 1.2% | $17.27 | +11.5% | COM | 31847R102 |
| PFBC | PREFERRED BANK/LOS ANGELES | 1,037,132 | $23,356 | 1.2% | $19.79 | +17.7% | COM NEW | 740367404 |
| — | SUFFOLK BANCORP | 1,153,149 | $22,383 | 1.1% | $21.30 | — | COM | 864739107 |
| BSRR | SIERRA BANCORP | 1,260,955 | $21,134 | 1.1% | $9.51 | +18.7% | COM | 82620P102 |
| — | CU BANCORP CALIF | 1,106,132 | $20,795 | 1.1% | $17.27 | — | COM | 126534106 |
| CPF | CENTRAL PACIFIC FINANCIAL CORP | 1,112,872 | $19,954 | 1.0% | $12.30 | -1.9% | COM | 154760409 |
| WTFC | WINTRUST FINANCIAL CORP | 441,596 | $19,726 | 1.0% | $41.39 | +11.9% | COM | 97650W108 |
| — | FIRST LONG ISLAND CORP | 570,675 | $19,660 | 1.0% | $37.51 | — | COM | 320734106 |
| — | BRIDGE BANCORP INC | 820,144 | $19,396 | 1.0% | $25.57 | — | COM | 108035106 |
| PNC | PNC FINANCIAL SERVICES GROUP INC | 221,349 | $18,943 | 1.0% | $59.84 | 0.0% | COM | 693475105 |
| — | BANKFINANCIAL CORP | 1,772,954 | $18,403 | 0.9% | $9.38 | — | COM | 06643P104 |
| FBNC | FIRST BANCORP | 1,127,555 | $18,063 | 0.9% | $11.13 | +22.2% | COM | 318910106 |
| HBAN | HUNTINGTON BANCSHARES | 1,847,451 | $17,976 | 0.9% | $6.01 | +4.6% | COM | 446150104 |
| — | FIDELITY SOUTHERN CORP | 1,276,535 | $17,489 | 0.9% | $12.76 | — | COM | 316394105 |
| MCHB | HOMESTREET INC | 980,168 | $16,751 | 0.9% | $20.71 | -13.8% | COM | 43785V102 |
| SBCF | SEACOAST BKG CORP FLA | 1,532,249 | $16,747 | 0.9% | $10.77 | -2.1% | COM NEW | 811707801 |
| — | FARMERS CAP BK CORP | 734,935 | $16,558 | 0.8% | $21.78 | — | COM | 309562106 |
| — | PACIFIC PREMIER BANCORP INC | 1,134,588 | $15,941 | 0.8% | $14.79 | — | COM | 69478X105 |
| — | HERITAGE OAKS BANCORP | 2,231,286 | $15,619 | 0.8% | $7.23 | — | COM | 42724R107 |
| — | BRIDGE CAPITAL HOLDINGS | 682,808 | $15,527 | 0.8% | $17.93 | — | COM | 108030107 |
| HON | HONEYWELL INTERNATIONAL INC | 163,150 | $15,193 | 0.8% | $53.13 | +26.3% | COM | 438516106 |
| — | FIRST CONN BANCORP INC MD | 1,036,411 | $15,028 | 0.8% | $15.67 | — | COM | 319850103 |
| HWC | HANCOCK HOLDING CO | 464,932 | $14,901 | 0.8% | $33.37 | 0.0% | COM | 410120109 |
| — | ASTORIA FINANCIAL CORP | 1,174,223 | $14,549 | 0.7% | $10.78 | — | COM | 046265104 |
| BK | BANK OF NEW YORK | 374,342 | $14,498 | 0.7% | $21.65 | +35.9% | COM | 064058100 |
| FULT | FULTON FINANCIAL CORP | 1,303,017 | $14,437 | 0.7% | $7.63 | 0.0% | COM | 360271100 |
| — | PENNYMAC FINANCIAL SERVICE | 967,296 | $14,171 | 0.7% | $18.78 | — | CL A | 70932B101 |
| SFBS | SERVISFIRST BANCSHARES INC | 484,611 | $13,957 | 0.7% | $12.42 | +0.1% | COM | 81768T108 |
| — | HAMPTON ROADS BANKSHARES INC | 8,334,761 | $12,752 | 0.7% | $1.37 | — | COM NEW | 409321502 |
| — | NORTH VALLEY BANCORP | 586,698 | $12,661 | 0.6% | $16.67 | — | COM NEW | 66304M204 |
| STC | STEWART INFORMATION SERVICES | 429,251 | $12,599 | 0.6% | $31.15 | -0.1% | COM | 860372101 |
| IBCP | INDEPENDENT BANK CORP | 1,048,267 | $12,495 | 0.6% | $7.57 | +12.4% | COM NEW | 453838609 |
| OC | OWENS CORNING INC | 388,110 | $12,322 | 0.6% | $41.21 | -14.3% | COM | 690742101 |
| — | PACIFIC CONTINENTAL CORP | 928,967 | $11,937 | 0.6% | $12.27 | — | COM | 69412V108 |
| CCBG | CAPITAL CITY BANK GROUP INC | 853,956 | $11,563 | 0.6% | $9.77 | +14.0% | COM | 139674105 |
| ZION | ZIONS BANCORPORATION | 379,017 | $11,014 | 0.6% | $28.52 | +1.8% | COM | 989701107 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 265,678 | $10,999 | 0.6% | $44.12 | — | SHS | G96666105 |
| TCBK | TRICO BANCSHARES | 479,768 | $10,852 | 0.6% | $19.75 | +16.2% | COM | 896095106 |
| VLY | VALLEY NATIONAL BANCORP | 1,093,193 | $10,593 | 0.5% | $9.70 | +1.6% | COM | 919794107 |
| FIS | FIDELITY NATIONAL INFORMATION SVCS | 173,670 | $9,778 | 0.5% | $34.36 | +35.3% | COM | 31620M106 |
| — | STERLING BANCORP | 726,525 | $9,292 | 0.5% | $12.00 | — | COM | 85917A100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $9,270 | 0.5% | $12.73 | 0.0% | FNF GROUP COM | 31620R303 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $9,020 | 0.5% | $37.88 | — | COM | 073685109 |
| — | PACWEST BANCORP | 216,514 | $8,927 | 0.5% | $30.65 | — | COM | 695263103 |
| — | PULASKI FINANCIAL CORP | 770,978 | $8,866 | 0.5% | $10.00 | — | COM | 745548107 |
| BMRC | BANK OF MARIN BANCORP | 191,465 | $8,786 | 0.4% | $15.90 | +4.1% | COM | 063425102 |
| MS | MORGAN STANLEY | 249,140 | $8,613 | 0.4% | $20.38 | +20.8% | COM NEW | 617446448 |
| ORRF | ORRSTOWN FINANCIAL SERVICES INC | 513,514 | $8,375 | 0.4% | $11.38 | +3.9% | COM | 687380105 |
| — | COMMUNITY FINL CORP MD | 396,463 | $8,219 | 0.4% | $21.19 | — | COM | 20368X101 |
| RM | REGIONAL MANAGEMENT CORP | 436,630 | $7,838 | 0.4% | $20.13 | -31.2% | COM | 75902K106 |
| OSK | OSHKOSH CORP | 175,903 | $7,766 | 0.4% | $34.82 | +19.5% | COM | 688239201 |
| OCFC | OCEANFIRST FINANCIAL CORP | 473,645 | $7,536 | 0.4% | $10.53 | +4.3% | COM | 675234108 |
| CFG | CITIZENS FINANCIAL GROUP INC | 320,979 | $7,517 | 0.4% | $15.71 | 0.0% | COM | 174610105 |
| HAL | HALLIBURTON CO | 112,234 | $7,240 | 0.4% | $33.46 | +65.0% | COM | 406216101 |
| — | PACIFIC MERCANTILE BANCORP | 1,036,590 | $7,225 | 0.4% | $6.27 | — | COM | 694552100 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 124,967 | $7,208 | 0.4% | $53.90 | 0.0% | COM | 88224Q107 |
| — | PARK STERLING CORP | 1,053,799 | $6,987 | 0.4% | $6.42 | — | COM | 70086Y105 |
| OSBC | OLD SECOND BANCORP INC | 1,428,604 | $6,872 | 0.4% | $4.39 | +0.1% | COM | 680277100 |
| — | BANK MUTUAL CORP NEW | 1,058,808 | $6,787 | 0.3% | $5.65 | — | COM | 063750103 |
| EME | EMCOR GROUP INC | 168,013 | $6,714 | 0.3% | $37.23 | +9.6% | COM | 29084Q100 |
| — | FCB FINL HLDGS INC | 295,818 | $6,711 | 0.3% | $22.69 | — | CL A | 30255G103 |
| R | RYDER SYSTEM INC (R) | 74,051 | $6,662 | 0.3% | $60.19 | +49.0% | COM | 783549108 |
| CAC | CAMDEN NATIONAL CORP | 189,422 | $6,630 | 0.3% | $16.92 | -3.7% | COM | 133034108 |
| — | STONEGATE BK FT LAUDERDALE F | 253,982 | $6,540 | 0.3% | $25.75 | — | COM | 861811107 |
| — | FIRST SEC GROUP INC | 3,246,929 | $6,429 | 0.3% | $2.16 | — | COM NEW | 336312202 |
| CCL | CARNIVAL CORP | 155,906 | $6,263 | 0.3% | $28.29 | +13.2% | PAIRED CTF | 143658300 |
| — | ATLANTIC COAST FINANCIAL CORP | 1,532,310 | $6,252 | 0.3% | $4.35 | — | COM | 048426100 |
| RBCAA | REPUBLIC BANCORP INC | 251,603 | $5,960 | 0.3% | $22.72 | +2.5% | CL A | 760281204 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 1,521,707 | $5,919 | 0.3% | $3.24 | +39.5% | COM | 760416107 |
| TEX | TEREX CORP | 179,659 | $5,708 | 0.3% | $31.11 | +17.5% | COM | 880779103 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $5,573 | 0.3% | $30.00 | +7.5% | COM | 909907107 |
| — | FIRST BANCSHARES INC MS | 384,471 | $5,556 | 0.3% | $13.48 | — | COM | 318916103 |
| LEA | LEAR CORP | 62,230 | $5,377 | 0.3% | $47.89 | +65.7% | COM NEW | 521865204 |
| — | CIT GROUP HOLDINGS INC | 108,375 | $4,981 | 0.3% | $47.35 | — | COM NEW | 125581801 |
| HBCP | HOME BANCORP INC | 213,464 | $4,848 | 0.2% | $16.13 | +7.2% | COM | 43689E107 |
| IBP | INSTALLED BUILDING PRODUCTS INC | 344,559 | $4,841 | 0.2% | $12.47 | -5.3% | COM | 45780R101 |
| DAN | DANA HOLDING CORP | 250,265 | $4,798 | 0.2% | $14.37 | +26.4% | COM | 235825205 |
| — | CENTRAL VALLEY COMMUNITY BANCORP | 407,830 | $4,682 | 0.2% | $11.37 | — | COM | 155685100 |
| — | SPX CORP | 49,549 | $4,654 | 0.2% | $72.61 | — | COM | 784635104 |
| — | MBT FINANCIAL CORP | 965,678 | $4,616 | 0.2% | $5.09 | — | COM | 578877102 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS LTD | 125,726 | $4,529 | 0.2% | $33.46 | +1.5% | SHS | G66721104 |
| CMA | COMERICA INC | 89,972 | $4,486 | 0.2% | $25.87 | +28.0% | COM | 200340107 |
| — | LNB BANCORP INC | 311,745 | $4,455 | 0.2% | $9.53 | — | COM | 502100100 |
| MET | METLIFE INC | 80,239 | $4,310 | 0.2% | $24.43 | +36.2% | COM | 59156R108 |
| — | MB FINANCIAL INC NEW | 152,017 | $4,208 | 0.2% | $27.68 | — | COM | 55264U108 |
| MAS | MASCO CORP | 174,565 | $4,176 | 0.2% | $14.92 | +11.9% | COM | 574599106 |
| SHBI | SHORE BANCSHARES INC | 454,986 | $4,095 | 0.2% | $9.40 | -4.8% | COM | 825107105 |
| INBK | FIRST INTERNET BANCORP | 250,521 | $4,038 | 0.2% | $23.52 | -24.4% | COM | 320557101 |
| ONB | OLD NATIONAL BANCORP | 307,895 | $3,993 | 0.2% | $13.50 | 0.0% | COM | 680033107 |
| — | SUNTRUST BANKS | 98,299 | $3,738 | 0.2% | $31.57 | — | COM | 867914103 |
| TPC | TUTOR PERINI CORP | 141,452 | $3,734 | 0.2% | $18.47 | +58.0% | COM | 901109108 |
| — | SWIFT TRANS CO | 169,807 | $3,563 | 0.2% | $20.98 | — | CL A | 87074U101 |
| — | STOCK BUILDING SUPPLY HOLDINGS INC | 225,272 | $3,539 | 0.2% | $15.75 | — | COM | 86101X104 |
| — | WCI CMNTYS INC | 187,113 | $3,450 | 0.2% | $19.43 | — | COM PAR $001 | 92923C807 |
| — | HEIDRICK & STRUGGLES INTL IN | 165,698 | $3,403 | 0.2% | $17.14 | — | COM | 422819102 |
| — | PRIVATEBANCORP INC | 109,421 | $3,273 | 0.2% | $22.65 | — | COM | 742962103 |
| — | AMERICAN RIVER BANKSHARES | 351,670 | $3,218 | 0.2% | $8.75 | — | COM | 029326105 |
| BANR | BANNER CORP | 83,439 | $3,210 | 0.2% | $24.83 | +9.1% | COM NEW | 06652V208 |
| RVSB | RIVERVIEW BANCORP INC | 797,445 | $3,182 | 0.2% | $2.57 | +14.4% | COM | 769397100 |
| — | STEINER LEISURE LTD | 82,588 | $3,104 | 0.2% | $50.61 | — | ORD | P8744Y102 |
| — | WASHINGTONFIRST BANKSHARE INC | 206,186 | $3,093 | 0.2% | $13.37 | — | COM | 940730104 |
| — | NORCRAFT COS INC | 184,945 | $2,950 | 0.2% | $15.28 | — | COM | 65557Y105 |
| — | EASTERN VA BANKSHARES INC | 468,469 | $2,914 | 0.1% | $6.57 | — | COM | 277196101 |
| — | XEROX CORP | 217,794 | $2,881 | 0.1% | $9.24 | — | COM | 984121103 |
| — | OLD LINE BANCSHARES INC | 184,860 | $2,862 | 0.1% | $15.34 | — | COM | 67984M100 |
| — | NCI BUILDING SYSTEMS INC | 145,043 | $2,814 | 0.1% | $15.29 | — | COM NEW | 628852204 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 157,613 | $2,758 | 0.1% | $17.37 | -0.3% | COM | 704699107 |
| — | CAROLINA BK HLDGS INC GREENS | 272,514 | $2,698 | 0.1% | $10.76 | — | COM | 143785103 |
| BLDR | BUILDERS FIRSTSOURCE INC | 491,489 | $2,679 | 0.1% | $7.42 | -12.3% | COM | 12008R107 |
| XLF | SELECT SECTOR SPDR TR | 114,860 | $2,661 | 0.1% | — | — | Put | 81369Y605 |
| — | PALMETTO BANCSHARES INC | 186,285 | $2,634 | 0.1% | $13.11 | — | COM NEW | 697062206 |
| — | YADKIN FINANCIAL CORP | 141,850 | $2,576 | 0.1% | $18.16 | — | COM | 984305102 |
| — | GENERAL CABLE CORP DEL NEW | 170,190 | $2,566 | 0.1% | $30.65 | — | COM | 369300108 |
| FITB | FIFTH THIRD BANCORP | 124,899 | $2,500 | 0.1% | $11.47 | +21.4% | COM | 316773100 |
| — | FIRST SOUTH BANCORP INC | 303,746 | $2,460 | 0.1% | $8.31 | — | COM | 33646W100 |
| — | MACATAWA BANK CORP | 506,088 | $2,429 | 0.1% | $4.93 | — | COM | 554225102 |
| — | SOUTH STATE CORP | 42,350 | $2,368 | 0.1% | $55.91 | — | COM | 840441109 |
| CCS | CENTURY CMNTYS INC | 135,678 | $2,354 | 0.1% | $18.84 | 0.0% | COM | 156504300 |
| — | BLACKROCK INC | 6,994 | $2,296 | 0.1% | $256.83 | — | COM | 09247X101 |
| — | CASCADE BANCORP | 434,492 | $2,194 | 0.1% | $5.22 | — | COM NEW | 147154207 |
| — | TCF FINANCIAL CORP | 138,944 | $2,158 | 0.1% | $16.37 | — | COM | 872275102 |
| TSBK | TIMBERLAND BANCORP INC | 198,272 | $2,090 | 0.1% | $7.51 | -0.4% | COM | 887098101 |
| KFY | KORN FERRY INTL | 79,201 | $1,972 | 0.1% | $14.64 | +72.0% | COM NEW | 500643200 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 35,081 | $1,965 | 0.1% | $47.66 | +8.8% | COM | 04247X102 |
| HTBK | HERITAGE COMMERCE CORP | 231,268 | $1,899 | 0.1% | $7.19 | +14.0% | COM | 426927109 |
| — | LAKELAND BANCORP INC | 185,729 | $1,813 | 0.1% | $10.48 | — | COM | 511637100 |
| — | ROWAN COMPANIES INC | 62,185 | $1,574 | 0.1% | $33.61 | — | SH CL A | G7665A101 |
| BPOP | POPULAR INC | 53,325 | $1,570 | 0.1% | $22.59 | +6.4% | COM NEW | 733174700 |
| — | XENITH BANKSHARES INC | 242,475 | $1,535 | 0.1% | $6.33 | — | COM | 98410X105 |
| — | FIDELITY NATIONAL FINANCIAL | 111,383 | $1,533 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| — | 1ST CENTURY BANCSHARES INC | 201,751 | $1,486 | 0.1% | $7.53 | — | COM | 31943X102 |
| — | ACCESS NATIONAL CORP | 89,513 | $1,453 | 0.1% | $16.23 | — | COM | 004337101 |
| — | GUARANTY BANCORP | 99,979 | $1,351 | 0.1% | $13.51 | — | COM NEW | 40075T607 |
| — | NEW YORK COM BANCORP INC | 73,265 | $1,163 | 0.1% | $14.00 | — | COM | 649445103 |
| FHN | FIRST HORIZON NATIONAL CORP | 87,900 | $1,079 | 0.1% | $8.08 | +4.1% | COM | 320517105 |
| — | STRATEGIC HOTELS & RESORTS | 74,501 | $868 | 0.0% | $8.86 | — | COM | 86272T106 |
| SPY | SPDR S&P 500 ETF TR | 3,847 | $758 | 0.0% | — | — | Put | 78462F103 |
| — | WEINGARTEN REALTY INVESTORS | 21,830 | $688 | 0.0% | $30.78 | — | SH BEN INT | 948741103 |
| — | JACOBS ENGINEERING GROUP INC | 13,780 | $673 | 0.0% | $55.15 | — | COM | 469814107 |
| — | FELCOR LODGING TRUST INC | 69,095 | $647 | 0.0% | $5.90 | — | COM | 31430F101 |
| TITN | TITAN MACHY INC | 44,413 | $577 | 0.0% | $21.57 | -34.2% | COM | 88830R101 |
| — | DUKE REALTY CORP | 32,095 | $551 | 0.0% | $15.58 | — | COM NEW | 264411505 |
| — | FIRST NBC BANK HOLDING COMPANY | 16,555 | $542 | 0.0% | $24.39 | — | COM | 32115D106 |
| — | PREMIER FINANCIAL BANCORP INC | 36,955 | $541 | 0.0% | $12.42 | — | COM | 74050M105 |
| SFST | SOUTHERN FIRST BANCSHARES INC | 26,659 | $371 | 0.0% | $11.35 | +22.6% | COM | 842873101 |
| FR | FIRST INDUSTRIAL REALTY TRUST | 21,003 | $355 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | COUSINS PORPERTIES INC | 14,659 | $175 | 0.0% | $10.10 | — | COM | 222795106 |