CIK: 0001085393 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value ($000): $2,028,223 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ASTORIA FINL CORP | 9,352,357 | $150,573 | 7.4% | $14.88 | — | COM | 46265104 |
| — | SYNOVUS FINL CORP | 2,208,783 | $65,380 | 3.2% | $25.15 | — | COM NEW | 87161C501 |
| USB | US BANCORP | 1,552,005 | $63,648 | 3.1% | $24.32 | +22.6% | COM | 902973304 |
| WFC | WELLS FARGO & CO | 1,215,959 | $62,439 | 3.1% | $27.36 | +50.1% | COM | 949746101 |
| — | STERLING BANCORP | 3,415,754 | $50,792 | 2.5% | $14.13 | — | COM | 85917A100 |
| — | BRIDGE BANCORP INC | 1,772,772 | $47,351 | 2.3% | $26.13 | — | COM | 108035106 |
| CFG | CITIZENS FINL GROUP INC | 1,922,079 | $45,861 | 2.3% | $17.34 | +1.2% | COM | 174610105 |
| JPM | JP MORGAN CHASE & CO | 733,012 | $44,692 | 2.2% | $36.83 | +34.7% | COM | 46625H100 |
| RF | REGIONS FINL CORP NEW | 4,939,757 | $44,507 | 2.2% | $6.81 | +0.3% | COM | 7591EP100 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 752,611 | $39,452 | 1.9% | $51.57 | +8.3% | COM | 88224Q107 |
| — | CENTERSTATE BANKS INC | 2,517,166 | $37,002 | 1.8% | $10.69 | — | COM | 15201P109 |
| STC | STEWART INFORMATION SVCS | 856,114 | $35,024 | 1.7% | $36.29 | +9.4% | COM | 860372101 |
| — | BANK OF AMER CORP | 2,144,517 | $33,412 | 1.6% | $17.02 | — | COM | 60505104 |
| — | SUFFOLK BANCORP | 1,164,871 | $31,824 | 1.6% | $21.36 | — | COM | 864739107 |
| — | BELDEN INC | 658,971 | $30,767 | 1.5% | $78.82 | — | COM | 77454106 |
| — | NEWBRIDGE BANCORP | 3,548,840 | $30,272 | 1.5% | $7.66 | — | CL A NO PAR | 65080T102 |
| CSL | CARLISLE COS INC | 337,866 | $29,523 | 1.5% | $55.89 | +56.8% | COM | 142339100 |
| — | OPUS BK IRVINE CALIF | 734,924 | $28,103 | 1.4% | $32.52 | — | COM | 684000102 |
| — | CU BANCORP CALIF | 1,249,104 | $28,055 | 1.4% | $17.86 | — | COM | 126534106 |
| SBCF | SEACOAST BANKING CORP FLA | 1,774,973 | $26,057 | 1.3% | $12.30 | +24.7% | COM NEW | 811707801 |
| — | BANKFINL CORP | 2,040,256 | $25,360 | 1.3% | $9.80 | — | COM | 06643P104 |
| — | FIRST LONG ISL CORP | 928,524 | $25,098 | 1.2% | $33.90 | — | COM | 320734106 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $24,936 | 1.2% | $54.04 | +4.4% | COM | 412822108 |
| PFBC | PREFERRED BANK/LOS ANGELES | 766,788 | $24,231 | 1.2% | $19.79 | +55.4% | COM NEW | 740367404 |
| — | PACIFIC PREMIER BANCORP INC | 1,145,040 | $23,267 | 1.1% | $15.33 | — | COM | 69478X105 |
| CMA | COMERICA INC | 549,826 | $22,598 | 1.1% | $29.79 | +2.6% | COM | 200340107 |
| — | GUARANTY BANCORP DEL | 1,364,099 | $22,467 | 1.1% | $15.38 | — | COM NEW | 40075T607 |
| — | CARDINAL FINL CORP | 903,232 | $20,783 | 1.0% | $18.29 | — | COM | 14149F109 |
| — | PACIFIC CONTINENTAL CORP | 1,558,352 | $20,742 | 1.0% | $12.73 | — | COM | 69412V108 |
| TCBK | TRICO BANCSHARES | 812,907 | $19,973 | 1.0% | $21.51 | +12.8% | COM | 896095106 |
| — | TCF FINL CORP | 1,292,188 | $19,590 | 1.0% | $15.59 | — | COM | 872275102 |
| — | ANIXTER INTERNATIONAL INC | 321,984 | $18,604 | 0.9% | $64.83 | — | COM | 35290105 |
| TFIN | TRIUMPH BANCORP INC | 1,094,003 | $18,379 | 0.9% | $13.51 | +6.3% | COM | 89679E300 |
| — | FARMERS CAP BK CORP | 735,399 | $18,275 | 0.9% | $21.90 | — | COM | 309562106 |
| — | ANCHOR BANCORP WIS INC DEL | 427,629 | $18,213 | 0.9% | $34.47 | — | COM | 03283P106 |
| FBNC | FIRST BANCORP | 1,029,837 | $17,507 | 0.9% | $11.13 | +24.4% | COM | 318910106 |
| — | HERITAGE OAKS BANCORP | 2,163,053 | $17,218 | 0.8% | $7.32 | — | COM | 42724R107 |
| MET | METLIFE INC | 362,854 | $17,109 | 0.8% | $30.07 | +9.4% | COM | 59156R108 |
| RM | REGIONAL MGMT CORP | 1,086,206 | $16,836 | 0.8% | $15.42 | -9.0% | COM | 75902K106 |
| — | CASCADE BANCORP | 3,100,035 | $16,771 | 0.8% | $4.97 | — | COM NEW | 147154207 |
| IBCP | INDEPENDENT BANK CORP MICH | 1,114,031 | $16,443 | 0.8% | $7.62 | +29.4% | COM NEW | 453838609 |
| WCC | WESCO INTL INC | 341,529 | $15,871 | 0.8% | $69.71 | -19.3% | COM | 95082P105 |
| OC | OWENS CORNING NEW | 377,054 | $15,802 | 0.8% | $41.05 | +7.3% | COM | 690742101 |
| — | FIRST CONN BANCORP INC MD | 961,856 | $15,505 | 0.8% | $15.71 | — | COM | 319850103 |
| HON | HONEYWELL INTL INC | 163,150 | $15,449 | 0.8% | $53.13 | +38.0% | COM | 438516106 |
| FAF | FIRST AMERICAN FINL CORP | 391,140 | $15,282 | 0.8% | $17.27 | +62.8% | COM | 31847R102 |
| BSRR | SIERRA BANCORP | 955,575 | $15,251 | 0.8% | $9.51 | +24.7% | COM | 82620P102 |
| PNC | PNC FINL SVCS GROUP INC | 161,358 | $14,393 | 0.7% | $61.52 | +10.0% | COM | 693475105 |
| FITB | FIFTH THIRD BANCORP | 755,821 | $14,293 | 0.7% | $13.11 | +7.9% | COM | 316773100 |
| PGC | PEAPACK GLADSTONE FINL CORP | 672,408 | $14,235 | 0.7% | $17.98 | +10.8% | COM | 704699107 |
| — | VERITEX HLDGS INC | 884,624 | $13,818 | 0.7% | $14.16 | — | COM | 923451108 |
| — | BANK OF MARIN BANCORP | 265,448 | $12,739 | 0.6% | $50.33 | — | COM | 63425102 |
| HLI | HOULIHAN LOKEY INC | 564,185 | $12,299 | 0.6% | $17.63 | 0.0% | CL A | 441593100 |
| FNF | FIDELITY NATIONAL FINL INC | 334,183 | $11,853 | 0.6% | $12.73 | +38.5% | FNF GROUP COM | 31620R303 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $11,502 | 0.6% | $33.22 | — | COM | 73685109 |
| — | BRYN MAWR BK CORP | 367,411 | $11,415 | 0.6% | $31.07 | — | COM | 117665109 |
| — | PENNYMAC FINL SERVICE | 703,549 | $11,257 | 0.6% | $18.78 | — | COM NEW | 70932B101 |
| — | SQUARE 1 FINL INC | 430,124 | $11,043 | 0.5% | $18.95 | — | CL A | 85223W101 |
| ESNT | ESSENT GROUP LTD | 438,335 | $10,893 | 0.5% | $23.98 | +2.5% | COM | G3198U102 |
| — | CMNTY FINL CORP MD | 454,911 | $10,690 | 0.5% | $21.16 | — | COM | 20368X101 |
| — | PULASKI FINL CORP | 777,150 | $10,530 | 0.5% | $10.54 | — | COM | 745548107 |
| FIS | FIDELITY NATIONAL INFORMATION SVCS | 146,883 | $9,853 | 0.5% | $34.36 | +62.1% | COM | 31620M106 |
| — | SVB FINL GROUP | 84,563 | $9,770 | 0.5% | $115.54 | — | COM | 78486Q101 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 2,583,259 | $9,610 | 0.5% | $3.37 | +6.6% | COM | 760416107 |
| C | CITIGROUP INC | 193,061 | $9,578 | 0.5% | $36.39 | +12.0% | COM | 172967424 |
| HWC | HANCOCK HOLDING CO | 351,170 | $9,499 | 0.5% | $31.22 | -9.1% | COM | 410120109 |
| — | PACWEST BANCORP | 216,514 | $9,269 | 0.5% | $30.65 | — | COM | 695263103 |
| CPF | CENTRAL PACIFIC FINL CORP | 439,365 | $9,213 | 0.5% | $14.75 | 0.0% | COM NEW | 154760409 |
| CBSH | COMMERCE BANCSHARES INC | 201,328 | $9,173 | 0.5% | $27.31 | 0.0% | COM | 200525103 |
| OSK | OSHKOSH CORP | 252,378 | $9,169 | 0.5% | $35.19 | -5.8% | COM | 688239201 |
| — | WASHINGTONFIRST BANKSHARES INC | 494,521 | $9,109 | 0.4% | $14.48 | — | COM | 940730104 |
| OSBC | OLD SECOND BANCORP INC ILL | 1,441,521 | $8,981 | 0.4% | $4.44 | +30.3% | COM | 680277100 |
| ORRF | ORRSTOWN FINL SVCS INC | 530,146 | $8,938 | 0.4% | $11.45 | +7.7% | COM | 687380105 |
| LEA | LEAR CORP | 80,377 | $8,743 | 0.4% | $62.05 | +39.1% | COM | 521865204 |
| — | CENTRAL VALLEY CMNTY BANCORP | 717,468 | $8,681 | 0.4% | $11.22 | — | COM | 155685100 |
| — | CITY NATIONAL CORP | 96,372 | $8,487 | 0.4% | $70.77 | — | COM | 178566105 |
| OCFC | OCEANFIRST FINL CORP | 474,215 | $8,166 | 0.4% | $11.04 | +12.4% | COM | 675234108 |
| EME | EMCOR GROUP INC | 178,385 | $7,894 | 0.4% | $37.73 | +18.3% | COM | 29084Q100 |
| HBAN | HUNTINGTON BANCSHARES | 732,592 | $7,765 | 0.4% | $6.93 | +5.7% | COM | 446150104 |
| — | MBT FINL CORP | 1,207,106 | $7,532 | 0.4% | $5.14 | — | COM | 578877102 |
| FFWM | FIRST FNDTN INC | 323,717 | $7,371 | 0.4% | $9.84 | 0.0% | COM | 32026V104 |
| — | HAMPTON ROADS BANKSHARES INC | 3,862,416 | $7,339 | 0.4% | $1.37 | — | COM NEW | 409321502 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,844 | 0.3% | $30.00 | +30.9% | COM | 909907107 |
| RVSB | RIVERVIEW BANCORP INC | 1,431,461 | $6,799 | 0.3% | $2.87 | +16.0% | COM | 769397100 |
| — | FIRST BANCSHARES INC | 361,460 | $6,315 | 0.3% | $13.57 | — | COM | 318916103 |
| — | BANK OF NEW YORK MELLON CORP | 159,912 | $6,261 | 0.3% | $41.97 | — | COM | 64058100 |
| — | FIRST SEC GROUP INC | 2,482,473 | $6,181 | 0.3% | $2.16 | — | COM NEW | 336312202 |
| — | OLD LINE BANCSHARES INC | 357,302 | $5,810 | 0.3% | $15.59 | — | COM | 67984M100 |
| — | CAROLINA BANK HOLDINGS INC | 423,527 | $5,502 | 0.3% | $11.53 | — | COM | 143785103 |
| R | RYDER SYSTEM INC | 74,051 | $5,483 | 0.3% | $60.19 | +41.8% | COM | 783549108 |
| CCS | CENTURY CMNTYS INC | 266,080 | $5,282 | 0.3% | $17.90 | +9.3% | COM | 156504300 |
| — | MB FINL INC NEW | 152,017 | $4,962 | 0.2% | $27.68 | — | COM | 55264U108 |
| STT | STATE STR CORP | 69,388 | $4,664 | 0.2% | $46.95 | +17.8% | COM | 857477103 |
| DAN | DANA HOLDING CORP | 278,732 | $4,426 | 0.2% | $14.57 | +0.3% | COM | 235825205 |
| MAS | MASCO CORP | 174,565 | $4,396 | 0.2% | $14.92 | +47.4% | COM | 574599106 |
| — | CIT GROUP HLDGS INC | 108,375 | $4,338 | 0.2% | $47.35 | — | COM NEW | 125581801 |
| ONB | OLD NATIONAL BANCORP IND | 307,896 | $4,289 | 0.2% | $13.50 | +5.0% | COM | 680033107 |
| — | PRIVATEBANCORP INC | 109,421 | $4,194 | 0.2% | $22.65 | — | COM | 742962103 |
| SFST | SOUTHERN FIRST BANCSHARES INC | 204,146 | $4,183 | 0.2% | $15.21 | +31.1% | COM | 842873101 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $4,148 | 0.2% | $13.25 | +87.7% | COM | 45780R101 |
| — | PEOPLE'S UTAH BANCORP | 251,877 | $4,108 | 0.2% | $16.98 | — | COM | 712706209 |
| — | WILLIAM LYON HOMES | 193,515 | $3,986 | 0.2% | $20.64 | — | CL A NEW | 552074700 |
| HAL | HALLIBURTON CO | 112,234 | $3,967 | 0.2% | $33.46 | -3.9% | COM | 406216101 |
| — | BLACKROCK INC | 13,179 | $3,920 | 0.2% | $288.63 | — | COM | 09247X101 |
| — | STEINER LEISURE LTD | 61,621 | $3,893 | 0.2% | $50.87 | — | COM | P8744Y102 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS LTD | 67,015 | $3,840 | 0.2% | $36.07 | +63.4% | SHS | G66721104 |
| BLDR | BUILDERS FIRSTSOURCE INC | 293,220 | $3,718 | 0.2% | $7.33 | +93.9% | COM | 12008R107 |
| — | METRO BANCORP INC PA | 126,134 | $3,707 | 0.2% | $20.47 | — | COM | 59161R101 |
| — | FIRST SOUTH BANCORP INC | 462,270 | $3,652 | 0.2% | $8.18 | — | COM | 33646W100 |
| — | WCI CMNTYS INC | 154,506 | $3,496 | 0.2% | $19.85 | — | COM PAR $0.01 | 92923C807 |
| FULT | FULTON FINL CORP PA | 287,668 | $3,481 | 0.2% | $8.08 | +5.4% | COM | 360271100 |
| FCNCA | FIRST CITIZENS BANCSHARES INC | 15,028 | $3,396 | 0.2% | $233.09 | +1.3% | CL A | 31946M103 |
| — | EASTERN VA BANKSHARES INC | 501,023 | $3,382 | 0.2% | $6.58 | — | COM | 277196101 |
| — | WILLIS GROUP HLDGS PUBLIC | 81,683 | $3,347 | 0.2% | $43.86 | — | SHS | G96666105 |
| — | 1ST CENTURY BANCSHARES INC | 420,925 | $3,325 | 0.2% | $7.35 | — | COM | 31943X102 |
| TSBK | TIMBERLAND BANCORP INC | 304,729 | $3,318 | 0.2% | $7.54 | +1.3% | COM | 887098101 |
| — | SOUTH STATE CORP | 42,350 | $3,255 | 0.2% | $55.91 | — | COM | 840441109 |
| URI | UNITED RENTALS INC | 54,157 | $3,252 | 0.2% | $85.62 | -21.5% | COM | 911363109 |
| VLY | VALLEY NATIONAL BANCORP | 326,307 | $3,211 | 0.2% | $9.70 | +1.4% | COM | 919794107 |
| — | SWIFT TRANS CO | 212,224 | $3,188 | 0.2% | $22.28 | — | CL A | 87074U101 |
| AMP | AMERIPRISE FINL | 28,138 | $3,071 | 0.2% | $94.67 | 0.0% | COM | 03076C106 |
| TPC | TUTOR PERINI CORP | 176,160 | $2,900 | 0.1% | $21.28 | -13.8% | COM | 901109108 |
| ENS | ENERSYS | 53,865 | $2,886 | 0.1% | $55.01 | -5.3% | COM | 29275Y102 |
| SFBS | SERVISFIRST BANCSHARES INC | 67,460 | $2,802 | 0.1% | $12.65 | +33.3% | COM | 81768T108 |
| WAL | WESTERN ALLIANCE BANCORP | 90,855 | $2,790 | 0.1% | $28.07 | 0.0% | COM | 957638109 |
| TEX | TEREX CORP | 155,437 | $2,789 | 0.1% | $31.11 | -29.9% | COM | 880779103 |
| KFY | KORN/FERRY INTL | 79,201 | $2,619 | 0.1% | $14.64 | +101.0% | COM NEW | 500643200 |
| — | HEIDRICK & STRUGGLES INT'L INC | 132,820 | $2,583 | 0.1% | $17.14 | — | COM | 422819102 |
| SHBI | SHORE BANCSHARES INC | 254,124 | $2,470 | 0.1% | $9.43 | +0.6% | COM | 825107105 |
| — | MACATAWA BANK CORP | 470,121 | $2,435 | 0.1% | $4.93 | — | COM | 554225102 |
| — | PROVIDENT BANCORP INC | 196,406 | $2,433 | 0.1% | $12.39 | — | COM | 74383X109 |
| — | XENITH BANKSHARES INC | 367,697 | $2,350 | 0.1% | $6.36 | — | COM | 98410X105 |
| WTFC | WINTRUST FINL CORP | 40,781 | $2,179 | 0.1% | $41.39 | +27.7% | COM | 97650W108 |
| EGBN | EAGLE BANCORP INC | 47,873 | $2,178 | 0.1% | $26.89 | +27.6% | COM | 268948106 |
| — | LAKELAND BANCORP INC | 185,729 | $2,063 | 0.1% | $10.48 | — | COM | 511637100 |
| — | FCB FINL HLDGS INC | 53,788 | $1,755 | 0.1% | $23.56 | — | CL A | 30255G103 |
| — | STOCK BLDG SUPPLY HLDGS INC | 98,111 | $1,728 | 0.1% | $17.27 | — | COM | 86101X104 |
| BPOP | POPULAR INC | 53,325 | $1,612 | 0.1% | $22.59 | -0.2% | COM | 733174700 |
| — | PREMIER FINL BANCORP INC | 108,926 | $1,551 | 0.1% | $15.13 | — | COM | 74050M105 |
| — | SPRINGLEAF HLDGS INC | 34,936 | $1,527 | 0.1% | $43.93 | — | COM | 85172J101 |
| — | SUNTRUST BANKS | 39,695 | $1,518 | 0.1% | $31.57 | — | COM | 867914103 |
| — | INDEPENDENT BANK GROUP INC | 35,290 | $1,356 | 0.1% | $38.42 | — | COM | 45384B106 |
| XLF | SELECT SECTOR SPDR | 58,978 | $1,336 | 0.1% | — | — | Put | 81369Y605 |
| — | NEW YORK CMNTYBANCORP INC | 73,265 | $1,323 | 0.1% | $14.00 | — | COM | 649445103 |
| — | FIDELITY NATIONAL FINANCIAL | 111,383 | $1,305 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| CCBG | CAPITAL CITY BANK GROUP INC | 75,165 | $1,121 | 0.1% | $10.48 | +17.4% | COM | 139674105 |
| — | SPX FLOW INC | 32,072 | $1,104 | 0.1% | $34.42 | — | COM | 78469X107 |
| — | STRATEGIC HOTELS & RESORTS | 74,501 | $1,027 | 0.1% | $8.86 | — | COM | 86272T106 |
| — | WEINGARTEN REALTY INVESTORS | 21,830 | $723 | 0.0% | $30.78 | — | SH BEN INT | 948741103 |
| SPY | SPDR S&P 500 ETF TR | 3,657 | $701 | 0.0% | — | — | Put | 78462F103 |
| — | DUKE REALTY CORP | 32,095 | $611 | 0.0% | $15.58 | — | COM NEW | 264411505 |
| BLD | TOPBUILD CORP | 19,396 | $601 | 0.0% | $30.95 | 0.0% | COM | 89055F103 |
| — | REMY INTL | 19,914 | $582 | 0.0% | $22.20 | — | COM | 75971M108 |
| EFSC | ENTERPRISE FINL SVCS CORP | 22,632 | $570 | 0.0% | $17.17 | +16.5% | COM | 293712105 |
| — | JACOBS ENGR GROUP INC | 13,780 | $516 | 0.0% | $55.15 | — | COM | 469814107 |
| — | FELCOR LODGING TRUST INC | 69,095 | $489 | 0.0% | $5.90 | — | COM | 31430F101 |
| FR | FIRST INDUSTRIAL REALTY TRUST | 21,003 | $440 | 0.0% | $15.19 | — | COM | 32054K103 |
| CVLG | COVENANT TRANS GROUP INC | 22,226 | $399 | 0.0% | $11.22 | 0.0% | COM | 22284P105 |
| — | SPX CORP | 32,072 | $382 | 0.0% | $72.50 | — | COM | 784635104 |
| — | GENERAL CABLE CORP DEL NEW | 29,435 | $350 | 0.0% | $27.61 | — | COM | 369300108 |
| — | SUSSEX BANCORP | 21,588 | $270 | 0.0% | $12.51 | — | COM | 869245100 |
| — | DIAMOND OFFSHORE DRILLING INC | 15,580 | $270 | 0.0% | $32.14 | — | COM | 25271C102 |
| UNTY | UNITY BANCORP INC | 27,370 | $267 | 0.0% | $7.61 | 0.0% | COM | 913290102 |
| — | J ALEXANDER'S HLDGS INC | 19,238 | $192 | 0.0% | $9.98 | — | COM | 46609J106 |
| — | LINN ENERGY LLC | 66,496 | $179 | 0.0% | $10.14 | — | UNIT LTD LIAB | 536020100 |
| KMI | KINDER MORGAN INC | 5,729 | $159 | 0.0% | $19.54 | 0.0% | COM | 49456B101 |
| — | LINNCO LLC | 55,291 | $150 | 0.0% | $10.36 | — | COM SHS LTD INT | 535782106 |
| ABCB | AMERIS BANCORP | 5,000 | $144 | 0.0% | $22.05 | +8.0% | COM | 03076K108 |
| — | COUSINS PPTYS INC | 14,659 | $135 | 0.0% | $10.10 | — | COM | 222795106 |
| RIG | TRANSOCEAN LTD | 10,114 | $131 | 0.0% | $16.21 | -14.4% | REG SHS | H8817H100 |
| — | BREITBURN ENERGY PARTNERS LP | 59,865 | $122 | 0.0% | $7.00 | — | COM UT LTD PTN | 106776107 |
| — | ENSCO PLC | 7,986 | $112 | 0.0% | $29.93 | — | SH CL A | G3157S106 |
| — | FIRST NIAGARA FINL GP INC | 387 | $4 | 0.0% | $8.77 | — | COM | 33582V108 |