CIK: 0001085393 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $1,890,383 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| WFC | WELLS FARGO & CO NEW | 1,215,959 | $66,100 | 3.5% | $27.36 | +49.2% | COM | 949746101 |
| RF | REGIONS FINL CORP | 6,087,253 | $58,438 | 3.1% | $6.79 | -1.6% | COM | 7591EP100 |
| CFG | CITIZENS FINL GROUP INC | 2,199,083 | $57,594 | 3.0% | $17.34 | +0.2% | COM | 174610105 |
| — | BRIDGE BANCORP INC | 1,694,082 | $51,551 | 2.7% | $26.13 | — | COM | 108035106 |
| USB | US BANCORP DEL | 1,152,064 | $49,159 | 2.6% | $24.32 | +21.7% | COM NEW | 902973304 |
| JPM | JP MORGAN CHASE & CO | 733,012 | $48,401 | 2.6% | $36.83 | +34.9% | COM | 46625H100 |
| STC | STEWART INFORMATION SVCS | 1,012,102 | $37,782 | 2.0% | $36.99 | +10.4% | COM | 860372101 |
| SBCF | SEACOAST BKG CORP FLA | 2,390,201 | $35,805 | 1.9% | $13.08 | +17.2% | COM NEW | 811707801 |
| — | TCF FINL CORP | 2,478,992 | $35,003 | 1.9% | $14.89 | — | COM | 872275102 |
| — | SUFFOLK BANCORP | 1,165,986 | $33,056 | 1.7% | $21.36 | — | COM | 864739107 |
| — | SVB FINL GROUP | 271,361 | $32,265 | 1.7% | $117.85 | — | COM | 78486Q101 |
| BDC | BELDEN INC | 642,119 | $30,616 | 1.6% | $53.24 | 0.0% | COM | 077454106 |
| — | CU BANCORP | 1,205,099 | $30,561 | 1.6% | $17.86 | — | COM | 126534106 |
| CSL | CARLISLE COS INC | 337,866 | $29,965 | 1.6% | $55.89 | +39.2% | COM | 142339100 |
| — | FIRST LONG IS CORP | 960,485 | $28,815 | 1.5% | $33.77 | — | COM | 320734106 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 579,032 | $28,616 | 1.5% | $51.57 | +5.8% | COM | 88224Q107 |
| — | ASTORIA FINL CORP | 1,710,458 | $27,111 | 1.4% | $15.85 | — | COM | 046265104 |
| — | OPUS BANK IRVINE CALIF | 703,279 | $26,000 | 1.4% | $32.52 | — | COM | 684000102 |
| — | BRYN MAWR BANK CORP | 841,797 | $24,176 | 1.3% | $29.74 | — | COM | 117665109 |
| CMA | COMERICA INC | 574,620 | $24,036 | 1.3% | $29.78 | -0.9% | COM | 200340107 |
| BAC | BANK OF AMERICA CORP | 1,374,899 | $23,140 | 1.2% | $13.56 | 0.0% | COM | 060505104 |
| PFBC | PREFERRED BK/LOS ANGELES CA | 699,482 | $23,097 | 1.2% | $19.79 | +70.8% | COM NEW | 740367404 |
| — | GUARANTY BANCORP | 1,366,653 | $22,604 | 1.2% | $15.38 | — | COM NEW | 40075T607 |
| KEY | KEYCORP | 1,707,220 | $22,518 | 1.2% | $8.67 | 0.0% | COM | 493267108 |
| — | BANKFINANCIAL CORP | 1,781,913 | $22,506 | 1.2% | $9.80 | — | COM | 06643P104 |
| — | PACIFIC PREMIER BANCORP INC | 1,015,353 | $21,576 | 1.1% | $15.33 | — | COM | 69478X105 |
| — | CASCADE BANCORP | 3,432,235 | $20,834 | 1.1% | $5.08 | — | COM | 147154207 |
| HOG | HARLEY-DAVIDSON INC | 454,214 | $20,617 | 1.1% | $54.04 | -8.9% | COM | 412822108 |
| — | PACWEST BANCORP DEL | 474,459 | $20,449 | 1.1% | $37.42 | — | COM | 695263103 |
| FAF | FIRST AMERICAN CORP | 567,081 | $20,358 | 1.1% | $20.40 | +34.2% | COM | 31847R102 |
| — | FARMERS CAP BK CORP | 741,891 | $20,113 | 1.1% | $21.90 | — | COM | 309562106 |
| FBNC | FIRST BANCORP | 1,068,895 | $20,031 | 1.1% | $11.28 | +35.9% | COM | 318910106 |
| — | PACIFIC CONTINENTAL CORP | 1,340,460 | $19,946 | 1.1% | $12.73 | — | COM | 69412V108 |
| — | ANCHOR BANCORP WIS INC DEL | 427,214 | $18,592 | 1.0% | $34.47 | — | COM | 03283P106 |
| — | ANIXTER INTL INC | 307,395 | $18,564 | 1.0% | $60.39 | — | COM | 035290105 |
| OC | OWENS CORNING INC | 377,054 | $17,733 | 0.9% | $41.05 | +11.8% | COM | 690742101 |
| — | HERITAGE OAKS BANCORP | 2,204,758 | $17,660 | 0.9% | $7.33 | — | COM | 42724R107 |
| — | CIT GROUP HLDGS INC | 435,259 | $17,280 | 0.9% | $41.60 | — | COM | 125581801 |
| TFIN | TRIUMPH BANCORP INC | 1,045,355 | $17,248 | 0.9% | $13.51 | +25.9% | COM | 89679E300 |
| PGC | PEAPACK GLADSTONE FINL CORP | 832,879 | $17,174 | 0.9% | $18.42 | +10.1% | COM | 704699107 |
| BMRC | BANK OF MARIN BANCORP | 318,783 | $17,023 | 0.9% | $19.48 | 0.0% | COM | 063425102 |
| HON | HONEYWELL INTL INC | 163,150 | $16,897 | 0.9% | $53.13 | +39.8% | COM | 438516106 |
| RM | REGIONAL MGMT CORP | 1,085,352 | $16,790 | 0.9% | $15.42 | -15.8% | COM | 75902K106 |
| BSRR | SIERRA BANCORP | 945,055 | $16,680 | 0.9% | $9.51 | +28.7% | COM | 82620P102 |
| CPF | CENTRAL PACIFIC FINL CORP | 751,080 | $16,539 | 0.9% | $14.84 | +0.9% | COM | 154760409 |
| — | CARDINAL FINL CORP | 713,775 | $16,238 | 0.9% | $18.29 | — | COM | 14149F109 |
| — | BOFI HOLDING INC | 741,687 | $15,613 | 0.8% | $21.05 | — | COM | 05566U108 |
| IBCP | INDEPENDENT BANK CORP MASS | 1,022,340 | $15,570 | 0.8% | $7.62 | +38.3% | COM | 453838609 |
| — | CENTERSTATE BANKS INC | 957,809 | $14,990 | 0.8% | $10.69 | — | COM | 15201P109 |
| WCC | WESCO INTL INC | 341,529 | $14,918 | 0.8% | $69.71 | -35.0% | COM | 95082P105 |
| — | WASHINGTONFIRST BANKSHARE INC | 650,904 | $14,736 | 0.8% | $16.44 | — | COM | 940730104 |
| — | VERITEX HLDGS INC | 900,462 | $14,596 | 0.8% | $14.20 | — | COM | 923451108 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $14,578 | 0.8% | $41.18 | — | COM | 073685109 |
| AL | AIR LEASE CORP | 405,930 | $13,591 | 0.7% | $28.39 | 0.0% | CL A | 00912X302 |
| FFWM | FIRST FNDTN INC | 560,919 | $13,232 | 0.7% | $10.19 | +4.7% | COM | 32026V104 |
| HWC | HANCOCK HOLDING CO | 483,465 | $12,169 | 0.6% | $30.14 | -9.5% | COM | 410120109 |
| FNF | FIDELITY NATL FINL INC | 334,183 | $11,586 | 0.6% | $12.73 | +29.8% | COM | 31620R303 |
| — | CENTRAL VALLEY CMNTY BANCORP | 960,853 | $11,559 | 0.6% | $11.43 | — | COM | 155685100 |
| OSBC | OLD SECOND BANCORP INC | 1,433,340 | $11,237 | 0.6% | $4.44 | +48.5% | COM | 680277100 |
| OCFC | OCEANFIRST FINL CORP | 560,808 | $11,233 | 0.6% | $11.39 | +17.0% | COM | 675234108 |
| — | PENNYMAC FINL SVCS | 677,169 | $10,401 | 0.6% | $18.78 | — | CL A | 70932B101 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 2,368,338 | $10,255 | 0.5% | $3.37 | +22.3% | COM | 760416107 |
| HLI | HOULIHAN LOKEY INC | 381,855 | $10,008 | 0.5% | $17.63 | +4.3% | COM | 441593100 |
| C | CITIGROUP INC | 193,061 | $9,991 | 0.5% | $36.39 | +8.9% | COM | 172967424 |
| CBSH | COMMERCE BANCSHARES INC | 232,574 | $9,894 | 0.5% | $27.35 | +0.9% | COM | 200525103 |
| LEA | LEAR CORP | 80,377 | $9,873 | 0.5% | $62.05 | +63.0% | COM NEW | 521865204 |
| — | CMNTY FINL CORP MD | 459,016 | $9,621 | 0.5% | $21.16 | — | COM | 20368X101 |
| CAC | CAMDEN NATL CORP | 216,840 | $9,560 | 0.5% | $19.89 | 0.0% | COM | 133034108 |
| — | SYNOVUS FINL CORP | 291,486 | $9,438 | 0.5% | $25.15 | — | COM NEW | 87161C501 |
| ORRF | ORRSTOWN FINL SVCS INC | 519,590 | $9,269 | 0.5% | $11.45 | +13.8% | COM | 687380105 |
| EME | EMCOR GROUP INC | 185,585 | $8,916 | 0.5% | $38.05 | +20.9% | COM | 29084Q100 |
| FIS | FIDELITY NATL INFORMATION SVCS | 146,883 | $8,901 | 0.5% | $34.36 | +61.5% | COM | 31620M106 |
| — | STERLING BANCORP | 542,053 | $8,792 | 0.5% | $14.13 | — | COM | 85917A100 |
| — | MBT FINL CORP | 1,272,182 | $8,689 | 0.5% | $5.23 | — | COM | 578877102 |
| — | INDEPENDENT BANK GROUP INC | 268,605 | $8,595 | 0.5% | $32.84 | — | COM | 45384B106 |
| AER | AERCAP HLDGS NV | 198,124 | $8,551 | 0.5% | $41.22 | 0.0% | COM | N00985106 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS LTD | 137,983 | $8,086 | 0.4% | $47.78 | +23.2% | COM | G66721104 |
| UNTY | UNITY BANCORP INC | 647,551 | $8,075 | 0.4% | $8.10 | +0.3% | COM | 913290102 |
| — | CAROLINA BK HLDGS INC GREENS | 424,873 | $7,835 | 0.4% | $11.53 | — | COM | 143785103 |
| PEBO | PEOPLES BANCORP INC | 399,845 | $7,533 | 0.4% | $20.16 | 0.0% | COM | 709789101 |
| RVSB | RIVERVIEW BANCORP INC | 1,510,867 | $7,086 | 0.4% | $2.91 | +24.2% | COM | 769397100 |
| — | OLD LINE BANCSHARES INC | 399,932 | $7,027 | 0.4% | $15.80 | — | COM | 67984M100 |
| SHBI | SHORE BANCSHARES INC | 640,477 | $6,968 | 0.4% | $9.87 | +2.9% | COM | 825107105 |
| — | PEOPLE'S UTAH BANCORP | 403,059 | $6,937 | 0.4% | $17.07 | — | COM | 712706209 |
| UBSI | UNITED BANKSHARES INC | 180,165 | $6,664 | 0.4% | $30.00 | +31.8% | COM | 909907107 |
| BK | BANK OF NEW YORK | 159,912 | $6,592 | 0.3% | $32.47 | 0.0% | COM | 064058100 |
| CCS | CENTURY CMNTY INC | 342,991 | $6,074 | 0.3% | $17.86 | -0.7% | COM | 156504300 |
| — | ATLANTIC BANCSHARES INC | 367,539 | $5,506 | 0.3% | $14.98 | — | COM | 048269203 |
| SFST | SOUTHERN FIRST BANCSHARES INC | 237,360 | $5,388 | 0.3% | $16.09 | +33.9% | COM | 842873101 |
| MAS | MASCO CORP | 174,565 | $4,940 | 0.3% | $14.92 | +64.2% | COM | 574599106 |
| — | MB FINL INC | 152,017 | $4,921 | 0.3% | $27.68 | — | COM | 55264U108 |
| EQBK | EQUITY BANCSHARES INC | 202,859 | $4,745 | 0.3% | $22.40 | 0.0% | COM | 29460X109 |
| — | PULASKI FINL CORP | 290,844 | $4,642 | 0.2% | $10.54 | — | COM | 745548107 |
| STT | STATE STREET CORP | 69,388 | $4,605 | 0.2% | $46.95 | +10.5% | COM | 857477103 |
| — | PRIVATEBANCORP INC | 109,421 | $4,488 | 0.2% | $22.65 | — | COM | 742962103 |
| MET | METLIFE INC | 92,164 | $4,443 | 0.2% | $30.07 | +3.7% | COM | 59156R108 |
| R | RYDER SYSTEM INC | 74,051 | $4,208 | 0.2% | $60.19 | +9.8% | COM | 783549108 |
| ONB | OLD NATL BANCORP IND | 307,896 | $4,175 | 0.2% | $13.50 | +4.8% | COM | 680033107 |
| URI | UNITED RENTALS INC | 56,991 | $4,134 | 0.2% | $84.84 | -17.5% | COM | 911363109 |
| CCBG | CAPITAL CITY BK GROUP INC | 266,435 | $4,090 | 0.2% | $12.05 | +5.1% | COM | 139674105 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $4,074 | 0.2% | $13.25 | +68.4% | COM | 45780R101 |
| FITB | FIFTH THIRD BANCORP | 201,322 | $4,047 | 0.2% | $13.11 | +5.9% | COM | 316773100 |
| — | FIRST SOUTH BANCORP INC | 470,814 | $4,025 | 0.2% | $8.19 | — | COM | 33646W100 |
| — | METRO BANCORP INC PA | 126,134 | $3,958 | 0.2% | $20.47 | — | COM | 59161R101 |
| FCNCA | FIRST CTZNS BANCSHARES INC | 15,028 | $3,880 | 0.2% | $233.09 | +2.9% | CL A | 31946M103 |
| TSBK | TIMBERLAND BANCORP INC | 311,776 | $3,869 | 0.2% | $7.57 | +14.0% | COM | 887098101 |
| — | WILLIS GROUP HLDGS PUBLIC | 79,575 | $3,865 | 0.2% | $43.86 | — | SHS | G96666105 |
| — | WCI CMNTYS INC | 172,428 | $3,842 | 0.2% | $20.11 | — | COM PAR $0.01 | 92923C807 |
| — | BLACKROCK INC | 11,255 | $3,833 | 0.2% | $288.63 | — | COM | 09247X101 |
| — | HAMPTON ROADS BANKSHARES INC | 2,078,578 | $3,825 | 0.2% | $1.37 | — | COM NEW | 409321502 |
| HAL | HALLIBURTON COMPANY | 112,234 | $3,820 | 0.2% | $33.46 | -7.4% | COM | 406216101 |
| TCBK | TRICO BANCSHARES | 137,982 | $3,786 | 0.2% | $21.51 | +26.4% | COM | 896095106 |
| — | NEWBRIDGE BANCORP | 307,229 | $3,742 | 0.2% | $7.66 | — | CL A NO PAR | 65080T102 |
| CVLG | COVENANT TRANS GROUP INC | 189,205 | $3,574 | 0.2% | $9.68 | -2.1% | COM | 22284P105 |
| PNC | PNC FINL SERVICES GROUP INC | 37,471 | $3,571 | 0.2% | $61.52 | +9.2% | COM | 693475105 |
| OSK | OSHKOSH CORP | 90,721 | $3,542 | 0.2% | $35.19 | -1.4% | COM | 688239201 |
| PHM | PULTE GROUP INC | 190,533 | $3,395 | 0.2% | $16.45 | 0.0% | COM | 745867101 |
| — | FIRST BANCSHARES INC | 184,953 | $3,392 | 0.2% | $13.57 | — | COM | 318916103 |
| BLDR | BUILDERS FIRSTSOURCE INC | 293,220 | $3,249 | 0.2% | $7.33 | +73.5% | COM | 12008R107 |
| VLY | VALLEY NATL BANCORP | 326,307 | $3,214 | 0.2% | $9.70 | +7.1% | COM | 919794107 |
| — | XENITH BANKSHARES INC | 421,594 | $3,154 | 0.2% | $6.50 | — | COM | 98410X105 |
| — | SOUTH ST CORP | 42,350 | $3,047 | 0.2% | $55.91 | — | COM | 840441109 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 69,218 | $3,000 | 0.2% | $35.20 | 0.0% | ORD SHS | M20598104 |
| — | 1ST CENTURY BANCSHARES INC | 430,741 | $2,972 | 0.2% | $7.34 | — | COM | 31943X102 |
| TEX | TEREX CORP NEW | 155,437 | $2,872 | 0.2% | $31.11 | -36.5% | COM | 880779103 |
| — | MACATAWA BK CORP | 470,121 | $2,844 | 0.2% | $4.93 | — | COM | 554225102 |
| — | PREMIER FINL BANCORP INC | 168,452 | $2,769 | 0.1% | $15.59 | — | COM | 74050M105 |
| — | SWIFT TRANS CO | 199,926 | $2,763 | 0.1% | $22.28 | — | CL A | 87074U101 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 211,243 | $2,731 | 0.1% | $8.63 | 0.0% | COM | 470299108 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $2,700 | 0.1% | $28.07 | +11.5% | COM | 957638109 |
| — | PROVIDENT BANCORP INC | 204,407 | $2,655 | 0.1% | $12.41 | — | COM | 74383X109 |
| ESNT | ESSENT GROUP LTD | 118,873 | $2,602 | 0.1% | $23.98 | -9.6% | COM | G3198U102 |
| SRCE | 1ST SOURCE CORP | 83,256 | $2,570 | 0.1% | $30.87 | — | COM | 336901103 |
| TPH | TRI POINTE GROUP INC | 185,331 | $2,348 | 0.1% | $13.39 | 0.0% | COM | 87265H109 |
| EGBN | EAGLE BANCORP INC | 46,014 | $2,322 | 0.1% | $26.89 | +45.6% | COM | 268948106 |
| HBNC | HORIZON BANCORP | 82,293 | $2,301 | 0.1% | $11.86 | 0.0% | COM | 440407104 |
| MEI | METHODE ELECTRONICS INC | 70,935 | $2,258 | 0.1% | $27.45 | 0.0% | COM | 591520200 |
| — | LAKELAND BANCORP INC | 185,729 | $2,190 | 0.1% | $10.48 | — | COM | 511637100 |
| — | LYON WILLIAM HOMES | 131,960 | $2,177 | 0.1% | $20.64 | — | CL A NEW | 552074700 |
| — | FCB FINL HLDGS INC | 53,788 | $1,925 | 0.1% | $23.56 | — | CL A | 30255G103 |
| KMI | KINDER MORGAN INC DEL | 126,163 | $1,882 | 0.1% | $14.53 | -1.6% | COM | 49456B101 |
| — | SUNSHINE BANCORP INC | 116,851 | $1,743 | 0.1% | $14.92 | — | COM | 86777J108 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $1,739 | 0.1% | $56.09 | 0.0% | COM | 780087102 |
| XLF | SELECT SECTOR SPDR TR | 71,616 | $1,707 | 0.1% | — | — | Put | 81369Y605 |
| — | SUNTRUST BKS INC | 39,695 | $1,701 | 0.1% | $31.57 | — | COM | 867914103 |
| BPOP | POPULAR INC | 53,325 | $1,511 | 0.1% | $22.59 | -0.8% | COM NEW | 733174700 |
| CSX | CSX CORP | 56,412 | $1,464 | 0.1% | $7.79 | 0.0% | COM | 126408103 |
| AMP | AMERIPRISE FINL INC | 12,727 | $1,354 | 0.1% | $94.67 | -4.7% | COM | 03076C106 |
| — | FIDELITY NATL FINL | 111,383 | $1,251 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| TPC | TUTOR PERINI CORP | 74,710 | $1,251 | 0.1% | $21.28 | -20.0% | COM | 901109108 |
| — | LAKE SUNAPEE BK GROUP | 85,331 | $1,197 | 0.1% | $14.03 | — | COM | 510866106 |
| — | NEW YORK COM BANCORP INC | 73,265 | $1,196 | 0.1% | $14.00 | — | COM | 649445103 |
| OMF | ONEMAIN HLDGS INC | 24,136 | $1,003 | 0.1% | $45.93 | 0.0% | COM | 68268W103 |
| — | SPX FLOW INC | 32,072 | $895 | 0.0% | $34.42 | — | COM | 78469X107 |
| — | SUSSEX BANCORP | 64,118 | $839 | 0.0% | $12.89 | — | COM | 869245100 |
| SPY | SPDR S&P 500 ETF | 3,575 | $729 | 0.0% | — | — | Put | 78462F103 |
| BANR | BANNER CORP | 15,721 | $721 | 0.0% | $34.84 | 0.0% | COM | 06652V208 |
| — | MIDSOUTH BANCORP INC | 67,006 | $608 | 0.0% | $9.07 | — | COM | 598039105 |
| BLD | TOPBUILD CORP | 19,396 | $597 | 0.0% | $30.95 | -3.1% | COM | 89055F103 |
| — | JACOBS ENGR GROUP INC | 13,780 | $578 | 0.0% | $55.15 | — | COM | 469814107 |
| — | BMC STK HLDGS INC | 33,067 | $554 | 0.0% | $16.75 | — | COM | 05591B109 |
| — | FELCOR LODGING TRUST INC | 69,095 | $504 | 0.0% | $5.90 | — | COM | 31430F101 |
| FR | FIRST INDUSTRIAL REALTY TRUST | 21,003 | $465 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | DIAMOND OFFSHORE DRILLING INC | 15,580 | $329 | 0.0% | $32.14 | — | COM | 25271C102 |
| — | SPX CORP | 32,072 | $299 | 0.0% | $72.50 | — | COM | 784635104 |
| — | J ALEXANDER'S HLDGS INC | 19,238 | $210 | 0.0% | $9.98 | — | COM | 46609J106 |
| — | COUSINS PPTYS INC | 14,659 | $138 | 0.0% | $10.10 | — | COM | 222795106 |
| RIG | TRANSOCEAN LTD | 10,114 | $125 | 0.0% | $16.21 | -11.0% | REG SHS | H8817H100 |
| — | ENSCO PLC | 7,986 | $123 | 0.0% | $29.93 | — | COM | G3157S106 |
| — | LINN ENERGY LLC | 66,496 | $86 | 0.0% | $10.14 | — | UNIT LTD LIAB | 536020100 |
| — | LINNCO LLC | 55,291 | $56 | 0.0% | $10.36 | — | COM SHS LTD INT | 535782106 |
| — | BREITBURN ENERGY PARTNERS LP | 59,865 | $40 | 0.0% | $7.00 | — | COM | 106776107 |
| — | FIRST NIAGARA FINL | 387 | $4 | 0.0% | $8.77 | — | COM | 33582V108 |