CIK: 0001085393 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $1,846,166 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| CFG | CITIZENS FINANCIAL GROUP INC. | 3,219,285 | $67,444 | 3.7% | $16.50 | -11.0% | COM | 174610105 |
| WFC | WELLS FARGO & CO NEW | 1,215,959 | $58,804 | 3.2% | $27.36 | +35.6% | COM | 949746101 |
| RF | REGIONS FINANCIAL CORP. NEW | 6,997,819 | $54,933 | 3.0% | $6.64 | -15.1% | COM | 7591EP100 |
| — | BRIDGE BANCORP, INC. | 1,654,688 | $50,418 | 2.7% | $26.13 | — | COM | 108035106 |
| USB | US BANCORP DEL | 1,152,064 | $46,762 | 2.5% | $24.32 | +14.3% | COM NEW | 902973304 |
| JPM | JP MORGAN CHASE & CO. | 733,012 | $43,409 | 2.4% | $36.83 | +21.8% | COM | 46625H100 |
| — | SVB FINL GROUP | 401,840 | $41,008 | 2.2% | $112.72 | — | COM | 78486Q101 |
| BDC | BELDEN INC. | 665,096 | $40,824 | 2.2% | $53.05 | -9.8% | COM | 077454106 |
| SBCF | SEACOAST BKG CORP FLA | 2,385,972 | $37,674 | 2.0% | $13.08 | +13.2% | COM NEW | 811707801 |
| STC | STEWART INFORMATION SVCS COR | 1,001,903 | $36,349 | 2.0% | $36.99 | -8.4% | COM | 860372101 |
| CSL | CARLISLE COS INC. | 337,866 | $33,618 | 1.8% | $55.89 | +39.2% | COM | 142339100 |
| CMA | COMERICA, INC. | 883,944 | $33,475 | 1.8% | $27.92 | -12.4% | COM | 200340107 |
| — | SUFFOLK BANCORP | 1,167,322 | $29,463 | 1.6% | $21.36 | — | COM | 864739107 |
| — | OPUS BK IRVINE CALIF | 805,551 | $27,389 | 1.5% | $32.71 | — | COM | 684000102 |
| — | FIRST LONG IS CORP | 960,455 | $27,373 | 1.5% | $33.77 | — | COM | 320734106 |
| — | ASTORIA FINANCIAL CORP. | 1,710,458 | $27,094 | 1.5% | $15.85 | — | COM | 046265104 |
| — | CU BANCORP CALIF | 1,261,995 | $26,716 | 1.4% | $18.01 | — | COM | 126534106 |
| — | BRYN MAWR BANK CORP | 961,183 | $24,731 | 1.3% | $29.25 | — | COM | 117665109 |
| FAF | FIRST AMERN FINL CORP | 630,975 | $24,046 | 1.3% | $20.94 | +22.7% | COM | 31847R102 |
| HBAN | HUNTINGTON BANCSHARES | 2,515,410 | $23,997 | 1.3% | $6.13 | 0.0% | COM | 446150104 |
| — | BOFI HOLDING, INC. | 1,103,062 | $23,539 | 1.3% | $21.15 | — | COM | 05566U108 |
| — | PACIFIC PREMIER BANCORP, INC. | 1,100,270 | $23,513 | 1.3% | $15.79 | — | COM | 69478X105 |
| HOG | HARLEY-DAVIDSON INC | 454,214 | $23,315 | 1.3% | $54.04 | -19.2% | COM | 412822108 |
| — | GUARANTY BANCORP DEL | 1,492,370 | $23,072 | 1.2% | $15.38 | — | COM NEW | 40075T607 |
| ZION | ZIONS BANCORPORATION | 927,909 | $22,465 | 1.2% | $23.00 | 0.0% | COM | 989701107 |
| KEY | KEYCORP | 2,030,956 | $22,422 | 1.2% | $8.47 | -12.3% | COM | 493267108 |
| PFBC | PREFERRED BK LOS ANGELES CA | 722,121 | $21,844 | 1.2% | $20.11 | +49.4% | COM NEW | 740367404 |
| — | CASCADE BANCORP | 3,789,117 | $21,636 | 1.2% | $5.14 | — | COM | 147154207 |
| — | CARDINAL FINANCIAL CORPORATION | 999,756 | $20,345 | 1.1% | $18.88 | — | COM | 14149F109 |
| — | PACIFIC CONTINENTAL CORP | 1,238,580 | $19,978 | 1.1% | $12.73 | — | COM | 69412V108 |
| — | FARMERS CAP BK CORP | 739,745 | $19,544 | 1.1% | $21.90 | — | COM | 309562106 |
| FBNC | FIRST BANCORP | 1,005,099 | $18,946 | 1.0% | $11.28 | +36.3% | COM | 318910106 |
| WCC | WESCO INTERNATIONAL INC. | 341,529 | $18,671 | 1.0% | $69.71 | -38.0% | COM | 95082P105 |
| HON | HONEYWELL INTL INC | 163,150 | $18,281 | 1.0% | $53.13 | +43.7% | COM | 438516106 |
| OC | OWENS CORNING INC. | 377,054 | $17,827 | 1.0% | $41.05 | +8.2% | COM | 690742101 |
| PNC | PNC FINANCIAL SERVICES GROUP, INC. | 209,729 | $17,737 | 1.0% | $61.89 | +0.1% | COM | 693475105 |
| — | PACWEST BANCORP | 474,459 | $17,626 | 1.0% | $37.42 | — | COM | 695263103 |
| RM | REGIONAL MANAGEMENT CORP. | 1,029,285 | $17,611 | 1.0% | $15.42 | -21.7% | COM | 75902K106 |
| — | BANKFINANCIAL CORPORATION | 1,463,657 | $17,300 | 0.9% | $9.80 | — | COM | 06643P104 |
| — | HERITAGE OAKS BANCORP | 2,193,664 | $17,089 | 0.9% | $7.33 | — | COM | 42724R107 |
| BMRC | BANK OF MARIN BANCORP | 332,029 | $16,342 | 0.9% | $19.44 | -4.7% | COM | 063425102 |
| BAC | BANK OF AMERICA CORP. | 1,168,038 | $15,792 | 0.9% | $13.56 | -19.9% | COM | 060505104 |
| — | ANIXTER INTERNATIONAL INC | 286,456 | $14,927 | 0.8% | $60.39 | — | COM | 035290105 |
| IBCP | INDEPENDENT BANK CORP MICH | 1,022,340 | $14,875 | 0.8% | $7.62 | +35.4% | COM NEW | 453838609 |
| — | BEACON ROOFING SUPPLY INC. | 354,004 | $14,518 | 0.8% | $41.18 | — | COM | 073685109 |
| CPF | CENTRAL PACIFIC FINANCIAL CORP. | 652,850 | $14,213 | 0.8% | $14.84 | -5.7% | COM | 154760409 |
| — | BB&T CORPORATION | 417,660 | $13,896 | 0.8% | $33.27 | — | COM | 054937107 |
| — | VERITEX HOLDINGS INC. | 916,513 | $13,317 | 0.7% | $14.20 | — | COM | 923451108 |
| — | TCF FINANCIAL CORP. | 1,081,180 | $13,255 | 0.7% | $14.89 | — | COM | 872275102 |
| — | WASHINGTONFIRST BANKSHARES I | 605,969 | $13,240 | 0.7% | $16.44 | — | COM | 940730104 |
| — | STERLING BANCORP DEL | 822,167 | $13,097 | 0.7% | $14.75 | — | COM | 85917A100 |
| FFWM | FIRST FNDTN INC | 560,367 | $12,569 | 0.7% | $10.19 | -1.2% | COM | 32026V104 |
| TFIN | TRIUMPH BANCORP INC. | 753,821 | $11,933 | 0.6% | $13.51 | +6.2% | COM | 89679E300 |
| FNF | FIDELITY NATIONAL FINANCIAL INC. | 334,183 | $11,329 | 0.6% | $12.73 | +19.9% | FNF GROUP COM | 31620R303 |
| FHN | FIRST HORIZON NATIONAL CORP. | 835,174 | $10,941 | 0.6% | $9.15 | 0.0% | COM | 320517105 |
| — | CENTRAL VALLEY COMMTY BANCORP | 959,592 | $10,680 | 0.6% | $11.43 | — | COM | 155685100 |
| OSBC | OLD SECOND BANCORP INC ILL | 1,425,983 | $10,224 | 0.6% | $4.44 | +41.9% | COM | 680277100 |
| FRBKQ | REPUBLIC FIRST BANCORP, INC. | 2,370,113 | $9,978 | 0.5% | $3.37 | +23.1% | COM | 760416107 |
| BANR | BANNER CORPORATION | 237,075 | $9,967 | 0.5% | $29.40 | -1.3% | COM | 06652V208 |
| AER | AERCAP HOLDINGS NV | 250,996 | $9,729 | 0.5% | $39.68 | -14.6% | SHS | N00985106 |
| — | COMMUNITY FINL CORP MD | 456,209 | $9,624 | 0.5% | $21.16 | — | COM | 20368X101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 248,357 | $9,532 | 0.5% | $51.57 | -28.2% | COM | 88224Q107 |
| FIS | FIDELITY NATL INFORMATION SV | 146,883 | $9,299 | 0.5% | $34.36 | +47.2% | COM | 31620M106 |
| CAC | CAMDEN NATIONAL CORP. | 216,840 | $9,107 | 0.5% | $19.89 | -4.8% | COM | 133034108 |
| NCLH | NORWEGIAN CRUISE LINE HLDG | 163,068 | $9,016 | 0.5% | $47.84 | +0.7% | SHS | G66721104 |
| ORRF | ORRSTOWN FINANCIAL SERVICES, INC. | 519,532 | $8,998 | 0.5% | $11.45 | +12.4% | COM | 687380105 |
| LEA | LEAR CORP. | 80,377 | $8,936 | 0.5% | $62.05 | +42.1% | COM NEW | 521865204 |
| — | MBT FINL CORP | 1,108,006 | $8,919 | 0.5% | $5.23 | — | COM | 578877102 |
| EME | EMCOR GROUP INC. | 182,412 | $8,865 | 0.5% | $38.05 | +15.1% | COM | 29084Q100 |
| MTB | M&T BANK CORP | 78,690 | $8,735 | 0.5% | $81.93 | 0.0% | COM | 55261F104 |
| EWBC | EAST WEST BANCORP INC | 268,698 | $8,727 | 0.5% | $25.98 | 0.0% | COM | 27579R104 |
| BK | BANK OF NEW YORK | 231,166 | $8,514 | 0.5% | $31.14 | -9.6% | COM | 064058100 |
| — | SYNOVUS FINL CORP | 291,486 | $8,427 | 0.5% | $25.15 | — | COM NEW | 87161C501 |
| SPY | SPDR S&P 500 ETF TR | 40,743 | $8,373 | 0.5% | — | — | Put | 78462F103 |
| — | UNION BANKSHARES CORP NEW | 339,852 | $8,371 | 0.5% | $24.63 | — | COM | 90539J109 |
| C | CITIGROUP INC. | 193,061 | $8,060 | 0.4% | $36.39 | -14.2% | COM | 172967424 |
| PGC | PEAPACK GLADSTONE FINANCIAL CORP. | 468,797 | $7,923 | 0.4% | $18.42 | -8.5% | COM | 704699107 |
| SHBI | SHORE BANCSHARES INC | 638,642 | $7,651 | 0.4% | $9.87 | +15.0% | COM | 825107105 |
| UNTY | UNITY BANCORP INC | 647,551 | $7,363 | 0.4% | $8.10 | +7.3% | COM | 913290102 |
| — | OLD LINE BANCSHARES, INC. | 396,055 | $7,141 | 0.4% | $15.80 | — | COM | 67984M100 |
| — | CAROLINA BK HLDGS INC GREENS | 419,146 | $7,042 | 0.4% | $11.53 | — | COM | 143785103 |
| OMF | ONEMAIN HOLDINGS INC. | 256,405 | $7,033 | 0.4% | $28.84 | -6.2% | COM | 68268W103 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,612 | 0.4% | $30.00 | +17.0% | COM | 909907107 |
| R | RYDER SYSTEM INC | 100,291 | $6,497 | 0.4% | $59.31 | -4.2% | COM | 783549108 |
| — | PEOPLE'S UTAH BANCORP | 403,287 | $6,384 | 0.3% | $17.07 | — | COM | 712706209 |
| RVSB | RIVERVIEW BANCORP, INC. | 1,511,248 | $6,347 | 0.3% | $2.91 | +16.6% | COM | 769397100 |
| CCS | CENTURY COMMUNITIES INC. | 361,063 | $6,163 | 0.3% | $17.68 | -19.2% | COM | 156504300 |
| WTFC | WINTRUST FINL CORP | 132,520 | $5,876 | 0.3% | $42.84 | 0.0% | COM | 97650W108 |
| SFST | SOUTHERN FIRST BANCSHARES INC | 236,151 | $5,764 | 0.3% | $16.09 | +44.9% | COM | 842873101 |
| BSRR | SIERRA BANCORP | 307,869 | $5,588 | 0.3% | $9.51 | +34.3% | COM | 82620P102 |
| — | PENNYMAC FINL SVCS INC | 468,954 | $5,515 | 0.3% | $18.78 | — | CL A | 70932B101 |
| MAS | MASCO CORP. | 174,565 | $5,490 | 0.3% | $14.92 | +59.4% | COM | 574599106 |
| FITB | FIFTH THIRD BANCORP | 314,836 | $5,255 | 0.3% | $12.57 | -7.6% | COM | 316773100 |
| — | ANCHOR BANCORP WISCONSIN INC DEL | 116,398 | $5,245 | 0.3% | $34.47 | — | COM | 03283P106 |
| — | MB FINANCIAL, INC. NEW | 152,017 | $4,933 | 0.3% | $27.68 | — | COM | 55264U108 |
| — | SWIFT TRANSPORTATION CO | 242,009 | $4,509 | 0.2% | $21.65 | — | CL A | 87074U101 |
| CVLG | COVENANT TRANSN GROUP INC | 182,441 | $4,413 | 0.2% | $9.68 | -0.1% | COM | 22284P105 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $4,366 | 0.2% | $13.25 | +53.3% | COM | 45780R101 |
| — | PRIVATEBANCORP INC | 109,421 | $4,224 | 0.2% | $22.65 | — | COM | 742962103 |
| PHM | PULTE HOMES INC. | 219,008 | $4,098 | 0.2% | $16.28 | -7.1% | COM | 745867101 |
| STT | STATE STREET CORP. | 69,388 | $4,061 | 0.2% | $46.95 | -9.2% | COM | 857477103 |
| HBNC | HORIZON BANCORP | 163,092 | $4,032 | 0.2% | $11.47 | -3.4% | COM | 440407104 |
| HAL | HALLIBURTON COMPANY | 112,234 | $4,009 | 0.2% | $33.46 | -19.5% | COM | 406216101 |
| EQBK | EQUITY BANCSHARES INC | 189,325 | $3,976 | 0.2% | $22.40 | -9.0% | COM CL A | 29460X109 |
| TSBK | TIMBERLAND BANCORP, INC. | 309,077 | $3,907 | 0.2% | $7.57 | +21.2% | COM | 887098101 |
| FNB | FNB CORPORATION | 299,316 | $3,894 | 0.2% | $8.49 | 0.0% | COM | 302520101 |
| TEX | TEREX CORP NEW | 155,437 | $3,867 | 0.2% | $31.11 | -32.7% | COM | 880779103 |
| — | FIRST SOUTH BANCORP INC | 462,159 | $3,813 | 0.2% | $8.19 | — | COM | 33646W100 |
| — | BLACKROCK INC. | 11,181 | $3,808 | 0.2% | $288.63 | — | COM | 09247X101 |
| AL | AIR LEASE CORP | 118,394 | $3,803 | 0.2% | $28.39 | -14.3% | CL A | 00912X302 |
| FCNCA | FIRST CITIZENS BANCSHARES INC. | 15,028 | $3,773 | 0.2% | $233.09 | -0.5% | COM | 31946M103 |
| ONB | OLD NATIONAL BANCORP | 307,896 | $3,753 | 0.2% | $13.50 | -12.6% | COM | 680033107 |
| ESNT | ESSENT GROUP LTD. | 179,690 | $3,738 | 0.2% | $21.65 | -21.0% | COM | G3198U102 |
| — | YADKIN FINL CORP | 153,614 | $3,636 | 0.2% | $23.67 | — | COM | 984305102 |
| — | HAMPTON ROADS BANKSHARES, INC. | 1,998,741 | $3,538 | 0.2% | $1.37 | — | COM NEW | 409321502 |
| MET | METLIFE INC | 80,239 | $3,526 | 0.2% | $30.07 | -11.1% | COM | 59156R108 |
| TCBK | TRICO BANCSHARES | 137,982 | $3,494 | 0.2% | $21.51 | +17.7% | COM | 896095106 |
| CSX | CSX CORP. | 129,872 | $3,344 | 0.2% | $7.35 | -4.6% | COM | 126408103 |
| BLDR | BUILDERS FIRSTSOURCE, INC. | 293,220 | $3,305 | 0.2% | $7.33 | +18.2% | COM | 12008R107 |
| VLY | VALLEY NATIONAL BANCORP | 326,307 | $3,113 | 0.2% | $9.70 | -6.4% | COM | 919794107 |
| — | FIDELITY SOUTHERN CORP NEW | 192,010 | $3,080 | 0.2% | $16.04 | — | COM | 316394105 |
| — | WCI CMNTYS INC | 160,404 | $2,980 | 0.2% | $20.11 | — | COM PAR $0.01 | 92923C807 |
| — | MACATAWA BANK CORP | 470,121 | $2,938 | 0.2% | $4.93 | — | COM | 554225102 |
| TPH | TRI POINTE GROUP, INC. | 247,942 | $2,921 | 0.2% | $12.68 | -16.7% | COM | 87265H109 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 23,822 | $2,827 | 0.2% | $100.14 | 0.0% | SHS | G96629103 |
| HLI | HOULIHAN LOKEY INC. | 113,221 | $2,819 | 0.2% | $17.63 | +11.7% | CL A | 441593100 |
| CCBG | CAPITAL CITY BANK GROUP, INC. | 189,362 | $2,763 | 0.1% | $12.05 | -2.1% | COM | 139674105 |
| PEBO | PEOPLES BANCORP INC. | 139,581 | $2,727 | 0.1% | $20.16 | -9.8% | COM | 709789101 |
| — | SOUTH ST CORP | 42,350 | $2,720 | 0.1% | $55.91 | — | COM | 840441109 |
| — | PROVIDENT BANCORP INC | 203,772 | $2,696 | 0.1% | $12.41 | — | COM | 74383X109 |
| — | PREMIER FINANCIAL BANCORP INC. | 166,850 | $2,630 | 0.1% | $15.59 | — | COM | 74050M105 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $2,513 | 0.1% | $28.07 | -3.3% | COM | 957638109 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 210,450 | $2,464 | 0.1% | $8.63 | +1.3% | COM | 470299108 |
| — | PULASKI FINANCIAL CORP. | 148,346 | $2,396 | 0.1% | $10.54 | — | COM | 745548107 |
| FISI | FINANCIAL INSTITUTIONS, INC | 78,277 | $2,276 | 0.1% | $17.97 | 0.0% | COM | 317585404 |
| KMI | KINDER MORGAN INC. DEL | 126,163 | $2,253 | 0.1% | $14.53 | -31.5% | COM | 49456B101 |
| EGBN | EAGLE BANCORP, INC. MD | 46,014 | $2,209 | 0.1% | $26.89 | +36.5% | COM | 268948106 |
| — | LAKE SUNAPEE BANK GROUP | 149,049 | $2,084 | 0.1% | $14.01 | — | COM | 510866106 |
| — | LAKELAND BANCORP, INC. | 198,295 | $2,013 | 0.1% | $10.46 | — | COM | 511637100 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $1,868 | 0.1% | $56.09 | -7.6% | COM | 780087102 |
| TOL | TOLL BROTHERS INC. | 61,644 | $1,819 | 0.1% | $27.95 | 0.0% | COM | 889478103 |
| — | FCB FINL HLDGS INC | 53,788 | $1,789 | 0.1% | $23.56 | — | CL A | 30255G103 |
| — | FIRST BANCSHARES INC MS | 110,236 | $1,723 | 0.1% | $13.57 | — | COM | 318916103 |
| KFY | KORN/FERRY INTERNATIONAL | 60,558 | $1,713 | 0.1% | $24.84 | 0.0% | COM | 500643200 |
| — | SUNSHINE BANCORP INC. | 115,787 | $1,684 | 0.1% | $14.92 | — | COM | 86777J108 |
| URI | UNITED RENTALS INC | 27,047 | $1,682 | 0.1% | $84.84 | -36.5% | COM | 911363109 |
| BPOP | POPULAR, INC. | 53,325 | $1,526 | 0.1% | $22.59 | -11.5% | COM NEW | 733174700 |
| — | SUNTRUST BKS INC | 39,695 | $1,432 | 0.1% | $31.57 | — | COM | 867914103 |
| MEI | METHODE ELECTRONICS INC | 46,635 | $1,364 | 0.1% | $27.45 | -19.1% | COM | 591520200 |
| — | FIDELITY NATIONAL FINANCIAL | 111,383 | $1,209 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| — | NEW YORK CMNTY BANCORP INC | 73,265 | $1,165 | 0.1% | $14.00 | — | COM | 649445103 |
| — | 1ST CENTURY BANCSHARES, INC. | 96,127 | $1,055 | 0.1% | $7.34 | — | COM | 31943X102 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 26,523 | $911 | 0.0% | $35.20 | -6.3% | ORD SHS | M20598104 |
| — | SPX FLOW, INC. | 32,072 | $804 | 0.0% | $34.42 | — | COM | 78469X107 |
| — | SUSSEX BANCORP | 63,608 | $795 | 0.0% | $12.89 | — | COM | 869245100 |
| — | JACOBS ENGR GROUP INC DEL | 13,780 | $600 | 0.0% | $55.15 | — | COM | 469814107 |
| BLD | TOPBUILD CORP. | 19,396 | $577 | 0.0% | $30.95 | -12.6% | COM | 89055F103 |
| — | FELCOR LODGING TRUST INC | 69,095 | $561 | 0.0% | $5.90 | — | COM | 31430F101 |
| — | BANCORP NEW JERSEY INC NEW | 41,767 | $509 | 0.0% | $12.19 | — | COM | 059915108 |
| — | SPX CORPORATION | 32,072 | $482 | 0.0% | $72.50 | — | COM | 784635104 |
| FR | FIRST INDUSTRIAL REALTY TRUST | 21,003 | $478 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | J. ALEXANDER'S HOLDINGS, INC. | 19,238 | $203 | 0.0% | $9.98 | — | COM | 46609J106 |
| — | DIAMOND OFFSHORE DRILLING, INC. | 8,417 | $183 | 0.0% | $32.14 | — | COM | 25271C102 |
| — | COUSINS PROPERTIES INC. | 14,659 | $152 | 0.0% | $10.10 | — | COM | 222795106 |
| — | ENSCO PLC | 7,986 | $83 | 0.0% | $29.93 | — | SHS CLASS A | G3157S106 |
| — | BREITBURN ENERGY PARTNERS L.P. | 35,689 | $20 | 0.0% | $7.00 | — | COM UT LTD PTN | 106776107 |
| — | LINN ENERGY LLC | 39,726 | $14 | 0.0% | $10.14 | — | UNIT LTD LIAB | 536020100 |
| — | LINNCO LLC | 32,996 | $12 | 0.0% | $10.36 | — | COM SHS LTD INT | 535782106 |
| XLF | SELECT SECTOR SPDR TR | 200 | $5 | 0.0% | — | — | Put | 81369Y605 |
| — | FIRST NIAGARA FINL GP INC | 387 | $4 | 0.0% | $8.77 | — | COM | 33582V108 |