CIK: 0001085393 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $1,727,914 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RF | REGIONS FINL CORP NEW | 11,942,752 | $101,633 | 5.9% | $6.54 | -2.2% | COM | 7591EP100 |
| WFC | WELLS FARGO & CO | 1,393,786 | $65,968 | 3.8% | $28.62 | +30.1% | COM | 949746101 |
| CFG | CITIZENS FINL GROUP INC | 2,752,615 | $54,997 | 3.2% | $16.50 | -6.3% | COM | 174610105 |
| USB | US BANCORP DEL | 1,255,493 | $50,634 | 2.9% | $24.72 | +18.0% | COM NEW | 902973304 |
| — | BRIDGE BANCORP INC | 1,631,374 | $46,331 | 2.7% | $26.13 | — | COM | 108035106 |
| JPM | JPMORGAN CHASE & CO | 733,012 | $45,549 | 2.6% | $36.83 | +31.2% | COM | 46625H100 |
| — | SVB FINL GROUP | 442,682 | $42,126 | 2.4% | $111.10 | — | COM | 78486Q101 |
| BDC | BELDEN INC | 665,096 | $40,152 | 2.3% | $53.05 | +14.3% | COM | 077454106 |
| SBCF | SEACOAST BK CORP FLA | 2,385,972 | $38,748 | 2.2% | $13.08 | +24.4% | COM NEW | 811707801 |
| STC | STEWART INFORMATION SERVICES | 876,765 | $36,307 | 2.1% | $36.99 | -0.5% | COM | 860372101 |
| CSL | CARLISLE COS INC | 337,866 | $35,706 | 2.1% | $55.89 | +60.9% | COM | 142339100 |
| FITB | FIFTH THIRD BANCORP | 1,678,327 | $29,522 | 1.7% | $12.72 | +0.3% | COM | 316773100 |
| — | FIRST LONG ISLAND CORP | 963,072 | $27,611 | 1.6% | $33.77 | — | COM | 320734106 |
| — | OPUS BANK IRVINE CALF | 799,340 | $27,018 | 1.6% | $32.71 | — | COM | 684000102 |
| KEY | KEYCORP | 2,420,441 | $26,746 | 1.5% | $8.40 | -4.8% | COM | 493267108 |
| — | ASTORIA FINL CORP | 1,710,458 | $26,221 | 1.5% | $15.85 | — | COM | 046265104 |
| FAF | FIRST AMERICAN FINL CORP | 624,890 | $25,133 | 1.5% | $20.94 | +29.4% | COM | 31847R102 |
| BANR | BANNER CORP | 561,501 | $23,886 | 1.4% | $29.90 | +1.2% | COM | 06652V208 |
| — | BRYN MAWR BANK CORP | 810,409 | $23,664 | 1.4% | $29.25 | — | COM | 117665109 |
| — | GUARANTY BANCORP DEL | 1,381,110 | $23,065 | 1.3% | $15.38 | — | COM NEW | 40075T607 |
| — | BOFI HOLDING INC | 1,292,631 | $22,892 | 1.3% | $20.64 | — | COM | 05566U108 |
| HBAN | HUNTINGTON BANCSHARES | 2,557,055 | $22,860 | 1.3% | $6.13 | +7.2% | COM | 446150104 |
| PNC | PNC FINL SVCS GROUP INC | 271,947 | $22,134 | 1.3% | $62.14 | +1.3% | COM | 693475105 |
| — | CU BANCORP CALIF | 914,218 | $20,780 | 1.2% | $18.01 | — | COM | 126534106 |
| — | CASCADE BANCORP | 3,725,805 | $20,641 | 1.2% | $5.14 | — | COM | 147154207 |
| CMA | COMERICA INC | 500,868 | $20,601 | 1.2% | $27.92 | +4.2% | COM | 200340107 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $20,576 | 1.2% | $54.04 | -14.8% | COM | 412822108 |
| OC | OWENS CORNING INC | 377,054 | $19,426 | 1.1% | $41.05 | +21.3% | COM | 690742101 |
| — | FARMERS CAP BK CORP | 699,659 | $19,136 | 1.1% | $21.90 | — | COM | 309562106 |
| HON | HONEYWELL INTL INC | 163,150 | $18,978 | 1.1% | $53.13 | +58.5% | COM | 438516106 |
| — | PACWEST BANCORP DEL | 474,459 | $18,874 | 1.1% | $37.42 | — | COM | 695263103 |
| PGC | PEAPACK GLADSTONE FINL CORP | 1,003,348 | $18,572 | 1.1% | $17.74 | -3.4% | COM | 704699107 |
| PFBC | PREFERRED BANK/LOS ANGELES | 640,451 | $18,493 | 1.1% | $20.11 | +54.8% | COM NEW | 740367404 |
| COF | CAPITAL ONE FINL CORP | 284,719 | $18,083 | 1.0% | $58.66 | 0.0% | COM | 14040H105 |
| WCC | WESCO INTL INC | 341,529 | $17,585 | 1.0% | $69.71 | -21.5% | COM | 95082P105 |
| — | PACIFIC CONTINENTAL CORP | 1,069,104 | $16,796 | 1.0% | $12.73 | — | COM | 69412V108 |
| BMRC | BANK OF MARIN BANCORP | 342,477 | $16,566 | 1.0% | $19.40 | -6.1% | COM | 063425102 |
| — | HERITAGE OAKS BANCORP | 2,071,562 | $16,448 | 1.0% | $7.33 | — | COM | 42724R107 |
| OMF | ONEMAIN HLDGS INC | 717,701 | $16,378 | 0.9% | $28.48 | -0.7% | COM | 68268W103 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $16,097 | 0.9% | $41.18 | — | COM | 073685109 |
| — | VERITEX HLDGS INC | 969,236 | $15,527 | 0.9% | $14.30 | — | COM | 923451108 |
| — | STERLING BANCORP DEL | 987,653 | $15,506 | 0.9% | $14.91 | — | COM | 85917A100 |
| BAC | BANK OF AMERICA CORP | 1,168,038 | $15,500 | 0.9% | $13.56 | -16.4% | COM | 060505104 |
| AER | AERCAP HLDGS NV | 459,015 | $15,418 | 0.9% | $38.82 | -2.7% | SHS | N00985106 |
| — | ANIXTER INTL INC | 286,456 | $15,262 | 0.9% | $60.39 | — | COM | 035290105 |
| RM | REGIONAL MGMT CORP | 1,012,448 | $14,842 | 0.9% | $15.42 | -12.1% | COM | 75902K106 |
| IBCP | INDEPENDENT BANK CORP | 1,022,340 | $14,834 | 0.9% | $7.62 | +37.7% | COM | 453838609 |
| TFIN | TRIUMPH BANCORP INC | 830,997 | $13,296 | 0.8% | $13.73 | +15.6% | COM | 89679E300 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $12,532 | 0.7% | $12.73 | +27.0% | FNF GROUP COM | 31620R303 |
| AL | AIR LEASE CORP | 458,642 | $12,282 | 0.7% | $26.30 | -2.8% | CL A | 00912X302 |
| FFWM | FIRST FOUNDATION INC | 546,510 | $11,750 | 0.7% | $10.19 | -0.7% | COM | 32026V104 |
| FIS | FIDELITY NATIONAL INFORMATION SVCS | 146,883 | $10,822 | 0.6% | $34.36 | +73.2% | COM | 31620M106 |
| — | CENTRAL VALLEY CMNTY BANCORP | 726,971 | $10,178 | 0.6% | $11.43 | — | COM | 155685100 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 217,381 | $10,165 | 0.6% | $51.57 | -13.1% | COM | 88224Q107 |
| — | COMMUNITY FINL CORP MD | 457,658 | $10,133 | 0.6% | $21.16 | — | COM | 20368X101 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 2,322,442 | $10,010 | 0.6% | $3.37 | +31.5% | COM | 760416107 |
| — | WASHINGTONFIRST BANKSHARES INC | 461,087 | $9,964 | 0.6% | $16.44 | — | COM | 940730104 |
| OSBC | OLD SECOND BANCORP INC ILL | 1,413,919 | $9,657 | 0.6% | $4.44 | +46.2% | COM | 680277100 |
| CAC | CAMDEN NATIONAL CORP | 216,840 | $9,107 | 0.5% | $19.89 | +1.2% | COM | 133034108 |
| ORRF | ORRSTOWN FINL SVCS INC | 500,629 | $9,036 | 0.5% | $11.45 | +20.0% | COM | 687380105 |
| EME | EMCOR GROUP INC | 173,990 | $8,571 | 0.5% | $38.05 | +20.5% | COM | 29084Q100 |
| ONB | OLD NATIONAL BANCORP | 677,806 | $8,493 | 0.5% | $13.04 | -2.9% | COM | 680033107 |
| — | SYNOVUS FINL CORP | 291,486 | $8,450 | 0.5% | $25.15 | — | COM NEW | 87161C501 |
| C | CITIGROUP INC | 193,061 | $8,184 | 0.5% | $36.39 | -9.1% | COM NEW | 172967424 |
| LEA | LEAR CORP | 80,377 | $8,179 | 0.5% | $62.05 | +51.3% | COM | 521865204 |
| BK | BANK NEW YORK MELLON CORP | 197,734 | $7,682 | 0.4% | $31.14 | -0.4% | COM | 064058100 |
| SBNY | SIGNATURE BK NEW YORK | 58,539 | $7,313 | 0.4% | $124.93 | — | COM | 82669G104 |
| — | MBT FINL CORP | 884,262 | $7,074 | 0.4% | $5.23 | — | COM | 578877102 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS LTD | 171,696 | $6,840 | 0.4% | $47.83 | -0.4% | SHS | G66721104 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,758 | 0.4% | $30.00 | +25.8% | COM | 909907107 |
| SHBI | SHORE BANCSHARES INC | 563,800 | $6,625 | 0.4% | $9.87 | +17.9% | COM | 825107105 |
| R | RYDER SYSTEM INC | 100,291 | $6,132 | 0.4% | $59.31 | +11.7% | COM | 783549108 |
| CCS | CENTURY CMNTYS INC | 353,250 | $6,125 | 0.4% | $17.68 | -6.6% | COM | 156504300 |
| — | PACIFIC PREMIER BANCORP INC | 251,040 | $6,025 | 0.3% | $15.79 | — | COM | 69478X105 |
| IBP | INSTALLED BUILDING PRODS INC | 164,076 | $5,954 | 0.3% | $13.25 | +116.1% | COM | 45780R101 |
| EQBK | EQUITY BANCSHARES INC | 259,106 | $5,737 | 0.3% | $21.89 | -6.3% | COM CL A | 29460X109 |
| — | OLD LINE BANCSHARES INC | 316,241 | $5,692 | 0.3% | $15.80 | — | COM | 67984M100 |
| RVSB | RIVERVIEW BANCORP INC | 1,187,070 | $5,615 | 0.3% | $2.91 | +23.2% | COM | 769397100 |
| — | MB FINL INC NEW | 152,017 | $5,515 | 0.3% | $27.68 | — | COM | 55264U108 |
| MAS | MASCO CORP | 174,565 | $5,401 | 0.3% | $14.92 | +83.1% | COM | 574599106 |
| HAL | HALLIBURTON CO | 112,234 | $5,083 | 0.3% | $33.46 | +2.0% | COM | 406216101 |
| — | PRIVATEBANCORP INC | 109,421 | $4,818 | 0.3% | $22.65 | — | COM | 742962103 |
| — | SWIFT TRANSN CO | 298,501 | $4,600 | 0.3% | $20.47 | — | CL A | 87074U101 |
| — | LAKELAND BANCORP INC | 397,571 | $4,524 | 0.3% | $10.92 | — | COM | 511637100 |
| EWBC | EAST WEST BANCORP INC | 121,617 | $4,157 | 0.2% | $25.98 | +11.2% | COM | 27579R104 |
| WTFC | WINTRUST FINL CORP | 81,319 | $4,147 | 0.2% | $42.84 | +16.8% | COM | 97650W108 |
| CVLG | COVENANT TRANSN GROUP INC | 222,602 | $4,022 | 0.2% | $9.77 | +4.4% | CL A | 22284P105 |
| FCNCA | FIRST CITIZENS BANCSHARES INC | 15,028 | $3,891 | 0.2% | $233.09 | +4.4% | CL A | 31946M103 |
| CSX | CSX CORP | 147,964 | $3,859 | 0.2% | $7.38 | +2.7% | COM | 126408103 |
| — | YADKIN FINL CORP | 153,614 | $3,854 | 0.2% | $23.67 | — | COM | 984305102 |
| TSBK | TIMBERLAND BANCORP INC | 256,045 | $3,841 | 0.2% | $7.57 | +38.6% | COM | 887098101 |
| TCBK | TRICO BANCSHARES | 137,982 | $3,808 | 0.2% | $21.51 | +25.3% | COM | 896095106 |
| FNB | FNB CORP PA | 299,316 | $3,753 | 0.2% | $8.49 | +5.0% | COM | 302520101 |
| STT | STATE STREET CORP | 69,388 | $3,741 | 0.2% | $46.95 | -3.9% | COM | 857477103 |
| TOL | TOLL BROTHERS INC | 133,850 | $3,602 | 0.2% | $28.03 | +0.2% | COM | 889478103 |
| HBNC | HORIZON BANCORP IND | 143,215 | $3,600 | 0.2% | $11.47 | -5.3% | COM | 440407104 |
| — | FIRST SOUTH BANCORP INC | 378,484 | $3,535 | 0.2% | $8.19 | — | COM | 33646W100 |
| ESNT | ESSENT GROUP LTD | 154,733 | $3,375 | 0.2% | $21.65 | -13.9% | COM | G3198U102 |
| BLDR | BUILDERS FIRSTSOURCE INC | 293,220 | $3,299 | 0.2% | $7.33 | +57.6% | COM | 12008R107 |
| — | BLACKROCK INC | 9,429 | $3,230 | 0.2% | $288.63 | — | COM | 09247X101 |
| — | PENNYMAC FINL SVCS INC | 258,499 | $3,229 | 0.2% | $18.78 | — | CL A | 70932B101 |
| MET | METLIFE INC | 80,239 | $3,196 | 0.2% | $30.07 | -6.4% | COM | 59156R108 |
| — | WCI CMNTYS INC | 188,234 | $3,181 | 0.2% | $19.63 | — | COM PAR $0.01 | 92923C807 |
| TEX | TEREX CORP NEW | 155,437 | $3,157 | 0.2% | $31.11 | -26.5% | COM | 880779103 |
| ZION | ZIONS BANCORP | 120,892 | $3,038 | 0.2% | $23.00 | +15.4% | COM | 989701107 |
| HLI | HOULIHAN LOKEY INC | 135,508 | $3,031 | 0.2% | $17.97 | +9.4% | CL A | 441593100 |
| — | FIDELITY SOUTHERN CORP NEW | 192,010 | $3,009 | 0.2% | $16.04 | — | COM | 316394105 |
| VLY | VALLEY NATIONAL BANCORP | 326,307 | $2,976 | 0.2% | $9.70 | -3.6% | COM | 919794107 |
| — | CALATLANTIC GROUP INC | 80,005 | $2,937 | 0.2% | $36.71 | — | COM | 128195104 |
| — | SUFFOLK BANCORP | 92,163 | $2,886 | 0.2% | $21.36 | — | COM | 864739107 |
| — | SOUTH ST CORP | 42,350 | $2,882 | 0.2% | $55.91 | — | COM | 840441109 |
| — | PREMIER FINL BANCORP INC | 165,984 | $2,797 | 0.2% | $15.59 | — | COM | 74050M105 |
| OCFC | OCEANFIRST FINL CORP | 151,661 | $2,756 | 0.2% | $12.81 | 0.0% | COM | 675234108 |
| — | PROVIDENT BANCORP INC | 175,513 | $2,706 | 0.2% | $12.41 | — | COM | 74383X109 |
| PHM | PULTE GROUP INC | 138,516 | $2,700 | 0.2% | $16.28 | +1.5% | COM | 745867101 |
| AMP | AMERIPRISE FINL | 28,947 | $2,601 | 0.2% | $79.19 | 0.0% | COM | 03076C106 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 211,163 | $2,587 | 0.1% | $8.63 | +0.3% | COM | 470299108 |
| — | CAROLINA BK HLDGS INC GREEN | 147,291 | $2,575 | 0.1% | $11.53 | — | COM | 143785103 |
| BUSE | FIRST BUSEY CORP | 117,193 | $2,507 | 0.1% | $14.66 | 0.0% | COM NEW | 319383204 |
| TPH | TRI POINTE GROUP INC | 209,952 | $2,482 | 0.1% | $12.68 | -7.7% | COM | 87265H109 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $2,458 | 0.1% | $28.07 | +8.6% | COM | 957638109 |
| KMI | KINDER MORGAN INC | 126,163 | $2,362 | 0.1% | $14.53 | -24.9% | COM | 49456B101 |
| — | PEOPLE'S UTAH BANCORP | 141,200 | $2,344 | 0.1% | $17.07 | — | COM | 712706209 |
| EGBN | EAGLE BANCORP INC MD | 46,014 | $2,214 | 0.1% | $26.89 | +42.7% | COM | 268948106 |
| SFST | SOUTHERN FIRST BANCSHARES INC | 82,514 | $1,989 | 0.1% | $16.09 | +55.2% | COM | 842873101 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $1,918 | 0.1% | $56.09 | +7.1% | COM | 780087102 |
| — | FCB FINL HLDGS INC | 53,788 | $1,829 | 0.1% | $23.56 | — | CL A | 30255G103 |
| — | BANKFINL CORP | 138,923 | $1,666 | 0.1% | $9.80 | — | COM | 06643P104 |
| — | SUNSHINE BANCORP INC | 115,453 | $1,635 | 0.1% | $14.92 | — | COM | 86777J108 |
| — | SUNTRUST BANKS | 39,695 | $1,631 | 0.1% | $31.57 | — | COM | 867914103 |
| BPOP | POPULAR INC | 53,325 | $1,562 | 0.1% | $22.59 | -0.0% | COM | 733174700 |
| — | SUSSEX BANCORP | 109,386 | $1,461 | 0.1% | $13.09 | — | COM | 869245100 |
| FBNC | FIRST BANCORP NC | 78,755 | $1,385 | 0.1% | $11.28 | +42.1% | COM | 318910106 |
| — | TCF FINL CORP | 102,042 | $1,291 | 0.1% | $14.89 | — | COM | 872275102 |
| — | FIDELITY NATIONAL FINL | 111,383 | $1,278 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| — | NEW YORK COMNTY BANCORP INC | 73,265 | $1,098 | 0.1% | $14.00 | — | COM | 649445103 |
| XLF | SELECT SECTOR SPDR TR | 39,146 | $895 | 0.1% | — | — | Put | 81369Y605 |
| — | SPX FLOW INC | 32,072 | $836 | 0.0% | $34.42 | — | COM | 78469X107 |
| HFWA | HERITAGE FINL CORP WASH | 45,717 | $804 | 0.0% | $17.70 | 0.0% | COM | 42722X106 |
| WTW | WILLIS TOWERS WATSON PLC PUB LTD | 5,832 | $725 | 0.0% | $100.14 | +7.5% | SHS | G96629103 |
| BLD | TOPBUILD CORP | 19,396 | $702 | 0.0% | $30.95 | +9.2% | COM | 89055F103 |
| — | JACOBS ENGR GROUP INC DEL | 13,780 | $686 | 0.0% | $55.15 | — | COM | 469814107 |
| — | 1ST CENTURY BANCSHARES INC. | 58,849 | $660 | 0.0% | $7.34 | — | COM | 31943X102 |
| KFY | KORNFERRY INTL | 31,468 | $651 | 0.0% | $24.84 | -4.2% | COM NEW | 500643200 |
| FR | FIRST INDUSTRIAL REALTY TRUST | 21,003 | $584 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | SPX CORP | 32,072 | $476 | 0.0% | $72.50 | — | COM | 784635104 |
| — | FELCOR LODGING TRUST INC | 69,095 | $430 | 0.0% | $5.90 | — | COM | 31430F101 |
| BSRR | SIERRA BANCORP | 14,530 | $243 | 0.0% | $9.51 | +31.3% | COM | 82620P102 |
| — | DIAMOND OFFSHORE DRILLING INC | 8,417 | $205 | 0.0% | $32.14 | — | COM | 25271C102 |
| — | BANCORP NEW JERSEY INC NEW | 16,786 | $196 | 0.0% | $12.19 | — | COM | 059915108 |
| — | J ALEXANDERS HLDGS INC | 19,238 | $191 | 0.0% | $9.98 | — | COM | 46609J106 |
| SPY | SPDR S&P 500 ETF TR | 878 | $184 | 0.0% | — | — | Put | 78462F103 |
| — | COUSINS PPTYS INC | 14,659 | $152 | 0.0% | $10.10 | — | COM | 222795106 |
| — | ENSCO PLC | 7,986 | $78 | 0.0% | $29.93 | — | SH CL A | G3157S106 |
| — | FIRST NIAGARA FINL GP INC | 387 | $4 | 0.0% | $8.77 | — | COM | 33582V108 |