CIK: 0001085393 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $2,040,437 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ALLY | ALLY FINL INC | 4,514,055 | $94,344 | 4.6% | $15.14 | +0.7% | COM | 02005N100 |
| — | BRIDGE BANCORP INC | 2,075,839 | $69,125 | 3.4% | $30.04 | — | COM | 108035106 |
| WFC | WELLS FARGO CO NEW | 1,215,959 | $67,376 | 3.3% | $28.62 | +47.4% | COM | 949746101 |
| JPM | JPMORGAN CHASE & CO | 733,012 | $66,997 | 3.3% | $36.83 | +86.1% | COM | 46625H100 |
| USB | US BANCORP DEL | 1,152,064 | $59,815 | 2.9% | $24.72 | +49.6% | COM NEW | 902973304 |
| BDC | BELDEN INC | 733,307 | $55,313 | 2.7% | $54.68 | +27.2% | COM | 077454106 |
| SBCF | SEACOAST BKG CORP FLA | 2,112,499 | $50,911 | 2.5% | $13.54 | +75.8% | COM NEW | 811707801 |
| COF | CAPITAL ONE FINL CORP | 588,989 | $48,662 | 2.4% | $64.78 | +8.0% | COM | 14040H105 |
| RF | REGIONS FINL CORP NEW | 3,281,664 | $48,044 | 2.4% | $6.61 | +53.7% | COM | 7591EP100 |
| CFG | CITIZENS FINL GROUP INC | 1,342,212 | $47,890 | 2.3% | $18.58 | +35.4% | COM | 174610105 |
| OMF | ONEMAIN HLDGS INC | 1,683,968 | $41,409 | 2.0% | $26.02 | -9.6% | COM | 68268W103 |
| BAC | BANK AMER CORP | 1,696,992 | $41,169 | 2.0% | $14.52 | +31.5% | COM | 060505104 |
| — | BOFI HLDG INC | 1,718,337 | $40,759 | 2.0% | $22.90 | — | COM | 05566U108 |
| SBNY | SIGNATURE BK NEW YORK N Y | 282,319 | $40,521 | 2.0% | $127.66 | — | COM | 82669G104 |
| — | ASTORIA FINL CORP | 1,986,651 | $40,031 | 2.0% | $17.84 | — | COM | 046265104 |
| FITB | FIFTH THIRD BANCORP | 1,458,175 | $37,854 | 1.9% | $15.35 | +17.4% | COM | 316773100 |
| — | VERITEX HLDGS INC | 1,421,705 | $37,433 | 1.8% | $18.79 | — | COM | 923451108 |
| AL | AIR LEASE CORP | 995,510 | $37,192 | 1.8% | $28.06 | +15.1% | CL A | 00912X302 |
| AER | AERCAP HOLDINGS NV | 783,136 | $36,361 | 1.8% | $41.00 | +8.2% | SHS | N00985106 |
| — | FLAGSTAR BANCORP INC | 1,168,511 | $36,014 | 1.8% | $29.11 | — | COM PAR .001 | 337930705 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 1,130,099 | $35,361 | 1.7% | $19.04 | +51.4% | COM | 704699107 |
| — | FIRST LONG IS CORP | 1,170,008 | $33,462 | 1.6% | $32.04 | — | COM | 320734106 |
| CSL | CARLISLE COS INC | 337,866 | $32,232 | 1.6% | $55.89 | +62.2% | COM | 142339100 |
| FAF | FIRST AMERN FINL CORP | 714,271 | $31,921 | 1.6% | $24.85 | +27.8% | COM | 31847R102 |
| RM | REGIONAL MGMT CORP | 1,302,106 | $30,769 | 1.5% | $16.17 | +7.4% | COM | 75902K106 |
| FFWM | FIRST FNDTN INC | 1,801,092 | $29,592 | 1.5% | $12.81 | +13.9% | COM | 32026V104 |
| C | CITIGROUP INC | 423,162 | $28,301 | 1.4% | $41.87 | +11.0% | COM NEW | 172967424 |
| — | PENNYMAC FINL SVCS INC | 1,598,213 | $26,690 | 1.3% | $17.09 | — | CL A | 70932B101 |
| ZION | ZIONS BANCORPORATION | 593,967 | $26,081 | 1.3% | $30.72 | +34.0% | COM | 989701107 |
| OC | OWENS CORNING NEW | 377,054 | $25,232 | 1.2% | $41.05 | +52.7% | COM | 690742101 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $24,537 | 1.2% | $54.04 | +3.0% | COM | 412822108 |
| — | PACWEST BANCORP DEL | 474,459 | $22,157 | 1.1% | $37.42 | — | COM | 695263103 |
| HON | HONEYWELL INTL INC | 163,150 | $21,746 | 1.1% | $53.13 | +85.9% | COM | 438516106 |
| — | WASHINGTONFIRST BANKSHARES I | 595,512 | $20,563 | 1.0% | $19.70 | — | COM | 940730104 |
| BANC | BANC OF CALIFORNIA INC | 907,516 | $19,512 | 1.0% | $15.16 | +14.2% | COM | 05990K106 |
| — | MARLIN BUSINESS SVCS CORP | 764,363 | $19,224 | 0.9% | $25.08 | — | COM | 571157106 |
| ORRF | ORRSTOWN FINL SVCS INC | 816,659 | $18,661 | 0.9% | $13.35 | +22.9% | COM | 687380105 |
| BMRC | BANK OF MARIN BANCORP | 289,504 | $17,819 | 0.9% | $19.38 | +23.3% | COM | 063425102 |
| — | COMMUNITY FINL CORP MD | 457,658 | $17,620 | 0.9% | $21.16 | — | COM | 20368X101 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $17,346 | 0.9% | $41.18 | — | COM | 073685109 |
| LEA | LEAR CORP | 117,914 | $16,753 | 0.8% | $76.41 | +56.5% | COM NEW | 521865204 |
| — | PACIFIC PREMIER BANCORP | 412,763 | $15,231 | 0.7% | $24.06 | — | COM | 69478X105 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $14,981 | 0.7% | $12.73 | +59.3% | FNF GROUP COM | 31620R303 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 180,800 | $13,994 | 0.7% | $76.70 | +0.4% | COM | 88224Q107 |
| CAC | CAMDEN NATL CORP | 325,260 | $13,957 | 0.7% | $22.06 | +39.0% | COM | 133034108 |
| — | SUSSEX BANCORP | 572,846 | $13,949 | 0.7% | $20.46 | — | COM | 869245100 |
| — | BRYN MAWR BK CORP | 325,257 | $13,823 | 0.7% | $30.83 | — | COM | 117665109 |
| — | SYNOVUS FINL CORP | 291,486 | $12,895 | 0.6% | $25.15 | — | COM NEW | 87161C501 |
| — | STERLING BANCORP DEL | 541,457 | $12,589 | 0.6% | $14.91 | — | COM | 85917A100 |
| FIS | FIDELITY NATL INFORMATION SV | 146,883 | $12,544 | 0.6% | $34.36 | +108.9% | COM | 31620M106 |
| CMA | COMERICA INC | 148,243 | $10,857 | 0.5% | $28.37 | +71.6% | COM | 200340107 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 197,323 | $10,713 | 0.5% | $47.69 | +8.3% | SHS | G66721104 |
| EME | EMCOR GROUP INC | 161,305 | $10,546 | 0.5% | $38.05 | +63.5% | COM | 29084Q100 |
| SYF | SYNCHRONY FINL | 322,828 | $9,627 | 0.5% | $24.03 | 0.0% | COM | 87165B103 |
| ONB | OLD NATL BANCORP IND | 552,157 | $9,525 | 0.5% | $13.04 | +28.5% | COM | 680033107 |
| PFBC | PREFERRED BK LOS ANGELES CA | 167,283 | $8,945 | 0.4% | $20.11 | +156.3% | COM NEW | 740367404 |
| FNB | FNB CORP PA | 631,123 | $8,937 | 0.4% | $9.73 | +3.1% | COM | 302520101 |
| — | AMERICAN RIVER BANKSHARES | 615,881 | $8,936 | 0.4% | $14.77 | — | COM | 029326105 |
| — | CALATLANTIC GROUP INC | 251,947 | $8,906 | 0.4% | $35.85 | — | COM | 128195104 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $8,688 | 0.4% | $13.25 | +257.9% | COM | 45780R101 |
| CCS | CENTURY CMNTYS INC | 336,092 | $8,335 | 0.4% | $17.80 | +35.9% | COM | 156504300 |
| BK | BANK NEW YORK MELLON CORP | 159,912 | $8,159 | 0.4% | $31.14 | +21.9% | COM | 064058100 |
| LEN | LENNAR CORP | 149,193 | $7,955 | 0.4% | $39.89 | +12.8% | CL A | 526057104 |
| — | TCF FINL CORP | 476,816 | $7,600 | 0.4% | $15.94 | — | COM | 872275102 |
| PHM | PULTE GROUP INC | 298,671 | $7,326 | 0.4% | $17.67 | +19.8% | COM | 745867101 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 784,910 | $7,260 | 0.4% | $4.46 | +99.3% | COM | 760416107 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $7,062 | 0.3% | $30.00 | +32.3% | COM | 909907107 |
| TOL | TOLL BROTHERS INC | 171,417 | $6,773 | 0.3% | $28.89 | +29.2% | COM | 889478103 |
| STC | STEWART INFORMATION SVCS COR | 148,300 | $6,730 | 0.3% | $36.99 | +21.8% | COM | 860372101 |
| — | MB FINANCIAL INC NEW | 152,017 | $6,695 | 0.3% | $27.68 | — | COM | 55264U108 |
| MAS | MASCO CORP | 174,565 | $6,670 | 0.3% | $14.92 | +114.9% | COM | 574599106 |
| — | PREMIER FINL BANCORP INC | 317,560 | $6,545 | 0.3% | $17.99 | — | COM | 74050M105 |
| HBAN | HUNTINGTON BANCSHARES INC | 483,528 | $6,537 | 0.3% | $7.06 | +26.0% | COM | 446150104 |
| STT | STATE STR CORP | 69,388 | $6,226 | 0.3% | $46.95 | +36.7% | COM | 857477103 |
| — | SVB FINL GROUP | 33,917 | $5,962 | 0.3% | $111.10 | — | COM | 78486Q101 |
| IBCP | INDEPENDENT BANK CORP MICH | 271,780 | $5,911 | 0.3% | $7.67 | +100.1% | COM NEW | 453838609 |
| — | PROVIDENT BANCORP INC | 262,672 | $5,910 | 0.3% | $14.85 | — | COM | 74383X109 |
| — | STONEGATE BK FT LAUDERDALE F | 127,820 | $5,903 | 0.3% | $33.75 | — | COM | 861811107 |
| — | CU BANCORP CALIF | 157,670 | $5,700 | 0.3% | $18.12 | — | COM | 126534106 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 379,261 | $5,674 | 0.3% | $9.73 | +13.6% | COM | 470299108 |
| — | FARMERS CAP BK CORP | 145,669 | $5,616 | 0.3% | $22.05 | — | COM | 309562106 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 15,028 | $5,601 | 0.3% | $233.09 | +44.0% | CL A | 31946M103 |
| DAL | DELTA AIR LINES INC DEL | 103,816 | $5,579 | 0.3% | $36.96 | +19.9% | COM NEW | 247361702 |
| — | ATLANTIC CAP BANCSHARES INC | 280,417 | $5,328 | 0.3% | $19.00 | — | COM | 048269203 |
| DAN | DANA INCORPORATED | 226,250 | $5,052 | 0.2% | $11.54 | +46.4% | COM | 235825205 |
| — | OLD LINE BANCSHARES INC | 177,770 | $5,010 | 0.2% | $16.04 | — | COM | 67984M100 |
| TCBK | TRICO BANCSHARES | 137,982 | $4,850 | 0.2% | $21.51 | +63.8% | COM | 896095106 |
| FHB | FIRST HAWAIIAN INC | 152,447 | $4,668 | 0.2% | $20.13 | 0.0% | COM | 32051X108 |
| — | SANDY SPRING BANCORP INC | 114,064 | $4,638 | 0.2% | $40.66 | — | COM | 800363103 |
| — | SOUTH ST CORP | 52,946 | $4,537 | 0.2% | $62.61 | — | COM | 840441109 |
| KEY | KEYCORP NEW | 234,720 | $4,399 | 0.2% | $8.33 | +48.9% | COM | 493267108 |
| ESQ | ESQUIRE FINL HLDGS INC | 283,704 | $4,256 | 0.2% | $14.50 | 0.0% | COM | 29667J101 |
| — | BAY BANCORP INC | 546,783 | $4,156 | 0.2% | $7.25 | — | COM | 07203T106 |
| — | GUARANTY BANCORP DEL | 147,758 | $4,019 | 0.2% | $15.38 | — | COM NEW | 40075T607 |
| PNC | PNC FINL SVCS GROUP INC | 31,778 | $3,968 | 0.2% | $62.32 | +44.9% | COM | 693475105 |
| — | STEWARDSHIP FINL CORP | 413,753 | $3,889 | 0.2% | $9.40 | — | COM | 860326107 |
| VLY | VALLEY NATL BANCORP | 326,307 | $3,854 | 0.2% | $9.70 | +20.7% | COM | 919794107 |
| FBNC | FIRST BANCORP N C | 123,266 | $3,853 | 0.2% | $16.05 | +54.9% | COM | 318910106 |
| CM | CDN IMPERIAL BK COMM TORONTO | 45,694 | $3,709 | 0.2% | $26.78 | 0.0% | COM | 136069101 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $3,705 | 0.2% | $28.07 | +47.1% | COM | 957638109 |
| — | PEOPLES UNITED FINANCIAL INC | 205,063 | $3,621 | 0.2% | $17.66 | — | COM | 712704105 |
| CCBG | CAPITAL CITY BK GROUP INC | 177,274 | $3,620 | 0.2% | $16.31 | +1.9% | COM | 139674105 |
| — | LAKELAND BANCORP INC | 185,729 | $3,492 | 0.2% | $12.32 | — | COM | 511637100 |
| BUSE | FIRST BUSEY CORP | 117,193 | $3,436 | 0.2% | $14.66 | +43.7% | COM NEW | 319383204 |
| CHMG | CHEMUNG FINL CORP | 80,767 | $3,302 | 0.2% | $29.96 | +2.4% | COM | 164024101 |
| — | BLACKROCK INC | 7,713 | $3,258 | 0.2% | $309.07 | — | COM | 09247X101 |
| — | DIEBOLD NXDF INC | 115,299 | $3,228 | 0.2% | $28.00 | — | COM | 253651103 |
| TPH | TRI POINTE GROUP INC | 239,716 | $3,162 | 0.2% | $12.47 | 0.0% | COM | 87265H109 |
| CVLG | COVENANT TRANSN GROUP INC | 169,362 | $2,969 | 0.1% | $8.64 | 0.0% | CL A | 22284P105 |
| — | COBIZ FINANCIAL INC | 170,277 | $2,963 | 0.1% | $17.40 | — | COM | 190897108 |
| EGBN | EAGLE BANCORP INC MD | 46,014 | $2,913 | 0.1% | $26.89 | +73.5% | COM | 268948106 |
| BANR | BANNER CORP | 51,465 | $2,908 | 0.1% | $29.95 | +33.2% | COM NEW | 06652V208 |
| SHBI | SHORE BANCSHARES INC | 172,520 | $2,838 | 0.1% | $9.87 | +68.0% | COM | 825107105 |
| ESNT | ESSENT GROUP LTD | 69,369 | $2,576 | 0.1% | $21.81 | +50.7% | COM | G3198U102 |
| — | FCB FINL HLDGS INC | 53,788 | $2,568 | 0.1% | $23.56 | — | CL A | 30255G103 |
| KMI | KINDER MORGAN INC DEL | 126,163 | $2,417 | 0.1% | $14.53 | -14.1% | COM | 49456B101 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $2,354 | 0.1% | $56.09 | +25.0% | COM | 780087102 |
| — | SWIFT TRANSN CO | 84,884 | $2,249 | 0.1% | $20.54 | — | CL A | 87074U101 |
| EWBC | EAST WEST BANCORP INC | 37,989 | $2,225 | 0.1% | $28.93 | +55.3% | COM | 27579R104 |
| BPOP | POPULAR INC | 53,325 | $2,224 | 0.1% | $22.59 | +37.1% | COM NEW | 733174700 |
| AAPL | APPLE INC | 15,296 | $2,203 | 0.1% | $24.23 | +41.6% | COM | 037833100 |
| — | DELPHI AUTOMOTIVE PLC | 25,001 | $2,191 | 0.1% | $70.41 | — | SHS | G27823106 |
| — | CODORUS VY BANCORP INC | 74,445 | $2,114 | 0.1% | $28.40 | — | COM | 192025104 |
| — | MBT FINL CORP | 210,701 | $2,044 | 0.1% | $5.41 | — | COM | 578877102 |
| — | ELMIRA SVGS BK ELMIRA N Y | 89,587 | $1,819 | 0.1% | $20.30 | — | COM | 289660102 |
| — | FIDELITY NATIONAL FINANCIAL | 111,383 | $1,760 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| — | FIRST SOUTH BANCORP INC VA | 92,391 | $1,528 | 0.1% | $8.30 | — | COM | 33646W100 |
| FIBK | FIRST INTST BANCSYSTEM INC | 41,018 | $1,526 | 0.1% | $24.61 | 0.0% | COM CL A | 32055Y201 |
| KFY | KORN FERRY INTL | 42,870 | $1,480 | 0.1% | $21.41 | +34.1% | COM NEW | 500643200 |
| WTFC | WINTRUST FINL CORP | 14,376 | $1,099 | 0.1% | $67.11 | +6.7% | COM | 97650W108 |
| BLD | TOPBUILD CORP | 19,396 | $1,029 | 0.1% | $30.95 | +65.5% | COM | 89055F103 |
| MTB | M & T BK CORP | 5,823 | $943 | 0.0% | $88.80 | +37.8% | COM | 55261F104 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 23,000 | $852 | 0.0% | $16.09 | +113.4% | COM | 842873101 |
| XLF | SELECT SECTOR SPDR TR | 29,000 | $715 | 0.0% | — | — | Put | 81369Y605 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 21,003 | $601 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | FAUQUIER BANKSHARES INC VA | 23,082 | $439 | 0.0% | $16.66 | — | COM | 312059108 |
| FSFG | FIRST SAVINGS FINL GROUP INC | 6,362 | $336 | 0.0% | $14.10 | 0.0% | COM | 33621E109 |
| — | OLD POINT FINL CORP | 9,939 | $327 | 0.0% | $25.43 | — | COM | 680194107 |
| SPY | SPDR S&P 500 ETF TR | 1,222 | $295 | 0.0% | — | — | Put | 78462F103 |
| TFIN | TRIUMPH BANCORP INC | 10,331 | $254 | 0.0% | $14.26 | +62.6% | COM | 89679E300 |
| — | J ALEXANDERS HLDGS INC | 19,238 | $236 | 0.0% | $9.98 | — | COM | 46609J106 |
| — | COUSINS PPTYS INC | 14,659 | $129 | 0.0% | $10.10 | — | COM | 222795106 |
| — | DIAMOND OFFSHORE DRILLING IN | 8,417 | $91 | 0.0% | $32.14 | — | COM | 25271C102 |
| — | ENSCO PLC | 7,986 | $41 | 0.0% | $29.93 | — | SHS CLASS A | G3157S106 |