CIK: 0001085393 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $2,175,789 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ALLY | ALLY FINL INC | 5,840,934 | $141,701 | 6.5% | $15.65 | +11.2% | COM | 02005N100 |
| WFC | WELLS FARGO CO NEW | 1,516,715 | $83,647 | 3.8% | $31.30 | +34.6% | COM | 949746101 |
| — | BRIDGE BANCORP INC | 2,075,839 | $70,475 | 3.2% | $30.04 | — | COM | 108035106 |
| JPM | JPMORGAN CHASE & CO | 733,012 | $70,010 | 3.2% | $36.83 | +100.0% | COM | 46625H100 |
| USB | US BANCORP DEL | 1,152,064 | $61,739 | 2.8% | $24.72 | +52.7% | COM NEW | 902973304 |
| BDC | BELDEN INC | 736,872 | $59,340 | 2.7% | $54.68 | +34.6% | COM | 077454106 |
| COF | CAPITAL ONE FINL CORP | 614,277 | $52,005 | 2.4% | $65.05 | +9.7% | COM | 14040H105 |
| SBCF | SEACOAST BKG CORP FLA | 2,136,699 | $51,046 | 2.3% | $13.65 | +69.6% | COM NEW | 811707801 |
| CFG | CITIZENS FINL GROUP INC | 1,288,555 | $48,798 | 2.2% | $18.58 | +34.2% | COM | 174610105 |
| OMF | ONEMAIN HLDGS INC | 1,697,652 | $47,857 | 2.2% | $26.02 | +3.0% | COM | 68268W103 |
| RF | REGIONS FINL CORP NEW | 3,013,092 | $45,889 | 2.1% | $6.61 | +57.8% | COM | 7591EP100 |
| — | VERITEX HLDGS INC | 1,630,531 | $43,959 | 2.0% | $19.84 | — | COM | 923451108 |
| — | ASTORIA FINL CORP | 1,986,651 | $42,713 | 2.0% | $17.84 | — | COM | 046265104 |
| SBNY | SIGNATURE BK NEW YORK N Y | 332,784 | $42,610 | 2.0% | $127.72 | — | COM | 82669G104 |
| — | FIRST LONG IS CORP | 1,337,107 | $40,715 | 1.9% | $31.84 | — | COM | 320734106 |
| — | BOFI HLDG INC | 1,400,875 | $39,883 | 1.8% | $22.90 | — | COM | 05566U108 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 1,178,912 | $39,776 | 1.8% | $19.48 | +52.0% | COM | 704699107 |
| AL | AIR LEASE CORP | 919,405 | $39,185 | 1.8% | $28.06 | +23.2% | CL A | 00912X302 |
| AER | AERCAP HOLDINGS NV | 737,372 | $37,687 | 1.7% | $41.00 | +17.7% | SHS | N00985106 |
| BAC | BANK AMER CORP | 1,477,275 | $37,434 | 1.7% | $14.52 | +37.4% | COM | 060505104 |
| FFWM | FIRST FNDTN INC | 1,954,007 | $34,957 | 1.6% | $13.02 | +19.1% | COM | 32026V104 |
| RM | REGIONAL MGMT CORP | 1,438,485 | $34,826 | 1.6% | $16.46 | +17.0% | COM | 75902K106 |
| CSL | CARLISLE COS INC | 337,866 | $33,885 | 1.6% | $55.89 | +56.0% | COM | 142339100 |
| — | FLAGSTAR BANCORP INC | 930,988 | $33,031 | 1.5% | $29.11 | — | COM PAR .001 | 337930705 |
| OC | OWENS CORNING NEW | 377,054 | $29,165 | 1.3% | $41.05 | +70.4% | COM | 690742101 |
| C | CITIGROUP INC | 394,517 | $28,697 | 1.3% | $41.87 | +24.0% | COM NEW | 172967424 |
| — | PENNYMAC FINL SVCS INC | 1,596,439 | $28,417 | 1.3% | $17.09 | — | CL A | 70932B101 |
| — | PACWEST BANCORP DEL | 474,459 | $23,965 | 1.1% | $37.42 | — | COM | 695263103 |
| HON | HONEYWELL INTL INC | 163,150 | $23,125 | 1.1% | $53.13 | +96.4% | COM | 438516106 |
| — | WASHINGTONFIRST BANKSHARES I | 636,651 | $22,658 | 1.0% | $20.72 | — | COM | 940730104 |
| — | MARLIN BUSINESS SVCS CORP | 780,235 | $22,432 | 1.0% | $25.15 | — | COM | 571157106 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $21,898 | 1.0% | $54.04 | -9.9% | COM | 412822108 |
| LEA | LEAR CORP | 107,056 | $18,529 | 0.9% | $76.41 | +67.8% | COM NEW | 521865204 |
| FAF | FIRST AMERN FINL CORP | 370,243 | $18,501 | 0.9% | $24.85 | +45.4% | COM | 31847R102 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $18,143 | 0.8% | $41.18 | — | COM | 073685109 |
| CMA | COMERICA INC | 234,176 | $17,858 | 0.8% | $36.26 | +37.5% | COM | 200340107 |
| ZION | ZIONS BANCORPORATION | 368,695 | $17,395 | 0.8% | $30.72 | +44.8% | COM | 989701107 |
| FITB | FIFTH THIRD BANCORP | 613,452 | $17,164 | 0.8% | $15.35 | +26.7% | COM | 316773100 |
| ORRF | ORRSTOWN FINL SVCS INC | 664,691 | $16,551 | 0.8% | $13.35 | +38.2% | COM | 687380105 |
| BMRC | BANK OF MARIN BANCORP | 241,445 | $16,539 | 0.8% | $19.38 | +26.7% | COM | 063425102 |
| — | COMMUNITY FINL CORP MD | 457,658 | $16,187 | 0.7% | $21.16 | — | COM | 20368X101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $15,860 | 0.7% | $12.73 | +81.9% | FNF GROUP COM | 31620R303 |
| — | PACIFIC PREMIER BANCORP | 412,763 | $15,582 | 0.7% | $24.06 | — | COM | 69478X105 |
| FNB | FNB CORP PA | 1,040,307 | $14,596 | 0.7% | $9.68 | -0.8% | COM | 302520101 |
| CAC | CAMDEN NATL CORP | 325,260 | $14,194 | 0.7% | $22.06 | +35.4% | COM | 133034108 |
| WTFC | WINTRUST FINL CORP | 179,587 | $14,063 | 0.6% | $73.74 | +0.8% | COM | 97650W108 |
| FIS | FIDELITY NATL INFORMATION SV | 146,883 | $13,717 | 0.6% | $34.36 | +127.6% | COM | 31620M106 |
| — | SUSSEX BANCORP | 574,826 | $13,623 | 0.6% | $20.46 | — | COM | 869245100 |
| — | SYNOVUS FINL CORP | 291,486 | $13,426 | 0.6% | $25.15 | — | COM NEW | 87161C501 |
| — | STERLING BANCORP DEL | 541,457 | $13,347 | 0.6% | $14.91 | — | COM | 85917A100 |
| FIBK | FIRST INTST BANCSYSTEM INC | 338,190 | $12,936 | 0.6% | $23.98 | -0.4% | COM CL A | 32055Y201 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 229,092 | $12,382 | 0.6% | $48.84 | +14.5% | SHS | G66721104 |
| EME | EMCOR GROUP INC | 161,305 | $11,191 | 0.5% | $38.05 | +68.5% | COM | 29084Q100 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $10,632 | 0.5% | $13.25 | +289.8% | COM | 45780R101 |
| ONB | OLD NATL BANCORP IND | 552,157 | $10,104 | 0.5% | $13.04 | +28.3% | COM | 680033107 |
| PFBC | PREFERRED BK LOS ANGELES CA | 167,283 | $10,096 | 0.5% | $20.11 | +174.0% | COM NEW | 740367404 |
| — | CALATLANTIC GROUP INC | 270,701 | $9,916 | 0.5% | $35.91 | — | COM | 128195104 |
| — | BRYN MAWR BK CORP | 224,170 | $9,819 | 0.5% | $30.83 | — | COM | 117665109 |
| CCS | CENTURY CMNTYS INC | 392,189 | $9,687 | 0.4% | $18.51 | +22.8% | COM | 156504300 |
| — | MIDSOUTH BANCORP INC | 779,980 | $9,399 | 0.4% | $12.05 | — | COM | 598039105 |
| FISI | FINANCIAL INSTNS INC | 312,580 | $9,002 | 0.4% | $19.40 | 0.0% | COM | 317585404 |
| — | FIRST MIDWEST BANCORP DEL | 376,527 | $8,818 | 0.4% | $23.42 | — | COM | 320867104 |
| — | AMERICAN RIVER BANKSHARES | 636,319 | $8,807 | 0.4% | $14.74 | — | COM | 029326105 |
| BK | BANK NEW YORK MELLON CORP | 159,912 | $8,479 | 0.4% | $31.14 | +34.3% | COM | 064058100 |
| HBAN | HUNTINGTON BANCSHARES INC | 594,292 | $8,296 | 0.4% | $7.43 | +22.2% | COM | 446150104 |
| ESQ | ESQUIRE FINL HLDGS INC | 504,718 | $8,121 | 0.4% | $14.51 | +0.1% | COM | 29667J101 |
| LEN | LENNAR CORP | 149,958 | $7,918 | 0.4% | $39.89 | +14.4% | CL A | 526057104 |
| IBCP | INDEPENDENT BANK CORP MICH | 322,571 | $7,306 | 0.3% | $8.86 | +71.9% | COM NEW | 453838609 |
| CHMG | CHEMUNG FINL CORP | 154,480 | $7,276 | 0.3% | $31.12 | +4.1% | COM | 164024101 |
| PHM | PULTE GROUP INC | 252,218 | $6,893 | 0.3% | $17.67 | +30.3% | COM | 745867101 |
| — | PREMIER FINL BANCORP INC | 314,801 | $6,860 | 0.3% | $17.99 | — | COM | 74050M105 |
| — | MB FINANCIAL INC NEW | 152,017 | $6,844 | 0.3% | $27.68 | — | COM | 55264U108 |
| MAS | MASCO CORP | 174,565 | $6,810 | 0.3% | $14.92 | +122.0% | COM | 574599106 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,693 | 0.3% | $30.00 | +17.3% | COM | 909907107 |
| STT | STATE STR CORP | 69,388 | $6,629 | 0.3% | $46.95 | +53.7% | COM | 857477103 |
| — | ATLANTIC CAP BANCSHARES INC | 361,489 | $6,561 | 0.3% | $18.81 | — | COM | 048269203 |
| HOMB | HOME BANCSHARES INC | 257,494 | $6,494 | 0.3% | $24.02 | 0.0% | COM | 436893200 |
| — | PROVIDENT BANCORP INC | 277,050 | $6,414 | 0.3% | $15.28 | — | COM | 74383X109 |
| — | SVB FINL GROUP | 33,917 | $6,346 | 0.3% | $111.10 | — | COM | 78486Q101 |
| — | FARMERS CAP BK CORP | 145,669 | $6,125 | 0.3% | $22.05 | — | COM | 309562106 |
| — | CU BANCORP CALIF | 157,670 | $6,114 | 0.3% | $18.12 | — | COM | 126534106 |
| TOL | TOLL BROTHERS INC | 146,210 | $6,063 | 0.3% | $28.89 | +36.1% | COM | 889478103 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 646,046 | $5,976 | 0.3% | $4.46 | +99.5% | COM | 760416107 |
| DAL | DELTA AIR LINES INC DEL | 117,161 | $5,650 | 0.3% | $37.91 | +19.5% | COM NEW | 247361702 |
| TCBK | TRICO BANCSHARES | 137,982 | $5,623 | 0.3% | $21.51 | +67.7% | COM | 896095106 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 15,028 | $5,619 | 0.3% | $233.09 | +49.1% | CL A | 31946M103 |
| — | SANDY SPRING BANCORP INC | 135,318 | $5,608 | 0.3% | $40.78 | — | COM | 800363103 |
| STC | STEWART INFORMATION SVCS COR | 148,300 | $5,600 | 0.3% | $36.99 | +5.5% | COM | 860372101 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 384,540 | $5,576 | 0.3% | $9.75 | +14.0% | COM | 470299108 |
| FHB | FIRST HAWAIIAN INC | 179,749 | $5,445 | 0.3% | $20.12 | -0.4% | COM | 32051X108 |
| VYX | NCR CORP NEW | 136,331 | $5,115 | 0.2% | $22.99 | 0.0% | COM | 62886E108 |
| — | OLD LINE BANCSHARES INC | 177,959 | $4,983 | 0.2% | $16.04 | — | COM | 67984M100 |
| MHO | M/I HOMES INC | 180,610 | $4,828 | 0.2% | $25.91 | 0.0% | COM | 55305B101 |
| — | SOUTH ST CORP | 52,946 | $4,768 | 0.2% | $62.61 | — | COM | 840441109 |
| DAN | DANA INCORPORATED | 162,469 | $4,543 | 0.2% | $11.54 | +75.5% | COM | 235825205 |
| KEY | KEYCORP NEW | 234,720 | $4,417 | 0.2% | $8.33 | +49.7% | COM | 493267108 |
| — | STEWARDSHIP FINL CORP | 443,963 | $4,351 | 0.2% | $9.43 | — | COM | 860326107 |
| PNC | PNC FINL SVCS GROUP INC | 31,778 | $4,283 | 0.2% | $62.32 | +55.1% | COM | 693475105 |
| FBNC | FIRST BANCORP N C | 123,266 | $4,242 | 0.2% | $16.05 | +64.6% | COM | 318910106 |
| — | GUARANTY BANCORP DEL | 147,758 | $4,108 | 0.2% | $15.38 | — | COM NEW | 40075T607 |
| BANC | BANC OF CALIFORNIA INC | 194,847 | $4,043 | 0.2% | $15.16 | +7.2% | COM | 05990K106 |
| CM | CDN IMPERIAL BK COMM TORONTO | 45,694 | $3,999 | 0.2% | $26.78 | +7.2% | COM | 136069101 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $3,997 | 0.2% | $28.07 | +51.7% | COM | 957638109 |
| — | AMERICAN OUTDOOR BRANDS CORP | 261,534 | $3,988 | 0.2% | $15.25 | — | COM | 02874P103 |
| VLY | VALLEY NATL BANCORP | 326,307 | $3,932 | 0.2% | $9.70 | +18.8% | COM | 919794107 |
| — | LAKELAND BANCORP INC | 185,729 | $3,789 | 0.2% | $12.32 | — | COM | 511637100 |
| — | PEOPLES UNITED FINANCIAL INC | 205,063 | $3,720 | 0.2% | $17.66 | — | COM | 712704105 |
| BUSE | FIRST BUSEY CORP | 117,193 | $3,675 | 0.2% | $14.66 | +44.0% | COM NEW | 319383204 |
| — | BLACKROCK INC | 7,713 | $3,448 | 0.2% | $309.07 | — | COM | 09247X101 |
| — | BAY BANCORP INC | 300,949 | $3,416 | 0.2% | $7.25 | — | COM | 07203T106 |
| BANR | BANNER CORP | 51,465 | $3,154 | 0.1% | $29.95 | +39.9% | COM NEW | 06652V208 |
| EGBN | EAGLE BANCORP INC MD | 46,014 | $3,085 | 0.1% | $26.89 | +82.1% | COM | 268948106 |
| TPH | TRI POINTE GROUP INC | 216,815 | $2,994 | 0.1% | $12.47 | +6.6% | COM | 87265H109 |
| ESNT | ESSENT GROUP LTD | 69,369 | $2,809 | 0.1% | $21.81 | +58.7% | COM | G3198U102 |
| SHBI | SHORE BANCSHARES INC | 168,512 | $2,806 | 0.1% | $9.87 | +68.2% | COM | 825107105 |
| — | COBIZ FINANCIAL INC | 138,594 | $2,722 | 0.1% | $17.40 | — | COM | 190897108 |
| CVLG | COVENANT TRANSN GROUP INC | 92,831 | $2,690 | 0.1% | $8.64 | +18.1% | CL A | 22284P105 |
| — | FCB FINL HLDGS INC | 53,788 | $2,598 | 0.1% | $23.56 | — | CL A | 30255G103 |
| — | KNIGHT TRANSN INC | 61,116 | $2,539 | 0.1% | $41.54 | — | COM | 499064103 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $2,510 | 0.1% | $56.09 | +33.1% | COM | 780087102 |
| — | CODORUS VY BANCORP INC | 81,268 | $2,496 | 0.1% | $28.59 | — | COM | 192025104 |
| — | DELPHI AUTOMOTIVE PLC | 25,001 | $2,460 | 0.1% | $70.41 | — | SHS | G27823106 |
| KMI | KINDER MORGAN INC DEL | 126,163 | $2,420 | 0.1% | $14.53 | -15.4% | COM | 49456B101 |
| — | GENERAL CABLE CORP DEL NEW | 128,081 | $2,414 | 0.1% | $18.85 | — | COM | 369300108 |
| AAPL | APPLE INC | 15,296 | $2,357 | 0.1% | $24.23 | +49.2% | COM | 037833100 |
| — | MBT FINL CORP | 210,701 | $2,307 | 0.1% | $5.41 | — | COM | 578877102 |
| EWBC | EAST WEST BANCORP INC | 37,989 | $2,271 | 0.1% | $28.93 | +60.7% | COM | 27579R104 |
| BPOP | POPULAR INC | 53,325 | $1,917 | 0.1% | $22.59 | +40.9% | COM NEW | 733174700 |
| — | FIDELITY NATIONAL FINANCIAL | 111,383 | $1,910 | 0.1% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| SYF | SYNCHRONY FINL | 59,331 | $1,842 | 0.1% | $24.03 | +1.4% | COM | 87165B103 |
| — | FIRST SOUTH BANCORP INC VA | 92,391 | $1,712 | 0.1% | $8.30 | — | COM | 33646W100 |
| KFY | KORN FERRY INTL | 42,870 | $1,690 | 0.1% | $21.41 | +43.2% | COM NEW | 500643200 |
| — | LYON WILLIAM HOMES | 69,155 | $1,590 | 0.1% | $22.99 | — | CL A NEW | 552074700 |
| BLD | TOPBUILD CORP | 19,396 | $1,264 | 0.1% | $30.95 | +82.6% | COM | 89055F103 |
| XLF | SELECT SECTOR SPDR TR | 37,020 | $957 | 0.0% | — | — | Put | 81369Y605 |
| CCBG | CAPITAL CITY BK GROUP INC | 39,386 | $946 | 0.0% | $16.31 | +7.3% | COM | 139674105 |
| MTB | M & T BK CORP | 5,823 | $938 | 0.0% | $88.80 | +37.9% | COM | 55261F104 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 23,000 | $836 | 0.0% | $16.09 | +124.4% | COM | 842873101 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 21,003 | $632 | 0.0% | $15.19 | — | COM | 32054K103 |
| FSFG | FIRST SAVINGS FINL GROUP INC | 9,402 | $502 | 0.0% | $14.38 | +4.1% | COM | 33621E109 |
| — | FAUQUIER BANKSHARES INC VA | 23,504 | $467 | 0.0% | $16.72 | — | COM | 312059108 |
| TFIN | TRIUMPH BANCORP INC | 10,331 | $333 | 0.0% | $14.26 | +96.7% | COM | 89679E300 |
| — | OLD POINT FINL CORP | 9,939 | $322 | 0.0% | $25.43 | — | COM | 680194107 |
| — | J ALEXANDERS HLDGS INC | 19,238 | $223 | 0.0% | $9.98 | — | COM | 46609J106 |
| SPY | SPDR S&P 500 ETF TR | 781 | $196 | 0.0% | — | — | Put | 78462F103 |
| — | COUSINS PPTYS INC | 14,659 | $137 | 0.0% | $10.10 | — | COM | 222795106 |
| — | DIAMOND OFFSHORE DRILLING IN | 8,417 | $122 | 0.0% | $32.14 | — | COM | 25271C102 |
| — | ENSCO PLC | 7,986 | $48 | 0.0% | $29.93 | — | SHS CLASS A | G3157S106 |