CIK: 0001085393 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $2,162,506 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ALLY | ALLY FINL INC | 5,222,634 | $152,292 | 7.0% | $15.65 | +32.8% | COM | 02005N100 |
| WFC | WELLS FARGO CO NEW | 1,329,516 | $80,662 | 3.7% | $31.30 | +44.0% | COM | 949746101 |
| JPM | JPMORGAN CHASE & CO | 733,012 | $78,388 | 3.6% | $36.83 | +120.8% | COM | 46625H100 |
| USB | US BANCORP DEL | 1,362,747 | $73,016 | 3.4% | $26.93 | +45.0% | COM NEW | 902973304 |
| OMF | ONEMAIN HLDGS INC | 2,765,855 | $71,885 | 3.3% | $26.64 | +3.7% | COM | 68268W103 |
| — | BRIDGE BANCORP INC | 1,995,297 | $69,835 | 3.2% | $30.04 | — | COM | 108035106 |
| — | STERLING BANCORP DEL | 2,176,197 | $53,534 | 2.5% | $22.19 | — | COM | 85917A100 |
| — | BOFI HLDG INC | 1,629,787 | $48,731 | 2.3% | $23.89 | — | COM | 05566U108 |
| RF | REGIONS FINL CORP NEW | 2,554,356 | $44,139 | 2.0% | $6.61 | +76.6% | COM | 7591EP100 |
| AER | AERCAP HOLDINGS NV | 822,441 | $43,269 | 2.0% | $42.06 | +21.9% | SHS | N00985106 |
| RM | REGIONAL MGMT CORP | 1,537,760 | $40,458 | 1.9% | $16.71 | +21.1% | COM | 75902K106 |
| — | PENNYMAC FINL SVCS INC | 1,784,748 | $39,889 | 1.8% | $17.64 | — | CL A | 70932B101 |
| FFWM | FIRST FNDTN INC | 2,072,115 | $38,417 | 1.8% | $13.24 | +27.6% | COM | 32026V104 |
| CSL | CARLISLE COS INC | 337,866 | $38,398 | 1.8% | $55.89 | +76.3% | COM | 142339100 |
| AL | AIR LEASE CORP | 732,507 | $35,226 | 1.6% | $28.06 | +36.0% | CL A | 00912X302 |
| OC | OWENS CORNING NEW | 377,054 | $34,666 | 1.6% | $41.05 | +105.2% | COM | 690742101 |
| BAC | BANK AMER CORP | 1,163,234 | $34,339 | 1.6% | $14.52 | +56.8% | COM | 060505104 |
| MBIN | MERCHANTS BANCORP IND | 1,722,932 | $33,907 | 1.6% | $11.33 | 0.0% | COM | 58844R108 |
| — | FIRST LONG IS CORP | 1,174,813 | $33,482 | 1.5% | $31.84 | — | COM | 320734106 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 912,140 | $31,943 | 1.5% | $19.48 | +65.5% | COM | 704699107 |
| COF | CAPITAL ONE FINL CORP | 319,373 | $31,803 | 1.5% | $65.05 | +21.9% | COM | 14040H105 |
| — | STERLING BANCORP INC | 2,491,016 | $31,636 | 1.5% | $12.70 | — | COM | 85917W102 |
| — | VERITEX HLDGS INC | 1,133,244 | $31,266 | 1.4% | $19.84 | — | COM | 923451108 |
| SBCF | SEACOAST BKG CORP FLA | 1,185,023 | $29,874 | 1.4% | $13.65 | +83.3% | COM NEW | 811707801 |
| — | PACWEST BANCORP DEL | 534,965 | $26,962 | 1.2% | $38.89 | — | COM | 695263103 |
| HON | HONEYWELL INTL INC | 163,150 | $25,021 | 1.2% | $53.13 | +113.4% | COM | 438516106 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $23,110 | 1.1% | $54.04 | -10.0% | COM | 412822108 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $22,571 | 1.0% | $41.18 | — | COM | 073685109 |
| CFG | CITIZENS FINL GROUP INC | 496,637 | $20,849 | 1.0% | $18.58 | +50.7% | COM | 174610105 |
| LEA | LEAR CORP | 115,622 | $20,426 | 0.9% | $81.80 | +82.3% | COM NEW | 521865204 |
| — | WASHINGTONFIRST BANKSHARES I | 543,611 | $18,624 | 0.9% | $20.72 | — | COM | 940730104 |
| — | SANDY SPRING BANCORP INC | 476,689 | $18,600 | 0.9% | $39.52 | — | COM | 800363103 |
| C | CITIGROUP INC | 245,792 | $18,289 | 0.8% | $41.87 | +34.9% | COM NEW | 172967424 |
| FNB | FNB CORP PA | 1,314,113 | $18,161 | 0.8% | $9.74 | +2.3% | COM | 302520101 |
| — | ATLANTIC CAP BANCSHARES INC | 964,313 | $16,972 | 0.8% | $18.05 | — | COM | 048269203 |
| — | CAMBRIDGE BANCORP | 211,365 | $16,867 | 0.8% | $79.80 | — | COM | 132152109 |
| — | MARLIN BUSINESS SVCS CORP | 751,839 | $16,841 | 0.8% | $25.15 | — | COM | 571157106 |
| — | PACIFIC PREMIER BANCORP | 412,763 | $16,511 | 0.8% | $24.06 | — | COM | 69478X105 |
| — | SUSSEX BANCORP | 594,167 | $15,953 | 0.7% | $20.67 | — | COM | 869245100 |
| ZION | ZIONS BANCORPORATION | 311,022 | $15,809 | 0.7% | $30.72 | +55.9% | COM | 989701107 |
| FITB | FIFTH THIRD BANCORP | 520,949 | $15,806 | 0.7% | $15.35 | +40.1% | COM | 316773100 |
| — | COMMUNITY FINL CORP MD | 412,072 | $15,782 | 0.7% | $21.16 | — | COM | 20368X101 |
| — | FLAGSTAR BANCORP INC | 417,060 | $15,606 | 0.7% | $29.11 | — | COM PAR .001 | 337930705 |
| — | MIDSOUTH BANCORP INC | 1,142,420 | $15,137 | 0.7% | $12.43 | — | COM | 598039105 |
| CMA | COMERICA INC | 161,137 | $13,988 | 0.6% | $36.26 | +55.1% | COM | 200340107 |
| — | SYNOVUS FINL CORP | 291,486 | $13,974 | 0.6% | $25.15 | — | COM NEW | 87161C501 |
| FIS | FIDELITY NATL INFORMATION SV | 146,883 | $13,820 | 0.6% | $34.36 | +136.2% | COM | 31620M106 |
| CAC | CAMDEN NATL CORP | 325,260 | $13,703 | 0.6% | $22.06 | +44.8% | COM | 133034108 |
| — | BRYN MAWR BK CORP | 308,602 | $13,640 | 0.6% | $34.48 | — | COM | 117665109 |
| FIBK | FIRST INTST BANCSYSTEM INC | 336,274 | $13,468 | 0.6% | $23.98 | +7.5% | COM CL A | 32055Y201 |
| ORRF | ORRSTOWN FINL SVCS INC | 526,900 | $13,304 | 0.6% | $13.35 | +45.1% | COM | 687380105 |
| EME | EMCOR GROUP INC | 161,305 | $13,187 | 0.6% | $38.05 | +97.3% | COM | 29084Q100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $13,113 | 0.6% | $12.73 | +103.9% | FNF GROUP COM | 31620R303 |
| WTFC | WINTRUST FINL CORP | 156,477 | $12,889 | 0.6% | $73.74 | +9.2% | COM | 97650W108 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $12,462 | 0.6% | $13.25 | +381.8% | COM | 45780R101 |
| CCS | CENTURY CMNTYS INC | 388,956 | $12,097 | 0.6% | $18.51 | +44.6% | COM | 156504300 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 223,570 | $11,905 | 0.6% | $48.84 | +13.3% | SHS | G66721104 |
| — | OLD LINE BANCSHARES INC | 382,188 | $11,252 | 0.5% | $23.20 | — | COM | 67984M100 |
| MRBK | MERIDIAN BK PAOLI PA | 537,742 | $10,744 | 0.5% | $7.26 | 0.0% | COM | 58958P104 |
| ESQ | ESQUIRE FINL HLDGS INC | 520,660 | $10,278 | 0.5% | $14.58 | +15.7% | COM | 29667J101 |
| IBCP | INDEPENDENT BANK CORP MICH | 458,325 | $10,244 | 0.5% | $11.12 | +48.2% | COM NEW | 453838609 |
| FHB | FIRST HAWAIIAN INC | 343,888 | $10,035 | 0.5% | $20.30 | +1.0% | COM | 32051X108 |
| SHBI | SHORE BANCSHARES INC | 594,717 | $9,932 | 0.5% | $15.06 | +13.6% | COM | 825107105 |
| PFBC | PREFERRED BK LOS ANGELES CA | 167,283 | $9,833 | 0.5% | $20.11 | +202.0% | COM NEW | 740367404 |
| — | AMERICAN RIVER BANKSHARES | 635,735 | $9,689 | 0.4% | $14.74 | — | COM | 029326105 |
| ONB | OLD NATL BANCORP IND | 552,157 | $9,635 | 0.4% | $13.04 | +37.9% | COM | 680033107 |
| CASH | META FINL GROUP INC | 94,944 | $8,797 | 0.4% | $27.83 | 0.0% | COM | 59100U108 |
| BK | BANK NEW YORK MELLON CORP | 159,912 | $8,613 | 0.4% | $31.14 | +36.9% | COM | 064058100 |
| MCB | METROPOLITAN BK HLDG CORP | 196,493 | $8,272 | 0.4% | $42.65 | 0.0% | COM | 591774104 |
| BMRC | BANK OF MARIN BANCORP | 120,400 | $8,187 | 0.4% | $19.38 | +35.4% | COM | 063425102 |
| CHMG | CHEMUNG FINL CORP | 167,715 | $8,067 | 0.4% | $31.69 | +21.0% | COM | 164024101 |
| — | SVB FINL GROUP | 33,917 | $7,929 | 0.4% | $111.10 | — | COM | 78486Q101 |
| MAS | MASCO CORP | 174,565 | $7,670 | 0.4% | $14.92 | +140.0% | COM | 574599106 |
| — | PROVIDENT BANCORP INC | 286,359 | $7,574 | 0.4% | $15.65 | — | COM | 74383X109 |
| FAF | FIRST AMERN FINL CORP | 134,358 | $7,529 | 0.3% | $24.85 | +65.2% | COM | 31847R102 |
| — | CALATLANTIC GROUP INC | 128,944 | $7,271 | 0.3% | $35.91 | — | COM | 128195104 |
| EGBN | EAGLE BANCORP INC MD | 120,077 | $6,952 | 0.3% | $41.14 | +21.5% | COM | 268948106 |
| — | MB FINANCIAL INC NEW | 152,017 | $6,768 | 0.3% | $27.68 | — | COM | 55264U108 |
| LEN | LENNAR CORP | 102,905 | $6,508 | 0.3% | $39.89 | +30.5% | CL A | 526057104 |
| STC | STEWART INFORMATION SVCS COR | 148,300 | $6,273 | 0.3% | $36.99 | +6.7% | COM | 860372101 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,261 | 0.3% | $30.00 | +20.2% | COM | 909907107 |
| KEY | KEYCORP NEW | 306,164 | $6,175 | 0.3% | $9.44 | +38.5% | COM | 493267108 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 15,028 | $6,056 | 0.3% | $233.09 | +67.3% | CL A | 31946M103 |
| HOMB | HOME BANCSHARES INC | 257,494 | $5,987 | 0.3% | $24.02 | -2.7% | COM | 436893200 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 400,103 | $5,974 | 0.3% | $9.80 | +12.5% | COM | 470299108 |
| PHM | PULTE GROUP INC | 178,806 | $5,945 | 0.3% | $17.67 | +60.5% | COM | 745867101 |
| — | PREMIER FINL BANCORP INC | 295,865 | $5,941 | 0.3% | $17.99 | — | COM | 74050M105 |
| FISI | FINANCIAL INSTNS INC | 186,653 | $5,805 | 0.3% | $19.40 | +12.1% | COM | 317585404 |
| ASB | ASSOCIATED BANC CORP | 221,244 | $5,620 | 0.3% | $18.46 | 0.0% | COM | 045487105 |
| — | FARMERS CAP BK CORP | 145,669 | $5,608 | 0.3% | $22.05 | — | COM | 309562106 |
| HBAN | HUNTINGTON BANCSHARES INC | 385,003 | $5,606 | 0.3% | $7.43 | +31.4% | COM | 446150104 |
| MHO | M/I HOMES INC | 158,461 | $5,451 | 0.3% | $25.91 | +26.0% | COM | 55305B101 |
| — | LYON WILLIAM HOMES | 184,095 | $5,353 | 0.2% | $26.79 | — | CL A NEW | 552074700 |
| DAL | DELTA AIR LINES INC DEL | 93,878 | $5,257 | 0.2% | $37.91 | +26.1% | COM NEW | 247361702 |
| TCBK | TRICO BANCSHARES | 137,982 | $5,224 | 0.2% | $21.51 | +90.8% | COM | 896095106 |
| DAN | DANA INCORPORATED | 162,469 | $5,201 | 0.2% | $11.54 | +122.9% | COM | 235825205 |
| TMHC | TAYLOR MORRISON HOME CORP | 207,495 | $5,077 | 0.2% | $23.40 | 0.0% | CL A | 87724P106 |
| TOL | TOLL BROTHERS INC | 104,068 | $4,997 | 0.2% | $28.89 | +59.3% | COM | 889478103 |
| — | SOUTH ST CORP | 52,946 | $4,614 | 0.2% | $62.61 | — | COM | 840441109 |
| PNC | PNC FINL SVCS GROUP INC | 31,778 | $4,585 | 0.2% | $62.32 | +67.9% | COM | 693475105 |
| — | STEWARDSHIP FINL CORP | 446,832 | $4,580 | 0.2% | $9.43 | — | COM | 860326107 |
| — | GENERAL CABLE CORP DEL NEW | 154,738 | $4,580 | 0.2% | $20.70 | — | COM | 369300108 |
| — | BLACK KNIGHT INC | 102,472 | $4,524 | 0.2% | $44.15 | — | COM | 09215C105 |
| STT | STATE STR CORP | 44,868 | $4,380 | 0.2% | $46.95 | +58.5% | COM | 857477103 |
| FBNC | FIRST BANCORP N C | 123,266 | $4,353 | 0.2% | $16.05 | +90.8% | COM | 318910106 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $4,263 | 0.2% | $28.07 | +72.2% | COM | 957638109 |
| — | GUARANTY BANCORP DEL | 147,758 | $4,086 | 0.2% | $15.38 | — | COM NEW | 40075T607 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 460,937 | $3,895 | 0.2% | $4.46 | +105.2% | COM | 760416107 |
| — | PEOPLES UNITED FINANCIAL INC | 205,063 | $3,835 | 0.2% | $17.66 | — | COM | 712704105 |
| — | LAKELAND BANCORP INC | 185,729 | $3,575 | 0.2% | $12.32 | — | COM | 511637100 |
| BUSE | FIRST BUSEY CORP | 117,193 | $3,509 | 0.2% | $14.66 | +54.2% | COM NEW | 319383204 |
| — | CODORUS VY BANCORP INC | 125,943 | $3,467 | 0.2% | $28.21 | — | COM | 192025104 |
| — | BAY BANCORP INC | 276,909 | $3,385 | 0.2% | $7.25 | — | COM | 07203T106 |
| ESNT | ESSENT GROUP LTD | 69,369 | $3,012 | 0.1% | $21.81 | +78.7% | COM | G3198U102 |
| — | CENTRAL VALLEY CMNTY BANCORP | 143,413 | $2,894 | 0.1% | $20.18 | — | COM | 155685100 |
| BANR | BANNER CORP | 51,465 | $2,837 | 0.1% | $29.95 | +44.0% | COM NEW | 06652V208 |
| — | FCB FINL HLDGS INC | 53,788 | $2,732 | 0.1% | $23.56 | — | CL A | 30255G103 |
| RY | ROYAL BK CDA MONTREAL QUE | 32,456 | $2,650 | 0.1% | $56.09 | +41.4% | COM | 780087102 |
| AAPL | APPLE INC | 15,296 | $2,589 | 0.1% | $24.23 | +61.3% | COM | 037833100 |
| EWBC | EAST WEST BANCORP INC | 37,989 | $2,311 | 0.1% | $28.93 | +69.2% | COM | 27579R104 |
| KMI | KINDER MORGAN INC DEL | 126,163 | $2,280 | 0.1% | $14.53 | -21.5% | COM | 49456B101 |
| — | MBT FINL CORP | 210,701 | $2,233 | 0.1% | $5.41 | — | COM | 578877102 |
| XLF | SELECT SECTOR SPDR TR | 73,144 | $2,042 | 0.1% | — | — | Put | 81369Y605 |
| — | M D C HLDGS INC | 63,295 | $2,018 | 0.1% | $31.88 | — | COM | 552676108 |
| SBNY | SIGNATURE BK NEW YORK N Y | 13,935 | $1,913 | 0.1% | $127.72 | — | COM | 82669G104 |
| CNNE | CANNAE HLDGS INC | 111,383 | $1,897 | 0.1% | $16.42 | 0.0% | COM | 13765N107 |
| BPOP | POPULAR INC | 53,325 | $1,893 | 0.1% | $22.59 | +21.2% | COM NEW | 733174700 |
| — | AV HOMES INC | 112,923 | $1,880 | 0.1% | $16.65 | — | COM | 00234P102 |
| — | AMERICAN OUTDOOR BRANDS CORP | 146,248 | $1,878 | 0.1% | $15.25 | — | COM | 02874P103 |
| KFY | KORN FERRY INTL | 42,870 | $1,774 | 0.1% | $21.41 | +72.7% | COM NEW | 500643200 |
| — | CAROLINA FINL CORP NEW | 46,787 | $1,738 | 0.1% | $37.15 | — | COM | 143873107 |
| — | ASTORIA FINL CORP | 75,873 | $1,631 | 0.1% | $17.84 | — | COM | 046265104 |
| BDC | BELDEN INC | 19,071 | $1,472 | 0.1% | $54.68 | +47.3% | COM | 077454106 |
| BLD | TOPBUILD CORP | 19,396 | $1,469 | 0.1% | $30.95 | +114.3% | COM | 89055F103 |
| CM | CDN IMPERIAL BK COMM TORONTO | 14,550 | $1,417 | 0.1% | $26.78 | +15.4% | COM | 136069101 |
| FUNC | FIRST UTD CORP | 70,999 | $1,235 | 0.1% | $13.46 | 0.0% | COM | 33741H107 |
| VLY | VALLEY NATL BANCORP | 90,722 | $1,018 | 0.0% | $9.70 | +19.5% | COM | 919794107 |
| MTB | M & T BK CORP | 5,823 | $996 | 0.0% | $88.80 | +46.3% | COM | 55261F104 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 23,000 | $949 | 0.0% | $16.09 | +146.9% | COM | 842873101 |
| SPY | SPDR S&P 500 ETF TR | 2,533 | $676 | 0.0% | — | — | Put | 78462F103 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 21,003 | $661 | 0.0% | $15.19 | — | COM | 32054K103 |
| OVLY | OAK VALLEY BANCORP OAKDALE C | 31,827 | $622 | 0.0% | $17.74 | 0.0% | COM | 671807105 |
| FSFG | FIRST SAVINGS FINL GROUP INC | 9,810 | $559 | 0.0% | $14.44 | +9.8% | COM | 33621E109 |
| — | FAUQUIER BANKSHARES INC VA | 23,254 | $509 | 0.0% | $16.72 | — | COM | 312059108 |
| TFIN | TRIUMPH BANCORP INC | 10,331 | $325 | 0.0% | $14.26 | +121.5% | COM | 89679E300 |
| — | OLD POINT FINL CORP | 10,188 | $303 | 0.0% | $25.53 | — | COM | 680194107 |
| — | J ALEXANDERS HLDGS INC | 19,238 | $187 | 0.0% | $9.98 | — | COM | 46609J106 |
| — | COUSINS PPTYS INC | 14,659 | $136 | 0.0% | $10.10 | — | COM | 222795106 |
| — | ENSCO PLC | 7,986 | $47 | 0.0% | $29.93 | — | SHS CLASS A | G3157S106 |