CIK: 0001085393 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value ($000): $2,320,836 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ALLY | ALLY FINL INC | 5,419,109 | $147,129 | 6.3% | $15.91 | +41.9% | COM | 02005N100 |
| WFC | WELLS FARGO CO NEW | 1,838,577 | $96,360 | 4.2% | $35.85 | +33.1% | COM | 949746101 |
| OMF | ONEMAIN HLDGS INC | 2,888,446 | $86,480 | 3.7% | $26.86 | +18.3% | COM | 68268W103 |
| JPM | JPMORGAN CHASE & CO | 733,012 | $80,609 | 3.5% | $36.83 | +148.2% | COM | 46625H100 |
| USB | US BANCORP DEL | 1,411,397 | $71,276 | 3.1% | $27.38 | +45.8% | COM NEW | 902973304 |
| — | BRIDGE BANCORP INC | 2,037,120 | $68,345 | 2.9% | $30.11 | — | COM | 108035106 |
| AER | AERCAP HOLDINGS NV | 1,025,830 | $52,030 | 2.2% | $43.84 | +16.5% | SHS | N00985106 |
| — | STERLING BANCORP DEL | 2,176,197 | $49,073 | 2.1% | $22.19 | — | COM | 85917A100 |
| RM | REGIONAL MGMT CORP | 1,511,995 | $48,142 | 2.1% | $16.71 | +46.4% | COM | 75902K106 |
| RF | REGIONS FINL CORP NEW | 2,562,079 | $47,603 | 2.1% | $6.61 | +110.4% | COM | 7591EP100 |
| COF | CAPITAL ONE FINL CORP | 474,242 | $45,442 | 2.0% | $72.18 | +20.4% | COM | 14040H105 |
| — | PENNYMAC FINL SVCS INC | 1,911,938 | $43,305 | 1.9% | $17.97 | — | CL A | 70932B101 |
| FFWM | FIRST FNDTN INC | 2,096,367 | $38,867 | 1.7% | $13.29 | +29.0% | COM | 32026V104 |
| CFG | CITIZENS FINL GROUP INC | 904,090 | $37,954 | 1.6% | $24.77 | +30.4% | COM | 174610105 |
| — | FIRST LONG IS CORP | 1,338,105 | $36,731 | 1.6% | $31.31 | — | COM | 320734106 |
| CSL | CARLISLE COS INC | 337,866 | $35,277 | 1.5% | $55.89 | +77.8% | COM | 142339100 |
| LEN | LENNAR CORP | 593,248 | $34,966 | 1.5% | $52.59 | +5.1% | CL A | 526057104 |
| BAC | BANK AMER CORP | 1,163,234 | $34,885 | 1.5% | $14.52 | +79.4% | COM | 060505104 |
| — | SANDY SPRING BANCORP INC | 870,013 | $33,722 | 1.5% | $39.18 | — | COM | 800363103 |
| — | STERLING BANCORP INC | 2,467,405 | $33,335 | 1.4% | $12.70 | — | COM | 85917W102 |
| AL | AIR LEASE CORP | 723,363 | $30,830 | 1.3% | $28.06 | +42.4% | CL A | 00912X302 |
| MBIN | MERCHANTS BANCORP IND | 1,415,970 | $30,443 | 1.3% | $11.33 | +13.5% | COM | 58844R108 |
| OC | OWENS CORNING NEW | 377,054 | $30,315 | 1.3% | $41.05 | +112.3% | COM | 690742101 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 882,284 | $29,459 | 1.3% | $19.48 | +69.3% | COM | 704699107 |
| — | PACWEST BANCORP DEL | 534,965 | $26,497 | 1.1% | $38.89 | — | COM | 695263103 |
| FNB | FNB CORP PA | 1,932,007 | $25,985 | 1.1% | $9.94 | +4.4% | COM | 302520101 |
| MCB | METROPOLITAN BK HLDG CORP | 605,153 | $25,483 | 1.1% | $43.82 | +1.3% | COM | 591774104 |
| HON | HONEYWELL INTL INC | 163,150 | $23,577 | 1.0% | $53.13 | +121.1% | COM | 438516106 |
| SBCF | SEACOAST BKG CORP FLA | 877,868 | $23,237 | 1.0% | $13.65 | +93.7% | COM NEW | 811707801 |
| LEA | LEAR CORP | 124,445 | $23,158 | 1.0% | $87.39 | +83.8% | COM NEW | 521865204 |
| — | FLAGSTAR BANCORP INC | 638,199 | $22,592 | 1.0% | $31.29 | — | COM PAR .001 | 337930705 |
| CCS | CENTURY CMNTYS INC | 694,950 | $20,814 | 0.9% | $23.46 | +26.8% | COM | 156504300 |
| — | MIDSOUTH BANCORP INC | 1,640,077 | $20,747 | 0.9% | $12.50 | — | COM | 598039105 |
| — | BOFI HLDG INC | 480,899 | $19,491 | 0.8% | $23.89 | — | COM | 05566U108 |
| HOG | HARLEY DAVIDSON INC | 454,214 | $19,477 | 0.8% | $54.04 | -11.4% | COM | 412822108 |
| ZION | ZIONS BANCORPORATION | 358,324 | $18,894 | 0.8% | $33.77 | +59.4% | COM | 989701107 |
| — | LUTHER BURBANK CORP | 1,572,070 | $18,881 | 0.8% | $12.01 | — | COM | 550550107 |
| — | BEACON ROOFING SUPPLY INC | 354,004 | $18,787 | 0.8% | $41.18 | — | COM | 073685109 |
| — | MARLIN BUSINESS SVCS CORP | 636,916 | $18,057 | 0.8% | $25.15 | — | COM | 571157106 |
| — | VERITEX HLDGS INC | 608,350 | $16,833 | 0.7% | $19.84 | — | COM | 923451108 |
| — | PACIFIC PREMIER BANCORP | 412,763 | $16,593 | 0.7% | $24.06 | — | COM | 69478X105 |
| C | CITIGROUP INC | 245,792 | $16,591 | 0.7% | $41.87 | +37.7% | COM NEW | 172967424 |
| MHO | M/I HOMES INC | 493,329 | $15,713 | 0.7% | $30.60 | +7.3% | COM | 55305B101 |
| CMA | COMERICA INC | 161,137 | $15,458 | 0.7% | $36.26 | +84.4% | COM | 200340107 |
| — | COMMUNITY FINL CORP MD | 411,009 | $15,298 | 0.7% | $21.16 | — | COM | 20368X101 |
| IBCP | INDEPENDENT BANK CORP MICH | 661,802 | $15,155 | 0.7% | $12.99 | +32.4% | COM NEW | 453838609 |
| — | DIME CMNTY BANCSHARES | 811,012 | $14,923 | 0.6% | $18.40 | — | COM | 253922108 |
| TMHC | TAYLOR MORRISON HOME CORP | 632,643 | $14,728 | 0.6% | $24.43 | +2.1% | CL A | 87724P106 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 275,914 | $14,615 | 0.6% | $50.36 | +12.9% | SHS | G66721104 |
| — | SYNOVUS FINL CORP | 291,486 | $14,557 | 0.6% | $25.15 | — | COM NEW | 87161C501 |
| CAC | CAMDEN NATL CORP | 325,260 | $14,474 | 0.6% | $22.06 | +45.0% | COM | 133034108 |
| FIS | FIDELITY NATL INFORMATION SV | 146,883 | $14,145 | 0.6% | $34.36 | +147.3% | COM | 31620M106 |
| — | SUSSEX BANCORP | 450,531 | $13,696 | 0.6% | $20.67 | — | COM | 869245100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 334,183 | $13,374 | 0.6% | $12.73 | +114.2% | FNF GROUP COM | 31620R303 |
| PFBC | PREFERRED BK LOS ANGELES CA | 202,148 | $12,978 | 0.6% | $27.64 | +130.7% | COM NEW | 740367404 |
| FIBK | FIRST INTST BANCSYSTEM INC | 317,854 | $12,571 | 0.5% | $23.98 | +13.7% | COM CL A | 32055Y201 |
| EME | EMCOR GROUP INC | 161,305 | $12,570 | 0.5% | $38.05 | +102.1% | COM | 29084Q100 |
| HWC | HANCOCK HLDG CO | 239,601 | $12,387 | 0.5% | $53.40 | 0.0% | COM | 410120109 |
| EGBN | EAGLE BANCORP INC MD | 206,657 | $12,368 | 0.5% | $44.16 | +9.5% | COM | 268948106 |
| — | CAMBRIDGE BANCORP | 138,411 | $12,083 | 0.5% | $79.80 | — | COM | 132152109 |
| — | AV HOMES INC | 643,885 | $11,944 | 0.5% | $18.22 | — | COM | 00234P102 |
| ESQ | ESQUIRE FINL HLDGS INC | 475,180 | $11,594 | 0.5% | $14.58 | +45.6% | COM | 29667J101 |
| — | BRYN MAWR BK CORP | 258,952 | $11,381 | 0.5% | $34.48 | — | COM | 117665109 |
| FISI | FINANCIAL INSTNS INC | 381,426 | $11,290 | 0.5% | $20.67 | +5.9% | COM | 317585404 |
| MRBK | MERIDIAN BK PAOLI PA | 599,501 | $10,590 | 0.5% | $7.25 | -2.2% | COM | 58958P104 |
| ORRF | ORRSTOWN FINL SVCS INC | 424,940 | $10,262 | 0.4% | $13.35 | +43.4% | COM | 687380105 |
| IBP | INSTALLED BLDG PRODS INC | 164,076 | $9,853 | 0.4% | $13.25 | +362.4% | COM | 45780R101 |
| SHBI | SHORE BANCSHARES INC | 518,035 | $9,770 | 0.4% | $15.06 | +19.0% | COM | 825107105 |
| — | AMERICAN RIVER BANKSHARES | 622,933 | $9,662 | 0.4% | $14.74 | — | COM | 029326105 |
| CHMG | CHEMUNG FINL CORP | 202,954 | $9,431 | 0.4% | $32.62 | +13.5% | COM | 164024101 |
| ONB | OLD NATL BANCORP IND | 552,157 | $9,331 | 0.4% | $13.04 | +34.9% | COM | 680033107 |
| — | FARMERS CAP BK CORP | 231,172 | $9,235 | 0.4% | $28.67 | — | COM | 309562106 |
| BK | BANK NEW YORK MELLON CORP | 159,912 | $8,240 | 0.4% | $31.14 | +43.6% | COM | 064058100 |
| — | SVB FINL GROUP | 33,917 | $8,140 | 0.4% | $111.10 | — | COM | 78486Q101 |
| HBAN | HUNTINGTON BANCSHARES INC | 537,831 | $8,121 | 0.3% | $8.45 | +30.3% | COM | 446150104 |
| — | CENTRAL VALLEY CMNTY BANCORP | 410,996 | $8,039 | 0.3% | $19.78 | — | COM | 155685100 |
| FAF | FIRST AMERN FINL CORP | 134,358 | $7,884 | 0.3% | $24.85 | +81.1% | COM | 31847R102 |
| BMRC | BANK OF MARIN BANCORP | 110,558 | $7,623 | 0.3% | $19.38 | +36.6% | COM | 063425102 |
| — | FCB FINL HLDGS INC | 146,344 | $7,478 | 0.3% | $40.98 | — | CL A | 30255G103 |
| MAS | MASCO CORP | 174,565 | $7,059 | 0.3% | $14.92 | +154.3% | COM | 574599106 |
| — | BANK COMM HLDGS | 587,693 | $6,847 | 0.3% | $11.65 | — | COM | 06424J103 |
| STC | STEWART INFORMATION SVCS COR | 148,300 | $6,516 | 0.3% | $36.99 | +16.4% | COM | 860372101 |
| — | PREMIER FINL BANCORP INC | 343,545 | $6,393 | 0.3% | $18.08 | — | COM | 74050M105 |
| FITB | FIFTH THIRD BANCORP | 200,400 | $6,363 | 0.3% | $15.35 | +57.6% | COM | 316773100 |
| — | FRANKLIN FINL NETWORK INC | 194,968 | $6,356 | 0.3% | $32.60 | — | COM | 35352P104 |
| UBSI | UNITED BANKSHARES INC WEST V | 180,165 | $6,351 | 0.3% | $30.00 | +20.6% | COM | 909907107 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 15,028 | $6,210 | 0.3% | $233.09 | +79.9% | CL A | 31946M103 |
| — | DNB FINL CORP | 174,076 | $6,206 | 0.3% | $35.65 | — | COM | 233237106 |
| — | MB FINANCIAL INC NEW | 152,017 | $6,154 | 0.3% | $27.68 | — | COM | 55264U108 |
| BOTJ | BANK OF THE ST JAMES FINL GP | 400,927 | $6,130 | 0.3% | $9.80 | +15.6% | COM | 470299108 |
| KEY | KEYCORP NEW | 306,164 | $5,986 | 0.3% | $9.44 | +54.8% | COM | 493267108 |
| MCHB | HOMESTREET INC | 205,279 | $5,881 | 0.3% | $29.73 | 0.0% | COM | 43785V102 |
| HOMB | HOME BANCSHARES INC | 257,494 | $5,873 | 0.3% | $24.02 | -0.2% | COM | 436893200 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 129,353 | $5,756 | 0.2% | $38.88 | +12.7% | COM | 842873101 |
| — | CODORUS VY BANCORP INC | 200,591 | $5,641 | 0.2% | $28.18 | — | COM | 192025104 |
| MOFG | MIDWESTONE FINL GROUP INC NE | 168,906 | $5,623 | 0.2% | $33.02 | 0.0% | COM | 598511103 |
| — | PROVIDENT BANCORP INC | 203,647 | $5,407 | 0.2% | $15.65 | — | COM | 74383X109 |
| PHM | PULTE GROUP INC | 178,806 | $5,273 | 0.2% | $17.67 | +60.7% | COM | 745867101 |
| TCBK | TRICO BANCSHARES | 137,982 | $5,136 | 0.2% | $21.51 | +77.5% | COM | 896095106 |
| — | STEWARDSHIP FINL CORP | 463,409 | $5,097 | 0.2% | $9.48 | — | COM | 860326107 |
| — | BLACK KNIGHT INC | 102,472 | $4,826 | 0.2% | $44.15 | — | COM | 09215C105 |
| PNC | PNC FINL SVCS GROUP INC | 31,778 | $4,806 | 0.2% | $62.32 | +89.6% | COM | 693475105 |
| BWB | BRIDGEWATER BANCSHARES INC | 361,614 | $4,726 | 0.2% | $12.89 | 0.0% | COM ACCD INV | 108621103 |
| BDC | BELDEN INC | 68,208 | $4,702 | 0.2% | $69.23 | +8.2% | COM | 077454106 |
| — | SOUTH ST CORP | 52,946 | $4,516 | 0.2% | $62.61 | — | COM | 840441109 |
| TOL | TOLL BROTHERS INC | 104,068 | $4,501 | 0.2% | $28.89 | +62.5% | COM | 889478103 |
| STT | STATE STR CORP | 44,868 | $4,475 | 0.2% | $46.95 | +74.5% | COM | 857477103 |
| FBNC | FIRST BANCORP N C | 123,266 | $4,394 | 0.2% | $16.05 | +90.1% | COM | 318910106 |
| WAL | WESTERN ALLIANCE BANCORP | 75,297 | $4,376 | 0.2% | $28.07 | +83.0% | COM | 957638109 |
| — | GUARANTY BANCORP DEL | 147,758 | $4,189 | 0.2% | $15.38 | — | COM NEW | 40075T607 |
| DAN | DANA INCORPORATED | 162,469 | $4,185 | 0.2% | $11.54 | +114.7% | COM | 235825205 |
| FUNC | FIRST UTD CORP | 213,354 | $4,096 | 0.2% | $13.82 | +1.3% | COM | 33741H107 |
| DAL | DELTA AIR LINES INC DEL | 73,690 | $4,039 | 0.2% | $37.91 | +33.9% | COM NEW | 247361702 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 460,937 | $4,010 | 0.2% | $4.46 | +93.7% | COM | 760416107 |
| WTFC | WINTRUST FINL CORP | 46,316 | $3,985 | 0.2% | $73.74 | +16.8% | COM | 97650W108 |
| VYX | NCR CORP NEW | 125,642 | $3,960 | 0.2% | $21.07 | 0.0% | COM | 62886E108 |
| — | PEOPLES UNITED FINANCIAL INC | 205,063 | $3,826 | 0.2% | $17.66 | — | COM | 712704105 |
| OPBK | OP BANCORP | 296,402 | $3,690 | 0.2% | $10.42 | 0.0% | COM | 67109R109 |
| — | LAKELAND BANCORP INC | 185,729 | $3,687 | 0.2% | $12.32 | — | COM | 511637100 |
| ENS | ENERSYS | 52,579 | $3,647 | 0.2% | $65.93 | 0.0% | COM | 29275Y102 |
| BUSE | FIRST BUSEY CORP | 117,193 | $3,483 | 0.2% | $14.66 | +53.4% | COM NEW | 319383204 |
| BY | BYLINE BANCORP INC | 134,180 | $3,077 | 0.1% | $20.79 | 0.0% | COM | 124411109 |
| — | FIDELITY SOUTHERN CORP NEW | 132,870 | $3,065 | 0.1% | $23.07 | — | COM | 316394105 |
| ESNT | ESSENT GROUP LTD | 69,369 | $2,952 | 0.1% | $21.81 | +86.1% | COM | G3198U102 |
| BANR | BANNER CORP | 51,465 | $2,856 | 0.1% | $29.95 | +39.3% | COM NEW | 06652V208 |
| — | ENTERPRISE BANCORP INC MASS | 80,743 | $2,849 | 0.1% | $35.28 | — | COM | 293668109 |
| RBB | RBB BANCORP | 103,294 | $2,724 | 0.1% | $26.51 | 0.0% | COM | 74930B105 |
| AAPL | APPLE INC | 15,296 | $2,566 | 0.1% | $24.23 | +66.8% | COM | 037833100 |
| — | BAY BANCORP INC | 189,243 | $2,526 | 0.1% | $7.25 | — | COM | 07203T106 |
| QCRH | QCR HOLDINGS INC | 55,550 | $2,491 | 0.1% | $42.83 | 0.0% | COM | 74727A104 |
| EWBC | EAST WEST BANCORP INC | 37,989 | $2,376 | 0.1% | $28.93 | +86.8% | COM | 27579R104 |
| BPOP | POPULAR INC | 53,325 | $2,219 | 0.1% | $22.59 | +44.6% | COM NEW | 733174700 |
| KFY | KORN FERRY INTL | 42,870 | $2,212 | 0.1% | $21.41 | +85.7% | COM NEW | 500643200 |
| CNNE | CANNAE HLDGS INC | 111,383 | $2,101 | 0.1% | $16.42 | +4.1% | COM | 13765N107 |
| SBNY | SIGNATURE BK NEW YORK N Y | 13,935 | $1,978 | 0.1% | $127.72 | — | COM | 82669G104 |
| HFWA | HERITAGE FINL CORP WASH | 62,272 | $1,906 | 0.1% | $30.86 | 0.0% | COM | 42722X106 |
| — | MBT FINL CORP | 177,018 | $1,903 | 0.1% | $5.41 | — | COM | 578877102 |
| KMI | KINDER MORGAN INC DEL | 126,163 | $1,900 | 0.1% | $14.53 | -23.7% | COM | 49456B101 |
| — | CAROLINA FINL CORP NEW | 46,787 | $1,838 | 0.1% | $37.15 | — | COM | 143873107 |
| — | REV GROUP INC | 77,256 | $1,604 | 0.1% | $20.76 | — | COM | 749527107 |
| — | FIRST BANCSHARES INC MS | 48,283 | $1,557 | 0.1% | $32.25 | — | COM | 318916103 |
| VLY | VALLEY NATL BANCORP | 90,722 | $1,130 | 0.0% | $9.70 | +28.6% | COM | 919794107 |
| XLF | SELECT SECTOR SPDR TR | 39,149 | $1,080 | 0.0% | — | — | Put | 81369Y605 |
| MTB | M & T BK CORP | 5,823 | $1,074 | 0.0% | $88.80 | +65.1% | COM | 55261F104 |
| CCBG | CAPITAL CITY BK GROUP INC | 38,283 | $948 | 0.0% | $20.38 | 0.0% | COM | 139674105 |
| FSFG | FIRST SAVINGS FINL GROUP INC | 13,024 | $905 | 0.0% | $15.37 | +18.3% | COM | 33621E109 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 21,003 | $614 | 0.0% | $15.19 | — | COM | 32054K103 |
| — | LYON WILLIAM HOMES | 21,356 | $587 | 0.0% | $26.79 | — | CL A NEW | 552074700 |
| — | FAUQUIER BANKSHARES INC VA | 23,996 | $504 | 0.0% | $16.85 | — | COM | 312059108 |
| — | OLD LINE BANCSHARES INC | 13,911 | $459 | 0.0% | $23.20 | — | COM | 67984M100 |
| LEN/B | LENNAR CORP | 6,617 | $316 | 0.0% | $42.81 | 0.0% | CL B | 526057302 |
| — | OLD POINT FINL CORP | 9,965 | $263 | 0.0% | $25.53 | — | COM | 680194107 |
| — | J ALEXANDERS HLDGS INC | 19,238 | $220 | 0.0% | $9.98 | — | COM | 46609J106 |
| SPY | SPDR S&P 500 ETF TR | 807 | $212 | 0.0% | — | — | Put | 78462F103 |
| SPGI | S&P GLOBAL INC | 793 | $152 | 0.0% | $172.26 | 0.0% | COM | 78409V104 |
| PKBK | PARKE BANCORP INC | 7,000 | $146 | 0.0% | $14.20 | 0.0% | COM | 700885106 |
| — | ATLANTIC COAST FINL CORP | 13,963 | $144 | 0.0% | $10.31 | — | COM | 048426100 |
| — | DST SYS INC DEL | 1,722 | $144 | 0.0% | $83.62 | — | COM | 233326107 |
| CSX | CSX CORP | 2,575 | $143 | 0.0% | $16.81 | 0.0% | COM | 126408103 |
| — | BLACKHAWK NETWORK HLDGS INC | 3,129 | $140 | 0.0% | $44.74 | — | COM | 09238E104 |
| IYR | ISHARES TR | 1,837 | $139 | 0.0% | $75.67 | — | U.S. REAL ES ETF | 464287739 |
| — | CLIFTON BANCORP INC | 8,838 | $138 | 0.0% | $15.61 | — | COM | 186873105 |
| WM | WASTE MGMT INC DEL | 1,630 | $137 | 0.0% | $74.90 | 0.0% | COM | 94106L109 |
| — | ANIXTER INTL INC | 1,806 | $137 | 0.0% | $75.86 | — | COM | 035290105 |
| MS | MORGAN STANLEY | 2,518 | $136 | 0.0% | $43.68 | 0.0% | COM NEW | 617446448 |
| FDX | FEDEX CORP | 537 | $129 | 0.0% | $220.51 | 0.0% | COM | 31428X106 |
| — | COUSINS PPTYS INC | 14,659 | $127 | 0.0% | $10.10 | — | COM | 222795106 |
| MTH | MERITAGE HOMES CORP | 2,795 | $126 | 0.0% | $23.85 | 0.0% | COM | 59001A102 |
| XOM | EXXON MOBIL CORP | 1,626 | $121 | 0.0% | $55.74 | 0.0% | COM | 30231G102 |
| WMT | WALMART INC | 1,353 | $120 | 0.0% | $28.34 | 0.0% | COM | 931142103 |
| — | ENSCO PLC | 7,986 | $35 | 0.0% | $29.93 | — | SHS CLASS A | G3157S106 |