Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MTB | Buy | M & T BK CORP | $11,696,625 | +13.2% | 92,500 | +10.8% | 4.45% | +24.6% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $11,178,810 | -1.0% | 8,100 | -8.0% | 4.25% | +8.9% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $10,513,339 | +66.2% | 228,700 | +31.9% | 4.00% | +83.0% |
| LENB | Sell | LENNAR CORPcl b | $8,566,874 | -52.1% | 83,800 | -47.0% | 3.26% | -47.2% |
| COLB | Sell | COLUMBIA BKG SYS INC | $7,714,000 | -10.5% | 380,000 | -10.6% | 2.94% | -1.5% |
| NBHC | Buy | NATIONAL BK HLDGS CORPcl a | $7,588,800 | +37.5% | 255,000 | +34.2% | 2.89% | +51.4% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $6,847,501 | +8.6% | 110,000 | -4.1% | 2.60% | +19.5% |
| WBS | Sell | WEBSTER FINL CORP | $6,751,925 | -2.7% | 167,500 | -8.9% | 2.57% | +7.0% |
| ABCB | Sell | AMERIS BANCORP | $6,334,350 | -6.2% | 165,000 | -16.5% | 2.41% | +3.2% |
| WFC | Sell | WELLS FARGO CO NEW | $6,231,150 | -26.1% | 152,500 | -22.8% | 2.37% | -18.6% |
| BSIG | Buy | BRIGHTSPHERE INVT GROUP INC | $5,526,151 | +11.7% | 285,000 | +20.7% | 2.10% | +22.9% |
| WABC | Buy | WESTAMERICA BANCORPORATION | $5,406,250 | +69.9% | 125,000 | +50.4% | 2.06% | +87.0% |
| EWBC | Buy | EAST WEST BANCORP INC | $5,116,402 | +13.4% | 97,067 | +13.5% | 1.95% | +24.8% |
| ESQ | Sell | ESQUIRE FINL HLDGS INC | $4,973,722 | -17.4% | 108,858 | -17.3% | 1.89% | -9.1% |
| ESSA | Sell | ESSA BANCORP INC | $4,861,739 | -1.5% | 323,900 | -1.8% | 1.85% | +8.5% |
| WTFC | Sell | WINTRUST FINL CORP | $4,530,000 | -40.6% | 60,000 | -42.9% | 1.72% | -34.6% |
| BLK | Buy | BLACKROCK INC | $4,525,430 | +167.3% | 7,000 | +185.7% | 1.72% | +194.4% |
| Sell | USCB FINANCIAL HOLDINGS INC | $4,417,353 | +1.9% | 420,300 | -1.1% | 1.68% | +12.2% | |
| AMG | Buy | AFFILIATED MANAGERS GROUP IN | $4,340,322 | -9.5% | 33,300 | +4.1% | 1.65% | -0.4% |
| FRST | Buy | PRIMIS FINANCIAL CORP | $4,180,950 | +1.3% | 513,000 | +4.7% | 1.59% | +11.6% |
| IBOC | Sell | INTERNATIONAL BANCSHARES COR | $4,169,308 | -5.7% | 96,200 | -3.8% | 1.59% | +3.8% |
| VLY | Sell | VALLEY NATL BANCORP | $4,066,000 | +4.3% | 475,000 | -5.6% | 1.55% | +14.8% |
| BKU | Buy | BANKUNITED INC | $3,970,230 | +130.3% | 174,900 | +118.6% | 1.51% | +153.5% |
| USB | Buy | US BANCORP DEL | $3,636,600 | +4.8% | 110,000 | +4.8% | 1.38% | +15.4% |
| CCNE | Sell | CNB FINL CORP PA | $3,531,450 | -18.5% | 195,000 | -20.6% | 1.34% | -10.3% |
| FHI | Sell | FEDERATED HERMES INCcl b | $3,505,545 | -10.0% | 103,500 | -4.8% | 1.33% | -1.0% |
| QCRH | Buy | QCR HOLDINGS INC | $3,396,399 | +70.7% | 70,000 | +44.3% | 1.29% | +87.8% |
| FRME | Sell | FIRST MERCHANTS CORP | $3,338,400 | -8.0% | 120,000 | -6.6% | 1.27% | +1.3% |
| FBMS | Buy | FIRST BANCSHARES INC MS | $3,333,519 | +47.4% | 123,601 | +41.3% | 1.27% | +62.1% |
| CBNK | Sell | CAPITAL BANCORP INC MD | $3,309,490 | +3.0% | 173,000 | -2.5% | 1.26% | +13.3% |
| IROQ | Sell | IF BANCORP INC | $3,101,869 | -1.9% | 208,319 | -4.8% | 1.18% | +8.0% |
| C | Buy | CITIGROUP INC | $3,084,750 | +41.1% | 75,000 | +57.9% | 1.17% | +55.3% |
| CCBG | Buy | CAPITAL CITY BK GROUP INC | $3,015,813 | +19.3% | 101,100 | +22.5% | 1.15% | +31.2% |
| EFSC | Sell | ENTERPRISE FINL SVCS CORP | $3,000,001 | -19.2% | 80,000 | -15.8% | 1.14% | -11.1% |
| Sell | White River Bancshares Conot 13f security | $2,976,192 | -7.0% | 46,503 | -0.4% | 1.13% | +2.4% | |
| Sell | PacWest Bancorp 7.75 Non-Cumulative Perpetual Preferred Stock, Series Anot 13f security | $2,971,050 | +18.1% | 145,000 | -12.1% | 1.13% | +29.9% | |
| AMTB | Buy | AMERANT BANCORP INCcl a | $2,964,800 | +32.7% | 170,000 | +30.8% | 1.13% | +45.9% |
| TOWN | Sell | TOWNEBANK PORTSMOUTH VA | $2,602,555 | -2.6% | 113,500 | -1.3% | 0.99% | +7.1% |
| Sell | Merchants Bancorp 8.25 Non-Cumulative Perpetual Preferred Stock, Series Dnot 13f security | $2,535,393 | -11.7% | 109,900 | -6.5% | 0.96% | -2.8% | |
| Buy | P10 INC | $2,388,250 | +69.1% | 205,000 | +64.0% | 0.91% | +86.3% | |
| SBCF | Sell | SEACOAST BKG CORP FLA | $2,196,000 | -11.7% | 100,000 | -11.1% | 0.84% | -2.7% |
| CIVB | Sell | CIVISTA BANCSHARES INC | $2,170,001 | -26.9% | 140,000 | -17.9% | 0.83% | -19.5% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $2,148,475 | -51.4% | 17,500 | -50.1% | 0.82% | -46.5% |
| EQFN | Sell | Equitable Financial Corp.not 13f security | $2,130,576 | -0.3% | 190,400 | -0.6% | 0.81% | +9.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $2,077,000 | -0.5% | 77,500 | -3.1% | 0.79% | +9.6% |
| HOMB | Sell | HOME BANCSHARES INC | $1,884,600 | -34.1% | 90,000 | -28.2% | 0.72% | -27.4% |
| FHN | Buy | FIRST HORIZON CORPORATION | $1,873,400 | +66.2% | 170,000 | +70.0% | 0.71% | +82.8% |
| SF | Sell | STIFEL FINL CORP | $1,843,200 | -39.9% | 30,000 | -41.6% | 0.70% | -33.9% |
| RF | Sell | REGIONS FINANCIAL CORP NEW | $1,806,000 | -35.4% | 105,000 | -33.0% | 0.69% | -28.9% |
| OPBK | Buy | OP BANCORP | $1,783,336 | +14.4% | 194,900 | +5.4% | 0.68% | +26.0% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $1,768,000 | – | 170,000 | – | 0.67% | – |
| WMPN | Sell | WILLIAM PENN BANCORPORATION | $1,622,400 | -5.1% | 130,000 | -22.8% | 0.62% | +4.4% |
| FCCO | Buy | FIRST CMNTY CORP S C | $1,554,300 | +5.3% | 90,000 | +5.9% | 0.59% | +15.9% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,450,200 | -50.1% | 10,000 | -50.0% | 0.55% | -45.1% |
| FITB | New | FIFTH THIRD BANCORP | $1,393,150 | – | 55,000 | – | 0.53% | – |
| SNV | Sell | SYNOVUS FINL CORP | $1,390,000 | -29.3% | 50,000 | -23.1% | 0.53% | -22.2% |
| PNFP | Sell | PINNACLE FINL PARTNERS INC | $1,340,800 | -38.4% | 20,000 | -47.9% | 0.51% | -32.2% |
| FFWM | Buy | FIRST FNDTN INC | $1,337,600 | +862.6% | 220,000 | +528.6% | 0.51% | +960.4% |
| PFIS | Sell | PEOPLES FINL SVCS CORP | $1,324,424 | -13.6% | 33,028 | -5.6% | 0.50% | -4.9% |
| PVBC | Sell | PROVIDENT BANCORP INC | $1,201,560 | +11.6% | 124,000 | -4.6% | 0.46% | +22.8% |
| CBSH | Sell | COMMERCE BANCSHARES INC | $1,199,501 | -10.4% | 25,000 | -9.1% | 0.46% | -1.5% |
| FVCB | Sell | FVCBANKCORP INC | $1,024,800 | -4.8% | 80,000 | -20.0% | 0.39% | +4.8% |
| MSVB | Sell | MID-SOUTHERN BANCORP INCnot 13f security | $986,045 | -25.9% | 99,500 | -2.5% | 0.38% | -18.5% |
| ENV | New | ENVESTNET INC | $880,600 | – | 20,000 | – | 0.34% | – |
| BANC | Sell | BANC OF CALIFORNIA INC | $866,601 | -76.8% | 70,000 | -78.3% | 0.33% | -74.4% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $727,200 | -30.3% | 80,000 | -5.9% | 0.28% | -23.3% |
| NBTB | New | NBT BANCORP INC | $713,025 | – | 22,500 | – | 0.27% | – |
| ASB | Sell | ASSOCIATED BANC CORP | $684,400 | -70.9% | 40,000 | -72.4% | 0.26% | -68.1% |
| RJF | New | RAYMOND JAMES FINL INC | $502,150 | – | 5,000 | – | 0.19% | – |
| BOTJ | Sell | BANK OF THE JAMES FINL GP IN | $322,907 | -58.7% | 30,753 | -64.2% | 0.12% | -54.4% |
| PEBK | New | PEOPLES BANCORP N C INC | $274,939 | – | 12,500 | – | 0.10% | – |
| QNTO | Sell | Quaint Oak Bancorp, Inc.not 13f security | $224,584 | -25.5% | 15,928 | -10.7% | 0.08% | -18.3% |
| FFBC | New | FIRST FINL BANCORP OH | $196,000 | – | 10,000 | – | 0.08% | – |
| FFIC | New | FLUSHING FINL CORP | $131,300 | – | 10,000 | – | 0.05% | – |
| WETF | New | WISDOMTREE INC | $1,400 | – | 200 | – | 0.00% | – |
| FRBK | Exit | REPUBLIC FIRST BANCORP INC | $0 | – | -100,000 | – | -0.03% | – |
| Exit | COREBRIDGE FINL INCnot 13f security | $0 | – | -5,000 | – | -0.03% | – | |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -25,000 | – | -0.10% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -11,000 | – | -0.11% | – |
| CVBF | Exit | CVB FINL CORP | $0 | – | -25,000 | – | -0.12% | – |
| SFBC | Exit | SOUND FINL BANCORP INC | $0 | – | -17,500 | – | -0.22% | – |
| IBCP | Exit | INDEPENDENT BK CORP MICH | $0 | – | -42,029 | – | -0.25% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13f security | $0 | – | -88,329 | – | -0.29% | – |
| MLVF | Exit | MALVERN BANCORP INC | $0 | – | -61,332 | – | -0.33% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -37,500 | – | -0.79% | – |
| CATC | Exit | CAMBRIDGE BANCORP | $0 | – | -70,000 | – | -1.31% | – |
| KRE | Exit | SPDR SER TRs&p regl bkg | $0 | – | -250,000 | – | -3.53% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LENB | New | LENNAR CORPcl b | $17,873,437 | – | 158,200 | – | 6.18% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $11,294,360 | – | 8,800 | – | 3.90% | – |
| MTB | New | M & T BK CORP | $10,333,960 | – | 83,500 | – | 3.57% | – |
| KRE | New | SPDR SER TRs&p regl bkg | $10,207,500 | – | 250,000 | – | 3.53% | – |
| COLB | New | COLUMBIA BKG SYS INC | $8,619,000 | – | 425,000 | – | 2.98% | – |
| WFC | New | WELLS FARGO CO NEW | $8,429,300 | – | 197,500 | – | 2.91% | – |
| WTFC | New | WINTRUST FINL CORP | $7,625,100 | – | 105,000 | – | 2.64% | – |
| WBS | New | WEBSTER FINL CORP | $6,942,226 | – | 183,900 | – | 2.40% | – |
| ABCB | New | AMERIS BANCORP | $6,756,475 | – | 197,500 | – | 2.34% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $6,323,898 | – | 173,400 | – | 2.19% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,307,353 | – | 114,700 | – | 2.18% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $6,023,958 | – | 131,700 | – | 2.08% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $5,517,600 | – | 190,000 | – | 1.91% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $4,948,391 | – | 236,200 | – | 1.71% | – |
| ESSA | New | ESSA BANCORP INC | $4,933,501 | – | 330,000 | – | 1.70% | – |
| AMG | New | AFFILIATED MANAGERS GROUP IN | $4,796,480 | – | 32,000 | – | 1.66% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,513,545 | – | 85,500 | – | 1.56% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $4,420,000 | – | 100,000 | – | 1.53% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $4,420,845 | – | 35,100 | – | 1.53% | – |
| CCNE | New | CNB FINL CORP PA | $4,333,076 | – | 245,500 | – | 1.50% | – |
| New | USCB FINANCIAL HOLDINGS INC | $4,332,960 | – | 424,800 | – | 1.50% | – | |
| FRST | New | PRIMIS FINANCIAL CORP | $4,125,800 | – | 490,000 | – | 1.43% | – |
| VLY | New | VALLEY NATL BANCORP | $3,898,250 | – | 503,000 | – | 1.35% | – |
| FHI | New | FEDERATED HERMES INCcl b | $3,896,895 | – | 108,700 | – | 1.35% | – |
| CATC | New | CAMBRIDGE BANCORP | $3,801,700 | – | 70,000 | – | 1.31% | – |
| BANC | New | BANC OF CALIFORNIA INC | $3,733,392 | – | 322,400 | – | 1.29% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $3,714,500 | – | 95,000 | – | 1.28% | – |
| FRME | New | FIRST MERCHANTS CORP | $3,627,555 | – | 128,500 | – | 1.25% | – |
| USB | New | US BANCORP DEL | $3,469,200 | – | 105,000 | – | 1.20% | – |
| ISTR | New | INVESTAR HLDG CORP | $3,330,249 | – | 275,000 | – | 1.15% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $3,212,751 | – | 177,500 | – | 1.11% | – |
| New | White River Bancshares Conot 13f security | $3,199,156 | – | 46,703 | – | 1.11% | – | |
| WABC | New | WESTAMERICA BANCORPORATION | $3,182,730 | – | 83,100 | – | 1.10% | – |
| IROQ | New | IF BANCORP INC | $3,160,887 | – | 218,898 | – | 1.09% | – |
| SF | New | STIFEL FINL CORP | $3,067,038 | – | 51,400 | – | 1.06% | – |
| MBIN | New | MERCHANTS BANCORP IND | $3,005,650 | – | 117,500 | – | 1.04% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $2,966,700 | – | 170,500 | – | 1.03% | – |
| SSB | New | SOUTHSTATE CORPORATION | $2,941,260 | – | 44,700 | – | 1.02% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,908,800 | – | 20,000 | – | 1.01% | – |
| New | Merchants Bancorp 8.2 Non-Cumulative Perpetual Preferred Stock, Series Dnot 13f security | $2,872,875 | – | 117,500 | – | 0.99% | – | |
| HOMB | New | HOME BANCSHARES INC | $2,859,120 | – | 125,400 | – | 0.99% | – |
| HBCP | New | HOME BANCORP INC | $2,796,283 | – | 84,200 | – | 0.97% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $2,794,176 | – | 156,800 | – | 0.97% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $2,672,600 | – | 115,000 | – | 0.92% | – |
| CCBG | New | CAPITAL CITY BK GROUP INC | $2,527,800 | – | 82,500 | – | 0.87% | – |
| New | PacWest Bancorp 7.75 Non-Cumulative Perpetual Preferred Stock, Series Anot 13f security | $2,516,250 | – | 165,000 | – | 0.87% | – | |
| SBCF | New | SEACOAST BKG CORP FLA | $2,486,250 | – | 112,500 | – | 0.86% | – |
| ASB | New | ASSOCIATED BANC CORP | $2,353,350 | – | 145,000 | – | 0.81% | – |
| UMBF | New | UMB FINL CORP | $2,283,750 | – | 37,500 | – | 0.79% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $2,261,000 | – | 87,500 | – | 0.78% | – |
| AMTB | New | AMERANT BANCORP INCcl a | $2,234,700 | – | 130,000 | – | 0.77% | – |
| New | PONCE FINANCIAL GROUP INC | $2,215,950 | – | 255,000 | – | 0.77% | – | |
| C | New | CITIGROUP INC | $2,186,900 | – | 47,500 | – | 0.76% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $2,175,360 | – | 38,400 | – | 0.75% | – |
| EQFN | New | Equitable Financial Corp.not 13f security | $2,136,340 | – | 191,600 | – | 0.74% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,086,400 | – | 80,000 | – | 0.72% | – |
| QCRH | New | QCR HOLDINGS INC | $1,989,955 | – | 48,500 | – | 0.69% | – |
| SNV | New | SYNOVUS FINL CORP | $1,966,250 | – | 65,000 | – | 0.68% | – |
| New | 1895 BANCORP OF WIS INC | $1,947,400 | – | 260,000 | – | 0.67% | – | |
| BKU | New | BANKUNITED INC | $1,724,000 | – | 80,000 | – | 0.60% | – |
| WMPN | New | WILLIAM PENN BANCORPORATION | $1,709,808 | – | 168,454 | – | 0.59% | – |
| BLK | New | BLACKROCK INC | $1,693,294 | – | 2,450 | – | 0.58% | – |
| OPBK | New | OP BANCORP | $1,558,707 | – | 184,900 | – | 0.54% | – |
| PFIS | New | PEOPLES FINL SVCS CORP | $1,532,650 | – | 35,000 | – | 0.53% | – |
| FCCO | New | FIRST CMNTY CORP S C | $1,475,600 | – | 85,000 | – | 0.51% | – |
| PCB | New | PCB BANCORP | $1,434,225 | – | 97,500 | – | 0.50% | – |
| New | P10 INC | $1,412,500 | – | 125,000 | – | 0.49% | – | |
| CBSH | New | COMMERCE BANCSHARES INC | $1,339,250 | – | 27,500 | – | 0.46% | – |
| MSVB | New | MID-SOUTHERN BANCORP INC | $1,331,099 | – | 102,000 | – | 0.46% | – |
| New | ECB BANCORP INC | $1,242,600 | – | 95,000 | – | 0.43% | – | |
| New | PB BANKSHARES INC | $1,173,000 | – | 85,000 | – | 0.41% | – | |
| FHN | New | FIRST HORIZON CORPORATION | $1,127,000 | – | 100,000 | – | 0.39% | – |
| FVCB | New | FVCBANKCORP INC | $1,077,000 | – | 100,000 | – | 0.37% | – |
| PVBC | New | PROVIDENT BANCORP INC | $1,076,400 | – | 130,000 | – | 0.37% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $1,043,801 | – | 85,000 | – | 0.36% | – |
| MLVF | New | MALVERN BANCORP INC | $965,979 | – | 61,332 | – | 0.33% | – |
| New | TC BANCSHARES INC | $929,500 | – | 65,000 | – | 0.32% | – | |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13f security | $840,892 | – | 88,329 | – | 0.29% | – |
| BOTJ | New | BANK OF THE JAMES FINL GP IN | $781,544 | – | 85,884 | – | 0.27% | – |
| New | MAGYAR BANCORP INC | $775,500 | – | 75,000 | – | 0.27% | – | |
| IBCP | New | INDEPENDENT BK CORP MICH | $712,812 | – | 42,029 | – | 0.25% | – |
| RBKB | New | RHINEBECK BANCORP INC | $673,000 | – | 100,000 | – | 0.23% | – |
| HTBK | New | HERITAGE COMM CORP | $662,400 | – | 80,000 | – | 0.23% | – |
| SFBC | New | SOUND FINL BANCORP INC | $621,250 | – | 17,500 | – | 0.22% | – |
| WLFC | New | WILLIS LEASE FIN CORP | $511,938 | – | 13,083 | – | 0.18% | – |
| CVBF | New | CVB FINL CORP | $332,000 | – | 25,000 | – | 0.12% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $318,780 | – | 11,000 | – | 0.11% | – |
| QNTO | New | Quaint Oak Bancorp, Inc.not 13f security | $301,294 | – | 17,828 | – | 0.10% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $281,000 | – | 25,000 | – | 0.10% | – |
| New | Embassy Bancorp, Inc.not 13f security | $258,125 | – | 17,500 | – | 0.09% | – | |
| CARV | New | CARVER BANCORP INC | $213,600 | – | 80,000 | – | 0.07% | – |
| SBT | New | STERLING BANCORP INC | $171,419 | – | 31,338 | – | 0.06% | – |
| FFWM | New | FIRST FNDTN INC | $138,950 | – | 35,000 | – | 0.05% | – |
| AFBI | New | AFFINITY BANCSHARES INCnot 13f security | $93,760 | – | 8,000 | – | 0.03% | – |
| New | COREBRIDGE FINL INCnot 13f security | $88,300 | – | 5,000 | – | 0.03% | – | |
| FRBK | New | REPUBLIC FIRST BANCORP INC | $90,000 | – | 100,000 | – | 0.03% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SBT | Exit | STERLING BANCORP INC | $0 | – | -8,756 | – | -0.01% | – |
| Exit | First IC Corporationnot 13f security | $0 | – | -8,383 | – | -0.01% | – | |
| AFBI | Exit | AFFINITY BANCSHARES INC | $0 | – | -10,598 | – | -0.04% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -5,000 | – | -0.04% | – |
| CZFS | Exit | CITIZENS FINANCIAL SERVS INC | $0 | – | -2,500 | – | -0.04% | – |
| SFST | Exit | SOUTHERN FIRST BANCSHARES | $0 | – | -5,000 | – | -0.05% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -12,886 | – | -0.07% | – |
| CHMG | Exit | CHEMUNG FINL CORP | $0 | – | -7,838 | – | -0.08% | – |
| Exit | Embassy Bancorp, Inc.not 13f security | $0 | – | -20,000 | – | -0.09% | – | |
| WLFC | Exit | WILLIS LEASE FIN CORP | $0 | – | -13,083 | – | -0.10% | – |
| CARV | Exit | CARVER BANCORP INC | $0 | – | -120,000 | – | -0.11% | – |
| RVSB | Exit | RIVERVIEW BANCORP INC | $0 | – | -77,493 | – | -0.11% | – |
| FRBK | Exit | REPUBLIC FIRST BANCORP INC | $0 | – | -190,000 | – | -0.12% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -15,000 | – | -0.13% | – |
| QNTO | Exit | Quaint Oak Bancorp, Inc.not 13f security | $0 | – | -25,000 | – | -0.13% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -26,900 | – | -0.15% | – |
| SUGR | Exit | Sugar Creek Financial Corporationnot 13f security | $0 | – | -50,690 | – | -0.16% | – |
| FRME | Exit | FIRST MERCHANTS CORP | $0 | – | -20,000 | – | -0.18% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -25,000 | – | -0.18% | – |
| SFBC | Exit | SOUND FINL BANCORP INC | $0 | – | -20,000 | – | -0.19% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -330,000 | – | -0.20% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -50,000 | – | -0.22% | – |
| RBKB | Exit | RHINEBECK BANCORP INC | $0 | – | -109,411 | – | -0.24% | – |
| Exit | MAGYAR BANCORP INC | $0 | – | -92,500 | – | -0.26% | – | |
| AMG | Exit | AFFILIATED MANAGERS GROUP IN | $0 | – | -10,500 | – | -0.27% | – |
| Exit | TC BANCSHARES INC | $0 | – | -82,500 | – | -0.27% | – | |
| Exit | CADENCE BANK | $0 | – | -47,200 | – | -0.28% | – | |
| Exit | PB BANKSHARES INC | $0 | – | -100,000 | – | -0.28% | – | |
| MLVF | Exit | MALVERN BANCORP INC | $0 | – | -94,532 | – | -0.31% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -150,000 | – | -0.32% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -1,800 | – | -0.33% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -108,300 | – | -0.33% | – |
| CBAN | Exit | COLONY BANKCORP INC | $0 | – | -112,466 | – | -0.34% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13f security | $0 | – | -89,180 | – | -0.35% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -25,009 | – | -0.36% | – |
| MSVB | Exit | MID-SOUTHERN BANCORP INC | $0 | – | -119,208 | – | -0.37% | – |
| Exit | ECB BANCORP INC | $0 | – | -111,643 | – | -0.37% | – | |
| BOTJ | Exit | BANK OF THE JAMES FINL GP IN | $0 | – | -129,813 | – | -0.38% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -100,000 | – | -0.40% | – |
| FVCB | Exit | FVCBANKCORP INC | $0 | – | -92,500 | – | -0.41% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -39,300 | – | -0.42% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -105,000 | – | -0.45% | – |
| SSB | Exit | SOUTHSTATE CORPORATION | $0 | – | -25,000 | – | -0.45% | – |
| KRE | Exit | SPDR SER TRput | $0 | – | -35,000 | – | -0.47% | – |
| WMPN | Exit | WILLIAM PENN BANCORPORATION | $0 | – | -187,500 | – | -0.49% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -72,500 | – | -0.50% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -130,000 | – | -0.52% | – |
| FRC | Exit | FIRST REP BK SAN FRANCISCO C | $0 | – | -17,500 | – | -0.52% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -30,000 | – | -0.56% | – |
| PCB | Exit | PCB BANCORP | $0 | – | -140,000 | – | -0.58% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -4,600 | – | -0.58% | – |
| EQFN | Exit | Equitable Financial Corp.not 13f security | $0 | – | -200,000 | – | -0.59% | – |
| Exit | 1895 BANCORP OF WIS INC | $0 | – | -250,000 | – | -0.60% | – | |
| OPBK | Exit | OP BANCORP | $0 | – | -240,000 | – | -0.61% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -239,400 | – | -0.61% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -60,000 | – | -0.62% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -30,000 | – | -0.62% | – |
| C | Exit | CITIGROUP INC | $0 | – | -65,000 | – | -0.62% | – |
| PNFP | Exit | PINNACLE FINL PARTNERS INC | $0 | – | -35,000 | – | -0.65% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES INC | $0 | – | -100,000 | – | -0.67% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -181,474 | – | -0.68% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -39,600 | – | -0.72% | – |
| Exit | APOLLO GLOBAL MGMT INC | $0 | – | -67,500 | – | -0.72% | – | |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -100,000 | – | -0.73% | – |
| PVBC | Exit | PROVIDENT BANCORP INC | $0 | – | -223,890 | – | -0.73% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -215,000 | – | -0.79% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -200,000 | – | -0.82% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -71,501 | – | -0.83% | – |
| INDB | Exit | INDEPENDENT BK CORP MASS | $0 | – | -50,000 | – | -0.85% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -95,753 | – | -0.86% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -25,000 | – | -0.86% | – |
| CVBF | Exit | CVB FINL CORP | $0 | – | -150,000 | – | -0.87% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -173,765 | – | -0.88% | – |
| AMTB | Exit | AMERANT BANCORP INCcl a | $0 | – | -155,000 | – | -0.88% | – |
| CMA | Exit | COMERICA INC | $0 | – | -55,000 | – | -0.90% | – |
| FMNB | Exit | FARMERS NATIONAL BANC CORP | $0 | – | -300,000 | – | -0.90% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -115,000 | – | -0.90% | – |
| Exit | PONCE FINANCIAL GROUP INC | $0 | – | -435,000 | – | -0.91% | – | |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -110,000 | – | -0.93% | – |
| HTBK | Exit | HERITAGE COMM CORP | $0 | – | -365,000 | – | -0.95% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -200,000 | – | -0.95% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -155,000 | – | -0.95% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -185,000 | – | -0.95% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -99,700 | – | -0.98% | – |
| Exit | White River Bancshares Conot 13f security | $0 | – | -54,913 | – | -1.00% | – | |
| Exit | Merchants Bancorp Preferrednot 13f security | $0 | – | -175,000 | – | -1.01% | – | |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -380,000 | – | -1.01% | – |
| Exit | P10 INC | $0 | – | -425,000 | – | -1.02% | – | |
| PFIS | Exit | PEOPLES FINL SVCS CORP | $0 | – | -96,292 | – | -1.03% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -150,000 | – | -1.04% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -256,945 | – | -1.12% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -106,500 | – | -1.27% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -242,300 | – | -1.28% | – |
| RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -285,000 | – | -1.31% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -250,000 | – | -1.32% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -305,000 | – | -1.39% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -155,000 | – | -1.43% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -168,000 | – | -1.44% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -400,000 | – | -1.46% | – |
| FRST | Exit | PRIMIS FINANCIAL CORP | $0 | – | -535,000 | – | -1.49% | – |
| Exit | USCB FINANCIAL HOLDINGS INC | $0 | – | -497,400 | – | -1.49% | – | |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -101,900 | – | -1.50% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -24,000 | – | -1.61% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -105,000 | – | -1.62% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -475,000 | – | -1.62% | – |
| CATC | Exit | CAMBRIDGE BANCORP | $0 | – | -89,141 | – | -1.63% | – |
| Exit | PacWest Bancorp Preferrednot 13f security | $0 | – | -286,480 | – | -1.65% | – | |
| WBS | Exit | WEBSTER FINL CORP | $0 | – | -165,000 | – | -1.71% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -175,000 | – | -1.76% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -340,000 | – | -1.84% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -425,000 | – | -1.89% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -815,000 | – | -2.02% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -205,000 | – | -2.10% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -218,400 | – | -2.13% | – |
| RJF | Exit | RAYMOND JAMES FINL INC | $0 | – | -100,000 | – | -2.26% | – |
| Exit | COREBRIDGE FINL INC | $0 | – | -505,000 | – | -2.28% | – | |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -154,300 | – | -2.30% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -70,100 | – | -2.83% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -215,000 | – | -2.93% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -40,000 | – | -3.27% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $14,288,000 | – | 40,000 | – | 3.27% | – |
| LENB | Buy | LENNAR CORPcl b | $12,796,000 | +9.0% | 215,000 | +7.5% | 2.93% | +15.9% |
| MTB | Sell | M & T BK CORP | $12,360,000 | -8.8% | 70,100 | -17.5% | 2.83% | -2.9% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $10,065,000 | -12.1% | 154,300 | -8.3% | 2.30% | -6.5% |
| New | COREBRIDGE FINL INC | $9,943,000 | – | 505,000 | – | 2.28% | – | |
| RJF | Sell | RAYMOND JAMES FINL INC | $9,882,000 | +5.3% | 100,000 | -4.8% | 2.26% | +12.0% |
| IBOC | Sell | INTERNATIONAL BANCSHARES COR | $9,283,000 | +4.1% | 218,400 | -1.8% | 2.13% | +10.7% |
| ABCB | Sell | AMERIS BANCORP | $9,166,000 | +8.6% | 205,000 | -2.4% | 2.10% | +15.6% |
| VLY | Sell | VALLEY NATL BANCORP | $8,803,000 | -15.4% | 815,000 | -18.5% | 2.02% | -10.0% |
| ESSA | Sell | ESSA BANCORP INC | $8,240,000 | +1.8% | 425,000 | -11.8% | 1.89% | +8.3% |
| CCNE | Buy | CNB FINL CORP PA | $8,014,000 | +41.0% | 340,000 | +44.7% | 1.84% | +50.0% |
| EFSC | Sell | ENTERPRISE FINL SVCS CORP | $7,707,000 | +0.4% | 175,000 | -5.4% | 1.76% | +6.8% |
| WBS | Buy | WEBSTER FINL CORP | $7,458,000 | +60.9% | 165,000 | +50.0% | 1.71% | +71.1% |
| Sell | PacWest Bancorp Preferrednot 13f security | $7,194,000 | -9.2% | 286,480 | -7.6% | 1.65% | -3.4% | |
| CATC | Buy | CAMBRIDGE BANCORP | $7,108,000 | +10.0% | 89,141 | +14.1% | 1.63% | +17.1% |
| BSIG | Buy | BRIGHTSPHERE INVT GROUP INC | $7,083,000 | -6.4% | 475,000 | +13.1% | 1.62% | -0.4% |
| EWBC | Buy | EAST WEST BANCORP INC | $7,049,000 | +8.8% | 105,000 | +5.0% | 1.62% | +15.8% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $7,033,000 | -8.9% | 24,000 | -7.7% | 1.61% | -3.1% |
| MCB | Sell | METROPOLITAN BK HLDG CORP | $6,558,000 | -22.9% | 101,900 | -16.8% | 1.50% | -18.0% |
| Sell | USCB FINANCIAL HOLDINGS INC | $6,521,000 | +8.7% | 497,400 | -4.3% | 1.49% | +15.7% | |
| FRST | Buy | PRIMIS FINANCIAL CORP | $6,490,000 | -6.6% | 535,000 | +4.9% | 1.49% | -0.7% |
| BANC | Sell | BANC OF CALIFORNIA INC | $6,388,000 | -26.0% | 400,000 | -18.4% | 1.46% | -21.3% |
| ESQ | Buy | ESQUIRE FINL HLDGS INC | $6,308,000 | +26.3% | 168,000 | +12.0% | 1.44% | +34.4% |
| WFC | Sell | WELLS FARGO CO NEW | $6,234,000 | -33.7% | 155,000 | -35.4% | 1.43% | -29.4% |
| ISTR | Sell | INVESTAR HLDG CORP | $6,070,000 | -28.5% | 305,000 | -21.3% | 1.39% | -23.9% |
| MBIN | Sell | MERCHANTS BANCORP IND | $5,768,000 | -5.8% | 250,000 | -7.4% | 1.32% | +0.3% |
| RF | Sell | REGIONS FINANCIAL CORP NEW | $5,719,000 | +1.7% | 285,000 | -5.0% | 1.31% | +8.2% |
| CBNK | Sell | CAPITAL BANCORP INC MD | $5,597,000 | -7.9% | 242,300 | -13.5% | 1.28% | -2.0% |
| SF | Sell | STIFEL FINL CORP | $5,529,000 | -20.4% | 106,500 | -14.1% | 1.27% | -15.3% |
| BAC | Buy | BK OF AMERICA CORP | $4,530,000 | +5.8% | 150,000 | +9.1% | 1.04% | +12.6% |
| PFIS | Sell | PEOPLES FINL SVCS CORP | $4,510,000 | -20.2% | 96,292 | -4.9% | 1.03% | -15.1% |
| Buy | P10 INC | $4,470,000 | +48.9% | 425,000 | +57.4% | 1.02% | +58.5% | |
| LBC | Sell | LUTHER BURBANK CORP | $4,416,000 | -17.5% | 380,000 | -7.3% | 1.01% | -12.2% |
| New | Merchants Bancorp Preferrednot 13f security | $4,401,000 | – | 175,000 | – | 1.01% | – | |
| Sell | White River Bancshares Conot 13f security | $4,353,000 | +3.8% | 54,913 | -0.4% | 1.00% | +10.4% | |
| KKR | Sell | KKR & CO INC | $4,287,000 | -22.8% | 99,700 | -16.9% | 0.98% | -17.9% |
| HOMB | Sell | HOME BANCSHARES INC | $4,165,000 | +4.2% | 185,000 | -3.9% | 0.95% | +10.8% |
| TOWN | Buy | TOWNEBANK PORTSMOUTH VA | $4,159,000 | +9.4% | 155,000 | +10.7% | 0.95% | +16.5% |
| HTBK | Buy | HERITAGE COMM CORP | $4,138,000 | +7.5% | 365,000 | +1.4% | 0.95% | +14.4% |
| NBHC | Buy | NATIONAL BK HLDGS CORPcl a | $4,068,000 | +18.1% | 110,000 | +22.2% | 0.93% | +25.6% |
| CFG | Buy | CITIZENS FINL GROUP INC | $3,952,000 | +5.4% | 115,000 | +9.5% | 0.90% | +12.1% |
| FMNB | Sell | FARMERS NATIONAL BANC CORP | $3,926,000 | -31.1% | 300,000 | -21.1% | 0.90% | -26.7% |
| CMA | Sell | COMERICA INC | $3,911,000 | -23.9% | 55,000 | -21.4% | 0.90% | -19.0% |
| AMTB | Buy | AMERANT BANCORP INCcl a | $3,850,000 | +36.9% | 155,000 | +55.0% | 0.88% | +45.8% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $3,840,000 | -56.1% | 173,765 | -50.4% | 0.88% | -53.3% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $3,736,000 | +7.6% | 25,000 | +13.6% | 0.86% | +14.6% |
| INDB | Buy | INDEPENDENT BK CORP MASS | $3,726,000 | +56.4% | 50,000 | +66.7% | 0.85% | +66.3% |
| QCRH | Sell | QCR HOLDINGS INC | $3,642,000 | -15.7% | 71,501 | -10.6% | 0.83% | -10.3% |
| HBNC | Sell | HORIZON BANCORP INC | $3,592,000 | -6.3% | 200,000 | -9.1% | 0.82% | -0.2% |
| LBAI | Sell | LAKELAND BANCORP INC | $3,443,000 | -64.0% | 215,000 | -67.2% | 0.79% | -61.7% |
| FITB | Buy | FIFTH THIRD BANCORP | $3,197,000 | +0.2% | 100,000 | +5.3% | 0.73% | +6.6% |
| New | APOLLO GLOBAL MGMT INC | $3,139,000 | – | 67,500 | – | 0.72% | – | |
| MS | Sell | MORGAN STANLEY | $3,129,000 | +2.9% | 39,600 | -1.0% | 0.72% | +9.5% |
| BWB | Sell | BRIDGEWATER BANCSHARES INC | $2,989,000 | -14.3% | 181,474 | -16.0% | 0.68% | -8.7% |
| DCOM | Sell | DIME CMNTY BANCSHARES INC | $2,928,000 | -12.2% | 100,000 | -11.1% | 0.67% | -6.5% |
| PNFP | Sell | PINNACLE FINL PARTNERS INC | $2,839,000 | -21.5% | 35,000 | -30.0% | 0.65% | -16.5% |
| C | Sell | CITIGROUP INC | $2,708,000 | -38.0% | 65,000 | -31.6% | 0.62% | -34.1% |
| RY | New | ROYAL BK CDA | $2,700,000 | – | 30,000 | – | 0.62% | – |
| EGBN | Buy | EAGLE BANCORP INC MD | $2,690,000 | +13.5% | 60,000 | +20.0% | 0.62% | +20.8% |
| Buy | 1895 BANCORP OF WIS INC | $2,601,000 | +4.2% | 250,000 | +2.7% | 0.60% | +11.0% | |
| EQFN | Sell | Equitable Financial Corp.not 13f security | $2,592,000 | -13.1% | 200,000 | -12.8% | 0.59% | -7.5% |
| BLK | New | BLACKROCK INC | $2,530,000 | – | 4,600 | – | 0.58% | – |
| WTFC | New | WINTRUST FINL CORP | $2,447,000 | – | 30,000 | – | 0.56% | – |
| FRC | Buy | FIRST REP BK SAN FRANCISCO C | $2,285,000 | +26.7% | 17,500 | +40.0% | 0.52% | +34.8% |
| FBMS | Buy | FIRST BANCSHARES INC MS | $2,166,000 | +51.5% | 72,500 | +45.0% | 0.50% | +61.0% |
| KRE | New | SPDR SER TRput | $2,062,000 | – | 35,000 | – | 0.47% | – |
| SSB | New | SOUTHSTATE CORPORATION | $1,977,000 | – | 25,000 | – | 0.45% | – |
| WSFS | Sell | WSFS FINL CORP | $1,826,000 | -24.1% | 39,300 | -34.5% | 0.42% | -19.3% |
| BOTJ | Sell | BANK OF THE JAMES FINL GP IN | $1,640,000 | -3.2% | 129,813 | -0.3% | 0.38% | +3.0% |
| New | ECB BANCORP INC | $1,606,000 | – | 111,643 | – | 0.37% | – | |
| MSVB | Sell | MID-SOUTHERN BANCORP INC | $1,598,000 | -4.2% | 119,208 | -2.8% | 0.37% | +1.9% |
| ARES | Buy | ARES MANAGEMENT CORPORATION | $1,549,000 | +36.2% | 25,009 | +25.0% | 0.36% | +44.9% |
| CBAN | Sell | COLONY BANKCORP INC | $1,465,000 | -49.7% | 112,466 | -41.7% | 0.34% | -46.4% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $1,436,000 | -0.2% | 1,800 | -18.2% | 0.33% | +6.1% |
| MCBC | Buy | MACATAWA BK CORP | $1,388,000 | +16.4% | 150,000 | +11.1% | 0.32% | +23.7% |
| Sell | CADENCE BANK | $1,200,000 | -70.8% | 47,200 | -73.0% | 0.28% | -68.9% | |
| AMG | New | AFFILIATED MANAGERS GROUP IN | $1,175,000 | – | 10,500 | – | 0.27% | – |
| SFBC | Sell | SOUND FINL BANCORP INC | $811,000 | -4.9% | 20,000 | -11.1% | 0.19% | +1.1% |
| FRME | New | FIRST MERCHANTS CORP | $772,000 | – | 20,000 | – | 0.18% | – |
| SUGR | Sell | Sugar Creek Financial Corporationnot 13f security | $704,000 | -12.9% | 50,690 | -11.8% | 0.16% | -7.5% |
| PEBK | Sell | PEOPLES BANCORP N C INC | $668,000 | -29.8% | 26,900 | -23.1% | 0.15% | -25.4% |
| QNTO | Sell | Quaint Oak Bancorp, Inc.not 13f security | $575,000 | -19.7% | 25,000 | -15.8% | 0.13% | -14.3% |
| SNV | New | SYNOVUS FINL CORP | $564,000 | – | 15,000 | – | 0.13% | – |
| FRBK | New | REPUBLIC FIRST BANCORP INC | $538,000 | – | 190,000 | – | 0.12% | – |
| RVSB | Sell | RIVERVIEW BANCORP INC | $493,000 | -65.0% | 77,493 | -63.8% | 0.11% | -62.8% |
| CARV | Buy | CARVER BANCORP INC | $480,000 | -12.2% | 120,000 | +26.3% | 0.11% | -6.8% |
| Buy | Embassy Bancorp, Inc.not 13f security | $402,000 | +323.2% | 20,000 | +300.0% | 0.09% | +360.0% | |
| CHMG | Sell | CHEMUNG FINL CORP | $328,000 | -60.8% | 7,838 | -56.0% | 0.08% | -58.3% |
| CNOB | Sell | CONNECTONE BANCORP INC | $297,000 | -51.4% | 12,886 | -48.5% | 0.07% | -48.5% |
| SFST | Sell | SOUTHERN FIRST BANCSHARES | $208,000 | -80.9% | 5,000 | -80.0% | 0.05% | -79.6% |
| CZFS | Sell | CITIZENS FINANCIAL SERVS INC | $175,000 | -80.4% | 2,500 | -80.4% | 0.04% | -79.2% |
| FBC | Sell | FLAGSTAR BANCORP INC | $166,000 | -94.1% | 5,000 | -93.8% | 0.04% | -93.8% |
| Sell | First IC Corporationnot 13f security | $60,000 | -90.9% | 8,383 | -90.9% | 0.01% | -90.1% | |
| SBT | New | STERLING BANCORP INC | $53,000 | – | 8,756 | – | 0.01% | – |
| Exit | MONEYLION INC*w exp 09/22/202 | $0 | – | -135,000 | – | -0.01% | – | |
| PWPPW | Exit | PERELLA WEINBERG PARTNERS*w exp 12/31/202 | $0 | – | -499,720 | – | -0.08% | – |
| CARE | Exit | CARTER BANKSHARES INC | $0 | – | -46,103 | – | -0.13% | – |
| CCBG | Exit | CAPITAL CITY BK GROUP INC | $0 | – | -30,000 | – | -0.18% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -70,000 | – | -0.23% | – |
| OTTW | Exit | Ottawa Bancorp Inc.not 13f security | $0 | – | -114,900 | – | -0.35% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -110,000 | – | -0.43% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -60,000 | – | -0.49% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -125,000 | – | -0.63% | – |
| FSBC | Exit | FIVE STAR BANCORP | $0 | – | -113,726 | – | -0.65% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -100,000 | – | -0.68% | – |
| CFST | Exit | Communities First Financial Corporationnot 13f security | $0 | – | -61,180 | – | -0.73% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -133,244 | – | -0.73% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -215,000 | – | -0.75% | – |
| FFBW | Exit | FFBW INC MD | $0 | – | -325,000 | – | -0.85% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -25,000 | – | -0.96% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -75,000 | – | -1.02% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MTB | New | M & T BK CORP | $13,549,000 | – | 85,000 | – | 2.92% | – |
| LENB | New | LENNAR CORPcl b | $11,742,000 | – | 200,000 | – | 2.53% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $11,446,000 | – | 168,263 | – | 2.46% | – |
| VLY | New | VALLEY NATL BANCORP | $10,411,000 | – | 1,000,000 | – | 2.24% | – |
| LBAI | New | LAKELAND BANCORP INC | $9,577,000 | – | 655,000 | – | 2.06% | – |
| WFC | New | WELLS FARGO CO NEW | $9,401,000 | – | 240,000 | – | 2.02% | – |
| RJF | New | RAYMOND JAMES FINL INC | $9,388,000 | – | 105,000 | – | 2.02% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $8,918,000 | – | 222,500 | – | 1.92% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $8,750,000 | – | 350,000 | – | 1.88% | – |
| BANC | New | BANC OF CALIFORNIA INC | $8,634,000 | – | 490,000 | – | 1.86% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $8,504,000 | – | 122,500 | – | 1.83% | – |
| ISTR | New | INVESTAR HLDG CORP | $8,486,000 | – | 387,500 | – | 1.83% | – |
| ABCB | New | AMERIS BANCORP | $8,437,000 | – | 210,000 | – | 1.82% | – |
| ESSA | New | ESSA BANCORP INC | $8,096,000 | – | 481,900 | – | 1.74% | – |
| New | PacWest Bancorpnot 13f security | $7,927,000 | – | 310,000 | – | 1.71% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $7,723,000 | – | 26,000 | – | 1.66% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $7,678,000 | – | 185,000 | – | 1.65% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $7,565,000 | – | 420,000 | – | 1.63% | – |
| FRST | New | PRIMIS FINANCIAL CORP | $6,951,000 | – | 510,000 | – | 1.50% | – |
| SF | New | STIFEL FINL CORP | $6,946,000 | – | 124,000 | – | 1.50% | – |
| EWBC | New | EAST WEST BANCORP INC | $6,479,000 | – | 100,000 | – | 1.40% | – |
| CATC | New | CAMBRIDGE BANCORP | $6,459,000 | – | 78,100 | – | 1.39% | – |
| MBIN | New | MERCHANTS BANCORP IND | $6,120,000 | – | 270,000 | – | 1.32% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $6,076,000 | – | 280,000 | – | 1.31% | – |
| New | USCB FINANCIAL HOLDINGS INC | $5,998,000 | – | 519,700 | – | 1.29% | – | |
| FMNB | New | FARMERS NATIONAL BANC CORP | $5,700,000 | – | 380,000 | – | 1.23% | – |
| CCNE | New | CNB FINL CORP PA | $5,684,000 | – | 235,000 | – | 1.22% | – |
| PFIS | New | PEOPLES FINL SVCS CORP | $5,655,000 | – | 101,274 | – | 1.22% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $5,625,000 | – | 300,000 | – | 1.21% | – |
| KKR | New | KKR & CO INC | $5,555,000 | – | 120,000 | – | 1.20% | – |
| LBC | New | LUTHER BURBANK CORP | $5,350,000 | – | 410,000 | – | 1.15% | – |
| CMA | New | COMERICA INC | $5,137,000 | – | 70,000 | – | 1.11% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $4,995,000 | – | 150,000 | – | 1.08% | – |
| IROQ | New | IF BANCORP INC | $4,882,000 | – | 256,945 | – | 1.05% | – |
| SCHW | New | SCHWAB CHARLES CORP | $4,739,000 | – | 75,000 | – | 1.02% | – |
| WBS | New | WEBSTER FINL CORP | $4,636,000 | – | 110,000 | – | 1.00% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $4,480,000 | – | 25,000 | – | 0.96% | – |
| C | New | CITIGROUP INC | $4,370,000 | – | 95,000 | – | 0.94% | – |
| QCRH | New | QCR HOLDINGS INC | $4,319,000 | – | 80,000 | – | 0.93% | – |
| BAC | New | BK OF AMERICA CORP | $4,281,000 | – | 137,500 | – | 0.92% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $4,251,000 | – | 200,000 | – | 0.92% | – |
| New | White River Bancshares Conot 13f security | $4,195,000 | – | 55,113 | – | 0.90% | – | |
| New | CADENCE BANK | $4,109,000 | – | 175,000 | – | 0.88% | – | |
| New | PONCE FINANCIAL GROUP INC | $4,020,000 | – | 435,000 | – | 0.86% | – | |
| HOMB | New | HOME BANCSHARES INC | $3,999,000 | – | 192,500 | – | 0.86% | – |
| FFBW | New | FFBW INC MD | $3,946,000 | – | 325,000 | – | 0.85% | – |
| HTBK | New | HERITAGE COMM CORP | $3,849,000 | – | 360,000 | – | 0.83% | – |
| HBNC | New | HORIZON BANCORP INC | $3,833,000 | – | 220,000 | – | 0.82% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $3,801,000 | – | 140,000 | – | 0.82% | – |
| CFG | New | CITIZENS FINL GROUP INC | $3,748,000 | – | 105,000 | – | 0.81% | – |
| CVBF | New | CVB FINL CORP | $3,722,000 | – | 150,000 | – | 0.80% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $3,615,000 | – | 50,000 | – | 0.78% | – |
| PVBC | New | PROVIDENT BANCORP INC | $3,516,000 | – | 223,890 | – | 0.76% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $3,486,000 | – | 215,976 | – | 0.75% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $3,471,000 | – | 22,000 | – | 0.75% | – |
| IVZ | New | INVESCO LTD | $3,468,000 | – | 215,000 | – | 0.75% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $3,445,000 | – | 90,000 | – | 0.74% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $3,389,000 | – | 133,244 | – | 0.73% | – |
| CFST | New | Communities First Financial Corporationnot 13f security | $3,377,000 | – | 61,180 | – | 0.73% | – |
| DCOM | New | DIME CMNTY BANCSHARES INC | $3,336,000 | – | 112,500 | – | 0.72% | – |
| FOR | New | FORESTAR GROUP INC | $3,278,000 | – | 239,400 | – | 0.71% | – |
| HBCP | New | HOME BANCORP INC | $3,268,000 | – | 95,753 | – | 0.70% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,191,000 | – | 95,000 | – | 0.69% | – |
| CG | New | CARLYLE GROUP INC | $3,166,000 | – | 100,000 | – | 0.68% | – |
| MS | New | MORGAN STANLEY | $3,042,000 | – | 40,000 | – | 0.66% | – |
| FSBC | New | FIVE STAR BANCORP | $3,005,000 | – | 113,726 | – | 0.65% | – |
| New | P10 INC | $3,002,000 | – | 270,000 | – | 0.65% | – | |
| EQFN | New | Equitable Financial Corp.not 13f security | $2,983,000 | – | 229,412 | – | 0.64% | – |
| JHG | New | JANUS HENDERSON GROUP PLC | $2,939,000 | – | 125,000 | – | 0.63% | – |
| CBAN | New | COLONY BANKCORP INC | $2,911,000 | – | 192,895 | – | 0.63% | – |
| FBC | New | FLAGSTAR BANCORP INC | $2,836,000 | – | 80,000 | – | 0.61% | – |
| AMTB | New | AMERANT BANCORP INCcl a | $2,812,000 | – | 100,000 | – | 0.60% | – |
| PCB | New | PCB BANCORP | $2,614,000 | – | 140,000 | – | 0.56% | – |
| OPBK | New | OP BANCORP | $2,518,000 | – | 240,000 | – | 0.54% | – |
| New | 1895 BANCORP OF WIS INC | $2,496,000 | – | 243,540 | – | 0.54% | – | |
| SHBI | New | SHORE BANCSHARES INC | $2,406,000 | – | 130,000 | – | 0.52% | – |
| WSFS | New | WSFS FINL CORP | $2,405,000 | – | 60,000 | – | 0.52% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $2,383,000 | – | 30,000 | – | 0.51% | – |
| EGBN | New | EAGLE BANCORP INC MD | $2,370,000 | – | 50,000 | – | 0.51% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $2,287,000 | – | 60,000 | – | 0.49% | – |
| WMPN | New | WILLIAM PENN BANCORPORATION | $2,193,000 | – | 187,500 | – | 0.47% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,189,000 | – | 105,000 | – | 0.47% | – |
| ASB | New | ASSOCIATED BANC CORP | $2,009,000 | – | 110,000 | – | 0.43% | – |
| FCCO | New | FIRST CMNTY CORP S C | $1,917,000 | – | 100,000 | – | 0.41% | – |
| FRC | New | FIRST REP BK SAN FRANCISCO C | $1,803,000 | – | 12,500 | – | 0.39% | – |
| FVCB | New | FVCBANKCORP INC | $1,742,000 | – | 92,500 | – | 0.38% | – |
| BOTJ | New | BANK OF THE JAMES FINL GP IN | $1,694,000 | – | 130,240 | – | 0.36% | – |
| MSVB | New | MID-SOUTHERN BANCORP INC | $1,668,000 | – | 122,598 | – | 0.36% | – |
| OTTW | New | Ottawa Bancorp Inc.not 13f security | $1,641,000 | – | 114,900 | – | 0.35% | – |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13f security | $1,525,000 | – | 89,180 | – | 0.33% | – |
| MLVF | New | MALVERN BANCORP INC | $1,519,000 | – | 94,532 | – | 0.33% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $1,493,000 | – | 108,300 | – | 0.32% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $1,439,000 | – | 2,200 | – | 0.31% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $1,430,000 | – | 50,000 | – | 0.31% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $1,410,000 | – | 214,300 | – | 0.30% | – |
| New | PB BANKSHARES INC | $1,315,000 | – | 100,000 | – | 0.28% | – | |
| FPH | New | FIVE POINT HOLDINGS LLC | $1,290,000 | – | 330,000 | – | 0.28% | – |
| MCBC | New | MACATAWA BK CORP | $1,192,000 | – | 135,000 | – | 0.26% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $1,137,000 | – | 20,000 | – | 0.24% | – |
| New | TC BANCSHARES INC | $1,122,000 | – | 82,500 | – | 0.24% | – | |
| New | MAGYAR BANCORP INC | $1,097,000 | – | 92,500 | – | 0.24% | – | |
| SFST | New | SOUTHERN FIRST BANCSHARES | $1,090,000 | – | 25,000 | – | 0.24% | – |
| FFIC | New | FLUSHING FINL CORP | $1,063,000 | – | 50,000 | – | 0.23% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $1,059,000 | – | 70,000 | – | 0.23% | – |
| RBKB | New | RHINEBECK BANCORP INC | $1,011,000 | – | 109,411 | – | 0.22% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $951,000 | – | 35,000 | – | 0.20% | – |
| CZFS | New | CITIZENS FINANCIAL SERVS INC | $894,000 | – | 12,768 | – | 0.19% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $866,000 | – | 25,000 | – | 0.19% | – |
| SFBC | New | SOUND FINL BANCORP INC | $853,000 | – | 22,500 | – | 0.18% | – |
| CHMG | New | CHEMUNG FINL CORP | $837,000 | – | 17,800 | – | 0.18% | – |
| CCBG | New | CAPITAL CITY BK GROUP INC | $836,000 | – | 30,000 | – | 0.18% | – |
| SUGR | New | Sugar Creek Financial Corporationnot 13f security | $808,000 | – | 57,500 | – | 0.17% | – |
| QNTO | New | Quaint Oak Bancorp, Inc.not 13f security | $716,000 | – | 29,700 | – | 0.15% | – |
| New | First IC Corporationnot 13f security | $659,000 | – | 92,236 | – | 0.14% | – | |
| CNOB | New | CONNECTONE BANCORP INC | $611,000 | – | 25,000 | – | 0.13% | – |
| CARE | New | CARTER BANKSHARES INC | $608,000 | – | 46,103 | – | 0.13% | – |
| CARV | New | CARVER BANCORP INC | $547,000 | – | 95,000 | – | 0.12% | – |
| WLFC | New | WILLIS LEASE FIN CORP | $490,000 | – | 13,083 | – | 0.10% | – |
| PWPPW | New | PERELLA WEINBERG PARTNERS*w exp 12/31/202 | $365,000 | – | 499,720 | – | 0.08% | – |
| AFBI | New | AFFINITY BANCSHARES INC | $158,000 | – | 10,598 | – | 0.03% | – |
| New | Embassy Bancorp, Inc.not 13f security | $95,000 | – | 5,000 | – | 0.02% | – | |
| New | MONEYLION INC*w exp 09/22/202 | $22,000 | – | 135,000 | – | 0.01% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -100 | – | -0.00% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -5,000 | – | -0.02% | – |
| BCTF | Exit | Bancorp 34, Inc.not 13f security | $0 | – | -9,474 | – | -0.02% | – |
| Exit | MONEYLION INC*w exp 09/22/202 | $0 | – | -135,000 | – | -0.02% | – | |
| SAL | Exit | SALISBURY BANCORP INC | $0 | – | -5,000 | – | -0.04% | – |
| CARV | Exit | CARVER BANCORP INC | $0 | – | -15,000 | – | -0.05% | – |
| BILL | Exit | BILL COM HLDGS INC | $0 | – | -1,000 | – | -0.05% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -40,000 | – | -0.06% | – |
| INDB | Exit | INDEPENDENT BK CORP MASS | $0 | – | -5,000 | – | -0.07% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -15,000 | – | -0.08% | – |
| WLFC | Exit | WILLIS LEASE FIN CORP | $0 | – | -13,083 | – | -0.08% | – |
| AMTB | Exit | Mercantil Bank Holding Corporationnot 13f security | $0 | – | -20,000 | – | -0.09% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -5,000 | – | -0.09% | – |
| Exit | First IC Corporationnot 13f security | $0 | – | -83,853 | – | -0.10% | – | |
| SFST | Exit | SOUTHERN FIRST BANCSHARES | $0 | – | -13,211 | – | -0.12% | – |
| QNTO | Exit | Quaint Oak Bancorp, Inc.not 13f security | $0 | – | -40,000 | – | -0.13% | – |
| FCCY | Exit | 1ST CONSTITUTION BANCORP | $0 | – | -31,300 | – | -0.13% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -55,000 | – | -0.14% | – |
| EBTC | Exit | ENTERPRISE BANCORP INC MASS | $0 | – | -25,000 | – | -0.16% | – |
| SUGR | Exit | Sugar Creek Financial Corporationnot 13f security | $0 | – | -72,800 | – | -0.17% | – |
| SFBC | Exit | SOUND FINL BANCORP INC | $0 | – | -22,500 | – | -0.18% | – |
| Exit | MAGYAR BANCORP INC | $0 | – | -92,500 | – | -0.18% | – | |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -40,000 | – | -0.20% | – |
| Exit | TC BANCSHARES INC | $0 | – | -82,500 | – | -0.20% | – | |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -15,000 | – | -0.20% | – |
| CARE | Exit | CARTER BANKSHARES INC | $0 | – | -82,200 | – | -0.20% | – |
| RBKB | Exit | RHINEBECK BANCORP INC | $0 | – | -109,411 | – | -0.21% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -30,000 | – | -0.21% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -113,834 | – | -0.22% | – |
| ERKH | Exit | Eureka Homestead Bancorp, Inc.not 13f security | $0 | – | -100,000 | – | -0.24% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13f security | $0 | – | -89,180 | – | -0.24% | – |
| Exit | PB BANKSHARES INC | $0 | – | -100,000 | – | -0.24% | – | |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -1,700 | – | -0.25% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -35,000 | – | -0.27% | – |
| PWPPW | Exit | PERELLA WEINBERG PARTNERS*w exp 12/31/202 | $0 | – | -499,720 | – | -0.27% | – |
| NCBS | Exit | NICOLET BANKSHARES INC | $0 | – | -21,342 | – | -0.27% | – |
| MLVF | Exit | MALVERN BANCORP INC | $0 | – | -94,532 | – | -0.28% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -45,000 | – | -0.28% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -40,000 | – | -0.29% | – |
| CZFS | Exit | Citizens Financial Services, Inc.not 13f security | $0 | – | -26,909 | – | -0.29% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -75,000 | – | -0.29% | – |
| RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -80,000 | – | -0.30% | – |
| CCB | Exit | COASTAL FINL CORP WA | $0 | – | -55,400 | – | -0.30% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -25,000 | – | -0.32% | – |
| Exit | 1895 BANCORP OF WIS INC | $0 | – | -170,000 | – | -0.32% | – | |
| OPBK | Exit | OP BANCORP | $0 | – | -180,000 | – | -0.32% | – |
| Exit | BLUE FOUNDRY BANCORP | $0 | – | -135,000 | – | -0.32% | – | |
| BOTJ | Exit | BANK OF THE JAMES FINL GP IN | $0 | – | -130,240 | – | -0.32% | – |
| MSVB | Exit | MID-SOUTHERN BANCORP INC | $0 | – | -125,000 | – | -0.33% | – |
| COLB | Exit | COLUMBIA BKG SYS INC | $0 | – | -50,000 | – | -0.33% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -35,000 | – | -0.33% | – |
| PSBQ | Exit | PSB Holdings, Inc.not 13f security | $0 | – | -78,200 | – | -0.33% | – |
| IBCP | Exit | INDEPENDENT BK CORP MICH | $0 | – | -90,000 | – | -0.33% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -98,656 | – | -0.34% | – |
| PCB | Exit | PCB BANCORP | $0 | – | -100,634 | – | -0.35% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -133,900 | – | -0.35% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -6,000 | – | -0.36% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -124,656 | – | -0.38% | – |
| WMPN | Exit | WILLIAM PENN BANCORPORATION | $0 | – | -185,000 | – | -0.39% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -44,700 | – | -0.39% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -29,000 | – | -0.40% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -95,000 | – | -0.42% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -52,500 | – | -0.43% | – |
| KEY | Exit | KEYCORP | $0 | – | -115,000 | – | -0.43% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -135,000 | – | -0.44% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -153,900 | – | -0.45% | – |
| SSB | Exit | SOUTHSTATE CORPORATION | $0 | – | -35,000 | – | -0.45% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -60,000 | – | -0.49% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -361,873 | – | -0.49% | – |
| HTBK | Exit | HERITAGE COMM CORP | $0 | – | -255,000 | – | -0.51% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -50,000 | – | -0.51% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -76,626 | – | -0.51% | – |
| OTTW | Exit | Ottawa Bancorp Inc.not 13f security | $0 | – | -206,973 | – | -0.53% | – |
| EQFN | Exit | Equitable Financial Corp.not 13f security | $0 | – | -238,478 | – | -0.53% | – |
| OCBI | Exit | ORANGE CNTY BANCORP INC | $0 | – | -90,000 | – | -0.55% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -130,000 | – | -0.55% | – |
| PFIS | Exit | PEOPLES FINL SVCS CORP | $0 | – | -70,000 | – | -0.55% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES INC | $0 | – | -97,800 | – | -0.55% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -210,000 | – | -0.59% | – |
| Exit | SOUTHERN STS BANCSHARES INC | $0 | – | -188,170 | – | -0.62% | – | |
| CFST | Exit | Communities First Financial Corporationnot 13f security | $0 | – | -76,900 | – | -0.62% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -162,376 | – | -0.62% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -80,000 | – | -0.63% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -207,776 | – | -0.63% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -154,000 | – | -0.64% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -243,887 | – | -0.64% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -96,500 | – | -0.64% | – |
| BRBS | Exit | BLUE RIDGE BANKSHARES INC VA | $0 | – | -220,900 | – | -0.67% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -40,000 | – | -0.67% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -137,105 | – | -0.68% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -90,000 | – | -0.74% | – |
| FSBC | Exit | FIVE STAR BANCORP | $0 | – | -178,100 | – | -0.74% | – |
| PVBC | Exit | PROVIDENT BANCORP INC | $0 | – | -275,000 | – | -0.76% | – |
| FFBW | Exit | FFBW INC MD | $0 | – | -366,062 | – | -0.76% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -65,000 | – | -0.76% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -360,000 | – | -0.80% | – |
| RJF | Exit | RAYMOND JAMES FINL INC | $0 | – | -51,900 | – | -0.83% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -204,500 | – | -0.83% | – |
| FRST | Exit | PRIMIS FINANCIAL CORP | $0 | – | -353,600 | – | -0.88% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -255,000 | – | -0.89% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -71,791 | – | -0.92% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -213,800 | – | -0.92% | – |
| Exit | White River Bancshares Companynot 13f security | $0 | – | -68,000 | – | -0.93% | – | |
| BLK | Exit | BLACKROCK INC | $0 | – | -6,500 | – | -0.94% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -317,000 | – | -1.02% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -420,861 | – | -1.02% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -140,000 | – | -1.03% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -147,500 | – | -1.03% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -153,000 | – | -1.04% | – |
| QNBC | Exit | QNB Corporationnot 13f security | $0 | – | -162,293 | – | -1.04% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -264,054 | – | -1.06% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -100,000 | – | -1.07% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -135,000 | – | -1.08% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -278,195 | – | -1.09% | – |
| Exit | U S CENTY BK DORAL FLA | $0 | – | -520,000 | – | -1.10% | – | |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -10,000 | – | -1.12% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -27,500 | – | -1.14% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -17,500 | – | -1.14% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -25,600 | – | -1.15% | – |
| FMNB | Exit | FARMERS NATIONAL BANC CORP | $0 | – | -427,204 | – | -1.16% | – |
| CATC | Exit | CAMBRIDGE BANCORP | $0 | – | -77,469 | – | -1.18% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -70,000 | – | -1.21% | – |
| PWP | Exit | PERELLA WEINBERG PARTNERS | $0 | – | -548,900 | – | -1.26% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -178,400 | – | -1.28% | – |
| PFC | Exit | PREMIER FINANCIAL CORP | $0 | – | -245,000 | – | -1.35% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -423,888 | – | -1.36% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -481,900 | – | -1.37% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -600,000 | – | -1.38% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -599,618 | – | -1.39% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -60,000 | – | -1.55% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -135,000 | – | -1.56% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -532,100 | – | -1.67% | – |
| C | Exit | CITIGROUP INC | $0 | – | -140,000 | – | -1.70% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -167,500 | – | -1.76% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -225,000 | – | -1.76% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -201,940 | – | -1.80% | – |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -125,000 | – | -1.82% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -488,300 | – | -1.86% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -214,818 | – | -1.93% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -420,288 | – | -2.03% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -50,000 | – | -2.35% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -550,645 | – | -2.49% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -819,400 | – | -2.50% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -218,500 | – | -2.93% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LENB | Sell | LENNAR CORPcl b | $16,953,000 | -4.8% | 218,500 | -0.0% | 2.93% | +3.7% |
| LBAI | Sell | LAKELAND BANCORP INC | $14,446,000 | -9.8% | 819,400 | -10.5% | 2.50% | -1.7% |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $14,388,000 | +1.5% | 550,645 | -9.0% | 2.49% | +10.5% |
| SBNY | Buy | SIGNATURE BK NEW YORK N Y | $13,614,000 | +32.9% | 50,000 | +19.9% | 2.35% | +44.7% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $11,760,000 | -2.0% | 420,288 | -2.3% | 2.03% | +6.7% |
| ABCB | Buy | AMERIS BANCORP | $11,145,000 | +11.4% | 214,818 | +8.7% | 1.93% | +21.3% |
| ISTR | Sell | INVESTAR HLDG CORP | $10,752,000 | -4.0% | 488,300 | -0.2% | 1.86% | +4.5% |
| MCB | Buy | METROPOLITAN BK HLDG CORP | $10,538,000 | +1650.5% | 125,000 | +1150.0% | 1.82% | +1797.9% |
| QCRH | Sell | QCR HOLDINGS INC | $10,388,000 | -41.6% | 201,940 | -45.4% | 1.80% | -36.5% |
| KKR | Sell | KKR & CO INC | $10,197,000 | -1.6% | 167,500 | -4.3% | 1.76% | +7.0% |
| PACW | Sell | PACWEST BANCORP DEL | $10,197,000 | -14.6% | 225,000 | -22.4% | 1.76% | -7.0% |
| C | Sell | CITIGROUP INC | $9,825,000 | -43.3% | 140,000 | -42.9% | 1.70% | -38.3% |
| HBNC | Buy | HORIZON BANCORP INC | $9,668,000 | +23.7% | 532,100 | +18.7% | 1.67% | +34.7% |
| PFBC | Buy | PREFERRED BK LOS ANGELES CA | $9,002,000 | +18.7% | 135,000 | +12.6% | 1.56% | +29.1% |
| MTB | Buy | M & T BK CORP | $8,960,000 | +12.1% | 60,000 | +9.1% | 1.55% | +22.1% |
| LBC | Sell | LUTHER BURBANK CORP | $8,041,000 | +4.1% | 599,618 | -7.9% | 1.39% | +13.4% |
| VLY | Sell | VALLEY NATL BANCORP | $7,986,000 | -3.3% | 600,000 | -2.5% | 1.38% | +5.3% |
| ESSA | Sell | ESSA BANCORP INC | $7,947,000 | -2.0% | 481,900 | -2.6% | 1.37% | +6.6% |
| BANC | Buy | BANC OF CALIFORNIA INC | $7,838,000 | +56.8% | 423,888 | +48.7% | 1.36% | +70.7% |
| PFC | Sell | PREMIER FINANCIAL CORP | $7,801,000 | -18.1% | 245,000 | -26.9% | 1.35% | -10.8% |
| IBOC | Sell | INTERNATIONAL BANCSHARES COR | $7,429,000 | -17.6% | 178,400 | -15.1% | 1.28% | -10.3% |
| PWP | Sell | PERELLA WEINBERG PARTNERS | $7,273,000 | -0.6% | 548,900 | -3.5% | 1.26% | +8.2% |
| TBK | Sell | TRIUMPH BANCORP INC | $7,009,000 | +11.1% | 70,000 | -17.6% | 1.21% | +21.0% |
| CATC | Sell | CAMBRIDGE BANCORP | $6,817,000 | -13.2% | 77,469 | -18.1% | 1.18% | -5.5% |
| FMNB | Sell | FARMERS NATIONAL BANC CORP | $6,711,000 | +1.3% | 427,204 | -0.0% | 1.16% | +10.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $6,661,000 | -12.1% | 25,600 | -1.6% | 1.15% | -4.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $6,616,000 | -30.3% | 17,500 | -30.0% | 1.14% | -24.1% |
| SQ | Buy | SQUARE INCcl a | $6,596,000 | +35.3% | 27,500 | +37.5% | 1.14% | +47.3% |
| SIVB | Buy | SVB FINANCIAL GROUP | $6,469,000 | +287.6% | 10,000 | +233.3% | 1.12% | +321.9% |
| New | U S CENTY BK DORAL FLA | $6,344,000 | – | 520,000 | – | 1.10% | – | |
| IROQ | Sell | IF BANCORP INC | $6,312,000 | -2.2% | 278,195 | -1.7% | 1.09% | +6.4% |
| WFC | Sell | WELLS FARGO CO NEW | $6,265,000 | -10.8% | 135,000 | -12.9% | 1.08% | -2.9% |
| ZION | Sell | ZIONS BANCORPORATION N A | $6,189,000 | -44.9% | 100,000 | -53.0% | 1.07% | -40.1% |
| CIVB | Sell | CIVISTA BANCSHARES INC | $6,134,000 | -29.7% | 264,054 | -33.2% | 1.06% | -23.5% |
| MBIN | Buy | MERCHANTS BANCORP IND | $6,039,000 | +53.8% | 153,000 | +52.9% | 1.04% | +67.3% |
| QNBC | Sell | QNB Corporationnot 13f security | $6,036,000 | -1.4% | 162,293 | -4.5% | 1.04% | +7.4% |
| NBHC | Buy | NATIONAL BK HLDGS CORPcl a | $5,971,000 | +31.8% | 147,500 | +22.9% | 1.03% | +43.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $5,942,000 | -19.3% | 140,000 | -27.3% | 1.03% | -12.1% |
| HONE | Sell | HARBORONE BANCORP INC NEW | $5,909,000 | -5.3% | 420,861 | -3.3% | 1.02% | +3.1% |
| FOR | Sell | FORESTAR GROUP INC | $5,906,000 | -14.8% | 317,000 | -4.4% | 1.02% | -7.3% |
| BLK | Sell | BLACKROCK INC | $5,451,000 | -11.0% | 6,500 | -7.1% | 0.94% | -3.2% |
| STL | Buy | STERLING BANCORP DEL | $5,336,000 | +7.6% | 213,800 | +6.9% | 0.92% | +17.1% |
| ARES | Sell | ARES MANAGEMENT CORPORATION | $5,300,000 | -32.0% | 71,791 | -41.4% | 0.92% | -25.9% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $5,164,000 | -39.2% | 255,000 | -44.6% | 0.89% | -33.8% |
| HOMB | Sell | HOME BANCSHARES INC | $4,812,000 | -13.4% | 204,500 | -9.1% | 0.83% | -5.7% |
| RJF | Buy | RAYMOND JAMES FINL INC | $4,789,000 | +84.3% | 51,900 | +159.5% | 0.83% | +100.5% |
| NYCB | Buy | NEW YORK CMNTY BANCORP INC | $4,633,000 | +236.2% | 360,000 | +188.0% | 0.80% | +265.8% |
| SF | Buy | STIFEL FINL CORP | $4,417,000 | +196.8% | 65,000 | +183.3% | 0.76% | +223.7% |
| PVBC | Buy | PROVIDENT BANCORP INC | $4,406,000 | +5.9% | 275,000 | +7.8% | 0.76% | +15.3% |
| FSBC | Buy | FIVE STAR BANCORP | $4,264,000 | -0.5% | 178,100 | +0.3% | 0.74% | +8.2% |
| CG | Sell | CARLYLE GROUP INC | $4,255,000 | -12.8% | 90,000 | -14.3% | 0.74% | -5.0% |
| ESQ | Buy | ESQUIRE FINL HLDGS INC | $3,929,000 | +52.0% | 137,105 | +25.7% | 0.68% | +65.2% |
| MS | Sell | MORGAN STANLEY | $3,892,000 | -73.9% | 40,000 | -75.4% | 0.67% | -71.6% |
| BRBS | Sell | BLUE RIDGE BANKSHARES INC VA | $3,886,000 | -17.8% | 220,900 | -18.2% | 0.67% | -10.5% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $3,722,000 | -6.1% | 243,887 | -8.0% | 0.64% | +2.2% |
| CBNK | Buy | CAPITAL BANCORP INC MD | $3,705,000 | +34.2% | 154,000 | +14.1% | 0.64% | +46.0% |
| BWB | Buy | BRIDGEWATER BANCSHARES INC | $3,638,000 | +25.1% | 207,776 | +15.4% | 0.63% | +36.1% |
| EFSC | Buy | ENTERPRISE FINL SVCS CORP | $3,622,000 | +30.1% | 80,000 | +33.3% | 0.63% | +41.6% |
| EBMT | Sell | EAGLE BANCORP MONT INC | $3,613,000 | -7.6% | 162,376 | -4.5% | 0.62% | +0.6% |
| New | SOUTHERN STS BANCSHARES INC | $3,588,000 | – | 188,170 | – | 0.62% | – | |
| FHN | Buy | FIRST HORIZON CORPORATION | $3,421,000 | +36.5% | 210,000 | +44.7% | 0.59% | +48.5% |
| DCOM | Buy | DIME CMNTY BANCSHARES INC | $3,194,000 | -0.3% | 97,800 | +2.6% | 0.55% | +8.4% |
| PFIS | Buy | PEOPLES FINL SVCS CORP | $3,190,000 | +111.7% | 70,000 | +97.9% | 0.55% | +131.0% |
| OCBI | New | ORANGE CNTY BANCORP INC | $3,163,000 | – | 90,000 | – | 0.55% | – |
| EQFN | Sell | Equitable Financial Corp.not 13f security | $3,088,000 | -6.6% | 238,478 | -7.8% | 0.53% | +1.7% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $2,972,000 | -27.8% | 76,626 | -30.3% | 0.51% | -21.4% |
| USB | Sell | US BANCORP DEL | $2,972,000 | -79.9% | 50,000 | -80.8% | 0.51% | -78.2% |
| HTBK | Sell | HERITAGE COMM CORP | $2,966,000 | -9.7% | 255,000 | -13.6% | 0.51% | -1.5% |
| FPH | Sell | FIVE POINT HOLDINGS LLC | $2,833,000 | -8.9% | 361,873 | -6.0% | 0.49% | -0.8% |
| CFG | Sell | CITIZENS FINL GROUP INC | $2,819,000 | +2.4% | 60,000 | -0.0% | 0.49% | +11.4% |
| SSB | Sell | SOUTHSTATE CORPORATION | $2,613,000 | -34.8% | 35,000 | -28.6% | 0.45% | -28.9% |
| PROV | Sell | PROVIDENT FINL HLDGS INC | $2,593,000 | -22.0% | 153,900 | -20.1% | 0.45% | -15.2% |
| TFSL | Sell | TFS FINL CORP | $2,573,000 | -6.2% | 135,000 | -0.1% | 0.44% | +2.1% |
| KEY | Sell | KEYCORP | $2,486,000 | -41.3% | 115,000 | -43.9% | 0.43% | -36.0% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $2,411,000 | -4.9% | 95,000 | -2.7% | 0.42% | +3.5% |
| WTFC | Sell | WINTRUST FINL CORP | $2,331,000 | -69.2% | 29,000 | -71.0% | 0.40% | -66.4% |
| FBC | Sell | FLAGSTAR BANCORP INC | $2,270,000 | +20.1% | 44,700 | -0.0% | 0.39% | +30.7% |
| WMPN | Sell | WILLIAM PENN BANCORPORATION | $2,259,000 | -2.7% | 185,000 | -5.1% | 0.39% | +6.0% |
| SHBI | Buy | SHORE BANCSHARES INC | $2,210,000 | +55.2% | 124,656 | +46.7% | 0.38% | +69.0% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $2,086,000 | +471.5% | 6,000 | +499.4% | 0.36% | +522.4% |
| PCB | Sell | PCB BANCORP | $2,004,000 | +13.2% | 100,634 | -8.5% | 0.35% | +23.1% |
| IBCP | Sell | INDEPENDENT BK CORP MICH | $1,933,000 | -70.2% | 90,000 | -69.9% | 0.33% | -67.6% |
| PSBQ | Sell | PSB Holdings, Inc.not 13f security | $1,924,000 | -7.3% | 78,200 | -1.1% | 0.33% | +0.9% |
| COLB | New | COLUMBIA BKG SYS INC | $1,900,000 | – | 50,000 | – | 0.33% | – |
| New | BLUE FOUNDRY BANCORP | $1,862,000 | – | 135,000 | – | 0.32% | – | |
| OPBK | Buy | OP BANCORP | $1,854,000 | +8.4% | 180,000 | +5.9% | 0.32% | +18.0% |
| New | 1895 BANCORP OF WIS INC | $1,856,000 | – | 170,000 | – | 0.32% | – | |
| SCHW | New | SCHWAB CHARLES CORP | $1,821,000 | – | 25,000 | – | 0.32% | – |
| RF | Sell | REGIONS FINANCIAL CORP NEW | $1,705,000 | -37.5% | 80,000 | -40.8% | 0.30% | -31.9% |
| FFIC | Buy | FLUSHING FINL CORP | $1,695,000 | +58.1% | 75,000 | +50.0% | 0.29% | +72.4% |
| CZFS | Buy | Citizens Financial Services, Inc.not 13f security | $1,682,000 | +1.1% | 26,909 | +1.1% | 0.29% | +10.2% |
| BKU | New | BANKUNITED INC | $1,673,000 | – | 40,000 | – | 0.29% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $1,613,000 | – | 45,000 | – | 0.28% | – |
| NCBS | Sell | NICOLET BANKSHARES INC | $1,583,000 | -63.8% | 21,342 | -65.7% | 0.27% | -60.5% |
| SNV | Buy | SYNOVUS FINL CORP | $1,536,000 | +16.7% | 35,000 | +16.7% | 0.27% | +27.3% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $1,433,000 | -1.7% | 1,700 | -2.9% | 0.25% | +6.9% |
| New | PB BANKSHARES INC | $1,384,000 | – | 100,000 | – | 0.24% | – | |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $1,208,000 | – | 30,000 | – | 0.21% | – |
| CARE | Buy | CARTER BANKSHARES INC | $1,169,000 | +55.7% | 82,200 | +37.0% | 0.20% | +69.7% |
| EWBC | New | EAST WEST BANCORP INC | $1,163,000 | – | 15,000 | – | 0.20% | – |
| New | TC BANCSHARES INC | $1,152,000 | – | 82,500 | – | 0.20% | – | |
| PEBK | Sell | PEOPLES BANCORP N C INC | $1,136,000 | -2.2% | 40,000 | -11.1% | 0.20% | +6.5% |
| New | MAGYAR BANCORP INC | $1,059,000 | – | 92,500 | – | 0.18% | – | |
| SFBC | Sell | SOUND FINL BANCORP INC | $1,011,000 | -12.1% | 22,500 | -10.0% | 0.18% | -4.4% |
| EBTC | Sell | ENTERPRISE BANCORP INC MASS | $899,000 | -23.2% | 25,000 | -30.0% | 0.16% | -16.7% |
| HOPE | Buy | HOPE BANCORP INC | $794,000 | +60.1% | 55,000 | +57.1% | 0.14% | +73.4% |
| FCCY | Sell | 1ST CONSTITUTION BANCORP | $741,000 | -76.0% | 31,300 | -79.0% | 0.13% | -73.9% |
| SFST | New | SOUTHERN FIRST BANCSHARES | $707,000 | – | 13,211 | – | 0.12% | – |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $544,000 | -83.3% | 5,000 | -85.7% | 0.09% | -81.8% |
| AMTB | New | Mercantil Bank Holding Corporationnot 13f security | $495,000 | – | 20,000 | – | 0.09% | – |
| CNOB | New | CONNECTONE BANCORP INC | $450,000 | – | 15,000 | – | 0.08% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $381,000 | – | 5,000 | – | 0.07% | – |
| MCBC | New | MACATAWA BK CORP | $321,000 | – | 40,000 | – | 0.06% | – |
| CARV | New | CARVER BANCORP INC | $267,000 | – | 15,000 | – | 0.05% | – |
| BILL | New | BILL COM HLDGS INC | $267,000 | – | 1,000 | – | 0.05% | – |
| SAL | New | SALISBURY BANCORP INC | $254,000 | – | 5,000 | – | 0.04% | – |
| New | MONEYLION INC*w exp 09/22/202 | $131,000 | – | 135,000 | – | 0.02% | – | |
| IVZ | Sell | INVESCO LTD | $121,000 | -97.3% | 5,000 | -97.1% | 0.02% | -97.1% |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $3,000 | – | 100 | – | 0.00% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -20 | – | 0.00% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -10 | – | 0.00% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -29 | – | 0.00% | – |
| FUSEWS | Exit | FUSION ACQUISITION CORP*w exp 06/01/202 | $0 | – | -135,000 | – | -0.03% | – |
| FNCB | Exit | FNCB BANCORP INC | $0 | – | -30,000 | – | -0.04% | – |
| COIN | Exit | COINBASE GLOBAL INC | $0 | – | -1,500 | – | -0.06% | – |
| FVCB | Exit | FVCBANKCORP INC | $0 | – | -24,500 | – | -0.07% | – |
| FISV | Exit | FISERV INC | $0 | – | -5,004 | – | -0.08% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -25,000 | – | -0.10% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -5,000 | – | -0.11% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -20,000 | – | -0.14% | – |
| MPB | Exit | MID PENN BANCORP INC | $0 | – | -40,000 | – | -0.17% | – |
| HBMD | Exit | HOWARD BANCORP INC | $0 | – | -69,800 | – | -0.18% | – |
| CZNC | Exit | CITIZENS & NORTHN CORP | $0 | – | -48,989 | – | -0.19% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -5,000 | – | -0.20% | – |
| BY | Exit | BYLINE BANCORP INC | $0 | – | -65,000 | – | -0.23% | – |
| AMRB | Exit | AMERICAN RIV BANKSHARES | $0 | – | -94,900 | – | -0.27% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -15,504 | – | -0.35% | – |
| PIPR | Exit | PIPER SANDLER COMPANIES | $0 | – | -20,000 | – | -0.41% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -65,040 | – | -0.46% | – |
| SPFI | Exit | SOUTH PLAINS FINANCIAL INC | $0 | – | -200,000 | – | -0.74% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -229,039 | – | -0.84% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -180,000 | – | -1.16% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QCRH | New | QCR HOLDINGS INC | $17,797,000 | – | 370,070 | – | 2.83% | – |
| LENB | New | LENNAR CORPcl b | $17,801,000 | – | 218,554 | – | 2.83% | – |
| C | New | CITIGROUP INC | $17,337,000 | – | 245,040 | – | 2.75% | – |
| LBAI | New | LAKELAND BANCORP INC | $16,007,000 | – | 915,736 | – | 2.54% | – |
| MS | New | MORGAN STANLEY | $14,901,000 | – | 162,515 | – | 2.37% | – |
| USB | New | US BANCORP DEL | $14,818,000 | – | 260,095 | – | 2.35% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $14,178,000 | – | 605,110 | – | 2.25% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $11,999,000 | – | 430,060 | – | 1.91% | – |
| PACW | New | PACWEST BANCORP DEL | $11,937,000 | – | 290,010 | – | 1.90% | – |
| ZION | New | ZIONS BANCORPORATION N A | $11,236,000 | – | 212,555 | – | 1.78% | – |
| ISTR | New | INVESTAR HLDG CORP | $11,203,000 | – | 489,431 | – | 1.78% | – |
| KKR | New | KKR & CO INC | $10,367,000 | – | 175,000 | – | 1.65% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $10,246,000 | – | 41,710 | – | 1.63% | – |
| ABCB | New | AMERIS BANCORP | $10,002,000 | – | 197,545 | – | 1.59% | – |
| PFC | New | PREMIER FINANCIAL CORP | $9,521,000 | – | 335,130 | – | 1.51% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $9,492,000 | – | 25,009 | – | 1.51% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $9,019,000 | – | 210,035 | – | 1.43% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $8,730,000 | – | 395,000 | – | 1.39% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $8,490,000 | – | 460,170 | – | 1.35% | – |
| VLY | New | VALLEY NATL BANCORP | $8,262,000 | – | 615,185 | – | 1.31% | – |
| ESSA | New | ESSA BANCORP INC | $8,113,000 | – | 495,000 | – | 1.29% | – |
| MTB | New | M & T BK CORP | $7,993,000 | – | 55,004 | – | 1.27% | – |
| CATC | New | CAMBRIDGE BANCORP | $7,854,000 | – | 94,636 | – | 1.25% | – |
| HBNC | New | HORIZON BANCORP INC | $7,813,000 | – | 448,275 | – | 1.24% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $7,790,000 | – | 122,500 | – | 1.24% | – |
| LBC | New | LUTHER BURBANK CORP | $7,721,000 | – | 651,034 | – | 1.23% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $7,586,000 | – | 119,898 | – | 1.20% | – |
| PYPL | New | PAYPAL HLDGS INC | $7,580,000 | – | 26,005 | – | 1.20% | – |
| WTFC | New | WINTRUST FINL CORP | $7,563,000 | – | 100,000 | – | 1.20% | – |
| FITB | New | FIFTH THIRD BANCORP | $7,360,000 | – | 192,530 | – | 1.17% | – |
| PWP | New | PERELLA WEINBERG PARTNERS | $7,314,000 | – | 568,727 | – | 1.16% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $7,292,000 | – | 180,000 | – | 1.16% | – |
| WFC | New | WELLS FARGO CO NEW | $7,023,000 | – | 155,065 | – | 1.12% | – |
| FOR | New | FORESTAR GROUP INC | $6,931,000 | – | 331,473 | – | 1.10% | – |
| FMNB | New | FARMERS NATIONAL BANC CORP | $6,627,000 | – | 427,259 | – | 1.05% | – |
| IBCP | New | INDEPENDENT BK CORP MICH | $6,494,000 | – | 299,135 | – | 1.03% | – |
| IROQ | New | IF BANCORP INC | $6,455,000 | – | 283,100 | – | 1.02% | – |
| TBK | New | TRIUMPH BANCORP INC | $6,311,000 | – | 85,000 | – | 1.00% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $6,239,000 | – | 435,090 | – | 0.99% | – |
| BLK | New | BLACKROCK INC | $6,125,000 | – | 7,000 | – | 0.97% | – |
| QNBC | New | QNB Corporationnot 13f security | $6,120,000 | – | 170,000 | – | 0.97% | – |
| HOMB | New | HOME BANCSHARES INC | $5,555,000 | – | 225,090 | – | 0.88% | – |
| FRST | New | PRIMIS FINANCIAL CORP | $5,396,000 | – | 353,600 | – | 0.86% | – |
| New | White River Bancshares Companynot 13f security | $5,304,000 | – | 68,000 | – | 0.84% | – | |
| ORRF | New | ORRSTOWN FINL SVCS INC | $5,284,000 | – | 229,039 | – | 0.84% | – |
| BANC | New | BANC OF CALIFORNIA INC | $4,999,000 | – | 285,000 | – | 0.79% | – |
| STL | New | STERLING BANCORP DEL | $4,960,000 | – | 200,075 | – | 0.79% | – |
| CG | New | CARLYLE GROUP INC | $4,880,000 | – | 105,000 | – | 0.78% | – |
| SQ | New | SQUARE INCcl a | $4,876,000 | – | 20,000 | – | 0.77% | – |
| BRBS | New | BLUE RIDGE BANKSHARES INC VA | $4,730,000 | – | 270,000 | – | 0.75% | – |
| SPFI | New | SOUTH PLAINS FINANCIAL INC | $4,626,000 | – | 200,000 | – | 0.74% | – |
| IVZ | New | INVESCO LTD | $4,544,000 | – | 170,000 | – | 0.72% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $4,530,000 | – | 120,035 | – | 0.72% | – |
| NCBS | New | NICOLET BANKSHARES INC | $4,372,000 | – | 62,157 | – | 0.69% | – |
| FSBC | New | FIVE STAR BANCORP | $4,287,000 | – | 177,500 | – | 0.68% | – |
| KEY | New | KEYCORP | $4,234,000 | – | 205,042 | – | 0.67% | – |
| FFBW | New | FFBW INC MD | $4,173,000 | – | 366,062 | – | 0.66% | – |
| PVBC | New | PROVIDENT BANCORP INC | $4,159,000 | – | 255,000 | – | 0.66% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $4,117,000 | – | 110,000 | – | 0.65% | – |
| SSB | New | SOUTH ST CORP | $4,005,000 | – | 48,987 | – | 0.64% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $3,964,000 | – | 265,130 | – | 0.63% | – |
| MBIN | New | MERCHANTS BANCORP IND | $3,926,000 | – | 100,045 | – | 0.62% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $3,910,000 | – | 170,017 | – | 0.62% | – |
| HBCP | New | HOME BANCORP INC | $3,678,000 | – | 96,500 | – | 0.58% | – |
| PROV | New | PROVIDENT FINL HLDGS INC | $3,324,000 | – | 192,500 | – | 0.53% | – |
| EQFN | New | Equitable Financial Corp.not 13f security | $3,306,000 | – | 258,667 | – | 0.52% | – |
| HTBK | New | HERITAGE COMM CORP | $3,283,000 | – | 295,010 | – | 0.52% | – |
| CFST | New | Communities First Financial Corporationnot 13f security | $3,277,000 | – | 76,900 | – | 0.52% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $3,250,000 | – | 35,000 | – | 0.52% | – |
| DCOM | New | DIME CMNTY BANCSHARES INC | $3,204,000 | – | 95,300 | – | 0.51% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $3,111,000 | – | 385,000 | – | 0.49% | – |
| FCCY | New | 1ST CONSTITUTION BANCORP | $3,086,000 | – | 149,143 | – | 0.49% | – |
| OTTW | New | Ottawa Bancorp Inc.not 13f security | $3,053,000 | – | 206,973 | – | 0.48% | – |
| CCNE | New | CNB FINL CORP PA | $2,967,000 | – | 130,000 | – | 0.47% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $2,907,000 | – | 180,000 | – | 0.46% | – |
| SASR | New | SANDY SPRING BANCORP INC | $2,870,000 | – | 65,040 | – | 0.46% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $2,784,000 | – | 60,015 | – | 0.44% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $2,761,000 | – | 135,000 | – | 0.44% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,752,000 | – | 60,005 | – | 0.44% | – |
| TFSL | New | TFS FINL CORP | $2,743,000 | – | 135,140 | – | 0.44% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $2,726,000 | – | 135,075 | – | 0.43% | – |
| RJF | New | RAYMOND JAMES FINL INC | $2,598,000 | – | 20,000 | – | 0.41% | – |
| PIPR | New | PIPER SANDLER COMPANIES | $2,591,000 | – | 20,000 | – | 0.41% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $2,585,000 | – | 109,086 | – | 0.41% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,535,000 | – | 97,600 | – | 0.40% | – |
| FHN | New | FIRST HORIZON CORPORATION | $2,507,000 | – | 145,085 | – | 0.40% | – |
| SRCE | New | 1ST SOURCE CORP | $2,439,000 | – | 52,500 | – | 0.39% | – |
| WMPN | New | WILLIAM PENN BANCORPORATION | $2,321,000 | – | 195,000 | – | 0.37% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $2,196,000 | – | 15,504 | – | 0.35% | – |
| BOTJ | New | BANK OF THE JAMES FINL GP IN | $2,084,000 | – | 130,240 | – | 0.33% | – |
| PSBQ | New | PSB Holdings, Inc.not 13f security | $2,076,000 | – | 79,100 | – | 0.33% | – |
| FCCO | New | FIRST CMNTY CORP S C | $1,993,000 | – | 98,656 | – | 0.32% | – |
| MSVB | New | MID-SOUTHERN BANCORP INC | $1,988,000 | – | 125,000 | – | 0.32% | – |
| FBC | New | FLAGSTAR BANCORP INC | $1,890,000 | – | 44,710 | – | 0.30% | – |
| WBS | New | WEBSTER FINL CORP CONN | $1,867,000 | – | 35,000 | – | 0.30% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $1,855,000 | – | 133,900 | – | 0.30% | – |
| PCB | New | PCB BANCORP | $1,771,000 | – | 110,000 | – | 0.28% | – |
| MLVF | New | MALVERN BANCORP INC | $1,744,000 | – | 94,532 | – | 0.28% | – |
| OPBK | New | OP BANCORP | $1,710,000 | – | 170,000 | – | 0.27% | – |
| AMRB | New | AMERICAN RIV BANKSHARES | $1,706,000 | – | 94,900 | – | 0.27% | – |
| SIVB | New | SVB FINANCIAL GROUP | $1,669,000 | – | 3,000 | – | 0.26% | – |
| CZFS | New | Citizens Financial Services, Inc.not 13f security | $1,663,000 | – | 26,609 | – | 0.26% | – |
| CCB | New | COASTAL FINL CORP WA | $1,582,000 | – | 55,400 | – | 0.25% | – |
| PFIS | New | PEOPLES FINL SVCS CORP | $1,507,000 | – | 35,377 | – | 0.24% | – |
| SF | New | STIFEL FINL CORP | $1,488,000 | – | 22,940 | – | 0.24% | – |
| BY | New | BYLINE BANCORP INC | $1,471,000 | – | 65,000 | – | 0.23% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $1,458,000 | – | 1,751 | – | 0.23% | – |
| SHBI | New | SHORE BANCSHARES INC | $1,424,000 | – | 85,000 | – | 0.23% | – |
| PWPPW | New | PERELLA WEINBERG PARTNERS*w exp 12/31/202 | $1,389,000 | – | 499,720 | – | 0.22% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,378,000 | – | 125,010 | – | 0.22% | – |
| ERKH | New | Eureka Homestead Bancorp, Inc.not 13f security | $1,313,000 | – | 100,000 | – | 0.21% | – |
| SNV | New | SYNOVUS FINL CORP | $1,316,000 | – | 30,000 | – | 0.21% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $1,291,000 | – | 113,834 | – | 0.20% | – |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13f security | $1,262,000 | – | 89,180 | – | 0.20% | – |
| AMP | New | AMERIPRISE FINL INC | $1,244,000 | – | 5,000 | – | 0.20% | – |
| CZNC | New | CITIZENS & NORTHN CORP | $1,200,000 | – | 48,989 | – | 0.19% | – |
| RBKB | New | RHINEBECK BANCORP INC | $1,198,000 | – | 109,411 | – | 0.19% | – |
| EBTC | New | ENTERPRISE BANCORP INC MASS | $1,170,000 | – | 35,730 | – | 0.19% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $1,161,000 | – | 45,000 | – | 0.18% | – |
| SFBC | New | SOUND FINL BANCORP INC | $1,150,000 | – | 25,000 | – | 0.18% | – |
| HBMD | New | HOWARD BANCORP INC | $1,126,000 | – | 69,800 | – | 0.18% | – |
| MPB | New | MID PENN BANCORP INC | $1,098,000 | – | 40,000 | – | 0.17% | – |
| FFIC | New | FLUSHING FINL CORP | $1,072,000 | – | 50,000 | – | 0.17% | – |
| TCBK | New | TRICO BANCSHARES | $852,000 | – | 20,000 | – | 0.14% | – |
| SUGR | New | Sugar Creek Financial Corporationnot 13f security | $831,000 | – | 72,800 | – | 0.13% | – |
| CARE | New | CARTER BANKSHARES INC | $751,000 | – | 60,000 | – | 0.12% | – |
| QNTO | New | Quaint Oak Bancorp, Inc.not 13f security | $730,000 | – | 40,000 | – | 0.12% | – |
| EVR | New | EVERCORE INCclass a | $704,000 | – | 5,000 | – | 0.11% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $657,000 | – | 25,000 | – | 0.10% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $602,000 | – | 10,000 | – | 0.10% | – |
| New | First IC Corporationnot 13f security | $574,000 | – | 83,853 | – | 0.09% | – | |
| WLFC | New | WILLIS LEASE FIN CORP | $561,000 | – | 13,083 | – | 0.09% | – |
| FISV | New | FISERV INC | $535,000 | – | 5,004 | – | 0.08% | – |
| HOPE | New | HOPE BANCORP INC | $496,000 | – | 35,000 | – | 0.08% | – |
| FVCB | New | FVCBANKCORP INC | $423,000 | – | 24,500 | – | 0.07% | – |
| COIN | New | COINBASE GLOBAL INC | $380,000 | – | 1,500 | – | 0.06% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $365,000 | – | 1,001 | – | 0.06% | – |
| FNCB | New | FNCB BANCORP INC | $218,000 | – | 30,000 | – | 0.04% | – |
| FUSEWS | New | FUSION ACQUISITION CORP*w exp 06/01/202 | $189,000 | – | 135,000 | – | 0.03% | – |
| BCTF | New | Bancorp 34, Inc.not 13f security | $115,000 | – | 9,474 | – | 0.02% | – |
| CFR | New | CULLEN FROST BANKERS INC | $1,000 | – | 10 | – | 0.00% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $1,000 | – | 20 | – | 0.00% | – |
| TRST | New | TRUSTCO BK CORP N Y | $1,000 | – | 29 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SCSG | Exit | SouthCrest Financial Group, Inc.not 13-f security | $0 | – | -5,024 | – | -0.01% | – |
| NWBB | Exit | New Bancorp, Inc.not 13-f security | $0 | – | -2,575 | – | -0.01% | – |
| Exit | Pioneer Bancshares, Inc.not 13-f security | $0 | – | -4,028 | – | -0.01% | – | |
| ALTA | Exit | ALTABANCORP | $0 | – | -10,000 | – | -0.03% | – |
| EQBK | Exit | EQUITY BANCSHARES INC | $0 | – | -14,450 | – | -0.04% | – |
| WLFC | Exit | WILLIS LEASE FINANCE CORP | $0 | – | -13,083 | – | -0.04% | – |
| BCTF | Exit | BANCORP 34 INC | $0 | – | -28,160 | – | -0.05% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -45,000 | – | -0.06% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,000 | – | -0.06% | – |
| QNTO | Exit | Quaint Oak Bancorp, Inc.not 13-f security | $0 | – | -40,000 | – | -0.08% | – |
| BSBK | Exit | BOGOTA FINL CORP | $0 | – | -60,000 | – | -0.08% | – |
| ALRS | Exit | ALERUS FINL CORP | $0 | – | -24,085 | – | -0.08% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -28,200 | – | -0.08% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -41,957 | – | -0.09% | – |
| Exit | First IC Corporationnot 13-f security | $0 | – | -109,731 | – | -0.09% | – | |
| SUGR | Exit | Sugar Creek Financial Corporationnot 13-f security | $0 | – | -77,375 | – | -0.09% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -9,300 | – | -0.10% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -58,600 | – | -0.10% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -20,057 | – | -0.11% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -93,716 | – | -0.12% | – |
| PLBC | Exit | PLUMAS BANCORP | $0 | – | -36,270 | – | -0.12% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -49,169 | – | -0.13% | – |
| SNNY | Exit | Sunnyside Bancorp, Inc.not 13-f security | $0 | – | -64,871 | – | -0.13% | – |
| BHWB | Exit | Blackhawk Bancorp, Inc.not 13-f security | $0 | – | -39,000 | – | -0.13% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -15,000 | – | -0.15% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -132,787 | – | -0.15% | – |
| SFBC | Exit | SOUND FINL BANCORP INC | $0 | – | -31,100 | – | -0.16% | – |
| CFBI | Exit | COMMUNITY FIRST BANCSHARES I | $0 | – | -130,000 | – | -0.16% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13-f security | $0 | – | -89,180 | – | -0.16% | – |
| OPBK | Exit | OP BANCORP | $0 | – | -183,300 | – | -0.18% | – |
| CZFS | Exit | Citizens Financial Services, Inc.not 13-f security | $0 | – | -26,149 | – | -0.19% | – |
| BSVN | Exit | BANK7 CORP | $0 | – | -121,167 | – | -0.19% | – |
| MLVF | Exit | MALVERN BANCORP INC | $0 | – | -101,100 | – | -0.20% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -79,054 | – | -0.21% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -90,373 | – | -0.21% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -82,900 | – | -0.21% | – |
| FCCY | Exit | 1ST CONSTITUTION BANCORP | $0 | – | -105,300 | – | -0.21% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -144,400 | – | -0.21% | – |
| RBKB | Exit | RHINEBECK BANCORP INC | $0 | – | -199,166 | – | -0.21% | – |
| ERKH | Exit | Eureka Homestead Bancorp, Inc.not 13-f security | $0 | – | -140,000 | – | -0.22% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -128,900 | – | -0.23% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -145,000 | – | -0.23% | – |
| SSB | Exit | SOUTH ST CORP | $0 | – | -29,036 | – | -0.24% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -69,300 | – | -0.25% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -118,583 | – | -0.25% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -505,397 | – | -0.26% | – |
| VBTX | Exit | VERITEX HLDGS INC | $0 | – | -90,062 | – | -0.26% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -50,103 | – | -0.26% | – |
| CZNC | Exit | CITIZENS & NORTHN CORP | $0 | – | -97,242 | – | -0.27% | – |
| BOTJ | Exit | BANK OF THE JAMES FINL GP IN | $0 | – | -167,200 | – | -0.28% | – |
| HTLF | Exit | HEARTLAND FINL USA INC | $0 | – | -55,667 | – | -0.28% | – |
| MRBK | Exit | MERIDIAN CORPORATION | $0 | – | -105,000 | – | -0.29% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -55,000 | – | -0.29% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -201,195 | – | -0.30% | – |
| PSBQ | Exit | PSB Holdings, Inc.not 13-f security | $0 | – | -98,100 | – | -0.30% | – |
| MSVB | Exit | MID SOUTHERN BANCORP INC | $0 | – | -139,983 | – | -0.31% | – |
| RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -161,691 | – | -0.32% | – |
| KRE | Exit | SPDR SER TRput | $0 | – | -53,900 | – | -0.33% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -72,308 | – | -0.34% | – |
| CFST | Exit | Communities First Financial Corporationnot 13-f security | $0 | – | -85,100 | – | -0.34% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -154,740 | – | -0.36% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -90,000 | – | -0.36% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -65,000 | – | -0.36% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -418,326 | – | -0.37% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -92,735 | – | -0.37% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -185,709 | – | -0.38% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -85,000 | – | -0.38% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -215,000 | – | -0.38% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -25,044 | – | -0.39% | – |
| RNDB | Exit | RANDOLPH BANCORP INC | $0 | – | -190,100 | – | -0.40% | – |
| EVBN | Exit | EVANS BANCORP INC | $0 | – | -109,110 | – | -0.41% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -285,484 | – | -0.42% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -167,800 | – | -0.42% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -7,500 | – | -0.43% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -105,132 | – | -0.43% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -182,792 | – | -0.44% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -45,000 | – | -0.44% | – |
| V | Exit | VISA INC | $0 | – | -13,500 | – | -0.46% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -83,920 | – | -0.46% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -186,300 | – | -0.46% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -110,119 | – | -0.49% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -117,700 | – | -0.49% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -35,060 | – | -0.49% | – |
| OTTW | Exit | OTTAWA BANCORP INC | $0 | – | -300,200 | – | -0.50% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -20,000 | – | -0.50% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -15,000 | – | -0.50% | – |
| EQFN | Exit | Equitable Financial Corp.not 13-f security | $0 | – | -290,000 | – | -0.51% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -182,123 | – | -0.52% | – |
| HMNF | Exit | HMN FINL INC | $0 | – | -234,469 | – | -0.53% | – |
| Exit | White River Bancshares Companynot 13-f security | $0 | – | -68,000 | – | -0.55% | – | |
| FISV | Exit | FISERV INC | $0 | – | -33,500 | – | -0.59% | – |
| CASH | Exit | META FINL GROUP INC | $0 | – | -180,000 | – | -0.59% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -170,973 | – | -0.59% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -53,000 | – | -0.59% | – |
| PVBC | Exit | PROVIDENT BANCORP INC | $0 | – | -449,178 | – | -0.59% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -354,321 | – | -0.61% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -145,091 | – | -0.61% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -301,330 | – | -0.61% | – |
| PIPR | Exit | PIPER SANDLER COMPANIES | $0 | – | -49,800 | – | -0.62% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -93,500 | – | -0.62% | – |
| KBH | Exit | KB HOME | $0 | – | -95,200 | – | -0.62% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -890,900 | – | -0.63% | – |
| CNBKA | Exit | CENTURY BANCORP INC MASScl a non vtg | $0 | – | -56,799 | – | -0.63% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -118,855 | – | -0.64% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -185,755 | – | -0.65% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -190,292 | – | -0.68% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -750,270 | – | -0.70% | – |
| FFBW | Exit | FFBW INC MD | $0 | – | -444,500 | – | -0.71% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -332,772 | – | -0.72% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -120,000 | – | -0.73% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -201,800 | – | -0.73% | – |
| SPFI | Exit | SOUTH PLAINS FINANCIAL INC | $0 | – | -347,759 | – | -0.73% | – |
| CATC | Exit | CAMBRIDGE BANCORP | $0 | – | -81,646 | – | -0.74% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -250,545 | – | -0.75% | – |
| BAYK | Exit | Bay Banks of Virginia, Inc.not 13-f security | $0 | – | -744,900 | – | -0.85% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -323,700 | – | -0.85% | – |
| CVLY | Exit | CODORUS VY BANCORP INC | $0 | – | -393,489 | – | -0.88% | – |
| AMRB | Exit | AMERICAN RIV BANKSHARES | $0 | – | -525,000 | – | -0.89% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -9,700 | – | -0.93% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -228,900 | – | -0.94% | – |
| FMNB | Exit | FARMERS NATIONAL BANC CORP | $0 | – | -508,600 | – | -0.94% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -109,504 | – | -0.96% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -319,858 | – | -0.96% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -59,100 | – | -0.97% | – |
| KEY | Exit | KEYCORP | $0 | – | -480,972 | – | -0.97% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -396,162 | – | -1.02% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -831,395 | – | -1.02% | – |
| HBT | Exit | HBT FINL INC. | $0 | – | -539,801 | – | -1.03% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -601,600 | – | -1.03% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -19,500 | – | -1.11% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -1,334,805 | – | -1.15% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -655,486 | – | -1.17% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -298,356 | – | -1.18% | – |
| PFC | Exit | PREMIER FINANCIAL CORP | $0 | – | -454,511 | – | -1.20% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -579,800 | – | -1.23% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -550,126 | – | -1.27% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -930,000 | – | -1.27% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -605,000 | – | -1.32% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -1,166,200 | – | -1.36% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -957,473 | – | -1.36% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -212,000 | – | -1.46% | – |
| QNBC | Exit | QNB Corporationnot 13-f security | $0 | – | -313,908 | – | -1.46% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -717,481 | – | -1.50% | – |
| FMBH | Exit | FIRST MID BANCSHARES INC | $0 | – | -357,900 | – | -1.52% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -740,661 | – | -1.61% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -48,300 | – | -1.65% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -292,200 | – | -1.70% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -380,191 | – | -1.77% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -1,095,707 | – | -1.85% | – |
| IBCP | Exit | INDEPENDENT BK CORP MICH | $0 | – | -885,207 | – | -1.89% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -295,000 | – | -2.01% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -534,151 | – | -2.07% | – |
| C | Exit | CITIGROUP INC | $0 | – | -285,642 | – | -2.09% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -592,826 | – | -2.94% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -380,733 | – | -3.12% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -373,000 | – | -4.16% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LENB | Sell | LENNAR CORPcl b | $24,491,000 | +14.6% | 373,000 | -19.6% | 4.16% | +44.7% |
| MS | Sell | MORGAN STANLEY | $18,408,000 | -24.7% | 380,733 | -24.8% | 3.12% | -5.0% |
| ZION | Sell | ZIONS BANCORPORATION N A | $17,322,000 | -16.3% | 592,826 | -2.6% | 2.94% | +5.7% |
| C | Sell | CITIGROUP INC | $12,314,000 | -48.2% | 285,642 | -38.6% | 2.09% | -34.6% |
| ABCB | Sell | AMERIS BANCORP | $12,168,000 | -10.2% | 534,151 | -7.1% | 2.07% | +13.3% |
| WTFC | Sell | WINTRUST FINL CORP | $11,815,000 | -26.5% | 295,000 | -20.0% | 2.01% | -7.2% |
| IBCP | Sell | INDEPENDENT BK CORP MICH | $11,127,000 | -18.6% | 885,207 | -3.8% | 1.89% | +2.8% |
| LBAI | Sell | LAKELAND BANCORP INC | $10,902,000 | -21.4% | 1,095,707 | -9.7% | 1.85% | -0.8% |
| QCRH | Buy | QCR HOLDINGS INC | $10,421,000 | +50.2% | 380,191 | +70.8% | 1.77% | +89.6% |
| KKR | Buy | KKR & CO INC | $10,034,000 | +14.0% | 292,200 | +2.5% | 1.70% | +44.0% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $9,707,000 | +227.5% | 48,300 | +222.0% | 1.65% | +313.0% |
| ISTR | Sell | INVESTAR HLDG CORP | $9,495,000 | -15.2% | 740,661 | -4.1% | 1.61% | +7.0% |
| FMBH | Sell | FIRST MID BANCSHARES INC | $8,930,000 | -19.5% | 357,900 | -15.4% | 1.52% | +1.6% |
| ESSA | Sell | ESSA BANCORP INC | $8,847,000 | -12.5% | 717,481 | -1.3% | 1.50% | +10.4% |
| QNBC | Sell | QNB Corporationnot 13-f security | $8,617,000 | -4.1% | 313,908 | -1.3% | 1.46% | +21.1% |
| ARES | Sell | ARES MANAGEMENT CORPORATION | $8,569,000 | -13.7% | 212,000 | -15.2% | 1.46% | +9.0% |
| LBC | Sell | LUTHER BURBANK CORP | $7,995,000 | -21.1% | 957,473 | -5.5% | 1.36% | -0.4% |
| VLY | Sell | VALLEY NATL BANCORP | $7,988,000 | -34.4% | 1,166,200 | -25.1% | 1.36% | -17.2% |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $7,805,000 | -18.9% | 605,000 | -21.7% | 1.32% | +2.3% |
| HONE | Sell | HARBORONE BANCORP INC NEW | $7,505,000 | -35.0% | 930,000 | -31.2% | 1.27% | -17.9% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $7,471,000 | -15.9% | 550,126 | -0.9% | 1.27% | +6.2% |
| CIVB | Sell | CIVISTA BANCSHARES INC | $7,259,000 | -31.0% | 579,800 | -15.2% | 1.23% | -12.9% |
| PFC | Sell | PREMIER FINANCIAL CORP | $7,079,000 | -27.8% | 454,511 | -18.1% | 1.20% | -8.9% |
| TCF | Sell | TCF FINL CORP | $6,970,000 | -45.9% | 298,356 | -31.9% | 1.18% | -31.7% |
| STL | Sell | STERLING BANCORP DEL | $6,896,000 | -36.6% | 655,486 | -29.4% | 1.17% | -19.9% |
| ESXB | Sell | COMMUNITY BANKERS TR CORP | $6,781,000 | -8.0% | 1,334,805 | -0.4% | 1.15% | +16.1% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $6,530,000 | +5.9% | 19,500 | -2.5% | 1.11% | +33.8% |
| HBNC | Sell | HORIZON BANCORP INC | $6,070,000 | -20.2% | 601,600 | -15.5% | 1.03% | +0.8% |
| HBT | Sell | HBT FINL INC. | $6,057,000 | -34.1% | 539,801 | -21.7% | 1.03% | -16.8% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $6,036,000 | -21.6% | 831,395 | -8.2% | 1.02% | -1.1% |
| HOMB | Sell | HOME BANCSHARES INC | $6,006,000 | -24.3% | 396,162 | -23.2% | 1.02% | -4.4% |
| KEY | Sell | KEYCORP | $5,738,000 | -31.3% | 480,972 | -29.9% | 0.97% | -13.3% |
| JPM | Buy | JPMORGAN CHASE & CO | $5,690,000 | +141.9% | 59,100 | +136.4% | 0.97% | +205.7% |
| FOR | Sell | FORESTAR GROUP INC | $5,661,000 | -19.7% | 319,858 | -31.6% | 0.96% | +1.3% |
| BOKF | Buy | BOK FINL CORP | $5,641,000 | +81.7% | 109,504 | +99.1% | 0.96% | +129.7% |
| FMNB | Buy | FARMERS NATIONAL BANC CORP | $5,554,000 | +12.2% | 508,600 | +21.9% | 0.94% | +41.8% |
| XLF | Sell | SELECT SECTOR SPDR TRput | $5,510,000 | +1.3% | 228,900 | -2.6% | 0.94% | +27.9% |
| BLK | Sell | BLACKROCK INC | $5,466,000 | -29.5% | 9,700 | -31.9% | 0.93% | -11.0% |
| CVLY | Sell | CODORUS VY BANCORP INC | $5,155,000 | -12.3% | 393,489 | -7.5% | 0.88% | +10.6% |
| BAYK | Sell | Bay Banks of Virginia, Inc.not 13-f security | $4,991,000 | -4.4% | 744,900 | -14.4% | 0.85% | +20.7% |
| EBMT | Buy | EAGLE BANCORP MONT INC | $4,415,000 | +18.0% | 250,545 | +16.4% | 0.75% | +49.1% |
| CATC | Buy | CAMBRIDGE BANCORP | $4,340,000 | +3.0% | 81,646 | +14.8% | 0.74% | +30.2% |
| SPFI | Sell | SOUTH PLAINS FINANCIAL INC | $4,316,000 | -33.7% | 347,759 | -23.9% | 0.73% | -16.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $4,302,000 | -18.2% | 201,800 | -26.0% | 0.73% | +3.3% |
| USB | Buy | US BANCORP DEL | $4,302,000 | +106.0% | 120,000 | +111.6% | 0.73% | +159.8% |
| ORRF | Sell | ORRSTOWN FINL SVCS INC | $4,259,000 | -14.5% | 332,772 | -1.4% | 0.72% | +7.9% |
| FFBW | Buy | FFBW INC MD | $4,161,000 | +22.8% | 444,500 | +12.8% | 0.71% | +54.8% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $4,141,000 | -26.0% | 750,270 | -7.8% | 0.70% | -6.5% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $3,990,000 | -11.5% | 190,292 | -5.1% | 0.68% | +11.5% |
| HTH | New | HILLTOP HOLDINGS INC | $3,823,000 | – | 185,755 | – | 0.65% | – |
| FIBK | Buy | FIRST INTST BANCSYSTEM INC | $3,786,000 | +16.0% | 118,855 | +12.8% | 0.64% | +46.5% |
| CNBKA | Sell | CENTURY BANCORP INC MASScl a non vtg | $3,734,000 | -17.0% | 56,799 | -1.8% | 0.63% | +4.8% |
| FPH | Buy | FIVE POINT HOLDINGS LLC | $3,715,000 | -2.4% | 890,900 | +7.6% | 0.63% | +23.2% |
| KBH | New | KB HOME | $3,655,000 | – | 95,200 | – | 0.62% | – |
| APAM | Buy | ARTISAN PARTNERS ASSET MGMTcl a | $3,646,000 | +87.0% | 93,500 | +55.8% | 0.62% | +136.3% |
| PIPR | Sell | PIPER SANDLER COMPANIES | $3,635,000 | +11.7% | 49,800 | -9.5% | 0.62% | +40.9% |
| FFBC | Sell | FIRST FINL BANCORP OH | $3,617,000 | -26.0% | 301,330 | -14.3% | 0.61% | -6.5% |
| GNTY | Buy | GUARANTY BANCSHARES INC TEX | $3,611,000 | +30.1% | 145,091 | +35.3% | 0.61% | +64.3% |
| BANC | Sell | BANC OF CALIFORNIA INC | $3,586,000 | -27.7% | 354,321 | -22.6% | 0.61% | -8.7% |
| PVBC | Sell | PROVIDENT BANCORP INC | $3,499,000 | -12.9% | 449,178 | -12.2% | 0.59% | +10.0% |
| EVR | New | EVERCORE INCclass a | $3,469,000 | – | 53,000 | – | 0.59% | – |
| TBNK | Sell | TERRITORIAL BANCORP INC | $3,459,000 | -18.3% | 170,973 | -4.0% | 0.59% | +3.0% |
| CASH | Buy | META FINL GROUP INC | $3,460,000 | +853.2% | 180,000 | +800.0% | 0.59% | +1098.0% |
| FISV | Sell | FISERV INC | $3,452,000 | -33.3% | 33,500 | -36.8% | 0.59% | -15.8% |
| HMNF | Sell | HMN FINL INC | $3,109,000 | -9.6% | 234,469 | -0.5% | 0.53% | +14.3% |
| VCTR | Sell | VICTORY CAP HLDGS INC | $3,076,000 | -61.0% | 182,123 | -60.3% | 0.52% | -50.8% |
| PYPL | Buy | PAYPAL HLDGS INC | $2,955,000 | +352.5% | 15,000 | +300.0% | 0.50% | +470.5% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $2,944,000 | -29.4% | 20,000 | -35.7% | 0.50% | -10.9% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $2,910,000 | -63.1% | 35,060 | -52.5% | 0.49% | -53.4% |
| TMHC | New | TAYLOR MORRISON HOME CORP | $2,894,000 | – | 117,700 | – | 0.49% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $2,870,000 | – | 110,119 | – | 0.49% | – |
| TFSL | Sell | TFS FINL CORP | $2,737,000 | -21.0% | 186,300 | -23.0% | 0.46% | -0.2% |
| V | Sell | VISA INC | $2,700,000 | -54.6% | 13,500 | -56.2% | 0.46% | -42.8% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $2,696,000 | -32.1% | 83,920 | -9.4% | 0.46% | -14.2% |
| HHC | Sell | HOWARD HUGHES CORP | $2,592,000 | -32.2% | 45,000 | -38.9% | 0.44% | -14.4% |
| CNOB | Sell | CONNECTONE BANCORP INC | $2,572,000 | -17.7% | 182,792 | -5.7% | 0.44% | +4.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $2,536,000 | -44.7% | 7,500 | -51.6% | 0.43% | -30.0% |
| HBCP | Buy | HOME BANCORP INC | $2,539,000 | +301.1% | 105,132 | +344.1% | 0.43% | +407.1% |
| WDR | New | WADDELL & REED FINL INCcl a | $2,492,000 | – | 167,800 | – | 0.42% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $2,452,000 | – | 285,484 | – | 0.42% | – |
| EVBN | Sell | EVANS BANCORP INC | $2,428,000 | -22.6% | 109,110 | -19.0% | 0.41% | -2.4% |
| MTB | Buy | M & T BK CORP | $2,306,000 | +68.8% | 25,044 | +90.6% | 0.39% | +113.0% |
| SYF | New | SYNCHRONY FINANCIAL | $2,224,000 | – | 85,000 | – | 0.38% | – |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $2,225,000 | -29.2% | 215,000 | -20.6% | 0.38% | -10.6% |
| PROV | Buy | PROVIDENT FINL HLDGS INC | $2,210,000 | +13.7% | 185,709 | +28.1% | 0.38% | +43.7% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $2,187,000 | +50.0% | 92,735 | +54.6% | 0.37% | +89.3% |
| TRST | Sell | TRUSTCO BK CORP N Y | $2,184,000 | -45.6% | 418,326 | -34.1% | 0.37% | -31.3% |
| LAZ | Buy | LAZARD LTD | $2,148,000 | +87.6% | 65,000 | +62.5% | 0.36% | +137.0% |
| WFC | New | WELLS FARGO CO NEW | $2,116,000 | – | 90,000 | – | 0.36% | – |
| FCCO | Buy | FIRST CMNTY CORP S C | $2,109,000 | -8.3% | 154,740 | +1.9% | 0.36% | +15.9% |
| CFST | Sell | Communities First Financial Corporationnot 13-f security | $2,000,000 | -2.6% | 85,100 | -5.5% | 0.34% | +23.2% |
| EFSC | Sell | ENTERPRISE FINL SVCS CORP | $1,972,000 | -24.2% | 72,308 | -13.6% | 0.34% | -4.3% |
| KRE | Buy | SPDR SER TRput | $1,923,000 | +66.9% | 53,900 | +79.7% | 0.33% | +110.3% |
| RF | Buy | REGIONS FINANCIAL CORP NEW | $1,864,000 | +4.5% | 161,691 | +0.8% | 0.32% | +31.7% |
| MSVB | Sell | MID SOUTHERN BANCORP INC | $1,806,000 | -23.6% | 139,983 | -28.2% | 0.31% | -3.5% |
| PSBQ | Buy | PSB Holdings, Inc.not 13-f security | $1,766,000 | -0.8% | 98,100 | +2.2% | 0.30% | +25.5% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $1,739,000 | -15.4% | 201,195 | -1.3% | 0.30% | +6.9% |
| TBK | New | TRIUMPH BANCORP INC | $1,713,000 | – | 55,000 | – | 0.29% | – |
| MRBK | Sell | MERIDIAN CORPORATION | $1,694,000 | -31.2% | 105,000 | -32.4% | 0.29% | -13.0% |
| HTLF | Sell | HEARTLAND FINL USA INC | $1,670,000 | -73.6% | 55,667 | -70.5% | 0.28% | -66.5% |
| BOTJ | Sell | BANK OF THE JAMES FINL GP IN | $1,630,000 | +2.8% | 167,200 | -0.4% | 0.28% | +30.0% |
| CZNC | New | CITIZENS & NORTHN CORP | $1,579,000 | – | 97,242 | – | 0.27% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $1,560,000 | – | 50,103 | – | 0.26% | – |
| VBTX | New | VERITEX HLDGS INC | $1,534,000 | – | 90,062 | – | 0.26% | – |
| SBT | Sell | STERLING BANCORP INC | $1,521,000 | -29.0% | 505,397 | -15.6% | 0.26% | -10.4% |
| ASB | New | ASSOCIATED BANC CORP | $1,497,000 | – | 118,583 | – | 0.25% | – |
| AMNB | Sell | AMERICAN NATL BANKSHARES INC | $1,450,000 | -33.1% | 69,300 | -20.0% | 0.25% | -15.8% |
| SSB | Sell | SOUTH ST CORP | $1,398,000 | -20.1% | 29,036 | -20.9% | 0.24% | +0.9% |
| CBNK | Sell | CAPITAL BANCORP INC MD | $1,372,000 | -46.2% | 145,000 | -39.1% | 0.23% | -32.1% |
| PBIP | Buy | PRUDENTIAL BANCORP INC NEW | $1,359,000 | -9.7% | 128,900 | +3.1% | 0.23% | +14.4% |
| RBKB | Sell | RHINEBECK BANCORP INC | $1,259,000 | -23.2% | 199,166 | -20.3% | 0.21% | -3.2% |
| FCCY | Buy | 1ST CONSTITUTION BANCORP | $1,253,000 | +152.6% | 105,300 | +163.2% | 0.21% | +217.9% |
| SONA | Sell | SOUTHERN NATL BANCORP OF VA | $1,253,000 | -29.2% | 144,400 | -21.0% | 0.21% | -10.5% |
| ESQ | Buy | ESQUIRE FINL HLDGS INC | $1,244,000 | +35.2% | 82,900 | +52.4% | 0.21% | +70.2% |
| OCFC | Sell | OCEANFIRST FINL CORP | $1,237,000 | -45.4% | 90,373 | -29.7% | 0.21% | -31.1% |
| PEBK | Sell | PEOPLES BANCORP N C INC | $1,220,000 | -14.0% | 79,054 | -1.5% | 0.21% | +8.4% |
| MLVF | New | MALVERN BANCORP INC | $1,193,000 | – | 101,100 | – | 0.20% | – |
| BSVN | Buy | BANK7 CORP | $1,139,000 | +45.8% | 121,167 | +68.5% | 0.19% | +83.8% |
| OPBK | Sell | OP BANCORP | $1,048,000 | -24.3% | 183,300 | -8.7% | 0.18% | -4.3% |
| SFBC | Sell | SOUND FINL BANCORP INC | $921,000 | -4.7% | 31,100 | -22.2% | 0.16% | +20.0% |
| DFS | Sell | DISCOVER FINL SVCS | $867,000 | -70.9% | 15,000 | -74.8% | 0.15% | -63.3% |
| MCBC | Sell | MACATAWA BK CORP | $867,000 | -26.6% | 132,787 | -12.1% | 0.15% | -7.5% |
| BHWB | Sell | Blackhawk Bancorp, Inc.not 13-f security | $772,000 | -32.2% | 39,000 | -31.0% | 0.13% | -14.4% |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $745,000 | -30.6% | 49,169 | -14.2% | 0.13% | -12.5% |
| PLBC | Sell | PLUMAS BANCORP | $714,000 | -43.2% | 36,270 | -36.1% | 0.12% | -28.4% |
| HOPE | Sell | HOPE BANCORP INC | $711,000 | -56.6% | 93,716 | -47.3% | 0.12% | -45.0% |
| WAL | New | WESTERN ALLIANCE BANCORP | $634,000 | – | 20,057 | – | 0.11% | – |
| FFIC | Sell | FLUSHING FINL CORP | $616,000 | -27.6% | 58,600 | -20.7% | 0.10% | -7.9% |
| CFR | New | CULLEN FROST BANKERS INC | $595,000 | – | 9,300 | – | 0.10% | – |
| PFS | Buy | PROVIDENT FINL SVCS INC | $512,000 | +52.8% | 41,957 | +81.1% | 0.09% | +93.3% |
| BDGE | Sell | BRIDGE BANCORP INC | $492,000 | -27.2% | 28,200 | -4.7% | 0.08% | -7.7% |
| ALRS | Sell | ALERUS FINL CORP | $472,000 | -86.7% | 24,085 | -86.6% | 0.08% | -83.3% |
| BSBK | Sell | BOGOTA FINL CORP | $457,000 | -34.6% | 60,000 | -25.0% | 0.08% | -17.0% |
| COF | Sell | CAPITAL ONE FINL CORP | $359,000 | -88.8% | 5,000 | -90.3% | 0.06% | -85.9% |
| KRNY | Buy | KEARNY FINL CORP MD | $324,000 | +13.3% | 45,000 | +28.6% | 0.06% | +44.7% |
| EQBK | New | EQUITY BANCSHARES INC | $224,000 | – | 14,450 | – | 0.04% | – |
| ALTA | New | ALTABANCORP | $201,000 | – | 10,000 | – | 0.03% | – |
| NWBB | Sell | New Bancorp, Inc.not 13-f security | $64,000 | -87.2% | 2,575 | -87.1% | 0.01% | -83.6% |
| OVLY | Exit | OAK VALLEY BANCORP OAKDALE C | $0 | – | -2,706 | – | -0.01% | – |
| PCB | Exit | PCB BANCORP | $0 | – | -14,900 | – | -0.02% | – |
| LMST | Exit | LIMESTONE BANCORP INC | $0 | – | -23,297 | – | -0.04% | – |
| FRME | Exit | FIRST MERCHANTS CORP | $0 | – | -20,044 | – | -0.07% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -36,400 | – | -0.09% | – |
| WSBC | Exit | WESBANCO INC | $0 | – | -40,000 | – | -0.11% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -24,318 | – | -0.12% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -15,800 | – | -0.14% | – |
| PBFS | Exit | PIONEER BANCORP INC | $0 | – | -117,436 | – | -0.14% | – |
| Exit | PROFESSIONAL HLDG CORP | $0 | – | -81,423 | – | -0.15% | – | |
| FUNC | Exit | FIRST UTD CORP | $0 | – | -101,800 | – | -0.18% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -18,540 | – | -0.18% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -10,000 | – | -0.19% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -26,165 | – | -0.21% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -144,695 | – | -0.22% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP INC | $0 | – | -66,400 | – | -0.22% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -28,100 | – | -0.30% | – |
| IEF | Exit | ISHARES TRbarclays 7 10 yr | $0 | – | -20,000 | – | -0.33% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -67,500 | – | -0.37% | – |
| SBSI | Exit | SOUTHSIDE BANCSHARES INC | $0 | – | -139,427 | – | -0.52% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -104,500 | – | -0.54% | – |
| STND | Exit | STANDARD AVB FINL CORP | $0 | – | -186,492 | – | -0.58% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -185,200 | – | -0.85% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -316,048 | – | -1.05% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -480,600 | – | -1.31% | – |
| BANF | Exit | BANCFIRST CORP | $0 | – | -264,700 | – | -1.44% | – |
| IBTX | Exit | INDEPENDENT BK GROUP INC | $0 | – | -415,054 | – | -2.26% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MS | New | MORGAN STANLEY | $24,459,000 | – | 506,400 | – | 3.29% | – |
| C | New | CITIGROUP INC | $23,787,000 | – | 465,500 | – | 3.20% | – |
| LENB | New | LENNAR CORPcl b | $21,372,000 | – | 463,700 | – | 2.87% | – |
| ZION | New | ZIONS BANCORPORATION N A | $20,699,000 | – | 608,800 | – | 2.78% | – |
| IBTX | New | INDEPENDENT BK GROUP INC | $16,818,000 | – | 415,054 | – | 2.26% | – |
| WTFC | New | WINTRUST FINL CORP | $16,076,000 | – | 368,538 | – | 2.16% | – |
| LBAI | New | LAKELAND BANCORP INC | $13,871,000 | – | 1,213,523 | – | 1.86% | – |
| IBCP | New | INDEPENDENT BK CORP MICH | $13,668,000 | – | 920,405 | – | 1.84% | – |
| ABCB | New | AMERIS BANCORP | $13,556,000 | – | 574,668 | – | 1.82% | – |
| TCF | New | TCF FINANCIAL CORPORATION NE | $12,889,000 | – | 438,100 | – | 1.73% | – |
| VLY | New | VALLEY NATL BANCORP | $12,179,000 | – | 1,557,450 | – | 1.64% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $11,542,000 | – | 1,351,500 | – | 1.55% | – |
| ISTR | New | INVESTAR HLDG CORP | $11,198,000 | – | 772,268 | – | 1.51% | – |
| FMBH | New | FIRST MID BANCSHARES INC | $11,099,000 | – | 423,144 | – | 1.49% | – |
| STL | New | STERLING BANCORP DEL | $10,876,000 | – | 927,977 | – | 1.46% | – |
| BANF | New | BANCFIRST CORP | $10,739,000 | – | 264,700 | – | 1.44% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $10,525,000 | – | 683,448 | – | 1.42% | – |
| LBC | New | LUTHER BURBANK CORP | $10,133,000 | – | 1,013,253 | – | 1.36% | – |
| ESSA | New | ESSA BANCORP INC | $10,115,000 | – | 726,685 | – | 1.36% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $9,925,000 | – | 250,000 | – | 1.34% | – |
| PFC | New | PREMIER FINANCIAL CORP | $9,807,000 | – | 555,030 | – | 1.32% | – |
| BKU | New | BANKUNITED INC | $9,732,000 | – | 480,600 | – | 1.31% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $9,627,000 | – | 772,600 | – | 1.30% | – |
| HBT | New | HBT FINL INC. | $9,187,000 | – | 689,200 | – | 1.24% | – |
| QNBC | New | QNB Corporationnot 13-f security | $8,981,000 | – | 317,896 | – | 1.21% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $8,880,000 | – | 555,000 | – | 1.19% | – |
| KKR | New | KKR & CO INC | $8,801,000 | – | 285,000 | – | 1.18% | – |
| KEY | New | KEYCORP | $8,354,000 | – | 685,875 | – | 1.12% | – |
| HOMB | New | HOME BANCSHARES INC | $7,933,000 | – | 515,799 | – | 1.07% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $7,884,000 | – | 73,733 | – | 1.06% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $7,885,000 | – | 458,700 | – | 1.06% | – |
| SASR | New | SANDY SPRING BANCORP INC | $7,832,000 | – | 316,048 | – | 1.05% | – |
| BLK | New | BLACKROCK INC | $7,753,000 | – | 14,250 | – | 1.04% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $7,702,000 | – | 906,124 | – | 1.04% | – |
| HBNC | New | HORIZON BANCORP INC | $7,611,000 | – | 712,000 | – | 1.02% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $7,370,000 | – | 1,340,000 | – | 0.99% | – |
| FOR | New | FORESTAR GROUP INC | $7,054,000 | – | 467,791 | – | 0.95% | – |
| QCRH | New | QCR HOLDINGS INC | $6,940,000 | – | 222,590 | – | 0.93% | – |
| SPFI | New | SOUTH PLAINS FINANCIAL INC | $6,506,000 | – | 456,900 | – | 0.88% | – |
| HTLF | New | HEARTLAND FINL USA INC | $6,315,000 | – | 188,846 | – | 0.85% | – |
| PHM | New | PULTE GROUP INC | $6,302,000 | – | 185,200 | – | 0.85% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $6,167,000 | – | 20,000 | – | 0.83% | – |
| V | New | VISA INC | $5,950,000 | – | 30,800 | – | 0.80% | – |
| CVLY | New | CODORUS VY BANCORP INC | $5,881,000 | – | 425,239 | – | 0.79% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $5,591,000 | – | 525,000 | – | 0.75% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $5,596,000 | – | 813,400 | – | 0.75% | – |
| IROQ | New | IF BANCORP INC | $5,584,000 | – | 323,700 | – | 0.75% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $5,438,000 | – | 235,000 | – | 0.73% | – |
| FITB | New | FIFTH THIRD BANCORP | $5,260,000 | – | 272,800 | – | 0.71% | – |
| BAYK | New | Bay Banks of Virginia, Inc.not 13-f security | $5,219,000 | – | 869,829 | – | 0.70% | – |
| FISV | New | FISERV INC | $5,174,000 | – | 53,000 | – | 0.70% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $4,980,000 | – | 337,652 | – | 0.67% | – |
| BANC | New | BANC OF CALIFORNIA INC | $4,957,000 | – | 457,700 | – | 0.67% | – |
| FMNB | New | FARMERS NATIONAL BANC CORP | $4,948,000 | – | 417,214 | – | 0.66% | – |
| FFBC | New | FIRST FINL BANCORP OH | $4,887,000 | – | 351,800 | – | 0.66% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $4,583,000 | – | 15,500 | – | 0.62% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $4,511,000 | – | 200,500 | – | 0.61% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $4,498,000 | – | 57,869 | – | 0.60% | – |
| STND | New | STANDARD AVB FINL CORP | $4,327,000 | – | 186,492 | – | 0.58% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $4,236,000 | – | 178,043 | – | 0.57% | – |
| CATC | New | CAMBRIDGE BANCORP | $4,212,000 | – | 71,100 | – | 0.57% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $4,170,000 | – | 31,100 | – | 0.56% | – |
| BK | New | BANK NEW YORK MELLON CORP | $4,039,000 | – | 104,500 | – | 0.54% | – |
| PVBC | New | PROVIDENT BANCORP INC | $4,019,000 | – | 511,363 | – | 0.54% | – |
| TRST | New | TRUSTCO BK CORP N Y | $4,017,000 | – | 634,611 | – | 0.54% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $3,968,000 | – | 92,600 | – | 0.53% | – |
| SBSI | New | SOUTHSIDE BANCSHARES INC | $3,865,000 | – | 139,427 | – | 0.52% | – |
| HHC | New | HOWARD HUGHES CORP | $3,824,000 | – | 73,600 | – | 0.51% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $3,808,000 | – | 827,800 | – | 0.51% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $3,741,000 | – | 215,249 | – | 0.50% | – |
| ALRS | New | ALERUS FINL CORP | $3,557,000 | – | 180,000 | – | 0.48% | – |
| TFSL | New | TFS FINL CORP | $3,463,000 | – | 242,000 | – | 0.47% | – |
| HMNF | New | HMN FINL INC | $3,439,000 | – | 235,557 | – | 0.46% | – |
| FFBW | New | FFBW INC MD | $3,388,000 | – | 393,902 | – | 0.46% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $3,263,000 | – | 105,400 | – | 0.44% | – |
| PIPR | New | PIPER SANDLER COMPANIES | $3,254,000 | – | 55,000 | – | 0.44% | – |
| New | White River Bancshares Companynot 13-f security | $3,231,000 | – | 68,000 | – | 0.43% | – | |
| COF | New | CAPITAL ONE FINL CORP | $3,211,000 | – | 51,300 | – | 0.43% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $3,142,000 | – | 270,900 | – | 0.42% | – |
| OTTW | New | OTTAWA BANCORP INC | $3,137,000 | – | 300,200 | – | 0.42% | – |
| EVBN | New | EVANS BANCORP INC | $3,135,000 | – | 134,784 | – | 0.42% | – |
| EQFN | New | Equitable Financial Corp.not 13-f security | $3,132,000 | – | 290,000 | – | 0.42% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $3,125,000 | – | 193,889 | – | 0.42% | – |
| BOKF | New | BOK FINL CORP | $3,104,000 | – | 55,000 | – | 0.42% | – |
| DFS | New | DISCOVER FINL SVCS | $2,980,000 | – | 59,500 | – | 0.40% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $2,964,000 | – | 15,000 | – | 0.40% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $2,775,000 | – | 107,276 | – | 0.37% | – |
| CNNE | New | CANNAE HLDGS INC | $2,774,000 | – | 67,500 | – | 0.37% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $2,603,000 | – | 83,644 | – | 0.35% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $2,549,000 | – | 238,262 | – | 0.34% | – |
| MRBK | New | MERIDIAN BK PAOLI PA | $2,463,000 | – | 155,365 | – | 0.33% | – |
| IEF | New | ISHARES TRbarclays 7 10 yr | $2,437,000 | – | 20,000 | – | 0.33% | – |
| MSVB | New | MID SOUTHERN BANCORP INC | $2,363,000 | – | 195,000 | – | 0.32% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,352,000 | – | 25,000 | – | 0.32% | – |
| FCCO | New | FIRST CMNTY CORP S C | $2,300,000 | – | 151,840 | – | 0.31% | – |
| OCFC | New | OCEANFIRST FINL CORP | $2,267,000 | – | 128,600 | – | 0.30% | – |
| LPLA | New | LPL FINL HLDGS INC | $2,203,000 | – | 28,100 | – | 0.30% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $2,168,000 | – | 86,600 | – | 0.29% | – |
| SBT | New | STERLING BANCORP INC | $2,143,000 | – | 598,500 | – | 0.29% | – |
| USB | New | US BANCORP DEL | $2,088,000 | – | 56,700 | – | 0.28% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $2,055,000 | – | 203,901 | – | 0.28% | – |
| CFST | New | Communities First Financial Corporationnot 13-f security | $2,054,000 | – | 90,100 | – | 0.28% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $1,950,000 | – | 60,000 | – | 0.26% | – |
| PROV | New | PROVIDENT FINL HLDGS INC | $1,944,000 | – | 145,000 | – | 0.26% | – |
| RNDB | New | RANDOLPH BANCORP INC | $1,911,000 | – | 190,100 | – | 0.26% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $1,783,000 | – | 160,384 | – | 0.24% | – |
| PSBQ | New | PSB Holdings, Inc.not 13-f security | $1,781,000 | – | 96,000 | – | 0.24% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $1,770,000 | – | 182,700 | – | 0.24% | – |
| SSB | New | SOUTH ST CORP | $1,750,000 | – | 36,717 | – | 0.24% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $1,676,000 | – | 66,400 | – | 0.22% | – |
| RBKB | New | RHINEBECK BANCORP INC | $1,640,000 | – | 250,000 | – | 0.22% | – |
| HOPE | New | HOPE BANCORP INC | $1,639,000 | – | 177,800 | – | 0.22% | – |
| SHBI | New | SHORE BANCSHARES INC | $1,605,000 | – | 144,695 | – | 0.22% | – |
| BOTJ | New | BANK OF THE ST JAMES FINL GP | $1,585,000 | – | 167,800 | – | 0.21% | – |
| PB | New | PROSPERITY BANCSHARES INC | $1,554,000 | – | 26,165 | – | 0.21% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $1,505,000 | – | 125,000 | – | 0.20% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $1,458,000 | – | 60,000 | – | 0.20% | – |
| IWM | New | ISHARES TRput | $1,432,000 | – | 10,000 | – | 0.19% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $1,418,000 | – | 80,251 | – | 0.19% | – |
| OPBK | New | OP BANCORP | $1,385,000 | – | 200,700 | – | 0.19% | – |
| MTB | New | M & T BK CORP | $1,366,000 | – | 13,143 | – | 0.18% | – |
| ERKH | New | Eureka Homestead Bancorp, Inc.not 13-f security | $1,366,000 | – | 140,000 | – | 0.18% | – |
| ENV | New | ENVESTNET INC | $1,363,000 | – | 18,540 | – | 0.18% | – |
| FUNC | New | FIRST UTD CORP | $1,358,000 | – | 101,800 | – | 0.18% | – |
| CZFS | New | Citizens Financial Services, Inc.not 13-f security | $1,301,000 | – | 26,149 | – | 0.18% | – |
| PLBC | New | PLUMAS BANCORP | $1,256,000 | – | 56,794 | – | 0.17% | – |
| MCBC | New | MACATAWA BK CORP | $1,182,000 | – | 151,151 | – | 0.16% | – |
| KRE | New | SPDR SER TRput | $1,152,000 | – | 30,000 | – | 0.16% | – |
| LAZ | New | LAZARD LTD | $1,145,000 | – | 40,000 | – | 0.15% | – |
| BHWB | New | Blackhawk Bancorp, Inc.not 13-f security | $1,138,000 | – | 56,500 | – | 0.15% | – |
| New | PROFESSIONAL HLDG CORP | $1,130,000 | – | 81,423 | – | 0.15% | – | |
| PBFS | New | PIONEER BANCORP INC | $1,075,000 | – | 117,436 | – | 0.14% | – |
| RY | New | ROYAL BK CDA | $1,071,000 | – | 15,800 | – | 0.14% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $1,073,000 | – | 57,292 | – | 0.14% | – |
| CFBI | New | COMMUNITY FIRST BANCSHARES I | $996,000 | – | 130,000 | – | 0.13% | – |
| SFBC | New | SOUND FINL BANCORP INC | $966,000 | – | 40,000 | – | 0.13% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $920,000 | – | 54,411 | – | 0.12% | – |
| TFC | New | TRUIST FINL CORP | $913,000 | – | 24,318 | – | 0.12% | – |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13-f security | $896,000 | – | 89,180 | – | 0.12% | – |
| FFIC | New | FLUSHING FINL CORP | $851,000 | – | 73,900 | – | 0.11% | – |
| WSBC | New | WESBANCO INC | $812,000 | – | 40,000 | – | 0.11% | – |
| BSVN | New | BANK7 CORP | $781,000 | – | 71,925 | – | 0.10% | – |
| BSBK | New | BOGOTA FINL CORP | $699,000 | – | 80,000 | – | 0.09% | – |
| BDGE | New | BRIDGE BANCORP INC | $676,000 | – | 29,600 | – | 0.09% | – |
| MBIN | New | MERCHANTS BANCORP IND | $673,000 | – | 36,400 | – | 0.09% | – |
| PYPL | New | PAYPAL HLDGS INC | $653,000 | – | 3,750 | – | 0.09% | – |
| HBCP | New | HOME BANCORP INC | $633,000 | – | 23,675 | – | 0.08% | – |
| SUGR | New | Sugar Creek Financial Corporationnot 13-f security | $600,000 | – | 77,375 | – | 0.08% | – |
| SNNY | New | Sunnyside Bancorp, Inc.not 13-f security | $560,000 | – | 64,871 | – | 0.08% | – |
| FRME | New | FIRST MERCHANTS CORP | $553,000 | – | 20,044 | – | 0.07% | – |
| New | First IC Corporationnot 13-f security | $533,000 | – | 109,731 | – | 0.07% | – | |
| FCCY | New | 1ST CONSTITUTION BANCORP | $496,000 | – | 40,000 | – | 0.07% | – |
| NWBB | New | New Bancorp, Inc.not 13-f security | $500,000 | – | 20,000 | – | 0.07% | – |
| QNTO | New | Quaint Oak Bancorp, Inc.not 13-f security | $440,000 | – | 40,000 | – | 0.06% | – |
| CASH | New | META FINL GROUP INC | $363,000 | – | 20,000 | – | 0.05% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $335,000 | – | 23,169 | – | 0.04% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $318,000 | – | 13,083 | – | 0.04% | – |
| BCTF | New | BANCORP 34 INC | $318,000 | – | 28,160 | – | 0.04% | – |
| LMST | New | LIMESTONE BANCORP INC | $306,000 | – | 23,297 | – | 0.04% | – |
| KRNY | New | KEARNY FINL CORP MD | $286,000 | – | 35,000 | – | 0.04% | – |
| PCB | New | PCB BANCORP | $153,000 | – | 14,900 | – | 0.02% | – |
| New | Pioneer Bancshares, Inc.not 13-f security | $61,000 | – | 4,028 | – | 0.01% | – | |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $34,000 | – | 2,706 | – | 0.01% | – |
| SCSG | New | SouthCrest Financial Group, Inc.not 13-f security | $30,000 | – | 5,024 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -182 | – | 0.00% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -1,810 | – | -0.01% | – |
| Exit | Pioneer Bancshares, Inc.not 13-f security | $0 | – | -4,028 | – | -0.01% | – | |
| LCNB | Exit | LCNB CORP | $0 | – | -11,320 | – | -0.02% | – |
| CIZN | Exit | CITIZENS HLDG CO MISS | $0 | – | -10,348 | – | -0.02% | – |
| SBFGP | Exit | SB FINL GROUP INC | $0 | – | -13,829 | – | -0.02% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -600 | – | -0.02% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -30,000 | – | -0.03% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -19,739 | – | -0.03% | – |
| OVLY | Exit | OAK VALLEY BANCORP OAKDALE C | $0 | – | -21,838 | – | -0.03% | – |
| Exit | Choice Bancorp, Inc.not 13-f security | $0 | – | -12,300 | – | -0.04% | – | |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -18,400 | – | -0.04% | – |
| LMST | Exit | LIMESTONE BANCORP INC | $0 | – | -29,154 | – | -0.04% | – |
| CPKF | Exit | Chesapeake Financial Shares, Inc.not 13-f security | $0 | – | -21,525 | – | -0.05% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13-f security | $0 | – | -46,053 | – | -0.05% | – |
| SNNY | Exit | Sunnyside Bancorp, Inc.not 13-f security | $0 | – | -64,871 | – | -0.07% | – |
| SUGR | Exit | Sugar Creek Financial Corporationnot 13-f security | $0 | – | -77,375 | – | -0.07% | – |
| BTHT | Exit | Best Hometown Bancorp, Inc.not 13-f security | $0 | – | -80,000 | – | -0.07% | – |
| Exit | First IC Corporationnot 13-f security | $0 | – | -99,754 | – | -0.07% | – | |
| WSBC | Exit | WESBANCO INC | $0 | – | -25,200 | – | -0.08% | – |
| ERKH | Exit | Eureka Homestead Bancorp, Inc.not 13-f security | $0 | – | -94,050 | – | -0.10% | – |
| FNCB | Exit | FNCB BANCORP INC | $0 | – | -145,952 | – | -0.10% | – |
| WLFC | Exit | WILLIS LEASE FINANCE CORP | $0 | – | -21,300 | – | -0.10% | – |
| MFGI | Exit | Merchants Financial Group Inc.not 13-f security | $0 | – | -16,500 | – | -0.10% | – |
| PBFS | Exit | PIONEER BANCORP INC | $0 | – | -105,000 | – | -0.11% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -50,000 | – | -0.12% | – |
| CFBI | Exit | COMMUNITY FIRST BANCSHARES I | $0 | – | -141,430 | – | -0.12% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -37,200 | – | -0.12% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -50,000 | – | -0.12% | – |
| RMBI | Exit | RICHMOND MUT BANCORPORATIN I | $0 | – | -110,000 | – | -0.13% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -88,300 | – | -0.13% | – |
| PCB | Exit | PACIFIC CITY FINANCIAL CORP | $0 | – | -96,400 | – | -0.14% | – |
| CBFV | Exit | CB FINL SVCS INC | $0 | – | -62,500 | – | -0.15% | – |
| NWBB | Exit | New Bancorp, Inc.not 13-f security | $0 | – | -66,200 | – | -0.16% | – |
| FUNC | Exit | FIRST UTD CORP | $0 | – | -86,600 | – | -0.16% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -100,000 | – | -0.17% | – |
| PDLB | Exit | PDL CMNTY BANCORP | $0 | – | -139,732 | – | -0.17% | – |
| FVCB | Exit | FVCBANKCORP INC | $0 | – | -115,100 | – | -0.17% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -70,000 | – | -0.18% | – |
| CFDB | Exit | Central Federal Bancshares, Inc.not 13-f security | $0 | – | -158,300 | – | -0.18% | – |
| OPBK | Exit | OP BANCORP | $0 | – | -213,200 | – | -0.18% | – |
| WEIN | Exit | West End Indiana Bancshares, Inc.not 13-f security | $0 | – | -61,993 | – | -0.18% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -125,000 | – | -0.18% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -156,534 | – | -0.18% | – |
| CFST | Exit | Communities First Financial Corporationnot 13-f security | $0 | – | -90,000 | – | -0.19% | – |
| MELR | Exit | MELROSE BANCORP INC | $0 | – | -129,132 | – | -0.20% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -92,794 | – | -0.20% | – |
| BOTJ | Exit | BANK OF THE ST JAMES FINL GP | $0 | – | -167,800 | – | -0.20% | – |
| BHWB | Exit | Blackhawk Bancorp, Inc.not 13-f security | $0 | – | -90,000 | – | -0.21% | – |
| FDEF | Exit | FIRST DEFIANCE FINL CORP | $0 | – | -85,100 | – | -0.21% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -60,600 | – | -0.21% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -85,000 | – | -0.22% | – |
| RRBI | Exit | RED RIVER BANCSHARES INC | $0 | – | -60,000 | – | -0.22% | – |
| WTBA | Exit | WEST BANCORPORATION INCcap stk | $0 | – | -120,000 | – | -0.22% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -33,222 | – | -0.22% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -110,000 | – | -0.22% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -128,055 | – | -0.23% | – |
| PLBC | Exit | PLUMAS BANCORP | $0 | – | -131,262 | – | -0.23% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -125,182 | – | -0.24% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -112,239 | – | -0.24% | – |
| MSVB | Exit | MID SOUTHERN BANCORP INC | $0 | – | -211,900 | – | -0.24% | – |
| PJT | Exit | PJT PARTNERS INC | $0 | – | -70,000 | – | -0.24% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -156,800 | – | -0.25% | – |
| CLDB | Exit | CORTLAND BANCORP | $0 | – | -135,330 | – | -0.25% | – |
| MBCQ | Exit | MB Bancorp, Inc.not 13-f security | $0 | – | -188,500 | – | -0.25% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -192,700 | – | -0.25% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -81,550 | – | -0.25% | – |
| Exit | White River Bancshares Companynot 13-f security | $0 | – | -45,113 | – | -0.26% | – | |
| RBKB | Exit | RHINEBECK BANCORP INC | $0 | – | -279,533 | – | -0.26% | – |
| BFST | Exit | BUSINESS FIRST BANCSHARES IN | $0 | – | -122,840 | – | -0.26% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -165,379 | – | -0.28% | – |
| HBMD | Exit | HOWARD BANCORP INC | $0 | – | -193,100 | – | -0.28% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -89,101 | – | -0.28% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -120,000 | – | -0.29% | – |
| V | Exit | VISA INC | $0 | – | -21,300 | – | -0.31% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -260,000 | – | -0.32% | – |
| OTTW | Exit | OTTAWA BANCORP INC | $0 | – | -300,200 | – | -0.32% | – |
| EQFN | Exit | Equitable Financial Corp.not 13-f security | $0 | – | -312,600 | – | -0.33% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -249,400 | – | -0.33% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -51,200 | – | -0.33% | – |
| PBBI | Exit | PB BANCORP INC | $0 | – | -340,447 | – | -0.34% | – |
| FSFG | Exit | FIRST SAVINGS FINL GROUP INC | $0 | – | -67,000 | – | -0.36% | – |
| BSVN | Exit | BANK7 CORP | $0 | – | -229,100 | – | -0.37% | – |
| REVB | Exit | Revere Banknot 13-f security | $0 | – | -126,300 | – | -0.37% | – |
| MRBK | Exit | MERIDIAN CORPORATION | $0 | – | -245,976 | – | -0.37% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -145,000 | – | -0.38% | – |
| HTLF | Exit | HEARTLAND FINL USA INC | $0 | – | -100,035 | – | -0.38% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -328,824 | – | -0.38% | – |
| Exit | White River Bancshares Companynot 13-f security | $0 | – | -68,000 | – | -0.38% | – | |
| FISV | Exit | FISERV INC | $0 | – | -44,500 | – | -0.39% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -105,700 | – | -0.40% | – |
| TRCB | Exit | TWO RIV BANCORP | $0 | – | -225,000 | – | -0.40% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -143,673 | – | -0.41% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -90,992 | – | -0.41% | – |
| MC | Exit | MOELIS & COcl a | $0 | – | -150,000 | – | -0.42% | – |
| STND | Exit | STANDARD AVB FINL CORP | $0 | – | -183,987 | – | -0.42% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -115,072 | – | -0.44% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -238,308 | – | -0.45% | – |
| CZWI | Exit | CITIZENS CMNTY BANCORP INC M | $0 | – | -474,390 | – | -0.45% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -155,700 | – | -0.47% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -312,674 | – | -0.48% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -200,814 | – | -0.49% | – |
| CNBKA | Exit | CENTURY BANCORP INC MASScl a non vtg | $0 | – | -66,594 | – | -0.50% | – |
| HMNF | Exit | HMN FINL INC | $0 | – | -259,226 | – | -0.51% | – |
| CMA | Exit | COMERICA INC | $0 | – | -90,037 | – | -0.51% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -208,199 | – | -0.51% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -100,050 | – | -0.55% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -31,515 | – | -0.56% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -240,400 | – | -0.56% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -205,000 | – | -0.57% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -325,174 | – | -0.58% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -640,000 | – | -0.60% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -52,500 | – | -0.60% | – |
| AMRB | Exit | AMERICAN RIVER BANKSHARES | $0 | – | -525,000 | – | -0.61% | – |
| SPFI | Exit | SOUTH PLAINS FINANCIAL INC | $0 | – | -438,514 | – | -0.61% | – |
| BAYK | Exit | Bay Banks of Virginia, Inc.not 13-f security | $0 | – | -869,829 | – | -0.61% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -45,315 | – | -0.61% | – |
| OSBC | Exit | OLD SECOND BANCORP INC ILL | $0 | – | -613,894 | – | -0.64% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -532,514 | – | -0.64% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -773,254 | – | -0.65% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -390,162 | – | -0.65% | – |
| CIVBP | Exit | CIVISTA BANCSHARES INC6.50% pfd ser b | $0 | – | -124,880 | – | -0.65% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -188,699 | – | -0.66% | – |
| VBTX | Exit | VERITEX HLDGS INC | $0 | – | -319,531 | – | -0.66% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -385,000 | – | -0.70% | – |
| CVLY | Exit | CODORUS VY BANCORP INC | $0 | – | -359,121 | – | -0.72% | – |
| BKI | Exit | BLACK KNIGHT INC | $0 | – | -138,200 | – | -0.72% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -186,874 | – | -0.74% | – |
| OLBK | Exit | OLD LINE BANCSHARES INC | $0 | – | -300,000 | – | -0.74% | – |
| FMNB | Exit | FARMERS NATL BANC CORP | $0 | – | -603,823 | – | -0.75% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -232,500 | – | -0.75% | – |
| IBTX | Exit | INDEPENDENT BK GROUP INC | $0 | – | -171,560 | – | -0.77% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -423,873 | – | -0.79% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -115,600 | – | -0.79% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -265,067 | – | -0.81% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -384,173 | – | -0.86% | – |
| FMBH | Exit | FIRST MID BANCSHARES INC | $0 | – | -290,000 | – | -0.86% | – |
| QNBC | Exit | QNB Corporationnot 13-f security | $0 | – | -275,133 | – | -0.86% | – |
| EVBN | Exit | EVANS BANCORP INC | $0 | – | -269,571 | – | -0.86% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -299,869 | – | -0.86% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -705,655 | – | -0.93% | – |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -430,300 | – | -0.99% | – |
| ALRS | Exit | ALERUS FINL CORP | $0 | – | -535,000 | – | -1.00% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -330,290 | – | -1.00% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -267,000 | – | -1.01% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -1,370,647 | – | -1.01% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -1,073,981 | – | -1.04% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -104,014 | – | -1.06% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,100,342 | – | -1.07% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -330,047 | – | -1.07% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -532,678 | – | -1.08% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -404,026 | – | -1.10% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -693,884 | – | -1.12% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -101,500 | – | -1.12% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -880,000 | – | -1.16% | – |
| UCFC | Exit | UNITED CMNTY FINL CORP OHIO | $0 | – | -1,255,739 | – | -1.16% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -900,152 | – | -1.22% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -1,240,068 | – | -1.24% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -922,322 | – | -1.30% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -1,520,000 | – | -1.31% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -470,047 | – | -1.35% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -749,517 | – | -1.37% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -589,416 | – | -1.38% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -604,798 | – | -1.39% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -620,000 | – | -1.42% | – |
| CSFL | Exit | CENTERSTATE BK CORP | $0 | – | -695,000 | – | -1.43% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -955,749 | – | -1.49% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -737,561 | – | -1.54% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -945,119 | – | -1.62% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,173,981 | – | -1.79% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -570,939 | – | -1.96% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -630,036 | – | -2.40% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -666,300 | – | -2.43% | – |
| TCF | Exit | TCF FINANCIAL CORPORATION NE | $0 | – | -827,704 | – | -2.70% | – |
| C | Exit | CITIGROUP INC | $0 | – | -497,500 | – | -2.94% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -780,000 | – | -2.96% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LENB | Sell | LENNAR CORPcl b | $34,609,000 | +8.3% | 780,000 | -6.0% | 2.96% | +19.6% |
| C | Sell | CITIGROUP INC | $34,367,000 | -6.3% | 497,500 | -5.0% | 2.94% | +3.6% |
| TCF | New | TCF FINANCIAL CORPORATION NE | $31,511,000 | – | 827,704 | – | 2.70% | – |
| MS | Buy | MORGAN STANLEY | $28,431,000 | +0.4% | 666,300 | +3.1% | 2.43% | +11.0% |
| ZION | Sell | ZIONS BANCORPORATION N A | $28,049,000 | -17.9% | 630,036 | -15.3% | 2.40% | -9.3% |
| ABCB | Sell | AMERIS BANCORP | $22,975,000 | -6.2% | 570,939 | -8.7% | 1.96% | +3.6% |
| KEY | Sell | KEYCORP NEW | $20,944,000 | -13.8% | 1,173,981 | -14.2% | 1.79% | -4.7% |
| STL | Sell | STERLING BANCORP DEL | $18,959,000 | -19.0% | 945,119 | -14.1% | 1.62% | -10.5% |
| FFBC | Sell | FIRST FINL BANCORP OH | $18,052,000 | -2.6% | 737,561 | -3.6% | 1.54% | +7.7% |
| FOR | Buy | FORESTAR GROUP INC | $17,471,000 | +551.4% | 955,749 | +596.7% | 1.49% | +618.3% |
| CSFL | Sell | CENTERSTATE BK CORP | $16,670,000 | -34.7% | 695,000 | -37.3% | 1.43% | -27.9% |
| FHB | Buy | FIRST HAWAIIAN INC | $16,554,000 | +19.2% | 620,000 | +15.5% | 1.42% | +31.7% |
| ARES | Sell | ARES MANAGEMENT CORPORATION | $16,215,000 | -5.2% | 604,798 | -7.4% | 1.39% | +4.8% |
| FITB | Sell | FIFTH THIRD BANCORP | $16,138,000 | -18.1% | 589,416 | -16.6% | 1.38% | -9.5% |
| IBCP | Sell | INDEPENDENT BANK CORP MICH | $15,976,000 | -18.5% | 749,517 | -16.7% | 1.37% | -9.9% |
| BKU | Sell | BANKUNITED INC | $15,803,000 | -6.3% | 470,047 | -6.0% | 1.35% | +3.5% |
| HONE | New | HARBORONE BANCORP INC NEW | $15,299,000 | – | 1,520,000 | – | 1.31% | – |
| ESSA | Sell | ESSA BANCORP INC | $15,145,000 | +5.4% | 922,322 | -2.1% | 1.30% | +16.5% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $14,453,000 | +19.5% | 1,240,068 | +23.7% | 1.24% | +32.1% |
| RF | Sell | REGIONS FINL CORP NEW | $14,240,000 | -3.7% | 900,152 | -9.1% | 1.22% | +6.4% |
| VCTR | Buy | VICTORY CAP HLDGS INC | $13,534,000 | +9.2% | 880,000 | +22.0% | 1.16% | +20.8% |
| UCFC | Buy | UNITED CMNTY FINL CORP OHIO | $13,537,000 | +19.2% | 1,255,739 | +5.8% | 1.16% | +31.7% |
| HHC | Sell | HOWARD HUGHES CORP | $13,154,000 | -18.3% | 101,500 | -21.9% | 1.12% | -9.7% |
| HOMB | Sell | HOME BANCSHARES INC | $13,042,000 | -18.8% | 693,884 | -16.8% | 1.12% | -10.3% |
| TBK | Buy | TRIUMPH BANCORP INC | $12,884,000 | +221.4% | 404,026 | +192.8% | 1.10% | +255.5% |
| ISTR | Buy | INVESTAR HLDG CORP | $12,678,000 | +49.9% | 532,678 | +50.2% | 1.08% | +65.7% |
| QCRH | Buy | QCR HOLDINGS INC | $12,535,000 | +38.2% | 330,047 | +26.9% | 1.07% | +52.7% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $12,500,000 | +9.2% | 1,100,342 | +7.1% | 1.07% | +20.7% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $12,401,000 | -11.2% | 104,014 | -10.0% | 1.06% | -1.9% |
| LBC | Sell | LUTHER BURBANK CORP | $12,168,000 | -7.3% | 1,073,981 | -10.9% | 1.04% | +2.6% |
| ESXB | Sell | COMMUNITY BANKERS TR CORP | $11,788,000 | +0.3% | 1,370,647 | -1.2% | 1.01% | +10.9% |
| WSFS | Buy | WSFS FINL CORP | $11,775,000 | +18.4% | 267,000 | +10.9% | 1.01% | +30.9% |
| CFG | Buy | CITIZENS FINL GROUP INC | $11,682,000 | +19.7% | 330,290 | +19.7% | 1.00% | +32.3% |
| ALRS | Buy | ALERUS FINL CORP | $11,663,000 | +137.3% | 535,000 | +105.8% | 1.00% | +162.6% |
| KKR | Sell | KKR & CO INCcl a | $11,554,000 | -13.4% | 430,300 | -18.5% | 0.99% | -4.3% |
| LBAI | Buy | LAKELAND BANCORP INC | $10,888,000 | +0.2% | 705,655 | +4.9% | 0.93% | +10.7% |
| SASR | Sell | SANDY SPRING BANCORP INC | $10,109,000 | -23.7% | 299,869 | -21.1% | 0.86% | -15.7% |
| EVBN | Sell | EVANS BANCORP INC | $10,082,000 | -2.7% | 269,571 | -1.9% | 0.86% | +7.5% |
| QNBC | Buy | QNB Corporationnot 13-f security | $10,056,000 | +8.7% | 275,133 | +10.1% | 0.86% | +20.1% |
| FMBH | Sell | FIRST MID BANCSHARES INC | $10,040,000 | -24.5% | 290,000 | -23.9% | 0.86% | -16.6% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $10,015,000 | +6.2% | 384,173 | +2.4% | 0.86% | +17.4% |
| SNV | Sell | SYNOVUS FINL CORP | $9,479,000 | -34.6% | 265,067 | -36.0% | 0.81% | -27.7% |
| EVR | Buy | EVERCORE INCclass a | $9,260,000 | +945.1% | 115,600 | +1056.0% | 0.79% | +1047.8% |
| CIVB | Buy | CIVISTA BANCSHARES INC | $9,211,000 | +17.2% | 423,873 | +21.1% | 0.79% | +29.6% |
| IBTX | Buy | INDEPENDENT BK GROUP INC | $9,026,000 | +172.3% | 171,560 | +184.5% | 0.77% | +200.4% |
| APO | New | APOLLO GLOBAL MGMT INC | $8,793,000 | – | 232,500 | – | 0.75% | – |
| FMNB | Sell | FARMERS NATL BANC CORP | $8,743,000 | -18.5% | 603,823 | -16.5% | 0.75% | -9.9% |
| OLBK | Buy | OLD LINE BANCSHARES INC | $8,703,000 | +16.8% | 300,000 | +7.1% | 0.74% | +28.9% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $8,611,000 | -41.5% | 186,874 | -43.2% | 0.74% | -35.3% |
| BKI | Sell | BLACK KNIGHT INC | $8,438,000 | -9.7% | 138,200 | -11.0% | 0.72% | -0.1% |
| CVLY | Sell | CODORUS VY BANCORP INC | $8,353,000 | -8.3% | 359,121 | -9.4% | 0.72% | +1.4% |
| INBK | Buy | FIRST INTERNET BANCORP | $8,243,000 | +15.0% | 385,000 | +15.7% | 0.70% | +27.0% |
| VBTX | Buy | VERITEX HLDGS INC | $7,753,000 | +642.6% | 319,531 | +693.9% | 0.66% | +718.5% |
| EFSC | Buy | ENTERPRISE FINL SVCS CORP | $7,689,000 | +8.7% | 188,699 | +11.0% | 0.66% | +20.1% |
| CIVBP | Buy | CIVISTA BANCSHARES INC6.50% pfd ser b | $7,644,000 | -9.2% | 124,880 | +0.1% | 0.65% | +0.5% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $7,600,000 | -39.7% | 390,162 | -36.7% | 0.65% | -33.4% |
| SBT | Sell | STERLING BANCORP INC | $7,547,000 | -2.9% | 773,254 | -0.8% | 0.65% | +7.5% |
| BANC | Buy | BANC OF CALIFORNIA INC | $7,530,000 | +51.8% | 532,514 | +49.9% | 0.64% | +67.7% |
| OSBC | Sell | OLD SECOND BANCORP INC ILL | $7,502,000 | -15.3% | 613,894 | -11.5% | 0.64% | -6.4% |
| MTB | Sell | M & T BK CORP | $7,158,000 | -47.4% | 45,315 | -43.4% | 0.61% | -41.9% |
| SPFI | Buy | SOUTH PLAINS FINANCIAL INC | $7,148,000 | +1.9% | 438,514 | +3.2% | 0.61% | +12.5% |
| AMRB | Buy | AMERICAN RIVER BANKSHARES | $7,093,000 | +14.8% | 525,000 | +4.2% | 0.61% | +27.0% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $6,970,000 | -20.7% | 52,500 | -26.7% | 0.60% | -12.4% |
| VLY | Sell | VALLEY NATL BANCORP | $6,957,000 | -1.2% | 640,000 | -2.1% | 0.60% | +9.2% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $6,622,000 | -4.4% | 205,000 | -10.2% | 0.57% | +5.6% |
| CNNE | Sell | CANNAE HLDGS INC | $6,604,000 | -12.4% | 240,400 | -7.5% | 0.56% | -3.1% |
| SIVB | Buy | SVB FINL GROUP | $6,585,000 | +63.7% | 31,515 | +75.9% | 0.56% | +81.0% |
| WTFC | New | WINTRUST FINL CORP | $6,466,000 | – | 100,050 | – | 0.55% | – |
| CCNE | Buy | CNB FINL CORP PA | $5,975,000 | +2.0% | 208,199 | +0.4% | 0.51% | +12.8% |
| CMA | Buy | COMERICA INC | $5,942,000 | -2.2% | 90,037 | +7.6% | 0.51% | +8.1% |
| HMNF | Buy | HMN FINL INC | $5,931,000 | +11.0% | 259,226 | +1.9% | 0.51% | +22.5% |
| CNBKA | Sell | CENTURY BANCORP INC MASScl a non vtg | $5,834,000 | -3.2% | 66,594 | -2.9% | 0.50% | +6.9% |
| TBNK | Buy | TERRITORIAL BANCORP INC | $5,739,000 | -5.9% | 200,814 | +1.8% | 0.49% | +4.0% |
| TFSL | Sell | TFS FINL CORP | $5,634,000 | -18.0% | 312,674 | -17.7% | 0.48% | -9.4% |
| AMNB | Sell | AMERICAN NATL BANKSHARES INC | $5,523,000 | -21.3% | 155,700 | -14.1% | 0.47% | -13.1% |
| CZWI | Sell | CITIZENS CMNTY BANCORP INC M | $5,251,000 | -26.5% | 474,390 | -28.0% | 0.45% | -18.8% |
| EWBC | Sell | EAST WEST BANCORP INC | $5,097,000 | -7.9% | 115,072 | -2.8% | 0.44% | +1.9% |
| MC | Sell | MOELIS & COcl a | $4,928,000 | -33.6% | 150,000 | -29.4% | 0.42% | -26.5% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $4,766,000 | -29.4% | 90,992 | -36.3% | 0.41% | -21.8% |
| SFBS | Buy | SERVISFIRST BANCSHARES INC | $4,763,000 | +15.8% | 143,673 | +19.7% | 0.41% | +28.0% |
| TRCB | Sell | TWO RIV BANCORP | $4,664,000 | -9.3% | 225,000 | -37.2% | 0.40% | +0.3% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $4,618,000 | -46.0% | 105,700 | -44.8% | 0.40% | -40.2% |
| FISV | Sell | FISERV INC | $4,610,000 | -31.7% | 44,500 | -39.9% | 0.39% | -24.5% |
| HTLF | Buy | HEARTLAND FINL USA INC | $4,476,000 | +0.0% | 100,035 | +0.0% | 0.38% | +10.7% |
| CBNK | Sell | CAPITAL BANCORP INC MD | $4,479,000 | -3.4% | 328,824 | -12.8% | 0.38% | +6.7% |
| GNTY | Buy | GUARANTY BANCSHARES INC TEX | $4,436,000 | +258.6% | 145,000 | +265.2% | 0.38% | +294.8% |
| REVB | Buy | Revere Banknot 13-f security | $4,326,000 | +29.0% | 126,300 | +4.3% | 0.37% | +42.3% |
| BSVN | Sell | BANK7 CORP | $4,307,000 | -26.3% | 229,100 | -27.5% | 0.37% | -18.6% |
| FSFG | Buy | FIRST SAVINGS FINL GROUP INC | $4,236,000 | +75.8% | 67,000 | +66.8% | 0.36% | +94.6% |
| HOPE | Sell | HOPE BANCORP INC | $3,728,000 | -31.5% | 260,000 | -34.2% | 0.32% | -24.2% |
| V | Sell | VISA INC | $3,664,000 | -55.4% | 21,300 | -55.0% | 0.31% | -50.7% |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $3,389,000 | – | 120,000 | – | 0.29% | – |
| BMTC | Sell | BRYN MAWR BK CORP | $3,253,000 | -16.4% | 89,101 | -14.6% | 0.28% | -7.6% |
| HBMD | Sell | HOWARD BANCORP INC | $3,223,000 | +6.2% | 193,100 | -3.4% | 0.28% | +17.4% |
| FCCO | Buy | FIRST CMNTY CORP S C | $3,222,000 | +17.8% | 165,379 | +12.0% | 0.28% | +30.2% |
| BFST | Sell | BUSINESS FIRST BANCSHARES IN | $2,997,000 | -24.4% | 122,840 | -21.2% | 0.26% | -16.6% |
| RBKB | Buy | RHINEBECK BANCORP INC | $2,991,000 | +18.3% | 279,533 | +21.9% | 0.26% | +30.6% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $2,971,000 | +139.6% | 81,550 | +129.1% | 0.25% | +164.6% |
| SHBI | Sell | SHORE BANCSHARES INC | $2,970,000 | -20.0% | 192,700 | -15.2% | 0.25% | -11.5% |
| CLDB | Buy | CORTLAND BANCORP | $2,943,000 | +142.0% | 135,330 | +157.1% | 0.25% | +168.1% |
| PJT | Buy | PJT PARTNERS INC | $2,849,000 | +22.9% | 70,000 | +22.4% | 0.24% | +36.3% |
| MSVB | Buy | MID SOUTHERN BANCORP INC | $2,829,000 | +40.9% | 211,900 | +33.0% | 0.24% | +56.1% |
| CNOB | Sell | CONNECTONE BANCORP INC NEW | $2,779,000 | -36.9% | 125,182 | -35.6% | 0.24% | -30.2% |
| ESQ | Sell | ESQUIRE FINL HLDGS INC | $2,784,000 | -14.0% | 112,239 | -12.8% | 0.24% | -5.2% |
| PLBC | Buy | PLUMAS BANCORP | $2,650,000 | -8.6% | 131,262 | +10.0% | 0.23% | +1.3% |
| BOKF | New | BOK FINL CORP | $2,630,000 | – | 33,222 | – | 0.22% | – |
| HTH | Sell | HILLTOP HOLDINGS INC | $2,628,000 | -63.2% | 110,000 | -67.3% | 0.22% | -59.3% |
| WTBA | New | WEST BANCORPORATION INCcap stk | $2,609,000 | – | 120,000 | – | 0.22% | – |
| PEBK | Buy | PEOPLES BANCORP N C INC | $2,525,000 | +6.0% | 85,000 | +7.2% | 0.22% | +17.4% |
| TOL | New | TOLL BROTHERS INC | $2,488,000 | – | 60,600 | – | 0.21% | – |
| FDEF | New | FIRST DEFIANCE FINL CORP | $2,465,000 | – | 85,100 | – | 0.21% | – |
| BHWB | Buy | Blackhawk Bancorp, Inc.not 13-f security | $2,405,000 | +25.5% | 90,000 | +28.6% | 0.21% | +39.2% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATIO | $2,367,000 | -15.6% | 92,794 | -13.1% | 0.20% | -6.9% |
| CFST | Buy | Communities First Financial Corporationnot 13-f security | $2,228,000 | +47.4% | 90,000 | +49.1% | 0.19% | +63.2% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $2,134,000 | -85.3% | 156,534 | -84.7% | 0.18% | -83.7% |
| PBIP | Buy | PRUDENTIAL BANCORP INC NEW | $2,126,000 | -3.4% | 125,000 | +7.5% | 0.18% | +7.1% |
| WEIN | Buy | West End Indiana Bancshares, Inc.not 13-f security | $2,120,000 | +96.1% | 61,993 | +49.1% | 0.18% | +115.5% |
| OPBK | Sell | OP BANCORP | $2,085,000 | -13.8% | 213,200 | -4.5% | 0.18% | -4.8% |
| BDGE | Buy | BRIDGE BANCORP INC | $2,069,000 | +251.3% | 70,000 | +250.0% | 0.18% | +284.8% |
| FVCB | Sell | FVCBANKCORP INC | $2,021,000 | -35.0% | 115,100 | -28.1% | 0.17% | -27.9% |
| PDLB | Sell | PDL CMNTY BANCORP | $1,965,000 | -24.9% | 139,732 | -23.7% | 0.17% | -17.2% |
| RBB | Sell | RBB BANCORP | $1,969,000 | -47.6% | 100,000 | -48.5% | 0.17% | -42.3% |
| CBFV | New | CB FINL SVCS INC | $1,735,000 | – | 62,500 | – | 0.15% | – |
| PCB | Sell | PACIFIC CITY FINANCIAL CORP | $1,586,000 | -47.4% | 96,400 | -45.6% | 0.14% | -41.9% |
| RMBI | New | RICHMOND MUT BANCORPORATIN I | $1,539,000 | – | 110,000 | – | 0.13% | – |
| EBMT | Buy | EAGLE BANCORP MONT INC | $1,545,000 | +23.4% | 88,300 | +17.0% | 0.13% | +36.1% |
| BAC | Sell | BANK AMER CORP | $1,459,000 | -85.5% | 50,000 | -85.6% | 0.12% | -83.9% |
| HBCP | Buy | HOME BANCORP INC | $1,450,000 | +50.7% | 37,200 | +48.8% | 0.12% | +67.6% |
| CFBI | Buy | COMMUNITY FIRST BANCSHARES I | $1,423,000 | +54.8% | 141,430 | +52.9% | 0.12% | +71.8% |
| XLF | New | SELECT SECTOR SPDR TRput | $1,400,000 | – | 50,000 | – | 0.12% | – |
| PBFS | New | PIONEER BANCORP INC | $1,311,000 | – | 105,000 | – | 0.11% | – |
| WLFC | Sell | WILLIS LEASE FINANCE CORP | $1,180,000 | -19.1% | 21,300 | -14.8% | 0.10% | -10.6% |
| ERKH | New | Eureka Homestead Bancorp, Inc.not 13-f security | $1,142,000 | – | 94,050 | – | 0.10% | – |
| FNCB | Sell | FNCB BANCORP INC | $1,140,000 | -65.7% | 145,952 | -66.1% | 0.10% | -62.0% |
| WSBC | Sell | WESBANCO INC | $942,000 | -66.8% | 25,200 | -65.8% | 0.08% | -63.2% |
| CPKF | Buy | Chesapeake Financial Shares, Inc.not 13-f security | $535,000 | +7.0% | 21,525 | +12.8% | 0.05% | +17.9% |
| OCFC | New | OCEANFIRST FINL CORP | $434,000 | – | 18,400 | – | 0.04% | – |
| Buy | Choice Bancorp, Inc.not 13-f security | $407,000 | +115.3% | 12,300 | +101.6% | 0.04% | +133.3% | |
| OVLY | Sell | OAK VALLEY BANCORP OAKDALE C | $366,000 | -51.5% | 21,838 | -43.5% | 0.03% | -46.6% |
| MBIN | Sell | MERCHANTS BANCORP IND | $326,000 | -57.4% | 19,739 | -56.1% | 0.03% | -52.5% |
| MCBC | New | MACATAWA BK CORP | $312,000 | – | 30,000 | – | 0.03% | – |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $283,000 | -89.2% | 600 | -89.7% | 0.02% | -88.1% |
| SBFGP | Sell | SB FINL GROUP INC | $228,000 | -82.6% | 13,829 | -83.0% | 0.02% | -80.2% |
| LCNB | Sell | LCNB CORP | $201,000 | -85.9% | 11,320 | -84.9% | 0.02% | -84.5% |
| KRE | Sell | SPDR SERIES TRUSTs&p regl bkg | $96,000 | -3.0% | 1,810 | -2.5% | 0.01% | 0.0% |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -48 | – | 0.00% | – |
| CADE | Sell | CADENCE BANCORPORATIONcl a | $3,000 | -100.0% | 182 | -100.0% | 0.00% | -100.0% |
| PUB | Exit | PEOPLES UTAH BANCORP | $0 | – | -4,900 | – | -0.01% | – |
| AUB | Exit | ATLANTIC UN BANKSHARES CORP | $0 | – | -17,101 | – | -0.05% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -25,000 | – | -0.05% | – |
| GFED | Exit | GUARANTY FED BANCSHARES INC | $0 | – | -42,764 | – | -0.08% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -5,400 | – | -0.11% | – |
| CPLG | Exit | COREPOINT LODGING INC | $0 | – | -123,500 | – | -0.12% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -30,000 | – | -0.13% | – |
| FRME | Exit | FIRST MERCHANTS CORP | $0 | – | -57,977 | – | -0.17% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -84,100 | – | -0.20% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -20,000 | – | -0.21% | – |
| HTBK | Exit | HERITAGE COMMERCE CORP | $0 | – | -257,371 | – | -0.24% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -136,600 | – | -0.25% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -100,000 | – | -0.28% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -306,000 | – | -0.28% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -182,300 | – | -0.30% | – |
| PNFP | Exit | PINNACLE FINL PARTNERS INC | $0 | – | -72,300 | – | -0.32% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -135,000 | – | -0.34% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -160,000 | – | -0.36% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -42,500 | – | -0.38% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -162,846 | – | -0.39% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -45,000 | – | -0.39% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -300,093 | – | -0.49% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -171,500 | – | -0.54% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -206,300 | – | -0.55% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -55,700 | – | -0.88% | – |
| HONE | Exit | HARBORONE BANCORP INC | $0 | – | -642,065 | – | -0.93% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -143,900 | – | -1.01% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -1,379,200 | – | -2.22% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $36,661,000 | – | 523,500 | – | 2.84% | – |
| ZION | New | ZIONS BANCORPORATION N A | $34,184,000 | – | 743,461 | – | 2.65% | – |
| LENB | New | LENNAR CORPcl b | $31,963,000 | – | 830,000 | – | 2.47% | – |
| TCF | New | TCF FINL CORP | $28,674,000 | – | 1,379,200 | – | 2.22% | – |
| MS | New | MORGAN STANLEY | $28,310,000 | – | 646,200 | – | 2.19% | – |
| CSFL | New | CENTERSTATE BK CORP | $25,545,000 | – | 1,109,187 | – | 1.98% | – |
| ABCB | New | AMERIS BANCORP | $24,497,000 | – | 625,091 | – | 1.90% | – |
| KEY | New | KEYCORP NEW | $24,290,000 | – | 1,368,470 | – | 1.88% | – |
| STL | New | STERLING BANCORP DEL | $23,409,000 | – | 1,100,066 | – | 1.81% | – |
| FITB | New | FIFTH THIRD BANCORP | $19,710,000 | – | 706,453 | – | 1.52% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $19,614,000 | – | 900,134 | – | 1.52% | – |
| FFBC | New | FIRST FINL BANCORP OH | $18,531,000 | – | 765,092 | – | 1.43% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $17,099,000 | – | 653,400 | – | 1.32% | – |
| BKU | New | BANKUNITED INC | $16,871,000 | – | 500,020 | – | 1.31% | – |
| HHC | New | HOWARD HUGHES CORP | $16,099,000 | – | 130,000 | – | 1.25% | – |
| HOMB | New | HOME BANCSHARES INC | $16,071,000 | – | 834,415 | – | 1.24% | – |
| RF | New | REGIONS FINL CORP NEW | $14,794,000 | – | 990,246 | – | 1.14% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $14,721,000 | – | 329,178 | – | 1.14% | – |
| SNV | New | SYNOVUS FINL CORP | $14,494,000 | – | 414,105 | – | 1.12% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $14,500,000 | – | 1,022,600 | – | 1.12% | – |
| ESSA | New | ESSA BANCORP INC | $14,373,000 | – | 942,522 | – | 1.11% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $13,972,000 | – | 115,623 | – | 1.08% | – |
| FHB | New | FIRST HAWAIIAN INC | $13,892,000 | – | 537,000 | – | 1.08% | – |
| MTB | New | M & T BK CORP | $13,606,000 | – | 80,004 | – | 1.05% | – |
| KKR | New | KKR & CO INCcl a | $13,335,000 | – | 527,700 | – | 1.03% | – |
| FMBH | New | FIRST MID BANCSHARES INC | $13,305,000 | – | 381,004 | – | 1.03% | – |
| SASR | New | SANDY SPRING BANCORP INC | $13,256,000 | – | 380,043 | – | 1.03% | – |
| LBC | New | LUTHER BURBANK CORP | $13,121,000 | – | 1,204,912 | – | 1.02% | – |
| COF | New | CAPITAL ONE FINL CORP | $13,057,000 | – | 143,900 | – | 1.01% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $12,613,000 | – | 616,168 | – | 0.98% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $12,393,000 | – | 721,349 | – | 0.96% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $12,097,000 | – | 1,002,228 | – | 0.94% | – |
| HONE | New | HARBORONE BANCORP INC | $12,026,000 | – | 642,065 | – | 0.93% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $11,751,000 | – | 1,387,423 | – | 0.91% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $11,452,000 | – | 1,027,054 | – | 0.89% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $11,396,000 | – | 55,700 | – | 0.88% | – |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $11,354,000 | – | 1,186,400 | – | 0.88% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $11,028,000 | – | 530,176 | – | 0.85% | – |
| LBAI | New | LAKELAND BANCORP INC | $10,865,000 | – | 672,729 | – | 0.84% | – |
| FMNB | New | FARMERS NATL BANC CORP | $10,725,000 | – | 723,200 | – | 0.83% | – |
| EVBN | New | EVANS BANCORP INC | $10,364,000 | – | 274,691 | – | 0.80% | – |
| BAC | New | BANK AMER CORP | $10,040,000 | – | 346,200 | – | 0.78% | – |
| WSFS | New | WSFS FINL CORP | $9,943,000 | – | 240,751 | – | 0.77% | – |
| CFG | New | CITIZENS FINL GROUP INC | $9,761,000 | – | 276,040 | – | 0.76% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $9,431,000 | – | 375,157 | – | 0.73% | – |
| BKI | New | BLACK KNIGHT INC | $9,341,000 | – | 155,300 | – | 0.72% | – |
| QNBC | New | QNB Corporationnot 13-f security | $9,250,000 | – | 250,000 | – | 0.72% | – |
| CVLY | New | CODORUS VY BANCORP INC | $9,114,000 | – | 396,281 | – | 0.70% | – |
| QCRH | New | QCR HOLDINGS INC | $9,068,000 | – | 260,040 | – | 0.70% | – |
| OSBC | New | OLD SECOND BANCORP INC ILL | $8,860,000 | – | 693,802 | – | 0.69% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $8,784,000 | – | 71,600 | – | 0.68% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $8,545,000 | – | 191,600 | – | 0.66% | – |
| ISTR | New | INVESTAR HLDG CORP | $8,456,000 | – | 354,548 | – | 0.65% | – |
| CIVBP | New | CIVISTA BANCSHARES INC6.50% pfd ser b | $8,416,000 | – | 124,740 | – | 0.65% | – |
| V | New | VISA INC | $8,209,000 | – | 47,300 | – | 0.64% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $7,858,000 | – | 350,000 | – | 0.61% | – |
| SBT | New | STERLING BANCORP INC | $7,769,000 | – | 779,200 | – | 0.60% | – |
| CNNE | New | CANNAE HLDGS INC | $7,535,000 | – | 260,000 | – | 0.58% | – |
| OLBK | New | OLD LINE BANCSHARES INC | $7,451,000 | – | 280,000 | – | 0.58% | – |
| MC | New | MOELIS & COcl a | $7,423,000 | – | 212,400 | – | 0.57% | – |
| INBK | New | FIRST INTERNET BANCORP | $7,166,000 | – | 332,700 | – | 0.56% | – |
| CZWI | New | CITIZENS CMNTY BANCORP INC M | $7,144,000 | – | 659,026 | – | 0.55% | – |
| HTH | New | HILLTOP HOLDINGS INC | $7,150,000 | – | 336,139 | – | 0.55% | – |
| SYF | New | SYNCHRONY FINL | $7,152,000 | – | 206,300 | – | 0.55% | – |
| BAYK | New | Bay Banks of Virginia, Inc.not 13-f security | $7,089,000 | – | 869,829 | – | 0.55% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $7,075,000 | – | 170,072 | – | 0.55% | – |
| VLY | New | VALLEY NATL BANCORP | $7,044,000 | – | 653,473 | – | 0.54% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $7,022,000 | – | 181,200 | – | 0.54% | – |
| SPFI | New | SOUTH PLAINS FINANCIAL INC | $7,013,000 | – | 425,000 | – | 0.54% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $6,930,000 | – | 228,400 | – | 0.54% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $6,911,000 | – | 171,500 | – | 0.54% | – |
| TFSL | New | TFS FINL CORP | $6,868,000 | – | 380,100 | – | 0.53% | – |
| IROQ | New | IF BANCORP INC | $6,799,000 | – | 325,174 | – | 0.53% | – |
| FISV | New | FISERV INC | $6,746,000 | – | 74,000 | – | 0.52% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,750,000 | – | 142,848 | – | 0.52% | – |
| ASB | New | ASSOCIATED BANC CORP | $6,344,000 | – | 300,093 | – | 0.49% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $6,176,000 | – | 503,786 | – | 0.48% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $6,097,000 | – | 197,300 | – | 0.47% | – |
| CMA | New | COMERICA INC | $6,076,000 | – | 83,650 | – | 0.47% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $6,029,000 | – | 68,594 | – | 0.47% | – |
| CCNE | New | CNB FINL CORP PA | $5,857,000 | – | 207,399 | – | 0.45% | – |
| BSVN | New | BANK7 CORP | $5,845,000 | – | 316,116 | – | 0.45% | – |
| EWBC | New | EAST WEST BANCORP INC | $5,536,000 | – | 118,365 | – | 0.43% | – |
| HOPE | New | HOPE BANCORP INC | $5,445,000 | – | 395,164 | – | 0.42% | – |
| HMNF | New | HMN FINL INC | $5,344,000 | – | 254,491 | – | 0.41% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $5,240,000 | – | 238,308 | – | 0.41% | – |
| TRCB | New | TWO RIV BANCORP | $5,141,000 | – | 358,010 | – | 0.40% | – |
| STND | New | STANDARD AVB FINL CORP | $5,049,000 | – | 183,987 | – | 0.39% | – |
| JPM | New | JPMORGAN CHASE & CO | $5,031,000 | – | 45,000 | – | 0.39% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $5,029,000 | – | 162,846 | – | 0.39% | – |
| BANC | New | BANC OF CALIFORNIA INC | $4,962,000 | – | 355,159 | – | 0.38% | – |
| ALRS | New | Alerus Financial Corpnot 13-f security | $4,914,000 | – | 260,000 | – | 0.38% | – |
| PYPL | New | PAYPAL HLDGS INC | $4,865,000 | – | 42,500 | – | 0.38% | – |
| FISI | New | FINANCIAL INSTNS INC | $4,664,000 | – | 160,000 | – | 0.36% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $4,638,000 | – | 377,099 | – | 0.36% | – |
| New | White River Bancshares Companynot 13-f security | $4,466,000 | – | 68,000 | – | 0.35% | – | |
| HTLF | New | HEARTLAND FINL USA INC | $4,474,000 | – | 100,033 | – | 0.35% | – |
| EVTC | New | EVERTEC INC | $4,415,000 | – | 135,000 | – | 0.34% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $4,406,000 | – | 194,429 | – | 0.34% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $4,156,000 | – | 72,300 | – | 0.32% | – |
| MRBK | New | MERIDIAN CORPORATION | $4,157,000 | – | 245,976 | – | 0.32% | – |
| SFBS | New | SERVISFIRST BANCSHARES INC | $4,113,000 | – | 120,067 | – | 0.32% | – |
| PBBI | New | PB BANCORP INC | $4,034,000 | – | 340,447 | – | 0.31% | – |
| SIVB | New | SVB FINL GROUP | $4,023,000 | – | 17,913 | – | 0.31% | – |
| TBK | New | TRIUMPH BANCORP INC | $4,009,000 | – | 138,000 | – | 0.31% | – |
| BFST | New | BUSINESS FIRST BANCSHARES IN | $3,966,000 | – | 155,826 | – | 0.31% | – |
| OTTW | New | OTTAWA BANCORP INC | $3,915,000 | – | 300,200 | – | 0.30% | – |
| BMTC | New | BRYN MAWR BK CORP | $3,892,000 | – | 104,300 | – | 0.30% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $3,821,000 | – | 182,300 | – | 0.30% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $3,818,000 | – | 249,400 | – | 0.30% | – |
| PIPR | New | PIPER JAFFRAY COS | $3,803,000 | – | 51,200 | – | 0.29% | – |
| RBB | New | RBB BANCORP | $3,755,000 | – | 194,141 | – | 0.29% | – |
| EQFN | New | Equitable Financial Corp.not 13-f security | $3,720,000 | – | 312,600 | – | 0.29% | – |
| SHBI | New | SHORE BANCSHARES INC | $3,714,000 | – | 227,300 | – | 0.29% | – |
| TPH | New | TRI POINTE GROUP INC | $3,663,000 | – | 306,000 | – | 0.28% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $3,558,000 | – | 100,000 | – | 0.28% | – |
| REVB | New | Revere Banknot 13-f security | $3,354,000 | – | 121,100 | – | 0.26% | – |
| FNCB | New | FNCB BANCORP INC | $3,328,000 | – | 430,000 | – | 0.26% | – |
| IBTX | New | INDEPENDENT BK GROUP INC | $3,315,000 | – | 60,310 | – | 0.26% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $3,273,000 | – | 136,600 | – | 0.25% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $3,237,000 | – | 128,700 | – | 0.25% | – |
| HTBK | New | HERITAGE COMMERCE CORP | $3,153,000 | – | 257,371 | – | 0.24% | – |
| FVCB | New | FVCBANKCORP INC | $3,107,000 | – | 160,000 | – | 0.24% | – |
| HBMD | New | HOWARD BANCORP INC | $3,034,000 | – | 200,000 | – | 0.24% | – |
| PCB | New | PACIFIC CITY FINANCIAL CORP | $3,018,000 | – | 177,100 | – | 0.23% | – |
| MBCQ | New | MB Bancorp, Inc.not 13-f security | $2,997,000 | – | 188,500 | – | 0.23% | – |
| New | White River Bancshares Company- Non Votingnot 13-f security | $2,963,000 | – | 45,113 | – | 0.23% | – | |
| RRBI | New | RED RIVER BANCSHARES INC | $2,907,000 | – | 60,000 | – | 0.22% | – |
| PLBC | New | PLUMAS BANCORP | $2,899,000 | – | 119,311 | – | 0.22% | – |
| WSBC | New | WESBANCO INC | $2,841,000 | – | 73,700 | – | 0.22% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $2,805,000 | – | 156,800 | – | 0.22% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $2,805,000 | – | 106,828 | – | 0.22% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $2,746,000 | – | 20,000 | – | 0.21% | – |
| FCCO | New | FIRST CMNTY CORP S C | $2,734,000 | – | 147,700 | – | 0.21% | – |
| FOR | New | FORESTAR GROUP INC | $2,682,000 | – | 137,173 | – | 0.21% | – |
| PROV | New | PROVIDENT FINL HLDGS INC | $2,688,000 | – | 128,055 | – | 0.21% | – |
| PDLB | New | PDL CMNTY BANCORP | $2,618,000 | – | 183,193 | – | 0.20% | – |
| NCR | New | NCR CORP NEW | $2,616,000 | – | 84,100 | – | 0.20% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $2,612,000 | – | 5,800 | – | 0.20% | – |
| RBKB | New | RHINEBECK BANCORP INC | $2,528,000 | – | 229,383 | – | 0.20% | – |
| BOTJ | New | BANK OF THE ST JAMES FINL GP | $2,477,000 | – | 167,800 | – | 0.19% | – |
| OPBK | New | OP BANCORP | $2,419,000 | – | 223,200 | – | 0.19% | – |
| FSFG | New | FIRST SAVINGS FINL GROUP INC | $2,409,000 | – | 40,156 | – | 0.19% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $2,383,000 | – | 79,310 | – | 0.18% | – |
| MELR | New | MELROSE BANCORP INC | $2,328,000 | – | 129,132 | – | 0.18% | – |
| PJT | New | PJT PARTNERS INC | $2,318,000 | – | 57,200 | – | 0.18% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $2,200,000 | – | 116,267 | – | 0.17% | – |
| FRME | New | FIRST MERCHANTS CORP | $2,197,000 | – | 57,977 | – | 0.17% | – |
| CFDB | New | Central Federal Bancshares, Inc.not 13-f security | $2,058,000 | – | 158,300 | – | 0.16% | – |
| MSVB | New | MID SOUTHERN BANCORP INC | $2,008,000 | – | 159,278 | – | 0.16% | – |
| BHWB | New | Blackhawk Bancorp, Inc.not 13-f security | $1,916,000 | – | 70,000 | – | 0.15% | – |
| NWBB | New | New Bancorp, Inc.not 13-f security | $1,841,000 | – | 66,200 | – | 0.14% | – |
| FUNC | New | FIRST UTD CORP | $1,707,000 | – | 86,600 | – | 0.13% | – |
| BPOP | New | POPULAR INC | $1,627,000 | – | 30,000 | – | 0.13% | – |
| CPLG | New | COREPOINT LODGING INC | $1,530,000 | – | 123,500 | – | 0.12% | – |
| CFST | New | Communities First Financial Corporationnot 13-f security | $1,512,000 | – | 60,367 | – | 0.12% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $1,458,000 | – | 25,000 | – | 0.11% | – |
| MA | New | MASTERCARD INCcl a | $1,428,000 | – | 5,400 | – | 0.11% | – |
| LCNB | New | LCNB CORP | $1,423,000 | – | 74,879 | – | 0.11% | – |
| SBFGP | New | SB FINL GROUP INC | $1,311,000 | – | 81,466 | – | 0.10% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $1,252,000 | – | 75,444 | – | 0.10% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $1,237,000 | – | 39,700 | – | 0.10% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $1,240,000 | – | 35,600 | – | 0.10% | – |
| CLDB | New | CORTLAND BANCORP | $1,216,000 | – | 52,638 | – | 0.09% | – |
| MFGI | New | Merchants Financial Group Inc.not 13-f security | $1,196,000 | – | 16,500 | – | 0.09% | – |
| WEIN | New | West End Indiana Bancshares, Inc.not 13-f security | $1,081,000 | – | 41,585 | – | 0.08% | – |
| VBTX | New | VERITEX HLDGS INC | $1,044,000 | – | 40,249 | – | 0.08% | – |
| GFED | New | GUARANTY FED BANCSHARES INC | $994,000 | – | 42,764 | – | 0.08% | – |
| HBCP | New | HOME BANCORP INC | $962,000 | – | 25,000 | – | 0.07% | – |
| CFBI | New | COMMUNITY FIRST BANCSHARES I | $919,000 | – | 92,523 | – | 0.07% | – |
| EVR | New | EVERCORE INCclass a | $886,000 | – | 10,000 | – | 0.07% | – |
| BTHT | New | Best Hometown Bancorp, Inc.not 13-f security | $880,000 | – | 80,000 | – | 0.07% | – |
| SNNY | New | Sunnyside Bancorp, Inc.not 13-f security | $827,000 | – | 64,871 | – | 0.06% | – |
| New | First IC Corporationnot 13-f security | $828,000 | – | 99,754 | – | 0.06% | – | |
| SUGR | New | Sugar Creek Financial Corporationnot 13-f security | $809,000 | – | 77,375 | – | 0.06% | – |
| MBIN | New | MERCHANTS BANCORP IND | $766,000 | – | 45,000 | – | 0.06% | – |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $755,000 | – | 38,640 | – | 0.06% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $668,000 | – | 25,000 | – | 0.05% | – |
| AUB | New | ATLANTIC UN BANKSHARES CORP | $604,000 | – | 17,101 | – | 0.05% | – |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13-f security | $589,000 | – | 46,053 | – | 0.05% | – |
| BDGE | New | BRIDGE BANCORP INC | $589,000 | – | 20,000 | – | 0.05% | – |
| CPKF | New | Chesapeake Financial Shares, Inc.not 13-f security | $500,000 | – | 19,086 | – | 0.04% | – |
| LMST | New | LIMESTONE BANCORP INC | $445,000 | – | 29,154 | – | 0.03% | – |
| CIZN | New | CITIZENS HLDG CO MISS | $213,000 | – | 10,348 | – | 0.02% | – |
| New | Choice Bancorp, Inc.not 13-f security | $189,000 | – | 6,100 | – | 0.02% | – | |
| PUB | New | PEOPLES UTAH BANCORP | $144,000 | – | 4,900 | – | 0.01% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $99,000 | – | 1,856 | – | 0.01% | – |
| New | Pioneer Bancshares, Inc.not 13-f security | $107,000 | – | 4,028 | – | 0.01% | – | |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $3,000 | – | 48 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SMBK | Exit | SMARTFINANCIAL INC | $0 | – | -1,771 | – | -0.00% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -3,700 | – | -0.00% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -1,632 | – | -0.01% | – |
| Exit | Pioneer Bancshares, Inc.not 13-f security | $0 | – | -4,028 | – | -0.01% | – | |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -5,052 | – | -0.01% | – |
| CIZN | Exit | CITIZENS HLDG CO MISS | $0 | – | -10,348 | – | -0.02% | – |
| CFBI | Exit | COMMUNITY FIRST BANCSHARES I | $0 | – | -25,000 | – | -0.02% | – |
| AROW | Exit | ARROW FINL CORP | $0 | – | -9,345 | – | -0.02% | – |
| LMST | Exit | LIMESTONE BANCORP INC | $0 | – | -25,918 | – | -0.03% | – |
| CCBG | Exit | CAPITAL CITY BK GROUP INC | $0 | – | -19,295 | – | -0.03% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -25,000 | – | -0.03% | – |
| JPMWS | Exit | JPMORGAN CHASE & CO*w exp 10/28/201 | $0 | – | -7,500 | – | -0.04% | – |
| HRGG | Exit | Heritage Nola Bancorp, Inc.not 13-f security | $0 | – | -46,053 | – | -0.04% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -7,100 | – | -0.04% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -20,000 | – | -0.04% | – |
| CPKF | Exit | Chesapeake Financial Shares, Inc.not 13-f security | $0 | – | -19,086 | – | -0.04% | – |
| UBFO | Exit | UNITED SECURITY BANCSHARES C | $0 | – | -59,900 | – | -0.05% | – |
| CLDB | Exit | Cortland Bancorpnot 13-f security | $0 | – | -32,018 | – | -0.05% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -10,009 | – | -0.06% | – |
| PLBC | Exit | PLUMAS BANCORP | $0 | – | -34,376 | – | -0.06% | – |
| WLFC | Exit | WILLIS LEASE FINANCE CORP | $0 | – | -25,000 | – | -0.06% | – |
| WEIN | Exit | West End Indiana Bancshares, Inc. | $0 | – | -30,000 | – | -0.06% | – |
| SNNY | Exit | Sunnyside Bancorp, Inc. | $0 | – | -64,871 | – | -0.06% | – |
| FFBW | Exit | FFBW INC | $0 | – | -80,000 | – | -0.06% | – |
| SUGR | Exit | Sugar Creek Financial Corporation | $0 | – | -77,375 | – | -0.07% | – |
| WNEB | Exit | WESTERN NEW ENG BANCORP INC | $0 | – | -87,899 | – | -0.07% | – |
| ATLO | Exit | AMES NATL CORP | $0 | – | -34,920 | – | -0.07% | – |
| Exit | First IC Corporation | $0 | – | -90,686 | – | -0.07% | – | |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -29,400 | – | -0.08% | – |
| BTHT | Exit | Best Hometown Bancorp, Inc.not 13-f security | $0 | – | -80,000 | – | -0.08% | – |
| Exit | ECN Capital Corp.not 13-f security | $0 | – | -400,000 | – | -0.08% | – | |
| SMMF | Exit | SUMMIT FINANCIAL GROUP INC | $0 | – | -51,100 | – | -0.08% | – |
| NWBB | Exit | New Bancorp, Inc. | $0 | – | -66,200 | – | -0.09% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -75,444 | – | -0.10% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -30,000 | – | -0.10% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -50,000 | – | -0.10% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -70,000 | – | -0.10% | – |
| CFST | Exit | Communities First Financial Corporationnot 13-f security | $0 | – | -60,367 | – | -0.10% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -30,000 | – | -0.11% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -108,250 | – | -0.11% | – |
| HMNF | Exit | HMN FINL INC | $0 | – | -81,189 | – | -0.12% | – |
| MSVB | Exit | MID SOUTHERN BANCORP INC | $0 | – | -135,100 | – | -0.12% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -55,000 | – | -0.13% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -80,000 | – | -0.13% | – |
| SBFGP | Exit | SB FINL GROUP INC | $0 | – | -92,867 | – | -0.13% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -80,000 | – | -0.13% | – |
| HBK | Exit | HAMILTON BANCORP INC MD | $0 | – | -138,000 | – | -0.14% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -52,842 | – | -0.14% | – |
| GFED | Exit | GUARANTY FED BANCSHARES INC | $0 | – | -83,900 | – | -0.14% | – |
| RVSB | Exit | RIVERVIEW BANCORP INC | $0 | – | -230,800 | – | -0.14% | – |
| BHWB | Exit | Blackhawk Bancorp, Inc.not 13-f security | $0 | – | -70,000 | – | -0.14% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -72,713 | – | -0.15% | – |
| CFDB | Exit | Central Federal Bancshares, Inc.not 13-f security | $0 | – | -162,000 | – | -0.15% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -65,000 | – | -0.15% | – |
| BFC | Exit | Bank First National Corp.not 13-f security | $0 | – | -40,000 | – | -0.15% | – |
| LADR | Exit | LADDER CAP CORPcl a | $0 | – | -130,000 | – | -0.15% | – |
| HNNA | Exit | HENNESSY ADVISORS INC | $0 | – | -160,418 | – | -0.15% | – |
| OVLY | Exit | OAK VALLEY BANCORP OAKDALE C | $0 | – | -116,188 | – | -0.16% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -45,000 | – | -0.16% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -182,758 | – | -0.17% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -60,000 | – | -0.18% | – |
| MELR | Exit | MELROSE BANCORP INC | $0 | – | -129,132 | – | -0.18% | – |
| FAIT | Exit | First American International Corp. | $0 | – | -54,070 | – | -0.18% | – |
| OPBK | Exit | OP BANCORP | $0 | – | -226,300 | – | -0.18% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -50,000 | – | -0.18% | – |
| BOTJ | Exit | BANK OF THE ST JAMES FINL GP | $0 | – | -167,800 | – | -0.18% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -97,842 | – | -0.19% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -150,000 | – | -0.19% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -130,000 | – | -0.20% | – |
| HBMD | Exit | HOWARD BANCORP INC | $0 | – | -164,300 | – | -0.20% | – |
| BANF | Exit | BANCFIRST CORP | $0 | – | -49,300 | – | -0.20% | – |
| REVB | Exit | Revere Banknot 13-f security | $0 | – | -100,100 | – | -0.22% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -300,000 | – | -0.22% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -245,000 | – | -0.22% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -127,000 | – | -0.22% | – |
| FVCB | Exit | FVCBANKCORP INC | $0 | – | -160,000 | – | -0.22% | – |
| MBCQ | Exit | MB Bancorp, Inc. | $0 | – | -188,500 | – | -0.23% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -135,000 | – | -0.23% | – |
| UBSH | Exit | UNION BANKSHARES CORP NEW | $0 | – | -90,000 | – | -0.24% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -197,500 | – | -0.24% | – |
| MSL | Exit | MIDSOUTH BANCORP INC | $0 | – | -235,000 | – | -0.25% | – |
| HONE | Exit | HARBORONE BANCORP INC | $0 | – | -190,000 | – | -0.25% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -180,119 | – | -0.25% | – |
| BKI | Exit | BLACK KNIGHT INC | $0 | – | -70,000 | – | -0.25% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -95,000 | – | -0.25% | – |
| MRBK | Exit | MERIDIAN CORPORATION | $0 | – | -212,854 | – | -0.25% | – |
| NCOM | Exit | NATIONAL COMM CORP | $0 | – | -90,000 | – | -0.26% | – |
| PBBI | Exit | PB BANCORP INC | $0 | – | -321,115 | – | -0.26% | – |
| STT | Exit | STATE STR CORP | $0 | – | -45,000 | – | -0.26% | – |
| Exit | Mountain Commerce Bancorp, Inc.not 13-f security | $0 | – | -187,500 | – | -0.27% | – | |
| TRCB | Exit | TWO RIV BANCORP | $0 | – | -225,000 | – | -0.27% | – |
| EQFN | Exit | EQUITABLE FINL CORP NEW | $0 | – | -331,400 | – | -0.27% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -150,000 | – | -0.28% | – |
| SBFG | Exit | SB FINL GROUP INC | $0 | – | -195,152 | – | -0.28% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -249,961 | – | -0.28% | – |
| OTTW | Exit | OTTAWA BANCORP INC | $0 | – | -300,200 | – | -0.29% | – |
| HTBK | Exit | HERITAGE COMMERCE CORP | $0 | – | -279,100 | – | -0.29% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -157,900 | – | -0.29% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -180,934 | – | -0.30% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -165,125 | – | -0.30% | – |
| Exit | HMN FINL INC*w $4.68 exp 12/23/2018 | $0 | – | -277,778 | – | -0.30% | – | |
| FBNC | Exit | FIRST BANCORP N C | $0 | – | -108,500 | – | -0.30% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -32,506 | – | -0.31% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -90,000 | – | -0.33% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -51,000 | – | -0.34% | – |
| PBHC | Exit | PATHFINDER BANCORP INC MD | $0 | – | -322,698 | – | -0.34% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -75,012 | – | -0.35% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -50,000 | – | -0.35% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -339,221 | – | -0.35% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -235,600 | – | -0.36% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -11,400 | – | -0.36% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -324,500 | – | -0.38% | – |
| STND | Exit | STANDARD AVB FINL CORP | $0 | – | -181,600 | – | -0.39% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -145,800 | – | -0.39% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -110,000 | – | -0.40% | – |
| BSVN | Exit | BANK7 CORP | $0 | – | -300,000 | – | -0.40% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -40,000 | – | -0.41% | – |
| CNBKA | Exit | CENTURY BANCORP INC MASScl a non vtg | $0 | – | -84,332 | – | -0.42% | – |
| BFST | Exit | BUSINESS FIRST BANCSHARES IN | $0 | – | -234,564 | – | -0.43% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -38,915 | – | -0.44% | – |
| AVBH | Exit | Avidbank Holdings, Inc. | $0 | – | -251,958 | – | -0.44% | – |
| PCB | Exit | PACIFIC CITY FINANCIAL CORP | $0 | – | -330,900 | – | -0.44% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -494,290 | – | -0.45% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -190,042 | – | -0.47% | – |
| BSIG | Exit | BRIGHTSPHERE INVESTMNT GRP P | $0 | – | -545,700 | – | -0.47% | – |
| OZK | Exit | BANK OZK | $0 | – | -179,006 | – | -0.47% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -239,708 | – | -0.48% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -310,174 | – | -0.50% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -137,800 | – | -0.50% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -778,100 | – | -0.51% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -188,830 | – | -0.51% | – |
| ALRS | Exit | Alerus Financial Corpnot 13-f security | $0 | – | -304,810 | – | -0.51% | – |
| Exit | White River Bancshares Companypfd conv | $0 | – | -113,113 | – | -0.53% | – | |
| AMRB | Exit | AMERICAN RIVER BANKSHARES | $0 | – | -503,786 | – | -0.54% | – |
| V | Exit | VISA INC | $0 | – | -51,500 | – | -0.54% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -88,000 | – | -0.54% | – |
| FDEF | Exit | FIRST DEFIANCE FINL CORP | $0 | – | -261,600 | – | -0.55% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -169,000 | – | -0.55% | – |
| CZWI | Exit | CITIZENS CMNTY BANCORP INC M | $0 | – | -584,610 | – | -0.57% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -172,806 | – | -0.57% | – |
| BAYK | Exit | Bay Banks of Virginia, Inc.not 13-f security | $0 | – | -869,829 | – | -0.57% | – |
| CIVBP | Exit | CIVISTA BANCSHARES INC6.50% pfd ser b | $0 | – | -115,700 | – | -0.57% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -37,300 | – | -0.58% | – |
| ZIONZ | Exit | ZIONS BANCORPORATION*w exp 11/14/201 | $0 | – | -603,700 | – | -0.58% | – |
| OLBK | Exit | OLD LINE BANCSHARES INC | $0 | – | -265,700 | – | -0.58% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -521,300 | – | -0.58% | – |
| PJT | Exit | PJT PARTNERS INC | $0 | – | -170,042 | – | -0.62% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -185,900 | – | -0.62% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -150,053 | – | -0.63% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -334,881 | – | -0.65% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -360,062 | – | -0.65% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -353,393 | – | -0.65% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -498,215 | – | -0.65% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -881,000 | – | -0.66% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -862,300 | – | -0.68% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -542,882 | – | -0.68% | – |
| ARES | Exit | ARES MGMT LP | $0 | – | -427,600 | – | -0.69% | – |
| STBZ | Exit | STATE BK FINL CORP | $0 | – | -330,000 | – | -0.69% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -476,316 | – | -0.69% | – |
| FMNB | Exit | FARMERS NATL BANC CORP | $0 | – | -660,000 | – | -0.70% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -75,200 | – | -0.71% | – |
| SIFI | Exit | SI FINL GROUP INC MD | $0 | – | -754,943 | – | -0.73% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -85,500 | – | -0.74% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -139,209 | – | -0.74% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -1,215,000 | – | -0.74% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -184,069 | – | -0.75% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -272,492 | – | -0.76% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -679,557 | – | -0.77% | – |
| EVBN | Exit | EVANS BANCORP INC | $0 | – | -246,748 | – | -0.80% | – |
| QNBC | Exit | QNB Corporation | $0 | – | -252,983 | – | -0.80% | – |
| OSBC | Exit | OLD SECOND BANCORP INC ILL | $0 | – | -760,300 | – | -0.81% | – |
| UCFC | Exit | UNITED CMNTY FINL CORP OHIO | $0 | – | -1,237,200 | – | -0.83% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -313,100 | – | -0.84% | – |
| CVLY | Exit | CODORUS VY BANCORP INC | $0 | – | -390,652 | – | -0.85% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -677,500 | – | -0.85% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -324,615 | – | -0.88% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -869,300 | – | -0.90% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -42,500 | – | -0.92% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -784,545 | – | -0.94% | – |
| PNFP | Exit | PINNACLE FINL PARTNERS INC | $0 | – | -230,116 | – | -0.96% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -345,200 | – | -0.98% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -335,068 | – | -1.06% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -296,200 | – | -1.08% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,334,845 | – | -1.14% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -290,056 | – | -1.14% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -1,480,443 | – | -1.15% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -615,000 | – | -1.16% | – |
| C | Exit | CITIGROUP INC | $0 | – | -245,000 | – | -1.22% | – |
| KRE | Exit | SPDR SERIES TRUSTput | $0 | – | -325,000 | – | -1.34% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -185,607 | – | -1.34% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -215,200 | – | -1.37% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -709,119 | – | -1.46% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -999,704 | – | -1.64% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -530,585 | – | -1.68% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -1,157,443 | – | -1.76% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -223,234 | – | -1.78% | – |
| CMA | Exit | COMERICA INC | $0 | – | -290,025 | – | -1.81% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -890,000 | – | -1.82% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -570,000 | – | -1.84% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -810,000 | – | -2.16% | – |
| CSFL | Exit | CENTERSTATE BK CORP | $0 | – | -1,154,155 | – | -2.24% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -1,594,145 | – | -2.43% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,900,261 | – | -2.62% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -774,948 | – | -2.69% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ZION | Buy | ZIONS BANCORPORATION | $38,864,000 | +6.0% | 774,948 | +11.3% | 2.69% | +11.0% |
| KEY | Buy | KEYCORP NEW | $37,796,000 | +8.9% | 1,900,261 | +7.0% | 2.62% | +14.1% |
| STL | Buy | STERLING BANCORP DEL | $35,071,000 | +8.3% | 1,594,145 | +15.7% | 2.43% | +13.4% |
| CSFL | Buy | CENTERSTATE BK CORP | $32,374,000 | +2.0% | 1,154,155 | +8.5% | 2.24% | +6.9% |
| LENB | Buy | LENNAR CORPcl b | $31,185,000 | -9.1% | 810,000 | +0.8% | 2.16% | -4.8% |
| MS | Buy | MORGAN STANLEY | $26,545,000 | +8.7% | 570,000 | +10.7% | 1.84% | +13.9% |
| BAC | Buy | BANK AMER CORP | $26,219,000 | +50.4% | 890,000 | +43.9% | 1.82% | +57.6% |
| CMA | Sell | COMERICA INC | $26,160,000 | -30.5% | 290,025 | -30.0% | 1.81% | -27.2% |
| SBNY | Buy | SIGNATURE BK NEW YORK N Y | $25,636,000 | +7.6% | 223,234 | +19.9% | 1.78% | +12.8% |
| HOMB | Buy | HOME BANCSHARES INC | $25,348,000 | -1.7% | 1,157,443 | +1.3% | 1.76% | +3.0% |
| ABCB | Buy | AMERIS BANCORP | $24,248,000 | +37.7% | 530,585 | +60.8% | 1.68% | +44.2% |
| IBCP | Buy | INDEPENDENT BANK CORP MICH | $23,643,000 | +10.5% | 999,704 | +19.2% | 1.64% | +15.8% |
| FFBC | Buy | FIRST FINL BANCORP OH | $21,061,000 | +0.3% | 709,119 | +3.5% | 1.46% | +5.0% |
| RJF | Buy | RAYMOND JAMES FINANCIAL INC | $19,809,000 | +58.4% | 215,200 | +53.7% | 1.37% | +65.8% |
| CFR | Buy | CULLEN FROST BANKERS INC | $19,385,000 | +13.1% | 185,607 | +17.2% | 1.34% | +18.4% |
| KRE | New | SPDR SERIES TRUSTput | $19,312,000 | – | 325,000 | – | 1.34% | – |
| C | Sell | CITIGROUP INC | $17,576,000 | +1.0% | 245,000 | -5.8% | 1.22% | +5.8% |
| OCFC | Buy | OCEANFIRST FINL CORP | $16,740,000 | -8.1% | 615,000 | +1.1% | 1.16% | -3.8% |
| VLY | Buy | VALLEY NATL BANCORP | $16,655,000 | +18.6% | 1,480,443 | +28.2% | 1.15% | +24.2% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $16,501,000 | +31.6% | 290,056 | +30.9% | 1.14% | +37.8% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $16,379,000 | +4.9% | 1,334,845 | +9.4% | 1.14% | +9.9% |
| USB | Sell | US BANCORP DEL | $15,642,000 | -52.7% | 296,200 | -55.2% | 1.08% | -50.5% |
| SNV | Buy | SYNOVUS FINL CORP | $15,343,000 | -10.6% | 335,068 | +3.1% | 1.06% | -6.4% |
| QCRH | Buy | QCR HOLDINGS INC | $14,101,000 | +36.8% | 345,200 | +58.9% | 0.98% | +43.3% |
| PNFP | Buy | PINNACLE FINL PARTNERS INC | $13,841,000 | +25.3% | 230,116 | +27.8% | 0.96% | +31.2% |
| FHN | Sell | FIRST HORIZON NATL CORP | $13,541,000 | -21.8% | 784,545 | -19.1% | 0.94% | -18.1% |
| SIVB | Buy | SVB FINL GROUP | $13,210,000 | +22.0% | 42,500 | +13.3% | 0.92% | +27.9% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $12,970,000 | +5.9% | 869,300 | +4.7% | 0.90% | +10.9% |
| SASR | Sell | SANDY SPRING BANCORP INC | $12,761,000 | -6.0% | 324,615 | -1.9% | 0.88% | -1.6% |
| TMHC | Buy | TAYLOR MORRISON HOME CORPcl a | $12,222,000 | -12.9% | 677,500 | +0.3% | 0.85% | -8.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $12,076,000 | -10.0% | 313,100 | -9.2% | 0.84% | -5.7% |
| UCFC | Buy | UNITED CMNTY FINL CORP OHIO | $11,964,000 | -9.4% | 1,237,200 | +3.0% | 0.83% | -5.1% |
| OSBC | Sell | OLD SECOND BANCORP INC ILL | $11,747,000 | -0.5% | 760,300 | -7.3% | 0.81% | +4.2% |
| QNBC | Buy | QNB Corporation | $11,612,000 | +20.9% | 252,983 | +22.8% | 0.80% | +26.6% |
| EVBN | Sell | EVANS BANCORP INC | $11,585,000 | -0.6% | 246,748 | -2.4% | 0.80% | +4.2% |
| ESSA | Buy | ESSA BANCORP INC | $11,050,000 | +6.5% | 679,557 | +3.7% | 0.77% | +11.7% |
| FMBH | Buy | FIRST MID ILL BANCSHARES INC | $10,990,000 | +23.6% | 272,492 | +20.4% | 0.76% | +29.6% |
| PFBC | Buy | PREFERRED BK LOS ANGELES CA | $10,768,000 | +2.0% | 184,069 | +7.2% | 0.75% | +6.7% |
| PIPR | New | PIPER JAFFRAY COS | $10,629,000 | – | 139,209 | – | 0.74% | – |
| HHC | Buy | HOWARD HUGHES CORP | $10,621,000 | +17.9% | 85,500 | +25.7% | 0.74% | +23.5% |
| SIFI | Buy | SI FINL GROUP INC MD | $10,569,000 | -2.4% | 754,943 | +2.9% | 0.73% | +2.2% |
| AMG | Buy | AFFILIATED MANAGERS GROUP | $10,281,000 | -4.1% | 75,200 | +4.3% | 0.71% | +0.6% |
| FMNB | Buy | FARMERS NATL BANC CORP | $10,098,000 | +38.2% | 660,000 | +44.1% | 0.70% | +44.9% |
| CNNE | New | CANNAE HLDGS INC | $9,979,000 | – | 476,316 | – | 0.69% | – |
| STBZ | Buy | STATE BK FINL CORP | $9,959,000 | +65.7% | 330,000 | +83.3% | 0.69% | +73.4% |
| ARES | Buy | ARES MGMT LP | $9,920,000 | +53.8% | 427,600 | +37.3% | 0.69% | +61.1% |
| LBAI | Buy | LAKELAND BANCORP INC | $9,799,000 | +39.1% | 542,882 | +52.9% | 0.68% | +45.7% |
| SBT | Sell | STERLING BANCORP INC | $9,753,000 | -16.3% | 862,300 | -1.2% | 0.68% | -12.3% |
| LBC | Buy | LUTHER BURBANK CORP | $9,585,000 | +1.8% | 881,000 | +7.7% | 0.66% | +6.6% |
| BANC | Sell | BANC OF CALIFORNIA INC | $9,416,000 | -33.1% | 498,215 | -30.8% | 0.65% | -29.9% |
| ASB | Sell | ASSOCIATED BANC CORP | $9,362,000 | -30.7% | 360,062 | -27.3% | 0.65% | -27.4% |
| HMST | Buy | HOMESTREET INC | $9,365,000 | +2.2% | 353,393 | +3.9% | 0.65% | +7.1% |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $9,340,000 | -13.0% | 334,881 | -4.3% | 0.65% | -8.9% |
| EWBC | Buy | EAST WEST BANCORP INC | $9,059,000 | +1593.3% | 150,053 | +1729.9% | 0.63% | +1694.3% |
| LAZ | Sell | LAZARD LTD | $8,947,000 | -31.0% | 185,900 | -29.8% | 0.62% | -27.7% |
| PJT | Buy | PJT PARTNERS INC | $8,902,000 | +19.1% | 170,042 | +21.5% | 0.62% | +24.6% |
| HOPE | Buy | HOPE BANCORP INC | $8,429,000 | -8.3% | 521,300 | +1.2% | 0.58% | -3.9% |
| OLBK | Sell | OLD LINE BANCSHARES INC | $8,407,000 | -29.2% | 265,700 | -21.9% | 0.58% | -25.7% |
| ZIONZ | Sell | ZIONS BANCORPORATION*w exp 11/14/201 | $8,367,000 | -23.8% | 603,700 | -1.3% | 0.58% | -20.1% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $8,303,000 | -6.1% | 37,300 | -17.1% | 0.58% | -1.7% |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $8,217,000 | +1.2% | 172,806 | -0.7% | 0.57% | +6.0% |
| CZWI | New | CITIZENS CMNTY BANCORP INC M | $8,185,000 | – | 584,610 | – | 0.57% | – |
| BMTC | Sell | BRYN MAWR BK CORP | $7,926,000 | -12.8% | 169,000 | -13.9% | 0.55% | -8.7% |
| FDEF | Buy | FIRST DEFIANCE FINL CORP | $7,877,000 | -12.3% | 261,600 | +95.2% | 0.55% | -8.2% |
| V | Sell | VISA INC | $7,730,000 | -2.7% | 51,500 | -14.2% | 0.54% | +1.9% |
| PYPL | Sell | PAYPAL HLDGS INC | $7,730,000 | +1.9% | 88,000 | -3.4% | 0.54% | +6.8% |
| AMRB | Sell | AMERICAN RIVER BANKSHARES | $7,718,000 | -3.4% | 503,786 | -0.0% | 0.54% | +1.3% |
| ALRS | Buy | Alerus Financial Corpnot 13-f security | $7,392,000 | -2.9% | 304,810 | +4.7% | 0.51% | +1.8% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $7,374,000 | +4.8% | 188,830 | -3.5% | 0.51% | +9.7% |
| FPH | Sell | FIVE POINT HOLDINGS LLC | $7,322,000 | -32.9% | 778,100 | -19.8% | 0.51% | -29.8% |
| EV | Buy | EATON VANCE CORP | $7,243,000 | +31.0% | 137,800 | +30.1% | 0.50% | +37.2% |
| IROQ | Sell | IF BANCORP INC | $7,150,000 | -4.7% | 310,174 | -1.2% | 0.50% | 0.0% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $6,987,000 | +2.1% | 239,708 | -1.4% | 0.48% | +6.8% |
| OZK | New | BANK OZK | $6,795,000 | – | 179,006 | – | 0.47% | – |
| BSIG | Buy | BRIGHTSPHERE INVESTMNT GRP P | $6,767,000 | +3.2% | 545,700 | +18.6% | 0.47% | +8.1% |
| BKU | Buy | BANKUNITED INC | $6,727,000 | +41.9% | 190,042 | +63.8% | 0.47% | +48.4% |
| BWB | Sell | BRIDGEWATER BANCSHARES INC | $6,436,000 | -12.5% | 494,290 | -14.5% | 0.45% | -8.4% |
| MTB | New | M & T BK CORP | $6,403,000 | – | 38,915 | – | 0.44% | – |
| AVBH | Sell | Avidbank Holdings, Inc. | $6,400,000 | +0.4% | 251,958 | -1.2% | 0.44% | +5.2% |
| PCB | New | PACIFIC CITY FINANCIAL CORP | $6,400,000 | – | 330,900 | – | 0.44% | – |
| BFST | Sell | BUSINESS FIRST BANCSHARES IN | $6,228,000 | -50.0% | 234,564 | -50.4% | 0.43% | -47.6% |
| CNBKA | Buy | CENTURY BANCORP INC MASScl a non vtg | $6,093,000 | +32.9% | 84,332 | +40.6% | 0.42% | +39.3% |
| AMP | New | AMERIPRISE FINL INC | $5,906,000 | – | 40,000 | – | 0.41% | – |
| BSVN | New | BANK7 CORP | $5,775,000 | – | 300,000 | – | 0.40% | – |
| NTB | Sell | BANK OF NT BUTTERFIELD&SON L | $5,705,000 | -19.5% | 110,000 | -29.0% | 0.40% | -15.8% |
| AMNB | Buy | AMERICAN NATL BANKSHARES INC | $5,686,000 | +0.8% | 145,800 | +3.4% | 0.39% | +5.6% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $5,461,000 | -6.2% | 324,500 | -2.3% | 0.38% | -1.8% |
| FCNCA | Buy | FIRST CTZNS BANCSHARES INC Ncl a | $5,156,000 | +50.4% | 11,400 | +34.1% | 0.36% | +57.3% |
| FLIC | Buy | FIRST LONG IS CORP | $5,124,000 | +9.9% | 235,600 | +25.5% | 0.36% | +14.9% |
| TFSL | New | TFS FINL CORP | $5,092,000 | – | 339,221 | – | 0.35% | – |
| WP | New | WORLDPAY INCcl a | $5,064,000 | – | 50,000 | – | 0.35% | – |
| STI | Buy | SUNTRUST BKS INC | $5,010,000 | +16.8% | 75,012 | +15.4% | 0.35% | +22.2% |
| PBHC | Buy | PATHFINDER BANCORP INC MD | $4,857,000 | +9.9% | 322,698 | +16.6% | 0.34% | +15.4% |
| COF | Sell | CAPITAL ONE FINL CORP | $4,841,000 | -47.3% | 51,000 | -49.0% | 0.34% | -44.7% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $4,715,000 | -63.3% | 90,000 | -57.1% | 0.33% | -61.5% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $4,427,000 | -18.1% | 32,506 | -18.7% | 0.31% | -14.2% |
| FBNC | Buy | FIRST BANCORP N C | $4,395,000 | +43.3% | 108,500 | +44.7% | 0.30% | +50.2% |
| CADE | Buy | CADENCE BANCORPORATIONcl a | $4,313,000 | +57.1% | 165,125 | +73.6% | 0.30% | +64.3% |
| CNOB | Buy | CONNECTONE BANCORP INC NEW | $4,297,000 | +7.1% | 180,934 | +12.2% | 0.30% | +12.0% |
| ISTR | Sell | INVESTAR HLDG CORP | $4,240,000 | -4.2% | 157,900 | -1.3% | 0.29% | +0.3% |
| HTBK | Sell | HERITAGE COMMERCE CORP | $4,164,000 | -29.4% | 279,100 | -19.6% | 0.29% | -25.9% |
| SONA | Sell | SOUTHERN NATL BANCORP OF VA | $4,049,000 | -19.3% | 249,961 | -11.2% | 0.28% | -15.4% |
| ALLY | New | ALLY FINL INC | $3,968,000 | – | 150,000 | – | 0.28% | – |
| TRCB | Buy | TWO RIV BANCORP | $3,902,000 | +250.9% | 225,000 | +286.9% | 0.27% | +264.9% |
| STT | Sell | STATE STR CORP | $3,770,000 | -51.1% | 45,000 | -45.7% | 0.26% | -48.9% |
| PBBI | Buy | PB BANCORP INC | $3,773,000 | +7.3% | 321,115 | +3.6% | 0.26% | +12.0% |
| NCOM | Buy | NATIONAL COMM CORP | $3,717,000 | +38.6% | 90,000 | +55.4% | 0.26% | +45.8% |
| MRBK | Sell | MERIDIAN CORPORATION | $3,661,000 | -21.9% | 212,854 | -17.5% | 0.25% | -18.1% |
| HTH | Buy | HILLTOP HOLDINGS INC | $3,633,000 | +554.6% | 180,119 | +616.6% | 0.25% | +581.1% |
| BKI | Sell | BLACK KNIGHT INC | $3,637,000 | -47.8% | 70,000 | -46.2% | 0.25% | -45.3% |
| HONE | Buy | HARBORONE BANCORP INC | $3,633,000 | +139.8% | 190,000 | +137.5% | 0.25% | +152.0% |
| TBK | Sell | TRIUMPH BANCORP INC | $3,629,000 | -48.6% | 95,000 | -45.2% | 0.25% | -46.0% |
| MSL | Buy | MIDSOUTH BANCORP INC | $3,619,000 | +492.3% | 235,000 | +410.0% | 0.25% | +527.5% |
| FVCB | New | FVCBANKCORP INC | $3,168,000 | – | 160,000 | – | 0.22% | – |
| CBNK | New | CAPITAL BANCORP INC MD | $3,116,000 | – | 245,000 | – | 0.22% | – |
| RBB | Sell | RBB BANCORP | $3,112,000 | -25.5% | 127,000 | -2.3% | 0.22% | -21.7% |
| REVB | New | Revere Banknot 13-f security | $3,103,000 | – | 100,100 | – | 0.22% | – |
| BANF | Sell | BANCFIRST CORP | $2,956,000 | -3.2% | 49,300 | -4.5% | 0.20% | +1.5% |
| HBMD | Sell | HOWARD BANCORP INC | $2,908,000 | -5.6% | 164,300 | -4.0% | 0.20% | -1.0% |
| JEF | New | JEFFERIES FINL GROUP INC | $2,855,000 | – | 130,000 | – | 0.20% | – |
| RF | New | REGIONS FINL CORP NEW | $2,753,000 | – | 150,000 | – | 0.19% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,732,000 | – | 97,842 | – | 0.19% | – |
| WFC | New | WELLS FARGO CO NEW | $2,628,000 | – | 50,000 | – | 0.18% | – |
| OPBK | Sell | OP BANCORP | $2,625,000 | -17.2% | 226,300 | -9.2% | 0.18% | -13.3% |
| GWB | Sell | GREAT WESTN BANCORP INC | $2,531,000 | -58.4% | 60,000 | -58.6% | 0.18% | -56.6% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $2,495,000 | -17.2% | 182,758 | -3.5% | 0.17% | -13.1% |
| FAF | Buy | FIRST AMERN FINL CORP | $2,322,000 | +28.3% | 45,000 | +28.6% | 0.16% | +34.2% |
| OVLY | Buy | OAK VALLEY BANCORP OAKDALE C | $2,283,000 | +5.1% | 116,188 | +22.3% | 0.16% | +9.7% |
| HNNA | Buy | HENNESSY ADVISORS INC | $2,222,000 | -4.4% | 160,418 | +19.7% | 0.15% | 0.0% |
| LADR | New | LADDER CAP CORPcl a | $2,202,000 | – | 130,000 | – | 0.15% | – |
| OMF | Sell | ONEMAIN HLDGS INC | $2,185,000 | -22.8% | 65,000 | -23.5% | 0.15% | -19.3% |
| CFDB | Sell | Central Federal Bancshares, Inc.not 13-f security | $2,138,000 | -10.4% | 162,000 | -2.2% | 0.15% | -6.3% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $2,141,000 | -78.3% | 72,713 | -77.9% | 0.15% | -77.3% |
| RVSB | Buy | RIVERVIEW BANCORP INC | $2,040,000 | +184.5% | 230,800 | +171.5% | 0.14% | +200.0% |
| BHWB | Sell | Blackhawk Bancorp, Inc.not 13-f security | $2,030,000 | -35.4% | 70,000 | -35.1% | 0.14% | -32.2% |
| CARO | Sell | CAROLINA FINL CORP NEW | $1,993,000 | -15.6% | 52,842 | -3.9% | 0.14% | -11.5% |
| CIVB | Buy | CIVISTA BANCSHARES INC | $1,927,000 | +15.1% | 80,000 | +15.8% | 0.13% | +20.7% |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $1,854,000 | – | 80,000 | – | 0.13% | – |
| TOL | New | TOLL BROTHERS INC | $1,817,000 | – | 55,000 | – | 0.13% | – |
| MSVB | New | MID SOUTHERN BANCORP INC | $1,750,000 | – | 135,100 | – | 0.12% | – |
| HMNF | Sell | HMN FINL INC | $1,664,000 | -17.2% | 81,189 | -18.8% | 0.12% | -13.5% |
| TWO | Buy | TWO HBRS INVT CORP | $1,616,000 | -5.4% | 108,250 | +0.1% | 0.11% | -0.9% |
| HRI | New | HERC HLDGS INC | $1,536,000 | – | 30,000 | – | 0.11% | – |
| CFST | Sell | Communities First Financial Corporationnot 13-f security | $1,515,000 | +5.0% | 60,367 | -3.6% | 0.10% | +10.5% |
| UMPQ | New | UMPQUA HLDGS CORP | $1,456,000 | – | 70,000 | – | 0.10% | – |
| CCNE | Buy | CNB FINL CORP PA | $1,443,000 | +121.7% | 50,000 | +130.9% | 0.10% | +132.6% |
| WSFS | New | WSFS FINL CORP | $1,415,000 | – | 30,000 | – | 0.10% | – |
| EBMT | Sell | EAGLE BANCORP MONT INC | $1,369,000 | -21.1% | 75,444 | -16.1% | 0.10% | -17.4% |
| SMMF | Buy | SUMMIT FINANCIAL GROUP INC | $1,186,000 | -10.6% | 51,100 | +3.4% | 0.08% | -6.8% |
| New | ECN Capital Corp.not 13-f security | $1,168,000 | – | 400,000 | – | 0.08% | – | |
| SMBC | Sell | SOUTHERN MO BANCORP INC | $1,096,000 | -29.8% | 29,400 | -26.5% | 0.08% | -26.2% |
| WNEB | Sell | WESTERN NEW ENG BANCORP INC | $949,000 | -13.7% | 87,899 | -12.1% | 0.07% | -9.6% |
| ATLO | New | AMES NATL CORP | $952,000 | – | 34,920 | – | 0.07% | – |
| WEIN | Buy | West End Indiana Bancshares, Inc. | $899,000 | +20.7% | 30,000 | +16.7% | 0.06% | +26.5% |
| PLBC | Sell | PLUMAS BANCORP | $854,000 | -53.2% | 34,376 | -46.9% | 0.06% | -51.2% |
| TCBI | Sell | TEXAS CAPITAL BANCSHARES INC | $827,000 | -79.9% | 10,009 | -77.8% | 0.06% | -79.1% |
| CLDB | Buy | Cortland Bancorpnot 13-f security | $778,000 | +82.2% | 32,018 | +78.9% | 0.05% | +92.9% |
| UBFO | Sell | UNITED SECURITY BANCSHARES C | $665,000 | -52.5% | 59,900 | -52.1% | 0.05% | -50.5% |
| PEBK | Buy | PEOPLES BANCORP N C INC | $577,000 | +18.0% | 20,000 | +31.0% | 0.04% | +25.0% |
| HRGG | Buy | Heritage Nola Bancorp, Inc.not 13-f security | $578,000 | +32.3% | 46,053 | +31.6% | 0.04% | +37.9% |
| IBKC | Sell | IBERIABANK CORP | $578,000 | -95.8% | 7,100 | -96.1% | 0.04% | -95.6% |
| JPMWS | Sell | JPMORGAN CHASE & CO*w exp 10/28/201 | $545,000 | -90.5% | 7,500 | -91.7% | 0.04% | -89.9% |
| PROV | New | PROVIDENT FINL HLDGS INC | $458,000 | – | 25,000 | – | 0.03% | – |
| CCBG | New | CAPITAL CITY BK GROUP INC | $450,000 | – | 19,295 | – | 0.03% | – |
| AROW | Sell | ARROW FINL CORP | $346,000 | -58.1% | 9,345 | -58.8% | 0.02% | -56.4% |
| CFBI | New | COMMUNITY FIRST BANCSHARES I | $293,000 | – | 25,000 | – | 0.02% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $149,000 | – | 5,052 | – | 0.01% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $97,000 | – | 1,632 | – | 0.01% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $64,000 | – | 3,700 | – | 0.00% | – |
| SMBK | New | SMARTFINANCIAL INC | $42,000 | – | 1,771 | – | 0.00% | – |
| FRME | Exit | FIRST MERCHANTS CORP | $0 | – | -67 | – | 0.00% | – |
| BANR | Exit | BANNER CORP | $0 | – | -10,900 | – | -0.04% | – |
| CWBC | Exit | COMMUNITY WEST BANCSHARES | $0 | – | -55,444 | – | -0.04% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -25,000 | – | -0.06% | – |
| FBK | Exit | FB FINL CORP | $0 | – | -23,650 | – | -0.06% | – |
| BOCH | Exit | BANK COMM HLDGS | $0 | – | -80,000 | – | -0.07% | – |
| SSB | Exit | SOUTH ST CORP | $0 | – | -14,671 | – | -0.08% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -20,014 | – | -0.09% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -57,394 | – | -0.10% | – |
| STIWSA | Exit | SUNTRUST BKS INC*w exp 12/31/201 | $0 | – | -53,803 | – | -0.12% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -100,000 | – | -0.12% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -60,000 | – | -0.13% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -37,900 | – | -0.14% | – |
| BNCL | Exit | BENEFICIAL BANCORP INC | $0 | – | -130,000 | – | -0.14% | – |
| BSRR | Exit | SIERRA BANCORP | $0 | – | -78,160 | – | -0.15% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -70,000 | – | -0.15% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -68,940 | – | -0.15% | – |
| PLRM | Exit | Pilgrim Bancshares, Inc. | $0 | – | -120,800 | – | -0.16% | – |
| AJSB | Exit | AJS Bancorp, Inc. | $0 | – | -199,192 | – | -0.18% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -160,000 | – | -0.20% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -205,060 | – | -0.22% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -35,000 | – | -0.24% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -125,000 | – | -0.26% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -125,000 | – | -0.29% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -118,300 | – | -0.32% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -105,100 | – | -0.33% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -145,000 | – | -0.42% | – |
| PBSK | Exit | POAGE BANKSHARES INC | $0 | – | -322,696 | – | -0.42% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -140,000 | – | -0.48% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -75,000 | – | -0.49% | – |
| Exit | Citizens Community Bancorp, Inc.pfd ser a | $0 | – | -58,461 | – | -0.49% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -37,700 | – | -0.55% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -16,800 | – | -0.56% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -82,500 | – | -0.56% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -850,000 | – | -0.92% | – |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -1,000,000 | – | -1.76% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CMA | New | COMERICA INC | $37,663,000 | – | 414,244 | – | 2.49% | – |
| ZION | New | ZIONS BANCORPORATION | $36,671,000 | – | 695,974 | – | 2.43% | – |
| KEY | New | KEYCORP NEW | $34,700,000 | – | 1,775,850 | – | 2.30% | – |
| LENB | New | LENNAR CORPcl b | $34,289,000 | – | 803,200 | – | 2.27% | – |
| USB | New | US BANCORP DEL | $33,103,000 | – | 661,800 | – | 2.19% | – |
| STL | New | STERLING BANCORP DEL | $32,388,000 | – | 1,378,214 | – | 2.14% | – |
| CSFL | New | CENTERSTATE BK CORP | $31,733,000 | – | 1,064,166 | – | 2.10% | – |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $26,590,000 | – | 1,000,000 | – | 1.76% | – |
| HOMB | New | HOME BANCSHARES INC | $25,789,000 | – | 1,143,126 | – | 1.71% | – |
| MS | New | MORGAN STANLEY | $24,411,000 | – | 515,000 | – | 1.62% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $23,816,000 | – | 186,239 | – | 1.58% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $21,392,000 | – | 838,900 | – | 1.42% | – |
| FFBC | New | FIRST FINL BANCORP OH | $21,006,000 | – | 685,341 | – | 1.39% | – |
| OCFC | New | OCEANFIRST FINL CORP | $18,222,000 | – | 608,200 | – | 1.21% | – |
| ABCB | New | AMERIS BANCORP | $17,606,000 | – | 330,018 | – | 1.16% | – |
| BAC | New | BANK AMER CORP | $17,430,000 | – | 618,300 | – | 1.15% | – |
| C | New | CITIGROUP INC | $17,399,000 | – | 260,000 | – | 1.15% | – |
| FHN | New | FIRST HORIZON NATL CORP | $17,308,000 | – | 970,162 | – | 1.14% | – |
| SNV | New | SYNOVUS FINL CORP | $17,171,000 | – | 325,019 | – | 1.14% | – |
| CFR | New | CULLEN FROST BANKERS INC | $17,145,000 | – | 158,400 | – | 1.13% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $15,608,000 | – | 1,220,305 | – | 1.03% | – |
| BANC | New | BANC OF CALIFORNIA INC | $14,085,000 | – | 720,465 | – | 0.93% | – |
| VLY | New | VALLEY NATL BANCORP | $14,047,000 | – | 1,155,180 | – | 0.93% | – |
| TMHC | New | TAYLOR MORRISON HOME CORPcl a | $14,031,000 | – | 675,200 | – | 0.93% | – |
| ARCC | New | ARES CAP CORP | $13,983,000 | – | 850,000 | – | 0.92% | – |
| IBKC | New | IBERIABANK CORP | $13,752,000 | – | 181,425 | – | 0.91% | – |
| SASR | New | SANDY SPRING BANCORP INC | $13,569,000 | – | 330,873 | – | 0.90% | – |
| ASB | New | ASSOCIATED BANC CORP | $13,514,000 | – | 495,000 | – | 0.89% | – |
| CFG | New | CITIZENS FINL GROUP INC | $13,421,000 | – | 345,000 | – | 0.89% | – |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $13,207,000 | – | 1,201,740 | – | 0.87% | – |
| LAZ | New | LAZARD LTD | $12,961,000 | – | 265,000 | – | 0.86% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $12,844,000 | – | 210,000 | – | 0.85% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $12,543,000 | – | 221,568 | – | 0.83% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $12,509,000 | – | 140,000 | – | 0.83% | – |
| BFST | New | BUSINESS FIRST BANCSHARES IN | $12,458,000 | – | 472,800 | – | 0.82% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $12,251,000 | – | 830,000 | – | 0.81% | – |
| CVLY | New | CODORUS VY BANCORP INC | $11,985,000 | – | 390,652 | – | 0.79% | – |
| OLBK | New | OLD LINE BANCSHARES INC | $11,869,000 | – | 340,000 | – | 0.78% | – |
| OSBC | New | OLD SECOND BANCORP INC ILL | $11,808,000 | – | 820,000 | – | 0.78% | – |
| SBT | New | STERLING BANCORP INC | $11,657,000 | – | 872,500 | – | 0.77% | – |
| EVBN | New | EVANS BANCORP INC | $11,653,000 | – | 252,777 | – | 0.77% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $11,045,000 | – | 180,032 | – | 0.73% | – |
| ZIONZ | New | ZIONS BANCORPORATION*w exp 11/14/201 | $10,978,000 | – | 611,600 | – | 0.73% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $10,913,000 | – | 970,000 | – | 0.72% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $10,874,000 | – | 1,215,000 | – | 0.72% | – |
| SIFI | New | SI FINL GROUP INC MD | $10,826,000 | – | 733,963 | – | 0.72% | – |
| SIVB | New | SVB FINL GROUP | $10,829,000 | – | 37,500 | – | 0.72% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $10,736,000 | – | 350,063 | – | 0.71% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $10,719,000 | – | 72,100 | – | 0.71% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $10,558,000 | – | 171,780 | – | 0.70% | – |
| ESSA | New | ESSA BANCORP INC | $10,372,000 | – | 655,200 | – | 0.69% | – |
| QCRH | New | QCR HOLDINGS INC | $10,306,000 | – | 217,200 | – | 0.68% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $9,857,000 | – | 329,665 | – | 0.65% | – |
| QNBC | New | QNB Corporation | $9,607,000 | – | 205,935 | – | 0.64% | – |
| LBC | New | LUTHER BURBANK CORP | $9,415,000 | – | 818,300 | – | 0.62% | – |
| COF | New | CAPITAL ONE FINL CORP | $9,190,000 | – | 100,000 | – | 0.61% | – |
| HOPE | New | HOPE BANCORP INC | $9,187,000 | – | 515,280 | – | 0.61% | – |
| HMST | New | HOMESTREET INC | $9,164,000 | – | 340,027 | – | 0.61% | – |
| BMTC | New | BRYN MAWR BK CORP | $9,089,000 | – | 196,300 | – | 0.60% | – |
| HHC | New | HOWARD HUGHES CORP | $9,010,000 | – | 68,000 | – | 0.60% | – |
| FDEF | New | FIRST DEFIANCE FINL CORP | $8,986,000 | – | 134,000 | – | 0.60% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $8,892,000 | – | 226,262 | – | 0.59% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $8,843,000 | – | 45,000 | – | 0.58% | – |
| AIZ | New | ASSURANT INC | $8,538,000 | – | 82,500 | – | 0.56% | – |
| BAYK | New | Bay Banks of Virginia, Inc.not 13-f security | $8,481,000 | – | 869,829 | – | 0.56% | – |
| BLK | New | BLACKROCK INC | $8,384,000 | – | 16,800 | – | 0.56% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $8,315,000 | – | 37,700 | – | 0.55% | – |
| CIVBP | New | CIVISTA BANCSHARES INC6.50% pfd ser b | $8,238,000 | – | 115,700 | – | 0.54% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $8,121,000 | – | 174,084 | – | 0.54% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $7,987,000 | – | 503,886 | – | 0.53% | – |
| V | New | VISA INC | $7,947,000 | – | 60,000 | – | 0.53% | – |
| New | White River Bancshares Companypfd conv | $7,848,000 | – | 113,113 | – | 0.52% | – | |
| STT | New | STATE STR CORP | $7,717,000 | – | 82,900 | – | 0.51% | – |
| ALRS | New | Alerus Financial Corpnot 13-f security | $7,610,000 | – | 291,008 | – | 0.50% | – |
| PYPL | New | PAYPAL HLDGS INC | $7,586,000 | – | 91,100 | – | 0.50% | – |
| IROQ | New | IF BANCORP INC | $7,502,000 | – | 313,877 | – | 0.50% | – |
| PJT | New | PJT PARTNERS INC | $7,475,000 | – | 140,000 | – | 0.50% | – |
| New | Citizens Community Bancorp, Inc.pfd ser a | $7,445,000 | – | 58,461 | – | 0.49% | – | |
| BWB | New | BRIDGEWATER BANCSHARES INC | $7,356,000 | – | 578,328 | – | 0.49% | – |
| AXP | New | AMERICAN EXPRESS CO | $7,350,000 | – | 75,000 | – | 0.49% | – |
| SF | New | STIFEL FINL CORP | $7,315,000 | – | 140,000 | – | 0.48% | – |
| FMNB | New | FARMERS NATL BANC CORP | $7,307,000 | – | 458,100 | – | 0.48% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $7,087,000 | – | 155,000 | – | 0.47% | – |
| TBK | New | TRIUMPH BANCORP INC | $7,062,000 | – | 173,300 | – | 0.47% | – |
| LBAI | New | LAKELAND BANCORP INC | $7,046,000 | – | 354,952 | – | 0.47% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $7,038,000 | – | 195,772 | – | 0.47% | – |
| BKI | New | BLACK KNIGHT INC | $6,962,000 | – | 130,000 | – | 0.46% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $6,846,000 | – | 243,208 | – | 0.45% | – |
| BSIG | New | BRIGHTSPHERE INVESTMNT GRP P | $6,560,000 | – | 460,000 | – | 0.43% | – |
| ARES | New | ARES MGMT LP | $6,448,000 | – | 311,500 | – | 0.43% | – |
| AVBH | New | Avidbank Holdings, Inc. | $6,375,000 | – | 254,998 | – | 0.42% | – |
| PBSK | New | POAGE BANKSHARES INC | $6,344,000 | – | 322,696 | – | 0.42% | – |
| STBA | New | S & T BANCORP INC | $6,270,000 | – | 145,000 | – | 0.42% | – |
| GWB | New | GREAT WESTN BANCORP INC | $6,090,000 | – | 145,024 | – | 0.40% | – |
| STBZ | New | STATE BK FINL CORP | $6,012,000 | – | 180,000 | – | 0.40% | – |
| HTBK | New | HERITAGE COMMERCE CORP | $5,897,000 | – | 347,100 | – | 0.39% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $5,820,000 | – | 332,200 | – | 0.38% | – |
| JPMWS | New | JPMORGAN CHASE & CO*w exp 10/28/201 | $5,709,000 | – | 90,000 | – | 0.38% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $5,640,000 | – | 141,000 | – | 0.37% | – |
| EV | New | EATON VANCE CORP | $5,527,000 | – | 105,900 | – | 0.37% | – |
| STND | New | STANDARD AVB FINL CORP | $5,502,000 | – | 181,600 | – | 0.36% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $5,405,000 | – | 40,007 | – | 0.36% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $5,020,000 | – | 281,400 | – | 0.33% | – |
| VOYA | New | VOYA FINL INC | $4,940,000 | – | 105,100 | – | 0.33% | – |
| DHI | New | D R HORTON INC | $4,850,000 | – | 118,300 | – | 0.32% | – |
| BKU | New | BANKUNITED INC | $4,739,000 | – | 116,000 | – | 0.31% | – |
| MRBK | New | MERIDIAN BK PAOLI PA | $4,690,000 | – | 257,854 | – | 0.31% | – |
| FLIC | New | FIRST LONG IS CORP | $4,664,000 | – | 187,700 | – | 0.31% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $4,584,000 | – | 60,000 | – | 0.30% | – |
| ISTR | New | INVESTAR HLDG CORP | $4,424,000 | – | 160,000 | – | 0.29% | – |
| PBHC | New | PATHFINDER BANCORP INC MD | $4,418,000 | – | 276,661 | – | 0.29% | – |
| LM | New | LEGG MASON INC | $4,341,000 | – | 125,000 | – | 0.29% | – |
| STI | New | SUNTRUST BKS INC | $4,291,000 | – | 65,000 | – | 0.28% | – |
| New | HMN FINL INC*w $4.68 exp 12/23/2018 | $4,297,000 | – | 277,778 | – | 0.28% | – | |
| RBB | New | RBB BANCORP | $4,176,000 | – | 130,000 | – | 0.28% | – |
| OTTW | New | OTTAWA BANCORP INC | $4,167,000 | – | 300,200 | – | 0.28% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $4,119,000 | – | 45,011 | – | 0.27% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $4,014,000 | – | 161,198 | – | 0.27% | – |
| BUSE | New | FIRST BUSEY CORP | $3,965,000 | – | 125,000 | – | 0.26% | – |
| SBFG | New | SB FINL GROUP INC | $3,965,000 | – | 195,152 | – | 0.26% | – |
| SHBI | New | SHORE BANCSHARES INC | $3,756,000 | – | 197,500 | – | 0.25% | – |
| New | Mountain Commerce Bancorp, Inc.not 13-f security | $3,630,000 | – | 187,500 | – | 0.24% | – | |
| NTRS | New | NORTHERN TR CORP | $3,601,000 | – | 35,000 | – | 0.24% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $3,563,000 | – | 135,000 | – | 0.24% | – |
| EQFN | New | EQUITABLE FINL CORP NEW | $3,567,000 | – | 331,400 | – | 0.24% | – |
| PBBI | New | PB BANCORP INC | $3,517,000 | – | 309,854 | – | 0.23% | – |
| UBSH | New | UNION BANKSHARES CORP NEW | $3,499,000 | – | 90,000 | – | 0.23% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $3,428,000 | – | 8,500 | – | 0.23% | – |
| FULT | New | FULTON FINL CORP PA | $3,383,000 | – | 205,060 | – | 0.22% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $3,312,000 | – | 300,000 | – | 0.22% | – |
| OPBK | New | OP BANCORP | $3,170,000 | – | 249,200 | – | 0.21% | – |
| BHWB | New | Blackhawk Bancorp, Inc.not 13-f security | $3,142,000 | – | 107,797 | – | 0.21% | – |
| MBCQ | New | MB Bancorp, Inc. | $3,148,000 | – | 188,500 | – | 0.21% | – |
| FAIT | New | First American International Corp. | $3,096,000 | – | 54,070 | – | 0.20% | – |
| HBMD | New | HOWARD BANCORP INC | $3,082,000 | – | 171,200 | – | 0.20% | – |
| FBNC | New | FIRST BANCORP N C | $3,068,000 | – | 75,000 | – | 0.20% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $3,054,000 | – | 160,000 | – | 0.20% | – |
| BANF | New | BANCFIRST CORP | $3,055,000 | – | 51,600 | – | 0.20% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $3,012,000 | – | 189,461 | – | 0.20% | – |
| OMF | New | ONEMAIN HLDGS INC | $2,830,000 | – | 85,000 | – | 0.19% | – |
| AJSB | New | AJS Bancorp, Inc. | $2,799,000 | – | 199,192 | – | 0.18% | – |
| BOTJ | New | BANK OF THE ST JAMES FINL GP | $2,777,000 | – | 167,800 | – | 0.18% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $2,746,000 | – | 95,102 | – | 0.18% | – |
| NCOM | New | NATIONAL COMM CORP | $2,681,000 | – | 57,900 | – | 0.18% | – |
| MELR | New | MELROSE BANCORP INC | $2,537,000 | – | 129,132 | – | 0.17% | – |
| PLRM | New | Pilgrim Bancshares, Inc. | $2,434,000 | – | 120,800 | – | 0.16% | – |
| CFDB | New | Central Federal Bancshares, Inc.not 13-f security | $2,386,000 | – | 165,700 | – | 0.16% | – |
| CARO | New | CAROLINA FINL CORP NEW | $2,361,000 | – | 55,000 | – | 0.16% | – |
| HNNA | New | HENNESSY ADVISORS INC | $2,325,000 | – | 133,978 | – | 0.15% | – |
| FISI | New | FINANCIAL INSTNS INC | $2,268,000 | – | 68,940 | – | 0.15% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $2,247,000 | – | 70,000 | – | 0.15% | – |
| BSRR | New | SIERRA BANCORP | $2,207,000 | – | 78,160 | – | 0.15% | – |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $2,173,000 | – | 95,000 | – | 0.14% | – |
| HBK | New | HAMILTON BANCORP INC MD | $2,167,000 | – | 138,000 | – | 0.14% | – |
| BFC | New | Bank First National Corp.not 13-f security | $2,132,000 | – | 40,000 | – | 0.14% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $2,106,000 | – | 130,000 | – | 0.14% | – |
| GFED | New | GUARANTY FED BANCSHARES INC | $2,051,000 | – | 83,900 | – | 0.14% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $2,045,000 | – | 37,900 | – | 0.14% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $2,027,000 | – | 60,000 | – | 0.13% | – |
| HMNF | New | HMN FINL INC | $2,010,000 | – | 100,000 | – | 0.13% | – |
| SBFGP | New | SB FINL GROUP INC | $1,841,000 | – | 92,867 | – | 0.12% | – |
| GPMT | New | GRANITE PT MTG TR INC | $1,835,000 | – | 100,000 | – | 0.12% | – |
| PLBC | New | PLUMAS BANCORP | $1,825,000 | – | 64,700 | – | 0.12% | – |
| FAF | New | FIRST AMERN FINL CORP | $1,810,000 | – | 35,000 | – | 0.12% | – |
| STIWSA | New | SUNTRUST BKS INC*w exp 12/31/201 | $1,762,000 | – | 53,803 | – | 0.12% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $1,736,000 | – | 89,951 | – | 0.12% | – |
| TWO | New | TWO HBRS INVT CORP | $1,709,000 | – | 108,150 | – | 0.11% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $1,674,000 | – | 69,063 | – | 0.11% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $1,561,000 | – | 40,000 | – | 0.10% | – |
| HONE | New | HARBORONE BANCORP INC | $1,515,000 | – | 80,000 | – | 0.10% | – |
| FCCO | New | FIRST CMNTY CORP S C | $1,441,000 | – | 57,394 | – | 0.10% | – |
| CFST | New | Communities First Financial Corporationnot 13-f security | $1,443,000 | – | 62,592 | – | 0.10% | – |
| UBFO | New | UNITED SECURITY BANCSHARES C | $1,400,000 | – | 125,000 | – | 0.09% | – |
| PB | New | PROSPERITY BANCSHARES INC | $1,368,000 | – | 20,014 | – | 0.09% | – |
| SMMF | New | SUMMIT FINANCIAL GROUP INC | $1,326,000 | – | 49,400 | – | 0.09% | – |
| NWBB | New | New Bancorp, Inc. | $1,274,000 | – | 66,200 | – | 0.08% | – |
| SSB | New | SOUTH ST CORP | $1,265,000 | – | 14,671 | – | 0.08% | – |
| TRCB | New | TWO RIV BANCORP | $1,112,000 | – | 58,154 | – | 0.07% | – |
| WNEB | New | WESTERN NEW ENG BANCORP INC | $1,100,000 | – | 100,000 | – | 0.07% | – |
| BTHT | New | Best Hometown Bancorp, Inc.not 13-f security | $1,088,000 | – | 80,000 | – | 0.07% | – |
| SNNY | New | Sunnyside Bancorp, Inc. | $1,046,000 | – | 64,871 | – | 0.07% | – |
| BOCH | New | BANK COMM HLDGS | $1,020,000 | – | 80,000 | – | 0.07% | – |
| SUGR | New | Sugar Creek Financial Corporation | $975,000 | – | 77,375 | – | 0.06% | – |
| New | First IC Corporation | $975,000 | – | 90,686 | – | 0.06% | – | |
| FBK | New | FB FINL CORP | $963,000 | – | 23,650 | – | 0.06% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $954,000 | – | 25,000 | – | 0.06% | – |
| FFBW | New | FFBW INC | $887,000 | – | 80,000 | – | 0.06% | – |
| AROW | New | ARROW FINL CORP | $826,000 | – | 22,700 | – | 0.06% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $790,000 | – | 25,000 | – | 0.05% | – |
| WEIN | New | West End Indiana Bancshares, Inc. | $745,000 | – | 25,700 | – | 0.05% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $717,000 | – | 85,000 | – | 0.05% | – |
| BANR | New | BANNER CORP | $655,000 | – | 10,900 | – | 0.04% | – |
| CCNE | New | CNB FINL CORP PA | $651,000 | – | 21,650 | – | 0.04% | – |
| CWBC | New | COMMUNITY WEST BANCSHARES | $654,000 | – | 55,444 | – | 0.04% | – |
| MSL | New | MIDSOUTH BANCORP INC | $611,000 | – | 46,078 | – | 0.04% | – |
| HTH | New | HILLTOP HOLDINGS INC | $555,000 | – | 25,134 | – | 0.04% | – |
| CPKF | New | Chesapeake Financial Shares, Inc.not 13-f security | $543,000 | – | 19,086 | – | 0.04% | – |
| EWBC | New | EAST WEST BANCORP INC | $535,000 | – | 8,200 | – | 0.04% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $489,000 | – | 15,263 | – | 0.03% | – |
| HRGG | New | Heritage Nola Bancorp, Inc.not 13-f security | $437,000 | – | 35,000 | – | 0.03% | – |
| CLDB | New | Cortland Bancorpnot 13-f security | $427,000 | – | 17,896 | – | 0.03% | – |
| LMST | New | LIMESTONE BANCORP INC | $395,000 | – | 25,918 | – | 0.03% | – |
| CIZN | New | CITIZENS HLDG CO MISS | $246,000 | – | 10,348 | – | 0.02% | – |
| New | Pioneer Bancshares, Inc.not 13-f security | $123,000 | – | 4,028 | – | 0.01% | – | |
| FRME | New | FIRST MERCHANTS CORP | $3,000 | – | 67 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -300 | – | -0.00% | – |
| Exit | Pioneer Bancshares, Inc. | $0 | – | -4,028 | – | -0.01% | – | |
| BFC | Exit | Bank First National Corp. | $0 | – | -5,900 | – | -0.02% | – |
| CIZN | Exit | CITIZENS HLDG CO MISS | $0 | – | -10,441 | – | -0.02% | – |
| FOFN | Exit | Four Oaks Fincorp, Inc. | $0 | – | -12,896 | – | -0.02% | – |
| HIBE | Exit | Hibernia Bancorp, Inc. | $0 | – | -17,300 | – | -0.03% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -10,000 | – | -0.03% | – |
| UBSH | Exit | UNION BANKSHARES CORP NEW | $0 | – | -10,000 | – | -0.03% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -8,609 | – | -0.03% | – |
| ACBI | Exit | ATLANTIC CAP BANCSHARES INC | $0 | – | -20,524 | – | -0.03% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -17,000 | – | -0.03% | – |
| MDNB | Exit | Minden Bancorp, Inc. | $0 | – | -14,900 | – | -0.03% | – |
| PBNC | Exit | PARAGON COML CORP | $0 | – | -7,000 | – | -0.03% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -12,300 | – | -0.04% | – |
| NJCB | Exit | New Jersey Community Bank | $0 | – | -160,488 | – | -0.04% | – |
| ATLO | Exit | AMES NATL CORP | $0 | – | -19,232 | – | -0.05% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -15,000 | – | -0.05% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -21,100 | – | -0.05% | – |
| WLFC | Exit | WILLIS LEASE FINANCE CORP | $0 | – | -25,000 | – | -0.05% | – |
| WEIN | Exit | West End Indiana Bancshares, Inc. | $0 | – | -22,800 | – | -0.06% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -40,100 | – | -0.06% | – |
| SMMF | Exit | SUMMIT FINANCIAL GROUP INC | $0 | – | -27,100 | – | -0.06% | – |
| OLBK | Exit | OLD LINE BANCSHARES INC | $0 | – | -26,700 | – | -0.06% | – |
| CFST | Exit | Communities First Financial Corporation | $0 | – | -46,800 | – | -0.07% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -35,000 | – | -0.07% | – |
| BCTF | Exit | BANCORP 34 INC | $0 | – | -61,906 | – | -0.07% | – |
| FMNB | Exit | FARMERS NATL BANC CORP | $0 | – | -61,400 | – | -0.08% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -100,000 | – | -0.08% | – |
| SUGR | Exit | Sugar Creek Financial Corporation | $0 | – | -78,575 | – | -0.08% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -24,200 | – | -0.08% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -20,000 | – | -0.08% | – |
| SNNY | Exit | Sunnyside Bancorp, Inc. | $0 | – | -64,871 | – | -0.09% | – |
| NWBB | Exit | New Bancorp, Inc. | $0 | – | -66,200 | – | -0.09% | – |
| Exit | First IC Corporation | $0 | – | -124,597 | – | -0.10% | – | |
| PLBC | Exit | PLUMAS BANCORP | $0 | – | -55,000 | – | -0.10% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -45,000 | – | -0.10% | – |
| STIWSA | Exit | SUNTRUST BKS INC*w exp 12/31/201 | $0 | – | -46,400 | – | -0.10% | – |
| JXSB | Exit | JACKSONVILLE BANCORP INC MD | $0 | – | -40,869 | – | -0.11% | – |
| SBFGP | Exit | SB FINL GROUP INC | $0 | – | -80,000 | – | -0.11% | – |
| PNCWS | Exit | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $0 | – | -20,300 | – | -0.12% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -35,000 | – | -0.12% | – |
| CFCO | Exit | CF CORP | $0 | – | -126,500 | – | -0.12% | – |
| SSNF | Exit | Sunshine Financial Inc. | $0 | – | -66,000 | – | -0.13% | – |
| UBFO | Exit | UNITED SECURITY BANCSHARES C | $0 | – | -160,000 | – | -0.13% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -65,800 | – | -0.13% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -200,000 | – | -0.15% | – |
| GFED | Exit | GUARANTY FED BANCSHARES INC | $0 | – | -83,900 | – | -0.15% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -45,000 | – | -0.15% | – |
| OVLY | Exit | OAK VALLEY BANCORP OAKDALE C | $0 | – | -107,200 | – | -0.15% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -70,000 | – | -0.16% | – |
| CMA | Exit | COMERICA INCcall | $0 | – | -25,000 | – | -0.16% | – |
| HNNA | Exit | HENNESSY ADVISORS INC | $0 | – | -127,000 | – | -0.17% | – |
| HBK | Exit | HAMILTON BANCORP INC MD | $0 | – | -140,882 | – | -0.18% | – |
| AMBZ | Exit | American Business Bank | $0 | – | -54,250 | – | -0.18% | – |
| SBCP | Exit | SUNSHINE BANCORP INC | $0 | – | -89,800 | – | -0.18% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -171,182 | – | -0.18% | – |
| ESQ | Exit | ESQUIRE FINL HLDGS INC | $0 | – | -134,935 | – | -0.19% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -58,379 | – | -0.19% | – |
| Exit | Mountain Commerce Bancorp, Inc. | $0 | – | -187,500 | – | -0.19% | – | |
| HMNF | Exit | HMN FINL INC | $0 | – | -128,684 | – | -0.20% | – |
| CFDB | Exit | Central Federal Bancshares, Inc. | $0 | – | -166,200 | – | -0.20% | – |
| PLRM | Exit | Pilgrim Bancshares, Inc. | $0 | – | -120,800 | – | -0.20% | – |
| BBT | Exit | BB&T CORP | $0 | – | -50,000 | – | -0.20% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -10,000 | – | -0.20% | – |
| BHWB | Exit | Blackhawk Bancorp, Inc. | $0 | – | -107,797 | – | -0.20% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -108,094 | – | -0.21% | – |
| BOTJ | Exit | BANK OF THE ST JAMES FINL GP | $0 | – | -167,800 | – | -0.21% | – |
| FSBK | Exit | FIRST SOUTH BANCORP INC VA | $0 | – | -132,471 | – | -0.21% | – |
| MELR | Exit | MELROSE BANCORP INC | $0 | – | -129,132 | – | -0.22% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -95,000 | – | -0.22% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -40,000 | – | -0.22% | – |
| CWBC | Exit | COMMUNITY WEST BANCSHARES | $0 | – | -257,044 | – | -0.23% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -116,300 | – | -0.23% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -152,000 | – | -0.23% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -113,200 | – | -0.23% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -111,900 | – | -0.24% | – |
| AJSB | Exit | AJS Bancorp, Inc. | $0 | – | -199,192 | – | -0.24% | – |
| MBCQ | Exit | MB Bancorp, Inc. | $0 | – | -188,500 | – | -0.25% | – |
| TRCB | Exit | TWO RIV BANCORP | $0 | – | -148,533 | – | -0.25% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -115,000 | – | -0.26% | – |
| QNBC | Exit | QNB Corporation | $0 | – | -75,100 | – | -0.26% | – |
| PSTB | Exit | PARK STERLING CORP | $0 | – | -249,500 | – | -0.26% | – |
| PBBI | Exit | PB BANCORP INC | $0 | – | -301,430 | – | -0.27% | – |
| EQFN | Exit | EQUITABLE FINL CORP NEW | $0 | – | -314,175 | – | -0.28% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -160,269 | – | -0.28% | – |
| HWC | Exit | HANCOCK HLDG CO | $0 | – | -67,700 | – | -0.28% | – |
| WNEB | Exit | WESTERN NEW ENG BANCORP INC | $0 | – | -310,000 | – | -0.29% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -165,700 | – | -0.29% | – |
| Exit | OM ASSET MGMT PLC | $0 | – | -228,200 | – | -0.29% | – | |
| NCOM | Exit | NATIONAL COMM CORP | $0 | – | -80,000 | – | -0.29% | – |
| FSBW | Exit | FS BANCORP INC | $0 | – | -70,000 | – | -0.31% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -62,900 | – | -0.31% | – |
| Exit | HMN FINL INC*w $4.68 exp 12/23/2018 | $0 | – | -277,778 | – | -0.32% | – | |
| WFBI | Exit | WASHINGTONFIRST BANKSHARES I | $0 | – | -105,285 | – | -0.32% | – |
| OTTW | Exit | OTTAWA BANCORP INC | $0 | – | -269,685 | – | -0.32% | – |
| RVSB | Exit | RIVERVIEW BANCORP INC | $0 | – | -449,834 | – | -0.32% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -280,000 | – | -0.33% | – |
| HBMD | Exit | HOWARD BANCORP INC | $0 | – | -183,900 | – | -0.33% | – |
| PBHC | Exit | PATHFINDER BANCORP INC MD | $0 | – | -253,961 | – | -0.33% | – |
| Exit | White River Bancshares Company | $0 | – | -68,000 | – | -0.34% | – | |
| XBKS | Exit | XENITH BANKSHARES INC NEW | $0 | – | -125,000 | – | -0.35% | – |
| ALRS | Exit | Alerus Financial Corp | $0 | – | -200,700 | – | -0.35% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -45,000 | – | -0.35% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -116,507 | – | -0.36% | – |
| Exit | FNB CORP PA*w $3.116 exp 1/30/2019 | $0 | – | -392,475 | – | -0.37% | – | |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -200,000 | – | -0.37% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -92,650 | – | -0.37% | – |
| OSBC | Exit | OLD SECOND BANCORP INC ILL | $0 | – | -335,000 | – | -0.39% | – |
| FDEF | Exit | FIRST DEFIANCE FINL CORP | $0 | – | -86,200 | – | -0.39% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -330,000 | – | -0.40% | – |
| BAYK | Exit | Bay Banks of Virginia, Inc. | $0 | – | -869,829 | – | -0.40% | – |
| AVBH | Exit | Avidbank Holdings, Inc. | $0 | – | -254,998 | – | -0.40% | – |
| FAIT | Exit | First American International Corp. | $0 | – | -168,880 | – | -0.42% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -82,600 | – | -0.42% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -35,000 | – | -0.42% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -255,000 | – | -0.42% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -115,000 | – | -0.43% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -95,000 | – | -0.43% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -129,837 | – | -0.44% | – |
| STND | Exit | Standard AVB Financial Corp. | $0 | – | -181,600 | – | -0.46% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -57,500 | – | -0.46% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -153,300 | – | -0.47% | – |
| PBSK | Exit | POAGE BANKSHARES INC | $0 | – | -308,005 | – | -0.48% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -410,000 | – | -0.48% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -163,073 | – | -0.49% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -121,000 | – | -0.49% | – |
| UCBA | Exit | UNITED CMNTY BANCORP IND | $0 | – | -296,886 | – | -0.49% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -158,200 | – | -0.50% | – |
| EQBK | Exit | EQUITY BANCSHARES INC | $0 | – | -169,000 | – | -0.52% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -190,000 | – | -0.52% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -32,600 | – | -0.52% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -462,200 | – | -0.54% | – |
| V | Exit | VISA INC | $0 | – | -60,300 | – | -0.54% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -145,000 | – | -0.54% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -389,658 | – | -0.55% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -260,000 | – | -0.56% | – |
| FBK | Exit | FB FINL CORP | $0 | – | -174,735 | – | -0.56% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -345,000 | – | -0.57% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -657,100 | – | -0.57% | – |
| AMRB | Exit | AMERICAN RIVER BANKSHARES | $0 | – | -498,813 | – | -0.59% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -252,837 | – | -0.59% | – |
| ICFI | Exit | ICF INTL INC | $0 | – | -130,000 | – | -0.60% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -109,600 | – | -0.60% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -161,000 | – | -0.60% | – |
| UVSP | Exit | UNIVEST CORP PA | $0 | – | -225,101 | – | -0.62% | – |
| WBKC | Exit | WOLVERINE BANCORP INC | $0 | – | -175,000 | – | -0.64% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -30,000 | – | -0.65% | – |
| JPMWS | Exit | JPMORGAN CHASE & CO*w exp 10/28/201 | $0 | – | -143,000 | – | -0.66% | – |
| CIVBP | Exit | CIVISTA BANCSHARES INC6.50% pfd ser b | $0 | – | -115,700 | – | -0.66% | – |
| PJT | Exit | PJT PARTNERS INC | $0 | – | -204,292 | – | -0.67% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -186,806 | – | -0.68% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -508,290 | – | -0.68% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -237,300 | – | -0.69% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -314,291 | – | -0.69% | – |
| CWAY | Exit | COASTWAY BANCORP INC | $0 | – | -410,000 | – | -0.70% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -271,325 | – | -0.70% | – |
| FNFV | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -488,089 | – | -0.72% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -466,200 | – | -0.73% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -375,300 | – | -0.74% | – |
| MSFG | Exit | MAINSOURCE FINANCIAL GP INC | $0 | – | -250,000 | – | -0.77% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -550,000 | – | -0.77% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -260,500 | – | -0.78% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -998,582 | – | -0.79% | – |
| SNBC | Exit | SUN BANCORP INC | $0 | – | -378,200 | – | -0.80% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -114,200 | – | -0.83% | – |
| EVBN | Exit | EVANS BANCORP INC | $0 | – | -237,100 | – | -0.88% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -181,500 | – | -0.94% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -455,000 | – | -0.94% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -117,300 | – | -0.95% | – |
| SIFI | Exit | SI FINL GROUP INC MD | $0 | – | -748,437 | – | -0.96% | – |
| SBCF | Exit | SEACOAST BKG CORP FLA | $0 | – | -470,000 | – | -0.96% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -171,900 | – | -0.97% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -215,000 | – | -0.98% | – |
| UCFC | Exit | UNITED CMNTY FINL CORP OHIO | $0 | – | -1,190,959 | – | -0.98% | – |
| CVLY | Exit | CODORUS VY BANCORP INC | $0 | – | -400,540 | – | -1.05% | – |
| CNBKA | Exit | CENTURY BANCORP INC MASScl a non vtg | $0 | – | -160,000 | – | -1.10% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -68,400 | – | -1.11% | – |
| STBZ | Exit | STATE BK FINL CORP | $0 | – | -456,716 | – | -1.12% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -1,110,000 | – | -1.33% | – |
| CMA | Exit | COMERICA INC | $0 | – | -205,900 | – | -1.34% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -345,500 | – | -1.35% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -430,000 | – | -1.35% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -760,000 | – | -1.35% | – |
| ZIONZ | Exit | ZIONS BANCORPORATION*w exp 11/14/201 | $0 | – | -1,376,700 | – | -1.37% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -1,090,000 | – | -1.42% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -587,000 | – | -1.44% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -409,500 | – | -1.58% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -404,000 | – | -1.59% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -237,500 | – | -1.67% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -884,260 | – | -1.72% | – |
| CSFL | Exit | CENTERSTATE BK CORP | $0 | – | -760,500 | – | -1.75% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -424,600 | – | -1.75% | – |
| C | Exit | CITIGROUP INC | $0 | – | -285,000 | – | -1.78% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -357,000 | – | -1.83% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -865,400 | – | -1.88% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -477,400 | – | -1.93% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -883,000 | – | -2.12% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,426,200 | – | -2.30% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -581,101 | – | -2.39% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABCB | Buy | AMERIS BANCORP | $27,893,000 | +3.5% | 581,101 | +4.0% | 2.39% | -6.9% |
| KEY | Buy | KEYCORP NEW | $26,841,000 | +14.6% | 1,426,200 | +14.2% | 2.30% | +3.1% |
| FITB | Buy | FIFTH THIRD BANCORP | $24,706,000 | +13.3% | 883,000 | +5.1% | 2.12% | +1.9% |
| ZION | Sell | ZIONS BANCORPORATION | $22,524,000 | -15.9% | 477,400 | -21.7% | 1.93% | -24.3% |
| BAC | Buy | BANK AMER CORP | $21,929,000 | +57.2% | 865,400 | +50.5% | 1.88% | +41.4% |
| STI | Buy | SUNTRUST BKS INC | $21,338,000 | +66.0% | 357,000 | +57.5% | 1.83% | +49.2% |
| C | Sell | CITIGROUP INC | $20,731,000 | -14.0% | 285,000 | -20.9% | 1.78% | -22.7% |
| MS | Sell | MORGAN STANLEY | $20,453,000 | -13.0% | 424,600 | -19.5% | 1.75% | -21.7% |
| CSFL | Buy | CENTERSTATE BK CORP | $20,381,000 | +23.5% | 760,500 | +14.5% | 1.75% | +11.1% |
| IBCP | Buy | INDEPENDENT BANK CORP MICH | $20,028,000 | +14.0% | 884,260 | +9.4% | 1.72% | +2.5% |
| IBKC | Buy | IBERIABANK CORP | $19,511,000 | +19.7% | 237,500 | +18.8% | 1.67% | +7.6% |
| SNV | Buy | SYNOVUS FINL CORP | $18,608,000 | +68.2% | 404,000 | +61.6% | 1.59% | +51.2% |
| LENB | Buy | LENNAR CORPcl b | $18,460,000 | +24.2% | 409,500 | +23.9% | 1.58% | +11.7% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $16,753,000 | +69.3% | 587,000 | +64.9% | 1.44% | +52.2% |
| RF | Buy | REGIONS FINL CORP NEW | $16,601,000 | +32.7% | 1,090,000 | +27.6% | 1.42% | +19.4% |
| ZIONZ | Sell | ZIONS BANCORPORATION*w exp 11/14/201 | $15,983,000 | +16.0% | 1,376,700 | -7.5% | 1.37% | +4.3% |
| BANC | Buy | BANC OF CALIFORNIA INC | $15,770,000 | +162.0% | 760,000 | +171.4% | 1.35% | +135.8% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $15,755,000 | +17.6% | 430,000 | +9.4% | 1.35% | +5.7% |
| QCRH | Buy | QCR HOLDINGS INC | $15,720,000 | +3.6% | 345,500 | +8.0% | 1.35% | -6.8% |
| CMA | Sell | COMERICA INC | $15,702,000 | +0.9% | 205,900 | -3.1% | 1.34% | -9.3% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $15,496,000 | – | 1,110,000 | – | 1.33% | – |
| STBZ | Sell | STATE BK FINL CORP | $13,085,000 | -9.5% | 456,716 | -14.3% | 1.12% | -18.6% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $12,984,000 | +4.4% | 68,400 | -8.8% | 1.11% | -6.2% |
| CNBKA | Sell | CENTURY BANCORP INC MASScl a non vtg | $12,816,000 | -25.3% | 160,000 | -40.7% | 1.10% | -32.8% |
| CVLY | Buy | CODORUS VY BANCORP INC | $12,301,000 | +24.9% | 400,540 | +15.5% | 1.05% | +12.4% |
| UCFC | Sell | UNITED CMNTY FINL CORP OHIO | $11,433,000 | +10.4% | 1,190,959 | -4.5% | 0.98% | -0.8% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $11,412,000 | +231.4% | 215,000 | +207.1% | 0.98% | +198.2% |
| PB | Buy | PROSPERITY BANCSHARES INC | $11,299,000 | +102.4% | 171,900 | +97.8% | 0.97% | +82.0% |
| SBCF | Buy | SEACOAST BKG CORP FLA | $11,228,000 | +4.3% | 470,000 | +5.3% | 0.96% | -6.1% |
| SIFI | Sell | SI FINL GROUP INC MD | $11,189,000 | -7.2% | 748,437 | -0.0% | 0.96% | -16.5% |
| CFR | Sell | CULLEN FROST BANKERS INC | $11,134,000 | -22.1% | 117,300 | -22.9% | 0.95% | -30.0% |
| ASB | Buy | ASSOCIATED BANC CORP | $11,034,000 | +573.6% | 455,000 | +600.0% | 0.94% | +505.8% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $10,954,000 | -0.7% | 181,500 | -12.1% | 0.94% | -10.8% |
| EVBN | Buy | EVANS BANCORP INC | $10,243,000 | +10.3% | 237,100 | +2.0% | 0.88% | -0.8% |
| COF | Buy | CAPITAL ONE FINL CORP | $9,668,000 | +23.2% | 114,200 | +20.2% | 0.83% | +10.7% |
| SNBC | Sell | SUN BANCORP INC | $9,398,000 | -41.4% | 378,200 | -41.9% | 0.80% | -47.4% |
| ESXB | Buy | COMMUNITY BANKERS TR CORP | $9,187,000 | +12.3% | 998,582 | +0.7% | 0.79% | +1.0% |
| IVZ | Buy | INVESCO LTD | $9,128,000 | +20.9% | 260,500 | +21.4% | 0.78% | +8.8% |
| ARCC | Buy | ARES CAP CORP | $9,015,000 | +32.3% | 550,000 | +32.2% | 0.77% | +19.0% |
| MSFG | Sell | MAINSOURCE FINANCIAL GP INC | $8,965,000 | -16.6% | 250,000 | -22.1% | 0.77% | -25.0% |
| RBB | New | RBB BANCORP | $8,591,000 | – | 375,300 | – | 0.74% | – |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $8,527,000 | -1.4% | 466,200 | -10.0% | 0.73% | -11.3% |
| FNFV | Buy | FIDELITY NATIONAL FINANCIAL | $8,371,000 | +53.6% | 488,089 | +41.5% | 0.72% | +38.2% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $8,180,000 | +8.5% | 271,325 | -0.6% | 0.70% | -2.4% |
| CWAY | Sell | COASTWAY BANCORP INC | $8,139,000 | -7.7% | 410,000 | -4.7% | 0.70% | -17.0% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $8,062,000 | +13.6% | 314,291 | +8.0% | 0.69% | +2.2% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $8,011,000 | +9.5% | 237,300 | +10.0% | 0.69% | -1.6% |
| ESSA | Buy | ESSA BANCORP INC | $7,980,000 | +7.2% | 508,290 | +0.5% | 0.68% | -3.5% |
| EFSC | Buy | ENTERPRISE FINL SVCS CORP | $7,911,000 | +96.5% | 186,806 | +89.4% | 0.68% | +77.0% |
| PJT | Buy | PJT PARTNERS INC | $7,826,000 | +371.7% | 204,292 | +395.4% | 0.67% | +324.1% |
| JPMWS | Buy | JPMORGAN CHASE & CO*w exp 10/28/201 | $7,731,000 | +10.3% | 143,000 | +2.6% | 0.66% | -0.9% |
| SPY | New | SPDR S&P 500 ETF TRput | $7,537,000 | – | 30,000 | – | 0.65% | – |
| WBKC | Buy | WOLVERINE BANCORP INC | $7,525,000 | +10.3% | 175,000 | +2.9% | 0.64% | -0.8% |
| UVSP | Buy | UNIVEST CORP PA | $7,203,000 | +10.4% | 225,101 | +3.3% | 0.62% | -0.8% |
| SCHW | New | SCHWAB CHARLES CORP NEW | $7,042,000 | – | 161,000 | – | 0.60% | – |
| PYPL | Buy | PAYPAL HLDGS INC | $7,018,000 | +335.9% | 109,600 | +265.3% | 0.60% | +292.8% |
| ICFI | New | ICF INTL INC | $7,014,000 | – | 130,000 | – | 0.60% | – |
| CCNE | Sell | CNB FINL CORP PA | $6,908,000 | +2.3% | 252,837 | -10.2% | 0.59% | -7.9% |
| AMRB | Buy | AMERICAN RIVER BANKSHARES | $6,904,000 | +17.8% | 498,813 | +23.5% | 0.59% | +5.9% |
| TWO | New | TWO HBRS INVT CORP | $6,624,000 | – | 657,100 | – | 0.57% | – |
| FHN | Buy | FIRST HORIZON NATL CORP | $6,607,000 | +49.3% | 345,000 | +35.8% | 0.57% | +34.1% |
| FBK | Sell | FB FINL CORP | $6,591,000 | -57.4% | 174,735 | -61.2% | 0.56% | -61.7% |
| HOMB | New | HOME BANCSHARES INC | $6,557,000 | – | 260,000 | – | 0.56% | – |
| V | Sell | VISA INC | $6,346,000 | -11.5% | 60,300 | -21.2% | 0.54% | -20.4% |
| BMTC | Buy | BRYN MAWR BK CORP | $6,351,000 | +36.8% | 145,000 | +32.8% | 0.54% | +23.1% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $6,304,000 | +19.9% | 462,200 | +17.5% | 0.54% | +7.8% |
| SIVB | Sell | SVB FINL GROUP | $6,099,000 | -54.3% | 32,600 | -57.1% | 0.52% | -59.0% |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $6,019,000 | – | 190,000 | – | 0.52% | – |
| EQBK | Sell | EQUITY BANCSHARES INC | $6,013,000 | -21.5% | 169,000 | -32.4% | 0.52% | -29.5% |
| CAA | New | CALATLANTIC GROUP INC | $5,795,000 | – | 158,200 | – | 0.50% | – |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $5,743,000 | +3.2% | 121,000 | -2.5% | 0.49% | -7.2% |
| TPH | New | TRI POINTE GROUP INC | $5,662,000 | – | 410,000 | – | 0.48% | – |
| PBSK | Buy | POAGE BANKSHARES INC | $5,575,000 | +8.2% | 308,005 | +13.9% | 0.48% | -2.6% |
| BKU | Buy | BANKUNITED INC | $5,453,000 | +7.8% | 153,300 | +2.2% | 0.47% | -3.1% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $5,370,000 | -42.0% | 57,500 | -47.0% | 0.46% | -47.9% |
| STND | Sell | Standard AVB Financial Corp. | $5,357,000 | -10.3% | 181,600 | -14.1% | 0.46% | -19.3% |
| STBA | Buy | S & T BANCORP INC | $5,139,000 | +14.6% | 129,837 | +3.9% | 0.44% | +3.0% |
| BK | New | BANK NEW YORK MELLON CORP | $5,037,000 | – | 95,000 | – | 0.43% | – |
| ETFC | Sell | E TRADE FINANCIAL CORP | $5,015,000 | -32.7% | 115,000 | -41.3% | 0.43% | -39.4% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $4,942,000 | +105.5% | 35,000 | +76.8% | 0.42% | +84.7% |
| EWBC | Sell | EAST WEST BANCORP INC | $4,938,000 | +0.6% | 82,600 | -1.4% | 0.42% | -9.6% |
| AVBH | Buy | Avidbank Holdings, Inc. | $4,693,000 | +87.8% | 254,998 | +100.6% | 0.40% | +68.9% |
| BAYK | Buy | Bay Banks of Virginia, Inc. | $4,679,000 | +2.4% | 869,829 | +77.0% | 0.40% | -7.8% |
| FNB | Buy | FNB CORP PA | $4,630,000 | +367.2% | 330,000 | +371.4% | 0.40% | +322.3% |
| FDEF | Buy | FIRST DEFIANCE FINL CORP | $4,525,000 | +96.1% | 86,200 | +96.8% | 0.39% | +76.4% |
| OSBC | Sell | OLD SECOND BANCORP INC ILL | $4,506,000 | +4.0% | 335,000 | -10.7% | 0.39% | -6.5% |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $4,308,000 | +9.9% | 92,650 | +3.4% | 0.37% | -1.1% |
| DCOM | Sell | DIME CMNTY BANCSHARES | $4,300,000 | -0.3% | 200,000 | -9.1% | 0.37% | -10.5% |
| SMBC | Sell | SOUTHERN MO BANCORP INC | $4,251,000 | -12.1% | 116,507 | -22.3% | 0.36% | -21.0% |
| NTRS | New | NORTHERN TR CORP | $4,137,000 | – | 45,000 | – | 0.35% | – |
| ALRS | Buy | Alerus Financial Corp | $4,094,000 | +2010.3% | 200,700 | +1887.1% | 0.35% | +1850.0% |
| HBMD | Buy | HOWARD BANCORP INC | $3,844,000 | +14.6% | 183,900 | +5.5% | 0.33% | +2.8% |
| FPH | New | FIVE POINT HOLDINGS LLC | $3,819,000 | – | 280,000 | – | 0.33% | – |
| RVSB | Sell | RIVERVIEW BANCORP INC | $3,779,000 | +11.8% | 449,834 | -11.6% | 0.32% | +0.6% |
| OTTW | Buy | OTTAWA BANCORP INC | $3,770,000 | +15.1% | 269,685 | +13.4% | 0.32% | +3.5% |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $3,642,000 | – | 62,900 | – | 0.31% | – |
| FSBW | New | FS BANCORP INC | $3,616,000 | – | 70,000 | – | 0.31% | – |
| NCOM | Sell | NATIONAL COMM CORP | $3,424,000 | -45.9% | 80,000 | -50.0% | 0.29% | -51.4% |
| Buy | OM ASSET MGMT PLC | $3,405,000 | +43.2% | 228,200 | +42.6% | 0.29% | +28.6% | |
| LBAI | Sell | LAKELAND BANCORP INC | $3,380,000 | -10.3% | 165,700 | -17.1% | 0.29% | -19.2% |
| WNEB | Sell | WESTERN NEW ENG BANCORP INC | $3,379,000 | +1.5% | 310,000 | -5.5% | 0.29% | -8.8% |
| HWC | New | HANCOCK HLDG CO | $3,280,000 | – | 67,700 | – | 0.28% | – |
| FCCO | Sell | FIRST CMNTY CORP S C | $3,278,000 | -2.7% | 160,269 | -0.1% | 0.28% | -12.5% |
| EQFN | Buy | EQUITABLE FINL CORP NEW | $3,252,000 | +2.5% | 314,175 | +1.4% | 0.28% | -7.6% |
| PSTB | Buy | PARK STERLING CORP | $3,099,000 | +174.5% | 249,500 | +162.6% | 0.26% | +145.4% |
| QNBC | Buy | QNB Corporation | $3,045,000 | +10.9% | 75,100 | +10.3% | 0.26% | -0.4% |
| HTH | New | HILLTOP HOLDINGS INC | $2,990,000 | – | 115,000 | – | 0.26% | – |
| AJSB | Buy | AJS Bancorp, Inc. | $2,799,000 | +1.3% | 199,192 | +5.4% | 0.24% | -8.7% |
| CNOB | Buy | CONNECTONE BANCORP INC NEW | $2,753,000 | +122.0% | 111,900 | +103.5% | 0.24% | +100.0% |
| ISTR | Buy | INVESTAR HLDG CORP | $2,728,000 | +25.8% | 113,200 | +19.5% | 0.23% | +13.0% |
| HOPE | Buy | HOPE BANCORP INC | $2,692,000 | +6.9% | 152,000 | +12.6% | 0.23% | -3.8% |
| WLH | New | LYON WILLIAM HOMEScl a new | $2,674,000 | – | 116,300 | – | 0.23% | – |
| DFS | Sell | DISCOVER FINL SVCS | $2,579,000 | -56.3% | 40,000 | -57.9% | 0.22% | -60.7% |
| MELR | Sell | MELROSE BANCORP INC | $2,568,000 | -8.4% | 129,132 | -17.5% | 0.22% | -17.6% |
| HMST | New | HOMESTREET INC | $2,565,000 | – | 95,000 | – | 0.22% | – |
| BOTJ | Buy | BANK OF THE ST JAMES FINL GP | $2,433,000 | -2.8% | 167,800 | +0.3% | 0.21% | -12.6% |
| CIVB | Sell | CIVISTA BANCSHARES INC | $2,415,000 | -14.5% | 108,094 | -20.1% | 0.21% | -23.0% |
| BHWB | Sell | Blackhawk Bancorp, Inc. | $2,378,000 | -26.5% | 107,797 | -31.3% | 0.20% | -33.8% |
| GS | New | GOLDMAN SACHS GROUP INC | $2,372,000 | – | 10,000 | – | 0.20% | – |
| BBT | New | BB&T CORP | $2,347,000 | – | 50,000 | – | 0.20% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $2,204,000 | – | 58,379 | – | 0.19% | – |
| ESQ | New | ESQUIRE FINL HLDGS INC | $2,171,000 | – | 134,935 | – | 0.19% | – |
| NMIH | Sell | NMI HLDGS INCcl a | $2,123,000 | -48.9% | 171,182 | -52.9% | 0.18% | -54.0% |
| SBCP | Sell | SUNSHINE BANCORP INC | $2,087,000 | +8.8% | 89,800 | -0.2% | 0.18% | -2.2% |
| AMBZ | Buy | American Business Bank | $2,072,000 | +9.6% | 54,250 | +20.6% | 0.18% | -1.1% |
| HBK | Sell | HAMILTON BANCORP INC MD | $2,071,000 | -2.0% | 140,882 | -0.0% | 0.18% | -11.9% |
| HNNA | Buy | HENNESSY ADVISORS INC | $1,961,000 | +25.5% | 127,000 | +23.4% | 0.17% | +12.8% |
| FFBC | Buy | FIRST FINL BANCORP OH | $1,831,000 | +63.6% | 70,000 | +73.3% | 0.16% | +46.7% |
| DHI | Sell | D R HORTON INC | $1,797,000 | -74.0% | 45,000 | -77.5% | 0.15% | -76.6% |
| OVLY | Buy | OAK VALLEY BANCORP OAKDALE C | $1,800,000 | +31.9% | 107,200 | +9.1% | 0.15% | +18.5% |
| CYS | New | CYS INVTS INC | $1,728,000 | – | 200,000 | – | 0.15% | – |
| FMBI | Buy | FIRST MIDWEST BANCORP DEL | $1,541,000 | +1000.7% | 65,800 | +996.7% | 0.13% | +915.4% |
| UBFO | Sell | UNITED SECURITY BANCSHARES C | $1,520,000 | -8.7% | 160,000 | -11.1% | 0.13% | -18.2% |
| CFCO | New | CF CORP | $1,417,000 | – | 126,500 | – | 0.12% | – |
| LTXB | New | LEGACY TEX FINL GROUP INC | $1,397,000 | – | 35,000 | – | 0.12% | – |
| PNCWS | Buy | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $1,367,000 | +18.6% | 20,300 | +1.5% | 0.12% | +6.4% |
| STIWSA | Buy | SUNTRUST BKS INC*w exp 12/31/201 | $1,220,000 | +54.8% | 46,400 | +25.4% | 0.10% | +40.0% |
| XLF | New | SELECT SECTOR SPDR TRput | $1,164,000 | – | 45,000 | – | 0.10% | – |
| PLBC | Buy | PLUMAS BANCORP | $1,150,000 | +38.7% | 55,000 | +41.3% | 0.10% | +25.3% |
| Sell | First IC Corporation | $1,146,000 | -0.5% | 124,597 | -10.7% | 0.10% | -10.9% | |
| EV | New | EATON VANCE CORP | $987,000 | – | 20,000 | – | 0.08% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $997,000 | – | 24,200 | – | 0.08% | – |
| SUGR | Sell | Sugar Creek Financial Corporation | $966,000 | -17.4% | 78,575 | -6.0% | 0.08% | -25.2% |
| EZPW | New | EZCORP INCcl a non vtg | $950,000 | – | 100,000 | – | 0.08% | – |
| FMNB | Buy | FARMERS NATL BANC CORP | $924,000 | +6.2% | 61,400 | +2.3% | 0.08% | -4.8% |
| STL | New | STERLING BANCORP DEL | $863,000 | – | 35,000 | – | 0.07% | – |
| CFST | Buy | Communities First Financial Corporation | $824,000 | +381.9% | 46,800 | +311.3% | 0.07% | +343.8% |
| OLBK | Buy | OLD LINE BANCSHARES INC | $748,000 | +32.6% | 26,700 | +33.5% | 0.06% | +18.5% |
| SMMF | New | SUMMIT FINANCIAL GROUP INC | $695,000 | – | 27,100 | – | 0.06% | – |
| SHBI | New | SHORE BANCSHARES INC | $668,000 | – | 40,100 | – | 0.06% | – |
| FISI | New | FINANCIAL INSTNS INC | $608,000 | – | 21,100 | – | 0.05% | – |
| LM | Sell | LEGG MASON INC | $590,000 | -22.0% | 15,000 | -24.2% | 0.05% | -29.2% |
| ATLO | New | AMES NATL CORP | $574,000 | – | 19,232 | – | 0.05% | – |
| PEBK | Sell | PEOPLES BANCORP N C INC | $438,000 | -74.8% | 12,300 | -77.6% | 0.04% | -77.1% |
| FBIZ | Sell | FIRST BUS FINL SVCS INC WIS | $387,000 | -80.9% | 17,000 | -80.6% | 0.03% | -82.9% |
| ACBI | New | ATLANTIC CAP BANCSHARES INC | $373,000 | – | 20,524 | – | 0.03% | – |
| HBCP | Sell | HOME BANCORP INC | $360,000 | -74.3% | 8,609 | -73.9% | 0.03% | -76.9% |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $337,000 | – | 10,000 | – | 0.03% | – |
| HIBE | Buy | Hibernia Bancorp, Inc. | $326,000 | +2.5% | 17,300 | +1.8% | 0.03% | -6.7% |
| FOFN | Sell | Four Oaks Fincorp, Inc. | $251,000 | -5.6% | 12,896 | -9.8% | 0.02% | -12.0% |
| BFC | New | Bank First National Corp. | $227,000 | – | 5,900 | – | 0.02% | – |
| New | Pioneer Bancshares, Inc. | $99,000 | – | 4,028 | – | 0.01% | – | |
| OCFC | New | OCEANFIRST FINL CORP | $8,000 | – | 300 | – | 0.00% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -10,000 | – | -0.03% | – |
| CRLN | Exit | Carolina Alliance Bank | $0 | – | -34,439 | – | -0.04% | – |
| BKFS | Exit | BLACK KNIGHT FINL SVCS INCcl a | $0 | – | -15,000 | – | -0.06% | – |
| ENFC | Exit | ENTEGRA FINL CORP | $0 | – | -30,469 | – | -0.07% | – |
| SFST | Exit | SOUTHERN FIRST BANCSHARES IN | $0 | – | -25,000 | – | -0.09% | – |
| FSBC | Exit | FSB BANCORP INC | $0 | – | -65,000 | – | -0.09% | – |
| IBTX | Exit | INDEPENDENT BK GROUP INC | $0 | – | -19,800 | – | -0.11% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -95,000 | – | -0.20% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -27,311 | – | -0.20% | – |
| BMRC | Exit | BANK OF MARIN BANCORP | $0 | – | -35,100 | – | -0.21% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -69,000 | – | -0.21% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -69,800 | – | -0.23% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -62,500 | – | -0.27% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -75,000 | – | -0.32% | – |
| MFSF | Exit | MUTUALFIRST FINL INC | $0 | – | -113,700 | – | -0.39% | – |
| MTBWS | Exit | M & T BK CORP*w exp 12/23/201 | $0 | – | -60,000 | – | -0.50% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -125,000 | – | -0.66% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -225,000 | – | -0.68% | – |
| SGBK | Exit | STONEGATE BK FT LAUDERDALE F | $0 | – | -212,857 | – | -0.94% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -340,100 | – | -0.99% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -122,700 | – | -1.07% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -347,827 | – | -1.16% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -120,500 | – | -1.43% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABCB | New | AMERIS BANCORP | $26,939,000 | – | 558,900 | – | 2.57% | – |
| ZION | New | ZIONS BANCORPORATION | $26,785,000 | – | 610,000 | – | 2.55% | – |
| C | New | CITIGROUP INC | $24,110,000 | – | 360,500 | – | 2.30% | – |
| MS | New | MORGAN STANLEY | $23,496,000 | – | 527,300 | – | 2.24% | – |
| KEY | New | KEYCORP NEW | $23,414,000 | – | 1,249,400 | – | 2.23% | – |
| FITB | New | FIFTH THIRD BANCORP | $21,806,000 | – | 840,000 | – | 2.08% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $17,574,000 | – | 808,000 | – | 1.67% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $17,168,000 | – | 269,940 | – | 1.64% | – |
| CSFL | New | CENTERSTATE BANKS INC | $16,507,000 | – | 664,000 | – | 1.57% | – |
| IBKC | New | IBERIABANK CORP | $16,300,000 | – | 200,000 | – | 1.55% | – |
| SNBC | New | SUN BANCORP INC | $16,050,000 | – | 651,100 | – | 1.53% | – |
| CMA | New | COMERICA INC | $15,564,000 | – | 212,500 | – | 1.48% | – |
| FBK | New | FB FINL CORP | $15,471,000 | – | 450,000 | – | 1.47% | – |
| QCRH | New | QCR HOLDINGS INC | $15,168,000 | – | 320,000 | – | 1.44% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $15,047,000 | – | 120,500 | – | 1.43% | – |
| LENB | New | LENNAR CORPcl b | $14,863,000 | – | 330,500 | – | 1.42% | – |
| STBZ | New | STATE BK FINL CORP | $14,455,000 | – | 532,984 | – | 1.38% | – |
| CFR | New | CULLEN FROST BANKERS INC | $14,293,000 | – | 152,200 | – | 1.36% | – |
| BAC | New | BANK AMER CORP | $13,950,000 | – | 575,000 | – | 1.33% | – |
| ZIONZ | New | ZIONS BANCORPORATION*w exp 11/14/201 | $13,783,000 | – | 1,488,455 | – | 1.31% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $13,401,000 | – | 393,000 | – | 1.28% | – |
| SIVB | New | SVB FINL GROUP | $13,360,000 | – | 76,000 | – | 1.27% | – |
| STI | New | SUNTRUST BKS INC | $12,858,000 | – | 226,700 | – | 1.22% | – |
| RF | New | REGIONS FINL CORP NEW | $12,508,000 | – | 854,400 | – | 1.19% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $12,440,000 | – | 75,000 | – | 1.18% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $12,226,000 | – | 347,827 | – | 1.16% | – |
| SIFI | New | SI FINL GROUP INC MD | $12,053,000 | – | 748,637 | – | 1.15% | – |
| JPM | New | JPMORGAN CHASE & CO | $11,215,000 | – | 122,700 | – | 1.07% | – |
| SNV | New | SYNOVUS FINL CORP | $11,060,000 | – | 250,000 | – | 1.05% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $11,036,000 | – | 206,400 | – | 1.05% | – |
| SBCF | New | SEACOAST BKG CORP FLA | $10,761,000 | – | 446,500 | – | 1.02% | – |
| MSFG | New | MAINSOURCE FINANCIAL GP INC | $10,750,000 | – | 320,800 | – | 1.02% | – |
| BXS | New | BANCORPSOUTH INC | $10,373,000 | – | 340,100 | – | 0.99% | – |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $10,358,000 | – | 1,246,500 | – | 0.99% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $9,897,000 | – | 356,000 | – | 0.94% | – |
| CVLY | New | CODORUS VY BANCORP INC | $9,851,000 | – | 346,857 | – | 0.94% | – |
| SGBK | New | STONEGATE BK FT LAUDERDALE F | $9,830,000 | – | 212,857 | – | 0.94% | – |
| EVBN | New | EVANS BANCORP INC | $9,284,000 | – | 232,400 | – | 0.88% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $9,266,000 | – | 108,500 | – | 0.88% | – |
| CWAY | New | COASTWAY BANCORP INC | $8,815,000 | – | 430,000 | – | 0.84% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $8,644,000 | – | 517,908 | – | 0.82% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $8,183,000 | – | 991,882 | – | 0.78% | – |
| COF | New | CAPITAL ONE FINL CORP | $7,849,000 | – | 95,000 | – | 0.75% | – |
| EQBK | New | EQUITY BANCSHARES INC | $7,660,000 | – | 250,000 | – | 0.73% | – |
| IVZ | New | INVESCO LTD | $7,552,000 | – | 214,600 | – | 0.72% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $7,537,000 | – | 273,090 | – | 0.72% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $7,450,000 | – | 195,900 | – | 0.71% | – |
| ESSA | New | ESSA BANCORP INC | $7,447,000 | – | 505,894 | – | 0.71% | – |
| CIVBP | New | CIVISTA BANCSHARES INC6.50% pfd ser b | $7,405,000 | – | 115,700 | – | 0.70% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $7,313,000 | – | 215,800 | – | 0.70% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $7,189,000 | – | 225,000 | – | 0.68% | – |
| V | New | VISA INC | $7,174,000 | – | 76,500 | – | 0.68% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $7,098,000 | – | 290,891 | – | 0.68% | – |
| JPMWS | New | JPMORGAN CHASE & CO*w exp 10/28/201 | $7,010,000 | – | 139,400 | – | 0.67% | – |
| WFC | New | WELLS FARGO CO NEW | $6,926,000 | – | 125,000 | – | 0.66% | – |
| DHI | New | D R HORTON INC | $6,914,000 | – | 200,000 | – | 0.66% | – |
| WBKC | New | WOLVERINE BANCORP INC | $6,820,000 | – | 170,000 | – | 0.65% | – |
| ARCC | New | ARES CAP CORP | $6,812,000 | – | 415,900 | – | 0.65% | – |
| CCNE | New | CNB FINL CORP PA | $6,750,000 | – | 281,600 | – | 0.64% | – |
| UVSP | New | UNIVEST CORP PA | $6,525,000 | – | 217,861 | – | 0.62% | – |
| NCOM | New | NATIONAL COMM CORP | $6,328,000 | – | 160,000 | – | 0.60% | – |
| BANC | New | BANC OF CALIFORNIA INC | $6,020,000 | – | 280,000 | – | 0.57% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $5,981,000 | – | 389,658 | – | 0.57% | – |
| STND | New | Standard AVB Financial Corp. | $5,975,000 | – | 211,500 | – | 0.57% | – |
| DFS | New | DISCOVER FINL SVCS | $5,908,000 | – | 95,000 | – | 0.56% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $5,859,000 | – | 403,809 | – | 0.56% | – |
| UCBA | New | UNITED CMNTY BANCORP IND | $5,626,000 | – | 296,886 | – | 0.54% | – |
| PB | New | PROSPERITY BANCSHARES INC | $5,582,000 | – | 86,900 | – | 0.53% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $5,563,000 | – | 124,100 | – | 0.53% | – |
| FNFV | New | FIDELITY NATIONAL FINANCIAL | $5,451,000 | – | 345,000 | – | 0.52% | – |
| MTBWS | New | M & T BK CORP*w exp 12/23/201 | $5,283,000 | – | 60,000 | – | 0.50% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $5,257,000 | – | 393,500 | – | 0.50% | – |
| PBSK | New | POAGE BANKSHARES INC | $5,153,000 | – | 270,505 | – | 0.49% | – |
| BKU | New | BANKUNITED INC | $5,057,000 | – | 150,000 | – | 0.48% | – |
| IROQ | New | IF BANCORP INC | $4,973,000 | – | 255,000 | – | 0.47% | – |
| NRIM | New | NORTHRIM BANCORP INC | $4,957,000 | – | 163,073 | – | 0.47% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,909,000 | – | 83,800 | – | 0.47% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $4,835,000 | – | 149,879 | – | 0.46% | – |
| BMTC | New | BRYN MAWR BK CORP | $4,641,000 | – | 109,200 | – | 0.44% | – |
| BAYK | New | Bay Banks of Virginia, Inc. | $4,570,000 | – | 491,450 | – | 0.44% | – |
| STBA | New | S & T BANCORP INC | $4,483,000 | – | 125,000 | – | 0.43% | – |
| FHN | New | FIRST HORIZON NATL CORP | $4,425,000 | – | 254,000 | – | 0.42% | – |
| New | White River Bancshares Company | $4,331,000 | – | 68,000 | – | 0.41% | – | |
| New | FNB CORP PA*w $3.116 exp 1/30/2019 | $4,337,000 | – | 392,475 | – | 0.41% | – | |
| OSBC | New | OLD SECOND BANCORP INC ILL | $4,331,000 | – | 375,000 | – | 0.41% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $4,312,000 | – | 220,000 | – | 0.41% | – |
| FAIT | New | First American International Corp. | $4,200,000 | – | 168,880 | – | 0.40% | – |
| NMIH | New | NMI HLDGS INCcl a | $4,157,000 | – | 363,100 | – | 0.40% | – |
| MFSF | New | MUTUALFIRST FINL INC | $4,059,000 | – | 113,700 | – | 0.39% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $4,025,000 | – | 98,645 | – | 0.38% | – |
| PBHC | New | PATHFINDER BANCORP INC MD | $3,987,000 | – | 253,961 | – | 0.38% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $3,920,000 | – | 89,600 | – | 0.37% | – |
| XBKS | New | XENITH BANKSHARES INC NEW | $3,883,000 | – | 125,000 | – | 0.37% | – |
| LBAI | New | LAKELAND BANCORP INC | $3,768,000 | – | 199,900 | – | 0.36% | – |
| WFBI | New | WASHINGTONFIRST BANKSHARES I | $3,635,000 | – | 105,285 | – | 0.35% | – |
| New | HMN FINL INC*w $4.68 exp 12/23/2018 | $3,603,000 | – | 277,778 | – | 0.34% | – | |
| WAL | New | WESTERN ALLIANCE BANCORP | $3,444,000 | – | 70,000 | – | 0.33% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $3,379,000 | – | 508,934 | – | 0.32% | – |
| FCCO | New | FIRST CMNTY CORP S C | $3,368,000 | – | 160,369 | – | 0.32% | – |
| HBMD | New | HOWARD BANCORP INC | $3,355,000 | – | 174,301 | – | 0.32% | – |
| FAF | New | FIRST AMERN FINL CORP | $3,352,000 | – | 75,000 | – | 0.32% | – |
| WNEB | New | WESTERN NEW ENG BANCORP INC | $3,329,000 | – | 327,982 | – | 0.32% | – |
| OTTW | New | OTTAWA BANCORP INC | $3,274,000 | – | 237,785 | – | 0.31% | – |
| BHWB | New | Blackhawk Bancorp, Inc. | $3,236,000 | – | 157,000 | – | 0.31% | – |
| PBBI | New | PB BANCORP INC | $3,180,000 | – | 301,430 | – | 0.30% | – |
| EQFN | New | EQUITABLE FINL CORP NEW | $3,174,000 | – | 309,698 | – | 0.30% | – |
| MBCQ | New | MB Bancorp, Inc. | $2,837,000 | – | 188,500 | – | 0.27% | – |
| WSFS | New | WSFS FINL CORP | $2,834,000 | – | 62,500 | – | 0.27% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $2,825,000 | – | 135,294 | – | 0.27% | – |
| MELR | New | MELROSE BANCORP INC | $2,802,000 | – | 156,532 | – | 0.27% | – |
| AJSB | New | AJS Bancorp, Inc. | $2,762,000 | – | 188,900 | – | 0.26% | – |
| TRCB | New | TWO RIV BANCORP | $2,761,000 | – | 148,533 | – | 0.26% | – |
| QNBC | New | QNB Corporation | $2,746,000 | – | 68,100 | – | 0.26% | – |
| CWBC | New | COMMUNITY WEST BANCSHARES | $2,596,000 | – | 257,044 | – | 0.25% | – |
| HOPE | New | HOPE BANCORP INC | $2,518,000 | – | 135,000 | – | 0.24% | – |
| BOTJ | New | BANK OF THE ST JAMES FINL GP | $2,503,000 | – | 167,300 | – | 0.24% | – |
| AVBH | New | Avidbank Holdings, Inc. | $2,499,000 | – | 127,103 | – | 0.24% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $2,405,000 | – | 19,800 | – | 0.23% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $2,390,000 | – | 69,800 | – | 0.23% | – |
| New | OM ASSET MGMT PLC | $2,378,000 | – | 160,000 | – | 0.23% | – | |
| FDEF | New | FIRST DEFIANCE FINL CORP | $2,307,000 | – | 43,800 | – | 0.22% | – |
| HMNF | New | HMN FINL INC | $2,258,000 | – | 128,684 | – | 0.22% | – |
| New | Mountain Commerce Bancorp, Inc. | $2,247,000 | – | 187,500 | – | 0.21% | – | |
| CARO | New | CAROLINA FINL CORP NEW | $2,230,000 | – | 69,000 | – | 0.21% | – |
| CFDB | New | Central Federal Bancshares, Inc. | $2,210,000 | – | 166,200 | – | 0.21% | – |
| PLRM | New | Pilgrim Bancshares, Inc. | $2,208,000 | – | 120,800 | – | 0.21% | – |
| FSBK | New | FIRST SOUTH BANCORP INC VA | $2,191,000 | – | 132,471 | – | 0.21% | – |
| ISTR | New | INVESTAR HLDG CORP | $2,169,000 | – | 94,700 | – | 0.21% | – |
| BMRC | New | BANK OF MARIN BANCORP | $2,160,000 | – | 35,100 | – | 0.21% | – |
| HBK | New | HAMILTON BANCORP INC MD | $2,113,000 | – | 140,884 | – | 0.20% | – |
| WTFC | New | WINTRUST FINL CORP | $2,088,000 | – | 27,311 | – | 0.20% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $2,079,000 | – | 95,000 | – | 0.20% | – |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $2,026,000 | – | 87,800 | – | 0.19% | – |
| SBCP | New | SUNSHINE BANCORP INC | $1,918,000 | – | 90,000 | – | 0.18% | – |
| AMBZ | New | American Business Bank | $1,890,000 | – | 45,000 | – | 0.18% | – |
| CMA | New | COMERICA INCcall | $1,831,000 | – | 25,000 | – | 0.17% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $1,738,000 | – | 55,000 | – | 0.17% | – |
| GFED | New | GUARANTY FED BANCSHARES INC | $1,697,000 | – | 83,900 | – | 0.16% | – |
| UBFO | New | UNITED SECURITY BANCSHARES C | $1,665,000 | – | 180,000 | – | 0.16% | – |
| PJT | New | PJT PARTNERS INC | $1,659,000 | – | 41,236 | – | 0.16% | – |
| ASB | New | ASSOCIATED BANC CORP | $1,638,000 | – | 65,000 | – | 0.16% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,610,000 | – | 30,000 | – | 0.15% | – |
| HNNA | New | HENNESSY ADVISORS INC | $1,562,000 | – | 102,905 | – | 0.15% | – |
| SSNF | New | Sunshine Financial Inc. | $1,412,000 | – | 66,000 | – | 0.14% | – |
| HBCP | New | HOME BANCORP INC | $1,403,000 | – | 32,985 | – | 0.13% | – |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $1,365,000 | – | 98,225 | – | 0.13% | – |
| SBFGP | New | SB FINL GROUP INC | $1,282,000 | – | 80,000 | – | 0.12% | – |
| JXSB | New | JACKSONVILLE BANCORP INC MD | $1,267,000 | – | 40,869 | – | 0.12% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $1,240,000 | – | 55,000 | – | 0.12% | – |
| IBTX | New | INDEPENDENT BK GROUP INC | $1,178,000 | – | 19,800 | – | 0.11% | – |
| SUGR | New | Sugar Creek Financial Corporation | $1,170,000 | – | 83,575 | – | 0.11% | – |
| New | First IC Corporation | $1,152,000 | – | 139,597 | – | 0.11% | – | |
| PNCWS | New | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $1,153,000 | – | 20,000 | – | 0.11% | – |
| PSTB | New | PARK STERLING CORP | $1,129,000 | – | 95,000 | – | 0.11% | – |
| FFBC | New | FIRST FINL BANCORP OH | $1,119,000 | – | 40,400 | – | 0.11% | – |
| FNB | New | FNB CORP PA | $991,000 | – | 70,000 | – | 0.09% | – |
| FSBC | New | FSB BANCORP INC | $959,000 | – | 65,000 | – | 0.09% | – |
| NWBB | New | New Bancorp, Inc. | $933,000 | – | 66,200 | – | 0.09% | – |
| SFST | New | SOUTHERN FIRST BANCSHARES IN | $926,000 | – | 25,000 | – | 0.09% | – |
| SNNY | New | Sunnyside Bancorp, Inc. | $879,000 | – | 64,871 | – | 0.08% | – |
| BCTF | New | BANCORP 34 INC | $869,000 | – | 61,906 | – | 0.08% | – |
| FMNB | New | FARMERS NATL BANC CORP | $870,000 | – | 60,000 | – | 0.08% | – |
| PLBC | New | PLUMAS BANCORP | $829,000 | – | 38,935 | – | 0.08% | – |
| STIWSA | New | SUNTRUST BKS INC*w exp 12/31/201 | $788,000 | – | 37,000 | – | 0.08% | – |
| LM | New | LEGG MASON INC | $756,000 | – | 19,800 | – | 0.07% | – |
| ENFC | New | ENTEGRA FINL CORP | $693,000 | – | 30,469 | – | 0.07% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $668,000 | – | 25,000 | – | 0.06% | – |
| WEIN | New | West End Indiana Bancshares, Inc. | $662,000 | – | 22,800 | – | 0.06% | – |
| BKFS | New | BLACK KNIGHT FINL SVCS INCcl a | $614,000 | – | 15,000 | – | 0.06% | – |
| NJCB | New | New Jersey Community Bank | $602,000 | – | 160,488 | – | 0.06% | – |
| OLBK | New | OLD LINE BANCSHARES INC | $564,000 | – | 20,000 | – | 0.05% | – |
| CRLN | New | Carolina Alliance Bank | $425,000 | – | 34,439 | – | 0.04% | – |
| MDNB | New | Minden Bancorp, Inc. | $380,000 | – | 14,900 | – | 0.04% | – |
| PBNC | New | PARAGON COML CORP | $367,000 | – | 7,000 | – | 0.04% | – |
| UBSH | New | UNION BANKSHARES CORP NEW | $339,000 | – | 10,000 | – | 0.03% | – |
| HIBE | New | Hibernia Bancorp, Inc. | $318,000 | – | 17,000 | – | 0.03% | – |
| HAFC | New | HANMI FINL CORP | $285,000 | – | 10,000 | – | 0.03% | – |
| CIZN | New | CITIZENS HLDG CO MISS | $271,000 | – | 10,441 | – | 0.03% | – |
| FOFN | New | Four Oaks Fincorp, Inc. | $266,000 | – | 14,300 | – | 0.02% | – |
| ALRS | New | Alerus Financial Corp | $194,000 | – | 10,100 | – | 0.02% | – |
| CFST | New | Communities First Financial Corporation | $171,000 | – | 11,378 | – | 0.02% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $140,000 | – | 6,000 | – | 0.01% | – |
Q4 2016
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRput | $36,771,000 | +170.1% | 170,000 | +161.5% | 4.45% | +161.9% |
| C | Buy | CITIGROUP INC | $29,755,000 | +12.0% | 630,000 | +0.5% | 3.60% | +8.6% |
| BAC | Sell | BANK AMER CORP | $20,110,000 | +2.5% | 1,285,000 | -13.1% | 2.44% | -0.6% |
| ZION | Buy | ZIONS BANCORPORATION | $17,201,000 | +29.6% | 554,500 | +5.0% | 2.08% | +25.6% |
| IBCP | Buy | INDEPENDENT BANK CORP MICH | $16,493,000 | +23.2% | 980,000 | +6.2% | 2.00% | +19.4% |
| STBZ | Sell | STATE BK FINL CORP | $16,211,000 | +7.5% | 710,400 | -4.2% | 1.96% | +4.2% |
| ABCB | Sell | AMERIS BANCORP | $16,039,000 | +4.2% | 458,900 | -11.5% | 1.94% | +1.0% |
| SBCF | Sell | SEACOAST BKG CORP FLA | $14,964,000 | -2.6% | 930,000 | -1.6% | 1.81% | -5.5% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $13,230,000 | +39.1% | 629,400 | +21.0% | 1.60% | +34.8% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $11,837,000 | +10.4% | 922,600 | +1.4% | 1.43% | +7.0% |
| FITB | Buy | FIFTH THIRD BANCORP | $10,537,000 | +379.2% | 515,000 | +312.0% | 1.28% | +364.0% |
| QCRH | Sell | QCR HOLDINGS INC | $10,430,000 | +3.3% | 328,600 | -11.5% | 1.26% | +0.2% |
| MS | Sell | MORGAN STANLEY | $10,099,000 | +19.4% | 315,000 | -3.3% | 1.22% | +15.8% |
| SNV | Buy | SYNOVUS FINL CORP | $10,084,000 | +19.9% | 310,000 | +6.9% | 1.22% | +16.3% |
| MFSF | Sell | MUTUALFIRST FINL INC | $10,071,000 | -4.4% | 363,192 | -5.7% | 1.22% | -7.3% |
| CMA | Sell | COMERICA INC | $9,701,000 | -51.6% | 205,000 | -57.9% | 1.17% | -53.1% |
| PFBC | Buy | PREFERRED BK LOS ANGELES CA | $9,642,000 | +59.5% | 269,700 | +28.9% | 1.17% | +54.6% |
| CSFL | Sell | CENTERSTATE BANKS INC | $9,590,000 | +8.2% | 540,900 | -3.9% | 1.16% | +5.0% |
| CFG | Sell | CITIZENS FINL GROUP INC | $9,390,000 | +7.9% | 380,000 | -12.8% | 1.14% | +4.6% |
| BK | Buy | BANK NEW YORK MELLON CORP | $9,272,000 | +101.9% | 232,500 | +96.7% | 1.12% | +96.0% |
| OSBC | Sell | OLD SECOND BANCORP INC ILL | $9,224,000 | +1.5% | 1,110,000 | -16.6% | 1.12% | -1.6% |
| XBKS | New | XENITH BANKSHARES INC NEW | $8,822,000 | – | 3,819,000 | – | 1.07% | – |
| KEY | Buy | KEYCORP NEW | $8,762,000 | +34.3% | 720,000 | +22.0% | 1.06% | +30.2% |
| PNC | New | PNC FINL SVCS GROUP INC | $8,613,000 | – | 95,600 | – | 1.04% | – |
| SGBK | Buy | STONEGATE BK FT LAUDERDALE F | $8,202,000 | +14.3% | 243,033 | +9.3% | 0.99% | +10.8% |
| AMG | Buy | AFFILIATED MANAGERS GROUP | $8,190,000 | +41.2% | 56,600 | +37.4% | 0.99% | +37.0% |
| UBNK | Buy | UNITED FINL BANCORP INC NEW | $8,195,000 | +46.8% | 592,108 | +37.7% | 0.99% | +42.3% |
| EVBN | Buy | EVANS BANCORP INC | $8,030,000 | +12.2% | 293,598 | +1.0% | 0.97% | +8.7% |
| HEOP | Sell | HERITAGE OAKS BANCORP | $7,795,000 | +3.3% | 950,580 | -0.0% | 0.94% | +0.1% |
| RVSB | Buy | RIVERVIEW BANCORP INC | $7,398,000 | +143.0% | 1,375,000 | +113.6% | 0.90% | +135.8% |
| NMIH | Sell | NMI HLDGS INCcl a | $7,238,000 | +35.1% | 949,836 | -2.9% | 0.88% | +30.9% |
| LBAI | Buy | LAKELAND BANCORP INC | $7,190,000 | +27.3% | 512,100 | +3.2% | 0.87% | +23.4% |
| MSFG | Sell | MAINSOURCE FINANCIAL GP INC | $6,981,000 | +11.6% | 279,800 | -1.4% | 0.84% | +8.2% |
| IVZ | Buy | INVESCO LTD | $6,870,000 | +25.8% | 219,700 | +2.8% | 0.83% | +22.0% |
| WTFC | Sell | WINTRUST FINL CORP | $6,668,000 | +0.6% | 120,000 | -7.7% | 0.81% | -2.5% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $6,660,000 | +1.4% | 41,300 | -6.6% | 0.81% | -1.7% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $6,484,000 | -16.5% | 226,243 | -22.9% | 0.78% | -19.1% |
| UCFC | Sell | UNITED CMNTY FINL CORP OHIO | $6,409,000 | -8.5% | 901,414 | -21.8% | 0.78% | -11.3% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $6,236,000 | -0.1% | 337,068 | -0.1% | 0.76% | -3.1% |
| RF | Sell | REGIONS FINL CORP NEW | $6,164,000 | -32.4% | 624,500 | -41.7% | 0.75% | -34.4% |
| ISTR | Buy | INVESTAR HLDG CORP | $6,111,000 | +31.2% | 398,122 | +31.5% | 0.74% | +27.1% |
| CWAY | Sell | COASTWAY BANCORP INC | $6,057,000 | +6.2% | 442,100 | -3.5% | 0.73% | +2.9% |
| FCCO | Sell | FIRST CMNTY CORP S C | $5,985,000 | -4.1% | 380,000 | -14.8% | 0.72% | -6.9% |
| GBNK | Sell | GUARANTY BANCORP DEL | $5,889,000 | -21.0% | 329,900 | -26.1% | 0.71% | -23.4% |
| UVSP | New | UNIVEST CORP PA | $5,840,000 | – | 250,000 | – | 0.71% | – |
| BANF | Sell | BANCFIRST CORP | $5,801,000 | -2.7% | 80,000 | -19.0% | 0.70% | -5.6% |
| CFNL | Sell | CARDINAL FINL CORP | $5,740,000 | +1.3% | 220,000 | -14.8% | 0.70% | -1.7% |
| WBKC | Buy | WOLVERINE BANCORP INC | $5,618,000 | +16.2% | 209,423 | +10.6% | 0.68% | +12.6% |
| BSRR | Buy | SIERRA BANCORP | $5,358,000 | +21.6% | 285,600 | +8.2% | 0.65% | +18.0% |
| CCNE | Sell | CNB FINL CORP PA | $5,184,000 | +14.6% | 245,000 | -3.6% | 0.63% | +11.2% |
| PBIP | Sell | PRUDENTIAL BANCORP INC NEW | $4,945,000 | -12.3% | 341,510 | -14.6% | 0.60% | -14.9% |
| FCB | Sell | FCB FINL HLDGS INCcl a | $4,931,000 | -7.2% | 128,301 | -17.9% | 0.60% | -10.0% |
| HWC | Sell | HANCOCK HLDG CO | $4,865,000 | -29.7% | 150,000 | -43.4% | 0.59% | -31.8% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $4,805,000 | +23.7% | 165,000 | -0.2% | 0.58% | +20.0% |
| STND | Sell | Standard Financial Corp. | $4,788,000 | -21.6% | 210,000 | -20.2% | 0.58% | -24.0% |
| HTH | Buy | HILLTOP HOLDINGS INC | $4,762,000 | +163.2% | 212,000 | +145.9% | 0.58% | +155.3% |
| CBNK | Sell | CHICOPEE BANCORP INC | $4,643,000 | +1.3% | 250,971 | -0.1% | 0.56% | -1.9% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $4,614,000 | -25.8% | 125,000 | -24.7% | 0.56% | -28.1% |
| BANR | New | BANNER CORP | $4,593,000 | – | 105,000 | – | 0.56% | – |
| MTBWS | Sell | M & T BK CORP*w exp 12/23/201 | $4,488,000 | -8.4% | 106,100 | -5.9% | 0.54% | -11.3% |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $4,461,000 | +21.1% | 120,200 | +13.1% | 0.54% | +17.4% |
| LENB | Buy | LENNAR CORPcl b | $4,364,000 | +71.7% | 130,000 | +90.6% | 0.53% | +66.6% |
| CVLY | Buy | CODORUS VY BANCORP INC | $4,265,000 | +47.9% | 194,928 | +37.7% | 0.52% | +43.3% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $4,259,000 | -0.8% | 220,000 | -10.0% | 0.52% | -3.7% |
| WFBI | Sell | WASHINGTONFIRST BANKSHARES I | $4,208,000 | -0.1% | 171,000 | -12.3% | 0.51% | -3.2% |
| EVR | Buy | EVERCORE PARTNERS INCclass a | $4,162,000 | +30.6% | 80,800 | +12.1% | 0.50% | +26.6% |
| SMBC | Sell | SOUTHERN MO BANCORP INC | $4,152,000 | -19.4% | 166,730 | -23.8% | 0.50% | -21.8% |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $3,913,000 | – | 275,000 | – | 0.47% | – |
| ZIONZ | Sell | ZIONS BANCORPORATION*w exp 11/14/201 | $3,738,000 | +95.4% | 1,746,600 | -0.5% | 0.45% | +89.5% |
| PMBC | Sell | PACIFIC MERCANTILE BANCORP | $3,648,000 | +2.8% | 495,000 | -1.0% | 0.44% | -0.2% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $3,527,000 | -43.2% | 12,000 | -50.0% | 0.43% | -45.0% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $3,520,000 | -60.8% | 138,900 | -66.4% | 0.43% | -62.0% |
| NRIM | Buy | NORTHRIM BANCORP INC | $3,506,000 | +7.9% | 136,151 | +10.1% | 0.42% | +4.4% |
| HOPE | New | HOPE BANCORP INC | $3,474,000 | – | 200,000 | – | 0.42% | – |
| PBHC | Sell | PATHFINDER BANCORP INC MD | $3,363,000 | +6.6% | 276,600 | -1.2% | 0.41% | +3.3% |
| DCBF | Buy | DCB Financial Corp | $3,321,000 | +24.2% | 434,174 | +14.5% | 0.40% | +20.4% |
| ESXB | Buy | COMMUNITY BANKERS TR CORP | $3,317,000 | +60.1% | 612,000 | +53.0% | 0.40% | +55.2% |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $3,095,000 | – | 125,000 | – | 0.38% | – |
| BXS | Buy | BANCORPSOUTH INC | $3,016,000 | +2.3% | 130,000 | +0.1% | 0.36% | -0.8% |
| MELR | Buy | MELROSE BANCORP INC | $2,894,000 | -3.6% | 194,240 | +0.4% | 0.35% | -6.7% |
| DHI | Sell | D R HORTON INC | $2,869,000 | -46.4% | 95,000 | -44.1% | 0.35% | -48.1% |
| EQFN | Buy | EQUITABLE FINL CORP NEW | $2,761,000 | +9.8% | 307,929 | +1.8% | 0.33% | +6.4% |
| ASB | Sell | ASSOCIATED BANC CORP | $2,737,000 | -1.5% | 139,700 | -13.8% | 0.33% | -4.6% |
| BOTJ | Buy | BANK OF THE ST JAMES FINL GP | $2,641,000 | +0.7% | 217,400 | +1.6% | 0.32% | -2.1% |
| CWBC | Buy | COMMUNITY WEST BANCSHARES | $2,542,000 | +14.7% | 310,000 | +3.0% | 0.31% | +11.2% |
| MBCQ | Sell | MB Bancorp, Inc. | $2,526,000 | +1.3% | 188,500 | -1.0% | 0.31% | -1.6% |
| HTBK | Sell | HERITAGE COMMERCE CORP | $2,516,000 | -57.9% | 230,000 | -59.5% | 0.30% | -59.2% |
| WSFSL | Sell | WSFS Financial Corporation 6.25% Pfd. Stock6.50% pfd | $2,469,000 | -15.0% | 94,596 | -14.6% | 0.30% | -17.6% |
| SAMG | Sell | SILVERCREST ASSET MGMT GROUPcl a | $2,421,000 | -10.4% | 204,000 | -7.6% | 0.29% | -13.1% |
| BMTC | Buy | BRYN MAWR BK CORP | $2,402,000 | +14.7% | 75,100 | +4.7% | 0.29% | +11.5% |
| STBA | Buy | S & T BANCORP INC | $2,380,000 | +29.8% | 82,100 | +9.5% | 0.29% | +25.8% |
| HNNA | Sell | HENNESSY ADVISORS INC | $2,277,000 | +3.1% | 64,204 | -2.7% | 0.28% | 0.0% |
| BOCH | Buy | BANK COMM HLDGS | $2,195,000 | +34.3% | 304,887 | +23.0% | 0.27% | +30.4% |
| FFBC | Sell | FIRST FINL BANCORP OH | $2,184,000 | -25.1% | 100,000 | -33.3% | 0.26% | -27.5% |
| MBRG | Buy | MIDDLEBURG FINANCIAL CORP | $2,124,000 | +7.7% | 75,100 | +3.6% | 0.26% | +4.5% |
| PLRM | Buy | Pilgrim Bancshares, Inc. | $2,038,000 | +6.3% | 155,600 | +4.3% | 0.25% | +3.3% |
| PNCWS | Sell | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $1,952,000 | -29.5% | 83,100 | -47.7% | 0.24% | -31.8% |
| PB | New | PROSPERITY BANCSHARES INC | $1,921,000 | – | 35,000 | – | 0.23% | – |
| OKSB | Buy | SOUTHWEST BANCORP INC OKLA | $1,905,000 | +12.5% | 100,300 | +0.3% | 0.23% | +9.5% |
| TCBK | New | TRICO BANCSHARES | $1,874,000 | – | 70,000 | – | 0.23% | – |
| YDKN | Sell | YADKIN FINL CORP | $1,840,000 | -62.8% | 70,000 | -64.5% | 0.22% | -63.9% |
| TBK | Buy | TRIUMPH BANCORP INC | $1,829,000 | +63.0% | 92,200 | +31.5% | 0.22% | +57.9% |
| HTLF | Buy | HEARTLAND FINL USA INC | $1,814,000 | +2.8% | 50,300 | +0.6% | 0.22% | 0.0% |
| HMNF | Buy | HMN FINL INC | $1,638,000 | +65.1% | 115,356 | +57.9% | 0.20% | +59.7% |
| PEBK | Buy | PEOPLES BANCORP N C INC | $1,615,000 | +9.2% | 76,900 | +2.0% | 0.20% | +5.9% |
| UBFO | Buy | UNITED SECURITY BANCSHARES C | $1,517,000 | +4.4% | 240,100 | +6.1% | 0.18% | +1.7% |
| SHBI | Sell | SHORE BANCSHARES INC | $1,430,000 | -25.9% | 121,393 | -26.1% | 0.17% | -28.2% |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $1,327,000 | -31.9% | 59,200 | -43.8% | 0.16% | -33.7% |
| CMA | New | COMERICA INCput | $1,183,000 | – | 25,000 | – | 0.14% | – |
| FNFV | Sell | FIDELITY NATIONAL FINANCIAL | $1,148,000 | -65.1% | 91,975 | -67.9% | 0.14% | -66.2% |
| Sell | OM ASSET MGMT PLC | $1,111,000 | -7.6% | 79,900 | -11.2% | 0.14% | -10.0% | |
| LTXB | Buy | LEGACY TEX FINL GROUP INC | $981,000 | +378.5% | 31,000 | +307.9% | 0.12% | +357.7% |
| CAC | New | CAMDEN NATL CORP | $955,000 | – | 20,000 | – | 0.12% | – |
| HBCP | Buy | HOME BANCORP INC | $926,000 | +12.4% | 33,085 | +10.3% | 0.11% | +8.7% |
| FSBK | Buy | FIRST SOUTH BANCORP INC VA | $888,000 | +14.1% | 89,232 | +7.2% | 0.11% | +11.3% |
| FSBC | New | FSB BANCORP INC | $894,000 | – | 71,541 | – | 0.11% | – |
| MTH | Sell | MERITAGE HOMES CORP | $868,000 | -42.2% | 25,000 | -37.5% | 0.10% | -44.1% |
| STIWSA | Sell | SUNTRUST BKS INC*w exp 12/31/201 | $843,000 | -2.7% | 73,800 | -21.0% | 0.10% | -5.6% |
| UMPQ | New | UMPQUA HLDGS CORP | $828,000 | – | 55,000 | – | 0.10% | – |
| SIVB | New | SVB FINL GROUP | $829,000 | – | 7,500 | – | 0.10% | – |
| OVLY | Buy | OAK VALLEY BANCORP OAKDALE C | $787,000 | +27.8% | 77,203 | +22.2% | 0.10% | +23.4% |
| MLVF | Sell | MALVERN BANCORP INC | $736,000 | -30.6% | 44,900 | -34.0% | 0.09% | -32.6% |
| WLFC | Sell | WILLIS LEASE FINANCE CORP | $713,000 | -24.4% | 30,000 | -29.2% | 0.09% | -27.1% |
| BMRC | New | BANK OF MARIN BANCORP | $701,000 | – | 14,100 | – | 0.08% | – |
| INBK | New | FIRST INTERNET BANCORP | $575,000 | – | 24,900 | – | 0.07% | – |
| OZRK | New | BANK OF THE OZARKS INC | $576,000 | – | 15,000 | – | 0.07% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $554,000 | – | 20,000 | – | 0.07% | – |
| LION | New | FIDELITY SOUTHERN CORP NEW | $438,000 | – | 23,800 | – | 0.05% | – |
| WSFS | Sell | WSFS FINL CORP | $365,000 | -90.6% | 10,000 | -91.7% | 0.04% | -90.9% |
| FOFN | Buy | Four Oaks Fincorp, Inc. | $344,000 | +106.0% | 150,750 | +86.1% | 0.04% | +100.0% |
| CRLN | New | Carolina Alliance Bank | $341,000 | – | 34,439 | – | 0.04% | – |
| LM | New | LEGG MASON INC | $335,000 | – | 10,000 | – | 0.04% | – |
| WTBA | New | WEST BANCORPORATION INCcap stk | $314,000 | – | 16,000 | – | 0.04% | – |
| BKU | Sell | BANKUNITED INC | $302,000 | -75.4% | 10,000 | -75.0% | 0.04% | -75.8% |
| WCIC | New | WCI CMNTYS INC | $237,000 | – | 10,000 | – | 0.03% | – |
| PLBC | New | PLUMAS BANCORP | $81,000 | – | 7,876 | – | 0.01% | – |
| LPLA | Sell | LPL FINL HLDGS INC | $75,000 | -92.2% | 2,500 | -94.1% | 0.01% | -92.5% |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -800 | – | -0.00% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -10,000 | – | -0.02% | – |
| NVR | Exit | NVR INC | $0 | – | -100 | – | -0.02% | – |
| CACB | Exit | CASCADE BANCORP | $0 | – | -40,000 | – | -0.03% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -8,890 | – | -0.03% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -10,000 | – | -0.03% | – |
| ATLO | Exit | AMES NATL CORP | $0 | – | -10,000 | – | -0.03% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -21,000 | – | -0.03% | – |
| FCLF | Exit | FIRST CLOVER LEAF FIN CORP | $0 | – | -25,000 | – | -0.04% | – |
| BKMU | Exit | BANK MUTUAL CORP NEW | $0 | – | -55,100 | – | -0.05% | – |
| BNCC | Exit | BNCCORP, Inc. | $0 | – | -33,471 | – | -0.06% | – |
| SFST | Exit | SOUTHERN FIRST BANCSHARES IN | $0 | – | -25,000 | – | -0.08% | – |
| MBTF | Exit | MBT FINL CORP | $0 | – | -80,000 | – | -0.08% | – |
| SBY | Exit | SILVER BAY RLTY TR CORP | $0 | – | -40,000 | – | -0.08% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -25,000 | – | -0.09% | – |
| OSHC | Exit | OCEAN SHORE HLDG CO NEW | $0 | – | -45,000 | – | -0.10% | – |
| GABC | Exit | GERMAN AMERN BANCORP INC | $0 | – | -24,600 | – | -0.10% | – |
| CNOB | Exit | Connectone Bancorp, Inc. | $0 | – | -50,000 | – | -0.10% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -100,000 | – | -0.11% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -100,000 | – | -0.13% | – |
| FNBCQ | Exit | FIRST NBC BK HLDG CO | $0 | – | -65,000 | – | -0.14% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -10,000 | – | -0.14% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -20,000 | – | -0.15% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -60,000 | – | -0.15% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -70,000 | – | -0.16% | – |
| ANCX | Exit | ACCESS NATL CORP | $0 | – | -70,000 | – | -0.17% | – |
| PBNC | Exit | PARAGON COML CORP | $0 | – | -49,769 | – | -0.22% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -65,000 | – | -0.23% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -100,000 | – | -0.23% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -60,000 | – | -0.24% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -50,000 | – | -0.26% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -100,592 | – | -0.27% | – |
| WIBC | Exit | WILSHIRE BANCORP INC | $0 | – | -305,000 | – | -0.40% | – |
| EVER | Exit | EVERBANK FINL CORP | $0 | – | -245,000 | – | -0.46% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -148,100 | – | -0.47% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -189,450 | – | -0.51% | – |
| BNK | Exit | C1 FINL INC | $0 | – | -175,000 | – | -0.51% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -114,600 | – | -0.77% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -150,000 | – | -0.89% | – |
| XBKS | Exit | XENITH BANKSHARES INC | $0 | – | -933,000 | – | -0.93% | – |
| FXCB | Exit | FOX CHASE BANCORP INC NEW | $0 | – | -673,500 | – | -1.71% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $26,566,000 | – | 626,700 | – | 3.32% | – |
| CMA | New | COMERICA INC | $20,026,000 | – | 486,900 | – | 2.50% | – |
| BAC | New | BANK AMER CORP | $19,614,000 | – | 1,478,100 | – | 2.45% | – |
| ABCB | New | AMERIS BANCORP | $15,396,000 | – | 518,400 | – | 1.92% | – |
| SBCF | New | SEACOAST BKG CORP FLA | $15,356,000 | – | 945,542 | – | 1.92% | – |
| STBZ | New | STATE BK FINL CORP | $15,087,000 | – | 741,400 | – | 1.88% | – |
| SIFI | New | SI FINL GROUP INC MD | $13,774,000 | – | 1,040,347 | – | 1.72% | – |
| FXCB | New | FOX CHASE BANCORP INC NEW | $13,699,000 | – | 673,500 | – | 1.71% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $13,616,000 | – | 65,000 | – | 1.70% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $13,575,000 | – | 320,700 | – | 1.70% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $13,387,000 | – | 922,600 | – | 1.67% | – |
| ZION | New | ZIONS BANCORPORATION | $13,274,000 | – | 528,200 | – | 1.66% | – |
| SNBC | New | SUN BANCORP INC | $11,468,000 | – | 555,100 | – | 1.43% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $10,720,000 | – | 910,000 | – | 1.34% | – |
| MFSF | New | MUTUALFIRST FINL INC | $10,535,000 | – | 385,200 | – | 1.32% | – |
| QCRH | New | QCR HOLDINGS INC | $10,096,000 | – | 371,300 | – | 1.26% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $9,513,000 | – | 520,100 | – | 1.19% | – |
| EGBN | New | EAGLE BANCORP INC MD | $9,439,000 | – | 196,200 | – | 1.18% | – |
| RF | New | REGIONS FINL CORP NEW | $9,115,000 | – | 1,071,100 | – | 1.14% | – |
| OSBC | New | OLD SECOND BANCORP INC ILL | $9,088,000 | – | 1,330,606 | – | 1.14% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $8,973,000 | – | 413,700 | – | 1.12% | – |
| CSFL | New | CENTERSTATE BANKS INC | $8,861,000 | – | 562,600 | – | 1.11% | – |
| CFG | New | CITIZENS FINL GROUP INC | $8,703,000 | – | 435,600 | – | 1.09% | – |
| MS | New | MORGAN STANLEY | $8,459,000 | – | 325,600 | – | 1.06% | – |
| SNV | New | SYNOVUS FINL CORP | $8,407,000 | – | 290,000 | – | 1.05% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $7,766,000 | – | 293,405 | – | 0.97% | – |
| HEOP | New | HERITAGE OAKS BANCORP | $7,549,000 | – | 950,800 | – | 0.94% | – |
| GBNK | New | GUARANTY BANCORP DEL | $7,455,000 | – | 446,400 | – | 0.93% | – |
| XBKS | New | XENITH BANKSHARES INC | $7,417,000 | – | 933,000 | – | 0.93% | – |
| SGBK | New | STONEGATE BK FT LAUDERDALE F | $7,178,000 | – | 222,433 | – | 0.90% | – |
| EVBN | New | EVANS BANCORP INC | $7,160,000 | – | 290,598 | – | 0.89% | – |
| WFC | New | WELLS FARGO & CO NEW | $7,100,000 | – | 150,000 | – | 0.89% | – |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $7,008,000 | – | 1,152,600 | – | 0.88% | – |
| HWC | New | HANCOCK HLDG CO | $6,919,000 | – | 265,000 | – | 0.86% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $6,724,000 | – | 655,100 | – | 0.84% | – |
| WTFC | New | WINTRUST FINL CORP | $6,630,000 | – | 130,000 | – | 0.83% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $6,567,000 | – | 44,200 | – | 0.82% | – |
| KEY | New | KEYCORP NEW | $6,523,000 | – | 590,300 | – | 0.82% | – |
| MSFG | New | MAINSOURCE FINANCIAL GP INC | $6,255,000 | – | 283,654 | – | 0.78% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $6,242,000 | – | 337,413 | – | 0.78% | – |
| FCCO | New | FIRST CMNTY CORP S C | $6,239,000 | – | 445,982 | – | 0.78% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $6,221,000 | – | 165,900 | – | 0.78% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $6,214,000 | – | 24,000 | – | 0.78% | – |
| DFS | New | DISCOVER FINL SVCS | $6,141,000 | – | 114,600 | – | 0.77% | – |
| STND | New | Standard Financial Corp. | $6,109,000 | – | 263,300 | – | 0.76% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,045,000 | – | 209,300 | – | 0.76% | – |
| HTBK | New | HERITAGE COMMERCE CORP | $5,982,000 | – | 568,094 | – | 0.75% | – |
| BANF | New | BANCFIRST CORP | $5,960,000 | – | 98,800 | – | 0.74% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $5,800,000 | – | 41,200 | – | 0.72% | – |
| CWAY | New | COASTWAY BANCORP INC | $5,703,000 | – | 458,099 | – | 0.71% | – |
| CFNL | New | CARDINAL FINL CORP | $5,665,000 | – | 258,200 | – | 0.71% | – |
| LBAI | New | LAKELAND BANCORP INC | $5,648,000 | – | 496,300 | – | 0.70% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $5,640,000 | – | 400,000 | – | 0.70% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $5,581,000 | – | 430,000 | – | 0.70% | – |
| ESSA | New | ESSA BANCORP INC | $5,569,000 | – | 415,600 | – | 0.70% | – |
| IVZ | New | INVESCO LTD | $5,460,000 | – | 213,800 | – | 0.68% | – |
| NMIH | New | NMI HLDGS INCcl a | $5,359,000 | – | 977,900 | – | 0.67% | – |
| DHI | New | D R HORTON INC | $5,352,000 | – | 170,000 | – | 0.67% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $5,311,000 | – | 156,200 | – | 0.66% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $5,151,000 | – | 218,892 | – | 0.64% | – |
| YDKN | New | YADKIN FINL CORP | $4,945,000 | – | 197,100 | – | 0.62% | – |
| MTBWS | New | M & T BK CORP*w exp 12/23/201 | $4,898,000 | – | 112,800 | – | 0.61% | – |
| WBKC | New | WOLVERINE BANCORP INC | $4,836,000 | – | 189,423 | – | 0.60% | – |
| IROQ | New | IF BANCORP INC | $4,677,000 | – | 255,000 | – | 0.58% | – |
| ISTR | New | INVESTAR HLDG CORP | $4,657,000 | – | 302,800 | – | 0.58% | – |
| PBSK | New | POAGE BANKSHARES INC | $4,647,000 | – | 270,505 | – | 0.58% | – |
| CIVBP | New | CIVISTA BANCSHARES INC6.50% pfd ser b | $4,622,000 | – | 110,050 | – | 0.58% | – |
| CBNK | New | CHICOPEE BANCORP INC | $4,585,000 | – | 251,100 | – | 0.57% | – |
| BK | New | BANK NEW YORK MELLON CORP | $4,592,000 | – | 118,200 | – | 0.57% | – |
| CCNE | New | CNB FINL CORP PA | $4,525,000 | – | 254,200 | – | 0.56% | – |
| BSRR | New | SIERRA BANCORP | $4,406,000 | – | 264,000 | – | 0.55% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $4,293,000 | – | 244,500 | – | 0.54% | – |
| WFBI | New | WASHINGTONFIRST BANKSHARES I | $4,214,000 | – | 195,000 | – | 0.53% | – |
| UCBA | New | UNITED CMNTY BANCORP IND | $4,177,000 | – | 296,886 | – | 0.52% | – |
| BNK | New | C1 FINL INC | $4,083,000 | – | 175,000 | – | 0.51% | – |
| BUSE | New | FIRST BUSEY CORP | $4,052,000 | – | 189,450 | – | 0.51% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $3,885,000 | – | 165,400 | – | 0.48% | – |
| WSFS | New | WSFS FINL CORP | $3,863,000 | – | 120,000 | – | 0.48% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $3,748,000 | – | 148,100 | – | 0.47% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $3,684,000 | – | 106,300 | – | 0.46% | – |
| EVER | New | EVERBANK FINL CORP | $3,641,000 | – | 245,000 | – | 0.46% | – |
| PMBC | New | PACIFIC MERCANTILE BANCORP | $3,550,000 | – | 500,000 | – | 0.44% | – |
| PBCP | New | Polonia Bancorp, Inc. | $3,546,000 | – | 329,900 | – | 0.44% | – |
| FNFV | New | FIDELITY NATIONAL FINANCIAL | $3,291,000 | – | 286,900 | – | 0.41% | – |
| NRIM | New | NORTHRIM BANCORP INC | $3,250,000 | – | 123,628 | – | 0.41% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $3,186,000 | – | 72,100 | – | 0.40% | – |
| WIBC | New | WILSHIRE BANCORP INC | $3,178,000 | – | 305,000 | – | 0.40% | – |
| PBHC | New | PATHFINDER BANCORP INC MD | $3,156,000 | – | 280,000 | – | 0.39% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $3,045,000 | – | 643,700 | – | 0.38% | – |
| MELR | New | MELROSE BANCORP INC | $3,003,000 | – | 193,515 | – | 0.38% | – |
| BXS | New | BANCORPSOUTH INC | $2,947,000 | – | 129,882 | – | 0.37% | – |
| FFBC | New | FIRST FINL BANCORP OH | $2,917,000 | – | 150,000 | – | 0.36% | – |
| PBBI | New | PB BANCORP INC | $2,911,000 | – | 345,730 | – | 0.36% | – |
| WSFSL | New | WSFS Financial Corporation 6.25% Pfd. Stock6.50% pfd | $2,904,000 | – | 110,796 | – | 0.36% | – |
| CVLY | New | CODORUS VY BANCORP INC | $2,884,000 | – | 141,568 | – | 0.36% | – |
| BAYK | New | Bay Banks of Virginia, Inc. | $2,795,000 | – | 469,700 | – | 0.35% | – |
| ASB | New | ASSOCIATED BANC CORP | $2,780,000 | – | 162,100 | – | 0.35% | – |
| HBK | New | HAMILTON BANCORP INC MD | $2,782,000 | – | 200,000 | – | 0.35% | – |
| PNCWS | New | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $2,768,000 | – | 158,900 | – | 0.35% | – |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $2,701,000 | – | 220,700 | – | 0.34% | – |
| DCBF | New | DCB Financial Corp | $2,674,000 | – | 379,228 | – | 0.33% | – |
| BOTJ | New | BANK OF THE ST JAMES FINL GP | $2,622,000 | – | 214,000 | – | 0.33% | – |
| LENB | New | LENNAR CORPcl b | $2,541,000 | – | 68,215 | – | 0.32% | – |
| EQFN | New | EQUITABLE FINL CORP NEW | $2,515,000 | – | 302,629 | – | 0.31% | – |
| MBCQ | New | MB Bancorp, Inc. | $2,494,000 | – | 190,400 | – | 0.31% | – |
| FAIT | New | First American International Corp. | $2,474,000 | – | 168,880 | – | 0.31% | – |
| CWBC | New | COMMUNITY WEST BANCSHARES | $2,216,000 | – | 301,100 | – | 0.28% | – |
| HNNA | New | HENNESSY ADVISORS INC | $2,209,000 | – | 66,004 | – | 0.28% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,199,000 | – | 125,000 | – | 0.28% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $2,178,000 | – | 100,592 | – | 0.27% | – |
| AJSB | New | AJS Bancorp, Inc. | $2,092,000 | – | 140,400 | – | 0.26% | – |
| BMTC | New | BRYN MAWR BK CORP | $2,094,000 | – | 71,700 | – | 0.26% | – |
| STC | New | STEWART INFORMATION SVCS COR | $2,071,000 | – | 50,000 | – | 0.26% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $2,072,000 | – | 400,000 | – | 0.26% | – |
| MBRG | New | MIDDLEBURG FINANCIAL CORP | $1,972,000 | – | 72,500 | – | 0.25% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $1,959,000 | – | 60,000 | – | 0.24% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $1,949,000 | – | 105,300 | – | 0.24% | – |
| SHBI | New | SHORE BANCSHARES INC | $1,929,000 | – | 164,193 | – | 0.24% | – |
| ZIONZ | New | ZIONS BANCORPORATION*w exp 11/14/201 | $1,913,000 | – | 1,755,000 | – | 0.24% | – |
| PLRM | New | Pilgrim Bancshares, Inc. | $1,917,000 | – | 149,200 | – | 0.24% | – |
| CARO | New | CAROLINA FINL CORP NEW | $1,868,000 | – | 100,000 | – | 0.23% | – |
| FLIC | New | FIRST LONG IS CORP | $1,864,000 | – | 65,000 | – | 0.23% | – |
| STBA | New | S & T BANCORP INC | $1,834,000 | – | 75,000 | – | 0.23% | – |
| HTH | New | HILLTOP HOLDINGS INC | $1,809,000 | – | 86,200 | – | 0.23% | – |
| AVBH | New | Avidbank Holdings, Inc. | $1,763,000 | – | 120,353 | – | 0.22% | – |
| HTLF | New | HEARTLAND FINL USA INC | $1,765,000 | – | 50,000 | – | 0.22% | – |
| CFDB | New | Central Federal Bancshares, Inc. | $1,747,000 | – | 155,800 | – | 0.22% | – |
| PBNC | New | PARAGON COML CORP | $1,742,000 | – | 49,769 | – | 0.22% | – |
| JXSB | New | JACKSONVILLE BANCORP INC MD | $1,728,000 | – | 63,769 | – | 0.22% | – |
| GFED | New | GUARANTY FED BANCSHARES INC | $1,718,000 | – | 107,600 | – | 0.22% | – |
| OKSB | New | SOUTHWEST BANCORP INC OKLA | $1,693,000 | – | 100,000 | – | 0.21% | – |
| TRCB | New | TWO RIV BANCORP | $1,656,000 | – | 152,483 | – | 0.21% | – |
| BOCH | New | BANK COMM HLDGS | $1,635,000 | – | 247,800 | – | 0.20% | – |
| MTH | New | MERITAGE HOMES CORP | $1,502,000 | – | 40,000 | – | 0.19% | – |
| SBFGP | New | SB FINL GROUP INC | $1,479,000 | – | 125,000 | – | 0.18% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $1,479,000 | – | 75,400 | – | 0.18% | – |
| UBFO | New | UNITED SECURITY BANCSHARES C | $1,453,000 | – | 226,300 | – | 0.18% | – |
| PEBO | New | PEOPLES BANCORP INC | $1,416,000 | – | 65,000 | – | 0.18% | – |
| GTWN | New | GEORGETOWN BANCORP INC MD | $1,404,000 | – | 69,100 | – | 0.18% | – |
| DNBF | New | DNB FINL CORP | $1,388,000 | – | 58,801 | – | 0.17% | – |
| SGM | New | STONEGATE MTG CORP | $1,368,000 | – | 407,186 | – | 0.17% | – |
| ANCX | New | ACCESS NATL CORP | $1,366,000 | – | 70,000 | – | 0.17% | – |
| PROV | New | PROVIDENT FINL HLDGS INC | $1,281,000 | – | 70,000 | – | 0.16% | – |
| SSNF | New | Sunshine Financial Inc. | $1,264,000 | – | 66,000 | – | 0.16% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $1,229,000 | – | 60,000 | – | 0.15% | – |
| BKU | New | BANKUNITED INC | $1,229,000 | – | 40,000 | – | 0.15% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,215,000 | – | 20,000 | – | 0.15% | – |
| New | OM ASSET MGMT PLC | $1,202,000 | – | 90,000 | – | 0.15% | – | |
| IWM | New | ISHARES TRput | $1,150,000 | – | 10,000 | – | 0.14% | – |
| TBK | New | TRIUMPH BANCORP INC | $1,122,000 | – | 70,100 | – | 0.14% | – |
| FNBCQ | New | FIRST NBC BK HLDG CO | $1,091,000 | – | 65,000 | – | 0.14% | – |
| MLVF | New | MALVERN BANCORP INC | $1,061,000 | – | 68,000 | – | 0.13% | – |
| RDN | New | RADIAN GROUP INC | $1,042,000 | – | 100,000 | – | 0.13% | – |
| QNBC | New | QNB Corporation | $998,000 | – | 31,194 | – | 0.12% | – |
| HMNF | New | HMN FINL INC | $992,000 | – | 73,034 | – | 0.12% | – |
| LPLA | New | LPL FINL HLDGS INC | $958,000 | – | 42,500 | – | 0.12% | – |
| SUGR | New | Sugar Creek Financial Corporation | $953,000 | – | 83,575 | – | 0.12% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $943,000 | – | 42,400 | – | 0.12% | – |
| New | First Intercontinental Bank | $933,000 | – | 131,439 | – | 0.12% | – | |
| HBAN | New | HUNTINGTON BANCSHARES INC | $894,000 | – | 100,000 | – | 0.11% | – |
| STIWSA | New | SUNTRUST BKS INC*w exp 12/31/201 | $866,000 | – | 93,400 | – | 0.11% | – |
| NWBB | New | New Bancorp, Inc. | $850,000 | – | 66,200 | – | 0.11% | – |
| HBCP | New | HOME BANCORP INC | $824,000 | – | 30,000 | – | 0.10% | – |
| SNNY | New | Sunnyside Bancorp, Inc. | $812,000 | – | 64,871 | – | 0.10% | – |
| MTGB | New | Meetinghouse Bancorp, Inc. | $791,000 | – | 47,500 | – | 0.10% | – |
| CNOB | New | Connectone Bancorp, Inc. | $785,000 | – | 50,000 | – | 0.10% | – |
| GABC | New | GERMAN AMERN BANCORP INC | $786,000 | – | 24,600 | – | 0.10% | – |
| FSBK | New | FIRST SOUTH BANCORP INC VA | $778,000 | – | 83,264 | – | 0.10% | – |
| OSHC | New | OCEAN SHORE HLDG CO NEW | $763,000 | – | 45,000 | – | 0.10% | – |
| WEIN | New | West End Indiana Bancshares, Inc. | $743,000 | – | 30,000 | – | 0.09% | – |
| LAZ | New | LAZARD LTD | $744,000 | – | 25,000 | – | 0.09% | – |
| SBY | New | SILVER BAY RLTY TR CORP | $681,000 | – | 40,000 | – | 0.08% | – |
| NJCB | New | New Jersey Community Bank | $650,000 | – | 160,488 | – | 0.08% | – |
| FISI | New | FINANCIAL INSTNS INC | $652,000 | – | 25,000 | – | 0.08% | – |
| MBTF | New | MBT FINL CORP | $640,000 | – | 80,000 | – | 0.08% | – |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $616,000 | – | 63,200 | – | 0.08% | – |
| SFST | New | SOUTHERN FIRST BANCSHARES IN | $603,000 | – | 25,000 | – | 0.08% | – |
| BNCC | New | BNCCORP, Inc. | $515,000 | – | 33,471 | – | 0.06% | – |
| BKMU | New | BANK MUTUAL CORP NEW | $423,000 | – | 55,100 | – | 0.05% | – |
| MDNB | New | Minden Bancorp, Inc. | $354,000 | – | 14,900 | – | 0.04% | – |
| FCLF | New | FIRST CLOVER LEAF FIN CORP | $298,000 | – | 25,000 | – | 0.04% | – |
| HIBE | New | Hibernia Bancorp, Inc. | $287,000 | – | 15,000 | – | 0.04% | – |
| ATLO | New | AMES NATL CORP | $268,000 | – | 10,000 | – | 0.03% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $267,000 | – | 21,000 | – | 0.03% | – |
| HAFC | New | HANMI FINL CORP | $235,000 | – | 10,000 | – | 0.03% | – |
| CACB | New | CASCADE BANCORP | $222,000 | – | 40,000 | – | 0.03% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $222,000 | – | 8,890 | – | 0.03% | – |
| LTXB | New | LEGACY TEX FINL GROUP INC | $205,000 | – | 7,600 | – | 0.03% | – |
| NVR | New | NVR INC | $178,000 | – | 100 | – | 0.02% | – |
| FOFN | New | Four Oaks Fincorp, Inc. | $167,000 | – | 81,000 | – | 0.02% | – |
| FSFG | New | FIRST SAVINGS FINL GROUP INC | $140,000 | – | 4,066 | – | 0.02% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $131,000 | – | 10,000 | – | 0.02% | – |
| WD | New | WALKER & DUNLOP INC | $18,000 | – | 800 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PZN | Exit | PZENA INVESTMENT MGMT INCclass a | $0 | – | -200 | – | 0.00% | – |
| FSFG | Exit | FIRST SAVINGS FINL GROUP INC | $0 | – | -600 | – | -0.00% | – |
| SLCT | Exit | SELECT BANCORP INC NEW | $0 | – | -5,900 | – | -0.01% | – |
| AMBCWS | Exit | AMBAC FINL GROUP INC*w exp 04/30/202 | $0 | – | -10,000 | – | -0.01% | – |
| FFBCW | Exit | FIRST FINL BANCORP OH*w exp 12/23/201 | $0 | – | -14,999 | – | -0.01% | – |
| PFBI | Exit | PREMIER FINL BANCORP INC | $0 | – | -7,600 | – | -0.01% | – |
| CHMG | Exit | CHEMUNG FINL CORP | $0 | – | -5,900 | – | -0.02% | – |
| GFED | Exit | GUARANTY FED BANCSHARES INC | $0 | – | -12,800 | – | -0.02% | – |
| HIBE | Exit | HIBERNIA BANCORP INC | $0 | – | -10,000 | – | -0.02% | – |
| MSBF | Exit | MSB FINL CORP NEW | $0 | – | -17,100 | – | -0.02% | – |
| SCNB | Exit | SUFFOLK BANCORP | $0 | – | -8,900 | – | -0.03% | – |
| FCVA | Exit | FIRST CAPITAL BANCORP VA | $0 | – | -51,100 | – | -0.03% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -9,100 | – | -0.03% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -11,738 | – | -0.03% | – |
| MDNB | Exit | MINDEN BANCORP INC | $0 | – | -14,900 | – | -0.04% | – |
| LCNB | Exit | LCNB CORP | $0 | – | -20,000 | – | -0.04% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -30,000 | – | -0.05% | – |
| ESXB | Exit | COMMUNITY BANKERS TR CORP | $0 | – | -100,000 | – | -0.06% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -20,000 | – | -0.06% | – |
| SNNY | Exit | SUNNYSIDE BANCORP INC | $0 | – | -50,000 | – | -0.06% | – |
| OVLY | Exit | OAK VALLEY BANCORP OAKDALE C | $0 | – | -56,100 | – | -0.06% | – |
| OLBK | Exit | OLD LINE BANCSHARES INC | $0 | – | -35,000 | – | -0.06% | – |
| FBNC | Exit | FIRST BANCORP N C | $0 | – | -35,000 | – | -0.07% | – |
| QNBC | Exit | QNB CORPORATION | $0 | – | -20,372 | – | -0.07% | – |
| NJCB | Exit | NEW JERSEY COMMUNITY BANK | $0 | – | -110,000 | – | -0.07% | – |
| SUGR | Exit | SUGAR CREEK FINANCIAL CORPORATION | $0 | – | -63,100 | – | -0.07% | – |
| Exit | THE FIRST BANCORP INC.warrant | $0 | – | -226,819 | – | -0.08% | – | |
| UBFO | Exit | UNITED SECURITY BANCSHARES C | $0 | – | -128,800 | – | -0.08% | – |
| MTGB | Exit | MEETINGHOUSE BANCORP INC | $0 | – | -47,500 | – | -0.08% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -80,900 | – | -0.08% | – |
| SWAY | Exit | STARWOOD WAYPOINT RESIDENTL | $0 | – | -30,000 | – | -0.08% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -30,000 | – | -0.08% | – |
| HMNF | Exit | HMN FINL INC | $0 | – | -69,858 | – | -0.09% | – |
| FSBK | Exit | FIRST SOUTH BANCORP INC VA | $0 | – | -103,300 | – | -0.09% | – |
| CFNL | Exit | CARDINAL FINL CORP | $0 | – | -36,100 | – | -0.09% | – |
| NBBC | Exit | NEWBRIDGE BANCORPcl a no par | $0 | – | -97,500 | – | -0.09% | – |
| CZWI | Exit | CITIZENS CMNTY BANCORP INC M | $0 | – | -94,157 | – | -0.09% | – |
| Exit | FIRST INTERCONTINENTAL BANK | $0 | – | -118,413 | – | -0.09% | – | |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -75,000 | – | -0.10% | – |
| JAX | Exit | J ALEXANDERS HLDGS INC | $0 | – | -88,946 | – | -0.10% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -30,000 | – | -0.10% | – |
| SNC | Exit | STATE NATL COS INC | $0 | – | -107,500 | – | -0.11% | – |
| STIWSA | Exit | SUNTRUST BKS INC*w exp 12/31/201 | $0 | – | -121,500 | – | -0.11% | – |
| TRCB | Exit | TWO RIV BANCORP | $0 | – | -115,921 | – | -0.12% | – |
| BOCH | Exit | BANK COMM HLDGS | $0 | – | -180,000 | – | -0.12% | – |
| PUB | Exit | PEOPLES UTAH BANCORP | $0 | – | -69,010 | – | -0.13% | – |
| WCIC | Exit | WCI CMNTYS INC | $0 | – | -50,000 | – | -0.13% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -30,000 | – | -0.13% | – |
| SSNF | Exit | SUNSHINE FINANCIAL INC | $0 | – | -70,000 | – | -0.14% | – |
| RNST | Exit | RENASANT CORP | $0 | – | -40,000 | – | -0.15% | – |
| HNNA | Exit | HENNESSY ADVISORS INC | $0 | – | -57,500 | – | -0.15% | – |
| HFBL | Exit | HOME FED BANCORP INC LA NEW | $0 | – | -59,800 | – | -0.15% | – |
| ANCX | Exit | ACCESS NATL CORP | $0 | – | -70,000 | – | -0.16% | – |
| GTWN | Exit | GEORGETOWN BANCORP INC MD | $0 | – | -79,900 | – | -0.16% | – |
| DCBF | Exit | DCB FINANCIAL CORP | $0 | – | -214,725 | – | -0.16% | – |
| PEBO | Exit | PEOPLES BANCORP INC | $0 | – | -70,000 | – | -0.16% | – |
| HBNC | Exit | HORIZON BANCORP IND | $0 | – | -62,000 | – | -0.16% | – |
| PEBK | Exit | PEOPLES BANCORP N C INC | $0 | – | -84,200 | – | -0.16% | – |
| JXSB | Exit | JACKSONVILLE BANCORP INC MD | $0 | – | -61,300 | – | -0.16% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -100,000 | – | -0.17% | – |
| WEIN | Exit | WEST END INDIANA BANCSHARES INC | $0 | – | -67,000 | – | -0.17% | – |
| PLRM | Exit | PILGRIM BANCSHARES INC | $0 | – | -125,900 | – | -0.17% | – |
| ICBK | Exit | COUNTY BANCORP INC | $0 | – | -79,600 | – | -0.17% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -115,000 | – | -0.17% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -150,000 | – | -0.17% | – |
| EKFC | Exit | EUREKA FINANCIAL CORP | $0 | – | -55,933 | – | -0.17% | – |
| AVBH | Exit | AVIDBANK HOLDINGS INC. | $0 | – | -124,961 | – | -0.17% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -50,000 | – | -0.17% | – |
| CWBC | Exit | COMMUNITY WEST BANCSHARES | $0 | – | -225,000 | – | -0.18% | – |
| BANC | Exit | BANC CALIF INC | $0 | – | -130,000 | – | -0.18% | – |
| YDKN | Exit | YADKIN FINL CORP | $0 | – | -75,000 | – | -0.18% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -125,000 | – | -0.18% | – |
| DNBF | Exit | DNB FINL CORP | $0 | – | -63,520 | – | -0.19% | – |
| PROV | Exit | PROVIDENT FINL HLDGS INC | $0 | – | -100,100 | – | -0.19% | – |
| JPMWS | Exit | JPMORGAN CHASE & CO*w exp 10/28/201 | $0 | – | -85,000 | – | -0.19% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -160,000 | – | -0.19% | – |
| WTBA | Exit | WEST BANCORPORATION INCcap stk | $0 | – | -95,000 | – | -0.20% | – |
| SOCB | Exit | SOUTHCOAST FINANCIAL CORP | $0 | – | -134,300 | – | -0.20% | – |
| WLFC | Exit | WILLIS LEASE FINANCE CORP | $0 | – | -110,000 | – | -0.20% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -100,000 | – | -0.20% | – |
| CIVBP | Exit | CIVISTA BANCSHARES INC6.50% pfd ser b | $0 | – | -55,719 | – | -0.21% | – |
| SAMG | Exit | SILVERCREST ASSET MGMT GROUPcl a | $0 | – | -175,000 | – | -0.21% | – |
| Exit | HMN FINANCIAL INC - Warrant $4.68 Exp 12/23/2018warrant | $0 | – | -277,778 | – | -0.22% | – | |
| OZRK | Exit | BANK OF THE OZARKS INC | $0 | – | -45,000 | – | -0.22% | – |
| LPLA | Exit | LPL FINL HLDGS INCput | $0 | – | -50,000 | – | -0.22% | – |
| SBY | Exit | SILVER BAY RLTY TR CORP | $0 | – | -126,900 | – | -0.23% | – |
| AJSB | Exit | AJS BANCORP INC. | $0 | – | -140,400 | – | -0.23% | – |
| EQFN | Exit | EQUITABLE FINL CORP NEW | $0 | – | -250,000 | – | -0.23% | – |
| MBCQ | Exit | MB BANCORP INC | $0 | – | -159,142 | – | -0.23% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -110,000 | – | -0.23% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -55,000 | – | -0.24% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -85,000 | – | -0.24% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -110,000 | – | -0.24% | – |
| FRTR | Exit | FRATERNITY COMMUNIT BANCORP INC | $0 | – | -130,088 | – | -0.24% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -55,000 | – | -0.26% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -50,000 | – | -0.27% | – |
| BSRR | Exit | SIERRA BANCORP | $0 | – | -158,300 | – | -0.28% | – |
| PNCWS | Exit | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $0 | – | -105,000 | – | -0.29% | – |
| MELR | Exit | MELROSE BANCORP INC | $0 | – | -185,700 | – | -0.30% | – |
| BAYK | Exit | BAY BANKS OF VIRGINIA INC | $0 | – | -473,900 | – | -0.30% | – |
| MBWM | Exit | MERCANTILE BANK CORP | $0 | – | -132,100 | – | -0.31% | – |
| MLVF | Exit | MALVERN BANCORP INC | $0 | – | -176,200 | – | -0.31% | – |
| SGM | Exit | STONEGATE MTG CORP | $0 | – | -390,000 | – | -0.31% | – |
| FAIT | Exit | FIRST AMERICAN INTERNATIONAL CORP | $0 | – | -169,800 | – | -0.32% | – |
| MFSF | Exit | MUTUALFIRST FINL INC | $0 | – | -121,400 | – | -0.32% | – |
| MC | Exit | MOELIS & COcl a | $0 | – | -110,000 | – | -0.32% | – |
| RVSB | Exit | RIVERVIEW BANCORP INC | $0 | – | -609,200 | – | -0.32% | – |
| KRE | Exit | SPDR SERIES TRUSTput | $0 | – | -75,000 | – | -0.34% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -75,000 | – | -0.35% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -157,800 | – | -0.35% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -186,600 | – | -0.35% | – |
| WSFSL | Exit | WSFS FINANCIAL CORP Pfd. Stock6.50% pfd | $0 | – | -117,896 | – | -0.35% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -125,000 | – | -0.35% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -90,000 | – | -0.36% | – |
| WIBC | Exit | WILSHIRE BANCORP INC | $0 | – | -305,000 | – | -0.36% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -65,000 | – | -0.36% | – |
| PBSK | Exit | POAGE BANKSHARES INC | $0 | – | -210,000 | – | -0.36% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -200,000 | – | -0.36% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -435,000 | – | -0.37% | – |
| PBHC | Exit | PATHFINDER BANCORP INC MD | $0 | – | -299,500 | – | -0.37% | – |
| WFCWS | Exit | WELLS FARGO & CO NEW*w exp 10/28/201 | $0 | – | -185,000 | – | -0.37% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -262,200 | – | -0.38% | – |
| SGBK | Exit | STONEGATE BK FT LAUDERDALE F | $0 | – | -108,400 | – | -0.38% | – |
| ZIONZ | Exit | ZIONS BANCORPORATION*w exp 11/14/201 | $0 | – | -1,785,000 | – | -0.39% | – |
| CMA | Exit | COMERICA INC | $0 | – | -85,000 | – | -0.39% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -192,475 | – | -0.39% | – |
| GABC | Exit | GERMAN AMERN BANCORP INC | $0 | – | -120,000 | – | -0.39% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -122,200 | – | -0.40% | – |
| Exit | FNB CORPORATION - Warrant $3.324 Exp 1/30/2019warrant | $0 | – | -367,916 | – | -0.40% | – | |
| LPSB | Exit | LAPORTE BANCORP INC MD | $0 | – | -242,100 | – | -0.40% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -275,000 | – | -0.40% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -16,000 | – | -0.40% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -188,900 | – | -0.41% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -57,500 | – | -0.42% | – |
| CBNK | Exit | CHICOPEE BANCORP INC | $0 | – | -233,300 | – | -0.42% | – |
| XBKS | Exit | XENITH BANKSHARES INC | $0 | – | -589,100 | – | -0.42% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -250,000 | – | -0.43% | – |
| FSGI | Exit | FIRST SEC GROUP INC | $0 | – | -1,583,800 | – | -0.44% | – |
| COBZ | Exit | COBIZ FINANCIAL INC | $0 | – | -303,400 | – | -0.44% | – |
| FFWM | Exit | FIRST FNDTN INC | $0 | – | -175,000 | – | -0.44% | – |
| JAXB | Exit | JACKSONVILLE BANCORP INC FLA | $0 | – | -312,707 | – | -0.46% | – |
| PBCP | Exit | POLONIA BACORP INC MD | $0 | – | -329,900 | – | -0.48% | – |
| IROQ | Exit | IF BANCORP INC | $0 | – | -250,900 | – | -0.48% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -210,000 | – | -0.48% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -71,000 | – | -0.48% | – |
| HBK | Exit | HAMILTON BANCORP INC MD | $0 | – | -310,000 | – | -0.48% | – |
| UCBA | Exit | UNITED CMNTY BANCORP IND | $0 | – | -291,600 | – | -0.49% | – |
| HEOP | Exit | HERITAGE OAKS BANCORP | $0 | – | -565,500 | – | -0.50% | – |
| ALLB | Exit | ALLIANCE BANCORP INC PA NEW | $0 | – | -188,300 | – | -0.50% | – |
| WBKC | Exit | WOLVERINE BANCORP INC | $0 | – | -180,623 | – | -0.52% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -220,000 | – | -0.52% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -270,500 | – | -0.56% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -232,500 | – | -0.57% | – |
| FNFV | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -440,000 | – | -0.58% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -164,493 | – | -0.58% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -194,600 | – | -0.58% | – |
| FCB | Exit | FCB FINL HLDGS INCcl a | $0 | – | -160,000 | – | -0.58% | – |
| OKSB | Exit | SOUTHWEST BANCORP INC OKLA | $0 | – | -325,000 | – | -0.60% | – |
| CWAY | Exit | COASTWAY BANCORP INC | $0 | – | -484,800 | – | -0.60% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -261,324 | – | -0.60% | – |
| MTBWS | Exit | M & T BK CORP*w exp 12/23/201 | $0 | – | -112,800 | – | -0.62% | – |
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -457,300 | – | -0.63% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -84,100 | – | -0.64% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -160,000 | – | -0.65% | – |
| MSFG | Exit | MAINSOURCE FINANCIAL GP INC | $0 | – | -295,000 | – | -0.67% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -375,000 | – | -0.68% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -298,300 | – | -0.69% | – |
| FNBCQ | Exit | FIRST NBC BK HLDG CO | $0 | – | -177,100 | – | -0.69% | – |
| STND | Exit | STANDRD FINANCIAL CORP | $0 | – | -272,000 | – | -0.71% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -190,000 | – | -0.73% | – |
| PBIP | Exit | PRUDENTIAL BANCORP INC NEW | $0 | – | -452,000 | – | -0.73% | – |
| BANF | Exit | BANCFIRST CORP | $0 | – | -104,300 | – | -0.74% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -210,300 | – | -0.74% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -170,000 | – | -0.74% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -694,100 | – | -0.75% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -237,000 | – | -0.76% | – |
| AMRB | Exit | AMERICAN RIVER BANKSHARES | $0 | – | -715,100 | – | -0.77% | – |
| OSBC | Exit | OLD SECOND BANCORP INC ILL | $0 | – | -1,117,109 | – | -0.78% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -480,000 | – | -0.79% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -249,100 | – | -0.82% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -480,000 | – | -0.84% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -155,000 | – | -0.87% | – |
| FCTY | Exit | 1ST CENTURY BANCSHARES INC | $0 | – | -1,000,300 | – | -0.88% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -272,900 | – | -0.89% | – |
| FXCB | Exit | FOX CHASE BANCORP INC NEW | $0 | – | -463,821 | – | -0.90% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -460,000 | – | -0.90% | – |
| HTBK | Exit | HERITAGE COMMERCE CORP | $0 | – | -715,000 | – | -0.91% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -479,695 | – | -0.91% | – |
| EVBN | Exit | EVANS BANCORP INC | $0 | – | -328,500 | – | -0.91% | – |
| UCFC | Exit | UNITED CMNTY FINL CORP OHIO | $0 | – | -1,729,200 | – | -0.97% | – |
| METR | Exit | METRO BANCORP INC PA | $0 | – | -295,000 | – | -0.97% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -196,200 | – | -1.00% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -298,900 | – | -1.04% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -368,400 | – | -1.07% | – |
| SNBC | Exit | SUN BANCORP INC | $0 | – | -501,705 | – | -1.08% | – |
| SIFI | Exit | SI FINL GROUP INC MD | $0 | – | -859,300 | – | -1.14% | – |
| HFFC | Exit | HF FINL CORP | $0 | – | -655,900 | – | -1.19% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -920,000 | – | -1.20% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -420,000 | – | -1.24% | – |
| CNBKA | Exit | CENTURY BANCORP INC MASScl a non vtg | $0 | – | -275,500 | – | -1.25% | – |
| SBCF | Exit | SEACOAST BKG CORP FLA | $0 | – | -770,000 | – | -1.26% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -234,700 | – | -1.36% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -810,000 | – | -1.46% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -490,000 | – | -1.51% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -945,000 | – | -1.56% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -75,000 | – | -1.61% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -724,998 | – | -1.66% | – |
| GBNK | Exit | GUARANTY BANCORP DEL | $0 | – | -925,000 | – | -1.70% | – |
| BNK | Exit | C1 FINL INC | $0 | – | -849,700 | – | -1.81% | – |
| STBZ | Exit | STATE BK FINL CORP | $0 | – | -783,300 | – | -1.81% | – |
| Exit | EAGLE BANCORP INC - Warrant $6.7636 Exp 12/05/2018warrant | $0 | – | -423,977 | – | -1.84% | – | |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -470,000 | – | -2.01% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -452,800 | – | -2.07% | – |
| C | Exit | CITIGROUP INC | $0 | – | -409,200 | – | -2.27% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -768,500 | – | -2.47% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABCB | Sell | AMERIS BANCORP | $22,094,000 | +10.8% | 768,500 | -2.5% | 2.47% | +10.0% |
| C | Buy | CITIGROUP INC | $20,300,000 | -4.5% | 409,200 | +6.3% | 2.27% | -5.2% |
| USB | Buy | US BANCORP DEL | $18,569,000 | +113.9% | 452,800 | +126.4% | 2.07% | +112.3% |
| AER | Buy | AERCAP HOLDINGS NV | $17,973,000 | -6.5% | 470,000 | +11.9% | 2.01% | -7.2% |
| Buy | EAGLE BANCORP INC - Warrant $6.7636 Exp 12/05/2018warrant | $16,476,000 | +14.3% | 423,977 | +10.0% | 1.84% | +13.5% | |
| STBZ | Buy | STATE BK FINL CORP | $16,199,000 | +2.3% | 783,300 | +7.3% | 1.81% | +1.5% |
| BNK | Buy | C1 FINL INC | $16,187,000 | +19.6% | 849,700 | +21.6% | 1.81% | +18.7% |
| GBNK | Buy | GUARANTY BANCORP DEL | $15,235,000 | +12.5% | 925,000 | +12.8% | 1.70% | +11.8% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $14,819,000 | +110.8% | 724,998 | +115.3% | 1.66% | +109.2% |
| SPY | New | SPDR S&P 500 ETF TRput | $14,373,000 | – | 75,000 | – | 1.61% | – |
| IBCP | Sell | INDEPENDENT BANK CORP MICH | $13,948,000 | -31.8% | 945,000 | -37.4% | 1.56% | -32.3% |
| ZION | Buy | ZIONS BANCORPORATION | $13,495,000 | -7.6% | 490,000 | +6.5% | 1.51% | -8.2% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $13,025,000 | -4.1% | 810,000 | -4.3% | 1.46% | -4.8% |
| DFS | Buy | DISCOVER FINL SVCS | $12,202,000 | +34.8% | 234,700 | +49.4% | 1.36% | +33.8% |
| SBCF | Buy | SEACOAST BKG CORP FLA | $11,304,000 | -4.0% | 770,000 | +3.4% | 1.26% | -4.7% |
| CNBKA | Sell | CENTURY BANCORP INC MASScl a non vtg | $11,229,000 | -1.6% | 275,500 | -1.9% | 1.25% | -2.3% |
| ETFC | Buy | E TRADE FINANCIAL CORP | $11,059,000 | -0.2% | 420,000 | +13.5% | 1.24% | -1.0% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $10,764,000 | -1.5% | 920,000 | +12.9% | 1.20% | -2.3% |
| SIFI | Buy | SI FINL GROUP INC MD | $10,226,000 | +7.3% | 859,300 | +5.0% | 1.14% | +6.5% |
| SNBC | Buy | SUN BANCORP INC | $9,628,000 | +1.7% | 501,705 | +2.0% | 1.08% | +0.9% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $9,593,000 | -12.1% | 368,400 | -18.1% | 1.07% | -12.8% |
| IVZ | Buy | INVESCO LTD | $9,335,000 | -0.4% | 298,900 | +19.6% | 1.04% | -1.1% |
| EGBN | Buy | EAGLE BANCORP INC MD | $8,927,000 | +8.4% | 196,200 | +4.8% | 1.00% | +7.6% |
| METR | Buy | METRO BANCORP INC PA | $8,670,000 | +60.3% | 295,000 | +42.6% | 0.97% | +59.1% |
| UCFC | Buy | UNITED CMNTY FINL CORP OHIO | $8,646,000 | +12.4% | 1,729,200 | +20.3% | 0.97% | +11.7% |
| EVBN | Buy | EVANS BANCORP INC | $8,147,000 | +15.2% | 328,500 | +12.7% | 0.91% | +14.5% |
| DCOM | Sell | DIME CMNTY BANCSHARES | $8,107,000 | -0.4% | 479,695 | -0.1% | 0.91% | -1.1% |
| HTBK | Sell | HERITAGE COMMERCE CORP | $8,108,000 | -23.8% | 715,000 | -35.5% | 0.91% | -24.4% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $8,068,000 | -17.6% | 460,000 | -10.8% | 0.90% | -18.2% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $7,985,000 | +47.5% | 272,900 | +65.9% | 0.89% | +46.5% |
| EVR | New | EVERCORE PARTNERS INCclass a | $7,787,000 | – | 155,000 | – | 0.87% | – |
| BAC | Buy | BANK AMER CORP | $7,478,000 | +40.6% | 480,000 | +53.6% | 0.84% | +39.4% |
| SNV | Buy | SYNOVUS FINL CORP | $7,373,000 | +92.9% | 249,100 | +100.9% | 0.82% | +91.6% |
| CSFL | Sell | CENTERSTATE BANKS INC | $7,056,000 | +5.5% | 480,000 | -3.0% | 0.79% | +4.8% |
| OSBC | Sell | OLD SECOND BANCORP INC ILL | $6,960,000 | -6.8% | 1,117,109 | -1.2% | 0.78% | -7.4% |
| AMRB | Buy | AMERICAN RIVER BANKSHARES | $6,879,000 | +3.8% | 715,100 | +0.5% | 0.77% | +2.9% |
| SHBI | Buy | SHORE BANCSHARES INC | $6,747,000 | +10.0% | 694,100 | +6.7% | 0.75% | +9.3% |
| BK | Buy | BANK NEW YORK MELLON CORP | $6,656,000 | +66.9% | 170,000 | +78.9% | 0.74% | +65.7% |
| MS | Sell | MORGAN STANLEY | $6,624,000 | -33.0% | 210,300 | -17.5% | 0.74% | -33.5% |
| BANF | Sell | BANCFIRST CORP | $6,581,000 | -12.1% | 104,300 | -8.8% | 0.74% | -12.8% |
| PBIP | Sell | PRUDENTIAL BANCORP INC NEW | $6,513,000 | -7.6% | 452,000 | -7.0% | 0.73% | -8.2% |
| TOL | Buy | TOLL BROTHERS INC | $6,506,000 | -7.9% | 190,000 | +2.7% | 0.73% | -8.6% |
| STND | Sell | STANDRD FINANCIAL CORP | $6,392,000 | +8.3% | 272,000 | -3.0% | 0.71% | +7.5% |
| FNBCQ | Sell | FIRST NBC BK HLDG CO | $6,206,000 | -33.7% | 177,100 | -31.9% | 0.69% | -34.2% |
| WLH | New | LYON WILLIAM HOMEScl a new | $6,145,000 | – | 298,300 | – | 0.69% | – |
| AF | Sell | ASTORIA FINL CORP | $6,038,000 | -21.1% | 375,000 | -32.4% | 0.68% | -21.6% |
| MSFG | Buy | MAINSOURCE FINANCIAL GP INC | $6,006,000 | -2.3% | 295,000 | +5.4% | 0.67% | -3.0% |
| MTH | New | MERITAGE HOMES CORP | $5,843,000 | – | 160,000 | – | 0.65% | – |
| NTRS | New | NORTHERN TR CORP | $5,732,000 | – | 84,100 | – | 0.64% | – |
| FCCO | Buy | FIRST CMNTY CORP S C | $5,661,000 | +8.9% | 457,300 | +3.9% | 0.63% | +8.0% |
| MTBWS | Sell | M & T BK CORP*w exp 12/23/201 | $5,552,000 | -11.1% | 112,800 | -7.0% | 0.62% | -11.8% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $5,415,000 | +13.7% | 261,324 | +3.4% | 0.60% | +12.9% |
| CWAY | Sell | COASTWAY BANCORP INC | $5,352,000 | -2.3% | 484,800 | -0.2% | 0.60% | -2.9% |
| OKSB | Buy | SOUTHWEST BANCORP INC OKLA | $5,333,000 | +0.9% | 325,000 | +14.5% | 0.60% | +0.2% |
| FCB | Sell | FCB FINL HLDGS INCcl a | $5,219,000 | -19.4% | 160,000 | -21.5% | 0.58% | -20.0% |
| BDGE | Buy | BRIDGE BANCORP INC | $5,198,000 | +2.5% | 194,600 | +2.4% | 0.58% | +1.8% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $5,198,000 | -15.7% | 164,493 | -19.8% | 0.58% | -16.3% |
| FNFV | Sell | FIDELITY NATIONAL FINANCIAL | $5,157,000 | -25.5% | 440,000 | -2.2% | 0.58% | -26.1% |
| QCRH | Buy | QCR HOLDINGS INC | $5,085,000 | +7.5% | 232,500 | +7.0% | 0.57% | +6.8% |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $4,657,000 | -12.7% | 220,000 | -8.3% | 0.52% | -13.3% |
| HEOP | Buy | HERITAGE OAKS BANCORP | $4,501,000 | +22.2% | 565,500 | +20.9% | 0.50% | +21.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $4,329,000 | -57.6% | 71,000 | -52.9% | 0.48% | -57.8% |
| NBHC | Sell | NATIONAL BK HLDGS CORPcl a | $4,311,000 | -56.0% | 210,000 | -55.3% | 0.48% | -56.3% |
| PBCP | Sell | POLONIA BACORP INC MD | $4,289,000 | +3.2% | 329,900 | -0.0% | 0.48% | +2.4% |
| FFWM | New | FIRST FNDTN INC | $3,985,000 | – | 175,000 | – | 0.44% | – |
| COBZ | Sell | COBIZ FINANCIAL INC | $3,947,000 | -44.9% | 303,400 | -44.6% | 0.44% | -45.3% |
| FSGI | Buy | FIRST SEC GROUP INC | $3,944,000 | +1.9% | 1,583,800 | +0.3% | 0.44% | +1.4% |
| ISTR | Buy | INVESTAR HLDG CORP | $3,873,000 | +8.7% | 250,000 | +6.7% | 0.43% | +8.0% |
| XBKS | Buy | XENITH BANKSHARES INC | $3,764,000 | +14.1% | 589,100 | +7.3% | 0.42% | +13.2% |
| CBNK | Buy | CHICOPEE BANCORP INC | $3,742,000 | +26.4% | 233,300 | +30.0% | 0.42% | +25.5% |
| BOKF | Sell | BOK FINL CORP | $3,721,000 | -10.9% | 57,500 | -4.2% | 0.42% | -11.5% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $3,684,000 | -3.0% | 188,900 | -5.6% | 0.41% | -3.5% |
| FCNCA | Buy | FIRST CTZNS BANCSHARES INC Ncl a | $3,616,000 | -5.2% | 16,000 | +10.3% | 0.40% | -5.8% |
| KEY | Sell | KEYCORP NEW | $3,578,000 | -31.9% | 275,000 | -21.4% | 0.40% | -32.4% |
| LPSB | Sell | LAPORTE BANCORP INC MD | $3,571,000 | +8.2% | 242,100 | -0.6% | 0.40% | +7.5% |
| NRIM | Sell | NORTHRIM BANCORP INC | $3,535,000 | +9.9% | 122,200 | -2.6% | 0.40% | +9.1% |
| GABC | Buy | GERMAN AMERN BANCORP INC | $3,512,000 | +114.9% | 120,000 | +116.2% | 0.39% | +113.0% |
| CCNE | Buy | CNB FINL CORP PA | $3,497,000 | +8.6% | 192,475 | +10.0% | 0.39% | +8.0% |
| CMA | Sell | COMERICA INC | $3,494,000 | -53.0% | 85,000 | -41.4% | 0.39% | -53.4% |
| SGBK | Buy | STONEGATE BK FT LAUDERDALE F | $3,448,000 | +36.7% | 108,400 | +27.5% | 0.38% | +35.6% |
| WFCWS | New | WELLS FARGO & CO NEW*w exp 10/28/201 | $3,347,000 | – | 185,000 | – | 0.37% | – |
| NMIH | Sell | NMI HLDGS INCcl a | $3,306,000 | -13.2% | 435,000 | -8.4% | 0.37% | -14.0% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $3,260,000 | -70.0% | 200,000 | -66.9% | 0.36% | -70.3% |
| PBSK | Buy | POAGE BANKSHARES INC | $3,255,000 | +13.1% | 210,000 | +11.8% | 0.36% | +12.3% |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $3,226,000 | – | 65,000 | – | 0.36% | – |
| WIBC | Sell | WILSHIRE BANCORP INC | $3,206,000 | -33.2% | 305,000 | -19.7% | 0.36% | -33.7% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $3,192,000 | -51.6% | 90,000 | -49.5% | 0.36% | -51.9% |
| GWB | New | GREAT WESTN BANCORP INC | $3,171,000 | – | 125,000 | – | 0.35% | – |
| WSFSL | Sell | WSFS FINANCIAL CORP Pfd. Stock6.50% pfd | $3,158,000 | -7.4% | 117,896 | -6.1% | 0.35% | -8.1% |
| BUSE | New | FIRST BUSEY CORP | $3,135,000 | – | 157,800 | – | 0.35% | – |
| TBK | Sell | TRIUMPH BANCORP INC | $3,135,000 | -12.9% | 186,600 | -31.8% | 0.35% | -13.6% |
| LM | Buy | LEGG MASON INC | $3,121,000 | +18.8% | 75,000 | +47.1% | 0.35% | +17.9% |
| KRE | New | SPDR SERIES TRUSTput | $3,089,000 | – | 75,000 | – | 0.34% | – |
| RVSB | Buy | RIVERVIEW BANCORP INC | $2,894,000 | +35.2% | 609,200 | +21.8% | 0.32% | +34.0% |
| MC | New | MOELIS & COcl a | $2,889,000 | – | 110,000 | – | 0.32% | – |
| MFSF | New | MUTUALFIRST FINL INC | $2,841,000 | – | 121,400 | – | 0.32% | – |
| SGM | Buy | STONEGATE MTG CORP | $2,773,000 | -15.3% | 390,000 | +20.0% | 0.31% | -15.8% |
| MLVF | Sell | MALVERN BANCORP INC | $2,758,000 | -14.6% | 176,200 | -19.0% | 0.31% | -15.2% |
| MBWM | New | MERCANTILE BANK CORP | $2,745,000 | – | 132,100 | – | 0.31% | – |
| BAYK | Sell | BAY BANKS OF VIRGINIA INC | $2,725,000 | -2.0% | 473,900 | -0.3% | 0.30% | -2.9% |
| PNCWS | Buy | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $2,560,000 | +132.5% | 105,000 | +174.0% | 0.29% | +130.6% |
| BSRR | Buy | SIERRA BANCORP | $2,526,000 | -0.7% | 158,300 | +7.7% | 0.28% | -1.4% |
| PB | Buy | PROSPERITY BANCSHARES INC | $2,456,000 | +70.1% | 50,000 | +100.0% | 0.27% | +69.1% |
| SF | Buy | STIFEL FINL CORP | $2,315,000 | -19.8% | 55,000 | +10.0% | 0.26% | -20.3% |
| HTH | New | HILLTOP HOLDINGS INC | $2,179,000 | – | 110,000 | – | 0.24% | – |
| HAFC | Sell | HANMI FINL CORP | $2,142,000 | -52.1% | 85,000 | -52.8% | 0.24% | -52.5% |
| STI | New | SUNTRUST BKS INC | $2,103,000 | – | 55,000 | – | 0.24% | – |
| FFBC | Sell | FIRST FINL BANCORP OH | $2,099,000 | -72.1% | 110,000 | -73.8% | 0.23% | -72.4% |
| EQFN | New | EQUITABLE FINL CORP NEW | $2,055,000 | – | 250,000 | – | 0.23% | – |
| OZRK | New | BANK OF THE OZARKS INC | $1,969,000 | – | 45,000 | – | 0.22% | – |
| CIVBP | Sell | CIVISTA BANCSHARES INC6.50% pfd ser b | $1,850,000 | -21.2% | 55,719 | -17.2% | 0.21% | -21.6% |
| EVTC | Sell | EVERTEC INC | $1,807,000 | -22.6% | 100,000 | -9.1% | 0.20% | -23.2% |
| SOCB | Sell | SOUTHCOAST FINANCIAL CORP | $1,790,000 | +50.3% | 134,300 | -4.1% | 0.20% | +49.3% |
| WLFC | Buy | WILLIS LEASE FINANCE CORP | $1,789,000 | -4.8% | 110,000 | +7.5% | 0.20% | -5.2% |
| WTBA | Buy | WEST BANCORPORATION INCcap stk | $1,781,000 | +799.5% | 95,000 | +850.0% | 0.20% | +804.5% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $1,696,000 | – | 160,000 | – | 0.19% | – |
| JPMWS | Buy | JPMORGAN CHASE & CO*w exp 10/28/201 | $1,692,000 | -8.8% | 85,000 | +13.3% | 0.19% | -9.6% |
| PROV | Buy | PROVIDENT FINL HLDGS INC | $1,680,000 | +45.8% | 100,100 | +45.5% | 0.19% | +44.6% |
| DNBF | Buy | DNB FINL CORP | $1,672,000 | +3.0% | 63,520 | +1.1% | 0.19% | +2.2% |
| UBNK | Buy | UNITED FINL BANCORP INC NEW | $1,631,000 | +60.2% | 125,000 | +65.1% | 0.18% | +58.3% |
| YDKN | New | YADKIN FINL CORP | $1,612,000 | – | 75,000 | – | 0.18% | – |
| BANC | New | BANC CALIF INC | $1,595,000 | – | 130,000 | – | 0.18% | – |
| BMTC | New | BRYN MAWR BK CORP | $1,554,000 | – | 50,000 | – | 0.17% | – |
| AVBH | Sell | AVIDBANK HOLDINGS INC. | $1,543,000 | -1.0% | 124,961 | -0.2% | 0.17% | -1.7% |
| FNFG | New | FIRST NIAGARA FINL GP INC | $1,532,000 | – | 150,000 | – | 0.17% | – |
| FLY | Sell | FLY LEASING LTDsponsored adr | $1,518,000 | -75.8% | 115,000 | -71.2% | 0.17% | -76.0% |
| ICBK | Sell | COUNTY BANCORP INC | $1,524,000 | -15.1% | 79,600 | -15.7% | 0.17% | -15.8% |
| WEIN | Sell | WEST END INDIANA BANCSHARES INC | $1,511,000 | -10.8% | 67,000 | -11.6% | 0.17% | -11.5% |
| STL | Buy | STERLING BANCORP DEL | $1,487,000 | +34.8% | 100,000 | +33.3% | 0.17% | +33.9% |
| PEBK | Buy | PEOPLES BANCORP N C INC | $1,474,000 | +0.5% | 84,200 | +5.2% | 0.16% | 0.0% |
| HBNC | New | HORIZON BANCORP IND | $1,473,000 | – | 62,000 | – | 0.16% | – |
| JXSB | Buy | JACKSONVILLE BANCORP INC MD | $1,481,000 | +7.8% | 61,300 | +5.1% | 0.16% | +6.5% |
| PEBO | New | PEOPLES BANCORP INC | $1,455,000 | – | 70,000 | – | 0.16% | – |
| ANCX | Buy | ACCESS NATL CORP | $1,426,000 | +55.0% | 70,000 | +48.0% | 0.16% | +52.9% |
| HNNA | Buy | HENNESSY ADVISORS INC | $1,366,000 | +27.5% | 57,500 | +1.2% | 0.15% | +26.4% |
| HFBL | Sell | HOME FED BANCORP INC LA NEW | $1,368,000 | +4.2% | 59,800 | -8.0% | 0.15% | +3.4% |
| RNST | Sell | RENASANT CORP | $1,314,000 | -42.4% | 40,000 | -42.9% | 0.15% | -42.8% |
| SSNF | Buy | SUNSHINE FINANCIAL INC | $1,260,000 | +7.3% | 70,000 | +7.0% | 0.14% | +6.8% |
| LENB | Sell | LENNAR CORPcl b | $1,188,000 | -44.9% | 30,000 | -40.0% | 0.13% | -45.3% |
| PUB | Sell | PEOPLES UTAH BANCORP | $1,126,000 | -33.7% | 69,010 | -31.0% | 0.13% | -34.0% |
| WCIC | New | WCI CMNTYS INC | $1,132,000 | – | 50,000 | – | 0.13% | – |
| TRCB | Buy | TWO RIV BANCORP | $1,037,000 | +29.9% | 115,921 | +32.8% | 0.12% | +28.9% |
| STIWSA | Sell | SUNTRUST BKS INC*w exp 12/31/201 | $1,008,000 | -38.6% | 121,500 | -22.3% | 0.11% | -38.9% |
| SNC | Sell | STATE NATL COS INC | $1,005,000 | -19.3% | 107,500 | -6.5% | 0.11% | -20.0% |
| BPOP | Sell | POPULAR INC | $907,000 | -66.3% | 30,000 | -67.8% | 0.10% | -66.7% |
| JAX | New | J ALEXANDERS HLDGS INC | $887,000 | – | 88,946 | – | 0.10% | – |
| KRNY | Buy | KEARNY FINL CORP MD | $860,000 | +255.4% | 75,000 | +245.6% | 0.10% | +255.6% |
| CZWI | Sell | CITIZENS CMNTY BANCORP INC M | $832,000 | -8.3% | 94,157 | -4.9% | 0.09% | -8.8% |
| NBBC | Buy | NEWBRIDGE BANCORPcl a no par | $832,000 | +48.8% | 97,500 | +55.8% | 0.09% | +47.6% |
| FSBK | Buy | FIRST SOUTH BANCORP INC VA | $816,000 | +14.8% | 103,300 | +14.8% | 0.09% | +13.8% |
| CFG | New | CITIZENS FINL GROUP INC | $716,000 | – | 30,000 | – | 0.08% | – |
| SWAY | New | STARWOOD WAYPOINT RESIDENTL | $715,000 | – | 30,000 | – | 0.08% | – |
| OFG | New | OFG BANCORP | $706,000 | – | 80,900 | – | 0.08% | – |
| UBFO | Buy | UNITED SECURITY BANCSHARES C | $683,000 | +22.0% | 128,800 | +15.9% | 0.08% | +20.6% |
| SUGR | Buy | SUGAR CREEK FINANCIAL CORPORATION | $647,000 | +83.3% | 63,100 | +86.8% | 0.07% | +80.0% |
| QNBC | Buy | QNB CORPORATION | $601,000 | +13.4% | 20,372 | +13.0% | 0.07% | +11.7% |
| FBNC | Buy | FIRST BANCORP N C | $595,000 | +276.6% | 35,000 | +268.4% | 0.07% | +266.7% |
| OLBK | Sell | OLD LINE BANCSHARES INC | $569,000 | -48.8% | 35,000 | -50.0% | 0.06% | -48.8% |
| SNNY | Buy | SUNNYSIDE BANCORP INC | $520,000 | +2.0% | 50,000 | +2.9% | 0.06% | +1.8% |
| WD | Sell | WALKER & DUNLOP INC | $522,000 | -51.2% | 20,000 | -50.0% | 0.06% | -51.7% |
| LCNB | Buy | LCNB CORP | $324,000 | +100.0% | 20,000 | +100.0% | 0.04% | +100.0% |
| WAFD | Sell | WASHINGTON FED INC | $267,000 | -91.8% | 11,738 | -91.6% | 0.03% | -91.8% |
| CATY | New | CATHAY GEN BANCORP | $273,000 | – | 9,100 | – | 0.03% | – |
| SCNB | Sell | SUFFOLK BANCORP | $243,000 | -82.4% | 8,900 | -83.5% | 0.03% | -82.6% |
| MSBF | New | MSB FINL CORP NEW | $198,000 | – | 17,100 | – | 0.02% | – |
| GFED | New | GUARANTY FED BANCSHARES INC | $188,000 | – | 12,800 | – | 0.02% | – |
| CHMG | New | CHEMUNG FINL CORP | $165,000 | – | 5,900 | – | 0.02% | – |
| PFBI | Sell | PREMIER FINL BANCORP INC | $108,000 | -53.4% | 7,600 | -49.3% | 0.01% | -53.8% |
| FFBCW | Sell | FIRST FINL BANCORP OH*w exp 12/23/201 | $110,000 | +12.2% | 14,999 | -8.5% | 0.01% | +9.1% |
| AMBCWS | Sell | AMBAC FINL GROUP INC*w exp 04/30/202 | $69,000 | -77.3% | 10,000 | -75.0% | 0.01% | -76.5% |
| SLCT | New | SELECT BANCORP INC NEW | $43,000 | – | 5,900 | – | 0.01% | – |
| FSFG | New | FIRST SAVINGS FINL GROUP INC | $20,000 | – | 600 | – | 0.00% | – |
| PZN | New | PZENA INVESTMENT MGMT INCclass a | $2,000 | – | 200 | – | 0.00% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -3,600 | – | -0.02% | – |
| BYLK | Exit | BAYLAKE CORP | $0 | – | -26,600 | – | -0.04% | – |
| SSB | Exit | SOUTH ST CORP | $0 | – | -7,000 | – | -0.06% | – |
| UBSH | Exit | UNION BANKSHARES CORP NEW | $0 | – | -30,000 | – | -0.08% | – |
| EVER | Exit | EVERBANK FINL CORP | $0 | – | -46,200 | – | -0.10% | – |
| FMTB | Exit | FAIRMOUNT BANCORP INC. | $0 | – | -36,856 | – | -0.12% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -35,900 | – | -0.12% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -81,200 | – | -0.13% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -191,700 | – | -0.14% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -100,000 | – | -0.15% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -72,800 | – | -0.15% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -35,000 | – | -0.16% | – |
| FMER | Exit | FIRSTMERIT CORP | $0 | – | -70,000 | – | -0.16% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -100,000 | – | -0.18% | – |
| NBTB | Exit | NBT BANCORP INC | $0 | – | -60,000 | – | -0.18% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -100,000 | – | -0.19% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -5,000 | – | -0.20% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -40,000 | – | -0.21% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -120,000 | – | -0.22% | – |
| BKFS | Exit | BLACK KNIGHT FINL SVCS INCcl a | $0 | – | -65,000 | – | -0.23% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -43,200 | – | -0.24% | – |
| BCAR | Exit | BANK OF THE CAROLINAS CORP | $0 | – | -18,946,551 | – | -0.29% | – |
| LABC | Exit | LOUISANA BANCORP INC NEW | $0 | – | -110,800 | – | -0.30% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -50,000 | – | -0.30% | – |
| STAR | Exit | ISTAR FINL INC | $0 | – | -238,700 | – | -0.36% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -185,000 | – | -0.58% | – |
| NVR | Exit | NVR INC | $0 | – | -4,600 | – | -0.69% | – |
| 2206PS | Exit | PALMETTO BANCSHARES INC | $0 | – | -541,041 | – | -1.20% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $21,267,000 | – | 385,000 | – | 2.39% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $20,457,000 | – | 1,508,600 | – | 2.30% | – |
| ABCB | New | AMERIS BANCORP | $19,944,000 | – | 788,600 | – | 2.24% | – |
| AER | New | AERCAP HOLDINGS NV | $19,232,000 | – | 420,000 | – | 2.16% | – |
| STBZ | New | STATE BK FINL CORP | $15,841,000 | – | 730,000 | – | 1.78% | – |
| ZION | New | ZIONS BANCORPORATION | $14,600,000 | – | 460,000 | – | 1.64% | – |
| New | EAGLE BANCORP INCwarrant | $14,411,000 | – | 385,434 | – | 1.62% | – | |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $13,575,000 | – | 846,300 | – | 1.53% | – |
| GBNK | New | GUARANTY BANCORP DEL | $13,538,000 | – | 820,000 | – | 1.52% | – |
| BNK | New | C1 FINL INC | $13,537,000 | – | 698,500 | – | 1.52% | – |
| SBCF | New | SEACOAST BKG CORP FLA | $11,771,000 | – | 745,000 | – | 1.32% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $11,413,000 | – | 280,700 | – | 1.28% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $11,082,000 | – | 370,000 | – | 1.25% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $10,929,000 | – | 815,000 | – | 1.23% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $10,917,000 | – | 450,000 | – | 1.23% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $10,884,000 | – | 605,000 | – | 1.22% | – |
| 2206PS | New | PALMETTO BANCSHARES INC | $10,696,000 | – | 541,041 | – | 1.20% | – |
| HTBK | New | HERITAGE COMMERCE CORP | $10,646,000 | – | 1,107,767 | – | 1.20% | – |
| JPM | New | JPMORGAN CHASE & CO | $10,205,000 | – | 150,600 | – | 1.15% | – |
| HFFC | New | HF FINL CORP | $9,950,000 | – | 655,900 | – | 1.12% | – |
| MS | New | MORGAN STANLEY | $9,891,000 | – | 255,000 | – | 1.11% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $9,790,000 | – | 470,000 | – | 1.10% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $9,787,000 | – | 515,900 | – | 1.10% | – |
| SIFI | New | SI FINL GROUP INC MD | $9,530,000 | – | 818,698 | – | 1.07% | – |
| SNBC | New | SUN BANCORP INC | $9,471,000 | – | 492,000 | – | 1.07% | – |
| IVZ | New | INVESCO LTD | $9,373,000 | – | 250,000 | – | 1.06% | – |
| FNBCQ | New | FIRST NBC BK HLDG CO | $9,360,000 | – | 260,000 | – | 1.05% | – |
| DFS | New | DISCOVER FINL SVCS | $9,052,000 | – | 157,100 | – | 1.02% | – |
| USB | New | US BANCORP DEL | $8,680,000 | – | 200,000 | – | 0.98% | – |
| EGBN | New | EAGLE BANCORP INC MD | $8,234,000 | – | 187,300 | – | 0.93% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $8,136,000 | – | 480,300 | – | 0.92% | – |
| FXCB | New | FOX CHASE BANCORP INC NEW | $7,848,000 | – | 463,821 | – | 0.88% | – |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $7,690,000 | – | 1,437,400 | – | 0.86% | – |
| AF | New | ASTORIA FINL CORP | $7,653,000 | – | 555,000 | – | 0.86% | – |
| FFBC | New | FIRST FINL BANCORP OH | $7,535,000 | – | 420,000 | – | 0.85% | – |
| BANF | New | BANCFIRST CORP | $7,487,000 | – | 114,400 | – | 0.84% | – |
| OSBC | New | OLD SECOND BANCORP INC ILL | $7,464,000 | – | 1,130,900 | – | 0.84% | – |
| CMA | New | COMERICA INC | $7,441,000 | – | 145,000 | – | 0.84% | – |
| COBZ | New | COBIZ FINANCIAL INC | $7,158,000 | – | 547,700 | – | 0.81% | – |
| EVBN | New | EVANS BANCORP INC | $7,069,000 | – | 291,500 | – | 0.80% | – |
| TOL | New | TOLL BROTHERS INC | $7,065,000 | – | 185,000 | – | 0.80% | – |
| PBIP | New | PRUDENTIAL BANCORP INC NEW | $7,046,000 | – | 485,900 | – | 0.79% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $7,029,000 | – | 336,800 | – | 0.79% | – |
| FCTY | New | 1ST CENTURY BANCSHARES INC | $7,002,000 | – | 1,000,300 | – | 0.79% | – |
| FNFV | New | FIDELITY NATIONAL FINANCIAL | $6,921,000 | – | 450,000 | – | 0.78% | – |
| CSFL | New | CENTERSTATE BANKS INC | $6,687,000 | – | 495,000 | – | 0.75% | – |
| AMRB | New | AMERICAN RIVER BANKSHARES | $6,628,000 | – | 711,200 | – | 0.75% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $6,592,000 | – | 178,200 | – | 0.74% | – |
| WSFS | New | WSFS FINL CORP | $6,482,000 | – | 237,000 | – | 0.73% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $6,478,000 | – | 203,700 | – | 0.73% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $6,280,000 | – | 400,000 | – | 0.71% | – |
| MTBWS | New | M & T BK CORP*w exp 12/23/201 | $6,247,000 | – | 121,300 | – | 0.70% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,163,000 | – | 205,100 | – | 0.69% | – |
| NVR | New | NVR INC | $6,164,000 | – | 4,600 | – | 0.69% | – |
| MSFG | New | MAINSOURCE FINANCIAL GP INC | $6,146,000 | – | 280,000 | – | 0.69% | – |
| SHBI | New | SHORE BANCSHARES INC | $6,134,000 | – | 650,510 | – | 0.69% | – |
| STND | New | STANDARD FINANCIAL CORP | $5,902,000 | – | 280,500 | – | 0.66% | – |
| ZIONZ | New | ZIONS BANCORPORATION*w exp 11/14/201 | $5,694,000 | – | 1,785,000 | – | 0.64% | – |
| CWAY | New | COASTWAY BANCORP INC | $5,477,000 | – | 486,000 | – | 0.62% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $5,415,000 | – | 164,500 | – | 0.61% | – |
| METR | New | METRO BANCORP INC PA | $5,408,000 | – | 206,900 | – | 0.61% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $5,333,000 | – | 240,000 | – | 0.60% | – |
| BAC | New | BANK AMER CORP | $5,320,000 | – | 312,600 | – | 0.60% | – |
| OKSB | New | SOUTHWEST BANCORP INC OKLA | $5,283,000 | – | 283,900 | – | 0.60% | – |
| KEY | New | KEYCORP NEW | $5,257,000 | – | 350,000 | – | 0.59% | – |
| FCCO | New | FIRST CMNTY CORP S C | $5,196,000 | – | 440,000 | – | 0.58% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $5,147,000 | – | 185,000 | – | 0.58% | – |
| BDGE | New | BRIDGE BANCORP INC | $5,071,000 | – | 190,000 | – | 0.57% | – |
| WIBC | New | WILSHIRE BANCORP INC | $4,799,000 | – | 380,000 | – | 0.54% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $4,762,000 | – | 252,624 | – | 0.54% | – |
| QCRH | New | QCR HOLDINGS INC | $4,729,000 | – | 217,327 | – | 0.53% | – |
| WBKC | New | WOLVERINE BANCORP INC | $4,561,000 | – | 180,623 | – | 0.51% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $4,534,000 | – | 270,500 | – | 0.51% | – |
| HAFC | New | HANMI FINL CORP | $4,471,000 | – | 180,000 | – | 0.50% | – |
| ALLB | New | ALLIANCE BANCORP INC PA NEW | $4,291,000 | – | 188,300 | – | 0.48% | – |
| HBK | New | HAMILTON BANCORP INC MD | $4,269,000 | – | 310,000 | – | 0.48% | – |
| BOKF | New | BOK FINL CORP | $4,175,000 | – | 60,000 | – | 0.47% | – |
| PBCP | New | POLONIA BACORP INC MD | $4,158,000 | – | 330,000 | – | 0.47% | – |
| IROQ | New | IF BANCORP INC | $4,147,000 | – | 250,900 | – | 0.47% | – |
| New | FNB CORPORATIONwarrant | $4,047,000 | – | 367,916 | – | 0.46% | – | |
| UCBA | New | UNITED CMNTY BANCORP IND | $4,027,000 | – | 291,600 | – | 0.45% | – |
| BK | New | BANK NEW YORK MELLON CORP | $3,987,000 | – | 95,000 | – | 0.45% | – |
| FSGI | New | FIRST SEC GROUP INC | $3,869,000 | – | 1,579,300 | – | 0.44% | – |
| SNV | New | SYNOVUS FINL CORP | $3,822,000 | – | 124,000 | – | 0.43% | – |
| NMIH | New | NMI HLDGS INCcl a | $3,810,000 | – | 475,000 | – | 0.43% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $3,814,000 | – | 14,500 | – | 0.43% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $3,798,000 | – | 200,000 | – | 0.43% | – |
| HEOP | New | HERITAGE OAKS BANCORP | $3,682,000 | – | 467,800 | – | 0.41% | – |
| JAXB | New | JACKSONVILLE BANCORP INC FLA | $3,668,000 | – | 312,707 | – | 0.41% | – |
| TBK | New | TRIUMPH BANCORP INC | $3,598,000 | – | 273,621 | – | 0.40% | – |
| ISTR | New | INVESTAR HLDG CORP | $3,563,000 | – | 234,400 | – | 0.40% | – |
| PBHC | New | PATHFINDER BANCORP INC MD | $3,522,000 | – | 299,500 | – | 0.40% | – |
| WSFSL | New | WSFS FINANCIAL CORPORATION6.50% pfd | $3,409,000 | – | 125,596 | – | 0.38% | – |
| ESSA | New | ESSA BANCORP INC | $3,372,000 | – | 262,200 | – | 0.38% | – |
| XBKS | New | XENITH BANKSHARES INC | $3,299,000 | – | 549,000 | – | 0.37% | – |
| LPSB | New | LAPORTE BANCORP INC MD | $3,301,000 | – | 243,600 | – | 0.37% | – |
| SGM | New | STONEGATE MTG CORP | $3,273,000 | – | 325,000 | – | 0.37% | – |
| WAFD | New | WASHINGTON FED INC | $3,269,000 | – | 140,000 | – | 0.37% | – |
| MLVF | New | MALVERN BANCORP INC | $3,229,000 | – | 217,600 | – | 0.36% | – |
| CCNE | New | CNB FINL CORP PA | $3,220,000 | – | 175,000 | – | 0.36% | – |
| NRIM | New | NORTHRIM BANCORP INC | $3,217,000 | – | 125,500 | – | 0.36% | – |
| STAR | New | ISTAR FINL INC | $3,179,000 | – | 238,700 | – | 0.36% | – |
| CBNK | New | CHICOPEE BANCORP INC | $2,960,000 | – | 179,400 | – | 0.33% | – |
| SF | New | STIFEL FINL CORP | $2,887,000 | – | 50,000 | – | 0.32% | – |
| PBSK | New | POAGE BANKSHARES INC | $2,879,000 | – | 187,776 | – | 0.32% | – |
| BAYK | New | BAY BANKS OF VIRGINIA INC. | $2,781,000 | – | 475,400 | – | 0.31% | – |
| FAIT | New | FIRST AMERICAN INTERNATIONAL CORP | $2,708,000 | – | 169,800 | – | 0.30% | – |
| BPOP | New | POPULAR INC | $2,693,000 | – | 93,300 | – | 0.30% | – |
| WTFC | New | WINTRUST FINL CORP | $2,669,000 | – | 50,000 | – | 0.30% | – |
| LABC | New | LOUISANA BANCORP INC NEW | $2,643,000 | – | 110,800 | – | 0.30% | – |
| LM | New | LEGG MASON INC | $2,628,000 | – | 51,000 | – | 0.30% | – |
| MELR | New | MELROSE BANCORP INC | $2,613,000 | – | 185,700 | – | 0.29% | – |
| BCAR | New | BANK OF THE CAROLINAS CORP | $2,615,000 | – | 18,946,551 | – | 0.29% | – |
| BSRR | New | SIERRA BANCORP | $2,545,000 | – | 147,000 | – | 0.29% | – |
| SGBK | New | STONEGATE BK FT LAUDERDALE F | $2,522,000 | – | 85,000 | – | 0.28% | – |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $2,461,000 | – | 175,000 | – | 0.28% | – |
| CIVBP | New | CIVISTA BANCSHARES INC6.50% pfd ser b | $2,347,000 | – | 67,300 | – | 0.26% | – |
| EVTC | New | EVERTEC INC | $2,336,000 | – | 110,000 | – | 0.26% | – |
| LPLA | New | LPL FINL HLDGS INCput | $2,325,000 | – | 50,000 | – | 0.26% | – |
| RNST | New | RENASANT CORP | $2,282,000 | – | 70,000 | – | 0.26% | – |
| MBCQ | New | MB BANCORP INC. | $2,156,000 | – | 159,142 | – | 0.24% | – |
| LENB | New | LENNAR CORPcl b | $2,156,000 | – | 50,000 | – | 0.24% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $2,140,000 | – | 500,000 | – | 0.24% | – |
| AJSB | New | AJS BANCORP INC. | $2,120,000 | – | 140,400 | – | 0.24% | – |
| BEN | New | FRANKLIN RES INC | $2,118,000 | – | 43,200 | – | 0.24% | – |
| FRTR | New | FRATERNITY COMMUNITY BANKCORP INC. | $2,094,000 | – | 130,088 | – | 0.24% | – |
| SBY | New | SILVER BAY RLTY TR CORP | $2,067,000 | – | 126,900 | – | 0.23% | – |
| New | HMN FINANCIAL INC.warrant | $2,061,000 | – | 277,778 | – | 0.23% | – | |
| BKFS | New | BLACK KNIGHT FINL SVCS INCcl a | $2,007,000 | – | 65,000 | – | 0.23% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $1,908,000 | – | 120,000 | – | 0.22% | – |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $1,875,000 | – | 40,000 | – | 0.21% | – |
| WLFC | New | WILLIS LEASE FINANCE CORP | $1,879,000 | – | 102,284 | – | 0.21% | – |
| JPMWS | New | JPMORGAN CHASE & CO*w exp 10/28/201 | $1,856,000 | – | 75,000 | – | 0.21% | – |
| ICBK | New | COUNTY BANCORP INC | $1,794,000 | – | 94,400 | – | 0.20% | – |
| BLK | New | BLACKROCK INC | $1,730,000 | – | 5,000 | – | 0.20% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $1,696,000 | – | 100,000 | – | 0.19% | – |
| WEIN | New | WEST END INDIANA BANCSHARES INC. | $1,694,000 | – | 75,794 | – | 0.19% | – |
| PUB | New | PEOPLES UTAH BANCORP | $1,698,000 | – | 100,000 | – | 0.19% | – |
| STIWSA | New | SUNTRUST BKS INC*w exp 12/31/201 | $1,642,000 | – | 156,353 | – | 0.18% | – |
| GABC | New | GERMAN AMERN BANCORP INC | $1,634,000 | – | 55,500 | – | 0.18% | – |
| DNBF | New | DNB FINL CORP | $1,623,000 | – | 62,819 | – | 0.18% | – |
| NBTB | New | NBT BANCORP INC | $1,570,000 | – | 60,000 | – | 0.18% | – |
| FHN | New | FIRST HORIZON NATL CORP | $1,567,000 | – | 100,000 | – | 0.18% | – |
| DCBF | New | DCB FINANCIAL CORP. | $1,557,000 | – | 214,725 | – | 0.18% | – |
| AVBH | New | AVIDBANK HOLDINGS INC. | $1,558,000 | – | 125,161 | – | 0.18% | – |
| PLRM | New | PILGRIM BANCSHARES INC. | $1,523,000 | – | 125,900 | – | 0.17% | – |
| CWBC | New | COMMUNITY WEST BANCSHARES | $1,485,000 | – | 225,000 | – | 0.17% | – |
| PEBK | New | PEOPLES BANCORP N C INC | $1,467,000 | – | 80,000 | – | 0.16% | – |
| FMER | New | FIRSTMERIT CORP | $1,458,000 | – | 70,000 | – | 0.16% | – |
| PB | New | PROSPERITY BANCSHARES INC | $1,444,000 | – | 25,000 | – | 0.16% | – |
| GTWN | New | GEORGETOWN BANCORP INC MD | $1,428,000 | – | 79,900 | – | 0.16% | – |
| STC | New | STEWART INFORMATION SVCS COR | $1,393,000 | – | 35,000 | – | 0.16% | – |
| SCNB | New | SUFFOLK BANCORP | $1,381,000 | – | 53,800 | – | 0.16% | – |
| JXSB | New | JACKSONVILLE BANCORP INC MD | $1,374,000 | – | 58,300 | – | 0.16% | – |
| FBC | New | FLAGSTAR BANCORP INC | $1,345,000 | – | 72,800 | – | 0.15% | – |
| WSBF | New | WATERSTONE FINL INC MD | $1,320,000 | – | 100,000 | – | 0.15% | – |
| HFBL | New | HOME FED BANCORP INC LA NEW | $1,313,000 | – | 65,000 | – | 0.15% | – |
| BUSE | New | FIRST BUSEY CORP | $1,259,000 | – | 191,700 | – | 0.14% | – |
| SNC | New | STATE NATL COS INC | $1,245,000 | – | 115,000 | – | 0.14% | – |
| EKFC | New | EUREKA FINANCIAL CORPORATION | $1,203,000 | – | 55,933 | – | 0.14% | – |
| SOCB | New | SOUTHCOAST FINANCIAL CORP | $1,191,000 | – | 140,000 | – | 0.13% | – |
| SSNF | New | SUNSHINE FINANCIAL INC. | $1,174,000 | – | 65,400 | – | 0.13% | – |
| FNB | New | FNB CORP PA | $1,163,000 | – | 81,200 | – | 0.13% | – |
| PROV | New | PROVIDENT FINL HLDGS INC | $1,152,000 | – | 68,800 | – | 0.13% | – |
| OLBK | New | OLD LINE BANCSHARES INC | $1,112,000 | – | 70,000 | – | 0.12% | – |
| PNCWS | New | PNC FINL SVCS GROUP INC*w exp 12/31/201 | $1,101,000 | – | 38,318 | – | 0.12% | – |
| STL | New | STERLING BANCORP DEL | $1,103,000 | – | 75,000 | – | 0.12% | – |
| HNNA | New | HENNESSY ADVISORS INC | $1,071,000 | – | 56,843 | – | 0.12% | – |
| STBA | New | S & T BANCORP INC | $1,062,000 | – | 35,900 | – | 0.12% | – |
| WD | New | WALKER & DUNLOP INC | $1,070,000 | – | 40,000 | – | 0.12% | – |
| FMTB | New | FAIRMOUNT BANCORP INC. | $1,063,000 | – | 36,856 | – | 0.12% | – |
| BOCH | New | BANK COMM HLDGS | $1,031,000 | – | 180,000 | – | 0.12% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $1,018,000 | – | 75,700 | – | 0.12% | – |
| ANCX | New | ACCESS NATL CORP | $920,000 | – | 47,300 | – | 0.10% | – |
| CZWI | New | CITIZENS CMNTY BANCORP INC M | $907,000 | – | 99,057 | – | 0.10% | – |
| EVER | New | EVERBANK FINL CORP | $908,000 | – | 46,200 | – | 0.10% | – |
| New | FIRST INTERCONTINENTAL BANK | $853,000 | – | 118,413 | – | 0.10% | – | |
| HMNF | New | HMN FINL INC | $824,000 | – | 69,858 | – | 0.09% | – |
| TRCB | New | TWO RIV BANCORP | $798,000 | – | 87,300 | – | 0.09% | – |
| CFNL | New | CARDINAL FINL CORP | $787,000 | – | 36,100 | – | 0.09% | – |
| FSBK | New | FIRST SOUTH BANCORP INC VA | $711,000 | – | 90,000 | – | 0.08% | – |
| New | THE FIRST BANCORP INC.warrant | $694,000 | – | 226,819 | – | 0.08% | – | |
| UBSH | New | UNION BANKSHARES CORP NEW | $697,000 | – | 30,000 | – | 0.08% | – |
| MTGB | New | MEETINGHOUSE BANCORP INC. | $671,000 | – | 47,500 | – | 0.08% | – |
| NJCB | New | NEW JERSEY COMMUNITY BANK | $671,000 | – | 110,000 | – | 0.08% | – |
| UBFO | New | UNITED SECURITY BANCSHARES C | $560,000 | – | 111,098 | – | 0.06% | – |
| NBBC | New | NEWBRIDGE BANCORPcl a no par | $559,000 | – | 62,600 | – | 0.06% | – |
| OVLY | New | OAK VALLEY BANCORP OAKDALE C | $553,000 | – | 56,100 | – | 0.06% | – |
| SSB | New | SOUTH ST CORP | $532,000 | – | 7,000 | – | 0.06% | – |
| QNBC | New | QNB CORPORATION | $530,000 | – | 18,035 | – | 0.06% | – |
| SNNY | New | SUNNYSIDE BANCORP INC. | $510,000 | – | 48,600 | – | 0.06% | – |
| ESXB | New | COMMUNITY BANKERS TR CORP | $497,000 | – | 100,000 | – | 0.06% | – |
| BBCN | New | BBCN BANCORP INC | $444,000 | – | 30,000 | – | 0.05% | – |
| SUGR | New | SUGAR CREEK FINANCIAL CORPORATION | $353,000 | – | 33,781 | – | 0.04% | – |
| BYLK | New | BAYLAKE CORP | $336,000 | – | 26,600 | – | 0.04% | – |
| MDNB | New | MINDEN BANCORP INC | $328,000 | – | 14,900 | – | 0.04% | – |
| AMBCWS | New | AMBAC FINL GROUP INC*w exp 04/30/202 | $304,000 | – | 40,000 | – | 0.03% | – |
| KRNY | New | KEARNY FINL CORP MD | $242,000 | – | 21,700 | – | 0.03% | – |
| HIBE | New | HIBERNIA BANCORP INC. | $230,000 | – | 10,000 | – | 0.03% | – |
| PFBI | New | PREMIER FINL BANCORP INC | $232,000 | – | 15,000 | – | 0.03% | – |
| FCVA | New | FIRST CAPITAL BANCORP VA | $219,000 | – | 51,100 | – | 0.02% | – |
| WTBA | New | WEST BANCORPORATION INCcap stk | $198,000 | – | 10,000 | – | 0.02% | – |
| LCNB | New | LCNB CORP | $162,000 | – | 10,000 | – | 0.02% | – |
| FBNC | New | FIRST BANCORP N C | $158,000 | – | 9,500 | – | 0.02% | – |
| BKU | New | BANKUNITED INC | $129,000 | – | 3,600 | – | 0.02% | – |
| FFBCW | New | FIRST FINL BANCORP OH*w exp 12/23/201 | $98,000 | – | 16,399 | – | 0.01% | – |
Q4 2014
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STBZ | Buy | State Bank Financial Corporation | $34,437,000 | -3.7% | 2,120,500 | +0.3% | 4.15% | -10.9% |
| UCFC | Sell | United Community Financial Corp. | $16,851,000 | -6.5% | 3,600,700 | -17.5% | 2.03% | -13.5% |
| FNBCQ | Buy | First NBC Bank Holding Company | $16,594,000 | +0.6% | 506,700 | +2.9% | 2.00% | -6.9% |
| IBCP | Buy | Independent Bank Corporation | $15,496,000 | +32.9% | 1,300,000 | +43.5% | 1.87% | +23.1% |
| FMBI | Sell | First Midwest Bancorp, Inc. | $15,125,000 | -14.4% | 940,000 | -9.4% | 1.82% | -20.8% |
| OKSB | Buy | Southwest Bancorp, Inc. | $13,956,000 | +4.8% | 851,000 | +9.0% | 1.68% | -3.0% |
| AMH | Buy | American Homes 4 Rentcl a | $13,571,000 | +2.8% | 803,500 | +8.1% | 1.64% | -4.8% |
| HTH | Sell | Hilltop Holdings Inc. | $12,473,000 | -16.2% | 622,100 | -11.1% | 1.50% | -22.4% |
| BNK | New | C1 Financial, Inc. | $12,218,000 | – | 673,900 | – | 1.47% | – |
| CYN | Buy | City National Corporation | $11,630,000 | +5.9% | 153,700 | +6.0% | 1.40% | -2.0% |
| C | Buy | Citigroup Inc. | $11,530,000 | +145.5% | 222,500 | +123.2% | 1.39% | +127.1% |
| CNBKA | Buy | Century Bancorp, Inc.cl a non vtg | $11,324,000 | -0.4% | 327,100 | +1.7% | 1.36% | -7.8% |
| 2206PS | Buy | Palmetto Bancshares, Inc. | $11,284,000 | +7.1% | 797,995 | +9.0% | 1.36% | -0.9% |
| TBNK | Buy | Territorial Bancorp Inc. | $11,117,000 | -2.3% | 547,900 | +0.5% | 1.34% | -9.6% |
| ZION | Buy | Zions Bancorporation | $10,831,000 | +425.0% | 372,700 | +432.4% | 1.30% | +385.1% |
| FCNCA | Buy | First Citizens BancShares, Inc.cl a | $10,138,000 | +15.3% | 46,800 | +30.4% | 1.22% | +6.6% |
| CHFC | Buy | Chemical Financial Corporation | $9,944,000 | +24.6% | 369,800 | +30.1% | 1.20% | +15.4% |
| CMA | Buy | Comerica Incorporated | $9,279,000 | +21.6% | 186,100 | +22.4% | 1.12% | +12.5% |
| HTBK | Buy | Heritage Commerce Corp | $9,168,000 | +8.0% | 1,116,700 | +7.5% | 1.10% | -0.1% |
| BKU | Buy | BankUnited, Inc. | $9,052,000 | +14.2% | 296,900 | +25.4% | 1.09% | +5.6% |
| JPM | Sell | JPMorgan Chase & Co. | $8,602,000 | -9.5% | 142,800 | -13.5% | 1.04% | -16.2% |
| HCBK | Sell | Hudson City Bancorp, Inc. | $8,599,000 | -4.1% | 884,656 | -3.0% | 1.04% | -11.2% |
| AER | New | AerCap Holdings NV | $8,503,000 | – | 207,900 | – | 1.02% | – |
| SNBC | New | Sun Bancorp, Inc. | $8,150,000 | – | 450,000 | – | 0.98% | – |
| FFBC | Buy | First Financial Bancorp. | $8,016,000 | -7.4% | 506,400 | +0.7% | 0.97% | -14.4% |
| WFC | New | Wells Fargo & Company | $7,796,000 | – | 150,300 | – | 0.94% | – |
| SMBC | Sell | Southern Missouri Bancorp, Inc. | $7,536,000 | -4.1% | 210,020 | -4.6% | 0.91% | -11.3% |
| GBNK | Buy | Guaranty Bancorp | $7,418,000 | +2.6% | 549,100 | +5.6% | 0.89% | -5.0% |
| IVZ | Sell | Invesco Ltd. | $7,122,000 | -5.4% | 180,400 | -9.5% | 0.86% | -12.4% |
| FCTY | Buy | 1st Century Bancshares, Inc. | $7,077,000 | +3.8% | 960,300 | +6.7% | 0.85% | -3.9% |
| MTBWS | Sell | Call - MTB $73.86 Exp 12/23/2018warrant | $7,007,000 | -12.3% | 140,000 | -12.1% | 0.84% | -18.8% |
| COBZ | Sell | CoBiz Financial Inc. | $6,914,000 | -19.3% | 618,400 | -22.2% | 0.83% | -25.3% |
| NBHC | Buy | National Bank Holdings Corporationcl a | $6,736,000 | -4.0% | 352,300 | +0.1% | 0.81% | -11.2% |
| EVBN | Buy | Evans Bancorp, Inc. | $6,708,000 | +17.4% | 291,000 | +17.9% | 0.81% | +8.7% |
| WSFS | Buy | WSFS Financial Corporation | $6,600,000 | -1.0% | 92,163 | +1.8% | 0.80% | -8.4% |
| BPFH | Sell | Boston Private Financial Holdings, Inc. | $6,584,000 | -12.6% | 531,400 | -5.2% | 0.79% | -19.1% |
| HFBC | Sell | HopFed Bancorp, Inc. | $6,508,000 | -17.6% | 565,943 | -16.7% | 0.78% | -23.7% |
| DFS | New | Discover Financial Services | $6,426,000 | – | 99,800 | – | 0.78% | – |
| BANF | Buy | BancFirst Corporation | $6,125,000 | +5.8% | 97,900 | +4.7% | 0.74% | -2.1% |
| AMRB | Sell | American River Bankshares | $6,090,000 | +0.4% | 665,600 | -4.1% | 0.73% | -7.1% |
| RF | Buy | Regions Financial Corporation | $6,060,000 | +63.0% | 603,600 | +72.5% | 0.73% | +50.8% |
| AMTD | New | TD Ameritrade Holding Corporation | $5,933,000 | – | 177,800 | – | 0.72% | – |
| PBIP | Buy | Prudential Bancorp, Inc. | $5,930,000 | +6.7% | 484,900 | +0.4% | 0.72% | -1.2% |
| SIFI | Buy | SI Financial Group, Inc. | $5,821,000 | -0.6% | 520,198 | +2.2% | 0.70% | -8.0% |
| OSBC | Buy | Old Second Bancorp, Inc. | $5,802,000 | +3.8% | 1,206,200 | +7.2% | 0.70% | -4.0% |
| NBTB | Buy | NBT Bancorp Inc. | $5,213,000 | +20.4% | 231,500 | +28.4% | 0.63% | +11.3% |
| CFG | New | Citizens Financial Group, Inc. | $5,052,000 | – | 215,700 | – | 0.61% | – |
| BMRC | Sell | Bank of Marin Bancorp | $5,030,000 | -5.4% | 109,600 | -6.0% | 0.61% | -12.4% |
| FCCO | Buy | First Community Corporation | $5,006,000 | +16.1% | 470,500 | +16.2% | 0.60% | +7.5% |
| AF | Buy | Astoria Financial Corporation | $5,002,000 | +112.5% | 403,700 | +130.7% | 0.60% | +96.4% |
| MSFG | Buy | MainSource Financial Group, Inc. | $4,987,000 | +0.2% | 289,100 | +0.2% | 0.60% | -7.3% |
| LAZ | Buy | Lazard Ltd | $4,943,000 | +0.9% | 97,500 | +2.6% | 0.60% | -6.6% |
| SHBI | Buy | Shore Bancshares, Inc. | $4,934,000 | +11.1% | 548,215 | +11.2% | 0.60% | +2.8% |
| FRME | Buy | First Merchants Corporation | $4,877,000 | +1835.3% | 241,300 | +1927.7% | 0.59% | +1681.8% |
| WSFSL | New | WSFS Financial Corporation 6.25% Pfd. Stockpfd | $4,865,000 | – | 183,596 | – | 0.59% | – |
| BXMT | New | Blackstone Mortgage Trust, Inc. | $4,854,000 | – | 179,100 | – | 0.58% | – |
| NMIH | Buy | NMI Holdings, Inc.cl a | $4,841,000 | -5.3% | 559,600 | +14.9% | 0.58% | -12.5% |
| GNBC | New | Green Bancorp, Inc. | $4,780,000 | – | 278,743 | – | 0.58% | – |
| CSFL | Buy | CenterState Banks, Inc. | $4,699,000 | +2.4% | 454,000 | +10.8% | 0.57% | -5.4% |
| WSBF | Sell | Waterstone Financial Inc. | $4,632,000 | -37.5% | 401,000 | -38.3% | 0.56% | -42.2% |
| PFS | Buy | Provident Financial Services, Inc. | $4,564,000 | +276.6% | 278,800 | +298.3% | 0.55% | +248.1% |
| SFNC | Buy | Simmons First National Corporationcl a | $4,526,000 | +19.7% | 117,500 | +22.4% | 0.55% | +11.0% |
| HBK | Buy | Hamilton Bancorp Inc. | $4,456,000 | +4.3% | 335,000 | +1.5% | 0.54% | -3.6% |
| XBKS | Sell | Xenith Bankshares, Inc. | $4,356,000 | -8.3% | 688,100 | -8.3% | 0.52% | -15.2% |
| SGM | Buy | Stonegate Mortgage Corp | $4,344,000 | -1.5% | 334,434 | +5.8% | 0.52% | -8.7% |
| SNV | New | Synovus Financial Corp. | $4,281,000 | – | 181,100 | – | 0.52% | – |
| MOFG | Buy | MidWestOne Financial Group, Inc. | $4,271,000 | +7.9% | 185,600 | +12.5% | 0.52% | -0.2% |
| ISTR | New | Investar Holding Corporation | $4,267,000 | – | 320,800 | – | 0.51% | – |
| NRIM | Sell | Northrim BanCorp, Inc. | $4,242,000 | -7.8% | 160,500 | -10.8% | 0.51% | -14.8% |
| SSB | New | South State Corporation | $4,185,000 | – | 74,839 | – | 0.50% | – |
| BDGE | Sell | Bridge Bancorp, Inc. | $4,075,000 | -14.6% | 172,300 | -13.4% | 0.49% | -21.1% |
| WBKC | Buy | Wolverine Bancorp, Inc. | $3,954,000 | +8.7% | 174,100 | +8.7% | 0.48% | +0.6% |
| SBCF | Sell | Seacoast Banking Corporation of Florida | $3,946,000 | -32.6% | 361,000 | -33.0% | 0.48% | -37.6% |
| LPSB | Sell | La Porte Bancorp, Inc. | $3,924,000 | -14.3% | 350,000 | -15.9% | 0.47% | -20.6% |
| CLNY | New | Colony Financial, Inc. | $3,919,000 | – | 175,100 | – | 0.47% | – |
| WAFD | Buy | Washington Federal, Inc. | $3,902,000 | +39.2% | 191,662 | +53.3% | 0.47% | +28.8% |
| HTBI | Buy | HomeTrust Bancshares, Inc. | $3,822,000 | +60.3% | 261,600 | +73.0% | 0.46% | +48.2% |
| WIBC | Buy | Wilshire Bancorp, Inc. | $3,745,000 | +7.2% | 405,700 | +19.3% | 0.45% | -0.9% |
| MS | Sell | Morgan Stanley | $3,720,000 | -74.0% | 107,600 | -75.7% | 0.45% | -76.0% |
| UCBA | Sell | United Community Bancorp | $3,614,000 | -6.6% | 302,400 | -8.1% | 0.44% | -13.5% |
| ALLB | Buy | Alliance Bancorp, Inc. of Pennsylvania | $3,557,000 | +11.7% | 222,300 | +13.4% | 0.43% | +3.4% |
| UMPQ | New | Umpqua Holdings Corporation | $3,467,000 | – | 210,500 | – | 0.42% | – |
| HEOP | Buy | Heritage Oaks Bancorp | $3,452,000 | -2.6% | 493,200 | +6.2% | 0.42% | -10.0% |
| PBCP | Sell | Polonia Bancorp, Inc. | $3,413,000 | -1.9% | 331,000 | -1.8% | 0.41% | -9.3% |
| FNF | New | Fidelity National Financial, Inc.cl a | $3,345,000 | – | 120,600 | – | 0.40% | – |
| BBNK | Sell | Bridge Capital Holdings | $3,338,000 | -12.5% | 146,800 | -6.8% | 0.40% | -19.1% |
| PFBC | Sell | Preferred Bank | $3,331,000 | -11.9% | 147,900 | -7.6% | 0.40% | -18.7% |
| WD | Buy | Walker & Dunlop, Inc. | $3,309,000 | +4.2% | 249,000 | +10.7% | 0.40% | -3.6% |
| FBC | Buy | Flagstar Bancorp, Inc. | $3,262,000 | +157.5% | 193,800 | +176.9% | 0.39% | +138.2% |
| ETFC | New | E*TRADE Financial Corporation | $3,256,000 | – | 144,116 | – | 0.39% | – |
| BUSE | Sell | First Busey Corporation | $3,229,000 | -5.8% | 579,800 | -1.7% | 0.39% | -12.8% |
| BSRR | Sell | Sierra Bancorp | $3,223,000 | -6.3% | 192,300 | -11.7% | 0.39% | -13.4% |
| SIBC | Buy | State Investors Bancorp, Inc. | $3,202,000 | +0.9% | 200,100 | +0.9% | 0.39% | -6.5% |
| VPFG | New | ViewPoint Financial Group, Inc. | $3,143,000 | – | 131,300 | – | 0.38% | – |
| CBNK | Sell | Chicopee Bancorp, Inc. | $3,137,000 | -20.5% | 210,000 | -9.5% | 0.38% | -26.5% |
| PBSK | Sell | Poage Bankshares, Inc. | $3,084,000 | -5.0% | 205,600 | -6.5% | 0.37% | -12.1% |
| SAMG | Sell | Silvercrest Asset Management Group Inc.cl a | $3,067,000 | -31.5% | 225,200 | -13.4% | 0.37% | -36.5% |
| RVSB | Sell | Riverview Bancorp, Inc. | $3,040,000 | -10.5% | 761,800 | -12.9% | 0.37% | -17.2% |
| FCZAP | Sell | First Citizens Banc Corp, Inc. Series B Conv. Pfd.6.50% pfd ser b | $3,003,000 | -8.8% | 96,800 | -11.8% | 0.36% | -15.6% |
| SCHW | New | The Charles Schwab Corporation | $2,968,000 | – | 101,000 | – | 0.36% | – |
| LABC | Sell | Louisiana Bancorp, Inc. | $2,885,000 | +0.1% | 145,200 | -0.1% | 0.35% | -7.2% |
| SBCP | New | Sunshine Bancorp, Inc. | $2,881,000 | – | 243,100 | – | 0.35% | – |
| HWC | New | Hancock Holding Company | $2,859,000 | – | 89,200 | – | 0.34% | – |
| PB | New | Prosperity Bancshares, Inc. | $2,801,000 | – | 49,000 | – | 0.34% | – |
| HTLF | Buy | Heartland Financial USA, Inc. | $2,786,000 | +55.4% | 116,650 | +60.9% | 0.34% | +43.6% |
| OLBK | Buy | Old Line Bancshares, Inc. | $2,584,000 | +26.1% | 166,900 | +28.4% | 0.31% | +16.5% |
| ANCX | Buy | Access National Corporation | $2,564,000 | +25.3% | 158,000 | +17.0% | 0.31% | +15.7% |
| UBSH | New | Union Bankshares Corp. | $2,525,000 | – | 109,300 | – | 0.30% | – |
| UCBI | Sell | United Community Banks, Inc. | $2,469,000 | -40.0% | 150,000 | -40.3% | 0.30% | -44.4% |
| ESSA | Buy | ESSA Bancorp, Inc. | $2,465,000 | +47.6% | 218,100 | +45.4% | 0.30% | +36.2% |
| AL | New | Air Lease Corporationcla | $2,441,000 | – | 75,100 | – | 0.29% | – |
| CWBK | New | Commercewest Bank, N.A. | $2,397,000 | – | 171,200 | – | 0.29% | – |
| HAFC | Buy | Hanmi Financial Corporation | $2,320,000 | +39.8% | 115,100 | +46.3% | 0.28% | +29.6% |
| AJSB | Buy | AJS Bancorp, Inc. | $2,301,000 | +10.9% | 171,100 | +0.6% | 0.28% | +2.6% |
| BCAR | New | Bank of the Carolinas Corporation | $2,224,000 | – | 22,240,896 | – | 0.27% | – |
| SUSQ | Sell | Susquehanna Bancshares, Inc. | $2,203,000 | -12.4% | 220,300 | -7.6% | 0.27% | -18.9% |
| HIFS | Sell | Hingham Institution for Savings | $2,210,000 | -25.2% | 27,098 | -27.2% | 0.27% | -30.9% |
| CCS | New | Century Communities, Inc. | $2,202,000 | – | 126,900 | – | 0.26% | – |
| AXP | New | American Express Company | $2,145,000 | – | 24,500 | – | 0.26% | – |
| WTBA | Buy | West Bancorporation, Inc.cap stk | $2,136,000 | +3.9% | 151,200 | +12.0% | 0.26% | -4.1% |
| GTWN | Sell | Georgetown Bancorp, Inc. | $1,976,000 | -0.7% | 122,587 | -0.7% | 0.24% | -8.1% |
| CZNC | Sell | Citizens & Northern Corporation | $1,853,000 | -39.0% | 97,500 | -37.4% | 0.22% | -43.7% |
| LKFN | Sell | Lakeland Financial Corporation | $1,830,000 | -57.9% | 48,800 | -57.2% | 0.22% | -61.0% |
| WLFC | Sell | Willis Lease Finance Corporation | $1,793,000 | -18.8% | 87,400 | -2.9% | 0.22% | -24.7% |
| MBWM | Sell | Mercantile Bank Corporation | $1,774,000 | -32.6% | 93,100 | -19.0% | 0.21% | -37.6% |
| SASR | Buy | Sandy Spring Bancorp, Inc. | $1,749,000 | +6.4% | 76,400 | +15.8% | 0.21% | -1.4% |
| PHH | New | PHH Corporation | $1,695,000 | – | 75,800 | – | 0.20% | – |
| HFBL | Sell | Home Federal Bancorp, Inc. of Louisiana | $1,540,000 | -18.9% | 80,000 | -20.0% | 0.19% | -24.7% |
| WSBC | New | WesBanco, Inc. | $1,530,000 | – | 50,000 | – | 0.18% | – |
| SCNB | Buy | Suffolk Bancorp | $1,469,000 | -2.3% | 75,700 | +12.3% | 0.18% | -9.7% |
| DCBF | Sell | DCB Financial Corp. | $1,468,000 | -27.5% | 197,325 | -26.9% | 0.18% | -33.0% |
| FBIZ | Sell | First Business Financial Services, Inc. | $1,440,000 | -23.4% | 32,800 | -18.0% | 0.17% | -29.0% |
| IBKC | New | IBERIABANK Corporation | $1,419,000 | – | 22,700 | – | 0.17% | – |
| STIWSA | Buy | Call - STI $33.70 Exp 12/31/2018warrant | $1,400,000 | +1.4% | 151,356 | +15.6% | 0.17% | -6.1% |
| BXS | New | BancorpSouth, Inc. | $1,374,000 | – | 68,200 | – | 0.17% | – |
| AMBCWS | Sell | Call - AMBC $16.67 Exp 4/30/2023warrant | $1,319,000 | -21.4% | 94,911 | -5.1% | 0.16% | -27.4% |
| EWBC | Buy | East West Bancorp, Inc. | $1,302,000 | +62.5% | 38,300 | +67.2% | 0.16% | +51.0% |
| METR | Sell | Metro Bancorp Inc. | $1,276,000 | +2.0% | 52,600 | -2.8% | 0.15% | -5.5% |
| CCNE | Buy | CNB Financial Corporation | $1,270,000 | -1.9% | 80,900 | +5.1% | 0.15% | -9.5% |
| JPMWS | Buy | Call - JPM $42.42 Exp 10/28/2018warrant | $1,207,000 | +14.0% | 60,000 | +9.5% | 0.14% | +5.1% |
| SBY | New | Silver Bay Realty Trust Corp. | $1,190,000 | – | 73,400 | – | 0.14% | – |
| PFBI | Sell | Premier Financial Bancorp, Inc. | $1,183,000 | -18.6% | 80,800 | -10.6% | 0.14% | -24.3% |
| FISI | Sell | Financial Institutions, Inc. | $1,093,000 | -6.7% | 48,600 | -2.8% | 0.13% | -13.7% |
| DNBF | Buy | DNB Financial Corporation | $1,090,000 | +22.5% | 50,810 | +21.3% | 0.13% | +12.9% |
| PEBK | Buy | Peoples Bancorp of North Carolina, Inc. | $1,077,000 | +8.8% | 63,500 | +2.6% | 0.13% | +0.8% |
| EKFC | Sell | Eureka Finacnial Corporation | $1,038,000 | -3.9% | 56,082 | -4.9% | 0.12% | -11.3% |
| PROV | Buy | Provident Financial Holdings, Inc. | $947,000 | +192.3% | 64,900 | +191.0% | 0.11% | +171.4% |
| GHL | New | Greenhill & Co., Inc. | $916,000 | – | 19,700 | – | 0.11% | – |
| ONB | New | Old National Bancorp | $890,000 | – | 68,600 | – | 0.11% | – |
| BLK | New | BlackRock, Inc. | $821,000 | – | 2,500 | – | 0.10% | – |
| WAL | New | Western Alliance Bancorporation | $815,000 | – | 34,109 | – | 0.10% | – |
| UBNK | New | United Financial Bancorp, Inc. | $746,000 | – | 58,800 | – | 0.09% | – |
| ISBC | Sell | Investors Bancorp, Inc. | $694,000 | -94.1% | 68,500 | -93.6% | 0.08% | -94.5% |
| CZWI | Sell | Citizens Community Bancorp, Inc. | $700,000 | -4.4% | 79,100 | -8.1% | 0.08% | -11.6% |
| BEN | Sell | Franklin Resources, Inc. | $694,000 | -35.5% | 12,700 | -31.7% | 0.08% | -40.0% |
| OVLY | Buy | Oak Valley Bancorp. | $672,000 | +4.2% | 67,000 | +3.1% | 0.08% | -3.6% |
| CTUY | New | Century Next Financial Corporation | $667,000 | – | 39,248 | – | 0.08% | – |
| KEY | Sell | KeyCorp | $651,000 | -83.5% | 48,800 | -82.3% | 0.08% | -84.8% |
| MTGB | Sell | Meetinghouse Bancorp, Inc. | $622,000 | -10.8% | 47,500 | -18.2% | 0.08% | -17.6% |
| AVBH | New | Avidbank Holdings, Inc. | $541,000 | – | 47,209 | – | 0.06% | – |
| BBCN | New | BBCN Bancorp, Inc. | $511,000 | – | 35,000 | – | 0.06% | – |
| BOCH | Buy | Bank of Commerce Holdings | $496,000 | -2.0% | 80,800 | +1.0% | 0.06% | -9.1% |
| IBCA | New | Intervest Bancshares Corporation | $451,000 | – | 47,200 | – | 0.05% | – |
| CFNL | New | Cardinal Financial Corporation | $418,000 | – | 24,500 | – | 0.05% | – |
| B101PS | Sell | Colonial Financial Services, Inc. | $388,000 | -83.3% | 29,200 | -84.2% | 0.05% | -84.5% |
| MDNB | New | Minden Bancorp, Inc. | $378,000 | – | 19,917 | – | 0.05% | – |
| TROW | New | T. Rowe Price Group, Inc. | $384,000 | – | 4,900 | – | 0.05% | – |
| UBFO | Buy | United Security Bancshares | $375,000 | +1.1% | 67,316 | +1.0% | 0.04% | -6.2% |
| NJCB | New | New Jersey Community Bank | $351,000 | – | 65,000 | – | 0.04% | – |
| HVB | New | Hudson Valley Holding Corp. | $339,000 | – | 18,700 | – | 0.04% | – |
| LION | New | Fidelity Southern Corporation | $286,000 | – | 20,900 | – | 0.03% | – |
| OABC | New | OmniAmerican Bancorp, Inc. | $260,000 | – | 10,000 | – | 0.03% | – |
| FSBK | Buy | First South Bancorp, Inc. | $243,000 | +51.9% | 30,000 | +50.0% | 0.03% | +38.1% |
| NPBC | Sell | National Penn Bancshares, Inc. | $243,000 | -87.6% | 25,000 | -86.5% | 0.03% | -88.6% |
| HIBE | New | Hibernia Bancorp, Inc. | $141,000 | – | 8,127 | – | 0.02% | – |
| FFBCW | Buy | Call - FFBC $12.90 Exp 12/23/2018warrant | $79,000 | +2.6% | 15,684 | +12.2% | 0.01% | 0.0% |
| QNBC | New | QNB Corporation | $13,000 | – | 468 | – | 0.00% | – |
| BKCC | Exit | Blackrock Kelso Capital Corporation | $0 | – | -10,000 | – | -0.01% | – |
| SLRC | Exit | Solar Capital Ltd. | $0 | – | -10,000 | – | -0.03% | – |
| TCAP | Exit | Triangle Capital Corporation | $0 | – | -10,000 | – | -0.04% | – |
| PBHC | Exit | Pathfinder Bancorp, Inc. | $0 | – | -34,900 | – | -0.07% | – |
| SNV | Exit | Synovus Financial Corp. | $0 | – | -23,500 | – | -0.08% | – |
| EVR | Exit | Evercore Partners Inc.class a | $0 | – | -10,000 | – | -0.08% | – |
| CSBK | Exit | Clifton Bancorp, Inc. | $0 | – | -49,600 | – | -0.08% | – |
| IBOC | Exit | International Bancshares Corporation | $0 | – | -25,000 | – | -0.09% | – |
| MC | Exit | Moelis & Companycl a | $0 | – | -30,000 | – | -0.13% | – |
| OPB | Exit | Opus Bank | $0 | – | -35,307 | – | -0.13% | – |
| NOVB | Exit | North Valley Bancorp | $0 | – | -60,500 | – | -0.17% | – |
| DHI | Exit | D.R. Horton, Inc. | $0 | – | -80,000 | – | -0.26% | – |
| SGBK | Exit | Stonegate Bank | $0 | – | -86,000 | – | -0.28% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -86,200 | – | -0.30% | – |
| BKMU | Exit | Bank Mutual Corporation | $0 | – | -435,000 | – | -0.33% | – |
| ASBB | Exit | ASB Bancorp, Inc. | $0 | – | -124,000 | – | -0.34% | – |
| STL | Exit | Sterling Bancorp | $0 | – | -225,000 | – | -0.35% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -80,000 | – | -0.45% | – |
| AIG | Exit | American International Group, Inc. | $0 | – | -65,000 | – | -0.46% | – |
| FMER | Exit | FirstMerit Corporation | $0 | – | -209,700 | – | -0.54% | – |
| WTFC | Exit | Wintrust Financial Corporation | $0 | – | -90,000 | – | -0.54% | – |
| 7101PS | Exit | Peoples Federal Bancshares, Inc. | $0 | – | -225,600 | – | -0.54% | – |
| SNBC | Exit | Sun Bancorp, Inc. | $0 | – | -1,101,416 | – | -0.58% | – |
| OFG | Exit | OFG Bancorp | $0 | – | -275,000 | – | -0.66% | – |
| STT | Exit | State Street Corporation | $0 | – | -110,000 | – | -0.96% | – |
| AMBC | Exit | Ambac Financial Group, Inc. | $0 | – | -450,300 | – | -1.60% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STBZ | New | State Bank Financial Corporation | $35,765,000 | – | 2,115,000 | – | 4.66% | – |
| UCFC | New | United Community Financial Corp. | $18,027,000 | – | 4,365,000 | – | 2.35% | – |
| FMBI | New | First Midwest Bancorp, Inc. | $17,677,000 | – | 1,038,000 | – | 2.30% | – |
| FNBCQ | New | First NBC Bank Holding Company | $16,497,000 | – | 492,300 | – | 2.15% | – |
| HTH | New | Hilltop Holdings Inc. | $14,882,000 | – | 700,000 | – | 1.94% | – |
| MS | New | Morgan Stanley | $14,325,000 | – | 443,100 | – | 1.87% | – |
| OKSB | New | Southwest Bancorp, Inc. | $13,315,000 | – | 780,500 | – | 1.73% | – |
| AMH | New | American Homes 4 Rentcl a | $13,196,000 | – | 743,000 | – | 1.72% | – |
| AMBC | New | Ambac Financial Group, Inc. | $12,298,000 | – | 450,300 | – | 1.60% | – |
| ISBC | New | Investors Bancorp, Inc. | $11,815,000 | – | 1,069,250 | – | 1.54% | – |
| IBCP | New | Independent Bank Corporation | $11,658,000 | – | 905,800 | – | 1.52% | – |
| TBNK | New | Territorial Bancorp Inc. | $11,380,000 | – | 545,000 | – | 1.48% | – |
| CNBKA | New | Century Bancorp, Inc.cl a non vtg | $11,369,000 | – | 321,700 | – | 1.48% | – |
| CYN | New | City National Corporation | $10,985,000 | – | 145,000 | – | 1.43% | – |
| 2206PS | New | Palmetto Bancshares, Inc. | $10,535,000 | – | 732,095 | – | 1.37% | – |
| JPM | New | JPMorgan Chase & Co. | $9,507,000 | – | 165,000 | – | 1.24% | – |
| HFFC | New | HF Financial Corp. | $9,110,000 | – | 655,900 | – | 1.19% | – |
| HCBK | New | Hudson City Bancorp, Inc. | $8,962,000 | – | 911,656 | – | 1.17% | – |
| FCNCA | New | First Citizens BancShares, Inc.cl a | $8,796,000 | – | 35,900 | – | 1.15% | – |
| FFBC | New | First Financial Bancorp. | $8,658,000 | – | 503,100 | – | 1.13% | – |
| COBZ | New | CoBiz Financial Inc. | $8,563,000 | – | 795,100 | – | 1.12% | – |
| HTBK | New | Heritage Commerce Corp | $8,488,000 | – | 1,038,900 | – | 1.11% | – |
| MTBWS | New | Call - MTB $73.86 Exp 12/23/2018warrant | $7,989,000 | – | 159,200 | – | 1.04% | – |
| CHFC | New | Chemical Financial Corporation | $7,980,000 | – | 284,200 | – | 1.04% | – |
| BKU | New | BankUnited, Inc. | $7,928,000 | – | 236,800 | – | 1.03% | – |
| HFBC | New | HopFed Bancorp, Inc. | $7,896,000 | – | 679,503 | – | 1.03% | – |
| SMBC | New | Southern Missouri Bancorp, Inc. | $7,859,000 | – | 220,205 | – | 1.02% | – |
| FXCB | New | Fox Chase Bancorp, Inc. | $7,807,000 | – | 463,021 | – | 1.02% | – |
| CMA | New | Comerica Incorporated | $7,629,000 | – | 152,100 | – | 0.99% | – |
| BPFH | New | Boston Private Financial Holdings, Inc. | $7,536,000 | – | 560,700 | – | 0.98% | – |
| IVZ | New | Invesco Ltd. | $7,527,000 | – | 199,400 | – | 0.98% | – |
| WSBF | New | Waterstone Financial Inc. | $7,417,000 | – | 650,000 | – | 0.97% | – |
| STT | New | State Street Corporation | $7,399,000 | – | 110,000 | – | 0.96% | – |
| GBNK | New | Guaranty Bancorp | $7,228,000 | – | 520,000 | – | 0.94% | – |
| NBHC | New | National Bank Holdings Corporationcl a | $7,019,000 | – | 352,000 | – | 0.91% | – |
| FCTY | New | 1st Century Bancshares, Inc. | $6,821,000 | – | 899,900 | – | 0.89% | – |
| MLVF | New | Malvern Bancorp, Inc. | $6,746,000 | – | 640,675 | – | 0.88% | – |
| WSFS | New | WSFS Financial Corporation | $6,667,000 | – | 90,500 | – | 0.87% | – |
| IROQ | New | IF Bancorp, Inc. | $6,359,000 | – | 385,600 | – | 0.83% | – |
| AMRB | New | American River Bankshares | $6,066,000 | – | 694,000 | – | 0.79% | – |
| SBCF | New | Seacoast Banking Corporation of Florida | $5,857,000 | – | 538,800 | – | 0.76% | – |
| SIFI | New | SI Financial Group, Inc. | $5,857,000 | – | 508,898 | – | 0.76% | – |
| BANF | New | BancFirst Corporation | $5,788,000 | – | 93,500 | – | 0.75% | – |
| EVBN | New | Evans Bancorp, Inc. | $5,716,000 | – | 246,900 | – | 0.74% | – |
| ZIONZ | New | Call - ZION $36.27 Exp 11/14/2018warrant | $5,658,000 | – | 1,768,160 | – | 0.74% | – |
| OSBC | New | Old Second Bancorp, Inc. | $5,591,000 | – | 1,125,000 | – | 0.73% | – |
| PBIP | New | Prudential Bancorp, Inc. | $5,557,000 | – | 482,800 | – | 0.72% | – |
| CWAY | New | Coastway Bancorp, Inc. | $5,317,000 | – | 486,000 | – | 0.69% | – |
| BMRC | New | Bank of Marin Bancorp | $5,316,000 | – | 116,600 | – | 0.69% | – |
| NMIH | New | NMI Holdingscl a | $5,114,000 | – | 487,000 | – | 0.67% | – |
| OFG | New | OFG Bancorp | $5,063,000 | – | 275,000 | – | 0.66% | – |
| MSFG | New | MainSource Financial Group, Inc. | $4,977,000 | – | 288,500 | – | 0.65% | – |
| LAZ | New | Lazard Ltd | $4,898,000 | – | 95,000 | – | 0.64% | – |
| BDGE | New | Bridge Bancorp, Inc. | $4,774,000 | – | 199,000 | – | 0.62% | – |
| XBKS | New | Xenith Bankshares, Inc. | $4,751,000 | – | 750,600 | – | 0.62% | – |
| C | New | Citigroup Inc. | $4,696,000 | – | 99,700 | – | 0.61% | – |
| NRIM | New | Northrim BanCorp, Inc. | $4,603,000 | – | 180,000 | – | 0.60% | – |
| CSFL | New | CenterState Banks, Inc. | $4,588,000 | – | 409,600 | – | 0.60% | – |
| LPSB | New | Laporte Bancorp Inc. | $4,577,000 | – | 416,100 | – | 0.60% | – |
| SAMG | New | Silvercrest Asset Management Group Inc.cl a | $4,475,000 | – | 260,000 | – | 0.58% | – |
| SHBI | New | Shore Bancshares, Inc. | $4,442,000 | – | 493,000 | – | 0.58% | – |
| SNBC | New | Sun Bancorp, Inc. | $4,417,000 | – | 1,101,416 | – | 0.58% | – |
| SGM | New | Stonegate Mortgage Corp | $4,408,000 | – | 316,010 | – | 0.57% | – |
| LKFN | New | Lakeland Financial Corporation | $4,346,000 | – | 113,900 | – | 0.57% | – |
| NBTB | New | NBT Bancorp Inc. | $4,331,000 | – | 180,300 | – | 0.56% | – |
| FCCO | New | First Community Corporation | $4,311,000 | – | 404,800 | – | 0.56% | – |
| HBK | New | Hamilton Bancorp Inc. | $4,274,000 | – | 330,000 | – | 0.56% | – |
| 7101PS | New | Peoples Federal Bancshares, Inc. | $4,165,000 | – | 225,600 | – | 0.54% | – |
| WTFC | New | Wintrust Financial Corporation | $4,140,000 | – | 90,000 | – | 0.54% | – |
| FMER | New | FirstMerit Corporation | $4,142,000 | – | 209,700 | – | 0.54% | – |
| UCBI | New | United Community Banks, Inc. | $4,114,000 | – | 251,300 | – | 0.54% | – |
| MOFG | New | MidWestOne Financial Group, Inc. | $3,958,000 | – | 165,000 | – | 0.52% | – |
| CBNK | New | Chicopee Bancorp, Inc. | $3,944,000 | – | 232,000 | – | 0.51% | – |
| KEY | New | KeyCorp | $3,941,000 | – | 275,000 | – | 0.51% | – |
| FUBC | New | 1st United Bancorp, Inc. | $3,879,000 | – | 450,000 | – | 0.50% | – |
| UCBA | New | United Community Bancorp | $3,870,000 | – | 329,100 | – | 0.50% | – |
| STND | New | Standard Financial Corp. | $3,830,000 | – | 196,500 | – | 0.50% | – |
| BBNK | New | Bridge Capital Holdings | $3,813,000 | – | 157,500 | – | 0.50% | – |
| PFBC | New | Preferred Bank | $3,782,000 | – | 160,000 | – | 0.49% | – |
| SFNC | New | Simmons First National Corporationcl a | $3,781,000 | – | 96,000 | – | 0.49% | – |
| RF | New | Regions Financial Corporation | $3,717,000 | – | 350,000 | – | 0.48% | – |
| WBKC | New | Wolverine Bancorp, Inc. | $3,637,000 | – | 160,200 | – | 0.47% | – |
| AIG | New | American International Group, Inc. | $3,548,000 | – | 65,000 | – | 0.46% | – |
| HEOP | New | Heritage Oaks Bancorp | $3,545,000 | – | 464,600 | – | 0.46% | – |
| WIBC | New | Wilshire Bancorp, Inc. | $3,492,000 | – | 340,000 | – | 0.46% | – |
| PBCP | New | Polonia Bancorp, Inc. | $3,478,000 | – | 337,000 | – | 0.45% | – |
| USB | New | U.S. Bancorp | $3,466,000 | – | 80,000 | – | 0.45% | – |
| BSRR | New | Sierra Bancorp | $3,440,000 | – | 217,700 | – | 0.45% | – |
| BUSE | New | First Busey Corporation | $3,428,000 | – | 590,000 | – | 0.45% | – |
| RVSB | New | Riverview Bancorp, Inc. | $3,395,000 | – | 875,000 | – | 0.44% | – |
| FCZAP | New | First Citizens Banc Corp, Inc. Series B Conv. Pfd.6.50% pfd ser b | $3,291,000 | – | 109,700 | – | 0.43% | – |
| JAXB | New | Jacksonville Bancorp, Inc. | $3,283,000 | – | 312,707 | – | 0.43% | – |
| PBSK | New | Poage Bankshares, Inc. | $3,245,000 | – | 220,000 | – | 0.42% | – |
| ALLB | New | Alliance Bancorp, Inc. of Pennsylvania | $3,185,000 | – | 196,100 | – | 0.42% | – |
| WD | New | Walker & Dunlop, Inc. | $3,175,000 | – | 225,000 | – | 0.41% | – |
| SIBC | New | State Investors Bancorp, Inc. | $3,174,000 | – | 198,400 | – | 0.41% | – |
| CZNC | New | Citizens & Northern Corporation | $3,037,000 | – | 155,800 | – | 0.40% | – |
| HIFS | New | Hingham Institution for Savings | $2,954,000 | – | 37,200 | – | 0.38% | – |
| LABC | New | Louisiana Bancorp, Inc. | $2,883,000 | – | 145,300 | – | 0.38% | – |
| WAFD | New | Washington Federal, Inc. | $2,804,000 | – | 125,000 | – | 0.36% | – |
| BAYK | New | Bay Banks of Virginia, Inc. | $2,762,000 | – | 476,200 | – | 0.36% | – |
| STL | New | Sterling Bancorp | $2,700,000 | – | 225,000 | – | 0.35% | – |
| MBWM | New | Mercantile Bank Corporation | $2,631,000 | – | 115,000 | – | 0.34% | – |
| ASBB | New | ASB Bancorp, Inc. | $2,600,000 | – | 124,000 | – | 0.34% | – |
| BKMU | New | Bank Mutual Corporation | $2,523,000 | – | 435,000 | – | 0.33% | – |
| SUSQ | New | Susquehanna Bancshares, Inc. | $2,516,000 | – | 238,300 | – | 0.33% | – |
| WEIN | New | West End Indiana Bancshares, Inc. | $2,506,000 | – | 130,500 | – | 0.33% | – |
| HTBI | New | HomeTrust Bancshares, Inc. | $2,384,000 | – | 151,200 | – | 0.31% | – |
| AF | New | Astoria Financial Corporation | $2,354,000 | – | 175,000 | – | 0.31% | – |
| MBFI | New | MB Financial, Inc. | $2,332,000 | – | 86,200 | – | 0.30% | – |
| B101PS | New | Colonial Financial Services, Inc. | $2,330,000 | – | 184,300 | – | 0.30% | – |
| WLFC | New | Willis Lease Finance Corporation | $2,207,000 | – | 90,000 | – | 0.29% | – |
| SGBK | New | Stonegate Bank | $2,167,000 | – | 86,000 | – | 0.28% | – |
| AJSB | New | AJS Bancorp, Inc. | $2,074,000 | – | 170,000 | – | 0.27% | – |
| ZION | New | Zions Bancorporation | $2,063,000 | – | 70,000 | – | 0.27% | – |
| WTBA | New | West Bancorporation, Inc.cap stk | $2,056,000 | – | 135,000 | – | 0.27% | – |
| OLBK | New | Old Line Bancshares, Inc. | $2,049,000 | – | 130,000 | – | 0.27% | – |
| ANCX | New | Access National Corporation | $2,047,000 | – | 135,000 | – | 0.27% | – |
| DCBF | New | DCB Financial Corp | $2,025,000 | – | 270,000 | – | 0.26% | – |
| FRTR | New | Fraternity Community Bancorp, Inc. | $2,023,000 | – | 134,700 | – | 0.26% | – |
| GTWN | New | Georgetown Bancorp, Inc. | $1,989,000 | – | 123,487 | – | 0.26% | – |
| DHI | New | D.R. Horton, Inc. | $1,966,000 | – | 80,000 | – | 0.26% | – |
| NPBC | New | National Penn Bancshares, Inc. | $1,955,000 | – | 184,800 | – | 0.26% | – |
| HFBL | New | Home Federal Bancorp, Inc. of Louisiana | $1,900,000 | – | 100,000 | – | 0.25% | – |
| FBIZ | New | First Business Financial Services, Inc. | $1,881,000 | – | 40,000 | – | 0.24% | – |
| CBF | New | Capital Bank Financial Corporation | $1,820,000 | – | 77,100 | – | 0.24% | – |
| HTLF | New | Heartland Financial USA, Inc. | $1,793,000 | – | 72,500 | – | 0.23% | – |
| AMBCWS | New | Call - AMBC $16.67 Exp 4/30/2023warrant | $1,678,000 | – | 100,000 | – | 0.22% | – |
| ESSA | New | ESSA Bancorp, Inc. | $1,670,000 | – | 150,000 | – | 0.22% | – |
| HAFC | New | Hanmi Financial Corporation | $1,659,000 | – | 78,700 | – | 0.22% | – |
| SASR | New | Sandy Spring Bancorp, Inc. | $1,644,000 | – | 66,000 | – | 0.21% | – |
| SCNB | New | Suffolk Bancorp | $1,504,000 | – | 67,400 | – | 0.20% | – |
| PFBI | New | Premier Financial Bancorp, Inc. | $1,454,000 | – | 90,400 | – | 0.19% | – |
| STIWSA | New | Call - STI $33.70 Exp 12/31/2018warrant | $1,380,000 | – | 130,960 | – | 0.18% | – |
| NOVB | New | North Valley Bancorp | $1,318,000 | – | 60,500 | – | 0.17% | – |
| CCNE | New | CNB Financial Corporation | $1,294,000 | – | 77,000 | – | 0.17% | – |
| FBC | New | Flagstar Bancorp, Inc. | $1,267,000 | – | 70,000 | – | 0.16% | – |
| JXSB | New | Jacksonville Bancorp, Inc. (IL) | $1,268,000 | – | 60,000 | – | 0.16% | – |
| METR | New | Metro Bancorp Inc. | $1,251,000 | – | 54,100 | – | 0.16% | – |
| SSNF | New | Sunshine Financial Inc. | $1,210,000 | – | 65,400 | – | 0.16% | – |
| PFS | New | Provident Financial Services, Inc. | $1,212,000 | – | 70,000 | – | 0.16% | – |
| FISI | New | Financial Institutions, Inc. | $1,171,000 | – | 50,000 | – | 0.15% | – |
| EKFC | New | Eureka Financial Corporation | $1,080,000 | – | 59,000 | – | 0.14% | – |
| BEN | New | Franklin Resources, Inc. | $1,076,000 | – | 18,600 | – | 0.14% | – |
| JPMWS | New | Call - JPM $42.42 Exp 10/28/2018warrant | $1,059,000 | – | 54,800 | – | 0.14% | – |
| OPB | New | Opus Bank | $1,026,000 | – | 35,307 | – | 0.13% | – |
| MC | New | Moelis & Companycl a | $1,008,000 | – | 30,000 | – | 0.13% | – |
| PEBK | New | Peoples Bancorp of North Carolina | $990,000 | – | 61,900 | – | 0.13% | – |
| DNBF | New | DNB Financial Corporation | $890,000 | – | 41,900 | – | 0.12% | – |
| EWBC | New | East West Bancorp, Inc. | $801,000 | – | 22,900 | – | 0.10% | – |
| CROL | New | Carroll Bancorp, Inc. | $760,000 | – | 47,169 | – | 0.10% | – |
| CZWI | New | Citizens Community Bancorp Inc. | $732,000 | – | 86,100 | – | 0.10% | – |
| MTGB | New | Meetinghouse Bancorp, Inc. | $697,000 | – | 58,100 | – | 0.09% | – |
| IBOC | New | International Bancshares Corporation | $675,000 | – | 25,000 | – | 0.09% | – |
| OVLY | New | Oak Valley Bancorp. | $645,000 | – | 65,000 | – | 0.08% | – |
| FMTB | New | Fairmount Bancorp Inc. | $641,000 | – | 29,156 | – | 0.08% | – |
| CSBK | New | Clifton Bancorp, Inc. | $628,000 | – | 49,600 | – | 0.08% | – |
| EVR | New | Evercore Partners Inc.class a | $576,000 | – | 10,000 | – | 0.08% | – |
| SNV | New | Synovus Financial Corp. | $573,000 | – | 23,500 | – | 0.08% | – |
| PBHC | New | Pathfinder Bancorp, Inc. | $506,000 | – | 34,900 | – | 0.07% | – |
| BOCH | New | Bank of Commerce Holdings | $506,000 | – | 80,000 | – | 0.07% | – |
| SOCB | New | Southcoast Financial Corporation | $411,000 | – | 56,600 | – | 0.05% | – |
| UBFO | New | United Security Bancshares | $371,000 | – | 66,652 | – | 0.05% | – |
| HMNF | New | HMN Financial, Inc. | $347,000 | – | 31,500 | – | 0.04% | – |
| SNNY | New | Sunnyside Bancorp, Inc. | $329,000 | – | 35,000 | – | 0.04% | – |
| PROV | New | Provident Financial Holdings, Inc. | $324,000 | – | 22,300 | – | 0.04% | – |
| SUGR | New | Sugar Creek Financial Corporation | $300,000 | – | 32,600 | – | 0.04% | – |
| TCAP | New | Triangle Capital Corporation | $284,000 | – | 10,000 | – | 0.04% | – |
| FRME | New | First Merchants Corporation | $252,000 | – | 11,900 | – | 0.03% | – |
| SLRC | New | Solar Capital Ltd. | $213,000 | – | 10,000 | – | 0.03% | – |
| FSBK | New | First South Bancorp, Inc. | $160,000 | – | 20,000 | – | 0.02% | – |
| ESXB | New | Community Bankers Trust Corporation | $141,000 | – | 32,100 | – | 0.02% | – |
| BKCC | New | Blackrock Kelso Capital Corporation | $91,000 | – | 10,000 | – | 0.01% | – |
| FFBCW | New | Call - FFBC $12.90 Exp 12/23/2018warrant | $77,000 | – | 13,984 | – | 0.01% | – |
| FCVA | New | First Capital Bancorp, Inc. | $72,000 | – | 16,100 | – | 0.01% | – |
Q4 2013
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STBZ | Sell | State Bank Financial Corporation | $39,754,000 | +3.3% | 2,505,000 | -2.1% | 4.17% | +3.2% |
| C | Buy | Citigroup Inc. | $30,421,000 | +30.2% | 627,100 | +28.8% | 3.19% | +30.1% |
| JPM | Buy | JPMorgan Chase & Co. | $23,519,000 | +62.0% | 455,000 | +65.5% | 2.46% | +61.9% |
| FCNCA | Buy | First Citizens BancShares, Inc. CL A | $22,822,000 | +15.4% | 111,000 | +7.8% | 2.39% | +15.3% |
| STT | Buy | State Street Corporation | $20,836,000 | +48.6% | 316,900 | +47.4% | 2.18% | +48.5% |
| OABC | Sell | OmniAmerican Bancorp, Inc. | $18,922,000 | +7.8% | 773,600 | -2.9% | 1.98% | +7.7% |
| WTFC | Sell | Wintrust Financial Corporation | $18,005,000 | -7.5% | 438,400 | -13.8% | 1.89% | -7.6% |
| FNBCQ | Buy | First NBC Bank Holding Company | $16,995,000 | +18.1% | 697,100 | +18.2% | 1.78% | +17.9% |
| PNC | New | PNC Financial Services Group, Inc. | $16,482,000 | – | 227,500 | – | 1.73% | – |
| BANF | Sell | BancFirst Corporation | $15,837,000 | +15.5% | 292,900 | -0.5% | 1.66% | +15.4% |
| LAZ | Buy | Lazard Ltd SHS A | $15,719,000 | +52.8% | 436,400 | +36.4% | 1.65% | +52.7% |
| OKSB | Buy | Southwest Bancorp, Inc. | $14,715,000 | +58.6% | 993,600 | +41.4% | 1.54% | +58.5% |
| FMBI | Sell | First Midwest Bancorp, Inc. | $13,732,000 | -3.4% | 910,600 | -12.1% | 1.44% | -3.5% |
| IBCP | Buy | Independent Bank Corporation | $13,725,000 | +1267.0% | 1,372,500 | +760.0% | 1.44% | +1270.5% |
| RJF | Buy | Raymond James Financial, Inc. | $13,697,000 | +324.8% | 328,700 | +338.3% | 1.44% | +324.9% |
| COF | Sell | Capital One Financial Corporation | $13,466,000 | -39.6% | 195,900 | -44.8% | 1.41% | -39.7% |
| SFNC | New | Simmons First National Corporation CL A $1 Par | $13,176,000 | – | 423,800 | – | 1.38% | – |
| AER | Sell | AerCap Holdings NV SHS | $12,982,000 | -0.9% | 667,100 | -11.1% | 1.36% | -0.9% |
| TBNK | Buy | Territorial Bancorp Inc. | $12,633,000 | +50.6% | 575,000 | +55.0% | 1.32% | +50.5% |
| MET | Buy | MetLife, Inc. | $11,888,000 | +8.2% | 253,200 | +5.5% | 1.25% | +8.2% |
| AMBC | New | Ambac Financial Group, Inc. | $11,659,000 | – | 642,700 | – | 1.22% | – |
| 2206PS | Sell | Palmetto Bancshares, Inc. | $11,538,000 | -2.1% | 884,841 | -2.4% | 1.21% | -2.2% |
| NOVB | Buy | North Valley Bancorp | $11,486,000 | +34.1% | 607,700 | +17.4% | 1.20% | +33.9% |
| MBFI | Sell | MB Financial, Inc. | $11,284,000 | -18.2% | 400,000 | -22.3% | 1.18% | -18.3% |
| AJG | Buy | Arthur J. Gallagher & Co. | $11,118,000 | +59.1% | 254,700 | +59.2% | 1.16% | +58.9% |
| PFBC | Sell | Preferred Bank | $10,375,000 | -13.9% | 583,200 | -20.2% | 1.09% | -14.0% |
| AXP | New | American Express Company | $10,361,000 | – | 137,200 | – | 1.09% | – |
| AIG | Sell | American International Group, Inc. | $10,013,000 | -38.6% | 205,900 | -43.6% | 1.05% | -38.7% |
| COBZ | Buy | CoBiz Financial Inc. | $9,940,000 | +126.0% | 1,028,956 | +94.1% | 1.04% | +126.0% |
| UCFC | Buy | United Community Financial Corp. | $9,936,000 | -2.0% | 2,554,357 | +11.6% | 1.04% | -2.1% |
| FUBC | Sell | 1st United Bancorp, Inc. | $9,478,000 | +6.5% | 1,293,000 | -2.4% | 0.99% | +6.3% |
| UCBI | Sell | United Community Banks, Inc. | $9,403,000 | -6.9% | 627,300 | -22.9% | 0.99% | -7.0% |
| HEOP | Sell | Heritage Oaks Bancorp | $9,383,000 | -15.6% | 1,466,100 | -18.6% | 0.98% | -15.7% |
| FFBC | Sell | First Financial Bancorp. | $9,102,000 | -15.3% | 600,000 | -16.8% | 0.95% | -15.4% |
| DFS | Sell | Discover Financial Services | $9,097,000 | -38.4% | 180,000 | -41.9% | 0.95% | -38.5% |
| FXCB | Sell | Fox Chase Bancorp, Inc. | $8,613,000 | -2.6% | 495,000 | -4.8% | 0.90% | -2.6% |
| CNBKA | Buy | Century Bancorp, Inc. | $8,432,000 | +0.1% | 253,000 | +5.1% | 0.88% | 0.0% |
| WAC | Buy | Walter Investment Management Corporation | $8,252,000 | +43.6% | 208,700 | +22.8% | 0.86% | +43.4% |
| SCNB | Buy | Suffolk Bancorp | $7,173,000 | +32.3% | 404,800 | +22.0% | 0.75% | +32.2% |
| IROQ | Buy | IF Bancorp, Inc. | $7,168,000 | +7.4% | 445,200 | +1.9% | 0.75% | +7.3% |
| BPFH | Sell | Boston Private Financial Holdings, Inc. | $7,150,000 | -19.0% | 644,700 | -22.3% | 0.75% | -19.1% |
| CHFN | Buy | Charter Financial Corporation | $7,014,000 | +26.5% | 649,400 | +18.1% | 0.74% | +26.3% |
| RLGY | New | Realogy Holdings Corporation | $6,883,000 | – | 160,000 | – | 0.72% | – |
| EVBN | Sell | Evans Bancorp, Inc. | $6,633,000 | +7.6% | 339,100 | -3.4% | 0.70% | +7.4% |
| SIFI | Buy | SI Financial Group, Inc. | $6,610,000 | +53.3% | 582,385 | +49.3% | 0.69% | +53.3% |
| MTBWS | New | Call - MTB $73.86 Exp 12/23/2018call | $6,409,000 | – | 167,500 | – | 0.67% | – |
| TCBI | Sell | Texas Capital Bancshares, Inc. | $6,195,000 | -13.0% | 135,000 | -15.9% | 0.65% | -13.1% |
| ZIONZ | New | Call - ZION $36.27 Exp 11/14/2018call | $6,131,000 | – | 1,965,224 | – | 0.64% | – |
| SMBC | Buy | Southern Missouri Bancorp, Inc. | $6,006,000 | +6.2% | 225,800 | +2.5% | 0.63% | +6.1% |
| XBKS | Sell | Xenith Bankshares, Inc. | $5,914,000 | +10.1% | 985,600 | -2.4% | 0.62% | +9.9% |
| CYN | Sell | City National Corporation | $5,879,000 | -24.3% | 88,200 | -28.0% | 0.62% | -24.3% |
| PSTB | Sell | Park Sterling Corp | $5,854,000 | -29.7% | 913,300 | -35.2% | 0.61% | -29.7% |
| NRIM | Sell | Northrim BanCorp, Inc. | $5,803,000 | -10.3% | 240,800 | -10.0% | 0.61% | -10.5% |
| SAMG | New | Silvercrest Asset Management Group Inc. CL A | $5,725,000 | – | 420,000 | – | 0.60% | – |
| STND | Sell | Standard Financial Corp. | $5,650,000 | -7.2% | 309,600 | -3.1% | 0.59% | -7.4% |
| AL | Buy | Air Lease Corporation CL A | $5,438,000 | +556.8% | 196,600 | +555.3% | 0.57% | +555.2% |
| IVZ | Sell | Invesco Ltd. SHS | $5,356,000 | -0.9% | 167,900 | -1.2% | 0.56% | -1.1% |
| BBNK | Sell | Bridge Capital Holdings | $5,147,000 | +2.9% | 303,100 | -3.9% | 0.54% | +2.7% |
| 5021PS | Sell | LNB Bancorp, Inc. | $5,073,000 | +0.5% | 539,700 | -8.2% | 0.53% | +0.6% |
| WSFSL | New | WSFS Financial Corporation 6.25% Pfd. Stock | $5,057,000 | – | 196,400 | – | 0.53% | – |
| BKMU | Sell | Bank Mutual Corporation | $5,044,000 | -6.6% | 804,500 | -16.0% | 0.53% | -6.7% |
| HBAN | Sell | Huntington Bancshares Incorporated | $4,956,000 | -47.5% | 600,000 | -50.0% | 0.52% | -47.6% |
| HTBK | Buy | Heritage Commerce Corp | $4,692,000 | +168.0% | 613,300 | +145.1% | 0.49% | +167.4% |
| BMO | New | Bank of Montreal | $4,664,000 | – | 69,800 | – | 0.49% | – |
| CBF | Sell | Capital Bank Financial Corporation | $4,508,000 | -15.4% | 205,368 | -26.7% | 0.47% | -15.6% |
| BSRR | Buy | Sierra Bancorp | $4,489,000 | +14.9% | 285,400 | +8.1% | 0.47% | +14.9% |
| WIBC | Sell | Wilshire Bancorp, Inc. | $4,494,000 | -50.8% | 550,000 | -60.1% | 0.47% | -50.8% |
| SNV | Sell | Synovus Financial Corp. | $4,373,000 | -44.5% | 1,325,000 | -50.9% | 0.46% | -44.6% |
| 7101PS | Sell | Peoples Federal Bancshares, Inc. | $4,317,000 | -8.1% | 247,800 | -4.7% | 0.45% | -8.3% |
| FCCO | Sell | First Community Corporation | $4,219,000 | +5.6% | 404,500 | -6.8% | 0.44% | +5.5% |
| MOFG | Sell | MidWestOne Financial Group, Inc. | $4,204,000 | -11.6% | 163,500 | -17.3% | 0.44% | -11.6% |
| CHFC | New | Chemical Financial Corporation | $4,188,000 | – | 150,000 | – | 0.44% | – |
| BUSE | Sell | First Busey Corporation | $4,168,000 | +5.3% | 800,000 | -9.1% | 0.44% | +5.3% |
| MSFG | Buy | MainSource Financial Group, Inc. | $4,044,000 | +15.8% | 266,200 | +2.4% | 0.42% | +15.8% |
| GBNK | Buy | Guaranty Bancorp | $3,908,000 | +68.8% | 285,500 | +40.0% | 0.41% | +68.7% |
| NBHC | Sell | National Bank Holdings Corporation CL A | $3,541,000 | -22.2% | 172,400 | -25.4% | 0.37% | -22.2% |
| BDGE | Sell | Bridge Bancorp, Inc. | $3,408,000 | -13.5% | 158,500 | -9.4% | 0.36% | -13.6% |
| CMA | Sell | Comerica Incorporated | $3,392,000 | -61.3% | 86,300 | -60.8% | 0.36% | -61.3% |
| RF | New | Regions Financial Corporation | $3,241,000 | – | 350,000 | – | 0.34% | – |
| BMRC | New | Bank of Marin Bancorp | $3,233,000 | – | 77,800 | – | 0.34% | – |
| HTBI | Buy | HomeTrust Bancshares, Inc. | $3,094,000 | -1.3% | 187,500 | +1.5% | 0.32% | -1.5% |
| PIPR | New | Piper Jaffray Companies | $3,086,000 | – | 90,000 | – | 0.32% | – |
| WD | Buy | Walker & Dunlop, Inc. | $3,023,000 | +41.5% | 190,000 | +55.6% | 0.32% | +41.5% |
| HIFS | Buy | Hingham Institution for Savings | $2,936,000 | +5.2% | 42,000 | +2.2% | 0.31% | +5.1% |
| UCBA | Buy | United Community Bancorp | $2,894,000 | +3.9% | 286,500 | +5.3% | 0.30% | +3.8% |
| PBCP | Buy | Polonia Bancorp, Inc. | $2,880,000 | +10.3% | 288,000 | +2.0% | 0.30% | +10.2% |
| NSM | Sell | Nationstar Mortgage Holdings, Inc. | $2,755,000 | -36.0% | 49,000 | -57.4% | 0.29% | -36.1% |
| EBMT | Sell | Eagle Bancorp Montana, Inc. | $2,746,000 | -10.3% | 253,100 | -11.8% | 0.29% | -10.3% |
| WBCO | New | Washington Banking Company | $2,739,000 | – | 194,800 | – | 0.29% | – |
| FBMS | New | First Bancshares Inc. | $2,590,000 | – | 185,000 | – | 0.27% | – |
| BRO | Sell | Brown & Brown, Inc. | $2,526,000 | -41.5% | 78,700 | -41.3% | 0.26% | -41.5% |
| BEN | Buy | Franklin Resources, Inc. | $2,527,000 | +48.6% | 50,000 | +300.0% | 0.26% | +48.9% |
| ASBB | Sell | ASB Bancorp, Inc. | $2,444,000 | -3.1% | 142,700 | -7.1% | 0.26% | -3.0% |
| JAXB | Buy | Jacksonville Bancorp, Inc. | $2,408,000 | +4.0% | 4,867,200 | +0.9% | 0.25% | +3.7% |
| FFIC | Sell | Flushing Financial Corporation | $2,358,000 | -62.8% | 127,800 | -66.8% | 0.25% | -62.8% |
| B101PS | Buy | Colonial Financial Services, Inc. | $2,337,000 | +127.1% | 173,100 | +127.2% | 0.24% | +126.9% |
| TRMK | New | Trustmark Corporation | $2,304,000 | – | 90,000 | – | 0.24% | – |
| CAFI | Buy | Camco Financial Corporation | $2,264,000 | +176.1% | 561,800 | +124.7% | 0.24% | +175.6% |
| BOKF | New | BOK Financial Corporation | $2,217,000 | – | 35,000 | – | 0.23% | – |
| COWN | Sell | Cowen Group, Inc. CL A | $2,184,000 | -7.7% | 635,000 | -22.4% | 0.23% | -7.7% |
| STSA | Sell | Sterling Financial Corporation | $2,126,000 | -73.3% | 74,200 | -77.9% | 0.22% | -73.3% |
| WFC | Sell | Wells Fargo & Company | $2,066,000 | -64.2% | 50,000 | -64.3% | 0.22% | -64.2% |
| TROW | Buy | T. Rowe Price Group, Inc. | $2,036,000 | +178.1% | 28,300 | +183.0% | 0.21% | +176.6% |
| MS | Sell | Morgan Stanley | $2,021,000 | -83.5% | 75,000 | -85.0% | 0.21% | -83.5% |
| ANCX | Sell | Access National Corporation | $1,966,000 | +5.0% | 137,900 | -4.4% | 0.21% | +5.1% |
| GTWN | Sell | Georgetown Bancorp, Inc. | $1,944,000 | -1.4% | 134,987 | -2.8% | 0.20% | -1.4% |
| HTH | New | Hilltop Holdings Inc. | $1,850,000 | – | 100,000 | – | 0.19% | – |
| USB | Sell | U.S. Bancorp | $1,829,000 | -66.3% | 50,000 | -66.7% | 0.19% | -66.3% |
| FBC | Sell | Flagstar Bancorp, Inc. COM PAR .001 | $1,707,000 | -79.6% | 115,677 | -80.7% | 0.18% | -79.6% |
| WTBA | Buy | West Bancorporation, Inc. Cap Stk | $1,622,000 | +83.9% | 117,500 | +56.5% | 0.17% | +82.8% |
| GBCI | New | Glacier Bancorp, Inc. | $1,604,000 | – | 65,000 | – | 0.17% | – |
| HWC | Sell | Hancock Holding Company | $1,569,000 | -81.0% | 50,000 | -81.8% | 0.16% | -81.1% |
| SPY | Buy | Put - SPY $168 Exp 11/16/2013put | $1,496,000 | +167.1% | 4,500 | +350.0% | 0.16% | +166.1% |
| CNOB | Sell | Connectone Bancorp, Inc. | $1,461,000 | -40.6% | 41,600 | -48.0% | 0.15% | -40.7% |
| FLY | New | Fly Leasing Ltd. Sponsored ADR | $1,388,000 | – | 100,000 | – | 0.14% | – |
| FNLC | Sell | First Bancorp, Inc. | $1,360,000 | -32.9% | 81,700 | -29.6% | 0.14% | -32.9% |
| TD | Sell | Toronto-Dominion Bank | $1,350,000 | -88.4% | 15,000 | -89.7% | 0.14% | -88.5% |
| STI | Sell | SunTrust Banks, Inc. | $1,297,000 | -88.7% | 40,000 | -89.0% | 0.14% | -88.8% |
| STIWSA | New | Call - STI $33.70 Exp 12/31/2018call | $1,200,000 | – | 153,896 | – | 0.13% | – |
| PFBI | Sell | Premier Financial Bancorp, Inc. | $1,201,000 | -13.3% | 104,100 | -9.5% | 0.13% | -13.1% |
| YDKN | Sell | Yadkin Financial Corporation | $1,206,000 | -81.9% | 70,000 | -85.3% | 0.13% | -82.0% |
| SSNF | New | Sunshine Financial Inc. | $1,092,000 | – | 70,000 | – | 0.11% | – |
| AMH | New | American Homes 4 Rent CL A | $945,000 | – | 58,500 | – | 0.10% | – |
| JPMWS | New | Call - JPM $42.42 Exp 10/28/2018call | $947,000 | – | 56,500 | – | 0.10% | – |
| FIBK | New | First Interstate BancSystem, Inc. COM CL A | $852,000 | – | 35,300 | – | 0.09% | – |
| PRE | New | PartnerRe Ltd. | $829,000 | – | 9,056 | – | 0.09% | – |
| FBIZ | New | First Business Financial Services, Inc. | $816,000 | – | 25,000 | – | 0.09% | – |
| ONFC | Sell | Oneida Financial Corp. | $806,000 | -20.8% | 60,900 | -18.4% | 0.08% | -21.5% |
| AMBCWS | New | Call - AMBC $16.67 Exp 4/30/2023call | $754,000 | – | 62,500 | – | 0.08% | – |
| BAC | Sell | Bank of America Corporation | $690,000 | -95.0% | 50,000 | -95.3% | 0.07% | -95.0% |
| FNF | New | Fidelity National Financial, Inc. CL A | $665,000 | – | 25,000 | – | 0.07% | – |
| NCBC | Buy | New Century Bancorp, Inc. | $599,000 | +8.1% | 88,700 | +2.2% | 0.06% | +8.6% |
| CROL | New | Carroll Bancorp, Inc. | $569,000 | – | 35,000 | – | 0.06% | – |
| SMPL | Buy | Simplicity Bancorp Inc. | $389,000 | +82.6% | 25,000 | +70.1% | 0.04% | +86.4% |
| CZWI | Buy | Citizens Community Bancorp Inc. | $377,000 | +7.4% | 52,000 | +3.6% | 0.04% | +8.1% |
| EVER | New | EverBank Financial Corp | $375,000 | – | 25,000 | – | 0.04% | – |
| HMNF | New | HMN Financial, Inc. | $229,000 | – | 29,000 | – | 0.02% | – |
| WFD | New | Westfield Financial, Inc. | $161,000 | – | 22,800 | – | 0.02% | – |
| PHM | Exit | PulteGroup, Inc. | $0 | – | -10,000 | – | -0.02% | – |
| CAC | Exit | Camden National Corporation | $0 | – | -5,700 | – | -0.02% | – |
| ONB | Exit | Old National Bancorp | $0 | – | -18,500 | – | -0.03% | – |
| PGEM | Exit | Ply Gem Holdings Inc. | $0 | – | -15,000 | – | -0.03% | – |
| LBAI | Exit | Lakeland Bancorp, Inc. | $0 | – | -30,000 | – | -0.03% | – |
| HMPR | Exit | Hampton Roads Bankshares, Inc. | $0 | – | -280,355 | – | -0.04% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -45,000 | – | -0.04% | – |
| FMNB | Exit | Farmers National Banc Corp. | $0 | – | -60,000 | – | -0.04% | – |
| AFCB | Exit | Athens Bancshares Corporation | $0 | – | -22,300 | – | -0.04% | – |
| STL | Exit | Sterling Bancorp | $0 | – | -37,900 | – | -0.05% | – |
| SPF | Exit | Standard Pacific Corp. | $0 | – | -60,000 | – | -0.05% | – |
| MMC | Exit | Marsh & McLennan Companies, Inc. | $0 | – | -15,000 | – | -0.06% | – |
| JPMWS | Exit | Call - JPM $42.42 Exp 10/28/2018warrants | $0 | – | -55,000 | – | -0.09% | – |
| LEN | Exit | Lennar Corporation Cl A | $0 | – | -30,000 | – | -0.11% | – |
| STIWSA | Exit | Call - STI $33.70 Exp 12/31/2018warrants | $0 | – | -180,000 | – | -0.15% | – |
| CFNL | Exit | Cardinal Financial Corporation | $0 | – | -100,000 | – | -0.15% | – |
| CVBF | Exit | CVB Financial Corp. | $0 | – | -145,000 | – | -0.18% | – |
| LKFN | Exit | Lakeland Financial Corporation | $0 | – | -64,600 | – | -0.19% | – |
| RYL | Exit | The Ryland Group, Inc. | $0 | – | -55,000 | – | -0.23% | – |
| KEY | Exit | KeyCorp | $0 | – | -250,000 | – | -0.29% | – |
| EBSB | Exit | Meridian Interstate Bancorp, Inc. (MHC) | $0 | – | -170,000 | – | -0.34% | – |
| LION | Exit | Fidelity Southern Corporation | $0 | – | -319,000 | – | -0.41% | – |
| AF | Exit | Astoria Financial Corporation | $0 | – | -387,500 | – | -0.44% | – |
| BLK | Exit | BlackRock, Inc. | $0 | – | -17,500 | – | -0.47% | – |
| PPBI | Exit | Pacific Premier Bancorp, Inc. | $0 | – | -398,200 | – | -0.51% | – |
| NFSB | Exit | Newport Bancorp, Inc. | $0 | – | -344,200 | – | -0.62% | – |
| ZION | Exit | Zions Bancorporation | $0 | – | -225,000 | – | -0.68% | – |
| HFWA | Exit | Heritage Financial Corporation | $0 | – | -468,600 | – | -0.72% | – |
| ZIONZ | Exit | Call - ZION $36.27 Exp 11/14/2018warrants | $0 | – | -2,007,300 | – | -0.80% | – |
| MTBWS | Exit | Call - MTB $73.86 Exp 12/23/2018warrants | $0 | – | -258,700 | – | -1.03% | – |
| OCFC | Exit | OceanFirst Financial Corp. | $0 | – | -664,100 | – | -1.08% | – |
| BKU | Exit | BankUnited, Inc. | $0 | – | -400,000 | – | -1.09% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STBZ | New | State Bank Financial Corporation | $38,477,000 | – | 2,560,000 | – | 4.04% | – |
| C | New | Citigroup Inc. | $23,361,000 | – | 487,000 | – | 2.45% | – |
| COF | New | Capital One Financial Corporation | $22,298,000 | – | 355,000 | – | 2.34% | – |
| FCNCA | New | First Citizens BancShares, Inc. Cl A | $19,781,000 | – | 103,000 | – | 2.08% | – |
| WTFC | New | Wintrust Financial Corporation | $19,462,000 | – | 508,400 | – | 2.04% | – |
| OABC | New | OmniAmerican Bancorp, Inc. | $17,550,000 | – | 796,620 | – | 1.84% | – |
| AIG | New | American International Group, Inc. | $16,316,000 | – | 365,000 | – | 1.71% | – |
| DFS | New | Discover Financial Services | $14,768,000 | – | 310,000 | – | 1.55% | – |
| JPM | New | JPMorgan Chase & Co. | $14,517,000 | – | 275,000 | – | 1.52% | – |
| FNBCQ | New | First NBC Bank Holding Company | $14,396,000 | – | 590,000 | – | 1.51% | – |
| FMBI | New | First Midwest Bancorp, Inc. | $14,208,000 | – | 1,035,600 | – | 1.49% | – |
| STT | New | State Street Corporation | $14,020,000 | – | 215,000 | – | 1.47% | – |
| BAC | New | Bank of America Corporation | $13,825,000 | – | 1,075,000 | – | 1.45% | – |
| MBFI | New | MB Financial, Inc. | $13,802,000 | – | 515,000 | – | 1.45% | – |
| BANF | New | BancFirst Corporation | $13,709,000 | – | 294,500 | – | 1.44% | – |
| AER | New | AerCap Holdings NV SHS | $13,095,000 | – | 750,000 | – | 1.37% | – |
| MS | New | Morgan Stanley | $12,215,000 | – | 500,000 | – | 1.28% | – |
| PFBC | New | Preferred Bank | $12,047,000 | – | 731,000 | – | 1.26% | – |
| 2206PS | New | Palmetto Bancshares, Inc. | $11,786,000 | – | 906,641 | – | 1.24% | – |
| TD | New | Toronto-Dominion Bank | $11,654,000 | – | 145,000 | – | 1.22% | – |
| STI | New | SunTrust Banks, Inc. | $11,523,000 | – | 365,000 | – | 1.21% | – |
| HEOP | New | Heritage Oaks Bancorp | $11,118,000 | – | 1,802,000 | – | 1.17% | – |
| MET | New | MetLife, Inc. | $10,982,000 | – | 240,000 | – | 1.15% | – |
| FFBC | New | First Financial Bancorp. | $10,744,000 | – | 721,100 | – | 1.13% | – |
| BKU | New | BankUnited, Inc. | $10,404,000 | – | 400,000 | – | 1.09% | – |
| OCFC | New | OceanFirst Financial Corp. | $10,327,000 | – | 664,100 | – | 1.08% | – |
| LAZ | New | Lazard Ltd SHS A | $10,288,000 | – | 320,000 | – | 1.08% | – |
| UCFC | New | United Community Financial Corp. | $10,137,000 | – | 2,289,857 | – | 1.06% | – |
| UCBI | New | United Community Banks, Inc. | $10,102,000 | – | 813,400 | – | 1.06% | – |
| MTBWS | New | Call - MTB $73.86 Exp 12/23/2018warrants | $9,831,000 | – | 258,700 | – | 1.03% | – |
| HBAN | New | Huntington Bancshares Incorporated | $9,444,000 | – | 1,200,000 | – | 0.99% | – |
| OKSB | New | Southwest Bancorp, Inc. | $9,278,000 | – | 702,900 | – | 0.97% | – |
| WIBC | New | Wilshire Bancorp, Inc. | $9,134,000 | – | 1,379,800 | – | 0.96% | – |
| FUBC | New | 1st United Bancorp, Inc. | $8,899,000 | – | 1,324,300 | – | 0.93% | – |
| FXCB | New | Fox Chase Bancorp, Inc. | $8,840,000 | – | 520,000 | – | 0.93% | – |
| BPFH | New | Boston Private Financial Holdings, Inc. | $8,826,000 | – | 829,500 | – | 0.93% | – |
| CMA | New | Comerica Incorporated | $8,763,000 | – | 220,000 | – | 0.92% | – |
| NOVB | New | North Valley Bancorp | $8,566,000 | – | 517,600 | – | 0.90% | – |
| HFFC | New | HF Financial Corp. | $8,533,000 | – | 655,900 | – | 0.90% | – |
| CNBKA | New | Century Bancorp, Inc. Cl A Non Vtg | $8,425,000 | – | 240,714 | – | 0.88% | – |
| TBNK | New | Territorial Bancorp Inc. | $8,388,000 | – | 370,980 | – | 0.88% | – |
| FBC | New | Flagstar Bancorp, Inc. | $8,376,000 | – | 600,000 | – | 0.88% | – |
| PSTB | New | Park Sterling Corp | $8,327,000 | – | 1,408,900 | – | 0.87% | – |
| HWC | New | Hancock Holding Company | $8,269,000 | – | 275,000 | – | 0.87% | – |
| STSA | New | Sterling Financial Corporation | $7,966,000 | – | 335,000 | – | 0.84% | – |
| HFBC | New | HopFed Bancorp, Inc. | $7,934,000 | – | 734,602 | – | 0.83% | – |
| SNV | New | Synovus Financial Corp. | $7,884,000 | – | 2,700,000 | – | 0.83% | – |
| CYN | New | City National Corporation | $7,763,000 | – | 122,500 | – | 0.81% | – |
| MLVF | New | Malvern Bancorp, Inc. | $7,721,000 | – | 645,000 | – | 0.81% | – |
| ZIONZ | New | Call - ZION $36.27 Exp 11/14/2018warrants | $7,648,000 | – | 2,007,300 | – | 0.80% | – |
| AMRB | New | American River Bankshares | $7,132,000 | – | 867,700 | – | 0.75% | – |
| TCBI | New | Texas Capital Bancshares, Inc. | $7,120,000 | – | 160,500 | – | 0.75% | – |
| AJG | New | Arthur J. Gallagher & Co. | $6,990,000 | – | 160,000 | – | 0.73% | – |
| HFWA | New | Heritage Financial Corporation | $6,865,000 | – | 468,600 | – | 0.72% | – |
| IROQ | New | IF Bancorp, Inc. | $6,673,000 | – | 436,700 | – | 0.70% | – |
| YDKN | New | Yadkin Financial Corporation | $6,669,000 | – | 475,000 | – | 0.70% | – |
| ZION | New | Zions Bancorporation | $6,507,000 | – | 225,000 | – | 0.68% | – |
| NRIM | New | Northrim BanCorp, Inc. | $6,471,000 | – | 267,500 | – | 0.68% | – |
| FFIC | New | Flushing Financial Corporation | $6,333,000 | – | 385,000 | – | 0.66% | – |
| EVBN | New | Evans Bancorp, Inc. | $6,167,000 | – | 351,200 | – | 0.65% | – |
| STND | New | Standard Financial Corp. | $6,088,000 | – | 319,600 | – | 0.64% | – |
| LPSB | New | Laporte Bancorp Inc. | $6,076,000 | – | 600,400 | – | 0.64% | – |
| NFSB | New | Newport Bancorp, Inc. | $5,865,000 | – | 344,200 | – | 0.62% | – |
| WFC | New | Wells Fargo & Company | $5,778,000 | – | 140,000 | – | 0.61% | – |
| WAC | New | Walter Investment Management Corporation | $5,748,000 | – | 170,000 | – | 0.60% | – |
| SMBC | New | Southern Missouri Bancorp, Inc. | $5,655,000 | – | 220,300 | – | 0.59% | – |
| FCTY | New | 1st Century Bancshares, Inc. | $5,554,000 | – | 899,900 | – | 0.58% | – |
| CHFN | New | Charter Financial Corporation | $5,544,000 | – | 550,000 | – | 0.58% | – |
| USB | New | U.S. Bancorp | $5,423,000 | – | 150,000 | – | 0.57% | – |
| SCNB | New | Suffolk Bancorp | $5,422,000 | – | 331,803 | – | 0.57% | – |
| IVZ | New | Invesco Ltd. | $5,406,000 | – | 170,000 | – | 0.57% | – |
| BKMU | New | Bank Mutual Corporation | $5,403,000 | – | 958,000 | – | 0.57% | – |
| XBKS | New | Xenith Bankshares, Inc. | $5,372,000 | – | 1,009,700 | – | 0.56% | – |
| CBF | New | Capital Bank Financial Corporation | $5,326,000 | – | 280,000 | – | 0.56% | – |
| 5021PS | New | LNB Bancorp, Inc. | $5,047,000 | – | 587,600 | – | 0.53% | – |
| BBNK | New | Bridge Capital Holdings | $5,001,000 | – | 315,300 | – | 0.52% | – |
| SBCF | New | Seacoast Banking Corporation of Florida | $4,983,000 | – | 2,265,000 | – | 0.52% | – |
| PPBI | New | Pacific Premier Bancorp, Inc. | $4,866,000 | – | 398,200 | – | 0.51% | – |
| HBK | New | Hamilton Bancorp Inc. | $4,833,000 | – | 365,000 | – | 0.51% | – |
| MOFG | New | MidWestOne Financial Group, Inc. | $4,754,000 | – | 197,600 | – | 0.50% | – |
| PBSK | New | Poage Bankshares, Inc. | $4,710,000 | – | 314,000 | – | 0.49% | – |
| 7101PS | New | Peoples Federal Bancshares, Inc. | $4,698,000 | – | 260,000 | – | 0.49% | – |
| CBNK | New | Chicopee Bancorp, Inc. | $4,563,000 | – | 270,000 | – | 0.48% | – |
| NBHC | New | National Bank Holdings Corporation Cl A | $4,551,000 | – | 231,000 | – | 0.48% | – |
| BLK | New | BlackRock, Inc. | $4,495,000 | – | 17,500 | – | 0.47% | – |
| COBZ | New | CoBiz Financial Inc. | $4,399,000 | – | 530,000 | – | 0.46% | – |
| BRO | New | Brown & Brown, Inc. | $4,320,000 | – | 134,000 | – | 0.45% | – |
| NSM | New | Nationstar Mortgage Holdings, Inc. | $4,306,000 | – | 115,000 | – | 0.45% | – |
| SIFI | New | SI Financial Group, Inc. | $4,311,000 | – | 390,100 | – | 0.45% | – |
| AF | New | Astoria Financial Corporation | $4,177,000 | – | 387,500 | – | 0.44% | – |
| FCCO | New | First Community Corporation | $3,995,000 | – | 434,200 | – | 0.42% | – |
| BUSE | New | First Busey Corporation | $3,960,000 | – | 880,000 | – | 0.42% | – |
| LION | New | Fidelity Southern Corporation | $3,946,000 | – | 319,000 | – | 0.41% | – |
| BDGE | New | Bridge Bancorp, Inc. | $3,938,000 | – | 175,000 | – | 0.41% | – |
| OBAF | New | OBA Financial Services, Inc. | $3,922,000 | – | 212,700 | – | 0.41% | – |
| BSRR | New | Sierra Bancorp | $3,907,000 | – | 264,000 | – | 0.41% | – |
| SIBC | New | State Investors Bancorp, Inc. | $3,641,000 | – | 245,000 | – | 0.38% | – |
| MSFG | New | MainSource Financial Group, Inc. | $3,492,000 | – | 260,000 | – | 0.37% | – |
| LABC | New | Louisiana Bancorp, Inc. | $3,419,000 | – | 201,100 | – | 0.36% | – |
| RJF | New | Raymond James Financial, Inc. | $3,224,000 | – | 75,000 | – | 0.34% | – |
| EBSB | New | Meridian Interstate Bancorp, Inc. (MHC) | $3,201,000 | – | 170,000 | – | 0.34% | – |
| HTBI | New | HomeTrust Bancshares, Inc. | $3,134,000 | – | 184,800 | – | 0.33% | – |
| RVSB | New | Riverview Bancorp, Inc. | $3,108,000 | – | 1,238,400 | – | 0.33% | – |
| EBMT | New | Eagle Bancorp Montana, Inc. | $3,063,000 | – | 287,100 | – | 0.32% | – |
| ALLB | New | Alliance Bancorp, Inc. of Pennsylvania | $2,956,000 | – | 215,000 | – | 0.31% | – |
| HIFS | New | Hingham Institution for Savings | $2,790,000 | – | 41,100 | – | 0.29% | – |
| UCBA | New | United Community Bancorp | $2,785,000 | – | 272,200 | – | 0.29% | – |
| KEY | New | KeyCorp | $2,760,000 | – | 250,000 | – | 0.29% | – |
| PBCP | New | Polonia Bancorp, Inc. | $2,611,000 | – | 282,300 | – | 0.27% | – |
| ASBB | New | ASB Bancorp, Inc. | $2,521,000 | – | 153,600 | – | 0.26% | – |
| WBKC | New | Wolverine Bancorp, Inc. | $2,498,000 | – | 134,300 | – | 0.26% | – |
| CNOB | New | Connectone Bancorp, Inc. | $2,459,000 | – | 80,000 | – | 0.26% | – |
| COWN | New | Cowen Group, Inc. Cl A | $2,365,000 | – | 818,500 | – | 0.25% | – |
| GBNK | New | Guaranty Bancorp | $2,315,000 | – | 203,944 | – | 0.24% | – |
| JAXB | New | Jacksonville Bancorp, Inc. | $2,315,000 | – | 4,822,900 | – | 0.24% | – |
| RYL | New | The Ryland Group, Inc. | $2,206,000 | – | 55,000 | – | 0.23% | – |
| FFCO | New | FedFirst Financial Corporation | $2,171,000 | – | 117,300 | – | 0.23% | – |
| WD | New | Walker & Dunlop, Inc. | $2,137,000 | – | 122,100 | – | 0.22% | – |
| HFBL | New | Home Federal Bancorp, Inc. of Louisiana | $2,081,000 | – | 120,000 | – | 0.22% | – |
| OLBK | New | Old Line Bancshares, Inc. | $2,044,000 | – | 155,000 | – | 0.21% | – |
| FNLC | New | First Bancorp, Inc. | $2,028,000 | – | 116,000 | – | 0.21% | – |
| WLFC | New | Willis Lease Finance Corporation | $2,032,000 | – | 150,400 | – | 0.21% | – |
| GTWN | New | Georgetown Bancorp, Inc. | $1,972,000 | – | 138,887 | – | 0.21% | – |
| ANCX | New | Access National Corporation | $1,872,000 | – | 144,200 | – | 0.20% | – |
| LKFN | New | Lakeland Financial Corporation | $1,793,000 | – | 64,600 | – | 0.19% | – |
| HTBK | New | Heritage Commerce Corp | $1,751,000 | – | 250,200 | – | 0.18% | – |
| CVBF | New | CVB Financial Corp. | $1,705,000 | – | 145,000 | – | 0.18% | – |
| BEN | New | Franklin Resources, Inc. | $1,700,000 | – | 12,500 | – | 0.18% | – |
| CFNL | New | Cardinal Financial Corporation | $1,464,000 | – | 100,000 | – | 0.15% | – |
| CZNC | New | Citizens & Northern Corporation | $1,449,000 | – | 75,000 | – | 0.15% | – |
| STIWSA | New | Call - STI $33.70 Exp 12/31/2018warrants | $1,391,000 | – | 180,000 | – | 0.15% | – |
| PFBI | New | Premier Financial Bancorp, Inc. | $1,385,000 | – | 115,000 | – | 0.14% | – |
| LEN | New | Lennar Corporation Cl A | $1,081,000 | – | 30,000 | – | 0.11% | – |
| B101PS | New | Colonial Financial Services, Inc. | $1,029,000 | – | 76,200 | – | 0.11% | – |
| ONFC | New | Oneida Financial Corp. | $1,018,000 | – | 74,600 | – | 0.11% | – |
| IBCP | New | Independent Bank Corporation | $1,004,000 | – | 159,600 | – | 0.10% | – |
| JXSB | New | Jacksonville Bancorp, Inc. (IL) | $917,000 | – | 48,100 | – | 0.10% | – |
| WTBA | New | West Bancorporation, Inc. | $882,000 | – | 75,100 | – | 0.09% | – |
| JPMWS | New | Call - JPM $42.42 Exp 10/28/2018warrants | $858,000 | – | 55,000 | – | 0.09% | – |
| ARPI | New | American Residential Properties, Inc. | $860,000 | – | 50,000 | – | 0.09% | – |
| AL | New | Air Lease Corporation Cl A | $828,000 | – | 30,000 | – | 0.09% | – |
| CAFI | New | Camco Financial Corporation | $820,000 | – | 250,000 | – | 0.09% | – |
| TROW | New | T. Rowe Price Group, Inc. | $732,000 | – | 10,000 | – | 0.08% | – |
| WSBC | New | WesBanco, Inc. | $661,000 | – | 25,000 | – | 0.07% | – |
| LM | New | Legg Mason, Inc. | $620,000 | – | 20,000 | – | 0.06% | – |
| MMC | New | Marsh & McLennan Companies, Inc. | $599,000 | – | 15,000 | – | 0.06% | – |
| SPY | New | Put - SPY $162 Exp 09/21/2013put | $560,000 | – | 1,000 | – | 0.06% | – |
| NCBC | New | New Century Bancorp, Inc. | $554,000 | – | 86,800 | – | 0.06% | – |
| SPF | New | Standard Pacific Corp. | $500,000 | – | 60,000 | – | 0.05% | – |
| STL | New | Sterling Bancorp | $440,000 | – | 37,900 | – | 0.05% | – |
| AFCB | New | Athens Bancshares Corporation | $401,000 | – | 22,300 | – | 0.04% | – |
| JNS | New | Janus Capital Group Inc. | $383,000 | – | 45,000 | – | 0.04% | – |
| FMNB | New | Farmers National Banc Corp. | $377,000 | – | 60,000 | – | 0.04% | – |
| HMPR | New | Hampton Roads Bankshares, Inc. | $362,000 | – | 280,355 | – | 0.04% | – |
| CZWI | New | Citizens Community Bancorp Inc. | $351,000 | – | 50,200 | – | 0.04% | – |
| FBNC | New | First Bancorp | $353,000 | – | 25,000 | – | 0.04% | – |
| FRF | New | Fortegra Financial Corporation | $350,000 | – | 51,000 | – | 0.04% | – |
| LBAI | New | Lakeland Bancorp, Inc. | $313,000 | – | 30,000 | – | 0.03% | – |
| DNBF | New | DNB Financial Corporation | $306,000 | – | 17,300 | – | 0.03% | – |
| PGEM | New | Ply Gem Holdings Inc. | $301,000 | – | 15,000 | – | 0.03% | – |
| ONB | New | Old National Bancorp | $256,000 | – | 18,500 | – | 0.03% | – |
| SMPL | New | Simplicity Bancorp Inc. | $213,000 | – | 14,700 | – | 0.02% | – |
| CAC | New | Camden National Corporation | $202,000 | – | 5,700 | – | 0.02% | – |
| PHM | New | PulteGroup, Inc. | $190,000 | – | 10,000 | – | 0.02% | – |
| SOCB | New | Southcoast Financial Corporation | $58,000 | – | 11,000 | – | 0.01% | – |