Cutler Capital Management, LLC Activity Q4 2005-Q3 2023

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Q3 2023
 Value Shares↓ Weighting
MET BuyMETLIFE$10,792,872
+11.7%
171,561
+0.3%
4.87%
+7.2%
BG BuyBUNGE LIMITED$8,288,220
+14.9%
76,566
+0.2%
3.74%
+10.4%
TSBK BuyTIMBERLAND BANK$7,896,888
+6.3%
291,398
+0.3%
3.56%
+2.1%
EXSR BuyEXCHANGE BANK$7,098,132
+2.2%
76,324
+0.1%
3.20%
-1.8%
PFE BuyPFIZER$6,925,920
-6.9%
208,801
+3.0%
3.12%
-10.6%
BuySHELL PLCadr shares$6,889,795
+33.8%
107,018
+25.5%
3.11%
+28.5%
MRK BuyMERCK$6,711,403
-10.4%
65,191
+0.4%
3.03%
-14.0%
AEM BuyAGNICO EAGLE$6,528,602
-5.6%
143,644
+3.8%
2.94%
-9.4%
ET BuyENERGY TRANSFER MLPpartenrship shares$6,060,359
+13.2%
431,957
+2.5%
2.73%
+8.8%
FENY BuyFIDELITY ENERGY ETF$5,478,250
+13.7%
219,922
+1.2%
2.47%
+9.2%
SBFG BuySB FINANCIAL$5,406,841
+7.4%
400,507
+0.4%
2.44%
+3.1%
PKBK BuyPARKE BANCORP$4,992,168
-3.7%
306,456
+0.4%
2.25%
-7.5%
LFGP BuyLEDYARD FINANCIAL$4,720,968
+3.4%
331,296
+0.1%
2.13%
-0.7%
WY BuyWEYERHAEUSER$4,618,348
-8.1%
150,631
+0.5%
2.08%
-11.7%
RPTPRD BuyRPT REALTYpfd$4,574,298
+46.1%
89,939
+40.7%
2.06%
+40.3%
FBIZ BuyFIRST BUSINESS$4,566,611
+2.3%
152,170
+0.5%
2.06%
-1.8%
VTRS BuyVIATRIS INC$4,281,892
+5.3%
434,296
+6.6%
1.93%
+1.1%
ENR BuyENERGIZER$4,208,249
-4.4%
131,344
+0.2%
1.90%
-8.2%
CWBC BuyCOMMUNITY WEST$4,103,497
+7.0%
315,897
+0.1%
1.85%
+2.8%
BuyINNOVIVAdeb$3,850,330
+173.6%
3,905,000
+174.0%
1.74%
+162.8%
GMRE BuyGLOBAL MEDICAL$3,600,754
+3.1%
401,422
+4.9%
1.62%
-1.0%
FXNC BuyFIRST NATIONAL$3,552,137
+7.2%
201,711
+0.6%
1.60%
+3.0%
IFF BuyINTL FLAVORS$3,452,965
-14.0%
50,652
+0.4%
1.56%
-17.4%
VICI BuyVICI PRPTY$3,419,632
+11.0%
117,513
+19.8%
1.54%
+6.6%
NYCBPRU BuyNY COMM BANCpfd$3,375,116
-6.1%
92,545
+4.2%
1.52%
-9.8%
BMBN BuyBENCHMARK BANK$3,159,500
-0.8%
142,000
+1.0%
1.42%
-4.7%
BORT BuyBANK BOTETOURT$2,978,691
+1.9%
101,144
+0.5%
1.34%
-2.1%
PTBS BuyPOTOMAC BANCSH$2,950,163
+8.8%
179,888
+5.5%
1.33%
+4.6%
ALRS BuyALERUS FINAN$2,847,912
+1.7%
156,651
+0.5%
1.28%
-2.4%
ACI BuyALBERTSONS$2,679,062
+13.0%
117,761
+8.4%
1.21%
+8.4%
CSBB BuyCSB BANCORP$2,585,875
+1.3%
68,500
+0.7%
1.17%
-2.8%
HCDIP SellHARBOR CUSTOMpfd$2,433,264
-22.5%
545,575
-6.2%
1.10%
-25.6%
LXP BuyLXP INDUSTRIAL$2,264,671
-7.7%
254,457
+1.2%
1.02%
-11.4%
NewHCI GROUPdeb$2,166,700–2,305,000–0.98%–
MNSB BuyMAIN STREET BANC$2,004,375
-3.3%
97,584
+6.6%
0.90%
-7.2%
HCI SellHCI GROUP$1,967,565
-12.2%
36,242
-0.1%
0.89%
-15.7%
SOBS BuySOLVAY BANK$1,902,673
-6.1%
71,799
+2.8%
0.86%
-9.9%
CTO BuyCTO REALTY$1,871,530
+23.2%
115,455
+30.3%
0.84%
+18.4%
ABCB BuyAMERIS BANCORP$1,735,454
+12.3%
45,206
+0.0%
0.78%
+7.9%
AJXA BuyGREAT AJAXpfd$1,727,836
+25.5%
71,635
+26.7%
0.78%
+20.4%
APLE BuyAPPLE HOSPITLITY$1,697,485
+26.8%
110,657
+24.9%
0.77%
+21.8%
MFGI BuyMERCHANTS FINAN$1,602,999
+3.6%
64,300
+8.1%
0.72%
-0.4%
VZ SellVERIZON$1,522,717
-52.8%
46,983
-45.8%
0.69%
-54.6%
BuyFSBH CORP$1,462,587
+6.1%
189,700
+5.4%
0.66%
+2.0%
FNCB SellFIRST NATIONAL$1,442,785
-2.5%
242,485
-2.1%
0.65%
-6.3%
TSN SellTYSON FOODS$1,429,852
-5.3%
28,320
-4.3%
0.64%
-9.0%
MPW BuyMEDICAL PRTY$1,383,021
-40.4%
253,765
+1.3%
0.62%
-42.7%
SFL BuySFL CORP$1,288,940
+47.6%
115,600
+23.5%
0.58%
+41.7%
NewBANK FLORIDA$1,200,000–100,000–0.54%–
NewMCHENRY BANCORP$1,065,750–29,000–0.48%–
T SellAT&T INC$1,032,817
-5.8%
68,763
-0.0%
0.47%
-9.5%
NewVIAVI SOLUTIONSdeb$977,500–1,000,000–0.44%–
MOAT BuyVANECK VECTORS ETF$957,927
+16.2%
12,631
+22.3%
0.43%
+11.6%
VOO BuyVANGUARD S&P 500 ETF$890,770
+37.7%
2,268
+42.8%
0.40%
+32.2%
EBMT BuyEAGLE BANCORP$838,723
-9.7%
70,481
+0.3%
0.38%
-13.3%
TTE NewTOTALENERGIES$789,120–12,000–0.36%–
FISI BuyFINANCIAL INST$767,448
+13.4%
45,600
+6.0%
0.35%
+8.8%
FRAF BuyFRANKLIN FINL$715,942
+2.9%
25,120
+0.1%
0.32%
-1.2%
CATC SellCAMBRIDGE BANC$676,407
-68.5%
10,859
-72.5%
0.30%
-69.7%
GDX BuyVANECK VECTORS ETF$590,751
-3.6%
21,953
+7.9%
0.27%
-7.6%
ABBV BuyABBVIE$547,932
+11.7%
3,676
+1.0%
0.25%
+7.4%
FLIC BuyFIRST LONG ISLAND$546,008
-3.5%
47,438
+0.8%
0.25%
-7.5%
KEY BuyKEYCORP$546,255
+20.3%
50,767
+3.3%
0.25%
+15.5%
SellPACWEST BANCpfd$526,593
+33.8%
25,700
-0.4%
0.24%
+28.6%
CZBT BuyCITIZENS BANC$464,140
+58.4%
16,223
+54.5%
0.21%
+51.4%
HWC BuyHANCOCK WHITNEY$394,169
-2.9%
10,656
+0.8%
0.18%
-6.8%
SSB BuySOUTH STATE$376,102
+3.0%
5,583
+0.7%
0.17%
-0.6%
MTB BuyM&T BANK$376,827
+3.2%
2,980
+1.1%
0.17%
-0.6%
IBM SellINTL BUS MACHINE$359,168
-34.7%
2,560
-37.7%
0.16%
-37.2%
QABA SellFIRST TRUST$353,661
-12.7%
8,899
-13.2%
0.16%
-15.8%
NewEURONETdeb$334,425–364,000–0.15%–
MSFT BuyMICROSOFT$332,052
-7.2%
1,052
+0.1%
0.15%
-10.7%
SPY BuySPDR S&P 500 ETF$313,120
+12.4%
732
+16.6%
0.14%
+7.6%
BRBS SellBLUE RIDGE BANK$301,473
-85.8%
66,697
-72.2%
0.14%
-86.3%
NewEXPEDIA GROUPdeb$260,640–300,000–0.12%–
SCHV SellSCHWAB$236,375
-6.2%
3,667
-2.4%
0.11%
-9.3%
SBCF BuySEACOAST BANKING$234,576
+0.2%
10,682
+0.8%
0.11%
-3.6%
NewMORNING STAR$212,634–19,348–0.10%–
TFC NewTRUIST FINAN$202,685–7,084–0.09%–
BDX SellBECTON DICKSON$191,054
-22.9%
739
-21.3%
0.09%
-25.9%
BANC NewBANC CALIFORNIA$185,700–15,000–0.08%–
SCHG SellSCHWAB$182,891
-7.4%
2,515
-4.6%
0.08%
-11.8%
FBAK SellFIRST NATL AK$159,612
-81.6%
849
-80.8%
0.07%
-82.4%
ZION NewZION BANC$145,921–4,182–0.07%–
SellWARNER BROS$137,238
-13.5%
12,637
-0.1%
0.06%
-16.2%
AMZN NewAMAZON$111,866–880–0.05%–
NewMORNING STAR$100,624–10,493–0.04%–
ExitNEW MOUNTAINdeb$0–-145,000–-0.07%–
ExitMCHENRY BANCORP$0–-28,000–-0.33%–
RCA ExitREADY CAPITALpfd$0–-48,329–-0.57%–
Q2 2023
 Value Shares↓ Weighting
MET NewMETLIFE$9,666,256–170,993–4.54%–
MRK NewMERCK$7,491,631–64,924–3.52%–
PFE NewPFIZER$7,437,286–202,761–3.49%–
TSBK NewTIMBERLAND BANK$7,428,541–290,404–3.49%–
BG NewBUNGE LIMITED$7,210,995–76,428–3.39%–
EXSR NewEXCHANGE BANK$6,944,934–76,274–3.26%–
AEM NewAGNICO EAGLE$6,918,802–138,431–3.25%–
ET NewENERGY TRANSFER MLPpartenrship shares$5,353,335–421,522–2.51%–
PKBK NewPARKE BANCORP$5,185,572–305,213–2.44%–
NewSHELL PLCadr shares$5,148,692–85,271–2.42%–
SBFG NewSB FINANCIAL$5,035,889–399,040–2.36%–
WY NewWEYERHAEUSER$5,024,281–149,933–2.36%–
FENY NewFIDELITY ENERGY ETF$4,817,865–217,412–2.26%–
LFGP NewLEDYARD FINANCIAL$4,567,510–330,979–2.14%–
FBIZ NewFIRST BUSINESS$4,465,277–151,416–2.10%–
ENR NewENERGIZER$4,401,330–131,069–2.07%–
VTRS NewVIATRIS INC$4,066,982–407,513–1.91%–
IFF NewINTL FLAVORS$4,016,397–50,463–1.89%–
CWBC NewCOMMUNITY WEST$3,835,855–315,708–1.80%–
NYCBPRU NewNY COMM BANCpfd$3,593,780–88,845–1.69%–
GMRE NewGLOBAL MEDICAL$3,493,842–382,677–1.64%–
CPKF NewCHESAPEAKE FINL$3,320,625–172,500–1.56%–
FXNC NewFIRST NATIONAL$3,314,172–200,494–1.56%–
VZ NewVERIZON$3,224,000–86,689–1.51%–
BMBN NewBENCHMARK BANK$3,185,996–140,600–1.50%–
HCDIP NewHARBOR CUSTOMpfd$3,140,505–581,575–1.48%–
RPTPRD NewRPT REALTYpfd$3,131,296–63,904–1.47%–
VICI NewVICI PRPTY$3,081,745–98,051–1.45%–
BORT NewBANK BOTETOURT$2,923,708–100,644–1.37%–
ALRS NewALERUS FINAN$2,801,682–155,822–1.32%–
PTBS NewPOTOMAC BANCSH$2,711,141–170,512–1.27%–
FMBM NewF&M BANCORP$2,627,393–133,914–1.23%–
CSBB NewCSB BANCORP$2,553,400–68,000–1.20%–
LXP NewLXP INDUSTRIAL$2,452,491–251,537–1.15%–
ACI NewALBERTSONS$2,371,502–108,684–1.11%–
NewNRG ENERGYdeb$2,348,487–2,225,000–1.10%–
MPW NewMEDICAL PRTY$2,318,654–250,394–1.09%–
HCI NewHCI GROUP$2,240,758–36,269–1.05%–
CATC NewCAMBRIDGE BANC$2,145,467–39,504–1.01%–
BRBS NewBLUE RIDGE BANK$2,119,995–239,547–1.00%–
MNSB NewMAIN STREET BANC$2,073,403–91,500–0.97%–
SOBS NewSOLVAY BANK$2,026,346–69,874–0.95%–
AIG NewAMERICAN INTL$1,870,050–32,500–0.88%–
ABCB NewAMERIS BANCORP$1,545,838–45,187–0.73%–
MFGI NewMERCHANTS FINAN$1,547,000–59,500–0.73%–
CTO NewCTO REALTY$1,519,065–88,626–0.71%–
TSN NewTYSON FOODS$1,510,657–29,598–0.71%–
FNCB NewFIRST NATIONAL$1,479,288–247,786–0.70%–
NewINNOVIVAdeb$1,407,187–1,425,000–0.66%–
AJXA NewGREAT AJAXpfd$1,377,236–56,560–0.65%–
NewFSBH CORP$1,378,800–180,000–0.65%–
ORRF NewORRSTOWN FINL$1,340,500–70,000–0.63%–
APLE NewAPPLE HOSPITLITY$1,338,849–88,606–0.63%–
FCCO NewFIRST COMMUNITY$1,328,040–76,500–0.62%–
NewETSYdeb$1,291,971–1,550,000–0.61%–
RCA NewREADY CAPITALpfd$1,214,024–48,329–0.57%–
EPRPRC NewEPR PROPERTIESpfd$1,212,195–57,450–0.57%–
T NewAT&T INC$1,096,844–68,767–0.52%–
EBMT NewEAGLE BANCORP$929,269–70,239–0.44%–
SFL NewSFL CORP$873,288–93,600–0.41%–
FBAK NewFIRST NATL AK$868,482–4,430–0.41%–
VGM NewINVESCO TR INVT CEF$836,199–86,117–0.39%–
MOAT NewVANECK VECTORS ETF$824,302–10,331–0.39%–
NewLYFT INCdeb$792,517–885,000–0.37%–
NewMCHENRY BANCORP$711,200–28,000–0.33%–
FRAF NewFRANKLIN FINL$695,851–25,085–0.33%–
FISI NewFINANCIAL INST$676,820–43,000–0.32%–
VOO NewVANGUARD S&P 500 ETF$646,723–1,588–0.30%–
NewMOUNTAIN COMM$617,500–38,000–0.29%–
GDX NewVANECK VECTORS ETF$612,674–20,347–0.29%–
FLIC NewFIRST LONG ISLAND$565,533–47,049–0.27%–
IBM NewINTL BUS MACHINE$550,093–4,111–0.26%–
ABBV NewABBVIE$490,497–3,641–0.23%–
BRKB NewBERKSHIRE HATH$455,576–1,336–0.21%–
KEY NewKEYCORP$454,071–49,141–0.21%–
HWC NewHANCOCK WHITNEY$405,736–10,572–0.19%–
QABA NewFIRST TRUST$405,250–10,247–0.19%–
NewPACWEST BANCpfd$393,450–25,800–0.18%–
IUSV NewISHARES CORE ETF$375,648–4,800–0.18%–
MTB NewM&T BANK$365,004–2,949–0.17%–
SSB NewSOUTH STATE$364,972–5,546–0.17%–
MSFT NewMICROSOFT$357,841–1,051–0.17%–
NewARES CAPdeb$314,017–315,000–0.15%–
CZBT NewCITIZENS BANC$292,950–10,500–0.14%–
NewSPOTIFYdeb$280,335–330,000–0.13%–
SPY NewSPDR S&P 500 ETF$278,570–628–0.13%–
NewCHEGG INCdeb$255,490–290,000–0.12%–
NewEZCORPdeb$253,207–245,000–0.12%–
SCHV NewSCHWAB$252,124–3,758–0.12%–
BDX NewBECTON DICKSON$247,905–939–0.12%–
NewWESTERN DIGITALdeb$242,375–250,000–0.11%–
SBCF NewSEACOAST BANKING$234,121–10,594–0.11%–
SCHG NewSCHWAB$197,493–2,635–0.09%–
NewGUIDEWIREdeb$192,600–200,000–0.09%–
SCHF NewSCHWAB$188,691–5,301–0.09%–
NewWARNER BROS$158,618–12,649–0.07%–
NewNEW MOUNTAINdeb$143,920–145,000–0.07%–
NewFORD MOTORdeb$128,173–117,000–0.06%–
NewPARSONS CORPdeb$114,450–100,000–0.05%–
NewGREENBRIERdeb$115,186–117,000–0.05%–
GOAT NewVANECK ETF$112,187–3,225–0.05%–
Q4 2022
 Value Shares↓ Weighting
ExitPARSONS CORPcvus$0–-100,000–-0.05%–
ExitFORD MOTORdeb$0–-117,000–-0.05%–
ExitSUPERNUS PHARMAdeb$0–-117,000–-0.05%–
ExitEURONETdeb$0–-125,000–-0.05%–
ExitNEW MOUNTAIN$0–-140,000–-0.06%–
ExitGUIDEWIREdeb$0–-170,000–-0.07%–
MSFT ExitMICROSOFT$0–-671–-0.07%–
ExitKKR REAL ESTATEdeb$0–-195,000–-0.09%–
ExitWESTERN DIGITALdeb$0–-22,000–-0.10%–
ExitCHEGG INCdeb$0–-260,000–-0.10%–
ExitSPOTIFYdeb$0–-305,000–-0.11%–
ExitEZCORPdeb$0–-245,000–-0.12%–
VOO ExitVANGUARD INDEX$0–-791–-0.12%–
ExitHOPE BANCORPdeb$0–-294,000–-0.13%–
ExitLEGAND PHARMAdeb$0–-300,000–-0.13%–
VXX ExitBARCLAYS$0–-13,750–-0.14%–
SBCF ExitSEACOAST BANK$0–-10,180–-0.14%–
ExitSTARWOOD PRPTYdeb$0–-320,000–-0.14%–
IUSV ExitISHARES CORE$0–-5,100–-0.15%–
SPY ExitSPDR S&P 500$0–-935–-0.16%–
QABA ExitFIRST TRUST$0–-6,886–-0.16%–
BRKB ExitBERKSHIRE HATH$0–-1,336–-0.16%–
ExitDIGITALBRIDGEdeb$0–-365,000–-0.17%–
GDX ExitVANECK VECTORS$0–-15,234–-0.17%–
ExitBEYOND MEATdeb$0–-1,250,000–-0.17%–
CTO ExitCTO REALTY$0–-21,298–-0.18%–
SSB ExitSOUTH STATE$0–-5,445–-0.20%–
HWC ExitHANCOCK WHITNEY$0–-10,166–-0.22%–
KEY ExitKEYCORP$0–-29,911–-0.22%–
MTB ExitM&T BANK$0–-2,770–-0.23%–
MOAT ExitVANECK VECTORS$0–-8,232–-0.23%–
ExitWARNER BROS$0–-43,953–-0.23%–
TTE ExitTOTAL ENERGIES$0–-12,800–-0.28%–
APLE ExitAPPLE HOSPITLITY$0–-43,432–-0.28%–
CZBT ExitCITIZENS BANC$0–-22,500–-0.29%–
AJXA ExitGREAT AJAXpfd$0–-26,346–-0.29%–
RCA ExitREADY CAPITALpfd$0–-25,690–-0.30%–
ExitPACWEST BANCpfd$0–-26,050–-0.30%–
ExitMCHENRY BANCORP$0–-28,000–-0.33%–
ExitLYFT INCdeb$0–-895,000–-0.35%–
FLIC ExitFIRST LONG ISLAND$0–-44,349–-0.36%–
VGM ExitINVESCO TR INVT$0–-86,117–-0.37%–
FISI ExitFINANCIAL INST$0–-36,000–-0.40%–
EPRPRC ExitEPR PROPERTIESpfd$0–-55,613–-0.44%–
MET ExitMETLIFE$0–-165,280–-0.48%–
FRAF ExitFRANKLIN FINL$0–-33,251–-0.49%–
ExitPRA GROUPdeb$0–-1,100,000–-0.50%–
ExitBLACKSTONE GRPdeb$0–-1,225,000–-0.56%–
EBMT ExitEAGLE BANCORP$0–-69,500–-0.61%–
FCCO ExitFIRST COMMUNITY$0–-77,896–-0.63%–
MFGI ExitMERCHANTS FINAN$0–-55,890–-0.69%–
AIG ExitAMERICAN INTL$0–-32,500–-0.72%–
LBAI ExitLAKELAND BANCORP$0–-97,000–-0.72%–
ExitFIRST SOUTHERN$0–-179,492–-0.75%–
GMRE ExitGLOBAL MEDICAL$0–-191,131–-0.76%–
ORRF ExitORRSTOWN FINL$0–-72,000–-0.80%–
HBI ExitHANESBRANDS$0–-252,338–-0.81%–
MNSB ExitMAIN STREET BANC$0–-79,182–-0.84%–
FNCB ExitFIRST NATIONAL$0–-252,581–-0.88%–
HCI ExitHCI GROUP$0–-50,318–-0.91%–
ABCB ExitAMERIS BANCORP$0–-45,026–-0.93%–
SOBS ExitSOLVAY BANK$0–-63,867–-1.01%–
VICI ExitVICI PRPTY$0–-75,457–-1.04%–
CATC ExitCAMBRIDGE BANC$0–-31,900–-1.18%–
VZ ExitVERIZON$0–-68,816–-1.21%–
CSBB ExitCSB BANCORP$0–-67,000–-1.21%–
BMBN ExitBENCHMARK BANK$0–-138,000–-1.23%–
ExitMEDICAL PRTY$0–-232,057–-1.28%–
BORT ExitBANK BOTETOURT$0–-99,200–-1.28%–
FXNC ExitFIRST NATIONAL$0–-182,243–-1.29%–
ExitSHELL PLC$0–-56,775–-1.31%–
RPTPRD ExitRPT REALTYpfd$0–-66,081–-1.34%–
BRBS ExitBLUE RIDGE BANK$0–-229,300–-1.35%–
FNWD ExitFINWARD$0–-87,000–-1.37%–
PTBS ExitPOTOMAC BANCSH$0–-167,000–-1.39%–
VTRS ExitVIATRIS INC$0–-353,682–-1.40%–
FBAK ExitFIRST NATL AK$0–-12,600–-1.41%–
T ExitAT&T INC$0–-199,632–-1.42%–
FMBM ExitF&M BANCORP$0–-134,014–-1.48%–
LXP ExitLEXINGTON$0–-352,036–-1.50%–
ENR ExitENERGIZER$0–-131,152–-1.53%–
ALRS ExitALERUS FINAN$0–-153,866–-1.58%–
ExitSFL CORPdeb$0–-3,710,000–-1.69%–
FENY ExitFIDELITY COV$0–-201,252–-1.85%–
CPKF ExitCHESAPEAKE FINL$0–-170,360–-1.88%–
NYCBPRU ExitNY COMM BANCpfd$0–-95,385–-1.97%–
WY ExitWEYERHAEUSER$0–-149,583–-1.98%–
ET ExitENERGY TRANSFER$0–-390,313–-2.00%–
CWBC ExitCOMMUNITY WEST$0–-314,227–-2.03%–
FBIZ ExitFIRST BUSINESS$0–-135,750–-2.03%–
IFF ExitINTL FLAVORS$0–-50,884–-2.14%–
TSN ExitTYSON FOODS$0–-76,151–-2.33%–
AEM ExitAGNICO EAGLE$0–-136,404–-2.67%–
BG ExitBUNGE LIMITED$0–-71,560–-2.74%–
PKBK ExitPARKE BANCORP$0–-289,234–-2.81%–
HCDIP ExitHARBOR CUSTOMpfd$0–-586,500–-3.01%–
PFE ExitPFIZER$0–-149,202–-3.03%–
LFGP ExitLEDYARD FINANCIAL$0–-330,429–-3.03%–
SBFG ExitSB FINANCIAL$0–-396,066–-3.09%–
TSBK ExitTIMBERLAND BANK$0–-285,092–-3.65%–
MRK ExitMERCK$0–-95,908–-3.83%–
EXSR ExitEXCHANGE BANK$0–-72,832–-3.98%–
Q3 2022
 Value Shares↓ Weighting
EXSR BuyEXCHANGE BANK$8,594,000
-1.3%
72,832
+1.2%
3.98%
+18.6%
MRK SellMERCK$8,260,000
-5.5%
95,908
-0.0%
3.83%
+13.5%
TSBK BuyTIMBERLAND BANK$7,883,000
+11.0%
285,092
+0.4%
3.65%
+33.4%
SBFG SellSB FINANCIAL$6,674,000
-2.8%
396,066
-0.5%
3.09%
+16.7%
LFGP SellLEDYARD FINANCIAL$6,542,000
-3.1%
330,429
-0.4%
3.03%
+16.4%
PFE BuyPFIZER$6,529,000
-16.3%
149,202
+0.3%
3.03%
+0.6%
HCDIP BuyHARBOR CUSTOMpfd$6,495,000
-23.6%
586,500
+0.0%
3.01%
-8.2%
PKBK BuyPARKE BANCORP$6,062,000
+0.9%
289,234
+0.9%
2.81%
+21.3%
BG BuyBUNGE LIMITED$5,909,000
-6.4%
71,560
+2.8%
2.74%
+12.4%
AEM BuyAGNICO EAGLE$5,760,000
-5.8%
136,404
+2.0%
2.67%
+13.1%
TSN SellTYSON FOODS$5,021,000
-23.7%
76,151
-0.4%
2.33%
-8.4%
IFF SellINTL FLAVORS$4,621,000
-24.3%
50,884
-0.7%
2.14%
-9.0%
FBIZ BuyFIRST BUSINESS$4,386,000
+4.1%
135,750
+0.5%
2.03%
+25.1%
CWBC SellCOMMUNITY WEST$4,383,000
-3.9%
314,227
-1.5%
2.03%
+15.3%
ET BuyENERGY TRANSFER$4,305,000
+19.6%
390,313
+8.2%
2.00%
+43.6%
WY SellWEYERHAEUSER$4,272,000
-21.9%
149,583
-9.5%
1.98%
-6.2%
NYCBPRU BuyNY COMM BANCpfd$4,253,000
-3.0%
95,385
+0.5%
1.97%
+16.6%
CPKF BuyCHESAPEAKE FINL$4,058,000
-8.2%
170,360
+0.2%
1.88%
+10.3%
FENY BuyFIDELITY COV$3,997,000
+16.4%
201,252
+13.7%
1.85%
+39.8%
ALRS NewALERUS FINAN$3,400,000–153,866–1.58%–
ENR BuyENERGIZER$3,297,000
-7.5%
131,152
+4.3%
1.53%
+11.0%
LXP BuyLEXINGTON$3,225,000
-14.3%
352,036
+0.5%
1.50%
+3.0%
T BuyAT&T INC$3,062,000
-23.1%
199,632
+5.0%
1.42%
-7.7%
FBAK BuyFIRST NATL AK$3,037,000
+0.2%
12,600
+0.8%
1.41%
+20.4%
VTRS BuyVIATRIS INC$3,013,000
-6.6%
353,682
+14.8%
1.40%
+12.2%
PTBS BuyPOTOMAC BANCSH$3,006,000
+7.6%
167,000
+0.5%
1.39%
+29.2%
BRBS BuyBLUE RIDGE BANK$2,914,000
-16.0%
229,300
+1.3%
1.35%
+1.0%
RPTPRD BuyRPT REALTYpfd$2,896,000
+39.0%
66,081
+51.4%
1.34%
+66.9%
BuySHELL PLC$2,825,000
+35.1%
56,775
+42.0%
1.31%
+62.2%
FXNC BuyFIRST NATIONAL$2,788,000
-15.4%
182,243
+1.0%
1.29%
+1.7%
BORT BuyBANK BOTETOURT$2,762,000
+2.0%
99,200
+0.9%
1.28%
+22.5%
BuyMEDICAL PRTY$2,752,000
-21.7%
232,057
+0.8%
1.28%
-6.0%
VZ BuyVERIZON$2,613,000
-23.5%
68,816
+2.2%
1.21%
-8.1%
CATC BuyCAMBRIDGE BANC$2,544,000
+7.2%
31,900
+11.1%
1.18%
+28.7%
VICI BuyVICI PRPTY$2,252,000
+12.9%
75,457
+12.7%
1.04%
+35.8%
SOBS SellSOLVAY BANK$2,171,000
-8.3%
63,867
-0.0%
1.01%
+10.2%
ABCB SellAMERIS BANCORP$2,013,000
+6.9%
45,026
-3.9%
0.93%
+28.3%
HCI SellHCI GROUP$1,972,000
-52.0%
50,318
-17.0%
0.91%
-42.3%
FNCB SellFIRST NATIONAL$1,897,000
-9.2%
252,581
-3.3%
0.88%
+9.1%
MNSB BuyMAIN STREET BANC$1,806,000
+17.3%
79,182
+17.0%
0.84%
+40.9%
HBI BuyHANESBRANDS$1,756,000
-24.2%
252,338
+12.1%
0.81%
-8.9%
ORRF SellORRSTOWN FINL$1,722,000
-27.3%
72,000
-26.5%
0.80%
-12.7%
GMRE BuyGLOBAL MEDICAL$1,628,000
+34.5%
191,131
+77.4%
0.76%
+61.7%
AIG BuyAMERICAN INTL$1,543,000
-5.7%
32,500
+1.6%
0.72%
+13.3%
MFGI SellMERCHANTS FINAN$1,484,000
-16.9%
55,890
-20.2%
0.69%
-0.1%
EBMT BuyEAGLE BANCORP$1,321,000
-2.4%
69,500
+2.2%
0.61%
+17.2%
FRAF SellFRANKLIN FINL$1,049,000
+2.8%
33,251
-1.7%
0.49%
+23.4%
MET BuyMETLIFE$1,046,000
-89.9%
165,280
+0.3%
0.48%
-87.8%
EPRPRC BuyEPR PROPERTIESpfd$961,000
-16.7%
55,613
+6.4%
0.44%0.0%
FISI BuyFINANCIAL INST$867,000
-4.8%
36,000
+2.9%
0.40%
+14.5%
FLIC SellFIRST LONG ISLAND$765,000
-3.4%
44,349
-1.9%
0.36%
+16.0%
NewLYFT INCdeb$763,000–895,000–0.35%–
BuyPACWEST BANCpfd$645,000
+3.5%
26,050
+7.0%
0.30%
+24.6%
RCA BuyREADY CAPITALpfd$642,000
+21.1%
25,690
+21.5%
0.30%
+46.1%
AJXA BuyGREAT AJAXpfd$629,000
+12.9%
26,346
+16.1%
0.29%
+35.8%
CZBT BuyCITIZENS BANC$626,000
+2.3%
22,500
+2.3%
0.29%
+22.9%
APLE NewAPPLE HOSPITLITY$611,000–43,432–0.28%–
TTE BuyTOTAL ENERGIES$595,000
+50.6%
12,800
+70.7%
0.28%
+81.6%
BuyWARNER BROS$505,000
+30.5%
43,953
+52.4%
0.23%
+57.0%
MOAT BuyVANECK VECTORS$494,000
+11.0%
8,232
+17.9%
0.23%
+33.1%
MTB BuyM&T BANK$488,000
+11.4%
2,770
+0.8%
0.23%
+33.7%
KEY BuyKEYCORP$479,000
+82.1%
29,911
+95.6%
0.22%
+119.8%
HWC BuyHANCOCK WHITNEY$466,000
+4.0%
10,166
+0.5%
0.22%
+24.9%
SSB BuySOUTH STATE$431,000
+3.1%
5,445
+0.6%
0.20%
+24.2%
CTO NewCTO REALTY$399,000–21,298–0.18%–
GDX BuyVANECK VECTORS$367,000
+5.5%
15,234
+20.0%
0.17%
+26.9%
BRKB BuyBERKSHIRE HATH$357,000
-1.7%
1,336
+0.5%
0.16%
+17.9%
QABA BuyFIRST TRUST$347,000
+13.0%
6,886
+11.4%
0.16%
+36.4%
SPY SellSPDR S&P 500$334,000
-5.6%
935
-0.3%
0.16%
+13.1%
SBCF BuySEACOAST BANK$308,000
-7.8%
10,180
+0.6%
0.14%
+10.9%
VOO BuyVANGUARD INDEX$260,000
+34.7%
791
+41.8%
0.12%
+63.5%
MSFT BuyMICROSOFT$156,000
+20.9%
671
+33.7%
0.07%
+44.0%
NewEURONETdeb$112,000–125,000–0.05%–
NewFORD MOTORdeb$107,000–117,000–0.05%–
NewPARSONS CORPcvus$103,000–100,000–0.05%–
GOAT ExitVANECK VECTORS$0–-3,225–-0.04%–
BUD ExitANHEUSIER BUSH$0–-2,602–-0.05%–
WEAT ExitTEUCRIUM$0–-17,000–-0.06%–
CMHF ExitCOMMUNITY HERITAGE$0–-8,900–-0.07%–
BTI ExitBRITISH AMERICAN$0–-8,410–-0.14%–
COFS ExitCHOICEONE FINL$0–-43,374–-0.34%–
FHN ExitFIRST HORIZON$0–-53,000–-0.45%–
ExitRADIUS HEALTHdeb$0–-1,990,000–-0.75%–
ExitATLAS AIR WWdeb$0–-2,070,000–-0.94%–
MPHX ExitMPB BHC$0–-206,890–-1.30%–
D ExitDOMINION ENGY$0–-59,135–-1.82%–
CWGRP ExitCOWEN GROUPpfd$0–-4,470–-1.93%–
ExitAPOLLO COMLdeb$0–-5,190,000–-1.99%–
Q2 2022
 Value Shares↓ Weighting
MET NewMETLIFE$10,342,000–164,714–3.99%–
MRK NewMERCK$8,745,000–95,916–3.37%–
EXSR NewEXCHANGE BANK$8,707,000–71,958–3.36%–
HCDIP NewHARBOR CUSTOMpfd$8,500,000–586,400–3.28%–
PFE NewPFIZER$7,799,000–148,757–3.01%–
TSBK NewTIMBERLAND BANK$7,099,000–283,950–2.74%–
SBFG NewSB FINANCIAL$6,868,000–397,943–2.65%–
LFGP NewLEDYARD FINANCIAL$6,752,000–331,816–2.60%–
TSN NewTYSON FOODS$6,582,000–76,481–2.54%–
BG NewBUNGE LIMITED$6,315,000–69,628–2.44%–
AEM NewAGNICO EAGLE$6,117,000–133,669–2.36%–
IFF NewINTL FLAVORS$6,104,000–51,238–2.36%–
PKBK NewPARKE BANCORP$6,006,000–286,544–2.32%–
WY NewWEYERHAEUSER$5,473,000–165,247–2.11%–
NewAPOLLO COMLdeb$5,164,000–5,190,000–1.99%–
CWGRP NewCOWEN GROUPpfd$5,000,000–4,470–1.93%–
D NewDOMINION ENGY$4,720,000–59,135–1.82%–
CWBC NewCOMMUNITY WEST$4,563,000–318,897–1.76%–
CPKF NewCHESAPEAKE FINL$4,420,000–170,000–1.70%–
NYCBPRU NewNY COMM BANCpfd$4,384,000–94,885–1.69%–
FBIZ NewFIRST BUSINESS$4,212,000–135,050–1.62%–
HCI NewHCI GROUP$4,109,000–60,634–1.58%–
T NewAT&T INC$3,984,000–190,056–1.54%–
LXP NewLEXINGTON$3,761,000–350,157–1.45%–
NewSFL CORPdeb$3,664,000–3,710,000–1.41%–
ET NewENERGY TRANSFER$3,601,000–360,866–1.39%–
ENR NewENERGIZER$3,566,000–125,794–1.38%–
NewMEDICAL PRTY$3,516,000–230,228–1.36%–
BRBS NewBLUE RIDGE BANK$3,468,000–226,400–1.34%–
FMBM NewF&M BANCORP$3,468,000–134,014–1.34%–
FENY NewFIDELITY COV$3,435,000–177,046–1.32%–
VZ NewVERIZON$3,417,000–67,334–1.32%–
MPHX NewMPB BHC$3,362,000–206,890–1.30%–
FXNC NewFIRST NATIONAL$3,294,000–180,500–1.27%–
FNWD NewFINWARD$3,262,000–87,000–1.26%–
VTRS NewVIATRIS INC$3,225,000–308,066–1.24%–
BMBN NewBENCHMARK BANK$3,195,000–138,000–1.23%–
FBAK NewFIRST NATL AK$3,031,000–12,500–1.17%–
PTBS NewPOTOMAC BANCSH$2,794,000–166,100–1.08%–
BORT NewBANK BOTETOURT$2,709,000–98,300–1.04%–
CSBB NewCSB BANCORP$2,546,000–67,000–0.98%–
NewATLAS AIR WWdeb$2,427,000–2,070,000–0.94%–
CATC NewCAMBRIDGE BANC$2,373,000–28,700–0.92%–
ORRF NewORRSTOWN FINL$2,369,000–98,000–0.91%–
SOBS NewSOLVAY BANK$2,367,000–63,871–0.91%–
HBI NewHANESBRANDS$2,316,000–225,045–0.89%–
NewSHELL PLC$2,091,000–39,983–0.81%–
FNCB NewFIRST NATIONAL$2,089,000–261,089–0.81%–
RPTPRD NewRPT REALTYpfd$2,084,000–43,645–0.80%–
VICI NewVICI PRPTY$1,994,000–66,925–0.77%–
NewRADIUS HEALTHdeb$1,944,000–1,990,000–0.75%–
ABCB NewAMERIS BANCORP$1,883,000–46,863–0.73%–
MFGI NewMERCHANTS FINAN$1,785,000–70,000–0.69%–
AIG NewAMERICAN INTL$1,636,000–32,000–0.63%–
NewFIRST SOUTHERN$1,614,000–179,492–0.62%–
MNSB NewMAIN STREET BANC$1,540,000–67,651–0.59%–
FCCO NewFIRST COMMUNITY$1,493,000–77,896–0.58%–
LBAI NewLAKELAND BANCORP$1,418,000–97,000–0.55%–
EBMT NewEAGLE BANCORP$1,354,000–68,001–0.52%–
NewBLACKSTONE GRPdeb$1,214,000–1,225,000–0.47%–
GMRE NewGLOBAL MEDICAL$1,210,000–107,718–0.47%–
FHN NewFIRST HORIZON$1,159,000–53,000–0.45%–
EPRPRC NewEPR PROPERTIESpfd$1,153,000–52,263–0.44%–
NewPRA GROUPdeb$1,106,000–1,100,000–0.43%–
FRAF NewFRANKLIN FINL$1,020,000–33,818–0.39%–
FISI NewFINANCIAL INST$911,000–35,000–0.35%–
VGM NewINVESCO TR INVT$907,000–86,117–0.35%–
COFS NewCHOICEONE FINL$874,000–43,374–0.34%–
FLIC NewFIRST LONG ISLAND$792,000–45,193–0.31%–
NewMCHENRY BANCORP$784,000–28,000–0.30%–
NewPACWEST BANCpfd$623,000–24,350–0.24%–
CZBT NewCITIZENS BANC$612,000–22,000–0.24%–
AJXA NewGREAT AJAXpfd$557,000–22,697–0.22%–
RCA NewREADY CAPITALpfd$530,000–21,140–0.20%–
NewBEYOND MEATdeb$472,000–1,250,000–0.18%–
HWC NewHANCOCK WHITNEY$448,000–10,111–0.17%–
MOAT NewVANECK VECTORS$445,000–6,982–0.17%–
MTB NewM&T BANK$438,000–2,748–0.17%–
SSB NewSOUTH STATE$418,000–5,415–0.16%–
TTE NewTOTAL ENERGIES$395,000–7,500–0.15%–
NewWARNER BROS$387,000–28,848–0.15%–
BRKB NewBERKSHIRE HATH$363,000–1,330–0.14%–
NewDIGITALBRIDGEdeb$359,000–365,000–0.14%–
BTI NewBRITISH AMERICAN$360,000–8,410–0.14%–
SPY NewSPDR S&P 500$354,000–938–0.14%–
GDX NewVANECK VECTORS$348,000–12,694–0.13%–
IUSV NewISHARES CORE$341,000–5,100–0.13%–
SBCF NewSEACOAST BANK$334,000–10,123–0.13%–
NewSTARWOOD PRPTYdeb$316,000–320,000–0.12%–
VXX NewBARCLAYS$317,000–13,750–0.12%–
QABA NewFIRST TRUST$307,000–6,184–0.12%–
NewLEGAND PHARMAdeb$287,000–300,000–0.11%–
NewHOPE BANCORPdeb$286,000–294,000–0.11%–
KEY NewKEYCORP$263,000–15,290–0.10%–
NewEZCORPdeb$253,000–245,000–0.10%–
NewSPOTIFYdeb$241,000–305,000–0.09%–
NewCHEGG INCdeb$220,000–260,000–0.08%–
NewWESTERN DIGITALdeb$209,000–22,000–0.08%–
NewKKR REAL ESTATEdeb$197,000–195,000–0.08%–
VOO NewVANGUARD INDEX$193,000–558–0.07%–
CMHF NewCOMMUNITY HERITAGE$189,000–8,900–0.07%–
NewGUIDEWIREdeb$156,000–170,000–0.06%–
WEAT NewTEUCRIUM$154,000–17,000–0.06%–
NewNEW MOUNTAIN$139,000–140,000–0.05%–
BUD NewANHEUSIER BUSH$140,000–2,602–0.05%–
MSFT NewMICROSOFT$129,000–502–0.05%–
NewSUPERNUS PHARMAdeb$114,000–117,000–0.04%–
GOAT NewVANECK VECTORS$104,000–3,225–0.04%–
Q4 2021
 Value Shares↓ Weighting
ExitEUROPAC$0–-10,281–-0.04%–
BUD ExitANHEUSIER BUSH$0–-2,066–-0.04%–
BRKB ExitBERKSHIRE HATH$0–-430–-0.04%–
ExitMACQUARIEdeb$0–-120,000–-0.04%–
CWB ExitSPDR SER TR$0–-1,379–-0.04%–
GSK ExitGLAXOSMITHKLINE$0–-3,151–-0.04%–
ExitNEWELL RUBBERMAIDdeb$0–-110,000–-0.05%–
GOAT ExitVANECK VECTORS$0–-3,225–-0.05%–
ExitSTARWOOD PRPTYdeb$0–-120,000–-0.05%–
ExitLEGAND PHARMAdeb$0–-135,000–-0.05%–
AMD ExitADVANCED MICROdeb$0–-130,000–-0.05%–
ExitCOLLORTIVE$0–-5,088–-0.06%–
ExitMANDIANTdeb$0–-160,000–-0.06%–
ExitDIGITALBRIDGEdeb$0–-160–-0.06%–
JPM ExitJPMORGAN$0–-1,000–-0.06%–
MSFT ExitMICROSOFT$0–-600–-0.06%–
MOAT ExitVANECK VECTORS$0–-2,495–-0.07%–
GDX ExitVANECK VECTORS$0–-6,610–-0.07%–
ExitBARON SELECT$0–-11,697–-0.08%–
QABA ExitFIRST TRUST$0–-3,910–-0.08%–
ExitDERMIRAdeb$0–-220–-0.08%–
MIG ExitVANECK VECTORS$0–-9,100–-0.09%–
MBBB ExitVANECK VECTORS$0–-9,600–-0.09%–
GLP ExitGLOBAL PARTNERS$0–-11,600–-0.09%–
BTI ExitBRITISH AMERICAN$0–-7,134–-0.10%–
ExitBARON INVT$0–-5,919–-0.10%–
VXX ExitBARCLAYS$0–-10,750–-0.11%–
SSB ExitSOUTH STATE$0–-5,355–-0.13%–
SBCF ExitSEACOAST BANK$0–-10,000–-0.13%–
KEY ExitKEYCORP$0–-16,490–-0.14%–
SPY ExitSPDR S&P 500$0–-859–-0.14%–
PBCT ExitPEOPLES UNITED$0–-22,743–-0.15%–
HWC ExitHANCOCK WHITNEY$0–-10,000–-0.18%–
CZBT ExitCITIZENS BANC$0–-19,600–-0.20%–
ExitBLACKSTONE MTGdeb$0–-694,000–-0.26%–
ExitMCHENRY BANCORP$0–-7,000,000–-0.34%–
FISI ExitFINANCIAL INST$0–-32,500–-0.38%–
FLIC ExitFIRST LONG ISLAND$0–-50,254–-0.39%–
FRAF ExitFRANKLIN FINL$0–-33,742–-0.40%–
COFS ExitCHOICEONE FINL$0–-45,000–-0.42%–
VGM ExitINVESCO TR INVT$0–-85,407–-0.44%–
EPRPRC ExitEPR PROPERTIESpfd$0–-45,448–-0.45%–
ExitBLACKSTONE GRPdeb$0–-1,170,000–-0.45%–
MNSB ExitMAIN STREET BANC$0–-50,000–-0.45%–
ExitPRA GROUPdeb$0–-1,100,000–-0.46%–
ExitF&M BANCORPpfd$0–-40,000–-0.48%–
EQC ExitEQUITY CMNWLTH$0–-58,940–-0.58%–
FCCO ExitFIRST COMMUNITY$0–-78,000–-0.58%–
VTRS ExitVIATRIS INC$0–-118,522–-0.61%–
LBAI ExitLAKELAND BANCORP$0–-93,000–-0.62%–
MFGI ExitMERCHANTS FINAN$0–-22,500–-0.62%–
ExitFIRST SOUTHERN$0–-179,492–-0.62%–
AIG ExitAMERICAN INTL$0–-32,000–-0.66%–
GABC ExitGERMAN AMERICAN$0–-46,000–-0.67%–
ExitRADIUS HEALTHdeb$0–-1,990,000–-0.68%–
FHN ExitFIRST HORIZON$0–-111,000–-0.68%–
D ExitDOMINION ENGY$0–-25,476–-0.70%–
ExitARES CAPITALdeb$0–-1,745,000–-0.73%–
ExitGOLDMAN SACHSdeb$0–-1,955,000–-0.75%–
ENBL ExitENABLE MIDSTREAM$0–-247,100–-0.76%–
FNCB ExitFIRST NATIONAL$0–-244,970–-0.76%–
CATC ExitCAMBRIDGE BANC$0–-24,500–-0.81%–
ORRF ExitORRSTOWN FINL$0–-98,000–-0.87%–
ABCB ExitAMERIS BANCORP$0–-44,475–-0.87%–
SOBS ExitSOLVAY BANK$0–-60,846–-0.87%–
PTBS ExitPOTOMAC BANCSH$0–-134,501–-0.87%–
BGEPF ExitBUNGE LIMITEDpfd$0–-19,905–-0.90%–
CCI ExitCROWN CASTLE$0–-14,300–-0.94%–
VZ ExitVERIZON$0–-45,964–-0.94%–
CSBB ExitCSB BANCORP$0–-65,000–-0.96%–
RPTPRD ExitRPT REALTYpfd$0–-43,645–-0.98%–
FMBM ExitF&M BANCORP$0–-91,613–-0.99%–
BORT ExitBANK BOTETOURT$0–-87,500–-1.00%–
DCUE ExitDOMINION ENGYpfd$0–-27,750–-1.02%–
CWGRP ExitCOWEN GROUPpfd$0–-2,000–-1.03%–
ExitSFL CORPdeb$0–-2,865,000–-1.09%–
FBAK ExitFIRST NATL AK$0–-13,000–-1.13%–
BMBN ExitBENCHMARK BANK$0–-131,000–-1.14%–
MPHX ExitMPB BHC$0–-202,712–-1.26%–
BRBS ExitBLUE RIDGE BANK$0–-190,500–-1.26%–
SJI ExitSOUTH JERSEY$0–-161,880–-1.30%–
FNWD ExitFINWARD$0–-87,000–-1.35%–
FBIZ ExitFIRST BUSINESS$0–-127,000–-1.38%–
T ExitAT&T INC$0–-139,783–-1.43%–
ACI ExitALBERTSONS$0–-124,200–-1.46%–
ExitATLAS AIR WWdeb$0–-2,690,000–-1.47%–
CWBC ExitCOMMUNITY WEST$0–-313,038–-1.54%–
FXNC ExitFIRST NATIONAL$0–-178,000–-1.55%–
ExitMEDICAL PRTY$0–-207,075–-1.57%–
BG ExitBUNGE LIMITED$0–-51,100–-1.57%–
NYCBPRU ExitNY COMM BANCpfd$0–-83,411–-1.68%–
AEM ExitAGNICO EAGLE$0–-96,155–-1.88%–
ExitAPOLLO COMLdeb$0–-5,040,000–-1.91%–
CPKF ExitCHESAPEAKE FINL$0–-170,000–-1.93%–
ENRPRA ExitENERGIZERpfd$0–-61,805–-1.98%–
PKBK ExitPARKE BANCORP$0–-270,423–-2.24%–
TYFDL ExitTYSON FOODS$0–-76,439–-2.28%–
ExitFORTIVE CORP$0–-90,614–-2.42%–
PFE ExitPFIZER$0–-153,375–-2.49%–
IFF ExitINTL FLAVORS$0–-50,594–-2.56%–
LXP ExitLEXINGTON RTLY$0–-530,675–-2.56%–
SBFG ExitSB FINANCIAL$0–-373,334–-2.56%–
MRK ExitMERCK$0–-91,650–-2.60%–
WY ExitWEYERHAEUSER$0–-202,491–-2.72%–
ExitHCI GROUPdeb$0–-4,282,000–-2.95%–
TSBK ExitTIMBERLAND BANK$0–-277,106–-3.02%–
CNPPRB ExitCENTERPOINT ENGYpfd$0–-338,406–-3.14%–
MET ExitMETLIFE$0–-163,459–-3.81%–
EXSR ExitEXCHANGE BANK$0–-68,474–-3.94%–
Q3 2021
 Value Shares↓ Weighting
EXSR BuyEXCHANGE BANK$10,442,000
-1.3%
68,474
+2.2%
3.94%
-2.8%
MET SellMETLIFE$10,090,000
+2.4%
163,459
-0.7%
3.81%
+0.9%
CNPPRB BuyCENTERPOINT ENGYpfd$8,325,000
-2.1%
338,406
+80.3%
3.14%
-3.6%
TSBK BuyTIMBERLAND BANK$8,008,000
+3.5%
277,106
+0.7%
3.02%
+2.0%
SellHCI GROUPdeb$7,809,000
+12.0%
4,282,000
-0.9%
2.95%
+10.3%
WY BuyWEYERHAEUSER$7,203,000
+5.8%
202,491
+2.3%
2.72%
+4.2%
MRK BuyMERCK$6,884,000
+0.0%
91,650
+3.6%
2.60%
-1.4%
SBFG BuySB FINANCIAL$6,788,000
+3.0%
373,334
+4.8%
2.56%
+1.4%
IFF NewINTL FLAVORS$6,765,000–50,594–2.56%–
LXP BuyLEXINGTON RTLY$6,766,000
+7.3%
530,675
+0.6%
2.56%
+5.7%
PFE BuyPFIZER$6,597,000
+11.1%
153,375
+1.2%
2.49%
+9.4%
NewFORTIVE CORP$6,395,000–90,614–2.42%–
TYFDL BuyTYSON FOODS$6,034,000
+7.2%
76,439
+0.2%
2.28%
+5.6%
PKBK BuyPARKE BANCORP$5,922,000
+13.6%
270,423
+1.4%
2.24%
+11.9%
ENRPRA BuyENERGIZERpfd$5,231,000
+42.9%
61,805
+54.5%
1.98%
+40.7%
SellAPOLLO COMLdeb$5,062,000
-0.9%
5,040,000
-1.0%
1.91%
-2.4%
AEM BuyAGNICO EAGLE$4,986,000
-7.3%
96,155
+8.1%
1.88%
-8.6%
NYCBPRU SellNY COMM BANCpfd$4,446,000
-24.7%
83,411
-26.6%
1.68%
-25.8%
BG BuyBUNGE LIMITED$4,155,000
+7.0%
51,100
+2.8%
1.57%
+5.4%
BuyMEDICAL PRTY$4,156,000
+9.6%
207,075
+9.7%
1.57%
+7.9%
FXNC BuyFIRST NATIONAL$4,094,000
+81.9%
178,000
+58.8%
1.55%
+79.1%
CWBC BuyCOMMUNITY WEST$4,083,000
-2.0%
313,038
+0.6%
1.54%
-3.5%
SellATLAS AIR WWdeb$3,902,000
+10.4%
2,690,000
-2.9%
1.47%
+8.7%
ACI SellALBERTSONS$3,866,000
+36.1%
124,200
-14.0%
1.46%
+34.1%
T BuyAT&T INC$3,776,000
+0.7%
139,783
+7.2%
1.43%
-0.8%
FBIZ BuyFIRST BUSINESS$3,646,000
+25.9%
127,000
+18.7%
1.38%
+24.1%
FNWD BuyFINWARD$3,571,000
-4.7%
87,000
+3.3%
1.35%
-6.2%
SJI SellSOUTH JERSEY$3,442,000
-21.3%
161,880
-4.0%
1.30%
-22.4%
BRBS BuyBLUE RIDGE BANK$3,351,000
+5.4%
190,500
+5.0%
1.26%
+3.8%
MPHX BuyMPB BHC$3,344,000
-1.4%
202,712
+3.1%
1.26%
-2.9%
BMBN BuyBENCHMARK BANK$3,020,000
+15.6%
131,000
+1.6%
1.14%
+13.9%
FBAK BuyFIRST NATL AK$2,990,000
+6.3%
13,000
+4.0%
1.13%
+4.6%
DCUE SellDOMINION ENGYpfd$2,695,000
-4.5%
27,750
-4.5%
1.02%
-5.9%
FMBM SellF&M BANCORP$2,611,000
-1.1%
91,613
-0.3%
0.99%
-2.6%
RPTPRD SellRPT REALTYpfd$2,602,000
-0.6%
43,645
-5.0%
0.98%
-2.1%
CSBB BuyCSB BANCORP$2,551,000
+11.0%
65,000
+7.4%
0.96%
+9.3%
VZ BuyVERIZON$2,483,000
+42.5%
45,964
+47.8%
0.94%
+40.4%
BGEPF SellBUNGE LIMITEDpfd$2,388,000
-17.2%
19,905
-19.8%
0.90%
-18.4%
PTBS BuyPOTOMAC BANCSH$2,313,000
+86.2%
134,501
+64.1%
0.87%
+83.4%
ABCB SellAMERIS BANCORP$2,307,000
-5.3%
44,475
-7.6%
0.87%
-6.7%
ORRF BuyORRSTOWN FINL$2,293,000
+35.4%
98,000
+33.4%
0.87%
+33.4%
CATC BuyCAMBRIDGE BANC$2,156,000
+7.1%
24,500
+1.0%
0.81%
+5.4%
FNCB BuyFIRST NATIONAL$2,016,000
+13.6%
244,970
+0.4%
0.76%
+11.9%
ENBL BuyENABLE MIDSTREAM$2,006,000
+2.0%
247,100
+12.8%
0.76%
+0.5%
FHN BuyFIRST HORIZON$1,808,000
+120.2%
111,000
+133.7%
0.68%
+116.8%
AIG BuyAMERICAN INTL$1,756,000
+19.0%
32,000
+3.2%
0.66%
+17.1%
MFGI BuyMERCHANTS FINAN$1,643,000
+5.8%
22,500
+4.7%
0.62%
+4.2%
LBAI BuyLAKELAND BANCORP$1,640,000
+18.0%
93,000
+17.0%
0.62%
+16.1%
VTRS BuyVIATRIS INC$1,606,000
+27.2%
118,522
+34.1%
0.61%
+25.2%
EQC SellEQUITY CMNWLTH$1,531,000
-2.4%
58,940
-1.5%
0.58%
-3.8%
MNSB BuyMAIN STREET BANC$1,200,000
+9.6%
50,000
+3.1%
0.45%
+7.9%
SellBLACKSTONE GRPdeb$1,190,000
-1.0%
1,170,000
-0.8%
0.45%
-2.6%
VGM BuyINVESCO TR INVT$1,169,000
-1.4%
85,407
+1.1%
0.44%
-2.9%
COFS BuyCHOICEONE FINL$1,114,000
+8.3%
45,000
+5.9%
0.42%
+6.6%
FRAF SellFRANKLIN FINL$1,072,000
-11.0%
33,742
-10.6%
0.40%
-12.3%
FLIC SellFIRST LONG ISLAND$1,035,000
-14.1%
50,254
-11.5%
0.39%
-15.4%
FISI BuyFINANCIAL INST$996,000
+32.8%
32,500
+30.0%
0.38%
+30.6%
CZBT BuyCITIZENS BANC$536,000
+11.2%
19,600
+8.9%
0.20%
+9.2%
SPY BuySPDR S&P 500$369,000
+40.3%
859
+39.7%
0.14%
+37.6%
KEY SellKEYCORP$357,000
+2.0%
16,490
-2.8%
0.14%
+0.7%
VXX BuyBARCLAYS$299,000
-3.2%
10,750
+2.4%
0.11%
-4.2%
NewBARON INVT$255,000–5,919–0.10%–
BTI BuyBRITISH AMERICAN$252,000
+7.2%
7,134
+19.4%
0.10%
+5.6%
MBBB BuyVANECK VECTORS$241,000
+4.8%
9,600
+5.5%
0.09%
+3.4%
MIG BuyVANECK VECTORS$227,000
+5.1%
9,100
+5.8%
0.09%
+3.6%
NewDERMIRAdeb$222,000–220–0.08%–
QABA NewFIRST TRUST$220,000–3,910–0.08%–
NewBARON SELECT$218,000–11,697–0.08%–
GDX BuyVANECK VECTORS$195,000
+56.0%
6,610
+79.4%
0.07%
+54.2%
MOAT BuyVANECK VECTORS$183,0000.0%2,495
+0.8%
0.07%
-1.4%
SellDIGITALBRIDGEdeb$163,000
-1.2%
160
-99.9%
0.06%
-1.6%
NewCOLLORTIVE$146,000–5,088–0.06%–
NewLEGAND PHARMAdeb$135,000–135,000–0.05%–
GOAT NewVANECK VECTORS$124,000–3,225–0.05%–
NewNEWELL RUBBERMAIDdeb$121,000–110,000–0.05%–
CWB NewSPDR SER TR$118,000–1,379–0.04%–
GSK BuyGLAXOSMITHKLINE$120,000
-3.2%
3,151
+1.3%
0.04%
-6.2%
BUD BuyANHEUSIER BUSH$116,000
-15.3%
2,066
+8.5%
0.04%
-17.0%
NewEUROPAC$104,000–10,281–0.04%–
ExitLEGAND PHARMAdeb$0–-135,000–-0.05%–
OGN ExitORGANON$0–-7,189–-0.08%–
LXPPRC ExitLEXINGTON CORPpfd$0–-8,000–-0.18%–
FTVPRA ExitFORTIVE CORPpfd$0–-6,278–-2.37%–
IFFT ExitINTL FLAVORS$0–-152,122–-2.95%–
LFGP ExitLEDYARD FINL$0–-301,096–-3.08%–
Q2 2021
 Value Shares↓ Weighting
EXSR NewEXCHANGE BANK$10,579,000–66,974–4.06%–
MET NewMETLIFE$9,852,000–164,611–3.78%–
CNPPRB NewCENTERPOINT ENGYpfd$8,505,000–187,665–3.26%–
LFGP NewLEDYARD FINL$8,024,000–301,096–3.08%–
TSBK NewTIMBERLAND BANK$7,736,000–275,108–2.97%–
IFFT NewINTL FLAVORS$7,699,000–152,122–2.95%–
NewHCI GROUPdeb$6,975,000–4,322,000–2.67%–
MRK NewMERCK$6,881,000–88,475–2.64%–
WY NewWEYERHAEUSER$6,811,000–197,866–2.61%–
SBFG NewSB FINANCIAL$6,591,000–356,284–2.53%–
LXP NewLEXINGTON RTLY$6,306,000–527,675–2.42%–
FTVPRA NewFORTIVE CORPpfd$6,171,000–6,278–2.37%–
PFE NewPFIZER$5,936,000–151,575–2.28%–
NYCBPRU NewNY COMM BANCpfd$5,902,000–113,587–2.26%–
TYFDL NewTYSON FOODS$5,629,000–76,317–2.16%–
AEM NewAGNICO EAGLE$5,376,000–88,930–2.06%–
PKBK NewPARKE BANCORP$5,215,000–266,621–2.00%–
NewAPOLLO COMLdeb$5,109,000–5,090,000–1.96%–
CPKF NewCHESAPEAKE FINL$4,571,000–170,000–1.75%–
SJI NewSOUTH JERSEY$4,372,000–168,619–1.68%–
CWBC NewCOMMUNITY WEST$4,168,000–311,038–1.60%–
BG NewBUNGE LIMITED$3,884,000–49,700–1.49%–
NewMEDICAL PRTY$3,793,000–188,725–1.45%–
T NewAT&T INC$3,751,000–130,338–1.44%–
FNWD NewFINWARD$3,748,000–84,200–1.44%–
ENRPRA NewENERGIZERpfd$3,661,000–40,010–1.40%–
NewATLAS AIR WWdeb$3,533,000–2,770,000–1.36%–
MPHX NewMPB BHC$3,393,000–196,712–1.30%–
BRBS NewBLUE RIDGE BANK$3,180,000–181,500–1.22%–
CWGRP NewCOWEN GROUPpfd$3,149,000–2,000–1.21%–
BORT NewBANK BOTETOURT$2,931,000–87,500–1.12%–
FBIZ NewFIRST BUSINESS$2,896,000–107,000–1.11%–
BGEPF NewBUNGE LIMITEDpfd$2,883,000–24,805–1.10%–
ACI NewALBERTSONS$2,841,000–144,500–1.09%–
DCUE NewDOMINION ENGYpfd$2,822,000–29,050–1.08%–
FBAK NewFIRST NATL AK$2,813,000–12,500–1.08%–
CCI NewCROWN CASTLE$2,790,000–14,300–1.07%–
NewSFL CORPdeb$2,736,000–2,865,000–1.05%–
FMBM NewF&M BANCORP$2,640,000–91,843–1.01%–
RPTPRD NewRPT REALTYpfd$2,619,000–45,945–1.00%–
BMBN NewBENCHMARK BANK$2,612,000–129,000–1.00%–
SOBS NewSOLVAY BANK$2,556,000–60,846–0.98%–
ABCB NewAMERIS BANCORP$2,437,000–48,127–0.93%–
CSBB NewCSB BANCORP$2,299,000–60,500–0.88%–
FXNC NewFIRST NATIONAL$2,251,000–112,100–0.86%–
CATC NewCAMBRIDGE BANC$2,013,000–24,256–0.77%–
NewGOLDMAN SACHSdeb$2,002,000–1,955,000–0.77%–
ENBL NewENABLE MIDSTREAM$1,966,000–219,100–0.75%–
NewARES CAPITALdeb$1,899,000–1,745,000–0.73%–
D NewDOMINION ENGY$1,874,000–25,476–0.72%–
NewRADIUS HEALTHdeb$1,837,000–1,990,000–0.70%–
FNCB NewFIRST NATIONAL$1,774,000–244,021–0.68%–
VZ NewVERIZON$1,743,000–31,103–0.67%–
GABC NewGERMAN AMERICAN$1,711,000–46,000–0.66%–
ORRF NewORRSTOWN FINL$1,694,000–73,438–0.65%–
NewFIRST SOUTHERN$1,615,000–179,492–0.62%–
FCCO NewFIRST COMMUNITY$1,576,000–78,000–0.60%–
EQC NewEQUITY CMNWLTH$1,568,000–59,840–0.60%–
MFGI NewMERCHANTS FINAN$1,553,000–21,500–0.60%–
AIG NewAMERICAN INTL$1,476,000–31,000–0.57%–
LBAI NewLAKELAND BANCORP$1,390,000–79,500–0.53%–
NewF&M BANCORPpfd$1,290,000–40,000–0.50%–
VTRS NewVIATRIS INC$1,263,000–88,395–0.48%–
PTBS NewPOTOMAC BANCSH$1,242,000–81,979–0.48%–
FRAF NewFRANKLIN FINL$1,205,000–37,742–0.46%–
FLIC NewFIRST LONG ISLAND$1,205,000–56,754–0.46%–
NewBLACKSTONE GRPdeb$1,202,000–1,180,000–0.46%–
VGM NewINVESCO TR INVT$1,185,000–84,503–0.45%–
EPRPRC NewEPR PROPERTIESpfd$1,183,000–45,448–0.45%–
NewPRA GROUPdeb$1,181,000–1,100,000–0.45%–
MNSB NewMAIN STREET BANC$1,095,000–48,500–0.42%–
COFS NewCHOICEONE FINL$1,029,000–42,500–0.40%–
FHN NewFIRST HORIZON$821,000–47,500–0.32%–
FISI NewFINANCIAL INST$750,000–25,000–0.29%–
NewBLACKSTONE MTGdeb$704,000–694,000–0.27%–
NewMCHENRY BANCORP$595,000–7,000,000–0.23%–
LXPPRC NewLEXINGTON CORPpfd$482,000–8,000–0.18%–
CZBT NewCITIZENS BANC$482,000–18,000–0.18%–
HWC NewHANCOCK WHITNEY$444,000–10,000–0.17%–
SSB NewSOUTH STATE$438,000–5,355–0.17%–
PBCT NewPEOPLES UNITED$390,000–22,743–0.15%–
KEY NewKEYCORP$350,000–16,970–0.13%–
SBCF NewSEACOAST BANK$342,000–10,000–0.13%–
VXX NewBARCLAYS$309,000–10,500–0.12%–
GLP NewGLOBAL PARTNERS$301,000–11,600–0.12%–
SPY NewSPDR S&P 500$263,000–615–0.10%–
BTI NewBRITISH AMERICAN$235,000–5,974–0.09%–
MBBB NewVANECK VECTORS$230,000–9,100–0.09%–
OGN NewORGANON$218,000–7,189–0.08%–
MIG NewVANECK VECTORS$216,000–8,600–0.08%–
MOAT NewVANECK VECTORS$183,000–2,475–0.07%–
NewCOLONY CAPITALdeb$165,000–160,000–0.06%–
MSFT NewMICROSOFT$163,000–600–0.06%–
NewFIREEYEdeb$159,000–160,000–0.06%–
JPM NewJPMORGAN$155,000–1,000–0.06%–
AMD NewADVANCED MICROdeb$139,000–130,000–0.05%–
BUD NewANHEUSIER BUSH$137,000–1,905–0.05%–
NewLEGAND PHARMAdeb$133,000–135,000–0.05%–
NewSTARWOOD PRPTYdeb$129,000–120,000–0.05%–
GDX NewVANECK VECTORS$125,000–3,685–0.05%–
GSK NewGLAXOSMITHKLINE$124,000–3,111–0.05%–
BRKB NewBERKSHIRE HATH$119,000–430–0.05%–
NewMACQUARIEdeb$119,000–120,000–0.05%–
Q4 2020
 Value Shares↓ Weighting
DNIF ExitDIVIDEND INCOME$0–-11,000–-0.05%–
VOX ExitVANGUARD$0–-1,075–-0.06%–
ExitAMERICAN RLTYdeb$0–-150,000–-0.08%–
GLP ExitGLOBAL PARTNERS$0–-11,600–-0.08%–
ExitCOLONY CAPITALdeb$0–-180,000–-0.10%–
SBCF ExitSEACOAST BANK$0–-10,000–-0.10%–
PPBN ExitPINNACLE BANK$0–-10,056–-0.11%–
PEO ExitADAMS NATL RES$0–-20,206–-0.11%–
PBCT ExitPEOPLES UNITED$0–-21,000–-0.12%–
HWC ExitHANCOCK WHITNEY$0–-12,500–-0.13%–
ENBL ExitENABLE MIDSTRM$0–-60,900–-0.14%–
FISI ExitFINANCIAL INST$0–-18,000–-0.15%–
SSB ExitSOUTH STATE$0–-5,775–-0.15%–
FETM ExitFENTURA FINL$0–-17,700–-0.16%–
CZBT ExitCITIZENS BANC$0–-18,000–-0.23%–
FLIC ExitFIRST LONG ISLAND$0–-29,675–-0.24%–
PMHG ExitPRIME MERIDIAN$0–-31,516–-0.24%–
MNSB ExitMAIN STREET BANC$0–-37,247–-0.25%–
LXPPRC ExitLEXINGTON CORPpfd$0–-8,000–-0.26%–
EQC ExitEQUITY COMWLTH$0–-19,250–-0.28%–
ExitPOTOMAC BANCSH$0–-53,300–-0.28%–
FHN ExitFIRST HORIZON$0–-55,000–-0.28%–
ExitMCHENRY BANCORP$0–-7,000,000–-0.29%–
FBAK ExitFIRST NATL AK$0–-2,800–-0.30%–
AIG ExitAMERICAN INTL$0–-22,000–-0.33%–
LBAI ExitLAKELAND BANC$0–-66,000–-0.36%–
FXNC ExitFIRST NATIONAL$0–-49,535–-0.38%–
ExitFIRST SOUTHERN$0–-121,875–-0.40%–
ExitBLACKSTONE GRPdeb$0–-764,000–-0.41%–
COFS ExitCHOICEONE FINL$0–-30,000–-0.43%–
ORRF ExitORRSTOWN FINL$0–-62,343–-0.44%–
FCCO ExitFIRST COMMUNITY$0–-61,000–-0.45%–
FBIZ ExitFIRST BUSINESS$0–-59,000–-0.46%–
FRAF ExitFRANKLIN FINL$0–-40,687–-0.47%–
ExitF&M BANCORPpfd$0–-40,000–-0.49%–
MFGI ExitMERCHANTS FINAN$0–-18,000–-0.53%–
VGM ExitINVESCO TR INVT$0–-81,538–-0.55%–
CSBB ExitCSB BANCORP$0–-36,226–-0.58%–
CATC ExitCAMBRIDGE BANC$0–-21,000–-0.61%–
GABC ExitGERMAN AMRICAN$0–-44,500–-0.66%–
ABCB ExitAMERIS BANCORP$0–-54,742–-0.68%–
SREPRB ExitSEMPRA ENERGYpfd$0–-13,575–-0.72%–
ExitBLACKSTONE MTGdeb$0–-1,365,000–-0.73%–
ExitMETRO PHOENIX$0–-140,712–-0.75%–
CZWI ExitCITIZENS COMM$0–-205,561–-0.77%–
FNCB ExitFIRST NATIONAL$0–-267,520–-0.78%–
BRBS ExitBLUE RIDGE BANK$0–-117,500–-0.87%–
CWGRP ExitCOWEN GROUPpfd$0–-2,000–-0.89%–
ExitHANON ARMSTRNGdeb$0–-1,059,000–-0.93%–
BMBN ExitBENCHMARK BANK$0–-124,000–-0.94%–
ExitRADIUS HEALTHdeb$0–-2,150,000–-0.96%–
FMBM ExitF&M BANCORP$0–-94,068–-0.96%–
BORT ExitBANK BOTETOURT$0–-82,500–-1.00%–
SOBS ExitSOLVAY BANK$0–-59,670–-1.01%–
D ExitDOMINION ENGY$0–-25,273–-1.09%–
KEY ExitKEYCORP$0–-173,204–-1.13%–
ExitARES CAPITALdeb$0–-2,110,000–-1.19%–
ExitGOLDMAN SACHSdeb$0–-2,175,000–-1.19%–
BG ExitBUNGE LIMITED$0–-48,200–-1.20%–
CWBC ExitCOMMUNITY WEST$0–-277,888–-1.22%–
ExitHCI GROUPdeb$0–-2,268,000–-1.24%–
CCI ExitCROWN CASTLE$0–-14,000–-1.27%–
SJIU ExitSOUTH JERSEYpfd$0–-72,820–-1.32%–
NWIN ExitNW INDIANA BANC$0–-84,000–-1.42%–
EPRPRC ExitEPR PROPERTIESpfd$0–-132,923–-1.43%–
PKBK ExitPARKE BANCORP$0–-239,334–-1.56%–
ExitSHIP FINANCEdeb$0–-3,305,000–-1.56%–
DCUE ExitDOMINION ENGYpfd$0–-29,550–-1.64%–
ExitMEDICAL PRTY$0–-177,500–-1.70%–
CPKF ExitCHESAPEAKE FINL$0–-160,254–-1.77%–
ExitATLAS AIR WWdeb$0–-3,315,000–-2.17%–
MRK ExitMERCK$0–-48,910–-2.21%–
SBFG ExitSB FINANCIAL$0–-304,135–-2.24%–
RPTPRD ExitRPT REALTYpfd$0–-105,867–-2.31%–
IFFT ExitINTL FLAVORS$0–-98,047–-2.37%–
BGEPF ExitBUNGE LIMITEDpfd$0–-45,321–-2.43%–
LXP ExitLEXINGTON RTLY$0–-426,900–-2.43%–
TSBK ExitTIMBERLAND BANK$0–-252,069–-2.47%–
PFE ExitPFIZER$0–-125,800–-2.52%–
TYFDL ExitTYSON FOODS$0–-79,396–-2.57%–
LFGP ExitLEDYARD FINL$0–-296,409–-2.67%–
ExitAPOLLO COMLdeb$0–-5,589,000–-2.84%–
WY ExitWEYERHAEUSER$0–-204,971–-3.18%–
ExitNATIONAL HEALTHdeb$0–-6,018,000–-3.31%–
FTVPRA ExitFORTIVE CORPpfd$0–-6,668–-3.40%–
MET ExitMETLIFE$0–-174,414–-3.53%–
CNPPRB ExitCENTERPOINTpfd$0–-183,860–-3.65%–
NYCBPRU ExitNY COMM BANCpfd$0–-153,299–-3.69%–
EXSR ExitEXCHANGE BANK$0–-65,478–-4.35%–
Q3 2020
 Value Shares↓ Weighting
EXSR BuyEXCHANGE BANK$7,988,000
+12.3%
65,478
+6.8%
4.35%
+14.1%
NYCBPRU SellNY COMM BANCpfd$6,777,000
-7.8%
153,299
-6.8%
3.69%
-6.3%
CNPPRB BuyCENTERPOINTpfd$6,700,000
+6.9%
183,860
+4.4%
3.65%
+8.7%
MET SellMETLIFE$6,483,000
+0.3%
174,414
-1.4%
3.53%
+1.9%
FTVPRA BuyFORTIVE CORPpfd$6,244,000
+9.5%
6,668
+0.7%
3.40%
+11.2%
SellNATIONAL HEALTHdeb$6,082,000
+0.8%
6,018,000
-2.3%
3.31%
+2.4%
WY SellWEYERHAEUSER$5,846,000
+23.8%
204,971
-2.5%
3.18%
+25.8%
SellAPOLLO COMLdeb$5,213,000
+5.7%
5,589,000
-1.6%
2.84%
+7.3%
LFGP BuyLEDYARD FINL$4,894,000
-8.9%
296,409
+0.8%
2.67%
-7.4%
TYFDL SellTYSON FOODS$4,722,000
-1.7%
79,396
-1.3%
2.57%
-0.1%
PFE BuyPFIZER$4,617,000
+17.4%
125,800
+4.6%
2.52%
+19.2%
TSBK BuyTIMBERLAND BANK$4,537,000
+1.0%
252,069
+2.2%
2.47%
+2.7%
LXP SellLEXINGTON RTLY$4,461,000
-3.1%
426,900
-2.2%
2.43%
-1.5%
BGEPF SellBUNGE LIMITEDpfd$4,453,000
-5.9%
45,321
-11.9%
2.43%
-4.4%
IFFT NewINTL FLAVORS$4,343,000–98,047–2.37%–
RPTPRD SellRPT REALTYpfd$4,235,000
+16.8%
105,867
-0.3%
2.31%
+18.7%
SBFG SellSB FINANCIAL$4,103,000
-21.5%
304,135
-3.3%
2.24%
-20.3%
MRK BuyMERCK$4,057,000
+17.6%
48,910
+9.6%
2.21%
+19.4%
SellATLAS AIR WWdeb$3,988,000
+21.8%
3,315,000
-2.6%
2.17%
+23.7%
BuyMEDICAL PRTY$3,129,000
+35.2%
177,500
+44.2%
1.70%
+37.4%
DCUE SellDOMINION ENGYpfd$3,007,000
-0.4%
29,550
-0.8%
1.64%
+1.2%
SellSHIP FINANCEdeb$2,869,000
-6.1%
3,305,000
-0.5%
1.56%
-4.6%
PKBK SellPARKE BANCORP$2,858,000
-15.0%
239,334
-3.6%
1.56%
-13.7%
NWIN BuyNW INDIANA BANC$2,604,000
+17.6%
84,000
+24.4%
1.42%
+19.5%
SJIU BuySOUTH JERSEYpfd$2,430,000
+31.9%
72,820
+63.6%
1.32%
+34.0%
CCI BuyCROWN CASTLE$2,331,000
+3.2%
14,000
+3.7%
1.27%
+4.9%
BuyHCI GROUPdeb$2,280,000
+3.9%
2,268,000
+2.2%
1.24%
+5.5%
CWBC BuyCOMMUNITY WEST$2,231,000
-4.6%
277,888
+0.1%
1.22%
-3.0%
SellGOLDMAN SACHSdeb$2,191,000
-3.8%
2,175,000
-3.8%
1.19%
-2.2%
SellARES CAPITALdeb$2,188,000
+2.3%
2,110,000
-2.1%
1.19%
+3.9%
KEY SellKEYCORP$2,066,000
-6.8%
173,204
-4.8%
1.13%
-5.2%
D SellDOMINION ENGY$1,995,000
-59.1%
25,273
-57.9%
1.09%
-58.4%
SOBS BuySOLVAY BANK$1,856,000
-4.7%
59,670
+1.1%
1.01%
-3.2%
FMBM SellF&M BANCORP$1,764,000
-8.0%
94,068
-6.5%
0.96%
-6.5%
SellRADIUS HEALTHdeb$1,762,000
+10.7%
2,150,000
-1.1%
0.96%
+12.5%
SellHANON ARMSTRNGdeb$1,703,000
-22.6%
1,059,000
-44.4%
0.93%
-21.4%
BRBS BuyBLUE RIDGE BANK$1,592,000
-9.0%
117,500
+2.2%
0.87%
-7.6%
FNCB SellFIRST NATIONAL$1,423,000
-11.0%
267,520
-3.8%
0.78%
-9.6%
CZWI SellCITIZENS COMM$1,416,000
-6.0%
205,561
-6.4%
0.77%
-4.5%
SREPRB SellSEMPRA ENERGYpfd$1,330,000
-1.0%
13,575
-0.7%
0.72%
+0.6%
ABCB SellAMERIS BANCORP$1,247,000
-14.7%
54,742
-11.7%
0.68%
-13.4%
CSBB BuyCSB BANCORP$1,060,000
-5.4%
36,226
+3.5%
0.58%
-3.8%
VGM BuyINVESCO TR INVT$1,013,000
+5.7%
81,538
+2.5%
0.55%
+7.4%
FRAF SellFRANKLIN FINL$870,000
-26.3%
40,687
-10.7%
0.47%
-25.1%
FBIZ BuyFIRST BUSINESS$843,000
-2.4%
59,000
+12.4%
0.46%
-0.9%
ORRF SellORRSTOWN FINL$798,000
-23.0%
62,343
-11.3%
0.44%
-21.8%
SellBLACKSTONE GRPdeb$756,000
-4.4%
764,000
-9.5%
0.41%
-2.8%
NewFIRST SOUTHERN$737,000–121,875–0.40%–
FXNC BuyFIRST NATIONAL$699,000
+4.5%
49,535
+2.8%
0.38%
+6.1%
LBAI BuyLAKELAND BANC$657,000
+2.7%
66,000
+17.9%
0.36%
+4.4%
AIG NewAMERICAN INTL$606,000–22,000–0.33%–
FBAK BuyFIRST NATL AK$557,000
+18.5%
2,800
+12.0%
0.30%
+20.2%
FHN BuyFIRST HORIZON$519,000
+8.6%
55,000
+14.6%
0.28%
+10.5%
EQC NewEQUITY COMWLTH$513,000–19,250–0.28%–
LXPPRC SellLEXINGTON CORPpfd$468,000
-13.3%
8,000
-20.0%
0.26%
-12.1%
FLIC SellFIRST LONG ISLAND$439,000
-47.9%
29,675
-42.5%
0.24%
-47.1%
FETM SellFENTURA FINL$300,000
-35.9%
17,700
-34.4%
0.16%
-35.1%
SSB BuySOUTH STATE$277,000
+1.1%
5,775
+0.3%
0.15%
+2.7%
ENBL BuyENABLE MIDSTRM$252,000
+36.2%
60,900
+53.8%
0.14%
+38.4%
PBCT BuyPEOPLES UNITED$217,000
-4.0%
21,000
+7.7%
0.12%
-2.5%
PEO SellADAMS NATL RES$198,000
-68.3%
20,206
-63.3%
0.11%
-67.8%
SellCOLONY CAPITALdeb$175,000
+2.3%
180,000
-12.2%
0.10%
+3.3%
SellAMERICAN RLTYdeb$150,000
-16.7%
150,000
-16.7%
0.08%
-15.5%
DNIF NewDIVIDEND INCOME$100,000–11,000–0.05%–
PCB ExitPCB BANCORP$0–-19,875–-0.11%–
ExitALLSCRIPTSdeb$0–-440,000–-0.24%–
ExitINTL FLAVORS$0–-73,247–-1.74%–
ExitCARRIAGE SERVICEdeb$0–-3,710,000–-2.09%–
Q2 2020
 Value Shares↓ Weighting
NYCBPRU NewNY COMM BANCpfd$7,352,000–164,540–3.94%–
EXSR NewEXCHANGE BANK$7,110,000–61,293–3.81%–
MET NewMETLIFE$6,463,000–176,964–3.47%–
CNPPRB NewCENTERPOINT ENGYpfd$6,265,000–176,190–3.36%–
NewNATIONAL HEALTHdeb$6,035,000–6,158,000–3.24%–
FTVPRA NewFORTIVE CORPpfd$5,704,000–6,623–3.06%–
LFGP NewLEDYARD FINL$5,373,000–294,106–2.88%–
SBFG NewSB FINANCIAL$5,229,000–314,649–2.80%–
NewAPOLLO COMLdeb$4,934,000–5,679,000–2.65%–
D NewDOMINION ENGY$4,877,000–60,080–2.62%–
TYFDL NewTYSON FOODS$4,802,000–80,428–2.58%–
BGEPF NewBUNGE LIMITEDpfd$4,733,000–51,449–2.54%–
WY NewWEYERHAEUSER$4,722,000–210,246–2.53%–
LXP NewLEXINGTON RTLY$4,603,000–436,315–2.47%–
TSBK NewTIMBERLAND BANK$4,491,000–246,621–2.41%–
PFE NewPFIZER$3,934,000–120,300–2.11%–
NewCARRIAGE SERVICEdeb$3,895,000–3,710,000–2.09%–
RPTPRD NewRPT REALTYpfd$3,627,000–106,180–1.94%–
MRK NewMERCK$3,451,000–44,630–1.85%–
PKBK NewPARKE BANCORP$3,364,000–248,238–1.80%–
NewATLAS AIR WWdeb$3,275,000–3,405,000–1.76%–
NewINTL FLAVORS$3,245,000–73,247–1.74%–
NewSHIP FINANCEdeb$3,055,000–3,320,000–1.64%–
DCUE NewDOMINION ENGYpfd$3,019,000–29,795–1.62%–
CPKF NewCHESAPEAKE FINL$2,933,000–160,254–1.57%–
EPRPRC NewEPR PROPERTIESpfd$2,421,000–132,923–1.30%–
CWBC NewCOMMUNITY WEST$2,339,000–277,483–1.25%–
NewMEDICAL PRTY$2,314,000–123,100–1.24%–
NewGOLDMAN SACHSdeb$2,277,000–2,260,000–1.22%–
CCI NewCROWN CASTLE$2,259,000–13,500–1.21%–
KEY NewKEYCORP$2,216,000–181,904–1.19%–
NWIN NewNW INDIANA BANC$2,214,000–67,500–1.19%–
NewHANON ARMSTRNGdeb$2,201,000–1,904,000–1.18%–
NewHCI GROUPdeb$2,194,000–2,220,000–1.18%–
NewARES CAPITALdeb$2,139,000–2,155,000–1.15%–
BORT NewBANK BOTETOURT$2,001,000–82,500–1.07%–
BG NewBUNGE LIMITED$1,982,000–48,200–1.06%–
SOBS NewSOLVAY BANK$1,947,000–59,003–1.04%–
FMBM NewF&M BANCORP$1,917,000–100,639–1.03%–
BMBN NewBENCHMARK BANK$1,848,000–124,000–0.99%–
SJIU NewSOUTH JERSEYpfd$1,843,000–44,510–0.99%–
BRBS NewBLUE RIDGE BANK$1,749,000–115,000–0.94%–
CWGRP NewCOWEN GROUPpfd$1,611,000–2,000–0.86%–
FNCB NewFIRST NATIONAL$1,598,000–277,992–0.86%–
NewRADIUS HEALTHdeb$1,591,000–2,175,000–0.85%–
CZWI NewCITIZENS COMM$1,507,000–219,632–0.81%–
ABCB NewAMERIS BANCORP$1,462,000–61,982–0.78%–
GABC NewGERMAN AMERICAN$1,384,000–44,500–0.74%–
NewMETRO PHOENIX$1,365,000–140,712–0.73%–
SREPRB NewSEMPRA ENERGYpfd$1,344,000–13,675–0.72%–
NewBLACKSTONE MTGdeb$1,248,000–1,365,000–0.67%–
CATC NewCAMBRIDGE BANC$1,244,000–21,000–0.67%–
FRAF NewFRANKLIN FINL$1,181,000–45,587–0.63%–
CSBB NewCSB BANCORP$1,120,000–35,000–0.60%–
ORRF NewORRSTOWN FINL$1,037,000–70,300–0.56%–
VGM NewINVESCO TR INVT$958,000–79,547–0.51%–
MFGI NewMERCHANTS FINAN$954,000–18,000–0.51%–
FCCO NewFIRST COMMUNITY$924,000–61,000–0.50%–
NewF&M BANCORPpfd$904,000–40,000–0.48%–
COFS NewCHOICEONE FINL$887,000–30,000–0.48%–
FBIZ NewFIRST BUSINESS$864,000–52,500–0.46%–
FLIC NewFIRST LONG ISLAND$843,000–51,575–0.45%–
NewBLACKSTONE GRPdeb$791,000–844,000–0.42%–
FXNC NewFIRST NATIONAL$669,000–48,200–0.36%–
LBAI NewLAKELAND BANCORP$640,000–56,000–0.34%–
PEO NewADAMS NATL RES$625,000–55,000–0.34%–
NewPOTOMAC BANCSH$565,000–53,300–0.30%–
NewMCHENRY BANCORP$560,000–7,000,000–0.30%–
LXPPRC NewLEXINGTON CORPpfd$540,000–10,000–0.29%–
MNSB NewMAIN STREET BANC$492,000–37,247–0.26%–
FHN NewFIRST HORIZON$478,000–48,000–0.26%–
FBAK NewFIRST NATL AK$470,000–2,500–0.25%–
FETM NewFENTURA FINL$468,000–27,000–0.25%–
CZBT NewCITIZENS BANC$455,000–18,000–0.24%–
NewALLSCRIPTSdeb$440,000–440,000–0.24%–
PMHG NewPRIME MERIDIAN$432,000–31,516–0.23%–
FISI NewFINANCIAL INST$335,000–18,000–0.18%–
SSB NewSOUTH STATE$274,000–5,755–0.15%–
HWC NewHANCOCK WHITNEY$265,000–12,500–0.14%–
PBCT NewPEOPLES UNITED$226,000–19,500–0.12%–
PPBN NewPINNACLE BANK$208,000–10,056–0.11%–
PCB NewPCB BANCORP$205,000–19,875–0.11%–
SBCF NewSEACOAST BANK$204,000–10,000–0.11%–
ENBL NewENABLE MIDSTREAM$185,000–39,600–0.10%–
NewAMERICAN RLTYdeb$180,000–180,000–0.10%–
NewCOLONY CAPITALdeb$171,000–205,000–0.09%–
GLP NewGLOBAL PARTNERS$114,000–11,600–0.06%–
VOX NewVANGUARD WORLD$100,000–1,075–0.05%–
Q4 2019
 Value Shares↓ Weighting
ExitTPG SPECIALTYdeb$0–-105,000–-0.04%–
UTX ExitUNITED TECH$0–-800–-0.04%–
USMT ExitUS METRO BANK$0–-30,000–-0.04%–
JPM ExitJP MORGAN CHASE$0–-1,000–-0.04%–
CCFN ExitCCFNB BANCORP$0–-3,000–-0.05%–
BRKB ExitBERKSHRE HATHWAY$0–-800–-0.06%–
TEVA ExitTEVA PHARM$0–-25,000–-0.06%–
EXEL ExitEXELIXIS$0–-12,500–-0.08%–
PBCT ExitPEOPLES UNITED$0–-14,000–-0.08%–
GLP ExitGLOBAL PARTNERS$0–-11,600–-0.08%–
FISI ExitFINANCIAL INST$0–-7,500–-0.08%–
ExitCOLONY CAPITALdeb$0–-235,000–-0.08%–
ExitGRAND MOUNTAIN$0–-117,647–-0.08%–
ExitENVESTNETdeb$0–-245,000–-0.09%–
SBHO ExitSTEUBEN TRUST$0–-6,108–-0.09%–
SBCF ExitSEACOAST BANK$0–-11,401–-0.10%–
CSFL ExitCENTERSTATE BANK$0–-12,185–-0.10%–
PPBN ExitPINNACLE BANK$0–-10,056–-0.11%–
CZBT ExitCITIZENS BANC$0–-15,000–-0.13%–
FETM ExitFENTURA FINL$0–-18,000–-0.13%–
ExitSPIRIT REALTYdeb$0–-390,000–-0.14%–
ExitAMERICAN RLTYdeb$0–-410,000–-0.14%–
RIVE ExitRIVERVIEW FIN$0–-35,475–-0.14%–
HWC ExitHANCOCK WHITNEY$0–-11,000–-0.14%–
ExitCOASTAL BANK$0–-76,924–-0.17%–
PLBN ExitPILOT BANC$0–-144,000–-0.17%–
ExitHCI GROUPdeb$0–-500,000–-0.17%–
CFB ExitCROSSFIRST BANK$0–-35,088–-0.17%–
AHT ExitASHFORD HOSPTY$0–-152,000–-0.17%–
CBBI ExitCBB BANCORP$0–-49,500–-0.18%–
COFS ExitCHOICEONE FINL$0–-20,185–-0.21%–
SBAZ ExitSTATE BANK CORP$0–-47,300–-0.21%–
ExitMCHENRY BANCORP$0–-7,000,000–-0.22%–
VER ExitVEREIT INC$0–-65,000–-0.22%–
MRK ExitMERCK$0–-8,000–-0.23%–
FXNC ExitFIRST NATIONAL$0–-39,916–-0.25%–
SLCT ExitSELECT BANCORP$0–-64,000–-0.26%–
ExitBLACKSTONE MTGdeb$0–-725,000–-0.26%–
ExitTWO RIVERS FIN$0–-25,701–-0.27%–
LBAI ExitLAKELAND BANCORP$0–-55,000–-0.29%–
PMHG ExitPRIME MERIDIAN$0–-43,000–-0.30%–
CSBB ExitCSB BANCORP$0–-24,198–-0.32%–
PEO ExitADAMS NATL RES$0–-60,000–-0.33%–
CBNC ExitCOUNTY BANK$0–-16,897–-0.34%–
VGM ExitINVESCO TR INVT$0–-78,212–-0.35%–
LXPPRC ExitLEXINGTON CORPpfd$0–-18,000–-0.36%–
ExitBLACKSTONE GRPdeb$0–-1,030,000–-0.37%–
WEBK ExitWELLESLEY BANC$0–-35,907–-0.39%–
ExitMETRO PHOENIX$0–-86,267–-0.40%–
MFGI ExitMERCHANTS FINAN$0–-16,000–-0.40%–
SOME ExitSOMERSET TR$0–-28,000–-0.41%–
FCCO ExitFIRST COMMUNITY$0–-61,000–-0.41%–
ExitF&M BANCORPpfd$0–-40,000–-0.41%–
FLIC ExitFIRST LONG ISLAND$0–-53,150–-0.42%–
SNY ExitSANOFI SPONSOR$0–-26,500–-0.42%–
VSBN ExitVSB BANCORP$0–-62,979–-0.44%–
FBIZ ExitFIRST BUSINESS$0–-52,500–-0.44%–
AAPL ExitAPPLE INC$0–-6,150–-0.48%–
AAWW ExitATLAS AIR WW$0–-54,746–-0.48%–
GABC ExitGERMAN AMERICAN$0–-43,990–-0.49%–
ExitPOTOMAC BANCSH$0–-102,000–-0.49%–
ORRF ExitORRSTOWN FINL$0–-70,153–-0.53%–
DCUD ExitDOMINION ENGYpfd$0–-16,445–-0.60%–
FRAF ExitFRANKLIN FINL$0–-51,688–-0.64%–
CPKF ExitCHESAPEAKE FINL$0–-81,300–-0.70%–
ExitMEDICAL PRTY$0–-104,400–-0.71%–
BMBN ExitBENCHMARK BANK$0–-115,000–-0.73%–
NWIN ExitNW INDIANA BANC$0–-47,500–-0.73%–
ExitMAIN STREET BANC$0–-102,132–-0.74%–
ExitRADIUS HEALTHdeb$0–-2,390,000–-0.75%–
SBFGP ExitSB FINANCIALpfd$0–-134,887–-0.77%–
CNPPRB ExitCENTERPOINT ENGYpfd$0–-43,550–-0.79%–
BRBS ExitBLUE RIDGE BANK$0–-118,000–-0.82%–
ExitHANON ARMSTRNGdeb$0–-2,144,000–-0.83%–
BORT ExitBANK BOTETOURT$0–-85,000–-0.83%–
SRC ExitSPIRIT REALTY$0–-50,400–-0.83%–
ExitGOLDMAN SACHSdeb$0–-2,555,000–-0.90%–
BG ExitBUNGE LIMITED$0–-47,200–-0.92%–
CWBC ExitCOMMUNITY WEST$0–-274,883–-0.94%–
ExitARES CAPITALdeb$0–-259,000–-0.94%–
ABCB ExitAMERIS BANCORP$0–-69,442–-0.97%–
PFE ExitPFIZER$0–-80,000–-0.99%–
FNCB ExitFIRST NATIONAL$0–-376,351–-1.02%–
KEY ExitKEYCORP$0–-166,300–-1.02%–
FTVPRA ExitFORTIVE CORPpfd$0–-3,320–-1.04%–
CZWI ExitCITIZENS COMM$0–-271,230–-1.04%–
SBFG ExitSB FINANCIAL$0–-185,003–-1.07%–
ExitATLAS AIR WWdeb$0–-4,050,000–-1.16%–
ExitPATTERN ENERGYdeb$0–-3,480,000–-1.22%–
MGP ExitMGM GROWTH$0–-123,502–-1.28%–
ExitSHIP FINANCEdeb$0–-3,580,000–-1.35%–
ExitCARRIAGE SERVICEdeb$0–-3,770,000–-1.38%–
PCB ExitPCB BANCORP$0–-243,075–-1.38%–
FMBM ExitF&M BANCORP$0–-161,589–-1.44%–
PKBK ExitPARKE BANCORP$0–-225,251–-1.73%–
ExitCONS TOMOKAdeb$0–-4,889,000–-1.75%–
D ExitDOMINION ENGY$0–-62,988–-1.76%–
SREPRA ExitSEMPRA ENERGYpfd$0–-45,285–-1.85%–
ExitAPOLLO COMLdeb$0–-5,334,000–-1.87%–
ExitCOLONY CAPITALdeb$0–-5,485,000–-1.87%–
CLNY ExitCOLONY CAPITAL$0–-918,476–-1.91%–
EPRPRC ExitEPR PROPERTIESpfd$0–-177,552–-2.04%–
WY ExitWEYERHAEUSER$0–-214,521–-2.05%–
LFGP ExitLEDYARD FINL$0–-297,331–-2.11%–
TYFDL ExitTYSON FOODS$0–-71,500–-2.13%–
TSBK ExitTIMBERLAND BANK$0–-229,327–-2.18%–
RPTPRD ExitRPT REALTYpfd$0–-115,653–-2.21%–
CCI ExitCROWN CASTLE$0–-50,970–-2.45%–
ExitNATIONAL HEALTHdeb$0–-6,193,000–-2.58%–
ExitGENERAL MOTORS$0–-202,676–-2.62%–
BGEPF ExitBUNGE LIMITEDpfd$0–-77,432–-2.72%–
LXP ExitLEXINGTON RTLY$0–-835,887–-2.96%–
MET ExitMETLIFE$0–-182,596–-2.98%–
NYCBPRU ExitNY COMM BANCpfd$0–-173,831–-3.00%–
EXSR ExitEXCHANGE BANK$0–-56,262–-3.11%–
SOBS ExitSOLVAY BANK$0–-56,705–-7.07%–
Q3 2019
 Value Shares↓ Weighting
EXSR BuyEXCHANGE BANK$9,001,000
+3.3%
56,262
+7.7%
3.11%
-11.6%
NYCBPRU SellNY COMM BANCpfd$8,691,000
+1.6%
173,831
-2.8%
3.00%
-13.1%
MET BuyMETLIFE$8,611,000
-4.3%
182,596
+0.8%
2.98%
-18.1%
LXP SellLEXINGTON RTLY$8,568,000
-5.0%
835,887
-12.8%
2.96%
-18.7%
BGEPF NewBUNGE LIMITEDpfd$7,869,000–77,432–2.72%–
SellNATIONAL HEALTHdeb$7,478,000
+1.7%
6,193,000
-3.3%
2.58%
-12.9%
RPTPRD SellRPT REALTYpfd$6,396,000
+8.2%
115,653
-0.7%
2.21%
-7.4%
TSBK BuyTIMBERLAND BANK$6,306,000
-3.6%
229,327
+4.7%
2.18%
-17.5%
TYFDL BuyTYSON FOODS$6,159,000
+7.8%
71,500
+1.0%
2.13%
-7.7%
LFGP BuyLEDYARD FINL$6,110,000
+5.0%
297,331
+0.7%
2.11%
-10.1%
WY BuyWEYERHAEUSER$5,942,000
+6.7%
214,521
+1.4%
2.05%
-8.7%
CLNY BuyCOLONY CAPITAL$5,529,000
+28.0%
918,476
+6.3%
1.91%
+9.6%
SellCOLONY CAPITALdeb$5,416,000
+1.2%
5,485,000
-0.1%
1.87%
-13.4%
SREPRA SellSEMPRA ENERGYpfd$5,353,000
-26.6%
45,285
-30.8%
1.85%
-37.2%
D BuyDOMINION ENGY$5,104,000
+523.2%
62,988
+494.6%
1.76%
+432.9%
SellCONS TOMOKAdeb$5,051,000
-2.0%
4,889,000
-3.4%
1.75%
-16.1%
PKBK BuyPARKE BANCORP$5,005,000
-5.4%
225,251
+2.0%
1.73%
-19.0%
SellSHIP FINANCEdeb$3,896,000
+0.1%
3,580,000
-7.0%
1.35%
-14.3%
MGP NewMGM GROWTH$3,711,000–123,502–1.28%–
FTVPRA NewFORTIVE CORPpfd$2,995,000–3,320–1.04%–
KEY BuyKEYCORP$2,967,000
+10.1%
166,300
+9.5%
1.02%
-5.8%
PFE BuyPFIZER$2,874,000
+74.6%
80,000
+110.5%
0.99%
+49.5%
ABCB NewAMERIS BANCORP$2,794,000–69,442–0.97%–
NewARES CAPITALdeb$2,724,000–259,000–0.94%–
CWBC BuyCOMMUNITY WEST$2,718,000
+2.8%
274,883
+0.3%
0.94%
-12.0%
BG BuyBUNGE LIMITED$2,672,000
+11.0%
47,200
+9.3%
0.92%
-5.0%
SellHANON ARMSTRNGdeb$2,393,000
-1.4%
2,144,000
-2.9%
0.83%
-15.6%
CNPPRB NewCENTERPOINT ENGYpfd$2,276,000–43,550–0.79%–
SBFGP BuySB FINANCIALpfd$2,226,000
+28.2%
134,887
+25.0%
0.77%
+9.7%
SellMAIN STREET BANC$2,150,000
-9.4%
102,132
-1.9%
0.74%
-22.4%
BMBN BuyBENCHMARK BANK$2,104,000
-2.5%
115,000
+6.5%
0.73%
-16.6%
BuyMEDICAL PRTY$2,042,000
+12.7%
104,400
+0.5%
0.71%
-3.4%
CPKF BuyCHESAPEAKE FINL$2,020,000
+4.8%
81,300
+10.5%
0.70%
-10.3%
FRAF BuyFRANKLIN FINL$1,837,000
-5.9%
51,688
+0.9%
0.64%
-19.4%
DCUD SellDOMINION ENGYpfd$1,739,000
-55.5%
16,445
-78.8%
0.60%
-61.9%
ORRF BuyORRSTOWN FINL$1,536,000
+1.6%
70,153
+2.0%
0.53%
-13.0%
BuyPOTOMAC BANCSH$1,421,000
+9.5%
102,000
+7.0%
0.49%
-6.3%
GABC NewGERMAN AMERICAN$1,410,000–43,990–0.49%–
AAWW BuyATLAS AIR WW$1,381,000
-42.1%
54,746
+2.4%
0.48%
-50.5%
SNY SellSANOFI SPONSOR$1,228,000
-80.5%
26,500
-81.8%
0.42%
-83.3%
FCCO BuyFIRST COMMUNITY$1,188,000
+67.3%
61,000
+59.1%
0.41%
+43.2%
MFGI BuyMERCHANTS FINAN$1,168,000
+2.6%
16,000
+1.9%
0.40%
-12.0%
BuyMETRO PHOENIX$1,158,000
+6.2%
86,267
+1.6%
0.40%
-9.1%
WEBK BuyWELLESLEY BANC$1,120,000
-4.3%
35,907
+0.0%
0.39%
-18.0%
NewBLACKSTONE GRPdeb$1,072,000–1,030,000–0.37%–
VGM BuyINVESCO TR INVT$1,006,000
+4.7%
78,212
+3.2%
0.35%
-10.3%
CBNC BuyCOUNTY BANK$988,000
+4.8%
16,897
+1.2%
0.34%
-10.5%
PEO BuyADAMS NATL RES$950,000
+33.2%
60,000
+39.2%
0.33%
+13.9%
CSBB NewCSB BANCORP$936,000–24,198–0.32%–
PMHG NewPRIME MERIDIAN$865,000–43,000–0.30%–
LBAI BuyLAKELAND BANCORP$849,000
-0.8%
55,000
+3.8%
0.29%
-15.3%
NewTWO RIVERS FIN$777,000–25,701–0.27%–
NewBLACKSTONE MTGdeb$757,000–725,000–0.26%–
FXNC BuyFIRST NATIONAL$732,000
-9.9%
39,916
+0.0%
0.25%
-22.9%
VER SellVEREIT INC$636,000
-45.3%
65,000
-49.6%
0.22%
-53.1%
SBAZ NewSTATE BANK CORP$615,000–47,300–0.21%–
COFS NewCHOICEONE FINL$604,000–20,185–0.21%–
CBBI NewCBB BANCORP$530,000–49,500–0.18%–
CFB NewCROSSFIRST BANK$502,000–35,088–0.17%–
PLBN BuyPILOT BANC$488,000
+121.8%
144,000
+128.6%
0.17%
+89.9%
NewCOASTAL BANK$481,000–76,924–0.17%–
HWC BuyHANCOCK WHITNEY$421,000
+16.9%
11,000
+22.2%
0.14%0.0%
RIVE SellRIVERVIEW FIN$414,000
-35.3%
35,475
-41.8%
0.14%
-44.6%
BuyAMERICAN RLTYdeb$415,000
+16.2%
410,000
+15.5%
0.14%
-0.7%
BuySPIRIT REALTYdeb$399,000
+20.5%
390,000
+20.0%
0.14%
+3.0%
FETM NewFENTURA FINL$371,000–18,000–0.13%–
CZBT NewCITIZENS BANC$364,000–15,000–0.13%–
PPBN NewPINNACLE BANK$317,000–10,056–0.11%–
CSFL BuyCENTERSTATE BANK$292,000
+13.6%
12,185
+8.9%
0.10%
-2.9%
SBHO NewSTEUBEN TRUST$266,000–6,108–0.09%–
NewGRAND MOUNTAIN$235,000–117,647–0.08%–
FISI BuyFINANCIAL INST$226,000
+29.1%
7,500
+25.0%
0.08%
+9.9%
PBCT BuyPEOPLES UNITED$219,000
+30.4%
14,000
+40.0%
0.08%
+11.8%
TEVA SellTEVA PHARM$172,000
-82.5%
25,000
-76.6%
0.06%
-85.1%
BRKB NewBERKSHRE HATHWAY$166,000–800–0.06%–
CCFN NewCCFNB BANCORP$148,000–3,000–0.05%–
JPM NewJP MORGAN CHASE$118,000–1,000–0.04%–
UTX NewUNITED TECH$109,000–800–0.04%–
USMT NewUS METRO BANK$109,000–30,000–0.04%–
SSBI ExitSUMMIT STATE$0–-12,365–-0.06%–
OXBR ExitOXBRIDGE$0–-119,730–-0.06%–
CVE ExitCENOVUS ENERGY$0–-20,000–-0.07%–
SREPRB ExitSEMPRA ENERGYpfd$0–-1,600–-0.07%–
ExitMACQUARIE INFRAdeb$0–-585,000–-0.24%–
JCI ExitJOHNSON CONTROL$0–-20,000–-0.33%–
CZFC ExitCITIZENS FIRST$0–-61,500–-0.64%–
BX ExitBLACKSTONE GRP$0–-39,500–-0.71%–
LION ExitFIDELITY SOUTHERN$0–-74,618–-0.93%–
Q2 2019
 Value Shares↓ Weighting
LXP NewLEXINGTON RTLY$9,023,000–958,887–3.64%–
MET NewMETLIFE$8,997,000–181,146–3.63%–
EXSR NewEXCHANGE BANK$8,714,000–52,222–3.52%–
NYCBPRU NewNY COMM BANCpfd$8,558,000–178,860–3.46%–
NewGENERAL MOTORS$7,809,000–202,676–3.15%–
NewNATIONAL HEALTHdeb$7,352,000–6,403,000–2.97%–
SREPRA NewSEMPRA ENERGYpfd$7,294,000–65,426–2.94%–
CCI NewCROWN CASTLE$6,644,000–50,970–2.68%–
TSBK NewTIMBERLAND BANK$6,543,000–218,971–2.64%–
SNY NewSANOFI SPONSOR$6,308,000–145,780–2.55%–
RPTPRD NewRPT REALTYpfd$5,913,000–116,453–2.39%–
LFGP NewLEDYARD FINL$5,819,000–295,406–2.35%–
TYFDL NewTYSON FOODS$5,715,000–70,784–2.31%–
EPRPRC NewEPR PROPERTIESpfd$5,692,000–177,552–2.30%–
WY NewWEYERHAEUSER$5,571,000–211,521–2.25%–
NewCOLONY CAPITALdeb$5,353,000–5,490,000–2.16%–
NewAPOLLO COMLdeb$5,333,000–5,334,000–2.15%–
PKBK NewPARKE BANCORP$5,290,000–220,865–2.14%–
NewCONS TOMOKAdeb$5,155,000–5,059,000–2.08%–
FMBM NewF&M BANCORP$4,686,000–161,589–1.89%–
CLNY NewCOLONY CAPITAL$4,320,000–864,026–1.74%–
NewATLAS AIR WWdeb$4,158,000–4,050,000–1.68%–
PCB NewPCB BANCORP$4,142,000–243,075–1.67%–
DCUD NewDOMINION ENGYpfd$3,907,000–77,700–1.58%–
NewSHIP FINANCEdeb$3,891,000–3,850,000–1.57%–
NewCARRIAGE SERVICEdeb$3,749,000–3,770,000–1.51%–
NewPATTERN ENERGYdeb$3,515,000–3,480,000–1.42%–
CZWI NewCITIZENS COMM$3,236,000–271,230–1.31%–
SBFG NewSB FINANCIAL$3,045,000–185,003–1.23%–
FNCB NewFIRST NATIONAL$2,913,000–376,351–1.18%–
KEY NewKEYCORP$2,696,000–151,900–1.09%–
CWBC NewCOMMUNITY WEST$2,644,000–273,983–1.07%–
NewGOLDMAN SACHSdeb$2,560,000–2,555,000–1.03%–
NewHANNON ARMSTRNGdeb$2,427,000–2,209,000–0.98%–
BG NewBUNGE LIMITED$2,407,000–43,200–0.97%–
AAWW NewATLAS AIR WW$2,386,000–53,446–0.96%–
BORT NewBANK OF BOTETOURT$2,380,000–85,000–0.96%–
NewMAIN STREET BANC$2,373,000–104,132–0.96%–
LION NewFIDELITY SOUTHERN$2,311,000–74,618–0.93%–
BRBS NewBLUE RIDGE BANK$2,283,000–118,000–0.92%–
SOBS NewSOLVAY BANK$2,211,000–56,705–0.89%–
NewRADIUS HEALTHdeb$2,163,000–2,390,000–0.87%–
BMBN NewBENCHMARK BANK$2,159,000–108,000–0.87%–
SRC NewSPIRIT REALTY$2,150,000–50,400–0.87%–
NWIN NewNW INDIANA BANC$2,090,000–47,500–0.84%–
FRAF NewFRANKLIN FINL$1,953,000–51,244–0.79%–
CPKF NewCHESAPEAKE FINL$1,927,000–73,600–0.78%–
NewMEDICAL PRTY$1,812,000–103,887–0.73%–
BX NewBLACKSTONE GRP$1,754,000–39,500–0.71%–
SBFGP NewSB FINANCIALpfd$1,737,000–107,940–0.70%–
PFE NewPFIZER$1,646,000–38,000–0.66%–
CZFC NewCITIZENS FIRST$1,579,000–61,500–0.64%–
ORRF NewORRSTOWN FINL$1,512,000–68,756–0.61%–
NewPOTOMAC BANCSH$1,298,000–95,323–0.52%–
NewF&M BANCORPpfd$1,290,000–40,000–0.52%–
VSBN NewVSB BANCORP$1,278,000–62,979–0.52%–
FBIZ NewFIRST BUSINESS$1,234,000–52,500–0.50%–
AAPL NewAPPLE INC$1,217,000–6,150–0.49%–
WEBK NewWELLESLEY BANCORP$1,170,000–35,894–0.47%–
VER NewVEREIT INC$1,162,000–129,000–0.47%–
SOME NewSOMERSET TR$1,148,000–28,000–0.46%–
MFGI NewMERCHANTS FINAN$1,138,000–15,700–0.46%–
NewMETRO PHOENIX$1,090,000–84,867–0.44%–
FLIC NewFIRST OF LONG ISLAND$1,067,000–53,150–0.43%–
TEVA NewTEVA PHARM$984,000–106,697–0.40%–
LXPPRC NewLEXINGTON CORPpfd$968,000–18,000–0.39%–
VGM NewINVESCO TR INVT$961,000–75,821–0.39%–
CBNC NewCOUNTY BANK$943,000–16,697–0.38%–
LBAI NewLAKELAND BANCORP$856,000–53,000–0.35%–
JCI NewJOHNSON CONTROL$826,000–20,000–0.33%–
D NewDOMINION ENGY$819,000–10,593–0.33%–
FXNC NewFIRST NATIONAL$812,000–39,911–0.33%–
NewMCHENRY BANCORP$770,000–7,000,000–0.31%–
SLCT NewSELECT BANCORP$732,000–64,000–0.30%–
PEO NewADAMS NATL RES$713,000–43,111–0.29%–
FCCO NewFIRST COMMUNITY$710,000–38,348–0.29%–
MRK NewMERCK$671,000–8,000–0.27%–
RIVE NewRIVERVIEW FIN$640,000–60,939–0.26%–
NewMACQUARIE INFRAdeb$583,000–585,000–0.24%–
NewHCI GROUPdeb$490,000–500,000–0.20%–
AHT NewASHFORD HOSPTY$451,000–152,000–0.18%–
HWC NewHANCOCK WHITNEY$360,000–9,000–0.14%–
NewAMERICAN RLTYdeb$357,000–355,000–0.14%–
NewSPIRIT REALTYdeb$331,000–325,000–0.13%–
SBCF NewSEACOAST BANK$290,000–11,401–0.12%–
NewENVESTNETdeb$277,000–245,000–0.11%–
EXEL NewEXELIXIS$267,000–12,500–0.11%–
CSFL NewCENTERSTATE BANK$257,000–11,185–0.10%–
GLP NewGLOBAL PARTNERS$231,000–11,600–0.09%–
NewCOLONY CAPITALdeb$225,000–235,000–0.09%–
PLBN NewPILOT BANC$220,000–63,000–0.09%–
SREPRB NewSEMPRA ENERGYpfd$178,000–1,600–0.07%–
CVE NewCENOVUS ENERGY$176,000–20,000–0.07%–
FISI NewFINANCIAL INST$175,000–6,000–0.07%–
PBCT NewPEOPLES UNITED$168,000–10,000–0.07%–
OXBR NewOXBRIDGE$139,000–119,730–0.06%–
SSBI NewSUMMIT STATE$136,000–12,365–0.06%–
NewTPG SPECIALTYdeb$105,000–105,000–0.04%–
Q4 2018
 Value Shares↓ Weighting
ExitTPG SPECIALTYdeb$0–-105,000–-0.04%–
FNCB ExitFNCB BANCORP$0–-17,798–-0.07%–
EXEL ExitEXELIXIS$0–-10,000–-0.08%–
NGD ExitNEW GOLD INC$0–-230,000–-0.08%–
BG ExitBUNGE LIMITED$0–-3,000–-0.09%–
OXBR ExitOXBRIDGE$0–-120,000–-0.10%–
CFNB ExitCALIFORNIA FIRST NATL$0–-15,000–-0.11%–
AUPH ExitAURINIA PHARM$0–-55,000–-0.11%–
GLP ExitGLOBAL PARTNERS$0–-14,100–-0.11%–
PEGI ExitPATTERN ENERGY$0–-15,500–-0.13%–
ExitENVESTNETdeb$0–-285,000–-0.13%–
ExitSPIRIT REALTYdeb$0–-325,000–-0.14%–
SSBI ExitSUMMIT STATE$0–-22,149–-0.14%–
ExitAMERICAN RLTYdeb$0–-355,000–-0.15%–
CVE ExitCENOVUS ENERGY$0–-36,000–-0.15%–
FCCO ExitFIRST COMMUNITY$0–-15,000–-0.16%–
SBCF ExitSEACOAST BANK$0–-13,401–-0.17%–
XRX ExitXEROX CORP$0–-18,000–-0.21%–
MRK ExitMERCK$0–-8,000–-0.24%–
SLCT ExitSELECT BANCORP$0–-62,500–-0.33%–
JCI ExitJOHNSON CONTROL$0–-22,500–-0.34%–
RIVE ExitRIVERVIEW FIN$0–-60,000–-0.35%–
VGM ExitINVESCO TR INVT$0–-68,825–-0.35%–
WEBK ExitWELLESLEY BANCORP$0–-25,042–-0.37%–
ExitHIGHLANDS STATE$0–-49,000–-0.38%–
CBNC ExitCOUNTY BANK$0–-20,400–-0.40%–
VER ExitVEREIT INC$0–-129,000–-0.40%–
AHT ExitASHFORD HOSPTY$0–-152,000–-0.41%–
NYCB ExitNY COMM BANC$0–-114,400–-0.49%–
FBIZ ExitFIRST BUSINESS$0–-50,000–-0.50%–
ExitATLAS AIR WWdeb$0–-1,020,000–-0.50%–
ExitROYAL GOLDdeb$0–-1,171,000–-0.50%–
BX ExitBLACKSTONE GRP$0–-33,800–-0.55%–
VSBN ExitVSB BANCORP$0–-63,000–-0.56%–
AAPL ExitAPPLE INC$0–-6,150–-0.59%–
SBFGP ExitSB FINANCIALpfd$0–-70,656–-0.61%–
ExitMEDICAL PRTY$0–-100,678–-0.64%–
LXPPRC ExitLEXINGTON PTYpfd$0–-31,763–-0.67%–
CZFC ExitCITIZENS FIRST$0–-60,000–-0.67%–
DM ExitDOMINION ENGY$0–-88,377–-0.68%–
MNSB ExitMAIN STREET BANC$0–-76,500–-0.68%–
ExitF&M BANCORPpfd$0–-40,000–-0.70%–
PFE ExitPFIZER$0–-38,000–-0.72%–
CWBC ExitCOMMUNITY WEST$0–-144,600–-0.74%–
CPKF ExitCHESAPEAKE FINL$0–-56,800–-0.76%–
ExitGOLDMAN SACHSdeb$0–-1,855,000–-0.80%–
ExitRADIUS HEALTHdeb$0–-2,490,000–-0.81%–
SRC ExitSPIRIT REALTY$0–-242,696–-0.84%–
MIC ExitMACQUARIE INFRA$0–-43,100–-0.85%–
F ExitFORD MOTOR$0–-217,223–-0.86%–
NWIN ExitNW INDIANA BANC$0–-47,500–-0.90%–
ExitHANNON ARMSTRNGdeb$0–-2,209,000–-0.92%–
BMBN ExitBENCHMARK BANK$0–-108,000–-0.97%–
SBFG ExitSB FINANCIAL$0–-112,867–-0.98%–
ExitARES CAPITALdeb$0–-2,295,000–-0.98%–
ExitMACQUARIE INFRAdeb$0–-2,345,000–-0.99%–
LION ExitFIDELITY SOUTHERN$0–-93,764–-0.99%–
SOBS ExitSOLVAY BANK$0–-56,005–-1.00%–
FRAF ExitFRANKLIN FINL$0–-69,244–-1.03%–
HCI ExitHCI GROUP$0–-60,496–-1.13%–
ExitSHIP FINANCEdeb$0–-2,685,000–-1.14%–
ExitAPOLLO COMLdeb$0–-3,484,000–-1.48%–
TYFDL ExitTYSON FOODS$0–-60,249–-1.53%–
ExitPATTERN ENERGYdeb$0–-3,950,000–-1.53%–
PKBK ExitPARKE BANCORP$0–-174,584–-1.67%–
CLNY ExitCOLONY CAPITAL$0–-651,150–-1.69%–
ExitCARRIAGE SERVICEdeb$0–-3,770,000–-1.78%–
DCUD ExitDOMINION ENGYpfd$0–-89,025–-1.80%–
ExitSPIRIT REALTYdeb$0–-4,613,000–-1.96%–
WY ExitWEYERHAEUSER$0–-145,806–-2.01%–
PCB ExitPACIFIC CITY$0–-244,479–-2.02%–
EPRPRC ExitEPR PROPERTIESpfd$0–-177,552–-2.12%–
ExitCONS TOMOKAdeb$0–-5,059,000–-2.28%–
ExitCOWEN GROUPdeb$0–-5,408,000–-2.33%–
ExitHCI GROUPdeb$0–-5,696,000–-2.42%–
FMBM ExitF&M BANCORP$0–-162,733–-2.50%–
CCI ExitCROWN CASTLE$0–-54,427–-2.59%–
ExitSEMPRA ENERGYpfd$0–-66,451–-2.86%–
TSBK ExitTIMBERLAND BANK$0–-215,971–-2.88%–
ExitGENERAL MOTORS$0–-200,642–-2.88%–
LFGP ExitLEDYARD FINL$0–-295,706–-2.90%–
SNY ExitSANOFI SPONSOR$0–-157,130–-3.00%–
ExitNATIONAL HEALTHdeb$0–-6,568,000–-3.17%–
MET ExitMETLIFE$0–-159,678–-3.18%–
RPTPRD ExitRAMCO GERSHNSNpfd$0–-139,189–-3.20%–
NYCBPRU ExitNY COMM BANCpfd$0–-177,453–-3.73%–
EXSR ExitEXCHANGE BANK$0–-51,051–-3.99%–
LXP ExitLEXINGTON PTY$0–-1,421,774–-5.04%–
Q3 2018
 Value Shares↓ Weighting
LXP SellLEXINGTON PTY$11,800,000
-6.9%
1,421,774
-2.0%
5.04%
-5.6%
EXSR BuyEXCHANGE BANK$9,342,000
+2.1%
51,051
+2.6%
3.99%
+3.5%
NYCBPRU SellNY COMM BANCpfd$8,736,000
-2.4%
177,453
-1.1%
3.73%
-1.1%
RPTPRD SellRAMCO GERSHNSNpfd$7,491,000
-6.8%
139,189
-7.9%
3.20%
-5.5%
SellNATIONAL HEALTHdeb$7,423,000
-12.3%
6,568,000
-13.6%
3.17%
-11.1%
LFGP SellLEDYARD FINL$6,801,000
+3.2%
295,706
-0.2%
2.90%
+4.5%
BuyGENERAL MOTORS$6,755,000
-8.6%
200,642
+6.9%
2.88%
-7.4%
TSBK SellTIMBERLAND BANK$6,747,000
-16.5%
215,971
-0.2%
2.88%
-15.4%
NewSEMPRA ENERGYpfd$6,701,000–66,451–2.86%–
CCI SellCROWN CASTLE$6,059,000
+0.5%
54,427
-2.7%
2.59%
+1.8%
SellHCI GROUPdeb$5,659,000
-15.3%
5,696,000
-0.4%
2.42%
-14.2%
SellCONS TOMOKAdeb$5,331,000
+0.2%
5,059,000
-0.6%
2.28%
+1.6%
PCB SellPACIFIC CITY$4,728,000
-8.7%
244,479
-19.8%
2.02%
-7.5%
WY BuyWEYERHAEUSER$4,705,000
-10.9%
145,806
+0.7%
2.01%
-9.7%
DCUD BuyDOMINION ENGYpfd$4,211,000
+4.3%
89,025
+1.9%
1.80%
+5.8%
CLNY BuyCOLONY CAPITAL$3,965,000
+12.5%
651,150
+15.3%
1.69%
+14.1%
PKBK BuyPARKE BANCORP$3,919,000
-3.8%
174,584
+1.3%
1.67%
-2.5%
SellPATTERN ENERGYdeb$3,590,000
-14.8%
3,950,000
-6.5%
1.53%
-13.7%
SellAPOLLO COMLdeb$3,456,000
-0.4%
3,484,000
-0.6%
1.48%
+1.0%
NewSHIP FINANCEdeb$2,677,000–2,685,000–1.14%–
FRAF SellFRANKLIN FINL$2,407,000
-29.7%
69,244
-30.7%
1.03%
-28.8%
SOBS BuySOLVAY BANK$2,352,000
+4.8%
56,005
+2.8%
1.00%
+6.1%
LION SellFIDELITY SOUTHERN$2,323,000
-35.7%
93,764
-34.1%
0.99%
-34.8%
SellMACQUARIE INFRAdeb$2,321,000
-0.3%
2,345,000
-0.2%
0.99%
+1.0%
BuyARES CAPITALdeb$2,298,000
+55.5%
2,295,000
+56.1%
0.98%
+57.5%
SBFG BuySB FINANCIAL$2,297,000
+166.2%
112,867
+165.7%
0.98%
+170.2%
BMBN BuyBENCHMARK BANK$2,268,000
-1.0%
108,000
+0.2%
0.97%
+0.3%
NewHANNON ARMSTRNGdeb$2,150,000–2,209,000–0.92%–
NWIN NewNW INDIANA BANC$2,113,000–47,500–0.90%–
SRC SellSPIRIT REALTY$1,956,000
-15.3%
242,696
-15.6%
0.84%
-14.2%
SellRADIUS HEALTHdeb$1,902,000
-18.0%
2,490,000
-0.4%
0.81%
-16.9%
CWBC BuyCOMMUNITY WEST$1,735,000
+3.5%
144,600
+1.8%
0.74%
+5.0%
MNSB BuyMAIN STREET BANC$1,591,000
+6.9%
76,500
+4.1%
0.68%
+8.3%
DM BuyDOMINION ENGY$1,582,000
+43.4%
88,377
+9.0%
0.68%
+45.2%
CZFC BuyCITIZENS FIRST$1,575,000
+2.1%
60,000
+1.3%
0.67%
+3.5%
SellMEDICAL PRTY$1,501,000
+5.5%
100,678
-0.7%
0.64%
+7.0%
SBFGP BuySB FINANCIALpfd$1,430,000
+9.5%
70,656
+7.3%
0.61%
+10.9%
AAPL SellAPPLE INC$1,388,000
-41.2%
6,150
-51.7%
0.59%
-40.4%
VSBN BuyVSB BANCORP$1,310,000
+9.0%
63,000
+2.4%
0.56%
+10.5%
SellROYAL GOLDdeb$1,180,000
-5.1%
1,171,000
-0.4%
0.50%
-3.8%
SellATLAS AIR WWdeb$1,176,000
-22.4%
1,020,000
-17.4%
0.50%
-21.4%
AHT SellASHFORD HOSPTY$971,000
-25.3%
152,000
-5.3%
0.41%
-24.5%
CBNC NewCOUNTY BANK$926,000–20,400–0.40%–
NewHIGHLANDS STATE$894,000–49,000–0.38%–
WEBK NewWELLESLEY BANCORP$857,000–25,042–0.37%–
VGM BuyINVESCO TR INVT$817,000
-2.7%
68,825
+1.4%
0.35%
-1.4%
RIVE NewRIVERVIEW FIN$816,000–60,000–0.35%–
JCI NewJOHNSON CONTROL$787,000–22,500–0.34%–
SLCT NewSELECT BANCORP$775,000–62,500–0.33%–
SBCF SellSEACOAST BANK$391,000
-16.8%
13,401
-10.1%
0.17%
-15.7%
SSBI SellSUMMIT STATE$340,000
-8.1%
22,149
-7.4%
0.14%
-7.1%
SellENVESTNETdeb$313,000
+2.6%
285,000
-1.7%
0.13%
+4.7%
BG NewBUNGE LIMITED$206,000–3,000–0.09%–
FNCB SellFNCB BANCORP$174,000
-86.6%
17,798
-87.8%
0.07%
-86.5%
NewTPG SPECIALTYdeb$105,000–105,000–0.04%–
ExitAPOLLO COMLdeb$0–-95,000–-0.04%–
ADXS ExitADVAXIS INC$0–-100,000–-0.06%–
FISI ExitFINANCIAL INST$0–-6,000–-0.08%–
ExitCOLONY CAPITALdeb$0–-235,000–-0.09%–
ExitCHART INDUSTRIESdeb$0–-244,000–-0.10%–
GMWSB ExitGENERAL MOTORSwts$0–-18,000–-0.17%–
COFWS ExitCAPITAL ONEwts$0–-9,000–-0.19%–
JCI ExitJOHNSON CONTROL$0–-22,500–-0.32%–
ANTM ExitANTHEM UTS$0–-6,784–-0.68%–
ExitSHIP FINANCEdeb$0–-1,685,000–-0.73%–
ExitAMERICAN RLTYdeb$0–-1,748,000–-0.74%–
ExitCOLONY CAPITALdeb$0–-5,990,000–-2.40%–
Q2 2018
 Value Shares↓ Weighting
LXP NewLEXINGTON PTY$12,671,000–1,451,484–5.34%–
EXSR NewEXCHANGE BANK$9,152,000–49,737–3.86%–
NYCBPRU NewNY COMM BANCpfd$8,952,000–179,447–3.77%–
NewNATIONAL HEALTHdeb$8,465,000–7,598,000–3.56%–
TSBK NewTIMBERLAND BANK$8,083,000–216,478–3.40%–
RPTPRD NewRAMCO GERSHNSNpfd$8,034,000–151,189–3.38%–
NewGENERAL MOTORS$7,394,000–187,667–3.11%–
MET NewMETLIFE$6,962,000–159,678–2.93%–
NewHCI GROUPdeb$6,683,000–5,721,000–2.82%–
LFGP NewLEDYARD FINL$6,593,000–296,306–2.78%–
SNY NewSANOFI SPONSOR$6,287,000–157,130–2.65%–
FMBM NewF&M BANCORP$6,257,000–162,733–2.64%–
CCI NewCROWN CASTLE$6,031,000–55,941–2.54%–
NewCOLONY CAPITALdeb$5,690,000–5,990,000–2.40%–
NewCOWEN GROUPdeb$5,415,000–5,408,000–2.28%–
NewCONS TOMOKAdeb$5,319,000–5,089,000–2.24%–
WY NewWEYERHAEUSER$5,280,000–144,806–2.22%–
PCB NewPACIFIC CITY$5,181,000–304,750–2.18%–
EPRPRC NewEPR PROPERTIESpfd$4,730,000–177,552–1.99%–
NewSPIRIT REALTYdeb$4,588,000–4,613,000–1.93%–
NewCARRIAGE SERVICEdeb$4,514,000–3,770,000–1.90%–
NewPATTERN ENERGYdeb$4,214,000–4,225,000–1.78%–
TYFDL NewTYSON FOODS$4,148,000–60,249–1.75%–
PKBK NewPARKE BANCORP$4,075,000–172,298–1.72%–
DCUD NewDOMINION ENGYpfd$4,036,000–87,350–1.70%–
LION NewFIDELITY SOUTHERN$3,614,000–142,229–1.52%–
CLNY NewCOLONY CAPITAL$3,524,000–564,825–1.48%–
NewAPOLLO COMLdeb$3,469,000–3,504,000–1.46%–
FRAF NewFRANKLIN FINL$3,423,000–99,944–1.44%–
HCI NewHCI GROUP$2,515,000–60,496–1.06%–
F NewFORD MOTOR$2,405,000–217,223–1.01%–
AAPL NewAPPLE INC$2,359,000–12,745–0.99%–
NewMACQUARIE INFRAdeb$2,329,000–2,350,000–0.98%–
NewRADIUS HEALTHdeb$2,319,000–2,500,000–0.98%–
SRC NewSPIRIT REALTY$2,310,000–287,700–0.97%–
BMBN NewBENCHMARK BANK$2,291,000–107,799–0.96%–
SOBS NewSOLVAY BANK$2,245,000–54,489–0.95%–
NewGOLDMAN SACHSdeb$1,892,000–1,855,000–0.80%–
MIC NewMACQUARIE INFRA$1,819,000–43,100–0.77%–
NewAMERICAN RLTYdeb$1,748,000–1,748,000–0.74%–
NewSHIP FINANCEdeb$1,736,000–1,685,000–0.73%–
CWBC NewCOMMUNITY WEST$1,677,000–142,100–0.71%–
NewF&M BANCORPpfd$1,622,000–40,000–0.68%–
CPKF NewCHESAPEAKE FINL$1,616,000–56,800–0.68%–
ANTM NewANTHEM UTS$1,615,000–6,784–0.68%–
LXPPRC NewLEXINGTON PTYpfd$1,554,000–31,763–0.66%–
CZFC NewCITIZENS FIRST$1,542,000–59,210–0.65%–
NewATLAS AIR WWdeb$1,516,000–1,235,000–0.64%–
MNSB NewMAIN STREET BANCORP$1,488,000–73,500–0.63%–
NewARES CAPITALdeb$1,478,000–1,470,000–0.62%–
NewMEDICAL PRTY$1,423,000–101,391–0.60%–
PFE NewPFIZER$1,379,000–38,000–0.58%–
SBFGP NewSB FINANCIALpfd$1,306,000–65,875–0.55%–
AHT NewASHFORD HOSPTY$1,300,000–160,500–0.55%–
FBIZ NewFIRST BUSINESS$1,300,000–50,000–0.55%–
FNCB NewFNCB BANCORP$1,298,000–146,192–0.55%–
NYCB NewNY COMM BANC$1,263,000–114,400–0.53%–
NewROYAL GOLDdeb$1,243,000–1,176,000–0.52%–
VSBN NewVSB BANCORP$1,202,000–61,500–0.51%–
DM NewDOMINION ENGY$1,103,000–81,077–0.46%–
BX NewBLACKSTONE GRP$1,087,000–33,800–0.46%–
VER NewVEREIT INC$960,000–129,000–0.40%–
SBFG NewSB FINANCIAL$863,000–42,481–0.36%–
VGM NewINVESCO TR INVT$840,000–67,907–0.35%–
JCI NewJOHNSON CONTROL$753,000–22,500–0.32%–
MRK NewMERCK$486,000–8,000–0.20%–
NGD NewNEW GOLD INC$478,000–230,000–0.20%–
SBCF NewSEACOAST BANK$470,000–14,901–0.20%–
COFWS NewCAPITAL ONEwts$453,000–9,000–0.19%–
XRX NewXEROX CORP$432,000–18,000–0.18%–
GMWSB NewGENERAL MOTORSwts$406,000–18,000–0.17%–
FCCO NewFIRST COMMUNITY$376,000–15,000–0.16%–
CVE NewCENOVUS ENERGY$374,000–36,000–0.16%–
SSBI NewSUMMIT STATE$370,000–23,931–0.16%–
NewAMERICAN RLTYdeb$359,000–355,000–0.15%–
NewSPIRIT REALTYdeb$326,000–325,000–0.14%–
AUPH NewAURINIA PHARM$310,000–55,000–0.13%–
NewENVESTNETdeb$305,000–290,000–0.13%–
PEGI NewPATTERN ENERGY$290,000–15,500–0.12%–
NewCHART INDUSTRIESdeb$246,000–244,000–0.10%–
GLP NewGLOBAL PARTNERS$240,000–14,100–0.10%–
CFNB NewCALIFORNIA FIRST NATL$237,000–15,000–0.10%–
NewCOLONY CAPITALdeb$223,000–235,000–0.09%–
EXEL NewEXELIXIS$215,000–10,000–0.09%–
OXBR NewOXBRIDGE$210,000–120,000–0.09%–
FISI NewFINANCIAL INST$197,000–6,000–0.08%–
ADXS NewADVAXIS INC$145,000–100,000–0.06%–
NewAPOLLO COMLdeb$101,000–95,000–0.04%–
Q4 2017
 Value Shares↓ Weighting
RPT ExitRAMCO GERSHNSN$0–-8,000–-0.05%–
ExitAPPOLO COMLdeb$0–-95,000–-0.05%–
NAVI ExitNAVIENT CORP$0–-7,500–-0.05%–
PPL ExitPPL CORP$0–-3,000–-0.05%–
TEVA ExitTEVA PHARM$0–-6,900–-0.05%–
CVE ExitCENOVUS ENERGY$0–-12,500–-0.06%–
AMRB ExitAMERICAN RIVER$0–-10,000–-0.06%–
GME ExitGAMESTOP$0–-7,000–-0.06%–
ExitAMERICAN RLTYdeb$0–-140,000–-0.06%–
CVBF ExitCVB FINANCIAL$0–-6,000–-0.06%–
CWB ExitSPDR BARCLAYS$0–-37,225–-0.08%–
INTC ExitINTEL CORP$0–-5,000–-0.08%–
IVZ ExitINVESCO LTD$0–-5,500–-0.09%–
PKBK ExitPARKE BANCORP$0–-9,174–-0.09%–
ADXS ExitADVAXIS INC$0–-50,000–-0.09%–
ExitCHART INDUSTRIESdeb$0–-215,000–-0.10%–
SBFG ExitSB FINANCIAL$0–-12,786–-0.10%–
SFL ExitSHIP FINANCE$0–-15,200–-0.10%–
CHK ExitCHESAPEAKE ENERGY$0–-53,100–-0.10%–
GLP ExitGLOBAL PARTNERS$0–-14,100–-0.11%–
AUPH ExitAURINIA PHARM$0–-40,000–-0.11%–
ExitMACQUARIE INFRAdeb$0–-280,000–-0.13%–
NGD ExitNEW GOLD INC$0–-87,500–-0.14%–
SSBI ExitSUMMIT STATE$0–-27,261–-0.15%–
CLNS ExitCOLONY NORTHSTAR$0–-27,400–-0.15%–
ExitSPIRIT REALTYdeb$0–-345,000–-0.16%–
ExitENVESTNETdeb$0–-350,000–-0.16%–
MIC ExitMACQUARIE INFRA$0–-5,200–-0.17%–
ExitARES CAPITALdeb$0–-445,000–-0.20%–
OXBR ExitOXBRIDGE$0–-120,000–-0.21%–
MRK ExitMERCK$0–-8,000–-0.23%–
ExitMETRO PHOENIX$0–-66,667–-0.23%–
ExitEQT CORP$0–-85,000–-0.25%–
XRX ExitXEROX CORP$0–-17,000–-0.25%–
COFWS ExitCAPITAL ONEwts$0–-14,000–-0.27%–
GNW ExitGENWORTH FINL$0–-160,000–-0.27%–
CIT ExitCIT GROUP$0–-13,800–-0.30%–
VSTO ExitVISTA OUTDOOR$0–-29,500–-0.30%–
EXEL ExitEXELIXIS$0–-30,000–-0.32%–
JCI ExitJOHNSON CONTROL$0–-19,000–-0.34%–
JPMWS ExitJPMORGAN CHASEwts$0–-14,000–-0.35%–
BX ExitBLACKSTONE GROUP$0–-24,000–-0.36%–
ExitEXELONpfd$0–-21,286–-0.36%–
GMWSB ExitGENERAL MOTORSwts$0–-36,000–-0.36%–
AXL ExitAMERICAN AXLE$0–-47,000–-0.37%–
VGM ExitINVESCO TR INVT$0–-64,985–-0.39%–
SBFGP ExitSB FINANCIALpfd$0–-59,872–-0.44%–
VER ExitVEREIT INC$0–-120,100–-0.44%–
ExitJEFFERIES GROUPdeb$0–-1,155,000–-0.51%–
ExitMEDICAL PROPERTY$0–-98,200–-0.57%–
CZFC ExitCITIZENS FIRST BANK$0–-55,000–-0.58%–
NYCB ExitNY COMM BANC$0–-111,800–-0.64%–
PFE ExitPFIZER$0–-41,000–-0.65%–
CWBC ExitCOMMUNITY WEST$0–-142,100–-0.65%–
ANTX ExitANTHEM UTSpfd$0–-29,585–-0.69%–
AHT ExitASHFORD HOSPTY$0–-240,500–-0.71%–
ExitATLAS AIR WWdeb$0–-1,330,000–-0.71%–
LXPPRC ExitLEXINGTON PTYpfd$0–-31,763–-0.72%–
ExitROYAL GOLDdeb$0–-1,571,000–-0.77%–
ExitCOLONY CAPITALdeb$0–-1,710,000–-0.78%–
WELLPRI ExitWELLTOWERpfd$0–-31,396–-0.89%–
SRC ExitSPIRIT REALTY$0–-257,200–-0.98%–
DM ExitDOMINION ENERGY$0–-70,077–-1.00%–
HCI ExitHCI GROUP$0–-63,796–-1.09%–
ExitAMERICAN RLTYdeb$0–-2,592,000–-1.16%–
AAPL ExitAPPLE INC$0–-17,866–-1.22%–
ExitARES CAPITALdeb$0–-2,905,000–-1.30%–
F ExitFORD MOTOR$0–-247,422–-1.32%–
DCUD ExitDOMINION RESOURCEpfd$0–-71,130–-1.61%–
ExitSHUTTERFLYdeb$0–-3,673,000–-1.62%–
TYFDL ExitTYSON FOODSpfd$0–-56,499–-1.77%–
ExitPATTERN ENERGYdeb$0–-3,905,000–-1.80%–
ARNCPRB ExitARCONIC INCpfd$0–-109,024–-1.89%–
LION ExitFIDELITY SOUTHERN$0–-192,694–-2.03%–
ExitSPIRIT REALTYdeb$0–-4,663,000–-2.08%–
ExitCARRIAGE SERVICEdeb$0–-3,890,000–-2.16%–
EPRPRC ExitEPR PROPERTIESpfd$0–-177,552–-2.19%–
WY ExitWEYERHAEUSER$0–-153,636–-2.33%–
ExitCONS TOMOKAdeb$0–-5,114,000–-2.45%–
LFGP ExitLEDYARD FINANCIAL$0–-274,872–-2.51%–
ExitCOWEN GROUPdeb$0–-5,453,000–-2.55%–
ExitSHIP FINANCEdeb$0–-5,567,000–-2.71%–
CCI ExitCROWN CASTLE$0–-68,371–-3.04%–
ExitHCI GROUPdeb$0–-7,451,000–-3.27%–
ExitGENERAL MOTORS$0–-193,659–-3.48%–
SNY ExitSANOFI SPONSOR$0–-157,524–-3.49%–
ExitCOLONY CAPITALdeb$0–-8,020,000–-3.58%–
MET ExitMETLIFE$0–-160,917–-3.72%–
RPTPRD ExitRAMCO GERSHNSNpfd$0–-154,916–-3.73%–
TSBK ExitTIMBERLAND BANK$0–-287,949–-4.02%–
NYCBPRU ExitNY COMM BANCpfd$0–-180,372–-4.08%–
ExitNATIONAL HEALTHdeb$0–-9,745,000–-4.98%–
LXP ExitLEXINGTON PTY$0–-1,547,684–-7.04%–
Q3 2017
 Value Shares↓ Weighting
LXP SellLEXINGTON PTY$15,817,000
-48.1%
1,547,684
-49.7%
7.04%
-3.9%
SellNATIONAL HEALTHdeb$11,194,000
-50.7%
9,745,000
-50.0%
4.98%
-8.8%
NYCBPRU SellNY COMM BANCpfd$9,172,000
-52.0%
180,372
-51.4%
4.08%
-11.1%
TSBK SellTIMBERLAND BANK$9,024,000
-38.0%
287,949
-50.0%
4.02%
+14.8%
RPTPRD SellRAMCO GERSHNSNpfd$8,384,000
-48.6%
154,916
-50.0%
3.73%
-4.8%
MET SellMETLIFE$8,360,000
-51.8%
160,917
-49.1%
3.72%
-10.8%
SellCOLONY CAPITALdeb$8,045,000
-50.5%
8,020,000
-49.9%
3.58%
-8.3%
SNY SellSANOFI SPONSOR$7,843,000
-48.7%
157,524
-50.6%
3.49%
-5.0%
SellGENERAL MOTORS$7,820,000
-43.7%
193,659
-51.3%
3.48%
+4.3%
SellHCI GROUPdeb$7,353,000
-50.4%
7,451,000
-49.0%
3.27%
-8.2%
CCI SellCROWN CASTLE$6,836,000
-50.1%
68,371
-50.0%
3.04%
-7.6%
SellSHIP FINANCEdeb$6,096,000
-67.2%
5,567,000
-68.2%
2.71%
-39.2%
SellCOWEN GROUPdeb$5,722,000
-48.8%
5,453,000
-50.0%
2.55%
-5.2%
LFGP BuyLEDYARD FINANCIAL$5,635,000
+4.0%
274,872
+204.4%
2.51%
+92.6%
SellCONS TOMOKAdeb$5,497,000
-48.1%
5,114,000
-50.0%
2.45%
-3.9%
WY SellWEYERHAEUSER$5,228,000
-45.9%
153,636
-46.7%
2.33%
+0.3%
EPRPRC SellEPR PROPERTIESpfd$4,920,000
-51.0%
177,552
-50.0%
2.19%
-9.2%
SellCARRIAGE SERVICEdeb$4,860,000
-51.8%
3,890,000
-50.0%
2.16%
-10.8%
BuySPIRIT REALTYdeb$4,675,000
-49.4%
4,663,000
+49900.0%
2.08%
-6.3%
LION SellFIDELITY SOUTHERN$4,555,000
-46.6%
192,694
-48.4%
2.03%
-1.2%
ARNCPRB SellARCONIC INCpfd$4,241,000
-45.7%
109,024
-50.0%
1.89%
+0.6%
NewPATTERN ENERGYdeb$4,056,000–3,905,000–1.80%–
TYFDL SellTYSON FOODSpfd$3,980,000
-45.8%
56,499
-47.8%
1.77%
+0.4%
SellSHUTTERFLYdeb$3,636,000
-48.7%
3,673,000
-48.3%
1.62%
-5.0%
DCUD SellDOMINION RESOURCEpfd$3,610,000
-44.6%
71,130
-45.0%
1.61%
+2.7%
F SellFORD MOTOR$2,961,000
-47.0%
247,422
-50.5%
1.32%
-1.9%
SellARES CAPITALdeb$2,919,000
-50.4%
2,905,000
-50.0%
1.30%
-8.3%
AAPL SellAPPLE INC$2,753,000
-57.5%
17,866
-60.3%
1.22%
-21.3%
SellAMERICAN RLTYdeb$2,608,000
-49.9%
2,592,000
-50.0%
1.16%
-7.2%
HCI SellHCI GROUP$2,440,000
-63.7%
63,796
-55.4%
1.09%
-32.8%
DM SellDOMINION ENERGY$2,242,000
-36.3%
70,077
-42.6%
1.00%
+18.0%
SRC SellSPIRIT REALTY$2,204,000
-20.9%
257,200
-31.6%
0.98%
+46.4%
WELLPRI SellWELLTOWERpfd$1,991,000
-52.1%
31,396
-50.0%
0.89%
-11.4%
BuyCOLONY CAPITALdeb$1,750,000
+19.4%
1,710,000
+22.1%
0.78%
+121.3%
SellROYAL GOLDdeb$1,734,000
-48.8%
1,571,000
-50.0%
0.77%
-5.2%
LXPPRC SellLEXINGTON PTYpfd$1,620,000
-49.9%
31,763
-50.0%
0.72%
-7.2%
AHT SellASHFORD HOSPTY$1,604,000
-39.3%
240,500
-44.7%
0.71%
+12.3%
SellATLAS AIR WWdeb$1,604,000
-42.6%
1,330,000
-50.0%
0.71%
+6.2%
ANTX SellANTHEM UTSpfd$1,547,000
-50.6%
29,585
-50.0%
0.69%
-8.5%
CWBC SellCOMMUNITY WEST$1,470,000
-48.8%
142,100
-50.0%
0.65%
-5.2%
PFE SellPFIZER$1,464,000
-45.5%
41,000
-48.8%
0.65%
+0.9%
NYCB SellNY COMM BANC$1,441,000
-18.6%
111,800
-17.1%
0.64%
+50.8%
CZFC SellCITIZENS FIRST BANK$1,311,000
-25.0%
55,000
-31.8%
0.58%
+38.8%
SellMEDICAL PROPERTY$1,289,000
-0.8%
98,200
-2.8%
0.57%
+84.0%
SellJEFFERIES GROUPdeb$1,156,000
-50.1%
1,155,000
-50.0%
0.51%
-7.7%
VER SellVEREIT INC$996,000
-48.6%
120,100
-49.5%
0.44%
-4.9%
SBFGP SellSB FINANCIALpfd$985,000
-48.5%
59,872
-49.8%
0.44%
-4.8%
VGM SellINVESCO TR INVT$871,000
-49.4%
64,985
-49.3%
0.39%
-6.1%
AXL NewAMERICAN AXLE$826,000–47,000–0.37%–
GMWSB SellGENERAL MOTORSwts$807,000
-40.5%
36,000
-53.8%
0.36%
+10.1%
NewEXELONpfd$802,000–21,286–0.36%–
BX SellBLACKSTONE GROUP$801,000
-33.2%
24,000
-33.3%
0.36%
+23.6%
JPMWS SellJPMORGAN CHASEwts$787,000
-47.8%
14,000
-53.3%
0.35%
-3.3%
JCI SellJOHNSON CONTROL$765,000
-51.0%
19,000
-47.2%
0.34%
-9.3%
EXEL SellEXELIXIS$727,000
-53.2%
30,000
-52.4%
0.32%
-13.1%
VSTO NewVISTA OUTDOOR$677,000–29,500–0.30%–
CIT NewCIT GROUP$677,000–13,800–0.30%–
GNW NewGENWORTH FINL$616,000–160,000–0.27%–
COFWS SellCAPITAL ONEwts$597,000
-48.6%
14,000
-50.0%
0.27%
-4.7%
XRX NewXEROX CORP$566,000–17,000–0.25%–
BuyEQT CORP$554,000
-44.4%
85,000
+400.0%
0.25%
+3.3%
NewMETRO PHOENIX$517,000–66,667–0.23%–
MRK SellMERCK$512,000
-43.0%
8,000
-42.9%
0.23%
+5.6%
OXBR SellOXBRIDGE$468,000
-65.5%
120,000
-50.0%
0.21%
-36.2%
SellARES CAPITALdeb$455,000
-50.3%
445,000
-50.0%
0.20%
-7.7%
MIC BuyMACQUARIE INFRA$375,000
+19.4%
5,200
+30.0%
0.17%
+122.7%
SellENVESTNETdeb$368,000
-83.4%
350,000
-84.5%
0.16%
-69.3%
SellSPIRIT REALTYdeb$352,000
-48.5%
345,000
-50.0%
0.16%
-4.3%
CLNS NewCOLONY NORTHSTAR$344,000–27,400–0.15%–
SSBI SellSUMMIT STATE$339,000
-52.1%
27,261
-50.0%
0.15%
-11.2%
NGD NewNEW GOLD INC$325,000–87,500–0.14%–
SellMACQUARIE INFRAdeb$297,000
-51.9%
280,000
-50.0%
0.13%
-11.4%
AUPH SellAURINIA PHARM$251,000
-31.8%
40,000
-33.3%
0.11%
+27.3%
GLP SellGLOBAL PARTNERS$245,000
-51.8%
14,100
-50.0%
0.11%
-10.7%
CHK SellCHESAPEAKE ENERGY$228,000
-36.3%
53,100
-26.2%
0.10%
+17.4%
SFL SellSHIP FINANCE$220,000
-46.9%
15,200
-50.0%
0.10%
-2.0%
SBFG SellSB FINANCIAL$219,000
-49.3%
12,786
-50.0%
0.10%
-6.7%
SellCHART INDUSTRIESdeb$214,000
-49.8%
215,000
-50.0%
0.10%
-6.9%
ADXS BuyADVAXIS INC$209,000
-19.6%
50,000
+25.0%
0.09%
+50.0%
PKBK NewPARKE BANCORP$204,000–9,174–0.09%–
IVZ SellINVESCO LTD$193,000
-67.7%
5,500
-67.6%
0.09%
-40.3%
CWB BuySPDR BARCLAYS$190,000
-48.1%
37,225
+405.8%
0.08%
-3.4%
INTC NewINTEL CORP$190,000–5,000–0.08%–
SellAMERICAN RLTYdeb$145,000
-49.7%
140,000
-50.0%
0.06%
-5.8%
CVBF SellCVB FINANCIAL$145,000
-45.9%
6,000
-50.0%
0.06%
+1.6%
GME SellGAMESTOP$145,000
-44.2%
7,000
-41.7%
0.06%
+4.8%
AMRB NewAMERICAN RIVER$138,000–10,000–0.06%–
CVE NewCENOVUS ENERGY$125,000–12,500–0.06%–
TEVA SellTEVA PHARM$121,000
-54.5%
6,900
-13.8%
0.05%
-15.6%
PPL NewPPL CORP$114,000–3,000–0.05%–
NAVI SellNAVIENT CORP$113,000
-54.8%
7,500
-50.0%
0.05%
-16.7%
RPT SellRAMCO GERSHNSN$104,000
-49.5%
8,000
-50.0%
0.05%
-8.0%
NewAPPOLO COMLdeb$103,000–95,000–0.05%–
ESV ExitENSCO PLC$0–-25,000–-0.03%–
JPM ExitJPMORGAN CHASE$0–-3,000–-0.07%–
ExitTOLL BROSdeb$0–-680,000–-0.16%–
ExitTTM TECHdeb$0–-450,000–-0.20%–
Q2 2017
 Value Shares↓ Weighting
LXP NewLEXINGTON PTY$30,482,000–3,075,968–7.33%–
NewNATIONAL HEALTHdeb$22,718,000–19,490,000–5.46%–
NYCBPRU NewNY COMM BANCpfd$19,102,000–370,912–4.59%–
NewSHIP FINANCEdeb$18,576,000–17,514,000–4.46%–
MET NewMETLIFE$17,352,000–315,834–4.17%–
RPTPRD NewRAMCO GERSHNSNpfd$16,314,000–309,832–3.92%–
NewCOLONY CAPITALdeb$16,240,000–16,000,000–3.90%–
SNY NewSANOFI SPONSOR$15,286,000–319,048–3.67%–
NewHCI GROUPdeb$14,832,000–14,622,000–3.56%–
TSBK NewTIMBERLAND BANK$14,552,000–575,898–3.50%–
NewGENERAL MOTORS$13,878,000–397,318–3.34%–
CCI NewCROWN CASTLE$13,698,000–136,742–3.29%–
NewCOWEN GROUPdeb$11,178,000–10,906,000–2.69%–
NewCONS TOMOKAdeb$10,586,000–10,228,000–2.54%–
NewCARRIAGE SERVICEdeb$10,090,000–7,780,000–2.42%–
EPRPRC NewEPR PROPERTIESpfd$10,032,000–355,104–2.41%–
WY NewWEYERHAEUSER$9,656,000–288,272–2.32%–
NewSPIRIT REALTYdeb$9,238,000–9,326–2.22%–
LION NewFIDELITY SOUTHERN$8,536,000–373,388–2.05%–
ARNCPRB NewARCONIC INCpfd$7,806,000–218,048–1.88%–
TYFDL NewTYSON FOODSpfd$7,340,000–108,288–1.76%–
NewSHUTTERFLYdeb$7,084,000–7,106,000–1.70%–
HCI NewHCI GROUP$6,726,000–143,192–1.62%–
DCUD NewDOMINION RESOURCEpfd$6,512,000–129,410–1.56%–
AAPL NewAPPLE INC$6,474,000–44,948–1.56%–
NewARES CAPITALdeb$5,890,000–5,810,000–1.42%–
F NewFORD MOTOR$5,592,000–499,844–1.34%–
LFGP NewLEDYARD FINANCIAL$5,417,000–90,285–1.30%–
NewAMERICAN RLTYdeb$5,206,000–5,184,000–1.25%–
WELLPRI NewWELLTOWERpfd$4,160,000–62,792–1.00%–
DM NewDOMINION ENERGY$3,520,000–122,000–0.85%–
NewROYAL GOLDdeb$3,388,000–3,142,000–0.81%–
LXPPRC NewLEXINGTON PTYpfd$3,232,000–63,526–0.78%–
ANTX NewANTHEM UTSpfd$3,132,000–59,170–0.75%–
CWBC NewCOMMUNITY WEST$2,870,000–284,200–0.69%–
NewATLAS AIR WWdeb$2,796,000–2,660,000–0.67%–
SRC NewSPIRIT REALTY$2,788,000–376,200–0.67%–
PFE NewPFIZER$2,688,000–80,000–0.65%–
AHT NewASHFORD HOSPTY$2,644,000–435,000–0.64%–
NewJEFFERIES GROUPdeb$2,318,000–2,310,000–0.56%–
NewENVESTNETdeb$2,222,000–2,260,000–0.53%–
VER NewVEREIT INC$1,938,000–238,000–0.47%–
SBFGP NewSB FINANCIALpfd$1,912,000–119,310–0.46%–
NYCB NewNY COMM BANC$1,770,000–134,800–0.42%–
CZFC NewCITIZENS FIRST BANK$1,748,000–80,650–0.42%–
VGM NewINVESCO TR INVT$1,720,000–128,252–0.41%–
JCI NewJOHNSON CONTROL$1,560,000–36,000–0.38%–
EXEL NewEXELIXIS$1,552,000–63,000–0.37%–
JPMWS NewJPMORGAN CHASEwts$1,508,000–30,000–0.36%–
NewCOLONY CAPITALdeb$1,466,000–1,400,000–0.35%–
GMWSB NewGENERAL MOTORSwts$1,356,000–78,000–0.33%–
OXBR NewOXBRIDGE$1,356,000–240,000–0.33%–
NewMEDICAL PROPERTY$1,300,000–101,000–0.31%–
BX NewBLACKSTONE GROUP$1,200,000–35,998–0.29%–
COFWS NewCAPITAL ONEwts$1,162,000–28,000–0.28%–
NewEQT CORP$996,000–17,000–0.24%–
NewARES CAPITALdeb$916,000–890,000–0.22%–
MRK NewMERCK$898,000–14,000–0.22%–
NewTTM TECHdeb$844,000–450,000–0.20%–
SSBI NewSUMMIT STATE$708,000–54,522–0.17%–
NewSPIRIT REALTYdeb$684,000–690,000–0.16%–
NewTOLL BROSdeb$678,000–680,000–0.16%–
NewMACQUARIE INFRAdeb$618,000–560,000–0.15%–
IVZ NewINVESCO LTD$598,000–17,000–0.14%–
GLP NewGLOBAL PARTNERS$508,000–28,200–0.12%–
SBFG NewSB FINANCIAL$432,000–25,572–0.10%–
NewCHART INDUSTRIESdeb$426,000–430,000–0.10%–
SFL NewSHIP FINANCE$414,000–30,400–0.10%–
AUPH NewAURINIA PHARM$368,000–60,000–0.09%–
CWB NewSPDR BARCLAYS$366,000–7,360–0.09%–
CHK NewCHESAPEAKE ENERGY$358,000–72,000–0.09%–
MIC NewMACQUARIE INFRA$314,000–4,000–0.08%–
NewAMERICAN RLTYdeb$288,000–280,000–0.07%–
JPM NewJPMORGAN CHASE$274,000–3,000–0.07%–
CVBF NewCVB FINANCIAL$268,000–12,000–0.06%–
TEVA NewTEVA PHARM$266,000–8,000–0.06%–
GME NewGAMESTOP$260,000–12,000–0.06%–
ADXS NewADVAXIS INC$260,000–40,000–0.06%–
NAVI NewNAVIENT CORP$250,000–15,000–0.06%–
RPT NewRAMCO GERSHNSN$206,000–16,000–0.05%–
ESV NewENSCO PLC$128,000–25,000–0.03%–
Q4 2016
 Value Shares↓ Weighting
NEBLQ ExitNOBLE CORP.$0–-16,000–-0.03%–
HOG ExitHARLEY DAVIDSON$0–-2,000–-0.03%–
KEY ExitKEYCORP$0–-10,000–-0.04%–
WU ExitWESTERN UNION$0–-6,000–-0.04%–
ESV ExitENSCO PLC$0–-15,700–-0.04%–
CVX ExitCHEVRON$0–-1,350–-0.04%–
CWB ExitSPDR BARCLAYS$0–-3,260–-0.05%–
ETN ExitEATON CORP$0–-2,500–-0.05%–
CZFC ExitCITIZENS FIRST BANK$0–-12,222–-0.06%–
SFL ExitSHIP FINANCE$0–-15,200–-0.07%–
SBFG ExitSB FINANCIAL$0–-18,000–-0.07%–
SSBI ExitSUMMIT STATE$0–-17,500–-0.08%–
XRX ExitXEROX CORP$0–-27,000–-0.09%–
NAVI ExitNAVIENT CORP$0–-21,000–-0.10%–
IVZ ExitINVESCO LTD$0–-10,000–-0.10%–
ExitPROSHARES$0–-10,000–-0.10%–
ExitMACQUARIE INFRAdeb$0–-280,000–-0.11%–
ExitMEDICAL PROPERTY$0–-22,500–-0.11%–
GME ExitGAMESTOP$0–-13,000–-0.12%–
HTLF ExitHEARTLAND FINL$0–-10,000–-0.12%–
ExitTOLL BROSdeb$0–-370,000–-0.12%–
DM ExitDOMINION MIDSTREM$0–-16,000–-0.12%–
FITB ExitFIFTH THIRD BANK$0–-18,900–-0.12%–
BAC ExitBANK OF AMERICA$0–-28,000–-0.14%–
PRU ExitPRUDENTIAL FINL$0–-6,000–-0.16%–
JCI ExitJOHNSON CONTROL$0–-12,080–-0.18%–
WFC ExitWELLS FARGO$0–-13,100–-0.19%–
EXCU ExitEXELON CORPpfd$0–-12,667–-0.19%–
OXBR ExitOXBRIDGE$0–-120,000–-0.19%–
COFWS ExitCAPITAL ONEwts$0–-20,000–-0.20%–
ExitJ2 GLOBALdeb$0–-530,000–-0.20%–
EXEL ExitEXELIXIS$0–-48,000–-0.20%–
ExitCHART INDdeb$0–-640,000–-0.20%–
BBT ExitBB&T CORP$0–-17,000–-0.21%–
MRK ExitMERCK$0–-10,500–-0.21%–
ExitSPIRIT REALTYdeb$0–-585,000–-0.21%–
GT ExitGOODYEAR TIRE$0–-21,287–-0.22%–
VER ExitVEREIT INC$0–-69,000–-0.23%–
JPMWS ExitJPMORGAN CHASEwts$0–-30,000–-0.24%–
GMWSB ExitGENERAL MOTORSwts$0–-5,314–-0.24%–
NYCB ExitNY COMM BANC$0–-58,500–-0.27%–
ExitASCENT CAPITALdeb$0–-1,300,000–-0.30%–
VGM ExitINVESCO TR INVT$0–-65,565–-0.30%–
CWBC ExitCOMMUNITY WEST$0–-114,715–-0.30%–
ExitENVESTNETdeb$0–-1,085,000–-0.33%–
PFE ExitPFIZER$0–-34,000–-0.37%–
ExitJEFFERIES GROUPdeb$0–-1,170,000–-0.38%–
AHT ExitASHFORD HOSPTY$0–-202,500–-0.38%–
ExitATLAS AIR WWdeb$0–-1,330,000–-0.42%–
SWZ ExitSWISS HELVETIA$0–-123,865–-0.43%–
FGBI ExitFIRST GUARANTY$0–-89,400–-0.47%–
WY ExitWEYERHAEUSER$0–-55,635–-0.57%–
ExitROYAL GOLDdeb$0–-1,596,000–-0.57%–
DCUD ExitDOMINION RESOURCEpfd$0–-40,985–-0.66%–
WELLPRI ExitWELLTOWERpfd$0–-31,396–-0.67%–
ExitAMERICAN RLTYdeb$0–-2,537,000–-0.82%–
ExitARES CAPITALdeb$0–-2,550,000–-0.85%–
ExitCOWEN GROUPdeb$0–-2,788,000–-0.87%–
TSBK ExitTIMBERLAND BANK$0–-195,119–-0.99%–
LION ExitFIDELITY SOUTHERN$0–-183,709–-1.09%–
ExitSHUTTERFLYdeb$0–-3,548,000–-1.12%–
LXPPRC ExitLEXINGTON PTYpfd$0–-73,250–-1.25%–
F ExitFORD MOTOR$0–-322,173–-1.25%–
AAPL ExitAPPLE INC$0–-36,879–-1.34%–
TYFDL ExitTYSON FOODSpfd$0–-54,434–-1.44%–
ExitCARRIAGE SERVICEdeb$0–-4,005,000–-1.51%–
EPRPRC ExitEPR PROPERTIESpfd$0–-177,552–-1.76%–
CCIPRA ExitCROWN CASTLEpfd$0–-49,857–-1.82%–
SNY ExitSANOFI SPONSOR$0–-158,500–-1.95%–
HCI ExitHCI GROUP$0–-202,348–-1.98%–
ExitGENERAL MOTORS$0–-199,202–-2.04%–
ExitHCI GROUPdeb$0–-7,441,000–-2.30%–
MET ExitMETLIFE$0–-169,186–-2.42%–
AGNPRA ExitALLERGANpfd$0–-10,069–-2.66%–
NYCBPRU ExitNY COMM BANCpfd$0–-173,821–-2.81%–
ExitSHIP FINANCEdeb$0–-8,802,000–-3.06%–
RPTPRD ExitRAMCO GERSHNSNpfd$0–-150,816–-3.34%–
ExitSPIRIT REALTYdeb$0–-10,603,000–-3.77%–
ExitTTM TECHdeb$0–-9,754,000–-4.16%–
LXP ExitLEXINGTON PTY$0–-1,689,634–-5.61%–
ExitNATIONAL HEALTHdeb$0–-9,820,000–-36.16%–
Q3 2016
 Value Shares↓ Weighting
SellNATIONAL HEALTHdeb$112,219,000
+933.2%
9,820,000
-0.2%
36.16%
+1099.8%
LXP SellLEXINGTON PTY$17,403,000
+0.9%
1,689,634
-1.0%
5.61%
+17.1%
SellTTM TECHdeb$12,899,000
+18.4%
9,754,000
-11.3%
4.16%
+37.5%
SellSPIRIT REALTYdeb$11,709,000
+1.8%
10,603,000
-0.5%
3.77%
+18.2%
RPTPRD SellRAMCO GERSHNSNpfd$10,355,000
-3.2%
150,816
-0.6%
3.34%
+12.4%
NYCBPRU BuyNY COMM BANCpfd$8,708,000
+2.0%
173,821
+2.8%
2.81%
+18.4%
AGNPRA BuyALLERGANpfd$8,271,000
+17.9%
10,069
+19.6%
2.66%
+36.8%
MET SellMETLIFE$7,517,000
+11.3%
169,186
-0.2%
2.42%
+29.2%
SellHCI GROUPdeb$7,134,000
+8.8%
7,441,000
-0.7%
2.30%
+26.4%
SellGENERAL MOTORS$6,328,000
+11.3%
199,202
-0.9%
2.04%
+29.2%
HCI SellHCI GROUP$6,143,000
+9.5%
202,348
-1.6%
1.98%
+27.2%
SNY SellSANOFI SPONSOR$6,053,000
-9.3%
158,500
-0.6%
1.95%
+5.3%
CCIPRA SellCROWN CASTLEpfd$5,634,000
-16.7%
49,857
-10.8%
1.82%
-3.3%
EPRPRC SellEPR PROPERTIESpfd$5,445,000
-0.7%
177,552
-0.6%
1.76%
+15.3%
SellCARRIAGE SERVICEdeb$4,693,000
-1.4%
4,005,000
-1.2%
1.51%
+14.4%
TYFDL SellTYSON FOODSpfd$4,456,000
+10.4%
54,434
-0.4%
1.44%
+28.1%
AAPL SellAPPLE INC$4,169,000
-8.9%
36,879
-23.0%
1.34%
+5.7%
F SellFORD MOTOR$3,888,000
-8.1%
322,173
-4.3%
1.25%
+6.6%
LXPPRC SellLEXINGTON PTYpfd$3,882,000
-30.8%
73,250
-34.1%
1.25%
-19.7%
SellSHUTTERFLYdeb$3,474,000
-1.8%
3,548,000
-0.7%
1.12%
+14.1%
LION BuyFIDELITY SOUTHERN$3,378,000
+18.4%
183,709
+0.9%
1.09%
+37.5%
TSBK BuyTIMBERLAND BANK$3,073,000
+341.5%
195,119
+320.5%
0.99%
+413.0%
SellCOWEN GROUPdeb$2,692,000
+6.3%
2,788,000
-1.2%
0.87%
+23.5%
SellARES CAPITALdeb$2,629,000
-2.2%
2,550,000
-1.9%
0.85%
+13.5%
SellAMERICAN RLTYdeb$2,530,000
-0.2%
2,537,000
-1.2%
0.82%
+15.8%
DCUD NewDOMINION RESOURCEpfd$2,045,000–40,985–0.66%–
SellROYAL GOLDdeb$1,782,000
-23.5%
1,596,000
-26.7%
0.57%
-11.1%
WY BuyWEYERHAEUSER$1,777,000
+488.4%
55,635
+448.1%
0.57%
+582.1%
FGBI BuyFIRST GUARANTY$1,452,000
+3.9%
89,400
+2.3%
0.47%
+20.6%
SWZ BuySWISS HELVETIA$1,324,000
+5.3%
123,865
+2.0%
0.43%
+22.3%
SellATLAS AIR WWdeb$1,289,000
-1.8%
1,330,000
-1.8%
0.42%
+14.0%
AHT BuyASHFORD HOSPTY$1,192,000
+15.6%
202,500
+5.5%
0.38%
+34.3%
SellJEFFERIES GROUPdeb$1,186,000
-2.4%
1,170,000
-2.5%
0.38%
+13.4%
SellENVESTNETdeb$1,036,000
+4.9%
1,085,000
-0.9%
0.33%
+21.9%
CWBC BuyCOMMUNITY WEST$940,000
+38.0%
114,715
+23.9%
0.30%
+60.3%
GMWSB SellGENERAL MOTORSwts$741,000
+18.0%
5,314
-91.1%
0.24%
+37.4%
JPMWS SellJPMORGAN CHASEwts$739,000
-8.8%
30,000
-25.0%
0.24%
+5.8%
VER SellVEREIT INC$715,000
-20.7%
69,000
-22.5%
0.23%
-8.0%
GT BuyGOODYEAR TIRE$687,000
+47.1%
21,287
+16.8%
0.22%
+70.0%
MRK SellMERCK$655,000
-90.5%
10,500
-91.2%
0.21%
-89.0%
BBT SellBB&T CORP$641,0000.0%17,000
-5.6%
0.21%
+16.3%
EXEL NewEXELIXIS$614,000–48,000–0.20%–
SellJ2 GLOBALdeb$613,000
+1.3%
530,000
-1.9%
0.20%
+17.9%
COFWS SellCAPITAL ONEwts$608,000
-19.3%
20,000
-36.7%
0.20%
-6.2%
EXCU SellEXELON CORPpfd$592,000
-30.5%
12,667
-26.6%
0.19%
-19.1%
WFC BuyWELLS FARGO$580,000
+1.2%
13,100
+8.3%
0.19%
+17.6%
JCI BuyJOHNSON CONTROL$562,000
+69.3%
12,080
+61.1%
0.18%
+96.7%
PRU SellPRUDENTIAL FINL$490,000
-14.2%
6,000
-25.0%
0.16%0.0%
FITB SellFIFTH THIRD BANK$386,000
-12.1%
18,900
-24.4%
0.12%
+1.6%
DM NewDOMINION MIDSTREM$382,000–16,000–0.12%–
SellTOLL BROSdeb$362,000
-6.2%
370,000
-6.3%
0.12%
+9.3%
GME SellGAMESTOP$358,000
-3.8%
13,000
-7.1%
0.12%
+11.7%
NewMEDICAL PROPERTY$332,000–22,500–0.11%–
SellMACQUARIE INFRAdeb$328,000
-0.9%
280,000
-3.4%
0.11%
+15.2%
BuyPROSHARES$316,000
+24.9%
10,000
+25.0%
0.10%
+45.7%
NAVI SellNAVIENT CORP$303,000
-2.6%
21,000
-19.2%
0.10%
+14.0%
SSBI BuySUMMIT STATE$237,000
+5.8%
17,500
+7.3%
0.08%
+22.6%
SBFG NewSB FINANCIAL$226,000–18,000–0.07%–
CZFC NewCITIZENS FIRST BANK$195,000–12,222–0.06%–
ETN SellEATON CORP$164,000
-65.7%
2,500
-68.8%
0.05%
-60.2%
CWB NewSPDR BARCLAYS$151,000–3,260–0.05%–
ESV SellENSCO PLC$133,000
-27.7%
15,700
-17.4%
0.04%
-15.7%
WU SellWESTERN UNION$125,000
-61.7%
6,000
-64.7%
0.04%
-55.6%
KEY NewKEYCORP$121,000–10,000–0.04%–
HOG SellHARLEY DAVIDSON$105,000
-42.0%
2,000
-50.0%
0.03%
-32.0%
ExitPSB HOLDINGS$0–-1,500–-0.02%–
FMBM ExitF&M BANCORP$0–-5,000–-0.03%–
NSFC ExitNORTHERN STATES$0–-22,000–-0.04%–
JPM ExitJP MORGAN CHASE$0–-2,500–-0.04%–
WYPRA ExitWEYERHAEUSERpfd$0–-3,700–-0.05%–
ABBV ExitABBVIE$0–-3,100–-0.05%–
STX ExitSEAGATE TECH$0–-8,000–-0.05%–
KSS ExitKOHLS GROUP$0–-5,800–-0.06%–
ExitCHESAPEAKE FINL$0–-13,853–-0.07%–
NWIN ExitNORTHWEST IN BANC$0–-10,000–-0.08%–
IP ExitINTL PAPER$0–-7,000–-0.08%–
NWYF ExitNORTHWAY FINL$0–-16,153–-0.10%–
ExitRIDGESTONE FINL$0–-34,500–-0.25%–
LFGP ExitLEDYARD FINANCIAL$0–-57,190–-0.75%–
ExitEXELIXISdeb$0–-3,424,000–-1.41%–
VCBP ExitVALLEY COMMUNITY$0–-9,000–-39.97%–
Q2 2016
 Value Shares↓ Weighting
VCBP NewVALLEY COMMUNITY$144,000,000–9,000–39.97%–
LXP NewLEXINGTON PTY$17,250,000–1,706,284–4.79%–
NewSPIRIT REALTYdeb$11,497,000–10,658,000–3.19%–
NewTTM TECHdeb$10,895,000–10,991,000–3.02%–
NewNATIONAL HEALTHdeb$10,861,000–9,840,000–3.01%–
RPTPRD NewRAMCO GERSHNSNpfd$10,699,000–151,716–2.97%–
NewSHIP FINANCEdeb$9,280,000–8,802,000–2.58%–
NYCBPRU NewNY COMM BANCpfd$8,535,000–169,149–2.37%–
AGNPRA NewALLERGANpfd$7,017,000–8,418–1.95%–
MRK NewMERCK$6,896,000–119,705–1.91%–
CCIPRA NewCROWN CASTLEpfd$6,765,000–55,912–1.88%–
MET NewMETLIFE$6,751,000–169,505–1.87%–
SNY NewSANOFI SPONSOR$6,675,000–159,500–1.85%–
NewHCI GROUPdeb$6,554,000–7,496,000–1.82%–
NewGENERAL MOTORS$5,687,000–200,972–1.58%–
LXPPRC NewLEXINGTON PTYpfd$5,609,000–111,208–1.56%–
HCI NewHCI GROUP$5,611,000–205,706–1.56%–
EPRPRC NewEPR PROPERTIESpfd$5,483,000–178,552–1.52%–
NewEXELIXISdeb$5,074,000–3,424,000–1.41%–
NewCARRIAGE SERVICEdeb$4,762,000–4,055,000–1.32%–
AAPL NewAPPLE INC$4,577,000–47,879–1.27%–
F NewFORD MOTOR$4,232,000–336,673–1.18%–
TYFDL NewTYSON FOODSpfd$4,038,000–54,659–1.12%–
NewSHUTTERFLYdeb$3,539,000–3,573,000–0.98%–
LION NewFIDELITY SOUTHERN$2,852,000–182,019–0.79%–
LFGP NewLEDYARD FINANCIAL$2,702,000–57,190–0.75%–
NewARES CAPITALdeb$2,689,000–2,600,000–0.75%–
NewAMERICAN RLTYdeb$2,536,000–2,567,000–0.70%–
NewCOWEN GROUPdeb$2,533,000–2,823,000–0.70%–
NewROYAL GOLDdeb$2,328,000–2,176,000–0.65%–
WELLPRI NewWELLTOWERpfd$2,129,000–31,396–0.59%–
FGBI NewFIRST GUARANTY$1,398,000–87,400–0.39%–
NewATLAS AIR WWdeb$1,313,000–1,355,000–0.36%–
SWZ NewSWISS HELVETIA$1,257,000–121,460–0.35%–
NewJEFFERIES GROUPdeb$1,215,000–1,200,000–0.34%–
PFE NewPFIZER$1,197,000–34,000–0.33%–
AHT NewASHFORD HOSPTY$1,031,000–192,000–0.29%–
NewENVESTNETdeb$988,000–1,095,000–0.27%–
VGM NewINVESCO TR INVT$974,000–65,565–0.27%–
NewRIDGESTONE FINL$914,000–34,500–0.25%–
VER NewVEREIT INC$902,000–89,000–0.25%–
NYCB NewNY COMM BANC$877,000–58,500–0.24%–
EXCU NewEXELON CORPpfd$852,000–17,267–0.24%–
JPMWS NewJPMORGAN CHASEwts$810,000–40,000–0.22%–
COFWS NewCAPITAL ONEwts$753,000–31,600–0.21%–
NewASCENT CAPITALdeb$738,000–1,300,000–0.20%–
TSBK NewTIMBERLAND BANK$696,000–46,400–0.19%–
CWBC NewCOMMUNITY WEST$681,000–92,600–0.19%–
NewSPIRIT REALTYdeb$654,000–585,000–0.18%–
BBT NewBB&T CORP$641,000–18,000–0.18%–
GMWSB NewGENERAL MOTORSwts$628,000–60,000–0.17%–
NewJ2 GLOBALdeb$605,000–540,000–0.17%–
OXBR NewOXBRIDGE$603,000–120,000–0.17%–
NewCHART INDdeb$595,000–640,000–0.16%–
WFC NewWELLS FARGO$573,000–12,100–0.16%–
PRU NewPRUDENTIAL FINL$571,000–8,000–0.16%–
ETN NewEATON CORP$478,000–8,000–0.13%–
GT NewGOODYEAR TIRE$467,000–18,227–0.13%–
FITB NewFIFTH THIRD BANK$439,000–25,000–0.12%–
NewTOLL BROSdeb$386,000–395,000–0.11%–
BAC NewBANK OF AMERICA$371,000–28,000–0.10%–
GME NewGAMESTOP$372,000–14,000–0.10%–
HTLF NewHEARTLAND FINL$353,000–10,000–0.10%–
NWYF NewNORTHWAY FINL$342,000–16,153–0.10%–
NewMACQUARIE INFRAdeb$331,000–290,000–0.09%–
JCI NewJOHNSON CONTROL$332,000–7,500–0.09%–
WU NewWESTERN UNION$326,000–17,000–0.09%–
NAVI NewNAVIENT CORP$311,000–26,000–0.09%–
WY NewWEYERHAEUSER$302,000–10,150–0.08%–
IP NewINTL PAPER$296,000–7,000–0.08%–
NWIN NewNORTHWEST IN BANC$290,000–10,000–0.08%–
NewCHESAPEAKE FINL$267,000–13,853–0.07%–
XRX NewXEROX CORP$256,000–27,000–0.07%–
IVZ NewINVESCO LTD$255,000–10,000–0.07%–
NewPROSHARES$253,000–8,000–0.07%–
SFL NewSHIP FINANCE$224,000–15,200–0.06%–
SSBI NewSUMMIT STATE$224,000–16,313–0.06%–
KSS NewKOHLS GROUP$220,000–5,800–0.06%–
STX NewSEAGATE TECH$195,000–8,000–0.05%–
ABBV NewABBVIE$192,000–3,100–0.05%–
WYPRA NewWEYERHAEUSERpfd$186,000–3,700–0.05%–
ESV NewENSCO PLC$184,000–19,000–0.05%–
HOG NewHARLEY DAVIDSON$181,000–4,000–0.05%–
JPM NewJP MORGAN CHASE$155,000–2,500–0.04%–
CVX NewCHEVRON$141,000–1,350–0.04%–
NSFC NewNORTHERN STATES$134,000–22,000–0.04%–
NEBLQ NewNOBLE CORP.$132,000–16,000–0.04%–
FMBM NewF&M BANCORP$115,000–5,000–0.03%–
NewPSB HOLDINGS$67,000–1,500–0.02%–
Q4 2015
 Value Shares↓ Weighting
BAC ExitBANK OF AMERICA$0–-7,000–-0.05%–
PSX ExitPHILLIPS 66$0–-1,500–-0.05%–
XRX ExitXEROX CORP$0–-12,500–-0.06%–
MOS ExitMOSAIC CO$0–-4,000–-0.06%–
LEG ExitLEGGETT & PLATT$0–-3,065–-0.06%–
SNTA ExitSYNTA PHARM$0–-72,500–-0.06%–
ExitPROSHARES$0–-3,000–-0.06%–
WYPRA ExitWEYERHAEUSERpfd$0–-3,000–-0.07%–
BG ExitBUNGE LTD$0–-2,000–-0.07%–
IP ExitINTERNATIONAL PAPER$0–-4,000–-0.07%–
GE ExitGENERAL ELECTRIC$0–-5,994–-0.07%–
NICK ExitNICHOLAS FIN$0–-12,000–-0.07%–
ABBV ExitABBVIE$0–-3,100–-0.08%–
DOFSQ ExitDIAMOND OFFSHORE$0–-10,000–-0.08%–
NEM ExitNEWMONT MINE$0–-13,000–-0.10%–
SFL ExitSHIP FINANCE$0–-13,700–-0.10%–
AFL ExitAFLAC$0–-4,000–-0.11%–
APA ExitAPACHE CORP$0–-6,000–-0.11%–
AHT ExitASHFORD HOSPITALITY$0–-39,000–-0.11%–
XOM ExitEXXON MOBIL$0–-3,215–-0.11%–
EXEL ExitEXELIXIS$0–-42,800–-0.11%–
JBLU ExitJETBLUE AIRWAYS$0–-10,000–-0.12%–
CHK ExitCHESAPEAKE ENGY$0–-37,499–-0.13%–
NEBLQ ExitNOBLE CORP.$0–-26,000–-0.13%–
MTCN ExitARCELMORMITTALpfd$0–-34,500–-0.13%–
AGN ExitALLERGAN PLC$0–-1,073–-0.13%–
FITB ExitFIFTH THIRD BANK$0–-16,000–-0.14%–
ETN ExitEATON CORP$0–-6,000–-0.14%–
KSS ExitKOHLS GROUP$0–-6,900–-0.15%–
ExitOLD REPUBLICdeb$0–-284,000–-0.15%–
ExitMACQUARIE INFRAdeb$0–-290,000–-0.15%–
JPM ExitJP MORGAN CHASE$0–-5,500–-0.15%–
ESV ExitENSCO PLC$0–-25,000–-0.16%–
CVX ExitCHEVRON$0–-4,750–-0.17%–
BBT ExitBB&T CORP$0–-11,000–-0.18%–
SNV ExitSYNOVUS FINL$0–-13,500–-0.18%–
ExitTOLL BROSdeb$0–-395,000–-0.19%–
STX ExitSEAGATE TECH$0–-10,000–-0.20%–
LYB ExitLYONDELLBASELL$0–-6,100–-0.23%–
ExitSPIRIT REALTYdeb$0–-585,000–-0.24%–
WU ExitWESTERN UNION$0–-32,000–-0.27%–
ExitCHART INDUSTRIESdeb$0–-680,000–-0.27%–
ExitCHESAPEAKE ENGYdeb$0–-695,000–-0.28%–
GME ExitGAMESTOP$0–-15,000–-0.28%–
OXBR ExitOXBRIDGE$0–-120,000–-0.33%–
PRU ExitPRUDENTIAL FINL$0–-10,000–-0.35%–
VER ExitVEREIT INC$0–-99,000–-0.35%–
ExitJ2 GLOBALdeb$0–-680,000–-0.37%–
VGM ExitINVESCO TR INVT$0–-65,565–-0.39%–
ExitRTI INTERNATIONALdeb$0–-810,000–-0.39%–
NYCB ExitNY COMM BANC$0–-48,000–-0.40%–
GMWSB ExitGENERAL MOTORSwts$0–-70,200–-0.42%–
ExitJEFFERIES GROUPdeb$0–-935,000–-0.44%–
PFE ExitPFIZER$0–-31,000–-0.45%–
ExitENVESTNETdeb$0–-1,105,000–-0.45%–
EXCU ExitEXELON CORPpfd$0–-22,467–-0.45%–
ExitATLAS AIR WORLDWIDEdeb$0–-1,365,000–-0.50%–
SWZ ExitSWISS HELVETIA$0–-114,379–-0.57%–
COFWS ExitCAPITAL ONEwts$0–-50,000–-0.73%–
ExitASCENT CAPITALdeb$0–-2,300,000–-0.76%–
JPMWS ExitJPMORGAN CHASEwts$0–-84,500–-0.77%–
HCNPRI ExitHEALTHCARE REITpfd$0–-31,396–-0.87%–
NOV ExitNATL OILWELL$0–-64,680–-1.12%–
ExitAMERICAN RLTYdeb$0–-2,687,000–-1.17%–
ExitSHUTTERFLYdeb$0–-2,963,000–-1.26%–
ExitARES CAPITALdeb$0–-2,745,000–-1.29%–
ExitROYAL GOLDdeb$0–-3,619,000–-1.60%–
ExitCARRIAGE SERVICESdeb$0–-3,290,000–-1.67%–
GT ExitGOODYEAR TIRE$0–-129,107–-1.74%–
ORI ExitOLD REPUBLIC$0–-250,000–-1.79%–
EPRPRC ExitEPR PROPERTIESpfd$0–-182,752–-1.86%–
VZ ExitVERIZON$0–-94,872–-1.89%–
ExitEXELIXISdeb$0–-3,624,000–-2.00%–
F ExitFORD MOTOR$0–-338,673–-2.11%–
NYCBPRU ExitNY COMM BANCpfd$0–-111,139–-2.55%–
AAPL ExitAPPLE INC$0–-53,071–-2.68%–
MRK ExitMERCK$0–-119,139–-2.70%–
ExitGENERAL MOTORS$0–-200,027–-2.75%–
TYFDL ExitTYSON FOODSpfd$0–-121,001–-2.84%–
ExitHCI GROUPdeb$0–-7,046,000–-2.94%–
LXPPRC ExitLEXINGTON PTYpfd$0–-143,620–-3.11%–
AGNPRA ExitALLERGANpfd$0–-7,565–-3.27%–
ExitTTM TECHdeb$0–-8,258,000–-3.31%–
SNY ExitSANOFI SPONSOR$0–-162,175–-3.53%–
MET ExitMETLIFE$0–-164,518–-3.55%–
HCI ExitHCI GROUP$0–-210,081–-3.73%–
RPTPRD ExitRAMCO GERSHNSNpfd$0–-155,087–-3.96%–
ExitSHIP FINANCEdeb$0–-8,798,000–-4.22%–
ExitNATIONAL HEALTHdeb$0–-10,342,000–-4.59%–
ExitSPIRIT REALTYdeb$0–-11,230,000–-4.79%–
CCIPRA ExitCROWN CASTLEpfd$0–-104,568–-4.88%–
LXP ExitLEXINGTON PTY$0–-1,702,862–-6.32%–
Q3 2015
 Value Shares↓ Weighting
LXP SellLEXINGTON PTY$13,793,000
-4.5%
1,702,862
-0.1%
6.32%
-0.7%
CCIPRA SellCROWN CASTLEpfd$10,651,000
-2.6%
104,568
-1.6%
4.88%
+1.3%
BuySPIRIT REALTYdeb$10,458,000
-1.1%
11,230,000
+0.1%
4.79%
+2.9%
BuyNATIONAL HEALTHdeb$10,025,000
+8.4%
10,342,000
+10.4%
4.59%
+12.8%
SellSHIP FINANCEdeb$9,210,000
-5.2%
8,798,000
-3.8%
4.22%
-1.4%
RPTPRD BuyRAMCO GERSHNSNpfd$8,634,000
+8.2%
155,087
+15.8%
3.96%
+12.6%
HCI SellHCI GROUP$8,145,000
-12.6%
210,081
-0.4%
3.73%
-9.1%
MET SellMETLIFE$7,757,000
-16.8%
164,518
-1.1%
3.55%
-13.4%
SNY SellSANOFI SPONSOR$7,698,000
-23.2%
162,175
-19.9%
3.53%
-20.1%
BuyTTM TECHdeb$7,231,000
+31.9%
8,258,000
+75.4%
3.31%
+37.2%
AGNPRA SellALLERGANpfd$7,137,000
-11.3%
7,565
-1.7%
3.27%
-7.7%
LXPPRC SellLEXINGTON PTYpfd$6,796,000
-3.8%
143,620
-3.0%
3.11%
+0.1%
BuyHCI GROUPdeb$6,412,000
+16.2%
7,046,000
+25.0%
2.94%
+20.9%
TYFDL BuyTYSON FOODSpfd$6,202,000
+13.9%
121,001
+14.5%
2.84%
+18.5%
SellGENERAL MOTORS$6,005,000
-11.9%
200,027
-2.2%
2.75%
-8.4%
MRK BuyMERCK$5,884,000
+20.3%
119,139
+38.6%
2.70%
+25.1%
AAPL SellAPPLE INC$5,854,000
-14.6%
53,071
-2.9%
2.68%
-11.2%
NYCBPRU BuyNY COMM BANCpfd$5,557,000
+81.5%
111,139
+85.6%
2.55%
+88.7%
SellEXELIXISdeb$4,374,000
-17.4%
3,624,000
-39.5%
2.00%
-14.1%
VZ BuyVERIZON$4,128,000
+46.3%
94,872
+56.7%
1.89%
+52.1%
ORI SellOLD REPUBLIC$3,910,000
-1.0%
250,000
-1.1%
1.79%
+3.0%
GT SellGOODYEAR TIRE$3,787,000
-33.8%
129,107
-31.9%
1.74%
-31.1%
SellCARRIAGE SERVICESdeb$3,650,000
-12.9%
3,290,000
-6.3%
1.67%
-9.4%
SellROYAL GOLDdeb$3,488,000
-17.8%
3,619,000
-12.7%
1.60%
-14.5%
SellARES CAPITALdeb$2,807,000
-8.0%
2,745,000
-8.0%
1.29%
-4.3%
NewSHUTTERFLYdeb$2,746,000–2,963,000–1.26%–
SellAMERICAN RLTYdeb$2,549,000
-1.8%
2,687,000
-3.2%
1.17%
+2.2%
NOV SellNATL OILWELL$2,435,000
-32.3%
64,680
-13.2%
1.12%
-29.5%
JPMWS SellJPMORGAN CHASEwts$1,682,000
-21.9%
84,500
-2.9%
0.77%
-18.7%
SWZ BuySWISS HELVETIA$1,242,000
+1.3%
114,379
+5.6%
0.57%
+5.4%
NewATLAS AIR WORLDWIDEdeb$1,094,000–1,365,000–0.50%–
EXCU BuyEXELON CORPpfd$981,000
+11.1%
22,467
+15.4%
0.45%
+15.4%
SellENVESTNETdeb$981,000
-13.3%
1,105,000
-5.2%
0.45%
-9.8%
SellJEFFERIES GROUPdeb$950,000
-25.8%
935,000
-25.5%
0.44%
-22.9%
NYCB SellNY COMM BANC$867,000
-63.8%
48,000
-63.2%
0.40%
-62.4%
SellRTI INTERNATIONALdeb$851,000
-11.8%
810,000
-9.0%
0.39%
-8.2%
VGM BuyINVESCO TR INVT$848,000
-3.7%
65,565
+0.1%
0.39%
+0.3%
SellJ2 GLOBALdeb$807,000
-8.4%
680,000
-10.5%
0.37%
-4.6%
VER NewVEREIT INC$764,000–99,000–0.35%–
OXBR NewOXBRIDGE$718,000–120,000–0.33%–
SellCHESAPEAKE ENGYdeb$608,000
-17.5%
695,000
-9.2%
0.28%
-14.2%
NewCHART INDUSTRIESdeb$594,000–680,000–0.27%–
WU SellWESTERN UNION$587,000
-15.1%
32,000
-5.9%
0.27%
-11.5%
STX BuySEAGATE TECH$448,000
+71.6%
10,000
+81.8%
0.20%
+78.3%
SellTOLL BROSdeb$406,000
-33.7%
395,000
-33.1%
0.19%
-31.1%
JPM NewJP MORGAN CHASE$335,000–5,500–0.15%–
SellMACQUARIE INFRAdeb$329,000
-32.7%
290,000
-30.1%
0.15%
-29.8%
KSS SellKOHLS GROUP$319,000
-41.0%
6,900
-20.2%
0.15%
-38.7%
ETN NewEATON CORP$308,000–6,000–0.14%–
FITB BuyFIFTH THIRD BANK$302,000
+3.8%
16,000
+14.3%
0.14%
+7.8%
MTCN SellARCELMORMITTALpfd$283,000
-86.7%
34,500
-74.6%
0.13%
-86.1%
CHK BuyCHESAPEAKE ENGY$275,000
-32.6%
37,499
+2.7%
0.13%
-30.0%
EXEL SellEXELIXIS$240,000
-29.2%
42,800
-52.6%
0.11%
-26.2%
AHT BuyASHFORD HOSPITALITY$238,000
+15.0%
39,000
+59.2%
0.11%
+19.8%
APA SellAPACHE CORP$235,000
-41.7%
6,000
-14.3%
0.11%
-39.3%
AFL BuyAFLAC$232,000
+87.1%
4,000
+100.0%
0.11%
+92.7%
NICK SellNICHOLAS FIN$156,000
-9.3%
12,000
-11.1%
0.07%
-6.6%
GE SellGENERAL ELECTRIC$151,000
-22.6%
5,994
-18.4%
0.07%
-19.8%
IP NewINTERNATIONAL PAPER$151,000–4,000–0.07%–
BG NewBUNGE LTD$147,000–2,000–0.07%–
WYPRA NewWEYERHAEUSERpfd$143,000–3,000–0.07%–
BuyPROSHARES$130,000
+10.2%
3,000
+26.3%
0.06%
+15.4%
MOS NewMOSAIC CO$124,000–4,000–0.06%–
PSX NewPHILLIPS 66$115,000–1,500–0.05%–
BGC ExitGENERAL CABLE$0–-5,218–-0.04%–
PX ExitPRAXAIR$0–-880–-0.05%–
ExitCITRIX SYSTEMSdeb$0–-100,000–-0.05%–
SDOCQ ExitSANDRIDGE$0–-129,485–-0.05%–
ExitNEWMONT MINEdeb$0–-115,000–-0.05%–
GDPMQ ExitGOODRICH PETRO$0–-67,500–-0.06%–
C ExitCITIGROUP$0–-2,455–-0.06%–
FCX ExitFREEPORT MCMORAN$0–-8,300–-0.07%–
OXBR ExitOXBRIDGE$0–-60,427–-0.16%–
T104PS ExitAMERICAN RLTY$0–-100,500–-0.36%–
Q2 2015
 Value Shares↓ Weighting
LXP NewLEXINGTON PTY$14,450,000–1,704,053–6.36%–
CCIPRA NewCROWN CASTLEpfd$10,939,000–106,238–4.82%–
NewSPIRIT REALTYdeb$10,570,000–11,215,000–4.66%–
SNY NewSANOFI SPONSOR$10,022,000–202,352–4.42%–
NewSHIP FINANCEdeb$9,714,000–9,148,000–4.28%–
HCI NewHCI GROUP$9,324,000–210,906–4.11%–
MET NewMETLIFE$9,318,000–166,427–4.10%–
NewNATIONAL HEALTHdeb$9,247,000–9,370,000–4.07%–
AGNPRA NewALLERGANpfd$8,046,000–7,695–3.54%–
RPTPRD NewRAMCO GERSHNSNpfd$7,978,000–133,947–3.51%–
LXPPRC NewLEXINGTON PTYpfd$7,066,000–148,041–3.11%–
AAPL NewAPPLE INC$6,855,000–54,656–3.02%–
NewGENERAL MOTORS$6,816,000–204,507–3.00%–
GT NewGOODYEAR TIRE$5,719,000–189,703–2.52%–
NewHCI GROUPdeb$5,520,000–5,636,000–2.43%–
NewTTM TECHdeb$5,482,000–4,708,000–2.42%–
TYFDL NewTYSON FOODSpfd$5,443,000–105,675–2.40%–
NewEXELIXISdeb$5,297,000–5,990,000–2.33%–
F NewFORD MOTOR$5,083,000–338,673–2.24%–
MRK NewMERCK$4,893,000–85,949–2.16%–
NewROYAL GOLDdeb$4,244,000–4,146,000–1.87%–
EPRPRC NewEPR PROPERTIESpfd$4,198,000–182,752–1.85%–
NewCARRIAGE SERVICESdeb$4,190,000–3,510,000–1.85%–
ORI NewOLD REPUBLIC$3,949,000–252,700–1.74%–
NOV NewNATL OILWELL$3,596,000–74,480–1.58%–
NYCBPRU NewNY COMM BANCpfd$3,062,000–59,866–1.35%–
NewARES CAPITALdeb$3,052,000–2,985,000–1.34%–
VZ NewVERIZON$2,821,000–60,532–1.24%–
NewAMERICAN RLTYdeb$2,595,000–2,777,000–1.14%–
NYCB NewNY COMM BANC$2,398,000–130,500–1.06%–
COFWS NewCAPITAL ONEwts$2,300,000–50,000–1.01%–
JPMWS NewJPMORGAN CHASEwts$2,153,000–87,000–0.95%–
MTCN NewARCELMORMITTALpfd$2,123,000–136,044–0.94%–
NewASCENT CAPITALdeb$1,903,000–2,300,000–0.84%–
HCNPRI NewHEALTHCARE REITpfd$1,866,000–31,396–0.82%–
NewJEFFERIES GROUPdeb$1,281,000–1,255,000–0.56%–
SWZ NewSWISS HELVETIA$1,226,000–108,273–0.54%–
NewENVESTNETdeb$1,131,000–1,165,000–0.50%–
GMWSB NewGENERAL MOTORSwts$1,119,000–70,200–0.49%–
PFE NewPFIZER$1,039,000–31,000–0.46%–
NewRTI INTERNATIONALdeb$965,000–890,000–0.42%–
EXCU NewEXELON CORPpfd$883,000–19,467–0.39%–
NewJ2 GLOBALdeb$881,000–760,000–0.39%–
VGM NewINVESCO TR INVT$881,000–65,500–0.39%–
PRU NewPRUDENTIAL FINL$875,000–10,000–0.38%–
T104PS NewAMERICAN RLTY$817,000–100,500–0.36%–
NewCHESAPEAKE ENGYdeb$737,000–765,000–0.32%–
WU NewWESTERN UNION$691,000–34,000–0.30%–
GME NewGAMESTOP$644,000–15,000–0.28%–
LYB NewLYONDELLBASELL$631,000–6,100–0.28%–
NewTOLL BROSdeb$612,000–590,000–0.27%–
ESV NewENSCO PLC$556,000–25,000–0.24%–
NewSPIRIT REALTYdeb$545,000–585,000–0.24%–
KSS NewKOHLS GROUP$541,000–8,650–0.24%–
NewMACQUARIE INFRAdeb$489,000–415,000–0.22%–
CVX NewCHEVRON$458,000–4,750–0.20%–
BBT NewBB&T CORP$443,000–11,000–0.20%–
SNV NewSYNOVUS FINL$416,000–13,500–0.18%–
CHK NewCHESAPEAKE ENGY$408,000–36,499–0.18%–
APA NewAPACHE CORP$403,000–7,000–0.18%–
NEBLQ NewNOBLE CORP.$400,000–26,000–0.18%–
OXBR NewOXBRIDGE$365,000–60,427–0.16%–
EXEL NewEXELIXIS$339,000–90,300–0.15%–
NewOLD REPUBLICdeb$335,000–284,000–0.15%–
AGN NewALLERGAN PLC$325,000–1,073–0.14%–
NEM NewNEWMONT MINE$303,000–13,000–0.13%–
FITB NewFIFTH THIRD BANK$291,000–14,000–0.13%–
XOM NewEXXON MOBIL$267,000–3,215–0.12%–
STX NewSEAGATE TECH$261,000–5,500–0.12%–
DOFSQ NewDIAMOND OFFSHORE$258,000–10,000–0.11%–
SFL NewSHIP FINANCE$223,000–13,700–0.10%–
ABBV NewABBVIE$208,000–3,100–0.09%–
AHT NewASHFORD HOSPITALITY$207,000–24,500–0.09%–
JBLU NewJETBLUE AIRWAYS$207,000–10,000–0.09%–
GE NewGENERAL ELECTRIC$195,000–7,344–0.09%–
NICK NewNICHOLAS FIN$172,000–13,500–0.08%–
SNTA NewSYNTA PHARM$161,000–72,500–0.07%–
FCX NewFREEPORT MCMORAN$154,000–8,300–0.07%–
LEG NewLEGGETT & PLATT$149,000–3,065–0.07%–
C NewCITIGROUP$136,000–2,455–0.06%–
XRX NewXEROX CORP$133,000–12,500–0.06%–
AFL NewAFLAC$124,000–2,000–0.06%–
GDPMQ NewGOODRICH PETRO$125,000–67,500–0.06%–
NewPROSHARES$118,000–2,375–0.05%–
BAC NewBANK OF AMERICA$119,000–7,000–0.05%–
NewNEWMONT MINEdeb$116,000–115,000–0.05%–
SDOCQ NewSANDRIDGE$113,000–129,485–0.05%–
NewCITRIX SYSTEMSdeb$106,000–100,000–0.05%–
PX NewPRAXAIR$105,000–880–0.05%–
BGC NewGENERAL CABLE$103,000–5,218–0.04%–
Q4 2014
 Value Shares↓ Weighting
ExitTOLL BROSdeb$0–-100,000–-0.04%–
ExitARES CAPITRALdeb$0–-100,000–-0.04%–
ExitNEWMONT MINEdeb$0–-100,000–-0.04%–
LEG ExitLEGGETT & PLATT$0–-3,065–-0.04%–
PX ExitPRAXAIR$0–-880–-0.05%–
OCR ExitOMNICARE$0–-1,800–-0.05%–
ExitINTL GAME TECHdeb$0–-8,000–-0.06%–
EXEL ExitEXELIXIS$0–-91,000–-0.06%–
SFL ExitSHIP FINANCE$0–-8,700–-0.06%–
C ExitCITIGROUP$0–-3,361–-0.07%–
SNTA ExitSUNTA PHARM$0–-62,500–-0.08%–
GDPMQ ExitGOODRICH PETRO$0–-15,000–-0.09%–
GMWSA ExitGENERAL MOTORSwts$0–-10,000–-0.09%–
NICK ExitNICHOLAS FIN$0–-20,000–-0.10%–
BAC ExitBANK OF AMERICA$0–-15,000–-0.11%–
XRX ExitXEROX$0–-19,300–-0.11%–
ExitOMNICAREdeb$0–-250,000–-0.11%–
CHK ExitCHESAPEAKE ENGY$0–-11,500–-0.11%–
LYB ExitLYONDELLBASELL$0–-2,500–-0.11%–
SDOCQ ExitSANDRIDGE$0–-67,100–-0.12%–
UIS ExitUNISYS$0–-12,873–-0.13%–
ExitOLD REPUBLICdeb$0–-284,000–-0.14%–
DOFSQ ExitDIAMOND OFFSHORE$0–-10,000–-0.14%–
BBT ExitBB&T CORP$0–-11,000–-0.17%–
DNOW ExitNOW$0–-13,675–-0.17%–
IP ExitINTL PAPER$0–-8,800–-0.18%–
STX ExitSEAGATE TECH$0–-8,000–-0.19%–
APA ExitAPACHE CORP$0–-5,392–-0.21%–
NEBLQ ExitNOBLE CORP.$0–-25,000–-0.23%–
WU ExitWESTERN UNION$0–-35,000–-0.24%–
ExitCHESAPEAKE ENGYdeb$0–-590,000–-0.25%–
GME ExitGAMESTOP$0–-15,000–-0.26%–
CVX ExitCHEVRON$0–-5,250–-0.26%–
ExitPROSHARES$0–-11,375–-0.27%–
VGM ExitINVESCO TR INVT$0–-62,500–-0.34%–
ExitMACQUARIE INFRAdeb$0–-770,000–-0.36%–
PRU ExitPRUDENTIAL FINL$0–-10,000–-0.37%–
SWZ ExitSWISS HELVETIA$0–-66,617–-0.38%–
GMWSB ExitGENERAL MOTORSwts$0–-72,700–-0.44%–
NEM ExitNEWMONT MINE$0–-47,000–-0.46%–
T ExitAT&T$0–-35,509–-0.52%–
ExitROYAL GOLDdeb$0–-1,300,000–-0.57%–
VZ ExitVERIZON$0–-28,546–-0.60%–
JPMWS ExitJPMORGAN CHASEwts$0–-82,590–-0.70%–
ExitASCENT CAPITALdeb$0–-2,300,000–-0.87%–
HCNPRI ExitHEALTHCARE REITpfd$0–-37,896–-0.91%–
COFWS ExitCAPITAL ONEwts$0–-60,500–-1.02%–
MTCN ExitARCELMORMITTALpfd$0–-114,800–-1.02%–
NYCBPRU ExitNY COMM BANCpfd$0–-62,800–-1.33%–
ExitTIBCO SOFTWAREdeb$0–-3,195,000–-1.34%–
ORI ExitOLD REPUBLIC$0–-225,000–-1.35%–
KSS ExitKOHLS GROUP$0–-50,625–-1.44%–
ExitANNALY CAPdeb$0–-3,500,000–-1.48%–
T104PS ExitAMERICAN RLTY$0–-298,819–-1.51%–
EPRPRC ExitEPR PROPERTIESpfd$0–-182,752–-1.69%–
SNV ExitSYNOVUS FINL$0–-173,395–-1.72%–
ExitTTM TECHdeb$0–-4,248,000–-1.73%–
MRK ExitMERCK$0–-76,236–-1.90%–
NYCB ExitNY COMM BANC$0–-286,496–-1.91%–
ExitRTI INTERNATIONALdeb$0–-4,765,000–-1.91%–
PFE ExitPFIZER$0–-165,161–-2.05%–
F ExitFORD MOTOR$0–-346,923–-2.15%–
ESV ExitENSCO PLC$0–-124,785–-2.16%–
ExitSPIRIT REALTYdeb$0–-5,430,000–-2.20%–
RIG ExitTRANSOCEAN LTD$0–-173,630–-2.33%–
AAPL ExitAPPLE INC$0–-57,626–-2.44%–
MET ExitMETLIFE$0–-112,166–-2.53%–
MLU ExitMETLIFEpfd$0–-210,205–-2.72%–
GTPPP ExitGOODYEAR TIREpfd$0–-294,612–-2.79%–
ExitNATIONAL HEALTHdeb$0–-7,035,000–-2.88%–
HCI ExitHCI GROUP$0–-201,000–-3.04%–
ExitGENERAL MOTORS$0–-232,243–-3.11%–
NOV ExitNATL OILWELL$0–-97,840–-3.12%–
LXPPRC ExitLEXINGTON PTYpfd$0–-194,516–-3.87%–
ExitSHIP FINANCEdeb$0–-8,600,000–-3.91%–
RPTPRD ExitRAMCO GERSHNSNpfd$0–-166,830–-4.29%–
SNY ExitSANOFI SPONSOR$0–-210,067–-4.98%–
CCIPRA ExitCROWN CASTLEpfd$0–-114,040–-5.04%–
ExitAMERICAN RLTYdeb$0–-13,335,000–-5.57%–
LXP ExitLEXINGTON PTY$0–-1,599,802–-6.58%–
Q3 2014
 Value Shares↓ Weighting
LXP BuyLEXINGTON PTY$15,662,000
-8.2%
1,599,802
+3.2%
6.58%
-1.5%
BuyAMERICAN RLTYdeb$13,258,000
+4.4%
13,335,000
+6.6%
5.57%
+12.0%
CCIPRA BuyCROWN CASTLEpfd$11,994,000
+3.7%
114,040
+0.4%
5.04%
+11.3%
SNY SellSANOFI SPONSOR$11,854,000
+5.5%
210,067
-0.6%
4.98%
+13.2%
RPTPRD SellRAMCO GERSHNSNpfd$10,215,000
-0.6%
166,830
-0.7%
4.29%
+6.7%
BuySHIP FINANCEdeb$9,320,000
+47.2%
8,600,000
+53.6%
3.91%
+58.0%
LXPPRC SellLEXINGTON PTYpfd$9,224,000
-12.3%
194,516
-9.8%
3.87%
-5.9%
NOV SellNATL OILWELL$7,445,000
-8.1%
97,840
-0.5%
3.12%
-1.4%
SellGENERAL MOTORS$7,417,000
-14.6%
232,243
-2.9%
3.11%
-8.3%
HCI BuyHCI GROUP$7,234,000
+40.8%
201,000
+58.9%
3.04%
+51.2%
BuyNATIONAL HEALTHdeb$6,850,000
+3.3%
7,035,000
+6.8%
2.88%
+10.9%
GTPPP SellGOODYEAR TIREpfd$6,653,000
-19.7%
294,612
-1.2%
2.79%
-13.8%
MLU SellMETLIFEpfd$6,472,000
-4.9%
210,205
-1.2%
2.72%
+2.1%
MET SellMETLIFE$6,025,000
-12.2%
112,166
-9.2%
2.53%
-5.8%
AAPL SellAPPLE INC$5,805,000
+7.3%
57,626
-1.0%
2.44%
+15.2%
RIG BuyTRANSOCEAN LTD$5,551,000
-27.7%
173,630
+1.8%
2.33%
-22.5%
BuySPIRIT REALTYdeb$5,240,000
+52.8%
5,430,000
+58.3%
2.20%
+64.1%
ESV SellENSCO PLC$5,154,000
-27.0%
124,785
-1.7%
2.16%
-21.6%
F BuyFORD MOTOR$5,131,000
-10.7%
346,923
+4.0%
2.15%
-4.2%
PFE SellPFIZER$4,883,000
-1.4%
165,161
-1.0%
2.05%
+5.8%
BuyRTI INTERNATIONALdeb$4,556,000
+3.6%
4,765,000
+8.8%
1.91%
+11.3%
NYCB SellNY COMM BANC$4,546,000
-11.1%
286,496
-10.5%
1.91%
-4.6%
MRK SellMERCK$4,519,000
-0.5%
76,236
-2.9%
1.90%
+6.8%
BuyTTM TECHdeb$4,125,000
+277.7%
4,248,000
+324.8%
1.73%
+305.6%
SNV SellSYNOVUS FINL$4,099,000
-17.8%
173,395
-15.2%
1.72%
-11.7%
T104PS BuyAMERICAN RLTY$3,603,000
+0.8%
298,819
+4.7%
1.51%
+8.2%
SellANNALY CAPdeb$3,535,000
-20.3%
3,500,000
-19.4%
1.48%
-14.5%
KSS SellKOHLS GROUP$3,419,000
+12.0%
50,625
-12.6%
1.44%
+20.2%
ORI BuyOLD REPUBLIC$3,213,000
+61.9%
225,000
+87.5%
1.35%
+73.8%
BuyTIBCO SOFTWAREdeb$3,197,000
+0.9%
3,195,000
+1.8%
1.34%
+8.3%
NYCBPRU BuyNY COMM BANCpfd$3,160,000
+2.6%
62,800
+0.2%
1.33%
+10.1%
MTCN BuyARCELMORMITTALpfd$2,425,000
+40.3%
114,800
+49.3%
1.02%
+50.6%
HCNPRI SellHEALTHCARE REITpfd$2,167,000
-6.1%
37,896
-5.2%
0.91%
+0.8%
JPMWS BuyJPMORGAN CHASEwts$1,660,000
+43.2%
82,590
+37.6%
0.70%
+53.9%
VZ SellVERIZON$1,427,000
+1.0%
28,546
-1.2%
0.60%
+8.3%
T SellAT&T$1,251,000
-5.3%
35,509
-5.0%
0.52%
+1.5%
SWZ BuySWISS HELVETIA$901,000
-3.8%
66,617
+3.6%
0.38%
+3.3%
PRU BuyPRUDENTIAL FINL$879,000
+10.0%
10,000
+11.1%
0.37%
+18.3%
NewMACQUARIE INFRAdeb$853,000–770,000–0.36%–
VGM BuyINVESCO TR INVT$819,000
+20.3%
62,500
+19.5%
0.34%
+29.3%
SellPROSHARES$640,000
-31.4%
11,375
-26.0%
0.27%
-26.3%
CVX BuyCHEVRON$626,000
+52.3%
5,250
+66.7%
0.26%
+63.4%
GME BuyGAMESTOP$618,000
+22.1%
15,000
+20.0%
0.26%
+30.8%
SellCHESAPEAKE ENGYdeb$590,000
-42.9%
590,000
-40.4%
0.25%
-38.6%
NEBLQ BuyNOBLE CORP.$555,000
-26.5%
25,000
+11.1%
0.23%
-21.0%
APA SellAPACHE CORP$506,000
-62.2%
5,392
-59.5%
0.21%
-59.5%
STX BuySEAGATE TECH$458,000
+7.5%
8,000
+6.7%
0.19%
+15.0%
IP SellINTL PAPER$420,000
-7.5%
8,800
-2.2%
0.18%
-1.1%
DNOW SellNOW$415,000
-52.4%
13,675
-43.2%
0.17%
-49.0%
BBT BuyBB&T CORP$409,000
+15.2%
11,000
+22.2%
0.17%
+23.7%
SellOLD REPUBLICdeb$332,000
-22.4%
284,000
-17.4%
0.14%
-16.8%
UIS SellUNISYS$301,000
-29.8%
12,873
-25.9%
0.13%
-25.0%
LYB NewLYONDELLBASELL$271,000–2,500–0.11%–
SellOMNICAREdeb$260,000
-69.0%
250,000
-68.2%
0.11%
-66.9%
XRX SellXEROX$255,000
-8.9%
19,300
-14.2%
0.11%
-2.7%
GDPMQ NewGOODRICH PETRO$222,000–15,000–0.09%–
SFL BuySHIP FINANCE$147,000
+2.8%
8,700
+13.0%
0.06%
+10.7%
EXEL BuyEXELIXIS$139,000
-19.7%
91,000
+78.4%
0.06%
-14.7%
SellINTL GAME TECHdeb$135,000
-15.1%
8,000
-20.0%
0.06%
-8.1%
PX SellPRAXAIR$113,000
-7.4%
880
-4.9%
0.05%
-2.1%
NewARES CAPITRALdeb$103,000–100,000–0.04%–
NewTOLL BROSdeb$100,000–100,000–0.04%–
PPL ExitPPL CORP$0–-2,916–-0.04%–
BGC ExitGENERAL CABLE$0–-5,218–-0.05%–
AMLP ExitALERIAN MLP$0–-7,000–-0.05%–
CLF ExitCLIFFS NATURAL$0–-10,000–-0.06%–
ExitANNALY CAPdeb$0–-155,000–-0.06%–
ExitJANUS CAPdeb$0–-182,000–-0.07%–
TCPTF ExitTHOMSON CREEK$0–-67,672–-0.08%–
ExitLIVE NATIONdeb$0–-210,000–-0.08%–
NVS ExitNOVARTIS AG$0–-2,475–-0.09%–
ExitLAM RESEARCHdeb$0–-200,000–-0.10%–
SJB ExitPROSHARES$0–-10,500–-0.11%–
BKLN ExitPOWERSHARES$0–-15,000–-0.15%–
ExitTTM TECHdeb$0–-400,000–-0.16%–
TBX ExitPROSHARES$0–-13,000–-0.16%–
ExitKNIGHT CAPITALdeb$0–-500,000–-0.20%–
ExitROVI CORPdeb$0–-500,000–-0.20%–
ExitWEBMD HEALTHdeb$0–-500,000–-0.20%–
ExitDIGITAL RIVERdeb$0–-655,000–-0.26%–
ExitAPOLLO INVdeb$0–-620,000–-0.26%–
ExitGOLDCORPdeb$0–-680,000–-0.27%–
ExitTOWER GROUPdeb$0–-1,229–-0.48%–
ExitEXELIXISdeb$0–-4,255,000–-1.41%–
ExitUS STEELdeb$0–-3,260,000–-1.58%–
Q2 2014
 Value Shares↓ Weighting
LXP NewLEXINGTON PTY$17,062,000–1,549,754–6.67%–
NewAMERICAN RLTYdeb$12,705,000–12,510,000–4.97%–
CCIPRA NewCROWN CASTLEpfd$11,571,000–113,530–4.52%–
SNY NewSANOFI SPONSOR$11,235,000–211,317–4.39%–
LXPPRC NewLEXINGTON PTYpfd$10,518,000–215,750–4.11%–
RPTPRD NewRAMCO GERSHNSNpfd$10,277,000–167,937–4.02%–
NewGENERAL MOTORS$8,683,000–239,218–3.40%–
GTPPP NewGOODYEAR TIREpfd$8,282,000–298,127–3.24%–
NOV NewNATL OILWELL$8,100,000–98,365–3.17%–
RIG NewTRANSOCEAN LTD$7,683,000–170,620–3.00%–
ESV NewENSCO PLC$7,056,000–126,985–2.76%–
MET NewMETLIFE$6,864,000–123,553–2.68%–
MLU NewMETLIFEpfd$6,802,000–212,850–2.66%–
NewNATIONAL HEALTHdeb$6,630,000–6,585,000–2.59%–
NewSHIP FINANCEdeb$6,331,000–5,600,000–2.48%–
F NewFORD MOTOR$5,748,000–333,423–2.25%–
AAPL NewAPPLE INC$5,408,000–58,191–2.12%–
HCI NewHCI GROUP$5,136,000–126,500–2.01%–
NYCB NewNY COMM BANC$5,114,000–320,070–2.00%–
SNV NewSYNOVUS FINL$4,984,000–204,441–1.95%–
PFE NewPFIZER$4,954,000–166,911–1.94%–
MRK NewMERCK$4,540,000–78,486–1.78%–
NewANNALY CAPdeb$4,438,000–4,340,000–1.74%–
NewRTI INTERNATIONALdeb$4,396,000–4,380,000–1.72%–
EPRPRC NewEPR PROPERTIESpfd$4,199,000–182,752–1.64%–
NewUS STEELdeb$4,048,000–3,260,000–1.58%–
NewEXELIXISdeb$3,595,000–4,255,000–1.41%–
T104PS NewAMERICAN RLTY$3,575,000–285,319–1.40%–
NewSPIRIT REALTYdeb$3,430,000–3,430,000–1.34%–
NewTIBCO SOFTWAREdeb$3,169,000–3,140,000–1.24%–
NYCBPRU NewNY COMM BANCpfd$3,081,000–62,658–1.20%–
KSS NewKOHLS GROUP$3,053,000–57,950–1.19%–
COFWS NewCAPITAL ONEwts$2,441,000–60,500–0.96%–
HCNPRI NewHEALTHCARE REITpfd$2,308,000–39,975–0.90%–
NewASCENT CAPITALdeb$2,143,000–2,300,000–0.84%–
ORI NewOLD REPUBLIC$1,984,000–120,000–0.78%–
MTCN NewARCELMORMITTALpfd$1,729,000–76,882–0.68%–
VZ NewVERIZON$1,413,000–28,896–0.55%–
NewROYAL GOLDdeb$1,393,000–1,300,000–0.54%–
GMWSB NewGENERAL MOTORSwts$1,349,000–72,700–0.53%–
APA NewAPACHE CORP$1,340,000–13,319–0.52%–
T NewAT&T$1,321,000–37,359–0.52%–
NewTOWER GROUPdeb$1,229,000–1,229–0.48%–
NEM NewNEWMONT MINE$1,195,000–47,000–0.47%–
JPMWS NewJPMORGAN CHASEwts$1,159,000–60,000–0.45%–
NewTTM TECHdeb$1,092,000–1,000,000–0.43%–
NewCHESAPEAKE ENGYdeb$1,034,000–990,000–0.40%–
SWZ NewSWISS HELVETIA$937,000–64,305–0.37%–
NewPROSHARES$933,000–15,375–0.36%–
DNOW NewNOW$871,000–24,073–0.34%–
NewOMNICAREdeb$840,000–787,000–0.33%–
PRU NewPRUDENTIAL FINL$799,000–9,000–0.31%–
NEBLQ NewNOBLE CORP.$755,000–22,500–0.30%–
VGM NewINVESCO TR INVT$681,000–52,290–0.27%–
NewGOLDCORPdeb$681,000–680,000–0.27%–
NewAPOLLO INVdeb$655,000–620,000–0.26%–
NewDIGITAL RIVERdeb$652,000–655,000–0.26%–
WU NewWESTERN UNION$607,000–35,000–0.24%–
NewWEBMD HEALTHdeb$514,000–500,000–0.20%–
NewROVI CORPdeb$505,000–500,000–0.20%–
GME NewGAMESTOP$506,000–12,500–0.20%–
NewKNIGHT CAPITALdeb$503,000–500,000–0.20%–
DOFSQ NewDIAMOND OFFSHORE$496,000–10,000–0.19%–
SDOCQ NewSANDRIDGE$479,000–67,100–0.19%–
IP NewINTL PAPER$454,000–9,000–0.18%–
UIS NewUNISYS$429,000–17,373–0.17%–
NewOLD REPUBLICdeb$428,000–344,000–0.17%–
STX NewSEAGATE TECH$426,000–7,500–0.17%–
TBX NewPROSHARES$413,000–13,000–0.16%–
CVX NewCHEVRON$411,000–3,150–0.16%–
NewTTM TECHdeb$406,000–400,000–0.16%–
BKLN NewPOWERSHARES$373,000–15,000–0.15%–
CHK NewCHESAPEAKE ENGY$357,000–11,500–0.14%–
BBT NewBB&T CORP$355,000–9,000–0.14%–
SJB NewPROSHARES$289,000–10,500–0.11%–
NICK NewNICHOLAS FIN$287,000–20,000–0.11%–
XRX NewXEROX$280,000–22,500–0.11%–
GMWSA NewGENERAL MOTORSwts$266,000–10,000–0.10%–
SNTA NewSUNTA PHARM$255,000–62,500–0.10%–
NewLAM RESEARCHdeb$249,000–200,000–0.10%–
BAC NewBANK OF AMERICA$230,000–15,000–0.09%–
NVS NewNOVARTIS AG$224,000–2,475–0.09%–
NewLIVE NATIONdeb$209,000–210,000–0.08%–
TCPTF NewTHOMSON CREEK$200,000–67,672–0.08%–
NewJANUS CAPdeb$183,000–182,000–0.07%–
EXEL NewEXELIXIS$173,000–51,000–0.07%–
NewANNALY CAPdeb$164,000–155,000–0.06%–
C NewCITIGROUP$158,000–3,361–0.06%–
NewINTL GAME TECHdeb$159,000–10,000–0.06%–
SFL NewSHIP FINANCE$143,000–7,700–0.06%–
CLF NewCLIFFS NATURAL$143,000–10,000–0.06%–
BGC NewGENERAL CABLE$134,000–5,218–0.05%–
AMLP NewALERIAN MLP$133,000–7,000–0.05%–
PX NewPRAXAIR$122,000–925–0.05%–
OCR NewOMNICARE$119,000–1,800–0.05%–
LEG NewLEGGETT & PLATT$105,000–3,065–0.04%–
NewNEWMONT MINEdeb$105,000–100,000–0.04%–
PPL NewPPL CORP$103,000–2,916–0.04%–
Q4 2013
 Value Shares↓ Weighting
GLW ExitCORNING INC$0–-7,000–-0.04%–
PX ExitPRAXAIR$0–-1,060–-0.05%–
XOM ExitEXXON MOBIL$0–-1,490–-0.05%–
BAC ExitBANK OF AMERICA$0–-12,500–-0.07%–
ExitJANUS CAPdeb$0–-182,000–-0.08%–
WFC ExitWELLS FARGO$0–-5,100–-0.08%–
CVX ExitCHEVRON$0–-1,745–-0.09%–
JPM ExitJP MORGAN CHASE$0–-4,190–-0.09%–
ExitLAM RESEARCHdeb$0–-200,000–-0.09%–
BKLN ExitPOWERSHARES$0–-10,040–-0.10%–
HES ExitHESS CORP$0–-3,250–-0.10%–
VLO ExitVALERO ENERGY$0–-7,500–-0.10%–
MPC ExitMARATHON PETRO$0–-4,000–-0.10%–
GMWSA ExitGENERAL MOTORSwts$0–-10,000–-0.11%–
FCX ExitFREEPORT MCMORAN$0–-8,000–-0.11%–
BBT ExitBB&T CORP$0–-8,500–-0.12%–
SJB ExitPROSHARES$0–-10,000–-0.12%–
XRX ExitXEROX$0–-30,000–-0.12%–
ZTS ExitZOETIS$0–-9,913–-0.12%–
MSFT ExitMICROSOFT$0–-9,550–-0.13%–
WU ExitWESTERN UNION$0–-20,000–-0.15%–
ExitTTM TECHdeb$0–-400,000–-0.16%–
SDOCQ ExitSANDRIDGE$0–-71,400–-0.17%–
ExitALLIANT TECHdeb$0–-340,000–-0.18%–
ExitQUANTUM CORPdeb$0–-500,000–-0.19%–
ExitDIGITAL RIVERdeb$0–-500,000–-0.20%–
ExitCOGENT COMMdeb$0–-500,000–-0.20%–
ExitGENERAL CABLEdeb$0–-500,000–-0.20%–
ExitROVI CORPdeb$0–-500,000–-0.20%–
ExitCADENCE DESIGNdeb$0–-500,000–-0.20%–
ExitINTL GAME TECHdeb$0–-457,000–-0.20%–
ExitTIBCO SOFTWAREdeb$0–-500,000–-0.20%–
ExitHOLOGICdeb$0–-500,000–-0.20%–
ExitLIVE NATIONdeb$0–-500,000–-0.21%–
ExitUS STEELdeb$0–-500,000–-0.21%–
ExitCHESAPEAKE ENGYdeb$0–-500,000–-0.21%–
COP ExitCONOCOPHILLIPS$0–-7,500–-0.21%–
ExitCHEMEDdeb$0–-500,000–-0.21%–
ExitLINEAR TECHdeb$0–-500,000–-0.22%–
ExitBRISTOW GROUPdeb$0–-435,000–-0.22%–
ExitNY COMM BANCpfd$0–-11,039–-0.22%–
CAT ExitCATERPILLAR$0–-6,500–-0.22%–
JPMWS ExitJPMORGAN CHASEwts$0–-32,500–-0.22%–
ExitSTEEL DYNAMICSdeb$0–-500,000–-0.22%–
ExitCEMEX SABdeb$0–-500,000–-0.24%–
ExitCOMTECH TELdeb$0–-580,000–-0.24%–
ExitARCHER DANIELSdeb$0–-581,000–-0.24%–
NEM ExitNEWMONT MINING$0–-21,100–-0.24%–
NICK ExitNICHOLAS FINANCIAL$0–-36,900–-0.24%–
ExitARCELMORMITTALdeb$0–-600,000–-0.25%–
ExitAPOLLO INVdeb$0–-620,000–-0.26%–
AHL ExitASPEN INSURANCE$0–-18,322–-0.27%–
F ExitFORD MOTOR$0–-39,900–-0.27%–
ExitGOLDCORPdeb$0–-680,000–-0.28%–
TCMCF ExitTHOMSON CREEKpfd$0–-37,200–-0.28%–
PPLPRW ExitPPL CORPpfd$0–-12,950–-0.28%–
ExitINTEL$0–-30,738–-0.28%–
ExitXILINXdeb$0–-450,000–-0.29%–
UTXPRA ExitUNITED TECHpfd$0–-11,825–-0.31%–
GMWSB ExitGENERAL MOTORSwts$0–-44,700–-0.34%–
SWZ ExitSWISS HELVETIA$0–-60,000–-0.34%–
ExitOMNICAREdeb$0–-809,000–-0.35%–
C ExitCITIGROUP$0–-18,081–-0.36%–
CHK ExitCHESAPEAKE ENGY$0–-35,400–-0.37%–
ExitENERSYSdeb$0–-600,000–-0.38%–
PPL ExitPPL CORP$0–-36,939–-0.45%–
T104PS ExitAMERICAN REALTY$0–-95,000–-0.47%–
T ExitAT&T$0–-36,709–-0.50%–
VZ ExitVERIZON$0–-27,047–-0.51%–
ExitPROSHARES$0–-19,975–-0.61%–
COFWS ExitCAPITAL ONEwts$0–-55,000–-0.65%–
NVS ExitNOVARTIS AG$0–-21,280–-0.66%–
ORI ExitOLD REPUBLIC$0–-130,000–-0.81%–
HCNPRI ExitHEALTHCARE REITpfd$0–-39,386–-0.92%–
EPRPRC ExitENT PROPERTIESpfd$0–-128,852–-1.11%–
KSS ExitKOHLS GROUP$0–-56,025–-1.17%–
AAPL ExitAPPLE INC$0–-6,693–-1.29%–
ExitEXELIXISdeb$0–-2,760,000–-1.31%–
ExitOLD REPUBLICdeb$0–-2,919,000–-1.40%–
OCRPRA ExitOMNICAREpfd$0–-34,940–-1.49%–
UISPRA ExitUNISYSpfd$0–-54,065–-1.51%–
APA ExitAPACHE CORP$0–-45,246–-1.56%–
ExitUS STEELdeb$0–-3,510,000–-1.57%–
ExitANNALY CAPdeb$0–-3,850,000–-1.59%–
ExitTOWER GROUPdeb$0–-4,828,000–-1.64%–
OCRPRB ExitOMNICAREpfd$0–-72,262–-2.00%–
ExitANNALY CAPdeb$0–-4,957,000–-2.19%–
ESV ExitENSCO PLC$0–-109,785–-2.39%–
ExitL3 COMMUNICATIONSdeb$0–-5,452,000–-2.40%–
HCI ExitHCI GROUP$0–-150,000–-2.48%–
PFE ExitPFIZER$0–-218,872–-2.54%–
NOV ExitNATIONAL OILWELL$0–-83,735–-2.64%–
NYCB ExitNY COMM BANC$0–-452,248–-2.76%–
MRK ExitMERCK$0–-152,779–-2.94%–
MLU ExitMETLIFEpfd$0–-273,450–-3.17%–
SNY ExitSANOFI SPONSOR$0–-179,037–-3.67%–
SNV ExitSYNOVUS FINL$0–-2,848,215–-3.80%–
RPTPRD ExitRAMCO GERSHENSONpfd$0–-160,437–-3.82%–
LXPPRC ExitLEXINGTON PTYpfd$0–-217,652–-4.04%–
ExitAMERICAN REALTYdeb$0–-11,355,000–-4.34%–
MET ExitMETLIFE$0–-249,018–-4.73%–
GMPRB ExitGENERAL MOTORSpfd$0–-233,875–-4.74%–
GTPPP ExitGOODYEAR TIREpfd$0–-211,857–-5.46%–
LXP ExitLEXINGTON PTY$0–-1,292,369–-5.87%–
Q3 2013
 Value Shares↓ Weighting
LXP SellLEXINGTON PTY$14,513,000
-7.8%
1,292,369
-4.1%
5.87%
-14.8%
GTPPP SellGOODYEAR TIREpfd$13,491,000
-0.1%
211,857
-22.4%
5.46%
-7.7%
GMPRB SellGENERAL MOTORSpfd$11,729,000
+1.3%
233,875
-2.7%
4.74%
-6.4%
MET BuyMETLIFE$11,691,000
+105.3%
249,018
+100.1%
4.73%
+89.8%
NewAMERICAN REALTYdeb$10,738,000–11,355,000–4.34%–
LXPPRC SellLEXINGTON PTYpfd$9,979,000
-5.1%
217,652
-0.8%
4.04%
-12.3%
RPTPRD SellRAMCO GERSHENSONpfd$9,440,000
-0.3%
160,437
-0.4%
3.82%
-7.8%
SNV SellSYNOVUS FINL$9,399,000
-7.3%
2,848,215
-17.9%
3.80%
-14.3%
SNY BuySANOFI SPONSOR$9,065,000
+271.1%
179,037
+277.5%
3.67%
+242.9%
MLU SellMETLIFEpfd$7,837,000
-53.2%
273,450
-10.6%
3.17%
-56.8%
MRK SellMERCK$7,274,000
+0.4%
152,779
-2.0%
2.94%
-7.2%
NYCB SellNY COMM BANC$6,833,000
-24.5%
452,248
-30.0%
2.76%
-30.2%
NOV BuyNATIONAL OILWELL$6,540,000
+189.1%
83,735
+155.1%
2.64%
+167.4%
PFE SellPFIZER$6,287,000
-20.0%
218,872
-22.0%
2.54%
-26.0%
SellL3 COMMUNICATIONSdeb$5,936,000
-7.0%
5,452,000
-13.1%
2.40%
-14.0%
ESV BuyENSCO PLC$5,901,000
+121.0%
109,785
+114.8%
2.39%
+104.3%
SellANNALY CAPdeb$5,415,000
-3.0%
4,957,000
-0.6%
2.19%
-10.3%
NewTOWER GROUPdeb$4,061,000–4,828,000–1.64%–
BuyANNALY CAPdeb$3,922,000
+10.6%
3,850,000
+9.5%
1.59%
+2.3%
SellUS STEELdeb$3,885,000
+11.7%
3,510,000
-0.4%
1.57%
+3.2%
APA BuyAPACHE CORP$3,852,000
+606.8%
45,246
+596.1%
1.56%
+554.6%
UISPRA SellUNISYSpfd$3,744,000
-29.0%
54,065
-35.3%
1.51%
-34.4%
AAPL BuyAPPLE INC$3,191,000
+32.2%
6,693
+10.0%
1.29%
+22.2%
KSS BuyKOHLS GROUP$2,899,000
+202.0%
56,025
+194.9%
1.17%
+179.0%
EPRPRC BuyENT PROPERTIESpfd$2,744,000
+0.8%
128,852
+8.7%
1.11%
-6.8%
HCNPRI NewHEALTHCARE REITpfd$2,267,000–39,386–0.92%–
NVS SellNOVARTIS AG$1,632,000
-10.3%
21,280
-17.3%
0.66%
-17.1%
COFWS BuyCAPITAL ONEwts$1,600,000
+15.6%
55,000
+3.8%
0.65%
+6.9%
SellPROSHARES$1,503,000
-43.7%
19,975
-45.8%
0.61%
-47.9%
VZ BuyVERIZON$1,262,000
-6.2%
27,047
+1.1%
0.51%
-13.4%
T BuyAT&T$1,241,000
-1.5%
36,709
+3.1%
0.50%
-8.9%
T104PS NewAMERICAN REALTY$1,159,000–95,000–0.47%–
PPL NewPPL CORP$1,122,000–36,939–0.45%–
CHK SellCHESAPEAKE ENGY$916,000
+4.8%
35,400
-17.5%
0.37%
-3.1%
C SellCITIGROUP$877,000
-48.4%
18,081
-48.9%
0.36%
-52.2%
SWZ BuySWISS HELVETIA$853,000
+26.4%
60,000
+9.4%
0.34%
+16.9%
GMWSB BuyGENERAL MOTORSwts$831,000
+27.1%
44,700
+11.8%
0.34%
+17.5%
UTXPRA SellUNITED TECHpfd$766,000
+7.7%
11,825
-1.3%
0.31%
-0.3%
SellXILINXdeb$728,000
-80.8%
450,000
-83.6%
0.29%
-82.3%
BuyINTEL$704,000
+12.8%
30,738
+19.4%
0.28%
+4.4%
PPLPRW SellPPL CORPpfd$696,000
-73.3%
12,950
-73.1%
0.28%
-75.3%
TCMCF BuyTHOMSON CREEKpfd$688,000
+16.8%
37,200
+3.3%
0.28%
+7.8%
F BuyFORD MOTOR$673,000
+40.5%
39,900
+1187.1%
0.27%
+29.5%
AHL SellASPEN INSURANCE$665,000
-48.1%
18,322
-47.0%
0.27%
-52.0%
NEM BuyNEWMONT MINING$593,000
+58.6%
21,100
+68.8%
0.24%
+46.3%
NewSTEEL DYNAMICSdeb$546,000–500,000–0.22%–
JPMWS BuyJPMORGAN CHASEwts$545,000
+58.9%
32,500
+47.7%
0.22%
+46.7%
CAT BuyCATERPILLAR$542,000
+31.6%
6,500
+30.0%
0.22%
+21.7%
SellNY COMM BANCpfd$536,000
-5.6%
11,039
-8.0%
0.22%
-12.5%
COP SellCONOCOPHILLIPS$521,000
-13.9%
7,500
-25.0%
0.21%
-20.4%
NewTIBCO SOFTWAREdeb$508,000–500,000–0.20%–
NewROVI CORPdeb$502,000–500,000–0.20%–
NewQUANTUM CORPdeb$474,000–500,000–0.19%–
MSFT SellMICROSOFT$318,000
-26.0%
9,550
-23.3%
0.13%
-31.4%
XRX BuyXEROX$309,000
+22.6%
30,000
+7.9%
0.12%
+13.6%
ZTS SellZOETIS$308,000
-49.0%
9,913
-49.3%
0.12%
-52.7%
SJB BuyPROSHARES$305,000
+93.0%
10,000
+100.0%
0.12%
+78.3%
BBT BuyBB&T CORP$287,000
+69.8%
8,500
+70.0%
0.12%
+56.8%
FCX SellFREEPORT MCMORAN$264,000
-4.3%
8,000
-20.0%
0.11%
-11.6%
MPC NewMARATHON PETRO$257,000–4,000–0.10%–
VLO NewVALERO ENERGY$256,000–7,500–0.10%–
HES SellHESS CORP$251,000
-47.2%
3,250
-54.5%
0.10%
-51.0%
BKLN NewPOWERSHARES$248,000–10,040–0.10%–
JPM SellJP MORGAN CHASE$216,000
-70.7%
4,190
-69.9%
0.09%
-73.0%
WFC SellWELLS FARGO$211,000
-66.8%
5,100
-66.9%
0.08%
-69.4%
BAC NewBANK OF AMERICA$172,000–12,500–0.07%–
XOM NewEXXON MOBIL$128,000–1,490–0.05%–
GLW NewCORNING INC$102,000–7,000–0.04%–
COF ExitCAPITAL ONE$0–-2,600–-0.07%–
GDPMQ ExitGOODRICH PETRO$0–-16,400–-0.09%–
AUPRA ExitANGLOGOLD ASHANTIpfd$0–-15,000–-0.11%–
ExitPDL BIOPHARMAdeb$0–-237,000–-0.13%–
ExitICAHN ENTERPRISEdeb$0–-400,000–-0.18%–
UNS ExitUNISOURCE$0–-12,238–-0.24%–
ExitMOLSON COORSdeb$0–-635,000–-0.28%–
PPLPRU ExitPPL CORPpfd$0–-47,202–-1.08%–
APAPRD ExitAPACHE CORPpfd$0–-133,474–-2.79%–
Q2 2013
 Value Shares↓ Weighting
MLU NewMETLIFEpfd$16,758,000–305,855–7.33%–
LXP NewLEXINGTON PTY$15,743,000–1,347,834–6.89%–
GTPPP NewGOODYEAR TIREpfd$13,509,000–272,964–5.91%–
GMPRB NewGENERAL MOTORSpfd$11,581,000–240,475–5.07%–
LXPPRC NewLEXINGTON PTYpfd$10,515,000–219,483–4.60%–
SNV NewSYNOVUS FINL$10,135,000–3,471,091–4.43%–
RPTPRD NewRAMCO GERSHENSONpfd$9,470,000–161,002–4.14%–
NYCB NewNY COMM BANC$9,048,000–646,328–3.96%–
PFE NewPFIZER$7,856,000–280,469–3.44%–
MRK NewMERCK$7,244,000–155,955–3.17%–
NewL3 COMMUNICATIONSdeb$6,380,000–6,274,000–2.79%–
APAPRD NewAPACHE CORPpfd$6,372,000–133,474–2.79%–
MET NewMETLIFE$5,695,000–124,452–2.49%–
NewANNALY CAPdeb$5,583,000–4,985,000–2.44%–
UISPRA NewUNISYSpfd$5,274,000–83,585–2.31%–
HCI NewHCI GROUP$4,608,000–150,000–2.02%–
OCRPRB NewOMNICAREpfd$4,274,000–72,262–1.87%–
NewXILINXdeb$3,795,000–2,750,000–1.66%–
NewANNALY CAPdeb$3,546,000–3,515,000–1.55%–
NewUS STEELdeb$3,479,000–3,525,000–1.52%–
NewOLD REPUBLICdeb$3,284,000–2,919,000–1.44%–
EPRPRC NewENT PROPERTIESpfd$2,722,000–118,514–1.19%–
NewPROSHARES$2,671,000–36,875–1.17%–
ESV NewENSCO PLC$2,670,000–51,100–1.17%–
NewEXELIXISdeb$2,670,000–2,760,000–1.17%–
PPLPRW NewPPL CORPpfd$2,604,000–48,140–1.14%–
PPLPRU NewPPL CORPpfd$2,474,000–47,202–1.08%–
SNY NewSANOFI SPONSOR$2,443,000–47,422–1.07%–
AAPL NewAPPLE INC$2,413,000–6,085–1.06%–
NOV NewNATIONAL OILWELL$2,262,000–32,825–0.99%–
OCRPRA NewOMNICAREpfd$2,043,000–34,940–0.89%–
NVS NewNOVARTIS AG$1,819,000–25,730–0.80%–
C NewCITIGROUP$1,698,000–35,395–0.74%–
ORI NewOLD REPUBLIC$1,673,000–130,000–0.73%–
COFWS NewCAPITAL ONEwts$1,384,000–53,000–0.60%–
VZ NewVERIZON$1,346,000–26,747–0.59%–
AHL NewASPEN INSURANCE$1,282,000–34,568–0.56%–
T NewAT&T$1,260,000–35,609–0.55%–
KSS NewKOHLS GROUP$960,000–19,000–0.42%–
CHK NewCHESAPEAKE ENGY$874,000–42,900–0.38%–
NewOMNICAREdeb$833,000–809,000–0.36%–
NewENERSYSdeb$785,000–600,000–0.34%–
JPM NewJP MORGAN CHASE$736,000–13,935–0.32%–
UTXPRA NewUNITED TECHpfd$711,000–11,975–0.31%–
NewGOLDCORPdeb$687,000–680,000–0.30%–
SWZ NewSWISS HELVETIA$675,000–54,826–0.30%–
GMWSB NewGENERAL MOTORSwts$654,000–40,000–0.29%–
NewAPOLLO INVdeb$653,000–620,000–0.29%–
NewMOLSON COORSdeb$641,000–635,000–0.28%–
WFC NewWELLS FARGO$635,000–15,400–0.28%–
NewINTEL$624,000–25,738–0.27%–
NewARCELMORMITTALdeb$612,000–600,000–0.27%–
COP NewCONOCOPHILLIPS$605,000–10,000–0.26%–
ZTS NewZOETIS$604,000–19,542–0.26%–
NewCOMTECH TELdeb$592,000–580,000–0.26%–
TCMCF NewTHOMSON CREEKpfd$589,000–36,000–0.26%–
NewARCHER DANIELSdeb$586,000–581,000–0.26%–
NewCEMEX SABdeb$572,000–500,000–0.25%–
NewNY COMM BANCpfd$568,000–12,000–0.25%–
NICK NewNICHOLAS FINANCIAL$558,000–36,900–0.24%–
UNS NewUNISOURCE$547,000–12,238–0.24%–
APA NewAPACHE CORP$545,000–6,500–0.24%–
NewCHEMEDdeb$525,000–500,000–0.23%–
NewLINEAR TECHdeb$523,000–500,000–0.23%–
NewBRISTOW GROUPdeb$513,000–435,000–0.22%–
NewUS STEELdeb$510,000–500,000–0.22%–
NewLIVE NATIONdeb$505,000–500,000–0.22%–
NewHOLOGICdeb$501,000–500,000–0.22%–
NewCADENCE DESIGNdeb$501,000–500,000–0.22%–
NewGENERAL CABLEdeb$499,000–500,000–0.22%–
NewDIGITAL RIVERdeb$496,000–500,000–0.22%–
NewCHESAPEAKE ENGYdeb$496,000–500,000–0.22%–
NewCOGENT COMMdeb$488,000–500,000–0.21%–
NewINTL GAME TECHdeb$487,000–457,000–0.21%–
F NewFORD MOTOR$479,000–3,100–0.21%–
HES NewHESS CORP$475,000–7,150–0.21%–
MSFT NewMICROSOFT$430,000–12,450–0.19%–
CAT NewCATERPILLAR$412,000–5,000–0.18%–
NewTTM TECHdeb$402,000–400,000–0.18%–
NewICAHN ENTERPRISEdeb$401,000–400,000–0.18%–
NewALLIANT TECHdeb$390,000–340,000–0.17%–
NEM NewNEWMONT MINING$374,000–12,500–0.16%–
JPMWS NewJPMORGAN CHASEwts$343,000–22,000–0.15%–
WU NewWESTERN UNION$342,000–20,000–0.15%–
SDOCQ NewSANDRIDGE$340,000–71,400–0.15%–
NewPDL BIOPHARMAdeb$292,000–237,000–0.13%–
FCX NewFREEPORT MCMORAN$276,000–10,000–0.12%–
AUPRA NewANGLOGOLD ASHANTIpfd$256,000–15,000–0.11%–
XRX NewXEROX$252,000–27,800–0.11%–
GMWSA NewGENERAL MOTORSwts$240,000–10,000–0.10%–
NewLAM RESEARCHdeb$210,000–200,000–0.09%–
GDPMQ NewGOODRICH PETRO$210,000–16,400–0.09%–
CVX NewCHEVRON$206,000–1,745–0.09%–
NewJANUS CAPdeb$189,000–182,000–0.08%–
BBT NewBB&T CORP$169,000–5,000–0.07%–
COF NewCAPITAL ONE$163,000–2,600–0.07%–
SJB NewPROSHARES$158,000–5,000–0.07%–
PX NewPRAXAIR$122,000–1,060–0.05%–

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