North Reef Capital Management LP Quant / Systematic

CIK: 0001867831 · Show all filings

Period: Q4 2021 (Next →)

Filing Date: Feb 11, 2022

Total Value ($000): $216,909 (100.0% shares, 0.0% debt)

Holdings (33)

IBOC INTERNATIONAL BANCSHARES COR 8.9%

Value ($000) $19,232 Shares 453,690 Est. Cost $38.47 Unrealized 0.0%

SBCF SEACOAST BKG CORP FLA 7.8%

Value ($000) $16,968 Shares 479,452 Est. Cost $35.82 Unrealized 0.0%

WFC WELLS FARGO CO NEW 7.1%

Value ($000) $15,341 Shares 319,734 Est. Cost $44.41 Unrealized 0.0%

— SYNOVUS FINL CORP 6.7%

Value ($000) $14,449 Shares 301,848 Est. Cost $47.87 Unrealized —

CADE CADENCE BANK 6.4%

Value ($000) $13,926 Shares 467,469 Est. Cost $26.11 Unrealized 0.0%

CMA COMERICA INC 6.3%

Value ($000) $13,746 Shares 158,000 Est. Cost $70.25 Unrealized 0.0%

BKU BANKUNITED INC 4.7%

Value ($000) $10,164 Shares 240,229 Est. Cost $36.15 Unrealized 0.0%

— EVO PMTS INC 4.6%

Value ($000) $10,034 Shares 391,934 Est. Cost $25.60 Unrealized —

TCBI TEXAS CAP BANCSHARES INC 4.4%

Value ($000) $9,640 Shares 160,000 Est. Cost $60.31 Unrealized 0.0%

AUB ATLANTIC UN BANKSHARES CORP 4.0%

Value ($000) $8,682 Shares 232,835 Est. Cost $30.86 Unrealized 0.0%

NTRS NORTHERN TR CORP 3.8%

Value ($000) $8,337 Shares 69,704 Est. Cost $105.01 Unrealized 0.0%

EGBN EAGLE BANCORP INC MD 3.7%

Value ($000) $7,918 Shares 135,726 Est. Cost $47.84 Unrealized 0.0%

WTFC WINTRUST FINL CORP 3.4%

Value ($000) $7,407 Shares 81,555 Est. Cost $89.23 Unrealized 0.0%

JHG JANUS HENDERSON GROUP PLC 3.0%

Value ($000) $6,456 Shares 153,936 Est. Cost $44.15 Unrealized 0.0%

HWC HANCOCK WHITNEY CORPORATION 3.0%

Value ($000) $6,423 Shares 128,412 Est. Cost $49.88 Unrealized 0.0%

CME CME GROUP INC 2.5%

Value ($000) $5,369 Shares 23,500 Est. Cost $184.82 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 2.0%

Value ($000) $4,254 Shares 26,000 Est. Cost $161.79 Unrealized 0.0%

CBOE CBOE GLOBAL MKTS INC 1.7%

Value ($000) $3,789 Shares 29,053 Est. Cost $122.57 Unrealized 0.0%

SCHW SCHWAB CHARLES CORP 1.7%

Value ($000) $3,785 Shares 45,000 Est. Cost $76.51 Unrealized 0.0%

CFR CULLEN FROST BANKERS INC 1.3%

Value ($000) $2,914 Shares 23,115 Est. Cost $113.50 Unrealized 0.0%

VCTR VICTORY CAP HLDGS INC 1.3%

Value ($000) $2,901 Shares 79,421 Est. Cost $31.67 Unrealized 0.0%

FHN FIRST HORIZON CORPORATION 1.3%

Value ($000) $2,834 Shares 173,520 Est. Cost $14.41 Unrealized 0.0%

— AVIDXCHANGE HOLDINGS INC 1.2%

Value ($000) $2,711 Shares 180,000 Est. Cost $15.06 Unrealized —

USB US BANCORP DEL 1.2%

Value ($000) $2,571 Shares 45,780 Est. Cost $48.84 Unrealized 0.0%

AAMI BRIGHTSPHERE INVT GROUP INC 1.2%

Value ($000) $2,560 Shares 100,000 Est. Cost $27.94 Unrealized 0.0%

GPN GLOBAL PMTS INC 1.1%

Value ($000) $2,424 Shares 17,933 Est. Cost $132.51 Unrealized 0.0%

SICPQ SILVERGATE CAP CORP 1.1%

Value ($000) $2,408 Shares 16,250 Est. Cost $171.01 Unrealized 0.0%

RF REGIONS FINANCIAL CORP NEW 1.0%

Value ($000) $2,270 Shares 104,115 Est. Cost $19.19 Unrealized 0.0%

— INDEPENDENT BANK GROUP INC 1.0%

Value ($000) $2,165 Shares 30,000 Est. Cost $72.17 Unrealized —

GCMG GCM GROSVENOR INC 0.9%

Value ($000) $1,943 Shares 185,000 Est. Cost $9.25 Unrealized 0.0%

— AMERICAN NATL BANKSHARES INC 0.8%

Value ($000) $1,734 Shares 46,029 Est. Cost $37.67 Unrealized —

MTB M & T BK CORP 0.5%

Value ($000) $1,139 Shares 7,419 Est. Cost $134.29 Unrealized 0.0%

FCNCA FIRST CTZNS BANCSHARES INC N 0.2%

Value ($000) $415 Shares 500 Est. Cost $822.07 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IBOC	INTERNATIONAL BANCSHARES COR	453,690	$19,232	8.9%	$38.47	0.0%	COM	459044103
SBCF	SEACOAST BKG CORP FLA	479,452	$16,968	7.8%	$35.82	0.0%	COM NEW	811707801
WFC	WELLS FARGO CO NEW	319,734	$15,341	7.1%	$44.41	0.0%	COM	949746101
—	SYNOVUS FINL CORP	301,848	$14,449	6.7%	$47.87	—	COM NEW	87161C501
CADE	CADENCE BANK	467,469	$13,926	6.4%	$26.11	0.0%	COM	12740C103
CMA	COMERICA INC	158,000	$13,746	6.3%	$70.25	0.0%	COM	200340107
BKU	BANKUNITED INC	240,229	$10,164	4.7%	$36.15	0.0%	COM	06652K103
—	EVO PMTS INC	391,934	$10,034	4.6%	$25.60	—	CL A COM	26927E104
TCBI	TEXAS CAP BANCSHARES INC	160,000	$9,640	4.4%	$60.31	0.0%	COM	88224Q107
AUB	ATLANTIC UN BANKSHARES CORP	232,835	$8,682	4.0%	$30.86	0.0%	COM	04911A107
NTRS	NORTHERN TR CORP	69,704	$8,337	3.8%	$105.01	0.0%	COM	665859104
EGBN	EAGLE BANCORP INC MD	135,726	$7,918	3.7%	$47.84	0.0%	COM	268948106
WTFC	WINTRUST FINL CORP	81,555	$7,407	3.4%	$89.23	0.0%	COM	97650W108
JHG	JANUS HENDERSON GROUP PLC	153,936	$6,456	3.0%	$44.15	0.0%	ORD SHS	G4474Y214
HWC	HANCOCK WHITNEY CORPORATION	128,412	$6,423	3.0%	$49.88	0.0%	COM	410120109
CME	CME GROUP INC	23,500	$5,369	2.5%	$184.82	0.0%	COM	12572Q105
AXP	AMERICAN EXPRESS CO	26,000	$4,254	2.0%	$161.79	0.0%	COM	025816109
CBOE	CBOE GLOBAL MKTS INC	29,053	$3,789	1.7%	$122.57	0.0%	COM	12503M108
SCHW	SCHWAB CHARLES CORP	45,000	$3,785	1.7%	$76.51	0.0%	COM	808513105
CFR	CULLEN FROST BANKERS INC	23,115	$2,914	1.3%	$113.50	0.0%	COM	229899109
VCTR	VICTORY CAP HLDGS INC	79,421	$2,901	1.3%	$31.67	0.0%	COM CL A	92645B103
FHN	FIRST HORIZON CORPORATION	173,520	$2,834	1.3%	$14.41	0.0%	COM	320517105
—	AVIDXCHANGE HOLDINGS INC	180,000	$2,711	1.2%	$15.06	—	COM	05368X102
USB	US BANCORP DEL	45,780	$2,571	1.2%	$48.84	0.0%	COM NEW	902973304
AAMI	BRIGHTSPHERE INVT GROUP INC	100,000	$2,560	1.2%	$27.94	0.0%	COM	10948W103
GPN	GLOBAL PMTS INC	17,933	$2,424	1.1%	$132.51	0.0%	COM	37940X102
SICPQ	SILVERGATE CAP CORP	16,250	$2,408	1.1%	$171.01	0.0%	CL A	82837P408
RF	REGIONS FINANCIAL CORP NEW	104,115	$2,270	1.0%	$19.19	0.0%	COM	7591EP100
—	INDEPENDENT BANK GROUP INC	30,000	$2,165	1.0%	$72.17	—	COM	45384B106
GCMG	GCM GROSVENOR INC	185,000	$1,943	0.9%	$9.25	0.0%	COM CL A	36831E108
—	AMERICAN NATL BANKSHARES INC	46,029	$1,734	0.8%	$37.67	—	COM	027745108
MTB	M & T BK CORP	7,419	$1,139	0.5%	$134.29	0.0%	COM	55261F104
FCNCA	FIRST CTZNS BANCSHARES INC N	500	$415	0.2%	$822.07	0.0%	CL A	31946M103