North Reef Capital Management LP Quant / Systematic

CIK: 0001867831 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 12, 2022

Total Value ($000): $355,810 (100.0% shares, 0.0% debt)

Holdings (34)

CMA COMERICA INC 8.6%

Value ($000) $30,596 Shares 416,947 Est. Cost $68.80 Unrealized -2.3%

— SYNOVUS FINL CORP 7.9%

Value ($000) $28,011 Shares 777,014 Est. Cost $38.33 Unrealized —

— SOUTHSTATE CORPORATION 7.8%

Value ($000) $27,680 Shares 358,783 Est. Cost $78.86 Unrealized —

FRCB FIRST REP BK SAN FRANCISCO C 7.5%

Value ($000) $26,721 Shares 185,306 Est. Cost $155.19 Unrealized -4.0%

QTWO Q2 HLDGS INC 6.4%

Value ($000) $22,887 Shares 593,398 Est. Cost $48.63 Unrealized 0.0%

— PINNACLE FINL PARTNERS INC 6.3%

Value ($000) $22,239 Shares 307,547 Est. Cost $86.77 Unrealized —

TCBI TEXAS CAP BANCSHARES INC 5.3%

Value ($000) $19,030 Shares 361,512 Est. Cost $55.94 Unrealized -4.1%

CBOE CBOE GLOBAL MKTS INC 5.3%

Value ($000) $18,815 Shares 166,222 Est. Cost $114.59 Unrealized -6.1%

WFC WELLS FARGO CO NEW 4.9%

Value ($000) $17,421 Shares 444,762 Est. Cost $43.83 Unrealized -8.9%

— EVO PMTS INC 4.6%

Value ($000) $16,484 Shares 700,858 Est. Cost $24.52 Unrealized —

SBCF SEACOAST BKG CORP FLA 4.3%

Value ($000) $15,476 Shares 468,393 Est. Cost $34.03 Unrealized -1.8%

WTFC WINTRUST FINL CORP 4.3%

Value ($000) $15,124 Shares 188,700 Est. Cost $86.11 Unrealized 0.0%

FCNCA FIRST CTZNS BANCSHARES INC N 2.8%

Value ($000) $9,826 Shares 15,029 Est. Cost $643.52 Unrealized 0.0%

— PAYA HOLDINGS INC 2.7%

Value ($000) $9,537 Shares 1,451,657 Est. Cost $6.57 Unrealized —

AAMI BRIGHTSPHERE INVT GROUP INC 2.3%

Value ($000) $8,086 Shares 448,952 Est. Cost $21.03 Unrealized -3.2%

— FIRST BANCSHARES INC MS 2.1%

Value ($000) $7,385 Shares 258,200 Est. Cost $29.09 Unrealized —

— ENVESTNET INC 1.8%

Value ($000) $6,490 Shares 122,995 Est. Cost $58.05 Unrealized —

GCMG GCM GROSVENOR INC 1.6%

Value ($000) $5,775 Shares 843,125 Est. Cost $7.54 Unrealized -8.9%

— AMERICAN NATL BANKSHARES INC 1.5%

Value ($000) $5,244 Shares 151,507 Est. Cost $35.68 Unrealized —

— PACWEST BANCORP DEL 1.4%

Value ($000) $5,156 Shares 193,400 Est. Cost $26.66 Unrealized —

GPN GLOBAL PMTS INC 1.4%

Value ($000) $4,976 Shares 44,974 Est. Cost $134.36 Unrealized -9.2%

BAC BK OF AMERICA CORP 1.4%

Value ($000) $4,819 Shares 154,800 Est. Cost $32.74 Unrealized 0.0%

BKU BANKUNITED INC 1.2%

Value ($000) $4,446 Shares 125,000 Est. Cost $34.56 Unrealized 0.0%

PGC PEAPACK-GLADSTONE FINL CORP 1.2%

Value ($000) $4,328 Shares 145,737 Est. Cost $34.09 Unrealized -8.6%

BOKF BOK FINL CORP 1.0%

Value ($000) $3,465 Shares 45,851 Est. Cost $86.56 Unrealized -11.2%

— PROFESSIONAL HLDG CORP 1.0%

Value ($000) $3,451 Shares 172,097 Est. Cost $20.05 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.7%

Value ($000) $2,619 Shares 16,600 Est. Cost $174.10 Unrealized -16.4%

HTB HOMETRUST BANCSHARES INC 0.5%

Value ($000) $1,757 Shares 70,274 Est. Cost $27.06 Unrealized 0.0%

VCTR VICTORY CAP HLDGS INC 0.5%

Value ($000) $1,675 Shares 69,492 Est. Cost $29.45 Unrealized -19.3%

HTH HILLTOP HOLDINGS INC 0.4%

Value ($000) $1,600 Shares 60,000 Est. Cost $28.49 Unrealized 0.0%

MYFW FIRST WESTN FINL INC 0.4%

Value ($000) $1,297 Shares 47,714 Est. Cost $31.15 Unrealized 0.0%

CFR CULLEN FROST BANKERS INC 0.3%

Value ($000) $1,188 Shares 10,200 Est. Cost $119.31 Unrealized -4.4%

BANC BANC OF CALIFORNIA INC 0.3%

Value ($000) $1,187 Shares 67,382 Est. Cost $18.03 Unrealized -8.0%

— INDEPENDENT BANK GROUP INC 0.3%

Value ($000) $1,019 Shares 15,000 Est. Cost $71.52 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CMA	COMERICA INC	416,947	$30,596	8.6%	$68.80	-2.3%	COM	200340107
—	SYNOVUS FINL CORP	777,014	$28,011	7.9%	$38.33	—	COM NEW	87161C501
—	SOUTHSTATE CORPORATION	358,783	$27,680	7.8%	$78.86	—	COM	840441109
FRCB	FIRST REP BK SAN FRANCISCO C	185,306	$26,721	7.5%	$155.19	-4.0%	COM	33616C100
QTWO	Q2 HLDGS INC	593,398	$22,887	6.4%	$48.63	0.0%	COM	74736L109
—	PINNACLE FINL PARTNERS INC	307,547	$22,239	6.3%	$86.77	—	COM	72346Q104
TCBI	TEXAS CAP BANCSHARES INC	361,512	$19,030	5.3%	$55.94	-4.1%	COM	88224Q107
CBOE	CBOE GLOBAL MKTS INC	166,222	$18,815	5.3%	$114.59	-6.1%	COM	12503M108
WFC	WELLS FARGO CO NEW	444,762	$17,421	4.9%	$43.83	-8.9%	COM	949746101
—	EVO PMTS INC	700,858	$16,484	4.6%	$24.52	—	CL A COM	26927E104
SBCF	SEACOAST BKG CORP FLA	468,393	$15,476	4.3%	$34.03	-1.8%	COM NEW	811707801
WTFC	WINTRUST FINL CORP	188,700	$15,124	4.3%	$86.11	0.0%	COM	97650W108
FCNCA	FIRST CTZNS BANCSHARES INC N	15,029	$9,826	2.8%	$643.52	0.0%	CL A	31946M103
—	PAYA HOLDINGS INC	1,451,657	$9,537	2.7%	$6.57	—	COM CL A	70434P103
AAMI	BRIGHTSPHERE INVT GROUP INC	448,952	$8,086	2.3%	$21.03	-3.2%	COM	10948W103
—	FIRST BANCSHARES INC MS	258,200	$7,385	2.1%	$29.09	—	COM	318916103
—	ENVESTNET INC	122,995	$6,490	1.8%	$58.05	—	COM	29404K106
GCMG	GCM GROSVENOR INC	843,125	$5,775	1.6%	$7.54	-8.9%	COM CL A	36831E108
—	AMERICAN NATL BANKSHARES INC	151,507	$5,244	1.5%	$35.68	—	COM	027745108
—	PACWEST BANCORP DEL	193,400	$5,156	1.4%	$26.66	—	COM	695263103
GPN	GLOBAL PMTS INC	44,974	$4,976	1.4%	$134.36	-9.2%	COM	37940X102
BAC	BK OF AMERICA CORP	154,800	$4,819	1.4%	$32.74	0.0%	COM	060505104
BKU	BANKUNITED INC	125,000	$4,446	1.2%	$34.56	0.0%	COM	06652K103
PGC	PEAPACK-GLADSTONE FINL CORP	145,737	$4,328	1.2%	$34.09	-8.6%	COM	704699107
BOKF	BOK FINL CORP	45,851	$3,465	1.0%	$86.56	-11.2%	COM NEW	05561Q201
—	PROFESSIONAL HLDG CORP	172,097	$3,451	1.0%	$20.05	—	CL A COM	743139107
PNC	PNC FINL SVCS GROUP INC	16,600	$2,619	0.7%	$174.10	-16.4%	COM	693475105
HTB	HOMETRUST BANCSHARES INC	70,274	$1,757	0.5%	$27.06	0.0%	COM	437872104
VCTR	VICTORY CAP HLDGS INC	69,492	$1,675	0.5%	$29.45	-19.3%	COM CL A	92645B103
HTH	HILLTOP HOLDINGS INC	60,000	$1,600	0.4%	$28.49	0.0%	COM	432748101
MYFW	FIRST WESTN FINL INC	47,714	$1,297	0.4%	$31.15	0.0%	COM	33751L105
CFR	CULLEN FROST BANKERS INC	10,200	$1,188	0.3%	$119.31	-4.4%	COM	229899109
BANC	BANC OF CALIFORNIA INC	67,382	$1,187	0.3%	$18.03	-8.0%	COM	05990K106
—	INDEPENDENT BANK GROUP INC	15,000	$1,019	0.3%	$71.52	—	COM	45384B106