Basic Stats
| Portfolio Value | $ 860,483,622 |
| Current Positions | 414 |
Latest Holdings, Performance, AUM (from 13F, 13D)
Jnl Variable Fund Llc - Jnl/mellon Financial Sector Fund (a) has disclosed 414 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 860,483,622 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Jnl Variable Fund Llc - Jnl/mellon Financial Sector Fund (a)’s top holdings are JPMorgan Chase & Co. (US:JPM) , Berkshire Hathaway Inc. (US:BRK.B) , Bank of America Corporation (US:BAC) , Wells Fargo & Company (US:WFC) , and Citigroup Inc. (US:C) . Jnl Variable Fund Llc - Jnl/mellon Financial Sector Fund (a)’s new positions include Aon plc (US:AON) , Arch Capital Group Ltd. (US:ACGL) , RenaissanceRe Holdings Ltd. (US:RNR) , Athene Holding Ltd - Class A (US:ATH) , and Invesco Ltd. (US:IVZ) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.39 | 71.76 | 8.5200 | 1.5575 | |
| 16.13 | 16.13 | 1.9147 | 1.4145 | |
| 0.07 | 11.55 | 1.3714 | 1.3714 | |
| 7.34 | 7.34 | 0.8714 | 0.6003 | |
| 0.07 | 17.90 | 2.1247 | 0.5566 | |
| 0.17 | 12.90 | 1.5319 | 0.5426 | |
| 0.11 | 18.51 | 2.1982 | 0.5221 | |
| 0.03 | 15.22 | 1.8074 | 0.4487 | |
| 0.12 | 3.44 | 0.4084 | 0.4084 | |
| 0.17 | 13.44 | 1.5956 | 0.3867 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 1.20 | 34.44 | 4.0895 | -1.1662 | |
| 0.65 | 27.47 | 3.2614 | -0.9501 | |
| 2.55 | 54.18 | 6.4330 | -0.8363 | |
| 0.94 | 84.33 | 10.0122 | -0.3922 | |
| 0.14 | 6.98 | 0.8285 | -0.2996 | |
| 0.26 | 6.26 | 0.7438 | -0.2967 | |
| 0.40 | 12.36 | 1.4678 | -0.2936 | |
| 0.44 | 15.28 | 1.8136 | -0.2567 | |
| 0.09 | 3.34 | 0.3961 | -0.2334 | |
| 0.13 | 12.54 | 1.4883 | -0.1691 |
13F and Fund Filings
This form was filed on 2020-05-28 for the reporting period 2020-03-31. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| JPM / JPMorgan Chase & Co. | 0.94 | -7.36 | 84.33 | -40.17 | 10.0122 | -0.3922 | |||
| BRK.B / Berkshire Hathaway Inc. | 0.39 | -5.74 | 71.76 | -23.92 | 8.5200 | 1.5575 | |||
| BAC / Bank of America Corporation | 2.55 | -8.72 | 54.18 | -44.98 | 6.4330 | -0.8363 | |||
| WFC / Wells Fargo & Company | 1.20 | -9.31 | 34.44 | -51.62 | 4.0895 | -1.1662 | |||
| C / Citigroup Inc. | 0.65 | -8.68 | 27.47 | -51.85 | 3.2614 | -0.9501 | |||
| CME / CME Group Inc. | 0.11 | -5.34 | 18.51 | -18.46 | 2.1982 | 0.5221 | |||
| SPGI / S&P Global Inc. | 0.07 | -6.13 | 17.90 | -15.76 | 2.1247 | 0.5566 | |||
| AXP / American Express Company | 0.21 | -6.73 | 17.79 | -35.86 | 2.1124 | 0.0647 | |||
| 46628D411 / JNL Securities Lending Collateral Fund | 16.13 | 137.99 | 16.13 | 137.99 | 1.9147 | 1.4145 | |||
| USB / U.S. Bancorp | 0.44 | -6.26 | 15.28 | -45.53 | 1.8136 | -0.2567 | |||
| C.WSA / Citigroup, Inc. | 0.03 | -5.50 | 15.22 | -17.29 | 1.8074 | 0.4487 | |||
| CB / Chubb Limited | 0.14 | -6.99 | 15.13 | -35.65 | 1.7960 | -0.0868 | |||
| GS / The Goldman Sachs Group, Inc. | 0.10 | -6.84 | 14.72 | -37.37 | 1.7480 | 0.0128 | |||
| ICE / Intercontinental Exchange, Inc. | 0.17 | -5.95 | 13.44 | -17.95 | 1.5956 | 0.3867 | |||
| MMC / Marsh & McLennan Companies, Inc. | 0.15 | -5.66 | 13.04 | -26.79 | 1.5484 | 0.2334 | |||
| PGR / The Progressive Corporation | 0.17 | -5.62 | 12.90 | -3.73 | 1.5319 | 0.5426 | |||
| PNC / The PNC Financial Services Group, Inc. | 0.13 | -6.89 | 12.54 | -44.17 | 1.4883 | -0.1691 | |||
| TFC / Truist Financial Corporation | 0.40 | -5.38 | 12.36 | -48.19 | 1.4678 | -0.2936 | |||
| MS / Morgan Stanley | 0.36 | -7.32 | 12.34 | -38.36 | 1.4647 | -0.0127 | |||
| SCHW / The Charles Schwab Corporation | 0.34 | -7.15 | 11.60 | -34.37 | 1.3770 | 0.0726 | |||
| AON / Aon plc | 0.07 | 11.55 | 1.3714 | 1.3714 | |||||
| MCO / Moody's Corporation | 0.05 | -5.48 | 10.74 | -15.79 | 1.2755 | 0.3337 | |||
| BX / Blackstone Inc. | 0.20 | -5.53 | 8.98 | -23.04 | 1.0667 | 0.2049 | |||
| ALL / The Allstate Corporation | 0.10 | -6.74 | 8.89 | -23.92 | 1.0551 | 0.1928 | |||
| BK / The Bank of New York Mellon Corporation | 0.25 | -7.31 | 8.36 | -37.98 | 0.9926 | -0.0024 | |||
| TRV / The Travelers Companies, Inc. | 0.08 | -6.03 | 7.67 | -31.84 | 0.9106 | 0.0801 | |||
| AFL / Aflac Incorporated | 0.22 | -6.04 | 7.52 | -39.19 | 0.8925 | -0.0200 | |||
| 46628D437 / JNL Government Money Market Fund | 7.34 | 99.81 | 7.34 | 99.81 | 0.8714 | 0.6003 | |||
| MSCI / MSCI Inc. | 0.03 | -5.48 | 7.32 | 5.78 | 0.8693 | 0.3584 | |||
| MET / MetLife, Inc. | 0.23 | -6.93 | 7.15 | -44.18 | 0.8486 | -0.0966 | |||
| COF / Capital One Financial Corporation | 0.14 | -6.80 | 6.98 | -54.34 | 0.8285 | -0.2996 | |||
| TROW / T. Rowe Price Group, Inc. | 0.07 | -6.41 | 6.80 | -24.99 | 0.8076 | 0.1382 | |||
| WTW / Willis Towers Watson Public Limited Company | 0.04 | -7.58 | 6.48 | -18.66 | 0.7698 | 0.1315 | |||
| AIG / American International Group, Inc. | 0.26 | -5.92 | 6.26 | -55.56 | 0.7438 | -0.2967 | |||
| PRU / Prudential Financial, Inc. | 0.12 | -5.37 | 6.26 | -47.36 | 0.7432 | -0.1347 | |||
| STT / State Street Corporation | 0.11 | -8.15 | 5.78 | -38.14 | 0.6867 | -0.0035 | |||
| AJG / Arthur J. Gallagher & Co. | 0.06 | -5.75 | 4.54 | -19.32 | 0.5388 | 0.1235 | |||
| NTRS / Northern Trust Corporation | 0.06 | -6.71 | 4.53 | -33.74 | 0.5379 | 0.0332 | |||
| FRC / First Republic Bank | 0.05 | -5.05 | 4.13 | -33.48 | 0.4904 | 0.0320 | |||
| AMP / Ameriprise Financial, Inc. | 0.04 | -8.38 | 3.87 | -43.63 | 0.4596 | -0.0474 | |||
| MTB / M&T Bank Corporation | 0.04 | -6.52 | 3.87 | -43.05 | 0.4592 | -0.0421 | |||
| MKL / Markel Group Inc. | 0.00 | -6.09 | 3.82 | -23.79 | 0.4539 | 0.0837 | |||
| HIG / The Hartford Insurance Group, Inc. | 0.11 | -6.04 | 3.79 | -45.51 | 0.4500 | -0.0635 | |||
| MKTX / MarketAxess Holdings Inc. | 0.01 | -5.17 | 3.76 | -16.81 | 0.4465 | 0.1128 | |||
| CINF / Cincinnati Financial Corporation | 0.05 | -6.09 | 3.49 | -32.61 | 0.4147 | 0.0321 | |||
| KKR / KKR & Co. Inc. | 0.15 | -5.17 | 3.44 | -23.70 | 0.4089 | 0.0757 | |||
| ACGL / Arch Capital Group Ltd. | 0.12 | 3.44 | 0.4084 | 0.4084 | |||||
| DFS / Discover Financial Services | 0.09 | -6.97 | 3.34 | -60.88 | 0.3961 | -0.2334 | |||
| NDAQ / Nasdaq, Inc. | 0.03 | -7.30 | 3.22 | -17.84 | 0.3829 | 0.0932 | |||
| FITB / Fifth Third Bancorp | 0.21 | -7.59 | 3.14 | -55.36 | 0.3730 | -0.1465 | |||
| KEY / KeyCorp | 0.29 | -7.86 | 3.03 | -52.80 | 0.3592 | -0.1139 | |||
| FDS / FactSet Research Systems Inc. | 0.01 | -6.14 | 2.95 | -8.80 | 0.3497 | 0.1113 | |||
| CBOE / Cboe Global Markets, Inc. | 0.03 | -7.01 | 2.93 | -30.83 | 0.3477 | 0.0351 | |||
| SYF / Synchrony Financial | 0.17 | -7.79 | 2.79 | -58.81 | 0.3314 | -0.1687 | |||
| L / Loews Corporation | 0.08 | -7.17 | 2.78 | -38.41 | 0.3296 | -0.0031 | |||
| / TD AmeriTrade Holding Corp. | 0.08 | -8.51 | 2.77 | -36.19 | 0.3289 | 0.0084 | |||
| BRO / Brown & Brown, Inc. | 0.07 | -4.83 | 2.58 | -12.71 | 0.3067 | 0.0883 | |||
| PFG / Principal Financial Group, Inc. | 0.08 | -7.24 | 2.57 | -47.15 | 0.3057 | -0.0539 | |||
| RF / Regions Financial Corporation | 0.29 | -10.02 | 2.56 | -52.97 | 0.3039 | -0.0978 | |||
| HBAN / Huntington Bancshares Incorporated | 0.31 | -6.77 | 2.52 | -49.25 | 0.2997 | -0.0674 | |||
| CFG / Citizens Financial Group, Inc. | 0.13 | -9.49 | 2.42 | -58.08 | 0.2873 | -0.1388 | |||
| Y / Alleghany Corp. | 0.00 | -6.85 | 2.35 | -35.66 | 0.2790 | 0.0094 | |||
| RJF / Raymond James Financial, Inc. | 0.04 | -5.61 | 2.35 | -33.30 | 0.2787 | 0.0188 | |||
| EG / Everest Group, Ltd. | 0.01 | -6.04 | 2.34 | -32.06 | 0.2773 | 0.0020 | |||
| US2692464017 / E*TRADE Financial, Inc. | 0.07 | -11.88 | 2.31 | -33.32 | 0.2737 | 0.0184 | |||
| SIVB / SVB Financial Group | 0.02 | -6.98 | 2.30 | -44.03 | 0.2733 | -0.0302 | |||
| WRB / W. R. Berkley Corporation | 0.04 | -5.85 | 2.26 | -28.94 | 0.2689 | 0.0337 | |||
| GL / Globe Life Inc. | 0.03 | -7.18 | 2.20 | -36.53 | 0.2612 | 0.0053 | |||
| NLY / Annaly Capital Management, Inc. | 0.42 | -8.79 | 2.14 | -50.93 | 0.2547 | -0.0679 | |||
| FNF / Fidelity National Financial, Inc. | 0.08 | -5.24 | 2.04 | -48.02 | 0.2421 | -0.0474 | |||
| RNR / RenaissanceRe Holdings Ltd. | 0.01 | 1.94 | 0.2309 | 0.2309 | |||||
| AIZ / Assurant, Inc. | 0.02 | -6.97 | 1.87 | -26.14 | 0.2225 | 0.0352 | |||
| EQH / Equitable Holdings, Inc. | 0.13 | -5.76 | 1.82 | -45.05 | 0.2157 | -0.0283 | |||
| SEIC / SEI Investments Company | 0.04 | -7.18 | 1.76 | -34.32 | 0.2086 | 0.0112 | |||
| AGNC / AGNC Investment Corp. | 0.16 | -8.18 | 1.69 | -45.05 | 0.2003 | -0.0264 | |||
| VOYA / Voya Financial, Inc. | 0.04 | -9.39 | 1.64 | -39.74 | 0.1946 | -0.0062 | |||
| ALLY / Ally Financial Inc. | 0.11 | -8.88 | 1.63 | -56.98 | 0.1937 | -0.0862 | |||
| AFG / American Financial Group, Inc. | 0.02 | -7.02 | 1.59 | -40.60 | 0.1892 | -0.0088 | |||
| RGA / Reinsurance Group of America, Incorporated | 0.02 | -6.09 | 1.58 | -51.55 | 0.1876 | -0.0531 | |||
| LNC / Lincoln National Corporation | 0.06 | -6.45 | 1.57 | -58.27 | 0.1860 | -0.0911 | |||
| CBSH / Commerce Bancshares, Inc. | 0.03 | -7.70 | 1.53 | -31.60 | 0.1817 | 0.0165 | |||
| BEN / Franklin Resources, Inc. | 0.09 | -6.72 | 1.48 | -40.09 | 0.1756 | -0.0066 | |||
| PBCT / People`s United Financial Inc | 0.13 | -6.24 | 1.45 | -38.69 | 0.1716 | -0.0024 | |||
| FAF / First American Financial Corporation | 0.03 | -5.33 | 1.41 | -31.19 | 0.1680 | 0.0163 | |||
| ZION / Zions Bancorporation, National Association | 0.05 | -9.33 | 1.37 | -53.27 | 0.1621 | -0.0536 | |||
| PB / Prosperity Bancshares, Inc. | 0.03 | -8.14 | 1.34 | -38.35 | 0.1590 | -0.0014 | |||
| NYCB / Flagstar Financial, Inc. | 0.14 | -4.19 | 1.33 | -25.18 | 0.1574 | 0.0266 | |||
| ORI / Old Republic International Corporation | 0.09 | -4.91 | 1.32 | -35.19 | 0.1564 | 0.0064 | |||
| SBNY / Signature Bank | 0.02 | -7.68 | 1.31 | -45.67 | 0.1555 | -0.0225 | |||
| LPLA / LPL Financial Holdings Inc. | 0.02 | -9.88 | 1.29 | -46.85 | 0.1535 | -0.0260 | |||
| CMA / Comerica Incorporated | 0.04 | -8.82 | 1.27 | -62.71 | 0.1508 | -0.1007 | |||
| KMPR / Kemper Corporation | 0.02 | -4.08 | 1.26 | -7.97 | 0.1496 | 0.0486 | |||
| US5249011058 / Legg Mason, Inc. | 0.03 | -5.99 | 1.25 | 27.83 | 0.1490 | 0.0765 | |||
| EWBC / East West Bancorp, Inc. | 0.04 | -3.86 | 1.13 | -49.21 | 0.1345 | -0.0301 | |||
| ERIE / Erie Indemnity Company | 0.01 | -7.85 | 1.11 | -17.70 | 0.1320 | 0.0323 | |||
| PRI / Primerica, Inc. | 0.01 | -7.11 | 1.10 | -37.03 | 0.1300 | 0.0016 | |||
| US2782651036 / Eaton Vance Corp. | 0.03 | -6.75 | 1.09 | -35.58 | 0.1294 | 0.0045 | |||
| THG / The Hanover Insurance Group, Inc. | 0.01 | -6.55 | 1.06 | -38.07 | 0.1264 | -0.0005 | |||
| ATH / Athene Holding Ltd - Class A | 0.04 | 1.06 | 0.1261 | 0.1261 | |||||
| IVZ / Invesco Ltd. | 0.12 | 1.05 | 0.1244 | 0.1244 | |||||
| JEF / Jefferies Financial Group Inc. | 0.08 | -5.69 | 1.04 | -39.66 | 0.1237 | -0.0038 | |||
| 872307903 / TCF Financial Corporation | 0.05 | -5.82 | 1.04 | -54.42 | 0.1232 | -0.0448 | |||
| BPOP / Popular, Inc. | 0.03 | -6.34 | 1.01 | -44.23 | 0.1200 | -0.0137 | |||
| CFR / Cullen/Frost Bankers, Inc. | 0.02 | -3.85 | 1.00 | -45.17 | 0.1187 | -0.0158 | |||
| RLI / RLI Corp. | 0.01 | -4.14 | 1.00 | -6.39 | 0.1183 | 0.0398 | |||
| AXS / AXIS Capital Holdings Limited | 0.03 | 0.97 | 0.1154 | 0.1154 | |||||
| FFIN / First Financial Bankshares, Inc. | 0.04 | -8.87 | 0.97 | -30.32 | 0.1147 | 0.0124 | |||
| GBCI / Glacier Bancorp, Inc. | 0.03 | 1.87 | 0.93 | -24.68 | 0.1106 | 0.0193 | |||
| UNM / Unum Group | 0.06 | -6.20 | 0.92 | -51.76 | 0.1093 | -0.0315 | |||
| IBKR / Interactive Brokers Group, Inc. | 0.02 | -4.59 | 0.92 | -11.73 | 0.1091 | 0.0323 | |||
| WAL / Western Alliance Bancorporation | 0.03 | -3.87 | 0.91 | -48.38 | 0.1076 | -0.0220 | |||
| SLM / SLM Corporation | 0.13 | -8.16 | 0.90 | -25.92 | 0.1073 | 0.0173 | |||
| CBU / Community Financial System, Inc. | 0.02 | -4.22 | 0.90 | -20.65 | 0.1073 | 0.0233 | |||
| FCFS / FirstCash Holdings, Inc. | 0.01 | -8.07 | 0.90 | -18.22 | 0.1072 | 0.0257 | |||
| WTM / White Mountains Insurance Group, Ltd. | 0.00 | 0.88 | 0.1049 | 0.1049 | |||||
| EHTH / eHealth, Inc. | 0.01 | 0.00 | 0.88 | 46.58 | 0.1043 | 0.0600 | |||
| AMG / Affiliated Managers Group, Inc. | 0.01 | -8.87 | 0.87 | -36.39 | 0.1038 | 0.0023 | |||
| SIGI / Selective Insurance Group, Inc. | 0.02 | -8.29 | 0.86 | -30.06 | 0.1022 | 0.0113 | |||
| STWD / Starwood Property Trust, Inc. | 0.08 | -6.05 | 0.85 | -61.29 | 0.1009 | -0.0610 | |||
| SF / Stifel Financial Corp. | 0.02 | -8.40 | 0.84 | -37.65 | 0.0996 | 0.0003 | |||
| VLY / Valley National Bancorp | 0.11 | -5.18 | 0.83 | -39.46 | 0.0986 | -0.0027 | |||
| TW / Tradeweb Markets Inc. | 0.02 | -6.13 | 0.82 | -14.82 | 0.0969 | 0.0261 | |||
| PNFP / Pinnacle Financial Partners, Inc. | 0.02 | -8.68 | 0.80 | -46.47 | 0.0954 | -0.0153 | |||
| CACC / Credit Acceptance Corporation | 0.00 | -6.59 | 0.79 | -46.00 | 0.0938 | -0.0142 | |||
| BHF / Brighthouse Financial, Inc. | 0.03 | -7.33 | 0.79 | -42.92 | 0.0938 | -0.0084 | |||
| ARES / Ares Management Corporation | 0.03 | 3.85 | 0.79 | -9.97 | 0.0934 | 0.0289 | |||
| SNV / Synovus Financial Corp. | 0.04 | -10.04 | 0.78 | -59.73 | 0.0927 | -0.0503 | |||
| RDN / Radian Group Inc. | 0.06 | -6.62 | 0.77 | -51.94 | 0.0913 | -0.0268 | |||
| FHN / First Horizon Corporation | 0.09 | -7.45 | 0.74 | -54.98 | 0.0876 | -0.0333 | |||
| ESNT / Essent Group Ltd. | 0.03 | 0.73 | 0.0862 | 0.0862 | |||||
| JHG / Janus Henderson Group plc | 0.05 | 0.72 | 0.0860 | 0.0860 | |||||
| AGO / Assured Guaranty Ltd. | 0.03 | -13.86 | 0.72 | -50.07 | 0.0853 | -0.0299 | |||
| FNB / F.N.B. Corporation | 0.10 | -5.11 | 0.71 | -44.98 | 0.0841 | -0.0109 | |||
| UMPQ / Umpqua Holdings Corp | 0.06 | -5.52 | 0.71 | -41.86 | 0.0840 | -0.0058 | |||
| BXMT / Blackstone Mortgage Trust, Inc. | 0.04 | -6.67 | 0.70 | -53.33 | 0.0833 | -0.0276 | |||
| INDB / Independent Bank Corp. | 0.01 | -5.56 | 0.68 | -27.04 | 0.0808 | 0.0120 | |||
| MORN / Morningstar, Inc. | 0.01 | -4.26 | 0.68 | -26.41 | 0.0807 | 0.0125 | |||
| UBSI / United Bankshares, Inc. | 0.03 | -10.17 | 0.68 | -46.41 | 0.0807 | -0.0129 | |||
| BOH / Bank of Hawaii Corporation | 0.01 | -5.25 | 0.67 | -44.99 | 0.0796 | -0.0104 | |||
| KNSL / Kinsale Capital Group, Inc. | 0.01 | 2.09 | 0.67 | 4.87 | 0.0793 | 0.0323 | |||
| HLI / Houlihan Lokey, Inc. | 0.01 | 0.00 | 0.66 | 6.75 | 0.0789 | 0.0329 | |||
| CVBF / CVB Financial Corp. | 0.03 | -7.46 | 0.66 | -14.02 | 0.0779 | 0.0216 | |||
| UMBF / UMB Financial Corporation | 0.01 | -6.34 | 0.66 | -36.78 | 0.0779 | 0.0014 | |||
| MTG / MGIC Investment Corporation | 0.10 | -7.13 | 0.65 | -58.38 | 0.0776 | -0.0383 | |||
| US912796TY52 / TREASURY BILL 12/20 0.00000 | 0.65 | 0.0772 | 0.0772 | ||||||
| FHB / First Hawaiian, Inc. | 0.04 | -5.61 | 0.65 | -45.95 | 0.0769 | -0.0115 | |||
| STL / Sterling Bancorp. | 0.06 | -4.63 | 0.64 | -52.78 | 0.0757 | -0.0239 | |||
| PACW / Pacwest Bancorp | 0.04 | -4.56 | 0.64 | -55.34 | 0.0755 | -0.0295 | |||
| FCNCA / First Citizens BancShares, Inc. | 0.00 | -9.79 | 0.63 | -43.58 | 0.0746 | -0.0076 | |||
| NRZ / New Residential Investment Corp | 0.12 | -4.92 | 0.63 | -70.43 | 0.0743 | -0.0820 | |||
| OZK / Bank OZK | 0.04 | -9.22 | 0.62 | -50.36 | 0.0742 | -0.0186 | |||
| WBS / Webster Financial Corporation | 0.03 | -8.08 | 0.62 | -60.53 | 0.0741 | -0.0427 | |||
| ONB / Old National Bancorp | 0.05 | -5.72 | 0.61 | -32.04 | 0.0726 | 0.0062 | |||
| SSB / SouthState Corporation | 0.01 | -5.68 | 0.61 | -36.24 | 0.0722 | 0.0019 | |||
| WAFD / WaFd, Inc | 0.02 | -6.92 | 0.61 | -34.02 | 0.0718 | 0.0041 | |||
| ASB / Associated Banc-Corp | 0.05 | -10.95 | 0.60 | -48.36 | 0.0710 | -0.0144 | |||
| CNNE / Cannae Holdings, Inc. | 0.02 | -7.09 | 0.60 | -16.41 | 0.0708 | 0.0182 | |||
| COLB / Columbia Banking System, Inc. | 0.02 | -5.10 | 0.59 | -37.55 | 0.0704 | 0.0004 | |||
| ESGR / Enstar Group Limited | 0.00 | -7.34 | 0.57 | -22.33 | 0.0682 | 0.0089 | |||
| WTFC / Wintrust Financial Corporation | 0.02 | -4.25 | 0.57 | -55.63 | 0.0674 | -0.0270 | |||
| CSFL / Centerstate Banks, Inc. | 0.03 | -11.41 | 0.56 | -38.96 | 0.0671 | -0.0012 | |||
| BXS / BancorpSouth Bank | 0.03 | -6.60 | 0.56 | -43.71 | 0.0670 | -0.0070 | |||
| FULT / Fulton Financial Corporation | 0.05 | -7.01 | 0.56 | -38.66 | 0.0665 | -0.0009 | |||
| IBKC / IBERIABANK Corp. | 0.02 | -10.26 | 0.55 | -56.68 | 0.0655 | -0.0284 | |||
| HOMB / Home Bancshares, Inc. (Conway, AR) | 0.05 | -11.28 | 0.55 | -45.96 | 0.0653 | -0.0097 | |||
| CNO / CNO Financial Group, Inc. | 0.04 | -10.58 | 0.55 | -38.93 | 0.0653 | -0.0011 | |||
| SFNC / Simmons First National Corporation | 0.03 | 0.00 | 0.54 | -31.40 | 0.0647 | 0.0061 | |||
| ISBC / Investors Bancorp Inc | 0.07 | -6.39 | 0.54 | -37.25 | 0.0647 | 0.0006 | |||
| BKU / BankUnited, Inc. | 0.03 | -5.28 | 0.54 | -51.56 | 0.0645 | -0.0183 | |||
| FHI / Federated Hermes, Inc. | 0.03 | -6.48 | 0.53 | -45.38 | 0.0633 | -0.0087 | |||
| CATY / Cathay General Bancorp | 0.02 | -5.74 | 0.53 | -43.21 | 0.0627 | -0.0059 | |||
| HWC / Hancock Whitney Corporation | 0.03 | -5.17 | 0.52 | -57.87 | 0.0621 | -0.0294 | |||
| EVR / Evercore Inc. | 0.01 | -11.91 | 0.52 | -45.76 | 0.0616 | -0.0090 | |||
| AEL / American Equity Investment Life Holding Company | 0.03 | -4.96 | 0.52 | -40.32 | 0.0616 | -0.0026 | |||
| CIM / Chimera Investment Corporation | 0.05 | -9.18 | 0.50 | -59.87 | 0.0590 | -0.0323 | |||
| GNW / Genworth Financial, Inc. | 0.15 | -5.40 | 0.49 | -28.61 | 0.0587 | 0.0076 | |||
| WABC / Westamerica Bancorporation | 0.01 | 0.00 | 0.49 | -13.23 | 0.0584 | 0.0165 | |||
| US31335BXJ06 / FGL Holdings | 0.05 | 0.49 | 0.0581 | 0.0581 | |||||
| ABCB / Ameris Bancorp | 0.02 | 0.00 | 0.49 | -44.14 | 0.0577 | -0.0065 | |||
| OMF / OneMain Holdings, Inc. | 0.02 | -4.22 | 0.48 | -56.61 | 0.0566 | -0.0244 | |||
| CIT / CIT Group Inc | 0.03 | -10.36 | 0.47 | -66.14 | 0.0561 | -0.0468 | |||
| NAVI / Navient Corporation | 0.06 | -7.79 | 0.46 | -48.89 | 0.0548 | -0.0119 | |||
| AUB / Atlantic Union Bankshares Corporation | 0.02 | -8.17 | 0.46 | -46.45 | 0.0547 | -0.0088 | |||
| CFFN / Capitol Federal Financial, Inc. | 0.04 | -9.60 | 0.45 | -23.57 | 0.0540 | 0.0101 | |||
| FFBC / First Financial Bancorp. | 0.03 | 0.00 | 0.45 | -41.40 | 0.0538 | -0.0033 | |||
| FMBI / First Midwest Bancorp, Inc. | 0.03 | 0.00 | 0.45 | -42.68 | 0.0535 | -0.0045 | |||
| TREE / LendingTree, Inc. | 0.00 | 0.00 | 0.44 | -39.61 | 0.0522 | -0.0015 | |||
| WSBC / WesBanco, Inc. | 0.02 | -8.48 | 0.44 | -42.61 | 0.0521 | -0.0043 | |||
| HMN / Horace Mann Educators Corporation | 0.01 | -8.35 | 0.43 | -23.17 | 0.0512 | 0.0098 | |||
| IBOC / International Bancshares Corporation | 0.02 | -8.45 | 0.43 | -42.90 | 0.0511 | -0.0045 | |||
| MC / Moelis & Company | 0.02 | 0.00 | 0.43 | -12.07 | 0.0511 | 0.0150 | |||
| FRME / First Merchants Corporation | 0.02 | 2.72 | 0.42 | -34.57 | 0.0501 | 0.0025 | |||
| UCBI / United Community Banks, Inc. | 0.02 | -8.90 | 0.42 | -46.01 | 0.0498 | -0.0075 | |||
| NBTB / NBT Bancorp Inc. | 0.01 | -11.29 | 0.42 | -29.08 | 0.0495 | 0.0061 | |||
| SFBS / ServisFirst Bancshares, Inc. | 0.01 | 0.00 | 0.41 | -22.08 | 0.0490 | 0.0099 | |||
| BOKF / BOK Financial Corporation | 0.01 | -6.14 | 0.41 | -54.37 | 0.0490 | -0.0177 | |||
| TRMK / Trustmark Corporation | 0.02 | -9.64 | 0.41 | -39.11 | 0.0489 | -0.0009 | |||
| PFSI / PennyMac Financial Services, Inc. | 0.02 | -6.54 | 0.41 | -39.23 | 0.0486 | -0.0012 | |||
| PRA / ProAssurance Corporation | 0.02 | -7.48 | 0.40 | -36.03 | 0.0479 | 0.0014 | |||
| TOWN / TowneBank | 0.02 | 0.00 | 0.40 | -35.06 | 0.0478 | 0.0021 | |||
| ARGO / Argo Group International Holdings, Inc. | 0.01 | 0.00 | 0.40 | -47.28 | 0.0472 | -0.0131 | |||
| PRAA / PRA Group, Inc. | 0.01 | 0.00 | 0.39 | -23.63 | 0.0464 | 0.0086 | |||
| WSFS / WSFS Financial Corporation | 0.02 | 0.00 | 0.39 | -43.32 | 0.0458 | -0.0045 | |||
| SAFT / Safety Insurance Group, Inc. | 0.00 | 0.00 | 0.39 | -8.77 | 0.0458 | 0.0146 | |||
| AMSF / AMERISAFE, Inc. | 0.01 | 0.00 | 0.38 | -2.29 | 0.0456 | 0.0166 | |||
| GDOT / Green Dot Corporation | 0.01 | 0.00 | 0.37 | 9.04 | 0.0445 | 0.0191 | |||
| FIBK / First Interstate BancSystem, Inc. | 0.01 | 0.00 | 0.37 | -31.35 | 0.0440 | 0.0042 | |||
| EIG / Employers Holdings, Inc. | 0.01 | -10.90 | 0.37 | -13.65 | 0.0437 | 0.0123 | |||
| NWBI / Northwest Bancshares, Inc. | 0.03 | 0.00 | 0.36 | -30.53 | 0.0423 | 0.0045 | |||
| 636220204 / National General Holdings Corp | 0.02 | 0.00 | 0.35 | -25.00 | 0.0420 | 0.0071 | |||
| APAM / Artisan Partners Asset Management Inc. | 0.02 | 0.00 | 0.35 | -33.65 | 0.0420 | 0.0027 | |||
| BANR / Banner Corporation | 0.01 | 0.00 | 0.35 | -41.74 | 0.0415 | -0.0027 | |||
| WD / Walker & Dunlop, Inc. | 0.01 | -8.38 | 0.34 | -43.09 | 0.0407 | -0.0037 | |||
| HLNE / Hamilton Lane Incorporated | 0.01 | 0.00 | 0.34 | -7.40 | 0.0402 | 0.0133 | |||
| TCBI / Texas Capital Bancshares, Inc. | 0.02 | -4.70 | 0.34 | -62.82 | 0.0402 | -0.0269 | |||
| MCY / Mercury General Corporation | 0.01 | -10.00 | 0.34 | -24.89 | 0.0399 | 0.0069 | |||
| FBP / First BanCorp. | 0.06 | -9.56 | 0.33 | -54.66 | 0.0394 | -0.0145 | |||
| GWB / Great Western Bancorp Inc | 0.02 | -10.45 | 0.33 | -47.20 | 0.0392 | -0.0070 | |||
| ARI / Apollo Commercial Real Estate Finance, Inc. | 0.04 | -5.53 | 0.33 | -61.68 | 0.0390 | -0.0242 | |||
| PRK / Park National Corporation | 0.00 | -11.17 | 0.33 | -32.64 | 0.0388 | 0.0030 | |||
| HOPE / Hope Bancorp, Inc. | 0.04 | 0.00 | 0.33 | -44.73 | 0.0387 | -0.0048 | |||
| CHCO / City Holding Company | 0.00 | -10.02 | 0.32 | -27.09 | 0.0384 | 0.0057 | |||
| HTH / Hilltop Holdings Inc. | 0.02 | -10.58 | 0.32 | -45.76 | 0.0380 | -0.0056 | |||
| JRVR / James River Group Holdings, Ltd. | 0.01 | 0.32 | 0.0379 | 0.0379 | |||||
| CNS / Cohen & Steers, Inc. | 0.01 | -10.65 | 0.32 | -35.38 | 0.0376 | 0.0015 | |||
| AX / Axos Financial, Inc. | 0.02 | 0.00 | 0.31 | -40.08 | 0.0369 | -0.0014 | |||
| TWO / Two Harbors Investment Corp. | 0.08 | -7.81 | 0.31 | -76.03 | 0.0368 | -0.0584 | |||
| STBA / S&T Bancorp, Inc. | 0.01 | 0.00 | 0.31 | -32.09 | 0.0367 | 0.0030 | |||
| VIRT / Virtu Financial, Inc. | 0.01 | 0.00 | 0.31 | 30.08 | 0.0365 | 0.0191 | |||
| SBCF / Seacoast Banking Corporation of Florida | 0.02 | 0.00 | 0.30 | -40.12 | 0.0357 | -0.0014 | |||
| LKFN / Lakeland Financial Corporation | 0.01 | 0.00 | 0.30 | -25.06 | 0.0356 | 0.0061 | |||
| HTLF / Heartland Financial USA, Inc. | 0.01 | 0.00 | 0.30 | -39.23 | 0.0355 | -0.0009 | |||
| PMT / PennyMac Mortgage Investment Trust | 0.03 | 0.00 | 0.30 | -52.33 | 0.0353 | -0.0108 | |||
| PLMR / Palomar Holdings, Inc. | 0.00 | 48.59 | 0.29 | 71.43 | 0.0343 | 0.0218 | |||
| SBSI / Southside Bancshares, Inc. | 0.01 | -11.51 | 0.29 | -27.71 | 0.0342 | 0.0048 | |||
| PJT / PJT Partners Inc. | 0.01 | 0.00 | 0.29 | -4.01 | 0.0342 | 0.0121 | |||
| PPBI / Pacific Premier Bancorp, Inc. | 0.02 | -12.27 | 0.29 | -49.38 | 0.0339 | -0.0077 | |||
| RNST / Renasant Corporation | 0.01 | -12.28 | 0.28 | -46.05 | 0.0333 | -0.0050 | |||
| EGBN / Eagle Bancorp, Inc. | 0.01 | -12.80 | 0.28 | -45.90 | 0.0330 | -0.0049 | |||
| TMP / Tompkins Financial Corporation | 0.00 | -14.68 | 0.27 | -33.17 | 0.0324 | 0.0023 | |||
| OCFC / OceanFirst Financial Corp. | 0.02 | 6.84 | 0.27 | -33.33 | 0.0323 | 0.0021 | |||
| TFSL / TFS Financial Corporation | 0.02 | 0.00 | 0.27 | -22.41 | 0.0321 | 0.0064 | |||
| US9300591008 / Waddell & Reed Financial, Inc. | 0.02 | 0.00 | 0.26 | -32.10 | 0.0305 | 0.0026 | |||
| NNI / Nelnet, Inc. | 0.01 | -14.58 | 0.25 | -33.33 | 0.0302 | 0.0020 | |||
| FCF / First Commonwealth Financial Corporation | 0.03 | -12.32 | 0.25 | -44.78 | 0.0302 | -0.0038 | |||
| CADE / Cadence Bank | 0.04 | -7.70 | 0.25 | -66.71 | 0.0301 | -0.0260 | |||
| BRKL / Brookline Bancorp, Inc. | 0.02 | -14.19 | 0.25 | -41.30 | 0.0301 | -0.0017 | |||
| BUSE / First Busey Corporation | 0.01 | -11.61 | 0.25 | -45.10 | 0.0300 | -0.0039 | |||
| PFS / Provident Financial Services, Inc. | 0.02 | 0.00 | 0.25 | -47.93 | 0.0300 | -0.0058 | |||
| IBTX / Independent Bank Group, Inc. | 0.01 | 0.00 | 0.25 | -57.36 | 0.0296 | -0.0135 | |||
| TCBK / TriCo Bancshares | 0.01 | 0.00 | 0.24 | -26.75 | 0.0286 | 0.0043 | |||
| US912796SV23 / United States Treasury Bill | 0.24 | 0.0280 | 0.0280 | ||||||
| NMIH / NMI Holdings, Inc. | 0.02 | -9.10 | 0.24 | -68.20 | 0.0279 | -0.0267 | |||
| CLBK / Columbia Financial, Inc. | 0.02 | -16.77 | 0.23 | -29.36 | 0.0275 | 0.0033 | |||
| SASR / Sandy Spring Bancorp, Inc. | 0.01 | -12.09 | 0.23 | -47.50 | 0.0275 | -0.0050 | |||
| EFSC / Enterprise Financial Services Corp | 0.01 | 0.00 | 0.23 | -42.07 | 0.0274 | -0.0020 | |||
| TRUP / Trupanion, Inc. | 0.01 | 0.00 | 0.23 | -30.49 | 0.0271 | 0.0029 | |||
| PIPR / Piper Sandler Companies | 0.00 | 0.00 | 0.23 | -36.69 | 0.0269 | 0.0005 | |||
| UFCS / United Fire Group, Inc. | 0.01 | 0.00 | 0.23 | -25.25 | 0.0267 | 0.0044 | |||
| CASH / Pathward Financial, Inc. | 0.01 | 0.00 | 0.22 | -40.48 | 0.0264 | -0.0012 | |||
| HFWA / Heritage Financial Corporation | 0.01 | 0.00 | 0.22 | -29.26 | 0.0261 | 0.0031 | |||
| BGCP / BGC Partners Inc - Class A | 0.09 | 0.00 | 0.22 | -57.73 | 0.0257 | -0.0120 | |||
| NBHC / National Bank Holdings Corporation | 0.01 | 0.00 | 0.22 | -32.18 | 0.0256 | 0.0021 | |||
| FBNC / First Bancorp | 0.01 | 0.00 | 0.21 | -42.16 | 0.0254 | -0.0019 | |||
| KRNY / Kearny Financial Corp. | 0.02 | -13.20 | 0.21 | -46.15 | 0.0250 | -0.0038 | |||
| MFA / MFA Financial, Inc. | 0.13 | -4.64 | 0.21 | -80.73 | 0.0246 | -0.0547 | |||
| FBC / Flagstar Bancorp, Inc. | 0.01 | -13.20 | 0.21 | -55.00 | 0.0246 | -0.0094 | |||
| BHLB / Berkshire Hills Bancorp, Inc. | 0.01 | 0.00 | 0.20 | -54.79 | 0.0241 | -0.0091 | |||
| GABC / German American Bancorp, Inc. | 0.01 | 0.00 | 0.20 | -22.78 | 0.0238 | 0.0046 | |||
| US912796XE43 / 02/21 0.00000 | 0.20 | 0.0237 | 0.0237 | ||||||
| 00B5M6XQ7 / INTL FCStone Inc. | 0.01 | 0.00 | 0.19 | -25.87 | 0.0229 | 0.0037 | |||
| BCOR / Grayscale Funds Trust - Grayscale Bitcoin Adopters ETF | 0.02 | 0.00 | 0.19 | -53.85 | 0.0228 | -0.0080 | |||
| ECPG / Encore Capital Group, Inc. | 0.01 | 0.00 | 0.19 | -33.92 | 0.0222 | 0.0013 | |||
| VBTX / Veritex Holdings, Inc. | 0.01 | 0.00 | 0.19 | -52.19 | 0.0222 | -0.0066 | |||
| EBSB / Meridian Bancorp Inc | 0.02 | 0.00 | 0.18 | -44.41 | 0.0220 | -0.0025 | |||
| BANF / BancFirst Corporation | 0.01 | 0.00 | 0.18 | -46.67 | 0.0219 | -0.0036 | |||
| ANAT / American National Group, Inc. | 0.00 | -19.89 | 0.18 | -43.90 | 0.0219 | -0.0024 | |||
| / Watford Holdings Ltd. 8.5% Cumulative Redeemable Preference Shares | 0.02 | 0.00 | 0.18 | -25.61 | 0.0217 | 0.0020 | |||
| BMTC / Bryn Mawr Bank Corp. | 0.01 | 0.00 | 0.18 | -31.06 | 0.0216 | 0.0021 | |||
| CARO / Carolina Financial Corp | 0.01 | 0.00 | 0.18 | -40.13 | 0.0216 | -0.0008 | |||
| US1011191053 / Boston Private Financial Hldg Inc | 0.03 | 0.00 | 0.18 | -40.79 | 0.0215 | -0.0010 | |||
| RWT / Redwood Trust, Inc. | 0.04 | -2.85 | 0.18 | -70.28 | 0.0212 | -0.0231 | |||
| FOCS / Focus Financial Partners Inc - Class A | 0.01 | 0.00 | 0.18 | -21.78 | 0.0209 | 0.0043 | |||
| STC / Stewart Information Services Corporation | 0.01 | -16.80 | 0.18 | -45.82 | 0.0209 | -0.0030 | |||
| AGM / Federal Agricultural Mortgage Corporation | 0.00 | 0.00 | 0.17 | -33.46 | 0.0203 | 0.0014 | |||
| PFBC / Preferred Bank | 0.01 | 0.00 | 0.17 | -43.75 | 0.0203 | -0.0021 | |||
| GSHD / Goosehead Insurance, Inc | 0.00 | 0.00 | 0.17 | 4.97 | 0.0201 | 0.0082 | |||
| SRCE / 1st Source Corporation | 0.01 | -15.46 | 0.17 | -47.17 | 0.0200 | -0.0035 | |||
| SYBT / Stock Yards Bancorp, Inc. | 0.01 | -20.35 | 0.17 | -43.96 | 0.0199 | -0.0022 | |||
| CTBI / Community Trust Bancorp, Inc. | 0.01 | 0.00 | 0.17 | -31.84 | 0.0198 | 0.0017 | |||
| WASH / Washington Trust Bancorp, Inc. | 0.00 | 0.00 | 0.17 | -32.24 | 0.0198 | 0.0017 | |||
| ARR / ARMOUR Residential REIT, Inc. | 0.02 | 0.00 | 0.17 | -50.74 | 0.0198 | -0.0052 | |||
| MBI / MBIA Inc. | 0.02 | -16.43 | 0.17 | -35.80 | 0.0196 | 0.0006 | |||
| TBK / Triumph Bancorp Inc | 0.01 | -22.14 | 0.17 | -46.77 | 0.0196 | -0.0033 | |||
| AMBC / Ambac Financial Group, Inc. | 0.01 | -13.26 | 0.16 | -50.60 | 0.0196 | -0.0050 | |||
| LBAI / Lakeland Bancorp, Inc. | 0.02 | 0.00 | 0.16 | -38.11 | 0.0196 | 0.0000 | |||
| OFG / OFG Bancorp | 0.01 | -14.05 | 0.16 | -59.41 | 0.0195 | -0.0103 | |||
| NYMT / New York Mortgage Trust, Inc. | 0.11 | 22.90 | 0.16 | -69.46 | 0.0195 | -0.0202 | |||
| IVR / Invesco Mortgage Capital Inc. | 0.05 | 3.72 | 0.16 | -78.88 | 0.0194 | -0.0373 | |||
| COOP / Mr. Cooper Group Inc. | 0.02 | 0.00 | 0.16 | -41.52 | 0.0193 | -0.0012 | |||
| TRST / TrustCo Bank Corp NY | 0.03 | 0.00 | 0.16 | -37.60 | 0.0191 | 0.0001 | |||
| US30239F1066 / FBL Financial Group Inc | 0.00 | 0.00 | 0.16 | -21.29 | 0.0190 | 0.0041 | |||
| VRTS / Virtus Investment Partners, Inc. | 0.00 | 0.00 | 0.16 | -37.55 | 0.0188 | 0.0001 | |||
| LC / LendingClub Corporation | 0.02 | 0.00 | 0.16 | -38.10 | 0.0186 | 0.0000 | |||
| ENVA / Enova International, Inc. | 0.01 | 0.00 | 0.16 | -39.77 | 0.0186 | -0.0006 | |||
| UVE / Universal Insurance Holdings, Inc. | 0.01 | -20.07 | 0.15 | -49.01 | 0.0184 | -0.0039 | |||
| CAC / Camden National Corporation | 0.00 | 0.00 | 0.15 | -31.65 | 0.0177 | 0.0016 | |||
| HMST / HomeStreet, Inc. | 0.01 | 0.00 | 0.15 | -34.65 | 0.0177 | 0.0009 | |||
| NFBK / Northfield Bancorp, Inc. (Staten Island, NY) | 0.01 | 0.00 | 0.15 | -34.22 | 0.0177 | 0.0010 | |||
| FLIC / The First of Long Island Corporation | 0.01 | 0.00 | 0.15 | -30.99 | 0.0176 | 0.0018 | |||
| BSIG / BrightSphere Investment Group Inc. | 0.02 | -18.63 | 0.14 | -49.28 | 0.0167 | -0.0037 | |||
| OPB / Opus Bank | 0.01 | 0.00 | 0.14 | -33.17 | 0.0166 | 0.0012 | |||
| NCBS / Nicolet Bankshares Inc. | 0.00 | -18.37 | 0.14 | -39.83 | 0.0166 | -0.0005 | |||
| UVSP / Univest Financial Corporation | 0.01 | 0.00 | 0.14 | -39.04 | 0.0165 | -0.0003 | |||
| GSBC / Great Southern Bancorp, Inc. | 0.00 | 0.00 | 0.14 | -36.41 | 0.0165 | 0.0004 | |||
| NWLI / National Western Life Group, Inc. | 0.00 | 0.00 | 0.14 | -40.87 | 0.0162 | -0.0008 | |||
| CPF / Central Pacific Financial Corp. | 0.01 | 0.00 | 0.14 | -46.43 | 0.0161 | -0.0025 | |||
| DCOM / Dime Community Bancshares, Inc. | 0.01 | 0.00 | 0.13 | -34.48 | 0.0159 | 0.0008 | |||
| MSBI / Midland States Bancorp, Inc. | 0.01 | 0.00 | 0.13 | -39.73 | 0.0157 | -0.0005 | |||
| PEBO / Peoples Bancorp Inc. | 0.01 | 0.00 | 0.13 | -36.23 | 0.0157 | 0.0004 | |||
| QCRH / QCR Holdings, Inc. | 0.00 | 0.00 | 0.13 | -38.21 | 0.0156 | -0.0001 | |||
| BMRC / Bank of Marin Bancorp | 0.00 | 0.00 | 0.13 | -33.33 | 0.0155 | 0.0010 | |||
| CNOB / ConnectOne Bancorp, Inc. | 0.01 | 0.00 | 0.13 | -47.98 | 0.0154 | -0.0029 | |||
| AROW / Arrow Financial Corporation | 0.00 | 0.00 | 0.13 | -26.16 | 0.0151 | 0.0024 | |||
| LADR / Ladder Capital Corp | 0.03 | -10.75 | 0.12 | -76.65 | 0.0148 | -0.0244 | |||
| HTBK / Heritage Commerce Corp | 0.02 | -19.41 | 0.12 | -51.97 | 0.0146 | -0.0042 | |||
| STFC / State Auto Financial Corp. | 0.00 | -29.36 | 0.12 | -36.46 | 0.0145 | 0.0003 | |||
| OBNK / Origin Bancorp Inc | 0.01 | 0.00 | 0.12 | -46.70 | 0.0144 | -0.0023 | |||
| CIA / Citizens, Inc. | 0.02 | 0.00 | 0.12 | -3.23 | 0.0143 | 0.0051 | |||
| HBNC / Horizon Bancorp, Inc. | 0.01 | 0.00 | 0.12 | -48.05 | 0.0143 | -0.0028 | |||
| BANC / Banc of California, Inc. | 0.01 | 0.00 | 0.12 | -53.52 | 0.0142 | -0.0048 | |||
| US1080351067 / Bridge Bancorp, Inc. | 0.01 | 0.00 | 0.12 | -37.10 | 0.0140 | 0.0002 | |||
| FFWM / First Foundation Inc. | 0.01 | 0.00 | 0.12 | -41.50 | 0.0140 | -0.0008 | |||
| CBTX / CBTX Inc | 0.01 | 0.00 | 0.12 | -42.93 | 0.0140 | -0.0012 | |||
| FFIC / Flushing Financial Corporation | 0.01 | 0.00 | 0.12 | -38.42 | 0.0140 | -0.0001 | |||
| FBK / FB Financial Corporation | 0.01 | 0.00 | 0.12 | -50.21 | 0.0139 | -0.0035 | |||
| ABR / Arbor Realty Trust, Inc. | 0.02 | -11.06 | 0.12 | -69.63 | 0.0138 | -0.0144 | |||
| THFF / First Financial Corporation | 0.00 | 0.00 | 0.11 | -26.14 | 0.0135 | 0.0021 | |||
| WRLD / World Acceptance Corporation | 0.00 | 0.00 | 0.11 | -36.72 | 0.0133 | 0.0002 | |||
| PUB / People's Utah Bancorp | 0.01 | 0.00 | 0.11 | -35.84 | 0.0133 | 0.0004 | |||
| CMO / Capstead Mortgage Corp. | 0.03 | -17.05 | 0.11 | -55.95 | 0.0132 | -0.0055 | |||
| FBMS / The First Bancshares, Inc. | 0.01 | 0.00 | 0.11 | -46.46 | 0.0127 | -0.0020 | |||
| HAFC / Hanmi Financial Corporation | 0.01 | 0.00 | 0.11 | -46.15 | 0.0126 | -0.0018 | |||
| FCBC / First Community Bankshares, Inc. | 0.00 | 0.00 | 0.10 | -24.64 | 0.0124 | 0.0021 | |||
| DHIL / Diamond Hill Investment Group, Inc. | 0.00 | 0.00 | 0.10 | -36.25 | 0.0122 | 0.0004 | |||
| KREF / KKR Real Estate Finance Trust Inc. | 0.01 | 0.00 | 0.10 | -26.62 | 0.0122 | 0.0019 | |||
| PFC / Premier Financial Corp. | 0.01 | 5.58 | 0.10 | -50.72 | 0.0122 | -0.0031 | |||
| HRTG / Heritage Insurance Holdings, Inc. | 0.01 | 0.00 | 0.10 | -19.05 | 0.0121 | 0.0028 | |||
| CUBI / Customers Bancorp, Inc. | 0.01 | 0.00 | 0.10 | -54.30 | 0.0121 | -0.0043 | |||
| HTBI / HomeTrust Bancshares, Inc. | 0.01 | 0.00 | 0.10 | -40.61 | 0.0117 | -0.0006 | |||
| FMBH / First Mid Bancshares, Inc. | 0.00 | 0.00 | 0.10 | -32.41 | 0.0117 | 0.0009 | |||
| / Watford Holdings Ltd. 8.5% Cumulative Redeemable Preference Shares | 0.02 | -11.74 | 0.10 | -73.57 | 0.0115 | -0.0156 | |||
| PGC / Peapack-Gladstone Financial Corporation | 0.01 | 0.00 | 0.10 | -41.82 | 0.0114 | -0.0008 | |||
| RILY / B. Riley Financial, Inc. | 0.01 | 0.00 | 0.09 | -26.98 | 0.0110 | 0.0017 | |||
| WSBF / Waterstone Financial, Inc. | 0.01 | -26.94 | 0.09 | -44.24 | 0.0109 | -0.0012 | |||
| MOFG / MidWestOne Financial Group, Inc. | 0.00 | 0.00 | 0.09 | -42.31 | 0.0107 | -0.0008 | |||
| RBCAA / Republic Bancorp, Inc. | 0.00 | -27.35 | 0.09 | -49.14 | 0.0107 | -0.0023 | |||
| FISI / Financial Institutions, Inc. | 0.00 | 0.00 | 0.09 | -43.95 | 0.0105 | -0.0011 | |||
| / Watford Holdings Ltd. 8.5% Cumulative Redeemable Preference Shares | 0.01 | 0.09 | 0.0105 | 0.0105 | |||||
| UIHC / American Coastal Insurance Corp | 0.00 | -65.15 | 0.09 | 11.39 | 0.0105 | 0.0046 | |||
| TBBK / The Bancorp, Inc. | 0.01 | 0.00 | 0.09 | -53.19 | 0.0105 | -0.0034 | |||
| LOB / Live Oak Bancshares, Inc. | 0.01 | 0.00 | 0.09 | -34.33 | 0.0105 | 0.0005 | |||
| AMK / AssetMark Financial Holdings, Inc. | 0.00 | 0.00 | 0.09 | -29.84 | 0.0104 | 0.0012 | |||
| MBWM / Mercantile Bank Corporation | 0.00 | -24.28 | 0.09 | -56.35 | 0.0103 | -0.0043 | |||
| COWN / Cowen Inc - Class A | 0.01 | 0.00 | 0.09 | -38.85 | 0.0102 | -0.0001 | |||
| WETF / Wisdomtree Investments Inc | 0.04 | 0.00 | 0.08 | -52.00 | 0.0100 | -0.0029 | |||
| EQBK / Equity Bancshares, Inc. | 0.00 | 0.00 | 0.08 | -44.30 | 0.0099 | -0.0011 | |||
| GPMT / Granite Point Mortgage Trust Inc. | 0.02 | 0.00 | 0.08 | -72.54 | 0.0097 | -0.0121 | |||
| CCNE / CNB Financial Corporation | 0.00 | 0.00 | 0.08 | -42.45 | 0.0096 | -0.0007 | |||
| IBCP / Independent Bank Corporation | 0.01 | 0.00 | 0.08 | -43.17 | 0.0094 | -0.0009 | |||
| ABTX / Allegiance Bancshares Inc | 0.00 | -27.86 | 0.08 | -53.94 | 0.0091 | -0.0031 | |||
| CCBG / Capital City Bank Group, Inc. | 0.00 | 0.00 | 0.07 | -34.51 | 0.0089 | 0.0005 | |||
| RC / Ready Capital Corporation | 0.01 | 0.00 | 0.07 | -53.21 | 0.0087 | -0.0029 | |||
| EFC / Ellington Financial Inc. | 0.01 | 20.28 | 0.07 | -62.56 | 0.0087 | -0.0057 | |||
| BHB / Bar Harbor Bankshares | 0.00 | 0.00 | 0.07 | -32.38 | 0.0085 | 0.0007 | |||
| US35352P1049 / Franklin Financial Network Inc. | 0.00 | -32.99 | 0.07 | -60.67 | 0.0084 | -0.0047 | |||
| TRTX / TPG RE Finance Trust, Inc. | 0.01 | -14.92 | 0.07 | -77.12 | 0.0084 | -0.0142 | |||
| DX / Dynex Capital, Inc. | 0.01 | 0.00 | 0.07 | -38.05 | 0.0083 | -0.0001 | |||
| VCTR / Victory Capital Holdings, Inc. | 0.00 | 0.00 | 0.07 | -22.73 | 0.0082 | 0.0017 | |||
| EZPW / EZCORP, Inc. | 0.02 | 0.00 | 0.06 | -39.05 | 0.0077 | -0.0001 | |||
| CARE / Carter Bankshares, Inc. | 0.01 | 0.00 | 0.06 | -61.45 | 0.0076 | -0.0046 | |||
| ACBI / Atlantic Capital Bancshares Inc | 0.01 | -36.32 | 0.06 | -59.06 | 0.0073 | -0.0037 | |||
| GHL / Greenhill & Co Inc | 0.01 | 0.00 | 0.06 | -42.31 | 0.0072 | -0.0006 | |||
| TSC / Tristate Capital Holdings Inc | 0.01 | 0.00 | 0.06 | -62.96 | 0.0071 | -0.0049 | |||
| UIHC / American Coastal Insurance Corp | 0.01 | 186.93 | 0.06 | -34.09 | 0.0069 | -0.0036 | |||
| BY / Byline Bancorp, Inc. | 0.01 | 0.00 | 0.06 | -47.71 | 0.0069 | -0.0012 | |||
| ACRE / Ares Commercial Real Estate Corporation | 0.01 | 0.00 | 0.06 | -56.49 | 0.0069 | -0.0028 | |||
| CNBKA / Century Bancorp, Inc. - Class A | 0.00 | 0.00 | 0.06 | -31.33 | 0.0068 | 0.0007 | |||
| GLRE / Greenlight Capital Re, Ltd. | 0.01 | 0.06 | 0.0067 | 0.0067 | |||||
| WHG / Westwood Holdings Group, Inc. | 0.00 | 0.00 | 0.06 | -38.20 | 0.0066 | -0.0000 | |||
| LBC / Luther Burbank Corporation | 0.01 | 0.00 | 0.05 | -19.70 | 0.0063 | 0.0014 | |||
| HONE / HarborOne Bancorp, Inc. | 0.01 | 0.00 | 0.05 | -32.00 | 0.0061 | 0.0006 | |||
| DFIN / Donnelley Financial Solutions, Inc. | 0.01 | 0.00 | 0.05 | -50.00 | 0.0059 | -0.0014 | |||
| GBLI / Global Indemnity Group, LLC | 0.00 | 0.05 | 0.0058 | 0.0058 | |||||
| IHC / Independence Holding Co. | 0.00 | 0.00 | 0.05 | -40.00 | 0.0054 | -0.0001 | |||
| MBIN / Merchants Bancorp | 0.00 | 0.00 | 0.05 | -22.41 | 0.0054 | 0.0010 | |||
| FRBK / Republic First Bancorp, Inc. | 0.02 | 0.00 | 0.04 | -48.05 | 0.0048 | -0.0009 | |||
| CRD.A / Crawford & Company | 0.01 | 0.00 | 0.04 | -36.67 | 0.0045 | 0.0000 | |||
| US0373471012 / Anworth Mortgage Asset Corp. | 0.03 | 0.00 | 0.04 | -68.10 | 0.0044 | -0.0041 | |||
| AMAL / Amalgamated Financial Corp. | 0.00 | 0.00 | 0.04 | -43.55 | 0.0042 | -0.0005 | |||
| WMC / Western Asset Mortgage Capital Corp | 0.02 | 0.00 | 0.03 | -78.34 | 0.0041 | -0.0075 | |||
| DGICA / Donegal Group Inc. | 0.00 | 0.00 | 0.03 | 0.00 | 0.0038 | 0.0015 | |||
| 74268T108 / Procentury Corp | 0.00 | 0.00 | 0.03 | -41.18 | 0.0037 | -0.0001 | |||
| STL / Sterling Bancorp. | 0.01 | -89.52 | 0.03 | -95.76 | 0.0033 | -0.0725 | |||
| MITT / AG Mortgage Investment Trust, Inc. | 0.01 | 0.00 | 0.03 | -82.31 | 0.0031 | -0.0078 | |||
| GBL / Gamco Investors Inc - Class A | 0.00 | 0.00 | 0.03 | -44.44 | 0.0030 | -0.0003 | |||
| CUROQ / CURO Group Holdings Corp. | 0.00 | 0.00 | 0.02 | -57.89 | 0.0030 | -0.0013 | |||
| US30068N1054 / Exantas Capital Corp. | 0.01 | 0.00 | 0.02 | -77.14 | 0.0029 | -0.0048 | |||
| PZN / Pzena Investment Management Inc - Class A | 0.00 | 0.00 | 0.02 | -50.00 | 0.0022 | -0.0004 | |||
| OCN / Ocwen Financial Corporation | 0.04 | 0.00 | 0.02 | -63.27 | 0.0021 | -0.0015 | |||
| US6821631008 / On Deck Capital, Inc. | 0.01 | 0.00 | 0.02 | -63.04 | 0.0021 | -0.0014 | |||
| AC / Associated Capital Group, Inc. | 0.00 | 0.00 | 0.02 | -20.00 | 0.0019 | 0.0004 | |||
| First Eagle Private Credit, LLC / EC (N/A) | 0.00 | -91.29 | 0.00 | -99.49 | 0.0004 | 0.0004 | |||
| FUTURE - CASH SETTLED / DE (N/A) | -0.10 | -117.06 | -0.0121 | -0.0121 |
