EJF Capital 13F Equal weight

Asset Allocation

Position	Category/Sector	Target Weight
AX Axos Financial, Inc.	Financial Services	5.50%
BANC Banc of California, Inc.	Financial Services	5.50%
CCB Coastal Financial Corporation	Financial Services	5.50%
CMA Comerica Incorporated	Financial Services	4.80%
COLB Columbia Banking System, Inc.	Financial Services	4.60%
EFSC Enterprise Financial Services Corp	Financial Services	4.80%
EWBC East West Bancorp, Inc.	Financial Services	5.50%
FBMS The First Bancshares, Inc.	Financial Services	4.80%
FCNCA First Citizens BancShares, Inc.	Financial Services	5.50%
FLG Flagstar Financial, Inc.	Financial Services	5.50%
FRME First Merchants Corporation	Financial Services	4.60%
FUNC First United Corporation	Financial Services	4.80%
GNW Genworth Financial, Inc.	Financial Services	4.80%
MCB Metropolitan Bank Holding Corp.	Financial Services	5.50%
OSBC Old Second Bancorp, Inc.	Financial Services	4.70%
PNFP Pinnacle Financial Partners, Inc.	Financial Services	4.80%
SMMF Summit Financial Group, Inc.	Financial Services	4.60%
SNV Synovus Financial Corp.	Financial Services	4.60%
WAL Western Alliance Bancorporation	Financial Services	4.80%
WBS Webster Financial Corporation	Financial Services	4.80%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EJF Capital 13F Equal weight, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Loading graphics...

The earliest data available for this chart is Jan 2, 2026, corresponding to the inception date of PNFP

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio EJF Capital 13F Equal weight	0.20%	-0.76%	—	—	—	—	—	—
Portfolio components:
BANC Banc of California, Inc.	-0.45%	-1.46%	-7.95%	5.48%	27.83%	15.18%	1.64%	2.33%
MCB Metropolitan Bank Holding Corp.	0.45%	-0.47%	9.56%	13.54%	48.79%	39.60%	9.76%	—
FCNCA First Citizens BancShares, Inc.	0.65%	-3.37%	-11.07%	9.64%	2.96%	26.57%	18.33%	23.01%
EWBC East West Bancorp, Inc.	-0.31%	-1.37%	-2.34%	4.89%	23.26%	29.55%	10.65%	15.34%
CCB Coastal Financial Corporation	0.95%	0.73%	-32.23%	-28.63%	-13.62%	30.13%	23.84%	—
FLG Flagstar Financial, Inc.	0.82%	4.74%	7.15%	15.79%	18.11%	-17.85%	-15.54%	-7.38%
AX Axos Financial, Inc.	-0.71%	-5.12%	-0.93%	1.37%	30.56%	32.78%	12.44%	—
OSBC Old Second Bancorp, Inc.	1.42%	4.22%	6.73%	22.18%	25.34%	15.09%	11.10%	12.18%
FBMS The First Bancshares, Inc.	—	—	—	—	—	—	—	—
WBS Webster Financial Corporation	-0.65%	1.48%	11.49%	19.85%	39.35%	25.95%	7.84%	10.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2026, EJF Capital 13F Equal weight's average daily return is -0.03%, while the average monthly return is -0.59%.

Historically, 50% of months were positive and 50% were negative. The best month was Jan 2026 with a return of +2.3%, while the worst month was Feb 2026 at -4.4%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.

On a daily basis, EJF Capital 13F Equal weight closed higher 48% of trading days. The best single day was Jan 21, 2026 with a return of +4.2%, while the worst single day was Feb 27, 2026 at -4.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.29%	-4.36%	-1.48%	1.18%									-2.47%

Expense Ratio

EJF Capital 13F Equal weight has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Return / Risk — by metrics

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BANC Banc of California, Inc.	66	0.83	1.26	1.18	1.36	3.97
MCB Metropolitan Bank Holding Corp.	79	1.35	1.96	1.27	2.77	6.35
FCNCA First Citizens BancShares, Inc.	41	0.09	0.34	1.05	0.21	0.46
EWBC East West Bancorp, Inc.	62	0.68	1.08	1.16	1.20	3.70
CCB Coastal Financial Corporation	25	-0.33	-0.18	0.98	-0.36	-0.91
FLG Flagstar Financial, Inc.	57	0.53	0.96	1.12	1.00	2.08
AX Axos Financial, Inc.	68	0.90	1.36	1.19	1.71	3.93
OSBC Old Second Bancorp, Inc.	68	0.89	1.32	1.18	1.92	4.44
FBMS The First Bancshares, Inc.	—	—	—	—	—	—
WBS Webster Financial Corporation	75	1.12	1.61	1.25	2.19	6.59

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for EJF Capital 13F Equal weight. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Loading graphics...

Dividends

Dividend yield

EJF Capital 13F Equal weight provided a 1.51% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.51%	1.54%	1.83%	2.38%	2.17%	1.70%	2.02%	1.58%	1.69%	1.05%	1.07%	1.36%
Portfolio components:
BANC Banc of California, Inc.	2.38%	2.07%	2.59%	2.98%	1.51%	1.22%	1.63%	1.80%	3.91%	2.52%	2.82%	3.28%
MCB Metropolitan Bank Holding Corp.	0.60%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FCNCA First Citizens BancShares, Inc.	0.42%	0.37%	0.33%	0.27%	0.28%	0.23%	0.29%	0.30%	0.38%	0.31%	0.34%	0.46%
EWBC East West Bancorp, Inc.	2.39%	2.14%	2.30%	2.67%	2.43%	1.68%	2.17%	2.17%	1.98%	1.32%	1.57%	1.92%
CCB Coastal Financial Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLG Flagstar Financial, Inc.	0.30%	0.32%	2.14%	6.65%	7.91%	5.57%	6.45%	5.66%	7.23%	5.22%	4.27%	6.13%
AX Axos Financial, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OSBC Old Second Bancorp, Inc.	1.25%	1.28%	1.18%	1.30%	1.25%	1.27%	0.40%	0.30%	0.31%	0.29%	0.27%	0.00%
FBMS The First Bancshares, Inc.	0.00%	0.74%	2.86%	3.07%	2.31%	1.50%	1.36%	0.87%	0.66%	0.44%	0.55%	0.82%
WBS Webster Financial Corporation	2.29%	2.54%	2.90%	3.15%	3.38%	2.87%	3.80%	2.87%	2.54%	1.83%	1.81%	2.39%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the EJF Capital 13F Equal weight. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the EJF Capital 13F Equal weight was 12.61%, occurring on Mar 18, 2026. The portfolio has not yet recovered.

The current EJF Capital 13F Equal weight drawdown is 8.60%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.61%	Feb 9, 2026	27	Mar 18, 2026	—	—	—
-4.04%	Jan 22, 2026	5	Jan 28, 2026	5	Feb 4, 2026	10
-2.59%	Jan 9, 2026	3	Jan 13, 2026	5	Jan 21, 2026	8
-0.54%	Jan 7, 2026	1	Jan 7, 2026	1	Jan 8, 2026	2
-0.37%	Feb 5, 2026	1	Feb 5, 2026	1	Feb 6, 2026	2

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 20 assets, with an effective number of assets of 19.89, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	FBMS	SMMF	SNV	CMA	GNW	CCB	FUNC	FCNCA	FLG	WBS	AX	MCB	BANC	EFSC	PNFP	EWBC	WAL	OSBC	FRME	COLB	Portfolio
Benchmark	1.00	0.00	0.00	0.00	0.02	0.31	0.48	0.29	0.40	0.46	0.57	0.42	0.45	0.60	0.37	0.45	0.55	0.61	0.37	0.37	0.51	0.59
FBMS	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SMMF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SNV	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CMA	0.02	0.00	0.00	0.00	1.00	0.07	0.28	0.27	0.14	0.20	0.32	0.20	0.29	0.29	0.36	0.43	0.22	0.30	0.36	0.35	0.24	0.36
GNW	0.31	0.00	0.00	0.00	0.07	1.00	0.37	0.28	0.54	0.52	0.36	0.38	0.39	0.43	0.42	0.45	0.47	0.52	0.42	0.53	0.43	0.56
CCB	0.48	0.00	0.00	0.00	0.28	0.37	1.00	0.48	0.46	0.46	0.40	0.48	0.53	0.45	0.36	0.44	0.42	0.43	0.50	0.49	0.37	0.61
FUNC	0.29	0.00	0.00	0.00	0.27	0.28	0.48	1.00	0.44	0.47	0.40	0.50	0.63	0.44	0.53	0.43	0.41	0.39	0.69	0.55	0.49	0.64
FCNCA	0.40	0.00	0.00	0.00	0.14	0.54	0.46	0.44	1.00	0.40	0.40	0.63	0.59	0.50	0.47	0.63	0.64	0.48	0.50	0.60	0.58	0.69
FLG	0.46	0.00	0.00	0.00	0.20	0.52	0.46	0.47	0.40	1.00	0.52	0.59	0.56	0.58	0.56	0.57	0.60	0.70	0.68	0.59	0.69	0.76
WBS	0.57	0.00	0.00	0.00	0.32	0.36	0.40	0.40	0.40	0.52	1.00	0.54	0.56	0.63	0.58	0.62	0.71	0.71	0.58	0.65	0.71	0.75
AX	0.42	0.00	0.00	0.00	0.20	0.38	0.48	0.50	0.63	0.59	0.54	1.00	0.60	0.61	0.63	0.69	0.68	0.60	0.63	0.68	0.70	0.79
MCB	0.45	0.00	0.00	0.00	0.29	0.39	0.53	0.63	0.59	0.56	0.56	0.60	1.00	0.57	0.75	0.61	0.56	0.59	0.76	0.78	0.68	0.82
BANC	0.60	0.00	0.00	0.00	0.29	0.43	0.45	0.44	0.50	0.58	0.63	0.61	0.57	1.00	0.66	0.65	0.71	0.75	0.73	0.65	0.69	0.80
EFSC	0.37	0.00	0.00	0.00	0.36	0.42	0.36	0.53	0.47	0.56	0.58	0.63	0.75	0.66	1.00	0.68	0.67	0.72	0.80	0.84	0.74	0.80
PNFP	0.45	0.00	0.00	0.00	0.43	0.45	0.44	0.43	0.63	0.57	0.62	0.69	0.61	0.65	0.68	1.00	0.73	0.70	0.69	0.73	0.79	0.84
EWBC	0.55	0.00	0.00	0.00	0.22	0.47	0.42	0.41	0.64	0.60	0.71	0.68	0.56	0.71	0.67	0.73	1.00	0.80	0.63	0.68	0.81	0.83
WAL	0.61	0.00	0.00	0.00	0.30	0.52	0.43	0.39	0.48	0.70	0.71	0.60	0.59	0.75	0.72	0.70	0.80	1.00	0.69	0.66	0.79	0.83
OSBC	0.37	0.00	0.00	0.00	0.36	0.42	0.50	0.69	0.50	0.68	0.58	0.63	0.76	0.73	0.80	0.69	0.63	0.69	1.00	0.72	0.70	0.85
FRME	0.37	0.00	0.00	0.00	0.35	0.53	0.49	0.55	0.60	0.59	0.65	0.68	0.78	0.65	0.84	0.73	0.68	0.66	0.72	1.00	0.79	0.86
COLB	0.51	0.00	0.00	0.00	0.24	0.43	0.37	0.49	0.58	0.69	0.71	0.70	0.68	0.69	0.74	0.79	0.81	0.79	0.70	0.79	1.00	0.87
Portfolio	0.59	0.00	0.00	0.00	0.36	0.56	0.61	0.64	0.69	0.76	0.75	0.79	0.82	0.80	0.80	0.84	0.83	0.83	0.85	0.86	0.87	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2026