BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
RSP	INVESCO EXCHANGE TRADED FD T	1,104,500	$211,578	48.9%	—	—	PUT	46137V357
ARCC	ARES CAPITAL CORP	300,000	$6,069	1.4%	$19.79	0.0%	PUT	04010L103
BIZD	VANECK ETF TRUST	400,000	$5,672	1.3%	$14.18	—	PUT	92189F411
ARCC	ARES CAPITAL CORP	270,032	$5,463	1.3%	$19.79	0.0%	COM	04010L103
BIZD	VANECK ETF TRUST	274,000	$3,885	0.9%	$14.18	—	BDC INCOME ETF	92189F411
RF	REGIONS FINANCIAL CORP NEW	125,000	$3,388	0.8%	$25.00	+1.5%	PUT	7591EP100
BXSL	BLACKSTONE SECD LENDING FD	125,000	$3,291	0.8%	$26.09	0.0%	PUT	09261X102
XLF	SELECT SECTOR SPDR TR	60,000	$3,286	0.8%	$54.77	—	PUT	81369Y605
TRV	TRAVELERS COMPANIES INC	11,000	$3,191	0.7%	$280.61	0.0%	PUT	89417E109
BRO	BROWN & BROWN INC	40,000	$3,188	0.7%	$83.36	0.0%	PUT	115236101
V	VISA INC	8,500	$2,981	0.7%	$340.38	0.0%	PUT	92826C839
APO	APOLLO GLOBAL MGMT INC	20,000	$2,895	0.7%	$132.57	0.0%	PUT	03769M106
BXSL	BLACKSTONE SECD LENDING FD	107,000	$2,817	0.7%	$26.09	0.0%	COMMON STOCK	09261X102
GL	GLOBE LIFE INC	20,000	$2,797	0.6%	$119.76	+13.1%	PUT	37959E102
APO	APOLLO GLOBAL MGMT INC	18,000	$2,606	0.6%	$132.57	0.0%	COM	03769M106
BRO	BROWN & BROWN INC	28,109	$2,240	0.5%	$83.36	0.0%	COM	115236101
ITB	ISHARES TR	20,000	$1,926	0.4%	$96.30	—	PUT	464288752
XLF	SELECT SECTOR SPDR TR	34,200	$1,873	0.4%	$54.77	—	STATE STREET FIN	81369Y605
TOWN	TOWNEBANK PORTSMOUTH VA	55,000	$1,835	0.4%	$33.67	0.0%	COM	89214P109
ITB	ISHARES TR	18,600	$1,791	0.4%	$96.30	—	US HOME CONS ETF	464288752
V	VISA INC	4,760	$1,669	0.4%	$340.38	0.0%	COM CL A	92826C839
FFBC	FIRST FINL BANCORP OH	60,000	$1,501	0.3%	$24.80	0.0%	COM	320209109
TRV	TRAVELERS COMPANIES INC	5,000	$1,450	0.3%	$280.61	0.0%	COM	89417E109
—	PINNACLE FINL PARTNERS INC	15,000	$1,431	0.3%	$95.41	—	PUT	72348Q104
NWBI	NORTHWEST BANCSHARES INC MD	90,000	$1,080	0.2%	$11.90	0.0%	COM	667340103
—	PINNACLE FINL PARTNERS INC	7,500	$716	0.2%	$95.41	—	COM	72348Q104

Increased Positions (20)

USB US BANCORP DEL 1.6%

Value ($000) $6,937 (+105.0%) Shares 130,000 (+85.7%) Est. Cost $41.56 Unrealized +17.2%

BBT BEACON FINANCIAL CORP. 3.3%

Value ($000) $14,367 (+32.8%) Shares 544,828 (+19.4%) Est. Cost $26.59 Unrealized -6.2%

JPM JPMORGAN CHASE & CO. 1.7%

Value ($000) $7,250 (+53.2%) Shares 22,500 (+50.0%) Est. Cost $286.08 Unrealized +8.2%

JPM JPMORGAN CHASE & CO. 0.9%

Value ($000) $4,028 (+155.4%) Shares 12,500 (+150.0%) Est. Cost $286.08 Unrealized +8.2%

RF REGIONS FINANCIAL CORP NEW 0.5%

Value ($000) $2,168 (+722.1%) Shares 80,000 (+700.0%) Est. Cost $25.00 Unrealized +1.5%

RITM RITHM CAPITAL CORP 1.1%

Value ($000) $4,905 (+56.6%) Shares 450,000 (+63.6%) Est. Cost $11.12 Unrealized —

RITM RITHM CAPITAL CORP 1.1%

Value ($000) $4,643 (+48.2%) Shares 425,977 (+54.9%) Est. Cost $11.12 Unrealized —

ICE INTERCONTINENTAL EXCHANGE IN 0.7%

Value ($000) $3,239 (+53.8%) Shares 20,000 (+60.0%) Est. Cost $177.73 Unrealized -12.1%

FNB F N B CORP 0.6%

Value ($000) $2,462 (+78.3%) Shares 143,997 (+68.0%) Est. Cost $15.51 Unrealized +4.9%

SBSI SOUTHSIDE BANCSHARES INC 0.6%

Value ($000) $2,597 (+59.9%) Shares 85,457 (+48.6%) Est. Cost $29.94 Unrealized -2.1%

WD WALKER & DUNLOP INC 0.3%

Value ($000) $1,492 (+98.2%) Shares 24,800 (+175.6%) Est. Cost $73.70 Unrealized -4.3%

BAC BANK AMERICA CORP 0.8%

Value ($000) $3,300 (+27.9%) Shares 60,000 (+20.0%) Est. Cost $44.11 Unrealized +19.4%

GL GLOBE LIFE INC 0.2%

Value ($000) $1,049 (+173.6%) Shares 7,500 (+179.6%) Est. Cost $119.76 Unrealized +13.1%

BUSE FIRST BUSEY CORP 0.4%

Value ($000) $1,711 (+47.8%) Shares 71,920 (+43.8%) Est. Cost $21.94 Unrealized +5.8%

USB US BANCORP DEL 0.6%

Value ($000) $2,668 (+22.7%) Shares 50,000 (+11.1%) Est. Cost $41.56 Unrealized +17.2%

ONB OLD NATL BANCORP IND 0.7%

Value ($000) $3,235 (+17.9%) Shares 145,000 (+16.0%) Est. Cost $21.62 Unrealized -0.3%

UMBF UMB FINL CORP 0.3%

Value ($000) $1,150 (+69.3%) Shares 10,000 (+74.2%) Est. Cost $105.87 Unrealized +7.0%

BAC BANK AMERICA CORP 0.4%

Value ($000) $1,650 (+16.3%) Shares 30,000 (+9.1%) Est. Cost $44.11 Unrealized +19.4%

WD WALKER & DUNLOP INC 0.4%

Value ($000) $1,805 (+7.9%) Shares 30,000 (+50.0%) Est. Cost $73.70 Unrealized -4.3%

TMHC TAYLOR MORRISON HOME CORP 0.1%

Value ($000) $530 (+21.9%) Shares 9,000 (+36.6%) Est. Cost $61.95 Unrealized -1.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
USB	US BANCORP DEL	130,000 (+85.7%)	$6,937 (+105.0%)	1.6%	$41.56	+17.2%	PUT	902973304
BBT	BEACON FINANCIAL CORP.	544,828 (+19.4%)	$14,367 (+32.8%)	3.3%	$26.59	-6.2%	COM	084680107
JPM	JPMORGAN CHASE & CO.	22,500 (+50.0%)	$7,250 (+53.2%)	1.7%	$286.08	+8.2%	PUT	46625H100
JPM	JPMORGAN CHASE & CO.	12,500 (+150.0%)	$4,028 (+155.4%)	0.9%	$286.08	+8.2%	COM	46625H100
RF	REGIONS FINANCIAL CORP NEW	80,000 (+700.0%)	$2,168 (+722.1%)	0.5%	$25.00	+1.5%	COM	7591EP100
RITM	RITHM CAPITAL CORP	450,000 (+63.6%)	$4,905 (+56.6%)	1.1%	$11.12	—	PUT	64828T201
RITM	RITHM CAPITAL CORP	425,977 (+54.9%)	$4,643 (+48.2%)	1.1%	$11.12	—	COM NEW	64828T201
ICE	INTERCONTINENTAL EXCHANGE IN	20,000 (+60.0%)	$3,239 (+53.8%)	0.7%	$177.73	-12.1%	PUT	45866F104
FNB	F N B CORP	143,997 (+68.0%)	$2,462 (+78.3%)	0.6%	$15.51	+4.9%	COM	302520101
SBSI	SOUTHSIDE BANCSHARES INC	85,457 (+48.6%)	$2,597 (+59.9%)	0.6%	$29.94	-2.1%	COM	84470P109
WD	WALKER & DUNLOP INC	24,800 (+175.6%)	$1,492 (+98.2%)	0.3%	$73.70	-4.3%	COM	93148P102
BAC	BANK AMERICA CORP	60,000 (+20.0%)	$3,300 (+27.9%)	0.8%	$44.11	+19.4%	PUT	060505104
GL	GLOBE LIFE INC	7,500 (+179.6%)	$1,049 (+173.6%)	0.2%	$119.76	+13.1%	COM	37959E102
BUSE	FIRST BUSEY CORP	71,920 (+43.8%)	$1,711 (+47.8%)	0.4%	$21.94	+5.8%	COM NEW	319383204
USB	US BANCORP DEL	50,000 (+11.1%)	$2,668 (+22.7%)	0.6%	$41.56	+17.2%	COM NEW	902973304
ONB	OLD NATL BANCORP IND	145,000 (+16.0%)	$3,235 (+17.9%)	0.7%	$21.62	-0.3%	COM	680033107
UMBF	UMB FINL CORP	10,000 (+74.2%)	$1,150 (+69.3%)	0.3%	$105.87	+7.0%	COM	902788108
BAC	BANK AMERICA CORP	30,000 (+9.1%)	$1,650 (+16.3%)	0.4%	$44.11	+19.4%	COM	060505104
WD	WALKER & DUNLOP INC	30,000 (+50.0%)	$1,805 (+7.9%)	0.4%	$73.70	-4.3%	PUT	93148P102
TMHC	TAYLOR MORRISON HOME CORP	9,000 (+36.6%)	$530 (+21.9%)	0.1%	$61.95	-1.3%	COM	87724P106

Exited Positions (25)

SPY SPDR S&P 500 ETF TR 43.2%

Value ($000) $186,664 Shares 280,200 Est. Cost — Unrealized —

— GUILD HLDGS CO 7.4%

Value ($000) $31,821 Shares 1,595,844 Est. Cost $16.12 Unrealized —

MTG MGIC INVT CORP WIS 0.7%

Value ($000) $3,206 Shares 113,000 Est. Cost $27.25 Unrealized +3.0%

ESNT ESSENT GROUP LTD 0.7%

Value ($000) $3,178 Shares 50,000 Est. Cost $58.89 Unrealized +5.4%

MRSH MARSH & MCLENNAN COS INC 0.7%

Value ($000) $3,023 Shares 15,000 Est. Cost $204.01 Unrealized -8.6%

INVH INVITATION HOMES INC 0.7%

Value ($000) $2,933 Shares 100,000 Est. Cost $30.20 Unrealized -8.5%

MA MASTERCARD INCORPORATED 0.7%

Value ($000) $2,844 Shares 5,000 Est. Cost $573.47 Unrealized -2.5%

NTRS NORTHERN TR CORP 0.6%

Value ($000) $2,692 Shares 20,000 Est. Cost $106.38 Unrealized +22.9%

ESNT ESSENT GROUP LTD 0.6%

Value ($000) $2,689 Shares 42,300 Est. Cost $58.89 Unrealized +5.4%

ALL ALLSTATE CORP 0.6%

Value ($000) $2,683 Shares 12,500 Est. Cost $200.20 Unrealized +1.9%

FITB FIFTH THIRD BANCORP 0.6%

Value ($000) $2,673 Shares 60,000 Est. Cost $43.04 Unrealized +1.4%

HBAN HUNTINGTON BANCSHARES INC 0.6%

Value ($000) $2,591 Shares 150,000 Est. Cost $16.82 Unrealized -3.1%

TROW PRICE T ROWE GROUP INC 0.6%

Value ($000) $2,566 Shares 25,000 Est. Cost $102.81 Unrealized -0.6%

MA MASTERCARD INCORPORATED 0.6%

Value ($000) $2,516 Shares 4,423 Est. Cost $573.47 Unrealized -2.5%

MTG MGIC INVT CORP WIS 0.5%

Value ($000) $2,288 Shares 80,658 Est. Cost $27.25 Unrealized +3.0%

TROW PRICE T ROWE GROUP INC 0.5%

Value ($000) $2,116 Shares 20,616 Est. Cost $102.81 Unrealized -0.6%

INVH INVITATION HOMES INC 0.5%

Value ($000) $2,053 Shares 70,000 Est. Cost $30.20 Unrealized -8.5%

HBAN HUNTINGTON BANCSHARES INC 0.5%

Value ($000) $2,042 Shares 118,214 Est. Cost $16.82 Unrealized -3.1%

FAF FIRST AMERN FINL CORP 0.4%

Value ($000) $1,927 Shares 30,000 Est. Cost $60.86 Unrealized +2.4%

FITB FIFTH THIRD BANCORP 0.4%

Value ($000) $1,893 Shares 42,500 Est. Cost $43.04 Unrealized +1.4%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value ($000) $1,632 Shares 8,100 Est. Cost $204.01 Unrealized -8.6%

NTRS NORTHERN TR CORP 0.4%

Value ($000) $1,534 Shares 11,396 Est. Cost $106.38 Unrealized +22.9%

PB PROSPERITY BANCSHARES INC 0.2%

Value ($000) $664 Shares 10,000 Est. Cost $67.67 Unrealized -1.0%

ALL ALLSTATE CORP 0.1%

Value ($000) $644 Shares 3,000 Est. Cost $200.20 Unrealized +1.9%

JLL JONES LANG LASALLE INC 0.1%

Value ($000) $313 Shares 1,050 Est. Cost $265.62 Unrealized +18.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	280,200	$186,664	43.2%	—	—	PUT	78462F103
—	GUILD HLDGS CO	1,595,844	$31,821	7.4%	$16.12	—	—	40172N107
MTG	MGIC INVT CORP WIS	113,000	$3,206	0.7%	$27.25	+3.0%	PUT	552848103
ESNT	ESSENT GROUP LTD	50,000	$3,178	0.7%	$58.89	+5.4%	PUT	G3198U102
MRSH	MARSH & MCLENNAN COS INC	15,000	$3,023	0.7%	$204.01	-8.6%	PUT	571748102
INVH	INVITATION HOMES INC	100,000	$2,933	0.7%	$30.20	-8.5%	PUT	46187W107
MA	MASTERCARD INCORPORATED	5,000	$2,844	0.7%	$573.47	-2.5%	PUT	57636Q104
NTRS	NORTHERN TR CORP	20,000	$2,692	0.6%	$106.38	+22.9%	PUT	665859104
ESNT	ESSENT GROUP LTD	42,300	$2,689	0.6%	$58.89	+5.4%	—	G3198U102
ALL	ALLSTATE CORP	12,500	$2,683	0.6%	$200.20	+1.9%	PUT	020002101
FITB	FIFTH THIRD BANCORP	60,000	$2,673	0.6%	$43.04	+1.4%	PUT	316773100
HBAN	HUNTINGTON BANCSHARES INC	150,000	$2,591	0.6%	$16.82	-3.1%	PUT	446150104
TROW	PRICE T ROWE GROUP INC	25,000	$2,566	0.6%	$102.81	-0.6%	PUT	74144T108
MA	MASTERCARD INCORPORATED	4,423	$2,516	0.6%	$573.47	-2.5%	—	57636Q104
MTG	MGIC INVT CORP WIS	80,658	$2,288	0.5%	$27.25	+3.0%	—	552848103
TROW	PRICE T ROWE GROUP INC	20,616	$2,116	0.5%	$102.81	-0.6%	—	74144T108
INVH	INVITATION HOMES INC	70,000	$2,053	0.5%	$30.20	-8.5%	—	46187W107
HBAN	HUNTINGTON BANCSHARES INC	118,214	$2,042	0.5%	$16.82	-3.1%	—	446150104
FAF	FIRST AMERN FINL CORP	30,000	$1,927	0.4%	$60.86	+2.4%	PUT	31847R102
FITB	FIFTH THIRD BANCORP	42,500	$1,893	0.4%	$43.04	+1.4%	—	316773100
MRSH	MARSH & MCLENNAN COS INC	8,100	$1,632	0.4%	$204.01	-8.6%	—	571748102
NTRS	NORTHERN TR CORP	11,396	$1,534	0.4%	$106.38	+22.9%	—	665859104
PB	PROSPERITY BANCSHARES INC	10,000	$664	0.2%	$67.67	-1.0%	—	743606105
ALL	ALLSTATE CORP	3,000	$644	0.1%	$200.20	+1.9%	—	020002101
JLL	JONES LANG LASALLE INC	1,050	$313	0.1%	$265.62	+18.0%	—	48020Q107

Decreased Positions (17)

BANC BANC OF CALIFORNIA INC 3.2%

Value ($000) $13,985 (-14.9%) Shares 725,000 (-27.0%) Est. Cost $11.64 Unrealized +53.3%

HIG HARTFORD INSURANCE GROUP INC 0.3%

Value ($000) $1,240 (-60.4%) Shares 9,000 (-61.7%) Est. Cost $127.36 Unrealized +3.3%

SPGI S&P GLOBAL INC 0.4%

Value ($000) $1,672 (-42.7%) Shares 3,200 (-46.7%) Est. Cost $533.84 Unrealized -7.4%

ICE INTERCONTINENTAL EXCHANGE IN 0.2%

Value ($000) $794 (-59.6%) Shares 4,900 (-57.9%) Est. Cost $177.73 Unrealized -12.1%

KRE SPDR SERIES TRUST 4.1%

Value ($000) $17,823 (-6.1%) Shares 275,000 (-8.3%) Est. Cost — Unrealized —

TFC TRUIST FINL CORP 0.4%

Value ($000) $1,575 (-37.7%) Shares 32,000 (-42.1%) Est. Cost $41.19 Unrealized +11.2%

CB CHUBB LIMITED 0.4%

Value ($000) $1,873 (-33.7%) Shares 6,000 (-40.0%) Est. Cost $275.21 Unrealized +6.2%

PNC PNC FINL SVCS GROUP INC 0.4%

Value ($000) $1,670 (-30.7%) Shares 8,000 (-33.3%) Est. Cost $183.33 Unrealized +5.2%

TFC TRUIST FINL CORP 0.6%

Value ($000) $2,461 (-23.1%) Shares 50,000 (-28.6%) Est. Cost $41.19 Unrealized +11.2%

BKU BANKUNITED INC 0.1%

Value ($000) $223 (-76.6%) Shares 5,000 (-80.0%) Est. Cost $35.30 Unrealized +16.4%

HIG HARTFORD INSURANCE GROUP INC 0.8%

Value ($000) $3,307 (-17.4%) Shares 24,000 (-20.0%) Est. Cost $127.36 Unrealized +3.3%

RJF RAYMOND JAMES FINL INC 0.4%

Value ($000) $1,630 (-21.2%) Shares 10,148 (-15.3%) Est. Cost $164.67 Unrealized -2.3%

MFA MFA FINL INC 0.5%

Value ($000) $2,328 (-15.6%) Shares 250,000 (-16.7%) Est. Cost $9.19 Unrealized —

MFA MFA FINL INC 0.5%

Value ($000) $2,351 (-14.7%) Shares 252,500 (-15.8%) Est. Cost $9.19 Unrealized —

BPOP POPULAR INC 0.1%

Value ($000) $374 (-51.0%) Shares 3,000 (-50.0%) Est. Cost $94.42 Unrealized +24.6%

C CITIGROUP INC 0.4%

Value ($000) $1,575 (-11.3%) Shares 13,500 (-22.9%) Est. Cost $74.53 Unrealized +39.0%

FULT FULTON FINL CORP PA 0.3%

Value ($000) $1,112 (-5.3%) Shares 57,509 (-8.8%) Est. Cost $18.56 Unrealized -1.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BANC	BANC OF CALIFORNIA INC	725,000 (-27.0%)	$13,985 (-14.9%)	3.2%	$11.64	+53.3%	COM	05990K106
HIG	HARTFORD INSURANCE GROUP INC	9,000 (-61.7%)	$1,240 (-60.4%)	0.3%	$127.36	+3.3%	COM	416515104
SPGI	S&P GLOBAL INC	3,200 (-46.7%)	$1,672 (-42.7%)	0.4%	$533.84	-7.4%	COM	78409V104
ICE	INTERCONTINENTAL EXCHANGE IN	4,900 (-57.9%)	$794 (-59.6%)	0.2%	$177.73	-12.1%	COM	45866F104
KRE	SPDR SERIES TRUST	275,000 (-8.3%)	$17,823 (-6.1%)	4.1%	—	—	PUT	78464A698
TFC	TRUIST FINL CORP	32,000 (-42.1%)	$1,575 (-37.7%)	0.4%	$41.19	+11.2%	COM	89832Q109
CB	CHUBB LIMITED	6,000 (-40.0%)	$1,873 (-33.7%)	0.4%	$275.21	+6.2%	COM	H1467J104
PNC	PNC FINL SVCS GROUP INC	8,000 (-33.3%)	$1,670 (-30.7%)	0.4%	$183.33	+5.2%	COM	693475105
TFC	TRUIST FINL CORP	50,000 (-28.6%)	$2,461 (-23.1%)	0.6%	$41.19	+11.2%	PUT	89832Q109
BKU	BANKUNITED INC	5,000 (-80.0%)	$223 (-76.6%)	0.1%	$35.30	+16.4%	COM	06652K103
HIG	HARTFORD INSURANCE GROUP INC	24,000 (-20.0%)	$3,307 (-17.4%)	0.8%	$127.36	+3.3%	PUT	416515104
RJF	RAYMOND JAMES FINL INC	10,148 (-15.3%)	$1,630 (-21.2%)	0.4%	$164.67	-2.3%	COM	754730109
MFA	MFA FINL INC	250,000 (-16.7%)	$2,328 (-15.6%)	0.5%	$9.19	—	PUT	55272X607
MFA	MFA FINL INC	252,500 (-15.8%)	$2,351 (-14.7%)	0.5%	$9.19	—	COM	55272X607
BPOP	POPULAR INC	3,000 (-50.0%)	$374 (-51.0%)	0.1%	$94.42	+24.6%	COM NEW	733174700
C	CITIGROUP INC	13,500 (-22.9%)	$1,575 (-11.3%)	0.4%	$74.53	+39.0%	COM NEW	172967424
FULT	FULTON FINL CORP PA	57,509 (-8.8%)	$1,112 (-5.3%)	0.3%	$18.56	-1.8%	COM	360271100

Unchanged Positions (10)

C CITIGROUP INC 0.8%

Value ($000) $3,501 Shares 30,000 Est. Cost $74.53 Unrealized +39.0%

CB CHUBB LIMITED 0.9%

Value ($000) $3,902 Shares 12,500 Est. Cost $275.21 Unrealized +6.2%

SPGI S&P GLOBAL INC 0.7%

Value ($000) $3,136 Shares 6,000 Est. Cost $533.84 Unrealized -7.4%

RJF RAYMOND JAMES FINL INC 0.6%

Value ($000) $2,810 Shares 17,500 Est. Cost $164.67 Unrealized -2.3%

FISI FINANCIAL INSTNS INC 0.4%

Value ($000) $1,559 Shares 50,000 Est. Cost $24.34 Unrealized +20.1%

FLG FLAGSTAR BANK NATIONAL ASSOC 0.5%

Value ($000) $2,098 Shares 166,666 Est. Cost $10.59 Unrealized +12.9%

PNC PNC FINL SVCS GROUP INC 0.7%

Value ($000) $3,131 Shares 15,000 Est. Cost $183.33 Unrealized +5.2%

WSBC WESBANCO INC 0.6%

Value ($000) $2,669 Shares 80,300 Est. Cost $31.26 Unrealized +3.4%

HBNC HORIZON BANCORP INC 0.4%

Value ($000) $1,619 Shares 95,462 Est. Cost $16.02 Unrealized +3.4%

FAF FIRST AMERN FINL CORP 0.1%

Value ($000) $307 Shares 5,000 Est. Cost $60.86 Unrealized +2.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
C	CITIGROUP INC	30,000	$3,501	0.8%	$74.53	+39.0%	PUT	172967424
CB	CHUBB LIMITED	12,500	$3,902	0.9%	$275.21	+6.2%	PUT	H1467J104
SPGI	S&P GLOBAL INC	6,000	$3,136	0.7%	$533.84	-7.4%	PUT	78409V104
RJF	RAYMOND JAMES FINL INC	17,500	$2,810	0.6%	$164.67	-2.3%	PUT	754730109
FISI	FINANCIAL INSTNS INC	50,000	$1,559	0.4%	$24.34	+20.1%	COM	317585404
FLG	FLAGSTAR BANK NATIONAL ASSOC	166,666	$2,098	0.5%	$10.59	+12.9%	COM NEW	649445400
PNC	PNC FINL SVCS GROUP INC	15,000	$3,131	0.7%	$183.33	+5.2%	PUT	693475105
WSBC	WESBANCO INC	80,300	$2,669	0.6%	$31.26	+3.4%	COM	950810101
HBNC	HORIZON BANCORP INC	95,462	$1,619	0.4%	$16.02	+3.4%	COM	440407104
FAF	FIRST AMERN FINL CORP	5,000	$307	0.1%	$60.86	+2.4%	COM	31847R102