Fund HoldingsBayview Asset Management, LLC

Total Portfolio Value
$286.64M
Total Bought
$135.13M
Total Sold
$101.51M
Net Transaction
+$33.62M
Filing Period:
Securities
SharesValue ($K)
Q1 2024
Q2 2024
Change
Q1 2024
Q2 2024
Weight (%)
Change
SPDR S&P 500 ETF TR(SPY)(Put)059,500+59,500032,381+32,381
ISHARES TR(Put)0290,000+290,000025,445+25,445
SELECT SECTOR SPDR TR(Put)
PUT
0529,400+529,400021,764+21,764
SPDR SER TR(Call)
ST STR SP REGBNK
0170,000+170,00008,347+8,347
SPDR SER TR(Put)
ST STR SP REGBNK
0125,000+125,00006,138+6,138
WEBSTER FINL CORP(WBS)(Put)070,000+70,00003,051+3,051
WEBSTER FINL CORP(WBS)10,00063,400+53,4005082,7640.96%+2,256
ISHARES TR(Call)024,000+24,00002,106+2,106
SELECT SECTOR SPDR TR(Call)
CALL
050,000+50,00002,056+2,056
ARCH CAP GROUP LTD(Put)
ORD
020,000+20,00002,018+2,018
CBRE GROUP INC(CBRE)(Put)020,000+20,00001,782+1,782
WINTRUST FINL CORP(WTFC)018,000+18,00001,7740.62%+1,774
CBRE GROUP INC(CBRE)018,476+18,47601,6460.57%+1,646
RITHM CAPITAL CORP(RITM)0140,000+140,00001,5270.53%+1,527
AMERIS BANCORP(ABCB)030,000+30,00001,5110.53%+1,511
ISHARES TR(Put)
MORTGE REL ETF
065,000+65,00001,440+1,440
D R HORTON INC(DHI)010,000+10,00001,4090.49%+1,409
ESSENT GROUP LTD(ESNT)025,000+25,00001,4050.49%+1,405
PROSPERITY BANCSHARES INC(PB)022,500+22,50001,3760.48%+1,376
NEW YORK CMNTY BANCORP INC7,5007,500,000+7,492,50022,82124,1508.43%+1,329
ISHARES TR(Call)012,500+12,50001,263+1,263
GLOBE LIFE INC7,42125,000+17,5798642,0570.72%+1,193
PULTE GROUP INC(PHM)010,000+10,00001,1010.38%+1,101
FIRST AMERN FINL CORP(FAF)(Put)020,000+20,00001,079+1,079
JONES LANG LASALLE INC(JLL)(Put)05,000+5,00001,026+1,026
JPMORGAN CHASE & CO.(JPM)(Put)6,00011,000+5,0001,2022,225+1,023
FIRST AMERN FINL CORP(FAF)11,00030,900+19,9006721,6670.58%+996
STEWART INFORMATION SVCS COR(STC)016,000+16,00009930.35%+993
FIRST HORIZON CORPORATION(FHN)052,130+52,13008220.29%+822
CHUBB LIMITED
COM
4,0006,600+2,6001,0371,6840.59%+647
CHUBB LIMITED(Put)
COM
5,0007,500+2,5001,2961,913+617
JONES LANG LASALLE INC(JLL)03,000+3,00006160.21%+616
HUNTINGTON BANCSHARES INC(HBAN)(Put)100,000150,000+50,0001,3951,977+582
GUILD HLDGS CO1,235,5261,271,280+35,75418,22418,8026.56%+578
TOLL BROTHERS INC(TOL)05,000+5,00005760.20%+576
FINANCIAL INSTNS INC(FISI)027,622+27,62205340.19%+534
AXOS FINANCIAL INC(AX)5,00010,000+5,0002705720.20%+301
JPMORGAN CHASE & CO.(JPM)4,5005,500+1,0009011,1120.39%+211
ALLSTATE CORP(ALL)01,000+1,00001600.06%+160
MFA FINL INC(MFA)70,00080,000+10,0007998510.30%+53
HUNTINGTON BANCSHARES INC(HBAN)75,00075,00001,0469890.34%-58
BANKUNITED INC(BKU)15,00010,000-5,0004202930.10%-127
TRUIST FINL CORP(TFC)24,00017,500-6,5009366800.24%-256
HARTFORD FINL SVCS GROUP INC(HIG)2,5000-2,5002580-258
WALKER & DUNLOP INC(WD)3,5000-3,5003540-354
TRUIST FINL CORP(TFC)(Put)35,00025,000-10,0001,364971-393
MERITAGE HOMES CORP(MTH)3,0000-3,0005260-526
ISHARES TR
MORTGE REL ETF
25,0000-25,0005810-581
WALKER & DUNLOP INC(WD)(Put)10,0000-10,0001,0110-1,011
ISHARES TR9,0000-9,0001,0420-1,042
US BANCORP DEL(USB)25,0000-25,0001,1180-1,117
HARTFORD FINL SVCS GROUP INC(HIG)(Put)12,5000-12,5001,2880-1,288
ENACT HLDGS INC2,653,5032,653,503082,73681,35628.38%-1,380
US BANCORP DEL(USB)(Put)35,0000-35,0001,5650-1,564
BANC OF CALIFORNIA INC(BANC)1,348,1301,348,130020,11817,2296.01%-2,889
SELECT SECTOR SPDR TR
ST STR FINL ETF
390,0000-390,00016,4270-16,427
SPDR SER TR
ST STR SP REGBNK
450,0000-450,00022,6260-22,626
ISHARES TR600,0000-600,00053,9400-53,940
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