BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 13, 2024

Total Value ($000): $257,342 (100.0% shares, 0.0% debt)

Holdings (30)

ACT ENACT HLDGS INC 32.2%

Value ($000) $82,736 Shares 2,653,503 Est. Cost $17.17 Unrealized +58.4%

IYR ISHARES TR 21.0%

Value ($000) $53,940 Shares 600,000 Est. Cost $89.90 Unrealized —

— NEW YORK CMNTY BANCORP INC 8.9%

Value ($000) $22,821 Shares 7,500 Est. Cost $3042.78 Unrealized —

KRE SPDR SER TR 8.8%

Value ($000) $22,626 Shares 450,000 Est. Cost $50.42 Unrealized —

BANC BANC OF CALIFORNIA INC 7.8%

Value ($000) $20,118 Shares 1,348,130 Est. Cost $11.64 Unrealized +13.4%

— GUILD HLDGS CO 7.1%

Value ($000) $18,224 Shares 1,235,526 Est. Cost $16.22 Unrealized —

XLF SELECT SECTOR SPDR TR 6.4%

Value ($000) $16,427 Shares 390,000 Est. Cost $42.12 Unrealized —

USB US BANCORP DEL 0.6%

Value ($000) $1,565 Shares 35,000 Est. Cost $34.54 Unrealized +11.9%

HBAN HUNTINGTON BANCSHARES INC 0.5%

Value ($000) $1,395 Shares 100,000 Est. Cost $11.94 Unrealized 0.0%

TFC TRUIST FINL CORP 0.5%

Value ($000) $1,364 Shares 35,000 Est. Cost $33.38 Unrealized 0.0%

CB CHUBB LIMITED 0.5%

Value ($000) $1,296 Shares 5,000 Est. Cost $213.74 Unrealized +12.9%

HIG HARTFORD FINL SVCS GROUP INC 0.5%

Value ($000) $1,288 Shares 12,500 Est. Cost $88.72 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.5%

Value ($000) $1,202 Shares 6,000 Est. Cost $173.61 Unrealized 0.0%

USB US BANCORP DEL 0.4%

Value ($000) $1,118 Shares 25,000 Est. Cost $34.54 Unrealized +11.9%

HBAN HUNTINGTON BANCSHARES INC 0.4%

Value ($000) $1,046 Shares 75,000 Est. Cost $11.94 Unrealized 0.0%

ITB ISHARES TR 0.4%

Value ($000) $1,042 Shares 9,000 Est. Cost $115.77 Unrealized —

CB CHUBB LIMITED 0.4%

Value ($000) $1,037 Shares 4,000 Est. Cost $213.74 Unrealized +12.9%

WD WALKER & DUNLOP INC 0.4%

Value ($000) $1,011 Shares 10,000 Est. Cost $90.49 Unrealized 0.0%

TFC TRUIST FINL CORP 0.4%

Value ($000) $936 Shares 24,000 Est. Cost $33.38 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.4%

Value ($000) $901 Shares 4,500 Est. Cost $173.61 Unrealized 0.0%

GL GLOBE LIFE INC 0.3%

Value ($000) $864 Shares 7,421 Est. Cost $109.50 Unrealized +10.0%

MFA MFA FINL INC 0.3%

Value ($000) $799 Shares 70,000 Est. Cost $11.41 Unrealized —

FAF FIRST AMERN FINL CORP 0.3%

Value ($000) $672 Shares 11,000 Est. Cost $52.84 Unrealized +4.4%

REM ISHARES TR 0.2%

Value ($000) $581 Shares 25,000 Est. Cost $23.24 Unrealized —

MTH MERITAGE HOMES CORP 0.2%

Value ($000) $526 Shares 3,000 Est. Cost $80.90 Unrealized 0.0%

WBS WEBSTER FINL CORP 0.2%

Value ($000) $508 Shares 10,000 Est. Cost $42.53 Unrealized +15.0%

BKU BANKUNITED INC 0.2%

Value ($000) $420 Shares 15,000 Est. Cost $26.06 Unrealized 0.0%

WD WALKER & DUNLOP INC 0.1%

Value ($000) $354 Shares 3,500 Est. Cost $90.49 Unrealized 0.0%

AX AXOS FINANCIAL INC 0.1%

Value ($000) $270 Shares 5,000 Est. Cost $42.29 Unrealized +24.4%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value ($000) $258 Shares 2,500 Est. Cost $88.72 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	2,653,503	$82,736	32.2%	$17.17	+58.4%	COM	29249E109
IYR	ISHARES TR	600,000	$53,940	21.0%	$89.90	—	U.S. REAL ES ETF	464287739
—	NEW YORK CMNTY BANCORP INC	7,500	$22,821	8.9%	$3042.78	—	COM	649445103
KRE	SPDR SER TR	450,000	$22,626	8.8%	$50.42	—	S&P REGL BKG	78464A698
BANC	BANC OF CALIFORNIA INC	1,348,130	$20,118	7.8%	$11.64	+13.4%	COM	05990K106
—	GUILD HLDGS CO	1,235,526	$18,224	7.1%	$16.22	—	CL A	40172N107
XLF	SELECT SECTOR SPDR TR	390,000	$16,427	6.4%	$42.12	—	FINANCIAL	81369Y605
USB	US BANCORP DEL	35,000	$1,565	0.6%	$34.54	+11.9%	Put	902973304
HBAN	HUNTINGTON BANCSHARES INC	100,000	$1,395	0.5%	$11.94	0.0%	Put	446150104
TFC	TRUIST FINL CORP	35,000	$1,364	0.5%	$33.38	0.0%	Put	89832Q109
CB	CHUBB LIMITED	5,000	$1,296	0.5%	$213.74	+12.9%	Put	H1467J104
HIG	HARTFORD FINL SVCS GROUP INC	12,500	$1,288	0.5%	$88.72	0.0%	Put	416515104
JPM	JPMORGAN CHASE & CO	6,000	$1,202	0.5%	$173.61	0.0%	Put	46625H100
USB	US BANCORP DEL	25,000	$1,118	0.4%	$34.54	+11.9%	COM NEW	902973304
HBAN	HUNTINGTON BANCSHARES INC	75,000	$1,046	0.4%	$11.94	0.0%	COM	446150104
ITB	ISHARES TR	9,000	$1,042	0.4%	$115.77	—	US HOME CONS ETF	464288752
CB	CHUBB LIMITED	4,000	$1,037	0.4%	$213.74	+12.9%	COM	H1467J104
WD	WALKER & DUNLOP INC	10,000	$1,011	0.4%	$90.49	0.0%	Put	93148P102
TFC	TRUIST FINL CORP	24,000	$936	0.4%	$33.38	0.0%	COM	89832Q109
JPM	JPMORGAN CHASE & CO	4,500	$901	0.4%	$173.61	0.0%	COM	46625H100
GL	GLOBE LIFE INC	7,421	$864	0.3%	$109.50	+10.0%	COM	37959E102
MFA	MFA FINL INC	70,000	$799	0.3%	$11.41	—	COM	55272X607
FAF	FIRST AMERN FINL CORP	11,000	$672	0.3%	$52.84	+4.4%	COM	31847R102
REM	ISHARES TR	25,000	$581	0.2%	$23.24	—	MORTGE REL ETF	46435G342
MTH	MERITAGE HOMES CORP	3,000	$526	0.2%	$80.90	0.0%	COM	59001A102
WBS	WEBSTER FINL CORP	10,000	$508	0.2%	$42.53	+15.0%	COM	947890109
BKU	BANKUNITED INC	15,000	$420	0.2%	$26.06	0.0%	COM	06652K103
WD	WALKER & DUNLOP INC	3,500	$354	0.1%	$90.49	0.0%	COM	93148P102
AX	AXOS FINANCIAL INC	5,000	$270	0.1%	$42.29	+24.4%	COM	05465C100
HIG	HARTFORD FINL SVCS GROUP INC	2,500	$258	0.1%	$88.72	0.0%	COM	416515104