Bayview Asset Management, LLC Hedge Fund

Location: Coral Gables, FL

CIK: 0001767366 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 13, 2024

Total Value: $287M (100.0% shares, 0.0% debt)

Holdings (46)

ACT ENACT HLDGS INC 28.4%

Value $81.36M Shares 2,653,503 Est. Cost $17.17 Unrealized +70.9%

SPY SPDR S&P 500 ETF TR 11.3%

Value $32.38M Shares 59,500 Est. Cost — Unrealized —

IYR ISHARES TR 8.9%

Value $25.44M Shares 290,000 Est. Cost $89.90 Unrealized —

— NEW YORK CMNTY BANCORP INC 8.4%

Value $24.15M Shares 7,500,000 Est. Cost $6.26 Unrealized —

— SELECT SECTOR SPDR TR 7.6%

Value $21.76M Shares 529,400 Est. Cost — Unrealized —

— GUILD HLDGS CO 6.6%

Value $18.8M Shares 1,271,280 Est. Cost $16.18 Unrealized —

BANC BANC OF CALIFORNIA INC 6.0%

Value $17.23M Shares 1,348,130 Est. Cost $11.64 Unrealized +13.4%

KRE SPDR SER TR 2.9%

Value $8.347M Shares 170,000 Est. Cost $50.42 Unrealized —

KRE SPDR SER TR 2.1%

Value $6.138M Shares 125,000 Est. Cost $50.42 Unrealized —

WBS WEBSTER FINL CORP 1.1%

Value $3.051M Shares 70,000 Est. Cost $44.21 Unrealized +0.7%

WBS WEBSTER FINL CORP 1.0%

Value $2.764M Shares 63,400 Est. Cost $44.21 Unrealized +0.7%

JPM JPMORGAN CHASE & CO. 0.8%

Value $2.225M Shares 11,000 Est. Cost $176.44 Unrealized +7.2%

IYR ISHARES TR 0.7%

Value $2.106M Shares 24,000 Est. Cost $89.90 Unrealized —

GL GLOBE LIFE INC 0.7%

Value $2.057M Shares 25,000 Est. Cost $89.95 Unrealized -9.2%

— SELECT SECTOR SPDR TR 0.7%

Value $2.055M Shares 50,000 Est. Cost — Unrealized —

ACGL ARCH CAP GROUP LTD 0.7%

Value $2.018M Shares 20,000 Est. Cost — Unrealized —

HBAN HUNTINGTON BANCSHARES INC 0.7%

Value $1.977M Shares 150,000 Est. Cost $11.94 Unrealized +5.1%

CB CHUBB LIMITED 0.7%

Value $1.913M Shares 7,500 Est. Cost $229.11 Unrealized +10.3%

CBRE CBRE GROUP INC 0.6%

Value $1.782M Shares 20,000 Est. Cost $88.72 Unrealized 0.0%

WTFC WINTRUST FINL CORP 0.6%

Value $1.774M Shares 18,000 Est. Cost $97.95 Unrealized 0.0%

CB CHUBB LIMITED 0.6%

Value $1.684M Shares 6,600 Est. Cost $229.11 Unrealized +10.3%

FAF FIRST AMERN FINL CORP 0.6%

Value $1.667M Shares 30,900 Est. Cost $52.56 Unrealized -0.3%

CBRE CBRE GROUP INC 0.6%

Value $1.646M Shares 18,476 Est. Cost $88.72 Unrealized 0.0%

RITM RITHM CAPITAL CORP 0.5%

Value $1.527M Shares 140,000 Est. Cost $10.91 Unrealized —

ABCB AMERIS BANCORP 0.5%

Value $1.51M Shares 30,000 Est. Cost $46.94 Unrealized 0.0%

REM ISHARES TR 0.5%

Value $1.44M Shares 65,000 Est. Cost $23.24 Unrealized —

DHI D R HORTON INC 0.5%

Value $1.409M Shares 10,000 Est. Cost $144.49 Unrealized 0.0%

ESNT ESSENT GROUP LTD 0.5%

Value $1.405M Shares 25,000 Est. Cost $54.34 Unrealized 0.0%

PB PROSPERITY BANCSHARES INC 0.5%

Value $1.376M Shares 22,500 Est. Cost $58.22 Unrealized 0.0%

ITB ISHARES TR 0.4%

Value $1.263M Shares 12,500 Est. Cost $115.77 Unrealized —

JPM JPMORGAN CHASE & CO. 0.4%

Value $1.112M Shares 5,500 Est. Cost $176.44 Unrealized +7.2%

PHM PULTE GROUP INC 0.4%

Value $1.101M Shares 10,000 Est. Cost $112.10 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 0.4%

Value $1.079M Shares 20,000 Est. Cost $52.56 Unrealized -0.3%

JLL JONES LANG LASALLE INC 0.4%

Value $1.026M Shares 5,000 Est. Cost $194.06 Unrealized 0.0%

STC STEWART INFORMATION SVCS COR 0.3%

Value $993K Shares 16,000 Est. Cost $62.44 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.3%

Value $989K Shares 75,000 Est. Cost $11.94 Unrealized +5.1%

TFC TRUIST FINL CORP 0.3%

Value $971K Shares 25,000 Est. Cost $33.38 Unrealized +4.7%

MFA MFA FINL INC 0.3%

Value $851K Shares 80,000 Est. Cost $11.31 Unrealized —

FHN FIRST HORIZON CORPORATION 0.3%

Value $822K Shares 52,130 Est. Cost $14.34 Unrealized 0.0%

TFC TRUIST FINL CORP 0.2%

Value $680K Shares 17,500 Est. Cost $33.38 Unrealized +4.7%

JLL JONES LANG LASALLE INC 0.2%

Value $616K Shares 3,000 Est. Cost $194.06 Unrealized 0.0%

TOL TOLL BROTHERS INC 0.2%

Value $576K Shares 5,000 Est. Cost $121.04 Unrealized 0.0%

AX AXOS FINANCIAL INC 0.2%

Value $572K Shares 10,000 Est. Cost $48.34 Unrealized +12.5%

FISI FINANCIAL INSTNS INC 0.2%

Value $534K Shares 27,622 Est. Cost $16.33 Unrealized 0.0%

BKU BANKUNITED INC 0.1%

Value $293K Shares 10,000 Est. Cost $26.06 Unrealized +0.6%

ALL ALLSTATE CORP 0.1%

Value $160K Shares 1,000 Est. Cost $161.46 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	2,653,503	$81.36M	28.4%	$17.17	+70.9%	COM	29249E109
SPY	SPDR S&P 500 ETF TR	59,500	$32.38M	11.3%	—	—	Put	78462F103
IYR	ISHARES TR	290,000	$25.44M	8.9%	$89.90	—	Put	464287739
—	NEW YORK CMNTY BANCORP INC	7,500,000	$24.15M	8.4%	$6.26	—	COM	649445103
—	SELECT SECTOR SPDR TR	529,400	$21.76M	7.6%	—	—	Put	81369Y956
—	GUILD HLDGS CO	1,271,280	$18.8M	6.6%	$16.18	—	CL A	40172N107
BANC	BANC OF CALIFORNIA INC	1,348,130	$17.23M	6.0%	$11.64	+13.4%	COM	05990K106
KRE	SPDR SER TR	170,000	$8.347M	2.9%	$50.42	—	Call	78464A698
KRE	SPDR SER TR	125,000	$6.138M	2.1%	$50.42	—	Put	78464A698
WBS	WEBSTER FINL CORP	70,000	$3.051M	1.1%	$44.21	+0.7%	Put	947890109
WBS	WEBSTER FINL CORP	63,400	$2.764M	1.0%	$44.21	+0.7%	COM	947890109
JPM	JPMORGAN CHASE & CO.	11,000	$2.225M	0.8%	$176.44	+7.2%	Put	46625H100
IYR	ISHARES TR	24,000	$2.106M	0.7%	$89.90	—	Call	464287739
GL	GLOBE LIFE INC	25,000	$2.057M	0.7%	$89.95	-9.2%	COM	37959E102
—	SELECT SECTOR SPDR TR	50,000	$2.055M	0.7%	—	—	Call	81369Y906
ACGL	ARCH CAP GROUP LTD	20,000	$2.018M	0.7%	—	—	Put	G0450A105
HBAN	HUNTINGTON BANCSHARES INC	150,000	$1.977M	0.7%	$11.94	+5.1%	Put	446150104
CB	CHUBB LIMITED	7,500	$1.913M	0.7%	$229.11	+10.3%	Put	H1467J104
CBRE	CBRE GROUP INC	20,000	$1.782M	0.6%	$88.72	0.0%	Put	12504L109
WTFC	WINTRUST FINL CORP	18,000	$1.774M	0.6%	$97.95	0.0%	COM	97650W108
CB	CHUBB LIMITED	6,600	$1.684M	0.6%	$229.11	+10.3%	COM	H1467J104
FAF	FIRST AMERN FINL CORP	30,900	$1.667M	0.6%	$52.56	-0.3%	COM	31847R102
CBRE	CBRE GROUP INC	18,476	$1.646M	0.6%	$88.72	0.0%	CL A	12504L109
RITM	RITHM CAPITAL CORP	140,000	$1.527M	0.5%	$10.91	—	COM NEW	64828T201
ABCB	AMERIS BANCORP	30,000	$1.51M	0.5%	$46.94	0.0%	COM	03076K108
REM	ISHARES TR	65,000	$1.44M	0.5%	$23.24	—	Put	46435G342
DHI	D R HORTON INC	10,000	$1.409M	0.5%	$144.49	0.0%	COM	23331A109
ESNT	ESSENT GROUP LTD	25,000	$1.405M	0.5%	$54.34	0.0%	COM	G3198U102
PB	PROSPERITY BANCSHARES INC	22,500	$1.376M	0.5%	$58.22	0.0%	COM	743606105
ITB	ISHARES TR	12,500	$1.263M	0.4%	$115.77	—	Call	464288752
JPM	JPMORGAN CHASE & CO.	5,500	$1.112M	0.4%	$176.44	+7.2%	COM	46625H100
PHM	PULTE GROUP INC	10,000	$1.101M	0.4%	$112.10	0.0%	COM	745867101
FAF	FIRST AMERN FINL CORP	20,000	$1.079M	0.4%	$52.56	-0.3%	Put	31847R102
JLL	JONES LANG LASALLE INC	5,000	$1.026M	0.4%	$194.06	0.0%	Put	48020Q107
STC	STEWART INFORMATION SVCS COR	16,000	$993K	0.3%	$62.44	0.0%	COM	860372101
HBAN	HUNTINGTON BANCSHARES INC	75,000	$989K	0.3%	$11.94	+5.1%	COM	446150104
TFC	TRUIST FINL CORP	25,000	$971K	0.3%	$33.38	+4.7%	Put	89832Q109
MFA	MFA FINL INC	80,000	$851K	0.3%	$11.31	—	COM	55272X607
FHN	FIRST HORIZON CORPORATION	52,130	$822K	0.3%	$14.34	0.0%	COM	320517105
TFC	TRUIST FINL CORP	17,500	$680K	0.2%	$33.38	+4.7%	COM	89832Q109
JLL	JONES LANG LASALLE INC	3,000	$616K	0.2%	$194.06	0.0%	COM	48020Q107
TOL	TOLL BROTHERS INC	5,000	$576K	0.2%	$121.04	0.0%	COM	889478103
AX	AXOS FINANCIAL INC	10,000	$572K	0.2%	$48.34	+12.5%	COM	05465C100
FISI	FINANCIAL INSTNS INC	27,622	$534K	0.2%	$16.33	0.0%	COM	317585404
BKU	BANKUNITED INC	10,000	$293K	0.1%	$26.06	+0.6%	COM	06652K103
ALL	ALLSTATE CORP	1,000	$160K	0.1%	$161.46	0.0%	COM	020002101