BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 13, 2024

Total Value ($000): $286,636 (100.0% shares, 0.0% debt)

Holdings (46)

ACT ENACT HLDGS INC 28.4%

Value ($000) $81,356 Shares 2,653,503 Est. Cost $17.17 Unrealized +70.9%

SPY SPDR S&P 500 ETF TR 11.3%

Value ($000) $32,381 Shares 59,500 Est. Cost — Unrealized —

IYR ISHARES TR 8.9%

Value ($000) $25,445 Shares 290,000 Est. Cost $89.90 Unrealized —

— NEW YORK CMNTY BANCORP INC 8.4%

Value ($000) $24,150 Shares 7,500,000 Est. Cost $6.26 Unrealized —

— SELECT SECTOR SPDR TR 7.6%

Value ($000) $21,764 Shares 529,400 Est. Cost — Unrealized —

— GUILD HLDGS CO 6.6%

Value ($000) $18,802 Shares 1,271,280 Est. Cost $16.18 Unrealized —

BANC BANC OF CALIFORNIA INC 6.0%

Value ($000) $17,229 Shares 1,348,130 Est. Cost $11.64 Unrealized +13.4%

KRE SPDR SER TR 2.9%

Value ($000) $8,347 Shares 170,000 Est. Cost $50.42 Unrealized —

KRE SPDR SER TR 2.1%

Value ($000) $6,138 Shares 125,000 Est. Cost $50.42 Unrealized —

WBS WEBSTER FINL CORP 1.1%

Value ($000) $3,051 Shares 70,000 Est. Cost $44.21 Unrealized +0.7%

WBS WEBSTER FINL CORP 1.0%

Value ($000) $2,764 Shares 63,400 Est. Cost $44.21 Unrealized +0.7%

JPM JPMORGAN CHASE & CO. 0.8%

Value ($000) $2,225 Shares 11,000 Est. Cost $176.44 Unrealized +7.2%

IYR ISHARES TR 0.7%

Value ($000) $2,106 Shares 24,000 Est. Cost $89.90 Unrealized —

GL GLOBE LIFE INC 0.7%

Value ($000) $2,057 Shares 25,000 Est. Cost $89.95 Unrealized -9.2%

— SELECT SECTOR SPDR TR 0.7%

Value ($000) $2,056 Shares 50,000 Est. Cost — Unrealized —

ACGL ARCH CAP GROUP LTD 0.7%

Value ($000) $2,018 Shares 20,000 Est. Cost — Unrealized —

HBAN HUNTINGTON BANCSHARES INC 0.7%

Value ($000) $1,977 Shares 150,000 Est. Cost $11.94 Unrealized +5.1%

CB CHUBB LIMITED 0.7%

Value ($000) $1,913 Shares 7,500 Est. Cost $229.11 Unrealized +10.3%

CBRE CBRE GROUP INC 0.6%

Value ($000) $1,782 Shares 20,000 Est. Cost $88.72 Unrealized 0.0%

WTFC WINTRUST FINL CORP 0.6%

Value ($000) $1,774 Shares 18,000 Est. Cost $97.95 Unrealized 0.0%

CB CHUBB LIMITED 0.6%

Value ($000) $1,684 Shares 6,600 Est. Cost $229.11 Unrealized +10.3%

FAF FIRST AMERN FINL CORP 0.6%

Value ($000) $1,667 Shares 30,900 Est. Cost $52.56 Unrealized -0.3%

CBRE CBRE GROUP INC 0.6%

Value ($000) $1,646 Shares 18,476 Est. Cost $88.72 Unrealized 0.0%

RITM RITHM CAPITAL CORP 0.5%

Value ($000) $1,527 Shares 140,000 Est. Cost $10.91 Unrealized —

ABCB AMERIS BANCORP 0.5%

Value ($000) $1,511 Shares 30,000 Est. Cost $46.94 Unrealized 0.0%

REM ISHARES TR 0.5%

Value ($000) $1,440 Shares 65,000 Est. Cost $23.24 Unrealized —

DHI D R HORTON INC 0.5%

Value ($000) $1,409 Shares 10,000 Est. Cost $144.49 Unrealized 0.0%

ESNT ESSENT GROUP LTD 0.5%

Value ($000) $1,405 Shares 25,000 Est. Cost $54.34 Unrealized 0.0%

PB PROSPERITY BANCSHARES INC 0.5%

Value ($000) $1,376 Shares 22,500 Est. Cost $58.22 Unrealized 0.0%

ITB ISHARES TR 0.4%

Value ($000) $1,263 Shares 12,500 Est. Cost $115.77 Unrealized —

JPM JPMORGAN CHASE & CO. 0.4%

Value ($000) $1,112 Shares 5,500 Est. Cost $176.44 Unrealized +7.2%

PHM PULTE GROUP INC 0.4%

Value ($000) $1,101 Shares 10,000 Est. Cost $112.10 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 0.4%

Value ($000) $1,079 Shares 20,000 Est. Cost $52.56 Unrealized -0.3%

JLL JONES LANG LASALLE INC 0.4%

Value ($000) $1,026 Shares 5,000 Est. Cost $194.06 Unrealized 0.0%

STC STEWART INFORMATION SVCS COR 0.3%

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

HBAN HUNTINGTON BANCSHARES INC 0.3%

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

TFC TRUIST FINL CORP 0.3%

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

MFA MFA FINL INC 0.3%

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

FHN FIRST HORIZON CORPORATION 0.3%

Value ($000) $822 Shares 52,130 Est. Cost $14.34 Unrealized 0.0%

TFC TRUIST FINL CORP 0.2%

Value ($000) $680 Shares 17,500 Est. Cost $33.38 Unrealized +4.7%

JLL JONES LANG LASALLE INC 0.2%

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

TOL TOLL BROTHERS INC 0.2%

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

AX AXOS FINANCIAL INC 0.2%

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

FISI FINANCIAL INSTNS INC 0.2%

Value ($000) $534 Shares 27,622 Est. Cost $16.33 Unrealized 0.0%

BKU BANKUNITED INC 0.1%

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

ALL ALLSTATE CORP 0.1%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	2,653,503	$81,356	28.4%	$17.17	+70.9%	COM	29249E109
SPY	SPDR S&P 500 ETF TR	59,500	$32,381	11.3%	—	—	Put	78462F103
IYR	ISHARES TR	290,000	$25,445	8.9%	$89.90	—	Put	464287739
—	NEW YORK CMNTY BANCORP INC	7,500,000	$24,150	8.4%	$6.26	—	COM	649445103
—	SELECT SECTOR SPDR TR	529,400	$21,764	7.6%	—	—	Put	81369Y956
—	GUILD HLDGS CO	1,271,280	$18,802	6.6%	$16.18	—	CL A	40172N107
BANC	BANC OF CALIFORNIA INC	1,348,130	$17,229	6.0%	$11.64	+13.4%	COM	05990K106
KRE	SPDR SER TR	170,000	$8,347	2.9%	$50.42	—	Call	78464A698
KRE	SPDR SER TR	125,000	$6,138	2.1%	$50.42	—	Put	78464A698
WBS	WEBSTER FINL CORP	70,000	$3,051	1.1%	$44.21	+0.7%	Put	947890109
WBS	WEBSTER FINL CORP	63,400	$2,764	1.0%	$44.21	+0.7%	COM	947890109
JPM	JPMORGAN CHASE & CO.	11,000	$2,225	0.8%	$176.44	+7.2%	Put	46625H100
IYR	ISHARES TR	24,000	$2,106	0.7%	$89.90	—	Call	464287739
GL	GLOBE LIFE INC	25,000	$2,057	0.7%	$89.95	-9.2%	COM	37959E102
—	SELECT SECTOR SPDR TR	50,000	$2,056	0.7%	—	—	Call	81369Y906
ACGL	ARCH CAP GROUP LTD	20,000	$2,018	0.7%	—	—	Put	G0450A105
HBAN	HUNTINGTON BANCSHARES INC	150,000	$1,977	0.7%	$11.94	+5.1%	Put	446150104
CB	CHUBB LIMITED	7,500	$1,913	0.7%	$229.11	+10.3%	Put	H1467J104
CBRE	CBRE GROUP INC	20,000	$1,782	0.6%	$88.72	0.0%	Put	12504L109
WTFC	WINTRUST FINL CORP	18,000	$1,774	0.6%	$97.95	0.0%	COM	97650W108
CB	CHUBB LIMITED	6,600	$1,684	0.6%	$229.11	+10.3%	COM	H1467J104
FAF	FIRST AMERN FINL CORP	30,900	$1,667	0.6%	$52.56	-0.3%	COM	31847R102
CBRE	CBRE GROUP INC	18,476	$1,646	0.6%	$88.72	0.0%	CL A	12504L109
RITM	RITHM CAPITAL CORP	140,000	$1,527	0.5%	$10.91	—	COM NEW	64828T201
ABCB	AMERIS BANCORP	30,000	$1,511	0.5%	$46.94	0.0%	COM	03076K108
REM	ISHARES TR	65,000	$1,440	0.5%	$23.24	—	Put	46435G342
DHI	D R HORTON INC	10,000	$1,409	0.5%	$144.49	0.0%	COM	23331A109
ESNT	ESSENT GROUP LTD	25,000	$1,405	0.5%	$54.34	0.0%	COM	G3198U102
PB	PROSPERITY BANCSHARES INC	22,500	$1,376	0.5%	$58.22	0.0%	COM	743606105
ITB	ISHARES TR	12,500	$1,263	0.4%	$115.77	—	Call	464288752
JPM	JPMORGAN CHASE & CO.	5,500	$1,112	0.4%	$176.44	+7.2%	COM	46625H100
PHM	PULTE GROUP INC	10,000	$1,101	0.4%	$112.10	0.0%	COM	745867101
FAF	FIRST AMERN FINL CORP	20,000	$1,079	0.4%	$52.56	-0.3%	Put	31847R102
JLL	JONES LANG LASALLE INC	5,000	$1,026	0.4%	$194.06	0.0%	Put	48020Q107
STC	STEWART INFORMATION SVCS COR	16,000	$993	0.3%	$62.44	0.0%	COM	860372101
HBAN	HUNTINGTON BANCSHARES INC	75,000	$989	0.3%	$11.94	+5.1%	COM	446150104
TFC	TRUIST FINL CORP	25,000	$971	0.3%	$33.38	+4.7%	Put	89832Q109
MFA	MFA FINL INC	80,000	$851	0.3%	$11.31	—	COM	55272X607
FHN	FIRST HORIZON CORPORATION	52,130	$822	0.3%	$14.34	0.0%	COM	320517105
TFC	TRUIST FINL CORP	17,500	$680	0.2%	$33.38	+4.7%	COM	89832Q109
JLL	JONES LANG LASALLE INC	3,000	$616	0.2%	$194.06	0.0%	COM	48020Q107
TOL	TOLL BROTHERS INC	5,000	$576	0.2%	$121.04	0.0%	COM	889478103
AX	AXOS FINANCIAL INC	10,000	$572	0.2%	$48.34	+12.5%	COM	05465C100
FISI	FINANCIAL INSTNS INC	27,622	$534	0.2%	$16.33	0.0%	COM	317585404
BKU	BANKUNITED INC	10,000	$293	0.1%	$26.06	+0.6%	COM	06652K103
ALL	ALLSTATE CORP	1,000	$160	0.1%	$161.46	0.0%	COM	020002101