BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 12, 2024

Total Value ($000): $323,016 (100.0% shares, 0.0% debt)

Holdings (41)

ACT ENACT HLDGS INC 29.8%

Value ($000) $96,402 Shares 2,653,503 Est. Cost $17.17 Unrealized +92.6%

IYR ISHARES TR 13.9%

Value ($000) $44,823 Shares 440,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.6%

Value ($000) $34,139 Shares 59,500 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 7.8%

Value ($000) $25,352 Shares 559,400 Est. Cost — Unrealized —

— GUILD HLDGS CO 7.7%

Value ($000) $24,954 Shares 1,500,517 Est. Cost $16.24 Unrealized —

BANC BANC OF CALIFORNIA INC 4.5%

Value ($000) $14,629 Shares 993,130 Est. Cost $11.64 Unrealized +14.8%

KRE SPDR SER TR 4.2%

Value ($000) $13,527 Shares 239,000 Est. Cost — Unrealized —

FLG NEW YORK CMNTY BANCORP INC 3.5%

Value ($000) $11,230 Shares 999,999 Est. Cost $10.59 Unrealized 0.0%

WSBC WESBANCO INC 3.2%

Value ($000) $10,299 Shares 363,639 Est. Cost $30.69 Unrealized 0.0%

KRE SPDR SER TR 1.5%

Value ($000) $4,811 Shares 85,000 Est. Cost — Unrealized —

GL GLOBE LIFE INC 1.2%

Value ($000) $3,945 Shares 37,250 Est. Cost $91.57 Unrealized +3.6%

GL GLOBE LIFE INC 0.8%

Value ($000) $2,648 Shares 25,000 Est. Cost $91.57 Unrealized +3.6%

FHN FIRST HORIZON CORPORATION 0.8%

Value ($000) $2,640 Shares 170,000 Est. Cost $14.93 Unrealized +1.8%

FHN FIRST HORIZON CORPORATION 0.8%

Value ($000) $2,594 Shares 167,000 Est. Cost $14.93 Unrealized +1.8%

IYR ISHARES TR 0.8%

Value ($000) $2,445 Shares 24,000 Est. Cost — Unrealized —

CB CHUBB LIMITED 0.7%

Value ($000) $2,163 Shares 7,500 Est. Cost $229.11 Unrealized +18.2%

WFC WELLS FARGO CO NEW 0.5%

Value ($000) $1,695 Shares 30,000 Est. Cost $54.85 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 0.5%

Value ($000) $1,689 Shares 7,500 Est. Cost $205.33 Unrealized 0.0%

ACGL ARCH CAP GROUP LTD 0.5%

Value ($000) $1,678 Shares 15,000 Est. Cost $98.89 Unrealized 0.0%

RITM RITHM CAPITAL CORP 0.5%

Value ($000) $1,589 Shares 140,000 Est. Cost $10.91 Unrealized —

WFC WELLS FARGO CO NEW 0.5%

Value ($000) $1,553 Shares 27,500 Est. Cost $54.85 Unrealized 0.0%

FNF FIDELITY NATIONAL FINANCIAL 0.5%

Value ($000) $1,552 Shares 25,000 Est. Cost $51.50 Unrealized 0.0%

REM ISHARES TR 0.5%

Value ($000) $1,542 Shares 65,000 Est. Cost — Unrealized —

FNF FIDELITY NATIONAL FINANCIAL 0.4%

Value ($000) $1,396 Shares 22,500 Est. Cost $51.50 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 0.4%

Value ($000) $1,268 Shares 5,630 Est. Cost $205.33 Unrealized 0.0%

CBRE CBRE GROUP INC 0.4%

Value ($000) $1,245 Shares 10,000 Est. Cost $88.72 Unrealized +22.9%

ESNT ESSENT GROUP LTD 0.3%

Value ($000) $1,125 Shares 17,500 Est. Cost $54.34 Unrealized +10.5%

TFC TRUIST FINL CORP 0.3%

Value ($000) $1,069 Shares 25,000 Est. Cost $33.38 Unrealized +18.6%

CBRE CBRE GROUP INC 0.3%

Value ($000) $1,058 Shares 8,500 Est. Cost $88.72 Unrealized +22.9%

CB CHUBB LIMITED 0.3%

Value ($000) $865 Shares 3,000 Est. Cost $229.11 Unrealized +18.2%

SCHW SCHWAB CHARLES CORP 0.3%

Value ($000) $843 Shares 13,000 Est. Cost $64.56 Unrealized 0.0%

ACGL ARCH CAP GROUP LTD 0.3%

Value ($000) $839 Shares 7,500 Est. Cost $98.89 Unrealized 0.0%

PHM PULTE GROUP INC 0.3%

Value ($000) $825 Shares 5,750 Est. Cost $112.10 Unrealized +12.2%

MTH MERITAGE HOMES CORP 0.3%

Value ($000) $820 Shares 4,000 Est. Cost $94.41 Unrealized 0.0%

MFA MFA FINL INC 0.2%

Value ($000) $763 Shares 60,000 Est. Cost $11.31 Unrealized —

SCHW SCHWAB CHARLES CORP 0.2%

Value ($000) $648 Shares 10,000 Est. Cost $64.56 Unrealized 0.0%

TFC TRUIST FINL CORP 0.2%

Value ($000) $642 Shares 15,000 Est. Cost $33.38 Unrealized +18.6%

JPM JPMORGAN CHASE & CO. 0.2%

Value ($000) $633 Shares 3,000 Est. Cost $176.44 Unrealized +16.2%

WTFC WINTRUST FINL CORP 0.2%

Value ($000) $543 Shares 5,000 Est. Cost $97.95 Unrealized +6.5%

FISI FINANCIAL INSTNS INC 0.1%

Value ($000) $303 Shares 11,889 Est. Cost $16.33 Unrealized +37.0%

WBS WEBSTER FINL CORP 0.1%

Value ($000) $233 Shares 5,000 Est. Cost $44.21 Unrealized +3.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	2,653,503	$96,402	29.8%	$17.17	+92.6%	COM	29249E109
IYR	ISHARES TR	440,000	$44,823	13.9%	—	—	Put	464287739
SPY	SPDR S&P 500 ETF TR	59,500	$34,139	10.6%	—	—	Put	78462F103
XLF	SELECT SECTOR SPDR TR	559,400	$25,352	7.8%	—	—	Put	81369Y605
—	GUILD HLDGS CO	1,500,517	$24,954	7.7%	$16.24	—	CL A	40172N107
BANC	BANC OF CALIFORNIA INC	993,130	$14,629	4.5%	$11.64	+14.8%	COM	05990K106
KRE	SPDR SER TR	239,000	$13,527	4.2%	—	—	Put	78464A698
FLG	NEW YORK CMNTY BANCORP INC	999,999	$11,230	3.5%	$10.59	0.0%	COM NEW	649445400
WSBC	WESBANCO INC	363,639	$10,299	3.2%	$30.69	0.0%	COM	950810101
KRE	SPDR SER TR	85,000	$4,811	1.5%	—	—	Call	78464A698
GL	GLOBE LIFE INC	37,250	$3,945	1.2%	$91.57	+3.6%	COM	37959E102
GL	GLOBE LIFE INC	25,000	$2,648	0.8%	$91.57	+3.6%	Put	37959E102
FHN	FIRST HORIZON CORPORATION	170,000	$2,640	0.8%	$14.93	+1.8%	Put	320517105
FHN	FIRST HORIZON CORPORATION	167,000	$2,594	0.8%	$14.93	+1.8%	COM	320517105
IYR	ISHARES TR	24,000	$2,445	0.8%	—	—	Call	464287739
CB	CHUBB LIMITED	7,500	$2,163	0.7%	$229.11	+18.2%	Put	H1467J104
WFC	WELLS FARGO CO NEW	30,000	$1,695	0.5%	$54.85	0.0%	Put	949746101
AVB	AVALONBAY CMNTYS INC	7,500	$1,689	0.5%	$205.33	0.0%	Put	053484101
ACGL	ARCH CAP GROUP LTD	15,000	$1,678	0.5%	$98.89	0.0%	Put	G0450A105
RITM	RITHM CAPITAL CORP	140,000	$1,589	0.5%	$10.91	—	COM NEW	64828T201
WFC	WELLS FARGO CO NEW	27,500	$1,553	0.5%	$54.85	0.0%	COM	949746101
FNF	FIDELITY NATIONAL FINANCIAL	25,000	$1,552	0.5%	$51.50	0.0%	Put	31620R303
REM	ISHARES TR	65,000	$1,542	0.5%	—	—	Put	46435G342
FNF	FIDELITY NATIONAL FINANCIAL	22,500	$1,396	0.4%	$51.50	0.0%	FNF GROUP COM	31620R303
AVB	AVALONBAY CMNTYS INC	5,630	$1,268	0.4%	$205.33	0.0%	COM	053484101
CBRE	CBRE GROUP INC	10,000	$1,245	0.4%	$88.72	+22.9%	Put	12504L109
ESNT	ESSENT GROUP LTD	17,500	$1,125	0.3%	$54.34	+10.5%	COM	G3198U102
TFC	TRUIST FINL CORP	25,000	$1,069	0.3%	$33.38	+18.6%	Put	89832Q109
CBRE	CBRE GROUP INC	8,500	$1,058	0.3%	$88.72	+22.9%	CL A	12504L109
CB	CHUBB LIMITED	3,000	$865	0.3%	$229.11	+18.2%	COM	H1467J104
SCHW	SCHWAB CHARLES CORP	13,000	$843	0.3%	$64.56	0.0%	Put	808513105
ACGL	ARCH CAP GROUP LTD	7,500	$839	0.3%	$98.89	0.0%	ORD	G0450A105
PHM	PULTE GROUP INC	5,750	$825	0.3%	$112.10	+12.2%	COM	745867101
MTH	MERITAGE HOMES CORP	4,000	$820	0.3%	$94.41	0.0%	COM	59001A102
MFA	MFA FINL INC	60,000	$763	0.2%	$11.31	—	COM	55272X607
SCHW	SCHWAB CHARLES CORP	10,000	$648	0.2%	$64.56	0.0%	COM	808513105
TFC	TRUIST FINL CORP	15,000	$642	0.2%	$33.38	+18.6%	COM	89832Q109
JPM	JPMORGAN CHASE & CO.	3,000	$633	0.2%	$176.44	+16.2%	COM	46625H100
WTFC	WINTRUST FINL CORP	5,000	$543	0.2%	$97.95	+6.5%	COM	97650W108
FISI	FINANCIAL INSTNS INC	11,889	$303	0.1%	$16.33	+37.0%	COM	317585404
WBS	WEBSTER FINL CORP	5,000	$233	0.1%	$44.21	+3.8%	COM	947890109