Q2 2024 · 13F-HR
Bayview Asset Management, LLCholdings as filed
Filed 2024-08-13 · accession 0001767366-24-000003
$286.6M
Reported value
46
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 29249E109 | ACT | ENACT HLDGS INC | $81.4M | 28.4% | 2,653,503 | Common | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $32.4M | 11.3% | 59,500 | PUT | SOLE |
| 464287739 | IYR | ISHARES TR | $25.4M | 8.88% | 290,000 | PUT | SOLE |
| 649445103 | NYCBEUR | NEW YORK CMNTY BANCORP INC | $24.1M | 8.43% | 7,500,000 | Common | SOLE |
| 81369Y956 | — | SELECT SECTOR SPDR TR | $21.8M | 7.59% | 529,400 | PUT | SOLE |
| 40172N107 | — | GUILD HLDGS CO | $18.8M | 6.56% | 1,271,280 | Common | SOLE |
| 05990K106 | BANC | BANC OF CALIFORNIA INC | $17.2M | 6.01% | 1,348,130 | Common | SOLE |
| 78464A698 | KRE | SPDR SER TR | $8.3M | 2.91% | 170,000 | CALL | SOLE |
| 78464A698 | KRE | SPDR SER TR | $6.1M | 2.14% | 125,000 | PUT | SOLE |
| 947890109 | WBS | WEBSTER FINL CORP | $3.1M | 1.06% | 70,000 | PUT | SOLE |
| 947890109 | WBS | WEBSTER FINL CORP | $2.8M | 0.96% | 63,400 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO. | $2.2M | 0.78% | 11,000 | PUT | SOLE |
| 464287739 | IYR | ISHARES TR | $2.1M | 0.73% | 24,000 | CALL | SOLE |
| 37959E102 | GL | GLOBE LIFE INC | $2.1M | 0.72% | 25,000 | Common | SOLE |
| 81369Y906 | — | SELECT SECTOR SPDR TR | $2.1M | 0.72% | 50,000 | CALL | SOLE |
| G0450A105 | ACGL | ARCH CAP GROUP LTD | $2.0M | 0.70% | 20,000 | PUT | SOLE |
| 446150104 | HBAN | HUNTINGTON BANCSHARES INC | $2.0M | 0.69% | 150,000 | PUT | SOLE |
| H1467J104 | CB | CHUBB LIMITED | $1.9M | 0.67% | 7,500 | PUT | SOLE |
| 12504L109 | CBRE | CBRE GROUP INC | $1.8M | 0.62% | 20,000 | PUT | SOLE |
| 97650W108 | WTFC | WINTRUST FINL CORP | $1.8M | 0.62% | 18,000 | Common | SOLE |
| H1467J104 | CB | CHUBB LIMITED | $1.7M | 0.59% | 6,600 | Common | SOLE |
| 31847R102 | FAF | FIRST AMERN FINL CORP | $1.7M | 0.58% | 30,900 | Common | SOLE |
| 12504L109 | CBRE | CBRE GROUP INC | $1.6M | 0.57% | 18,476 | Common | SOLE |
| 64828T201 | RITM | RITHM CAPITAL CORP | $1.5M | 0.53% | 140,000 | Common | SOLE |
| 03076K108 | ABCB | AMERIS BANCORP | $1.5M | 0.53% | 30,000 | Common | SOLE |
| 46435G342 | REM | ISHARES TR | $1.4M | 0.50% | 65,000 | PUT | SOLE |
| 23331A109 | DHI | D R HORTON INC | $1.4M | 0.49% | 10,000 | Common | SOLE |
| G3198U102 | ESNT | ESSENT GROUP LTD | $1.4M | 0.49% | 25,000 | Common | SOLE |
| 743606105 | PB | PROSPERITY BANCSHARES INC | $1.4M | 0.48% | 22,500 | Common | SOLE |
| 464288752 | ITB | ISHARES TR | $1.3M | 0.44% | 12,500 | CALL | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO. | $1.1M | 0.39% | 5,500 | Common | SOLE |
| 745867101 | PHM | PULTE GROUP INC | $1.1M | 0.38% | 10,000 | Common | SOLE |
| 31847R102 | FAF | FIRST AMERN FINL CORP | $1.1M | 0.38% | 20,000 | PUT | SOLE |
| 48020Q107 | JLL | JONES LANG LASALLE INC | $1.0M | 0.36% | 5,000 | PUT | SOLE |
| 860372101 | STC | STEWART INFORMATION SVCS COR | $993,280 | 0.35% | 16,000 | Common | SOLE |
| 446150104 | HBAN | HUNTINGTON BANCSHARES INC | $988,500 | 0.34% | 75,000 | Common | SOLE |
| 89832Q109 | TFC | TRUIST FINL CORP | $971,250 | 0.34% | 25,000 | PUT | SOLE |
| 55272X607 | MFA | MFA FINL INC | $851,200 | 0.30% | 80,000 | Common | SOLE |
| 320517105 | FHN | FIRST HORIZON CORPORATION | $822,090 | 0.29% | 52,130 | Common | SOLE |
| 89832Q109 | TFC | TRUIST FINL CORP | $679,875 | 0.24% | 17,500 | Common | SOLE |
| 48020Q107 | JLL | JONES LANG LASALLE INC | $615,840 | 0.21% | 3,000 | Common | SOLE |
| 889478103 | TOL | TOLL BROTHERS INC | $575,900 | 0.20% | 5,000 | Common | SOLE |
| 05465C100 | AX | AXOS FINANCIAL INC | $571,500 | 0.20% | 10,000 | Common | SOLE |
| 317585404 | FISI | FINANCIAL INSTNS INC | $533,657 | 0.19% | 27,622 | Common | SOLE |
| 06652K103 | BKU | BANKUNITED INC | $292,700 | 0.10% | 10,000 | Common | SOLE |
| 020002101 | ALL | ALLSTATE CORP | $159,660 | 0.06% | 1,000 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.