13F-HR filed by BAYVIEW ASSET MANAGEMENT, LLC
BAYVIEW ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-13, with 46 holding rows worth $286,636,275.
- Accession
- 0001767366-24-000003
- Filer
- CIK 1767366
- Filed
- 2024-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 46 entries on the cover page, a total value of $286,636,275 stated on the cover page (in dollars after the unit check, H1), rows summing to $286,636,275 with VALUE read as dollars as filed, 13F file number 028-19133. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ENACT HLDGS INC COM | 29249E109 | Stock | 2,653,503 | $81,356,402 | dollars as filed | |
| SPY | 78462F103 | SHS | 59,500 | $32,381,090 | dollars as filed | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 290,000 | $25,444,600 | dollars as filed | put |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 7,500,000 | $24,150,000 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y956 | Option | 529,400 | $21,763,634 | dollars as filed | put |
| GUILD HLDGS CO | 40172N107 | CL A | 1,271,280 | $18,802,231 | dollars as filed | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 1,348,130 | $17,229,101 | dollars as filed | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 170,000 | $8,347,000 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 125,000 | $6,137,500 | dollars as filed | put |
| WEBSTER FINL CORP | 947890109 | COM | 70,000 | $3,051,300 | dollars as filed | put |
| WEBSTER FINL CORP | 947890109 | COM | 63,400 | $2,763,606 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 11,000 | $2,224,860 | dollars as filed | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 24,000 | $2,105,760 | dollars as filed | call |
| GLOBE LIFE INC | 37959E102 | COM | 25,000 | $2,057,000 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y906 | CALL | 50,000 | $2,055,500 | dollars as filed | call |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 20,000 | $2,017,800 | dollars as filed | put |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 150,000 | $1,977,000 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 7,500 | $1,913,100 | dollars as filed | put |
| CBRE GROUP INC CL A | 12504L109 | Stock | 20,000 | $1,782,200 | dollars as filed | put |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 18,000 | $1,774,080 | dollars as filed | |
| Chubb Limited | H1467J104 | COM | 6,600 | $1,683,528 | dollars as filed | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 30,900 | $1,667,055 | dollars as filed | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 18,476 | $1,646,396 | dollars as filed | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 140,000 | $1,527,400 | dollars as filed | |
| AMERIS BANCORP | 03076K108 | COM | 30,000 | $1,510,500 | dollars as filed | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 65,000 | $1,440,400 | dollars as filed | put |
| D R HORTON INC COM | 23331A109 | Stock | 10,000 | $1,409,300 | dollars as filed | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 25,000 | $1,404,750 | dollars as filed | |
| PROSPERITY BANCSHARES INC | 743606105 | COM | 22,500 | $1,375,650 | dollars as filed | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 12,500 | $1,263,250 | dollars as filed | call |
| JPMorgan Chase & Co | 46625H100 | COM | 5,500 | $1,112,430 | dollars as filed | |
| PULTE GROUP INC COM | 745867101 | Stock | 10,000 | $1,101,000 | dollars as filed | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 20,000 | $1,079,000 | dollars as filed | put |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 5,000 | $1,026,400 | dollars as filed | put |
| STEWART INFORMATION SVCS COR | 860372101 | COM | 16,000 | $993,280 | dollars as filed | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 75,000 | $988,500 | dollars as filed | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 25,000 | $971,250 | dollars as filed | put |
| MFA FINL INC COM | 55272X607 | REIT | 80,000 | $851,200 | dollars as filed | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 52,130 | $822,090 | dollars as filed | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 17,500 | $679,875 | dollars as filed | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 3,000 | $615,840 | dollars as filed | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 5,000 | $575,900 | dollars as filed | |
| AXOSFINLINC | 05465C100 | STOK | 10,000 | $571,500 | dollars as filed | |
| FINANCIAL INSTITUTIONS INC | 317585404 | COMMON STOCK | 27,622 | $533,657 | dollars as filed | |
| BANKUNITED INC | 06652K103 | COM | 10,000 | $292,700 | dollars as filed | |
| ALLSTATE CORP COM | 020002101 | Stock | 1,000 | $159,660 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001767366-24-000003 | this filing | 2024-08-13 | acceptance time not in the bulk data set |