BAYVIEW ASSET MANAGEMENT, LLC
Follow13F filer, CIK 1767366, CORAL GABLES, FL
BAYVIEW ASSET MANAGEMENT, LLC reported $323,016,332 across 41 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-12. Its ten largest share positions make up 94.1% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001767366-24-000004
- Period
- 2024-09-30
- Reported value
- $323M
- Holdings
- 41
- Top 10 weight
- 94.1%
- New
- 15
- Sold out
- 20
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| FLGnew | +999,999 | $11.2M |
| WSBCnew | +363,639 | $10.3M |
| GUILD HLDGS COadded | +229,237 | $3.81M |
| FHNadded | +114,870 | $1.78M |
| WFCnew | +27,500 | $1.55M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| NEW YORK COMMUNITY BANCORPexited | -7,500,000 | -$24.1M |
| BANCreduced | -355,000 | -$5.23M |
| WBSreduced | -58,400 | -$2.72M |
| FAFexited | -30,900 | -$1.67M |
| ABCBexited | -30,000 | -$1.51M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q3 2024
Share positions as resolved from 13F-HR 0001767366-24-000004, largest first. % of portfolio is the value over $179,155,944, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| ACTENACT HLDGS INC | 2,653,503 | $96.4M | 53.81% | 0 | Timeline | ||
| GUILD HLDGS COGUILD HLDGS CO | 1,500,517 | $25M | 13.93% | +229,237 | |||
| BANCBANC OF CALIFORNIA INC | 993,130 | $14.6M | 8.17% | -355,000 | Timeline | ||
| FLGFLAGSTAR BANK NATIONAL ASSOC | 999,999 | $11.2M | 6.27% | new | Timeline | ||
| WSBCWESBANCO INC | 363,639 | $10.3M | 5.75% | new | Timeline | ||
| GLGLOBE LIFE INC | 37,250 | $3.95M | 2.2% | +12,250 | Timeline | ||
| FHNFIRST HORIZON CORPORATION | 167,000 | $2.59M | 1.45% | +114,870 | Timeline | ||
| RITMRITHM CAPITAL CORP | 140,000 | $1.59M | 0.89% | 0 | Timeline | ||
| WFCWELLS FARGO & CO | 27,500 | $1.55M | 0.87% | new | Timeline | ||
| FNFFIDELITY NATL FINL INC | 22,500 | $1.4M | 0.78% | new | Timeline | ||
| AVBAVALONBAY CMNTYS INC | 5,630 | $1.27M | 0.71% | new | Timeline | ||
| ESNTESSENT GROUP LTD | 17,500 | $1.13M | 0.63% | -7,500 | Timeline | ||
| CBRECBRE GROUP INC | 8,500 | $1.06M | 0.59% | -9,976 | Timeline | ||
| CBCHUBB LIMITED | 3,000 | $865K | 0.48% | -3,600 | Timeline | ||
| ACGLARCH CAP GROUP LTD | 7,500 | $839K | 0.47% | new | Timeline | ||
| PHMPULTE GROUP INC | 5,750 | $825K | 0.46% | -4,250 | Timeline | ||
| MTHMERITAGE HOMES CORP | 4,000 | $820K | 0.46% | new | Timeline | ||
| MFAMFA FINL INC | 60,000 | $763K | 0.43% | -20,000 | Timeline | ||
| SCHWCHARLES SCHWAB CORP (THE) | 10,000 | $648K | 0.36% | new | Timeline | ||
| TFCTRUIST FINL CORP | 15,000 | $642K | 0.36% | -2,500 | Timeline | ||
| JPMJPMORGAN CHASE & CO | 3,000 | $633K | 0.35% | -2,500 | Timeline | ||
| WTFCWINTRUST FINL CORP | 5,000 | $543K | 0.3% | -13,000 | Timeline | ||
| FISIFINANCIAL INSTITUTIONS INC | 11,889 | $303K | 0.17% | -15,733 | Timeline | ||
| WBSWEBSTER FINL CORP | 5,000 | $233K | 0.13% | -58,400 | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| IYRISHARES TR U.S. REAL ES ETF | put | 440,000 | $44.8M | +150,000 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 59,500 | $34.1M | 0 |
| XLFSELECT SECTOR SPDR TR SHS | put | 559,400 | $25.4M | new |
| KRESPDR SERIES TRUST ST STR SP REGBNK | put | 239,000 | $13.5M | +114,000 |
| KRESPDR SERIES TRUST ST STR SP REGBNK | call | 85,000 | $4.81M | -85,000 |
| GLGLOBE LIFE INC COM | put | 25,000 | $2.65M | new |
| FHNFIRST HORIZON CORPORATION Common Capital Stock, par value $0.625 per share | put | 170,000 | $2.64M | new |
| IYRISHARES TR U.S. REAL ES ETF | call | 24,000 | $2.44M | 0 |
| CBCHUBB LIMITED COM | put | 7,500 | $2.16M | 0 |
| WFCWELLS FARGO & CO COM | put | 30,000 | $1.69M | new |
| AVBAVALONBAY CMNTYS INC REIT | put | 7,500 | $1.69M | new |
| ACGLARCH CAP GROUP LTD Stock | put | 15,000 | $1.68M | -5,000 |
| FNFFIDELITY NATL FINL INC FNF GROUP COM | put | 25,000 | $1.55M | new |
| REMISHARES TR SHS | put | 65,000 | $1.54M | 0 |
| CBRECBRE GROUP INC Stock | put | 10,000 | $1.24M | -10,000 |
| TFCTRUIST FINL CORP Stock | put | 25,000 | $1.07M | 0 |
| SCHWCHARLES SCHWAB CORP (THE) COM | put | 13,000 | $843K | new |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| NEW YORK COMMUNITY BANCORPNEW YORK COMMUNITY BANCORP | 7,500,000 | $24.1M | shares |
| SELECT SECTOR SPDR TRSELECT SECTOR SPDR TR | 529,400 | $21.8M | put |
| WBSWEBSTER FINL CORP | 70,000 | $3.05M | put |
| JPMJPMORGAN CHASE & CO | 11,000 | $2.22M | put |
| SELECT SECTOR SPDR TRSELECT SECTOR SPDR TR | 50,000 | $2.06M | call |
| HBANHUNTINGTON BANCSHARES INC | 150,000 | $1.98M | put |
| FAFFIRST AMERN FINL CORP | 30,900 | $1.67M | shares |
| ABCBAMERIS BANCORP | 30,000 | $1.51M | shares |
| DHID R HORTON INC | 10,000 | $1.41M | shares |
| PBPROSPERITY BANCSHARES INC | 22,500 | $1.38M | shares |
| ITBISHARES TR | 12,500 | $1.26M | call |
| FAFFIRST AMERN FINL CORP | 20,000 | $1.08M | put |
| JLLJONES LANG LASALLE INC | 5,000 | $1.03M | put |
| STCSTEWART INFORMATION SVCS COR | 16,000 | $993K | shares |
| HBANHUNTINGTON BANCSHARES INC | 75,000 | $988K | shares |
| JLLJONES LANG LASALLE INC | 3,000 | $616K | shares |
| TOLTOLL BROTHERS INC | 5,000 | $576K | shares |
| AXAXOS FINANCIAL INC | 10,000 | $572K | shares |
| BKUBANKUNITED INC | 10,000 | $293K | shares |
| ALLALLSTATE CORP | 1,000 | $160K | shares |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001767366-24-000004 | base | 2024-11-12 | acceptance time not in the bulk data set |