13F HOLDINGS REPORT
BAYVIEW ASSET MANAGEMENT, LLC
Quarter ended Q2 2024 · Filed August 13, 2024 · Accession 0001767366-24-000003
Total Value
$286.6M
Positions
46
Other Managers
0
Confidential Omitted
No
Holdings (46)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ENACT HLDGS INC | ACT | 2,653,503 | $81.4M | 28.38% |
| 2 | SPDR S&P 500 ETF TR | SPY | 59,500 | $32.4M | 11.30% |
| 3 | ISHARES TR | 464287739 | 290,000 | $25.4M | 8.88% |
| 4 | NEW YORK CMNTY BANCORP INC | 649445103 | 7,500,000 | $24.1M | 8.43% |
| 5 | SELECT SECTOR SPDR TR | 81369Y956 | 529,400 | $21.8M | 7.59% |
| 6 | GUILD HLDGS CO | 40172N107 | 1,271,280 | $18.8M | 6.56% |
| 7 | BANC OF CALIFORNIA INC | BANC-PF | 1,348,130 | $17.2M | 6.01% |
| 8 | SPDR SER TR | 78464A698 | 170,000 | $8.3M | 2.91% |
| 9 | SPDR SER TR | 78464A698 | 125,000 | $6.1M | 2.14% |
| 10 | WEBSTER FINL CORP | 947890109 | 70,000 | $3.1M | 1.06% |
| 11 | WEBSTER FINL CORP | 947890109 | 63,400 | $2.8M | 0.96% |
| 12 | JPMORGAN CHASE & CO. | VYLD | 11,000 | $2.2M | 0.78% |
| 13 | ISHARES TR | 464287739 | 24,000 | $2.1M | 0.73% |
| 14 | GLOBE LIFE INC | GL-PD | 25,000 | $2.1M | 0.72% |
| 15 | SELECT SECTOR SPDR TR | 81369Y906 | 50,000 | $2.1M | 0.72% |
| 16 | ARCH CAP GROUP LTD | G0450A105 | 20,000 | $2.0M | 0.70% |
| 17 | HUNTINGTON BANCSHARES INC | HBANP | 150,000 | $2.0M | 0.69% |
| 18 | CHUBB LIMITED | CB | 7,500 | $1.9M | 0.67% |
| 19 | CBRE GROUP INC | CBRE | 20,000 | $1.8M | 0.62% |
| 20 | WINTRUST FINL CORP | 97650W108 | 18,000 | $1.8M | 0.62% |
| 21 | CHUBB LIMITED | CB | 6,600 | $1.7M | 0.59% |
| 22 | FIRST AMERN FINL CORP | 31847R102 | 30,900 | $1.7M | 0.58% |
| 23 | CBRE GROUP INC | CBRE | 18,476 | $1.6M | 0.57% |
| 24 | RITHM CAPITAL CORP | RITM-PF | 140,000 | $1.5M | 0.53% |
| 25 | AMERIS BANCORP | ABCB | 30,000 | $1.5M | 0.53% |
| 26 | ISHARES TR | 46435G342 | 65,000 | $1.4M | 0.50% |
| 27 | D R HORTON INC | 23331A109 | 10,000 | $1.4M | 0.49% |
| 28 | ESSENT GROUP LTD | ESNT | 25,000 | $1.4M | 0.49% |
| 29 | PROSPERITY BANCSHARES INC | PB | 22,500 | $1.4M | 0.48% |
| 30 | ISHARES TR | 464288752 | 12,500 | $1.3M | 0.44% |
| 31 | JPMORGAN CHASE & CO. | VYLD | 5,500 | $1.1M | 0.39% |
| 32 | PULTE GROUP INC | 745867101 | 10,000 | $1.1M | 0.38% |
| 33 | FIRST AMERN FINL CORP | 31847R102 | 20,000 | $1.1M | 0.38% |
| 34 | JONES LANG LASALLE INC | JLL | 5,000 | $1.0M | 0.36% |
| 35 | STEWART INFORMATION SVCS COR | 860372101 | 16,000 | $993,280 | 0.35% |
| 36 | HUNTINGTON BANCSHARES INC | HBANP | 75,000 | $988,500 | 0.34% |
| 37 | TRUIST FINL CORP | 89832Q109 | 25,000 | $971,250 | 0.34% |
| 38 | MFA FINL INC | 55272X607 | 80,000 | $851,200 | 0.30% |
| 39 | FIRST HORIZON CORPORATION | FHN-PH | 52,130 | $822,090 | 0.29% |
| 40 | TRUIST FINL CORP | 89832Q109 | 17,500 | $679,875 | 0.24% |
| 41 | JONES LANG LASALLE INC | JLL | 3,000 | $615,840 | 0.21% |
| 42 | TOLL BROTHERS INC | TOL | 5,000 | $575,900 | 0.20% |
| 43 | AXOS FINANCIAL INC | AX | 10,000 | $571,500 | 0.20% |
| 44 | FINANCIAL INSTNS INC | 317585404 | 27,622 | $533,657 | 0.19% |
| 45 | BANKUNITED INC | BKU | 10,000 | $292,700 | 0.10% |
| 46 | ALLSTATE CORP | ALL-PJ | 1,000 | $159,660 | 0.06% |