13F HOLDINGS REPORT
BAYVIEW ASSET MANAGEMENT, LLC
Quarter ended Q3 2024 · Filed November 12, 2024 · Accession 0001767366-24-000004
Total Value
$323.0M
Positions
41
Other Managers
0
Confidential Omitted
No
Holdings (41)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ENACT HLDGS INC | ACT | 2,653,503 | $96.4M | 29.84% |
| 2 | ISHARES TR | 464287739 | 440,000 | $44.8M | 13.88% |
| 3 | SPDR S&P 500 ETF TR | SPY | 59,500 | $34.1M | 10.57% |
| 4 | SELECT SECTOR SPDR TR | 81369Y605 | 559,400 | $25.4M | 7.85% |
| 5 | GUILD HLDGS CO | 40172N107 | 1,500,517 | $25.0M | 7.73% |
| 6 | BANC OF CALIFORNIA INC | BANC-PF | 993,130 | $14.6M | 4.53% |
| 7 | SPDR SER TR | 78464A698 | 239,000 | $13.5M | 4.19% |
| 8 | NEW YORK CMNTY BANCORP INC | FLG-PU | 999,999 | $11.2M | 3.48% |
| 9 | WESBANCO INC | WSBCO | 363,639 | $10.3M | 3.19% |
| 10 | SPDR SER TR | 78464A698 | 85,000 | $4.8M | 1.49% |
| 11 | GLOBE LIFE INC | GL-PD | 37,250 | $3.9M | 1.22% |
| 12 | GLOBE LIFE INC | GL-PD | 25,000 | $2.6M | 0.82% |
| 13 | FIRST HORIZON CORPORATION | FHN-PH | 170,000 | $2.6M | 0.82% |
| 14 | FIRST HORIZON CORPORATION | FHN-PH | 167,000 | $2.6M | 0.80% |
| 15 | ISHARES TR | 464287739 | 24,000 | $2.4M | 0.76% |
| 16 | CHUBB LIMITED | CB | 7,500 | $2.2M | 0.67% |
| 17 | WELLS FARGO CO NEW | 949746101 | 30,000 | $1.7M | 0.52% |
| 18 | AVALONBAY CMNTYS INC | AWX | 7,500 | $1.7M | 0.52% |
| 19 | ARCH CAP GROUP LTD | G0450A105 | 15,000 | $1.7M | 0.52% |
| 20 | RITHM CAPITAL CORP | RITM-PF | 140,000 | $1.6M | 0.49% |
| 21 | WELLS FARGO CO NEW | 949746101 | 27,500 | $1.6M | 0.48% |
| 22 | FIDELITY NATIONAL FINANCIAL | FNF | 25,000 | $1.6M | 0.48% |
| 23 | ISHARES TR | 46435G342 | 65,000 | $1.5M | 0.48% |
| 24 | FIDELITY NATIONAL FINANCIAL | FNF | 22,500 | $1.4M | 0.43% |
| 25 | AVALONBAY CMNTYS INC | AWX | 5,630 | $1.3M | 0.39% |
| 26 | CBRE GROUP INC | CBRE | 10,000 | $1.2M | 0.39% |
| 27 | ESSENT GROUP LTD | ESNT | 17,500 | $1.1M | 0.35% |
| 28 | TRUIST FINL CORP | 89832Q109 | 25,000 | $1.1M | 0.33% |
| 29 | CBRE GROUP INC | CBRE | 8,500 | $1.1M | 0.33% |
| 30 | CHUBB LIMITED | CB | 3,000 | $865,170 | 0.27% |
| 31 | SCHWAB CHARLES CORP | SCHW-PJ | 13,000 | $842,530 | 0.26% |
| 32 | ARCH CAP GROUP LTD | G0450A105 | 7,500 | $839,100 | 0.26% |
| 33 | PULTE GROUP INC | 745867101 | 5,750 | $825,298 | 0.26% |
| 34 | MERITAGE HOMES CORP | MTH | 4,000 | $820,280 | 0.25% |
| 35 | MFA FINL INC | 55272X607 | 60,000 | $763,200 | 0.24% |
| 36 | SCHWAB CHARLES CORP | SCHW-PJ | 10,000 | $648,100 | 0.20% |
| 37 | TRUIST FINL CORP | 89832Q109 | 15,000 | $641,550 | 0.20% |
| 38 | JPMORGAN CHASE & CO. | VYLD | 3,000 | $632,580 | 0.20% |
| 39 | WINTRUST FINL CORP | 97650W108 | 5,000 | $542,650 | 0.17% |
| 40 | FINANCIAL INSTNS INC | 317585404 | 11,889 | $302,813 | 0.09% |
| 41 | WEBSTER FINL CORP | 947890109 | 5,000 | $233,050 | 0.07% |