BAYVIEW ASSET MANAGEMENT, LLC
CIK 0001767366
Annualised vol
3.668433%
Beta
0.129652
HHI
2003.720076
Top-10 weight
64.545101%
VaR 95%
0.326333%
VaR 99%
0.650829%
Max drawdown
9.167321%
Matched value
22.104667%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| FRBT | NEW | 1,284,999 | - | - | 23,502,632 |
| CBRE | ADDED | 97,820 | 37,350 | 161.9% | 13,175,376 |
| JPM | ADDED | 37,000 | 33,500 | 10.45% | 12,111,210 |
| RITM | ADDED | 1,240,459 | 855,707 | 44.96% | 11,647,910 |
| BBT | REDUCED | 364,828 | 394,828 | -7.6% | 11,109,013 |
| ALL | NEW | 33,500 | - | - | 7,970,990 |
| HIG | NEW | 48,300 | - | - | 6,400,716 |
| SPGI | ADDED | 15,360 | 14,150 | 8.55% | 6,255,514 |
| ESNT | NEW | 92,500 | - | - | 5,945,900 |
| JLL | ADDED | 17,750 | 1,733 | 924.24% | 5,501,613 |
| BANR | ADDED | 77,500 | 60,000 | 29.17% | 5,149,100 |
| SCHW | REDUCED | 49,407 | 61,477 | -19.63% | 4,558,784 |
| V | NEW | 11,600 | - | - | 3,979,844 |
| ASB | REDUCED | 114,210 | 150,000 | -23.86% | 3,514,242 |
| MET | NEW | 40,000 | - | - | 3,384,400 |
| OFG | REDUCED | 50,000 | 61,794 | -19.09% | 2,453,500 |
| FISI | UNCHANGED | 50,000 | 50,000 | 0.0% | 1,948,500 |
| NWBI | REDUCED | 92,500 | 151,965 | -39.13% | 1,402,300 |
| NRIM | REDUCED | 32,663 | 50,540 | -35.37% | 906,072 |
| AX | NEW | 7,420 | - | - | 722,634 |
| SBSI | UNCHANGED | 15,000 | 15,000 | 0.0% | 527,850 |
| GL | UNCHANGED | 2,500 | 2,500 | 0.0% | 446,700 |
| C | UNCHANGED | 2,500 | 2,500 | 0.0% | 349,900 |
| BKU | UNCHANGED | 5,000 | 5,000 | 0.0% | 242,250 |
| BANC | CLOSED OUT | 0 | 725,000 | -100.0% | 0 |
| ARCC | CLOSED OUT | 0 | 385,258 | -100.0% | 0 |
| EFC | CLOSED OUT | 0 | 176,500 | -100.0% | 0 |
| BUSE | CLOSED OUT | 0 | 20,000 | -100.0% | 0 |
| FG | CLOSED OUT | 0 | 15,000 | -100.0% | 0 |
| WSBC | CLOSED OUT | 0 | 7,500 | -100.0% | 0 |
| NBTB | CLOSED OUT | 0 | 5,168 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 217,344,555 | 43.79 | 1021500.0 | |
| FRBT | NEW | FORBRIGHT INC | CL A COM | 34520K105 | 23,502,632 | 4.74 | 1284999.0 |
| - | SPDR SERIES TRUST | ST STR SP REGBNK | 78464A698 | 14,970,000 | 3.02 | 200000.0 | |
| BBT | REDUCED | BEACON FINANCIAL CORP. | COM | 084680107 | 11,109,013 | 2.24 | 364828.0 |
| - | SELECT SECTOR SPDR TR | ST STR FINL ETF | 81369Y605 | 10,722,000 | 2.16 | 200000.0 | |
| - | CINCINNATI FINL CORP | COM | 172062101 | 9,257,000 | 1.87 | 50000.0 | |
| - | BANK OF AMER CORP | COM | 060505104 | 8,831,900 | 1.78 | 155000.0 | |
| - | SPDR SERIES TRUST | ST STR SP INS | 78464A789 | 8,233,650 | 1.66 | 135000.0 | |
| JPM | ADDED | JPMORGAN CHASE & CO | COM | 46625H100 | 8,183,250 | 1.65 | 25000.0 |
| - | ISHARES TR | U.S. REAL ES ETF | 464287739 | 8,180,000 | 1.65 | 80000.0 | |
| CBRE | ADDED | CBRE GROUP INC | CL A | 12504L109 | 7,812,020 | 1.57 | 58000.0 |
| - | INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 7,364,000 | 1.48 | 10000.0 | |
| RITM | ADDED | RITHM CAPITAL CORP | COM NEW | 64828T201 | 6,103,500 | 1.23 | 650000.0 |
| ALL | NEW | ALLSTATE CORP | COM | 020002101 | 5,948,500 | 1.2 | 25000.0 |
| - | FIDELITY NATL FINL INC | COM SHS | 31620R303 | 5,612,040 | 1.13 | 119000.0 | |
| RITM | ADDED | RITHM CAPITAL CORP | COM NEW | 64828T201 | 5,544,410 | 1.12 | 590459.0 |
| - | SOUTHSTATE BK CORP | COM | 84472E102 | 5,494,500 | 1.11 | 55000.0 | |
| CBRE | ADDED | CBRE GROUP INC | CL A | 12504L109 | 5,363,356 | 1.08 | 39820.0 |
| BANR | ADDED | BANNER CORP | COM NEW | 06652V208 | 5,149,100 | 1.04 | 77500.0 |
| ESNT | NEW | ESSENT GROUP LTD | COM | G3198U102 | 5,142,400 | 1.04 | 80000.0 |
| - | SPDR SERIES TRUST | ST STR SP INS | 78464A789 | 4,976,784 | 1.0 | 81600.0 | |
| - | FIDELITY NATL FINL INC | COM SHS | 31620R303 | 4,890,492 | 0.99 | 103700.0 | |
| - | INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 4,743,152 | 0.96 | 6441.0 | |
| - | US BANCORP | COM NEW | 902973304 | 4,530,000 | 0.91 | 75000.0 | |
| - | MGIC INVT CORP WIS | COM | 552848103 | 4,230,000 | 0.85 | 150000.0 | |
| - | OLD NATL BANCORP IND | COM | 680033107 | 4,144,000 | 0.83 | 160000.0 | |
| - | INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 4,001,075 | 0.81 | 32500.0 | |
| HIG | NEW | HARTFORD INSURANCE GROUP INC | COM | 416515104 | 3,975,600 | 0.8 | 30000.0 |
| JPM | ADDED | JPMORGAN CHASE & CO | COM | 46625H100 | 3,927,960 | 0.79 | 12000.0 |
| - | UMB FINL CORP | COM | 902788108 | 3,569,000 | 0.72 | 25000.0 | |
| JLL | ADDED | JONES LANG LASALLE INC | COM | 48020Q107 | 3,564,425 | 0.72 | 11500.0 |
| - | INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 3,523,901 | 0.71 | 28624.0 | |
| ASB | REDUCED | ASSOCIATED BANC-CORP | COM | 045487105 | 3,514,242 | 0.71 | 114210.0 |
| V | NEW | VISA INC | COM CL A | 92826C839 | 3,430,900 | 0.69 | 10000.0 |
| - | BANK OF AMER CORP | COM | 060505104 | 3,418,800 | 0.69 | 60000.0 | |
| MET | NEW | METLIFE INC | COM | 59156R108 | 3,384,400 | 0.68 | 40000.0 |
| - | COLUMBIA BKG SYS INC | COM | 197236102 | 3,365,250 | 0.68 | 105000.0 | |
| SPGI | ADDED | S&P GLOBAL INC | COM | 78409V104 | 3,258,080 | 0.66 | 8000.0 |
| - | PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 3,233,400 | 0.65 | 30000.0 | |
| SPGI | ADDED | S&P GLOBAL INC | COM | 78409V104 | 2,997,434 | 0.6 | 7360.0 |
| SCHW | REDUCED | SCHWAB CHARLES CORP | COM | 808513105 | 2,768,100 | 0.56 | 30000.0 |
| - | FLAGSTAR BANK NATIONAL ASSOC | COM NEW | 649445400 | 2,489,990 | 0.5 | 166666.0 | |
| OFG | REDUCED | OFG BANCORP | COM | 67103X102 | 2,453,500 | 0.49 | 50000.0 |
| - | ARCH CAP GROUP LTD | ORD | G0450A105 | 2,426,500 | 0.49 | 25000.0 | |
| HIG | NEW | HARTFORD INSURANCE GROUP INC | COM | 416515104 | 2,425,116 | 0.49 | 18300.0 |
| - | HORIZON BANCORP IND | COM | 440407104 | 2,267,730 | 0.46 | 113500.0 | |
| ALL | NEW | ALLSTATE CORP | COM | 020002101 | 2,022,490 | 0.41 | 8500.0 |
| FISI | UNCHANGED | FINANCIAL INSTITUTIONS INC | COM | 317585404 | 1,948,500 | 0.39 | 50000.0 |
| JLL | ADDED | JONES LANG LASALLE INC | COM | 48020Q107 | 1,937,188 | 0.39 | 6250.0 |
| - | FULTON FINL CORP PA | COM | 360271100 | 1,814,250 | 0.37 | 75000.0 | |
| - | TOWNEBANK PORTSMOUTH VA | COM | 89214P109 | 1,812,000 | 0.37 | 50000.0 | |
| SCHW | REDUCED | SCHWAB CHARLES CORP | COM | 808513105 | 1,790,684 | 0.36 | 19407.0 |
| - | PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 1,487,256 | 0.3 | 13799.0 | |
| NWBI | REDUCED | NORTHWEST BANCSHARES INC | COM | 667340103 | 1,402,300 | 0.28 | 92500.0 |
| - | 1ST FINL BANCORP | COM | 320209109 | 1,353,200 | 0.27 | 40000.0 | |
| - | F N B CORP | COM | 302520101 | 1,335,600 | 0.27 | 70000.0 | |
| - | CINCINNATI FINL CORP | COM | 172062101 | 1,110,840 | 0.22 | 6000.0 | |
| NRIM | REDUCED | NORTHRIM BANCORP INC | COM | 666762109 | 906,072 | 0.18 | 32663.0 |
| - | ARCH CAP GROUP LTD | ORD | G0450A105 | 852,866 | 0.17 | 8787.0 | |
| - | GREENE CNTY BANCORP INC | COM | 394357107 | 839,750 | 0.17 | 25000.0 | |
| ESNT | NEW | ESSENT GROUP LTD | COM | G3198U102 | 803,500 | 0.16 | 12500.0 |
| AX | NEW | AXOS FINANCIAL INC | COM | 05465C100 | 722,634 | 0.15 | 7420.0 |
| V | NEW | VISA INC | COM CL A | 92826C839 | 548,944 | 0.11 | 1600.0 |
| SBSI | UNCHANGED | SOUTHSIDE BANCSHARES INC | COM | 84470P109 | 527,850 | 0.11 | 15000.0 |
| - | FIRST BANCORP CORPORATION | COM NEW | 318672706 | 521,400 | 0.11 | 20000.0 | |
| GL | UNCHANGED | GLOBE LIFE INC | COM | 37959E102 | 446,700 | 0.09 | 2500.0 |
| C | UNCHANGED | CITIGROUP INC | COM NEW | 172967424 | 349,900 | 0.07 | 2500.0 |
| BKU | UNCHANGED | BANKUNITED INC | COM | 06652K103 | 242,250 | 0.05 | 5000.0 |
| - | MGIC INVT CORP WIS | COM | 552848103 | 141,000 | 0.03 | 5000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 496,294,831 | 69 | 3.668433 | 0.129652 | 9.167321 |
| 2026-03-31 | 2026-05-15 | 259,857,081 | 58 | 4.199479 | 0.136726 | 8.320189 |
| 2025-12-31 | 2026-02-13 | 432,527,991 | 73 | 3.797746 | 0.1299 | 8.524541 |
| 2025-09-30 | 2025-11-13 | 409,190,282 | 72 | 3.698402 | 0.132449 | 8.689588 |
| 2025-03-31 | 2025-05-14 | 237,501,515 | 54 | 3.43121 | 0.127268 | 7.242226 |
| 2024-12-31 | 2025-02-14 | 123,578,172 | 35 | 3.800901 | 0.112508 | 7.249296 |