BAFN BayFirst Financial Corp.

BEARISH Impact: 8/10 8-K
Horizon weeks Filed May 5, 2026 Processed 1mo ago SEC 0001649739-26-000025
8-K context-dependent: Items 7.01
Latest settled — T+20d
BAFN ▼ -19.31% at T+20d
SHORT call ✓ call won +19.31% · α vs SPY +24.26% · entry $7.20 → $5.81
Next anchor: T+60d in 7w
Currently $5.07 · +29.58% from $7.20 entry (call sign-flipped)
Entry anchored
May 5, 11:12 AM ET
via Databento tick
T+1d
-0.28%
call +0.28% · α +1.66%
$7.18
settled 5w ago
T+5d
-8.33%
call +8.33% · α +10.32%
$6.60
settled 5w ago
T+20d
-19.31%
call +19.31% · α +24.26%
$5.81
settled 10d ago
T+60d
call — · α —
in 7w

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Executive Summary

BayFirst Financial Corp. reported a Q1 2026 net loss of $5.7 million, widening from a $2.8 million loss in Q4 2025, driven by elevated credit costs and a shrinking loan portfolio. Concurrently, the company announced an $80 million PIPE capital raise (convertible preferred stock, ~22.9M shares at $3.50/share) and a rights offering, alongside a new CEO appointment. The capital infusion bolsters a stressed balance sheet but massively dilutes existing common shareholders.

Actionable Insight

The $80M PIPE at $3.50/share (likely below current TBV of $15.74) is deeply dilutive — existing shareholders face massive ownership dilution. The rights offering provides some offset but the core business continues to bleed: loans shrinking, NIM compressing, charge-offs elevated. Watch for the special shareholder meeting on July 14 and any further deterioration in the unguaranteed SBA 7(a) portfolio ($159M, reserved at ~13% for the riskiest $100M tranche). The new CEO's execution on returning to profitability is the key catalyst, but near-term headwinds dominate.

Key Facts

  • Q1 2026 net loss of $5.7 million vs. $2.8 million loss in Q4 2025
  • Loans held for investment decreased $154.4 million (14%) year-over-year to $930.4 million
  • Deposits decreased $98 million (8%) during Q1 to $1.09 billion
  • Net interest margin fell 16 bps to 3.42%; net interest income down $1.7 million QoQ
  • Noninterest expense increased $3 million QoQ to $14.9 million, including $2.3 million in SBA servicing costs
  • Net charge-offs were $4.4 million (1.98% annualized); unguaranteed SBA 7(a) loans drove $3.4 million of charge-offs
  • Tangible book value fell to $15.74 from $17.22 per share in Q4 2025
  • Raised $80 million via PIPE: convertible preferred stock convertible to ~22.9 million common shares at $3.50/share
  • Pro forma Tier 1 leverage ratio improves to 10.02% with $42 million capital contribution to the bank
  • New CEO Alfred Rogers appointed; special shareholder meeting scheduled for July 14

Financial Impact

Q1 net loss of $5.7 million; $80 million capital raise at $3.50/share implies massive dilution (current shares ~1.6M vs. potential 22.9M new shares). Tangible book value per share dropped 8.6% in one quarter.

net incomenet interest incomeloans held for investmentdepositstangible book valuedilution

Risk Factors

  • Massive dilution from PIPE conversion (22.9M shares vs. current ~1.6M outstanding)
  • Continued credit losses from unguaranteed SBA 7(a) portfolio ($159M, with $100M reserved at 13% and described as 'unsecured' like credit cards)
  • Further net interest margin compression and loan portfolio shrinkage
  • Execution risk under new CEO and ability to return to profitability
  • Shareholder approval risk for the rights offering and preferred conversion

Market Snapshot

Exchange
Nasdaq
Sector
State Commercial Banks

Documents Analyzed

This report is based on 5 SEC documents filed with EDGAR.

DocumentAccession Number
8-K Filing (Primary)0001649739-26-000025
Document: bafn-20260501.htm0001649739-26-000025
Document: 0001649739-26-000025-index-headers.html0001649739-26-000025
Document: 0001649739-26-000025-index.html0001649739-26-000025
Document: 0001649739-26-000025.txt0001649739-26-000025
2 reports for BAFN
Performance horizon
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Reports for BAFN — sortable, filterable
Type Now
May 21, 2026
22d ago
8-K
NEUTRAL ★ 3/10
$6.21 $6.13▼ −1.21%▼ −2.81%$5.07 (−18.29%)
May 5, 2026
5w ago
8-K
BEARISH ★ 8/10
$7.20 $6.60▲ +8.33%▲ +10.32%$5.07 (+29.58%)
Showing 2 of 2

US Market Status

Market Closed — Opens Mon (49h 36m)

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