BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 5, 2021

Total Value ($000): $917,739 (100.0% shares, 0.0% debt)

Holdings (14)

ACT ENACT HLDGS INC 33.4%

Value ($000) $306,268 Shares 14,655,600 Est. Cost $17.14 Unrealized 0.0%

IWM iShares Russell 2000 ETF 14.4%

Value ($000) $132,344 Shares 6,050 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 13.2%

Value ($000) $121,222 Shares 32,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF Trust 11.7%

Value ($000) $107,285 Shares 2,500 Est. Cost — Unrealized —

— FLAGSTAR BANCORP INC 8.8%

Value ($000) $80,364 Shares 1,582,596 Est. Cost $38.02 Unrealized —

OMF ONEMAIN HLDGS INC 8.3%

Value ($000) $76,551 Shares 1,383,533 Est. Cost $40.94 Unrealized +42.1%

HTH HILLTOP HOLDINGS INC 3.3%

Value ($000) $30,495 Shares 933,428 Est. Cost $19.10 Unrealized +73.5%

MTG MGIC INVT CORP WIS 2.9%

Value ($000) $27,028 Shares 1,806,667 Est. Cost $12.09 Unrealized +19.8%

FHN FIRST HORIZON CORPORATION 1.4%

Value ($000) $12,467 Shares 765,311 Est. Cost $7.71 Unrealized +76.9%

— GUILD HLDGS CO 1.2%

Value ($000) $11,378 Shares 826,873 Est. Cost $16.94 Unrealized —

GL GLOBE LIFE INC 0.7%

Value ($000) $6,403 Shares 71,914 Est. Cost $97.50 Unrealized -7.5%

WAFD WASHINGTON FED INC 0.5%

Value ($000) $4,849 Shares 141,339 Est. Cost $25.38 Unrealized +10.4%

RDN RADIAN GROUP INC 0.1%

Value ($000) $568 Shares 25,000 Est. Cost $15.12 Unrealized +30.0%

— HOME PT CAPITAL INCORPORATED 0.1%

Value ($000) $517 Shares 125,500 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	14,655,600	$306,268	33.4%	$17.14	0.0%	COM	29249E109
IWM	iShares Russell 2000 ETF	6,050	$132,344	14.4%	—	—	Put	464287655
XLF	SELECT SECTOR SPDR TR	32,300	$121,222	13.2%	—	—	Put	81369Y605
SPY	SPDR S&P 500 ETF Trust	2,500	$107,285	11.7%	—	—	Put	78462F103
—	FLAGSTAR BANCORP INC	1,582,596	$80,364	8.8%	$38.02	—	COM PAR .001	337930705
OMF	ONEMAIN HLDGS INC	1,383,533	$76,551	8.3%	$40.94	+42.1%	COM	68268W103
HTH	HILLTOP HOLDINGS INC	933,428	$30,495	3.3%	$19.10	+73.5%	COM	432748101
MTG	MGIC INVT CORP WIS	1,806,667	$27,028	2.9%	$12.09	+19.8%	COM	552848103
FHN	FIRST HORIZON CORPORATION	765,311	$12,467	1.4%	$7.71	+76.9%	COM	320517105
—	GUILD HLDGS CO	826,873	$11,378	1.2%	$16.94	—	CL A	40172N107
GL	GLOBE LIFE INC	71,914	$6,403	0.7%	$97.50	-7.5%	COM	37959E102
WAFD	WASHINGTON FED INC	141,339	$4,849	0.5%	$25.38	+10.4%	COM	938824109
RDN	RADIAN GROUP INC	25,000	$568	0.1%	$15.12	+30.0%	COM	750236101
—	HOME PT CAPITAL INCORPORATED	125,500	$517	0.1%	$9.30	—	COM	43734L106