BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 11, 2022

Total Value ($000): $1,037,826 (100.0% shares, 0.0% debt)

Holdings (12)

ACT ENACT HLDGS INC 29.5%

Value ($000) $306,663 Shares 15,154,991 Est. Cost $17.17 Unrealized +4.3%

XLF SELECT SECTOR SPDR TR 17.9%

Value ($000) $185,488 Shares 47,500 Est. Cost — Unrealized —

IWM ISHARES TR 16.9%

Value ($000) $175,736 Shares 7,900 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 14.8%

Value ($000) $153,412 Shares 3,230 Est. Cost — Unrealized —

— FLAGSTAR BANCORP INC 7.3%

Value ($000) $75,870 Shares 1,582,596 Est. Cost $38.02 Unrealized —

OMF ONEMAIN HLDGS INC 6.9%

Value ($000) $71,734 Shares 1,433,533 Est. Cost $41.35 Unrealized +27.9%

HTH HILLTOP HOLDINGS INC 3.2%

Value ($000) $32,801 Shares 933,428 Est. Cost $19.10 Unrealized +84.2%

FHN FIRST HORIZON CORPORATION 1.2%

Value ($000) $12,498 Shares 765,311 Est. Cost $7.71 Unrealized +86.9%

— GUILD HLDGS CO 1.1%

Value ($000) $11,601 Shares 826,873 Est. Cost $16.94 Unrealized —

GL GLOBE LIFE INC 0.6%

Value ($000) $6,740 Shares 71,914 Est. Cost $97.50 Unrealized -8.3%

WAFD WASHINGTON FED INC 0.5%

Value ($000) $4,718 Shares 141,339 Est. Cost $25.38 Unrealized +17.8%

— HOME PT CAPITAL INCORPORATED 0.1%

Value ($000) $565 Shares 125,500 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	15,154,991	$306,663	29.5%	$17.17	+4.3%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	47,500	$185,488	17.9%	—	—	Put	81369Y605
IWM	ISHARES TR	7,900	$175,736	16.9%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	3,230	$153,412	14.8%	—	—	Put	78462F103
—	FLAGSTAR BANCORP INC	1,582,596	$75,870	7.3%	$38.02	—	COM PAR .001	337930705
OMF	ONEMAIN HLDGS INC	1,433,533	$71,734	6.9%	$41.35	+27.9%	COM	68268W103
HTH	HILLTOP HOLDINGS INC	933,428	$32,801	3.2%	$19.10	+84.2%	COM	432748101
FHN	FIRST HORIZON CORPORATION	765,311	$12,498	1.2%	$7.71	+86.9%	COM	320517105
—	GUILD HLDGS CO	826,873	$11,601	1.1%	$16.94	—	CL A	40172N107
GL	GLOBE LIFE INC	71,914	$6,740	0.6%	$97.50	-8.3%	COM	37959E102
WAFD	WASHINGTON FED INC	141,339	$4,718	0.5%	$25.38	+17.8%	COM	938824109
—	HOME PT CAPITAL INCORPORATED	125,500	$565	0.1%	$9.30	—	COM	43734L106