BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 10, 2023

Total Value ($000): $735,623 (100.0% shares, 0.0% debt)

Holdings (7)

ACT ENACT HLDGS INC 45.6%

Value ($000) $335,511 Shares 13,910,086 Est. Cost $17.17 Unrealized +26.1%

XLF SELECT SECTOR SPDR TR 23.0%

Value ($000) $169,222 Shares 4,948,000 Est. Cost $3452.67 Unrealized —

IWM ISHARES TR 12.5%

Value ($000) $92,202 Shares 528,800 Est. Cost $19981.08 Unrealized —

SPY SPDR S&P 500 ETF TR 12.4%

Value ($000) $91,515 Shares 239,300 Est. Cost $41177.93 Unrealized —

OMF ONEMAIN HLDGS INC 5.3%

Value ($000) $38,665 Shares 1,160,763 Est. Cost $41.35 Unrealized -14.3%

— GUILD HLDGS CO 1.1%

Value ($000) $8,343 Shares 826,873 Est. Cost $16.94 Unrealized —

— HOME PT CAPITAL INCORPORATED 0.0%

Value ($000) $165 Shares 120,423 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	13,910,086	$335,511	45.6%	$17.17	+26.1%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	4,948,000	$169,222	23.0%	$3452.67	—	Put	81369Y605
IWM	ISHARES TR	528,800	$92,202	12.5%	$19981.08	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	239,300	$91,515	12.4%	$41177.93	—	Put	78462F103
OMF	ONEMAIN HLDGS INC	1,160,763	$38,665	5.3%	$41.35	-14.3%	COM	68268W103
—	GUILD HLDGS CO	826,873	$8,343	1.1%	$16.94	—	CL A	40172N107
—	HOME PT CAPITAL INCORPORATED	120,423	$165	0.0%	$9.30	—	COM	43734L106