BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 3, 2023

Total Value ($000): $584,900 (100.0% shares, 0.0% debt)

Holdings (7)

ACT ENACT HLDGS INC 52.9%

Value ($000) $309,238 Shares 13,527,468 Est. Cost $17.17 Unrealized +26.5%

XLF SELECT SECTOR SPDR TR 20.8%

Value ($000) $121,402 Shares 3,776,100 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 11.5%

Value ($000) $67,549 Shares 165,000 Est. Cost — Unrealized —

KRE SPDR SER TR 7.9%

Value ($000) $46,053 Shares 1,050,000 Est. Cost — Unrealized —

IWM ISHARES TR 5.4%

Value ($000) $31,827 Shares 178,400 Est. Cost — Unrealized —

— GUILD HLDGS CO 1.5%

Value ($000) $8,599 Shares 826,873 Est. Cost $16.94 Unrealized —

— HOME PT CAPITAL INCORPORATED 0.0%

Value ($000) $232 Shares 120,423 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	13,527,468	$309,238	52.9%	$17.17	+26.5%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	3,776,100	$121,402	20.8%	—	—	Put	81369Y605
SPY	SPDR S&P 500 ETF TR	165,000	$67,549	11.5%	—	—	Put	78462F103
KRE	SPDR SER TR	1,050,000	$46,053	7.9%	—	—	Put	78464A698
IWM	ISHARES TR	178,400	$31,827	5.4%	—	—	Put	464287655
—	GUILD HLDGS CO	826,873	$8,599	1.5%	$16.94	—	CL A	40172N107
—	HOME PT CAPITAL INCORPORATED	120,423	$232	0.0%	$9.30	—	COM	43734L106