BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 9, 2023

Total Value ($000): $496,323 (100.0% shares, 0.0% debt)

Holdings (7)

ACT ENACT HLDGS INC 50.3%

Value ($000) $249,514 Shares 9,928,948 Est. Cost $17.17 Unrealized +30.4%

XLF SELECT SECTOR SPDR TR 19.1%

Value ($000) $94,557 Shares 2,805,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.0%

Value ($000) $89,543 Shares 202,000 Est. Cost — Unrealized —

IWM ISHARES TR 8.2%

Value ($000) $40,787 Shares 217,800 Est. Cost — Unrealized —

KRE SPDR SER TR 2.5%

Value ($000) $12,249 Shares 300,000 Est. Cost — Unrealized —

— GUILD HLDGS CO 1.9%

Value ($000) $9,393 Shares 826,873 Est. Cost $16.94 Unrealized —

— HOME PT CAPITAL INCORPORATED 0.1%

Value ($000) $279 Shares 120,423 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	9,928,948	$249,514	50.3%	$17.17	+30.4%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	2,805,000	$94,557	19.1%	—	—	Put	81369Y605
SPY	SPDR S&P 500 ETF TR	202,000	$89,543	18.0%	—	—	Put	78462F103
IWM	ISHARES TR	217,800	$40,787	8.2%	—	—	Put	464287655
KRE	SPDR SER TR	300,000	$12,249	2.5%	—	—	Put	78464A698
—	GUILD HLDGS CO	826,873	$9,393	1.9%	$16.94	—	CL A	40172N107
—	HOME PT CAPITAL INCORPORATED	120,423	$279	0.1%	$9.30	—	COM	43734L106