BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $361,663 (100.0% shares, 0.0% debt)

Holdings (12)

ACT ENACT HLDGS INC 50.8%

Value ($000) $183,597 Shares 6,742,469 Est. Cost $17.17 Unrealized +49.4%

XLF SELECT SECTOR SPDR TR 18.1%

Value ($000) $65,298 Shares 1,968,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 15.0%

Value ($000) $54,119 Shares 126,600 Est. Cost — Unrealized —

IWM ISHARES TR 7.3%

Value ($000) $26,317 Shares 148,900 Est. Cost — Unrealized —

KRE SPDR SER TR 3.5%

Value ($000) $12,598 Shares 301,600 Est. Cost — Unrealized —

— GUILD HLDGS CO 2.5%

Value ($000) $9,071 Shares 826,873 Est. Cost $16.94 Unrealized —

GL GLOBE LIFE INC 0.5%

Value ($000) $1,935 Shares 17,800 Est. Cost $109.50 Unrealized 0.0%

AX AXOS FINANCIAL INC 0.5%

Value ($000) $1,893 Shares 50,000 Est. Cost $42.29 Unrealized 0.0%

WBS WEBSTER FINL CORP 0.5%

Value ($000) $1,834 Shares 45,500 Est. Cost $42.53 Unrealized 0.0%

BRSP BRIGHTSPIRE CAPITAL INC 0.5%

Value ($000) $1,815 Shares 290,000 Est. Cost $6.26 Unrealized —

— TRICON RESIDENTIAL INC 0.5%

Value ($000) $1,665 Shares 225,000 Est. Cost $7.40 Unrealized —

FNF FIDELITY NATIONAL FINANCIAL 0.4%

Value ($000) $1,520 Shares 36,800 Est. Cost $35.34 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	6,742,469	$183,597	50.8%	$17.17	+49.4%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	1,968,600	$65,298	18.1%	—	—	Put	81369Y605
SPY	SPDR S&P 500 ETF TR	126,600	$54,119	15.0%	—	—	Put	78462F103
IWM	ISHARES TR	148,900	$26,317	7.3%	—	—	Put	464287655
KRE	SPDR SER TR	301,600	$12,598	3.5%	—	—	Put	78464A698
—	GUILD HLDGS CO	826,873	$9,071	2.5%	$16.94	—	CL A	40172N107
GL	GLOBE LIFE INC	17,800	$1,935	0.5%	$109.50	0.0%	COM	37959E102
AX	AXOS FINANCIAL INC	50,000	$1,893	0.5%	$42.29	0.0%	COM	05465C100
WBS	WEBSTER FINL CORP	45,500	$1,834	0.5%	$42.53	0.0%	COM	947890109
BRSP	BRIGHTSPIRE CAPITAL INC	290,000	$1,815	0.5%	$6.26	—	COM CL A	10949T109
—	TRICON RESIDENTIAL INC	225,000	$1,665	0.5%	$7.40	—	COM NPV	89612W102
FNF	FIDELITY NATIONAL FINANCIAL	36,800	$1,520	0.4%	$35.34	0.0%	FNF GROUP COM	31620R303