BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 9, 2024

Total Value ($000): $295,300 (100.0% shares, 0.0% debt)

Holdings (22)

ACT ENACT HLDGS INC 43.2%

Value ($000) $127,447 Shares 4,411,459 Est. Cost $17.17 Unrealized +52.9%

XLF SELECT SECTOR SPDR TR 17.0%

Value ($000) $50,143 Shares 1,333,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 13.8%

Value ($000) $40,877 Shares 86,000 Est. Cost — Unrealized —

BANC BANC OF CALIFORNIA INC 9.2%

Value ($000) $27,297 Shares 2,032,520 Est. Cost $11.64 Unrealized 0.0%

IWM ISHARES TR 6.6%

Value ($000) $19,549 Shares 97,400 Est. Cost — Unrealized —

— GUILD HLDGS CO 3.9%

Value ($000) $11,651 Shares 826,873 Est. Cost $16.94 Unrealized —

IYR ISHARES TR 0.6%

Value ($000) $1,828 Shares 20,000 Est. Cost — Unrealized —

KRE SPDR SER TR 0.5%

Value ($000) $1,573 Shares 30,000 Est. Cost $52.43 Unrealized —

USB US BANCORP DEL 0.5%

Value ($000) $1,515 Shares 35,000 Est. Cost $33.10 Unrealized 0.0%

GL GLOBE LIFE INC 0.4%

Value ($000) $1,217 Shares 10,000 Est. Cost $109.50 Unrealized +5.5%

GL GLOBE LIFE INC 0.4%

Value ($000) $1,217 Shares 10,000 Est. Cost $109.50 Unrealized +5.5%

WBS WEBSTER FINL CORP 0.4%

Value ($000) $1,155 Shares 22,750 Est. Cost $42.53 Unrealized +1.6%

CB CHUBB LIMITED 0.4%

Value ($000) $1,130 Shares 5,000 Est. Cost $213.74 Unrealized 0.0%

CB CHUBB LIMITED 0.4%

Value ($000) $1,130 Shares 5,000 Est. Cost $213.74 Unrealized 0.0%

CBRE CBRE GROUP INC 0.4%

Value ($000) $1,117 Shares 12,000 Est. Cost $77.74 Unrealized 0.0%

WD WALKER & DUNLOP INC 0.4%

Value ($000) $1,110 Shares 10,000 Est. Cost — Unrealized —

FAF FIRST AMERN FINL CORP 0.3%

Value ($000) $1,031 Shares 16,000 Est. Cost $52.84 Unrealized 0.0%

— NEW YORK CMNTY BANCORP INC 0.3%

Value ($000) $1,023 Shares 100,000 Est. Cost — Unrealized —

— TRICON RESIDENTIAL INC 0.3%

Value ($000) $1,001 Shares 110,000 Est. Cost $7.40 Unrealized —

AX AXOS FINANCIAL INC 0.3%

Value ($000) $819 Shares 15,000 Est. Cost $42.29 Unrealized -1.3%

USB US BANCORP DEL 0.3%

Value ($000) $801 Shares 18,500 Est. Cost $33.10 Unrealized 0.0%

BRSP BRIGHTSPIRE CAPITAL INC 0.2%

Value ($000) $670 Shares 90,000 Est. Cost $6.26 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACT	ENACT HLDGS INC	4,411,459	$127,447	43.2%	$17.17	+52.9%	COM	29249E109
XLF	SELECT SECTOR SPDR TR	1,333,600	$50,143	17.0%	—	—	Put	81369Y605
SPY	SPDR S&P 500 ETF TR	86,000	$40,877	13.8%	—	—	Put	78462F103
BANC	BANC OF CALIFORNIA INC	2,032,520	$27,297	9.2%	$11.64	0.0%	COM	05990K106
IWM	ISHARES TR	97,400	$19,549	6.6%	—	—	Put	464287655
—	GUILD HLDGS CO	826,873	$11,651	3.9%	$16.94	—	CL A	40172N107
IYR	ISHARES TR	20,000	$1,828	0.6%	—	—	Put	464287739
KRE	SPDR SER TR	30,000	$1,573	0.5%	$52.43	—	S&P REGL BKG	78464A698
USB	US BANCORP DEL	35,000	$1,515	0.5%	$33.10	0.0%	Put	902973304
GL	GLOBE LIFE INC	10,000	$1,217	0.4%	$109.50	+5.5%	Put	37959E102
GL	GLOBE LIFE INC	10,000	$1,217	0.4%	$109.50	+5.5%	COM	37959E102
WBS	WEBSTER FINL CORP	22,750	$1,155	0.4%	$42.53	+1.6%	COM	947890109
CB	CHUBB LIMITED	5,000	$1,130	0.4%	$213.74	0.0%	COM	H1467J104
CB	CHUBB LIMITED	5,000	$1,130	0.4%	$213.74	0.0%	Put	H1467J104
CBRE	CBRE GROUP INC	12,000	$1,117	0.4%	$77.74	0.0%	CL A	12504L109
WD	WALKER & DUNLOP INC	10,000	$1,110	0.4%	—	—	Put	93148P102
FAF	FIRST AMERN FINL CORP	16,000	$1,031	0.3%	$52.84	0.0%	COM	31847R102
—	NEW YORK CMNTY BANCORP INC	100,000	$1,023	0.3%	—	—	Put	649445103
—	TRICON RESIDENTIAL INC	110,000	$1,001	0.3%	$7.40	—	COM NPV	89612W102
AX	AXOS FINANCIAL INC	15,000	$819	0.3%	$42.29	-1.3%	COM	05465C100
USB	US BANCORP DEL	18,500	$801	0.3%	$33.10	0.0%	COM NEW	902973304
BRSP	BRIGHTSPIRE CAPITAL INC	90,000	$670	0.2%	$6.26	—	COM CL A	10949T109