BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $459,051

Holdings (12)

XLF SELECT SECTOR SPDR TR 23.5%

Value ($000) $107,730 Shares 35,000 Est. Cost — Unrealized —

OMF ONEMAIN HLDGS INC 13.8%

Value ($000) $63,376 Shares 1,503,592 Est. Cost $34.69 Unrealized +16.5%

MTG MGIC INVT CORP WIS 12.0%

Value ($000) $54,891 Shares 3,873,767 Est. Cost $11.73 Unrealized +18.2%

SPY SPDR S&P 500 ETF TR 11.9%

Value ($000) $54,716 Shares 1,700 Est. Cost — Unrealized —

SLM SLM CORP 10.4%

Value ($000) $47,800 Shares 5,364,807 Est. Cost $9.93 Unrealized -12.5%

— FLAGSTAR BANCORP INC 8.3%

Value ($000) $38,170 Shares 997,908 Est. Cost $28.11 Unrealized —

RDN RADIAN GROUP INC 7.5%

Value ($000) $34,244 Shares 1,361,038 Est. Cost $15.12 Unrealized +36.3%

HTH HILLTOP HOLDINGS INC 4.8%

Value ($000) $21,957 Shares 880,756 Est. Cost $18.73 Unrealized +30.3%

— IBERIABANK CORP 3.1%

Value ($000) $14,370 Shares 192,037 Est. Cost $75.54 Unrealized —

— EXANTAS CAP CORP 2.2%

Value ($000) $9,997 Shares 846,469 Est. Cost $10.02 Unrealized —

WBS WEBSTER FINL CORP CONN 1.7%

Value ($000) $8,019 Shares 150,280 Est. Cost $49.82 Unrealized -3.4%

— OAKTREE SPECIALTY LENDING CO 0.8%

Value ($000) $3,781 Shares 692,440 Est. Cost $4.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	35,000	$107,730	23.5%	—	—	PUT	81369Y605
OMF	ONEMAIN HLDGS INC	1,503,592	$63,376	13.8%	$34.69	+16.5%	—	68268W103
MTG	MGIC INVT CORP WIS	3,873,767	$54,891	12.0%	$11.73	+18.2%	—	552848103
SPY	SPDR S&P 500 ETF TR	1,700	$54,716	11.9%	—	—	PUT	78462F103
SLM	SLM CORP	5,364,807	$47,800	10.4%	$9.93	-12.5%	—	78442P106
—	FLAGSTAR BANCORP INC	997,908	$38,170	8.3%	$28.11	—	—	337930705
RDN	RADIAN GROUP INC	1,361,038	$34,244	7.5%	$15.12	+36.3%	—	750236101
HTH	HILLTOP HOLDINGS INC	880,756	$21,957	4.8%	$18.73	+30.3%	—	432748101
—	IBERIABANK CORP	192,037	$14,370	3.1%	$75.54	—	—	450828108
—	EXANTAS CAP CORP	846,469	$9,997	2.2%	$10.02	—	—	30068N105
WBS	WEBSTER FINL CORP CONN	150,280	$8,019	1.7%	$49.82	-3.4%	—	947890109
—	OAKTREE SPECIALTY LENDING CO	692,440	$3,781	0.8%	$4.23	—	—	67401P108