BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $409,558

Holdings (14)

XLF SELECT SECTOR SPDR TR 21.9%

Value ($000) $89,600 Shares 32,000 Est. Cost — Unrealized —

OMF ONEMAIN HLDGS INC 13.5%

Value ($000) $55,152 Shares 1,503,592 Est. Cost $34.69 Unrealized +6.9%

MTG MGIC INVT CORP WIS 12.1%

Value ($000) $49,452 Shares 3,930,967 Est. Cost $11.73 Unrealized +10.1%

SLM SLM CORP 11.6%

Value ($000) $47,344 Shares 5,364,807 Est. Cost $9.93 Unrealized -9.3%

— FLAGSTAR BANCORP INC 10.7%

Value ($000) $43,947 Shares 1,176,635 Est. Cost $28.11 Unrealized —

RDN RADIAN GROUP INC 7.6%

Value ($000) $31,086 Shares 1,361,038 Est. Cost $15.12 Unrealized +26.6%

HTH HILLTOP HOLDINGS INC 5.1%

Value ($000) $21,041 Shares 880,756 Est. Cost $18.73 Unrealized +22.4%

— IBERIABANK CORP 3.5%

Value ($000) $14,506 Shares 192,037 Est. Cost $75.54 Unrealized —

— SYNOVUS FINL CORP 3.5%

Value ($000) $14,404 Shares 402,792 Est. Cost $35.76 Unrealized —

WBS WEBSTER FINL CORP CONN 3.4%

Value ($000) $14,087 Shares 300,558 Est. Cost $49.82 Unrealized -5.1%

— EXANTAS CAP CORP 2.3%

Value ($000) $9,624 Shares 846,469 Est. Cost $10.02 Unrealized —

— OAKTREE SPECIALTY LENDING CO 1.9%

Value ($000) $7,601 Shares 1,467,440 Est. Cost $4.23 Unrealized —

PFSI PENNYMAC FINL SVCS INC 1.7%

Value ($000) $6,986 Shares 229,960 Est. Cost $19.21 Unrealized +29.5%

KRE SPDR SERIES TRUST 1.2%

Value ($000) $4,728 Shares 89,571 Est. Cost $46.79 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	32,000	$89,600	21.9%	—	—	PUT	81369Y605
OMF	ONEMAIN HLDGS INC	1,503,592	$55,152	13.5%	$34.69	+6.9%	—	68268W103
MTG	MGIC INVT CORP WIS	3,930,967	$49,452	12.1%	$11.73	+10.1%	—	552848103
SLM	SLM CORP	5,364,807	$47,344	11.6%	$9.93	-9.3%	—	78442P106
—	FLAGSTAR BANCORP INC	1,176,635	$43,947	10.7%	$28.11	—	—	337930705
RDN	RADIAN GROUP INC	1,361,038	$31,086	7.6%	$15.12	+26.6%	—	750236101
HTH	HILLTOP HOLDINGS INC	880,756	$21,041	5.1%	$18.73	+22.4%	—	432748101
—	IBERIABANK CORP	192,037	$14,506	3.5%	$75.54	—	—	450828108
—	SYNOVUS FINL CORP	402,792	$14,404	3.5%	$35.76	—	—	87161C501
WBS	WEBSTER FINL CORP CONN	300,558	$14,087	3.4%	$49.82	-5.1%	—	947890109
—	EXANTAS CAP CORP	846,469	$9,624	2.3%	$10.02	—	—	30068N105
—	OAKTREE SPECIALTY LENDING CO	1,467,440	$7,601	1.9%	$4.23	—	—	67401P108
PFSI	PENNYMAC FINL SVCS INC	229,960	$6,986	1.7%	$19.21	+29.5%	—	70932M107
KRE	SPDR SERIES TRUST	89,571	$4,728	1.2%	$46.79	—	—	78464A698