BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $219,091 (100.0% shares, 0.0% debt)

Holdings (14)

IWM ISHARES TR 19.3%

Value ($000) $42,350 Shares 3,700 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 16.1%

Value ($000) $35,304 Shares 16,957 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 13.1%

Value ($000) $28,694 Shares 4,517,811 Est. Cost $11.78 Unrealized +2.6%

OMF ONEMAIN HLDGS INC 8.9%

Value ($000) $19,500 Shares 1,019,897 Est. Cost $34.69 Unrealized +7.4%

SLM SLM CORP 7.3%

Value ($000) $16,007 Shares 2,226,271 Est. Cost $9.93 Unrealized -2.7%

HTH HILLTOP HOLDINGS INC 7.2%

Value ($000) $15,682 Shares 1,037,145 Est. Cost $19.10 Unrealized +10.9%

RDN RADIAN GROUP INC 7.1%

Value ($000) $15,466 Shares 1,194,279 Est. Cost $15.12 Unrealized +20.1%

— FLAGSTAR BANCORP INC 6.7%

Value ($000) $14,764 Shares 744,535 Est. Cost $28.11 Unrealized —

SPY SPDR S&P 500 ETF TR 5.9%

Value ($000) $12,888 Shares 500 Est. Cost — Unrealized —

BFH ALLIANCE DATA SYSTEMS CORP 3.3%

Value ($000) $7,151 Shares 212,515 Est. Cost $61.41 Unrealized 0.0%

— IBERIABANK CORP 2.8%

Value ($000) $6,102 Shares 166,953 Est. Cost $75.54 Unrealized —

WBS WEBSTER FINL CORP CONN 1.4%

Value ($000) $2,992 Shares 130,650 Est. Cost $49.82 Unrealized -18.4%

— EXANTAS CAP CORP 0.8%

Value ($000) $1,741 Shares 630,855 Est. Cost $10.02 Unrealized —

TBBK BANCORP INC DEL 0.2%

Value ($000) $450 Shares 74,204 Est. Cost $10.68 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	3,700	$42,350	19.3%	—	—	Put	464287655
XLF	SELECT SECTOR SPDR TR	16,957	$35,304	16.1%	—	—	Put	81369Y605
MTG	MGIC INVT CORP WIS	4,517,811	$28,694	13.1%	$11.78	+2.6%	COM	552848103
OMF	ONEMAIN HLDGS INC	1,019,897	$19,500	8.9%	$34.69	+7.4%	COM	68268W103
SLM	SLM CORP	2,226,271	$16,007	7.3%	$9.93	-2.7%	COM	78442P106
HTH	HILLTOP HOLDINGS INC	1,037,145	$15,682	7.2%	$19.10	+10.9%	COM	432748101
RDN	RADIAN GROUP INC	1,194,279	$15,466	7.1%	$15.12	+20.1%	COM	750236101
—	FLAGSTAR BANCORP INC	744,535	$14,764	6.7%	$28.11	—	COM PAR .001	337930705
SPY	SPDR S&P 500 ETF TR	500	$12,888	5.9%	—	—	Put	78462F103
BFH	ALLIANCE DATA SYSTEMS CORP	212,515	$7,151	3.3%	$61.41	0.0%	COM	018581108
—	IBERIABANK CORP	166,953	$6,102	2.8%	$75.54	—	COM	450828108
WBS	WEBSTER FINL CORP CONN	130,650	$2,992	1.4%	$49.82	-18.4%	COM	947890109
—	EXANTAS CAP CORP	630,855	$1,741	0.8%	$10.02	—	COM NEW	30068N105
TBBK	BANCORP INC DEL	74,204	$450	0.2%	$10.68	0.0%	COM	05969A105