BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 12, 2020

Total Value ($000): $230,437 (100.0% shares, 0.0% debt)

Holdings (10)

SPY SPDR S&P 500 ETF TR 34.8%

Value ($000) $80,174 Shares 2,600 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 16.1%

Value ($000) $37,001 Shares 4,517,811 Est. Cost $11.78 Unrealized -36.5%

OMF ONEMAIN HLDGS INC 10.9%

Value ($000) $25,028 Shares 1,019,897 Est. Cost $34.69 Unrealized -34.4%

— FLAGSTAR BANCORP INC 9.5%

Value ($000) $21,912 Shares 744,535 Est. Cost $28.11 Unrealized —

HTH HILLTOP HOLDINGS INC 8.3%

Value ($000) $19,135 Shares 1,037,145 Est. Cost $19.10 Unrealized -10.0%

RDN RADIAN GROUP INC 8.0%

Value ($000) $18,523 Shares 1,194,279 Est. Cost $15.12 Unrealized -18.1%

SLM SLM CORP 6.8%

Value ($000) $15,651 Shares 2,226,271 Est. Cost $9.93 Unrealized -24.7%

— IBERIABANK CORP 3.3%

Value ($000) $7,603 Shares 166,953 Est. Cost $75.54 Unrealized —

WBS WEBSTER FINL CORP CONN 1.6%

Value ($000) $3,738 Shares 130,650 Est. Cost $49.82 Unrealized -46.8%

— EXANTAS CAP CORP 0.7%

Value ($000) $1,672 Shares 630,855 Est. Cost $10.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,600	$80,174	34.8%	—	—	Put	78462F103
MTG	MGIC INVT CORP WIS	4,517,811	$37,001	16.1%	$11.78	-36.5%	COM	552848103
OMF	ONEMAIN HLDGS INC	1,019,897	$25,028	10.9%	$34.69	-34.4%	COM	68268W103
—	FLAGSTAR BANCORP INC	744,535	$21,912	9.5%	$28.11	—	COM PAR .001	337930705
HTH	HILLTOP HOLDINGS INC	1,037,145	$19,135	8.3%	$19.10	-10.0%	COM	432748101
RDN	RADIAN GROUP INC	1,194,279	$18,523	8.0%	$15.12	-18.1%	COM	750236101
SLM	SLM CORP	2,226,271	$15,651	6.8%	$9.93	-24.7%	COM	78442P106
—	IBERIABANK CORP	166,953	$7,603	3.3%	$75.54	—	COM	450828108
WBS	WEBSTER FINL CORP CONN	130,650	$3,738	1.6%	$49.82	-46.8%	COM	947890109
—	EXANTAS CAP CORP	630,855	$1,672	0.7%	$10.02	—	COM NEW	30068N105