BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 12, 2020

Total Value ($000): $250,431 (100.0% shares, 0.0% debt)

Holdings (11)

SPY SPDR S&P 500 ETF TR 20.1%

Value ($000) $50,234 Shares 1,500 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 16.0%

Value ($000) $40,028 Shares 4,517,811 Est. Cost $11.78 Unrealized -27.7%

IWM ISHARES TR 15.0%

Value ($000) $37,448 Shares 2,500 Est. Cost — Unrealized —

OMF ONEMAIN HLDGS INC 12.7%

Value ($000) $31,872 Shares 1,019,897 Est. Cost $34.69 Unrealized -17.9%

— FLAGSTAR BANCORP INC 8.8%

Value ($000) $22,061 Shares 744,535 Est. Cost $28.11 Unrealized —

HTH HILLTOP HOLDINGS INC 8.5%

Value ($000) $21,344 Shares 1,037,145 Est. Cost $19.10 Unrealized +1.6%

SLM SLM CORP 7.2%

Value ($000) $18,011 Shares 2,226,271 Est. Cost $9.93 Unrealized -26.3%

RDN RADIAN GROUP INC 7.0%

Value ($000) $17,448 Shares 1,194,279 Est. Cost $15.12 Unrealized -16.9%

FHN FIRST HORIZON NATL CORP 2.9%

Value ($000) $7,217 Shares 765,311 Est. Cost $7.71 Unrealized 0.0%

WBS WEBSTER FINL CORP CONN 1.4%

Value ($000) $3,450 Shares 130,650 Est. Cost $49.82 Unrealized -45.6%

— EXANTAS CAP CORP 0.5%

Value ($000) $1,318 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	1,500	$50,234	20.1%	—	—	Put	78462F103
MTG	MGIC INVT CORP WIS	4,517,811	$40,028	16.0%	$11.78	-27.7%	COM	552848103
IWM	ISHARES TR	2,500	$37,448	15.0%	—	—	Put	464287655
OMF	ONEMAIN HLDGS INC	1,019,897	$31,872	12.7%	$34.69	-17.9%	COM	68268W103
—	FLAGSTAR BANCORP INC	744,535	$22,061	8.8%	$28.11	—	COM PAR .001	337930705
HTH	HILLTOP HOLDINGS INC	1,037,145	$21,344	8.5%	$19.10	+1.6%	COM	432748101
SLM	SLM CORP	2,226,271	$18,011	7.2%	$9.93	-26.3%	COM	78442P106
RDN	RADIAN GROUP INC	1,194,279	$17,448	7.0%	$15.12	-16.9%	COM	750236101
FHN	FIRST HORIZON NATL CORP	765,311	$7,217	2.9%	$7.71	0.0%	COM	320517105
WBS	WEBSTER FINL CORP CONN	130,650	$3,450	1.4%	$49.82	-45.6%	COM	947890109
—	EXANTAS CAP CORP	630,855	$1,318	0.5%	$10.02	—	COM NEW	30068N105