BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $543,878 (100.0% shares, 0.0% debt)

Holdings (14)

HYG ISHARES TR 17.7%

Value ($000) $96,030 Shares 11,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF Trust 17.2%

Value ($000) $93,470 Shares 2,500 Est. Cost — Unrealized —

KRE SPDR KBW Regional Banking ETF 11.9%

Value ($000) $64,938 Shares 12,500 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 10.4%

Value ($000) $56,699 Shares 4,517,811 Est. Cost $11.78 Unrealized -4.0%

OMF ONEMAIN HLDGS INC 9.0%

Value ($000) $49,118 Shares 1,019,897 Est. Cost $34.69 Unrealized +13.8%

— FLAGSTAR BANCORP INC 8.1%

Value ($000) $43,810 Shares 1,074,835 Est. Cost $32.00 Unrealized —

XHB SPDR S&P Homebuilders ETF 6.6%

Value ($000) $35,737 Shares 6,200 Est. Cost — Unrealized —

HTH HILLTOP HOLDINGS INC 5.2%

Value ($000) $28,532 Shares 1,037,145 Est. Cost $19.10 Unrealized +25.7%

RDN RADIAN GROUP INC 4.4%

Value ($000) $24,184 Shares 1,194,279 Est. Cost $15.12 Unrealized +5.2%

SLM SLM CORP 3.5%

Value ($000) $19,089 Shares 1,540,696 Est. Cost $9.93 Unrealized +5.9%

— GUILD HLDGS CO 2.8%

Value ($000) $15,246 Shares 900,000 Est. Cost $16.94 Unrealized —

FHN FIRST HORIZON CORPORATION 1.8%

Value ($000) $9,765 Shares 765,311 Est. Cost $7.71 Unrealized +26.5%

WBS WEBSTER FINL CORP CONN 1.0%

Value ($000) $5,507 Shares 130,650 Est. Cost $49.82 Unrealized -27.5%

— EXANTAS CAP CORP 0.3%

Value ($000) $1,753 Shares 439,321 Est. Cost $10.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	11,000	$96,030	17.7%	—	—	Put	464288513
SPY	SPDR S&P 500 ETF Trust	2,500	$93,470	17.2%	—	—	Put	78462F103
KRE	SPDR KBW Regional Banking ETF	12,500	$64,938	11.9%	—	—	Call	78464A698
MTG	MGIC INVT CORP WIS	4,517,811	$56,699	10.4%	$11.78	-4.0%	COM	552848103
OMF	ONEMAIN HLDGS INC	1,019,897	$49,118	9.0%	$34.69	+13.8%	COM	68268W103
—	FLAGSTAR BANCORP INC	1,074,835	$43,810	8.1%	$32.00	—	COM PAR .001	337930705
XHB	SPDR S&P Homebuilders ETF	6,200	$35,737	6.6%	—	—	Put	78464A888
HTH	HILLTOP HOLDINGS INC	1,037,145	$28,532	5.2%	$19.10	+25.7%	COM	432748101
RDN	RADIAN GROUP INC	1,194,279	$24,184	4.4%	$15.12	+5.2%	COM	750236101
SLM	SLM CORP	1,540,696	$19,089	3.5%	$9.93	+5.9%	COM	78442P106
—	GUILD HLDGS CO	900,000	$15,246	2.8%	$16.94	—	CL A	40172N107
FHN	FIRST HORIZON CORPORATION	765,311	$9,765	1.8%	$7.71	+26.5%	COM	320517105
WBS	WEBSTER FINL CORP CONN	130,650	$5,507	1.0%	$49.82	-27.5%	COM	947890109
—	EXANTAS CAP CORP	439,321	$1,753	0.3%	$10.02	—	COM NEW	30068N105