BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 14, 2021

Total Value ($000): $479,856 (100.0% shares, 0.0% debt)

Holdings (14)

KRE SPDR SER TR 18.0%

Value ($000) $86,242 Shares 13,000 Est. Cost — Unrealized —

OMF ONEMAIN HLDGS INC 15.9%

Value ($000) $76,277 Shares 1,419,897 Est. Cost $39.46 Unrealized +30.8%

MTG MGIC INVT CORP WIS 13.0%

Value ($000) $62,572 Shares 4,517,811 Est. Cost $11.78 Unrealized +8.2%

IWM ISHARES TR 11.9%

Value ($000) $57,003 Shares 2,580 Est. Cost — Unrealized —

— FLAGSTAR BANCORP INC 10.1%

Value ($000) $48,475 Shares 1,074,835 Est. Cost $32.00 Unrealized —

SPY SPDR S&P 500 ETF TR 8.3%

Value ($000) $39,633 Shares 1,000 Est. Cost — Unrealized —

HTH HILLTOP HOLDINGS INC 7.4%

Value ($000) $35,398 Shares 1,037,145 Est. Cost $19.10 Unrealized +71.9%

RDN RADIAN GROUP INC 5.8%

Value ($000) $27,767 Shares 1,194,279 Est. Cost $15.12 Unrealized +20.5%

FHN FIRST HORIZON CORPORATION 2.7%

Value ($000) $12,941 Shares 765,311 Est. Cost $7.71 Unrealized +72.7%

— GUILD HLDGS CO 2.7%

Value ($000) $12,780 Shares 900,000 Est. Cost $16.94 Unrealized —

WBS WEBSTER FINL CORP CONN 2.0%

Value ($000) $9,371 Shares 170,050 Est. Cost $50.61 Unrealized +5.2%

WAFD WASHINGTON FED INC 1.3%

Value ($000) $6,219 Shares 201,913 Est. Cost $25.38 Unrealized 0.0%

TRMK TRUSTMARK CORP 0.8%

Value ($000) $4,011 Shares 119,157 Est. Cost $26.96 Unrealized 0.0%

— HOME PT CAPITAL INCORPORATED 0.2%

Value ($000) $1,167 Shares 125,500 Est. Cost $9.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KRE	SPDR SER TR	13,000	$86,242	18.0%	—	—	Put	78464A698
OMF	ONEMAIN HLDGS INC	1,419,897	$76,277	15.9%	$39.46	+30.8%	COM	68268W103
MTG	MGIC INVT CORP WIS	4,517,811	$62,572	13.0%	$11.78	+8.2%	COM	552848103
IWM	ISHARES TR	2,580	$57,003	11.9%	—	—	Put	464287655
—	FLAGSTAR BANCORP INC	1,074,835	$48,475	10.1%	$32.00	—	COM PAR .001	337930705
SPY	SPDR S&P 500 ETF TR	1,000	$39,633	8.3%	—	—	Put	78462F103
HTH	HILLTOP HOLDINGS INC	1,037,145	$35,398	7.4%	$19.10	+71.9%	COM	432748101
RDN	RADIAN GROUP INC	1,194,279	$27,767	5.8%	$15.12	+20.5%	COM	750236101
FHN	FIRST HORIZON CORPORATION	765,311	$12,941	2.7%	$7.71	+72.7%	COM	320517105
—	GUILD HLDGS CO	900,000	$12,780	2.7%	$16.94	—	CL A	40172N107
WBS	WEBSTER FINL CORP CONN	170,050	$9,371	2.0%	$50.61	+5.2%	COM	947890109
WAFD	WASHINGTON FED INC	201,913	$6,219	1.3%	$25.38	0.0%	COM	938824109
TRMK	TRUSTMARK CORP	119,157	$4,011	0.8%	$26.96	0.0%	COM	898402102
—	HOME PT CAPITAL INCORPORATED	125,500	$1,167	0.2%	$9.30	—	COM	43734L106