BAYVIEW ASSET MANAGEMENT, LLC Hedge Fund

CIK: 0001767366 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 11, 2021

Total Value ($000): $369,644 (100.0% shares, 0.0% debt)

Holdings (12)

SPY SPDR S&P 500 ETF TR 26.1%

Value ($000) $96,314 Shares 2,250 Est. Cost — Unrealized —

OMF ONEMAIN HLDGS INC 20.7%

Value ($000) $76,352 Shares 1,274,442 Est. Cost $39.46 Unrealized +43.5%

IWM ISHARES TR 14.9%

Value ($000) $55,049 Shares 2,400 Est. Cost — Unrealized —

— FLAGSTAR BANCORP INC 12.3%

Value ($000) $45,433 Shares 1,074,835 Est. Cost $32.00 Unrealized —

HTH HILLTOP HOLDINGS INC 9.2%

Value ($000) $33,977 Shares 933,428 Est. Cost $19.10 Unrealized +86.8%

MTG MGIC INVT CORP WIS 5.9%

Value ($000) $21,777 Shares 1,601,246 Est. Cost $11.78 Unrealized +21.9%

— GUILD HLDGS CO 3.7%

Value ($000) $13,806 Shares 900,000 Est. Cost $16.94 Unrealized —

FHN FIRST HORIZON CORPORATION 3.6%

Value ($000) $13,225 Shares 765,311 Est. Cost $7.71 Unrealized +99.9%

WAFD WASHINGTON FED INC 1.7%

Value ($000) $6,417 Shares 201,913 Est. Cost $25.38 Unrealized +9.8%

GL GLOBE LIFE INC 1.6%

Value ($000) $5,994 Shares 62,926 Est. Cost $98.55 Unrealized 0.0%

— HOME PT CAPITAL INCORPORATED 0.2%

Value ($000) $744 Shares 125,500 Est. Cost $9.30 Unrealized —

RDN RADIAN GROUP INC 0.2%

Value ($000) $556 Shares 25,000 Est. Cost $15.12 Unrealized +33.1%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,250	$96,314	26.1%	—	—	Put	78462F103
OMF	ONEMAIN HLDGS INC	1,274,442	$76,352	20.7%	$39.46	+43.5%	COM	68268W103
IWM	ISHARES TR	2,400	$55,049	14.9%	—	—	Put	464287655
—	FLAGSTAR BANCORP INC	1,074,835	$45,433	12.3%	$32.00	—	COM PAR .001	337930705
HTH	HILLTOP HOLDINGS INC	933,428	$33,977	9.2%	$19.10	+86.8%	COM	432748101
MTG	MGIC INVT CORP WIS	1,601,246	$21,777	5.9%	$11.78	+21.9%	COM	552848103
—	GUILD HLDGS CO	900,000	$13,806	3.7%	$16.94	—	CL A	40172N107
FHN	FIRST HORIZON CORPORATION	765,311	$13,225	3.6%	$7.71	+99.9%	COM	320517105
WAFD	WASHINGTON FED INC	201,913	$6,417	1.7%	$25.38	+9.8%	COM	938824109
GL	GLOBE LIFE INC	62,926	$5,994	1.6%	$98.55	0.0%	COM	37959E102
—	HOME PT CAPITAL INCORPORATED	125,500	$744	0.2%	$9.30	—	COM	43734L106
RDN	RADIAN GROUP INC	25,000	$556	0.2%	$15.12	+33.1%	COM	750236101