Algebris (UK) Ltd Hedge Fund

CIK: 0001700286 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 17, 2021

Total Value ($000): $326,260 (98.3% shares, 1.7% debt)

Holdings (33)

TLT ISHARES TR 23.2%

Value ($000) $75,679 Shares 479,800 Est. Cost — Unrealized —

HYG ISHARES TR 11.7%

Value ($000) $38,194 Shares 437,500 Est. Cost — Unrealized —

WFC WELLS FARGO CO NEW 7.2%

Value ($000) $23,374 Shares 774,494 Est. Cost $27.88 Unrealized -17.4%

— ATHENE HOLDING LTD 6.7%

Value ($000) $21,709 Shares 503,220 Est. Cost $42.57 Unrealized —

TLT ISHARES TR 6.1%

Value ($000) $20,045 Shares 127,085 Est. Cost — Unrealized —

C CITIGROUP INC 5.9%

Value ($000) $19,251 Shares 312,210 Est. Cost $49.67 Unrealized -14.7%

PRU PRUDENTIAL FINL INC 5.8%

Value ($000) $19,050 Shares 244,006 Est. Cost $55.67 Unrealized +1.2%

EQH EQUITABLE HLDGS INC 5.3%

Value ($000) $17,398 Shares 679,885 Est. Cost $18.22 Unrealized +13.0%

— AGNC INVESTMENT REIT ORD (NMS) 3.9%

Value ($000) $12,635 Shares 809,927 Est. Cost $15.60 Unrealized —

VLO VALERO ENERGY CORP 3.2%

Value ($000) $10,511 Shares 185,800 Est. Cost — Unrealized —

WFC WELLS FARGO CO NEW 2.5%

Value ($000) $8,149 Shares 270,000 Est. Cost $27.88 Unrealized -17.4%

BPOP POPULAR INC 1.9%

Value ($000) $6,198 Shares 110,041 Est. Cost $36.66 Unrealized +11.5%

VOYA VOYA FINANCIAL INC 1.7%

Value ($000) $5,393 Shares 91,705 Est. Cost $45.76 Unrealized +8.2%

— FLAGSTAR BANCORP INC 1.3%

Value ($000) $4,304 Shares 105,587 Est. Cost $30.65 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.3%

Value ($000) $4,286 Shares 16,253 Est. Cost $197.01 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 1.3%

Value ($000) $4,219 Shares 16,000 Est. Cost $197.01 Unrealized 0.0%

BK BANK NEW YORK MELLON CORP 1.2%

Value ($000) $3,856 Shares 90,846 Est. Cost $33.17 Unrealized 0.0%

IVZ INVESCO LTD 1.2%

Value ($000) $3,768 Shares 216,191 Est. Cost $12.44 Unrealized 0.0%

CCL CARNIVAL CORP 1.1%

Value ($000) $3,665 Shares 169,205 Est. Cost — Unrealized —

— NEW YORK CMNTY BANCORP INC 1.1%

Value ($000) $3,430 Shares 325,085 Est. Cost $10.55 Unrealized —

AB ALLIANCEBERNSTEIN HLDG L P 1.0%

Value ($000) $3,278 Shares 97,062 Est. Cost $33.77 Unrealized —

— PEBBLEBROOK HOTEL TR 1.0%

Value ($000) $3,208 Shares 3,000,000 Est. Cost $1.07 Unrealized —

VOYA VOYA FINANCIAL INC 0.8%

Value ($000) $2,646 Shares 45,000 Est. Cost $45.76 Unrealized +8.2%

FHI FEDERATED HERMES INC 0.7%

Value ($000) $2,253 Shares 78,000 Est. Cost $21.40 Unrealized 0.0%

AB ALLIANCEBERNSTEIN HLDG L P 0.5%

Value ($000) $1,689 Shares 50,000 Est. Cost $33.77 Unrealized —

FHI FEDERATED HERMES INC 0.4%

Value ($000) $1,445 Shares 50,000 Est. Cost $21.40 Unrealized 0.0%

COF CAPITAL ONE FINL CORP 0.4%

Value ($000) $1,336 Shares 13,517 Est. Cost $73.52 Unrealized +5.7%

— PINDUODUO INC 0.4%

Value ($000) $1,231 Shares 1,000,000 Est. Cost $1.23 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N 0.3%

Value ($000) $1,003 Shares 56,000 Est. Cost $17.91 Unrealized —

— APOLLO CMMRL REAL EST FI 0.3%

Value ($000) $949 Shares 1,000,000 Est. Cost $0.73 Unrealized —

IVZ INVESCO LTD 0.2%

Value ($000) $732 Shares 42,000 Est. Cost $12.44 Unrealized 0.0%

RDN RADIAN GROUP INC 0.2%

Value ($000) $709 Shares 35,000 Est. Cost $15.90 Unrealized 0.0%

PFSI PENNYMAC FINANCIAL ORD (NYS) 0.2%

Value ($000) $667 Shares 10,161 Est. Cost $55.70 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	479,800	$75,679	23.2%	—	—	Put	464287432
HYG	ISHARES TR	437,500	$38,194	11.7%	—	—	Put	464288513
WFC	WELLS FARGO CO NEW	774,494	$23,374	7.2%	$27.88	-17.4%	COM	949746101
—	ATHENE HOLDING LTD	503,220	$21,709	6.7%	$42.57	—	CL A	G0684D107
TLT	ISHARES TR	127,085	$20,045	6.1%	—	—	Call	464287432
C	CITIGROUP INC	312,210	$19,251	5.9%	$49.67	-14.7%	COM NEW	172967424
PRU	PRUDENTIAL FINL INC	244,006	$19,050	5.8%	$55.67	+1.2%	COM	744320102
EQH	EQUITABLE HLDGS INC	679,885	$17,398	5.3%	$18.22	+13.0%	COM	29452E101
—	AGNC INVESTMENT REIT ORD (NMS)	809,927	$12,635	3.9%	$15.60	—	SHS	02503X105
VLO	VALERO ENERGY CORP	185,800	$10,511	3.2%	—	—	Call	91913Y100
WFC	WELLS FARGO CO NEW	270,000	$8,149	2.5%	$27.88	-17.4%	Call	949746101
BPOP	POPULAR INC	110,041	$6,198	1.9%	$36.66	+11.5%	COM NEW	733174700
VOYA	VOYA FINANCIAL INC	91,705	$5,393	1.7%	$45.76	+8.2%	COM	929089100
—	FLAGSTAR BANCORP INC	105,587	$4,304	1.3%	$30.65	—	COM PAR .001	337930705
GS	GOLDMAN SACHS GROUP INC	16,253	$4,286	1.3%	$197.01	0.0%	COM	38141G104
GS	GOLDMAN SACHS GROUP INC	16,000	$4,219	1.3%	$197.01	0.0%	Call	38141G104
BK	BANK NEW YORK MELLON CORP	90,846	$3,856	1.2%	$33.17	0.0%	COM	064058100
IVZ	INVESCO LTD	216,191	$3,768	1.2%	$12.44	0.0%	SHS	G491BT108
CCL	CARNIVAL CORP	169,205	$3,665	1.1%	—	—	Call	143658300
—	NEW YORK CMNTY BANCORP INC	325,085	$3,430	1.1%	$10.55	—	COM	649445103
AB	ALLIANCEBERNSTEIN HLDG L P	97,062	$3,278	1.0%	$33.77	—	UNIT LTD PARTN	01881G106
—	PEBBLEBROOK HOTEL TR	3,000,000	$3,208	1.0%	$1.07	—	NOTE 1.750%12/1	70509VAA8
VOYA	VOYA FINANCIAL INC	45,000	$2,646	0.8%	$45.76	+8.2%	Call	929089100
FHI	FEDERATED HERMES INC	78,000	$2,253	0.7%	$21.40	0.0%	CL B	314211103
AB	ALLIANCEBERNSTEIN HLDG L P	50,000	$1,689	0.5%	$33.77	—	Call	01881G106
FHI	FEDERATED HERMES INC	50,000	$1,445	0.4%	$21.40	0.0%	Call	314211103
COF	CAPITAL ONE FINL CORP	13,517	$1,336	0.4%	$73.52	+5.7%	COM	14040H105
—	PINDUODUO INC	1,000,000	$1,231	0.4%	$1.23	—	NOTE 0.000% 2025-12-01	722304AC6
—	FIAT CHRYSLER AUTOMOBILES N	56,000	$1,003	0.3%	$17.91	—	SHS	N31738102
—	APOLLO CMMRL REAL EST FI	1,000,000	$949	0.3%	$0.73	—	NOTE 4.500% 2022-08-23	03762UAB1
IVZ	INVESCO LTD	42,000	$732	0.2%	$12.44	0.0%	Call	G491BT108
RDN	RADIAN GROUP INC	35,000	$709	0.2%	$15.90	0.0%	COM	750236101
PFSI	PENNYMAC FINANCIAL ORD (NYS)	10,161	$667	0.2%	$55.70	0.0%	ORD	70932M107