Algebris

Algebris as of Dec. 31, 2020

Portfolio Holdings for Algebris

Algebris holds 26 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr 20 Yr Tr Bd Etf Put Option (TLT) 29.3 $96M 607k 157.73
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 11.7 $38M 438k 87.30
Wells Fargo & Company (WFC) 9.7 $32M 1.0M 30.18
Athene Holding Cl A 6.7 $22M 503k 43.14
Citigroup Com New (C) 5.9 $19M 312k 61.66
Prudential Financial (PRU) 5.8 $19M 244k 78.07
Equitable Holdings (EQH) 5.3 $17M 680k 25.59
Agnc Investment Reit Ord SHS 3.9 $13M 810k 15.60
Valero Energy Corporation Call Option (VLO) 3.2 $11M 186k 56.57
Goldman Sachs (GS) 2.6 $8.5M 32k 263.71
Voya Financial (VOYA) 2.5 $8.0M 137k 58.81
Popular Com New (BPOP) 1.9 $6.2M 110k 56.32
Alliancebernstein Hldg Unit Ltd Partn (AB) 1.5 $5.0M 147k 33.77
Invesco SHS (IVZ) 1.4 $4.5M 258k 17.43
Flagstar Bancorp Com Par .001 1.3 $4.3M 106k 40.76
Bank of New York Mellon Corporation (BK) 1.2 $3.9M 91k 42.45
Federated Hermes CL B (FHI) 1.1 $3.7M 128k 28.88
Carnival Corp Unit 99/99/9999 Call Option (CCL) 1.1 $3.7M 169k 21.66
New York Community Ban (NYCB) 1.1 $3.4M 325k 10.55
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 1.0 $3.2M 3.0M 1.07
Capital One Financial (COF) 0.4 $1.3M 14k 98.84
Pinduoduo Note 0.000% 2025-12-01 (Principal) 0.4 $1.2M 1.0M 1.23
Fiat Chrysler Automobiles N SHS 0.3 $1.0M 56k 17.91
Apollo Cmmrl Real Est Fi Note 4.500% 2022-08-23 (Principal) 0.3 $949k 1.0M 0.95
Radian (RDN) 0.2 $709k 35k 20.26
Pennymac Financial Ord Ord (PFSI) 0.2 $667k 10k 65.64