Algebris Investments (UK) LLP

Q1 2014 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2014
Date filed
5/15/2014
Form type
13F-HR
Num holdings
63
Total value ($000)
$196,005
Net value change ($000)
+32,554 (19.9%)
New positions
17
Sold out positions
17
Turnover %
34.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2014 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BSBR 7,960 NEW
CBL 5,357 584.8%
SC 3,617 NEW
KKR & Co LP 3,468 325.3%
USB 3,386 319.4%
WFC 3,323 199.5%
STT 3,164 NEW
JPM 2,273 25.8%
VYX 2,127 NEW
SCHW 1,935 NEW
Top Reduces (Value $000, Stocks/ETFs)
C -3,500 -41.7%
CPT -3,112 -64.0%
NLY -1,875 -100.0%
SPG -1,387 -100.0%
HATTERAS FINL CORP COM -1,335 -100.0%
RJF -1,164 -100.0%
EQR -1,145 -100.0%
NTRS -1,108 -100.0%
BBTGBX -1,088 -100.0%
KIM -1,067 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 80,682 (41.2% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type