Algebris

Algebris as of June 30, 2017

Portfolio Holdings for Algebris

Algebris holds 51 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Royal Bk Scotland Group Plc note 8.625%12/3 13.8 $135M 124M 1.09
PowerShares QQQ Trust, Series 1 6.8 $67M 484k 137.64
Hsbc Hldgs Plc note 6.875%12/2 6.5 $64M 59M 1.08
Hsbc Holdings Plc global usd 6.3 $61M 60M 1.03
Royal Bk Of Scotland Plc debt 7.500%12/3 4.9 $48M 47M 1.03
Wells Fargo & Company (WFC) 4.0 $39M 703k 55.41
Royal Bk Of Scotland Plc note 8.000%12/3 3.8 $37M 34M 1.09
Discover Financial Services (DFS) 3.7 $36M 585k 62.19
Citigroup (C) 3.0 $29M 440k 66.88
Bank of America Corporation (BAC) 3.0 $29M 1.2M 24.26
Ing Groep N V dbcv 6.500%12/2 2.9 $29M 27M 1.05
iShares Dow Jones US Real Estate (IYR) 2.8 $27M 340k 79.77
iShares MSCI South Korea Index Fund (EWY) 2.8 $27M 400k 67.81
Pennymac Corp conv 2.7 $27M 27M 0.99
Blackstone 2.6 $26M 766k 33.35
Voya Financial (VOYA) 2.4 $23M 625k 36.89
E TRADE Financial Corporation 2.1 $21M 538k 38.03
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.0 $20M 15k 1311.11
Huntington Bancshares Incorporated (HBAN) 1.6 $16M 1.2M 13.52
Fifth Third Ban (FITB) 1.6 $16M 609k 25.96
Barclays Plc note 6.625%12/2 1.6 $15M 15M 1.02
JPMorgan Chase & Co. (JPM) 1.5 $14M 156k 91.40
Deutsch Bank Ag yankee 7.5% 12/29/2049 1.4 $14M 13M 1.03
Financial Select Sector SPDR (XLF) 1.3 $12M 500k 24.67
BB&T Corporation 1.0 $10M 224k 45.41
Societe Generale debt 1.0 $10M 9.5M 1.06
Encore Capital Group Inc note 0.9 $9.0M 9.5M 0.95
Hsbc Hldgs Plc Dbcv 6.37512/3 0.9 $9.0M 8.6M 1.05
Santander Consumer Usa 0.9 $8.6M 677k 12.76
MGIC Investment (MTG) 0.8 $7.7M 691k 11.20
ROYAL BK SCOTLAND Group Plc sp adr pref s 0.8 $7.7M 296k 25.89
Brixmor Prty (BRX) 0.7 $6.8M 382k 17.88
Kimco Realty Corporation (KIM) 0.6 $6.2M 336k 18.35
Rbc Cad (RY) 0.6 $6.1M 84k 72.44
Regions Financial Corporation (RF) 0.6 $5.6M 383k 14.64
Capital One Financial (COF) 0.6 $5.6M 68k 82.62
Ellie Mae 0.6 $5.5M 50k 109.92
Carlyle Group 0.6 $5.4M 275k 19.75
Bnp Paribas Debt 12/3 0.5 $5.3M 5.0M 1.06
MetLife (MET) 0.5 $5.1M 94k 54.94
SPDR KBW Regional Banking (KRE) 0.5 $4.6M 84k 54.95
Lazard Ltd-cl A shs a 0.4 $3.9M 84k 46.33
Macerich Company (MAC) 0.4 $3.9M 68k 58.06
Lincoln National Corporation (LNC) 0.4 $3.8M 57k 67.58
Goldman Sachs (GS) 0.4 $3.7M 17k 221.88
Annaly Capital Management 0.3 $3.0M 250k 12.05
KKR & Co 0.2 $2.4M 130k 18.60
Ing Groep N V dbcv 6.000%12/2 0.2 $2.3M 2.3M 1.03
F.N.B. Corporation (FNB) 0.2 $2.3M 161k 14.16
Tesla Motors (TSLA) 0.2 $1.8M 5.0k 361.60
Och-Ziff Capital Management 0.1 $1.0M 396k 2.56