Algebris Investments

Algebris Investments as of Sept. 30, 2012

Portfolio Holdings for Algebris Investments

Algebris Investments holds 25 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Russell 2000 Index (IWM) 22.4 $13M 155k 83.44
Financial Select Sector SPDR (XLF) 13.4 $7.8M 500k 15.59
Morgan Stanley (MS) 12.9 $7.5M 445k 16.74
Citigroup (C) 8.4 $4.9M 148k 32.72
MetLife (MET) 7.8 $4.5M 131k 34.46
Hartford Financial Services (HIG) 7.1 $4.1M 211k 19.44
JPMorgan Chase & Co. (JPM) 5.4 $3.1M 77k 40.48
ROYAL BK SCOTLAND Group Plc sp adr pref m 5.3 $3.1M 150k 20.40
Blackstone 4.5 $2.6M 183k 14.28
Chubb Corporation 3.7 $2.1M 28k 76.27
Cit 2.1 $1.2M 31k 39.39
ROYAL BK SCOTLAND Group Plc sp adr pref t 2.0 $1.1M 50k 22.70
Royal Bk Scotland Group Plc adr pref shs r 0.9 $522k 25k 20.88
PNC Financial Services (PNC) 0.9 $517k 8.2k 63.05
Wells Fargo & Company (WFC) 0.7 $390k 11k 34.51
Ace Limited Cmn 0.5 $265k 3.5k 75.71
Goldman Sachs (GS) 0.3 $180k 1.6k 113.56
American Equity Investment Life Holding 0.3 $180k 16k 11.61
Oaktree Cap 0.3 $172k 4.2k 40.95
Cme (CME) 0.2 $137k 2.4k 57.08
Interactive Brokers (IBKR) 0.2 $136k 9.7k 14.02
Virginia Commerce Ban 0.2 $135k 15k 8.77
People's United Financial 0.2 $127k 11k 12.10
Unum (UNM) 0.2 $120k 6.2k 19.26
Prudential Financial (PRU) 0.2 $98k 1.8k 54.44