Algebris Investments

Algebris Investments as of June 30, 2016

Portfolio Holdings for Algebris Investments

Algebris Investments holds 58 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Hsbc Hldgs Plc note 6.875%12/2 13.8 $81M 81M 1.00
iShares iBoxx $ High Yid Corp Bond (HYG) 12.3 $73M 857k 84.69
Royal Bk Of Scotland Plc debt 7.500%12/3 7.5 $44M 48M 0.92
Ing Groep N V dbcv 6.500%12/2 6.1 $36M 39M 0.92
Royal Bk Of Scotland Plc note 8.000%12/3 5.5 $32M 34M 0.94
Societe Generale debt 5.2 $30M 31M 0.99
Barclays Plc note 8.250%12/2 4.4 $26M 26M 0.98
Cibc Cad (CM) 3.6 $21M 281k 75.09
Pennymac Corp conv 2.7 $16M 17M 0.93
Standard Chartered Plc debt 6.500%12/2 2.6 $15M 17M 0.92
KKR & Co 2.4 $14M 1.2M 12.34
Citigroup (C) 2.4 $14M 330k 42.39
Bank of America Corporation (BAC) 2.2 $13M 968k 13.27
MetLife (MET) 2.0 $12M 299k 39.83
Prudential Financial (PRU) 2.0 $12M 166k 71.34
Barclays Plc note 6.625%12/2 1.9 $11M 12M 0.90
Wells Fargo & Company (WFC) 1.8 $11M 225k 47.33
iShares Dow Jones US Real Estate (IYR) 1.7 $9.9M 120k 82.30
ROYAL BK SCOTLAND Group Plc sp adr pref s 1.6 $9.5M 378k 25.04
Ing Groep N V dbcv 6.000%12/2 1.3 $7.8M 8.3M 0.94
Lazard Ltd-cl A shs a 1.2 $6.9M 232k 29.78
Carlyle Group 1.1 $6.5M 400k 16.23
Blackstone 1.0 $6.0M 244k 24.54
Fortress Investment 1.0 $5.7M 1.3M 4.42
Capital One Financial (COF) 1.0 $5.7M 89k 63.51
iShares Russell 2000 Index (IWM) 0.9 $5.3M 47k 114.97
Fifth Third Ban (FITB) 0.9 $5.2M 298k 17.59
JPMorgan Chase & Co. (JPM) 0.7 $4.2M 68k 62.15
Voya Financial (VOYA) 0.7 $3.8M 154k 24.76
Morgan Stanley (MS) 0.6 $3.8M 145k 25.98
Lincoln National Corporation (LNC) 0.6 $3.7M 96k 38.76
Radian (RDN) 0.6 $3.4M 331k 10.42
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.6 $3.3M 131k 25.21
Huntington Bancshares Incorporated (HBAN) 0.5 $3.0M 330k 8.94
Goldman Sachs (GS) 0.5 $2.8M 19k 148.58
Annaly Capital Management 0.5 $2.6M 238k 11.07
Manulife Finl Corp (MFC) 0.4 $2.6M 189k 13.67
Blackstone Mtg Tr (BXMT) 0.4 $2.5M 92k 27.67
MGIC Investment (MTG) 0.4 $2.4M 402k 5.95
Financial Select Sector SPDR (XLF) 0.4 $2.3M 100k 22.86
Berkshire Hathaway (BRK.B) 0.4 $2.2M 15k 144.80
PennyMac Mortgage Investment Trust (PMT) 0.3 $1.9M 116k 16.23
PNC Financial Services (PNC) 0.3 $1.7M 21k 81.40
Citizens Financial (CFG) 0.3 $1.6M 82k 19.98
Anworth Mortgage Asset Corporation 0.3 $1.6M 341k 4.70
Key (KEY) 0.3 $1.5M 137k 11.05
Affiliated Managers (AMG) 0.2 $971k 6.9k 140.72
Starwood Property Trust (STWD) 0.2 $936k 45k 20.72
Bank of New York Mellon Corporation (BK) 0.2 $921k 24k 38.86
Bank Of America Corporation warrant 0.1 $812k 233k 3.48
U.S. Bancorp (USB) 0.1 $790k 20k 40.31
Consumer Staples Select Sect. SPDR (XLP) 0.1 $689k 13k 55.12
Barclays (BCS) 0.1 $650k 86k 7.60
Royal Bk Scotland Group Plc adr pref shs r 0.1 $628k 25k 25.12
Jones Lang LaSalle Incorporated (JLL) 0.1 $546k 5.6k 97.50
Pennymac Financial Service A 0.1 $452k 36k 12.49
Discover Financial Services (DFS) 0.1 $311k 5.8k 53.62
Invesco (IVZ) 0.1 $287k 11k 25.51