Algebris Investments as of Sept. 30, 2016
Portfolio Holdings for Algebris Investments
Algebris Investments holds 59 positions in its portfolio as reported in the September 2016 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 | 16.0 | $91M | 92M | 0.99 | |
| Hsbc Hldgs Plc note 6.875%12/2 | 15.1 | $86M | 82M | 1.05 | |
| Royal Bk Of Scotland Plc debt 7.500%12/3 | 7.5 | $43M | 47M | 0.91 | |
| Ing Groep N V dbcv 6.500%12/2 | 5.9 | $34M | 35M | 0.97 | |
| Royal Bk Of Scotland Plc note 8.000%12/3 | 5.6 | $32M | 34M | 0.94 | |
| Societe Generale debt | 5.5 | $31M | 31M | 1.02 | |
| Barclays Plc note 8.250%12/2 | 5.1 | $29M | 29M | 1.01 | |
| Amazon (AMZN) | 3.1 | $18M | 21k | 837.32 | |
| Pennymac Corp conv | 2.9 | $16M | 17M | 0.96 | |
| Citigroup (C) | 2.5 | $14M | 303k | 47.23 | |
| Bank of America Corporation (BAC) | 2.4 | $13M | 859k | 15.65 | |
| Wells Fargo & Company (WFC) | 2.3 | $13M | 300k | 44.28 | |
| Financial Select Sector SPDR (XLF) | 2.2 | $13M | 663k | 19.30 | |
| Barclays Plc note 6.625%12/2 | 1.9 | $11M | 12M | 0.92 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref s | 1.7 | $9.6M | 378k | 25.25 | |
| iShares MSCI Emerging Markets Indx (EEM) | 1.5 | $8.5M | 227k | 37.45 | |
| KKR & Co | 1.4 | $8.0M | 562k | 14.26 | |
| SPDR KBW Regional Banking (KRE) | 1.3 | $7.2M | 171k | 42.27 | |
| Fortress Investment | 1.2 | $6.8M | 1.4M | 4.94 | |
| Voya Financial (VOYA) | 1.1 | $6.3M | 219k | 28.82 | |
| MetLife (MET) | 1.0 | $5.7M | 129k | 44.43 | |
| Ing Groep N V dbcv 6.000%12/2 | 0.9 | $5.1M | 5.3M | 0.98 | |
| Prudential Financial (PRU) | 0.9 | $5.1M | 62k | 81.65 | |
| JPMorgan Chase & Co. (JPM) | 0.8 | $4.9M | 73k | 66.60 | |
| Carlyle Group | 0.8 | $4.7M | 301k | 15.57 | |
| Blackstone | 0.8 | $4.4M | 171k | 25.53 | |
| Key (KEY) | 0.8 | $4.4M | 362k | 12.17 | |
| Capital One Financial (COF) | 0.7 | $4.0M | 56k | 71.82 | |
| PNC Financial Services (PNC) | 0.7 | $4.0M | 44k | 90.08 | |
| Rbc Cad (RY) | 0.5 | $3.1M | 50k | 61.90 | |
| Lazard Ltd-cl A shs a | 0.5 | $3.0M | 83k | 36.36 | |
| Huntington Bancshares Incorporated (HBAN) | 0.5 | $3.0M | 301k | 9.86 | |
| Fifth Third Ban (FITB) | 0.5 | $3.0M | 145k | 20.46 | |
| MGIC Investment (MTG) | 0.4 | $2.4M | 299k | 8.00 | |
| PowerShares QQQ Trust, Series 1 | 0.3 | $2.0M | 17k | 118.71 | |
| Manulife Finl Corp (MFC) | 0.3 | $2.0M | 140k | 14.10 | |
| ING Groep (ING) | 0.3 | $1.8M | 149k | 12.34 | |
| Citizens Financial (CFG) | 0.3 | $1.6M | 63k | 24.72 | |
| M&T Bank Corporation (MTB) | 0.3 | $1.5M | 13k | 116.12 | |
| Regions Financial Corporation (RF) | 0.3 | $1.5M | 150k | 9.87 | |
| Banco Santander (SAN) | 0.2 | $1.3M | 284k | 4.41 | |
| Radian (RDN) | 0.2 | $1.2M | 90k | 13.55 | |
| Lennar Corporation (LEN) | 0.2 | $1.0M | 24k | 42.35 | |
| 0.1 | $864k | 38k | 23.04 | ||
| F.N.B. Corporation (FNB) | 0.1 | $788k | 64k | 12.29 | |
| Calatlantic | 0.1 | $742k | 22k | 33.42 | |
| Hartford Financial Services (HIG) | 0.1 | $698k | 16k | 42.82 | |
| MSCI Europe Financials Sector Index Fund (EUFN) | 0.1 | $686k | 40k | 17.15 | |
| Seacoast Bkg Corp Fla (SBCF) | 0.1 | $676k | 42k | 16.10 | |
| Toll Brothers (TOL) | 0.1 | $543k | 18k | 29.84 | |
| Affiliated Managers (AMG) | 0.1 | $521k | 3.6k | 144.72 | |
| D.R. Horton (DHI) | 0.1 | $536k | 18k | 30.20 | |
| Skyworks Solutions (SWKS) | 0.1 | $495k | 6.5k | 76.15 | |
| Ally Financial (ALLY) | 0.1 | $496k | 26k | 19.45 | |
| Lyon William Homes cl a | 0.1 | $451k | 24k | 18.56 | |
| Fcb Financial Holdings-cl A | 0.1 | $442k | 12k | 38.43 | |
| Goldman Sachs (GS) | 0.1 | $403k | 2.5k | 161.20 | |
| Bank Of America Corporation warrant | 0.1 | $392k | 85k | 4.62 | |
| Santander Consumer Usa | 0.1 | $348k | 29k | 12.15 |
