Algebris Investments

Algebris Investments as of Dec. 31, 2016

Portfolio Holdings for Algebris Investments

Algebris Investments holds 68 positions in its portfolio as reported in the December 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 15.0 $94M 93M 1.01
Hsbc Hldgs Plc note 6.875%12/2 13.8 $86M 81M 1.06
Royal Bk Of Scotland Plc debt 7.500%12/3 7.1 $45M 47M 0.95
Ing Groep N V dbcv 6.500%12/2 5.3 $33M 35M 0.96
Royal Bk Of Scotland Plc note 8.000%12/3 5.2 $33M 34M 0.96
Societe Generale debt 5.1 $32M 31M 1.04
Barclays Plc note 8.250%12/2 4.8 $30M 29M 1.04
iShares MSCI Emerging Markets Indx (EEM) 4.2 $27M 760k 35.01
SPDR KBW Regional Banking (KRE) 3.8 $24M 431k 55.57
ROYAL BK SCOTLAND Group Plc sp adr pref s 3.1 $19M 767k 25.05
Pennymac Corp conv 2.6 $17M 17M 0.97
Financial Select Sector SPDR (XLF) 2.4 $15M 655k 23.25
Wells Fargo & Company (WFC) 2.0 $13M 229k 55.11
Blackstone 2.0 $12M 459k 27.03
Barclays Plc note 6.625%12/2 1.7 $11M 12M 0.94
Legg Mason 1.6 $10M 338k 29.91
Bank of America Corporation (BAC) 1.5 $9.5M 431k 22.10
Citigroup (C) 1.2 $7.8M 131k 59.43
Ameriprise Financial (AMP) 1.1 $7.0M 63k 110.94
Consumer Staples Select Sect. SPDR (XLP) 0.8 $5.2M 100k 51.71
Fortress Investment 0.8 $5.1M 1.1M 4.86
Discover Financial Services 0.8 $5.1M 71k 72.09
Voya Financial (VOYA) 0.8 $5.0M 128k 39.22
Cibc Cad (CM) 0.8 $4.9M 60k 81.57
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.8 $4.8M 4.0k 1190.00
KKR & Co 0.7 $4.2M 272k 15.39
Manulife Finl Corp (MFC) 0.7 $4.1M 231k 17.80
SPDR Gold Trust (GLD) 0.6 $4.0M 37k 109.62
Apollo Global Management 'a' 0.6 $4.0M 207k 19.36
Carlyle Group 0.6 $3.8M 247k 15.25
Prudential Financial (PRU) 0.5 $3.4M 33k 104.07
Affiliated Managers (AMG) 0.5 $2.9M 20k 145.32
Oaktree Cap 0.5 $3.0M 79k 37.50
Cohen & Steers (CNS) 0.4 $2.8M 82k 33.60
CNO Financial (CNO) 0.4 $2.7M 141k 19.15
Goldman Sachs (GS) 0.4 $2.7M 11k 239.49
Astoria Financial Corporation 0.4 $2.6M 139k 18.65
Ally Financial (ALLY) 0.4 $2.6M 137k 19.02
MetLife (MET) 0.4 $2.4M 45k 53.90
Santander Consumer Usa 0.4 $2.3M 169k 13.50
Ing Groep N V dbcv 6.000%12/2 0.3 $2.2M 2.3M 0.98
Comerica Incorporated (CMA) 0.3 $2.0M 30k 68.10
D.R. Horton (DHI) 0.3 $2.0M 73k 27.33
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.3 $1.9M 278k 6.77
Capital One Financial (COF) 0.3 $1.7M 19k 87.21
TCF Financial Corporation 0.3 $1.7M 86k 19.59
Invesco (IVZ) 0.3 $1.7M 56k 30.34
Nuveen Multi-Strategy Income & Growth (JPC) 0.3 $1.6M 163k 9.84
Agnc Invt Corp Com reit (AGNC) 0.2 $1.5M 82k 18.13
Huntington Bancshares Incorporated (HBAN) 0.2 $1.0M 79k 13.22
American International (AIG) 0.2 $980k 15k 65.33
Banc Of California (BANC) 0.1 $867k 50k 17.34
Virtu Financial Inc Class A (VIRT) 0.1 $784k 49k 15.95
Lennar Corporation (LEN) 0.1 $713k 17k 42.95
Twitter 0.1 $611k 38k 16.29
Skyworks Solutions (SWKS) 0.1 $485k 6.5k 74.62
State Street Corporation (STT) 0.0 $245k 3.2k 77.58
U.S. Bancorp (USB) 0.0 $255k 5.0k 51.43
Lincoln National Corporation (LNC) 0.0 $255k 3.8k 66.30
M&T Bank Corporation (MTB) 0.0 $265k 1.7k 156.16
AFLAC Incorporated (AFL) 0.0 $255k 3.7k 69.63
Morgan Stanley (MS) 0.0 $251k 5.9k 42.26
Regions Financial Corporation (RF) 0.0 $256k 18k 14.36
Unum (UNM) 0.0 $256k 5.8k 43.90
BB&T Corporation 0.0 $258k 5.5k 46.99
Fifth Third Ban (FITB) 0.0 $258k 9.6k 26.93
Key (KEY) 0.0 $258k 14k 18.27
Zions Bancorporation (ZION) 0.0 $265k 6.2k 42.98