$570 Million is the total value of Algebris Investments (UK) LLP's 63 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 86.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $91,427,000 | – | 92,300,000 | +100.0% | 16.03% | – | |
| Buy | HSBC HLDGS PLCnote 6.875%12/3 | $85,932,000 | +5.6% | 81,900,000 | +0.7% | 15.06% | +8.9% | |
| Sell | ROYAL BK OF SCOTLAND PLCdebt 7.500%12/3 | $42,613,000 | -2.8% | 46,800,000 | -2.1% | 7.47% | +0.2% | |
| Sell | ING GROEP N Vdbcv 6.500%12/3 | $33,866,000 | -5.5% | 34,750,000 | -11.1% | 5.94% | -2.6% | |
| ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $32,030,000 | +0.1% | 34,200,000 | 0.0% | 5.62% | +3.1% | ||
| SOCIETE GENERALEdebt 8.250%12/3 | $31,175,000 | +2.6% | 30,590,000 | 0.0% | 5.46% | +5.7% | ||
| Buy | BARCLAYS PLCnote 8.250%12/3 | $28,976,000 | +11.9% | 28,800,000 | +9.1% | 5.08% | +15.3% | |
| AMZN | New | AMAZON COM INCput | $17,835,000 | – | 21,300 | +100.0% | 3.13% | – |
| PENNYMAC CORPnote 5.375% 5/0 | $16,275,000 | +2.7% | 16,997,000 | 0.0% | 2.85% | +5.8% | ||
| C | Buy | CITIGROUP INC | $14,288,000 | +23.6% | 302,518 | +10.9% | 2.50% | +27.4% |
| WFC | Buy | WELLS FARGO & CO NEW | $13,273,000 | +81.1% | 299,750 | +93.6% | 2.33% | +86.6% |
| XLF | New | SELECT SECTOR SPDR TRput | $12,786,000 | – | 662,500 | +100.0% | 2.24% | – |
| BAC | Buy | BANK AMER CORP | $11,488,000 | +18.3% | 734,088 | +0.3% | 2.01% | +21.9% |
| Sell | BARCLAYS PLCprfd 6.625%12/3 | $10,586,000 | -2.3% | 11,500,000 | -5.0% | 1.86% | +0.7% | |
| RBSPRSCL | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $9,552,000 | +0.8% | 378,313 | 0.0% | 1.68% | +3.9% | |
| EEM | New | ISHARES TRput | $8,501,000 | – | 227,000 | +100.0% | 1.49% | – |
| KKR | Sell | KKR & CO L P DEL | $8,017,000 | -37.1% | 562,220 | -45.6% | 1.40% | -35.2% |
| FIG | Buy | FORTRESS INVESTMENT GROUP LLcl a | $6,767,000 | +18.4% | 1,369,890 | +6.0% | 1.19% | +22.0% |
| VOYA | Buy | VOYA FINL INC | $6,296,000 | +65.0% | 218,450 | +41.8% | 1.10% | +70.1% |
| Sell | ING GROEP N Vdbcv 6.000%12/3 | $5,122,000 | -33.7% | 5,250,000 | -36.4% | 0.90% | -31.7% | |
| PRU | Sell | PRUDENTIAL FINL INC | $5,067,000 | -21.5% | 62,060 | -31.4% | 0.89% | -19.2% |
| CG | Sell | CARLYLE GROUP L P | $4,693,000 | -27.8% | 301,381 | -24.7% | 0.82% | -25.5% |
| KEY | Buy | KEYCORP NEW | $4,399,000 | +190.7% | 361,500 | +164.0% | 0.77% | +200.0% |
| BX | Sell | BLACKSTONE GROUP L P | $4,373,000 | -26.8% | 171,300 | -29.7% | 0.77% | -24.6% |
| KRE | New | SPDR SERIES TRUSTcall | $4,227,000 | – | 100,000 | +100.0% | 0.74% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $4,003,000 | -29.2% | 55,733 | -37.4% | 0.70% | -27.0% |
| JPM | New | JPMORGAN CHASE & COput | $3,995,000 | – | 60,000 | +100.0% | 0.70% | – |
| PNC | Buy | PNC FINL SVCS GROUP INC | $3,950,000 | +126.8% | 43,850 | +104.9% | 0.69% | +133.8% |
| MET | Sell | METLIFE INC | $3,947,000 | -51.1% | 88,830 | -56.1% | 0.69% | -49.6% |
| RY | New | ROYAL BK CDA MONTREAL QUEput | $3,095,000 | – | 50,000 | +100.0% | 0.54% | – |
| LAZ | Sell | LAZARD LTD | $2,999,000 | -56.5% | 82,492 | -64.4% | 0.53% | -55.2% |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $2,993,000 | – | 70,800 | +100.0% | 0.52% | – |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $2,963,000 | +0.3% | 300,550 | -9.0% | 0.52% | +3.4% |
| FITB | Sell | FIFTH THIRD BANCORP | $2,956,000 | -43.7% | 144,463 | -51.6% | 0.52% | -42.0% |
| MTG | Sell | MGIC INVT CORP WIS | $2,394,000 | +0.1% | 299,200 | -25.6% | 0.42% | +3.2% |
| QQQ | New | POWERSHARES QQQ TRUSTput | $2,018,000 | – | 17,000 | +100.0% | 0.35% | – |
| MFC | Sell | MANULIFE FINL CORP | $1,980,000 | -23.6% | 140,408 | -25.9% | 0.35% | -21.3% |
| BAC | Sell | BANK AMER CORPcall | $1,956,000 | -37.5% | 125,000 | -47.0% | 0.34% | -35.6% |
| ING | New | ING GROEP N Vsponsored adr | $1,832,000 | – | 148,500 | +100.0% | 0.32% | – |
| MET | Sell | METLIFE INCcall | $1,777,000 | -53.6% | 40,000 | -58.4% | 0.31% | -52.1% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,562,000 | -4.6% | 63,200 | -22.9% | 0.27% | -1.8% |
| MTB | New | M & T BK CORP | $1,496,000 | – | 12,883 | +100.0% | 0.26% | – |
| RF | New | REGIONS FINL CORP NEW | $1,477,000 | – | 149,600 | +100.0% | 0.26% | – |
| SAN | New | BANCO SANTANDER SAadr | $1,251,000 | – | 283,600 | +100.0% | 0.22% | – |
| RDN | Sell | RADIAN GROUP INC | $1,215,000 | -10.8% | 89,694 | -31.4% | 0.21% | -8.2% |
| LEN | New | LENNAR CORPcl a | $1,029,000 | – | 24,300 | +100.0% | 0.18% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $869,000 | -79.5% | 13,049 | -80.8% | 0.15% | -78.9% |
| TWTR | New | TWITTER INCcall | $864,000 | – | 37,500 | +100.0% | 0.15% | – |
| FNB | New | FNB CORP PA | $788,000 | – | 64,100 | +100.0% | 0.14% | – |
| CAA | New | CALATLANTIC GROUP INC | $742,000 | – | 22,200 | +100.0% | 0.13% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $698,000 | – | 16,300 | +100.0% | 0.12% | – |
| EUFN | New | ISHARESmsci euro fl etf | $686,000 | – | 40,000 | +100.0% | 0.12% | – |
| SBCF | New | SEACOAST BKG CORP FLA | $676,000 | – | 42,000 | +100.0% | 0.12% | – |
| TOL | New | TOLL BROTHERS INC | $543,000 | – | 18,200 | +100.0% | 0.10% | – |
| DHI | New | D R HORTON INC | $536,000 | – | 17,750 | +100.0% | 0.09% | – |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $521,000 | -46.3% | 3,600 | -47.8% | 0.09% | -44.8% |
| ALLY | New | ALLY FINL INC | $496,000 | – | 25,500 | +100.0% | 0.09% | – |
| SWKS | New | SKYWORKS SOLUTIONS INCput | $495,000 | – | 6,500 | +100.0% | 0.09% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $451,000 | – | 24,300 | +100.0% | 0.08% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $442,000 | – | 11,500 | +100.0% | 0.08% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $403,000 | -85.5% | 2,500 | -86.6% | 0.07% | -85.0% |
| BACWSA | Sell | BANK AMER CORP*w exp 01/16/201 | $392,000 | -51.7% | 84,800 | -63.6% | 0.07% | -50.0% |
| SC | New | SANTANDER CONSUMER USA HDG I | $348,000 | – | 28,650 | +100.0% | 0.06% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -11,250 | -100.0% | -0.05% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -5,800 | -100.0% | -0.05% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INCcl a | $0 | – | -36,200 | -100.0% | -0.08% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -5,600 | -100.0% | -0.09% | – |
| RBSPRRCL | Exit | ROYAL BK SCOTLAND GROUP PLC | $0 | – | -25,000 | -100.0% | -0.11% | – |
| BCS | Exit | BARCLAYS PLCcall | $0 | – | -85,500 | -100.0% | -0.11% | – |
| XLP | Exit | SELECT SECTOR SPDR TRput | $0 | – | -12,500 | -100.0% | -0.12% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -19,600 | -100.0% | -0.13% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -23,700 | -100.0% | -0.16% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -45,175 | -100.0% | -0.16% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -38,700 | -100.0% | -0.26% | – |
| KKR | Exit | KKR & CO L P DELcall | $0 | – | -122,000 | -100.0% | -0.26% | – |
| ANH | Exit | ANWORTH MORTGAGE ASSET CP | $0 | – | -340,987 | -100.0% | -0.27% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -116,222 | -100.0% | -0.32% | – |
| RDN | Exit | RADIAN GROUP INCcall | $0 | – | -200,000 | -100.0% | -0.36% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELput | $0 | – | -15,000 | -100.0% | -0.37% | – |
| LNC | Exit | LINCOLN NATL CORP INDcall | $0 | – | -57,000 | -100.0% | -0.38% | – |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -100,000 | -100.0% | -0.39% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -57,000 | -100.0% | -0.41% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -91,877 | -100.0% | -0.43% | – |
| NLY | Exit | ANNALY CAP MGMT INCput | $0 | – | -237,500 | -100.0% | -0.45% | – |
| RBSPRTCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref t | $0 | – | -131,000 | -100.0% | -0.56% | – |
| WFC | Exit | WELLS FARGO & CO NEWcall | $0 | – | -70,000 | -100.0% | -0.56% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -144,700 | -100.0% | -0.64% | – |
| PRU | Exit | PRUDENTIAL FINL INCcall | $0 | – | -75,000 | -100.0% | -0.91% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -46,500 | -100.0% | -0.91% | – |
| IYR | Exit | ISHARES TRput | $0 | – | -120,000 | -100.0% | -1.68% | – |
| Exit | STANDARD CHARTERED PLCdebt 6.500%12/2 | $0 | – | -16,650,000 | -100.0% | -2.60% | – | |
| CM | Exit | CDN IMPERIAL BK COMM TORONTOput | $0 | – | -281,000 | -100.0% | -3.59% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -857,000 | -100.0% | -12.35% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| METLIFE INC | 16 | Q1 2017 | 7.7% |
| CITIGROUP INC | 16 | Q1 2017 | 8.6% |
| CARLYLE GROUP L P | 16 | Q1 2017 | 8.6% |
| ROYAL BK SCOTLAND GROUP PLC | 16 | Q1 2017 | 6.7% |
| CAPITAL ONE FINL CORP | 16 | Q1 2017 | 1.5% |
| PRUDENTIAL FINL INC | 15 | Q4 2016 | 7.6% |
| JPMORGAN CHASE & CO | 15 | Q1 2017 | 7.1% |
| KKR & CO L P DEL | 15 | Q4 2016 | 6.5% |
| BLACKSTONE GROUP L P | 15 | Q1 2017 | 2.4% |
| BANK OF AMERICA CORPORATION | 14 | Q1 2017 | 4.7% |
View Algebris Investments (UK) LLP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| WEBSTER FINANCIAL CORP | January 27, 2010 | 1,634,000 | 2.1% |
View Algebris Investments (UK) LLP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2018-02-09 |
| 13F-HR | 2017-11-13 |
| 13F-HR | 2017-08-04 |
| 13F-HR | 2017-05-11 |
| 13F-HR | 2017-02-10 |
| 13F-HR | 2016-11-14 |
| 13F-HR | 2016-08-15 |
| 13F-HR | 2016-05-12 |
| 13F-HR | 2016-02-11 |
| 13F-HR | 2015-11-20 |
View Algebris Investments (UK) LLP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.