ALGEBRIS (UK) LTD Q2 2017 Filing
Filed August 4, 2017
Portfolio Value
$980.0B
Holdings
51
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (51 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —ROYAL BK SCOTLAND GROUP PLC | 124,150,000 | $135.4B | 13.81% | |
| 2 | —POWERSHARES QQQ TRUST | 484,000 | $66.6B | 6.80% | Put |
| 3 | —HSBC HLDGS PLC | 59,000,000 | $64.0B | 6.53% | |
| 4 | —HSBC HLDGS PLC | 59,500,000 | $61.6B | 6.28% | |
| 5 | NWG V7.5 PERP *..ROYAL BK OF SCOTLAND PLC | 46,800,000 | $48.4B | 4.94% | |
| 6 | WFCWELLS FARGO CO NEW | 703,310 | $39.0B | 3.98% | |
| 7 | —ROYAL BK OF SCOTLAND PLC | 34,200,000 | $37.2B | 3.80% | |
| 8 | DFSEURDISCOVER FINL SVCS | 585,100 | $36.4B | 3.71% | Call |
| 9 | TRVCCITIGROUP INC | 440,079 | $29.4B | 3.00% | |
| 10 | BACBANK AMER CORP | 1,197,388 | $29.0B | 2.96% | Call |
| 11 | INTNED V6.5 PERPING GROEP N V | 27,300,000 | $28.7B | 2.93% | |
| 12 | EWYISHARES | 400,000 | $27.1B | 2.77% | Put |
| 13 | IYRISHARES TR | 340,000 | $27.1B | 2.77% | Put |
| 14 | —PENNYMAC CORP | 26,997,000 | $26.8B | 2.74% | |
| 15 | BXUSDBLACKSTONE GROUP L P | 766,200 | $25.6B | 2.61% | Call |
| 16 | VOYAVOYA FINL INC | 625,125 | $23.1B | 2.35% | |
| 17 | ETRAE TRADE FINANCIAL CORP | 537,845 | $20.5B | 2.09% | |
| 18 | WFC 7.5 PERP LWELLS FARGO CO NEW | 15,300 | $20.1B | 2.05% | |
| 19 | HBANHUNTINGTON BANCSHARES INC | 1,178,217 | $15.9B | 1.63% | |
| 20 | FITBFIFTH THIRD BANCORP | 609,101 | $15.8B | 1.61% | |
| 21 | —BARCLAYS PLC | 15,045,000 | $15.4B | 1.57% | |
| 22 | JPMJPMORGAN CHASE & CO | 156,050 | $14.3B | 1.46% | Call |
| 23 | —DEUTSCHE BANK A G | 13,200,000 | $13.6B | 1.39% | |
| 24 | XLFSELECT SECTOR SPDR TR | 500,000 | $12.3B | 1.26% | Put |
| 25 | BBTUSDBB&T CORP | 223,889 | $10.2B | 1.04% | |
| 26 | —SOCIETE GENERALE | 9,490,000 | $10.1B | 1.03% | |
| 27 | —ENCORE CAP GROUP INC | 9,526,000 | $9.1B | 0.92% | |
| 28 | —HSBC HLDGS PLC | 8,600,000 | $9.0B | 0.92% | |
| 29 | SCSANTANDER CONSUMER USA HDG I | 677,046 | $8.6B | 0.88% | |
| 30 | MTGMGIC INVT CORP WIS | 691,200 | $7.7B | 0.79% | |
| 31 | —ROYAL BK SCOTLAND GROUP PLC | 296,016 | $7.7B | 0.78% | |
| 32 | BRXBRIXMOR PPTY GROUP INC | 381,540 | $6.8B | 0.70% | |
| 33 | KIMKIMCO RLTY CORP | 336,075 | $6.2B | 0.63% | |
| 34 | RYROYAL BK CDA MONTREAL QUE | 84,000 | $6.1B | 0.62% | Put |
| 35 | COFCAPITAL ONE FINL CORP | 68,050 | $5.6B | 0.57% | |
| 36 | RFREGIONS FINL CORP NEW | 382,650 | $5.6B | 0.57% | |
| 37 | —ELLIE MAE INC | 50,000 | $5.5B | 0.56% | Put |
| 38 | CGCARLYLE GROUP L P | 275,247 | $5.4B | 0.55% | |
| 39 | —BNP PARIBAS | 5,000,000 | $5.3B | 0.54% | |
| 40 | METMETLIFE INC | 93,530 | $5.1B | 0.52% | |
| 41 | LVLNSPDR SERIES TRUST | 83,550 | $4.6B | 0.47% | |
| 42 | MACMACERICH CO | 67,950 | $3.9B | 0.40% | |
| 43 | LAZLAZARD LTD | 84,050 | $3.9B | 0.40% | |
| 44 | LNCLINCOLN NATL CORP IND | 56,500 | $3.8B | 0.39% | |
| 45 | GSGOLDMAN SACHS GROUP INC | 16,750 | $3.7B | 0.38% | Call |
| 46 | NLYEURANNALY CAP MGMT INC | 250,000 | $3.0B | 0.31% | Put |
| 47 | —KKR & CO L P DEL | 129,450 | $2.4B | 0.25% | |
| 48 | INTNED V6 PERPING GROEP N V | 2,250,000 | $2.3B | 0.24% | |
| 49 | FNBFNB CORP PA | 160,900 | $2.3B | 0.23% | |
| 50 | TSLATESLA INC | 5,000 | $1.8B | 0.18% | Put |
| 51 | —OCH ZIFF CAP MGMT GROUP | 395,700 | $1.0B | 0.10% |