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Algebris Investments (UK) LLP

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13F filer, CIK 1426665, London, United Kingdom

Algebris Investments (UK) LLP reported $272,857,000 across 51 holdings for the quarter ended 2016-03-31, in a 13F-HR filed 2016-05-12. Its ten largest share positions make up 60.57% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001426665-16-000013

Period
2016-03-31
Reported value
$273M
Holdings
51
Top 10 weight
60.57%
New
18
Sold out
24

Largest buys vs the previous quarter

SecurityShares changeApprox. value
BACadded+734,550$9.93M
VOYAnew+234,950$6.99M
Cadded+141,880$5.92M
KEYnew+501,400$5.54M
JPMadded+72,500$4.29M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
USBreduced-165,830-$6.73M
Apollo Global Managementexited-369,159-$5.6M
AMERICAN CAPITAL AGENCY CORPreduced-268,950-$5.01M
CARLYLE GROUP L Preduced-201,621-$3.4M
FHIexited-109,800-$3.15M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q1 2016

Share positions as resolved from 13F-HR 0001426665-16-000013, largest first. % of portfolio is the value over $237,470,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
CARLYLE GROUP L PCARLYLE GROUP L PQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 919,306 shares 919,306$15.5M6.53%-201,621
KKR & CO LPKKR & CO LPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 1,035,270 shares 1,035,270$15.2M6.4%-112,050
BACBANK OF AMER CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 892,738 shares 892,738$12.1M5.08%+734,550Timeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 288,668 shares 288,668$12.1M5.08%+141,880Timeline
PRUPRUDENTIAL FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 145,545 shares 145,545$10.5M4.43%-880Timeline
METMETLIFE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 230,010 shares 230,010$10.1M4.26%-14,000Timeline
ROYAL BANK SCOTLAND GRP PLC…ROYAL BANK SCOTLAND GRP PLC 6.6% …Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 394,204 shares 394,204$9.81M4.13%+158,429
DISCOVER FINANCIAL SERVICESDISCOVER FINANCIAL SERVICESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 176,055 shares 176,055$8.96M3.78%-27,865
JPMJPMORGAN CHASE & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 132,549 shares 132,549$7.85M3.31%+72,500Timeline
WFCWELLS FARGO & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 156,670 shares 156,670$7.58M3.19%+8,820Timeline
VOYAVOYA FINANCIAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 234,950 shares 234,950$6.99M2.95%newTimeline
FORTRESS INVT GROUP LLC CL AFORTRESS INVT GROUP LLC CL AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 1,260,940 shares 1,260,940$6.03M2.54%-140,900
KEYKEYCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 501,400 shares 501,400$5.54M2.33%newTimeline
FITBFIFTH THIRD BANCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 277,063 shares 277,063$4.62M1.95%+142,050Timeline
HBANHUNTINGTON BANCSHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 449,000 shares 449,000$4.28M1.8%newTimeline
USBUS BANCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 90,700 shares 90,700$3.68M1.55%-165,830Timeline
STWDSTARWOOD PPTY TR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 184,525 shares 184,525$3.49M1.47%-62,000Timeline
BXMTBLACKSTONE MORTGAGE TRUST INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 126,577 shares 126,577$3.4M1.43%-61,500Timeline
ROYAL BANK OF SCOTLAND GROU…ROYAL BANK OF SCOTLAND GROUP PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 131,000 shares 131,000$3.33M1.4%+81,000
LNCLINCOLN NATL CORP INDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 79,800 shares 79,800$3.13M1.32%newTimeline
AMPAMERIPRISE FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 31,600 shares 31,600$2.97M1.25%newTimeline
BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THEQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 103,000 shares 103,000$2.89M1.22%+73,900
MSMORGAN STANLEYQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 99,950 shares 99,950$2.5M1.05%newTimeline
COFCAPITAL ONE FINL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 32,709 shares 32,709$2.27M0.95%-3,300Timeline
KBESPDR SERIES TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 70,125 shares 70,125$2.13M0.9%newTimeline
CFGCITIZENS FINL GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 87,100 shares 87,100$1.82M0.77%newTimeline
IVZINVESCO LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 58,750 shares 58,750$1.81M0.76%-80,700Timeline
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 66,100 shares 66,100$1.23M0.52%-268,950
OCH ZIFF CAP MGMT GROUP CL AOCH ZIFF CAP MGMT GROUP CL AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 240,250 shares 240,250$1.04M0.44%-146,750
ALLYALLY FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 51,100 shares 51,100$957K0.4%-38,550Timeline
GSGOLDMAN SACHS GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 5,200 shares 5,200$816K0.34%newTimeline
AMERICAN CAP MTG INVT CORPAMERICAN CAP MTG INVT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 55,300 shares 55,300$812K0.34%-43,400
CMACOMERICA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 19,435 shares 19,435$736K0.31%-44,050Timeline
ROYAL BK SCOTLAND GROUP PLCROYAL BK SCOTLAND GROUP PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 25,000 shares 25,000$611K0.26%0
BNYBANK OF NY MELLON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 15,900 shares 15,900$586K0.25%-29,490Timeline
STTSTATE STR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 6,800 shares 6,800$398K0.17%-14,350Timeline
HTGCHERCULES CAPITAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 32,112 shares 32,112$386K0.16%-150,719Timeline
WP GLIMCHER INWP GLIMCHER INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 40,100 shares 40,100$381K0.16%-88,850
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 55,200 shares 55,200$215K0.09%new
TWITTER INCTWITTER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q2: restricted; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 11,500 shares 11,500$190K0.08%new

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
IYRISHARES TR U.S. REAL ES ETFput128,000$9.97Mnew
BRK-BBERKSHIRE HATHAWAY INC DEL COMput50,000$7.09Mnew
JPMJPMORGAN CHASE & CO COMcall101,300$6Mnew
RYROYAL BK CDA Stockput80,000$4.6Mnew
CCITIGROUP INC COMcall100,000$4.17Mnew
XLFSELECT SECTOR SPDR TR SHSput100,000$2.25Mnew
PFGPRINCIPAL FINANCIAL GROUP IN Stockcall27,500$1.08Mnew
OCH ZIFF CAP MGMT GROUP CL AOCH ZIFF CAP MGMT GROUP CL A COMcall50,000$217K0

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
ING GROEP N VING GROEP N V DBCV 6.500%12/2principal37,100,000$34.2M+15,000,000
PENNYMAC CORPPENNYMAC CORP NOTE 5.375% 5/0principal16,997,000$15.1M+997,000
ING GROEP N VING GROEP N V DBCV 6.000%12/2principal9,750,000$9.18M-2,000,000

Sold out in Q1 2016

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
TLTISHARES TR178,800$21.6Mcall
XLFSELECT SECTOR SPDR TR630,000$15Mcall
Apollo Global ManagementApollo Global Management369,159$5.6Mshares
FHIFEDERATED HERMES INC109,800$3.15Mshares
SPYSTATE STR SPDR S&P 500 ETF T15,000$3.06Mput
RLJRLJ LODGING TR94,773$2.05Mshares
CBL & ASSOCIATES PROPERTIES…CBL & ASSOCIATES PROPERTIES IN145,050$1.79Mshares
WRBBERKLEY W R CORP30,000$1.64Mcall
KKR & CO LPKKR & CO LP100,000$1.56Mcall
MCOMOODYS CORP15,000$1.5Mput
BENFRANKLIN TEMPLETON INC40,000$1.47Mcall
LXPLXP INDUSTRIAL TRUST176,950$1.42Mshares
CMACOMERICA INC30,000$1.25Mcall
WRBBERKLEY W R CORP20,800$1.14Mshares
SLVISHARES SILVER TR80,400$1.06Mcall
METMETLIFE INC20,000$964Kcall
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF50,000$686Kcall
TROWPRICE T ROWE GROUP INC8,700$622Kshares
FORTRESS INVT GROUP LLC CL AFORTRESS INVT GROUP LLC CL A100,000$509Kcall
SPYSTATE STR SPDR S&P 500 ETF T2,000$408Kcall
GENERAL ELEC COGENERAL ELEC CO8,300$259Kput
JMP GROUP INCJMP GROUP INC37,123$203Kshares
JPCNUVEEN PFD & INCOME OPPORTUN19,363$177Kshares
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser1,119,000$10Kput

How Q1 2016 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001426665-16-000013 base2016-05-12acceptance time not in the bulk data set