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Algebris Investments (UK) LLP

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13F filer, CIK 1426665, London, United Kingdom

Algebris Investments (UK) LLP reported $587,768,000 across 66 holdings for the quarter ended 2016-06-30, in a 13F-HR filed 2016-08-15. Its ten largest share positions make up 68.24% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001426665-16-000015

Period
2016-06-30
Reported value
$588M
Holdings
66
Top 10 weight
68.24%
New
31
Sold out
16

Largest buys vs the previous quarter

SecurityShares changeApprox. value
LAZARD LTD-CLASS Anew+231,621$6.9M
COFadded+56,344$3.58M
BLACKSTONE GROUP LP/THEadded+140,600$3.45M
MFCnew+189,440$2.59M
MTGnew+401,900$2.39M

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
DISCOVER FINANCIAL SERVICESreduced-170,255-$9.13M
CARLYLE GROUP L Preduced-518,994-$8.42M
KEYreduced-364,450-$4.03M
JPMreduced-64,500-$4.01M
PRUreduced-55,035-$3.93M

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, Q2 2016

Share positions as resolved from 13F-HR 0001426665-16-000015, largest first. % of portfolio is the value over $446,606,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
KKR & CO LPKKR & CO LPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 1,035,270 shares; 2016Q2: 1,032,870 shares 1,032,870$12.7M2.85%-2,400
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 288,668 shares; 2016Q2: 272,718 shares 272,718$11.6M2.59%-15,950Timeline
BACBANK OF AMER CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 892,738 shares; 2016Q2: 731,638 shares 731,638$9.71M2.17%-161,100Timeline
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; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 394,204 shares; 2016Q2: 378,313 shares 378,313$9.47M2.12%-15,891
METMETLIFE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 230,010 shares; 2016Q2: 202,575 shares 202,575$8.07M1.81%-27,435Timeline
WFCWELLS FARGO & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 156,670 shares; 2016Q2: 154,850 shares 154,850$7.33M1.64%-1,820Timeline
LAZARD LTD-CLASS ALAZARD LTD-CLASS AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 231,621 shares 231,621$6.9M1.54%new
CARLYLE GROUP L PCARLYLE GROUP L PQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 919,306 shares; 2016Q2: 400,312 shares 400,312$6.5M1.45%-518,994
PRUPRUDENTIAL FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 145,545 shares; 2016Q2: 90,510 shares 90,510$6.46M1.45%-55,035Timeline
BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THEQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 103,000 shares; 2016Q2: 243,600 shares 243,600$5.98M1.34%+140,600
FORTRESS INVT GROUP LLC CL AFORTRESS INVT GROUP LLC CL AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 1,260,940 shares; 2016Q2: 1,292,790 shares 1,292,790$5.71M1.28%+31,850
COFCAPITAL ONE FINL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 32,709 shares; 2016Q2: 89,053 shares 89,053$5.66M1.27%+56,344Timeline
FITBFIFTH THIRD BANCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 277,063 shares; 2016Q2: 298,363 shares 298,363$5.25M1.18%+21,300Timeline
JPMJPMORGAN CHASE & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 132,549 shares; 2016Q2: 68,049 shares 68,049$4.23M0.95%-64,500Timeline
VOYAVOYA FINANCIAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 234,950 shares; 2016Q2: 154,100 shares 154,100$3.82M0.85%-80,850Timeline
MSMORGAN STANLEYQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 99,950 shares; 2016Q2: 144,700 shares 144,700$3.76M0.84%+44,750Timeline
ROYAL BANK OF SCOTLAND GROU…ROYAL BANK OF SCOTLAND GROUP PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 131,000 shares; 2016Q2: 131,000 shares 131,000$3.3M0.74%0
HBANHUNTINGTON BANCSHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 449,000 shares; 2016Q2: 330,350 shares 330,350$2.95M0.66%-118,650Timeline
GSGOLDMAN SACHS GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 5,200 shares; 2016Q2: 18,690 shares 18,690$2.78M0.62%+13,490Timeline
MFCMANULIFE FINL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 189,440 shares 189,440$2.59M0.58%newTimeline
BXMTBLACKSTONE MORTGAGE TRUST INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 126,577 shares; 2016Q2: 91,877 shares 91,877$2.54M0.57%-34,700Timeline
MTGMGIC INVT CORP WISQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 401,900 shares 401,900$2.39M0.54%newTimeline
PMTPENNYMAC MTG INVT TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 116,222 shares 116,222$1.89M0.42%newTimeline
PNCPNC FINL SVCS GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 21,400 shares 21,400$1.74M0.39%newTimeline
CFGCITIZENS FINL GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 87,100 shares; 2016Q2: 82,000 shares 82,000$1.64M0.37%-5,100Timeline
ANWORTH MORTGAGE ASSET CPANWORTH MORTGAGE ASSET CPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 340,987 shares 340,987$1.6M0.36%new
KEYKEYCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 501,400 shares; 2016Q2: 136,950 shares 136,950$1.51M0.34%-364,450Timeline
LNCLINCOLN NATL CORP INDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 79,800 shares; 2016Q2: 38,700 shares 38,700$1.5M0.34%-41,100Timeline
RDNRADIAN GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 130,700 shares 130,700$1.36M0.3%newTimeline
AMGAFFILIATED MANAGERS GROUPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 6,900 shares 6,900$971K0.22%newTimeline
STWDSTARWOOD PPTY TR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 184,525 shares; 2016Q2: 45,175 shares 45,175$936K0.21%-139,350Timeline
BNYBANK OF NY MELLON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 15,900 shares; 2016Q2: 23,700 shares 23,700$921K0.21%+7,800Timeline
BANK OF AMERICA CORPORATIONBANK OF AMERICA CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 55,200 shares; 2016Q2: 233,200 shares 233,200$812K0.18%+178,000
USBUS BANCORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 90,700 shares; 2016Q2: 19,600 shares 19,600$790K0.18%-71,100Timeline
ROYAL BK SCOTLAND GROUP PLCROYAL BK SCOTLAND GROUP PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 25,000 shares; 2016Q2: 25,000 shares 25,000$628K0.14%0
JLLJONES LANG LASALLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 5,600 shares 5,600$546K0.12%newTimeline
PENNYMAC FINANCIAL SERVICE-APENNYMAC FINANCIAL SERVICE-AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: not reported; 2016Q2: 36,200 shares 36,200$452K0.1%new
DISCOVER FINANCIAL SERVICESDISCOVER FINANCIAL SERVICESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 176,055 shares; 2016Q2: 5,800 shares 5,800$311K0.07%-170,255
IVZINVESCO LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q3: restricted; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: 58,750 shares; 2016Q2: 11,250 shares 11,250$287K0.06%-47,500Timeline

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
HYGISHARES TR IBOXX HI YD ETFput857,000$72.6Mnew
CMCANADIAN IMPERIAL BANK OF CO Stockput281,000$21.1Mnew
IYRISHARES TR U.S. REAL ES ETFput120,000$9.88M-8,000
PRUPRUDENTIAL FINL INC Stockcall75,000$5.35Mnew
IWMISHARES TR SHSput46,500$5.35Mnew
METMETLIFE INC Stockcall96,100$3.83Mnew
WFCWELLS FARGO & CO COMcall70,000$3.31Mnew
BACBANK OF AMER CORP COMcall236,000$3.13Mnew
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENT COMput237,500$2.63Mnew
CCITIGROUP INC COMcall57,000$2.42M-43,000
XLFSELECT SECTOR SPDR TR SHScall100,000$2.29Mnew
LNCLINCOLN NATL CORP IND Stockcall57,000$2.21Mnew
BRK-BBERKSHIRE HATHAWAY INC DEL COMput15,000$2.17M-35,000
RDNRADIAN GROUP INC Stockcall200,000$2.08Mnew
KKR & CO LPKKR & CO LP COMMON STOCKcall122,000$1.5Mnew
XLPSELECT SECTOR SPDR TR STATE STREET CONput12,500$689Knew
BCSBARCLAYS PLC ADRcall85,500$650Knew

Principal amounts

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

SecurityTypeAmountValueChange
HSBC HLDGS PLCHSBC HLDGS PLC NOTE 6.875%12/3principal81,300,000$81.3Mnew
ROYAL BK OF SCOTLAND PLCROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3principal47,800,000$43.8Mnew
ING GROEP N VING GROEP N V DBCV 6.500%12/2principal39,100,000$35.8M+2,000,000
ROYAL BK OF SCOTLAND PLCROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3principal34,200,000$32Mnew
SOCIETE GENERALESOCIETE GENERALE DEBT 8.250%12/3principal30,590,000$30.4Mnew
BARCLAYS PLCBARCLAYS PLC NOTE 8.250%12/3principal26,400,000$25.9Mnew
PENNYMAC CORPPENNYMAC CORP NOTE 5.375% 5/0principal16,997,000$15.8M0
STANDARD CHARTERED PLCSTANDARD CHARTERED PLC DEBT 6.500%12/3principal16,650,000$15.3Mnew
BARCLAYS PLCBARCLAYS PLC PRFD 6.625%12/3principal12,100,000$10.8Mnew
ING GROEP N VING GROEP N V DBCV 6.000%12/2principal8,250,000$7.72M-1,500,000

Sold out in Q2 2016

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

SecurityShares beforeValue beforeType
JPMJPMORGAN CHASE & CO101,300$6Mcall
RYROYAL BK CDA80,000$4.6Mput
AMPAMERIPRISE FINL INC31,600$2.97Mshares
XLFSELECT SECTOR SPDR TR100,000$2.25Mput
KBESPDR SERIES TRUST70,125$2.13Mshares
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP66,100$1.23Mshares
PFGPRINCIPAL FINANCIAL GROUP IN27,500$1.08Mcall
OCH ZIFF CAP MGMT GROUP CL AOCH ZIFF CAP MGMT GROUP CL A240,250$1.04Mshares
ALLYALLY FINL INC51,100$957Kshares
AMERICAN CAP MTG INVT CORPAMERICAN CAP MTG INVT CORP55,300$812Kshares
CMACOMERICA INC19,435$736Kshares
STTSTATE STR CORP6,800$398Kshares
HTGCHERCULES CAPITAL INC32,112$386Kshares
WP GLIMCHER INWP GLIMCHER IN40,100$381Kshares
OCH ZIFF CAP MGMT GROUP CL AOCH ZIFF CAP MGMT GROUP CL A50,000$217Kcall
TWITTER INCTWITTER INC11,500$190Kshares

How Q2 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 0001426665-16-000015 base2016-08-15acceptance time not in the bulk data set