ALGEBRIS (UK) LTD Q1 2018 Filing

Filed May 2, 2018

Portfolio Value

$1.1T

Holdings

51

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (51 positions)

#StockSharesValue% PortfolioType
1
NVDANVIDIA CORP
500,000$115.8B10.88%Put
2
POWERSHARES QQQ TRUST
635,000$101.7B9.56%Put
3
WFC 7.5 PERP LWELLS FARGO CO NEW
65,624$84.7B7.96%
4
PRUPRUDENTIAL FINL INC
537,717$55.7B5.23%Call
5
EEMISHARES TR
925,000$44.7B4.20%Put
6
BXUSDBLACKSTONE GROUP L P
1,359,972$43.5B4.08%
7
HYGISHARES TR
450,000$38.5B3.62%Put
8
RYROYAL BK CDA MONTREAL QUE
480,000$37.1B3.49%Put
9
PENNYMAC CORP
36,757,000$36.8B3.46%
10
KKR & CO L P DEL
1,804,910$36.6B3.44%
11
AIGAMERICAN INTL GROUP INC
591,272$32.2B3.02%
12
WFCWELLS FARGO CO NEW
610,210$32.0B3.01%
13
TRVCCITIGROUP INC
454,234$30.7B2.88%Call
14
DFSEURDISCOVER FINL SVCS
325,765$23.4B2.20%
15
VOYAVOYA FINL INC
441,919$22.3B2.10%
16
APOAPOLLO GLOBAL MGMT LLC
723,272$21.4B2.01%
17
COFCAPITAL ONE FINL CORP
218,975$21.0B1.97%
18
USBUS BANCORP DEL
390,912$19.7B1.86%
19
UNMUNUM GROUP
401,161$19.1B1.80%
20
PG4PRINCIPAL FINL GROUP INC
310,000$18.9B1.77%
21
ISBCUSDINVESTORS BANCORP INC NEW
1,169,073$15.9B1.50%
22
LNCLINCOLN NATL CORP IND
217,237$15.9B1.49%
23
SPYSPDR S&P 500 ETF TR
60,000$15.8B1.48%Put
24
CGCARLYLE GROUP L P
635,600$13.6B1.28%
25
METMETLIFE INC
272,090$12.5B1.17%
26
SPGIS&P GLOBAL INC
60,000$11.5B1.08%Put
27
PACWUSDPACWEST BANCORP DEL
222,210$11.0B1.03%
28
IBNICICI BK LTD
1,162,798$10.3B0.97%
29
ATHENE HLDG LTD
214,900$10.3B0.97%
30
CMACOMERICA INC
100,000$9.6B0.90%Put
31
LVLNSPDR SERIES TRUST
150,000$9.1B0.85%Put
32
TMKTORCHMARK CORP
100,000$8.4B0.79%Put
33
TROWPRICE T ROWE GROUP INC
75,000$8.1B0.76%Put
34
KIMKIMCO RLTY CORP
558,694$8.0B0.76%
35
BRXBRIXMOR PPTY GROUP INC
526,474$8.0B0.75%
36
XYZSQUARE INC
121,000$6.0B0.56%Put
37
PMTPENNYMAC MTG INVT TR
227,000$5.8B0.54%
38
FT2FIRST HORIZON NATL CORP
297,671$5.6B0.53%
39
OCH ZIFF CAP MGMT GROUP
2,055,800$5.5B0.52%
40
ARCCARES CAP CORP
323,000$5.1B0.48%
41
STWDSTARWOOD PPTY TR INC
209,326$4.4B0.41%
42
MAAMID AMER APT CMNTYS INC
47,056$4.3B0.40%
43
TSLATESLA INC
15,000$4.0B0.38%Put
44
CPTCAMDEN PPTY TR
42,800$3.6B0.34%
45
AELUSDAMERICAN EQTY INVT LIFE HLD
107,209$3.1B0.30%
46
FMBIUSDFIRST MIDWEST BANCORP DEL
115,700$2.8B0.27%
47
IBERIABANK CORP
33,050$2.6B0.24%
48
OCFCOCEANFIRST FINL CORP
91,500$2.4B0.23%
49
ITUBITAU UNIBANCO HLDG SA
150,000$2.3B0.22%Put
50
OMFONEMAIN HLDGS INC
56,925$1.7B0.16%
51
ECPGENCORE CAP GROUP INC
23,150$1.0B0.10%