ALGEBRIS (UK) LTD Q3 2017 Filing

Filed November 13, 2017

Portfolio Value

$733.0B

Holdings

50

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (50 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
730,000$108.2B14.76%Put
2
BACBANK AMER CORP
1,735,282$44.0B6.00%Call
3
POWERSHARES QQQ TRUST
300,000$43.6B5.95%Put
4
DFSEURDISCOVER FINL SVCS
650,936$42.0B5.73%Call
5
WFCWELLS FARGO CO NEW
582,560$32.1B4.38%
6
VOYAVOYA FINL INC
776,254$31.0B4.22%
7
EEMISHARES TR
690,000$30.9B4.22%Put
8
BXUSDBLACKSTONE GROUP L P
877,427$29.3B3.99%
9
HBANHUNTINGTON BANCSHARES INC
1,640,275$22.9B3.12%
10
CFGCITIZENS FINL GROUP INC
590,603$22.4B3.05%
11
ETRAE TRADE FINANCIAL CORP
486,563$21.2B2.89%Call
12
WFC 7.5 PERP LWELLS FARGO CO NEW
15,300$20.1B2.74%
13
KEYKEYCORP NEW
1,068,269$20.1B2.74%
14
KKR & CO L P DEL
917,481$18.7B2.54%
15
JPMJPMORGAN CHASE & CO
183,837$17.6B2.40%Call
16
DEUTSCHE BANK A G
16,200,000$17.1B2.33%
17
TRVCCITIGROUP INC
227,875$16.6B2.26%Call
18
AXPAMERICAN EXPRESS CO
180,000$16.3B2.22%Put
19
SCHWSCHWAB CHARLES CORP NEW
340,450$14.9B2.03%
20
BRK/BBERKSHIRE HATHAWAY INC DEL
80,000$14.7B2.00%Put
21
COFCAPITAL ONE FINL CORP
172,863$14.6B2.00%
22
RFREGIONS FINL CORP NEW
920,477$14.0B1.91%
23
METMETLIFE INC
247,490$12.9B1.75%
24
PYPLPAYPAL HLDGS INC
150,000$9.6B1.31%Put
25
TQJSIGNATURE BK NEW YORK N Y
65,450$8.4B1.14%
26
FITBFIFTH THIRD BANCORP
286,850$8.0B1.10%
27
USBUS BANCORP DEL
145,456$7.8B1.06%
28
KBESPDR SERIES TRUST
167,592$7.6B1.03%
29
LVLNSPDR SERIES TRUST
133,127$7.6B1.03%
30
SCSANTANDER CONSUMER USA HDG I
446,101$6.9B0.94%
31
RYROYAL BK CDA MONTREAL QUE
80,000$6.2B0.85%Put
32
ENCORE CAP GROUP INC
5,526,000$5.5B0.75%
33
SPGSIMON PPTY GROUP INC NEW
34,000$5.5B0.75%
34
AGNCAGNC INVT CORP
200,000$4.3B0.59%Put
35
XL GROUP LTD
100,000$3.9B0.54%Put
36
BKUBANKUNITED INC
90,801$3.2B0.44%
37
MACMACERICH CO
58,182$3.2B0.44%
38
BABOEING CO
11,000$2.8B0.38%
39
FNBFNB CORP PA
166,050$2.3B0.32%
40
PRUPRUDENTIAL FINL INC
19,950$2.1B0.29%
41
NOCNORTHROP GRUMMAN CORP
6,750$1.9B0.26%
42
RTN1USDRAYTHEON CO
10,300$1.9B0.26%
43
GDGENERAL DYNAMICS CORP
9,300$1.9B0.26%
44
LMTLOCKHEED MARTIN CORP
6,150$1.9B0.26%
45
UTXZUNITED TECHNOLOGIES CORP
15,900$1.8B0.25%
46
SEESEALED AIR CORP NEW
28,869$1.2B0.17%
47
OCH ZIFF CAP MGMT GROUP
200,000$644.0M0.09%
48
AKXANSYS INC
5,000$614.0M0.08%
49
GSGOLDMAN SACHS GROUP INC
2,500$593.0M0.08%Call
50
COTYCOTY INC
30,000$496.0M0.07%