0001700286-17-000007.txt : 20170804 0001700286-17-000007.hdr.sgml : 20170804 20170804100127 ACCESSION NUMBER: 0001700286-17-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170804 DATE AS OF CHANGE: 20170804 EFFECTIVENESS DATE: 20170804 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Algebris (UK) Ltd CENTRAL INDEX KEY: 0001700286 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-18103 FILM NUMBER: 171007189 BUSINESS ADDRESS: STREET 1: 1 ST JAMESS MARKET CITY: LONDON STATE: X0 ZIP: SW1Y 4AH BUSINESS PHONE: 00442031962450 MAIL ADDRESS: STREET 1: 1 ST JAMESS MARKET CITY: LONDON STATE: X0 ZIP: SW1Y 4AH 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001700286 XXXXXXXX 06-30-2017 06-30-2017 false ALGEBRIS (UK) Ltd

1 St Jamess Market London X0 SW1Y 4AH

13F HOLDINGS REPORT 028-18103 N Peter Butler 44-20-3196-2485 /s/ Peter Butler London X0 08-04-2017 0 56 980018 false INFORMATION TABLE 2 Form13fInfoTable.xml ANNALY CAP MGMT INC COM 035710409 3013 250000 SH Put SOLE 0 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 5436 275247 SH SOLE 275247 0 0 CITIGROUP INC COM NEW 172967424 29432 440079 SH SOLE 440079 0 0 DEUTSCHE BANK A G NOTE 7.500%12/3 251525AN1 13592 13200000 PRN SOLE 13200000 0 0 DISCOVER FINL SVCS COM 254709108 30168 485100 SH SOLE 485100 0 0 DISCOVER FINL SVCS COM 254709108 6219 100000 SH Call SOLE 0 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 20454 537845 SH SOLE 537845 0 0 ELLIE MAE INC COM 28849P100 5496 50000 SH Put SOLE 0 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 9052 9526000 PRN SOLE 9526000 0 0 FNB CORP PA COM 302520101 2278 160900 SH SOLE 160900 0 0 FIFTH THIRD BANCORP COM 316773100 15812 609101 SH SOLE 609101 0 0 BB&T CORP COM 054937107 10167 223889 SH SOLE 223889 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2363 10650 SH SOLE 10650 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1354 6100 SH Call SOLE 0 0 0 HSBC HLDGS PLC DBCV 6.375%12/3 404280AS8 9021 8600000 PRN SOLE 8600000 0 0 HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 63952 59000000 PRN SOLE 59000000 0 0 HSBC HLDGS PLC NOTE 6.000%12/3 404280BL2 61563 59500000 PRN SOLE 59500000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 15929 1178217 SH SOLE 1178217 0 0 ING GROEP N V DBCV 6.000%12/3 456837AE3 2308 2250000 PRN SOLE 2250000 0 0 ING GROEP N V DBCV 6.500%12/3 456837AF0 28739 27300000 PRN SOLE 27300000 0 0 ISHARES MSCI STH KOR ETF 464286772 27124 400000 SH Put SOLE 0 0 0 ISHARES TR U.S. REAL ES ETF 464287739 27122 340000 SH Put SOLE 0 0 0 BANK AMER CORP COM 060505104 22047 908788 SH SOLE 908788 0 0 JPMORGAN CHASE & CO COM 46625H100 12389 135550 SH SOLE 135550 0 0 JPMORGAN CHASE & CO COM 46625H100 1874 20500 SH Call SOLE 0 0 0 KKR & CO L P DEL COM UNITS 48248M102 2408 129450 SH SOLE 129450 0 0 KIMCO RLTY CORP COM 49446R109 6167 336075 SH SOLE 336075 0 0 LINCOLN NATL CORP IND COM 534187109 3818 56500 SH SOLE 56500 0 0 MGIC INVT CORP WIS COM 552848103 7741 691200 SH SOLE 691200 0 0 MACERICH CO COM 554382101 3945 67950 SH SOLE 67950 0 0 METLIFE INC COM 59156R108 5139 93530 SH SOLE 93530 0 0 OCH ZIFF CAP MGMT GROUP CL A 67551U105 1013 395700 SH SOLE 395700 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 66618 484000 SH Put SOLE 0 0 0 BANK AMER CORP COM 060505104 7001 288600 SH Call SOLE 0 0 0 REGIONS FINL CORP NEW COM 7591EP100 5602 382650 SH SOLE 382650 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 6085 84000 SH Put SOLE 0 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 7664 296016 SH SOLE 296016 0 0 ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 135369 124150000 PRN SOLE 124150000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 48397 46800000 PRN SOLE 46800000 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 37214 34200000 PRN SOLE 34200000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 4591 83550 SH SOLE 83550 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 8639 677046 SH SOLE 677046 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12335 500000 SH Put SOLE 0 0 0 TESLA INC COM 88160R101 1808 5000 SH Put SOLE 0 0 0 BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 15366 15045000 PRN SOLE 15045000 0 0 WELLS FARGO CO NEW COM 949746101 38970 703310 SH SOLE 703310 0 0 WELLS FARGO CO NEW *W EXP 10/28/201 949746804 20060 15300 SH SOLE 15300 0 0 BNP PARIBAS DEBT 12/3 F1R15XK69 5312 5000000 PRN SOLE 5000000 0 0 SOCIETE GENERALE DEBT 8.250%12/3 F849BQAA2 10092 9490000 PRN SOLE 9490000 0 0 LAZARD LTD SHS A G54050102 3894 84050 SH SOLE 84050 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 23052 691200 SH SOLE 691200 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2501 75000 SH Call SOLE 0 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 6822 381540 SH SOLE 381540 0 0 CAPITAL ONE FINL CORP COM 14040H105 5622 68050 SH SOLE 68050 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 26809 26997000 PRN SOLE 26997000 0 0 VOYA FINL INC COM 929089100 23060 625125 SH SOLE 625125 0 0