ALGEBRIS INVESTMENTS (UK) LLP Information

7 CLIFFORD STREET, LONDON, , W1S 2FT, (40207) 851-1740

Report Date: 12/31/2013

Position Statistics

Total Positions 61
New Positions 20
Increased Positions 40
Decreased Positions 17
Positions with Activity 57
Sold Out Positions 7
Total Mkt Value (in $ millions) 91

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 76.14%
Healthcare
Services 23.62%
Technology
Transportation
Utilities

61 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
METLIFE INC COM 10,887 2,821 34.98 212,630
JPMORGAN CHASE & CO COM 8,330 4,050 94.65 150,850
CITIGROUP INC COM NEW 7,759 1,630 26.59 160,903
CAMDEN PPTY TR SH BEN INT 5,799 5,318 1,104.23 85,500
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 5,489 New 235,775
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 4,558 New 200,000
NUVEEN PFD INCOME OPPRTNY FD COM 2,444 1,293 112.42 260,000
PRUDENTIAL FINL INC COM 2,120 461 27.81 26,200
ANNALY CAP MGMT INC COM 2,116 2,116 New 188,100
AMERICAN CAPITAL AGENCY CORP COM 2,092 1,407 205.43 95,600
WELLS FARGO & CO NEW COM 1,796 323 21.93 36,700
BLACKSTONE GROUP L P COM UNIT LTD 1,761 -1,799 (50.53) 56,200
TWO HBRS INVT CORP COM 1,728 316 22.37 170,100
HATTERAS FINL CORP COM 1,603 1,603 New 81,697
INVESCO LTD SHS 1,583 373 30.85 44,960
SIMON PPTY GROUP INC NEW COM 1,548 215 16.12 9,115
ARES CAP CORP COM 1,500 -128 (7.84) 87,000
BLACKSTONE MTG TR INC COM CL A 1,493 496 49.71 52,701
BANK OF AMERICA CORPORATION COM 1,365 404 42.02 84,500
HOME LN SERVICING SOLUTIONS LT ORD SHS 1,358 1,358 New 61,300