Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $1.083B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $284M | 26.2% | $29.25 | — | COM | 63654U100 |
| — | ELLINGTON FINANCIAL LLC | 1,053,853 | $23.68M | 2.2% | $22.81 | — | COM | 288522303 |
| — | CYS INVTS INC | 2,830,000 | $23.01M | 2.1% | $8.64 | — | COM | 12673A108 |
| MET | METLIFE INC | 480,200 | $22.55M | 2.1% | $24.43 | +17.9% | COM | 59156R108 |
| PRU | PRUDENTIAL FINL INC | 285,000 | $22.23M | 2.1% | $38.68 | +21.6% | COM | 744320102 |
| MSFT | MICROSOFT CORP | 666,500 | $22.18M | 2.0% | $26.70 | +1.1% | COM | 594918104 |
| AAPL | APPLE INC | 46,000 | $21.93M | 2.0% | $13.16 | +8.5% | COM | 037833100 |
| C | CITIGROUP INC | 405,000 | $19.65M | 1.8% | $35.76 | +5.2% | COM NEW | 172967424 |
| WM | WASTE MGMT INC DEL | 459,900 | $18.97M | 1.8% | $30.75 | +4.1% | COM | 94106L109 |
| JPM | JPMORGAN CHASE & CO | 340,000 | $17.57M | 1.6% | $36.24 | +6.3% | COM | 46625H100 |
| PEP | PEPSICO INC | 215,050 | $17.1M | 1.6% | $56.00 | +1.4% | COM | 713448108 |
| KSS | KOHLS CORP | 320,000 | $16.56M | 1.5% | $49.51 | +5.5% | COM | 500255104 |
| — | VODAFONE GROUP PLC NEW | 460,000 | $16.18M | 1.5% | $28.74 | — | SPONS ADR NEW | 92857W209 |
| AMH | AMERICAN HOMES 4 RENT | 1,000,000 | $16.15M | 1.5% | $16.15 | — | CL A | 02665T306 |
| — | TWO HBRS INVT CORP | 1,625,000 | $15.78M | 1.5% | $9.93 | — | COM | 90187B101 |
| JNJ | JOHNSON & JOHNSON | 179,200 | $15.54M | 1.4% | $59.66 | +6.5% | COM | 478160104 |
| — | AMERICAN CAP MTG INVT CORP | 737,800 | $14.59M | 1.3% | $17.98 | — | COM | 02504A104 |
| — | COACH INC | 245,000 | $13.36M | 1.2% | $57.09 | — | COM | 189754104 |
| BP | BP PLC | 310,000 | $13.03M | 1.2% | $41.74 | — | SPONSORED ADR | 055622104 |
| MRK | MERCK & CO INC NEW | 271,000 | $12.9M | 1.2% | $30.02 | +3.2% | COM | 58933Y105 |
| — | KELLOGG CO | 218,850 | $12.85M | 1.2% | $38.95 | -0.3% | COM | 487836108 |
| PFE | PFIZER INC | 438,000 | $12.58M | 1.2% | $16.46 | -0.6% | COM | 717081103 |
| INTC | INTEL CORP | 529,000 | $12.13M | 1.1% | $17.18 | -1.6% | COM | 458140100 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $12.1M | 1.1% | $57.10 | +5.6% | CL A | 92345Y106 |
| — | HEWLETT PACKARD CO | 570,000 | $11.96M | 1.1% | $24.80 | — | COM | 428236103 |
| — | GENERAL ELECTRIC CO | 500,000 | $11.95M | 1.1% | $23.19 | — | COM | 369604103 |
| BAC | BANK OF AMERICA CORPORATION | 841,600 | $11.61M | 1.1% | $10.03 | +12.0% | COM | 060505104 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $11.24M | 1.0% | $27.36 | +10.3% | COM | 949746101 |
| — | APOLLO RESIDENTIAL MTG INC | 758,594 | $11.07M | 1.0% | $15.14 | — | COM | 03763V102 |
| — | AMERICAN CAPITAL AGENCY CORP | 490,000 | $11.06M | 1.0% | $23.01 | — | COM | 02503X105 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $10.94M | 1.0% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| — | REVOLUTION LIGHTING TECHNOLO | 4,273,504 | $10.9M | 1.0% | $4.00 | — | COM | 76155G107 |
| — | PEABODY ENERGY CORP | 630,000 | $10.87M | 1.0% | $14.64 | — | COM | 704549104 |
| — | E M C CORP MASS | 400,000 | $10.22M | 0.9% | $23.62 | — | COM | 268648102 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 300,000 | $9.923M | 0.9% | $24.45 | +5.0% | COM | 35671D857 |
| — | FLAGSTAR BANCORP INC | 666,020 | $9.83M | 0.9% | $13.96 | — | COM PAR .001 | 337930705 |
| CUBI | CUSTOMERS BANCORP INC | 596,429 | $9.603M | 0.9% | $15.14 | +0.4% | COM | 23204G100 |
| MYRG | MYR GROUP INC DEL | 384,615 | $9.346M | 0.9% | $21.22 | +4.1% | COM | 55405W104 |
| MCHB | HOMESTREET INC | 480,000 | $9.264M | 0.9% | $22.03 | -5.3% | COM | 43785V102 |
| LNC | LINCOLN NATL CORP IND | 220,000 | $9.238M | 0.9% | $22.50 | +24.2% | COM | 534187109 |
| CMCSA | COMCAST CORP NEW | 203,500 | $9.181M | 0.8% | $15.62 | +5.9% | CL A | 20030N101 |
| — | PEOPLES UNITED FINANCIAL INC | 630,000 | $9.059M | 0.8% | $14.90 | — | COM | 712704105 |
| TGT | TARGET CORP | 140,000 | $8.957M | 0.8% | $47.95 | -1.6% | COM | 87612E106 |
| WMT | WAL-MART STORES INC | 120,000 | $8.875M | 0.8% | $19.98 | -1.0% | COM | 931142103 |
| — | AMERICAN RESIDENTIAL PPTYS I | 500,000 | $8.805M | 0.8% | $17.20 | — | COM | 02927E303 |
| PNC | PNC FINL SVCS GROUP INC | 110,000 | $7.969M | 0.7% | $47.34 | +8.4% | COM | 693475105 |
| — | ORGANOVO HLDGS INC | 1,256,500 | $7.25M | 0.7% | $5.77 | — | COM | 68620A104 |
| UAL | UNITED CONTL HLDGS INC | 230,024 | $7.064M | 0.7% | $31.81 | +1.2% | COM | 910047109 |
| MDLZ | MONDELEZ INTL INC | 223,250 | $7.015M | 0.6% | $23.16 | +2.4% | CL A | 609207105 |
| — | MARATHON OIL CORP | 198,000 | $6.906M | 0.6% | $34.58 | — | COM | 565849106 |
| ARLP | ALLIANCE RES PARTNER L P | 90,136 | $6.681M | 0.6% | $70.64 | — | UT LTD PART | 01877R108 |
| — | CHUBB CORP | 71,000 | $6.337M | 0.6% | $84.65 | — | COM | 171232101 |
| — | ANWORTH MORTGAGE ASSET CP | 1,247,652 | $6.027M | 0.6% | $5.39 | — | COM | 037347101 |
| PG | PROCTER & GAMBLE CO | 79,391 | $6.001M | 0.6% | $55.00 | +2.2% | COM | 742718109 |
| — | CAPITAL BK FINL CORP | 271,710 | $5.964M | 0.6% | $19.02 | — | CL A COM | 139794101 |
| — | ACE LTD | 63,000 | $5.894M | 0.5% | $89.48 | — | SHS | H0023R105 |
| CSCO | CISCO SYS INC | 250,000 | $5.858M | 0.5% | $15.24 | +11.1% | COM | 17275R102 |
| — | VIACOM INC NEW | 70,000 | $5.85M | 0.5% | $68.03 | — | CL B | 92553P201 |
| — | RAYTHEON CO | 75,500 | $5.819M | 0.5% | $66.12 | — | COM NEW | 755111507 |
| — | MEDTRONIC INC | 100,000 | $5.325M | 0.5% | $51.47 | — | COM | 585055106 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $5.289M | 0.5% | $14.00 | — | COM | 649445103 |
| NBHC | NATIONAL BK HLDGS CORP | 250,000 | $5.135M | 0.5% | $14.46 | +9.1% | CL A | 633707104 |
| WRB | BERKLEY W R CORP | 117,000 | $5.015M | 0.5% | $9.58 | -0.1% | COM | 084423102 |
| CVX | CHEVRON CORP NEW | 38,800 | $4.714M | 0.4% | $71.30 | +2.5% | COM | 166764100 |
| HAFC | HANMI FINL CORP | 277,528 | $4.599M | 0.4% | $15.99 | +7.1% | COM NEW | 410495204 |
| APD | AIR PRODS & CHEMS INC | 42,584 | $4.538M | 0.4% | $61.55 | +13.9% | COM | 009158106 |
| OMC | OMNICOM GROUP INC | 70,000 | $4.441M | 0.4% | $40.69 | +4.5% | COM | 681919106 |
| — | STAPLES INC | 250,000 | $3.663M | 0.3% | $15.87 | — | COM | 855030102 |
| — | TORTOISE ENERGY CAP CORP | 111,700 | $3.527M | 0.3% | $34.60 | — | COM | 89147U100 |
| FFBC | FIRST FINL BANCORP OH | 231,867 | $3.517M | 0.3% | $9.47 | +4.0% | COM | 320209109 |
| — | ARCH COAL INC | 855,000 | $3.514M | 0.3% | $3.78 | — | COM | 039380100 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.136M | 0.3% | $15.40 | — | COM | 46131B100 |
| TECK | TECK RESOURCES LTD | 114,100 | $3.063M | 0.3% | $25.96 | -3.1% | CL B | 878742204 |
| — | PHARMACYCLICS INC | 20,000 | $2.765M | 0.3% | $79.45 | — | COM | 716933106 |
| GM | GENERAL MTRS CO | 71,000 | $2.554M | 0.2% | $23.62 | +13.2% | COM | 37045V100 |
| OMER | OMEROS CORP | 255,101 | $2.487M | 0.2% | $4.61 | +29.3% | COM | 682143102 |
| — | LINN ENERGY LLC | 91,631 | $2.375M | 0.2% | $33.18 | — | UNIT LTD LIAB | 536020100 |
| — | CARLYLE GROUP L P | 89,300 | $2.296M | 0.2% | $25.71 | — | COM UTS LTD PTN | 14309L102 |
| LUV | SOUTHWEST AIRLS CO | 145,000 | $2.111M | 0.2% | $11.86 | +0.2% | COM | 844741108 |
| REXR | REXFORD INDL RLTY INC | 150,000 | $2.027M | 0.2% | $13.51 | — | COM | 76169C100 |
| DAL | DELTA AIR LINES INC DEL | 81,048 | $1.911M | 0.2% | $14.99 | +20.4% | COM NEW | 247361702 |
| — | POWERSHARES ETF TRUST | 26,391 | $1.6M | 0.1% | $56.08 | — | DYNAMIC MKT PT | 73935X104 |
| — | COLONY FINL INC | 70,000 | $1.398M | 0.1% | $19.89 | — | COM | 19624R106 |
| — | ANNALY CAP MGMT INC | 80,000 | $926K | 0.1% | $12.57 | — | COM | 035710409 |
| ETN | EATON CORP PLC | 11,500 | $792K | 0.1% | $46.59 | +7.2% | SHS | G29183103 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $754K | 0.1% | $10.58 | -2.2% | COM | 45774W108 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $720K | 0.1% | $24.77 | — | COM | 85571B105 |
| GIS | GENERAL MLS INC | 15,000 | $719K | 0.1% | $31.98 | +2.9% | COM | 370334104 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $698K | 0.1% | $30.95 | -38.1% | COM | 45665G303 |
| T | AT&T INC | 20,500 | $693K | 0.1% | $11.40 | -3.9% | COM | 00206R102 |
| — | WISCONSIN ENERGY CORP | 16,000 | $646K | 0.1% | $41.00 | — | COM | 976657106 |
| — | THOMSON REUTERS CORP | 18,000 | $630K | 0.1% | $32.56 | — | COM | 884903105 |
| SYY | SYSCO CORP | 19,000 | $605K | 0.1% | $24.40 | -1.7% | COM | 871829107 |
| — | EXONE CO | 13,285 | $567K | 0.1% | $61.69 | — | COM | 302104104 |
| — | ENSCO PLC | 10,500 | $564K | 0.1% | $53.71 | — | SHS CLASS A | G3157S106 |
| PM | PHILIP MORRIS INTL INC | 6,500 | $563K | 0.1% | $49.85 | -5.0% | COM | 718172109 |
| COP | CONOCOPHILLIPS | 7,000 | $487K | 0.0% | $39.96 | +11.3% | COM | 20825C104 |
| EFA | ISHARES | 7,464 | $476K | 0.0% | $57.34 | — | MSCI EAFE ETF | 464287465 |
| — | LEUCADIA NATL CORP | 16,474 | $449K | 0.0% | $26.22 | — | COM | 527288104 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $446K | 0.0% | $5.11 | +5.7% | COM | 14057J101 |
| ABBV | ABBVIE INC | 9,100 | $407K | 0.0% | $26.55 | +2.3% | COM | 00287Y109 |
| — | BLDRS INDEX FDS TR | 10,529 | $389K | 0.0% | $34.38 | — | EMER MK 50 ADR | 09348R300 |
| — | AMERICAN EQTY INVT LIFE HLD | 17,734 | $376K | 0.0% | $15.68 | — | COM | 025676206 |
| — | MFA FINL INC | 50,000 | $372K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | POWERSHARES ETF TRUST | 29,947 | $331K | 0.0% | $10.72 | — | HI YLD EQ DVDN | 73935X302 |
| — | DU PONT E I DE NEMOURS & CO | 5,500 | $322K | 0.0% | $52.55 | — | COM | 263534109 |
| — | ARGO GROUP INTL HLDGS LTD | 7,377 | $316K | 0.0% | $42.43 | — | COM | G0464B107 |
| VNQ | VANGUARD INDEX FDS | 4,694 | $310K | 0.0% | $68.81 | — | REIT ETF | 922908553 |
| — | INDEXIQ ETF TR | 9,861 | $279K | 0.0% | $25.86 | — | IQ GLB RES ETF | 45409B883 |
| — | CAPLEASE INC | 31,880 | $271K | 0.0% | $8.44 | — | COM | 140288101 |
| — | URS CORP NEW | 4,994 | $268K | 0.0% | $47.26 | — | COM | 903236107 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $267K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| WNC | WABASH NATL CORP | 22,547 | $263K | 0.0% | $8.16 | +9.8% | COM | 929566107 |
| STC | STEWART INFORMATION SVCS COR | 8,187 | $262K | 0.0% | $27.19 | +12.5% | COM | 860372101 |
| — | ORBITAL SCIENCES CORP | 12,378 | $262K | 0.0% | $17.37 | — | COM | 685564106 |
| — | MICROSEMI CORP | 10,411 | $252K | 0.0% | $22.76 | — | COM | 595137100 |
| — | GLOBAL CASH ACCESS HLDGS INC | 30,757 | $240K | 0.0% | $6.27 | — | COM | 378967103 |
| — | PETROQUEST ENERGY INC | 59,938 | $240K | 0.0% | $3.96 | — | COM | 716748108 |
| ENS | ENERSYS | 3,899 | $236K | 0.0% | $47.58 | 0.0% | COM | 29275Y102 |
| — | MAGELLAN HEALTH SVCS INC | 3,907 | $234K | 0.0% | $56.00 | — | COM NEW | 559079207 |
| — | DIGITAL GENERATION INC | 18,054 | $233K | 0.0% | $12.91 | — | COM | 25400B108 |
| — | LTX-CREDENCE CORP | 34,976 | $230K | 0.0% | $6.00 | — | COM NEW | 502403207 |
| — | IBERIABANK CORP | 4,405 | $229K | 0.0% | $53.58 | — | COM | 450828108 |
| — | CARDINAL FINL CORP | 13,804 | $228K | 0.0% | $15.00 | — | COM | 14149F109 |
| FFIC | FLUSHING FINL CORP | 12,194 | $225K | 0.0% | $9.24 | +17.9% | COM | 343873105 |
| — | KEY ENERGY SVCS INC | 30,619 | $223K | 0.0% | $5.94 | — | COM | 492914106 |
| OMCL | OMNICELL INC | 9,329 | $221K | 0.0% | $22.29 | 0.0% | COM | 68213N109 |
| — | REVENUESHARES ETF TR | 4,443 | $217K | 0.0% | $48.84 | — | SMALL CAP FD | 761396308 |
| — | DOMTAR CORP | 2,705 | $215K | 0.0% | $79.48 | — | COM NEW | 257559203 |
| EIG | EMPLOYERS HOLDINGS INC | 7,172 | $213K | 0.0% | $20.16 | 0.0% | COM | 292218104 |
| — | BASIC ENERGY SVCS INC NEW | 16,763 | $212K | 0.0% | $12.11 | — | COM | 06985P100 |
| — | RUDOLPH TECHNOLOGIES INC | 17,986 | $205K | 0.0% | $11.18 | — | COM | 781270103 |
| SYNA | SYNAPTICS INC | 4,592 | $203K | 0.0% | $40.92 | 0.0% | COM | 87157D109 |
| AZZ | AZZ INC | 4,788 | $200K | 0.0% | $32.59 | 0.0% | COM | 002474104 |
| — | EBIX INC | 20,170 | $200K | 0.0% | $9.43 | — | COM NEW | 278715206 |
| — | SYKES ENTERPRISES INC | 10,392 | $186K | 0.0% | $17.90 | — | COM | 871237103 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $186K | 0.0% | $2.86 | -3.2% | COM | 359678109 |
| SRI | STONERIDGE INC | 16,507 | $178K | 0.0% | $9.26 | +33.5% | COM | 86183P102 |
| — | MEADOWBROOK INS GROUP INC | 26,855 | $175K | 0.0% | $8.04 | — | COM | 58319P108 |
| — | CEDAR REALTY TRUST INC | 32,616 | $169K | 0.0% | $5.18 | — | COM NEW | 150602209 |
| — | VOLTARI CORP | 14,130 | $75,000 | 0.0% | $3.54 | — | COM NEW | 92870X309 |
| — | MANAGED HIGH YIELD PLUS FD I | 10,000 | $20,000 | 0.0% | $2.00 | — | COM | 561911108 |