Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 11, 2014
Total Value: $1.016B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $235M | 23.1% | $29.25 | — | COM | 63654U100 |
| AAPL | APPLE INC | 46,000 | $25.81M | 2.5% | $13.16 | +24.4% | COM | 037833100 |
| — | CYS INVTS INC | 3,430,000 | $25.42M | 2.5% | $8.42 | — | COM | 12673A108 |
| — | TWO HBRS INVT CORP | 2,625,000 | $24.36M | 2.4% | $9.68 | — | COM | 90187B101 |
| — | ELLINGTON FINANCIAL LLC | 1,053,853 | $23.89M | 2.4% | $22.81 | — | COM | 288522303 |
| — | AMERICAN CAP MTG INVT CORP | 1,233,900 | $21.54M | 2.1% | $17.77 | — | COM | 02504A104 |
| KSS | KOHLS CORP | 320,000 | $18.16M | 1.8% | $49.51 | +10.7% | COM | 500255104 |
| PEP | PEPSICO INC | 215,050 | $17.84M | 1.8% | $56.00 | +3.1% | COM | 713448108 |
| MSFT | MICROSOFT CORP | 446,500 | $16.7M | 1.6% | $26.70 | +12.4% | COM | 594918104 |
| NMIH | NMI HLDGS INC | 1,300,000 | $16.55M | 1.6% | $13.30 | 0.0% | CL A | 629209305 |
| AMH | AMERICAN HOMES 4 RENT | 1,000,000 | $16.2M | 1.6% | $16.15 | — | CL A | 02665T306 |
| — | HEWLETT PACKARD CO | 570,000 | $15.95M | 1.6% | $24.80 | — | COM | 428236103 |
| C | CITIGROUP INC | 305,000 | $15.89M | 1.6% | $35.76 | +5.3% | COM NEW | 172967424 |
| — | AMERICAN CAPITAL AGENCY CORP | 821,600 | $15.85M | 1.6% | $21.51 | — | COM | 02503X105 |
| JPM | JPMORGAN CHASE & CO | 260,000 | $15.21M | 1.5% | $36.24 | +9.4% | COM | 46625H100 |
| — | REVOLUTION LIGHTING TECHNOLO | 4,173,504 | $14.29M | 1.4% | $4.00 | — | COM | 76155G107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $14.27M | 1.4% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| — | GENERAL ELECTRIC CO | 500,000 | $14.02M | 1.4% | $23.19 | — | COM | 369604103 |
| — | COACH INC | 245,000 | $13.75M | 1.4% | $57.09 | — | COM | 189754104 |
| INTC | INTEL CORP | 529,000 | $13.73M | 1.4% | $17.18 | +4.4% | COM | 458140100 |
| MRK | MERCK & CO INC NEW | 271,000 | $13.56M | 1.3% | $30.02 | +4.2% | COM | 58933Y105 |
| PFE | PFIZER INC | 438,000 | $13.42M | 1.3% | $16.46 | +7.1% | COM | 717081103 |
| — | KELLOGG CO | 218,850 | $13.37M | 1.3% | $38.95 | -3.0% | COM | 487836108 |
| — | APOLLO RESIDENTIAL MTG INC | 898,594 | $13.28M | 1.3% | $15.08 | — | COM | 03763V102 |
| — | FLAGSTAR BANCORP INC | 666,020 | $13.07M | 1.3% | $13.96 | — | COM PAR .001 | 337930705 |
| MET | METLIFE INC | 230,200 | $12.41M | 1.2% | $24.43 | +23.3% | COM | 59156R108 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $12.35M | 1.2% | $27.36 | +12.4% | COM | 949746101 |
| — | PEABODY ENERGY CORP | 630,000 | $12.3M | 1.2% | $14.64 | — | COM | 704549104 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $12.24M | 1.2% | $57.10 | +9.9% | CL A | 92345Y106 |
| CUBI | CUSTOMERS BANCORP INC | 596,429 | $12.2M | 1.2% | $15.14 | +5.2% | COM | 23204G100 |
| — | STONEGATE MTG CORP | 700,000 | $11.57M | 1.1% | $16.53 | — | COM | 86181Q300 |
| BAC | BANK OF AMERICA CORPORATION | 741,600 | $11.55M | 1.1% | $10.03 | +16.5% | COM | 060505104 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 300,000 | $11.32M | 1.1% | $24.45 | +23.0% | COM | 35671D857 |
| — | E M C CORP MASS | 450,000 | $11.32M | 1.1% | $23.79 | — | COM | 268648102 |
| PRU | PRUDENTIAL FINL INC | 105,500 | $9.73M | 1.0% | $38.68 | +33.1% | COM | 744320102 |
| MYRG | MYR GROUP INC DEL | 384,615 | $9.646M | 0.9% | $21.22 | +18.2% | COM | 55405W104 |
| MCHB | HOMESTREET INC | 480,000 | $9.6M | 0.9% | $22.03 | -10.1% | COM | 43785V102 |
| — | PEOPLES UNITED FINANCIAL INC | 630,000 | $9.526M | 0.9% | $14.90 | — | COM | 712704105 |
| WMT | WAL-MART STORES INC | 120,000 | $9.443M | 0.9% | $19.98 | +1.8% | COM | 931142103 |
| — | ANWORTH MORTGAGE ASSET CP | 2,157,452 | $9.083M | 0.9% | $4.89 | — | COM | 037347101 |
| TGT | TARGET CORP | 140,000 | $8.858M | 0.9% | $47.95 | -7.0% | COM | 87612E106 |
| — | VODAFONE GROUP PLC NEW | 225,000 | $8.845M | 0.9% | $28.74 | — | SPONS ADR NEW | 92857W209 |
| JNJ | JOHNSON & JOHNSON | 94,200 | $8.628M | 0.8% | $59.66 | +10.2% | COM | 478160104 |
| — | AMERICAN RESIDENTIAL PPTYS I | 500,000 | $8.58M | 0.8% | $17.20 | — | COM | 02927E303 |
| PNC | PNC FINL SVCS GROUP INC | 110,000 | $8.534M | 0.8% | $47.34 | +9.6% | COM | 693475105 |
| CSCO | CISCO SYS INC | 360,000 | $8.075M | 0.8% | $15.23 | -0.2% | COM | 17275R102 |
| MDLZ | MONDELEZ INTL INC | 223,250 | $7.881M | 0.8% | $23.16 | +10.2% | CL A | 609207105 |
| — | MARATHON OIL CORP | 198,000 | $6.989M | 0.7% | $34.58 | — | COM | 565849106 |
| ARLP | ALLIANCE RES PARTNER L P | 90,136 | $6.94M | 0.7% | $70.64 | — | UT LTD PART | 01877R108 |
| — | CHUBB CORP | 71,000 | $6.861M | 0.7% | $84.65 | — | COM | 171232101 |
| — | ACE LTD | 63,000 | $6.522M | 0.6% | $89.48 | — | SHS | H0023R105 |
| PG | PROCTER & GAMBLE CO | 79,391 | $6.463M | 0.6% | $55.00 | +5.5% | COM | 742718109 |
| BP | BP PLC | 127,500 | $6.197M | 0.6% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | VIACOM INC NEW | 70,000 | $6.114M | 0.6% | $68.03 | — | CL B | 92553P201 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $5.898M | 0.6% | $14.00 | — | COM | 649445103 |
| — | MEDTRONIC INC | 100,000 | $5.739M | 0.6% | $51.47 | — | COM | 585055106 |
| CMCSA | COMCAST CORP NEW | 103,500 | $5.378M | 0.5% | $15.62 | +17.7% | CL A | 20030N101 |
| WRB | BERKLEY W R CORP | 117,000 | $5.077M | 0.5% | $9.58 | +2.5% | COM | 084423102 |
| UAL | UNITED CONTL HLDGS INC | 130,024 | $4.919M | 0.5% | $31.81 | +10.1% | COM | 910047109 |
| CVX | CHEVRON CORP NEW | 38,800 | $4.847M | 0.5% | $71.30 | +1.7% | COM | 166764100 |
| FFBC | FIRST FINL BANCORP OH | 231,867 | $4.041M | 0.4% | $9.47 | +7.5% | COM | 320209109 |
| — | STAPLES INC | 250,000 | $3.973M | 0.4% | $15.87 | — | COM | 855030102 |
| — | ARCH COAL INC | 855,000 | $3.805M | 0.4% | $3.78 | — | COM | 039380100 |
| — | CAPITAL BK FINL CORP | 162,081 | $3.687M | 0.4% | $19.02 | — | CL A COM | 139794101 |
| — | TORTOISE ENERGY CAP CORP | 111,700 | $3.647M | 0.4% | $34.60 | — | COM | 89147U100 |
| — | CARLYLE GROUP L P | 89,300 | $3.181M | 0.3% | $25.71 | — | COM UTS LTD PTN | 14309L102 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $2.99M | 0.3% | $15.40 | — | COM | 46131B100 |
| TECK | TECK RESOURCES LTD | 114,100 | $2.967M | 0.3% | $25.96 | -0.5% | CL B | 878742204 |
| OMER | OMEROS CORP | 255,101 | $2.88M | 0.3% | $4.61 | +109.2% | COM | 682143102 |
| — | LINN ENERGY LLC | 91,631 | $2.821M | 0.3% | $33.18 | — | UNIT LTD LIAB | 536020100 |
| — | ORGANOVO HLDGS INC | 251,500 | $2.784M | 0.3% | $5.77 | — | COM | 68620A104 |
| NBHC | NATIONAL BK HLDGS CORP | 108,900 | $2.331M | 0.2% | $14.46 | +13.2% | CL A | 633707104 |
| DAL | DELTA AIR LINES INC DEL | 81,048 | $2.227M | 0.2% | $14.99 | +55.6% | COM NEW | 247361702 |
| — | PHARMACYCLICS INC | 20,000 | $2.116M | 0.2% | $79.45 | — | COM | 716933106 |
| LCNB | LCNB CORP | 114,285 | $2.042M | 0.2% | $10.79 | 0.0% | COM | 50181P100 |
| REXR | REXFORD INDL RLTY INC | 150,000 | $1.98M | 0.2% | $13.51 | — | COM | 76169C100 |
| — | POWERSHARES ETF TRUST | 26,391 | $1.801M | 0.2% | $56.08 | — | DYNAMIC MKT PT | 73935X104 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.478M | 0.1% | $11.38 | — | COM | 035710409 |
| — | COLONY FINL INC | 70,000 | $1.42M | 0.1% | $19.89 | — | COM | 19624R106 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.064M | 0.1% | $10.58 | +5.1% | COM | 45774W108 |
| ETN | EATON CORP PLC | 11,500 | $875K | 0.1% | $46.59 | +14.3% | SHS | G29183103 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $832K | 0.1% | $24.77 | — | COM | 85571B105 |
| GIS | GENERAL MLS INC | 15,000 | $749K | 0.1% | $31.98 | +2.8% | COM | 370334104 |
| T | AT&T INC | 20,500 | $721K | 0.1% | $11.40 | -2.0% | COM | 00206R102 |
| SYY | SYSCO CORP | 19,000 | $686K | 0.1% | $24.40 | -0.1% | COM | 871829107 |
| — | THOMSON REUTERS CORP | 18,000 | $681K | 0.1% | $32.56 | — | COM | 884903105 |
| — | WISCONSIN ENERGY CORP | 16,000 | $661K | 0.1% | $41.00 | — | COM | 976657106 |
| — | ENSCO PLC | 10,500 | $600K | 0.1% | $53.71 | — | SHS CLASS A | G3157S106 |
| PM | PHILIP MORRIS INTL INC | 6,500 | $566K | 0.1% | $49.85 | -4.0% | COM | 718172109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $552K | 0.1% | $30.95 | -54.4% | COM | 45665G303 |
| EFA | ISHARES | 7,464 | $501K | 0.0% | $57.34 | — | MSCI EAFE ETF | 464287465 |
| COP | CONOCOPHILLIPS | 7,000 | $495K | 0.0% | $39.96 | +21.1% | COM | 20825C104 |
| ABBV | ABBVIE INC | 9,100 | $481K | 0.0% | $26.55 | +14.5% | COM | 00287Y109 |
| — | LEUCADIA NATL CORP | 16,474 | $467K | 0.0% | $26.22 | — | COM | 527288104 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $436K | 0.0% | $5.11 | +5.9% | COM | 14057J101 |
| — | BLDRS INDEX FDS TR | 10,529 | $391K | 0.0% | $34.38 | — | EMER MK 50 ADR | 09348R300 |
| — | DU PONT E I DE NEMOURS & CO | 5,500 | $357K | 0.0% | $52.55 | — | COM | 263534109 |
| — | POWERSHARES ETF TRUST | 29,947 | $355K | 0.0% | $10.72 | — | HI YLD EQ DVDN | 73935X302 |
| — | MFA FINL INC | 50,000 | $354K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | AMERICAN EQTY INVT LIFE HLD | 13,394 | $353K | 0.0% | $15.68 | — | COM | 025676206 |
| — | ARGO GROUP INTL HLDGS LTD | 7,377 | $343K | 0.0% | $42.43 | — | COM | G0464B107 |
| — | BASIC ENERGY SVCS INC NEW | 19,511 | $308K | 0.0% | $12.63 | — | COM | 06985P100 |
| VNQ | VANGUARD INDEX FDS | 4,694 | $303K | 0.0% | $68.81 | — | REIT ETF | 922908553 |
| — | PETROQUEST ENERGY INC | 67,534 | $292K | 0.0% | $4.00 | — | COM | 716748108 |
| — | ORBITAL SCIENCES CORP | 12,378 | $288K | 0.0% | $17.37 | — | COM | 685564106 |
| — | DIGITAL GENERATION INC | 22,362 | $285K | 0.0% | $12.87 | — | COM | 25400B108 |
| — | INDEXIQ ETF TR | 9,861 | $280K | 0.0% | $25.86 | — | IQ GLB RES ETF | 45409B883 |
| WNC | WABASH NATL CORP | 22,547 | $278K | 0.0% | $8.16 | +21.7% | COM | 929566107 |
| — | IBERIABANK CORP | 4,405 | $277K | 0.0% | $53.58 | — | COM | 450828108 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $273K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| ENS | ENERSYS | 3,899 | $273K | 0.0% | $47.58 | +25.2% | COM | 29275Y102 |
| — | URS CORP NEW | 4,994 | $265K | 0.0% | $47.26 | — | COM | 903236107 |
| STC | STEWART INFORMATION SVCS COR | 8,187 | $264K | 0.0% | $27.19 | +13.9% | COM | 860372101 |
| CDP | CORPORATE OFFICE PPTYS TR | 11,159 | $264K | 0.0% | $23.66 | — | SH BEN INT | 22002T108 |
| SYNA | SYNAPTICS INC | 5,076 | $263K | 0.0% | $41.70 | +17.5% | COM | 87157D109 |
| — | MICROSEMI CORP | 10,411 | $260K | 0.0% | $22.76 | — | COM | 595137100 |
| — | LTX-CREDENCE CORP | 32,188 | $257K | 0.0% | $6.00 | — | COM NEW | 502403207 |
| — | DOMTAR CORP | 2,705 | $255K | 0.0% | $79.48 | — | COM NEW | 257559203 |
| FFIC | FLUSHING FINL CORP | 12,194 | $252K | 0.0% | $9.24 | +28.9% | COM | 343873105 |
| — | CARDINAL FINL CORP | 13,804 | $248K | 0.0% | $15.00 | — | COM | 14149F109 |
| — | RUDOLPH TECHNOLOGIES INC | 20,778 | $244K | 0.0% | $11.25 | — | COM | 781270103 |
| — | PREMIERE GLOBAL SVCS INC | 20,924 | $243K | 0.0% | $11.61 | — | COM | 740585104 |
| — | CAI INTERNATIONAL INC | 10,316 | $243K | 0.0% | $23.56 | — | COM | 12477X106 |
| — | REVENUESHARES ETF TR | 4,443 | $239K | 0.0% | $48.84 | — | SMALL CAP FD | 761396308 |
| — | CYRUSONE INC | 10,643 | $238K | 0.0% | $22.36 | — | COM | 23283R100 |
| OMCL | OMNICELL INC | 9,329 | $238K | 0.0% | $22.29 | +7.1% | COM | 68213N109 |
| — | CEDAR REALTY TRUST INC | 37,796 | $237K | 0.0% | $5.33 | — | COM NEW | 150602209 |
| AZZ | AZZ INC | 4,788 | $234K | 0.0% | $32.59 | +18.2% | COM | 002474104 |
| — | MAGELLAN HEALTH SVCS INC | 3,907 | $234K | 0.0% | $56.00 | — | COM NEW | 559079207 |
| — | MEADOWBROOK INS GROUP INC | 32,873 | $229K | 0.0% | $7.85 | — | COM | 58319P108 |
| EIG | EMPLOYERS HOLDINGS INC | 7,172 | $227K | 0.0% | $20.16 | +13.5% | COM | 292218104 |
| — | SYKES ENTERPRISES INC | 10,392 | $227K | 0.0% | $17.90 | — | COM | 871237103 |
| — | FIRSTMERIT CORP | 9,578 | $213K | 0.0% | $22.24 | — | COM | 337915102 |
| SRI | STONERIDGE INC | 16,507 | $210K | 0.0% | $9.26 | +34.0% | COM | 86183P102 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $188K | 0.0% | $2.86 | -1.9% | COM | 359678109 |
| — | EBIX INC | 12,120 | $178K | 0.0% | $9.43 | — | COM NEW | 278715206 |
| — | GLOBAL CASH ACCESS HLDGS INC | 15,413 | $154K | 0.0% | $6.27 | — | COM | 378967103 |
| — | RF MICRODEVICES INC | 28,967 | $149K | 0.0% | $5.14 | — | COM | 749941100 |
| — | KEY ENERGY SVCS INC | 16,895 | $133K | 0.0% | $5.94 | — | COM | 492914106 |
| — | VOLTARI CORP | 14,130 | $48,000 | 0.0% | $3.54 | — | COM NEW | 92870X309 |
| — | MANAGED HIGH YIELD PLUS FD I | 10,000 | $20,000 | 0.0% | $2.00 | — | COM | 561911108 |