Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value: $1.226B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $286M | 23.3% | $29.25 | — | COM | 63654U100 |
| — | CYS INVTS INC | 3,430,000 | $30.94M | 2.5% | $8.42 | — | COM | 12673A108 |
| AAPL | APPLE INC | 322,000 | $29.92M | 2.4% | $17.87 | +4.4% | COM | 037833100 |
| — | TWO HBRS INVT CORP | 2,625,000 | $27.51M | 2.2% | $9.68 | — | COM | 90187B101 |
| — | NATIONAL GEN HLDGS CORP | 1,580,000 | $27.49M | 2.2% | $15.34 | — | COM | 636220303 |
| — | ELLINGTON FINANCIAL LLC | 1,053,853 | $25.29M | 2.1% | $22.81 | — | COM | 288522303 |
| — | STONEGATE MTG CORP | 1,811,111 | $25.26M | 2.1% | $15.51 | — | COM | 86181Q300 |
| — | AMERICAN CAP MTG INVT CORP | 1,258,300 | $25.19M | 2.1% | $17.79 | — | COM | 02504A104 |
| C | CITIGROUP INC | 455,000 | $21.43M | 1.7% | $36.20 | -2.2% | COM NEW | 172967424 |
| — | AMERICAN CAPITAL AGENCY CORP | 821,600 | $19.23M | 1.6% | $21.51 | — | COM | 02503X105 |
| PEP | PEPSICO INC | 215,050 | $19.21M | 1.6% | $56.00 | +8.8% | COM | 713448108 |
| — | HEWLETT PACKARD CO | 570,000 | $19.2M | 1.6% | $24.80 | — | COM | 428236103 |
| MSFT | MICROSOFT CORP | 446,500 | $18.62M | 1.5% | $26.70 | +27.2% | COM | 594918104 |
| MET | METLIFE INC | 330,200 | $18.35M | 1.5% | $26.44 | +20.4% | COM | 59156R108 |
| GM | GENERAL MTRS CO | 500,000 | $18.15M | 1.5% | $27.43 | -4.1% | COM | 37045V100 |
| JPM | JPMORGAN CHASE & CO | 310,000 | $17.86M | 1.5% | $37.04 | +11.2% | COM | 46625H100 |
| AMH | AMERICAN HOMES 4 RENT | 1,000,000 | $17.76M | 1.4% | $16.15 | — | CL A | 02665T306 |
| KSS | KOHLS CORP | 320,000 | $16.86M | 1.4% | $49.51 | +9.4% | COM | 500255104 |
| INTC | INTEL CORP | 529,000 | $16.35M | 1.3% | $17.18 | +20.4% | COM | 458140100 |
| PRU | PRUDENTIAL FINL INC | 178,823 | $15.87M | 1.3% | $44.00 | +16.7% | COM | 744320102 |
| MRK | MERCK & CO INC NEW | 271,000 | $15.68M | 1.3% | $30.02 | +26.5% | COM | 58933Y105 |
| — | APOLLO RESIDENTIAL MTG INC | 898,594 | $15.03M | 1.2% | $15.08 | — | COM | 03763V102 |
| NMIH | NMI HLDGS INC | 1,388,000 | $14.57M | 1.2% | $13.21 | -17.1% | CL A | 629209305 |
| — | KELLOGG CO | 218,850 | $14.38M | 1.2% | $38.95 | +7.2% | COM | 487836108 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $14.3M | 1.2% | $27.36 | +32.7% | COM | 949746101 |
| — | COACH INC | 385,000 | $13.16M | 1.1% | $48.76 | — | COM | 189754104 |
| — | GENERAL ELECTRIC CO | 500,000 | $13.14M | 1.1% | $23.19 | — | COM | 369604103 |
| PFE | PFIZER INC | 438,000 | $13M | 1.1% | $16.46 | +6.6% | COM | 717081103 |
| GILD | GILEAD SCIENCES INC | 155,000 | $12.85M | 1.0% | $54.15 | -0.1% | COM | 375558103 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $11.94M | 1.0% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| — | E M C CORP MASS | 450,000 | $11.85M | 1.0% | $23.79 | — | COM | 268648102 |
| BCS | BARCLAYS PLC | 800,000 | $11.69M | 1.0% | $15.62 | — | ADR | 06738E204 |
| BAC | BANK OF AMERICA CORPORATION | 741,600 | $11.4M | 0.9% | $10.03 | +22.1% | COM | 060505104 |
| DB | DEUTSCHE BANK AG | 320,000 | $11.26M | 0.9% | $29.54 | 0.0% | NAMEN AKT | D18190898 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $11.18M | 0.9% | $57.10 | +0.1% | CL A | 92345Y106 |
| — | ANWORTH MORTGAGE ASSET CP | 2,157,452 | $11.13M | 0.9% | $4.89 | — | COM | 037347101 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 300,000 | $10.95M | 0.9% | $24.45 | +20.9% | COM | 35671D857 |
| CUBI | CUSTOMERS BANCORP INC | 546,429 | $10.93M | 0.9% | $15.14 | +30.6% | COM | 23204G100 |
| — | PEABODY ENERGY CORP | 630,000 | $10.3M | 0.8% | $14.64 | — | COM | 704549104 |
| JNJ | JOHNSON & JOHNSON | 94,200 | $9.855M | 0.8% | $59.66 | +22.6% | COM | 478160104 |
| PNC | PNC FINL SVCS GROUP INC | 110,000 | $9.795M | 0.8% | $47.34 | +26.3% | COM | 693475105 |
| MYRG | MYR GROUP INC DEL | 384,615 | $9.742M | 0.8% | $21.22 | +16.4% | COM | 55405W104 |
| — | PEOPLES UNITED FINANCIAL INC | 630,000 | $9.557M | 0.8% | $14.90 | — | COM | 712704105 |
| EBAY | EBAY INC | 190,000 | $9.512M | 0.8% | $19.39 | 0.0% | COM | 278642103 |
| — | AMERICAN RESIDENTIAL PPTYS I | 500,000 | $9.375M | 0.8% | $17.20 | — | COM | 02927E303 |
| MCHB | HOMESTREET INC | 502,350 | $9.228M | 0.8% | $21.90 | -16.6% | COM | 43785V102 |
| WMT | WAL-MART STORES INC | 120,000 | $9.008M | 0.7% | $19.98 | +2.7% | COM | 931142103 |
| CSCO | CISCO SYS INC | 360,000 | $8.947M | 0.7% | $15.23 | +9.3% | COM | 17275R102 |
| ARLP | ALLIANCE RES PARTNER L P | 180,272 | $8.41M | 0.7% | $58.64 | — | UT LTD PART | 01877R108 |
| MDLZ | MONDELEZ INTL INC | 223,250 | $8.396M | 0.7% | $23.16 | +22.2% | CL A | 609207105 |
| TGT | TARGET CORP | 140,000 | $8.113M | 0.7% | $47.95 | -13.2% | COM | 87612E106 |
| — | MARATHON OIL CORP | 198,000 | $7.904M | 0.6% | $34.58 | — | COM | 565849106 |
| — | REVOLUTION LIGHTING TECHNOLO | 3,434,404 | $7.9M | 0.6% | $4.00 | — | COM | 76155G107 |
| BP | BP PLC | 127,500 | $6.726M | 0.5% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | CHUBB CORP | 71,000 | $6.544M | 0.5% | $84.65 | — | COM | 171232101 |
| — | ACE LTD | 63,000 | $6.533M | 0.5% | $89.48 | — | SHS | H0023R105 |
| — | FLAGSTAR BANCORP INC | 358,208 | $6.484M | 0.5% | $13.96 | — | COM PAR .001 | 337930705 |
| — | MEDTRONIC INC | 100,000 | $6.376M | 0.5% | $51.47 | — | COM | 585055106 |
| PG | PROCTER & GAMBLE CO | 79,391 | $6.239M | 0.5% | $55.00 | +6.0% | COM | 742718109 |
| — | VIACOM INC NEW | 70,000 | $6.071M | 0.5% | $68.03 | — | CL B | 92553P201 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $5.593M | 0.5% | $14.00 | — | COM | 649445103 |
| CMCSA | COMCAST CORP NEW | 103,500 | $5.556M | 0.5% | $15.62 | +26.6% | CL A | 20030N101 |
| WRB | BERKLEY W R CORP | 117,000 | $5.418M | 0.4% | $9.58 | +4.3% | COM | 084423102 |
| UAL | UNITED CONTL HLDGS INC | 130,024 | $5.34M | 0.4% | $31.81 | +35.5% | COM | 910047109 |
| — | CELGENE CORP | 60,000 | $5.152M | 0.4% | $85.87 | — | COM | 151020104 |
| CVX | CHEVRON CORP NEW | 38,800 | $5.065M | 0.4% | $71.30 | +6.5% | COM | 166764100 |
| OMER | OMEROS CORP | 255,101 | $4.438M | 0.4% | $4.61 | +173.4% | COM | 682143102 |
| — | TORTOISE ENERGY INFRSTRCTR C | 83,716 | $4.14M | 0.3% | $49.45 | — | COM | 89147L100 |
| VOD | VODAFONE GROUP PLC NEW | 122,726 | $4.098M | 0.3% | $36.81 | — | SPNSR ADR NO PAR | 92857W308 |
| FFBC | FIRST FINL BANCORP OH | 231,867 | $3.99M | 0.3% | $9.47 | +14.4% | COM | 320209109 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.537M | 0.3% | $15.40 | — | COM | 46131B100 |
| — | OCWEN FINL CORP | 90,000 | $3.34M | 0.3% | $37.11 | — | COM NEW | 675746309 |
| DAL | DELTA AIR LINES INC DEL | 81,048 | $3.138M | 0.3% | $14.99 | +119.3% | COM NEW | 247361702 |
| — | ARCH COAL INC | 855,000 | $3.121M | 0.3% | $3.78 | — | COM | 039380100 |
| — | CARLYLE GROUP L P | 89,300 | $3.032M | 0.2% | $25.71 | — | COM UTS LTD PTN | 14309L102 |
| — | LINN ENERGY LLC | 91,631 | $2.964M | 0.2% | $33.18 | — | UNIT LTD LIAB | 536020100 |
| VZ | VERIZON COMMUNICATIONS INC | 59,174 | $2.895M | 0.2% | $25.87 | +3.6% | COM | 92343V104 |
| — | STAPLES INC | 250,000 | $2.71M | 0.2% | $15.87 | — | COM | 855030102 |
| TECK | TECK RESOURCES LTD | 114,100 | $2.605M | 0.2% | $25.96 | -13.6% | CL B | 878742204 |
| — | KKR & CO L P DEL | 100,000 | $2.433M | 0.2% | $24.33 | — | COM UNITS | 48248M102 |
| NBHC | NATIONAL BK HLDGS CORP | 108,900 | $2.171M | 0.2% | $14.46 | +7.2% | CL A | 633707104 |
| REXR | REXFORD INDL RLTY INC | 150,000 | $2.136M | 0.2% | $13.51 | — | COM | 76169C100 |
| — | ORGANOVO HLDGS INC | 251,500 | $2.1M | 0.2% | $5.77 | — | COM | 68620A104 |
| — | BLACKSTONE GROUP L P | 60,000 | $2.006M | 0.2% | $33.43 | — | COM UNIT LTD | 09253U108 |
| — | POWERSHARES ETF TRUST | 26,391 | $1.924M | 0.2% | $56.08 | — | DYNAMIC MKT PT | 73935X104 |
| LCNB | LCNB CORP | 116,585 | $1.884M | 0.2% | $10.77 | -12.1% | COM | 50181P100 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.695M | 0.1% | $11.38 | — | COM | 035710409 |
| — | COLONY FINL INC | 70,000 | $1.625M | 0.1% | $19.89 | — | COM | 19624R106 |
| — | GENERAL CABLE CORP DEL NEW | 60,500 | $1.553M | 0.1% | $25.67 | — | COM | 369300108 |
| — | POTBELLY CORP | 80,000 | $1.277M | 0.1% | $15.96 | — | COM | 73754Y100 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $921K | 0.1% | $10.58 | +18.2% | COM | 45774W108 |
| ETN | EATON CORP PLC | 11,500 | $888K | 0.1% | $46.59 | +20.8% | SHS | G29183103 |
| GIS | GENERAL MLS INC | 15,000 | $788K | 0.1% | $31.98 | +11.9% | COM | 370334104 |
| — | WISCONSIN ENERGY CORP | 16,000 | $751K | 0.1% | $41.00 | — | COM | 976657106 |
| T | AT&T INC | 20,500 | $725K | 0.1% | $11.40 | +3.3% | COM | 00206R102 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $714K | 0.1% | $24.77 | — | COM | 85571B105 |
| SYY | SYSCO CORP | 19,000 | $712K | 0.1% | $24.40 | +10.2% | COM | 871829107 |
| — | THOMSON REUTERS CORP | 18,000 | $654K | 0.1% | $32.56 | — | COM | 884903105 |
| COP | CONOCOPHILLIPS | 7,000 | $600K | 0.0% | $39.96 | +33.5% | COM | 20825C104 |
| — | ENSCO PLC | 10,500 | $583K | 0.0% | $53.71 | — | SHS CLASS A | G3157S106 |
| PM | PHILIP MORRIS INTL INC | 6,500 | $548K | 0.0% | $49.85 | -3.2% | COM | 718172109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $510K | 0.0% | $30.95 | -66.3% | COM | 45665G303 |
| EFA | ISHARES | 7,464 | $510K | 0.0% | $57.34 | — | MSCI EAFE ETF | 464287465 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $438K | 0.0% | $5.11 | +8.8% | COM | 14057J101 |
| — | LEUCADIA NATL CORP | 16,474 | $432K | 0.0% | $26.22 | — | COM | 527288104 |
| — | BLDRS INDEX FDS TR | 10,529 | $412K | 0.0% | $34.38 | — | EMER MK 50 ADR | 09348R300 |
| — | MFA FINL INC | 50,000 | $410K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | PETROQUEST ENERGY INC | 52,308 | $393K | 0.0% | $4.00 | — | COM | 716748108 |
| — | POWERSHARES ETF TRUST | 29,947 | $384K | 0.0% | $10.72 | — | HI YLD EQ DVDN | 73935X302 |
| — | ARGO GROUP INTL HLDGS LTD | 7,377 | $377K | 0.0% | $42.43 | — | COM | G0464B107 |
| SYNA | SYNAPTICS INC | 4,082 | $370K | 0.0% | $46.25 | +46.5% | COM | 87157D109 |
| — | DU PONT E I DE NEMOURS & CO | 5,500 | $360K | 0.0% | $52.55 | — | COM | 263534109 |
| VNQ | VANGUARD INDEX FDS | 4,694 | $351K | 0.0% | $68.81 | — | REIT ETF | 922908553 |
| — | CAPITAL BK FINL CORP | 14,715 | $347K | 0.0% | $19.02 | — | CL A COM | 139794101 |
| WNC | WABASH NATL CORP | 22,547 | $321K | 0.0% | $8.16 | +39.8% | COM | 929566107 |
| — | MICROSEMI CORP | 11,739 | $314K | 0.0% | $23.02 | — | COM | 595137100 |
| CDP | CORPORATE OFFICE PPTYS TR | 11,159 | $310K | 0.0% | $23.66 | — | SH BEN INT | 22002T108 |
| — | IBERIABANK CORP | 4,405 | $305K | 0.0% | $53.58 | — | COM | 450828108 |
| NICE | NICE SYS LTD | 7,401 | $302K | 0.0% | $44.25 | — | SPONSORED ADR | 653656108 |
| — | INDEXIQ ETF TR | 9,861 | $295K | 0.0% | $25.86 | — | IQ GLB RES ETF | 45409B883 |
| — | BASIC ENERGY SVCS INC NEW | 10,052 | $294K | 0.0% | $15.48 | — | COM | 06985P100 |
| — | XCERRA CORP | 32,188 | $293K | 0.0% | $9.10 | — | COM | 98400J108 |
| — | CEDAR REALTY TRUST INC | 46,654 | $292K | 0.0% | $5.49 | — | COM NEW | 150602209 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $288K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| FFIC | FLUSHING FINL CORP | 13,844 | $284K | 0.0% | $9.58 | +26.2% | COM | 343873105 |
| — | ORBITAL SCIENCES CORP | 9,584 | $283K | 0.0% | $17.37 | — | COM | 685564106 |
| — | PREMIERE GLOBAL SVCS INC | 20,924 | $279K | 0.0% | $11.61 | — | COM | 740585104 |
| NRG | NRG ENERGY INC | 7,423 | $276K | 0.0% | $26.64 | 0.0% | COM NEW | 629377508 |
| — | SIZMEK INC | 28,305 | $270K | 0.0% | $10.27 | — | COM | 83013P105 |
| ENS | ENERSYS | 3,899 | $268K | 0.0% | $47.58 | +27.3% | COM | 29275Y102 |
| OMCL | OMNICELL INC | 9,329 | $268K | 0.0% | $22.29 | +21.1% | COM | 68213N109 |
| — | CYRUSONE INC | 10,643 | $265K | 0.0% | $22.36 | — | COM | 23283R100 |
| — | JOURNAL COMMUNICATIONS INC | 29,672 | $263K | 0.0% | $8.86 | — | CL A | 481130102 |
| — | SYKES ENTERPRISES INC | 11,970 | $260K | 0.0% | $18.16 | — | COM | 871237103 |
| — | CAI INTERNATIONAL INC | 11,760 | $259K | 0.0% | $23.69 | — | COM | 12477X106 |
| EIG | EMPLOYERS HOLDINGS INC | 12,121 | $257K | 0.0% | $15.55 | 0.0% | COM | 292218104 |
| — | REVENUESHARES ETF TR | 4,443 | $250K | 0.0% | $48.84 | — | SMALL CAP FD | 761396308 |
| PFS | PROVIDENT FINL SVCS INC | 14,439 | $250K | 0.0% | $10.34 | 0.0% | COM | 74386T105 |
| — | MAGELLAN HEALTH INC | 3,907 | $243K | 0.0% | $56.00 | — | COM NEW | 559079207 |
| SRI | STONERIDGE INC | 22,550 | $242K | 0.0% | $9.69 | +8.2% | COM | 86183P102 |
| CSV | CARRIAGE SVCS INC | 14,112 | $242K | 0.0% | $15.06 | 0.0% | COM | 143905107 |
| — | MEADOWBROOK INS GROUP INC | 32,873 | $236K | 0.0% | $7.85 | — | COM | 58319P108 |
| — | DOMTAR CORP | 5,410 | $232K | 0.0% | $61.18 | — | COM NEW | 257559203 |
| — | FIRSTMERIT CORP | 11,587 | $229K | 0.0% | $21.94 | — | COM | 337915102 |
| — | URS CORP NEW | 4,994 | $229K | 0.0% | $47.26 | — | COM | 903236107 |
| — | RUDOLPH TECHNOLOGIES INC | 22,525 | $223K | 0.0% | $11.15 | — | COM | 781270103 |
| — | RF MICRODEVICES INC | 22,837 | $219K | 0.0% | $5.14 | — | COM | 749941100 |
| MTRN | MATERION CORP | 5,812 | $215K | 0.0% | $34.63 | 0.0% | COM | 576690101 |
| — | HILLENBRAND INC | 6,484 | $212K | 0.0% | $32.39 | — | COM | 431571108 |
| FRME | FIRST MERCHANTS CORP | 9,729 | $206K | 0.0% | $15.12 | 0.0% | COM | 320817109 |
| — | GREAT PLAINS ENERGY INC | 7,602 | $204K | 0.0% | $27.10 | — | COM | 391164100 |
| — | BBCN BANCORP INC | 10,655 | $170K | 0.0% | $15.95 | — | COM | 073295107 |
| — | BIG 5 SPORTING GOODS CORP | 10,484 | $129K | 0.0% | $16.02 | — | COM | 08915P101 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $95,000 | 0.0% | $2.86 | -39.6% | COM | 359678109 |
| — | VOLTARI CORP | 14,130 | $28,000 | 0.0% | $3.54 | — | COM NEW | 92870X309 |
| — | MANAGED HIGH YIELD PLUS FD I | 10,000 | $21,000 | 0.0% | $2.00 | — | COM | 561911108 |