Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 6, 2015
Total Value: $1.382B (98.7% shares, 1.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $272M | 19.7% | $29.25 | — | COM | 63654U100 |
| AAPL | APPLE INC | 322,000 | $35.52M | 2.6% | $17.87 | +47.1% | COM | 037833100 |
| — | PACIFIC DATAVISION INC | 1,112,500 | $33.26M | 2.4% | $30.59 | — | COM | 694171307 |
| GM | GENERAL MTRS CO | 1,090,000 | $32.72M | 2.4% | $25.98 | -7.0% | COM | 37045V100 |
| C | CITIGROUP INC | 635,000 | $31.5M | 2.3% | $36.69 | +11.1% | COM NEW | 172967424 |
| — | VIACOM INC NEW | 695,000 | $29.99M | 2.2% | $45.66 | — | CL B | 92553P201 |
| DB | DEUTSCHE BANK AG | 1,020,000 | $27.5M | 2.0% | $25.83 | -7.7% | NAMEN AKT | D18190898 |
| PRU | PRUDENTIAL FINL INC | 358,823 | $27.35M | 2.0% | $48.51 | +9.2% | COM | 744320102 |
| — | CYS INVTS INC | 3,430,000 | $24.9M | 1.8% | $8.42 | — | COM | 12673A108 |
| — | TWO HBRS INVT CORP | 2,625,000 | $23.15M | 1.7% | $9.68 | — | COM | 90187B101 |
| — | GENERAL CABLE CORP DEL NEW | 1,917,461 | $22.82M | 1.7% | $15.05 | — | COM | 369300108 |
| — | CARLYLE GROUP L P | 1,333,414 | $22.4M | 1.6% | $21.45 | — | COM UTS LTD PTN | 14309L102 |
| — | BAKER HUGHES INC | 420,000 | $21.86M | 1.6% | $53.96 | — | COM | 057224107 |
| — | MALLINCKRODT PUB LTD CO | 320,000 | $20.46M | 1.5% | $63.94 | — | SHS | G5785G107 |
| — | ARLINGTON ASSET INVT CORP | 1,431,356 | $20.11M | 1.5% | $16.51 | — | CL A NEW | 041356205 |
| MSFT | MICROSOFT CORP | 446,500 | $19.76M | 1.4% | $26.70 | +45.8% | COM | 594918104 |
| JPM | JPMORGAN CHASE & CO | 310,000 | $18.9M | 1.4% | $37.04 | +34.0% | COM | 46625H100 |
| — | ELLINGTON FINANCIAL LLC | 1,053,853 | $18.84M | 1.4% | $22.81 | — | COM | 288522303 |
| — | SCRIPPS NETWORKS INTERACT IN | 380,000 | $18.69M | 1.4% | $49.19 | — | CL A COM | 811065101 |
| — | AMERICAN CAP MTG INVT CORP | 1,258,300 | $18.55M | 1.3% | $17.79 | — | COM | 02504A104 |
| BEN | FRANKLIN RES INC | 480,000 | $17.88M | 1.3% | $26.49 | 0.0% | COM | 354613101 |
| CCS | CENTURY CMNTYS INC | 851,000 | $16.89M | 1.2% | $18.13 | +7.9% | COM | 156504300 |
| AMH | AMERICAN HOMES 4 RENT | 1,000,000 | $16.08M | 1.2% | $16.15 | — | CL A | 02665T306 |
| — | KKR & CO L P DEL | 940,600 | $15.78M | 1.1% | $19.63 | — | COM UNITS | 48248M102 |
| — | AMERICAN CAPITAL AGENCY CORP | 821,600 | $15.36M | 1.1% | $21.51 | — | COM | 02503X105 |
| ALLY | ALLY FINL INC | 740,000 | $15.08M | 1.1% | $16.76 | -0.9% | COM | 02005N100 |
| — | STONEGATE MTG CORP | 2,102,111 | $14.95M | 1.1% | $14.34 | — | COM | 86181Q300 |
| — | HEWLETT PACKARD CO | 570,000 | $14.6M | 1.1% | $24.80 | — | COM | 428236103 |
| — | KELLOGG CO | 218,850 | $14.56M | 1.1% | $38.95 | +11.1% | COM | 487836108 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $13.97M | 1.0% | $27.36 | +50.1% | COM | 949746101 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $13.76M | 1.0% | $57.10 | +24.8% | COM | 92345Y106 |
| LYB | LYONDELLBASELL INDUSTRIES N | 165,000 | $13.76M | 1.0% | $49.01 | +1.6% | SHS - A - | N53745100 |
| — | GENERAL ELECTRIC CO | 500,000 | $12.61M | 0.9% | $23.19 | — | COM | 369604103 |
| — | BLACKSTONE GROUP L P | 392,000 | $12.41M | 0.9% | $32.61 | — | COM UNIT LTD | 09253U108 |
| BCS | BARCLAYS PLC | 800,000 | $11.82M | 0.9% | $15.62 | — | ADR | 06738E204 |
| — | APOLLO RESIDENTIAL MTG INC | 898,594 | $11.38M | 0.8% | $15.08 | — | COM | 03763V102 |
| MCHB | HOMESTREET INC | 486,591 | $11.24M | 0.8% | $20.08 | +12.4% | COM | 43785V102 |
| — | COACH INC | 385,000 | $11.14M | 0.8% | $48.76 | — | COM | 189754104 |
| — | MEDLEY CAP CORP | 1,467,658 | $10.92M | 0.8% | $9.18 | — | COM | 58503F106 |
| — | E M C CORP MASS | 450,000 | $10.87M | 0.8% | $23.79 | — | COM | 268648102 |
| MET | METLIFE INC | 230,200 | $10.85M | 0.8% | $27.00 | +21.8% | COM | 59156R108 |
| — | ANWORTH MORTGAGE ASSET CP | 2,157,452 | $10.66M | 0.8% | $4.89 | — | COM | 037347101 |
| NMIH | NMI HLDGS INC | 1,388,000 | $10.55M | 0.8% | $13.21 | -38.0% | CL A | 629209305 |
| BAC | BANK AMER CORP | 671,600 | $10.46M | 0.8% | $10.18 | +32.1% | COM | 060505104 |
| ABBV | ABBVIE INC | 190,000 | $10.34M | 0.7% | $42.52 | 0.0% | COM | 00287Y109 |
| GILD | GILEAD SCIENCES INC | 105,000 | $10.31M | 0.7% | $54.15 | +43.1% | COM | 375558103 |
| — | REVOLUTION LIGHTING TECHNOLO | 10,825,708 | $10.28M | 0.7% | $1.92 | — | COM | 76155G107 |
| — | FLAGSTAR BANCORP INC | 495,093 | $10.18M | 0.7% | $14.16 | — | COM PAR .001 | 337930705 |
| — | PEOPLES UNITED FINANCIAL INC | 630,000 | $9.91M | 0.7% | $14.90 | — | COM | 712704105 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.794M | 0.7% | $1.00 | — | SDCV 5.625%12/2 | 404280AR0 |
| — | RESOLUTE FST PRODS INC | 1,147,494 | $9.535M | 0.7% | $8.31 | — | COM | 76117W109 |
| CSCO | CISCO SYS INC | 360,000 | $9.451M | 0.7% | $15.23 | +28.6% | COM | 17275R102 |
| MDLZ | MONDELEZ INTL INC | 223,250 | $9.348M | 0.7% | $23.16 | +47.0% | CL A | 609207105 |
| JNJ | JOHNSON & JOHNSON | 94,200 | $8.794M | 0.6% | $59.66 | +21.5% | COM | 478160104 |
| — | CHUBB CORP | 71,000 | $8.708M | 0.6% | $84.65 | — | COM | 171232101 |
| — | AMERICAN RESIDENTIAL PPTYS I | 500,000 | $8.635M | 0.6% | $17.20 | — | COM | 02927E303 |
| — | PEAK RESORTS INC | 1,245,986 | $8.585M | 0.6% | $7.81 | — | COM | 70469L100 |
| PFE | PFIZER INC | 258,000 | $8.104M | 0.6% | $16.46 | +25.2% | COM | 717081103 |
| OMER | OMEROS CORP | 695,101 | $7.618M | 0.6% | $11.55 | +34.8% | COM | 682143102 |
| — | ROYAL DUTCH SHELL PLC | 160,000 | $7.597M | 0.5% | $47.48 | — | SPON ADR B | 780259107 |
| — | PROSPECT CAPITAL CORPORATION | 8,200,000 | $7.378M | 0.5% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| PSEC | PROSPECT CAPITAL CORPORATION | 1,000,000 | $7.13M | 0.5% | $2.34 | -10.8% | COM | 74348T102 |
| — | LEGG MASON INC | 165,000 | $6.866M | 0.5% | $41.61 | — | COM | 524901105 |
| — | ACE LTD | 63,000 | $6.514M | 0.5% | $89.48 | — | SHS | H0023R105 |
| WRB | BERKLEY W R CORP | 117,000 | $6.361M | 0.5% | $9.58 | +35.6% | COM | 084423102 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $6.321M | 0.5% | $14.00 | — | COM | 649445103 |
| — | ROYAL DUTCH SHELL PLC | 130,000 | $6.161M | 0.4% | $47.39 | — | SPONS ADR A | 780259206 |
| CMCSA | COMCAST CORP NEW | 103,500 | $5.887M | 0.4% | $15.62 | +49.4% | CL A | 20030N101 |
| — | SUNEDISON INC | 810,000 | $5.816M | 0.4% | $7.18 | — | COM | 86732Y109 |
| MDT | MEDTRONIC PLC | 85,000 | $5.69M | 0.4% | $58.10 | -1.9% | SHS | G5960L103 |
| — | TORTOISE ENERGY INFRSTRCTR C | 198,716 | $5.387M | 0.4% | $36.52 | — | COM | 89147L100 |
| — | GREAT AJAX CORP | 430,000 | $5.32M | 0.4% | $14.53 | — | COM | 38983D300 |
| AMG | AFFILIATED MANAGERS GROUP | 30,000 | $5.13M | 0.4% | $190.37 | 0.0% | COM | 008252108 |
| FFBC | FIRST FINL BANCORP OH | 230,668 | $4.401M | 0.3% | $9.47 | +32.9% | COM | 320209109 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $4.12M | 0.3% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| ARLP | ALLIANCE RES PARTNER L P | 180,272 | $4.013M | 0.3% | $58.64 | — | UT LTD PART | 01877R108 |
| BP | BP PLC | 127,500 | $3.896M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| VOD | VODAFONE GROUP PLC NEW | 122,726 | $3.895M | 0.3% | $36.81 | — | SPNSR ADR NO PAR | 92857W308 |
| — | MEDLEY MGMT INC | 579,100 | $3.833M | 0.3% | $16.35 | — | CL A COM | 58503T106 |
| DAL | DELTA AIR LINES INC DEL | 81,048 | $3.637M | 0.3% | $14.99 | +163.9% | COM NEW | 247361702 |
| PYPL | PAYPAL HLDGS INC | 116,000 | $3.6M | 0.3% | $35.85 | 0.0% | COM | 70450Y103 |
| CVX | CHEVRON CORP NEW | 38,800 | $3.061M | 0.2% | $71.30 | -24.5% | COM | 166764100 |
| — | MARATHON OIL CORP | 198,000 | $3.049M | 0.2% | $34.58 | — | COM | 565849106 |
| FCX | FREEPORT-MCMORAN INC | 300,000 | $2.907M | 0.2% | $24.45 | -55.7% | CL B | 35671D857 |
| — | ENERGY TRANSFER PRTNRS L P | 70,000 | $2.874M | 0.2% | $41.06 | — | UNIT LTD PARTN | 29273R109 |
| EBAY | EBAY INC | 116,000 | $2.836M | 0.2% | $19.39 | +23.4% | COM | 278642103 |
| — | CELGENE CORP | 25,000 | $2.705M | 0.2% | $85.87 | — | COM | 151020104 |
| VZ | VERIZON COMMUNICATIONS INC | 59,174 | $2.574M | 0.2% | $25.87 | +4.4% | COM | 92343V104 |
| USAC | USA COMPRESSION PARTNERS LP | 174,871 | $2.521M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $2.494M | 0.2% | $15.40 | — | COM | 46131B100 |
| — | POTBELLY CORP | 200,000 | $2.202M | 0.2% | $13.38 | — | COM | 73754Y100 |
| REXR | REXFORD INDL RLTY INC | 150,000 | $2.069M | 0.1% | $13.51 | — | COM | 76169C100 |
| BIIB | BIOGEN INC | 7,000 | $2.042M | 0.1% | $330.23 | 0.0% | COM | 09062X103 |
| LCNB | LCNB CORP | 116,785 | $1.89M | 0.1% | $10.77 | -6.9% | COM | 50181P100 |
| URI | UNITED RENTALS INC | 30,000 | $1.802M | 0.1% | $67.22 | 0.0% | COM | 911363109 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.463M | 0.1% | $11.38 | — | COM | 035710409 |
| — | COLONY CAP INC | 70,000 | $1.37M | 0.1% | $19.89 | — | CL A | 19624R106 |
| — | PROSPECT CAPITAL CORPORATION | 1,290,000 | $1.297M | 0.1% | $1.03 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $1.236M | 0.1% | $24.72 | — | COM | 29250R106 |
| — | PEABODY ENERGY CORP | 780,000 | $1.077M | 0.1% | $12.77 | — | COM | 704549104 |
| — | OAKTREE CAP GROUP LLC | 20,000 | $990K | 0.1% | $51.80 | — | UNIT CL A | 674001201 |
| GIS | GENERAL MLS INC | 15,000 | $842K | 0.1% | $31.98 | +25.0% | COM | 370334104 |
| WEC | WEC ENERGY GROUP INC | 16,000 | $836K | 0.1% | $33.96 | +2.5% | COM | 92939U106 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $753K | 0.1% | $10.58 | +1.2% | COM | 45774W108 |
| — | NII HLDGS INC | 113,989 | $743K | 0.1% | $6.52 | — | COM PAR $0.001 | 62913F508 |
| SYY | SYSCO CORP | 19,000 | $740K | 0.1% | $24.40 | +19.1% | COM | 871829107 |
| — | THOMSON REUTERS CORP | 18,000 | $725K | 0.1% | $32.56 | — | COM | 884903105 |
| — | ORGANOVO HLDGS INC | 251,500 | $674K | 0.0% | $5.77 | — | COM | 68620A104 |
| T | AT&T INC | 20,500 | $668K | 0.0% | $11.40 | +7.6% | COM | 00206R102 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $616K | 0.0% | $24.77 | — | COM | 85571B105 |
| — | OCWEN FINL CORP | 90,000 | $604K | 0.0% | $37.11 | — | COM NEW | 675746309 |
| VOO | VANGUARD INDEX FDS | 3,375 | $593K | 0.0% | $181.98 | — | S&P 500 ETF SHS | 922908363 |
| ETN | EATON CORP PLC | 11,500 | $590K | 0.0% | $46.59 | -0.2% | SHS | G29183103 |
| TECK | TECK RESOURCES LTD | 114,100 | $548K | 0.0% | $25.96 | -72.7% | CL B | 878742204 |
| PM | PHILIP MORRIS INTL INC | 6,500 | $516K | 0.0% | $49.85 | -1.9% | COM | 718172109 |
| MYRG | MYR GROUP INC DEL | 19,060 | $499K | 0.0% | $21.22 | +35.7% | COM | 55405W104 |
| VXF | VANGUARD INDEX FDS | 5,380 | $439K | 0.0% | $83.98 | — | EXTEND MKT ETF | 922908652 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $436K | 0.0% | $5.11 | +17.8% | COM | 14057J101 |
| VNQ | VANGUARD INDEX FDS | 5,089 | $384K | 0.0% | $70.94 | — | REIT ETF | 922908553 |
| — | ARGO GROUP INTL HLDGS LTD | 6,664 | $377K | 0.0% | $43.13 | — | COM | G0464B107 |
| CSV | CARRIAGE SVCS INC | 16,217 | $350K | 0.0% | $15.10 | +33.5% | COM | 143905107 |
| — | CYRUSONE INC | 10,643 | $348K | 0.0% | $22.36 | — | COM | 23283R100 |
| FRME | FIRST MERCHANTS CORP | 13,042 | $342K | 0.0% | $15.05 | +27.4% | COM | 320817109 |
| — | MFA FINL INC | 50,000 | $340K | 0.0% | $8.46 | — | COM | 55272X102 |
| SYNA | SYNAPTICS INC | 4,108 | $339K | 0.0% | $69.02 | +9.5% | COM | 87157D109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $338K | 0.0% | $30.95 | -70.2% | COM | 45665G303 |
| COP | CONOCOPHILLIPS | 7,000 | $336K | 0.0% | $39.96 | -7.9% | COM | 20825C104 |
| — | PREMIERE GLOBAL SVCS INC | 24,324 | $334K | 0.0% | $11.16 | — | COM | 740585104 |
| — | LEUCADIA NATL CORP | 16,474 | $333K | 0.0% | $26.22 | — | COM | 527288104 |
| — | MICROSEMI CORP | 9,699 | $318K | 0.0% | $23.02 | — | COM | 595137100 |
| VEU | VANGUARD INTL EQUITY INDEX F | 7,265 | $310K | 0.0% | $48.89 | — | ALLWRLD EX US | 922042775 |
| — | EVERI HLDGS INC | 57,601 | $295K | 0.0% | $5.12 | — | COM | 30034T103 |
| — | CEDAR REALTY TRUST INC | 46,654 | $290K | 0.0% | $5.49 | — | COM NEW | 150602209 |
| — | OPUS BK IRVINE CALIF | 7,506 | $287K | 0.0% | $30.91 | — | COM | 684000102 |
| — | ARCH COAL INC | 85,500 | $282K | 0.0% | $3.30 | — | COM NEW | 039380308 |
| PFS | PROVIDENT FINL SVCS INC | 14,439 | $282K | 0.0% | $10.34 | +15.3% | COM | 74386T105 |
| EIG | EMPLOYERS HOLDINGS INC | 12,121 | $270K | 0.0% | $15.55 | +12.0% | COM | 292218104 |
| — | INTERVAL LEISURE GROUP INC | 14,571 | $268K | 0.0% | $20.35 | — | COM | 46113M108 |
| — | DU PONT E I DE NEMOURS & CO | 5,500 | $265K | 0.0% | $52.55 | — | COM | 263534109 |
| EME | EMCOR GROUP INC | 5,946 | $263K | 0.0% | $40.94 | +9.0% | COM | 29084Q100 |
| GTN | GRAY TELEVISION INC | 20,407 | $260K | 0.0% | $9.58 | +48.4% | COM | 389375106 |
| — | GREAT WESTN BANCORP INC | 10,255 | $260K | 0.0% | $25.35 | — | COM | 391416104 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $260K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| SRI | STONERIDGE INC | 21,011 | $259K | 0.0% | $9.92 | +19.7% | COM | 86183P102 |
| — | VONAGE HLDGS CORP | 43,699 | $257K | 0.0% | $5.03 | — | COM | 92886T201 |
| PRSU | VIAD CORP | 8,882 | $257K | 0.0% | $22.65 | +16.9% | COM NEW | 92552R406 |
| FFIC | FLUSHING FINL CORP | 12,749 | $255K | 0.0% | $9.58 | +33.8% | COM | 343873105 |
| — | GLOBAL X FDS | 18,369 | $249K | 0.0% | $19.68 | — | GLB X MLP ENRG I | 37950E226 |
| — | LINN ENERGY LLC | 91,631 | $246K | 0.0% | $33.18 | — | UNIT LTD LIAB | 536020100 |
| — | XCERRA CORP | 38,140 | $240K | 0.0% | $8.80 | — | COM | 98400J108 |
| CDP | CORPORATE OFFICE PPTYS TR | 11,159 | $235K | 0.0% | $23.66 | — | SH BEN INT | 22002T108 |
| — | PERFICIENT INC | 15,169 | $234K | 0.0% | $14.96 | — | COM | 71375U101 |
| VSS | VANGUARD INTL EQUITY INDEX F | 2,351 | $213K | 0.0% | $95.28 | — | FTSE SMCAP ETF | 922042718 |
| — | GREAT PLAINS ENERGY INC | 7,602 | $205K | 0.0% | $26.97 | — | COM | 391164100 |
| — | MAGELLAN HEALTH INC | 3,677 | $204K | 0.0% | $56.49 | — | COM NEW | 559079207 |
| — | IBERIABANK CORP | 3,513 | $204K | 0.0% | $53.58 | — | COM | 450828108 |
| — | REAL IND INC | 21,590 | $190K | 0.0% | $10.26 | — | COM | 75601W104 |
| MTZ | MASTEC INC | 10,884 | $172K | 0.0% | $17.42 | 0.0% | COM | 576323109 |
| — | ICONIX BRAND GROUP INC | 12,470 | $169K | 0.0% | $13.55 | — | COM | 451055107 |
| — | RUDOLPH TECHNOLOGIES INC | 13,440 | $167K | 0.0% | $10.87 | — | COM | 781270103 |
| — | SYNERGY RES CORP | 16,161 | $158K | 0.0% | $11.08 | — | COM | 87164P103 |
| — | WILSHIRE BANCORP INC | 14,692 | $154K | 0.0% | $10.09 | — | COM | 97186T108 |
| WNC | WABASH NATL CORP | 14,170 | $150K | 0.0% | $8.16 | +25.3% | COM | 929566107 |
| — | ENSCO PLC | 10,500 | $148K | 0.0% | $53.71 | — | SHS CLASS A | G3157S106 |
| MERC | MERCER INTL INC | 11,073 | $111K | 0.0% | $7.99 | 0.0% | COM | 588056101 |
| — | VOLTARI CORP | 14,130 | $100K | 0.0% | $3.54 | — | COM NEW | 92870X309 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $98,000 | 0.0% | $2.86 | -47.3% | COM | 359678109 |
| — | MANAGED HIGH YIELD PLUS FD I | 10,000 | $16,000 | 0.0% | $2.00 | — | COM | 561911108 |