Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 9, 2016
Total Value: $1.305B (92.7% shares, 7.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $309M | 23.6% | $29.25 | — | COM | 63654U100 |
| — | ROYAL BANK OF CANADA | 30,000,000 | $32.32M | 2.5% | $1.08 | — | NOTE 4.650% 1/2 | 780082AD5 |
| — | BANK OF NOVA SCOTIA | 30,000,000 | $31.6M | 2.4% | $1.00 | — | NOTE 4.500%12/1 | 064159HB5 |
| GM | GENERAL MTRS CO | 1,090,000 | $30.85M | 2.4% | $25.98 | -4.5% | COM | 37045V100 |
| AAPL | APPLE INC | 322,000 | $30.78M | 2.4% | $17.87 | +26.6% | COM | 037833100 |
| — | VIACOM INC NEW | 695,000 | $28.82M | 2.2% | $45.66 | — | CL B | 92553P201 |
| — | CYS INVTS INC | 3,329,000 | $27.86M | 2.1% | $8.42 | — | COM | 12673A108 |
| C | CITIGROUP INC | 635,000 | $26.92M | 2.1% | $36.69 | -9.8% | COM NEW | 172967424 |
| PRU | PRUDENTIAL FINL INC | 358,823 | $25.6M | 2.0% | $48.51 | +1.0% | COM | 744320102 |
| — | GENERAL CABLE CORP DEL NEW | 1,917,461 | $24.37M | 1.9% | $15.05 | — | COM | 369300108 |
| — | PDVWIRELESS INC | 1,090,969 | $23.34M | 1.8% | $27.50 | — | COM | 69290R104 |
| — | GREAT AJAX CORP | 1,571,190 | $21.79M | 1.7% | $12.13 | — | COM | 38983D300 |
| — | NORTHSTAR RLTY FIN CORP | 1,852,500 | $21.17M | 1.6% | $15.11 | — | COM | 66704R803 |
| — | AMERICAN CAP MTG INVT CORP | 1,233,300 | $19.47M | 1.5% | $17.79 | — | COM | 02504A104 |
| — | MALLINCKRODT PUB LTD CO | 318,100 | $19.34M | 1.5% | $63.53 | — | SHS | G5785G107 |
| JPM | JPMORGAN CHASE & CO | 310,000 | $19.26M | 1.5% | $37.04 | +30.5% | COM | 46625H100 |
| — | TWO HBRS INVT CORP | 2,160,000 | $18.49M | 1.4% | $9.68 | — | COM | 90187B101 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $18.26M | 1.4% | $16.51 | — | CL A NEW | 041356205 |
| — | ELLINGTON FINANCIAL LLC | 1,049,853 | $17.98M | 1.4% | $22.81 | — | COM | 288522303 |
| — | CARLYLE GROUP L P | 1,052,914 | $17.09M | 1.3% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| — | AMERICAN CAPITAL AGENCY CORP | 804,800 | $15.95M | 1.2% | $21.51 | — | COM | 02503X105 |
| — | COACH INC | 385,000 | $15.69M | 1.2% | $48.76 | — | COM | 189754104 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $15.1M | 1.2% | $57.10 | +31.3% | COM | 92345Y106 |
| CCS | CENTURY CMNTYS INC | 851,000 | $14.76M | 1.1% | $18.13 | -8.9% | COM | 156504300 |
| — | MEDLEY CAP CORP | 2,199,858 | $14.74M | 1.1% | $8.42 | — | COM | 58503F106 |
| DB | DEUTSCHE BANK AG | 1,060,000 | $14.55M | 1.1% | $25.63 | -49.5% | NAMEN AKT | D18190898 |
| CB | CHUBB LIMITED | 105,734 | $13.82M | 1.1% | $99.11 | +4.5% | COM | H1467J104 |
| — | ENERGY TRANSFER PRTNRS L P | 360,000 | $13.71M | 1.0% | $35.16 | — | UNIT LTD PARTN | 29273R109 |
| ABBV | ABBVIE INC | 220,000 | $13.62M | 1.0% | $41.90 | -2.2% | COM | 00287Y109 |
| — | TRIBUNE MEDIA CO | 340,000 | $13.32M | 1.0% | $38.35 | — | CL A | 896047503 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $12.87M | 1.0% | $27.36 | +36.0% | COM | 949746101 |
| — | KKR & CO L P DEL | 1,030,600 | $12.72M | 1.0% | $19.20 | — | COM UNITS | 48248M102 |
| ALLY | ALLY FINL INC | 740,000 | $12.63M | 1.0% | $16.76 | -21.2% | COM | 02005N100 |
| — | ENDO INTL PLC | 807,880 | $12.6M | 1.0% | $22.55 | — | SHS | G30401106 |
| — | E M C CORP MASS | 450,000 | $12.23M | 0.9% | $23.79 | — | COM | 268648102 |
| — | APOLLO RESIDENTIAL MTG INC | 898,594 | $12.04M | 0.9% | $15.08 | — | COM | 03763V102 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $11.53M | 0.9% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,805,070 | $11.16M | 0.9% | $5.63 | — | COM NEW | 76155G206 |
| BEN | FRANKLIN RES INC | 330,000 | $11.01M | 0.8% | $26.49 | -14.9% | COM | 354613101 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 570,000 | $10.41M | 0.8% | $6.50 | +19.4% | COM | 42824C109 |
| CSCO | CISCO SYS INC | 360,000 | $10.33M | 0.8% | $15.23 | +37.0% | COM | 17275R102 |
| GILD | GILEAD SCIENCES INC | 120,000 | $10.01M | 0.8% | $55.32 | +13.5% | COM | 375558103 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.987M | 0.8% | $1.00 | — | SDCV 5.625%12/2 | 404280AR0 |
| — | BLACKSTONE GROUP L P | 392,000 | $9.62M | 0.7% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.5M | 0.7% | $0.95 | — | NOTE 6.375%12/2 | 404280AT6 |
| MCHB | HOMESTREET INC | 475,171 | $9.464M | 0.7% | $20.08 | +3.6% | COM | 43785V102 |
| — | STONEGATE MTG CORP | 2,602,111 | $8.743M | 0.7% | $12.64 | — | COM | 86181Q300 |
| PSEC | PROSPECT CAPITAL CORPORATION | 1,000,000 | $7.82M | 0.6% | $2.34 | +0.3% | COM | 74348T102 |
| — | TORTOISE ENERGY INFRA CORP | 248,716 | $7.655M | 0.6% | $34.77 | — | COM | 89147L100 |
| NMIH | NMI HLDGS INC | 1,388,000 | $7.606M | 0.6% | $13.21 | -57.1% | CL A | 629209305 |
| BAC | BANK AMER CORP | 571,600 | $7.585M | 0.6% | $10.18 | +11.4% | COM | 060505104 |
| OMER | OMEROS CORP | 715,101 | $7.523M | 0.6% | $11.61 | +6.0% | COM | 682143102 |
| MDT | MEDTRONIC PLC | 85,000 | $7.375M | 0.6% | $58.10 | +9.3% | SHS | G5960L103 |
| WRB | BERKLEY W R CORP | 117,000 | $7.011M | 0.5% | $9.58 | +38.5% | COM | 084423102 |
| MET | METLIFE INC | 175,000 | $6.97M | 0.5% | $27.00 | +4.2% | COM | 59156R108 |
| — | RESOLUTE FST PRODS INC | 1,280,836 | $6.776M | 0.5% | $8.23 | — | COM | 76117W109 |
| CMCSA | COMCAST CORP NEW | 103,500 | $6.747M | 0.5% | $15.62 | +58.3% | CL A | 20030N101 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $6.665M | 0.5% | $4.89 | — | COM | 037347101 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $6.16M | 0.5% | $47.48 | — | SPON ADR B | 780259107 |
| — | LEGG MASON INC | 205,000 | $6.045M | 0.5% | $39.25 | — | COM | 524901105 |
| HUN | HUNTSMAN CORP | 440,000 | $5.917M | 0.5% | $11.78 | +24.5% | COM | 447011107 |
| BCS | BARCLAYS PLC | 758,000 | $5.761M | 0.4% | $15.62 | — | ADR | 06738E204 |
| — | PEAK RESORTS INC | 1,245,986 | $5.682M | 0.4% | $7.81 | — | COM | 70469L100 |
| DAL | DELTA AIR LINES INC DEL | 151,048 | $5.503M | 0.4% | $25.55 | +47.9% | COM NEW | 247361702 |
| — | SCRIPPS NETWORKS INTERACT IN | 85,000 | $5.293M | 0.4% | $49.19 | — | CL A COM | 811065101 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $5.247M | 0.4% | $14.00 | — | COM | 649445103 |
| — | HC2 HLDGS INC | 1,007,421 | $4.332M | 0.3% | $5.29 | — | COM | 404139107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $3.728M | 0.3% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| HPQ | HP INC | 290,000 | $3.639M | 0.3% | $9.12 | -0.7% | COM | 40434L105 |
| — | MEDLEY MGMT INC | 579,100 | $3.405M | 0.3% | $16.35 | — | CL A COM | 58503T106 |
| FCX | FREEPORT-MCMORAN INC | 300,000 | $3.342M | 0.3% | $24.45 | -58.9% | CL B | 35671D857 |
| — | KELLOGG CO | 38,850 | $3.172M | 0.2% | $38.95 | +30.8% | COM | 487836108 |
| ARLP | ALLIANCE RES PARTNER L P | 196,701 | $3.1M | 0.2% | $54.87 | — | UT LTD PART | 01877R108 |
| LYB | LYONDELLBASELL INDUSTRIES N | 40,000 | $2.977M | 0.2% | $45.77 | +3.9% | SHS - A - | N53745100 |
| — | MARATHON OIL CORP | 198,000 | $2.972M | 0.2% | $34.58 | — | COM | 565849106 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.959M | 0.2% | $25.87 | +21.6% | COM | 92343V104 |
| BP | BP PLC | 82,500 | $2.93M | 0.2% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $2.789M | 0.2% | $15.40 | — | COM | 46131B100 |
| USAC | USA COMPRESSION PARTNERS LP | 174,871 | $2.564M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | POTBELLY CORP | 200,000 | $2.508M | 0.2% | $13.38 | — | COM | 73754Y100 |
| — | CELGENE CORP | 25,000 | $2.465M | 0.2% | $85.87 | — | COM | 151020104 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $2.238M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| — | AXOVANT SCIENCES LTD | 172,395 | $2.214M | 0.2% | $18.03 | — | COM | G0750W104 |
| PYPL | PAYPAL HLDGS INC | 58,000 | $2.118M | 0.2% | $35.85 | +6.4% | COM | 70450Y103 |
| LCNB | LCNB CORP | 116,785 | $1.846M | 0.1% | $10.77 | +0.7% | COM | 50181P100 |
| BIIB | BIOGEN INC | 7,000 | $1.692M | 0.1% | $330.23 | -20.2% | COM | 09062X103 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.641M | 0.1% | $11.38 | — | COM | 035710409 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $1.38M | 0.1% | $11.81 | — | COM | 66706L101 |
| EBAY | EBAY INC | 58,000 | $1.358M | 0.1% | $19.39 | +10.7% | COM | 278642103 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.339M | 0.1% | $10.58 | +75.0% | COM | 45774W108 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $1.16M | 0.1% | $24.72 | — | COM | 29250R106 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $988K | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | COLONY CAP INC | 63,000 | $967K | 0.1% | $19.89 | — | CL A | 19624R106 |
| — | ORGANOVO HLDGS INC | 251,500 | $935K | 0.1% | $5.77 | — | COM | 68620A104 |
| VOO | VANGUARD INDEX FDS | 3,375 | $649K | 0.0% | $181.98 | — | S&P 500 ETF SHS | 922908363 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 20,000 | $629K | 0.0% | $35.60 | +2.6% | COM | 70959W103 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $622K | 0.0% | $24.77 | — | COM | 85571B105 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $502K | 0.0% | $5.11 | +36.6% | COM | 14057J101 |
| VXF | VANGUARD INDEX FDS | 5,380 | $460K | 0.0% | $83.98 | — | EXTEND MKT ETF | 922908652 |
| MYRG | MYR GROUP INC DEL | 19,060 | $459K | 0.0% | $21.22 | +14.7% | COM | 55405W104 |
| VNQ | VANGUARD INDEX FDS | 5,089 | $451K | 0.0% | $70.94 | — | REIT ETF | 922908553 |
| — | CYRUSONE INC | 7,874 | $438K | 0.0% | $22.36 | — | COM | 23283R100 |
| — | VONAGE HLDGS CORP | 62,810 | $383K | 0.0% | $5.16 | — | COM | 92886T201 |
| CDP | CORPORATE OFFICE PPTYS TR | 12,776 | $378K | 0.0% | $23.43 | — | SH BEN INT | 22002T108 |
| — | MFA FINL INC | 50,000 | $364K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $359K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| — | GREAT WESTN BANCORP INC | 11,326 | $357K | 0.0% | $25.54 | — | COM | 391416104 |
| — | CEDAR REALTY TRUST INC | 46,654 | $347K | 0.0% | $5.49 | — | COM NEW | 150602209 |
| — | PERFICIENT INC | 16,995 | $345K | 0.0% | $15.69 | — | COM | 71375U101 |
| — | NII HLDGS INC | 106,865 | $340K | 0.0% | $6.52 | — | COM PAR $0.001 | 62913F508 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $340K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| FRME | FIRST MERCHANTS CORP | 13,042 | $325K | 0.0% | $15.05 | +24.2% | COM | 320817109 |
| CSV | CARRIAGE SVCS INC | 13,438 | $318K | 0.0% | $15.10 | +34.3% | COM | 143905107 |
| — | MICROSEMI CORP | 9,699 | $317K | 0.0% | $23.02 | — | COM | 595137100 |
| VEU | VANGUARD INTL EQUITY INDEX F | 7,265 | $311K | 0.0% | $48.89 | — | ALLWRLD EX US | 922042775 |
| PRSU | VIAD CORP | 9,997 | $310K | 0.0% | $23.15 | +28.1% | COM NEW | 92552R406 |
| — | OPUS BK IRVINE CALIF | 9,086 | $307K | 0.0% | $31.41 | — | COM | 684000102 |
| COP | CONOCOPHILLIPS | 7,000 | $305K | 0.0% | $39.96 | -17.9% | COM | 20825C104 |
| — | MDC PARTNERS INC | 16,359 | $299K | 0.0% | $21.59 | — | CL A SUB VTG | 552697104 |
| — | RUDOLPH TECHNOLOGIES INC | 19,278 | $299K | 0.0% | $11.71 | — | COM | 781270103 |
| EIG | EMPLOYERS HOLDINGS INC | 10,174 | $295K | 0.0% | $15.55 | +41.7% | COM | 292218104 |
| EME | EMCOR GROUP INC | 5,946 | $293K | 0.0% | $40.94 | +12.0% | COM | 29084Q100 |
| SYNA | SYNAPTICS INC | 5,398 | $290K | 0.0% | $68.95 | -0.3% | COM | 87157D109 |
| GTN | GRAY TELEVISION INC | 26,372 | $286K | 0.0% | $10.08 | +17.1% | COM | 389375106 |
| — | LEUCADIA NATL CORP | 16,474 | $286K | 0.0% | $26.22 | — | COM | 527288104 |
| PFS | PROVIDENT FINL SVCS INC | 14,439 | $284K | 0.0% | $10.34 | +22.8% | COM | 74386T105 |
| MERC | MERCER INTL INC | 34,316 | $274K | 0.0% | $7.15 | -12.7% | COM | 588056101 |
| — | WEST CORP | 13,942 | $274K | 0.0% | $21.39 | — | COM | 952355204 |
| — | ARRIS INTL INC | 12,996 | $272K | 0.0% | $22.66 | — | SHS | G0551A103 |
| — | PARTY CITY HOLDCO INC | 18,717 | $260K | 0.0% | $13.43 | — | COM | 702149105 |
| GNRC | GENERAC HLDGS INC | 7,312 | $256K | 0.0% | $29.97 | +23.1% | COM | 368736104 |
| — | GLOBAL X FDS | 18,369 | $254K | 0.0% | $19.68 | — | GLB X MLP ENRG I | 37950E226 |
| FFBC | FIRST FINL BANCORP OH | 12,636 | $246K | 0.0% | $9.82 | +36.0% | COM | 320209109 |
| MTZ | MASTEC INC | 10,884 | $243K | 0.0% | $17.42 | +27.3% | COM | 576323109 |
| KOP | KOPPERS HOLDINGS INC | 7,883 | $242K | 0.0% | $25.09 | 0.0% | COM | 50060P106 |
| — | XCERRA CORP | 41,960 | $241K | 0.0% | $8.52 | — | COM | 98400J108 |
| — | INTERVAL LEISURE GROUP INC | 14,571 | $232K | 0.0% | $20.35 | — | COM | 46113M108 |
| — | GREAT PLAINS ENERGY INC | 7,602 | $231K | 0.0% | $26.97 | — | COM | 391164100 |
| — | HORIZON PHARMA PLC | 13,876 | $229K | 0.0% | $16.50 | — | SHS | G4617B105 |
| PJT | PJT PARTNERS INC | 9,800 | $226K | 0.0% | $20.55 | +5.5% | COM CL A | 69343T107 |
| VSS | VANGUARD INTL EQUITY INDEX F | 2,351 | $219K | 0.0% | $95.28 | — | FTSE SMCAP ETF | 922042718 |
| DCO | DUCOMMUN INC DEL | 11,056 | $219K | 0.0% | $17.04 | 0.0% | COM | 264147109 |
| — | SVB FINL GROUP | 2,217 | $211K | 0.0% | $95.17 | — | COM | 78486Q101 |
| BIGGQ | BIG LOTS INC | 4,201 | $211K | 0.0% | $36.94 | 0.0% | COM | 089302103 |
| — | CUBIC CORP | 5,226 | $210K | 0.0% | $40.18 | — | COM | 229669106 |
| DAR | DARLING INGREDIENTS INC | 12,098 | $180K | 0.0% | $10.08 | +43.5% | COM | 237266101 |
| LOB | LIVE OAK BANCSHARES INC | 11,634 | $164K | 0.0% | $15.43 | -1.2% | COM | 53803X105 |
| NNBR | NN INC | 10,954 | $153K | 0.0% | $14.70 | 0.0% | COM | 629337106 |
| — | EVERI HLDGS INC | 131,286 | $151K | 0.0% | $3.55 | — | COM | 30034T103 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $135K | 0.0% | $2.86 | -42.1% | COM | 359678109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $54,000 | 0.0% | $30.95 | -84.9% | COM | 45665G303 |
| — | VOLTARI CORP | 14,130 | $51,000 | 0.0% | $3.54 | — | COM NEW | 92870X309 |