Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 4, 2016
Total Value: $1.396B (91.6% shares, 8.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NATIONAL INTERSTATE CORP | 10,200,000 | $332M | 23.8% | $29.25 | — | COM | 63654U100 |
| AAPL | APPLE INC | 322,000 | $36.4M | 2.6% | $17.87 | +35.6% | COM | 037833100 |
| GM | GENERAL MTRS CO | 1,090,000 | $34.63M | 2.5% | $25.98 | -0.5% | COM | 37045V100 |
| — | ROYAL BANK OF CANADA | 30,000,000 | $32.83M | 2.4% | $1.08 | — | NOTE 4.650% 1/2 | 780082AD5 |
| — | BANK OF NOVA SCOTIA | 30,000,000 | $32.01M | 2.3% | $1.00 | — | NOTE 4.500%12/1 | 064159HB5 |
| C | CITIGROUP INC | 635,000 | $29.99M | 2.1% | $36.69 | -6.9% | COM NEW | 172967424 |
| PRU | PRUDENTIAL FINL INC | 358,823 | $29.3M | 2.1% | $48.51 | +3.6% | COM | 744320102 |
| — | CYS INVTS INC | 3,329,000 | $29.03M | 2.1% | $8.42 | — | COM | 12673A108 |
| — | GENERAL CABLE CORP DEL NEW | 1,917,461 | $28.72M | 2.1% | $15.05 | — | COM | 369300108 |
| — | VIACOM INC NEW | 695,000 | $26.48M | 1.9% | $45.66 | — | CL B | 92553P201 |
| — | PDVWIRELESS INC | 1,090,969 | $24.98M | 1.8% | $27.50 | — | COM | 69290R104 |
| — | NORTHSTAR RLTY FIN CORP | 1,872,500 | $24.66M | 1.8% | $15.08 | — | COM | 66704R803 |
| — | MALLINCKRODT PUB LTD CO | 318,100 | $22.2M | 1.6% | $63.53 | — | SHS | G5785G107 |
| — | GREAT AJAX CORP | 1,571,190 | $21.45M | 1.5% | $12.13 | — | COM | 38983D300 |
| — | AMERICAN CAP MTG INVT CORP | 1,233,300 | $21.2M | 1.5% | $17.79 | — | COM | 02504A104 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $20.76M | 1.5% | $16.51 | — | CL A NEW | 041356205 |
| JPM | JPMORGAN CHASE & CO | 310,000 | $20.64M | 1.5% | $37.04 | +37.3% | COM | 46625H100 |
| — | TORONTO DOMINION BK ONT | 20,000,000 | $20.06M | 1.4% | $1.00 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| — | TWO HBRS INVT CORP | 2,160,000 | $18.43M | 1.3% | $9.68 | — | COM | 90187B101 |
| CCS | CENTURY CMNTYS INC | 851,000 | $18.31M | 1.3% | $18.13 | -0.1% | COM | 156504300 |
| — | ELLINGTON FINANCIAL LLC | 1,049,853 | $17.5M | 1.3% | $22.81 | — | COM | 288522303 |
| — | MEDLEY CAP CORP | 2,199,858 | $16.79M | 1.2% | $8.42 | — | COM | 58503F106 |
| — | CARLYLE GROUP L P | 1,052,914 | $16.39M | 1.2% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| — | ENDO INTL PLC | 807,880 | $16.28M | 1.2% | $22.55 | — | SHS | G30401106 |
| — | AMERICAN CAPITAL AGENCY CORP | 804,800 | $15.73M | 1.1% | $21.51 | — | COM | 02503X105 |
| ALLY | ALLY FINL INC | 790,000 | $15.38M | 1.1% | $16.60 | -14.2% | COM | 02005N100 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $15.13M | 1.1% | $57.10 | +38.5% | COM | 92345Y106 |
| — | KKR & CO L P DEL | 1,030,600 | $14.7M | 1.1% | $19.20 | — | COM UNITS | 48248M102 |
| — | COACH INC | 385,000 | $14.07M | 1.0% | $48.76 | — | COM | 189754104 |
| ABBV | ABBVIE INC | 220,000 | $13.88M | 1.0% | $41.90 | +4.8% | COM | 00287Y109 |
| DB | DEUTSCHE BANK AG | 1,060,000 | $13.88M | 1.0% | $25.63 | -58.7% | NAMEN AKT | D18190898 |
| — | ENERGY TRANSFER PRTNRS L P | 360,000 | $13.32M | 1.0% | $35.16 | — | UNIT LTD PARTN | 29273R109 |
| CB | CHUBB LIMITED | 105,734 | $13.29M | 1.0% | $99.11 | +8.2% | COM | H1467J104 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 570,000 | $12.97M | 0.9% | $6.50 | +45.2% | COM | 42824C109 |
| — | TRIBUNE MEDIA CO | 340,000 | $12.42M | 0.9% | $38.35 | — | CL A | 896047503 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.05M | 0.9% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| WFC | WELLS FARGO & CO NEW | 272,000 | $12.04M | 0.9% | $27.36 | +34.6% | COM | 949746101 |
| — | STONEGATE MTG CORP | 2,602,111 | $11.92M | 0.9% | $12.64 | — | COM | 86181Q300 |
| MCHB | HOMESTREET INC | 475,171 | $11.91M | 0.9% | $20.08 | +17.3% | COM | 43785V102 |
| BEN | FRANKLIN RES INC | 330,000 | $11.74M | 0.8% | $26.49 | -16.7% | COM | 354613101 |
| CSCO | CISCO SYS INC | 360,000 | $11.42M | 0.8% | $15.23 | +51.5% | COM | 17275R102 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,805,070 | $11.39M | 0.8% | $5.63 | — | COM NEW | 76155G206 |
| NMIH | NMI HLDGS INC | 1,388,000 | $10.58M | 0.8% | $13.21 | -47.0% | CL A | 629209305 |
| — | BLACKSTONE GROUP L P | 392,000 | $10.01M | 0.7% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.9M | 0.7% | $1.00 | — | SDCV 5.625%12/2 | 404280AR0 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.875M | 0.7% | $0.95 | — | NOTE 6.375%12/2 | 404280AT6 |
| GILD | GILEAD SCIENCES INC | 120,000 | $9.495M | 0.7% | $55.32 | +4.5% | COM | 375558103 |
| BAC | BANK AMER CORP | 571,600 | $8.945M | 0.6% | $10.18 | +18.6% | COM | 060505104 |
| PSEC | PROSPECT CAPITAL CORPORATION | 1,000,000 | $8.1M | 0.6% | $2.34 | +13.4% | COM | 74348T102 |
| OMER | OMEROS CORP | 715,101 | $7.98M | 0.6% | $11.61 | -1.8% | COM | 682143102 |
| MET | METLIFE INC | 175,000 | $7.775M | 0.6% | $27.00 | +1.4% | COM | 59156R108 |
| — | TORTOISE ENERGY INFRA CORP | 248,716 | $7.648M | 0.5% | $34.77 | — | COM | 89147L100 |
| MDT | MEDTRONIC PLC | 85,000 | $7.344M | 0.5% | $58.10 | +18.4% | SHS | G5960L103 |
| HUN | HUNTSMAN CORP | 440,000 | $7.159M | 0.5% | $11.78 | +34.5% | COM | 447011107 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $6.977M | 0.5% | $4.89 | — | COM | 037347101 |
| CMCSA | COMCAST CORP NEW | 103,500 | $6.866M | 0.5% | $15.62 | +70.4% | CL A | 20030N101 |
| — | LEGG MASON INC | 205,000 | $6.863M | 0.5% | $39.25 | — | COM | 524901105 |
| WRB | BERKLEY W R CORP | 117,000 | $6.758M | 0.5% | $9.58 | +44.6% | COM | 084423102 |
| BCS | BARCLAYS PLC | 758,000 | $6.587M | 0.5% | $15.62 | — | ADR | 06738E204 |
| — | PEAK RESORTS INC | 1,245,986 | $6.417M | 0.5% | $7.81 | — | COM | 70469L100 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.142M | 0.4% | $16.37 | — | COM | 03762U105 |
| — | RESOLUTE FST PRODS INC | 1,280,836 | $6.058M | 0.4% | $8.23 | — | COM | 76117W109 |
| DAL | DELTA AIR LINES INC DEL | 151,048 | $5.945M | 0.4% | $25.55 | +32.2% | COM NEW | 247361702 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $5.812M | 0.4% | $47.48 | — | SPON ADR B | 780259107 |
| — | HC2 HLDGS INC | 1,007,421 | $5.49M | 0.4% | $5.29 | — | COM | 404139107 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $4.981M | 0.4% | $14.00 | — | COM | 649445103 |
| — | MEDLEY MGMT INC | 579,100 | $4.87M | 0.3% | $16.35 | — | CL A COM | 58503T106 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $4.832M | 0.3% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| ARLP | ALLIANCE RES PARTNER L P | 153,380 | $3.402M | 0.2% | $54.87 | — | UT LTD PART | 01877R108 |
| USAC | USA COMPRESSION PARTNERS LP | 174,871 | $3.284M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| FCX | FREEPORT-MCMORAN INC | 300,000 | $3.258M | 0.2% | $24.45 | -57.3% | CL B | 35671D857 |
| LYB | LYONDELLBASELL INDUSTRIES N | 40,000 | $3.226M | 0.2% | $45.77 | -1.5% | SHS - A - | N53745100 |
| — | MARATHON OIL CORP | 198,000 | $3.13M | 0.2% | $34.58 | — | COM | 565849106 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.103M | 0.2% | $15.40 | — | COM | 46131B100 |
| — | KELLOGG CO | 38,850 | $3.01M | 0.2% | $38.95 | +40.4% | COM | 487836108 |
| BP | BP PLC | 82,500 | $2.901M | 0.2% | $41.74 | — | SPONSORED ADR | 055622104 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.755M | 0.2% | $25.87 | +27.2% | COM | 92343V104 |
| — | CELGENE CORP | 25,000 | $2.613M | 0.2% | $85.87 | — | COM | 151020104 |
| — | POTBELLY CORP | 200,000 | $2.486M | 0.2% | $13.38 | — | COM | 73754Y100 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $2.422M | 0.2% | $24.22 | — | CL A | 90130A101 |
| — | AXOVANT SCIENCES LTD | 172,395 | $2.414M | 0.2% | $18.03 | — | COM | G0750W104 |
| — | DELL TECHNOLOGIES INC | 50,155 | $2.398M | 0.2% | $47.81 | — | COM CL V | 24703L103 |
| PYPL | PAYPAL HLDGS INC | 58,000 | $2.376M | 0.2% | $35.85 | +6.9% | COM | 70450Y103 |
| BIIB | BIOGEN INC | 7,000 | $2.192M | 0.2% | $330.23 | -10.3% | COM | 09062X103 |
| LCNB | LCNB CORP | 116,785 | $2.127M | 0.2% | $10.77 | +5.8% | COM | 50181P100 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $2.12M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| EBAY | EBAY INC | 58,000 | $1.908M | 0.1% | $19.39 | +38.6% | COM | 278642103 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.697M | 0.1% | $10.58 | +108.6% | COM | 45774W108 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $1.633M | 0.1% | $11.81 | — | COM | 66706L101 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.557M | 0.1% | $11.38 | — | COM | 035710409 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $1.271M | 0.1% | $24.72 | — | COM | 29250R106 |
| — | COLONY CAP INC | 63,000 | $1.148M | 0.1% | $19.89 | — | CL A | 19624R106 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.024M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 20,000 | $964K | 0.1% | $35.60 | +16.9% | COM | 70959W103 |
| — | ORGANOVO HLDGS INC | 251,500 | $953K | 0.1% | $5.77 | — | COM | 68620A104 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $676K | 0.0% | $24.77 | — | COM | 85571B105 |
| VOO | VANGUARD INDEX FDS | 3,375 | $671K | 0.0% | $181.98 | — | S&P 500 ETF SHS | 922908363 |
| MYRG | MYR GROUP INC DEL | 19,060 | $574K | 0.0% | $21.22 | +29.0% | COM | 55405W104 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $507K | 0.0% | $5.11 | +47.5% | COM | 14057J101 |
| VXF | VANGUARD INDEX FDS | 5,380 | $491K | 0.0% | $83.98 | — | EXTEND MKT ETF | 922908652 |
| VNQ | VANGUARD INDEX FDS | 5,089 | $441K | 0.0% | $70.94 | — | REIT ETF | 922908553 |
| — | VONAGE HLDGS CORP | 62,810 | $415K | 0.0% | $5.16 | — | COM | 92886T201 |
| — | MICROSEMI CORP | 9,699 | $407K | 0.0% | $23.02 | — | COM | 595137100 |
| — | GREAT WESTN BANCORP INC | 11,326 | $377K | 0.0% | $25.54 | — | COM | 391416104 |
| — | CYRUSONE INC | 7,874 | $375K | 0.0% | $22.36 | — | COM | 23283R100 |
| — | MFA FINL INC | 50,000 | $374K | 0.0% | $8.46 | — | COM | 55272X102 |
| PRSU | VIAD CORP | 9,997 | $369K | 0.0% | $23.15 | +45.8% | COM NEW | 92552R406 |
| — | ARRIS INTL INC | 12,996 | $368K | 0.0% | $22.66 | — | SHS | G0551A103 |
| CDP | CORPORATE OFFICE PPTYS TR | 12,776 | $362K | 0.0% | $23.43 | — | SH BEN INT | 22002T108 |
| MERC | MERCER INTL INC | 42,493 | $360K | 0.0% | $6.92 | -14.1% | COM | 588056101 |
| — | NII HLDGS INC | 106,865 | $356K | 0.0% | $6.52 | — | COM PAR $0.001 | 62913F508 |
| EME | EMCOR GROUP INC | 5,946 | $355K | 0.0% | $40.94 | +30.1% | COM | 29084Q100 |
| FRME | FIRST MERCHANTS CORP | 13,042 | $349K | 0.0% | $15.05 | +32.7% | COM | 320817109 |
| — | PERFICIENT INC | 16,995 | $342K | 0.0% | $15.69 | — | COM | 71375U101 |
| DCO | DUCOMMUN INC DEL | 14,886 | $340K | 0.0% | $18.16 | +17.9% | COM | 264147109 |
| — | CEDAR REALTY TRUST INC | 46,654 | $336K | 0.0% | $5.49 | — | COM NEW | 150602209 |
| GTN | GRAY TELEVISION INC | 32,289 | $335K | 0.0% | $10.23 | +6.5% | COM | 389375106 |
| VEU | VANGUARD INTL EQUITY INDEX F | 7,265 | $330K | 0.0% | $48.89 | — | ALLWRLD EX US | 922042775 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $325K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| — | RAMCO-GERSHENSON PPTYS TR | 17,345 | $325K | 0.0% | $15.53 | — | COM SH BEN INT | 751452202 |
| MTZ | MASTEC INC | 10,884 | $324K | 0.0% | $17.42 | +57.4% | COM | 576323109 |
| — | EVERI HLDGS INC | 131,286 | $324K | 0.0% | $3.55 | — | COM | 30034T103 |
| — | OPUS BK IRVINE CALIF | 9,086 | $321K | 0.0% | $31.41 | — | COM | 684000102 |
| CSV | CARRIAGE SVCS INC | 13,438 | $318K | 0.0% | $15.10 | +38.9% | COM | 143905107 |
| SYNA | SYNAPTICS INC | 5,398 | $316K | 0.0% | $68.95 | -20.3% | COM | 87157D109 |
| — | LEUCADIA NATL CORP | 16,474 | $313K | 0.0% | $26.22 | — | COM | 527288104 |
| — | WEST CORP | 13,942 | $308K | 0.0% | $21.39 | — | COM | 952355204 |
| PFS | PROVIDENT FINL SVCS INC | 14,439 | $307K | 0.0% | $10.34 | +28.3% | COM | 74386T105 |
| COP | CONOCOPHILLIPS | 7,000 | $304K | 0.0% | $39.96 | -22.1% | COM | 20825C104 |
| — | RUDOLPH TECHNOLOGIES INC | 15,808 | $280K | 0.0% | $11.71 | — | COM | 781270103 |
| — | SVB FINL GROUP | 2,525 | $279K | 0.0% | $97.04 | — | COM | 78486Q101 |
| — | GLOBAL X FDS | 18,369 | $279K | 0.0% | $19.68 | — | GLB X MLP ENRG I | 37950E226 |
| FFBC | FIRST FINL BANCORP OH | 12,636 | $276K | 0.0% | $9.82 | +51.6% | COM | 320209109 |
| PJT | PJT PARTNERS INC | 9,800 | $267K | 0.0% | $20.55 | +9.9% | COM CL A | 69343T107 |
| GNRC | GENERAC HLDGS INC | 7,312 | $265K | 0.0% | $29.97 | +20.7% | COM | 368736104 |
| KOP | KOPPERS HOLDINGS INC | 7,883 | $254K | 0.0% | $25.09 | +21.8% | COM | 50060P106 |
| — | XCERRA CORP | 41,960 | $254K | 0.0% | $8.52 | — | COM | 98400J108 |
| — | INTERVAL LEISURE GROUP INC | 14,571 | $250K | 0.0% | $20.35 | — | COM | 46113M108 |
| — | CUBIC CORP | 5,226 | $245K | 0.0% | $40.18 | — | COM | 229669106 |
| EIG | EMPLOYERS HOLDINGS INC | 8,053 | $240K | 0.0% | $15.55 | +45.4% | COM | 292218104 |
| VSS | VANGUARD INTL EQUITY INDEX F | 2,351 | $234K | 0.0% | $95.28 | — | FTSE SMCAP ETF | 922042718 |
| NBHC | NATIONAL BK HLDGS CORP | 9,453 | $221K | 0.0% | $17.92 | 0.0% | CL A | 633707104 |
| BIGGQ | BIG LOTS INC | 4,201 | $201K | 0.0% | $36.94 | +8.3% | COM | 089302103 |
| NNBR | NN INC | 10,954 | $200K | 0.0% | $14.70 | +7.6% | COM | 629337106 |
| — | ZAGG INC | 24,031 | $195K | 0.0% | $8.11 | — | COM | 98884U108 |
| — | WEB COM GROUP INC | 10,490 | $181K | 0.0% | $17.25 | — | COM | 94733A104 |
| LOB | LIVE OAK BANCSHARES INC | 11,634 | $168K | 0.0% | $15.43 | -9.4% | COM | 53803X105 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $120K | 0.0% | $2.86 | -34.3% | COM | 359678109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $62,000 | 0.0% | $30.95 | -95.0% | COM | 45665G303 |
| — | VOLTARI CORP | 14,130 | $37,000 | 0.0% | $3.54 | — | COM NEW | 92870X309 |