Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 10, 2017
Total Value: $1.044B (86.1% shares, 13.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL BANK OF CANADA | 37,000,000 | $39.39M | 3.8% | $1.07 | — | NOTE 4.650% 1/2 | 780082AD5 |
| GM | GENERAL MTRS CO | 1,090,000 | $37.98M | 3.6% | $25.98 | +8.4% | COM | 37045V100 |
| C | CITIGROUP INC | 635,000 | $37.74M | 3.6% | $36.69 | +10.7% | COM NEW | 172967424 |
| AAPL | APPLE INC | 322,000 | $37.29M | 3.6% | $17.87 | +46.0% | COM | 037833100 |
| — | GENERAL CABLE CORP DEL NEW | 1,917,461 | $36.53M | 3.5% | $15.05 | — | COM | 369300108 |
| — | BANK OF NOVA SCOTIA | 35,000,000 | $35.96M | 3.4% | $1.00 | — | NOTE 4.500%12/1 | 064159HB5 |
| — | TORONTO DOMINION BK ONT | 30,000,000 | $29.59M | 2.8% | $1.00 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| — | NORTHSTAR RLTY FIN CORP | 1,872,500 | $28.37M | 2.7% | $15.08 | — | COM | 66704R803 |
| — | CYS INVTS INC | 3,329,000 | $25.73M | 2.5% | $8.42 | — | COM | 12673A108 |
| — | PDVWIRELESS INC | 1,090,969 | $24.6M | 2.4% | $27.50 | — | COM | 69290R104 |
| — | VIACOM INC NEW | 695,000 | $24.39M | 2.3% | $45.66 | — | CL B | 92553P201 |
| — | MALLINCKRODT PUB LTD CO | 458,100 | $22.82M | 2.2% | $59.34 | — | SHS | G5785G107 |
| — | GREAT AJAX CORP | 1,571,190 | $20.85M | 2.0% | $12.13 | — | COM | 38983D300 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $20.8M | 2.0% | $16.51 | — | CL A NEW | 041356205 |
| — | SUTHERLAND ASSET MGMT CORP M | 1,480,212 | $19.91M | 1.9% | $13.45 | — | COM | 86933G105 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $19.65M | 1.9% | $48.51 | +29.1% | COM | 744320102 |
| — | MTGE INVT CORP | 1,233,300 | $19.36M | 1.9% | $15.70 | — | COM | 55378A105 |
| — | TWO HBRS INVT CORP | 2,160,000 | $18.84M | 1.8% | $9.68 | — | COM | 90187B101 |
| CCS | CENTURY CMNTYS INC | 851,000 | $17.87M | 1.7% | $18.13 | +7.2% | COM | 156504300 |
| — | MEDLEY CAP CORP | 2,199,858 | $16.52M | 1.6% | $8.42 | — | COM | 58503F106 |
| — | ELLINGTON FINANCIAL LLC | 1,049,853 | $16.29M | 1.6% | $22.81 | — | COM | 288522303 |
| — | CARLYLE GROUP L P | 1,052,914 | $16.06M | 1.5% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| — | KKR & CO L P DEL | 1,030,600 | $15.86M | 1.5% | $19.20 | — | COM UNITS | 48248M102 |
| — | STONEGATE MTG CORP | 2,572,111 | $15.36M | 1.5% | $12.64 | — | COM | 86181Q300 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $15.11M | 1.4% | $57.10 | +37.2% | COM | 92345Y106 |
| ALLY | ALLY FINL INC | 790,000 | $15.03M | 1.4% | $16.60 | -10.8% | COM | 02005N100 |
| NMIH | NMI HLDGS INC | 1,388,000 | $14.78M | 1.4% | $13.21 | -33.1% | CL A | 629209305 |
| AGNC | AGNC INVT CORP | 804,800 | $14.59M | 1.4% | $18.13 | — | COM | 00123Q104 |
| CB | CHUBB LIMITED | 105,734 | $13.97M | 1.3% | $99.11 | +9.3% | COM | H1467J104 |
| ABBV | ABBVIE INC | 220,000 | $13.78M | 1.3% | $41.90 | -0.3% | COM | 00287Y109 |
| — | COACH INC | 385,000 | $13.48M | 1.3% | $48.76 | — | COM | 189754104 |
| — | ENDO INTL PLC | 807,880 | $13.3M | 1.3% | $22.55 | — | SHS | G30401106 |
| BEN | FRANKLIN RES INC | 330,000 | $13.06M | 1.3% | $26.49 | -11.4% | COM | 354613101 |
| — | ENERGY TRANSFER PRTNRS L P | 360,000 | $12.89M | 1.2% | $35.16 | — | UNIT LTD PARTN | 29273R109 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $11.91M | 1.1% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | TRIBUNE MEDIA CO | 340,000 | $11.89M | 1.1% | $38.35 | — | CL A | 896047503 |
| CSCO | CISCO SYS INC | 360,000 | $10.88M | 1.0% | $15.23 | +51.4% | COM | 17275R102 |
| — | BLACKSTONE GROUP L P | 392,000 | $10.6M | 1.0% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,805,070 | $9.928M | 1.0% | $5.63 | — | COM NEW | 76155G206 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.925M | 1.0% | $0.95 | — | NOTE 6.375%12/3 | 404280AT6 |
| — | HSBC HLDGS PLC | 10,000,000 | $9.91M | 0.9% | $1.00 | — | SDCV 5.625%12/3 | 404280AR0 |
| GILD | GILEAD SCIENCES INC | 120,000 | $8.593M | 0.8% | $55.32 | -3.8% | COM | 375558103 |
| PSEC | PROSPECT CAPITAL CORPORATION | 1,000,000 | $8.35M | 0.8% | $2.34 | +13.7% | COM | 74348T102 |
| BCS | BARCLAYS PLC | 758,000 | $8.339M | 0.8% | $15.62 | — | ADR | 06738E204 |
| WRB | BERKLEY W R CORP | 117,000 | $7.782M | 0.7% | $9.58 | +52.4% | COM | 084423102 |
| — | TORTOISE ENERGY INFRA CORP | 248,716 | $7.633M | 0.7% | $34.77 | — | COM | 89147L100 |
| — | MYLAN N V | 200,000 | $7.631M | 0.7% | $38.16 | — | SHS EURO | N59465109 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $7.33M | 0.7% | $4.89 | — | COM | 037347101 |
| CMCSA | COMCAST CORP NEW | 103,500 | $7.147M | 0.7% | $15.62 | +71.7% | CL A | 20030N101 |
| OMER | OMEROS CORP | 715,101 | $7.094M | 0.7% | $11.61 | -12.1% | COM | 682143102 |
| — | WESTPAC BKG CORP | 7,000,000 | $7.008M | 0.7% | $1.00 | — | NOTE 4.322%11/2 | 961214DF7 |
| — | PEAK RESORTS INC | 1,245,986 | $6.915M | 0.7% | $7.81 | — | COM | 70469L100 |
| — | RESOLUTE FST PRODS INC | 1,280,836 | $6.853M | 0.7% | $8.23 | — | COM | 76117W109 |
| MET | METLIFE INC | 125,000 | $6.736M | 0.6% | $27.00 | +24.9% | COM | 59156R108 |
| — | LEGG MASON INC | 225,000 | $6.73M | 0.6% | $38.42 | — | COM | 524901105 |
| WFC | WELLS FARGO & CO NEW | 122,000 | $6.723M | 0.6% | $27.36 | +42.6% | COM | 949746101 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 180,000 | $6.526M | 0.6% | $36.26 | — | ADR | 881624209 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $6.377M | 0.6% | $47.48 | — | SPON ADR B | 780259107 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.236M | 0.6% | $16.37 | — | COM | 03762U105 |
| MDT | MEDTRONIC PLC | 85,000 | $6.055M | 0.6% | $58.10 | +7.3% | SHS | G5960L103 |
| — | HC2 HLDGS INC | 1,007,421 | $5.974M | 0.6% | $5.29 | — | COM | 404139107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 800,000 | $5.84M | 0.6% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| — | MEDLEY MGMT INC | 579,100 | $5.733M | 0.5% | $16.35 | — | CL A COM | 58503T106 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $5.569M | 0.5% | $14.00 | — | COM | 649445103 |
| — | LIBERTY GLOBAL PLC | 250,000 | $5.292M | 0.5% | $21.17 | — | LILAC SHS CL C | G5480U153 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $3.741M | 0.4% | $25.55 | +60.1% | COM NEW | 247361702 |
| — | MARATHON OIL CORP | 198,000 | $3.427M | 0.3% | $34.58 | — | COM | 565849106 |
| BP | BP PLC | 82,500 | $3.084M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $2.974M | 0.3% | $15.40 | — | COM | 46131B100 |
| DB | DEUTSCHE BANK AG | 160,000 | $2.896M | 0.3% | $25.63 | -52.6% | NAMEN AKT | D18190898 |
| — | CELGENE CORP | 25,000 | $2.893M | 0.3% | $85.87 | — | COM | 151020104 |
| — | KELLOGG CO | 38,850 | $2.864M | 0.3% | $38.95 | +28.5% | COM | 487836108 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.829M | 0.3% | $25.87 | +19.8% | COM | 92343V104 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $2.804M | 0.3% | $24.22 | — | CL A | 90130A101 |
| — | DELL TECHNOLOGIES INC | 50,155 | $2.757M | 0.3% | $47.81 | — | COM CL V | 24703L103 |
| — | POTBELLY CORP | 200,000 | $2.58M | 0.2% | $13.38 | — | COM | 73754Y100 |
| LCNB | LCNB CORP | 109,285 | $2.541M | 0.2% | $10.77 | +24.1% | COM | 50181P100 |
| PYPL | PAYPAL HLDGS INC | 58,000 | $2.289M | 0.2% | $35.85 | +11.8% | COM | 70450Y103 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.247M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | AXOVANT SCIENCES LTD | 172,395 | $2.142M | 0.2% | $18.03 | — | COM | G0750W104 |
| — | ALLERGAN PLC | 10,000 | $2.1M | 0.2% | $210.00 | — | SHS | G0177J108 |
| BIIB | BIOGEN INC | 7,000 | $1.986M | 0.2% | $330.23 | -10.2% | COM | 09062X103 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $1.876M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $1.875M | 0.2% | $11.81 | — | COM | 66706L101 |
| EBAY | EBAY INC | 58,000 | $1.722M | 0.2% | $19.39 | +35.6% | COM | 278642103 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.669M | 0.2% | $10.58 | +111.6% | COM | 45774W108 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.478M | 0.1% | $11.38 | — | COM | 035710409 |
| AMG | AFFILIATED MANAGERS GROUP | 10,000 | $1.453M | 0.1% | $140.58 | 0.0% | COM | 008252108 |
| — | COLONY CAP INC | 63,000 | $1.276M | 0.1% | $19.89 | — | CL A | 19624R106 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $1.274M | 0.1% | $24.72 | — | COM | 29250R106 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.023M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ORGANOVO HLDGS INC | 251,500 | $852K | 0.1% | $5.77 | — | COM | 68620A104 |
| VOO | VANGUARD INDEX FDS | 3,375 | $693K | 0.1% | $181.98 | — | S&P 500 ETF SHS | 922908363 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $658K | 0.1% | $24.77 | — | COM | 85571B105 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $593K | 0.1% | $5.11 | +62.9% | COM | 14057J101 |
| VXF | VANGUARD INDEX FDS | 5,380 | $516K | 0.0% | $83.98 | — | EXTEND MKT ETF | 922908652 |
| VNQ | VANGUARD INDEX FDS | 5,089 | $420K | 0.0% | $70.94 | — | REIT ETF | 922908553 |
| — | LEUCADIA NATL CORP | 16,474 | $383K | 0.0% | $26.22 | — | COM | 527288104 |
| — | MFA FINL INC | 50,000 | $382K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $353K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| COP | CONOCOPHILLIPS | 7,000 | $351K | 0.0% | $39.96 | -13.0% | COM | 20825C104 |
| VEU | VANGUARD INTL EQUITY INDEX F | 7,265 | $321K | 0.0% | $48.89 | — | ALLWRLD EX US | 922042775 |
| PJT | PJT PARTNERS INC | 9,800 | $302K | 0.0% | $20.55 | +26.4% | COM CL A | 69343T107 |
| — | GLOBAL X FDS | 18,369 | $273K | 0.0% | $19.68 | — | GLB X MLP ENRG I | 37950E226 |
| — | NII HLDGS INC | 106,865 | $229K | 0.0% | $6.52 | — | COM PAR $0.001 | 62913F508 |
| VSS | VANGUARD INTL EQUITY INDEX F | 2,351 | $221K | 0.0% | $95.28 | — | FTSE SMCAP ETF | 922042718 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $161K | 0.0% | $2.86 | -36.0% | COM | 359678109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $54,000 | 0.0% | $30.95 | -95.8% | COM | 45665G303 |