Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 3, 2017
Total Value: $969M (96.9% shares, 3.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 635,000 | $46.19M | 4.8% | $36.69 | +41.5% | COM NEW | 172967424 |
| GM | GENERAL MTRS CO | 1,090,000 | $44.01M | 4.5% | $25.98 | +21.6% | COM | 37045V100 |
| AAPL | APPLE INC | 242,000 | $37.3M | 3.9% | $17.87 | +102.3% | COM | 037833100 |
| — | GENERAL CABLE CORP DEL NEW | 1,917,461 | $36.14M | 3.7% | $15.05 | — | COM | 369300108 |
| — | COLONY NORTHSTAR INC | 2,651,375 | $33.3M | 3.4% | $13.04 | — | CL A COM | 19625W104 |
| — | PDVWIRELESS INC | 1,090,969 | $32.51M | 3.4% | $27.50 | — | COM | 69290R104 |
| — | CYS INVTS INC | 3,329,000 | $28.76M | 3.0% | $8.42 | — | COM | 12673A108 |
| — | MTGE INVT CORP | 1,233,300 | $23.93M | 2.5% | $15.70 | — | COM | 55378A105 |
| — | SUTHERLAND ASSET MGMT CORP M | 1,480,212 | $23.24M | 2.4% | $13.45 | — | COM | 86933G105 |
| — | GREAT AJAX CORP | 1,571,190 | $22.14M | 2.3% | $12.13 | — | COM | 38983D300 |
| — | TWO HBRS INVT CORP | 2,160,000 | $21.77M | 2.2% | $9.68 | — | COM | 90187B101 |
| CCS | CENTURY CMNTYS INC | 851,000 | $21.02M | 2.2% | $18.13 | +25.4% | COM | 156504300 |
| — | KKR & CO L P DEL | 1,030,600 | $20.95M | 2.2% | $19.20 | — | COM UNITS | 48248M102 |
| — | CARLYLE GROUP L P | 869,150 | $20.51M | 2.1% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $20.08M | 2.1% | $48.51 | +48.6% | COM | 744320102 |
| — | VIACOM INC NEW | 695,000 | $19.35M | 2.0% | $45.66 | — | CL B | 92553P201 |
| ALLY | ALLY FINL INC | 790,000 | $19.17M | 2.0% | $16.60 | +4.9% | COM | 02005N100 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $17.87M | 1.8% | $16.51 | — | CL A NEW | 041356205 |
| AGNC | AGNC INVT CORP | 804,800 | $17.45M | 1.8% | $18.13 | — | COM | 00123Q104 |
| NMIH | NMI HLDGS INC | 1,388,000 | $17.21M | 1.8% | $13.21 | -12.3% | CL A | 629209305 |
| — | MALLINCKRODT PUB LTD CO | 458,100 | $17.12M | 1.8% | $59.34 | — | SHS | G5785G107 |
| — | COLONY CAP INC | 16,500,000 | $16.91M | 1.7% | $1.02 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | ELLINGTON FINANCIAL LLC | 1,049,853 | $16.58M | 1.7% | $22.81 | — | COM | 288522303 |
| — | COACH INC | 385,000 | $15.51M | 1.6% | $48.76 | — | COM | 189754104 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $15.49M | 1.6% | $57.10 | +38.7% | COM | 92345Y106 |
| OMER | OMEROS CORP | 715,101 | $15.46M | 1.6% | $11.61 | +82.5% | COM | 682143102 |
| — | ENERGY TRANSFER PARTNERS LP | 835,000 | $15.27M | 1.6% | $19.65 | — | UNIT LTD PRT INT | 29278N103 |
| CB | CHUBB LIMITED | 105,734 | $15.07M | 1.6% | $99.11 | +26.0% | COM | H1467J104 |
| — | MEDLEY CAP CORP | 2,199,858 | $13.13M | 1.4% | $8.42 | — | COM | 58503F106 |
| — | BLACKSTONE GROUP L P | 392,000 | $13.08M | 1.4% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.33M | 1.3% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| CSCO | CISCO SYS INC | 360,000 | $12.11M | 1.2% | $15.23 | +62.3% | COM | 17275R102 |
| CLPR | CLIPPER RLTY INC | 1,111,111 | $11.9M | 1.2% | $12.34 | — | COM | 18885T306 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,805,070 | $11.73M | 1.2% | $5.63 | — | COM NEW | 76155G206 |
| BEN | FRANKLIN RES INC | 230,000 | $10.24M | 1.1% | $26.49 | +5.2% | COM | 354613101 |
| GILD | GILEAD SCIENCES INC | 120,000 | $9.722M | 1.0% | $55.32 | +1.1% | COM | 375558103 |
| — | LEGG MASON INC | 225,000 | $8.844M | 0.9% | $38.42 | — | COM | 524901105 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $8.522M | 0.9% | $4.89 | — | COM | 037347101 |
| CMCSA | COMCAST CORP NEW | 207,000 | $7.965M | 0.8% | $22.77 | +40.6% | CL A | 20030N101 |
| BCS | BARCLAYS PLC | 758,000 | $7.845M | 0.8% | $15.62 | — | ADR | 06738E204 |
| WRB | BERKLEY W R CORP | 117,000 | $7.809M | 0.8% | $9.58 | +72.7% | COM | 084423102 |
| — | TORTOISE ENERGY INFRA CORP | 248,716 | $7.202M | 0.7% | $34.77 | — | COM | 89147L100 |
| — | ENDO INTL PLC | 807,880 | $6.919M | 0.7% | $22.55 | — | SHS | G30401106 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $6.879M | 0.7% | $47.48 | — | SPON ADR B | 780259107 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 266,666 | $6.87M | 0.7% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.795M | 0.7% | $16.37 | — | COM | 03762U105 |
| WFC | WELLS FARGO CO NEW | 122,000 | $6.728M | 0.7% | $27.36 | +54.0% | COM | 949746101 |
| — | TRIBUNE MEDIA CO | 163,106 | $6.664M | 0.7% | $40.86 | — | CL A | 896047503 |
| MDT | MEDTRONIC PLC | 85,000 | $6.61M | 0.7% | $58.10 | +15.2% | SHS | G5960L103 |
| MET | METLIFE INC | 125,000 | $6.493M | 0.7% | $27.00 | +35.6% | COM | 59156R108 |
| — | RESOLUTE FST PRODS INC | 1,280,836 | $6.468M | 0.7% | $8.23 | — | COM | 76117W109 |
| — | MYLAN N V | 200,000 | $6.275M | 0.6% | $38.16 | — | SHS EURO | N59465109 |
| WTTR | SELECT ENERGY SVCS INC | 375,000 | $5.97M | 0.6% | $12.15 | — | CL A COM | 81617J301 |
| — | LIBERTY GLOBAL PLC | 250,000 | $5.826M | 0.6% | $21.17 | — | LILAC SHS CL C | G5480U153 |
| M | MACYS INC | 255,000 | $5.564M | 0.6% | $21.99 | 0.0% | COM | 55616P104 |
| — | PEAK RESORTS INC | 1,245,986 | $5.42M | 0.6% | $7.81 | — | COM | 70469L100 |
| — | HC2 HLDGS INC | 1,007,421 | $5.319M | 0.5% | $5.29 | — | COM | 404139107 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $4.512M | 0.5% | $14.00 | — | COM | 649445103 |
| DB | DEUTSCHE BANK AG | 239,999 | $4.147M | 0.4% | $22.06 | -31.5% | NAMEN AKT | D18190898 |
| — | DELL TECHNOLOGIES INC | 50,155 | $3.872M | 0.4% | $47.81 | — | COM CL V | 24703L103 |
| — | SINCLAIR BROADCAST GROUP INC | 117,649 | $3.771M | 0.4% | $32.05 | — | CL A | 829226109 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $3.667M | 0.4% | $25.55 | +77.3% | COM NEW | 247361702 |
| — | CELGENE CORP | 25,000 | $3.645M | 0.4% | $85.87 | — | COM | 151020104 |
| — | MEDLEY MGMT INC | 579,100 | $3.562M | 0.4% | $16.35 | — | CL A COM | 58503T106 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.489M | 0.4% | $15.40 | — | COM | 46131B100 |
| BP | BP PLC | 82,500 | $3.17M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 180,000 | $3.168M | 0.3% | $36.26 | — | SPONSORED ADR | 881624209 |
| — | MARATHON OIL CORP | 198,000 | $2.685M | 0.3% | $34.58 | — | COM | 565849106 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $2.638M | 0.3% | $24.22 | — | CL A | 90130A101 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.623M | 0.3% | $25.87 | +16.8% | COM | 92343V104 |
| — | POTBELLY CORP | 200,000 | $2.48M | 0.3% | $13.38 | — | COM | 73754Y100 |
| — | KELLOGG CO | 38,850 | $2.423M | 0.3% | $38.95 | +19.4% | COM | 487836108 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $2.352M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| LCNB | LCNB CORP | 109,285 | $2.29M | 0.2% | $10.77 | +22.9% | COM | 50181P100 |
| BIIB | BIOGEN INC | 7,000 | $2.192M | 0.2% | $330.23 | -10.3% | COM | 09062X103 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.171M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | ALLERGAN PLC | 10,000 | $2.05M | 0.2% | $210.00 | — | SHS | G0177J108 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $1.911M | 0.2% | $11.81 | — | COM | 66706L101 |
| AMG | AFFILIATED MANAGERS GROUP | 10,000 | $1.898M | 0.2% | $140.58 | +22.9% | COM | 008252108 |
| — | ANNALY CAP MGMT INC | 148,260 | $1.807M | 0.2% | $11.38 | — | COM | 035710409 |
| DY | DYCOM INDS INC | 20,000 | $1.718M | 0.2% | $84.27 | 0.0% | COM | 267475101 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.223M | 0.1% | $10.58 | +73.3% | COM | 45774W108 |
| — | AXOVANT SCIENCES LTD | 172,395 | $1.186M | 0.1% | $18.03 | — | COM | G0750W104 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.025M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| VOO | VANGUARD INDEX FDS | 4,432 | $1.023M | 0.1% | $191.53 | — | S&P 500 ETF SHS | 922908363 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $799K | 0.1% | $24.72 | — | COM | 29250R106 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $691K | 0.1% | $59.99 | 0.0% | COM | 10922N103 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $652K | 0.1% | $24.77 | — | COM | 85571B105 |
| VXF | VANGUARD INDEX FDS | 5,909 | $633K | 0.1% | $85.62 | — | EXTEND MKT ETF | 922908652 |
| — | ORGANOVO HLDGS INC | 251,500 | $558K | 0.1% | $5.77 | — | COM | 68620A104 |
| VEU | VANGUARD INTL EQUITY INDEX F | 10,290 | $542K | 0.1% | $49.23 | — | ALLWRLD EX US | 922042775 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $529K | 0.1% | $5.11 | +54.1% | COM | 14057J101 |
| VNQ | VANGUARD INDEX FDS | 6,279 | $522K | 0.1% | $73.28 | — | REIT ETF | 922908553 |
| — | MFA FINL INC | 50,000 | $438K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | LEUCADIA NATL CORP | 16,474 | $416K | 0.0% | $26.22 | — | COM | 527288104 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $394K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| VSS | VANGUARD INTL EQUITY INDEX F | 3,418 | $393K | 0.0% | $99.33 | — | FTSE SMCAP ETF | 922042718 |
| PJT | PJT PARTNERS INC | 9,800 | $376K | 0.0% | $20.55 | +75.1% | COM CL A | 69343T107 |
| — | GLOBAL X FDS | 26,146 | $361K | 0.0% | $17.93 | — | GLB X MLP ENRG I | 37950E226 |
| COP | CONOCOPHILLIPS | 7,000 | $350K | 0.0% | $39.96 | -13.8% | COM | 20825C104 |
| VYM | VANGUARD WHITEHALL FDS INC | 3,903 | $316K | 0.0% | $78.15 | — | HIGH DIV YLD | 921946406 |
| — | STARWOOD WAYPOINT HOMES | 6,000 | $218K | 0.0% | $36.33 | — | COM | 85572F105 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $187K | 0.0% | $2.86 | -9.7% | COM | 359678109 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 40,000 | $54,000 | 0.0% | $30.95 | -96.0% | COM | 45665G303 |
| — | NII HLDGS INC | 106,865 | $48,000 | 0.0% | $6.52 | — | COM PAR $0.001 | 62913F508 |