Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value: $939M (95.6% shares, 4.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 635,000 | $47.25M | 5.0% | $36.69 | +53.9% | COM NEW | 172967424 |
| GM | GENERAL MTRS CO | 1,090,000 | $44.68M | 4.8% | $25.98 | +45.8% | COM | 37045V100 |
| AAPL | APPLE INC | 242,000 | $40.95M | 4.4% | $17.87 | +118.7% | COM | 037833100 |
| — | PDVWIRELESS INC | 1,090,969 | $35.02M | 3.7% | $27.50 | — | COM | 69290R104 |
| — | COLONY NORTHSTAR INC | 2,651,375 | $30.25M | 3.2% | $13.04 | — | CL A COM | 19625W104 |
| — | CYS INVTS INC | 3,179,000 | $25.53M | 2.7% | $8.42 | — | COM | 12673A108 |
| CCS | CENTURY CMNTYS INC | 801,000 | $24.91M | 2.7% | $18.13 | +47.6% | COM | 156504300 |
| — | MTGE INVT CORP | 1,233,300 | $22.82M | 2.4% | $15.70 | — | COM | 55378A105 |
| — | SUTHERLAND ASSET MGMT CORP M | 1,480,212 | $22.43M | 2.4% | $13.45 | — | COM | 86933G105 |
| — | COLONY CAP INC | 21,500,000 | $22.07M | 2.3% | $1.03 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | GREAT AJAX CORP | 1,571,190 | $21.71M | 2.3% | $12.13 | — | COM | 38983D300 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $21.71M | 2.3% | $48.51 | +57.1% | COM | 744320102 |
| — | KKR & CO L P DEL | 1,030,600 | $21.7M | 2.3% | $19.20 | — | COM UNITS | 48248M102 |
| — | ENERGY TRANSFER PARTNERS LP | 1,205,000 | $21.59M | 2.3% | $19.12 | — | UNIT LTD PRT INT | 29278N103 |
| — | VIACOM INC NEW | 695,000 | $21.41M | 2.3% | $45.66 | — | CL B | 92553P201 |
| — | CARLYLE GROUP L P | 869,150 | $19.9M | 2.1% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $17.87M | 1.9% | $57.10 | +51.5% | COM | 92345Y106 |
| — | TWO HBRS INVT CORP | 1,080,000 | $17.56M | 1.9% | $16.26 | — | COM NEW | 90187B408 |
| TPR | TAPESTRY INC | 385,000 | $17.03M | 1.8% | $32.95 | 0.0% | COM | 876030107 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $16.54M | 1.8% | $16.51 | — | CL A NEW | 041356205 |
| CB | CHUBB LIMITED | 105,734 | $15.45M | 1.6% | $99.11 | +30.7% | COM | H1467J104 |
| — | ELLINGTON FINANCIAL LLC | 1,049,853 | $15.23M | 1.6% | $22.81 | — | COM | 288522303 |
| AGNC | AGNC INVT CORP | 704,800 | $14.23M | 1.5% | $18.13 | — | COM | 00123Q104 |
| OMER | OMEROS CORP | 715,101 | $13.89M | 1.5% | $11.61 | +61.5% | COM | 682143102 |
| CSCO | CISCO SYS INC | 360,000 | $13.79M | 1.5% | $15.23 | +83.7% | COM | 17275R102 |
| — | TORTOISE ENERGY INFRA CORP | 471,683 | $13.72M | 1.5% | $32.08 | — | COM | 89147L100 |
| — | SINCLAIR BROADCAST GROUP INC | 332,749 | $12.59M | 1.3% | $35.80 | — | CL A | 829226109 |
| — | BLACKSTONE GROUP L P | 392,000 | $12.55M | 1.3% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.29M | 1.3% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| ALLY | ALLY FINL INC | 412,500 | $12.03M | 1.3% | $16.60 | +25.3% | COM | 02005N100 |
| — | TRIBUNE MEDIA CO | 283,106 | $12.02M | 1.3% | $41.54 | — | CL A | 896047503 |
| — | MEDLEY CAP CORP | 2,274,013 | $11.87M | 1.3% | $8.32 | — | COM | 58503F106 |
| CLPR | CLIPPER RLTY INC | 1,111,111 | $11.1M | 1.2% | $12.34 | — | COM | 18885T306 |
| BEN | FRANKLIN RES INC | 230,000 | $9.966M | 1.1% | $26.49 | +4.5% | COM | 354613101 |
| — | RESOLUTE FST PRODS INC | 865,736 | $9.567M | 1.0% | $8.23 | — | COM | 76117W109 |
| — | LEGG MASON INC | 225,000 | $9.446M | 1.0% | $38.42 | — | COM | 524901105 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 266,666 | $8.616M | 0.9% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| GILD | GILEAD SCIENCES INC | 120,000 | $8.598M | 0.9% | $55.32 | +1.1% | COM | 375558103 |
| — | MYLAN N V | 200,000 | $8.461M | 0.9% | $38.16 | — | SHS EURO | N59465109 |
| WRB | BERKLEY W R CORP | 117,000 | $8.383M | 0.9% | $9.58 | +77.2% | COM | 084423102 |
| CMCSA | COMCAST CORP NEW | 207,000 | $8.29M | 0.9% | $22.77 | +34.8% | CL A | 20030N101 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $7.714M | 0.8% | $4.89 | — | COM | 037347101 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $7.512M | 0.8% | $47.48 | — | SPON ADR B | 780259107 |
| WFC | WELLS FARGO CO NEW | 122,000 | $7.402M | 0.8% | $27.36 | +64.8% | COM | 949746101 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.923M | 0.7% | $16.37 | — | COM | 03762U105 |
| MDT | MEDTRONIC PLC | 85,000 | $6.864M | 0.7% | $58.10 | +11.8% | SHS | G5960L103 |
| WTTR | SELECT ENERGY SVCS INC | 375,000 | $6.84M | 0.7% | $12.15 | — | CL A COM | 81617J301 |
| — | PEAK RESORTS INC | 1,245,986 | $6.728M | 0.7% | $7.81 | — | COM | 70469L100 |
| M | MACYS INC | 255,000 | $6.423M | 0.7% | $21.99 | -0.2% | COM | 55616P104 |
| MET | METLIFE INC | 125,000 | $6.32M | 0.7% | $27.00 | +47.7% | COM | 59156R108 |
| — | HC2 HLDGS INC | 1,007,421 | $5.994M | 0.6% | $5.29 | — | COM | 404139107 |
| — | TWO HBRS INVT CORP | 5,500,000 | $5.857M | 0.6% | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,633,350 | $5.373M | 0.6% | $5.63 | — | COM NEW | 76155G206 |
| — | FLEXION THERAPEUTICS INC | 210,900 | $5.28M | 0.6% | $25.04 | — | COM | 33938J106 |
| — | LIBERTY GLOBAL PLC | 250,000 | $4.972M | 0.5% | $21.17 | — | LILAC SHS CL C | G5480U153 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $4.557M | 0.5% | $14.00 | — | COM | 649445103 |
| — | KAYNE ANDERSON MLP INVT CO | 233,169 | $4.442M | 0.5% | $19.05 | — | COM | 486606106 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $4.259M | 0.5% | $25.55 | +87.0% | COM NEW | 247361702 |
| BCS | BARCLAYS PLC | 374,000 | $4.077M | 0.4% | $15.62 | — | ADR | 06738E204 |
| — | DELL TECHNOLOGIES INC | 50,155 | $4.077M | 0.4% | $47.81 | — | COM CL V | 24703L103 |
| — | MALLINCKRODT PUB LTD CO | 176,450 | $3.981M | 0.4% | $59.34 | — | SHS | G5785G107 |
| NMIH | NMI HLDGS INC | 228,933 | $3.892M | 0.4% | $13.21 | +18.2% | CL A | 629209305 |
| — | MEDLEY MGMT INC | 579,100 | $3.764M | 0.4% | $16.35 | — | CL A COM | 58503T106 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.632M | 0.4% | $15.40 | — | COM | 46131B100 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $3.631M | 0.4% | $17.74 | — | COM | 38741L107 |
| BP | BP PLC | 82,500 | $3.467M | 0.4% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $3.452M | 0.4% | $24.22 | — | CL A | 90130A101 |
| DB | DEUTSCHE BANK AG | 164,999 | $3.14M | 0.3% | $22.06 | -28.7% | NAMEN AKT | D18190898 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.805M | 0.3% | $25.87 | +23.5% | COM | 92343V104 |
| — | KELLOGG CO | 38,850 | $2.641M | 0.3% | $38.95 | +14.8% | COM | 487836108 |
| — | CELGENE CORP | 25,000 | $2.609M | 0.3% | $85.87 | — | COM | 151020104 |
| — | POTBELLY CORP | 200,000 | $2.46M | 0.3% | $13.38 | — | COM | 73754Y100 |
| — | GENERAL CABLE CORP DEL NEW | 81,750 | $2.42M | 0.3% | $15.05 | — | COM | 369300108 |
| — | TORTOISE MLP FD INC | 136,921 | $2.404M | 0.3% | $17.56 | — | COM | 89148B101 |
| LCNB | LCNB CORP | 109,285 | $2.235M | 0.2% | $10.77 | +31.3% | COM | 50181P100 |
| BIIB | BIOGEN INC | 7,000 | $2.23M | 0.2% | $330.23 | -2.9% | COM | 09062X103 |
| DY | DYCOM INDS INC | 20,000 | $2.228M | 0.2% | $84.27 | +14.5% | COM | 267475101 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.148M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $2.105M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $2.003M | 0.2% | $11.81 | — | COM | 66706L101 |
| — | ENDO INTL PLC | 227,190 | $1.761M | 0.2% | $22.55 | — | SHS | G30401106 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 90,000 | $1.706M | 0.2% | $36.26 | — | SPONSORED ADR | 881624209 |
| — | ALLERGAN PLC | 10,000 | $1.636M | 0.2% | $210.00 | — | SHS | G0177J108 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.326M | 0.1% | $10.58 | +72.9% | COM | 45774W108 |
| NXST | NEXSTAR MEDIA GROUP INC | 15,000 | $1.174M | 0.1% | $53.34 | 0.0% | CL A | 65336K103 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.021M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ANNALY CAP MGMT INC | 68,260 | $812K | 0.1% | $11.38 | — | COM | 035710409 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $690K | 0.1% | $24.72 | — | COM | 29250R106 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $667K | 0.1% | $59.99 | -1.4% | COM | 10922N103 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $640K | 0.1% | $24.77 | — | COM | 85571B105 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $483K | 0.1% | $5.11 | +57.6% | COM | 14057J101 |
| — | AXOVANT SCIENCES LTD | 86,197 | $454K | 0.0% | $18.03 | — | COM | G0750W104 |
| PJT | PJT PARTNERS INC | 9,800 | $447K | 0.0% | $20.55 | +79.6% | COM CL A | 69343T107 |
| — | LEUCADIA NATL CORP | 16,474 | $436K | 0.0% | $26.22 | — | COM | 527288104 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $434K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| — | MFA FINL INC | 50,000 | $396K | 0.0% | $8.46 | — | COM | 55272X102 |
| COP | CONOCOPHILLIPS | 7,000 | $384K | 0.0% | $39.96 | -0.8% | COM | 20825C104 |
| — | ORGANOVO HLDGS INC | 251,500 | $337K | 0.0% | $5.77 | — | COM | 68620A104 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $260K | 0.0% | $2.86 | +16.0% | COM | 359678109 |
| INVH | INVITATION HOMES INC | 9,684 | $228K | 0.0% | $18.66 | 0.0% | COM | 46187W107 |
| NRG | NRG ENERGY INC | 7,423 | $212K | 0.0% | $22.53 | 0.0% | COM NEW | 629377508 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $41,000 | 0.0% | $30.95 | -93.3% | COM | 45665G303 |
| — | NII HLDGS INC | 27,642 | $12,000 | 0.0% | $6.52 | — | COM PAR | 62913F508 |