Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 10, 2018
Total Value: $1.044B (91.5% shares, 8.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 705,000 | $47.18M | 4.5% | $38.31 | +38.4% | COM NEW | 172967424 |
| AAPL | APPLE INC | 242,000 | $44.8M | 4.3% | $17.87 | +139.2% | COM | 037833100 |
| GM | GENERAL MTRS CO | 1,090,000 | $42.95M | 4.1% | $25.98 | +34.9% | COM | 37045V100 |
| — | SHIRE PLC | 175,000 | $29.54M | 2.8% | $149.39 | — | SPONSORED ADR | 82481R106 |
| — | SINCLAIR BROADCAST GROUP INC | 913,049 | $29.36M | 2.8% | $33.12 | — | CL A | 829226109 |
| — | ELLINGTON FINANCIAL LLC | 1,877,547 | $29.31M | 2.8% | $19.28 | — | COM | 288522303 |
| — | TWO HBRS INVT CORP | 1,830,300 | $28.92M | 2.8% | $15.90 | — | COM NEW | 90187B408 |
| — | TRIBUNE MEDIA CO | 711,253 | $27.22M | 2.6% | $40.92 | — | CL A | 896047503 |
| — | PDVWIRELESS INC | 1,090,969 | $27.22M | 2.6% | $27.50 | — | COM | 69290R104 |
| CCS | CENTURY CMNTYS INC | 801,000 | $25.27M | 2.4% | $18.13 | +58.7% | COM | 156504300 |
| — | SUTHERLAND ASSET MGMT CORP M | 1,480,212 | $24.05M | 2.3% | $13.45 | — | COM | 86933G105 |
| — | COLONY CAP INC NEW | 3,731,375 | $23.28M | 2.2% | $6.24 | — | CL A COM | 19626G108 |
| — | ENERGY TRANSFER PARTNERS LP | 1,205,000 | $22.94M | 2.2% | $19.12 | — | UNIT LTD PRT INT | 29278N103 |
| — | VIACOM INC NEW | 695,000 | $20.96M | 2.0% | $45.66 | — | CL B | 92553P201 |
| NXST | NEXSTAR MEDIA GROUP INC | 284,900 | $20.91M | 2.0% | $57.71 | -5.9% | CL A | 65336K103 |
| — | GREAT AJAX CORP | 1,571,190 | $20.55M | 2.0% | $12.13 | — | COM | 38983D300 |
| WTTR | SELECT ENERGY SVCS INC | 1,413,948 | $20.54M | 2.0% | $13.22 | — | CL A COM | 81617J301 |
| — | COLONY CAP INC | 21,500,000 | $20.33M | 1.9% | $1.03 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $20.04M | 1.9% | $57.10 | +78.1% | COM | 92345Y106 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $19.93M | 1.9% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | CARLYLE GROUP L P | 869,150 | $18.51M | 1.8% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| TPR | TAPESTRY INC | 385,000 | $17.98M | 1.7% | $32.95 | +18.4% | COM | 876030107 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $17.66M | 1.7% | $48.51 | +43.7% | COM | 744320102 |
| — | KAYNE ANDERSON MLP INVT CO | 934,194 | $17.6M | 1.7% | $17.11 | — | COM | 486606106 |
| — | CYS INVTS INC | 2,226,117 | $16.7M | 1.6% | $8.42 | — | COM | 12673A108 |
| CSCO | CISCO SYS INC | 360,000 | $15.49M | 1.5% | $15.23 | +128.2% | COM | 17275R102 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $14.47M | 1.4% | $16.51 | — | CL A NEW | 041356205 |
| — | NEW YORK MTG TR INC | 14,313,000 | $14.1M | 1.4% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| CB | CHUBB LIMITED | 105,734 | $13.43M | 1.3% | $99.11 | +17.5% | COM | H1467J104 |
| — | KKR & CO L P DEL | 530,600 | $13.19M | 1.3% | $19.20 | — | COM UNITS | 48248M102 |
| AGNC | AGNC INVT CORP | 704,800 | $13.1M | 1.3% | $18.13 | — | COM | 00123Q104 |
| — | BLACKSTONE GROUP L P | 392,000 | $12.61M | 1.2% | $32.61 | — | COM UNIT LTD | 09253U108 |
| — | TORTOISE ENERGY INFRA CORP | 471,683 | $12.59M | 1.2% | $32.08 | — | COM | 89147L100 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.18M | 1.2% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| ALLY | ALLY FINL INC | 412,500 | $10.84M | 1.0% | $16.60 | +27.1% | COM | 02005N100 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $9.759M | 0.9% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $9.602M | 0.9% | $9.53 | — | CL A | 293639100 |
| — | COLONY CAP INC | 10,000,000 | $9.495M | 0.9% | $0.94 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| CLPR | CLIPPER RLTY INC | 1,111,111 | $9.489M | 0.9% | $12.34 | — | COM | 18885T306 |
| GILD | GILEAD SCIENCES INC | 120,000 | $8.501M | 0.8% | $55.32 | -4.7% | COM | 375558103 |
| WRB | W R BERKLEY CORPORATION | 117,000 | $8.472M | 0.8% | $9.58 | +94.8% | COM | 084423102 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $8.212M | 0.8% | $24.15 | — | COM | 33938J106 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $7.991M | 0.8% | $47.48 | — | SPON ADR B | 780259107 |
| — | MEDLEY CAP CORP | 2,274,013 | $7.891M | 0.8% | $8.32 | — | COM | 58503F106 |
| — | LEGG MASON INC | 225,000 | $7.814M | 0.7% | $38.42 | — | COM | 524901105 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 266,666 | $7.674M | 0.7% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | DELL TECHNOLOGIES INC | 89,155 | $7.541M | 0.7% | $58.93 | — | COM CL V | 24703L103 |
| BEN | FRANKLIN RES INC | 230,000 | $7.372M | 0.7% | $26.49 | -11.1% | COM | 354613101 |
| MDT | MEDTRONIC PLC | 85,000 | $7.277M | 0.7% | $58.10 | +17.9% | SHS | G5960L103 |
| — | MYLAN N V | 200,000 | $7.228M | 0.7% | $38.16 | — | SHS EURO | N59465109 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $7.047M | 0.7% | $4.89 | — | COM | 037347101 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.859M | 0.7% | $16.37 | — | COM | 03762U105 |
| CMCSA | COMCAST CORP NEW | 207,000 | $6.792M | 0.7% | $22.77 | +17.9% | CL A | 20030N101 |
| WFC | WELLS FARGO CO NEW | 122,000 | $6.764M | 0.6% | $27.36 | +58.4% | COM | 949746101 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,633,350 | $6.582M | 0.6% | $5.63 | — | COM NEW | 76155G206 |
| — | PEAK RESORTS INC | 1,245,986 | $6.23M | 0.6% | $7.81 | — | COM | 70469L100 |
| OMER | OMEROS CORP | 340,284 | $6.173M | 0.6% | $11.61 | +49.2% | COM | 682143102 |
| — | HC2 HLDGS INC | 1,007,421 | $5.893M | 0.6% | $5.29 | — | COM | 404139107 |
| MET | METLIFE INC | 125,010 | $5.45M | 0.5% | $27.00 | +33.0% | COM | 59156R108 |
| M | MACYS INC | 135,000 | $5.053M | 0.5% | $21.99 | +52.4% | COM | 55616P104 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $4.97M | 0.5% | $24.22 | — | CL A | 90130A101 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $4.846M | 0.5% | $20.25 | -5.2% | COM CL C | G9001E128 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $3.864M | 0.4% | $14.00 | — | COM | 649445103 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $3.767M | 0.4% | $25.55 | +93.3% | COM NEW | 247361702 |
| BP | BP PLC | 82,500 | $3.767M | 0.4% | $41.74 | — | SPONSORED ADR | 055622104 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $3.756M | 0.4% | $17.74 | — | COM | 38741L107 |
| BCS | BARCLAYS PLC | 374,000 | $3.751M | 0.4% | $15.62 | — | ADR | 06738E204 |
| — | HOWARD BANCORP INC | 207,800 | $3.74M | 0.4% | $19.80 | — | COM | 442496105 |
| TAP | MOLSON COORS BREWING CO | 50,000 | $3.402M | 0.3% | $54.34 | 0.0% | CL B | 60871R209 |
| — | MALLINCKRODT PUB LTD CO | 176,450 | $3.292M | 0.3% | $59.34 | — | SHS | G5785G107 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.239M | 0.3% | $15.40 | — | COM | 46131B100 |
| SIG | SIGNET JEWELERS LIMITED | 50,000 | $2.788M | 0.3% | $41.98 | -10.2% | SHS | G81276100 |
| — | KELLOGG CO | 38,850 | $2.714M | 0.3% | $38.95 | +15.4% | COM | 487836108 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.666M | 0.3% | $25.87 | +24.5% | COM | 92343V104 |
| — | POTBELLY CORP | 200,000 | $2.591M | 0.2% | $13.38 | — | COM | 73754Y100 |
| — | TORTOISE MLP FD INC | 136,921 | $2.338M | 0.2% | $17.56 | — | COM | 89148B101 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 90,000 | $2.189M | 0.2% | $36.26 | — | SPONSORED ADR | 881624209 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.186M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $2.161M | 0.2% | $11.81 | — | COM | 66706L101 |
| LCNB | LCNB CORP | 109,285 | $2.152M | 0.2% | $10.77 | +23.1% | COM | 50181P100 |
| — | ENDO INTL PLC | 227,190 | $2.142M | 0.2% | $22.55 | — | SHS | G30401106 |
| — | MEDLEY MGMT INC | 579,100 | $2.056M | 0.2% | $16.35 | — | CL A COM | 58503T106 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $2.032M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| BIIB | BIOGEN INC | 7,000 | $2.032M | 0.2% | $330.23 | -14.9% | COM | 09062X103 |
| — | DISH NETWORK CORP | 60,000 | $2.016M | 0.2% | $37.90 | — | CL A | 25470M109 |
| — | PENNYMAC CORP | 2,000,000 | $1.989M | 0.2% | $1.00 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | CELGENE CORP | 25,000 | $1.985M | 0.2% | $85.87 | — | COM | 151020104 |
| DB | DEUTSCHE BANK AG | 164,999 | $1.753M | 0.2% | $22.06 | -49.4% | NAMEN AKT | D18190898 |
| — | ALLERGAN PLC | 10,000 | $1.668M | 0.2% | $210.00 | — | SHS | G0177J108 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.564M | 0.1% | $10.58 | +106.3% | COM | 45774W108 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.013M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ANNALY CAP MGMT INC | 68,260 | $702K | 0.1% | $11.38 | — | COM | 035710409 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $652K | 0.1% | $24.77 | — | COM | 85571B105 |
| — | ENBRIDGE ENERGY PARTNERS L P | 50,000 | $547K | 0.1% | $24.72 | — | COM | 29250R106 |
| PJT | PJT PARTNERS INC | 9,800 | $523K | 0.1% | $20.55 | +142.4% | COM CL A | 69343T107 |
| COP | CONOCOPHILLIPS | 7,000 | $487K | 0.0% | $39.96 | +29.6% | COM | 20825C104 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $474K | 0.0% | $5.11 | +49.9% | COM | 14057J101 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $455K | 0.0% | $59.99 | -19.8% | COM | 10922N103 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $450K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| — | MFA FINL INC | 50,000 | $380K | 0.0% | $8.46 | — | COM | 55272X102 |
| JEF | JEFFERIES FINL GROUP INC | 16,474 | $375K | 0.0% | $16.63 | 0.0% | COM | 47233W109 |
| — | ORGANOVO HLDGS INC | 251,500 | $352K | 0.0% | $5.77 | — | COM | 68620A104 |
| INVH | INVITATION HOMES INC | 9,684 | $224K | 0.0% | $18.66 | -1.4% | COM | 46187W107 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $223K | 0.0% | $2.86 | +15.8% | COM | 359678109 |
| NRG | NRG ENERGY INC | 7,193 | $221K | 0.0% | $22.53 | +19.1% | COM NEW | 629377508 |
| — | AXOVANT SCIENCES LTD | 86,197 | $195K | 0.0% | $18.03 | — | COM | G0750W104 |
| — | NII HLDGS INC | 27,642 | $108K | 0.0% | $6.52 | — | COM PAR | 62913F508 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $38,000 | 0.0% | $30.95 | -93.5% | COM | 45665G303 |