Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 13, 2019
Total Value: $1.065B (86.6% shares, 13.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PENNYMAC CORP | 50,341,000 | $49.79M | 4.7% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| C | CITIGROUP INC | 815,000 | $42.43M | 4.0% | $39.80 | +24.0% | COM NEW | 172967424 |
| — | PDVWIRELESS INC | 1,065,669 | $39.85M | 3.7% | $27.50 | — | COM | 69290R104 |
| AAPL | APPLE INC | 242,000 | $38.17M | 3.6% | $17.87 | +157.5% | COM | 037833100 |
| GM | GENERAL MTRS CO | 1,090,000 | $36.46M | 3.4% | $25.98 | +20.6% | COM | 37045V100 |
| — | ELLINGTON FINANCIAL LLC | 1,877,547 | $28.78M | 2.7% | $19.28 | — | COM | 288522303 |
| NXST | NEXSTAR MEDIA GROUP INC | 336,945 | $26.5M | 2.5% | $58.70 | +9.3% | CL A | 65336K103 |
| — | TORTOISE ENERGY INFRA CORP | 1,211,683 | $24.11M | 2.3% | $24.64 | — | COM | 89147L100 |
| — | SINCLAIR BROADCAST GROUP INC | 913,049 | $24.05M | 2.3% | $33.12 | — | CL A | 829226109 |
| IVZ | INVESCO LTD | 1,380,000 | $23.1M | 2.2% | $14.19 | 0.0% | SHS | G491BT108 |
| — | NEW YORK MTG TR INC | 22,852,000 | $22.33M | 2.1% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 520,731 | $22M | 2.1% | $58.88 | -1.8% | COM | 84790A105 |
| RC | READY CAP CORP | 1,480,212 | $20.47M | 1.9% | $13.83 | — | COM | 75574U101 |
| — | TWO HBRS INVT CORP | 1,589,600 | $20.41M | 1.9% | $15.90 | — | COM NEW | 90187B408 |
| ET | ENERGY TRANSFER LP | 1,542,400 | $20.38M | 1.9% | $13.21 | — | COM UT LTD PTN | 29273V100 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $20.3M | 1.9% | $57.10 | +95.7% | COM | 92345Y106 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $19.57M | 1.8% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | GREAT AJAX CORP | 1,571,190 | $18.93M | 1.8% | $12.13 | — | COM | 38983D300 |
| — | COLONY CAP INC | 21,500,000 | $18.75M | 1.8% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | VIACOM INC NEW | 695,000 | $17.86M | 1.7% | $45.66 | — | CL B | 92553P201 |
| WTTR | SELECT ENERGY SVCS INC | 2,826,252 | $17.86M | 1.7% | $9.77 | — | CL A COM | 81617J301 |
| — | COLONY CAP INC NEW | 3,731,375 | $17.46M | 1.6% | $6.24 | — | CL A COM | 19626G108 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $15.4M | 1.4% | $48.51 | +33.4% | COM | 744320102 |
| CFG | CITIZENS FINL GROUP INC | 515,000 | $15.31M | 1.4% | $25.70 | 0.0% | COM | 174610105 |
| CLPR | CLIPPER RLTY INC | 1,111,111 | $14.52M | 1.4% | $12.34 | — | COM | 18885T306 |
| CCS | CENTURY CMNTYS INC | 801,000 | $13.83M | 1.3% | $18.13 | +7.8% | COM | 156504300 |
| — | CARLYLE GROUP L P | 869,150 | $13.69M | 1.3% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| CB | CHUBB LIMITED | 105,734 | $13.66M | 1.3% | $99.11 | +15.5% | COM | H1467J104 |
| — | KAYNE ANDERSN MLP MIDS INVT | 984,194 | $13.54M | 1.3% | $16.94 | — | COM | 486606106 |
| TPR | TAPESTRY INC | 385,000 | $12.99M | 1.2% | $32.95 | +0.5% | COM | 876030107 |
| AGNC | AGNC INVT CORP | 704,800 | $12.36M | 1.2% | $18.13 | — | COM | 00123Q104 |
| GTN | GRAY TELEVISION INC | 830,595 | $12.24M | 1.1% | $17.36 | 0.0% | COM | 389375106 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.13M | 1.1% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| CUBI | CUSTOMERS BANCORP INC | 666,229 | $12.13M | 1.1% | $20.01 | 0.0% | COM | 23204G100 |
| — | SELECT INTERIOR CONCEPTS INC | 1,563,012 | $11.75M | 1.1% | $10.65 | — | CL A | 816120307 |
| — | BLACKSTONE GROUP L P | 392,000 | $11.69M | 1.1% | $32.61 | — | COM UNIT LTD | 09253U108 |
| KKR | KKR & CO INC | 530,600 | $10.42M | 1.0% | $24.47 | -13.9% | CL A | 48251W104 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $10.16M | 1.0% | $16.51 | — | CL A NEW | 041356205 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $9.705M | 0.9% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| KHC | KRAFT HEINZ CO | 220,000 | $9.468M | 0.9% | $36.63 | 0.0% | COM | 500754106 |
| — | COLONY CAP INC | 10,000,000 | $9.455M | 0.9% | $0.95 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 168,932 | $9.406M | 0.9% | $68.85 | -7.4% | COM | 030506109 |
| ALLY | ALLY FINL INC | 412,500 | $9.348M | 0.9% | $16.60 | +20.4% | COM | 02005N100 |
| WRB | W R BERKLEY CORPORATION | 117,000 | $8.647M | 0.8% | $9.58 | +100.3% | COM | 084423102 |
| CVS | CVS HEALTH CORP | 130,000 | $8.518M | 0.8% | $59.39 | 0.0% | COM | 126650100 |
| CASH | META FINL GROUP INC | 437,092 | $8.476M | 0.8% | $22.51 | 0.0% | COM | 59100U108 |
| URI | UNITED RENTALS INC | 80,000 | $8.202M | 0.8% | $116.64 | 0.0% | COM | 911363109 |
| GILD | GILEAD SCIENCES INC | 120,000 | $7.506M | 0.7% | $55.32 | -4.2% | COM | 375558103 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $7.262M | 0.7% | $9.53 | — | CL A | 293639100 |
| CMCSA | COMCAST CORP NEW | 207,000 | $7.048M | 0.7% | $22.77 | +33.6% | CL A | 20030N101 |
| BEN | FRANKLIN RES INC | 230,000 | $6.822M | 0.6% | $26.49 | -17.2% | COM | 354613101 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $6.593M | 0.6% | $47.48 | — | SPON ADR B | 780259107 |
| — | CELGENE CORP | 100,000 | $6.41M | 0.6% | $75.89 | — | COM | 151020104 |
| ARI | APOLLO COML REAL EST FIN INC | 375,226 | $6.251M | 0.6% | $16.37 | — | COM | 03762U105 |
| — | MEDLEY CAP CORP | 2,274,013 | $6.049M | 0.6% | $8.32 | — | COM | 58503F106 |
| — | PEAK RESORTS INC | 1,245,986 | $5.832M | 0.5% | $7.81 | — | COM | 70469L100 |
| — | LEGG MASON INC | 225,000 | $5.74M | 0.5% | $38.42 | — | COM | 524901105 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $5.729M | 0.5% | $4.89 | — | COM | 037347101 |
| WFC | WELLS FARGO CO NEW | 122,000 | $5.622M | 0.5% | $27.36 | +53.6% | COM | 949746101 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 266,666 | $5.512M | 0.5% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | MYLAN N V | 200,000 | $5.48M | 0.5% | $38.16 | — | SHS EURO | N59465109 |
| UPBD | RENT A CTR INC NEW | 320,000 | $5.18M | 0.5% | $14.52 | 0.0% | COM | 76009N100 |
| MET | METLIFE INC | 125,010 | $5.133M | 0.5% | $27.00 | +24.7% | COM | 59156R108 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $4.812M | 0.5% | $24.22 | — | CL A | 90130A101 |
| SSP | SCRIPPS E W CO OHIO | 262,587 | $4.13M | 0.4% | $12.55 | 0.0% | CL A NEW | 811054402 |
| M | MACYS INC | 135,000 | $4.02M | 0.4% | $21.99 | +49.7% | COM | 55616P104 |
| LEGH | LEGACY HOUSING CORP | 330,000 | $3.936M | 0.4% | $11.68 | 0.0% | COM | 52472M101 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $3.795M | 0.4% | $25.55 | +100.0% | COM NEW | 247361702 |
| OMER | OMEROS CORP | 340,284 | $3.79M | 0.4% | $11.61 | +20.7% | COM | 682143102 |
| — | HANESBRANDS INC | 300,000 | $3.759M | 0.4% | $12.53 | — | COM | 410345102 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $3.69M | 0.3% | $17.74 | — | COM | 38741L107 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $3.642M | 0.3% | $20.25 | -16.2% | COM CL C | G9001E128 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $3.596M | 0.3% | $24.15 | — | COM | 33938J106 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $3.293M | 0.3% | $14.00 | — | COM | 649445103 |
| BP | BP PLC | 82,500 | $3.128M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| VZ | VERIZON COMMUNICATIONS INC | 52,994 | $2.979M | 0.3% | $25.87 | +49.2% | COM | 92343V104 |
| — | HOWARD BANCORP INC | 207,800 | $2.972M | 0.3% | $19.80 | — | COM | 442496105 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $2.95M | 0.3% | $15.40 | — | COM | 46131B100 |
| BCS | BARCLAYS PLC | 374,000 | $2.82M | 0.3% | $15.62 | — | ADR | 06738E204 |
| TAP | MOLSON COORS BREWING CO | 50,000 | $2.808M | 0.3% | $54.34 | -6.4% | CL B | 60871R209 |
| — | HC2 HLDGS INC | 1,007,421 | $2.66M | 0.2% | $5.29 | — | COM | 404139107 |
| — | MEDLEY MGMT INC | 579,100 | $2.236M | 0.2% | $16.35 | — | CL A COM | 58503T106 |
| — | TORTOISE MLP FD INC | 182,561 | $2.236M | 0.2% | $17.19 | — | COM | 89148B101 |
| — | KELLOGG CO | 38,850 | $2.215M | 0.2% | $38.95 | +19.1% | COM | 487836108 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $2.168M | 0.2% | $11.81 | — | COM | 66706L101 |
| BIIB | BIOGEN INC | 7,000 | $2.106M | 0.2% | $330.23 | -3.4% | COM | 09062X103 |
| — | OAKTREE CAP GROUP LLC | 50,000 | $1.988M | 0.2% | $50.31 | — | UNIT CL A | 674001201 |
| LEN | LENNAR CORP | 50,000 | $1.958M | 0.2% | $37.43 | 0.0% | CL A | 526057104 |
| — | TIVO CORP | 185,000 | $1.74M | 0.2% | $9.41 | — | COM | 88870P106 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $1.686M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | ENDO INTL PLC | 227,190 | $1.659M | 0.2% | $22.55 | — | SHS | G30401106 |
| LCNB | LCNB CORP | 109,285 | $1.656M | 0.2% | $10.77 | +9.5% | COM | 50181P100 |
| BLDR | BUILDERS FIRSTSOURCE INC | 150,000 | $1.636M | 0.2% | $12.56 | 0.0% | COM | 12008R107 |
| — | POTBELLY CORP | 200,000 | $1.611M | 0.2% | $13.38 | — | COM | 73754Y100 |
| — | DISH NETWORK CORP | 60,000 | $1.498M | 0.1% | $37.90 | — | CL A | 25470M109 |
| — | MALLINCKRODT PUB LTD CO | 88,450 | $1.397M | 0.1% | $59.34 | — | SHS | G5785G107 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 90,000 | $1.388M | 0.1% | $36.26 | — | SPONSORED ADR | 881624209 |
| DB | DEUTSCHE BANK AG | 164,999 | $1.344M | 0.1% | $22.06 | -61.0% | NAMEN AKT | D18190898 |
| — | ALLERGAN PLC | 10,000 | $1.336M | 0.1% | $210.00 | — | SHS | G0177J108 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $1.137M | 0.1% | $10.58 | +85.5% | COM | 45774W108 |
| — | EVERI HLDGS INC | 200,000 | $1.03M | 0.1% | $5.15 | — | COM | 30034T103 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.001M | 0.1% | $0.94 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| EPD | ENTERPRISE PRODS PARTNERS L | 32,000 | $786K | 0.1% | $24.56 | — | COM | 293792107 |
| — | ANNALY CAP MGMT INC | 68,260 | $670K | 0.1% | $11.38 | — | COM | 035710409 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,633,350 | $660K | 0.1% | $5.63 | — | COM NEW | 76155G206 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 11,000 | $628K | 0.1% | $57.09 | — | COM UNIT RP LP | 559080106 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $592K | 0.1% | $24.77 | — | COM | 85571B105 |
| ENB | ENBRIDGE INC | 16,750 | $521K | 0.0% | $20.25 | 0.0% | COM | 29250N105 |
| — | WESTERN GAS PARTNERS LP | 12,000 | $506K | 0.0% | $42.17 | — | COM UNIT LP IN | 958254104 |
| — | PHILLIPS 66 PARTNERS LP | 12,000 | $506K | 0.0% | $42.17 | — | COM UNIT REP INT | 718549207 |
| TRGP | TARGA RES CORP | 14,000 | $504K | 0.0% | $38.06 | 0.0% | COM | 87612G101 |
| MPLX | MPLX LP | 16,000 | $484K | 0.0% | $30.25 | — | COM UNIT REP LTD | 55336V100 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $460K | 0.0% | $5.11 | +55.3% | COM | 14057J101 |
| COP | CONOCOPHILLIPS | 7,000 | $436K | 0.0% | $39.96 | +33.7% | COM | 20825C104 |
| — | EQM MIDSTREAM PARTNERS LP | 10,000 | $432K | 0.0% | $43.20 | — | UNIT LTD PARTN | 26885B100 |
| — | NOBLE MIDSTREAM PARTNERS LP | 14,000 | $404K | 0.0% | $28.86 | — | COM UNIT REPST | 65506L105 |
| PJT | PJT PARTNERS INC | 9,800 | $380K | 0.0% | $20.55 | +99.0% | COM CL A | 69343T107 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $379K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 40,000 | $354K | 0.0% | $11.92 | -19.1% | COM | 462260100 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $346K | 0.0% | $59.99 | -35.0% | COM | 10922N103 |
| — | MFA FINL INC | 50,000 | $334K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | ENVIVA PARTNERS LP | 12,000 | $332K | 0.0% | $27.67 | — | COM UNIT | 29414J107 |
| SIG | SIGNET JEWELERS LIMITED | 10,000 | $318K | 0.0% | $41.98 | +3.3% | SHS | G81276100 |
| JEF | JEFFERIES FINL GROUP INC | 16,474 | $286K | 0.0% | $16.63 | -11.6% | COM | 47233W109 |
| NRG | NRG ENERGY INC | 7,193 | $285K | 0.0% | $22.53 | +41.2% | COM NEW | 629377508 |
| — | CNX MIDSTREAM PARTNERS LP | 16,000 | $260K | 0.0% | $16.25 | — | COM UNIT REPST | 12654A101 |
| — | TRANSMONTAIGNE PARTNERS L P | 6,000 | $244K | 0.0% | $40.67 | — | COM UNIT L P | 89376V100 |
| — | ORGANOVO HLDGS INC | 251,500 | $241K | 0.0% | $5.77 | — | COM | 68620A104 |
| — | HESS MIDSTREAM PARTNERS LP | 14,000 | $238K | 0.0% | $17.00 | — | UNIT LTD PR INT | 428104103 |
| GEL | GENESIS ENERGY L P | 12,000 | $222K | 0.0% | $18.50 | — | UNIT LTD PARTN | 371927104 |
| — | SHELL MIDSTREAM PARTNERS L P | 12,000 | $196K | 0.0% | $16.33 | — | UNIT LTD INT | 822634101 |
| FLL | FULL HOUSE RESORTS INC | 66,948 | $135K | 0.0% | $2.86 | -12.0% | COM | 359678109 |
| — | NII HLDGS INC | 27,642 | $122K | 0.0% | $6.52 | — | COM PAR | 62913F508 |
| — | AXOVANT SCIENCES LTD | 86,197 | $86,000 | 0.0% | $18.03 | — | COM | G0750W104 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $24,000 | 0.0% | $30.95 | -94.2% | COM | 45665G303 |