Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $1.225B (81.5% shares, 18.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWO HBRS INVT CORP | 64,722,000 | $65.5M | 5.3% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | PENNYMAC CORP | 50,341,000 | $50.59M | 4.1% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| C | CITIGROUP INC | 715,000 | $50.07M | 4.1% | $39.80 | +32.9% | COM NEW | 172967424 |
| — | PDVWIRELESS INC | 1,035,392 | $48.66M | 4.0% | $27.50 | — | COM | 69290R104 |
| AAPL | APPLE INC | 242,000 | $47.9M | 3.9% | $17.87 | +160.9% | COM | 037833100 |
| GM | GENERAL MTRS CO | 1,090,000 | $42M | 3.4% | $25.98 | +33.7% | COM | 37045V100 |
| NXST | NEXSTAR MEDIA GROUP INC | 366,945 | $37.06M | 3.0% | $61.09 | +43.9% | CL A | 65336K103 |
| WTTR | SELECT ENERGY SVCS INC | 2,826,252 | $32.81M | 2.7% | $9.77 | — | CL A COM | 81617J301 |
| — | SINCLAIR BROADCAST GROUP INC | 560,624 | $30.07M | 2.5% | $33.12 | — | CL A | 829226109 |
| — | TORTOISE ENERGY INFRA CORP | 1,211,683 | $27.32M | 2.2% | $24.64 | — | COM | 89147L100 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $27.27M | 2.2% | $57.10 | +136.6% | COM | 92345Y106 |
| EFC | ELLINGTON FINANCIAL INC | 1,507,162 | $27.08M | 2.2% | $17.90 | — | COM | 28852N109 |
| — | VIACOM INC NEW | 785,000 | $23.45M | 1.9% | $43.85 | — | CL B | 92553P201 |
| IVZ | INVESCO LTD | 1,130,000 | $23.12M | 1.9% | $14.19 | +7.0% | SHS | G491BT108 |
| — | NEW YORK MTG TR INC | 22,852,000 | $22.96M | 1.9% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| RC | READY CAP CORP | 1,480,212 | $22.06M | 1.8% | $13.83 | — | COM | 75574U101 |
| — | GREAT AJAX CORP | 1,571,190 | $22M | 1.8% | $12.13 | — | COM | 38983D300 |
| ET | ENERGY TRANSFER LP | 1,542,400 | $21.72M | 1.8% | $13.21 | — | COM UT LTD PTN | 29273V100 |
| CCS | CENTURY CMNTYS INC | 801,000 | $21.29M | 1.7% | $18.13 | +36.9% | COM | 156504300 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $20.54M | 1.7% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | TWO HBRS INVT CORP | 1,589,600 | $20.14M | 1.6% | $15.90 | — | COM NEW | 90187B408 |
| — | COLONY CAP INC | 21,500,000 | $20.1M | 1.6% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | CARLYLE GROUP L P | 869,150 | $19.65M | 1.6% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $19.07M | 1.6% | $48.51 | +47.4% | COM | 744320102 |
| — | COLONY CAP INC NEW | 3,731,375 | $18.66M | 1.5% | $6.24 | — | CL A COM | 19626G108 |
| CB | CHUBB LIMITED | 105,734 | $15.57M | 1.3% | $99.11 | +30.5% | COM | H1467J104 |
| — | KAYNE ANDERSN MLP MIDS INVT | 984,194 | $15.07M | 1.2% | $16.94 | — | COM | 486606106 |
| — | MFA FINL INC | 15,000,000 | $15.06M | 1.2% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| TPR | TAPESTRY INC | 455,000 | $14.44M | 1.2% | $31.90 | -18.0% | COM | 876030107 |
| — | SELECT INTERIOR CONCEPTS INC | 1,215,247 | $14.16M | 1.2% | $10.65 | — | CL A | 816120307 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 261,604 | $14.07M | 1.1% | $58.88 | +0.9% | COM | 84790A105 |
| CUBI | CUSTOMERS BANCORP INC | 666,229 | $13.99M | 1.1% | $20.01 | +4.2% | COM | 23204G100 |
| GTN | GRAY TELEVISION INC | 850,595 | $13.94M | 1.1% | $17.70 | +11.9% | COM | 389375106 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.3M | 1.0% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| CASH | META FINL GROUP INC | 437,092 | $12.26M | 1.0% | $22.51 | +9.6% | COM | 59100U108 |
| AGNC | AGNC INVT CORP | 704,800 | $11.86M | 1.0% | $18.13 | — | COM | 00123Q104 |
| WRB | BERKLEY W R CORP | 175,500 | $11.57M | 0.9% | $14.25 | +65.5% | COM | 084423102 |
| CFG | CITIZENS FINL GROUP INC | 315,000 | $11.14M | 0.9% | $25.70 | +1.2% | COM | 174610105 |
| URI | UNITED RENTALS INC | 80,000 | $10.61M | 0.9% | $116.64 | +5.4% | COM | 911363109 |
| CLPR | CLIPPER RLTY INC | 930,111 | $10.4M | 0.8% | $12.34 | — | COM | 18885T306 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $10.39M | 0.8% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| CVS | CVS HEALTH CORP | 180,000 | $9.808M | 0.8% | $54.99 | -20.8% | COM | 126650100 |
| — | COLONY CAP INC | 10,000,000 | $9.729M | 0.8% | $0.95 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $9.659M | 0.8% | $16.51 | — | CL A NEW | 041356205 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 106,917 | $9.047M | 0.7% | $68.85 | +22.4% | COM | 030506109 |
| CMCSA | COMCAST CORP NEW | 207,000 | $8.752M | 0.7% | $22.77 | +56.1% | CL A | 20030N101 |
| GILD | GILEAD SCIENCES INC | 120,000 | $8.107M | 0.7% | $55.32 | -8.1% | COM | 375558103 |
| BEN | FRANKLIN RES INC | 230,000 | $8.005M | 0.7% | $26.49 | -6.9% | COM | 354613101 |
| KKR | KKR & CO INC | 300,600 | $7.596M | 0.6% | $24.47 | -9.0% | CL A | 48251W104 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $7.376M | 0.6% | $9.53 | — | CL A | 293639100 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $7.231M | 0.6% | $47.48 | — | SPON ADR B | 780259107 |
| ARI | APOLLO COML REAL EST FIN INC | 375,225 | $6.9M | 0.6% | $16.37 | — | COM | 03762U105 |
| MET | METLIFE INC | 125,010 | $6.209M | 0.5% | $27.00 | +39.2% | COM | 59156R108 |
| — | PEAK RESORTS INC | 1,245,986 | $5.918M | 0.5% | $7.81 | — | COM | 70469L100 |
| WFC | WELLS FARGO CO NEW | 122,000 | $5.773M | 0.5% | $27.36 | +42.8% | COM | 949746101 |
| — | CELGENE CORP | 60,000 | $5.546M | 0.5% | $75.89 | — | COM | 151020104 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $5.374M | 0.4% | $4.89 | — | COM | 037347101 |
| OMER | OMEROS CORP | 340,284 | $5.339M | 0.4% | $11.61 | +54.6% | COM | 682143102 |
| — | MEDLEY CAP CORP | 2,274,013 | $5.321M | 0.4% | $8.32 | — | COM | 58503F106 |
| — | LEGG MASON INC | 135,000 | $5.168M | 0.4% | $38.42 | — | COM | 524901105 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $4.316M | 0.4% | $25.55 | +108.6% | COM NEW | 247361702 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $4.298M | 0.4% | $20.25 | -11.3% | COM CL C | G9001E128 |
| UPBD | RENT A CTR INC NEW | 157,220 | $4.187M | 0.3% | $14.52 | +63.6% | COM | 76009N100 |
| LEGH | LEGACY HOUSING CORP | 330,000 | $4.108M | 0.3% | $11.68 | +3.9% | COM | 52472M101 |
| — | CBS CORP NEW | 80,000 | $3.992M | 0.3% | $49.90 | — | CL B | 124857202 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $3.928M | 0.3% | $17.74 | — | COM | 38741L107 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $3.908M | 0.3% | $24.15 | — | COM | 33938J106 |
| — | MYLAN N V | 200,000 | $3.808M | 0.3% | $38.16 | — | SHS EURO | N59465109 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $3.493M | 0.3% | $14.00 | — | COM | 649445103 |
| BP | BP PLC | 82,500 | $3.44M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| KHC | KRAFT HEINZ CO | 110,000 | $3.414M | 0.3% | $36.63 | -37.7% | COM | 500754106 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.283M | 0.3% | $15.40 | — | COM | 46131B100 |
| — | HOWARD BANCORP INC | 207,800 | $3.152M | 0.3% | $19.80 | — | COM | 442496105 |
| ABBV | ABBVIE INC | 40,000 | $2.908M | 0.2% | $59.38 | 0.0% | COM | 00287Y109 |
| M | MACYS INC | 135,000 | $2.897M | 0.2% | $21.99 | +3.4% | COM | 55616P104 |
| BCS | BARCLAYS PLC | 374,000 | $2.847M | 0.2% | $15.62 | — | ADR | 06738E204 |
| — | TIVO CORP | 385,000 | $2.838M | 0.2% | $8.35 | — | COM | 88870P106 |
| — | HANESBRANDS INC | 150,000 | $2.583M | 0.2% | $12.53 | — | COM | 410345102 |
| BLDR | BUILDERS FIRSTSOURCE INC | 150,000 | $2.528M | 0.2% | $12.56 | +19.1% | COM | 12008R107 |
| — | TORTOISE MIDSTRM ENERGY FD I | 182,561 | $2.462M | 0.2% | $17.19 | — | COM | 89148B101 |
| — | NORTHSTAR REALTY EUROPE CORP | 149,166 | $2.451M | 0.2% | $11.81 | — | COM | 66706L101 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 133,333 | $2.404M | 0.2% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | HC2 HLDGS INC | 1,007,421 | $2.378M | 0.2% | $5.29 | — | COM | 404139107 |
| PVH | PVH CORP | 25,000 | $2.366M | 0.2% | $109.50 | 0.0% | COM | 693656100 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.308M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| — | DISH NETWORK CORP | 60,000 | $2.304M | 0.2% | $37.90 | — | CL A | 25470M109 |
| — | KELLOGG CO | 38,850 | $2.081M | 0.2% | $38.95 | +7.0% | COM | 487836108 |
| LCNB | LCNB CORP | 95,582 | $1.816M | 0.1% | $10.77 | +13.8% | COM | 50181P100 |
| — | ALLERGAN PLC | 10,000 | $1.674M | 0.1% | $210.00 | — | SHS | G0177J108 |
| BIIB | BIOGEN INC | 7,000 | $1.638M | 0.1% | $330.23 | -30.1% | COM | 09062X103 |
| SSP | SCRIPPS E W CO OHIO | 103,157 | $1.578M | 0.1% | $12.55 | +12.1% | CL A NEW | 811054402 |
| — | MEDLEY MGMT INC | 579,100 | $1.425M | 0.1% | $16.35 | — | CL A COM | 58503T106 |
| TAP | MOLSON COORS BREWING CO | 25,000 | $1.4M | 0.1% | $54.34 | -10.1% | CL B | 60871R209 |
| DB | DEUTSCHE BANK AG | 164,999 | $1.259M | 0.1% | $22.06 | -69.0% | NAMEN AKT | D18190898 |
| LEN | LENNAR CORP | 25,000 | $1.212M | 0.1% | $37.43 | +22.6% | CL A | 526057104 |
| EPD | ENTERPRISE PRODS PARTNERS L | 40,000 | $1.154M | 0.1% | $25.47 | — | COM | 293792107 |
| CPRI | CAPRI HOLDINGS LIMITED | 30,000 | $1.04M | 0.1% | $40.68 | 0.0% | SHS | G1890L107 |
| — | POTBELLY CORP | 200,000 | $1.018M | 0.1% | $13.38 | — | COM | 73754Y100 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 40,000 | $980K | 0.1% | $11.92 | +26.4% | COM | 462260100 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $975K | 0.1% | $10.58 | +34.5% | COM | 45774W108 |
| — | ENDO INTL PLC | 227,190 | $936K | 0.1% | $22.55 | — | SHS | G30401106 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 14,000 | $896K | 0.1% | $57.84 | — | COM UNIT RP LP | 559080106 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 90,000 | $831K | 0.1% | $36.26 | — | SPONSORED ADS | 881624209 |
| — | MALLINCKRODT PUB LTD CO | 88,450 | $812K | 0.1% | $59.34 | — | SHS | G5785G107 |
| TRGP | TARGA RES CORP | 20,000 | $786K | 0.1% | $36.69 | -11.1% | COM | 87612G101 |
| WES | WESTERN MIDSTREAM PARTNERS L | 24,000 | $738K | 0.1% | $31.31 | — | COM UNIT LP INT | 958669103 |
| MPLX | MPLX LP | 22,000 | $708K | 0.1% | $30.98 | — | COM UNIT REP LTD | 55336V100 |
| — | PHILLIPS 66 PARTNERS LP | 14,000 | $690K | 0.1% | $43.18 | — | COM UNIT REP INT | 718549207 |
| OKE | ONEOK INC NEW | 10,000 | $688K | 0.1% | $43.86 | 0.0% | COM | 682680103 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $682K | 0.1% | $24.77 | — | COM | 85571B105 |
| — | EQM MIDSTREAM PARTNERS LP | 15,000 | $670K | 0.1% | $44.18 | — | UNIT LTD PARTN | 26885B100 |
| — | ANNALY CAP MGMT INC | 68,260 | $623K | 0.1% | $11.38 | — | COM | 035710409 |
| ENB | ENBRIDGE INC | 16,750 | $604K | 0.0% | $20.25 | +16.0% | COM | 29250N105 |
| — | NOBLE MIDSTREAM PARTNERS LP | 17,000 | $566K | 0.0% | $29.96 | — | COM UNIT REPST | 65506L105 |
| ALLY | ALLY FINL INC | 17,500 | $542K | 0.0% | $16.60 | +43.8% | COM | 02005N100 |
| — | ENVIVA PARTNERS LP | 16,000 | $502K | 0.0% | $28.71 | — | COM UNIT | 29414J107 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $496K | 0.0% | $5.11 | +69.3% | COM | 14057J101 |
| — | HESS MIDSTREAM PARTNERS LP | 22,000 | $428K | 0.0% | $18.21 | — | UNIT LTD PR INT | 428104103 |
| COP | CONOCOPHILLIPS | 7,000 | $427K | 0.0% | $39.96 | +23.2% | COM | 20825C104 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $423K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $417K | 0.0% | $59.99 | -35.6% | COM | 10922N103 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,633,350 | $400K | 0.0% | $5.63 | — | COM NEW | 76155G206 |
| PJT | PJT PARTNERS INC | 9,800 | $397K | 0.0% | $20.55 | +81.3% | COM CL A | 69343T107 |
| — | MFA FINL INC | 50,000 | $360K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | SHELL MIDSTREAM PARTNERS L P | 17,000 | $352K | 0.0% | $17.57 | — | UNIT LTD INT | 822634101 |
| GEL | GENESIS ENERGY L P | 16,000 | $350K | 0.0% | $19.62 | — | UNIT LTD PARTN | 371927104 |
| — | BP MIDSTREAM PARTNERS LP | 22,000 | $340K | 0.0% | $14.45 | — | UNIT LTD PTNR | 0556EL109 |
| JEF | JEFFERIES FINL GROUP INC | 16,474 | $317K | 0.0% | $16.63 | -16.1% | COM | 47233W109 |
| — | CNX MIDSTREAM PARTNERS LP | 22,000 | $310K | 0.0% | $15.86 | — | COM UNIT REPST | 12654A101 |
| — | AMAG PHARMACEUTICALS INC | 30,000 | $300K | 0.0% | $10.00 | — | COM | 00163U106 |
| — | DCP MIDSTREAM LP | 10,000 | $292K | 0.0% | $32.24 | — | COM UT LTD PTN | 23311P100 |
| INVH | INVITATION HOMES INC | 9,684 | $258K | 0.0% | $18.57 | +13.9% | COM | 46187W107 |
| AM | ANTERO MIDSTREAM CORP | 22,000 | $252K | 0.0% | $6.27 | +0.1% | COM | 03676B102 |
| PAA | PLAINS ALL AMERN PIPELINE L | 10,000 | $244K | 0.0% | $24.40 | — | UNIT LTD PARTN | 726503105 |
| SIG | SIGNET JEWELERS LIMITED | 10,000 | $178K | 0.0% | $41.98 | -54.5% | SHS | G81276100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 10,000 | $138K | 0.0% | $13.80 | — | COM UNIT RP IN | 292480100 |
| — | ORGANOVO HLDGS INC | 251,500 | $132K | 0.0% | $5.77 | — | COM | 68620A104 |
| FLL | FULL HOUSE RESORTS INC | 54,400 | $102K | 0.0% | $2.86 | -25.5% | COM | 359678109 |
| — | AXOVANT GENE THERAPIES LTD | 10,774 | $67,000 | 0.0% | $6.22 | — | COM | G0750W203 |
| — | NII HLDGS INC | 27,642 | $47,000 | 0.0% | $6.52 | — | COM PAR | 62913F508 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $36,000 | 0.0% | $30.95 | -94.8% | COM | 45665G303 |