Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value: $1.222B (81.1% shares, 18.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWO HBRS INVT CORP | 64,722,000 | $66.09M | 5.4% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| AAPL | APPLE INC | 242,000 | $54.2M | 4.4% | $17.87 | +181.0% | COM | 037833100 |
| — | PENNYMAC CORP | 50,341,000 | $50.81M | 4.2% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| C | CITIGROUP INC | 715,000 | $49.39M | 4.0% | $39.80 | +36.0% | COM NEW | 172967424 |
| GM | GENERAL MTRS CO | 1,090,000 | $40.85M | 3.3% | $25.98 | +38.6% | COM | 37045V100 |
| NXST | NEXSTAR MEDIA GROUP INC | 366,945 | $37.54M | 3.1% | $61.09 | +36.2% | CL A | 65336K103 |
| ATEX | ANTERIX INC | 941,176 | $34.07M | 2.8% | $42.15 | 0.0% | COM | 03676C100 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $29.44M | 2.4% | $57.10 | +160.7% | COM | 92345Y106 |
| EFC | ELLINGTON FINANCIAL INC | 1,507,162 | $27.23M | 2.2% | $17.90 | — | COM | 28852N109 |
| — | TORTOISE ENERGY INFRA CORP | 1,211,683 | $24.78M | 2.0% | $24.64 | — | COM | 89147L100 |
| CCS | CENTURY CMNTYS INC | 801,000 | $24.53M | 2.0% | $18.13 | +44.0% | COM | 156504300 |
| WTTR | SELECT ENERGY SVCS INC | 2,826,252 | $24.48M | 2.0% | $9.77 | — | CL A COM | 81617J301 |
| — | GREAT AJAX CORP | 1,571,190 | $24.35M | 2.0% | $12.13 | — | COM | 38983D300 |
| — | SINCLAIR BROADCAST GROUP INC | 560,624 | $23.96M | 2.0% | $33.12 | — | CL A | 829226109 |
| RC | READY CAP CORP | 1,480,212 | $23.57M | 1.9% | $13.83 | — | COM | 75574U101 |
| — | VIACOM INC NEW | 975,000 | $23.43M | 1.9% | $39.99 | — | CL B | 92553P201 |
| — | NEW YORK MTG TR INC | 22,852,000 | $23.29M | 1.9% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | COLONY CAP INC NEW | 3,731,375 | $22.46M | 1.8% | $6.24 | — | CL A COM | 19626G108 |
| — | COLONY CAP INC | 21,500,000 | $21.1M | 1.7% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $20.93M | 1.7% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | TWO HBRS INVT CORP | 1,589,600 | $20.87M | 1.7% | $15.90 | — | COM NEW | 90187B408 |
| ET | ENERGY TRANSFER LP | 1,542,400 | $20.17M | 1.7% | $13.21 | — | COM UT LTD PTN | 29273V100 |
| IVZ | INVESCO LTD | 1,130,000 | $19.14M | 1.6% | $14.19 | -7.5% | SHS | G491BT108 |
| TPR | TAPESTRY INC | 720,000 | $18.76M | 1.5% | $28.40 | -21.2% | COM | 876030107 |
| GTN | GRAY TELEVISION INC | 1,050,595 | $17.15M | 1.4% | $17.46 | -5.9% | COM | 389375106 |
| CB | CHUBB LIMITED | 105,734 | $17.07M | 1.4% | $99.11 | +40.6% | COM | H1467J104 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $16.98M | 1.4% | $48.51 | +35.6% | COM | 744320102 |
| — | SELECT INTERIOR CONCEPTS INC | 1,215,247 | $15.76M | 1.3% | $10.65 | — | CL A | 816120307 |
| — | MFA FINL INC | 15,000,000 | $15.47M | 1.3% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | KAYNE ANDERSN MLP MIDS INVT | 984,194 | $14.23M | 1.2% | $16.94 | — | COM | 486606106 |
| SSP | SCRIPPS E W CO OHIO | 1,063,478 | $14.12M | 1.2% | $10.56 | -2.0% | CL A NEW | 811054402 |
| CUBI | CUSTOMERS BANCORP INC | 666,229 | $13.82M | 1.1% | $20.01 | -0.8% | COM | 23204G100 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 261,604 | $13.79M | 1.1% | $58.88 | -11.4% | COM | 84790A105 |
| ABBV | ABBVIE INC | 170,000 | $12.87M | 1.1% | $54.18 | -3.0% | COM | 00287Y109 |
| WRB | BERKLEY W R CORP | 175,500 | $12.68M | 1.0% | $14.25 | +90.4% | COM | 084423102 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.31M | 1.0% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| CASH | META FINL GROUP INC | 373,705 | $12.19M | 1.0% | $22.51 | +30.1% | COM | 59100U108 |
| PVH | PVH CORP | 135,000 | $11.91M | 1.0% | $87.70 | -5.6% | COM | 693656100 |
| CVS | CVS HEALTH CORP | 180,000 | $11.35M | 0.9% | $54.99 | -12.0% | COM | 126650100 |
| AGNC | AGNC INVT CORP | 704,800 | $11.34M | 0.9% | $18.13 | — | COM | 00123Q104 |
| CFG | CITIZENS FINL GROUP INC | 315,000 | $11.14M | 0.9% | $25.70 | +2.3% | COM | 174610105 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $10.51M | 0.9% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| URI | UNITED RENTALS INC | 80,000 | $9.972M | 0.8% | $116.64 | +0.7% | COM | 911363109 |
| — | COLONY CAP INC | 10,000,000 | $9.937M | 0.8% | $0.95 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 106,917 | $9.506M | 0.8% | $68.85 | +20.0% | COM | 030506109 |
| CLPR | CLIPPER RLTY INC | 930,111 | $9.478M | 0.8% | $12.34 | — | COM | 18885T306 |
| CMCSA | COMCAST CORP NEW | 207,000 | $9.332M | 0.8% | $22.77 | +64.7% | CL A | 20030N101 |
| — | CARLYLE GROUP L P | 344,150 | $8.796M | 0.7% | $21.24 | — | COM UTS LTD PTN | 14309L102 |
| — | CBS CORP NEW | 205,000 | $8.276M | 0.7% | $44.09 | — | CL B | 124857202 |
| — | ARLINGTON ASSET INVT CORP | 1,403,848 | $7.708M | 0.6% | $16.51 | — | CL A NEW | 041356205 |
| GILD | GILEAD SCIENCES INC | 120,000 | $7.605M | 0.6% | $55.32 | -7.8% | COM | 375558103 |
| ARI | APOLLO COML REAL EST FIN INC | 375,225 | $7.193M | 0.6% | $16.37 | — | COM | 03762U105 |
| BEN | FRANKLIN RES INC | 230,000 | $6.638M | 0.5% | $26.49 | -15.7% | COM | 354613101 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $6.589M | 0.5% | $47.48 | — | SPON ADR B | 780259107 |
| WFC | WELLS FARGO CO NEW | 122,000 | $6.154M | 0.5% | $27.36 | +45.4% | COM | 949746101 |
| — | CELGENE CORP | 60,000 | $5.958M | 0.5% | $75.89 | — | COM | 151020104 |
| MET | METLIFE INC | 125,010 | $5.895M | 0.5% | $27.00 | +42.5% | COM | 59156R108 |
| — | MEDLEY CAP CORP | 2,274,013 | $5.889M | 0.5% | $8.32 | — | COM | 58503F106 |
| OMER | OMEROS CORP | 340,284 | $5.557M | 0.5% | $11.61 | +47.7% | COM | 682143102 |
| — | ATHENE HLDG LTD | 120,000 | $5.048M | 0.4% | $42.07 | — | CL A | G0684D107 |
| LEGH | LEGACY HOUSING CORP | 294,272 | $4.768M | 0.4% | $11.68 | +17.3% | COM | 52472M101 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $4.68M | 0.4% | $4.89 | — | COM | 037347101 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $4.393M | 0.4% | $14.00 | — | COM | 649445103 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $4.38M | 0.4% | $25.55 | +122.0% | COM NEW | 247361702 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $4.354M | 0.4% | $24.15 | — | COM | 33938J106 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $4.274M | 0.3% | $20.25 | -21.8% | COM CL C | G9001E128 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $4.248M | 0.3% | $9.53 | — | CL A | 293639100 |
| — | MYLAN N V | 200,000 | $3.956M | 0.3% | $38.16 | — | SHS EURO | N59465109 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $3.836M | 0.3% | $17.74 | — | COM | 38741L107 |
| — | HOWARD BANCORP INC | 207,800 | $3.468M | 0.3% | $19.80 | — | COM | 442496105 |
| — | NORDSTROM INC | 100,000 | $3.366M | 0.3% | $33.66 | — | COM | 655664100 |
| BP | BP PLC | 82,500 | $3.134M | 0.3% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $3.119M | 0.3% | $15.40 | — | COM | 46131B100 |
| BLDR | BUILDERS FIRSTSOURCE INC | 150,000 | $3.086M | 0.3% | $12.56 | +48.4% | COM | 12008R107 |
| KHC | KRAFT HEINZ CO | 110,000 | $3.073M | 0.3% | $36.63 | -42.2% | COM | 500754106 |
| — | TIVO CORP | 385,000 | $2.932M | 0.2% | $8.35 | — | COM | 88870P106 |
| BCS | BARCLAYS PLC | 374,000 | $2.745M | 0.2% | $15.62 | — | ADR | 06738E204 |
| — | KELLOGG CO | 38,850 | $2.5M | 0.2% | $38.95 | +16.5% | COM | 487836108 |
| — | HC2 HLDGS INC | 1,007,421 | $2.367M | 0.2% | $5.29 | — | COM | 404139107 |
| — | HANESBRANDS INC | 150,000 | $2.298M | 0.2% | $12.53 | — | COM | 410345102 |
| — | TORTOISE MIDSTRM ENERGY FD I | 182,561 | $2.244M | 0.2% | $17.19 | — | COM | 89148B101 |
| USAC | USA COMPRESSION PARTNERS LP | 129,871 | $2.243M | 0.2% | $17.64 | — | COMUNIT LTDPAR | 90290N109 |
| M | MACYS INC | 135,000 | $2.098M | 0.2% | $21.99 | -15.8% | COM | 55616P104 |
| — | DISH NETWORK CORP | 60,000 | $2.044M | 0.2% | $37.90 | — | CL A | 25470M109 |
| — | MEDLEY MGMT INC | 579,100 | $2.027M | 0.2% | $16.35 | — | CL A COM | 58503T106 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 133,333 | $1.899M | 0.2% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | ALLERGAN PLC | 10,000 | $1.682M | 0.1% | $210.00 | — | SHS | G0177J108 |
| LCNB | LCNB CORP | 93,582 | $1.66M | 0.1% | $10.77 | +17.7% | COM | 50181P100 |
| BIIB | BIOGEN INC | 7,000 | $1.63M | 0.1% | $330.23 | -29.5% | COM | 09062X103 |
| TGNA | TEGNA INC | 100,000 | $1.554M | 0.1% | $15.11 | 0.0% | COM | 87901J105 |
| TAP | MOLSON COORS BREWING CO | 25,000 | $1.437M | 0.1% | $54.34 | -15.7% | CL B | 60871R209 |
| LEN | LENNAR CORP | 25,000 | $1.396M | 0.1% | $37.43 | +19.9% | CL A | 526057104 |
| DB | DEUTSCHE BANK AG | 164,999 | $1.237M | 0.1% | $22.06 | -69.0% | NAMEN AKT | D18190898 |
| EPD | ENTERPRISE PRODS PARTNERS L | 40,000 | $1.144M | 0.1% | $25.47 | — | COM | 293792107 |
| CPRI | CAPRI HOLDINGS LIMITED | 30,000 | $994K | 0.1% | $40.68 | -21.2% | SHS | G1890L107 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $961K | 0.1% | $10.58 | +33.4% | COM | 45774W108 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 14,000 | $928K | 0.1% | $57.84 | — | COM UNIT RP LP | 559080106 |
| — | POTBELLY CORP | 200,000 | $872K | 0.1% | $13.38 | — | COM | 73754Y100 |
| TRGP | TARGA RES CORP | 20,000 | $804K | 0.1% | $36.69 | -12.6% | COM | 87612G101 |
| — | PHILLIPS 66 PARTNERS LP | 14,000 | $792K | 0.1% | $43.18 | — | COM UNIT REP INT | 718549207 |
| OKE | ONEOK INC NEW | 10,000 | $736K | 0.1% | $43.86 | +6.2% | COM | 682680103 |
| — | ENDO INTL PLC | 227,190 | $729K | 0.1% | $22.55 | — | SHS | G30401106 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 40,000 | $728K | 0.1% | $11.92 | +85.5% | COM | 462260100 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $726K | 0.1% | $24.77 | — | COM | 85571B105 |
| UPBD | RENT A CTR INC NEW | 27,220 | $702K | 0.1% | $14.52 | +80.8% | COM | 76009N100 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 90,000 | $619K | 0.1% | $36.26 | — | SPONSORED ADS | 881624209 |
| MPLX | MPLX LP | 22,000 | $616K | 0.1% | $30.98 | — | COM UNIT REP LTD | 55336V100 |
| — | ANNALY CAP MGMT INC | 68,260 | $601K | 0.0% | $11.38 | — | COM | 035710409 |
| WES | WESTERN MIDSTREAM PARTNERS L | 24,000 | $598K | 0.0% | $31.31 | — | COM UNIT LP INT | 958669103 |
| ENB | ENBRIDGE INC | 16,750 | $588K | 0.0% | $20.25 | +11.9% | COM | 29250N105 |
| — | ENVIVA PARTNERS LP | 17,000 | $544K | 0.0% | $28.90 | — | COM UNIT | 29414J107 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $496K | 0.0% | $5.11 | +73.7% | COM | 14057J101 |
| — | EQM MIDSTREAM PARTNERS LP | 15,000 | $490K | 0.0% | $44.18 | — | UNIT LTD PARTN | 26885B100 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $459K | 0.0% | $59.99 | -37.9% | COM | 10922N103 |
| — | NOBLE MIDSTREAM PARTNERS LP | 18,000 | $434K | 0.0% | $29.63 | — | COM UNIT REPST | 65506L105 |
| — | HESS MIDSTREAM PARTNERS LP | 22,000 | $424K | 0.0% | $18.21 | — | UNIT LTD PR INT | 428104103 |
| PJT | PJT PARTNERS INC | 9,800 | $399K | 0.0% | $20.55 | +79.1% | COM CL A | 69343T107 |
| COP | CONOCOPHILLIPS | 7,000 | $399K | 0.0% | $39.96 | +13.4% | COM | 20825C104 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $383K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| — | MFA FINL INC | 50,000 | $368K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | SHELL MIDSTREAM PARTNERS L P | 18,000 | $368K | 0.0% | $17.73 | — | UNIT LTD INT | 822634101 |
| — | REVOLUTION LIGHTING TECHNOLO | 1,633,350 | $360K | 0.0% | $5.63 | — | COM NEW | 76155G206 |
| — | BP MIDSTREAM PARTNERS LP | 24,000 | $350K | 0.0% | $14.47 | — | UNIT LTD PTNR | 0556EL109 |
| — | AMAG PHARMACEUTICALS INC | 30,000 | $346K | 0.0% | $10.00 | — | COM | 00163U106 |
| GEL | GENESIS ENERGY L P | 16,000 | $344K | 0.0% | $19.62 | — | UNIT LTD PARTN | 371927104 |
| — | CNX MIDSTREAM PARTNERS LP | 24,000 | $338K | 0.0% | $15.71 | — | COM UNIT REPST | 12654A101 |
| JEF | JEFFERIES FINL GROUP INC | 16,474 | $303K | 0.0% | $16.63 | -12.3% | COM | 47233W109 |
| INVH | INVITATION HOMES INC | 9,684 | $286K | 0.0% | $18.57 | +26.4% | COM | 46187W107 |
| PAA | PLAINS ALL AMERN PIPELINE L | 13,000 | $270K | 0.0% | $23.56 | — | UNIT LTD PARTN | 726503105 |
| — | DCP MIDSTREAM LP | 10,000 | $262K | 0.0% | $32.24 | — | COM UT LTD PTN | 23311P100 |
| — | MALLINCKRODT PUB LTD CO | 88,450 | $213K | 0.0% | $59.34 | — | SHS | G5785G107 |
| SIG | SIGNET JEWELERS LIMITED | 10,000 | $168K | 0.0% | $41.98 | -66.1% | SHS | G81276100 |
| AM | ANTERO MIDSTREAM CORP | 22,000 | $162K | 0.0% | $6.27 | -30.8% | COM | 03676B102 |
| — | ENABLE MIDSTREAM PARTNERS LP | 10,000 | $120K | 0.0% | $13.80 | — | COM UNIT RP IN | 292480100 |
| FLL | FULL HOUSE RESORTS INC | 54,400 | $117K | 0.0% | $2.86 | -33.3% | COM | 359678109 |
| — | AXOVANT GENE THERAPIES LTD | 10,774 | $70,000 | 0.0% | $6.22 | — | COM | G0750W203 |
| — | ORGANOVO HLDGS INC | 251,500 | $66,000 | 0.0% | $5.77 | — | COM | 68620A104 |
| — | NII HLDGS INC | 27,642 | $55,000 | 0.0% | $6.52 | — | COM PAR | 62913F508 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $21,000 | 0.0% | $30.95 | -95.6% | COM | 45665G303 |