Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 12, 2020
Total Value: $842M (76.4% shares, 23.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWO HBRS INVT CORP | 66,722,000 | $59.23M | 7.0% | $0.89 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | PENNYMAC CORP | 50,341,000 | $48.65M | 5.8% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| ATEX | ANTERIX INC | 941,176 | $42.98M | 5.1% | $42.15 | +7.3% | COM | 03676C100 |
| — | VIVINT SMART HOME INC | 2,631,579 | $33M | 3.9% | $12.54 | — | COM CL A | 928542109 |
| C | CITIGROUP INC | 715,000 | $30.12M | 3.6% | $39.80 | +36.2% | COM NEW | 172967424 |
| NXST | NEXSTAR MEDIA GROUP INC | 484,965 | $28M | 3.3% | $67.58 | +29.8% | CL A | 65336K103 |
| VRSK | VERISK ANALYTICS INC | 186,191 | $25.95M | 3.1% | $57.10 | +164.2% | COM | 92345Y106 |
| GM | GENERAL MTRS CO | 1,090,000 | $22.65M | 2.7% | $25.98 | +12.3% | COM | 37045V100 |
| CVS | CVS HEALTH CORP | 320,000 | $18.99M | 2.3% | $55.13 | +0.3% | COM | 126650100 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $18.15M | 2.2% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | COLONY CAP INC | 21,500,000 | $18.06M | 2.1% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | SINCLAIR BROADCAST GROUP INC | 1,100,624 | $17.7M | 2.1% | $28.21 | — | CL A | 829226109 |
| — | VIACOMCBS INC | 1,215,779 | $17.03M | 2.0% | $39.21 | — | CL B | 92556H206 |
| — | XPERI CORP | 1,184,302 | $16.47M | 2.0% | $13.91 | — | COM | 98421B100 |
| AAPL | APPLE INC | 57,000 | $14.49M | 1.7% | $17.87 | +297.7% | COM | 037833100 |
| GTN | GRAY TELEVISION INC | 1,330,595 | $14.29M | 1.7% | $17.62 | +2.6% | COM | 389375106 |
| IVZ | INVESCO LTD | 1,490,000 | $13.53M | 1.6% | $13.59 | -13.9% | SHS | G491BT108 |
| CFG | CITIZENS FINANCIAL GROUP INC | 700,000 | $13.17M | 1.6% | $25.36 | -1.1% | COM | 174610105 |
| — | NEW YORK MTG TR INC | 22,852,000 | $13.01M | 1.5% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| ABBV | ABBVIE INC | 170,000 | $12.95M | 1.5% | $54.18 | +24.0% | COM | 00287Y109 |
| — | PROSPECT CAPITAL CORPORATION | 12,200,000 | $12.1M | 1.4% | $0.92 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| CB | CHUBB LIMITED | 105,734 | $11.81M | 1.4% | $99.11 | +31.6% | COM | H1467J104 |
| FITB | FIFTH THIRD BANCORP | 755,000 | $11.21M | 1.3% | $19.66 | 0.0% | COM | 316773100 |
| EFC | ELLINGTON FINANCIAL INC | 1,907,162 | $10.89M | 1.3% | $15.34 | — | COM | 28852N109 |
| SSP | SCRIPPS E W CO OHIO | 1,433,673 | $10.81M | 1.3% | $10.23 | -9.3% | CL A NEW | 811054402 |
| VTR | VENTAS INC | 395,000 | $10.59M | 1.3% | $39.41 | 0.0% | COM | 92276F100 |
| PRU | PRUDENTIAL FINL INC | 188,823 | $9.845M | 1.2% | $48.51 | +21.6% | COM | 744320102 |
| ET | ENERGY TRANSFER LP | 2,072,400 | $9.533M | 1.1% | $11.01 | — | COM UT LTD PTN | 29273V100 |
| TPR | TAPESTRY INC | 720,000 | $9.324M | 1.1% | $28.40 | -28.0% | COM | 876030107 |
| — | TIVO CORP | 1,298,991 | $9.196M | 1.1% | $7.46 | — | COM | 88870P106 |
| WRB | BERKLEY W R CORP | 175,500 | $9.156M | 1.1% | $14.25 | +84.1% | COM | 084423102 |
| WTTR | SELECT ENERGY SVCS INC | 2,826,252 | $9.129M | 1.1% | $9.77 | — | CL A COM | 81617J301 |
| WELL | WELLTOWER INC | 198,440 | $9.084M | 1.1% | $61.83 | 0.0% | COM | 95040Q104 |
| — | MFA FINL INC | 15,000,000 | $9.015M | 1.1% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| URI | UNITED RENTALS INC | 85,000 | $8.746M | 1.0% | $128.39 | 0.0% | COM | 911363109 |
| WFC | WELLS FARGO CO NEW | 272,000 | $7.807M | 0.9% | $32.48 | +12.8% | COM | 949746101 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $7.672M | 0.9% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| GILD | GILEAD SCIENCES INC | 100,000 | $7.476M | 0.9% | $55.32 | -0.7% | COM | 375558103 |
| — | COLONY CAP INC | 10,000,000 | $7.471M | 0.9% | $0.95 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| AGNC | AGNC INVT CORP | 704,800 | $7.457M | 0.9% | $18.13 | — | COM | 00123Q104 |
| CUBI | CUSTOMERS BANCORP INC | 666,229 | $7.282M | 0.9% | $20.01 | -3.2% | COM | 23204G100 |
| CMCSA | COMCAST CORP NEW | 207,000 | $7.117M | 0.8% | $22.77 | +58.3% | CL A | 20030N101 |
| EPD | ENTERPRISE PRODS PARTNERS L | 480,000 | $6.864M | 0.8% | $15.23 | — | COM | 293792107 |
| — | COLONY CAP INC NEW | 3,731,375 | $6.53M | 0.8% | $6.24 | — | CL A COM | 19626G108 |
| CCS | CENTURY CMNTYS INC | 439,977 | $6.384M | 0.8% | $18.13 | +47.8% | COM | 156504300 |
| — | TWO HBRS INVT CORP | 1,589,600 | $6.057M | 0.7% | $15.90 | — | COM NEW | 90187B408 |
| — | REDWOOD TR INC | 8,000,000 | $5.236M | 0.6% | $0.65 | — | NOTE 4.750% 8/1 | 758075AC9 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 106,917 | $4.872M | 0.6% | $68.85 | +34.3% | COM | 030506109 |
| CLPR | CLIPPER RLTY INC | 930,111 | $4.818M | 0.6% | $12.34 | — | COM | 18885T306 |
| OMER | OMEROS CORP | 340,284 | $4.55M | 0.5% | $11.61 | +14.6% | COM | 682143102 |
| — | ATHENE HLDG LTD | 180,000 | $4.468M | 0.5% | $43.72 | — | CL A | G0684D107 |
| PAA | PLAINS ALL AMERN PIPELINE L | 843,000 | $4.452M | 0.5% | $5.56 | — | UNIT LTD PARTN | 726503105 |
| RC | READY CAP CORP | 582,529 | $4.205M | 0.5% | $13.83 | — | COM | 75574U101 |
| BEN | FRANKLIN RESOURCES INC | 230,000 | $3.839M | 0.5% | $26.49 | -35.4% | COM | 354613101 |
| MET | METLIFE INC | 125,010 | $3.822M | 0.5% | $27.00 | +35.0% | COM | 59156R108 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $3.592M | 0.4% | $47.48 | — | SPON ADR B | 780259107 |
| — | KAYNE ANDERSN MLP MIDS INVT | 984,194 | $3.572M | 0.4% | $16.94 | — | COM | 486606106 |
| NTR | NUTRIEN LTD | 100,000 | $3.394M | 0.4% | $32.79 | 0.0% | COM | 67077M108 |
| BMY | BRISTOL-MYERS SQUIBB CO | 60,000 | $3.344M | 0.4% | $45.19 | +7.5% | COM | 110122108 |
| — | SELECT INTERIOR CONCEPTS INC | 1,615,247 | $3.343M | 0.4% | $10.24 | — | CL A | 816120307 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $3.286M | 0.4% | $14.00 | — | COM | 649445103 |
| — | CRESTWOOD EQUITY PARTNERS LP | 770,061 | $3.258M | 0.4% | $4.23 | — | UNIT LTD PARTNER | 226344208 |
| — | TORTOISE ENERGY INFRA CORP | 1,211,683 | $3.102M | 0.4% | $24.64 | — | COM | 89147L100 |
| — | ARLINGTON ASSET INVST CORP | 1,403,848 | $3.075M | 0.4% | $16.51 | — | CL A NEW | 041356205 |
| — | MYLAN NV | 200,000 | $2.981M | 0.4% | $38.16 | — | SHS EURO | N59465109 |
| ARI | APOLLO COML REAL EST FIN INC | 375,225 | $2.782M | 0.3% | $16.37 | — | COM | 03762U105 |
| KHC | KRAFT HEINZ CO | 110,000 | $2.721M | 0.3% | $36.63 | -43.5% | COM | 500754106 |
| — | FRANCHISE GROUP INC | 306,328 | $2.67M | 0.3% | $17.64 | — | COM | 35180X105 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $2.564M | 0.3% | $20.25 | -26.8% | COM CL C | G9001E128 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $2.5M | 0.3% | $24.15 | — | COM | 33938J106 |
| — | KELLOGG CO | 38,850 | $2.331M | 0.3% | $38.95 | +27.3% | COM | 487836108 |
| — | HOWARD BANCORP INC | 207,800 | $2.256M | 0.3% | $19.80 | — | COM | 442496105 |
| BIIB | BIOGEN INC | 7,000 | $2.214M | 0.3% | $330.23 | -8.1% | COM | 09062X103 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $2.174M | 0.3% | $9.53 | — | CL A | 293639100 |
| TGNA | TEGNA INC | 200,000 | $2.172M | 0.3% | $15.34 | +4.3% | COM | 87901J105 |
| DAL | DELTA AIR LINES INC DEL | 76,048 | $2.17M | 0.3% | $25.55 | +87.9% | COM NEW | 247361702 |
| BP | BP PLC | 82,500 | $2.012M | 0.2% | $41.74 | — | SPONSORED ADR | 055622104 |
| LEGH | LEGACY HOUSING CORP | 188,567 | $1.744M | 0.2% | $11.68 | +16.6% | COM | 52472M101 |
| UPBD | RENT A CTR INC NEW | 120,000 | $1.696M | 0.2% | $24.07 | 0.0% | COM | 76009N100 |
| BCS | BARCLAYS PLC | 374,000 | $1.695M | 0.2% | $15.62 | — | ADR | 06738E204 |
| — | ANWORTH MORTGAGE ASSET CP | 1,417,950 | $1.603M | 0.2% | $4.89 | — | COM | 037347101 |
| — | HC2 HLDGS INC | 1,007,421 | $1.561M | 0.2% | $5.29 | — | COM | 404139107 |
| — | MEDLEY CAP CORP | 2,274,013 | $1.322M | 0.2% | $8.32 | — | COM | 58503F106 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 133,333 | $1.244M | 0.1% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | DISH NETWORK CORPORATION | 60,000 | $1.2M | 0.1% | $37.90 | — | CL A | 25470M109 |
| — | HANESBRANDS INC | 150,000 | $1.181M | 0.1% | $12.53 | — | COM | 410345102 |
| LCNB | LCNB CORP | 93,582 | $1.179M | 0.1% | $10.77 | +12.8% | COM | 50181P100 |
| DB | DEUTSCHE BANK A G | 164,999 | $1.059M | 0.1% | $22.06 | -66.2% | NAMEN AKT | D18190898 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $1.038M | 0.1% | $17.74 | — | COM | 38741L107 |
| TAP | MOLSON COORS BEVERAGE CO | 25,000 | $975K | 0.1% | $54.34 | -19.5% | CL B | 60871R209 |
| USAC | USA COMPRESSION PARTNERS LP | 159,871 | $905K | 0.1% | $15.39 | — | COMUNIT LTDPAR | 90290N109 |
| — | ENDO INTL PLC | 227,190 | $841K | 0.1% | $22.55 | — | SHS | G30401106 |
| CRNC | CERENCE INC | 50,000 | $770K | 0.1% | $16.42 | +28.0% | COM | 156727109 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 20,000 | $730K | 0.1% | $51.44 | — | COM UNIT RP LP | 559080106 |
| — | INVESCO MORTGAGE CAPITAL INC | 203,700 | $695K | 0.1% | $15.40 | — | COM | 46131B100 |
| M | MACYS INC | 135,000 | $663K | 0.1% | $21.99 | -38.3% | COM | 55616P104 |
| IIIN | INSTEEL INDUSTRIES INC | 46,825 | $620K | 0.1% | $10.58 | +33.2% | COM | 45774W108 |
| — | POTBELLY CORP | 200,000 | $618K | 0.1% | $13.38 | — | COM | 73754Y100 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 20,000 | $598K | 0.1% | $11.92 | +122.4% | COM | 462260100 |
| — | PHILLIPS 66 PARTNERS LP | 16,000 | $582K | 0.1% | $42.33 | — | COM UNIT REP INT | 718549207 |
| ENB | ENBRIDGE INC | 16,750 | $488K | 0.1% | $20.25 | +23.5% | COM | 29250N105 |
| — | ENVIVA PARTNERS LP | 17,000 | $454K | 0.1% | $28.90 | — | COM UNIT | 29414J107 |
| PJT | PJT PARTNERS INC | 9,800 | $425K | 0.1% | $20.55 | +95.6% | COM CL A | 69343T107 |
| MPLX | MPLX LP | 36,000 | $418K | 0.0% | $23.44 | — | COM UNIT REP LTD | 55336V100 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $418K | 0.0% | $5.11 | +69.3% | COM | 14057J101 |
| SUN | SUNOCO LP | 26,000 | $406K | 0.0% | $20.20 | — | COM UT REP LP | 86765K109 |
| — | MEDLEY MGMT INC | 579,100 | $394K | 0.0% | $16.35 | — | CL A COM | 58503T106 |
| — | ANNALY CAPITAL MANAGEMENT IN | 68,260 | $346K | 0.0% | $11.38 | — | COM | 035710409 |
| — | BP MIDSTREAM PARTNERS LP | 37,000 | $344K | 0.0% | $12.65 | — | UNIT LTD PTNR | 0556EL109 |
| HESM | HESS MIDSTREAM LP | 33,000 | $336K | 0.0% | $12.24 | -5.8% | CL A SHS | 428103105 |
| CPRI | CAPRI HOLDINGS LIMITED | 30,000 | $324K | 0.0% | $40.68 | -35.5% | SHS | G1890L107 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $308K | 0.0% | $24.77 | — | COM | 85571B105 |
| — | CNX MIDSTREAM PARTNERS LP | 38,000 | $308K | 0.0% | $12.91 | — | COM UNIT REPST | 12654A101 |
| OKE | ONEOK INC NEW | 13,000 | $284K | 0.0% | $43.24 | -4.7% | COM | 682680103 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $274K | 0.0% | $59.99 | -41.0% | COM | 10922N103 |
| — | SHELL MIDSTREAM PARTNERS L P | 24,000 | $240K | 0.0% | $15.80 | — | UNIT LTD INT | 822634101 |
| — | EQM MIDSTREAM PARTNERS LP | 20,000 | $236K | 0.0% | $36.08 | — | UNIT LTD PARTN | 26885B100 |
| — | BRISTOL-MYERS SQUIBB CO | 60,000 | $228K | 0.0% | $3.00 | — | RIGHT 99/99/9999 | 110122157 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $227K | 0.0% | $47.39 | — | SPONS ADR A | 780259206 |
| JEF | JEFFERIES FINL GROUP INC | 16,474 | $226K | 0.0% | $16.63 | -4.7% | COM | 47233W109 |
| COP | CONOCOPHILLIPS | 7,000 | $216K | 0.0% | $39.96 | +2.5% | COM | 20825C104 |
| TRGP | TARGA RES CORP | 29,000 | $200K | 0.0% | $33.41 | -21.8% | COM | 87612G101 |
| — | MALLINCKRODT PUB LTD CO | 88,450 | $176K | 0.0% | $59.34 | — | SHS | G5785G107 |
| — | TORTOISE MIDSTRM ENERGY FD I | 182,561 | $156K | 0.0% | $17.19 | — | COM | 89148B101 |
| — | NOBLE MIDSTREAM PARTNERS LP | 34,000 | $118K | 0.0% | $18.68 | — | COM UNIT REPST | 65506L105 |
| WES | WESTERN MIDSTREAM PARTNERS L | 35,000 | $114K | 0.0% | $22.50 | — | COM UNIT LP INT | 958669103 |
| — | ORGANOVO HLDGS INC | 251,500 | $104K | 0.0% | $5.77 | — | COM | 68620A104 |
| — | DCP MIDSTREAM LP | 20,000 | $82,000 | 0.0% | $20.21 | — | COM UT LTD PTN | 23311P100 |
| GEL | GENESIS ENERGY L P | 20,000 | $78,000 | 0.0% | $16.47 | — | UNIT LTD PARTN | 371927104 |
| — | MFA FINL INC | 50,000 | $78,000 | 0.0% | $8.46 | — | COM | 55272X102 |
| AM | ANTERO MIDSTREAM CORP | 34,000 | $72,000 | 0.0% | $5.06 | -48.4% | COM | 03676B102 |
| FLL | FULL HOUSE RESORTS INC | 54,400 | $68,000 | 0.0% | $2.86 | -8.4% | COM | 359678109 |
| — | ENABLE MIDSTREAM PARTNERS LP | 20,000 | $52,000 | 0.0% | $8.20 | — | COM UNIT RP IN | 292480100 |
| — | AXOVANT GENE THERAPIES LTD | 10,774 | $26,000 | 0.0% | $6.22 | — | COM | G0750W203 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 20,000 | $17,000 | 0.0% | $30.95 | -96.3% | COM | 45665G303 |