Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 12, 2021
Total Value: $774M (76.3% shares, 23.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NXST | NEXSTAR MEDIA GROUP INC | 484,965 | $52.95M | 6.8% | $67.58 | +22.5% | CL A | 65336K103 |
| — | TWO HBRS INVT CORP | 52,222,000 | $52.46M | 6.8% | $0.89 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | FRANCHISE GROUP INC | 1,372,229 | $41.78M | 5.4% | $23.67 | — | COM | 35180X105 |
| — | XPERI HOLDING CORP | 1,775,342 | $37.1M | 4.8% | $14.76 | — | COM | 98390M103 |
| EFC | ELLINGTON FINANCIAL INC | 1,907,162 | $28.3M | 3.7% | $15.34 | — | COM | 28852N109 |
| GTN | GRAY TELEVISION INC | 1,330,595 | $23.8M | 3.1% | $17.62 | -10.1% | COM | 389375106 |
| — | PENNYMAC CORP | 24,000,000 | $23.8M | 3.1% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| EOSE | EOS ENERGY ENTERPRISES INC | 1,230,836 | $23.09M | 3.0% | $14.41 | 0.0% | COM CL A | 29415C101 |
| — | NEW YORK MTG TR INC | 22,852,000 | $22.37M | 2.9% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| CVS | CVS HEALTH CORP | 320,000 | $21.86M | 2.8% | $55.13 | +0.2% | COM | 126650100 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $21.77M | 2.8% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | COLONY CAP INC | 21,500,000 | $21.26M | 2.7% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| C | CITIGROUP INC | 315,000 | $19.42M | 2.5% | $39.80 | +6.5% | COM NEW | 172967424 |
| AFIB | ACUTUS MED INC | 599,990 | $17.29M | 2.2% | $30.36 | -10.8% | COM | 005111109 |
| CB | CHUBB LIMITED | 105,734 | $16.27M | 2.1% | $99.11 | +31.2% | COM | H1467J104 |
| — | MFA FINL INC | 15,000,000 | $14.73M | 1.9% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | VIACOMCBS INC | 365,779 | $13.63M | 1.8% | $39.21 | — | CL B | 92556H206 |
| ET | ENERGY TRANSFER LP | 2,078,400 | $12.84M | 1.7% | $11.01 | — | COM UT LTD PTN | 29273V100 |
| TPR | TAPESTRY INC | 400,000 | $12.43M | 1.6% | $28.40 | -21.2% | COM | 876030107 |
| CUBI | CUSTOMERS BANCORP INC | 666,229 | $12.11M | 1.6% | $20.01 | -20.8% | COM | 23204G100 |
| WRB | BERKLEY W R CORP | 175,500 | $11.66M | 1.5% | $14.25 | +79.3% | COM | 084423102 |
| WTTR | SELECT ENERGY SVCS INC | 2,826,252 | $11.59M | 1.5% | $9.77 | — | CL A COM | 81617J301 |
| — | SELECT INTERIOR CONCEPTS INC | 1,615,247 | $11.55M | 1.5% | $10.24 | — | CL A | 816120307 |
| CMCSA | COMCAST CORP NEW | 207,000 | $10.85M | 1.4% | $22.77 | +83.0% | CL A | 20030N101 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 106,917 | $10.03M | 1.3% | $68.85 | +32.1% | COM | 030506109 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $9.955M | 1.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ARBOR REALTY TRUST INC | 10,000,000 | $9.954M | 1.3% | $1.00 | — | NOTE 4.750%11/0 | 038923AP3 |
| EPD | ENTERPRISE PRODS PARTNERS L | 482,000 | $9.442M | 1.2% | $15.23 | — | COM | 293792107 |
| IVZ | INVESCO LTD | 490,000 | $8.54M | 1.1% | $13.59 | -8.4% | SHS | G491BT108 |
| — | DANIMER SCIENTIFIC INC | 350,000 | $8.228M | 1.1% | $23.51 | — | COM CL A | 236272100 |
| GM | GENERAL MTRS CO | 190,000 | $7.912M | 1.0% | $25.98 | +44.4% | COM | 37045V100 |
| — | REDWOOD TR INC | 8,000,000 | $7.539M | 1.0% | $0.65 | — | NOTE 4.750% 8/1 | 758075AC9 |
| PAA | PLAINS ALL AMERN PIPELINE L | 843,000 | $6.946M | 0.9% | $5.56 | — | UNIT LTD PARTN | 726503105 |
| RC | READY CAPITAL CORP | 540,353 | $6.727M | 0.9% | $13.52 | — | COM | 75574U101 |
| CLPR | CLIPPER RLTY INC | 930,111 | $6.557M | 0.8% | $12.34 | — | COM | 18885T306 |
| — | TWO HBRS INVT CORP | 939,600 | $5.985M | 0.8% | $15.90 | — | COM NEW | 90187B408 |
| WFC | WELLS FARGO CO NEW | 197,000 | $5.945M | 0.8% | $32.48 | -29.1% | COM | 949746101 |
| TLS | TELOS CORP MD | 175,000 | $5.771M | 0.7% | $23.85 | 0.0% | COM | 87969B101 |
| BEN | FRANKLIN RESOURCES INC | 230,000 | $5.747M | 0.7% | $26.49 | -34.5% | COM | 354613101 |
| — | KAYNE ANDERSON ENERGY INFRST | 984,194 | $5.66M | 0.7% | $16.94 | — | COM | 486606106 |
| — | TORTOISE ENERGY INFRA CORP | 262,920 | $5.285M | 0.7% | $16.03 | — | COM | 89147L886 |
| — | ARLINGTON ASSET INVST CORP | 1,118,848 | $4.229M | 0.5% | $16.51 | — | CL A NEW | 041356205 |
| CURI | CURIOSITYSTREAM INC | 299,501 | $4.178M | 0.5% | $8.89 | 0.0% | COM CL A | 23130Q107 |
| — | ANWORTH MTG ASSET CORP | 1,417,950 | $3.843M | 0.5% | $4.89 | — | COM | 037347101 |
| KHC | KRAFT HEINZ CO | 110,000 | $3.813M | 0.5% | $36.63 | -30.2% | COM | 500754106 |
| VTRS | VIATRIS INC | 200,000 | $3.748M | 0.5% | $13.33 | 0.0% | COM | 92556V106 |
| BMY | BRISTOL-MYERS SQUIBB CO | 60,000 | $3.722M | 0.5% | $45.19 | +10.7% | COM | 110122108 |
| — | ROYAL DUTCH SHELL PLC | 110,000 | $3.697M | 0.5% | $47.48 | — | SPON ADR B | 780259107 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $3.693M | 0.5% | $14.00 | — | COM | 649445103 |
| — | FLEXION THERAPEUTICS INC | 317,700 | $3.666M | 0.5% | $24.15 | — | COM | 33938J106 |
| — | CRESTWOOD EQUITY PARTNERS LP | 186,503 | $3.54M | 0.5% | $4.23 | — | UNIT LTD PARTNER | 226344208 |
| — | MEDLEY CAP CORP | 113,699 | $3.219M | 0.4% | $17.83 | — | COM | 58503F502 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,271,669 | $3.142M | 0.4% | $9.53 | — | CL A | 293639100 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 133,333 | $3.053M | 0.4% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| BCS | BARCLAYS PLC | 374,000 | $2.988M | 0.4% | $15.62 | — | ADR | 06738E204 |
| GILD | GILEAD SCIENCES INC | 50,000 | $2.912M | 0.4% | $55.32 | -10.8% | COM | 375558103 |
| ATEX | ANTERIX INC | 76,566 | $2.879M | 0.4% | $42.15 | -21.8% | COM | 03676C100 |
| LEGH | LEGACY HOUSING CORP | 188,567 | $2.85M | 0.4% | $11.68 | +25.6% | COM | 52472M101 |
| TGNA | TEGNA INC | 200,000 | $2.791M | 0.4% | $15.34 | -12.9% | COM | 87901J105 |
| LILAK | LIBERTY LATIN AMERICA LTD | 250,000 | $2.772M | 0.4% | $20.25 | -46.4% | COM CL C | G9001E128 |
| ARI | APOLLO COML REAL EST FIN INC | 225,225 | $2.516M | 0.3% | $16.37 | — | COM | 03762U105 |
| — | HOWARD BANCORP INC | 207,800 | $2.454M | 0.3% | $19.80 | — | COM | 442496105 |
| — | KELLOGG CO | 38,850 | $2.418M | 0.3% | $38.95 | +28.4% | COM | 487836108 |
| OMER | OMEROS CORP | 160,284 | $2.29M | 0.3% | $11.61 | +5.2% | COM | 682143102 |
| USAC | USA COMPRESSION PARTNERS LP | 161,871 | $2.202M | 0.3% | $15.34 | — | COMUNIT LTDPAR | 90290N109 |
| — | HANESBRANDS INC | 150,000 | $2.187M | 0.3% | $12.53 | — | COM | 410345102 |
| GPMT | GRANITE PT MTG TR INC | 204,688 | $2.044M | 0.3% | $17.74 | — | COM STK | 38741L107 |
| — | DISH NETWORK CORPORATION | 60,000 | $1.94M | 0.3% | $37.90 | — | CL A | 25470M109 |
| DB | DEUTSCHE BANK A G | 164,999 | $1.798M | 0.2% | $22.06 | -58.1% | NAMEN AKT | D18190898 |
| BIIB | BIOGEN INC | 7,000 | $1.714M | 0.2% | $330.23 | -21.5% | COM | 09062X103 |
| BP | BP PLC | 82,500 | $1.693M | 0.2% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | ENDO INTL PLC | 227,190 | $1.631M | 0.2% | $22.55 | — | SHS | G30401106 |
| M | MACYS INC | 135,000 | $1.519M | 0.2% | $21.99 | -61.1% | COM | 55616P104 |
| LCNB | LCNB CORP | 93,582 | $1.374M | 0.2% | $10.77 | +3.7% | COM | 50181P100 |
| — | COLONY CAP INC NEW | 255,748 | $1.23M | 0.2% | $6.24 | — | CL A COM | 19626G108 |
| CCS | CENTURY CMNTYS INC | 27,114 | $1.188M | 0.2% | $18.13 | +127.8% | COM | 156504300 |
| TAP | MOLSON COORS BEVERAGE CO | 25,000 | $1.13M | 0.1% | $54.34 | -34.0% | CL B | 60871R209 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 26,000 | $1.104M | 0.1% | $49.42 | — | COM UNIT RP LP | 559080106 |
| — | HC2 HLDGS INC | 307,421 | $1.002M | 0.1% | $5.29 | — | COM | 404139107 |
| OKE | ONEOK INC NEW | 26,000 | $998K | 0.1% | $33.31 | -25.2% | COM | 682680103 |
| SSP | SCRIPPS E W CO OHIO | 63,673 | $973K | 0.1% | $10.23 | -9.6% | CL A NEW | 811054402 |
| — | POTBELLY CORP | 200,000 | $880K | 0.1% | $13.38 | — | COM | 73754Y100 |
| MPLX | MPLX LP | 40,000 | $866K | 0.1% | $22.83 | — | COM UNIT REP LTD | 55336V100 |
| SUN | SUNOCO LP/SUNOCO FIN CORP | 30,000 | $864K | 0.1% | $20.55 | — | COM UT REP LP | 86765K109 |
| — | ENVIVA PARTNERS LP | 17,000 | $772K | 0.1% | $28.90 | — | COM UNIT | 29414J107 |
| PJT | PJT PARTNERS INC | 9,800 | $738K | 0.1% | $20.55 | +215.2% | COM CL A | 69343T107 |
| HESM | HESS MIDSTREAM LP | 36,000 | $704K | 0.1% | $12.09 | -1.3% | CL A SHS | 428103105 |
| — | PHILLIPS 66 PARTNERS LP | 24,000 | $634K | 0.1% | $39.85 | — | COM UNIT REP INT | 718549207 |
| STWD | STARWOOD PPTY TR INC | 30,000 | $580K | 0.1% | $24.77 | — | COM | 85571B105 |
| — | ANNALY CAPITAL MANAGEMENT IN | 68,260 | $577K | 0.1% | $11.38 | — | COM | 035710409 |
| ENB | ENBRIDGE INC | 16,750 | $536K | 0.1% | $20.25 | +7.2% | COM | 29250N105 |
| WES | WESTERN MIDSTREAM PARTNERS L | 38,000 | $526K | 0.1% | $21.51 | — | COM UNIT LP INT | 958669103 |
| MDLM | MEDLEY MGMT INC | 57,910 | $463K | 0.1% | $6.98 | 0.0% | CL A COM | 58503T205 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $450K | 0.1% | $5.11 | +62.1% | COM | 14057J101 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $411K | 0.1% | $59.99 | -44.0% | COM | 10922N103 |
| — | BP MIDSTREAM PARTNERS LP | 38,000 | $402K | 0.1% | $12.62 | — | UNIT LTD PTNR | 0556EL109 |
| — | EQUITRANS MIDSTREAM CORP | 48,800 | $392K | 0.1% | $8.32 | — | COM | 294600101 |
| — | TORTOISE MIDSTRM ENERGY FD I | 18,256 | $376K | 0.0% | $17.31 | — | COM | 89148B200 |
| — | DCP MIDSTREAM LP | 20,000 | $370K | 0.0% | $20.21 | — | COM UT LTD PTN | 23311P100 |
| AM | ANTERO MIDSTREAM CORP | 40,000 | $308K | 0.0% | $4.76 | -6.2% | COM | 03676B102 |
| COP | CONOCOPHILLIPS | 7,000 | $280K | 0.0% | $39.96 | -23.1% | COM | 20825C104 |
| CAPL | CROSSAMERICA PARTNERS LP | 16,000 | $274K | 0.0% | $15.14 | — | UT LTD PTN INT | 22758A105 |
| — | SHELL MIDSTREAM PARTNERS L P | 26,000 | $262K | 0.0% | $15.42 | — | UNIT LTD INT | 822634101 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $228K | 0.0% | $35.08 | — | SPONS ADR A | 780259206 |
| FLL | FULL HSE RESORTS INC | 54,400 | $214K | 0.0% | $2.86 | +9.9% | COM | 359678109 |
| — | NOBLE MIDSTREAM PARTNERS LP | 20,000 | $208K | 0.0% | $18.68 | — | COM UNIT REPST | 65506L105 |
| — | MFA FINL INC | 50,000 | $194K | 0.0% | $8.46 | — | COM | 55272X102 |
| — | ORGANOVO HLDGS INC | 12,575 | $154K | 0.0% | $7.87 | — | COM NEW | 68620A203 |
| GEL | GENESIS ENERGY L P | 20,000 | $124K | 0.0% | $16.47 | — | UNIT LTD PARTN | 371927104 |
| — | ENABLE MIDSTREAM PARTNERS LP | 20,000 | $106K | 0.0% | $8.20 | — | COM UNIT RP IN | 292480100 |