Location: Cincinnati, OH
CIK: 0001042046 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 11, 2021
Total Value: $601M (69.9% shares, 30.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWO HBRS INVT CORP | 52,222,000 | $53.37M | 8.9% | $0.89 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| NXST | NEXSTAR MEDIA GROUP INC | 323,511 | $45.43M | 7.6% | $67.58 | +65.2% | CL A | 65336K103 |
| EFC | ELLINGTON FINANCIAL INC | 1,907,162 | $30.53M | 5.1% | $15.34 | — | COM | 28852N109 |
| — | FRANCHISE GROUP INC | 686,115 | $24.78M | 4.1% | $23.67 | — | COM | 35180X105 |
| EOSE | EOS ENERGY ENTERPRISES INC | 1,230,834 | $24.27M | 4.0% | $14.41 | +55.4% | COM CL A | 29415C101 |
| — | PENNYMAC CORP | 24,000,000 | $24.18M | 4.0% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | NEW YORK MTG TR INC | 22,852,000 | $23.38M | 3.9% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| C | CITIGROUP INC | 315,000 | $22.92M | 3.8% | $39.80 | +41.1% | COM NEW | 172967424 |
| — | TPG SPECIALTY LENDING INC | 20,000,000 | $22.46M | 3.7% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | COLONY CAP INC | 21,500,000 | $21.86M | 3.6% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | XPERI HOLDING CORP | 887,671 | $19.32M | 3.2% | $14.76 | — | COM | 98390M103 |
| CB | CHUBB LIMITED | 105,734 | $16.7M | 2.8% | $99.11 | +51.6% | COM | H1467J104 |
| — | MFA FINL INC | 15,000,000 | $14.92M | 2.5% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| WRB | BERKLEY W R CORP | 175,500 | $13.22M | 2.2% | $14.25 | +92.2% | COM | 084423102 |
| GTN | GRAY TELEVISION INC | 715,297 | $13.16M | 2.2% | $17.62 | +5.0% | COM | 389375106 |
| CVS | CVS HEALTH CORP | 160,000 | $12.04M | 2.0% | $55.13 | +13.0% | COM | 126650100 |
| CMCSA | COMCAST CORP NEW | 207,000 | $11.2M | 1.9% | $22.77 | +102.7% | CL A | 20030N101 |
| GM | GENERAL MTRS CO | 190,000 | $10.92M | 1.8% | $25.98 | +97.2% | COM | 37045V100 |
| CUBI | CUSTOMERS BANCORP INC | 333,114 | $10.6M | 1.8% | $20.01 | +31.5% | COM | 23204G100 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 106,917 | $10.54M | 1.8% | $68.85 | +39.8% | COM | 030506109 |
| — | ARBOR REALTY TRUST INC | 10,000,000 | $10.32M | 1.7% | $1.00 | — | NOTE 4.750%11/0 | 038923AP3 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $10.27M | 1.7% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | SELECT INTERIOR CONCEPTS INC | 1,336,804 | $9.625M | 1.6% | $10.24 | — | CL A | 816120307 |
| AFIB | ACUTUS MED INC | 599,990 | $8.022M | 1.3% | $30.36 | -25.8% | COM | 005111109 |
| IVZ | INVESCO LTD | 245,000 | $6.179M | 1.0% | $13.59 | +34.5% | SHS | G491BT108 |
| WTTR | SELECT ENERGY SVCS INC | 1,232,862 | $6.139M | 1.0% | $9.77 | — | CL A COM | 81617J301 |
| EPD | ENTERPRISE PRODS PARTNERS L | 271,000 | $5.968M | 1.0% | $15.23 | — | COM | 293792107 |
| RC | READY CAPITAL CORP | 386,123 | $5.181M | 0.9% | $13.52 | — | COM | 75574U101 |
| CLPR | CLIPPER RLTY INC | 648,462 | $5.136M | 0.9% | $12.34 | — | COM | 18885T306 |
| — | ARLINGTON ASSET INVST CORP | 1,118,848 | $4.52M | 0.8% | $16.51 | — | CL A NEW | 041356205 |
| — | NEW YORK CMNTY BANCORP INC | 350,000 | $4.417M | 0.7% | $14.00 | — | COM | 649445103 |
| KHC | KRAFT HEINZ CO | 110,000 | $4.4M | 0.7% | $36.63 | -21.8% | COM | 500754106 |
| — | CONSOLIDATED COMM HLDGS INC | 592,877 | $4.269M | 0.7% | $7.20 | — | COM | 209034107 |
| TLS | TELOS CORP MD | 112,500 | $4.266M | 0.7% | $23.85 | +47.8% | COM | 87969B101 |
| — | TWO HBRS INVT CORP | 567,365 | $4.159M | 0.7% | $15.90 | — | COM NEW | 90187B408 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 133,333 | $3.889M | 0.6% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| BCS | BARCLAYS PLC | 374,000 | $3.826M | 0.6% | $15.62 | — | ADR | 06738E204 |
| BMY | BRISTOL-MYERS SQUIBB CO | 60,000 | $3.788M | 0.6% | $45.19 | +12.9% | COM | 110122108 |
| PAA | PLAINS ALL AMERN PIPELINE L | 412,500 | $3.754M | 0.6% | $5.56 | — | UNIT LTD PARTN | 726503105 |
| — | KAYNE ANDERSON ENERGY INFRST | 492,098 | $3.528M | 0.6% | $16.94 | — | COM | 486606106 |
| BEN | FRANKLIN RESOURCES INC | 119,150 | $3.527M | 0.6% | $26.49 | -18.9% | COM | 354613101 |
| — | HOWARD BANCORP INC | 207,800 | $3.416M | 0.6% | $19.80 | — | COM | 442496105 |
| — | TORTOISE ENERGY INFRA CORP | 139,244 | $3.403M | 0.6% | $16.03 | — | COM | 89147L886 |
| ET | ENERGY TRANSFER LP | 416,896 | $3.201M | 0.5% | $11.01 | — | COM UT LTD PTN | 29273V100 |
| LEGH | LEGACY HOUSING CORP | 159,327 | $2.825M | 0.5% | $11.68 | +36.6% | COM | 52472M101 |
| — | CRESTWOOD EQUITY PARTNERS LP | 93,251 | $2.604M | 0.4% | $4.23 | — | UNIT LTD PARTNER | 226344208 |
| USAC | USA COMPRESSION PARTNERS LP | 160,721 | $2.461M | 0.4% | $15.34 | — | COMUNIT LTDPAR | 90290N109 |
| — | KELLOGG CO | 38,850 | $2.459M | 0.4% | $38.95 | +20.7% | COM | 487836108 |
| PFX | PHENIXFIN CORP COM | 64,327 | $2.118M | 0.4% | $28.87 | 0.0% | COM | 71742W103 |
| TGNA | TEGNA INC | 100,000 | $1.883M | 0.3% | $15.34 | +14.3% | COM | 87901J105 |
| — | ENDO INTL PLC | 227,190 | $1.683M | 0.3% | $22.55 | — | SHS | G30401106 |
| — | COLONY CAP INC NEW | 255,748 | $1.658M | 0.3% | $6.24 | — | CL A COM | 19626G108 |
| LCNB | LCNB CORP | 93,582 | $1.638M | 0.3% | $10.77 | +20.9% | COM | 50181P100 |
| LILAK | LIBERTY LATIN AMERICA LTD | 125,000 | $1.623M | 0.3% | $20.25 | -40.6% | COM CL C | G9001E128 |
| DB | DEUTSCHE BANK A G | 127,799 | $1.534M | 0.3% | $22.06 | -52.5% | NAMEN AKT | D18190898 |
| ARI | APOLLO COML REAL EST FIN INC | 105,154 | $1.469M | 0.2% | $16.37 | — | COM | 03762U105 |
| — | FLEXION THERAPEUTICS INC | 158,850 | $1.422M | 0.2% | $24.15 | — | COM | 33938J106 |
| OKE | ONEOK INC NEW | 28,000 | $1.418M | 0.2% | $33.39 | +3.4% | COM | 682680103 |
| VTRS | VIATRIS INC | 100,000 | $1.398M | 0.2% | $13.33 | -0.1% | COM | 92556V106 |
| TAP | MOLSON COORS BEVERAGE CO | 25,000 | $1.279M | 0.2% | $54.34 | -22.2% | CL B | 60871R209 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 29,000 | $1.257M | 0.2% | $48.79 | — | COM UNIT RP LP | 559080106 |
| — | ENTERCOM COMMUNICATIONS CORP | 235,834 | $1.238M | 0.2% | $9.53 | — | CL A | 293639100 |
| — | BM TECHNOLOGIES INC | 102,525 | $1.194M | 0.2% | $11.65 | — | CL A COM | 05591L107 |
| OMER | OMEROS CORP | 64,113 | $1.141M | 0.2% | $11.61 | +67.5% | COM | 682143102 |
| MPLX | MPLX LP | 42,500 | $1.089M | 0.2% | $22.99 | — | COM UNIT REP LTD | 55336V100 |
| — | DISH NETWORK CORPORATION | 30,000 | $1.086M | 0.2% | $37.90 | — | CL A | 25470M109 |
| BIIB | BIOGEN INC | 3,500 | $979K | 0.2% | $330.23 | -18.3% | COM | 09062X103 |
| GPMT | GRANITE PT MTG TR INC | 81,021 | $970K | 0.2% | $17.74 | — | COM STK | 38741L107 |
| SUN | SUNOCO LP/SUNOCO FIN CORP | 30,000 | $956K | 0.2% | $20.55 | — | COM UT REP LP | 86765K109 |
| HESM | HESS MIDSTREAM LP | 38,000 | $852K | 0.1% | $12.22 | +19.0% | CL A SHS | 428103105 |
| — | ENVIVA PARTNERS LP | 17,000 | $822K | 0.1% | $28.90 | — | COM UNIT | 29414J107 |
| — | PHILLIPS 66 PARTNERS LP | 24,000 | $760K | 0.1% | $39.85 | — | COM UNIT REP INT | 718549207 |
| CURI | CURIOSITYSTREAM INC | 54,501 | $738K | 0.1% | $8.89 | +70.1% | COM CL A | 23130Q107 |
| WES | WESTERN MIDSTREAM PARTNERS L | 38,000 | $706K | 0.1% | $21.51 | — | COM UNIT LP INT | 958669103 |
| — | POTBELLY CORP | 100,000 | $591K | 0.1% | $13.38 | — | COM | 73754Y100 |
| — | BP MIDSTREAM PARTNERS LP | 40,000 | $506K | 0.1% | $12.62 | — | UNIT LTD PTNR | 0556EL109 |
| BHF | BRIGHTHOUSE FINL INC | 11,362 | $503K | 0.1% | $59.99 | -31.5% | COM | 10922N103 |
| CFFN | CAPITOL FED FINL INC | 36,000 | $477K | 0.1% | $5.11 | +82.2% | COM | 14057J101 |
| FLL | FULL HSE RESORTS INC | 54,400 | $463K | 0.1% | $2.86 | +134.3% | COM | 359678109 |
| NRIX | NURIX THERAPEUTICS INC | 14,884 | $462K | 0.1% | $37.84 | 0.0% | COM | 67080M103 |
| — | DCP MIDSTREAM LP | 20,000 | $434K | 0.1% | $20.21 | — | COM UT LTD PTN | 23311P100 |
| MDLM | MEDLEY MGMT INC | 57,910 | $405K | 0.1% | $6.98 | +29.9% | CL A COM | 58503T205 |
| — | EQUITRANS MIDSTREAM CORP | 48,800 | $398K | 0.1% | $8.32 | — | COM | 294600101 |
| COP | CONOCOPHILLIPS | 7,000 | $371K | 0.1% | $39.96 | +3.6% | COM | 20825C104 |
| AM | ANTERO MIDSTREAM CORP | 40,000 | $362K | 0.1% | $4.76 | +24.1% | COM | 03676B102 |
| — | SHELL MIDSTREAM PARTNERS L P | 26,000 | $346K | 0.1% | $15.42 | — | UNIT LTD INT | 822634101 |
| CAPL | CROSSAMERICA PARTNERS LP | 18,000 | $334K | 0.1% | $15.52 | — | UT LTD PTN INT | 22758A105 |
| — | ROYAL DUTCH SHELL PLC | 8,000 | $295K | 0.0% | $47.48 | — | SPON ADR B | 780259107 |
| — | ROYAL DUTCH SHELL PLC | 6,500 | $255K | 0.0% | $35.08 | — | SPONS ADR A | 780259206 |
| — | VIVINT SMART HOME INC | 15,440 | $221K | 0.0% | $14.31 | — | COM CL A | 928542109 |
| OLMA | OLEMA PHARMACEUTICALS INC | 6,362 | $212K | 0.0% | $42.85 | 0.0% | COM | 68062P106 |
| GEL | GENESIS ENERGY L P | 20,000 | $186K | 0.0% | $16.47 | — | UNIT LTD PARTN | 371927104 |
| — | ENABLE MIDSTREAM PARTNERS LP | 20,000 | $130K | 0.0% | $8.20 | — | COM UNIT RP IN | 292480100 |