The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
DEUTSCHE BANK AG NAMEN AKT D18190898 539 66,168 SH   DFND 1 66,168 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 303 37,200 SH   DFND 2 37,200 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 502 61,631 SH   DFND 3 61,631 0 0
ALLERGAN PLC SHS G0177J108 668 5,000 SH   DFND 2 5,000 0 0
ALLERGAN PLC SHS G0177J108 668 5,000 SH   DFND 3 5,000 0 0
AXOVANT SCIENCES LTD COM G0750W104 86 86,197 SH   DFND 1 86,197 0 0
ENDO INTL PLC SHS G30401106 1,429 195,690 SH   DFND 1 195,690 0 0
ENDO INTL PLC SHS G30401106 230 31,500 SH   DFND 3 31,500 0 0
INVESCO LTD SHS G491BT108 11,551 690,000 SH   DFND 1 690,000 0 0
INVESCO LTD SHS G491BT108 11,551 690,000 SH   DFND 2 690,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,025 64,900 SH   DFND 1 64,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 372 23,550 SH   DFND 3 23,550 0 0
SIGNET JEWELERS LIMITED SHS G81276100 159 5,000 SH   DFND 1 5,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 159 5,000 SH   DFND 2 5,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,821 125,000 SH   DFND 1 125,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,821 125,000 SH   DFND 2 125,000 0 0
CHUBB LIMITED COM H1467J104 13,659 105,734 SH   SOLE   105,734 0 0
MYLAN N V SHS EURO N59465109 1,370 50,000 SH   DFND 1 50,000 0 0
MYLAN N V SHS EURO N59465109 2,740 100,000 SH   DFND 2 100,000 0 0
MYLAN N V SHS EURO N59465109 1,370 50,000 SH   DFND 3 50,000 0 0
AGNC INVT CORP COM 00123Q104 2,777 158,300 SH   DFND 1 158,300 0 0
AGNC INVT CORP COM 00123Q104 6,045 344,666 SH   DFND 2 344,666 0 0
AGNC INVT CORP COM 00123Q104 3,540 201,834 SH   DFND 3 201,834 0 0
ALLY FINL INC COM 02005N100 397 17,500 SH   DFND 1 17,500 0 0
ALLY FINL INC COM 02005N100 8,951 395,000 SH   DFND 2 395,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 5,953 106,917 SH   DFND 1 106,917 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 3,453 62,015 SH   DFND 2 62,015 0 0
ANNALY CAP MGMT INC COM 035710409 670 68,260 SH   DFND 2 68,260 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2,696 667,250 SH   DFND 1 667,250 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,501 371,450 SH   DFND 2 371,450 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,532 379,250 SH   DFND 3 379,250 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,414 144,912 SH   DFND 1 144,912 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,250 195,071 SH   DFND 2 195,071 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 587 35,243 SH   DFND 3 35,243 0 0
APPLE INC COM 037833100 17,178 108,900 SH   DFND 1 108,900 0 0
APPLE INC COM 037833100 19,087 121,000 SH   DFND 2 121,000 0 0
APPLE INC COM 037833100 1,908 12,100 SH   DFND 3 12,100 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 2,756 133,333 SH   DFND 1 133,333 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 2,756 133,333 SH   DFND 2 133,333 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 5,798 800,842 SH   DFND 1 800,842 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,366 603,006 SH   DFND 3 603,006 0 0
BP PLC SPONSORED ADR 055622104 3,128 82,500 SH   DFND 2 82,500 0 0
BARCLAYS PLC ADR 06738E204 1,516 201,000 SH   DFND 1 201,000 0 0
BARCLAYS PLC ADR 06738E204 1,304 173,000 SH   DFND 3 173,000 0 0
W R BERKLEY CORPORATION COM 084423102 8,647 117,000 SH   SOLE   117,000 0 0
BIOGEN INC COM 09062X103 1,053 3,500 SH   DFND 1 3,500 0 0
BIOGEN INC COM 09062X103 1,053 3,500 SH   DFND 2 3,500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 10,362 347,600 SH   DFND 2 347,600 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,324 44,400 SH   DFND 3 44,400 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,456 1,500,000 PRN   DFND 1 1,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 7,764 8,000,000 PRN   DFND 2 8,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 485 500,000 PRN   DFND 3 500,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 316 10,363 SH   DFND 1 10,363 0 0
BRIGHTHOUSE FINL INC COM 10922N103 30 999 SH   DFND 3 999 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 818 75,000 SH   DFND 1 75,000 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 818 75,000 SH   DFND 2 75,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 130 8,000 SH   DFND 1 8,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 130 8,000 SH   DFND 2 8,000 0 0
CVS HEALTH CORP COM 126650100 4,259 65,000 SH   DFND 1 65,000 0 0
CVS HEALTH CORP COM 126650100 4,259 65,000 SH   DFND 2 65,000 0 0
CAPITOL FED FINL INC COM 14057J101 460 36,000 SH   DFND 1 36,000 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 12,770 810,777 SH   DFND 2 810,777 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 919 58,373 SH   DFND 3 58,373 0 0
CELGENE CORP COM 151020104 1,923 30,000 SH   DFND 1 30,000 0 0
CELGENE CORP COM 151020104 2,564 40,000 SH   DFND 2 40,000 0 0
CELGENE CORP COM 151020104 1,923 30,000 SH   DFND 3 30,000 0 0
CENTURY CMNTYS INC COM 156504300 6,913 400,500 SH   DFND 1 400,500 0 0
CENTURY CMNTYS INC COM 156504300 6,913 400,500 SH   DFND 2 400,500 0 0
CITIGROUP INC COM NEW 172967424 26,564 510,260 SH   DFND 1 510,260 0 0
CITIGROUP INC COM NEW 172967424 15,211 292,180 SH   DFND 2 292,180 0 0
CITIGROUP INC COM NEW 172967424 654 12,560 SH   DFND 3 12,560 0 0
CITIZENS FINL GROUP INC COM 174610105 6,570 221,000 SH   DFND 1 221,000 0 0
CITIZENS FINL GROUP INC COM 174610105 7,655 257,500 SH   DFND 2 257,500 0 0
CITIZENS FINL GROUP INC COM 174610105 1,085 36,500 SH   DFND 3 36,500 0 0
CLIPPER RLTY INC COM 18885T306 5,809 444,444 SH   DFND 1 444,444 0 0
CLIPPER RLTY INC COM 18885T306 8,713 666,667 SH   DFND 2 666,667 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 18,753 21,500,000 PRN   DFND 2 21,500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 9,455 10,000,000 PRN   DFND 2 10,000,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 13,200 2,820,430 SH   DFND 1 2,820,430 0 0
COLONY CAP INC NEW CL A COM 19626G108 3,495 746,906 SH   DFND 2 746,906 0 0
COLONY CAP INC NEW CL A COM 19626G108 768 164,039 SH   DFND 3 164,039 0 0
COMCAST CORP NEW CL A 20030N101 7,048 207,000 SH   DFND 1 207,000 0 0
CONOCOPHILLIPS COM 20825C104 436 7,000 SH   DFND 3 7,000 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,063 333,114 SH   DFND 1 333,114 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,063 333,115 SH   DFND 2 333,115 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,036 40,804 SH   DFND 1 40,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,759 35,244 SH   DFND 2 35,244 0 0
DISH NETWORK CORP CL A 25470M109 749 30,000 SH   DFND 1 30,000 0 0
DISH NETWORK CORP CL A 25470M109 749 30,000 SH   DFND 2 30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 216 5,000 SH   DFND 1 5,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 216 5,000 SH   DFND 2 5,000 0 0
ELLINGTON FINANCIAL LLC COM 288522303 8,588 560,238 SH   DFND 1 560,238 0 0
ELLINGTON FINANCIAL LLC COM 288522303 20,194 1,317,309 SH   DFND 2 1,317,309 0 0
ENBRIDGE INC COM 29250N105 469 15,075 SH   DFND 2 15,075 0 0
ENBRIDGE INC COM 29250N105 52 1,675 SH   DFND 3 1,675 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 575 43,520 SH   DFND 1 43,520 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 18,778 1,421,504 SH   DFND 2 1,421,504 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,022 77,376 SH   DFND 3 77,376 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3,631 635,834 SH   DFND 1 635,834 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3,631 635,835 SH   DFND 2 635,835 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 393 16,000 SH   DFND 1 16,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 393 16,000 SH   DFND 2 16,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 166 6,000 SH   DFND 1 6,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 166 6,000 SH   DFND 2 6,000 0 0
EVERI HLDGS INC COM 30034T103 515 100,000 SH   DFND 1 100,000 0 0
EVERI HLDGS INC COM 30034T103 515 100,000 SH   DFND 2 100,000 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,798 158,850 SH   DFND 1 158,850 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,798 158,850 SH   DFND 2 158,850 0 0
FRANKLIN RES INC COM 354613101 1,885 63,550 SH   DFND 1 63,550 0 0
FRANKLIN RES INC COM 354613101 3,288 110,850 SH   DFND 2 110,850 0 0
FRANKLIN RES INC COM 354613101 1,649 55,600 SH   DFND 3 55,600 0 0
FULL HOUSE RESORTS INC COM 359678109 71 35,331 SH   DFND 1 35,331 0 0
FULL HOUSE RESORTS INC COM 359678109 64 31,617 SH   DFND 2 31,617 0 0
GENERAL MTRS CO COM 37045V100 26,011 777,600 SH   DFND 1 777,600 0 0
GENERAL MTRS CO COM 37045V100 10,450 312,400 SH   DFND 3 312,400 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 111 6,000 SH   DFND 1 6,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 111 6,000 SH   DFND 2 6,000 0 0
GILEAD SCIENCES INC COM 375558103 4,825 77,143 SH   DFND 1 77,143 0 0
GILEAD SCIENCES INC COM 375558103 1,966 31,428 SH   DFND 2 31,428 0 0
GILEAD SCIENCES INC COM 375558103 715 11,429 SH   DFND 3 11,429 0 0
GRANITE PT MTG TR INC COM 38741L107 707 39,231 SH   DFND 1 39,231 0 0
GRANITE PT MTG TR INC COM 38741L107 2,230 123,667 SH   DFND 2 123,667 0 0
GRANITE PT MTG TR INC COM 38741L107 753 41,790 SH   DFND 3 41,790 0 0
GRAY TELEVISION INC COM 389375106 4,566 309,797 SH   DFND 1 309,797 0 0
GRAY TELEVISION INC COM 389375106 6,121 415,298 SH   DFND 2 415,298 0 0
GRAY TELEVISION INC COM 389375106 1,555 105,500 SH   DFND 3 105,500 0 0
GREAT AJAX CORP COM 38983D300 9,466 785,571 SH   DFND 2 785,571 0 0
GREAT AJAX CORP COM 38983D300 9,467 785,619 SH   DFND 3 785,619 0 0
HC2 HLDGS INC COM 404139107 2,660 1,007,421 SH   DFND 2 1,007,421 0 0
HANESBRANDS INC COM 410345102 1,378 110,000 SH   DFND 1 110,000 0 0
HANESBRANDS INC COM 410345102 1,880 150,000 SH   DFND 2 150,000 0 0
HANESBRANDS INC COM 410345102 501 40,000 SH   DFND 3 40,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 119 7,000 SH   DFND 1 7,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 119 7,000 SH   DFND 2 7,000 0 0
HOWARD BANCORP INC COM 442496105 1,486 103,900 SH   DFND 1 103,900 0 0
HOWARD BANCORP INC COM 442496105 1,486 103,900 SH   DFND 2 103,900 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 24 20,000 SH   DFND 1 20,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 598 24,609 SH   DFND 1 24,609 0 0
INSTEEL INDUSTRIES INC COM 45774W108 539 22,216 SH   DFND 2 22,216 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 883 61,000 SH   DFND 1 61,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,780 122,900 SH   DFND 2 122,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 287 19,800 SH   DFND 3 19,800 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 177 20,000 SH   DFND 1 20,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 177 20,000 SH   DFND 2 20,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 142 8,159 SH   DFND 1 8,159 0 0
JEFFERIES FINL GROUP INC COM 47233W109 144 8,315 SH   DFND 2 8,315 0 0
KKR & CO INC CL A 48251W104 1,707 86,953 SH   DFND 1 86,953 0 0
KKR & CO INC CL A 48251W104 5,333 271,685 SH   DFND 2 271,685 0 0
KKR & CO INC CL A 48251W104 3,376 171,962 SH   DFND 3 171,962 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 6,771 492,098 SH   DFND 1 492,098 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 6,771 492,096 SH   DFND 2 492,096 0 0
KELLOGG CO COM 487836108 2,215 38,850 SH   DFND 1 38,850 0 0
KRAFT HEINZ CO COM 500754106 4,734 110,000 SH   DFND 1 110,000 0 0
KRAFT HEINZ CO COM 500754106 4,734 110,000 SH   DFND 2 110,000 0 0
LCNB CORP COM 50181P100 1,627 107,385 SH   DFND 1 107,385 0 0
LCNB CORP COM 50181P100 29 1,900 SH   DFND 3 1,900 0 0
LEGACY HOUSING CORP COM 52472M101 1,968 165,000 SH   DFND 1 165,000 0 0
LEGACY HOUSING CORP COM 52472M101 1,968 165,000 SH   DFND 2 165,000 0 0
LEGG MASON INC COM 524901105 2,842 111,400 SH   DFND 1 111,400 0 0
LEGG MASON INC COM 524901105 2,842 111,400 SH   DFND 2 111,400 0 0
LEGG MASON INC COM 524901105 56 2,200 SH   DFND 3 2,200 0 0
LENNAR CORP CL A 526057104 979 25,000 SH   DFND 1 25,000 0 0
LENNAR CORP CL A 526057104 979 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 167 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 167 25,000 SH   DFND 3 25,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 242 8,000 SH   DFND 1 8,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 242 8,000 SH   DFND 2 8,000 0 0
MACYS INC COM 55616P104 4,020 135,000 SH   DFND 1 135,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 314 5,500 SH   DFND 1 5,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 314 5,500 SH   DFND 2 5,500 0 0
MEDLEY CAP CORP COM 58503F106 2,873 1,080,073 SH   DFND 1 1,080,073 0 0
MEDLEY CAP CORP COM 58503F106 2,627 987,442 SH   DFND 2 987,442 0 0
MEDLEY CAP CORP COM 58503F106 549 206,498 SH   DFND 3 206,498 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,067 276,350 SH   DFND 1 276,350 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,169 302,750 SH   DFND 3 302,750 0 0
META FINL GROUP INC COM 59100U108 3,433 177,048 SH   DFND 1 177,048 0 0
META FINL GROUP INC COM 59100U108 4,238 218,544 SH   DFND 2 218,544 0 0
META FINL GROUP INC COM 59100U108 805 41,500 SH   DFND 3 41,500 0 0
METLIFE INC COM 59156R108 4,681 114,000 SH   DFND 1 114,000 0 0
METLIFE INC COM 59156R108 452 11,010 SH   DFND 3 11,010 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,404 25,000 SH   DFND 1 25,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,404 25,000 SH   DFND 2 25,000 0 0
NII HLDGS INC COM PAR 62913F508 109 24,793 SH   DFND 1 24,793 0 0
NII HLDGS INC COM PAR 62913F508 13 2,849 SH   DFND 3 2,849 0 0
NRG ENERGY INC COM NEW 629377508 136 3,424 SH   DFND 1 3,424 0 0
NRG ENERGY INC COM NEW 629377508 149 3,769 SH   DFND 2 3,769 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,293 350,000 SH   DFND 1 350,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,665 3,750,000 PRN   DFND 1 3,750,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 16,674 17,063,000 PRN   DFND 2 17,063,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,993 2,039,000 PRN   DFND 3 2,039,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 12,376 157,372 SH   DFND 1 157,372 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,249 168,473 SH   DFND 2 168,473 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 873 11,100 SH   DFND 3 11,100 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 202 7,000 SH   DFND 1 7,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 202 7,000 SH   DFND 2 7,000 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,060 141,708 SH   DFND 1 141,708 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 108 7,458 SH   DFND 3 7,458 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 795 20,000 SH   DFND 1 20,000 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 994 25,000 SH   DFND 2 25,000 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 199 5,000 SH   DFND 3 5,000 0 0
OMEROS CORP COM 682143102 1,516 136,113 SH   DFND 1 136,113 0 0
OMEROS CORP COM 682143102 2,274 204,171 SH   DFND 2 204,171 0 0
ORGANOVO HLDGS INC COM 68620A104 88 91,500 SH   DFND 1 91,500 0 0
ORGANOVO HLDGS INC COM 68620A104 153 160,000 SH   DFND 2 160,000 0 0
PDVWIRELESS INC COM 69290R104 15,218 407,000 SH   DFND 1 407,000 0 0
PDVWIRELESS INC COM 69290R104 24,628 658,669 SH   DFND 2 658,669 0 0
PJT PARTNERS INC COM CL A 69343T107 337 8,690 SH   DFND 2 8,690 0 0
PJT PARTNERS INC COM CL A 69343T107 43 1,110 SH   DFND 3 1,110 0 0
PEAK RESORTS INC COM 70469L100 5,245 1,120,625 SH   DFND 1 1,120,625 0 0
PEAK RESORTS INC COM 70469L100 587 125,361 SH   DFND 3 125,361 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 8,094 8,184,000 PRN   DFND 1 8,184,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 39,715 40,157,000 PRN   DFND 2 40,157,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,978 2,000,000 PRN   DFND 3 2,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 253 6,000 SH   DFND 1 6,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 253 6,000 SH   DFND 2 6,000 0 0
POTBELLY CORP COM 73754Y100 242 30,000 SH   DFND 1 30,000 0 0
POTBELLY CORP COM 73754Y100 805 100,000 SH   DFND 2 100,000 0 0
POTBELLY CORP COM 73754Y100 564 70,000 SH   DFND 3 70,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 851 850,000 PRN   DFND 2 850,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 150 150,000 PRN   DFND 3 150,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,690 11,760,000 PRN   DFND 2 11,760,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 437 440,000 PRN   DFND 3 440,000 0 0
PRUDENTIAL FINL INC COM 744320102 9,174 112,500 SH   DFND 1 112,500 0 0
PRUDENTIAL FINL INC COM 744320102 6,224 76,323 SH   DFND 3 76,323 0 0
READY CAP CORP COM 75574U101 5,078 367,152 SH   DFND 1 367,152 0 0
READY CAP CORP COM 75574U101 12,534 906,290 SH   DFND 2 906,290 0 0
READY CAP CORP COM 75574U101 2,860 206,770 SH   DFND 3 206,770 0 0
RENT A CTR INC NEW COM 76009N100 2,590 160,000 SH   DFND 1 160,000 0 0
RENT A CTR INC NEW COM 76009N100 2,590 160,000 SH   DFND 2 160,000 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 365 902,535 SH   DFND 1 902,535 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 295 730,815 SH   DFND 2 730,815 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 6,114 102,000 SH   DFND 2 102,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 479 8,000 SH   DFND 3 8,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 379 6,500 SH   DFND 3 6,500 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 347 22,042 SH   DFND 1 22,042 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 2,065 131,294 SH   DFND 2 131,294 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,718 109,251 SH   DFND 3 109,251 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 3,918 521,004 SH   DFND 1 521,004 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 7,836 1,042,008 SH   DFND 2 1,042,008 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 4,700 743,684 SH   DFND 1 743,684 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 11,654 1,843,916 SH   DFND 2 1,843,916 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 1,508 238,652 SH   DFND 3 238,652 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 98 6,000 SH   DFND 1 6,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 98 6,000 SH   DFND 2 6,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,368 431,599 SH   DFND 1 431,599 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 12,023 456,450 SH   DFND 2 456,450 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 659 25,000 SH   DFND 3 25,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 10,282 243,365 SH   DFND 1 243,365 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 11,000 260,366 SH   DFND 2 260,366 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 718 17,000 SH   DFND 3 17,000 0 0
STARWOOD PPTY TR INC COM 85571B105 296 15,000 SH   DFND 2 15,000 0 0
STARWOOD PPTY TR INC COM 85571B105 296 15,000 SH   DFND 3 15,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4,893 5,000,000 PRN   DFND 1 5,000,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 14,679 15,000,000 PRN   DFND 2 15,000,000 0 0
TAPESTRY INC COM 876030107 8,144 241,300 SH   DFND 1 241,300 0 0
TAPESTRY INC COM 876030107 4,850 143,700 SH   DFND 3 143,700 0 0
TARGA RES CORP COM 87612G101 252 7,000 SH   DFND 1 7,000 0 0
TARGA RES CORP COM 87612G101 252 7,000 SH   DFND 2 7,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,388 90,000 SH   DFND 1 90,000 0 0
TIVO CORP COM 88870P106 870 92,500 SH   DFND 1 92,500 0 0
TIVO CORP COM 88870P106 870 92,500 SH   DFND 2 92,500 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 11,576 581,719 SH   DFND 1 581,719 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 11,342 569,964 SH   DFND 2 569,964 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,194 60,000 SH   DFND 3 60,000 0 0
TORTOISE MLP FD INC COM 89148B101 1,118 91,280 SH   DFND 1 91,280 0 0
TORTOISE MLP FD INC COM 89148B101 1,118 91,281 SH   DFND 2 91,281 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 122 3,000 SH   DFND 1 3,000 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 122 3,000 SH   DFND 2 3,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,406 50,000 SH   DFND 1 50,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,406 50,000 SH   DFND 2 50,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 6,421 500,042 SH   DFND 1 500,042 0 0
TWO HBRS INVT CORP COM NEW 90187B408 11,103 864,735 SH   DFND 2 864,735 0 0
TWO HBRS INVT CORP COM NEW 90187B408 2,887 224,823 SH   DFND 3 224,823 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 1,541 118,721 SH   DFND 2 118,721 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 145 11,150 SH   DFND 3 11,150 0 0
UNITED RENTALS INC COM 911363109 1,845 18,000 SH   DFND 1 18,000 0 0
UNITED RENTALS INC COM 911363109 4,101 40,000 SH   DFND 2 40,000 0 0
UNITED RENTALS INC COM 911363109 2,256 22,000 SH   DFND 3 22,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,979 52,994 SH   DFND 2 52,994 0 0
VERISK ANALYTICS INC COM 92345Y106 20,302 186,191 SH   DFND 1 186,191 0 0
VIACOM INC NEW CL B 92553P201 11,266 438,350 SH   DFND 1 438,350 0 0
VIACOM INC NEW CL B 92553P201 6,596 256,650 SH   DFND 3 256,650 0 0
WELLS FARGO CO NEW COM 949746101 5,622 122,000 SH   DFND 1 122,000 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 253 6,000 SH   DFND 1 6,000 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 253 6,000 SH   DFND 2 6,000 0 0