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 537 66,168 SH   DFND 1 66,168 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 302 37,200 SH   DFND 2 37,200 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 500 61,631 SH   DFND 3 61,631 0 0
ALLERGAN PLC SHS G0177J108 732 5,000 SH   DFND 2 5,000 0 0
ALLERGAN PLC SHS G0177J108 732 5,000 SH   DFND 3 5,000 0 0
AXOVANT SCIENCES LTD COM G0750W104 115 86,197 SH   DFND 1 86,197 0 0
ENDO INTL PLC SHS G30401106 1,571 195,690 SH   DFND 1 195,690 0 0
ENDO INTL PLC SHS G30401106 253 31,500 SH   DFND 3 31,500 0 0
INVESCO LTD SHS G491BT108 11,393 590,000 SH   DFND 1 590,000 0 0
INVESCO LTD SHS G491BT108 11,393 590,000 SH   DFND 2 590,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,411 64,900 SH   DFND 1 64,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 512 23,550 SH   DFND 3 23,550 0 0
SIGNET JEWELERS LIMITED SHS G81276100 136 5,000 SH   DFND 1 5,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 136 5,000 SH   DFND 2 5,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,431 125,000 SH   DFND 1 125,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,431 125,000 SH   DFND 2 125,000 0 0
CHUBB LIMITED COM H1467J104 14,811 105,734 SH   SOLE   105,734 0 0
MYLAN N V SHS EURO N59465109 1,417 50,000 SH   DFND 1 50,000 0 0
MYLAN N V SHS EURO N59465109 2,834 100,000 SH   DFND 2 100,000 0 0
MYLAN N V SHS EURO N59465109 1,417 50,000 SH   DFND 3 50,000 0 0
AGNC INVT CORP COM 00123Q104 2,849 158,300 SH   DFND 1 158,300 0 0
AGNC INVT CORP COM 00123Q104 6,204 344,666 SH   DFND 2 344,666 0 0
AGNC INVT CORP COM 00123Q104 3,633 201,834 SH   DFND 3 201,834 0 0
ALLY FINL INC COM 02005N100 481 17,500 SH   DFND 1 17,500 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 8,835 106,917 SH   DFND 1 106,917 0 0
ANNALY CAP MGMT INC COM 035710409 682 68,260 SH   DFND 2 68,260 0 0
ANTERO MIDSTREAM CORP COM 03676B102 152 11,000 SH   DFND 1 11,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 152 11,000 SH   DFND 2 11,000 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 2,637 144,912 SH   DFND 1 144,912 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,550 195,071 SH   DFND 2 195,071 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 641 35,243 SH   DFND 3 35,243 0 0
APPLE INC COM 037833100 20,686 108,900 SH   DFND 1 108,900 0 0
APPLE INC COM 037833100 22,984 121,000 SH   DFND 2 121,000 0 0
APPLE INC COM 037833100 2,298 12,100 SH   DFND 3 12,100 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 2,717 133,333 SH   DFND 1 133,333 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 6,375 800,842 SH   DFND 1 800,842 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,800 603,006 SH   DFND 3 603,006 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 159 11,000 SH   DFND 1 11,000 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 159 11,000 SH   DFND 2 11,000 0 0
BP PLC SPONSORED ADR 055622104 3,607 82,500 SH   DFND 2 82,500 0 0
BARCLAYS PLC ADR 06738E204 1,608 201,000 SH   DFND 1 201,000 0 0
BARCLAYS PLC ADR 06738E204 1,384 173,000 SH   DFND 3 173,000 0 0
BERKLEY W R CORP COM 084423102 9,912 117,000 SH   SOLE   117,000 0 0
BIOGEN INC COM 09062X103 827 3,500 SH   DFND 1 3,500 0 0
BIOGEN INC COM 09062X103 827 3,500 SH   DFND 2 3,500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 12,156 347,600 SH   DFND 2 347,600 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,553 44,400 SH   DFND 3 44,400 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,509 1,500,000 PRN   DFND 1 1,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 8,048 8,000,000 PRN   DFND 2 8,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 503 500,000 PRN   DFND 3 500,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 376 10,363 SH   DFND 1 10,363 0 0
BRIGHTHOUSE FINL INC COM 10922N103 36 999 SH   DFND 3 999 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,000 75,000 SH   DFND 1 75,000 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,000 75,000 SH   DFND 2 75,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 152 10,000 SH   DFND 1 10,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 152 10,000 SH   DFND 2 10,000 0 0
CVS HEALTH CORP COM 126650100 3,505 65,000 SH   DFND 1 65,000 0 0
CVS HEALTH CORP COM 126650100 3,505 65,000 SH   DFND 2 65,000 0 0
CAPITOL FED FINL INC COM 14057J101 481 36,000 SH   DFND 1 36,000 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 14,821 810,777 SH   DFND 2 810,777 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,067 58,373 SH   DFND 3 58,373 0 0
CELGENE CORP COM 151020104 2,830 30,000 SH   DFND 1 30,000 0 0
CELGENE CORP COM 151020104 2,830 30,000 SH   DFND 3 30,000 0 0
CENTURY CMNTYS INC COM 156504300 9,600 400,500 SH   DFND 1 400,500 0 0
CENTURY CMNTYS INC COM 156504300 9,600 400,500 SH   DFND 2 400,500 0 0
CITIGROUP INC COM NEW 172967424 31,748 510,260 SH   DFND 1 510,260 0 0
CITIGROUP INC COM NEW 172967424 11,957 192,180 SH   DFND 2 192,180 0 0
CITIGROUP INC COM NEW 172967424 781 12,560 SH   DFND 3 12,560 0 0
CITIZENS FINL GROUP INC COM 174610105 7,182 221,000 SH   DFND 1 221,000 0 0
CITIZENS FINL GROUP INC COM 174610105 1,869 57,500 SH   DFND 2 57,500 0 0
CITIZENS FINL GROUP INC COM 174610105 1,186 36,500 SH   DFND 3 36,500 0 0
CLIPPER RLTY INC COM 18885T306 4,982 372,044 SH   DFND 1 372,044 0 0
CLIPPER RLTY INC COM 18885T306 7,473 558,067 SH   DFND 2 558,067 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 20,157 21,500,000 PRN   DFND 2 21,500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 9,585 10,000,000 PRN   DFND 2 10,000,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 15,005 2,820,430 SH   DFND 1 2,820,430 0 0
COLONY CAP INC NEW CL A COM 19626G108 3,974 746,906 SH   DFND 2 746,906 0 0
COLONY CAP INC NEW CL A COM 19626G108 873 164,039 SH   DFND 3 164,039 0 0
COMCAST CORP NEW CL A 20030N101 8,276 207,000 SH   DFND 1 207,000 0 0
CONOCOPHILLIPS COM 20825C104 467 7,000 SH   DFND 3 7,000 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,099 333,114 SH   DFND 1 333,114 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,099 333,115 SH   DFND 2 333,115 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 132 4,000 SH   DFND 1 4,000 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 132 4,000 SH   DFND 2 4,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,108 40,804 SH   DFND 1 40,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,820 35,244 SH   DFND 2 35,244 0 0
DISH NETWORK CORP CL A 25470M109 951 30,000 SH   DFND 1 30,000 0 0
DISH NETWORK CORP CL A 25470M109 951 30,000 SH   DFND 2 30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 346 7,500 SH   DFND 1 7,500 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 346 7,500 SH   DFND 2 7,500 0 0
ELLINGTON FINANCIAL INC COM 28852N109 8,379 468,123 SH   DFND 1 468,123 0 0
ELLINGTON FINANCIAL INC COM 28852N109 19,762 1,104,039 SH   DFND 2 1,104,039 0 0
ENBRIDGE INC COM 29250N105 547 15,075 SH   DFND 2 15,075 0 0
ENBRIDGE INC COM 29250N105 61 1,675 SH   DFND 3 1,675 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 669 43,520 SH   DFND 1 43,520 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 21,849 1,421,504 SH   DFND 2 1,421,504 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,189 77,376 SH   DFND 3 77,376 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3,338 635,834 SH   DFND 1 635,834 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3,338 635,835 SH   DFND 2 635,835 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 582 20,000 SH   DFND 1 20,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 582 20,000 SH   DFND 2 20,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 226 7,000 SH   DFND 1 7,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 226 7,000 SH   DFND 2 7,000 0 0
EVERI HLDGS INC COM 30034T103 316 30,000 SH   DFND 1 30,000 0 0
EVERI HLDGS INC COM 30034T103 316 30,000 SH   DFND 2 30,000 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,982 158,850 SH   DFND 1 158,850 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,982 158,850 SH   DFND 2 158,850 0 0
FRANKLIN RES INC COM 354613101 2,106 63,550 SH   DFND 1 63,550 0 0
FRANKLIN RES INC COM 354613101 3,674 110,850 SH   DFND 2 110,850 0 0
FRANKLIN RES INC COM 354613101 1,843 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 39 19,069 SH   DFND 2 19,069 0 0
GENERAL MTRS CO COM 37045V100 28,849 777,600 SH   DFND 1 777,600 0 0
GENERAL MTRS CO COM 37045V100 11,590 312,400 SH   DFND 3 312,400 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 175 7,500 SH   DFND 1 7,500 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 175 7,500 SH   DFND 2 7,500 0 0
GILEAD SCIENCES INC COM 375558103 5,015 77,143 SH   DFND 1 77,143 0 0
GILEAD SCIENCES INC COM 375558103 2,043 31,428 SH   DFND 2 31,428 0 0
GILEAD SCIENCES INC COM 375558103 743 11,429 SH   DFND 3 11,429 0 0
GRANITE PT MTG TR INC COM 38741L107 729 39,231 SH   DFND 1 39,231 0 0
GRANITE PT MTG TR INC COM 38741L107 2,295 123,667 SH   DFND 2 123,667 0 0
GRANITE PT MTG TR INC COM 38741L107 776 41,790 SH   DFND 3 41,790 0 0
GRAY TELEVISION INC COM 389375106 6,617 309,797 SH   DFND 1 309,797 0 0
GRAY TELEVISION INC COM 389375106 6,735 315,298 SH   DFND 2 315,298 0 0
GRAY TELEVISION INC COM 389375106 2,253 105,500 SH   DFND 3 105,500 0 0
GREAT AJAX CORP COM 38983D300 10,794 785,571 SH   DFND 2 785,571 0 0
GREAT AJAX CORP COM 38983D300 10,794 785,619 SH   DFND 3 785,619 0 0
HC2 HLDGS INC COM 404139107 2,468 1,007,421 SH   DFND 2 1,007,421 0 0
HANESBRANDS INC COM 410345102 1,967 110,000 SH   DFND 1 110,000 0 0
HANESBRANDS INC COM 410345102 715 40,000 SH   DFND 3 40,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 191 9,000 SH   DFND 1 9,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 191 9,000 SH   DFND 2 9,000 0 0
HOWARD BANCORP INC COM 442496105 1,539 103,900 SH   DFND 1 103,900 0 0
HOWARD BANCORP INC COM 442496105 1,539 103,900 SH   DFND 2 103,900 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 38 20,000 SH   DFND 1 20,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 515 24,609 SH   DFND 1 24,609 0 0
INSTEEL INDUSTRIES INC COM 45774W108 465 22,216 SH   DFND 2 22,216 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 964 61,000 SH   DFND 1 61,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,942 122,900 SH   DFND 2 122,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 313 19,800 SH   DFND 3 19,800 0 0
INVITATION HOMES INC COM 46187W107 118 4,842 SH   DFND 2 4,842 0 0
INVITATION HOMES INC COM 46187W107 118 4,842 SH   DFND 3 4,842 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 190 20,000 SH   DFND 1 20,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 190 20,000 SH   DFND 2 20,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 153 8,159 SH   DFND 1 8,159 0 0
JEFFERIES FINL GROUP INC COM 47233W109 156 8,315 SH   DFND 2 8,315 0 0
KKR & CO INC CL A 48251W104 1,573 66,953 SH   DFND 1 66,953 0 0
KKR & CO INC CL A 48251W104 4,033 171,685 SH   DFND 2 171,685 0 0
KKR & CO INC CL A 48251W104 2,160 91,962 SH   DFND 3 91,962 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 7,888 492,098 SH   DFND 1 492,098 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 7,888 492,096 SH   DFND 2 492,096 0 0
KELLOGG CO COM 487836108 2,229 38,850 SH   DFND 1 38,850 0 0
KRAFT HEINZ CO COM 500754106 3,592 110,000 SH   DFND 1 110,000 0 0
LCNB CORP COM 50181P100 1,842 107,385 SH   DFND 1 107,385 0 0
LCNB CORP COM 50181P100 33 1,900 SH   DFND 3 1,900 0 0
LEGACY HOUSING CORP COM 52472M101 1,964 165,000 SH   DFND 1 165,000 0 0
LEGACY HOUSING CORP COM 52472M101 1,964 165,000 SH   DFND 2 165,000 0 0
LEGG MASON INC COM 524901105 3,049 111,400 SH   DFND 1 111,400 0 0
LEGG MASON INC COM 524901105 3,049 111,400 SH   DFND 2 111,400 0 0
LEGG MASON INC COM 524901105 60 2,200 SH   DFND 3 2,200 0 0
LENNAR CORP CL A 526057104 1,227 25,000 SH   DFND 1 25,000 0 0
MFA FINL INC COM 55272X102 182 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 182 25,000 SH   DFND 3 25,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 362 11,000 SH   DFND 1 11,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 362 11,000 SH   DFND 2 11,000 0 0
MACYS INC COM 55616P104 3,244 135,000 SH   DFND 1 135,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 424 7,000 SH   DFND 1 7,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 424 7,000 SH   DFND 2 7,000 0 0
MEDLEY CAP CORP COM 58503F106 3,359 1,080,073 SH   DFND 1 1,080,073 0 0
MEDLEY CAP CORP COM 58503F106 3,071 987,442 SH   DFND 2 987,442 0 0
MEDLEY CAP CORP COM 58503F106 642 206,498 SH   DFND 3 206,498 0 0
MEDLEY MGMT INC CL A COM 58503T106 948 276,350 SH   DFND 1 276,350 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,038 302,750 SH   DFND 3 302,750 0 0
META FINL GROUP INC COM 59100U108 3,484 177,048 SH   DFND 1 177,048 0 0
META FINL GROUP INC COM 59100U108 4,301 218,544 SH   DFND 2 218,544 0 0
META FINL GROUP INC COM 59100U108 817 41,500 SH   DFND 3 41,500 0 0
METLIFE INC COM 59156R108 4,853 114,000 SH   DFND 1 114,000 0 0
METLIFE INC COM 59156R108 469 11,010 SH   DFND 3 11,010 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,491 25,000 SH   DFND 1 25,000 0 0
NII HLDGS INC COM PAR 62913F508 49 24,793 SH   DFND 1 24,793 0 0
NII HLDGS INC COM PAR 62913F508 6 2,849 SH   DFND 3 2,849 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,050 350,000 SH   DFND 1 350,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,715 3,750,000 PRN   DFND 1 3,750,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 16,904 17,063,000 PRN   DFND 2 17,063,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2,020 2,039,000 PRN   DFND 3 2,039,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 17,054 157,372 SH   DFND 1 157,372 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 18,257 168,473 SH   DFND 2 168,473 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,203 11,100 SH   DFND 3 11,100 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 288 8,000 SH   DFND 1 8,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 288 8,000 SH   DFND 2 8,000 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,460 141,708 SH   DFND 1 141,708 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 129 7,458 SH   DFND 3 7,458 0 0
OMEROS CORP COM 682143102 2,364 136,113 SH   DFND 1 136,113 0 0
OMEROS CORP COM 682143102 3,546 204,171 SH   DFND 2 204,171 0 0
ORGANOVO HLDGS INC COM 68620A104 91 91,500 SH   DFND 1 91,500 0 0
ORGANOVO HLDGS INC COM 68620A104 159 160,000 SH   DFND 2 160,000 0 0
PDVWIRELESS INC COM 69290R104 14,310 407,000 SH   DFND 1 407,000 0 0
PDVWIRELESS INC COM 69290R104 23,159 658,669 SH   DFND 2 658,669 0 0
PJT PARTNERS INC COM CL A 69343T107 363 8,690 SH   DFND 2 8,690 0 0
PJT PARTNERS INC COM CL A 69343T107 46 1,110 SH   DFND 3 1,110 0 0
PEAK RESORTS INC COM 70469L100 5,099 1,120,625 SH   DFND 1 1,120,625 0 0
PEAK RESORTS INC COM 70469L100 570 125,361 SH   DFND 3 125,361 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 8,163 8,184,000 PRN   DFND 1 8,184,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 40,052 40,157,000 PRN   DFND 2 40,157,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,995 2,000,000 PRN   DFND 3 2,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 314 6,000 SH   DFND 1 6,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 314 6,000 SH   DFND 2 6,000 0 0
POTBELLY CORP COM 73754Y100 255 30,000 SH   DFND 1 30,000 0 0
POTBELLY CORP COM 73754Y100 851 100,000 SH   DFND 2 100,000 0 0
POTBELLY CORP COM 73754Y100 596 70,000 SH   DFND 3 70,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,823 11,760,000 PRN   DFND 2 11,760,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 442 440,000 PRN   DFND 3 440,000 0 0
PRUDENTIAL FINL INC COM 744320102 10,337 112,500 SH   DFND 1 112,500 0 0
PRUDENTIAL FINL INC COM 744320102 7,013 76,323 SH   DFND 3 76,323 0 0
READY CAP CORP COM 75574U101 5,386 367,152 SH   DFND 1 367,152 0 0
READY CAP CORP COM 75574U101 13,295 906,290 SH   DFND 2 906,290 0 0
READY CAP CORP COM 75574U101 3,033 206,770 SH   DFND 3 206,770 0 0
RENT A CTR INC NEW COM 76009N100 3,339 160,000 SH   DFND 1 160,000 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 208 902,535 SH   DFND 1 902,535 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 168 730,815 SH   DFND 2 730,815 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 6,523 102,000 SH   DFND 2 102,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 512 8,000 SH   DFND 3 8,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 407 6,500 SH   DFND 3 6,500 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 253 12,042 SH   DFND 1 12,042 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,083 51,579 SH   DFND 2 51,579 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 830 39,536 SH   DFND 3 39,536 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 5,043 405,053 SH   DFND 1 405,053 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 10,087 810,194 SH   DFND 2 810,194 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 8,939 743,684 SH   DFND 1 743,684 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 22,164 1,843,916 SH   DFND 2 1,843,916 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 2,869 238,652 SH   DFND 3 238,652 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 164 8,000 SH   DFND 1 8,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 164 8,000 SH   DFND 2 8,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 16,608 431,599 SH   DFND 1 431,599 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 17,564 456,450 SH   DFND 2 456,450 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 962 25,000 SH   DFND 3 25,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 13,332 243,365 SH   DFND 1 243,365 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 11,524 210,366 SH   DFND 2 210,366 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 931 17,000 SH   DFND 3 17,000 0 0
STARWOOD PPTY TR INC COM 85571B105 335 15,000 SH   DFND 2 15,000 0 0
STARWOOD PPTY TR INC COM 85571B105 335 15,000 SH   DFND 3 15,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,075 5,000,000 PRN   DFND 1 5,000,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 15,225 15,000,000 PRN   DFND 2 15,000,000 0 0
TAPESTRY INC COM 876030107 7,840 241,300 SH   DFND 1 241,300 0 0
TAPESTRY INC COM 876030107 4,669 143,700 SH   DFND 3 143,700 0 0
TARGA RES CORP COM 87612G101 395 9,500 SH   DFND 1 9,500 0 0
TARGA RES CORP COM 87612G101 395 9,500 SH   DFND 2 9,500 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 1,411 90,000 SH   DFND 1 90,000 0 0
TIVO CORP COM 88870P106 862 92,500 SH   DFND 1 92,500 0 0
TIVO CORP COM 88870P106 862 92,500 SH   DFND 2 92,500 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 13,670 581,719 SH   DFND 1 581,719 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 13,394 569,964 SH   DFND 2 569,964 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,410 60,000 SH   DFND 3 60,000 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,280 91,280 SH   DFND 1 91,280 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,280 91,281 SH   DFND 2 91,281 0 0
TWO HBRS INVT CORP COM NEW 90187B408 6,766 500,042 SH   DFND 1 500,042 0 0
TWO HBRS INVT CORP COM NEW 90187B408 11,700 864,735 SH   DFND 2 864,735 0 0
TWO HBRS INVT CORP COM NEW 90187B408 3,042 224,823 SH   DFND 3 224,823 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 1,853 118,721 SH   DFND 2 118,721 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 174 11,150 SH   DFND 3 11,150 0 0
UNITED RENTALS INC COM 911363109 2,057 18,000 SH   DFND 1 18,000 0 0
UNITED RENTALS INC COM 911363109 4,570 40,000 SH   DFND 2 40,000 0 0
UNITED RENTALS INC COM 911363109 2,514 22,000 SH   DFND 3 22,000 0 0
VERISK ANALYTICS INC COM 92345Y106 24,763 186,191 SH   DFND 1 186,191 0 0
VIACOM INC NEW CL B 92553P201 12,304 438,350 SH   DFND 1 438,350 0 0
VIACOM INC NEW CL B 92553P201 7,204 256,650 SH   DFND 3 256,650 0 0
WELLS FARGO CO NEW COM 949746101 5,895 122,000 SH   DFND 1 122,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 345 11,000 SH   DFND 1 11,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 345 11,000 SH   DFND 2 11,000 0 0