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 496 66,168 SH   DFND 1 66,168 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 279 37,200 SH   DFND 2 37,200 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 462 61,631 SH   DFND 3 61,631 0 0
ALLERGAN PLC SHS G0177J108 841 5,000 SH   DFND 2 5,000 0 0
ALLERGAN PLC SHS G0177J108 841 5,000 SH   DFND 3 5,000 0 0
ATHENE HLDG LTD CL A G0684D107 2,524 60,000 SH   DFND 1 60,000 0 0
ATHENE HLDG LTD CL A G0684D107 2,524 60,000 SH   DFND 2 60,000 0 0
AXOVANT GENE THERAPIES LTD COM G0750W203 70 10,774 SH   DFND 1 10,774 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 497 15,000 SH   DFND 1 15,000 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 497 15,000 SH   DFND 2 15,000 0 0
ENDO INTL PLC SHS G30401106 628 195,690 SH   DFND 1 195,690 0 0
ENDO INTL PLC SHS G30401106 101 31,500 SH   DFND 3 31,500 0 0
INVESCO LTD SHS G491BT108 9,571 565,000 SH   DFND 1 565,000 0 0
INVESCO LTD SHS G491BT108 9,571 565,000 SH   DFND 2 565,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 156 64,900 SH   DFND 1 64,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 57 23,550 SH   DFND 3 23,550 0 0
SIGNET JEWELERS LIMITED SHS G81276100 84 5,000 SH   DFND 1 5,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 84 5,000 SH   DFND 2 5,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,137 125,000 SH   DFND 1 125,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,137 125,000 SH   DFND 2 125,000 0 0
CHUBB LIMITED COM H1467J104 17,070 105,734 SH   SOLE   105,734 0 0
MYLAN N V SHS EURO N59465109 989 50,000 SH   DFND 1 50,000 0 0
MYLAN N V SHS EURO N59465109 1,978 100,000 SH   DFND 2 100,000 0 0
MYLAN N V SHS EURO N59465109 989 50,000 SH   DFND 3 50,000 0 0
AGNC INVT CORP COM 00123Q104 2,547 158,300 SH   DFND 1 158,300 0 0
AGNC INVT CORP COM 00123Q104 5,546 344,666 SH   DFND 2 344,666 0 0
AGNC INVT CORP COM 00123Q104 3,247 201,834 SH   DFND 3 201,834 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 173 15,000 SH   DFND 1 15,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 173 15,000 SH   DFND 2 15,000 0 0
ABBVIE INC COM 00287Y109 6,436 85,000 SH   DFND 1 85,000 0 0
ABBVIE INC COM 00287Y109 6,436 85,000 SH   DFND 2 85,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 9,506 106,917 SH   DFND 1 106,917 0 0
ANNALY CAP MGMT INC COM 035710409 601 68,260 SH   DFND 2 68,260 0 0
ANTERO MIDSTREAM CORP COM 03676B102 81 11,000 SH   DFND 1 11,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 81 11,000 SH   DFND 2 11,000 0 0
ANTERIX INC COM 03676C100 13,009 359,352 SH   DFND 1 359,352 0 0
ANTERIX INC COM 03676C100 21,062 581,824 SH   DFND 2 581,824 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2,202 667,250 SH   DFND 1 667,250 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,226 371,450 SH   DFND 2 371,450 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,252 379,250 SH   DFND 3 379,250 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,778 144,912 SH   DFND 1 144,912 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,739 195,071 SH   DFND 2 195,071 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 676 35,242 SH   DFND 3 35,242 0 0
APPLE INC COM 037833100 24,390 108,900 SH   DFND 1 108,900 0 0
APPLE INC COM 037833100 27,100 121,000 SH   DFND 2 121,000 0 0
APPLE INC COM 037833100 2,710 12,100 SH   DFND 3 12,100 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,899 133,333 SH   DFND 1 133,333 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,397 800,842 SH   DFND 1 800,842 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 3,311 603,006 SH   DFND 3 603,006 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 175 12,000 SH   DFND 1 12,000 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 175 12,000 SH   DFND 2 12,000 0 0
BP PLC SPONSORED ADR 055622104 3,134 82,500 SH   DFND 2 82,500 0 0
BARCLAYS PLC ADR 06738E204 1,475 201,000 SH   DFND 1 201,000 0 0
BARCLAYS PLC ADR 06738E204 1,270 173,000 SH   DFND 3 173,000 0 0
BERKLEY W R CORP COM 084423102 12,676 175,500 SH   SOLE   175,500 0 0
BIOGEN INC COM 09062X103 815 3,500 SH   DFND 1 3,500 0 0
BIOGEN INC COM 09062X103 815 3,500 SH   DFND 2 3,500 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,577 1,500,000 PRN   DFND 1 1,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 8,410 8,000,000 PRN   DFND 2 8,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 526 500,000 PRN   DFND 3 500,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 419 10,363 SH   DFND 1 10,363 0 0
BRIGHTHOUSE FINL INC COM 10922N103 40 999 SH   DFND 3 999 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,543 75,000 SH   DFND 1 75,000 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,543 75,000 SH   DFND 2 75,000 0 0
CBS CORP NEW CL B 124857202 4,138 102,500 SH   DFND 1 102,500 0 0
CBS CORP NEW CL B 124857202 4,138 102,500 SH   DFND 2 102,500 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 169 12,000 SH   DFND 1 12,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 169 12,000 SH   DFND 2 12,000 0 0
CVS HEALTH CORP COM 126650100 5,676 90,000 SH   DFND 1 90,000 0 0
CVS HEALTH CORP COM 126650100 5,676 90,000 SH   DFND 2 90,000 0 0
CAPITOL FED FINL INC COM 14057J101 496 36,000 SH   DFND 1 36,000 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 8,283 324,072 SH   DFND 2 324,072 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 513 20,078 SH   DFND 3 20,078 0 0
CELGENE CORP COM 151020104 2,979 30,000 SH   DFND 1 30,000 0 0
CELGENE CORP COM 151020104 2,979 30,000 SH   DFND 3 30,000 0 0
CENTURY CMNTYS INC COM 156504300 12,267 400,500 SH   DFND 1 400,500 0 0
CENTURY CMNTYS INC COM 156504300 12,267 400,500 SH   DFND 2 400,500 0 0
CITIGROUP INC COM NEW 172967424 35,249 510,260 SH   DFND 1 510,260 0 0
CITIGROUP INC COM NEW 172967424 13,276 192,180 SH   DFND 2 192,180 0 0
CITIGROUP INC COM NEW 172967424 868 12,560 SH   DFND 3 12,560 0 0
CITIZENS FINL GROUP INC COM 174610105 7,817 221,000 SH   DFND 1 221,000 0 0
CITIZENS FINL GROUP INC COM 174610105 2,034 57,500 SH   DFND 2 57,500 0 0
CITIZENS FINL GROUP INC COM 174610105 1,291 36,500 SH   DFND 3 36,500 0 0
CLIPPER RLTY INC COM 18885T306 3,791 372,044 SH   DFND 1 372,044 0 0
CLIPPER RLTY INC COM 18885T306 5,687 558,067 SH   DFND 2 558,067 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 21,102 21,500,000 PRN   DFND 2 21,500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 9,937 10,000,000 PRN   DFND 2 10,000,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 16,979 2,820,430 SH   DFND 1 2,820,430 0 0
COLONY CAP INC NEW CL A COM 19626G108 4,496 746,906 SH   DFND 2 746,906 0 0
COLONY CAP INC NEW CL A COM 19626G108 987 164,039 SH   DFND 3 164,039 0 0
COMCAST CORP NEW CL A 20030N101 9,332 207,000 SH   DFND 1 207,000 0 0
CONOCOPHILLIPS COM 20825C104 399 7,000 SH   DFND 3 7,000 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,909 333,114 SH   DFND 1 333,114 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,909 333,115 SH   DFND 2 333,115 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 131 5,000 SH   DFND 1 5,000 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 131 5,000 SH   DFND 2 5,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,350 40,804 SH   DFND 1 40,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,030 35,244 SH   DFND 2 35,244 0 0
DISH NETWORK CORP CL A 25470M109 1,022 30,000 SH   DFND 1 30,000 0 0
DISH NETWORK CORP CL A 25470M109 1,022 30,000 SH   DFND 2 30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 245 7,500 SH   DFND 1 7,500 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 245 7,500 SH   DFND 2 7,500 0 0
ELLINGTON FINANCIAL INC COM 28852N109 8,107 448,623 SH   DFND 1 448,623 0 0
ELLINGTON FINANCIAL INC COM 28852N109 19,128 1,058,539 SH   DFND 2 1,058,539 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 60 5,000 SH   DFND 1 5,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 60 5,000 SH   DFND 2 5,000 0 0
ENBRIDGE INC COM 29250N105 529 15,075 SH   DFND 2 15,075 0 0
ENBRIDGE INC COM 29250N105 59 1,675 SH   DFND 3 1,675 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 569 43,520 SH   DFND 1 43,520 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 18,593 1,421,504 SH   DFND 2 1,421,504 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,012 77,376 SH   DFND 3 77,376 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,124 635,834 SH   DFND 1 635,834 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,124 635,835 SH   DFND 2 635,835 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 572 20,000 SH   DFND 1 20,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 572 20,000 SH   DFND 2 20,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 272 8,500 SH   DFND 1 8,500 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 272 8,500 SH   DFND 2 8,500 0 0
FLEXION THERAPEUTICS INC COM 33938J106 2,177 158,850 SH   DFND 1 158,850 0 0
FLEXION THERAPEUTICS INC COM 33938J106 2,177 158,850 SH   DFND 2 158,850 0 0
FRANKLIN RES INC COM 354613101 1,834 63,550 SH   DFND 1 63,550 0 0
FRANKLIN RES INC COM 354613101 3,199 110,850 SH   DFND 2 110,850 0 0
FRANKLIN RES INC COM 354613101 1,605 55,600 SH   DFND 3 55,600 0 0
FULL HOUSE RESORTS INC COM 359678109 76 35,331 SH   DFND 1 35,331 0 0
FULL HOUSE RESORTS INC COM 359678109 41 19,069 SH   DFND 2 19,069 0 0
GENERAL MTRS CO COM 37045V100 29,144 777,600 SH   DFND 1 777,600 0 0
GENERAL MTRS CO COM 37045V100 11,709 312,400 SH   DFND 3 312,400 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 172 8,000 SH   DFND 1 8,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 172 8,000 SH   DFND 2 8,000 0 0
GILEAD SCIENCES INC COM 375558103 4,889 77,143 SH   DFND 1 77,143 0 0
GILEAD SCIENCES INC COM 375558103 1,992 31,428 SH   DFND 2 31,428 0 0
GILEAD SCIENCES INC COM 375558103 724 11,429 SH   DFND 3 11,429 0 0
GRANITE PT MTG TR INC COM 38741L107 735 39,231 SH   DFND 1 39,231 0 0
GRANITE PT MTG TR INC COM 38741L107 2,318 123,667 SH   DFND 2 123,667 0 0
GRANITE PT MTG TR INC COM 38741L107 783 41,790 SH   DFND 3 41,790 0 0
GRAY TELEVISION INC COM 389375106 6,590 403,797 SH   DFND 1 403,797 0 0
GRAY TELEVISION INC COM 389375106 7,757 475,298 SH   DFND 2 475,298 0 0
GRAY TELEVISION INC COM 389375106 2,799 171,500 SH   DFND 3 171,500 0 0
GREAT AJAX CORP COM 38983D300 12,176 785,571 SH   DFND 2 785,571 0 0
GREAT AJAX CORP COM 38983D300 12,177 785,619 SH   DFND 3 785,619 0 0
HC2 HLDGS INC COM 404139107 2,367 1,007,421 SH   DFND 2 1,007,421 0 0
HANESBRANDS INC COM 410345102 1,685 110,000 SH   DFND 1 110,000 0 0
HANESBRANDS INC COM 410345102 613 40,000 SH   DFND 3 40,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 212 11,000 SH   DFND 1 11,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 212 11,000 SH   DFND 2 11,000 0 0
HOWARD BANCORP INC COM 442496105 1,734 103,900 SH   DFND 1 103,900 0 0
HOWARD BANCORP INC COM 442496105 1,734 103,900 SH   DFND 2 103,900 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 21 20,000 SH   DFND 1 20,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 505 24,609 SH   DFND 1 24,609 0 0
INSTEEL INDUSTRIES INC COM 45774W108 456 22,216 SH   DFND 2 22,216 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 934 61,000 SH   DFND 1 61,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,882 122,900 SH   DFND 2 122,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 303 19,800 SH   DFND 3 19,800 0 0
INVITATION HOMES INC COM 46187W107 143 4,842 SH   DFND 2 4,842 0 0
INVITATION HOMES INC COM 46187W107 143 4,842 SH   DFND 3 4,842 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 364 20,000 SH   DFND 1 20,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 364 20,000 SH   DFND 2 20,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 150 8,159 SH   DFND 1 8,159 0 0
JEFFERIES FINL GROUP INC COM 47233W109 153 8,315 SH   DFND 2 8,315 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 7,116 492,098 SH   DFND 1 492,098 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 7,116 492,096 SH   DFND 2 492,096 0 0
KELLOGG CO COM 487836108 2,500 38,850 SH   DFND 1 38,850 0 0
KRAFT HEINZ CO COM 500754106 3,073 110,000 SH   DFND 1 110,000 0 0
LCNB CORP COM 50181P100 1,631 91,920 SH   DFND 1 91,920 0 0
LCNB CORP COM 50181P100 29 1,662 SH   DFND 3 1,662 0 0
LEGACY HOUSING CORP COM 52472M101 2,384 147,136 SH   DFND 1 147,136 0 0
LEGACY HOUSING CORP COM 52472M101 2,384 147,136 SH   DFND 2 147,136 0 0
LENNAR CORP CL A 526057104 1,396 25,000 SH   DFND 1 25,000 0 0
MFA FINL INC COM 55272X102 184 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 184 25,000 SH   DFND 3 25,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 15,470 15,000,000 PRN   DFND 2 15,000,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 308 11,000 SH   DFND 1 11,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 308 11,000 SH   DFND 2 11,000 0 0
MACYS INC COM 55616P104 2,098 135,000 SH   DFND 1 135,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 464 7,000 SH   DFND 1 7,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 464 7,000 SH   DFND 2 7,000 0 0
MEDLEY CAP CORP COM 58503F106 2,797 1,080,073 SH   DFND 1 1,080,073 0 0
MEDLEY CAP CORP COM 58503F106 2,557 987,442 SH   DFND 2 987,442 0 0
MEDLEY CAP CORP COM 58503F106 535 206,498 SH   DFND 3 206,498 0 0
MEDLEY MGMT INC CL A COM 58503T106 967 276,350 SH   DFND 1 276,350 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,060 302,750 SH   DFND 3 302,750 0 0
META FINL GROUP INC COM 59100U108 4,740 145,355 SH   DFND 1 145,355 0 0
META FINL GROUP INC COM 59100U108 6,093 186,850 SH   DFND 2 186,850 0 0
META FINL GROUP INC COM 59100U108 1,353 41,500 SH   DFND 3 41,500 0 0
METLIFE INC COM 59156R108 5,376 114,000 SH   DFND 1 114,000 0 0
METLIFE INC COM 59156R108 519 11,010 SH   DFND 3 11,010 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,437 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 4,393 350,000 SH   DFND 1 350,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,822 3,750,000 PRN   DFND 1 3,750,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 17,392 17,063,000 PRN   DFND 2 17,063,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2,078 2,039,000 PRN   DFND 3 2,039,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 17,533 171,372 SH   DFND 1 171,372 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 18,771 183,473 SH   DFND 2 183,473 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,238 12,100 SH   DFND 3 12,100 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 217 9,000 SH   DFND 1 9,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 217 9,000 SH   DFND 2 9,000 0 0
NORDSTROM INC COM 655664100 1,683 50,000 SH   DFND 2 50,000 0 0
NORDSTROM INC COM 655664100 1,683 50,000 SH   DFND 3 50,000 0 0
OMEROS CORP COM 682143102 2,223 136,113 SH   DFND 1 136,113 0 0
OMEROS CORP COM 682143102 3,334 204,171 SH   DFND 2 204,171 0 0
ORGANOVO HLDGS INC COM 68620A104 24 91,500 SH   DFND 1 91,500 0 0
ORGANOVO HLDGS INC COM 68620A104 42 160,000 SH   DFND 2 160,000 0 0
ONEOK INC NEW COM 682680103 368 5,000 SH   DFND 1 5,000 0 0
ONEOK INC NEW COM 682680103 368 5,000 SH   DFND 2 5,000 0 0
PJT PARTNERS INC COM CL A 69343T107 354 8,690 SH   DFND 2 8,690 0 0
PJT PARTNERS INC COM CL A 69343T107 45 1,110 SH   DFND 3 1,110 0 0
PVH CORP COM 693656100 1,559 17,667 SH   DFND 1 17,667 0 0
PVH CORP COM 693656100 5,956 67,500 SH   DFND 2 67,500 0 0
PVH CORP COM 693656100 4,397 49,833 SH   DFND 3 49,833 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 8,260 8,184,000 PRN   DFND 1 8,184,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 40,530 40,157,000 PRN   DFND 2 40,157,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,019 2,000,000 PRN   DFND 3 2,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 396 7,000 SH   DFND 1 7,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 396 7,000 SH   DFND 2 7,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 135 6,500 SH   DFND 1 6,500 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 135 6,500 SH   DFND 2 6,500 0 0
POTBELLY CORP COM 73754Y100 131 30,000 SH   DFND 1 30,000 0 0
POTBELLY CORP COM 73754Y100 436 100,000 SH   DFND 2 100,000 0 0
POTBELLY CORP COM 73754Y100 305 70,000 SH   DFND 3 70,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,863 11,760,000 PRN   DFND 2 11,760,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 444 440,000 PRN   DFND 3 440,000 0 0
PRUDENTIAL FINL INC COM 744320102 10,119 112,500 SH   DFND 1 112,500 0 0
PRUDENTIAL FINL INC COM 744320102 6,865 76,323 SH   DFND 3 76,323 0 0
READY CAP CORP COM 75574U101 5,845 367,152 SH   DFND 1 367,152 0 0
READY CAP CORP COM 75574U101 14,428 906,290 SH   DFND 2 906,290 0 0
READY CAP CORP COM 75574U101 3,292 206,770 SH   DFND 3 206,770 0 0
RENT A CTR INC NEW COM 76009N100 702 27,220 SH   DFND 1 27,220 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 199 902,535 SH   DFND 1 902,535 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 161 730,815 SH   DFND 2 730,815 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 6,110 102,000 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 383 6,500 SH   DFND 3 6,500 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 2,611 196,581 SH   DFND 1 196,581 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 7,220 543,664 SH   DFND 2 543,664 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 4,293 323,233 SH   DFND 3 323,233 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 5,254 405,053 SH   DFND 1 405,053 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 10,508 810,194 SH   DFND 2 810,194 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 6,440 743,684 SH   DFND 1 743,684 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 15,968 1,843,916 SH   DFND 2 1,843,916 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 2,067 238,652 SH   DFND 3 238,652 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 184 9,000 SH   DFND 1 9,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 184 9,000 SH   DFND 2 9,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,596 271,306 SH   DFND 1 271,306 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,977 280,238 SH   DFND 2 280,238 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 388 9,080 SH   DFND 3 9,080 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 7,271 137,910 SH   DFND 1 137,910 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 5,739 108,859 SH   DFND 2 108,859 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 782 14,835 SH   DFND 3 14,835 0 0
STARWOOD PPTY TR INC COM 85571B105 363 15,000 SH   DFND 2 15,000 0 0
STARWOOD PPTY TR INC COM 85571B105 363 15,000 SH   DFND 3 15,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,232 5,000,000 PRN   DFND 1 5,000,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 15,696 15,000,000 PRN   DFND 2 15,000,000 0 0
TAPESTRY INC COM 876030107 8,636 331,500 SH   DFND 1 331,500 0 0
TAPESTRY INC COM 876030107 3,363 129,100 SH   DFND 2 129,100 0 0
TAPESTRY INC COM 876030107 6,757 259,400 SH   DFND 3 259,400 0 0
TARGA RES CORP COM 87612G101 402 10,000 SH   DFND 1 10,000 0 0
TARGA RES CORP COM 87612G101 402 10,000 SH   DFND 2 10,000 0 0
TEGNA INC COM 87901J105 311 20,000 SH   DFND 1 20,000 0 0
TEGNA INC COM 87901J105 777 50,000 SH   DFND 2 50,000 0 0
TEGNA INC COM 87901J105 466 30,000 SH   DFND 3 30,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 619 90,000 SH   DFND 1 90,000 0 0
TIVO CORP COM 88870P106 1,466 192,500 SH   DFND 1 192,500 0 0
TIVO CORP COM 88870P106 1,466 192,500 SH   DFND 2 192,500 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 11,896 581,719 SH   DFND 1 581,719 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 11,656 569,964 SH   DFND 2 569,964 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,227 60,000 SH   DFND 3 60,000 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,122 91,280 SH   DFND 1 91,280 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,122 91,281 SH   DFND 2 91,281 0 0
TWO HBRS INVT CORP COM NEW 90187B408 6,566 500,042 SH   DFND 1 500,042 0 0
TWO HBRS INVT CORP COM NEW 90187B408 11,354 864,735 SH   DFND 2 864,735 0 0
TWO HBRS INVT CORP COM NEW 90187B408 2,952 224,823 SH   DFND 3 224,823 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 15,931 15,600,000 PRN   DFND 1 15,600,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 50,164 49,122,000 PRN   DFND 2 49,122,000 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 2,050 118,721 SH   DFND 2 118,721 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 193 11,150 SH   DFND 3 11,150 0 0
UNITED RENTALS INC COM 911363109 2,244 18,000 SH   DFND 1 18,000 0 0
UNITED RENTALS INC COM 911363109 4,986 40,000 SH   DFND 2 40,000 0 0
UNITED RENTALS INC COM 911363109 2,742 22,000 SH   DFND 3 22,000 0 0
VERISK ANALYTICS INC COM 92345Y106 29,444 186,191 SH   DFND 1 186,191 0 0
VIACOM INC NEW CL B 92553P201 13,826 575,350 SH   DFND 1 575,350 0 0
VIACOM INC NEW CL B 92553P201 2,980 124,000 SH   DFND 2 124,000 0 0
VIACOM INC NEW CL B 92553P201 6,624 275,650 SH   DFND 3 275,650 0 0
WELLS FARGO CO NEW COM 949746101 6,154 122,000 SH   DFND 1 122,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 299 12,000 SH   DFND 1 12,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 299 12,000 SH   DFND 2 12,000 0 0