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 515 66,168 SH   DFND 1 66,168 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 289 37,200 SH   DFND 2 37,200 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 479 61,631 SH   DFND 3 61,631 0 0
ATHENE HLDG LTD CL A G0684D107 4,233 90,000 SH   DFND 1 90,000 0 0
ATHENE HLDG LTD CL A G0684D107 4,233 90,000 SH   DFND 2 90,000 0 0
AXOVANT GENE THERAPIES LTD COM G0750W203 55 10,774 SH   DFND 1 10,774 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 572 15,000 SH   DFND 1 15,000 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 572 15,000 SH   DFND 2 15,000 0 0
ENDO INTL PLC SHS G30401106 918 195,690 SH   DFND 1 195,690 0 0
ENDO INTL PLC SHS G30401106 148 31,500 SH   DFND 3 31,500 0 0
INVESCO LTD SHS G491BT108 10,159 565,000 SH   DFND 1 565,000 0 0
INVESCO LTD SHS G491BT108 10,159 565,000 SH   DFND 2 565,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 227 64,900 SH   DFND 1 64,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 82 23,550 SH   DFND 3 23,550 0 0
SIGNET JEWELERS LIMITED SHS G81276100 109 5,000 SH   DFND 1 5,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 109 5,000 SH   DFND 2 5,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,432 125,000 SH   DFND 1 125,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,432 125,000 SH   DFND 2 125,000 0 0
CHUBB LIMITED COM H1467J104 16,459 105,734 SH   SOLE   105,734 0 0
MYLAN N V SHS EURO N59465109 1,005 50,000 SH   DFND 1 50,000 0 0
MYLAN N V SHS EURO N59465109 2,010 100,000 SH   DFND 2 100,000 0 0
MYLAN N V SHS EURO N59465109 1,005 50,000 SH   DFND 3 50,000 0 0
AGNC INVT CORP COM 00123Q104 2,799 158,300 SH   DFND 1 158,300 0 0
AGNC INVT CORP COM 00123Q104 6,094 344,666 SH   DFND 2 344,666 0 0
AGNC INVT CORP COM 00123Q104 3,568 201,834 SH   DFND 3 201,834 0 0
ABBVIE INC COM 00287Y109 7,526 85,000 SH   DFND 1 85,000 0 0
ABBVIE INC COM 00287Y109 7,526 85,000 SH   DFND 2 85,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 11,174 106,917 SH   DFND 1 106,917 0 0
ANNALY CAP MGMT INC COM 035710409 643 68,260 SH   DFND 2 68,260 0 0
ANTERO MIDSTREAM CORP COM 03676B102 99 13,000 SH   DFND 1 13,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 99 13,000 SH   DFND 2 13,000 0 0
ANTERIX INC COM 03676C100 15,528 359,352 SH   DFND 1 359,352 0 0
ANTERIX INC COM 03676C100 25,141 581,824 SH   DFND 2 581,824 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2,349 667,250 SH   DFND 1 667,250 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,308 371,450 SH   DFND 2 371,450 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,335 379,250 SH   DFND 3 379,250 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,650 144,912 SH   DFND 1 144,912 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,568 195,071 SH   DFND 2 195,071 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 645 35,242 SH   DFND 3 35,242 0 0
APPLE INC COM 037833100 26,693 90,900 SH   DFND 1 90,900 0 0
APPLE INC COM 037833100 29,659 101,000 SH   DFND 2 101,000 0 0
APPLE INC COM 037833100 2,966 10,100 SH   DFND 3 10,100 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 2,339 133,333 SH   DFND 1 133,333 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,461 800,842 SH   DFND 1 800,842 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 3,359 603,006 SH   DFND 3 603,006 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 187 12,000 SH   DFND 1 12,000 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 187 12,000 SH   DFND 2 12,000 0 0
BP PLC SPONSORED ADR 055622104 3,114 82,500 SH   DFND 2 82,500 0 0
BARCLAYS PLC ADR 06738E204 1,914 201,000 SH   DFND 1 201,000 0 0
BARCLAYS PLC ADR 06738E204 1,647 173,000 SH   DFND 3 173,000 0 0
BERKLEY W R CORP COM 084423102 12,127 175,500 SH   SOLE   175,500 0 0
BIOGEN INC COM 09062X103 1,038 3,500 SH   DFND 1 3,500 0 0
BIOGEN INC COM 09062X103 1,038 3,500 SH   DFND 2 3,500 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,610 1,500,000 PRN   DFND 1 1,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 8,584 8,000,000 PRN   DFND 2 8,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 537 500,000 PRN   DFND 3 500,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 407 10,363 SH   DFND 1 10,363 0 0
BRIGHTHOUSE FINL INC COM 10922N103 39 999 SH   DFND 3 999 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,926 30,000 SH   DFND 1 30,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,926 30,000 SH   DFND 3 30,000 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 90 30,000 SH   DFND 1 30,000 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 90 30,000 SH   DFND 3 30,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 197 12,000 SH   DFND 1 12,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 197 12,000 SH   DFND 2 12,000 0 0
CVS HEALTH CORP COM 126650100 6,686 90,000 SH   DFND 1 90,000 0 0
CVS HEALTH CORP COM 126650100 6,686 90,000 SH   DFND 2 90,000 0 0
CAPITOL FED FINL INC COM 14057J101 494 36,000 SH   DFND 1 36,000 0 0
CENTURY CMNTYS INC COM 156504300 10,954 400,500 SH   DFND 1 400,500 0 0
CENTURY CMNTYS INC COM 156504300 10,954 400,500 SH   DFND 2 400,500 0 0
CERENCE INC COM 156727109 566 25,000 SH   DFND 1 25,000 0 0
CERENCE INC COM 156727109 566 25,000 SH   DFND 2 25,000 0 0
CITIGROUP INC COM NEW 172967424 40,765 510,260 SH   DFND 1 510,260 0 0
CITIGROUP INC COM NEW 172967424 15,353 192,180 SH   DFND 2 192,180 0 0
CITIGROUP INC COM NEW 172967424 1,003 12,560 SH   DFND 3 12,560 0 0
CITIZENS FINL GROUP INC COM 174610105 8,975 221,000 SH   DFND 1 221,000 0 0
CITIZENS FINL GROUP INC COM 174610105 2,335 57,500 SH   DFND 2 57,500 0 0
CITIZENS FINL GROUP INC COM 174610105 1,482 36,500 SH   DFND 3 36,500 0 0
CLIPPER RLTY INC COM 18885T306 3,944 372,044 SH   DFND 1 372,044 0 0
CLIPPER RLTY INC COM 18885T306 5,916 558,067 SH   DFND 2 558,067 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 21,377 21,500,000 PRN   DFND 2 21,500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 9,830 10,000,000 PRN   DFND 2 10,000,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 13,397 2,820,430 SH   DFND 1 2,820,430 0 0
COLONY CAP INC NEW CL A COM 19626G108 3,548 746,906 SH   DFND 2 746,906 0 0
COLONY CAP INC NEW CL A COM 19626G108 779 164,039 SH   DFND 3 164,039 0 0
COMCAST CORP NEW CL A 20030N101 9,309 207,000 SH   DFND 1 207,000 0 0
CONOCOPHILLIPS COM 20825C104 455 7,000 SH   DFND 3 7,000 0 0
CUSTOMERS BANCORP INC COM 23204G100 7,931 333,114 SH   DFND 1 333,114 0 0
CUSTOMERS BANCORP INC COM 23204G100 7,931 333,115 SH   DFND 2 333,115 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 147 6,000 SH   DFND 1 6,000 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 147 6,000 SH   DFND 2 6,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,386 40,804 SH   DFND 1 40,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,061 35,244 SH   DFND 2 35,244 0 0
DISH NETWORK CORP CL A 25470M109 1,064 30,000 SH   DFND 1 30,000 0 0
DISH NETWORK CORP CL A 25470M109 1,064 30,000 SH   DFND 2 30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 224 7,500 SH   DFND 1 7,500 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 224 7,500 SH   DFND 2 7,500 0 0
ELLINGTON FINANCIAL INC COM 28852N109 8,223 448,623 SH   DFND 1 448,623 0 0
ELLINGTON FINANCIAL INC COM 28852N109 19,403 1,058,539 SH   DFND 2 1,058,539 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 50 5,000 SH   DFND 1 5,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 50 5,000 SH   DFND 2 5,000 0 0
ENBRIDGE INC COM 29250N105 600 15,075 SH   DFND 2 15,075 0 0
ENBRIDGE INC COM 29250N105 67 1,675 SH   DFND 3 1,675 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 558 43,520 SH   DFND 1 43,520 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 18,238 1,421,504 SH   DFND 2 1,421,504 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 993 77,376 SH   DFND 3 77,376 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,950 635,834 SH   DFND 1 635,834 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,950 635,835 SH   DFND 2 635,835 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 563 20,000 SH   DFND 1 20,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 563 20,000 SH   DFND 2 20,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 317 8,500 SH   DFND 1 8,500 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 317 8,500 SH   DFND 2 8,500 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,288 158,850 SH   DFND 1 158,850 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,288 158,850 SH   DFND 2 158,850 0 0
FRANCHISE GROUP INC COM 35180X105 2,189 94,340 SH   DFND 1 94,340 0 0
FRANCHISE GROUP INC COM 35180X105 2,189 94,340 SH   DFND 2 94,340 0 0
FRANKLIN RES INC COM 354613101 1,651 63,550 SH   DFND 1 63,550 0 0
FRANKLIN RES INC COM 354613101 2,880 110,850 SH   DFND 2 110,850 0 0
FRANKLIN RES INC COM 354613101 1,444 55,600 SH   DFND 3 55,600 0 0
FULL HOUSE RESORTS INC COM 359678109 118 35,331 SH   DFND 1 35,331 0 0
FULL HOUSE RESORTS INC COM 359678109 64 19,069 SH   DFND 2 19,069 0 0
GENERAL MTRS CO COM 37045V100 28,460 777,600 SH   DFND 1 777,600 0 0
GENERAL MTRS CO COM 37045V100 11,434 312,400 SH   DFND 3 312,400 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 164 8,000 SH   DFND 1 8,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 164 8,000 SH   DFND 2 8,000 0 0
GILEAD SCIENCES INC COM 375558103 5,013 77,143 SH   DFND 1 77,143 0 0
GILEAD SCIENCES INC COM 375558103 2,042 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 721 39,231 SH   DFND 1 39,231 0 0
GRANITE PT MTG TR INC COM 38741L107 2,273 123,667 SH   DFND 2 123,667 0 0
GRANITE PT MTG TR INC COM 38741L107 768 41,790 SH   DFND 3 41,790 0 0
GRAY TELEVISION INC COM 389375106 9,515 443,797 SH   DFND 1 443,797 0 0
GRAY TELEVISION INC COM 389375106 11,048 515,298 SH   DFND 2 515,298 0 0
GRAY TELEVISION INC COM 389375106 3,677 171,500 SH   DFND 3 171,500 0 0
HC2 HLDGS INC COM 404139107 2,186 1,007,421 SH   DFND 2 1,007,421 0 0
HANESBRANDS INC COM 410345102 1,634 110,000 SH   DFND 1 110,000 0 0
HANESBRANDS INC COM 410345102 594 40,000 SH   DFND 3 40,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 249 11,000 SH   DFND 1 11,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 249 11,000 SH   DFND 2 11,000 0 0
HOWARD BANCORP INC COM 442496105 1,754 103,900 SH   DFND 1 103,900 0 0
HOWARD BANCORP INC COM 442496105 1,754 103,900 SH   DFND 2 103,900 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 19 20,000 SH   DFND 1 20,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 529 24,609 SH   DFND 1 24,609 0 0
INSTEEL INDUSTRIES INC COM 45774W108 477 22,216 SH   DFND 2 22,216 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,016 61,000 SH   DFND 1 61,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,046 122,900 SH   DFND 2 122,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 330 19,800 SH   DFND 3 19,800 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 277 10,000 SH   DFND 1 10,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 277 10,000 SH   DFND 2 10,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 174 8,159 SH   DFND 1 8,159 0 0
JEFFERIES FINL GROUP INC COM 47233W109 178 8,315 SH   DFND 2 8,315 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 6,855 492,098 SH   DFND 1 492,098 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 6,855 492,096 SH   DFND 2 492,096 0 0
KELLOGG CO COM 487836108 2,687 38,850 SH   DFND 1 38,850 0 0
KRAFT HEINZ CO COM 500754106 3,534 110,000 SH   DFND 1 110,000 0 0
LCNB CORP COM 50181P100 1,774 91,920 SH   DFND 1 91,920 0 0
LCNB CORP COM 50181P100 32 1,662 SH   DFND 3 1,662 0 0
LEGACY HOUSING CORP COM 52472M101 1,569 94,285 SH   DFND 1 94,285 0 0
LEGACY HOUSING CORP COM 52472M101 1,569 94,282 SH   DFND 2 94,282 0 0
LENNAR CORP CL A 526057104 1,395 25,000 SH   DFND 1 25,000 0 0
MFA FINL INC COM 55272X102 191 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 191 25,000 SH   DFND 3 25,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 15,675 15,000,000 PRN   DFND 2 15,000,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 280 11,000 SH   DFND 1 11,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 280 11,000 SH   DFND 2 11,000 0 0
MACYS INC COM 55616P104 2,295 135,000 SH   DFND 1 135,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 440 7,000 SH   DFND 1 7,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 440 7,000 SH   DFND 2 7,000 0 0
MEDLEY CAP CORP COM 58503F106 2,355 1,080,073 SH   DFND 1 1,080,073 0 0
MEDLEY CAP CORP COM 58503F106 2,153 987,442 SH   DFND 2 987,442 0 0
MEDLEY CAP CORP COM 58503F106 450 206,498 SH   DFND 3 206,498 0 0
MEDLEY MGMT INC CL A COM 58503T106 818 276,350 SH   DFND 1 276,350 0 0
MEDLEY MGMT INC CL A COM 58503T106 896 302,750 SH   DFND 3 302,750 0 0
METLIFE INC COM 59156R108 5,811 114,000 SH   DFND 1 114,000 0 0
METLIFE INC COM 59156R108 561 11,010 SH   DFND 3 11,010 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,348 25,000 SH   DFND 1 25,000 0 0
MOSAIC ACQUISITION CORP COM CL A 61946M100 8,120 789,473 SH   DFND 1 789,473 0 0
MOSAIC ACQUISITION CORP COM CL A 61946M100 18,946 1,842,106 SH   DFND 2 1,842,106 0 0
NII HLDGS INC COM PAR 62913F508 54 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 4,207 350,000 SH   DFND 1 350,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,820 3,750,000 PRN   DFND 1 3,750,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 17,381 17,063,000 PRN   DFND 2 17,063,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2,077 2,039,000 PRN   DFND 3 2,039,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 20,093 171,372 SH   DFND 1 171,372 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 21,512 183,473 SH   DFND 2 183,473 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,419 12,100 SH   DFND 3 12,100 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 266 10,000 SH   DFND 1 10,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 266 10,000 SH   DFND 2 10,000 0 0
OMEROS CORP COM 682143102 1,918 136,113 SH   DFND 1 136,113 0 0
OMEROS CORP COM 682143102 2,877 204,171 SH   DFND 2 204,171 0 0
ORGANOVO HLDGS INC COM 68620A104 33 91,500 SH   DFND 1 91,500 0 0
ORGANOVO HLDGS INC COM 68620A104 57 160,000 SH   DFND 2 160,000 0 0
ONEOK INC NEW COM 682680103 378 5,000 SH   DFND 1 5,000 0 0
ONEOK INC NEW COM 682680103 378 5,000 SH   DFND 2 5,000 0 0
PJT PARTNERS INC COM CL A 69343T107 392 8,690 SH   DFND 2 8,690 0 0
PJT PARTNERS INC COM CL A 69343T107 50 1,110 SH   DFND 3 1,110 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 8,194 8,184,000 PRN   DFND 1 8,184,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 40,206 40,157,000 PRN   DFND 2 40,157,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,002 2,000,000 PRN   DFND 3 2,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 431 7,000 SH   DFND 1 7,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 431 7,000 SH   DFND 2 7,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 120 6,500 SH   DFND 1 6,500 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 120 6,500 SH   DFND 2 6,500 0 0
POTBELLY CORP COM 73754Y100 127 30,000 SH   DFND 1 30,000 0 0
POTBELLY CORP COM 73754Y100 422 100,000 SH   DFND 2 100,000 0 0
POTBELLY CORP COM 73754Y100 295 70,000 SH   DFND 3 70,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,870 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 10,546 112,500 SH   DFND 1 112,500 0 0
PRUDENTIAL FINL INC COM 744320102 7,155 76,323 SH   DFND 3 76,323 0 0
READY CAP CORP COM 75574U101 5,661 367,152 SH   DFND 1 367,152 0 0
READY CAP CORP COM 75574U101 13,975 906,290 SH   DFND 2 906,290 0 0
READY CAP CORP COM 75574U101 3,188 206,770 SH   DFND 3 206,770 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 6,117 102,000 SH   DFND 2 102,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 480 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 3,088 196,581 SH   DFND 1 196,581 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 8,541 543,664 SH   DFND 2 543,664 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 5,078 323,233 SH   DFND 3 323,233 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 5,439 605,053 SH   DFND 1 605,053 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 9,082 1,010,194 SH   DFND 2 1,010,194 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 6,901 743,684 SH   DFND 1 743,684 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 17,112 1,843,916 SH   DFND 2 1,843,916 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 2,215 238,652 SH   DFND 3 238,652 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 182 9,000 SH   DFND 1 9,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 182 9,000 SH   DFND 2 9,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 12,624 378,656 SH   DFND 1 378,656 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 13,011 390,238 SH   DFND 2 390,238 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 391 11,730 SH   DFND 3 11,730 0 0
STARWOOD PPTY TR INC COM 85571B105 373 15,000 SH   DFND 2 15,000 0 0
STARWOOD PPTY TR INC COM 85571B105 373 15,000 SH   DFND 3 15,000 0 0
SUNOCO LP COM UT REP LP 86765K109 122 4,000 SH   DFND 1 4,000 0 0
SUNOCO LP COM UT REP LP 86765K109 122 4,000 SH   DFND 2 4,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,290 5,000,000 PRN   DFND 1 5,000,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 15,871 15,000,000 PRN   DFND 2 15,000,000 0 0
TAPESTRY INC COM 876030107 8,941 331,500 SH   DFND 1 331,500 0 0
TAPESTRY INC COM 876030107 3,482 129,100 SH   DFND 2 129,100 0 0
TAPESTRY INC COM 876030107 6,996 259,400 SH   DFND 3 259,400 0 0
TARGA RES CORP COM 87612G101 408 10,000 SH   DFND 1 10,000 0 0
TARGA RES CORP COM 87612G101 408 10,000 SH   DFND 2 10,000 0 0
TEGNA INC COM 87901J105 1,168 70,000 SH   DFND 1 70,000 0 0
TEGNA INC COM 87901J105 1,669 100,000 SH   DFND 2 100,000 0 0
TEGNA INC COM 87901J105 501 30,000 SH   DFND 3 30,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 882 90,000 SH   DFND 1 90,000 0 0
TIVO CORP COM 88870P106 1,632 192,500 SH   DFND 1 192,500 0 0
TIVO CORP COM 88870P106 1,632 192,500 SH   DFND 2 192,500 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 10,430 581,719 SH   DFND 1 581,719 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 10,219 569,964 SH   DFND 2 569,964 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,076 60,000 SH   DFND 3 60,000 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,000 91,280 SH   DFND 1 91,280 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 1,000 91,281 SH   DFND 2 91,281 0 0
TWO HBRS INVT CORP COM NEW 90187B408 7,311 500,042 SH   DFND 1 500,042 0 0
TWO HBRS INVT CORP COM NEW 90187B408 12,642 864,735 SH   DFND 2 864,735 0 0
TWO HBRS INVT CORP COM NEW 90187B408 3,287 224,823 SH   DFND 3 224,823 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 2,154 118,721 SH   DFND 2 118,721 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 202 11,150 SH   DFND 3 11,150 0 0
VERISK ANALYTICS INC COM 92345Y106 27,806 186,191 SH   DFND 1 186,191 0 0
VIACOMCBS INC CL B 92556H206 25,193 600,271 SH   DFND 1 600,271 0 0
VIACOMCBS INC CL B 92556H206 13,898 331,153 SH   DFND 2 331,153 0 0
VIACOMCBS INC CL B 92556H206 6,898 164,355 SH   DFND 3 164,355 0 0
WELLS FARGO CO NEW COM 949746101 6,564 122,000 SH   DFND 1 122,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 236 12,000 SH   DFND 1 12,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 236 12,000 SH   DFND 2 12,000 0 0