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 A G NAMEN AKT D18190898 425 66,168 SH   DFND 1 66,168 0 0
DEUTSCHE BANK A G NAMEN AKT D18190898 239 37,200 SH   DFND 2 37,200 0 0
DEUTSCHE BANK A G NAMEN AKT D18190898 395 61,631 SH   DFND 3 61,631 0 0
ATHENE HLDG LTD CL A G0684D107 2,234 90,000 SH   DFND 1 90,000 0 0
ATHENE HLDG LTD CL A G0684D107 2,234 90,000 SH   DFND 2 90,000 0 0
AXOVANT GENE THERAPIES LTD COM G0750W203 26 10,774 SH   DFND 1 10,774 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 162 15,000 SH   DFND 1 15,000 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 162 15,000 SH   DFND 2 15,000 0 0
ENDO INTL PLC SHS G30401106 724 195,690 SH   DFND 1 195,690 0 0
ENDO INTL PLC SHS G30401106 117 31,500 SH   DFND 3 31,500 0 0
INVESCO LTD SHS G491BT108 6,765 745,000 SH   DFND 1 745,000 0 0
INVESCO LTD SHS G491BT108 6,765 745,000 SH   DFND 2 745,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 129 64,900 SH   DFND 1 64,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 47 23,550 SH   DFND 3 23,550 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,282 125,000 SH   DFND 1 125,000 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,282 125,000 SH   DFND 2 125,000 0 0
CHUBB LIMITED COM H1467J104 11,809 105,734 SH   SOLE   105,734 0 0
MYLAN NV SHS EURO N59465109 745 50,000 SH   DFND 1 50,000 0 0
MYLAN NV SHS EURO N59465109 1,491 100,000 SH   DFND 2 100,000 0 0
MYLAN NV SHS EURO N59465109 745 50,000 SH   DFND 3 50,000 0 0
AGNC INVT CORP COM 00123Q104 1,675 158,300 SH   DFND 1 158,300 0 0
AGNC INVT CORP COM 00123Q104 3,647 344,666 SH   DFND 2 344,666 0 0
AGNC INVT CORP COM 00123Q104 2,135 201,834 SH   DFND 3 201,834 0 0
ABBVIE INC COM 00287Y109 6,476 85,000 SH   DFND 1 85,000 0 0
ABBVIE INC COM 00287Y109 6,476 85,000 SH   DFND 2 85,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 4,872 106,917 SH   DFND 1 106,917 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 346 68,260 SH   DFND 2 68,260 0 0
ANTERO MIDSTREAM CORP COM 03676B102 36 17,000 SH   DFND 1 17,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 36 17,000 SH   DFND 2 17,000 0 0
ANTERIX INC COM 03676C100 16,412 359,352 SH   DFND 1 359,352 0 0
ANTERIX INC COM 03676C100 26,572 581,824 SH   DFND 2 581,824 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 754 667,250 SH   DFND 1 667,250 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 420 371,450 SH   DFND 2 371,450 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 429 379,250 SH   DFND 3 379,250 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,075 144,912 SH   DFND 1 144,912 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,447 195,071 SH   DFND 2 195,071 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 260 35,242 SH   DFND 3 35,242 0 0
APPLE INC COM 037833100 6,141 24,150 SH   DFND 1 24,150 0 0
APPLE INC COM 037833100 7,247 28,500 SH   DFND 2 28,500 0 0
APPLE INC COM 037833100 1,106 4,350 SH   DFND 3 4,350 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,244 133,333 SH   DFND 1 133,333 0 0
ARLINGTON ASSET INVST CORP CL A NEW 041356205 1,754 800,842 SH   DFND 1 800,842 0 0
ARLINGTON ASSET INVST CORP CL A NEW 041356205 1,321 603,006 SH   DFND 3 603,006 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 172 18,500 SH   DFND 1 18,500 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 172 18,500 SH   DFND 2 18,500 0 0
BP PLC SPONSORED ADR 055622104 2,012 82,500 SH   DFND 2 82,500 0 0
BARCLAYS PLC ADR 06738E204 911 201,000 SH   DFND 1 201,000 0 0
BARCLAYS PLC ADR 06738E204 784 173,000 SH   DFND 3 173,000 0 0
BERKLEY W R CORP COM 084423102 9,156 175,500 SH   SOLE   175,500 0 0
BIOGEN INC COM 09062X103 1,107 3,500 SH   DFND 1 3,500 0 0
BIOGEN INC COM 09062X103 1,107 3,500 SH   DFND 2 3,500 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,151 1,500,000 PRN   DFND 1 1,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 6,137 8,000,000 PRN   DFND 2 8,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 384 500,000 PRN   DFND 3 500,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 250 10,363 SH   DFND 1 10,363 0 0
BRIGHTHOUSE FINL INC COM 10922N103 24 999 SH   DFND 3 999 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,672 30,000 SH   DFND 1 30,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,672 30,000 SH   DFND 3 30,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 114 30,000 SH   DFND 1 30,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 114 30,000 SH   DFND 3 30,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 154 19,000 SH   DFND 1 19,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 154 19,000 SH   DFND 2 19,000 0 0
CVS HEALTH CORP COM 126650100 9,493 160,000 SH   DFND 1 160,000 0 0
CVS HEALTH CORP COM 126650100 9,493 160,000 SH   DFND 2 160,000 0 0
CAPITOL FED FINL INC COM 14057J101 418 36,000 SH   DFND 1 36,000 0 0
CENTURY CMNTYS INC COM 156504300 3,192 219,989 SH   DFND 1 219,989 0 0
CENTURY CMNTYS INC COM 156504300 3,192 219,988 SH   DFND 2 219,988 0 0
CERENCE INC COM 156727109 385 25,000 SH   DFND 1 25,000 0 0
CERENCE INC COM 156727109 385 25,000 SH   DFND 2 25,000 0 0
CITIGROUP INC COM NEW 172967424 21,492 510,260 SH   DFND 1 510,260 0 0
CITIGROUP INC COM NEW 172967424 8,095 192,180 SH   DFND 2 192,180 0 0
CITIGROUP INC COM NEW 172967424 529 12,560 SH   DFND 3 12,560 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 7,355 391,000 SH   DFND 1 391,000 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 4,702 250,000 SH   DFND 2 250,000 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 1,110 59,000 SH   DFND 3 59,000 0 0
CLIPPER RLTY INC COM 18885T306 1,927 372,044 SH   DFND 1 372,044 0 0
CLIPPER RLTY INC COM 18885T306 2,891 558,067 SH   DFND 2 558,067 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 18,056 21,500,000 PRN   DFND 2 21,500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 7,471 10,000,000 PRN   DFND 2 10,000,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 4,936 2,820,430 SH   DFND 1 2,820,430 0 0
COLONY CAP INC NEW CL A COM 19626G108 1,307 746,906 SH   DFND 2 746,906 0 0
COLONY CAP INC NEW CL A COM 19626G108 287 164,039 SH   DFND 3 164,039 0 0
COMCAST CORP NEW CL A 20030N101 7,117 207,000 SH   DFND 1 207,000 0 0
CONOCOPHILLIPS COM 20825C104 216 7,000 SH   DFND 3 7,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1,629 385,030 SH   DFND 1 385,030 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1,629 385,031 SH   DFND 2 385,031 0 0
CUSTOMERS BANCORP INC COM 23204G100 3,641 333,114 SH   DFND 1 333,114 0 0
CUSTOMERS BANCORP INC COM 23204G100 3,641 333,115 SH   DFND 2 333,115 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 41 10,000 SH   DFND 1 10,000 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 41 10,000 SH   DFND 2 10,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,164 40,804 SH   DFND 1 40,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,006 35,244 SH   DFND 2 35,244 0 0
DISH NETWORK CORPORATION CL A 25470M109 600 30,000 SH   DFND 1 30,000 0 0
DISH NETWORK CORPORATION CL A 25470M109 600 30,000 SH   DFND 2 30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 118 10,000 SH   DFND 1 10,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 118 10,000 SH   DFND 2 10,000 0 0
ELLINGTON FINANCIAL INC COM 28852N109 2,562 448,623 SH   DFND 1 448,623 0 0
ELLINGTON FINANCIAL INC COM 28852N109 7,186 1,258,539 SH   DFND 2 1,258,539 0 0
ELLINGTON FINANCIAL INC COM 28852N109 1,142 200,000 SH   DFND 3 200,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 26 10,000 SH   DFND 1 10,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 26 10,000 SH   DFND 2 10,000 0 0
ENBRIDGE INC COM 29250N105 439 15,075 SH   DFND 2 15,075 0 0
ENBRIDGE INC COM 29250N105 49 1,675 SH   DFND 3 1,675 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,419 308,520 SH   DFND 1 308,520 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 7,758 1,686,504 SH   DFND 2 1,686,504 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 356 77,376 SH   DFND 3 77,376 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,087 635,834 SH   DFND 1 635,834 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,087 635,835 SH   DFND 2 635,835 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 3,432 240,000 SH   DFND 1 240,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 3,432 240,000 SH   DFND 2 240,000 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 227 8,500 SH   DFND 1 8,500 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 227 8,500 SH   DFND 2 8,500 0 0
FIFTH THIRD BANCORP COM 316773100 4,492 302,500 SH   DFND 1 302,500 0 0
FIFTH THIRD BANCORP COM 316773100 5,606 377,500 SH   DFND 2 377,500 0 0
FIFTH THIRD BANCORP COM 316773100 1,114 75,000 SH   DFND 3 75,000 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,250 158,850 SH   DFND 1 158,850 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,250 158,850 SH   DFND 2 158,850 0 0
FRANCHISE GROUP INC COM 35180X105 1,335 153,164 SH   DFND 1 153,164 0 0
FRANCHISE GROUP INC COM 35180X105 1,335 153,164 SH   DFND 2 153,164 0 0
FRANKLIN RESOURCES INC COM 354613101 1,061 63,550 SH   DFND 1 63,550 0 0
FRANKLIN RESOURCES INC COM 354613101 1,850 110,850 SH   DFND 2 110,850 0 0
FRANKLIN RESOURCES INC COM 354613101 928 55,600 SH   DFND 3 55,600 0 0
FULL HOUSE RESORTS INC COM 359678109 44 35,331 SH   DFND 1 35,331 0 0
FULL HOUSE RESORTS INC COM 359678109 24 19,069 SH   DFND 2 19,069 0 0
GENERAL MTRS CO COM 37045V100 16,159 777,600 SH   DFND 1 777,600 0 0
GENERAL MTRS CO COM 37045V100 6,492 312,400 SH   DFND 3 312,400 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 39 10,000 SH   DFND 1 10,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 39 10,000 SH   DFND 2 10,000 0 0
GILEAD SCIENCES INC COM 375558103 4,646 62,143 SH   DFND 1 62,143 0 0
GILEAD SCIENCES INC COM 375558103 1,976 26,428 SH   DFND 2 26,428 0 0
GILEAD SCIENCES INC COM 375558103 854 11,429 SH   DFND 3 11,429 0 0
GRANITE PT MTG TR INC COM 38741L107 199 39,231 SH   DFND 1 39,231 0 0
GRANITE PT MTG TR INC COM 38741L107 627 123,667 SH   DFND 2 123,667 0 0
GRANITE PT MTG TR INC COM 38741L107 212 41,790 SH   DFND 3 41,790 0 0
GRAY TELEVISION INC COM 389375106 5,840 543,797 SH   DFND 1 543,797 0 0
GRAY TELEVISION INC COM 389375106 6,608 615,298 SH   DFND 2 615,298 0 0
GRAY TELEVISION INC COM 389375106 1,842 171,500 SH   DFND 3 171,500 0 0
HC2 HLDGS INC COM 404139107 1,561 1,007,421 SH   DFND 2 1,007,421 0 0
HANESBRANDS INC COM 410345102 866 110,000 SH   DFND 1 110,000 0 0
HANESBRANDS INC COM 410345102 315 40,000 SH   DFND 3 40,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 168 16,500 SH   DFND 1 16,500 0 0
HESS MIDSTREAM LP CL A SHS 428103105 168 16,500 SH   DFND 2 16,500 0 0
HOWARD BANCORP INC COM 442496105 1,128 103,900 SH   DFND 1 103,900 0 0
HOWARD BANCORP INC COM 442496105 1,128 103,900 SH   DFND 2 103,900 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 17 20,000 SH   DFND 1 20,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 326 24,609 SH   DFND 1 24,609 0 0
INSTEEL INDUSTRIES INC COM 45774W108 294 22,216 SH   DFND 2 22,216 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 208 61,000 SH   DFND 1 61,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 419 122,900 SH   DFND 2 122,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 68 19,800 SH   DFND 3 19,800 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 299 10,000 SH   DFND 1 10,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 299 10,000 SH   DFND 2 10,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 112 8,159 SH   DFND 1 8,159 0 0
JEFFERIES FINL GROUP INC COM 47233W109 114 8,315 SH   DFND 2 8,315 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 1,786 492,098 SH   DFND 1 492,098 0 0
KAYNE ANDERSN MLP MIDS INVT COM 486606106 1,786 492,096 SH   DFND 2 492,096 0 0
KELLOGG CO COM 487836108 2,331 38,850 SH   DFND 1 38,850 0 0
KRAFT HEINZ CO COM 500754106 2,721 110,000 SH   DFND 1 110,000 0 0
LCNB CORP COM 50181P100 1,158 91,920 SH   DFND 1 91,920 0 0
LCNB CORP COM 50181P100 21 1,662 SH   DFND 3 1,662 0 0
LEGACY HOUSING CORP COM 52472M101 872 94,285 SH   DFND 1 94,285 0 0
LEGACY HOUSING CORP COM 52472M101 872 94,282 SH   DFND 2 94,282 0 0
MFA FINL INC COM 55272X102 39 25,000 SH   DFND 2 25,000 0 0
MFA FINL INC COM 55272X102 39 25,000 SH   DFND 3 25,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 9,015 15,000,000 PRN   DFND 2 15,000,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 209 18,000 SH   DFND 1 18,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 209 18,000 SH   DFND 2 18,000 0 0
MACYS INC COM 55616P104 663 135,000 SH   DFND 1 135,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 365 10,000 SH   DFND 1 10,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 365 10,000 SH   DFND 2 10,000 0 0
MEDLEY CAP CORP COM 58503F106 628 1,080,073 SH   DFND 1 1,080,073 0 0
MEDLEY CAP CORP COM 58503F106 574 987,442 SH   DFND 2 987,442 0 0
MEDLEY CAP CORP COM 58503F106 120 206,498 SH   DFND 3 206,498 0 0
MEDLEY MGMT INC CL A COM 58503T106 188 276,350 SH   DFND 1 276,350 0 0
MEDLEY MGMT INC CL A COM 58503T106 206 302,750 SH   DFND 3 302,750 0 0
METLIFE INC COM 59156R108 3,485 114,000 SH   DFND 1 114,000 0 0
METLIFE INC COM 59156R108 337 11,010 SH   DFND 3 11,010 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 975 25,000 SH   DFND 1 25,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,286 350,000 SH   DFND 1 350,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2,135 3,750,000 PRN   DFND 1 3,750,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 9,715 17,063,000 PRN   DFND 2 17,063,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,161 2,039,000 PRN   DFND 3 2,039,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,271 229,882 SH   DFND 1 229,882 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,999 242,483 SH   DFND 2 242,483 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 727 12,600 SH   DFND 3 12,600 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 59 17,000 SH   DFND 1 17,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 59 17,000 SH   DFND 2 17,000 0 0
NUTRIEN LTD COM 67077M108 1,697 50,000 SH   DFND 1 50,000 0 0
NUTRIEN LTD COM 67077M108 1,697 50,000 SH   DFND 2 50,000 0 0
OMEROS CORP COM 682143102 1,820 136,113 SH   DFND 1 136,113 0 0
OMEROS CORP COM 682143102 2,730 204,171 SH   DFND 2 204,171 0 0
ORGANOVO HLDGS INC COM 68620A104 38 91,500 SH   DFND 1 91,500 0 0
ORGANOVO HLDGS INC COM 68620A104 66 160,000 SH   DFND 2 160,000 0 0
ONEOK INC NEW COM 682680103 142 6,500 SH   DFND 1 6,500 0 0
ONEOK INC NEW COM 682680103 142 6,500 SH   DFND 2 6,500 0 0
PJT PARTNERS INC COM CL A 69343T107 377 8,690 SH   DFND 2 8,690 0 0
PJT PARTNERS INC COM CL A 69343T107 48 1,110 SH   DFND 3 1,110 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7,909 8,184,000 PRN   DFND 1 8,184,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 38,807 40,157,000 PRN   DFND 2 40,157,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,933 2,000,000 PRN   DFND 3 2,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 291 8,000 SH   DFND 1 8,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 291 8,000 SH   DFND 2 8,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,226 421,500 SH   DFND 1 421,500 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,226 421,500 SH   DFND 2 421,500 0 0
POTBELLY CORP COM 73754Y100 93 30,000 SH   DFND 1 30,000 0 0
POTBELLY CORP COM 73754Y100 309 100,000 SH   DFND 2 100,000 0 0
POTBELLY CORP COM 73754Y100 216 70,000 SH   DFND 3 70,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,662 11,760,000 PRN   DFND 2 11,760,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 436 440,000 PRN   DFND 3 440,000 0 0
PRUDENTIAL FINL INC COM 744320102 5,866 112,500 SH   DFND 1 112,500 0 0
PRUDENTIAL FINL INC COM 744320102 3,979 76,323 SH   DFND 3 76,323 0 0
READY CAP CORP COM 75574U101 1,044 144,600 SH   DFND 1 144,600 0 0
READY CAP CORP COM 75574U101 2,575 356,710 SH   DFND 2 356,710 0 0
READY CAP CORP COM 75574U101 586 81,219 SH   DFND 3 81,219 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 654 1,000,000 PRN   DFND 1 1,000,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 4,582 7,000,000 PRN   DFND 2 7,000,000 0 0
RENT A CTR INC NEW COM 76009N100 848 60,000 SH   DFND 1 60,000 0 0
RENT A CTR INC NEW COM 76009N100 848 60,000 SH   DFND 2 60,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 3,331 102,000 SH   DFND 2 102,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 261 8,000 SH   DFND 3 8,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 227 6,500 SH   DFND 3 6,500 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 2,599 344,701 SH   DFND 1 344,701 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 5,506 730,259 SH   DFND 2 730,259 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 2,705 358,713 SH   DFND 3 358,713 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 1,252 605,053 SH   DFND 1 605,053 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 2,091 1,010,194 SH   DFND 2 1,010,194 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 2,402 743,684 SH   DFND 1 743,684 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 5,956 1,843,916 SH   DFND 2 1,843,916 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 771 238,652 SH   DFND 3 238,652 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 120 12,000 SH   DFND 1 12,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 120 12,000 SH   DFND 2 12,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,501 528,656 SH   DFND 1 528,656 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,848 550,238 SH   DFND 2 550,238 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 349 21,730 SH   DFND 3 21,730 0 0
STARWOOD PPTY TR INC COM 85571B105 154 15,000 SH   DFND 2 15,000 0 0
STARWOOD PPTY TR INC COM 85571B105 154 15,000 SH   DFND 3 15,000 0 0
SUNOCO LP COM UT REP LP 86765K109 203 13,000 SH   DFND 1 13,000 0 0
SUNOCO LP COM UT REP LP 86765K109 203 13,000 SH   DFND 2 13,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4,538 5,000,000 PRN   DFND 1 5,000,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 13,613 15,000,000 PRN   DFND 2 15,000,000 0 0
TAPESTRY INC COM 876030107 4,293 331,500 SH   DFND 1 331,500 0 0
TAPESTRY INC COM 876030107 1,672 129,100 SH   DFND 2 129,100 0 0
TAPESTRY INC COM 876030107 3,359 259,400 SH   DFND 3 259,400 0 0
TARGA RES CORP COM 87612G101 100 14,500 SH   DFND 1 14,500 0 0
TARGA RES CORP COM 87612G101 100 14,500 SH   DFND 2 14,500 0 0
TEGNA INC COM 87901J105 760 70,000 SH   DFND 1 70,000 0 0
TEGNA INC COM 87901J105 1,086 100,000 SH   DFND 2 100,000 0 0
TEGNA INC COM 87901J105 326 30,000 SH   DFND 3 30,000 0 0
TIVO CORP COM 88870P106 4,598 649,495 SH   DFND 1 649,495 0 0
TIVO CORP COM 88870P106 4,598 649,496 SH   DFND 2 649,496 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,489 581,719 SH   DFND 1 581,719 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 1,459 569,964 SH   DFND 2 569,964 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 154 60,000 SH   DFND 3 60,000 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 78 91,280 SH   DFND 1 91,280 0 0
TORTOISE MIDSTRM ENERGY FD I COM 89148B101 78 91,281 SH   DFND 2 91,281 0 0
TWO HBRS INVT CORP COM NEW 90187B408 1,905 500,042 SH   DFND 1 500,042 0 0
TWO HBRS INVT CORP COM NEW 90187B408 3,295 864,735 SH   DFND 2 864,735 0 0
TWO HBRS INVT CORP COM NEW 90187B408 857 224,823 SH   DFND 3 224,823 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 13,847 15,600,000 PRN   DFND 1 15,600,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 45,379 51,122,000 PRN   DFND 2 51,122,000 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 85 15,000 SH   DFND 1 15,000 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 757 133,721 SH   DFND 2 133,721 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 63 11,150 SH   DFND 3 11,150 0 0
UNITED RENTALS INC COM 911363109 4,373 42,500 SH   DFND 1 42,500 0 0
UNITED RENTALS INC COM 911363109 4,373 42,500 SH   DFND 2 42,500 0 0
VENTAS INC COM 92276F100 2,412 90,000 SH   DFND 1 90,000 0 0
VENTAS INC COM 92276F100 5,293 197,500 SH   DFND 2 197,500 0 0
VENTAS INC COM 92276F100 2,881 107,500 SH   DFND 3 107,500 0 0
VERISK ANALYTICS INC COM 92345Y106 25,951 186,191 SH   DFND 1 186,191 0 0
VIACOMCBS INC CL B 92556H206 9,250 660,271 SH   DFND 1 660,271 0 0
VIACOMCBS INC CL B 92556H206 5,480 391,153 SH   DFND 2 391,153 0 0
VIACOMCBS INC CL B 92556H206 2,303 164,355 SH   DFND 3 164,355 0 0
VIVINT SMART HOME INC COM CL A 928542109 9,900 789,473 SH   DFND 1 789,473 0 0
VIVINT SMART HOME INC COM CL A 928542109 23,100 1,842,106 SH   DFND 2 1,842,106 0 0
WELLS FARGO CO NEW COM 949746101 5,654 197,000 SH   DFND 1 197,000 0 0
WELLS FARGO CO NEW COM 949746101 2,153 75,000 SH   DFND 2 75,000 0 0
WELLTOWER INC COM 95040Q104 2,632 57,500 SH   DFND 1 57,500 0 0
WELLTOWER INC COM 95040Q104 4,543 99,240 SH   DFND 2 99,240 0 0
WELLTOWER INC COM 95040Q104 1,909 41,700 SH   DFND 3 41,700 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 57 17,500 SH   DFND 1 17,500 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 57 17,500 SH   DFND 2 17,500 0 0
XPERI CORP COM 98421B100 8,237 592,151 SH   DFND 1 592,151 0 0
XPERI CORP COM 98421B100 8,237 592,151 SH   DFND 2 592,151 0 0