The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 7,924 | 845,637 | SH | DFND | 1 | 0 | 845,637 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 4,518 | 1,500,000 | PRN | DFND | 1 | 0 | 1,500,000 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 12,145 | 765,301 | SH | DFND | 1 | 0 | 765,301 | 0 | |
| BRISTOL MYERS SQUIBB CO | DBCV 9/1 | 110122AN8 | 1,675 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 3,746 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 2 | 20 | SH | DFND | 1 | 0 | 20 | 0 | |
| FIRST TR EXCHANGE-TRADED FD | PFD SECS INC ETF | 33739E108 | 38,920 | 2,000,000 | SH | DFND | 1 | 0 | 2,000,000 | 0 | |
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 2,020 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| GOLDMAN SACHS MLP ENERGY REN | SHS | 38147U107 | 7,809 | 408,185 | SH | DFND | 1 | 0 | 408,185 | 0 | |
| GOLUB CAP BDC INC | COM | 38173M102 | 9,949 | 556,139 | SH | DFND | 1 | 0 | 556,139 | 0 | |
| HERCULES CAPITAL INC | COM | 427096508 | 2,957 | 244,367 | SH | DFND | 1 | 0 | 244,367 | 0 | |
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,497 | 80,305 | SH | DFND | 1 | 0 | 80,305 | 0 | |
| INGERSOLL-RAND PLC | SHS | G47791101 | 440 | 5,151 | SH | DFND | 1 | 0 | 5,151 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 29,717 | 347,000 | SH | DFND | 1 | 0 | 347,000 | 0 | |
| ISHARES TR | S&P US PFD STK | 464288687 | 64,085 | 1,706,200 | SH | DFND | 1 | 0 | 1,706,200 | 0 | |
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 20,270 | 398,000 | SH | DFND | 1 | 0 | 398,000 | 0 | |
| MAIN STREET CAPITAL CORP | COM | 56035L104 | 5,166 | 140,000 | SH | DFND | 1 | 0 | 140,000 | 0 | |
| POWERSHARES ETF TRUST | FINL PFD PTFL | 73935X229 | 18,550 | 1,000,000 | SH | DFND | 1 | 0 | 1,000,000 | 0 | |
| POWERSHARES ETF TRUST II | PFD PORTFOLIO | 73936T565 | 51,865 | 3,552,423 | SH | DFND | 1 | 0 | 3,552,423 | 0 | |
| SOLAR CAP LTD | COM | 83413U100 | 4,976 | 245,000 | SH | DFND | 1 | 0 | 245,000 | 0 | |
| SPDR SERIEs TRUST | BLOOMBERG BRCLYS | 78464A417 | 21,510 | 600,000 | SH | DFND | 1 | 0 | 600,000 | 0 | |
| TCP CAP CORP | COM | 87238Q103 | 28,609 | 2,011,900 | SH | DFND | 1 | 0 | 2,011,900 | 0 | |
| TCP CAP CORP | NOTE 4.625% 3/0 | 87238QAD5 | 10,071 | 10,000,000 | PRN | DFND | 1 | 0 | 10,000,000 | 0 | |
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 10,525 | 589,305 | SH | DFND | 1 | 0 | 589,305 | 0 | |
| WELLTOWER INC | COM | 95040Q104 | 422 | 7,747 | SH | DFND | 1 | 0 | 7,747 | 0 | |