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 |
| APOLLO INVT CORP | COM NEW | 03761U502 | 1,680 | 106,332 | SH | DFND | 106,332 | 0 | 0 | ||
| ARES CAP CORP | COM | 04010L103 | 8,211 | 457,701 | SH | DFND | 457,701 | 0 | 0 | ||
| BLACKROCK CAPITAL INVESTMENT | COM | 092533108 | 2,286 | 379,107 | SH | DFND | 379,107 | 0 | 0 | ||
| FS KKR CAPITAL CORP | COM | 302635107 | 2,582 | 433,189 | SH | DFND | 433,189 | 0 | 0 | ||
| GREAT AJAX CORP | COM | 38983D300 | 199 | 14,186 | SH | DFND | 14,186 | 0 | 0 | ||
| GSV CAP CORP | NOTE 4.750% 3/2 | 36191JAC5 | 3,660 | 3,915,000 | SH | DFND | 3,915,000 | 0 | 0 | ||
| GSV CAP CORP | COM | 36191J101 | 1,874 | 292,793 | SH | DFND | 292,793 | 0 | 0 | ||
| MONROE CAP CORP | COM | 610335101 | 785 | 68,057 | SH | DFND | 68,057 | 0 | 0 | ||
| PENNANTPARK FLOATING RATE CA | COM | 70806A106 | 2,355 | 203,698 | SH | DFND | 203,698 | 0 | 0 | ||
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 2,088 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
| SOLAR CAP LTD | COM | 83413U100 | 4,033 | 196,442 | SH | DFND | 196,442 | 0 | 0 | ||
| SOLAR SR CAP LTD | COM | 83416M105 | 2,285 | 143,634 | SH | DFND | 143,634 | 0 | 0 | ||
| TRIPLEPOINT VENTURE GROWTH B | COM | 89677Y100 | 1,456 | 102,285 | SH | DFND | 102,285 | 0 | 0 | ||
| WHITEHORSE FIN INC | COM | 96524V106 | 3,587 | 260,854 | SH | DFND | 260,854 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 6,503 | 353,615 | SH | DFND | 1 | 353,615 | 0 | 0 | |
| ARES COML REAL ESTATE CORP | COM | 04013V108 | 3,504 | 235,775 | SH | DFND | 1 | 235,775 | 0 | 0 | |
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 10,318 | 290,000 | SH | DFND | 1 | 290,000 | 0 | 0 | |
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 6,258 | 350,000 | SH | DFND | 1 | 350,000 | 0 | 0 | |
| BROOKFIELD PROPERTY PARTRS L | UNIT LTD PARTN | G16249107 | 1,136 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| CITY OFFICE REIT INC | COM | 178587101 | 4,496 | 375,000 | SH | DFND | 1 | 375,000 | 0 | 0 | |
| CONDOR HOSPITALITY TR INC | COM NEW | 20676Y403 | 2,961 | 326,508 | SH | DFND | 1 | 326,508 | 0 | 0 | |
| EPR PPTYS | COM SH BEN INT | 26884U109 | 5,221 | 70,000 | SH | DFND | 1 | 70,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | COM | 38741L107 | 7,981 | 415,884 | SH | DFND | 1 | 415,884 | 0 | 0 | |
| GREAT AJAX CORP | COM | 38983D300 | 3,905 | 278,944 | SH | DFND | 1 | 278,944 | 0 | 0 | |
| HCP INC | COM | 40414L109 | 5,120 | 160,098 | SH | DFND | 1 | 160,098 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 6,175 | 310,000 | SH | DFND | 1 | 310,000 | 0 | 0 | |
| LADDER CAP CORP | CL A | 505743104 | 7,724 | 465,000 | SH | DFND | 1 | 465,000 | 0 | 0 | |
| MEDICAL PPTYS TRUST INC | COM | 58463J304 | 5,406 | 310,000 | SH | DFND | 1 | 310,000 | 0 | 0 | |
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 5,694 | 370,000 | SH | DFND | 1 | 370,000 | 0 | 0 | |
| NEW YORK MTG TR INC | PFD-C CONV | 649604808 | 2,572 | 105,000 | SH | DFND | 1 | 105,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | COM NEW | 84860W300 | 7,466 | 175,000 | SH | DFND | 1 | 175,000 | 0 | 0 | |
| STAG INDL INC | COM | 85254J102 | 5,236 | 173,160 | SH | DFND | 1 | 173,160 | 0 | 0 | |
| STARWOOD PPTY TR INC | COM | 85571B105 | 7,384 | 325,000 | SH | DFND | 1 | 325,000 | 0 | 0 | |
| TPG RE FIN TR INC | COM | 87266M107 | 7,427 | 385,000 | SH | DFND | 1 | 385,000 | 0 | 0 | |
| VENTAS INC | COM | 92276F100 | 4,579 | 67,000 | SH | DFND | 1 | 67,000 | 0 | 0 | |
| W P CAREY INC | COM | 92936U109 | 5,683 | 70,000 | SH | DFND | 1 | 70,000 | 0 | 0 | |
| WELLTOWER INC | COM | 95040Q104 | 4,892 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| Equity Bancshares | COM | 29460X109 | 1,597 | 59,885 | SH | DFND | 59,885 | 0 | 0 | ||