SEC Filing | American Financial Group, Inc.

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SEC FORM 13F-HR

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 COVER PAGE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

Report for the Calendar Year or Quarter Ended:

06-30-2015

Check here if Amendment		Amendment Number:
This Amendment (Check only one.):		is a restatement.
		adds new holdings entries.

Institutional Investment Manager Filing this Report:
Name:	AMERICAN FINANCIAL GROUP INC
Address:	GREAT AMERICAN INSURANCE GROUP TOWER
	301 E. 4TH STREET
	CINCINNATI, OH 45202
Form 13F File Number:	028-04389

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:	Brian S. Hertzman
Title:	Vice President and Controller
Phone:	513-579-2153
Signature, Place, and Date of Signing:
/s/ Brian S. Hertzman		Cincinnati, OH	08-07-2015
[Signature]		[City, State]	[Date]

Report Type (Check only one.):
X	13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
	13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
	13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

Form 13F Summary Page
	Report Summary:
	Number of Other Included Managers:	2
	Form 13F Information Table Entry Total:	264
	Form 13F Information Table Value Total:	1,226,384
		(thousands)

List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
	No.	Form 13F File Number	Name
	1	28-498	Great American Insurance Company
	2	28-1258	Great American Life Insurance Company

SEC FORM 13-F Information Table

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
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	10,492	347,900	SH		DFND	1	347,900	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	10,174	337,350	SH		DFND	2	337,350	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	2,254	74,750	SH		DFND		74,750	0	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	452	8,114	SH		DFND	1	8,114	0	0
EATON CORP PLC	SHS	G29183103	776	11,500	SH		DFND	1	11,500	0	0
ENSCO PLC	SHS CLASS A	G3157S106	234	10,500	SH		DFND	1	10,500	0	0
MEDTRONIC PLC	SHS	G5960L103	7,410	100,000	SH		DFND	1	100,000	0	0
ACE LTD	SHS	H0023R105	6,406	63,000	SH		SOLE		63,000	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	6,728	65,000	SH		DFND	1	65,000	0	0
AT&T INC	COM	00206R102	728	20,500	SH		DFND	1	20,500	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	703	28,180	SH		DFND	1	28,180	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	2,552	102,238	SH		DFND	2	102,238	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	1,244	49,854	SH		DFND		49,854	0	0
ALLY FINL INC	COM	02005N100	5,383	240,000	SH		DFND	1	240,000	0	0
ALLY FINL INC	COM	02005N100	5,383	240,000	SH		DFND	2	240,000	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	3,512	191,167	SH		DFND	1	191,167	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	6,074	330,666	SH		DFND	2	330,666	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	5,506	299,767	SH		DFND		299,767	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	6,566	410,585	SH		DFND	1	410,585	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	8,665	541,920	SH		DFND	2	541,920	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	4,890	305,795	SH		DFND		305,795	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	5,053	315,000	SH		DFND	1	315,000	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	9,624	600,000	SH		DFND	2	600,000	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	1,363	85,000	SH		DFND		85,000	0	0
AMERICAN RESIDENTIAL PPTYS I	COM	02927E303	9,250	500,000	SH		DFND	2	500,000	0	0
ANNALY CAP MGMT INC	COM	035710409	1,363	148,260	SH		DFND	2	148,260	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,343	678,200	SH		DFND	1	678,200	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,542	718,450	SH		DFND	2	718,450	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,750	760,802	SH		DFND		760,802	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	6,338	431,437	SH		DFND	1	431,437	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	4,013	273,157	SH		DFND	2	273,157	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	2,850	194,000	SH		DFND		194,000	0	0
APPLE INC	COM	037833100	20,193	161,000	SH		DFND	1	161,000	0	0
APPLE INC	COM	037833100	18,174	144,900	SH		DFND	2	144,900	0	0
APPLE INC	COM	037833100	2,019	16,100	SH		DFND		16,100	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	3,888	400,000	SH		DFND	1	400,000	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	3,888	400,000	SH		DFND	2	400,000	0	0
ARCH COAL INC	COM	039380100	253	745,000	SH		DFND	1	745,000	0	0
ARCH COAL INC	COM	039380100	38	110,000	SH		DFND		110,000	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	6,904	352,950	SH		DFND	1	352,950	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	5,577	285,106	SH		DFND		285,106	0	0
BP PLC	SPONSORED ADR	055622104	3,297	82,500	SH		DFND	2	82,500	0	0
BP PLC	SPONSORED ADR	055622104	1,799	45,000	SH		DFND		45,000	0	0
BAKER HUGHES INC	COM	057224107	6,170	100,000	SH		DFND	1	100,000	0	0
BAKER HUGHES INC	COM	057224107	6,170	100,000	SH		DFND	2	100,000	0	0
BANK AMER CORP	COM	060505104	9,584	563,120	SH		DFND	1	563,120	0	0
BANK AMER CORP	COM	060505104	1,336	78,480	SH		DFND		78,480	0	0
BARCLAYS PLC	ADR	06738E204	3,379	205,500	SH		DFND	1	205,500	0	0
BARCLAYS PLC	ADR	06738E204	5,491	334,000	SH		DFND	2	334,000	0	0
BARCLAYS PLC	ADR	06738E204	4,282	260,500	SH		DFND		260,500	0	0
BERKLEY W R CORP	COM	084423102	6,076	117,000	SH		SOLE		117,000	0	0
BLACKSTONE GROUP L P	COM UNIT LTD	09253U108	1,488	36,400	SH		DFND	1	36,400	0	0
BLACKSTONE GROUP L P	COM UNIT LTD	09253U108	5,951	145,600	SH		DFND	2	145,600	0	0
CAI INTERNATIONAL INC	COM	12477X106	277	13,456	SH		DFND	1	13,456	0	0
CYS INVTS INC	COM	12673A108	8,553	1,106,500	SH		DFND	1	1,106,500	0	0
CYS INVTS INC	COM	12673A108	9,029	1,168,000	SH		DFND	2	1,168,000	0	0
CYS INVTS INC	COM	12673A108	8,933	1,155,500	SH		DFND		1,155,500	0	0
CAPITOL FED FINL INC	COM	14057J101	433	36,000	SH		DFND	1	36,000	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	1,548	55,000	SH		DFND	1	55,000	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	12,710	451,505	SH		DFND	2	451,505	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	2,787	99,000	SH		DFND		99,000	0	0
CARRIAGE SVCS INC	COM	143905107	387	16,217	SH		DFND	1	16,217	0	0
CEDAR REALTY TRUST INC	COM NEW	150602209	299	46,654	SH		DFND	1	46,654	0	0
CELGENE CORP	COM	151020104	1,157	10,000	SH		DFND	2	10,000	0	0
CELGENE CORP	COM	151020104	1,736	15,000	SH		DFND		15,000	0	0
CENTURY CMNTYS INC	COM	156504300	8,565	425,500	SH		DFND	1	425,500	0	0
CENTURY CMNTYS INC	COM	156504300	8,565	425,500	SH		DFND	2	425,500	0	0
CHEVRON CORP NEW	COM	166764100	3,743	38,800	SH		DFND	1	38,800	0	0
CHUBB CORP	COM	171232101	6,755	71,000	SH		SOLE		71,000	0	0
CISCO SYS INC	COM	17275R102	3,021	110,000	SH		DFND	1	110,000	0	0
CISCO SYS INC	COM	17275R102	6,865	250,000	SH		DFND	2	250,000	0	0
CITIGROUP INC	COM NEW	172967424	22,484	407,000	SH		DFND	1	407,000	0	0
CITIGROUP INC	COM NEW	172967424	12,595	228,000	SH		DFND	2	228,000	0	0
COACH INC	COM	189754104	6,285	181,600	SH		DFND	1	181,600	0	0
COACH INC	COM	189754104	7,039	203,400	SH		DFND		203,400	0	0
COLONY CAP INC	CL A	19624R106	634	28,000	SH		DFND	1	28,000	0	0
COLONY CAP INC	CL A	19624R106	952	42,000	SH		DFND		42,000	0	0
COMCAST CORP NEW	CL A	20030N101	6,224	103,500	SH		DFND	1	103,500	0	0
CONOCOPHILLIPS	COM	20825C104	430	7,000	SH		DFND	1	7,000	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	263	11,159	SH		DFND	1	11,159	0	0
CUSTOMERS BANCORP INC	COM	23204G100	513	19,066	SH		DFND	1	19,066	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,131	42,068	SH		DFND	2	42,068	0	0
CYRUSONE INC	COM	23283R100	313	10,643	SH		DFND	1	10,643	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,758	42,804	SH		DFND	1	42,804	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,294	31,512	SH		DFND	2	31,512	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	277	6,732	SH		DFND		6,732	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	352	5,500	SH		DFND	1	5,500	0	0
E M C CORP MASS	COM	268648102	5,146	195,000	SH		DFND	1	195,000	0	0
E M C CORP MASS	COM	268648102	5,278	200,000	SH		DFND	2	200,000	0	0
E M C CORP MASS	COM	268648102	1,452	55,000	SH		DFND		55,000	0	0
EBAY INC	COM	278642103	5,121	85,000	SH		DFND	1	85,000	0	0
EBAY INC	COM	278642103	4,422	73,400	SH		DFND	2	73,400	0	0
EBAY INC	COM	278642103	699	11,600	SH		DFND		11,600	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	5,788	312,700	SH		DFND	1	312,700	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	12,978	701,153	SH		DFND	2	701,153	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	740	40,000	SH		DFND		40,000	0	0
EMCOR GROUP INC	COM	29084Q100	284	5,946	SH		DFND	1	5,946	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	276	12,121	SH		DFND	1	12,121	0	0
FIRST FINL BANCORP OH	COM	320209109	4,160	231,867	SH		DFND	1	231,867	0	0
FIRST MERCHANTS CORP	COM	320817109	322	13,042	SH		DFND	1	13,042	0	0
FIRSTMERIT CORP	COM	337915102	241	11,587	SH		DFND	1	11,587	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	4,575	247,545	SH		DFND	1	247,545	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	4,575	247,548	SH		DFND	2	247,548	0	0
FLUSHING FINL CORP	COM	343873105	291	13,844	SH		DFND	1	13,844	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	3,911	210,000	SH		DFND	1	210,000	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,677	90,000	SH		DFND		90,000	0	0
FULL HOUSE RESORTS INC	COM	359678109	59	35,331	SH		DFND	1	35,331	0	0
FULL HOUSE RESORTS INC	COM	359678109	53	31,617	SH		DFND	2	31,617	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	15,554	788,350	SH		DFND	1	788,350	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	1,332	67,500	SH		DFND	2	67,500	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	12,659	641,611	SH		DFND		641,611	0	0
GENERAL ELECTRIC CO	COM	369604103	13,285	500,000	SH		DFND	1	500,000	0	0
GENERAL MLS INC	COM	370334104	836	15,000	SH		DFND	1	15,000	0	0
GENERAL MTRS CO	COM	37045V100	12,282	368,500	SH		DFND	1	368,500	0	0
GENERAL MTRS CO	COM	37045V100	9,049	271,500	SH		DFND		271,500	0	0
GILEAD SCIENCES INC	COM	375558103	7,903	67,500	SH		DFND	1	67,500	0	0
GILEAD SCIENCES INC	COM	375558103	3,220	27,500	SH		DFND	2	27,500	0	0
GILEAD SCIENCES INC	COM	375558103	1,171	10,000	SH		DFND		10,000	0	0
GLOBAL CASH ACCESS HLDGS INC	COM	378967103	304	39,243	SH		DFND	1	39,243	0	0
GLOBAL X FDS	GLB X MLP ENRG I	37950E226	329	18,369	SH		DFND	1	18,369	0	0
GRAY TELEVISION INC	COM	389375106	355	22,637	SH		DFND	1	22,637	0	0
GREAT AJAX CORP	COM	38983D300	355	25,050	SH		DFND	1	25,050	0	0
GREAT AJAX CORP	COM	38983D300	2,338	164,875	SH		DFND	2	164,875	0	0
GREAT AJAX CORP	COM	38983D300	3,404	240,075	SH		DFND		240,075	0	0
HSBC HLDGS PLC	SDCV 5.625%12/2	404280AR0	1,002	1,000,000	PRN		DFND	1	1,000,000	0	0
HSBC HLDGS PLC	SDCV 5.625%12/2	404280AR0	9,016	9,000,000	PRN		DFND		9,000,000	0	0
HEWLETT PACKARD CO	COM	428236103	12,342	411,250	SH		DFND	1	411,250	0	0
HEWLETT PACKARD CO	COM	428236103	3,024	100,750	SH		DFND	2	100,750	0	0
HEWLETT PACKARD CO	COM	428236103	1,740	58,000	SH		DFND		58,000	0	0
HOMESTREET INC	COM	43785V102	1,333	58,406	SH		DFND	1	58,406	0	0
HOMESTREET INC	COM	43785V102	5,294	231,970	SH		DFND	2	231,970	0	0
HOMESTREET INC	COM	43785V102	4,478	196,215	SH		DFND		196,215	0	0
IBERIABANK CORP	COM	450828108	301	4,405	SH		DFND	1	4,405	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	219	20,000	SH		DFND	1	20,000	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	219	20,000	SH		DFND	2	20,000	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	460	24,609	SH		DFND	1	24,609	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	415	22,216	SH		DFND	2	22,216	0	0
INTERVAL LEISURE GROUP INC	COM	46113M108	262	11,446	SH		DFND	1	11,446	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	1,158	80,800	SH		DFND	1	80,800	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	1,461	102,000	SH		DFND	2	102,000	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	299	20,900	SH		DFND		20,900	0	0
JPMORGAN CHASE & CO	COM	46625H100	17,618	260,000	SH		DFND	1	260,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	3,388	50,000	SH		DFND		50,000	0	0
JOHNSON & JOHNSON	COM	478160104	9,181	94,200	SH		DFND	1	94,200	0	0
KKR & CO L P DEL	COM UNITS	48248M102	3,108	136,000	SH		DFND	1	136,000	0	0
KKR & CO L P DEL	COM UNITS	48248M102	4,570	200,000	SH		DFND	2	200,000	0	0
KKR & CO L P DEL	COM UNITS	48248M102	1,462	64,000	SH		DFND		64,000	0	0
KELLOGG CO	COM	487836108	13,722	218,850	SH		DFND	1	218,850	0	0
LCNB CORP	COM	50181P100	1,860	114,785	SH		DFND	1	114,785	0	0
LCNB CORP	COM	50181P100	32	2,000	SH		DFND		2,000	0	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	248	8,214	SH		DFND	1	8,214	0	0
LEUCADIA NATL CORP	COM	527288104	191	7,896	SH		DFND	1	7,896	0	0
LEUCADIA NATL CORP	COM	527288104	202	8,315	SH		DFND	2	8,315	0	0
LEUCADIA NATL CORP	COM	527288104	6	263	SH		DFND		263	0	0
LINN ENERGY LLC	UNIT LTD LIAB	536020100	816	91,631	SH		DFND		91,631	0	0
MFA FINL INC	COM	55272X102	185	25,000	SH		DFND	1	25,000	0	0
MFA FINL INC	COM	55272X102	185	25,000	SH		DFND		25,000	0	0
MYR GROUP INC DEL	COM	55405W104	590	19,060	SH		DFND	1	19,060	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	258	3,677	SH		DFND	1	3,677	0	0
MANAGED HIGH YIELD PLUS FD I	COM	561911108	18	10,000	SH		DFND	1	10,000	0	0
MARATHON OIL CORP	COM	565849106	5,255	198,000	SH		DFND	2	198,000	0	0
MEDLEY CAP CORP	COM	58503F106	6,448	723,695	SH		DFND	1	723,695	0	0
MEDLEY CAP CORP	COM	58503F106	5,169	580,113	SH		DFND	2	580,113	0	0
MEDLEY CAP CORP	COM	58503F106	1,275	143,150	SH		DFND		143,150	0	0
MEDLEY MGMT INC	CL A COM	58503T106	3,404	287,500	SH		DFND	1	287,500	0	0
MEDLEY MGMT INC	CL A COM	58503T106	3,108	262,500	SH		DFND		262,500	0	0
METLIFE INC	COM	59156R108	8,959	160,000	SH		DFND	1	160,000	0	0
METLIFE INC	COM	59156R108	2,811	50,200	SH		DFND	2	50,200	0	0
MICROSOFT CORP	COM	594918104	19,713	446,500	SH		DFND	1	446,500	0	0
MICROSEMI CORP	COM	595137100	339	9,699	SH		DFND	1	9,699	0	0
MONDELEZ INTL INC	CL A	609207105	9,185	223,250	SH		DFND	1	223,250	0	0
NMI HLDGS INC	CL A	629209305	3,705	462,000	SH		DFND	1	462,000	0	0
NMI HLDGS INC	CL A	629209305	7,427	926,000	SH		DFND	2	926,000	0	0
NATIONAL BK HLDGS CORP	CL A	633707104	906	43,500	SH		DFND	1	43,500	0	0
NATIONAL BK HLDGS CORP	CL A	633707104	1,362	65,400	SH		DFND	2	65,400	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	306	14,682	SH		DFND	1	14,682	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	2,493	119,701	SH		DFND	2	119,701	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	3,085	148,096	SH		DFND		148,096	0	0
NATIONAL INTERSTATE CORP	COM	63654U100	278,664	10,200,000	SH		DFND	1	10,200,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	6,433	350,000	SH		DFND	1	350,000	0	0
NICE SYS LTD	SPONSORED ADR	653656108	205	3,216	SH		DFND	1	3,216	0	0
OAKTREE CAP GROUP LLC	UNIT CL A	674001201	531	10,000	SH		DFND	1	10,000	0	0
OAKTREE CAP GROUP LLC	UNIT CL A	674001201	532	10,000	SH		DFND	2	10,000	0	0
OCWEN FINL CORP	COM NEW	675746309	459	45,000	SH		DFND	1	45,000	0	0
OCWEN FINL CORP	COM NEW	675746309	459	45,000	SH		DFND	2	45,000	0	0
OMNICELL INC	COM	68213N109	352	9,329	SH		DFND	1	9,329	0	0
OMEROS CORP	COM	682143102	1,836	102,040	SH		DFND	1	102,040	0	0
OMEROS CORP	COM	682143102	2,754	153,061	SH		DFND	2	153,061	0	0
OPUS BK IRVINE CALIF	COM	684000102	272	7,506	SH		DFND	1	7,506	0	0
ORGANOVO HLDGS INC	COM	68620A104	345	91,500	SH		DFND	1	91,500	0	0
ORGANOVO HLDGS INC	COM	68620A104	603	160,000	SH		DFND	2	160,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	4,759	49,750	SH		DFND	1	49,750	0	0
PNC FINL SVCS GROUP INC	COM	693475105	5,763	60,250	SH		DFND		60,250	0	0
PACIFIC DATAVISION INC	COM	694171307	1,053	25,000	SH		DFND	1	25,000	0	0
PACIFIC DATAVISION INC	COM	694171307	1,580	37,500	SH		DFND	2	37,500	0	0
PEABODY ENERGY CORP	COM	704549104	1,007	460,000	SH		DFND	1	460,000	0	0
PEABODY ENERGY CORP	COM	704549104	701	320,000	SH		DFND		320,000	0	0
PEAK RESORTS INC	COM	70469L100	8,922	1,245,986	SH		DFND	1	1,245,986	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	10,212	630,000	SH		DFND	1	630,000	0	0
PERFICIENT INC	COM	71375U101	292	15,169	SH		DFND	1	15,169	0	0
PFIZER INC	COM	717081103	14,016	418,000	SH		DFND	1	418,000	0	0
PFIZER INC	COM	717081103	671	20,000	SH		DFND		20,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	521	6,500	SH		DFND	1	6,500	0	0
POTBELLY CORP	COM	73754Y100	368	30,000	SH		DFND	1	30,000	0	0
POTBELLY CORP	COM	73754Y100	1,225	100,000	SH		DFND	2	100,000	0	0
POTBELLY CORP	COM	73754Y100	858	70,000	SH		DFND		70,000	0	0
PREMIERE GLOBAL SVCS INC	COM	740585104	317	30,773	SH		DFND	1	30,773	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.250%12/1	74348TAC6	483	475,000	PRN		DFND	1	475,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.250%12/1	74348TAC6	829	815,000	PRN		DFND	2	815,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	7,706	8,200,000	PRN		DFND	2	8,200,000	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	3,685	500,000	SH		DFND	1	500,000	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	2,948	400,000	SH		DFND	2	400,000	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	737	100,000	SH		DFND		100,000	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	274	14,439	SH		DFND	1	14,439	0	0
PRUDENTIAL FINL INC	COM	744320102	7,659	87,500	SH		DFND	1	87,500	0	0
PRUDENTIAL FINL INC	COM	744320102	7,993	91,323	SH		DFND		91,323	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	283	17,345	SH		DFND	1	17,345	0	0
REAL IND INC	COM	75601W104	141	12,441	SH		DFND	1	12,441	0	0
REVOLUTION LIGHTING TECHNOLO	COM	76155G107	1,992	1,717,202	SH		DFND	1	1,717,202	0	0
REVOLUTION LIGHTING TECHNOLO	COM	76155G107	1,992	1,717,202	SH		DFND	2	1,717,202	0	0
REXFORD INDL RLTY INC	COM	76169C100	656	45,000	SH		DFND	1	45,000	0	0
REXFORD INDL RLTY INC	COM	76169C100	1,531	105,000	SH		DFND	2	105,000	0	0
RUDOLPH TECHNOLOGIES INC	COM	781270103	161	13,440	SH		DFND	1	13,440	0	0
SOLERA HOLDINGS INC	COM	83421A104	239	5,361	SH		DFND	1	5,361	0	0
STARWOOD PPTY TR INC	COM	85571B105	324	15,000	SH		DFND	1	15,000	0	0
STARWOOD PPTY TR INC	COM	85571B105	324	15,000	SH		DFND		15,000	0	0
STONEGATE MTG CORP	COM	86181Q300	9,119	905,555	SH		DFND	1	905,555	0	0
STONEGATE MTG CORP	COM	86181Q300	8,207	815,000	SH		DFND	2	815,000	0	0
STONEGATE MTG CORP	COM	86181Q300	912	90,556	SH		DFND		90,556	0	0
STONERIDGE INC	COM	86183P102	246	21,011	SH		DFND	1	21,011	0	0
SYNAPTICS INC	COM	87157D109	271	3,127	SH		DFND	1	3,127	0	0
SYNERGY RES CORP	COM	87164P103	148	12,985	SH		DFND	1	12,985	0	0
SYSCO CORP	COM	871829107	686	19,000	SH		DFND	1	19,000	0	0
TECK RESOURCES LTD	CL B	878742204	735	74,100	SH		DFND	1	74,100	0	0
TECK RESOURCES LTD	CL B	878742204	396	40,000	SH		DFND		40,000	0	0
THOMSON REUTERS CORP	COM	884903105	685	18,000	SH		DFND	1	18,000	0	0
TORTOISE ENERGY INFRSTRCTR C	COM	89147L100	714	19,336	SH		DFND	1	19,336	0	0
TORTOISE ENERGY INFRSTRCTR C	COM	89147L100	2,376	64,380	SH		DFND	2	64,380	0	0
TWO HBRS INVT CORP	COM	90187B101	4,480	460,000	SH		DFND	1	460,000	0	0
TWO HBRS INVT CORP	COM	90187B101	15,136	1,554,000	SH		DFND	2	1,554,000	0	0
TWO HBRS INVT CORP	COM	90187B101	5,951	611,000	SH		DFND		611,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	287	15,000	SH		DFND	1	15,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	2,776	144,871	SH		DFND	2	144,871	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	287	15,000	SH		DFND		15,000	0	0
VANGUARD INTL EQUITY INDEX F	FTSE SMCAP ETF	922042718	240	2,351	SH		DFND	1	2,351	0	0
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	922042775	352	7,265	SH		DFND	1	7,265	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	637	3,375	SH		DFND	1	3,375	0	0
VANGUARD INDEX FDS	REIT ETF	922908553	380	5,089	SH		DFND	1	5,089	0	0
VANGUARD INDEX FDS	EXTEND MKT ETF	922908652	495	5,380	SH		DFND	1	5,380	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,600	34,321	SH		DFND	2	34,321	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,158	24,853	SH		DFND		24,853	0	0
VERISK ANALYTICS INC	COM	92345Y106	13,547	186,191	SH		DFND	1	186,191	0	0
VIAD CORP	COM NEW	92552R406	241	8,882	SH		DFND	1	8,882	0	0
VIACOM INC NEW	CL B	92553P201	4,525	70,000	SH		DFND		70,000	0	0
VODAFONE GROUP PLC NEW	SPNSR ADR NO PAR	92857W308	2,595	71,181	SH		DFND	2	71,181	0	0
VODAFONE GROUP PLC NEW	SPNSR ADR NO PAR	92857W308	1,879	51,545	SH		DFND		51,545	0	0
VOLTARI CORP	COM NEW	92870X309	32	5,652	SH		DFND	1	5,652	0	0
VOLTARI CORP	COM NEW	92870X309	48	8,478	SH		DFND	2	8,478	0	0
VONAGE HLDGS CORP	COM	92886T201	187	38,134	SH		DFND	1	38,134	0	0
WEC ENERGY GROUP INC	COM	92939U106	720	16,000	SH		DFND	1	16,000	0	0
WABASH NATL CORP	COM	929566107	178	14,170	SH		DFND	1	14,170	0	0
WELLS FARGO & CO NEW	COM	949746101	15,297	272,000	SH		DFND	1	272,000	0	0
WILSHIRE BANCORP INC	COM	97186T108	383	30,289	SH		DFND	1	30,289	0	0
XCERRA CORP	COM	98400J108	289	38,140	SH		DFND	1	38,140	0	0