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: | 06-30-2017 |
| 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 | 08-04-2017 |
| [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: | 3 | | |
| Form 13F Information Table Entry Total: | 217 |
| Form 13F Information Table Value Total: | 1,046,220 |
| (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 |
| 3 | 28-17123 | Great American Holding, Inc |
SEC FORM 13-F Information Table
|
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 |
| 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 | 1,177 | 66,168 | SH | | DFND | 1 | 66,168 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 1,996 | 112,200 | SH | | DFND | 2 | 112,200 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 1,096 | 61,631 | SH | | DFND | 3 | 61,631 | 0 | 0 |
| ALLERGAN PLC | SHS | G0177J108 | 1,215 | 5,000 | SH | | DFND | 2 | 5,000 | 0 | 0 |
| ALLERGAN PLC | SHS | G0177J108 | 1,215 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| AXOVANT SCIENCES LTD | COM | G0750W104 | 1,999 | 86,197 | SH | | DFND | 1 | 86,197 | 0 | 0 |
| AXOVANT SCIENCES LTD | COM | G0750W104 | 1,999 | 86,198 | SH | | DFND | 2 | 86,198 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 4,286 | 383,690 | SH | | DFND | 1 | 383,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 4,286 | 383,690 | SH | | DFND | 2 | 383,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 452 | 40,500 | SH | | DFND | 3 | 40,500 | 0 | 0 |
| LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 2,676 | 125,000 | SH | | DFND | 1 | 125,000 | 0 | 0 |
| LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 2,676 | 125,000 | SH | | DFND | 2 | 125,000 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 5,776 | 128,900 | SH | | DFND | 1 | 128,900 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 12,621 | 281,650 | SH | | DFND | 2 | 281,650 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 2,131 | 47,550 | SH | | DFND | 3 | 47,550 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 | 7,544 | 85,000 | SH | | DFND | 1 | 85,000 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | 15,372 | 105,734 | SH | | SOLE | | 105,734 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 1,941 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 3,882 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 1,941 | 50,000 | SH | | DFND | 3 | 50,000 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 3,037 | 142,667 | SH | | DFND | 1 | 142,667 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 9,467 | 444,666 | SH | | DFND | 2 | 444,666 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 4,630 | 217,467 | SH | | DFND | 3 | 217,467 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 3,988 | 55,000 | SH | | DFND | 1 | 55,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 11,167 | 154,000 | SH | | DFND | 2 | 154,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 798 | 11,000 | SH | | DFND | 3 | 11,000 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 1,659 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 8,255 | 395,000 | SH | | DFND | 1 | 395,000 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 8,255 | 395,000 | SH | | DFND | 2 | 395,000 | 0 | 0 |
| ANNALY CAP MGMT INC | COM | 035710409 | 1,787 | 148,260 | SH | | DFND | 2 | 148,260 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 3,492 | 580,950 | SH | | DFND | 1 | 580,950 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 2,232 | 371,450 | SH | | DFND | 2 | 371,450 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 2,798 | 465,550 | SH | | DFND | 3 | 465,550 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 2,688 | 144,912 | SH | | DFND | 1 | 144,912 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 3,619 | 195,071 | SH | | DFND | 2 | 195,071 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 654 | 35,243 | SH | | DFND | 3 | 35,243 | 0 | 0 |
| APPLE INC | COM | 037833100 | 20,868 | 144,900 | SH | | DFND | 1 | 144,900 | 0 | 0 |
| APPLE INC | COM | 037833100 | 23,187 | 161,000 | SH | | DFND | 2 | 161,000 | 0 | 0 |
| APPLE INC | COM | 037833100 | 2,319 | 16,100 | SH | | DFND | 3 | 16,100 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 3,031 | 133,333 | SH | | DFND | 1 | 133,333 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 3,030 | 133,333 | SH | | DFND | 2 | 133,333 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 10,948 | 800,842 | SH | | DFND | 1 | 800,842 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 8,243 | 603,006 | SH | | DFND | 3 | 603,006 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 2,859 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 36,802 | 35,000,000 | PRN | | DFND | 2 | 35,000,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 1,403 | 132,500 | SH | | DFND | 1 | 132,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 4,067 | 384,000 | SH | | DFND | 2 | 384,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,557 | 241,500 | SH | | DFND | 3 | 241,500 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 | 8,093 | 117,000 | SH | | SOLE | | 117,000 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 950 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 950 | 3,500 | SH | | DFND | 2 | 3,500 | 0 | 0 |
| BIOVERATIV INC | COM | 09075E100 | 105 | 1,750 | SH | | DFND | 1 | 1,750 | 0 | 0 |
| BIOVERATIV INC | COM | 09075E100 | 105 | 1,750 | SH | | DFND | 2 | 1,750 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 11,592 | 347,600 | SH | | DFND | 2 | 347,600 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 1,481 | 44,400 | SH | | DFND | 3 | 44,400 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 8,124 | 966,000 | SH | | DFND | 1 | 966,000 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 12,321 | 1,465,000 | SH | | DFND | 2 | 1,465,000 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 7,552 | 898,000 | SH | | DFND | 3 | 898,000 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 512 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 19,405 | 982,541 | SH | | DFND | 2 | 982,541 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 1,390 | 70,373 | SH | | DFND | 3 | 70,373 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 1,299 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 1,948 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 10,552 | 425,500 | SH | | DFND | 1 | 425,500 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 10,552 | 425,500 | SH | | DFND | 2 | 425,500 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 3,130 | 100,000 | SH | | DFND | 1 | 100,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 7,825 | 250,000 | SH | | DFND | 2 | 250,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 313 | 10,000 | SH | | DFND | 3 | 10,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 26,505 | 396,300 | SH | | DFND | 1 | 396,300 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 15,249 | 228,000 | SH | | DFND | 2 | 228,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 716 | 10,700 | SH | | DFND | 3 | 10,700 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 5,484 | 444,444 | SH | | DFND | 1 | 444,444 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 8,227 | 666,667 | SH | | DFND | 2 | 666,667 | 0 | 0 |
| COACH INC | COM | 189754104 | 7,589 | 160,300 | SH | | DFND | 1 | 160,300 | 0 | 0 |
| COACH INC | COM | 189754104 | 10,637 | 224,700 | SH | | DFND | 3 | 224,700 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 27,567 | 1,956,468 | SH | | DFND | 1 | 1,956,468 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 7,480 | 530,868 | SH | | DFND | 2 | 530,868 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 2,311 | 164,039 | SH | | DFND | 3 | 164,039 | 0 | 0 |
| COLONY STARWOOD HOMES | COM | 19625X102 | 103 | 3,000 | SH | | DFND | 2 | 3,000 | 0 | 0 |
| COLONY STARWOOD HOMES | COM | 19625X102 | 103 | 3,000 | SH | | DFND | 3 | 3,000 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 8,056 | 207,000 | SH | | DFND | 1 | 207,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 308 | 7,000 | SH | | DFND | 3 | 7,000 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 1,192 | 19,505 | SH | | DFND | 1 | 19,505 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 1,362 | 22,292 | SH | | DFND | 2 | 22,292 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 511 | 8,358 | SH | | DFND | 3 | 8,358 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,193 | 40,804 | SH | | DFND | 1 | 40,804 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,894 | 35,244 | SH | | DFND | 2 | 35,244 | 0 | 0 |
| EBAY INC | COM | 278642103 | 1,760 | 50,400 | SH | | DFND | 1 | 50,400 | 0 | 0 |
| EBAY INC | COM | 278642103 | 265 | 7,600 | SH | | DFND | 3 | 7,600 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 5,069 | 312,700 | SH | | DFND | 1 | 312,700 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 11,949 | 737,153 | SH | | DFND | 2 | 737,153 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 720 | 45,000 | SH | | DFND | 2 | 45,000 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 80 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 9,910 | 486,000 | SH | | DFND | 2 | 486,000 | 0 | 0 |
| ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 1,101 | 54,000 | SH | | DFND | 3 | 54,000 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 4,190 | 93,550 | SH | | DFND | 1 | 93,550 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 7,204 | 160,850 | SH | | DFND | 2 | 160,850 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 3,386 | 75,600 | SH | | DFND | 3 | 75,600 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 87 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 78 | 31,617 | SH | | DFND | 2 | 31,617 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 14,086 | 861,550 | SH | | DFND | 1 | 861,550 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 1,337 | 81,750 | SH | | DFND | 2 | 81,750 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 15,928 | 974,161 | SH | | DFND | 3 | 974,161 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 22,055 | 631,400 | SH | | DFND | 1 | 631,400 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 16,019 | 458,600 | SH | | DFND | 3 | 458,600 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 5,460 | 77,143 | SH | | DFND | 1 | 77,143 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 2,224 | 31,428 | SH | | DFND | 2 | 31,428 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 809 | 11,429 | SH | | DFND | 3 | 11,429 | 0 | 0 |
| GLOBAL X FDS | GLB X MLP ENRG I | 37950E226 | 361 | 26,146 | SH | | DFND | 3 | 26,146 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 10,982 | 785,571 | SH | | DFND | 2 | 785,571 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 10,983 | 785,619 | SH | | DFND | 3 | 785,619 | 0 | 0 |
| HC2 HLDGS INC | COM | 404139107 | 5,924 | 1,007,421 | SH | | DFND | 2 | 1,007,421 | 0 | 0 |
| HSBC HLDGS PLC | SDCV 5.625%12/3 | 404280AR0 | 10,202 | 10,000,000 | PRN | | DFND | 3 | 10,000,000 | 0 | 0 |
| HSBC HLDGS PLC | NOTE 6.375%12/3 | 404280AT6 | 8,480 | 8,000,000 | PRN | | DFND | 2 | 8,000,000 | 0 | 0 |
| HSBC HLDGS PLC | NOTE 6.000%12/3 | 404280BL2 | 5,168 | 5,000,000 | PRN | | DFND | 2 | 5,000,000 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 31 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 31 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 811 | 24,609 | SH | | DFND | 1 | 24,609 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 732 | 22,216 | SH | | DFND | 2 | 22,216 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,019 | 61,000 | SH | | DFND | 1 | 61,000 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 2,054 | 122,900 | SH | | DFND | 2 | 122,900 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 331 | 19,800 | SH | | DFND | 3 | 19,800 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 3,124 | 167,953 | SH | | DFND | 1 | 167,953 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 9,778 | 525,685 | SH | | DFND | 2 | 525,685 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 6,267 | 336,962 | SH | | DFND | 3 | 336,962 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 2,699 | 38,850 | SH | | DFND | 1 | 38,850 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 2,148 | 107,385 | SH | | DFND | 1 | 107,385 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 38 | 1,900 | SH | | DFND | 3 | 1,900 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 4,251 | 111,400 | SH | | DFND | 1 | 111,400 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 4,251 | 111,400 | SH | | DFND | 2 | 111,400 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 84 | 2,200 | SH | | DFND | 3 | 2,200 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 206 | 7,896 | SH | | DFND | 1 | 7,896 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 218 | 8,315 | SH | | DFND | 2 | 8,315 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 7 | 263 | SH | | DFND | 3 | 263 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 210 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 6,698 | 356,325 | SH | | DFND | 1 | 356,325 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 12,068 | 641,920 | SH | | DFND | 2 | 641,920 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 4,418 | 235,055 | SH | | DFND | 3 | 235,055 | 0 | 0 |
| MARATHON OIL CORP | COM | 565849106 | 2,345 | 198,000 | SH | | DFND | 2 | 198,000 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 5,784 | 905,157 | SH | | DFND | 1 | 905,157 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 6,969 | 1,090,573 | SH | | DFND | 2 | 1,090,573 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 1,304 | 204,128 | SH | | DFND | 3 | 204,128 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,796 | 276,350 | SH | | DFND | 1 | 276,350 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,968 | 302,750 | SH | | DFND | 3 | 302,750 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 6,263 | 114,000 | SH | | DFND | 1 | 114,000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 604 | 11,000 | SH | | DFND | 3 | 11,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 210 | 25,000 | SH | | DFND | 3 | 25,000 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 20 | 24,793 | SH | | DFND | 1 | 24,793 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 64 | 79,223 | SH | | DFND | 2 | 79,223 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 2 | 2,849 | SH | | DFND | 3 | 2,849 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 | 5,290 | 462,000 | SH | | DFND | 1 | 462,000 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 | 10,603 | 926,000 | SH | | DFND | 2 | 926,000 | 0 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 4,595 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 1,797 | 141,708 | SH | | DFND | 1 | 141,708 | 0 | 0 |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 95 | 7,458 | SH | | DFND | 3 | 7,458 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 932 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 1,165 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 233 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 5,694 | 286,040 | SH | | DFND | 1 | 286,040 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 8,540 | 429,061 | SH | | DFND | 2 | 429,061 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 241 | 91,500 | SH | | DFND | 1 | 91,500 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 421 | 160,000 | SH | | DFND | 2 | 160,000 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 9,708 | 416,640 | SH | | DFND | 1 | 416,640 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 15,712 | 674,329 | SH | | DFND | 2 | 674,329 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 350 | 8,690 | SH | | DFND | 2 | 8,690 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 45 | 1,110 | SH | | DFND | 3 | 1,110 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 | 2,705 | 50,400 | SH | | DFND | 1 | 50,400 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 | 408 | 7,600 | SH | | DFND | 3 | 7,600 | 0 | 0 |
| PEAK RESORTS INC | COM | 70469L100 | 4,595 | 1,120,625 | SH | | DFND | 1 | 1,120,625 | 0 | 0 |
| PEAK RESORTS INC | COM | 70469L100 | 514 | 125,361 | SH | | DFND | 3 | 125,361 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 345 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 1,150 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 805 | 70,000 | SH | | DFND | 3 | 70,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 878 | 850,000 | PRN | | DFND | 2 | 850,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 155 | 150,000 | PRN | | DFND | 3 | 150,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 11,794 | 11,760,000 | PRN | | DFND | 2 | 11,760,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 441 | 440,000 | PRN | | DFND | 3 | 440,000 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 12,166 | 112,500 | SH | | DFND | 1 | 112,500 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 8,254 | 76,323 | SH | | DFND | 3 | 76,323 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 2,086 | 474,084 | SH | | DFND | 1 | 474,084 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 3,413 | 775,627 | SH | | DFND | 2 | 775,627 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 137 | 31,125 | SH | | DFND | 3 | 31,125 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM NEW | 76155G206 | 5,948 | 902,535 | SH | | DFND | 1 | 902,535 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM NEW | 76155G206 | 5,947 | 902,535 | SH | | DFND | 2 | 902,535 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 5,551 | 102,000 | SH | | DFND | 2 | 102,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 435 | 8,000 | SH | | DFND | 3 | 8,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 346 | 6,500 | SH | | DFND | 3 | 6,500 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 1,367 | 112,500 | SH | | DFND | 1 | 112,500 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 3,189 | 262,500 | SH | | DFND | 2 | 262,500 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 336 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 336 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 5,452 | 367,152 | SH | | DFND | 1 | 367,152 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 13,458 | 906,290 | SH | | DFND | 2 | 906,290 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 3,071 | 206,770 | SH | | DFND | 3 | 206,770 | 0 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 2,990 | 90,000 | SH | | DFND | 1 | 90,000 | 0 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 2,990 | 90,000 | SH | | DFND | 2 | 90,000 | 0 | 0 |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 29,719 | 30,000,000 | PRN | | DFND | 2 | 30,000,000 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 4,870 | 160,236 | SH | | DFND | 1 | 160,236 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 2,689 | 88,480 | SH | | DFND | 2 | 88,480 | 0 | 0 |
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,417 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,417 | 50,000 | SH | | DFND | 2 | 50,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 2,705 | 273,000 | SH | | DFND | 1 | 273,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 12,933 | 1,305,000 | SH | | DFND | 2 | 1,305,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 5,768 | 582,000 | SH | | DFND | 3 | 582,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 1,942 | 118,721 | SH | | DFND | 2 | 118,721 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 182 | 11,150 | SH | | DFND | 3 | 11,150 | 0 | 0 |
| VANGUARD WHITEHALL FDS INC | HIGH DIV YLD | 921946406 | 305 | 3,903 | SH | | DFND | 3 | 3,903 | 0 | 0 |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 984 | 4,432 | SH | | DFND | 3 | 4,432 | 0 | 0 |
| VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 604 | 5,909 | SH | | DFND | 3 | 5,909 | 0 | 0 |
| VANGUARD INDEX FDS | REIT ETF | 922908553 | 523 | 6,279 | SH | | DFND | 3 | 6,279 | 0 | 0 |
| VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 922042718 | 370 | 3,418 | SH | | DFND | 3 | 3,418 | 0 | 0 |
| VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 515 | 10,290 | SH | | DFND | 3 | 10,290 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,367 | 52,994 | SH | | DFND | 2 | 52,994 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | 15,709 | 186,191 | SH | | DFND | 1 | 186,191 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 14,715 | 438,350 | SH | | DFND | 1 | 438,350 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 8,616 | 256,650 | SH | | DFND | 3 | 256,650 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | 6,760 | 122,000 | SH | | DFND | 1 | 122,000 | 0 | 0 |
