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: | 03-31-2018 |
| 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 | 05-11-2018 |
| [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: | 223 |
| Form 13F Information Table Value Total: | 1,053,998 |
| (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 | 925 | 66,168 | SH | | DFND | 1 | 66,168 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 520 | 37,200 | SH | | DFND | 2 | 37,200 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 862 | 61,631 | SH | | DFND | 3 | 61,631 | 0 | 0 |
| ALLERGAN PLC | SHS | G0177J108 | 842 | 5,000 | SH | | DFND | 2 | 5,000 | 0 | 0 |
| ALLERGAN PLC | SHS | G0177J108 | 842 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| AXOVANT SCIENCES LTD | COM | G0750W104 | 115 | 86,197 | SH | | DFND | 1 | 86,197 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 1,162 | 195,690 | SH | | DFND | 1 | 195,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 187 | 31,500 | SH | | DFND | 3 | 31,500 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 1,866 | 128,900 | SH | | DFND | 1 | 128,900 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 689 | 47,550 | SH | | DFND | 3 | 47,550 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 | 6,819 | 85,000 | SH | | DFND | 1 | 85,000 | 0 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 963 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 963 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 2,386 | 125,000 | SH | | DFND | 1 | 125,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 2,386 | 125,000 | SH | | DFND | 2 | 125,000 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | 14,461 | 105,734 | SH | | SOLE | | 105,734 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 2,059 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 4,117 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 2,059 | 50,000 | SH | | DFND | 3 | 50,000 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 2,995 | 158,300 | SH | | DFND | 1 | 158,300 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 6,521 | 344,666 | SH | | DFND | 2 | 344,666 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 3,819 | 201,834 | SH | | DFND | 3 | 201,834 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 475 | 17,500 | SH | | DFND | 1 | 17,500 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 10,724 | 395,000 | SH | | DFND | 2 | 395,000 | 0 | 0 |
| ANNALY CAP MGMT INC | COM | 035710409 | 712 | 68,260 | SH | | DFND | 2 | 68,260 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 3,203 | 667,250 | SH | | DFND | 1 | 667,250 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,783 | 371,450 | SH | | DFND | 2 | 371,450 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,820 | 379,250 | SH | | DFND | 3 | 379,250 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 2,606 | 144,912 | SH | | DFND | 1 | 144,912 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 3,507 | 195,071 | SH | | DFND | 2 | 195,071 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 634 | 35,243 | SH | | DFND | 3 | 35,243 | 0 | 0 |
| APPLE INC | COM | 037833100 | 18,271 | 108,900 | SH | | DFND | 1 | 108,900 | 0 | 0 |
| APPLE INC | COM | 037833100 | 20,301 | 121,000 | SH | | DFND | 2 | 121,000 | 0 | 0 |
| APPLE INC | COM | 037833100 | 2,030 | 12,100 | SH | | DFND | 3 | 12,100 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 4,241 | 133,333 | SH | | DFND | 1 | 133,333 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 4,241 | 133,333 | SH | | DFND | 2 | 133,333 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 8,841 | 800,842 | SH | | DFND | 1 | 800,842 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 6,657 | 603,006 | SH | | DFND | 3 | 603,006 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 3,345 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,376 | 201,000 | SH | | DFND | 1 | 201,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,045 | 173,000 | SH | | DFND | 3 | 173,000 | 0 | 0 |
| W R BERKLEY CORPORATION | COM | 084423102 | 8,506 | 117,000 | SH | | SOLE | | 117,000 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 958 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 958 | 3,500 | SH | | DFND | 2 | 3,500 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 11,106 | 347,600 | SH | | DFND | 2 | 347,600 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 1,419 | 44,400 | SH | | DFND | 3 | 44,400 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,478 | 1,500,000 | PRN | | DFND | 1 | 1,500,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 7,882 | 8,000,000 | PRN | | DFND | 2 | 8,000,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 493 | 500,000 | PRN | | DFND | 3 | 500,000 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 533 | 10,363 | SH | | DFND | 1 | 10,363 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 51 | 999 | SH | | DFND | 3 | 999 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 8,188 | 1,218,500 | SH | | DFND | 1 | 1,218,500 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 8,837 | 1,315,000 | SH | | DFND | 2 | 1,315,000 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 4,338 | 645,500 | SH | | DFND | 3 | 645,500 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 445 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 17,310 | 810,777 | SH | | DFND | 2 | 810,777 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 1,246 | 58,373 | SH | | DFND | 3 | 58,373 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 892 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 1,338 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 11,995 | 400,500 | SH | | DFND | 1 | 400,500 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 11,995 | 400,500 | SH | | DFND | 2 | 400,500 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 4,289 | 100,000 | SH | | DFND | 1 | 100,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 10,723 | 250,000 | SH | | DFND | 2 | 250,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 429 | 10,000 | SH | | DFND | 3 | 10,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 26,750 | 396,300 | SH | | DFND | 1 | 396,300 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 15,390 | 228,000 | SH | | DFND | 2 | 228,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 722 | 10,700 | SH | | DFND | 3 | 10,700 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 3,764 | 444,444 | SH | | DFND | 1 | 444,444 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 5,647 | 666,667 | SH | | DFND | 2 | 666,667 | 0 | 0 |
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 20,024 | 21,500,000 | PRN | | DFND | 2 | 21,500,000 | 0 | 0 |
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 9,405 | 10,000,000 | PRN | | DFND | 2 | 10,000,000 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 15,851 | 2,820,430 | SH | | DFND | 1 | 2,820,430 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 4,198 | 746,906 | SH | | DFND | 2 | 746,906 | 0 | 0 |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 922 | 164,039 | SH | | DFND | 3 | 164,039 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 7,073 | 207,000 | SH | | DFND | 1 | 207,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 415 | 7,000 | SH | | DFND | 3 | 7,000 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 3,039 | 41,509 | SH | | DFND | 1 | 41,509 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 2,999 | 40,959 | SH | | DFND | 2 | 40,959 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 490 | 6,687 | SH | | DFND | 3 | 6,687 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,236 | 40,804 | SH | | DFND | 1 | 40,804 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,932 | 35,244 | SH | | DFND | 2 | 35,244 | 0 | 0 |
| DISH NETWORK CORP | CL A | 25470M109 | 1,137 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| DISH NETWORK CORP | CL A | 25470M109 | 1,137 | 30,000 | SH | | DFND | 2 | 30,000 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 8,297 | 560,238 | SH | | DFND | 1 | 560,238 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 19,509 | 1,317,309 | SH | | DFND | 2 | 1,317,309 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 434 | 45,000 | SH | | DFND | 2 | 45,000 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 48 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 551 | 34,000 | SH | | DFND | 1 | 34,000 | 0 | 0 |
| ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 18,013 | 1,110,550 | SH | | DFND | 2 | 1,110,550 | 0 | 0 |
| ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 980 | 60,450 | SH | | DFND | 3 | 60,450 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 5,782 | 599,134 | SH | | DFND | 1 | 599,134 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 5,782 | 599,135 | SH | | DFND | 2 | 599,135 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 3,560 | 158,850 | SH | | DFND | 1 | 158,850 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 3,560 | 158,850 | SH | | DFND | 2 | 158,850 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 2,204 | 63,550 | SH | | DFND | 1 | 63,550 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 3,844 | 110,850 | SH | | DFND | 2 | 110,850 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 1,928 | 55,600 | SH | | DFND | 3 | 55,600 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 113 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 101 | 31,617 | SH | | DFND | 2 | 31,617 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 2,420 | 81,750 | SH | | DFND | 2 | 81,750 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 28,258 | 777,600 | SH | | DFND | 1 | 777,600 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 11,353 | 312,400 | SH | | DFND | 3 | 312,400 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 5,816 | 77,143 | SH | | DFND | 1 | 77,143 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 2,369 | 31,428 | SH | | DFND | 2 | 31,428 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 862 | 11,429 | SH | | DFND | 3 | 11,429 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 649 | 39,231 | SH | | DFND | 1 | 39,231 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 2,045 | 123,667 | SH | | DFND | 2 | 123,667 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 691 | 41,790 | SH | | DFND | 3 | 41,790 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 10,644 | 785,571 | SH | | DFND | 2 | 785,571 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 10,645 | 785,619 | SH | | DFND | 3 | 785,619 | 0 | 0 |
| HC2 HLDGS INC | COM | 404139107 | 5,299 | 1,007,421 | SH | | DFND | 2 | 1,007,421 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 2,057 | 103,900 | SH | | DFND | 1 | 103,900 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 2,057 | 103,900 | SH | | DFND | 2 | 103,900 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 42 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 680 | 24,609 | SH | | DFND | 1 | 24,609 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 614 | 22,216 | SH | | DFND | 2 | 22,216 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 999 | 61,000 | SH | | DFND | 1 | 61,000 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 2,013 | 122,900 | SH | | DFND | 2 | 122,900 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 324 | 19,800 | SH | | DFND | 3 | 19,800 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 | 111 | 4,842 | SH | | DFND | 2 | 4,842 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 | 111 | 4,842 | SH | | DFND | 3 | 4,842 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 3,409 | 167,953 | SH | | DFND | 1 | 167,953 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 10,671 | 525,685 | SH | | DFND | 2 | 525,685 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 6,840 | 336,962 | SH | | DFND | 3 | 336,962 | 0 | 0 |
| KAYNE ANDERSON MLP INVT CO | COM | 486606106 | 7,693 | 467,098 | SH | | DFND | 1 | 467,098 | 0 | 0 |
| KAYNE ANDERSON MLP INVT CO | COM | 486606106 | 7,693 | 467,096 | SH | | DFND | 2 | 467,096 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 2,526 | 38,850 | SH | | DFND | 1 | 38,850 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 2,040 | 107,385 | SH | | DFND | 1 | 107,385 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 36 | 1,900 | SH | | DFND | 3 | 1,900 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 4,528 | 111,400 | SH | | DFND | 1 | 111,400 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 4,528 | 111,400 | SH | | DFND | 2 | 111,400 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 89 | 2,200 | SH | | DFND | 3 | 2,200 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 185 | 8,159 | SH | | DFND | 1 | 8,159 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 189 | 8,315 | SH | | DFND | 2 | 8,315 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 188 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 188 | 25,000 | SH | | DFND | 3 | 25,000 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 6,899 | 385,420 | SH | | DFND | 1 | 385,420 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 11,490 | 641,920 | SH | | DFND | 2 | 641,920 | 0 | 0 |
| MTGE INVT CORP | COM | 55378A105 | 3,687 | 205,960 | SH | | DFND | 3 | 205,960 | 0 | 0 |
| MACYS INC | COM | 55616P104 | 7,584 | 255,000 | SH | | DFND | 1 | 255,000 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 4,299 | 1,080,073 | SH | | DFND | 1 | 1,080,073 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 3,930 | 987,442 | SH | | DFND | 2 | 987,442 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 822 | 206,498 | SH | | DFND | 3 | 206,498 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,575 | 276,350 | SH | | DFND | 1 | 276,350 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,726 | 302,750 | SH | | DFND | 3 | 302,750 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 5,231 | 114,000 | SH | | DFND | 1 | 114,000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 505 | 11,010 | SH | | DFND | 3 | 11,010 | 0 | 0 |
| NII HLDGS INC | COM PAR | 62913F508 | 52 | 24,793 | SH | | DFND | 1 | 24,793 | 0 | 0 |
| NII HLDGS INC | COM PAR | 62913F508 | 6 | 2,849 | SH | | DFND | 3 | 2,849 | 0 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 | 105 | 3,424 | SH | | DFND | 1 | 3,424 | 0 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 | 115 | 3,769 | SH | | DFND | 2 | 3,769 | 0 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 4,561 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 2,489 | 2,500,000 | PRN | | DFND | 1 | 2,500,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 6,784 | 6,813,000 | PRN | | DFND | 2 | 6,813,000 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 7,342 | 110,400 | SH | | DFND | 1 | 110,400 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 8,007 | 120,400 | SH | | DFND | 2 | 120,400 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 665 | 10,000 | SH | | DFND | 3 | 10,000 | 0 | 0 |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 1,845 | 141,708 | SH | | DFND | 1 | 141,708 | 0 | 0 |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 97 | 7,458 | SH | | DFND | 3 | 7,458 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 792 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 990 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 198 | 5,000 | SH | | DFND | 3 | 5,000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 1,520 | 136,113 | SH | | DFND | 1 | 136,113 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 2,281 | 204,171 | SH | | DFND | 2 | 204,171 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 94 | 91,500 | SH | | DFND | 1 | 91,500 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 165 | 160,000 | SH | | DFND | 2 | 160,000 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 12,437 | 416,640 | SH | | DFND | 1 | 416,640 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 20,129 | 674,329 | SH | | DFND | 2 | 674,329 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 435 | 8,690 | SH | | DFND | 2 | 8,690 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 56 | 1,110 | SH | | DFND | 3 | 1,110 | 0 | 0 |
| PEAK RESORTS INC | COM | 70469L100 | 5,435 | 1,120,625 | SH | | DFND | 1 | 1,120,625 | 0 | 0 |
| PEAK RESORTS INC | COM | 70469L100 | 608 | 125,361 | SH | | DFND | 3 | 125,361 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 1,994 | 2,000,000 | PRN | | DFND | 2 | 2,000,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 362 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 1,205 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 844 | 70,000 | SH | | DFND | 3 | 70,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 868 | 850,000 | PRN | | DFND | 2 | 850,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 153 | 150,000 | PRN | | DFND | 3 | 150,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 11,822 | 11,760,000 | PRN | | DFND | 2 | 11,760,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 442 | 440,000 | PRN | | DFND | 3 | 440,000 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 11,649 | 112,500 | SH | | DFND | 1 | 112,500 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 7,903 | 76,323 | SH | | DFND | 3 | 76,323 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM NEW | 76155G206 | 3,096 | 902,535 | SH | | DFND | 1 | 902,535 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM NEW | 76155G206 | 2,507 | 730,815 | SH | | DFND | 2 | 730,815 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 6,684 | 102,000 | SH | | DFND | 2 | 102,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 524 | 8,000 | SH | | DFND | 3 | 8,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 415 | 6,500 | SH | | DFND | 3 | 6,500 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 3,308 | 262,142 | SH | | DFND | 1 | 262,142 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 7,719 | 611,666 | SH | | DFND | 2 | 611,666 | 0 | 0 |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 13,072 | 87,500 | SH | | DFND | 1 | 87,500 | 0 | 0 |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 13,072 | 87,500 | SH | | DFND | 2 | 87,500 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 10,849 | 346,599 | SH | | DFND | 1 | 346,599 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 11,313 | 361,450 | SH | | DFND | 2 | 361,450 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 470 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 314 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 314 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 5,562 | 367,152 | SH | | DFND | 1 | 367,152 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 13,730 | 906,290 | SH | | DFND | 2 | 906,290 | 0 | 0 |
| SUTHERLAND ASSET MGMT CORP M | COM | 86933G105 | 3,133 | 206,770 | SH | | DFND | 3 | 206,770 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 5,107 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 15,320 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 12,695 | 241,300 | SH | | DFND | 1 | 241,300 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 7,560 | 143,700 | SH | | DFND | 3 | 143,700 | 0 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 1,538 | 90,000 | SH | | DFND | 1 | 90,000 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 6,788 | 271,719 | SH | | DFND | 1 | 271,719 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 4,995 | 199,964 | SH | | DFND | 2 | 199,964 | 0 | 0 |
| TORTOISE MLP FD INC | COM | 89148B101 | 1,093 | 68,460 | SH | | DFND | 1 | 68,460 | 0 | 0 |
| TORTOISE MLP FD INC | COM | 89148B101 | 1,093 | 68,461 | SH | | DFND | 2 | 68,461 | 0 | 0 |
| TRIBUNE MEDIA CO | CL A | 896047503 | 14,406 | 355,627 | SH | | DFND | 1 | 355,627 | 0 | 0 |
| TRIBUNE MEDIA CO | CL A | 896047503 | 14,406 | 355,626 | SH | | DFND | 2 | 355,626 | 0 | 0 |
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,835 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,835 | 50,000 | SH | | DFND | 2 | 50,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 7,794 | 507,120 | SH | | DFND | 1 | 507,120 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 16,948 | 1,102,680 | SH | | DFND | 2 | 1,102,680 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 3,389 | 220,500 | SH | | DFND | 3 | 220,500 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 17,360 | 16,722,000 | PRN | | DFND | 2 | 16,722,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 2,010 | 118,721 | SH | | DFND | 2 | 118,721 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 189 | 11,150 | SH | | DFND | 3 | 11,150 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,534 | 52,994 | SH | | DFND | 2 | 52,994 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | 19,364 | 186,191 | SH | | DFND | 1 | 186,191 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 13,615 | 438,350 | SH | | DFND | 1 | 438,350 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 7,972 | 256,650 | SH | | DFND | 3 | 256,650 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | 6,394 | 122,000 | SH | | DFND | 1 | 122,000 | 0 | 0 |
