SEC Filing | American Financial Group, Inc.

View:

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:

06-30-2019

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	08-14-2019
[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:	288
	Form 13F Information Table Value Total:	1,224,955
		(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

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	505	66,168	SH		DFND	1	66,168	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	284	37,200	SH		DFND	2	37,200	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	470	61,631	SH		DFND	3	61,631	0	0
ALLERGAN PLC	SHS	G0177J108	837	5,000	SH		DFND	2	5,000	0	0
ALLERGAN PLC	SHS	G0177J108	837	5,000	SH		DFND	3	5,000	0	0
AXOVANT GENE THERAPIES LTD	COM	G0750W203	67	10,774	SH		DFND	1	10,774	0	0
CAPRI HOLDINGS LIMITED	SHS	G1890L107	520	15,000	SH		DFND	1	15,000	0	0
CAPRI HOLDINGS LIMITED	SHS	G1890L107	520	15,000	SH		DFND	2	15,000	0	0
ENDO INTL PLC	SHS	G30401106	806	195,690	SH		DFND	1	195,690	0	0
ENDO INTL PLC	SHS	G30401106	130	31,500	SH		DFND	3	31,500	0	0
INVESCO LTD	SHS	G491BT108	11,560	565,000	SH		DFND	1	565,000	0	0
INVESCO LTD	SHS	G491BT108	11,560	565,000	SH		DFND	2	565,000	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	596	64,900	SH		DFND	1	64,900	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	216	23,550	SH		DFND	3	23,550	0	0
SIGNET JEWELERS LIMITED	SHS	G81276100	89	5,000	SH		DFND	1	5,000	0	0
SIGNET JEWELERS LIMITED	SHS	G81276100	89	5,000	SH		DFND	2	5,000	0	0
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	2,149	125,000	SH		DFND	1	125,000	0	0
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	2,149	125,000	SH		DFND	2	125,000	0	0
CHUBB LIMITED	COM	H1467J104	15,574	105,734	SH		SOLE		105,734	0	0
MYLAN N V	SHS EURO	N59465109	952	50,000	SH		DFND	1	50,000	0	0
MYLAN N V	SHS EURO	N59465109	1,904	100,000	SH		DFND	2	100,000	0	0
MYLAN N V	SHS EURO	N59465109	952	50,000	SH		DFND	3	50,000	0	0
AGNC INVT CORP	COM	00123Q104	2,663	158,300	SH		DFND	1	158,300	0	0
AGNC INVT CORP	COM	00123Q104	5,797	344,666	SH		DFND	2	344,666	0	0
AGNC INVT CORP	COM	00123Q104	3,395	201,834	SH		DFND	3	201,834	0	0
AMAG PHARMACEUTICALS INC	COM	00163U106	150	15,000	SH		DFND	1	15,000	0	0
AMAG PHARMACEUTICALS INC	COM	00163U106	150	15,000	SH		DFND	2	15,000	0	0
ABBVIE INC	COM	00287Y109	1,454	20,000	SH		DFND	1	20,000	0	0
ABBVIE INC	COM	00287Y109	1,454	20,000	SH		DFND	2	20,000	0	0
ALLY FINL INC	COM	02005N100	542	17,500	SH		DFND	1	17,500	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	9,047	106,917	SH		DFND	1	106,917	0	0
ANNALY CAP MGMT INC	COM	035710409	623	68,260	SH		DFND	2	68,260	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	126	11,000	SH		DFND	1	11,000	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	126	11,000	SH		DFND	2	11,000	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	2,529	667,250	SH		DFND	1	667,250	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	1,408	371,450	SH		DFND	2	371,450	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	1,437	379,250	SH		DFND	3	379,250	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	2,665	144,912	SH		DFND	1	144,912	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	3,587	195,071	SH		DFND	2	195,071	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	648	35,242	SH		DFND	3	35,242	0	0
APPLE INC	COM	037833100	21,553	108,900	SH		DFND	1	108,900	0	0
APPLE INC	COM	037833100	23,948	121,000	SH		DFND	2	121,000	0	0
APPLE INC	COM	037833100	2,395	12,100	SH		DFND	3	12,100	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L203	2,404	133,333	SH		DFND	1	133,333	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	5,510	800,842	SH		DFND	1	800,842	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	4,149	603,006	SH		DFND	3	603,006	0	0
BP MIDSTREAM PARTNERS LP	UNIT LTD PTNR	0556EL109	170	11,000	SH		DFND	1	11,000	0	0
BP MIDSTREAM PARTNERS LP	UNIT LTD PTNR	0556EL109	170	11,000	SH		DFND	2	11,000	0	0
BP PLC	SPONSORED ADR	055622104	3,440	82,500	SH		DFND	2	82,500	0	0
BARCLAYS PLC	ADR	06738E204	1,530	201,000	SH		DFND	1	201,000	0	0
BARCLAYS PLC	ADR	06738E204	1,317	173,000	SH		DFND	3	173,000	0	0
BERKLEY W R CORP	COM	084423102	11,571	175,500	SH		SOLE		175,500	0	0
BIOGEN INC	COM	09062X103	819	3,500	SH		DFND	1	3,500	0	0
BIOGEN INC	COM	09062X103	819	3,500	SH		DFND	2	3,500	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	1,559	1,500,000	PRN		DFND	1	1,500,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	8,313	8,000,000	PRN		DFND	2	8,000,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	520	500,000	PRN		DFND	3	500,000	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	380	10,363	SH		DFND	1	10,363	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	37	999	SH		DFND	3	999	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	1,264	75,000	SH		DFND	1	75,000	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	1,264	75,000	SH		DFND	2	75,000	0	0
CBS CORP NEW	CL B	124857202	1,996	40,000	SH		DFND	1	40,000	0	0
CBS CORP NEW	CL B	124857202	1,996	40,000	SH		DFND	2	40,000	0	0
CNX MIDSTREAM PARTNERS LP	COM UNIT REPST	12654A101	155	11,000	SH		DFND	1	11,000	0	0
CNX MIDSTREAM PARTNERS LP	COM UNIT REPST	12654A101	155	11,000	SH		DFND	2	11,000	0	0
CVS HEALTH CORP	COM	126650100	4,904	90,000	SH		DFND	1	90,000	0	0
CVS HEALTH CORP	COM	126650100	4,904	90,000	SH		DFND	2	90,000	0	0
CAPITOL FED FINL INC	COM	14057J101	496	36,000	SH		DFND	1	36,000	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	18,332	810,777	SH		DFND	2	810,777	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	1,320	58,373	SH		DFND	3	58,373	0	0
CELGENE CORP	COM	151020104	2,773	30,000	SH		DFND	1	30,000	0	0
CELGENE CORP	COM	151020104	2,773	30,000	SH		DFND	3	30,000	0	0
CENTURY CMNTYS INC	COM	156504300	10,645	400,500	SH		DFND	1	400,500	0	0
CENTURY CMNTYS INC	COM	156504300	10,645	400,500	SH		DFND	2	400,500	0	0
CITIGROUP INC	COM NEW	172967424	35,733	510,260	SH		DFND	1	510,260	0	0
CITIGROUP INC	COM NEW	172967424	13,458	192,180	SH		DFND	2	192,180	0	0
CITIGROUP INC	COM NEW	172967424	880	12,560	SH		DFND	3	12,560	0	0
CITIZENS FINL GROUP INC	COM	174610105	7,815	221,000	SH		DFND	1	221,000	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,033	57,500	SH		DFND	2	57,500	0	0
CITIZENS FINL GROUP INC	COM	174610105	1,291	36,500	SH		DFND	3	36,500	0	0
CLIPPER RLTY INC	COM	18885T306	4,159	372,044	SH		DFND	1	372,044	0	0
CLIPPER RLTY INC	COM	18885T306	6,239	558,067	SH		DFND	2	558,067	0	0
COLONY CAP INC	NOTE 5.000% 4/1	19624RAA4	20,104	21,500,000	PRN		DFND	2	21,500,000	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	9,729	10,000,000	PRN		DFND	2	10,000,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	14,102	2,820,430	SH		DFND	1	2,820,430	0	0
COLONY CAP INC NEW	CL A COM	19626G108	3,735	746,906	SH		DFND	2	746,906	0	0
COLONY CAP INC NEW	CL A COM	19626G108	820	164,039	SH		DFND	3	164,039	0	0
COMCAST CORP NEW	CL A	20030N101	8,752	207,000	SH		DFND	1	207,000	0	0
CONOCOPHILLIPS	COM	20825C104	427	7,000	SH		DFND	3	7,000	0	0
CUSTOMERS BANCORP INC	COM	23204G100	6,995	333,114	SH		DFND	1	333,114	0	0
CUSTOMERS BANCORP INC	COM	23204G100	6,995	333,115	SH		DFND	2	333,115	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	146	5,000	SH		DFND	1	5,000	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	146	5,000	SH		DFND	2	5,000	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	2,316	40,804	SH		DFND	1	40,804	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	2,000	35,244	SH		DFND	2	35,244	0	0
DISH NETWORK CORP	CL A	25470M109	1,152	30,000	SH		DFND	1	30,000	0	0
DISH NETWORK CORP	CL A	25470M109	1,152	30,000	SH		DFND	2	30,000	0	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	335	7,500	SH		DFND	1	7,500	0	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	335	7,500	SH		DFND	2	7,500	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	8,062	448,623	SH		DFND	1	448,623	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	19,022	1,058,539	SH		DFND	2	1,058,539	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	69	5,000	SH		DFND	1	5,000	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	69	5,000	SH		DFND	2	5,000	0	0
ENBRIDGE INC	COM	29250N105	544	15,075	SH		DFND	2	15,075	0	0
ENBRIDGE INC	COM	29250N105	60	1,675	SH		DFND	3	1,675	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	613	43,520	SH		DFND	1	43,520	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	20,015	1,421,504	SH		DFND	2	1,421,504	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	1,089	77,376	SH		DFND	3	77,376	0	0
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	3,688	635,834	SH		DFND	1	635,834	0	0
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	3,688	635,835	SH		DFND	2	635,835	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	577	20,000	SH		DFND	1	20,000	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	577	20,000	SH		DFND	2	20,000	0	0
ENVIVA PARTNERS LP	COM UNIT	29414J107	251	8,000	SH		DFND	1	8,000	0	0
ENVIVA PARTNERS LP	COM UNIT	29414J107	251	8,000	SH		DFND	2	8,000	0	0
FLEXION THERAPEUTICS INC	COM	33938J106	1,954	158,850	SH		DFND	1	158,850	0	0
FLEXION THERAPEUTICS INC	COM	33938J106	1,954	158,850	SH		DFND	2	158,850	0	0
FRANKLIN RES INC	COM	354613101	2,212	63,550	SH		DFND	1	63,550	0	0
FRANKLIN RES INC	COM	354613101	3,858	110,850	SH		DFND	2	110,850	0	0
FRANKLIN RES INC	COM	354613101	1,935	55,600	SH		DFND	3	55,600	0	0
FULL HOUSE RESORTS INC	COM	359678109	66	35,331	SH		DFND	1	35,331	0	0
FULL HOUSE RESORTS INC	COM	359678109	36	19,069	SH		DFND	2	19,069	0	0
GENERAL MTRS CO	COM	37045V100	29,961	777,600	SH		DFND	1	777,600	0	0
GENERAL MTRS CO	COM	37045V100	12,037	312,400	SH		DFND	3	312,400	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	175	8,000	SH		DFND	1	8,000	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	175	8,000	SH		DFND	2	8,000	0	0
GILEAD SCIENCES INC	COM	375558103	5,212	77,143	SH		DFND	1	77,143	0	0
GILEAD SCIENCES INC	COM	375558103	2,123	31,428	SH		DFND	2	31,428	0	0
GILEAD SCIENCES INC	COM	375558103	772	11,429	SH		DFND	3	11,429	0	0
GRANITE PT MTG TR INC	COM	38741L107	753	39,231	SH		DFND	1	39,231	0	0
GRANITE PT MTG TR INC	COM	38741L107	2,373	123,667	SH		DFND	2	123,667	0	0
GRANITE PT MTG TR INC	COM	38741L107	802	41,790	SH		DFND	3	41,790	0	0
GRAY TELEVISION INC	COM	389375106	5,963	363,797	SH		DFND	1	363,797	0	0
GRAY TELEVISION INC	COM	389375106	6,151	375,298	SH		DFND	2	375,298	0	0
GRAY TELEVISION INC	COM	389375106	1,827	111,500	SH		DFND	3	111,500	0	0
GREAT AJAX CORP	COM	38983D300	10,998	785,571	SH		DFND	2	785,571	0	0
GREAT AJAX CORP	COM	38983D300	10,999	785,619	SH		DFND	3	785,619	0	0
HC2 HLDGS INC	COM	404139107	2,378	1,007,421	SH		DFND	2	1,007,421	0	0
HANESBRANDS INC	COM	410345102	1,894	110,000	SH		DFND	1	110,000	0	0
HANESBRANDS INC	COM	410345102	689	40,000	SH		DFND	3	40,000	0	0
HESS MIDSTREAM PARTNERS LP	UNIT LTD PR INT	428104103	214	11,000	SH		DFND	1	11,000	0	0
HESS MIDSTREAM PARTNERS LP	UNIT LTD PR INT	428104103	214	11,000	SH		DFND	2	11,000	0	0
HOWARD BANCORP INC	COM	442496105	1,576	103,900	SH		DFND	1	103,900	0	0
HOWARD BANCORP INC	COM	442496105	1,576	103,900	SH		DFND	2	103,900	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	36	20,000	SH		DFND	1	20,000	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	512	24,609	SH		DFND	1	24,609	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	463	22,216	SH		DFND	2	22,216	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	983	61,000	SH		DFND	1	61,000	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	1,981	122,900	SH		DFND	2	122,900	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	319	19,800	SH		DFND	3	19,800	0	0
INVITATION HOMES INC	COM	46187W107	129	4,842	SH		DFND	2	4,842	0	0
INVITATION HOMES INC	COM	46187W107	129	4,842	SH		DFND	3	4,842	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	490	20,000	SH		DFND	1	20,000	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	490	20,000	SH		DFND	2	20,000	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	157	8,159	SH		DFND	1	8,159	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	160	8,315	SH		DFND	2	8,315	0	0
KKR & CO INC	CL A	48251W104	1,517	60,034	SH		DFND	1	60,034	0	0
KKR & CO INC	CL A	48251W104	3,959	156,685	SH		DFND	2	156,685	0	0
KKR & CO INC	CL A	48251W104	2,120	83,881	SH		DFND	3	83,881	0	0
KAYNE ANDERSN MLP MIDS INVT	COM	486606106	7,534	492,098	SH		DFND	1	492,098	0	0
KAYNE ANDERSN MLP MIDS INVT	COM	486606106	7,534	492,096	SH		DFND	2	492,096	0	0
KELLOGG CO	COM	487836108	2,081	38,850	SH		DFND	1	38,850	0	0
KRAFT HEINZ CO	COM	500754106	3,414	110,000	SH		DFND	1	110,000	0	0
LCNB CORP	COM	50181P100	1,784	93,920	SH		DFND	1	93,920	0	0
LCNB CORP	COM	50181P100	32	1,662	SH		DFND	3	1,662	0	0
LEGACY HOUSING CORP	COM	52472M101	2,054	165,000	SH		DFND	1	165,000	0	0
LEGACY HOUSING CORP	COM	52472M101	2,054	165,000	SH		DFND	2	165,000	0	0
LEGG MASON INC	COM	524901105	2,626	68,600	SH		DFND	1	68,600	0	0
LEGG MASON INC	COM	524901105	2,542	66,400	SH		DFND	2	66,400	0	0
LENNAR CORP	CL A	526057104	1,212	25,000	SH		DFND	1	25,000	0	0
MFA FINL INC	COM	55272X102	180	25,000	SH		DFND	2	25,000	0	0
MFA FINL INC	COM	55272X102	180	25,000	SH		DFND	3	25,000	0	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	15,065	15,000,000	PRN		DFND	2	15,000,000	0	0
MPLX LP	COM UNIT REP LTD	55336V100	354	11,000	SH		DFND	1	11,000	0	0
MPLX LP	COM UNIT REP LTD	55336V100	354	11,000	SH		DFND	2	11,000	0	0
MACYS INC	COM	55616P104	2,897	135,000	SH		DFND	1	135,000	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	448	7,000	SH		DFND	1	7,000	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	448	7,000	SH		DFND	2	7,000	0	0
MEDLEY CAP CORP	COM	58503F106	2,527	1,080,073	SH		DFND	1	1,080,073	0	0
MEDLEY CAP CORP	COM	58503F106	2,311	987,442	SH		DFND	2	987,442	0	0
MEDLEY CAP CORP	COM	58503F106	483	206,498	SH		DFND	3	206,498	0	0
MEDLEY MGMT INC	CL A COM	58503T106	680	276,350	SH		DFND	1	276,350	0	0
MEDLEY MGMT INC	CL A COM	58503T106	745	302,750	SH		DFND	3	302,750	0	0
META FINL GROUP INC	COM	59100U108	4,966	177,048	SH		DFND	1	177,048	0	0
META FINL GROUP INC	COM	59100U108	6,130	218,544	SH		DFND	2	218,544	0	0
META FINL GROUP INC	COM	59100U108	1,164	41,500	SH		DFND	3	41,500	0	0
METLIFE INC	COM	59156R108	5,662	114,000	SH		DFND	1	114,000	0	0
METLIFE INC	COM	59156R108	547	11,010	SH		DFND	3	11,010	0	0
MOLSON COORS BREWING CO	CL B	60871R209	1,400	25,000	SH		DFND	1	25,000	0	0
NII HLDGS INC	COM PAR	62913F508	42	24,793	SH		DFND	1	24,793	0	0
NII HLDGS INC	COM PAR	62913F508	5	2,849	SH		DFND	3	2,849	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	3,493	350,000	SH		DFND	1	350,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	3,767	3,750,000	PRN		DFND	1	3,750,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	17,141	17,063,000	PRN		DFND	2	17,063,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	2,048	2,039,000	PRN		DFND	3	2,039,000	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	17,309	171,372	SH		DFND	1	171,372	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	18,531	183,473	SH		DFND	2	183,473	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	1,222	12,100	SH		DFND	3	12,100	0	0
NOBLE MIDSTREAM PARTNERS LP	COM UNIT REPST	65506L105	283	8,500	SH		DFND	1	8,500	0	0
NOBLE MIDSTREAM PARTNERS LP	COM UNIT REPST	65506L105	283	8,500	SH		DFND	2	8,500	0	0
NORTHSTAR REALTY EUROPE CORP	COM	66706L101	2,328	141,708	SH		DFND	1	141,708	0	0
NORTHSTAR REALTY EUROPE CORP	COM	66706L101	123	7,458	SH		DFND	3	7,458	0	0
OMEROS CORP	COM	682143102	2,136	136,113	SH		DFND	1	136,113	0	0
OMEROS CORP	COM	682143102	3,203	204,171	SH		DFND	2	204,171	0	0
ORGANOVO HLDGS INC	COM	68620A104	48	91,500	SH		DFND	1	91,500	0	0
ORGANOVO HLDGS INC	COM	68620A104	84	160,000	SH		DFND	2	160,000	0	0
ONEOK INC NEW	COM	682680103	344	5,000	SH		DFND	1	5,000	0	0
ONEOK INC NEW	COM	682680103	344	5,000	SH		DFND	2	5,000	0	0
PDVWIRELESS INC	COM	69290R104	18,585	395,435	SH		DFND	1	395,435	0	0
PDVWIRELESS INC	COM	69290R104	30,078	639,957	SH		DFND	2	639,957	0	0
PJT PARTNERS INC	COM CL A	69343T107	352	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
PVH CORP	COM	693656100	1,183	12,500	SH		DFND	1	12,500	0	0
PVH CORP	COM	693656100	1,183	12,500	SH		DFND	2	12,500	0	0
PEAK RESORTS INC	COM	70469L100	5,323	1,120,625	SH		DFND	1	1,120,625	0	0
PEAK RESORTS INC	COM	70469L100	595	125,361	SH		DFND	3	125,361	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	8,224	8,184,000	PRN		DFND	1	8,184,000	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	40,354	40,157,000	PRN		DFND	2	40,157,000	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	2,010	2,000,000	PRN		DFND	3	2,000,000	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	345	7,000	SH		DFND	1	7,000	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	345	7,000	SH		DFND	2	7,000	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	122	5,000	SH		DFND	1	5,000	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	122	5,000	SH		DFND	2	5,000	0	0
POTBELLY CORP	COM	73754Y100	153	30,000	SH		DFND	1	30,000	0	0
POTBELLY CORP	COM	73754Y100	509	100,000	SH		DFND	2	100,000	0	0
POTBELLY CORP	COM	73754Y100	356	70,000	SH		DFND	3	70,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	11,855	11,760,000	PRN		DFND	2	11,760,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	444	440,000	PRN		DFND	3	440,000	0	0
PRUDENTIAL FINL INC	COM	744320102	11,363	112,500	SH		DFND	1	112,500	0	0
PRUDENTIAL FINL INC	COM	744320102	7,709	76,323	SH		DFND	3	76,323	0	0
READY CAP CORP	COM	75574U101	5,471	367,152	SH		DFND	1	367,152	0	0
READY CAP CORP	COM	75574U101	13,504	906,290	SH		DFND	2	906,290	0	0
READY CAP CORP	COM	75574U101	3,081	206,770	SH		DFND	3	206,770	0	0
RENT A CTR INC NEW	COM	76009N100	4,187	157,220	SH		DFND	1	157,220	0	0
REVOLUTION LIGHTING TECHNOLO	COM NEW	76155G206	221	902,535	SH		DFND	1	902,535	0	0
REVOLUTION LIGHTING TECHNOLO	COM NEW	76155G206	179	730,815	SH		DFND	2	730,815	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	6,705	102,000	SH		DFND	2	102,000	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	526	8,000	SH		DFND	3	8,000	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	423	6,500	SH		DFND	3	6,500	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	184	12,042	SH		DFND	1	12,042	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	789	51,579	SH		DFND	2	51,579	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	605	39,536	SH		DFND	3	39,536	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	4,719	405,053	SH		DFND	1	405,053	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	9,439	810,194	SH		DFND	2	810,194	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	8,634	743,684	SH		DFND	1	743,684	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	21,408	1,843,916	SH		DFND	2	1,843,916	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	2,771	238,652	SH		DFND	3	238,652	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	176	8,500	SH		DFND	1	8,500	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	176	8,500	SH		DFND	2	8,500	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	14,550	271,306	SH		DFND	1	271,306	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	15,029	280,238	SH		DFND	2	280,238	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	487	9,080	SH		DFND	3	9,080	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	7,415	137,910	SH		DFND	1	137,910	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	5,853	108,859	SH		DFND	2	108,859	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	798	14,835	SH		DFND	3	14,835	0	0
STARWOOD PPTY TR INC	COM	85571B105	341	15,000	SH		DFND	2	15,000	0	0
STARWOOD PPTY TR INC	COM	85571B105	341	15,000	SH		DFND	3	15,000	0	0
TPG SPECIALTY LENDING INC	NOTE 4.500% 8/0	87265KAD4	5,135	5,000,000	PRN		DFND	1	5,000,000	0	0
TPG SPECIALTY LENDING INC	NOTE 4.500% 8/0	87265KAD4	15,404	15,000,000	PRN		DFND	2	15,000,000	0	0
TAPESTRY INC	COM	876030107	8,767	276,300	SH		DFND	1	276,300	0	0
TAPESTRY INC	COM	876030107	1,111	35,000	SH		DFND	2	35,000	0	0
TAPESTRY INC	COM	876030107	4,560	143,700	SH		DFND	3	143,700	0	0
TARGA RES CORP	COM	87612G101	393	10,000	SH		DFND	1	10,000	0	0
TARGA RES CORP	COM	87612G101	393	10,000	SH		DFND	2	10,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	831	90,000	SH		DFND	1	90,000	0	0
TIVO CORP	COM	88870P106	1,419	192,500	SH		DFND	1	192,500	0	0
TIVO CORP	COM	88870P106	1,419	192,500	SH		DFND	2	192,500	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	13,118	581,719	SH		DFND	1	581,719	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	12,853	569,964	SH		DFND	2	569,964	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	1,353	60,000	SH		DFND	3	60,000	0	0
TORTOISE MIDSTRM ENERGY FD I	COM	89148B101	1,231	91,280	SH		DFND	1	91,280	0	0
TORTOISE MIDSTRM ENERGY FD I	COM	89148B101	1,231	91,281	SH		DFND	2	91,281	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	6,336	500,042	SH		DFND	1	500,042	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	10,956	864,735	SH		DFND	2	864,735	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	2,849	224,823	SH		DFND	3	224,823	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	15,788	15,600,000	PRN		DFND	1	15,600,000	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	49,713	49,122,000	PRN		DFND	2	49,122,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	2,110	118,721	SH		DFND	2	118,721	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	198	11,150	SH		DFND	3	11,150	0	0
UNITED RENTALS INC	COM	911363109	2,387	18,000	SH		DFND	1	18,000	0	0
UNITED RENTALS INC	COM	911363109	5,305	40,000	SH		DFND	2	40,000	0	0
UNITED RENTALS INC	COM	911363109	2,918	22,000	SH		DFND	3	22,000	0	0
VERISK ANALYTICS INC	COM	92345Y106	27,270	186,191	SH		DFND	1	186,191	0	0
VIACOM INC NEW	CL B	92553P201	14,378	481,350	SH		DFND	1	481,350	0	0
VIACOM INC NEW	CL B	92553P201	1,344	45,000	SH		DFND	2	45,000	0	0
VIACOM INC NEW	CL B	92553P201	7,726	258,650	SH		DFND	3	258,650	0	0
WELLS FARGO CO NEW	COM	949746101	5,773	122,000	SH		DFND	1	122,000	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	369	12,000	SH		DFND	1	12,000	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	369	12,000	SH		DFND	2	12,000	0	0