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: | 12-31-2019 |
| 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 | 02-11-2020 |
| [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: | 263 |
| Form 13F Information Table Value Total: | 1,158,596 |
| (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 | 515 | 66,168 | SH | | DFND | 1 | 66,168 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 289 | 37,200 | SH | | DFND | 2 | 37,200 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 479 | 61,631 | SH | | DFND | 3 | 61,631 | 0 | 0 |
| ATHENE HLDG LTD | CL A | G0684D107 | 4,233 | 90,000 | SH | | DFND | 1 | 90,000 | 0 | 0 |
| ATHENE HLDG LTD | CL A | G0684D107 | 4,233 | 90,000 | SH | | DFND | 2 | 90,000 | 0 | 0 |
| AXOVANT GENE THERAPIES LTD | COM | G0750W203 | 55 | 10,774 | SH | | DFND | 1 | 10,774 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 572 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 572 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 918 | 195,690 | SH | | DFND | 1 | 195,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 148 | 31,500 | SH | | DFND | 3 | 31,500 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 | 10,159 | 565,000 | SH | | DFND | 1 | 565,000 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 | 10,159 | 565,000 | SH | | DFND | 2 | 565,000 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 227 | 64,900 | SH | | DFND | 1 | 64,900 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 82 | 23,550 | SH | | DFND | 3 | 23,550 | 0 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 109 | 5,000 | SH | | DFND | 1 | 5,000 | 0 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 109 | 5,000 | SH | | DFND | 2 | 5,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 2,432 | 125,000 | SH | | DFND | 1 | 125,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 2,432 | 125,000 | SH | | DFND | 2 | 125,000 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | 16,459 | 105,734 | SH | | SOLE | | 105,734 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 1,005 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 2,010 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| MYLAN N V | SHS EURO | N59465109 | 1,005 | 50,000 | SH | | DFND | 3 | 50,000 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 2,799 | 158,300 | SH | | DFND | 1 | 158,300 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 6,094 | 344,666 | SH | | DFND | 2 | 344,666 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 | 3,568 | 201,834 | SH | | DFND | 3 | 201,834 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 7,526 | 85,000 | SH | | DFND | 1 | 85,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 7,526 | 85,000 | SH | | DFND | 2 | 85,000 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | 11,174 | 106,917 | SH | | DFND | 1 | 106,917 | 0 | 0 |
| ANNALY CAP MGMT INC | COM | 035710409 | 643 | 68,260 | SH | | DFND | 2 | 68,260 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 99 | 13,000 | SH | | DFND | 1 | 13,000 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 99 | 13,000 | SH | | DFND | 2 | 13,000 | 0 | 0 |
| ANTERIX INC | COM | 03676C100 | 15,528 | 359,352 | SH | | DFND | 1 | 359,352 | 0 | 0 |
| ANTERIX INC | COM | 03676C100 | 25,141 | 581,824 | SH | | DFND | 2 | 581,824 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 2,349 | 667,250 | SH | | DFND | 1 | 667,250 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,308 | 371,450 | SH | | DFND | 2 | 371,450 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,335 | 379,250 | SH | | DFND | 3 | 379,250 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 2,650 | 144,912 | SH | | DFND | 1 | 144,912 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 3,568 | 195,071 | SH | | DFND | 2 | 195,071 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 645 | 35,242 | SH | | DFND | 3 | 35,242 | 0 | 0 |
| APPLE INC | COM | 037833100 | 26,693 | 90,900 | SH | | DFND | 1 | 90,900 | 0 | 0 |
| APPLE INC | COM | 037833100 | 29,659 | 101,000 | SH | | DFND | 2 | 101,000 | 0 | 0 |
| APPLE INC | COM | 037833100 | 2,966 | 10,100 | SH | | DFND | 3 | 10,100 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 2,339 | 133,333 | SH | | DFND | 1 | 133,333 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 4,461 | 800,842 | SH | | DFND | 1 | 800,842 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 3,359 | 603,006 | SH | | DFND | 3 | 603,006 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 187 | 12,000 | SH | | DFND | 1 | 12,000 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 187 | 12,000 | SH | | DFND | 2 | 12,000 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 3,114 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 1,914 | 201,000 | SH | | DFND | 1 | 201,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 1,647 | 173,000 | SH | | DFND | 3 | 173,000 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 | 12,127 | 175,500 | SH | | SOLE | | 175,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 1,038 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 1,038 | 3,500 | SH | | DFND | 2 | 3,500 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,610 | 1,500,000 | PRN | | DFND | 1 | 1,500,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 8,584 | 8,000,000 | PRN | | DFND | 2 | 8,000,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 537 | 500,000 | PRN | | DFND | 3 | 500,000 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 407 | 10,363 | SH | | DFND | 1 | 10,363 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 39 | 999 | SH | | DFND | 3 | 999 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 1,926 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 1,926 | 30,000 | SH | | DFND | 3 | 30,000 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 90 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 90 | 30,000 | SH | | DFND | 3 | 30,000 | 0 | 0 |
| CNX MIDSTREAM PARTNERS LP | COM UNIT REPST | 12654A101 | 197 | 12,000 | SH | | DFND | 1 | 12,000 | 0 | 0 |
| CNX MIDSTREAM PARTNERS LP | COM UNIT REPST | 12654A101 | 197 | 12,000 | SH | | DFND | 2 | 12,000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | 6,686 | 90,000 | SH | | DFND | 1 | 90,000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | 6,686 | 90,000 | SH | | DFND | 2 | 90,000 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 494 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 10,954 | 400,500 | SH | | DFND | 1 | 400,500 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 10,954 | 400,500 | SH | | DFND | 2 | 400,500 | 0 | 0 |
| CERENCE INC | COM | 156727109 | 566 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| CERENCE INC | COM | 156727109 | 566 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 40,765 | 510,260 | SH | | DFND | 1 | 510,260 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 15,353 | 192,180 | SH | | DFND | 2 | 192,180 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 1,003 | 12,560 | SH | | DFND | 3 | 12,560 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 8,975 | 221,000 | SH | | DFND | 1 | 221,000 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 2,335 | 57,500 | SH | | DFND | 2 | 57,500 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 1,482 | 36,500 | SH | | DFND | 3 | 36,500 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 3,944 | 372,044 | SH | | DFND | 1 | 372,044 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 5,916 | 558,067 | SH | | DFND | 2 | 558,067 | 0 | 0 |
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 21,377 | 21,500,000 | PRN | | DFND | 2 | 21,500,000 | 0 | 0 |
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 9,830 | 10,000,000 | PRN | | DFND | 2 | 10,000,000 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 13,397 | 2,820,430 | SH | | DFND | 1 | 2,820,430 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 3,548 | 746,906 | SH | | DFND | 2 | 746,906 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 779 | 164,039 | SH | | DFND | 3 | 164,039 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 9,309 | 207,000 | SH | | DFND | 1 | 207,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 455 | 7,000 | SH | | DFND | 3 | 7,000 | 0 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 | 7,931 | 333,114 | SH | | DFND | 1 | 333,114 | 0 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 | 7,931 | 333,115 | SH | | DFND | 2 | 333,115 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 147 | 6,000 | SH | | DFND | 1 | 6,000 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 147 | 6,000 | SH | | DFND | 2 | 6,000 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,386 | 40,804 | SH | | DFND | 1 | 40,804 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,061 | 35,244 | SH | | DFND | 2 | 35,244 | 0 | 0 |
| DISH NETWORK CORP | CL A | 25470M109 | 1,064 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| DISH NETWORK CORP | CL A | 25470M109 | 1,064 | 30,000 | SH | | DFND | 2 | 30,000 | 0 | 0 |
| EQM MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 26885B100 | 224 | 7,500 | SH | | DFND | 1 | 7,500 | 0 | 0 |
| EQM MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 26885B100 | 224 | 7,500 | SH | | DFND | 2 | 7,500 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 8,223 | 448,623 | SH | | DFND | 1 | 448,623 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 19,403 | 1,058,539 | SH | | DFND | 2 | 1,058,539 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 50 | 5,000 | SH | | DFND | 1 | 5,000 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 50 | 5,000 | SH | | DFND | 2 | 5,000 | 0 | 0 |
| ENBRIDGE INC | COM | 29250N105 | 600 | 15,075 | SH | | DFND | 2 | 15,075 | 0 | 0 |
| ENBRIDGE INC | COM | 29250N105 | 67 | 1,675 | SH | | DFND | 3 | 1,675 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 558 | 43,520 | SH | | DFND | 1 | 43,520 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 18,238 | 1,421,504 | SH | | DFND | 2 | 1,421,504 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 993 | 77,376 | SH | | DFND | 3 | 77,376 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 2,950 | 635,834 | SH | | DFND | 1 | 635,834 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 2,950 | 635,835 | SH | | DFND | 2 | 635,835 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 563 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 563 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 317 | 8,500 | SH | | DFND | 1 | 8,500 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 317 | 8,500 | SH | | DFND | 2 | 8,500 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 3,288 | 158,850 | SH | | DFND | 1 | 158,850 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 3,288 | 158,850 | SH | | DFND | 2 | 158,850 | 0 | 0 |
| FRANCHISE GROUP INC | COM | 35180X105 | 2,189 | 94,340 | SH | | DFND | 1 | 94,340 | 0 | 0 |
| FRANCHISE GROUP INC | COM | 35180X105 | 2,189 | 94,340 | SH | | DFND | 2 | 94,340 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 1,651 | 63,550 | SH | | DFND | 1 | 63,550 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 2,880 | 110,850 | SH | | DFND | 2 | 110,850 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 1,444 | 55,600 | SH | | DFND | 3 | 55,600 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 118 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 64 | 19,069 | SH | | DFND | 2 | 19,069 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 28,460 | 777,600 | SH | | DFND | 1 | 777,600 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 11,434 | 312,400 | SH | | DFND | 3 | 312,400 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 164 | 8,000 | SH | | DFND | 1 | 8,000 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 164 | 8,000 | SH | | DFND | 2 | 8,000 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 5,013 | 77,143 | SH | | DFND | 1 | 77,143 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 2,042 | 31,428 | SH | | DFND | 2 | 31,428 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 743 | 11,429 | SH | | DFND | 3 | 11,429 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 721 | 39,231 | SH | | DFND | 1 | 39,231 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 2,273 | 123,667 | SH | | DFND | 2 | 123,667 | 0 | 0 |
| GRANITE PT MTG TR INC | COM | 38741L107 | 768 | 41,790 | SH | | DFND | 3 | 41,790 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 9,515 | 443,797 | SH | | DFND | 1 | 443,797 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 11,048 | 515,298 | SH | | DFND | 2 | 515,298 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 3,677 | 171,500 | SH | | DFND | 3 | 171,500 | 0 | 0 |
| HC2 HLDGS INC | COM | 404139107 | 2,186 | 1,007,421 | SH | | DFND | 2 | 1,007,421 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | 1,634 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | 594 | 40,000 | SH | | DFND | 3 | 40,000 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 249 | 11,000 | SH | | DFND | 1 | 11,000 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 249 | 11,000 | SH | | DFND | 2 | 11,000 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 1,754 | 103,900 | SH | | DFND | 1 | 103,900 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 1,754 | 103,900 | SH | | DFND | 2 | 103,900 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 19 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 529 | 24,609 | SH | | DFND | 1 | 24,609 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 477 | 22,216 | SH | | DFND | 2 | 22,216 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,016 | 61,000 | SH | | DFND | 1 | 61,000 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 2,046 | 122,900 | SH | | DFND | 2 | 122,900 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 330 | 19,800 | SH | | DFND | 3 | 19,800 | 0 | 0 |
| IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 277 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 277 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 | 174 | 8,159 | SH | | DFND | 1 | 8,159 | 0 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 | 178 | 8,315 | SH | | DFND | 2 | 8,315 | 0 | 0 |
| KAYNE ANDERSN MLP MIDS INVT | COM | 486606106 | 6,855 | 492,098 | SH | | DFND | 1 | 492,098 | 0 | 0 |
| KAYNE ANDERSN MLP MIDS INVT | COM | 486606106 | 6,855 | 492,096 | SH | | DFND | 2 | 492,096 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 2,687 | 38,850 | SH | | DFND | 1 | 38,850 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 | 3,534 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 1,774 | 91,920 | SH | | DFND | 1 | 91,920 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 32 | 1,662 | SH | | DFND | 3 | 1,662 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,569 | 94,285 | SH | | DFND | 1 | 94,285 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,569 | 94,282 | SH | | DFND | 2 | 94,282 | 0 | 0 |
| LENNAR CORP | CL A | 526057104 | 1,395 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 191 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 191 | 25,000 | SH | | DFND | 3 | 25,000 | 0 | 0 |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 15,675 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 280 | 11,000 | SH | | DFND | 1 | 11,000 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 280 | 11,000 | SH | | DFND | 2 | 11,000 | 0 | 0 |
| MACYS INC | COM | 55616P104 | 2,295 | 135,000 | SH | | DFND | 1 | 135,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 440 | 7,000 | SH | | DFND | 1 | 7,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 440 | 7,000 | SH | | DFND | 2 | 7,000 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 2,355 | 1,080,073 | SH | | DFND | 1 | 1,080,073 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 2,153 | 987,442 | SH | | DFND | 2 | 987,442 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 450 | 206,498 | SH | | DFND | 3 | 206,498 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 818 | 276,350 | SH | | DFND | 1 | 276,350 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 896 | 302,750 | SH | | DFND | 3 | 302,750 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 5,811 | 114,000 | SH | | DFND | 1 | 114,000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 561 | 11,010 | SH | | DFND | 3 | 11,010 | 0 | 0 |
| MOLSON COORS BREWING CO | CL B | 60871R209 | 1,348 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 8,120 | 789,473 | SH | | DFND | 1 | 789,473 | 0 | 0 |
| MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 18,946 | 1,842,106 | SH | | DFND | 2 | 1,842,106 | 0 | 0 |
| NII HLDGS INC | COM PAR | 62913F508 | 54 | 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 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 4,207 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,820 | 3,750,000 | PRN | | DFND | 1 | 3,750,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 17,381 | 17,063,000 | PRN | | DFND | 2 | 17,063,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 2,077 | 2,039,000 | PRN | | DFND | 3 | 2,039,000 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 20,093 | 171,372 | SH | | DFND | 1 | 171,372 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 21,512 | 183,473 | SH | | DFND | 2 | 183,473 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 1,419 | 12,100 | SH | | DFND | 3 | 12,100 | 0 | 0 |
| NOBLE MIDSTREAM PARTNERS LP | COM UNIT REPST | 65506L105 | 266 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| NOBLE MIDSTREAM PARTNERS LP | COM UNIT REPST | 65506L105 | 266 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 1,918 | 136,113 | SH | | DFND | 1 | 136,113 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 2,877 | 204,171 | SH | | DFND | 2 | 204,171 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 33 | 91,500 | SH | | DFND | 1 | 91,500 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 57 | 160,000 | SH | | DFND | 2 | 160,000 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 378 | 5,000 | SH | | DFND | 1 | 5,000 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 378 | 5,000 | SH | | DFND | 2 | 5,000 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 392 | 8,690 | SH | | DFND | 2 | 8,690 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 50 | 1,110 | SH | | DFND | 3 | 1,110 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 8,194 | 8,184,000 | PRN | | DFND | 1 | 8,184,000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 40,206 | 40,157,000 | PRN | | DFND | 2 | 40,157,000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 2,002 | 2,000,000 | PRN | | DFND | 3 | 2,000,000 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 431 | 7,000 | SH | | DFND | 1 | 7,000 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 431 | 7,000 | SH | | DFND | 2 | 7,000 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 120 | 6,500 | SH | | DFND | 1 | 6,500 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 120 | 6,500 | SH | | DFND | 2 | 6,500 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 127 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 422 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 295 | 70,000 | SH | | DFND | 3 | 70,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 11,870 | 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 | 10,546 | 112,500 | SH | | DFND | 1 | 112,500 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 7,155 | 76,323 | SH | | DFND | 3 | 76,323 | 0 | 0 |
| READY CAP CORP | COM | 75574U101 | 5,661 | 367,152 | SH | | DFND | 1 | 367,152 | 0 | 0 |
| READY CAP CORP | COM | 75574U101 | 13,975 | 906,290 | SH | | DFND | 2 | 906,290 | 0 | 0 |
| READY CAP CORP | COM | 75574U101 | 3,188 | 206,770 | SH | | DFND | 3 | 206,770 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 6,117 | 102,000 | SH | | DFND | 2 | 102,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 480 | 8,000 | SH | | DFND | 3 | 8,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 383 | 6,500 | SH | | DFND | 3 | 6,500 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 3,088 | 196,581 | SH | | DFND | 1 | 196,581 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 8,541 | 543,664 | SH | | DFND | 2 | 543,664 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 5,078 | 323,233 | SH | | DFND | 3 | 323,233 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 5,439 | 605,053 | SH | | DFND | 1 | 605,053 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 9,082 | 1,010,194 | SH | | DFND | 2 | 1,010,194 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 6,901 | 743,684 | SH | | DFND | 1 | 743,684 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 17,112 | 1,843,916 | SH | | DFND | 2 | 1,843,916 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 2,215 | 238,652 | SH | | DFND | 3 | 238,652 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 182 | 9,000 | SH | | DFND | 1 | 9,000 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 182 | 9,000 | SH | | DFND | 2 | 9,000 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 12,624 | 378,656 | SH | | DFND | 1 | 378,656 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 13,011 | 390,238 | SH | | DFND | 2 | 390,238 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 391 | 11,730 | SH | | DFND | 3 | 11,730 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 373 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 373 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| SUNOCO LP | COM UT REP LP | 86765K109 | 122 | 4,000 | SH | | DFND | 1 | 4,000 | 0 | 0 |
| SUNOCO LP | COM UT REP LP | 86765K109 | 122 | 4,000 | SH | | DFND | 2 | 4,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 5,290 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 15,871 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 8,941 | 331,500 | SH | | DFND | 1 | 331,500 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 3,482 | 129,100 | SH | | DFND | 2 | 129,100 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 6,996 | 259,400 | SH | | DFND | 3 | 259,400 | 0 | 0 |
| TARGA RES CORP | COM | 87612G101 | 408 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| TARGA RES CORP | COM | 87612G101 | 408 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 1,168 | 70,000 | SH | | DFND | 1 | 70,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 1,669 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 501 | 30,000 | SH | | DFND | 3 | 30,000 | 0 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 881624209 | 882 | 90,000 | SH | | DFND | 1 | 90,000 | 0 | 0 |
| TIVO CORP | COM | 88870P106 | 1,632 | 192,500 | SH | | DFND | 1 | 192,500 | 0 | 0 |
| TIVO CORP | COM | 88870P106 | 1,632 | 192,500 | SH | | DFND | 2 | 192,500 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 10,430 | 581,719 | SH | | DFND | 1 | 581,719 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 10,219 | 569,964 | SH | | DFND | 2 | 569,964 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L100 | 1,076 | 60,000 | SH | | DFND | 3 | 60,000 | 0 | 0 |
| TORTOISE MIDSTRM ENERGY FD I | COM | 89148B101 | 1,000 | 91,280 | SH | | DFND | 1 | 91,280 | 0 | 0 |
| TORTOISE MIDSTRM ENERGY FD I | COM | 89148B101 | 1,000 | 91,281 | SH | | DFND | 2 | 91,281 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 7,311 | 500,042 | SH | | DFND | 1 | 500,042 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 12,642 | 864,735 | SH | | DFND | 2 | 864,735 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 3,287 | 224,823 | SH | | DFND | 3 | 224,823 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 2,154 | 118,721 | SH | | DFND | 2 | 118,721 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 202 | 11,150 | SH | | DFND | 3 | 11,150 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | 27,806 | 186,191 | SH | | DFND | 1 | 186,191 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 25,193 | 600,271 | SH | | DFND | 1 | 600,271 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 13,898 | 331,153 | SH | | DFND | 2 | 331,153 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 6,898 | 164,355 | SH | | DFND | 3 | 164,355 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | 6,564 | 122,000 | SH | | DFND | 1 | 122,000 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 236 | 12,000 | SH | | DFND | 1 | 12,000 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 236 | 12,000 | SH | | DFND | 2 | 12,000 | 0 | 0 |
