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: | 09-30-2020 |
| 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: | Senior Vice President and Chief Financial Officer |
| Phone: | 513-579-2153 |
| Signature, Place, and Date of Signing: |
| /s/ Brian S. Hertzman | CINCINNATI,
OH | 11-09-2020 |
| [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: | 239 |
| Form 13F Information Table Value Total: | 726,103 |
| (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 | 028-00498 | Great American Insurance Company |
| 2 | 028-01258 | Great American Life Insurance Company |
| 3 | 028-17123 | 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 A G | NAMEN AKT | D18190898 | 556 | 66,168 | SH | | DFND | 1 | 66,168 | 0 | 0 |
| DEUTSCHE BANK A G | NAMEN AKT | D18190898 | 312 | 37,200 | SH | | DFND | 2 | 37,200 | 0 | 0 |
| DEUTSCHE BANK A G | NAMEN AKT | D18190898 | 518 | 61,631 | SH | | DFND | 3 | 61,631 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 270 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 270 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 646 | 195,690 | SH | | DFND | 1 | 195,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 104 | 31,500 | SH | | DFND | 3 | 31,500 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 | 8,500 | 745,000 | SH | | DFND | 1 | 745,000 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 | 8,500 | 745,000 | SH | | DFND | 2 | 745,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 1,018 | 125,000 | SH | | DFND | 1 | 125,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 1,018 | 125,000 | SH | | DFND | 2 | 125,000 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | 12,278 | 105,734 | SH | | SOLE | | 105,734 | 0 | 0 |
| MYLAN NV | SHS EURO | N59465109 | 741 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| MYLAN NV | SHS EURO | N59465109 | 1,483 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| MYLAN NV | SHS EURO | N59465109 | 741 | 50,000 | SH | | DFND | 3 | 50,000 | 0 | 0 |
| ACUTUS MED INC | COM | 005111109 | 8,940 | 299,995 | SH | | DFND | 1 | 299,995 | 0 | 0 |
| ACUTUS MED INC | COM | 005111109 | 8,940 | 299,995 | SH | | DFND | 2 | 299,995 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | 8,397 | 106,917 | SH | | DFND | 1 | 106,917 | 0 | 0 |
| ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 486 | 68,260 | SH | | DFND | 2 | 68,260 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 107 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 107 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| ANTERIX INC | COM | 03676C100 | 993 | 30,353 | SH | | DFND | 1 | 30,353 | 0 | 0 |
| ANTERIX INC | COM | 03676C100 | 1,512 | 46,213 | SH | | DFND | 2 | 46,213 | 0 | 0 |
| ANWORTH MTG ASSET CORP | COM | 037347101 | 1,094 | 667,250 | SH | | DFND | 1 | 667,250 | 0 | 0 |
| ANWORTH MTG ASSET CORP | COM | 037347101 | 609 | 371,450 | SH | | DFND | 2 | 371,450 | 0 | 0 |
| ANWORTH MTG ASSET CORP | COM | 037347101 | 622 | 379,250 | SH | | DFND | 3 | 379,250 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 1,306 | 144,912 | SH | | DFND | 1 | 144,912 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 1,758 | 195,071 | SH | | DFND | 2 | 195,071 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 318 | 35,242 | SH | | DFND | 3 | 35,242 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 1,767 | 133,333 | SH | | DFND | 1 | 133,333 | 0 | 0 |
| ARLINGTON ASSET INVST CORP | CL A NEW | 041356205 | 1,813 | 638,342 | SH | | DFND | 1 | 638,342 | 0 | 0 |
| ARLINGTON ASSET INVST CORP | CL A NEW | 041356205 | 1,365 | 480,506 | SH | | DFND | 3 | 480,506 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 188 | 19,000 | SH | | DFND | 1 | 19,000 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 188 | 19,000 | SH | | DFND | 2 | 19,000 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 1,440 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 1,007 | 201,000 | SH | | DFND | 1 | 201,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 867 | 173,000 | SH | | DFND | 3 | 173,000 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 | 10,732 | 175,500 | SH | | SOLE | | 175,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 993 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 993 | 3,500 | SH | | DFND | 2 | 3,500 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,435 | 1,500,000 | PRN | | DFND | 1 | 1,500,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 7,654 | 8,000,000 | PRN | | DFND | 2 | 8,000,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 478 | 500,000 | PRN | | DFND | 3 | 500,000 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 279 | 10,363 | SH | | DFND | 1 | 10,363 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 27 | 999 | SH | | DFND | 3 | 999 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,809 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,809 | 30,000 | SH | | DFND | 3 | 30,000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | 9,344 | 160,000 | SH | | DFND | 1 | 160,000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | 9,344 | 160,000 | SH | | DFND | 2 | 160,000 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 334 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 574 | 13,557 | SH | | DFND | 1 | 13,557 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 574 | 13,557 | SH | | DFND | 2 | 13,557 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 21,997 | 510,260 | SH | | DFND | 1 | 510,260 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 8,285 | 192,180 | SH | | DFND | 2 | 192,180 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 541 | 12,560 | SH | | DFND | 3 | 12,560 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 1,413 | 55,910 | SH | | DFND | 1 | 55,910 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 902 | 35,670 | SH | | DFND | 2 | 35,670 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 | 213 | 8,420 | SH | | DFND | 3 | 8,420 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 2,251 | 372,044 | SH | | DFND | 1 | 372,044 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 3,376 | 558,067 | SH | | DFND | 2 | 558,067 | 0 | 0 |
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 20,863 | 21,500,000 | PRN | | DFND | 2 | 21,500,000 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 5,027 | 1,841,485 | SH | | DFND | 1 | 1,841,485 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 1,331 | 487,560 | SH | | DFND | 2 | 487,560 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 291 | 106,703 | SH | | DFND | 3 | 106,703 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 9,576 | 207,000 | SH | | DFND | 1 | 207,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 230 | 7,000 | SH | | DFND | 3 | 7,000 | 0 | 0 |
| CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 3,863 | 310,030 | SH | | DFND | 1 | 310,030 | 0 | 0 |
| CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 3,863 | 310,031 | SH | | DFND | 2 | 310,031 | 0 | 0 |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 22758A105 | 104 | 7,000 | SH | | DFND | 1 | 7,000 | 0 | 0 |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 22758A105 | 104 | 7,000 | SH | | DFND | 2 | 7,000 | 0 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 | 3,731 | 333,114 | SH | | DFND | 1 | 333,114 | 0 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 | 3,731 | 333,115 | SH | | DFND | 2 | 333,115 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 112 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 112 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,248 | 40,804 | SH | | DFND | 1 | 40,804 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,078 | 35,244 | SH | | DFND | 2 | 35,244 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 | 871 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 | 871 | 30,000 | SH | | DFND | 2 | 30,000 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 5,500 | 448,623 | SH | | DFND | 1 | 448,623 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 15,430 | 1,258,539 | SH | | DFND | 2 | 1,258,539 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 2,452 | 200,000 | SH | | DFND | 3 | 200,000 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 41 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 41 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| ENBRIDGE INC | COM | 29250N105 | 440 | 15,075 | SH | | DFND | 2 | 15,075 | 0 | 0 |
| ENBRIDGE INC | COM | 29250N105 | 49 | 1,675 | SH | | DFND | 3 | 1,675 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 1,688 | 311,520 | SH | | DFND | 1 | 311,520 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 9,157 | 1,689,504 | SH | | DFND | 2 | 1,689,504 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 419 | 77,376 | SH | | DFND | 3 | 77,376 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 1,024 | 635,834 | SH | | DFND | 1 | 635,834 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 1,024 | 635,835 | SH | | DFND | 2 | 635,835 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,805 | 241,000 | SH | | DFND | 1 | 241,000 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,805 | 241,000 | SH | | DFND | 2 | 241,000 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 342 | 8,500 | SH | | DFND | 1 | 8,500 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 342 | 8,500 | SH | | DFND | 2 | 8,500 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 | 206 | 24,400 | SH | | DFND | 1 | 24,400 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 | 206 | 24,400 | SH | | DFND | 2 | 24,400 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 1,654 | 158,850 | SH | | DFND | 1 | 158,850 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 1,654 | 158,850 | SH | | DFND | 2 | 158,850 | 0 | 0 |
| FRANCHISE GROUP INC | COM | 35180X105 | 17,783 | 701,207 | SH | | DFND | 1 | 701,207 | 0 | 0 |
| FRANCHISE GROUP INC | COM | 35180X105 | 17,783 | 701,207 | SH | | DFND | 2 | 701,207 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 | 1,293 | 63,550 | SH | | DFND | 1 | 63,550 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 | 2,256 | 110,850 | SH | | DFND | 2 | 110,850 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 | 1,131 | 55,600 | SH | | DFND | 3 | 55,600 | 0 | 0 |
| FULL HSE RESORTS INC | COM | 359678109 | 69 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HSE RESORTS INC | COM | 359678109 | 37 | 19,069 | SH | | DFND | 2 | 19,069 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 10,345 | 349,620 | SH | | DFND | 1 | 349,620 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 4,154 | 140,380 | SH | | DFND | 3 | 140,380 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 45 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 45 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 1,968 | 31,143 | SH | | DFND | 1 | 31,143 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 849 | 13,428 | SH | | DFND | 2 | 13,428 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 343 | 5,429 | SH | | DFND | 3 | 5,429 | 0 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 278 | 39,231 | SH | | DFND | 1 | 39,231 | 0 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 877 | 123,667 | SH | | DFND | 2 | 123,667 | 0 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 296 | 41,790 | SH | | DFND | 3 | 41,790 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 7,488 | 543,797 | SH | | DFND | 1 | 543,797 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 8,473 | 615,298 | SH | | DFND | 2 | 615,298 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 2,362 | 171,500 | SH | | DFND | 3 | 171,500 | 0 | 0 |
| HC2 HLDGS INC | COM | 404139107 | 2,438 | 1,007,421 | SH | | DFND | 2 | 1,007,421 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | 1,732 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | 630 | 40,000 | SH | | DFND | 3 | 40,000 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 272 | 18,000 | SH | | DFND | 1 | 18,000 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 272 | 18,000 | SH | | DFND | 2 | 18,000 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 933 | 103,900 | SH | | DFND | 1 | 103,900 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 933 | 103,900 | SH | | DFND | 2 | 103,900 | 0 | 0 |
| INSTEEL INDS INC | COM | 45774W108 | 460 | 24,609 | SH | | DFND | 1 | 24,609 | 0 | 0 |
| INSTEEL INDS INC | COM | 45774W108 | 415 | 22,216 | SH | | DFND | 2 | 22,216 | 0 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 | 147 | 8,159 | SH | | DFND | 1 | 8,159 | 0 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 | 150 | 8,315 | SH | | DFND | 2 | 8,315 | 0 | 0 |
| KAYNE ANDERSON ENERGY INFRST | COM | 486606106 | 1,963 | 492,098 | SH | | DFND | 1 | 492,098 | 0 | 0 |
| KAYNE ANDERSON ENERGY INFRST | COM | 486606106 | 1,963 | 492,096 | SH | | DFND | 2 | 492,096 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 2,509 | 38,850 | SH | | DFND | 1 | 38,850 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 | 3,294 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 1,255 | 91,920 | SH | | DFND | 1 | 91,920 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 23 | 1,662 | SH | | DFND | 3 | 1,662 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,290 | 94,285 | SH | | DFND | 1 | 94,285 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,290 | 94,282 | SH | | DFND | 2 | 94,282 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 67 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 67 | 25,000 | SH | | DFND | 3 | 25,000 | 0 | 0 |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 14,003 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 315 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 315 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| MACYS INC | COM | 55616P104 | 769 | 135,000 | SH | | DFND | 1 | 135,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 376 | 11,000 | SH | | DFND | 1 | 11,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 376 | 11,000 | SH | | DFND | 2 | 11,000 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F502 | 963 | 54,003 | SH | | DFND | 1 | 54,003 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F502 | 880 | 49,372 | SH | | DFND | 2 | 49,372 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F502 | 184 | 10,324 | SH | | DFND | 3 | 10,324 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 161 | 276,350 | SH | | DFND | 1 | 276,350 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 176 | 302,750 | SH | | DFND | 3 | 302,750 | 0 | 0 |
| MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 839 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 2,895 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,659 | 3,750,000 | PRN | | DFND | 1 | 3,750,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 16,650 | 17,063,000 | PRN | | DFND | 2 | 17,063,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,990 | 2,039,000 | PRN | | DFND | 3 | 2,039,000 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 20,673 | 229,882 | SH | | DFND | 1 | 229,882 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 21,806 | 242,483 | SH | | DFND | 2 | 242,483 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 1,133 | 12,600 | SH | | DFND | 3 | 12,600 | 0 | 0 |
| NOBLE MIDSTREAM PARTNERS LP | COM UNIT REPST | 65506L105 | 124 | 17,000 | SH | | DFND | 1 | 17,000 | 0 | 0 |
| NOBLE MIDSTREAM PARTNERS LP | COM UNIT REPST | 65506L105 | 124 | 17,000 | SH | | DFND | 2 | 17,000 | 0 | 0 |
| NUTRIEN LTD | COM | 67077M108 | 1,962 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| NUTRIEN LTD | COM | 67077M108 | 1,962 | 50,000 | SH | | DFND | 2 | 50,000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 648 | 64,113 | SH | | DFND | 1 | 64,113 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 972 | 96,171 | SH | | DFND | 2 | 96,171 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 286 | 11,000 | SH | | DFND | 1 | 11,000 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 286 | 11,000 | SH | | DFND | 2 | 11,000 | 0 | 0 |
| ORGANOVO HLDGS INC | COM NEW | 68620A203 | 36 | 4,575 | SH | | DFND | 1 | 4,575 | 0 | 0 |
| ORGANOVO HLDGS INC | COM NEW | 68620A203 | 63 | 8,000 | SH | | DFND | 2 | 8,000 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 527 | 8,690 | SH | | DFND | 2 | 8,690 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 67 | 1,110 | SH | | DFND | 3 | 1,110 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 265 | 11,500 | SH | | DFND | 1 | 11,500 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 265 | 11,500 | SH | | DFND | 2 | 11,500 | 0 | 0 |
| PHREESIA INC | COM | 71944F106 | 329 | 10,230 | SH | | DFND | 1 | 10,230 | 0 | 0 |
| PHREESIA INC | COM | 71944F106 | 767 | 23,871 | SH | | DFND | 2 | 23,871 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 2,521 | 421,500 | SH | | DFND | 1 | 421,500 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 2,521 | 421,500 | SH | | DFND | 2 | 421,500 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 114 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 379 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 265 | 70,000 | SH | | DFND | 3 | 70,000 | 0 | 0 |
| READY CAPITAL CORP | COM | 75574U101 | 1,725 | 153,989 | SH | | DFND | 1 | 153,989 | 0 | 0 |
| READY CAPITAL CORP | COM | 75574U101 | 4,255 | 379,872 | SH | | DFND | 2 | 379,872 | 0 | 0 |
| READY CAPITAL CORP | COM | 75574U101 | 969 | 86,492 | SH | | DFND | 3 | 86,492 | 0 | 0 |
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 913 | 1,000,000 | PRN | | DFND | 1 | 1,000,000 | 0 | 0 |
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 6,394 | 7,000,000 | PRN | | DFND | 2 | 7,000,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 2,470 | 102,000 | SH | | DFND | 2 | 102,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 194 | 8,000 | SH | | DFND | 3 | 8,000 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 3,228 | 282,161 | SH | | DFND | 1 | 282,161 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 6,882 | 601,565 | SH | | DFND | 2 | 601,565 | 0 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 3,374 | 294,947 | SH | | DFND | 3 | 294,947 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 4,175 | 605,053 | SH | | DFND | 1 | 605,053 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 6,970 | 1,010,194 | SH | | DFND | 2 | 1,010,194 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 2,856 | 743,684 | SH | | DFND | 1 | 743,684 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 7,081 | 1,843,916 | SH | | DFND | 2 | 1,843,916 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 916 | 238,652 | SH | | DFND | 3 | 238,652 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 123 | 13,000 | SH | | DFND | 1 | 13,000 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 123 | 13,000 | SH | | DFND | 2 | 13,000 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 10,166 | 528,656 | SH | | DFND | 1 | 528,656 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 10,581 | 550,238 | SH | | DFND | 2 | 550,238 | 0 | 0 |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 418 | 21,730 | SH | | DFND | 3 | 21,730 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 226 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 226 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 86765K109 | 366 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 86765K109 | 366 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 5,146 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 15,438 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 5,181 | 331,500 | SH | | DFND | 1 | 331,500 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 2,018 | 129,100 | SH | | DFND | 2 | 129,100 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 | 4,054 | 259,400 | SH | | DFND | 3 | 259,400 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 823 | 70,000 | SH | | DFND | 1 | 70,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 1,175 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 353 | 30,000 | SH | | DFND | 3 | 30,000 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L886 | 2,151 | 145,429 | SH | | DFND | 1 | 145,429 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L886 | 2,107 | 142,491 | SH | | DFND | 2 | 142,491 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L886 | 222 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| TORTOISE MIDSTRM ENERGY FD I | COM | 89148B200 | 132 | 9,128 | SH | | DFND | 1 | 9,128 | 0 | 0 |
| TORTOISE MIDSTRM ENERGY FD I | COM | 89148B200 | 132 | 9,128 | SH | | DFND | 2 | 9,128 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 1,993 | 391,542 | SH | | DFND | 1 | 391,542 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 3,422 | 672,235 | SH | | DFND | 2 | 672,235 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 895 | 175,823 | SH | | DFND | 3 | 175,823 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 14,368 | 14,400,000 | PRN | | DFND | 1 | 14,400,000 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 40,232 | 40,322,000 | PRN | | DFND | 2 | 40,322,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 160 | 16,000 | SH | | DFND | 1 | 16,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 1,349 | 134,721 | SH | | DFND | 2 | 134,721 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 112 | 11,150 | SH | | DFND | 3 | 11,150 | 0 | 0 |
| VENTAS INC | COM | 92276F100 | 1,577 | 37,595 | SH | | DFND | 1 | 37,595 | 0 | 0 |
| VENTAS INC | COM | 92276F100 | 3,462 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| VENTAS INC | COM | 92276F100 | 1,884 | 44,905 | SH | | DFND | 3 | 44,905 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 18,494 | 660,271 | SH | | DFND | 1 | 660,271 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 10,956 | 391,153 | SH | | DFND | 2 | 391,153 | 0 | 0 |
| VIACOMCBS INC | CL B | 92556H206 | 4,604 | 164,355 | SH | | DFND | 3 | 164,355 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | 4,631 | 197,000 | SH | | DFND | 1 | 197,000 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | 1,763 | 75,000 | SH | | DFND | 2 | 75,000 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 | 1,891 | 34,319 | SH | | DFND | 1 | 34,319 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 | 3,263 | 59,232 | SH | | DFND | 2 | 59,232 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 | 1,371 | 24,889 | SH | | DFND | 3 | 24,889 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 152 | 19,000 | SH | | DFND | 1 | 19,000 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 152 | 19,000 | SH | | DFND | 2 | 19,000 | 0 | 0 |
| XPERI HOLDING CORP | COM | 98390M103 | 10,199 | 887,671 | SH | | DFND | 1 | 887,671 | 0 | 0 |
| XPERI HOLDING CORP | COM | 98390M103 | 10,199 | 887,671 | SH | | DFND | 2 | 887,671 | 0 | 0 |
