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: | 03-31-2021 |
| 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: | Robert A. Dee |
| Title: | Assistant Vice President and Controller |
| Phone: | 513-579-2153 |
| Signature, Place, and Date of Signing: |
| /s/Robert A. Dee | Cincinnati,
OH | 05-11-2021 |
| [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: | 2 | | |
| Form 13F Information Table Entry Total: | 162 |
| Form 13F Information Table Value Total: | 601,219 |
| (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 |
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 | 794 | 66,168 | SH | | DFND | 1 | 66,168 | 0 | 0 |
| DEUTSCHE BANK A G | NAMEN AKT | D18190898 | 740 | 61,631 | SH | | DFND | | 61,631 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 1,450 | 195,690 | SH | | DFND | 1 | 195,690 | 0 | 0 |
| ENDO INTL PLC | SHS | G30401106 | 233 | 31,500 | SH | | DFND | | 31,500 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 | 6,179 | 245,000 | SH | | DFND | 1 | 245,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 1,623 | 125,000 | SH | | DFND | 1 | 125,000 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | 16,703 | 105,734 | SH | | SOLE | | 105,734 | 0 | 0 |
| ACUTUS MED INC | COM | 005111109 | 4,011 | 299,995 | SH | | DFND | 1 | 299,995 | 0 | 0 |
| ACUTUS MED INC | COM | 005111109 | 4,011 | 299,995 | SH | | DFND | 2 | 299,995 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | 10,540 | 106,917 | SH | | DFND | 1 | 106,917 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 181 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 | 181 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 1,182 | 84,600 | SH | | DFND | 1 | 84,600 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 287 | 20,554 | SH | | DFND | | 20,554 | 0 | 0 |
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 5,162 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 5,162 | 5,000,000 | PRN | | DFND | 2 | 5,000,000 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 3,889 | 133,333 | SH | | DFND | 1 | 133,333 | 0 | 0 |
| ARLINGTON ASSET INVST CORP | CL A NEW | 041356205 | 2,579 | 638,342 | SH | | DFND | 1 | 638,342 | 0 | 0 |
| ARLINGTON ASSET INVST CORP | CL A NEW | 041356205 | 1,941 | 480,506 | SH | | DFND | | 480,506 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 253 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 253 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| BM TECHNOLOGIES INC | CL A COM | 05591L107 | 597 | 51,262 | SH | | DFND | 1 | 51,262 | 0 | 0 |
| BM TECHNOLOGIES INC | CL A COM | 05591L107 | 597 | 51,263 | SH | | DFND | 2 | 51,263 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,056 | 201,000 | SH | | DFND | 1 | 201,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 1,770 | 173,000 | SH | | DFND | | 173,000 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 | 13,224 | 175,500 | SH | | SOLE | | 175,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 979 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,540 | 1,500,000 | PRN | | DFND | 1 | 1,500,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 8,213 | 8,000,000 | PRN | | DFND | 2 | 8,000,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 513 | 500,000 | PRN | | DFND | | 500,000 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 459 | 10,363 | SH | | DFND | 1 | 10,363 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | 44 | 999 | SH | | DFND | | 999 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,894 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,894 | 30,000 | SH | | DFND | | 30,000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | 12,037 | 160,000 | SH | | DFND | 1 | 160,000 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 477 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 22,407 | 308,000 | SH | | DFND | 1 | 308,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 509 | 7,000 | SH | | DFND | | 7,000 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 2,947 | 372,044 | SH | | DFND | 1 | 372,044 | 0 | 0 |
| CLIPPER RLTY INC | COM | 18885T306 | 2,189 | 276,418 | SH | | DFND | 2 | 276,418 | 0 | 0 |
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 21,858 | 21,500,000 | PRN | | DFND | 2 | 21,500,000 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 1,546 | 238,515 | SH | | DFND | 1 | 238,515 | 0 | 0 |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 112 | 17,233 | SH | | DFND | | 17,233 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 11,201 | 207,000 | SH | | DFND | 1 | 207,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 371 | 7,000 | SH | | DFND | | 7,000 | 0 | 0 |
| CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 4,269 | 592,877 | SH | | DFND | | 592,877 | 0 | 0 |
| CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 2,604 | 93,251 | SH | | DFND | 1 | 93,251 | 0 | 0 |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 22758A105 | 167 | 9,000 | SH | | DFND | 1 | 9,000 | 0 | 0 |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 22758A105 | 167 | 9,000 | SH | | DFND | 2 | 9,000 | 0 | 0 |
| CURIOSITYSTREAM INC | COM CL A | 23130Q107 | 369 | 27,251 | SH | | DFND | 1 | 27,251 | 0 | 0 |
| CURIOSITYSTREAM INC | COM CL A | 23130Q107 | 369 | 27,250 | SH | | DFND | 2 | 27,250 | 0 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 | 10,600 | 333,114 | SH | | DFND | 1 | 333,114 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 217 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 217 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 | 1,086 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 7,182 | 448,623 | SH | | DFND | 1 | 448,623 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 20,149 | 1,258,539 | SH | | DFND | 2 | 1,258,539 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | 3,202 | 200,000 | SH | | DFND | | 200,000 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 65 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 65 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 2,392 | 311,520 | SH | | DFND | 1 | 311,520 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 215 | 28,000 | SH | | DFND | 2 | 28,000 | 0 | 0 |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 594 | 77,376 | SH | | DFND | | 77,376 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 1,238 | 235,834 | SH | | DFND | 1 | 235,834 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 5,395 | 245,000 | SH | | DFND | 1 | 245,000 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 573 | 26,000 | SH | | DFND | 2 | 26,000 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 411 | 8,500 | SH | | DFND | 1 | 8,500 | 0 | 0 |
| ENVIVA PARTNERS LP | COM UNIT | 29414J107 | 411 | 8,500 | SH | | DFND | 2 | 8,500 | 0 | 0 |
| EOS ENERGY ENTERPRISES INC | COM CL A | 29415C101 | 8,091 | 410,278 | SH | | DFND | 1 | 410,278 | 0 | 0 |
| EOS ENERGY ENTERPRISES INC | COM CL A | 29415C101 | 16,181 | 820,556 | SH | | DFND | 2 | 820,556 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 | 199 | 24,400 | SH | | DFND | 1 | 24,400 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 | 199 | 24,400 | SH | | DFND | 2 | 24,400 | 0 | 0 |
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 1,422 | 158,850 | SH | | DFND | 1 | 158,850 | 0 | 0 |
| FRANCHISE GROUP INC | COM | 35180X105 | 24,776 | 686,115 | SH | | DFND | 1 | 686,115 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 | 1,881 | 63,550 | SH | | DFND | 1 | 63,550 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 | 1,646 | 55,600 | SH | | DFND | | 55,600 | 0 | 0 |
| FULL HSE RESORTS INC | COM | 359678109 | 301 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HSE RESORTS INC | COM | 359678109 | 162 | 19,069 | SH | | DFND | 2 | 19,069 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 7,810 | 135,920 | SH | | DFND | 1 | 135,920 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 3,107 | 54,080 | SH | | DFND | | 54,080 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 93 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 93 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 470 | 39,231 | SH | | DFND | 1 | 39,231 | 0 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 500 | 41,790 | SH | | DFND | | 41,790 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 10,006 | 543,797 | SH | | DFND | 1 | 543,797 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 3,156 | 171,500 | SH | | DFND | | 171,500 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 426 | 19,000 | SH | | DFND | 1 | 19,000 | 0 | 0 |
| HESS MIDSTREAM LP | CL A SHS | 428103105 | 426 | 19,000 | SH | | DFND | 2 | 19,000 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 1,708 | 103,900 | SH | | DFND | 1 | 103,900 | 0 | 0 |
| HOWARD BANCORP INC | COM | 442496105 | 1,708 | 103,900 | SH | | DFND | 2 | 103,900 | 0 | 0 |
| KAYNE ANDERSON ENERGY INFRST | COM | 486606106 | 3,528 | 492,098 | SH | | DFND | 1 | 492,098 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 2,459 | 38,850 | SH | | DFND | 1 | 38,850 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 | 4,400 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 1,609 | 91,920 | SH | | DFND | 1 | 91,920 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 29 | 1,662 | SH | | DFND | | 1,662 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,672 | 94,285 | SH | | DFND | 1 | 94,285 | 0 | 0 |
| LEGACY HOUSING CORP | COM | 52472M101 | 1,153 | 65,042 | SH | | DFND | 2 | 65,042 | 0 | 0 |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 14,917 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 551 | 21,500 | SH | | DFND | 1 | 21,500 | 0 | 0 |
| MPLX LP | COM UNIT REP LTD | 55336V100 | 538 | 21,000 | SH | | DFND | 2 | 21,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 650 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 607 | 14,000 | SH | | DFND | 2 | 14,000 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T205 | 193 | 27,635 | SH | | DFND | 1 | 27,635 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T205 | 212 | 30,275 | SH | | DFND | | 30,275 | 0 | 0 |
| MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 1,279 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 4,417 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,836 | 3,750,000 | PRN | | DFND | 1 | 3,750,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 17,456 | 17,063,000 | PRN | | DFND | 2 | 17,063,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 2,086 | 2,039,000 | PRN | | DFND | | 2,039,000 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 32,282 | 229,882 | SH | | DFND | 1 | 229,882 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 11,379 | 81,029 | SH | | DFND | 2 | 81,029 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 1,769 | 12,600 | SH | | DFND | | 12,600 | 0 | 0 |
| NURIX THERAPEUTICS INC | COM | 67080M103 | 231 | 7,442 | SH | | DFND | 1 | 7,442 | 0 | 0 |
| NURIX THERAPEUTICS INC | COM | 67080M103 | 231 | 7,442 | SH | | DFND | 2 | 7,442 | 0 | 0 |
| OLEMA PHARMACEUTICALS INC | COM | 68062P106 | 106 | 3,181 | SH | | DFND | 1 | 3,181 | 0 | 0 |
| OLEMA PHARMACEUTICALS INC | COM | 68062P106 | 106 | 3,181 | SH | | DFND | 2 | 3,181 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 1,141 | 64,113 | SH | | DFND | 1 | 64,113 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 709 | 14,000 | SH | | DFND | 1 | 14,000 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 | 709 | 14,000 | SH | | DFND | 2 | 14,000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 7,053 | 7,000,000 | PRN | | DFND | 1 | 7,000,000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 17,130 | 17,000,000 | PRN | | DFND | 2 | 17,000,000 | 0 | 0 |
| PHENIXFIN CORP COM | COM | 71742W103 | 1,778 | 54,003 | SH | | DFND | 1 | 54,003 | 0 | 0 |
| PHENIXFIN CORP COM | COM | 71742W103 | 340 | 10,324 | SH | | DFND | | 10,324 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 380 | 12,000 | SH | | DFND | 1 | 12,000 | 0 | 0 |
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 380 | 12,000 | SH | | DFND | 2 | 12,000 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 3,754 | 412,500 | SH | | DFND | 1 | 412,500 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 177 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 414 | 70,000 | SH | | DFND | | 70,000 | 0 | 0 |
| READY CAPITAL CORP | COM | 75574U101 | 3,329 | 248,086 | SH | | DFND | 1 | 248,086 | 0 | 0 |
| READY CAPITAL CORP | COM | 75574U101 | 1,852 | 138,037 | SH | | DFND | | 138,037 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 295 | 8,000 | SH | | DFND | | 8,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 255 | 6,500 | SH | | DFND | | 6,500 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 4,356 | 605,053 | SH | | DFND | 1 | 605,053 | 0 | 0 |
| SELECT INTERIOR CONCEPTS INC | CL A | 816120307 | 5,269 | 731,751 | SH | | DFND | 2 | 731,751 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 2,882 | 578,710 | SH | | DFND | 1 | 578,710 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 2,069 | 415,500 | SH | | DFND | 2 | 415,500 | 0 | 0 |
| SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 1,188 | 238,652 | SH | | DFND | | 238,652 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 173 | 13,000 | SH | | DFND | 1 | 13,000 | 0 | 0 |
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 173 | 13,000 | SH | | DFND | 2 | 13,000 | 0 | 0 |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 86765K109 | 478 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 86765K109 | 478 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 5,615 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 16,844 | 15,000,000 | PRN | | DFND | 2 | 15,000,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 1,318 | 70,000 | SH | | DFND | 1 | 70,000 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | 565 | 30,000 | SH | | DFND | | 30,000 | 0 | 0 |
| TELOS CORP MD | COM | 87969B101 | 4,266 | 112,500 | SH | | DFND | 1 | 112,500 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L886 | 3,085 | 126,225 | SH | | DFND | 1 | 126,225 | 0 | 0 |
| TORTOISE ENERGY INFRA CORP | COM | 89147L886 | 318 | 13,019 | SH | | DFND | | 13,019 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 2,870 | 391,542 | SH | | DFND | 1 | 391,542 | 0 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 | 1,289 | 175,823 | SH | | DFND | | 175,823 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 14,053 | 13,750,000 | PRN | | DFND | 1 | 13,750,000 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 39,321 | 38,472,000 | PRN | | DFND | 2 | 38,472,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 276 | 18,000 | SH | | DFND | 1 | 18,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 2,014 | 131,571 | SH | | DFND | 2 | 131,571 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 171 | 11,150 | SH | | DFND | | 11,150 | 0 | 0 |
| VIATRIS INC | COM | 92556V106 | 699 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
| VIATRIS INC | COM | 92556V106 | 699 | 50,000 | SH | | DFND | | 50,000 | 0 | 0 |
| VIVINT SMART HOME INC | COM CL A | 928542109 | 66 | 4,631 | SH | | DFND | 1 | 4,631 | 0 | 0 |
| VIVINT SMART HOME INC | COM CL A | 928542109 | 155 | 10,809 | SH | | DFND | 2 | 10,809 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 353 | 19,000 | SH | | DFND | 1 | 19,000 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 353 | 19,000 | SH | | DFND | 2 | 19,000 | 0 | 0 |
| XPERI HOLDING CORP | COM | 98390M103 | 19,325 | 887,671 | SH | | DFND | 1 | 887,671 | 0 | 0 |
