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: | 12-31-2015 |
| 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 | 02-08-2016 |
| [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: | 266 |
| Form 13F Information Table Value Total: | 1,307,736 |
| (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 | | 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 | 10,172 | 421,193 | SH | | DFND | 1 | 421,193 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 12,505 | 517,800 | SH | | DFND | 2 | 517,800 | 0 | 0 |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 2,922 | 121,007 | SH | | DFND | 3 | 121,007 | 0 | 0 |
| ARGO GROUP INTL HLDGS LTD | COM | G0464B107 | 399 | 6,664 | SH | | DFND | 1 | 6,664 | 0 | 0 |
| AXOVANT SCIENCES LTD | COM | G0750W104 | 1,554 | 86,197 | SH | | DFND | 1 | 86,197 | 0 | 0 |
| AXOVANT SCIENCES LTD | COM | G0750W104 | 1,554 | 86,198 | SH | | DFND | 2 | 86,198 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 7,836 | 105,000 | SH | | DFND | 1 | 105,000 | 0 | 0 |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 12,687 | 170,000 | SH | | DFND | 2 | 170,000 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 | 6,538 | 85,000 | SH | | DFND | 1 | 85,000 | 0 | 0 |
| ACE LTD | SHS | H0023R105 | 7,362 | 63,000 | SH | | SOLE | | 63,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 3,910 | 66,000 | SH | | DFND | 1 | 66,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 9,123 | 154,000 | SH | | DFND | 2 | 154,000 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 1,438 | 9,000 | SH | | DFND | 1 | 9,000 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 3,355 | 21,000 | SH | | DFND | 2 | 21,000 | 0 | 0 |
| ALLIANCE RES PARTNER L P | UT LTD PART | 01877R108 | 414 | 30,716 | SH | | DFND | 1 | 30,716 | 0 | 0 |
| ALLIANCE RES PARTNER L P | UT LTD PART | 01877R108 | 2,239 | 165,985 | SH | | DFND | 2 | 165,985 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 6,897 | 370,000 | SH | | DFND | 1 | 370,000 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 6,897 | 370,000 | SH | | DFND | 2 | 370,000 | 0 | 0 |
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 3,315 | 191,167 | SH | | DFND | 1 | 191,167 | 0 | 0 |
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 7,710 | 444,666 | SH | | DFND | 2 | 444,666 | 0 | 0 |
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 2,930 | 168,967 | SH | | DFND | 3 | 168,967 | 0 | 0 |
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 291 | 16,800 | SH | | OTR | | 16,800 | 0 | 0 |
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 5,732 | 410,585 | SH | | DFND | 1 | 410,585 | 0 | 0 |
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 8,961 | 641,920 | SH | | DFND | 2 | 641,920 | 0 | 0 |
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 2,524 | 180,795 | SH | | DFND | 3 | 180,795 | 0 | 0 |
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 349 | 25,000 | SH | | OTR | | 25,000 | 0 | 0 |
| ANNALY CAP MGMT INC | COM | 035710409 | 1,391 | 148,260 | SH | | DFND | 2 | 148,260 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 2,950 | 678,200 | SH | | DFND | 1 | 678,200 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,616 | 371,450 | SH | | DFND | 2 | 371,450 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 1,602 | 368,300 | SH | | DFND | 3 | 368,300 | 0 | 0 |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 92 | 21,052 | SH | | OTR | | 21,052 | 0 | 0 |
| APOLLO RESIDENTIAL MTG INC | COM | 03763V102 | 5,156 | 431,437 | SH | | DFND | 1 | 431,437 | 0 | 0 |
| APOLLO RESIDENTIAL MTG INC | COM | 03763V102 | 5,583 | 467,157 | SH | | DFND | 2 | 467,157 | 0 | 0 |
| APPLE INC | COM | 037833100 | 16,947 | 161,000 | SH | | DFND | 1 | 161,000 | 0 | 0 |
| APPLE INC | COM | 037833100 | 16,947 | 161,000 | SH | | DFND | 2 | 161,000 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L104 | 1,688 | 400,000 | SH | | DFND | 1 | 400,000 | 0 | 0 |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L104 | 1,688 | 400,000 | SH | | DFND | 2 | 400,000 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 12,203 | 922,342 | SH | | DFND | 1 | 922,342 | 0 | 0 |
| ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 6,370 | 481,506 | SH | | DFND | 3 | 481,506 | 0 | 0 |
| ARRIS GROUP INC NEW | COM | 04270V106 | 287 | 9,380 | SH | | DFND | 1 | 9,380 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 2,579 | 82,500 | SH | | DFND | 2 | 82,500 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | 1,407 | 45,000 | SH | | OTR | | 45,000 | 0 | 0 |
| BAKER HUGHES INC | COM | 057224107 | 9,691 | 210,000 | SH | | DFND | 1 | 210,000 | 0 | 0 |
| BAKER HUGHES INC | COM | 057224107 | 9,691 | 210,000 | SH | | DFND | 2 | 210,000 | 0 | 0 |
| BANK AMER CORP | COM | 060505104 | 8,299 | 493,120 | SH | | DFND | 1 | 493,120 | 0 | 0 |
| BANK AMER CORP | COM | 060505104 | 1,321 | 78,480 | SH | | DFND | 3 | 78,480 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,663 | 205,500 | SH | | DFND | 1 | 205,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 4,977 | 384,000 | SH | | DFND | 2 | 384,000 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 2,184 | 168,500 | SH | | DFND | 3 | 168,500 | 0 | 0 |
| BARCLAYS PLC | ADR | 06738E204 | 544 | 42,000 | SH | | OTR | | 42,000 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 | 6,406 | 117,000 | SH | | SOLE | | 117,000 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 1,072 | 3,500 | SH | | DFND | 1 | 3,500 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 | 1,072 | 3,500 | SH | | DFND | 2 | 3,500 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 1,298 | 44,400 | SH | | DFND | 1 | 44,400 | 0 | 0 |
| BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 10,164 | 347,600 | SH | | DFND | 2 | 347,600 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 7,889 | 1,106,500 | SH | | DFND | 1 | 1,106,500 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 10,445 | 1,465,000 | SH | | DFND | 2 | 1,465,000 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 5,401 | 757,500 | SH | | DFND | 3 | 757,500 | 0 | 0 |
| CYS INVTS INC | COM | 12673A108 | 720 | 101,000 | SH | | OTR | | 101,000 | 0 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 | 452 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 1,363 | 87,250 | SH | | DFND | 1 | 87,250 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 19,801 | 1,267,664 | SH | | DFND | 2 | 1,267,664 | 0 | 0 |
| CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 445 | 28,500 | SH | | OTR | | 28,500 | 0 | 0 |
| CARRIAGE SVCS INC | COM | 143905107 | 391 | 16,217 | SH | | DFND | 1 | 16,217 | 0 | 0 |
| CEDAR REALTY TRUST INC | COM NEW | 150602209 | 330 | 46,654 | SH | | DFND | 1 | 46,654 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 1,198 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| CELGENE CORP | COM | 151020104 | 1,796 | 15,000 | SH | | DFND | 3 | 15,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 7,536 | 425,500 | SH | | DFND | 1 | 425,500 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | 7,536 | 425,500 | SH | | DFND | 2 | 425,500 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 | 3,490 | 38,800 | SH | | DFND | 1 | 38,800 | 0 | 0 |
| CHUBB CORP | COM | 171232101 | 9,417 | 71,000 | SH | | SOLE | | 71,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 2,987 | 110,000 | SH | | DFND | 1 | 110,000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | 6,789 | 250,000 | SH | | DFND | 2 | 250,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 21,062 | 407,000 | SH | | DFND | 1 | 407,000 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 11,799 | 228,000 | SH | | DFND | 2 | 228,000 | 0 | 0 |
| COACH INC | COM | 189754104 | 5,944 | 181,600 | SH | | DFND | 1 | 181,600 | 0 | 0 |
| COACH INC | COM | 189754104 | 6,657 | 203,400 | SH | | DFND | 3 | 203,400 | 0 | 0 |
| COLONY CAP INC | CL A | 19624R106 | 545 | 28,000 | SH | | DFND | 1 | 28,000 | 0 | 0 |
| COLONY CAP INC | CL A | 19624R106 | 682 | 35,000 | SH | | DFND | 2 | 35,000 | 0 | 0 |
| COLONY CAP INC | CL A | 19624R106 | 136 | 7,000 | SH | | OTR | | 7,000 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | 5,840 | 103,500 | SH | | DFND | 1 | 103,500 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 327 | 7,000 | SH | | DFND | 1 | 7,000 | 0 | 0 |
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 279 | 12,776 | SH | | DFND | 1 | 12,776 | 0 | 0 |
| CYRUSONE INC | COM | 23283R100 | 399 | 10,643 | SH | | DFND | 1 | 10,643 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,170 | 42,804 | SH | | DFND | 1 | 42,804 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,939 | 38,244 | SH | | DFND | 2 | 38,244 | 0 | 0 |
| E M C CORP MASS | COM | 268648102 | 5,008 | 195,000 | SH | | DFND | 1 | 195,000 | 0 | 0 |
| E M C CORP MASS | COM | 268648102 | 5,136 | 200,000 | SH | | DFND | 2 | 200,000 | 0 | 0 |
| E M C CORP MASS | COM | 268648102 | 1,412 | 55,000 | SH | | DFND | 3 | 55,000 | 0 | 0 |
| EAGLE BANCORP INC MD | COM | 268948106 | 210 | 4,160 | SH | | DFND | 1 | 4,160 | 0 | 0 |
| EBAY INC | COM | 278642103 | 1,594 | 58,000 | SH | | DFND | 1 | 58,000 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 5,247 | 312,700 | SH | | DFND | 1 | 312,700 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 12,369 | 737,153 | SH | | DFND | 2 | 737,153 | 0 | 0 |
| ELLINGTON FINANCIAL LLC | COM | 288522303 | 67 | 4,000 | SH | | OTR | | 4,000 | 0 | 0 |
| EMCOR GROUP INC | COM | 29084Q100 | 286 | 5,946 | SH | | DFND | 1 | 5,946 | 0 | 0 |
| EMPLOYERS HOLDINGS INC | COM | 292218104 | 331 | 12,121 | SH | | DFND | 1 | 12,121 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 115 | 5,000 | SH | | DFND | 1 | 5,000 | 0 | 0 |
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 1,038 | 45,000 | SH | | DFND | 2 | 45,000 | 0 | 0 |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 1,214 | 36,000 | SH | | DFND | 1 | 36,000 | 0 | 0 |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 10,929 | 324,000 | SH | | DFND | 2 | 324,000 | 0 | 0 |
| EVERI HLDGS INC | COM | 30034T103 | 331 | 75,337 | SH | | DFND | 1 | 75,337 | 0 | 0 |
| FIRST FINL BANCORP OH | COM | 320209109 | 193 | 10,668 | SH | | DFND | 1 | 10,668 | 0 | 0 |
| FIRST MERCHANTS CORP | COM | 320817109 | 332 | 13,042 | SH | | DFND | 1 | 13,042 | 0 | 0 |
| FLUSHING FINL CORP | COM | 343873105 | 276 | 12,749 | SH | | DFND | 1 | 12,749 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 5,827 | 158,250 | SH | | DFND | 1 | 158,250 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 8,662 | 235,250 | SH | | DFND | 2 | 235,250 | 0 | 0 |
| FRANKLIN RES INC | COM | 354613101 | 3,185 | 86,500 | SH | | DFND | 3 | 86,500 | 0 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,422 | 210,000 | SH | | DFND | 1 | 210,000 | 0 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 609 | 90,000 | SH | | DFND | 3 | 90,000 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 59 | 35,331 | SH | | DFND | 1 | 35,331 | 0 | 0 |
| FULL HOUSE RESORTS INC | COM | 359678109 | 53 | 31,617 | SH | | DFND | 2 | 31,617 | 0 | 0 |
| GENERAC HLDGS INC | COM | 368736104 | 218 | 7,312 | SH | | DFND | 1 | 7,312 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 13,488 | 1,004,350 | SH | | DFND | 1 | 1,004,350 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 1,098 | 81,750 | SH | | DFND | 2 | 81,750 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 11,165 | 831,361 | SH | | DFND | 3 | 831,361 | 0 | 0 |
| GENERAL ELECTRIC CO | COM | 369604103 | 14,485 | 465,000 | SH | | DFND | 1 | 465,000 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 23,448 | 689,450 | SH | | DFND | 1 | 689,450 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | 13,623 | 400,550 | SH | | DFND | 3 | 400,550 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 6,830 | 67,500 | SH | | DFND | 1 | 67,500 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 2,783 | 27,500 | SH | | DFND | 2 | 27,500 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 1,012 | 10,000 | SH | | DFND | 3 | 10,000 | 0 | 0 |
| GLOBAL X FDS | GLB X MLP ENRG I | 37950E226 | 213 | 18,369 | SH | | DFND | 1 | 18,369 | 0 | 0 |
| GRAY TELEVISION INC | COM | 389375106 | 333 | 20,407 | SH | | DFND | 1 | 20,407 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 304 | 25,050 | SH | | DFND | 1 | 25,050 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 2,605 | 214,975 | SH | | DFND | 2 | 214,975 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | 2,302 | 189,975 | SH | | DFND | 3 | 189,975 | 0 | 0 |
| GREAT PLAINS ENERGY INC | COM | 391164100 | 208 | 7,602 | SH | | DFND | 1 | 7,602 | 0 | 0 |
| GREAT WESTN BANCORP INC | COM | 391416104 | 298 | 10,255 | SH | | DFND | 1 | 10,255 | 0 | 0 |
| HC2 HLDGS INC | COM | 404139107 | 5,329 | 1,007,421 | SH | | DFND | 2 | 1,007,421 | 0 | 0 |
| HSBC HLDGS PLC | SDCV 5.625%12/2 | 404280AR0 | 993 | 1,000,000 | PRN | | DFND | 1 | 1,000,000 | 0 | 0 |
| HSBC HLDGS PLC | SDCV 5.625%12/2 | 404280AR0 | 8,939 | 9,000,000 | PRN | | DFND | 3 | 9,000,000 | 0 | 0 |
| HP INC | COM | 40434L105 | 4,869 | 411,250 | SH | | DFND | 1 | 411,250 | 0 | 0 |
| HP INC | COM | 40434L105 | 1,193 | 100,750 | SH | | DFND | 2 | 100,750 | 0 | 0 |
| HP INC | COM | 40434L105 | 687 | 58,000 | SH | | DFND | 3 | 58,000 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 6,251 | 411,250 | SH | | DFND | 1 | 411,250 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 1,531 | 100,750 | SH | | DFND | 2 | 100,750 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 882 | 58,000 | SH | | DFND | 3 | 58,000 | 0 | 0 |
| HOMESTREET INC | COM | 43785V102 | 1,268 | 58,406 | SH | | DFND | 1 | 58,406 | 0 | 0 |
| HOMESTREET INC | COM | 43785V102 | 5,696 | 262,374 | SH | | DFND | 2 | 262,374 | 0 | 0 |
| HOMESTREET INC | COM | 43785V102 | 3,352 | 154,391 | SH | | DFND | 3 | 154,391 | 0 | 0 |
| HOMESTREET INC | COM | 43785V102 | 248 | 11,420 | SH | | OTR | | 11,420 | 0 | 0 |
| HUNTSMAN CORP | COM | 447011107 | 2,558 | 225,000 | SH | | DFND | 1 | 225,000 | 0 | 0 |
| HUNTSMAN CORP | COM | 447011107 | 6,538 | 575,000 | SH | | DFND | 3 | 575,000 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 157 | 20,000 | SH | | DFND | 1 | 20,000 | 0 | 0 |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 157 | 20,000 | SH | | DFND | 2 | 20,000 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 515 | 24,609 | SH | | DFND | 1 | 24,609 | 0 | 0 |
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 465 | 22,216 | SH | | DFND | 2 | 22,216 | 0 | 0 |
| INTERVAL LEISURE GROUP INC | COM | 46113M108 | 227 | 14,571 | SH | | DFND | 1 | 14,571 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,001 | 80,800 | SH | | DFND | 1 | 80,800 | 0 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,523 | 122,900 | SH | | DFND | 2 | 122,900 | 0 | 0 |
| JPMORGAN CHASE & CO | COM | 46625H100 | 17,168 | 260,000 | SH | | DFND | 1 | 260,000 | 0 | 0 |
| JPMORGAN CHASE & CO | COM | 46625H100 | 3,301 | 50,000 | SH | | DFND | 3 | 50,000 | 0 | 0 |
| JOHNSON & JOHNSON | COM | 478160104 | 8,834 | 86,000 | SH | | DFND | 1 | 86,000 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 2,752 | 176,500 | SH | | DFND | 1 | 176,500 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 7,332 | 470,300 | SH | | DFND | 2 | 470,300 | 0 | 0 |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 4,580 | 293,800 | SH | | DFND | 3 | 293,800 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 15,816 | 218,850 | SH | | DFND | 1 | 218,850 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 1,878 | 114,785 | SH | | DFND | 1 | 114,785 | 0 | 0 |
| LCNB CORP | COM | 50181P100 | 33 | 2,000 | SH | | DFND | 3 | 2,000 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 3,256 | 83,000 | SH | | DFND | 1 | 83,000 | 0 | 0 |
| LEGG MASON INC | COM | 524901105 | 3,217 | 82,000 | SH | | DFND | 2 | 82,000 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 137 | 7,896 | SH | | DFND | 1 | 7,896 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 145 | 8,315 | SH | | DFND | 2 | 8,315 | 0 | 0 |
| LEUCADIA NATL CORP | COM | 527288104 | 5 | 263 | SH | | DFND | 3 | 263 | 0 | 0 |
| LINN ENERGY LLC | UNIT LTD LIAB | 536020100 | 92 | 71,631 | SH | | DFND | 2 | 71,631 | 0 | 0 |
| LINN ENERGY LLC | UNIT LTD LIAB | 536020100 | 26 | 20,000 | SH | | OTR | | 20,000 | 0 | 0 |
| LIVE OAK BANCSHARES INC | COM | 53803X105 | 165 | 11,634 | SH | | DFND | 1 | 11,634 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 165 | 25,000 | SH | | DFND | 1 | 25,000 | 0 | 0 |
| MFA FINL INC | COM | 55272X102 | 165 | 25,000 | SH | | DFND | 2 | 25,000 | 0 | 0 |
| MYR GROUP INC DEL | COM | 55405W104 | 393 | 19,060 | SH | | DFND | 1 | 19,060 | 0 | 0 |
| MARATHON OIL CORP | COM | 565849106 | 2,493 | 198,000 | SH | | DFND | 2 | 198,000 | 0 | 0 |
| MASTEC INC | COM | 576323109 | 189 | 10,884 | SH | | DFND | 1 | 10,884 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 6,454 | 858,295 | SH | | DFND | 1 | 858,295 | 0 | 0 |
| MEDLEY CAP CORP | COM | 58503F106 | 6,341 | 843,163 | SH | | DFND | 2 | 843,163 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,723 | 302,750 | SH | | DFND | 1 | 302,750 | 0 | 0 |
| MEDLEY MGMT INC | CL A COM | 58503T106 | 1,572 | 276,350 | SH | | DFND | 3 | 276,350 | 0 | 0 |
| MERCER INTL INC | COM | 588056101 | 237 | 26,188 | SH | | DFND | 1 | 26,188 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | 8,437 | 175,000 | SH | | DFND | 1 | 175,000 | 0 | 0 |
| MICROSEMI CORP | COM | 595137100 | 316 | 9,699 | SH | | DFND | 1 | 9,699 | 0 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 | 10,011 | 223,250 | SH | | DFND | 1 | 223,250 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 140 | 27,642 | SH | | DFND | 1 | 27,642 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 400 | 79,223 | SH | | DFND | 2 | 79,223 | 0 | 0 |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 36 | 7,124 | SH | | OTR | | 7,124 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 | 3,128 | 462,000 | SH | | DFND | 1 | 462,000 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 | 6,269 | 926,000 | SH | | DFND | 2 | 926,000 | 0 | 0 |
| NATIONAL BK HLDGS CORP | CL A | 633707104 | 81 | 3,776 | SH | | DFND | 1 | 3,776 | 0 | 0 |
| NATIONAL BK HLDGS CORP | CL A | 633707104 | 121 | 5,677 | SH | | DFND | 2 | 5,677 | 0 | 0 |
| NATIONAL INTERSTATE CORP | COM | 63654U100 | 272,340 | 10,200,000 | SH | | DFND | 1 | 10,200,000 | 0 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 5,712 | 350,000 | SH | | DFND | 1 | 350,000 | 0 | 0 |
| NORTHSTAR RLTY FIN CORP | COM | 66704R803 | 16,902 | 992,500 | SH | | DFND | 1 | 992,500 | 0 | 0 |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 1,762 | 149,166 | SH | | DFND | 1 | 149,166 | 0 | 0 |
| NOVATEL WIRELESS INC | COM NEW | 66987M604 | 12,967 | 7,764,705 | SH | | OTR | | 7,764,705 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 477 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
| OAKTREE CAP GROUP LLC | UNIT CL A | 674001201 | 477 | 10,000 | SH | | DFND | 2 | 10,000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 4,499 | 286,040 | SH | | DFND | 1 | 286,040 | 0 | 0 |
| OMEROS CORP | COM | 682143102 | 6,749 | 429,061 | SH | | DFND | 2 | 429,061 | 0 | 0 |
| OPUS BK IRVINE CALIF | COM | 684000102 | 277 | 7,506 | SH | | DFND | 1 | 7,506 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 228 | 91,500 | SH | | DFND | 1 | 91,500 | 0 | 0 |
| ORGANOVO HLDGS INC | COM | 68620A104 | 398 | 160,000 | SH | | DFND | 2 | 160,000 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 11,687 | 425,000 | SH | | DFND | 1 | 425,000 | 0 | 0 |
| PDVWIRELESS INC | COM | 69290R104 | 18,906 | 687,500 | SH | | DFND | 2 | 687,500 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 31 | 1,110 | SH | | DFND | 1 | 1,110 | 0 | 0 |
| PJT PARTNERS INC | COM CL A | 69343T107 | 246 | 8,690 | SH | | DFND | 2 | 8,690 | 0 | 0 |
| PARTY CITY HOLDCO INC | COM | 702149105 | 168 | 12,984 | SH | | DFND | 1 | 12,984 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 | 2,100 | 58,000 | SH | | DFND | 1 | 58,000 | 0 | 0 |
| PEAK RESORTS INC | COM | 70469L100 | 7,488 | 1,245,986 | SH | | DFND | 1 | 1,245,986 | 0 | 0 |
| PERFICIENT INC | COM | 71375U101 | 260 | 15,169 | SH | | DFND | 1 | 15,169 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 351 | 30,000 | SH | | DFND | 1 | 30,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 1,171 | 100,000 | SH | | DFND | 2 | 100,000 | 0 | 0 |
| POTBELLY CORP | COM | 73754Y100 | 820 | 70,000 | SH | | DFND | 3 | 70,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 7,102 | 8,200,000 | PRN | | DFND | 2 | 8,200,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 3,490 | 500,000 | SH | | DFND | 1 | 500,000 | 0 | 0 |
| PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 3,490 | 500,000 | SH | | DFND | 2 | 500,000 | 0 | 0 |
| PROVIDENT FINL SVCS INC | COM | 74386T105 | 291 | 14,439 | SH | | DFND | 1 | 14,439 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 19,335 | 237,500 | SH | | DFND | 1 | 237,500 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | 9,877 | 121,323 | SH | | DFND | 3 | 121,323 | 0 | 0 |
| RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 288 | 17,345 | SH | | DFND | 1 | 17,345 | 0 | 0 |
| REAL IND INC | COM | 75601W104 | 206 | 25,678 | SH | | DFND | 1 | 25,678 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 3,589 | 474,084 | SH | | DFND | 1 | 474,084 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 5,871 | 775,627 | SH | | DFND | 2 | 775,627 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 236 | 31,125 | SH | | DFND | 3 | 31,125 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM | 76155G107 | 4,303 | 5,412,854 | SH | | DFND | 1 | 5,412,854 | 0 | 0 |
| REVOLUTION LIGHTING TECHNOLO | COM | 76155G107 | 4,303 | 5,412,854 | SH | | DFND | 2 | 5,412,854 | 0 | 0 |
| REXFORD INDL RLTY INC | COM | 76169C100 | 736 | 45,000 | SH | | DFND | 1 | 45,000 | 0 | 0 |
| REXFORD INDL RLTY INC | COM | 76169C100 | 1,718 | 105,000 | SH | | DFND | 2 | 105,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 368 | 8,000 | SH | | DFND | 1 | 8,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 6,998 | 152,000 | SH | | DFND | 2 | 152,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 298 | 6,500 | SH | | DFND | 1 | 6,500 | 0 | 0 |
| RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 191 | 13,440 | SH | | DFND | 1 | 13,440 | 0 | 0 |
| SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 8,392 | 152,000 | SH | | DFND | 1 | 152,000 | 0 | 0 |
| SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 5,135 | 93,000 | SH | | DFND | 2 | 93,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 308 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | 308 | 15,000 | SH | | DFND | 2 | 15,000 | 0 | 0 |
| STONEGATE MTG CORP | COM | 86181Q300 | 7,199 | 1,320,830 | SH | | DFND | 1 | 1,320,830 | 0 | 0 |
| STONEGATE MTG CORP | COM | 86181Q300 | 6,983 | 1,281,281 | SH | | DFND | 2 | 1,281,281 | 0 | 0 |
| STONERIDGE INC | COM | 86183P102 | 311 | 21,011 | SH | | DFND | 1 | 21,011 | 0 | 0 |
| SUNEDISON INC | COM | 86732Y109 | 2,474 | 486,000 | SH | | DFND | 2 | 486,000 | 0 | 0 |
| SUNEDISON INC | COM | 86732Y109 | 1,649 | 324,000 | SH | | DFND | 3 | 324,000 | 0 | 0 |
| SYNAPTICS INC | COM | 87157D109 | 330 | 4,108 | SH | | DFND | 1 | 4,108 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | 286 | 74,100 | SH | | DFND | 1 | 74,100 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | 154 | 40,000 | SH | | DFND | 2 | 40,000 | 0 | 0 |
| TORTOISE ENERGY INFRSTRCTR C | COM | 89147L100 | 4,458 | 160,236 | SH | | DFND | 1 | 160,236 | 0 | 0 |
| TORTOISE ENERGY INFRSTRCTR C | COM | 89147L100 | 2,462 | 88,480 | SH | | DFND | 2 | 88,480 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 3,726 | 460,000 | SH | | DFND | 1 | 460,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 10,570 | 1,305,000 | SH | | DFND | 2 | 1,305,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 3,199 | 395,000 | SH | | DFND | 3 | 395,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 172 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 90290N109 | 1,837 | 159,871 | SH | | DFND | 2 | 159,871 | 0 | 0 |
| VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 922042718 | 218 | 2,351 | SH | | DFND | 1 | 2,351 | 0 | 0 |
| VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 315 | 7,265 | SH | | DFND | 1 | 7,265 | 0 | 0 |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 631 | 3,375 | SH | | DFND | 1 | 3,375 | 0 | 0 |
| VANGUARD INDEX FDS | REIT ETF | 922908553 | 406 | 5,089 | SH | | DFND | 1 | 5,089 | 0 | 0 |
| VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 451 | 5,380 | SH | | DFND | 1 | 5,380 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,449 | 52,994 | SH | | DFND | 2 | 52,994 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 286 | 6,180 | SH | | OTR | | 6,180 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | 14,314 | 186,191 | SH | | DFND | 1 | 186,191 | 0 | 0 |
| VIAD CORP | COM NEW | 92552R406 | 251 | 8,882 | SH | | DFND | 1 | 8,882 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 19,244 | 467,550 | SH | | DFND | 1 | 467,550 | 0 | 0 |
| VIACOM INC NEW | CL B | 92553P201 | 9,362 | 227,450 | SH | | DFND | 3 | 227,450 | 0 | 0 |
| VOLTARI CORP | COM NEW | 92870X309 | 28 | 5,652 | SH | | DFND | 1 | 5,652 | 0 | 0 |
| VOLTARI CORP | COM NEW | 92870X309 | 42 | 8,478 | SH | | DFND | 2 | 8,478 | 0 | 0 |
| VONAGE HLDGS CORP | COM | 92886T201 | 251 | 43,699 | SH | | DFND | 1 | 43,699 | 0 | 0 |
| WELLS FARGO & CO NEW | COM | 949746101 | 14,786 | 272,000 | SH | | DFND | 1 | 272,000 | 0 | 0 |
| WEST CORP | COM | 952355204 | 270 | 12,509 | SH | | DFND | 1 | 12,509 | 0 | 0 |
| WILSHIRE BANCORP INC | COM | 97186T108 | 170 | 14,692 | SH | | DFND | 1 | 14,692 | 0 | 0 |
| XCERRA CORP | COM | 98400J108 | 231 | 38,140 | SH | | DFND | 1 | 38,140 | 0 | 0 |
