Vice President and Controller

0001042046-20-000024.txt : 20200512 0001042046-20-000024.hdr.sgml : 20200512 20200512150330 ACCESSION NUMBER: 0001042046-20-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200512 DATE AS OF CHANGE: 20200512 EFFECTIVENESS DATE: 20200512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN FINANCIAL GROUP INC CENTRAL INDEX KEY: 0001042046 STANDARD INDUSTRIAL CLASSIFICATION: FIRE, MARINE & CASUALTY INSURANCE [6331] IRS NUMBER: 311544320 STATE OF INCORPORATION: OH FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04389 FILM NUMBER: 20868706 BUSINESS ADDRESS: STREET 1: GREAT AMERICAN INSURANCE GROUP TOWER STREET 2: 301 E. 4TH STREET CITY: CINCINNATI STATE: OH ZIP: 45202 BUSINESS PHONE: 5135792121 MAIL ADDRESS: STREET 1: GREAT AMERICAN INSURANCE GROUP TOWER STREET 2: 301 E. 4TH STREET CITY: CINCINNATI STATE: OH ZIP: 45202 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN FINANCIAL GROUP HOLDINGS INC DATE OF NAME CHANGE: 19970709 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001042046 XXXXXXXX 03-31-2020 03-31-2020 AMERICAN FINANCIAL GROUP INC

GREAT AMERICAN INSURANCE GROUP TOWER 301 E. 4TH STREET CINCINNATI OH 45202

13F HOLDINGS REPORT 028-04389 N Brian S. Hertzman Vice President and Controller 513-579-2153 /s/ Brian S. Hertzman Cincinnati OH 05-12-2020 3 283 841501 false 1 28-498 Great American Insurance Company 2 28-1258 Great American Life Insurance Company 3 28-17123 Great American Holding, Inc INFORMATION TABLE 2 afg-202033113xfhrinformati.xml INFORMATION TABLE DEUTSCHE BANK A G NAMEN AKT D18190898 425 66168 SH DFND 1 66168 0 0 DEUTSCHE BANK A G NAMEN AKT D18190898 239 37200 SH DFND 2 37200 0 0 DEUTSCHE BANK A G NAMEN AKT D18190898 395 61631 SH DFND 3 61631 0 0 ATHENE HLDG LTD CL A G0684D107 2234 90000 SH DFND 1 90000 0 0 ATHENE HLDG LTD CL A G0684D107 2234 90000 SH DFND 2 90000 0 0 AXOVANT GENE THERAPIES LTD COM G0750W203 26 10774 SH DFND 1 10774 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 162 15000 SH DFND 1 15000 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 162 15000 SH DFND 2 15000 0 0 ENDO INTL PLC SHS G30401106 724 195690 SH DFND 1 195690 0 0 ENDO INTL PLC SHS G30401106 117 31500 SH DFND 3 31500 0 0 INVESCO LTD SHS G491BT108 6765 745000 SH DFND 1 745000 0 0 INVESCO LTD SHS G491BT108 6765 745000 SH DFND 2 745000 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 129 64900 SH DFND 1 64900 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 47 23550 SH DFND 3 23550 0 0 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1282 125000 SH DFND 1 125000 0 0 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1282 125000 SH DFND 2 125000 0 0 CHUBB LIMITED COM H1467J104 11809 105734 SH SOLE 105734 0 0 MYLAN NV SHS EURO N59465109 745 50000 SH DFND 1 50000 0 0 MYLAN NV SHS EURO N59465109 1491 100000 SH DFND 2 100000 0 0 MYLAN NV SHS EURO N59465109 745 50000 SH DFND 3 50000 0 0 AGNC INVT CORP COM 00123Q104 1675 158300 SH DFND 1 158300 0 0 AGNC INVT CORP COM 00123Q104 3647 344666 SH DFND 2 344666 0 0 AGNC INVT CORP COM 00123Q104 2135 201834 SH DFND 3 201834 0 0 ABBVIE INC COM 00287Y109 6476 85000 SH DFND 1 85000 0 0 ABBVIE INC COM 00287Y109 6476 85000 SH DFND 2 85000 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 4872 106917 SH DFND 1 106917 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 346 68260 SH DFND 2 68260 0 0 ANTERO MIDSTREAM CORP COM 03676B102 36 17000 SH DFND 1 17000 0 0 ANTERO MIDSTREAM CORP COM 03676B102 36 17000 SH DFND 2 17000 0 0 ANTERIX INC COM 03676C100 16412 359352 SH DFND 1 359352 0 0 ANTERIX INC COM 03676C100 26572 581824 SH DFND 2 581824 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 754 667250 SH DFND 1 667250 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 420 371450 SH DFND 2 371450 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 429 379250 SH DFND 3 379250 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 1075 144912 SH DFND 1 144912 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 1447 195071 SH DFND 2 195071 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 260 35242 SH DFND 3 35242 0 0 APPLE INC COM 037833100 6141 24150 SH DFND 1 24150 0 0 APPLE INC COM 037833100 7247 28500 SH DFND 2 28500 0 0 APPLE INC COM 037833100 1106 4350 SH DFND 3 4350 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1244 133333 SH DFND 1 133333 0 0 ARLINGTON ASSET INVST CORP CL A NEW 041356205 1754 800842 SH DFND 1 800842 0 0 ARLINGTON ASSET INVST CORP CL A NEW 041356205 1321 603006 SH DFND 3 603006 0 0 BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 172 18500 SH DFND 1 18500 0 0 BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 172 18500 SH DFND 2 18500 0 0 BP PLC SPONSORED ADR 055622104 2012 82500 SH DFND 2 82500 0 0 BARCLAYS PLC ADR 06738E204 911 201000 SH DFND 1 201000 0 0 BARCLAYS PLC ADR 06738E204 784 173000 SH DFND 3 173000 0 0 BERKLEY W R CORP COM 084423102 9156 175500 SH SOLE 175500 0 0 BIOGEN INC COM 09062X103 1107 3500 SH DFND 1 3500 0 0 BIOGEN INC COM 09062X103 1107 3500 SH DFND 2 3500 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1151 1500000 PRN DFND 1 1500000 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 6137 8000000 PRN DFND 2 8000000 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 384 500000 PRN DFND 3 500000 0 0 BRIGHTHOUSE FINL INC COM 10922N103 250 10363 SH DFND 1 10363 0 0 BRIGHTHOUSE FINL INC COM 10922N103 24 999 SH DFND 3 999 0 0 BRISTOL-MYERS SQUIBB CO COM 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CITIGROUP INC COM NEW 172967424 529 12560 SH DFND 3 12560 0 0 CITIZENS FINANCIAL GROUP INC COM 174610105 7355 391000 SH DFND 1 391000 0 0 CITIZENS FINANCIAL GROUP INC COM 174610105 4702 250000 SH DFND 2 250000 0 0 CITIZENS FINANCIAL GROUP INC COM 174610105 1110 59000 SH DFND 3 59000 0 0 CLIPPER RLTY INC COM 18885T306 1927 372044 SH DFND 1 372044 0 0 CLIPPER RLTY INC COM 18885T306 2891 558067 SH DFND 2 558067 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 18056 21500000 PRN DFND 2 21500000 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 7471 10000000 PRN DFND 2 10000000 0 0 COLONY CAP INC NEW CL A COM 19626G108 4936 2820430 SH DFND 1 2820430 0 0 COLONY CAP INC NEW CL A COM 19626G108 1307 746906 SH DFND 2 746906 0 0 COLONY CAP INC NEW CL A COM 19626G108 287 164039 SH DFND 3 164039 0 0 COMCAST CORP NEW CL A 20030N101 7117 207000 SH DFND 1 207000 0 0 CONOCOPHILLIPS COM 20825C104 216 7000 SH DFND 3 7000 0 0 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1629 385030 SH DFND 1 385030 0 0 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1629 385031 SH DFND 2 385031 0 0 CUSTOMERS BANCORP INC COM 23204G100 3641 333114 SH DFND 1 333114 0 0 CUSTOMERS BANCORP INC COM 23204G100 3641 333115 SH DFND 2 333115 0 0 DCP MIDSTREAM LP COM UT LTD PTN 23311P100 41 10000 SH DFND 1 10000 0 0 DCP MIDSTREAM LP COM UT LTD PTN 23311P100 41 10000 SH DFND 2 10000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1164 40804 SH DFND 1 40804 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1006 35244 SH DFND 2 35244 0 0 DISH NETWORK CORPORATION CL A 25470M109 600 30000 SH DFND 1 30000 0 0 DISH NETWORK CORPORATION CL A 25470M109 600 30000 SH DFND 2 30000 0 0 EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 118 10000 SH DFND 1 10000 0 0 EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 118 10000 SH DFND 2 10000 0 0 ELLINGTON FINANCIAL INC COM 28852N109 2562 448623 SH DFND 1 448623 0 0 ELLINGTON FINANCIAL INC COM 28852N109 7186 1258539 SH DFND 2 1258539 0 0 ELLINGTON FINANCIAL INC COM 28852N109 1142 200000 SH DFND 3 200000 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 26 10000 SH DFND 1 10000 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 26 10000 SH DFND 2 10000 0 0 ENBRIDGE INC COM 29250N105 439 15075 SH DFND 2 15075 0 0 ENBRIDGE INC COM 29250N105 49 1675 SH DFND 3 1675 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1419 308520 SH DFND 1 308520 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 7758 1686504 SH DFND 2 1686504 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 356 77376 SH DFND 3 77376 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1087 635834 SH DFND 1 635834 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1087 635835 SH DFND 2 635835 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 3432 240000 SH DFND 1 240000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 3432 240000 SH DFND 2 240000 0 0 ENVIVA PARTNERS LP COM UNIT 29414J107 227 8500 SH DFND 1 8500 0 0 ENVIVA PARTNERS LP COM UNIT 29414J107 227 8500 SH DFND 2 8500 0 0 FIFTH THIRD BANCORP COM 316773100 4492 302500 SH DFND 1 302500 0 0 FIFTH THIRD BANCORP COM 316773100 5606 377500 SH DFND 2 377500 0 0 FIFTH THIRD BANCORP COM 316773100 1114 75000 SH DFND 3 75000 0 0 FLEXION THERAPEUTICS INC COM 33938J106 1250 158850 SH DFND 1 158850 0 0 FLEXION THERAPEUTICS INC COM 33938J106 1250 158850 SH DFND 2 158850 0 0 FRANCHISE GROUP INC COM 35180X105 1335 153164 SH DFND 1 153164 0 0 FRANCHISE GROUP INC COM 35180X105 1335 153164 SH DFND 2 153164 0 0 FRANKLIN RESOURCES INC COM 354613101 1061 63550 SH DFND 1 63550 0 0 FRANKLIN RESOURCES INC COM 354613101 1850 110850 SH DFND 2 110850 0 0 FRANKLIN RESOURCES INC COM 354613101 928 55600 SH DFND 3 55600 0 0 FULL HOUSE RESORTS INC COM 359678109 44 35331 SH DFND 1 35331 0 0 FULL HOUSE RESORTS INC COM 359678109 24 19069 SH DFND 2 19069 0 0 GENERAL MTRS CO COM 37045V100 16159 777600 SH DFND 1 777600 0 0 GENERAL MTRS CO COM 37045V100 6492 312400 SH DFND 3 312400 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 39 10000 SH DFND 1 10000 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 39 10000 SH DFND 2 10000 0 0 GILEAD SCIENCES INC COM 375558103 4646 62143 SH DFND 1 62143 0 0 GILEAD SCIENCES INC COM 375558103 1976 26428 SH DFND 2 26428 0 0 GILEAD SCIENCES INC COM 375558103 854 11429 SH DFND 3 11429 0 0 GRANITE PT MTG TR INC COM 38741L107 199 39231 SH DFND 1 39231 0 0 GRANITE PT MTG TR INC COM 38741L107 627 123667 SH DFND 2 123667 0 0 GRANITE PT MTG TR INC COM 38741L107 212 41790 SH DFND 3 41790 0 0 GRAY TELEVISION INC COM 389375106 5840 543797 SH DFND 1 543797 0 0 GRAY TELEVISION INC COM 389375106 6608 615298 SH DFND 2 615298 0 0 GRAY TELEVISION INC COM 389375106 1842 171500 SH DFND 3 171500 0 0 HC2 HLDGS INC COM 404139107 1561 1007421 SH DFND 2 1007421 0 0 HANESBRANDS INC COM 410345102 866 110000 SH DFND 1 110000 0 0 HANESBRANDS INC COM 410345102 315 40000 SH DFND 3 40000 0 0 HESS MIDSTREAM LP CL A SHS 428103105 168 16500 SH DFND 1 16500 0 0 HESS MIDSTREAM LP CL A SHS 428103105 168 16500 SH DFND 2 16500 0 0 HOWARD BANCORP INC COM 442496105 1128 103900 SH DFND 1 103900 0 0 HOWARD BANCORP INC COM 442496105 1128 103900 SH DFND 2 103900 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 17 20000 SH DFND 1 20000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 326 24609 SH DFND 1 24609 0 0 INSTEEL INDUSTRIES INC COM 45774W108 294 22216 SH DFND 2 22216 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 208 61000 SH DFND 1 61000 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 419 122900 SH DFND 2 122900 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 68 19800 SH DFND 3 19800 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 299 10000 SH DFND 1 10000 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 299 10000 SH DFND 2 10000 0 0 JEFFERIES FINL GROUP INC COM 47233W109 112 8159 SH DFND 1 8159 0 0 JEFFERIES FINL GROUP INC COM 47233W109 114 8315 SH DFND 2 8315 0 0 KAYNE ANDERSN MLP MIDS INVT COM 486606106 1786 492098 SH DFND 1 492098 0 0 KAYNE ANDERSN MLP MIDS INVT COM 486606106 1786 492096 SH DFND 2 492096 0 0 KELLOGG CO COM 487836108 2331 38850 SH DFND 1 38850 0 0 KRAFT HEINZ CO COM 500754106 2721 110000 SH DFND 1 110000 0 0 LCNB CORP COM 50181P100 1158 91920 SH DFND 1 91920 0 0 LCNB CORP COM 50181P100 21 1662 SH DFND 3 1662 0 0 LEGACY HOUSING CORP COM 52472M101 872 94285 SH DFND 1 94285 0 0 LEGACY HOUSING CORP COM 52472M101 872 94282 SH DFND 2 94282 0 0 MFA FINL INC COM 55272X102 39 25000 SH DFND 2 25000 0 0 MFA FINL INC COM 55272X102 39 25000 SH DFND 3 25000 0 0 MFA FINL INC NOTE 6.250% 6/1 55272XAA0 9015 15000000 PRN DFND 2 15000000 0 0 MPLX LP COM UNIT REP LTD 55336V100 209 18000 SH DFND 1 18000 0 0 MPLX LP COM UNIT REP LTD 55336V100 209 18000 SH DFND 2 18000 0 0 MACYS INC COM 55616P104 663 135000 SH DFND 1 135000 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 365 10000 SH DFND 1 10000 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 365 10000 SH DFND 2 10000 0 0 MEDLEY CAP CORP COM 58503F106 628 1080073 SH DFND 1 1080073 0 0 MEDLEY CAP CORP COM 58503F106 574 987442 SH DFND 2 987442 0 0 MEDLEY CAP CORP COM 58503F106 120 206498 SH DFND 3 206498 0 0 MEDLEY MGMT INC CL A COM 58503T106 188 276350 SH DFND 1 276350 0 0 MEDLEY MGMT INC CL A COM 58503T106 206 302750 SH DFND 3 302750 0 0 METLIFE INC COM 59156R108 3485 114000 SH DFND 1 114000 0 0 METLIFE INC COM 59156R108 337 11010 SH DFND 3 11010 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 975 25000 SH DFND 1 25000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3286 350000 SH DFND 1 350000 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2135 3750000 PRN DFND 1 3750000 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 9715 17063000 PRN DFND 2 17063000 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1161 2039000 PRN DFND 3 2039000 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 13271 229882 SH DFND 1 229882 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 13999 242483 SH DFND 2 242483 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 727 12600 SH DFND 3 12600 0 0 NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 59 17000 SH DFND 1 17000 0 0 NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 59 17000 SH DFND 2 17000 0 0 NUTRIEN LTD COM 67077M108 1697 50000 SH DFND 1 50000 0 0 NUTRIEN LTD COM 67077M108 1697 50000 SH DFND 2 50000 0 0 OMEROS CORP COM 682143102 1820 136113 SH DFND 1 136113 0 0 OMEROS CORP COM 682143102 2730 204171 SH DFND 2 204171 0 0 ORGANOVO HLDGS INC COM 68620A104 38 91500 SH DFND 1 91500 0 0 ORGANOVO HLDGS INC COM 68620A104 66 160000 SH DFND 2 160000 0 0 ONEOK INC NEW COM 682680103 142 6500 SH DFND 1 6500 0 0 ONEOK INC NEW COM 682680103 142 6500 SH DFND 2 6500 0 0 PJT PARTNERS INC COM CL A 69343T107 377 8690 SH DFND 2 8690 0 0 PJT PARTNERS INC COM CL A 69343T107 48 1110 SH DFND 3 1110 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7909 8184000 PRN DFND 1 8184000 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 38807 40157000 PRN DFND 2 40157000 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1933 2000000 PRN DFND 3 2000000 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 291 8000 SH DFND 1 8000 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 291 8000 SH DFND 2 8000 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2226 421500 SH DFND 1 421500 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2226 421500 SH DFND 2 421500 0 0 POTBELLY CORP COM 73754Y100 93 30000 SH DFND 1 30000 0 0 POTBELLY CORP COM 73754Y100 309 100000 SH DFND 2 100000 0 0 POTBELLY CORP COM 73754Y100 216 70000 SH DFND 3 70000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11662 11760000 PRN DFND 2 11760000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 436 440000 PRN DFND 3 440000 0 0 PRUDENTIAL FINL INC COM 744320102 5866 112500 SH DFND 1 112500 0 0 PRUDENTIAL FINL INC COM 744320102 3979 76323 SH DFND 3 76323 0 0 READY CAP CORP COM 75574U101 1044 144600 SH DFND 1 144600 0 0 READY CAP CORP COM 75574U101 2575 356710 SH DFND 2 356710 0 0 READY CAP CORP COM 75574U101 586 81219 SH DFND 3 81219 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 654 1000000 PRN DFND 1 1000000 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 4582 7000000 PRN DFND 2 7000000 0 0 RENT A CTR INC NEW COM 76009N100 848 60000 SH DFND 1 60000 0 0 RENT A CTR INC NEW COM 76009N100 848 60000 SH DFND 2 60000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 3331 102000 SH DFND 2 102000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 261 8000 SH DFND 3 8000 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 227 6500 SH DFND 3 6500 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 2599 344701 SH DFND 1 344701 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 5506 730259 SH DFND 2 730259 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 2705 358713 SH DFND 3 358713 0 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 1252 605053 SH DFND 1 605053 0 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 2091 1010194 SH DFND 2 1010194 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 2402 743684 SH DFND 1 743684 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 5956 1843916 SH DFND 2 1843916 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 771 238652 SH DFND 3 238652 0 0 SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 120 12000 SH DFND 1 12000 0 0 SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 120 12000 SH DFND 2 12000 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 8501 528656 SH DFND 1 528656 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 8848 550238 SH DFND 2 550238 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 349 21730 SH DFND 3 21730 0 0 STARWOOD PPTY TR INC COM 85571B105 154 15000 SH DFND 2 15000 0 0 STARWOOD PPTY TR INC COM 85571B105 154 15000 SH DFND 3 15000 0 0 SUNOCO LP COM UT REP LP 86765K109 203 13000 SH DFND 1 13000 0 0 SUNOCO LP COM UT REP LP 86765K109 203 13000 SH DFND 2 13000 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4538 5000000 PRN DFND 1 5000000 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 13613 15000000 PRN DFND 2 15000000 0 0 TAPESTRY INC COM 876030107 4293 331500 SH DFND 1 331500 0 0 TAPESTRY INC COM 876030107 1672 129100 SH DFND 2 129100 0 0 TAPESTRY INC COM 876030107 3359 259400 SH DFND 3 259400 0 0 TARGA RES CORP COM 87612G101 100 14500 SH DFND 1 14500 0 0 TARGA RES CORP COM 87612G101 100 14500 SH DFND 2 14500 0 0 TEGNA INC COM 87901J105 760 70000 SH DFND 1 70000 0 0 TEGNA INC COM 87901J105 1086 100000 SH DFND 2 100000 0 0 TEGNA INC COM 87901J105 326 30000 SH DFND 3 30000 0 0 TIVO CORP COM 88870P106 4598 649495 SH DFND 1 649495 0 0 TIVO CORP COM 88870P106 4598 649496 SH DFND 2 649496 0 0 TORTOISE ENERGY INFRA CORP COM 89147L100 1489 581719 SH DFND 1 581719 0 0 TORTOISE ENERGY INFRA CORP COM 89147L100 1459 569964 SH DFND 2 569964 0 0 TORTOISE ENERGY INFRA CORP COM 89147L100 154 60000 SH DFND 3 60000 0 0 TORTOISE MIDSTRM ENERGY FD I COM 89148B101 78 91280 SH DFND 1 91280 0 0 TORTOISE MIDSTRM ENERGY FD I COM 89148B101 78 91281 SH DFND 2 91281 0 0 TWO HBRS INVT CORP COM NEW 90187B408 1905 500042 SH DFND 1 500042 0 0 TWO HBRS INVT CORP COM NEW 90187B408 3295 864735 SH DFND 2 864735 0 0 TWO HBRS INVT CORP COM NEW 90187B408 857 224823 SH DFND 3 224823 0 0 TWO HBRS 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