SEC Filing | American Financial Group, Inc.

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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:

09-30-2015

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	11-06-2015
[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:	291
	Form 13F Information Table Value Total:	1,382,268
		(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

SEC FORM 13-F Information Table

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	10,927	405,300	SH		DFND	1	405,300	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	12,419	460,650	SH		DFND	2	460,650	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	4,153	154,050	SH		DFND		154,050	0	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	377	6,664	SH		DFND	1	6,664	0	0
EATON CORP PLC	SHS	G29183103	590	11,500	SH		DFND	1	11,500	0	0
ENSCO PLC	SHS CLASS A	G3157S106	148	10,500	SH		DFND	1	10,500	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	6,138	96,000	SH		DFND	1	96,000	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	14,323	224,000	SH		DFND	2	224,000	0	0
MEDTRONIC PLC	SHS	G5960L103	5,690	85,000	SH		DFND	1	85,000	0	0
ACE LTD	SHS	H0023R105	6,514	63,000	SH		SOLE		63,000	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	13,755	165,000	SH		DFND	1	165,000	0	0
AT&T INC	COM	00206R102	668	20,500	SH		DFND	1	20,500	0	0
ABBVIE INC	COM	00287Y109	3,101	57,000	SH		DFND	1	57,000	0	0
ABBVIE INC	COM	00287Y109	7,237	133,000	SH		DFND	2	133,000	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	1,539	9,000	SH		DFND	1	9,000	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	3,591	21,000	SH		DFND	2	21,000	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	627	28,180	SH		DFND	1	28,180	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	2,276	102,238	SH		DFND	2	102,238	0	0
ALLIANCE RES PARTNER L P	UT LTD PART	01877R108	1,110	49,854	SH		DFND		49,854	0	0
ALLY FINL INC	COM	02005N100	7,541	370,000	SH		DFND	1	370,000	0	0
ALLY FINL INC	COM	02005N100	7,541	370,000	SH		DFND	2	370,000	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	3,575	191,167	SH		DFND	1	191,167	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	6,183	330,666	SH		DFND	2	330,666	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	5,606	299,767	SH		DFND		299,767	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	6,052	410,585	SH		DFND	1	410,585	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	7,988	541,920	SH		DFND	2	541,920	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	4,507	305,795	SH		DFND		305,795	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	5,065	315,000	SH		DFND	1	315,000	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	9,648	600,000	SH		DFND	2	600,000	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	1,367	85,000	SH		DFND		85,000	0	0
AMERICAN RESIDENTIAL PPTYS I	COM	02927E303	8,635	500,000	SH		DFND	2	500,000	0	0
ANNALY CAP MGMT INC	COM	035710409	1,463	148,260	SH		DFND	2	148,260	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,350	678,200	SH		DFND	1	678,200	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,549	718,450	SH		DFND	2	718,450	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	3,758	760,802	SH		DFND		760,802	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	5,462	431,437	SH		DFND	1	431,437	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	3,458	273,157	SH		DFND	2	273,157	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	2,456	194,000	SH		DFND		194,000	0	0
APPLE INC	COM	037833100	17,758	161,000	SH		DFND	1	161,000	0	0
APPLE INC	COM	037833100	15,983	144,900	SH		DFND	2	144,900	0	0
APPLE INC	COM	037833100	1,776	16,100	SH		DFND		16,100	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	2,060	400,000	SH		DFND	1	400,000	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	2,060	400,000	SH		DFND	2	400,000	0	0
ARCH COAL INC	COM NEW	039380308	246	74,500	SH		DFND	1	74,500	0	0
ARCH COAL INC	COM NEW	039380308	36	11,000	SH		DFND		11,000	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	12,761	908,250	SH		DFND	1	908,250	0	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	7,350	523,106	SH		DFND		523,106	0	0
BP PLC	SPONSORED ADR	055622104	1,375	45,000	SH		DFND		45,000	0	0
BP PLC	SPONSORED ADR	055622104	2,521	82,500	SH		DFND	2	82,500	0	0
BAKER HUGHES INC	COM	057224107	10,928	210,000	SH		DFND	1	210,000	0	0
BAKER HUGHES INC	COM	057224107	10,928	210,000	SH		DFND	2	210,000	0	0
BANK AMER CORP	COM	060505104	9,241	593,120	SH		DFND	1	593,120	0	0
BANK AMER CORP	COM	060505104	1,223	78,480	SH		DFND		78,480	0	0
BARCLAYS PLC	ADR	06738E204	3,037	205,500	SH		DFND	1	205,500	0	0
BARCLAYS PLC	ADR	06738E204	4,937	334,000	SH		DFND	2	334,000	0	0
BARCLAYS PLC	ADR	06738E204	3,850	260,500	SH		DFND		260,500	0	0
BERKLEY W R CORP	COM	084423102	6,361	117,000	SH		SOLE		117,000	0	0
BIOGEN INC	COM	09062X103	1,021	3,500	SH		DFND	1	3,500	0	0
BIOGEN INC	COM	09062X103	1,021	3,500	SH		DFND	2	3,500	0	0
BLACKSTONE GROUP L P	COM UNIT LTD	09253U108	1,406	44,400	SH		DFND	1	44,400	0	0
BLACKSTONE GROUP L P	COM UNIT LTD	09253U108	11,009	347,600	SH		DFND	2	347,600	0	0
CYS INVTS INC	COM	12673A108	8,033	1,106,500	SH		DFND	1	1,106,500	0	0
CYS INVTS INC	COM	12673A108	8,480	1,168,000	SH		DFND	2	1,168,000	0	0
CYS INVTS INC	COM	12673A108	8,389	1,155,500	SH		DFND		1,155,500	0	0
CAPITOL FED FINL INC	COM	14057J101	436	36,000	SH		DFND	1	36,000	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	1,999	119,000	SH		DFND		119,000	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	1,424	84,750	SH		DFND	1	84,750	0	0
CARLYLE GROUP L P	COM UTS LTD PTN	14309L102	18,978	1,129,664	SH		DFND	2	1,129,664	0	0
CARRIAGE SVCS INC	COM	143905107	350	16,217	SH		DFND	1	16,217	0	0
CEDAR REALTY TRUST INC	COM NEW	150602209	290	46,654	SH		DFND	1	46,654	0	0
CELGENE CORP	COM	151020104	1,082	10,000	SH		DFND	2	10,000	0	0
CELGENE CORP	COM	151020104	1,623	15,000	SH		DFND		15,000	0	0
CENTURY CMNTYS INC	COM	156504300	8,446	425,500	SH		DFND	1	425,500	0	0
CENTURY CMNTYS INC	COM	156504300	8,446	425,500	SH		DFND	2	425,500	0	0
CHEVRON CORP NEW	COM	166764100	3,061	38,800	SH		DFND	1	38,800	0	0
CHUBB CORP	COM	171232101	8,708	71,000	SH		SOLE		71,000	0	0
CISCO SYS INC	COM	17275R102	2,888	110,000	SH		DFND	1	110,000	0	0
CISCO SYS INC	COM	17275R102	6,563	250,000	SH		DFND	2	250,000	0	0
CITIGROUP INC	COM NEW	172967424	20,191	407,000	SH		DFND	1	407,000	0	0
CITIGROUP INC	COM NEW	172967424	11,311	228,000	SH		DFND	2	228,000	0	0
COACH INC	COM	189754104	5,254	181,600	SH		DFND	1	181,600	0	0
COACH INC	COM	189754104	5,884	203,400	SH		DFND		203,400	0	0
COLONY CAP INC	CL A	19624R106	548	28,000	SH		DFND	1	28,000	0	0
COLONY CAP INC	CL A	19624R106	822	42,000	SH		DFND		42,000	0	0
COMCAST CORP NEW	CL A	20030N101	5,887	103,500	SH		DFND	1	103,500	0	0
CONOCOPHILLIPS	COM	20825C104	336	7,000	SH		DFND	1	7,000	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	235	11,159	SH		DFND	1	11,159	0	0
CYRUSONE INC	COM	23283R100	348	10,643	SH		DFND	1	10,643	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,921	42,804	SH		DFND	1	42,804	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,414	31,512	SH		DFND	2	31,512	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	302	6,732	SH		DFND		6,732	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	265	5,500	SH		DFND	1	5,500	0	0
E M C CORP MASS	COM	268648102	4,711	195,000	SH		DFND	1	195,000	0	0
E M C CORP MASS	COM	268648102	4,832	200,000	SH		DFND	2	200,000	0	0
E M C CORP MASS	COM	268648102	1,329	55,000	SH		DFND		55,000	0	0
EBAY INC	COM	278642103	1,418	58,000	SH		DFND	1	58,000	0	0
EBAY INC	COM	278642103	1,232	50,400	SH		DFND	2	50,400	0	0
EBAY INC	COM	278642103	186	7,600	SH		DFND		7,600	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	5,591	312,700	SH		DFND	1	312,700	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	12,537	701,153	SH		DFND	2	701,153	0	0
ELLINGTON FINANCIAL LLC	COM	288522303	715	40,000	SH		DFND		40,000	0	0
EMCOR GROUP INC	COM	29084Q100	263	5,946	SH		DFND	1	5,946	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	270	12,121	SH		DFND	1	12,121	0	0
ENBRIDGE ENERGY PARTNERS L P	COM	29250R106	124	5,000	SH		DFND	1	5,000	0	0
ENBRIDGE ENERGY PARTNERS L P	COM	29250R106	1,112	45,000	SH		DFND	2	45,000	0	0
ENERGY TRANSFER PRTNRS L P	UNIT LTD PARTN	29273R109	287	7,000	SH		DFND	1	7,000	0	0
ENERGY TRANSFER PRTNRS L P	UNIT LTD PARTN	29273R109	2,587	63,000	SH		DFND	2	63,000	0	0
EVERI HLDGS INC	COM	30034T103	295	57,601	SH		DFND	1	57,601	0	0
FIRST FINL BANCORP OH	COM	320209109	4,401	230,668	SH		DFND	1	230,668	0	0
FIRST MERCHANTS CORP	COM	320817109	342	13,042	SH		DFND	1	13,042	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	5,090	247,545	SH		DFND	1	247,545	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	5,090	247,548	SH		DFND	2	247,548	0	0
FLUSHING FINL CORP	COM	343873105	255	12,749	SH		DFND	1	12,749	0	0
FRANKLIN RES INC	COM	354613101	5,896	158,250	SH		DFND	1	158,250	0	0
FRANKLIN RES INC	COM	354613101	8,765	235,250	SH		DFND	2	235,250	0	0
FRANKLIN RES INC	COM	354613101	3,223	86,500	SH		DFND		86,500	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,035	210,000	SH		DFND	1	210,000	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	872	90,000	SH		DFND		90,000	0	0
FULL HOUSE RESORTS INC	COM	359678109	52	35,331	SH		DFND	1	35,331	0	0
FULL HOUSE RESORTS INC	COM	359678109	46	31,617	SH		DFND	2	31,617	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	11,952	1,004,350	SH		DFND	1	1,004,350	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	803	67,500	SH		DFND	2	67,500	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	10,063	845,611	SH		DFND		845,611	0	0
GENERAL ELECTRIC CO	COM	369604103	12,610	500,000	SH		DFND	1	500,000	0	0
GENERAL MLS INC	COM	370334104	842	15,000	SH		DFND	1	15,000	0	0
GENERAL MTRS CO	COM	37045V100	20,697	689,450	SH		DFND	1	689,450	0	0
GENERAL MTRS CO	COM	37045V100	12,025	400,550	SH		DFND		400,550	0	0
GILEAD SCIENCES INC	COM	375558103	6,628	67,500	SH		DFND	1	67,500	0	0
GILEAD SCIENCES INC	COM	375558103	2,700	27,500	SH		DFND	2	27,500	0	0
GILEAD SCIENCES INC	COM	375558103	982	10,000	SH		DFND		10,000	0	0
GLOBAL X FDS	GLB X MLP ENRG I	37950E226	249	18,369	SH		DFND	1	18,369	0	0
GRAY TELEVISION INC	COM	389375106	260	20,407	SH		DFND	1	20,407	0	0
GREAT AJAX CORP	COM	38983D300	310	25,050	SH		DFND	1	25,050	0	0
GREAT AJAX CORP	COM	38983D300	2,040	164,875	SH		DFND	2	164,875	0	0
GREAT AJAX CORP	COM	38983D300	2,970	240,075	SH		DFND		240,075	0	0
GREAT PLAINS ENERGY INC	COM	391164100	205	7,602	SH		DFND	1	7,602	0	0
GREAT WESTN BANCORP INC	COM	391416104	260	10,255	SH		DFND	1	10,255	0	0
HSBC HLDGS PLC	SDCV 5.625%12/2	404280AR0	979	1,000,000	PRN		DFND	1	0	0	1,000,000
HSBC HLDGS PLC	SDCV 5.625%12/2	404280AR0	8,815	9,000,000	PRN		DFND		0	0	9,000,000
HEWLETT PACKARD CO	COM	428236103	10,532	411,250	SH		DFND	1	411,250	0	0
HEWLETT PACKARD CO	COM	428236103	2,580	100,750	SH		DFND	2	100,750	0	0
HEWLETT PACKARD CO	COM	428236103	1,485	58,000	SH		DFND		58,000	0	0
HOMESTREET INC	COM	43785V102	1,349	58,406	SH		DFND	1	58,406	0	0
HOMESTREET INC	COM	43785V102	5,359	231,970	SH		DFND	2	231,970	0	0
HOMESTREET INC	COM	43785V102	4,533	196,215	SH		DFND		196,215	0	0
IBERIABANK CORP	COM	450828108	204	3,513	SH		DFND	1	3,513	0	0
ICONIX BRAND GROUP INC	COM	451055107	169	12,470	SH		DFND	1	12,470	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	169	20,000	SH		DFND	1	20,000	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	169	20,000	SH		DFND	2	20,000	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	396	24,609	SH		DFND	1	24,609	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	357	22,216	SH		DFND	2	22,216	0	0
INTERVAL LEISURE GROUP INC	COM	46113M108	268	14,571	SH		DFND	1	14,571	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	989	80,800	SH		DFND	1	80,800	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	1,249	102,000	SH		DFND	2	102,000	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	256	20,900	SH		DFND		20,900	0	0
JPMORGAN CHASE & CO	COM	46625H100	15,852	260,000	SH		DFND	1	260,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	3,049	50,000	SH		DFND		50,000	0	0
JOHNSON & JOHNSON	COM	478160104	8,794	94,200	SH		DFND	1	94,200	0	0
KKR & CO L P DEL	COM UNITS	48248M102	2,962	176,500	SH		DFND	1	176,500	0	0
KKR & CO L P DEL	COM UNITS	48248M102	7,892	470,300	SH		DFND	2	470,300	0	0
KKR & CO L P DEL	COM UNITS	48248M102	4,930	293,800	SH		DFND		293,800	0	0
KELLOGG CO	COM	487836108	14,565	218,850	SH		DFND	1	218,850	0	0
LCNB CORP	COM	50181P100	1,858	114,785	SH		DFND	1	114,785	0	0
LCNB CORP	COM	50181P100	32	2,000	SH		DFND		2,000	0	0
LEGG MASON INC	COM	524901105	3,454	83,000	SH		DFND	1	83,000	0	0
LEGG MASON INC	COM	524901105	3,412	82,000	SH		DFND	2	82,000	0	0
LEUCADIA NATL CORP	COM	527288104	160	7,896	SH		DFND	1	7,896	0	0
LEUCADIA NATL CORP	COM	527288104	168	8,315	SH		DFND	2	8,315	0	0
LEUCADIA NATL CORP	COM	527288104	5	263	SH		DFND		263	0	0
LINN ENERGY LLC	UNIT LTD LIAB	536020100	246	91,631	SH		DFND		91,631	0	0
MFA FINL INC	COM	55272X102	170	25,000	SH		DFND	1	25,000	0	0
MFA FINL INC	COM	55272X102	170	25,000	SH		DFND		25,000	0	0
MYR GROUP INC DEL	COM	55405W104	499	19,060	SH		DFND	1	19,060	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	204	3,677	SH		DFND	1	3,677	0	0
MANAGED HIGH YIELD PLUS FD I	COM	561911108	16	10,000	SH		DFND	1	10,000	0	0
MARATHON OIL CORP	COM	565849106	3,049	198,000	SH		DFND	2	198,000	0	0
MASTEC INC	COM	576323109	172	10,884	SH		DFND	1	10,884	0	0
MEDLEY CAP CORP	COM	58503F106	5,464	734,395	SH		DFND	1	734,395	0	0
MEDLEY CAP CORP	COM	58503F106	4,390	590,113	SH		DFND	2	590,113	0	0
MEDLEY CAP CORP	COM	58503F106	1,065	143,150	SH		DFND		143,150	0	0
MEDLEY MGMT INC	CL A COM	58503T106	2,004	302,750	SH		DFND	1	302,750	0	0
MEDLEY MGMT INC	CL A COM	58503T106	1,829	276,350	SH		DFND		276,350	0	0
MERCER INTL INC	COM	588056101	111	11,073	SH		DFND	1	11,073	0	0
METLIFE INC	COM	59156R108	8,251	175,000	SH		DFND	1	175,000	0	0
METLIFE INC	COM	59156R108	2,603	55,200	SH		DFND	2	55,200	0	0
MICROSOFT CORP	COM	594918104	19,762	446,500	SH		DFND	1	446,500	0	0
MICROSEMI CORP	COM	595137100	318	9,699	SH		DFND	1	9,699	0	0
MONDELEZ INTL INC	CL A	609207105	9,348	223,250	SH		DFND	1	223,250	0	0
NII HLDGS INC	COM PAR $0.001	62913F508	180	27,642	SH		DFND	1	27,642	0	0
NII HLDGS INC	COM PAR $0.001	62913F508	377	57,850	SH		DFND	2	57,850	0	0
NII HLDGS INC	COM PAR $0.001	62913F508	186	28,497	SH		DFND		28,497	0	0
NMI HLDGS INC	CL A	629209305	3,511	462,000	SH		DFND	1	462,000	0	0
NMI HLDGS INC	CL A	629209305	7,038	926,000	SH		DFND	2	926,000	0	0
NATIONAL INTERSTATE CORP	COM	63654U100	272,136	10,200,000	SH		DFND	1	10,200,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	6,321	350,000	SH		DFND	1	350,000	0	0
OAKTREE CAP GROUP LLC	UNIT CL A	674001201	495	10,000	SH		DFND	1	10,000	0	0
OAKTREE CAP GROUP LLC	UNIT CL A	674001201	495	10,000	SH		DFND	2	10,000	0	0
OCWEN FINL CORP	COM NEW	675746309	302	45,000	SH		DFND	1	45,000	0	0
OCWEN FINL CORP	COM NEW	675746309	302	45,000	SH		DFND	2	45,000	0	0
OMEROS CORP	COM	682143102	3,047	278,040	SH		DFND	1	278,040	0	0
OMEROS CORP	COM	682143102	4,571	417,061	SH		DFND	2	417,061	0	0
OPUS BK IRVINE CALIF	COM	684000102	287	7,506	SH		DFND	1	7,506	0	0
ORGANOVO HLDGS INC	COM	68620A104	245	91,500	SH		DFND	1	91,500	0	0
ORGANOVO HLDGS INC	COM	68620A104	429	160,000	SH		DFND	2	160,000	0	0
PACIFIC DATAVISION INC	COM	694171307	12,708	425,000	SH		DFND	1	425,000	0	0
PACIFIC DATAVISION INC	COM	694171307	20,556	687,500	SH		DFND	2	687,500	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,800	58,000	SH		DFND	1	58,000	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,564	50,400	SH		DFND	2	50,400	0	0
PAYPAL HLDGS INC	COM	70450Y103	236	7,600	SH		DFND		7,600	0	0
PEABODY ENERGY CORP	COM	704549104	635	460,000	SH		DFND	1	460,000	0	0
PEABODY ENERGY CORP	COM	704549104	442	320,000	SH		DFND		320,000	0	0
PEAK RESORTS INC	COM	70469L100	8,585	1,245,986	SH		DFND	1	1,245,986	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	9,910	630,000	SH		DFND	1	630,000	0	0
PERFICIENT INC	COM	71375U101	234	15,169	SH		DFND	1	15,169	0	0
PFIZER INC	COM	717081103	7,476	238,000	SH		DFND	1	238,000	0	0
PFIZER INC	COM	717081103	628	20,000	SH		DFND		20,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	516	6,500	SH		DFND	1	6,500	0	0
POTBELLY CORP	COM	73754Y100	330	30,000	SH		DFND	1	30,000	0	0
POTBELLY CORP	COM	73754Y100	1,101	100,000	SH		DFND	2	100,000	0	0
POTBELLY CORP	COM	73754Y100	771	70,000	SH		DFND		70,000	0	0
PREMIERE GLOBAL SVCS INC	COM	740585104	334	24,324	SH		DFND	1	24,324	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.250%12/1	74348TAC6	478	475,000	PRN		DFND	1	0	0	475,000
PROSPECT CAPITAL CORPORATION	NOTE 6.250%12/1	74348TAC6	819	815,000	PRN		DFND	2	0	0	815,000
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	7,378	8,200,000	PRN		DFND	2	0	0	8,200,000
PROSPECT CAPITAL CORPORATION	COM	74348T102	3,565	500,000	SH		DFND	1	500,000	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	2,852	400,000	SH		DFND	2	400,000	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	713	100,000	SH		DFND		100,000	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	282	14,439	SH		DFND	1	14,439	0	0
PRUDENTIAL FINL INC	COM	744320102	18,100	237,500	SH		DFND	1	237,500	0	0
PRUDENTIAL FINL INC	COM	744320102	9,246	121,323	SH		DFND		121,323	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	260	17,345	SH		DFND	1	17,345	0	0
REAL IND INC	COM	75601W104	190	21,590	SH		DFND	1	21,590	0	0
RESOLUTE FST PRODS INC	COM	76117W109	3,515	422,997	SH		DFND	1	422,997	0	0
RESOLUTE FST PRODS INC	COM	76117W109	5,771	694,497	SH		DFND	2	694,497	0	0
RESOLUTE FST PRODS INC	COM	76117W109	249	30,000	SH		DFND		30,000	0	0
REVOLUTION LIGHTING TECHNOLO	COM	76155G107	5,142	5,412,854	SH		DFND	1	5,412,854	0	0
REVOLUTION LIGHTING TECHNOLO	COM	76155G107	5,142	5,412,854	SH		DFND	2	5,412,854	0	0
REXFORD INDL RLTY INC	COM	76169C100	621	45,000	SH		DFND	1	45,000	0	0
REXFORD INDL RLTY INC	COM	76169C100	1,448	105,000	SH		DFND	2	105,000	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	380	8,000	SH		DFND	1	8,000	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	7,217	152,000	SH		DFND	2	152,000	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	308	6,500	SH		DFND	1	6,500	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	5,853	123,500	SH		DFND	2	123,500	0	0
RUDOLPH TECHNOLOGIES INC	COM	781270103	167	13,440	SH		DFND	1	13,440	0	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	7,477	152,000	SH		DFND	1	152,000	0	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	11,215	228,000	SH		DFND	2	228,000	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		15,000	0	0
STONEGATE MTG CORP	COM	86181Q300	7,525	1,058,330	SH		DFND	1	1,058,330	0	0
STONEGATE MTG CORP	COM	86181Q300	6,777	953,225	SH		DFND	2	953,225	0	0
STONEGATE MTG CORP	COM	86181Q300	644	90,556	SH		DFND		90,556	0	0
STONERIDGE INC	COM	86183P102	259	21,011	SH		DFND	1	21,011	0	0
SUNEDISON INC	COM	86732Y109	3,490	486,000	SH		DFND	2	486,000	0	0
SUNEDISON INC	COM	86732Y109	2,326	324,000	SH		DFND		324,000	0	0
SYNAPTICS INC	COM	87157D109	339	4,108	SH		DFND	1	4,108	0	0
SYNERGY RES CORP	COM	87164P103	158	16,161	SH		DFND	1	16,161	0	0
SYSCO CORP	COM	871829107	740	19,000	SH		DFND	1	19,000	0	0
TECK RESOURCES LTD	CL B	878742204	356	74,100	SH		DFND	1	74,100	0	0
TECK RESOURCES LTD	CL B	878742204	192	40,000	SH		DFND		40,000	0	0
THOMSON REUTERS CORP	COM	884903105	725	18,000	SH		DFND	1	18,000	0	0
TORTOISE ENERGY INFRSTRCTR C	COM	89147L100	3,463	127,736	SH		DFND	1	127,736	0	0
TORTOISE ENERGY INFRSTRCTR C	COM	89147L100	1,924	70,980	SH		DFND	2	70,980	0	0
TWO HBRS INVT CORP	COM	90187B101	4,057	460,000	SH		DFND	1	460,000	0	0
TWO HBRS INVT CORP	COM	90187B101	13,706	1,554,000	SH		DFND	2	1,554,000	0	0
TWO HBRS INVT CORP	COM	90187B101	5,389	611,000	SH		DFND		611,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	216	15,000	SH		DFND	1	15,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	2,089	144,871	SH		DFND	2	144,871	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	216	15,000	SH		DFND		15,000	0	0
UNITED RENTALS INC	COM	911363109	901	15,000	SH		DFND	1	15,000	0	0
UNITED RENTALS INC	COM	911363109	901	15,000	SH		DFND	2	15,000	0	0
VANGUARD INTL EQUITY INDEX F	FTSE SMCAP ETF	922042718	213	2,351	SH		DFND	1	2,351	0	0
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	922042775	310	7,265	SH		DFND	1	7,265	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	593	3,375	SH		DFND	1	3,375	0	0
VANGUARD INDEX FDS	REIT ETF	922908553	384	5,089	SH		DFND	1	5,089	0	0
VANGUARD INDEX FDS	EXTEND MKT ETF	922908652	439	5,380	SH		DFND	1	5,380	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,493	34,321	SH		DFND	2	34,321	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,081	24,853	SH		DFND		24,853	0	0
VERISK ANALYTICS INC	COM	92345Y106	13,761	186,191	SH		DFND	1	186,191	0	0
VIAD CORP	COM NEW	92552R406	257	8,882	SH		DFND	1	8,882	0	0
VIACOM INC NEW	CL B	92553P201	20,175	467,550	SH		DFND	1	467,550	0	0
VIACOM INC NEW	CL B	92553P201	9,815	227,450	SH		DFND		227,450	0	0
VODAFONE GROUP PLC NEW	SPNSR ADR NO PAR	92857W308	2,259	71,181	SH		DFND	2	71,181	0	0
VODAFONE GROUP PLC NEW	SPNSR ADR NO PAR	92857W308	1,636	51,545	SH		DFND		51,545	0	0
VOLTARI CORP	COM NEW	92870X309	40	5,652	SH		DFND	1	5,652	0	0
VOLTARI CORP	COM NEW	92870X309	60	8,478	SH		DFND	2	8,478	0	0
VONAGE HLDGS CORP	COM	92886T201	257	43,699	SH		DFND	1	43,699	0	0
WEC ENERGY GROUP INC	COM	92939U106	836	16,000	SH		DFND	1	16,000	0	0
WABASH NATL CORP	COM	929566107	150	14,170	SH		DFND	1	14,170	0	0
WELLS FARGO & CO NEW	COM	949746101	13,967	272,000	SH		DFND	1	272,000	0	0
WILSHIRE BANCORP INC	COM	97186T108	154	14,692	SH		DFND	1	14,692	0	0
XCERRA CORP	COM	98400J108	240	38,140	SH		DFND	1	38,140	0	0