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:

03-31-2020

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:	Vice President and Controller
Phone:	513-579-2153
Signature, Place, and Date of Signing:
/s/ Brian S. Hertzman		Cincinnati, OH	05-12-2020
[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:	283
	Form 13F Information Table Value Total:	841,501
		(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	28-17123	Great American Holding, Inc

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 A G	NAMEN AKT	D18190898	425	66,168	SH		DFND	1	66,168	0	0
DEUTSCHE BANK A G	NAMEN AKT	D18190898	239	37,200	SH		DFND	2	37,200	0	0
DEUTSCHE BANK A G	NAMEN AKT	D18190898	395	61,631	SH		DFND	3	61,631	0	0
ATHENE HLDG LTD	CL A	G0684D107	2,234	90,000	SH		DFND	1	90,000	0	0
ATHENE HLDG LTD	CL A	G0684D107	2,234	90,000	SH		DFND	2	90,000	0	0
AXOVANT GENE THERAPIES LTD	COM	G0750W203	26	10,774	SH		DFND	1	10,774	0	0
CAPRI HOLDINGS LIMITED	SHS	G1890L107	162	15,000	SH		DFND	1	15,000	0	0
CAPRI HOLDINGS LIMITED	SHS	G1890L107	162	15,000	SH		DFND	2	15,000	0	0
ENDO INTL PLC	SHS	G30401106	724	195,690	SH		DFND	1	195,690	0	0
ENDO INTL PLC	SHS	G30401106	117	31,500	SH		DFND	3	31,500	0	0
INVESCO LTD	SHS	G491BT108	6,765	745,000	SH		DFND	1	745,000	0	0
INVESCO LTD	SHS	G491BT108	6,765	745,000	SH		DFND	2	745,000	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	129	64,900	SH		DFND	1	64,900	0	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	47	23,550	SH		DFND	3	23,550	0	0
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	1,282	125,000	SH		DFND	1	125,000	0	0
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	1,282	125,000	SH		DFND	2	125,000	0	0
CHUBB LIMITED	COM	H1467J104	11,809	105,734	SH		SOLE		105,734	0	0
MYLAN NV	SHS EURO	N59465109	745	50,000	SH		DFND	1	50,000	0	0
MYLAN NV	SHS EURO	N59465109	1,491	100,000	SH		DFND	2	100,000	0	0
MYLAN NV	SHS EURO	N59465109	745	50,000	SH		DFND	3	50,000	0	0
AGNC INVT CORP	COM	00123Q104	1,675	158,300	SH		DFND	1	158,300	0	0
AGNC INVT CORP	COM	00123Q104	3,647	344,666	SH		DFND	2	344,666	0	0
AGNC INVT CORP	COM	00123Q104	2,135	201,834	SH		DFND	3	201,834	0	0
ABBVIE INC	COM	00287Y109	6,476	85,000	SH		DFND	1	85,000	0	0
ABBVIE INC	COM	00287Y109	6,476	85,000	SH		DFND	2	85,000	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	4,872	106,917	SH		DFND	1	106,917	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	346	68,260	SH		DFND	2	68,260	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	36	17,000	SH		DFND	1	17,000	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	36	17,000	SH		DFND	2	17,000	0	0
ANTERIX INC	COM	03676C100	16,412	359,352	SH		DFND	1	359,352	0	0
ANTERIX INC	COM	03676C100	26,572	581,824	SH		DFND	2	581,824	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	754	667,250	SH		DFND	1	667,250	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	420	371,450	SH		DFND	2	371,450	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	429	379,250	SH		DFND	3	379,250	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	1,075	144,912	SH		DFND	1	144,912	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	1,447	195,071	SH		DFND	2	195,071	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	260	35,242	SH		DFND	3	35,242	0	0
APPLE INC	COM	037833100	6,141	24,150	SH		DFND	1	24,150	0	0
APPLE INC	COM	037833100	7,247	28,500	SH		DFND	2	28,500	0	0
APPLE INC	COM	037833100	1,106	4,350	SH		DFND	3	4,350	0	0
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L203	1,244	133,333	SH		DFND	1	133,333	0	0
ARLINGTON ASSET INVST CORP	CL A NEW	041356205	1,754	800,842	SH		DFND	1	800,842	0	0
ARLINGTON ASSET INVST CORP	CL A NEW	041356205	1,321	603,006	SH		DFND	3	603,006	0	0
BP MIDSTREAM PARTNERS LP	UNIT LTD PTNR	0556EL109	172	18,500	SH		DFND	1	18,500	0	0
BP MIDSTREAM PARTNERS LP	UNIT LTD PTNR	0556EL109	172	18,500	SH		DFND	2	18,500	0	0
BP PLC	SPONSORED ADR	055622104	2,012	82,500	SH		DFND	2	82,500	0	0
BARCLAYS PLC	ADR	06738E204	911	201,000	SH		DFND	1	201,000	0	0
BARCLAYS PLC	ADR	06738E204	784	173,000	SH		DFND	3	173,000	0	0
BERKLEY W R CORP	COM	084423102	9,156	175,500	SH		SOLE		175,500	0	0
BIOGEN INC	COM	09062X103	1,107	3,500	SH		DFND	1	3,500	0	0
BIOGEN INC	COM	09062X103	1,107	3,500	SH		DFND	2	3,500	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	1,151	1,500,000	PRN		DFND	1	1,500,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	6,137	8,000,000	PRN		DFND	2	8,000,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	384	500,000	PRN		DFND	3	500,000	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	250	10,363	SH		DFND	1	10,363	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	24	999	SH		DFND	3	999	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	1,672	30,000	SH		DFND	1	30,000	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	1,672	30,000	SH		DFND	3	30,000	0	0
BRISTOL-MYERS SQUIBB CO	RIGHT 99/99/9999	110122157	114	30,000	SH		DFND	1	30,000	0	0
BRISTOL-MYERS SQUIBB CO	RIGHT 99/99/9999	110122157	114	30,000	SH		DFND	3	30,000	0	0
CNX MIDSTREAM PARTNERS LP	COM UNIT REPST	12654A101	154	19,000	SH		DFND	1	19,000	0	0
CNX MIDSTREAM PARTNERS LP	COM UNIT REPST	12654A101	154	19,000	SH		DFND	2	19,000	0	0
CVS HEALTH CORP	COM	126650100	9,493	160,000	SH		DFND	1	160,000	0	0
CVS HEALTH CORP	COM	126650100	9,493	160,000	SH		DFND	2	160,000	0	0
CAPITOL FED FINL INC	COM	14057J101	418	36,000	SH		DFND	1	36,000	0	0
CENTURY CMNTYS INC	COM	156504300	3,192	219,989	SH		DFND	1	219,989	0	0
CENTURY CMNTYS INC	COM	156504300	3,192	219,988	SH		DFND	2	219,988	0	0
CERENCE INC	COM	156727109	385	25,000	SH		DFND	1	25,000	0	0
CERENCE INC	COM	156727109	385	25,000	SH		DFND	2	25,000	0	0
CITIGROUP INC	COM NEW	172967424	21,492	510,260	SH		DFND	1	510,260	0	0
CITIGROUP INC	COM NEW	172967424	8,095	192,180	SH		DFND	2	192,180	0	0
CITIGROUP INC	COM NEW	172967424	529	12,560	SH		DFND	3	12,560	0	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	7,355	391,000	SH		DFND	1	391,000	0	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	4,702	250,000	SH		DFND	2	250,000	0	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	1,110	59,000	SH		DFND	3	59,000	0	0
CLIPPER RLTY INC	COM	18885T306	1,927	372,044	SH		DFND	1	372,044	0	0
CLIPPER RLTY INC	COM	18885T306	2,891	558,067	SH		DFND	2	558,067	0	0
COLONY CAP INC	NOTE 5.000% 4/1	19624RAA4	18,056	21,500,000	PRN		DFND	2	21,500,000	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	7,471	10,000,000	PRN		DFND	2	10,000,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	4,936	2,820,430	SH		DFND	1	2,820,430	0	0
COLONY CAP INC NEW	CL A COM	19626G108	1,307	746,906	SH		DFND	2	746,906	0	0
COLONY CAP INC NEW	CL A COM	19626G108	287	164,039	SH		DFND	3	164,039	0	0
COMCAST CORP NEW	CL A	20030N101	7,117	207,000	SH		DFND	1	207,000	0	0
CONOCOPHILLIPS	COM	20825C104	216	7,000	SH		DFND	3	7,000	0	0
CRESTWOOD EQUITY PARTNERS LP	UNIT LTD PARTNER	226344208	1,629	385,030	SH		DFND	1	385,030	0	0
CRESTWOOD EQUITY PARTNERS LP	UNIT LTD PARTNER	226344208	1,629	385,031	SH		DFND	2	385,031	0	0
CUSTOMERS BANCORP INC	COM	23204G100	3,641	333,114	SH		DFND	1	333,114	0	0
CUSTOMERS BANCORP INC	COM	23204G100	3,641	333,115	SH		DFND	2	333,115	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	41	10,000	SH		DFND	1	10,000	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	41	10,000	SH		DFND	2	10,000	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,164	40,804	SH		DFND	1	40,804	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,006	35,244	SH		DFND	2	35,244	0	0
DISH NETWORK CORPORATION	CL A	25470M109	600	30,000	SH		DFND	1	30,000	0	0
DISH NETWORK CORPORATION	CL A	25470M109	600	30,000	SH		DFND	2	30,000	0	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	118	10,000	SH		DFND	1	10,000	0	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	118	10,000	SH		DFND	2	10,000	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	2,562	448,623	SH		DFND	1	448,623	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	7,186	1,258,539	SH		DFND	2	1,258,539	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	1,142	200,000	SH		DFND	3	200,000	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	26	10,000	SH		DFND	1	10,000	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	26	10,000	SH		DFND	2	10,000	0	0
ENBRIDGE INC	COM	29250N105	439	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	1,419	308,520	SH		DFND	1	308,520	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	7,758	1,686,504	SH		DFND	2	1,686,504	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	356	77,376	SH		DFND	3	77,376	0	0
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	1,087	635,834	SH		DFND	1	635,834	0	0
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	1,087	635,835	SH		DFND	2	635,835	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	3,432	240,000	SH		DFND	1	240,000	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	3,432	240,000	SH		DFND	2	240,000	0	0
ENVIVA PARTNERS LP	COM UNIT	29414J107	227	8,500	SH		DFND	1	8,500	0	0
ENVIVA PARTNERS LP	COM UNIT	29414J107	227	8,500	SH		DFND	2	8,500	0	0
FIFTH THIRD BANCORP	COM	316773100	4,492	302,500	SH		DFND	1	302,500	0	0
FIFTH THIRD BANCORP	COM	316773100	5,606	377,500	SH		DFND	2	377,500	0	0
FIFTH THIRD BANCORP	COM	316773100	1,114	75,000	SH		DFND	3	75,000	0	0
FLEXION THERAPEUTICS INC	COM	33938J106	1,250	158,850	SH		DFND	1	158,850	0	0
FLEXION THERAPEUTICS INC	COM	33938J106	1,250	158,850	SH		DFND	2	158,850	0	0
FRANCHISE GROUP INC	COM	35180X105	1,335	153,164	SH		DFND	1	153,164	0	0
FRANCHISE GROUP INC	COM	35180X105	1,335	153,164	SH		DFND	2	153,164	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,061	63,550	SH		DFND	1	63,550	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,850	110,850	SH		DFND	2	110,850	0	0
FRANKLIN RESOURCES INC	COM	354613101	928	55,600	SH		DFND	3	55,600	0	0
FULL HOUSE RESORTS INC	COM	359678109	44	35,331	SH		DFND	1	35,331	0	0
FULL HOUSE RESORTS INC	COM	359678109	24	19,069	SH		DFND	2	19,069	0	0
GENERAL MTRS CO	COM	37045V100	16,159	777,600	SH		DFND	1	777,600	0	0
GENERAL MTRS CO	COM	37045V100	6,492	312,400	SH		DFND	3	312,400	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	39	10,000	SH		DFND	1	10,000	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	39	10,000	SH		DFND	2	10,000	0	0
GILEAD SCIENCES INC	COM	375558103	4,646	62,143	SH		DFND	1	62,143	0	0
GILEAD SCIENCES INC	COM	375558103	1,976	26,428	SH		DFND	2	26,428	0	0
GILEAD SCIENCES INC	COM	375558103	854	11,429	SH		DFND	3	11,429	0	0
GRANITE PT MTG TR INC	COM	38741L107	199	39,231	SH		DFND	1	39,231	0	0
GRANITE PT MTG TR INC	COM	38741L107	627	123,667	SH		DFND	2	123,667	0	0
GRANITE PT MTG TR INC	COM	38741L107	212	41,790	SH		DFND	3	41,790	0	0
GRAY TELEVISION INC	COM	389375106	5,840	543,797	SH		DFND	1	543,797	0	0
GRAY TELEVISION INC	COM	389375106	6,608	615,298	SH		DFND	2	615,298	0	0
GRAY TELEVISION INC	COM	389375106	1,842	171,500	SH		DFND	3	171,500	0	0
HC2 HLDGS INC	COM	404139107	1,561	1,007,421	SH		DFND	2	1,007,421	0	0
HANESBRANDS INC	COM	410345102	866	110,000	SH		DFND	1	110,000	0	0
HANESBRANDS INC	COM	410345102	315	40,000	SH		DFND	3	40,000	0	0
HESS MIDSTREAM LP	CL A SHS	428103105	168	16,500	SH		DFND	1	16,500	0	0
HESS MIDSTREAM LP	CL A SHS	428103105	168	16,500	SH		DFND	2	16,500	0	0
HOWARD BANCORP INC	COM	442496105	1,128	103,900	SH		DFND	1	103,900	0	0
HOWARD BANCORP INC	COM	442496105	1,128	103,900	SH		DFND	2	103,900	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	17	20,000	SH		DFND	1	20,000	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	326	24,609	SH		DFND	1	24,609	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	294	22,216	SH		DFND	2	22,216	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	208	61,000	SH		DFND	1	61,000	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	419	122,900	SH		DFND	2	122,900	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	68	19,800	SH		DFND	3	19,800	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	299	10,000	SH		DFND	1	10,000	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	299	10,000	SH		DFND	2	10,000	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	112	8,159	SH		DFND	1	8,159	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	114	8,315	SH		DFND	2	8,315	0	0
KAYNE ANDERSN MLP MIDS INVT	COM	486606106	1,786	492,098	SH		DFND	1	492,098	0	0
KAYNE ANDERSN MLP MIDS INVT	COM	486606106	1,786	492,096	SH		DFND	2	492,096	0	0
KELLOGG CO	COM	487836108	2,331	38,850	SH		DFND	1	38,850	0	0
KRAFT HEINZ CO	COM	500754106	2,721	110,000	SH		DFND	1	110,000	0	0
LCNB CORP	COM	50181P100	1,158	91,920	SH		DFND	1	91,920	0	0
LCNB CORP	COM	50181P100	21	1,662	SH		DFND	3	1,662	0	0
LEGACY HOUSING CORP	COM	52472M101	872	94,285	SH		DFND	1	94,285	0	0
LEGACY HOUSING CORP	COM	52472M101	872	94,282	SH		DFND	2	94,282	0	0
MFA FINL INC	COM	55272X102	39	25,000	SH		DFND	2	25,000	0	0
MFA FINL INC	COM	55272X102	39	25,000	SH		DFND	3	25,000	0	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	9,015	15,000,000	PRN		DFND	2	15,000,000	0	0
MPLX LP	COM UNIT REP LTD	55336V100	209	18,000	SH		DFND	1	18,000	0	0
MPLX LP	COM UNIT REP LTD	55336V100	209	18,000	SH		DFND	2	18,000	0	0
MACYS INC	COM	55616P104	663	135,000	SH		DFND	1	135,000	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	365	10,000	SH		DFND	1	10,000	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	365	10,000	SH		DFND	2	10,000	0	0
MEDLEY CAP CORP	COM	58503F106	628	1,080,073	SH		DFND	1	1,080,073	0	0
MEDLEY CAP CORP	COM	58503F106	574	987,442	SH		DFND	2	987,442	0	0
MEDLEY CAP CORP	COM	58503F106	120	206,498	SH		DFND	3	206,498	0	0
MEDLEY MGMT INC	CL A COM	58503T106	188	276,350	SH		DFND	1	276,350	0	0
MEDLEY MGMT INC	CL A COM	58503T106	206	302,750	SH		DFND	3	302,750	0	0
METLIFE INC	COM	59156R108	3,485	114,000	SH		DFND	1	114,000	0	0
METLIFE INC	COM	59156R108	337	11,010	SH		DFND	3	11,010	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	975	25,000	SH		DFND	1	25,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	3,286	350,000	SH		DFND	1	350,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	2,135	3,750,000	PRN		DFND	1	3,750,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	9,715	17,063,000	PRN		DFND	2	17,063,000	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	1,161	2,039,000	PRN		DFND	3	2,039,000	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	13,271	229,882	SH		DFND	1	229,882	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	13,999	242,483	SH		DFND	2	242,483	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	727	12,600	SH		DFND	3	12,600	0	0
NOBLE MIDSTREAM PARTNERS LP	COM UNIT REPST	65506L105	59	17,000	SH		DFND	1	17,000	0	0
NOBLE MIDSTREAM PARTNERS LP	COM UNIT REPST	65506L105	59	17,000	SH		DFND	2	17,000	0	0
NUTRIEN LTD	COM	67077M108	1,697	50,000	SH		DFND	1	50,000	0	0
NUTRIEN LTD	COM	67077M108	1,697	50,000	SH		DFND	2	50,000	0	0
OMEROS CORP	COM	682143102	1,820	136,113	SH		DFND	1	136,113	0	0
OMEROS CORP	COM	682143102	2,730	204,171	SH		DFND	2	204,171	0	0
ORGANOVO HLDGS INC	COM	68620A104	38	91,500	SH		DFND	1	91,500	0	0
ORGANOVO HLDGS INC	COM	68620A104	66	160,000	SH		DFND	2	160,000	0	0
ONEOK INC NEW	COM	682680103	142	6,500	SH		DFND	1	6,500	0	0
ONEOK INC NEW	COM	682680103	142	6,500	SH		DFND	2	6,500	0	0
PJT PARTNERS INC	COM CL A	69343T107	377	8,690	SH		DFND	2	8,690	0	0
PJT PARTNERS INC	COM CL A	69343T107	48	1,110	SH		DFND	3	1,110	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	7,909	8,184,000	PRN		DFND	1	8,184,000	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	38,807	40,157,000	PRN		DFND	2	40,157,000	0	0
PENNYMAC CORP	NOTE 5.375% 5/0	70932AAB9	1,933	2,000,000	PRN		DFND	3	2,000,000	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	291	8,000	SH		DFND	1	8,000	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	291	8,000	SH		DFND	2	8,000	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	2,226	421,500	SH		DFND	1	421,500	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	2,226	421,500	SH		DFND	2	421,500	0	0
POTBELLY CORP	COM	73754Y100	93	30,000	SH		DFND	1	30,000	0	0
POTBELLY CORP	COM	73754Y100	309	100,000	SH		DFND	2	100,000	0	0
POTBELLY CORP	COM	73754Y100	216	70,000	SH		DFND	3	70,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	11,662	11,760,000	PRN		DFND	2	11,760,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	436	440,000	PRN		DFND	3	440,000	0	0
PRUDENTIAL FINL INC	COM	744320102	5,866	112,500	SH		DFND	1	112,500	0	0
PRUDENTIAL FINL INC	COM	744320102	3,979	76,323	SH		DFND	3	76,323	0	0
READY CAP CORP	COM	75574U101	1,044	144,600	SH		DFND	1	144,600	0	0
READY CAP CORP	COM	75574U101	2,575	356,710	SH		DFND	2	356,710	0	0
READY CAP CORP	COM	75574U101	586	81,219	SH		DFND	3	81,219	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	654	1,000,000	PRN		DFND	1	1,000,000	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	4,582	7,000,000	PRN		DFND	2	7,000,000	0	0
RENT A CTR INC NEW	COM	76009N100	848	60,000	SH		DFND	1	60,000	0	0
RENT A CTR INC NEW	COM	76009N100	848	60,000	SH		DFND	2	60,000	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	3,331	102,000	SH		DFND	2	102,000	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	261	8,000	SH		DFND	3	8,000	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	227	6,500	SH		DFND	3	6,500	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	2,599	344,701	SH		DFND	1	344,701	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	5,506	730,259	SH		DFND	2	730,259	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	2,705	358,713	SH		DFND	3	358,713	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	1,252	605,053	SH		DFND	1	605,053	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	2,091	1,010,194	SH		DFND	2	1,010,194	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	2,402	743,684	SH		DFND	1	743,684	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	5,956	1,843,916	SH		DFND	2	1,843,916	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	771	238,652	SH		DFND	3	238,652	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	120	12,000	SH		DFND	1	12,000	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	120	12,000	SH		DFND	2	12,000	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	8,501	528,656	SH		DFND	1	528,656	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	8,848	550,238	SH		DFND	2	550,238	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	349	21,730	SH		DFND	3	21,730	0	0
STARWOOD PPTY TR INC	COM	85571B105	154	15,000	SH		DFND	2	15,000	0	0
STARWOOD PPTY TR INC	COM	85571B105	154	15,000	SH		DFND	3	15,000	0	0
SUNOCO LP	COM UT REP LP	86765K109	203	13,000	SH		DFND	1	13,000	0	0
SUNOCO LP	COM UT REP LP	86765K109	203	13,000	SH		DFND	2	13,000	0	0
TPG SPECIALTY LENDING INC	NOTE 4.500% 8/0	87265KAD4	4,538	5,000,000	PRN		DFND	1	5,000,000	0	0
TPG SPECIALTY LENDING INC	NOTE 4.500% 8/0	87265KAD4	13,613	15,000,000	PRN		DFND	2	15,000,000	0	0
TAPESTRY INC	COM	876030107	4,293	331,500	SH		DFND	1	331,500	0	0
TAPESTRY INC	COM	876030107	1,672	129,100	SH		DFND	2	129,100	0	0
TAPESTRY INC	COM	876030107	3,359	259,400	SH		DFND	3	259,400	0	0
TARGA RES CORP	COM	87612G101	100	14,500	SH		DFND	1	14,500	0	0
TARGA RES CORP	COM	87612G101	100	14,500	SH		DFND	2	14,500	0	0
TEGNA INC	COM	87901J105	760	70,000	SH		DFND	1	70,000	0	0
TEGNA INC	COM	87901J105	1,086	100,000	SH		DFND	2	100,000	0	0
TEGNA INC	COM	87901J105	326	30,000	SH		DFND	3	30,000	0	0
TIVO CORP	COM	88870P106	4,598	649,495	SH		DFND	1	649,495	0	0
TIVO CORP	COM	88870P106	4,598	649,496	SH		DFND	2	649,496	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	1,489	581,719	SH		DFND	1	581,719	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	1,459	569,964	SH		DFND	2	569,964	0	0
TORTOISE ENERGY INFRA CORP	COM	89147L100	154	60,000	SH		DFND	3	60,000	0	0
TORTOISE MIDSTRM ENERGY FD I	COM	89148B101	78	91,280	SH		DFND	1	91,280	0	0
TORTOISE MIDSTRM ENERGY FD I	COM	89148B101	78	91,281	SH		DFND	2	91,281	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	1,905	500,042	SH		DFND	1	500,042	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	3,295	864,735	SH		DFND	2	864,735	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	857	224,823	SH		DFND	3	224,823	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	13,847	15,600,000	PRN		DFND	1	15,600,000	0	0
TWO HBRS INVT CORP	NOTE 6.250% 1/1	90187BAA9	45,379	51,122,000	PRN		DFND	2	51,122,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	85	15,000	SH		DFND	1	15,000	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	757	133,721	SH		DFND	2	133,721	0	0
USA COMPRESSION PARTNERS LP	COMUNIT LTDPAR	90290N109	63	11,150	SH		DFND	3	11,150	0	0
UNITED RENTALS INC	COM	911363109	4,373	42,500	SH		DFND	1	42,500	0	0
UNITED RENTALS INC	COM	911363109	4,373	42,500	SH		DFND	2	42,500	0	0
VENTAS INC	COM	92276F100	2,412	90,000	SH		DFND	1	90,000	0	0
VENTAS INC	COM	92276F100	5,293	197,500	SH		DFND	2	197,500	0	0
VENTAS INC	COM	92276F100	2,881	107,500	SH		DFND	3	107,500	0	0
VERISK ANALYTICS INC	COM	92345Y106	25,951	186,191	SH		DFND	1	186,191	0	0
VIACOMCBS INC	CL B	92556H206	9,250	660,271	SH		DFND	1	660,271	0	0
VIACOMCBS INC	CL B	92556H206	5,480	391,153	SH		DFND	2	391,153	0	0
VIACOMCBS INC	CL B	92556H206	2,303	164,355	SH		DFND	3	164,355	0	0
VIVINT SMART HOME INC	COM CL A	928542109	9,900	789,473	SH		DFND	1	789,473	0	0
VIVINT SMART HOME INC	COM CL A	928542109	23,100	1,842,106	SH		DFND	2	1,842,106	0	0
WELLS FARGO CO NEW	COM	949746101	5,654	197,000	SH		DFND	1	197,000	0	0
WELLS FARGO CO NEW	COM	949746101	2,153	75,000	SH		DFND	2	75,000	0	0
WELLTOWER INC	COM	95040Q104	2,632	57,500	SH		DFND	1	57,500	0	0
WELLTOWER INC	COM	95040Q104	4,543	99,240	SH		DFND	2	99,240	0	0
WELLTOWER INC	COM	95040Q104	1,909	41,700	SH		DFND	3	41,700	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	57	17,500	SH		DFND	1	17,500	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	57	17,500	SH		DFND	2	17,500	0	0
XPERI CORP	COM	98421B100	8,237	592,151	SH		DFND	1	592,151	0	0
XPERI CORP	COM	98421B100	8,237	592,151	SH		DFND	2	592,151	0	0