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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Quarter Ended December 31, 2011
AMERICAN FINANCIAL GROUP, INC.
301 East Fourth Street, Cincinnati, Ohio 45202
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(Name and Address of Institutional Investment Manager Filing this Report)
Form 13F File Number: 28-4389
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.
Robert H. Ruffing
Vice President and Controller
(513) 579-2144
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(Name, Title and Phone Number of Person Signing
this Report on Behalf of Reporting Manager)
Signature:
/s/Robert H. Ruffing Cincinnati, Ohio February 14, 2012
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Robert H. Ruffing
Vice President and Controller
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
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Number of Other Included Managers: 2
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Form 13F Information Table Entry Total: 163
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Form 13F Information Table Value Total (thousands): $1,009,673
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Name and 13F file numbers of all Institutional Investment Managers with respect
to which this schedule is filed (other than American Financial Group, Inc.):
Number 13F File Number Name of Subsidiary
------ --------------- ------------------------------------
1. 28-498 Great American Insurance Company
2. Unassigned Great American Life Insurance Company
FORM 13F INFORMATION TABLE
Column 4: Column 5: Column 8:
Column 2: Market Shares or Column 6: Column 7: Voting Authority
Column 1: Title of Column 3: Value Principal Investment Other ---------------------------
Name of Issuer Class CUSIP (000's) Amount Discretion Managers Sole Shared None
-------------- ---------------- ----------- --------- ------------ ---------- -------- ---------- ------ ---------
HOLDINGS OF GREAT AMERICAN INSURANCE COMPANY
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ABBOTT LABS COM 002824 10 0 3,936 70,000SH Defined 1 70,000
AIR PRODS & CHEMS INC COM 009158 10 6 11,721 137,584SH Defined " 137,584
AMERICAN RAILCAR INDS INC COM 02916P 10 3 1,627 68,000SH Defined " 68,000
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 785 125,000SH Defined " 125,000
APPLE INC COM 037833 10 0 4,050 10,000SH Defined " 10,000
ARCH COAL INC COM 039380 10 0 8,561 590,000SH Defined " 590,000
BANK OF AMERICA CORPORATION COM 060505 10 4 3,381 608,120SH Defined " 608,120
CALAMP CORP COM 128126 10 9 593 139,750SH Defined " 139,750
CAPITOL FED FINL INC COM 14057J 10 1 415 36,000SH Defined " 36,000
CHEVRON CORP NEW COM 166764 10 0 11,310 106,300SH Defined " 106,300
CITIGROUP INC COM NEW 172967 42 4 11,182 425,000SH Defined " 425,000
COMCAST CORP NEW CL A 20030N 10 1 9,567 403,500SH Defined " 403,500
COMPUTER SCIENCES CORP COM 205363 10 4 4,029 170,000SH Defined " 170,000
CUMULUS MEDIA INC CL A 231082 10 8 59 17,777SH Defined " 17,777
DELTA AIR LINES INC DEL COM NEW 247361 70 2 333 41,216SH Defined " 41,216
DISH NETWORK CORP CL A 25470M 10 9 1,073 37,675SH Defined " 37,675
ECHOSTAR CORP CL A 278768 10 6 519 24,786SH Defined " 24,786
ELLINGTON FINANCIAL LLC COM 288522 30 3 5,369 312,700SH Defined " 312,700
EMERSON ELEC CO COM 291011 10 4 6,290 135,000SH Defined " 135,000
FIRST FINL BANCORP OH COM 320209 10 9 3,661 220,000SH Defined " 220,000
FLAGSTAR BANCORP INC COM NEW 337930 50 7 8 16,500SH Defined " 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 93 35,331SH Defined " 35,331
GENERAL ELECTRIC CO COM 369604 10 3 12,089 675,000SH Defined " 675,000
HCA HOLDINGS INC COM 40412C 10 1 8,780 398,559SH Defined " 398,559
HEINZ H J CO COM 423074 10 3 11,227 207,750SH Defined " 207,750
HEWLETT PACKARD CO COM 428236 10 3 12,571 488,000SH Defined " 488,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 270 24,609SH Defined " 24,609
INTEL CORP COM 458140 10 0 12,828 529,000SH Defined " 529,000
INTERNATIONAL BUSINESS MACHS COM 459200 10 1 13,929 75,750SH Defined " 75,750
JPMORGAN CHASE & CO COM 46625H 10 0 11,305 340,000SH Defined " 340,000
JOHNSON & JOHNSON COM 478160 10 4 15,805 241,000SH Defined " 241,000
KELLOGG CO COM 487836 10 8 11,067 218,850SH Defined " 218,850
KIMBERLY CLARK CORP COM 494368 10 3 14,712 200,000SH Defined " 200,000
KOHLS CORP COM 500255 10 4 7,403 150,000SH Defined " 150,000
KRAFT FOODS INC CL A 50075N 10 4 17,681 473,250SH Defined " 473,250
LEUCADIA NATL CORP COM 527288 10 4 174 7,633SH Defined " 7,633
LINCOLN NATL CORP IND COM 534187 10 9 971 50,000SH Defined " 50,000
LOCKHEED MARTIN CORP COM 539830 10 9 6,108 75,500SH Defined " 75,500
LOWES COS INC COM 548661 10 7 3,173 125,000SH Defined " 125,000
MYR GROUP INC DEL COM 55405W 10 4 7,362 384,615SH Defined " 384,615
MCGRAW HILL COS INC COM 580645 10 9 5,396 120,000SH Defined " 120,000
MEDTRONIC INC COM 585055 10 6 4,590 120,000SH Defined " 120,000
MERCK & CO INC NEW COM 58933Y 10 5 9,463 251,000SH Defined " 251,000
METLIFE INC COM 59156R 10 8 4,350 139,500SH Defined " 139,500
MICROSOFT CORP COM 594918 10 4 16,913 651,500SH Defined " 651,500
MOTRICITY INC COM 620107 10 2 51 56,525SH Defined " 56,525
NATIONAL INTERSTATE CORP COM 63654U 10 0 251,634 10,200,000SH Defined " 10,200,000
NEW YORK CMNTY BANCORP INC COM 649445 10 3 4,330 350,000SH Defined " 350,000
O CHARLEYS INC COM 670823 10 3 162 29,500SH Defined " 29,500
OMEROS CORP COM 682143 10 2 403 102,040SH Defined " 102,040
PATTERSON UTI ENERGY INC COM 703481 10 1 799 40,000SH Defined " 40,000
PEOPLES UNITED FINANCIAL INC COM 712704 10 5 10,666 830,000SH Defined " 830,000
PEPSICO INC COM 713448 10 8 14,269 215,050SH Defined " 215,050
PFIZER INC COM 717081 10 3 9,046 418,000SH Defined " 418,000
PROCTER & GAMBLE CO COM 742718 10 9 8,672 130,000SH Defined " 130,000
PRUDENTIAL FINL INC COM 744320 10 2 1,754 35,000SH Defined " 35,000
RAYTHEON CO COM NEW 755111 50 7 3,653 75,500SH Defined " 75,500
STAPLES INC COM 855030 10 2 2,084 150,000SH Defined " 150,000
TARGET CORP COM 87612E 10 6 14,342 280,000SH Defined " 280,000
3M CO COM 88579Y 10 1 13,199 161,500SH Defined " 161,500
TIME WARNER INC COM NEW 887317 30 3 6,820 188,716SH Defined " 188,716
TORTOISE ENERGY CAP CORP COM 89147U 10 0 692 25,800SH Defined " 25,800
UNITED CONTL HLDGS INC COM 910047 10 9 1,887 100,024SH Defined " 100,024
VERISK ANALYTICS INC CL A 92345Y 10 6 130,240 3,245,453SH Defined " 3,245,453
VIRGIN MEDIA INC COM 92769L 10 1 15,774 737,807SH Defined " 737,807
WAL MART STORES INC COM 931142 10 3 11,354 190,000SH Defined " 190,000
WALGREEN CO COM 931422 10 9 8,149 246,500SH Defined " 246,500
WASTE MGMT INC DEL COM 94106L 10 9 15,043 459,900SH Defined " 459,900
WELLS FARGO & CO NEW COM 949746 10 1 9,370 340,000SH Defined " 340,000
HOLDINGS OF GREAT AMERICAN
LIFE INSURANCE COMPANY
---------------------------
AIR PRODS & CHEMS INC COM 009158 10 6 4,685 55,000SH Defined 2 55,000
AMERICAN RAILCAR INDS INC COM 02916P 10 3 708 29,581SH Defined " 29,581
ANNALY CAP MGMT INC COM 035710 40 9 1,277 80,000SH Defined " 80,000
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 785 125,000SH Defined " 125,000
APPLE INC COM 037833 10 0 4,050 10,000SH Defined " 10,000
CALAMP CORP COM 128126 10 9 597 140,750SH Defined " 140,750
CITIGROUP INC COM NEW 172967 42 4 5,525 210,000SH Defined " 210,000
COMCAST CORP NEW CL A 20030N 10 1 8,773 370,000SH Defined " 370,000
CUMULUS MEDIA INC CL A 231082 10 8 104 31,032SH Defined " 31,032
DELTA AIR LINES INC DEL COM NEW 247361 70 2 217 26,829SH Defined " 26,829
DEX ONE CORP COM 25212W 10 0 18 10,772SH Defined " 10,772
DISH NETWORK CORP CL A 25470M 10 9 1,609 56,512SH Defined " 56,512
ECHOSTAR CORP CL A 278768 10 6 779 37,179SH Defined " 37,179
ELLINGTON FINANCIAL LLC COM 288522 30 3 12,039 701,153SH Defined " 701,153
ENTERPRISE PRODS PARTNERS L COM 293792 10 7 5,439 117,276SH Defined " 117,276
FLAGSTAR BANCORP INC COM NEW 337930 50 7 8 16,500SH Defined " 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 83 31,617SH Defined " 31,617
GENERAL ELECTRIC CO COM 369604 10 3 8,507 475,000SH Defined " 475,000
HEWLETT PACKARD CO COM 428236 10 3 3,143 122,000SH Defined " 122,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 244 22,216SH Defined " 22,216
JPMORGAN CHASE & CO COM 46625H 10 0 2,993 90,000SH Defined " 90,000
LEUCADIA NATL CORP COM 527288 10 4 189 8,315SH Defined " 8,315
LINCOLN NATL CORP IND COM 534187 10 9 3,301 170,000SH Defined " 170,000
MARATHON OIL CORP COM 565849 10 6 7,903 270,000SH Defined " 270,000
METLIFE INC COM 59156R 10 8 9,844 315,700SH Defined " 315,700
MOTRICITY INC COM 620107 10 2 76 84,787SH Defined " 84,787
O CHARLEYS INC COM 670823 10 3 111 20,256SH Defined " 20,256
OMEROS CORP COM 682143 10 2 605 153,061SH Defined " 153,061
ORACLE CORP COM 68389X 10 5 1,924 75,000SH Defined " 75,000
PATTERSON UTI ENERGY INC COM 703481 10 1 799 40,000SH Defined " 40,000
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503 10 5 12,854 175,000SH Defined " 175,000
PRUDENTIAL FINL INC COM 744320 10 2 4,010 80,000SH Defined " 80,000
REDWOOD TR INC COM 758075 40 2 2,545 250,000SH Defined " 250,000
TARGET CORP COM 87612E 10 6 1,537 30,000SH Defined " 30,000
TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,305 85,900SH Defined " 85,900
VIRGIN MEDIA INC COM 92769L 10 1 8,805 411,838SH Defined " 411,838
WAL MART STORES INC COM 931142 10 3 598 10,000SH Defined " 10,000
HOLDINGS OF OTHER ENTITIES
EACH HAVING LESS THAN
$100 MILLION IN 13F SECURITIES
------------------------------
ACE LTD SHS H0023R 10 5 4,418 63,000SH Sole 63,000
AT&T INC COM 00206R 10 2 620 20,500SH Defined 1 20,500
ABBOTT LABS COM 002824 10 0 512 9,100SH Defined " 9,100
ACTUATE CORP COM 00508B 10 2 96 16,313SH Defined " 16,313
AMERICAN RAILCAR INDS INC COM 02916P 10 3 909 38,000SH Defined 2 38,000
BANK OF AMERICA CORPORATION COM 060505 10 4 2,633 473,480SH Defined 1 473,480
BERKLEY W R CORP COM 084423 10 2 4,024 117,000SH Sole 117,000
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R 30 0 1,797 47,209SH Defined 1 47,209
CAMPBELL SOUP CO COM 134429 10 9 499 15,000SH Defined " 15,000
CARDINAL FINL CORP COM 14149F 10 9 111 10,296SH Defined " 10,296
CHEVRON CORP NEW COM 166764 10 0 372 3,500SH Defined " 3,500
CHUBB CORP COM 171232 10 1 4,915 71,000SH Sole 71,000
CLAYMORE EXCHANGE TRD FD TR GUG MULTI ASSET 18383M 50 6 498 24,355SH Defined 1 24,355
CONOCOPHILLIPS COM 20825C 10 4 510 7,000SH Defined " 7,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 105 13,003SH Defined 1,2 13,003
DU PONT E I DE NEMOURS & CO COM 263534 10 9 252 5,500SH Defined 1 5,500
EATON CORP COM 278058 10 2 501 11,500SH Defined " 11,500
EATON VANCE TAX MNGD GBL DV COM 27829F 10 8 330 40,000SH Defined " 40,000
FIRST FINL BANCORP OH COM 320209 10 9 80 4,784SH Defined " 4,784
GENERAL ELECTRIC CO COM 369604 10 3 627 35,000SH Defined " 35,000
GENERAL MLS INC COM 370334 10 4 606 15,000SH Defined " 15,000
ILLINOIS TOOL WKS INC COM 452308 10 9 257 5,500SH Defined " 5,500
INDEXIQ ETF TR IQ GLB RES ETF 45409B 88 3 828 29,545SH Defined " 29,545
ISHARES TR MSCI EAFE INDEX 464287 46 5 1,888 38,127SH Defined " 38,127
ISHARES TR S&P MIDCAP 400 464287 50 7 1,315 15,009SH Defined " 15,009
JOHNSON & JOHNSON COM 478160 10 4 538 8,200SH Defined " 8,200
KEYCORP NEW COM 493267 10 8 402 52,222SH Defined " 52,222
KIMBERLY CLARK CORP COM 494368 10 3 600 8,150SH Defined " 8,150
LTX-CREDENCE CORP COM NEW 502403 20 7 92 17,169SH Defined " 17,169
LEAPFROG ENTERPRISES INC CL A 52186N 10 6 120 21,483SH Defined " 21,483
LEGGETT & PLATT INC COM 524660 10 7 657 28,500SH Defined " 28,500
LEUCADIA NATL CORP COM 527288 10 4 12 526SH Defined " 526
LILLY ELI & CO COM 532457 10 8 665 16,000SH Defined " 16,000
LOCKHEED MARTIN CORP COM 539830 10 9 655 8,100SH Defined " 8,100
MANAGED HIGH YIELD PLUS FD I COM 561911 10 8 21 10,000SH Defined " 10,000
MEADOWBROOK INS GROUP INC COM 58319P 10 8 136 12,741SH Defined " 12,741
MERCK & CO INC NEW COM 58933Y 10 5 754 20,000SH Defined 20,000
MICROSOFT CORP COM 594918 10 4 389 15,000SH Defined 1 15,000
O CHARLEYS INC COM 670823 10 3 134 24,398SH Defined 24,398
PETROQUEST ENERGY INC COM 716748 10 8 78 11,803SH Defined 1 11,803
PFIZER INC COM 717081 10 3 433 20,000SH Defined 20,000
PHILIP MORRIS INTL INC COM 718172 10 9 510 6,500SH Defined 1 6,500
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X 10 4 1,083 26,391SH Defined " 26,391
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X 30 2 277 29,947SH Defined " 29,947
PROCTER & GAMBLE CO COM 742718 10 9 626 9,391SH Defined " 9,391
RAYTHEON CO COM NEW 755111 50 7 585 12,100SH Defined " 12,100
REVENUESHARES ETF TR SMALL CAP FD 761396 30 8 671 20,932SH Defined " 20,932
SPDR S&P 500 ETF TR TR UNIT 78462F 10 3 1,349 10,749SH Defined " 10,749
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y 10 0 256 7,628SH Defined " 7,628
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y 30 8 327 10,052SH Defined " 10,052
SYSCO CORP COM 871829 10 7 557 19,000SH Defined " 19,000
THOMSON REUTERS CORP COM 884903 10 5 480 18,000SH Defined " 18,000
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908 84 4 497 9,094SH Defined " 9,094
VANGUARD INDEX FDS REIT ETF 922908 55 3 1,169 20,161SH Defined " 20,161
VIACOM INC NEW CL B 92553P 20 1 3,633 80,000SH Defined 80,000
VIRGIN MEDIA INC COM 92769L 10 1 12,594 589,050SH Defined 2 589,050
WISCONSIN ENERGY CORP COM 976657 10 6 559 16,000SH Defined 1 16,000
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REPORT TOTAL $1,009,673
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