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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 September 30, 2012
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.
Brian S. Hertzman
Assistant Vice President and Controller
(513) 579-2153
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(Name, Title and Phone Number of Person Signing
this Report on Behalf of Reporting Manager)
Signature:
/s/Brian S. Hertzman Cincinnati, Ohio November 14, 2012
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Brian S. Hertzman
Assistant 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: 165
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Form 13F Information Table Value Total (thousands): $992,752
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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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AIR PRODS & CHEMS INC COM 009158 10 6 11,378 137,584SH Defined 1 137,584
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 850 125,000SH Defined 1 125,000
APPLE INC COM 037833 10 0 6,671 10,000SH Defined 1 10,000
ARCH COAL INC COM 039380 10 0 4,716 745,000SH Defined 1 745,000
BANK OF AMERICA CORPORATION COM 060505 10 4 5,370 608,120SH Defined 1 608,120
BEST BUY INC COM 086516 10 1 3,196 185,800SH Defined 1 185,800
CAPITOL FED FINL INC COM 14057J 10 1 431 36,000SH Defined 1 36,000
CHEVRON CORP NEW COM 166764 10 0 7,145 61,300SH Defined 1 61,300
CITIGROUP INC COM NEW 172967 42 4 11,943 365,000SH Defined 1 365,000
COMCAST CORP NEW CL A 20030N 10 1 8,346 233,500SH Defined 1 233,500
DELL INC COM 24702R 10 1 1,971 200,000SH Defined 1 200,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 378 41,216SH Defined 1 41,216
ELLINGTON FINANCIAL LLC COM 288522 30 3 7,136 312,700SH Defined 1 312,700
EMERSON ELEC CO COM 291011 10 4 6,516 135,000SH Defined 1 135,000
FIRST FINL BANCORP OH COM 320209 10 9 3,720 220,000SH Defined 1 220,000
FLAGSTAR BANCORP INC COM NEW 337930 50 7 18 16,500SH Defined 1 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 132 35,331SH Defined 1 35,331
GENERAL ELECTRIC CO COM 369604 10 3 13,967 615,000SH Defined 1 615,000
HCA HOLDINGS INC COM 40412C 10 1 5,937 178,559SH Defined 1 178,559
HANMI FINL CORP COM NEW 410495 20 4 1,654 129,113SH Defined 1 129,113
HEINZ H J CO COM 423074 10 3 11,624 207,750SH Defined 1 207,750
HEWLETT PACKARD CO COM 428236 10 3 9,946 583,000SH Defined 1 583,000
HOMESTREET INC COM 43785V 10 2 1,522 40,000SH Defined 1 40,000
HUNTINGTON INGALLS INDS INC COM 446413 10 6 841 20,000SH Defined 1 20,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 289 24,609SH Defined 1 24,609
INTEL CORP COM 458140 10 0 11,984 529,000SH Defined 1 529,000
INTERNATIONAL BUSINESS MACHS COM 459200 10 1 11,565 55,750SH Defined 1 55,750
INTERPUBLIC GROUP COS INC COM 460690 10 0 56 5,000SH Defined 1 5,000
JPMORGAN CHASE & CO COM 46625H 10 0 13,763 340,000SH Defined 1 340,000
JOHNSON & JOHNSON COM 478160 10 4 16,607 241,000SH Defined 1 241,000
KELLOGG CO COM 487836 10 8 11,306 218,850SH Defined 1 218,850
KIMBERLY CLARK CORP COM 494368 10 3 17,156 200,000SH Defined 1 200,000
KOHLS CORP COM 500255 10 4 14,342 280,000SH Defined 1 280,000
KRAFT FOODS INC CL A 50075N 10 4 11,299 273,250SH Defined 1 273,250
LEUCADIA NATL CORP COM 527288 10 4 174 7,633SH Defined 1 7,633
LINCOLN NATL CORP IND COM 534187 10 9 1,210 50,000SH Defined 1 50,000
LOCKHEED MARTIN CORP COM 539830 10 9 2,848 30,500SH Defined 1 30,500
LOWES COS INC COM 548661 10 7 968 32,000SH Defined 1 32,000
MYR GROUP INC DEL COM 55405W 10 4 7,673 384,615SH Defined 1 384,615
MEDTRONIC INC COM 585055 10 6 5,174 120,000SH Defined 1 120,000
MERCK & CO INC NEW COM 58933Y 10 5 11,319 251,000SH Defined 1 251,000
METLIFE INC COM 59156R 10 8 4,807 139,500SH Defined 1 139,500
MICROSOFT CORP COM 594918 10 4 19,389 651,500SH Defined 1 651,500
MOTRICITY INC COM 620107 10 2 28 56,525SH Defined 1 56,525
NATIONAL INTERSTATE CORP COM 63654U 10 0 263,160 10,200,000SH Defined 1 10,200,000
NEW YORK CMNTY BANCORP INC COM 649445 10 3 4,956 350,000SH Defined 1 350,000
OMNICOM GROUP INC COM 681919 10 6 5,001 97,000SH Defined 1 97,000
OMEROS CORP COM 682143 10 2 959 102,040SH Defined 1 102,040
PATTERSON UTI ENERGY INC COM 703481 10 1 633 40,000SH Defined 1 40,000
PEOPLES UNITED FINANCIAL INC COM 712704 10 5 10,076 830,000SH Defined 1 830,000
PEPSICO INC COM 713448 10 8 15,219 215,050SH Defined 1 215,050
PFIZER INC COM 717081 10 3 10,387 418,000SH Defined 1 418,000
PROCTER & GAMBLE CO COM 742718 10 9 9,017 130,000SH Defined 1 130,000
PRUDENTIAL FINL INC COM 744320 10 2 2,453 45,000SH Defined 1 45,000
RAYTHEON CO COM NEW 755111 50 7 4,316 75,500SH Defined 1 75,500
STAPLES INC COM 855030 10 2 2,880 250,000SH Defined 1 250,000
TARGET CORP COM 87612E 10 6 12,059 190,000SH Defined 1 190,000
3M CO COM 88579Y 10 1 13,077 141,500SH Defined 1 141,500
TIME WARNER INC COM NEW 887317 30 3 1,755 38,716SH Defined 1 38,716
TORTOISE ENERGY CAP CORP COM 89147U 10 0 725 25,800SH Defined 1 25,800
UNITED CONTL HLDGS INC COM 910047 10 9 2,535 130,024SH Defined 1 130,024
VERISK ANALYTICS INC CL A 92345Y 10 6 75,555 1,586,964SH Defined 1 1,586,964
VIRGIN MEDIA INC COM 92769L 10 1 11,854 402,907SH Defined 1 402,907
WAL-MART STORES INC COM 931142 10 3 10,332 140,000SH Defined 1 140,000
WALGREEN CO COM 931422 10 9 8,982 246,500SH Defined 1 246,500
WASTE MGMT INC DEL COM 94106L 10 9 14,754 459,900SH Defined 1 459,900
WELLS FARGO & CO NEW COM 949746 10 1 11,740 340,000SH Defined 1 340,000
HOLDINGS OF GREAT AMERICAN
LIFE INSURANCE COMPANY
---------------------------
AIR PRODS & CHEMS INC COM 009158 10 6 4,549 55,000SH Defined 2 55,000
ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 3,065 51,119SH Defined 2 51,119
ANNALY CAP MGMT INC COM 035710 40 9 1,347 80,000SH Defined 2 80,000
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 850 125,000SH Defined 2 125,000
APPLE INC COM 037833 10 0 6,671 10,000SH Defined 2 10,000
BP PLC SPONSORED ADR 055622 10 4 13,767 325,000SH Defined 2 325,000
BEST BUY INC COM 086516 10 1 1,514 88,000SH Defined 2 88,000
CISCO SYS INC COM 17275R 10 2 13,367 700,000SH Defined 2 700,000
CITIGROUP INC COM NEW 172967 42 4 6,217 190,000SH Defined 2 190,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 246 26,829SH Defined 2 26,829
DEX ONE CORP COM 25212W 10 0 13 10,772SH Defined 2 10,772
ELLINGTON FINANCIAL LLC COM 288522 30 3 16,000 701,153SH Defined 2 701,153
FLAGSTAR BANCORP INC COM NEW 337930 50 7 18 16,500SH Defined 2 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 119 31,617SH Defined 2 31,617
HANMI FINL CORP COM NEW 410495 20 4 2,829 220,838SH Defined 2 220,838
HEWLETT PACKARD CO COM 428236 10 3 4,163 244,000SH Defined 2 244,000
HOMESTREET INC COM 43785V 10 2 4,567 120,000SH Defined 2 120,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 261 22,216SH Defined 2 22,216
JPMORGAN CHASE & CO COM 46625H 10 0 1,214 30,000SH Defined 2 30,000
LEUCADIA NATL CORP COM 527288 10 4 189 8,315SH Defined 2 8,315
LINCOLN NATL CORP IND COM 534187 10 9 4,112 170,000SH Defined 2 170,000
MARATHON OIL CORP COM 565849 10 6 7,984 270,000SH Defined 2 270,000
METLIFE INC COM 59156R 10 8 10,190 295,700SH Defined 2 295,700
MOTRICITY INC COM 620107 10 2 42 84,788SH Defined 2 84,788
OMEROS CORP COM 682143 10 2 1,439 153,061SH Defined 2 153,061
ORACLE CORP COM 68389X 10 5 4,876 155,000SH Defined 2 155,000
PATTERSON UTI ENERGY INC COM 703481 10 1 633 40,000SH Defined 2 40,000
PHARMACYCLICS INC COM 716933 10 6 1,290 20,000SH Defined 2 20,000
PRUDENTIAL FINL INC COM 744320 10 2 8,177 150,000SH Defined 2 150,000
RESEARCH IN MOTION LTD COM 760975 10 2 750 100,000SH Defined 2 100,000
SOUTHWEST AIRLS CO COM 844741 10 8 2,149 245,000SH Defined 2 245,000
TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,416 85,900SH Defined 2 85,900
TWO HBRS INVT CORP COM 90187B 10 1 1,704 145,000SH Defined 2 145,000
UNITED CONTL HLDGS INC COM 910047 10 9 2,243 115,000SH Defined 2 115,000
VIRGIN MEDIA INC COM 92769L 10 1 4,538 154,238SH Defined 2 154,238
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W 20 9 10,417 365,500SH Defined 2 365,500
HOLDINGS OF OTHER ENTITIES
EACH HAVING LESS THAN
$100 MILLION IN 13F SECURITIES
------------------------------
ACE LTD SHS H0023R 10 5 4,763 63,000SH Sole 63,000
AT&T INC COM 00206R 10 2 773 20,500SH Defined 1 20,500
ABBOTT LABS COM 002824 10 0 624 9,100SH Defined 1 9,100
ACTUATE CORP COM 00508B 10 2 129 18,345SH Defined 1 18,345
AMERICAN EQTY INVT LIFE HLD COM 025676 20 6 134 11,502SH Defined 1 11,502
ARCH COAL INC COM 039380 10 0 696 110,000SH Defined 110,000
BP PLC SPONSORED ADR 055622 10 4 1,906 45,000SH Defined 45,000
BANK OF AMERICA CORPORATION COM 060505 10 4 3,519 398,480SH Defined 1 398,480
BERKLEY W R CORP COM 084423 10 2 4,386 117,000SH Sole 117,000
BEST BUY INC COM 086516 10 1 1,483 86,200SH Defined 86,200
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R 30 0 413 10,529SH Defined 1 10,529
CAMPBELL SOUP CO COM 134429 10 9 522 15,000SH Defined 1 15,000
CARDINAL FINL CORP COM 14149F 10 9 166 11,578SH Defined 1 11,578
CHEVRON CORP NEW COM 166764 10 0 408 3,500SH Defined 1 3,500
CHUBB CORP COM 171232 10 1 5,416 71,000SH Sole 71,000
CONOCOPHILLIPS COM 20825C 10 4 400 7,000SH Defined 1 7,000
DELL INC COM 24702R 10 1 1,971 200,000SH Defined 200,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 119 13,003SH Defined 1,2 13,003
DOLAN CO COM 25659P 40 2 119 22,181SH Defined 1 22,181
DU PONT E I DE NEMOURS & CO COM 263534 10 9 276 5,500SH Defined 1 5,500
EATON CORP COM 278058 10 2 544 11,500SH Defined 1 11,500
ELLINGTON FINANCIAL LLC COM 288522 30 3 913 40,000SH Defined 40,000
GENERAL ELECTRIC CO COM 369604 10 3 795 35,000SH Defined 1 35,000
GENERAL MLS INC COM 370334 10 4 598 15,000SH Defined 1 15,000
GLOBAL CASH ACCESS HLDGS INC COM 378967 10 3 119 14,801SH Defined 1 14,801
HEWLETT PACKARD CO COM 428236 10 3 1,587 93,000SH Defined 93,000
HOMESTREET INC COM 43785V 10 2 3,045 80,000SH Defined 80,000
ILLINOIS TOOL WKS INC COM 452308 10 9 327 5,500SH Defined 1 5,500
INDEXIQ ETF TR IQ GLB RES ETF 45409B 88 3 280 9,861SH Defined 1 9,861
INTERPUBLIC GROUP COS INC COM 460690 10 0 667 60,000SH Defined 60,000
ISHARES TR MSCI EAFE INDEX 464287 46 5 396 7,464SH Defined 1 7,464
JOHNSON & JOHNSON COM 478160 10 4 565 8,200SH Defined 1 8,200
KEY ENERGY SVCS INC COM 492914 10 6 76 10,921SH Defined 1 10,921
KEYCORP NEW COM 493267 10 8 456 52,222SH Defined 1 52,222
KIMBERLY CLARK CORP COM 494368 10 3 699 8,150SH Defined 1 8,150
LTX-CREDENCE CORP COM NEW 502403 20 7 99 17,184SH Defined 1 17,184
LEGGETT & PLATT INC COM 524660 10 7 714 28,500SH Defined 1 28,500
LEUCADIA NATL CORP COM 527288 10 4 12 526SH Defined 1 526
LILLY ELI & CO COM 532457 10 8 759 16,000SH Defined 1 16,000
LOCKHEED MARTIN CORP COM 539830 10 9 756 8,100SH Defined 1 8,100
MANAGED HIGH YIELD PLUS FD I COM 561911 10 8 22 10,000SH Defined 1 10,000
MERCK & CO INC NEW COM 58933Y 10 5 902 20,000SH Defined 20,000
MICROSOFT CORP COM 594918 10 4 446 15,000SH Defined 1 15,000
OMNICOM GROUP INC COM 681919 10 6 1,959 38,000SH Defined 38,000
PETROQUEST ENERGY INC COM 716748 10 8 107 15,962SH Defined 1 15,962
PFIZER INC COM 717081 10 3 497 20,000SH Defined 20,000
PHILIP MORRIS INTL INC COM 718172 10 9 585 6,500SH Defined 1 6,500
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X 10 4 1,277 26,391SH Defined 1 26,391
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X 30 2 290 29,947SH Defined 1 29,947
PROCTER & GAMBLE CO COM 742718 10 9 651 9,391SH Defined 1 9,391
PRUDENTIAL FINL INC COM 744320 10 2 1,090 20,000SH Defined 20,000
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452 20 2 131 10,478SH Defined 1 10,478
RAYTHEON CO COM NEW 755111 50 7 692 12,100SH Defined 1 12,100
RESEARCH IN MOTION LTD COM 760975 10 2 300 40,000SH Defined 40,000
SYSCO CORP COM 871829 10 7 594 19,000SH Defined 1 19,000
THOMSON REUTERS CORP COM 884903 10 5 519 18,000SH Defined 1 18,000
UNITED CONTL HLDGS INC COM 910047 10 9 1,073 55,000SH Defined 2 55,000
VANGUARD INDEX FDS REIT ETF 922908 55 3 305 4,694SH Defined 1 4,694
VIACOM INC NEW CL B 92553P 20 1 6,431 120,000SH Defined 120,000
VIRGIN MEDIA INC COM 92769L 10 1 6,239 212,050SH Defined 2 212,050
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W 20 9 2,693 94,500SH Defined 94,500
WISCONSIN ENERGY CORP COM 976657 10 6 603 16,000SH Defined 1 16,000
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REPORT TOTAL $992,752
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