UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Quarter Ended December 31, 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 February 13, 2013
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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: 167
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Form 13F Information Table Value Total (thousands): $939,159
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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
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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 11,560 137,584SH Defined 1 137,584
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 723 125,000SH Defined 1 125,000
APPLE INC COM 037833 10 0 5,322 10,000SH Defined 1 10,000
ARCH COAL INC COM 039380 10 0 5,453 745,000SH Defined 1 745,000
BANK OF AMERICA CORPORATION COM 060505 10 4 7,060 608,120SH Defined 1 608,120
BEST BUY INC COM 086516 10 1 2,202 185,800SH Defined 1 185,800
CAPITAL BK FINL CORP CL A COM 139794 10 1 1,567 91,810SH Defined 1 91,810
CAPITOL FED FINL INC COM 14057J 10 1 421 36,000SH Defined 1 36,000
CHEVRON CORP NEW COM 166764 10 0 6,629 61,300SH Defined 1 61,300
CITIGROUP INC COM NEW 172967 42 4 10,879 275,000SH Defined 1 275,000
COMCAST CORP NEW CL A 20030N 10 1 7,603 203,500SH Defined 1 203,500
DELL INC COM 24702R 10 1 2,789 275,000SH Defined 1 275,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 489 41,216SH Defined 1 41,216
ELLINGTON FINANCIAL LLC COM 288522 30 3 7,023 312,700SH Defined 1 312,700
EMERSON ELEC CO COM 291011 10 4 7,150 135,000SH Defined 1 135,000
FIRST FINL BANCORP OH COM 320209 10 9 3,216 220,000SH Defined 1 220,000
FULL HOUSE RESORTS INC COM 359678 10 9 122 35,331SH Defined 1 35,331
GENERAL ELECTRIC CO COM 369604 10 3 9,760 465,000SH Defined 1 465,000
HANMI FINL CORP COM NEW 410495 20 4 1,433 105,413SH Defined 1 105,413
HEINZ H J CO COM 423074 10 3 11,983 207,750SH Defined 1 207,750
HEWLETT PACKARD CO COM 428236 10 3 8,308 583,000SH Defined 1 583,000
HOMESTREET INC COM 43785V 10 2 2,044 80,000SH Defined 1 80,000
HUNTINGTON INGALLS INDS INC COM 446413 10 6 867 20,000SH Defined 1 20,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 307 24,609SH Defined 1 24,609
INTEL CORP COM 458140 10 0 10,908 529,000SH Defined 1 529,000
INTERPUBLIC GROUP COS INC COM 460690 10 0 55 5,000SH Defined 1 5,000
JPMORGAN CHASE & CO COM 46625H 10 0 14,949 340,000SH Defined 1 340,000
JOHNSON & JOHNSON COM 478160 10 4 16,894 241,000SH Defined 1 241,000
KELLOGG CO COM 487836 10 8 12,223 218,850SH Defined 1 218,850
KIMBERLY CLARK CORP COM 494368 10 3 16,886 200,000SH Defined 1 200,000
KOHLS CORP COM 500255 10 4 12,034 280,000SH Defined 1 280,000
KRAFT FOODS GROUP INC COM 50076Q 10 6 3,384 74,416SH Defined 1 74,416
LEUCADIA NATL CORP COM 527288 10 4 182 7,633SH Defined 1 7,633
LINCOLN NATL CORP IND COM 534187 10 9 1,295 50,000SH Defined 1 50,000
LOCKHEED MARTIN CORP COM 539830 10 9 2,815 30,500SH Defined 1 30,500
LOWES COS INC COM 548661 10 7 1,137 32,000SH Defined 1 32,000
MYR GROUP INC DEL COM 55405W 10 4 8,558 384,615SH Defined 1 384,615
MEDTRONIC INC COM 585055 10 6 4,102 100,000SH Defined 1 100,000
MERCK & CO INC NEW COM 58933Y 10 5 10,276 251,000SH Defined 1 251,000
METLIFE INC COM 59156R 10 8 2,948 89,500SH Defined 1 89,500
MICROSOFT CORP COM 594918 10 4 17,401 651,500SH Defined 1 651,500
MONDELEZ INTL INC CL A 609207 10 5 5,682 223,250SH Defined 1 223,250
MOTRICITY INC COM 620107 10 2 23 56,525SH Defined 1 56,525
NATIONAL BK HLDGS CORP CL A 633707 10 4 1,899 100,000SH Defined 1 100,000
NATIONAL INTERSTATE CORP COM 63654U 10 0 293,964 10,200,000SH Defined 1 10,200,000
NEW YORK CMNTY BANCORP INC COM 649445 10 3 4,585 350,000SH Defined 1 350,000
OMNICOM GROUP INC COM 681919 10 6 4,846 97,000SH Defined 1 97,000
OMEROS CORP COM 682143 10 2 530 102,040SH Defined 1 102,040
PNC FINL SVCS GROUP INC COM 693475 10 5 3,499 60,000SH Defined 1 60,000
PEOPLES UNITED FINANCIAL INC COM 712704 10 5 10,035 830,000SH Defined 1 830,000
PEPSICO INC COM 713448 10 8 14,716 215,050SH Defined 1 215,050
PFIZER INC COM 717081 10 3 10,483 418,000SH Defined 1 418,000
PROCTER & GAMBLE CO COM 742718 10 9 8,826 130,000SH Defined 1 130,000
PRUDENTIAL FINL INC COM 744320 10 2 2,400 45,000SH Defined 1 45,000
RAYTHEON CO COM NEW 755111 50 7 4,346 75,500SH Defined 1 75,500
STAPLES INC COM 855030 10 2 2,850 250,000SH Defined 1 250,000
TARGET CORP COM 87612E 10 6 8,284 140,000SH Defined 1 140,000
3M CO COM 88579Y 10 1 11,281 121,500SH Defined 1 121,500
TORTOISE ENERGY CAP CORP COM 89147U 10 0 735 25,800SH Defined 1 25,800
UNITED CONTL HLDGS INC COM 910047 10 9 3,040 130,024SH Defined 1 130,024
VERISK ANALYTICS INC CL A 92345Y 10 6 52,861 1,037,105SH Defined 1 1,037,105
VIRGIN MEDIA INC COM 92769L 10 1 5,178 140,907SH Defined 1 140,907
WAL-MART STORES INC COM 931142 10 3 8,188 120,000SH Defined 1 120,000
WALGREEN CO COM 931422 10 9 9,123 246,500SH Defined 1 246,500
WASTE MGMT INC DEL COM 94106L 10 9 15,517 459,900SH Defined 1 459,900
WELLS FARGO & CO NEW COM 949746 10 1 11,621 340,000SH Defined 1 340,000
HOLDINGS OF GREAT AMERICAN
LIFE INSURANCE COMPANY
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AIR PRODS & CHEMS INC COM 009158 10 6 4,621 55,000SH Defined 2 55,000
ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 2,968 51,119SH Defined 2 51,119
ANNALY CAP MGMT INC COM 035710 40 9 1,123 80,000SH Defined 2 80,000
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 723 125,000SH Defined 2 125,000
APPLE INC COM 037833 10 0 5,322 10,000SH Defined 2 10,000
BP PLC SPONSORED ADR 055622 10 4 7,912 190,000SH Defined 2 190,000
BEST BUY INC COM 086516 10 1 1,043 88,000SH Defined 2 88,000
CAPITAL BK FINL CORP CL A COM 139794 10 1 3,073 180,000SH Defined 2 180,000
CISCO SYS INC COM 17275R 10 2 7,860 400,000SH Defined 2 400,000
CITIGROUP INC COM NEW 172967 42 4 5,143 130,000SH Defined 2 130,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 318 26,829SH Defined 2 26,829
DEX ONE CORP COM 25212W 10 0 17 10,772SH Defined 2 10,772
ELLINGTON FINANCIAL LLC COM 288522 30 3 15,748 701,153SH Defined 2 701,153
FULL HOUSE RESORTS INC COM 359678 10 9 109 31,617SH Defined 2 31,617
HANMI FINL CORP COM NEW 410495 20 4 2,339 172,115SH Defined 2 172,115
HEWLETT PACKARD CO COM 428236 10 3 3,477 244,000SH Defined 2 244,000
HOMESTREET INC COM 43785V 10 2 6,132 240,000SH Defined 2 240,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 277 22,216SH Defined 2 22,216
LEUCADIA NATL CORP COM 527288 10 4 198 8,315SH Defined 2 8,315
LINCOLN NATL CORP IND COM 534187 10 9 4,403 170,000SH Defined 2 170,000
MARATHON OIL CORP COM 565849 10 6 6,745 220,000SH Defined 2 220,000
METLIFE INC COM 59156R 10 8 6,446 195,700SH Defined 2 195,700
MOTRICITY INC COM 620107 10 2 35 84,788SH Defined 2 84,788
NATIONAL BK HLDGS CORP CL A 633707 10 4 2,849 150,000sH Defined 2 150,000
OMEROS CORP COM 682143 10 2 794 153,061SH Defined 2 153,061
PHARMACYCLICS INC COM 716933 10 6 1,156 20,000SH Defined 2 20,000
PRUDENTIAL FINL INC COM 744320 10 2 8,000 150,000SH Defined 2 150,000
RESEARCH IN MOTION LTD COM 760975 10 2 415 35,000SH Defined 2 35,000
SOUTHWEST AIRLS CO COM 844741 10 8 2,509 245,000SH Defined 2 245,000
TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,446 85,900SH Defined 2 85,900
UNITED CONTL HLDGS INC COM 910047 10 9 2,689 115,000SH Defined 2 115,000
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W 20 9 9,207 365,500SH Defined 2 365,500
HOLDINGS OF OTHER ENTITIES
EACH HAVING LESS THAN
$100 MILLION IN 13F SECURITIES
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EATON CORP PLC SHS G29183 10 3 623 11,500SH Defined 1 11,500
ACE LTD SHS H0023R 10 5 5,027 63,000SH Sole 63,000
AT&T INC COM 00206R 10 2 691 20,500SH Defined 1 20,500
ABBOTT LABS COM 002824 10 0 596 9,100SH Defined 1 9,100
ACTUATE CORP COM 00508B 10 2 129 23,073SH Defined 1 23,073
ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 2,265 39,017SH Defined 1 39,017
AMERICAN EQTY INVT LIFE HLD COM 025676 20 6 154 12,581SH Defined 1 12,581
APPLE INC COM 037833 10 0 1,064 2,000SH Defined 1 2,000
ARCH COAL INC COM 039380 10 0 805 110,000SH Defined 110,000
BP PLC SPONSORED ADR 055622 10 4 1,874 45,000SH Defined 45,000
BANK OF AMERICA CORPORATION COM 060505 10 4 4,046 348,480SH Defined 1 348,480
BASIC ENERGY SVCS INC NEW COM 06985P 10 0 119 10,392SH Defined 1 10,392
BERKLEY W R CORP COM 084423 10 2 4,416 117,000SH Sole 117,000
BEST BUY INC COM 086516 10 1 1,021 86,200SH Defined 86,200
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R 30 0 423 10,529SH Defined 1 10,529
CAPLEASE INC COM 140288 10 1 112 20,133SH Defined 1 20,133
CARDINAL FINL CORP COM 14149F 10 9 190 11,628SH Defined 1 11,628
CHEVRON CORP NEW COM 166764 10 0 378 3,500SH Defined 1 3,500
CHUBB CORP COM 171232 10 1 5,348 71,000SH Sole 71,000
COLONY FINL INC COM 19624R 10 6 1,365 70,000SH Defined 1 70,000
CONOCOPHILLIPS COM 20825C 10 4 406 7,000SH Defined 1 7,000
DELL INC COM 24702R 10 1 3,397 335,000SH Defined 1 335,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 154 13,003SH Defined 1,2 13,003
DOLAN CO COM 25659P 40 2 95 24,493SH Defined 1 24,493
DU PONT E I DE NEMOURS & CO COM 263534 10 9 247 5,500SH Defined 1 5,500
ELLINGTON FINANCIAL LLC COM 288522 30 3 898 40,000SH Defined 40,000
FIRST FINL BANCORP OH COM 320209 10 9 73 5,006SH Defined 1 5,006
GENERAL ELECTRIC CO COM 369604 10 3 735 35,000SH Defined 1 35,000
GENERAL MLS INC COM 370334 10 4 606 15,000SH Defined 1 15,000
GLOBAL CASH ACCESS HLDGS INC COM 378967 10 3 127 16,190SH Defined 1 16,190
HEWLETT PACKARD CO COM 428236 10 3 1,325 93,000SH Defined 93,000
HOMESTREET INC COM 43785V 10 2 4,088 160,000SH Defined 160,000
ILLINOIS TOOL WKS INC COM 452308 10 9 334 5,500SH Defined 1 5,500
INDEXIQ ETF TR IQ GLB RES ETF 45409B 88 3 300 9,861SH Defined 1 9,861
INTERPUBLIC GROUP COS INC COM 460690 10 0 661 60,000SH Defined 60,000
ISHARES TR MSCI EAFE INDEX 464287 46 5 424 7,464SH Defined 1 7,464
JOHNSON & JOHNSON COM 478160 10 4 575 8,200SH Defined 1 8,200
KEY ENERGY SVCS INC COM 492914 10 6 83 11,946SH Defined 1 11,946
LTX-CREDENCE CORP COM NEW 502403 20 7 123 18,796SH Defined 1 18,796
LEUCADIA NATL CORP COM 527288 10 4 13 526SH Defined 1 526
LINN ENERGY LLC UNIT LTD LIAB 536020 10 0 3,229 91,631SH Defined 91,631
MFA FINANCIAL INC COM 55272X 10 2 406 50,000SH Defined 1 50,000
MANAGED HIGH YIELD PLUS FD I COM 561911 10 8 21 10,000SH Defined 1 10,000
MEADOWBROOK INS GROUP INC COM 58319P 10 8 94 16,257SH Defined 1 16,257
MERCK & CO INC NEW COM 58933Y 10 5 819 20,000SH Defined 20,000
MICROSOFT CORP COM 594918 10 4 401 15,000SH Defined 1 15,000
OMNICOM GROUP INC COM 681919 10 6 1,898 38,000SH Defined 38,000
ORBITAL SCIENCES CORP COM 685564 10 6 171 12,430SH Defined 1 12,430
PNC FINL SVCS GROUP INC COM 693475 10 5 5,831 100,000SH Defined 1 100,000
PETROQUEST ENERGY INC COM 716748 10 8 105 21,152SH Defined 1 21,152
PFIZER INC COM 717081 10 3 502 20,000SH Defined 20,000
PHILIP MORRIS INTL INC COM 718172 10 9 544 6,500SH Defined 1 6,500
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X 10 4 1,287 26,391SH Defined 1 26,391
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X 30 2 282 29,947SH Defined 1 29,947
PROCTER & GAMBLE CO COM 742718 10 9 638 9,391SH Defined 1 9,391
PRUDENTIAL FINL INC COM 744320 10 2 1,067 20,000SH Defined 20,000
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452 20 2 153 11,461SH Defined 1 11,461
RESEARCH IN MOTION LTD COM 760975 10 2 178 15,000SH Defined 15,000
STARWOOD PPTY TR INC COM 85571B 10 5 689 30,000SH Defined 1 30,000
SYSCO CORP COM 871829 10 7 602 19,000SH Defined 1 19,000
TARGA RESOURCES PARTNERS LP COM UNIT 87611X 10 5 748 20,000SH Defined 20,000
THOMSON REUTERS CORP COM 884903 10 5 523 18,000SH Defined 1 18,000
TWO HBRS INVT CORP COM 90187B 10 1 554 50,000SH Defined 1 50,000
UNITED CONTL HLDGS INC COM 910047 10 9 1,286 55,000SH Defined 2 55,000
VANGUARD INDEX FDS REIT ETF 922908 55 3 309 4,694SH Defined 1 4,694
VIACOM INC NEW CL B 92553P 20 1 6,329 120,000SH Defined 120,000
VIRGIN MEDIA INC COM 92769L 10 1 647 17,600SH Defined 17,600
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W 20 9 2,380 94,500SH Defined 94,500
WISCONSIN ENERGY CORP COM 976657 10 6 590 16,000SH Defined 1 16,000
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REPORT TOTAL $939,159
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