UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Quarter Ended June 30, 2011
AMERICAN FINANCIAL GROUP, INC.
One 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 August 15, 2011
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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: 1
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Form 13F Information Table Entry Total: 106
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Form 13F Information Table Value Total (thousands): $721,916
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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
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
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HOLDINGS OF GREAT AMERICAN INSURANCE COMPANY
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ABBOTT LABS COM 002824 10 0 4,999 95,000SH Defined 1 95,000
AIR PRODS & CHEMS INC COM 009158 10 6 10,283 107,584SH Defined " 107,584
AMERICAN RAILCAR INDS INC COM 02916P 10 3 1,595 68,000SH Defined " 68,000
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 939 125,000SH Defined " 125,000
BANK OF AMERICA CORPORATION COM 060505 10 4 1,185 108,120SH Defined " 108,120
CALAMP CORP COM 128126 10 9 423 139,750SH Defined " 139,750
CAPITOL FED FINL INC COM 14057J 10 1 423 36,000SH Defined " 36,000
CHEVRON CORP NEW COM 166764 10 0 12,989 126,300SH Defined " 126,300
CITIGROUP INC COM NEW 172967 42 4 9,785 235,000SH Defined " 235,000
COCA COLA CO COM 191216 10 0 11,608 172,500SH Defined " 172,500
COMCAST CORP NEW CL A 20030N 10 1 10,225 403,500SH Defined " 403,500
DELTA AIR LINES INC DEL COM NEW 247361 70 2 378 41,216SH Defined " 41,216
DISH NETWORK CORP CL A 25470M 10 9 1,155 37,675SH Defined " 37,675
ECHOSTAR CORP CL A 278768 10 6 903 24,786SH Defined " 24,786
ELLINGTON FINANCIAL LLC COM 288522 30 3 6,315 300,000SH Defined " 300,000
FLAGSTAR BANCORP INC COM NEW 337930 50 7 20 16,500SH Defined " 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 111 35,331SH Defined " 35,331
HEINZ H J CO COM 423074 10 3 11,069 207,750SH Defined " 207,750
HEWLETT PACKARD CO COM 428236 10 3 6,552 180,000SH Defined " 180,000
INSTEEL INDUSTRIES INC COM 45774W 10 8 309 24,609SH Defined " 24,609
INTEL CORP COM 458140 10 0 11,723 529,000SH Defined " 529,000
INTERNATIONAL BUSINESS MACHS COM 459200 10 1 12,995 75,750SH Defined " 75,750
JPMORGAN CHASE & CO COM 46625H 10 0 7,165 175,000SH Defined " 175,000
JOHNSON & JOHNSON COM 478160 10 4 14,701 221,000SH Defined " 221,000
KELLOGG CO COM 487836 10 8 12,107 218,850SH Defined " 218,850
KIMBERLY CLARK CORP COM 494368 10 3 13,312 200,000SH Defined " 200,000
KRAFT FOODS INC CL A 50075N 10 4 16,673 473,250SH Defined " 473,250
LOCKHEED MARTIN CORP COM 539830 10 9 6,113 75,500SH Defined " 75,500
MYR GROUP INC DEL COM 55405W 10 4 9,000 384,615SH Defined " 384,615
MCDONALDS CORP COM 580135 10 1 13,871 164,500SH Defined " 164,500
MERCK & CO INC NEW COM 58933Y 10 5 8,858 251,000SH Defined " 251,000
MICROSOFT CORP COM 594918 10 4 14,079 541,500SH Defined " 541,500
MOTRICITY INC COM 620107 10 2 437 56,525SH Defined " 56,525
NATIONAL INTERSTATE CORP COM 63654U 10 0 233,580 10,200,000SH Defined " 10,200,000
NEW YORK CMNTY BANCORP INC COM 649445 10 3 3,298 220,000SH Defined " 220,000
O'CHARLEYS INC COM 670823 10 3 216 29,500SH Defined " 29,500
OMEROS CORP COM 682143 10 2 420 102,040SH Defined " 102,040
PATTERSON UTI ENERGY INC COM 703481 10 1 1,264 40,000SH Defined " 40,000
PEOPLES UNITED FINANCIAL INC COM 712704 10 5 3,494 260,000SH Defined " 260,000
PEPSICO INC COM 713448 10 8 12,681 180,050SH Defined " 180,050
PFIZER INC COM 717081 10 3 8,611 418,000SH Defined " 418,000
RAYTHEON CO COM NEW 755111 50 7 3,764 75,500SH Defined " 75,500
TARGET CORP COM 87612E 10 6 13,135 280,000SH Defined " 280,000
3M CO COM 88579Y 10 1 11,050 116,500SH Defined " 116,500
TIME WARNER INC COM NEW 887317 30 3 317 8,716SH Defined " 8,716
TORTOISE ENERGY CAP CORP COM 89147U 10 0 681 25,800SH Defined " 25,800
VERISK ANALYTICS INC CL A 92345Y 10 6 47,676 1,377,115SH Defined " 1,377,115
VIRGIN MEDIA INC COM 92769L 10 1 22,083 737,807SH Defined " 737,807
WAL MART STORES INC COM 931142 10 3 10,097 190,000SH Defined " 190,000
WALGREEN CO COM 931422 10 9 10,466 246,500SH Defined " 246,500
WELLS FARGO & CO NEW COM 949746 10 1 8,137 290,000SH Defined " 290,000
HOLDINGS OF OTHER ENTITIES
EACH HAVING LESS THAN
$100 MILLION IN 13F SECURITIES
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ACE LTD SHS H0023R 10 5 4,147 63,000SH Sole 63,000
ABBOTT LABS COM 002824 10 0 479 9,100SH Defined 1 9,100
AMERICAN RAILCAR INDS INC COM 02916P 10 3 1,585 67,581SH Defined 67,581
ANWORTH MORTGAGE ASSET CP COM 037347 10 1 939 125,000SH Defined 125,000
BANK OF AMERICA CORPORATION COM 060505 10 4 3,545 323,480SH Defined 1 323,480
BERKLEY W R CORP COM 084423 10 2 3,795 117,000SH Sole 117,000
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R 30 0 1,631 35,018SH Defined 1 35,018
BRISTOL MYERS SQUIBB CO COM 110122 10 8 229 7,900SH Defined " 7,900
CALAMP CORP COM 128126 10 9 426 140,750SH Defined 140,750
CHUBB CORP COM 171232 10 1 4,445 71,000SH Sole 71,000
CONOCOPHILLIPS COM 20825C 10 4 526 7,000SH Defined 1 7,000
DELTA AIR LINES INC DEL COM NEW 247361 70 2 365 39,832SH Defined " 39,832
DEX ONE CORP COM 25212W 10 0 27 10,772SH Defined 10,772
DISH NETWORK CORP CL A 25470M 10 9 1,733 56,512SH Defined 56,512
EATON VANCE TAX MNG GBL DV E COM 27829F 10 8 419 40,000SH Defined 1 40,000
ECHOSTAR CORP CL A 278768 10 6 1,354 37,179SH Defined 37,179
ENTERPRISE PRODS PARTNERS L COM 293792 10 7 864 20,000SH Defined 20,000
ELLINGTON FINANCIAL LLC COM 288522 30 3 11,204 532,253SH Defined 532,253
FLAGSTAR BANCORP INC COM NEW 337930 50 7 20 16,500SH Defined 16,500
FULL HOUSE RESORTS INC COM 359678 10 9 100 31,617SH Defined 31,617
INDEXIQ ETF TR IQ GLB RES ETF 45409B 88 3 553 17,780SH Defined 1 17,780
INSTEEL INDUSTRIES INC COM 45774W 10 8 279 22,216SH Defined 22,216
INTEL CORP COM 458140 10 0 438 19,750SH Defined 1 19,750
ISHARES TR MSCI EAFE INDEX 464287 46 5 2,206 36,689SH Defined " 36,689
ISHARES TR s&P MIDSAP 400 462487 50 7 907 9,282SH Defined " 9,282
JOHNSON & JOHNSON COM 478160 10 4 446 6,700SH Defined " 6,700
JPMORGAN CHASE & CO COM 46625H 10 0 1,842 45,000SH Defined 45,000
KEYCORP NEW COM 493267 10 8 435 52,222SH Defined 1 52,222
KIMBERLY CLARK CORP COM 494368 10 3 542 8,150SH Defined " 8,150
LEGGETT & PLATT INC COM 524660 10 7 451 18,500SH Defined " 18,500
LINCOLN NATL CORP IND COM 534187 10 9 1,994 70,000SH Defined 70,000
LOCKHEED MARTIN CORP COM 539830 10 9 575 7,100SH Defined 1 7,100
MANAGED HIGH YIELD PLUS FD I COM 561911 10 8 25 10,000SH Defined " 10,000
MCDONALDS CORP COM 580135 10 1 232 2,750SH Defined " 2,750
MERCK & CO INC NEW COM 58933Y 10 5 706 20,000SH Defined 20,000
METLIFE INC COM 59156R 10 8 1,974 45,000SH Defined 45,000
MOTRICITY INC COM 620107 10 2 655 84,787SH Defined 84,787
O CHARLEYS INC COM 670823 10 3 326 44,654SH Defined 44,654
OMEROS CORP COM 682143 10 2 631 153,061SH Defined 153,061
PATTERSON UTI ENERGY INC COM 703481 10 1 1,264 40,000SH Defined 40,000
PFIZER INC COM 717081 10 3 412 20,000SH Defined 20,000
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503 10 5 640 10,000SH Defined 10,000
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X 10 4 1,196 25,305SH Defined 1 25,305
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X 30 2 208 23,661SH Defined " 23,661
PROCTER & GAMBLE CO COM 742718 10 9 597 9,391SH Defined " 9,391
PRUDENTIAL FINL INC COM 744320 10 2 1,590 25,000SH Defined 25,000
RAYTHEON CO COM NEW 755111 50 7 503 10,100SH Defined 1 10,100
REVENUESHARES EFT TR SMALL CAP FD 761396 30 8 721 20,932SH Defined " 20,932
SPDR S&P 500 ETF TR TR UNIT 78462F 10 3 3,134 23,749SH Defined " 23,749
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y 10 0 300 7,628SH Defined " 7,628
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y 30 8 314 10,052SH Defined " 10,052
TARGET CORP COM 87612E 10 6 1,407 30,000SH Defined 30,000
TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,269 85,900SH Defined 85,900
VANGUARD INDEX FDS REIT EFT 922908 55 3 1,084 18,037SH Defined 1 18,037
VIRGIN MEDIA INC COM 92769L 10 1 29,957 1,000,888SH Defined 1,000,888
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REPORT TOTAL $721,916
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