0001042046-17-000002.txt : 20170210 0001042046-17-000002.hdr.sgml : 20170210 20170209182730 ACCESSION NUMBER: 0001042046-17-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170210 DATE AS OF CHANGE: 20170209 EFFECTIVENESS DATE: 20170210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN FINANCIAL GROUP INC CENTRAL INDEX KEY: 0001042046 STANDARD INDUSTRIAL CLASSIFICATION: FIRE, MARINE & CASUALTY INSURANCE [6331] IRS NUMBER: 311544320 STATE OF INCORPORATION: OH FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04389 FILM NUMBER: 17588941 BUSINESS ADDRESS: STREET 1: GREAT AMERICAN INSURANCE GROUP TOWER STREET 2: 301 E. 4TH STREET CITY: CINCINNATI STATE: OH ZIP: 45202 BUSINESS PHONE: 5135792121 MAIL ADDRESS: STREET 1: GREAT AMERICAN INSURANCE GROUP TOWER STREET 2: 301 E. 4TH STREET CITY: CINCINNATI STATE: OH ZIP: 45202 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN FINANCIAL GROUP HOLDINGS INC DATE OF NAME CHANGE: 19970709 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001042046 XXXXXXXX 12-31-2016 12-31-2016 AMERICAN FINANCIAL GROUP INC

GREAT AMERICAN INSURANCE GROUP TOWER 301 E. 4TH STREET CINCINNATI OH 45202

13F HOLDINGS REPORT 028-04389 N Brian S. Hertzman 513-579-2153 /s/ Brian S. Hertzman Cincinnati OH 02-09-2017 3 204 1043827 false 1 28-498 Great American Insurance Company 2 28-1258 Great American Life Insurance Company 3 28-17123 Great American Holding, Inc INFORMATION TABLE 2 afg-2016123113fxhr.xml INFORMATION TABLE DEUTSCHE BANK AG NAMEN AKT D18190898 1252 69193 SH DFND 1 69193 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 1354 74800 SH DFND 2 74800 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 290 16007 SH DFND 3 16007 0 0 ALLERGAN PLC SHS G0177J108 1050 5000 SH DFND 2 5000 0 0 ALLERGAN PLC SHS G0177J108 1050 5000 SH DFND 3 5000 0 0 AXOVANT SCIENCES LTD COM G0750W104 1071 86197 SH DFND 1 86197 0 0 AXOVANT SCIENCES LTD COM G0750W104 1071 86198 SH DFND 2 86198 0 0 ENDO INTL PLC SHS G30401106 6986 424190 SH DFND 1 424190 0 0 ENDO INTL PLC SHS G30401106 6319 383690 SH DFND 2 383690 0 0 LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2646 125000 SH DFND 1 125000 0 0 LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2646 125000 SH DFND 2 125000 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 7495 150450 SH DFND 1 150450 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 14032 281650 SH DFND 2 281650 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 1295 26000 SH DFND 3 26000 0 0 MEDTRONIC PLC SHS G5960L103 6055 85000 SH DFND 1 85000 0 0 CHUBB LIMITED COM H1467J104 13970 105734 SH SOLE 105734 0 0 MYLAN N V SHS EURO N59465109 1908 50000 SH DFND 1 50000 0 0 MYLAN N V SHS EURO N59465109 3815 100000 SH DFND 2 100000 0 0 MYLAN N V SHS EURO N59465109 1908 50000 SH DFND 3 50000 0 0 AGNC INVT CORP COM 00123Q104 3466 191167 SH DFND 1 191167 0 0 AGNC INVT CORP COM 00123Q104 8062 444666 SH DFND 2 444666 0 0 AGNC INVT CORP COM 00123Q104 3063 168967 SH DFND 3 168967 0 0 ABBVIE INC COM 00287Y109 4133 66000 SH DFND 1 66000 0 0 ABBVIE INC COM 00287Y109 9643 154000 SH DFND 2 154000 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1453 10000 SH DFND 1 10000 0 0 ALLY FINL INC COM 02005N100 7513 395000 SH DFND 1 395000 0 0 ALLY FINL INC COM 02005N100 7513 395000 SH DFND 2 395000 0 0 ANNALY CAP MGMT INC COM 035710409 1478 148260 SH DFND 2 148260 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 3506 678200 SH DFND 1 678200 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1920 371450 SH DFND 2 371450 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1904 368300 SH DFND 3 368300 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 2994 180155 SH DFND 1 180155 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 3242 195071 SH DFND 2 195071 0 0 APPLE INC COM 037833100 18647 161000 SH DFND 1 161000 0 0 APPLE INC COM 037833100 18647 161000 SH DFND 2 161000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2920 400000 SH DFND 1 400000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2920 400000 SH DFND 2 400000 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 13669 922342 SH DFND 1 922342 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 7136 481506 SH DFND 3 481506 0 0 BP PLC SPONSORED ADR 055622104 3084 82500 SH DFND 2 82500 0 0 BANK OF NOVA SCOTIA NOTE 4.500%12/1 064159HB5 35956 35000000 PRN DFND 2 35000000 0 0 BARCLAYS PLC ADR 06738E204 2261 205500 SH DFND 1 205500 0 0 BARCLAYS PLC ADR 06738E204 4224 384000 SH DFND 2 384000 0 0 BARCLAYS PLC ADR 06738E204 1854 168500 SH DFND 3 168500 0 0 BERKLEY W R CORP COM 084423102 7782 117000 SH SOLE 117000 0 0 BIOGEN INC COM 09062X103 993 3500 SH DFND 1 3500 0 0 BIOGEN INC COM 09062X103 993 3500 SH DFND 2 3500 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1200 44400 SH DFND 1 44400 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 9396 347600 SH DFND 2 347600 0 0 CYS INVTS INC COM 12673A108 8553 1106500 SH DFND 1 1106500 0 0 CYS INVTS INC COM 12673A108 11324 1465000 SH DFND 2 1465000 0 0 CYS INVTS INC COM 12673A108 5855 757500 SH DFND 3 757500 0 0 CAPITOL FED FINL INC COM 14057J101 593 36000 SH DFND 1 36000 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1073 70373 SH DFND 1 70373 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 14984 982541 SH DFND 2 982541 0 0 CELGENE CORP COM 151020104 1157 10000 SH DFND 2 10000 0 0 CELGENE CORP COM 151020104 1736 15000 SH DFND 3 15000 0 0 CENTURY CMNTYS INC COM 156504300 8936 425500 SH DFND 1 425500 0 0 CENTURY CMNTYS INC COM 156504300 8936 425500 SH DFND 2 425500 0 0 CISCO SYS INC COM 17275R102 3324 110000 SH DFND 1 110000 0 0 CISCO SYS INC COM 17275R102 7555 250000 SH DFND 2 250000 0 0 CITIGROUP INC COM NEW 172967424 24188 407000 SH DFND 1 407000 0 0 CITIGROUP INC COM NEW 172967424 13550 228000 SH DFND 2 228000 0 0 COACH INC COM 189754104 6360 181600 SH DFND 1 181600 0 0 COACH INC COM 189754104 7123 203400 SH DFND 3 203400 0 0 COLONY CAP INC CL A 19624R106 567 28000 SH DFND 1 28000 0 0 COLONY CAP INC CL A 19624R106 709 35000 SH DFND 2 35000 0 0 COMCAST CORP NEW CL A 20030N101 7147 103500 SH DFND 1 103500 0 0 CONOCOPHILLIPS COM 20825C104 351 7000 SH DFND 1 7000 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1195 21734 SH DFND 1 21734 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1225 22292 SH DFND 2 22292 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 337 6129 SH DFND 3 6129 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2007 40804 SH DFND 1 40804 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1734 35244 SH DFND 2 35244 0 0 EBAY INC COM 278642103 1722 58000 SH DFND 1 58000 0 0 ELLINGTON FINANCIAL LLC COM 288522303 4853 312700 SH DFND 1 312700 0 0 ELLINGTON FINANCIAL LLC COM 288522303 11441 737153 SH DFND 2 737153 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 127 5000 SH DFND 1 5000 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1147 45000 SH DFND 2 45000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1289 36000 SH DFND 1 36000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 11602 324000 SH DFND 2 324000 0 0 FRANKLIN RES INC COM 354613101 4237 107050 SH DFND 1 107050 0 0 FRANKLIN RES INC COM 354613101 6366 160850 SH DFND 2 160850 0 0 FRANKLIN RES INC COM 354613101 2458 62100 SH DFND 3 62100 0 0 FULL HOUSE RESORTS INC COM 359678109 85 35331 SH DFND 1 35331 0 0 FULL HOUSE RESORTS INC COM 359678109 76 31617 SH DFND 2 31617 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 19133 1004350 SH DFND 1 1004350 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1557 81750 SH DFND 2 81750 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 15837 831361 SH DFND 3 831361 0 0 GENERAL MTRS CO COM 37045V100 24020 689450 SH DFND 1 689450 0 0 GENERAL MTRS CO COM 37045V100 13955 400550 SH DFND 3 400550 0 0 GILEAD SCIENCES INC COM 375558103 5524 77143 SH DFND 1 77143 0 0 GILEAD SCIENCES INC COM 375558103 2251 31428 SH DFND 2 31428 0 0 GILEAD SCIENCES INC COM 375558103 818 11429 SH DFND 3 11429 0 0 GLOBAL X FDS GLB X MLP ENRG I 37950E226 273 18369 SH DFND 1 18369 0 0 GREAT AJAX CORP COM 38983D300 1215 91552 SH DFND 1 91552 0 0 GREAT AJAX CORP COM 38983D300 10425 785571 SH DFND 2 785571 0 0 GREAT AJAX CORP COM 38983D300 9210 694067 SH DFND 3 694067 0 0 HC2 HLDGS INC COM 404139107 5974 1007421 SH DFND 2 1007421 0 0 HSBC HLDGS PLC SDCV 5.625%12/3 404280AR0 991 1000000 PRN DFND 1 1000000 0 0 HSBC HLDGS PLC SDCV 5.625%12/3 404280AR0 8919 9000000 PRN DFND 3 9000000 0 0 HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 7940 8000000 PRN DFND 2 8000000 0 0 HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 1985 2000000 PRN OTR 2000000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 27 20000 SH DFND 1 20000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 27 20000 SH DFND 2 20000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 877 24609 SH DFND 1 24609 0 0 INSTEEL INDUSTRIES INC COM 45774W108 792 22216 SH DFND 2 22216 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1180 80800 SH DFND 1 80800 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1794 122900 SH DFND 2 122900 0 0 KKR & CO L P DEL COM UNITS 48248M102 3249 211115 SH DFND 1 211115 0 0 KKR & CO L P DEL COM UNITS 48248M102 8090 525685 SH DFND 2 525685 0 0 KKR & CO L P DEL COM UNITS 48248M102 4522 293800 SH DFND 3 293800 0 0 KELLOGG CO COM 487836108 2864 38850 SH DFND 1 38850 0 0 LCNB CORP COM 50181P100 2497 107385 SH DFND 1 107385 0 0 LCNB CORP COM 50181P100 44 1900 SH DFND 3 1900 0 0 LEGG MASON INC COM 524901105 3398 113600 SH DFND 1 113600 0 0 LEGG MASON INC COM 524901105 3332 111400 SH DFND 2 111400 0 0 LEUCADIA NATL CORP COM 527288104 184 7896 SH DFND 1 7896 0 0 LEUCADIA NATL CORP COM 527288104 193 8315 SH DFND 2 8315 0 0 LEUCADIA NATL CORP COM 527288104 6 263 SH DFND 3 263 0 0 MFA FINL INC COM 55272X102 191 25000 SH DFND 1 25000 0 0 MFA FINL INC COM 55272X102 191 25000 SH DFND 2 25000 0 0 MTGE INVT CORP COM 55378A105 6446 410585 SH DFND 1 410585 0 0 MTGE INVT CORP COM 55378A105 10078 641920 SH DFND 2 641920 0 0 MTGE INVT CORP COM 55378A105 2838 180795 SH DFND 3 180795 0 0 MARATHON OIL CORP COM 565849106 3427 198000 SH DFND 2 198000 0 0 MEDLEY CAP CORP COM 58503F106 8331 1109285 SH DFND 1 1109285 0 0 MEDLEY CAP CORP COM 58503F106 8190 1090573 SH DFND 2 1090573 0 0 MEDLEY MGMT INC CL A COM 58503T106 2997 302750 SH DFND 1 302750 0 0 MEDLEY MGMT INC CL A COM 58503T106 2736 276350 SH DFND 3 276350 0 0 METLIFE INC COM 59156R108 6736 125000 SH DFND 1 125000 0 0 NII HLDGS INC COM PAR $0.001 62913F508 59 27642 SH DFND 1 27642 0 0 NII HLDGS INC COM PAR $0.001 62913F508 170 79223 SH DFND 2 79223 0 0 NMI HLDGS INC CL A 629209305 4920 462000 SH DFND 1 462000 0 0 NMI HLDGS INC CL A 629209305 9862 926000 SH DFND 2 926000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 5569 350000 SH DFND 1 350000 0 0 NORTHSTAR RLTY FIN CORP COM 66704R803 25787 1702110 SH DFND 1 1702110 0 0 NORTHSTAR RLTY FIN CORP COM 66704R803 2581 170390 SH DFND 2 170390 0 0 NORTHSTAR REALTY EUROPE CORP COM 66706L101 1875 149166 SH DFND 1 149166 0 0 OAKTREE CAP GROUP LLC UNIT CL A 674001201 938 25000 SH DFND 1 25000 0 0 OAKTREE CAP GROUP LLC UNIT CL A 674001201 938 25000 SH DFND 2 25000 0 0 OMEROS CORP COM 682143102 2838 286040 SH DFND 1 286040 0 0 OMEROS CORP COM 682143102 4256 429061 SH DFND 2 429061 0 0 ORGANOVO HLDGS INC COM 68620A104 310 91500 SH DFND 1 91500 0 0 ORGANOVO HLDGS INC COM 68620A104 542 160000 SH DFND 2 160000 0 0 PDVWIRELESS INC COM 69290R104 9395 416640 SH DFND 1 416640 0 0 PDVWIRELESS INC COM 69290R104 15206 674329 SH DFND 2 674329 0 0 PJT PARTNERS INC COM CL A 69343T107 34 1110 SH DFND 1 1110 0 0 PJT PARTNERS INC COM CL A 69343T107 268 8690 SH DFND 2 8690 0 0 PAYPAL HLDGS INC COM 70450Y103 2289 58000 SH DFND 1 58000 0 0 PEAK RESORTS INC COM 70469L100 6915 1245986 SH DFND 1 1245986 0 0 POTBELLY CORP COM 73754Y100 387 30000 SH DFND 1 30000 0 0 POTBELLY CORP COM 73754Y100 1290 100000 SH DFND 2 100000 0 0 POTBELLY CORP COM 73754Y100 903 70000 SH DFND 3 70000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 51 50000 PRN DFND 1 50000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 870 850000 PRN DFND 2 850000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 102 100000 PRN DFND 3 100000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 117 120000 PRN DFND 1 120000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11480 11760000 PRN DFND 2 11760000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 312 320000 PRN DFND 3 320000 0 0 PROSPECT CAPITAL 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1402 50000 SH DFND 2 50000 0 0 TWO HBRS INVT CORP COM 90187B101 4011 460000 SH DFND 1 460000 0 0 TWO HBRS INVT CORP COM 90187B101 11380 1305000 SH DFND 2 1305000 0 0 TWO HBRS INVT CORP COM 90187B101 3444 395000 SH DFND 3 395000 0 0 USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 193 11150 SH DFND 1 11150 0 0 USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 2054 118721 SH DFND 2 118721 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 221 2351 SH DFND 1 2351 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 321 7265 SH DFND 1 7265 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 693 3375 SH DFND 1 3375 0 0 VANGUARD INDEX FDS REIT ETF 922908553 420 5089 SH DFND 1 5089 0 0 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 516 5380 SH DFND 1 5380 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2829 52994 SH DFND 2 52994 0 0 VERISK ANALYTICS INC COM 92345Y106 15113 186191 SH DFND 1 186191 0 0 VIACOM INC NEW CL B 92553P201 16411 467550 SH DFND 1 467550 0 0 VIACOM INC NEW CL B 92553P201 7983 227450 SH DFND 3 227450 0 0 WELLS FARGO & CO NEW COM 949746101 6723 122000 SH DFND 1 122000 0 0 WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 7008 7000000 PRN DFND 2 7000000 0 0