Vice President and Controller

0001042046-17-000026.txt : 20170505 0001042046-17-000026.hdr.sgml : 20170505 20170505121501 ACCESSION NUMBER: 0001042046-17-000026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170505 DATE AS OF CHANGE: 20170505 EFFECTIVENESS DATE: 20170505 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: 17817123 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 03-31-2017 03-31-2017 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 Vice President and Controller 513-579-2153 /s/ Brian S. Hertzman Cincinnati OH 05-05-2017 3 200 1080220 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-201733113fxhr.xml INFORMATION TABLE DEUTSCHE BANK AG NAMEN AKT D18190898 1781 103789 SH DFND 1 103789 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 1925 112200 SH DFND 2 112200 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 412 24010 SH DFND 3 24010 0 0 ALLERGAN PLC SHS G0177J108 1195 5000 SH DFND 2 5000 0 0 ALLERGAN PLC SHS G0177J108 1195 5000 SH DFND 3 5000 0 0 AXOVANT SCIENCES LTD COM G0750W104 1288 86197 SH DFND 1 86197 0 0 AXOVANT SCIENCES LTD COM G0750W104 1288 86198 SH DFND 2 86198 0 0 ENDO INTL PLC SHS G30401106 4734 424190 SH DFND 1 424190 0 0 ENDO INTL PLC SHS G30401106 4282 383690 SH DFND 2 383690 0 0 LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2880 125000 SH DFND 1 125000 0 0 LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2880 125000 SH DFND 2 125000 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 6706 150450 SH DFND 1 150450 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 12553 281650 SH DFND 2 281650 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 1159 26000 SH DFND 3 26000 0 0 MEDTRONIC PLC SHS G5960L103 6848 85000 SH DFND 1 85000 0 0 CHUBB LIMITED COM H1467J104 14406 105734 SH SOLE 105734 0 0 MYLAN N V SHS EURO N59465109 1950 50000 SH DFND 1 50000 0 0 MYLAN N V SHS EURO N59465109 3899 100000 SH DFND 2 100000 0 0 MYLAN N V SHS EURO N59465109 1950 50000 SH DFND 3 50000 0 0 AGNC INVT CORP COM 00123Q104 3802 191167 SH DFND 1 191167 0 0 AGNC INVT CORP COM 00123Q104 8844 444666 SH DFND 2 444666 0 0 AGNC INVT CORP COM 00123Q104 3361 168967 SH DFND 3 168967 0 0 ABBVIE INC COM 00287Y109 4301 66000 SH DFND 1 66000 0 0 ABBVIE INC COM 00287Y109 10035 154000 SH DFND 2 154000 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1639 10000 SH DFND 1 10000 0 0 ALLY FINL INC COM 02005N100 8030 395000 SH DFND 1 395000 0 0 ALLY FINL INC COM 02005N100 8030 395000 SH DFND 2 395000 0 0 ANNALY CAP MGMT INC COM 035710409 1647 148260 SH DFND 2 148260 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 3764 678200 SH DFND 1 678200 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2062 371450 SH DFND 2 371450 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2044 368300 SH DFND 3 368300 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 3389 180155 SH DFND 1 180155 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 3669 195071 SH DFND 2 195071 0 0 APPLE INC COM 037833100 23129 161000 SH DFND 1 161000 0 0 APPLE INC COM 037833100 23129 161000 SH DFND 2 161000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 3340 400000 SH DFND 1 400000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 3340 400000 SH DFND 2 400000 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 13033 922342 SH DFND 1 922342 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 6804 481506 SH DFND 3 481506 0 0 BP PLC SPONSORED ADR 055622104 2848 82500 SH DFND 2 82500 0 0 BANK OF NOVA SCOTIA NOTE 4.500%12/1 064159HB5 36522 35000000 PRN DFND 2 35000000 0 0 BARCLAYS PLC ADR 06738E204 2310 205500 SH DFND 1 205500 0 0 BARCLAYS PLC ADR 06738E204 4316 384000 SH DFND 2 384000 0 0 BARCLAYS PLC ADR 06738E204 1894 168500 SH DFND 3 168500 0 0 BERKLEY W R CORP COM 084423102 8264 117000 SH SOLE 117000 0 0 BIOGEN INC COM 09062X103 957 3500 SH DFND 1 3500 0 0 BIOGEN INC COM 09062X103 957 3500 SH DFND 2 3500 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1319 44400 SH DFND 1 44400 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 10324 347600 SH DFND 2 347600 0 0 CYS INVTS INC COM 12673A108 8797 1106500 SH DFND 1 1106500 0 0 CYS INVTS INC COM 12673A108 11647 1465000 SH DFND 2 1465000 0 0 CYS INVTS INC COM 12673A108 6022 757500 SH DFND 3 757500 0 0 CAPITOL FED FINL INC COM 14057J101 527 36000 SH DFND 1 36000 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1122 70373 SH DFND 1 70373 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 15672 982541 SH DFND 2 982541 0 0 CELGENE CORP COM 151020104 1244 10000 SH DFND 2 10000 0 0 CELGENE CORP COM 151020104 1866 15000 SH DFND 3 15000 0 0 CENTURY CMNTYS INC COM 156504300 10808 425500 SH DFND 1 425500 0 0 CENTURY CMNTYS INC COM 156504300 10808 425500 SH DFND 2 425500 0 0 CISCO SYS INC COM 17275R102 3718 110000 SH DFND 1 110000 0 0 CISCO SYS INC COM 17275R102 8450 250000 SH DFND 2 250000 0 0 CITIGROUP INC COM NEW 172967424 24347 407000 SH DFND 1 407000 0 0 CITIGROUP INC COM NEW 172967424 13639 228000 SH DFND 2 228000 0 0 COACH INC COM 189754104 7506 181600 SH DFND 1 181600 0 0 COACH INC COM 189754104 8407 203400 SH DFND 3 203400 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 26988 2090507 SH DFND 1 2090507 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 3368 260868 SH DFND 2 260868 0 0 COLONY STARWOOD HOMES COM 19625X102 102 3000 SH DFND 1 3000 0 0 COLONY STARWOOD HOMES COM 19625X102 102 3000 SH DFND 2 3000 0 0 COMCAST CORP NEW CL A 20030N101 7781 207000 SH DFND 1 207000 0 0 CONOCOPHILLIPS COM 20825C104 349 7000 SH DFND 1 7000 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1393 21734 SH DFND 1 21734 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1428 22292 SH DFND 2 22292 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 393 6129 SH DFND 3 6129 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1875 40804 SH DFND 1 40804 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1620 35244 SH DFND 2 35244 0 0 EBAY INC COM 278642103 1947 58000 SH DFND 1 58000 0 0 ELLINGTON FINANCIAL LLC COM 288522303 4950 312700 SH DFND 1 312700 0 0 ELLINGTON FINANCIAL LLC COM 288522303 11669 737153 SH DFND 2 737153 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 95 5000 SH DFND 1 5000 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 855 45000 SH DFND 2 45000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1315 36000 SH DFND 1 36000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 11832 324000 SH DFND 2 324000 0 0 FRANKLIN RES INC COM 354613101 4511 107050 SH DFND 1 107050 0 0 FRANKLIN RES INC COM 354613101 6778 160850 SH DFND 2 160850 0 0 FRANKLIN RES INC COM 354613101 2617 62100 SH DFND 3 62100 0 0 FULL HOUSE RESORTS INC COM 359678109 86 35331 SH DFND 1 35331 0 0 FULL HOUSE RESORTS INC COM 359678109 77 31617 SH DFND 2 31617 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 18028 1004350 SH DFND 1 1004350 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1467 81750 SH DFND 2 81750 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 14923 831361 SH DFND 3 831361 0 0 GENERAL MTRS CO COM 37045V100 24379 689450 SH DFND 1 689450 0 0 GENERAL MTRS CO COM 37045V100 14163 400550 SH DFND 3 400550 0 0 GILEAD SCIENCES INC COM 375558103 5240 77143 SH DFND 1 77143 0 0 GILEAD SCIENCES INC COM 375558103 2135 31428 SH DFND 2 31428 0 0 GILEAD SCIENCES INC COM 375558103 776 11429 SH DFND 3 11429 0 0 GLOBAL X FDS GLB X MLP ENRG I 37950E226 271 18369 SH DFND 1 18369 0 0 GREAT AJAX CORP COM 38983D300 1195 91552 SH DFND 1 91552 0 0 GREAT AJAX CORP COM 38983D300 10252 785571 SH DFND 2 785571 0 0 GREAT AJAX CORP COM 38983D300 9058 694067 SH DFND 3 694067 0 0 HC2 HLDGS INC COM 404139107 6246 1007421 SH DFND 2 1007421 0 0 HSBC HLDGS PLC SDCV 5.625%12/3 404280AR0 1002 1000000 PRN DFND 1 1000000 0 0 HSBC HLDGS PLC SDCV 5.625%12/3 404280AR0 9021 9000000 PRN DFND 3 9000000 0 0 HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 8090 8000000 PRN DFND 2 8000000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 65 20000 SH DFND 1 20000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 65 20000 SH DFND 2 20000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 889 24609 SH DFND 1 24609 0 0 INSTEEL INDUSTRIES INC COM 45774W108 803 22216 SH DFND 2 22216 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1246 80800 SH DFND 1 80800 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1895 122900 SH DFND 2 122900 0 0 KKR & CO L P DEL COM UNITS 48248M102 3849 211115 SH DFND 1 211115 0 0 KKR & CO L P DEL COM UNITS 48248M102 9583 525685 SH DFND 2 525685 0 0 KKR & CO L P DEL COM UNITS 48248M102 5356 293800 SH DFND 3 293800 0 0 KELLOGG CO COM 487836108 2821 38850 SH DFND 1 38850 0 0 LCNB CORP COM 50181P100 2561 107385 SH DFND 1 107385 0 0 LCNB CORP COM 50181P100 45 1900 SH DFND 3 1900 0 0 LEGG MASON INC COM 524901105 4102 113600 SH DFND 1 113600 0 0 LEGG MASON INC COM 524901105 4023 111400 SH DFND 2 111400 0 0 LEUCADIA NATL CORP COM 527288104 205 7896 SH DFND 1 7896 0 0 LEUCADIA NATL CORP COM 527288104 216 8315 SH DFND 2 8315 0 0 LEUCADIA NATL CORP COM 527288104 7 263 SH DFND 3 263 0 0 MFA FINL INC COM 55272X102 202 25000 SH DFND 1 25000 0 0 MFA FINL INC COM 55272X102 202 25000 SH DFND 2 25000 0 0 MTGE INVT CORP COM 55378A105 6877 410585 SH DFND 1 410585 0 0 MTGE INVT CORP COM 55378A105 10752 641920 SH DFND 2 641920 0 0 MTGE INVT CORP COM 55378A105 3028 180795 SH DFND 3 180795 0 0 MARATHON OIL CORP COM 565849106 3128 198000 SH DFND 2 198000 0 0 MEDLEY CAP CORP COM 58503F106 8530 1109285 SH DFND 1 1109285 0 0 MEDLEY CAP CORP COM 58503F106 8387 1090573 SH DFND 2 1090573 0 0 MEDLEY MGMT INC CL A COM 58503T106 2513 302750 SH DFND 1 302750 0 0 MEDLEY MGMT INC CL A COM 58503T106 2294 276350 SH DFND 3 276350 0 0 METLIFE INC COM 59156R108 6602 125000 SH DFND 1 125000 0 0 NII HLDGS INC COM PAR $0.001 62913F508 36 27642 SH DFND 1 27642 0 0 NII HLDGS INC COM PAR $0.001 62913F508 103 79223 SH DFND 2 79223 0 0 NMI HLDGS INC CL A 629209305 5267 462000 SH DFND 1 462000 0 0 NMI HLDGS INC CL A 629209305 10556 926000 SH DFND 2 926000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4889 350000 SH DFND 1 350000 0 0 NORTHSTAR REALTY EUROPE CORP COM 66706L101 1729 149166 SH DFND 1 149166 0 0 OAKTREE CAP GROUP LLC UNIT CL A 674001201 1132 25000 SH DFND 1 25000 0 0 OAKTREE CAP GROUP LLC UNIT CL A 674001201 1132 25000 SH DFND 2 25000 0 0 OMEROS CORP COM 682143102 4325 286040 SH DFND 1 286040 0 0 OMEROS CORP COM 682143102 6487 429061 SH DFND 2 429061 0 0 ORGANOVO HLDGS INC COM 68620A104 291 91500 SH DFND 1 91500 0 0 ORGANOVO HLDGS INC COM 68620A104 509 160000 SH DFND 2 160000 0 0 PDVWIRELESS INC COM 69290R104 9104 416640 SH DFND 1 416640 0 0 PDVWIRELESS INC COM 69290R104 14734 674329 SH DFND 2 674329 0 0 PJT PARTNERS INC COM CL A 69343T107 39 1110 SH DFND 1 1110 0 0 PJT PARTNERS INC COM CL A 69343T107 305 8690 SH DFND 2 8690 0 0 PAYPAL HLDGS INC COM 70450Y103 2495 58000 SH DFND 1 58000 0 0 PEAK RESORTS INC COM 70469L100 7040 1245986 SH DFND 1 1245986 0 0 POTBELLY CORP COM 73754Y100 417 30000 SH DFND 1 30000 0 0 POTBELLY CORP COM 73754Y100 1390 100000 SH DFND 2 100000 0 0 POTBELLY CORP COM 73754Y100 973 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 118 120000 PRN DFND 1 120000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11598 11760000 PRN DFND 2 11760000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 316 320000 PRN DFND 3 320000 0 0 PRUDENTIAL FINL INC COM 744320102 13362 125250 SH DFND 1 125250 0 0 PRUDENTIAL FINL INC COM 744320102 6782 63573 SH DFND 3 63573 0 0 RESOLUTE FST PRODS INC COM 76117W109 2584 474084 SH DFND 1 474084 0 0 RESOLUTE FST PRODS INC COM 76117W109 4227 775627 SH DFND 2 775627 0 0 RESOLUTE FST PRODS INC COM 76117W109 170 31125 SH DFND 3 31125 0 0 REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 6751 902535 SH DFND 1 902535 0 0 REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 6751 902535 SH DFND 2 902535 0 0 ROYAL BANK OF CANADA NOTE 4.650% 1/2 780082AD5 39009 37000000 PRN DFND 2 37000000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 447 8000 SH DFND 1 8000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 5695 102000 SH DFND 2 102000 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 343 6500 SH DFND 1 6500 0 0 STARWOOD PPTY TR INC COM 85571B105 339 15000 SH DFND 1 15000 0 0 STARWOOD PPTY TR INC COM 85571B105 339 15000 SH DFND 2 15000 0 0 STONEGATE MTG CORP COM 86181Q300 10394 1305830 SH DFND 1 1305830 0 0 STONEGATE MTG CORP COM 86181Q300 10080 1266281 SH DFND 2 1266281 0 0 SUTHERLAND ASSET MGMT CORP M COM 86933G105 6707 464136 SH DFND 1 464136 0 0 SUTHERLAND ASSET MGMT CORP M COM 86933G105 13096 906290 SH DFND 2 906290 0 0 SUTHERLAND ASSET MGMT CORP M COM 86933G105 1586 109786 SH DFND 3 109786 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2888 90000 SH DFND 1 90000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2888 90000 SH DFND 2 90000 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 29484 30000000 PRN DFND 2 30000000 0 0 TORTOISE ENERGY INFRA CORP COM 89147L100 5591 160236 SH DFND 1 160236 0 0 TORTOISE ENERGY INFRA CORP COM 89147L100 3087 88480 SH DFND 2 88480 0 0 TRIBUNE MEDIA CO CL A 896047503 12672 340000 SH DFND 1 340000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 1619 50000 SH DFND 1 50000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 1619 50000 SH DFND 2 50000 0 0 TWO HBRS INVT CORP COM 90187B101 4411 460000 SH DFND 1 460000 0 0 TWO HBRS INVT CORP COM 90187B101 12515 1305000 SH DFND 2 1305000 0 0 TWO HBRS INVT CORP COM 90187B101 3788 395000 SH DFND 3 395000 0 0 USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 188 11150 SH DFND 1 11150 0 0 USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 2005 118721 SH DFND 2 118721 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 241 2351 SH DFND 1 2351 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 347 7265 SH DFND 1 7265 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 730 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 537 5380 SH DFND 1 5380 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2583 52994 SH DFND 2 52994 0 0 VERISK ANALYTICS INC COM 92345Y106 15108 186191 SH DFND 1 186191 0 0 VIACOM INC NEW CL B 92553P201 21797 467550 SH DFND 1 467550 0 0 VIACOM INC NEW CL B 92553P201 10604 227450 SH DFND 3 227450 0 0 WELLS FARGO & CO NEW COM 949746101 6791 122000 SH DFND 1 122000 0 0