SEC Filing | American Financial Group, Inc.

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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 March 31, 2006 AMERICAN FINANCIAL GROUP, INC. One East Fourth Street, Cincinnati, Ohio 45202 ------------------------------------------------------------------------- (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 ----------------------------------------------- (Name, Title and Phone Number of Person Signing this Report on Behalf of Reporting Manager) Signature: s/Robert H. Ruffing Cincinnati, Ohio May 10, 2006 - ------------------------------- Robert H. Ruffing Vice President and Controller Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Page 1 of 4

FORM 13F SUMMARY PAGE --------------------- Number of Other Included Managers: 3 ----------- Form 13F Information Table Entry Total: 132 ----------- Form 13F Information Table Value Total (thousands): $ 1,403,010 ----------- 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 Financial Resources Inc 3. Unassigned Great American Life Insurance Company Page 2

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 - -------------------------------------------- GLOBAL CROSSING LTD SHS NEW G3921A 17 5 173 6,521SH Defined 1 6,521 AT&T INC COM 00206R 10 2 1,637 60,555SH Defined " 60,555 ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 469 13,000SH Defined " 13,000 ALPHA NATURAL RESOURCES INC COM 02076X 10 2 6,097 263,500SH Defined " 263,500 ARCHER DANIELS MIDLAND CO COM 039483 10 2 3,062 91,000SH Defined " 91,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 4,241 184,000SH Defined " 184,000 CBS CORP NEW CL B 124857 20 2 1,031 43,000SH Defined " 43,000 CV THERAPEUTICS INC COM 126667 10 4 1,038 47,000SH Defined " 47,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C 10 9 5,927 222,000SH Defined " 222,000 CITIGROUP INC COM 172967 10 1 16,294 345,000SH Defined " 345,000 COMCAST CORP NEW CL A 20030N 10 1 527 20,153SH Defined " 20,153 COMCAST CORP NEW CL A SPL 20030N 20 0 3,781 144,760SH Defined " 144,760 DISNEY WALT CO COM DISNEY 254687 10 6 7,614 273,000SH Defined " 273,000 DORAL FINL CORP COM 25811P 10 0 133 11,550SH Defined " 11,550 ENERGY EAST CORP COM 29266M 10 9 493 20,300SH Defined " 20,300 FEDERAL NATL MTG ASSN COM 313586 10 9 3,033 59,000SH Defined " 59,000 FIFTH THIRD BANCORP COM 316773 10 0 2,069 52,563SH Defined " 52,563 FLAGSTAR BANCORP INC COM 337930 10 1 2,492 165,000SH Defined " 165,000 FLEETWOOD ENTERPRISES INC COM 339099 10 3 187 16,700SH Defined " 16,700 GENTEK INC COM NEW 37245X 20 3 110 5,300SH Defined " 5,300 GREAT AMERN FINL RES INC COM 389915 10 9 760,907 38,565,995SH Defined " 38,565,995 JP MORGAN CHASE & CO COM 46625H 10 0 1,457 35,000SH Defined " 35,000 JOHNSON & JOHNSON COM 478160 10 4 3,553 60,000SH Defined " 60,000 M D C HLDGS INC COM 552676 10 8 720 11,200SH Defined " 11,200 MARSH SUPERMARKETS INC CL B 571783 20 8 3,955 479,444SH Defined " 479,444 MARSH SUPERMARKETS INC CL A 571783 30 7 5,248 577,358SH Defined " 577,358 MERCK & CO INC COM 589331 10 7 1,762 50,000SH Defined " 50,000 MITTAL STEEL CO N V NY REG SH CL A 60684P 10 1 1,229 32,568SH Defined " 32,568 NTL INC NEW COM 62941W 10 1 11,828 406,307SH Defined " 406,307 NATIONAL CITY CORP COM 635405 10 3 93,371 2,675,392SH Defined " 2,675,392 NATIONAL INTERSTATE CORP COM 63654U 10 0 221,850 10,200,000SH Defined " 10,200,000 NEWS CORP CL A 65248E 10 4 2,076 125,000SH Defined " 125,000 NEWS CORP CL B 65248E 20 3 2,897 165,000SH Defined " 165,000 PEPCO HOLDINGS INC COM 713291 10 2 923 40,500SH Defined " 40,500 PFIZER INC COM 717081 10 3 10,342 415,000SH Defined " 415,000 PULTE HOMES INC COM 745867 10 1 1,153 30,000SH Defined " 30,000 QWEST COMMUNICATIONS INTL IN COM 749121 10 9 122 17,902SH Defined " 17,902 SARA LEE CORP COM 803111 10 3 894 50,000SH Defined " 50,000 SEACOR HOLDINGS INC COM 811904 10 1 274 3,463SH Defined " 3,463 SPRINT NEXTEL CORP COM FON 852061 10 0 5,752 222,600SH Defined " 222,600 SUNTERRA CORP COM NEW 86787D 20 8 928 65,000SH Defined " 65,000 TIME WARNER INC COM 887317 10 5 439 26,149SH Defined " 26,149 TOLL BROTHERS INC COM 889478 10 3 1,108 32,000SH Defined " 32,000 TORTOISE ENERGY CAP CORP COM 89147U 10 0 586 25,800SH Defined " 25,800 TYCO INTL LTD NEW COM 902124 10 6 5,309 197,500SH Defined " 197,500 UAL CORP COM NEW 902549 80 7 937 23,469SH Defined " 23,469 US BANCORP DEL COM NEW 902973 30 4 1,342 44,000SH Defined " 44,000 VIACOM INC NEW CL B 92553P 20 1 1,668 43,000SH Defined " 43,000 ZENITH NATL INS CORP COM 989390 10 9 1,783 37,050SH Defined " 37,050

HOLDINGS OF GREAT AMERICAN LIFE INSURANCE COMPANY - -------------------------- ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 1,846 51,124SH Defined 1,2,3 51,124 ALPHA NATURAL RESOURCES INC COM 02076X 10 2 6,981 301,700SH Defined " 301,700 ARCHER DANIELS MIDLAND CO COM 039483 10 2 3,062 91,000SH Defined " 91,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 4,310 187,000SH Defined " 187,000 CBS CORP NEW CL B 124857 20 2 2,290 95,500SH Defined " 95,500 CV THERAPEUTICS INC COM 126667 10 4 1,259 57,000SH Defined " 57,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C 10 9 9,131 342,000SH Defined " 342,000 CITIGROUP INC COM 172967 10 1 5,195 110,000SH Defined " 110,000 COMCAST CORP NEW CL A SPL 20030N 20 0 9,638 369,000SH Defined " 369,000 DISNEY WALT CO COM DISNEY 254687 10 6 7,614 273,000SH Defined " 273,000 DORAL FINL CORP COM 25811P 10 0 178 15,440SH Defined " 15,440 FEDERAL NATL MTG ASSN COM 313586 10 9 3,033 59,000SH Defined " 59,000 FIFTH THIRD BANCORP COM 316773 10 0 2,011 51,100SH Defined " 51,100 FLAGSTAR BANCORP INC COM 337930 10 1 2,492 165,000SH Defined " 165,000 FLEETWOOD ENTERPRISES INC COM 339099 10 3 279 25,000SH Defined " 25,000 GENTEK INC COM NEW 37245X 20 3 413 19,850SH Defined " 19,850 JP MORGAN CHASE & CO COM 46625H 10 0 158 3,800SH Defined " 3,800 JOHNSON & JOHNSON COM 478160 10 4 3,553 60,000SH Defined " 60,000 M D C HLDGS INC COM 552676 10 8 727 11,300SH Defined " 11,300 MITTAL STEEL CO N V NY REG SH CL A 60684P 10 1 1,281 33,925SH Defined " 33,925 NRG ENERGY INC COM NEW 629377 50 8 1,176 26,014SH Defined " 26,014 NTL INC NEW COM 62941W 10 1 24,166 830,162SH Defined " 830,162 NEWS CORP CL A 65248E 10 4 2,076 125,000SH Defined " 125,000 NEWS CORP CL B 65248E 20 3 3,249 185,000SH Defined " 185,000 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN 10 0 1,038 78,300SH Defined " 78,300 PFIZER INC COM 717081 10 3 7,102 285,000SH Defined " 285,000 PIMCO HIGH INCOME FD COM SHS 722014 10 7 2,604 172,800SH Defined " 172,800 PULTE HOMES INC COM 745867 10 1 1,153 30,000SH Defined " 30,000 SEACOR HOLDINGS INC COM 811904 10 1 838 10,585SH Defined " 10,585 SPRINT NEXTEL CORP COM FON 852061 10 0 6,155 238,200SH Defined " 238,200 SUNTERRA CORP COM NEW 86787D 20 8 2,142 150,000SH Defined " 150,000 TOLL BROTHERS INC COM 889478 10 3 1,108 32,000SH Defined " 32,000 TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,739 120,500SH Defined " 120,500 TYCO INTL LTD NEW COM 902124 10 6 8,400 312,500SH Defined " 312,500 UAL CORP COM NEW 902549 80 7 1,078 27,004SH Defined " 27,004 US BANCORP DEL COM NEW 902973 30 4 1,312 43,000SH Defined " 43,000 VIACOM INC NEW CL B 92553P 20 1 3,705 95,500SH Defined " 95,500

HOLDINGS OF OTHER ENTITIES EACH HAVING LESS THAN $100 MILLION IN 13F SECURITIES - ------------------------------ GLOBAL CROSSING LTD SHS NEW G3921A 17 5 377 14,224SH Defined 1,2,3 14,224 AT&T INC COM 00206R 10 2 541 20,000SH Defined 1 20,000 ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 722 20,000SH Other 20,000 ALPHA NATURAL RESOURCES INC COM 02076X 10 2 926 40,000SH Defined 1 40,000 ALPHA NATURAL RESOURCES INC COM 02076X 10 2 3,656 158,000SH Other 158,000 ARCHER DANIELS MIDLAND CO COM 039483 10 2 1,447 43,000SH Other 43,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 3,757 163,000SH Other 163,000 BRISTOL MYERS SQUIBB CO COM 110122 10 8 246 10,000SH Defined 1 10,000 BRISTOL MYERS SQUIBB CO COM 110122 10 8 246 10,000SH Other 10,000 CBS CORP NEW CL B 124857 20 2 1,369 57,100SH Other 57,100 CV THERAPEUTICS INC COM 126667 10 4 287 13,000SH Other 13,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C 10 9 3,471 130,000SH Other 130,000 CITIGROUP INC COM 172967 10 1 3,542 75,000SH Other 75,000 COMCAST CORP NEW CL A SPL 20030N 20 0 1,437 55,000SH Other 55,000 DISNEY WALT CO COM DISNEY 254687 10 6 5,160 185,000SH Other 185,000 ENERGY EAST CORP COM 29266M 10 9 486 20,000SH Defined 1 20,000 FEDERAL NATL MTG ASSN COM 313586 10 9 1,902 37,000SH Other 37,000 FIFTH THIRD BANCORP COM 316773 10 0 905 23,000SH Other 23,000 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735 10 7 644 67,200SH Other 67,200 HOST MARRIOTT CORP NEW COM 44107P 10 4 216 10,110SH Other 10,110 JP MORGAN CHASE & CO COM 46625H 10 0 541 13,000SH Other 13,000 JOHNSON & JOHNSON COM 478160 10 4 1,184 20,000SH Other 20,000 LAIDLAW INTL INC COM 50730R 10 2 1,864 68,543SH Defined 1,2,3 68,543 M D C HLDGS INC COM 552676 10 8 482 7,500SH Other 7,500 MERCK & CO INC COM 589331 10 7 352 10,000SH Defined 1 10,000 MITTAL STEEL CO N V NY REG SH CL A 60684P 10 1 264 7,000SH Other 7,000 NRG ENERGY INC COM NEW 629377 50 8 787 17,397SH Defined 1,2,3 17,397 NTL INC NEW COM 62941W 10 1 5,430 186,545SH Other 186,545 NATIONAL CITY CORP COM 635405 10 3 2,665 76,359SH Defined 1 76,359 NATIONAL CITY CORP COM 635405 10 3 450 12,903SH Other 12,903 NEWS CORP CL A 65248E 10 4 664 40,000SH Other 40,000 NEWS CORP CL B 65248E 20 3 351 20,000SH Other 20,000 PEPCO HOLDINGS INC COM 713291 10 2 228 10,000SH Defined 1 10,000 PFIZER INC COM 717081 10 3 1,371 55,000SH Defined " 55,000 PFIZER INC COM 717081 10 3 3,613 145,000SH Other 145,000 PULTE HOMES INC COM 745867 10 1 768 20,000SH Other 20,000 SEACOR HOLDINGS INC COM 811904 10 1 443 5,591SH Defined 1 5,591 SEACOR HOLDINGS INC COM 811904 10 1 418 5,280SH Sole 5,280 SPRINT NEXTEL CORP COM 852061 10 0 388 15,000SH Defined 1 15,000 SPRINT NEXTEL CORP COM 852061 10 0 1,308 50,600SH Other 50,600 TOLL BROTHERS INC COM 889478 10 3 554 16,000SH Other 16,000 TYCO INTL LTD NEW COM 902124 10 6 3,494 130,000SH Other 130,000 UAL CORP COM NEW 902549 80 7 340 8,501SH Defined 1,2,3 8,501 UAL CORP COM NEW 902549 80 7 226 5,668SH Other 5,668 US BANCORP DEL COM NEW 902973 30 4 960 31,462SH Other 31,462 VIACOM INC NEW CL B 92553P 20 1 2,215 57,100SH Other 57,100 ---------- REPORT TOTAL $1,403,010 ==========