13F-HR/A 1 l25348ce13fvhrza.txt THE CINCINNATI INSURANCE COMPANY 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [ ] is a restatement [X] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The Cincinnati Insurance Company Address: 6200 South Gilmore Road Fairfield, Ohio 45014 13F File Number: 028-10753 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. Person Signing the Report on Behalf of Reporting Manager: Name: Kenneth S. Miller Title: Sr. Vice President Phone: (513) 870-2000 Signature, Place and Date of Signing: /s/ Kenneth S. Miller Fairfield, Ohio March 23, 2007 ------------------------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of other Managers Reporting for this Manager: N/A 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1 Form 13F Information Table Entry Total: 29 Form 13F Information Table Value Total: 147,539 (thousands) List of Other Included Managers: No. File No. Name 01 028-10798 Cincinnati Financial Corporation 2
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------------------------------------------------------------------------------------------------------- TITLE OF VALUE SHRS OR PRN INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP [x$1000] AMT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------------------------------------------------------------------------------------------------------- ALLTEL CORP 7.75% EQUITY UNITS CONVERTIBLE PFD 020039822 6,666 132,900 SH SHARED 01 -- -- -- BAXTER INTL INC 7.00% EQUITY UNITS CONVERTIBLE PFD 071813406 3,418 60,000 SH SHARED 01 -- -- -- CHUBB CORP 7.00% EQUITY UNITS CONVERTIBLE PFD 171232309 4,155 150,000 SH SHARED 01 -- -- -- CINCINNATI BELL INC $3.375 CV PFD CONVERTIBLE PFD 171871403 9,655 230,000 SH SHARED 01 -- -- -- CITIZENS UTILITIES TRUST 5% CV PFD CONVERTIBLE PFD 177351202 5,765 115,300 SH SHARED 01 -- -- -- CRESCENT REAL ESTATE $1.6875 CV PFD CONVERTIBLE PFD 225756204 2,997 150,000 SH SHARED 01 -- -- -- DEVON ENERGY CORP CV DEB CONVERTIBLE DEB 25179MAA1 5,130 4,975,000 PRN SHARED 01 -- -- -- DEVON ENERGY CORP CV DEB CONVERTIBLE DEB 25179MAB9 4,100 4,000,000 PRN SHARED 01 -- -- -- FAIRMONT HOTELS & RESORTS CV CONVERTIBLE DEB 305204AB5 2,025 2,000,000 PRN SHARED 01 -- -- -- FISHER SCIENTIFIC INT' L CONVERTIBLE DEB 338032AX3 519 500,000 PRN SHARED 01 -- -- -- FORD MOTOR 6.50% CAP TR II CV PFD CONVERTIBLE PFD 345395206 2,464 45,000 SH SHARED 01 -- -- -- GENERAL MOTORS CORP CV W/PAR CONVERTIBLE DEB 370442733 2,471 100,000 PRN SHARED 01 -- -- -- KAMAN CORP CV DEB CONVERTIBLE DEB 483548AC7 2,152 2,176,899 PRN SHARED 01 -- -- -- KERR MCGEE CORPORATION CONVERTIBLE DEB 492386AP2 5,183 4,936,000 PRN SHARED 01 -- -- -- KING PHARMACEUTICALS CONVERTIBLE DEB 495582AG3 3,432 3,700,000 PRN SHARED 01 -- -- -- LIBERTY MEDIA CORP CONVERTIBLE DEB 530715AR2 7,097 7,930,000 PRN SHARED 01 -- -- -- LOEWS CORP CV DEB CONVERTIBLE DEB 540424AL2 9,156 9,575,000 PRN SHARED 01 -- -- -- NATIONAL AUSTRALIA BANK $1.96875 EX CAPS CONVERTIBLE PFD 632525309 10,815 305,000 SH SHARED 01 -- -- -- NAVISTAR FINANCIAL CORP CONVERTIBLE DEB 638902AM8 4,716 4,800,000 PRN SHARED 01 -- -- -- NEW YORK COMMUNITY BANCORP 6% CV TR PFD CONVERTIBLE PFD 64944P307 5,216 95,000 SH SHARED 01 -- -- -- NORAM ENERGY CORP CV DEB CONVERTIBLE DEB 655419AC3 15,572 15,890,000 PRN SHARED 01 -- -- -- RECKSON ASSOCIATES $1.90625 CV PFD CONVERTIBLE PFD 75621K205 5,220 200,000 SH SHARED 01 -- -- -- REINSURANCE GROUP OF AMERICA 5.75% PIERS CONVERTIBLE PFD 759351307 6,219 109,400 SH SHARED 01 -- -- -- RICHARDSON ELECTRONICS CV DEB CONVERTIBLE DEB 763165AC1 489 500,000 PRN SHARED 01 -- -- -- ROBBINS & MYERS CV SUB NOTES CONVERTIBLE DEB 770196AB9 4,274 4,056,000 PRN SHARED 01 -- -- -- ST. PAUL COMPANIES INC 9.00% CONVERTIBLE PFD 792860306 3,701 50,000 SH SHARED 01 -- -- --
3 STATE STREET CORP 6.75% SPACES CONVERTIBLE PFD 857477202 4,356 19,000 SH SHARED 01 -- -- -- THERMO ELECTRON CORP CV DEBS CONVERTIBLE DEB 883556AJ1 697 700,000 PRN SHARED 01 -- -- -- TRAVELERS PROPERTY CASUALTY CONVERTIBLE DEB 89420G307 9,877 415,000 PRN SHARED 01 -- -- -- 147,539
4