13F-HR 1 l26215ae13fvhr.txt THE CINCINNATI INSURANCE COMPANY 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2007 Check here if Amendment [ ]; Amendment Number: -------- This Amendment (Check only one.): [ ] is a restatement [ ] 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 May 11, 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 56 Form 13F Information Table Value Total 4,425,716 (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 ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ AGL RESOURCES COMMON 001204106 12,910 302,200 SH SHARED-OTHER 01 -- 302,200 -- ALLIANCEBERNSTEIN COMMON 01881G106 181,301 2,048,600 SH SHARED-OTHER 01 -- 2,048,600 -- ALLIED WASTE INDUSTRIES INC CONVERTIBLE DEB 019589AD2 4,791 5,050,000 PRN SHARED-OTHER 01 -- -- -- ARTHUR J GALLAGHER COMMON 363576109 320 11,300 SH SHARED-OTHER 01 -- 11,300 -- BB & T CORP COMMON 054937107 7,745 188,800 SH SHARED-OTHER 01 -- 188,800 -- CAMDEN PROPERTY TRUST COMMON 133131102 7,031 100,000 SH SHARED-OTHER 01 -- 100,000 -- CHEVRON CORPORATION COMMON 166764100 73,102 988,400 SH SHARED-OTHER 01 -- 988,400 -- CONOCOPHILLIPS COMMON 20825C104 23,923 350,000 SH SHARED-OTHER 01 -- 350,000 -- CRESCENT REAL ESTATE $1.6875 CV PFD CONVERTIBLE PFD 225756204 3,341 150,000 SH SHARED-OTHER 01 -- -- -- DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 3,145 50,000 SH SHARED-OTHER 01 -- 50,000 -- DUKE ENERGY CORP COMMON 26441C105 33,393 1,645,800 SH SHARED-OTHER 01 -- 1,645,800 -- EQUITABLE RESOURCES INC COMMON 294549100 28,992 600,000 SH SHARED-OTHER 01 -- 600,000 -- EXXON MOBIL CORPORATION COMMON 30231G102 450,437 5,970,000 SH SHARED-OTHER 01 -- 5,970,000 -- FIFTH THIRD BANCORP COMMON 316773100 1,668,945 43,136,352 SH SHARED-OTHER 01 -- 43,136,352 -- FORTUNE BRANDS INC COMMON 349631101 27,587 350,000 SH SHARED-OTHER 01 -- 350,000 -- GENERAL ELECTRIC CO COMMON 369604103 51,272 1,450,000 SH SHARED-OTHER 01 -- 1,450,000 -- GENUINE PARTS CO COMMON 372460105 47,623 971,900 SH SHARED-OTHER 01 -- 971,900 -- GLIMCHER REALTY TRUST COMMON 379302102 2,702 100,000 SH SHARED-OTHER 01 -- 100,000 -- HUNTINGTON BANCSHARES INC COMMON 446150104 3,944 180,495 SH SHARED-OTHER 01 -- 180,495 -- HUTCHINSON TECH CONVERTIBLE DEB 448407AF3 2,325 2,500,000 PRN SHARED-OTHER 01 -- -- -- JOHNSON & JOHNSON COMMON 478160104 152,162 2,525,085 SH SHARED-OTHER 01 -- 2,525,085 -- KAMAN CORP CV DEB CONVERTIBLE DEB 483548AC7 1,663 1,642,899 PRN SHARED-OTHER 01 -- -- -- KELLWOOD CORP CONVERTIBLE DEB 488044AF5 7,915 8,650,000 PRN SHARED-OTHER 01 -- -- -- LIBERTY MEDIA CORP CONVERTIBLE DEB 530715AR2 9,140 10,930,000 PRN SHARED-OTHER 01 -- -- -- LINCOLN NATIONAL CORP COMMON 534187109 22,091 325,869 SH SHARED-OTHER 01 -- 325,869 -- LINEAR TECHNOLOGY CORP COMMON 535678106 8,239 260,800 SH SHARED-OTHER 01 -- 260,800 -- MEDTRONIC INC COMMON 585055106 27,486 560,250 SH SHARED-OTHER 01 -- 560,250 -- MICROCHIP TECHNOLOGY INC COMMON 595017104 10,659 300,000 SH SHARED-OTHER 01 -- 300,000 -- NATIONAL CITY CORPORATION COMMON 635405103 261,681 7,025,000 SH SHARED-OTHER 01 -- 7,025,000 -- NATIONAL RETAIL PPTYS INC COMMON 637417106 6,410 265,000 SH SHARED-OTHER 01 -- 265,000 -- NEW PLAN EXCEL RLTY TRUST INC COMMON 648053106 14,371 435,095 SH SHARED-OTHER 01 -- 435,095 -- NEW YORK COMMUNITY BANCORP 6% CV TR PFD CONVERTIBLE PFD 64944P307 4,679 95,000 SH SHARED-OTHER 01 -- -- -- NORAM ENERGY CORP CV DEB CONVERTIBLE DEB 655419AC3 12,011 11,980,650 PRN SHARED-OTHER 01 -- -- -- OMNICARE INC CONVERTIBLE DEB 681904AL2 6,265 7,150,000 PRN SHARED-OTHER 01 -- -- -- PARTNERRE LTD COMMON G6852T105 2,384 34,784 SH SHARED-OTHER 01 -- 34,784 -- PEABODY ENERGY CORP CONVERTIBLE DEB 704549AG9 2,472 2,500,000 SH SHARED-OTHER 01 -- -- -- PEPSICO INC COMMON 713448108 49,291 775,500 SH SHARED-OTHER 01 -- 775,500 -- PFIZER INC COMMON 717081103 23,492 930,000 SH SHARED-OTHER 01 -- 930,000 -- PIEDMONT NATURAL GAS COMMON 720186105 78,771 2,986,000 SH SHARED-OTHER 01 -- 2,986,000 -- PNC FINANCIAL SERVICES GROUP COMMON 693475105 130,266 1,810,000 SH SHARED-OTHER 01 -- 1,810,000 -- PROCTER & GAMBLE CORPORATION COMMON 742718109 363,915 5,761,800 SH SHARED-OTHER 01 -- 5,761,800 -- REINSURANCE GROUP OF AMERICA 5.75% PIERS CONVERTIBLE PFD 759351307 7,959 109,400 SH SHARED-OTHER 01 -- -- --
3 SCHERING-PLOUGH CORP CONVERTIBLE PFD 806605606 9,651 164,000 SH SHARED-OTHER 01 -- -- -- SEACOR SMITH INC NOTES CONVERTIBLE DEB 811904AH4 4,339 3,000,000 PRN SHARED-OTHER 01 -- -- -- SIMON PROPERTY GROUP INC COMMON 828806109 11,125 100,000 SH SHARED-OTHER 01 -- 100,000 -- SKY FINANCIAL GROUP INC COMMON 83080P103 24,847 925,050 SH SHARED-OTHER 01 -- 925,050 -- SPECTRA ENERGY CORP COMMON 847560109 21,618 822,900 SH SHARED-OTHER 01 -- 822,900 -- SYSCO CORP COMMON 871829107 237 7,000 SH SHARED-OTHER 01 -- 7,000 -- TANGER FCTRY OUTLET COMMON 875465106 16,414 406,400 SH SHARED-OTHER 01 -- 406,400 -- TRAVELERS PROPERTY CASUALTY C CONVERTIBLE DEB 89420G307 10,574 415,000 PRN SHARED-OTHER 01 -- -- -- U S BANCORP COMMON 902973304 148,840 4,256,220 SH SHARED-OTHER 01 -- 4,256,220 -- VORNADO REALTY TRUST CONVERTIBLE DEB 929043AE7 4,596 4,550,000 PRN SHARED-OTHER 01 -- - -- WACHOVIA CORP COMMON 929903102 49,837 905,300 SH SHARED-OTHER 01 -- 905,300 -- WELLS FARGO & CO COMMON 949746101 115,857 3,365,000 SH SHARED-OTHER 01 -- 3,365,000 -- WEST PHARMACEUTICAL CONVERTIBLE DEB 955306AA3 5,285 5,200,000 PRN SHARED-OTHER 01 -- -- -- WYETH COMMON 983024100 164,349 3,285,000 SH SHARED-OTHER 01 -- 3,285,000 -- --------- 4,425,716 =========
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