UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2006
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) 870-2633
Signature, Place and Date of Signing:
/s/ Kenneth S. Miller Fairfield, Ohio November 11, 2006
- ------------------------------------- -------------------- -----------------
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: 58
Form 13F Information Table Value Total: 4,190,098
List of Other Included Managers:
01 Cincinnati Financial Corporation 13F File No. 028-10798
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COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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SHARES/ SH/ INVESTMENT
ISSUER TITLE OF CLASS CUSIP FMV (000) PRINCIPAL PRN DIS OTH MGRS SOLE SHARED NONE
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AGL RESOURCES COMMON 001204106 9,205 252,200 SH SHARED 01 -- 252,200 --
ALLIANCEBERNSTEIN COMMON 01881G106 141,333 2,048,600 SH SHARED 01 -- 2,048,600 --
ALLIED WASTE INDUSTRIES INC CONVERTIBLE DEB 019589AD2 4,646 5,050,000 PRN SHARED 01 -- -- --
ARTHUR J GALLAGHER COMMON 363576109 301 11,300 SH SHARED 01 -- 11,300 --
BB & T CORP COMMON 054937107 8,266 188,800 SH SHARED 01 -- 188,800 --
BOSTON PROPERTIES INC CONVERTIBLE DEB 10112RAG9 2,741 2,550,000 PRN SHARED 01 -- -- --
CAMDEN PROPERTY TRUST COMMON 133131102 7,601 100,000 SH SHARED 01 -- 100,000 --
CHEVRON CORPORATION COMMON 166764100 58,270 898,400 SH SHARED 01 -- 898,400 --
CONOCOPHILLIPS COMMON 20825C104 20,836 350,000 SH SHARED 01 -- 350,000 --
CRESCENT REAL ESTATE $1.6875 CV PFD CONVERTIBLE PFD 225756204 3,288 150,000 SH SHARED 01 -- -- --
DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 2,788 50,000 SH SHARED 01 -- 50,000 --
DUKE ENERGY CORP COMMON 26441C105 49,703 1,645,800 SH SHARED 01 -- 1,645,800 --
EQUITABLE RESOURCES INC COMMON 294549100 20,988 600,000 SH SHARED 01 -- 600,000 --
EXXON MOBIL CORPORATION COMMON 30231G102 424,072 6,320,000 SH SHARED 01 -- 6,320,000 --
FIFTH THIRD BANCORP COMMON 316773100 1,642,632 43,136,352 SH SHARED 01 -- 43,136,352 --
FIRST FINANCIAL BANCORP COMMON 320209109 1,441 90,586 SH SHARED 01 -- 90,586 --
FISHER SCIENTIFIC INT' L CONVERTIBLE DEB 338032AX3 582 500,000 PRN SHARED 01 -- -- --
FORTUNE BRANDS INC COMMON 349631101 26,289 350,000 SH SHARED 01 -- 350,000 --
GENERAL ELECTRIC CO. COMMON 369604103 47,655 1,350,000 SH SHARED 01 -- 1,350,000 --
GENUINE PARTS CO COMMON 372460105 41,918 971,900 SH SHARED 01 -- 971,900 --
GLIMCHER REALTY TRUST COMMON 379302102 2,478 100,000 SH SHARED 01 -- 100,000 --
HUNTINGTON BANCSHARES INC COMMON 446150104 1,527 63,800 SH SHARED 01 -- 63,800 --
HUTCHINSON TECH CONVERTIBLE DEB 448407AF3 2,238 2,500,000 PRN SHARED 01 -- -- --
JOHNSON & JOHNSON COMMON 478160104 143,524 2,210,100 SH SHARED 01 -- 2,210,100 --
KAMAN CORP CV DEB CONVERTIBLE DEB 483548AC7 1,759 1,812,899 PRN SHARED 01 -- -- --
KELLWOOD CORP CONVERTIBLE DEB 488044AF5 7,742 8,650,000 PRN SHARED 01 -- -- --
LIBERTY MEDIA CORP CONVERTIBLE DEB 530715AR2 8,785 10,930,000 PRN SHARED 01 -- -- --
LINCOLN NATIONAL CORP COMMON 534187109 20,230 325,869 SH SHARED 01 -- 325,869 --
LINEAR TECHNOLOGY CORP COMMON 535678106 8,116 260,800 SH SHARED 01 -- 260,800 --
MEDTRONIC INC COMMON 585055106 26,018 560,250 SH SHARED 01 -- 560,250 --
MICROCHIP TECHNOLOGY INC COMMON 595017104 3,242 100,000 SH SHARED 01 -- 100,000 --
NATIONAL AUSTRALIA BANK $1.96875 EX CAPS CONVERTIBLE PFD 632525309 13,435 305,000 SH SHARED 01 -- -- --
NATIONAL CITY CORPORATION COMMON 635405103 257,115 7,025,000 SH SHARED 01 -- 7,025,000 --
NATIONAL RETAIL PPTYS INC COMMON 637417106 5,724 265,000 SH SHARED 01 -- 265,000 --
NEW PLAN EXCEL RLTY TRUST INC COMMON 648053106 11,769 435,095 SH SHARED 01 -- 435,095 --
NEW YORK COMMUNITY BANCORP 6% CV TR PFD CONVERTIBLE PFD 64944P307 4,479 95,000 SH SHARED 01 -- -- --
NORAM ENERGY CORP CV DEB CONVERTIBLE DEB 655419AC3 13,178 13,311,550 PRN SHARED 01 -- -- --
OMNICARE INC CONVERTIBLE DEB 681904AL2 6,364 7,150,000 PRN SHARED 01 -- -- --
PARTNERRE LTD COMMON G6852T105 2,350 34,784 SH SHARED 01 -- 34,784 --
PEPSICO INC COMMON 713448108 32,630 500,000 SH SHARED 01 -- 500,000 --
PFIZER INC COMMON 717081103 26,375 930,000 SH SHARED 01 -- 930,000 --
PIEDMONT NATURAL GAS COMMON 720186105 75,576 2,986,000 SH SHARED 01 -- 2,986,000 --
PNC FINANCIAL SERVICES GROUP COMMON 693475105 131,116 1,810,000 SH SHARED 01 -- 1,810,000 --
PROCTER & GAMBLE CORPORATION COMMON 742718109 345,848 5,580,000 SH SHARED 01 -- 5,580,000 --
REINSURANCE GROUP OF AMERICA 5.75% PIERS CONVERTIBLE PFD 759351307 7,275 109,400 SH SHARED 01 -- -- --
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SCHERING-PLOUGH CORP CONVERTIBLE PFD 806605606 9,117 164,000 SH SHARED 01 -- -- --
SEACOR SMITH INC NOTES CONVERTIBLE DEB 811904AH4 3,780 3,000,000 PRN SHARED 01 -- -- --
SIMON PROPERTY GROUP INC COMMON 828806109 18,124 200,000 SH SHARED 01 -- 200,000 --
SKY FINANCIAL GROUP INC COMMON 83080P103 23,034 925,050 SH SHARED 01 -- 925,050 --
ST JUDE MEDICAL CVT SR DEBT CONVERTIBLE DEB 790849AB9 11,003 11,100,000 PRN SHARED 01 -- -- --
SYSCO CORP COMMON 871829107 234 7,000 SH SHARED 01 -- 7,000 --
TANGER FCTRY OUTLET COMMON 875465106 14,476 406,400 SH SHARED 01 -- 406,400 --
THERMO ELECTRON CORP CV DEBS CONVERTIBLE DEB 883556AJ1 8,221 8,200,000 PRN SHARED 01 -- -- --
TRAVELERS PROPERTY CASUALTY C CONVERTIBLE PFD 89420G307 10,217 415,000 SH SHARED 01 -- -- --
U S BANCORP COMMON 902973304 105,112 3,164,120 SH SHARED 01 -- 3,164,120 --
WACHOVIA CORP. COMMON 929903102 28,196 505,300 SH SHARED 01 -- 505,300 --
WELLS FARGO & CO COMMON 949746101 118,128 3,265,000 SH SHARED 01 -- 3,265,000 --
WYETH COMMON 983024100 167,009 3,285,000 SH SHARED 01 -- 3,285,000 --
4,190,098
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