13F-HR 1 a13f1q04.txt 13F-HR REPORT FOR FIRST QUARTER 2004 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/04 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: Debra K. Crane Address: 9450 Seward Road Fairfield OH 45014 13F File Number: 28-912 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 this Report on Behalf of Reporting Manager: Name: Debra K. Crane Title: Senior Vice President, General Counsel and Secretary Phone: (513) 603-2213 Signature, Place, and Date of Signing: /s/ Debra K. Crane Debra K. Crane Fairfield, OH 45014 May 11, 2004 [Signature] [City, State] [Date] 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 48 Form 13F Information Table Value Total: $353,021 (thousands) List of Other Included Managers: NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AMERICAN INTL GROUP INC COMMON STK 026874107 26675 373858 SH SOLE 373858 D APM SPRING GROVE INC CLASS A PRIV EQUIT 037995958 1132 98 SH SOLE 98 D AVERY DENNISON CORP COMMON STK 053611109 4616 74200 SH SOLE 74200 D BALDOR ELEC CO COMMON STK 057741100 6894 300000 SH SOLE 300000 D BANK ONE CORP COMMON STK 06423A103 9307 170700 SH SOLE 170700 D BLAIR WILLIAM LEVERAGED LTD PTNRSP 09303*105 575 344159 SH SOLE 344159 D BP P.L.C. COMMON STK 055622104 8028 156800 SH SOLE 156800 D CENTURY SHS TR COMMON STK 156681108 19493 534925 SH SOLE 534925 D CINERGY CORP COMMON STK 172474108 4089 100000 SH SOLE 100000 D CINTAS CORP COMMON STK 172908105 3586 82450 SH SOLE 82450 D COCA COLA CO COMMON STK 191216100 5030 100000 SH SOLE 100000 D CONNING CT INSURANCE FND LP LTD PTNRSP 12129*101 24 708573 SH SOLE 708573 D CSX CORP COMMON STK 126408103 4468 147500 SH SOLE 147500 D DONNELLEY R R & SONS CO COMMON STK 257867101 6050 200000 SH SOLE 200000 D DOVER CORP COMMON STK 260003108 8847 228200 SH SOLE 228200 D EMERSON ELECTRIC CO COMMON STK 291011104 2996 50000 SH SOLE 50000 D FACILITY INS HLDGS CORP - CL A PRIV EQUIT 30303#107 34 29889 SH SOLE 29889 D FANNIE MAE COMMON STK 313586109 23574 317064 SH SOLE 317064 D FIRST DATA CORP COMMON STK 319963104 8432 200000 SH SOLE 200000 D FIRST FINL BANCORP COMMON STK 320209109 10476 566244 SH SOLE 566244 D GENERAL ELEC CO COMMON STK 369604103 14393 471600 SH SOLE 471600 D HEINZ H.J. CO.6.226 PREFER STK 42307T207 3361 30 SH SOLE 30 D HOME DEPOT INC COMMON STK 437076102 19829 530753 SH SOLE 530753 D INSURANCE SERVICES OFFICE INC PRIV EQUIT 45806@109 16085 138899 SH SOLE 138899 D IVANS INC. PRIV EQUIT 46581@108 446 21355 SH SOLE 21355 D J P MORGAN CHASE & CO COM COMMON STK 46625H100 7341 175000 SH SOLE 175000 D JOHNSON & JOHNSON COMMON STK 478160104 4058 80000 SH SOLE 80000 D KINDER MORGAN ENERGY PRTNRS COMMON STK 494550106 12174 270000 SH SOLE 270000 D LILLY (ELI) & CO. COMMON STK 532457108 3345 50000 SH SOLE 50000 D MANOR CARE INC NEW COM COMMON STK 564055101 10058 285000 SH SOLE 285000 D MBNA CORP COMMON STK 55262L100 19327 699487 SH SOLE 699487 D MCDONALDS CORP COMMON STK 580135101 10728 375500 SH SOLE 375500 D MERRILL LYNCH CAPITAL LTD PTNRSP 59019*113 5 4664038 SH SOLE 4664038 D MGIC INVT CORP COMMON STK 552848103 8350 130000 SH SOLE 130000 D NATIONAL ATLANTIC HOLDINGS PRIV EQUIT 63253E101 5147 20185 SH SOLE 20185 D NUCOR CORP COMMON STK 670346105 615 10000 SH SOLE 10000 D PPG INDS INC COMMON STK 693506107 8162 140000 SH SOLE 140000 D PRUDENTIAL FINANCIAL INC COMMON STK 744320102 132 2953 SH SOLE 2953 D SEARS ROEBUCK & CO COMMON STK 812387108 5512 128300 SH SOLE 128300 D SHERWIN WILLIAMS CO COMMON STK 824348106 4173 108600 SH SOLE 108600 D STATE AUTO FINANCIAL CORP COMMON STK 855707105 3639 141000 SH SOLE 141000 D TEPPCO PARTNERS L P COMMON STK 872384102 5242 124900 SH SOLE 124900 D TRAVELERS PPTY PREFER STK 89420G307 1589 65000 SH SOLE 65000 D TWIN VALLEY BANK COMMON STK 901714105 71 596 SH SOLE 596 D WALGREEN CO COMMON STK 931422109 9391 285000 SH SOLE 285000 D WAL-MART STORES INC COMMON STK 931142103 2388 40000 SH SOLE 40000 D WASHINGTON MUTUAL INC COMMON STK 939322103 10653 249428 SH SOLE 249428 D WYETH COMMON STK 983024100 7195 191600 SH SOLE 191600 S REPORT SUMMARY 48 DATA RECORDS 347735 0 OTHER MANAGERS ON WHOSE BEHALF THIS REPORT IS FILED