Other than a few pencils in elementary school, I've never had anything really expensive stolen from me. Although one time my mom's car got broken into and the other things the thief took was her CDs.
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I had actually found a silver gold ring worth about 400 bucks in a river. I was being a dumbass bragging about my near impossible find around a friend of mine who had some kleptomaniac tendencies. I'm almost positive he took it but you know, whatever. I wouldn't have done anything smart with it anyway.