34339 2012 2010010 0 ANNUAL STATEMENT Elizabeth Tolentino Vice President Michael Clifford Walsh Senior Vice President Christen White Vice President DIRECTORS OR TRUSTEES Michael

PROPERTY AND CASUALTY COMPANIES - ASSOCIATION EDITION

*34339201220100100*

ANNUAL STATEMENTFor the Year Ended December 31, 2012

of the Condition and Affairs of the

Metropolitan Group Property and Casualty InsuranceCompany

NAIC Group Code..... 241, 241 NAIC Company Code..... 34339 Employer's ID Number..... 13-2915260 (Current Period) (Prior Period)Organized under the Laws of Rhode Island State of Domicile or Port of Entry Rhode Island Country of Domicile USIncorporated/Organized..... December 10, 1976 Commenced Business..... December 1, 1977Statutory Home Office 700 Quaker Lane….. Warwick ..... RI ..... US ..... 02886-6669 (Street and Number) (City or Town, State, Country and Zip Code)Main Administrative Office 700 Quaker Lane….. Warwick ..... RI ..... US..... 02886-6669 401-827-2400 (Street and Number) (City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)Mail Address PO Box 350, 700 Quaker Lane….. Warwick ..... RI ..... US ..... 02887-0350 (Street and Number or P. O. Box) (City or Town, State, Country and Zip Code)Primary Location of Books and Records 700 Quaker Lane….. Warwick ..... RI ..... US ..... 02886-6669 800-638-4208 (Street and Number) (City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)Internet Web Site Address www.metlife.comStatutory Statement Contact Mark Allen Peterson 800-638-4208 (Name) (Area Code) (Telephone Number) (Extension)

[email protected] 401-827-2315 (E-Mail Address) (Fax Number)

OFFICERSName Title Name Title

1. William Douglas Moore President 2. Maura Catherine Travers Assistant General Counsel andSecretary

3. Ralph George Spontak Vice President and Chief FinancialOfficer

4. Marlene Beverly Debel Treasurer

OTHERSusan Ann Buffum Vice President Michael Frederick Convery Vice PresidentMartin William Deede Vice President Richard Paul Lonardo Vice PresidentRobert Francis Nostramo Vice President and General Counsel Vhonda Lee Ridley Vice PresidentIngrid Elizabeth Tolentino Vice President Michael Clifford Walsh Senior Vice PresidentChristen White Vice President

DIRECTORS OR TRUSTEESMichael Adam Fradkin # Scott David Kuczmarski # William Douglas Moore Ralph George Spontak #

State of........ Rhode IslandCounty of..... Kent

The officers of this reporting entity being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting periodstated above, all of the herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except asherein stated, and that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statementof all the assets and liabilities and of the condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductionstherefrom for the period ended, and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Proceduresmanual except to the extent that: (1) state law may differ; or, (2) that state rules or regulations require differences in reporting not related to accounting practices andprocedures, according to the best of their information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the described officers alsoincludes the related corresponding electronic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of theenclosed statement. The electronic filing may be requested by various regulators in lieu of or in addition to the enclosed statement.

(Signature) (Signature) (Signature)William Douglas Moore Maura Catherine Travers Ralph George Spontak

1. (Printed Name) 2. (Printed Name) 3. (Printed Name)President Assistant General Counsel and Secretary Vice President and Chief Financial Officer

(Title) (Title) (Title)

Subscribed and sworn to before me a. Is this an original filing? Yes [ X ] No [ ]This 1st day of February, 2013 b. If no 1. State the amendment number

2. Date filed3. Number of pages attached

Deborah L. MastersonNotaryJune 24, 2013

Annual Statement for the year 2012 of the Metropolitan Group Property and Casualty Insurance Company

SI01

SUMMARY INVESTMENT SCHEDULE Gross Admitted Assets as Reported

Investment Holdings in the Annual Statement1 2 3 4 5 6

Securities Lending TotalReinvested (Col. 3 + 4)

Investment Categories Amount Percentage Amount Collateral Amount Amount Percentage

1. Bonds: 1.1 U.S. treasury securities................................................................................. ................5,264,966 ............1.4 ................5,264,966 .........................0 ................5,264,966 ............1.41.2 U.S. government agency obligations (excluding mortgage-backed

securities): 1.21 Issued by U.S. government agencies.................................................. ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.01.22 Issued by U.S. government sponsored agencies................................ ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

1.3 Non-U.S. government (including Canada, excluding mortgage- backed securities)......................................................................................... ................1,987,619 ............0.5 ................1,987,619 .........................0 ................1,987,619 ............0.5

1.4 Securities issued by states, territories and possessions and political subdivisions in the U.S.: 1.41 States, territories and possessions general obligations....................... ..............19,912,658 ............5.4 ..............19,912,658 .........................0 ..............19,912,658 ............5.41.42 Political subdivisions of states, territories and possessions and

political subdivisions general obligations............................................. ..............24,919,613 ............6.8 ..............24,919,613 .........................0 ..............24,919,613 ............6.81.43 Revenue and assessment obligations................................................. ............274,532,977 ..........74.6 ............274,532,977 .........................0 ............274,532,977 ..........74.61.44 Industrial development and similar obligations.................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

1.5 Mortgage-backed securities (includes residential and commercial MBS):1.51 Pass-through securities:

1.511 Issued or guaranteed by GNMA............................................... ...................258,519 ............0.1 ...................258,519 .........................0 ...................258,519 ............0.11.512 Issued or guaranteed by FNMA and FHLMC............................ ..............12,619,919 ............3.4 ..............12,619,919 .........................0 ..............12,619,919 ............3.41.513 All other..................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

1.52 CMOs and REMICs: 1.521 Issued or guaranteed by GNMA, FNMA, FHLMC or VA........... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.01.522 Issued by non-U.S. Government issuers and collateralized by mortgage-based securities issued or guaranteed by agencies shown in Line 1.521............................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.01.523 All other..................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

2. Other debt and other fixed income securities (excluding short-term): 2.1 Unaffiliated domestic securities (includes credit tenant loans and

hybrid securities)........................................................................................... ..............14,025,830 ............3.8 ..............14,025,830 .........................0 ..............14,025,830 ............3.82.2 Unaffiliated non-U.S. securities (including Canada)..................................... ................2,877,055 ............0.8 ................2,877,055 .........................0 ................2,877,055 ............0.82.3 Affiliated securities........................................................................................ ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

3. Equity interests: 3.1 Investments in mutual funds......................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.03.2 Preferred stocks:

3.21 Affiliated............................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.03.22 Unaffiliated........................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

3.3 Publicly traded equity securities (excluding preferred stocks): 3.31 Affiliated............................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.03.32 Unaffiliated........................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

3.4 Other equity securities: 3.41 Affiliated............................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.03.42 Unaffiliated........................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

3.5 Other equity interests including tangible personal property under lease: 3.51 Affiliated............................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.03.52 Unaffiliated........................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

4. Mortgage loans: 4.1 Construction and land development............................................................. ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.04.2 Agricultural.................................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.04.3 Single family residential properties............................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.04.4 Multifamily residential properties................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.04.5 Commercial loans......................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.04.6 Mezzanine real estate loans......................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.0

5. Real estate investments: 5.1 Property occupied by company..................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.05.2 Property held for production of income (including $..........0 of

property acquired in satisfaction of debt)...................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.05.3 Property held for sale (including $..........0 property acquired in

satisfaction of debt)....................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.06. Contract loans....................................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.07. Derivatives............................................................................................................ ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.08. Receivables for securities..................................................................................... ..............................0 ............0.0 ..............................0 .........................0 ..............................0 ............0.09. Securities lending (Line 10, Asset Page reinvested collateral)............................. ..............................0 ............0.0 ..............................0 .........XXX............ .........XXX................. .........XXX..

10. Cash, cash equivalents and short-term investments............................................ .....................16,929 ............0.0 .....................16,929 .........................0 .....................16,929 ............0.011. Other invested assets........................................................................................... ..............11,799,890 ............3.2 ..............11,799,890 .........................0 ..............11,799,890 ............3.212. Total invested assets............................................................................................ ............368,215,975 ........100.0 ............368,215,975 .........................0 ............368,215,975 ........100.0


SI02

SCHEDULE A - VERIFICATION BETWEEN YEARS Real Estate

1. Book/adjusted carrying value, December 31 of prior year...................................................................................................................................................................... 0

2. Cost of acquired:

2.1 Actual cost at time of acquisition (Part 2, Column 6)............................................................................................................... 0

2.2 Additional investment made after acquisition (Part 2, Column 9)........................................................................................... 0 0

3. Current year change in encumbrances:

3.1 Totals, Part 1, Column 13........................................................................................................................................................ 0

3.2 Totals, Part 3, Column 11........................................................................................................................................................ 0 0

4. Total gain (loss) on disposals, Part 3, Column 18.................................................................................................................................................................................. 0

5. Deduct amounts received on disposals, Part 3, Column 15................................................................................................................................................................... 0

6. Total foreign exchange change in book/adjusted carrying value:



7. Deduct current year's other than temporary impairment recognized:



8. Deduct current year's depreciation:


8.2 Totals, Part 3, Column 9........................................................................................................................................................... 0 0

9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)................................................................................................................................. 0

10. Deduct total nonadmitted amounts......................................................................................................................................................................................................... 0

11. Statement value at end of current period (Line 9 minus Line 10).......................................................................................................................................................... 0

NONE

SCHEDULE B - VERIFICATION BETWEEN YEARS Mortgage Loans

1. Book value/recorded investment excluding accrued interest, December 31 of prior year..................................................................................................................... 0


2.1 Actual cost at time of acquisition (Part 2, Column 7)............................................................................................................... 0

2.2 Additional investment made after acquisition (Part 2, Column 8)........................................................................................... 0 0

3. Capitalized deferred interest and other:



4. Accrual of discount.................................................................................................................................................................................................................................. 0

5. Unrealized valuation increase (decrease):

5.1 Totals, Part 1, Column 9........................................................................................................................................................... 0



7. Deduct amounts received on disposals, Part 3, Column 15................................................................................................................................................................... 0

8. Deduct amortization of premium and mortgage interest points and commitment fees.......................................................................................................................... 0

9. Total foreign exchange change in book value/recorded investment excluding accrued interest:






11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...................................................................... 0

12. Total valuation allowance........................................................................................................................................................................................................................ 0

13. Subtotal (Line 11 plus Line 12)............................................................................................................................................................................................................... 0


15. Statement value at end of current period (Line 13 minus Line 14)........................................................................................................................................................ 0

NONE


SI03

SCHEDULE BA - VERIFICATION BETWEEN YEARS Other Long-Term Invested Assets

1. Book/adjusted carrying value, December 31 of prior year...................................................................................................................................................................... 2,278,186


2.1 Actual cost at time of acquisition (Part 2, Column 8)............................................................................................................... 16,730,577

2.2 Additional investment made after acquisition (Part 2, Column 9)........................................................................................... 0 16,730,577

3. Capitalized deferred interest and other:



4. Accrual of discount.................................................................................................................................................................................................................................. 0





7. Deduct amounts received on disposals, Part 3, Column 16................................................................................................................................................................... 7,208,873

8. Deduct amortization of premium and depreciation................................................................................................................................................................................. 0







11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)....................................................................................................................... 11,799,890


13. Statement value at end of current period (Line 11 minus Line 12)........................................................................................................................................................ 11,799,890

SCHEDULE D - VERIFICATION BETWEEN YEARS Bonds and Stocks

1. Book/adjusted carrying value, December 31 of prior year...................................................................................................................................................................... 392,152,746

2. Cost of bonds and stocks acquired, Part 3, Column 7............................................................................................................................................................................ 68,238,531

3. Accrual of discount.................................................................................................................................................................................................................................. 1,145,202


4.1 Part 1, Column 12.................................................................................................................................................................... 0

4.2 Part 2, Section 1, Column 15................................................................................................................................................... 0

4.3 Part 2, Section 2, Column 13................................................................................................................................................... 3,344,658

4.4 Part 4, Column 11.................................................................................................................................................................... 0 3,344,658

5. Total gain (loss) on disposals, Part 4, Column 19.................................................................................................................................................................................. 571,752

6. Deduct consideration for bonds and stocks disposed of, Part 4, Column 7........................................................................................................................................... 98,866,252

7. Deduct amortization of premium............................................................................................................................................................................................................. 880,437


8.1 Part 1, Column 15.................................................................................................................................................................... 0



8.4 Part 4, Column 15.................................................................................................................................................................... 0 0


9.1 Part 1, Column 14.................................................................................................................................................................... 0



9.4 Part 4, Column 13.................................................................................................................................................................... 0 0

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)............................................................................................................................. 365,706,200

11. Deduct total nonadmitted amounts......................................................................................................................................................................................................... 9,307,042

12. Statement value at end of current period (Line 10 minus Line 11)........................................................................................................................................................ 356,399,158


SI04

SCHEDULE D - SUMMARY BY COUNTRY Long-Term Bonds and Stocks OWNED December 31 of Current Year

1 2 3 4Book/Adjusted Par Value

Description Carrying Value Fair Value Actual Cost of Bonds

BONDS 1. United States........................ .......................5,523,485 .......................6,579,576 .......................5,954,367 .......................4,938,043

Governments (Including all obligations 2. Canada................................. .......................1,987,619 .......................2,927,800 .......................1,977,000 .......................2,000,000

guaranteed by governments) 3. Other Countries.................... ......................................0 ......................................0 ......................................0 ......................................0

4. Totals.................................... .......................7,511,104 .......................9,507,376 .......................7,931,367 .......................6,938,043

U.S. States, Territories and Possessions

(Direct and guaranteed) 5. Totals.................................... .....................19,912,657 .....................22,541,353 .....................20,017,826 .....................19,555,000

U.S. Political Subdivisions of States, Territories

and Possessions (Direct and guaranteed) 6. Totals.................................... .....................24,919,614 .....................28,200,671 .....................25,636,556 .....................24,405,000

U.S. Special Revenue and Special Assessment

Obligations and All Non-Guaranteed Obligations

of Agencies and Authorities of Governments

and Their Political Subdivisions 7. Totals.................................... ...................287,152,896 ...................312,813,812 ...................281,224,450 ...................286,615,815

Industrial and Miscellaneous and Hybrid 8. United States........................ .....................14,025,830 .....................15,755,296 .....................14,011,730 .....................14,100,000

Securities (Unaffiliated) 9. Canada................................. ......................................0 ......................................0 ......................................0 ......................................0

10. Other Countries.................... .......................2,877,055 .......................3,047,078 .......................2,866,350 .......................2,955,000

11. Totals.................................... .....................16,902,885 .....................18,802,374 .....................16,878,080 .....................17,055,000

Parent, Subsidiaries and Affiliates 12. Totals.................................... ......................................0 ......................................0 ......................................0 ......................................0

13. Total Bonds......................... ...................356,399,156 ...................391,865,586 ...................351,688,279 ...................354,568,858

PREFERRED STOCKS 14. United States........................ ......................................0 ......................................0 ......................................0

Industrial and Miscellaneous (Unaffiliated) 15. Canada................................. ......................................0 ......................................0 ......................................0

16. Other Countries.................... ......................................0 ......................................0 ......................................0

17. Totals.................................... ......................................0 ......................................0 ......................................0

Parent, Subsidiaries and Affiliates 18. Totals.................................... ......................................0 ......................................0 ......................................0

19. Total Preferred Stocks....... ......................................0 ......................................0 ......................................0

COMMON STOCKS 20. United States........................ ......................................0 ......................................0 ......................................0

Industrial and Miscellaneous (Unaffiliated) 21. Canada................................. ......................................0 ......................................0 ......................................0

22. Other Countries.................... ......................................0 ......................................0 ......................................0

23. Totals.................................... ......................................0 ......................................0 ......................................0

Parent, Subsidiaries and Affiliates 24. Totals.................................... .......................9,307,041 .......................9,307,041 .......................7,919,751

25. Total Common Stocks....... .......................9,307,041 .......................9,307,041 .......................7,919,751

26. Total Stocks........................ .......................9,307,041 .......................9,307,041 .......................7,919,751

27. Total Bonds and Stocks.... ...................365,706,197 ...................401,172,627 ...................359,608,030


SI05

SCHEDULE D - PART 1A - SECTION 1 Quality and Maturity Distribution of All Bonds Owned December 31, At Book/Adjusted Carrying Values By Major Types of Issues and NAIC Designations

1 2 3 4 5 6 7 8 9 10 11Quality Rating per the 1 Year Over 1 Year Over 5 Years Over 10 Years Over 20 Total Column 6 as a Total from Column % from Col. 7 Total Total

NAIC Designation or Less Through 5 Years Through 10 Years Through 20 Years Years Current Year % of Line 9.7 6 Prior Year Prior Year Publicly Traded Privately Placed (a)1. U.S. Governments

1.1 Class 1............................................................................................. ...............................0 .................2,991,235 .................2,532,250 ...............................0 ...............................0 .................5,523,485 ............................1.5 .................5,661,792 ............................1.5 .................5,523,485 ...............................01.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................01.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................01.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................01.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................01.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................01.7 Totals............................................................................................... ...............................0 .................2,991,235 .................2,532,250 ...............................0 ...............................0 .................5,523,485 ............................1.5 .................5,661,792 ............................1.5 .................5,523,485 ...............................0

2. All Other Governments 2.1 Class 1............................................................................................. ...............................0 ...............................0 .................1,987,619 ...............................0 ...............................0 .................1,987,619 ............................0.6 .................1,986,520 ............................0.5 .................1,987,619 ...............................02.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ....................120,244 ............................0.0 ...............................0 ...............................02.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................02.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................02.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................02.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................02.7 Totals............................................................................................... ...............................0 ...............................0 .................1,987,619 ...............................0 ...............................0 .................1,987,619 ............................0.6 .................2,106,764 ............................0.5 .................1,987,619 ...............................0

3. U.S. States, Territories and Possessions, etc., Guaranteed 3.1 Class 1............................................................................................. ...............................0 .................4,587,098 .................4,205,839 .................9,128,178 .................1,991,543 ...............19,912,658 ............................5.6 ...............12,553,931 ............................3.2 ...............19,912,658 ...............................03.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................03.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................03.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................03.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................03.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................03.7 Totals............................................................................................... ...............................0 .................4,587,098 .................4,205,839 .................9,128,178 .................1,991,543 ...............19,912,658 ............................5.6 ...............12,553,931 ............................3.2 ...............19,912,658 ...............................0

4. U.S. Political Subdivisions of States, Territories and Possessions, Guaranteed

4.1 Class 1............................................................................................. ...............................0 ...............21,864,325 .................3,055,288 ...............................0 ...............................0 ...............24,919,613 ............................7.0 ...............32,447,288 ............................8.4 ...............24,919,613 ...............................04.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................04.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................04.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................04.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................04.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................04.7 Totals............................................................................................... ...............................0 ...............21,864,325 .................3,055,288 ...............................0 ...............................0 ...............24,919,613 ............................7.0 ...............32,447,288 ............................8.4 ...............24,919,613 ...............................0

5. U.S. Special Revenue & Special Assessment Obligations, etc., Non-Guaranteed

5.1 Class 1............................................................................................. .................1,410,089 ...............20,055,362 ...............64,331,789 ...............85,530,678 ...............72,747,917 .............244,075,835 ..........................68.5 .............241,065,795 ..........................62.3 .............244,075,835 ...............................05.2 Class 2............................................................................................. ...............................0 ...............................0 .................5,182,760 ...............16,542,454 ...............18,351,848 ...............40,077,062 ..........................11.2 ...............61,411,460 ..........................15.9 ...............40,077,062 ...............................05.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 .................3,000,000 ...............................0 .................3,000,000 ............................0.8 ...............................0 ............................0.0 .................3,000,000 ...............................05.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................05.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................05.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................05.7 Totals............................................................................................... .................1,410,089 ...............20,055,362 ...............69,514,549 .............105,073,132 ...............91,099,765 .............287,152,897 ..........................80.6 .............302,477,255 ..........................78.2 .............287,152,897 ...............................0


SI06

SCHEDULE D - PART 1A - SECTION 1 (continued) Quality and Maturity Distribution of All Bonds Owned December 31, At Book/Adjusted Carrying Values By Major Types of Issues and NAIC Designations


NAIC Designation or Less Through 5 Years Through 10 Years Through 20 Years Years Current Year % of Line 9.7 6 Prior Year Prior Year Publicly Traded Privately Placed (a)6. Industrial and Miscellaneous (unaffiliated)

6.1 Class 1............................................................................................. ...............................0 ...............................0 .................3,095,199 ...............................0 ...............................0 .................3,095,199 ............................0.9 ...............16,720,532 ............................4.3 .................3,095,199 ...............................06.2 Class 2............................................................................................. ......................14,604 ....................438,130 ...............12,040,560 .................1,314,390 ...............................0 ...............13,807,684 ............................3.9 ...............14,802,800 ............................3.8 .................2,982,534 ...............10,825,1506.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................06.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................06.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................06.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................06.7 Totals............................................................................................... ......................14,604 ....................438,130 ...............15,135,759 .................1,314,390 ...............................0 ...............16,902,883 ............................4.7 ...............31,523,332 ............................8.2 .................6,077,733 ...............10,825,150

7. Hybrid Securities 7.1 Class 1............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................07.7 Totals............................................................................................... ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................0

8. Parent, Subsidiaries and Affiliates 8.1 Class 1............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.2 Class 2............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................08.7 Totals............................................................................................... ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ...............................0


SI07

SCHEDULE D - PART 1A - SECTION 1 (continued) Quality and Maturity Distribution of All Bonds Owned December 31, At Book/Adjusted Carrying Values By Major Types of Issues and NAIC Designations


NAIC Designation or Less Through 5 Years Through 10 Years Through 20 Years Years Current Year % of Line 9.7 6 Prior Year Prior Year Publicly Traded Privately Placed (a)9. Total Bonds Current Year

9.1 Class 1............................................................................................. (d)............1,410,089 ...............49,498,020 ...............79,207,984 ...............94,658,856 ...............74,739,460 .............299,514,409 ..........................84.0 ..............XXX............. ..............XXX............. .............299,514,409 ...............................09.2 Class 2............................................................................................. (d)..................14,604 ....................438,130 ...............17,223,320 ...............17,856,844 ...............18,351,848 ...............53,884,746 ..........................15.1 ..............XXX............. ..............XXX............. ...............43,059,596 ...............10,825,1509.3 Class 3............................................................................................. (d)...........................0 ...............................0 ...............................0 .................3,000,000 ...............................0 .................3,000,000 ............................0.8 ..............XXX............. ..............XXX............. .................3,000,000 ...............................09.4 Class 4............................................................................................. (d)...........................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ..............XXX............. ..............XXX............. ...............................0 ...............................09.5 Class 5............................................................................................. (d)...........................0 ...............................0 ...............................0 ...............................0 ...............................0 (c)...........................0 ............................0.0 ..............XXX............. ..............XXX............. ...............................0 ...............................09.6 Class 6............................................................................................. (d)...........................0 ...............................0 ...............................0 ...............................0 ...............................0 (c)...........................0 ............................0.0 ..............XXX............. ..............XXX............. ...............................0 ...............................09.7 Totals............................................................................................... .................1,424,693 ...............49,936,150 ...............96,431,304 .............115,515,700 ...............93,091,308 (b)........356,399,155 ........................100.0 ..............XXX............. ..............XXX............. .............345,574,005 ...............10,825,1509.8 Line 9.7 as a % of Col. 6................................................................. ............................0.4 ..........................14.0 ..........................27.1 ..........................32.4 ..........................26.1 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX............. ..........................97.0 ............................3.0

10. Total Bonds Prior Year 10.1 Class 1............................................................................................. ...............16,502,519 ...............56,008,971 ...............57,191,269 ...............85,434,265 ...............95,298,834 ..............XXX............. ..............XXX............. .............310,435,858 ..........................80.3 .............310,435,858 ...............................010.2 Class 2............................................................................................. .................4,460,542 ...............11,497,761 ...............17,191,513 ...............22,169,962 ...............21,014,726 ..............XXX............. ..............XXX............. ...............76,334,504 ..........................19.7 ...............65,506,096 ...............10,828,40810.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ..............XXX............. ..............XXX............. ...............................0 ............................0.0 ...............................0 ...............................010.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ..............XXX............. ..............XXX............. ...............................0 ............................0.0 ...............................0 ...............................010.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ..............XXX............. ..............XXX............. (c)...........................0 ............................0.0 ...............................0 ...............................010.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ..............XXX............. ..............XXX............. (c)...........................0 ............................0.0 ...............................0 ...............................010.7 Totals............................................................................................... ...............20,963,061 ...............67,506,732 ...............74,382,782 .............107,604,227 .............116,313,560 ..............XXX............. ..............XXX............. (b)........386,770,362 ........................100.0 .............375,941,954 ...............10,828,40810.8 Line 10.7 as a % of Col. 8............................................................... ............................5.4 ..........................17.5 ..........................19.2 ..........................27.8 ..........................30.1 ..............XXX............. ..............XXX............. ........................100.0 ..............XXX............. ..........................97.2 ............................2.8

11. Total Publicly Traded Bonds 11.1 Class 1............................................................................................. .................1,410,089 ...............49,498,021 ...............79,207,985 ...............94,658,857 ...............74,739,457 .............299,514,409 ..........................84.0 .............310,435,858 ..........................80.3 .............299,514,409 ..............XXX.............11.2 Class 2............................................................................................. ...............................0 ...............................0 .................8,165,294 ...............16,542,454 ...............18,351,848 ...............43,059,596 ..........................12.1 ...............65,506,096 ..........................16.9 ...............43,059,596 ..............XXX.............11.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 .................3,000,000 ...............................0 .................3,000,000 ............................0.8 ...............................0 ............................0.0 .................3,000,000 ..............XXX.............11.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ..............XXX.............11.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ..............XXX.............11.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ...............................0 ..............XXX.............11.7 Totals............................................................................................... .................1,410,089 ...............49,498,021 ...............87,373,279 .............114,201,311 ...............93,091,305 .............345,574,005 ..........................97.0 .............375,941,954 ..........................97.2 .............345,574,005 ..............XXX.............11.8 Line 11.7 as a % of Col. 6............................................................... ............................0.4 ..........................14.3 ..........................25.3 ..........................33.0 ..........................26.9 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX............. ........................100.0 ..............XXX.............11.9 Line 11.7 as a % of Line 9.7, Col. 6, Section 9.............................. ............................0.4 ..........................13.9 ..........................24.5 ..........................32.0 ..........................26.1 ..........................97.0 ..............XXX............. ..............XXX............. ..............XXX............. ..........................97.0 ..............XXX.............

12. Total Privately Placed Bonds 12.1 Class 1............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ..............XXX............. ...............................012.2 Class 2............................................................................................. ......................14,604 ....................438,130 .................9,058,026 .................1,314,390 ...............................0 ...............10,825,150 ............................3.0 ...............10,828,408 ............................2.8 ..............XXX............. ...............10,825,15012.3 Class 3............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ..............XXX............. ...............................012.4 Class 4............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ..............XXX............. ...............................012.5 Class 5............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ..............XXX............. ...............................012.6 Class 6............................................................................................. ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ...............................0 ............................0.0 ...............................0 ............................0.0 ..............XXX............. ...............................012.7 Totals............................................................................................... ......................14,604 ....................438,130 .................9,058,026 .................1,314,390 ...............................0 ...............10,825,150 ............................3.0 ...............10,828,408 ............................2.8 ..............XXX............. ...............10,825,15012.8 Line 12.7 as a % of Col. 6............................................................... ............................0.1 ............................4.0 ..........................83.7 ..........................12.1 ............................0.0 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX............. ..............XXX............. ........................100.012.9 Line 12.7 as a % of Line 9.7, Col. 6, Section 9.............................. ............................0.0 ............................0.1 ............................2.5 ............................0.4 ............................0.0 ............................3.0 ..............XXX............. ..............XXX............. ..............XXX............. ..............XXX............. ............................3.0

(a) Includes $.....5,825,151 freely tradable under SEC Rule 144 or qualified for resale under SEC Rule 144A. (b) Includes $..........0 current year, $..........0 prior year of bonds with Z designations and $..........0 current year, $..........0 prior year of bonds with Z* designations. The letter "Z" means the NAIC designation was not assigned by the

Securities Valuation Office (SVO) at the date of the statement. "Z*" means the SVO could not evaluate the obligation because valuation procedures for the security class are under regulatory review. (c) Includes $..........0 current year, $..........0 prior year of bonds with 5* designations and $..........0 current year, $..........0 prior year of bonds with 6* designations. "5*" means the NAIC designation was assigned by the SVO in reliance on

the insurer's certification that the issuer is current in all principal and interest payments. "6*" means the NAIC designation was assigned by the SVO due to inadequate certification of principal and interest payments. (d) Includes the following amount of non-rated short-term and cash equivalent bonds by NAIC designation: NAIC 1 $............0; NAIC 2 $............0; NAIC 3 $............0; NAIC 4 $............0; NAIC 5 $............0; NAIC 6 $............0.


SI08

SCHEDULE D - PART 1A - SECTION 2 Maturity Distribution of All Bonds Owned December 31, At Book/Adjusted Carrying Values By Major Type and Subtype of Issues

1 2 3 4 5 6 7 8 9 10 111 Year Over 1 Year Over 5 Years Over 10 Years Over 20 Total Column 6 as a Total from Column % from Col. 7 Total Total

Distribution by Type or Less Through 5 Years Through 10 Years Through 20 Years Years Current Year % of Line 9.5 6 Prior Year Prior Year Publicly Traded Privately Placed1. U.S. Governments

1.1 Issuer Obligations.................................................................................... ...............................0 .................2,991,234 .................2,273,733 .............................0 .............................0 .................5,264,967 ............................1.5 .................5,348,679 ..........................1.4 .................5,264,967 .............................01.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ....................258,518 .............................0 .............................0 ....................258,518 ............................0.1 ....................313,113 ..........................0.1 ....................258,518 .............................01.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................01.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................01.5 Totals....................................................................................................... ...............................0 .................2,991,234 .................2,532,251 .............................0 .............................0 .................5,523,485 ............................1.5 .................5,661,792 ..........................1.5 .................5,523,485 .............................0

2. All Other Governments 2.1 Issuer Obligations.................................................................................... ...............................0 ...............................0 .................1,987,619 .............................0 .............................0 .................1,987,619 ............................0.6 .................2,106,764 ..........................0.5 .................1,987,619 .............................02.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................02.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................02.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................02.5 Totals....................................................................................................... ...............................0 ...............................0 .................1,987,619 .............................0 .............................0 .................1,987,619 ............................0.6 .................2,106,764 ..........................0.5 .................1,987,619 .............................0

3. U.S. States, Territories and Possessions, Guaranteed 3.1 Issuer Obligations.................................................................................... ...............................0 .................4,587,098 .................4,205,839 ...............9,128,178 ...............1,991,543 ...............19,912,658 ............................5.6 ...............12,553,931 ..........................3.2 ...............19,912,658 .............................03.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................03.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................03.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................03.5 Totals....................................................................................................... ...............................0 .................4,587,098 .................4,205,839 ...............9,128,178 ...............1,991,543 ...............19,912,658 ............................5.6 ...............12,553,931 ..........................3.2 ...............19,912,658 .............................0

4. U.S. Political Subdivisions of States, Territories and Possessions, Guaranteed

4.1 Issuer Obligations.................................................................................... ...............................0 ...............21,864,325 .................3,055,288 .............................0 .............................0 ...............24,919,613 ............................7.0 ...............32,447,288 ..........................8.4 ...............24,919,613 .............................04.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................04.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................04.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................04.5 Totals....................................................................................................... ...............................0 ...............21,864,325 .................3,055,288 .............................0 .............................0 ...............24,919,613 ............................7.0 ...............32,447,288 ..........................8.4 ...............24,919,613 .............................0

5. U.S. Special Revenue & Special Assessment Obligations, etc., Non-Guaranteed

5.1 Issuer Obligations.................................................................................... .................1,410,089 ...............20,055,362 ...............69,514,549 ...........105,073,133 .............78,479,844 .............274,532,977 ..........................77.0 .............277,514,076 ........................71.8 .............274,532,977 .............................05.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............12,619,920 ...............12,619,920 ............................3.5 ...............24,963,178 ..........................6.5 ...............12,619,920 .............................05.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................05.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................05.5 Totals....................................................................................................... .................1,410,089 ...............20,055,362 ...............69,514,549 ...........105,073,133 .............91,099,764 .............287,152,897 ..........................80.6 .............302,477,254 ........................78.2 .............287,152,897 .............................0

6. Industrial and Miscellaneous (unaffiliated) 6.1 Issuer Obligations.................................................................................... ......................14,604 ....................438,130 ...............15,135,759 ...............1,314,390 .............................0 ...............16,902,883 ............................4.7 ...............21,469,070 ..........................5.6 .................6,077,733 .............10,825,1506.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................06.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................06.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............10,054,263 ..........................2.6 ...............................0 .............................06.5 Totals....................................................................................................... ......................14,604 ....................438,130 ...............15,135,759 ...............1,314,390 .............................0 ...............16,902,883 ............................4.7 ...............31,523,333 ..........................8.2 .................6,077,733 .............10,825,150

7. Hybrid Securities 7.1 Issuer Obligations.................................................................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................07.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................07.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................07.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................07.5 Totals....................................................................................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................0

8. Parent, Subsidiaries and Affiliates 8.1 Issuer Obligations.................................................................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................08.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................08.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................08.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................08.5 Totals....................................................................................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 .............................0


SI09

SCHEDULE D - PART 1A - SECTION 2 (continued) Maturity Distribution of All Bonds Owned December 31, At Book/Adjusted Carrying Values By Major Type and Subtype of Issues

1 2 3 4 5 6 7 8 9 10 111 Year Over 1 Year Over 5 Years Over 10 Years Over 20 Total Column 6 as a Total from Column % from Col. 7 Total Total

Distribution by Type or Less Through 5 Years Through 10 Years Through 20 Years Years Current Year % of Line 9.5 6 Prior Year Prior Year Publicly Traded Privately Placed9. Total Bonds Current Year

9.1 Issuer Obligations.................................................................................... .................1,424,693 ...............49,936,149 ...............96,172,787 ...........115,515,701 .............80,471,387 .............343,520,717 ..........................96.4 ..............XXX............. ..............XXX........... .............332,695,567 .............10,825,1509.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ....................258,518 .............................0 .............12,619,920 ...............12,878,438 ............................3.6 ..............XXX............. ..............XXX........... ...............12,878,438 .............................09.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ..............XXX............. ..............XXX........... ...............................0 .............................09.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ..............XXX............. ..............XXX........... ...............................0 .............................09.5 Totals....................................................................................................... .................1,424,693 ...............49,936,149 ...............96,431,305 ...........115,515,701 .............93,091,307 .............356,399,155 ........................100.0 ..............XXX............. ..............XXX........... .............345,574,005 .............10,825,1509.6 Line 9.5 as a % of Col. 6......................................................................... ............................0.4 ..........................14.0 ..........................27.1 ........................32.4 ........................26.1 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX........... ..........................97.0 ..........................3.0

10. Total Bonds Prior Year 10.1 Issuer Obligations.................................................................................... ...............10,908,798 ...............67,506,732 ...............74,382,782 ...........107,291,114 .............91,350,382 ..............XXX............. ..............XXX............. .............351,439,808 ........................90.9 .............340,611,400 .............10,828,40810.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 ..................313,113 .............24,963,178 ..............XXX............. ..............XXX............. ...............25,276,291 ..........................6.5 ...............25,276,291 .............................010.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ..............XXX............. ..............XXX............. ...............................0 ..........................0.0 ...............................0 .............................010.4 Other Loan-Backed and Structured Securities....................................... ...............10,054,263 ...............................0 ...............................0 .............................0 .............................0 ..............XXX............. ..............XXX............. ...............10,054,263 ..........................2.6 ...............10,054,263 .............................010.5 Totals....................................................................................................... ...............20,963,061 ...............67,506,732 ...............74,382,782 ...........107,604,227 ...........116,313,560 ..............XXX............. ..............XXX............. .............386,770,362 ......................100.0 .............375,941,954 .............10,828,40810.6 Line 10.5 as a % of Col. 8....................................................................... ............................5.4 ..........................17.5 ..........................19.2 ........................27.8 ........................30.1 ..............XXX............. ..............XXX............. ........................100.0 ..............XXX........... ..........................97.2 ..........................2.8

11. Total Publicly Traded Bonds 11.1 Issuer Obligations.................................................................................... .................1,410,089 ...............49,498,021 ...............87,114,761 ...........114,201,311 .............80,471,385 .............332,695,567 ..........................93.3 .............340,611,400 ........................88.1 .............332,695,567 ..............XXX...........11.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ....................258,518 .............................0 .............12,619,920 ...............12,878,438 ............................3.6 ...............25,276,291 ..........................6.5 ...............12,878,438 ..............XXX...........11.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ...............................0 ..............XXX...........11.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............10,054,263 ..........................2.6 ...............................0 ..............XXX...........11.5 Totals....................................................................................................... .................1,410,089 ...............49,498,021 ...............87,373,279 ...........114,201,311 .............93,091,305 .............345,574,005 ..........................97.0 .............375,941,954 ........................97.2 .............345,574,005 ..............XXX...........11.6 Line 11.5 as a % of Col. 6....................................................................... ............................0.4 ..........................14.3 ..........................25.3 ........................33.0 ........................26.9 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX........... ........................100.0 ..............XXX...........11.7 Line 11.5 as a % of Line 9.5, Col. 6, Section 9....................................... ............................0.4 ..........................13.9 ..........................24.5 ........................32.0 ........................26.1 ..........................97.0 ..............XXX............. ..............XXX............. ..............XXX........... ..........................97.0 ..............XXX...........

12. Total Privately Placed Bonds 12.1 Issuer Obligations.................................................................................... ......................14,604 ....................438,130 .................9,058,026 ...............1,314,390 .............................0 ...............10,825,150 ............................3.0 ...............10,828,408 ..........................2.8 ..............XXX............. .............10,825,15012.2 Residential Mortgage-Backed Securities................................................ ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ..............XXX............. .............................012.3 Commercial Mortgage-Backed Securities.............................................. ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ..............XXX............. .............................012.4 Other Loan-Backed and Structured Securities....................................... ...............................0 ...............................0 ...............................0 .............................0 .............................0 ...............................0 ............................0.0 ...............................0 ..........................0.0 ..............XXX............. .............................012.5 Totals....................................................................................................... ......................14,604 ....................438,130 .................9,058,026 ...............1,314,390 .............................0 ...............10,825,150 ............................3.0 ...............10,828,408 ..........................2.8 ..............XXX............. .............10,825,15012.6 Line 12.5 as a % of Col. 6....................................................................... ............................0.1 ............................4.0 ..........................83.7 ........................12.1 ..........................0.0 ........................100.0 ..............XXX............. ..............XXX............. ..............XXX........... ..............XXX............. ......................100.012.7 Line 12.5 as a % of Line 9.5, Col. 6, Section 9....................................... ............................0.0 ............................0.1 ............................2.5 ..........................0.4 ..........................0.0 ............................3.0 ..............XXX............. ..............XXX............. ..............XXX........... ..............XXX............. ..........................3.0


SI10, SI11, SI12, SI13, SI14

Sch. DA-VerificationNONE

Sch. DB-Pt. A-VerificationNONE

Sch. DB-Pt. B-VerificationNONE

Sch. DB-Pt. C-Sn. 1NONE

Sch. DB-Pt. C-Sn. 2NONE

Sch. DB-VerificationNONE


SI15

SCHEDULE E - VERIFICATION BETWEEN YEARSCash Equivalents

1 2 3Total Bonds Other (a)

1. Book/adjusted carrying value, December 31 of prior year...................................................................... ..............................580,000 ..............................580,000 ..........................................0

2. Cost of cash equivalents acquired.......................................................................................................... ..........................................0 ..........................................0 ..........................................0

3. Accrual of discount................................................................................................................................... ..........................................0 ..........................................0 ..........................................0

4. Unrealized valuation increase (decrease)............................................................................................... ..........................................0 ..........................................0 ..........................................0

5. Total gain (loss) on disposals.................................................................................................................. ..........................................0 ..........................................0 ..........................................0

6. Deduct consideration received on disposals........................................................................................... ..............................580,000 ..............................580,000 ..........................................0

7. Deduct amortization of premium............................................................................................................. ..........................................0 ..........................................0 ..........................................0

8. Total foreign exchange change in book/adjusted carrying value........................................................... ..........................................0 ..........................................0 ..........................................0

9. Deduct current year's other than temporary impairment recognized..................................................... ..........................................0 ..........................................0 ..........................................0

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)............................. ..........................................0 ..........................................0 ..........................................0

11. Deduct total nonadmitted amounts......................................................................................................... ..........................................0 ..........................................0 ..........................................0

12. Statement value at end of current period (Line 10 minus Line 11)........................................................ ..........................................0 ..........................................0 ..........................................0

(a) Indicate the category of such investments, for example, joint ventures, transportation equipment:.....


E01, E02, E03, E04, E05, E06

Sch. A-Pt. 1NONE

Sch. A-Pt. 2NONE

Sch. A-Pt. 3NONE

Sch. B-Pt. 1NONE

Sch. B-Pt. 2NONE

Sch. B-Pt. 3NONE


E07

SCHEDULE BA - PART 1Showing Other Long-Term Invested Assets OWNED December 31 of Current Year

1 2 3 Location 6 7 8 9 10 11 12 Change in Book/Adjusted Carrying Value 18 19 204 5 13 14 15 16 17

Current Year's Current Year's TotalBook/Adjusted Unrealized (Depreciation) Other Than Capitalized Foreign Commitment

NAIC Date Type Carrying Value Valuation or Temporary Deferred Exchange for PercentageCUSIP Name of Vendor Desig- Originally and Actual Fair Less Increase (Amortization) Impairment Interest Change in Investment Additional of

Identification Name or Description Code City State or General Partner nation Acquired Strategy Cost Value Encumbrances (Decrease) /Accretion Recognized and Other B./A.C.V. Income Investment OwnershipFixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated

59219# 10 9 Metropolitan Money Market Pool Participation...... ......... Various..................... NY.... Metropolitan Money Market Pool........................ ........1 Various...... .......0 .........11,799,890 .........11,799,890 .........11,799,890 .......................0 .......................0 .......................0 .......................0 .......................0 .............(13,296) .......................0 ..........0.00799999. Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated.......................................................................................................... .........11,799,890 .........11,799,890 .........11,799,890 .......................0 .......................0 .......................0 .......................0 .......................0 .............(13,296) .......................0 ....XXX.....3999999. Subtotal - Unaffiliated........................................................................................................................ ........................................................................................................................... .........11,799,890 .........11,799,890 .........11,799,890 .......................0 .......................0 .......................0 .......................0 .......................0 .............(13,296) .......................0 ....XXX.....4199999. Totals................................................................................................................................................ ........................................................................................................................... .........11,799,890 .........11,799,890 .........11,799,890 .......................0 .......................0 .......................0 .......................0 .......................0 .............(13,296) .......................0 ....XXX.....


E08

SCHEDULE BA - PART 2Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE December 31 of Current Year

1 2 Location 5 6 7 8 9 10 113 4 Date Type Actual Cost Additional Percentage

CUSIP Name of Vendor Originally and at Time of Investment Made Amount of ofIdentification Name or Description City State or General Partner Acquired Strategy Acquisition After Acquisition Encumbrances Ownership

Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated 59219# 10 9 Metropolitan Money Market Pool Participation.................................................... Various......................................................... NY........... Metropolitan Money Market Pool..................................................................... 03/31/2012 ...............0 .....................................2,895,632 ...................................................0 ...................................................0 ............0.059219# 10 9 Metropolitan Money Market Pool Participation.................................................... Various......................................................... NY........... Metropolitan Money Market Pool..................................................................... 06/30/2012 ...............0 ...................................12,428,922 ...................................................0 ...................................................0 ............0.059219# 10 9 Metropolitan Money Market Pool Participation.................................................... Various......................................................... NY........... Metropolitan Money Market Pool..................................................................... 12/31/2012 ...............0 .....................................1,406,023 ...................................................0 ...................................................0 ............0.0

0799999. Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated............................................................... ................................................................................................................................................................. ...................................16,730,577 ...................................................0 ...................................................0 ....XXX.......3999999. Subtotal - Unaffiliated.......................................................................................................................................................................................................... ................................................................................................................................................................. ...................................16,730,577 ...................................................0 ...................................................0 ....XXX.......4199999. Totals.................................................................................................................................................................................................................................. ................................................................................................................................................................. ...................................16,730,577 ...................................................0 ...................................................0 ....XXX.......


E09

SCHEDULE BA - PART 3Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Year

1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 203 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Total Book/AdjustedCarrying Value Unrealized (Depreciation) Other Than Capitalized Total Foreign Carrying Value Foreign

Date Less Valuation or Temporary Deferred Change in Exchange Less Exchange Realized TotalCUSIP Name or Name of Purchaser or Originally Disposal Encumbrances, Increase (Amortization)/ Impairment Interest B./A.C.V. Change in Encumbrances Gain (Loss) Gain (Loss) Gain (Loss) Investment

Identification Description City State Nature of Disposal Acquired Date Prior Year (Decrease) Accretion Recognized and Other (9+10-11+12) B./A.C.V on Disposal Consideration on Disposal on Disposal on Disposal IncomeFixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated

59219# 10 9 Metropolitan Money Market Pool Participation........................... Various........................ NY... Metropolitan Money Market Pool.............. 06/30/2012 09/30/2012 .......7,208,873 ..................0 ..................0 ..................0 ..................0 ..................0 ..................0 .......7,208,873 .......7,208,873 ..................0 ..................0 ..................0 ..................00799999. Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated.................................................................................................... .......7,208,873 ..................0 ..................0 ..................0 ..................0 ..................0 ..................0 .......7,208,873 .......7,208,873 ..................0 ..................0 ..................0 ..................03999999. Subtotal - Unaffiliated................................................................................................................................... .......................................................................................................... .......7,208,873 ..................0 ..................0 ..................0 ..................0 ..................0 ..................0 .......7,208,873 .......7,208,873 ..................0 ..................0 ..................0 ..................04199999. Totals........................................................................................................................................................... .......................................................................................................... .......7,208,873 ..................0 ..................0 ..................0 ..................0 ..................0 ..................0 .......7,208,873 .......7,208,873 ..................0 ..................0 ..................0 ..................0


E10

SCHEDULE D - PART 1 Showing all Long-Term BONDS Owned December 31 of Current Year

1 2 Codes 6 7 Fair Value 10 11 Change in Book/Adjusted Carrying Value Interest Dates3 4 5 8 9 12 13 14 15 16 17 18 19 20 21 22

Fo Rate Currentr Used Year's Totale to Unrealized Current Other Than Foreign Admitted Amount Statedi NAIC Obtain Valuation Year's Temporary Exchange Effective Amount Received Contractual

CUSIP g Bond Desig- Fair Fair Book/Adjusted Increase/ (Amortization)/ Impairment Change in Rate Rate When Due and During MaturityIdentification Description Code n CHAR nation Actual Cost Value Value Par Value Carrying Value (Decrease) Accretion Recognized B./A.C.V. of of Paid Accrued Year Acquired Date

U.S. Government - Issuer Obligations 912810 DX 3 T 7 1/2 11/15/16................................................................................... C..... .. ............ ......1 ..............2,309,684 ......126.734 ..............2,471,313 ..............1,950,000 ..............2,107,192 .......................0 .............(35,849) .........................0 .......................0 ..........7.500 .........5.170 MN...... ..............18,988 ............146,250 07/07/2006 11/15/2016912810 EF 1 T 8 3/4 05/15/20................................................................................... SD.. .. ............ ......1 ..............2,504,916 ......153.570 ..............2,825,688 ..............1,840,000 ..............2,273,732 .......................0 .............(47,850) .........................0 .......................0 ..........8.750 .........4.900 MN...... ..............20,903 ............161,000 08/20/2007 05/15/2020912828 EE 6 T 4 1/4 08/15/15................................................................................... C..... .. ............ ......1 .................884,138 ......110.180 .................973,991 .................884,000 .................884,042 .......................0 ....................(15) .........................0 .......................0 ..........4.250 .........4.240 FA....... ..............14,191 ..............37,570 08/15/2005 08/15/2015

0199999. U.S. Government - Issuer Obligations......................................................................................................... ..............5,698,738 ....XXX........ ..............6,270,992 ..............4,674,000 ..............5,264,966 .......................0 .............(83,714) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............54,082 ............344,820 .....XXX...... .....XXX......U.S. Government - Residential Mortgage-Backed Securities

36225B QJ 0 GNMA I 7.000% 781357....................................................................... C..... .. ..........2 ......1 .................114,157 ......116.405 .................135,911 .................116,757 .................115,012 .......................0 ...................467 .........................0 .......................0 ..........7.000 .........7.370 MON... ...................681 ................8,173 11/19/2001 10/01/202536225B QN 1 GNMA I 7.500% 781361....................................................................... C..... .. ..........2 ......1 .................141,473 ......117.236 .................172,672 .................147,286 .................143,506 .......................0 ...................883 .........................0 .......................0 ..........7.500 .........8.220 MON... ...................921 ..............11,046 11/19/2001 12/01/2025

0299999. U.S. Government - Residential Mortgage-Backed Securities....................................................................... .................255,630 ....XXX........ .................308,583 .................264,043 .................258,518 .......................0 ................1,350 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ................1,602 ..............19,219 .....XXX...... .....XXX......0599999. Total - U.S. Government.............................................................................................................................. ..............5,954,368 ....XXX........ ..............6,579,575 ..............4,938,043 ..............5,523,484 .......................0 .............(82,364) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............55,684 ............364,039 .....XXX...... .....XXX......All Other Governments - Issuer Obligations

642866 DF 1 PROV OF NEW BRUNSWICK 9.75% 05/15/2020................................ ....... A ............ ..1FE ..............1,977,000 ......146.390 ..............2,927,800 ..............2,000,000 ..............1,987,619 .......................0 ................1,100 .........................0 .......................0 ..........9.750 .........9.870 MN...... ..............24,917 ............195,000 04/25/1990 05/15/20200699999. All Other Governments - Issuer Obligations................................................................................................. ..............1,977,000 ....XXX........ ..............2,927,800 ..............2,000,000 ..............1,987,619 .......................0 ................1,100 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............24,917 ............195,000 .....XXX...... .....XXX......1099999. Total - All Other Governments..................................................................................................................... ..............1,977,000 ....XXX........ ..............2,927,800 ..............2,000,000 ..............1,987,619 .......................0 ................1,100 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............24,917 ............195,000 .....XXX...... .....XXX......U.S. States, Territories & Possessions (Direct and Guaranteed) - Issuer Obligations

34153P EF 1 FLORIDA STATE BOARD OF EDUCATION FL................................... ....... .. ..........1 ..1FE ..............3,194,400 ......115.756 ..............3,472,680 ..............3,000,000 ..............3,166,024 .......................0 .............(20,970) .........................0 .......................0 ..........5.000 .........4.010 JD....... ..............12,500 ............150,000 08/18/2011 06/01/2035882721 3S 0 TEXAS ST............................................................................................ ....... .. ..........1 ..1FE ..............7,932,081 ......115.351 ..............9,291,523 ..............8,055,000 ..............7,953,696 .......................0 ................5,319 .........................0 .......................0 ..........5.000 .........5.130 FA....... ............167,813 ............402,750 06/03/2008 08/01/2026882721 NU 3 TEXAS STATE OF............................................................................... ....... .. ..........1 ..1FE ..............4,631,625 ......111.366 ..............5,011,470 ..............4,500,000 ..............4,587,098 .......................0 .............(18,455) .........................0 .......................0 ..........4.500 .........4.000 AO...... ..............50,625 ............202,500 06/29/2010 04/01/202693974C LJ 7 STATE OF WASHINGTON - MOTOR VEHICLE FUEL........................ ....... .. ..........1 ..1FE ..............4,259,720 ......119.142 ..............4,765,680 ..............4,000,000 ..............4,205,839 .......................0 .............(26,733) .........................0 .......................0 ..........5.000 .........4.100 FA....... ..............83,333 ............200,000 12/02/2010 08/01/2028

1199999. U.S. States, Territories & Possessions - Issuer Obligations............................................... ............20,017,826 ....XXX........ ............22,541,353 ............19,555,000 ............19,912,657 .......................0 .............(60,839) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............314,271 ............955,250 .....XXX...... .....XXX......1799999. Total - U.S. States, Territories & Possessions (Direct and Guaranteed)....................................................... ............20,017,826 ....XXX........ ............22,541,353 ............19,555,000 ............19,912,657 .......................0 .............(60,839) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............314,271 ............955,250 .....XXX...... .....XXX......U.S. Political Subdivisions of States, Territories & Possessions (Direct and Guaranteed) - Issuer Obligations

167484 MQ 4 CHICAGO ILL G.O. REFBDS 1999...................................................... ....... .. ............ ..1FE ..............5,000,000 ......112.180 ..............5,609,000 ..............5,000,000 ..............5,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.250 .........5.250 JJ....... ............131,250 ............262,500 07/09/1999 01/01/2016233433 3Z 2 DADE CNTY FLA G.O. BDS1988 D..................................................... ....... .. ............ ..1FE ..............2,598,660 ......133.079 ..............2,661,580 ..............2,000,000 ..............2,168,261 .......................0 .............(39,636) .........................0 .......................0 ..........7.750 .........5.240 AO...... ..............38,750 ............155,000 08/18/1997 10/01/201664966F TB 0 NEW YORK, THE CITY OF.................................................................. ....... .. ..........1 ..1FE ..............7,053,110 ......112.147 ..............7,631,603 ..............6,805,000 ..............6,923,076 .......................0 .............(31,348) .........................0 .......................0 ..........5.000 .........4.390 FA....... ............141,771 ............340,250 04/10/2008 08/01/202464966G 4H 2 NEW YORK, THE CITY OF.................................................................. ....... .. ..........1 ..1FE ..............3,094,770 ......115.556 ..............3,466,680 ..............3,000,000 ..............3,055,288 .......................0 ...............(9,117) .........................0 .......................0 ..........5.000 .........4.600 AO...... ..............37,500 ............150,000 04/16/2008 04/01/202664966G UT 7 NEW YORK, THE CITY OF.................................................................. ....... .. ..........1 ..1FE ..............7,890,016 ......116.208 ..............8,831,808 ..............7,600,000 ..............7,772,989 .......................0 .............(28,007) .........................0 .......................0 ..........5.000 .........4.460 AO...... ..............95,000 ............380,000 04/10/2008 10/01/2025

1899999. U.S. Political Subdivisions of States, Territories & Possessions - Issuer Obligations.................................... ............25,636,556 ....XXX........ ............28,200,671 ............24,405,000 ............24,919,614 .......................0 ...........(108,108) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............444,271 .........1,287,750 .....XXX...... .....XXX......2499999. Total - U.S. Political Subdivisions of States, Territories & Possessions........................................................ ............25,636,556 ....XXX........ ............28,200,671 ............24,405,000 ............24,919,614 .......................0 ...........(108,108) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............444,271 .........1,287,750 .....XXX...... .....XXX......U.S. Special Revenue & Special Assessment Obligations and all Non-Guaranteed Obligations of Agencies and Authorities of Governments and Their U.S. Political Subdivisions - Issuer Obligations

040507 KR 5 ARIZONA HEALTH FACILITIES AUTHORITY - BA.............................. ....... .. ..........1 ..1FE ..............5,361,000 ......112.413 ..............6,744,780 ..............6,000,000 ..............5,472,317 .......................0 ..............29,246 .........................0 .......................0 ..........5.000 .........6.040 JJ....... ............150,000 ............300,000 10/24/2008 01/01/202510623N AZ 8 BRAZOS RIVER HARBOR NAVAL DISTRICT TX -............................. ....... .. ..........1 ..2FE ..............5,226,800 ......114.550 ..............5,727,500 ..............5,000,000 ..............5,182,760 .......................0 .............(19,762) .........................0 .......................0 ..........5.950 .........5.340 MN...... ..............38,014 ............297,500 08/30/2010 05/15/2033114894 SH 2 BROWARD COUNTY FL AIRPORT SYSTEM...................................... ....... .. ..........1 ..1FE ..............2,230,040 ......114.418 ..............2,288,360 ..............2,000,000 ..............2,224,999 .......................0 ...............(5,041) .........................0 .......................0 ..........5.000 .........3.620 AO...... ..............25,000 .......................0 09/20/2012 10/01/2028114894 SJ 8 BROWARD COUNTY FL AIRPORT SYSTEM...................................... ....... .. ..........1 ..1FE ..............2,524,568 ......113.881 ..............2,590,793 ..............2,275,000 ..............2,519,114 .......................0 ...............(5,454) .........................0 .......................0 ..........5.000 .........3.680 AO...... ..............28,438 .......................0 09/20/2012 10/01/2029114894 SK 5 BROWARD COUNTY FL AIRPORT SYSTEM...................................... ....... .. ..........1 ..1FE ..............2,763,200 ......113.435 ..............2,835,875 ..............2,500,000 ..............2,757,462 .......................0 ...............(5,738) .........................0 .......................0 ..........5.000 .........3.730 AO...... ..............31,250 .......................0 09/20/2012 10/01/2030114894 SL 3 BROWARD COUNTY FL AIRPORT SYSTEM...................................... ....... .. ..........1 ..1FE ..............1,698,081 ......113.169 ..............1,742,803 ..............1,540,000 ..............1,694,640 .......................0 ...............(3,441) .........................0 .......................0 ..........5.000 .........3.760 AO...... ..............19,250 .......................0 09/20/2012 10/01/203113078H AP 7 CA STATEWIDE COMM. DEV. - SOCALED........................................ ....... .. ..........1 ..1FE ..............4,000,000 ......108.199 ..............4,327,960 ..............4,000,000 ..............4,000,000 .......................0 .......................0 .........................0 .......................0 ..........4.500 .........4.500 MS...... ..............60,000 ............180,000 09/15/2010 09/01/202913078R ER 7 CALIFORNIA STATEWIDE COMMUNITIES DEVELOP....................... ....... .. ..........1 ..2FE ..............8,379,895 ......109.886 ..............9,340,310 ..............8,500,000 ..............8,393,482 .......................0 ................3,595 .........................0 .......................0 ..........5.750 .........5.860 MN...... ..............62,451 ............488,750 07/21/2008 05/15/2032163123 ML 3 CHELAN CNTY WASH PUB UTIL DIST REV REF B........................... @.... .. ............ ..1FE ..............5,079,875 ........93.853 ..............9,812,331 ............10,455,000 ..............8,790,580 .......................0 ............435,000 .........................0 .......................0 ..........0.000 .........5.140 N/A..... .......................0 .......................0 03/06/2002 06/01/201617131H CQ 9 CHULA VISTA CA INDUSTRIAL DEV SAN DIEGO............................. ....... .. ..........1 ..1FE .................500,000 ......100.976 .................504,880 .................500,000 .................500,000 .......................0 .......................0 .........................0 .......................0 ..........4.000 .........4.000 MS...... ................6,000 .......................0 09/06/2012 05/01/2039181004 CT 7 CLARK COUNTY NV INDUSTRIAL DEVELOPMENT -........................ ....... .. ..........1 ..2FE ..............2,471,175 ......103.113 ..............2,577,825 ..............2,500,000 ..............2,472,439 .......................0 ...................512 .........................0 .......................0 ..........5.250 .........5.330 MS...... ..............43,750 ............131,250 10/19/2010 03/01/2038235036 XY 1 DALLAS FORT WORTH TX INTERNATIONAL AIRPO........................ ....... .. ..........1 ..1FE .................855,240 ......108.687 .................869,496 .................800,000 .................853,254 .......................0 ...............(1,986) .........................0 .......................0 ..........5.000 .........4.000 MN...... ................6,667 ................6,778 08/27/2012 11/01/2035


E10.1





235416 Z8 0 DALLAS TX WATERWORKS AND SEWER......................................... ....... .. ..........1 ..1FE ..............2,090,020 ......114.838 ..............2,296,760 ..............2,000,000 ..............2,079,414 .......................0 ...............(7,425) .........................0 .......................0 ..........5.000 .........4.380 AO...... ..............25,000 ............100,000 07/20/2011 10/01/2039246579 ER 3 DELAWARE VALLEY PA REGL FIN AU LOC GOVT........................... ....... .. ............ ..1FE ..............4,081,095 ......119.451 ..............5,375,295 ..............4,500,000 ..............4,188,143 .......................0 ..............11,622 .........................0 .......................0 ..........5.500 .........6.200 FA....... ............103,125 ............247,500 01/27/2000 08/01/202825477G BQ 7 DISTRICT OF COLUMBIA - PITS........................................................ ....... .. ..........1 ..1FE ..............2,106,560 ......120.513 ..............2,410,260 ..............2,000,000 ..............2,085,888 .......................0 .............(10,365) .........................0 .......................0 ..........5.250 .........4.520 JD....... ................8,750 ............105,000 12/10/2010 12/01/2029254839 P4 9 DISTRICT OF COLUMBIA................................................................... ....... .. ..........1 ..1FE ..............8,264,550 ........80.803 ............11,312,420 ............14,000,000 ............10,779,650 .......................0 ............515,932 .........................0 .......................0 ..........0.000 .........4.900 AO...... .......................0 .......................0 09/27/2007 04/01/2040254845 HP 8 DISTRICT OF COLUMBIA WATER & SEWER AUTHO....................... ....... .. ..........1 ..1FE ..............2,220,780 ......115.593 ..............2,311,860 ..............2,000,000 ..............2,207,712 .......................0 .............(13,068) .........................0 .......................0 ..........5.000 .........3.720 AO...... ..............25,000 ..............52,500 03/28/2012 10/01/203741524C AU 8 COUNTY COMM. OF HARRISON CNTY WV - ALLEG........................ ....... .. ..........1 ..2FE ..............3,000,000 ......105.615 ..............3,168,450 ..............3,000,000 ..............3,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.500 .........5.500 AO...... ..............34,833 ............165,000 10/11/2007 10/15/2037426063 JU 8 HENRICO COUNTY VA IDA - BON SECOURS................................... ....... .. ..........2 ..1FE ..............9,808,750 ......118.497 ............11,257,215 ..............9,500,000 ..............9,768,138 .......................0 .............(18,730) .........................0 .......................0 ..........5.929 .........5.640 MON... ............194,439 ............593,168 02/12/2009 08/23/202745200F HN 2 ILLINOIS FINANCE AUTHORITY - RUSH U. MED.............................. ....... .. ..........1 ..1FE ..............5,057,232 ......107.399 ..............5,477,349 ..............5,100,000 ..............5,070,705 .......................0 ................2,255 .........................0 .......................0 ..........5.250 .........5.290 MN...... ..............44,625 ............267,750 05/20/2008 11/01/203545201Y QU 4 ILLINOIS HOUSING DEVELOPMENT AUTHORITY............................ ....... .. ........12 ..1FE .................529,085 ......101.060 .................530,565 .................525,000 .................527,597 .......................0 ..................(427) .........................0 .......................0 ..........5.000 .........4.820 FA....... ..............10,938 ..............26,250 02/13/2006 08/01/203645202Q BE 2 ILLINOIS FINANCE AUTHORITY......................................................... ....... .. ..........1 ..2FE ..............7,892,240 ......104.229 ..............8,338,320 ..............8,000,000 ..............7,911,157 .......................0 ................3,729 .........................0 .......................0 ..........5.000 .........5.100 MN...... ..............66,667 ............400,000 06/29/2007 05/01/203045479R AG 2 INDIANA HEALTH FACILITY FIN. AUTH. - CLA.................................. ....... .. ..........1 ..1FE ..............1,935,300 ......106.421 ..............2,128,420 ..............2,000,000 ..............1,940,745 .......................0 ................1,123 .........................0 .......................0 ..........5.000 .........5.210 FA....... ..............37,778 ............100,000 08/07/2007 02/15/203945528S JK 3 INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT............................... ....... .. ..........1 ..1FE ..............1,052,870 ......108.270 ..............1,082,700 ..............1,000,000 ..............1,020,828 .......................0 ...............(6,347) .........................0 .......................0 ..........5.250 .........4.500 JJ....... ..............26,250 ..............52,500 05/29/2007 01/01/202945528S QX 7 INDIANAPOLIS IN BOND BANK - AIRPORT....................................... ....... .. ..........1 ..1FE ..............1,021,410 ......110.890 ..............1,108,900 ..............1,000,000 ..............1,012,796 .......................0 ...............(3,297) .........................0 .......................0 ..........5.000 .........4.600 JJ....... ..............25,000 ..............50,000 03/30/2010 01/01/2020478271 JV 2 JOHNSON CITY HEALTH & ED FAC BOARD TN MO......................... ....... .. ..........1 ..2FE ..............1,033,910 ......110.945 ..............1,109,450 ..............1,000,000 ..............1,033,098 .......................0 ..................(812) .........................0 .......................0 ..........5.000 .........4.570 FA....... ..............14,306 .......................0 08/24/2012 08/15/204249126K FL 0 KENTUCKY ECONOMIC DEV. FIN. - BAPTIST HE............................. ....... .. ..........1 ..1FE ..............4,909,800 ......114.125 ..............5,706,250 ..............5,000,000 ..............4,929,119 .......................0 ................5,405 .........................0 .......................0 ..........5.375 .........5.560 FA....... ............101,528 ............268,750 02/06/2009 08/15/202449126K HS 3 KY ECONOMIC DEVELOPMENT FINANCE BAPTIST......................... ....... .. ..........1 ..1FE ..............1,242,188 ......108.435 ..............1,355,438 ..............1,250,000 ..............1,242,975 .......................0 ...................787 .........................0 .......................0 ..........5.000 .........5.030 FA....... ..............23,611 ..............41,840 12/14/2011 08/15/204250943P BH 1 LAKE COUNTY, OH HOSPITAL FACILITIES....................................... ....... .. ..........1 ..1FE ..............4,905,400 ......113.822 ..............5,691,100 ..............5,000,000 ..............4,927,764 .......................0 ................5,549 .........................0 .......................0 ..........5.500 .........5.690 FA....... ............103,889 ............275,000 06/19/2008 08/15/2024544435 U9 9 LOS ANGELES CA DEPT. OF AIRPORTS.......................................... ....... .. ..........1 ..1FE ..............2,067,720 ......115.909 ..............2,318,180 ..............2,000,000 ..............2,055,234 .......................0 ...............(6,113) .........................0 .......................0 ..........5.250 .........4.800 MN...... ..............13,417 ............105,000 11/10/2010 05/15/2033546398 J8 2 LA PUBLIC FACILITIES AUTHORITY - ENTERGY.............................. ....... .. ..........1 ..1FE ..............4,500,000 ......106.910 ..............4,810,950 ..............4,500,000 ..............4,500,000 .......................0 .......................0 .........................0 .......................0 ..........5.000 .........5.000 JD....... ..............18,750 ............225,000 09/29/2010 06/01/203054811A Q3 0 LOWER COLORADO RIVER AUTHORITY TX..................................... ....... .. ..........1 ..1FE .................101,743 ......112.524 .................112,524 .................100,000 .................101,505 .......................0 ..................(238) .........................0 .......................0 ..........5.750 .........5.060 MN...... ...................735 ................2,875 07/31/2012 05/15/203754811G EK 2 LOWER COLORADO RIVER AUTHORITY/TX..................................... ....... .. ..........1 ..1FE ..............4,528,070 ......112.524 ..............5,018,570 ..............4,460,000 ..............4,526,323 .......................0 ...............(1,747) .........................0 .......................0 ..........5.750 .........5.070 MN...... ..............32,769 .......................0 12/07/2012 05/15/203754811G ER 7 LOWER COLORADO RIVER AUTHORITY TX..................................... ....... .. ..........1 ..1FE .................446,715 ......108.034 .................475,350 .................440,000 .................446,543 .......................0 ..................(172) .........................0 .......................0 ..........5.750 .........5.070 MN...... ................3,233 .......................0 12/07/2012 05/15/2037574217 S9 7 MARYLAND HEALTH & HIGHER ED. - WASHINGTO......................... ....... .. ..........1 ..2FE ..............1,460,250 ......107.007 ..............1,605,105 ..............1,500,000 ..............1,463,332 .......................0 ...................730 .........................0 .......................0 ..........5.750 .........5.940 JJ....... ..............43,125 ..............86,250 02/07/2008 01/01/203857583H AL 1 MASSACHUSETTS DEV. FIN. AGENCY - DOMINIO........................... ....... .. ........13 ..2FE ..............4,978,250 ......103.129 ..............5,156,450 ..............5,000,000 ..............4,979,614 .......................0 ...................460 .........................0 .......................0 ..........5.000 .........5.030 FA....... ............104,167 ............250,000 10/18/2010 02/01/203657583T BW 0 MA DEVELOPMENT FINANCE AGENCY COVANTA EN.................... ....... .. ..........1 ..3FE ..............3,000,000 ......100.613 ..............3,018,390 ..............3,000,000 ..............3,000,000 .......................0 .......................0 .........................0 .......................0 ..........4.875 .........4.870 MN...... ..............18,688 .......................0 11/05/2012 11/01/202757583U CL 0 MASSACHUSETTS DEV. FIN. AGENCY - BROAD I............................ ....... .. ..........1 ..1FE ..............2,564,550 ......112.278 ..............2,806,950 ..............2,500,000 ..............2,556,986 .......................0 ...............(5,484) .........................0 .......................0 ..........5.250 .........4.910 AO...... ..............32,813 ............131,250 08/02/2011 04/01/203757586P BS 4 MASSACHUSETTS HOUSING FINANCE AGENCY/MA...................... ....... .. ........13 ..1FE ..............2,967,563 ......101.811 ..............3,028,877 ..............2,975,000 ..............2,968,902 .......................0 ...................203 .........................0 .......................0 ..........5.000 .........5.010 JD....... ..............12,396 ............148,750 07/20/2006 12/01/203557586P FD 3 MASSACHUSETTS HOUSING FINANCE AGENCY............................ ....... .. ........12 ..1FE ..............5,920,000 ......102.028 ..............6,040,058 ..............5,920,000 ..............5,920,000 .......................0 .......................0 .........................0 .......................0 ..........5.000 .........5.000 JD....... ..............24,667 ............296,000 07/28/2006 12/01/2031575896 JX 4 MASSACHUSETTS PORT AUTHORITY.............................................. ....... .. ..........1 ..1FE ..............1,107,370 ......116.413 ..............1,164,130 ..............1,000,000 ..............1,103,293 .......................0 ...............(4,077) .........................0 .......................0 ..........5.000 .........3.700 JJ....... ..............22,500 .......................0 07/11/2012 07/01/2030575896 JZ 9 MASSACHUSETTS PORT AUTHORITY.............................................. ....... .. ..........1 ..1FE ..............1,622,110 ......115.431 ..............1,708,379 ..............1,480,000 ..............1,616,744 .......................0 ...............(5,365) .........................0 .......................0 ..........5.000 .........3.830 JJ....... ..............33,300 .......................0 07/11/2012 07/01/2032575896 KA 2 MASSACHUSETTS PORT AUTHORITY.............................................. ....... .. ..........1 ..1FE ..............1,086,530 ......112.455 ..............1,124,550 ..............1,000,000 ..............1,083,278 .......................0 ...............(3,252) .........................0 .......................0 ..........5.000 .........3.940 JJ....... ..............22,500 .......................0 07/11/2012 07/01/2037575896 KB 0 MASSACHUSETTS PORT AUTHORITY.............................................. ....... .. ..........1 ..1FE ..............1,943,442 ......111.940 ..............2,014,920 ..............1,800,000 ..............1,938,069 .......................0 ...............(5,373) .........................0 .......................0 ..........5.000 .........4.020 JJ....... ..............40,500 .......................0 07/11/2012 07/01/2042576000 LM 3 MASSACHUSETTS SCHOOL BUILDING AUTHORITY....................... ....... .. ..........1 ..1FE ..............3,514,550 ......119.161 ..............3,872,733 ..............3,250,000 ..............3,488,683 .......................0 .............(22,316) .........................0 .......................0 ..........5.000 .........4.000 AO...... ..............34,306 ............154,375 10/31/2011 10/15/203257604P UA 0 MASSACHUSETTS ST WATER POLLUTION ABATEME.................... ....... .. ..........1 ..1FE .................152,148 ......100.380 .................150,570 .................150,000 .................150,000 .......................0 .......................0 .........................0 .......................0 ..........5.625 .........5.370 FA....... ................3,516 ................8,438 09/28/2004 08/01/2017592041 RR 0 MET GOV'T NASHVILLE & DAVIDSON - VANDERB........................... ....... .. ..........1 ..1FE ..............2,570,275 ......118.570 ..............2,964,250 ..............2,500,000 ..............2,564,601 .......................0 ...............(1,559) .........................0 .......................0 ..........5.500 .........5.290 AO...... ..............34,375 ............137,500 03/13/2009 10/01/203459259Y QN 2 METROPOLITAN TRANSPORTATION AUTHORITY NY..................... ....... .. ..........1 ..1FE ..............8,065,610 ......117.057 ..............8,193,990 ..............7,000,000 ..............8,033,027 .......................0 .............(32,583) .........................0 .......................0 ..........5.000 .........3.240 MN...... ..............44,722 ..............82,639 07/12/2012 11/15/2028592646 X9 9 METROPOLITAN WASHINGTON AIRPORTS AUTHORI.................... ....... .. ..........1 ..1FE ..............5,136,800 ......117.956 ..............5,897,800 ..............5,000,000 ..............5,112,310 .......................0 .............(11,792) .........................0 .......................0 ..........5.000 .........4.650 AO...... ..............62,500 ............250,000 11/17/2010 10/01/202659333P HQ 4 MIAMI-DADE COUNTY OF - AIRPORT............................................... ....... .. ..........1 ..1FE ..............4,970,000 ......101.981 ..............5,099,050 ..............5,000,000 ..............4,972,640 .......................0 ................1,121 .........................0 .......................0 ..........5.000 .........5.050 AO...... ..............62,500 ............250,000 09/08/2010 10/01/203060415N YY 2 MINNESOTA STATE HOUSING FINANCE AGENCY.......................... ....... .. ..........1 ..1FE ..............1,230,000 ......101.499 ..............1,248,438 ..............1,230,000 ..............1,230,000 .......................0 .......................0 .........................0 .......................0 ..........4.850 .........4.850 JJ....... ..............29,828 ..............59,655 02/09/2006 07/01/2031646080 HG 9 NEW JERSEY HIGHER EDUCATION STUDENT ASSI....................... ....... .. ..........1 ..1FE ..............1,020,000 ......112.973 ..............1,152,325 ..............1,020,000 ..............1,020,000 .......................0 .......................0 .........................0 .......................0 ..........5.875 .........5.870 JD....... ................4,994 ..............59,925 08/01/2008 06/01/2021649834 AS 7 NEW YORK STATE DORM AUTH. - STATE U.................................... ....... .. ..........2 ..1FE ..............7,137,510 ......107.571 ..............7,691,327 ..............7,150,000 ..............7,149,458 .......................0 ...................258 .........................0 .......................0 ..........5.250 .........5.250 MN...... ..............47,965 ............375,375 09/22/2005 05/15/2015


E10.2





649876 RV 3 NEW YORK ST LOC GOVT ASSISTANC REF BDS............................ ....... .. ..........2 ..1FE ..............4,651,100 ......124.025 ..............6,201,250 ..............5,000,000 ..............4,840,211 .......................0 ..............17,523 .........................0 .......................0 ..........5.000 .........5.540 AO...... ..............62,500 ............250,000 06/04/1997 04/01/2021649902 SR 5 NEW YORK STATE DORMITORY AUTHORITY - PIT......................... ....... .. ..........1 ..1FE ..............4,573,425 ......121.947 ..............5,182,748 ..............4,250,000 ..............4,514,441 .......................0 .............(33,538) .........................0 .......................0 ..........5.750 .........4.580 MS...... ..............71,955 ............244,375 03/16/2011 03/15/203664990E CL 9 NY STATE DORMITORY AUTHORITY NY PERSONAL...................... ....... .. ..........1 ..1FE ..............5,794,850 ......121.404 ..............6,070,200 ..............5,000,000 ..............5,761,948 .......................0 .............(32,902) .........................0 .......................0 ..........5.000 .........3.200 JD....... ..............11,111 ............115,972 06/14/2012 12/15/2029658203 PH 1 NORTH CAROLINA MUN PWR AGY NO CATAWBA EL..................... ....... .. ........12 ......1 .................976,664 ......100.000 .................935,000 .................935,000 .................935,000 .......................0 ...............(7,541) .........................0 .......................0 ..........5.500 .........5.050 JJ....... ..............25,713 ..............51,425 08/18/1997 01/01/2013

66285W EX 0 NORTH TEXAS TOLLWAY AUTHORITY-DALLAS TX......................... ....... .. ..........1 ..1FE ..............2,467,770 ......115.315 ..............2,479,273 ..............2,150,000 ..............2,448,314 .......................0 .............(19,456) .........................0 .......................0 ..........5.750 .........2.760 JJ....... ..............61,813 .......................0 08/21/2012 01/01/204066285W JL 1 NORTH TEXAS TOLLWAY AUTHORITY SPECIAL PR....................... ....... .. ..........1 ..1FE ..............2,135,700 ......117.987 ..............2,359,740 ..............2,000,000 ..............2,122,447 .......................0 .............(11,597) .........................0 .......................0 ..........5.000 .........4.150 MS...... ..............33,322 ..............80,833 11/03/2011 09/01/2030662903 ND 1 NORTH TEXAS MUNICIPAL WATER DISTRICT................................. ....... .. ..........1 ..1FE ..............1,069,800 ......108.705 ..............1,087,050 ..............1,000,000 ..............1,067,273 .......................0 ...............(2,527) .........................0 .......................0 ..........4.000 .........3.140 MS...... ..............21,778 .......................0 07/12/2012 09/01/203070917R TN 5 PENNSYLVANIA HIGHER ED. - U PENN MEDICAL............................ ....... .. ........12 ..1FE ..............5,277,800 ......122.508 ..............6,125,400 ..............5,000,000 ..............5,180,484 .......................0 .............(26,954) .........................0 .......................0 ..........6.000 .........5.250 FA....... ............113,333 ............300,000 02/10/2009 08/15/202670917S AS 2 PA HIGHER EDUCATIONAL FACILITIES AUTHORI........................... ....... .. ..........1 ..1FE ..............2,812,178 ......117.801 ..............2,892,015 ..............2,455,000 ..............2,804,281 .......................0 ...............(7,897) .........................0 .......................0 ..........5.000 .........3.200 AO...... ..............30,006 .......................0 09/19/2012 04/01/202970917S DB 6 PA HIGHER ED FAC AUTH SHIPPENSBURG UNIV........................... ....... .. ..........1 ..2FE .................641,401 ......109.093 .................643,649 .................590,000 .................641,179 .......................0 ..................(222) .........................0 .......................0 ..........5.000 .........3.920 AO...... ................1,475 .......................0 11/29/2012 10/01/203571883M FF 6 PHOENIX CIVIC IMPROVEMENT CORP. - AIRPOR........................... ....... .. ..........1 ..1FE ..............4,039,322 ......117.347 ..............4,476,788 ..............3,815,000 ..............3,972,990 .......................0 .............(25,084) .........................0 .......................0 ..........5.000 .........4.150 JJ....... ..............95,375 ............190,750 03/26/2010 07/01/2022762212 3B 2 RHODE ISLAND HOUSING&MORTGAGE FINANCE CO.................... ....... .. ..........1 ..1FE ..............2,850,000 ......102.305 ..............2,915,693 ..............2,850,000 ..............2,850,000 .......................0 .......................0 .........................0 .......................0 ..........5.000 .........5.000 AO...... ..............35,625 ............142,500 06/06/2006 10/01/2036762212 4T 2 RHODE ISLAND HOUSING&MORTGAGE FINANCE CO.................... ....... .. ........12 ..1FE ..............5,086,016 ......106.000 ..............5,384,800 ..............5,080,000 ..............5,085,165 .......................0 ..................(179) .........................0 .......................0 ..........8.890 .........8.850 AO...... ............114,144 ............444,746 10/16/2008 10/01/203676221R QX 4 RHODE ISLAND HOUSING&MORTGAGE FINANCE CO.................... ....... .. ..........1 ..1FE ..............6,000,000 ......102.697 ..............6,161,820 ..............6,000,000 ..............6,000,000 .......................0 .......................0 .........................0 .......................0 ..........4.500 .........4.500 AO...... ..............67,500 ..............66,000 06/08/2012 10/01/2028762315 HU 6 RHODE ISLAND STUDENT LOAN AUTHORITY................................. ....... .. ..........1 ..1FE ..............5,000,000 ......109.536 ..............5,476,800 ..............5,000,000 ..............5,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.875 .........5.870 JD....... ..............24,479 ............293,750 05/01/2008 06/01/202879020F AM 8 ST JOHN BAPTIST PARISH LA........................................................... ....... .. ..........1 ..2FE ..............5,000,000 ......106.414 ..............5,320,700 ..............5,000,000 ..............5,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.125 .........5.120 JD....... ..............21,354 ............256,250 06/19/2007 06/01/2037796253 S8 6 SAN ANTONIO TX E&G....................................................................... ....... .. ..........1 ..1FE ..............4,105,280 ......119.768 ..............4,790,720 ..............4,000,000 ..............4,070,467 .......................0 ...............(9,722) .........................0 .......................0 ..........5.250 .........4.910 FA....... ..............87,500 ............210,000 02/27/2009 02/01/2027882117 N5 9 TEXAS A&M UNIVERSITY................................................................... ....... .. ..........1 ..1FE ..............6,166,767 ......129.769 ..............7,584,998 ..............5,845,000 ..............6,113,371 .......................0 .............(15,142) .........................0 .......................0 ..........5.500 .........5.000 JJ....... ............160,738 ............321,475 03/11/2009 07/01/203188275A BG 4 TEXAS DEPARTMENT OF HOUSING & COMMUNITY....................... ....... .. ..........1 ..1FE ..............1,979,480 ......102.310 ..............2,046,200 ..............2,000,000 ..............1,981,638 .......................0 ...................451 .........................0 .......................0 ..........5.000 .........5.070 JJ....... ..............44,722 ............100,000 06/08/2007 01/20/2047917436 XU 6 UTAH HOUSING CORPORATION....................................................... ....... .. ........12 ..1FE ..............2,829,616 ......102.170 ..............2,881,194 ..............2,820,000 ..............2,823,764 .......................0 ...............(1,137) .........................0 .......................0 ..........5.000 .........4.950 JJ....... ..............70,500 ............141,000 04/12/2007 07/01/2038917436 XX 0 UTAH HOUSING CORPORATION....................................................... ....... .. ..........1 ..1FE .................870,000 ......100.228 .................871,984 .................870,000 .................870,000 .......................0 .......................0 .........................0 .......................0 ..........5.000 .........5.000 JJ....... ..............21,750 ..............43,500 04/12/2007 07/01/2035927793 WM 7 VA COMMONWEALTH TRANSPORTATION BOARD VA.................... ....... .. ..........1 ..1FE ..............5,303,251 ......108.278 ..............5,386,831 ..............4,975,000 ..............5,294,970 .......................0 ...............(8,281) .........................0 .......................0 ..........4.000 .........3.200 MN...... ..............25,428 ..............83,469 09/13/2012 05/15/2034928077 EU 6 VA PORT AUTHORITY........................................................................ ....... .. ..........1 ..1FE ..............2,530,075 ......100.351 ..............2,508,775 ..............2,500,000 ..............2,505,742 .......................0 .............(11,106) .........................0 .......................0 ..........5.000 .........4.530 JJ....... ..............62,500 ............125,000 09/21/2010 07/01/203693978E A9 3 WASHINGTON STATE HEALTH FAC. AUTH. - PRO.......................... ....... .. ..........1 ..1FE ..............2,000,000 ......111.359 ..............2,227,180 ..............2,000,000 ..............2,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.250 .........5.250 AO...... ..............26,250 ............105,000 03/10/2008 10/01/2033944514 FL 7 WAYNE CHARTER COUNTY MI AIRPORT......................................... ....... .. ..........1 ..1FE ..............5,000,000 ......103.826 ..............5,191,300 ..............5,000,000 ..............5,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.000 .........5.000 JD....... ..............20,833 ............250,000 01/17/2008 12/01/203798322P 4S 5 WYOMING COMMUNITY DEVELOPMENT AUTHORITY.................... ....... .. ........12 ..1FE ..............5,085,065 ......105.894 ..............5,379,415 ..............5,080,000 ..............5,081,975 .......................0 ..................(407) .........................0 .......................0 ..........8.923 .........8.910 JD....... ..............38,604 ............453,694 10/16/2008 12/01/2037

2599999. U.S. Special Revenue & Assessment Obligations - Issuer Obligations........................................................ ..........268,577,830 ....XXX........ ..........299,279,054 ..........274,135,000 ..........274,532,978 .......................0 ............619,845 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... .........3,415,133 .......11,042,307 .....XXX...... .....XXX......U.S. Special Revenue & Special Assessment Obligations and all Non-Guaranteed Obligations of Agencies and Authorities of Governments and Their U.S. Political Subdivisions - Residential Mortgage-Backed Securities

312944 SW 2 FHLMC 4.000% A95933....................................................................... ....... .. ............ ......1 ..............4,228,594 ......109.943 ..............4,667,641 ..............4,245,510 ..............4,230,536 .......................0 ................2,669 .........................0 .......................0 ..........4.000 .........4.050 MON... ..............14,152 ............169,820 01/10/2011 12/01/20403132GK 2K 1 FHLMC 3.500% Q04678...................................................................... ....... .. ............ ......1 ..............8,418,026 ......107.672 ..............8,867,117 ..............8,235,305 ..............8,389,383 .......................0 .............(41,222) .........................0 .......................0 ..........3.500 .........2.960 MON... ..............24,020 ............288,236 11/07/2011 11/01/2041

2699999. U.S. Special Revenue - Residential Mortgage-Backed Securities................................................................ ............12,646,620 ....XXX........ ............13,534,758 ............12,480,815 ............12,619,919 .......................0 .............(38,553) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............38,172 ............458,056 .....XXX...... .....XXX......3199999. Total - U.S. Special Revenue & Special Assessment Obligations................................................................ ..........281,224,450 ....XXX........ ..........312,813,812 ..........286,615,815 ..........287,152,897 .......................0 ............581,292 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... .........3,453,305 .......11,500,363 .....XXX...... .....XXX......Industrial & Miscellaneous (Unaffiliated) - Issuer Obligations

219350 AC 9 CORNING INC 8.875% 08/15/2021...................................................... ....... .. ............ ..1FE ..............1,097,800 ......139.716 ..............1,536,876 ..............1,100,000 ..............1,098,747 .......................0 .....................93 .........................0 .......................0 ..........8.875 .........8.890 FA....... ..............36,881 ..............97,625 08/08/1991 08/15/202142217K AW 6 HEALTH CARE REIT INC 5.25% 1/15/2022......................................... ....... .. ............ ..2FE ..............2,980,170 ......111.355 ..............3,340,650 ..............3,000,000 ..............2,982,534 .......................0 ................1,470 .........................0 .......................0 ..........5.250 .........5.330 JJ....... ..............72,625 ............157,500 03/09/2011 01/15/2022882384 AB 6 TEXAS EASTERN TRANSMISSI 4.125% 12/1/202.............................. ....... .. ............ ..2FE ..............2,937,900 ......108.558 ..............3,256,740 ..............3,000,000 ..............2,948,097 .......................0 ................5,378 .........................0 .......................0 ..........4.125 .........4.380 JD....... ..............10,313 ............123,750 02/01/2011 12/01/202094974B EV 8 WELLS FARGO & CO 4.6% 4/1/2021.................................................. LS... .. ............ ..1FE ..............1,995,860 ......115.024 ..............2,300,480 ..............2,000,000 ..............1,996,452 .......................0 ...................346 .........................0 .......................0 ..........4.600 .........4.620 AO...... ..............23,000 ..............92,000 03/22/2011 04/01/2021

G5264@ AA 9 KINGSPAN GROUP PLC 5.250% 08/10/21.......................................... ....... .. ............ ......2 ..............5,000,000 ......106.411 ..............5,320,550 ..............5,000,000 ..............5,000,000 .......................0 .......................0 .........................0 .......................0 ..........5.250 .........5.250 FA....... ............102,813 ............262,500 08/10/2011 08/10/202183363R AA 5 SOC CONC AUTO CENTRAL 6.223% 12/15/2026.............................. ....... F ............ ..2FE ..............2,866,350 ......103.116 ..............3,047,078 ..............2,955,000 ..............2,877,055 .......................0 ................6,307 .........................0 .......................0 ..........6.223 .........6.620 JD....... ................8,173 ............183,890 03/08/2011 12/15/2026

3299999. Industrial & Miscellaneous (Unaffiliated) - Issuer Obligations....................................................................... ............16,878,080 ....XXX........ ............18,802,374 ............17,055,000 ............16,902,885 .......................0 ..............13,594 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............253,805 ............917,265 .....XXX...... .....XXX......3899999. Total - Industrial & Miscellaneous (Unaffiliated)........................................................................................... ............16,878,080 ....XXX........ ............18,802,374 ............17,055,000 ............16,902,885 .......................0 ..............13,594 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ............253,805 ............917,265 .....XXX...... .....XXX......


E10.3





Totals 7799999. Total - Issuer Obligations............................................................................................................................. ..........338,786,030 ....XXX........ ..........378,022,244 ..........341,824,000 ..........343,520,719 .......................0 ............381,878 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... .........4,506,479 .......14,742,392 .....XXX...... .....XXX......7899999. Total - Residential Mortgage-Backed Securities........................................................................................... ............12,902,250 ....XXX........ ............13,843,341 ............12,744,858 ............12,878,437 .......................0 .............(37,203) .........................0 .......................0 ....XXX........ ....XXX...... .XXX... ..............39,774 ............477,275 .....XXX...... .....XXX......8399999. Grand Total - Bonds.................................................................................................................................... ..........351,688,280 ....XXX........ ..........391,865,585 ..........354,568,858 ..........356,399,156 .......................0 ............344,675 .........................0 .......................0 ....XXX........ ....XXX...... .XXX... .........4,546,253 .......15,219,667 .....XXX...... .....XXX......


E11

SCHEDULE D - PART 2 - SECTION 1Showing all PREFERRED STOCKS Owned December 31 of Current Year

1 2 Codes 5 6 7 8 Fair Value 11 Dividends Change in Book/Adjusted Carrying Value 20 213 4 9 10 12 13 14 15 16 17 18 19

F Currento Rate Per Year's Totalr Share Other Total Foreigne Par Book/ Used to Amount Nonadmitted Unrealized Current Than Change Exchangei Number Value Rate Adjusted Obtain Declared Received Declared Valuation Year's Temporary in Change NAIC

CUSIP g of Per Per Carrying Fair Fair Actual but During but Increase/ (Amortization)/ Impairment B./A.C.V. in Desig- DateIdentification Description Code n Shares Share Share Value Value Value Cost Unpaid Year Unpaid (Decrease) Accretion Recognized (15+16-17) B./A.C.V. nation Acquired

NONE


E12

SCHEDULE D - PART 2 - SECTION 2Showing all COMMON STOCKS Owned December 31 of Current Year

1 2 Codes 5 6 Fair Value 9 Dividends Change in Book/Adjusted Carrying Value 17 183 4 7 8 10 11 12 13 14 15 16

Fo Rate Per Current Totalr Share Year's Total Foreigne Book/ Used to Amount Nonadmitted Unrealized Other Than Change Exchange NAICi Number Adjusted Obtain Declared Received Declared Valuation Temporary in Change Market

CUSIP g of Carrying Fair Fair Actual but During but Increase/ Impairment B./A.C.V. in Indicator DateIdentification Description Code n Shares Value Value Value Cost Unpaid Year Unpaid (Decrease) Recognized (13-14) B./A.C.V. (a) Acquired

Common Stocks - Parent, Subsidiaries and Affiliates59228* 10 2 METROPOLITAN REINSURANCE CO........................................................... ........ .... .......7,499,998.000 .....................9,307,042 ...........1.056 .....................9,307,042 .....................7,919,751 .........................0 .........................0 .........................0 ............3,344,658 .........................0 ..............3,344,658 .......................0 K.............. 09/20/2004

9199999. Total - Common Stocks - Parent, Subsidiaries and Affiliates...................................................................................... .....................9,307,042 .......XXX....... .....................9,307,042 .....................7,919,751 .........................0 .........................0 .........................0 ............3,344,658 .........................0 ..............3,344,658 .......................0 ....XXX..... ....XXX.......9799999. Total - Common Stock............................................................................................................................................... .....................9,307,042 .......XXX....... .....................9,307,042 .....................7,919,751 .........................0 .........................0 .........................0 ............3,344,658 .........................0 ..............3,344,658 .......................0 ....XXX..... ....XXX.......9899999. Total - Preferred and Common Stock........................................................................................................................ .....................9,307,042 .......XXX....... .....................9,307,042 .....................7,919,751 .........................0 .........................0 .........................0 ............3,344,658 .........................0 ..............3,344,658 .......................0 ....XXX..... ....XXX.......(a) For all common stocks bearing the NAIC market indicator ''U'' provide: the number of such issues..........0, the total $ value (included in Column 8) of all such issues $..........0.


E13

SCHEDULE D - PART 3Showing all Long-Term Bonds and Stocks ACQUIRED During Current Year

1 2 3 4 5 6 7 8 9CUSIP Date Number of Actual Par Paid for Accrued

Identification Description Foreign Acquired Name of Vendor Shares of Stock Cost Value Interest and DividendsBonds - U.S. Special Revenue and Special Assessment

114894 SH 2 BROWARD COUNTY FL AIRPORT SYSTEM.................................................................... ................ 09/20/2012 CITICORP SECURITIES INC.................................................................................. ............................................................ ................................................2,230,040 ................................................2,000,000 .............................................................0114894 SJ 8 BROWARD COUNTY FL AIRPORT SYSTEM.................................................................... ................ 09/20/2012 CITICORP SECURITIES INC.................................................................................. ............................................................ ................................................2,524,568 ................................................2,275,000 .............................................................0114894 SK 5 BROWARD COUNTY FL AIRPORT SYSTEM.................................................................... ................ 09/20/2012 CITICORP SECURITIES INC.................................................................................. ............................................................ ................................................2,763,200 ................................................2,500,000 .............................................................0114894 SL 3 BROWARD COUNTY FL AIRPORT SYSTEM.................................................................... ................ 09/20/2012 CITICORP SECURITIES INC.................................................................................. ............................................................ ................................................1,698,081 ................................................1,540,000 .............................................................017131H CQ 9 CHULA VISTA CA INDUSTRIAL DEV SAN DIEGO............................................................ ................ 09/06/2012 MORGAN J P SEC INC........................................................................................... ............................................................ ...................................................500,000 ...................................................500,000 .............................................................0235036 XY 1 DALLAS FORT WORTH TX INTERNATIONAL AIRPO....................................................... ................ 08/27/2012 BARCLAYS BANK OF N Y...................................................................................... ............................................................ ...................................................855,240 ...................................................800,000 .............................................................0254845 HP 8 DISTRICT OF COLUMBIA WATER & SEWER AUTHO...................................................... ................ 03/28/2012 SIEBERT BRANDFORD.......................................................................................... ............................................................ ................................................2,220,780 ................................................2,000,000 .......................................................2,778478271 JV 2 JOHNSON CITY HEALTH & ED FAC BOARD TN MO....................................................... ................ 08/24/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,033,910 ................................................1,000,000 .............................................................054811A Q3 0 LOWER COLORADO RIVER AUTHORITY TX................................................................... ................ 07/31/2012 EXCHANGES (UNLIKE).......................................................................................... ............................................................ ...................................................101,743 ...................................................100,000 .............................................................054811G EK 2 LOWER COLORADO RIVER AUTHORITY/TX................................................................... ................ 12/07/2012 EXCHANGES (UNLIKE).......................................................................................... ............................................................ ................................................4,528,070 ................................................4,460,000 .............................................................054811G ER 7 LOWER COLORADO RIVER AUTHORITY TX................................................................... ................ 12/07/2012 EXCHANGES (UNLIKE).......................................................................................... ............................................................ ...................................................446,715 ...................................................440,000 .............................................................057583T BW 0 MA DEVELOPMENT FINANCE AGENCY COVANTA EN................................................... ................ 11/05/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................3,000,000 ................................................3,000,000 .............................................................0575896 JX 4 MASSACHUSETTS PORT AUTHORITY............................................................................ ................ 07/11/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,107,370 ................................................1,000,000 .............................................................0575896 JZ 9 MASSACHUSETTS PORT AUTHORITY............................................................................ ................ 07/11/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,622,110 ................................................1,480,000 .............................................................0575896 KA 2 MASSACHUSETTS PORT AUTHORITY............................................................................ ................ 07/11/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,086,530 ................................................1,000,000 .............................................................0575896 KB 0 MASSACHUSETTS PORT AUTHORITY............................................................................ ................ 07/11/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,943,442 ................................................1,800,000 .............................................................059259Y QN 2 METROPOLITAN TRANSPORTATION AUTHORITY NY................................................... ................ 07/12/2012 BARCLAYS BANK OF N Y...................................................................................... ............................................................ ................................................8,065,610 ................................................7,000,000 .............................................................064990E CL 9 NY STATE DORMITORY AUTHORITY NY PERSONAL.................................................... ................ 06/14/2012 GOLDMAN, SACHS & CO. (DOMESTIC)................................................................ ............................................................ ................................................5,794,850 ................................................5,000,000 .............................................................0

66285W EX 0 NORTH TEXAS TOLLWAY AUTHORITY-DALLAS TX....................................................... ................ 08/21/2012 FIRST UNION SECURITIES INC............................................................................ ............................................................ ................................................2,467,770 ................................................2,150,000 .....................................................18,200662903 ND 1 NORTH TEXAS MUNICIPAL WATER DISTRICT............................................................... ................ 07/12/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................1,069,800 ................................................1,000,000 .......................................................5,22270917S AS 2 PA HIGHER EDUCATIONAL FACILITIES AUTHORI......................................................... ................ 09/19/2012 CITICORP SECURITIES INC.................................................................................. ............................................................ ................................................6,248,648 ................................................5,455,000 .............................................................070917S DB 6 PA HIGHER ED FAC AUTH SHIPPENSBURG UNIV......................................................... ................ 11/29/2012 RBC DOMINION SECURITIES................................................................................ ............................................................ ...................................................641,401 ...................................................590,000 .............................................................076221R QX 4 RHODE ISLAND HOUSING&MORTGAGE FINANCE CO.................................................. ................ 06/08/2012 MERRILL LYNCH.................................................................................................... ............................................................ ................................................6,000,000 ................................................6,000,000 .............................................................0927793 WM 7 VA COMMONWEALTH TRANSPORTATION BOARD VA.................................................. ................ 09/13/2012 MESIROW FINANCIAL - MSF................................................................................. ............................................................ ................................................5,303,251 ................................................4,975,000 .....................................................51,961

3199999. Total - Bonds - U.S. Special Revenue and Special Assessments...................................................................................... .............................................................................................................................................................................................. ..............................................63,253,129 ..............................................58,065,000 .....................................................78,1618399997. Total - Bonds - Part 3....................................................................................................................................................... .............................................................................................................................................................................................. ..............................................63,253,129 ..............................................58,065,000 .....................................................78,1618399998. Total - Bonds - Summary Item from Part 5........................................................................................................................ .............................................................................................................................................................................................. ................................................4,985,402 ................................................4,900,000 .............................................................08399999. Total - Bonds.................................................................................................................................................................... .............................................................................................................................................................................................. ..............................................68,238,531 ..............................................62,965,000 .....................................................78,1619999999. Total - Bonds, Preferred and Common Stocks.................................................................................................................. .............................................................................................................................................................................................. ..............................................68,238,531 ...........................XXX.............................. .....................................................78,161


E14

SCHEDULE D - PART 4Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21F 11 12 13 14 15 Bondo Current Book/ Foreign Interest/r Prior Year Year's Total Adjusted Exchange Realized Total Stocke Book/ Unrealized Current Other Than Total Foreign Carrying Gain Gain Gain Dividends Statedi Number of Adjusted Valuation Year's Temporary Change in Exchange Value (Loss) (Loss) (Loss) Received Contractual

CUSIP g Disposal Shares Par Actual Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in at Disposal on on on During MaturityIdentification Description n Date Name of Purchaser of Stock Consideration Value Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Date Disposal Disposal Disposal Year Date

Bonds - U.S. Government 36225B QJ 0 GNMA I 7.000% 781357.......................................... ... 12/01/2012. MBS PAYDOWN............................ ........................... .............28,279 .............28,279 .............27,649 ................28,232 ..................0 .................47 ..................0 ...................47 .................0 .................28,279 ................0 ..................0 ..................0 ..........1,122 10/01/2025.36225B QN 1 GNMA I 7.500% 781361.......................................... ... 12/01/2012. MBS PAYDOWN............................ ........................... .............27,783 .............27,783 .............26,687 ................27,712 ..................0 .................71 ..................0 ...................71 .................0 .................27,783 ................0 ..................0 ..................0 ..........1,224 12/01/2025.

0599999. Total - Bonds - U.S. Government.............................................................. ..................................................................................... .............56,062 .............56,062 .............54,336 ................55,944 ..................0 ...............118 ..................0 .................118 .................0 .................56,062 ................0 ..................0 ..................0 ..........2,346 .....XXX......Bonds - All Other Government

698299 AQ 7 PANAMA, REPUBLIC OF........................................ F. 07/23/2012. MATURITY..................................... ........................... ...........120,000 ...........120,000 ...........123,000 ..............120,244 ..................0 ..............(244) ..................0 ...............(244) .................0 ...............120,000 ................0 ..................0 ..................0 ........11,250 07/23/2012.1099999. Total - Bonds - All Other Government....................................................... ..................................................................................... ...........120,000 ...........120,000 ...........123,000 ..............120,244 ..................0 ..............(244) ..................0 ...............(244) .................0 ...............120,000 ................0 ..................0 ..................0 ........11,250 .....XXX......Bonds - U.S. Special Revenue and Special Assessment

01170P BQ 8 ALASKA HOUSING FINANCE CORP...................... ... 06/01/2012. Called............................................. ........................... ........1,560,000 ........1,560,000 ........1,476,540 ...........1,482,603 ..................0 ..........77,397 ..................0 ............77,397 .................0 ............1,560,000 ................0 ..................0 ..................0 ........34,940 06/01/2038.03255L AX 7 ANAHEIM CALIF PUB FING AUTH LE LEASE REV ... 09/01/2012. MATURITY..................................... ........................... ........4,000,000 ........4,000,000 ........4,263,240 ...........4,016,236 ..................0 .........(16,236) ..................0 ...........(16,236) .................0 ............4,000,000 ................0 ..................0 ..................0 ......240,000 09/01/2012.106232 AV 3 BRAZOS RIV TEX HBR NAV DIST - BASF............. ... 02/01/2012. MATURITY..................................... ........................... ...........600,000 ...........600,000 ...........678,684 ..............600,000 ..................0 ...................0 ..................0 ....................0 .................0 ...............600,000 ................0 ..................0 ..................0 ........20,250 02/01/2012.167592 J8 8 CHICAGO O'HARE INTERNATIONAL AIRPORT/IL ... 09/12/2012. Called............................................. ........................... ...........605,000 ...........605,000 ...........604,757 ..............604,910 ..................0 .................90 ..................0 ...................90 .................0 ...............605,000 ................0 ..................0 ..................0 ........35,619 01/01/2016.167592 QC 1 CHICAGO ILL O HARE INTL ARPT R REF REV B. ... 09/12/2012. Called............................................. ........................... ........5,000,000 ........5,000,000 ........4,976,300 ...........4,997,503 ..................0 ............2,497 ..................0 ..............2,497 .................0 ............5,000,000 ................0 ..................0 ..................0 ......329,236 01/01/2013.312944 SW 2 FHLMC 4.000% A95933.......................................... ... 12/01/2012. MBS PAYDOWN............................ ........................... ...........486,282 ...........486,282 ...........484,345 ..............486,147 ..................0 ...............135 ..................0 .................135 .................0 ...............486,282 ................0 ..................0 ..................0 ........10,813 12/01/2040.

3132GK 2K 1 FHLMC 3.500% Q04678......................................... ... 12/11/2012. VARIOUS....................................... ........................... ........1,815,625 ........1,749,571 ........1,788,389 ...........1,773,327 ..................0 ...........(6,793) ..................0 .............(6,793) .................0 ............1,766,534 ................0 .........49,090 .........49,090 ........53,168 11/01/2041.3132GL EA 8 FHLMC 3.500% Q04929......................................... ... 12/11/2012. VARIOUS....................................... ........................... ......10,359,895 ........9,849,084 ......10,046,450 .........10,045,232 ..................0 .........(65,233) ..................0 ...........(65,233) .................0 ............9,979,999 ................0 .......379,896 .......379,896 ......338,566 12/01/2041.426063 JU 8 HENRICO COUNTY VA IDA - BON SECOURS...... ... 08/07/2012. VARIOUS....................................... ........................... ...........200,000 ...........200,000 ...........206,500 ..............200,181 ..................0 ..............(181) ..................0 ...............(181) .................0 ...............200,000 ................0 ..................0 ..................0 ........11,492 08/23/2027.451888 DU 2 ILLINOIS DEV FIN AUTH - AMEREN CIPS............. ... 09/06/2012. Called............................................. ........................... ......11,250,000 ......11,250,000 ......11,289,445 .........11,250,000 ..................0 ...................0 ..................0 ....................0 .................0 ..........11,250,000 ................0 ..................0 ..................0 ......472,656 03/01/2014.45201Y QU 4 ILLINOIS HOUSING DEVELOPMENT AUTHORITY ... 11/02/2012. Called............................................. ........................... ...........120,000 ...........120,000 ...........120,934 ..............120,691 ..................0 ..............(691) ..................0 ...............(691) .................0 ...............120,000 ................0 ..................0 ..................0 ..........4,000 08/01/2036.

525184 HK 6NEBRASKA INVESTMENT FINANCEAUTHORITY/NE ... 08/01/2012. Called............................................. ........................... ........1,590,000 ........1,590,000 ........1,592,051 ...........1,590,525 ..................0 ..............(525) ..................0 ...............(525) .................0 ............1,590,000 ................0 ..................0 ..................0 ......103,238 09/01/2013.

54810C YB 0 LOWER COLORADO RIVER AUTHORITY/TX........ ... 07/31/2012. EXCHANGES (UNLIKE)................. ........................... ........5,087,145 ........5,000,000 ........5,196,300 ...........5,103,903 ..................0 .........(16,758) ..................0 ...........(16,758) .................0 ............5,087,145 ................0 ..................0 ..................0 ......143,750 05/15/2037.

57586P BS 4MASSACHUSETTS HOUSING FINANCEAGENCY/MA ... 11/08/2012. Called............................................. ........................... ........1,445,000 ........1,445,000 ........1,441,388 ...........1,441,940 ..................0 ............3,060 ..................0 ..............3,060 .................0 ............1,445,000 ................0 ..................0 ..................0 ........37,428 12/01/2035.

575930 QM 7 MASSACHUSETTS HOUSING FINANCE AGENCY ... 11/01/2012. Called............................................. ........................... ........3,000,000 ........3,000,000 ........3,035,550 ...........3,004,395 ..................0 ...........(4,395) ..................0 .............(4,395) .................0 ............3,000,000 ................0 ..................0 ..................0 ......200,000 07/01/2022.

60415N YY 2MINNESOTA STATE HOUSING FINANCEAGENCY ... 12/03/2012. Called............................................. ........................... ...........475,000 ...........475,000 ...........475,000 ..............475,000 ..................0 ...................0 ..................0 ....................0 .................0 ...............475,000 ................0 ..................0 ..................0 ........20,774 07/01/2031.

64469A AB 3NEW HAMPSHIRE BUSINESS FINANCE AUTH.-AN ... 06/22/2012. Called............................................. ........................... ........2,500,000 ........2,500,000 ........2,500,000 ...........2,500,000 ..................0 ...................0 ..................0 ....................0 .................0 ............2,500,000 ................0 ..................0 ..................0 ........98,516 03/01/2047.

645780 EF 0NEW JERSEY ECONOMIC DEV. AUTH. -AMERICA ... 12/17/2012. Called............................................. ........................... ......10,100,000 ......10,000,000 ......10,189,900 .........10,062,215 ..................0 ..........37,785 ..................0 ............37,785 .................0 ..........10,100,000 ................0 ..................0 ..................0 ......620,694 04/01/2022.

646080 HG 9NEW JERSEY HIGHER EDUCATION STUDENTASSI ... 07/02/2012. Called............................................. ........................... ........1,020,000 ........1,020,000 ........1,020,000 ...........1,020,000 ..................0 ...................0 ..................0 ....................0 .................0 ............1,020,000 ................0 ..................0 ..................0 ........12,338 06/01/2021.

658203 PH 1NORTH CAROLINA MUN PWR AGY NOCATAWBA EL ... 01/01/2012. SINKING FUND REDEMPTION..... ........................... ...........840,000 ...........840,000 ...........877,430 ..............840,000 ..................0 ...................0 ..................0 ....................0 .................0 ...............840,000 ................0 ..................0 ..................0 ........23,100 01/01/2013.

677599 AF 9 OHIO ST................................................................. ... 10/11/2012. Called............................................. ........................... ........2,250,000 ........2,250,000 ........2,250,000 ...........2,250,000 ..................0 ...................0 ..................0 ....................0 .................0 ............2,250,000 ................0 ..................0 ..................0 ......123,750 09/01/2020.

70917S AS 2PA HIGHER EDUCATIONAL FACILITIESAUTHORI ... 11/05/2012. BARCLAYS BANK OF N Y............. ........................... ........3,509,490 ........3,000,000 ........3,436,470 .........................0 ..................0 ...........(3,849) ..................0 .............(3,849) .................0 ............3,432,621 ................0 .........76,869 .........76,869 ........14,583 04/01/2029.

791638 NA 3 ST LOUIS MO ARPT REV REV BDS1997 B........... ... 07/01/2012. MATURITY..................................... ........................... ........4,310,000 ........4,310,000 ........4,639,456 ...........4,325,724 ..................0 .........(15,724) ..................0 ...........(15,724) .................0 ............4,310,000 ................0 ..................0 ..................0 ......258,600 07/01/2012.917436 XU 6 UTAH HOUSING CORPORATION.......................... ... 01/03/2012. Called............................................. ........................... ...........240,000 ...........240,000 ...........240,818 ..............240,417 ..................0 ..............(417) ..................0 ...............(417) .................0 ...............240,000 ................0 ..................0 ..................0 ..........6,000 07/01/2038.917436 XX 0 UTAH HOUSING CORPORATION.......................... ... 07/02/2012. Called............................................. ........................... .............35,000 .............35,000 .............35,000 ................35,000 ..................0 ...................0 ..................0 ....................0 .................0 .................35,000 ................0 ..................0 ..................0 ..........1,750 07/01/2035.

93978T FE 4WASHINGTON STATE HOUSING FINANCECOMMISS ... 12/03/2012. Called............................................. ........................... ........7,250,000 ........7,250,000 ........7,261,135 ...........7,256,359 ..................0 ...........(6,359) ..................0 .............(6,359) .................0 ............7,250,000 ................0 ..................0 ..................0 ......362,500 06/01/2048.

3199999. Total - Bonds - U.S. Special Revenue and Special Assessments..................................................................................................... ......79,648,437 ......78,374,937 ......80,126,082 .........75,722,308 ..................0 .........(16,197) ..................0 ...........(16,197) .................0 ..........79,142,581 ................0 .......505,855 .......505,855 ...3,577,761 .....XXX......


E14.1

SCHEDULE D - PART 4Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21F 11 12 13 14 15 Bondo Current Book/ Foreign Interest/r Prior Year Year's Total Adjusted Exchange Realized Total Stocke Book/ Unrealized Current Other Than Total Foreign Carrying Gain Gain Gain Dividends Statedi Number of Adjusted Valuation Year's Temporary Change in Exchange Value (Loss) (Loss) (Loss) Received Contractual

CUSIP g Disposal Shares Par Actual Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in at Disposal on on on During MaturityIdentification Description n Date Name of Purchaser of Stock Consideration Value Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Date Disposal Disposal Disposal Year Date

Bonds - Industrial and Miscellaneous17305E EN 1 CCCIT 2009-A2 A2.................................................. ... 05/15/2012. MBS PAYDOWN............................ ........................... ......10,000,000 ......10,000,000 ......10,135,938 .........10,054,263 ..................0 .........(54,263) ..................0 ...........(54,263) .................0 ..........10,000,000 ................0 ..................0 ..................0 ........76,378 05/15/2014.478366 AX 5 JOHNSON CONTROLS INC 4.25% 3/1/2021.......... ... 01/05/2012. JEFFERIES & CO INC................... ........................... ........1,060,140 ........1,000,000 ...........992,760 ..............993,328 ..................0 .................15 ..................0 ...................15 .................0 ...............993,343 ................0 .........66,797 .........66,797 ........15,229 03/01/2021.83363R AA 5 SOC CONC AUTO CENTRAL 6.223% 12/15/2026.. F. 12/15/2012. SINKING FUND REDEMPTION..... ........................... .............15,000 .............15,000 .............14,550 ................14,942 ..................0 .................58 ..................0 ...................58 .................0 .................15,000 ................0 ..................0 ..................0 .............700 12/15/2026.902118 BQ 0 TYCO INTERNATIONAL FINAN 4.625% 1/15/202.. F. 07/12/2012. Tender offer.................................... ........................... ........2,991,827 ........3,000,000 ........2,990,910 ...........2,991,510 ..................0 ...............317 ..................0 .................317 .................0 ............2,991,827 ................0 ..................0 ..................0 ......137,594 01/15/2023.

3899999. Total - Bonds - Industrial and Miscellaneous............................................. ..................................................................................... ......14,066,967 ......14,015,000 ......14,134,158 .........14,054,043 ..................0 .........(53,873) ..................0 ...........(53,873) .................0 ..........14,000,170 ................0 .........66,797 .........66,797 ......229,901 .....XXX......8399997. Total - Bonds - Part 4............................................................................... ..................................................................................... ......93,891,466 ......92,565,999 ......94,437,576 .........89,952,539 ..................0 .........(70,196) ..................0 ...........(70,196) .................0 ..........93,318,813 ................0 .......572,652 .......572,652 ...3,821,258 .....XXX......8399998. Total - Bonds - Summary Item from Part 5............................................... ..................................................................................... ........4,974,786 ........4,900,000 ........4,985,402 .........................0 ..................0 ...........(9,716) ..................0 .............(9,716) .................0 ............4,975,686 ................0 .............(900) .............(900) ......140,875 .....XXX......8399999. Total - Bonds............................................................................................ ..................................................................................... ......98,866,252 ......97,465,999 ......99,422,978 .........89,952,539 ..................0 .........(79,912) ..................0 ...........(79,912) .................0 ..........98,294,499 ................0 .......571,752 .......571,752 ...3,962,133 .....XXX......9999999. Total - Bonds, Preferred and Common Stocks.......................................... ..................................................................................... ......98,866,252 .........XXX......... ......99,422,978 .........89,952,539 ..................0 .........(79,912) ..................0 ...........(79,912) .................0 ..........98,294,499 ................0 .......571,752 .......571,752 ...3,962,133 .....XXX......


E15

SCHEDULE D - PART 5 Showing all Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current Year

1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 21F 12 13 14 15 16o Par Value Current Interestr (Bonds) Book/ Year's Total Foreign Realized Total and Paid fore or Adjusted Unrealized Current Other Than Total Foreign Exchange Gain Gain Dividends Accruedi Number of Carrying Valuation Year's Temporary Change in Exchange Gain (Loss) (Loss) Received Interest

CUSIP g Date Disposal Shares Actual Value at Increase/ (Amortization)/ Impairment B./A.C.V. Change in (Loss) on on on During andIdentification Description n Acquired Name of Vendor Date Name of Purchaser (Stock) Cost Consideration Disposal (Decrease) Accretion Recognized (12+13-14) B./A.C.V. Disposal Disposal Disposal Year Dividends

Bonds - U.S. Special Revenue and Special Assessment 54811A Q7 1 LOWER COLORADO RIVER AUTHORITY TX...... ... 07/31/2012 EXCHANGES (UNLIKE)............. 12/07/2012 EXCHANGES (UNLIKE)............. .........4,900,000 .........4,985,402 .........4,974,786 ...........4,975,686 ..................0 ..........(9,716) ..................0 .............(9,716) ..............0 ..............0 .............(900) .............(900) .....140,875 .............0

3199999. Total - Bonds - U.S. Special Revenue and Special Assessments............................................................................................................................................ .........4,900,000 .........4,985,402 .........4,974,786 ...........4,975,686 ..................0 ..........(9,716) ..................0 .............(9,716) ..............0 ..............0 .............(900) .............(900) .....140,875 .............08399998. Total - Bonds.......................................................................................... ............................................................................................................................. .........4,900,000 .........4,985,402 .........4,974,786 ...........4,975,686 ..................0 ..........(9,716) ..................0 .............(9,716) ..............0 ..............0 .............(900) .............(900) .....140,875 .............09999999. Total - Bonds, Preferred and Common Stocks........................................ .......................................................................................................................................................... .........4,985,402 .........4,974,786 ...........4,975,686 ..................0 ..........(9,716) ..................0 .............(9,716) ..............0 ..............0 .............(900) .............(900) .....140,875 .............0


E16

SCHEDULE D - PART 6 - SECTION 1Valuation of Shares of Subsidiary, Controlled or Affiliated Companies

1 2 3 4 5 6 7 8 Stock of SuchNAIC NAIC Valuation Do Insurer's Company Owned by

Company Method Assets Include Insurer on Statement DateCode or Alien (See SVO Intangible Assets Total Amount 9 10

CUSIP Description Insurer Purposes and Connected with of Such Book/AdjustedIdentifi- Name of Subsidiary, Controlled or Identification Procedures Holding of Such Intangible Carrying Number of % ofcation Affiliated Company Foreign Number Manual) Company's Stock? Assets Value Shares Outstanding

Common Stocks - Alien Insurer59228* 10 2 METROPOLITAN REINSURANCE CO................................ ...F....... AA-1120973... 2ciB4................. ...NO...................... ................................0 ...................9,307,042 ...........7,499,998.000 ............100.01499999. Total - Common Stocks - Alien Insurer....................................................................................................................................... ................................0 ...................9,307,042 .........XXX................... ......XXX.........1899999. Total - Common Stocks.............................................................................................................................................................. ................................0 ...................9,307,042 .........XXX................... ......XXX.........1999999. Total - Preferred and Common Stock......................................................................................................................................... ................................0 ...................9,307,042 .........XXX................... ......XXX.........

1. Amount of insurer's capital and surplus from the prior period's statutory statement reduced by any admitted EDP, goodwill and net deferred tax assets included therein: $.....315,274,734. 2. Total amount of intangible assets nonadmitted $..........0.

SCHEDULE D - PART 6 - SECTION 21 2 3 4 Stock in Lower-Tier Company Owned

Total Amount of Indirectly by Insurer on Statement DateName of Company Listed in Intangible Assets 5 6

CUSIP Section 1 Included inIdentifi- Which Controls Lower-Tier Amount Shown incation Name of Lower-Tier Company Company Column 7, Section 1 Number of Shares % of Outstanding

NONE


E17, E18, E19, E20, E21, E22, E23, E24

Sch. DA-Pt. 1NONE

Sch. DB-Pt. A-Sn. 1NONE

Sch. DB-Pt. A-Sn. 2NONE

Sch. DB-Pt. B-Sn. 1NONE

Sch. DB-Pt. B-Sn 1B-Broker ListNONE

Sch. DB-Pt. B-Sn. 2NONE

Sch. DB-Pt. B-Sn 2B-Broker ListNONE

Sch. DB-Pt. DNONE

Sch. DL-Pt. 1NONE

Sch. DL-Pt. 2NONE


E25

TOTALS OF DEPOSITORY BALANCES ON THE LAST DAY OF EACH MONTH DURING THE CURRENT YEAR 1. January.............................. ..................................51,393 4. April................................... ..................................61,033 7. July.................................... ..................................47,502 10. October............................ ..................................48,4432. February............................ ..................................63,749 5. May.................................... ..................................58,316 8. August............................... ................................103,383 11. November........................ ..................................48,0903. March................................ ..................................14,308 6. June................................... ..................................25,584 9. September......................... ..................................72,719 12. December........................ ...............................(563,071)

SCHEDULE E - PART 1 - CASH1 2 3 4 5 6 7

Amount of Amount ofRate Interest Interest Accrued

of Received December 31 ofDepository Code Interest During Year Current Year Balance *

Open DepositoriesJP Morgan Chase......................................................................... New York, New York..................................................................... ........... ................0.000 .............................0 .............................0 ...................(563,071) XXXUnion Bank of California - 01/07/2013........................................... Sacramento, California................................................................. SD...... ................0.200 .............................0 .........................218 ....................150,000 XXXUnion Bank of California - 02/17/2013........................................... Sacramento, California................................................................. SD...... ................0.200 .............................0 .........................108 ....................100,000 XXXUnion Bank of California - 04/02/2013........................................... Sacramento, California................................................................. SD...... ................0.200 .............................0 ...........................82 ....................180,000 XXXUnion Bank of California - 04/02/2013........................................... Sacramento, California................................................................. SD...... ................0.200 .............................0 ...........................69 ....................150,000 XXX0199999. Total - Open Depositories..................................................................................................................................................... .XXX... ..........XXX......... .............................0 .........................477 ......................16,929 XXX..0399999. Total Cash on Deposit.......................................................................................................................................................... .XXX... ..........XXX......... .............................0 .........................477 ......................16,929 XXX..0599999. Total Cash........................................................................................................................................................................... .XXX... ..........XXX......... .............................0 .........................477 ......................16,929 XXX..


E26

SCHEDULE E - PART 2 - CASH EQUIVALENTS Show Investments Owned December 31 of Current Year

1 2 3 4 5 6 7 8

Date Rate of Book/Adjusted Amount of Interest Amount ReceivedDescription Code Acquired Interest Maturity Carrying Value Due & Accrued During Year

NONE


E27

SCHEDULE E - PART 3 - SPECIAL DEPOSITS 1 2 Deposits for the

Benefit of All Policyholders All Other Special Deposits3 4 5 6

Type of Purpose of Book/Adjusted Fair Book/Adjusted FairStates, Etc. Deposit Deposit Carrying Value Value Carrying Value Value

1. Alabama......................................AL ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................02. Alaska.........................................AK ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................03. Arizona........................................AZ ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................04. Arkansas....................................AR ......B.... AR VSD BY INS CODE SECTION 23-63-206.............................................................. ..............................0 ..............................0 ...................224,011 ...................246,8035. California....................................CA ......C.... CA RSD FOR WC CH 3, ARTICLE 1 SECTION 11...................................................... ..............................0 ..............................0 ...................580,000 ...................580,0006. Colorado....................................CO ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................07. Connecticut.................................CT ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................08. Delaware....................................DE ......B.... DE RSD FOR WC TITLE 18 CH 5 SECT 513.............................................................. ..............................0 ..............................0 ...................100,005 ...................110,1809. District of Columbia....................DC ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................010. Florida.........................................FL ......B.... FL RSD BY INS CODE SECTION 624.411.................................................................. ..............................0 ..............................0 ...................390,019 ...................429,70211. Georgia......................................GA ......B.... GA RSD Section 33-3-9............................................................................................... ..............................0 ..............................0 .....................50,002 .....................55,09012. Hawaii..........................................HI ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................013. Idaho............................................ID ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................014. Illinois...........................................IL ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................015. Indiana.........................................IN ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................016. Iowa.............................................IA ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................017. Kansas........................................KS ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................018. Kentucky.....................................KY ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................019. Louisiana.....................................LA ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................020. Maine.........................................ME ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................021. Maryland....................................MD ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................022. Massachusetts...........................MA ......B.... MA RSD WC GEN LAWS CH 152 SECT 61-62........................................................... ..............................0 ..............................0 ...................100,005 ...................110,18023. Michigan......................................MI ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................024. Minnesota..................................MN ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................025. Mississippi..................................MS ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................026. Missouri.....................................MO ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................027. Montana.....................................MT ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................028. Nebraska....................................NE ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................029. Nevada.......................................NV ......B.... NV RSD TITLE 57 CH 682B.010 -.020......................................................................... ..............................0 ..............................0 ...................216,122 ...................253,46830. New Hampshire..........................NH ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................031. New Jersey.................................NJ ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................032. New Mexico...............................NM ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................033. New York....................................NY ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................034. North Carolina............................NC ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................035. North Dakota..............................ND ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................036. Ohio...........................................OH ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................037. Oklahoma...................................OK ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................038. Oregon.......................................OR ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................039. Pennsylvania..............................PA ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................040. Rhode Island................................RI ......B.... FOR THE BENEFIT OF ALL POLICYHOLDERS......................................................... .................4,164,802 .................5,043,533 ..............................0 ..............................041. South Carolina............................SC ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................042. South Dakota..............................SD ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................043. Tennessee..................................TN ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................044. Texas..........................................TX ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................045. Utah............................................UT ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................046. Vermont......................................VT ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................047. Virginia........................................VA ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................048. Washington................................WA ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................049. West Virginia..............................WV ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................050. Wisconsin....................................WI ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................051. Wyoming....................................WY ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................052. American Samoa........................AS ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................053. Guam.........................................GU ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................054. Puerto Rico.................................PR ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................055. US Virgin Islands..........................VI ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................056. Northern Mariana Islands...........MP ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................057. Canada....................................CAN ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................058. Aggregate Alien and Other..........OT ...XXX... .............................................................XXX................................................................ ..............................0 ..............................0 ..............................0 ..............................059. Total................................................ ...XXX... .............................................................XXX................................................................ .................4,164,802 .................5,043,533 .................1,660,164 .................1,785,423

DETAILS OF WRITE-INS 5801. ........................................................ ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................05802. ........................................................ ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................05803. ........................................................ ............ .................................................................................................................................... ..............................0 ..............................0 ..............................0 ..............................05898. Summary of remaining write-ins for

line 58 from overflow page............... ...XXX... .............................................................XXX................................................................ ..............................0 ..............................0 ..............................0 ..............................05899. Total (Lines 5801 thru 5803+5898)

(Line 58 above)................................ ...XXX... .............................................................XXX................................................................ ..............................0 ..............................0 ..............................0 ..............................0

2012 ALPHABETICAL INDEX -- PROPERTY & CASUALTY ANNUAL STATEMENT BLANK

INDEX

Assets 2 Schedule P–Part 2G–Special Liability (Ocean Marine, Aircraft (All Perils), Boiler & Machinery) 59Cash Flow 5 Schedule P–Part 2H–Section 1–Other Liability–Occurrence 59Exhibit of Capital Gains (Losses) 12 Schedule P–Part 2H–Section 2–Other Liability–Claims–Made 59Exhibit of Net Investment Income 12 Schedule P–Part 2I–Spec. Prop. (Fire, Allied Lines, Inland Marine, Earthquake, Burglary, Theft) 60Exhibit of Nonadmitted Assets 13 Schedule P–Part 2J–Auto Physical Damage 60Exhibit of Premiums and Losses (State Page) 19 Schedule P–Part 2K–Fidelity, Surety 60Five-Year Historical Data 17 Schedule P–Part 2L–Other (Including Credit, Accident and Health) 60General Interrogatories 15 Schedule P–Part 2M–International 60Jurat Page 1 Schedule P–Part 2N–Reinsurance – Nonproportional Assumed Property 61Liabilities, Surplus and Other Funds 3 Schedule P–Part 2O–Reinsurance – Nonproportional Assumed Liability 61Notes To Financial Statements 14 Schedule P–Part 2P–Reinsurance – Nonproportional Assumed Financial Lines 61Overflow Page For Write-ins 101 Schedule P–Part 2R–Section 1–Products Liability–Occurrence 62Schedule A–Part 1 E01 Schedule P–Part 2R–Section 2–Products Liability–Claims-Made 62Schedule A–Part 2 E02 Schedule P–Part 2S–Financial Guaranty/Mortgage Guaranty 62Schedule A–Part 3 E03 Schedule P–Part 2T–Warranty 62Schedule A–Verification Between Years SI02 Schedule P–Part 3A–Homeowners/Farmowners 63Schedule B–Part 1 E04 Schedule P–Part 3B–Private Passenger Auto Liability/Medical 63Schedule B–Part 2 E05 Schedule P–Part 3C–Commercial Auto/Truck Liability/Medical 63Schedule B–Part 3 E06 Schedule P–Part 3D–Workers’ Compensation (Excluding Excess Workers Compensation) 63Schedule B–Verification Between Years SI02 Schedule P–Part 3E–Commercial Multiple Peril 63Schedule BA–Part 1 E07 Schedule P–Part 3F–Section 1 –Medical Professional Liability–Occurrence 64Schedule BA–Part 2 E08 Schedule P–Part 3F–Section 2–Medical Professional Liability–Claims-Made 64Schedule BA–Part 3 E09 Schedule P–Part 3G–Special Liability (Ocean Marine, Aircraft (All Perils), Boiler & Machinery) 64Schedule BA–Verification Between Years SI03 Schedule P–Part 3H–Section 1–Other Liability–Occurrence 64Schedule D–Part 1 E10 Schedule P–Part 3H–Section 2–Other Liability–Claims-Made 64Schedule D–Part 1A–Section 1 SI05 Schedule P–Part 3I–Spec. Prop. (Fire, Allied Lines, Inland Marine, Earthquake, Burglary, Theft) 65Schedule D–Part 1A–Section 2 SI08 Schedule P–Part 3J–Auto Physical Damage 65Schedule D–Part 2–Section 1 E11 Schedule P–Part 3K–Fidelity/Surety 65Schedule D–Part 2–Section 2 E12 Schedule P–Part 3L–Other (Including Credit, Accident and Health) 65Schedule D–Part 3 E13 Schedule P–Part 3M–International 65Schedule D–Part 4 E14 Schedule P–Part 3N–Reinsurance – Nonproportional Assumed Property 66Schedule D–Part 5 E15 Schedule P–Part 3O–Reinsurance – Nonproportional Assumed Liability 66Schedule D–Part 6–Section 1 E16 Schedule P–Part 3P–Reinsurance – Nonproportional Assumed Financial Lines 66Schedule D–Part 6–Section 2 E16 Schedule P–Part 3R–Section 1–Products Liability–Occurrence 67Schedule D–Summary By Country SI04 Schedule P–Part 3R–Section 2–Products Liability–Claims-Made 67Schedule D–Verification Between Years SI03 Schedule P–Part 3S–Financial Guaranty/Mortgage Guaranty 67Schedule DA–Part 1 E17 Schedule P–Part 3T–Warranty 67Schedule DA–Verification Between Years SI10 Schedule P–Part 4A–Homeowners/Farmowners 68Schedule DB–Part A–Section 1 E18 Schedule P–Part 4B–Private Passenger Auto Liability/Medical 68Schedule DB–Part A–Section 2 E19 Schedule P–Part 4C–Commercial Auto/Truck Liability/Medical 68Schedule DB–Part A–Verification Between Years SI11 Schedule P–Part 4D–Workers’ Compensation (Excluding Excess Workers Compensation) 68Schedule DB–Part B–Section 1 E20 Schedule P–Part 4E–Commercial Multiple Peril 68Schedule DB–Part B–Section 2 E21 Schedule P–Part 4F–Section 1–Medical Professional Liability–Occurrence 69Schedule DB–Part B–Verification Between Years SI11 Schedule P–Part 4F–Section 2–Medical Professional Liability–Claims-Made 69Schedule DB–Part C–Section 1 SI12 Schedule P–Part 4G–Special Liability (Ocean Marine, Aircraft (All Perils), Boiler & Machinery) 69Schedule DB–Part C–Section 2 SI13 Schedule P–Part 4H–Section 1–Other Liability–Occurrence 69Schedule DB–Part D E22 Schedule P–Part 4H–Section 2–Other Liability–Claims-Made 69Schedule DB–Verification SI14 Schedule P–Part 4I–Spec. Prop. (Fire, Allied Lines, Inland Marine, Earthquake, Burglary & Theft) 70Schedule DL–Part 1 E23 Schedule P–Part 4J–Auto Physical Damage 70Schedule DL–Part 2 E24 Schedule P–Part 4K–Fidelity/Surety 70Schedule E–Part 1–Cash E25 Schedule P–Part 4L–Other (Including Credit, Accident and Health) 70Schedule E–Part 2–Cash Equivalents E26 Schedule P–Part 4M–International 70Schedule E–Part 3–Special Deposits E27 Schedule P–Part 4N–Reinsurance – Nonproportional Assumed Property 71Schedule E–Verification Between Years SI15 Schedule P–Part 4O–Reinsurance – Nonproportional Assumed Liability 71Schedule F–Part 1 20 Schedule P–Part 4P–Reinsurance – Nonproportional Assumed Financial Lines 71Schedule F–Part 2 21 Schedule P–Part 4R–Section 1–Products Liability–Occurrence 72Schedule F–Part 3 22 Schedule P–Part 4R–Section 2–Products Liability–Claims-Made 72Schedule F–Part 4 23 Schedule P–Part 4S–Financial Guaranty/Mortgage Guaranty 72Schedule F–Part 5 24 Schedule P–Part 4T–Warranty 72Schedule F–Part 6-Section 1 25 Schedule P–Part 5A–Homeowners/Farmowners 73Schedule F–Part 6-Section 2 27 Schedule P–Part 5B–Private Passenger Auto Liability/Medical 74Schedule F–Part 7 28 Schedule P–Part 5C–Commercial Auto/Truck Liability/Medical 75Schedule F–Part 8 29 Schedule P–Part 5D–Workers’ Compensation (Excluding Excess Workers Compensation) 76Schedule F–Part 9 30 Schedule P–Part 5E–Commercial Multiple Peril 77Schedule H–Accident and Health Exhibit–Part 1 31 Schedule P–Part 5F–Medical Professional Liability–Claims-Made 79Schedule H–Part 2, Part 3 and Part 4 32 Schedule P–Part 5F–Medical Professional Liability–Occurrence 78Schedule H–Part 5–Health Claims 33 Schedule P–Part 5H–Other Liability–Claims-Made 81Schedule P–Part 1–Summary 34 Schedule P–Part 5H–Other Liability–Occurrence 80Schedule P–Part 1A–Homeowners/Farmowners 36 Schedule P–Part 5R–Products Liability–Claims-Made 83Schedule P–Part 1B–Private Passenger Auto Liability/Medical 37 Schedule P–Part 5R–Products Liability–Occurrence 82Schedule P–Part 1C–Commercial Auto/Truck Liability/Medical 38 Schedule P–Part 5T–Warranty 84Schedule P–Part 1D–Workers’ Compensation (Excluding Excess Workers Compensation) 39 Schedule P–Part 6C–Commercial Auto/Truck Liability/Medical 85Schedule P–Part 1E–Commercial Multiple Peril 40 Schedule P–Part 6D–Workers’ Compensation (Excluding Excess Workers Compensation) 85Schedule P–Part 1F–Section 1–Medical Professional Liability–Occurrence 41 Schedule P–Part 6E–Commercial Multiple Peril 86Schedule P–Part 1F–Section 2–Medical Professional Liability–Claims-Made 42 Schedule P–Part 6H–Other Liability–Claims-Made 87Schedule P–Part 1G-Special Liability (Ocean, Marine, Aircraft (All Perils), Boiler & Machinery) 43 Schedule P–Part 6H–Other Liability–Occurrence 86Schedule P–Part 1H–Section 1–Other Liability–Occurrence 44 Schedule P–Part 6M–International 87Schedule P–Part 1H–Section 2–Other Liability–Claims-Made 45 Schedule P–Part 6N–Reinsurance – Nonproportional Assumed Property 88Schedule P–Part 1I–Spec. Prop. (Fire, Allied Lines, Inland Marine, Earthquake, Burglary & Theft) 46 Schedule P–Part 6O–Reinsurance – Nonproportional Assumed Liability 88Schedule P–Part 1J–Auto Physical Damage 47 Schedule P–Part 6R–Products Liability–Claims-Made 89Schedule P–Part 1K–Fidelity/Surety 48 Schedule P–Part 6R–Products Liability–Occurrence 89Schedule P–Part 1L–Other (Including Credit, Accident and Health) 49 Schedule P–Part 7A–Primary Loss Sensitive Contracts 90Schedule P-Part 1M-International 50 Schedule P–Part 7B–Reinsurance Loss Sensitive Contracts 92Schedule P–Part 1N–Reinsurance – Nonproportional Assumed Property 51 Schedule P Interrogatories 94Schedule P–Part 1O–Reinsurance – Nonproportional Assumed Liability 52 Schedule T–Exhibit of Premiums Written 95Schedule P–Part 1P–Reinsurance – Nonproportional Assumed Financial Lines 53 Schedule T–Part 2–Interstate Compact 96Schedule P–Part 1R–Section 1–Products Liability–Occurrence 54 Schedule Y–Information Concerning Activities of Insurer Members of a Holding Company Group 97Schedule P–Part 1R–Section 2–Products Liability–Claims–Made 55 Schedule Y–Detail of Insurance Holding Company System 98Schedule P–Part 1S–Financial Guaranty/Mortgage Guaranty 56 Schedule Y–Part 2–Summary of Insurer’s Transactions With Any Affiliates 99Schedule P–Part 1T–Warranty 57 Statement of Income 4Schedule P–Part 2, Part 3 and Part 4 - Summary 35 Summary Investment Schedule SI01Schedule P–Part 2A–Homeowners/Farmowners 58 Supplemental Exhibits and Schedules Interrogatories 100Schedule P–Part 2B–Private Passenger Auto Liability/Medical 58 Underwriting and Investment Exhibit Part 1 6Schedule P–Part 2C–Commercial Auto/Truck Liability/Medical 58 Underwriting and Investment Exhibit Part 1A 7Schedule P–Part 2D–Workers’ Compensation (Excluding Excess Workers Compensation) 58 Underwriting and Investment Exhibit Part 1B 8Schedule P–Part 2E–Commercial Multiple Peril 58 Underwriting and Investment Exhibit Part 2 9Schedule P–Part 2F–Section 1–Medical Professional Liability–Occurrence 59 Underwriting and Investment Exhibit Part 2A 10Schedule P–Part 2F–Section 2–Medical Professional Liability–Claims–Made 59 Underwriting and Investment Exhibit Part 3 11

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*34339 2012 2010010 0* ANNUAL STATEMENT Elizabeth Tolentino Vice President Michael Clifford Walsh Senior Vice President Christen White Vice President DIRECTORS OR TRUSTEES Michael

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