Metropolitan Direct Property and Casualty Insurance Company SUMMARY INVESTMENT SCHEDULE Admitted Assets as Reported

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2 1. Bonds: SUMMARY INVESTMENT SCHEDULE Gross Admitted Assets as Reported Investment Holdings in the Annual Statement Securities Lending Total Reinvested (Col ) Investment Categories Amount Percentage Amount Collateral Amount Amount Percentage 1.1 U.S. treasury securities ,178, ,178, ,178, U.S. government agency obligations (excluding mortgage-backed securities): 1.21 Issued by U.S. government agencies Issued by U.S. government sponsored agencies Non-U.S. government (including Canada, excluding mortgage- backed securities) Securities issued by states, territories and possessions and political subdivisions in the U.S.: 1.41 States, territories and possessions general obligations , , , Political subdivisions of states, territories and possessions and political subdivisions general obligations , , , Revenue and assessment obligations ,500, ,500, ,500, Industrial development and similar obligations Mortgage-backed securities (includes residential and commercial MBS): 1.51 Pass-through securities: Issued or guaranteed by GNMA , , , Issued or guaranteed by FNMA and FHLMC All other CMOs and REMICs: Issued or guaranteed by GNMA, FNMA, FHLMC or VA Issued by non-u.s. Government issuers and collateralized by mortgage-based securities issued or guaranteed by agencies shown in Line All other Other debt and other fixed income securities (excluding short-term): 2.1 Unaffiliated domestic securities (includes credit tenant loans and hybrid securities) Unaffiliated non-u.s. securities (including Canada) Affiliated securities Equity interests: 3.1 Investments in mutual funds Preferred stocks: 3.21 Affiliated Unaffiliated Publicly traded equity securities (excluding preferred stocks): 3.31 Affiliated Unaffiliated Other equity securities: 3.41 Affiliated Unaffiliated Other equity interests including tangible personal property under lease: 3.51 Affiliated Unaffiliated Mortgage loans: 4.1 Construction and land development Agricultural Single family residential properties Multifamily residential properties Commercial loans Mezzanine real estate loans Real estate investments: 5.1 Property occupied by company Property held for production of income (including $...0 of property acquired in satisfaction of debt) Property held for sale (including $...0 property acquired in satisfaction of debt) Contract loans Derivatives Receivables for securities Securities lending (Line 10, Asset Page reinvested collateral) xxx......xxx......xxx Cash, cash equivalents and short-term investments , , , Other invested assets , , , Total invested assets ,658, ,658, ,658, SI01

3 SCHEDULE A - VERIFICATION BETWEEN YEARS Real Estate 1. Book/adjusted carrying value, December 31 of prior year Cost of acquired: 2.1 Actual cost at time of acquisition (Part 2, Column 6) Additional investment made after acquisition (Part 2, Column 9) Current year change in encumbrances: 3.1 Totals, Part 1, Column Totals, Part 3, Column Total gain (loss) on disposals, Part 3, Column Deduct amounts received on disposals, Part 3, Column Total foreign exchange change in book/adjusted carrying value: 6.1 Totals, Part 1, Column Totals, Part 3, Column Deduct current year's other-than-temporary impairment recognized: 7.1 Totals, Part 1, Column Totals, Part 3, Column Deduct current year's depreciation: 8.1 Totals, Part 1, Column Totals, Part 3, Column Book/adjusted carrying value at end of current period (Lines ) Deduct total nonadmitted amounts Statement value at end of current period (Line 9 minus Line 10)... 0 SCHEDULE B - VERIFICATION BETWEEN YEARS Mortgage Loans 1. Book value/recorded investment excluding accrued interest, December 31 of prior year Cost of acquired: 2.1 Actual cost at time of acquisition (Part 2, Column 7) Additional investment made after acquisition (Part 2, Column 8) Capitalized deferred interest and other: 3.1 Totals, Part 1, Column Totals, Part 3, Column Accrual of discount Unrealized valuation increase (decrease): 5.1 Totals, Part 1, Column Totals, Part 3, Column Total gain (loss) on disposals, Part 3, Column Deduct amounts received on disposals, Part 3, Column Deduct amortization of premium and mortgage interest points and commitment fees Total foreign exchange change in book value/recorded investment excluding accrued interest: 9.1 Totals, Part 1, Column Totals, Part 3, Column Deduct current year's other-than-temporary impairment recognized: 10.1 Totals, Part 1, Column Totals, Part 3, Column Book value/recorded investment excluding accrued interest at end of current period (Lines ) Total valuation allowance Subtotal (Line 11 plus Line 12) Deduct total nonadmitted amounts Statement value at end of current period (Line 13 minus Line 14)... 0 SI02

4 SCHEDULE BA - VERIFICATION BETWEEN YEARS Other Long-Term Invested Assets 1. Book/adjusted carrying value, December 31 of prior year... 3,409, Cost of acquired: 2.1 Actual cost at time of acquisition (Part 2, Column 8) , Additional investment made after acquisition (Part 2, Column 9) , Capitalized deferred interest and other: 3.1 Totals, Part 1, Column Totals, Part 3, Column Accrual of discount Unrealized valuation increase (decrease): 5.1 Totals, Part 1, Column Totals, Part 3, Column Total gain (loss) on disposals, Part 3, Column Deduct amounts received on disposals, Part 3, Column ,098, Deduct amortization of premium and depreciation Total foreign exchange change in book/adjusted carrying value: 9.1 Totals, Part 1, Column Totals, Part 3, Column Deduct current year's other-than-temporary impairment recognized: 10.1 Totals, Part 1, Column Totals, Part 3, Column Book/adjusted carrying value at end of current period (Lines ) , Deduct total nonadmitted amounts Statement value at end of current period (Line 11 minus Line 12) ,810 SCHEDULE D - VERIFICATION BETWEEN YEARS Bonds and Stocks 1. Book/adjusted carrying value, December 31 of prior year... 25,649, Cost of bonds and stocks acquired, Part 3, Column ,402, Accrual of discount... 10, Unrealized valuation increase (decrease): 4.1 Part 1, Column Part 2, Section 1, Column Part 2, Section 2, Column Part 4, Column Total gain (loss) on disposals, Part 4, Column Deduct consideration for bonds and stocks disposed of, Part 4, Column ,212, Deduct amortization of premium , Total foreign exchange change in book/adjusted carrying value: 8.1 Part 1, Column Part 2, Section 1, Column Part 2, Section 2, Column Part 4, Column Deduct current year's other-than-temporary impairment recognized: 9.1 Part 1, Column Part 2, Section 1, Column Part 2, Section 2, Column Part 4, Column Book/adjusted carrying value at end of current period (Lines )... 28,718, Deduct total nonadmitted amounts Statement value at end of current period (Line 10 minus Line 11)... 28,718,305 SI03

5 SCHEDULE D - SUMMARY BY COUNTRY Long-Term Bonds and Stocks OWNED December 31 of Current Year Book/Adjusted Par Value Description Carrying Value Fair Value Actual Cost of Bonds BONDS 1. United States ,210, ,779, ,750, ,873,314 Governments (Including all obligations 2. Canada guaranteed by governments) 3. Other Countries U.S. States, Territories and Possessions 4. Totals ,210, ,779, ,750, ,873,314 (Direct and guaranteed) 5. Totals , , , ,000 U.S. Political Subdivisions of States, Territories and Possessions (Direct and guaranteed) 6. Totals , , , ,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 ,500, ,345, ,597, ,350,000 Industrial and Miscellaneous and Hybrid 8. United States Securities (Unaffiliated) 9. Canada Other Countries Totals Parent, Subsidiaries and Affiliates 12. Totals Total Bonds ,718, ,246, ,352, ,238,314 PREFERRED STOCKS 14. United States Industrial and Miscellaneous (Unaffiliated) 15. Canada Other Countries Totals Parent, Subsidiaries and Affiliates 18. Totals Total Preferred Stocks COMMON STOCKS 20. United States Industrial and Miscellaneous (Unaffiliated) 21. Canada Other Countries Totals Parent, Subsidiaries and Affiliates 24. Totals Total Common Stocks Total Stocks Total Bonds and Stocks ,718, ,246, ,352,197 SI04

6 SI05 Annual Statement for the year 2013 of the 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 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 Prior Year Prior Year Publicly Traded Privately Placed (a) 1. U.S. Governments 1.1 NAIC ,077, , ,210, ,884, ,210, NAIC NAIC NAIC NAIC NAIC Totals ,077, , ,210, ,884, ,210, All Other Governments 2.1 NAIC NAIC NAIC NAIC NAIC NAIC Totals U.S. States, Territories and Possessions, etc., Guaranteed 3.1 NAIC , , , , NAIC NAIC NAIC NAIC NAIC Totals , , , , U.S. Political Subdivisions of States, Territories and Possessions, Guaranteed 4.1 NAIC , , , ,482, , NAIC NAIC NAIC NAIC NAIC Totals , , , ,482, , U.S. Special Revenue & Special Assessment Obligations, etc., Non-Guaranteed 5.1 NAIC ,373, ,704, ,346, ,355, ,740, ,520, ,322, ,520, NAIC , , ,469, , NAIC NAIC NAIC NAIC Totals ,373, ,704, ,325, ,355, ,740, ,500, ,792, ,500,

7 SI06 Annual Statement for the year 2013 of the 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 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 Prior Year Prior Year Publicly Traded Privately Placed (a) 6. Industrial and Miscellaneous (unaffiliated) 6.1 NAIC NAIC NAIC NAIC NAIC NAIC Totals Hybrid Securities 7.1 NAIC NAIC NAIC NAIC NAIC NAIC Totals Parent, Subsidiaries and Affiliates 8.1 NAIC NAIC NAIC NAIC NAIC NAIC Totals

8 SI07 Annual Statement for the year 2013 of the 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 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 Prior Year Prior Year Publicly Traded Privately Placed (a) 9. Total Bonds Current Year 9.1 NAIC 1... (d)...1,373, ,283, ,493, ,847, ,740, ,738, xxx......xxx ,738, NAIC 2... (d) , , xxx......xxx , NAIC 3... (d) xxx......xxx NAIC 4... (d) xxx......xxx NAIC 5... (d) (c) xxx......xxx NAIC 6... (d) (c) xxx......xxx Totals ,373, ,283, ,473, ,847, ,740,521 (b)...28,718, xxx......xxx ,718, Line 9.7 as a % of Col XXX......XXX......XXX Total Bonds Prior Year 10.1 NAIC ,213, ,407, ,234, ,651, ,673,708...XXX......XXX ,180, ,180, NAIC , ,388, XXX......XXX ,469, ,469, NAIC XXX......XXX NAIC XXX......XXX NAIC XXX......XXX... (c) NAIC XXX......XXX... (c) Totals ,213, ,488, ,234, ,039, ,673,708...XXX......XXX... (b)...25,649, ,649, Line 10.7 as a % of Col XXX......XXX XXX Total Publicly Traded Bonds 11.1 NAIC ,373, ,283, ,493, ,847, ,740, ,738, ,180, ,738,437...XXX NAIC , , ,469, ,869...XXX NAIC XXX NAIC XXX NAIC XXX NAIC XXX Totals ,373, ,283, ,473, ,847, ,740, ,718, ,649, ,718,306...XXX Line 11.7 as a % of Col XXX......XXX......XXX XXX Line 11.7 as a % of Line 9.7, Col. 6, Section XXX......XXX......XXX XXX Total Privately Placed Bonds 12.1 NAIC XXX NAIC XXX NAIC XXX NAIC XXX NAIC XXX NAIC XXX Totals XXX Line 12.7 as a % of Col XXX......XXX......XXX......XXX Line 12.7 as a % of Line 9.7, Col. 6, Section XXX......XXX......XXX......XXX (a) Includes $...0 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.

9 SI08 Annual Statement for the year 2013 of the 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 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 Prior Year Prior Year Publicly Traded Privately Placed 1. U.S. Governments 1.1 Issuer Obligations ,077, , ,178, ,844, ,178, Residential Mortgage-Backed Securities , , , , Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals ,077, , ,210, ,884, ,210, All Other Governments 2.1 Issuer Obligations Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals U.S. States, Territories and Possessions, Guaranteed 3.1 Issuer Obligations , , , , Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals , , , , U.S. Political Subdivisions of States, Territories and Possessions, Guaranteed 4.1 Issuer Obligations , , , ,482, , Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals , , , ,482, , U.S. Special Revenue & Special Assessment Obligations, etc., Non-Guaranteed 5.1 Issuer Obligations ,373, ,704, ,325, ,355, ,740, ,500, ,792, ,500, Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals ,373, ,704, ,325, ,355, ,740, ,500, ,792, ,500, Industrial and Miscellaneous (unaffiliated) 6.1 Issuer Obligations Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals Hybrid Securities 7.1 Issuer Obligations Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals Parent, Subsidiaries and Affiliates 8.1 Issuer Obligations Residential Mortgage-Backed Securities Commercial Mortgage-Backed Securities Other Loan-Backed and Structured Securities Totals

10 SI09 Annual Statement for the year 2013 of the 9. Total Bonds Current Year 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 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 Prior Year Prior Year Publicly Traded Privately Placed 9.1 Issuer Obligations ,373, ,283, ,441, ,847, ,740, ,686, XXX......XXX ,686, Residential Mortgage-Backed Securities , , XXX......XXX , Commercial Mortgage-Backed Securities XXX......XXX Other Loan-Backed and Structured Securities XXX......XXX Totals ,373, ,283, ,473, ,847, ,740, ,718, XXX......XXX ,718, Line 9.5 as a % of Col XXX......XXX......XXX Total Bonds Prior Year 10.1 Issuer Obligations ,213, ,488, ,194, ,039, ,673,708...XXX......XXX ,609, ,609, Residential Mortgage-Backed Securities , XXX......XXX , , Commercial Mortgage-Backed Securities XXX......XXX Other Loan-Backed and Structured Securities XXX......XXX Totals ,213, ,488, ,234, ,039, ,673,708...XXX......XXX ,649, ,649, Line 10.5 as a % of Col XXX......XXX XXX Total Publicly Traded Bonds 11.1 Issuer Obligations ,373, ,283, ,441, ,847, ,740, ,686, ,609, ,686,685...XXX Residential Mortgage-Backed Securities , , , ,621...XXX Commercial Mortgage-Backed Securities XXX Other Loan-Backed and Structured Securities XXX Totals ,373, ,283, ,473, ,847, ,740, ,718, ,649, ,718,306...XXX Line 11.5 as a % of Col XXX......XXX......XXX XXX Line 11.5 as a % of Line 9.5, Col. 6, Section XXX......XXX......XXX XXX Total Privately Placed Bonds 12.1 Issuer Obligations XXX Residential Mortgage-Backed Securities XXX Commercial Mortgage-Backed Securities XXX Other Loan-Backed and Structured Securities XXX Totals XXX Line 12.5 as a % of Col XXX......XXX......XXX......XXX Line 12.5 as a % of Line 9.5, Col. 6, Section XXX......XXX......XXX......XXX

11 Sch. DA-Verification Sch. DB-Pt. A-Verification Sch. DB-Pt. B-Verification Sch. DB-Pt. C-Sn. 1 Sch. DB-Pt. C-Sn. 2 Sch. DB-Verification Sch. E-Verification Sch. A-Pt. 1 Sch. A-Pt. 2 Sch. A-Pt. 3 Sch. B-Pt. 1 Sch. B-Pt. 2 Sch. B-Pt. 3 SI10, SI11, SI12, SI13, SI14, SI15, E01, E02, E03, E04, E05, E06

12 SCHEDULE BA - PART 1 Showing Other Long-Term Invested Assets OWNED December 31 of Current Year Location Change in Book/Adjusted Carrying Value Current Year's Current Year's Total Book/Adjusted Unrealized (Depreciation) Other-Than- Capitalized Foreign Commitment NAIC Date Type Carrying Value Valuation or Temporary Deferred Exchange for Percentage CUSIP 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 Ownership Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated 59219# 10 9 Metropolitan Money Market Pool Participation Vaious... NY... Metropolitan Money Market Pool Various , , , Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated , , , XXX Subtotal - Unaffiliated , , , XXX Totals , , , XXX... E07

13 SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE December 31 of Current Year 1 2 Location Date Type Actual Cost Additional Percentage CUSIP Name of Vendor Originally and at Time of Investment Made Amount of of Identification 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... Vaious... NY... Metropolitan Money Market Pool... 06/30/ , # 10 9 Metropolitan Money Market Pool Participation... Vaious... NY... Metropolitan Money Market Pool... 09/30/ , Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated , XXX Subtotal - Unaffiliated , XXX Totals , XXX... E08

14 SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Year 1 2 Location Change in Book/Adjusted Carrying Value Book/Adjusted Current Year's Current Year's Total Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Change in Exchange Less Exchange Realized Total CUSIP 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 ( ) B./A.C.V on Disposal Consideration on Disposal on Disposal on Disposal Income Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated 59219# 10 9 Metropolitan Money Market Pool Participation... Vaious... NY... Metropolitan Money Market Pool /31/ ,799, ,799, ,799, # 10 9 Metropolitan Money Market Pool Participation... Vaious... NY... Metropolitan Money Market Pool /31/ , , , Total - Fixed or Variable Interest Rate Investments That Have Underlying Characteristics of Bonds - Unaffiliated ,098, ,098, ,098, Subtotal - Unaffiliated ,098, ,098, ,098, Totals ,098, ,098, ,098, E09

15 E10 Annual Statement for the year 2013 of the SCHEDULE D - PART 1 Showing all Long-Term BONDS Owned December 31 of Current Year 1 2 Codes 6 7 Fair Value Change in Book/Adjusted Carrying Value Interest Dates F o Rate Current r Used Year's Total e to Unrealized Current Other-Than- Foreign Admitted Amount Stated i 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 Maturity Identification 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 DX 3 T 7 1/2 11/15/ , , , , (2,503) MN , ,751 12/09/ /15/ DX 3 T 7 1/2 11/15/16... SD ,463, ,494, ,610, ,939, (83,810) MN , ,824 12/09/ /15/ SV 3 T 1 3/4 05/15/ , , , , (85) MN ,225 08/10/ /15/ SV 3 T 1 3/4 05/15/22... SD , , , , (36) MN /10/ /15/ U.S. Government - Issuer Obligations ,718,954...XXX ,741, ,841, ,178, (86,434) XXX......XXX....XXX , ,325...XXX......XXX... U.S. Government - Residential Mortgage-Backed Securities 36225B QN 1 GNMA I 7.500% , , , , MON ,424 11/19/ /01/ U.S. Government - Residential Mortgage-Backed Securities ,219...XXX , , , XXX......XXX....XXX ,424...XXX......XXX Total - U.S. Government ,750,173...XXX ,779, ,873, ,210, (86,245) XXX......XXX....XXX , ,749...XXX......XXX... U.S. States, Territories & Possessions (Direct and Guaranteed) - Issuer Obligations T 8 TEXAS ST FE...487, , , , FA , ,000 06/03/ /01/ U.S. States, Territories & Possessions - Issuer Obligations ,595...XXX , , , XXX......XXX....XXX , ,000...XXX......XXX Total - U.S. States, Territories & Possessions (Direct and Guaranteed) ,595...XXX , , , XXX......XXX....XXX , ,000...XXX......XXX... U.S. Political Subdivisions of States, Territories & Possessions (Direct and Guaranteed) - Issuer Obligations 64966H AX 8 NEW YORK CITY OF FE...502, , , , (262) MS , ,250 11/05/ /01/ K G2 3 NEW YORK CITY FE...14, , , , MS /02/ /01/ U.S. Political Subdivisions of States, Territories & Possessions - Issuer Obligations ,344...XXX , , , (249) XXX......XXX....XXX , ,625...XXX......XXX Total - U.S. Political Subdivisions of States, Territories & Possessions ,344...XXX , , , (249) XXX......XXX....XXX , ,625...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 A9 1 CALIFORNIA POLLUTION CTL FIN AUTH. - PAC FE...974, ,027, ,000, , , JD , ,500 03/26/ /01/ H AP 7 CA STATEWIDE COMM. DEV. - SOCALED FE...1,000, , ,000, ,000, MS , ,000 09/15/ /01/ A WK 7 CO HEALTH FACILITIES AUTHORITY CATHOLIC FE...1,308, ,321, ,250, ,297, (5,495) FA , ,625 12/05/ /01/ FG 6 DENVER CO CITY & COUNTY AIRPORT FE...1,427, ,275, ,250, ,409, (14,815) MN , ,500 10/11/ /15/ W 6 HOUSTON TX AIRPORT SYSTEM FE...786, , , , (4,518) JJ , ,250 11/23/ /01/ F KQ 1 ILLINOIS FINANCE AUTHORITY - DEPAUL UNIV FE...310, , , , (965) AO , ,750 06/04/ /01/ F WW 5 ILLINOIS FINANCE AUTHORITY - NORTHWESTER FE...97, , , , FA , ,000 03/25/ /15/ H AB 9 ILLINOIS FINANCE AUTHORITY FE...1,395, ,523, ,500, ,413, , FA , ,750 12/05/ /01/ JF 8 IOWA STUDENT LOAN LIQUIDITY CORP FE...628, , , , (328) JD , ,250 12/06/ /01/ K HS 3 KY ECONOMIC DEVELOPMENT FINANCE BAPTIST FE...248, , , , FA , ,500 12/14/ /15/ A S3 8 LOWER COLORADO RIVER AUTHORITY TX FE...525, , , , MN , ,844 01/04/ /15/ U CL 0 MASSACHUSETTS DEV. FIN. AGENCY - BROAD I FE...1,966, ,064, ,000, ,968, AO , ,000 04/28/ /01/ U SR 0 MA HEALTH AND ED FACILITIES AUTH NORTHEA FE...1,013, , ,000, ,011, (1,138) AO , ,000 08/21/ /01/ J WA 5 MASSACHUSETTS HEALTH&ED - MIT FE...500, , , , JJ , ,750 04/13/ /01/ K 0 NEW JERSEY ST TURNPIKE AUTHORITY FE...81, , , , (371) JJ , ,200 11/21/ /01/ L 8 NEW JERSEY ST TURNPIKE AUTHORITY FE...162, , , , (741) JJ , ,400 11/21/ /01/ F8 3 NEW JERSEY ST TURNPIKE AUTHORITY FE...84, , , , (293) JJ , ,200 08/09/ /01/ YC 3 NEW JERSEY ST TPK AUTH TPK REV FE...782, , , , JJ , ,775 10/03/ /01/ K F2 4 NEW YORK CITY FE...966, ,062, , , MS , ,125 09/03/ /01/ R FJ 6 NEW YORK STATE MORTGAGE AGENCY FE...2,000, ,685, ,000, ,000, AO , ,783 02/13/ /01/ M AS 6 NJB PROPERTIES - KING COUNTY WA FE...1,716, ,759, ,660, ,689, (9,215) JD , ,000 12/06/ /01/ EU 7 PENNSYLVANIA HOUSING FINANCE AGENCY FE...564, , , , , AO , ,600 07/10/ /01/2027

16 SCHEDULE D - PART 1 Showing all Long-Term BONDS Owned December 31 of Current Year 1 2 Codes 6 7 Fair Value Change in Book/Adjusted Carrying Value Interest Dates F o Rate Current r Used Year's Total e to Unrealized Current Other-Than- Foreign Admitted Amount Stated i 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 Maturity Identification 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 88275A BG 4 TEXAS DEPARTMENT OF HOUSING & COMMUNITY FE...1,979, ,961, ,000, ,982, JJ , ,000 06/08/ /20/ WK 1 VA COMMONWEALTH TRANSPORTATION BOARD VA FE...1,077, , ,000, ,071, (6,350) MN , ,000 02/14/ /15/ FL 7 WAYNE CHARTER COUNTY MI AIRPORT FE...1,000, , ,000, ,000, JD , ,000 01/17/ /01/ U.S. Special Revenue & Assessment Obligations - Issuer Obligations ,597,084...XXX ,345, ,350, ,500, (35,596) XXX......XXX....XXX , ,018,802...XXX......XXX Total - U.S. Special Revenue & Special Assessment Obligations ,597,084...XXX ,345, ,350, ,500, (35,596) XXX......XXX....XXX , ,018,802...XXX......XXX... Totals Total - Issuer Obligations ,320,977...XXX ,208, ,206, ,686, (121,554) XXX......XXX....XXX , ,397,752...XXX......XXX Total - Residential Mortgage-Backed Securities ,219...XXX , , , XXX......XXX....XXX ,424...XXX......XXX Grand Total - Bonds ,352,196...XXX ,246, ,238, ,718, (121,365) XXX......XXX....XXX , ,400,176...XXX......XXX... E10.1

17 Sch. D-Pt. 2-Sn. 1 Sch. D-Pt. 2-Sn. 2 E11, E12

18 SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Year CUSIP Date Number of Actual Par Paid for Accrued Identification Description Foreign Acquired Name of Vendor Shares of Stock Cost Value Interest and Dividends Bonds - U.S. Government DX 3 T 7 1/2 11/15/ /09/2013 VARIOUS , , , Total - Bonds - U.S. Government , , ,440 Bonds - U.S. Political Subdivisions of States 64966K G2 3 NEW YORK CITY /02/2013 EXCHANGES (UNLIKE) , , Total - Bonds - U.S. Political Subdivisions of States , , Bonds - U.S. Special Revenue and Special Assessment 64966K F2 4 NEW YORK CITY /03/2013 EXCHANGES (UNLIKE) , , R FJ 6 NEW YORK STATE MORTGAGE AGENCY /13/2013 MORGAN STANLEY & CO. INC ,000, ,000, WK 1 VA COMMONWEALTH TRANSPORTATION BOARD VA /14/2013 MERRILL LYNCH ,077, ,000, , Total - Bonds - U.S. Special Revenue and Special Assessments ,044, ,985, , Total - Bonds - Part ,402, ,290, , Total - Bonds ,402, ,290, , Total - Bonds, Preferred and Common Stocks ,402,150...XXX ,257 E13

19 SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year Change in Book/Adjusted Carrying Value F Bond o Current Book/ Foreign Interest/ r Prior Year Year's Total Adjusted Exchange Realized Total Stock e Book/ Unrealized Current Other-Than- Total Foreign Carrying Gain Gain Gain Dividends Stated i 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 Maturity Identification Description n Date Name of Purchaser of Stock Consideration Value Cost Value (Decrease) Accretion Recognized ( ) B./A.C.V. Date Disposal Disposal Disposal Year Date Bonds - U.S. Government 36225B QN 1 GNMA I 7.500% /01/2013. MBS PAYDOWN , , , , , /01/ Total - Bonds - U.S. Government , , , , , XXX... Bonds - U.S. Political Subdivisions of States 64966F MT 8 NEW YORK CITY OF /02/2013. EXCHANGES (UNLIKE) , ,000, , , , ,000 09/01/ K G2 3 NEW YORK CITY /03/2013. EXCHANGES (UNLIKE) , , , , ,760 09/01/ Total - Bonds - U.S. Political Subdivisions of States ,904, ,940, ,897, , , , ,904, ,760...XXX... Bonds - U.S. Special Revenue and Special Assessment JF 8 IOWA STUDENT LOAN LIQUIDITY CORP /02/2013. Called , , , , (715) (715) , ,500 12/01/ YC 3 NEW JERSEY ST TPK AUTH TPK REV /01/2013. SINKING FUND REDEMPTION , , , , , ,688 01/01/ Total - Bonds - U.S. Special Revenue and Special Assessments , , , , (715) (715) , ,188...XXX Total - Bonds - Part ,212, ,248, ,217, ,289, ,212, ,269...XXX Total - Bonds ,212, ,248, ,217, ,289, ,212, ,269...XXX Total - Bonds, Preferred and Common Stocks ,212,554...XXX ,217, ,289, ,212, ,269...XXX... E14

20 Sch. D-Pt. 5 Sch. D-Pt. 6-Sn. 1 Sch. D-Pt. 6-Sn. 2 Sch. DA-Pt. 1 Sch. DB-Pt. A-Sn. 1 Sch. DB-Pt. A-Sn. 2 Sch. DB-Pt. B-Sn. 1 Sch. DB-Pt. B-Sn 1B-Broker List Sch. DB-Pt. B-Sn. 2 Sch. DB-Pt. D-Sn. 1 Sch. DB-Pt. D-Sn. 2 E15, E16, E17, E18, E19, E20, E21, E22, E23

21 Sch. DL-Pt. 1 Sch. DL-Pt. 2 E24, E25

22 Open Depositories SCHEDULE E - PART 1 - CASH Amount of Amount of Rate Interest Interest Accrued of Received December 31 of Depository Code Interest During Year Current Year Balance * JP Morgan Chase... New York, New York ,442 XXX Total - Open Depositories....XXX......XXX ,442 XXX Total Cash on Deposit....XXX......XXX ,442 XXX Total Cash....XXX......XXX ,442 XXX.. TOTALS OF DEPOSITORY BALANCES ON THE LAST DAY OF EACH MONTH DURING THE CURRENT YEAR 1. January , April , July , October , February , May , August , November , March , June , September , December ,442 E26