COMBINED ANNUAL STATEMENT For the Year Ended December 31, 2015 of the Condition and Affairs of the

COMBINED PROPERTY AND CASUALTY COMPANIES - ASSOCIATION EDITION *00914201520100100* COMBINED ANNUAL STATEMENT For the Year Ended December 31, 2015 of the Condition and Affairs of the and its affiliated property and casualty insurers This annual statement contains combined data for the property and casualty insurance companies listed below, compiled in accordance with the NAIC instructions for the completion of annual statements. NAIC Group Code....0091 NAIC Combined Company Code..00914 Mail Address One Hartford Plaza Hartford, Connecticut 06155-0001 (Street and Number) (City or Town, State and Zip Code) Statutory Statement Contact Randolph A. Dalton (860) 547-4497 (Name) (Area Code) (Telephone Number) statement.questions@thehartford.com (E ma il) NAMES OF COMPANIES INCLUDED IN THIS STATEMENT Hartford Fire Insurance Company Connecticut 19682 Hartford Accident and Indemnity Company Connecticut 22357 Hartford Casualty Insurance Company Indiana 29424 Hartford Underwriters Insurance Company Connecticut 30104 Twin City Fire Insurance Company Indiana 29459 Pacific Insurance Company, Limited Connecticut 10046 Sentinel Insurance Company, Ltd. Connecticut 11000 Hartford Lloyd's Insurance Company Texas 38253 Hartford Insurance Company of Illinois Illinois 38288 Hartford Insurance Company of the Midwest Indiana 37478 Trumbull Insurance Company Connecticut 27120 Hartford Insurance Company of the Southeast Connecticut 38261 Nutmeg Insurance Company Connecticut 39608 Property and Casualty Insurance Company of Hartford Indiana 34690

ASSETS Current Year Prior Year 1 2 3 4 Net Admitted Nonadmitted Assets Net Assets Assets (Cols. 1-2) Admitted Assets 1. Bonds (Schedule D)......30,287,357,246...0...30,287,357,246...30,413,955,355 2. Stocks (Schedule D): 2.1 Preferred stocks......95,027,319...0...95,027,319...112,533,277 2.2 Common stocks......858,738,619...0...858,738,619...315,006,772 3. Mortgage loans on real estate (Schedule B): 3.1 First liens......1,917,253,702...0...1,917,253,702...1,693,101,183 3.2 Other than first liens......0...0...0...0 4. Real estate (Schedule A): 4.1 Properties occupied by the company (less $...0 encumbrances)......342,447,217...0...342,447,217...229,110,237 4.2 Properties held for the production of income (less $...0 encumbrances)......0...0...0...0 4.3 Properties held for sale (less $...0 encumbrances)......0...0...0...0 5. Cash ($...40,828,285, Sch. E-Part 1), cash equivalents ($...0, Sch. E-Part 2) and short-term investments ($...817,790,171, Sch. DA)......858,618,456...0...858,618,456...1,046,959,824 6. Contract loans (including $...0 premium notes)......0...0...0...0 7. Derivatives (Schedule DB)......56,070,234...0...56,070,234...167,630,400 8. Other invested assets (Schedule BA)......1,209,750,102...0...1,209,750,102...1,309,897,947 9. Receivables for securities......7,325,641...0...7,325,641...15,275,781 10. Securities lending reinvested collateral assets (Schedule DL)......46,683,632...0...46,683,632...0 11. Aggregate write-ins for invested assets......299,636,146...0...299,636,146...4,395 12. Subtotals, cash and invested assets (Lines 1 to 11)......35,978,908,314...0...35,978,908,314...35,303,475,172 13. Title plants less $...0 charged off (for Title insurers only)......0...0...0...0 14. Investment income due and accrued......240,304,815...0...240,304,815...347,910,686 15. Premiums and considerations: 15.1 Uncollected premiums and agents' balances in course of collection......566,897,056...79,480,960...487,416,096...495,192,055 15.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $...88,790,228 earned but unbilled premiums)......2,410,027,661...13,638,715...2,396,388,946...2,328,849,107 15.3 Accrued retrospective premiums ($...0) and contracts subject to redetermination ($...0)......0...0...0...9,167,774 16. Reinsurance: 16.1 Amounts recoverable from reinsurers......73,913,518...0...73,913,518...87,210,027 16.2 Funds held by or deposited with reinsured companies......2,183,593...5,282,980...(3,099,387)...2,746,831 16.3 Other amounts receivable under reinsurance contracts......0...0...0...0 17. Amounts receivable relating to uninsured plans......0...0...0...0 18.1 Current federal and foreign income tax recoverable and interest thereon......4,557,626...0...4,557,626...51,373,348 18.2 Net deferred tax asset......1,305,961,276...273,378,450...1,032,582,826...1,087,264,955 19. Guaranty funds receivable or on deposit......14,025,601...0...14,025,601...11,624,465 20. Electronic data processing equipment and software......434,440,906...418,607,095...15,833,810...13,861,913 21. Furniture and equipment, including health care delivery assets ($...0)......105,404,528...105,404,528...0...0 22. Net adjustment in assets and liabilities due to foreign exchange rates......0...0...0...0 23. Receivables from parent, subsidiaries and affiliates......11,259,674...241,646...11,018,028...16,538,060 24. Health care ($...0) and other amounts receivable......0...0...0...0 25. Aggregate write-ins for other than invested assets......805,449,531...26,545,280...778,904,251...728,294,337 26. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 12 to 25)......41,953,334,098...922,579,654...41,030,754,445...40,483,508,729 27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts......0...0...0...0 28. TOTALS (Lines 26 and 27)......41,953,334,098...922,579,654...41,030,754,445...40,483,508,729 DETAILS OF WRITE-INS 1101. Combined write-ins for Assets Line 11......299,636,146...0...299,636,146...4,395 1102................ 1103................ 1198. Summary of remaining write-ins for Line 11 from overflow page............... 1199. Totals (Lines 0901 thru 1103 plus 1198) (Line 11 above)......299,636,146...0...299,636,146...4,395 2501. Combined write-ins for Assets Line 25......805,449,531...26,545,280...778,904,251...728,294,337 2502................ 2503................ 2598. Summary of remaining write-ins for Line 25 from overflow page............... 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)......805,449,531...26,545,280...778,904,251...728,294,337 2

LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current Year Prior Year 1. Losses (Part 2A, Line 35, Column 8)......15,101,915,511...14,863,105,201 2. Reinsurance payable on paid loss and loss adjustment expenses (Schedule F, Part 1, Column 6)......5,148,292...3,326,715 3. Loss adjustment expenses (Part 2A, Line 35, Column 9)......3,118,570,099...3,143,715,317 4. Commissions payable, contingent commissions and other similar charges......127,722,015...106,796,939 5. Other expenses (excluding taxes, licenses and fees)......209,206,217...221,577,098 6. Taxes, licenses and fees (excluding federal and foreign income taxes)......150,797,281...145,540,831 7.1 Current federal and foreign income taxes (including $...0 on realized capital gains (losses))......29,032,750...5,044,649 7.2 Net deferred tax liability......0...0 8. Borrowed money $...0 and interest thereon $...0......0...0 9. Unearned premiums (Part 1A, Line 38, Column 5) (after deducting unearned premiums for ceded reinsurance of $...340,319,971 and including warranty reserves of $...0 and accrued accident and health experience rating refunds including $...0 for medical loss ratio rebate per the Public Health Service Act)......5,097,310,350...4,904,903,013 10. Advance premiums......93,778,352...93,114,014 11. Dividends declared and unpaid: 11.1 Stockholders......0...0 11.2 Policyholders......15,730,000...18,010,000 12. Ceded reinsurance premiums payable (net of ceding commissions)......39,058,404...51,199,991 13. Funds held by company under reinsurance treaties (Schedule F, Part 3, Column 19)......19,877,295...23,339,167 14. Amounts withheld or retained by company for account of others......492,699,413...462,992,994 15. Remittances and items not allocated......3,497,645...7,893,170 16. Provision for reinsurance (including $...0 certified) (Schedule F, Part 8)......12,561,600...17,269,810 17. Net adjustments in assets and liabilities due to foreign exchange rates......62,296,000...31,015,000 18. Drafts outstanding......283,530,534...279,523,867 19. Payable to parent, subsidiaries and affiliates......54,889,968...42,029,725 20. Derivatives......380,055,576...319,265,865 21. Payable for securities......60,332,661...55,462,872 22. Payable for securities lending......46,683,632...0 23. Liability for amounts held under uninsured plans......0...0 24. Capital notes $...0 and interest thereon $...0......0...0 25. Aggregate write-ins for liabilities......489,710,626...514,969,055 26. Total liabilities excluding protected cell liabilities (Lines 1 through 25)......25,894,404,221...25,310,095,293 27. Protected cell liabilities......0...0 28. Total liabilities (Lines 26 and 27)......25,894,404,221...25,310,095,293 29. Aggregate write-ins for special surplus funds......0...0 30. Common capital stock......85,670,000...85,670,000 31. Preferred capital stock......0...0 32. Aggregate write-ins for other than special surplus funds......0...0 33. Surplus notes......0...0 34. Gross paid in and contributed surplus......5,272,578,316...5,035,953,302 35. Unassigned funds (surplus)......9,786,118,594...10,059,806,820 36. Less treasury stock, at cost: 36.1...116.000 shares common (value included in Line 30 $...580,000)......8,016,686...8,016,686 36.2...0.000 shares preferred (value included in Line 31 $...0)......0...0 37. Surplus as regards policyholders (Lines 27 to 33, less 34) (Page 4, Line 38)......15,136,350,224...15,173,413,436 38. TOTALS (Page 2, Line 28, Col. 3)......41,030,754,445...40,483,508,729 DETAILS OF WRITE-INS 2501. Combined write-ins for Liabilities Line 25......489,710,626...514,969,055 2502.......... 2503.......... 2598. Summary of remaining write-ins for Line 25 from overflow page......... 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)......489,710,626...514,969,055 2901.......0...0 2902.......... 2903.......... 2998. Summary of remaining write-ins for Line 29 from overflow page......... 2999. Totals (Lines 2901 thru 2903 plus 2998) (Line 29 above)......0...0 3201.......0...0 3202.......... 3203.......... 3298. Summary of remaining write-ins for Line 32 from overflow page......... 3299. Totals (Lines 3201 thru 3203 plus 3298) (Line 32 above)......0...0 3

STATEMENT OF INCOME 1 2 UNDERWRITING INCOME Current Year Prior Year 1. Premiums earned (Part 1, Line 35, Column 4)......10,334,931,821...10,096,686,497 DEDUCTIONS 2. Losses incurred (Part 2, Line 35, Column 7)......5,668,032,955...5,564,367,070 3. Loss adjustment expenses incurred (Part 3, Line 25, Column 1)......1,160,194,533...1,204,216,260 4. Other underwriting expenses incurred (Part 3, Line 25, Column 2)......3,140,981,097...3,003,892,682 5. Aggregate write-ins for underwriting deductions......0...0 6. Total underwriting deductions (Lines 2 through 5)......9,969,208,585...9,772,476,012 7. Net income of protected cells......0...0 8. Net underwriting gain (loss) (Line 1 minus Line 6 plus Line 7)......365,723,236...324,210,484 INVESTMENT INCOME 9. Net investment income earned (Exhibit of Net Investment Income, Line 17)......1,300,547,201...1,246,060,269 10. Net realized capital gains (losses) less capital gains tax of $...91,627,020 (Exhibit of Capital Gains (Losses))......81,598,111...73,382,849 11. Net investment gain (loss) (Lines 9 + 10)......1,382,145,312...1,319,443,118 OTHER INCOME 12. Net gain (loss) from agents' or premium balances charged off (amount recovered $...921,337 amount charged off $...40,831,657)......(39,910,320)...(40,451,971) 13. Finance and service charges not included in premiums......77,395,196...77,033,704 14. Aggregate write-ins for miscellaneous income......(63,381,308)...(93,851,295) 15. Total other income (Lines 12 through 14)......(25,896,432)...(57,269,562) 16. Net income before dividends to policyholders, after capital gains tax and before all other federal and foreign income taxes (Lines 8 + 11 + 15)......1,721,972,117...1,586,384,040 17. Dividends to policyholders......14,668,304...13,536,015 18. Net income, after dividends to policyholders, after capital gains tax and before all other federal and foreign income taxes (Line 16 minus Line 17)......1,707,303,813...1,572,848,025 19. Federal and foreign income taxes incurred......221,214,922...302,163,137 20. Net income (Line 18 minus Line 19) (to Line 22)......1,486,088,891...1,270,684,888 CAPITAL AND SURPLUS ACCOUNT 21. Surplus as regards policyholders, December 31 prior year (Page 4, Line 39, Column 2)......15,173,413,436...15,376,596,582 GAINS AND (LOSSES) IN SURPLUS 22. Net income (from Line 20)......1,486,088,891...1,270,684,888 23. Net transfers (to) from Protected Cell accounts......0...0 24. Change in net unrealized capital gains or (losses) less capital gains tax of $...(89,352,418)......(669,543,076)...1,153,873,677 25. Change in net unrealized foreign exchange capital gain (loss)......(9,706,722)...(26,806,211) 26. Change in net deferred income tax......(148,120,508)...(107,199,520) 27. Change in nonadmitted assets (Exhibit of Nonadmitted Assets, Line 28 Column 3)......(21,562,614)...46,487,174 28. Change in provision for reinsurance (Page 3, Line 16, Column 2 minus Column 1)......4,708,210...3,498,129 29. Change in surplus notes......0...0 30. Surplus (contributed to) withdrawn from protected cells......0...0 31. Cumulative effect of changes in accounting principles......0...0 32. Capital changes: 32.1 Paid in......0...0 32.2 Transferred from surplus (Stock Dividend)......0...0 32.3 Transferred to surplus......0...0 33. Surplus adjustments: 33.1 Paid in......236,625,013...24,094,017 33.2 Transferred to capital (Stock Dividend)......0...0 33.3. Transferred from capital......0...0 34. Net remittances from or (to) Home Office......0...0 35. Dividends to stockholders......(907,022,856)...(2,518,000,000) 36. Change in treasury stock (Page 3, Lines 36.1 and 36.2, Column 2 minus Column 1)......0...0 37. Aggregate write-ins for gains and losses in surplus......(8,529,553)...(49,815,300) 38. Change in surplus as regards policyholders for the year (Lines 22 through 37)......(37,063,213)...(203,183,146) 39. Surplus as regards policyholders, December 31 current year (Line 21 plus Line 38) (Page 3, Line 37)......15,136,350,224...15,173,413,436 DETAILS OF WRITE-INS 0501.......0...0 0502.......... 0503.......... 0598. Summary of remaining write-ins for Line 5 from overflow page......... 0599. Totals (Lines 0501 thru 0503 plus 0598) (Line 5 above)......0...0 1401. Combined write-ins for Statement of Income Line 14......(63,381,308)...(93,851,295) 1402.......... 1403.......... 1498. Summary of remaining write-ins for Line 14 from overflow page......... 1499. Totals (Lines 1401 thru 1403 plus 1498) (Line 14 above)......(63,381,308)...(93,851,295) 3701. Combined write-ins for Statement of Income Line 37......(8,529,553)...(49,815,300) 3702.......... 3703.......... 3798. Summary of remaining write-ins for Line 37 from overflow page......... 3799. Totals (Lines 3701 thru 3703 plus 3798) (Line 37 above)......(8,529,553)...(49,815,300) 4

CASH FROM OPERATIONS CASH FLOW 1 2 Current Year Prior Year 1. Premiums collected net of reinsurance......10,458,199,913...10,134,146,546 2. Net investment income......1,602,238,924...1,317,967,828 3. Miscellaneous income......(66,771,791)...(57,269,562) 4. Total (Lines 1 through 3)......11,993,667,046...11,394,844,811 5. Benefit and loss related payments......5,408,225,674...5,430,832,279 6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts......0...0 7. Commissions, expenses paid and aggregate write-ins for deductions......4,321,743,354...4,114,054,069 8. Dividends paid to policyholders......16,948,304...12,403,015 9. Federal and foreign income taxes paid (recovered) net of $...91,627,020 tax on capital gains (losses)......242,038,120...295,130,931 10. Total (Lines 5 through 9)......9,988,955,452...9,852,420,294 11. Net cash from operations (Line 4 minus Line 10)......2,004,711,594...1,542,424,517 CASH FROM INVESTMENTS 12. Proceeds from investments sold, matured or repaid: 12.1 Bonds......11,038,088,247...12,677,231,378 12.2 Stocks......674,924,757...204,942,246 12.3 Mortgage loans......192,215,576...109,936,771 12.4 Real estate......0...0 12.5 Other invested assets......359,312,930...295,248,416 12.6 Net gains or (losses) on cash, cash equivalents and short-term investments......1,156,428...228 12.7 Miscellaneous proceeds......229,692,526...155,328,542 12.8 Total investment proceeds (Lines 12.1 to 12.7)......12,495,390,464...13,442,687,581 13. Cost of investments acquired (long-term only): 13.1 Bonds......11,538,332,449...11,520,629,620 13.2 Stocks......1,196,761,810...135,779,032 13.3 Mortgage loans......414,647,000...376,715,000 13.4 Real estate......126,247,028...23,759,912 13.5 Other invested assets......335,341,239...162,424,718 13.6 Miscellaneous applications......346,987,029...222,607,599 13.7 Total investments acquired (Lines 13.1 to 13.6)......13,958,316,555...12,441,915,881 14. Net increase (decrease) in contract loans and premium notes......0...0 15. Net cash from investments (Line 12.8 minus Lines 13.7 and 14)......(1,462,926,091)...1,000,771,700 CASH FROM FINANCING AND MISCELLANEOUS SOURCES 16. Cash provided (applied): 16.1 Surplus notes, capital notes......0...0 16.2 Capital and paid in surplus, less treasury stock......158,500,001...1 16.3 Borrowed funds......0...0 16.4 Net deposits on deposit-type contracts and other insurance liabilities......0...0 16.5 Dividends to stockholders......907,022,856...2,518,000,000 16.6 Other cash provided (applied)......18,395,985...(49,399,081) 17. Net cash from financing and miscellaneous sources (Lines 16.1 to 16.4 minus Line 16.5 plus Line 16.6)......(730,126,871)...(2,567,399,080) RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS 18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17)......(188,341,368)...(24,202,864) 19. Cash, cash equivalents and short-term investments: 19.1 Beginning of year......1,046,959,824...1,071,162,688 19.2 End of year (Line 18 plus Line 19.1)......858,618,456...1,046,959,824 Note: Supplemental disclosures of cash flow information for non-cash transactions: 20.0001 Non-cash proceeds from inv asset exchanges - bonds, common stocks and other invested assets......(477,052,871)...0 20.0002 Non-cash acquisitions from inv asset exchanges - bonds, common stocks and other invested assets......(477,052,871)...0 20.0003 Non-cash affiliated adverse development cover reinsurance transaction - other than invested asset......(40,875,360)...0 20.0004 Non-cash affiliated development cover reinsurance transaction - miscellaneous income......(40,875,360)...0 20.0005 Aggregate write-ins for liabilities: non-cash quarterly stock compensation contribution......(966,521)...(27,635,865) 20.0006 Paid in capital: non-cash quarterly stock compensation contribution......(966,521)...24,094,017 20.0007 Non-cash capital contributions - common stock......(79,091,534)...0 20.0008 Non-cash capital contributions......(79,091,534)...0 5

UNDERWRITING AND INVESTMENT EXHIBIT PART 1 - PREMIUMS EARNED 1 2 3 4 Unearned Premiums Unearned Premiums Net December 31 December 31 Premiums Premiums Prior Year- Current Year- Earned Written per per Col. 3 Last per Col. 5 During Year Line of Business Column 6, Part 1B Year's Part 1 Part 1A (Cols. 1 + 2-3) 1. Fire......27,684,647...13,516,872...14,964,252...26,237,267 2. Allied lines......12,716,317...8,762,821...7,946,110...13,533,028 3. Farmowners multiple peril......0...0...0...0 4. Homeowners multiple peril......1,129,677,020...601,171,675...598,521,419...1,132,327,276 5. Commercial multiple peril......1,674,479,405...816,416,397...828,763,024...1,662,132,778 6. Mortgage guaranty......0...0...0...0 8. Ocean marine......27,497,455...12,295,285...13,216,137...26,576,603 9. Inland marine......226,949,755...74,267,643...87,187,931...214,029,467 10. Financial guaranty......0...0...0...0 11.1 Medical professional liability - occurrence......0...0...0...0 11.2 Medical professional liability - claims-made......0...0...0...0 12. Earthquake......23,976,440...12,319,621...12,372,682...23,923,379 13. Group accident and health......0...0...0...0 14. Credit accident and health (group and individual)......0...0...0...0 15. Other accident and health......0...0...0...0 16. Workers' compensation......3,131,094,043...1,310,247,779...1,361,209,245...3,080,132,577 17.1 Other liability - occurrence......473,523,066...226,329,083...244,546,059...455,306,090 17.2 Other liability - claims-made......237,366,367...134,656,876...133,983,489...238,039,754 17.3 Excess workers' compensation......5,874,137...2,174,885...2,293,193...5,755,829 18.1 Products liability - occurrence......111,149,042...47,554,049...50,233,855...108,469,236 18.2 Products liability - claims-made......888,648...397,774...942,344...344,078 19.1, 19.2 Private passenger auto liability......1,732,063,763...816,530,643...847,036,520...1,701,557,886 19.3, 19.4 Commercial auto liability......437,654,533...204,204,672...211,247,331...430,611,874 21. Auto physical damage......1,070,008,185...491,339,632...515,390,691...1,045,957,126 22. Aircraft (all perils)......10,194...0...0...10,194 23. Fidelity......43,973,122...25,686,348...26,257,828...43,401,642 24. Surety......171,946,089...91,356,649...94,320,207...168,982,531 26. Burglary and theft......5,530,516...3,125,659...2,794,193...5,861,982 27. Boiler and machinery......134,582...84,416...104,178...114,821 28. Credit......0...0...0...0 29. International......5,913...0...0...5,913 30. Warranty......0...0...0...0 31. Reinsurance - nonproportional assumed property......5,797,727...2,277,820...3,104,305...4,971,243 32. Reinsurance - nonproportional assumed liability......(12,476,072)...0...40,875,360...(53,351,432) 33. Reinsurance - nonproportional assumed financial lines......679...0...0...679 34. Aggregate write-ins for other lines of business......0...0...0...0 35. TOTALS......10,537,525,574...4,894,716,599...5,097,310,352...10,334,931,821 DETAILS OF WRITE-INS 3401.......0...0...0...0 3402................ 3403................ 3498. Summary of remaining write-ins for Line 34 from overflow page............... 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......0...0...0...0 6

UNDERWRITING AND INVESTMENT EXHIBIT PART 1A - RECAPITULATION OF ALL PREMIUMS (a) Gross premiums (less reinsurance) and unearned premiums on all unexpired risks and reserve for return premiums under rate credit or retrospective rating plans based upon experience, viz: 1 2 3 4 5 Reserve for Amount Unearned Amount Unearned Rate Credits Total Reserve (Running One Year (Running more than and Retrospective for Unearned or Less from Date One Year from Earned But Adjustments Based Premiums Line of Business of Policy) (a) Date of Policy) (a) Unbilled Premium on Experience Cols. 1 + 2 + 3 + 4 1. Fire......14,956,095...8,157...0...0...14,964,252 2. Allied lines......7,941,212...4,899...0...0...7,946,111 3. Farmowners multiple peril......0...0...0...0...0 4. Homeowners multiple peril......598,521,419...0...0...0...598,521,419 5. Commercial multiple peril......827,880,140...882,883...0...0...828,763,023 6. Mortgage guaranty......0...0...0...0...0 8. Ocean marine......12,989,101...227,035...0...0...13,216,136 9. Inland marine......72,991,265...14,196,667...0...0...87,187,932 10. Financial guaranty......0...0...0...0...0 11.1 Medical professional liability - occurrence......0...0...0...0...0 11.2 Medical professional liability - claims-made......0...0...0...0...0 12. Earthquake......12,372,682...0...0...0...12,372,682 13. Group accident and health......0...0...0...0...0 14. Credit accident and health (group and individual)......0...0...0...0...0 15. Other accident and health......0...0...0...0...0 16. Workers' compensation......1,362,931,734...(3,490)...0...(1,719,000)...1,361,209,244 17.1 Other liability - occurrence......227,228,849...4,129,624...0...13,187,586...244,546,059 17.2 Other liability - claims-made......117,643,228...16,340,260...0...0...133,983,488 17.3 Excess workers' compensation......2,293,193...0...0...0...2,293,193 18.1 Products liability - occurrence......49,010,856...1,222,999...0...0...50,233,855 18.2 Products liability - claims-made......225,930...716,415...0...0...942,345 19.1, 19.2 Private passenger auto liability......847,035,223...1,297...0...0...847,036,520 19.3, 19.4 Commercial auto liability......211,762,953...159,379...0...(675,000)...211,247,332 21. Auto physical damage......515,347,683...43,008...0...0...515,390,691 22. Aircraft (all perils)......0...0...0...0...0 23. Fidelity......17,789,098...8,468,730...0...0...26,257,828 24. Surety......49,386,211...44,933,995...0...0...94,320,206 26. Burglary and theft......2,556,653...237,540...0...0...2,794,193 27. Boiler and machinery......104,060...118...0...0...104,178 28. Credit......0...0...0...0...0 29. International......0...0...0...0...0 30. Warranty......0...0...0...0...0 31. Reinsurance - nonproportional assumed property......3,104,305...0...0...0...3,104,305 32. Reinsurance - nonproportional assumed liability......0...40,875,360...0...0...40,875,360 33. Reinsurance - nonproportional assumed financial lines......0...0...0...0...0 34. Aggregate write-ins for other lines of business......0...0...0...0...0 35. TOTALS......4,954,071,890...132,444,876...0...10,793,586...5,097,310,352 36. Accrued retrospective premiums based on experience......0 37. Earned but unbilled premiums......0 38. Balance (sum of Lines 35 through 37)......5,097,310,352 DETAILS OF WRITE-INS 3401.......0...0...0...0...0 3402................... 3403................... 3498. Summary of remaining write-ins for Line 34 from overflow page.................. 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......0...0...0...0...0 (a) State here basis of computation used in each case: Daily pro rata not terminated: 100% 7

UNDERWRITING AND INVESTMENT EXHIBIT PART 1B - PREMIUMS WRITTEN Gross Premiums (Less Return Premiums), Including Policy and Membership Fees Written and Renewed During Year 1 Reinsurance Assumed Reinsurance Ceded 6 Direct 2 3 4 5 Net Premiums Written Business (Cols. 1 + 2 + 3 Line of Business (a) From Affiliates From Non-Affiliates To Affiliates To Non-Affiliates - 4-5) 1. Fire......28,332,121...0...1,337,848...0...1,985,322...27,684,647 2. Allied lines......282,082,350...0...1,899,183...0...271,265,214...12,716,319 3. Farmowners multiple peril......0...0...0...0...0...0 4. Homeowners multiple peril......1,164,040,589...0...2,291,729...0...36,655,299...1,129,677,019 5. Commercial multiple peril......1,779,280,594...0...118...0...104,801,308...1,674,479,404 6. Mortgage guaranty......0...0...0...0...0...0 8. Ocean marine......28,644,297...0...75...0...1,146,918...27,497,454 9. Inland marine......240,759,671...0...1...0...13,809,916...226,949,756 10. Financial guaranty......0...0...0...0...0...0 11.1 Medical professional liability - occurrence......0...0...0...0...0...0 11.2 Medical professional liability - claims-made......0...0...0...0...0...0 12. Earthquake......23,976,441...0...(1)...0...1...23,976,439 13. Group accident and health......274,821...0...0...274,821...0...0 14. Credit accident and health (group and individual)......0...0...0...0...0...0 15. Other accident and health......0...0...0...0...0...0 16. Workers' compensation......3,324,634,244...0...31,126,715...0...224,666,917...3,131,094,042 17.1 Other liability - occurrence......533,373,958...0...(472,338)...0...59,378,555...473,523,065 17.2 Other liability - claims-made......311,407,326...0...1,341...0...74,042,299...237,366,368 17.3 Excess workers' compensation......5,874,137...0...0...0...0...5,874,137 18.1 Products liability - occurrence......117,876,211...0...(15,053)...0...6,712,116...111,149,042 18.2 Products liability - claims-made......941,423...0...0...0...52,775...888,648 19.1, 19.2 Private passenger auto liability......1,617,691,782...0...134,188,543...0...19,816,562...1,732,063,763 19.3, 19.4 Commercial auto liability......442,045,143...0...6,611,715...0...11,002,324...437,654,534 21. Auto physical damage......996,131,180...0...81,127,075...0...7,250,069...1,070,008,186 22. Aircraft (all perils)......0...0...0...0...(10,195)...10,195 23. Fidelity......48,362,987...0...(51)...0...4,389,812...43,973,124 24. Surety......179,771,550...0...2,075...0...7,827,537...171,946,088 26. Burglary and theft......6,507,915...0...11,274...0...988,669...5,530,520 27. Boiler and machinery......3,119,414...0...2,672...0...2,987,504...134,582 28. Credit......0...0...0...0...0...0 29. International......0...0...5,913...0...(3)...5,916 30. Warranty......0...0...0...0...0...0 31. Reinsurance - nonproportional assumed property......xxx......0...7,154,552...0...1,356,824...5,797,728 32. Reinsurance - nonproportional assumed liability......xxx......(12,609,826)...135,093...0...1,338...(12,476,071) 33. Reinsurance - nonproportional assumed financial lines......xxx......0...679...0...1...678 34. Aggregate write-ins for other lines of business......0...0...0...0...0...0 35. TOTALS......11,135,128,154...(12,609,826)...265,409,158...274,821...850,127,091...10,537,525,574 DETAILS OF WRITE-INS 3401.......0...0...0...0...0...0 3402...................... 3403...................... 3498. Summ. of remaining write-ins for Line 34 from overflow page..................... 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......0...0...0...0...0...0 (a) Does the company's direct premiums written include premiums recorded on an installment basis? Yes [ ] No [ X ] If yes: 1. The amount of such installment premiums $...0. 2. Amount at which such installment premiums would have been reported had they been recorded on an annualized basis $...0. 8

9 Combined Statement for the year 2015 of the UNDERWRITING AND INVESTMENT EXHIBIT PART 2 - LOSSES PAID AND INCURRED Losses Paid Less Salvage 5 6 7 8 1 2 3 4 Percentage of Net Losses Losses Losses Incurred Unpaid Net Losses Incurred (Col. 7, Part 2) Direct Reinsurance Reinsurance Net Payments Current Year Unpaid Current Year to Premiums Earned Line of Business Business Assumed Recovered (Cols. 1 + 2-3) (Part 2A, Col. 8) Prior Year (Cols. 4 + 5-6) (Col. 4, Part 1) 1. Fire......8,407,095...1,306,634...981,688...8,732,041...8,715,125...9,135,344...8,311,822...31.7 2. Allied lines......61,023,181...497,222...50,769,119...10,751,284...2,686,033...2,942,605...10,494,712...77.5 3. Farmowners multiple peril......0...0...0...0...249,953...249,954...(1)...0.0 4. Homeowners multiple peril......614,466,966...316,967...171,054...614,612,879...313,423,977...298,220,415...629,816,441...55.6 5. Commercial multiple peril......867,772,515...636,051...79,240,901...789,167,665...1,510,942,956...1,536,120,104...763,990,517...46.0 6. Mortgage guaranty......0...0...0...0...0...0...0...0.0 8. Ocean marine......7,698,329...(22,035)...(112,609)...7,788,903...10,524,488...10,500,375...7,813,016...29.4 9. Inland marine......97,186,279...1...5,456,115...91,730,165...41,053,011...33,110,896...99,672,280...46.6 10. Financial guaranty......0...0...0...0...0...0...0...0.0 11.1 Medical professional liability - occurrence......6,157...8,543...0...14,700...1,392,332...1,412,595...(5,563)...0.0 11.2 Medical professional liability - claims-made......0...0...0...0...1,583...1,583...0...0.0 12. Earthquake......5,466...0...0...5,466...32,646...40,643...(2,531)...(0.0) 13. Group accident and health......520,473...0...520,473...0...0...0...0...0.0 14. Credit accident and health (group and individual)......0...0...0...0...0...0...0...0.0 15. Other accident and health......0...0...0...0...0...0...0...0.0 16. Workers' compensation......1,528,525,132...24,628,714...180,687,325...1,372,466,521...8,076,161,479...7,792,665,360...1,655,962,640...53.8 17.1 Other liability - occurrence......216,026,979...1,450,925...30,110,660...187,367,244...1,437,058,186...1,422,186,663...202,238,767...44.4 17.2 Other liability - claims-made......160,321,271...2,071,598...57,617,250...104,775,619...462,917,252...567,205,417...487,454...0.2 17.3 Excess workers' compensation......9,265,756...0...3,308,917...5,956,839...89,542,346...90,875,876...4,623,309...80.3 18.1 Products liability - occurrence......24,526,103...923,573...2,161,070...23,288,606...316,753,340...308,746,363...31,295,583...28.9 18.2 Products liability - claims-made......13,742...0...293,905...(280,163)...1,159,550...401,587...477,800...138.9 19.1, 19.2 Private passenger auto liability......1,080,441,405...100,680,551...11,116,555...1,170,005,401...1,198,867,508...1,215,796,982...1,153,075,927...67.8 19.3, 19.4 Commercial auto liability......301,202,242...4,401,083...20,770,733...284,832,592...611,239,238...595,889,634...300,182,196...69.7 21. Auto physical damage......631,468,106...66,250,155...1,763,784...695,954,477...39,724,663...42,014,877...693,664,263...66.3 22. Aircraft (all perils)......46,375...40,500...(108,367)...195,242...4,237,585...4,173,684...259,143...2,542.1 23. Fidelity......19,199,940...2,084...4,260,123...14,941,901...40,812,932...41,377,025...14,377,808...33.1 24. Surety......32,544,754...(6,231)...4,898,765...27,639,758...108,517,755...87,730,234...48,427,279...28.7 26. Burglary and theft......734,709...2,284...(8)...737,001...3,678,438...3,264,056...1,151,383...19.6 27. Boiler and machinery......3,094,674...0...3,094,674...0...1,264...385,231...(383,968)...(334.4) 28. Credit......0...0...0...0...0...0...0...0.0 29. International......0...446,347...0...446,347...33,899,493...36,705,041...(2,359,202)...(39,898.6) 30. Warranty......0...0...0...0...0...0...0...0.0 31. Reinsurance - nonproportional assumed property......xxx......983,915...1,105,068...(121,154)...4,052,439...6,312,625...(2,381,340)...(47.9) 32. Reinsurance - nonproportional assumed liability......xxx......16,694,912...(78,133)...16,773,045...783,696,986...751,390,276...49,079,754...(92.0) 33. Reinsurance - nonproportional assumed financial lines......xxx......1,440,269...0...1,440,269...572,953...4,249,752...(2,236,530)...(329,148.3) 34. Aggregate write-ins for other lines of business......0...0...0...0...0...0...0...0.0 35. TOTALS......5,664,497,649...222,754,061...458,029,062...5,429,222,648...15,101,915,511...14,863,105,197...5,668,032,962...54.8 DETAILS OF WRITE-INS 3401.......0...0...0...0...0...0...0...0.0 3402............................ 3403............................ 3498. Summary of remaining write-ins for Line 34 from overflow page........................... 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......0...0...0...0...0...0...0...0.0

10 Combined Statement for the year 2015 of the UNDERWRITING AND INVESTMENT EXHIBIT PART 2A - UNPAID LOSSES AND LOSS ADJUSTMENT EXPENSES Reported Losses Incurred But Not Reported 8 9 1 2 3 4 5 6 7 Deduct Reinsurance Net Losses Excluding Recoverable from Incurred but Net Losses Unpaid Loss Authorized and not Reported Reinsurance Reinsurance Unpaid Adjustment Line of Business Direct Reinsurance Assumed Unauthorized Companies (Cols. 1 + 2-3) Direct Assumed Ceded (Cols. 4 + 5 + 6-7) Expenses 1. Fire......3,607,763...952,015...995,042...3,564,736...3,163,945...2,037,879...51,436...8,715,125...1,214,308 2. Allied lines......1,199,091...137,045...(365,271)...1,701,407...904,425...84,065...3,864...2,686,033...855,364 3. Farmowners multiple peril......2,099...0...(247,854)...249,953...0...0...0...249,953...0 4. Homeowners multiple peril......159,410,880...108,698...(6,415,895)...165,935,473...147,982,848...42,646...536,990...313,423,977...86,882,688 5. Commercial multiple peril......566,830,222...4,608,173...36,451,399...534,986,996...989,636,366...3,393,812...17,074,218...1,510,942,956...874,959,474 6. Mortgage guaranty......0...0...0...0...0...0...0...0...0 8. Ocean marine......4,293,200...1,129,890...(694,026)...6,117,116...1,281,860...3,674,261...548,749...10,524,488...1,843,430 9. Inland marine......22,979,565...389...(5,626,264)...28,606,218...12,845,734...17...398,958...41,053,011...6,722,871 10. Financial guaranty......0...0...0...0...0...0...0...0...0 11.1 Medical professional liability - occurrence......170,303...0...(1,180,155)...1,350,458...182,772...0...140,898...1,392,332...8,641 11.2 Medical professional liability - claims-made......1,583...0...0...1,583...0...0...0...1,583...0 12. Earthquake......5,799...0...(3)...5,802...26,845...0...1...32,646...9,250 13. Group accident and health......0...0...0...0...589,745...0...589,745 (a)...0...0 14. Credit accident and health (group and individual)......0...0...0...0...0...0...0...0...0 15. Other accident and health......0...0...0...0...0...0...0 (a)...0...0 16. Workers' compensation......3,351,437,132...130,419,321...416,274,892...3,065,581,561...5,400,036,710...83,979,054...473,435,846...8,076,161,479...986,568,711 17.1 Other liability - occurrence......559,431,192...9,959,217...68,957,296...500,433,113...1,025,173,988...20,171,979...108,720,894...1,437,058,186...492,793,070 17.2 Other liability - claims-made......75,836,470...713...27,617,860...48,219,323...580,122,485...14,588,985...180,013,541...462,917,252...176,397,606 17.3 Excess workers' compensation......73,393,998...0...22,309,092...51,084,906...39,375,014...0...917,574...89,542,346...8,155,133 18.1 Products liability - occurrence......48,706,359...997,735...(19,411,383)...69,115,477...260,572,212...951,192...13,885,541...316,753,340...139,005,397 18.2 Products liability - claims-made......292,763...0...0...292,763...204,281...0...(662,506)...1,159,550...221,226 19.1, 19.2 Private passenger auto liability......593,511,503...36,928,328...1,126,532...629,313,299...545,590,848...40,870,636...16,907,275...1,198,867,508...159,227,527 19.3, 19.4 Commercial auto liability......252,412,670...6,607,574...14,601,726...244,418,518...376,110,204...3,448,228...12,737,712...611,239,238...95,951,759 21. Auto physical damage......43,565,408...4,152,127...(718,921)...48,436,456...(3,951,397)...(512,550)...4,247,846...39,724,663...12,047,492 22. Aircraft (all perils)......33,604,592...3,251,728...34,191,320...2,665,000...7,314,716...1,812,919...7,555,050...4,237,585...1,302,178 23. Fidelity......1,631,709...924,643...69,585...2,486,767...42,317,225...638,106...4,629,166...40,812,932...21,497,220 24. Surety......31,293,835...422,565...6,494,348...25,222,052...84,006,348...250,257...960,901...108,517,755...50,148,300 26. Burglary and theft......429,242...174...0...429,416...4,262,207...107...1,013,291...3,678,438...2,462,741 27. Boiler and machinery......882,873...0...888,628...(5,755)...42,917...0...35,899...1,264...270,011 28. Credit......0...0...0...0...0...0...0...0...0 29. International......0...2,878,218...509,481...2,368,738...0...31,530,755...0...33,899,493...30,229 30. Warranty......0...0...0...0...0...0...0...0...0 31. Reinsurance - nonproportional assumed property......xxx......4,139,419...4,185,956...(46,537)...xxx......4,098,975...0...4,052,439...577,248 32. Reinsurance - nonproportional assumed liability......xxx......44,412,196...728,030...43,684,167...xxx......745,118,171...5,105,353...783,696,986...(591,583) 33. Reinsurance - nonproportional assumed financial lines......xxx......444,481...0...444,481...xxx......128,472...0...572,953...9,809 34. Aggregate write-ins for other lines of business......0...0...0...0...0...0...0...0...0 35. TOTALS......5,824,930,250...252,474,650...600,741,413...5,476,663,487...9,517,792,297...956,307,967...848,848,241...15,101,915,511...3,118,570,099 DETAILS OF WRITE-INS 3401.......0...0...0...0...0...0...0...0...0 3402............................... 3403............................... 3498. Summary of remaining write-ins for Line 34 from overflow page.............................. 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......0...0...0...0...0...0...0...0...0 (a) Including $...0 for present value of life indemnity claims.

1. Claim adjustment services: UNDERWRITING AND INVESTMENT EXHIBIT PART 3 - EXPENSES 1 2 3 4 Other Loss Adjustment Underwriting Investment Expenses Expenses Expenses Total 1.1 Direct......637,180,995...0...0...637,180,995 1.2 Reinsurance assumed......5,070,431...0...0...5,070,431 1.3 Reinsurance ceded......44,836,546...0...0...44,836,546 1.4 Net claim adjustment services (1.1 + 1.2-1.3)......597,414,880...0...0...597,414,880 2. Commission and brokerage: 2.1 Direct excluding contingent......0...990,645,013...0...990,645,013 2.2 Reinsurance assumed excluding contingent......0...21,409,945...0...21,409,945 2.3 Reinsurance ceded excluding contingent......0...164,301,942...0...164,301,942 2.4 Contingent - direct......0...153,747,924...0...153,747,924 2.5 Contingent - reinsurance assumed......0...0...0...0 2.6 Contingent - reinsurance ceded......0...78,695...0...78,695 2.7 Policy and membership fees......0...0...0...0 2.8 Net commission and brokerage (2.1 + 2.2-2.3 + 2.4 + 2.5-2.6 + 2.7)......0...1,001,422,245...0...1,001,422,245 3. Allowances to managers and agents......56,553...127,333,752...0...127,390,305 4. Advertising......497,980...86,676,198...6,131...87,180,309 5. Boards, bureaus and associations......3,752,310...30,243,087...11,563...34,006,960 6. Surveys and underwriting reports......3,690,923...15,457,276...0...19,148,199 7. Audit of assureds' records......0...0...0...0 8. Salary and related items: 8.1 Salaries......222,005,973...737,096,617...29,222,704...988,325,294 8.2 Payroll taxes......24,738,375...82,135,493...0...106,873,868 9. Employee relations and welfare......83,097,386...162,054,969...3,501,501...248,653,856 10. Insurance......1,051,551...72,808...19,001...1,143,360 11. Directors' fees......0...0...0...0 12. Travel and travel items......14,890,622...21,305,943...195,532...36,392,097 13. Rent and rent items......24,831,764...55,217,355...1,207,373...81,256,492 14. Equipment......(167,999)...1,703,969...16,769...1,552,739 15. Cost or depreciation of EDP equipment and software......45,251,177...36,573,287...8,246,837...90,071,301 16. Printing and stationery......2,406,656...24,704,754...11,766...27,123,176 17. Postage, telephone and telegraph, exchange and express......14,193,275...86,720,201...696,123...101,609,599 18. Legal and auditing......5,924,424...8,675,641...282,235...14,882,300 19. Totals (Lines 3 to 18)......446,220,970...1,475,971,350...43,417,535...1,965,609,855 20. Taxes, licenses and fees: 20.1 State and local insurance taxes deducting guaranty association credits of $...1,651,753......0...258,832,399...0...258,832,399 20.2. Insurance department licenses and fees......0...25,427,371...0...25,427,371 20.3. Gross guaranty association assessments......0...11,659,750...0...11,659,750 20.4. All other (excluding federal and foreign income and real estate)......0...5,034,444...0...5,034,444 20.5. Total taxes, licenses and fees (20.1 + 20.2 + 20.3 + 20.4)......0...300,953,964...0...300,953,964 21. Real estate expenses......0...0...20,704,605...20,704,605 22. Real estate taxes......0...0...4,734,244...4,734,244 23. Reimbursements by uninsured plans......0...0...0...0 24. Aggregate write-ins for miscellaneous expenses......116,558,681...362,633,537...2,108,953...481,301,171 25. Total expenses incurred......1,160,194,531...3,140,981,096...70,965,337 (a)...4,372,140,964 26. Less unpaid expenses - current year......3,118,570,098...451,348,870...22,027,111...3,591,946,079 27. Add unpaid expenses - prior year......3,143,715,320...447,519,836...15,518,597...3,606,753,753 28. Amounts receivable relating to uninsured plans, prior year......0...0...0...0 29. Amounts receivable relating to uninsured plans, current year......0...0...0...0 30. TOTAL EXPENSES PAID (Lines 25-26 + 27-28 + 29)......1,185,339,753...3,137,152,062...64,456,823...4,386,948,638 DETAILS OF WRITE-INS 2401. Combined write-ins for U&I Part 3 Line 24......116,558,681...362,633,537...2,108,953...481,301,171 2402................ 2403................ 2498. Summary of remaining write-ins for Line 24 from overflow page............... 2499. Totals (Lines 2401 thru 2403 plus 2498) (Line 24 above)......116,558,681...362,633,537...2,108,953...481,301,171 (a) Includes management fees of $...33,189,466 to affiliates and $...0 to non-affiliates. 11

EXHIBIT OF NET INVESTMENT INCOME 1 2 Collected Earned During Year During Year 1. U.S. government bonds... (a)...25,228,123...27,250,766 1.1 Bonds exempt from U.S. tax... (a)...356,540,388...347,852,453 1.2 Other bonds (unaffiliated)... (a)...590,415,604...584,918,620 1.3 Bonds of affiliates... (a)...67,080,623...67,080,623 2.1 Preferred stocks (unaffiliated)... (b)...4,941,526...5,497,451 2.11 Preferred stocks of affiliates... (b)...0...0 2.2 Common stocks (unaffiliated)......10,302,830...10,219,538 2.21 Common stocks of affiliates......2,196,745...2,196,745 3. Mortgage loans... (c)...75,485,364...76,226,165 4. Real estate... (d)...0...40,066,519 5. Contract loans......0...0 6. Cash, cash equivalents and short-term investments... (e)...5,007,576...4,867,151 7. Derivative instruments... (f)...13,565,080...(8,343,721) 8. Other invested assets......249,378,566...226,921,994 9. Aggregate write-ins for investment income......(3,515,860)...(331,719) 10. Total gross investment income......1,396,626,565...1,384,422,586 11. Investment expenses... (g)...70,965,337 12. Investment taxes, licenses and fees, excluding federal income taxes... (g)...0 13. Interest expense... (h)...0 14. Depreciation on real estate and other invested assets... (i)...12,910,048 15. Aggregate write-ins for deductions from investment income......0 16. Total deductions (Lines 11 through 15)......83,875,385 17. Net investment income (Line 10 minus Line 16)......1,300,547,201 DETAILS OF WRITE-INS 0901. Combined write-ins for Investment Income Line 9......(3,515,860)...(331,719) 0902.......... 0903.......... 0998. Summary of remaining write-ins for Line 9 from overflow page......... 0999. Totals (Lines 0901 thru 0903 plus 0998) (Line 9 above)......(3,515,860)...(331,719) 1501.......0 1502....... 1503....... 1598. Summary of remaining write-ins for Line 15 from overflow page...... 1599. Totals (Lines 1501 thru 1503 plus 1598) (Line 15 above)......0 (a) Includes $...51,005,248 accrual of discount less $...192,968,621 amortization of premium and less $...37,589,286 paid for accrued interest on purchases. (b) Includes $...0 accrual of discount less $...0 amortization of premium and less $...0 paid for accrued dividends on purchases. (c) Includes $...24,625 accrual of discount less $...0 amortization of premium and less $...0 paid for accrued interest on purchases. (d) Includes $...40,066,519 for company's occupancy of its own buildings; and excludes $...0 interest on encumbrances. (e) Includes $...104,411 accrual of discount less $...239,924 amortization of premium and less $...42,863 paid for accrued interest on purchases. (f) Includes $...3,915,794 accrual of discount less $...1,774,022 amortization of premium. (g) Includes $...0 investment expenses and $...0 investment taxes, licenses and fees, excluding federal income taxes, attributable to Segregated and Separate Accounts. (h) Includes $...0 interest on surplus notes and $...0 interest on capital notes. (i) Includes $...12,910,048 depreciation on real estate and $...0 depreciation on other invested assets. EXHIBIT OF CAPITAL GAINS (LOSSES) 1 2 3 4 5 Realized Change in Gain (Loss) Other Total Realized Change in Unrealized on Sales Realized Capital Gain (Loss) Unrealized Foreign Exchange or Maturity Adjustments (Columns 1 + 2) Capital Gain (Loss) Capital Gain (Loss) 1. U.S. government bonds......13,151,312...0...13,151,312...0...0 1.1 Bonds exempt from U.S. tax......19,015,892...0...19,015,892...775,369...0 1.2 Other bonds (unaffiliated)......(13,905,262)...(33,461,053)...(47,366,315)...(11,960,105)...3,665,723 1.3 Bonds of affiliates......0...0...0...(448,889,755)... 2.1 Preferred stocks (unaffiliated)......(12,405,604)...(2,114,639)...(14,520,242)...(2,256,244)...0 2.11 Preferred stocks of affiliates......0...0...0...0...0 2.2 Common stocks (unaffiliated)......5,977,115...(233,829)...5,743,286...(17,643,497)...(183,059) 2.21 Common stocks of affiliates......0...0...0...(44,128,195)...0 3. Mortgage loans......10...0...10...1,696,459...0 4. Real estate......0...0...0...0...0 5. Contract loans......0...0...0...0...0 6. Cash, cash equivalents and short-term investments......1,156,428...0...1,156,428...0...0 7. Derivative instruments......195,085,167...0...195,085,167...(164,540,397)...8,925,343 8. Other invested assets......7,506,325...(10,957,212)...(3,450,887)...(71,804,925)...(203,627) 9. Aggregate write-ins for capital gains (losses)......(544,165)...4,954,647...4,410,481...(144,205)...(21,911,101) 10. Total capital gains (losses)......215,037,217...(41,812,086)...173,225,132...(758,895,494)...(9,706,721) DETAILS OF WRITE-INS 0901. Combined write-ins for Capital Gains (Losses) Line 9......(544,165)...4,954,647...4,410,481...(144,205)...(21,911,101) 0902................... 0903................... 0998. Summary of remaining write-ins for Line 9 from overflow page.................. 0999. Totals (Lines 0901 thru 0903 plus 0998) (Line 9 above)......(544,165)...4,954,647...4,410,481...(144,205)...(21,911,101) 12

20 Combined Statement for the year 2015 of the SCHEDULE F - PART 1 Assumed Reinsurance as of December 31, Current Year (000 Omitted) 1 2 3 4 5 Reinsurance On 9 10 11 12 13 14 15 6 7 8 Amount of Assets Amount of Funds Held by Pledged or Assets NAIC Paid Losses and Known Case Contingent Assumed or Deposited Letters of Compensating Pledged or ID Company Domiciliary Assumed Loss Adjustment Losses Cols. Commissions Premiums Unearned With Reinsured Credit Balances to Secure Collateral Number Code Name of Reinsured Jurisdiction Premium Expenses and LAE 6 + 7 Payable Receivable Premium Companies Posted Letters of Credit Held in Trust 0199999. Affiliates - U. S. Intercompany Pooling......0...0...0...0...0...0...0...0...0...0...0 0299999. Affiliates - U.S. Non-Pool - Captive......0...0...0...0...0...0...0...0...0...0...0 0399999. Affiliates - U.S. Non-Pool - Other......0...0...0...0...0...0...0...0...0...0...0 0499999. Affiliates - U.S. Non-Pool - Total......0...0...0...0...0...0...0...0...0...0...0 0599999. Affiliates - Other (Non-U. S.) - Captive......0...0...0...0...0...0...0...0...0...0...0 0699999. Affiliates - Other (Non-U. S.) - Other......(12,610)...0...3...3...0...0...41,398...0...0...0...0 0799999. Affiliates - Other (Non-U. S.) - Total......(12,610)...0...3...3...0...0...41,398...0...0...0...0 0899999. Total Affiliates......(12,610)...0...3...3...0...0...41,398...0...0...0...0 0999998. Other U. S. Unaffiliated Insurers for which the total of column 8 is less than $100,000......0...0...0...0...0...0...0...0...0...0...0 0999999. Other U. S. Unaffiliated Insurers......209,581...3,942...99,723...103,665...0...53,808...98,425...(1,939)...0...0...0 1099998. Pools and Associations for which the total of column 8 is less than $100,000-Mandatory......0...0...0...0...0...0...0...0...0...0...0 1099999. Pools and Associations - Mandatory Pools......49,282...0...133,761...133,761...0...0...17,882...57...0...0...0 1199998. Pools and Associations for which the total of column 8 is less than $100,000-Voluntary......0...0...0...0...0...0...0...0...0...0...0 1199999. Pools and Associations - Voluntary Pools......6,543...(56)...19,151...19,095...0...893...3,101...27...0...0...0 1299999. Total Pools and Associations......55,825...(56)...152,912...152,856...0...893...20,983...84...0...0...0 1399998. Other Non-U. S. Insurers for which the total of column 8 is less than $100,000......0...0...0...0...0...0...0...0...0...0...0 1399999. Other Non-U. S. Insurers......1...1,262...6,913...8,175...0...308...0...(1,244)...0...0...0 9999999. Totals......252,797...5,148...259,551...264,699...0...55,009...160,806...(3,099)...0...0...0