PROPERTY AND CASUALTY COMPANIES - ASSOCIATION EDITION *352892020520100102* QUARTERLY STATEMENT As of June 30, 2020 of the Condition and Affairs of the THE CONTINENTAL INSURANCE COMPANY NAIC Group Code..... 218, 218 NAIC Company Code..... 35289 Employer's ID Number..... 13-5010440 (Current Period) (Prior Period) Organized under the Laws of PA State of Domicile or Port of Entry PA Country of Domicile US Incorporated/Organized..... January 7, 1853 Commenced Business..... January 7, 1853 Statutory Home Office THREE RADNOR CORPORATE CENTER, 100 MATSONFORD RD – STE 200 ..... RADNOR ..... PA ..... 19087 US (Street and Number) (City or Town, State and Zip Code) Main Administrative Office 151 N. FRANKLIN STREET….. CHICAGO ..... IL ..... 60606 US 312-822-5000 (Street and Number) (City or Town, State and Zip Code) (Area Code) (Telephone Number) Mail Address 151 N. FRANKLIN STREET….. CHICAGO ..... IL ..... 60606 US (Street and Number or P. O. Box) (City or Town, State and Zip Code) Primary Location of Books and Records 151 N. FRANKLIN STREET….. CHICAGO ..... IL ..... 60606 US 312-822-5000 (Street and Number) (City or Town, State and Zip Code) (Area Code) (Telephone Number) Internet Web Site Address WWW.CNA.COM Statutory Statement Contact LAUREN M. HUDSON 312-822-4980 (Name) (Area Code) (Telephone Number) (Extension) [email protected] 312-260-4376 (E-Mail Address) (Fax Number)

OFFICERS CHAIRMAN OF THE BOARD, CHIEF EXECUTIVE OFFICER & PRESIDENT…..DINO ENNIO ROBUSTO EXECUTIVE VICE PRESIDENT & CHIEF FINANCIAL OFFICER…ALBERT JOSEPH MIRALLES, JR.# EXECUTIVE VICE PRESIDENT & GENERAL COUNSEL....JOSÉ RAMÓN GONZÁLEZ

AMY CAROLINE ADAMS SENIOR VICE PRESIDENT & TREASURER ELIZABETH ANN AGUINAGA EXECUTIVE VICE PRESIDENT & CHIEF HUMAN RESOURCES OFFICER DAVID JOHN BROSNAN PRESIDENT, INTERNATIONAL MICHAEL ANTHONY COSTONIS EXECUTIVE VICE PRESIDENT & CHIEF OPERATIONS OFFICER STATHY DARCY SENIOR VICE PRESIDENT, DEPUTY GENERAL COUNSEL & SECRETARY DANIEL PAUL FRANZETTI# EXECUTIVE VICE PRESIDENT, WORLDWIDE CLAIM LARRY ALBERT HAEFNER EXECUTIVE VICE PRESIDENT & CHIEF ACTUARY ROBERT JOSEPH HOPPER# EXECUTIVE VICE PRESIDENT, ACTUARY MARK STEVEN JAMES CHIEF RISK & REINSURANCE OFFICER KEVIN JAMES LEIDWINGER PRESIDENT & CHIEF OPERATING OFFICER, COMMERCIAL KEVIN GENE SMITH PRESIDENT & CHIEF OPERATING OFFICER, SPECIALTY DOUGLAS MERLE WORMAN EXECUTIVE VICE PRESIDENT & CHIEF UNDERWRITING OFFICER

DIRECTORS OR TRUSTEES STATHY DARCY JOSÉ RAMÓN GONZÁLEZ LARRY ALBERT HAEFNER ALBERT JOSEPH MIRALLES, JR. DINO ENNIO ROBUSTO AMY MARIE SMITH# DOUGLAS MERLE WORMAN

State of...... ILLINOIS County of..... COOK

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 period stated 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 as herein stated, and that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of 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 deductions therefrom for the period ended, and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual 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 and procedures, according to the best of their information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the described officers also includes the related corresponding electronic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed statement. The electronic filing may be requested by various regulators in lieu of or in addition to the enclosed statement.

(Signature) (Signature) (Signature) DINO ENNIO ROBUSTO STATHY DARCY ALBERT JOSEPH MIRALLES, JR. (Printed Name) (Printed Name) (Printed Name) Chairman of the Board, Chief Executive Officer & Senior Vice President, Deputy General Counsel & Executive Vice President & Chief Financial President Secretary Officer

Subscribed and sworn to before me this a. Is this an original filing? Yes [ X ] No [ ] __6th __day of__August__, 2020 b. If no: 1. State the amendment number 2. Date 3. Number of pages attached Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY ASSETS Current Statement Date 4 1 2 3 Net Admitted December 31 Nonadmitted Assets Prior Year Net Assets Assets (Cols. 1 - 2) Admitted Assets 1. Bonds...... 1,483,935,592 ...... 0 ...... 1,483,935,592 ...... 1,481,607,790 2. Stocks: 2.1 Preferred stocks...... 3,756,800 ...... 0 ...... 3,756,800 ...... 4,030,000 2.2 Common stocks...... 137,796,077 ...... 1,299 ...... 137,794,778 ...... 145,038,820 3. Mortgage loans on real estate: 3.1 First liens...... 0 ...... 0 ...... 0 ...... 0 3.2 Other than first liens...... 0 ...... 0 ...... 0 ...... 0 4. Real estate: 4.1 Properties occupied by the company (less $...... 0 encumbrances)...... 0 ...... 0 ...... 0 ...... 0 4.2 Properties held for the production of income (less $...... 0 encumbrances)...... 0 ...... 0 ...... 0 ...... 0 4.3 Properties held for sale (less $...... 0 encumbrances)...... 0 ...... 0 ...... 0 ...... 0 5. Cash ($.....4,264,936), cash equivalents ($.....48,601,911) and short-term investments ($.....8,837,633)...... 61,704,480 ...... 0 ...... 61,704,480 ...... 46,365,488 6. Contract loans (including $...... 0 premium notes)...... 0 ...... 0 ...... 0 ...... 0 7. Derivatives...... 0 ...... 0 ...... 0 ...... 0 8. Other invested assets...... 1 ...... 1 ...... 0 ...... 0 9. Receivables for securities...... 13,903 ...... 0 ...... 13,903 ...... 5,096 10. Securities lending reinvested collateral assets...... 0 ...... 0 ...... 0 ...... 0 11. Aggregate write-ins for invested assets...... 0 ...... 0 ...... 0 ...... 0 12. Subtotals, cash and invested assets (Lines 1 to 11)...... 1,687,206,853 ...... 1,300 ...... 1,687,205,553 ...... 1,677,047,195 13. Title plants less $...... 0 charged off (for Title insurers only)...... 0 ...... 0 ...... 0 ...... 0 14. Investment income due and accrued...... 16,394,478 ...... 0 ...... 16,394,478 ...... 17,241,033 15. Premiums and considerations: 15.1 Uncollected premiums and agents' balances in the course of collection...... 63,963,500 ...... 0 ...... 63,963,500 ...... 37,682,138 15.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $...... 0 earned but unbilled premiums)...... 0 ...... 0 ...... 0 ...... 0 15.3 Accrued retrospective premiums ($...... 0) and contracts subject to redetermination ($...... 0)...... 0 ...... 0 ...... 0 ...... 0 16. Reinsurance: 16.1 Amounts recoverable from reinsurers...... 59,130,472 ...... 0 ...... 59,130,472 ...... 69,267,722 16.2 Funds held by or deposited with reinsured companies...... 1,488,310 ...... 0 ...... 1,488,310 ...... 1,510,746 16.3 Other amounts receivable under reinsurance contracts...... 0 ...... 0 ...... 0 ...... 0 17. Amounts receivable relating to uninsured plans...... 0 ...... 0 ...... 0 ...... 0 18.1 Current federal and foreign income tax recoverable and interest thereon...... 0 ...... 0 ...... 0 ...... 27 18.2 Net deferred tax asset...... 70,558,947 ...... 22,308,161 ...... 48,250,786 ...... 45,370,451 19. Guaranty funds receivable or on deposit...... 0 ...... 0 ...... 0 ...... 0 20. Electronic data processing equipment and software...... 0 ...... 0 ...... 0 ...... 0 21. Furniture and equipment, including health care delivery assets ($...... 0)...... 0 ...... 0 ...... 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...... 4,832,280 ...... 1,800,000 ...... 3,032,280 ...... 2,193,150 24. Health care ($...... 0) and other amounts receivable...... 0 ...... 0 ...... 0 ...... 0 25. Aggregate write-ins for other than invested assets...... 35,874,888 ...... 34,077,119 ...... 1,797,769 ...... 2,891,404 26. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 12 through 25)...... 1,939,449,727 ...... 58,186,580 ...... 1,881,263,147 ...... 1,853,203,866 27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts...... 0 ...... 0 ...... 0 ...... 0 28. Total (Lines 26 and 27)...... 1,939,449,727 ...... 58,186,580 ...... 1,881,263,147 ...... 1,853,203,866

DETAILS OF WRITE-INS 1101...... 0 ...... 0 ...... 0 ...... 0 1102...... 0 ...... 0 ...... 0 ...... 0 1103...... 0 ...... 0 ...... 0 ...... 0 1198. Summary of remaining write-ins for Line 11 from overflow page...... 0 ...... 0 ...... 0 ...... 0 1199. Totals (Lines 1101 thru 1103 plus 1198) (Line 11 above)...... 0 ...... 0 ...... 0 ...... 0 2501. Other miscellaneous assets...... 1,797,769 ...... 0 ...... 1,797,769 ...... 2,891,404 2502. Prepaid expenses...... 34,077,119 ...... 34,077,119 ...... 0 ...... 0 2503...... 0 ...... 0 ...... 0 ...... 0 2598. Summary of remaining write-ins for Line 25 from overflow page...... 0 ...... 0 ...... 0 ...... 0 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)...... 35,874,888 ...... 34,077,119 ...... 1,797,769 ...... 2,891,404

Q02 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current December 31 Statement Date Prior Year 1. Losses (current accident year $...... 0)...... 644,963,965 ...... 695,841,667 2. Reinsurance payable on paid losses and loss adjustment expenses...... 5,727,627 ...... 5,515,630 3. Loss adjustment expenses...... 35,306,175 ...... 35,324,809 4. Commissions payable, contingent commissions and other similar charges...... 0 ...... 0 5. Other expenses (excluding taxes, licenses and fees)...... 0 ...... 0 6. Taxes, licenses and fees (excluding federal and foreign income taxes)...... 0 ...... 0 7.1 Current federal and foreign income taxes (including $...... 0 on realized capital gains (losses))...... 46,261 ...... 0 7.2 Net deferred tax liability...... 0 ...... 0 8. Borrowed money $...... 0 and interest thereon $...... 0...... 0 ...... 0 9. Unearned premiums (after deducting unearned premiums for ceded reinsurance of $.....851,246,505 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)...... 0 ...... 0 10. Advance premium...... 0 ...... 0 11. Dividends declared and unpaid: 11.1 Stockholders...... 0 ...... 0 11.2 Policyholders...... 0 ...... 0 12. Ceded reinsurance premiums payable (net of ceding commissions)...... 68,175,036 ...... 39,039,533 13. Funds held by company under reinsurance treaties...... 2,281,710 ...... 2,271,425 14. Amounts withheld or retained by company for account of others...... 0 ...... 0 15. Remittances and items not allocated...... 334,793 ...... 99,689 16. Provision for reinsurance (including $...... 0 certified)...... 46,000,000 ...... 46,000,000 17. Net adjustments in assets and liabilities due to foreign exchange rates...... 0 ...... 0 18. Drafts outstanding...... 0 ...... 0 19. Payable to parent, subsidiaries and affiliates...... 17,621,774 ...... 32,488,788 20. Derivatives...... 0 ...... 0 21. Payable for securities...... 0 ...... 0 22. Payable for securities lending...... 0 ...... 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...... (647,334,668) ...... (688,305,945) 26. Total liabilities excluding protected cell liabilities (Lines 1 through 25)...... 173,122,674 ...... 168,275,595 27. Protected cell liabilities...... 0 ...... 0 28. Total liabilities (Lines 26 and 27)...... 173,122,674 ...... 168,275,595 29. Aggregate write-ins for special surplus funds...... 380,397,320 ...... 380,695,800 30. Common capital stock...... 53,566,360 ...... 53,566,360 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...... 1,423,436,994 ...... 1,423,436,994 35. Unassigned funds (surplus)...... (149,260,200) ...... (172,770,883) 36. Less treasury stock, at cost: 36.1 ...... 0.000 shares common (value included in Line 30 $...... 0)...... 0 ...... 0 36.2 ...... 0.000 shares preferred (value included in Line 31 $...... 0)...... 0 ...... 0 37. Surplus as regards policyholders (Lines 29 to 35, less 36)...... 1,708,140,473 ...... 1,684,928,271 38. Totals (Page 2, Line 28, Col. 3)...... 1,881,263,147 ...... 1,853,203,866 DETAILS OF WRITE-INS 2501. Retroactive reinsurance reserve ceded - NICO...... (647,667,390) ...... (698,195,472) 2502. Retroactive reinsurance reserve ceded - Allstate...... (43,324,008) ...... (43,622,488) 2503. Payable to NICO...... 43,656,730 ...... 53,512,015 2598. Summary of remaining write-ins for Line 25 from overflow page...... 0 ...... 0 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)...... (647,334,668) ...... (688,305,945) 2901. Special surplus fund - NICO retroactive reinsurance ceded...... 337,073,312 ...... 337,073,312 2902. Special surplus fund - Allstate retroactive reinsurance ceded...... 43,324,008 ...... 43,622,488 2903...... 0 ...... 0 2998. Summary of remaining write-ins for Line 29 from overflow page...... 0 ...... 0 2999. Totals (Lines 2901 thru 2903 plus 2998) (Line 29 above)...... 380,397,320 ...... 380,695,800 3201...... 0 ...... 0 3202...... 0 ...... 0 3203...... 0 ...... 0 3298. Summary of remaining write-ins for Line 32 from overflow page...... 0 ...... 0 3299. Totals (Lines 3201 thru 3203 plus 3298) (Line 32 above)...... 0 ...... 0

Q03 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY STATEMENT OF INCOME 1 2 3 Current Year Prior Year Prior Year Ended to Date to Date December 31 UNDERWRITING INCOME 1. Premiums earned: 1.1 Direct...... (written $.....643,031,503)...... 563,363,071 ...... 508,663,862 ...... 1,050,533,608 1.2 Assumed...... (written $.....109,833,568)...... 73,886,436 ...... 77,044,165 ...... 153,162,026 1.3 Ceded...... (written $.....752,865,071)...... 637,249,506 ...... 585,708,028 ...... 1,203,695,634 1.4 Net...... (written $...... 0)...... 0 ...... 0 ...... 0 DEDUCTIONS: 2. Losses incurred (current accident year $...... 0): 2.1 Direct...... 318,838,959 ...... 283,974,631 ...... 645,688,991 2.2 Assumed...... 69,275,921 ...... 30,923,871 ...... 62,523,290 2.3 Ceded...... 402,067,581 ...... 326,927,944 ...... 629,387,250 2.4 Net...... (13,952,701) ...... (12,029,442) ...... 78,825,031 3. Loss adjustment expenses incurred...... 15,167,518 ...... 12,629,351 ...... 17,597,880 4. Other underwriting expenses incurred...... (3,788,229) ...... (4,140,275) ...... (3,183,501) 5. Aggregate write-ins for underwriting deductions...... 0 ...... 0 ...... 0 6. Total underwriting deductions (Lines 2 through 5)...... (2,573,412) ...... (3,540,366) ...... 93,239,409 7. Net income of protected cells...... 0 ...... 0 ...... 0 8. Net underwriting gain (loss) (Line 1 minus Line 6 + Line 7)...... 2,573,412 ...... 3,540,366 ...... (93,239,409) INVESTMENT INCOME 9. Net investment income earned...... 32,147,568 ...... 31,636,133 ...... 66,378,423 10. Net realized capital gains (losses) less capital gains tax of $...... 0...... (5,519,695) ...... 197,211 ...... 2,206,438 11. Net investment gain (loss) (Lines 9 + 10)...... 26,627,874 ...... 31,833,344 ...... 68,584,861 OTHER INCOME 12. Net gain or (loss) from agents' or premium balances charged off (amount recovered $...... 0 amount charged off $...... 0)...... 0 ...... 0 ...... 0 13. Finance and service charges not included in premiums...... 0 ...... 0 ...... 0 14. Aggregate write-ins for miscellaneous income...... 7,131 ...... 3,499 ...... 79,526,753 15. Total other income (Lines 12 through 14)...... 7,131 ...... 3,499 ...... 79,526,753 16. Net income before dividends to policyholders, after capital gains tax and before all other federal and foreign income taxes (Lines 8 + 11 + 15)...... 29,208,416 ...... 35,377,210 ...... 54,872,205 17. Dividends to policyholders...... 0 ...... 0 ...... 0 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)...... 29,208,416 ...... 35,377,210 ...... 54,872,205 19. Federal and foreign income taxes incurred...... 46,288 ...... 153,561 ...... 198,752 20. Net income (Line 18 minus Line 19) (to Line 22)...... 29,162,128 ...... 35,223,649 ...... 54,673,453 CAPITAL AND SURPLUS ACCOUNT 21. Surplus as regards policyholders, December 31 prior year...... 1,684,928,271 ...... 1,600,063,136 ...... 1,600,063,136 22. Net income (from Line 20)...... 29,162,128 ...... 35,223,649 ...... 54,673,453 23. Net transfers (to) from Protected Cell accounts...... 0 ...... 0 ...... 0 24. Change in net unrealized capital gains or (losses) less capital gains tax of $.....(333,107)...... (8,540,348) ...... 1,818,476 ...... 3,493,047 25. Change in net unrealized foreign exchange capital gain (loss)...... 43,193 ...... 833,848 ...... 877,104 26. Change in net deferred income tax...... 4,775,397 ...... 13,573,853 ...... 16,876,898 27. Change in nonadmitted assets...... (2,228,168) ...... (5,672,642) ...... (6,055,366) 28. Change in provision for reinsurance...... 0 ...... 0 ...... 15,000,000 29. Change in surplus notes...... 0 ...... 0 ...... 0 30. Surplus (contributed to) withdrawn from protected cells...... 0 ...... 0 ...... 0 31. Cumulative effect of changes in accounting principles...... 0 ...... 0 ...... 0 32. Capital changes: 32.1 Paid in...... 0 ...... 0 ...... 0 32.2 Transferred from surplus (Stock Dividend)...... 0 ...... 0 ...... 0 32.3 Transferred to surplus...... 0 ...... 0 ...... 0 33. Surplus adjustments: 33.1 Paid in...... 0 ...... 0 ...... 0 33.2 Transferred to capital (Stock Dividend)...... 0 ...... 0 ...... 0 33.3 Transferred from capital...... 0 ...... 0 ...... 0 34. Net remittances from or (to) Home Office...... 0 ...... 0 ...... 0 35. Dividends to stockholders...... 0 ...... 0 ...... 0 36. Change in treasury stock...... 0 ...... 0 ...... 0 37. Aggregate write-ins for gains and losses in surplus...... 0 ...... 0 ...... 0 38. Change in surplus as regards policyholders (Lines 22 through 37)...... 23,212,202 ...... 45,777,184 ...... 84,865,135 39. Surplus as regards policyholders, as of statement date (Lines 21 plus 38)...... 1,708,140,473 ...... 1,645,840,320 ...... 1,684,928,271 DETAILS OF WRITE-INS 0501...... 0 ...... 0 ...... 0 0502...... 0 ...... 0 ...... 0 0503...... 0 ...... 0 ...... 0 0598. Summary of remaining write-ins for Line 5 from overflow page...... 0 ...... 0 ...... 0 0599. Totals (Lines 0501 thru 0503 plus 0598) (Line 5 above)...... 0 ...... 0 ...... 0 1401. Miscellaneous profit (loss) items...... 7,131 ...... 3,494 ...... 5,497 1402. Retroactive reinsurance reserve development ceded - NICO...... 0 ...... 5 ...... 79,707,240 1403. Retroactive reinsurance reserve development - Allstate...... 0 ...... 0 ...... (185,983) 1498. Summary of remaining write-ins for Line 14 from overflow page...... 0 ...... 0 ...... 0 1499. Totals (Lines 1401 thru 1403 plus 1498) (Line 14 above)...... 7,131 ...... 3,499 ...... 79,526,753 3701...... 0 ...... 0 ...... 0 3702...... 0 ...... 0 ...... 0 3703...... 0 ...... 0 ...... 0 3798. Summary of remaining write-ins for Line 37 from overflow page...... 0 ...... 0 ...... 0 3799. Totals (Lines 3701 thru 3703 plus 3798) (Line 37 above)...... 0 ...... 0 ...... 0

Q04 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY CASH FLOW 1 2 3 Current Year Prior Year Prior Year Ended to Date To Date December 31 CASH FROM OPERATIONS 1. Premiums collected net of reinsurance...... 2,854,142 ...... (9,743,356) ...... (17,941,819) 2. Net investment income...... 34,690,910 ...... 31,522,925 ...... 68,263,510 3. Miscellaneous income...... 7,131 ...... 3,494 ...... 5,496 4. Total (Lines 1 through 3)...... 37,552,183 ...... 21,783,063 ...... 50,327,187 5. Benefit and loss related payments...... (14,395,524) ...... (16,015,501) ...... (20,716,826) 6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts...... 0 ...... 0 ...... 0 7. Commissions, expenses paid and aggregate write-ins for deductions...... 11,397,923 ...... 8,611,352 ...... 14,244,426 8. Dividends paid to policyholders...... 0 ...... 0 ...... 0 9. Federal and foreign income taxes paid (recovered) net of $...... 0 tax on capital gains (losses)...... 0 ...... 163,611 ...... 196,676 10. Total (Lines 5 through 9)...... (2,997,601) ...... (7,240,538) ...... (6,275,724) 11. Net cash from operations (Line 4 minus Line 10)...... 40,549,784 ...... 29,023,601 ...... 56,602,911 CASH FROM INVESTMENTS 12. Proceeds from investments sold, matured or repaid: 12.1 Bonds...... 159,181,133 ...... 91,234,804 ...... 189,471,728 12.2 Stocks...... 0 ...... 0 ...... 0 12.3 Mortgage loans...... 0 ...... 0 ...... 0 12.4 Real estate...... 0 ...... 0 ...... 0 12.5 Other invested assets...... 8 ...... 0 ...... 0 12.6 Net gains or (losses) on cash, cash equivalents and short-term investments...... (830,769) ...... 754,208 ...... 887,001 12.7 Miscellaneous proceeds...... 0 ...... 4,370,018 ...... 489 12.8 Total investment proceeds (Lines 12.1 to 12.7)...... 158,350,372 ...... 96,359,030 ...... 190,359,218 13. Cost of investments acquired (long-term only): 13.1 Bonds...... 169,207,674 ...... 137,730,901 ...... 267,973,936 13.2 Stocks...... 0 ...... 0 ...... 0 13.3 Mortgage loans...... 0 ...... 0 ...... 0 13.4 Real estate...... 0 ...... 0 ...... 0 13.5 Other invested assets...... 0 ...... 0 ...... 0 13.6 Miscellaneous applications...... 8,807 ...... 0 ...... 4,902 13.7 Total investments acquired (Lines 13.1 to 13.6)...... 169,216,481 ...... 137,730,901 ...... 267,978,838 14. Net increase or (decrease) in contract loans and premium notes...... 0 ...... 0 ...... 0 15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)...... (10,866,109) ...... (41,371,871) ...... (77,619,620) CASH FROM FINANCING AND MISCELLANEOUS SOURCES 16. Cash provided (applied): 16.1 Surplus notes, capital notes...... 0 ...... 0 ...... 0 16.2 Capital and paid in surplus, less treasury stock...... 0 ...... 0 ...... 0 16.3 Borrowed funds...... 0 ...... 0 ...... 0 16.4 Net deposits on deposit-type contracts and other insurance liabilities...... 0 ...... 0 ...... 0 16.5 Dividends to stockholders...... 0 ...... 0 ...... 0 16.6 Other cash provided (applied)...... (14,344,683) ...... 4,359,835 ...... (6,633,773) 17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6)...... (14,344,683) ...... 4,359,835 ...... (6,633,773) 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)...... 15,338,992 ...... (7,988,435) ...... (27,650,482) 19. Cash, cash equivalents and short-term investments: 19.1 Beginning of year...... 46,365,488 ...... 74,015,970 ...... 74,015,970 19.2 End of period (Line 18 plus Line 19.1)...... 61,704,480 ...... 66,027,535 ...... 46,365,488 Note: Supplemental disclosures of cash flow information for non-cash transactions: 20.0001 Non-cash acquisition of bonds and stocks - cost...... 6,546,908 ...... 0 ...... 28,526,887 20.0002 Non-cash disposition of bonds and stocks - consideration...... 6,546,908 ...... 0 ...... 28,526,887

Q05 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY NOTES TO FINANCIAL STATEMENTS

There have been no significant changes to the following December 31, 2019 Annual Statement notes: 1(B, C1-5, C7-13), 2-4, 5(A-C, D2-3, E-P), 6-19, 21(A-B, D-H), 23-36.

The Continental Insurance Company (CIC or the Company) is a wholly-owned subsidiary of Continental Casualty Company (CCC), which is an indirect wholly-owned subsidiary of CNA Financial Corporation (CNAF). Loews Corporation (Loews) owned approximately 90% of the outstanding common stock of CNAF as of June 30, 2020.

Other related entities include American Casualty Company of Reading, Pennsylvania (ACCO), CNA Insurance Company (Europe) S.A. (CICE), CNA Insurance Company Limited (CICL), Columbia Casualty Company (COL), Hardy Underwriting Bermuda Limited (Hardy), National Fire Insurance Company of Hartford (NFI), Surety Bonding Company of America (SBCA), The Continental Insurance Company of New Jersey (CNJ), Transportation Insurance Company (TPI), Universal Surety of America (USA), Valley Forge Insurance Company (VFI), and Western Surety Company (WSC).

Note 1 - Summary of Significant Accounting Policies

A. Accounting Practices

The accompanying financial statements of CIC have been prepared in conformity with accounting practices prescribed or permitted by the Commonwealth of Pennsylvania (Pennsylvania). Pennsylvania requires its domiciled insurance companies to prepare statutory basis financial statements in accordance with the National Association of Insurance Commissioners Accounting Practices and Procedures Manual (NAIC SAP), subject to any deviations prescribed or permitted by Pennsylvania. In the opinion of management, these financial statements include all adjustments, consisting of normal recurring accruals, necessary for the fair presentation of the statutory financial position, results of operations and cash flows.

The Company has obtained approvals pursuant SSAP No. 62R, Property and Casualty Reinsurance, paragraphs 88 and 89 in conjunction with its 2010 Loss Portfolio Transfer (LPT) with National Indemnity Company (NICO) further discussed in Note 23 of the 2019 Annual Statement. These approvals allow the Company to aggregate all third-party asbestos and environmental pollution (A&EP) reinsurance balances administered by NICO in Schedule F and to utilize the LPT as collateral for the underlying third-party reinsurance balances. In accordance with paragraph 121 of SSAP No. 62R, the impact of these approvals is a surplus benefit of $36 million. A reconciliation of the Company's net income and capital and surplus between NAIC SAP and practices prescribed and permitted by Pennsylvania as of and for the six months ended June 30, 2020 and as for the year ended December 31, 2019 is shown below.

SSAP # F/S Page F/S Line # June 30, 2020 December 31, 2019

Net income 1) CIC state basis (Page 4, Line 20, Columns 1 & 3) $ 29,162,128 $ 54,673,453 2) State prescribed practices that are an increase/(decrease) from NAIC SAP N/A N/A N/A — — 3) State permitted practices that are an increase/(decrease) from NAIC SAP N/A N/A N/A — — 4) NAIC SAP (1-2-3=4) $ 29,162,128 $ 54,673,453

Surplus 5) CIC state basis (Page 3, Line 37, Columns 1 & 2) $ 1,708,140,473 $ 1,684,928,271 6) State prescribed practices that are an increase/(decrease) from NAIC SAP SSAP 62R 62 3 16 35,684,059 35,684,059 7) State permitted practices that are an increase/(decrease) from NAIC SAP N/A N/A N/A — — 8) NAIC SAP (5-6-7=8) $ 1,672,456,414 $ 1,649,244,212

C. Accounting Policies

6. Agency loan-backed securities with NAIC designations 1 and 2 are stated at amortized cost, whereas, those with NAIC designations 3 through 6 are stated at the lower of amortized cost or fair value. Loan-backed securities, excluding agency loan- backed securities, are stated at either fair value or the lower of amortized cost or fair value depending on the relationship between the amortized cost of the security and modeled price points provided by the NAIC. The Company recognizes income for loan-backed securities using an effective yield based on anticipated prepayments and the estimated economic life of the securities. When estimates of prepayments change, the effective yield is recalculated to reflect actual payment to date and anticipated future payments. Unrealized gains (losses) resulting from loan-backed securities that are carried at fair value are credited or charged to unassigned surplus, net of the effects of income taxes.

D. Going Concern Based upon its evaluation of relevant conditions and events, management did not have substantial doubt about the Company’s ability to continue as a going concern as of June 30, 2020. Note 5 - Investments

D. Loan-backed Securities

1. Prepayment assumptions for loan-backed securities were obtained by researching broker/dealer survey values, analyzing recent trends from remittance reports, and developing internal estimates.

Q06 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY NOTES TO FINANCIAL STATEMENTS

4. The following table summarizes the aggregate gross unrealized losses of loan-backed securities based on the difference between fair value and amortized cost as of June 30, 2020.

a. The aggregate amount of unrealized losses

1. Less than 12 months $ 1,541,687 2. 12 months or longer — b. The aggregate related fair value of securities with unrealized losses

1. Less than 12 months $ 47,725,800 2. 12 months or longer —

5. The assessment of whether an other-than-temporary-impairment (OTTI) loss has occurred on a loan-backed security incorporates both quantitative and qualitative information. The Company considers its intent and ability, at the reporting date, to retain its investment for a period of time sufficient to recover the amortized cost basis. The Company also considers results and analysis of cash flow modeling for loan-backed securities. The focus of the analysis for loan-backed securities is on assessing the sufficiency and quality of underlying collateral and timing of cash flows based on scenario tests.

Q. Prepayment Penalty and Acceleration Fees

The following table provides the number of CUSIPs sold, disposed of or otherwise redeemed, and the aggregate amount of investment income generated for bonds as a result of a callable feature for the six months ended June 30, 2020.

2020 (1) Number of CUSIPs 2 (2) Aggregate Amount of Investment Income $ 1,244,470

Note 20 - Fair Value Measurement

Fair value is the price that would be received upon sale of an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The following fair value hierarchy is used in selecting inputs, with the highest priority given to Level 1, as these are the most transparent or reliable.

Level 1 - Quoted prices for identical instruments in active markets.

Level 2 - Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations in which all significant inputs are observable in active markets.

Level 3 - Valuations derived from valuation techniques in which one or more significant inputs are not observable.

A & B. Assets and Liabilities Measured at Fair Value

1. The following table provides information about the Company's assets measured and reported at fair value as of June 30, 2020. The Company had no liabilities measured and reported at fair value as of June 30, 2020.

Net Asset Level 1 Level 2 Level 3 Value (NAV) Total Assets at fair value Bonds - Industrial and miscellaneous $ — $ 27,652,284 $ — $ — $ 27,652,284 Preferred stocks - Industrial and miscellaneous — 3,756,800 — — 3,756,800

Total assets at fair value/(NAV)* $ — $ 31,409,084 $ — $ — $ 31,409,084

*This table does not include investments that are reported at fair value under the equity method.

2. The Company had no Level 3 securities measured and reported at fair value as of June 30, 2020.

3. The Company had no transfers into or out of Level 3 securities during the three months ended June 30, 2020. The Company's policy is to recognize transfers between levels at the beginning of quarterly reporting periods.

4. Prices may fall within Level 1, 2 or 3 depending upon the methodology and inputs used to estimate fair value for each specific security. In general, the Company seeks to price securities using third-party pricing services. Securities not priced by pricing services are submitted to independent brokers for valuation and, if those are not available, internally developed pricing models are used to value assets using a methodology and inputs the Company believes market participants would use to value the assets. Prices obtained from third-party pricing services or brokers are not adjusted by the Company.

Q06.1 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY NOTES TO FINANCIAL STATEMENTS

The following section describes the valuation methodologies and relevant inputs used to measure different financial instruments at fair value, including an indication of the level in the fair value hierarchy in which the instruments are generally classified.

Bonds

Level 1 securities include highly liquid government and exchange traded bonds, valued using quoted market prices. Level 2 securities include most other securities as the significant inputs are observable in the marketplace. All classes of Level 2 securities are valued using a methodology based on information generated by market transactions involving identical or comparable assets, a discounted cash flow methodology, or a combination of both when necessary. Common inputs include prices from recently executed transactions of similar securities, marketplace quotes, benchmark yields, spreads off benchmark yields, interest rates and U.S. Treasury or swap curves. Specifically for loan-backed securities, key inputs include prepayment and default projections based on past performance of the underlying collateral and current market data. Securities are primarily assigned to Level 3 in cases where broker/dealer quotes are significant inputs to the valuation and there is a lack of transparency as to whether these quotes are based on information that is observable in the marketplace. Level 3 securities also include private placement debt securities whose fair value is determined using internal models with inputs that are not market observable.

Preferred Stocks

Level 1 securities include preferred stocks and publicly traded securities valued using quoted market prices. Level 2 securities include preferred stocks valued using pricing for similar securities, recently executed transactions, and other pricing models utilizing market observable inputs. Level 3 securities are primarily priced using broker/dealer quotes and internal models with inputs that are not market observable.

C. Aggregate Fair Value of Financial Instruments

The following table provides the aggregate fair value, statement value, and level within the fair value hierarchy of the Company's financial instruments in their entirety. The Company did not measure any financial instruments at Net Asset Value (NAV) as of June 30, 2020.

Aggregate fair Admitted Net Asset Not Practicable value assets Level 1 Level 2 Level 3 Value (NAV) (Carrying Value) Bonds $ 1,604,078,619 $ 1,483,935,592 $ 8,885,794 $ 1,595,076,522 $ 116,303 $ — $ — Preferred stocks 3,756,800 3,756,800 — 3,756,800 — — — Total financial assets* $ 1,607,835,419 $ 1,487,692,392 $ 8,885,794 $ 1,598,833,322 $ 116,303 $ — $ —

*This table does not include investments that are reported at fair value under the equity method.

The fair value of bonds and preferred stocks is based on quoted market prices and the methodology described above.

The carrying amounts for cash, cash equivalents, and short-term investments, investment income due and accrued and certain other assets and other liabilities approximate fair value due to the short term nature of these items. These assets and liabilities are not listed in the table above.

D. The Company was able to estimate the fair value of all its financial instruments as of June 30, 2020.

Note 21 - Other Items

C. Other Disclosures

Impairment of Investments

Net realized capital gains (losses) for the six months ended June 30, 2020 included pretax OTTI losses of approximately $2 million related to corporate and other bonds.

Investment Commitments

As part of its overall investment strategy, the Company invests in assets which require future purchase commitments. These investments are recorded once funded and the related commitments may include obligations related to privately placed debt securities. As of June 30, 2020, the Company had commitments to purchase or fund approximately $10 million under the terms of these investments.

Uncollected Premium and Agents' Balances Due from Controlled or Controlling Persons

The Company did not have any material uncollected premium and agents' balances due from controlled or controlling persons as of June 30, 2020.

Risks and Uncertainties

The Company has considered COVID-19, which the World Health Organization declared to be a pandemic in March 2020. The pandemic, and actions seeking to mitigate the spread of the virus, have resulted in significant risk across the Company as economic uncertainty and depressed business conditions brought on by the crisis, have had, and may continue to have material adverse impacts on the Company’s business. The ongoing effects of COVID-19 present the risks of significant decreases in premium volume, significant volatility in the investment portfolio, increased claim and litigation activity and unfavorable regulatory outcomes, the extent of which cannot be determined with any certainty at this time. In many geographic locations, the virus’ spread continues to accelerate. Areas where the virus has largely been brought under control continue to be at risk of a second wave. Accordingly, it remains the case that several months past the initial identification of the threat, the extent of the ultimate adverse impact of COVID-19 and measures to mitigate its spread are not yet known and may not emerge for some time.

Q06.2 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY NOTES TO FINANCIAL STATEMENTS

Note 22 - Subsequent Events

Subsequent events were considered through August 6, 2020, the date the statutory statements were issued.

Q06.3 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES GENERAL 1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile, as required by the Model Act? Yes [ ] No [ X ] 1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ] 2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the reporting entity? Yes [ ] No [ X ] 2.2 If yes, date of change: 3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ] If yes, complete Schedule Y, Parts 1 and 1A. 3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ ] No [ X ] 3.3 If the response to 3.2 is yes, provide a brief description of those changes.

3.4 Is the reporting entity publicly traded or a member of a publicly traded group? Yes [ X ] No [ ] 3.5 If the response to 3.4 is yes, provide the CIK (Central Index Key) code issued by the SEC for the entity/group. 21175 4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ] If yes, complete and file the merger history data file with the NAIC for the annual filing corresponding to this period. 4.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as a result of the merger or consolidation. 1 2 3 NAIC Company State of Name of Entity Code Domicile NONE 5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? If yes, attach an explanation. Yes [ ] No [X ] N/A [ ]

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. 12/31/2018 6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This date should be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2018 6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 07/27/2020 6.4 By what department or departments? Pennsylvania Insurance Department 6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filed with Departments? Yes [ ] No [ ] N/A [ X ] 6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ ] No [ X ] N/A [ ] 7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revoked by any governmental entity during the reporting period? Yes [ ] No [ X ] 7.2 If yes, give full information:

8.1 Is the company a subsidiary of a bank holding company regulated with the Federal Reserve Board? Yes [ ] No [ X ] 8.2 If response to 8.1 is yes, please identify the name of the bank holding company.

8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ ] No [ X ] 8.4 If the response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate’s primary federal regulator]. 1 2 3 4 5 6 Affiliate Name Location (City, State) FRB OCC FDIC SEC NONE 9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes [ X ] No [ ] (a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships; (b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity; (c) Compliance with applicable governmental laws, rules and regulations; (d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and (e) Accountability for adherence to the code. 9.11 If the response to 9.1 is No, please explain:

9.2 Has the code of ethics for senior managers been amended? Yes [ ] No [ X ] 9.21 If the response to 9.2 is Yes, provide information related to amendment(s).

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? Yes [ ] No [ X ] 9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).

Q07 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES

FINANCIAL 10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ X ] No [ ] 10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $ 0 INVESTMENT 11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for use by another person? (Exclude securities under securities lending agreements.) Yes [ ] No [ X ] 11.2 If yes, give full and complete information relating thereto:

12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $ 0

13. Amount of real estate and mortgages held in short-term investments: $ 0 14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ] 14.2 If yes, please complete the following: 1 2 Prior Year End Book/Adjusted Current Quarter Book/Adjusted Carrying Value Carrying Value 14.21 Bonds $ 0 $ 0 14.22 Preferred Stock 0 0 14.23 Common Stock 145,040,112 137,796,077 14.24 Short-Term Investments 0 0 14.25 Mortgage Loans on Real Estate 0 0 14.26 All Other 0 0 14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 145,040,112 $ 137,796,077 14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ 0 $ 0 15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ ] No [ X ]

15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ ] No [ ] N/A [ X] If no, attach a description with this statement.

16. For the reporting entity's security lending program, state the amount of the following as of current statement date: 16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0 16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0 16.3 Total payable for securities lending reported on the liability page: $ 0

17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity's offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ] 17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following: 1 2 Name of Custodian(s) Custodian Address JPMorgan Chase Bank, N.A. 10 S. Dearborn Street, Chicago, Illinois 60603 17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name, location and a complete explanation: 1 2 3 Name(s) Location(s) Complete Explanation(s) NONE 17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ] 17.4 If yes, give full and complete information relating thereto: 1 2 3 4 Date of Old Custodian New Custodian Change Reason NONE 17.5 Investment management – Identify all investment advisors, investment managers, broker/dealers, including individuals that have the authority to make investment decisions on behalf of the reporting entity. For assets that are managed internally by employees of the reporting entity, note as such ["…that have access to the investment accounts", "handle securities"]. 1 2 Name of Firm or Individual Affiliation Loews/CNA Holdings, Inc., as party to investment facilities and services agreement A 17.5097 For those firms/individuals listed in the table for Question 17.5, do any firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U") manage more than 10% of the reporting entity's invested assets? Yes [ ] No [ ] 17.5098 For firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U") listed in the table for Question 17.5, does the total assets under management aggregate to more than 50% of the reporting entity's invested assets? Yes [ ] No [ ] 17.6 For those firms or individuals listed in the table for 17.5 with an affiliation code of "A" (affiliated) or "U" (unaffiliated), provide the information for the table below. 1 2 3 4 5 Investment Central Registration Depository Management Number Name of Firm or Individual Legal Entity Identifier (LEI) Registered With Agreement (IMA) Filed N/A Loews/CNA Holdings, Inc. R8V1FN4M5ITGZOG7BS19 Not a Registered Investment DS Advisor 18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed? Yes [ X ] No [ ] 18.2 If no, list exceptions:

Q07.1 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES

19. By self-designating 5GI securities, the reporting entity is certifying the following elements for each self-designated 5GI security: a. Documentation necessary to permit a full credit analysis of the security does not exist or an NAIC CRP credit rating for an FE or PL security is not available. b. Issuer or obligor is current on all contracted interest and principal payments. c. The insurer has an actual expectation of ultimate payment of all contracted interest and principal. Has the reporting entity self-designated 5GI securities? Yes [ X ] No [ ] 20. By self-designating PLGI securities, the reporting entity is certifying the following elements for each self-designated PLGI security: a. The security was purchased prior to January 1, 2018. b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security. c. The NAIC Designation was derived from the credit rating assigned by an NAIC CRP in its legal capacity as a NRSRO which is shown on a current private letter rating held by the insurer and available for examination by state insurance regulators. d. The reporting entity is not permitted to share this credit rating of the PL security with the SVO. Has the reporting entity self-designated PLGI securities? Yes [ ] No [ X ] 21. By assigning FE to a Schedule BA non-registered private fund, the reporting entity is certifying the following elements of each self-designated FE fund: a. The security was purchased prior to January 1, 2019. b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security. c. The security had a public credit raing(s) with annual surveillance assigned by an NAIC CRP in its legal capacity as an NRSRO prior to January 1, 2019. d. The fund only or predominantly holds bonds in its portfolio. e. The current reporting NAIC designation was derived from the public credit rating(s) with annual surveillance assigned by an NAIC CRP in its legal capacity as an NRSRO. f. The public credit rating(s) with annual surveillance assigned by an NAIC CRP has not lapsed. Has the reporting entity assigned FE to Schedule BA non-registered private funds that complied with the above criteria? Yes [ ] No [ X ]

Q07.2 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY GENERAL INTERROGATORIES (continued) PART 2 – PROPERTY & CASUALTY INTERROGATORIES 1. If the reporting entity is a member of a pooling arrangement, did the agreement or the reporting entity’s participation change? Yes [ ] No [ X ] N/A [ ] If yes, attach an explanation.

2. Has the reporting entity reinsured any risk with any other reporting entity and agreed to release such entity from liability, in whole or in part, from any loss that may occur on the risk, or portion thereof, reinsured? Yes [ ] No [ X ] If yes, attach an explanation.

3.1 Have any of the reporting entity’s primary reinsurance contracts been canceled? Yes [ ] No [ X ] 3.2 If yes, give full and complete information thereto:

4.1 Are any of the liabilities for unpaid losses and loss adjustment expenses other than certain workers’ compensation tabular reserves (see Annual Statement Instructions pertaining to disclosure of discounting for definition of “tabular reserves,”) discounted at a rate of interest greater than zero? Yes [ ] No [ X ] 4.2 If yes, complete the following schedule: 1 2 3 Total Discount Discount Taken During Period 4 5 6 7 8 9 10 11 Maximum Disc. Unpaid Unpaid Unpaid Unpaid Line of Business Interest Rate Losses LAE IBNR Total Losses LAE IBNR Total 0.000 0.000 0 0 0 0 0 0 0 0 Total XXX XXX 0 0 0 0 0 0 0 0 5. Operating Percentages: 5.1 A&H loss percent 0.000%

5.2 A&H cost containment percent 0.000%

5.3 A&H expense percent excluding cost containment expenses 0.000%

6.1 Do you act as a custodian for health savings accounts? Yes [ ] No [ X ] 6.2 If yes, please provide the amount of custodial funds held as of the reporting date. $ 0 6.3 Do you act as an administrator for health savings accounts? Yes [ ] No [ X ] 6.4 If yes, please provide the amount of funds administered as of the reporting date. $ 0 7. Is the reporting entity licensed or chartered, registered, qualified, eligible or writing business in at least two states? Yes [ X ] No [ ] 7.1 If no, does the reporting entity assume reinsurance business that covers risks residing in at least one state other than the state of domicile of the reporting entity? Yes [ ] No [ ]

Q08 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE F - CEDED REINSURANCE Showing All New Reinsurers - Current Year to Date 1 2 3 4 5 6 7

Effective Date NAIC Certified of Certified Company Domiciliary Type of Reinsurer Rating Reinsurer Code ID Number Name of Reinsurer Jurisdiction Reinsurer (1 through 6) Rating

NONE

Q09 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE T - EXHIBIT OF PREMIUMS WRITTEN Current Year to Date - Allocated by States and Territories 1 Direct Premiums Written Direct Losses Paid (Deducting Salvage) Direct Losses Unpaid Active 2 3 4 5 6 7 Status Current Year Prior Year Current Year Prior Year Current Year Prior Year States, Etc. (a) to Date to Date to Date to Date to Date to Date 1. Alabama...... AL ...... L...... 7,370,833 ...... 5,815,065 ...... 2,129,764 ...... 1,958,756 ...... 24,427,523 ...... 22,478,925 2. Alaska...... AK ...... L...... 442,247 ...... 486,573 ...... 412,777 ...... 1,385,864 ...... 1,762,650 ...... 3,303,428 3. Arizona...... AZ ...... L...... 11,148,522 ...... 8,355,524 ...... 6,953,128 ...... 1,779,003 ...... 31,476,180 ...... 26,667,031 4. Arkansas...... AR ...... L...... 4,546,317 ...... 3,970,917 ...... 1,053,428 ...... 993,911 ...... 8,005,445 ...... 6,574,769 5. California...... CA ...... L...... 74,053,711 ...... 62,605,845 ...... 14,011,582 ...... 17,949,877 ...... 255,819,941 ...... 237,080,123 6. Colorado...... CO ...... L...... 11,588,311 ...... 9,773,595 ...... 10,447,949 ...... 1,441,649 ...... 20,585,939 ...... 22,250,439 7. Connecticut...... CT ...... L...... 7,886,165 ...... 7,274,229 ...... 1,842,296 ...... 1,916,021 ...... 22,485,667 ...... 21,508,516 8. Delaware...... DE ...... L...... 694,523 ...... 736,989 ...... 141,975 ...... 1,103,039 ...... 4,650,275 ...... 4,832,566 9. District of Columbia...... DC ...... L...... 3,058,178 ...... 3,206,408 ...... 396,106 ...... 8,266,075 ...... 8,137,158 ...... 7,467,974 10. Florida...... FL ...... L...... 53,548,065 ...... 46,804,988 ...... 22,819,097 ...... 25,928,191 ...... 104,540,074 ...... 76,414,747 11. Georgia...... GA ...... L...... 12,645,688 ...... 8,433,901 ...... 2,179,565 ...... 2,148,557 ...... 30,788,777 ...... 26,088,606 12. Hawaii...... HI ...... L...... 642,233 ...... 349,075 ...... 45,306 ...... 93,525 ...... 2,018,279 ...... 1,379,961 13. Idaho...... ID ...... L...... 1,256,409 ...... 1,282,216 ...... 165,389 ...... 235,191 ...... 1,256,430 ...... 1,160,499 14. Illinois...... IL ...... L...... 30,582,900 ...... 29,953,149 ...... 8,524,578 ...... 10,556,111 ...... 127,341,656 ...... 109,342,297 15. Indiana...... IN ...... L...... 6,714,811 ...... 5,364,959 ...... 1,961,206 ...... 1,860,666 ...... 18,902,243 ...... 34,956,967 16. Iowa...... IA ...... L...... 3,266,872 ...... 2,707,834 ...... 131,733 ...... 1,807,330 ...... 4,746,696 ...... 3,220,357 17. Kansas...... KS ...... L...... 4,854,766 ...... 4,567,735 ...... 5,984,251 ...... 227,874 ...... 10,512,470 ...... 9,474,263 18. Kentucky...... KY ...... L...... 7,175,835 ...... 6,796,632 ...... 11,342,177 ...... 2,088,742 ...... 39,146,750 ...... 37,763,102 19. Louisiana...... LA ...... L...... 10,186,342 ...... 7,685,196 ...... 4,151,496 ...... 1,892,840 ...... 52,690,370 ...... 51,258,526 20. Maine...... ME ...... L...... 1,300,985 ...... 915,696 ...... 519,810 ...... 746,348 ...... 5,993,562 ...... 7,109,633 21. Maryland...... MD ...... L...... 17,265,543 ...... 15,743,049 ...... 15,386,295 ...... 6,449,110 ...... 64,745,104 ...... 59,923,132 22. Massachusetts...... MA ...... L...... 17,260,451 ...... 15,108,574 ...... 2,962,808 ...... 3,423,272 ...... 41,530,006 ...... 48,266,629 23. Michigan...... MI ...... L...... 12,817,908 ...... 13,444,409 ...... 12,906,214 ...... 4,911,342 ...... 146,021,371 ...... 121,936,289 24. Minnesota...... MN ...... L...... 6,703,312 ...... 6,128,791 ...... 1,294,215 ...... 9,072,078 ...... 51,927,771 ...... 62,527,961 25. Mississippi...... MS ...... L...... 2,659,287 ...... 2,889,503 ...... 1,611,018 ...... 281,616 ...... 6,383,415 ...... 6,107,443 26. Missouri...... MO ...... L...... 10,319,654 ...... 7,012,237 ...... 16,928,589 ...... 18,294,849 ...... 55,899,561 ...... 66,783,993 27. Montana...... MT ...... L...... 697,163 ...... 613,655 ...... 152,175 ...... 262,863 ...... 4,418,988 ...... 4,410,690 28. Nebraska...... NE ...... L...... 3,972,237 ...... 4,082,930 ...... 1,463,667 ...... 960,145 ...... 5,569,736 ...... 4,678,602 29. Nevada...... NV ...... L...... 8,856,321 ...... 6,443,051 ...... 283,033 ...... 945,172 ...... 37,337,009 ...... 33,238,554 30. New Hampshire...... NH ...... L...... 1,560,278 ...... 1,247,836 ...... 101,152 ...... 362,846 ...... 2,571,280 ...... 2,309,316 31. New Jersey...... NJ ...... L...... 26,019,043 ...... 22,762,910 ...... 12,836,546 ...... 19,240,385 ...... 220,107,138 ...... 235,071,187 32. New Mexico...... NM ...... L...... 4,030,379 ...... 3,975,005 ...... 498,646 ...... 1,452,752 ...... 12,673,882 ...... 6,458,797 33. New York...... NY ...... L...... 41,317,017 ...... 40,300,158 ...... 14,116,471 ...... 19,565,831 ...... 247,809,857 ...... 242,935,127 34. North Carolina...... NC ...... L...... 6,338,000 ...... 4,950,136 ...... 2,552,622 ...... 4,333,228 ...... 16,820,059 ...... 18,474,676 35. North Dakota...... ND ...... L...... 210,780 ...... 356,981 ...... 176,317 ...... 107,852 ...... 1,375,683 ...... 768,438 36. Ohio...... OH ...... L...... 19,660,570 ...... 18,019,519 ...... 12,079,033 ...... 25,867,001 ...... 66,618,206 ...... 64,529,681 37. Oklahoma...... OK ...... L...... 15,484,276 ...... 15,170,753 ...... 12,993,508 ...... 3,597,919 ...... 26,852,176 ...... 22,265,786 38. Oregon...... OR ...... L...... 8,225,375 ...... 7,138,689 ...... 697,232 ...... 897,759 ...... 15,237,344 ...... 14,550,811 39. Pennsylvania...... PA ...... L...... 25,302,509 ...... 24,017,105 ...... 12,210,090 ...... 25,970,719 ...... 129,177,090 ...... 130,816,299 40. Rhode Island...... RI ...... L...... 1,374,497 ...... 1,272,994 ...... 98,646 ...... 183,271 ...... 3,456,433 ...... 3,048,877 41. South Carolina...... SC ...... L...... 3,845,647 ...... 2,285,144 ...... 439,632 ...... 1,455,684 ...... 11,238,117 ...... 15,877,293 42. South Dakota...... SD ...... L...... 392,645 ...... 552,667 ...... 94,764 ...... 26,216 ...... 1,279,557 ...... 966,691 43. Tennessee...... TN ...... L...... 7,101,126 ...... 5,966,149 ...... 4,121,995 ...... 3,628,176 ...... 37,457,368 ...... 45,081,870 44. Texas...... TX ...... L...... 60,776,822 ...... 48,840,104 ...... 41,560,821 ...... 23,560,336 ...... 165,886,201 ...... 128,955,946 45. Utah...... UT ...... L...... 3,740,271 ...... 3,529,432 ...... 25,236,635 ...... 349,221 ...... 5,291,862 ...... 11,106,630 46. Vermont...... VT ...... L...... 1,621,576 ...... 805,315 ...... 19,098 ...... 165,353 ...... 4,796,247 ...... 858,977 47. Virginia...... VA ...... L...... 14,101,704 ...... 12,607,731 ...... 3,335,638 ...... 5,054,723 ...... 40,756,484 ...... 36,944,462 48. Washington...... WA ...... L...... 21,379,726 ...... 18,008,163 ...... 8,418,112 ...... 6,006,061 ...... 53,209,490 ...... 38,793,059 49. West Virginia...... WV ...... L...... 965,376 ...... 658,930 ...... 210,127 ...... 148,804 ...... 6,172,789 ...... 5,445,498 50. Wisconsin...... WI ...... L...... 20,842,045 ...... 20,132,247 ...... 4,596,551 ...... 9,404,201 ...... 70,897,149 ...... 65,625,547 51. Wyoming...... WY ...... L...... 142,963 ...... 88,402 ...... 93,767 ...... 21,273 ...... 246,409 ...... 278,259 52. American Samoa...... AS ...... N...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 53. Guam...... GU ...... L...... 324,133 ...... 76,181 ...... 476 ...... 322 ...... 695,974 ...... 313,899 54. Puerto Rico...... PR ...... L...... 3,003,108 ...... 3,043,294 ...... 2,352,600 ...... 3,250,504 ...... 23,664,440 ...... 25,504,612 55. US Virgin Islands...... VI ...... L...... 9,772 ...... 6,699 ...... 0 ...... 4,875 ...... 46,790 ...... 48,734 56. Northern Mariana Islands...... MP ...... L...... 61 ...... 21,554 ...... 0 ...... 0 ...... 6,515 ...... 5,728 57. Canada...... CAN ...... N...... 409,299 ...... 330,735 ...... 4,323 ...... 10,067 ...... 15,606 ...... 6,251 58. Aggregate Other Alien...... OT ...XXX...... 21,336,913 ...... 23,970,307 ...... (25,786,476) ...... 8,457,707 ...... 109,234,492 ...... 30,815,868 59. Totals...... XXX...... 643,031,503 ...... 568,687,862 ...... 281,259,953 ...... 292,103,100 ...... 2,462,715,682 ...... 2,266,064,338 DETAILS OF WRITE-INS 58001. ZZZ Non-admit foreign...... XXX...... 11,751,742 ...... 11,262,631 ...... 1,481,016 ...... 938,514 ...... 34,255,116 ...... 26,792,906 58002. ZZZ Defense Based Act (DBA)...... XXX...... 6,223,084 ...... 9,815,393 ...... (26,631,357) ...... 5,969,405 ...... 69,489,590 ...... (3,367,089) 58003. ZZZ Aliens w/prem<$1M...... XXX...... 3,362,087 ...... 2,892,283 ...... (636,135) ...... 1,549,788 ...... 5,489,787 ...... 7,390,050 58998. Summary of remaining write-ins for Line 58 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Totals (Lines 58001 thru 58003+ Line 58998) (Line 58 above)...... XXX...... 21,336,913 ...... 23,970,307 ...... (25,786,476) ...... 8,457,707 ...... 109,234,492 ...... 30,815,868 (a) Active Status Count L - Licensed or Chartered - Licensed insurance carrier or domiciled RRG...... 55 R - Registered - Non-domiciled RRGs...... 0 E - Eligible - Reporting entities eligible or approved to write surplus lines in the state Q - Qualified - Qualified or accredited reinsurer...... 0 (other than their state of domicile - See DSLI)...... 0 N - None of the above - Not allowed to write business in the state...... 2 D - Domestic Surplus Lines Insurer (DSLI) - Reporting entities authorized to write surplus lines in the state of domicile...... 0

Q10 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE Y – INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 – ORGANIZATIONAL CHART

Organizational Chart as of 89.62% DE DE CNA Financial Corp. June 30, 2020. Loews Corporation (CNAF) 13-2646102 36-6169860 See page Q11.1 for footnotes.

100% NY 100% DE The Continental 1897 LLC Corporation 13-2704346 13-2610607

100% IL 100% GBR 100% BMU 100% GBR 100% IL Continental Casualty CNA Services (UK) Hardy Underwriting CNA Hardy International CNA Solution, Inc. Company (CCC) Limited Bermuda Limited Services Limited 52-1737576 NAIC# 20443 36-2114545

100% IL 100% PA 100% BMU 100% PA Financial Services American Casualty Co. 100% AZ North Rock Insurance The Continental Insurance Representatives PG, of Reading, PA CNA Warranty Services, Company Limited Company (CIC) Inc. NAIC# 20427 Inc. 100% BMU 98-0171855 NAIC# 35289 23-0342560 90-0715799 Q11 Hardy Bermuda Limited 30-0200012 13-5010440

100% PA Valley Forge Insurance 100% AZ 100% NJ 100% FL 100% BMU Company CNA National Warranty The Continental Insurance CNA Warranty Services 100% GBR Continental Reinsurance NAIC# 20508 Corporation Co. of New Jersey of Florida, Inc. Hardy Underwriting Corp. International, Ltd. 23-1620527 36-4034956 NAIC# 42625 35-2477734 Group Limited AA-3190065 22-2476313 100% IL Columbia Casualty 100% GBR Company 100% FL Hardy Underwriting 30% BMU NAIC# 31127 CNA National Warranty 100% NY Limited Bishophouse, Limited 47-0490411 Corp. - Florida IDBI Managers, Inc. 98-0166351 36-4124829 13-3081396 100% IL National Fire Insurance 100% SGP Company of Hartford Hardy Underwriting Asia NAIC# 20478 100% NJ Pte. Ltd 06-0464510 Continental Service Plan, Inc. 100% IL 22-3188117 100% GBR Transportation Hardy (Underwriting Insurance Company NAIC# 20494 Agencies) Limited 100% IL 36-1877247 Continental Service Provider, Inc. 72.72% GBR 22-3875980 100% MYS CNA Europe Holdings Hardy Underwriting Ltd. (1) Labuan Limited 100% IL 100% GBR Preferred Protection CNA Insurance Services LLC Company Limited 82-4314277 AA-1121106

100% GBR 100% LUX Maritime Insurance CNA Insurance Company Limited Company (Europe) S.A. Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY

SCHEDULE Y – INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 – ORGANIZATIONAL CHART

(Continuation from page Q11 of companies owned by Continental Casualty Company)

Footnotes

100% SD 100% NV 100% IL Western Surety Company (1) CCC owns 72.72% of CNA Europe Holdings Limited. CNA ClaimPlus, Inc. Los Lunas Center, Inc. NAIC# 13188 16-1633560 The other 27.28% is owned by CIC. 36-3886005 46-0204900

100% SD 100% DE 100% IL Surety Bonding Company of CNA Realty LLC Pencil Factory LLC America 36-2791009 81-2918001 NAIC# 24047 46-0417363

100% IL 100% IL 100% SD Windsor BP, LLC 1200 North VA LLC Universal Surety of America 61-1808441 84-2391465 NAIC# 13200 76-0090463 Q11.1 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * Members 0000 ...... 00000..... 13-2646102...... 1562868 60086 New York Stock Exchange... Loews Corporation...... DE...... UIP...... 0.000 ...... N...... 0...... 0000 ...... 00000..... 36-6169860...... 1551358 21175 New York Stock Exchange... CNA Financial Corp...... DE...... UIP...... Loews Corporation...... Ownership...... 89.622 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 13-2704346...... 0 ...... 0 ...... 1897 LLC...... DE...... NIA...... CNA Financial Corp...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 13-2610607...... 0 ...... 0 ...... The Continental Corporation...... NY...... UIP...... CNA Financial Corp...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... CNA Services (UK) Limited...... GBR...... NIA...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy Underwriting Bermuda Limited...... BMU...... NIA...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy Bermuda Limited...... BMU...... NIA...... Hardy Underwriting Bermuda Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy Underwriting Group Limited...... GBR...... NIA...... Hardy Underwriting Bermuda Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy (Underwriting Agencies) Limited...... GBR...... IA...... Hardy Underwriting Bermuda Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy Underwriting Labuan Limited...... MYS...... NIA...... Hardy (Underwriting Agencies) Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 98-0166351...... 0 ...... 0 ...... Hardy Underwriting Limited...... GBR...... NIA...... Hardy Underwriting Bermuda Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Hardy Underwriting Asia Pte. Ltd...... SGP...... NIA...... Hardy Underwriting Bermuda Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0......

Q 0000 ...... 00000...... 0 ...... 0 ...... CNA Hardy International Services Limited...... GBR...... NIA...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0......

1 0000 ...... 00000..... 52-1737576...... 0 ...... 0 ...... CNA Solution Inc...... IL...... NIA...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 2 0000 ...... 00000..... 30-0200012...... 0 ...... 0 ...... Financial Services Representatives PG, Inc...... IL...... NIA...... CNA Solution, Inc...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... AA-3190065...... 0 ...... 0 ...... Continental Reinsurance Corp. International, Ltd...... BMU...... IA...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Bishophouse, Limited...... BMU...... NIA...... Continental Reinsurance Corp. International, Ltd...... Ownership...... 30.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 20443..... 36-2114545...... 3095614 23997 ...... Continental Casualty Company...... IL...... UDP...... The Continental Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 20427..... 23-0342560...... 0 ...... 0 ...... American Casualty Co. of Reading, Pennsylvania.... PA...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 20508..... 23-1620527...... 0 ...... 0 ...... Valley Forge Insurance Company...... PA...... IA...... American Casualty Co. of Reading, Pennsylvania..... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 31127..... 47-0490411...... 0 ...... 0 ...... Columbia Casualty Company...... IL...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 20478..... 06-0464510...... 0 ...... 0 ...... National Fire Insurance Company of Hartford...... IL...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 20494..... 36-1877247...... 0 ...... 0 ...... Transportation Insurance Company...... IL...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... CNA Europe Holdings Ltd...... GBR...... IA...... Continental Casualty Company...... Ownership...... 72.720 Loews Corporation...... Y...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... CNA Europe Holdings Ltd...... GBR...... DS...... The Continental Insurance Company...... Ownership...... 27.280 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... AA-1121106...... 0 ...... 0 ...... CNA Insurance Company Limited...... GBR...... DS...... CNA Europe Holdings Ltd...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... Maritime Insurance Company Limited...... GBR...... DS...... CNA Insurance Company Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000...... 0 ...... 0 ...... CNA Insurance Company (Europe) S.A...... LUX...... IA...... CNA Insurance Company Limited...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 98-0171855...... 0 ...... 0 ...... North Rock Insurance Company Limited...... BMU...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 36-4034956...... 0 ...... 0 ...... CNA National Warranty Corporation...... AZ...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 36-4124829...... 0 ...... 0 ...... CNA National Warranty Corp. - Florida...... FL...... NIA...... CNA National Warranty Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 22-3188117...... 0 ...... 0 ...... Continental Service Plan, Inc...... NJ...... NIA...... CNA National Warranty Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 22-3875980...... 0 ...... 0 ...... Continental Service Provider, Inc...... IL...... NIA...... CNA National Warranty Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 82-4314277...... 0 ...... 0 ...... Preferred Protection Services LLC...... IL...... NIA...... CNA National Warranty Corporation...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 90-0715799...... 0 ...... 0 ...... CNA Warranty Services, Inc...... AZ...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 35-2477734...... 0 ...... 0 ...... CNA Warranty Services of Florida, Inc...... FL...... NIA...... CNA Warranty Services, Inc...... Ownership...... 100.000 Loews Corporation...... N...... 0...... Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * 0218 CNA Insurance Companies.. 35289..... 13-5010440...... 0 24073 ...... The Continental Insurance Company...... PA...... RE...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 42625..... 22-2476313...... 0 ...... 0 ...... The Continental Insurance Co. of New Jersey...... NJ...... DS...... The Continental Insurance Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 13-3081396...... 0 ...... 0 ...... IDBI Managers, Inc...... NY...... DS...... The Continental Insurance Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 16-1633560...... 0 ...... 0 ...... CNA ClaimPlus, Inc...... NV...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 36-2791009...... 0 ...... 0 ...... CNA Realty LLC...... DE...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 61-1808441...... 0 ...... 0 ...... Windsor BP, LLC...... IL...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 36-3886005...... 0 ...... 0 ...... Los Lunas Center, Inc...... IL...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... Y...... 0...... 0000 ...... 00000..... 81-2918001...... 0 ...... 0 ...... Pencil Factory LLC...... IL...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0000 ...... 00000..... 84-2391465...... 0 ...... 0 ...... 1200 North VA LLC...... IL...... NIA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 13188..... 46-0204900...... 0 ...... 0 ...... Western Surety Company...... SD...... IA...... Continental Casualty Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 24047..... 46-0417363...... 0 ...... 0 ...... Surety Bonding Company of America...... SD...... IA...... Western Surety Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... 0218 CNA Insurance Companies.. 13200..... 76-0090463...... 0 ...... 0 ...... Universal Surety of America...... SD...... IA...... Western Surety Company...... Ownership...... 100.000 Loews Corporation...... N...... 0...... Q 1 2 . 1 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY PART 1 - LOSS EXPERIENCE Current Year to Date 4 1 2 3 Prior Year to Date Direct Premiums Direct Losses Direct Direct Loss Lines of Business Earned Incurred Loss Percentage Percentage 1. Fire...... 5,095,009 ...... (1,356,608) ...... (26.626) ...... 193.919 2. Allied lines...... 3,037,395 ...... 544,806 ...... 17.937 ...... (145.499) 3. Farmowners multiple peril...... 0 ...... 0 ...... 0.000 ...... 0.000 4. Homeowners multiple peril...... 0 ...... (114,210) ...... 0.000 ...... 0.000 5. Commercial multiple peril...... 85,316,409 ...... 60,724,268 ...... 71.175 ...... 23.392 6. Mortgage guaranty...... 0 ...... 0 ...... 0.000 ...... 0.000 8. Ocean marine...... 51,174,669 ...... 38,921,280 ...... 76.056 ...... 80.937 9. Inland marine...... 12,412,436 ...... 7,897,728 ...... 63.628 ...... 84.642 10. Financial guaranty...... 0 ...... 0 ...... 0.000 ...... 0.000 11.1. Medical professional liability - occurrence...... 48,815 ...... (676,642) ...... (1,386.125) ...... 2,833.410 11.2. Medical professional liability - claims-made...... 10,662,674 ...... 7,479,751 ...... 70.149 ...... 45.840 12. Earthquake...... 970,741 ...... 41,233 ...... 4.248 ...... (41.813) 13. Group accident and health...... 0 ...... 0 ...... 0.000 ...... 0.000 14. Credit accident and health...... 0 ...... 0 ...... 0.000 ...... 0.000 15. Other accident and health...... 0 ...... 0 ...... 0.000 ...... 0.000 16. Workers' compensation...... 58,193,134 ...... 16,919,474 ...... 29.075 ...... 91.928 17.1 Other liability-occurrence...... 220,017,623 ...... 106,376,437 ...... 48.349 ...... 54.935 17.2 Other liability-claims made...... 2,733,841 ...... (353,881) ...... (12.944) ...... 205.102 17.3 Excess workers' compensation...... 0 ...... 641,713 ...... 0.000 ...... 0.000 18.1 Products liability-occurrence...... 7,013,056 ...... 4,633,523 ...... 66.070 ...... (36.490) 18.2 Products liability-claims made...... 0 ...... (973,018) ...... 0.000 ...... 0.000 19.1, 19.2 Private passenger auto liability...... 0 ...... (57,877) ...... 0.000 ...... 0.000 19.3, 19.4 Commercial auto liability...... 48,185,896 ...... 37,923,066 ...... 78.702 ...... 52.743 21. Auto physical damage...... 13,043,194 ...... 8,706,950 ...... 66.755 ...... 41.937 22. Aircraft (all perils)...... 0 ...... 1,736,707 ...... 0.000 ...... 0.000 23. Fidelity...... 7,444,875 ...... 6,176,269 ...... 82.960 ...... (29.787) 24. Surety...... 14,116,909 ...... 1,283,940 ...... 9.095 ...... 18.365 26. Burglary and theft...... 395,239 ...... 64,431 ...... 16.302 ...... 24.938 27. Boiler and machinery...... 806,309 ...... (5,108) ...... (0.633) ...... (5.444) 28. Credit...... 0 ...... 0 ...... 0.000 ...... 0.000 29. International...... 0 ...... 0 ...... 0.000 ...... 0.000 30. Warranty...... 22,694,845 ...... 22,304,728 ...... 98.281 ...... 82.651 31. Reinsurance-nonproportional assumed property...... XXX...... XXX...... XXX...... XXX...... 32. Reinsurance-nonproportional assumed liability...... XXX...... XXX...... XXX...... XXX...... 33. Reinsurance-nonproportional assumed financial lines...... XXX...... XXX...... XXX...... XXX...... 34. Aggregate write-ins for other lines of business...... 0 ...... 0 ...... 0.000 ...... 0.000 35. Totals...... 563,363,071 ...... 318,838,959 ...... 56.596 ...... 55.828 DETAILS OF WRITE-INS 3401...... 0 ...... 0 ...... 0.000 ...... 0.000 3402...... 0 ...... 0 ...... 0.000 ...... 0.000 3403...... 0 ...... 0 ...... 0.000 ...... 0.000 3498. Sum. of remaining write-ins for Line 34 from overflow page...... 0 ...... 0 ...... 0.000 ...... XXX...... 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34)...... 0 ...... 0 ...... 0.000 ...... 0.000

PART 2 - DIRECT PREMIUMS WRITTEN 1 2 3 Current Current Prior Year Lines of Business Quarter Year to Date Year to Date 1. Fire...... 3,311,057 ...... 5,818,685 ...... 3,927,357 2. Allied lines...... 2,672,332 ...... 3,983,450 ...... 1,720,795 3. Farmowners multiple peril...... 0 ...... 0 ...... 0 4. Homeowners multiple peril...... 0 ...... 0 ...... 0 5. Commercial multiple peril...... 44,357,151 ...... 93,150,600 ...... 88,939,949 6. Mortgage guaranty...... 0 ...... 0 ...... 0 8. Ocean marine...... 29,911,906 ...... 55,430,621 ...... 51,349,645 9. Inland marine...... 6,375,880 ...... 13,197,295 ...... 13,584,569 10. Financial guaranty...... 0 ...... 0 ...... 0 11.1 Medical professional liability - occurrence...... 23,719 ...... 60,907 ...... 39,873 11.2 Medical professional liability - claims made...... 2,322,097 ...... 6,355,846 ...... 5,813,298 12. Earthquake...... 1,227,945 ...... 1,425,735 ...... 308,047 13. Group accident and health...... 0 ...... 0 ...... 0 14. Credit accident and health...... 0 ...... 0 ...... 0 15. Other accident and health...... 0 ...... 0 ...... 0 16. Workers' compensation...... 28,041,423 ...... 60,451,299 ...... 65,734,617 17.1 Other liability-occurrence...... 135,700,237 ...... 270,237,566 ...... 214,441,397 17.2 Other liability-claims made...... 384,626 ...... 833,082 ...... 1,044,760 17.3 Excess workers' compensation...... 0 ...... 0 ...... 0 18.1 Products liability-occurrence...... 4,270,444 ...... 7,990,188 ...... 6,892,503 18.2 Products liability-claims made...... 0 ...... 0 ...... 0 19.1 19.2 Private passenger auto liability...... 0 ...... 0 ...... 0 19.3 19.4 Commercial auto liability...... 29,135,133 ...... 61,687,797 ...... 52,970,504 21. Auto physical damage...... 6,962,700 ...... 15,355,579 ...... 14,220,901 22. Aircraft (all perils)...... 0 ...... 0 ...... 0 23. Fidelity...... 4,302,753 ...... 7,284,619 ...... 6,748,991 24. Surety...... 7,095,599 ...... 13,865,524 ...... 13,730,540 26. Burglary and theft...... 181,305 ...... 387,218 ...... 368,240 27. Boiler and machinery...... 726,083 ...... 1,108,650 ...... 712,140 28. Credit...... 0 ...... 0 ...... 0 29. International...... 0 ...... 0 ...... 0 30. Warranty...... 11,448,331 ...... 24,406,841 ...... 26,139,736 31. Reinsurance-nonproportional assumed property...... XXX...... XXX...... XXX...... 32. Reinsurance-nonproportional assumed liability...... XXX...... XXX...... XXX...... 33. Reinsurance-nonproportional assumed financial lines...... XXX...... XXX...... XXX...... 34. Aggregate write-ins for other lines of business...... 0 ...... 0 ...... 0 35. Totals...... 318,450,720 ...... 643,031,503 ...... 568,687,862 DETAILS OF WRITE-INS 3401...... 0 ...... 0 ...... 0 3402...... 0 ...... 0 ...... 0 3403...... 0 ...... 0 ...... 0 3498. Sum. of remaining write-ins for Line 34 from overflow page...... 0 ...... 0 ...... 0 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34)...... 0 ...... 0 ...... 0

Q13 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY PART 3 (000 omitted) LOSS AND LOSS ADJUSTMENT EXPENSE RESERVES SCHEDULE 1 2 3 4 5 6 7 8 9 10 11 12 13 Q.S. Date Known Q.S. Date Known Prior Year-End Known Prior Year-End Prior Year-End Total Prior 2020 2020 Case Loss and Case Loss and LAE Case Loss and LAE IBNR Loss and LAE Total Loss Prior Year-End Prior Year-End Year-End Loss and LAE Loss and LAE Total 2020 LAE Reserves on Reserves on Claims Q.S. Date Total Q.S. Reserves Developed Reserves Developed and LAE Reserve Years in Which Known Case IBNR Loss and Payments on Claims Payments on Claims Loss and Claims Reported and Reported or Reopened IBNR Loss and LAE (Savings)/Deficiency (Savings)/Deficiency Developed Losses Loss and LAE Loss and LAE LAE Reserves Reported as of Prior Unreported as of LAE Payments Open as of Prior Subsequent to Loss and LAE Reserves (Cols. 4 + 7 (Cols. 5 + 8 + 9 (Savings)/Deficiency Occurred Reserves Reserves (Cols. 1 + 2) Year-End Prior Year-End (Cols. 4 + 5) Year-End Prior Year-End Reserves (Cols. 7 + 8 + 9) minus Col. 1) minus Col. 2) (Cols. 11 + 12)

1. 2017 + Prior...... 260,762 ...... 470,021 ...... 730,783 ...... 51,246 ...... 1 ...... 51,247 ...... 264,507 ...... 3 ...... 415,084 ...... 679,594 ...... 54,992 ...... (54,934) ...... 58

2. 2018...... 0 ...... 11 ...... 11 ...... 148 ...... 0 ...... 148 ...... 0 ...... 0 ...... (197) ...... (197) ...... 148 ...... (208) ...... (60)

3. Subtotals 2018 + Prior...... 260,762 ...... 470,032 ...... 730,794 ...... 51,395 ...... 1 ...... 51,395 ...... 264,507 ...... 3 ...... 414,886 ...... 679,397 ...... 55,140 ...... (55,142) ...... (2)

4. 2019...... 0 ...... 373 ...... 373 ...... 262 ...... 0 ...... 262 ...... 0 ...... 0 ...... 119 ...... 119 ...... 262 ...... (253) ...... 8

5. Subtotals 2019 + Prior...... 260,762 ...... 470,404 ...... 731,166 ...... 51,656 ...... 1 ...... 51,657 ...... 264,508 ...... 3 ...... 415,006 ...... 679,516 ...... 55,402 ...... (55,395) ...... 7

Q 6. 2020...... XXX...... XXX...... XXX...... XXX...... 454 ...... 454 ...... XXX...... 0 ...... 754 ...... 754 ...... XXX...... XXX...... XXX...... 1 4 7. Totals...... 260,762 ...... 470,404 ...... 731,166 ...... 51,656 ...... 455 ...... 52,111 ...... 264,508 ...... 3 ...... 415,760 ...... 680,270 ...... 55,402 ...... (55,395) ...... 7

8. Prior Year- Col. 11, Line 7 Col. 12, Line 7 Col. 13, Line 7 End's Surplus As % of Col. 1, As % of Col. 2, As % of Col. 3, As Regards Line 7 Line 7 Line 7 Policyholders ...... 1,684,928

1...... 21.2 % 2...... (11.8)% 3...... 0.0 %

Col. 13, Line 7 Line 8

4...... 0.0 % Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES

The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar code will be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide an explanation following the interrogatory questions. Response

1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO

2. Will Supplement A to Schedule T (Medical Professional Liability Supplement) be filed with this statement? YES

3. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO

4. Will the Director and Officer Insurance Coverage Supplement be filed with the state of domicile and the NAIC with this statement? YES

Explanation: 1. The data for this supplement is not required to be filed. 2. 3. The data for this supplement is not required to be filed. 4.

Bar Code: *35289202049000002*

*35289202036500002*

Q15 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY Overflow Page for Write-Ins

NONE

Q16 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE A - VERIFICATION Real Estate 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 0 ...... 0 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 0 ...... 0 2.2 Additional investment made after acquisition...... 0 ...... 0 3. Current year change in encumbrances...... NONE ...... 0 ...... 0 4. Total gain (loss) on disposals...... 0 ...... 0 5. Deduct amounts received on disposals...... 0 ...... 0 6. Total foreign exchange change in book/adjusted carrying value...... 0 ...... 0 7. Deduct current year's other-than-temporary impairment recognized...... 0 ...... 0 8. Deduct current year's depreciation...... 0 ...... 0 9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)...... 0 ...... 0 10. Deduct total nonadmitted amounts...... 0 ...... 0 11. Statement value at end of current period (Line 9 minus Line 10)...... 0 ...... 0

SCHEDULE B - VERIFICATION Mortgage Loans 1 2 Prior Year Ended Year to Date December 31 1. Book value/recorded investment excluding accrued interest, December 31 of prior year...... 0 ...... 0 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 0 ...... 0 2.2 Additional investment made after acquisition...... 0 ...... 0 3. Capitalized deferred interest and other...... 0 ...... 0 4. Accrual of discount...... 0 ...... 0 5. Unrealized valuation increase (decrease)...... NONE ...... 0 ...... 0 6. Total gain (loss) on disposals...... 0 ...... 0 7. Deduct amounts received on disposals...... 0 ...... 0 8. Deduct amortization of premium and mortgage interest points and commitment fees...... 0 ...... 0 9. Total foreign exchange change in book value/recorded investment excluding accrued interest...... 0 ...... 0 10. Deduct current year's other-than-temporary impairment recognized...... 0 ...... 0 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 ...... 0 12. Total valuation allowance...... 0 ...... 0 13. Subtotal (Line 11 plus Line 12)...... 0 ...... 0 14. Deduct total nonadmitted amounts...... 0 ...... 0 15. Statement value at end of current period (Line 13 minus Line 14)...... 0 ...... 0

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 9 ...... 9 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 0 ...... 0 2.2 Additional investment made after acquisition...... 0 ...... 0 3. Capitalized deferred interest and other...... 0 ...... 0 4. Accrual of discount...... 0 ...... 0 5. Unrealized valuation increase (decrease)...... 0 ...... 0 6. Total gain (loss) on disposals...... 0 ...... 0 7. Deduct amounts received on disposals...... 8 ...... 0 8. Deduct amortization of premium and depreciation...... 0 ...... 0 9. Total foreign exchange change in book/adjusted carrying value...... 0 ...... 0 10. Deduct current year's other-than-temporary impairment recognized...... 0 ...... 0 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...... 1 ...... 9 12. Deduct total nonadmitted amounts...... 1 ...... 9 13. Statement value at end of current period (Line 11 minus Line 12)...... 0 ...... 0

SCHEDULE D - VERIFICATION Bonds and Stocks 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year...... 1,630,677,902 ...... 1,548,975,215 2. Cost of bonds and stocks acquired...... 175,754,582 ...... 296,500,823 3. Accrual of discount...... 613,022 ...... 1,278,293 4. Unrealized valuation increase (decrease)...... (8,873,455) ...... 3,927,334 5. Total gain (loss) on disposals...... (2,402,095) ...... 2,208,051 6. Deduct consideration for bonds and stocks disposed of...... 166,972,510 ...... 219,275,845 7. Deduct amortization of premium...... 2,309,808 ...... 4,213,198 8. Total foreign exchange change in book/adjusted carrying value...... 0 ...... 0 9. Deduct current year's other-than-temporary impairment recognized...... 2,243,638 ...... 0 10. Total investment income recognized as a result of prepayment penalties and/or acceleration fees...... 1,244,470 ...... 1,277,230 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9+10)...... 1,625,488,469 ...... 1,630,677,902 12. Deduct total nonadmitted amounts...... 1,299 ...... 1,292 13. Statement value at end of current period (Line 11 minus Line 12)...... 1,625,487,171 ...... 1,630,676,610

QSI01 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation 1 2 3 4 5 6 7 8 Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Value Beginning During During During Value End of Value End of Value End of Value December 31 NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year

BONDS

1. NAIC 1 (a)...... 611,477,689 ...... 183,800,695 ...... 164,942,041 ...... (8,734,847) ...... 611,477,689 ...... 621,601,497 ...... 609,671,850

2. NAIC 2 (a)...... 839,568,532 ...... 102,527,317 ...... 61,493,004 ...... (3,156,197) ...... 839,568,532 ...... 877,446,648 ...... 887,734,206

3. NAIC 3 (a)...... 41,406,389 ...... 0 ...... 25,229,567 ...... 23,401,788 ...... 41,406,389 ...... 39,578,610 ...... 27,308,726

4. NAIC 4 (a)...... 0 ...... 0 ...... 0 ...... 2,000,000 ...... 0 ...... 2,000,000 ...... 0

5. NAIC 5 (a)...... 803,646 ...... 0 ...... 80,918 ...... 24,950 ...... 803,646 ...... 747,678 ...... 895,027

6. NAIC 6 (a)...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 Q S I

0 7. Total Bonds...... 1,493,256,256 ...... 286,328,012 ...... 251,745,529 ...... 13,535,694 ...... 1,493,256,256 ...... 1,541,374,433 ...... 0 ...... 1,525,609,809 2 PREFERRED STOCK

8. NAIC 1...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

9. NAIC 2...... 3,520,000 ...... 0 ...... 0 ...... 236,800 ...... 3,520,000 ...... 3,756,800 ...... 4,030,000

10. NAIC 3...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

11. NAIC 4...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

12. NAIC 5...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

13. NAIC 6...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

14. Total Preferred Stock...... 3,520,000 ...... 0 ...... 0 ...... 236,800 ...... 3,520,000 ...... 3,756,800 ...... 0 ...... 4,030,000

15. Total Bonds and Preferred Stock...... 1,496,776,256 ...... 286,328,012 ...... 251,745,529 ...... 13,772,494 ...... 1,496,776,256 ...... 1,545,131,233 ...... 0 ...... 1,529,639,809 (a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of short-term and cash equivalent bonds by NAIC designation: NAIC 1 $.....57,438,841; NAIC 2 $...... 0; NAIC 3 $...... 0; NAIC 4 $...... 0; NAIC 5 $...... 0; NAIC 6 $...... 0. Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE DA - PART 1 Short-Term Investments 1 2 3 4 5 Book/Adjusted Actual Interest Collected Paid for Accrued Interest Carrying Value Par Value Cost Year To Date Year To Date

9199999...... 8,837,633 ...... XXX...... 8,602,913 ...... 0 ...... 0

SCHEDULE DA - VERIFICATION Short-Term Investments 1 2 Prior Year Ended Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...... 0 ...... 18,188,064

2. Cost of short-term investments acquired...... 8,602,913 ...... 20,796,891

3. Accrual of discount...... 877 ...... 310,041

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

5. Total gain (loss) on disposals...... 0 ...... 101

6. Deduct consideration received on disposals...... 0 ...... 39,860,601

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

8. Total foreign exchange change in book/adjusted carrying value...... 233,843 ...... 565,504

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

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 8,837,633 ...... 0

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

12. Statement value at end of current period (Line 10 minus Line 11)...... 8,837,633 ...... 0

QSI03 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY

Sch. DB - Pt. A - Verification NONE

Sch. DB - Pt. B - Verification NONE

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

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

Sch. DB - Verification NONE

QSI04, QSI05, QSI06, QSI07 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE E - PART 2 - VERIFICATION Cash Equivalents 1 2 Prior Year Ended Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...... 44,002,123 ...... 52,591,219

2. Cost of cash equivalents acquired...... 641,621,309 ...... 1,437,416,892

3. Accrual of discount...... 268,250 ...... 956,941

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

5. Total gain (loss) on disposals...... (873,962) ...... (41)

6. Deduct consideration received on disposals...... 636,225,160 ...... 1,447,284,323

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

8. Total foreign exchange change in book/ adjusted carrying value...... (190,650) ...... 321,437

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

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 48,601,911 ...... 44,002,123

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

12. Statement value at end of current period (Line 10 minus Line 11)...... 48,601,911 ...... 44,002,123

QSI08 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY

Sch. A Pt. 2 NONE

Sch. A Pt. 3 NONE

Sch. B - Pt. 2 NONE

Sch. B - Pt. 3 NONE

Sch. BA - Pt. 2 NONE

Sch. BA - Pt. 3 NONE

QE01, QE02, QE03 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter 1 2 3 4 5 6 7 8 9 10

NAIC Designation and CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends Administrative Symbol Bonds - U.S. Government 912828 6H 8 UNITED STATES TREASURY...... 05/19/2020...... JP MORGAN SECURITIES INC...... 332,738 ...... 320,000 ...... 1,342 1...... 912828 ZG 8 UNITED STATES TREASURY...... 04/13/2020...... GOLDMAN SACHS & CO. INC...... 3,710,551 ...... 3,700,000 ...... 493 1...... 0599999. Total - Bonds - U.S. Government...... 4,043,288 ...... 4,020,000 ...... 1,835 ...... XXX...... Bonds - Industrial and Miscellaneous 00287Y DC 0 ABBVIE INC...... 05/14/2020...... VOLUNTARY EXCHANGE...... 5,394,390 ...... 5,000,000 ...... 31,139 2FE...... 00751Y AD 8 ADVANCE AUTO PARTS INC...... 06/11/2020...... BOFA SECURITIES INC...... 3,130,020 ...... 3,000,000 ...... 19,175 2FE...... 02342T AE 9 AMDOCS LTD...... 06/17/2020...... MORGAN STANLEY & CO. LLC...... 5,000,000 ...... 5,000,000 ...... 0 2FE...... 03073E AR 6 AMERISOURCEBERGEN CORP...... 05/12/2020...... BOFA SECURITIES INC...... 4,985,300 ...... 5,000,000 ...... 0 1FE...... 092113 AT 6 BLACK HILLS CORP...... 06/12/2020...... WELLS FARGO SECURITIES LLC...... 4,982,900 ...... 5,000,000 ...... 0 2FE...... 097023 CY 9 BOEING CO...... 04/30/2020...... JP MORGAN SECURITIES INC...... 5,000,000 ...... 5,000,000 ...... 0 2FE...... 099724 AL 0 BORGWARNER INC...... 06/16/2020...... BOFA SECURITIES INC...... 4,985,950 ...... 5,000,000 ...... 0 2FE...... 124900 AD 3 CCL INDUSTRIES INC...... C...... 05/27/2020...... BOFA SECURITIES INC...... 4,987,600 ...... 5,000,000 ...... 0 2FE...... 136385 BA 8 CANADIAN NATURAL RESOURCES LTD...... C...... 06/22/2020...... JP MORGAN SECURITIES INC...... 4,997,750 ...... 5,000,000 ...... 0 2FE...... 254687 FX 9 WALT DISNEY CO...... 05/12/2020...... MORGAN STANLEY & CO. LLC...... 2,509,625 ...... 2,500,000 ...... 184 1FE...... 31620R AJ 4 FIDELITY NATIONAL FINANCIAL INC...... 06/09/2020...... JP MORGAN SECURITIES INC...... 4,987,800 ...... 5,000,000 ...... 0 2FE...... 31847R AG 7 FIRST AMERICAN FINANCIAL CORP...... 05/08/2020...... JP MORGAN SECURITIES INC...... 4,979,600 ...... 5,000,000 ...... 0 2FE...... 33830J AA 3 GUYS 2017-1 A2 - ABS...... 06/18/2020...... GUGGENHEIM SECURITIES LLC...... 158,329 ...... 158,800 ...... 1,157 2FE...... 35041J AA 3 FFIN 2019-1 A - ABS...... 06/23/2020...... GOLDMAN SACHS & CO. INC...... 1,441,631 ...... 1,428,904 ...... 1,532 1FE......

Q 40438P AE 2 HPEFS 202 C - ABS...... 06/23/2020...... BOFA SECURITIES INC...... 6,799,706 ...... 6,800,000 ...... 0 1FE......

E 40438P AF 9 HPEFS 202 D - ABS...... 06/23/2020...... BOFA SECURITIES INC...... 6,499,140 ...... 6,500,000 ...... 0 2FE......

0 465685 AQ 8 ITC HOLDINGS CORP...... 05/11/2020...... MIZUHO SECURITIES USA INC...... 4,989,700 ...... 5,000,000 ...... 0 2FE...... 4 608190 AL 8 MOHAWK INDUSTRIES INC...... 05/07/2020...... JP MORGAN SECURITIES INC...... 4,994,150 ...... 5,000,000 ...... 0 2FE...... 62954H AD 0 NXP BV...... C...... 04/29/2020...... GOLDMAN SACHS & CO. INC...... 2,493,700 ...... 2,500,000 ...... 0 2FE...... 78396Y AA 1 SESAC 2019-1 A2 - ABS...... 06/03/2020...... GUGGENHEIM SECURITIES LLC...... 21,869,498 ...... 21,564,638 ...... 157,416 2FE...... 92940P AG 9 WRKCO INC...... 06/01/2020...... WELLS FARGO SECURITIES LLC...... 4,988,200 ...... 5,000,000 ...... 0 2FE...... 984851 AG 0 YARA INTERNATIONAL ASA...... C...... 06/15/2020...... BNP PARIBAS SECURITIES CORP...... 3,103,290 ...... 3,000,000 ...... 3,410 2FE...... 3899999. Total - Bonds - Industrial and Miscellaneous...... 113,278,279 ...... 112,452,342 ...... 214,013 ...... XXX...... 8399997. Total - Bonds - Part 3...... 117,321,567 ...... 116,472,342 ...... 215,848 ...... XXX...... 8399999. Total - Bonds...... 117,321,567 ...... 116,472,342 ...... 215,848 ...... XXX...... 9999999. Total - Bonds, Preferred and Common Stocks...... 117,321,567 XXX ...... 215,848 ...... XXX...... Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

F Current Bond o Year's Interest / NAIC r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated Designation ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual and Admini- g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity strative CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Symbol Bonds - U.S. Government 36202D F2 2 G2 002885 - RMBS...... 06/01/2020. Paydown...... 7 ...... 7 ...... 7 ...... 8 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 7 ...... 0 ...... (0) ...... (0) ...... 0 02/20/2030. 1...... 36202D GF 2 G2 002898 - RMBS...... 06/01/2020. Paydown...... 2 ...... 2 ...... 2 ...... 2 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 2 ...... 0 ...... 0 ...... 0 ...... 0 03/20/2030. 1...... 36202D GT 2 G2 002910 - RMBS...... 06/01/2020. Paydown...... 6 ...... 6 ...... 6 ...... 6 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 6 ...... 0 ...... 0 ...... 0 ...... 0 04/20/2030. 1...... 36202D J8 5 G2 002987 - RMBS...... 06/01/2020. Paydown...... 1,028 ...... 1,028 ...... 1,026 ...... 1,024 ...... 0 ...... 4 ...... 0 ...... 4 ...... 0 ...... 1,028 ...... 0 ...... 0 ...... 0 ...... 34 10/20/2030. 1...... 36203E WF 1 GN 347246 - RMBS...... 06/01/2020. Paydown...... 88 ...... 88 ...... 88 ...... 88 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 88 ...... 0 ...... 0 ...... 0 ...... 3 04/15/2027. 1...... 36204G QA 3 GN 369549 - RMBS...... 06/01/2020. Paydown...... 124 ...... 124 ...... 128 ...... 127 ...... 0 ...... (3) ...... 0 ...... (3) ...... 0 ...... 124 ...... 0 ...... (0) ...... (0) ...... 5 10/15/2024. 1...... 36205B 2V 3 GN 386088 - RMBS...... 06/01/2020. Paydown...... 7 ...... 7 ...... 7 ...... 7 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 7 ...... 0 ...... 0 ...... 0 ...... 0 12/15/2029. 1...... 36206F P2 2 GN 410041 - RMBS...... 06/01/2020. Paydown...... 2,575 ...... 2,575 ...... 2,651 ...... 2,640 ...... 0 ...... (66) ...... 0 ...... (66) ...... 0 ...... 2,575 ...... 0 ...... 0 ...... 0 ...... 97 06/15/2025. 1...... 36207F 6R 7 GN 431180 - RMBS...... 06/01/2020. Paydown...... 82 ...... 82 ...... 83 ...... 83 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 82 ...... 0 ...... 0 ...... 0 ...... 3 09/15/2026. 1...... 36207K ZL 7 GN 434647 - RMBS...... 06/01/2020. Paydown...... 10 ...... 10 ...... 10 ...... 10 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 10 ...... 0 ...... 0 ...... 0 ...... 0 12/15/2029. 1...... 36208H NC 6 GN 451387 - RMBS...... 06/01/2020. Paydown...... 51 ...... 51 ...... 52 ...... 52 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 51 ...... 0 ...... 0 ...... 0 ...... 2 08/15/2027. 1...... 36208S D3 3 GN 459222 - RMBS...... 06/01/2020. Paydown...... 86 ...... 86 ...... 86 ...... 86 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 86 ...... 0 ...... 0 ...... 0 ...... 3 09/15/2029. 1...... 36208S EF 5 GN 459234 - RMBS...... 06/01/2020. Paydown...... 37 ...... 37 ...... 37 ...... 37 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 37 ...... 0 ...... 0 ...... 0 ...... 1 11/15/2029. 1...... 36209F P6 0 GN 470345 - RMBS...... 06/01/2020. Paydown...... 348 ...... 348 ...... 350 ...... 349 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 348 ...... 0 ...... 0 ...... 0 ...... 11 05/15/2029. 1...... Q 36209R BX 0 GN 478954 - RMBS...... 06/01/2020. Paydown...... 26 ...... 26 ...... 26 ...... 26 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 26 ...... 0 ...... 0 ...... 0 ...... 1 12/15/2029. 1...... E 36209R LF 8 GN 479226 - RMBS...... 06/01/2020. Paydown...... 47 ...... 47 ...... 47 ...... 47 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 47 ...... 0 ...... 0 ...... 0 ...... 1 03/15/2030. 1...... 0

5 36209R XC 2 GN 479575 - RMBS...... 06/01/2020. Paydown...... 3 ...... 3 ...... 3 ...... 3 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 3 ...... 0 ...... 0 ...... 0 ...... 0 09/15/2030. 1...... 36209S F6 3 GN 479989 - RMBS...... 06/01/2020. Paydown...... 57 ...... 57 ...... 57 ...... 57 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 57 ...... 0 ...... 0 ...... 0 ...... 2 12/15/2029. 1...... 36210A 4X 2 GN 486938 - RMBS...... 06/01/2020. Paydown...... 37 ...... 37 ...... 38 ...... 38 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 37 ...... 0 ...... 0 ...... 0 ...... 1 02/15/2029. 1...... 36210B BH 7 GN 487040 - RMBS...... 06/01/2020. Paydown...... 5 ...... 5 ...... 5 ...... 5 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 5 ...... 0 ...... 0 ...... 0 ...... 0 03/15/2029. 1...... 36210B GK 5 GN 487202 - RMBS...... 06/01/2020. Paydown...... 373 ...... 373 ...... 374 ...... 374 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 373 ...... 0 ...... 0 ...... 0 ...... 12 05/15/2029. 1...... 36210L YG 2 GN 495811 - RMBS...... 06/01/2020. Paydown...... 6 ...... 6 ...... 6 ...... 6 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 6 ...... 0 ...... 0 ...... 0 ...... 0 01/15/2029. 1...... 36210R FE 5 GN 499765 - RMBS...... 06/01/2020. Paydown...... 101 ...... 101 ...... 101 ...... 101 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 101 ...... 0 ...... 0 ...... 0 ...... 3 11/15/2030. 1...... 36210R TD 2 GN 500148 - RMBS...... 06/01/2020. Paydown...... 63 ...... 63 ...... 63 ...... 63 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 63 ...... 0 ...... 0 ...... 0 ...... 2 10/15/2029. 1...... 36210S PM 4 GN 500928 - RMBS...... 06/01/2020. Paydown...... 9 ...... 9 ...... 9 ...... 9 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 9 ...... 0 ...... 0 ...... 0 ...... 0 05/15/2029. 1...... 36210U KF 9 GN 502594 - RMBS...... 06/01/2020. Paydown...... 175 ...... 175 ...... 175 ...... 175 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 175 ...... 0 ...... 0 ...... 0 ...... 5 09/15/2029. 1...... 36210X LP 0 GN 505334 - RMBS...... 06/01/2020. Paydown...... 37 ...... 37 ...... 37 ...... 38 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 37 ...... 0 ...... 0 ...... 0 ...... 1 01/15/2030. 1...... 36210X XT 9 GN 505690 - RMBS...... 06/01/2020. Paydown...... 270 ...... 270 ...... 271 ...... 272 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 270 ...... 0 ...... (0) ...... (0) ...... 8 05/15/2029. 1...... 36211A TS 5 GN 507361 - RMBS...... 06/01/2020. Paydown...... 102 ...... 102 ...... 103 ...... 102 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 102 ...... 0 ...... 0 ...... 0 ...... 3 09/15/2029. 1...... 36211B WL 4 GN 508351 - RMBS...... 06/01/2020. Paydown...... 80 ...... 80 ...... 80 ...... 80 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 80 ...... 0 ...... 0 ...... 0 ...... 3 06/15/2030. 1...... 36211D U8 1 GN 510107 - RMBS...... 06/01/2020. Paydown...... 101 ...... 101 ...... 101 ...... 101 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 101 ...... 0 ...... 0 ...... 0 ...... 3 07/15/2029. 1...... 36211E KT 4 GN 510706 - RMBS...... 06/01/2020. Paydown...... 87 ...... 87 ...... 86 ...... 86 ...... 0 ...... 1 ...... 0 ...... 1 ...... 0 ...... 87 ...... 0 ...... 0 ...... 0 ...... 3 11/15/2029. 1...... 36211E W9 5 GN 511072 - RMBS...... 06/01/2020. Paydown...... 71 ...... 71 ...... 72 ...... 72 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 71 ...... 0 ...... 0 ...... 0 ...... 2 10/15/2029. 1...... 36211H M7 3 GN 513482 - RMBS...... 06/01/2020. Paydown...... 15 ...... 15 ...... 15 ...... 15 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 15 ...... 0 ...... 0 ...... 0 ...... 0 11/15/2029. 1...... 36211H U7 4 GN 513706 - RMBS...... 06/01/2020. Paydown...... 55 ...... 55 ...... 55 ...... 55 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 55 ...... 0 ...... (0) ...... (0) ...... 2 07/15/2029. 1...... 36211H VR 9 GN 513724 - RMBS...... 06/01/2020. Paydown...... 48 ...... 48 ...... 48 ...... 48 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 48 ...... 0 ...... 0 ...... 0 ...... 2 07/15/2029. 1...... 36211N 4N 5 GN 518429 - RMBS...... 04/15/2020. Paydown...... 488 ...... 488 ...... 489 ...... 491 ...... 0 ...... (4) ...... 0 ...... (4) ...... 0 ...... 488 ...... 0 ...... 0 ...... 0 ...... 12 09/15/2029. 1...... 36211N LA 4 GN 517921 - RMBS...... 06/01/2020. Paydown...... 11 ...... 11 ...... 11 ...... 11 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 11 ...... 0 ...... 0 ...... 0 ...... 0 10/15/2029. 1...... 36211P Y9 8 GN 519236 - RMBS...... 06/01/2020. Paydown...... 2 ...... 2 ...... 2 ...... 2 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2 ...... 0 ...... 0 ...... 0 ...... 0 06/15/2030. 1...... 36211Q C8 2 GN 519495 - RMBS...... 06/01/2020. Paydown...... 17 ...... 17 ...... 17 ...... 17 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 17 ...... 0 ...... (0) ...... (0) ...... 1 10/15/2029. 1...... 36211S UQ 8 GN 521791 - RMBS...... 06/01/2020. Paydown...... 25 ...... 25 ...... 25 ...... 25 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 25 ...... 0 ...... 0 ...... 0 ...... 1 01/15/2030. 1...... Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

F Current Bond o Year's Interest / NAIC r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated Designation ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual and Admini- g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity strative CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Symbol 36211U F5 6 GN 523188 - RMBS...... 06/01/2020. Paydown...... 22 ...... 22 ...... 22 ...... 22 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 22 ...... 0 ...... 0 ...... 0 ...... 1 07/15/2030. 1...... 36212B JR 5 GN 528672 - RMBS...... 06/01/2020. Paydown...... 7 ...... 7 ...... 7 ...... 7 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 7 ...... 0 ...... 0 ...... 0 ...... 0 03/15/2030. 1...... 36212C G2 1 GN 529517 - RMBS...... 06/01/2020. Paydown...... 26 ...... 26 ...... 25 ...... 25 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 26 ...... 0 ...... 0 ...... 0 ...... 1 07/15/2030. 1...... 36212E S6 5 GN 531641 - RMBS...... 06/01/2020. Paydown...... 2 ...... 2 ...... 2 ...... 2 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2 ...... 0 ...... 0 ...... 0 ...... 0 05/15/2030. 1...... 36212F YQ 1 GN 532719 - RMBS...... 06/01/2020. Paydown...... 93 ...... 93 ...... 93 ...... 92 ...... 0 ...... 1 ...... 0 ...... 1 ...... 0 ...... 93 ...... 0 ...... 0 ...... 0 ...... 3 07/15/2030. 1...... 36212H CZ 1 GN 533888 - RMBS...... 06/01/2020. Paydown...... 12 ...... 12 ...... 12 ...... 12 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 12 ...... 0 ...... 0 ...... 0 ...... 0 06/15/2030. 1...... 36224S UE 0 GN 337281 - RMBS...... 06/01/2020. Paydown...... 23 ...... 23 ...... 23 ...... 23 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 23 ...... 0 ...... 0 ...... 0 ...... 1 12/15/2022. 1...... 36224V NL 5 GN 339795 - RMBS...... 06/01/2020. Paydown...... 458 ...... 458 ...... 467 ...... 463 ...... 0 ...... (5) ...... 0 ...... (5) ...... 0 ...... 458 ...... 0 ...... 0 ...... 0 ...... 14 05/15/2023. 1...... 36225B AH 1 GN 780908 - RMBS...... 06/01/2020. Paydown...... 73 ...... 73 ...... 74 ...... 74 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 73 ...... 0 ...... 0 ...... 0 ...... 2 11/15/2028. 1...... 912828 VA 5 UNITED STATES TREASURY...... 04/30/2020. Maturity @ 100.00...... 3,700,000 ...... 3,700,000 ...... 3,650,281 ...... 3,684,120 ...... 0 ...... 15,880 ...... 0 ...... 15,880 ...... 0 ...... 3,700,000 ...... 0 ...... 0 ...... 0 ...... 20,813 04/30/2020. 1...... 912828 VF 4 UNITED STATES TREASURY...... 05/31/2020. Maturity @ 100.00...... 320,000 ...... 320,000 ...... 316,588 ...... 318,691 ...... 0 ...... 1,309 ...... 0 ...... 1,309 ...... 0 ...... 320,000 ...... 0 ...... 0 ...... 0 ...... 2,200 05/31/2020. 1...... 0599999. Total - Bonds - U.S. Government...... 4,027,479 ...... 4,027,479 ...... 3,974,445 ...... 4,010,369 ...... 0 ...... 17,109 ...... 0 ...... 17,109 ...... 0 ...... 4,027,479 ...... 0 ...... 0 ...... 0 ...... 23,265 XXX XXX Bonds - U.S. Special Revenue and Special Assessment 26506* AA 2 DUNCAN HSG REV...... 06/30/2020. Paydown...... 55,091 ...... 55,091 ...... 52,507 ...... 55,001 ...... 0 ...... 90 ...... 0 ...... 90 ...... 0 ...... 55,091 ...... 0 ...... 0 ...... 0 ...... 1,707 03/01/2021. 1......

Q 3128MJ Z8 6 FH G08766 - RMBS...... 06/01/2020. Paydown...... 558,832 ...... 558,832 ...... 573,065 ...... 571,433 ...... 0 ...... (12,600) ...... 0 ...... (12,600) ...... 0 ...... 558,832 ...... 0 ...... 0 ...... 0 ...... 8,240 06/01/2047. 1......

E 3128PV BS 8 FH J15449 - RMBS...... 06/01/2020. Paydown...... 37,407 ...... 37,407 ...... 39,535 ...... 38,825 ...... 0 ...... (1,418) ...... 0 ...... (1,418) ...... 0 ...... 37,407 ...... 0 ...... 0 ...... 0 ...... 610 05/01/2026. 1......

0 312904 3T 0 FHR 1039 J - CMO/RMBS...... 06/01/2020. Paydown...... 2,709 ...... 2,709 ...... 2,695 ...... 2,644 ...... 0 ...... 65 ...... 0 ...... 65 ...... 0 ...... 2,709 ...... 0 ...... 0 ...... 0 ...... 78 02/15/2021. 1...... 5 31292G G4 2 FH C00219 - RMBS...... 06/01/2020. Paydown...... 103 ...... 103 ...... 102 ...... 103 ...... 0 ...... 1 ...... 0 ...... 1 ...... 0 ...... 103 ...... 0 ...... 0 ...... 0 ...... 3 03/01/2023. 1...... 1 31295W A7 3 FH A00930 - RMBS...... 05/01/2020. Paydown...... 13 ...... 13 ...... 14 ...... 13 ...... 0 ...... 2 ...... 0 ...... 2 ...... 0 ...... 13 ...... 0 ...... (0) ...... (0) ...... (60) 05/01/2020. 1...... 3132GD YY 2 FH Q00727 - RMBS...... 06/01/2020. Paydown...... 74,752 ...... 74,752 ...... 77,748 ...... 77,868 ...... 0 ...... (3,115) ...... 0 ...... (3,115) ...... 0 ...... 74,752 ...... 0 ...... 0 ...... 0 ...... 1,629 05/01/2041. 1...... 3132WJ UU 3 FH Q45094 - RMBS...... 06/01/2020. Paydown...... 123,455 ...... 123,455 ...... 122,779 ...... 122,846 ...... 0 ...... 609 ...... 0 ...... 609 ...... 0 ...... 123,455 ...... 0 ...... 0 ...... 0 ...... 1,533 12/01/2046. 1...... 3132XS EH 9 FH Q50135 - RMBS...... 06/01/2020. Paydown...... 393,377 ...... 393,377 ...... 404,748 ...... 403,391 ...... 0 ...... (10,014) ...... 0 ...... (10,014) ...... 0 ...... 393,377 ...... 0 ...... 0 ...... 0 ...... 5,792 08/01/2047. 1...... 3133TD BK 1 FHR 2035 PC - CMO/RMBS...... 06/01/2020. Paydown...... 16,860 ...... 16,860 ...... 16,971 ...... 16,917 ...... 0 ...... (57) ...... 0 ...... (57) ...... 0 ...... 16,860 ...... 0 ...... 0 ...... 0 ...... 523 03/15/2028. 1...... 313401 W5 6 FH 360108 - RMBS...... 06/01/2020. Various...... 16 ...... 16 ...... 17 ...... 16 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 16 ...... 0 ...... (0) ...... (0) ...... (5) 06/01/2020. 1...... 31354G 3Z 2 FH 549816 - RMBS...... 05/01/2020. Paydown...... 1 ...... 0 ...... 1 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... (0) 10/01/2020. 1...... 31359N H5 3 FNR 9713 PG - CMO/RMBS...... 06/01/2020. Paydown...... 54,218 ...... 54,218 ...... 54,792 ...... 54,513 ...... 0 ...... (295) ...... 0 ...... (295) ...... 0 ...... 54,218 ...... 0 ...... 0 ...... 0 ...... 1,827 04/18/2027. 1...... 31371J JU 9 FN 253275 - RMBS...... 06/01/2020. Paydown...... 8,382 ...... 8,382 ...... 8,509 ...... 8,547 ...... 0 ...... (165) ...... 0 ...... (165) ...... 0 ...... 8,382 ...... 0 ...... 0 ...... 0 ...... 241 03/01/2030. 1...... 31371W ZE 8 FN 264541 - RMBS...... 06/01/2020. Paydown...... 384 ...... 384 ...... 364 ...... 376 ...... 0 ...... 8 ...... 0 ...... 8 ...... 0 ...... 384 ...... 0 ...... 0 ...... 0 ...... 12 01/01/2024. 1...... 31372B VP 2 FN 268022 - RMBS...... 06/01/2020. Paydown...... 726 ...... 726 ...... 720 ...... 722 ...... 0 ...... 4 ...... 0 ...... 4 ...... 0 ...... 726 ...... 0 ...... 0 ...... 0 ...... 21 03/01/2024. 1...... 3137A3 AF 6 FHR 3754 MB - CMO/RMBS...... 06/01/2020. Paydown...... 700,934 ...... 700,934 ...... 673,335 ...... 694,351 ...... 0 ...... 6,583 ...... 0 ...... 6,583 ...... 0 ...... 700,934 ...... 0 ...... 0 ...... 0 ...... 12,118 01/15/2039. 1...... 31386M RG 7 FN 567587 - RMBS...... 06/01/2020. Paydown...... 116 ...... 116 ...... 120 ...... 121 ...... 0 ...... (5) ...... 0 ...... (5) ...... 0 ...... 116 ...... 0 ...... 0 ...... 0 ...... 3 02/01/2031. 1...... 31388Q CU 1 FN 611283 - RMBS...... 06/01/2020. Paydown...... 42 ...... 42 ...... 43 ...... 43 ...... 0 ...... (2) ...... 0 ...... (2) ...... 0 ...... 42 ...... 0 ...... 0 ...... 0 ...... 1 11/01/2031. 1...... 3138E2 NC 5 FN AJ9386 - RMBS...... 06/01/2020. Paydown...... 46,136 ...... 46,136 ...... 48,054 ...... 47,391 ...... 0 ...... (1,254) ...... 0 ...... (1,254) ...... 0 ...... 46,136 ...... 0 ...... 0 ...... 0 ...... 568 12/01/2026. 1...... 3138E8 DT 6 FN AK3713 - RMBS...... 06/01/2020. Paydown...... 495,334 ...... 495,334 ...... 514,451 ...... 505,551 ...... 0 ...... (10,216) ...... 0 ...... (10,216) ...... 0 ...... 495,334 ...... 0 ...... 0 ...... 0 ...... 6,266 03/01/2027. 1...... 3138EE QV 4 FN AK9467 - RMBS...... 06/01/2020. Paydown...... 28,032 ...... 28,032 ...... 29,241 ...... 28,782 ...... 0 ...... (750) ...... 0 ...... (750) ...... 0 ...... 28,032 ...... 0 ...... 0 ...... 0 ...... 347 03/01/2027. 1...... 3138WJ FK 9 FN AS8269 - RMBS...... 06/01/2020. Paydown...... 268,902 ...... 268,902 ...... 270,309 ...... 270,088 ...... 0 ...... (1,186) ...... 0 ...... (1,186) ...... 0 ...... 268,902 ...... 0 ...... 0 ...... 0 ...... 3,418 11/01/2046. 1...... 3138WJ MK 1 FN AS8461 - RMBS...... 06/01/2020. Paydown...... 171,531 ...... 171,531 ...... 177,802 ...... 177,048 ...... 0 ...... (5,517) ...... 0 ...... (5,517) ...... 0 ...... 171,531 ...... 0 ...... 0 ...... 0 ...... 2,571 12/01/2046. 1...... 31392W 7B 0 FSPC T-051 1A - CMO/RMBS...... 04/01/2020. Paydown...... 157 ...... 157 ...... 165 ...... 163 ...... 0 ...... (6) ...... 0 ...... (6) ...... 0 ...... 157 ...... 0 ...... 0 ...... 0 ...... 4 09/25/2043. 1...... 31402D F7 0 FN 725690 - RMBS...... 06/01/2020. Paydown...... 56,740 ...... 56,740 ...... 58,624 ...... 58,016 ...... 0 ...... (1,276) ...... 0 ...... (1,276) ...... 0 ...... 56,740 ...... 0 ...... 0 ...... 0 ...... 1,402 08/01/2034. 1...... 31405G CX 6 FN 788586 - RMBS...... 06/01/2020. Paydown...... 94 ...... 94 ...... 96 ...... 97 ...... 0 ...... (3) ...... 0 ...... (3) ...... 0 ...... 94 ...... 0 ...... 0 ...... 0 ...... 3 07/01/2034. 1...... 31405N GM 1 FN 794104 - RMBS...... 06/01/2020. Paydown...... 14 ...... 14 ...... 14 ...... 14 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 14 ...... 0 ...... 0 ...... 0 ...... 0 09/01/2034. 1...... 31406B LA 6 FN 805021 - RMBS...... 06/01/2020. Paydown...... 264 ...... 264 ...... 268 ...... 268 ...... 0 ...... (3) ...... 0 ...... (3) ...... 0 ...... 264 ...... 0 ...... 0 ...... 0 ...... 7 01/01/2035. 1...... Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

F Current Bond o Year's Interest / NAIC r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated Designation ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual and Admini- g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity strative CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Symbol 31406E XM 1 FN 808084 - RMBS...... 06/01/2020. Paydown...... 82 ...... 82 ...... 84 ...... 84 ...... 0 ...... (2) ...... 0 ...... (2) ...... 0 ...... 82 ...... 0 ...... 0 ...... 0 ...... 2 02/01/2035. 1...... 31408D W5 9 FN 848568 - RMBS...... 06/01/2020. Paydown...... 524 ...... 524 ...... 532 ...... 531 ...... 0 ...... (8) ...... 0 ...... (8) ...... 0 ...... 524 ...... 0 ...... (0) ...... (0) ...... 14 12/01/2035. 1...... 31408F WV 7 FN 850360 - RMBS...... 06/01/2020. Paydown...... 314 ...... 314 ...... 319 ...... 315 ...... 0 ...... (1) ...... 0 ...... (1) ...... 0 ...... 314 ...... 0 ...... 0 ...... 0 ...... 9 12/01/2035. 1...... 31409E FP 1 FN 868774 - RMBS...... 06/01/2020. Paydown...... 7 ...... 7 ...... 7 ...... 7 ...... 0 ...... (0) ...... 0 ...... (0) ...... 0 ...... 7 ...... 0 ...... 0 ...... 0 ...... 0 04/01/2036. 1...... 3140GU MA 2 FN BH5752 - RMBS...... 06/01/2020. Paydown...... 825,521 ...... 825,521 ...... 848,223 ...... 845,080 ...... 0 ...... (19,559) ...... 0 ...... (19,559) ...... 0 ...... 825,521 ...... 0 ...... 0 ...... 0 ...... 12,223 11/01/2047. 1...... 3140GY GZ 6 FN BH9215 - RMBS...... 06/01/2020. Paydown...... 282,685 ...... 282,685 ...... 288,118 ...... 287,407 ...... 0 ...... (4,722) ...... 0 ...... (4,722) ...... 0 ...... 282,685 ...... 0 ...... 0 ...... 0 ...... 4,189 01/01/2048. 1...... 3140H3 XW 1 FN BJ2492 - RMBS...... 06/01/2020. Paydown...... 904,092 ...... 904,092 ...... 925,141 ...... 921,945 ...... 0 ...... (17,853) ...... 0 ...... (17,853) ...... 0 ...... 904,092 ...... 0 ...... 0 ...... 0 ...... 13,267 12/01/2047. 1...... 31416Y 6Q 6 FN AB3578 - RMBS...... 06/01/2020. Paydown...... 68,045 ...... 68,045 ...... 71,554 ...... 71,981 ...... 0 ...... (3,936) ...... 0 ...... (3,936) ...... 0 ...... 68,045 ...... 0 ...... 0 ...... 0 ...... 1,191 09/01/2041. 1...... 31418C AF 1 FN MA2705 - RMBS...... 06/01/2020. Paydown...... 401,128 ...... 401,128 ...... 416,171 ...... 414,512 ...... 0 ...... (13,383) ...... 0 ...... (13,383) ...... 0 ...... 401,128 ...... 0 ...... 0 ...... 0 ...... 5,112 08/01/2046. 1...... 31418C JD 7 FN MA2959 - RMBS...... 06/01/2020. Paydown...... 771,190 ...... 771,190 ...... 792,157 ...... 789,948 ...... 0 ...... (18,758) ...... 0 ...... (18,758) ...... 0 ...... 771,190 ...... 0 ...... 0 ...... 0 ...... 11,506 04/01/2047. 1...... 31418C MF 8 FN MA3057 - RMBS...... 06/01/2020. Paydown...... 613,257 ...... 613,257 ...... 635,200 ...... 632,370 ...... 0 ...... (19,113) ...... 0 ...... (19,113) ...... 0 ...... 613,257 ...... 0 ...... 0 ...... 0 ...... 9,173 07/01/2047. 1...... 31418C RC 0 FN MA3182 - RMBS...... 06/01/2020. Paydown...... 475,632 ...... 475,632 ...... 489,009 ...... 487,525 ...... 0 ...... (11,893) ...... 0 ...... (11,893) ...... 0 ...... 475,632 ...... 0 ...... 0 ...... 0 ...... 7,054 11/01/2047. 1...... 31418C U8 5 FN MA3306 - RMBS...... 06/01/2020. Paydown...... 475,403 ...... 475,403 ...... 487,659 ...... 485,074 ...... 0 ...... (9,671) ...... 0 ...... (9,671) ...... 0 ...... 475,403 ...... 0 ...... 0 ...... 0 ...... 7,962 03/01/2048. 1...... 31418C V3 5 FN MA3333 - RMBS...... 06/01/2020. Paydown...... 1,818,171 ...... 1,818,171 ...... 1,864,722 ...... 1,855,834 ...... 0 ...... (37,663) ...... 0 ...... (37,663) ...... 0 ...... 1,818,171 ...... 0 ...... 0 ...... 0 ...... 30,617 04/01/2048. 1......

Q 31418D FQ 0 FN MA3774 - RMBS...... 06/01/2020. Paydown...... 3,397,078 ...... 3,397,078 ...... 3,454,669 ...... 3,453,219 ...... 0 ...... (56,141) ...... 0 ...... (56,141) ...... 0 ...... 3,397,078 ...... 0 ...... 0 ...... 0 ...... 42,304 09/01/2049. 1......

E SAN FRANCISCO CALIF CITY & CNTY

0 79766D QU 6 ARPTS CO .. 04/28/2020. Call @ 100.00...... 5,000 ...... 5,000 ...... 4,906 ...... 4,955 ...... 0 ...... 45 ...... 0 ...... 45 ...... 0 ...... 5,000 ...... 0 ...... 0 ...... 0 ...... 125 05/01/2040. 1FE...... 5 3199999. Total - Bonds - U.S. Special Revenue and Special Assessments...... 13,132,754 .....13,132,754 .....13,405,562 ...... 13,385,936 ...... 0 ...... (253,180) ...... 0 ...... (253,180) ...... 0 ...... 13,132,754 ...... 0 ...... 0 ...... 0 .....193,608 XXX XXX . 2 Bonds - Industrial and Miscellaneous CORPORATE 00507U AS 0 ALLERGAN FUNDING SCS...... C 05/14/2020. REORGANIZATIONS ...... 5,399,390 ...... 5,000,000 ...... 4,880,600 ...... 4,930,379 ...... 0 ...... 4,435 ...... 0 ...... 4,435 ...... 0 ...... 4,934,814 ...... 0 .....464,576 ...... 464,576 .....126,139 03/15/2025. 2FE...... SEAPORT GROUP SECURITIES, 00774M AB 1 AERCAP IRELAND CAPITAL DAC...... C 06/12/2020. LLC ...... 2,739,000 ...... 3,000,000 ...... 2,611,200 ...... 2,648,944 ...... 0 ...... 17,415 ...... 0 ...... 17,415 ...... 0 ...... 2,666,359 ...... 0 ...... 72,641 ...... 72,641 ...... 98,854 07/21/2027. 2FE...... 03938L BA 1 ARCELORMITTAL SA...... C 04/16/2020. GOLDMAN SACHS & CO. INC...... 3,175,870 ...... 3,290,000 ...... 3,280,624 ...... 3,281,561 ...... 0 ...... 357 ...... 0 ...... 357 ...... 0 ...... 3,281,918 ...... 0 ....(106,048) ...... (106,048) ...... 91,064 03/11/2026. 2FE...... 09774X AT 9 BCM 1999-A A2 - ABS...... 06/01/2020. Paydown...... 80,918 ...... 80,918 ...... 54,683 ...... 79,889 ...... 0 ...... 181 ...... 0 ...... 181 ...... 0 ...... 80,918 ...... 0 ...... (0) ...... (0) ...... 1,949 03/15/2029. 5GI...... 11134L AH 2 BROADCOM CORP...... 04/21/2020. BOFA SECURITIES INC...... 10,262,900 .....10,000,000 ...... 9,955,800 ...... 9,967,348 ...... 0 ...... 1,262 ...... 0 ...... 1,262 ...... 0 ...... 9,968,610 ...... 0 .....294,290 ...... 294,290 .....299,236 01/15/2027. 2FE...... 126650 AW 0 CVSPAS NOTES CTF - CMBS...... 06/10/2020. Paydown...... 60,461 ...... 60,461 ...... 66,650 ...... 63,829 ...... 0 ...... (3,368) ...... 0 ...... (3,368) ...... 0 ...... 60,461 ...... 0 ...... (0) ...... (0) ...... 1,335 01/11/2027. 2FE...... 144539 AE 3 CARR 2006-NC5 A5 - RMBS...... 06/25/2020. Paydown...... 103,602 ...... 103,602 ...... 46,865 ...... 77,057 ...... 0 ...... 26,546 ...... 0 ...... 26,546 ...... 0 ...... 103,602 ...... 0 ...... (0) ...... (0) ...... 598 03/25/2036. 1FM...... 15135U AM 1 CENOVUS ENERGY INC...... C 06/04/2020. GOLDMAN SACHS & CO. INC...... 2,350,000 ...... 2,500,000 ...... 2,472,950 ...... 2,478,577 ...... 0 ...... 1,087 ...... 0 ...... 1,087 ...... 0 ...... 2,479,671 ...... 0 ....(129,671) ...... (129,671) ...... 68,767 04/15/2027. 3FE...... 22540A BB 3 INDMH 1997-1 A2 - ABS...... 06/01/2020. Paydown...... 2,404 ...... 2,404 ...... 1,057 ...... 2,393 ...... 0 ...... 11 ...... 0 ...... 11 ...... 0 ...... 2,404 ...... 0 ...... (0) ...... (0) ...... 64 02/25/2028. 1FE...... 254709 AM 0 DISCOVER FINANCIAL SERVICES...... 05/18/2020. WELLS FARGO SECURITIES LLC ...... 993,910 ...... 1,000,000 ...... 999,110 ...... 999,332 ...... 0 ...... 31 ...... 0 ...... 31 ...... 0 ...... 999,363 ...... 0 ...... (5,453) ...... (5,453) ...... 32,003 02/09/2027. 2FE...... 255388 AB 6 DIV 191 B - ABS...... 06/22/2020. Paydown...... 84,501 ...... 84,501 ...... 84,484 ...... 84,485 ...... 0 ...... 16 ...... 0 ...... 16 ...... 0 ...... 84,501 ...... 0 ...... (0) ...... (0) ...... 1,482 08/22/2039. 2FE...... 26208L AD 0 HONK 191 A2 - ABS...... 04/20/2020. Paydown...... 37,500 ...... 37,500 ...... 37,500 ...... 37,500 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 37,500 ...... 0 ...... 0 ...... 0 ...... 870 04/20/2049. 2FE...... BONY/TORONTO DOMINION 26884L AB 5 EQT CORP...... 04/13/2020. SECURITI ...... 2,227,120 ...... 2,296,000 ...... 2,274,992 ...... 2,291,296 ...... 0 ...... 697 ...... 0 ...... 697 ...... 0 ...... 2,291,993 ...... 0 ...... (64,873) ...... (64,873) ...... 46,638 11/15/2021. 3FE...... 26884U AD 1 EPR PROPERTIES...... 06/22/2020. Various...... 4,235,800 ...... 4,984,000 ...... 5,079,509 ...... 5,060,639 ...... 0 ...... (3,169) ...... 0 ...... (3,169) ...... 0 ...... 5,057,470 ...... 0 ....(821,670) ...... (821,670) ...... 96,866 06/01/2027. 2FE...... SEAPORT GROUP SECURITIES, 31572U AG 1 FIBRIA OVERSEAS FINANCE LTD...... C 04/16/2020. LLC ...... 4,750,000 ...... 5,000,000 ...... 4,923,700 ...... 4,944,381 ...... 0 ...... 2,998 ...... 0 ...... 2,998 ...... 0 ...... 4,947,379 ...... 0 ....(197,379) ...... (197,379) .....152,833 01/14/2025. 2FE...... 34513F AA 3 FORA 191 A - ABS...... 06/15/2020. Paydown...... 2,639,457 ...... 2,639,457 ...... 2,643,304 ...... 2,155,172 ...... 0 ...... 522 ...... 0 ...... 522 ...... 0 ...... 2,639,457 ...... 0 ...... (0) ...... (0) ...... 47,554 10/15/2024. 1FE...... 361841 AK 5 GLP CAPITAL LP...... 04/21/2020. WELLS FARGO SECURITIES LLC ...... 4,900,000 ...... 5,000,000 ...... 5,056,400 ...... 5,051,213 ...... 0 ...... (1,531) ...... 0 ...... (1,531) ...... 0 ...... 5,049,682 ...... 0 ....(149,682) ...... (149,682) .....113,403 06/01/2028. 2FE...... 362341 T9 0 GSR 2005-9F 6A1 - CMO/RMBS...... 06/01/2020. Paydown...... 0 ...... 10,800 ...... 6,285 ...... 7,435 ...... 0 ...... 3,365 ...... 0 ...... 3,365 ...... 0 ...... 10,800 ...... 0 ...... (10,800) ...... (10,800) ...... 315 01/25/2036. 1FM...... CORPORATE 369622 SM 8 GENERAL ELECTRIC CAPITAL CORP...... 05/19/2020. REORGANIZATIONS ...... 4,135,000 ...... 4,000,000 ...... 3,985,880 ...... 3,998,151 ...... 0 ...... 623 ...... 0 ...... 623 ...... 0 ...... 3,998,773 ...... 0 .....136,227 ...... 136,227 .....163,711 02/11/2021. 2FE...... Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

F Current Bond o Year's Interest / NAIC r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated Designation ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual and Admini- g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity strative CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Symbol 37045V AH 3 GENERAL MOTORS CO...... 06/02/2020. GOLDMAN SACHS & CO. INC...... 5,010,550 ...... 5,000,000 ...... 5,098,900 ...... 5,097,460 ...... 0 ...... (1,860) ...... 0 ...... (1,860) ...... 0 ...... 5,095,599 ...... 0 ...... (85,049) ...... (85,049) .....168,750 04/01/2035. 2FE...... 44106M AW 2 SERVICE PROPERTIES TRUST...... 06/03/2020. WELLS FARGO SECURITIES LLC ...... 2,677,500 ...... 3,000,000 ...... 2,968,620 ...... 2,976,409 ...... 0 ...... 1,191 ...... 0 ...... 1,191 ...... 0 ...... 2,977,600 ...... 0 ....(300,100) ...... (300,100) .....119,625 02/15/2027. 3FE...... 44107T AY 2 HOST HOTELS & RESORTS LP...... 06/09/2020. WELLS FARGO SECURITIES LLC ...... 2,355,600 ...... 2,500,000 ...... 2,480,450 ...... 2,480,790 ...... 0 ...... 721 ...... 0 ...... 721 ...... 0 ...... 2,481,512 ...... 0 ....(125,912) ...... (125,912) ...... 41,250 12/15/2029. 2FE...... RAYMOND JAMES & 448579 AG 7 HYATT HOTELS CORP...... 04/29/2020. ASSOCIATES INC...... 1,410,000 ...... 1,500,000 ...... 1,528,560 ...... 1,526,907 ...... 0 ...... (885) ...... 0 ...... (885) ...... 0 ...... 1,526,022 ...... 0 ....(116,022) ...... (116,022) ...... 41,198 09/15/2028. 2FE...... SEAPORT GROUP SECURITIES, 59151K AG 3 METHANEX CORP...... C 04/23/2020. LLC ...... 1,649,588 ...... 1,705,000 ...... 1,775,877 ...... 1,725,448 ...... 0 ...... (2,895) ...... 0 ...... (2,895) ...... 0 ...... 1,722,554 ...... 0 ...... (72,966) ...... (72,966) ...... 58,680 03/01/2022. 3FE...... 61946L AA 0 MSAIC 182GS A - ABS...... 06/20/2020. Paydown...... 151,395 ...... 151,395 ...... 150,703 ...... 150,707 ...... 0 ...... 688 ...... 0 ...... 688 ...... 0 ...... 151,395 ...... 0 ...... 0 ...... 0 ...... 2,656 02/22/2044. 1FE...... 78396Y AA 1 SESAC 2019-1 A2 - ABS...... 04/25/2020. Paydown...... 21,250 ...... 21,250 ...... 21,078 ...... 8,750 ...... 0 ...... 172 ...... 0 ...... 172 ...... 0 ...... 21,250 ...... 0 ...... 0 ...... 0 ...... 391 07/25/2049. 2FE...... 84861T AC 2 SPIRIT REALTY LP...... 06/09/2020. WELLS FARGO SECURITIES LLC ...... 2,011,300 ...... 2,000,000 ...... 1,987,560 ...... 1,991,258 ...... 0 ...... 500 ...... 0 ...... 500 ...... 0 ...... 1,991,758 ...... 0 ...... 19,542 ...... 19,542 ...... 65,761 09/15/2026. 2FE...... 86787G AE 2 SUNTRUST BANKS, INC...... 04/01/2020. Maturity @ 100.00...... 950,000 ...... 950,000 ...... 998,479 ...... 951,839 ...... 0 ...... (1,839) ...... 0 ...... (1,839) ...... 0 ...... 950,000 ...... 0 ...... 0 ...... 0 ...... 25,650 04/01/2020. 1FE...... 87165B AM 5 SYNCHRONY FINANCIAL...... 04/22/2020. WELLS FARGO SECURITIES LLC ...... 2,306,000 ...... 2,500,000 ...... 2,414,275 ...... 2,427,932 ...... 0 ...... 2,394 ...... 0 ...... 2,394 ...... 0 ...... 2,430,327 ...... 0 ....(124,327) ...... (124,327) ...... 39,226 12/01/2027. 2FE...... 87342R AE 4 BELL 181 A22 - ABS...... 05/25/2020. Paydown...... 12,500 ...... 12,500 ...... 12,500 ...... 12,500 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 12,500 ...... 0 ...... 0 ...... 0 ...... 309 11/25/2048. 2FE...... 95058X AE 8 WEN 2018-1 A22 - ABS...... 06/15/2020. Paydown...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 10,000 ...... 0 ...... 0 ...... 0 ...... 194 03/16/2048. 2FE...... 958254 AF 1 WESTERN GAS PARTNERS LP...... 04/09/2020. BARCLAYS CAPITAL...... 6,335,000 ...... 7,000,000 ...... 6,985,720 ...... 6,989,889 ...... 0 ...... 385 ...... 0 ...... 385 ...... 0 ...... 6,990,274 ...... 0 ....(655,274) ...... (655,274) .....255,879 07/01/2026. 3FE...... Q 958254 AH 7 WESTERN GAS PARTNERS LP...... 05/05/2020. JEFFERIES LLC...... 2,278,125 ...... 2,500,000 ...... 2,485,875 ...... 2,488,009 ...... 0 ...... 425 ...... 0 ...... 425 ...... 0 ...... 2,488,433 ...... 0 ....(210,308) ...... (210,308) ...... 76,875 03/01/2028. 3FE...... E

0 958667 AC 1 WESTERN MIDSTREAM OPERATING LP .. 05/05/2020. BOFA SECURITIES INC...... 2,769,000 ...... 3,000,000 ...... 2,997,000 ...... 0 ...... 0 ...... 123 ...... 0 ...... 123 ...... 0 ...... 2,997,123 ...... 0 ....(228,123) ...... (228,123) ...... 38,475 02/01/2030. 3FE...... 5 960413 AF 9 WESTLAKE CHEMICAL CORP...... 04/27/2020. MORGAN STANLEY & CO. LLC...... 5,159,691 ...... 5,200,000 ...... 4,647,510 ...... 5,107,803 ...... 0 ...... 11,320 ...... 0 ...... 11,320 ...... 0 ...... 5,119,123 ...... 0 ...... 40,568 ...... 40,568 .....147,580 07/15/2022. 2FE...... 3 3899999. Total - Bonds - Industrial and Miscellaneous...... 83,285,331 .....86,139,788 .....85,024,698 ...... 82,105,281 ...... 0 ...... 61,919 ...... 0 ...... 61,919 ...... 0 ...... 85,661,146 ...... 0 .(2,375,815) ...(2,375,815) ..2,426,183 XXX XXX 8399997. Total - Bonds - Part 4...... 100,445,564 ....103,300,021 ....102,404,705 ...... 99,501,586 ...... 0 ...... (174,151) ...... 0 ...... (174,151) ...... 0 ...... 102,821,379 ...... 0 .(2,375,815) ...(2,375,815) ..2,643,056 XXX XXX 8399999. Total - Bonds...... 100,445,564 ....103,300,021 ....102,404,705 ...... 99,501,586 ...... 0 ...... (174,151) ...... 0 ...... (174,151) ...... 0 ...... 102,821,379 ...... 0 .(2,375,815) ...(2,375,815) ..2,643,056 XXX XXX 9999999. Total - Bonds, Preferred and Common Stocks...... 100,445,564 XXX ....102,404,705 ...... 99,501,586 ...... 0 ...... (174,151) ...... 0 ...... (174,151) ...... 0 ...... 102,821,379 ...... 0 .(2,375,815) ...(2,375,815) ..2,643,056 XXX XXX Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY

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

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

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

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

Sch. DB - Pt. E NONE

Sch. DL - Pt. 1 NONE

Sch. DL - Pt. 2 NONE

QE06, QE07, QE08, QE09, QE10, QE11, QE12 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE E - PART 1 - CASH Month End Depository Balances 1 2 3 4 5 Book Balance at End of Each 9 Month During Current Quarter 6 7 8 Amount of Interest Amount of Interest Accrued at Rate of Received During Current Statement Depository Code Interest Current Quarter Date First Month Second Month Third Month * Open Depositories CIBC Mellon Trust Company...... Toronto, Ontario...... 0.000 ...... 0 ...... 0 ...... 1,092,105 ...... 1,834,579 ...... 1,862,147 XXX JPMorgan Chase Bank...... New York, NY...... 0.000 ...... 0 ...... 0 ...... 798,953 ...... 815,925 ...... 2,333,264 XXX 0199998. Deposits in.....5 depositories that do not exceed the allowable limit in any one depository (see Instructions) - Open Depositories...... XXX XXX ...... 0 ...... 0 ...... (49,621) ...... 48,584 ...... 69,524 XXX 0199999. Total Open Depositories...... XXX XXX ...... 0 ...... 0 ...... 1,841,437 ...... 2,699,088 ...... 4,264,936 XXX 0399999. Total Cash on Deposit...... XXX XXX ...... 0 ...... 0 ...... 1,841,437 ...... 2,699,088 ...... 4,264,936 XXX 0599999. Total Cash...... XXX XXX ...... 0 ...... 0 ...... 1,841,437 ...... 2,699,088 ...... 4,264,936 XXX

QE13 Statement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY SCHEDULE E - PART 2 - CASH EQUIVALENTS Show Investments Owned End of Current Quarter 1 2 3 4 5 6 7 8 9 Amount of Interest Due & CUSIP Description Code Date Acquired Rate of Interest Maturity Date Book/Adjusted Carrying Value Accrued Amount Received During Year U.S. Government Bonds - Issuer Obligations UNITED STATES TREASURY...... 06/19/2020...... 0.000 07/07/2020...... 14,999,761 ...... 0 ...... 479 UNITED STATES TREASURY...... 06/30/2020...... 0.000 07/14/2020...... 10,999,762 ...... 0 ...... 18 UNITED STATES TREASURY...... 06/26/2020...... 0.000 07/02/2020...... 3,999,988 ...... 0 ...... 58 UNITED STATES TREASURY...... 06/30/2020...... 0.000 07/09/2020...... 10,499,797 ...... 0 ...... 30 0199999. U.S. Government Bonds - Issuer Obligations...... 40,499,308 ...... 0 ...... 585 0599999. Total - U.S. Government Bonds...... 40,499,308 ...... 0 ...... 585 All Other Government Bonds - Issuer Obligations CANADA (GOVERNMENT)...... 05/28/2020...... 0.000 07/30/2020...... 8,101,900 ...... 0 ...... 731 0699999. All Other Government Bonds - Issuer Obligations...... 8,101,900 ...... 0 ...... 731 1099999. Total - All Other Government Bonds...... 8,101,900 ...... 0 ...... 731 Total Bonds 7699999. Subtotals - Issuer Obligations...... 48,601,208 ...... 0 ...... 1,317 8399999. Subtotals - Bonds...... 48,601,208 ...... 0 ...... 1,317 Exempt Money Market Mutual Funds as Identified by the SVO 31846V 419FIRST AMER:TRS OBG V...... SD...... 04/02/2020...... 0.010 ...... 8 ...... 0 ...... 0 94975H 296WELLSFARGO:TRS+ MM I...... SD...... 04/02/2020...... 0.060 ...... 1 ...... 0 ...... 0 8599999. Total - Exempt Money Market Mutual Funds as Identified by the SVO...... 9 ...... 0 ...... 0 All Other Money Market Mutual Funds

Q 711991 000TD BANK DEPOSIT SWEEP...... SD...... 06/01/2020...... 0.000 ...... 694 ...... 0 ...... 2

E 8699999. Total - All Other Money Market Mutual Funds...... 694 ...... 0 ...... 2 1 8899999. Total - Cash Equivalents ...... 48,601,911 ...... 0 ...... 1,319 4 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY *35289202045500102*

Designate the type of health care SUPPLEMENT "A" TO SCHEDULE T providers reported on this page. EXHIBIT OF MEDICAL PROFESSIONAL LIABILITY PREMIUMS WRITTEN ALLOCATED BY STATES AND TERRITORIES Physicians - Including Surgeons and Osteopaths 1 2 Direct Losses Paid 5 Direct Losses Unpaid 8 3 4 6 7 Direct Losses Incurred Direct Direct Number Direct Number But Premiums Premiums of Losses Amount of Not States, Etc. Written Earned Amount Claims Incurred Reported Claims Reported 1. Alabama...... AL ...... 5,572 ...... 6,879 ...... 0 ...... 0 ...... 1,030 ...... 0 ...... 0 ...... 2,604 2. Alaska...... AK ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 3. Arizona...... AZ ...... 199 ...... 28,888 ...... 0 ...... 0 ...... 4,601 ...... 0 ...... 0 ...... 10,930 4. Arkansas...... AR ...... 1,285 ...... 715 ...... 0 ...... 0 ...... 88 ...... 0 ...... 0 ...... 272 5. California...... CA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 6. Colorado...... CO ...... 18,909 ...... 8,141 ...... 0 ...... 0 ...... 2,168 ...... 0 ...... 0 ...... 2,437 7. Connecticut...... CT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 8. Delaware...... DE ...... 0 ...... 8,152 ...... 0 ...... 0 ...... (4,320) ...... 0 ...... 0 ...... 1,720 9. District of Columbia...... DC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 10. Florida...... FL ...... 15,949 ...... 49,764 ...... 0 ...... 0 ...... 7,508 ...... 0 ...... 0 ...... 19,200 11. Georgia...... GA ...... 102,053 ...... 31,998 ...... 0 ...... 0 ...... 8,401 ...... 0 ...... 0 ...... 9,355 12. Hawaii...... HI ...... 1,457 ...... 526 ...... 0 ...... 0 ...... 113 ...... 0 ...... 0 ...... 170 13. Idaho...... ID ...... 846 ...... 2,962 ...... 0 ...... 0 ...... (1,992) ...... 0 ...... 0 ...... 1,309 14. Illinois...... IL ...... 2,480 ...... 1,459 ...... 0 ...... 0 ...... 29,423 ...... 0 ...... 0 ...... 30,862 15. Indiana...... IN ...... 98 ...... 51 ...... 0 ...... 0 ...... 8 ...... 0 ...... 0 ...... 19 16. Iowa...... IA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 17. Kansas...... KS ...... 25,314 ...... 16,616 ...... 0 ...... 0 ...... (2,435) ...... 0 ...... 0 ...... 3,227 18. Kentucky...... KY ...... 31,972 ...... 14,836 ...... 0 ...... 0 ...... 4,686 ...... 0 ...... 0 ...... 4,705 19. Louisiana...... LA ...... 3,695 ...... 3,190 ...... 0 ...... 0 ...... 996 ...... 0 ...... 0 ...... 1,045 20. Maine...... ME ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 21. Maryland...... MD ...... 10,668 ...... 8,429 ...... 0 ...... 0 ...... 1,790 ...... 0 ...... 0 ...... 2,969 22. Massachusetts...... MA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 23. Michigan...... MI ...... 1,332 ...... 2,531 ...... 0 ...... 0 ...... 149 ...... 0 ...... 0 ...... 1,051 24. Minnesota...... MN ...... 0 ...... 921 ...... 0 ...... 0 ...... 141 ...... 0 ...... 0 ...... 253 25. Mississippi...... MS ...... 18,255 ...... 16,084 ...... 0 ...... 0 ...... 1,999 ...... 0 ...... 0 ...... 6,219 26. Missouri...... MO ...... 5,140 ...... 46,341 ...... 0 ...... 0 ...... (45,835) ...... 0 ...... 0 ...... 0 27. Montana...... MT ...... 7,980 ...... 3,602 ...... 0 ...... 0 ...... 537 ...... 0 ...... 0 ...... 1,314 28. Nebraska...... NE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 29. Nevada...... NV ...... 2,143 ...... 724 ...... 0 ...... 0 ...... 136 ...... 0 ...... 0 ...... 234 30. New Hampshire...... NH ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 31. New Jersey...... NJ ...... 3,419 ...... 7,495 ...... 0 ...... 0 ...... 1,314 ...... 0 ...... 0 ...... 2,802 32. New Mexico...... NM ...... 355 ...... 177 ...... 0 ...... 0 ...... 24 ...... 0 ...... 0 ...... 65 33. New York...... NY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 34. North Carolina...... NC ...... 2,018 ...... 1,059 ...... 0 ...... 0 ...... 138 ...... 0 ...... 0 ...... 398 35. North Dakota...... ND ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 36. Ohio...... OH ...... 8,976 ...... 3,478 ...... 0 ...... 0 ...... 972 ...... 0 ...... 0 ...... 1,174 37. Oklahoma...... OK ...... 12,322 ...... 2,795 ...... 0 ...... 0 ...... 677 ...... 0 ...... 0 ...... 774 38. Oregon...... OR ...... 1,143 ...... 2,635 ...... 0 ...... 0 ...... (1,420) ...... 1 ...... 1 ...... 2,070 39. Pennsylvania...... PA ...... 6,961 ...... 6,058 ...... 0 ...... 0 ...... 803 ...... 0 ...... 0 ...... 2,363 40. Rhode Island...... RI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 41. South Carolina...... SC ...... 1,449 ...... 1,097 ...... 0 ...... 0 ...... 198 ...... 0 ...... 0 ...... 419 42. South Dakota...... SD ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 43. Tennessee...... TN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 44. Texas...... TX ...... 7,073 ...... 24,729 ...... 0 ...... 0 ...... 5,177 ...... 0 ...... 0 ...... 8,078 45. Utah...... UT ...... 1,743 ...... 3,513 ...... 0 ...... 0 ...... (727,042) ...... 0 ...... 0 ...... 29,943 46. Vermont...... VT ...... (210) ...... 1,938 ...... 0 ...... 0 ...... 108 ...... 0 ...... 0 ...... 824 47. Virginia...... VA ...... 1,423 ...... 5,107 ...... 0 ...... 0 ...... 1,245 ...... 0 ...... 0 ...... 1,765 48. Washington...... WA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 49. West Virginia...... WV ...... 0 ...... 7,428 ...... 0 ...... 0 ...... 2,206 ...... 0 ...... 0 ...... 2,509 50. Wisconsin...... WI ...... 4,080 ...... 7,750 ...... 0 ...... 0 ...... (3,278) ...... 0 ...... 0 ...... 1,235 51. Wyoming...... WY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 52. American Samoa...... AS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 53. Guam...... GU ...... 33,895 ...... 100,367 ...... 0 ...... 0 ...... 91,123 ...... 90,001 ...... 2 ...... 85,372 54. Puerto Rico...... PR ...... 0 ...... 6,435 ...... 0 ...... 0 ...... 85,951 ...... 107,000 ...... 4 ...... 15,399 55. US Virgin Islands...... VI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 56. Northern Mariana Islands.....MP ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 57. Canada...... CAN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58. Aggregate Other Alien...... OT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 59. Totals...... 339,994 ...... 434,868 ...... 0 ...... 0 ...... (532,613) ...... 197,002 ...... 7 ...... 255,086 DETAILS OF WRITE-INS 58001...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58002...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58003...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58998. Summary of remaining write-ins for Line 58 from overflow page...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Totals (Lines 58001 thru 58003 + 58998) (Line 58 above)...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

Q455-1 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY *35289202045500102*

Designate the type of health care SUPPLEMENT "A" TO SCHEDULE T providers reported on this page. EXHIBIT OF MEDICAL PROFESSIONAL LIABILITY PREMIUMS WRITTEN ALLOCATED BY STATES AND TERRITORIES Hospitals 1 2 Direct Losses Paid 5 Direct Losses Unpaid 8 3 4 6 7 Direct Losses Incurred Direct Direct Number Direct Number But Premiums Premiums of Losses Amount of Not States, Etc. Written Earned Amount Claims Incurred Reported Claims Reported 1. Alabama...... AL ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 2. Alaska...... AK ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 3. Arizona...... AZ ...... 0 ...... 0 ...... 0 ...... 0 ...... (1,427) ...... 0 ...... 0 ...... 713 4. Arkansas...... AR ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 5. California...... CA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 6. Colorado...... CO ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 7. Connecticut...... CT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 8. Delaware...... DE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9. District of Columbia...... DC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 10. Florida...... FL ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 11. Georgia...... GA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 12. Hawaii...... HI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 13. Idaho...... ID ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 14. Illinois...... IL ...... 0 ...... 0 ...... 0 ...... 0 ...... 87,997 ...... 0 ...... 0 ...... 87,997 15. Indiana...... IN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 16. Iowa...... IA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 17. Kansas...... KS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 18. Kentucky...... KY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 19. Louisiana...... LA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 20. Maine...... ME ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 21. Maryland...... MD ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 22. Massachusetts...... MA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 23. Michigan...... MI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 24. Minnesota...... MN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 25. Mississippi...... MS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 26. Missouri...... MO ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 27. Montana...... MT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 28. Nebraska...... NE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 29. Nevada...... NV ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 30. New Hampshire...... NH ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 31. New Jersey...... NJ ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 32. New Mexico...... NM ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 33. New York...... NY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 34. North Carolina...... NC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 35. North Dakota...... ND ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 36. Ohio...... OH ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 37. Oklahoma...... OK ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 38. Oregon...... OR ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 39. Pennsylvania...... PA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 40. Rhode Island...... RI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 41. South Carolina...... SC ...... 0 ...... 239,629 ...... 2,833 ...... 0 ...... (368,863) ...... 1,182,871 ...... 9 ...... 3,293,281 42. South Dakota...... SD ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 43. Tennessee...... TN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 44. Texas...... TX ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 45. Utah...... UT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 46. Vermont...... VT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 47. Virginia...... VA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 48. Washington...... WA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 49. West Virginia...... WV ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 50. Wisconsin...... WI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 51. Wyoming...... WY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 52. American Samoa...... AS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 53. Guam...... GU ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 54. Puerto Rico...... PR ...... 2,624,522 ...... 6,737,505 ...... 2,258,497 ...... 18 ...... 5,417,188 ...... 20,110,222 ...... 208 ...... 2,917,618 55. US Virgin Islands...... VI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 56. Northern Mariana Islands.....MP ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 57. Canada...... CAN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58. Aggregate Other Alien...... OT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 59. Totals...... 2,624,522 ...... 6,977,133 ...... 2,261,330 ...... 18 ...... 5,134,895 ...... 21,293,093 ...... 217 ...... 6,299,609 DETAILS OF WRITE-INS 58001...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58002...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58003...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58998. Summary of remaining write-ins for Line 58 from overflow page...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Totals (Lines 58001 thru 58003 + 58998) (Line 58 above)...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

Q455-2 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY *35289202045500102*

Designate the type of health care SUPPLEMENT "A" TO SCHEDULE T providers reported on this page. EXHIBIT OF MEDICAL PROFESSIONAL LIABILITY PREMIUMS WRITTEN ALLOCATED BY STATES AND TERRITORIES Other Health Care Professionals, Including Dentists, Chiropractors and Podiatrists 1 2 Direct Losses Paid 5 Direct Losses Unpaid 8 3 4 6 7 Direct Losses Incurred Direct Direct Number Direct Number But Premiums Premiums of Losses Amount of Not States, Etc. Written Earned Amount Claims Incurred Reported Claims Reported 1. Alabama...... AL ...... 463 ...... 208 ...... 0 ...... 0 ...... 64 ...... 0 ...... 0 ...... 66 2. Alaska...... AK ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 3. Arizona...... AZ ...... 727 ...... 179 ...... 0 ...... 0 ...... (113) ...... 0 ...... 0 ...... 106 4. Arkansas...... AR ...... 1,602 ...... 268 ...... 0 ...... 0 ...... 53 ...... 0 ...... 0 ...... 53 5. California...... CA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 6. Colorado...... CO ...... 146 ...... 196 ...... 0 ...... 0 ...... (5) ...... 0 ...... 0 ...... 120 7. Connecticut...... CT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 8. Delaware...... DE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9. District of Columbia...... DC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 10. Florida...... FL ...... 0 ...... 5,437 ...... 0 ...... 0 ...... 622 ...... 0 ...... 0 ...... 2,154 11. Georgia...... GA ...... 2,577 ...... 1,355 ...... 0 ...... 0 ...... 274 ...... 0 ...... 0 ...... 458 12. Hawaii...... HI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 13. Idaho...... ID ...... 4,982 ...... 2,055 ...... 0 ...... 0 ...... 579 ...... 0 ...... 0 ...... 700 14. Illinois...... IL ...... 11,575 ...... 6,811 ...... 0 ...... 0 ...... 6,840 ...... 0 ...... 0 ...... 8,263 15. Indiana...... IN ...... 0 ...... 234 ...... 0 ...... 0 ...... 57 ...... 0 ...... 0 ...... 82 16. Iowa...... IA ...... 3,974 ...... 1,415 ...... 0 ...... 0 ...... 443 ...... 0 ...... 0 ...... 443 17. Kansas...... KS ...... 1,035 ...... 515 ...... 0 ...... 0 ...... 152 ...... 0 ...... 0 ...... 152 18. Kentucky...... KY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 19. Louisiana...... LA ...... 457 ...... 949 ...... 0 ...... 0 ...... 157 ...... 0 ...... 0 ...... 356 20. Maine...... ME ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 21. Maryland...... MD ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 22. Massachusetts...... MA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 23. Michigan...... MI ...... 0 ...... 519 ...... 0 ...... 0 ...... 85 ...... 0 ...... 0 ...... 193 24. Minnesota...... MN ...... 5,437 ...... 5,167 ...... 0 ...... 0 ...... 1,212 ...... 0 ...... 0 ...... 1,652 25. Mississippi...... MS ...... 4,045 ...... 1,560 ...... 0 ...... 0 ...... 287 ...... 0 ...... 0 ...... 531 26. Missouri...... MO ...... 0 ...... 5,719 ...... 0 ...... 0 ...... 443 ...... 0 ...... 0 ...... 2,279 27. Montana...... MT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 28. Nebraska...... NE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 29. Nevada...... NV ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 30. New Hampshire...... NH ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 31. New Jersey...... NJ ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 32. New Mexico...... NM ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 33. New York...... NY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 34. North Carolina...... NC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 35. North Dakota...... ND ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 36. Ohio...... OH ...... 1,987 ...... 1,728 ...... 0 ...... 0 ...... 263 ...... 0 ...... 0 ...... 645 37. Oklahoma...... OK ...... 5,052 ...... 3,132 ...... 0 ...... 0 ...... 870 ...... 0 ...... 0 ...... 956 38. Oregon...... OR ...... 1,549 ...... 1,494 ...... 0 ...... 0 ...... 336 ...... 0 ...... 0 ...... 550 39. Pennsylvania...... PA ...... 2,390 ...... 1,143 ...... 0 ...... 0 ...... 366 ...... 0 ...... 0 ...... 366 40. Rhode Island...... RI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 41. South Carolina...... SC ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 42. South Dakota...... SD ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 43. Tennessee...... TN ...... 2,781 ...... 1,793 ...... 0 ...... 0 ...... 394 ...... 0 ...... 0 ...... 599 44. Texas...... TX ...... 761 ...... 7,893 ...... 0 ...... 0 ...... 777 ...... 0 ...... 0 ...... 3,191 45. Utah...... UT ...... 0 ...... 807 ...... 0 ...... 0 ...... 207 ...... 0 ...... 0 ...... 281 46. Vermont...... VT ...... 210 ...... 704 ...... 0 ...... 0 ...... 39 ...... 0 ...... 0 ...... 279 47. Virginia...... VA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 48. Washington...... WA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 49. West Virginia...... WV ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 50. Wisconsin...... WI ...... 2,775 ...... 1,245 ...... 0 ...... 0 ...... 372 ...... 0 ...... 0 ...... 400 51. Wyoming...... WY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 52. American Samoa...... AS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 53. Guam...... GU ...... (209) ...... 3,100 ...... 0 ...... 0 ...... 1,423 ...... 0 ...... 0 ...... 1,986 54. Puerto Rico...... PR ...... 0 ...... 0 ...... 0 ...... 0 ...... (291) ...... 0 ...... 0 ...... 306 55. US Virgin Islands...... VI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 56. Northern Mariana Islands.....MP ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 57. Canada...... CAN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58. Aggregate Other Alien...... OT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 59. Totals...... 54,316 ...... 55,623 ...... 0 ...... 0 ...... 15,903 ...... 0 ...... 0 ...... 27,165 DETAILS OF WRITE-INS 58001...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58002...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58003...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58998. Summary of remaining write-ins for Line 58 from overflow page...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Totals (Lines 58001 thru 58003 + 58998) (Line 58 above)...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

Q455-3 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY *35289202045500102*

Designate the type of health care SUPPLEMENT "A" TO SCHEDULE T providers reported on this page. EXHIBIT OF MEDICAL PROFESSIONAL LIABILITY PREMIUMS WRITTEN ALLOCATED BY STATES AND TERRITORIES Other Health Care Facilities 1 2 Direct Losses Paid 5 Direct Losses Unpaid 8 3 4 6 7 Direct Losses Incurred Direct Direct Number Direct Number But Premiums Premiums of Losses Amount of Not States, Etc. Written Earned Amount Claims Incurred Reported Claims Reported 1. Alabama...... AL ...... 51,259 ...... 77,780 ...... 0 ...... 0 ...... 14,606 ...... 1 ...... 1 ...... 30,088 2. Alaska...... AK ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 3. Arizona...... AZ ...... 150,486 ...... 189,727 ...... 0 ...... 0 ...... 47,096 ...... 325,001 ...... 3 ...... 93,517 4. Arkansas...... AR ...... 117,177 ...... 73,777 ...... 0 ...... 0 ...... 15,889 ...... 0 ...... 0 ...... 28,662 5. California...... CA ...... 2,500 ...... 595 ...... 0 ...... 0 ...... (169) ...... 0 ...... 0 ...... 321 6. Colorado...... CO ...... 56,906 ...... 54,598 ...... 0 ...... 0 ...... 14,186 ...... 0 ...... 0 ...... 30,280 7. Connecticut...... CT ...... 4,025 ...... 14,088 ...... 0 ...... 0 ...... 1,338 ...... 0 ...... 0 ...... 5,674 8. Delaware...... DE ...... 4,271 ...... 20,176 ...... 0 ...... 0 ...... 2,873 ...... 0 ...... 0 ...... 7,997 9. District of Columbia...... DC ...... 0 ...... 16,497 ...... 0 ...... 0 ...... 5,810 ...... 0 ...... 0 ...... 7,478 10. Florida...... FL ...... 263,520 ...... 332,626 ...... 0 ...... 0 ...... 94,212 ...... 50,002 ...... 3 ...... 167,974 11. Georgia...... GA ...... 429,400 ...... 141,908 ...... 0 ...... 0 ...... 32,873 ...... 0 ...... 0 ...... 52,612 12. Hawaii...... HI ...... 1,140 ...... 653 ...... 0 ...... 0 ...... 52 ...... 0 ...... 0 ...... 262 13. Idaho...... ID ...... 63,529 ...... 47,404 ...... 0 ...... 0 ...... 4,295 ...... 1 ...... 1 ...... 19,942 14. Illinois...... IL ...... 137,957 ...... 127,670 ...... 0 ...... 0 ...... 484,426 ...... 0 ...... 0 ...... 513,982 15. Indiana...... IN ...... 63,546 ...... 46,294 ...... 0 ...... 0 ...... 30,828 ...... 25,000 ...... 1 ...... 17,312 16. Iowa...... IA ...... 32,721 ...... 27,478 ...... 0 ...... 0 ...... 1,844 ...... 0 ...... 0 ...... 11,552 17. Kansas...... KS ...... 23,580 ...... 97,276 ...... 200,000 ...... 1 ...... 258,222 ...... 100,003 ...... 2 ...... 105,297 18. Kentucky...... KY ...... 43,636 ...... 30,131 ...... 0 ...... 0 ...... 7,667 ...... 0 ...... 0 ...... 9,875 19. Louisiana...... LA ...... 37,352 ...... 62,319 ...... 0 ...... 0 ...... 14,449 ...... 0 ...... 0 ...... 26,574 20. Maine...... ME ...... 0 ...... 1,243 ...... 0 ...... 0 ...... 66 ...... 0 ...... 0 ...... 504 21. Maryland...... MD ...... 45,421 ...... 155,369 ...... 0 ...... 0 ...... 46,726 ...... 1 ...... 1 ...... 71,483 22. Massachusetts...... MA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 23. Michigan...... MI ...... 169,887 ...... 153,052 ...... 0 ...... 0 ...... 26,649 ...... 0 ...... 0 ...... 88,111 24. Minnesota...... MN ...... 223,038 ...... 177,766 ...... 205,000 ...... 1 ...... 235,568 ...... 0 ...... 0 ...... 84,500 25. Mississippi...... MS ...... 43,459 ...... 42,036 ...... 0 ...... 0 ...... 4,030 ...... 0 ...... 0 ...... 16,778 26. Missouri...... MO ...... 93,817 ...... 90,029 ...... 0 ...... 0 ...... 15,342 ...... 1 ...... 1 ...... 48,260 27. Montana...... MT ...... 4,255 ...... 5,638 ...... 0 ...... 0 ...... 1,234 ...... 0 ...... 0 ...... 2,395 28. Nebraska...... NE ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 29. Nevada...... NV ...... 21,273 ...... 11,188 ...... 0 ...... 0 ...... 1,022 ...... 0 ...... 0 ...... 4,405 30. New Hampshire...... NH ...... 0 ...... 4,066 ...... 0 ...... 0 ...... 934 ...... 0 ...... 0 ...... 1,433 31. New Jersey...... NJ ...... 123,724 ...... 128,111 ...... 0 ...... 0 ...... 513,795 ...... 550,000 ...... 3 ...... 49,080 32. New Mexico...... NM ...... 17,955 ...... 12,643 ...... 0 ...... 0 ...... 1,371 ...... 0 ...... 0 ...... 4,745 33. New York...... NY ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 34. North Carolina...... NC ...... 9,725 ...... 27,362 ...... 0 ...... 0 ...... 9,871 ...... 0 ...... 0 ...... 15,849 35. North Dakota...... ND ...... 0 ...... 21,939 ...... 0 ...... 0 ...... 7,230 ...... 0 ...... 0 ...... 12,470 36. Ohio...... OH ...... 143,235 ...... 113,653 ...... 0 ...... 0 ...... 24,694 ...... 125,000 ...... 1 ...... 53,930 37. Oklahoma...... OK ...... 106,483 ...... 63,338 ...... 62,500 ...... 1 ...... 23,945 ...... 1 ...... 1 ...... 23,594 38. Oregon...... OR ...... 58,347 ...... 62,209 ...... 0 ...... 0 ...... 8,958 ...... 0 ...... 0 ...... 28,683 39. Pennsylvania...... PA ...... 33,287 ...... 90,109 ...... 0 ...... 0 ...... 18,643 ...... 0 ...... 0 ...... 53,851 40. Rhode Island...... RI ...... 37,371 ...... 11,567 ...... 0 ...... 0 ...... 3,423 ...... 0 ...... 0 ...... 4,456 41. South Carolina...... SC ...... 3,621 ...... 2,703 ...... 0 ...... 0 ...... (136) ...... 0 ...... 0 ...... 1,579 42. South Dakota...... SD ...... 0 ...... 3,988 ...... 0 ...... 0 ...... 339 ...... 0 ...... 0 ...... 1,614 43. Tennessee...... TN ...... 120,782 ...... 102,943 ...... 0 ...... 0 ...... 146,166 ...... 127,500 ...... 2 ...... 47,884 44. Texas...... TX ...... 236,280 ...... 277,832 ...... 0 ...... 0 ...... 38,783 ...... 100,007 ...... 4 ...... 123,417 45. Utah...... UT ...... 32,370 ...... 31,606 ...... 0 ...... 0 ...... 5,604 ...... 0 ...... 0 ...... 24,568 46. Vermont...... VT ...... 2,254 ...... 4,364 ...... 0 ...... 0 ...... 325 ...... 0 ...... 0 ...... 1,774 47. Virginia...... VA ...... 7,556 ...... 20,183 ...... 0 ...... 0 ...... 4,461 ...... 0 ...... 0 ...... 6,758 48. Washington...... WA ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 49. West Virginia...... WV ...... 2,000 ...... 19,049 ...... 0 ...... 0 ...... 6,506 ...... 0 ...... 0 ...... 8,100 50. Wisconsin...... WI ...... 61,127 ...... 48,031 ...... 0 ...... 0 ...... 7,125 ...... 0 ...... 0 ...... 21,246 51. Wyoming...... WY ...... 0 ...... 13,208 ...... 0 ...... 0 ...... 3,215 ...... 0 ...... 0 ...... 7,048 52. American Samoa...... AS ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 53. Guam...... GU ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 54. Puerto Rico...... PR ...... 317,649 ...... 187,642 ...... 0 ...... 0 ...... (1,460) ...... 58,000 ...... 2 ...... 94,116 55. US Virgin Islands...... VI ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 56. Northern Mariana Islands.....MP ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 57. Canada...... CAN ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58. Aggregate Other Alien...... OT ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 59. Totals...... 3,397,921 ...... 3,243,865 ...... 467,500 ...... 3 ...... 2,184,924 ...... 1,460,518 ...... 26 ...... 2,032,031 DETAILS OF WRITE-INS 58001...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58002...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58003...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58998. Summary of remaining write-ins for Line 58 from overflow page...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Totals (Lines 58001 thru 58003 + 58998) (Line 58 above)...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0

Q455-4 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY Overflow Page for Write-Ins

NONE

Q455-5 Supplement for June 30, 2020 of the THE CONTINENTAL INSURANCE COMPANY *35289202050500102*

DIRECTOR AND OFFICER INSURANCE COVERAGE SUPPLEMENT Year To Date For the Period Ended June 30, 2020 NAIC Group Code.....218 NAIC Company Code.....35289 Company Name: THE CONTINENTAL INSURANCE COMPANY

If the reporting entity writes any director and officer (D&O) business, please provide the following:

1. Monoline Policies 1 2 3 Direct Direct Direct Written Earned Losses Premiums Premiums Incurred ...... 435,774 ...... 748,116 ...... 37,640

2. Commercial Multiple Peril (CMP) Packaged Policies 2.1 Does the reporting entity provide D&O liability coverage as part of a CMP packaged policy? ...... Yes [ ] No [ X ] 2.2 Can the direct premium earned for D&O liability coverage provided as part of a CMP packaged policy be quantified or estimated? ...... Yes [ ] No [ ] 2.3 If the answer to question 2.2 is yes, provide the quantified or estimated direct premium earned amount for D&O liability coverage in CMP packaged policies: 2.31 Amount quantified: ...... $...... 0 2.32 Amount estimated using reasonable assumptions: ...... $...... 0 2.4 If the answer to question 2.1 is yes, provide direct losses incurred (losses paid plus change in case reserves) for the D&O liability coverages provided in CMP packaged policies: ...... $...... 0

Q505