QUARTERLY STATEMENT
OF THE
THE TRAVELERS LIFE AND ANNUITY COMPANY
Of Hartford in the state of CT
to the Insurance Department of the State of
For the Period Ended March 31, 2003
2003
LIFE AND ACCIDENT AND HEALTH COMPANIES - ASSOCIATION EDITION *80950200320100101* QUARTERLY STATEMENT As of March 31 , 2003 of the Condition and Affairs of the THE TRAVELERS LIFE AND ANNUITY COMPANY
NAIC Group Code..... 0041, 0041 NAIC Company Code..... 80950 Employer's ID Number..... 06-0904249 (Current Period) (Prior Period) Organized under the Laws of CONNECTICUT State of Domicile or Port of Entry CONNECTICUT Country of Domicile US Incorporated..... December 5, 1973 Commenced Business..... December 21, 1973 Statutory Home Office One Cityplace….. Hartford ..... CT ..... 06103-3415 (Street and Number) (City or Town, State and Zip Code) Main Administrative Office One Cityplace….. Hartford ..... CT ..... 06103-3415 860-308-1000 (Street and Number) (City or Town, State and Zip Code) (Area Code) (Telephone Number) Mail Address P.O. Box 990027….. Hartford ..... CT ..... 06199-0027 (Street and Number or P. O. Box) (City or Town, State and Zip Code) Primary Location of Books and Records One Cityplace….. Hartford ..... CT ..... 06103-3415 860-308-1000 (Street and Number) (City or Town, State and Zip Code) (Area Code) (Telephone Number) Internet Website Address travelerslife.com Statutory Statement Contact James M. Taylor 860-308-7397 (Name) (Area Code) (Telephone Number) (Extension) James.M.Taylor@citigroup.com 860-308-5154 (E-Mail Address) (Fax Number) Policyowner Relations Contact Anthony Cocolla / Tim Still ….. Hartford ..... CT ..... 06103-3415 860-308-6253 / 860-308-7371 (Street and Number) (City or Town, State and Zip Code) (Area Code) (Telephone Number) (Extension) OFFICERS President ..... George Charles Kokulis Treasurer ..... Glenn David Lammey Secretary ..... Ernest James Wright Actuary ..... Linn Keith Richardson VICE PRESIDENTS Kathleen Lynch Preston Marla Berman Lewitus Edward William Cassidy Madelyn Joseph Lankton Brendan Michael Lynch Laura Ann Pantaleo David Alan Tyson Forrest Denney Voss
DIRECTORS OR TRUSTEES George Charles Kokulis Glenn David Lammey Marla Berman Lewitus Kathleen Lynch Preston
State of...... County of.....
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.
(Signature) (Signature) (Signature) George Charles Kokulis Ernest James Wright Glenn David Lammey (Printed Name) (Printed Name) (Printed Name) President Secretary Treasurer
Subscribed and sworn to before me this
...... day of ...... , 2003 ...... Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY 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...... 1,877,929,274 ...... 1,877,929,274 ...... 1,595,710,827 2. Stocks: 2.1 Preferred stocks...... 5,164,438 ...... 5,164,438 ...... 9,814,015 2.2 Common stocks...... 23,362,424 ...... 23,362,424 ...... 21,884,737 3. Mortgage loans on real estate: 3.1 First liens...... 75,483,898 ...... 75,483,898 ...... 74,317,429 3.2 Other than first liens...... 0 ...... 4. Real estate: 4.1 Properties occupied by the company (less $...... 0 encumbrances)...... 0 ...... 4.2 Properties held for the production of income (less $...... 0 encumbrances)...... 1,541 ...... 1,541 ...... 1,541 4.3 Properties held for sale (less $...... 0 encumbrances)...... 3,072,741 ...... 3,072,741 ...... 5. Cash ($.....27,392) and short-term investments ($.....263,290,123)...... 263,317,515 ...... 263,317,515 ...... 400,705,316 6. Contract loans (including $...... 0 premium notes)...... 29,499,784 ...... 29,499,784 ...... 27,491,109 7. Other invested assets...... 43,042,472 ...... 43,042,472 ...... 43,835,483 8. Receivable for securities...... 7,839,786 ...... 7,839,786 ...... 8,354,717 9. Aggregate write-ins for invested assets...... 170,300,784 ...... 0 ...... 170,300,784 ...... 161,748,481 10. Subtotals, cash and invested assets (Lines 1 to 9)...... 2,499,014,656 ...... 0 ...... 2,499,014,656 ...... 2,343,863,654 11. Investment income due and accrued...... 18,714,071 ...... 18,714,071 ...... 19,197,646 12. Premiums and considerations: 12.1 Uncollected premiums and agents' balances in course of collection...... 42,022 ...... 42,022 ...... 6,659,043 12.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $...... 0 earned but unbilled premiums)...... 7,043,038 ...... 7,043,038 ...... 12.3 Accrued retrospective premiums...... 0 ...... 13. Reinsurance: 13.1 Amounts recoverable from reinsurers...... 6,433,443 ...... 6,433,443 ...... 9,320,558 13.2 Funds held by or deposited with reinsured companies...... 0 ...... 13.3 Other amounts receivable under reinsurance contracts...... 223,986 ...... 223,986 ...... 213,091 14. Amounts receivable relating to uninsured plans...... 0 ...... 15.1 Current federal and foreign income tax recoverable and interest thereon...... 0 ...... 15.2 Net deferred tax asset...... 111,781,593 ...... 88,155,100 ...... 23,626,492 ...... 22,808,906 16. Guaranty funds receivable or on deposit...... 84,553 ...... 84,553 ...... 126,261 17. Electronic data processing equipment and software...... 0 ...... 18. Furniture and equipment, including health care delivery assets ($...... 0)...... 0 ...... 19. Net adjustment in assets and liabilities due to foreign exchange rates...... 0 ...... 20. Receivable from parent, subsidiaries and affiliates...... 14,290,450 ...... 14,290,450 ...... 2,432,274 21. Health care ($...... 0) and other amounts receivable...... 2,180,052 ...... 2,180,052 ...... 0 ...... 22. Other assets nonadmitted...... 0 ...... 23. Aggregate write-ins for other than invested assets...... 1,895,536 ...... 5,675 ...... 1,889,861 ...... 1,090,626 24. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 10 through 23)...... 2,661,703,401 ...... 90,340,827 ...... 2,571,362,574 ...... 2,405,712,058 25. From Separate Accounts, Segregated Accounts and Protected Cell Accounts...... 10,183,808,416 ...... 10,183,808,416 ...... 10,096,476,946 26. TOTALS (Lines 24 and 25)...... 12,845,511,817 ...... 90,340,827 ...... 12,755,170,990 ...... 12,502,189,003
DETAILS OF WRITE-INS 0901. Derivative instruments...... 170,253,103 ...... 170,253,103 ...... 161,756,370 0902. Investments in process...... 47,681 ...... 47,681 ...... (7,889) 0903...... 0 ...... 0998. Summary of remaining write-ins for Line 9 from overflow page...... 0 ...... 0 ...... 0 ...... 0 0999. Totals (Lines 0901 thru 0903 plus 0999) (Line 9 above)...... 170,300,784 ...... 0 ...... 170,300,784 ...... 161,748,481 2301. Miscellaneous balances...... 1,889,861 ...... 1,889,861 ...... 1,090,612 2302. Real estate operating fund...... 0 ...... 13 2303. Mortgage payments advanced...... 5,675 ...... 5,675 ...... 0 ...... 2398. Summary of remaining write-ins for Line 23 from overflow page...... 0 ...... 0 ...... 0 ...... 0 2399. Totals (Lines 2301 thru 2303 plus 2398) (Line 23 above)...... 1,895,536 ...... 5,675 ...... 1,889,861 ...... 1,090,626
2 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current December 31 Statement Date Prior Year 1. Aggregate reserve for life contracts $.....2,045,060,060 less $...... 0 included in Line 6.3 (including $...... 0 Modco Reserve)...... 2,045,060,060 ...... 1,930,467,140 2. Aggregate reserve for accident and health contracts (including $...... 0 Modco Reserve)...... 3. Liability for deposit-type contracts (including $...... 0 Modco Reserve)...... 12,725,046 ...... 12,269,690 4. Contract claims: 4.1 Life...... 3,551,935 ...... 1,280,870 4.2 Accident and health...... 5. Policyholders' dividends $...... 0 and coupons $...... 0 due and unpaid...... 6. Provision for policyholders' dividends and coupons payable in following calendar year - estimated amounts: 6.1 Dividends apportioned for payment to (including $...... 0 Modco Reserve)...... 6.2 Dividends not yet apportioned (including $...... 0 Modco Reserve)...... 6.3 Coupons and similar benefits (including $...... 0 Modco Reserve)...... 7. Amount provisionally held for deferred dividend policies not included in Line 6...... 8. Premiums and annuity considerations for life and accident and health contracts received in advance less $...... 0 discount; including $...... 0 accident and health premiums...... 207,055 ...... 185,127 9. Contract liabilities not included elsewhere: 9.1 Surrender values on canceled contracts...... 9.2 Provision for experience rating refunds, including $...... 0 accident and health experience rating refunds...... 9.3 Other amounts payable on reinsurance, including $...... 0 assumed and $...... 0 ceded...... 9.4 Interest Maintenance Reserve...... 28,339,347 ...... 27,999,004 10. Commissions to agents due or accrued - life and annuity contracts $...... 0, accident and health $...... 0 and deposit-type contract funds $.....155,504...... 155,504 ...... (597,833) 11. Commissions and expense allowances payable on reinsurance assumed...... 12. General expenses due or accrued...... 19,005,251 ...... 18,012,234 13. Transfers to Separate Accounts due or accrued (net) (including $.....(243,962,572) accrued for expense allowances recognized in reserves, net of reinsured allowances)...... (247,903,699) ...... (267,040,250) 14. Taxes, licenses and fees due or accrued, excluding federal income taxes...... 6,347,275 ...... 8,155,760 15.1 Current federal and foreign income taxes, including $.....1,834,225 on realized capital gains (losses)...... 29,837,148 ...... 53,822,617 15.2 Net deferred tax liability...... 16. Unearned investment income...... 137,098 ...... 218,064 17. Amounts withheld or retained by company as agent or trustee...... 191,911,072 ...... 1,113,362 18. Amounts held for agents' account, including $...... 0 agents' credit balances...... 19. Remittances and items not allocated...... 3,335,383 ...... 31,506 20. Net adjustment in assets and liabilities due to foreign exchange rates...... 21. Liability for benefits for employees and agents if not included above...... 22. Borrowed money $...... 0 and interest thereon $...... 0...... 23. Dividends to stockholders declared and unpaid...... 24. Miscellaneous liabilities: 24.1 Asset valuation reserve...... 54,578,359 ...... 44,404,760 24.2 Reinsurance in unauthorized companies...... 24.3 Funds held under reinsurance treaties with unauthorized reinsurers...... 24.4 Payable to parent, subsidiaries and affiliates...... 24.5 Drafts outstanding...... 9,709 ...... 24.6 Liability for amounts held under uninsured accident and health plans...... 24.7 Funds held under coinsurance...... 24.8 Payable for securities...... 41,334,087 ...... 93,604,294 24.9 Capital notes $...... 0 and interest thereon $...... 0...... 25. Aggregate write-ins for liabilities...... 91,251,840 ...... 157,651,081 26. Total Liabilities excluding Separate Accounts business (Lines 1 to 25)...... 2,279,882,471 ...... 2,081,577,425 27. From Separate Accounts Statement...... 10,057,365,799 ...... 10,023,287,745 28. Total Liabilities (Line 26 and 27)...... 12,337,248,270 ...... 12,104,865,170 29. Common capital stock...... 3,000,000 ...... 3,000,000 30. Preferred capital stock...... 31. Aggregate write-ins for other than special surplus funds...... 0 ...... 0 32. Surplus notes...... 33. Gross paid in and contributed surplus...... 486,311,199 ...... 486,311,199 34. Aggregate write-ins for special surplus funds...... 0 ...... 0 35. Unassigned funds (surplus)...... (71,388,479) ...... (91,987,366) 36. Less treasury stock, at cost: 36.1 .....0.000 shares common (value included in Line 29 $...... 0)...... 36.2 .....0.000 shares preferred (value included in Line 30 $...... 0)...... 37. Surplus (Total Lines 31 + 32 + 33 + 34 + 35 - 36) (including $.....126,442,617 in Separate Accounts Statement)...... 414,922,720 ...... 394,323,833 38. Totals of Lines 29, 30 and 37...... 417,922,720 ...... 397,323,833 39. Totals of Lines 28 and 38...... 12,755,170,990 ...... 12,502,189,003 DETAILS OF WRITE-INS 2501. Securities lending...... 82,902,505 ...... 148,957,888 2502. Additional insurance valuation reserve...... 8,353,358 ...... 8,704,316 2503. Unpaid real estate costs...... (4,023) ...... (11,122) 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)...... 91,251,840 ...... 157,651,081 3101...... 3102...... 3103...... 3198. Summary of remaining write-ins for Line 31 from overflow page...... 0 ...... 0 3199. Totals (Lines 3101 thru 3103 plus 3198) (Line 31 above)...... 0 ...... 0 3401...... 3402...... 3403...... 3498. Summary of remaining write-ins for Line 34 from overflow page...... 0 ...... 0 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)...... 0 ...... 0
3 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SUMMARY OF OPERATIONS (Excluding Unrealized Capital Gains and Losses) 1 2 3 Current Prior Prior Year Ended Year to Date Year to Date December 31 1. Premiums and annuity considerations for life and accident and health contracts...... 479,336,800 ...... 865,999,100 ...... 3,053,294,188 2. Considerations for supplementary contracts with life contingencies...... 3. Net investment income...... 27,941,254 ...... 22,721,514 ...... 103,961,493 4. Amortization of Interest Maintenance Reserve (IMR)...... 660,855 ...... 558,727 ...... 2,645,624 5. Separate Accounts net gain from operations excluding unrealized gains or losses...... 57,101,691 ...... 30,652,066 ...... (42,672,202) 6. Commissions and expense allowances on reinsurance ceded...... 126,826 ...... 88,742 ...... 400,040 7. Reserve adjustments on reinsurance ceded...... 8. Miscellaneous Income: 8.1 Income from fees associated with investment management, administration and contract guarantees from Separate Accounts...... 34,611,650 ...... 36,262,504 ...... 146,040,065 8.2 Charges and fees for deposit-type contracts...... 8.3 Aggregate write-ins for miscellaneous income...... 5,301,632 ...... 2,696,499 ...... 37,751,561 9. Totals (Lines 1 to 8.3)...... 605,080,708 ...... 958,979,151 ...... 3,301,420,770 10. Death benefits...... 3,212,844 ...... 4,525,804 ...... 11,905,200 11. Matured endowments (excluding guaranteed annual pure endowments)...... 12. Annuity benefits...... 56,382,084 ...... 50,591,147 ...... 209,806,942 13. Disability benefits and benefits under accident and health contracts...... (612) ...... (1,224) 14. Coupons, guaranteed annual pure endowments and similar benefits...... 15. Surrender benefits and withdrawals for life contracts...... 205,957,718 ...... 169,014,649 ...... 899,132,113 16. Group conversions...... 17. Interest and adjustments on contract or deposit-type contract funds...... 9,021,700 ...... 9,812,888 ...... 40,027,082 18. Payments on supplementary contracts with life contingencies...... 19. Increase in aggregate reserves for life and accident and health contracts...... 114,241,962 ...... 55,571,954 ...... 554,206,272 20. Totals (Lines 10 to 19)...... 388,815,695 ...... 289,516,442 ...... 1,715,076,385 21. Commissions on premiums, annuity considerations and deposit-type contract funds (direct business only)...... 52,659,073 ...... 70,267,990 ...... 267,822,646 22. Commissions and expense allowances on reinsurance assumed...... 23. General insurance expenses...... 13,438,225 ...... 16,121,921 ...... 66,869,103 24. Insurance taxes, licenses and fees, excluding federal income taxes...... 2,041,304 ...... 2,729,661 ...... 12,614,948 25. Increase in loading on deferred and uncollected premiums...... 26. Net transfers to or (from) Separate Accounts net of reinsurance...... 104,580,593 ...... 572,164,976 ...... 1,472,741,929 27. Aggregate write-ins for deductions...... 0 ...... 0 ...... 0 28. Totals (Lines 20 to 27)...... 561,534,890 ...... 950,800,991 ...... 3,535,125,011 29. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus Line 28)...... 43,545,818 ...... 8,178,160 ...... (233,704,241) 30. Dividends to policyholders...... 31. Net gain from operations after dividends to policyholders and before federal income taxes (Line 29 minus Line 30)...... 43,545,818 ...... 8,178,160 ...... (233,704,241) 32. Federal and foreign income taxes incurred (excluding tax on capital gains)...... 13,666,963 ...... 11,980,902 ...... (29,619,752) 33. Net gain from operations after dividends to policyholders and federal income taxes and before realized capital gains or (losses) (Line 31 minus Line 32)...... 29,878,856 ...... (3,802,743) ...... (204,084,489) 34. Net realized capital gains or (losses) less capital gains tax of $.....4,900,542 (excluding taxes of $.....539,107 transferred to the IMR)...... (2,005,563) ...... (1,164,082) ...... 70,192,089 35. Net income (Line 33 plus Line 34)...... 27,873,293 ...... (4,966,824) ...... (133,892,400) CAPITAL AND SURPLUS ACCOUNT 36. Capital and surplus, December 31, prior year...... 397,323,833 ...... 407,401,489 ...... 407,401,489 37. Net income (Line 35)...... 27,873,293 ...... (4,966,824) ...... (133,892,400) 38. Change in net unrealized capital gains (losses)...... 1,568,954 ...... 354,456 ...... (128,801) 39. Change in net unrealized foreign exchange capital gain (loss)...... 40. Change in net deferred income tax...... 7,442,574 ...... 9,541,015 ...... (9,261,247) 41. Change in nonadmitted assets and related items...... (6,112,334) ...... (7,578,544) ...... 19,889,119 42. Change in liability for reinsurance in unauthorized companies...... 43. Change in reserve on account of change in valuation basis, (increase) or decrease...... 44. Change in asset valuation reserve...... (10,173,599) ...... 24,579,005 ...... 21,312,463 45. Change in treasury stock...... 46. Surplus (contributed to) withdrawn from Separate Accounts during period...... 3,848,275 ...... 3,026,108 ...... (17,232,553) 47. Other changes in surplus in Separate Accounts Statement...... (3,848,275) ...... (1,662,060) ...... 17,668,270 48. Change in surplus notes...... 49. Cumulative effect of changes in accounting principles...... 50. Capital changes: 50.1 Paid in...... 50.2 Transferred from surplus (Stock Dividend)...... 50.3 Transferred to surplus...... 51. Surplus adjustment: 51.1 Paid in...... 51.2 Transferred to capital (Stock Dividend)...... 51.3 Transferred from capital...... 51.4 Change in surplus as a result of reinsurance...... 52. Dividends to stockholders...... 53. Aggregate write-ins for gains and losses in surplus...... 0 ...... 480,771 ...... 91,567,493 54. Net change in capital and surplus (Lines 37 through 53)...... 20,598,887 ...... 23,773,927 ...... (10,077,656) 55. Capital and surplus as of statement date (Lines 36 + 54)...... 417,922,720 ...... 431,175,415 ...... 397,323,833 DETAILS OF WRITE-INS 08.301. Contract surrender penalties...... 5,231,396 ...... 3,591,021 ...... 18,043,292 08.302. Management fees, recoveries, etc...... 247,526 ...... (1,223,904) ...... 19,838,123 08.303. Sundry receipts and adjustments...... (177,289) ...... 329,381 ...... (129,854) 08.398. Summary of remaining write-ins for Line 8.3 from overflow page...... 0 ...... 0 ...... 0 08.399. Totals (Lines 08.301 thru 08.303 plus 08.398) (Line 8.3 above)...... 5,301,632 ...... 2,696,499 ...... 37,751,561 2701...... 2702...... 2703...... 2798. Summary of remaining write-ins for Line 27 from overflow page...... 0 ...... 0 ...... 0 2799. Totals (Lines 2701 thru 2703 plus 2798) (Line 27 above)...... 0 ...... 0 ...... 0 5301. Correction of prior years error...... 91,100,000 5302. Benefit plan changes...... 485,197 ...... 485,197 5303. Other statutory provisions...... (4,426) ...... (17,704) 5398. Summary of remaining write-ins for Line 53 from overflow page...... 0 ...... 0 ...... 0 5399. Totals (Lines 5301 thru 5303 plus 5398) (Line 53 above)...... 0 ...... 480,771 ...... 91,567,493
4 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY CASH FLOW 1 2 Current Year Prior Year Ended to Date December 31 CASH FROM OPERATIONS 1. Premiums collected net of reinsurance...... 478,932,711 ...... 3,053,890,334 2. Net investment income...... 27,826,559 ...... 91,817,721 3. Miscellaneous income...... 40,237,743 ...... 184,014,753 4. Total (Lines 1 through 3)...... 546,997,012 ...... 3,329,722,808 5. Benefit and loss related payments...... 260,554,397 ...... 1,125,253,582 6. Net transfers to Separate, Segregated Accounts and Protected Cell Accounts...... 85,722,808 ...... 1,273,383,738 7. Commissions, expenses paid and aggregate write-ins for deductions...... 70,066,970 ...... 338,548,906 8. Dividends paid to policyholders...... 9. Federal and foreign income taxes paid (recovered) $.....1,974,198 net tax on capital gains (losses)...... 42,552,973 ...... (88,762,631) 10. Total (Lines 5 through 9)...... 458,897,147 ...... 2,648,423,595 11. Net cash from operations (Line 4 minus Line 10)...... 88,099,865 ...... 681,299,213 CASH FROM INVESTMENTS 12. Proceeds from investments sold, matured or repaid: 12.1 Bonds...... 202,773,933 ...... 805,170,710 12.2 Stocks...... 5,400,000 ...... 36,357,702 12.3 Mortgage loans...... 523,905 ...... 18,899,761 12.4 Real estate...... 12.5 Other invested assets...... 1,676,565 ...... 42,684,882 12.6 Net gains or (losses) on cash and short-term investments...... (57,115) ...... (113,715) 12.7 Miscellaneous proceeds...... 520,667 ...... 80,211,625 12.8 Total investment proceeds (Lines 12.1 to 12.7)...... 210,837,956 ...... 983,210,965 13. Cost of investments acquired (long-term only): 13.1 Bonds...... 484,284,601 ...... 1,246,263,489 13.2 Stocks...... 17,550 ...... 57,620,433 13.3 Mortgage loans...... 5,000,000 ...... 13,032,265 13.4 Real estate...... 164,502 ...... 13.5 Other invested assets...... 1,198,471 ...... 9,179,071 13.6 Miscellaneous applications...... 55,656,872 ...... 10,254,596 13.7 Total investments acquired (Lines 13.1 to 13.6)...... 546,321,997 ...... 1,336,349,854 14. Net increase (decrease) in policy loans and premium notes...... 2,008,675 ...... 11,201,129 15. Net cash from investments (Line 12.8 minus Lines 13.7 and 14)...... (337,492,716) ...... (364,340,019) CASH FROM FINANCING AND MISCELLANEOUS SOURCES 16. Cash provided (applied): 16.1 Surplus notes, capital notes...... 16.2 Capital and paid in surplus, less treasury stock...... 16.3 Borrowed funds received...... 16.4 Net deposits on deposit-type contracts and other insurance liabilities...... (8,405,800) ...... (34,651,418) 16.5 Dividends to stockholders...... 16.6 Other cash provided (applied)...... 120,410,850 ...... 3,385,729 17. Net cash from financing and miscellaneous sources (Lines 16.1 to 16.4 minus Line 16.5 plus Line 16.6)...... 112,005,050 ...... (31,265,689) RECONCILIATION OF CASH AND SHORT-TERM INVESTMENTS 18. Net change in cash and short-term investments (Line 11 plus Line 15 plus Line 17)...... (137,387,801) ...... 285,693,506 19. Cash and short-term investments: 19.1 Beginning of year...... 400,705,316 ...... 115,011,810 19.2 End of period (Line 18 plus Line 19.1)...... 263,317,515 ...... 400,705,316
5 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY EXHIBIT 1 DIRECT PREMIUMS AND DEPOSIT-TYPE CONTRACTS 1 2 3 Current Year Prior Year Prior Year To Date To Date Ended December 31
1. Industrial life......
2. Ordinary life insurance...... 106,913,231 ...... 122,502,972 ...... 507,240,656
3. Ordinary individual annuities...... 384,317,674 ...... 751,297,224 ...... 2,591,659,051
4. Credit life (group and individual)......
5. Group life insurance......
6. Group annuities...... 173,632 ...... 305,937
7. A&H - group......
8. A&H - credit (group and individual)......
9. A&H - other......
10. Aggregate of all other lines of business...... 0 ...... 0 ...... 0
11. Subtotal...... 491,230,905 ...... 873,973,828 ...... 3,099,205,645
12. Deposit-type contracts...... 430,526 ...... 691,513 ...... 4,454,084
13. Total...... 491,661,431 ...... 874,665,340 ...... 3,103,659,728
DETAILS OF WRITE-INS
1001......
1002......
1003......
1098. Summary of remaining write-ins for Line 10 from overflow page...... 0 ...... 0 ...... 0
1099. Total (Lines 1001 thru 1003 plus 1098) (Line 10 above)...... 0 ...... 0 ...... 0
6 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY
NOTES TO FINANCIAL STATEMENTS 1. WASH SALES
A. Wash Sales Statement of Objectives
The Company does not engage in the practice of wash sales, however in isolated cases in the course of the Company's asset management activities, a security may be sold and repurchased within thirty days of the sale when an opportunity to significantly enhance the Company's total return on the investment is present.
B. During the quarter ended March 31, 2003, the Company's wash sales for securities with a NAIC designation 3 or below were:
Number of Book Value of Cost of Securities BONDS: Transactions Securities Sold Repurchased Gain/(Loss)
a. NAIC 3 4 $ 985,757 $ 3,286,686 $ 154,024 b. NAIC 4 8 $ 1,973,719 $ 3,760,145 $ 60,504 c. NAIC 5 2 $ 143,397 $ 311,044 $ 4,884
2. CONTINGENCIES
At March 31, 2003, the Company had commitments to fund investments of $48,379,797.
7 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL
1.1 Did the reporting entity implement any significant accounting policy changes which would require disclosure in the Notes to the Financial Statements? Yes [ ] No [ X ]
1.2 If yes, explain:...
2.1 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 ]
2.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]
3.1 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 ]
3.2 If yes, date of change: ...... If not previously filed, furnish herewith a certified copy of the instrument as amended.
4. Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ X ] No [ ] If yes, attach an organizational chart.
5.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ] 5.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that ceased to exist as a result of the merger or consolidation. 1 2 3 NAIC State of Name of Entity Company Code Domicile
6. 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? Yes [ ] No [ X ] N/A [ ] If yes, attach an explanation.
7.1 State as of what date the latest financial examination of the reporting entity was made or is being made...... 12/31/1999......
7.2 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...... 12/31/1999......
7.3 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)...... 07/12/2001......
7.4 By what department or departments?...... CONNECTICUT
8.1 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? (You need not report an action, either formal or informal, if a confidentiality clause is part of the agreement.) Yes [ ] No [ X ]
8.2 If yes, give full information:
9.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? Yes [ X ] No [ ] 9.2 If response to 9.1 is yes, please identify the name of the bank holding company. Citigroup Inc. 9.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ X ] No [ ] 9.4 If the response to 9.3 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 Office of Thrift Supervision (OTS), 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 7 Affiliate Name Location (City, State) FRB OCC OTS FDIC SEC Acci Securities, Inc...... New York, New York ...... X...... Acci World Wide, S.A. de C.V...... Mexico City, Mexico...... X...... AEL Holdings, Inc...... Wilmington, Delaware ...... X...... AEL Leasing Co., Inc...... Reading, Pennsylvania ...... X...... Arcadia 1992-B Receivables Capital Corp. Irving, Texas...... X...... Arcadia Financial Ltd...... Irving, Texas...... X...... Arcadia First GP Inc...... Irving, Texas...... X...... Arcadia Receivables Capital Corp...... Irving, Texas...... X...... Arcadia Receivables Conduit Corp...... Irving, Texas...... X...... Arcadia Receivables Finance Corp...... Irving, Texas...... X...... Arcadia Receivables Finance Corp. II...... Irving, Texas...... X...... Arcadia Receivables Finance Corp. III...... Irving, Texas...... X......
8 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Arcadia Receivables Finance Corp. IV...... Irving, Texas...... X...... Arcadia Receivables Finance Corp. V...... Irving, Texas...... X...... Arcadia Receivables Finance Corp. VI...... Irving, Texas...... X...... Arcadia Receivables Financing CorporationIrving, Texas...... X...... Arcadia Receivables Marketing Corp...... Irving, Texas...... X...... Arcadia Second GP Inc...... Irving, Texas...... X...... Asia Mortgage Finance...... New York, New York X...... Associated Madison Companies, Inc...... New York, New York X...... Associates Asset Backed Securities Corp. Irving, Texas...... X...... Associates Auto Club Services International,Irving, Inc. Texas...... X...... Associates Auto Club Services, Inc...... Irving, Texas...... X...... Associates Capital Bank, Inc...... Salt Lake City, Utah...... X...... Associates Capital Investments, L.L.C..... Irving, Texas...... X...... Associates Capital Services Corporation.. Irving, Texas...... X...... Associates Commercial Corporation
8.1 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Citibank (Nevada), National Association... Las Vegas, Nevada...... X...... Citibank (New York State)...... Perinton, New York...... X...... Citibank (South Dakota), National AssociationSioux Falls, South Dakota ...... X...... Citibank (West) Bancorp Inc...... San Francisco, CaliforniaX...... Citibank (West) Holdings Inc...... San Francisco, CaliforniaX...... Citibank (West), FSB...... San Francisco, California ...... X...... Citibank Delaware...... New Castle, Delaware ...... X...... Citibank Holdings (FB) LLC...... New Castle, DelawareX...... Citibank International...... Fort Lauderdale, FloridaX...... Citibank Mortgage Services, Inc...... Miami, Florida...... X...... Citibank Overseas Investment Corporation New Castle, Delaware ...... X...... Citibank Overseas Investment Corporation New Castle, DelawareX...... Citibank Service Corporation...... San Francisco, California ...... X...... Citibank USA, National Association...... Sioux Falls, South Dakota ...... X...... Citibank, Federal Savings Bank...... Reston, Virginia...... X...... Citibank, N.A...... New York, New York ...... X...... CitiCapital Commercial Corporation...... Irving, Texas...... X...... CitiCapital Commercial Leasing CorporationIrving, Texas...... X...... CitiCapital Trailer Rental, Inc...... Irving, Texas...... X...... Citicorp...... New York, New York X...... Citicorp (Mexico) Holdings LLC...... New York, New York X...... Citicorp Aircraft Management, Inc...... New Castle, Delaware ...... X...... Citicorp Bankers Leasing Corporation...... Harrison, New York...... X...... Citicorp Bankers Leasing Finance CorporationHarrison, New York...... X...... Citicorp Banking Corporation...... New Castle, DelawareX...... Citicorp Capital Investors Europe Limited. New Castle, DelawareX...... Citicorp Capital Investors, Limited...... New York, New York X...... Citicorp Card Services, Inc...... New Castle, DelawareX...... Citicorp Community Development, Inc...... New York, New York X...... Citicorp Credit Services, Inc...... Long Island City, New York...... X...... Citicorp Credit Services, Inc. (Maryland)... Hagerstown, Maryland ...... X...... Citicorp Credit Services, Inc. (USA)...... Kansas City, Missouri ...... X...... Citicorp Data Systems Incorporated...... San Antonio, Texas. X...... Citicorp Delaware Services, Inc...... New Castle, DelawareX...... Citicorp Del-Lease, Inc...... New Castle, Delaware ...... X...... Citicorp Development Center, Inc...... Los Angeles, California ...... X...... Citicorp Diners Club Inc...... Chicago, Illinois...... X...... Citicorp Electronic Commerce, Inc...... New York, New York ...... X...... Citicorp Electronic Financial Services, Inc. Chicago, Illinois...... X...... Citicorp Financial Guaranty Holdings, Inc. New York, New York ...... X...... Citicorp Funding, Inc...... New York, New York X...... Citicorp Global Holdings, Inc...... New Castle, DelawareX...... Citicorp Global Lease, Inc...... New Castle, DelawareX...... Citicorp Holdings (FB) LLC...... New Castle, DelawareX...... Citicorp Home Equity, Inc...... Baltimore, Maryland. X...... Citicorp Home Mortgage Services, Inc...... Baltimore, Maryland. X...... Citicorp Information Technology, Inc...... Parsippany, New JerseyX...... Citicorp Insurance Agency, Inc...... Washington, District of ...... Columbia ...... X...... Citicorp International Finance Corporation New Castle, DelawareX...... Citicorp International Trade Indemnity, Inc. New York, New York X...... Citicorp International Trading Company, Inc.New York, New York X...... Citicorp Investment Partners, Inc...... Wilmington, DelawareX...... Citicorp Investment Services...... Long Island City, New York...... X...... Citicorp Investor Lease, Inc...... New Castle, Delaware ...... X...... Citicorp Leasing International, Inc...... New Castle, DelawareX...... Citicorp Leasing, Inc...... New York, New York ...... X...... Citicorp Lescaman, Inc...... New York, New York X...... Citicorp Mezzanine Partners III, L.P...... New York, New York X...... Citicorp Mezzanine Partners, L.P...... New York, New York X...... Citicorp Mortgage Securities, Inc...... New York, New York ...... X...... Citicorp Multilease (SEF), Inc...... New Castle, Delaware ...... X...... Citicorp National Services, Inc...... St. Louis, Missouri... X...... Citicorp Nevada Credit, Inc...... Harrison, New York...... X...... Citicorp Nevada Leasing, Inc...... Harrison, New York...... X...... Citicorp North America, Inc...... New York, New York X...... Citicorp Payment Services, Inc...... Long Island City, New York...... X...... Citicorp Real Estate, Inc...... New York, New York ...... X...... Citicorp Securities Services, Inc...... New York, New York ...... X...... Citicorp Services Inc...... Chicago, Illinois...... X...... Citicorp Sierra Lease, Inc...... New Castle, DelawareX...... Citicorp Strategic Technology Corporation New York, New York X......
8.2 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Citicorp Subsahara Investments, Inc...... New Castle, DelawareX...... Citicorp Technology Holdings Inc...... Wilmington, DelawareX...... Citicorp Translease, Inc...... New York, New York X...... Citicorp Trust Bank, fsb...... Newark, Delaware...... X...... Citicorp Trust Company (Maryland)...... Baltimore, Maryland. X...... Citicorp Trust South Dakota...... Sioux Falls, South Dakota ...... X...... Citicorp Trust, N.A. (Florida)...... Palm Beach, Florida...... X...... Citicorp Trust, National Association...... Los Angeles, California ...... X...... Citicorp USA, Inc...... New York, New York ...... X...... Citicorp Vendor Finance, Inc...... Mahwah, New Jersey ...... X...... CitiDel, Inc...... New York, New York X...... CitiFinancial Alabama, Inc...... Baltimore, Maryland. X...... CitiFinancial Company...... Baltimore, Maryland. X...... CitiFinancial Company 373, LLC...... Baltimore, Maryland. X...... CitiFinancial Consumer Services, Inc...... Baltimore, Maryland. X...... CitiFinancial Corporation ...... Honolulu, Hawaii...... X...... CitiFinancial, Inc. ...... Baltimore, Maryland. X...... CitiFinancial, Inc.
8.3 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL CitiFinancial, Inc. NC...... Baltimore, Maryland. X...... CitiFinancial, Inc. NC 215, LLC...... Baltimore, Maryland. X...... Citigroup Alternative Investments General RealHartford, Estate Connecticut Mezzanine X...... Investments II, LLC ...... Citigroup Alternative Investments GP, LLC New York, New York X...... Citigroup Alternative Investments LLC...... New York, New York X...... Citigroup Alternative Investments Multi-AdviserNew Hedge York, NewFund York Portfolios ...... LLC ...... X...... Citigroup Alternative Investments OpportunityHartford, Fund III Connecticut Associates,X...... LLC ...... Citigroup Alternative Investments OpportunityHartford, Fund IV Connecticut Associates,X...... LLC ...... Citigroup Asset Management Limited...... London, England...... X...... Citigroup CCDE Investment Fund LLC..... Chicago, Illinois...... X...... Citigroup Employee Fund of Funds (Cayman)New I, LPYork, New York X...... Citigroup Employee Fund of Funds (DE-UK)New I, LP York, New York X...... Citigroup Employee Fund of Funds (Master NewFund) York, I, LP New York X...... Citigroup Employee Fund of Funds (UK) I, LPNew York, New York X...... Citigroup Employee Fund of Funds (US-UK)New I, LP York, New York X...... Citigroup Employee Fund of Funds I, LP... New York, New York X...... Citigroup FOF LLC...... New York, New York X...... Citigroup Holdings Company...... Wilmington, DelawareX...... Citigroup Insurance Holding Corporation... New York, New York X...... Citigroup Investments Inc...... New York, New York X...... Citigroup Payco I LLC...... New York, New York X...... Citigroup Payco II LLC...... New York, New York X...... Citigroup Payco III LLC...... New York, New York X...... Citigroup Payco LLC...... New York, New York X...... Citigroup Venture Capital GP Holdings, Ltd.New York, New York X...... Citigroup Washington, Inc...... Washington, District ofX...... Columbia ...... CitiHousing, Inc...... Sioux Falls, South Dakota ...... X...... CitiInsurance International Holdings Inc.... Hartford, Connecticut X...... CitiInsurance International Life Holdings I Inc.Hartford, Connecticut X...... CitiInsurance International Life Holdings II Inc.Hartford, Connecticut X...... CitiInsurance International PC Holdings I Inc.Hartford, Connecticut X...... CitiInsurance International PC Holdings II Inc.Hartford, Connecticut X...... CitiMae, Inc...... New York, New York ...... X...... Citimarlease (Burmah I), Inc. UTA (9/28/72)Wilmington, DelawareX...... Citimarlease (Burmah Liquegas), Inc. UTA (9/28/72)Wilmington, DelawareX...... Citimarlease (Burmah LNG Carrier), Inc. UTAWilmington, (9/28/72) DelawareX...... CitiMortgage Asset Management, Inc...... Garden City, New York ...... X...... CitiMortgage, Inc...... St. Louis, Missouri...... X...... Citishare Corporation...... Long Island City, New X...... York ...... CitiStreet Advisors LLC...... East Brunswick, New Jersey ...... X...... CitiStreet Equities LLC...... East Brunswick, New Jersey ...... X...... CitiStreet Financial Services LLC...... East Brunswick, New Jersey ...... X...... CitiStreet Funds Management LLC...... East Brunswick, New Jersey ...... X...... CitiStreet International, LLC...... Quincy, MassachusettsX...... CitiStreet LLC...... Quincy, MassachusettsX...... CitiStreet Mortgage Services, Inc...... East Brunswick, New JerseyX...... Cititrust (New Jersey) Limited...... Iselin, New Jersey...... X...... CMI of Delaware, Inc...... New York, New York X...... Commercial Credit International Banking CorporationBaltimore, Maryland. X...... Commercial Credit International, Inc...... Baltimore, Maryland. X...... Commetro Leasing, Inc...... Harrison, New York...... X...... Commonwealth Control, Inc...... Harrison, New York...... X...... Commonwealth Plan, Inc., The...... Harrison, New York...... X...... Commonwealth System, Inc., The...... Foster City, California ...... X...... Communico...... Century City, California ...... X...... Copelco Equipment Leasing Corporation.. Wilmington, Delaware ...... X...... Copelco Management Services, Inc...... Mt. Laurel, New Jersey ...... X...... Copelco Manager, Inc...... Mt. Laurel, New Jersey ...... X...... Corporate Housing Initiatives Fund LP...... New York, New York X...... Court Square Capital Limited...... New York, New York X...... CrossMar, Inc...... New York, New York X...... CVC Capital Funding, Inc...... New York, New York X...... CVC Management LLC...... New York, New York X...... CVC Partners, LLC...... New York, New York X...... Diners Club International Ltd...... Chicago, Illinois...... X...... Drake & Co., LLC...... New York, New York ...... X...... Driscoll Inc...... Addison, Texas...... X...... EAB Community Development Corp...... Uniondale, New York ...... X...... EAB Leasing Corp...... Reading, Pennsylvania ...... X...... Endeavor Fund I LLC...... Wilmington, DelawareX...... Ezlogin.com Inc...... Cupertino, California X......
8.4 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Financial Leasing Corporation...... Foster City, California ...... X...... First Century Management Company...... New York, New York X...... First Collateral Services, Inc...... Concord, California...... X...... First Estate Corporation...... San Francisco, California ...... X...... First Family Financial Services, Inc.
8.5 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Primerica Client Services, Inc.
8.6 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL Smith Barney Risk Investors, Inc...... New York, New York X...... Smith Barney Tidewater Futures Fund L.P. New York, New York X...... Smith Barney Venture Corp...... New York, New York X...... SOMSC Services, Inc...... Farmington Hills, Michigan ...... X...... Southwest Service Agreements, Inc...... Fort Worth, Texas.... X...... Spyonit.com, Inc...... Chicago, Illinois...... X...... SSB BB Inc...... New York, New York X...... SSB Capital Partners (Cayman) I, LP...... New York, New York X...... SSB Capital Partners (DE-UK) I, LP...... New York, New York X...... SSB Capital Partners (Master Fund) I, LP. New York, New York X...... SSB Capital Partners (UK) I, LP...... New York, New York X...... SSB Capital Partners (US-UK) I, LP...... New York, New York X...... SSB Capital Partners I, LP...... New York, New York X...... SSB Irish Investor LLC...... New York, New York X...... SSB Keeper Holdings LLC...... New York, New York X...... SSB Keeper Holdings LLC...... New York, New York X...... SSB Vehicle Securities Inc...... New York, New York X...... SSBCP GP I Corp...... New York, New York X...... SSBPIF GP Corp...... New York, New York X...... Stately & Co., L.L.C...... New York, New York ...... X...... Storms & Co., L.L.C...... New York, New York ...... X...... Stuart & Co., L.L.C...... New York, New York ...... X...... Student Loan Corporation, The...... Pittsford, New York...... X...... Sweeney & Co., L.L.C...... New York, New York ...... X...... Tantau Software...... Austin, Texas...... X...... TCEP Participation Corp...... New York, New York X...... TCP Corp...... New York, New York X...... The Associates Corporation...... Irving, Texas...... X...... The Associates Payroll Management ServiceIrving, Company, Texas...... Inc. X...... The Geneva Companies Inc...... New York, New York ...... X...... The Geneva Companies, LLC...... New York, New York X...... The Geneva Group, LLC...... New York, New York X...... The Travelers Investment Management CompanyHartford, Connecticut ...... X...... TheDebtCenter, L.L.C...... New York, New York X...... Tower Square Securities, Inc...... Hartford, Connecticut ...... X...... TranSouth Financial Corporation...... Irving, Texas...... X...... TranSouth Financial Corporation of Iowa.. Irving, Texas...... X...... TranSouth Mortgage Corporation...... Irving, Texas...... X...... Travelers Asset Management International CompanyHartford, ConnecticutLLC ...... X...... Travelers Auto Leasing Corporation...... Hartford, Connecticut X...... Travelers Distribution LLC...... Hartford, Connecticut ...... X...... Travelers Group Diversified Distribution Services,Hartford, Inc. Connecticut X...... Travelers Group Exchange, Inc...... Hartford, Connecticut X...... Travelers Group International LLC...... New York, New York X...... Travelers Investment Advisers, Inc...... New York, New York ...... X...... Tribeca Management LLC...... New York, New York ...... X...... TRV Employees Investments, Inc...... New York, New York X...... TRV/RCM Corp...... New York, New York X...... TRV/RCM LP Corp...... New York, New York X...... United States Auto Club, Motoring Division, Irving,Inc. Texas...... X...... United States Fleet Leasing, Inc...... Irving, Texas...... X...... Universal Bancorp Services, Inc...... Jacksonville, Florida ...... X...... Universal Card Services LLC...... Jacksonville, Florida ...... X...... Universal Financial Corp...... Salt Lake City, Utah...... X...... Verdugo Trustee Service Corporation...... Frederick, Maryland...... X...... Verochris Corporation...... Baltimore, Maryland. X...... VT Finance, Inc...... Irving, Texas...... X...... Wasco Funding Corp...... New York, New York ...... X...... Watchguard Registration Services, Inc..... Irving, Texas...... X...... Weber & Co., L.L.C...... New York, New York ...... X...... Wertheim Energy Corporation...... New York, New York X...... West Florida Investments, Inc...... Chicago, Illinois...... X...... West Suburban Investments, Inc...... Chicago, Illinois...... X...... West Suburban Investments, Inc. of CaliforniaChicago, Illinois...... X...... West Suburban Investments, Inc. of ColoradoChicago, Illinois...... X...... Winter Capital Consulting LLC...... New York, New York X...... Winter Capital International LLC...... New York, New York ...... X...... Winter Capital Management International LLCNew York, New York X...... Worcester Plan, Inc., The...... Harrison, New York...... X...... World Equity Partners, L.P...... New York, New York X...... World Subordinated Debt Partners, L.P.... New York, New York X......
8.7 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 1 - COMMON INTERROGATORIES GENERAL WS Management Company, Inc...... New York, New York X......
8.8 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY
GENERAL INTERROGATORIES (continued) (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) INVESTMENT
10.1 Has there been any change in the reporting entity's own preferred or common stock? Yes [ ] No [ X ] 10.2 If yes, explain:... 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: $...... 13,642,419 13. Amount of real estate and mortgages held in short-term investments: ...... 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 Current Quarter Statement Value Statement Value 14.21 Bonds...... 14.22 Preferred Stock...... 14.23 Common Stock...... $...... 21,000,467 $...... 22,509,552 14.24 Short-Term Investments...... 14.25 Mortgages, Loans or Real Estate...... 14.26 All Other...... $...... 11,692,948 $...... 16,226,067 14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26)...... $...... 32,693,415 $...... 38,735,620 14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above ...... 14.29 Receivable from Parent not included in Lines 14.21 to 14.26 above...... 15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ X ] No [ ] 15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ X ] No [ ] If no, attach a description with this statement. 16. Excluding items in Schedule E, 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 Part 1-General, Section IV. H-Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ] 16.1 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 4 Chase Metrotech Center 18th Fl, Brooklyn, NY 11245
16.2 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)
16.3 Have there been any changes, including name changes, in the custodian(s) identified in 16.1 during the current quarter? Yes [ ] No [ X ] 16.4 If yes, give full and complete information relating thereto: 1 2 3 4 Old Custodian New Custodian Date of Change Reason
16.5 Identify all investment advisors, brokers/dealers or individuals acting on behalf of broker/dealers that have access to the investment accounts, handle securities and have authority to make investments on behalf of the reporting entity: 1 2 3 Central Registration Depository Name(s) Address N/A
9 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY GENERAL INTERROGATORIES (continued) (Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted) PART 2 - LIFE & HEALTH
1. Report the statement value of mortgage loans at the end of this reporting period for the following categories: 1
1.1 Long-term mortgages in good standing Amount 1.11 Farm mortgages...... $...... 44,325,616 1.12 Residential mortgages...... $...... 1.13 Commercial mortgages...... $...... 31,158,282 1.14 Total mortgages in good standing...... $...... 75,483,898
1.2 Long-term mortgages in good standing with restructured terms 1.21 Total mortgages in good standing...... $......
1.3 Long-term mortgage loans upon which interest is overdue more than three months 1.31 Farm mortgages...... $...... 1.32 Residential mortgages...... $...... 1.33 Commercial mortgages...... $...... 1.34 Total mortgages with interest overdue more than three months...... $...... 0
1.4 Long-term mortgage loans in process of foreclosure 1.41 Farm mortgages...... $...... 1.42 Residential mortgages...... $...... 1.43 Commercial mortgages...... $...... 1.44 Total mortgages in process of foreclosure...... $...... 0
1.5 Total mortgage loans (Lines 1.14 + 1.21 + 1.34 + 1.44) (Page 2, Column 3, Lines 3.1 + 3.2) ...... $...... 75,483,898
1.6 Long-term mortgages foreclosed, properties transferred to real estate in current quarter 1.61 Farm mortgages...... $...... 2,908,239 1.62 Residential mortgages...... $...... 1.63 Commercial mortgages...... $...... 1.64 Total mortgages foreclosed and transferred to real estate...... $...... 2,908,239
10 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE A - VERIFICATION 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 1,541 ...... 1,541 2. Increase (decrease) by adjustment...... 3. Cost of acquired...... 2,908,239 ...... 4. Cost of additions to and permanent improvements...... 164,502 ...... 5. Total profit (loss) on sales...... 6. Increase (decrease) by foreign exchange adjustment...... 7. Amount received on sales...... 8. Book/adjusted carrying value at end of current period...... 3,074,282 ...... 1,541 9. Total valuation allowance...... 10. Subtotal (Lines 8 plus 9)...... 3,074,282 ...... 1,541 11. Total nonadmitted amounts...... 12. Statement value, current period (Page 2, real estate lines, current period)...... 3,074,282 ...... 1,541 SCHEDULE B - VERIFICATION 1 2 Prior Year Ended Year to Date December 31 1. Book value/recorded investment excluding accrued interest on mortgages owned, December 31 of prior year...... 74,317,429 ...... 79,996,807 2. Amount loaned during period: 2.1 Actual cost at time of acquisitions...... 5,000,000 ...... 11,300,000 2.2 Additional investment made after acquisitions...... 1,732,265 3. Accrual of discount and mortgage interest points and commitment fees...... 47,029 ...... 188,117 4. Increase (decrease) by adjustment...... 5. Total profit (loss) on sale...... (448,416) ...... 6. Amounts paid on account or in full during the period...... 3,432,144 ...... 18,899,760 7. Amortization of premium...... 8. Increase (decrease) by foreign exchange adjustment...... 9. Book value/recorded investment excluding accrued interest on mortgages owned at end of current period...... 75,483,898 ...... 74,317,429 10. Total valuation allowance...... 11. Subtotal (Lines 9 plus 10)...... 75,483,898 ...... 74,317,429 12. Total nonadmitted amounts...... 13. Statement value of mortgages owned at end of current period...... 75,483,898 ...... 74,317,429 SCHEDULE BA - VERIFICATION Other Invested Assets Included in Schedule BA 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of long-term invested assets owned, December 31 of prior year...... 43,835,483 ...... 79,814,544 2. Cost of acquisitions during period: 2.1 Actual cost at time of acquisitions...... 1 ...... 2,003 2.2 Additional investment made after acquisitions...... 1,198,470 ...... 9,177,069 3. Accrual of discount...... 4. Increase (decrease) by adjustment...... (419,801) ...... (2,681,191) 5. Total profit (loss) on sale...... (127,426) ...... (295,622) 6. Amounts paid on account or in full during the period...... 1,531,534 ...... 42,407,296 7. Amortization of premium...... 395 ...... 198 8. Increase (decrease) by foreign exchange adjustment...... 87,674 ...... 226,175 9. Book/adjusted carrying value of long-term invested assets at end of current period...... 43,042,472 ...... 43,835,483 10. Total valuation allowance...... 11. Subtotal (Lines 9 plus 10)...... 43,042,472 ...... 43,835,483 12. Total nonadmitted amounts...... 13. Statement value of long-term invested assets at end of current period...... 43,042,472 ...... 43,835,483 SCHEDULE D - VERIFICATION 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year...... 1,627,409,579 ...... 1,156,570,878 2. Cost of bonds and stocks acquired...... 484,302,151 ...... 1,303,883,922 3. Accrual of discount...... 3,694,401 ...... 4. Increase (decrease) by adjustment...... 531,753 ...... (12,264,864) 5. Increase (decrease) by foreign exchange adjustment...... 153,390 ...... 561,479 6. Total profit (loss) on disposal...... 625,302 ...... 20,186,576 7. Consideration for bonds and stocks disposed of...... 208,173,933 ...... 841,528,413 8. Amortization of premium...... 2,086,508 ...... 9. Book/adjusted carrying value, current period...... 1,906,456,136 ...... 1,627,409,579 10. Total valuation allowance...... 11. Subtotal (Lines 9 plus 10)...... 1,906,456,136 ...... 1,627,409,579 12. Total nonadmitted amounts...... 13. Statement value (Lines 11 minus 12)...... 1,906,456,136 ...... 1,627,409,579
11
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity During the Current Quarter for all Bonds and Preferred Stock by Rating Class 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 of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year
BONDS
1. Class 1...... 1,316,465,855 ...... 1,367,117,720 ...... 1,217,221,832 ...... 19,166,973 ...... 1,485,528,716 ...... 1,316,465,855
2. Class 2...... 484,768,795 ...... 80,695,278 ...... 35,054,872 ...... (27,716,476) ...... 502,692,725 ...... 484,768,795
3. Class 3...... 98,932,866 ...... 7,094,024 ...... 19,775,762 ...... 3,300,542 ...... 89,551,670 ...... 98,932,866
4. Class 4...... 37,112,450 ...... 11,175,159 ...... 7,576,289 ...... 5,047,120 ...... 45,758,440 ...... 37,112,450
5. Class 5...... 13,863,658 ...... 1,511,566 ...... 1,204,225 ...... 191,159 ...... 14,362,158 ...... 13,863,658
6. Class 6...... 2,511,762 ...... 106,851 ...... 25,251 ...... 732,326 ...... 3,325,688 ...... 2,511,762 12 7. Total Bonds...... 1,953,655,386 ...... 1,467,700,596 ...... 1,280,858,231 ...... 721,644 ...... 2,141,219,396 ...... 0 ...... 0 ...... 1,953,655,386
PREFERRED STOCK
8. Class 1...... 3,112,800 ...... 3,112,800 ...... 3,112,800
9. Class 2...... 5,107,510 ...... 4,661,447 ...... 446,063 ...... 5,107,510
10. Class 3...... 739,058 ...... (141,740) ...... 597,318 ...... 739,058
11. Class 4...... 804,510 ...... 182,926 ...... 987,436 ...... 804,510
12. Class 5...... 50,107 ...... 17,550 ...... (49,491) ...... 18,166 ...... 50,107
13. Class 6...... 30 ...... 2,625 ...... 2,655 ...... 30
14. Total Preferred Stock...... 9,814,015 ...... 17,550 ...... 4,661,447 ...... (5,680) ...... 5,164,438 ...... 0 ...... 0 ...... 9,814,015
15. Total Bonds and Preferred Stock...... 1,963,469,400 ...... 1,467,718,146 ...... 1,285,519,678 ...... 715,964 ...... 2,146,383,834 ...... 0 ...... 0 ...... 1,963,469,400 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE DA - PART 1 Short-Term Investments Owned End of Current Quarter 1 2 3 4 5 Book/Adjusted Actual Amount of Interest Paid for Accrued Carrying Value Par Value Cost Received Current Quarter Interest
8099999. Totals...... 263,290,123 ...... XXX...... 263,286,848 ......
SCHEDULE DA - PART 2 - Verification Short-Term Investments Owned 1 2 Prior Year Ended Year to Date December 31
1. Book/adjusted carrying value, December 31 of prior year...... 357,944,559 ...... 114,283,095
2. Cost of short-term investments acquired...... 983,415,995 ...... 3,313,087,139
3. Increase (decrease) by adjustment...... 6,539 ...... 42,652
4. Increase (decrease) by foreign exchange adjustment...... 39 ...... 406
5. Total profit (loss) on disposal of short-term investments...... 212 ...... (105,499)
6. Consideration received on disposal of short-term investments...... 1,078,077,220 ...... 3,069,363,235
7. Book/adjusted carrying value, current period...... 263,290,123 ...... 357,944,559
8. Total valuation allowance......
9. Subtotal (Lines 7 plus 8)...... 263,290,123 ...... 357,944,559
10. Total nonadmitted amounts......
11. Statement value (Lines 9 minus 10)...... 263,290,123 ...... 357,944,559
12. Income collected during period...... 2,002,704 ...... 976,362
13. Income earned during period...... 2,115,382 ...... 922,949
13 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY
Sch. DB-Part F-Section 1 NONE
Sch. DB-Part F-Section 2 NONE
Sch. S NONE
14, 15, 16 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS Allocated by States and Territories 1 Direct Business Only Life Contracts 4 5 6 2 3 Accident and Health Is Insurer Insurance Premiums, Deposit-Type Licensed? Life Insurance Annuity Including Policy, Mem- Contract Other States, Etc. (Yes or No) Premiums Considerations bership and Other Fees Funds Considerations 1. Alabama...... AL ...... YES...... 968,099 ...... 6,186,626 ...... 2. Alaska...... AK ...... YES...... 37,964 ...... 964,986 ...... 3. Arizona...... AZ ...... YES...... 2,873,407 ...... 11,223,967 ...... 4. Arkansas...... AR ...... YES...... 462,493 ...... 1,634,821 ...... 5. California...... CA ...... YES...... 12,941,217 ...... 53,094,941 ...... (238,677) ...... 6. Colorado...... CO ...... YES...... 733,505 ...... 6,451,061 ...... 7. Connecticut...... CT ...... YES...... 3,470,736 ...... 6,559,274 ...... 8. Delaware...... DE ...... YES...... 753,586 ...... 1,503,619 ...... 15,814 ...... 9. District of Columbia...... DC ...... YES...... 252,396 ...... 810,601 ...... 10. Florida...... FL ...... YES...... 8,748,830 ...... 35,095,555 ...... 11. Georgia...... GA ...... YES...... 1,225,531 ...... 8,306,914 ...... 12. Hawaii...... HI ...... YES...... 473,856 ...... 3,975,537 ...... 13. Idaho...... ID ...... YES...... 157,995 ...... 342,310 ...... 14. Illinois...... IL ...... YES...... 3,997,972 ...... 37,673,479 ...... 15. Indiana...... IN ...... YES...... 903,860 ...... 6,512,238 ...... 16. Iowa...... IA ...... YES...... 229,420 ...... 2,977,579 ...... 17. Kansas...... KS ...... YES...... 525,967 ...... 3,543,251 ...... 18. Kentucky...... KY ...... YES...... 170,948 ...... 5,215,849 ...... 19. Louisiana...... LA ...... YES...... 753,133 ...... 2,862,837 ...... 20. Maine...... ME ...... YES...... 106,760 ...... 1,100,844 ...... 21. Maryland...... MD ...... YES...... 1,254,292 ...... 6,985,190 ...... 126,435 ...... 22. Massachusetts...... MA ...... YES...... 4,063,154 ...... 11,980,764 ...... 23. Michigan...... MI ...... YES...... 1,727,944 ...... 13,794,895 ...... 63,000 ...... 24. Minnesota...... MN ...... YES...... 1,394,899 ...... 9,994,826 ...... 25. Mississippi...... MS ...... YES...... 236,935 ...... 1,482,396 ...... 26. Missouri...... MO ...... YES...... 1,957,048 ...... 7,183,978 ...... 27. Montana...... MT ...... YES...... 149,880 ...... 115,449 ...... 28. Nebraska...... NE ...... YES...... 358,834 ...... 2,228,429 ...... 29. Nevada...... NV ...... YES...... 316,647 ...... 2,047,912 ...... 29,466 ...... 30. New Hampshire...... NH ...... YES...... 31,274 ...... (64,715) ...... 223,440 ...... 31. New Jersey...... NJ ...... YES...... 8,099,040 ...... 16,866,479 ...... 32. New Mexico...... NM ...... YES...... 538,711 ...... 1,052,673 ...... 33. New York...... NY ...... NO...... 18,309,801 ...... 1,738,024 ...... 34. North Carolina...... NC ...... YES...... 2,931,807 ...... 4,313,692 ...... 35. North Dakota...... ND ...... YES...... 37,261 ...... 183,796 ...... 36. Ohio...... OH ...... YES...... 3,174,099 ...... 15,769,374 ...... 37. Oklahoma...... OK ...... YES...... 242,459 ...... 2,579,564 ...... 38. Oregon...... OR ...... YES...... 836,277 ...... 3,150,046 ...... 39. Pennsylvania...... PA ...... YES...... 5,384,705 ...... 23,099,311 ...... 7,052 ...... 40. Rhode Island...... RI ...... YES...... 328,872 ...... 1,663,933 ...... 41. South Carolina...... SC ...... YES...... 1,574,853 ...... 4,659,178 ...... 42. South Dakota...... SD ...... YES...... (216,576) ...... 819,582 ...... 43. Tennessee...... TN ...... YES...... 615,974 ...... 3,214,245 ...... 44. Texas...... TX ...... YES...... 4,680,482 ...... 23,013,037 ...... 45. Utah...... UT ...... YES...... 711,417 ...... 3,664,361 ...... 46. Vermont...... VT ...... YES...... 129,363 ...... 1,144,801 ...... 47. Virginia...... VA ...... YES...... 1,522,616 ...... 8,647,752 ...... 13,609 ...... 48. Washington...... WA ...... YES...... 2,491,713 ...... 8,803,523 ...... 49. West Virginia...... WV ...... YES...... 543,122 ...... 1,810,106 ...... 50. Wisconsin...... WI ...... YES...... 2,823,126 ...... 5,894,665 ...... 190,387 ...... 51. Wyoming...... WY ...... YES...... 17,645 ...... 52. American Samoa...... AS ...... NO...... 53. Guam...... GU ...... NO...... 54. Puerto Rico...... PR ...... YES...... 750,189 ...... 15,846 ...... 55. US Virgin Islands...... VI ...... NO...... 6,761 ...... 56. Canada...... CN ...... NO...... 41,811 ...... 57. Aggregate Other Alien...... OT ...... XXX...... 59,120 ...... 428,272 ...... 0 ...... 0 ...... 0 58. Subtotal...... (a)...... 51 ...... 106,913,231 ...... 384,317,674 ...... 0 ...... 430,526 ...... 0 90. Reporting entity contributions for employee benefit plans...... XXX...... 91. Dividends or refunds applied to purchase paid-up additions and annuities...... XXX...... 92. Dividends or refunds applied to shorten endowment or premium paying period...... XXX...... 93. Premium or annuity considerations waived under disability or other contract provisions...... XXX...... 94. Aggregate other amounts not allocable by State...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 95. Totals (Direct Business)...... XXX...... 106,913,231 ...... 384,317,674 ...... 0 ...... 430,526 ...... 0 96. Plus Reinsurance Assumed...... XXX...... 97. Totals (All Business)...... XXX...... 106,913,231 ...... 384,317,674 ...... 0 ...... 430,526 ...... 0 98. Less Reinsurance Ceded...... XXX...... 10,635,062 ...... 1,663,132 ...... 99. Totals (All Business) less Reinsurance Ceded...... XXX...... 96,278,169 ...... 382,654,542 ...... 0 ...... 430,526 ...... 0 DETAILS OF WRITE-INS 5701. Mexico...... XXX...... 4,810 ...... 5702. Bahamas...... XXX...... 2,652 ...... 5703. Others...... XXX...... 51,657 ...... 428,272 ...... 5798. Summary of remaining write-ins for line 57 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 5799. Total (Lines 5701 thru 5703 plus 5798) (Line 57 above)...... XXX...... 59,120 ...... 428,272 ...... 0 ...... 0 ...... 0 9401...... XXX...... 9402...... XXX...... 9403...... XXX...... 9498. Summary of remaining write-ins for line 94 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9499. Total (Lines 9401 thru 9403 plus 9498) (Line 94 above)...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 (a) Insert the number of yes responses except for Canada and Other Alien.
17
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE Y – INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 – ORGANIZATIONAL CHART
Citigroup Inc. Delaware 52-1568099 … Associated Madison Companies, Inc. Delaware 13-3140258 … … Citigroup Insurance Holding Corporation Georgia 58-1708749 … … … The Travelers Insurance Company - Accident Dept. (39357) * Connecticut 06-0566090 … … … The Travelers Insurance Company - Life Dept. (87726) * Connecticut 06-0566090 … … … … American Financial Life Insurance Company (92541) * Texas 75-1686164 … … … … One Financial Place Corporation Delaware 06-1576470 … … … … Plaza LLC Connecticut N/A … … … … … Keeper Holdings LLC Delaware N/A … … … … … Travelers Asset Management International Company LLC New York N/A … … … … Primerica Life Insurance Company (65919) * Massachusetts 04-1590590 … … … … … CitiLife Financial Ltd. * Ireland N/A … … … … … National Benefit Life Insurance Company (61409) * New York 23-1618791 … … … … … Primerica Financial Services (Canada) Ltd. Canada N/A … … … … … … Primerica Life Insurance Company of Canada * Canada N/A … … … … The Travelers Life and Annuity Company (80950) * Connecticut 06-0904249 … … … … TLA Holdings LLC Connecticut N/A … … … … … Citigroup Mortgage Securities Corporation Connecticut 06-1096065 … … … … … The Prospect Company Delaware N/A … … … … Travelers International Investments Ltd. Cayman Islands 98-0187886 … … … … Tribeca Citigroup Investments Ltd. Cayman Islands 98-0378985 18 … … … … Umbrella Bear, Inc. Florida 06-1501680 … … Primerica Financial Services, Inc. Nevada 88-0269888 … … SL&H Reinsurance, Ltd. * Nevis Island 59-2578257 … Citigroup Investments Inc. Delaware 06-1497445 … Salomon Smith Barney Holdings, Inc. New York 22-1660266 … Citigroup Holdings Company Delaware 06-1551348 … … Citicorp Delaware 06-1515595 … … … Citibank Delaware Delaware 13-3124129 … … … … Citicorp Life Insurance Company (80322) * Arizona 43-0979556 … … … … … Citicorp Assurance Co. (45039) * Delaware 51-0335119 … … … … … First Citicorp Life Insurance Company (92746) * New York 13-3078429 … … … Citibank, N.A. USA 13-5266470 … … … … Citibank Overseas Investment Corporation USA 13-6097632 … … … … … Associates International Holdings Corp. New York 06-1034218 … … … … … … ACONA B.V. The Netherlands N/A … … … … … … … Associates Financial Corporation Limited United Kingdom N/A … … … … … … … … Cumberland Insurance Company Limited * United Kingdom N/A … … … … … … … … Cumberland Life Assurance Co. Limited * United Kingdom N/A … … … … … Nessus Investment Corporation Delaware 13-2675270 … … … … … … Citibank Pty Limited Australia N/A … … … … … … … Citicorp Limited Australia N/A … … … … … … … … Citicorp General Insurance Limited * Australia N/A … … … … … … … … Citicorp Life Insurance Limited * Australia N/A … … … Citicorp (Mexico) Holdings LLC Delaware N/A … … … … Grupo Financiero Banamex, S.A. de C.V. Mexico N/A … … … … … Seguros Banamex, S.A. de C.V., Integrante del Grupo Financiero Banamex * Mexico N/A … … … Citicorp Banking Corporation Delaware 13-3012736 … … … … Associates First Capital Corporation Delaware 06-0876639 … … … … … Associates Capital Corporation of Canada Canada N/A
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE Y – INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP PART 1 – ORGANIZATIONAL CHART
… … … … … … CitiFinancial Canada, Inc. Canada N/A … … … … … … … London and Midland General Insurance Company * Canada N/A … … … … … Associates Financial Life Insurance Company (71838) * Tennessee 62-0636062 … … … … … … Associates Financial Life Insurance Company of Texas (90883) * Texas 75-1695469 … … … … … Atlantic General Insurance Limited * Bermuda N/A … … … … … Atlantic Reinsurance Limited * Bermuda N/A … … … … … CitiFinancial Credit Company Delaware 52-0883351 … … … … … … American Health and Life Insurance Company (60518) * Texas 52-0696632 … … … … … … CitiFinancial Administrative Services, Inc. Texas 75-2855422 … … … … … … Commercial Credit Insurance Services, Inc. Maryland 52-0255715 … … … … … … Triton Insurance Company (41211) * Missouri 59-2174734 … … … … … … World Service Life Insurance Company (97926) * Colorado 63-0454528 … … … … … Financial Reassurance Company, Ltd. * Bermuda N/A … … … … Citicorp Insurance USA, Inc. (10572) * Vermont 13-3288998 … … … … Citicorp International Insurance Company, Ltd. * Bermuda N/A … … … … Citicorp International Trade Indemnity, Inc. (27111) * New Jersey 13-3377194 … … … … Citilife S.A./N.V. * Belgium N/A … … … … Copelco Reinsurance Company, Ltd. * Bermuda N/A … … … … Siembra Seguros de Retiro S.A. * Argentina N/A … … … … Siembra Seguros de Vida S.A. * Argentina N/A 18.1 … … … CitiInsurance International Holdings Inc. Delaware 06-1597037 … … … … Citi Fubon Life Insurance Company Hong Kong Limited * Hong Kong N/A … … … … CitiInsurance do Brasil Vida e Previdencia S.A. * Brazil N/A … … … … CitiInsurance Polska Towarzystwo Ubezpieczen na Zycie Spolka Akcyjna * Poland N/A Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY 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 SVO Compliance Certification be filed with this statement? YES
2. Will the Trusteed Surplus Statement be filed with the State of Domicile and the NAIC with this statement? NO
EXPLANATIONS:
BAR CODE:
*80950200349000001*
19 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY Overflow Page for Write-Ins
20
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE A - PART 2 Showing all Real Estate ACQUIRED During the Current Quarter 1 Location 4 5 6 7 8 9 2 3 Expended for Book/Adjusted Carrying Additions and Date Amount of Value Less Permanent Description of Property City State Acquired Name of Vendor Actual Cost Encumbrances Encumbrances Improvements Acquired by Internal Transfer RE# 12942 Pavich A...... Bakersfield...... CA...... 02/03/2003 Traveler's Life & Annuity...... 2,098,239 ...... 3,072,741 ...... 164,502 0299999. Totals...... 2,098,239 ...... 0 ...... 3,072,741 ...... 164,502 9999999. Totals...... 2,098,239 ...... 0 ...... 3,072,741 ...... 164,502 E01
SCHEDULE A - PART 3 Showing all Real Estate SOLD During the Quarter, Including Payments During the Final Year on "Sales Under Contract" 1 Location 4 5 6 7 8 9 10 11 12 13 14 15 16 2 3 Expended for Increase Additions, Gross Income Taxes, (Decrease) Permanent Book/Adjusted Foreign Earned Repairs, Increase by Foreign Improvements Carrying Exchange Realized Total Less Interest and Disposal (Decrease) Exchange and Changes in Value Less Amounts Profit (Loss) Profit (Loss) Profit (Loss) Incurred on Expenses Description of Property City State Date Name of Purchaser Actual Cost by Adjustment Adjustment Encumbrances Encumbrances Received on Sale on Sale on Sale Encumbrances Incurred NONE
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE B - PART 1 Showing all Mortgage Loans ACQUIRED During the Current Quarter 1 Location 4 5 6 7 8 9 10 11
2 3 Book Value/Recorded Increase (Decrease) Value of Date of Last Loan Date Rate of Investment Excluding Increase (Decrease) by Foreign Exchange Land and Appraisal Loan Number City State Type Acquired Interest Accrued Interest by Adjustment Adjustment Buildings or Valuation Mortgages in Good Standing Commercial Mortgages - All Other 30232371...... New York...... NY...... 03/17/2003...... 5.505 ...... 5,000,000 ...... 7,976,190 ...... 03/19/2003...... 0599999. Total - Mortgages in Good Standing - Commercial Mortgages - All Other...... 5,000,000 ...... 0 ...... 0 ...... 7,976,190 ...... XXX...... 0899999. Total - Mortgages in Good Standing...... 5,000,000 ...... 0 ...... 0 ...... 7,976,190 ...... XXX...... 9999999. Totals...... 5,000,000 ...... 0 ...... 0 ...... 7,976,190 ...... XXX...... E02
SCHEDULE B - PART 2 Showing all Mortgage Loans SOLD, Transferred or Paid in Full During the Current Quarter 1 Location 4 5 6 7 8 9 10 11 12 13 2 3 Book Value/ Increase Book Value/ Recorded Investment Increase (Decrease) by Recorded Investment Foreign Exchange Realized Total Loan Date Excluding Accrued (Decrease) Foreign Exchange Excluding Accrued Consideration Profit (Loss) Profit (Loss) Profit (Loss) Loan Number City State Type Acquired Interest Prior Year by Adjustment Adjustment Interest at Disposition Received on Sale on Sale on Sale Mortgages Transferred 206500-0...... TERRA BELLA...... CA...... 07/31/1996...... 914,709 ...... 938,486 ...... 938,486 ...... 0 206501-0...... TERRA BELLA...... CA...... 07/31/1996...... 2,418,168 ...... 2,418,168 ...... 1,969,752 ...... (448,416) ...... (448,416) 0399999. Total - Mortgages Transferred...... 3,332,878 ...... 0 ...... 0 ...... 3,356,655 ...... 2,908,239 ...... 0 ...... (448,416) ...... (448,416) 9999999. Totals...... 3,332,878 ...... 0 ...... 0 ...... 3,356,655 ...... 2,908,239 ...... 0 ...... (448,416) ...... (448,416)
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE BA - PART 1 Showing Other Long-Term Invested Assets ACQUIRED During the Current Quarter 1 Location 4 5 6 7 8 9 10 2 3 Book/Adjusted Increase (Decrease) Number of Units Name of Date Actual Amount of Carrying Value Increase (Decrease) by Foreign and Description City State Vendor Acquired Cost Encumbrances Less Encumbrances by Adjustment Exchange Adjustment Joint Venture or Partnership Interests That Have Underlying Characteristics of Other Blackstone Capital Partners IV LP <.1% Ownership...... NY...... Direct...... 01/09/2003...... 1 ...... 1 ...... Thayer Equity Investors V, LP <.1% Ownership...... DC...... Direct...... 01/09/2003...... 0 ...... 0 ...... 1099999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other...... 1 ...... 0 ...... 1 ...... 0 ...... 0 9999999. Totals...... 1 ...... 0 ...... 1 ...... 0 ...... 0
E03 SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets SOLD, Transferred or Paid in Full During the Current Quarter 1 Location 4 5 6 7 8 9 10 11 12 13 Book/Adjusted Increase Book/ 2 3 Carrying (Decrease) Adjusted Foreign Value Less Increase by Foreign Carrying Value Exchange Realized Total Number of Units Name of Purchaser or Date Encumbrances (Decrease) by Exchange Less Encumbrances Consideration Profit (Loss) Profit (Loss) Profit (Loss) and Description City State Nature of Disposition Acquired Prior Year Adjustment Adjustment at Disposition Received on Sale on Sale on Sale Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks Euclid Partners III, LP...... NY...... Withdrawal...... 04/01/1992 ...... 4,636 ...... 3,998 ...... 3,998 ...... 0 ...... 0 Gilde Buyout Fund II LP...... NL...... Equity Method...... 08/14/2002 ...... 811 ...... 811 0899999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks...... 4,636 ...... 0 ...... 0 ...... 3,998 ...... 3,998 ...... 811 ...... 0 ...... 811 Joint Venture or Partnership Interests That Have Underlying Characteristics of Other EURO TL Invts LLC...... CT...... Equity Method...... 09/01/1998 ...... (57,890) ...... (57,890) EURO TL Invts LLC...... CT...... Equity Method...... 04/25/2001 ...... (70,348) ...... (70,348) 1099999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... (128,237) ...... 0 ...... (128,237) 9999999. Totals...... 4,636 ...... 0 ...... 0 ...... 3,998 ...... 3,998 ...... (127,426) ...... 0 ...... (127,426)
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 CUSIP Date Number of Paid for Accrued NAIC Identification Description Acquired Name of Vendor Shares of Stock Actual Cost Par Value Interest and Dividends Designation (a) Bonds - U.S. Government 3128X0-B4-0...... FHLMC Nt 4.375% 02/04/10...... 02/05/2003...... Prudential Securities Inc...... 5,011,945 ...... 5,000,000 ...... 1,215 1...... 912810-CG-1...... US of Amer Treasury Bd 9.125% 05/15/09...... 02/04/2003...... Bear Stearns & Co...... 43,863 ...... 40,000 ...... 827 1...... 912810-FP-8...... US of Amer Treasury Bd 5.375% 02/15/31...... 03/21/2003...... JP Morgan Securities...... 95,006 ...... 90,000 ...... 494 1...... 912828-AU-4...... US of Amer Treasury W/I 3.875% 02/15/13...... 03/19/2003...... Merrill Lynch...... 891,663 ...... 894,000 ...... 3,098 1...... 912833-PC-8...... US of Amer Treasury Str 0.000% 02/15/27...... 03/20/2003...... Morgan Stanley Dean Witter...... 1,926,680 ...... 7,000,000 ...... 1...... 912833-PE-4...... US of Amer Treasury Str 0.000% 08/15/27...... 03/17/2003...... Morgan Stanley Dean Witter...... 5,528,000 ...... 20,000,000 ...... 1...... 0399999. Total - Bonds - U.S. Government...... 13,497,157 ...... 33,024,000 ...... 5,634 ...... XXX...... Bonds - All Other Government Foreign 040114-GG-9...... Argentina (Rep of) Bd 12.250% 06/19/18...... 03/12/2003...... First Boston Corp...... 59,886 ...... 315,191 ...... 6...... 040114-GH-7...... Argentina (Rep of) Bd 12.000% 06/19/31...... 03/13/2003...... First Boston Corp...... 28,003 ...... 156,880 ...... 6...... 105756-AP-5...... Brazil (Rep of) Bd 11.000% 08/17/40...... 03/19/2003...... UBS Warburgh Securities Inc...... 224,308 ...... 306,000 ...... 3,007 4...... 195325-AK-1...... Colombia (Rep of) Bd 7.625% 02/15/07...... 02/04/2003...... UBS Warburgh Securities Inc...... 97,206 ...... 103,000 ...... 3,752 3...... 195325-AM-7...... Colombia (Rep of) Bd 8.625% 04/01/08...... 02/04/2003...... UBS Warburgh Securities Inc...... 82,976 ...... 87,000 ...... 2,626 3...... 195325-AW-5...... Colombia (Rep of) Bk Gt 9.750% 04/09/11...... 02/05/2003...... Salomon Smith Barney...... 125,793 ...... 123,781 ...... 4,056 3...... 221597-AJ-6...... Costa Rica (Rep of) Nt 6.914% 01/31/08...... 01/24/2003...... Deutsche Bank...... 174,000 ...... 174,000 ...... 3...... 25714P-AC-2...... Dominican Rep Bd 9.040% 01/23/13...... 02/13/2003...... Various...... 210,055 ...... 213,000 ...... 405 3...... 283875-AL-6...... El Salvador (Rep of) Bd 7.750% 01/24/23...... 02/25/2003...... First Boston Corp...... 94,530 ...... 92,000 ...... 792 2Z...... 470160-AR-3...... Jamaica (Govt of) Nt 10.625% 06/20/17...... 02/05/2003...... UBS Warburgh Securities Inc...... 20,955 ...... 22,000 ...... 325 3...... 698299-AD-6...... Panama (Rep of) Emergin 8.875% 09/30/27...... 02/25/2003...... Various...... 395,476 ...... 395,000 ...... 13,846 3...... 715638-AN-2...... Peru (Rep of) Nt 9.875% 02/06/15...... 03/10/2003...... UBS Warburgh Securities Inc...... 152,925 ...... 149,000 ...... 1,108 3...... 718286-AP-2...... Philippines (Rep of) Nt 10.625% 03/16/25...... 03/12/2003...... Various...... 486,319 ...... 477,000 ...... 14,187 3...... E04 718286-AT-4...... Philippines (Rep of) Nt 9.000% 02/15/13...... 01/08/2003...... Morgan Stanley Dean Witter...... 86,108 ...... 89,000 ...... 1,068 3...... 900123-AL-4...... Turkey (Rep of) Sr Unsu 11.875% 01/15/30...... 03/24/2003...... Various...... 439,501 ...... 481,000 ...... 10,542 4...... 900123-AQ-3...... Turkey (Rep of) Nt 10.500% 01/13/08...... 01/07/2003...... UBS Warburgh Securities Inc...... 95,565 ...... 92,000 ...... 1,530 4...... 900123-AR-1...... Turkey (Rep of) Nt 11.000% 01/14/13...... 03/19/2003...... Salomon Smith Barney...... 388,970 ...... 403,000 ...... 8,161 4...... 91086Q-AG-3...... Utd Mexican Sts Bd 8.300% 08/15/31...... 01/24/2003...... UBS Warburgh Securities Inc...... 194,820 ...... 191,000 ...... 7,222 2...... 91086Q-AK-4...... Utd Mexican Sts Nt 6.375% 01/16/13...... 01/15/2003...... UBS Warburgh Securities Inc...... 100,623 ...... 102,000 ...... 90 2...... P8055Q-AD-4...... Ecuador (Rep of) 6.000% 08/15/30...... 03/27/2003...... Various...... 239,480 ...... 469,000 ...... 6,376 5...... P97497-AL-8...... Venezuela (Rep of) Brad 2.313% 12/18/07...... 03/21/2003...... Morgan Stanley Dean Witter...... 85,655 ...... 119,048 ...... 749 5...... TT3163-06-6...... Brazil (Rep of) Brady B 8.000% 04/15/14...... 03/26/2003...... Various...... 587,025 ...... 747,466 ...... 26,348 4Z...... X74344-DM-5...... Russia (Ministry Fin) B 5.000% 03/31/30...... 03/20/2003...... Various...... 459,754 ...... 557,000 ...... 10,331 3...... Foreign...... 4,829,933 ...... 5,864,366 ...... 116,521 ...... XXX...... 1099999. Total - Bonds - All Other Government...... 4,829,933 ...... 5,864,366 ...... 116,521 ...... XXX...... Bonds - Special Revenue and Special Assessment United States 31283H-K6-1...... FHLMC 30-Year Fixed 7.000% 03/01/31...... 03/07/2003...... Morgan Stanley Dean Witter...... 18,451,571 ...... 17,500,008 ...... 40,833 1...... 31288F-PW-8...... FHLMC 30-Year Fixed 5.000% 02/01/33...... 02/07/2003...... Bank of America...... 2,969,553 ...... 2,996,710 ...... 4,995 1...... 31288F-VX-9...... FHLMC 30-Year Fixed 5.000% 03/01/33...... 02/07/2003...... Bank of America...... 2,679,329 ...... 2,703,832 ...... 4,506 1...... 3128GL-BD-3...... FHLMC 15-Year Fixed 6.000% 05/01/16...... 03/06/2003...... Goldman Sachs & Co...... 6,295,004 ...... 6,000,599 ...... 17,002 1...... 3128GQ-YC-9...... FHLMC 15-Year Fixed 6.000% 02/01/17...... 03/06/2003...... Goldman Sachs & Co...... 4,196,667 ...... 4,000,398 ...... 11,334 1...... 3128GR-FX-2...... FHLMC 15-Year Fixed 6.000% 03/01/17...... 03/06/2003...... Goldman Sachs & Co...... 6,295,003 ...... 6,000,598 ...... 17,002 1...... 3128GS-6S-1...... FHLMC 15-Year Fixed 6.000% 05/01/17...... 03/06/2003...... Goldman Sachs & Co...... 4,196,667 ...... 4,000,397 ...... 11,334 1...... 31292H-UN-2...... FHLMC 30-Year Fixed 5.000% 01/01/33...... 02/07/2003...... Bank of America...... 2,014,317 ...... 2,032,739 ...... 3,388 1...... 31292H-UR-3...... FHLMC 30-Year Fixed 5.000% 02/01/33...... 02/07/2003...... Bank of America...... 12,131,777 ...... 12,242,726 ...... 20,405 1...... 31294K-J7-1...... FHLMC 15-Year Fixed 5.500% 08/01/17...... 03/07/2003...... First Boston Corp...... 18,277,930 ...... 17,500,000 ...... 45,451 1...... 31339L-YW-4...... FHLMC 2391 ZE 6.000% 08/25/28...... 03/01/2003...... Interest Capitalization...... 64,020 ...... 64,020 ...... 1PE...... 3133TM-7G-5...... FHLMC 2182 ZC 7.500% 09/15/29...... 03/01/2003...... Interest Capitalization...... 48,114 ...... 48,114 ...... 1...... 3133TR-4H-5...... FHLMC 2274 ZM 6.500% 01/15/31...... 03/01/2003...... Interest Capitalization...... 92,499 ...... 92,499 ...... 1PE...... 3133TU-YS-1...... FHLMC 2353 AZ 6.000% 09/15/31...... 03/01/2003...... Interest Capitalization...... 81,231 ...... 81,231 ...... 1PE...... 31359H-WH-3...... FNMA 1994-79 Z 7.000% 04/25/24...... 02/01/2003...... Interest Capitalization...... 31,463 ...... 31,463 ...... 1...... 31359S-E7-1...... FNMA 2001-12 ZB 7.000% 05/25/31...... 03/01/2003...... Interest Capitalization...... 121,114 ...... 121,114 ...... 1PE...... 31392R-E3-1...... FHLMC 2469 Z 6.000% 07/15/32...... 03/01/2003...... Interest Capitalization...... 30,912 ...... 30,912 ...... 1PE......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 CUSIP Date Number of Paid for Accrued NAIC Identification Description Acquired Name of Vendor Shares of Stock Actual Cost Par Value Interest and Dividends Designation (a) 31392U-TM-6...... FHLMC 2502 ZC 6.000% 09/15/32...... 03/01/2003...... Interest Capitalization...... 99,466 ...... 99,466 ...... 1PE...... 31400Q-VU-4...... FNMA 30-Year Fixed 5.000% 04/01/33...... 03/05/2003...... Bank of America...... 7,044,844 ...... 7,000,000 ...... 11,667 1...... 888290-DR-1...... FNMA 15-Year Fixed Doll 5.000% 12/17/17...... 11/05/2002...... Freddie Mac...... (48,956,859) ...... (48,850,000) ...... 1...... 888307-FM-2...... FHLMC GOLD 30-Year Fixe 6.000% 01/14/33...... 12/06/2002...... Goldman Sachs & Co...... (2,612,555) ...... (2,550,000) ...... 1...... 888308-FM-0...... FHLMC GOLD 30-Year Fixe 5.500% 01/14/33...... 12/05/2002...... Countrywide...... (1,505,156) ...... (1,500,000) ...... 1...... 888310-FN-4...... FNMA 15-Year Fixed TBA 5.000% 01/21/18...... 12/09/2002...... First Boston Corp...... (803,677) ...... (794,000) ...... 1...... 888312-DR-3...... FHLMC 30-Year Fixed Dol 5.500% 01/14/33...... 12/17/2002...... Lehman Brothers Inc...... (11,284,000) ...... (11,200,000) ...... 1...... 888320-DR-6...... FHLMC 30-Year Fixed Dol 5.500% 02/13/33...... 01/07/2003...... Various...... 12,789,156 ...... 12,700,000 ...... 1...... 888321-DR-4...... FHLMC 30-Year Fixed Dol 6.000% 02/13/33...... 01/07/2003...... Deutsche Bank...... 2,612,555 ...... 2,550,000 ...... 1...... 888325-DR-5...... FNMA 15-Year Fixed Doll 5.000% 03/18/18...... 01/10/2003...... Various...... 79,449,047 ...... 78,850,000 ...... 1...... 888349-DR-5...... FNMA 15-Year Fixed Doll 4.500% 04/21/18...... 03/12/2003...... Lehman Brothers Inc...... 20,189,063 ...... 20,000,000 ...... 1...... 888353-FM-6...... FHLMC GOLD 30-Year Fixe 5.000% 04/14/33...... 03/27/2003...... JP Morgan Securities...... 298,125 ...... 300,000 ...... 1...... 888354-FN-2...... FNMA 15-Year Fixed TBA 5.500% 04/21/18...... 03/27/2003...... Bear Stearns & Co...... 517,422 ...... 500,000 ...... 1...... U.S...... 135,814,602 ...... 132,552,826 ...... 187,917 ...... XXX...... United States...... 135,814,602 ...... 132,552,826 ...... 187,917 ...... XXX...... 3199999. Total - Bonds - Special Revenue & Special Assessments...... 135,814,602 ...... 132,552,826 ...... 187,917 ...... XXX...... Bonds - Public Utilities United States 15189X-AA-6...... Centerpoint Energ Houst 5.700% 03/15/13...... 03/13/2003...... Salomon Smith Barney...... 298,896 ...... 300,000 ...... 2PE...... 15189X-AB-4...... Centerpoint Energ Houst 6.950% 03/15/33...... 03/13/2003...... Salomon Smith Barney...... 695,989 ...... 700,000 ...... 2Z...... 15189Y-AA-4...... Centerpoint Energy Inc 7.875% 04/01/13...... 03/18/2003...... Banc One...... 1,000,000 ...... 1,000,000 ...... 3Z...... 29364G-YY-3...... Entergy Corp 8 Yr Sr Nt 7.060% 03/15/11...... 03/27/2003...... Direct...... 1,700,000 ...... 1,700,000 ...... 2Z......
E04.1 62937M-AC-3...... NRG Energy South Cent S 8.962% 03/15/16...... 09/15/2002...... Direct...... 25,500 ...... 25,500 ...... 6...... 826428-AE-4...... Sierra Pac Res Sr Nt 7.250% 02/14/10...... 02/11/2003...... Merrill Lynch...... 40,000 ...... 40,000 ...... 4...... United States...... 3,760,385 ...... 3,765,500 ...... 0 ...... XXX...... 3899999. Total - Bonds - Public Utilities...... 3,760,385 ...... 3,765,500 ...... 0 ...... XXX...... Bonds - Industrial and Miscellaneous United States 00077B-5X-7...... Abn Amro Mtg Corp 2002- 5.000% 01/25/18...... 03/18/2003...... Bear Stearns & Co...... 14,975,997 ...... 14,807,104 ...... 59,640 1PE...... 00103R-AR-7...... Aesop Fdg II LLC 2003-2 2.740% 06/20/07...... 02/27/2003...... Banc One...... 9,999,891 ...... 10,000,000 ...... 1Z...... 00103R-AT-3...... Aesop Fdg II LLC 2003-2 3.610% 06/20/09...... 02/27/2003...... Banc One...... 9,995,979 ...... 10,000,000 ...... 1Z...... 001546-AG-5...... AK Steel Corp Co Gtd 7.750% 06/15/12...... 03/28/2003...... Various...... 134,636 ...... 148,000 ...... 3,391 4...... 001669-AK-6...... AMC Entmt Inc Sr Sub Nt 9.500% 02/01/11...... 02/21/2003...... Various...... 74,603 ...... 78,000 ...... 319 5...... 008685-AB-5...... Ahold Fin USA Inc Co Gt 6.875% 05/01/29...... 03/27/2003...... Various...... 148,868 ...... 206,000 ...... 5,304 4...... 01310Q-CF-0...... Albertsons Inc Nt 7.000% 07/21/17...... 02/03/2003...... Spear Leeds & Kellogg...... 272,984 ...... 245,000 ...... 3,097 2PE...... 014383-AC-7...... Alderwoods Grp Inc Co G 12.250% 01/02/09...... 03/26/2003...... Various...... 166,281 ...... 182,000 ...... 5,531 4Z...... 03027R-AC-7...... Amern Tower Escrow Unit 0.000% 08/01/08...... 03/28/2003...... Various...... 150,824 ...... 239,000 ...... 5...... 03072S-EN-1...... Ameriquest Mtg Secs Inc 1.905% 12/26/33...... 01/22/2003...... Banc One...... 2,141,613 ...... 2,141,613 ...... 1PE...... 03072S-EX-9...... Ameriquest Mtg Secs Inc 1.715% 02/25/33...... 01/24/2003...... Morgan Stanley Dean Witter...... 2,967,116 ...... 2,967,116 ...... 1PE...... 031652-AM-2...... Amkor Tech Inc Sr Nt 9.250% 02/15/08...... 01/22/2003...... Goldman Sachs & Co...... 24,640 ...... 28,000 ...... 1,166 4...... 042476-AD-3...... Armstrong World Ind Inc 6.500% 08/15/05...... 01/23/2003...... Bear Stearns & Co...... 39,770 ...... 82,000 ...... 6...... 042476-AH-4...... Armstrong World Ind Inc 7.450% 05/15/29...... 01/09/2003...... UBS Warburgh Securities Inc...... 27,840 ...... 58,000 ...... 6...... 054802-AD-5...... Aztar Corp Sr Sub Nt 8.875% 05/15/07...... 02/19/2003...... Various...... 102,618 ...... 103,000 ...... 2,343 4...... 055381-AK-3...... BE Aerospace Sr Sub Nt 8.875% 05/01/11...... 03/28/2003...... Various...... 40,155 ...... 63,000 ...... 2,248 5...... 060506-7L-0...... Bk of Amer Mtg Sec 2003 3.929% 04/25/33...... 03/10/2003...... Bank of America...... 10,099,950 ...... 10,000,000 ...... 26,193 1Z...... 06050H-UH-9...... Bk of Amer Mtg Sec 2002 6.000% 09/25/32...... 12/13/2002...... Bank of America...... (1,971,683) ...... (1,949,146) ...... (9,421) 1PE...... 087851-AM-3...... Beverly Enterprises Inc 9.000% 02/15/06...... 02/21/2003...... Various...... 78,739 ...... 102,000 ...... 3,547 4...... 111500-##-1...... Brittany Apts FHA Proj 6.500% 12/31/41...... 12/24/2001...... Merrill Lynch...... 23,378 ...... 23,509 ...... 98 1...... 12558M-BG-6...... CIT Group Home Equity L 2.350% 04/20/27...... 03/03/2003...... JP Morgan Securities...... 9,999,309 ...... 10,000,000 ...... 15,667 1PE...... 12558M-BH-4...... CIT Group Home Equity L 2.790% 03/20/29...... 03/03/2003...... Bank of America...... 3,999,255 ...... 4,000,000 ...... 7,440 1PE...... 126304-AG-9...... CSC Hldgs Inc Deb 7.875% 02/15/18...... 01/14/2003...... Merrill Lynch...... 385,784 ...... 400,000 ...... 13,300 4...... 126671-RX-6...... Countrywide ABS Ctf 200 4.800% 05/25/32...... 03/05/2003...... Goldman Sachs & Co...... 2,659,719 ...... 2,600,000 ...... 3,120 1Z...... 143436-AE-3...... Carmike Cinemas Inc Nt 10.375% 02/01/09...... 03/24/2003...... Merrill Lynch...... 30,880 ...... 32,000 ...... 516 5......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 CUSIP Date Number of Paid for Accrued NAIC Identification Description Acquired Name of Vendor Shares of Stock Actual Cost Par Value Interest and Dividends Designation (a) 14743R-AB-9...... Case Corp Nt 7.250% 01/15/16...... 03/24/2003...... Various...... 82,460 ...... 108,000 ...... 1,424 3...... 15134Q-AB-5...... Centennial Cellular Cor 10.750% 12/15/08...... 03/20/2003...... Various...... 41,345 ...... 68,000 ...... 1,206 5...... 172973-LK-3...... Citicorp Mtg Sec Inc 20 5.250% 02/25/33...... 01/24/2003...... Merrill Lynch...... 2,618,180 ...... 2,600,000 ...... 10,238 1PE...... 184502-AD-4...... Clear Channel Comms Inc 6.875% 06/15/18...... 01/02/2003...... Lehman Brothers Inc...... 1,865,052 ...... 1,800,000 ...... 7,563 2PE...... 194832-AA-9...... Collins & Aikman Prods 11.500% 04/15/06...... 03/28/2003...... Various...... 205,673 ...... 239,000 ...... 11,749 4...... 194832-AD-3...... Collins & Aikman Prods 10.750% 12/31/11...... 02/14/2003...... UBS Warburgh Securities Inc...... 20,130 ...... 22,000 ...... 328 4...... 195554-GF-1...... Colonial Bk Sub Nt 9.375% 06/01/11...... 02/06/2003...... Keefe Burnett Woods...... 333,405 ...... 300,000 ...... 5,469 2...... 205363-AF-1...... Computer Sciences Corp 5.000% 02/15/13...... 02/11/2003...... Merrill Lynch...... 394,984 ...... 400,000 ...... 1...... 228227-AB-0...... Crown Castle Intl Corp 10.625% 11/15/07...... 02/28/2003...... Various...... 301,250 ...... 340,000 ...... 9,011 5...... 228255-AH-8...... Crown Cork & Seal Co In 7.375% 12/15/26...... 03/28/2003...... Various...... 106,525 ...... 149,000 ...... 2,124 4...... 246688-AF-2...... Delhaize Amer Inc Co Gt 9.000% 04/15/31...... 02/11/2003...... Various...... 80,655 ...... 86,000 ...... 2,380 3...... 247361-YG-7...... Delta Airls Inc Nt 8.300% 12/15/29...... 03/27/2003...... Various...... 128,015 ...... 211,000 ...... 2,212 4...... 25459H-AA-3...... DIRECTV Hldgs Fin Sr Nt 8.375% 03/15/13...... 02/25/2003...... Deutsche Bank...... 158,000 ...... 158,000 ...... 4...... 256069-AE-5...... Dobson Comms Corp Sr Nt 10.875% 07/01/10...... 02/19/2003...... Various...... 39,263 ...... 44,000 ...... 393 5...... 26483E-AB-6...... Dun & Bradstreet Corp N 6.625% 03/15/06...... 01/03/2003...... Lehman Brothers Inc...... 3,613,577 ...... 3,325,000 ...... 69,144 2...... 268766-BY-7...... EOP Operating LP Sr Nt 5.875% 01/15/13...... 01/09/2003...... Goldman Sachs & Co...... 2,191,464 ...... 2,200,000 ...... 2PE...... 269803-AD-4...... Eagle-Picher Ind Co Gtd 9.375% 03/01/08...... 03/25/2003...... Various...... 121,733 ...... 156,000 ...... 879 5...... 29444N-AF-9...... Equistar Chemicals LP S 10.125% 09/01/08...... 03/18/2003...... Various...... 191,443 ...... 207,000 ...... 4,538 4...... 299808-AA-3...... Everest Reinsurance Hld 8.500% 03/15/05...... 03/07/2003...... RBC Dain Rauscher Inc...... 659,076 ...... 600,000 ...... 25,075 1...... 30604@-AA-3...... Falcon Comms LLC Term L 3.540% 12/31/07...... 01/27/2003...... Direct...... 16,250 ...... 16,250 ...... 3...... 30605*-AB-2...... Falcon Comms LLC Term L 3.290% 06/01/07...... 01/15/2003...... Direct...... 12,880 ...... 12,880 ...... 3...... 31430Q-AL-1...... Felcor Lodging LP Co Gt 8.500% 06/01/11...... 03/25/2003...... Various...... 345,706 ...... 376,000 ...... 6,492 4......
E04.2 316326-AC-1...... Fidelity Natl Finl Inc 7.300% 08/15/11...... 03/10/2003...... Bank of America...... 228,766 ...... 200,000 ...... 1,136 2...... 316326-AD-9...... Fidelity Natl Finl Inc 5.250% 03/15/13...... 03/06/2003...... Lehman Brothers Inc...... 793,976 ...... 800,000 ...... 2PE...... 33764P-AA-9...... Firstmerit Bank Bd 8.625% 04/01/10...... 01/02/2003...... RBC Dain Rauscher Inc...... 584,020 ...... 500,000 ...... 11,500 2...... 37033L-FS-0...... Gen Mills Inc Nt 6.733% 02/05/08...... 01/31/2003...... Morgan Stanley Dean Witter...... 1,778,640 ...... 1,600,000 ...... 2...... 373298-BY-3...... Georgia-Pacific Corp Sr 9.375% 02/01/13...... 02/10/2003...... Various...... 209,085 ...... 209,000 ...... 219 3...... 382550-AH-4...... Goodyear Tire & Rubber 7.857% 08/15/11...... 03/25/2003...... Various...... 180,010 ...... 263,000 ...... 5,181 4...... 391648-AK-8...... Gtr Bay Bancorp Nt 5.250% 03/31/08...... 03/19/2003...... Keefe Burnett Woods...... 494,580 ...... 500,000 ...... 2PE...... 40423Q-AE-7...... HMH Properties Inc Co G 7.875% 08/01/05...... 03/24/2003...... Various...... 65,895 ...... 68,000 ...... 1,918 3...... 416592-AC-7...... Hartford Life Inc Deb 7.650% 06/15/27...... 03/05/2003...... Goldman Sachs & Co...... 2,294,480 ...... 2,000,000 ...... 36,125 1PE...... 420781-AC-0...... Hayes Lemmerz Intl Inc 11.875% 06/15/06...... 03/17/2003...... UBS Warburgh Securities Inc...... 21,465 ...... 42,000 ...... 6...... 421924-AP-6...... Healthsth Rehabilitatio 10.750% 10/01/08...... 01/14/2003...... Spear Leeds & Kellogg...... 26,100 ...... 29,000 ...... 918 6...... 422777-AA-0...... Hedged Mutual Fd Fee Tr 4.140% 11/30/10...... 03/13/2003...... Citibank...... 600,000 ...... 600,000 ...... 828 1Z...... 42332Q-AU-7...... Heller Fin Coml Mtg 7.715% 01/17/34...... 01/09/2003...... Goldman Sachs & Co...... 5,300,833 ...... 4,778,720 ...... 13,313 1...... 428291-AC-2...... Hexcel Corp Sr Sub Nt 9.750% 01/15/09...... 02/24/2003...... Various...... 90,100 ...... 106,000 ...... 811 5...... 431282-AF-9...... Highwoods Rlty LP Sr Nt 7.500% 04/15/18...... 01/10/2003...... Amherst Securities...... 1,397,175 ...... 1,500,000 ...... 28,125 2...... 436255-AC-7...... Hollywood Park Inc Co G 9.250% 02/15/07...... 03/13/2003...... Various...... 86,785 ...... 98,000 ...... 2,187 5...... 437305-AC-9...... Home Products Intl Inc 9.625% 05/15/08...... 03/10/2003...... First Boston Corp...... 68,400 ...... 76,000 ...... 2,261 5...... 447012-AB-1...... Huntsman ICI Chem Co Gt 10.125% 07/01/09...... 02/27/2003...... Various...... 33,240 ...... 39,000 ...... 656 5...... 44701Q-AF-9...... Huntsman Intl LLC Sr Nt 9.875% 03/01/09...... 02/04/2003...... Various...... 80,893 ...... 80,000 ...... 3,306 4...... 44978N-AA-3...... ING Cap Fdg Tr III Co G 8.439% 12/29/49...... 01/29/2003...... Merrill Lynch...... 115,165 ...... 100,000 ...... 774 1Z...... 45005P-AA-2...... IRT Ppty Co Mtn 7.770% 04/01/06...... 02/03/2003...... Amherst Securities...... 306,393 ...... 300,000 ...... 8,094 2PE...... 45031U-AA-9...... Istar Finl Inc Sr Nt 7.000% 03/15/08...... 03/11/2003...... Deutsche Bank...... 100,000 ...... 100,000 ...... 3Z...... 45768Y-AG-7...... Insight Midwest Cap Nt 9.750% 10/01/09...... 02/19/2003...... Various...... 244,070 ...... 255,000 ...... 7,732 4...... 45881K-AB-0...... Intermet Corp Co Gtee 9.750% 06/15/09...... 03/21/2003...... Various...... 100,170 ...... 109,000 ...... 2,328 4...... 460690-AS-9...... Interpublic Group Cos I 4.500% 03/15/23...... 03/11/2003...... JP Morgan Securities...... 74,000 ...... 74,000 ...... 2Z...... 464592-AB-0...... Isle of Capri Casinos I 8.750% 04/15/09...... 02/14/2003...... Various...... 85,815 ...... 87,000 ...... 2,616 4...... 466210-AB-7...... JLG Inds Inc Co Gtd 8.375% 06/15/12...... 02/27/2003...... Various...... 85,393 ...... 103,000 ...... 1,508 4...... 46625H-AT-7...... JP Morgan Chase & Co Su 5.750% 01/02/13...... 01/23/2003...... JP Morgan Securities...... 2,042,240 ...... 2,000,000 ...... 20,764 1PE...... 46625M-TX-7...... JP Morgan Chase Coml Mt 4.985% 01/12/37...... 03/21/2003...... JP Morgan Securities...... 2,009,890 ...... 2,000,000 ...... 7,478 1Z...... 46625M-VR-7...... JP Morgan Chase Coml Mt 4.767% 05/12/35...... 03/28/2003...... JP Morgan Securities...... 1,205,933 ...... 1,200,000 ...... 1,615 1Z...... 47508X-AB-1...... Jefferson Smurfit Corp 8.250% 10/01/12...... 01/06/2003...... Bear Stearns & Co...... 28,840 ...... 28,000 ...... 661 4...... 492386-AD-9...... Kerr Mcgee Corp Deb 7.000% 11/01/11...... 03/13/2003...... Goldman Sachs & Co...... 1,005,000 ...... 1,000,000 ...... 26,639 2PE......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 CUSIP Date Number of Paid for Accrued NAIC Identification Description Acquired Name of Vendor Shares of Stock Actual Cost Par Value Interest and Dividends Designation (a) 501044-CE-9...... Kroger Co Nt 5.500% 02/01/13...... 01/21/2003...... JP Morgan Securities...... 5,689,113 ...... 5,700,000 ...... 2PE...... 52108H-PN-8...... LB UBS Coml Mtg Tr 2003 4.394% 03/15/32...... 03/11/2003...... Lehman Brothers Inc...... 4,220,927 ...... 4,200,000 ...... 4,614 1Z...... 52729N-AC-4...... Level 3 Comm Inc Sr Nt 9.125% 05/01/08...... 02/25/2003...... Various...... 108,960 ...... 163,000 ...... 4,348 5...... 52736R-AM-4...... Levi Strauss & Co Sr Nt 12.250% 12/15/12...... 03/27/2003...... Various...... 179,875 ...... 189,000 ...... 7,440 4...... 530718-AB-1...... Liberty Media Corp Deb 0.750% 03/30/23...... 03/20/2003...... Bank of America...... 109,335 ...... 111,000 ...... 2Z...... 549463-AE-7...... Lucent Techs Deb 6.450% 03/15/29...... 03/18/2003...... Various...... 99,640 ...... 181,000 ...... 4,011 5...... 552075-AA-1...... William Lyon Homes Sr N 10.750% 04/01/13...... 03/24/2003...... Various...... 229,493 ...... 233,000 ...... 176 4Z...... 552078-AM-9...... Lyondell Petrochemical 9.875% 05/01/07...... 02/14/2003...... Various...... 145,633 ...... 153,000 ...... 3,737 3...... 58984S-AA-4...... Meristar Hospitality Op 9.125% 01/15/11...... 03/10/2003...... Various...... 152,668 ...... 190,000 ...... 1,278 4...... 58984Y-AD-5...... Meristar Hospitality Co 9.000% 01/15/08...... 01/06/2003...... Lehman Brothers Inc...... 22,250 ...... 25,000 ...... 1,088 4...... 591160-AB-2...... Metaldyne Corp Sr Sub N 11.000% 06/15/12...... 03/28/2003...... Various...... 186,840 ...... 229,000 ...... 3,344 4...... 615322-AN-4...... Monumental Global Fdg I 3.850% 03/03/08...... 02/04/2003...... Morgan Stanley Dean Witter...... 999,980 ...... 1,000,000 ...... 1...... 617446-HR-3...... Morgan Stanley Nt 5.300% 03/01/13...... 02/19/2003...... Morgan Stanley Dean Witter...... 896,607 ...... 900,000 ...... 1...... 61746W-YS-3...... Morgan Stanley Dean Wit 1.725% 11/25/32...... 01/15/2003...... Morgan Stanley Dean Witter...... 4,195,077 ...... 4,195,077 ...... 1PE...... 617697-ZZ-3...... Morganite Inds Inc 7 Yr 6.230% 03/06/10...... 03/06/2003...... Direct...... 1,100,000 ...... 1,100,000 ...... 2Z...... 638671-AE-7...... Nationwide Mutual Ins N 7.875% 04/01/33...... 03/20/2003...... First Boston Corp...... 777,096 ...... 800,000 ...... 1PE...... 666807-AP-7...... Northrop Grumman Corp D 7.750% 03/01/16...... 01/17/2003...... First Boston Corp...... 9,991,658 ...... 8,410,000 ...... 256,570 2PE...... 682188-AB-3...... ON Semiconductor Corp B 13.000% 05/15/08...... 03/13/2003...... Deutsche Bank...... 64,240 ...... 73,000 ...... 3,078 5Z...... 69073T-AB-9...... Owens Brockway Glass Se 8.875% 02/15/09...... 02/18/2003...... Various...... 134,295 ...... 133,000 ...... 4,563 4...... 697933-AP-4...... Panamsat Corp Co Gtd 8.500% 02/01/12...... 02/26/2003...... Various...... 119,815 ...... 124,000 ...... 849 4...... 700690-AQ-3...... Park Place Entmt Sr Sub 7.875% 03/15/10...... 02/27/2003...... Various...... 265,383 ...... 265,000 ...... 8,688 3...... 708160-BK-1...... Penney (JC) Co Inc Deb 6.900% 08/15/26...... 01/10/2003...... Samco...... 42,473 ...... 42,000 ...... 1,208 3......
E04.3 709668-AB-3...... Penton Media Inc Co Gte 10.375% 06/15/11...... 01/27/2003...... Various...... 5,280 ...... 12,000 ...... 155 5...... 72925#-AG-2...... Plum Creek Timberlands 4.960% 01/21/08...... 01/22/2003...... Direct...... 1,100,000 ...... 1,100,000 ...... 2Z...... 72925#-AJ-6...... Plum Creek Timberlands 6.180% 01/21/13...... 01/22/2003...... Direct...... 1,000,000 ...... 1,000,000 ...... 2Z...... 740540-AE-9...... Premier Parks Inc Dr Di 0.000% 04/01/08...... 02/20/2003...... Various...... 153,994 ...... 166,000 ...... 4...... 74157K-AF-8...... Primedia Inc Sr Nt 8.875% 05/15/11...... 02/25/2003...... Various...... 133,043 ...... 141,000 ...... 2,951 4...... 7425A0-AJ-9...... Prin Life Global Bd 5.250% 01/15/13...... 01/07/2003...... Amro Securities (USA) Inc...... 3,994,760 ...... 4,000,000 ...... 1Z...... 7425A0-AW-0...... Prin Life Global Nt 5.050% 03/15/15...... 03/03/2003...... Merrill Lynch...... 4,973,200 ...... 5,000,000 ...... 1Z...... 74432G-AB-3...... Prudential Coml Mtg Tr 4.493% 02/11/36...... 03/07/2003...... Merrill Lynch...... 1,005,465 ...... 1,000,000 ...... 2,371 1Z...... 74956M-AB-6...... RFS LP Co Gtee 9.750% 03/01/12...... 02/10/2003...... First Boston Corp...... 31,000 ...... 31,000 ...... 1,360 4...... 750236-AG-6...... Radian Group Inc Nt 5.625% 02/15/13...... 02/11/2003...... Bank of America...... 1,488,360 ...... 1,500,000 ...... 1PE...... 75040K-AC-3...... Radiologix Inc Co Gtd 10.500% 12/15/08...... 03/26/2003...... Various...... 82,729 ...... 93,000 ...... 2,686 3...... 755111-BN-0...... Raytheon Co Bd 5.375% 04/01/13...... 03/25/2003...... First Boston Corp...... 2,974,590 ...... 3,000,000 ...... 2Z...... 760985-RS-2...... Residential Asset Mtg P 5.750% 07/25/05...... 01/14/2003...... Bear Stearns & Co...... 901,426 ...... 48,172 1PE...... 76118P-AC-7...... Resorts Intl 1st Mtg 11.500% 03/15/09...... 02/25/2003...... Various...... 117,139 ...... 131,000 ...... 5,816 4...... 769507-AJ-3...... Riverwood Intl Corp Co 10.875% 04/01/08...... 03/04/2003...... UBS Warburgh Securities Inc...... 15,760 ...... 16,000 ...... 754 5...... 779268-AE-1...... Roundys Inc Sr Sub Nt 8.875% 06/15/12...... 03/27/2003...... Bear Stearns & Co...... 113,960 ...... 116,000 ...... 2,376 4...... 781904-AF-4...... Rural Cellular Corp Sr 9.750% 01/15/10...... 03/18/2003...... Various...... 140,320 ...... 212,000 ...... 3,553 5...... 786429-AN-0...... Safeco Corp Sr Nt 7.250% 09/01/12...... 03/28/2003...... Various...... 3,416,110 ...... 3,000,000 ...... 17,924 2PE...... 800907-AE-7...... Sanmina-Sci Corp Co Gtd 10.375% 01/15/10...... 01/03/2003...... Various...... 133,456 ...... 131,000 ...... 566 3...... 812404-AF-8...... Sears Roebuck Accep Cor 6.750% 09/15/05...... 02/03/2003...... Merrill Lynch...... 412,240 ...... 400,000 ...... 10,575 2PE...... 814138-AK-9...... Prologis Tr Deb 7.625% 07/01/17...... 02/07/2003...... Legg Mason...... 223,516 ...... 200,000 ...... 1,737 2PE...... 828783-AT-7...... Simon DeBartolo Group L 7.375% 06/15/18...... 01/10/2003...... Lehman Brothers Inc...... 3,177,690 ...... 3,000,000 ...... 18,438 2...... 851785-##-2...... Springs at Silverbell P 6.400% 01/23/42...... 01/17/2002...... Merrill Lynch...... 37,517 ...... 39,026 ...... 183 1...... 857555-AH-9...... Stater Brothers Hldgs S 10.750% 08/15/06...... 02/14/2003...... Various...... 162,795 ...... 160,000 ...... 6,113 4...... 87264Q-AA-8...... TRW Automotive Inc Sr S 11.000% 02/15/13...... 03/24/2003...... Various...... 170,573 ...... 171,000 ...... 1,947 4...... 87264Q-AG-5...... TRW Automotive Inc Sr N 9.375% 02/15/13...... 03/17/2003...... Various...... 252,475 ...... 255,000 ...... 1,608 4...... 87287V-AB-8...... TSI Telecomm Svc Sr Sub 12.750% 02/01/09...... 03/28/2003...... Lehman Brothers Inc...... 11,280 ...... 12,000 ...... 259 4...... 879299-AC-9...... Telecorp PCS Inc Co Gtd 0.000% 04/15/09...... 01/31/2003...... First Boston Corp...... 96,960 ...... 101,000 ...... 2...... 88033G-AV-2...... Tenet Healthcare Corp S 6.875% 11/15/31...... 01/24/2003...... Goldman Sachs & Co...... 74,978 ...... 87,000 ...... 902 2...... 881609-AL-5...... Tesoro Pete Corp Sr Sub 9.625% 04/01/12...... 03/14/2003...... Various...... 246,343 ...... 285,000 ...... 12,554 4...... 885200-##-2...... Thorn Grove Proj Ln 6.510% 01/23/42...... 01/17/2002...... Merrill Lynch...... 6,742 ...... 6,939 ...... 34 1......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 CUSIP Date Number of Paid for Accrued NAIC Identification Description Acquired Name of Vendor Shares of Stock Actual Cost Par Value Interest and Dividends Designation (a) 896778-AH-0...... Triton PCS Inc Sr Sub N 8.750% 11/15/11...... 03/31/2003...... Various...... 158,045 ...... 191,000 ...... 5,648 4...... 89708P-AC-6...... Tropical Sportswear Int 11.000% 06/15/08...... 02/03/2003...... Societe Generale...... 21,670 ...... 22,000 ...... 343 4...... 90348A-AA-7...... Ubiquitel Operating Co 0.000% 05/15/10...... 03/10/2003...... Direct...... 7,461 ...... 16,750 ...... 5Z...... 911365-AB-0...... Utd Rentals Inc Co Gtee 10.750% 04/15/08...... 02/24/2003...... Various...... 199,709 ...... 202,000 ...... 6,945 4...... 91263P-AB-1...... US Stl Llc Sr Nt 10.750% 08/01/08...... 03/28/2003...... Various...... 219,978 ...... 222,000 ...... 6,051 3...... 929227-YG-5...... WA Mut Inc 2002-S7 3A1 6.000% 11/25/32...... 02/20/2003...... Goldman Sachs & Co...... 4,271,182 ...... 4,192,571 ...... 16,770 1PE...... 939322-AE-3...... WA Mut Inc Sub Nt 8.250% 04/01/10...... 01/14/2003...... Amherst Securities...... 468,816 ...... 400,000 ...... 9,717 2PE...... 939336-PC-1...... WA Mut Mtg Sec Corp 4.560% 03/25/33...... 01/17/2003...... Lehman Brothers Inc...... 6,274,963 ...... 6,212,982 ...... 21,248 1PE...... 939336-UE-1...... WA Mut Mtg Sec Corp 5.000% 03/25/18...... 02/07/2003...... UBS Warburgh Securities Inc...... 19,953,501 ...... 19,698,060 ...... 73,866 1Z...... 942683-AB-9...... Watson Pharmaceuticals 1.750% 03/15/23...... 03/04/2003...... Morgan Stanley Dean Witter...... 37,000 ...... 37,000 ...... 3Z...... 961548-AQ-7...... Westvaco Corp Deb 7.650% 03/15/27...... 03/14/2003...... Goldman Sachs & Co...... 340,005 ...... 300,000 ...... 255 2PE...... 96949V-AC-7...... Williams Scotsman Inc S 9.875% 06/01/07...... 02/10/2003...... Goldman Sachs & Co...... 28,163 ...... 30,000 ...... 593 4...... 983024-AA-8...... Wyeth Nt 5.250% 03/15/13...... 02/11/2003...... JP Morgan Securities...... 895,140 ...... 900,000 ...... 1...... 983024-AB-6...... Wyeth Nt 4.125% 03/01/08...... 02/11/2003...... JP Morgan Securities...... 399,956 ...... 400,000 ...... 1PE...... EC5813-84-4...... AK Steel Corp Co Gtd 7.750% 06/15/12...... 03/31/2003...... KBC Financial Products...... 20,240 ...... 22,000 ...... 512 4Z...... United States...... 191,514,452 ...... 187,447,451 ...... 1,082,391 ...... XXX...... Canada 097751-AG-6...... Bombardier Inc Nt 6.750% 05/01/12...... 01/21/2003...... Merrill Lynch...... 902,500 ...... 1,000,000 ...... 15,563 2...... 87971K-AE-7...... Tembec Inds Inc Sr Nt 7.750% 03/15/12...... 03/13/2003...... Various...... 90,250 ...... 92,000 ...... 2,338 3...... Canada...... 992,750 ...... 1,092,000 ...... 17,901 ...... XXX...... Foreign 228344-AB-3...... Crown Euro Hldgs Sec Nt 10.875% 03/01/13...... 02/13/2003...... Various...... 95,850 ...... 96,000 ...... 4......
E04.4 25156P-AD-5...... Deutsche Telecomm Intl 9.250% 06/01/32...... 03/20/2003...... First Boston Corp...... 250,176 ...... 200,000 ...... 5,858 2...... 479142-A@-0...... Johnson Mathey PLC Sr N 4.250% 03/26/10...... 03/26/2003...... Direct...... 1,900,000 ...... 1,900,000 ...... 1Z...... 58282P-AF-8...... MDP Acquisitions Plc Sr 9.625% 10/01/12...... 02/11/2003...... Deutsche Bank...... 63,240 ...... 62,000 ...... 2,221 4...... 693300-AJ-4...... PDVSA Fin Ltd Bd 7.400% 08/15/16...... 01/06/2003...... Warburg Dillon Read...... 40,610 ...... 62,000 ...... 688 4...... 693300-AU-9...... PDVSA Fin Ltd Nt 8.500% 11/16/12...... 01/08/2003...... UBS Warburgh Securities Inc...... 31,980 ...... 41,000 ...... 552 4...... 75968N-AB-7...... Renaissance Re Hldgs Lt 5.875% 02/15/13...... 01/28/2003...... Bank of America...... 399,176 ...... 400,000 ...... 1PE...... 780153-AG-7...... Royal Caribbean Cruises 7.500% 10/15/27...... 03/26/2003...... Various...... 241,080 ...... 320,000 ...... 9,396 3...... 872402-AG-7...... TFM SA DE CV Sr Nt 12.500% 06/15/12...... 01/23/2003...... Various...... 74,295 ...... 75,000 ...... 1,032 4Z...... 902118-AZ-1...... Tyco Intl Group SA Nt 5.800% 08/01/06...... 03/24/2003...... Bank of America...... 952,500 ...... 1,000,000 ...... 9,022 3...... 928517-A#-8...... Veolia Environnement Sr 5.780% 01/30/13...... 01/31/2003...... Direct...... 2,800,000 ...... 2,800,000 ...... 2Z...... Foreign...... 6,848,907 ...... 6,956,000 ...... 28,769 ...... XXX...... 4599999. Total - Bonds - Industrial & Miscellaneous...... 199,356,109 ...... 195,495,451 ...... 1,129,061 ...... XXX...... 6099997. Total - Bonds - Part 3...... 357,258,186 ...... 370,702,143 ...... 1,439,133 ...... XXX...... 6099998. Total - Bonds - Summary Item for Bonds Bought and Sold This Quarter...... 127,026,415 ...... 126,942,452 ...... 421,677 ...... XXX...... 6099999. Total - Bonds...... 484,284,601 ...... 497,644,595 ...... 1,860,810 ...... XXX...... Preferred Stocks - Industrial and Miscellaneous United States 387241-50-8...... Granite Broadcasting Pf...... 01/08/2003...... Deutsche Bank...... 27.000 ...... 17,550 ...... P5L...... United States...... 17,550 ...... 0 ...... 0 ...... XXX...... 6399999. Total - Preferred Stocks - Industrial & Miscellaneous...... 17,550 ...... 0 ...... 0 ...... XXX...... 6599997. Total - Preferred Stocks - Part 3...... 17,550 ...... 0 ...... 0 ...... XXX...... 6599999. Total - Preferred Stocks...... 17,550 ...... 0 ...... 0 ...... XXX...... 7199999. Total - Preferred and Common Stocks...... 17,550 ...... XXX...... 0 ...... XXX...... 7299999. Total - Bonds, Preferred and Common Stocks...... 484,302,151 ...... XXX...... 1,860,810 ...... XXX...... (a) For all common stock bearing the NAIC designation "U" provide: the number of such issues:...... 0.
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Increase Book/Adjusted (Decrease) Foreign Interest Dividends Number of Carrying Increase by Foreign Exchange Realized Total on Bonds on Stocks NAIC CUSIP Disposal Shares of Value At (Decrease) Exchange Gain (Loss) Gain (Loss) Gain (Loss) Received Received Designation Identification Description Date Name of Purchaser Stock Consideration Par Value Actual Cost Disposal Date by Adjustment Adjustment on Disposal on Disposal on Disposal During Year During Year (a) Bonds - U.S. Government 36200Q-K3-7... GNMA 30-Year Fixed 6.500% 03/15/32...... 03/01/2003 Paydown...... 140,281 ...... 140,281 ...... 142,320 ...... 142,333 ...... (2,052) ...... 0 ...... 1,465 ...... 1...... 83162C-BF-9... Small Business Admin Gt 10.050% 08/01/08...... 02/01/2003 Direct...... 11,354 ...... 11,354 ...... 11,354 ...... 11,354 ...... 0 ...... 571 ...... 1...... 912810-DC-9... US of Amer Treasury Bd 10.750% 02/15/03...... 02/15/2003 Maturity...... 40,000 ...... 40,000 ...... 52,588 ...... 40,204 ...... (204) ...... 0 ...... 2,150 ...... 1...... 912810-FP-8.... US of Amer Treasury Bd 5.375% 02/15/31...... 03/31/2003 Merrill Lynch...... 97,446 ...... 90,000 ...... 98,888 ...... 98,854 ...... (36) ...... (1,372) ...... (1,372) ...... 3,020 ...... 1...... 0399999. Total - Bonds - U.S. Government...... 289,081 ...... 281,635 ...... 305,150 ...... 292,745 ...... (2,292) ...... 0 ...... 0 ...... (1,372) ...... (1,372) ...... 7,206 ...... 0 ...... XXX... Bonds - All Other Government Foreign 040114-#3-4.... Argentina (Rep of) Nt 6.000% 03/24/05...... 01/15/2003 UBS Warburgh Securities Inc...... 55,890 ...... 254,044 ...... 29,451 ...... 31,708 ...... (2,257) ...... 2,439 ...... 23,999 ...... 26,438 ...... 5Z...... 067070-AC-6... Barbados (Govt of) Nt 7.250% 12/15/21...... 01/15/2003 Bear Stearns & Co...... 45,080 ...... 46,000 ...... 43,930 ...... 43,959 ...... 3 ...... 1,118 ...... 1,118 ...... 334 ...... 2PE...... 195325-AY-1.... Colombia (Rep of) Nt 10.000% 01/23/12...... 02/11/2003 UBS Warburgh Securities Inc...... 272,300 ...... 280,000 ...... 235,783 ...... 236,629 ...... 329 ...... 35,342 ...... 35,342 ...... 15,633 ...... 3...... 195325-BA-2.... Colombia (Rep of) Nt 10.750% 01/15/13...... 03/27/2003 Various...... 275,936 ...... 267,000 ...... 260,378 ...... 260,378 ...... 97 ...... 15,460 ...... 15,460 ...... 7,372 ...... 3...... 61772*-AF-5.... Morocco (Kingdom of) Br 2.188% 01/05/09...... 01/02/2003 Redemption 100.0000...... 15,000 ...... 15,000 ...... 13,931 ...... 14,237 ...... 763 ...... 0 ...... 54 ...... 3...... 698299-AQ-7... Panama (Rep of) Bd 9.375% 07/23/12...... 03/05/2003 UBS Warburgh Securities Inc...... 114,400 ...... 104,000 ...... 101,661 ...... 101,723 ...... 32 ...... 12,645 ...... 12,645 ...... 6,148 ...... 3...... 715638-AM-4... Peru (Rep of) Nt 9.125% 01/15/08...... 02/19/2003 Merrill Lynch...... 74,728 ...... 71,000 ...... 70,342 ...... 70,342 ...... 18 ...... 4,367 ...... 4,367 ...... 1,458 ...... 3...... 718286-AT-4.... Philippines (Rep of) Nt 9.000% 02/15/13...... 01/09/2003 Various...... 191,100 ...... 196,000 ...... 194,442 ...... 194,442 ...... (3,342) ...... (3,342) ...... 2,401 ...... 3...... 91086Q-AG-3.. Utd Mexican Sts Bd 8.300% 08/15/31...... 02/03/2003 Bear Stearns & Co...... 82,360 ...... 80,000 ...... 80,800 ...... 80,800 ...... 1,560 ...... 1,560 ...... 3,154 ...... 2...... P8055K-GH-2.. Argentina (Rep of) Unsu 4.850% 09/26/05...... 01/15/2003 UBS Warburgh Securities Inc...... 48,438 ...... 220,171 ...... 22,574 ...... 25,106 ...... (2,532) ...... 2,677 ...... 23,187 ...... 25,864 ...... 6...... P8056K-AC-8... Panama (Rep of) Brady D 5.000% 07/17/14...... 01/17/2003 Paydown...... 6,815 ...... 6,815 ...... 6,168 ...... 6,201 ...... 614 ...... 0 ...... 170 ...... 3...... V0156*-AB-4.... Algerian Tranche 3 Ln G 0.938% 03/04/10...... 03/04/2003 Redemption 100.0000...... 29,319 ...... 29,319 ...... 20,526 ...... 29,086 ...... 167 ...... 66 ...... 66 ...... 138 ...... 6*...... E05 V0156*-AC-2... Algeria Tr 1 Govt Gtd 2.625% 09/04/06...... 03/04/2003 Redemption 100.0000...... 38,601 ...... 38,601 ...... 32,217 ...... 38,601 ...... 0 ...... 509 ...... 6*...... V0156*-AD-0... Algerian Tranche 3 Ln B 2.625% 03/04/10...... 03/04/2003 Redemption 100.0000...... 4,700 ...... 4,700 ...... 3,496 ...... 4,700 ...... 0 ...... 62 ...... 6*...... V25125-AX-9... Ivory Coast FLIRB FF 2.000% 03/29/18...... 03/14/2003 Salomon Smith Barney...... 38,275 ...... 244,772 ...... 28,623 ...... 30,401 ...... (1,778) ...... 2,365 ...... 7,287 ...... 9,652 ...... 6*...... V25125-BB-6... Ivory Coast Coll Bd 2.000% 03/29/18...... 03/13/2003 Salomon Smith Barney...... 14,400 ...... 90,000 ...... 9,900 ...... 9,900 ...... 4,500 ...... 4,500 ...... 6*...... X08158-AV-3... Bulgaria (Rep of) IAB B 2.188% 07/28/11...... 01/28/2003 Call 100.0000...... 1,280 ...... 1,280 ...... 994 ...... 1,034 ...... 246 ...... 0 ...... 17 ...... 3...... X08158-AZ-4... Bulgaria (Rep of) Reg'd 2.188% 07/28/11...... 01/28/2003 Paydown...... 3,290 ...... 3,290 ...... 2,887 ...... 2,959 ...... 331 ...... 0 ...... 45 ...... 3...... X74344-DM-5.. Russia (Ministry Fin) B 5.000% 03/31/30...... 03/12/2003 Various...... 739,300 ...... 854,000 ...... 596,736 ...... 604,315 ...... 2,850 ...... 132,135 ...... 132,135 ...... 18,837 ...... 3...... Foreign...... 2,051,212 ...... 2,805,992 ...... 1,754,839 ...... 1,673,833 ...... 117,971 ...... (6,400) ...... 7,547 ...... 258,258 ...... 265,805 ...... 56,332 ...... 0 ...... XXX... 1099999. Total - Bonds - All Other Government...... 2,051,212 ...... 2,805,992 ...... 1,754,839 ...... 1,673,833 ...... 117,971 ...... (6,400) ...... 7,547 ...... 258,258 ...... 265,805 ...... 56,332 ...... 0 ...... XXX... Bonds - Special Revenue and Special Assessment United States 31287L-H2-1.... FHLMC 30-Year Fixed 5.500% 12/01/31...... 03/01/2003 Paydown...... 18,463 ...... 18,463 ...... 17,964 ...... 17,964 ...... 500 ...... 0 ...... 222 ...... 1...... 31287L-WE-8... FHLMC 30-Year Fixed 5.500% 12/01/31...... 03/01/2003 Paydown...... 8,484 ...... 8,484 ...... 8,254 ...... 8,256 ...... 227 ...... 0 ...... 75 ...... 1...... 31287M-AB-6... FHLMC 30-Year Fixed 5.500% 12/01/31...... 03/01/2003 Paydown...... 602,094 ...... 602,094 ...... 590,993 ...... 591,043 ...... 11,051 ...... 0 ...... 5,643 ...... 1...... 31287M-AD-2.. FHLMC 30-Year Fixed 5.500% 12/01/31...... 03/01/2003 Paydown...... 6,380 ...... 6,380 ...... 6,207 ...... 6,208 ...... 171 ...... 0 ...... 50 ...... 1...... 31287M-W5-5.. FHLMC 30-Year Fixed 5.500% 01/01/32...... 03/01/2003 Paydown...... 911,307 ...... 911,307 ...... 894,505 ...... 894,565 ...... 16,742 ...... 0 ...... 6,752 ...... 1...... 31287N-B2-3... FHLMC 30-Year Fixed 5.500% 01/01/32...... 03/01/2003 Paydown...... 39,867 ...... 39,867 ...... 38,241 ...... 38,249 ...... 1,618 ...... 0 ...... 392 ...... 1...... 31287Y-2R-4... FHLMC 30-Year Fixed 5.000% 10/01/32...... 03/01/2003 Paydown...... 8,538 ...... 8,538 ...... 8,404 ...... 8,405 ...... 133 ...... 0 ...... 74 ...... 1...... 31287Y-3C-6... FHLMC 30-Year Fixed 5.000% 10/01/32...... 03/01/2003 Paydown...... 1,293 ...... 1,293 ...... 1,272 ...... 1,273 ...... 20 ...... 0 ...... 11 ...... 1...... 31287Y-ZE-7... FHLMC 30-Year Fixed 5.000% 10/01/32...... 03/01/2003 Paydown...... 2,747 ...... 2,747 ...... 2,704 ...... 2,704 ...... 43 ...... 0 ...... 23 ...... 1...... 3128GN-RH-3.. FHLMC 15-Year Fixed 5.500% 11/01/16...... 03/01/2003 Paydown...... 262,313 ...... 262,313 ...... 262,948 ...... 262,913 ...... (600) ...... 0 ...... 2,666 ...... 1...... 31292H-Q6-4... FHLMC 30-Year Fixed 5.500% 05/01/32...... 03/01/2003 Paydown...... 48,054 ...... 48,054 ...... 45,937 ...... 45,950 ...... 2,104 ...... 0 ...... 578 ...... 1...... 31292H-RF-3... FHLMC 30-Year Fixed 5.500% 06/01/32...... 03/01/2003 Paydown...... 52,998 ...... 52,998 ...... 50,837 ...... 50,853 ...... 2,145 ...... 0 ...... 430 ...... 1...... 31292H-S3-9... FHLMC 30-Year Fixed 5.000% 10/01/32...... 03/01/2003 Paydown...... 19,897 ...... 19,897 ...... 19,626 ...... 19,627 ...... 269 ...... 0 ...... 175 ...... 1...... 31292H-S5-4... FHLMC 30-Year Fixed 5.000% 12/01/32...... 03/01/2003 Paydown...... 69,877 ...... 69,877 ...... 68,370 ...... 68,372 ...... 1,505 ...... 0 ...... 552 ...... 1...... 31298W-2T-1... FHLMC 30-Year Fixed 5.500% 11/01/31...... 03/01/2003 Paydown...... 54,827 ...... 54,827 ...... 53,345 ...... 53,351 ...... 1,476 ...... 0 ...... 519 ...... 1...... 31298W-5X-9... FHLMC 30-Year Fixed 5.500% 11/01/31...... 03/01/2003 Paydown...... 3,497 ...... 3,497 ...... 3,402 ...... 3,403 ...... 94 ...... 0 ...... 32 ...... 1...... 3133TE-2S-2... FHLMC 2054 GE 6.250% 03/15/26...... 03/01/2003 Paydown...... 330,405 ...... 330,405 ...... 317,189 ...... 328,791 ...... 1,613 ...... 0 ...... 2,935 ...... 1PE...... 3133TP-XN-4... FHLMC 2260 PB 7.500% 04/15/29...... 03/01/2003 Paydown...... 264,518 ...... 264,518 ...... 263,940 ...... 263,774 ...... 744 ...... 0 ...... 3,000 ...... 1PE...... 31359H-WH-3.. FNMA 1994-79 Z 7.000% 04/25/24...... 03/01/2003 Paydown...... 57,671 ...... 57,671 ...... 59,236 ...... 58,770 ...... (1,100) ...... 0 ...... 1,009 ...... 1...... 31371H-FM-5.. FNMA 30-Year Fixed 6.000% 01/01/29...... 03/01/2003 Paydown...... 848,973 ...... 848,973 ...... 841,146 ...... 841,259 ...... 7,714 ...... 0 ...... 8,404 ...... 1......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Increase Book/Adjusted (Decrease) Foreign Interest Dividends Number of Carrying Increase by Foreign Exchange Realized Total on Bonds on Stocks NAIC CUSIP Disposal Shares of Value At (Decrease) Exchange Gain (Loss) Gain (Loss) Gain (Loss) Received Received Designation Identification Description Date Name of Purchaser Stock Consideration Par Value Actual Cost Disposal Date by Adjustment Adjustment on Disposal on Disposal on Disposal During Year During Year (a) 31371J-PV-0.... FNMA 30-Year Fixed 7.500% 09/01/30...... 03/01/2003 Paydown...... 40,221 ...... 40,221 ...... 41,892 ...... 41,951 ...... (1,730) ...... 0 ...... 463 ...... 1...... 31373D-G6-6... FNMA 30-Year Fixed 8.000% 10/01/24...... 03/01/2003 Paydown...... 85 ...... 85 ...... 86 ...... 86 ...... (1) ...... 0 ...... 1 ...... 1...... 31384V-YW-6.. FNMA 30-Year Fixed 7.500% 08/01/30...... 03/01/2003 Paydown...... 115,875 ...... 115,875 ...... 120,652 ...... 120,836 ...... (4,961) ...... 0 ...... 1,268 ...... 1...... 31385C-ZV-8... FNMA 15-Year Fixed 5.500% 05/01/16...... 03/01/2003 Paydown...... 582,978 ...... 582,978 ...... 581,247 ...... 581,236 ...... 1,743 ...... 0 ...... 5,949 ...... 1...... 31386F-BK-0... FNMA 30-Year Fixed 7.500% 12/01/30...... 03/01/2003 Paydown...... 2,515 ...... 2,515 ...... 2,620 ...... 2,623 ...... (107) ...... 0 ...... 28 ...... 1...... 31387F-HU-1... FNMA 15-Year Fixed 5.500% 06/01/16...... 03/01/2003 Paydown...... 1,091,878 ...... 1,091,878 ...... 1,088,636 ...... 1,088,622 ...... 3,256 ...... 0 ...... 11,886 ...... 1...... 31387Y-TK-9... FNMA 15-Year Fixed 5.500% 08/01/16...... 03/01/2003 Paydown...... 378,759 ...... 378,759 ...... 377,635 ...... 377,625 ...... 1,134 ...... 0 ...... 3,786 ...... 1...... 31390K-RG-5... FNMA 30-Year Fixed 7.500% 05/01/32...... 03/01/2003 Paydown...... 205,556 ...... 205,556 ...... 214,886 ...... 215,006 ...... (9,450) ...... 0 ...... 2,798 ...... 1...... 31390Q-R4-9... FNMA 15-Year Fixed 5.500% 07/01/17...... 03/01/2003 Paydown...... 84,856 ...... 84,856 ...... 84,836 ...... 84,832 ...... 24 ...... 0 ...... 842 ...... 1...... 31392A-B3-1.... FNMA 2001-68 A 6.000% 11/25/31...... 03/01/2003 Paydown...... 427,621 ...... 427,621 ...... 431,563 ...... 429,502 ...... (1,881) ...... 0 ...... 4,220 ...... 1PE...... U.S...... 6,542,547 ...... 6,542,547 ...... 6,498,573 ...... 6,508,049 ...... 34,496 ...... 0 ...... 0 ...... 0 ...... 0 ...... 64,783 ...... 0 ...... XXX... United States...... 6,542,547 ...... 6,542,547 ...... 6,498,573 ...... 6,508,049 ...... 34,496 ...... 0 ...... 0 ...... 0 ...... 0 ...... 64,783 ...... 0 ...... XXX... 3199999. Total - Bonds - Special Revenue & Assessment...... 6,542,547 ...... 6,542,547 ...... 6,498,573 ...... 6,508,049 ...... 34,496 ...... 0 ...... 0 ...... 0 ...... 0 ...... 64,783 ...... 0 ...... XXX... Bonds - Public Utilities United States 010392-DV-7... Al Pwr Co Nt 4.875% 09/01/04...... 03/31/2003 Basis Adjustment...... 1,502 .....90,000,000 ...... 54,722 ...... 54,720 ...... (53,218) ...... 0 ...... 1...... 017363-AE-2.... Allegheny Energy Supply 8.500% 04/15/12...... 03/27/2003 Various...... 2,233,420 ...... 3,075,000 ...... 3,042,285 ...... 3,042,977 ...... 3,654 ...... (813,211) ...... (813,211) ...... 65,749 ...... 4...... 210371-AH-3... Constellation Energy Gr 7.000% 04/01/12...... 03/25/2003 JP Morgan Securities...... 3,323,940 ...... 3,000,000 ...... 2,986,980 ...... 2,987,739 ...... 223 ...... 335,978 ...... 335,978 ...... 103,250 ...... 2...... 24570#-AA-4.... Southn CA Edison Co 0.000% 08/01/06...... 03/01/2003 Redemption 100.0000...... 84,388 ...... 84,388 ...... 63,158 ...... 71,967 ...... 12,421 ...... 0 ...... 4......
E05.1 252125-AA-7.... Dex Media East Sr Nt 9.875% 11/15/09...... 01/21/2003 Lehman Brothers Inc...... 63,750 ...... 60,000 ...... 60,000 ...... 60,000 ...... 3,750 ...... 3,750 ...... 1,251 ...... 4...... 338135-C*-5.... Fitchburg Gas & Elec Lt 8.550% 03/31/04...... 03/31/2003 Redemption 100.0000...... 1,400,000 ...... 1,400,000 ...... 1,400,000 ...... 1,400,000 ...... 0 ...... 59,850 ...... 2...... 655419-AE-9.... Noram Energy Corp Bd 6.375% 11/01/03...... 03/18/2003 Salomon Smith Barney...... 1,022,500 ...... 1,000,000 ...... 933,750 ...... 960,622 ...... 9,990 ...... 51,888 ...... 51,888 ...... 24,792 ...... 3...... 67082*-AA-8.... Southn CA Edison Co 0.000% 06/01/07...... 03/01/2003 Redemption 100.0000...... 36,637 ...... 36,637 ...... 28,841 ...... 31,890 ...... 4,747 ...... 0 ...... 4...... 67105#-AB-5.... Osp Fin Co Gtd Nt Ser B 7.920% 02/15/06...... 03/15/2003 Redemption 100.0000...... 339,624 ...... 339,624 ...... 339,624 ...... 339,624 ...... 0 ...... 4,483 ...... 1...... 69362B-AJ-1.... PSEG Pwr Bd 8.625% 04/15/31...... 02/06/2003 Morgan Stanley Dean Witter...... 5,985,050 ...... 5,000,000 ...... 5,269,600 ...... 5,266,736 ...... (281) ...... 718,595 ...... 718,595 ...... 138,958 ...... 2...... 69362B-AM-4... PSEG Pwr Nt 6.950% 06/01/12...... 02/06/2003 UBS Warburgh Securities Inc...... 1,071,220 ...... 1,000,000 ...... 1,008,180 ...... 1,007,956 ...... (69) ...... 63,333 ...... 63,333 ...... 13,514 ...... 2PE...... 918005-AU-3... Utilicorp Utd Inc Sr Nt 7.000% 07/15/04...... 03/24/2003 UBS Warburgh Securities Inc...... 950,000 ...... 1,000,000 ...... 942,300 ...... 958,210 ...... 6,022 ...... (14,232) ...... (14,232) ...... 49,000 ...... 4...... 969457-BF-6.... Williams Cos Nt 7.125% 09/01/11...... 03/28/2003 Goldman Sachs & Co...... 342,000 ...... 400,000 ...... 402,676 ...... 402,433 ...... (52) ...... (60,382) ...... (60,382) ...... 16,704 ...... 5...... United States...... 16,854,031 ...106,395,649 .....16,532,116 .....16,584,874 ...... (16,563) ...... 0 ...... 0 ...... 285,719 ...... 285,719 ...... 477,551 ...... 0 ...... XXX... 3899999. Total - Bonds - Public Utilities...... 16,854,031 ...106,395,649 .....16,532,116 .....16,584,874 ...... (16,563) ...... 0 ...... 0 ...... 285,719 ...... 285,719 ...... 477,551 ...... 0 ...... XXX... Bonds - Industrial and Miscellaneous United States 00077B-F8-1.... Abn Amro Mtg Corp 2002- 5.500% 03/25/17...... 03/01/2003 Paydown...... 126,143 ...... 126,143 ...... 125,394 ...... 125,429 ...... 714 ...... 0 ...... 1,147 ...... 1PE...... 001957-BJ-7.... AT&T Corp Nt 6.500% 03/15/13...... 01/23/2003 Merrill Lynch...... 1,535,820 ...... 1,500,000 ...... 1,401,750 ...... 1,402,213 ...... 548 ...... 133,059 ...... 133,059 ...... 36,021 ...... 2...... 014383-AA-1.... Alderwoods Grp Inc Co G 11.000% 01/02/07...... 01/02/2003 Call 100.0000...... 2,400 ...... 2,400 ...... 2,418 ...... 2,418 ...... (18) ...... 0 ...... 12 ...... 4Z...... 01958X-AL-1.... Allied Waste North Amer 7.625% 01/01/06...... 03/24/2003 JP Morgan Securities...... 18,225 ...... 18,000 ...... 17,663 ...... 17,739 ...... 18 ...... 468 ...... 468 ...... 1,014 ...... 3...... 01958X-AQ-0... Allied Waste North Amer 10.000% 08/01/09...... 03/20/2003 Various...... 104,658 ...... 102,000 ...... 98,143 ...... 98,206 ...... 95 ...... 6,356 ...... 6,356 ...... 4,080 ...... 4...... 020040-AB-7.... Alltrista Corp Sr Sub N 9.750% 05/01/12...... 01/21/2003 Various...... 102,960 ...... 99,000 ...... 97,511 ...... 97,577 ...... 6 ...... 5,377 ...... 5,377 ...... 2,196 ...... 4Z...... 031652-AM-2... Amkor Tech Inc Sr Nt 9.250% 02/15/08...... 03/28/2003 Various...... 77,703 ...... 79,000 ...... 77,748 ...... 77,889 ...... 30 ...... (217) ...... (217) ...... 4,327 ...... 4...... 04516*-AL-3.... Asia Pac Growth Fd Sr G 8.320% 09/27/04...... 01/01/2003 Call 100.0000...... 9,647 ...... 9,647 ...... 9,647 ...... 9,647 ...... 0 ...... 203 ...... 1...... 05348E-AG-4... Avalonbay Cmnties Inc N 6.125% 11/01/12...... 03/25/2003 Salomon Smith Barney...... 210,396 ...... 200,000 ...... 198,868 ...... 198,881 ...... 19 ...... 11,497 ...... 11,497 ...... 4,866 ...... 2PE...... 054393-AB-9.... Avondale Mills Inc Co G 10.250% 05/01/06...... 03/31/2003 KBC Financial Products...... 265,213 ...... 264,000 ...... 244,773 ...... 251,149 ...... 530 ...... 13,534 ...... 13,534 ...... 8,932 ...... 4...... 058498-AE-6.... Ball Corp Sr Nt 6.875% 12/15/12...... 01/21/2003 UBS Warburgh Securities Inc...... 194,820 ...... 191,000 ...... 191,000 ...... 191,000 ...... 3,820 ...... 3,820 ...... 1,277 ...... 3Z...... 06050H-WT-1.. Bk of Amer Mtg Sec 2002 6.000% 10/25/17...... 03/01/2003 Paydown...... 5,706,162 ...... 5,706,162 ...... 5,831,876 ...... 5,841,617 .....(135,455) ...... 0 ...... 53,498 ...... 1...... 077447-AC-4... Belden & Blake Sr Sub N 9.875% 06/15/07...... 01/17/2003 Bank of America...... 22,880 ...... 26,000 ...... 21,730 ...... 22,620 ...... 34 ...... 226 ...... 226 ...... 271 ...... 5...... 126304-AG-9... CSC Hldgs Inc Deb 7.875% 02/15/18...... 02/14/2003 JP Morgan Securities...... 273,750 ...... 300,000 ...... 292,743 ...... 293,155 ...... 32 ...... (19,437) ...... (19,437) ...... 12,141 ...... 4...... 147448-A*-5.... Casella Waste Sys Inc T 5.188% 12/14/06...... 01/24/2003 Redemption 100.0000...... 78,738 ...... 78,738 ...... 78,738 ...... 78,738 ...... 0 ...... 726 ...... 4...... 158916-AL-0.... Chancellor Media Corp C 8.000% 11/01/08...... 03/11/2003 Various...... 133,850 ...... 120,000 ...... 119,523 ...... 119,821 ...... 2 ...... 14,027 ...... 14,027 ...... 2,983 ...... 2...... 19048@-AC-6.. Coastal Lumber Co Secd 7.720% 07/01/14...... 01/01/2003 Redemption 100.0000...... 150,000 ...... 150,000 ...... 149,625 ...... 149,674 ...... 326 ...... 0 ...... 2,894 ...... 3...... 194832-AD-3... Collins & Aikman Prods 10.750% 12/31/11...... 01/14/2003 Bank of America...... 53,000 ...... 53,000 ...... 52,877 ...... 52,890 ...... 110 ...... 110 ...... 269 ...... 4......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Increase Book/Adjusted (Decrease) Foreign Interest Dividends Number of Carrying Increase by Foreign Exchange Realized Total on Bonds on Stocks NAIC CUSIP Disposal Shares of Value At (Decrease) Exchange Gain (Loss) Gain (Loss) Gain (Loss) Received Received Designation Identification Description Date Name of Purchaser Stock Consideration Par Value Actual Cost Disposal Date by Adjustment Adjustment on Disposal on Disposal on Disposal During Year During Year (a) 197677-AL-1.... Columbia HCA Healthcare 7.000% 07/01/07...... 01/14/2003 Morgan Stanley Dean Witter...... 77,255 ...... 72,000 ...... 63,959 ...... 66,267 ...... 47 ...... 10,941 ...... 10,941 ...... 2,744 ...... 3...... 20564D-AB-3... Comsat Corp Deb 8.125% 04/01/04...... 03/31/2003 Basis Adjustment...... 15,736 .....60,000,000 ...... 121,309 ...... 121,295 .....(105,559) ...... 0 ...... 2PE...... 208251-AC-2... Conoco Inc Sr Nt 5.900% 04/15/04...... 03/31/2003 Basis Adjustment...... 18,793 .....78,000,000 ...... 80,411 ...... 80,407 ...... (61,614) ...... 0 ...... 1...... 212013-AC-0... Contl Res Co Gtee 10.250% 08/01/08...... 02/11/2003 Various...... 51,870 ...... 57,000 ...... 50,778 ...... 51,273 ...... 84 ...... 513 ...... 513 ...... 3,122 ...... 5...... 219350-AJ-4.... Corning Inc Deb 0.000% 11/08/15...... 03/13/2003 Various...... 440,033 ...... 669,000 ...... 496,346 ...... 518,016 ...... 1,898 ...... (79,882) ...... (79,882) ...... 3...... 23321P-4J-4.... DLJ Mtg Accep Corp 1999 6.500% 10/19/29...... 03/01/2003 Paydown...... 70,947 ...... 70,947 ...... 69,666 ...... 70,136 ...... 811 ...... 0 ...... 721 ...... 1PE...... 246626-AE-5.... Delco Remy Intl Inc Co 10.625% 08/01/06...... 02/03/2003 First Boston Corp...... 31,625 ...... 55,000 ...... 50,000 ...... 50,534 ...... 94 ...... (19,003) ...... (19,003) ...... 3,003 ...... 5...... 256069-AE-5.... Dobson Comms Corp Sr Nt 10.875% 07/01/10.... 03/31/2003 Bank of America...... 13,000 ...... 13,000 ...... 13,085 ...... 13,078 ...... (3) ...... (75) ...... (75) ...... 1,068 ...... 5...... 27876G-AG-3.. Echostar DBS Corp Sr Nt 9.375% 02/01/09...... 02/03/2003 Morgan Stanley Dean Witter...... 9,495 ...... 9,000 ...... 8,941 ...... 8,957 ...... 537 ...... 537 ...... 434 ...... 4...... 28660G-AA-4... Elizabeth Arden Inc Bd 11.750% 02/01/11...... 02/05/2003 Various...... 143,240 ...... 138,000 ...... 141,478 ...... 141,359 ...... (25) ...... 1,906 ...... 1,906 ...... 8,290 ...... 4...... 29444N-AC-6... Equistar Chemicals LP N 8.500% 02/15/04...... 01/15/2003 Various...... 54,725 ...... 55,000 ...... 52,340 ...... 52,799 ...... 86 ...... 1,840 ...... 1,840 ...... 1,977 ...... 4...... 302491-AN-5... FMC Corp Sr Nt 10.250% 11/01/09...... 01/16/2003 Various...... 74,800 ...... 68,000 ...... 67,165 ...... 67,181 ...... 6 ...... 7,613 ...... 7,613 ...... 1,762 ...... 3...... 30604@-AA-3.. Falcon Comms LLC Term L 3.600% 12/31/07.... 01/27/2003 Direct...... 16,667 ...... 16,667 ...... 16,667 ...... 16,667 ...... 0 ...... 173 ...... 3...... 30605*-AB-2.... Falcon Comms LLC Term L 3.370% 06/01/07.... 01/15/2003 Direct...... 14,964 ...... 14,964 ...... 14,964 ...... 14,964 ...... 0 ...... 146 ...... 3...... 344126-AG-2... Foamex LP Co Gtd 9.875% 06/15/07...... 02/26/2003 UBS Warburgh Securities Inc...... 12,400 ...... 40,000 ...... 36,410 ...... 36,814 ...... 93 ...... (24,507) ...... (24,507) ...... 856 ...... 5...... 347475-AB-1.... Fort James Corp Pass Th 7.110% 01/02/10...... 01/02/2003 Call 100.0000...... 24,903 ...... 24,903 ...... 24,903 ...... 24,903 ...... 0 ...... 885 ...... 3...... 364760-AG-3... Gap Inc Nt 10.550% 12/15/08...... 01/23/2003 Various...... 147,740 ...... 133,000 ...... 130,028 ...... 130,147 ...... 24 ...... 17,569 ...... 17,569 ...... 1,548 ...... 3...... 36866U-AC-4... Gemstone Inv Ltd Sr Nt 7.710% 10/31/04...... 02/14/2003 Various...... 7,316,000 ...... 9,300,000 ...... 9,300,000 ...... 9,300,000 ...... (1,984,000) ....(1,984,000) ...... 170,691 ...... 3...... 373298-BV-9.... Georgia-Pacific Corp Nt 8.125% 05/15/11...... 02/20/2003 Various...... 147,320 ...... 158,000 ...... 141,988 ...... 142,752 ...... 123 ...... 4,445 ...... 4,445 ...... 2,847 ...... 3......
E05.2 38821G-AC-5... Grant Prideco Inc Sr Nt 9.000% 12/15/09...... 01/14/2003 Deutsche Bank...... 39,313 ...... 37,000 ...... 37,000 ...... 37,000 ...... 2,313 ...... 2,313 ...... 398 ...... 3Z...... 390064-AH-6... Great Atlantic & Pac Te 9.125% 12/15/11...... 01/15/2003 Various...... 70,065 ...... 98,000 ...... 65,589 ...... 65,821 ...... 86 ...... 4,158 ...... 4,158 ...... 856 ...... 4...... 398048-AH-1... Greyhound Lines Inc Co 11.500% 04/15/07...... 01/15/2003 UBS Warburgh Securities Inc...... 3,500 ...... 5,000 ...... 4,588 ...... 4,647 ...... 3 ...... (1,150) ...... (1,150) ...... 153 ...... 5...... 41283A-AT-6... Harley Davidson Eaglema 2.840% 06/15/10...... 03/15/2003 Paydown...... 59,046 ...... 59,046 ...... 59,040 ...... 59,040 ...... 6 ...... 0 ...... 281 ...... 1PE...... 435572-AD-4... Hollinger Intl Publishi 9.000% 12/15/10...... 01/21/2003 Bank of America...... 87,360 ...... 84,000 ...... 84,000 ...... 84,000 ...... 3,360 ...... 3,360 ...... 651 ...... 4Z...... 44701Q-AF-9... Huntsman Intl LLC Sr Nt 9.875% 03/01/09...... 03/26/2003 Paribas Bank...... 42,500 ...... 40,000 ...... 40,605 ...... 40,605 ...... 1,895 ...... 1,895 ...... 2,304 ...... 4...... 450295-AE-0.... ISP Chemco Sr Sub Nt 10.250% 07/01/11...... 01/23/2003 UBS Warburgh Securities Inc...... 14,840 ...... 14,000 ...... 14,560 ...... 14,515 ...... (4) ...... 329 ...... 329 ...... 825 ...... 4...... 45768Y-AG-7... Insight Midwest Cap Nt 9.750% 10/01/09...... 03/26/2003 Merrill Lynch...... 28,840 ...... 28,000 ...... 26,666 ...... 26,673 ...... 41 ...... 2,126 ...... 2,126 ...... 1,365 ...... 4...... 460690-AK-6.... Interpublic Group Cos I 7.875% 10/15/05...... 01/21/2003 Bank of America...... 2,020,000 ...... 2,000,000 ...... 2,130,260 ...... 2,111,585 ...... (2,345) ...... (89,241) ...... (89,241) ...... 43,313 ...... 3...... 460690-AP-5.... Interpublic Group Cos I 0.000% 12/14/21...... 03/14/2003 Various...... 91,862 ...... 111,000 ...... 90,925 ...... 91,879 ...... 199 ...... (216) ...... (216) ...... 2...... 460690-AQ-3... Interpublic Group Cos I 0.000% 12/14/21...... 03/14/2003 Various...... 120,004 ...... 145,000 ...... 105,555 ...... 105,891 ...... 381 ...... 13,732 ...... 13,732 ...... 2...... 460690-AR-1... Interpublic Group Cos I 7.250% 08/15/11...... 03/27/2003 JP Morgan Securities...... 970,000 ...... 1,000,000 ...... 993,320 ...... 993,952 ...... 126 ...... (24,078) ...... (24,078) ...... 45,514 ...... 3...... 46185R-AC-4... Invitrogen Inc Sub Nt 2.250% 12/15/06...... 02/28/2003 First Boston Corp...... 68,633 ...... 79,000 ...... 79,000 ...... 79,000 ...... (10,368) ...... (10,368) ...... 393 ...... 3...... 464592-AB-0.... Isle of Capri Casinos I 8.750% 04/15/09...... 01/21/2003 Bank of America...... 27,040 ...... 26,000 ...... 24,574 ...... 24,915 ...... 8 ...... 2,117 ...... 2,117 ...... 626 ...... 4...... 48666K-AE-9... Kaufman & Broad Home Co 8.625% 12/15/08.... 03/19/2003 First Union Capital Markets...... 19,926 ...... 19,000 ...... 19,190 ...... 19,181 ...... (5) ...... 751 ...... 751 ...... 451 ...... 3...... 492914-AN-6... Key Energy Group Sr Nt 8.375% 03/01/08...... 01/23/2003 Bear Stearns & Co...... 35,700 ...... 34,000 ...... 34,000 ...... 34,000 ...... 1,700 ...... 1,700 ...... 1,163 ...... 3...... 513075-AE-1.... Lamar Media Corp Inc Sr 7.250% 01/01/13...... 01/09/2003 Bank of America...... 43,313 ...... 42,000 ...... 42,000 ...... 42,000 ...... 1,313 ...... 1,313 ...... 178 ...... 3Z...... 541509-AD-7... Lomak Pete Co Gtd 8.750% 01/15/07...... 01/17/2003 Goldman Sachs & Co...... 22,165 ...... 22,000 ...... 21,731 ...... 21,804 ...... 2 ...... 359 ...... 359 ...... 1,005 ...... 4...... 552078-AM-9... Lyondell Petrochemical 9.875% 05/01/07...... 03/28/2003 Various...... 80,428 ...... 81,000 ...... 78,425 ...... 78,750 ...... 100 ...... 1,578 ...... 1,578 ...... 3,284 ...... 3...... 56032E-AD-5... Mail-Well Inc Sr Nt 9.625% 03/15/12...... 02/05/2003 Various...... 82,055 ...... 90,000 ...... 69,388 ...... 69,863 ...... 102 ...... 12,090 ...... 12,090 ...... 3,337 ...... 4...... 58445M-AJ-1... Mediacom LLC Cap Corp S 9.500% 01/15/13..... 03/26/2003 First Boston Corp...... 4,130 ...... 4,000 ...... 3,990 ...... 3,988 ...... 142 ...... 142 ...... 270 ...... 4...... 58550@-AD-2.. Mellon Finl Svc Corp 7.470% 01/28/03...... 01/28/2003 Redemption 100.0000...... 2,747,038 ...... 2,747,038 ...... 2,387,031 ...... 2,742,018 ...... 5,020 ...... 0 ...... 51,301 ...... 1...... 58550@-AD-2.. Mellon Finl Svc Corp 6.800% 07/27/03...... 01/28/2003 Redemption 100.0000...... 111,406 ...... 111,406 ...... 90,661 ...... 109,473 ...... 1,933 ...... 0 ...... 1,894 ...... 1...... 59018Y-KB-6... Merrill Lynch & Co Inc 5.350% 06/15/04...... 03/31/2003 Basis Adjustment...... 4,002 .....30,000,000 ...... 35,340 ...... 35,338 ...... (31,336) ...... 0 ...... 1...... 627914-AA-2.... Mutual Fd Fee Tr XI ABS 9.060% 01/02/08...... 03/30/2003 Redemption 100.0000...... 21,046 ...... 21,046 ...... 9,681 ...... (7,051) ...... 28,097 ...... 0 ...... 1,031 ...... 6...... 62827E-AA-8... Mutual Fd Fee Tr XII AB 9.550% 04/30/08...... 03/30/2003 Redemption 100.0000...... 12,684 ...... 12,684 ...... 5,200 ...... (9,581) ...... 22,265 ...... 0 ...... 788 ...... 6...... 62827K-AA-4... Mutual Fd Fee Tr XX ABS 6.200% 03/02/10...... 03/02/2003 Redemption 100.0000...... 143,053 ...... 143,053 ...... 143,053 ...... 143,053 ...... 0 ...... 1,499 ...... 1...... 62827Y-AA-4... Mutual Fd Fee Tr XXI AB 4.410% 08/31/10...... 03/02/2003 Redemption 100.0000...... 52,946 ...... 52,940 ...... 52,946 ...... 52,946 ...... 0 ...... 397 ...... 1Z...... 63583*-AF-0.... Natl Envelope Corp Term 3.920% 08/01/04...... 01/31/2003 Redemption 100.0000...... 3,000,000 ...... 3,000,000 ...... 3,000,000 ...... 3,000,000 ...... 0 ...... 66,765 ...... 3...... 65332V-AV-5... Nextel Comms Inc Sr Nt 9.375% 11/15/09...... 03/19/2003 Bear Stearns & Co...... 98,403 ...... 97,000 ...... 61,608 ...... 63,186 ...... 533 ...... 34,683 ...... 34,683 ...... 3,090 ...... 4...... 670509-AJ-7.... Nuevo Energy Co Sr Sub 9.375% 10/01/10...... 03/21/2003 JP Morgan Securities...... 26,715 ...... 26,000 ...... 24,640 ...... 24,747 ...... 25 ...... 1,943 ...... 1,943 ...... 1,185 ...... 4...... 682188-AB-3.... ON Semiconductor Corp B 13.000% 05/15/08..... 03/31/2003 Goldman Sachs & Co...... 34,965 ...... 37,000 ...... 36,134 ...... 36,203 ...... 228 ...... (1,466) ...... (1,466) ...... 1,761 ...... 5Z......
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Increase Book/Adjusted (Decrease) Foreign Interest Dividends Number of Carrying Increase by Foreign Exchange Realized Total on Bonds on Stocks NAIC CUSIP Disposal Shares of Value At (Decrease) Exchange Gain (Loss) Gain (Loss) Gain (Loss) Received Received Designation Identification Description Date Name of Purchaser Stock Consideration Par Value Actual Cost Disposal Date by Adjustment Adjustment on Disposal on Disposal on Disposal During Year During Year (a) 684181-AA-8.... Orange Cogeneration Fun 8.175% 03/15/22...... 03/15/2003 Call 100.0000...... 12,500 ...... 12,500 ...... 12,750 ...... 12,727 ...... (227) ...... 0 ...... 255 ...... 2PE...... 69319F-AB-3... PCA LLC/PCA Fin Corp S 11.875% 08/01/09..... 01/23/2003 Goldman Sachs & Co...... 86,435 ...... 85,000 ...... 83,485 ...... 83,580 ...... 13 ...... 2,842 ...... 2,842 ...... 5,743 ...... 4...... 69332H-GX-8... PHH Corp Mtn 8.125% 02/03/03...... 02/03/2003 Maturity...... 2,000,000 ...... 2,000,000 ...... 1,999,360 ...... 1,999,971 ...... 29 ...... 0 ...... 81,250 ...... 2...... 69348R-EZ-5... PNC Mtg Secs Corp 1999- 6.125% 03/25/29...... 03/01/2003 Paydown...... 98,799 ...... 98,799 ...... 93,288 ...... 97,575 ...... 1,224 ...... 0 ...... 1,513 ...... 1PE...... 69348R-GL-4... PNC Mtg Secs Corp 1999- 6.250% 04/25/29...... 03/01/2003 Paydown...... 439,533 ...... 439,533 ...... 413,848 ...... 434,047 ...... 5,487 ...... 0 ...... 5,701 ...... 1PE...... 708160-BW-5... Penney (JC) Co Inc Nt 9.000% 08/01/12...... 01/21/2003 Various...... 119,538 ...... 114,000 ...... 110,580 ...... 110,627 ...... 22 ...... 8,888 ...... 8,888 ...... 5,049 ...... 3...... 709668-AB-3.... Penton Media Inc Co Gte 10.375% 06/15/11...... 02/25/2003 UBS Warburgh Securities Inc...... 6,500 ...... 13,000 ...... 9,295 ...... 9,419 ...... 33 ...... (2,952) ...... (2,952) ...... 274 ...... 5...... 721467-AC-2... Pilgrim Pride Corp Sr N 9.625% 09/15/11...... 01/10/2003 Various...... 115,370 ...... 122,000 ...... 101,070 ...... 101,289 ...... 38 ...... 14,043 ...... 14,043 ...... 3,775 ...... 3...... 72434*-AA-3.... Pitcairn Assoc LLC Nt A 9.040% 07/01/03...... 02/01/2003 Maturity...... (2,178,014) ...... (2,178,014) ...... (2,156,908) ...... (2,178,014) ...... 0 ...... 3...... 740540-AE-9.... Premier Parks Inc Dr Di 0.000% 04/01/08...... 03/11/2003 Various...... 91,308 ...... 94,000 ...... 78,404 ...... 81,482 ...... 1,319 ...... 8,506 ...... 8,506 ...... 4...... 74913G-AB-1... Qwest Corp Nt 8.875% 03/15/12...... 02/04/2003 Various...... 48,455 ...... 47,000 ...... 46,248 ...... 46,288 ...... 5 ...... 2,162 ...... 2,162 ...... 1,633 ...... 4...... 749564-AA-8.... RH Donnelley Fin Corp I 8.875% 12/15/10...... 01/17/2003 Bear Stearns & Co...... 13,878 ...... 13,000 ...... 13,000 ...... 13,000 ...... 878 ...... 878 ...... 160 ...... 4Z...... 749564-AC-4... RH Donnelley Fin Corp I 10.875% 12/15/12...... 01/17/2003 Bear Stearns & Co...... 33,000 ...... 30,000 ...... 30,000 ...... 30,000 ...... 3,000 ...... 3,000 ...... 453 ...... 4...... 755111-AK-7.... Raytheon Co Nt 6.300% 03/15/05...... 03/25/2003 UBS Warburgh Securities Inc...... 703,315 ...... 662,000 ...... 684,832 ...... 681,805 ...... (2,025) ...... 23,535 ...... 23,535 ...... 22,359 ...... 2...... 75901H-AC-8... Regl Jet Equip Tr 2000- 7.971% 09/05/06...... 03/05/2003 Redemption 100.0000...... 163,822 ...... 163,822 ...... 163,822 ...... 163,822 ...... 0 ...... 6,529 ...... 3...... 76111J-FU-3.... Residential Fdg Mtg Sec 6.250% 10/25/16...... 03/01/2003 Paydown...... 522,334 ...... 522,334 ...... 530,454 ...... 528,786 ...... (6,453) ...... 0 ...... 5,484 ...... 1PE...... 784635-AG-9... SPX Corp Sr Nt 7.500% 01/01/13...... 01/22/2003 JP Morgan Securities...... 158,730 ...... 156,000 ...... 156,000 ...... 156,000 ...... 2,730 ...... 2,730 ...... 975 ...... 3Z...... 795757-AD-5... Salton Inc Sr Sub Nt 12.250% 04/15/08...... 01/28/2003 Various...... 109,480 ...... 109,000 ...... 104,802 ...... 104,878 ...... 44 ...... 4,558 ...... 4,558 ...... 3,841 ...... 4...... 817565-AN-4... Svc Corp Intl Nt 7.375% 04/15/04...... 01/23/2003 Goldman Sachs & Co...... 4,020 ...... 4,000 ...... 3,820 ...... 3,879 ...... 7 ...... 134 ...... 134 ...... 84 ...... 4......
E05.3 829226-AM-1... Sinclair Broadcasting G 8.000% 03/15/12...... 01/22/2003 Goldman Sachs & Co...... 64,635 ...... 62,000 ...... 60,945 ...... 60,987 ...... 5 ...... 3,643 ...... 3,643 ...... 1,819 ...... 4...... 852060-AB-8.... Sprint Cap Corp Co Gtee 5.700% 11/15/03...... 03/18/2003 Direct...... 1,522,500 ...... 1,500,000 ...... 1,418,355 ...... 1,457,678 ...... 10,328 ...... 54,494 ...... 54,494 ...... 29,925 ...... 2...... 86183P-AD-4... Stoneridge Inc Co Gtd 11.500% 05/01/12...... 01/23/2003 Various...... 80,555 ...... 80,000 ...... 70,480 ...... 70,547 ...... 27 ...... 9,981 ...... 9,981 ...... 2,043 ...... 4...... 866768-AG-9... Sun Intl Hotels Sr Sub 8.875% 08/15/11...... 01/16/2003 Bank of America...... 49,860 ...... 48,000 ...... 47,503 ...... 47,529 ...... 2 ...... 2,329 ...... 2,329 ...... 1,858 ...... 4...... 88033G-AV-2... Tenet Healthcare Corp S 6.875% 11/15/31...... 02/24/2003 Various...... 93,740 ...... 104,000 ...... 85,720 ...... 85,738 ...... 20 ...... 7,983 ...... 7,983 ...... 1,794 ...... 2...... 880779-AN-3... Terex Corp Co Gtd 10.375% 04/01/11...... 01/24/2003 Various...... 76,300 ...... 80,000 ...... 75,521 ...... 75,591 ...... 27 ...... 682 ...... 682 ...... 2,721 ...... 4...... 883199-AL-5.... Textron Fin Corp 2000-C 6.400% 06/15/11...... 03/15/2003 Paydown...... 1,413,939 ...... 1,413,939 ...... 1,481,322 ...... 1,460,931 ...... (46,992) ...... 0 ...... 14,192 ...... 1...... 887315-AN-9... Time Warner Inc Nt 7.750% 06/15/05...... 01/14/2003 Hong Kong Shanghai Bank...... 44,445 ...... 41,000 ...... 39,770 ...... 39,900 ...... 18 ...... 4,527 ...... 4,527 ...... 282 ...... 2PE...... 887315-BB-4.... Time Warner Inc Deb 6.850% 01/15/26...... 01/15/2003 Direct...... 1,000,000 ...... 1,000,000 ...... 1,022,650 ...... 1,021,410 ...... (16) ...... (21,394) ...... (21,394) ...... 34,250 ...... 2PE...... 893647-AC-1... Transdigm Inc Sr Sub Nt 10.375% 12/01/08...... 03/13/2003 Goldman Sachs & Co...... 158,878 ...... 151,000 ...... 151,385 ...... 151,397 ...... (23) ...... 7,503 ...... 7,503 ...... 4,137 ...... 4...... 893830-AF-6.... Transocean Sedco Forex 7.500% 04/15/31...... 03/04/2003 Goldman Sachs & Co...... 5,958,050 ...... 5,000,000 ...... 4,976,750 ...... 4,977,333 ...... 42 ...... 980,675 ...... 980,675 ...... 147,917 ...... 2...... 896778-AH-0... Triton PCS Inc Sr Sub N 8.750% 11/15/11...... 01/16/2003 Deutsche Bank...... 65,835 ...... 77,000 ...... 48,830 ...... 49,436 ...... 83 ...... 16,316 ...... 16,316 ...... 1,254 ...... 4...... 902533-CD-8... Un Accep Corp 1998-D A5 5.960% 07/10/06...... 03/08/2003 Paydown...... 190,447 ...... 190,447 ...... 194,576 ...... 192,764 ...... (2,317) ...... 0 ...... 1,865 ...... 1...... 903473-AC-0... Ubiquitel Operating Co 0.000% 04/15/10...... 03/10/2003 Direct...... 7,461 ...... 67,000 ...... 5,680 ...... 6,826 ...... 634 ...... 0 ...... 3,350 ...... 5...... 907833-AD-9... Un Pac RR Pass Thru Cer 6.910% 08/27/17...... 02/27/2003 Paydown...... 107,939 ...... 107,939 ...... 120,886 ...... 120,819 ...... (12,879) ...... 0 ...... 3,729 ...... 1PE...... 909279-P#-2.... Utd Air Lines Inc Secd 7.530% 02/01/13...... 02/01/2003 Redemption 100.0000...... 95,979 ...... 95,979 ...... 95,979 ...... 95,979 ...... 0 ...... 3,614 ...... 1...... 909279-P*-6.... Utd Air Lines Inc Secd 7.530% 02/01/13...... 02/01/2003 Redemption 100.0000...... 95,979 ...... 95,979 ...... 95,979 ...... 95,979 ...... 0 ...... 3,614 ...... 1...... 911674-AF-6.... US Can Corp Co Gtee 12.375% 10/01/10...... 01/30/2003 UBS Warburgh Securities Inc...... 66,650 ...... 114,000 ...... 63,830 ...... 64,645 ...... 178 ...... 1,827 ...... 1,827 ...... 4,638 ...... 5...... 91879Q-AC-3... Vail Resorts Inc Co Gtd 8.750% 05/15/09...... 03/13/2003 Deutsche Bank...... 21,473 ...... 21,000 ...... 20,685 ...... 20,693 ...... 8 ...... 772 ...... 772 ...... 628 ...... 4...... 91879Q-AF-6... Vail Resorts Inc Sr Sub 8.750% 05/15/09...... 03/25/2003 Deutsche Bank...... 88,340 ...... 86,000 ...... 84,925 ...... 84,948 ...... 27 ...... 3,364 ...... 3,364 ...... 2,684 ...... 4...... 92264N-AF-4... Venetian Casino/LV Sand 11.000% 06/15/10...... 03/28/2003 Various...... 144,598 ...... 138,000 ...... 138,000 ...... 138,000 ...... 6,598 ...... 6,598 ...... 3,406 ...... 4...... 927460-AF-2.... Vintage Pete Inc Sr Sub 7.875% 05/15/11...... 03/20/2003 Various...... 182,981 ...... 183,000 ...... 169,969 ...... 170,750 ...... 198 ...... 12,033 ...... 12,033 ...... 4,629 ...... 4...... 92826*-AA-7.... Visa USA Inc Sr Nt 4.390% 12/27/07...... 03/27/2003 Redemption 100.0000...... 121,500 ...... 121,500 ...... 121,500 ...... 121,500 ...... 0 ...... 1,333 ...... 2Z...... 929227-ZC-3... WA Mut Inc 2002-AR18 A 4.230% 01/25/33...... 03/01/2003 Paydown...... 283,738 ...... 283,738 ...... 283,738 ...... 283,738 ...... 0 ...... 2,118 ...... 1PE...... 947074-AB-6.... Weatherford Intl Ltd De 0.000% 06/30/20...... 02/27/2003 Morgan Stanley Dean Witter...... 3,472,938 ...... 6,300,000 ...... 3,472,938 ...... 3,639,858 ...... 20,027 ...... (186,946) ...... (186,946) ...... 2...... 961418-AC-4... Westport Res Corp Sr Su 8.250% 11/01/11...... 01/21/2003 KBC Financial Products...... 58,300 ...... 55,000 ...... 56,650 ...... 56,643 ...... (10) ...... 1,667 ...... 1,667 ...... 1,046 ...... 3Z...... 97180*-SJ-8..... Wilmington Tr Co Gtd Se 8.310% 11/28/08...... 02/28/2003 Redemption 100.0000...... 121,077 ...... 121,077 ...... 121,077 ...... 121,077 ...... 0 ...... 2,517 ...... 1...... 987434-AJ-6.... Young Broadcasting Inc 8.750% 06/15/07...... 02/03/2003 Various...... 96,690 ...... 98,000 ...... 90,071 ...... 90,602 ...... 120 ...... 5,968 ...... 5,968 ...... 1,087 ...... 4...... 987434-AM-9... Young Broadcasting Inc 10.000% 03/01/11...... 03/21/2003 First Union Capital Markets...... 30,740 ...... 29,000 ...... 28,665 ...... 28,687 ...... 6 ...... 2,048 ...... 2,048 ...... 1,651 ...... 4...... United States...... 46,195,426 ...218,358,356 .....46,885,694 .....47,450,799 .....(302,560) ...... 0 ...... 0 .....(952,819) ...... (952,819) .....1,002,381 ...... 0 ...... XXX... Canada
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Increase Book/Adjusted (Decrease) Foreign Interest Dividends Number of Carrying Increase by Foreign Exchange Realized Total on Bonds on Stocks NAIC CUSIP Disposal Shares of Value At (Decrease) Exchange Gain (Loss) Gain (Loss) Gain (Loss) Received Received Designation Identification Description Date Name of Purchaser Stock Consideration Par Value Actual Cost Disposal Date by Adjustment Adjustment on Disposal on Disposal on Disposal During Year During Year (a) 01877K-AB-9... Alliance Pipeline LP Nt 6.996% 12/31/19...... 12/31/2002 Redemption 100.0000...... 2,313 ...... 2,313 ...... 2,472 ...... 2,470 ...... (158) ...... 0 ...... 2...... 102175-AB-2.... Bowater Cda Fin Nt 7.950% 11/15/11...... 01/23/2003 Barclays Zoete Web...... 45,174 ...... 43,000 ...... 42,690 ...... 42,700 ...... 2 ...... 2,472 ...... 2,472 ...... 693 ...... 3...... 204940-AD-2... Compton Pete Corp Sr Nt 9.900% 05/15/09...... 03/20/2003 Various...... 63,468 ...... 59,000 ...... 57,981 ...... 58,051 ...... 24 ...... 5,392 ...... 5,392 ...... 2,082 ...... 4Z...... 460915-AN-1... Intrawest Corp Sr Nt 10.500% 02/01/10...... 01/21/2003 Goldman Sachs & Co...... 87,980 ...... 83,000 ...... 84,672 ...... 84,618 ...... (11) ...... 3,374 ...... 3,374 ...... 4,173 ...... 4...... 599908-AC-4... Millar Westn Forest Sr 9.875% 05/15/08...... 01/15/2003 UBS Warburgh Securities Inc...... 46,413 ...... 47,000 ...... 44,210 ...... 44,733 ...... 17 ...... 1,663 ...... 1,663 ...... 851 ...... 4...... 77531Q-AB-4... Rogers Wireless Inc Bd 9.625% 05/01/11...... 03/24/2003 Various...... 48,538 ...... 47,000 ...... 44,740 ...... 44,882 ...... 26 ...... 3,629 ...... 3,629 ...... 1,504 ...... 3...... 87971M-AC-7.. Telus Corp Nt 8.000% 06/01/11...... 02/27/2003 JP Morgan Securities...... 502,500 ...... 500,000 ...... 497,390 ...... 497,682 ...... 33 ...... 4,785 ...... 4,785 ...... 10,333 ...... 2...... Canada...... 796,386 ...... 781,313 ...... 774,155 ...... 775,136 ...... (67) ...... 0 ...... 0 ...... 21,315 ...... 21,315 ...... 19,636 ...... 0 ...... XXX... Foreign 066716-AF-8.... Banque Cent de Tunisie 7.375% 04/25/12...... 03/13/2003 Merrill Lynch...... 95,700 ...... 88,000 ...... 86,350 ...... 86,419 ...... 25 ...... 9,257 ...... 9,257 ...... 2,578 ...... 2PE...... 22825L-AB-6.... Crown Cork & Seal Co Fi 7.000% 12/15/06...... 03/19/2003 Bear Stearns & Co...... 27,280 ...... 31,000 ...... 22,495 ...... 23,469 ...... 325 ...... 3,486 ...... 3,486 ...... 597 ...... 5...... 29245J-AA-0.... Emp Nacional Del Petrol 6.750% 11/15/12...... 02/27/2003 Various...... 251,253 ...... 240,000 ...... 238,212 ...... 238,229 ...... 17 ...... 13,023 ...... 13,023 ...... 4,228 ...... 2...... 58282P-AA-9... MDP Acquisitions Plc Sr 9.625% 10/01/12...... 01/28/2003 Various...... 84,960 ...... 81,000 ...... 81,000 ...... 81,000 ...... 3,960 ...... 3,960 ...... 2,569 ...... 4...... 693300-AJ-4.... PDVSA Fin Ltd Bd 7.400% 08/15/16...... 01/28/2003 Various...... 61,988 ...... 91,000 ...... 70,780 ...... 70,967 ...... 45 ...... (9,025) ...... (9,025) ...... 1,322 ...... 4...... 693300-AK-1.... PDVSA Fin Ltd Bd 7.500% 11/15/28...... 02/25/2003 Deutsche Bank...... 64,860 ...... 94,000 ...... 66,270 ...... 66,345 ...... 86 ...... (1,571) ...... (1,571) ...... 2,012 ...... 2...... 716708-AF-9.... Petroliam Nasional Berh 7.625% 10/15/26...... 01/08/2003 Various...... 153,227 ...... 147,000 ...... 156,045 ...... 156,014 ...... (4) ...... (2,783) ...... (2,783) ...... 2,681 ...... 2PE...... 716743-AA-7.... Petronas Cap Ltd Co Gtd 7.000% 05/22/12...... 02/25/2003 Merrill Lynch...... 202,570 ...... 185,000 ...... 199,312 ...... 199,193 ...... (147) ...... 3,524 ...... 3,524 ...... 3,037 ...... 2...... 780153-AC-6... Royal Caribbean Cruises 8.250% 04/01/05...... 03/12/2003 Various...... 172,495 ...... 177,000 ...... 166,883 ...... 168,703 ...... 422 ...... 3,366 ...... 3,366 ...... 5,713 ...... 3...... 886326-AB-3.... TIB Remittances Mt Tran 5.110% 06/05/05...... 03/05/2003 Call 100.0000...... 20,440 ...... 20,440 ...... 20,399 ...... 20,419 ...... 22 ...... 0 ...... 165 ...... 2......
E05.4 902118-AX-6.... Tyco Intl Group SA Co G 6.375% 02/15/06...... 03/24/2003 Bank of America...... 975,000 ...... 1,000,000 ...... 935,000 ...... 945,350 ...... 3,609 ...... 26,042 ...... 26,042 ...... 39,313 ...... 3...... 91311Q-AC-9... United Utilites Plc Nt 6.875% 08/15/28...... 02/27/2003 Bank of America...... 524,565 ...... 500,000 ...... 456,040 ...... 456,746 ...... 94 ...... 67,725 ...... 67,725 ...... 19,002 ...... 2PE...... Y68851-AK-3... Petroliam Nasional Berh 7.625% 10/15/26...... 01/24/2003 Various...... 262,300 ...... 250,000 ...... 263,011 ...... 262,967 ...... (14) ...... (654) ...... (654) ...... 5,304 ...... 2...... Foreign...... 2,896,638 ...... 2,904,440 ...... 2,761,797 ...... 2,775,821 ...... 4,480 ...... 0 ...... 0 ...... 116,350 ...... 116,350 ...... 88,521 ...... 0 ...... XXX... 4599999. Total - Bonds - Industrial & Miscellaneous...... 49,888,450 ...222,044,109 .....50,421,646 .....51,001,756 .....(298,147) ...... 0 ...... 0 .....(815,154) ...... (815,154) .....1,110,538 ...... 0 ...... XXX... 6099997. Total - Bonds - Part 4...... 75,625,321 ...338,069,932 .....75,512,324 .....76,061,257 .....(164,535) ...... (6,400) ...... 7,547 .....(272,549) ...... (265,002) .....1,716,410 ...... 0 ...... XXX... 6099998. Total - Bonds - Summary Item for Bonds Bought and Sold This Quarter...... 127,148,612 ...126,942,452 ...127,026,415 ...126,996,861 ...... (29,554) ...... 151,751 ...... 151,751 ...... 462,157 ...... XXX... 6099999. Total - Bonds...... 202,773,933 ...465,012,384 ...202,538,739 ...203,058,118 .....(194,089) ...... (6,400) ...... 7,547 .....(120,798) ...... (113,251) .....2,178,567 ...... 0 ...... XXX... Preferred Stocks - Industrial and Miscellaneous Foreign 723526-20-8.... Pinto Totta Intl Financ...... 02/27/2003 UBS Warburgh Securities Inc...... 5,000.000 ...... 5,400,000 ...... 4,661,447 ...... 4,661,447 ...... 738,553 ...... 738,553 ...... 229,863 P2A...... Foreign...... 5,400,000 ...... 0 ...... 4,661,447 ...... 4,661,447 ...... 0 ...... 0 ...... 0 ...... 738,553 ...... 738,553 ...... 0 ...... 229,863 ...... XXX... 6399999. Total - Preferred Stocks - Industrial & Miscellaneous...... 5,400,000 ...... 0 ...... 4,661,447 ...... 4,661,447 ...... 0 ...... 0 ...... 0 ...... 738,553 ...... 738,553 ...... 0 ...... 229,863 ...... XXX... 6599997. Total - Preferred Stocks - Part 4...... 5,400,000 ...... 0 ...... 4,661,447 ...... 4,661,447 ...... 0 ...... 0 ...... 0 ...... 738,553 ...... 738,553 ...... 0 ...... 229,863 ...... XXX... 6599999. Total - Preferred Stocks...... 5,400,000 ...... 0 ...... 4,661,447 ...... 4,661,447 ...... 0 ...... 0 ...... 0 ...... 738,553 ...... 738,553 ...... 0 ...... 229,863 ...... XXX... 7199999. Total - Preferred and Common Stocks...... 5,400,000 ...... XXX...... 4,661,447 ...... 4,661,447 ...... 0 ...... 0 ...... 0 ...... 738,553 ...... 738,553 ...... 0 ...... 229,863 ...... XXX... 7299999. Total - Bonds, Preferred and Common Stocks...... 208,173,933 ...... XXX...... 207,200,186 ...207,719,565 .....(194,089) ...... (6,400) ...... 7,547 ...... 617,755 ...... 625,302 .....2,178,567 ...... 229,863 ...... XXX... (a) For all common stock bearing the NAIC designation "U" provide: the number of such issues:...... 0.
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE DB - PART A - SECTION 1 Showing All Options, Caps, Floors and Insurance Futures Options Owned at Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Number of Date of Strike Year to Date Used to Other Contracts or Maturity, Price, Date Cost/ Increase/ Adjust Basis Investment/ Notional Expiry, or Rate or of Exchange or Option Book Statement Fair (Decrease) of Hedged Miscellaneous Description Amount Settlement Index Acquisition Counterparty Premium Value * Value Value by Adjustment Item Income Put Options - Hedging Transactions S & P 500 Index Option...... 20,000 ..09/04/2007... 1500.000000...... 09/29/1999... AIG Banque...... 4,120,000 ...... 4,120,000 ...... 10,922,840 ...... 10,922,840 ...... S & P 500 Index Option...... 20,000 ..05/22/2007... 1550.000000...... 09/21/1999... AIG Banque...... 4,170,000 ...... 4,170,000 ...... 11,885,340 ...... 11,885,340 ...... S & P 500 Index Option...... 20,000 ..06/05/2007... 1575.000000...... 10/25/1999... UBS AG London Branch...... 4,380,000 ...... 4,380,000 ...... 12,092,140 ...... 12,092,140 ...... S & P 500 Index Option...... 20,000 ..02/15/2007... 1525.000000...... 10/12/1999... UBS AG London Branch...... 4,095,800 ...... 4,095,800 ...... 11,532,140 ...... 11,532,140 ...... S & P 500 Index Option...... 20,000 ..07/16/2007... 1600.000000...... 11/04/1999... UBS AG London Branch...... 4,280,000 ...... 4,280,000 ...... 12,581,500 ...... 12,581,500 ...... S & P 500 Index Option...... 20,000 ..03/07/2007... 1475.000000...... 12/06/1999... UBS AG London Branch...... 2,930,000 ...... 2,930,000 ...... 10,802,440 ...... 10,802,440 ...... S & P 500 Index Option...... 21,800 ..12/24/2007... 1748.000000...... 12/23/1999... Deutsche Bank AG Frankfurt...... 4,174,700 ...... 4,174,700 ...... 15,829,721 ...... 15,829,721 ...... S & P 500 Index Option...... 10,000 ..01/22/2008... 1725.000000...... 01/21/2000... Deutsche Bank AG Frankfurt...... 1,810,000 ...... 1,810,000 ...... 7,036,160 ...... 7,036,160 ...... S & P 500 Index Option...... 7,500 ..02/09/2008... 1710.000000...... 02/09/2000... AIG Banque...... 1,334,250 ...... 1,334,250 ...... 5,187,030 ...... 5,187,030 ...... S & P 500 Index Option...... 5,000 ..03/03/2008... 1675.000000...... 03/01/2000... AIG Banque...... 919,000 ...... 919,000 ...... 3,310,235 ...... 3,310,235 ...... S & P 500 Index Option...... 5,000 ..05/02/2008... 1775.000000...... 05/02/2000... Deutsche Bank AG Frankfurt...... 1,019,000 ...... 1,019,000 ...... 3,647,365 ...... 3,647,365 ...... S & P 500 Index Option...... 5,000 ..06/29/2008... 1700.000000...... 06/29/2000... AIG Banque...... 936,800 ...... 936,800 ...... 3,330,890 ...... 3,330,890 ...... S & P 500 Index Option...... 5,000 ..07/17/2008... 1820.000000...... 07/17/2000... AIG Banque...... 990,000 ...... 990,000 ...... 3,780,610 ...... 3,780,610 ...... S & P 500 Index Option...... 20,000 ..09/01/2008... 1735.000000...... 08/02/2000... First Boston Corp...... 3,869,800 ...... 3,869,800 ...... 13,690,720 ...... 13,690,720 ...... S & P 500 Index Option...... 7,000 ..12/15/2008... 1800.000000...... 08/22/2000... Bank of America...... 1,356,908 ...... 1,356,908 ...... 4,931,458 ...... 4,931,458 ...... S & P 500 Index Option...... 5,000 ..06/29/2008... 1795.000000...... 06/29/2000... Deutsche Bank AG Frankfurt...... 1,014,000 ...... 1,014,000 ...... 3,697,030 ...... 3,697,030 ...... S & P 500 Index Option...... 12,000 ..07/14/2009... 1410.000000...... 07/10/2001... Deutsche Bank AG Frankfurt...... 1,880,400 ...... 1,880,400 ...... 5,048,856 ...... 5,048,856 ...... S & P 500 Index Option...... 12,000 ..08/17/2009... 1383.000000...... 07/11/2001... Deutsche Bank AG Frankfurt...... 1,830,000 ...... 1,830,000 ...... 4,820,328 ...... 4,820,328 ...... S & P 500 Index Option...... 15,000 ..12/14/2011... 1410.000000...... 07/13/2001... Deutsche Bank AG Frankfurt...... 2,025,750 ...... 2,025,750 ...... 5,391,300 ...... 5,391,300 ...... S & P 500 Index Option...... 14,000 ..12/01/2009... 1335.000000...... 11/28/2001... Deutsche Bank AG Frankfurt...... 2,438,800 ...... 2,438,800 ...... 5,127,612 ...... 5,127,612 ...... E06 S & P 500 Index Option...... 6,000 ..12/09/2011... 1305.000000...... 12/10/2001... Bank of America...... 828,522 ...... 828,522 ...... 1,816,878 ...... 1,816,878 ...... S & P 500 Index Option...... 10,800 ..02/12/2010... 1290.000000...... 02/11/2002... Bank of America...... 1,771,200 ...... 1,771,200 ...... 3,565,966 ...... 3,565,966 ...... S & P 500 Index Option...... 7,200 ..03/05/2010... 1332.000000...... 03/01/2002... Citibank...... 1,194,120 ...... 1,194,120 ...... 2,674,649 ...... 2,674,649 ...... S & P 500 Index Option...... 7,200 ..04/01/2010... 1360.000000...... 03/27/2002... Deutsche Bank AG Frankfurt...... 1,085,400 ...... 1,085,400 ...... 2,683,058 ...... 2,683,058 ...... S & P 500 Index Option...... 7,200 ..05/13/2010... 1250.000000...... 05/13/2002... Citibank...... 1,000,800 ...... 1,000,800 ...... 2,327,875 ...... 2,327,875 ...... S & P 500 Index Option...... 6,300 ..02/04/2013... 1030.000000...... 02/04/2003... AIG Banque...... 1,331,849 ...... 1,331,849 ...... 1,149,599 ...... 1,149,599 ...... S & P 500 Index Option...... 3,900 ..03/11/2013... 970.000000...... 03/11/2003... Deutsche Bank AG Frankfurt...... 819,780 ...... 819,780 ...... 630,248 ...... 630,248 ...... S & P 500 Index Option...... 3,900 ..03/27/2013... 1070.000000...... 03/27/2003... Deutsche Bank AG Frankfurt...... 770,640 ...... 770,640 ...... 759,116 ...... 759,116 ...... 0599999. Subtotal - Put Options - Hedging Transactions...... 58,377,519 ...... 58,377,519 XXX ...... 170,253,103 ...... 170,253,103 ...... 0 ...... 0 ...... 0 0899999. Subtotal - Put Options...... 58,377,519 ...... 58,377,519 XXX ...... 170,253,103 ...... 170,253,103 ...... 0 ...... 0 ...... 0 2599999. Total - Hedging Transactions...... 58,377,519 ...... 58,377,519 XXX ...... 170,253,103 ...... 170,253,103 ...... 0 ...... 0 ...... 0 9999999. Totals...... 58,377,519 ...... 58,377,519 XXX ...... 170,253,103 ...... 170,253,103 ...... 0 ...... 0 ...... 0
SCHEDULE DB - PART B - SECTION 1 Showing All Options, Caps, Floors and Insurance Futures Options Written and In-Force at Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Number of Date of Strike Date Year to Date Other Contracts or Maturity, Price, of Increase/ Used to Investment/ Notional Expiry, or Rate or Issuance/ Exchange or Consideration Book Statement Fair (Decrease) Adjust Miscellaneous Description Amount Settlement Index Purchase CounterpartyNONE Received Value * Value Value by Adjustment Basis Income
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE DB - PART C - SECTION 1 Showing All Collar, Swap and Forwards Open at Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Date of Strike Date of Year to Date Used to Other Maturity, Price, Opening Cost or Increase/ Adjust Basis Investment/ Notional Expiry, or Rate or Position or Exchange or (Consideration Book Statement Fair (Decrease) of Hedged Miscellaneous Potential Description Amount Settlement Index Rec (Pay) Agreement Counterparty Received) Value * Value Value by Adjustment Item Income Exposure Swaps - Hedging Transactions Equity Swap (Pay Fixed)...... 2,997,600 02/28/2006.. (3.789000)...... 02/27/2001... Morgan Stanley & Co Intl...... (28,395) ...... Equity Swap (Rec Floating)...... 2,997,600 02/28/2006.. 3.590000...... 02/27/2001... Morgan Stanley & Co Intl...... (228,687) ...... 27,269 ...... 25,597 Equity Swap (Pay Fixed)...... 3,127,248 06/12/2003.. (2.846200)...... 03/05/2001... Morgan Stanley & Co Intl...... (22,252) ...... Equity Swap (Rec Floating)...... 3,127,248 06/12/2003.. 2.762500...... 03/05/2001... Morgan Stanley & Co Intl...... (321,152) ...... 24,944 ...... 6,993 Interest Rate Swap (Pay Floating)...... 245,997 05/15/2003.. (1.280000)...... 05/02/2001... WestLB NY Branch...... (1,472) ...... Interest Rate Swap (Rec Fixed)...... 245,997 05/15/2003.. 4.310000...... 05/02/2001... WestLB NY Branch...... 600 ...... 4,648 ...... 435 Interest Rate Swap (Pay Floating)...... 210,855 05/15/2003.. (1.280000)...... 05/29/2001... WestLB NY Branch...... (1,261) ...... Interest Rate Swap (Rec Fixed)...... 210,855 05/15/2003.. 4.130000...... 05/29/2001... WestLB NY Branch...... 483 ...... 3,818 ...... 373 Interest Rate Swap (Pay Fixed)...... 10,000,000 04/01/2004.. (3.080000)...... 11/01/2001... Bank of America Corp...... (77,000) ...... Interest Rate Swap (Rec Floating)...... 10,000,000 04/01/2004.. 1.337500...... 11/01/2001... Bank of America Corp...... (179,397) ...... 15,736 ...... 15,736 ...... 34,352 ...... 50,069 Interest Rate Swap (Pay Fixed)...... 13,000,000 04/15/2004.. (3.107500)...... 11/01/2001... Bank of America Corp...... (100,994) ...... Interest Rate Swap (Rec Floating)...... 13,000,000 04/15/2004.. 1.280000...... 11/01/2001... Bank of America Corp...... (244,248) ...... 18,793 ...... 18,793 ...... 43,986 ...... 66,340 Interest Rate Swap (Pay Fixed)...... 5,000,000 06/15/2004.. (3.197500)...... 11/01/2001... Bank of America Corp...... (39,969) ...... Interest Rate Swap (Rec Floating)...... 5,000,000 06/15/2004.. 1.280000...... 11/01/2001... Bank of America Corp...... (111,143) ...... 4,002 ...... 4,002 ...... 16,918 ...... 27,481 Interest Rate Swap (Pay Fixed)...... 15,000,000 09/01/2004.. (3.310000)...... 11/01/2001... Bank of America Corp...... (124,125) ...... Interest Rate Swap (Rec Floating)...... 15,000,000 09/01/2004.. 1.337500...... 11/01/2001... Bank of America Corp...... (393,316) ...... 1,502 ...... 1,502 ...... 51,529 ...... 89,355 Interest Rate Swap (Pay Floating)...... 7,000,000 07/15/2003.. (1.375630)...... 04/25/2002... Goldman Sachs Cap Markets...... (25,161) ...... Interest Rate Swap (Rec Fixed)...... 7,000,000 07/15/2003.. 2.921000...... 04/25/2002... Goldman Sachs Cap Markets...... 32,787 ...... 51,118 ...... 18,902 Interest Rate Swap (Pay Floating)...... 11,000,000 07/15/2003.. (1.375630)...... 05/28/2002... Citibank, NA NY...... (39,538) ...... E07 Interest Rate Swap (Rec Fixed)...... 11,000,000 07/15/2003.. 2.819400...... 05/28/2002... Citibank, NA NY...... 48,314 ...... 77,533 ...... 29,703 Interest Rate Swap (Pay Floating)...... 50,000,000 09/06/2005.. (1.338750)...... 09/03/2002... Bank of America Corp...... (174,563) ...... Interest Rate Swap (Rec Fixed)...... 50,000,000 09/06/2005.. 2.897500...... 09/03/2002... Bank of America Corp...... 1,064,362 ...... 362,188 ...... 389,979 Currency Swap (Pay Euro)...... 3,414,250 10/30/2013.. (5.635000)...... 10/23/2002... Goldman Sachs Cap Markets...... (54,578) ...... Currency Swap (Rec US)...... 3,414,250 10/30/2013.. 5.700000...... 10/23/2002... Goldman Sachs Cap Markets...... (449,641) ...... 48,653 ...... 55,536 05999999. Subtotal - Swaps - Hedging Transactions...... 0 ...... 0 XXX ...... 0 ...... (781,038) ...... 40,033 ...... 40,033 ...... 57,648 ...... 760,763 08999999. Subtotal - Swaps...... 0 ...... 0 XXX ...... 0 ...... (781,038) ...... 40,033 ...... 40,033 ...... 57,648 ...... 760,763 Forwards - Hedging Transactions Long: US Short: British Pound...... 2,299 04/04/2003.. 0.610390...... 01/31/2003... Citibank...... 77 ...... 77 ...... 1 Long: US Short: Japanese Yen...... 366,147 05/19/2003.. 120.165500...... 02/14/2003... Citibank...... (7,609) ...... (7,609) ...... 675 Long: US Short: Euro...... 683,286 06/13/2003.. 0.909670...... 03/11/2003... JP Morgan Securities Inc...... 5,659 ...... 5,659 ...... 1,539 09999999. Subtotal - Forwards - Hedging Transactions...... 0 ...... 0 XXX ...... (1,872) ...... (1,872) ...... 0 ...... 0 ...... 0 ...... 2,215 12999999. Subtotal - Forwards...... 0 ...... 0 XXX ...... (1,872) ...... (1,872) ...... 0 ...... 0 ...... 0 ...... 2,215 25999999. Subtotal - Hedging Transactions...... 0 ...... 0 XXX ...... (1,872) ...... (782,910) ...... 40,033 ...... 40,033 ...... 57,648 ...... 762,978 99999999. Total...... 0 ...... 0 XXX ...... (1,872) ...... (782,910) ...... 40,033 ...... 40,033 ...... 57,648 ...... 762,978
SCHEDULE DB - PART D - SECTION 1 Showing All Futures Contracts and Insurance Futures Contracts at Current Statement Date 1 2 3 4 5 6 7 8 9 Variation Margin Information 13 10 11 12
Date of Used to Number of Maturity Original Current Variation Opening Exchange or Cash Adjust Basis Potential Description Contracts Date Value Value Margin Position Counterparty Deposit Recognized of Hedged Item Deferred Exposure Long Futures Positions - Hedging Transactions S & P 500 Index...... 64 ...... 06/30/2003...... 13,400,359 ...... 13,552,000 ...... 151,641 ...... 03/27/2003.. CME...... 151,641 ...... 912,000 0199999. Subtotal - Long Futures Positions - Hedging Transactions...... 13,400,359 ...... 13,552,000 ...... 151,641 ...... XXX...... XXX...... 0 ...... 151,641 ...... 0 ...... 0 ...... 912,000 0499999. Subtotal - Long Futures Positions...... 13,400,359 ...... 13,552,000 ...... 151,641 ...... XXX...... XXX...... 0 ...... 151,641 ...... 0 ...... 0 ...... 912,000
Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE DB - PART D - SECTION 1 Showing All Futures Contracts and Insurance Futures Contracts at Current Statement Date 1 2 3 4 5 6 7 8 9 Variation Margin Information 13 10 11 12
Date of Used to Number of Maturity Original Current Variation Opening Exchange or Cash Adjust Basis Potential Description Contracts Date Value Value Margin Position Counterparty Deposit Recognized of Hedged Item Deferred Exposure Short Futures Positions - Hedging Transactions US 10-Yr. Swap Future...... 45 ...... 06/30/2003...... 5,124,898 ...... 5,092,031 ...... 32,867 ...... 03/14/2003.. CBT...... 32,867 ...... 63,000 0599999. Subtotal - Short Futures Positions - Hedging Transactions...... 5,124,898 ...... 5,092,031 ...... 32,867 ...... XXX...... XXX...... 0 ...... 32,867 ...... 0 ...... 0 ...... 63,000 0899999. Subtotal - Short Futures Positions...... 5,124,898 ...... 5,092,031 ...... 32,867 ...... XXX...... XXX...... 0 ...... 32,867 ...... 0 ...... 0 ...... 63,000 2599999. Subtotal - Hedging Transactions...... 18,525,257 ...... 18,644,031 ...... 184,508 ...... XXX...... XXX...... 0 ...... 184,508 ...... 0 ...... 0 ...... 975,000 9999999. Totals...... 18,525,257 ...... 18,644,031 ...... 184,508 ...... XXX...... XXX...... 0 ...... 184,508 ...... 0 ...... 0 ...... 975,000 E07.1 Statement as of March 31, 2003 of THE TRAVELERS LIFE AND ANNUITY COMPANY SCHEDULE E - PART 1 - CASH Month End Depository Balances 1 2 3 4 Book Balance at End of Each 8 Amount of Amount of Month During Current Quarter Rate Interest Interest Accrued 5 6 7 of Received During at Current Depository Interest Current Quarter Statement Date First Month Second Month Third Month * Open Depositories BANK OF NEW YORK...... NEW YORK,NY...... (1,379) ...... (1,379) ...... (1,379) XXX SMITH BARNEY...... NEW YORK,NY...... 0.530 ...... 9,475 ...... 76,912 ...... 79,692 ...... 28,771 XXX Aegon Funding Corp CP2...... 1,523 ...... XXX Amern Honda Fin Corp CP2...... 4,373 ...... XXX Caterpillar Finl Svcs Corp CPD...... 4,891 ...... XXX Falcon Asset Securitization Co CP2...... 6,211 ...... XXX Prudential Fdg LLC CPD...... 10,310 ...... 4,995,292 ...... XXX 0199999. Total Open Depositories...... XXX...... 36,783 ...... 0 .....5,070,825 ...... 78,313 ...... 27,392 XXX 0399999. Total Cash on Deposit...... XXX...... 36,783 ...... 0 .....5,070,825 ...... 78,313 ...... 27,392 XXX 0599999. Total Cash...... XXX...... 36,783 ...... 0 .....5,070,825 ...... 78,313 ...... 27,392 XXX
E08