Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ASSETS Current Statement Date 4 1 2 3 Net Admitted December 31 Nonadmitted Assets Prior Year Net Assets Assets (Cols. 1 - 2) Admitted Assets 1. Bonds...... 6,013,542,404 ...... 6,013,542,404 ...... 5,035,014,958 2. Stocks: 2.1 Preferred stocks...... 54,845,761 ...... 54,845,761 ...... 21,858,975 2.2 Common stocks...... 237,534,652 ...... 237,534,652 ...... 165,920,124 3. Mortgage loans on real estate: 3.1 First liens...... 33,654,687 ...... 33,654,687 ...... 31,586,285 3.2 Other than first liens...... 70,776,049 ...... 70,776,049 ...... 41,022,014 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)...... 499 ...... 499 ...... 0 ...... 4.3 Properties held for sale (less $...... 0 encumbrances)...... 0 ...... 5. Cash ($.....7,807,890), cash equivalents ($...... 0) and short-term investments ($.....165,972,603)...... 173,780,493 ...... 173,780,493 ...... 129,517,726 6. Contract loans (including $...... 0 premium notes)...... 236,834 ...... 236,834 ...... 237,283 7. Derivatives...... 24,962,005 ...... 24,962,005 ...... 18,869,954 8. Other invested assets...... 277,868,518 ...... 277,868,518 ...... 170,286,438 9. Receivables for securities...... 24,696,789 ...... 24,696,789 ...... 51,546,080 10. Securities lending reinvested collateral assets...... 0 ...... 11. Aggregate write-ins for invested assets...... 0 ...... 0 ...... 0 ...... 0 12. Subtotals, cash and invested assets (Lines 1 to 11)...... 6,911,898,691 ...... 499 ...... 6,911,898,192 ...... 5,665,859,837 13. Title plants less $...... 0 charged off (for Title insurers only)...... 0 ...... 14. Investment income due and accrued...... 54,538,437 ...... 54,538,437 ...... 44,644,253 15. Premiums and considerations: 15.1 Uncollected premiums and agents' balances in the course of collection...... 72,651,301 ...... 2,808,922 ...... 69,842,379 ...... 68,504,376 15.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $...... 0 earned but unbilled premiums)...... 222,731 ...... 222,731 ...... 262,952 15.3 Accrued retrospective premiums...... 0 ...... 16. Reinsurance: 16.1 Amounts recoverable from reinsurers...... 5,933,011 ...... 5,933,011 ...... 5,071,530 16.2 Funds held by or deposited with reinsured companies...... 0 ...... 16.3 Other amounts receivable under reinsurance contracts...... 2,006,803 ...... 2,006,803 ...... 1,977,866 17. Amounts receivable relating to uninsured plans...... 0 ...... 18.1 Current federal and foreign income tax recoverable and interest thereon...... 26,695,326 ...... 26,695,326 ...... 22,776,545 18.2 Net deferred tax asset...... 21,845,094 ...... 106,806 ...... 21,738,288 ...... 23,864,099 19. Guaranty funds receivable or on deposit...... 1,312,055 ...... 1,312,055 ...... 1,340,505 20. Electronic data processing equipment and software...... 6,656,209 ...... 5,567,674 ...... 1,088,535 ...... 1,051,738 21. Furniture and equipment, including health care delivery assets ($...... 0)...... 5,511,814 ...... 5,511,814 ...... 0 ...... 22. Net adjustment in assets and liabilities due to foreign exchange rates...... 0 ...... 23. Receivables from parent, subsidiaries and affiliates...... 199,000 ...... 199,000 ...... 327,855 24. Health care ($...... 0) and other amounts receivable...... 0 ...... 25. Aggregate write-ins for other than invested assets...... 7,090,302 ...... 7,090,302 ...... 0 ...... 0 26. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 12 through 25)...... 7,116,560,774 ...... 21,086,017 ...... 7,095,474,757 ...... 5,835,681,556 27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts...... 145,079,915 ...... 145,079,915 ...... 144,676,987 28. Total (Lines 26 and 27)...... 7,261,640,689 ...... 21,086,017 ...... 7,240,554,672 ...... 5,980,358,543

DETAILS OF WRITE-INS 1101...... 0 ...... 1102...... 0 ...... 1103...... 0 ...... 1198. Summary of remaining write-ins for Line 11 from overflow page...... 0 ...... 0 ...... 0 ...... 0 1199. Totals (Lines 1101 thru 1103 plus 1198) (Line 11 above)...... 0 ...... 0 ...... 0 ...... 0 2501. Other expenses and suspense debits...... 5,990,281 ...... 5,990,281 ...... 0 ...... 2502. Other than invested assets nonadmitted...... 165,826 ...... 165,826 ...... 0 ...... 2503. Other assets nonadmitted...... 934,195 ...... 934,195 ...... 0 ...... 2598. Summary of remaining write-ins for Line 25 from overflow page...... 0 ...... 0 ...... 0 ...... 0 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)...... 7,090,302 ...... 7,090,302 ...... 0 ...... 0

Q02 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current December 31 Statement Date Prior Year 1. Aggregate reserve for life contracts $.....3,573,466,671 less $...... 0 included in Line 6.3 (including $...... 0 Modco Reserve)...... 3,573,466,671 ...... 3,142,404,629 2. Aggregate reserve for accident and health contracts (including $...... 0 Modco Reserve)...... 964,505,478 ...... 956,424,008 3. Liability for deposit-type contracts (including $...... 0 Modco Reserve)...... 850,893,176 ...... 44,624,824 4. Contract claims: 4.1 Life...... 50,469,037 ...... 50,024,664 4.2 Accident and health...... 578,042,525 ...... 567,873,034 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 (including $...... 0 Modco)...... 6.2 Dividends not yet apportioned (including $...... 0 Modco)...... 6.3 Coupons and similar benefits (including $...... 0 Modco)...... 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 $.....233,967 accident and health premiums...... 282,469 ...... 252,169 9. Contract liabilities not included elsewhere: 9.1 Surrender values on canceled contracts...... 9.2 Provision for experience rating refunds, including the liability of $...... 0 accident and health experience rating refunds of which $...... 0 is for medical loss ratio rebate per the Public Health Service Act...... 9.3 Other amounts payable on reinsurance, including $.....445,293 assumed and $.....1,623,578 ceded...... 2,068,871 ...... 1,308,215 9.4 Interest Maintenance Reserve...... 100,509,790 ...... 105,954,847 10. Commissions to agents due or accrued - life and annuity contracts $...... 0, accident and health $...... 0 and deposit-type contract funds $...... 0...... 11. Commissions and expense allowances payable on reinsurance assumed...... 12. General expenses due or accrued...... 45,015,928 ...... 47,300,572 13. Transfers to Separate Accounts due or accrued (net) (including $...... 0 accrued for expense allowances recognized in reserves, net of reinsured allowances)...... (97,231) ...... (187,850) 14. Taxes, licenses and fees due or accrued, excluding federal income taxes...... 1,912,890 ...... 2,231,659 15.1 Current federal and foreign income taxes, including $...... 0 on realized capital gains (losses)...... 15.2 Net deferred tax liability...... 16. Unearned investment income...... 17. Amounts withheld or retained by company as agent or trustee...... 6,951,917 ...... 5,836,730 18. Amounts held for agents' account, including $.....3,784,296 agents' credit balances...... 3,784,296 ...... 4,686,074 19. Remittances and items not allocated...... 30,783,955 ...... 51,404,976 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 $.....57,000,000 and interest thereon $.....342,146...... 57,342,146 ...... 55,342,146 23. Dividends to stockholders declared and unpaid...... 2,000,000 ...... 82,000,000 24. Miscellaneous liabilities: 24.01 Asset valuation reserve...... 78,677,831 ...... 67,499,547 24.02 Reinsurance in unauthorized and certified ($...... 0) companies...... 24.03 Funds held under reinsurance treaties with unauthorized and certified ($...... 0) reinsurers...... 24.04 Payable to parent, subsidiaries and affiliates...... 33,444 ...... 322,087 24.05 Drafts outstanding...... 24.06 Liability for amounts held under uninsured plans...... 24.07 Funds held under coinsurance...... 24.08 Derivatives...... 240,551 ...... 101,879 24.09 Payable for securities...... 39,494,634 ...... 11,699,061 24.10 Payable for securities lending...... 24.11 Capital notes $...... 0 and interest thereon $...... 0...... 25. Aggregate write-ins for liabilities...... 37,192,341 ...... 40,195,292 26. Total liabilities excluding Separate Accounts business (Lines 1 to 25)...... 6,423,570,719 ...... 5,237,298,563 27. From Separate Accounts statement...... 145,079,915 ...... 144,676,987 28. Total liabilities (Lines 26 and 27)...... 6,568,650,634 ...... 5,381,975,550 29. Common capital stock...... 6,003,113 ...... 6,003,113 30. Preferred capital stock...... 50,000,000 ...... 50,000,000 31. Aggregate write-ins for other than special surplus funds...... 0 ...... 0 32. Surplus notes...... 33. Gross paid in and contributed surplus...... 124,950,189 ...... 124,950,189 34. Aggregate write-ins for special surplus funds...... 0 ...... 0 35. Unassigned funds (surplus)...... 490,950,736 ...... 417,429,691 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 $...... 0 in Separate Accounts Statement)...... 615,900,925 ...... 542,379,880 38. Totals of Lines 29, 30 and 37...... 671,904,038 ...... 598,382,993 39. Totals of Lines 28 and 38 (Page 2, Line 28, Col. 3)...... 7,240,554,672 ...... 5,980,358,543 DETAILS OF WRITE-INS 2501. Retained assets program liability to claimants and other miscellaneous liabilities...... 29,225,316 ...... 32,228,267 2502. Liability for pension and postretirement benefits...... 7,967,025 ...... 7,967,025 2503...... 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)...... 37,192,341 ...... 40,195,292 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

Q03 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SUMMARY OF OPERATIONS 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...... 989,370,261 ...... 702,387,616 ...... 1,642,451,632 2. Considerations for supplementary contracts with life contingencies...... 215,438 ...... 657,452 ...... 657,452 3. Net investment income...... 164,295,304 ...... 110,356,571 ...... 243,276,352 4. Amortization of Interest Maintenance Reserve (IMR)...... 7,590,165 ...... 5,659,816 ...... 10,828,906 5. Separate Accounts net gain from operations excluding unrealized gains or losses...... 6. Commissions and expense allowances on reinsurance ceded...... 1,330,862 ...... 1,377,886 ...... 2,606,070 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...... 577,381 ...... 1,038,922 ...... 2,120,137 8.2 Charges and fees for deposit-type contracts...... 8.3 Aggregate write-ins for miscellaneous income...... 2,653,254 ...... 3,456,940 ...... 5,960,873 9. Totals (Lines 1 to 8.3)...... 1,166,032,665 ...... 824,935,203 ...... 1,907,901,422 10. Death benefits...... 32,990,466 ...... 28,571,198 ...... 60,702,319 11. Matured endowments (excluding guaranteed annual pure endowments)...... 12. Annuity benefits...... 28,437,809 ...... 26,582,831 ...... 52,305,286 13. Disability benefits and benefits under accident and health contracts...... 271,887,739 ...... 260,169,612 ...... 520,107,010 14. Coupons, guaranteed annual pure endowments and similar benefits...... 15. Surrender benefits and withdrawals for life contracts...... 93,010,022 ...... 106,559,919 ...... 190,218,688 16. Group conversions...... 17. Interest and adjustments on contract or deposit-type contract funds...... 6,546,280 ...... 1,326,662 ...... 2,109,328 18. Payments on supplementary contracts with life contingencies...... 865,396 ...... 899,083 ...... 2,046,810 19. Increase in aggregate reserves for life and accident and health contracts...... 439,239,328 ...... 182,008,504 ...... 608,340,300 20. Totals (Lines 10 to 19)...... 872,977,040 ...... 606,117,809 ...... 1,435,829,741 21. Commissions on premiums, annuity considerations and deposit-type contract funds (direct business only)...... 88,172,550 ...... 71,239,949 ...... 151,781,350 22. Commissions and expense allowances on reinsurance assumed...... 710,707 ...... 890,821 ...... 2,127,854 23. General insurance expenses...... 79,781,430 ...... 78,578,803 ...... 160,786,364 24. Insurance taxes, licenses and fees, excluding federal income taxes...... 17,184,175 ...... 16,072,698 ...... 31,597,899 25. Increase in loading on deferred and uncollected premiums...... (2,755,517) ...... (4,159,334) ...... (255,845) 26. Net transfers to or (from) Separate Accounts net of reinsurance...... (2,071) ...... (2,073) ...... (4,176) 27. Aggregate write-ins for deductions...... 0 ...... 0 ...... 0 28. Totals (Lines 20 to 27)...... 1,056,068,314 ...... 768,738,673 ...... 1,781,863,187 29. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus Line 28)...... 109,964,351 ...... 56,196,530 ...... 126,038,235 30. Dividends to policyholders...... 31. Net gain from operations after dividends to policyholders and before federal income taxes (Line 29 minus Line 30)...... 109,964,351 ...... 56,196,530 ...... 126,038,235 32. Federal and foreign income taxes incurred (excluding tax on capital gains)...... 27,645,119 ...... 16,302,074 ...... (9,475,693) 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)...... 82,319,232 ...... 39,894,456 ...... 135,513,928 34. Net realized capital gains (losses) (excluding gains (losses) transferred to the IMR) less capital gains tax of $.....(97,192) (excluding taxes of $.....1,155,058 transferred to the IMR)...... (7,577,432) ...... 27,981,542 ...... (962,132) 35. Net income (Line 33 plus Line 34)...... 74,741,800 ...... 67,875,998 ...... 134,551,796 CAPITAL AND SURPLUS ACCOUNT 36. Capital and surplus, December 31, prior year...... 598,382,993 ...... 561,533,548 ...... 561,533,548 37. Net income (Line 35)...... 74,741,800 ...... 67,875,998 ...... 134,551,796 38. Change in net unrealized capital gains (losses) less capital gains tax of $.....4,453,839...... 2,273,463 ...... 8,405,475 ...... 7,217,846 39. Change in net unrealized foreign exchange capital gain (loss)...... 9,540,158 ...... (14,819,623) ...... (4,603,959) 40. Change in net deferred income tax...... (4,037,583) ...... (3,902,611) ...... (31,874,517) 41. Change in nonadmitted assets...... 4,181,491 ...... (1,531,609) ...... 36,192,525 42. Change in liability for reinsurance in unauthorized and certified companies...... 43. Change in reserve on account of change in valuation basis, (increase) or decrease...... 44. Change in asset valuation reserve...... (11,178,284) ...... (21,381,532) ...... (30,428,129) 45. Change in treasury stock...... 46. Surplus (contributed to) withdrawn from Separate Accounts during period...... 47. Other changes in surplus in Separate Accounts Statement...... 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...... (2,000,000) ...... (2,000,000) ...... (84,000,000) 53. Aggregate write-ins for gains and losses in surplus...... 0 ...... (7,099) ...... 9,793,883 54. Net change in capital and surplus (Lines 37 through 53)...... 73,521,045 ...... 32,638,999 ...... 36,849,445 55. Capital and surplus as of statement date (Lines 36 + 54)...... 671,904,038 ...... 594,172,547 ...... 598,382,993 DETAILS OF WRITE-INS 08.301. Miscellaneous income...... 2,653,254 ...... 3,456,940 ...... 5,960,873 08.302...... 08.303...... 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)...... 2,653,254 ...... 3,456,940 ...... 5,960,873 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. Unassigned funds - pension and postretirement benefits...... (7,099) ...... 9,793,883 5302...... 5303...... 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 ...... (7,099) ...... 9,793,883

Q04 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company CASH FLOW 1 2 3 Current Year Prior Year Prior Year Ended to Date To Date December 31 CASH FROM OPERATIONS 1. Premiums collected net of reinsurance...... 991,073,734 ...... 706,525,242 ...... 1,640,400,247 2. Net investment income...... 108,893,402 ...... 99,798,674 ...... 204,433,756 3. Miscellaneous income...... 4,652,079 ...... 5,864,954 ...... 10,665,349 4. Total (Lines 1 through 3)...... 1,104,619,215 ...... 812,188,870 ...... 1,855,499,352 5. Benefit and loss related payments...... 421,031,211 ...... 404,659,649 ...... 793,446,370 6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts...... (2,108) ...... (2,069) ...... (4,168) 7. Commissions, expenses paid and aggregate write-ins for deductions...... 188,721,568 ...... 179,829,528 ...... 347,173,732 8. Dividends paid to policyholders...... 9. Federal and foreign income taxes paid (recovered) net of $...... 0 tax on capital gains (losses)...... 27,789,125 ...... 27,484,143 ...... 52,639,484 10. Total (Lines 5 through 9)...... 637,539,796 ...... 611,971,251 ...... 1,193,255,418 11. Net cash from operations (Line 4 minus Line 10)...... 467,079,419 ...... 200,217,619 ...... 662,243,934 CASH FROM INVESTMENTS 12. Proceeds from investments sold, matured or repaid: 12.1 Bonds...... 1,736,267,342 ...... 1,751,438,617 ...... 3,330,126,585 12.2 Stocks...... 92,110,604 ...... 103,826,383 ...... 225,251,861 12.3 Mortgage loans...... 24,582,033 ...... 28,231,734 ...... 39,003,983 12.4 Real estate...... 12.5 Other invested assets...... 22,816,408 ...... 9,365,580 ...... 43,302,712 12.6 Net gains or (losses) on cash, cash equivalents and short-term investments...... 481,847 ...... (13,707) ...... (271,405) 12.7 Miscellaneous proceeds...... 38,042,354 ...... (36,721,256) ...... (40,286,789) 12.8 Total investment proceeds (Lines 12.1 to 12.7)...... 1,914,300,588 ...... 1,856,127,351 ...... 3,597,126,947 13. Cost of investments acquired (long-term only): 13.1 Bonds...... 2,629,895,779 ...... 1,824,274,671 ...... 3,721,003,924 13.2 Stocks...... 191,734,964 ...... 175,667,002 ...... 284,282,131 13.3 Mortgage loans...... 56,408,030 ...... 36,265,224 ...... 67,067,744 13.4 Real estate...... 13.5 Other invested assets...... 129,230,153 ...... 54,955,716 ...... 48,663,213 13.6 Miscellaneous applications...... 25,285,394 ...... (86,812,971) ...... 4,009,488 13.7 Total investments acquired (Lines 13.1 to 13.6)...... 3,032,554,320 ...... 2,004,349,642 ...... 4,125,026,500 14. Net increase or (decrease) in contract loans and premium notes...... (449) ...... (38,478) ...... (69,112) 15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)...... (1,118,253,283) ...... (148,183,813) ...... (527,830,441) 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...... (52,875) ...... (2,052,875) ...... (4,105,750) 16.4 Net deposits on deposit-type contracts and other insurance liabilities...... 802,642,068 ...... 695,103 ...... 187,286 16.5 Dividends to stockholders...... 82,000,000 ...... 72,000,000 ...... 74,000,000 16.6 Other cash provided (applied)...... (25,152,562) ...... 27,404,012 ...... 3,842,457 17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6)...... 695,436,631 ...... (45,953,760) ...... (74,076,007) RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS 18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17)...... 44,262,767 ...... 6,080,046 ...... 60,337,486 19. Cash, cash equivalents and short-term investments: 19.1 Beginning of year...... 129,517,726 ...... 69,180,240 ...... 69,180,240 19.2 End of period (Line 18 plus Line 19.1)...... 173,780,493 ...... 75,260,286 ...... 129,517,726 Note: Supplemental disclosures of cash flow information for non-cash transactions: 20.0001 ......

Q05 Statement as of June 30, 2014 of the Reliance Standard Life Insurance 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...... 2,337,030 ...... 2,395,113 ...... 5,193,115

3. Ordinary individual annuities...... 402,785,469 ...... 212,053,056 ...... 581,071,512

4. Credit life (group and individual)......

5. Group life insurance...... 219,131,822 ...... 211,389,722 ...... 425,567,471

6. Group annuities...... 125,270,676 ...... 48,174,779 ...... 156,986,773

7. A&H - group...... 385,945,766 ...... 360,036,639 ...... 740,456,946

8. A&H - credit (group and individual)......

9. A&H - other...... 82,269 ...... 83,253 ...... 149,579

10. Aggregate of all other lines of business...... 0 ...... 0 ...... 0

11. Subtotal...... 1,135,553,032 ...... 834,132,562 ...... 1,909,425,396

12. Deposit-type contracts...... 500,000,000 ......

13. Total...... 1,635,553,032 ...... 834,132,562 ...... 1,909,425,396

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

Q06 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

1. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

A. Accounting Practices

The accompanying financial statements of Reliance Standard Life Insurance Company (the “Company”) have been prepared in conformity with statutory accounting practices (“SAP”) as set forth in the National Association of Insurance Commissioners (“NAIC”) Accounting Practices and Procedures manuals and the NAIC Annual Statement Instructions manuals and with accounting practices prescribed by the State of Illinois.

2. ACCOUNTING CHANGES AND CORRECTIONS OF ERRORS

The Company has not made any material changes in its accounting policies during the quarter ended June 30, 2014. No material errors occurred, or were required to be corrected in the financial statements for the quarter ended June 30, 2014.

3. BUSINESS COMBINATIONS AND GOODWILL

Not applicable.

4. DISCONTINUED OPERATIONS

Not applicable.

5. INVESTMENTS

D. Loan Backed Securities

(1) Prepayment and credit assumptions for mortgage-backed and asset-backed securities were obtained from broker-dealer survey values or internal estimates. These assumptions are consistent with the current interest rate environment. The prospective adjustment method is used to value all securities.

(2) Not applicable.

(3) The Company did not experience any other-than-temporary impairments based on the Company's intent to sell or inability or lack of intent to retain the investment in the security for a period of time sufficient to recover the amortized cost basis. Other-than-temporary impairments classified on the basis that the present value of cash flows expected to be collected is less than the amortized cost basis of the security are presented in the table below:

(1) (2) (3) (4) (5) (6) (7) Book/Adjusted Date of Carrying Value Present Value Book/Adjusted Financial Before of Carrying Value Statement Current Period Projected Recognized After Fair Where CUSIP OTTI Cash Flows OTTI OTTI Value Reported

02148AAF3$ 2,751,019 $ 2,684,580 $ (66,439) $ 2,684,580 $ 2,900,700 3/31/2014 02151CBK1 1,042,632 1,000,562 (42,069) 1,000,562 1,201,370 3/31/2014 17307G4L9 7,596,152 6,648,760 (947,391) 6,648,760 6,808,556 3/31/2014 20173QAN1 312,264 311,931 (334) 311,931 300,418 3/31/2014 43709YAB5 2,102,872 2,089,625 (13,247) 2,089,625 2,089,625 3/31/2014 46627MER4 336,553 334,824 (1,729) 334,824 444,402 3/31/2014 55265KV55 302,197 197,508 (104,689) 197,508 175,019 3/31/2014 749228AJ1 2,387,100 2,377,758 (9,342) 2,377,758 2,558,256 3/31/2014 76114HAM7 7,094,648 6,915,003 (179,645) 6,915,003 7,349,789 3/31/2014 9393362J1 742,179 716,849 (25,330) 716,849 716,849 3/31/2014 949812AA9 280,101 276,466 (3,635) 276,466 286,285 3/31/2014 94983LBB2 8,972,279 8,965,763 (6,516) 8,965,763 9,307,603 3/31/2014 94985RAQ5 7,738,370 7,567,497 (170,873) 7,567,497 8,029,997 3/31/2014 94986AAX6 7,017,382 6,830,651 (186,731) 6,830,651 7,026,056 3/31/2014 02147QAW2 8,734,584 8,727,533 (7,050) 8,727,533 8,727,533 6/30/2014 02148AAF3 2,650,286 2,510,292 (139,994) 2,510,292 2,977,696 6/30/2014 05946X2E2 6,055,755 6,017,601 (38,154) 6,017,601 6,508,877 6/30/2014 126671M78 1,304,123 1,298,083 (6,040) 1,298,083 1,298,083 6/30/2014 18976GAF3 7,904,124 7,709,294 (194,829) 7,709,294 8,184,826 6/30/2014 20173QAN1 311,931 300,418 (11,513) 300,418 307,000 6/30/2014 32051G3A1 4,836,258 4,787,052 (49,206) 4,787,052 4,787,052 6/30/2014

Q07 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

(1) (2) (3) (4) (5) (6) (7) Book/Adjusted Date of Carrying Value Present Value Book/Adjusted Financial Before of Carrying Value Statement Current Period Projected Recognized After Fair Where CUSIP OTTI Cash Flows OTTI OTTI Value Reported

32051GZS7 9,277,308 9,224,965 (52,342) 9,224,965 9,224,965 6/30/2014 3622EUAE6 1,592,866 1,588,118 (4,747) 1,588,118 1,588,118 6/30/2014 55265KV55 185,447 180,412 (5,036) 180,412 163,177 6/30/2014 57645DAH5 1,511,506 1,482,825 (28,680) 1,482,825 1,508,246 6/30/2014 61750YAB5 2,617,777 2,536,948 (80,829) 2,536,948 2,596,603 6/30/2014 61757MAD0 835,385 776,127 (59,259) 776,127 776,127 6/30/2014 749228AJ1 2,299,530 2,273,095 (26,435) 2,273,095 2,565,514 6/30/2014 761119AS5 3,556,417 3,546,204 (10,214) 3,546,204 3,546,204 6/30/2014 76114HAM7 6,518,297 6,347,649 (170,647) 6,347,649 6,793,204 6/30/2014 9393362J1 692,713 651,168 (41,545) 651,168 651,168 6/30/2014 94983TAM2 1,626,855 1,470,826 (156,030) 1,470,826 1,462,522 6/30/2014 $ 111,186,908 $ 108,346,387 $ (2,840,521) $ 108,346,387 $ 112,861,838

(4) The gross unrealized losses and fair value of loan-backed securities aggregated by the length of time the individual securities have been in a continuous temporarily impaired position are as follows:

a. The aggregate amount of unrealized losses:

1. Less than 12 Months $ (8,308,000) 2. 12 Months or Longer $ (5,237,231)

b. The aggregate related fair value of securities with unrealized losses:

1. Less than 12 Months $ 537,324,698 2. 12 Months or Longer $ 119,378,533

(5) Declines in the fair value of investments that are considered in the judgment of management to be other than temporary are reported as realized losses. Management evaluates, among other things, the financial position and prospects of the issuer, conditions in the issuer's industry and geographical area, liquidity of the investment, changes in the amount or timing of expected future cash flows from the investment and recent changes in the credit ratings of the issuer by a ratings agency to determine if and when a decline in the fair value of an investment below amortized cost is other than temporary. The length of time and extent to which the fair value of the investment is lower than its amortized cost, the Company's ability and intent to retain the investment to allow for anticipated recovery in the investment's fair value and whether the Company has made a decision to sell the investment are other factors also considered.

6. JOINT VENTURES, PARTNERSHIPS AND LIMITED LIABILITY COMPANIES

Not applicable.

7. INVESTMENT INCOME

Not applicable.

8. DERIVATIVE INSTRUMENTS

No significant change.

9. INCOME TAXES

No significant change.

10. INFORMATION CONCERNING PARENT, SUBSIDIARIES AND AFFILIATES

In 2014, The Company’s parent, Reliance Standard Life Insurance Company of Texas (“RSLT”), issued various funding agreements in an aggregate principal amount of $300.0 million to the Federal Home Loan Bank of Dallas (“FHLB Dallas”), the liabilities under which have been ceded by RSLT to the Company under an indemnity reinsurance agreement. The Company has collateralized its obligations under this reinsurance agreement by pledging certain investment securities to RSLT, which have in turn been pledged by RSLT to the FHLB Dallas to collateralize RSLT’s obligations under the funding agreements issued to the FHLB Dallas.

Q07.1 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

11. DEBT

A. The Company is party to a revolving loan agreement with its ultimate domestic parent company, Delphi Financial Group, under which the Company can obtain loans from time to time in a total amount of up to $100,000,000. At the option of the Company, early repayment may be made without penalty. Interest is payable monthly at a variable money market rate. The loan agreement does not contain any collateral requirements or financial covenants. At June 30, 2014, the Company had outstanding borrowings under this agreement totaling $2,000,000.

12. RETIREMENT PLANS, DEFERRED COMPENSATION, POSTEMPLOYMENT BENEFITS AND COMPENSATED ABSENCES AND OTHER POSTRETIREMENT BENEFIT PLANS

A-D. Defined Benefit Plans

During 2009 and prior, the Company sponsored a qualified non-contributory defined benefit pension plan covering substantially all employees age 21 or over with more than one year of service with the Company or its affiliates. The Company funds pension costs in accordance with the requirements of ERISA. Effective December 31, 2009, the plan was frozen and will not accept new participants after that date. Existing participants in the plan will not accrue any additional benefits under the plan.

The Company also sponsors a supplemental executive retirement plan. The plan provides certain key employees with the opportunity for additional postemployment income, which would otherwise have been limited under the pension plan. The plan is a nonqualified tax-deferred retirement plan and is not funded. Effective December 31, 2009, the plan was frozen and will not accept new participants after that date. Existing participants in the plan will not accrue any additional benefits under the plan.

In addition to pension benefits, the Company provides certain health care and life insurance benefits (“postretirement benefits”) for retired employees. The health care plan is non-contributory for current retirees and those employees who attained age 55 with ten years of service by December 31, 1992. Cost sharing features include deductibles and co-payment provisions. Other employees will be eligible for a dollar denominated postretirement health plan. Life insurance benefits are generally set at a fixed percentage of policy face value based on the employee's age. Employees hired after December 31, 1992 are not eligible for any postretirement benefits. The Company funds postretirement benefit payments as claims are incurred or as premium payments are due to the insurer.

The assets, benefits obligations and periodic costs related to these plans are not material to the Company’s financial position or results of operation.

E. Defined Contribution Plans

The Company sponsors a qualified tax-deferred retirement savings plan for employees of the Company or its affiliates, who are at least 21 years old. In addition, the Company sponsors a nonqualified tax- deferred savings plan for certain key employees. The Company has created this plan as an additional tax-deferred savings option for highly compensated employees whose compensation exceeds the limit on the tax-deferred savings plan or whose contributions to the deferred savings plan are limited to ensure the plan's compliance with a nondiscrimination test. During 2009 and prior, the Company made matching contributions of fifty cents for every dollar the employee contributes under the combined plans, up to 4% of the employee’s before-tax contributions. The Company’s contributions to the plans were not material. Effective January 2010, the Company began contributing the equivalent of 3% of eligible compensation for every employee in the plan, in replacement of the matching contribution.

F-I. Not applicable.

13. CAPITAL AND SURPLUS, SHAREHOLDERS' DIVIDEND RESTRICTIONS AND QUASI- REORGANIZATIONS

4. On January 27, 2014, the Company paid an ordinary dividend on its preferred stock totaling $2,000,000. On January 27, 2014, the Company paid an ordinary dividend on its common stock in the amount of $80,000,000 to its parent, RSLT.

14. CONTINGENCIES

No significant change.

15. LEASES

No significant change.

16. INFORMATION ABOUT FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK AND FINANCIAL INSTRUMENTS WITH CONCENTRATIONS OF CREDIT RISK

Not applicable.

Q07.2 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

17. SALE, TRANSFER AND SERVICING OF FINANCIAL ASSETS AND EXTINGUISHMENT OF LIABILITIES

Not applicable.

18. GAIN OR LOSS TO THE REPORTING ENTITY FROM UNINSURED PLANS AND THE UNINSURED PORTION OF PARTIALLY INSURED PLANS

Not applicable.

19. DIRECT PREMIUM WRITTEN/PRODUCED BY MGA'S AND TPA'S

No significant change.

20. FAIR VALUE MEASUREMENTS

The methodologies and valuation techniques used by the Company to value those of its assets, which are measured at fair value, are described below.

Instruments included in bonds include mortgage-backed and corporate securities, U.S. Treasury and other U.S. government guaranteed securities, securities issued by U.S. government-sponsored enterprises, and obligations of U.S. states, municipalities and political subdivisions. The market liquidity of each security is taken into consideration in the valuation technique used to value such security. For securities where market transactions involving identical or comparable assets generate sufficient relevant information, the Company employs a market approach to valuation. If sufficient information is not generated from market transactions involving identical or comparable assets, the Company uses an income approach to valuation. The majority of the instruments included as bonds are valued utilizing observable inputs; accordingly, they are categorized in either Level l or Level 2 of the fair value hierarchy described below. However, in instances where significant inputs utilized are unobservable, the securities are categorized in Level 3 of the fair value hierarchy.

The inputs used in the valuation techniques employed by the Company are provided by nationally recognized pricing services, external investment managers and internal resources. To assess these inputs, the Company’s review process includes, but is not limited to, quantitative analysis including benchmarking, initial and ongoing evaluations of methodologies used by external parties to calculate fair value, and ongoing evaluations of fair value estimates based on the Company’s knowledge and monitoring of market conditions.

The Company measures its assets and liabilities recorded at fair value in its balance sheet based on the framework set forth in Statement of Statutory Accounting Principles No. 100 – Fair Value Measurements ("SSAP 100"). This framework establishes a fair value hierarchy of three levels based upon the transparency and availability of information used in measuring the fair value of assets and liabilities as of the measurement date. The levels are categorized as follows:

Level 1- Valuation is based upon quoted prices for identical assets or liabilities in active markets. Level 1 fair value is not subject to valuation adjustments or block discounts.

Level 2 - Valuation is based upon quoted prices for similar assets or liabilities in active markets or quoted prices for identical or similar instruments in markets that are not active. In addition, a company may use various valuation techniques or pricing models that use observable inputs to measure fair value.

Level 3 - Valuation is generated from techniques in which one or more of the significant inputs for valuing such assets or liabilities are not observable. These inputs may reflect the Company's best estimates of the various assumptions that market participants would use in valuing the financial assets and financial liabilities.

Other investments held at fair value primarily consist of common stock and derivatives. Unaffiliated common stocks are primarily valued at quoted active market prices and are therefore categorized in Level 1 of the fair value hierarchy. Derivatives, excluding margin on deposit, are valued using broker provided pricing and therefore are categorized in Level 3 of the fair value hierarchy.

Assets held in the separate account represent funds invested in a separately administered variable life insurance product for which the policyholder, rather than the Company, bears the investment risk. These assets are invested in interests in a limited liability company that invests in funds that trade in various financial instruments. This limited liability company, all of whose interests are owned by the Company’s separate account, utilizes the financial statements furnished by the funds to determine the values of its investments in such funds and the carrying value of each such investment, which is based on its proportionate interest in the relevant fund as of the balance sheet dates. As such, these funds’ financial statements constitute the key input in the Company’s valuation of its investment in this limited liability company. The Company concluded that the value calculated using the equity method of accounting with respect to its investment in this limited liability company was reflective of the fair market value of such investment.

The investment portfolios of the funds in which the fund investments are maintained vary from fund to fund, but are generally comprised of liquid, publicly traded securities that have readily determinable market values and which are carried at fair value on the financial statements of such funds, substantially all of which are audited annually. The amount that an investor is entitled to receive upon the redemption of its investment from the applicable fund is determined by reference to such security values. These investments are included in Level 3 of the fair value hierarchy. Q07.3 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

Assets measured at fair value are summarized below:

As of June 30, 2014 Level 1 Level 2 Level 3 Total Asse ts: (dollars in thousands) Bonds: Industrial and miscellaneous$ - $ 562 $ 4,536 $ 5,098 Common Stock: Industrial and miscellaneous 169,773 - 22 169,795 Derivatives 10,360 - 14,361 24,721 Other Assets: Separate account assets 21,037 - 124,043 145,080 Total Assets at Fair Value$ 201,170 $ 562 $ 142,962 $ 344,694

As of December 31, 2013 Level 1 Level 2 Level 3 Total Asse ts: (dollars in thousands) Bonds: Industrial and miscellaneous$ - $ 1,385 $ - $ 1,385 Common Stock: Industrial and miscellaneous 101,712 - 11 101,723 Preferred Stock: Industrial and miscellaneous 124 - - 124 Derivatives: 5,666 - 13,102 18,768 Other Assets: Separate account assets - - 144,677 144,677 Total Assets at Fair Value$ 107,502 $ 1,385 $ 157,790 $ 266,677

The following table provides reconciliations for Level 3 assets measured at fair value. Transfers into Level 3 are recognized as of the end of the period. There were no significant transfers between Level 1 and Level 2.

As of June 30, 2014 (dollars in thousands) Total gains Total gains and and Balance at (losses) (losses) Transfer Balance at January 1, included in included in Transfer to out of June 30, Level 3 Rollforward 2014 income surplus Purchases Sales Level 3 Level 3 2014

Bonds Industrial Misc.$ - $ (155) $ (346) $ 6,068 $ (1,031) $ - $ - $ 4,536 Common Stock Industrial Misc. 11 7 4 - - - - 22 Derivatives 13,102 3,150 (224) 5,573 (7,240) - - 14,361 Separate account 144,677 1,490 - 101,548 (123,672) - - 124,043 Grand Total$ 157,790 $ 4,492 $ (566) $ 113,189 $ (131,943) $ - $ - $ 142,962

As of June 30, 2014, the reported fair value of the Company's investments categorized as Level 3 was $142,962,294. Of this, $124,043,398 consisted of assets held in separate accounts, which are comprised of investments in various limited partnerships, limited liability companies and mutual funds, the interests in which are generally available for purchase only by insurance company separate accounts which fund variable products. Derivatives, which included purchased and sold options and future deposits, had a balance of $14,361,112. Bonds industrial and miscellaneous had a balance of $4,535,696 and the remaining balance consisted of common stocks of $22,088.

B. Not Applicable.

C. The carrying values and estimated fair values of certain of the Company’s financial instruments not recorded at fair value in the consolidated balance sheets are shown below. Because fair values for all balance sheet items are not required to be disclosed, the aggregate fair value amounts presented below are not reflective of the underlying value of the Company.

Q07.4 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

As of June 30, 2014 (dollars in thousands) Not Practicable Type of Financial Aggregate Admitted Level Level Level (Carrying Instrument Fair Value Assets 1 2 3 Value)

Assets: Bonds$ 6,420,293 $ 6,008,444 $ 9,066 $ 5,063,088 $ 1,348,139 $ - Preferred stock 65,861 54,846 49,828 - 16,033 - Mortgage loans 104,431 104,431 - - 104,431 - Cash and Short-Term Investments 173,327 173,780 148,119 25,208 - - Other invested assets 79,644 75,041 - 79,644 - -

Total assets$ 6,843,556 $ 6,416,542 $ 207,013 $ 5,167,940 $ 1,468,603 $ -

Liabilities: Policyholder account balances$ 4,405,876 $ 4,231,798 $ - $ - $ 4,405,876 $ - Advances from RSL-Texas 73,016 55,342 - 73,016 - -

Total liabilities$ 4,478,892 $ 4,287,140 $ - $ 73,016 $ 4,405,876 $ -

D. Not Applicable.

21. OTHER ITEMS

F. (4) The Company's direct exposure to subprime investments through other investments is summarized below:

Book/Adjusted Actual Carrying Value Fair OTTI Cost (excluding interest) Value Recognized

Residential mortgage- backed securities $ 264,444,466 $ 271,172,745 $ 311,778,685 $ (107,963) Structured securities 17,377,761 19,355,182 23,064,012 - Total$ 281,822,227 $ 290,527,927 $ 334,842,697 $ (107,963)

H. Offsetting and Netting of Assets and Liabilities

Not applicable.

J. Risk Sharing Provisions of the Affordable Care Act

Not applicable.

22. EVENTS SUBSEQUENT

Not applicable.

23. REINSURANCE

No significant change.

24. RETROSPECTIVELY RATED CONTRACTS AND CONTRACTS SUBJECT TO REDETERMINATION

Not applicable.

25. CHANGE IN INCURRED LOSSES AND LOSS ADJUSTMENT EXPENSES

Not applicable. Q07.5 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

26. INTERCOMPANY POOLING ARRANGEMENTS

Not applicable.

27. STRUCTURED SETTLEMENTS

Not applicable

28. HEALTH CARE RECEIVABLES

Not applicable.

29. PARTICIPATING POLICIES

No significant change.

30. PREMIUM DEFICIENCY RESERVES

Not applicable.

31. RESERVES FOR LIFE CONTRACTS AND ANNUITY CONTRACTS

No significant change.

32. ANALYSIS OF ANNUITY ACTUARIAL RESERVES AND DEPOSIT TYPE LIABILITES BY WITHDRAWAL CHARACTERISTICS

(1) (2) (3) (4) (5) Separate Separate Account Account General With Non % of Account Guarantees Guaranteed Total Total ------A. Subject to discretionary withdrawal:

(1) with fair value adjustment$ 1,898,684,502 $ - $ - $ 1,898,684,502 44% (2) - at book value less current surrender charges of 5% or more 741,443,836 - - 741,443,836 17% (3) - at fair value - - - - 0% (4) - Total with adjustment or at fair value 2,640,128,338 - - 2,640,128,338 61% (5) - at book value without adjustment (minimal charge or adjustment) 761,315,820 - - 761,315,820 18% B. Not subject to discretionary withdrawal 904,008,430 - - 904,008,430 21% C. Total (gross: direct + assumed) 4,305,452,588 - - 4,305,452,588 100% D. Reinsurance ceded (20,457,387) - - (20,457,387)

E. Total (net)*(C)-(D)$ 4,284,995,201 $ - $ - $ 4,284,995,201

*Reconciliation of total annuity actuarial reserves and deposit fund liabilities

F. Life & Accident & Health Annual Statement: 1. Exhibit 5, Annuity Section, Total (net)$ 3,422,496,454 2. Exhibit 5, Supplementary Contracts with Life Contingencies Section, Totals (net) 11,605,572 3. Exhibit 7, Deposit-Type Contracts, Line 14, Column 1 850,893,175 4. Subtotal 4,284,995,201

Separate Accounts Annual Statement: 5. Exhibit 3, Line 0299999, Column 2 - 6. Exhibit 3, Line 0399999, Column 3 - 7. Policyholder dividend and coupon accumulations - 8. Policyholder premiums - 9. Guaranteed interest contracts - 10. Other contract deposit funds - 11. Subtotal - 12. Combined Total$ 4,284,995,201

Q07.6 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company ______NOTES TO FINANCIAL STATEMENTS______

33. PREMIUM AND ANNUITY CONSIDERATIONS DEFERRED AND UNCOLLECTED

No significant change.

34. SEPARATE ACCOUNTS

No significant change.

35. LOSS/CLAIM ADJUSTMENT EXPENSES

No significant change.

Q07.7 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES - GENERAL

1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile, as required by the Model Act? Yes [ ] No [ X ]

1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]

2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the reporting entity? Yes [ ] No [ X ]

2.2 If yes, date of change: ......

3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ] If yes, complete Schedule Y, Parts 1 and 1A.

3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ ] No [ ]

3.3 If the response to 3.2 is yes, provide a brief description of those changes.

4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ]

4.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as a result of the merger or consolidation. 1 2 3 NAIC State of Name of Entity Company Code Domicile

5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? Yes [ ] No [ ] N/A [ X ] If yes, attach an explanation.

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made...... 12/31/2012......

6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This date should be the date of the examined balance sheet and not the date the report was completed or released...... 12/31/2012......

6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date)...... 7/16/2014......

6.4 By what department or departments? Illinois Department of Insurance

6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filed with Departments? Yes [ ] No [ ] N/A [ X ]

6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ X ] No [ ] N/A [ ]

7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revoked by any governmental entity during the reporting period? Yes [ ] No [ X ]

7.2 If yes, give full information:

8.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? Yes [ ] No [ X ]

8.2 If response to 8.1 is yes, please identify the name of the bank holding company.

8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ ] No [ X ]

8.4 If the response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate's primary federal regulator]. 1 2 3 4 5 6 Affiliate Name Location (City, State) FRB OCC FDIC SEC

9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes [ X ] No [ ] (a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships; (b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity; (c) Compliance with applicable governmental laws, rules and regulations; (d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and (e) Accountability for adherence to the code.

9.11 If the response to 9.1 is No, please explain:

9.2 Has the code of ethics for senior managers been amended? Yes [ X ] No [ ]

9.21 If the response to 9.2 is Yes, provide information related to amendment(s). The code of ethics had been updated and enhanced to cover certain additional topics.

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? Yes [ ] No [ X ]

Q08 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES - GENERAL

9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).

PART 1 - FINANCIAL

10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ X ] No [ ]

10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $...... 199,000

PART 1 - INVESTMENT

11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for use by another person? (Exclude securities under securities lending agreements.) Yes [ ] No [ X ]

11.2 If yes, give full and complete information relating thereto:

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

13. Amount of real estate and mortgages held in short-term investments: $...... 0

14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ]

14.2 If yes, please complete the following: 1 2 Prior Year-End Current Quarter Book/Adjusted Carrying Value Book/Adjusted Carrying Value 14.21 Bonds...... $ ...... 0 $ ...... 0 14.22 Preferred Stock...... $ ...... 0 $ ...... 0 14.23 Common Stock...... $ ...... 64,197,297 $ ...... 67,739,507 14.24 Short-Term Investments...... $ ...... 0 $ ...... 0 14.25 Mortgage Loans on Real Estate...... $ ...... 0 $ ...... 0 14.26 All Other...... $ ...... 44,248,046 $ ...... 79,342,176 14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26)...... $ ...... 108,445,343 $ ...... 147,081,683 14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above...... $ ...... 0 $ ...... 0

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

17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity's offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ]

17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following: 1 2 Name of Custodian(s) Custodian Address BNY Mellon Trust Company of Illinois 2 North LaSalle Street, Suite 1020, Chicago, IL 60602

17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name, location and a complete explanation. 1 2 3 Name(s) Location(s) Complete Explanation(s)

17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ]

17.4 If yes, give full and complete information relating thereto: 1 2 3 4 Old Custodian New Custodian Date of Change Reason

17.5 Identify all investment advisors, broker/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

Q08.1 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company PART 1 - INVESTMENT

18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Securities Valuation Office been followed? Yes [ X ] No [ ]

18.2 If no, list exceptions:

Q08.2 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company GENERAL INTERROGATORIES (continued) 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 Long-term mortgages in good standing Amount 1.11 Farm mortgages...... $...... 1.12 Residential mortgages...... $...... 1.13 Commercial mortgages...... $...... 104,430,736 1.14 Total mortgages in good standing...... $...... 104,430,736

1.2 Long-term mortgages in good standing with restructured terms 1.21 Total mortgages in good standing with restructured terms...... $......

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) ...... $...... 104,430,736

1.6 Long-term mortgages foreclosed, properties transferred to real estate in current quarter 1.61 Farm mortgages...... $...... 1.62 Residential mortgages...... $...... 1.63 Commercial mortgages...... $...... 1.64 Total mortgages foreclosed and transferred to real estate...... $...... 0

2. Operating Percentages: 2.1 A&H loss percent...... 75.0 2.2 A&H cost containment percent...... 0.5 2.3 A&H expense percent excluding cost containment expenses...... 25.6

3.1 Do you act as a custodian for health savings accounts?...... Yes [ ] No [ X ] 3.2 If yes, please provide the amount of custodial funds held as of the reporting date...... $...... 3.3 Do you act as an administrator for health savings accounts?...... Yes [ ] No [ X ] 3.4 If yes, please provide the balance of the funds administered as of the reporting date...... $......

Q09 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE S - CEDED REINSURANCE Showing All New Reinsurance Treaties - Current Year to Date 1 2 3 4 5 6 7 8 9 NAIC Type of Certified Effective Date Company ID Effective Domiciliary Reinsurance Type of Reinsurer Rating of Certified Code Number Date Name of Reinsurer Jurisdiction Ceded Reinsurer (1 through 6) Reinsuer Rating Life Affiliates 00000...... AA-1126510...... 01/01/2014 Lloyd's Syndicate Number 510...... GBR...... OTH/G...... Authorized...... Life Non-Affiliates 00000...... AA-1126033...... 01/01/2014 Lloyd's Syndicate Number 033...... GBR...... OTH/G...... Authorized...... 00000...... AA-1128001...... 01/01/2014 Lloyd's Syndicate Number 2001...... GBR...... OTH/G...... Authorized...... A&H Affiliates 00000...... AA-1126510...... 01/01/2014 Lloyd's Syndicate Number 510...... GBR...... OTH/G...... Authorized...... A&H Non-Affiliates 00000...... AA-1126033...... 01/01/2014 Lloyd's Syndicate Number 033...... GBR...... OTH/G...... Authorized...... 00000...... AA-1128001...... 01/01/2014 Lloyd's Syndicate Number 2001...... GBR...... OTH/G...... Authorized......

Q10 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS Current Year to Date - Allocated by States and Territories 1 Direct Business Only Life Contracts 4 5 6 7 2 3 Accident and Health Insurance Premiums, Total Active Life Insurance Annuity Including Policy, Mem- Other Columns Deposit-Type States, Etc. Status Premiums Considerations bership and Other Fees Considerations 2 through 5 Contracts 1. Alabama...... AL ...... L...... 5,084,998 ...... 7,955,742 ...... 5,866,268 ...... 18,907,008 ...... 2. Alaska...... AK ...... L...... 972,675 ...... 1,054,336 ...... 1,417,691 ...... 3,444,702 ...... 3. Arizona...... AZ ...... L...... 1,889,633 ...... 7,145,500 ...... 2,333,066 ...... 11,368,199 ...... 4. Arkansas...... AR ...... L...... 1,079,217 ...... 5,920,228 ...... 2,360,850 ...... 9,360,295 ...... 5. California...... CA ...... L...... 22,557,491 ...... 46,646,896 ...... 37,615,087 ...... 106,819,474 ...... 6. Colorado...... CO ...... L...... 949,209 ...... 6,899,891 ...... 3,888,296 ...... 11,737,396 ...... 7. Connecticut...... CT ...... L...... 4,073,909 ...... 7,194,459 ...... 4,350,502 ...... 15,618,870 ...... 8. Delaware...... DE ...... L...... 2,769,500 ...... 765,990 ...... 5,189,855 ...... 8,725,345 ....500,000,000 9. District of Columbia...... DC ...... L...... 1,319,038 ...... 152,698 ...... 2,632,042 ...... 4,103,778 ...... 10. Florida...... FL ...... L...... 11,315,878 ...... 29,785,131 ...... 25,061,247 ...... 66,162,256 ...... 11. Georgia...... GA ...... L...... 8,512,458 ...... 10,665,584 ...... 13,576,413 ...... 32,754,455 ...... 12. Hawaii...... HI ...... L...... 75,132 ...... 3,856,790 ...... 475,873 ...... 4,407,795 ...... 13. Idaho...... ID ...... L...... 129,508 ...... 737,742 ...... 1,274,400 ...... 2,141,650 ...... 14. Illinois...... IL ...... L...... 12,802,429 ...... 17,868,203 ...... 11,981,770 ...... 42,652,402 ...... 15. Indiana...... IN ...... L...... 3,574,468 ...... 19,656,291 ...... 10,865,359 ...... 34,096,118 ...... 16. Iowa...... IA ...... L...... 3,504,943 ...... 5,547,735 ...... 5,712,576 ...... 14,765,254 ...... 17. Kansas...... KS ...... L...... 4,030,831 ...... 4,307,344 ...... 6,531,801 ...... 14,869,976 ...... 18. Kentucky...... KY ...... L...... 3,905,245 ...... 5,198,355 ...... 4,953,858 ...... 14,057,458 ...... 19. Louisiana...... LA ...... L...... 3,735,039 ...... 3,881,693 ...... 7,585,887 ...... 15,202,619 ...... 20. Maine...... ME ...... L...... 218,937 ...... 1,930,541 ...... 734,378 ...... 2,883,856 ...... 21. Maryland...... MD ...... L...... 7,882,905 ...... 7,960,162 ...... 8,487,272 ...... 24,330,339 ...... 22. Massachusetts...... MA ...... L...... 6,561,867 ...... 26,224,089 ...... 13,419,046 ...... 46,205,002 ...... 23. Michigan...... MI ...... L...... 8,549,001 ...... 15,379,789 ...... 13,465,542 ...... 37,394,332 ...... 24. Minnesota...... MN ...... L...... 2,566,600 ...... 12,231,581 ...... 6,973,402 ...... 21,771,583 ...... 25. Mississippi...... MS ...... L...... 991,703 ...... 6,005,432 ...... 1,770,198 ...... 8,767,333 ...... 26. Missouri...... MO ...... L...... 5,195,846 ...... 7,845,690 ...... 8,402,729 ...... 21,444,265 ...... 27. Montana...... MT ...... L...... 451,323 ...... 20,102 ...... 504,013 ...... 975,438 ...... 28. Nebraska...... NE ...... L...... 1,447,034 ...... 510,518 ...... 3,514,502 ...... 5,472,054 ...... 29. Nevada...... NV ...... L...... 585,138 ...... 6,671,447 ...... 2,419,826 ...... 9,676,411 ...... 30. New Hampshire...... NH ...... L...... 1,133,792 ...... 2,591,281 ...... 2,204,415 ...... 5,929,488 ...... 31. New Jersey...... NJ ...... L...... 13,682,124 ...... 45,830,694 ...... 21,647,037 ...... 81,159,855 ...... 32. New Mexico...... NM ...... L...... 466,199 ...... 2,066,645 ...... 884,244 ...... 3,417,088 ...... 33. New York...... NY ...... Q...... 21,658 ...... 1,711 ...... 63,259 ...... 86,628 ...... 34. North Carolina...... NC ...... L...... 10,724,602 ...... 23,320,404 ...... 22,009,726 ...... 56,054,732 ...... 35. North Dakota...... ND ...... L...... 54,559 ...... 595,907 ...... 119,721 ...... 770,187 ...... 36. Ohio...... OH ...... L...... 4,406,234 ...... 22,631,032 ...... 13,700,035 ...... 40,737,301 ...... 37. Oklahoma...... OK ...... L...... 2,260,132 ...... 2,178,745 ...... 2,544,415 ...... 6,983,292 ...... 38. Oregon...... OR ...... L...... 1,852,283 ...... 7,313,637 ...... 3,734,708 ...... 12,900,628 ...... 39. Pennsylvania...... PA ...... L...... 14,773,680 ...... 42,733,208 ...... 22,224,032 ...... 79,730,920 ...... 40. Rhode Island...... RI ...... L...... 388,231 ...... 384,900 ...... 623,748 ...... 1,396,879 ...... 41. South Carolina...... SC ...... L...... 1,525,705 ...... 10,482,271 ...... 3,708,875 ...... 15,716,851 ...... 42. South Dakota...... SD ...... L...... 119,298 ...... 716,132 ...... 717,623 ...... 1,553,053 ...... 43. Tennessee...... TN ...... L...... 8,907,587 ...... 11,777,864 ...... 16,135,434 ...... 36,820,885 ...... 44. Texas...... TX ...... L...... 11,694,408 ...... 15,895,946 ...... 24,342,594 ...... 51,932,948 ...... 45. Utah...... UT ...... L...... 1,751,228 ...... 60,138 ...... 2,391,951 ...... 4,203,317 ...... 46. Vermont...... VT ...... L...... 413,287 ...... 2,195,781 ...... 1,160,558 ...... 3,769,626 ...... 47. Virginia...... VA ...... L...... 6,060,365 ...... 10,205,162 ...... 10,418,466 ...... 26,683,993 ...... 48. Washington...... WA ...... L...... 3,389,029 ...... 3,465,138 ...... 6,640,795 ...... 13,494,962 ...... 49. West Virginia...... WV ...... L...... 161,577 ...... 3,141,637 ...... 479,130 ...... 3,782,344 ...... 50. Wisconsin...... WI ...... L...... 8,274,969 ...... 46,957,164 ...... 14,738,360 ...... 69,970,493 ...... 51. Wyoming...... WY ...... L...... 122,748 ...... 2,753,249 ...... 431,644 ...... 3,307,641 ...... 52. American Samoa...... AS ...... N...... 0 ...... 53. Guam...... GU ...... L...... 0 ...... 54. Puerto Rico...... PR ...... L...... 552,215 ...... 737,540 ...... 1,289,755 ...... 55. US Virgin Islands...... VI ...... L...... 19,617 ...... 19,617 ...... 56. Northern Mariana Islands...... MP ...... N...... 0 ...... 57. Canada...... CAN ...... N...... 113 ...... 33,866 ...... 33,979 ...... 58. Aggregate Other Alien...... OT ....XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 59. Subtotal...... (a)...... 53 ....219,487,595 ....528,056,145 ...... 384,318,385 ...... 0 .1,131,862,125 ....500,000,000 90. Reporting entity contributions for employee benefit plans...... XXX...... 0 ...... 91. Dividends or refunds applied to purchase paid-up additions and annuities...... XXX...... 17,320 ...... 17,320 ...... 92. Dividends or refunds applied to shorten endowment or premium paying period...... XXX...... 0 ...... 93. Premium or annuity considerations waived under disability or other contract provisions...... XXX...... 154,697 ...... 154,697 ...... 94. Aggregate other amounts not allocable by State...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 95. Totals (Direct Business)...... XXX...... 219,659,612 ....528,056,145 ...... 384,318,385 ...... 0 .1,132,034,142 ....500,000,000 96. Plus Reinsurance Assumed...... XXX...... 55,404 ...... 697,278 ...... 37,216,127 ...... 37,968,809 ....300,003,596 97. Totals (All Business)...... XXX...... 219,715,016 ....528,753,423 ...... 421,534,512 ...... 0 .1,170,002,951 ....800,003,596 98. Less Reinsurance Ceded...... XXX...... 135,878,598 ...... 365,637 ...... 42,900,421 ...... 179,144,656 ...... 99. Totals (All Business) less Reinsurance Ceded...... XXX...... 83,836,418 ....528,387,786 ...... 378,634,091 ...... 0 ....990,858,295 ....800,003,596 DETAILS OF WRITE-INS 58001...... XXX...... 0 ...... 58002...... XXX...... 0 ...... 58003...... XXX...... 0 ...... 58998. Summary of remaining write-ins for line 58 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Total (Lines 58001 thru 58003 plus 58998) (Line 58 above)...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9401...... XXX...... 0 ...... 9402...... XXX...... 0 ...... 9403...... XXX...... 0 ...... 9498. Summary of remaining write-ins for line 94 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9499. Total (Lines 9401 thru 9403 plus 9498) (Line 94 above)...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 (L) - Licensed or Chartered - Licensed Insurance Carrier or Domicilied RRG; (R) - Registered - Non-domiciled RRGs; (Q) - Qualified - Qualified or Accredited Reinsurer; (E) - Eligible - Reporting Entities eligible or approved to write Surplus Lines in the state; (N) - None of the above - Not allowed to write business in the state. (a) Insert the number of L responses except for Canada and Other Alien.

Q11 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID

Tokio Marine Holdings, Inc. Japan Tokio Marine & Nichido Fire Insurance Co., Ltd. X 100.0% Japan AA-1580100 TM Claims Service, Inc. (Non Insurer) 100.0% New York 13-3382776 Tokio Marine North America, Inc. (Non Insurer) 100.0% Delaware 45-2682016 Tokio Marine America Insurance Company X 100.0% 10945 New York 13-4032666 TMNA Services, LLC (Non Insurer) 100.0% Delaware 45-2682309 Philadelphia Consolidated Holding Corp. (Non-Insurer) 100.0% Pennsylvania 23-2202671 Tokio Marine Specialty Insurance Company X 100.0% 23850 Delaware 23-2423138 Philadelphia Indemnity Insurance Company X 100.0% 18058 Pennsylvania 23-1738402 PCHC Investment Corp. (Non-Insurer) 100.0% Delaware 51-0385989 Maguire Insurance Agency, Inc. (Non-Insurer) 100.0% Pennsylvania 23-1609281 Gillingham & Associates, Inc. (Non-Insurer) 100.0% Colorado 84-1181504 Liberty American Insurance Group, Inc. (Non-Insurer) 100.0% Florida 23-2996755 Liberty American Insurance Company X 100.0% 10955 Florida 59-3448220 Liberty American Select Insurance Company X 100.0% 32760 Florida 65-0091741 Q12 Liberty American Insurance Services, Inc. (Non-Insurer) 100.0% Florida 59-1059110 Trans Pacific Insurance Company X 100.0% 41238 New York 13-3118700 TM Specialty Insurance Company X 100.0% 10738 Arizona 91-1932966 Tokio Marine Management, Inc. (Non Insurer) 100.0% New York 13-2871816 TNUS Insurance Company X 100.0% 32301 New York 20-0940754 First Insurance Company of Hawaii, Ltd. X 100.0% 41742 Hawaii 99-0218317 First Risk Management Services, Inc. (Non Insurer) 100.0% Hawaii First Fire and Casualty Insurance of Hawaii, Inc. X 100.0% 41726 Hawaii 99-0218320 First Indemnity Insurance of Hawaii, Inc. X 100.0% 41734 Hawaii 99-0218318 First Security Insurance of Hawaii, Inc. X 100.0% 10938 Hawaii 99-0335740 J.M. Lydgate, Limited (Non Insurer) 100.0% Hawaii Delphi Financial Group, Inc. (Non Insurer) 100.0% Delaware 13-3427277 Reliance Standard Life Insurance Company of Texas X 100.0% 66575 Texas 74-2281123 Reliance Standard Life Insurance Company X 100.0% 68381 Illinois 36-0883760 First Reliance Standard Life Insurance Company X 100.0% 71005 New York 13-3176850 Delphi Project Foundation (Non Insurer) 0.0% Pennsylvania 23-2711230 TER I, LLC (Non Insurer) 100.0% Delaware 52-2284613 Insurance Dedicated Fund LLC (Non Insurer) 100.0% Delaware 36-0883760 Flat Rock Holdings LLC (Non Insurer) 78.9% Delaware 27-3562945 Flat Rock Mortgage Investment Trust (Non Insurer) 100.0% Delaware 27-3562945 Flat Rock Properties LLC (Non Insurer) 100.0% Delaware 27-3562945 Acorn Income Partners, L.P. (Non Insurer) 76.0% Delaware 20-0046874 Greenbrook LLC (Non Insurer) 100.0% Delaware 22-3704234 RSL Global Funding II (Non Insurer) 0.0% Delaware SIG Holdings, Inc. (Non Insurer) 100.0% Delaware 51-0374001 Safety National Casualty Corporation X 100.0% 15105 Missouri 43-0727872 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID Safety First Insurance Company X 100.0% 11123 Illinois 43-1901552 Safety National Re SPC X 100.0% Cayman Islands AA-3770149 Insurance Data Services Corporation (Non Insurer) 100.0% Missouri 45-3123432 Matrix Absence Management, Inc. (Non Insurer) 100.0% Delaware 77-0493584 Matrix Payroll Services, Inc. (Non Insurer) 100.0% California 77-0246850 Delphi Capital Management, Inc. (Non Insurer) 100.0% Delaware 52-1658222 Chestnut Investors IV, Inc. (Non Insurer) 100.0% Delaware 23-2513246 Tersk Investors LLC (Non Insurer) 100.0% Delaware 13-3439651 Tokio Marine Management (Canada) Ltd. (Non Insurer) 100.0% Canada Tokio Millennium Re AG X 100.0% Switzerland AA-3190838 TMR Management, Inc. (Non Insurer) 100.0% Connecticut Tokio Solution Management Ltd. (Non Insurer) 100.0% Bermuda Shima Reinsurance Ltd. X 100.0% Bermuda Tokio Marine Seguradora S.A. X 97.7% Brazil Tokio Marine & Nichido Fire Insurance Co., Ltd. - Escritorio de Representacao no Brasil Ltda. (Non Insurer) 100.0% Brazil

Q12.1 Tokio Marine Compañía de Seguros, S.A. de C.V. X 100.0% Mexico Tokio Marine Middle East Limited (Non Insurer) 100.0% UAE TM Claims Service Europe Limited (Non Insurer) 100.0% UK Tokio Millennium Re (UK) Limited X 100.0% UK AA-1120583 Tokio Marine Technologies LLC (Non Insurer) 100.0% Delaware Tokio Marine Global Re Limited X 100.0% Ireland AA-1780032 Tokio Marine Global Re Asia Ltd. X 100.0% Malaysia The Arab-Eastern Insurance Co. Ltd E.C. X 33.3% Bahrain Tokio Marine Management (Australasia) Pty. Ltd. (Non Insurer) 100.0% Australia Tokio Marine Pacific Insurance Limited X 100.0% 11216 Guam 66-0571597 TM Claims Service Asia Pte. Limited (Non Insurer) 100.0% Singapore Tokio Marine Financial Solutions Ltd. (Non Insurer) 100.0% Cayman Islands Asia General Holdings Limited (Non Insurer) 92.4% Singapore Tokio Marine Insurance Singapore Ltd. X 92.4% Singapore Asia General Asset Bhd. (Non Insurer) 93.9% Malaysia Tokio Marine Life Insurance Singapore Ltd. X 79.3% Singapore Tokio Marine Life Insurance Malaysia Bhd. X 79.3% Malaysia Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID Tokio Marine Insurance (Thailand) Public Company Limited X 99.9% Thailand AA-5780001 PT Tokio Marine Life Insurance Indonesia X 96.2% Indonesia Tokio Marine Kiln Group Limited (Non Insurer) 100.0% UK Tokio Marine Europe Insurance Limited X 100.0% UK AA-1121445 Tokio Marine Europe Limited (Non Insurer) 100.0% UK Kiln Underwriting (807) Limited X 100.0% UK Kiln Underwriting (807) No 2 Limited X 100.0% UK Kiln Underwriting (No.308) Limited X 100.0% UK Kiln Underwriting (510) Limited X 100.0% UK NAS Insurance Services, LLC (Non Insurer) 49.0% USA R J Kiln & Co (No 2) Limited (Non Insurer) 100.0% UK WNC Holding Company, LP (Non Insurer) 49.0% Delaware WNC Insurance Holding Corp. (Non Insurer) 49.0% Delaware WNC Insurance Services, Inc. (Non Insurer) 49.0% California Precise Adjustments, Inc. (Non Insurer) 49.0% Texas

Q12.2 Insurance Management Services, Inc. (Non Insurer) 49.0% Texas AMPAC Insurance Marketing, Inc. (Non Insurer) 49.0% California Wilshire National Corporation (Non Insurer) 49.0% California Highland Insurance Solutions LLC (Non Insurer) 49.0% California Kiln Underwriting Limited X 100.0% UK R J Kiln & Co Limited (Non Insurer) 100.0% UK Kiln Hong Kong Limited (Non Insurer) 100.0% Hong Kong R J Kiln & Co (No 1) Limited (Non Insurer) 100.0% UK Kiln Regional Underwriting Limited (Non Insurer) 100.0% UK Kiln Singapore Pte. Limited (Non Insurer) 100.0% Singapore IBEX Insurance Services Limited (Non Insurer) 30.0% Gibraltar Kiln Europe S.A. (Non Insurer) 100.0% Belgium Tokio Marine Kiln Insurance Services Limited (Non Insurer) 100.0% UK Kiln Pension Guarantee Limited (Non Insurer) 100.0% UK Tokio Marine Underwriting Limited X 100.0% UK The Tokio Marine & Nichido Fire Insurance Company (China) Limited X 100.0% China Tokio Marine Egypt General Takaful Company X 100.0% Egypt Tokio Marine Egypt Family Takaful Company X 100.0% Egypt Alinma Tokio Marine Company X 28.8% Saudi Arabia Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID

Edelweiss Tokio Life Insurance Company Limited X 26.0% India The Shinko Building, Ltd. (Non-Insurer) 54.0% Japan Tokio Marine & Nichido Adjusting Services Co., Ltd. (Non Insurer) 100.0% Japan The Tokio Marine Claims Service Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Nichido Systems Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido ANSHIN 110 Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido Human Resources Academy Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Asset Management Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Asset Management (London) Limited (Non Insurer) 100.0% UK Tokio Marine Asset Management International Pte. Ltd. (Non Insurer) 100.0% Singapore Tokio Marine Asset Management (USA) Ltd. (Non Insurer) 100.0% NY Tokio Marine Rogge Asset Management Ltd. (Non Insurer) 50.0% UK Governance for Owners Japan Co., Ltd. (Non Insurer) 40.0% Japan Tokio Marine Capital Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Private REIT, Inc. (Non Insurer) 100.0% Japan

Q12.3 Tokio Marine & Nichido Office Work Outsourcing Co., Ltd. (Non Insurer) 100.0% Japan MMC Insurance Services Co., Ltd. (Non Insurer) 95.0% Japan Kudan Insurance Services Co., Ltd. (Non Insurer) 95.0% Japan Tokio Marine & Nichido Better Life Services (Non Insurer) 100.0% Japan Tokio Marine ＆ Nichido Agent Support Co., Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Management Co., Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Japan, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Yokohama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Hiroshima, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Hamamatsu, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners West, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Osaka, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Sapporo, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Keiyo, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Chiba, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kagoshima, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Tokushima, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Mikawa, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Shimonoseki, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Nagano, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Nagoya, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kochi, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kagawa, Ltd. (Non Insurer) 100.0% Japan Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID Tokai Nichido Partners Fukuoka, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Shiga, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Mie, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Sendai, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Okayama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Osaka-Minami, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Echizen, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Hokuriku, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Nigata, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Aichi, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kumamoto, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kashiwa, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Higashi Tokyo, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kanagawa, Ltd. (Non Insurer) 100.0% Japan Q12.4 Tokai Nichido Partners Tokyo, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Shizuoka, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Maruichi, Ltd. (Non Insurer) 70.0% Japan Tokai Nichido Partners Nara, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Oita, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kyoto, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Ibaraki, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Saitama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Matsuyama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Gifu, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Tsu, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Imabari, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Iwate, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Toyama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Maebashi, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Wakayama, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Kobe, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners North One, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Hakodate, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Asahikawa, Ltd. (Non Insurer) 100.0% Japan Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID Tokai Nichido Partners Shinshu, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Akita, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Nagasaki, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Tochigi, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Shounai, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Obihiro, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Doutou, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Aomori, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Yamanashi, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Miyazaki, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Magokoro Partners, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Sainokuni, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Fukushima, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Matsumoto, Ltd. (Non Insurer) 100.0% Japan Q12.5 Tokai Nichido Partners Ishinomaki, Ltd. (Non Insurer) 100.0% Japan Tokai Nichido Partners Okinawa, Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido Finance Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido Communications Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Nichido Auto-support Center Co., Ltd. (Non Insurer) 100.0% Japan The Tokio Marine Research Institute (Non Insurer) 100.0% Japan International Assistance Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Investment Services, Limited (Non Insurer) 100.0% Hong Kong Tokio Marine Asset Management (Cayman) Ltd. (Non Insurer) 100.0% Cayman Islands The Mitsubishi Asset Brains Co., Ltd. (Non Insurer) 25.0% Japan MST Insurance Service Co., Ltd. (Non Insurer) 16.1% Japan Kaijyosyoji, Inc. (Non Insurer) 28.4% Japan Tokio Marine Mezzanine Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Asia Pte. Ltd. (Non-Insurer) 100.0% Singapore The Tokio Marine and Fire Insurance Company (Hong Kong) Limited X 100.0% Hong Kong AA-5321001 Tokio Marine Newa Insurance Co., Ltd. X 48.9% Taiwan Bao Viet Tokio Marine Insurance Company Limited X 49.0% Vietnam Tokio Marine South East Servicing Company Limited (Non-Insurer) 56.6% Thailand Tokio Management Services (Thailand) Co., Ltd. (Non-Insurer) 49.0% Thailand TMF Holding (Thailand) Limited (Non-Insurer) 74.0% Thailand Pannasub Co., Ltd. (Non-Insurer) 74.0% Thailand Tokio Marine Life Insurance (Thailand) Public Company Limited X 86.7% Thailand Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

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

Insurance Percentage NAIC State of Domicile Federal Group Name Name of Company Company Owned(*) Company Code or Port of Entry ID Number Alien ID Tokio Marine Insurans (Malaysia) Berhad X 100.0% Malaysia Tokio Marine Retakaful Pte. Ltd. X 100.0% Singapore P.T. Asuransi Tokio Marine Indonesia X 60.0% Indonesia IFFCO-TOKIO General Insurance Company Ltd. X 26.0% India IFFCO-TOKIO Insurance Services Limited (Non-Insurer) 26.0% India Nisshin Fire & Marine Insurance Co., Ltd. X 100.0% Japan AA-1580070 Nisshin Information System Development Co., Ltd. (Non-Insurer) 100.0% Japan Universal Risk Solution Company, Limited (Non-Insurer) 100.0% Japan Nisshin Fire Insurance Service Co., Ltd. (Non-Insurer) 100.0% Japan Nisshin Fire Total Service Company, Limited (Non-Insurer) 100.0% Japan Tokio Marine & Nichido Life Insurance Co., Ltd. X 100.0% Japan AA-1580017 TOKAI ANSHIN AGENCY Corporation (Non-Insurer) 100.0% Japan Tokio Marine & Nichido Financial Life Insurance Co., Ltd. X 100.0% Japan AA-1584109 Tokio Marine & Nichido Anshin Consulting Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido Career Service Co., Ltd. (Non Insurer) 100.0% Japan

Q12.6 Tokio Marine Nichido Samuel Co., Ltd. (Non Insurer) 100.0% Japan SPC Nagisa (Non Insurer) 100.0% Japan Tokio Marine & Nichido Facilities, Inc. (Non Insurer) 77.5% Japan Tokio Marine & Nichido Facility Service, Inc. (Non Insurer) 77.5% Japan Tokio Marine & Nichido Lec Service, Inc. (Non Insurer) 77.5% Japan Tokio Marine & Nichido Medical Service Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine & Nichido Risk Consulting Co., Ltd. (Non Insurer) 97.7% Japan Allianz Global Assistance Japan Co., Ltd. (Non Insurer) 19.9% Japan Ticket Guard SAST Insurance Co., Ltd. X 19.9% Japan Tokio Marine Property Investment Management, Inc. (Non Insurer) 100.0% Japan Tokio Marine Bluebell Re Limited X 100.0% UK Tokio Marine Millea SAST Insurance Co., Ltd. X 100.0% Japan Tokio Marine West SAST Insurance Co., Ltd. X 100.0% Japan E. design Insurance Co.,Ltd. X 86.5% Japan Tokio Marine Business Support Co., Ltd. (Non Insurer) 100.0% Japan Tokio Marine Assistance Co., Ltd. (Non Insurer) 80.1% Japan

(*)Tokio Marine Group's total proportional share Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Members Tokyo Stock ...... 0001169486 Exchange Tokio Marine Holdings, Inc...... JPN...... UIP...... Ownership, Board, ...... AA-1580100 ...... Tokio Marine & Nichido Fire Insurance Co., Ltd. .... JPN...... UIP...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 41238...... 13-3118700 ...... Trans Pacific Insurance Company...... NY...... IA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 10738...... 91-1932966 ...... TM Specialty Insurance Company ...... AZ...... IA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board,

Q ...... 13-2871816 ...... Tokio Marine Management, Inc...... NY...... NIA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc......

1 Ownership, 3 Board, ...... 13-3382776 ...... TM Claims Service, Inc...... NY...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 45-2682016 ...... Tokio Marine North America, Inc...... DE...... UDP...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 45-2682309 ...... TMNA Services, LLC...... DE...... NIA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 10945...... 13-4032666 ...... Tokio Marine America Insurance Company...... NY...... IA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 32301...... 20-0940754 ...... TNUS Insurance Company ...... NY...... IA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 41742...... 99-0218317 ...... First Insurance Company of Hawaii, Ltd...... HI...... IA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... First Risk Management Services, Inc...... HI...... NIA...... First Insurance Company of Hawaii, Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 41726...... 99-0218320 ...... First Fire and Casualty Insurance of Hawaii, Inc..... HI...... IA...... First Insurance Company of Hawaii, Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 41734...... 99-0218318 ...... First Indemnity Insurance of Hawaii, Inc...... HI...... IA...... First Insurance Company of Hawaii, Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 10938...... 99-0335740 ...... First Security Insurance of Hawaii, Inc...... HI...... IA...... First Insurance Company of Hawaii, Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... J.M. Lydgate, Limited...... HI...... NIA...... First Insurance Company of Hawaii, Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 13-3427277 ...... Delphi Financial Group, Inc...... DE...... UIP...... Tokio Marine & Nichido Fire Insurance Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Reliance Standard Life Insurance Company of Board, Q 3098...... Tokio Marine Holdings, Inc. GRP.... 66575...... 74-2281123 ...... Texas TX...... UDP...... Delphi Financial Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 1 3

. Ownership, 1 Reliance Standard Life Insurance Company of Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 68381...... 36-0883760 ...... Reliance Standard Life Insurance Company...... IL...... RE...... Texas Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 71005...... 13-3176850 ...... First Reliance Standard Life Insurance Company... NY...... DS...... Reliance Standard Life Insurance Company...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 23-2711230 ...... Delphi Project Foundation...... PA...... NIA...... Reliance Standard Life Insurance Company...... Other...... Tokio Marine Holdings, Inc...... 52-2284613 ...... TER I, LLC...... DE...... NIA...... Reliance Standard Life Insurance Company ... Ownership...... 1.000 Tokio Marine Holdings, Inc...... 36-0883760 ...... Insurance Dedicated Fund LLC...... DE...... NIA...... Reliance Standard Life Insurance Company...... Ownership...... 1.000 Tokio Marine Holdings, Inc...... 27-3562945 ...... Flat Rock Holdings LLC...... DE...... NIA...... Reliance Standard Life Insurance Company...... Ownership...... 0.789 Tokio Marine Holdings, Inc...... RSL Global Funding II...... DE...... NIA...... Reliance Standard Life Insurance Company...... Other...... Tokio Marine Holdings, Inc...... 27-3562945 ...... Flat Rock Mortgage Investment Trust...... DE...... NIA...... Flat Rock Holdings LLC...... Ownership...... 1.000 Tokio Marine Holdings, Inc...... 27-3562945 ...... Flat Rock Properties LLC...... DE...... NIA...... Flat Rock Mortgage Investment Trust...... Ownership...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 51-0374001 ...... SIG Holdings, Inc...... DE...... NIA...... Delphi Financial Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 15105...... 43-0727872 ...... Safety National Casualty Corporation...... MO...... IA...... SIG Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 11123...... 43-1901552 ...... Safety First Insurance Company...... IL...... IA...... Safety National Casualty Corporation...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... AA-3770149 ...... Safety National Re SPC...... CYM...... IA...... Safety National Casualty Corporation...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 22-3704234 ...... Greenbrook LLC...... DE...... NIA...... Reliance Standard Life Insurance Company...... Ownership...... 1.000 Tokio Marine Holdings, Inc...... 20-0046874 ...... Acorn Income Partners, L.P...... DE...... NIA...... Reliance Standard Life Insurance Company...... Ownership...... 0.760 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 45-3123432 ...... Insurance Data Services Corporation...... MO...... NIA...... Safety National Casualty Corporation...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 77-0493584 ...... Matrix Absence Management, Inc...... DE...... NIA...... Delphi Financial Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 77-0246850 ...... Matrix Payroll Services, Inc...... CA...... NIA...... Matrix Absence Management, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Q

1 Ownership, 3 Board, . 2 ...... 52-1658222 ...... Delphi Capital Management, Inc...... DE...... NIA...... Delphi Financial Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 23-2513246 ...... Chestnut Investors IV, Inc...... DE...... NIA...... Delphi Financial Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 13-3439651 ...... Tersk Investors LLC...... DE...... NIA...... Delphi Financial Group, Inc...... Ownership...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Management (Canada) Ltd...... CAN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... AA-3190838 ...... Tokio Millennium Re AG...... CHE...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... TMR Management, Inc...... CT...... NIA...... Tokio Millennium Re AG...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Solution Management Ltd...... BMU...... NIA...... Tokio Millennium Re AG...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Shima Reinsurance Ltd...... BMU...... IA...... Tokio Millennium Re AG...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Seguradora S.A...... BRA...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.977 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Tokio Marine & Nichido Fire Insurance Co., Ltd. - Board, ...... Escritorio de Representacao no Brasil Ltda BRA...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Compania de Seguros, S.A. de C.V.. MEX...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Middle East Limited...... ARE...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... TM Claims Service Europe Limited...... GBR...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, Q ...... AA-1120583 ...... Tokio Millennium Re (UK) Limited...... GBR...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... 1 3

. Ownership, 3 Board, ...... Tokio Marine Technologies LLC...... DE...... NIA...... Tokio Millennium Re (UK) Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... AA-1780032 ...... Tokio Marine Global Re Limited...... IRL...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Global Re Asia Ltd...... MYS...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Influence, Board, ...... The Arab-Eastern Insurance Co. Ltd. E.C...... BHR...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.333 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Management (Australasia) Pty. Ltd.... AUS...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 11216...... 66-0571597 ...... Tokio Marine Pacific Insurance Limited...... GU...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... TM Claims Service Asia Pte. Limited...... SGP...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Financial Solutions Ltd...... CYM...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Asia General Holdings Limited...... SGP...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.924 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Insurance Singapore Ltd...... SGP...... IA...... Asia General Holdings Limited...... Management ...... 0.924 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Asia General Asset Bhd...... MYS...... NIA...... Tokio Marine Insurance Singapore Ltd...... Management ...... 0.939 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Life Insurance Singapore Ltd...... SGP...... IA...... Asia General Holdings Limited...... Management ...... 0.793 Tokio Marine Holdings, Inc...... Ownership, Board, Q ...... Tokio Marine Life Insurance Malaysia Bhd...... MYS...... IA...... Tokio Marine Life Insurance Singapore Ltd...... Management ...... 0.793 Tokio Marine Holdings, Inc...... 1 3

. Ownership, 4 Board, ...... Tokio Marine Kiln Group Limited...... GBR...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... AA-1121445 ...... Tokio Marine Europe Insurance Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Europe Limited...... GBR...... NIA...... Tokio Marine Europe Insurance Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Underwriting (807) Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Underwriting (807) No 2 Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Underwriting (No.308) Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Underwriting (510) Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Influence, ...... NAS Insurance Services, LLC...... CA...... NIA...... Kiln Underwriting Limited...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Ownership, Board, ...... R J Kiln & Co (No 2) Limited...... GBR...... NIA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Influence, Board, ...... WNC Holding Company, LP ...... DE...... NIA...... R J Kiln & Co (No 2) Limited...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Influence, Board, ...... WNC Insurance Holding Corp...... DE...... NIA...... WNC Holding Company, LP ...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Influence, Board, ...... WNC Insurance Services, Inc...... CA...... NIA...... WNC Insurance Holding Corp...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Influence, Board, ...... Precise Adjustments, Inc...... TX...... NIA...... WNC Insurance Services, Inc...... Management ...... 0.490 Tokio Marine Holdings, Inc......

Q Influence, Board, ...... Insurance Management Services, Inc...... TX...... NIA...... WNC Insurance Services, Inc...... Management ...... 0.490 Tokio Marine Holdings, Inc...... 1

3 Influence, Board, . 5 ...... AMPAC Insurance Marketing, Inc...... CA...... NIA...... WNC Insurance Services, Inc...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Influence, Board, ...... Wilshire National Corporation ...... CA...... NIA...... WNC Insurance Services, Inc...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Influence, Board, ...... Highland Insurance Solutions LLC...... CA...... NIA...... WNC Insurance Services, Inc...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Underwriting Limited...... GBR...... IA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... R J Kiln & Co Limited...... GBR...... NIA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Hong Kong Limited...... HKG...... NIA...... R J Kiln & Co Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... R J Kiln & Co (No 1) Limited...... GBR...... NIA...... R J Kiln & Co Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Regional Underwriting Limited...... GBR...... NIA...... R J Kiln & Co Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Singapore Pte. Limited...... SGP...... NIA...... R J Kiln & Co Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Influence, Board, ...... IBEX Insurance Services Limited...... GIB...... NIA...... R J Kiln & Co Limited...... Management ...... 0.300 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Europe S.A...... BEL...... NIA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Kiln Insurance Services Limited...... GBR...... NIA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kiln Pension Guarantee Limited...... GBR...... NIA...... Tokio Marine Kiln Group Limited...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Underwriting Limited...... GBR...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Q

1 Ownership, 3 The Tokio Marine & Nichido Fire Insurance Board, . 6 ...... Company (China) Limited CHN...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 23-2202671 ...... Philadelphia Consolidated Holding Corp...... PA...... NIA...... Tokio Marine North America, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 23850...... 23-2423138 ...... Tokio Marine Specialty Insurance Company...... DE...... IA...... Philadelphia Consolidated Holding Corp...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 18058...... 23-1738402 ...... Philadelphia Indemnity Insurance Company ...... PA...... IA...... Philadelphia Consolidated Holding Corp...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 51-0385989 ...... PCHC Investment Corp...... DE...... NIA...... Philadelphia Consolidated Holding Corp...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 23-1609281 ...... Maguire Insurance Agency, Inc...... PA...... NIA...... Philadelphia Consolidated Holding Corp...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 84-1181504 ...... Gillingham & Associates, Inc...... CO...... NIA...... Maguire Insurance Agency, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 23-2996755 ...... Liberty American Insurance Group, Inc...... FL...... NIA...... Philadelphia Consolidated Holding Corp...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 10955...... 59-3448220 ...... Liberty American Insurance Company...... FL...... IA...... Liberty American Insurance Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, 3098...... Tokio Marine Holdings, Inc. GRP.... 32760...... 65-0091741 ...... Liberty American Select Insurance Company...... FL...... IA...... Liberty American Insurance Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... 59-1059110 ...... Liberty American Insurance Services, Inc...... FL...... NIA...... Liberty American Insurance Group, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Egypt General Takaful Company...... EGY...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, Q ...... Tokio Marine Egypt Family Takaful Company...... EGY...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... 1

3 Influence, Board, . 7 ...... Alinma Tokio Marine Company...... SAU...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.288 Tokio Marine Holdings, Inc...... Influence, Board, ...... Edelweiss Tokio Life Insurance Company Limited.. IND...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.260 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Asia Pte. Ltd...... SGP...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, The Tokio Marine and Fire Insurance Company Board, ...... AA-5321001 ...... (Hong Kong) Limited HKG...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Influence, Board, ...... Tokio Marine Newa Insurance Co., Ltd...... TWN...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.489 Tokio Marine Holdings, Inc...... Influence, Board, ...... Bao Viet Tokio Marine Insurance Company Limited VNM...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine South East Servicing Company Board, ...... Limited THA...... NIA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.566 Tokio Marine Holdings, Inc...... Influence, Board, ...... Tokio Management Services (Thailand) Co., Ltd.... THA...... NIA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.490 Tokio Marine Holdings, Inc...... Ownership, Board, ...... TMF Holding (Thailand) Limited...... THA...... NIA...... Tokio Management Service (Thailand) Co., Ltd.. Management ...... 0.740 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Tokio Marine Insurance (Thailand) Public Board, ...... AA-5780001 ...... Company Limited THA...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.999 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Pannasub Co., Ltd...... THA...... NIA...... Tokio Management Service (Thailand) Co., Ltd.. Management ...... 0.740 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine Life Insurance (Thailand) Public Board, ...... Company Limited THA...... IA...... Pannasub Co., Ltd...... Management ...... 0.867 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Insurans (Malaysia) Berhad...... MYS...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, Q ...... Tokio Marine Retakaful Pte. Ltd...... SGP...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 1 3

. Ownership, 8 Board, ...... P.T. Asuransi Tokio Marine Indonesia...... IDN...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.600 Tokio Marine Holdings, Inc...... Influence, Board, ...... IFFCO-TOKIO General Insurance Company, Ltd.... IND...... IA...... Tokio Marine Asia Pte. Ltd...... Management ...... 0.260 Tokio Marine Holdings, Inc...... Influence, Board, ...... IFFCO-TOKIO Insurance Services Limited...... IND...... NIA...... IFFCO-TOKIO General Insurance Company, Ltd. Management ...... 0.260 Tokio Marine Holdings, Inc...... Influence, Board, ...... PT Tokio Marine Life Insurance Indonesia...... IDN...... IA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.962 Tokio Marine Holdings, Inc...... Ownership, Board, ...... AA-1580070 ...... Nisshin Fire & Marine Insurance Co., Ltd...... JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Nisshin Information System Development Co., Ltd. JPN...... NIA...... Nisshin Fire & Marine Insurance Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Universal Risk Solution Company, Limited...... JPN...... NIA...... Nisshin Fire & Marine Insurance Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Nisshin Fire Insurance Service Co., Ltd...... JPN...... NIA...... Nisshin Fire & Marine Insurance Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Nisshin Fire Total Service Company, Limited...... JPN...... NIA...... Nisshin Fire & Marine Insurance Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... AA-1580017 ...... Tokio Marine & Nichido Life Insurance Co., Ltd. .... JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... TOKAI ANSHIN AGENCY Corporation...... JPN...... NIA...... Tokio Marine & Nichido Life Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine & Nichido Financial Life Insurance Board, ...... AA-1584109 ...... Co., Ltd. JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine & Nichido Anshin Consulting Co., Board, Q ...... Ltd. JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 1 3

. Ownership, 9 Board, ...... Tokio Marine & Nichido Career Service Co., Ltd. ... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Nichido Samuel Co., Ltd...... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... SPC Nagisa...... JPN...... NIA...... Tokio Marine Nichido Samuel Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Facilities, Inc...... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 0.775 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Facility Service, Inc...... JPN...... NIA...... Tokio Marine & Nichido Facilities, Inc...... Management ...... 0.775 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Lec Service, Inc...... JPN...... NIA...... Tokio Marine & Nichido Facilities, Inc...... Management ...... 0.775 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Medical Service Co., Ltd. . JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Risk Consulting Co., Ltd. .. JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 0.977 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Influence, Board, ...... Allianz Global Assistance Japan Co., Ltd...... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 0.199 Tokio Marine Holdings, Inc...... Influence, Board, ...... Ticket Guard SAST Insurance Co., Ltd...... JPN...... IA...... Allianz Global Assistance Japan Co., Ltd...... Management ...... 0.199 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine Property Investment Management, Board, ...... Inc. JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Bluebell Re Limited...... GBR...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Millea SAST Insurance Co., Ltd...... JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc......

Q Ownership,

1 Board, 3 ...... Tokio Marine West SAST Insurance Co., Ltd...... JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 1

0 Ownership, Board, ...... E. Design Insurance Co., Ltd ...... JPN...... IA...... Tokio Marine Holdings, Inc...... Management ...... 0.865 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Business Support Co., Ltd...... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... The Shinko Building, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.540 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine & Nichido Adjusting Services Co., Board, ...... Ltd. JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... The Tokio Marine Claims Service Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Nichido Systems Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido ANSHIN 110 Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Tokio Marine & Nichido Human Resources Board, ...... Academy Co., Ltd. JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Asset Management Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Asset Management (London) Limited GBR...... NIA...... Tokio Marine Asset Management Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine Asset Management International Pte. Board, ...... Ltd. SGP...... NIA...... Tokio Marine Asset Management Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokio Marine Asset Management (USA) Ltd...... NY...... NIA...... Tokio Marine Asset Management Co., Ltd...... Management ...... 1.000 Tokio Marine Holdings, Inc...... 3

. Influence, Board, 1

1 ...... Tokio Marine Rogge Asset Management Ltd...... GBR...... NIA...... Tokio Marine Asset Management Co., Ltd...... Management ...... 0.500 Tokio Marine Holdings, Inc...... Influence, Board, ...... Governance for Owners Japan Co., Ltd...... JPN...... NIA...... Tokio Marine Asset Management Co., Ltd...... Management ...... 0.400 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Capital Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Private REIT, Inc...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Tokio Marine & Nichido Office Work Outsourcing Board, ...... Co., Ltd. JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... MMC Insurance Services Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.950 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Kudan Insurance Services Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.950 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Better Life Services...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokio Marine & Nichido Agent Support Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Management Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Japan, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Yokohama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Hiroshima, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

2 Board, ...... Tokai Nichido Partners Hamamatsu, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners West, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Osaka, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Sapporo, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Keiyo, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Chiba, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Kagoshima, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Tokushima, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokai Nichido Partners Mikawa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Shimonoseki, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Nagano, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Nagoya, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Kochi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

3 Board, ...... Tokai Nichido Partners Kagawa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Fukuoka, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Shiga, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Mie, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Sendai, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Okayama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Osaka-Minami, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Echizen, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokai Nichido Partners Hokuriku, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Nigata, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Aichi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Kumamoto, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Kashiwa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

4 Board, ...... Tokai Nichido Partners Higashi Tokyo, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Kanagawa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Tokyo, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Shizuoka, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Maruichi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 0.700 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Nara, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Oita, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokai Nichido Partners Kyoto, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Ibaraki, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Saitama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Matsuyama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Gifu, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

5 Board, ...... Tokai Nichido Partners Tsu, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Imabari, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Iwate, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Toyama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Maebashi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Wakayama, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Kobe, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners North One, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokai Nichido Partners Hakodate, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Asahikawa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Shinshu, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Akita, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Nagasaki, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

6 Board, ...... Tokai Nichido Partners Tochigi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Shounai, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Obihiro, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Doutou, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Aomori, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Yamanashi, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Miyazaki, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Ownership, Board, ...... Tokai Nichido Magokoro Partners, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Sainokuni, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Fukushima, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokai Nichido Partners Matsumoto, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership,

Q Board,

1 ...... Tokai Nichido Partners Ishinomaki, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... 3 .

1 Ownership,

7 Board, ...... Tokai Nichido Partners Okinawa, Ltd...... JPN...... NIA...... Tokio Marine & Nichido Agent Support Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Finance Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine & Nichido Communications Co., Ltd.. JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Nichido Auto-support Center Co., Ltd. JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... The Tokio Marine Research Institute...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... International Assistance Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Investment Services, Limited...... HKG...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Asset Management (Cayman) Ltd..... CYM...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 1.000 Tokio Marine Holdings, Inc...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Name of Type of Securities Control Exchange (Ownership if Publicly Board, If Control is NAIC Federal Traded Names of Relationship Management Ownership Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) * Influence, Board, ...... The Mitsubishi Asset Brains Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.250 Tokio Marine Holdings, Inc...... Influence, Board, ...... MST Insurance Service Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.161 Tokio Marine Holdings, Inc...... Influence, Board, ...... Kaijyosyoji, Inc...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd. Management ...... 0.284 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Mezzanine Co., Ltd...... JPN...... NIA...... Tokio Marine & Nichido Fire Insurance Co., Ltd.. Management ...... 1.000 Tokio Marine Holdings, Inc...... Ownership, Board, ...... Tokio Marine Assistance Co., Ltd...... JPN...... NIA...... Tokio Marine Holdings, Inc...... Management ...... 0.810 Tokio Marine Holdings, Inc...... Q 1 3 . 1 8

Asterisk Explanation

NONE Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES

The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar code will be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide an explanation following the interrogatory questions. Response 1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO 2. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO 3. Will the Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC? NO 4. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC? YES 5. Will the Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI be filed with the state of domicile and electronically with the NAIC? NO 6. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Average Market Value) be filed with the state of domicile and electronically with the NAIC? NO 7. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value) be filed with the state of domicile and electronically with the NAIC? NO

Explanations: 1. 2. 3. 4. 5. 6. 7.

Bar Code: *68381201449000002* *68381201444700002* *68381201436500002* *68381201444800002* *68381201444500002* *68381201444900002*

Q14 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company Overflow Page for Write-Ins

NONE

Q15 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE A - VERIFICATION Real Estate 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 500 ...... 500 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 2.2 Additional investment made after acquisition...... 3. Current year change in encumbrances...... 4. Total gain (loss) on disposals...... 5. Deduct amounts received on disposals...... 6. Total foreign exchange change in book/adjusted carrying value...... 7. Deduct current year's other than temporary impairment recognized...... 8. Deduct current year's depreciation...... 9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)...... 500 ...... 500 10. Deduct total nonadmitted amounts...... 500 ...... 500 11. Statement value at end of current period (Line 9 minus Line 10)...... 0 ...... 0

SCHEDULE B - VERIFICATION Mortgage Loans 1 2 Prior Year Ended Year to Date December 31 1. Book value/recorded investment excluding accrued interest, December 31 of prior year...... 72,608,297 ...... 44,231,385 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 45,660,198 ...... 55,186,090 2.2 Additional investment made after acquisition...... 10,747,832 ...... 11,881,654 3. Capitalized deferred interest and other...... 4. Accrual of discount...... 246,190 ...... 512,119 5. Unrealized valuation increase (decrease)...... 6. Total gain (loss) on disposals...... 7. Deduct amounts received on disposals...... 24,582,033 ...... 39,003,983 8. Deduct amortization of premium and mortgage interest points and commitment fees...... 249,749 ...... 198,968 9. Total foreign exchange change in book value/recorded investment excluding accrued interest...... 10. Deduct current year's other than temporary impairment recognized...... 11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...... 104,430,735 ...... 72,608,297 12. Total valuation allowance...... 13. Subtotal (Line 11 plus Line 12)...... 104,430,735 ...... 72,608,297 14. Deduct total nonadmitted amounts...... 15. Statement value at end of current period (Line 13 minus Line 14)...... 104,430,735 ...... 72,608,297

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 170,286,441 ...... 159,495,001 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 121,119,210 ...... 38,663,213 2.2 Additional investment made after acquisition...... 8,110,943 ...... 184,000,000 3. Capitalized deferred interest and other...... 4. Accrual of discount...... 275,853 ...... 1,770 5. Unrealized valuation increase (decrease)...... 4,146,478 ...... 5,357,944 6. Total gain (loss) on disposals...... (3,090,404) ...... 389,784 7. Deduct amounts received on disposals...... 22,816,407 ...... 217,302,712 8. Deduct amortization of premium and depreciation...... 163,595 ...... 318,559 9. Total foreign exchange change in book/adjusted carrying value...... 10. Deduct current year's other than temporary impairment recognized...... 0 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...... 277,868,518 ...... 170,286,441 12. Deduct total nonadmitted amounts...... 13. Statement value at end of current period (Line 11 minus Line 12)...... 277,868,518 ...... 170,286,441

SCHEDULE D - VERIFICATION Bonds and Stocks 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year...... 5,222,794,056 ...... 4,633,025,703 2. Cost of bonds and stocks acquired...... 2,821,630,743 ...... 4,005,286,055 3. Accrual of discount...... 51,785,025 ...... 61,318,783 4. Unrealized valuation increase (decrease)...... 2,178,230 ...... 9,235,854 5. Total gain (loss) on disposals...... 37,942,915 ...... 99,382,874 6. Deduct consideration for bonds and stocks disposed of...... 1,828,377,946 ...... 3,555,378,446 7. Deduct amortization of premium...... 6,025,439 ...... 12,895,992 8. Total foreign exchange change in book/adjusted carrying value...... 8,836,760 ...... (4,588,355) 9. Deduct current year's other than temporary impairment recognized...... 4,841,525 ...... 12,592,420 10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 6,305,922,818 ...... 5,222,794,056 11. Deduct total nonadmitted amounts...... 12. Statement value at end of current period (Line 10 minus Line 11)...... 6,305,922,818 ...... 5,222,794,056

QSI01 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation 1 2 3 4 5 6 7 8 Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Value Beginning During During During Value End of Value End of Value End of Value December 31 NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year

BONDS

1. NAIC 1 (a)...... 3,886,391,293 ...... 2,125,091,103 ...... 1,803,244,547 ...... 81,351,795 ...... 3,886,391,293 ...... 4,289,589,644 ...... 3,618,890,529

2. NAIC 2 (a)...... 1,395,815,881 ...... 361,940,049 ...... 317,493,563 ...... (43,770,656) ...... 1,395,815,881 ...... 1,396,491,711 ...... 1,158,911,115

3. NAIC 3 (a)...... 229,346,016 ...... 47,609,714 ...... 31,049,978 ...... (5,141,019) ...... 229,346,016 ...... 240,764,733 ...... 215,920,472

4. NAIC 4 (a)...... 142,355,078 ...... 18,246,660 ...... 11,835,115 ...... (52,098,303) ...... 142,355,078 ...... 96,668,320 ...... 121,571,740

5. NAIC 5 (a)...... 49,303,598 ...... 42,576,166 ...... 5,953,386 ...... 42,705,115 ...... 49,303,598 ...... 128,631,493 ...... 32,105,240

6. NAIC 6 (a)...... 23,138,470 ...... 2,256,681 ...... 5,273,900 ...... 7,247,854 ...... 23,138,470 ...... 27,369,105 ...... 13,687,722 Q S I

0 7. Total Bonds...... 5,726,350,335 ...... 2,597,720,373 ...... 2,174,850,489 ...... 30,294,786 ...... 5,726,350,335 ...... 6,179,515,006 ...... 0 ...... 5,161,086,818 2

PREFERRED STOCK

8. NAIC 1......

9. NAIC 2...... 21,383,189 ...... 2,297,078 ...... 518,907 ...... 21,383,189 ...... 23,161,359 ...... 9,962,486

10. NAIC 3...... 16,729,974 ...... 6,639,220 ...... 151,585 ...... 16,729,974 ...... 23,217,609 ...... 5,111,650

11. NAIC 4...... 8,458,642 ...... 50,100 ...... 41,949 ...... 8,458,642 ...... 8,466,793 ...... 6,784,839

12. NAIC 5......

13. NAIC 6......

14. Total Preferred Stock...... 46,571,805 ...... 8,986,398 ...... 712,441 ...... 0 ...... 46,571,805 ...... 54,845,761 ...... 0 ...... 21,858,975

15. Total Bonds and Preferred Stock...... 5,772,922,140 ...... 2,606,706,771 ...... 2,175,562,930 ...... 30,294,786 ...... 5,772,922,140 ...... 6,234,360,768 ...... 0 ...... 5,182,945,793

(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of non-rated short-term and cash equivalent bonds by NAIC designation: NAIC 1 $.....146,709,707; NAIC 2 $.....19,262,895; NAIC 3 $...... 0; NAIC 4 $...... 0; NAIC 5 $...... 0; NAIC 6 $...... 0. Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DA - PART 1 Short-Term Investments 1 2 3 4 5 Book/Adjusted Actual Interest Collected Paid for Accrued Interest Carrying Value Par Value Cost Year To Date Year To Date

9199999...... 165,972,603 ...... XXX...... 165,462,080 ...... 11,195 ...... 233,604

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

1. Book/adjusted carrying value, December 31 of prior year...... 126,071,858 ...... 66,703,566

2. Cost of short-term investments acquired...... 2,240,818,570 ...... 2,458,863,097

3. Accrual of discount...... 22,299 ...... (237,773)

4. Unrealized valuation increase (decrease)...... 73,999 ......

5. Total gain (loss) on disposals...... 482,059 ...... (271,405)

6. Deduct consideration received on disposals...... 2,202,049,533 ...... 2,398,927,741

7. Deduct amortization of premium...... 36,321 ...... 106,852

8. Total foreign exchange change in book/adjusted carrying value...... 589,672 ...... 48,966

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

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 165,972,603 ...... 126,071,858

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

12. Statement value at end of current period (Line 10 minus Line 11)...... 165,972,603 ...... 126,071,858

QSI03 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - VERIFICATION Options, Caps, Floors, Collars, Swaps and Forwards

1. Book/adjusted carrying value, December 31, prior year (Line 9, prior year)...... 13,101,657

2. Cost paid/(consideration received) on additions...... 5,099,872

3. Unrealized valuation increase (decrease)...... (156,450)

4. Total gain (loss) on termination recognized...... 3,082,327

5. Considerations received (paid) on terminations...... 6,765,844

6. Amortization......

7. Adjustment to the book/adjusted carrying value of hedge item......

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

9. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3 + 4 - 5 + 6 + 7 + 8)...... 14,361,561

10. Deduct nonadmitted assets......

11. Statement value at end of current period (Line 9 minus Line 10)...... 14,361,561

SCHEDULE DB - PART B - VERIFICATION Futures Contracts

1. Book/adjusted carrying value, December 31, prior year (Line 6, prior year)...... 5,666,425

2. Cumulative cash change (Section 1, Broker Name/Net Cash Deposits Footnote - Cumulative Cash Change column)...... 4,693,475

3.1 Add: Change in variation margin on open contracts - Highly Effective Hedges: 3.11 Section 1, Column 15, current year to date minus...... 3.12 Section 1, Column 15, prior year...... 0 Change in variation margin on open contracts - All Other: 3.13 Section 1, Column 18, current year to date minus...... 2,337,419 3.14 Section 1, Column 18, prior year...... 7,916,687 (5,579,268) (5,579,268)

3.2 Add: Change in adjustment to basis of hedged item: 3.21 Section 1, Column 17, current year to date minus...... 3.22 Section 1, Column 17, prior year...... 0 Change in amount recognized: 3.23 Section 1, Column 19, current year to date minus...... 2,337,419 3.24 Section 1, Column 19, prior year...... 7,916,687 (5,579,268) (5,579,268)

3.3 Subtotal (Line 3.1 minus Line 3.2)...... (0)

4.1 Cumulative variation margin on terminated contracts during the year...... (28,498,894)

4.2 Less: 4.21 Amount used to adjust basis of hedged item...... 4.22 Amount recognized...... (28,498,894) (28,498,894)

4.3 Subtotal (Line 4.1 minus Line 4.2)...... 0

5. Dispositions gains (losses) on contracts terminated in prior year: 5.1 Total gain (loss) recognized for terminations in prior year...... 5.2 Total gain (loss) adjusted into the hedged item(s) for the terminations in prior year......

6. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3.3 - 4.3 - 5.1 - 5.2)...... 10,359,900

7. Deduct nonadmitted assets......

8. Statement value at end of current period (Line 6 minus Line 7)...... 10,359,900

QSI04 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

Sch. DB-Pt C-Sn 1 NONE

Sch. DB-Pt C-Sn 2 NONE

QSI05, QSI06 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - VERIFICATION Verification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts

Book/Adjusted Carrying Value Check

1. Part A, Section 1, Column 14...... 14,361,550

2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance...... 10,359,900

3. Total (Line 1 plus Line 2)...... 24,721,450

4. Part D, Section 1, Column 5...... 56,660,961

5. Part D, Section 1, Column 6...... (31,939,511)

6. Total (Line 3 minus Line 4 minus Line 5)...... (0)

Fair Value Check

7. Part A, Section 1, Column 16...... 14,361,547

8. Part B, Section 1, Column 13...... 2,337,419

9. Total (Line 7 plus Line 8)...... 16,698,966

10. Part D, Section 1, Column 8...... 49,050,204

11. Part D, Section 1, Column 9...... (32,351,235)

12. Total (Line 9 minus Line 10 minus Line 11)...... (3)

Potential Exposure Check

13. Part A, Section 1, Column 21...... 34,578

14. Part B, Section 1, Column 20...... 19,123,757

15. Part D, Section 1, Column 11...... 19,158,335

16. Total (Line 13 plus Line 14 minus Line 15)...... (0)

QSI07 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

Sch. E-Verification NONE

Sch. A-Pt 2 NONE

Sch. A-Pt 3 NONE

QSI08, QE01 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE B - PART 2 Showing all Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 Location 4 5 6 7 8 9 2 3 Actual Additional Cost Investment Value of Loan Date Rate of at Time Made After Land and Loan Number City State Type Acquired Interest of Acquisition Acquisition Buildings Mortgages in Good Standing Commercial Mortgages - All Other 10BONDST1...... NEW YORK...... NY...... 06/30/2014...... 9.000 ...... 900,000 ...... 7,903,312 10BONDST2...... NEW YORK...... NY...... 06/20/2014...... 9.000 ...... 554,400 ...... 803,549 1155MKTST...... SAN FRANCISCO...... CA...... 06/18/2014...... 16.000 ...... 7,264,613 ...... 8,071,792 450HAYES1...... SAN FRANCISCO...... CA...... 06/16/2014...... 9.000 ...... 1,366,668 ...... 2,770,099 AVALON001...... RIVERSIDE...... CA...... 05/27/2014...... 10.000 ...... 140,104 ...... 969,315 COLLTERR1...... PALO ALTO...... CA...... 06/17/2014...... 9.500 ...... 219,697 ...... 2,459,882 LOAN15001...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 1,440,800 ...... 2,118,824 LOAN15002...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 4,106,280 ...... 5,735,028 LOAN15003...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 7,131,960 ...... 14,644,682 LOAN15004...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 1,304,958 ...... 2,115,005 LOAN15007...... NEW YORK...... NY...... 06/30/2014...... 16.220 ...... 2,791,550 ...... 4,431,032 LOAN15008...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 900,500 ...... 1,261,204 LOAN15009...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 810,450 ...... 1,330,788 LOAN15010...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 1,260,700 ...... 1,775,634 LOAN15011...... NEW YORK...... NY...... 06/30/2014...... 15.380 ...... 4,952,750 ...... 9,469,885 LOAN15012...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 2,521,400 ...... 3,089,951

Q LOAN15013...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 1,170,650 ...... 1,481,835 E LOAN15014...... MIAMI...... FL...... 06/30/2014...... 12.000 ...... 540,300 ...... 643,214 0

2 LOAN15015...... NEW YORK...... NY...... 06/30/2014...... 12.000 ...... 900,500 ...... 1,619,604 LOAN15016...... STAMFORD...... CT...... 06/30/2014...... 12.000 ...... 2,007,137 ...... 2,361,338 LOAN15017...... NEW YORK...... NY...... 06/30/2014...... 15.250 ...... 2,251,250 ...... 3,463,462 PRESIDIO1...... CHARLOTTE...... NC...... 05/30/2014...... 14.000 ...... 5,250,000 ...... 12,857,143 RIMPHASE5...... SAN ANTONIA...... TX...... 06/10/2014...... 9.750 ...... 1,812,539 ...... 9,672,432 0599999. Total - Mortgages in Good Standing - Commercial Mortgages - All Other...... XXX...... XXX...... 41,910,198 ...... 9,689,008 ...... 101,049,010 0899999. Total - Mortgages in Good Standing...... XXX...... XXX...... 41,910,198 ...... 9,689,008 ...... 101,049,010 3399999. Total Mortgages...... XXX...... XXX...... 41,910,198 ...... 9,689,008 ...... 101,049,010

SCHEDULE B - PART 3 Showing all Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 Book Value/ 8 9 10 11 12 13 Book Value/ Recorded Current Year's Total Recorded Investment Unrealized Current Other Than Capitalized Total Foreign Investment Foreign Excluding Valuation Year's Temporary Deferred Change in Exchange Excluding Exchange Realized Total Loan Date Disposal Accrued Interest Increase (Amortization)/ Impairment Interest Book Value Change in Accrued Interest Gain (Loss) Gain (Loss) Gain (Loss) Loan Number City State Type Acquired Date Prior Year (Decrease) Accretion Recognized and Other (8+9-10+11) Book Value on Disposal Consideration on Disposal on Disposal on Disposal Mortgages Closed by Repayment CORONASU1...... Corona...... CA...... 03/06/2012.... 04/05/2014...... 792,588 ...... 3,328 ...... 3,328 ...... 795,916 ...... 0 GRANDCEN8...... Wildomar...... CA...... 06/22/2012.... 05/29/2014...... 4,924,425 ...... 16,442 ...... 16,442 ...... 4,940,867 ...... 0 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE B - PART 3 Showing all Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 Book Value/ 8 9 10 11 12 13 Book Value/ Recorded Current Year's Total Recorded Investment Unrealized Current Other Than Capitalized Total Foreign Investment Foreign Excluding Valuation Year's Temporary Deferred Change in Exchange Excluding Exchange Realized Total Loan Date Disposal Accrued Interest Increase (Amortization)/ Impairment Interest Book Value Change in Accrued Interest Gain (Loss) Gain (Loss) Gain (Loss) Loan Number City State Type Acquired Date Prior Year (Decrease) Accretion Recognized and Other (8+9-10+11) Book Value on Disposal Consideration on Disposal on Disposal on Disposal LAQUINTA9...... Dallas...... TX...... 03/11/2013.... 04/16/2014...... 10,000,364 ...... (364) ...... (364) ...... 10,000,000 ...... 0 0199999. Total - Mortgages Closed by Repayment...... 15,717,377 ...... 0 ...... 19,406 ...... 0 ...... 0 ...... 19,406 ...... 0 ...... 0 ...... 15,736,783 ...... 0 ...... 0 ...... 0 0599999. Total Mortgages...... 15,717,377 ...... 0 ...... 19,406 ...... 0 ...... 0 ...... 19,406 ...... 0 ...... 0 ...... 15,736,783 ...... 0 ...... 0 ...... 0 Q E 0 2 . 1 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 2 Location 5 6 7 8 9 10 11 12 13 3 4 Actual Additional Commitment Name of NAIC Date Type Cost at Investment for Percentage CUSIP Name or Vendor or Desig- Originally and Time of Made After Amount of Additional of Identification Description City State General Partner nation Acquired Strategy Acquisition Acquisition Encumbrances Investment Ownership Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated 000000 00 0 TER1 LLC...... WILMINGTON...... DE...... ACORN ADVISORY CAPITAL L.P...... 05/12/2014...... 5 ...... 1,923,943 ...... 000000 00 0 ROCK SPRINGS CAPITAL LP...... BALTIMORE ...... MD...... ROCK SPRINGS CAPITAL LP...... 05//01/2014...... 5 ...... 3,500,000 ...... 000000 00 0 CAPITAL Z PARTNERS CO-INVEST (BMS) LP...... NEW YORK...... NY...... CAPITAL Z PARTNERS CO-INVEST (BMS) LP...... 05/12/2014...... 5 ...... 10,000,000 ...... 000000 00 0 FITNESS CAPITAL PARTNERS LP...... PALM BEACH ...... FL...... FITNESS CAPITAL PARTNERS LP...... 05/28/2014...... 5 ...... 12,581,071 ...... 2199999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated...... 26,081,071 ...... 1,923,943 ...... 0 ...... 0 ...... XXX...... Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Affiliated 000000 00 0 GREENBROOK LLC...... NEW YORK...... NY...... GREENBROOK LLC...... 37,344,388 ...... 2299999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Affiliated...... 37,344,388 ...... 0 ...... 0 ...... 0 ...... XXX...... Surplus Debentures - Unaffiliated 638671 AK 3 NATIONWIDE MUTUAL INSURA 9.38 08/15/39...... NEW YORK...... NY...... GOLDMAN SACHS...... 1FE...... 7,779,900 ...... 2399999. Total - Surplus Debentures - Unaffiliated...... 7,779,900 ...... 0 ...... 0 ...... 0 ...... XXX...... 4499999. Subtotal - Unaffiliated...... 33,860,971 ...... 1,923,943 ...... 0 ...... 0 ...... XXX...... 4599999. Subtotal - Affiliated...... 37,344,388 ...... 0 ...... 0 ...... 0 ...... XXX...... 4699999. Totals...... 71,205,359 ...... 1,923,943 ...... 0 ...... 0 ...... XXX...... Q

E SCHEDULE BA - PART 3 0

3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14 Book/Adjusted Current Year's Current Year's Total Book/Adjusted Carrying Value Unrealized (Depreciation) Other Than Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Change in Exchange Less Exchange Realized Total CUSIP Name or Name of Purchaser or Originally Disposal Encumbrances, Increase (Amortization)/ Impairment Interest B./A.C.V Change in Encumbrances Gain (Loss) Gain (Loss) Gain (Loss) Investment Identification Description City State Nature of Disposal Acquired Date Prior Year (Decrease) Accretion Recognized and Other (9+10-11+12) B./A.C.V. on Disposal Consideration on Disposal on Disposal on Disposal Income Joint Venture or Partnership Interests That Have Underlying Characteristics of Real Estate - Unaffiliated 000000 00 0 C4HNM, LLC ...... WILMINGTON...... DE... CANYON CAPITAL REALTY ADVISORS LLC...... 03/30/2012 05/23/2014 ...... 141,098 ...... 12,977 ...... 12,977 ...... 154,075 ...... 154,075 ...... 0 ...... 154,075 1799999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Real Estate - Unaffiliated...... 141,098 ...... 0 ...... 12,977 ...... 0 ...... 0 ...... 12,977 ...... 0 ...... 154,075 ...... 154,075 ...... 0 ...... 0 ...... 0 ...... 154,075 Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated 000000 00 0 CERBERUS ASIA PARTNERS LP...... NEW YORK...... NY... CERBERUS ASIA ASSOCIATES, LLC...... 10/01/2007 04/15/2014 ...... 22,322 ...... 0 ...... 22,322 ...... 0 ...... 22,322 000000 00 0 ELLIOTT ASSOCIATES, LP...... NEW YORK...... NY... ELLIOTT SPECIAL GP, LLC...... 07/01/2005 06/30/2014 ...... 4,760,378 ...... 239,622 ...... 239,622 ...... 5,000,000 ...... 0 ...... 000000 00 0 PINE RIVER FIXED INCOME LP...... MINNETONKA...... MN... PINE RIVER CAPITAL MANAGEMENT, L.P...... 01/03/2011 06/30/2014 ...... 4,792,381 ...... 207,619 ...... 207,619 ...... 5,000,000 ...... 0 ...... 000000 00 0 ACORN INCOME PARTNERS LP...... WILMINGTON...... DE... ACORN INCOME ADVISORS, LLC...... 07/01/2003 05/12/2014 ...... 71,387 ...... 4,606 ...... 4,606 ...... 75,993 ...... 0 ...... 2199999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated...... 9,646,468 ...... 451,847 ...... 0 ...... 0 ...... 0 ...... 451,847 ...... 0 ...... 0 .....10,098,315 ...... 0 ...... 0 ...... 0 ...... 22,322 Surplus Debentures - Unaffiliated 743917 AH 9 PRUDENTIAL INSURANCE CO 8.30 7/1/2025...... NEWARK...... NJ.... VARIOUS...... 05/12/2011 01/02/2014 ...... 3,095,649 ...... (14,416) ...... (14,416) ...... 3,081,235 ...... 3,208,150 ...... 126,915 ...... 126,915 ...... 309588 AC 5 FARMERS EXCHANGE CAPITAL 7.05 7/15/2028...... LOS ANGELES...... CA... STERNE AGEE...... 04/21/2014 01/23/2014 ...... 0 ...... 188,825 ...... 216 ...... 216 ...... 638671 AG 2 NATIONWIDE MUTUAL INS 6.60 4/15/2034...... NEW YORK...... NY... CALLED AT 100...... 05/17/2011 05/22/2014 ...... 2,474,090 ...... 25,910 ...... 25,910 ...... 2,500,000 ...... 2,500,000 ...... 0 ...... 53079Q AC 1 LIBERTY MUTUAL INSURANCE 7.88 10/15/2026...... BOSTON...... MA... STERNE AGEE...... 03/04/2011 04/15/2014 ...... 1,296,671 ...... (7,645) ...... (7,645) ...... 1,289,026 ...... 1,272,280 ...... 0 ...... 53079Q AB 3 LIBERTY MUTUAL INSURANCE 8.50 5/15/2025...... BOSTON...... MA... FTN FINANCIAL...... 03/04/2011 05/15/2014 ...... 2,439,292 ...... (6,233) ...... (6,233) ...... 2,433,059 ...... 128,015 ...... (10,933) ...... (10,933) ...... 2399999. Total - Surplus Debentures - Unaffiliated...... 9,305,701 ...... 0 ...... (2,383) ...... 0 ...... 0 ...... (2,383) ...... 0 ...... 9,303,319 ...... 7,297,270 ...... 0 ...... 116,198 ...... 116,198 ...... 0 4499999. Subtotal - Unaffiliated...... 19,093,267 ...... 451,847 ...... 10,594 ...... 0 ...... 0 ...... 462,441 ...... 0 ...... 9,457,394 .....17,549,660 ...... 0 ...... 116,198 ...... 116,198 ...... 176,397 4699999. Totals...... 19,093,267 ...... 451,847 ...... 10,594 ...... 0 ...... 0 ...... 462,441 ...... 0 ...... 9,457,394 .....17,549,660 ...... 0 ...... 116,198 ...... 116,198 ...... 176,397 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) Bonds - U.S. Government 734511 AC 2 PORT IMPERIAL FERRY CORP...... 05/19/2014 RAYMOND JAMES...... 1,162,171 ...... 1,037,074 ...... 30,000 1...... 912810 RD 2 US TREASURY N/B...... 05/07/2014 VARIOUS...... 772,283 ...... 730,000 ...... 12,892 1FE...... 912810 RE 0 US TREASURY N/B...... 06/25/2014 VARIOUS...... 1,404,309 ...... 1,350,000 ...... 16,710 1FE...... 912828 B6 6 US TREASURY N/B...... 05/09/2014 VARIOUS...... 1,793,778 ...... 1,780,000 ...... 9,348 1FE...... 912828 C4 0 US TREASURY N/B...... 04/25/2014 GOLDMAN SACHS...... 109,961 ...... 110,000 ...... 34 1FE...... 912828 C6 5 US TREASURY N/B...... 04/25/2014 VARIOUS...... 239,230 ...... 240,000 ...... 297 1FE...... 912828 D2 3 US TREASURY N/B...... 05/27/2014 VARIOUS...... 1,471,228 ...... 1,470,000 ...... 1,060 1FE...... 912828 WG 1 US TREASURY N/B...... 05/22/2014 VARIOUS...... 445,542 ...... 440,000 ...... 631 1FE...... 912828 WJ 5 US TREASURY N/B...... 06/18/2014 VARIOUS...... 3,743,447 ...... 3,770,000 ...... 5,631 1FE...... 912828 WL 0 US TREASURY N/B...... 06/16/2014 VARIOUS...... 208,044 ...... 210,000 ...... 159 1FE...... 912828 WN 6 US TREASURY N/B...... 06/24/2014 CANTOR FITZGERALD...... 88,931 ...... 90,000 ...... 133 1...... 912828 WP 1 US TREASURY N/B...... 06/25/2014 DEUTSCHE BANK...... 289,773 ...... 290,000 ...... 104 1...... 0599999. Total Bonds - U.S Government...... 11,728,697 ...... 11,517,074 ...... 76,999 ...... XXX...... Bonds - All Other Government 563469 UD 5 MANITOBA (PROVINCE OF)...... A...... 05/07/2014 CIBC WORLD MARKETS - US...... 79,720 ...... 80,000 ...... 1FE...... EG4400 62 8 NOTA DO TESOURO 6% 05/15/17...... D...... 06/03/2014 HSBC SECURITIES LIMITED...... 543,477 ...... 551,382 ...... 1,699 2FE......

Q EH6869 18 2 NOTA DO TESOUR0...... D...... 06/03/2014 HSBC SECURITES LIMITED...... 8,674,730 ...... 8,822,115 ...... 148,938 2FE......

E EI4650 80 6 NOTA DO TESOURO NACIONAL...... D...... 06/03/2014 VARIOUS...... 9,773,043 ...... 9,924,879 ...... 167,556 2FE...... 0 EI8404 55 6 NOTA DO TESOURO NACIONAL...... D...... 06/03/2014 VARIOUS...... 7,166,398 ...... 7,278,245 ...... 123,536 2FE...... 4 EI8404 63 0 NOTA DO TESOURO NACIONAL...... D...... 05/05/2014 VARIOUS...... 7,280,622 ...... 7,459,843 ...... 92,118 2FE...... EJ0234 29 8 MEX BONOS DESARR FIX RT...... D...... 04/25/2014 VARIOUS...... 10,384,852 ...... 10,174,979 ...... 236,905 1FE...... EK0267 05 5 NOTA DO TESOURO NACIONAL...... D...... 04/22/2014 CITIGROUP GLOBAL MAKRETS...... 15,039,480 ...... 15,609,803 ...... 397,558 2FE...... EK0267 41 0 NOTA DO TESOURO 6% 05/15/19...... D...... 06/03/2014 DEUTSCHE BANK...... 3,255,218 ...... 3,308,293 ...... 10,197 2FE...... 1099999. Total Bonds - All Other Government...... 62,197,540 ...... 63,209,539 ...... 1,178,507 ...... XXX...... Bonds - U.S. States, Territories and Possessions 13063C KL 3 CALIFORNIA ST-TXBL...... 04/28/2014 WELLS FARGO FINANCIAL US...... 20,097,000 ...... 20,000,000 ...... 1FE...... 1799999. Total Bonds - U.S. States, Territories and Possessions...... 20,097,000 ...... 20,000,000 ...... 0 ...... XXX...... Bonds - U.S. Political Subdivisions of States, Territories and Possessions 110331 NE 1 BRISTOL-REF-IMPT-TXBL...... 05/08/2014 RAYMOND JAMES...... 1,760,000 ...... 1,760,000 ...... 1FE...... 167484 QU 1 CHICAGO CAB-CITY CLGS...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 1,992,520 ...... 4,000,000 ...... 1FE...... 213185 DV 0 COOK CNTY-TXB-D-BABS...... 04/10/2014 RAYMOND JAMES...... 5,526,600 ...... 5,000,000 ...... 129,771 1FE...... 296353 LY 9 ESCONDIDO CA UNION HIGH SCH DI...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 270,010 ...... 1,000,000 ...... 1FE...... 296353 LZ 6 ESCONDIDO CA UNION HIGH SCH DI...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 415,120 ...... 2,000,000 ...... 1FE...... 452151 LE 1 IL ST TXB-PENSION...... 05/05/2014 WELLS FARGO FINANCIAL US...... 10,648,058 ...... 10,125,000 ...... 218,573 1FE...... 452152 GB 1 IL ST-TXB-4-BABS...... 05/19/2014 CITIGROUP GLOBAL MARKETS...... 1,573,995 ...... 1,355,000 ...... 37,680 1FE...... 45750T AA 1 INLAND VLY DEV-A...... 05/08/2014 BARCLAYS AMERICAN...... 6,590,825 ...... 6,000,000 ...... 1FE...... 45750T AS 2 INLAND VLY DEV-B...... 05/09/2014 BARCLAYS AMERICAN...... 11,366,220 ...... 11,500,000 ...... 1FE...... 64966H MT 4 NYC SER A2...... 04/07/2014 JANNEY MONTGOMERY SCOTT...... 4,014,057 ...... 3,755,000 ...... 5,328 1FE...... 64966J AS 5 NYC -BABS-SER F1...... 04/25/2014 MORGAN STANLEY...... 11,350,047 ...... 9,770,000 ...... 265,875 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 64966L MF 5 NYC-J-REF...... 06/13/2014 MORGAN STANLEY...... 5,629,050 ...... 5,000,000 ...... 1FE...... 675383 JP 9 OCEANSIDE CA UNIF SCH DIST...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 2,861,040 ...... 8,000,000 ...... 1FE...... 675383 JQ 7 OCEANSIDE CA UNIF SCH DIST...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 3,748,803 ...... 11,100,000 ...... 1FE...... 91537P FB 6 UPLAND CA UNIF SCH DIST...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 3,831,120 ...... 18,000,000 ...... 1FE...... 961488 MK 6 WESTSIDE CA UNION SCH DIST...... 06/11/2014 SAFETY NATIONAL CASUALTY CORPORATION...... 1,611,080 ...... 4,000,000 ...... 1FE...... 2499999. Total Bonds - U.S. Political Subdivisions of States, Territories and Possessions...... 73,188,545 ...... 102,365,000 ...... 657,227 ...... XXX...... Bonds - U.S. Special Revenue and Special Assessment 01F030 69 4 FNCL 3 9/12...... 06/17/2014 WELLS FARGO SECURITIES LLC...... 1,456,582 ...... 1,500,000 ...... 1...... 01F040 69 3 FNCL 4 9/12...... 06/30/2014 WELLS FARGO SECURITIES LLC...... 2,118,195 ...... 2,010,000 ...... 1...... 01F042 69 9 FNCL 4.5 9/11...... 06/27/2014 CREDIT SUISSE...... 4,237,503 ...... 3,935,000 ...... 1...... 041806 BK 5 ARLINGTON HGR EDU-A...... 05/01/2014 RBC CAPITAL MARKETS SECURITIES - US...... 1,685,505 ...... 1,500,000 ...... 1FE...... 041806 BL 3 ARLINGTON HGR EDU-A...... 05/01/2014 RBC CAPITAL MARKETS SECURITIES - US...... 1,359,719 ...... 1,215,000 ...... 1FE...... 041806 BM 1 ARLINGTON HGR EDU-A...... 05/01/2014 RBC CAPITAL MARKETS SECURITIES - US...... 2,207,520 ...... 2,000,000 ...... 1FE...... 13033L 3G 0 CA HLTH FACS-A...... 04/30/2014 MORGAN STANLEY...... 1,083,480 ...... 1,000,000 ...... 1FE...... 16768T JL 9 CHICAGO SALES TAX-A...... 05/07/2014 VARIOUS...... 12,872,528 ...... 12,075,000 ...... 227,708 1FE...... 3135G0 ZE 6 FANNIE MAE...... 05/28/2014 BANK AMERICA...... 4,526,829 ...... 4,500,000 ...... 3,938 1FE...... 3136AD ZT 9 FNMA 2013-M5...... 06/20/2014 MURIEL SIEBERT...... 1,527,756 ...... 1,525,432 ...... 605 1...... Q 3137EA DB 2 FREDDIE MAC...... 05/23/2014 MURIEL SIEBERT...... 4,485,375 ...... 4,500,000 ...... 39,781 1FE...... E 3138E0 6C 8 FANNIE MAE...... 06/17/2014 BREAN CAPITAL, LLC...... 10,151,981 ...... 9,942,261 ...... 18,366 1...... 0

4 31396E 3H 7 FHR 3053 Z...... 06/01/2014 CAPITALIZED INTEREST...... 60,954 ...... 60,954 ...... 1...... 1 31398F ER 8 FNR 2009-77 ZA...... 04/01/2014 CAPITALIZED INTEREST...... 27,540 ...... 27,540 ...... 1...... 31398S KG 7 FNR 2010-142 ZB...... 06/01/2014 CAPITALIZED INTEREST...... 105,977 ...... 105,977 ...... 1...... 452252 JF 7 IL TOLL HWY-B-SR...... 05/08/2014 CITIGROUP GLOBAL MARKETS...... 2,187,700 ...... 2,000,000 ...... 1FE...... 49126V CG 0 KENTUCKY ST ECON DEV FIN AUTH...... 05/06/2014 MORGAN STANLEY...... 8,864,790 ...... 14,140,000 ...... 1FE...... 57587A DP 0 MA HSG FIN-B-AMT...... 06/12/2014 JONES & ASSOCIATES...... 1,000,000 ...... 1,000,000 ...... 1FE...... 592247 K3 3 MET PIER CAB-A-MCCORM...... 05/08/2014 MORGAN STANLEY...... 7,500,064 ...... 19,360,000 ...... 1FE...... 59465M M3 6 MI HSG DEV-A...... 04/10/2014 MESIROW FINANCIAL INC...... 1,000,000 ...... 1,000,000 ...... 1FE...... 64967B AA 0 NYC IDA TXB-YANKEE ST...... 04/16/2014 GOLDMAN SACHS...... 3,365,294 ...... 3,395,000 ...... 28,377 1FE...... 64972B 7H 2 NYC HSG DEV-F1...... 04/24/2014 CENTRAL BANK...... 1,000,000 ...... 1,000,000 ...... 1FE...... 709224 DR 7 PA TURNPIKE-CABS-A3...... 04/23/2014 MORGAN STANLEY...... 378,150 ...... 1,500,000 ...... 1FE...... 759831 BC 3 RENO CAP IMPT-TXB-C...... 04/22/2014 RAYMOND JAMES...... 2,693,261 ...... 10,930,000 ...... 1FE...... 780486 HD 1 ROYAL OAK HOSP FIN -D...... 04/30/2014 MORGAN STANLEY...... 2,875,565 ...... 2,750,000 ...... 1FE...... 786091 AG 3 SACRAMENTO CO-TXBL...... 05/09/2014 OPPENHEIMER & CO...... 280,970 ...... 250,000 ...... 9,767 1FE...... 882756 2H 1 TX PUB FIN-B-REF...... 04/25/2014 MERRILL LYNCH...... 1,627,830 ...... 1,500,000 ...... 1FE...... 914437 RA 8 UNIV OF MASS-TXBL-4...... 05/21/2014 RAMIREZ & CO...... 8,000,000 ...... 8,000,000 ...... 1FE...... 914437 RB 6 UNIV OF MASS-TXBL-4...... 05/21/2014 RAMIREZ & CO...... 2,500,000 ...... 2,500,000 ...... 1FE...... 3199999. Total Bonds - U.S. Special Revenue and Special Assessment...... 91,181,068 ...... 115,222,164 ...... 328,542 ...... XXX...... Bonds - Industrial and Miscellaneous 00075W AD 1 ABFC 2006-HE1 A2D...... 04/21/2014 VARIOUS...... 1,978,852 ...... 3,336,860 ...... 494 1FM...... 00100U AE 2 ADS WASTE HOLDINGS...... 06/27/2014 EXCHANGE #1...... 244,260 ...... 244,260 ...... 865 4FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 00206R AZ 5 AT&T INC...... 05/01/2014 GOLDMAN SACHS...... 10,520 ...... 10,000 ...... 87 1FE...... 00206R BD 3 AT&T INC...... 05/01/2014 GOLDMAN SACHS...... 9,903 ...... 10,000 ...... 68 1FE...... 00206R CE 0 AT&T INC...... 05/01/2014 SEAPORT GROUP...... 10,181 ...... 10,000 ...... 60 1FE...... 00206R CG 5 AT&T INC...... 06/03/2014 MORGAN STANLEY...... 508,144 ...... 510,000 ...... 1FE...... 02146V AC 6 CWALT 2006-30T1 1A3...... 04/25/2014 CAPITALIZED INTEREST...... 578 ...... 1FM...... 02149M AY 5 CWALT 2007-J1 2A10...... 05/27/2014 CAPITALIZED INTEREST...... 1,396 ...... 1FM...... 02149V AJ 8 CWALT 2007-3T1 1A9...... 04/25/2014 CAPITALIZED INTEREST...... 5,869 ...... 1FM...... 02150D AB 1 CWALT 2007-OA4 A2...... 04/28/2014 CAPITALIZED INTEREST...... 27,012 ...... 2...... 02150G AX 6 CWALT 2007-11T1 A21...... 04/25/2014 CAPITALIZED INTEREST...... 4,360 ...... 1FM...... 02150J AD 4 CWALT 2007-9T1 1A4...... 06/25/2014 CAPITALIZED INTEREST...... 14,483 ...... 1FM...... 02151F AH 2 CWALT 2007-21CB 2A2...... 04/25/2014 CAPITALIZED INTEREST...... 3,051 ...... 6FM...... 0258M0 DG 1 AMERICAN EXPRESS CREDIT...... 04/08/2014 NOMURA SECURITIES DOMESTIC...... 2,020,960 ...... 2,000,000 ...... 5,200 1FE...... 03073E AG 0 AMERISOURCEBERGEN CORP...... 04/16/2014 BARCLAYS AMERICAN...... 382,616 ...... 340,000 ...... 7,229 1FE...... 03073E AL 9 AMERISOURCEBERGEN CORP...... 05/19/2014 BANK AMERICA...... 239,316 ...... 240,000 ...... 1FE...... 031162 BV 1 AMGEN INC...... 05/19/2014 GOLDMAN SACHS...... 768,722 ...... 770,000 ...... 2FE...... 031733 AP 3 ARC 2004-1 M9...... 06/25/2014 CAPITALIZED INTEREST...... 247 ...... 6FM...... 032511 BH 9 ANADARKO PETROLEUM CORP...... 04/09/2014 SALOMON SMITH BARNEY...... 2,312,320 ...... 2,000,000 ...... 10,271 2FE...... Q 03524B AF 3 ANHEUSER-BUSCH INBEV FIN...... 06/18/2014 DEUTSCHE BANK...... 62,291 ...... 60,000 ...... 1,125 1FE...... E 037735 CT 2 APPALACHIAN POWER CO...... 05/05/2014 WELLS FARGO SECURITIES LLC...... 2,979,180 ...... 3,000,000 ...... 2FE...... 0

4 04634* AA 4 ASTRAL BRANDS INC...... 06/30/2014 CAPITALIZED INTEREST...... 11,145 ...... 11,145 ...... 5...... 2 05366V AA 6 ACAP 2000-1A A1...... 05/01/2014 STIFEL NICOLAUS & CO...... 1,165,425 ...... 2,219,857 ...... 1,466 6FE...... 053773 AY 3 AVIS BUDGET CAR/FINANCE...... 05/13/2014 MURIEL SIEBERT...... 1,000,000 ...... 1,000,000 ...... 4FE...... 05525G AC 3 BAMLL 2014-FRR4 BK23...... 05/29/2014 DEUTSCHE BANK...... 2,764,906 ...... 5,150,000 ...... 1...... 05525G AJ 8 BAMLL 2014-FRR4 BK29...... 05/07/2014 DEUTSCHE BANK...... 4,392,157 ...... 8,918,085 ...... 1...... 05525H AJ 6 BAMLL 2014-FRR5 BK30...... 05/07/2014 VARIOUS...... 13,274,710 ...... 28,537,948 ...... 1...... 05525H AU 1 BAMLL 2014-FRR5 AK37...... 05/09/2014 BANK AMERICA...... 14,546,357 ...... 20,487,827 ...... 31,981 2FE...... 059512 AL 7 BACM 2007-3 AJ...... 05/13/2014 BARCLAYS AMERICAN...... 10,339,844 ...... 10,000,000 ...... 17,998 2...... 05953L AD 1 BAFC 2007-8 2A1...... 06/20/2014 WELLS FARGO FINANCIAL US...... 92,939 ...... 154,899 ...... 723 1FM...... 07386H E9 8 BALTA 2006-2 21A1...... 04/30/2014 CAPITALIZED INTEREST...... 425 ...... 2...... 07387Q AM 2 BALTA 2006-8 2A1...... 06/25/2014 CAPITALIZED INTEREST...... 827 ...... 1FM...... 07401D AJ 0 BSCMS 2007-PW18 AJA...... 04/08/2014 DEUTSCHE BANK...... 4,687,500 ...... 5,000,000 ...... 8,565 3FM...... 09256B AG 2 BLACKSTONE HOLDINGS FINA...... 04/02/2014 MORGAN STANLEY...... 394,352 ...... 400,000 ...... 1FE...... 09659D AA 4 STANFORD UNIVERSITY...... 04/30/2014 GOLDMAN SACHS...... 4,999,100 ...... 5,000,000 ...... 1FE...... 10554C AA 0 BRASKEM AMERICA FINANCE...... 05/09/2014 VARIOUS...... 2,997,500 ...... 3,000,000 ...... 60,167 2FE...... 12189L AQ 4 BURLINGTN NORTH SANTA FE...... 06/12/2014 CREDIT SUISSE...... 363,717 ...... 350,000 ...... 3,968 2FE...... 12591R AE 0 COMM 2014-CR15 D...... 04/28/2014 BREAN CAPITAL, LLC...... 3,760,000 ...... 4,000,000 ...... 2FE...... 12591T AS 5 COMM 2014-LC15 E...... 05/21/2014 DEUTSCHE BANK...... 18,012,906 ...... 25,505,000 ...... 64,471 1...... 12591V AQ 4 COMM 2014-CR16 D...... 04/24/2014 BREAN CAPITAL, LLC...... 8,281,875 ...... 9,000,000 ...... 29,436 1...... 12624Q AG 8 COMM 2012-CR4 E...... 05/20/2014 VARIOUS...... 9,970,203 ...... 11,942,000 ...... 13,194 3FE...... 12624S AJ 8 COMM 2013-CR12 F...... 04/23/2014 DEUTSCHE BANK...... 2,262,150 ...... 4,113,000 ...... 9,304 2...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 12625K AR 6 COMM 2013-CR8 F...... 05/16/2014 BANK AMERICA...... 6,523,438 ...... 10,000,000 ...... 22,058 2...... 12625U AN 3 COMM 2013-CR9 F...... 04/01/2014 BANK AMERICA...... 4,534,011 ...... 7,937,000 ...... 2,150 1AM...... 12626L AY 8 COMM 2013-CR11 D...... 04/22/2014 BREAN CAPITAL, LLC...... 8,139,485 ...... 8,519,000 ...... 29,327 1...... 12628L AJ 9 CSAB 2006-4 A6A...... 06/13/2014 MERRILL LYNCH...... 3,287,526 ...... 5,118,561 ...... 19,389 2...... 126307 AG 2 CSC HOLDINGS LLC...... 05/20/2014 CITI...... 1,000,000 ...... 1,000,000 ...... 3FE...... 12630B AG 3 COMM 2013-CR13 E...... 05/15/2014 MORGAN STANLEY...... 9,157,500 ...... 11,000,000 ...... 27,618 1FM...... 12631D AL 7 COMM 2014-CR17 F...... 05/15/2014 VARIOUS...... 22,976,407 ...... 29,811,000 ...... 57,151 1...... 12631D AN 3 COMM 2014-CR17 G...... 05/01/2014 DEUTSCHE BANK...... 6,006,000 ...... 10,400,000 ...... 13,867 2...... 126408 GZ 0 CSX CORP...... 04/25/2014 BNY MELLON CAPITAL MARKETS...... 1,014,930 ...... 1,000,000 ...... 19,322 2FE...... 12643G AC 6 CSMC 2010-2R 1A3...... 05/02/2014 NOMURA SECURITIES DOMESTIC...... 1,671,882 ...... 2,129,786 ...... 2,041 2...... 126683 AC 5 CWL 2006-S5 A3...... 06/25/2014 CAPITALIZED INTEREST...... 740,805 ...... 1FM...... 12668B PS 6 CWALT 2006-4CB 1A6...... 04/25/2014 CAPITALIZED INTEREST...... 753 ...... 1FM...... 126694 2H 0 CWHL 2006-10 1A11...... 04/25/2014 CAPITALIZED INTEREST...... 2,066 ...... 1FM...... 126694 AF 5 CWHL 2005-19 1A6...... 06/25/2014 BREAN CAPITAL, LLC...... 3,751,220 ...... 3,770,070 ...... 16,704 1...... 126694 FC 7 CWHL 2005-20 A5...... 05/27/2014 CAPITALIZED INTEREST...... 1,522 ...... 1FM...... 126694 MR 6 CWHL 2005-26 1A7...... 06/24/2014 BARCLAYS AMERICAN...... 588,558 ...... 539,034 ...... 5,093 2...... 12669G JL 6 CWHL 2004-29 1B1...... 05/27/2014 CAPITALIZED INTEREST...... 773 ...... 6FM...... Q 12669G NQ 0 CWHL 2005-7 2A2...... 06/03/2014 CREDIT SUISSE...... 1,003,468 ...... 2,343,867 ...... 680 2...... E 12669T AA 1 CWL 2007-SD1 A1...... 04/11/2014 BARCLAYS AMERICAN...... 4,766,148 ...... 7,163,773 ...... 2,645 2...... 0

4 14855G AD 3 CLAST 2014-1 B...... 04/04/2014 J.P. MORGAN...... 990,700 ...... 990,700 ...... 4,132 2...... 3 149123 CC 3 CATERPILLAR INC...... 05/05/2014 BARCLAYS AMERICAN...... 2,999,490 ...... 3,000,000 ...... 1FE...... 151020 AP 9 CELGENE CORP...... 05/06/2014 GOLDMAN SACHS...... 438,500 ...... 440,000 ...... 2FE...... 16163F AG 0 CHASE 2007-S1 A7...... 04/07/2014 CAPITALIZED INTEREST...... 11,114 ...... 1FM...... 172967 EM 9 CITIGROUP INC...... 04/24/2014 ROYAL BANK OF SCOTLAND US...... 5,142,915 ...... 4,500,000 ...... 120,969 1FE...... 172967 HM 6 CITIGROUP INC...... 04/01/2014 CITI...... 499,230 ...... 500,000 ...... 1FE...... 172967 HT 1 CITIGROUP INC...... 06/09/2014 CITI...... 229,715 ...... 230,000 ...... 1FE...... 17307G 4K 1 CMLTI 2006-WF1 A2E...... 03/28/2014 BARCLAYS AMERICAN...... (2,296) ...... (3,337) ...... (1) 2...... 17307G WF 1 CMLTI 2005-4 B1...... 06/04/2014 STIFEL NICOLAUS & CO...... 2,283,682 ...... 4,807,751 ...... 5,589 2...... 17309R AA 0 CMLTI 2006-AR6 1A1...... 04/29/2014 CAPITALIZED INTEREST...... 118 ...... 1FM...... 17316Y AH 1 CMLTI 2010-6 4A2...... 06/05/2014 GUGGENHEIM CAPITAL MARKETS...... 1,744,106 ...... 2,376,976 ...... 3,741 2...... 17317H AP 9 CMLTI 2010-8 4A3...... 05/30/2014 STIFEL NICOLAUS & CO...... 2,336,194 ...... 3,004,751 ...... 1,879 2...... 17322A AM 4 CGCMT 2014-GC19 D...... 04/10/2014 BREAN CAPITAL, LLC...... 4,639,063 ...... 5,000,000 ...... 9,845 1...... 17322A AR 3 CGCMT 2014-GC19 F...... 04/02/2014 BANK AMERICA...... 6,774,645 ...... 11,434,000 ...... 6,984 2...... 20030N BG 5 COMCAST CORP...... 04/22/2014 CIBC WORLD MARKETS - US...... 246,178 ...... 250,000 ...... 3,125 1FE...... 212015 AM 3 CONTINENTAL RESOURCES...... 05/15/2014 BARCLAYS AMERICAN...... 60,460 ...... 60,000 ...... 6 2FE...... 212015 AP 6 CONTINENTAL RESOURCES...... 05/12/2014 BARCLAYS AMERICAN...... 2,991,510 ...... 3,000,000 ...... 2FE...... 22003B AJ 5 CORPORATE OFFICE PROP LP...... 05/15/2014 J.P. MORGAN...... 1,500,975 ...... 1,500,000 ...... 2FE...... 22541Q QQ 8 CSFB 2003-21 DB1...... 05/05/2014 BREAN CAPITAL, LLC...... 5,044,076 ...... 4,987,961 ...... 5,838 1...... 22541S 5T 1 CSFB 2005-FIX1 A4...... 05/13/2014 MESIROW FINANCIAL INC...... 733,150 ...... 860,000 ...... 1,974 2...... 22544Q AG 4 CSMC 2007-C3 AM...... 05/07/2014 BREAN CAPITAL, LLC...... 6,420,000 ...... 6,000,000 ...... 10,754 3FM...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 225458 2H 0 CSFB 2005-8 7A1...... 05/27/2014 CAPITALIZED INTEREST...... 418 ...... 1FM...... 225470 YF 4 CSMC 2006-2 2A1...... 05/16/2014 MERRILL LYNCH...... 6,145,109 ...... 6,943,626 ...... 21,699 1...... 2254W0 NP 6 CSFB 2005-11 4A1...... 05/27/2014 CAPITALIZED INTEREST...... 175 ...... 2...... 22966R AB 2 CUBESMART LP...... 04/17/2014 BNY MELLON CAPITAL MARKETS...... 509,495 ...... 500,000 ...... 7,656 2FE...... 23244F AV 6 CWALT 2006-J7 1A1...... 04/25/2014 CAPITALIZED INTEREST...... 1,662 ...... 1FM...... 25179M AT 0 DEVON ENERGY CORPORATION...... 04/25/2014 BANK AMERICA...... 757,028 ...... 750,000 ...... 6,141 2FE...... 26223U AC 3 DRUGB 2014-1 A1...... 06/18/2014 GOLDMAN SACHS...... 500,000 ...... 500,000 ...... 2AM...... 26223U AD 1 DRUGB 2014-1 A2...... 06/18/2014 GOLDMAN SACHS...... 2,499,961 ...... 2,500,000 ...... 2AM...... 26441C AN 5 DUKE ENERGY CORP...... 04/25/2014 MIZUHO SECURITIES...... 3,050,130 ...... 3,000,000 ...... 8,125 2FE...... 26875P AE 1 EOG RESOURCES INC...... 04/14/2014 GOLDMAN SACHS...... 3,316,790 ...... 3,000,000 ...... 48,400 1FE...... 26884T AL 6 ERAC USA FINANCE LLC...... 05/19/2014 BANK AMERICA...... 1,996,600 ...... 2,000,000 ...... 2FE...... 29364W AT 5 ENTERGY LOUISIANA LLC...... 06/17/2014 J.P. MORGAN...... 2,000,000 ...... 2,000,000 ...... 1FE...... 30261N AE 0 FREMF 2013-K25 B...... 05/01/2014 CREDIT SUISSE...... 2,317,323 ...... 2,370,000 ...... 1,232 1...... 30290W AE 5 FREMF 2012-K23 B...... 05/07/2014 J.P. MORGAN...... 2,458,984 ...... 2,500,000 ...... 2,889 1...... 30291X AG 7 FREMF 2014-K715 C...... 05/01/2014 BARCLAYS AMERICAN...... 1,981,438 ...... 2,000,000 ...... 2,843 2FE...... 31659E AC 2 FMIC 2006-2 2A2...... 05/30/2014 VARIOUS...... 3,949,242 ...... 7,169,459 ...... 995 1FM...... 33616C AA 8 FIRST REPUBLIC BANK...... 06/10/2014 BANK AMERICA...... 369,497 ...... 370,000 ...... 1FE...... Q 33767B AB 5 FIRSTENERGY TRANSMISSION...... 05/14/2014 MORGAN STANLEY...... 849,924 ...... 850,000 ...... 3FE...... E 34959Y AL 9 FCO 2014-3A C...... 04/02/2014 NATIXIS LONDON...... 1,455,600 ...... 1,500,000 ...... 1FE...... 0

4 36197X AC 8 GSMS 2013-GC12 E...... 05/13/2014 BANK AMERICA...... 12,454,867 ...... 16,931,000 ...... 22,927 1...... 4 361988 AE 8 GSRPM 2002-1A M1...... 04/01/2014 ROYAL BANK OF SCOTLAND US...... 3,831,391 ...... 4,880,753 ...... 2,853 2...... 36198F AZ 5 GSMS 2013-GC14 F...... 05/09/2014 BANK AMERICA...... 6,273,324 ...... 7,484,950 ...... 12,908 1FM...... 36198F BB 7 GSMS 2013-GC14 G...... 05/07/2014 VARIOUS...... 4,643,750 ...... 8,000,000 ...... 9,799 2...... 36228F K2 1 GSR 2004-3F B1...... 04/29/2014 BREAN CAPITAL, LLC...... 3,766,506 ...... 3,819,017 ...... 606 1...... 36228F P9 1 GSAMP 2004-NC1 B1...... 05/02/2014 MESIROW FINANCIAL INC...... 561,243 ...... 639,593 ...... 592 2...... 36228F Q2 5 GSAMP 2004-NC1 B2...... 05/02/2014 MESIROW FINANCIAL INC...... 516,344 ...... 588,426 ...... 618 2...... 36252R AN 9 GSMS 2014-GC18 F...... 04/23/2014 DEUTSCHE BANK...... 1,847,880 ...... 3,132,000 ...... 8,743 2...... 36252W AG 3 GSMS 2014-GC20 E...... 04/07/2014 BANK AMERICA...... 2,090,050 ...... 2,730,000 ...... 4,635 1AM...... 36252W AL 2 GSMS 2014-GC20 G...... 05/07/2014 DEUTSCHE BANK...... 3,900,600 ...... 7,092,000 ...... 7,962 2...... 36873* AD 0 GENE JUAREZ SALONS...... 06/30/2014 CAPITALIZED INTEREST...... 36,022 ...... 36,022 ...... 4...... 37310P AA 9 GEORGETOWN UNIVERSITY...... 04/22/2014 J.P. MORGAN...... 2,000,000 ...... 2,000,000 ...... 1FE...... 378272 AG 3 GLENCORE FUNDING LLC...... 06/02/2014 VARIOUS...... 889,937 ...... 890,000 ...... 688 2FE...... 378272 AH 1 GLENCORE FUNDING LLC...... 04/25/2014 GOLDMAN SACHS...... 428,839 ...... 430,000 ...... 55 2FE...... 38141E C2 3 GOLDMAN SACHS GROUP INC...... 06/30/2014 GOLDMAN SACHS...... 569,248 ...... 570,000 ...... 2FE...... 38145X AA 1 GOLDMAN SACHS GROUP INC...... 04/16/2014 J.P. MORGAN...... 3,010,260 ...... 3,000,000 ...... 17,938 1FE...... 38148B AA 6 GOLDMAN SACHS GROUP INC...... 04/21/2014 GOLDMAN SACHS...... 398,000 ...... 398,000 ...... 3FE...... 418056 AT 4 HASBRO INC...... 05/08/2014 BANK AMERICA...... 459,568 ...... 460,000 ...... 2FE...... 44106M AS 1 HOSPITALITY PROP TRUST...... 04/30/2014 VARIOUS...... 2,015,015 ...... 2,000,000 ...... 12,142 2FE...... 45073D AB 4 IXIS 2007-HE1 A2...... 06/30/2014 CREDIT SUISSE...... 294,044 ...... 698,027 ...... 41 2...... 45073D AD 0 IXIS 2007-HE1 A4...... 06/30/2014 CREDIT SUISSE...... 304,675 ...... 723,263 ...... 61 2...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 45254N LC 9 IMM 2004-9 M2...... 04/21/2014 MESIROW FINANCIAL INC...... 1,179,747 ...... 2,564,667 ...... 2,413 2...... 460146 CK 7 INTERNATIONAL PAPER CO...... 06/03/2014 DEUTSCHE BANK...... 1,989,580 ...... 2,000,000 ...... 2FE...... 46629E AE 3 JPALT 2006-A4 A5...... 05/01/2014 PERFORMANCE TRUST CAPITAL PARTNERS...... 416,122 ...... 509,018 ...... 49 1FM...... 46631B AJ 4 JPMCC 2007-LD11 AM...... 05/09/2014 BREAN CAPITAL, LLC...... 5,314,063 ...... 5,000,000 ...... 10,814 1...... 46631N CR 8 JPMMT 2007-S3 1A64...... 06/01/2014 CAPITALIZED INTEREST...... 1,533 ...... 1FM...... 46640L AN 2 JPMBB 2013-C14 D...... 05/12/2014 BREAN CAPITAL, LLC...... 4,687,500 ...... 5,000,000 ...... 9,164 1FM...... 46641J AJ 5 JPMBB 2014-C18 F...... 04/23/2014 DEUTSCHE BANK...... 6,002,660 ...... 10,174,000 ...... 28,271 2...... 46641W AG 2 JPMBB 2014-C19 D...... 04/29/2014 BARCLAYS AMERICAN...... 4,535,230 ...... 5,000,000 ...... 13,432 1...... 46849L SH 5 JACKSON NATL LIFE GLOBAL...... 04/09/2014 DEUTSCHE BANK...... 2,991,270 ...... 3,000,000 ...... 1FE...... 478373 AB 9 JOHNSON CONTROLS INC...... 06/10/2014 BANK AMERICA...... 169,782 ...... 170,000 ...... 2FE...... 478373 AC 7 JOHNSON CONTROLS INC...... 06/10/2014 BANK AMERICA...... 359,813 ...... 360,000 ...... 2FE...... 478373 AD 5 JOHNSON CONTROLS INC...... 06/10/2014 BANK AMERICA...... 1,988,360 ...... 2,000,000 ...... 2FE...... 48250A AA 1 KKR GROUP FINANCE CO III...... 05/22/2014 VARIOUS...... 424,389 ...... 430,000 ...... 1FE...... 49446R AL 3 KIMCO REALTY CORP...... 04/14/2014 WELLS FARGO SECURITIES LLC...... 2,994,000 ...... 3,000,000 ...... 2FE...... 494550 BR 6 KINDER MORGAN ENER PART...... 04/15/2014 PIERPONT SECURITIES LLC...... 3,032,130 ...... 3,000,000 ...... 17,667 2FE...... 502413 BD 8 L-3 COMMUNICATIONS CORP...... 05/13/2014 BANK AMERICA...... 2,138,068 ...... 2,150,000 ...... 2FE...... 52520S AE 0 LMT 2006-8 2A2...... 05/19/2014 NOMURA SECURITIES DOMESTIC...... 1,148,759 ...... 21,097 6...... Q 52521L BG 8 LMT 2007-4 4A1...... 04/25/2014 CAPITALIZED INTEREST...... 102 ...... 1FM...... E 52524S AC 0 LMT 2008-5 A3...... 05/01/2014 VARIOUS...... (76,244) ...... (125,665) ...... (744) 1FM...... 0

4 544152 AF 8 LORILLARD TOBACCO CO...... 05/05/2014 BNP PARIBAS - LONDON...... 368,381 ...... 360,000 ...... 1,771 2FE...... 5 55616X AL 1 MACYS RETAIL HLDGS INC...... 05/22/2014 CREDIT SUISSE...... 287,758 ...... 290,000 ...... 146 2FE...... 55818P AG 5 MDPK 2014-12A D...... 06/12/2014 WELLS FARGO FINANCIAL US...... 16,998,500 ...... 17,600,000 ...... 5,109 1AM...... 576433 UR 5 MARM 2004-13 B2...... 06/20/2014 BREAN CAPITAL, LLC...... 2,042,539 ...... 2,652,648 ...... 4,675 1...... 576438 AB 1 MARM 2006-2 1A2...... 04/21/2014 CAPITAL GUARDIAN...... 184,571 ...... 519,919 ...... 898 2...... 57645D AH 5 MALT 2006-3 2A3...... 05/22/2014 MORGAN STANLEY...... 1,544,470 ...... 2,182,996 ...... 10,642 3FM...... 591739 BM 8 METRO 1998-BI B1...... 06/30/2014 CREDIT SUISSE...... 1,381,421 ...... 1,493,428 ...... 664 2...... 592188 AN 6 METRO 2000-A M2...... 06/30/2014 CREDIT SUISSE...... 1,666,832 ...... 2,513,602 ...... 955 2...... 61690G AZ 4 MSBAM 2014-C14 F...... 05/16/2014 BANK AMERICA...... 12,482,500 ...... 16,635,000 ...... 32,507 1...... 61746B DM 5 MORGAN STANLEY...... 04/16/2014 BANK AMERICA...... 3,012,150 ...... 3,000,000 ...... 18,333 1FE...... 61746B DQ 6 MORGAN STANLEY...... 04/23/2014 MURIEL SIEBERT...... 4,956,200 ...... 5,000,000 ...... 1FE...... 61749W AJ 6 MSM 2006-11 1A3...... 05/08/2014 BARCLAYS AMERICAN...... 861,519 ...... 1,646,871 ...... 3,526 2...... 61756V BE 8 MSM 2007-14AR 6A1...... 06/25/2014 CAPITALIZED INTEREST...... 1,860 ...... 1FM...... 61762M BJ 9 MSBAM 2013-C10 G...... 05/13/2014 VARIOUS...... 15,561,403 ...... 20,429,000 ...... 30,752 1...... 61763K AE 4 MSBAM 2014-C15 D...... 06/16/2014 BREAN CAPITAL, LLC...... 9,326,563 ...... 10,000,000 ...... 21,774 1...... 61763K AJ 3 MSBAM 2014-C15 F...... 04/02/2014 MORGAN STANLEY...... 7,584,893 ...... 10,797,000 ...... 16,795 1...... 61763K AL 8 MSBAM 2014-C15 G...... 05/07/2014 VARIOUS...... 10,091,046 ...... 15,798,000 ...... 22,908 1...... 61763M AT 7 MSBAM 2014-C16 E...... 05/30/2014 BANK AMERICA...... 13,333,103 ...... 17,104,000 ...... 34,391 1...... 61763M AV 2 MSBAM 2014-C16 F...... 06/19/2014 DEUTSCHE BANK...... 5,320,700 ...... 7,601,000 ...... 20,680 1...... 637417 AG 1 NATIONAL RETAIL PROP INC...... 05/05/2014 WELLS FARGO SECURITIES LLC...... 2,993,940 ...... 3,000,000 ...... 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 652478 AW 8 21ST CENTURY FOX AMERICA...... 05/05/2014 CREDIT SUISSE...... 242,758 ...... 170,000 ...... 3,871 2FE...... 65251M AG 5 NWSTR 2014-1A D...... 04/04/2014 WELLS FARGO SECURITIES LLC...... 1,000,000 ...... 1,000,000 ...... 2AM...... 65339K AL 4 NEXTERA ENERGY CAPITAL...... 06/03/2014 VARIOUS...... 2,994,750 ...... 3,000,000 ...... 2FE...... 65535V JU 3 NAA 2005-S1 M2...... 05/30/2014 BARCLAYS AMERICAN...... 203,646 ...... 234,666 ...... 70 1FM...... 65535V SK 5 NAA 2006-AP1 A3...... 06/11/2014 GUGGENHEIM CAPITAL MARKETS...... 1,130,066 ...... 1,811,728 ...... 5,401 2...... 65536H CT 3 NHELI 2006-HE1 M2...... 06/27/2014 MESIROW FINANCIAL INC...... 424,869 ...... 998,958 ...... 111 2...... 655664 AR 1 NORDSTROM INC...... 06/09/2014 EXCHANGE #2...... 397,365 ...... 400,000 ...... 9,833 1FE...... 717081 DK 6 PFIZER INC...... 05/13/2014 VARIOUS...... 538,478 ...... 540,000 ...... 5 1FE...... 74348T AJ 1 PROSPECT CAPITAL CORP...... 05/22/2014 STERNE AGEE...... 2,070,000 ...... 2,000,000 ...... 23,826 2FE...... 748940 AD 5 RALI 2006-QS7 A4...... 05/27/2014 CAPITALIZED INTEREST...... 583 ...... 1FM...... 749228 AJ 1 RALI 2006-QS4 A9...... 05/27/2014 CAPITALIZED INTEREST...... 1,275 ...... 1FM...... 749575 AG 1 RFMSI 2006-SA3 3A1...... 05/27/2014 CAPITALIZED INTEREST...... 5,299 ...... 1FM...... 75116C AF 3 RALI 2007-QS6 A6...... 04/09/2014 MERRILL LYNCH...... 7,775,765 ...... 9,410,911 ...... 21,240 1...... 756109 AQ 7 REALTY INCOME CORP...... 06/18/2014 CITI...... 1,999,120 ...... 2,000,000 ...... 2FE...... 75884R AT 0 REGENCY CENTERS LP...... 05/13/2014 WELLS FARGO SECURITIES LLC...... 1,989,640 ...... 2,000,000 ...... 2FE...... 760759 AF 7 REPUBLIC SERVICES INC...... 06/25/2014 SEAPORT GROUP...... 779,130 ...... 660,000 ...... 11,716 2FE...... 761118 JJ 8 RALI 2005-QS14 3A1...... 05/07/2014 BREAN CAPITAL, LLC...... 3,692,864 ...... 3,960,175 ...... 7,260 1...... Q 761118 TB 4 RALI 2006-QA1 A21...... 05/27/2014 CAPITALIZED INTEREST...... 977 ...... 1FM...... E 76716X AA 0 RIO OIL FINANCE TRUST...... 06/12/2014 BNP PARIBAS - LONDON...... 1,999,960 ...... 2,000,000 ...... 2FE...... 0

4 78355H JX 8 RYDER SYSTEM INC...... 05/01/2014 ROYAL BANK OF SCOTLAND US...... 997,740 ...... 1,000,000 ...... 2FE...... 6 82842R AA 8 SMORE 2014-1A D...... 04/30/2014 CITI...... 1,896,821 ...... 2,090,000 ...... 1AM...... 86213B AA 5 STR 2014-1A A1...... 05/06/2014 VARIOUS...... 4,022,607 ...... 4,000,000 ...... 526 1FE...... 863579 L4 8 SARM 2005-23 3A1...... 04/29/2014 CAPITALIZED INTEREST...... 76 ...... 1FM...... 86359B QC 8 SARM 2004-5 B1...... 06/20/2014 BREAN CAPITAL, LLC...... 1,182,018 ...... 1,450,329 ...... 2,423 1...... 86364J AD 9 SARM 2007-9 2A1...... 04/25/2014 CAPITALIZED INTEREST...... 61 ...... 1FM...... 867930 64 6 AMERICAN GENERAL LIFE INS CO (POURCIAU)...... 04/11/2014 SENECA ONE FINANCE INC...... 369,908 ...... 744,000 ...... 1...... 867930 65 3 AMERICAN GENERAL LIFE INS CO (LOZANO)...... 04/24/2014 SENECA ONE FINANCE INC...... 61,654 ...... 174,250 ...... 1...... 867930 66 1 AMERICAN GENERAL LIFE INS CO (LEWIS)...... 04/24/2014 SENECA ONE FINANCE INC...... 38,666 ...... 59,347 ...... 1...... 867930 68 7 AMERICAN GENERAL A S COR (POURCIAU)...... 05/08/2014 SENECA ONE FINANCE INC...... 292,337 ...... 749,660 ...... 1...... 867930 69 5 AMERICAN GENERAL ANNUITY SVC COR (WALLS)...... 05/08/2014 SENECA ONE FINANCE INC...... 27,051 ...... 46,360 ...... 1...... 867930 70 3 AMERICAN GENERAL ANNUITY SVC CO (SERCYE)...... 05/15/2014 SENECA ONE FINANCE INC...... 49,346 ...... 79,200 ...... 1...... 867930 71 1 AMERICAN HOME ASSURANCE CO (REYNAGA)...... 05/22/2014 SENECA ONE FINANCE INC...... 69,799 ...... 105,738 ...... 1...... 867930 72 9 AMERICAN GENERAL LIFE INSUR CO (ESTEP)...... 06/12/2014 SENECA ONE FINANCE INC...... 31,157 ...... 62,500 ...... 1...... 867930 73 7 AMERICAN GENERAL LIFE INS CO (HENRY)...... 06/12/2014 SENECA ONE FINANCE INC...... 31,752 ...... 49,350 ...... 1...... 867930 74 5 MONUMENTAL LIFE INSURANCE CO (GLADSTONE)...... 06/19/2014 SENECA ONE FINANCE INC...... 72,816 ...... 106,708 ...... 1...... 867970 86 5 PRUDENTIAL INS CO OF AMERICA (MORRIS)...... 04/24/2014 SENECA ONE FINANCE INC...... 53,566 ...... 82,500 ...... 1...... 867970 88 1 PRUDENTIAL INSURANCE COMPANY (VACCARO)...... 05/15/2014 SENECA ONE FINANCE INC...... 57,866 ...... 80,000 ...... 1...... 867970 89 9 PRUDENTIAL INSURANCE COMPANY OF AMERICA (HANKS)...... 05/15/2014 SENECA ONE FINANCE INC...... 16,667 ...... 24,919 ...... 1...... 867970 90 7 PRUDENTIAL INSURANCE COMPANY OF AMERICA (FIELD)...... 05/15/2014 SENECA ONE FINANCE INC...... 198,802 ...... 369,053 ...... 1...... 867970 91 5 PRUDENTIAL INSURANCE COMPANY OF AMERICA (KING)...... 05/22/2014 SENECA ONE FINANCE INC...... 370,515 ...... 601,250 ...... 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 867970 92 3 PRUDENTIAL INSURANCE COMPANY OF AMERICA (BLAKE)...... 06/12/2014 SENECA ONE FINANCE INC...... 18,292 ...... 23,400 ...... 1...... 867970 93 1 PRUDENTIAL INSURANCE COMPANY OF AMERICA (LEDESMA-BENITO)...... 06/30/2014 SENECA ONE FINANCE INC...... 164,193 ...... 300,000 ...... 1...... 868270 50 5 NEW YORK LIFE INSURANCE COMPANY (KING)...... 04/11/2014 SENECA ONE FINANCE INC...... 264,711 ...... 528,595 ...... 1...... 868270 51 3 NEW YORK LIFE INSURANCE COMPANY (STELL)...... 06/12/2014 SENECA ONE FINANCE INC...... 17,439 ...... 31,000 ...... 1...... 868270 52 1 PACIFIC LIFE INSURANCE CO (WASHINGTON)...... 06/19/2014 SENECA ONE FINANCE INC...... 62,503 ...... 130,000 ...... 1...... 868270 53 9 NEW YORK LIFE INS AND ANNUITY CORP (SOTO...... 06/26/2014 SENECA ONE FINANCE INC...... 33,486 ...... 50,288 ...... 1...... 868270 54 7 NEW YORK LIFE INS & ANNUITY (CARLETON)...... 06/30/2014 SENECA ONE FINANCE INC...... 53,101 ...... 85,000 ...... 1...... 868300 50 0 METROPOLITAN LIFE INSUR CO (WILLIAMS)...... 04/11/2014 SENECA ONE FINANCE INC...... 46,741 ...... 55,000 ...... 1...... 868300 51 8 METROPOLITAN LIFE INS CO (CRAIG)...... 04/24/2014 SENECA ONE FINANCE INC...... 144,501 ...... 328,657 ...... 1...... 868300 52 6 METROPOLITAN LIFE INSURANCE CO (NELSON)...... 04/30/2014 SENECA ONE FINANCE INC...... 51,684 ...... 75,800 ...... 1...... 868300 53 4 METROPOLITAN LIFE INSURANCE CO (CAMILE)...... 04/30/2014 SENECA ONE FINANCE INC...... 53,486 ...... 72,260 ...... 1...... 868300 54 2 METROPOLITAN LIFE INS CO (TORRES)...... 06/12/2014 SENECA ONE FINANCE INC...... 241,578 ...... 513,408 ...... 1...... 868300 55 9 METROPOLITAN LIFE INSURANCE CO (NABORS)...... 06/12/2014 SENECA ONE FINANCE INC...... 33,067 ...... 60,000 ...... 1...... 868300 56 7 METLIFE INSURANCE CO OF CT (GABRIELLI)...... 06/19/2014 SENECA ONE FINANCE INC...... 60,475 ...... 96,500 ...... 1...... 868300 57 5 METROPOLITAN PROPERTY & LIABILITY IN (GE...... 06/26/2014 SENECA ONE FINANCE INC...... 146,813 ...... 237,000 ...... 1...... 868300 58 3 METROPOLITAN INS AND ANNUITY CO (PARRIS)...... 06/30/2014 SENECA ONE FINANCE INC...... 38,626 ...... 121,701 ...... 1...... 868300 59 1 METROPOLITAN INS AND ANNUITY CO (SCHMIDT...... 06/30/2014 SENECA ONE FINANCE INC...... 89,173 ...... 140,000 ...... 1...... Q 868340 13 4 HARTFORD LIFE INSURANCE CO (HALL)...... 04/30/2014 SENECA ONE FINANCE INC...... 72,951 ...... 124,600 ...... 2...... E 868340 14 2 HARTFORD CEBSCO (ZWEEP)...... 05/22/2014 SENECA ONE FINANCE INC...... 49,757 ...... 89,505 ...... 2...... 0

4 868340 15 9 HARTFORD CEBSCO (KURTEK)...... 05/22/2014 SENECA ONE FINANCE INC...... 39,993 ...... 62,180 ...... 2...... 7 868340 16 7 HARTFORD CEBSCO (HOUSTON)...... 05/30/2014 SENECA ONE FINANCE INC...... 147,602 ...... 335,257 ...... 2...... 868340 17 5 HARTFORD LIFE INSURANCE COMPANY (ALLEN)...... 06/12/2014 SENECA ONE FINANCE INC...... 73,786 ...... 125,400 ...... 2...... 868340 18 3 PACIFIC LIFE AND ANNUITY COMPANY (KUHRE)...... 06/19/2014 SENECA ONE FINANCE INC...... 61,256 ...... 75,000 ...... 1...... 868340 19 1 PACIFIC INS CO LTD (MOORE)...... 06/26/2014 SENECA ONE FINANCE INC...... 182,280 ...... 250,000 ...... 1...... 868340 20 9 HARTFORD CEBSCO (OSUNA)...... 06/26/2014 SENECA ONE FINANCE INC...... 43,073 ...... 87,100 ...... 2...... 868550 11 2 TRANSAMERICA LIFE INSURANCE CO (HICKS)...... 06/12/2014 SENECA ONE FINANCE INC...... 53,558 ...... 68,807 ...... 1...... 868740 52 3 GENWORTH LIFE & ANNUITY INS CO (GIBSON)...... 04/11/2014 SENECA ONE FINANCE INC...... 52,421 ...... 97,779 ...... 1...... 868740 53 1 GENWORTH LIFE AND ANNUITY INS CO (YOUNG)...... 04/24/2014 SENECA ONE FINANCE INC...... 83,910 ...... 137,660 ...... 1...... 868740 54 9 GENWORTH FINANCIAL (PYRON)...... 06/26/2014 SENECA ONE FINANCE INC...... 25,508 ...... 40,000 ...... 1...... 869020 32 1 AEGON ASSIGNMENT CORP (HESTER)...... 05/15/2014 SENECA ONE FINANCE INC...... 53,410 ...... 71,775 ...... 1...... 869020 33 9 AEGON ASSIGNMENT CORP (TEMPLE)...... 05/22/2014 SENECA ONE FINANCE INC...... 24,165 ...... 36,500 ...... 1...... 869020 34 7 AEGON ASSIGNMENT CORP (WATIE)...... 05/22/2014 SENECA ONE FINANCE INC...... 23,938 ...... 34,000 ...... 1...... 869020 35 4 MONUMENTAL LIFE INSURANCE CO (GLADSTONE)...... 06/05/2014 SENECA ONE FINANCE INC...... 12,082 ...... 18,000 ...... 1...... 869020 36 2 GENWORTH LIFE INSURANCE COMPANY (ESCOE)...... 06/19/2014 SENECA ONE FINANCE INC...... 19,652 ...... 36,400 ...... 1...... 869020 37 0 AEGON STRUCTURED SETTLEMENTS INC (VAN HE...... 06/26/2014 SENECA ONE FINANCE INC...... 81,740 ...... 159,000 ...... 1...... 869020 38 8 AEGON ASSIGNMENT CORP (WOODHOUSE)...... 06/26/2014 SENECA ONE FINANCE INC...... 606,679 ...... 1,145,172 ...... 1...... 869480 09 5 ALLSTATE LIFE INSURANCE CO (SCHMOYER)...... 04/03/2014 SENECA ONE FINANCE INC...... 71,407 ...... 105,000 ...... 1...... 869480 10 3 ALLSTATE ASSIGNMENT CO (YBARRA)...... 05/22/2014 SENECA ONE FINANCE INC...... 22,457 ...... 38,400 ...... 1...... 869480 11 1 ALLSTATE SETTLEMENT CORP (CORDIER)...... 05/30/2014 SENECA ONE FINANCE INC...... 58,410 ...... 70,613 ...... 1...... 869480 12 9 SYMETRA LIFE INSURANCE COMPANY (PICKENS)...... 06/19/2014 SENECA ONE FINANCE INC...... 111,218 ...... 190,000 ...... 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 869480 13 7 ALLSTATE ASSIGNMENT CO (STEPHENS)...... 06/26/2014 SENECA ONE FINANCE INC...... 19,774 ...... 28,520 ...... 1...... 869910 20 8 TRANSAMERICA OCCIDENTAL LIFE (GIBERSON)...... 06/26/2014 SENECA ONE FINANCE INC...... 49,548 ...... 117,000 ...... 1...... 870170 15 6 PACIFIC LIFE INSURANCE COMPANY (EZELLE)...... 04/24/2014 SENECA ONE FINANCE INC...... 30,708 ...... 36,667 ...... 1...... 870170 16 4 PACIFIC LIFE INSURANCE CO (WASHINGTON)...... 06/05/2014 SENECA ONE FINANCE INC...... 21,793 ...... 32,400 ...... 1...... 870190 17 0 BERKSHIRE HATHAWAY LIFE INS NE (WYATT)...... 06/12/2014 SENECA ONE FINANCE INC...... 284,320 ...... 398,000 ...... 1...... 870190 18 8 BERKSHIRE HATHAWAY LIFE INS NE (BARTHOLO...... 06/30/2014 SENECA ONE FINANCE INC...... 108,271 ...... 168,128 ...... 1...... 872539 AA 9 TJX COS INC...... 06/02/2014 BANK AMERICA...... 559,608 ...... 560,000 ...... 1FE...... 874940 41 4 METLIFE INS CO OF CONNECTICUT (BLACKMON)...... 04/11/2014 SENECA ONE FINANCE INC...... 34,654 ...... 48,000 ...... 1...... 874940 42 2 METLIFE INSURANCE CO OF CT (GABRIELLI)...... 06/05/2014 SENECA ONE FINANCE INC...... 55,481 ...... 125,000 ...... 1...... 875070 29 4 JOHN HANCOCK LIFE INSURANCE CO (LEWIS)...... 04/30/2014 SENECA ONE FINANCE INC...... 41,734 ...... 99,375 ...... 1...... 875070 30 2 JOHN HANCOCK LIFE INSURANCE CO (HOOKS)...... 04/30/2014 SENECA ONE FINANCE INC...... 63,865 ...... 177,395 ...... 1...... 875070 31 0 JOHN HANCOCK ASSIGNMENT CO (ROBICHAUX)...... 05/15/2014 SENECA ONE FINANCE INC...... 114,763 ...... 284,500 ...... 1...... 875070 32 8 JOHN HANCOCK ASSIGNMENT CO (SCHROEDER)...... 05/22/2014 SENECA ONE FINANCE INC...... 50,111 ...... 106,800 ...... 1...... 87612E AR 7 TARGET CORP...... 05/21/2014 CREDIT SUISSE...... 281,345 ...... 220,000 ...... 1,668 1FE...... 87612E BB 1 TARGET CORP...... 06/17/2014 CITI...... 409,078 ...... 410,000 ...... 1FE...... 877690 14 9 LIBERTY LIFE ASSUR CO OF BOSTON (FIELDS)...... 04/24/2014 SENECA ONE FINANCE INC...... 86,815 ...... 116,776 ...... 1...... 879380 08 7 FARMERS NEW WORLD LIFE INSUR (CERNAS)...... 04/11/2014 SENECA ONE FINANCE INC...... 96,230 ...... 153,000 ...... 1...... Q 879380 09 5 FARMERS NEW WORLD LIFE INS (CALIMERI)...... 06/12/2014 SENECA ONE FINANCE INC...... 15,370 ...... 25,000 ...... 1...... E 880270 07 9 GENERAL AMERICAN LIFE INS (GARCIA-KOROTN...... 06/30/2014 SENECA ONE FINANCE INC...... 51,450 ...... 141,631 ...... 1...... 0

4 882720 06 3 AMERICAN GENERAL ASMT CORP NY (ARROWITZ)...... 05/08/2014 SENECA ONE FINANCE INC...... 86,936 ...... 230,271 ...... 1...... 8 885220 EJ 8 TMST 2003-5 B2...... 06/20/2014 BREAN CAPITAL, LLC...... 1,471,277 ...... 1,827,674 ...... 2,770 1...... 885220 HF 3 TMST 2005-1 B1...... 04/16/2014 BREAN CAPITAL, LLC...... 3,838,848 ...... 4,418,818 ...... 7,244 1...... 88522X AH 4 TMST 2007-3 4A2...... 05/05/2014 ROYAL BANK OF SCOTLAND US...... 493,867 ...... 1,519,592 ...... 3,155 2...... 885570 12 7 PACIFIC LIFE AND ANNUITY CO (GEROUX)...... 04/11/2014 SENECA ONE FINANCE INC...... 120,167 ...... 273,969 ...... 1...... 885570 13 5 PACIFIC LIFE & ANNUITY SVS INC (BURDETT)...... 05/30/2014 SENECA ONE FINANCE INC...... 32,677 ...... 46,461 ...... 1...... 885570 14 3 PACIFIC LIFE AND ANNUITY COMPANY (KUHRE)...... 06/05/2014 SENECA ONE FINANCE INC...... 28,885 ...... 36,612 ...... 1...... 885820 07 6 GENWORTH FINANCIAL (TURNER)...... 05/30/2014 SENECA ONE FINANCE INC...... 40,459 ...... 62,966 ...... 1...... 886120 09 6 GENWORTH LIFE INSURANCE COMPANY (ESCOE)...... 06/05/2014 SENECA ONE FINANCE INC...... 161,293 ...... 330,000 ...... 1...... 886120 10 4 AMERICAN GENERAL LIFE INSUR CO (ESTEP)...... 06/19/2014 SENECA ONE FINANCE INC...... 17,155 ...... 20,000 ...... 1...... 886120 11 2 GE CAPITAL ASSIGNMENT CORP (HANLON)...... 06/30/2014 SENECA ONE FINANCE INC...... 42,077 ...... 68,783 ...... 1...... 887317 AK 1 TIME WARNER INC...... 04/25/2014 VARIOUS...... 3,324,140 ...... 3,000,000 ...... 8,840 2FE...... 88732J AN 8 TIME WARNER CABLE INC...... 04/29/2014 STERNE AGEE...... 662,700 ...... 500,000 ...... 12,268 2FE...... 888020 14 6 ALLSTATE SETTLEMENT CORP (ACOSTA)...... 06/26/2014 SENECA ONE FINANCE INC...... 246,044 ...... 506,134 ...... 1...... 88947E AP 5 TOLL BROS FINANCE CORP...... 04/16/2014 HSBC SECURITIES LIMITED...... 71,925 ...... 70,000 ...... 1,182 3FE...... 889800 03 3 CONTINENTAL ASSURANCE COMPANY (DAVIS)...... 05/08/2014 SENECA ONE FINANCE INC...... 97,568 ...... 142,026 ...... 1...... 894670 02 5 TRANSAMERICA FIN LIFE INS CO (ROGERS)...... 06/12/2014 SENECA ONE FINANCE INC...... 29,813 ...... 65,250 ...... 1...... 896770 33 6 SYMETRA LIFE INSURANCE COMPANY (PAXTON)...... 04/03/2014 SENECA ONE FINANCE INC...... 16,889 ...... 20,000 ...... 1...... 896770 34 4 SYMETRA ASSIGNED BENEFITS SVCS (WELCOME)...... 05/08/2014 SENECA ONE FINANCE INC...... 421,792 ...... 500,000 ...... 1...... 896770 35 1 SYMETRA ASSIGNED BENEFITS SVC (FREEHAUF)...... 05/08/2014 SENECA ONE FINANCE INC...... 38,112 ...... 55,000 ...... 1...... 896770 36 9 SYMETRA ASSIGNED BENEFITS SVCS C (COLE)...... 05/15/2014 SENECA ONE FINANCE INC...... 101,953 ...... 153,789 ...... 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 896770 37 7 SYMETRA ASSIGNED BENEFITS SVCS (SANCHEZ)...... 05/15/2014 SENECA ONE FINANCE INC...... 51,183 ...... 68,721 ...... 1...... 896770 38 5 SYMETRA ASSIGNED BENEFITS SVX (FREEHAUF)...... 05/30/2014 SENECA ONE FINANCE INC...... 90,686 ...... 227,696 ...... 1...... 896770 39 3 SYMETRA LIFE INSURANCE COMPANY (PICKENS)...... 06/05/2014 SENECA ONE FINANCE INC...... 42,594 ...... 71,000 ...... 1...... 896770 40 1 SYMETRA ASSIGNED BENEFITS SERVICES C (MA...... 06/26/2014 SENECA ONE FINANCE INC...... 218,845 ...... 459,209 ...... 1...... 896770 41 9 SYMETRA ASSIGNED BENEFITS SERVICES C (ST...... 06/26/2014 SENECA ONE FINANCE INC...... 29,119 ...... 42,588 ...... 1...... 897460 02 8 MASSMUTUAL ASSIGNMENT CO (BARNETTE)...... 05/15/2014 SENECA ONE FINANCE INC...... 36,224 ...... 52,000 ...... 1...... 90265E AJ 9 UDR INC...... 06/17/2014 CITI...... 1,993,040 ...... 2,000,000 ...... 2FE...... 90269G AQ 4 UBSCM 2012-C1 E...... 05/01/2014 VARIOUS...... 18,629,763 ...... 21,618,000 ...... 13,624 1FM...... 90270R AN 4 UBSBB 2012-C4 E...... 05/13/2014 BANK AMERICA...... 2,215,688 ...... 2,700,000 ...... 5,063 1FM...... 903140 03 6 FIREMANS FUND INS CO (RHODEN)...... 05/15/2014 SENECA ONE FINANCE INC...... 233,322 ...... 397,270 ...... 1...... 903280 AD 7 USAA CAPITAL CORP...... 05/05/2014 MERRILL LYNCH...... 839,958 ...... 840,000 ...... 1FE...... 90349G AU 9 UBSBB 2013-C6 E...... 05/13/2014 DEUTSCHE BANK...... 12,031,938 ...... 15,910,000 ...... 23,202 1...... 905120 01 0 STATE FARM MUTUAL AUTO INS CO (LITTLE)...... 05/30/2014 SENECA ONE FINANCE INC...... 30,067 ...... 50,000 ...... 1...... 907818 DV 7 UNION PACIFIC CORP...... 04/25/2014 BNY MELLON CAPITAL MARKETS...... 1,029,270 ...... 1,000,000 ...... 11,458 1FE...... 907825 AA 1 UNION PACIFIC RR 2014-1...... 05/06/2014 MURIEL SIEBERT...... 4,000,000 ...... 4,000,000 ...... 1FE...... 91830J AB 9 VOLT 2014-NPL3 A2...... 04/02/2014 CREDIT SUISSE...... 4,959,375 ...... 5,000,000 ...... 11,215 1...... 92343V BR 4 VERIZON COMMUNICATIONS...... 06/24/2014 BANK AMERICA...... 11,209 ...... 10,000 ...... 146 2FE...... Q 92890F AC 0 WFRBS 2014-C20 D...... 04/29/2014 WELLS FARGO FINANCIAL US...... 12,749,685 ...... 15,000,000 ...... 19,930 1...... E 92890F AE 6 WFRBS 2014-C20 E...... 06/02/2014 DEUTSCHE BANK...... 15,462,235 ...... 22,857,000 ...... 20,119 1...... 0

4 92890P BJ 2 WFRBS 2013-C14 E...... 05/12/2014 DEUTSCHE BANK...... 11,085,938 ...... 15,000,000 ...... 18,958 1...... 9 92936T AM 4 WFRBS 2012-C7 G...... 05/16/2014 DEUTSCHE BANK...... 3,574,015 ...... 4,829,750 ...... 12,074 2...... 92938E BU 6 WFRBS 2013-C16 E...... 05/13/2014 DEUTSCHE BANK...... 11,087,515 ...... 14,839,000 ...... 23,804 1...... 92938V AA 3 WFRBS 2014-C19 D...... 04/24/2014 BREAN CAPITAL, LLC...... 9,556,250 ...... 11,000,000 ...... 33,872 1...... 92938V AU 9 WFRBS 2014-C19 C...... 05/12/2014 WELLS FARGO FINANCIAL US...... 7,172,813 ...... 7,000,000 ...... 12,647 1FE...... 93363X AC 7 WMHE 2007-HE4 2A2...... 05/20/2014 CREDIT SUISSE...... 3,073,882 ...... 4,998,182 ...... 1,097 2...... 93364F AA 9 WAMU 2007-HY7 1A1...... 05/27/2014 CAPITALIZED INTEREST...... 1,342 ...... 1FM...... 93934F AD 4 WMALT 2005-5 CB4...... 05/20/2014 BREAN CAPITAL, LLC...... 5,296,188 ...... 5,390,522 ...... 18,118 1...... 93934F NT 5 WMALT 2006-3 4CB...... 04/30/2014 AURIGA USA...... 758,187 ...... 1,087,007 ...... 785 2...... 94106L AZ 2 WASTE MANAGEMENT INC...... 05/05/2014 J.P. MORGAN...... 3,162,012 ...... 3,170,000 ...... 2FE...... 94974B FY 1 WELLS FARGO & COMPANY...... 06/05/2014 VARIOUS...... 840,150 ...... 840,000 ...... 56 1FE...... 94983S AL 6 WFMBS 2006-8 A9...... 05/05/2014 BARCLAYS AMERICAN...... 6,147,484 ...... 6,086,618 ...... 11,159 1...... 94983T AM 2 WFMBS 2006-AR6 6A2...... 05/09/2014 STORM HARBOUR SECURITIES...... 1,648,101 ...... 2,354,430 ...... 4,639 2...... 94988D AQ 3 WFRR 2013-FRR1 BK20...... 06/02/2014 DEUTSCHE BANK...... 3,852,188 ...... 7,000,000 ...... 1...... 94988D AW 0 WFRR 2013-FRR1 BK26...... 06/02/2014 DEUTSCHE BANK...... 6,422,353 ...... 12,566,386 ...... 1...... 94988Q AW 1 WFCM 2013-LC12 E...... 04/22/2014 DEUTSCHE BANK...... 1,230,127 ...... 1,750,000 ...... 4,083 1FM...... 96221Q AM 5 WFRBS 2013-C18 D...... 04/16/2014 WELLS FARGO FINANCIAL US...... 4,577,344 ...... 5,000,000 ...... 13,637 1...... 96221T AS 6 WFRBS 2014-LC14 E...... 05/07/2014 DEUTSCHE BANK...... 3,526,172 ...... 5,000,000 ...... 5,347 1...... 969457 BW 9 WILLIAMS COMPANIES INC...... 06/19/2014 CITI...... 927,563 ...... 930,000 ...... 2FE...... 981811 AE 2 WORTHINGTON INDUSTRIES...... 04/10/2014 J.P. MORGAN...... 2,993,670 ...... 3,000,000 ...... 2FE...... AUTOSP L7 0 AUTOSPLICE - TERM LOAN PRIV PLACE...... 06/30/2014 DIRECT...... 11,712,045 ...... 11,712,045 ...... 5Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) CORNER ST N CORNERSTONE R&D PRIV PLACE...... 04/28/2014 DIRECT...... 11,400,000 ...... 11,400,000 ...... 5Z...... DLRRES TR T DLR RESTAURANTS, LLC...... 06/30/2014 CAPITALIZED INTEREST...... 44,054 ...... 44,054 ...... 5...... EI7570 14 2 BRASKEM AMERICA FINANCE...... 05/09/2014 VARIOUS...... 4,029,000 ...... 4,000,000 ...... 82,333 2FE...... ESSEXC RN 0 ESSEX CRANE RENTAL PRIV PLACE...... 05/13/2014 DIRECT...... 10,000,000 ...... 10,000,000 ...... 5Z...... MIRATE CH 0 MIRATECH PRIV PLACE...... 05/09/2014 DIRECT...... 3,500,000 ...... 3,500,000 ...... 5Z...... OMNIVE RE 0 OMNIVERE PRIV PLACE...... 06/30/2014 VARIOUS...... 3,004,752 ...... 3,004,752 ...... 5Z...... PHYSIC IA 2 PHYSICIANS CARE ALLIANCE TL...... 06/30/2014 CAPITALIZED INTEREST...... 10,779 ...... 10,779 ...... 5...... WHEELS UP 2 WHEELS UP PRIV PLACE...... 06/25/2014 DIRECT...... 2,893,391 ...... 2,893,391 ...... 5Z...... 067901 AQ 1 BARRICK GOLD CORP...... A...... 04/28/2014 BARCLAYS AMERICAN...... 174,928 ...... 180,000 ...... 2FE...... 380956 AE 2 GOLDCORP INC...... A...... 06/04/2014 HSBC SECURITIES LIMITED...... 1,990,340 ...... 2,000,000 ...... 2FE...... 69480U AC 1 PACIFIC RUBIALES ENERGY...... A...... 05/01/2014 EXCHANGE #3...... 3,141,482 ...... 3,000,000 ...... 83,979 3FE...... 00080Q AB 1 ROYAL BK OF SCOTLAND NV...... F...... 06/24/2014 BANK AMERICA...... 698,148 ...... 660,000 ...... 1,961 2FE...... 00164L AA 3 ALM 2014-14A D...... F...... 06/06/2014 J.P. MORGAN...... 4,869,035 ...... 5,350,000 ...... 1AM...... 001748 AB 8 AMMC 2014-14A B2L...... F...... 06/12/2014 ROYAL BANK OF SCOTLAND US...... 3,572,800 ...... 4,000,000 ...... 1AM...... 00289L AA 3 ABENGOA TRANSMISION SUR...... F...... 04/14/2014 VARIOUS...... 808,720 ...... 800,000 ...... 38 2FE...... 00507U AG 6 ACTAVIS FUNDING SCS...... F...... 06/10/2014 BANK AMERICA...... 336,240 ...... 340,000 ...... 2FE...... 00856L AA 6 AGROMERCANTIL SENIOR TR...... F...... 04/08/2014 VARIOUS...... 1,010,200 ...... 1,000,000 ...... 35 3FE...... Q

E 00900B AA 4 AIMCO 2014-AA E...... F...... 05/12/2014 GOLDMAN SACHS...... 3,588,600 ...... 4,000,000 ...... 1AM......

0 020564 AB 6 ALPEK SA DE CV...... F...... 05/09/2014 BARCLAYS AMERICAN...... 2,100,000 ...... 2,000,000 ...... 28,667 2FE...... 4

. 034863 AM 2 ANGLO AMERICAN CAPITAL...... F...... 04/08/2014 CREDIT SUISSE...... 209,204 ...... 210,000 ...... 2FE...... 1

0 03764F AA 4 APID 2013-12A E...... F...... 04/16/2014 DEUTSCHE BANK...... 631,400 ...... 700,000 ...... 630 1AM...... 04014J AE 4 ARES 2013-1A C...... F...... 05/20/2014 CREDIT SUISSE...... 1,961,000 ...... 2,000,000 ...... 6,284 1FE...... 04014M AA 5 ARES 2013-1A E...... F...... 05/29/2014 DEUTSCHE BANK...... 2,626,275 ...... 2,850,000 ...... 21,102 1AM...... 04280P AJ 6 AWPT 2014-2A D...... F...... 06/17/2014 SANDLER ONEILL...... 5,760,000 ...... 6,000,000 ...... 65,573 1AM...... 05367E AA 3 AVIAN HLDS SA/LEASING/GR...... F...... 04/14/2014 BARCLAYS AMERICAN...... 209,800 ...... 200,000 ...... 7,305 4FE...... 05565Q CC 0 BP CAPITAL MARKETS PLC...... F...... 04/08/2014 GOLDMAN SACHS...... 2,501,300 ...... 2,500,000 ...... 14,800 1FE...... 05565Q CP 1 BP CAPITAL MARKETS PLC...... F...... 04/25/2014 MIZUHO SECURITIES...... 4,088,080 ...... 4,000,000 ...... 33,902 1FE...... 056752 AD 0 BAIDU INC...... F...... 06/04/2014 GOLDMAN SACHS...... 288,028 ...... 290,000 ...... 1FE...... 05969L AA 9 BANCO INBURSA...... F...... 05/29/2014 CREDIT SUISSE...... 1,973,720 ...... 2,000,000 ...... 2FE...... 092019 AD 0 BLACK 2005-2A D...... F...... 04/16/2014 VARIOUS...... 2,241,938 ...... 2,350,000 ...... 674 1AM...... 09625J AF 1 BLUEM 2013-3A D...... F...... 06/26/2014 CREDIT SUISSE...... 3,604,688 ...... 3,750,000 ...... 24,456 1AM...... 09626T AA 9 BLUEM 2012-2A E...... F...... 05/06/2014 SEAPORT GROUP...... 1,907,000 ...... 2,000,000 ...... 23,116 2AM...... 09626Y AH 3 BLUEM 2013-2I D...... F...... 05/13/2014 KGS ALPHA CAPITAL MARKETS...... 4,281,750 ...... 4,400,000 ...... 11,082 1AM...... 10553Y AF 2 BRASKEM FINANCE LTD...... F...... 05/16/2014 VARIOUS...... 9,161,650 ...... 8,700,000 ...... 145,053 2FE...... 111021 AE 1 BRITISH TELECOM PLC...... F...... 04/30/2014 STERNE AGEE...... 79,070 ...... 50,000 ...... 1,845 2FE...... 12548C AD 9 CIFC 2014-2A A3L...... F...... 04/04/2014 ROYAL BANK OF SCOTLAND US...... 1,947,457 ...... 2,000,000 ...... 1FE...... 12549C AG 1 CIFC 2013-3A C...... F...... 06/25/2014 SANDLER ONEILL...... 941,250 ...... 1,000,000 ...... 6,474 1AM...... 12549E AA 0 CIFC 2013-3A D...... F...... 06/05/2014 WELLS FARGO SECURITIES LLC...... 1,918,875 ...... 2,125,000 ...... 13,888 1AM...... 14889F AA 1 CRMN 2014-1A D...... F...... 04/02/2014 CITI...... 4,484,150 ...... 5,000,000 ...... 1AM...... 15132H AD 3 CENCOSUD SA...... F...... 06/24/2014 MERRILL LYNCH...... 2,034,000 ...... 2,000,000 ...... 42,521 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 22284C AQ 7 COV 2014-1A D...... F...... 06/18/2014 MORGAN STANLEY...... 9,320,000 ...... 10,000,000 ...... 1...... 22532L AL 8 CREDIT AGRICOLE LONDON...... F...... 04/09/2014 CRT CAPITAL GROUP LLC...... 419,471 ...... 420,000 ...... 1FE...... 25156P AN 3 DEUTSCHE TELEKOM INT FIN...... F...... 04/28/2014 BARCLAYS AMERICAN...... 1,174,580 ...... 1,000,000 ...... 18,833 2FE...... 27830B AJ 3 EATON 2013-1A D...... F...... 05/08/2014 SEAPORT GROUP...... 1,869,600 ...... 2,000,000 ...... 2AM...... 279158 AC 3 ECOPETROL SA...... F...... 05/09/2014 VARIOUS...... 5,512,500 ...... 5,000,000 ...... 45,694 2FE...... 279158 AJ 8 ECOPETROL SA...... F...... 06/24/2014 VARIOUS...... 4,545,900 ...... 4,500,000 ...... 6,854 2FE...... 29082A AA 5 EMPRESA BRAS DE AERONAU...... F...... 05/09/2014 CITIGROUP GLOBAL MARKETS...... 5,400,000 ...... 5,000,000 ...... 106,576 2FE...... 31503A AA 2 FERMACA ENTERPRISES S RL...... F...... 05/15/2014 VARIOUS...... 6,801,025 ...... 6,700,000 ...... 2,621 2FE...... 31572U AE 6 FIBRIA OVERSEAS FINANCE...... F...... 05/08/2014 VARIOUS...... 596,908 ...... 600,000 ...... 29 3FE...... 34959W AJ 8 FCBSL 2013-1A D...... F...... 05/30/2014 SANDLER ONEILL...... 4,773,438 ...... 5,000,000 ...... 22,781 1AM...... 36120P AC 7 GTL TRADE FINANCE INC...... F...... 05/02/2014 VARIOUS...... 6,232,700 ...... 6,000,000 ...... 24,368 2FE...... 36249S AA 1 GTL TRADE FINANCE INC...... F...... 05/21/2014 NOMURA SECURITIES DOMESTIC...... 154,313 ...... 150,000 ...... 688 2FE...... 36294B AE 4 GS CALTEX CORP...... F...... 06/11/2014 BANK AMERICA...... 479,136 ...... 480,000 ...... 2FE...... 38173W AA 8 GOCAP 2014-19A D...... F...... 04/07/2014 CITI...... 3,097,835 ...... 3,405,000 ...... 1AM...... 390556 AG 3 GRTLK 2014-1A C...... F...... 04/09/2014 DEUTSCHE BANK...... 1,000,000 ...... 1,000,000 ...... 1FE...... 40049J BA 4 GRUPO TELEVISA SAB...... F...... 05/08/2014 HSBC SECURITIES LIMITED...... 1,930,663 ...... 2,000,000 ...... 2FE...... 4041A2 AH 7 HBOS PLC...... F...... 05/02/2014 GOLDMAN SACHS...... 160,539 ...... 140,000 ...... 4,358 2FE...... Q

E 40537V AG 4 HLA 2012-2A C...... F...... 05/12/2014 WELLS FARGO SECURITIES LLC...... 492,500 ...... 500,000 ...... 2,399 1FE......

0 40538D AA 6 HLA 2014-2A D...... F...... 04/14/2014 CITI...... 3,816,368 ...... 4,175,000 ...... 1AM...... 4

. 45112F AC 0 ICICI BANK LTD/DUBAI...... F...... 05/28/2014 DEUTSCHE BANK...... 1,002,698 ...... 940,000 ...... 12,395 2FE...... 1

1 46115H AT 4 INTESA SANPAOLO SPA...... F...... 06/19/2014 J.P. MORGAN...... 300,000 ...... 300,000 ...... 2FE...... 47047A AA 1 JTWN 2013-3A D...... F...... 06/11/2014 GREEN STREET MORTGAGE LENDERS...... 2,703,750 ...... 3,000,000 ...... 75,464 1AM...... 48274M AE 9 KVK 2014-2A D...... F...... 06/02/2014 CREDIT SUISSE...... 9,609,980 ...... 10,000,000 ...... 1AM...... 53056Q AA 2 LIBTY 2005-1A B...... F...... 04/01/2014 VARIOUS...... (57,503) ...... (57,503) ...... 6FE...... 561234 AD 7 MALLINCKRODT INTL FIN...... F...... 04/08/2014 EXCHANGE #4...... 1,044,328 ...... 1,040,000 ...... 17,492 4FE...... 56576V AE 7 MCLO 2014-6A B...... F...... 04/11/2014 J.P. MORGAN...... 2,915,100 ...... 3,000,000 ...... 1FE...... 56576W AA 3 MCLO 2014-6A D...... F...... 04/11/2014 J.P. MORGAN...... 4,225,560 ...... 4,600,000 ...... 1AM...... 56656U AD 4 MARFRIG HOLDING EUROPE B...... F...... 05/16/2014 CRT CAPITAL GROUP LLC...... 3,228,750 ...... 3,000,000 ...... 96,281 4FE...... 56656U AF 9 MARFRIG HOLDING EUROPE B...... F...... 06/11/2014 VARIOUS...... 6,015,250 ...... 6,000,000 ...... 4FE...... 659297 AA 3 NEND 2013-1A E...... F...... 04/14/2014 WELLS FARGO SECURITIES LLC...... 3,652,000 ...... 4,000,000 ...... 1AM...... 67091T AA 3 OFFICE CHERIFIEN DES PHO...... F...... 04/16/2014 MORGAN STANLEY...... 2,179,298 ...... 2,200,000 ...... 2FE...... 67106B AG 2 OCP 2014-6A B...... F...... 05/22/2014 BANK AMERICA...... 492,300 ...... 500,000 ...... 1FE...... 67106J AJ 9 OAKC 2014-10A D...... F...... 06/03/2014 MORGAN STANLEY...... 6,186,050 ...... 6,500,000 ...... 1AM...... 67590M AA 4 OCT19 2014-1A E...... F...... 04/29/2014 R W PRESSPRICH...... 3,251,500 ...... 3,500,000 ...... 10,873 1AM...... 680617 AB 3 OLEODUCTO CENTRAL SA...... F...... 04/30/2014 CITI...... 993,670 ...... 1,000,000 ...... 2FE...... 69369E AE 9 PERTAMINA PERSERO PT...... F...... 05/28/2014 BARCLAYS AMERICAN...... 1,922,000 ...... 2,000,000 ...... 2,867 2FE...... 69370P AA 9 PERTAMINA PERSERO PT...... F...... 05/28/2014 NOMURA SECURITIES DOMESTIC...... 2,041,800 ...... 2,000,000 ...... 717 2FE...... 69688V AG 0 PLMRS 2013-2A B...... F...... 05/20/2014 CREDIT SUISSE...... 991,250 ...... 1,000,000 ...... 3,276 1FE...... 69688V AJ 4 PLMRS 2013-2A C...... F...... 05/13/2014 SANDLER ONEILL...... 10,196,719 ...... 10,500,000 ...... 32,576 1AM...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 69688W AA 1 PLMRS 2013-2A D...... F...... 06/19/2014 DEUTSCHE BANK...... 2,824,500 ...... 3,000,000 ...... 31,599 2AM...... 71647N AH 2 PETROBRAS GLOBAL FINANCE...... F...... 05/09/2014 BARCLAYS AMERICAN...... 419,594 ...... 410,000 ...... 3,165 2FE...... 77426R AB 0 ROCKW 2007-1A COMB...... F...... 05/01/2014 CAPITALIZED INTEREST...... 40,000 ...... 4FE...... 780099 CH 8 ROYAL BK SCOTLND GRP PLC...... F...... 05/21/2014 ROYAL BANK OF SCOTLAND US...... 1,041,737 ...... 1,050,000 ...... 3FE...... 81881X AC 5 SHACK 2014-5A...... F...... 04/08/2014 MORGAN STANLEY...... 3,441,833 ...... 3,925,000 ...... 1AM...... 82937W AC 9 SINOPEC GRP OVERSEA 2014...... F...... 04/02/2014 HSBC SECURITIES LIMITED...... 409,164 ...... 410,000 ...... 1FE...... 82937W AE 5 SINOPEC GRP OVERSEA 2014...... F...... 04/02/2014 HSBC SECURITIES LIMITED...... 578,649 ...... 580,000 ...... 1FE...... 83608J AA 8 SNDPT 2013-2A E...... F...... 04/14/2014 DEUTSCHE BANK...... 4,294,000 ...... 4,750,000 ...... 1,274 1AM...... 86425Q AA 6 SUAM FINANCE BV...... F...... 05/12/2014 VARIOUS...... 4,007,700 ...... 4,000,000 ...... 11,375 2FE...... 87159F AE 2 SYMP 2013-12A D...... F...... 05/09/2014 WELLS FARGO FINANCIAL US...... 3,894,000 ...... 4,000,000 ...... 12,007 1AM...... 87159Q AS 7 SYMP 2014-14A D1...... F...... 05/06/2014 MORGAN STANLEY...... 9,543,000 ...... 10,000,000 ...... 1AM...... 87159Q AW 8 SYMP 2014- 14A E...... F...... 05/06/2014 MORGAN STANLEY...... 2,793,720 ...... 3,100,000 ...... 1AM...... 87927Y AA 0 TELECOM ITALIA SPA...... F...... 06/02/2014 VARIOUS...... 7,270,000 ...... 7,270,000 ...... 368 3FE...... 87936V AA 5 TELFON CELUAR DEL PARAGU...... F...... 06/20/2014 CITI...... 539,375 ...... 500,000 ...... 1,125 3FE...... 87974K AG 9 TELOS 2014-5A C...... F...... 04/11/2014 PACIFIC GROWTH...... 2,950,761 ...... 3,000,000 ...... 1FE...... 87974K AL 8 TELOS 2014-5A E...... F...... 04/11/2014 BNP PARIBAS - LONDON...... 2,353,156 ...... 2,600,000 ...... 1AM...... 88432A AG 5 WINDR 2013-2A D...... F...... 05/07/2014 KGS ALPHA CAPITAL MARKETS...... 8,519,550 ...... 8,840,000 ...... 22,559 1AM...... Q

E 88432C AJ 5 WINDR 2014-1A E...... F...... 04/01/2014 DEUTSCHE BANK...... 4,608,125 ...... 5,050,000 ...... 1AM......

0 90011Q AB 6 TURK TELEKOMUNIKASYON AS...... F...... 06/12/2014 J.P. MORGAN...... 386,744 ...... 390,000 ...... 3FE...... 4

. 92328G AG 1 VENTR 2013-14A C...... F...... 05/13/2014 STORM HARBOUR SECURITIES...... 243,750 ...... 250,000 ...... 1,595 1FE...... 1

2 92329Y AE 6 VENTR 2014-17A D...... F...... 04/29/2014 RBC CAPITAL MARKETS SECURITIES - US...... 9,636,000 ...... 10,000,000 ...... 2FE...... 92330C AA 9 VENTR 2014-17A E...... F...... 04/29/2014 RBC CAPITAL MARKETS SECURITIES - US...... 3,619,780 ...... 3,950,000 ...... 1AM...... 96524W AL 8 WITEH 2014- 1A C...... F...... 04/16/2014 MURIEL SIEBERT...... 481,250 ...... 500,000 ...... 1FE...... 96524W AQ 7 WITEH 2014-1A D...... F...... 04/16/2014 MORGAN STANLEY...... 5,269,000 ...... 5,500,000 ...... 1AM...... BCC243 WC 4 PLMRS 2013-2X D...... F...... 04/11/2014 WELLS FARGO SECURITIES LLC...... 1,106,750 ...... 1,165,000 ...... 38,265 3AM...... EI2404 13 1 MARFRIG OVERSEAS LTD...... F...... 05/22/2014 GOLDMAN SACHS...... 1,055,000 ...... 1,000,000 ...... 6,333 4FE...... EJ1529 16 7 BRASKEM FINANCE LTD...... F...... 05/09/2014 DEUTSCHE BANK...... 2,052,500 ...... 2,000,000 ...... 3,583 2FE...... EJ5203 69 4 MARFRIG HOLDING EUROPE B...... F...... 04/29/2014 VARIOUS...... 3,161,250 ...... 3,000,000 ...... 80,646 4FE...... EJ6275 90 7 GERDAU TRADE INC...... F...... 05/09/2014 CITIGROUP GLOBAL MARKETS...... 2,970,000 ...... 3,000,000 ...... 11,479 2FE...... EJ7717 17 0 ODBRCHT OFFSHRE DRLL FIN...... F...... 04/30/2014 CRT CAPITAL GROUP LLC...... 3,079,590 ...... 2,918,700 ...... 32,835 2FE...... EJ8366 06 8 MARFRIG HOLDING EUROPE B...... F...... 05/21/2014 BARCLAYS AMERICAN...... 2,252,000 ...... 2,000,000 ...... 41,875 4FE...... EJ8974 51 5 SAMARCO MINERACAO SA...... F...... 04/22/2014 ITAU...... 1,323,400 ...... 1,300,000 ...... 208 2FE...... EJ9746 76 3 BAGGOT SECURITIES LTD...... D...... 05/16/2014 VARIOUS...... 6,020,096 ...... 5,476,601 ...... 141,862 3...... EK2489 48 3 DELEK & AVNER TAMAR BD...... F...... 05/08/2014 MORGAN STANLEY...... 1,500,000 ...... 1,500,000 ...... 2FE...... EK3212 42 1 EUROPEAN BK RECON & DEV...... D...... 06/18/2014 J.P. MORGAN...... 4,984,014 ...... 4,961,343 ...... 1FE...... G0131L AA 6 AGROMERCANTIL SENIOR TR...... F...... 06/26/2014 VARIOUS...... 527,400 ...... 500,000 ...... 6,649 3FE...... G09077 AB 7 BBVA BANCOMER SA...... F...... 04/07/2014 MORGAN STANLEY...... 1,027,000 ...... 1,000,000 ...... 23,865 3FE...... 3899999. Total Bonds - Industrial and Miscellaneous...... 1,036,547,101 ...... 1,228,732,593 ...... 3,154,758 ...... XXX...... Bonds - Hybrid Securities 037389 AK 9 AON CORP...... 04/17/2014 JEFFERIES & CO...... 4,436,250 ...... 3,500,000 ...... 89,343 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 4899999. Total Bonds - Hybrid Securities...... 4,436,250 ...... 3,500,000 ...... 89,343 ...... XXX...... 8399997. Total Bonds - Part 3...... 1,299,376,201 ...... 1,544,546,370 ...... 5,485,376 ...... XXX...... 8399999. Total Bonds...... 1,299,376,201 ...... 1,544,546,370 ...... 5,485,376 ...... XXX...... Preferred Stocks - Industrial and Miscellaneous 00855W 20 4 AGSTAR FINANCIAL SERVICE...... 04/01/2014 PIPER JAFFREY & CO...... 250.000 ...... 250,000 ...... RP3LFE...... 172967 34 1 CITIGROUP INC...... 05/01/2014 J.P. MORGAN...... 200,000.000 ...... 5,300,000 ...... RP3LFE...... 316773 60 5 FIFTH THIRD BANCORP...... 05/09/2014 MERRILL LYNCH...... 11,000.000 ...... 291,720 ...... RP3LFE...... 38148B 10 8 GOLDMAN SACHS GROUP INC...... 04/21/2014 GOLDMAN SACHS...... 31,900.000 ...... 797,500 ...... RP3LFE...... 7591EP 50 6 REGIONS FINANCIAL CORP...... 05/15/2014 WELLS FARGO SECURITIES LLC...... 2,000.000 ...... 50,100 ...... RP4LFE...... 78406T 20 1 SCE TRUST I...... 05/01/2014 STERNE AGEE...... 97,005.000 ...... 2,297,078 ...... P2LFE...... 8499999. Total Preferred Stocks - Industrial and Miscellaneous...... 8,986,398 ...... XXX...... 0 ...... XXX...... 8999997. Total Preferred Stocks - Part 3...... 8,986,398 ...... XXX...... 0 ...... XXX...... 8999999. Total Preferred Stocks...... 8,986,398 ...... XXX...... 0 ...... XXX...... Common Stocks - Industrial and Miscellaneous 02917T 10 4 AMERICAN REALTY CAPITAL PROP...... 04/24/2014 BARCLAYS AMERICAN...... 370,000.000 ...... 4,976,576 ...... XXX...... L...... 037347 10 1 ANWORTH MORTGAGE ASSET CORP...... 05/13/2014 VARIOUS...... 1,313,200.000 ...... 7,118,170 ...... XXX...... L...... 04010L 10 3 ARES CAPITAL CORP...... 05/21/2014 MORGAN STANLEY...... 29,000.000 ...... 493,481 ...... XXX...... L...... Q

E 31678A 10 3 FIFTH STREET FINANCE CORP...... 05/21/2014 VARIOUS...... 1,507,225.000 ...... 14,054,019 ...... XXX...... L......

0 66704R 10 0 NORTHSTAR REALTY FINANCE COR...... 05/12/2014 BARCLAYS AMERICAN...... 318,269.000 ...... 5,059,225 ...... XXX...... L...... 4

. 81618T 10 0 SELECT INCOME REIT...... 05/09/2014 BARCLAYS AMERICAN...... 164,486.000 ...... 5,056,564 ...... XXX...... L...... 1

3 9099999. Total Common Stocks - Industrial and Miscellaneous...... 36,758,035 ...... XXX...... 0 ...... XXX...... Common Stocks - Mutual Funds 00170K 20 8 AMG MGRS SKYLINE SPECIAL EQ...... 06/11/2014 EXCHANGE #6...... 29,917.000 ...... 1,175,392 ...... XXX...... L...... 00170K 57 0 AMG YACKTMAN FOCUSED-SVC...... 06/11/2014 EXCHANGE #5...... 1,002.000 ...... 23,106 ...... XXX...... L...... 00758M 63 4 LSV VALUE EQUITY FUND...... 05/12/2014 DIRECT...... 29,749.000 ...... 673,220 ...... XXX...... L...... 197199 76 3 COLUMBIA ACORN INTL SEL-Z...... 05/12/2014 DIRECT...... 23,221.000 ...... 669,694 ...... XXX...... L...... 256206 20 2 DODGE & COX GLOBAL STOCK FD...... 05/12/2014 DIRECT...... 55,509.000 ...... 674,434 ...... XXX...... L...... 339183 10 5 JPMORGAN MID CAP VALUE-SEL...... 05/12/2014 DIRECT...... 18,513.000 ...... 673,688 ...... XXX...... L...... 413838 82 2 OAKMARK GLOBAL SELECT FUND-I...... 05/12/2014 DIRECT...... 40,209.000 ...... 671,892 ...... XXX...... L...... 52470B 40 4 LEGG MASON OPPORTUNITY TR-FI...... 05/12/2014 DIRECT...... 38,270.000 ...... 679,675 ...... XXX...... L...... 56064V 20 5 MAIRS AND POWER GROWTH FD...... 05/12/2014 DIRECT...... 5,947.000 ...... 674,509 ...... XXX...... L...... 561709 73 4 SKYLINE SPECIAL EQUITIES...... 05/12/2014 DIRECT...... 17,325.000 ...... 681,912 ...... XXX...... L...... 61744J 27 5 MORGAN STANLEY INS GLB FRA-P...... 05/12/2014 DIRECT...... 31,656.000 ...... 673,640 ...... XXX...... L...... 741454 10 2 T ROWE PRICE MEDIA & TELECOM...... 05/12/2014 DIRECT...... 10,034.000 ...... 677,596 ...... XXX...... L...... 74160Q 20 2 PRIMECAP ODYSSEY AGGR GRTH...... 05/12/2014 DIRECT...... 22,839.000 ...... 680,602 ...... XXX...... L...... 780905 84 0 ROYCE PENNSYLVANIA MUT FD-IN...... 05/12/2014 DIRECT...... 46,718.000 ...... 681,616 ...... XXX...... L...... 86704B 82 2 SUNAMERICA FOC DVD STRATG-A...... 05/12/2014 DIRECT...... 39,032.000 ...... 670,960 ...... XXX...... L...... 89155H 81 9 TOUCHSTONE SANDS CAP SEL G-Z...... 05/12/2014 DIRECT...... 41,076.000 ...... 683,505 ...... XXX...... L...... 922020 40 9 VANGUARD CAPITAL VALUE-INV...... 05/12/2014 DIRECT...... 52,021.000 ...... 784,864 ...... XXX...... L...... 9299999. Total Common Stocks - Mutual Funds...... 11,450,305 ...... XXX...... 0 ...... XXX...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 3 Show all Long-Term Bonds and Stock Acquired During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Paid for NAIC Designation CUSIP Date Number of Accrued Interest or Market Identification Description Foreign Acquired Name of Vendor Shares of Stock Actual Cost Par Value and Dividends Indicator (a) 9799997. Total Common Stocks - Part 3...... 48,208,340 ...... XXX...... 0 ...... XXX...... 9799999. Total Common Stocks...... 48,208,340 ...... XXX...... 0 ...... XXX...... 9899999. Total Preferred and Common Stocks...... 57,194,738 ...... XXX...... 0 ...... XXX...... 9999999. Total Bonds, Preferred and Common Stocks...... 1,356,570,939 ...... XXX...... 5,485,376 ...... XXX...... (a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues:...... 0. Q E 0 4 . 1 4 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) Bonds - U.S. Government 34554* AA 7 FHA SOUTHWESTERLY APTS...... 06/01/2014 VARIOUS...... 3,622 ...... 3,622 ...... 3,622 ...... 3,622 ...... 0 ...... 3,622 ...... 0 ...... 102 09/01/2032 1...... 36178M 2Q 3 GN AB2583...... 06/01/2014 MBS PAYMENT...... 16,139 ...... 16,139 ...... 16,684 ...... 16,161 ...... (22) ...... (22) ...... 16,139 ...... 0 ...... 115 08/15/2023 1...... 36180B C4 1 GN #AD0091...... 06/01/2014 MBS PAYMENT...... 28,934 ...... 28,934 ...... 28,240 ...... 28,924 ...... 10 ...... 10 ...... 28,934 ...... 0 ...... 263 06/15/2032 1...... 36202D X7 1 G2 3402...... 06/01/2014 MBS PAYMENT...... 9,599 ...... 9,599 ...... 9,432 ...... 9,591 ...... 7 ...... 7 ...... 9,599 ...... 0 ...... 164 06/20/2033 1...... 3620AN RT 9 GN 734998...... 06/01/2014 MBS PAYMENT...... 141,260 ...... 141,260 ...... 141,260 ...... 141,260 ...... 0 ...... 141,260 ...... 0 ...... 1,409 04/15/2020 1...... 3620AN RW 2 GN 735001...... 06/01/2014 MBS PAYMENT...... 104,734 ...... 104,734 ...... 104,734 ...... 104,734 ...... 0 ...... 104,734 ...... 0 ...... 1,397 01/15/2029 1...... 36225C TZ 9 G2 80567...... 06/01/2014 MBS PAYMENT...... 47,478 ...... 47,478 ...... 47,122 ...... 47,483 ...... (5) ...... (5) ...... 47,478 ...... 0 ...... 276 01/20/2032 1...... 36225C U6 1 G2 80604...... 06/01/2014 MBS PAYMENT...... 3,718 ...... 3,718 ...... 3,736 ...... 3,719 ...... (1) ...... (1) ...... 3,718 ...... 0 ...... 20 05/20/2032 1...... 36225C UU 8 G2 80594...... 06/01/2014 MBS PAYMENT...... 306 ...... 306 ...... 308 ...... 306 ...... 0 ...... 306 ...... 0 ...... 2 04/20/2032 1...... 36230M EN 3 GN 752841...... 06/01/2014 MBS PAYMENT...... 17,822 ...... 17,822 ...... 17,822 ...... 17,822 ...... 0 ...... 17,822 ...... 0 ...... 223 10/15/2026 1...... 38373A GF 7 GNR 2009-72 LG...... 06/01/2014 MBS PAYMENT...... 383,754 ...... 383,754 ...... 388,311 ...... 383,973 ...... (219) ...... (219) ...... 383,754 ...... 0 ...... 8,143 08/16/2039 1...... 38373V 4S 6 GNR 2002-76 BO...... 06/01/2014 MBS PAYMENT...... 140,899 ...... 140,899 ...... 121,966 ...... 139,591 ...... 1,308 ...... 1,308 ...... 140,899 ...... 0 ...... 03/22/2032 1...... Q

E 38373V QE 3 GNR 2002-67 UB...... 06/20/2014 MBS PAYMENT...... 1,846 ...... 1,846 ...... 1,978 ...... 1,859 ...... (13) ...... (13) ...... 1,846 ...... 0 ...... 170 11/20/2031 1......

0 38373V ST 8 GNR 2002-66 SG...... 06/25/2014 INTEREST ONLY PAYMENT...... 17,419 ...... 9,908 ...... (9,908) ...... (9,908) ...... 0 ...... 6,154 11/16/2024 1...... 5 38373X EK 8 GNR 2002-45 Z...... 06/01/2014 MBS PAYMENT...... 132,875 ...... 132,875 ...... 131,802 ...... 132,839 ...... 37 ...... 37 ...... 132,875 ...... 0 ...... 2,715 06/20/2032 1...... 38374B 6Z 1 GNR 2003-80 SG...... 06/25/2014 INTEREST ONLY PAYMENT...... 4,811 ...... 1,393 ...... (1,393) ...... (1,393) ...... 0 ...... 1,823 05/16/2032 1...... 38374B YY 3 GNR 2003-69 SB...... 06/25/2014 INTEREST ONLY PAYMENT...... 4,358 ...... 4,533 ...... (4,533) ...... (4,533) ...... 0 ...... 1,579 08/16/2033 1...... 38374C F6 3 GNR 2003-86 ZC...... 06/01/2014 MBS PAYMENT...... 214,185 ...... 214,185 ...... 234,243 ...... 214,683 ...... (498) ...... (498) ...... 214,185 ...... 0 ...... 3,113 10/20/2033 1...... 38374C K2 6 GNR 2003-86 ZK...... 06/01/2014 MBS PAYMENT...... 309,417 ...... 309,417 ...... 312,097 ...... 309,353 ...... 65 ...... 65 ...... 309,417 ...... 0 ...... 5,175 10/20/2033 1...... 38374C N6 4 GNR 2003-86 QE...... 06/01/2014 MBS PAYMENT...... 376,268 ...... 376,268 ...... 379,056 ...... 376,710 ...... (442) ...... (442) ...... 376,268 ...... 0 ...... 8,653 10/20/2032 1...... 38374C XE 6 GNR 2003-94 SD...... 06/25/2014 INTEREST ONLY PAYMENT...... 2,038 ...... 1,947 ...... (1,947) ...... (1,947) ...... 0 ...... 487 07/16/2033 1...... 38374E Z3 4 GNR 2003-112 S...... 06/25/2014 INTEREST ONLY PAYMENT...... 4,177 ...... 2,461 ...... (2,461) ...... (2,461) ...... 0 ...... 1,414 12/16/2033 1...... 38374G U7 5 GNR 2004-49 PO...... 04/01/2014 MBS PAYMENT...... 54,221 ...... 54,221 ...... 45,630 ...... 52,027 ...... 2,194 ...... 2,194 ...... 54,221 ...... 0 ...... 11/20/2030 1...... 38374N GD 3 GNR 2006-28 VS...... 06/20/2014 MBS PAYMENT...... 5,098 ...... 5,098 ...... 9,039 ...... 5,393 ...... (294) ...... (294) ...... 5,098 ...... 0 ...... 1,833 06/20/2036 1...... 38376V TB 3 GNR 2010-21 PB...... 06/01/2014 MBS PAYMENT...... 319,703 ...... 319,703 ...... 328,944 ...... 320,197 ...... (495) ...... (495) ...... 319,703 ...... 0 ...... 4,043 12/20/2038 1...... 38377V 2X 3 GNR 2011-71 SJ...... 05/01/2014 MBS PAYMENT...... 175,583 ...... 175,583 ...... 146,392 ...... 175,195 ...... 387 ...... 387 ...... 175,583 ...... 0 ...... 6,401 05/16/2041 1...... 63556* BY 1 PEACON COMMUNITY...... 06/25/2014 CALLED BY ISSUER at 100.000 ...... 33,744 ...... 33,744 ...... 34,714 ...... 34,561 ...... (817) ...... (817) ...... 33,744 ...... 0 ...... 809 11/01/2029 1...... 734511 AC 2 PORT IMPERIAL FERRY CORP...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 39,531 ...... 39,531 ...... 44,300 ...... (4,768) ...... (4,768) ...... 39,531 ...... 0 ...... 1,204 12/01/2026 1...... 737518 AC 4 POSTAL SQUARE LP...... 06/15/2014 SINK...... 64,762 ...... 64,762 ...... 64,778 ...... 64,778 ...... 0 ...... 64,778 ...... (16) ...... (16) ...... 2,105 06/15/2022 1...... 759330 AA 1 REINAUER MARITIME CO LLC...... 05/30/2014 VARIOUS...... 97,000 ...... 97,000 ...... 97,000 ...... 97,000 ...... 0 ...... 97,000 ...... 0 ...... 2,849 11/30/2026 1...... 83162C JQ 7 SBAP 1998-20K 1...... 05/01/2014 MBS PAYMENT...... 12,154 ...... 12,154 ...... 12,154 ...... 12,154 ...... 0 ...... 12,154 ...... 0 ...... 357 11/01/2018 1FE...... 83162C JX 2 SBAP 1999-20D 1...... 04/01/2014 MBS PAYMENT...... 52,426 ...... 52,426 ...... 52,426 ...... 52,426 ...... 0 ...... 52,426 ...... 0 ...... 1,612 04/01/2019 1FE...... 83162C LD 3 SBAP 2000-20L 1...... 06/01/2014 MBS PAYMENT...... 47,742 ...... 47,742 ...... 47,742 ...... 47,742 ...... 0 ...... 47,742 ...... 0 ...... 1,647 12/01/2020 1FE...... 83162C SE 4 SBAP 2008-20L 1...... 06/01/2014 MBS PAYMENT...... 209,537 ...... 209,537 ...... 209,717 ...... 209,537 ...... 0 ...... 209,537 ...... 0 ...... 6,805 12/01/2028 1FE...... 912810 RD 2 US TREASURY N/B...... 05/21/2014 VARIOUS...... 771,017 ...... 730,000 ...... 772,283 ...... (27) ...... (27) ...... 772,256 ...... (1,240) ...... (1,240) ...... 13,938 11/15/2043 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 912810 RE 0 US TREASURY N/B...... 06/25/2014 VARIOUS...... 1,410,951 ...... 1,350,000 ...... 1,404,309 ...... (9) ...... (9) ...... 1,404,300 ...... 6,651 ...... 6,651 ...... 17,266 02/15/2044 1FE...... 912828 B6 6 US TREASURY N/B...... 05/14/2014 VARIOUS...... 3,480,336 ...... 3,450,000 ...... 3,463,901 ...... (7) ...... (7) ...... 3,463,895 ...... 16,441 ...... 16,441 ...... 17,118 02/15/2024 1FE...... 912828 B9 0 US TREASURY N/B...... 06/12/2014 VARIOUS...... 694,095 ...... 700,000 ...... 687,814 ...... 268 ...... 268 ...... 688,082 ...... 6,013 ...... 6,013 ...... 3,405 02/28/2021 1FE...... 912828 C2 4 US TREASURY N/B...... 06/12/2014 VARIOUS...... 381,107 ...... 385,000 ...... 381,691 ...... 9 ...... 9 ...... 381,700 ...... (594) ...... (594) ...... 564 02/28/2019 1FE...... 912828 C4 0 US TREASURY N/B...... 06/12/2014 HSBC SECURITIES LIMITED...... 110,052 ...... 110,000 ...... 109,961 ...... 3 ...... 3 ...... 109,964 ...... 88 ...... 88 ...... 88 03/31/2016 1FE...... 912828 C6 5 US TREASURY N/B...... 05/28/2014 VARIOUS...... 241,698 ...... 240,000 ...... 239,230 ...... 12 ...... 12 ...... 239,242 ...... 2,456 ...... 2,456 ...... 619 03/31/2019 1FE...... 912828 D2 3 US TREASURY N/B...... 06/12/2014 VARIOUS...... 1,467,021 ...... 1,470,000 ...... 1,471,228 ...... (17) ...... (17) ...... 1,471,211 ...... (4,189) ...... (4,189) ...... 2,462 04/30/2019 1FE...... 912828 KM 1 TSY INFL IX N/B...... 04/15/2014 MATURITY...... 47,610 ...... 47,610 ...... 48,766 ...... 47,826 ...... (1,335) ...... 1,118 ...... (217) ...... 47,610 ...... 0 ...... 298 04/15/2014 1FE...... NOMURA SECURITIES 912828 WG 1 US TREASURY N/B...... 06/02/2014 DOMESTIC ...... 444,194 ...... 440,000 ...... 445,542 ...... (26) ...... (26) ...... 445,515 ...... (1,322) ...... (1,322) ...... 968 04/30/2021 1FE...... 912828 WJ 5 US TREASURY N/B...... 06/19/2014 VARIOUS...... 3,742,498 ...... 3,770,000 ...... 3,743,447 ...... 17 ...... 17 ...... 3,743,464 ...... (965) ...... (965) ...... 6,287 05/15/2024 1FE...... 912828 WL 0 US TREASURY N/B...... 06/17/2014 VARIOUS...... 207,682 ...... 210,000 ...... 208,044 ...... 1 ...... 1 ...... 208,045 ...... (362) ...... (362) ...... 167 05/31/2019 1FE......

Q 0599999. Total Bonds - U.S Government...... 16,042,618 ...... 15,946,967 ...... 16,044,268 ...... 3,071,708 ...... (1,335) ...... (22,466) ...... 0 ...... (23,801) ...... 0 ...... 16,019,657 ...... 0 ...... 22,961 ...... 22,961 .....136,242 ...... XXX... ..XXX....

E Bonds - All Other Government 0 EH6869 18 2 NOTA DO TESOUR0...... D.. 04/22/2014 HSBC SECURITIES LIMITED...... 12,406,497 ...... 12,685,955 ...... 12,253,339 ...... 3,715,021 ...... (106,661) ...... (106,661) .....365,605 ...... 12,146,677 .....230,795 ...... 29,024 .....259,819 .....222,777 08/15/2020 2FE...... 5 .

1 EI1435 92 0 NOTA DO TESOURO NACIONAL...... D.. 06/03/2014 DEUTSCHE BANK...... 17,718,616 ...... 18,541,202 ...... 17,641,824 ...... 9,633,871 ...... (376,730) ...... (376,730) .....728,600 ...... 17,265,093 ...... 22,479 .....431,043 .....453,522 .....601,685 08/15/2030 2FE...... EI8404 63 0 NOTA DO TESOURO NACIONAL...... D.. 06/03/2014 VARIOUS...... 19,370,973 ...... 19,849,758 ...... 17,809,350 ...... 4,343,649 ...... (85,270) ...... (85,270) .....246,850 ...... 17,724,080 .....620,947 ..1,025,947 ..1,646,894 .....768,631 08/15/2022 2FE...... EJ0234 29 8 MEX BONOS DESARR FIX RT...... D.. 06/13/2014 VARIOUS...... 7,250,047 ...... 6,898,944 ...... 7,561,222 ...... 5,308,431 ...... (17,465) ...... (17,465) .....247,585 ...... 7,513,628 ...(162,446) ...(101,134) ...(263,580) .....198,095 06/09/2022 1FE...... EK0267 05 5 NOTA DO TESOURO NACIONAL...... D.. 06/03/2014 HSBC SECURITIES LIMITED...... 13,396,036 ...... 13,784,554 ...... 13,192,527 ...... 0 ...... 13,192,527 ...(122,549) .....326,058 .....203,509 .....445,267 05/15/2023 2FE...... 1099999. Total Bonds - All Other Government...... 70,142,169 ...... 71,760,413 ...... 68,458,262 ...... 23,000,972 ...... 0 .....(586,126) ...... 0 ...... (586,126) ..1,588,640 ...... 67,842,005 .....589,226 ..1,710,938 ..2,300,164 ..2,236,455 ...... XXX... ..XXX.... Bonds - U.S. States, Territories and Possessions 13063C GS 3 CALIFORNIA ST-REF...... 04/08/2014 MORGAN STANLEY...... 3,421,410 ...... 3,000,000 ...... 3,302,220 ...... 3,298,929 ...... (7,002) ...... (7,002) ...... 3,291,927 ...... 129,483 .....129,483 ...... 65,000 11/01/2027 1FE...... 13063C KL 3 CALIFORNIA ST-TXBL...... 05/08/2014 VARIOUS...... 20,120,200 ...... 20,000,000 ...... 20,097,000 ...... (616) ...... (616) ...... 20,096,384 ...... 23,816 ...... 23,816 ...... 15,000 05/01/2019 1FE...... 1799999. Total Bonds - U.S. States, Territories and Possessions...... 23,541,610 ...... 23,000,000 ...... 23,399,220 ...... 3,298,929 ...... 0 ...... (7,618) ...... 0 ...... (7,618) ...... 0 ...... 23,388,311 ...... 0 .....153,299 .....153,299 ...... 80,000 ...... XXX... ..XXX.... Bonds - U.S. Political Subdivisions of States, Territories and Possessions 167505 LD 6 CHICAGO IL BRD OF EDU...... 06/15/2014 MATURITY...... 236,900 ...... 236,900 ...... 208,868 ...... 230,300 ...... 6,600 ...... 6,600 ...... 236,900 ...... 0 ...... 06/15/2014 2FE...... 403755 E7 2 GWINNETT CNTY GA SCH DIST...... 06/15/2014 MATURITY...... 283,276 ...... 283,276 ...... 267,441 ...... 277,179 ...... 6,097 ...... 6,097 ...... 283,276 ...... 0 ...... 06/15/2014 1...... 45750T AA 1 INLAND VLY DEV-A...... 05/14/2014 VARIOUS...... 6,662,640 ...... 6,000,000 ...... 6,590,825 ...... (185) ...... (185) ...... 6,590,640 ...... 72,000 ...... 72,000 ...... 3,500 09/01/2037 1FE...... 603789 4N 5 MINNEAPOLIS MN SPL SCH DIST #1...... 06/15/2014 MATURITY...... 244,240 ...... 244,240 ...... 230,587 ...... 238,983 ...... 5,257 ...... 5,257 ...... 244,240 ...... 0 ...... 06/15/2014 1...... 64966J AS 5 NYC -BABS-SER F1...... 04/28/2014 VARIOUS...... 11,450,733 ...... 9,770,000 ...... 11,350,047 ...... (1,484) ...... (1,484) ...... 11,348,564 ...... 102,169 .....102,169 .....270,548 12/01/2031 1FE...... 2499999. Total Bonds - U.S. Political Subdivisions of States, Territories and Possessions...... 18,877,789 ...... 16,534,416 ...... 18,647,768 ...... 746,462 ...... 0 ...... 16,285 ...... 0 ...... 16,285 ...... 0 ...... 18,703,620 ...... 0 .....174,169 .....174,169 .....274,048 ...... XXX... ..XXX.... Bonds - U.S. Special Revenue and Special Assessment 041806 BK 5 ARLINGTON HGR EDU-A...... 06/11/2014 TRANSFER...... 1,725,015 ...... 1,500,000 ...... 1,685,505 ...... (1,198) ...... (1,198) ...... 1,684,307 ...... 40,708 ...... 40,708 ...... 5,833 08/15/2033 1FE...... 041806 BL 3 ARLINGTON HGR EDU-A...... 06/11/2014 TRANSFER...... 1,391,588 ...... 1,215,000 ...... 1,359,719 ...... (933) ...... (933) ...... 1,358,786 ...... 32,803 ...... 32,803 ...... 4,725 08/15/2034 1FE...... 041806 BM 1 ARLINGTON HGR EDU-A...... 05/01/2014 VARIOUS...... 2,218,300 ...... 2,000,000 ...... 2,207,520 ...... 0 ...... 2,207,520 ...... 10,780 ...... 10,780 ...... 08/15/2039 1FE...... 051687 DG 3 AURORA IL SF MTGE REVENUE...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 328,341 ...... 328,341 ...... 293,016 ...... 294,504 ...... 33,837 ...... 33,837 ...... 328,341 ...... 0 ...... 7,351 06/01/2045 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 051687 DK 4 AURORA IL SF MTGE REVENUE...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 90,409 ...... 90,409 ...... 84,984 ...... 85,206 ...... 5,203 ...... 5,203 ...... 90,409 ...... 0 ...... 2,264 06/01/2045 1FE...... 13033L 3G 0 CA HLTH FACS-A...... 05/06/2014 VARIOUS...... 1,087,850 ...... 1,000,000 ...... 1,083,480 ...... (19) ...... (19) ...... 1,083,461 ...... 4,389 ...... 4,389 ...... 139 08/15/2043 1FE...... 133335 AA 7 CAMERON CNTY TX HSG FIN CORP M...... 06/20/2014 CALLED BY ISSUER at 100.000 ...... 25,000 ...... 25,000 ...... 24,594 ...... 24,665 ...... 335 ...... 335 ...... 25,000 ...... 0 ...... 625 06/20/2043 1FE...... 150543 AA 4 CEDAR RAPIDS HOSP-ARC...... 04/14/2014 MORGAN STANLEY...... 1,179,250 ...... 1,325,000 ...... 1,152,750 ...... 1,154,866 ...... 2,417 ...... 2,417 ...... 1,157,283 ...... 21,967 ...... 21,967 ...... 1,247 08/15/2032 1FE...... 183596 AV 7 BALTIMORE MD BRD OF SCH COMMIS...... 06/15/2014 MATURITY...... 195,290 ...... 195,290 ...... 172,568 ...... 189,812 ...... 5,478 ...... 5,478 ...... 195,290 ...... 0 ...... 06/15/2014 1FE...... 20774W H2 0 CONNECTICUT ST HSG FIN AUTH...... 04/17/2014 CALLED BY ISSUER at 100.000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 6 11/15/2041 1FE...... 20774W XY 2 CONNECTICUT ST HSG FIN AUTH...... 04/17/2014 CALLED BY ISSUER at 100.000 ...... 45,000 ...... 45,000 ...... 45,000 ...... 45,000 ...... 0 ...... 45,000 ...... 0 ...... 228 11/15/2039 1FE...... 20775B PF 7 CONNECTICUT ST HSG FIN AUTH HS...... 04/17/2014 CALLED BY ISSUER at 100.000 ...... 30,000 ...... 30,000 ...... 30,000 ...... 30,000 ...... 0 ...... 30,000 ...... 0 ...... 58 11/15/2039 1FE...... 222102 AA 3 COULEE WA MED FNDTN REVENUE...... 06/20/2014 CALLED BY ISSUER at 100.000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 ...... 0 ...... 650 04/20/2036 1FE...... 230582 ED 6 CUMBERLAND CNTY NC COPS...... 06/15/2014 MATURITY...... 239,692 ...... 239,692 ...... 226,293 ...... 234,533 ...... 5,159 ...... 5,159 ...... 239,692 ...... 0 ...... 06/15/2014 1FE...... 23409V CE 8 DAKOTA CNTY MN CMNTY DEV AGY M...... 04/16/2014 CALLED BY ISSUER at 100.000 ...... 3,000,000 ...... 3,000,000 ...... 2,996,250 ...... 3,000,000 ...... 0 ...... 3,000,000 ...... 0 ...... 65,700 11/20/2043 1FE...... 246395 VJ 3 DELAWARE ST HSG AUTH REVENUE...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 20,000 ...... 20,000 ...... 20,448 ...... 20,315 ...... (315) ...... (315) ...... 20,000 ...... 0 ...... 546 07/01/2035 1FE......

Q 3128HJ AH 9 FG W30008...... 06/01/2014 MBS PAYMENT...... 57,320 ...... 57,320 ...... 65,751 ...... 57,596 ...... (275) ...... (275) ...... 57,320 ...... 0 ...... 1,462 05/01/2025 1...... E 312945 DS 4 FG A96413...... 06/01/2014 MBS PAYMENT...... 6,615 ...... 6,615 ...... 6,614 ...... 6,616 ...... (1) ...... (1) ...... 6,615 ...... 0 ...... 89 01/01/2041 1...... 0

5 3132HP NB 6 FG Q13086...... 06/01/2014 MBS PAYMENT...... 2,653 ...... 2,653 ...... 2,781 ...... 2,655 ...... (2) ...... (2) ...... 2,653 ...... 0 ...... 27 11/01/2042 1...... 2 3133T2 GN 4 FHR 1636 B...... 06/25/2014 INTEREST ONLY PAYMENT...... 14,187 ...... 240 ...... (240) ...... (240) ...... 0 ...... 776 11/15/2023 1...... 3133T4 GM 2 FHG 27 SD...... 06/01/2014 MBS PAYMENT...... 15,920 ...... 15,920 ...... 12,920 ...... 15,744 ...... 176 ...... 176 ...... 15,920 ...... 0 ...... 2,029 03/25/2024 1...... 3133TD SX 5 FHR 2060 Z...... 06/01/2014 MBS PAYMENT...... 72,451 ...... 72,451 ...... 75,566 ...... 72,575 ...... (124) ...... (124) ...... 72,451 ...... 0 ...... 1,581 05/15/2028 1...... 3133TG ZW 2 FHR 2107 Z...... 06/01/2014 MBS PAYMENT...... 22,310 ...... 22,310 ...... 21,366 ...... 22,285 ...... 24 ...... 24 ...... 22,310 ...... 0 ...... 493 12/15/2028 1...... 31349T E4 9 FH 781955...... 06/01/2014 VARIOUS...... 10,901 ...... 10,901 ...... 11,040 ...... 10,922 ...... (21) ...... (21) ...... 10,901 ...... 0 ...... 94 05/01/2034 1...... 31358Q SY 2 FNR G92-52 SQ...... 04/25/2014 INTEREST ONLY PAYMENT...... 4,866 ...... 3,571 ...... (454) ...... (454) ...... 3,117 ...... (3,117) ...... (3,117) ...... 1,009 09/25/2022 1...... 31358U B5 4 FNR 1993-51 E...... 06/01/2014 MBS PAYMENT...... 4,271 ...... 4,271 ...... 3,759 ...... 4,229 ...... 42 ...... 42 ...... 4,271 ...... 0 ...... 02/25/2023 1...... 31359F DD 7 FNR 1993-202 SZ...... 06/01/2014 MBS PAYMENT...... 10,526 ...... 10,526 ...... 11,381 ...... 10,609 ...... (83) ...... (83) ...... 10,526 ...... 0 ...... 440 11/25/2023 1...... 31359U G6 6 FNR 1998-57 ZE...... 06/01/2014 MBS PAYMENT...... 10,839 ...... 10,839 ...... 10,779 ...... 10,839 ...... 0 ...... 10,839 ...... 0 ...... 232 10/25/2028 1...... 31364J LN 1 FNS 285 1...... 06/01/2014 MBS PAYMENT...... 12,168 ...... 12,168 ...... 9,931 ...... 12,168 ...... 0 ...... 12,168 ...... 0 ...... 02/01/2027 1...... 3136AD ZT 9 FNMA 2013-M5...... 06/01/2014 MBS PAYMENT...... 82,751 ...... 82,751 ...... 82,751 ...... 82,751 ...... 0 ...... 82,751 ...... 0 ...... 198 08/25/2015 1...... 3136AE GR 2 FNA 2013-M7 AB1...... 06/01/2014 MBS PAYMENT...... 77,097 ...... 77,097 ...... 76,904 ...... 77,104 ...... (7) ...... (7) ...... 77,097 ...... 0 ...... 338 12/27/2022 1...... 3136AE QF 7 FNR 2013-55 KS...... 04/01/2014 MBS PAYMENT...... 79,010 ...... 79,010 ...... 75,405 ...... 78,972 ...... 37 ...... 37 ...... 79,010 ...... 0 ...... 1,518 06/25/2043 1...... 3136AE XK 8 FNR 2013-64 SH...... 05/01/2014 MBS PAYMENT...... 14,914 ...... 14,914 ...... 14,262 ...... 14,914 ...... 0 ...... 14,914 ...... 0 ...... 310 06/25/2043 1...... 3136AE YF 8 FNA 2013-M9 ASQ1...... 06/01/2014 MBS PAYMENT...... 515,950 ...... 515,950 ...... 515,949 ...... 515,986 ...... (35) ...... (35) ...... 515,950 ...... 0 ...... 9,169 03/25/2018 1...... 3136AH AH 3 FNA 2013-M14 AB1...... 06/01/2014 MBS PAYMENT...... 23,087 ...... 23,087 ...... 22,855 ...... 23,081 ...... 6 ...... 6 ...... 23,087 ...... 0 ...... 162 08/25/2023 1...... 3136AJ DV 5 FNA 2014-M2 AB1...... 06/01/2014 MBS PAYMENT...... 26,394 ...... 26,394 ...... 26,130 ...... (275) ...... (275) ...... 26,394 ...... 0 ...... 141 05/25/2023 1...... 31371M LB 1 FN 256022...... 06/01/2014 MBS PAYMENT...... 1,795 ...... 1,795 ...... 1,961 ...... 1,803 ...... (9) ...... (9) ...... 1,795 ...... 0 ...... 32 12/01/2035 1...... 31377T FQ 4 FN 386375...... 06/01/2014 MBS PAYMENT...... 12,476 ...... 12,476 ...... 12,501 ...... 12,481 ...... (5) ...... (5) ...... 12,476 ...... 0 ...... 199 08/01/2028 1...... 31377T PQ 3 FN 386631...... 06/01/2014 MBS PAYMENT...... 29,630 ...... 29,630 ...... 28,256 ...... 29,579 ...... 51 ...... 51 ...... 29,630 ...... 0 ...... 543 08/01/2033 1...... 31377T UW 4 FN 386797...... 06/01/2014 MBS PAYMENT...... 2,816 ...... 2,816 ...... 2,887 ...... 2,820 ...... (3) ...... (3) ...... 2,816 ...... 0 ...... 50 01/01/2022 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 31377U FH 1 FN 387268...... 06/01/2014 MBS PAYMENT...... 16,940 ...... 16,940 ...... 17,406 ...... 16,959 ...... (19) ...... (19) ...... 16,940 ...... 0 ...... 309 02/01/2025 1...... 31377U PU 1 FN 387535...... 06/01/2014 MBS PAYMENT...... 16,009 ...... 16,009 ...... 16,137 ...... 16,013 ...... (4) ...... (4) ...... 16,009 ...... 0 ...... 273 08/01/2025 1...... 31377U TV 5 FN 387664...... 06/01/2014 MBS PAYMENT...... 42,421 ...... 42,421 ...... 42,700 ...... 42,441 ...... (20) ...... (20) ...... 42,421 ...... 0 ...... 722 10/01/2025 1...... 31377U TZ 6 FN 387668...... 06/01/2014 MBS PAYMENT...... 6,762 ...... 6,762 ...... 7,026 ...... 6,772 ...... (10) ...... (10) ...... 6,762 ...... 0 ...... 121 10/01/2035 1...... 3137AB RL 7 FHR 3873 DG...... 06/01/2014 MBS PAYMENT...... 9,636 ...... 9,636 ...... 9,921 ...... 9,657 ...... (22) ...... (22) ...... 9,636 ...... 0 ...... 95 07/15/2027 1...... 3137AF UM 2 FHR 3942 JZ...... 06/01/2014 MBS PAYMENT...... 201,732 ...... 201,732 ...... 191,494 ...... 201,966 ...... (233) ...... (233) ...... 201,732 ...... 0 ...... 2,692 10/15/2041 1...... 3137AJ 3V 4 FHR 3954 PD...... 06/01/2014 MBS PAYMENT...... 22,015 ...... 22,015 ...... 22,063 ...... 22,019 ...... (4) ...... (4) ...... 22,015 ...... 0 ...... 183 07/15/2041 1...... 3137AM XJ 1 FHR 4011 DA...... 06/01/2014 MBS PAYMENT...... 100,939 ...... 100,939 ...... 104,724 ...... 100,936 ...... 3 ...... 3 ...... 100,939 ...... 0 ...... 1,736 09/15/2041 1...... 3137AM XL 6 FHR 4011 DC...... 06/01/2014 MBS PAYMENT...... 3 ...... 3 ...... 3 ...... 3 ...... 0 ...... 3 ...... 0 ...... 09/15/2041 1...... 31381G JE 9 FN 460261...... 06/01/2014 MBS PAYMENT...... 30,442 ...... 30,442 ...... 28,387 ...... 29,297 ...... 1,145 ...... 1,145 ...... 30,442 ...... 0 ...... 578 12/01/2018 1...... 31381K 4L 0 FN 463527...... 06/01/2014 MBS PAYMENT...... 6,548 ...... 6,548 ...... 6,789 ...... 6,553 ...... (5) ...... (5) ...... 6,548 ...... 0 ...... 110 10/01/2024 1...... 31381K 6Z 7 FN 463588...... 06/01/2014 MBS PAYMENT...... 8,304 ...... 8,304 ...... 8,628 ...... 8,312 ...... (9) ...... (9) ...... 8,304 ...... 0 ...... 141 12/01/2024 1......

Q 31381N CD 3 FN 465468...... 06/01/2014 MBS PAYMENT...... 15,794 ...... 15,794 ...... 16,026 ...... 15,804 ...... (10) ...... (10) ...... 15,794 ...... 0 ...... 176 07/01/2020 1...... E 31384L NJ 9 FN 526993...... 06/01/2014 MBS PAYMENT...... 10,278 ...... 10,278 ...... 10,047 ...... 10,285 ...... (7) ...... (7) ...... 10,278 ...... 0 ...... 191 11/01/2028 1...... 0

5 31389L 4B 2 FN 629118...... 06/01/2014 MBS PAYMENT...... 11,849 ...... 11,849 ...... 11,892 ...... 11,849 ...... 0 ...... 11,849 ...... 0 ...... 108 02/01/2032 1...... 3 3138A1 JB 8 FN AH0257...... 06/01/2014 MBS PAYMENT...... 4,465 ...... 4,465 ...... 4,348 ...... 4,464 ...... 1 ...... 1 ...... 4,465 ...... 0 ...... 60 12/01/2040 1...... 3138A2 EC 9 FN AH1030...... 06/01/2014 MBS PAYMENT...... 5,784 ...... 5,784 ...... 5,953 ...... 5,791 ...... (6) ...... (6) ...... 5,784 ...... 0 ...... 87 12/01/2040 1...... 3138A4 6Y 6 FN AH3586...... 06/01/2014 MBS PAYMENT...... 8,249 ...... 8,249 ...... 8,337 ...... 8,253 ...... (4) ...... (4) ...... 8,249 ...... 0 ...... 138 01/01/2041 1...... 3138A5 NC 2 FN AH3986...... 06/01/2014 MBS PAYMENT...... 17,015 ...... 17,015 ...... 17,568 ...... 17,030 ...... (15) ...... (15) ...... 17,015 ...... 0 ...... 334 02/01/2041 1...... 3138A9 CW 2 FN AH7284...... 06/01/2014 MBS PAYMENT...... 5,364 ...... 5,364 ...... 5,579 ...... 5,370 ...... (6) ...... (6) ...... 5,364 ...... 0 ...... 74 03/01/2041 1...... 3138AB YR 4 FN AH9719...... 06/01/2014 MBS PAYMENT...... 18,162 ...... 18,162 ...... 18,897 ...... 18,195 ...... (33) ...... (33) ...... 18,162 ...... 0 ...... 347 04/01/2041 1...... 3138AK RJ 0 FN AI5888...... 06/01/2014 MBS PAYMENT...... 2,306 ...... 2,306 ...... 2,345 ...... 2,307 ...... (1) ...... (1) ...... 2,306 ...... 0 ...... 30 07/01/2041 1...... 3138E9 P2 0 FN AK4940...... 06/01/2014 MBS PAYMENT...... 6,341 ...... 6,341 ...... 6,552 ...... 6,345 ...... (5) ...... (5) ...... 6,341 ...... 0 ...... 71 03/01/2042 1...... 3138L1 CP 2 FNMA AM0977...... 06/01/2014 MBS PAYMENT...... 17,542 ...... 17,542 ...... 18,139 ...... 17,558 ...... (16) ...... (16) ...... 17,542 ...... 0 ...... 147 11/01/2022 1...... 3138L3 3W 3 FANNIE MAE...... 06/01/2014 MBS PAYMENT...... 12,663 ...... 12,663 ...... 11,833 ...... 12,645 ...... 18 ...... 18 ...... 12,663 ...... 0 ...... 106 06/01/2023 1...... 3138LY 5E 3 FN AO8044...... 06/01/2014 MBS PAYMENT...... 2,470 ...... 2,470 ...... 2,649 ...... 2,474 ...... (4) ...... (4) ...... 2,470 ...... 0 ...... 29 07/01/2042 1...... 3138M6 N2 9 FN AP3108...... 06/01/2014 MBS PAYMENT...... 6,416 ...... 6,416 ...... 6,852 ...... 6,427 ...... (12) ...... (12) ...... 6,416 ...... 0 ...... 79 10/01/2042 1...... 3138MB MB 9 FN AP7553...... 06/01/2014 MBS PAYMENT...... 4,378 ...... 4,378 ...... 4,577 ...... 4,382 ...... (4) ...... (4) ...... 4,378 ...... 0 ...... 45 09/01/2042 1...... 31392G CF 0 FNR 2002-81 SM...... 06/25/2014 INTEREST ONLY PAYMENT...... 6,218 ...... 2,935 ...... (2,935) ...... (2,935) ...... 0 ...... 2,221 12/25/2032 1...... 31393B R8 0 FNR 2003-35 SW...... 06/01/2014 MBS PAYMENT...... 3,779 ...... 3,779 ...... 3,142 ...... 3,739 ...... 40 ...... 40 ...... 3,779 ...... 0 ...... 258 05/25/2033 1...... 31393D JL 6 FNR 2003-64 ZG...... 06/01/2014 MBS PAYMENT...... 466,652 ...... 466,652 ...... 495,061 ...... 467,489 ...... (837) ...... (837) ...... 466,652 ...... 0 ...... 8,172 07/25/2033 1...... 31394A N3 6 FNR 2004-67 VC...... 06/01/2014 MBS PAYMENT...... 77,153 ...... 77,153 ...... 78,503 ...... 77,777 ...... (624) ...... (624) ...... 77,153 ...... 0 ...... 1,165 02/25/2025 1...... 31394G NX 7 FHR 2659 NG...... 06/01/2014 MBS PAYMENT...... 82,482 ...... 82,482 ...... 83,513 ...... 82,426 ...... 56 ...... 56 ...... 82,482 ...... 0 ...... 1,542 09/15/2032 1...... 31394N HE 1 FHR 2741 GH...... 06/01/2014 MBS PAYMENT...... 305,495 ...... 305,495 ...... 311,605 ...... 305,682 ...... (187) ...... (187) ...... 305,495 ...... 0 ...... 6,955 01/15/2034 1...... 31394R NN 5 FHR 2752 MY...... 06/01/2014 MBS PAYMENT...... 119,496 ...... 119,496 ...... 121,872 ...... 119,566 ...... (70) ...... (70) ...... 119,496 ...... 0 ...... 2,759 02/15/2034 1...... 31395T QW 7 FHR 2962 JQ...... 06/01/2014 MBS PAYMENT...... 209,027 ...... 209,027 ...... 212,228 ...... 209,363 ...... (336) ...... (336) ...... 209,027 ...... 0 ...... 4,854 01/15/2034 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 31395V CC 1 FHR 2992 JP...... 06/01/2014 MBS PAYMENT...... 194,778 ...... 194,778 ...... 193,074 ...... 194,656 ...... 123 ...... 123 ...... 194,778 ...... 0 ...... 3,309 06/15/2035 1...... 31396L S4 3 FNR 2006-115 AI...... 06/25/2014 INTEREST ONLY PAYMENT...... 9,178 ...... 14,250 ...... (14,250) ...... (14,250) ...... 0 ...... 3,064 12/25/2036 1...... 31396N G7 5 FHR 3143 BC...... 06/01/2014 MBS PAYMENT...... 833,472 ...... 833,472 ...... 857,174 ...... 833,710 ...... (238) ...... (238) ...... 833,472 ...... 0 ...... 15,298 02/15/2036 1...... 31396N RF 5 FHRR R007 ZA...... 06/01/2014 MBS PAYMENT...... 672,898 ...... 672,898 ...... 725,698 ...... 674,499 ...... (1,600) ...... (1,600) ...... 672,898 ...... 0 ...... 13,400 05/15/2036 1...... 31396W D8 6 FNR 2007-65 ZE...... 06/01/2014 MBS PAYMENT...... 230,126 ...... 230,126 ...... 259,063 ...... 231,650 ...... (1,524) ...... (1,524) ...... 230,126 ...... 0 ...... 4,088 07/25/2037 1...... 31396Y F7 2 FNR 2008-29 ZA...... 06/01/2014 MBS PAYMENT...... 121,526 ...... 121,526 ...... 134,376 ...... 121,558 ...... (31) ...... (31) ...... 121,526 ...... 0 ...... 1,835 04/25/2038 1...... 31397A RJ 4 FHR 3203 Z...... 06/01/2014 MBS PAYMENT...... 494,442 ...... 494,442 ...... 499,808 ...... 494,556 ...... (114) ...... (114) ...... 494,442 ...... 0 ...... 8,213 07/15/2036 1...... 31397L VX 4 FNR 2008-48 SI...... 06/25/2014 INTEREST ONLY PAYMENT...... 175 ...... 157 ...... (157) ...... (157) ...... 0 ...... 51 06/25/2037 1...... 31397M 6F 9 FNR 2009-1 ST...... 06/25/2014 INTEREST ONLY PAYMENT...... 9,984 ...... 9,241 ...... (9,241) ...... (9,241) ...... 0 ...... 3,997 02/25/2039 1...... 31397Q UQ 9 FNR 2011-6 BA...... 06/01/2014 MBS PAYMENT...... 17,231 ...... 17,231 ...... 17,788 ...... 17,277 ...... (46) ...... (46) ...... 17,231 ...... 0 ...... 158 06/25/2020 1...... 31398F ER 8 FNR 2009-77 ZA...... 06/01/2014 MBS PAYMENT...... 317,827 ...... 317,827 ...... 288,833 ...... 318,574 ...... (747) ...... (747) ...... 317,827 ...... 0 ...... 6,771 10/25/2039 1...... 31398J VX 8 FHR 3578 BO...... 06/01/2014 MBS PAYMENT...... 141 ...... 141 ...... 110 ...... 140 ...... 1 ...... 1 ...... 141 ...... 0 ...... 10/15/2036 1......

Q 31398L NK 0 FHR 3609 LA...... 06/01/2014 MBS PAYMENT...... 34,278 ...... 34,278 ...... 35,453 ...... 34,372 ...... (94) ...... (94) ...... 34,278 ...... 0 ...... 457 12/15/2024 1...... E 31398W E3 4 FHR 3634 BA...... 06/01/2014 MBS PAYMENT...... 6,734 ...... 6,734 ...... 6,978 ...... 6,764 ...... (30) ...... (30) ...... 6,734 ...... 0 ...... 105 08/15/2027 1...... 0

5 31401C TK 9 FN 704454...... 06/01/2014 MBS PAYMENT...... 80,499 ...... 80,499 ...... 80,876 ...... 80,575 ...... (76) ...... (76) ...... 80,499 ...... 0 ...... 637 05/01/2033 1...... 4 31402G RN 5 FN 728693...... 06/01/2014 MBS PAYMENT...... 73,789 ...... 73,789 ...... 74,596 ...... 73,847 ...... (58) ...... (58) ...... 73,789 ...... 0 ...... 448 07/01/2033 1...... 31402Q WH 0 FN 735148...... 06/01/2014 MBS PAYMENT...... 29,303 ...... 29,303 ...... 29,454 ...... 29,332 ...... (29) ...... (29) ...... 29,303 ...... 0 ...... 249 07/01/2034 1...... 31402R K9 9 FN 735720...... 06/01/2014 MBS PAYMENT...... 6,394 ...... 6,394 ...... 6,617 ...... 6,402 ...... (9) ...... (9) ...... 6,394 ...... 0 ...... 112 06/01/2023 1...... 31409K VM 6 FN 873720...... 06/01/2014 MBS PAYMENT...... 8,911 ...... 8,911 ...... 9,858 ...... 8,939 ...... (28) ...... (28) ...... 8,911 ...... 0 ...... 188 06/01/2036 1...... 31409L 7J 8 FN 874897...... 06/01/2014 MBS PAYMENT...... 5,187 ...... 5,187 ...... 5,758 ...... 5,202 ...... (15) ...... (15) ...... 5,187 ...... 0 ...... 109 10/01/2037 1...... 31409L Q7 3 FN 874478...... 06/01/2014 MBS PAYMENT...... 4,677 ...... 4,677 ...... 5,027 ...... 4,687 ...... (10) ...... (10) ...... 4,677 ...... 0 ...... 92 04/01/2037 1...... 31412Q 2W 8 FN 932389...... 06/01/2014 MBS PAYMENT...... 9,741 ...... 9,741 ...... 9,791 ...... 9,745 ...... (4) ...... (4) ...... 9,741 ...... 0 ...... 190 01/01/2040 1...... 31416N YV 8 FN AA5223...... 06/01/2014 MBS PAYMENT...... 1,825 ...... 1,825 ...... 1,891 ...... 1,826 ...... (1) ...... (1) ...... 1,825 ...... 0 ...... 25 03/01/2039 1...... 31416W T9 3 FN AB1475...... 06/01/2014 MBS PAYMENT...... 19,273 ...... 19,273 ...... 20,097 ...... 19,333 ...... (59) ...... (59) ...... 19,273 ...... 0 ...... 354 09/01/2040 1...... 31416Y D4 7 FN AB2822...... 06/01/2014 MBS PAYMENT...... 8,036 ...... 8,036 ...... 7,713 ...... 8,028 ...... 8 ...... 8 ...... 8,036 ...... 0 ...... 70 12/01/2030 1...... 31417A JK 6 FN AB3865...... 06/01/2014 MBS PAYMENT...... 4,531 ...... 4,531 ...... 4,639 ...... 4,533 ...... (2) ...... (2) ...... 4,531 ...... 0 ...... 56 11/01/2041 1...... 31417Y SC 2 FN MA0514...... 06/01/2014 MBS PAYMENT...... 3,902 ...... 3,902 ...... 4,080 ...... 3,907 ...... (4) ...... (4) ...... 3,902 ...... 0 ...... 53 09/01/2040 1...... 31418A FD 5 FN MA1063...... 06/01/2014 MBS PAYMENT...... 8,156 ...... 8,156 ...... 8,599 ...... 8,178 ...... (21) ...... (21) ...... 8,156 ...... 0 ...... 83 05/01/2022 1...... 31418A YA 0 FANNIE MAE...... 06/01/2014 MBS PAYMENT...... 57,193 ...... 57,193 ...... 55,737 ...... 57,157 ...... 36 ...... 36 ...... 57,193 ...... 0 ...... 381 07/01/2028 1...... 31418U WW 0 FN AD6960...... 06/01/2014 MBS PAYMENT...... 9,573 ...... 9,573 ...... 9,836 ...... 9,581 ...... (9) ...... (9) ...... 9,573 ...... 0 ...... 147 07/01/2040 1...... 31418W FJ 4 FN AD8268...... 06/01/2014 MBS PAYMENT...... 16,877 ...... 16,877 ...... 17,277 ...... 16,891 ...... (14) ...... (14) ...... 16,877 ...... 0 ...... 243 09/01/2040 1...... 31419J M8 8 FN AE7582...... 06/01/2014 MBS PAYMENT...... 17,946 ...... 17,946 ...... 18,339 ...... 17,959 ...... (13) ...... (13) ...... 17,946 ...... 0 ...... 306 11/01/2040 1...... 31419L C7 6 FN AE9093...... 06/01/2014 MBS PAYMENT...... 8,284 ...... 8,284 ...... 8,544 ...... 8,292 ...... (8) ...... (8) ...... 8,284 ...... 0 ...... 139 12/01/2040 1...... 34074M BN 0 FLORIDA ST HSG FIN CORP REVENU...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 126 07/01/2039 1FE...... 34074M CJ 8 FLORIDA ST HSG FIN CORP REVENU...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 242 01/01/2029 1FE...... 358082 HV 0 FRESNO CA...... 06/01/2014 SINK...... 660,000 ...... 660,000 ...... 705,652 ...... 660,000 ...... 0 ...... 660,000 ...... 0 ...... 21,318 06/01/2022 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 373506 AU 8 GEORGIA ST ENVRNMNTL LOAN ACQU...... 04/21/2014 YORK BANK AND TRUST...... 541,250 ...... 500,000 ...... 500,000 ...... 500,000 ...... 0 ...... 500,000 ...... 41,250 ...... 41,250 ...... 9,182 03/15/2031 1FE...... 381276 AC 8 GOLDEN VLY MN MF HSG REVENUE...... 06/20/2014 CALLED BY ISSUER at 100.000 ...... 20,000 ...... 20,000 ...... 19,120 ...... 19,187 ...... 813 ...... 813 ...... 20,000 ...... 0 ...... 485 12/20/2041 1FE...... 546267 FW 0 LOUISIANA ST HSG FIN AGY...... 04/21/2014 CALLED BY ISSUER at 100.000 ...... 50,000 ...... 50,000 ...... 50,000 ...... 50,000 ...... 0 ...... 50,000 ...... 0 ...... 1,344 10/20/2039 1FE...... 54627A BP 1 LOUISIANA ST HSG FIN AGY SF MT...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 35,000 ...... 35,000 ...... 34,741 ...... 34,810 ...... 190 ...... 190 ...... 35,000 ...... 0 ...... 733 12/01/2038 1FE...... 54627A DD 6 LOUISIANA ST HSG FIN AGY SF MT...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 55,000 ...... 55,000 ...... 54,313 ...... 54,434 ...... 566 ...... 566 ...... 55,000 ...... 0 ...... 360 06/01/2039 1FE...... 566736 CY 8 MARICOPA CNTY & PHOENIX AZ IND...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 70,000 ...... 70,000 ...... 64,742 ...... 65,057 ...... 4,943 ...... 4,943 ...... 70,000 ...... 0 ...... 1,677 05/01/2040 1FE...... JANNEY MONTGOMERY 574218 NF 6 MARYLAND ST HLTH & HGR EDUCTNL...... 05/05/2014 SCOTT ...... 7,897,120 ...... 8,000,000 ...... 7,980,640 ...... 7,980,887 ...... 172 ...... 172 ...... 7,981,059 ...... (83,939) .....(83,939) .....318,257 07/01/2036 1FE...... 575854 7T 5 MASSACHUSETTS ST HSG FIN AGY...... 06/24/2014 CALLED BY ISSUER at 100.000 ...... 130,000 ...... 130,000 ...... 130,715 ...... 130,114 ...... (114) ...... (114) ...... 130,000 ...... 0 ...... 3,665 06/01/2030 1FE...... 57586P YA 8 MASSACHUSETTS ST HSG FIN AGY...... 06/06/2014 CALLED BY ISSUER at 100.000 ...... 60,000 ...... 60,000 ...... 60,000 ...... 60,000 ...... 0 ...... 60,000 ...... 0 ...... 1,480 06/01/2028 1FE...... 592247 K3 3 MET PIER CAB-A-MCCORM...... 05/19/2014 VARIOUS...... 7,756,971 ...... 19,360,000 ...... 7,500,064 ...... 9,082 ...... 9,082 ...... 7,509,146 ...... 247,825 .....247,825 ...... 12/15/2033 1FE...... 603798 AE 9 MINNEAPOLIS ST/SAINT PAUL HSG...... 06/04/2014 CALLED BY ISSUER at 100.000 ...... 80,526 ...... 80,526 ...... 77,305 ...... 77,523 ...... 3,003 ...... 3,003 ...... 80,526 ...... 0 ...... 1,482 11/01/2038 1FE......

Q 60415N 2T 8 MINNESOTA ST HSG FIN AGY...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 15,000 ...... 15,000 ...... 15,484 ...... 15,307 ...... (307) ...... (307) ...... 15,000 ...... 0 ...... 508 07/01/2028 1FE......

E 60415N 4Z 2 MINNESOTA ST HSG FIN AGY...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 254 07/01/2034 1FE...... 0 60415N 5G 3 MINNESOTA ST HSG FIN AGY...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 259 01/01/2040 1FE...... 5 .

5 60636C 2E 8 MISSOURI ST DEV FIN BRD...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 400,000 ...... 400,000 ...... 392,836 ...... 399,091 ...... 909 ...... 909 ...... 400,000 ...... 0 ...... 11,000 04/01/2030 1FE...... 60636C X3 8 MISSOURI ST DEV FIN BRD...... 06/23/2014 CALLED BY ISSUER at 100.000 ...... 405,000 ...... 405,000 ...... 401,728 ...... 403,022 ...... 1,978 ...... 1,978 ...... 405,000 ...... 0 ...... 14,738 04/01/2027 1FE...... 61204K JS 1 MONTANA ST FAC FIN AUTH REVENU...... 05/20/2014 CALLED BY ISSUER at 100.000 ...... 350,000 ...... 350,000 ...... 350,000 ...... 350,000 ...... 0 ...... 350,000 ...... 0 ...... 7,000 05/20/2016 1FE...... 62889A AA 1 NGN 2010-A1 A...... 06/07/2014 MBS PAYMENT...... 180,388 ...... 180,388 ...... 180,702 ...... 180,416 ...... (29) ...... (29) ...... 180,388 ...... 0 ...... 313 01/07/2021 1FE...... 641279 GB 4 NEVADA ST HSG DIV SF MTGE REVE...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 ...... 0 ...... 625 10/01/2034 1FE...... 641279 GD 0 NEVADA ST HSG DIV SF MTGE REVE...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 30,000 ...... 30,000 ...... 30,000 ...... 30,000 ...... 0 ...... 30,000 ...... 0 ...... 765 10/01/2040 1FE...... 646129 3K 0 NEW JERSEY ST HSG & MTGE FIN A...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 20,000 ...... 20,000 ...... 20,000 ...... 20,000 ...... 0 ...... 20,000 ...... 0 ...... 500 10/01/2034 1FE...... 646129 4T 0 NEW JERSEY ST HSG & MTGE FIN A...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 253 10/01/2039 1FE...... 646129 7A 8 NEW JERSEY ST HSG & MTGE FIN A...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 225 10/01/2030 1FE...... 647200 T4 6 NEW MEXICO ST MTGE FIN AUTH...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 ...... 0 ...... 523 09/01/2042 1FE...... 649883 QS 7 NEW YORK ST MTGE AGY HOMEOWNER...... 05/01/2014 CALLED BY ISSUER at 100.000 ...... 80,000 ...... 80,000 ...... 75,131 ...... 75,149 ...... 4,851 ...... 4,851 ...... 80,000 ...... 0 ...... 1,673 10/01/2040 1FE...... 658909 BE 5 NORTH DAKOTA ST HSG FIN AGY...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 55,000 ...... 55,000 ...... 55,000 ...... 55,000 ...... 0 ...... 55,000 ...... 0 ...... 1,562 07/01/2040 1FE...... 676900 PX 5 OHIO ST HSG FIN AGY MF HSG REV...... 06/20/2014 CALLED BY ISSUER at 100.000 ...... 15,000 ...... 15,000 ...... 14,513 ...... 14,563 ...... 437 ...... 437 ...... 15,000 ...... 0 ...... 368 06/20/2048 1FE...... 684518 AW 3 ORANGE CNTY FL SCH BRD LEASING...... 06/15/2014 MATURITY...... 529,240 ...... 529,240 ...... 499,655 ...... 517,848 ...... 11,392 ...... 11,392 ...... 529,240 ...... 0 ...... 06/15/2014 1...... 709223 3H 2 PENNSYLVANIA ST TURNPIKE COMMI...... 05/28/2014 VARIOUS...... 7,833,004 ...... 7,245,000 ...... 8,063,830 ...... 7,984,384 ...... (28,593) ...... (28,593) ...... 7,955,791 ...... (122,787) ...(122,787) .....182,131 12/01/2042 1FE...... 709223 4Q 1 PENNSYLVANIA ST TURNPIKE COMMI...... 05/23/2014 RAYMOND JAMES...... 2,508,454 ...... 2,320,000 ...... 2,607,216 ...... 2,579,147 ...... (9,919) ...... (9,919) ...... 2,569,227 ...... (60,774) .....(60,774) ...... 57,356 12/01/2042 1FE...... 709224 DR 7 PA TURNPIKE-CABS-A3...... 04/25/2014 VARIOUS...... 390,150 ...... 1,500,000 ...... 378,150 ...... 54 ...... 54 ...... 378,204 ...... 11,946 ...... 11,946 ...... 12/01/2040 1FE...... 71881L AA 6 PHOENIX & PIMA CNTY AZ INDL DE...... 06/04/2014 CALLED BY ISSUER at 100.000 ...... 637 ...... 637 ...... 561 ...... 565 ...... 72 ...... 72 ...... 637 ...... 0 ...... 15 07/01/2039 1FE...... 731126 AV 0 POLK CNTY FL SCH BRD FING CORP...... 06/15/2014 MATURITY...... 311,226 ...... 311,226 ...... 293,828 ...... 304,527 ...... 6,699 ...... 6,699 ...... 311,226 ...... 0 ...... 06/15/2014 1...... 780486 HD 1 ROYAL OAK HOSP FIN -D...... 04/30/2014 VARIOUS...... 2,891,213 ...... 2,750,000 ...... 2,875,565 ...... 0 ...... 2,875,565 ...... 15,648 ...... 15,648 ...... 09/01/2039 1FE...... 798703 BB 9 SAN LUIS OBISPO CNTY CA PENSN...... 05/06/2014 WELLS FARGO FINANCIAL US...... 6,816,698 ...... 15,185,000 ...... 6,153,895 ...... 6,504,157 ...... 126,367 ...... 126,367 ...... 6,630,524 ...... 186,174 .....186,174 ...... 09/01/2029 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 798703 BC 7 SAN LUIS OBISPO CNTY CA PENSN...... 05/07/2014 WELLS FARGO FINANCIAL US...... 2,603,119 ...... 6,040,000 ...... 2,312,112 ...... 2,432,899 ...... 48,784 ...... 48,784 ...... 2,481,683 ...... 121,436 .....121,436 ...... 09/01/2030 1FE...... 833221 SP 0 SNOHOMISH CNTY WA SCH DIST #20...... 06/15/2014 MATURITY...... 258,622 ...... 258,622 ...... 244,165 ...... 253,055 ...... 5,567 ...... 5,567 ...... 258,622 ...... 0 ...... 06/15/2014 1...... 837114 HG 5 SOUTH CAROLINA ST EDU ASSISTAN...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 40,000 ...... 40,000 ...... 39,506 ...... 39,647 ...... 353 ...... 353 ...... 40,000 ...... 0 ...... 1,020 10/01/2029 1FE...... 88045R FZ 0 TENNESSEE ST HSG DEV AGY...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 10,000 ...... 10,000 ...... 10,095 ...... 10,066 ...... (66) ...... (66) ...... 10,000 ...... 0 ...... 264 07/01/2034 1FE...... 882756 2H 1 TX PUB FIN-B-REF...... 04/29/2014 VARIOUS...... 1,632,345 ...... 1,500,000 ...... 1,627,830 ...... 0 ...... 1,627,830 ...... 4,515 ...... 4,515 ...... 07/01/2017 1FE...... 914437 RA 8 UNIV OF MASS-TXBL-4...... 06/24/2014 VARIOUS...... 7,976,500 ...... 8,000,000 ...... 8,000,000 ...... 0 ...... 8,000,000 ...... (23,500) .....(23,500) ...... 10,247 11/01/2019 1FE...... 914437 RB 6 UNIV OF MASS-TXBL-4...... 06/24/2014 VARIOUS...... 2,505,650 ...... 2,500,000 ...... 2,500,000 ...... 0 ...... 2,500,000 ...... 5,650 ...... 5,650 ...... 4,077 11/01/2020 1FE...... 91802R AK 5 UTIL DEV SEC-TE...... 06/11/2014 GOLDMAN SACHS...... 17,435,250 ...... 15,000,000 ...... 16,238,250 ...... 16,234,560 ...... (44,277) ...... (44,277) ...... 16,190,283 ...... 1,244,967 ..1,244,967 .....352,083 12/15/2031 1FE...... 93978X AX 8 WASHINGTON ST HSG FIN COMMISSI...... 04/01/2014 CALLED BY ISSUER at 100.000 ...... 40,000 ...... 40,000 ...... 40,000 ...... 40,000 ...... 0 ...... 40,000 ...... 0 ...... 950 04/01/2028 1FE...... 93978X EK 2 WASHINGTON ST HSG FIN COMMISSI...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 119 10/01/2031 1FE...... 944514 CD 8 WAYNE ARPT DETROIT...... 04/15/2014 VARIOUS...... 10,670,362 ...... 10,590,000 ...... 10,537,195 ...... 692 ...... 692 ...... 10,537,887 ...... 132,474 .....132,474 .....204,740 12/01/2034 1FE...... 95805M BA 5 WSTRN CONTRA COSTA CA TRANSPRT...... 05/01/2014 CALLED BY ISSUER at 100.000 ...... 35,000 ...... 35,000 ...... 34,825 ...... 34,932 ...... 68 ...... 68 ...... 35,000 ...... 0 ...... 875 05/01/2023 1FE......

Q 97710V UR 7 WISCONSIN ST HLTH & EDUCTNL FA...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 500,000 ...... 500,000 ...... 510,625 ...... 501,252 ...... (1,252) ...... (1,252) ...... 500,000 ...... 0 ...... 13,750 06/01/2024 1FE...... E 97710V US 5 WISCONSIN ST HLTH & EDUCTNL FA...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 500,000 ...... 500,000 ...... 514,355 ...... 501,600 ...... (1,600) ...... (1,600) ...... 500,000 ...... 0 ...... 14,375 06/01/2034 1FE...... 0

5 3199999. Total Bonds - U.S. Special Revenue and Special Assessment...... 102,373,815 .....122,843,726 .....100,162,708 ...... 60,606,542 ...... 0 ...... 157,162 ...... 0 ...... 157,162 ...... 0 .....100,545,399 ...... 0 ..1,828,415 ..1,828,415 ..1,454,719 ...... XXX... ..XXX.... . 6 Bonds - Industrial and Miscellaneous 00075W AD 1 ABFC 2006-HE1 A2D...... 06/25/2014 MBS PAYMENT...... 70,224 ...... 70,224 ...... 41,645 ...... 440 ...... 440 ...... 70,224 ...... 0 ...... 43 01/25/2060 1FM..... 00089F AA 8 ACST 2007-1A G1...... 06/08/2014 MBS PAYMENT...... 420,424 ...... 420,424 ...... 377,281 ...... 412,156 ...... 8,268 ...... 8,268 ...... 420,424 ...... 0 ...... 884 06/14/2037 1FE...... 00100U AD 4 ADS WASTE HOLDINGS...... 06/30/2014 EXCHANGE #1...... 244,880 ...... 244,880 ...... 244,880 ...... 244,880 ...... 0 ...... 244,880 ...... 0 ...... 6,077 10/09/2019 4FE...... 00105H EJ 1 AFC 2000-2 1A...... 06/25/2014 MBS PAYMENT...... 9,808 ...... 9,808 ...... 8,141 ...... 9,655 ...... 153 ...... 153 ...... 9,808 ...... 0 ...... 36 02/25/2034 1FM..... 00130H BU 8 AES CORPORATION...... 06/13/2014 VARIOUS...... 1,018,400 ...... 1,000,000 ...... 1,000,000 ...... 0 ...... 1,000,000 ...... 18,400 ...... 18,400 ...... 13,826 03/15/2024 3FE...... 00184A AG 0 TIME WARNER INC...... 06/25/2014 SUSQUEHANNA FINANCIAL...... 236,941 ...... 170,000 ...... 207,576 ...... 204,691 ...... (453) ...... (453) ...... 204,238 ...... 32,703 ...... 32,703 ...... 8,545 05/01/2032 2FE...... WELLS FARGO SECURITIES 00206R AJ 1 AT&T INC...... 06/25/2014 LLC ...... 90,587 ...... 80,000 ...... 94,398 ...... 90,386 ...... (1,186) ...... (1,186) ...... 89,200 ...... 1,387 ...... 1,387 ...... 3,972 02/01/2018 1FE...... WELLS FARGO SECURITIES 00206R AV 4 AT&T INC...... 05/05/2014 LLC ...... 30,738 ...... 30,000 ...... 31,201 ...... 30,809 ...... (175) ...... (175) ...... 30,634 ...... 104 ...... 104 ...... 548 08/15/2015 1FE...... 00206R BA 9 AT&T INC...... 06/25/2014 MILETUS TRADING LLC...... 134,155 ...... 120,000 ...... 146,590 ...... 146,065 ...... (222) ...... (222) ...... 145,843 ...... (11,687) .....(11,687) ...... 5,754 08/15/2041 1FE...... 00206R BH 4 AT&T INC...... 05/23/2014 BNP PARIBAS - LONDON...... 661,696 ...... 700,000 ...... 692,377 ...... 692,450 ...... 54 ...... 54 ...... 692,504 ...... (30,808) .....(30,808) ...... 13,712 12/15/2042 1FE...... 00206R CG 5 AT&T INC...... 06/13/2014 VARIOUS...... 511,168 ...... 510,000 ...... 508,144 ...... 1 ...... 1 ...... 508,144 ...... 3,024 ...... 3,024 ...... 336 06/15/2044 1FE...... 00209T AB 1 COMCAST CABLE COMMUNICAT...... 06/25/2014 JEFFERIES & CO...... 203,504 ...... 140,000 ...... 201,877 ...... 192,804 ...... (2,367) ...... (2,367) ...... 190,437 ...... 13,067 ...... 13,067 ...... 8,126 11/15/2022 1FE...... 00249* AA 9 AXA EQUITABLE LIFE INS. (POWELL-WHITE)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 252 ...... 593 ...... 7 ...... 7 ...... 600 ...... 0 ...... 03/01/2032 1...... WELLS FARGO SECURITIES 00287Y AL 3 ABBVIE INC...... 06/25/2014 LLC ...... 77,739 ...... 80,000 ...... 79,524 ...... 79,544 ...... 22 ...... 22 ...... 79,566 ...... (1,827) ...... (1,827) ...... 1,482 11/06/2022 2FE...... BNY MELLON CAPITAL 00287Y AM 1 ABBVIE INC...... 06/25/2014 MARKETS ...... 146,219 ...... 150,000 ...... 148,489 ...... 148,508 ...... 13 ...... 13 ...... 148,520 ...... (2,302) ...... (2,302) ...... 4,217 11/06/2042 2FE...... 00440E AJ 6 ACE INA HOLDINGS...... 06/23/2014 MILETUS TRADING LLC...... 167,196 ...... 150,000 ...... 151,998 ...... 151,055 ...... (114) ...... (114) ...... 150,941 ...... 16,255 ...... 16,255 ...... 7,386 02/15/2017 1FE...... 007034 AJ 0 ARMT 2006-2 3A1...... 06/01/2014 MBS PAYMENT...... 348,046 ...... 457,415 ...... 303,584 ...... 347,510 ...... 536 ...... 536 ...... 348,046 ...... 0 ...... 4,860 08/25/2049 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 007036 LX 2 ARMT 2005-5 6A21...... 06/25/2014 MBS PAYMENT...... 6,014 ...... 6,014 ...... 2,120 ...... 5,607 ...... 407 ...... 407 ...... 6,014 ...... 0 ...... 10 09/25/2035 1FM..... 007036 TH 9 ARMT 2005-10 3A31...... 06/01/2014 MBS PAYMENT...... 434,692 ...... 433,784 ...... 370,886 ...... 435,809 ...... (1,116) ...... (1,116) ...... 434,692 ...... 0 ...... 8,412 02/25/2054 1FM..... 00703R AE 0 ARMT 2007-3 2A1...... 06/01/2014 MBS PAYMENT...... 50,787 ...... 68,787 ...... 36,043 ...... 36,043 ...... 0 ...... 36,043 ...... 14,744 ...... 14,744 ...... 1,335 12/25/2044 1FM..... 00770S AB 2 ADVANCEPIERRE FOODS...... 06/30/2014 VARIOUS...... 30,661 ...... 30,473 ...... 30,143 ...... 30,201 ...... 18 ...... 18 ...... 30,219 ...... 442 ...... 442 ...... 857 07/10/2017 4FE...... 008117 AM 5 AETNA INC...... 06/23/2014 MILETUS TRADING LLC...... 153,310 ...... 130,000 ...... 129,631 ...... 130,000 ...... 0 ...... 130,000 ...... 23,310 ...... 23,310 ...... 6,596 09/15/2018 1FE...... 00817Y AG 3 AETNA INC...... 06/23/2014 BANK AMERICA...... 79,189 ...... 60,000 ...... 67,374 ...... 67,074 ...... (41) ...... (41) ...... 67,032 ...... 12,157 ...... 12,157 ...... 2,149 12/15/2037 1FE...... 00817Y AP 3 AETNA INC...... 06/23/2014 MILETUS TRADING LLC...... 31,121 ...... 30,000 ...... 29,928 ...... 1 ...... 1 ...... 29,929 ...... 1,192 ...... 1,192 ...... 431 03/15/2044 1FE...... 02001@ AF 0 ALLSTATE LIFE INSURANCE (MINER)...... 06/01/2014 MBS PAYMENT...... 300 ...... 300 ...... 176 ...... 295 ...... 5 ...... 5 ...... 300 ...... 0 ...... 04/01/2024 1...... 02001@ AG 8 ALLSTATE LIFE INS CO OF NEW YORK (MINER)...... 06/01/2014 MBS PAYMENT...... 2,400 ...... 2,400 ...... 1,646 ...... 2,362 ...... 38 ...... 38 ...... 2,400 ...... 0 ...... 04/01/2024 1...... 02001@ AH 6 ALLSTATE LIFE INS CO (MERCEDES)...... 06/28/2014 MBS PAYMENT...... 600 ...... 600 ...... 268 ...... 592 ...... 8 ...... 8 ...... 600 ...... 0 ...... 07/30/2033 1...... 02001@ AR 4 ALLSTATE LIFE INS CO OF NY (LABOSSIERE)...... 06/17/2014 MBS PAYMENT...... 1,650 ...... 1,650 ...... 993 ...... 7 ...... 7 ...... 1,650 ...... 0 ...... 10/17/2031 1...... 02003@ AK 7 ALLSTATE LIFE INSURANCE (HOWELL)...... 06/23/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 662 ...... 1,029 ...... 21 ...... 21 ...... 1,050 ...... 0 ...... 07/23/2021 1......

Q 02003@ AM 3 ALLSTATE LIFE INSURANCE (WALKER)...... 06/15/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 880 ...... 1,477 ...... 23 ...... 23 ...... 1,500 ...... 0 ...... 03/15/2023 1...... E 02003@ AN 1 ALLSTATE LIFE INSURANCE (MOORE)...... 06/01/2014 MBS PAYMENT...... 804 ...... 804 ...... 443 ...... 792 ...... 12 ...... 12 ...... 804 ...... 0 ...... 12/01/2028 1...... 0

5 02003@ AT 8 ALLSTATE LIFE INSURANCE (MCGRADY)...... 06/22/2014 MBS PAYMENT...... 1,075 ...... 1,075 ...... 595 ...... 1,060 ...... 15 ...... 15 ...... 1,075 ...... 0 ...... 04/22/2028 1Z...... 7 02003@ AV 3 ALLSTATE LIFE INSURANCE (DELONEY)...... 06/26/2014 MBS PAYMENT...... 300 ...... 300 ...... 100 ...... 297 ...... 3 ...... 3 ...... 300 ...... 0 ...... 11/26/2039 1...... 02003@ AZ 4 ALLSTATE LIFE INSURANCE (MONROE, JR.)...... 06/07/2014 MBS PAYMENT...... 1,530 ...... 1,530 ...... 1,047 ...... 1,512 ...... 18 ...... 18 ...... 1,530 ...... 0 ...... 04/07/2022 1...... 02003@ BA 8 ALLSTATE LIFE INSURANCE (GUERRERO)...... 06/01/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,100 ...... 2,069 ...... 31 ...... 31 ...... 2,100 ...... 0 ...... 06/01/2033 1...... 02003@ BB 6 ALLSTATE LIFE INSURANCE (MOORE)...... 06/01/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 643 ...... 1,033 ...... 17 ...... 17 ...... 1,050 ...... 0 ...... 05/01/2027 1...... 02003@ BD 2 ALLSTATE LIFE INSURANCE (KEELER)...... 06/10/2014 MBS PAYMENT...... 3,004 ...... 3,004 ...... 2,513 ...... 2,947 ...... 57 ...... 57 ...... 3,004 ...... 0 ...... 06/10/2016 1...... 02003@ BE 0 ALLSTATE LIFE INSURANCE (BURFORD)...... 06/18/2014 MBS PAYMENT...... 1,031 ...... 1,031 ...... 568 ...... 1,018 ...... 13 ...... 13 ...... 1,031 ...... 0 ...... 07/18/2031 1...... 02003@ BF 7 ALLSTATE LIFE INSURANCE (MOORE)...... 06/01/2014 MBS PAYMENT...... 1,230 ...... 1,230 ...... 763 ...... 1,210 ...... 20 ...... 20 ...... 1,230 ...... 0 ...... 08/01/2027 1...... 02003@ BH 3 ALLSTATE LIFE INSURANCE (TAYLOR)...... 06/01/2014 MBS PAYMENT...... 2,220 ...... 2,220 ...... 1,069 ...... 2,194 ...... 26 ...... 26 ...... 2,220 ...... 0 ...... 06/01/2031 1...... 02003@ BM 2 ALLSTATE LIFE INSURANCE (MCGRADY)...... 06/01/2014 MBS PAYMENT...... 635 ...... 635 ...... 370 ...... 625 ...... 10 ...... 10 ...... 635 ...... 0 ...... 12/01/2027 1...... 02003@ BQ 3 ALLSTATE LIFE INSURANCE CO (TURNER-POPE) ..... 06/01/2014 MBS PAYMENT...... 975 ...... 975 ...... 667 ...... 958 ...... 17 ...... 17 ...... 975 ...... 0 ...... 10/01/2020 1...... 02003@ BX 8 ALLSTATE LIFE INS CO (RODRIGUES)...... 06/05/2014 MBS PAYMENT...... 1,455 ...... 1,455 ...... 809 ...... 1,445 ...... 10 ...... 10 ...... 1,455 ...... 0 ...... 05/05/2031 1...... 02003@ CA 7 ALLSTATE LIFE INS CO (FARREN)...... 06/22/2014 MBS PAYMENT...... 300 ...... 300 ...... 185 ...... 295 ...... 5 ...... 5 ...... 300 ...... 0 ...... 06/22/2020 1...... 02003@ CE 9 ALLSTATE LIFE INS CO (KIMBLE)...... 06/13/2014 MBS PAYMENT...... 600 ...... 600 ...... 269 ...... 596 ...... 4 ...... 4 ...... 600 ...... 0 ...... 02/13/2028 1...... 02003@ CF 6 ALLSTATE LIFE INS CO (WILLIAMS)...... 06/11/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 708 ...... 1,182 ...... 18 ...... 18 ...... 1,200 ...... 0 ...... 12/11/2025 1...... 02003@ CG 4 ALLSTATE LIFE INS CO (ISEMAN)...... 06/22/2014 MBS PAYMENT...... 901 ...... 901 ...... 494 ...... 5 ...... 5 ...... 901 ...... 0 ...... 08/22/2029 1...... 02003@ CH 2 ALLSTATE LIFE INS CO (LAW)...... 06/01/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 836 ...... 1,765 ...... 35 ...... 35 ...... 1,800 ...... 0 ...... 02/01/2033 1...... 02003@ CJ 8 ALLSTATE LIFE INS CO (KANNADAY)...... 06/19/2014 MBS PAYMENT...... 15,000 ...... 15,000 ...... 10,591 ...... 14,736 ...... 264 ...... 264 ...... 15,000 ...... 0 ...... 06/19/2019 1...... ALLSTATE LIFE INSURANCE COMPANY 02003@ CN 9 (YBARRA) ..... 06/01/2014 MBS PAYMENT...... 2,400 ...... 2,400 ...... 1,336 ...... 6 ...... 6 ...... 2,400 ...... 0 ...... 12/01/2030 1...... 02003@ CQ 2 ALLSTATE LIFE INSUR CO (ALVARADO-MEDINA)...... 06/10/2014 MBS PAYMENT...... 1,825 ...... 1,825 ...... 1,083 ...... 5 ...... 5 ...... 1,825 ...... 0 ...... 12/10/2031 1...... 02003@ CS 8 ALLSTATE LIFE INSURANCE CO (BEAUFORD)...... 06/01/2014 MBS PAYMENT...... 6,727 ...... 6,727 ...... 4,096 ...... 18 ...... 18 ...... 6,727 ...... 0 ...... 03/01/2031 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 02003@ CW 9 ALLSTATE LIFE INSURANCE COMPANY (ORTIZ)...... 06/01/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 701 ...... 4 ...... 4 ...... 1,950 ...... 0 ...... 11/01/2037 1...... 02003@ CX 7 ALLSTATE LIFE INSURANCE CO (WATKINS)...... 06/18/2014 MBS PAYMENT...... 699 ...... 699 ...... 307 ...... 3 ...... 3 ...... 699 ...... 0 ...... 12/18/2039 1...... 02003@ CY 5 ALLSTATE LIFE INSURANCE CO (ANDERSON)...... 05/06/2014 MBS PAYMENT...... 10,000 ...... 10,000 ...... 6,993 ...... 10 ...... 10 ...... 10,000 ...... 0 ...... 05/06/2019 1...... 02003K 36 3 ALLSTATE LIFE INSURANCE (MCGRADY)...... 06/22/2014 MBS PAYMENT...... 750 ...... 750 ...... 378 ...... 735 ...... 15 ...... 15 ...... 750 ...... 0 ...... 12/22/2025 1Z...... 02146T AL 1 CWALT 2006-24CB A11...... 06/01/2014 MBS PAYMENT...... 83,375 ...... 98,887 ...... 81,087 ...... 84,354 ...... (978) ...... (978) ...... 83,375 ...... 0 ...... 2,314 08/25/2036 1FM..... 02146T AR 8 CWALT 2006-24CB A16...... 06/01/2014 MBS PAYMENT...... 98,608 ...... 116,953 ...... 95,902 ...... 99,765 ...... (1,157) ...... (1,157) ...... 98,608 ...... 0 ...... 2,737 08/25/2036 1FM..... 02146V AC 6 CWALT 2006-30T1 1A3...... 06/01/2014 MBS PAYMENT...... 77,862 ...... 91,559 ...... 68,656 ...... 67,169 ...... 0 ...... 67,169 ...... 10,693 ...... 10,693 ...... 2,628 06/01/2037 1FM..... 02147B AH 8 CWALT 2007-7T2 A8...... 06/01/2014 MBS PAYMENT...... 122,261 ...... 145,042 ...... 97,541 ...... 87,805 ...... 0 ...... 87,805 ...... 34,456 ...... 34,456 ...... 3,539 10/01/2042 1FM..... 02147P BX 1 CWALT 2006-29T1 2A23...... 06/25/2014 MBS PAYMENT...... 32,256 ...... 44,205 ...... 67,634 ...... (3,169) ...... (3,169) ...... 32,256 ...... 0 ...... 4,920 05/25/2037 2...... 02147Q AQ 5 CWALT 2006-19CB A15...... 06/01/2014 MBS PAYMENT...... 39,160 ...... 46,251 ...... 29,297 ...... 38,897 ...... 263 ...... 263 ...... 39,160 ...... 0 ...... 1,150 07/01/2042 1FM..... 02147Q AW 2 CWALT 2006-19CB A21...... 06/01/2014 MBS PAYMENT...... 266,039 ...... 314,212 ...... 281,416 ...... (301) ...... (301) ...... 266,039 ...... 0 ...... 3,098 11/25/2036 1...... 02147R AG 5 CWALT 2006-23CB 1A7...... 06/01/2014 MBS PAYMENT...... 268,892 ...... 358,094 ...... 316,018 ...... 272,953 ...... (4,061) ...... (4,061) ...... 268,892 ...... 0 ...... 9,360 11/25/2046 2FM.....

Q 02148A AF 3 CWALT 2006-34 A6...... 06/01/2014 MBS PAYMENT...... 19,436 ...... 47,609 ...... 34,294 ...... 34,294 ...... 0 ...... 34,294 ...... (14,858) .....(14,858) ...... 1,288 03/01/2052 1FM..... E 02148B AC 8 CWALT 2006-33CB 2A1...... 06/01/2014 MBS PAYMENT...... 102,025 ...... 134,417 ...... 114,355 ...... 89,660 ...... 0 ...... 89,660 ...... 12,365 ...... 12,365 ...... 3,393 08/01/2042 1FM..... 0

5 02148F AE 5 CWALT 2007-4CB 1A5...... 06/01/2014 MBS PAYMENT...... 283,015 ...... 322,597 ...... 289,229 ...... (1,713) ...... (1,713) ...... 283,015 ...... 0 ...... 6,492 05/25/2043 1...... 8 02149C AC 5 CWALT 2006-41CB 1A3...... 06/01/2014 MBS PAYMENT...... 27,529 ...... 31,219 ...... 21,697 ...... 27,264 ...... 265 ...... 265 ...... 27,529 ...... 0 ...... 755 07/01/2043 1FM..... 02149M AY 5 CWALT 2007-J1 2A10...... 06/01/2014 MBS PAYMENT...... 31,571 ...... 39,974 ...... 18,081 ...... 31,830 ...... (259) ...... (259) ...... 31,571 ...... 0 ...... 1,107 12/01/2046 1FM..... 02149V AJ 8 CWALT 2007-3T1 1A9...... 06/01/2014 MBS PAYMENT...... 120,956 ...... 158,476 ...... 92,069 ...... 122,260 ...... (1,304) ...... (1,304) ...... 120,956 ...... 0 ...... 3,953 09/01/2041 1FM..... 02150D AB 1 CWALT 2007-OA4 A2...... 06/25/2014 MBS PAYMENT...... 97,420 ...... 188,882 ...... 89,213 ...... 1,393 ...... 1,393 ...... 97,420 ...... 0 ...... 134 05/25/2047 2...... 02150G AX 6 CWALT 2007-11T1 A21...... 06/01/2014 MBS PAYMENT...... 218,586 ...... 280,686 ...... 187,995 ...... 219,070 ...... (484) ...... (484) ...... 218,586 ...... 0 ...... 7,260 04/01/2052 1FM..... 02150J AD 4 CWALT 2007-9T1 1A4...... 06/25/2014 MBS PAYMENT...... 82,205 ...... 93,088 ...... 31,562 ...... 80,547 ...... 1,658 ...... 1,658 ...... 82,205 ...... 0 ...... 253 01/25/2042 1FM..... 02150J AE 2 CWALT 2007-9T1 1A5...... 06/25/2014 INTEREST ONLY PAYMENT...... 2,592 ...... 4,517 ...... (4,517) ...... (4,517) ...... 0 ...... 1,779 01/25/2042 6...... 02150Q AK 2 CWALT 2007-HY4 4A1...... 06/01/2014 MBS PAYMENT...... 2,375 ...... 4,361 ...... 1,534 ...... 2,335 ...... 40 ...... 40 ...... 2,375 ...... 0 ...... 74 06/25/2047 1FM..... 02151C BK 1 CWALT 2007-15CB A25...... 06/01/2014 MBS PAYMENT...... 37,862 ...... 40,508 ...... 30,068 ...... 30,068 ...... 0 ...... 30,068 ...... 7,794 ...... 7,794 ...... 954 10/01/2042 1FM..... 02151F AH 2 CWALT 2007-21CB 2A2...... 06/25/2014 MBS PAYMENT...... 76,648 ...... 91,224 ...... 116,606 ...... 116,606 ...... 0 ...... 116,606 ...... (39,958) .....(39,958) ...... 10,595 07/25/2047 6FM..... 02151G AD 9 CWALT 2007-24 A4...... 06/25/2014 MBS PAYMENT...... 10,453 ...... 11,727 ...... 3,870 ...... 10,430 ...... 23 ...... 23 ...... 10,453 ...... 0 ...... 43 12/25/2040 1FM..... 02152A AG 4 CWALT 2007-16CB 1A7...... 06/01/2014 MBS PAYMENT...... 215,262 ...... 241,006 ...... 210,344 ...... 210,344 ...... 0 ...... 210,344 ...... 4,918 ...... 4,918 ...... 6,322 02/25/2051 2FM..... 02152A BS 7 CWALT 2007-16CB 4A7...... 06/01/2014 MBS PAYMENT...... 258,022 ...... 320,839 ...... 288,755 ...... (3,507) ...... (3,507) ...... 258,022 ...... 0 ...... 6,510 02/25/2051 1...... 02209S AJ 2 ALTRIA GROUP INC...... 06/25/2014 J.P. MORGAN...... 53,036 ...... 40,000 ...... 56,155 ...... 53,077 ...... (1,051) ...... (1,051) ...... 52,026 ...... 1,010 ...... 1,010 ...... 3,289 08/06/2019 2FE...... 02209S AN 3 ALTRIA GROUP INC...... 06/25/2014 HSBC SECURITIES LIMITED...... 96,407 ...... 100,000 ...... 99,888 ...... 99,912 ...... 12 ...... 12 ...... 99,924 ...... (3,517) ...... (3,517) ...... 2,510 08/09/2022 2FE...... 02209S AR 4 ALTRIA GROUP INC...... 06/25/2014 SUMRIDGE PARTNERS...... 109,563 ...... 100,000 ...... 99,574 ...... 99,581 ...... 20 ...... 20 ...... 99,600 ...... 9,963 ...... 9,963 ...... 3,524 01/31/2044 2FE...... RBC CAPITAL MARKETS 023551 AF 1 HESS CORP...... 06/12/2014 SECURITIES - US ...... 216,850 ...... 160,000 ...... 182,142 ...... 179,013 ...... (251) ...... (251) ...... 178,762 ...... 38,088 ...... 38,088 ...... 8,960 10/01/2029 2FE...... 023767 AA 4 AMER AIRLN PT TRS 11-1...... 06/13/2014 VARIOUS...... 1,330,896 ...... 1,218,211 ...... 1,261,587 ...... 1,263,387 ...... (2,357) ...... (2,357) ...... 1,261,029 ...... 69,866 ...... 69,866 ...... 56,397 01/31/2021 2FE...... 023772 AA 4 AMER AIRLN 13-1 A PASS T...... 06/13/2014 CITI...... 830,820 ...... 812,379 ...... 795,037 ...... 794,876 ...... 993 ...... 993 ...... 795,868 ...... 34,952 ...... 34,952 ...... 30,058 07/15/2025 1FE...... 025816 AX 7 AMERICAN EXPRESS CO...... 06/23/2014 MILETUS TRADING LLC...... 171,516 ...... 150,000 ...... 149,613 ...... 150,000 ...... 0 ...... 150,000 ...... 21,516 ...... 21,516 ...... 7,636 08/28/2017 1FE...... 025816 BG 3 AMERICAN EXPRESS CO...... 06/23/2014 MILETUS TRADING LLC...... 198,526 ...... 200,000 ...... 199,664 ...... 199,704 ...... 32 ...... 32 ...... 199,735 ...... (1,209) ...... (1,209) ...... 1,843 05/22/2018 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 0258M0 DA 4 AMER EXPRESS CREDIT CO...... 06/23/2014 MILETUS TRADING LLC...... 143,710 ...... 140,000 ...... 137,291 ...... 138,949 ...... 305 ...... 305 ...... 139,253 ...... 4,457 ...... 4,457 ...... 3,005 09/15/2015 1FE...... 0258M0 DE 6 AMERICAN EXPRESS CREDIT...... 06/23/2014 MILETUS TRADING LLC...... 141,672 ...... 140,000 ...... 142,946 ...... 141,528 ...... (510) ...... (510) ...... 141,018 ...... 653 ...... 653 ...... 1,320 06/12/2015 1FE...... 0258M0 DG 1 AMERICAN EXPRESS CREDIT...... 05/08/2014 SUSQUEHANNA FINANCIAL...... 2,019,660 ...... 2,000,000 ...... 2,020,960 ...... (802) ...... (802) ...... 2,020,158 ...... (498) ...... (498) ...... 7,511 07/29/2016 1FE...... 02639# AN 1 AMERICAN GENERAL LIFE INS. (MARTIN)...... 06/28/2014 MBS PAYMENT...... 551 ...... 551 ...... 285 ...... 542 ...... 9 ...... 9 ...... 551 ...... 0 ...... 03/28/2033 1...... 02639# AP 6 AMERICAN GENERAL ANNUITY SVC (SANCHEZ)...... 06/01/2014 MBS PAYMENT...... 1,650 ...... 1,650 ...... 567 ...... 1,636 ...... 14 ...... 14 ...... 1,650 ...... 0 ...... 04/01/2038 1...... 02639# AQ 4 TRANSAMERICA LIFE INSURANCE (FERNANDES) ..... 06/28/2014 MBS PAYMENT...... 525 ...... 525 ...... 287 ...... 515 ...... 10 ...... 10 ...... 525 ...... 0 ...... 08/30/2025 1...... 02639# AS 0 AMERICAN GENERAL LIFE INS CO (FERNANDES) ..... 06/28/2014 MBS PAYMENT...... 1,001 ...... 1,001 ...... 530 ...... 984 ...... 17 ...... 17 ...... 1,001 ...... 0 ...... 04/30/2030 1...... 02639# AV 3 AMERICAN GENERAL LIFE INS CO (GUSTAFSON) ..... 06/01/2014 MBS PAYMENT...... 7,826 ...... 7,826 ...... 3,916 ...... 7,719 ...... 107 ...... 107 ...... 7,826 ...... 0 ...... 06/01/2028 1...... 02639# AY 7 AMERICAN GENERAL LIFE INS CO (RIOBE)...... 06/10/2014 MBS PAYMENT...... 7,725 ...... 7,725 ...... 4,241 ...... 7,628 ...... 97 ...... 97 ...... 7,725 ...... 0 ...... 07/10/2029 1...... 02639# BC 4 AMERICAN GENERAL LIFE INS CO (WHETSTONE) ..... 06/01/2014 MBS PAYMENT...... 1,350 ...... 1,350 ...... 1,062 ...... 8 ...... 8 ...... 1,350 ...... 0 ...... 12/01/2016 1...... 02639# BF 7 AMERICAN GENERAL LIFE INS CO(FERNANDES) ..... 06/28/2014 MBS PAYMENT...... 450 ...... 450 ...... 169 ...... 2 ...... 2 ...... 450 ...... 0 ...... 04/30/2036 1...... 02639# BG 5 AMERICAN GENERAL LIFE INS CO(BLACKWELL)...... 06/15/2014 MBS PAYMENT...... 933 ...... 933 ...... 506 ...... 4 ...... 4 ...... 933 ...... 0 ...... 09/15/2031 1......

Q 02639# BK 6 AMER GEN LIFE INS CO OF DELAWARE (JONES) ..... 06/01/2014 MBS PAYMENT...... 3,267 ...... 3,267 ...... 2,403 ...... 19 ...... 19 ...... 3,267 ...... 0 ...... 05/01/2023 1...... E 02639# BN 0 WESTERN NATIONAL LIFE INS CO (DANDIGNAC) ..... 05/20/2014 MBS PAYMENT...... 15,000 ...... 15,000 ...... 11,231 ...... 52 ...... 52 ...... 15,000 ...... 0 ...... 05/20/2019 1...... 0

5 02639# BS 9 AMERICAN GENERAL LIFE INS CO (BLACKWELL) ..... 06/15/2014 MBS PAYMENT...... 367 ...... 367 ...... 162 ...... 2 ...... 2 ...... 367 ...... 0 ...... 09/15/2031 1...... 9 02640* AA 0 AMERICAN GENERAL LIFE INSURANCE (GIBSON) ..... 06/16/2014 MBS PAYMENT...... 4,605 ...... 4,605 ...... 1,896 ...... 4,559 ...... 46 ...... 46 ...... 4,605 ...... 0 ...... 10/16/2036 1...... 02660T BQ 5 AHM 2004-3 6A1...... 06/01/2014 MBS PAYMENT...... 129,434 ...... 129,434 ...... 117,947 ...... 128,098 ...... 1,336 ...... 1,336 ...... 129,434 ...... 0 ...... 2,610 07/01/2042 1FM..... 02660T GW 7 AHM 2005-4 5A...... 06/01/2014 MBS PAYMENT...... 34,962 ...... 34,962 ...... 16,563 ...... 34,171 ...... 792 ...... 792 ...... 34,962 ...... 0 ...... 317 09/01/2052 1FM..... 02660V AE 8 AHMA 2005-1 3A11...... 06/25/2014 MBS PAYMENT...... 131,043 ...... 131,043 ...... 81,329 ...... 125,989 ...... 5,055 ...... 5,055 ...... 131,043 ...... 0 ...... 245 11/25/2035 1FM..... 026874 BW 6 AMERICAN INTL GROUP...... 06/13/2014 CITI...... 3,010,820 ...... 2,510,000 ...... 2,943,116 ...... 2,930,473 ...... (24,946) ...... (24,946) ...... 2,905,528 ...... 105,293 .....105,293 ...... 81,659 12/15/2020 2FE...... WELLS FARGO SECURITIES 026874 CB 1 AMERICAN INTL GROUP...... 06/23/2014 LLC ...... 227,123 ...... 210,000 ...... 207,780 ...... 208,879 ...... 235 ...... 235 ...... 209,114 ...... 18,009 ...... 18,009 ...... 7,991 09/15/2016 2FE...... WELLS FARGO SECURITIES 026874 CU 9 AMERICAN INTL GROUP...... 05/12/2014 LLC ...... 310,492 ...... 280,000 ...... 285,438 ...... 284,852 ...... (116) ...... (116) ...... 284,736 ...... 25,756 ...... 25,756 ...... 6,218 06/01/2022 2FE...... 02687Q DG 0 AMERICAN INTL GROUP...... 06/23/2014 BANK AMERICA...... 467,593 ...... 410,000 ...... 446,953 ...... 437,435 ...... (3,033) ...... (3,033) ...... 434,403 ...... 33,190 ...... 33,190 ...... 22,653 01/16/2018 2FE...... 026935 AC 0 AHMA 2007-3 12A1...... 06/25/2014 MBS PAYMENT...... 20,604 ...... 60,948 ...... 32,303 ...... (276) ...... (276) ...... 20,604 ...... 0 ...... 89 09/25/2037 2...... 03072S Q2 4 AMSI 2005-R9 AF6...... 06/01/2014 MBS PAYMENT...... 22,763 ...... 22,763 ...... 22,038 ...... 22,737 ...... 26 ...... 26 ...... 22,763 ...... 0 ...... 451 11/25/2035 1FM..... 03073E AG 0 AMERISOURCEBERGEN CORP...... 06/25/2014 MILETUS TRADING LLC...... 157,188 ...... 140,000 ...... 157,548 ...... (524) ...... (524) ...... 157,024 ...... 164 ...... 164 ...... 4,190 11/15/2019 1FE...... 03073E AL 9 AMERISOURCEBERGEN CORP...... 06/25/2014 J.P. MORGAN...... 99,690 ...... 100,000 ...... 99,715 ...... 2 ...... 2 ...... 99,717 ...... (27) ...... (27) ...... 321 05/15/2024 1FE...... 031162 BV 1 AMGEN INC...... 06/25/2014 JEFFERIES & CO...... 313,050 ...... 310,000 ...... 309,485 ...... 4 ...... 4 ...... 309,489 ...... 3,561 ...... 3,561 ...... 1,061 05/22/2024 2FE...... 031733 AP 3 ARC 2004-1 M9...... 05/01/2014 MBS PAYMENT...... 303,097 ...... 299,271 ...... 192,967 ...... 242,723 ...... 60,374 ...... 60,374 ...... 303,097 ...... 0 ...... 4,936 02/25/2051 6FM..... 03235M AA 0 AMTRAK/PENN STN LEASE TR...... 06/15/2014 MBS PAYMENT...... 194,833 ...... 194,833 ...... 194,833 ...... 194,833 ...... 0 ...... 194,833 ...... 0 ...... 9,255 06/15/2017 1...... 032479 AD 9 ANADARKO FINANCE CO...... G.. 06/12/2014 CITI...... 94,576 ...... 70,000 ...... 90,358 ...... 89,307 ...... (312) ...... (312) ...... 88,995 ...... 5,580 ...... 5,580 ...... 3,296 05/01/2031 2FE...... 032511 AX 5 ANADARKO PETROLEUM CORP...... 06/12/2014 CREDIT SUISSE...... 11,097 ...... 10,000 ...... 10,885 ...... 10,460 ...... (73) ...... (73) ...... 10,387 ...... 710 ...... 710 ...... 450 09/15/2016 2FE...... 03523T BQ 0 ANHEUSER-BUSCH INBEV WOR...... 06/18/2014 DEUTSCHE BANK...... 54,441 ...... 60,000 ...... 63,121 ...... 63,044 ...... (23) ...... (23) ...... 63,021 ...... (8,580) ...... (8,580) ...... 2,113 07/15/2042 1FE...... 035242 AA 4 ANHEUSER-BUSCH INBEV FIN...... 04/23/2014 BANK AMERICA...... 530,891 ...... 560,000 ...... 556,343 ...... 556,677 ...... 123 ...... 123 ...... 556,800 ...... (25,909) .....(25,909) ...... 11,474 01/17/2023 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 037411 AR 6 APACHE CORP...... 06/12/2014 CITI...... 24,036 ...... 20,000 ...... 18,974 ...... 19,154 ...... 16 ...... 16 ...... 19,169 ...... 4,867 ...... 4,867 ...... 1,107 01/15/2037 1FE...... 037411 AW 5 APACHE CORP...... 06/12/2014 CIBC WORLD MARKETS - US...... 32,531 ...... 30,000 ...... 36,838 ...... 36,643 ...... (65) ...... (65) ...... 36,578 ...... (4,047) ...... (4,047) ...... 1,216 09/01/2040 1FE...... 037411 BA 2 APACHE CORP...... 06/12/2014 CITI...... 62,326 ...... 60,000 ...... 64,016 ...... 63,970 ...... (32) ...... (32) ...... 63,937 ...... (1,611) ...... (1,611) ...... 1,916 04/15/2043 1FE...... 037411 BB 0 APACHE CORP...... 06/12/2014 CREDIT SUISSE...... 91,573 ...... 90,000 ...... 89,742 ...... 89,834 ...... 25 ...... 25 ...... 89,859 ...... 1,714 ...... 1,714 ...... 1,059 04/15/2017 1FE...... 037735 CT 2 APPALACHIAN POWER CO...... 06/18/2014 VARIOUS...... 2,968,980 ...... 3,000,000 ...... 2,979,180 ...... 41 ...... 41 ...... 2,979,221 ...... (10,241) .....(10,241) ...... 13,689 05/15/2044 2FE...... 040104 RF 0 ARSI 2006-W1 A2C...... 06/25/2014 MBS PAYMENT...... 12,769 ...... 12,769 ...... 7,997 ...... 97 ...... 97 ...... 12,769 ...... 0 ...... 15 03/25/2036 2...... 040104 RG 8 ARSI 2006-W1 A2D...... 06/25/2014 MBS PAYMENT...... 16,633 ...... 16,633 ...... 10,354 ...... 56 ...... 56 ...... 16,633 ...... 0 ...... 26 06/25/2043 2...... 04541G DM 1 ABSHE 2003-HE1 M3...... 06/01/2014 MBS PAYMENT...... 12,387 ...... 9,228 ...... (39) ...... (39) ...... 0 ...... 200 03/15/2033 2...... 04541G GB 2 ABSHE 2003-HE6 M1...... 06/25/2014 MBS PAYMENT...... 184,173 ...... 184,173 ...... 129,382 ...... 179,668 ...... 4,505 ...... 4,505 ...... 184,173 ...... 0 ...... 865 11/25/2033 1FM..... 04542B MS 8 ABFC 2005-AQ1 A4...... 06/01/2014 MBS PAYMENT...... 106,694 ...... 106,694 ...... 107,161 ...... 106,765 ...... (71) ...... (71) ...... 106,694 ...... 0 ...... 2,200 06/25/2035 1FM..... 04544T AE 1 ABSHE 2007-HE2 A5...... 06/25/2014 MBS PAYMENT...... 273,107 ...... 273,107 ...... 138,260 ...... 271,480 ...... 1,627 ...... 1,627 ...... 273,107 ...... 0 ...... 503 04/25/2042 1FM..... 04634* AA 4 ASTRAL BRANDS INC...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 58,125 ...... 58,125 ...... 58,125 ...... 58,125 ...... 0 ...... 58,125 ...... 0 ...... 2,393 08/24/2016 5...... Q 05366V AA 6 ACAP 2000-1A A1...... 06/15/2014 MBS PAYMENT...... 33,414 ...... 33,414 ...... 17,542 ...... (125) ...... (125) ...... 33,414 ...... 0 ...... 34 11/15/2025 6FE...... E

0 053773 AN 7 AVIS BUDGET CAR RENTAL...... 06/16/2014 CALLED BY ISSUER at 108.029 ...... 1,072,564 ...... 1,000,000 ...... 1,060,000 ...... 1,041,092 ...... 31,472 ...... 31,472 ...... 1,072,564 ...... 0 ...... 69,279 01/15/2019 4FE...... 5 053773 AY 3 AVIS BUDGET CAR/FINANCE...... 06/13/2014 VARIOUS...... 1,000,300 ...... 1,000,000 ...... 1,000,000 ...... 0 ...... 1,000,000 ...... 300 ...... 300 ...... 3,061 06/01/2022 4FE...... 1

0 05384# AA 9 AVIVA LIFE AND ANNUITY (MAYES)...... 06/10/2014 MBS PAYMENT...... 720 ...... 720 ...... 370 ...... 714 ...... 6 ...... 6 ...... 720 ...... 0 ...... 10/10/2028 2...... 05384@ AD 5 AVIVA LIFE AND ANNUITY (LAMAR)...... 06/01/2014 MBS PAYMENT...... 1,053 ...... 1,053 ...... 562 ...... 1,038 ...... 15 ...... 15 ...... 1,053 ...... 0 ...... 05/01/2032 2...... 05384@ AH 6 AVIVA LIFE AND ANNUITY COMPANY (MAYES)...... 06/10/2014 MBS PAYMENT...... 5,700 ...... 5,700 ...... 3,340 ...... 5,652 ...... 48 ...... 48 ...... 5,700 ...... 0 ...... 10/10/2028 2...... 05384@ AL 7 AVIVA LIFE AND ANNUITY CO (DANIELS)...... 06/02/2014 MBS PAYMENT...... 2,025 ...... 2,025 ...... 1,149 ...... 2,010 ...... 15 ...... 15 ...... 2,025 ...... 0 ...... 03/02/2032 2...... 05384@ AM 5 AVIVA LIFE AND ANNUITY CO (PIPER)...... 06/01/2014 MBS PAYMENT...... 3,678 ...... 3,678 ...... 3,212 ...... 3,588 ...... 90 ...... 90 ...... 3,678 ...... 0 ...... 02/01/2016 2...... 05384@ AQ 6 AVIVA LIFE AND ANNUITY CO (POLITT)...... 06/15/2014 MBS PAYMENT...... 750 ...... 750 ...... 324 ...... 743 ...... 7 ...... 7 ...... 750 ...... 0 ...... 04/15/2036 2...... 05384@ AS 2 AVIVA LIFE AND ANNITY CO (HELMS)...... 06/01/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,663 ...... 2,959 ...... 41 ...... 41 ...... 3,000 ...... 0 ...... 12/01/2029 2...... 05384@ AT 0 AVIVA LIFE AND ANNUITY COMPANY(MAYES)...... 06/10/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 886 ...... 4 ...... 4 ...... 1,500 ...... 0 ...... 10/10/2028 2...... 05384@ AU 7 AVIVA LIFE AND ANNUITY COMPANY (BUSLER)...... 06/01/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 2,188 ...... 10 ...... 10 ...... 3,000 ...... 0 ...... 11/01/2023 2...... 05525F AA 9 BAMLL 2013-FRR3 A...... 06/20/2014 DEUTSCHE BANK...... 2,767,969 ...... 5,000,000 ...... 2,250,000 ...... 57,343 ...... 57,343 ...... 2,307,343 ...... 460,626 .....460,626 ...... 06/26/2023 1...... 05525G AG 4 BAMLL 2014-FRR4 AK29...... 06/04/2014 DEUTSCHE BANK...... 5,775,000 ...... 10,000,000 ...... 5,119,990 ...... 84,181 ...... 84,181 ...... 5,204,171 ...... 570,829 .....570,829 ...... 06/27/2046 1...... 05525H AJ 6 BAMLL 2014-FRR5 BK30...... 04/14/2014 DEUTSCHE BANK...... 3,312,940 ...... 7,279,316 ...... 3,294,742 ...... 0 ...... 3,294,742 ...... 18,198 ...... 18,198 ...... 01/27/2045 1...... 05525H AU 1 BAMLL 2014-FRR5 AK37...... 06/04/2014 DEUTSCHE BANK...... 14,917,699 ...... 20,487,827 ...... 14,546,357 ...... 19,136 ...... 19,136 ...... 14,565,493 ...... 352,206 .....352,206 ...... 51,169 01/27/2047 2FE...... 05530W AE 7 BCAP 2007-AA4 13A1...... 06/01/2014 MBS PAYMENT...... 41,877 ...... 49,465 ...... 36,110 ...... 41,129 ...... 748 ...... 748 ...... 41,877 ...... 0 ...... 961 06/25/2047 1FM..... 05531F AN 3 BB&T CORPORATION...... 06/23/2014 MILETUS TRADING LLC...... 150,863 ...... 150,000 ...... 149,781 ...... 149,803 ...... 21 ...... 21 ...... 149,824 ...... 1,039 ...... 1,039 ...... 1,597 06/19/2018 1FE...... 05533H CY 1 BCAP 2010-RR10 4A10...... 06/01/2014 MBS PAYMENT...... 55,124 ...... 55,124 ...... 47,958 ...... 54,462 ...... 662 ...... 662 ...... 55,124 ...... 0 ...... 371 09/27/2037 1FM..... 05567Y AA 7 BURLINGTN NO SF 05-4 TR...... 06/30/2014 VARIOUS...... 402,560 ...... 378,947 ...... 408,393 ...... 398,999 ...... (2,165) ...... (2,165) ...... 396,834 ...... 5,726 ...... 5,726 ...... 11,979 04/01/2023 1FE...... 055682 AC 2 BNCMT 2006-1 A3...... 06/25/2014 MBS PAYMENT...... 145,015 ...... 145,015 ...... 81,934 ...... 142,483 ...... 2,533 ...... 2,533 ...... 145,015 ...... 0 ...... 160 12/25/2040 1FM..... WELLS FARGO SECURITIES 057224 AZ 0 BAKER HUGHES INC...... 06/12/2014 LLC ...... 100,906 ...... 90,000 ...... 89,613 ...... 89,788 ...... 24 ...... 24 ...... 89,812 ...... 11,094 ...... 11,094 ...... 3,485 09/15/2040 1FE...... 059438 AK 7 BANK ONE CORP...... 06/23/2014 JEFFERIES & CO...... 650,438 ...... 480,000 ...... 558,504 ...... 549,065 ...... (1,409) ...... (1,409) ...... 547,655 ...... 102,783 .....102,783 ...... 25,280 04/29/2027 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 05946X 2E 2 BAFC 2005-8 4A9...... 06/01/2014 MBS PAYMENT...... 454,078 ...... 454,078 ...... 429,874 ...... 429,874 ...... 0 ...... 429,874 ...... 24,204 ...... 24,204 ...... 8,021 08/01/2050 1FM..... 059475 AF 0 BOAA 2007-2 2A1...... 06/01/2014 VARIOUS...... 263,772 ...... 178,885 ...... 5,897 ...... (5,897) ...... (5,897) ...... 0 ...... 2,065 11/25/2053 1FM..... 05947U 5E 4 BACM 2005-6 KCD...... 06/01/2014 MBS PAYMENT...... 6,750 ...... 6,750 ...... 7,147 ...... 6,793 ...... (43) ...... (43) ...... 6,750 ...... 0 ...... 168 09/10/2047 1FM..... 05947U 5F 1 BACM 2005-6 KCE...... 06/01/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 2,386 ...... 2,265 ...... (15) ...... (15) ...... 2,250 ...... 0 ...... 58 09/10/2047 1FM..... 05948K AJ 8 BOAA 2003-1 AWIO...... 06/25/2014 INTEREST ONLY PAYMENT...... 3,166 ...... 2,862 ...... (2,862) ...... (2,862) ...... 0 ...... 394 02/01/2041 3...... 05948K EL 9 BOAA 2003-7 1A1...... 06/01/2014 MBS PAYMENT...... 38,934 ...... 38,934 ...... 32,802 ...... 37,999 ...... 935 ...... 935 ...... 38,934 ...... 0 ...... 956 09/25/2033 1FM..... 05949C EZ 5 BOAMS 2005-7 1A3...... 06/01/2014 MBS PAYMENT...... 226,186 ...... 226,186 ...... 216,175 ...... 216,175 ...... 0 ...... 216,175 ...... 10,011 ...... 10,011 ...... 4,787 11/25/2049 1FM..... 059500 AD 0 BACM 2006-3 A4...... 06/01/2014 MBS PAYMENT...... 2,979 ...... 2,979 ...... 3,265 ...... 2,995 ...... (16) ...... (16) ...... 2,979 ...... 0 ...... 58 07/10/2044 1FM..... 05950N BS 6 BAFC 2006-5 30IO...... 06/25/2014 INTEREST ONLY PAYMENT...... 12,259 ...... 12,202 ...... (12,202) ...... (12,202) ...... 0 ...... 3,350 09/25/2036 4...... 059523 AU 4 BAFC 2007-5 6A1...... 06/01/2014 MBS PAYMENT...... 781 ...... 781 ...... 414 ...... 725 ...... 55 ...... 55 ...... 781 ...... 0 ...... 20 07/25/2037 1FM..... 059526 AC 7 BAFC 2007-6 A2...... 06/25/2014 MBS PAYMENT...... 192,153 ...... 192,153 ...... 146,997 ...... 189,332 ...... 2,821 ...... 2,821 ...... 192,153 ...... 0 ...... 345 07/25/2037 1FM..... 05953L AD 1 BAFC 2007-8 2A1...... 06/01/2014 VARIOUS...... 37,220 ...... 22,402 ...... 11 ...... (971) ...... (971) ...... 0 ...... 85 02/01/2050 1FM..... Q 05954W AD 6 BAFC 2008-R2 1A4...... 06/01/2014 MBS PAYMENT...... 155,918 ...... 155,918 ...... 148,707 ...... 155,291 ...... 627 ...... 627 ...... 155,918 ...... 0 ...... 4,009 09/25/2037 1FM..... E

0 05955F AA 8 BALL 2009-UB1 A4A...... 06/01/2014 MBS PAYMENT...... 196,894 ...... 196,894 ...... 220,375 ...... 198,349 ...... (1,455) ...... (1,455) ...... 196,894 ...... 0 ...... 2,078 06/24/2050 1...... 5 06051G EE 5 BANK OF AMERICA CORP...... 06/23/2014 UBS SECURITIES...... 198,087 ...... 170,000 ...... 201,345 ...... 198,688 ...... (1,772) ...... (1,772) ...... 196,916 ...... 1,172 ...... 1,172 ...... 9,738 01/05/2021 1FE...... 1

1 06051G EU 9 BANK OF AMERICA CORP...... 06/26/2014 VARIOUS...... 580,500 ...... 590,000 ...... 579,401 ...... 580,008 ...... 501 ...... 501 ...... 580,509 ...... (9) ...... (9) ...... 18,705 01/11/2023 1FE...... 06051G FC 8 BANK OF AMERICA CORP...... 06/23/2014 BANK AMERICA...... 775,490 ...... 740,000 ...... 738,417 ...... 10 ...... 10 ...... 738,427 ...... 37,063 ...... 37,063 ...... 15,931 01/21/2044 1FE...... 06051G FG 9 BANK OF AMERICA CORP...... 06/23/2014 BANK AMERICA...... 474,449 ...... 460,000 ...... 459,568 ...... 2 ...... 2 ...... 459,569 ...... 14,879 ...... 14,879 ...... 5,295 04/01/2044 1FE...... 06053F AA 7 BANK OF AMERICA CORP...... 06/23/2014 BNY CONVERGEX...... 310,743 ...... 300,000 ...... 299,757 ...... 299,766 ...... 10 ...... 10 ...... 299,776 ...... 10,967 ...... 10,967 ...... 11,377 07/24/2023 1FE...... 06849R AF 9 BARRICK NA FINANCE LLC...... 06/25/2014 VARIOUS...... 313,148 ...... 300,000 ...... 302,471 ...... 302,119 ...... (120) ...... (120) ...... 302,000 ...... 11,148 ...... 11,148 ...... 7,353 05/30/2021 2FE...... 071813 BD 0 BAXTER INTERNATIONAL INC...... 06/12/2014 CITI...... 102,093 ...... 100,000 ...... 99,941 ...... 99,972 ...... 7 ...... 7 ...... 99,979 ...... 2,114 ...... 2,114 ...... 1,706 01/15/2017 1FE...... 071813 BE 8 BAXTER INTERNATIONAL INC...... 06/12/2014 BANK AMERICA...... 35,006 ...... 40,000 ...... 39,682 ...... 39,698 ...... 8 ...... 8 ...... 39,706 ...... (4,700) ...... (4,700) ...... 1,225 08/15/2042 1FE...... 073247 BJ 6 BAYV 2004-C A1...... 06/01/2014 MBS PAYMENT...... 98,156 ...... 98,156 ...... 78,525 ...... 92,078 ...... 6,077 ...... 6,077 ...... 98,156 ...... 0 ...... 328 05/28/2044 1FM..... 073249 BT 0 BAYV 2004-A A...... 06/01/2014 MBS PAYMENT...... 183,913 ...... 183,913 ...... 146,737 ...... 179,440 ...... 4,473 ...... 4,473 ...... 183,913 ...... 0 ...... 613 02/28/2044 1FM..... 07384M 6F 4 BSARM 2004-12 1A1...... 06/01/2014 MBS PAYMENT...... 1,836 ...... 1,836 ...... 826 ...... 1,789 ...... 48 ...... 48 ...... 1,836 ...... 0 ...... 18 07/25/2053 1FM..... 07384M K2 7 BSARM 2004-1 21A1...... 06/01/2014 MBS PAYMENT...... 97,139 ...... 97,139 ...... 69,940 ...... 93,630 ...... 3,510 ...... 3,510 ...... 97,139 ...... 0 ...... 938 04/25/2034 1FM..... 07384M VR 0 BSARM 2003-4 3A1...... 06/01/2014 MBS PAYMENT...... 28,012 ...... 28,012 ...... 28,415 ...... 27,901 ...... 0 ...... 27,901 ...... 111 ...... 111 ...... 190 07/25/2033 1FM..... 07386H E9 8 BALTA 2006-2 21A1...... 05/01/2014 MBS PAYMENT...... 6,516 ...... 4,389 ...... (15) ...... (15) ...... 0 ...... 18 11/25/2052 2...... 07386H L6 6 BALTA 2006-3 23A1...... 06/01/2014 MBS PAYMENT...... 15,572 ...... 35,833 ...... 30,817 ...... 19,592 ...... 0 ...... 19,592 ...... (4,020) ...... (4,020) ...... 436 02/25/2054 1FM..... 07386H VT 5 BALTA 2005-7 22A2...... 06/01/2014 MBS PAYMENT...... 139,681 ...... 2,059,486 ...... 227,831 ...... 133,400 ...... 6,281 ...... 6,281 ...... 139,681 ...... 0 ...... 25,088 09/25/2035 3FM..... 073870 AA 5 BALTA 2007-2 1A1...... 06/25/2014 MBS PAYMENT...... 526 ...... 731 ...... 172 ...... 483 ...... 43 ...... 43 ...... 526 ...... 0 ...... 1 05/25/2050 1FM..... 073871 BN 4 BALTA 2006-4 32A1...... 06/01/2014 MBS PAYMENT...... 4,087 ...... 6,537 ...... 2,288 ...... 4,070 ...... 17 ...... 17 ...... 4,087 ...... 0 ...... 72 11/25/2053 1FM..... 073873 AA 9 BALTA 2006-5 1A1...... 06/25/2014 MBS PAYMENT...... 2,119 ...... 4,944 ...... 1,755 ...... 2,071 ...... 48 ...... 48 ...... 2,119 ...... 0 ...... 10 05/25/2046 1FM..... 07387Q AM 2 BALTA 2006-8 2A1...... 06/01/2014 MBS PAYMENT...... 55,841 ...... 85,568 ...... 61,439 ...... 40,510 ...... 0 ...... 40,510 ...... 15,331 ...... 15,331 ...... 843 08/25/2046 1FM..... 07387U CE 9 BSABS 2006-AC1 1A1...... 06/01/2014 MBS PAYMENT...... 16,631 ...... 16,631 ...... 9,064 ...... 16,532 ...... 99 ...... 99 ...... 16,631 ...... 0 ...... 350 09/25/2053 1FM..... 07388J AT 2 BSABS 2006-HE8 2M2...... 06/01/2014 MBS PAYMENT...... 131,308 ...... 32,827 ...... (22,646) ...... (22,646) ...... 0 ...... 186 11/25/2036 2...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 073902 PN 2 BEAR STEARNS COS LLC...... 06/23/2014 SOUTHWEST SECURITIES INC ...... 473,224 ...... 430,000 ...... 458,961 ...... 446,435 ...... (2,404) ...... (2,404) ...... 444,030 ...... 29,193 ...... 29,193 ...... 22,141 01/22/2017 1FE...... 07401C AV 5 BSARM 2007-4 22A1...... 06/01/2014 MBS PAYMENT...... 45,339 ...... 47,968 ...... 33,817 ...... 45,168 ...... 170 ...... 170 ...... 45,339 ...... 0 ...... 1,106 09/25/2053 1FM..... 07401D AH 4 BSCMS 2007-PW18 AJ...... 04/08/2014 VARIOUS...... 4,862,500 ...... 5,000,000 ...... 4,536,628 ...... 4,590,422 ...... 23,702 ...... 23,702 ...... 4,614,124 ...... 248,376 .....248,376 .....138,701 06/11/2050 4FM..... 07401D AJ 0 BSCMS 2007-PW18 AJA...... 04/11/2014 PRIOR YEAR INCOME...... 0 ...... 0 ...... 26,530 06/11/2050 3FM..... 08468# AC 8 BERKSHIRE LIFE INS CO OF NE (CAMACHO)...... 06/28/2014 MBS PAYMENT...... 1,600 ...... 1,600 ...... 776 ...... 1,578 ...... 22 ...... 22 ...... 1,600 ...... 0 ...... 12/29/2030 1...... 08468# AE 4 BERKSHIRE HATH. LIFE INS. OF NE(HAYES)...... 06/23/2014 MBS PAYMENT...... 3,863 ...... 3,863 ...... 2,364 ...... 21 ...... 21 ...... 3,863 ...... 0 ...... 01/23/2028 1...... 08468# AF 1 BERK HATH LIFE INS. CO. OF NB (CAMACHO)...... 06/28/2014 MBS PAYMENT...... 800 ...... 800 ...... 310 ...... 4 ...... 4 ...... 800 ...... 0 ...... 12/29/2032 1...... 08468# AG 9 BERK HATH LIFE INS CO OF NE (CAMACHO)...... 06/28/2014 MBS PAYMENT...... 2,200 ...... 2,200 ...... 737 ...... 9 ...... 9 ...... 2,200 ...... 0 ...... 04/28/2037 1...... 08468# AH 7 BERK-HATH LIFE INS CO OF NB (HAYES)...... 06/23/2014 MBS PAYMENT...... 1,575 ...... 1,575 ...... 977 ...... 9 ...... 9 ...... 1,575 ...... 0 ...... 01/23/2028 1...... 09659D AA 4 STANFORD UNIVERSITY...... 04/30/2014 VARIOUS...... 5,049,250 ...... 5,000,000 ...... 4,999,100 ...... 0 ...... 4,999,100 ...... 50,150 ...... 50,150 ...... 05/01/2054 1FE...... 097014 AM 6 BOEING CAPITAL CORP...... 06/25/2014 MILETUS TRADING LLC...... 62,815 ...... 60,000 ...... 59,704 ...... 59,816 ...... 23 ...... 23 ...... 59,839 ...... 2,976 ...... 2,976 ...... 1,503 08/15/2018 1FE...... WELLS FARGO SECURITIES Q 097023 BA 2 BOEING CO...... 06/25/2014 LLC ...... 150,614 ...... 120,000 ...... 124,286 ...... 124,228 ...... (5) ...... (5) ...... 124,223 ...... 26,391 ...... 26,391 ...... 6,090 02/15/2040 1FE...... E 105340 AM 5 BRANDYWINE OPER PARTNERS...... 06/13/2014 STIFEL NICOLAUS & CO...... 349,552 ...... 350,000 ...... 362,733 ...... 362,041 ...... (542) ...... (542) ...... 361,499 ...... (11,947) .....(11,947) ...... 11,636 02/15/2023 2FE...... 0

5 10549# AA 1 BRANTLEY TRANSPORTATION...... 06/03/2014 CALLED BY ISSUER at 100.000 ...... 75,000 ...... 75,000 ...... 75,000 ...... 75,000 ...... 0 ...... 75,000 ...... 0 ...... 3,153 08/01/2017 5...... 1 120568 AM 2 BUNGE LTD FINANCE CORP...... 04/15/2014 MATURITY...... 2,000,000 ...... 2,000,000 ...... 1,965,120 ...... 1,999,691 ...... 309 ...... 309 ...... 2,000,000 ...... 0 ...... 53,500 04/15/2014 2FE...... 2 121575 AE 4 BURLINGTON COAT FACTORY...... 05/02/2014 CALLED BY ISSUER at 100.000 ...... 7,925 ...... 7,925 ...... 7,965 ...... 7,925 ...... 0 ...... 7,925 ...... 0 ...... 128 02/23/2017 4FE...... 12189L AB 7 BURLINGTN NORTH SANTA FE...... 06/25/2014 MILETUS TRADING LLC...... 147,223 ...... 140,000 ...... 139,815 ...... 139,958 ...... 18 ...... 18 ...... 139,976 ...... 7,246 ...... 7,246 ...... 4,130 09/01/2020 2FE...... 12189L AF 8 BURLINGTN NORTH SANTA FE...... 06/25/2014 BANK AMERICA...... 10,400 ...... 10,000 ...... 9,975 ...... 9,985 ...... 2 ...... 2 ...... 9,987 ...... 413 ...... 413 ...... 269 09/15/2021 2FE...... 12189L AJ 0 BURLINGTN NORTH SANTA FE...... 06/25/2014 SUSQUEHANNA FINANCIAL...... 657,015 ...... 670,000 ...... 667,220 ...... 667,657 ...... 144 ...... 144 ...... 667,801 ...... (10,785) .....(10,785) ...... 23,011 03/15/2042 2FE...... 12189L AR 2 BURLINGTN NORTH SANTA FE...... 06/25/2014 GOLDMAN SACHS...... 82,330 ...... 80,000 ...... 79,738 ...... 8 ...... 8 ...... 79,746 ...... 2,584 ...... 2,584 ...... 908 04/01/2024 2FE...... US BANCORP INVESTMENTS 12189L AS 0 BURLINGTN NORTH SANTA FE...... 04/11/2014 INC ...... 1,055,220 ...... 1,000,000 ...... 997,920 ...... 12 ...... 12 ...... 997,932 ...... 57,288 ...... 57,288 ...... 5,308 04/01/2044 2FE...... 12189P AK 8 BURLINGTON N. SANTA FE RAILWAY SERIES A...... 06/13/2014 BARCLAYS AMERICAN...... 296,109 ...... 261,004 ...... 301,373 ...... 301,970 ...... (5,709) ...... (5,709) ...... 296,261 ...... (152) ...... (152) ...... 15,601 01/15/2021 1FE...... RBC CAPITAL MARKETS 12189T AG 9 BURLINGTN NORTH SANTA FE...... 06/25/2014 SECURITIES - US ...... 114,903 ...... 90,000 ...... 100,292 ...... 97,851 ...... (139) ...... (139) ...... 97,711 ...... 17,192 ...... 17,192 ...... 3,523 12/01/2027 2FE...... 123168 AA 4 BTL 2011-AA A...... 06/01/2014 MBS PAYMENT...... 149,684 ...... 149,684 ...... 149,682 ...... 149,742 ...... (58) ...... (58) ...... 149,684 ...... 0 ...... 3,092 09/25/2018 1...... 12479H AA 7 CAUTO 2011-1A A...... 06/15/2014 MBS PAYMENT...... 24,837 ...... 24,837 ...... 24,829 ...... 24,783 ...... 54 ...... 54 ...... 24,837 ...... 0 ...... 578 11/15/2039 1FE...... 12489W MC 5 CBASS 2005-CB4 AF4...... 06/01/2014 MBS PAYMENT...... 88,680 ...... 88,680 ...... 79,147 ...... 87,354 ...... 1,326 ...... 1,326 ...... 88,680 ...... 0 ...... 1,735 08/25/2035 1FM..... 12514A AE 1 CD 2007-CD5 A4...... 06/01/2014 MBS PAYMENT...... 1,147 ...... 1,147 ...... 1,255 ...... 1,153 ...... (5) ...... (5) ...... 1,147 ...... 0 ...... 23 11/15/2044 1FM..... 12527E AK 4 CFCRE 2011-C1 E...... 05/15/2014 BREAN CAPITAL, LLC...... 5,285,156 ...... 5,000,000 ...... 5,353,125 ...... 5,331,633 ...... (7,822) ...... (7,822) ...... 5,323,811 ...... (38,655) .....(38,655) .....131,421 04/15/2044 1FM..... 125438 AB 7 CWHL 2007-HYB2 3A1...... 06/01/2014 MBS PAYMENT...... 41,481 ...... 64,643 ...... 25,534 ...... 39,728 ...... 1,754 ...... 1,754 ...... 41,481 ...... 0 ...... 698 04/01/2047 1FM..... 12544X AX 3 CWHL 2007-9 A13...... 06/01/2014 MBS PAYMENT...... 197,884 ...... 197,884 ...... 189,227 ...... 199,334 ...... (1,449) ...... (1,449) ...... 197,884 ...... 0 ...... 4,911 07/25/2037 1FM..... 125634 AJ 4 CLIF 2013-2A NOTE...... 06/18/2014 MBS PAYMENT...... 51,300 ...... 51,300 ...... 51,187 ...... 51,251 ...... 50 ...... 50 ...... 51,300 ...... 0 ...... 688 06/18/2028 1FE...... 12566Q AE 3 CMALT 2007-A1 1A5...... 06/01/2014 MBS PAYMENT...... 70,855 ...... 102,100 ...... 74,277 ...... 71,100 ...... (245) ...... (245) ...... 70,855 ...... 0 ...... 2,450 01/25/2037 1FM..... 12566T AA 5 CMALT 2006-A7 1A1...... 06/01/2014 MBS PAYMENT...... 190,110 ...... 259,885 ...... 216,228 ...... 216,228 ...... 0 ...... 216,228 ...... (26,118) .....(26,118) ...... 6,488 12/25/2036 1FM..... 12566T AK 3 CMALT 2006-A7 1A10...... 06/25/2014 INTEREST ONLY PAYMENT...... 29,437 ...... 28,401 ...... (28,401) ...... (28,401) ...... 0 ...... 4,977 12/25/2036 6...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 12566V AH 5 CMALT 2007-A4 1A8...... 06/25/2014 INTEREST ONLY PAYMENT...... 662 ...... 657 ...... (657) ...... (657) ...... 0 ...... 197 04/25/2037 6...... 12566V AN 2 CMALT 2007-A4 1A13...... 06/01/2014 MBS PAYMENT...... 238,754 ...... 281,750 ...... 238,783 ...... 242,050 ...... (3,296) ...... (3,296) ...... 238,754 ...... 0 ...... 6,818 04/25/2037 1FM..... 12572Q AF 2 CME GROUP INC...... 06/23/2014 FIRST TENNESSEE...... 340,404 ...... 300,000 ...... 299,460 ...... 299,464 ...... 5 ...... 5 ...... 299,470 ...... 40,934 ...... 40,934 ...... 12,676 09/15/2043 1FE...... 12591R AE 0 COMM 2014-CR15 D...... 05/14/2014 BREAN CAPITAL, LLC...... 3,832,500 ...... 4,000,000 ...... 3,760,000 ...... 1,057 ...... 1,057 ...... 3,761,057 ...... 71,443 ...... 71,443 ...... 9,537 02/10/2047 2FE...... 12591R AG 5 COMM 2014-CR15 E...... 04/09/2014 BANK AMERICA...... 8,755,313 ...... 11,000,000 ...... 8,409,414 ...... 26,588 ...... 26,588 ...... 8,436,003 ...... 319,310 .....319,310 ...... 96,621 02/10/2047 1AM..... BNY MELLON CAPITAL 12623E AH 4 CNH CAPITAL LLC...... 05/14/2014 MARKETS ...... 767,813 ...... 750,000 ...... 758,408 ...... (716) ...... (716) ...... 757,692 ...... 10,120 ...... 10,120 ...... 14,964 02/01/2017 3FE...... 12623S AU 4 COMM 2012-CR5 E...... 05/29/2014 VARIOUS...... 6,675,443 ...... 7,043,000 ...... 6,236,810 ...... 6,244,925 ...... 27,255 ...... 27,255 ...... 6,272,179 ...... 403,264 .....403,264 .....156,060 12/10/2045 1FM..... 12624B AL 0 COMM 2012-CR1 D...... 05/29/2014 VARIOUS...... 5,101,563 ...... 5,000,000 ...... 4,953,125 ...... 5,000,000 ...... (1,581) ...... (1,581) ...... 4,998,419 ...... 103,144 .....103,144 .....137,174 05/15/2045 1FM..... 12624P AW 5 COMM 2012-CR3 F...... 05/14/2014 BANK AMERICA...... 9,763,703 ...... 11,168,490 ...... 9,117,554 ...... 9,244,360 ...... 56,954 ...... 56,954 ...... 9,301,314 ...... 462,390 .....462,390 .....247,568 11/15/2045 1FM..... 12624Q AE 3 COMM 2012-CR4 D...... 05/29/2014 VARIOUS...... 1,940,000 ...... 2,000,000 ...... 1,884,609 ...... 2,179 ...... 2,179 ...... 1,886,788 ...... 53,212 ...... 53,212 ...... 23,899 10/15/2045 1FM..... 12624Q AG 8 COMM 2012-CR4 E...... 05/20/2014 VARIOUS...... 10,007,577 ...... 11,942,000 ...... 9,970,203 ...... 0 ...... 9,970,203 ...... 37,375 ...... 37,375 ...... 13,194 10/15/2045 3FE......

Q 12624X AV 0 COMM 2013-CR6 D...... 05/29/2014 VARIOUS...... 9,196,875 ...... 10,000,000 ...... 8,791,173 ...... 34,394 ...... 34,394 ...... 8,825,567 ...... 371,308 .....371,308 .....178,043 03/10/2046 1AM..... E 12625K AQ 8 COMM 2013-CR8 E...... 06/03/2014 BANK AMERICA...... 9,048,705 ...... 11,251,000 ...... 8,185,531 ...... 3,482,927 ...... 79,633 ...... 79,633 ...... 8,330,901 ...... 717,804 .....717,804 .....209,443 06/10/2046 1FM..... 0

5 12626L AY 8 COMM 2013-CR11 D...... 06/02/2014 BREAN CAPITAL, LLC...... 8,279,403 ...... 8,519,000 ...... 8,139,485 ...... 3,960 ...... 3,960 ...... 8,143,445 ...... 135,958 .....135,958 ...... 79,523 10/10/2046 1...... 1 12628K AA 0 CSAB 2006-3 A1A...... 06/01/2014 MBS PAYMENT...... 36,283 ...... 36,283 ...... 19,321 ...... (99) ...... (99) ...... 36,283 ...... 0 ...... 528 02/25/2043 2...... 3 12628L AJ 9 CSAB 2006-4 A6A...... 06/01/2014 MBS PAYMENT...... 32,111 ...... 32,111 ...... 20,310 ...... (74) ...... (74) ...... 32,111 ...... 0 ...... 267 07/25/2052 2...... 12629E AA 3 CSAB 2007-1 1A1A...... 06/01/2014 MBS PAYMENT...... 24,894 ...... 24,894 ...... 13,194 ...... (90) ...... (90) ...... 24,894 ...... 0 ...... 345 04/25/2044 2...... 126307 AG 2 CSC HOLDINGS LLC...... 06/13/2014 BARCLAYS AMERICAN...... 997,500 ...... 1,000,000 ...... 1,000,000 ...... 0 ...... 1,000,000 ...... (2,500) ...... (2,500) ...... 3,646 06/01/2024 3FE...... 126378 AL 2 CSMC 2007-1 1A6A...... 06/01/2014 MBS PAYMENT...... 49,482 ...... 49,482 ...... 25,432 ...... 25,432 ...... 0 ...... 25,432 ...... 24,050 ...... 24,050 ...... 974 02/01/2043 1FM..... 126384 CF 1 CSMC 2007-2 2A5...... 06/01/2014 MBS PAYMENT...... 219,757 ...... 219,757 ...... 212,341 ...... 220,365 ...... (607) ...... (607) ...... 219,757 ...... 0 ...... 4,928 03/25/2037 1FM..... 126410 LN 7 CSX TRANSPORTATION INC...... 04/15/2014 SINK...... 27,305 ...... 27,305 ...... 32,322 ...... 27,305 ...... 0 ...... 27,305 ...... 0 ...... 1,143 10/15/2014 1FE...... 12642M DS 6 CSMC 2009-12R 41A1...... 06/01/2014 MBS PAYMENT...... 9,057 ...... 9,057 ...... 8,615 ...... 8,921 ...... 136 ...... 136 ...... 9,057 ...... 0 ...... 161 03/27/2037 1FM..... 12643G AC 6 CSMC 2010-2R 1A3...... 06/01/2014 MBS PAYMENT...... 472 ...... 371 ...... 0 ...... 0 ...... 2 07/26/2037 2...... 126650 AW 0 CVS PASS-THROUGH TRUST...... 06/10/2014 MBS PAYMENT...... 11,099 ...... 11,099 ...... 10,623 ...... 11,073 ...... 27 ...... 27 ...... 11,099 ...... 0 ...... 245 01/11/2027 2FE...... 126650 BC 3 CVS PASS-THROUGH TRUST...... 06/10/2014 MBS PAYMENT...... 18,148 ...... 18,148 ...... 18,148 ...... 18,148 ...... 0 ...... 18,148 ...... 0 ...... 445 01/10/2028 2AM..... 126650 BP 4 CVS PASS-THROUGH TRUST...... 06/10/2014 MBS PAYMENT...... 115,131 ...... 115,131 ...... 117,676 ...... 115,178 ...... (46) ...... (46) ...... 115,131 ...... 0 ...... 2,897 12/10/2028 2FE...... US BANCORP INVESTMENTS 126650 BZ 2 CVS CAREMARK CORP...... 06/25/2014 INC ...... 250,981 ...... 260,000 ...... 258,151 ...... 258,317 ...... 105 ...... 105 ...... 258,422 ...... (7,442) ...... (7,442) ...... 4,072 12/01/2022 2FE...... 126650 CC 2 CVS CAREMARK CORP...... 06/25/2014 MILETUS TRADING LLC...... 167,952 ...... 160,000 ...... 159,296 ...... 159,300 ...... 28 ...... 28 ...... 159,328 ...... 8,624 ...... 8,624 ...... 3,573 12/05/2023 2FE...... 12665U AA 2 CVS PASS-THROUGH TRUST...... 06/13/2014 VARIOUS...... 1,032,996 ...... 995,658 ...... 995,658 ...... 995,658 ...... 0 ...... 995,658 ...... 37,338 ...... 37,338 ...... 23,255 01/10/2036 2FE...... 126670 CH 9 CWL 2005-11 AF3...... 06/01/2014 MBS PAYMENT...... 10,840 ...... 10,840 ...... 8,708 ...... 8,708 ...... 0 ...... 8,708 ...... 2,131 ...... 2,131 ...... 218 11/01/2042 1FM..... 126670 EB 0 CWL 2005-12 1A4...... 06/01/2014 MBS PAYMENT...... 126,879 ...... 126,879 ...... 122,438 ...... 126,558 ...... 321 ...... 321 ...... 126,879 ...... 0 ...... 3,332 02/25/2036 1FM..... 126670 ED 6 CWL 2005-12 1A6...... 06/01/2014 MBS PAYMENT...... 332,169 ...... 332,169 ...... 318,882 ...... 329,254 ...... 2,915 ...... 2,915 ...... 332,169 ...... 0 ...... 7,340 02/25/2036 1FM..... 126673 FV 9 CWL 2004-10 AF5B...... 06/01/2014 MBS PAYMENT...... 11,772 ...... 11,772 ...... 11,371 ...... 11,766 ...... 6 ...... 6 ...... 11,772 ...... 0 ...... 286 02/25/2035 1FM..... 126673 Y7 1 CWL 2005-7 AF4...... 06/01/2014 MBS PAYMENT...... 373,778 ...... 373,778 ...... 343,876 ...... 373,191 ...... 587 ...... 587 ...... 373,778 ...... 0 ...... 7,388 10/25/2035 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 12667A AC 0 CWL 2006-12 2A2...... 06/25/2014 MBS PAYMENT...... 33,407 ...... 33,407 ...... 27,812 ...... 32,858 ...... 549 ...... 549 ...... 33,407 ...... 0 ...... 46 12/25/2036 1FM..... 12667F 6D 2 CWALT 2005-J2 1A8...... 06/25/2014 MBS PAYMENT...... 24,094 ...... 24,094 ...... 15,179 ...... 221 ...... 221 ...... 24,094 ...... 0 ...... 49 04/25/2035 2...... 12667F AH 8 CWALT 2004-2CB 1A2...... 06/01/2014 MBS PAYMENT...... 357,478 ...... 357,478 ...... 343,849 ...... 354,211 ...... 3,267 ...... 3,267 ...... 357,478 ...... 0 ...... 7,690 03/25/2034 1FM..... 12667F AK 1 CWALT 2004-2CB 1A4...... 06/25/2014 MBS PAYMENT...... 32,567 ...... 32,567 ...... 26,868 ...... 29,691 ...... 2,876 ...... 2,876 ...... 32,567 ...... 0 ...... 76 03/25/2034 1FM..... 12667F FS 9 CWALT 2004-J4 B...... 04/01/2014 MBS PAYMENT...... 204,470 ...... 204,470 ...... 155,398 ...... 154,920 ...... 49,551 ...... 49,551 ...... 204,470 ...... 0 ...... 2,306 06/25/2034 1FM..... 12667F RY 3 CWALT 2004-22CB 1A1...... 06/01/2014 MBS PAYMENT...... 92,977 ...... 92,977 ...... 91,074 ...... 92,903 ...... 74 ...... 74 ...... 92,977 ...... 0 ...... 2,264 06/01/2042 1FM..... 12667F YW 9 CWALT 2004-28CB 7A1...... 06/01/2014 MBS PAYMENT...... 30,865 ...... 30,865 ...... 25,657 ...... 30,166 ...... 699 ...... 699 ...... 30,865 ...... 0 ...... 658 01/25/2020 1FM..... 12667G G4 9 CWALT 2005-J7 XB...... 06/25/2014 INTEREST ONLY PAYMENT...... 601 ...... 373 ...... (373) ...... (373) ...... 0 ...... 236 10/25/2017 4...... 12667G QC 0 CWALT 2005-20CB 2A6...... 06/01/2014 MBS PAYMENT...... 140,225 ...... 170,714 ...... 156,384 ...... 156,384 ...... 0 ...... 156,384 ...... (16,159) .....(16,159) ...... 4,191 07/25/2035 2FM..... 12667G X4 0 CWALT 2005-34CB 1A9...... 06/01/2014 MBS PAYMENT...... 296,311 ...... 324,467 ...... 296,076 ...... 296,922 ...... (611) ...... (611) ...... 296,311 ...... 0 ...... 7,537 09/25/2035 1FM..... 126683 AC 5 CWL 2006-S5 A3...... 06/01/2014 MBS PAYMENT...... 1,094,061 ...... 1,092,444 ...... 463,376 ...... 281,827 ...... 0 ...... 281,827 ...... 812,234 .....812,234 ...... 25,178 06/25/2035 1FM..... 126685 CZ 7 CWL 2006-S1 A2...... 06/01/2014 MBS PAYMENT...... 54,994 ...... 55,172 ...... 50,854 ...... 41,165 ...... 0 ...... 41,165 ...... 13,828 ...... 13,828 ...... 1,112 08/25/2021 1FM..... Q 12668B FH 1 CWALT 2005-86CB A8...... 06/01/2014 MBS PAYMENT...... 14,694 ...... 14,694 ...... 9,258 ...... 14,601 ...... 94 ...... 94 ...... 14,694 ...... 0 ...... 327 08/01/2050 1FM..... E

0 12668B JZ 7 CWALT 2006-J1 1A3...... 06/01/2014 MBS PAYMENT...... 143,643 ...... 171,249 ...... 121,801 ...... 144,909 ...... (1,266) ...... (1,266) ...... 143,643 ...... 0 ...... 4,109 06/25/2052 1FM..... 5 12668B KM 4 CWALT 2006-J1 2A1...... 05/01/2014 MBS PAYMENT...... 7,312 ...... 66,077 ...... 28,496 ...... (993) ...... (993) ...... 7,312 ...... 0 ...... 1,678 07/25/2052 2...... 1

4 12668B PS 6 CWALT 2006-4CB 1A6...... 06/01/2014 MBS PAYMENT...... 11,912 ...... 14,852 ...... 9,522 ...... 11,936 ...... (24) ...... (24) ...... 11,912 ...... 0 ...... 369 03/01/2042 1FM..... 12668G AF 9 CWL 2006-S9 A6...... 06/01/2014 MBS PAYMENT...... 350,729 ...... 350,729 ...... 152,567 ...... 315,855 ...... 34,873 ...... 34,873 ...... 350,729 ...... 0 ...... 8,226 08/25/2036 1FM..... 12668V AC 3 CWL 2006-S7 A3...... 06/01/2014 VARIOUS...... 30,908 ...... 68,219 ...... 31,381 ...... 18,064 ...... 0 ...... 18,064 ...... 12,844 ...... 12,844 ...... 1,752 11/25/2035 1FM..... 12668V AF 6 CWL 2006-S7 A6...... 06/01/2014 MBS PAYMENT...... 278,595 ...... 378,418 ...... 199,434 ...... 176,607 ...... 0 ...... 176,607 ...... 101,988 .....101,988 ...... 8,739 11/25/2035 1FM..... 12668W AC 1 CWL 2007-4 A3...... 06/01/2014 MBS PAYMENT...... 28,468 ...... 19,445 ...... 129 ...... (129) ...... (129) ...... 0 ...... 813 12/25/2052 1FM..... 12668X AB 1 CWL 2006-S8 A2...... 06/01/2014 MBS PAYMENT...... 158,515 ...... 158,515 ...... 126,812 ...... 99,995 ...... 0 ...... 99,995 ...... 58,519 ...... 58,519 ...... 3,599 04/25/2036 1FM..... 126694 2H 0 CWHL 2006-10 1A11...... 06/01/2014 MBS PAYMENT...... 109,816 ...... 115,148 ...... 86,275 ...... 107,755 ...... 2,061 ...... 2,061 ...... 109,816 ...... 0 ...... 2,974 08/01/2042 1FM..... 126694 3E 6 CWHL 2006-8 1X...... 06/25/2014 INTEREST ONLY PAYMENT...... 7,686 ...... 6,947 ...... (6,947) ...... (6,947) ...... 0 ...... 950 11/01/2042 5...... 126694 EG 9 CWHL 2005-21 A40...... 06/01/2014 MBS PAYMENT...... 68,202 ...... 104,489 ...... 58,906 ...... (1,258) ...... (1,258) ...... 68,202 ...... 0 ...... 864 10/25/2035 2...... 126694 FC 7 CWHL 2005-20 A5...... 06/01/2014 MBS PAYMENT...... 37,448 ...... 38,758 ...... 29,621 ...... 37,578 ...... (130) ...... (130) ...... 37,448 ...... 0 ...... 923 08/01/2042 1FM..... 126694 JY 5 CWHL 2005-24 A8...... 06/01/2014 MBS PAYMENT...... 106,161 ...... 106,975 ...... 76,487 ...... 105,310 ...... 851 ...... 851 ...... 106,161 ...... 0 ...... 2,576 09/01/2042 1FM..... 12669F N5 8 CWHL 2004-12 11A1...... 06/01/2014 MBS PAYMENT...... 300 ...... 300 ...... 90 ...... 284 ...... 16 ...... 16 ...... 300 ...... 0 ...... 4 08/25/2034 1FM..... 12669G BE 0 CWHL 2004-HYB6 A4...... 06/01/2014 MBS PAYMENT...... 24,923 ...... 24,923 ...... 16,200 ...... 197 ...... 197 ...... 24,923 ...... 0 ...... 236 11/20/2034 2...... 12669G JL 6 CWHL 2004-29 1B1...... 06/25/2014 MBS PAYMENT...... 44,473 ...... 122,323 ...... 37,060 ...... 18,854 ...... 25,857 ...... (238) ...... 25,619 ...... 44,473 ...... 0 ...... 688 02/25/2035 6FM..... 12669G NQ 0 CWHL 2005-7 2A2...... 06/25/2014 MBS PAYMENT...... 22,060 ...... 119,546 ...... 51,180 ...... 76 ...... 76 ...... 22,060 ...... 0 ...... 90 03/25/2035 2...... 12669T AA 1 CWL 2007-SD1 A1...... 06/25/2014 MBS PAYMENT...... 144,310 ...... 213,447 ...... 142,009 ...... 977 ...... 977 ...... 144,310 ...... 0 ...... 266 11/25/2052 2...... 12670B AC 3 CWL 2007-S2 A3...... 06/01/2014 MBS PAYMENT...... 54,365 ...... 54,365 ...... 21,670 ...... 21,670 ...... 0 ...... 21,670 ...... 32,694 ...... 32,694 ...... 1,520 05/25/2037 1FM..... 14040H AR 6 CAPITAL ONE FINANCIAL CO...... 06/23/2014 DEUTSCHE BANK...... 162,513 ...... 140,000 ...... 139,602 ...... 140,000 ...... 0 ...... 140,000 ...... 22,513 ...... 22,513 ...... 7,376 09/15/2017 2FE...... 141781 BA 1 CARGILL INC...... 06/25/2014 STIFEL NICOLAUS & CO...... 132,444 ...... 130,000 ...... 129,748 ...... 129,847 ...... 27 ...... 27 ...... 129,874 ...... 2,570 ...... 2,570 ...... 2,024 03/01/2017 1FE...... 14852M AF 8 CSTLE 2003-1AW A1...... 06/15/2014 MBS PAYMENT...... 9,567 ...... 9,567 ...... 8,610 ...... 9,209 ...... 358 ...... 358 ...... 9,567 ...... 0 ...... 35 05/15/2027 1FE...... 14855G AB 7 CLAST 2014-1 A1...... 06/18/2014 CALLED BY ISSUER at 100.000 ...... 55,400 ...... 55,400 ...... 55,400 ...... 0 ...... 55,400 ...... 0 ...... 485 02/15/2029 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 14855G AD 3 CLAST 2014-1 B...... 06/18/2014 CALLED BY ISSUER at 100.000 ...... 27,700 ...... 27,700 ...... 27,700 ...... 0 ...... 27,700 ...... 0 ...... 352 02/15/2029 2...... 149123 CC 3 CATERPILLAR INC...... 06/13/2014 US BANK...... 1,001,300 ...... 1,000,000 ...... 999,830 ...... 3 ...... 3 ...... 999,833 ...... 1,467 ...... 1,467 ...... 3,778 05/15/2024 1FE...... 14912L 3U 3 CATERPILLAR FINANCIAL SE...... 05/05/2014 MURIEL SIEBERT...... 2,791,212 ...... 2,450,000 ...... 2,961,487 ...... 2,838,205 ...... (30,849) ...... (30,849) ...... 2,807,356 ...... (16,145) .....(16,145) ...... 75,293 04/15/2018 1FE...... 14912L 5B 3 CATERPILLAR FINANCIAL SE...... 06/25/2014 BANK AMERICA...... 20,074 ...... 20,000 ...... 20,223 ...... 20,105 ...... (41) ...... (41) ...... 20,064 ...... 10 ...... 10 ...... 158 03/26/2015 1FE...... 14916R AC 8 CATHOLIC HEALTH INITIATI...... 06/25/2014 LOOP CAPITAL MARKETS, LLC ...... 87,134 ...... 90,000 ...... 89,761 ...... 89,793 ...... 18 ...... 18 ...... 89,811 ...... (2,677) ...... (2,677) ...... 1,733 11/01/2022 1FE...... 14916R AD 6 CATHOLIC HEALTH INITIATI...... 06/25/2014 MILETUS TRADING LLC...... 28,690 ...... 30,000 ...... 29,936 ...... 29,942 ...... 6 ...... 6 ...... 29,948 ...... (1,258) ...... (1,258) ...... 852 11/01/2042 1FE...... 14916R AE 4 CATHOLIC HEALTH INITIATI...... 06/25/2014 MILETUS TRADING LLC...... 70,767 ...... 70,000 ...... 69,971 ...... 69,972 ...... 2 ...... 2 ...... 69,973 ...... 793 ...... 793 ...... 1,193 08/01/2018 1FE...... 151020 AJ 3 CELGENE CORP...... 05/06/2014 BANK AMERICA...... 1,367,228 ...... 1,325,000 ...... 1,317,739 ...... 1,317,988 ...... 217 ...... 217 ...... 1,318,205 ...... 49,022 ...... 49,022 ...... 40,192 08/15/2023 2FE...... 151020 AP 9 CELGENE CORP...... 06/25/2014 BANK AMERICA...... 180,641 ...... 180,000 ...... 179,386 ...... 6 ...... 6 ...... 179,392 ...... 1,249 ...... 1,249 ...... 743 05/15/2024 2FE...... KGS ALPHA CAPITAL 15189X AL 2 CENTERPOINT ENER HOUSTON...... 06/26/2014 MARKETS ...... 677,260 ...... 710,000 ...... 708,111 ...... 708,389 ...... 117 ...... 117 ...... 708,506 ...... (31,246) .....(31,246) ...... 14,484 08/01/2022 1FE...... 15189X AN 8 CENTERPOINT ENER HOUSTON...... 06/25/2014 GOLDMAN SACHS...... 104,915 ...... 100,000 ...... 99,680 ...... 3 ...... 3 ...... 99,684 ...... 5,231 ...... 5,231 ...... 1,238 04/01/2044 1FE......

Q 152314 GB 0 CXHE 2002-D AF6...... 06/01/2014 MBS PAYMENT...... 421,502 ...... 421,502 ...... 348,152 ...... 408,290 ...... 13,212 ...... 13,212 ...... 421,502 ...... 0 ...... 8,125 12/25/2032 1FM..... E 152314 KH 2 CXHE 2004-C AF4...... 06/01/2014 MBS PAYMENT...... 128,195 ...... 128,195 ...... 105,175 ...... 127,382 ...... 812 ...... 812 ...... 128,195 ...... 0 ...... 2,667 05/25/2032 1FM..... 0

5 152314 NP 1 CXHE 2005-C AF5...... 06/01/2014 MBS PAYMENT...... 126,288 ...... 126,288 ...... 117,448 ...... 125,499 ...... 789 ...... 789 ...... 126,288 ...... 0 ...... 2,763 06/25/2035 1FM...... 1 152314 PH 7 CXHE 2005-D AF5...... 06/01/2014 MBS PAYMENT...... 780,392 ...... 780,392 ...... 762,833 ...... 776,788 ...... 3,603 ...... 3,603 ...... 780,392 ...... 0 ...... 18,999 10/25/2035 1FM..... 5 161542 CR 4 CFLAT 2003-C1 1M2...... 06/01/2014 MBS PAYMENT...... 22,919 ...... 22,919 ...... 20,484 ...... 22,330 ...... 589 ...... 589 ...... 22,919 ...... 0 ...... 520 06/25/2032 1FM..... 161546 DZ 6 CFAB 2003-1 1A5...... 05/01/2014 MBS PAYMENT...... 124,623 ...... 124,623 ...... 111,849 ...... 124,126 ...... 496 ...... 496 ...... 124,623 ...... 0 ...... 2,822 10/25/2032 1FM..... 161546 GZ 3 CFAB 2003-6 1A4...... 06/01/2014 MBS PAYMENT...... 46,995 ...... 46,995 ...... 41,590 ...... 45,831 ...... 1,164 ...... 1,164 ...... 46,995 ...... 0 ...... 899 11/25/2034 1FM..... 161546 HC 3 CFAB 2003-6 1A7...... 06/01/2014 MBS PAYMENT...... 10,913 ...... 10,913 ...... 8,840 ...... 10,792 ...... 121 ...... 121 ...... 10,913 ...... 0 ...... 199 11/25/2034 1FM..... 161546 HX 7 CFAB 2004-1 1B...... 04/01/2014 MBS PAYMENT...... 393,723 ...... 393,723 ...... 313,133 ...... 12 ...... 12 ...... 393,723 ...... 0 ...... 3,547 03/25/2034 2...... 16162W LF 4 CHASE 2005-S1 M...... 06/01/2014 MBS PAYMENT...... 23,090 ...... 192,395 ...... 79,483 ...... (3,856) ...... (3,856) ...... 23,090 ...... 0 ...... 2,508 05/25/2035 2...... 16162W MB 2 CHASE 2005-S2 A15...... 06/01/2014 MBS PAYMENT...... 568,231 ...... 568,231 ...... 546,200 ...... 546,200 ...... 0 ...... 546,200 ...... 22,032 ...... 22,032 ...... 9,967 01/01/2043 1FM..... 16163E AE 8 CHASE 2007-S2 1A5...... 06/01/2014 MBS PAYMENT...... 105,984 ...... 829,903 ...... 251,564 ...... (30,671) ...... (30,671) ...... 105,984 ...... 0 ...... 14,183 03/25/2037 2...... 16163F AG 0 CHASE 2007-S1 A7...... 06/01/2014 MBS PAYMENT...... 470,487 ...... 517,276 ...... 435,309 ...... 469,206 ...... 1,281 ...... 1,281 ...... 470,487 ...... 0 ...... 12,146 12/01/2038 1FM..... 17025J AK 9 CWHL 2007-13 A10...... 06/01/2014 MBS PAYMENT...... 305,342 ...... 342,132 ...... 313,906 ...... 310,120 ...... (4,778) ...... (4,778) ...... 305,342 ...... 0 ...... 8,499 08/25/2042 1FM..... 17216* AA 2 CINCINNATI LIFE INSURANCE (DAVIS)...... 06/12/2014 MBS PAYMENT...... 1,575 ...... 1,575 ...... 1,061 ...... 1,552 ...... 23 ...... 23 ...... 1,575 ...... 0 ...... 01/12/2021 1...... 172967 BU 4 CITIGROUP INC...... 06/19/2014 TENDER OFFER...... 2,532,777 ...... 2,281,000 ...... 2,395,073 ...... (1,380) ...... (1,380) ...... 2,393,693 ...... 139,084 .....139,084 .....110,557 02/22/2033 2FE...... 172967 BW 0 CITIGROUP INC...... 06/23/2014 CREDIT SUISSE...... 465,701 ...... 450,000 ...... 481,379 ...... 468,996 ...... (6,782) ...... (6,782) ...... 462,215 ...... 3,486 ...... 3,486 ...... 13,955 05/07/2015 2FE...... WELLS FARGO SECURITIES 172967 CQ 2 CITIGROUP INC...... 06/23/2014 LLC ...... 171,508 ...... 170,000 ...... 173,091 ...... 171,733 ...... (1,178) ...... (1,178) ...... 170,555 ...... 953 ...... 953 ...... 6,635 09/15/2014 2FE...... ROYAL BANK OF SCOTLAND 172967 EM 9 CITIGROUP INC...... 06/13/2014 US ...... 1,141,370 ...... 1,000,000 ...... 1,142,870 ...... (5,278) ...... (5,278) ...... 1,137,592 ...... 3,778 ...... 3,778 ...... 35,219 11/21/2017 1FE...... 172967 EV 9 CITIGROUP INC...... 06/23/2014 SUSQUEHANNA FINANCIAL...... 229,801 ...... 180,000 ...... 232,654 ...... 231,354 ...... (4,324) ...... (4,324) ...... 227,029 ...... 2,771 ...... 2,771 ...... 9,095 05/22/2019 1FE...... 172967 FA 4 CITIGROUP INC...... 06/23/2014 MILETUS TRADING LLC...... 164,758 ...... 160,000 ...... 174,253 ...... 166,182 ...... (2,867) ...... (2,867) ...... 163,315 ...... 1,443 ...... 1,443 ...... 5,102 01/15/2015 1FE...... 172967 GT 2 CITIGROUP INC...... 06/23/2014 VARIOUS...... 466,681 ...... 480,000 ...... 474,819 ...... 475,081 ...... 213 ...... 213 ...... 475,294 ...... (8,614) ...... (8,614) ...... 10,235 05/15/2023 2FE...... NOMURA SECURITIES 172967 HB 0 CITIGROUP INC...... 06/23/2014 DOMESTIC ...... 945,948 ...... 850,000 ...... 850,000 ...... 850,000 ...... 0 ...... 850,000 ...... 95,948 ...... 95,948 ...... 36,751 09/13/2025 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 172967 HD 6 CITIGROUP INC...... 04/24/2014 BNP PARIBAS - LONDON...... 4,493,610 ...... 4,500,000 ...... 4,427,940 ...... 1,843 ...... 1,843 ...... 4,429,783 ...... 63,827 ...... 63,827 ...... 89,125 10/25/2023 1FE...... 172967 HM 6 CITIGROUP INC...... 06/23/2014 MILETUS TRADING LLC...... 302,598 ...... 300,000 ...... 299,538 ...... 19 ...... 19 ...... 299,557 ...... 3,041 ...... 3,041 ...... 1,658 04/08/2019 1FE...... 172967 HT 1 CITIGROUP INC...... 06/18/2014 VARIOUS...... 229,724 ...... 230,000 ...... 229,715 ...... 0 ...... 229,715 ...... 9 ...... 9 ...... 95 06/16/2024 1FE...... 173067 AD 1 CGCMT 2004-C1 A4...... 04/01/2014 MBS PAYMENT...... 13,689 ...... 13,689 ...... 14,601 ...... 15,732 ...... (2,043) ...... (2,043) ...... 13,689 ...... 0 ...... 886 04/15/2040 1FM..... 17306S AA 1 CMLTI 2006-AR3 1A1A...... 06/01/2014 MBS PAYMENT...... 51,632 ...... 57,948 ...... 35,203 ...... 51,400 ...... 232 ...... 232 ...... 51,632 ...... 0 ...... 1,385 11/01/2048 1FM..... 17306U BY 3 CFMSI 2003-4 AF6...... 06/01/2014 MBS PAYMENT...... 51,572 ...... 51,572 ...... 45,029 ...... 50,545 ...... 1,026 ...... 1,026 ...... 51,572 ...... 0 ...... 1,065 10/25/2033 1FM..... 17307G 4H 8 CMLTI 2006-WF1 A2C...... 06/01/2014 MBS PAYMENT...... 3,854 ...... 3,854 ...... 2,399 ...... 2,754 ...... (11) ...... (11) ...... 2,742 ...... 1,111 ...... 1,111 ...... 71 05/01/2042 1FM..... 17307G 4K 1 CMLTI 2006-WF1 A2E...... 06/01/2014 MBS PAYMENT...... 22,302 ...... 22,302 ...... 15,340 ...... 6 ...... 6 ...... 22,302 ...... 0 ...... 97 03/25/2036 2...... 17307G 4L 9 CMLTI 2006-WF1 A2F...... 06/01/2014 MBS PAYMENT...... 139,841 ...... 139,841 ...... 91,802 ...... 91,802 ...... 0 ...... 91,802 ...... 48,039 ...... 48,039 ...... 2,764 05/01/2042 1FM..... 17307G GY 8 CMLTI 2004-NCM2 1CB2...... 06/01/2014 MBS PAYMENT...... 496,437 ...... 496,437 ...... 501,706 ...... 501,328 ...... 0 ...... 501,328 ...... (4,891) ...... (4,891) ...... 13,593 11/01/2037 2FM..... 17307G L8 9 CMLTI 2005-9 22A2...... 06/01/2014 MBS PAYMENT...... 234,294 ...... 296,484 ...... 280,134 ...... (3,281) ...... (3,281) ...... 234,294 ...... 0 ...... 4,229 04/25/2039 1...... 17307G MJ 4 CMLTI 2004-HYB4 WA...... 06/01/2014 MBS PAYMENT...... 15,307 ...... 15,307 ...... 11,939 ...... 15,159 ...... 147 ...... 147 ...... 15,307 ...... 0 ...... 142 12/25/2034 1FM..... Q 17307G PF 9 CMLTI 2005-WF1 A5...... 06/01/2014 MBS PAYMENT...... 23,616 ...... 23,616 ...... 20,748 ...... 23,037 ...... 579 ...... 579 ...... 23,616 ...... 0 ...... 485 11/25/2034 1FM..... E

0 17309R AA 0 CMLTI 2006-AR6 1A1...... 06/01/2014 MBS PAYMENT...... 41,461 ...... 43,645 ...... 31,638 ...... 41,002 ...... 458 ...... 458 ...... 41,461 ...... 0 ...... 1,021 08/25/2036 1FM..... 5 17309V AQ 6 CMALT 2006-A4 2A1...... 06/01/2014 MBS PAYMENT...... 583,474 ...... 583,474 ...... 478,449 ...... 576,419 ...... 7,055 ...... 7,055 ...... 583,474 ...... 0 ...... 13,845 01/01/2024 1FM...... 1

6 17310M AU 4 CGCMT 2006-C5 G...... 06/01/2014 MBS PAYMENT...... 86 ...... 1 ...... (3) ...... 2 ...... 1 ...... 3 ...... 0 ...... 10/15/2049 1FM..... 17311F AD 6 CMLTI 2007-OPX1 A3A...... 06/01/2014 MBS PAYMENT...... 58,040 ...... 58,040 ...... 35,114 ...... 317 ...... 317 ...... 58,040 ...... 0 ...... 531 01/25/2037 2...... 17311L AB 7 CMLTI 2007-AR5 1A2A...... 06/01/2014 MBS PAYMENT...... 11,445 ...... 11,431 ...... 5,257 ...... 11,292 ...... 152 ...... 152 ...... 11,445 ...... 0 ...... 130 04/25/2037 1FM..... 17315C AD 9 CMLTI 2009-3 2A1...... 06/01/2014 MBS PAYMENT...... 321,730 ...... 321,730 ...... 301,622 ...... 318,323 ...... 3,407 ...... 3,407 ...... 321,730 ...... 0 ...... 8,015 09/25/2021 1FM..... 17318U AA 2 CGCMT 2012-GC8 A1...... 06/01/2014 MBS PAYMENT...... 24,462 ...... 24,462 ...... 24,469 ...... 24,464 ...... (2) ...... (2) ...... 24,462 ...... 0 ...... 56 09/10/2045 1FM..... 17318U AS 3 CGCMT 2012-GC8 E...... 05/07/2014 BANK AMERICA...... 8,332,335 ...... 9,504,000 ...... 6,462,720 ...... 6,707,152 ...... 73,139 ...... 73,139 ...... 6,780,290 ...... 1,552,045 ..1,552,045 .....208,301 09/10/2045 1AM..... 17321J AR 5 CGCMT 2013-GC15...... 05/06/2014 DEUTSCHE BANK...... 778,150 ...... 985,000 ...... 728,900 ...... 731,418 ...... 6,672 ...... 6,672 ...... 738,090 ...... 40,060 ...... 40,060 ...... 18,373 09/10/2046 1AM..... 17322A AP 7 CGCMT 2014-GC19 E...... 05/30/2014 VARIOUS...... 9,357,881 ...... 11,596,000 ...... 8,994,148 ...... 38,327 ...... 38,327 ...... 9,032,475 ...... 325,407 .....325,407 .....134,953 03/01/2047 1AM..... 186108 BU 9 CLEVELAND ELECTRIC ILLUMINATING...... 06/25/2014 MILETUS TRADING LLC...... 203,675 ...... 170,000 ...... 212,612 ...... 206,389 ...... (4,459) ...... (4,459) ...... 201,929 ...... 1,746 ...... 1,746 ...... 8,745 11/01/2017 2FE...... 186108 CH 7 CLEVELAND ELECTRIC ILLUM...... 06/25/2014 MILETUS TRADING LLC...... 215,975 ...... 170,000 ...... 230,025 ...... 217,648 ...... (4,463) ...... (4,463) ...... 213,185 ...... 2,790 ...... 2,790 ...... 9,262 11/15/2018 2FE...... 18683K AB 7 CLIFFS NATURAL RESOURCES...... 06/16/2014 VARIOUS...... 323,414 ...... 330,000 ...... 321,048 ...... 321,568 ...... 523 ...... 523 ...... 322,091 ...... 1,323 ...... 1,323 ...... 10,241 10/01/2020 2FE...... 18976G AF 3 CMALT 2007-A6 1A6...... 06/01/2014 MBS PAYMENT...... 211,983 ...... 306,146 ...... 251,283 ...... 251,283 ...... 0 ...... 251,283 ...... (39,300) .....(39,300) ...... 7,745 06/25/2037 1FM..... 191216 AY 6 COCA-COLA CO/THE...... 06/12/2014 CITI...... 272,508 ...... 270,000 ...... 269,371 ...... 269,569 ...... 53 ...... 53 ...... 269,621 ...... 2,887 ...... 2,887 ...... 3,378 03/14/2018 1FE...... WELLS FARGO SECURITIES 191216 BF 6 COCA-COLA CO/THE...... 06/12/2014 LLC ...... 200,058 ...... 200,000 ...... 199,714 ...... 199,723 ...... 25 ...... 25 ...... 199,749 ...... 309 ...... 309 ...... 2,072 11/01/2018 1FE...... 20030N BG 5 COMCAST CORP...... 06/25/2014 HSBC SECURITIES LIMITED...... 121,234 ...... 120,000 ...... 118,165 ...... 11 ...... 11 ...... 118,176 ...... 3,057 ...... 3,057 ...... 2,415 01/15/2043 1FE...... 20030N BJ 9 COMCAST CORP...... 06/25/2014 VARIOUS...... 556,284 ...... 550,000 ...... 546,843 ...... 48 ...... 48 ...... 546,891 ...... 9,393 ...... 9,393 ...... 3,526 03/01/2024 1FE...... US BANCORP INVESTMENTS 202795 HT 0 COMMONWEALTH EDISON...... 06/25/2014 INC ...... 145,395 ...... 110,000 ...... 109,668 ...... 110,000 ...... 0 ...... 110,000 ...... 35,395 ...... 35,395 ...... 6,721 01/15/2038 1FE...... 208251 AE 8 CONOCO INC...... 06/25/2014 VARIOUS...... 476,916 ...... 350,000 ...... 411,586 ...... 398,981 ...... (844) ...... (844) ...... 398,137 ...... 78,779 ...... 78,779 ...... 16,526 04/15/2029 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 20825C AR 5 CONOCOPHILLIPS...... 06/13/2014 PORALES PARTNERS LLC...... 755,528 ...... 650,000 ...... 797,622 ...... 781,922 ...... (11,609) ...... (11,609) ...... 770,313 ...... (14,786) .....(14,786) ...... 32,911 02/01/2019 1FE...... 210523 AF 3 CONFD 2001-1 A6...... 04/20/2014 MBS PAYMENT...... 39,469 ...... 39,469 ...... 38,107 ...... 39,469 ...... 1 ...... 1 ...... 39,469 ...... 0 ...... 1,137 10/20/2016 1FE...... 21075W KC 8 CONHE 1999-1 B...... 06/01/2014 MBS PAYMENT...... 9,741 ...... 10,740 ...... 8,780 ...... 10,950 ...... (1,210) ...... (1,210) ...... 9,741 ...... 0 ...... 332 02/25/2034 1FM..... 210795 QA 1 CONTL AIRLINES 2012-B...... 04/11/2014 MBS PAYMENT...... 13,176 ...... 13,176 ...... 13,176 ...... 13,176 ...... 0 ...... 13,176 ...... 0 ...... 412 04/11/2020 3AM..... 21079N AA 9 CONTL AIRLINES 2007-1...... 06/13/2014 VARIOUS...... 1,512,506 ...... 1,341,597 ...... 1,450,449 ...... 1,446,665 ...... (1,993) ...... (1,993) ...... 1,444,672 ...... 67,834 ...... 67,834 ...... 52,529 04/19/2022 3FE...... 21079U AA 3 CONTL AIRLINES 2009-2...... 05/10/2014 MBS PAYMENT...... 14,446 ...... 14,446 ...... 15,024 ...... 14,446 ...... 0 ...... 14,446 ...... 0 ...... 524 11/10/2019 2FE...... 210805 BD 8 CONTL AIRLINES 1997-1...... 04/02/2014 MBS PAYMENT...... 10,735 ...... 10,735 ...... 9,549 ...... 10,729 ...... 5 ...... 5 ...... 10,735 ...... 0 ...... 400 04/01/2015 3AM..... 210805 CQ 8 CONTL AIRLINES 1999-1...... 06/25/2014 GOLDMAN SACHS...... 11,420 ...... 10,288 ...... 10,996 ...... 11,048 ...... (54) ...... (54) ...... 10,994 ...... 426 ...... 426 ...... 606 02/02/2019 2FE...... 210885 A# 6 CONTINENTAL CASUALTY (RAGLIN)...... 06/01/2014 MBS PAYMENT...... 1,456 ...... 1,456 ...... 1,016 ...... 1,425 ...... 30 ...... 30 ...... 1,456 ...... 0 ...... 01/01/2023 1...... 210885 A@ 8 CONTINENTAL CASUALTY (DAVIS)...... 06/27/2014 MBS PAYMENT...... 1,470 ...... 1,470 ...... 956 ...... 1,439 ...... 31 ...... 31 ...... 1,470 ...... 0 ...... 06/27/2022 1...... 210885 B* 9 CONTINENTAL ASSURANCE COMPANY (BIER)...... 06/16/2014 MBS PAYMENT...... 2,979 ...... 2,979 ...... 1,919 ...... 2,936 ...... 43 ...... 43 ...... 2,979 ...... 0 ...... 05/16/2024 1...... 21121# AC 0 CONTINENTAL CASUALTY (MORGAN)...... 06/13/2014 MBS PAYMENT...... 1,230 ...... 1,230 ...... 884 ...... 1,210 ...... 20 ...... 20 ...... 1,230 ...... 0 ...... 05/13/2021 1...... Q 21121# AD 8 CONTINENTAL CASUALTY COMPANY (YOUNG)...... 06/15/2014 MBS PAYMENT...... 660 ...... 660 ...... 285 ...... 653 ...... 7 ...... 7 ...... 660 ...... 0 ...... 09/15/2033 1...... E

0 21121# AF 3 CONTINENTAL CASUALTY CO (YOUNG)...... 06/15/2014 MBS PAYMENT...... 300 ...... 300 ...... 131 ...... 297 ...... 3 ...... 3 ...... 300 ...... 0 ...... 09/15/2033 1...... 5 212015 AP 6 CONTINENTAL RESOURCES...... 05/12/2014 HSBC SECURITIES LIMITED...... 3,033,270 ...... 3,000,000 ...... 2,991,510 ...... 0 ...... 2,991,510 ...... 41,760 ...... 41,760 ...... 06/01/2044 2FE...... 1

7 224044 BR 7 COX COMMUNICATIONS INC...... 06/25/2014 MORGAN STANLEY...... 58,012 ...... 50,000 ...... 50,156 ...... 50,156 ...... 0 ...... 50,156 ...... 7,857 ...... 7,857 ...... 1,836 12/01/2036 2FE...... 22404Q AG 3 COX COMMUNICATIONS INC...... 06/13/2014 SALOMON SMITH BARNEY...... 595,175 ...... 500,000 ...... 583,325 ...... (1,554) ...... (1,554) ...... 581,771 ...... 13,404 ...... 13,404 ...... 14,769 01/15/2028 2FE...... 224399 AS 4 CRANE CO...... 06/25/2014 MILETUS TRADING LLC...... 214,179 ...... 210,000 ...... 209,971 ...... 209,971 ...... 3 ...... 3 ...... 209,974 ...... 4,205 ...... 4,205 ...... 3,096 12/15/2018 2FE...... 22540V XD 9 CSFB 2002-HE4 M2...... 06/25/2014 MBS PAYMENT...... 24,693 ...... 24,693 ...... 21,421 ...... 24,653 ...... 40 ...... 40 ...... 24,693 ...... 0 ...... 284 08/25/2032 1FM..... 22541N 5S 4 CSFB 2003-10 1A4...... 06/01/2014 MBS PAYMENT...... 447,568 ...... 447,568 ...... 374,279 ...... 441,737 ...... 5,831 ...... 5,831 ...... 447,568 ...... 0 ...... 10,518 07/01/2042 1FM..... 22541N W9 6 CSFB 2003-8 4PPA...... 06/01/2014 MBS PAYMENT...... 45,772 ...... 45,772 ...... 46,080 ...... 46,080 ...... 0 ...... 46,080 ...... (309) ...... (309) ...... 1,301 10/01/2036 1FM..... 22541Q 3U 4 CSFB 2003-29 1A1...... 06/01/2014 MBS PAYMENT...... 99,643 ...... 99,643 ...... 89,679 ...... 99,507 ...... 135 ...... 135 ...... 99,643 ...... 0 ...... 3,023 07/25/2043 1FM..... 22541Q PZ 9 CSFB 2003-21 4A1...... 06/01/2014 MBS PAYMENT...... 9,004 ...... 9,004 ...... 8,087 ...... 8,969 ...... 35 ...... 35 ...... 9,004 ...... 0 ...... 206 09/01/2033 1FM..... 22541Q QQ 8 CSFB 2003-21 DB1...... 06/01/2014 MBS PAYMENT...... 13,079 ...... 13,079 ...... 13,226 ...... (5) ...... (5) ...... 13,079 ...... 0 ...... 10/25/2041 1...... 22541S TV 0 CSFB 2004-4 1A11...... 06/01/2014 MBS PAYMENT...... 35,674 ...... 35,674 ...... 33,177 ...... 35,384 ...... 291 ...... 291 ...... 35,674 ...... 0 ...... 688 08/25/2034 1FM..... 225458 2H 0 CSFB 2005-8 7A1...... 04/01/2014 MBS PAYMENT...... 10,054 ...... 10,255 ...... 6,216 ...... 10,087 ...... (33) ...... (33) ...... 10,054 ...... 0 ...... 239 10/25/2053 1FM..... 22546M AQ 9 CSMC 2005-1R 2A5...... 06/01/2014 MBS PAYMENT...... 365,513 ...... 417,648 ...... 300,707 ...... 372,040 ...... (6,527) ...... (6,527) ...... 365,513 ...... 0 ...... 11,022 01/25/2054 1FM..... 225470 DY 6 CSFB 2005-10 3A3...... 06/01/2014 MBS PAYMENT...... 420,053 ...... 422,428 ...... 358,739 ...... 358,739 ...... 0 ...... 358,739 ...... 61,313 ...... 61,313 ...... 8,861 02/25/2041 2FM..... 225470 RY 1 CSFB 2005-12 6A1...... 06/01/2014 MBS PAYMENT...... 186,152 ...... 241,831 ...... 165,806 ...... 187,555 ...... (1,403) ...... (1,403) ...... 186,152 ...... 0 ...... 6,323 05/01/2051 1FM..... 225470 VM 2 CSMC 2006-1 3A21...... 06/01/2014 MBS PAYMENT...... 73,923 ...... 73,751 ...... 69,326 ...... 66,781 ...... 0 ...... 66,781 ...... 7,142 ...... 7,142 ...... 1,671 05/01/2051 1FM..... 225470 XK 4 HEMT 2006-1 A2...... 06/25/2014 MBS PAYMENT...... 8,769 ...... 8,769 ...... 5,253 ...... 8,532 ...... 237 ...... 237 ...... 8,769 ...... 0 ...... 188 05/25/2036 1FM..... 225470 YF 4 CSMC 2006-2 2A1...... 06/01/2014 MBS PAYMENT...... 12,161 ...... 12,161 ...... 10,762 ...... 0 ...... 12,161 ...... 0 ...... 03/25/2036 1...... 2254W0 NP 6 CSFB 2005-11 4A1...... 06/01/2014 MBS PAYMENT...... 7,722 ...... 36,820 ...... 17,670 ...... (851) ...... (851) ...... 7,722 ...... 0 ...... 974 12/25/2041 2...... 231021 AR 7 CUMMINS INC...... 06/26/2014 VARIOUS...... 228,288 ...... 220,000 ...... 218,684 ...... 218,715 ...... 55 ...... 55 ...... 218,770 ...... 9,518 ...... 9,518 ...... 6,133 10/01/2023 1FE...... 23244F AV 6 CWALT 2006-J7 1A1...... 06/01/2014 MBS PAYMENT...... 98,265 ...... 98,316 ...... 63,066 ...... 63,066 ...... 0 ...... 63,066 ...... 35,199 ...... 35,199 ...... 2,979 06/01/2051 1FM..... 23306A AA 8 DBRR 2012-EZ1 A...... 06/01/2014 MBS PAYMENT...... 298,345 ...... 298,345 ...... 298,953 ...... 290,055 ...... 8,289 ...... 8,289 ...... 298,345 ...... 0 ...... 876 09/25/2045 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 23317H AC 6 DDR CORP...... 06/24/2014 VARIOUS...... 2,025,129 ...... 2,000,000 ...... 1,986,540 ...... 1,986,718 ...... 872 ...... 872 ...... 1,987,590 ...... 37,539 ...... 37,539 ...... 40,192 01/15/2021 2FE...... 233851 AU 8 DAIMLER FINANCE NA LLC...... 06/25/2014 CREDIT AGRICOLE CIB...... 161,294 ...... 160,000 ...... 159,333 ...... 159,461 ...... 69 ...... 69 ...... 159,529 ...... 1,765 ...... 1,765 ...... 2,875 01/11/2018 1FE...... 247367 BH 7 DELTA AIR LINES 2007-1 A...... 06/13/2014 VARIOUS...... 597,549 ...... 504,218 ...... 518,420 ...... 518,761 ...... (369) ...... (369) ...... 518,392 ...... 79,157 ...... 79,157 ...... 29,425 08/10/2022 2FE...... WELLS FARGO SECURITIES 25179M AL 7 DEVON ENERGY CORPORATION...... 06/12/2014 LLC ...... 183,235 ...... 160,000 ...... 159,491 ...... 159,718 ...... 53 ...... 53 ...... 159,771 ...... 23,464 ...... 23,464 ...... 8,263 07/15/2041 2FE...... 25179M AT 0 DEVON ENERGY CORPORATION...... 06/13/2014 VARIOUS...... 865,911 ...... 860,000 ...... 858,512 ...... 858,522 ...... 130 ...... 130 ...... 858,652 ...... 7,259 ...... 7,259 ...... 9,614 12/15/2018 2FE...... SUNTRUST ROBINSON 25179S AD 2 DEVON FINANCING CO LLC...... 06/12/2014 HUMPHREY ...... 166,889 ...... 120,000 ...... 144,316 ...... 141,184 ...... (259) ...... (259) ...... 140,925 ...... 25,964 ...... 25,964 ...... 6,746 09/30/2031 2FE...... US BANCORP INVESTMENTS 25243Y AU 3 DIAGEO PLC...... 06/25/2014 INC ...... 28,669 ...... 30,000 ...... 29,927 ...... 29,931 ...... 3 ...... 3 ...... 29,934 ...... (1,265) ...... (1,265) ...... 518 04/29/2023 1FE...... 25245B AB 3 DIAGEO INVESTMENT CORP...... 06/25/2014 J.P. MORGAN...... 29,865 ...... 30,000 ...... 31,424 ...... 31,242 ...... (64) ...... (64) ...... 31,178 ...... (1,313) ...... (1,313) ...... 539 05/11/2022 1FE...... 25466A AC 5 DISCOVER BANK...... 06/13/2014 DB CLEARING SERVICE...... 1,002,180 ...... 1,000,000 ...... 968,600 ...... 970,509 ...... 3,146 ...... 3,146 ...... 973,655 ...... 28,525 ...... 28,525 ...... 16,500 02/21/2018 2FE...... 25468P CS 3 WALT DISNEY COMPANY/THE...... 06/25/2014 SUMRIDGE PARTNERS...... 170,794 ...... 170,000 ...... 168,368 ...... 168,975 ...... 159 ...... 159 ...... 169,134 ...... 1,660 ...... 1,660 ...... 1,652 02/15/2017 1FE...... Q 25746U BG 3 DOMINION RESOURCES INC...... 06/25/2014 STIFEL NICOLAUS & CO...... 256,678 ...... 200,000 ...... 274,268 ...... 257,171 ...... (5,160) ...... (5,160) ...... 252,011 ...... 4,667 ...... 4,667 ...... 16,813 01/15/2019 2FE...... E

0 26138E AM 1 DR PEPPER SNAPPLE GROUP...... 06/12/2014 BANK AMERICA...... 134,367 ...... 130,000 ...... 129,856 ...... 129,972 ...... 16 ...... 16 ...... 129,988 ...... 4,379 ...... 4,379 ...... 3,477 01/15/2016 2FE...... 5

. 26223N AD 7 DRUG 2012-1 A1...... 04/15/2014 MBS PAYMENT...... 27,487 ...... 27,487 ...... 27,487 ...... 27,487 ...... 0 ...... 27,487 ...... 0 ...... 763 07/15/2024 2AM..... 1

8 26223U AA 7 DRUGB 2012-1 A1...... 06/01/2014 MBS PAYMENT...... 2,255,573 ...... 2,255,573 ...... 2,255,573 ...... 2,255,573 ...... 0 ...... 2,255,573 ...... 0 ...... 65,149 01/15/2025 2AM..... 264411 AD 1 DUKE REALTY LP...... 06/13/2014 VARIOUS...... 1,281,246 ...... 1,240,000 ...... 1,236,863 ...... 1,236,906 ...... 236 ...... 236 ...... 1,237,141 ...... 44,104 ...... 44,104 ...... 24,354 02/15/2021 2FE...... 26441C AK 1 DUKE ENERGY CORP...... 06/25/2014 MILETUS TRADING LLC...... 80,774 ...... 80,000 ...... 79,913 ...... 79,922 ...... 8 ...... 8 ...... 79,930 ...... 843 ...... 843 ...... 891 06/15/2018 2FE...... 26441C AN 5 DUKE ENERGY CORP...... 05/27/2014 FIRST TENNESSEE...... 1,029,010 ...... 1,000,000 ...... 1,016,710 ...... (116) ...... (116) ...... 1,016,594 ...... 12,416 ...... 12,416 ...... 5,833 04/15/2024 2FE...... 26442C AA 2 DUKE ENERGY CAROLINAS...... 06/25/2014 J.P. MORGAN...... 298,939 ...... 240,000 ...... 299,410 ...... 297,202 ...... (616) ...... (616) ...... 296,586 ...... 2,353 ...... 2,353 ...... 8,337 06/01/2037 1FE...... 26442C AG 9 DUKE ENERGY CAROLINAS...... 06/25/2014 J.P. MORGAN...... 72,491 ...... 60,000 ...... 78,082 ...... 73,421 ...... (1,274) ...... (1,274) ...... 72,147 ...... 344 ...... 344 ...... 2,578 11/15/2018 1FE...... 26442E AA 8 DUKE ENERGY OHIO INC...... 06/25/2014 MILETUS TRADING LLC...... 103,460 ...... 90,000 ...... 107,814 ...... 104,159 ...... (1,238) ...... (1,238) ...... 102,922 ...... 539 ...... 539 ...... 3,611 04/01/2019 1FE...... 268668 EB 2 EMCM 2004-C A1...... 06/25/2014 MBS PAYMENT...... 67,526 ...... 67,526 ...... 62,293 ...... 66,313 ...... 1,213 ...... 1,213 ...... 67,526 ...... 0 ...... 275 03/25/2031 1FM..... 26875P AA 9 EOG RESOURCES INC...... 06/12/2014 CREDIT SUISSE...... 217,016 ...... 190,000 ...... 189,869 ...... 190,000 ...... 0 ...... 190,000 ...... 27,016 ...... 27,016 ...... 8,434 09/15/2017 1FE...... 26875P AE 1 EOG RESOURCES INC...... 06/13/2014 GSEC NEDDAVIS...... 1,102,550 ...... 1,000,000 ...... 1,108,890 ...... (2,779) ...... (2,779) ...... 1,106,111 ...... (3,561) ...... (3,561) ...... 24,078 06/01/2020 1FE...... 26882P BE 1 ERAC USA FINANCE LLC...... 06/13/2014 VARIOUS...... 1,267,357 ...... 975,000 ...... 1,166,746 ...... 1,165,227 ...... (1,733) ...... (1,733) ...... 1,163,494 ...... 103,864 .....103,864 ...... 44,406 10/15/2037 2FE...... 26884T AK 8 ERAC USA FINANCE LLC...... 05/19/2014 GOLDMAN SACHS...... 1,680,331 ...... 1,625,000 ...... 1,622,595 ...... 1,622,746 ...... 171 ...... 171 ...... 1,622,917 ...... 57,414 ...... 57,414 ...... 25,404 11/01/2018 2FE...... 26884T AL 6 ERAC USA FINANCE LLC...... 06/13/2014 FIRST TENNESSEE...... 599,070 ...... 600,000 ...... 598,980 ...... 5 ...... 5 ...... 598,985 ...... 85 ...... 85 ...... 1,668 11/15/2024 2FE...... 278062 AE 4 EATON CORP...... 06/25/2014 GOLDMAN SACHS...... 479,760 ...... 500,000 ...... 500,715 ...... 500,715 ...... (2) ...... (2) ...... 500,713 ...... (20,953) .....(20,953) ...... 13,488 11/02/2042 2FE...... 278865 AH 3 ECOLAB INC...... 06/25/2014 CREDIT SUISSE...... 102,690 ...... 100,000 ...... 109,476 ...... 104,506 ...... (1,947) ...... (1,947) ...... 102,560 ...... 130 ...... 130 ...... 4,211 02/15/2015 2FE...... WELLS FARGO SECURITIES 278865 AM 2 ECOLAB INC...... 06/25/2014 LLC ...... 116,105 ...... 100,000 ...... 98,971 ...... 99,085 ...... 43 ...... 43 ...... 99,128 ...... 16,977 ...... 16,977 ...... 3,025 12/08/2041 2FE...... 281020 AF 4 EDISON INTERNATIONAL...... 06/25/2014 MILETUS TRADING LLC...... 245,256 ...... 230,000 ...... 226,516 ...... 228,023 ...... 275 ...... 275 ...... 228,298 ...... 16,958 ...... 16,958 ...... 6,732 09/15/2017 1FE...... 283695 AZ 7 EL PASO NATURAL GAS...... 06/25/2014 J.P. MORGAN...... 52,464 ...... 40,000 ...... 51,029 ...... 48,870 ...... (426) ...... (426) ...... 48,444 ...... 4,020 ...... 4,020 ...... 3,268 01/15/2022 2FE...... 29379V AS 2 ENTERPRISE PRODUCTS OPER...... 06/25/2014 MILETUS TRADING LLC...... 124,668 ...... 120,000 ...... 119,485 ...... 119,805 ...... 55 ...... 55 ...... 119,860 ...... 4,808 ...... 4,808 ...... 3,467 02/01/2016 2FE...... 295242 A# 8 ERIE FAMILY LIFE INS CO (GOINS)...... 06/01/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,028 ...... 1,777 ...... 23 ...... 23 ...... 1,800 ...... 0 ...... 12/01/2030 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 30161N AC 5 EXELON CORP...... 06/25/2014 MILETUS TRADING LLC...... 111,536 ...... 100,000 ...... 95,862 ...... 96,702 ...... 77 ...... 77 ...... 96,779 ...... 14,757 ...... 14,757 ...... 2,984 06/15/2035 2FE...... MITSUBISHI UFJ SECURITIES 30162A AF 5 EXELIS INC...... 06/17/2014 USA ...... 477,098 ...... 450,000 ...... 460,496 ...... 457,176 ...... (1,127) ...... (1,127) ...... 456,049 ...... 21,049 ...... 21,049 ...... 13,759 10/01/2016 2FE...... 302182 AF 7 EXPRESS SCRIPTS HOLDING...... 06/25/2014 DEUTSCHE BANK...... 177,074 ...... 170,000 ...... 169,315 ...... 169,715 ...... 74 ...... 74 ...... 169,789 ...... 7,285 ...... 7,285 ...... 3,261 05/15/2016 2FE...... 302567 AA 0 FPL ENERGY AMERICAN WIND...... 06/20/2014 SINK...... 33,042 ...... 33,042 ...... 33,282 ...... 32,980 ...... 62 ...... 62 ...... 33,042 ...... 0 ...... 2,194 06/20/2023 3FE...... 30291E AG 9 FREMF 2013-K712 C...... 04/08/2014 BREAN CAPITAL, LLC...... 7,124,219 ...... 7,500,000 ...... 6,617,969 ...... 6,693,491 ...... 29,227 ...... 29,227 ...... 6,722,719 ...... 401,500 .....401,500 ...... 90,059 05/25/2045 1FM..... 30291G AQ 2 FREMF 2013-K27 C...... 04/16/2014 WELLS FARGO FINANCIAL US...... 1,810,313 ...... 2,000,000 ...... 1,673,516 ...... 1,675,171 ...... 8,042 ...... 8,042 ...... 1,683,213 ...... 127,099 .....127,099 ...... 21,762 01/25/2046 1FM..... 30291J AL 7 FREMF 2013-K29 C...... 04/08/2014 BREAN CAPITAL, LLC...... 4,443,750 ...... 5,000,000 ...... 4,160,938 ...... 4,163,703 ...... 17,988 ...... 17,988 ...... 4,181,691 ...... 262,059 .....262,059 ...... 63,350 05/25/2046 1FM..... 30291K AQ 3 FREMF 2013-K30 C...... 04/16/2014 WELLS FARGO FINANCIAL US...... 2,698,594 ...... 3,000,000 ...... 2,486,250 ...... 2,488,702 ...... 11,882 ...... 11,882 ...... 2,500,583 ...... 198,010 .....198,010 ...... 42,054 06/25/2045 1FM..... 30291X AG 7 FREMF 2014-K715 C...... 05/14/2014 BREAN CAPITAL, LLC...... 2,009,375 ...... 2,000,000 ...... 1,981,438 ...... 48 ...... 48 ...... 1,981,486 ...... 27,889 ...... 27,889 ...... 4,265 02/25/2046 2FE...... 310225 B* 7 FARMERS NEW WORLD LIFE INS(KENSINGER)...... 06/01/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,245 ...... 7 ...... 7 ...... 1,800 ...... 0 ...... 07/01/2023 1...... 31428X AY 2 FEDEX CORP...... 04/14/2014 CITI...... 4,133,000 ...... 4,000,000 ...... 3,993,120 ...... 167 ...... 167 ...... 3,993,287 ...... 139,713 .....139,713 ...... 43,556 01/15/2024 2FE......

Q 31659E AC 2 FMIC 2006-2 2A2...... 06/25/2014 MBS PAYMENT...... 91,711 ...... 91,711 ...... 50,583 ...... 261 ...... 261 ...... 91,711 ...... 0 ...... 37 10/25/2055 1FM..... E 32051G 2Z 7 FHAMS 2006-FA2 1A5...... 06/01/2014 MBS PAYMENT...... 159,696 ...... 219,748 ...... 189,258 ...... 162,258 ...... (2,562) ...... (2,562) ...... 159,696 ...... 0 ...... 5,147 05/25/2036 2FM..... 0

5 32051G 3A 1 FHAMS 2006-FA2 1A6...... 06/01/2014 MBS PAYMENT...... 134,397 ...... 184,936 ...... 158,520 ...... 158,520 ...... 0 ...... 158,520 ...... (24,122) .....(24,122) ...... 4,332 05/25/2036 3FM...... 1 32051G BD 6 FHASI 2004-AR6 2A1...... 06/01/2014 MBS PAYMENT...... 60,935 ...... 60,935 ...... 42,731 ...... 60,380 ...... 556 ...... 556 ...... 60,935 ...... 0 ...... 582 12/25/2034 1FM..... 9 32051G S8 9 FHAMS 2006-FA1 1A5...... 06/01/2014 MBS PAYMENT...... 118,567 ...... 182,103 ...... 139,081 ...... 120,790 ...... (2,223) ...... (2,223) ...... 118,567 ...... 0 ...... 4,209 08/01/2036 1FM..... 32051G ZS 7 FHAMS 2005-FA9 A4A...... 06/01/2014 MBS PAYMENT...... 544,680 ...... 583,516 ...... 522,246 ...... (2,238) ...... (2,238) ...... 544,680 ...... 0 ...... 10,228 12/25/2035 1...... 32113J AE 5 FNLC 2005-1 M4...... 06/25/2014 MBS PAYMENT...... 13,345 ...... 13,345 ...... 5,171 ...... 78 ...... 78 ...... 13,345 ...... 0 ...... 25 06/25/2035 2...... 32115B AC 4 FNLC 2007-1 A3...... 06/25/2014 MBS PAYMENT...... 26,787 ...... 26,787 ...... 12,992 ...... 427 ...... 427 ...... 26,787 ...... 0 ...... 39 08/25/2057 2...... 33767B AB 5 FIRSTENERGY TRANSMISSION...... 06/05/2014 MORGAN STANLEY...... 851,347 ...... 850,000 ...... 849,924 ...... 4 ...... 4 ...... 849,927 ...... 1,420 ...... 1,420 ...... 1,084 01/15/2025 3FE...... 337932 AC 1 FIRSTENERGY CORP...... 06/11/2014 GOLDMAN SACHS...... 199,000 ...... 170,000 ...... 197,928 ...... 197,259 ...... (338) ...... (338) ...... 196,921 ...... 2,079 ...... 2,079 ...... 7,312 11/15/2031 3FE...... 337932 AF 4 FIRSTENERGY CORP...... 05/08/2014 CREDIT SUISSE...... 78,568 ...... 80,000 ...... 75,054 ...... 75,267 ...... 150 ...... 150 ...... 75,417 ...... 3,151 ...... 3,151 ...... 2,248 03/15/2023 3FE...... 33829T AA 4 FIVE CORNERS FUNDING TRS...... 06/23/2014 GOLDMAN SACHS...... 271,760 ...... 260,000 ...... 260,000 ...... 260,000 ...... 0 ...... 260,000 ...... 11,760 ...... 11,760 ...... 6,734 11/15/2023 2FE...... 345370 BU 3 FORD MOTOR COMPANY...... 06/25/2014 MORGAN STANLEY...... 147,446 ...... 110,000 ...... 145,921 ...... 143,789 ...... (1,810) ...... (1,810) ...... 141,979 ...... 5,467 ...... 5,467 ...... 7,912 09/15/2021 2FE...... 345370 CQ 1 FORD MOTOR COMPANY...... 06/25/2014 CIBC WORLD MARKETS - US...... 357,100 ...... 360,000 ...... 350,345 ...... 350,543 ...... 95 ...... 95 ...... 350,637 ...... 6,463 ...... 6,463 ...... 13,854 01/15/2043 2FE...... 345397 VM 2 FORD MOTOR CREDIT CO LLC...... 06/25/2014 CIBC WORLD MARKETS - US...... 344,704 ...... 270,000 ...... 328,050 ...... 318,420 ...... (3,350) ...... (3,350) ...... 315,071 ...... 29,633 ...... 29,633 ...... 20,780 01/15/2020 2FE...... 345397 VR 1 FORD MOTOR CREDIT CO LLC...... 06/25/2014 CREDIT AGRICOLE CIB...... 487,998 ...... 420,000 ...... 480,921 ...... (1,870) ...... (1,870) ...... 479,051 ...... 8,947 ...... 8,947 ...... 9,727 02/01/2021 2FE...... 345397 WP 4 FORD MOTOR CREDIT CO LLC...... 06/13/2014 BANK AMERICA...... 1,000,780 ...... 1,000,000 ...... 996,210 ...... 191 ...... 191 ...... 996,401 ...... 4,379 ...... 4,379 ...... 6,333 03/12/2019 2FE...... 35671D BD 6 FREEPORT-MCMORAN C & G...... 04/25/2014 BARCLAYS AMERICAN...... 30,170 ...... 30,000 ...... 30,110 ...... 30,105 ...... (8) ...... (8) ...... 30,097 ...... 73 ...... 73 ...... 445 03/15/2018 2FE...... 36190G AA 6 GSMSC 2009-4R 1A1...... 06/01/2014 MBS PAYMENT...... 689,915 ...... 689,915 ...... 660,589 ...... 686,173 ...... 3,742 ...... 3,742 ...... 689,915 ...... 0 ...... 16,400 01/26/2037 1FM..... 36192B AN 7 GSMS 2012-GC6 E...... 04/01/2014 J.P. MORGAN...... 3,158,893 ...... 3,644,000 ...... 3,098,539 ...... 3,133,812 ...... 11,290 ...... 11,290 ...... 3,145,102 ...... 13,791 ...... 13,791 ...... 62,252 01/10/2045 1FM..... 36192K AE 7 GSMS 2012-GCJ7 E...... 05/14/2014 BANK AMERICA...... 13,582,660 ...... 15,232,000 ...... 11,454,245 ...... 11,707,407 ...... 106,074 ...... 106,074 ...... 11,813,481 ...... 1,769,179 ..1,769,179 .....355,413 05/10/2045 1FM..... 36192P AC 0 GSMS 2012-GCJ9 A1...... 06/01/2014 MBS PAYMENT...... 29,230 ...... 29,230 ...... 29,221 ...... 29,230 ...... 0 ...... 29,230 ...... 0 ...... 65 11/10/2045 1FM..... 36192P AN 6 GSMS 2012-GCJ9 E...... 05/14/2014 BANK AMERICA...... 12,589,504 ...... 14,279,000 ...... 11,730,063 ...... 11,866,514 ...... 68,042 ...... 68,042 ...... 11,934,555 ...... 654,949 .....654,949 .....325,517 11/10/2045 1FM..... 361988 AE 8 GSRPM 2002-1A M1...... 06/25/2014 MBS PAYMENT...... 89,358 ...... 89,358 ...... 70,146 ...... 546 ...... 546 ...... 89,358 ...... 0 ...... 312 11/25/2031 2...... 36228F K2 1 GSR 2004-3F B1...... 06/01/2014 MBS PAYMENT...... 105,689 ...... 105,689 ...... 104,236 ...... (135) ...... (135) ...... 105,689 ...... 0 ...... 503 02/25/2034 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 36228F P9 1 GSAMP 2004-NC1 B1...... 06/25/2014 MBS PAYMENT...... 15,652 ...... 15,652 ...... 13,734 ...... 80 ...... 80 ...... 15,652 ...... 0 ...... 55 03/25/2034 2...... 36228F Q2 5 GSAMP 2004-NC1 B2...... 06/25/2014 MBS PAYMENT...... 14,400 ...... 14,400 ...... 12,636 ...... 89 ...... 89 ...... 14,400 ...... 0 ...... 58 03/25/2034 2...... 36228F US 3 GSR 2003-7F 5A5...... 06/25/2014 MBS PAYMENT...... 6,044 ...... 6,044 ...... 6,380 ...... 6,062 ...... (18) ...... (18) ...... 6,044 ...... 0 ...... 524 07/25/2035 1FM..... 3622EC AA 4 GSAA 2007-5 1AV1...... 06/25/2014 MBS PAYMENT...... 1,245 ...... 1,245 ...... 442 ...... 1,208 ...... 37 ...... 37 ...... 1,245 ...... 0 ...... 1 10/25/2054 1FM..... 3622EL AC 0 GSAA 2006-18 AF3A...... 06/01/2014 MBS PAYMENT...... 112,833 ...... 112,833 ...... 93,651 ...... 75,474 ...... 0 ...... 75,474 ...... 37,359 ...... 37,359 ...... 2,231 10/25/2053 1FM..... 3622EU AC 0 GSAA 2007-2 AF3...... 06/01/2014 MBS PAYMENT...... 60,844 ...... 60,844 ...... 32,704 ...... (137) ...... (137) ...... 60,844 ...... 0 ...... 1,079 01/25/2054 2...... 3622EU AE 6 GSAA 2007-2 AF5A...... 06/01/2014 MBS PAYMENT...... 53,024 ...... 53,024 ...... 30,356 ...... (199) ...... (199) ...... 53,024 ...... 0 ...... 531 12/25/2053 2...... 3622MW BG 7 GSR 2007-3F 1A3...... 06/01/2014 MBS PAYMENT...... 156,356 ...... 164,610 ...... 152,264 ...... 157,476 ...... (1,119) ...... (1,119) ...... 156,356 ...... 0 ...... 3,146 05/25/2037 1FM..... 362341 6T 1 GSR 2006-1F 1A11...... 06/01/2014 MBS PAYMENT...... 109,671 ...... 120,610 ...... 113,976 ...... (517) ...... (517) ...... 109,671 ...... 0 ...... 1,079 02/25/2036 1...... 362341 8A 0 GSR 2006-1F 5A2...... 04/01/2014 MBS PAYMENT...... 391 ...... 22 ...... 22 ...... 0 ...... 22 ...... (22) ...... (22) ...... 10 02/25/2036 1FM..... 362341 NJ 4 GSR 2005-7F B1...... 06/01/2014 MBS PAYMENT...... 64,864 ...... 12,603 ...... 12,603 ...... 0 ...... 12,603 ...... (12,603) .....(12,603) ...... 1,193 11/01/2040 1FM..... 362341 WZ 8 GSR 2005-AR7 2A1...... 06/01/2014 MBS PAYMENT...... 414,095 ...... 414,095 ...... 397,051 ...... 397,051 ...... 0 ...... 397,051 ...... 17,044 ...... 17,044 ...... 3,437 11/25/2035 1FM..... Q 36242D CH 4 GSR 2004-8F 2A3...... 06/01/2014 MBS PAYMENT...... 142,297 ...... 142,297 ...... 129,902 ...... 141,805 ...... 492 ...... 492 ...... 142,297 ...... 0 ...... 3,763 09/25/2034 1FM..... E

0 36244R AA 8 GSAMP 2006-SD3 A...... 06/25/2014 MBS PAYMENT...... 7,270 ...... 7,270 ...... 4,924 ...... 122 ...... 122 ...... 7,270 ...... 0 ...... 11 02/25/2046 1FM..... 5 36246L AE 1 GSMS 2007-GG10 A4...... 06/01/2014 MBS PAYMENT...... 2,934 ...... 2,934 ...... 3,187 ...... 2,961 ...... (27) ...... (27) ...... 2,934 ...... 0 ...... 57 08/10/2045 1FM...... 2

0 36246L AT 8 GSMS 2007-GG10 H...... 04/01/2014 VARIOUS...... 0 ...... 0 ...... (1,029) 08/10/2045 6FE...... 362611 AA 3 GSR 2006-8F 4A1...... 06/01/2014 MBS PAYMENT...... 5,472 ...... 8,603 ...... 5,850 ...... 5,487 ...... (15) ...... (15) ...... 5,472 ...... 0 ...... 259 09/25/2053 1FM..... 362669 BM 4 GSR 2007-4F 3A11...... 06/01/2014 MBS PAYMENT...... 186,747 ...... 208,584 ...... 173,124 ...... 186,825 ...... (78) ...... (78) ...... 186,747 ...... 0 ...... 5,439 10/01/2042 1FM..... 36828Q HW 9 GECMC 2004-C3 A4...... 05/01/2014 MBS PAYMENT...... 76,224 ...... 76,224 ...... 81,244 ...... 77,892 ...... (1,668) ...... (1,668) ...... 76,224 ...... 0 ...... 1,574 07/10/2039 1FM..... 36829J AB 7 GEWMC 2006-1 A2B...... 06/25/2014 MBS PAYMENT...... 58,458 ...... 58,458 ...... 22,463 ...... 22,463 ...... 0 ...... 22,463 ...... 35,995 ...... 35,995 ...... 72 12/25/2037 1FM..... 36873* AD 0 GENE JUAREZ SALONS...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 59,227 ...... 59,227 ...... 59,227 ...... 59,227 ...... 0 ...... 59,227 ...... 0 ...... 3,701 06/15/2015 4...... 369604 BF 9 GENERAL ELECTRIC CO...... 06/25/2014 J.P. MORGAN...... 494,125 ...... 500,000 ...... 497,185 ...... 497,348 ...... 108 ...... 108 ...... 497,456 ...... (3,331) ...... (3,331) ...... 14,724 10/09/2042 1FE...... 369622 SM 8 GENERAL ELEC CAP CORP...... 06/23/2014 BARCLAYS AMERICAN...... 829,565 ...... 730,000 ...... 746,520 ...... 743,449 ...... (607) ...... (607) ...... 742,841 ...... 86,723 ...... 86,723 ...... 33,854 02/11/2021 1FE...... WELLS FARGO SECURITIES 36962G 3A 0 GENERAL ELEC CAP CORP...... 06/23/2014 LLC ...... 234,278 ...... 190,000 ...... 198,100 ...... 197,850 ...... (18) ...... (18) ...... 197,831 ...... 36,446 ...... 36,446 ...... 10,354 08/07/2037 1FE...... 36962G 4B 7 GENERAL ELEC CAP CORP...... 06/23/2014 FIRST TENNESSEE...... 641,774 ...... 480,000 ...... 648,660 ...... 644,311 ...... (1,627) ...... (1,627) ...... 642,684 ...... (909) ...... (909) ...... 31,717 01/10/2039 1FE...... 37249@ AB 7 GENWORTH LIFE AND ANNUITY INS (MAKUAOLE) ..... 06/15/2014 MBS PAYMENT...... 3,300 ...... 3,300 ...... 1,947 ...... 3,257 ...... 43 ...... 43 ...... 3,300 ...... 0 ...... 02/15/2026 1...... 37249@ AC 5 GENWORTH LIFE AND ANNUITY INS. (SHIRLEY)...... 06/15/2014 MBS PAYMENT...... 1,875 ...... 1,875 ...... 1,156 ...... 1,849 ...... 26 ...... 26 ...... 1,875 ...... 0 ...... 12/15/2024 1...... 37249@ AE 1 GENWORTH LIFE AND ANNUITY INS. (HUNTER)...... 06/28/2014 MBS PAYMENT...... 5,791 ...... 5,791 ...... 3,711 ...... 5,687 ...... 104 ...... 104 ...... 5,791 ...... 0 ...... 03/28/2027 1...... 37249@ AM 3 GENWORTH LIFE INS CO (THOMAS)...... 06/27/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 644 ...... 1,183 ...... 17 ...... 17 ...... 1,200 ...... 0 ...... 06/27/2027 1...... 37250@ AA 5 GENWORTH LIFE AND ANNUITY INS. (CONDOS)...... 06/26/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 795 ...... 1,175 ...... 25 ...... 25 ...... 1,200 ...... 0 ...... 06/26/2022 1...... 37250@ AD 9 GENWORTH LIFE AND ANNUITY INS. (PAYNE)...... 06/24/2014 MBS PAYMENT...... 750 ...... 750 ...... 345 ...... 739 ...... 12 ...... 12 ...... 750 ...... 0 ...... 03/24/2028 1...... 37250@ AF 4 GENWORTH LIFE AND ANNUITY INS. (TEXIDOR)...... 06/03/2014 MBS PAYMENT...... 2,701 ...... 2,701 ...... 1,608 ...... 2,667 ...... 34 ...... 34 ...... 2,701 ...... 0 ...... 12/03/2026 1...... 37250@ AL 1 GENWORTH LIFE AND ANNUITY INS. (THOMAS)...... 06/27/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 639 ...... 1,031 ...... 19 ...... 19 ...... 1,050 ...... 0 ...... 08/27/2027 1Z...... 37250@ AM 9 GENWORTH LIFE AND ANNUITY INS. (AGUIRRE)...... 06/17/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 558 ...... 1,036 ...... 14 ...... 14 ...... 1,050 ...... 0 ...... 01/17/2025 1...... 37250@ AN 7 GENWORTH LIFE AND ANNUITY INS. (EMERY)...... 06/27/2014 MBS PAYMENT...... 1,458 ...... 1,458 ...... 1,152 ...... 1,423 ...... 36 ...... 36 ...... 1,458 ...... 0 ...... 12/27/2019 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 37250@ AR 8 GENWORTH LIFE AND ANNUITY INS. (BUTLER)...... 06/15/2014 MBS PAYMENT...... 1,806 ...... 1,806 ...... 1,345 ...... 1,776 ...... 31 ...... 31 ...... 1,806 ...... 0 ...... 04/15/2020 1...... 37250@ AX 5 GENWORTH LIFE & ANNUITY INC (CARPENTER)...... 06/02/2014 MBS PAYMENT...... 662 ...... 662 ...... 321 ...... 657 ...... 5 ...... 5 ...... 662 ...... 0 ...... 12/02/2035 1...... 37250@ BA 4 GENWORTH LIFE & ANNUITY INS CO (HAYNES)...... 04/08/2014 MBS PAYMENT...... 5,000 ...... 5,000 ...... 3,544 ...... 7 ...... 7 ...... 5,000 ...... 0 ...... 04/08/2021 1...... 37250@ BC 0 GENWORTH LIFE AND ANNUITY INS. CO.(DEAN)...... 05/15/2014 MATURITY...... 87,000 ...... 87,000 ...... 79,448 ...... 751 ...... 751 ...... 87,000 ...... 0 ...... 05/15/2014 1...... 37252E A@ 5 GENWORTH LIFE AND ANNUITY INS. (CARR)...... 06/12/2014 MBS PAYMENT...... 135 ...... 135 ...... 81 ...... 132 ...... 3 ...... 3 ...... 135 ...... 0 ...... 11/12/2024 1...... 37252E B# 2 GENWORTH LIFE INS CO NEW YORK (PHIFER)...... 06/26/2014 MBS PAYMENT...... 600 ...... 600 ...... 361 ...... 4 ...... 4 ...... 600 ...... 0 ...... 11/01/2027 1...... 37310P AA 9 GEORGETOWN UNIVERSITY...... 04/23/2014 VARIOUS...... 2,020,000 ...... 2,000,000 ...... 2,000,000 ...... 0 ...... 2,000,000 ...... 20,000 ...... 20,000 ...... 04/01/2044 1FE...... 375558 AS 2 GILEAD SCIENCES INC...... 06/25/2014 MILETUS TRADING LLC...... 47,102 ...... 40,000 ...... 39,909 ...... 39,945 ...... 16 ...... 16 ...... 39,960 ...... 7,142 ...... 7,142 ...... 1,287 12/01/2041 2FE...... 375558 AW 3 GILEAD SCIENCES INC...... 06/26/2014 VARIOUS...... 420,669 ...... 410,000 ...... 409,340 ...... 22 ...... 22 ...... 409,362 ...... 11,306 ...... 11,306 ...... 4,645 04/01/2024 2FE...... 378272 AD 0 GLENCORE FUNDING LLC...... 06/25/2014 VARIOUS...... 606,416 ...... 610,000 ...... 606,962 ...... 607,250 ...... 239 ...... 239 ...... 607,490 ...... (1,074) ...... (1,074) ...... 14,124 01/15/2019 2FE...... RBC CAPITAL MARKETS 378272 AG 3 GLENCORE FUNDING LLC...... 06/25/2014 SECURITIES - US ...... 368,143 ...... 360,000 ...... 358,826 ...... 35 ...... 35 ...... 358,861 ...... 9,282 ...... 9,282 ...... 1,781 04/29/2019 2FE......

Q 378272 AH 1 GLENCORE FUNDING LLC...... 06/25/2014 MIZUHO SECURITIES...... 176,127 ...... 170,000 ...... 169,541 ...... 6 ...... 6 ...... 169,547 ...... 6,580 ...... 6,580 ...... 1,245 04/29/2024 2FE...... E 37875Q AA 4 GLENN POOL OIL & GAS TRU...... 06/02/2014 CALLED BY ISSUER at 100.000 ...... 23,742 ...... 23,742 ...... 23,951 ...... 23,915 ...... (173) ...... (173) ...... 23,742 ...... 0 ...... 590 08/02/2021 2FE...... 0

5 38141E A2 5 GOLDMAN SACHS GROUP INC...... 06/23/2014 FIRST TENNESSEE...... 391,264 ...... 320,000 ...... 370,454 ...... 356,152 ...... (2,985) ...... (2,985) ...... 353,167 ...... 38,097 ...... 38,097 ...... 20,733 02/15/2019 1FE...... 2 38141E A6 6 GOLDMAN SACHS GROUP INC...... 06/23/2014 CITI...... 396,253 ...... 340,000 ...... 361,610 ...... 356,575 ...... (965) ...... (965) ...... 355,610 ...... 40,643 ...... 40,643 ...... 10,823 06/15/2020 1FE...... 1 38141G EU 4 GOLDMAN SACHS GROUP INC...... 06/23/2014 GOLDMAN SACHS...... 296,819 ...... 270,000 ...... 269,814 ...... 270,000 ...... 0 ...... 270,000 ...... 26,819 ...... 26,819 ...... 14,386 01/15/2017 2FE...... 38141G FD 1 GOLDMAN SACHS GROUP INC...... 06/23/2014 BANK AMERICA...... 421,344 ...... 350,000 ...... 346,668 ...... 348,108 ...... 163 ...... 163 ...... 348,271 ...... 73,073 ...... 73,073 ...... 17,391 10/01/2037 2FE...... 38141G GM 0 GOLDMAN SACHS GROUP INC...... 06/23/2014 BANK AMERICA...... 305,630 ...... 250,000 ...... 264,135 ...... 263,897 ...... (62) ...... (62) ...... 263,835 ...... 41,795 ...... 41,795 ...... 14,106 02/01/2041 1FE...... WELLS FARGO SECURITIES 38141G GQ 1 GOLDMAN SACHS GROUP INC...... 06/23/2014 LLC ...... 325,951 ...... 290,000 ...... 289,843 ...... 290,000 ...... 0 ...... 290,000 ...... 35,951 ...... 35,951 ...... 13,914 07/27/2021 1FE...... 38141G RD 8 GOLDMAN SACHS GROUP INC...... 06/26/2014 VARIOUS...... 261,639 ...... 260,000 ...... 259,784 ...... 259,820 ...... 42 ...... 42 ...... 259,862 ...... 1,777 ...... 1,777 ...... 8,800 01/22/2023 1FE...... 38141G VM 3 GOLDMAN SACHS GROUP INC...... 06/23/2014 VARIOUS...... 966,073 ...... 950,000 ...... 947,131 ...... 71 ...... 71 ...... 947,202 ...... 18,871 ...... 18,871 ...... 11,483 03/03/2024 1FE...... 38143Y AC 7 GOLDMAN SACHS GROUP INC...... 06/23/2014 MORGAN STANLEY...... 638,693 ...... 550,000 ...... 552,330 ...... 553,820 ...... 161 ...... 161 ...... 553,981 ...... 84,712 ...... 84,712 ...... 23,157 05/01/2036 2FE...... WELLS FARGO SECURITIES 38145X AA 1 GOLDMAN SACHS GROUP INC...... 06/13/2014 LLC ...... 1,010,770 ...... 1,000,000 ...... 1,003,420 ...... (93) ...... (93) ...... 1,003,327 ...... 7,443 ...... 7,443 ...... 10,063 01/31/2019 1FE...... 39136# AL 5 CANADA LIFE ASSURANCE CO. (OSTLER)...... 06/01/2014 MBS PAYMENT...... 9,000 ...... 9,000 ...... 7,837 ...... 8,798 ...... 202 ...... 202 ...... 9,000 ...... 0 ...... 02/01/2016 1...... 393505 LX 8 GT 1996-2 M1...... 06/15/2014 MBS PAYMENT...... 9,284 ...... 9,284 ...... 8,866 ...... 9,505 ...... (221) ...... (221) ...... 9,284 ...... 0 ...... 290 03/15/2036 5AM..... 39538W EN 4 GPMF 2005-AR5 4A1...... 06/01/2014 MBS PAYMENT...... 2,958 ...... 2,958 ...... 2,292 ...... 14 ...... 14 ...... 2,958 ...... 0 ...... 23 02/25/2046 2...... WELLS FARGO SECURITIES 40414L AK 5 HCP INC...... 04/17/2014 LLC ...... 3,078,960 ...... 3,000,000 ...... 2,986,110 ...... 206 ...... 206 ...... 2,986,316 ...... 92,644 ...... 92,644 ...... 21,700 03/01/2024 2FE...... 40429C GD 8 HSBC FINANCE CORP...... 06/23/2014 MILETUS TRADING LLC...... 167,553 ...... 140,000 ...... 160,055 ...... 157,508 ...... (1,009) ...... (1,009) ...... 156,498 ...... 11,055 ...... 11,055 ...... 8,853 01/15/2021 1FE...... 4042Q1 AA 5 HSBC BANK USA...... 06/23/2014 HSBC SECURITIES LIMITED...... 509,189 ...... 430,000 ...... 466,311 ...... 462,079 ...... (288) ...... (288) ...... 461,790 ...... 47,399 ...... 47,399 ...... 16,491 11/01/2034 1FE...... 40431X AA 0 HFCHC 2007-3 APT...... 06/20/2014 MBS PAYMENT...... 72,957 ...... 72,957 ...... 49,018 ...... 69,063 ...... 3,894 ...... 3,894 ...... 72,957 ...... 0 ...... 424 11/20/2036 1FM..... 40432B AZ 2 HALO 2007-2 3A6...... 06/01/2014 MBS PAYMENT...... 123,287 ...... 124,964 ...... 102,939 ...... 123,962 ...... (675) ...... (675) ...... 123,287 ...... 0 ...... 3,120 10/01/2037 1FM..... 406216 BD 2 HALLIBURTON COMPANY...... 04/23/2014 DEUTSCHE BANK...... 465,681 ...... 460,000 ...... 458,924 ...... 458,959 ...... 30 ...... 30 ...... 458,989 ...... 6,692 ...... 6,692 ...... 11,762 08/01/2023 1FE...... 41660* AZ 8 HARTFORD LIFE INSURANCE (HATHAWAY)...... 06/01/2014 MBS PAYMENT...... 2,318 ...... 2,318 ...... 1,504 ...... 2,275 ...... 42 ...... 42 ...... 2,318 ...... 0 ...... 01/01/2023 2...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 41660* BE 4 HARTFORD LIFE INSURANCE (BRIMMER)...... 06/01/2014 MBS PAYMENT...... 1,725 ...... 1,725 ...... 1,212 ...... 1,693 ...... 32 ...... 32 ...... 1,725 ...... 0 ...... 07/01/2022 2...... 41660* BH 7 HARTFORD LIFE INSURANCE (RETTIG)...... 06/01/2014 MBS PAYMENT...... 1,350 ...... 1,350 ...... 788 ...... 1,329 ...... 21 ...... 21 ...... 1,350 ...... 0 ...... 09/01/2028 2...... 41660* BJ 3 HARTFORD LIFE INSURANCE (ROQUEMORE)...... 06/18/2014 MBS PAYMENT...... 1,260 ...... 1,260 ...... 711 ...... 1,243 ...... 17 ...... 17 ...... 1,260 ...... 0 ...... 05/18/2028 2...... 41660* BK 0 HARTFORD LIFE INSURANCE (HATHAWAY)...... 06/01/2014 MBS PAYMENT...... 3,090 ...... 3,090 ...... 2,079 ...... 3,036 ...... 54 ...... 54 ...... 3,090 ...... 0 ...... 01/01/2023 2...... 41660* BN 4 HARTFORD LIFE INSURANCE (STAFFORD)...... 06/15/2014 MBS PAYMENT...... 309 ...... 309 ...... 117 ...... 306 ...... 3 ...... 3 ...... 309 ...... 0 ...... 03/15/2035 2...... 41660* BP 9 HARTFORD LIFE INSURANCE (PHELPS)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 280 ...... 593 ...... 7 ...... 7 ...... 600 ...... 0 ...... 06/01/2035 2...... 41660* BQ 7 HARTFORD LIFE INSURANCE (BYRD)...... 06/01/2014 MBS PAYMENT...... 5,355 ...... 5,355 ...... 3,763 ...... 5,259 ...... 96 ...... 96 ...... 5,355 ...... 0 ...... 09/01/2022 2...... 41660* BR 5 HARTFORD LIFE INSURANCE (GUZMAN)...... 06/28/2014 MBS PAYMENT...... 2,400 ...... 2,400 ...... 1,904 ...... 2,345 ...... 55 ...... 55 ...... 2,400 ...... 0 ...... 01/28/2018 2...... 41660* BT 1 HARTFORD LIFE INSURANCE (HATHAWAY)...... 06/01/2014 MBS PAYMENT...... 1,700 ...... 1,700 ...... 1,149 ...... 1,669 ...... 31 ...... 31 ...... 1,700 ...... 0 ...... 01/01/2023 2...... HARTFORD LIFE INSURANCE COMPANY 41660* BW 4 (GALLUP) ..... 06/01/2014 MBS PAYMENT...... 1,830 ...... 1,830 ...... 1,268 ...... 1,797 ...... 33 ...... 33 ...... 1,830 ...... 0 ...... 01/01/2023 2...... HARTFORD LIFE INSURANCE CO

Q 41660* BZ 7 (KHAMVONGSA) ..... 06/15/2014 MBS PAYMENT...... 5,333 ...... 5,333 ...... 3,520 ...... 5,257 ...... 76 ...... 76 ...... 5,333 ...... 0 ...... 11/15/2023 2......

E 41660* CA 1 HARTFORD LIFE INSURANCE CO (HATHAWAY)...... 06/01/2014 MBS PAYMENT...... 3,970 ...... 3,970 ...... 2,714 ...... 3,901 ...... 69 ...... 69 ...... 3,970 ...... 0 ...... 01/01/2023 2...... 0 41660* CC 7 HARTFORD LIFE INSURANCE COMPANY (QUINN) ..... 06/04/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 2,045 ...... 2,980 ...... 20 ...... 20 ...... 3,000 ...... 0 ...... 06/04/2021 2...... 5 .

2 41660* CD 5 HARTFORD LIFE INS CO (ROQUEMORE)...... 06/18/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 900 ...... 1,477 ...... 23 ...... 23 ...... 1,500 ...... 0 ...... 06/18/2026 2......

2 41660* CF 0 HARTFORD CEBSCO (DICKINSON)...... 06/01/2014 MBS PAYMENT...... 1,125 ...... 1,125 ...... 669 ...... 1,108 ...... 17 ...... 17 ...... 1,125 ...... 0 ...... 08/01/2027 2...... 41660* CG 8 HARTFORD LIFE INS CO (SCHWEITZER)...... 06/15/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 1,196 ...... 1,474 ...... 26 ...... 26 ...... 1,500 ...... 0 ...... 05/15/2018 2...... 41660* CL 7 HARTFORD LIFE INS CO (ALLEN)...... 06/10/2014 MBS PAYMENT...... 600 ...... 600 ...... 307 ...... 594 ...... 6 ...... 6 ...... 600 ...... 0 ...... 03/10/2029 2...... 41660* CN 3 HARTFORD LIFE INSURANCE CO (ROQUEMORE) ..... 06/18/2014 MBS PAYMENT...... 1,650 ...... 1,650 ...... 960 ...... 1,630 ...... 20 ...... 20 ...... 1,650 ...... 0 ...... 12/18/2027 2...... 41660* CP 8 HARTFORD LIFE INSURANCE CO (WOODHOUSE) ..... 06/01/2014 MBS PAYMENT...... 8,475 ...... 8,475 ...... 7,004 ...... 8,317 ...... 158 ...... 158 ...... 8,475 ...... 0 ...... 02/01/2017 2...... 41660* CQ 6 HARTFORD LIFE INS CO (SALTERS)...... 06/01/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 653 ...... 1,034 ...... 16 ...... 16 ...... 1,050 ...... 0 ...... 06/01/2025 2...... 41660* CS 2 HARTFORD LIFE INS CO (FINLEY)...... 06/15/2014 MBS PAYMENT...... 1,660 ...... 1,660 ...... 807 ...... 1,645 ...... 15 ...... 15 ...... 1,660 ...... 0 ...... 07/15/2038 2...... 41660* CT 0 HARTFORD LIFE INS CO (FIGUEROA)...... 06/15/2014 MBS PAYMENT...... 4,386 ...... 4,386 ...... 3,159 ...... 4,323 ...... 63 ...... 63 ...... 4,386 ...... 0 ...... 12/15/2021 2...... 41660* CU 7 HARTFORD LIFE INS CO (WITHERSPOON)...... 06/19/2014 MBS PAYMENT...... 3,030 ...... 3,030 ...... 2,532 ...... 2,970 ...... 60 ...... 60 ...... 3,030 ...... 0 ...... 01/19/2018 2...... 41660* CV 5 HARTFORD LIFE INS CO (CRUZ)...... 06/06/2014 MBS PAYMENT...... 5,250 ...... 5,250 ...... 3,333 ...... 5,201 ...... 49 ...... 49 ...... 5,250 ...... 0 ...... 12/06/2027 2...... 41660* CX 1 HARTFORD LIFE INS CO (HOUSTON)...... 06/15/2014 MBS PAYMENT...... 3,978 ...... 3,978 ...... 2,063 ...... 3,938 ...... 40 ...... 40 ...... 3,978 ...... 0 ...... 12/15/2033 2...... 41660* CY 9 HARTFORD LIFE INS CO (MIHALIC)...... 06/01/2014 MBS PAYMENT...... 1,248 ...... 1,248 ...... 723 ...... 1,230 ...... 18 ...... 18 ...... 1,248 ...... 0 ...... 05/01/2027 2...... 41660* CZ 6 HARTFORD LIFE INS CO (GALLUP)...... 06/01/2014 MBS PAYMENT...... 618 ...... 618 ...... 364 ...... 2 ...... 2 ...... 618 ...... 0 ...... 01/01/2025 2...... 41660* DA 0 HARTFORD LIFE INS CO (BARNES)...... 06/01/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 1,083 ...... 6 ...... 6 ...... 1,500 ...... 0 ...... 12/01/2019 2...... 41660* DB 8 HARTFORD LIFE INSURANCE CO (HUFNAGEL)...... 06/28/2014 MBS PAYMENT...... 2,000 ...... 2,000 ...... 1,223 ...... 13 ...... 13 ...... 2,000 ...... 0 ...... 12/29/2025 2...... HARTFORD LIFE INSURANCE COMPANY 41660* DE 2 (BARNES) ..... 06/01/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 1,194 ...... 5 ...... 5 ...... 1,500 ...... 0 ...... 08/01/2020 2...... 41660* DF 9 HARTFORD LIFE INSUR CO (ROQUEMORE)...... 06/18/2014 MBS PAYMENT...... 1,590 ...... 1,590 ...... 718 ...... 6 ...... 6 ...... 1,590 ...... 0 ...... 09/18/2033 2...... 41660* DG 7 HARTFORD LIFE INSURANCE CO (MCMILLAN)...... 06/06/2014 MBS PAYMENT...... 9,932 ...... 9,932 ...... 5,999 ...... 23 ...... 23 ...... 9,932 ...... 0 ...... 12/06/2029 2...... 41660* DJ 1 HARTFORD LIFE INSURANCE COMPANY (KEITH) ..... 06/15/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 887 ...... 6 ...... 6 ...... 1,500 ...... 0 ...... 12/15/2029 2...... 41660* DK 8 HARTFORD LIFE INSURANCE CO (MCMILLAN)...... 06/06/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,115 ...... 6 ...... 6 ...... 3,000 ...... 0 ...... 03/06/2039 2...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 418056 AT 4 HASBRO INC...... 05/22/2014 VARIOUS...... 464,887 ...... 460,000 ...... 459,568 ...... 2 ...... 2 ...... 459,569 ...... 5,318 ...... 5,318 ...... 422 05/15/2021 2FE...... 43709Y AB 5 HEMT 2006-6 2A1...... 06/25/2014 MBS PAYMENT...... 65,662 ...... 65,662 ...... 14,442 ...... 49 ...... 49 ...... 14,442 ...... 51,220 ...... 51,220 ...... 55 03/25/2037 2...... 437690 AT 7 HMAC 2004-3 AV1...... 06/25/2014 MBS PAYMENT...... 45,378 ...... 45,378 ...... 37,834 ...... 44,764 ...... 613 ...... 613 ...... 45,378 ...... 0 ...... 123 07/25/2034 1FM..... 437690 BU 3 HMAC 2004-5 A1...... 06/25/2014 MBS PAYMENT...... 56,356 ...... 56,356 ...... 46,987 ...... 55,032 ...... 1,324 ...... 1,324 ...... 56,356 ...... 0 ...... 135 10/25/2034 1FM..... 44106M AS 1 HOSPITALITY PROP TRUST...... 06/13/2014 FIRST TENNESSEE...... 609,150 ...... 600,000 ...... 598,098 ...... 42 ...... 42 ...... 598,140 ...... 11,010 ...... 11,010 ...... 7,440 03/15/2024 2FE...... WELLS FARGO SECURITIES 44266R AC 1 HOWARD HUGHES MEDICAL IN...... 06/25/2014 LLC ...... 123,457 ...... 120,000 ...... 119,752 ...... 119,764 ...... 11 ...... 11 ...... 119,775 ...... 3,682 ...... 3,682 ...... 3,897 09/01/2023 1FE...... WELLS FARGO SECURITIES 444859 AV 4 HUMANA INC...... 06/23/2014 LLC ...... 220,630 ...... 200,000 ...... 226,484 ...... 222,952 ...... (4,547) ...... (4,547) ...... 218,406 ...... 2,224 ...... 2,224 ...... 7,346 06/01/2016 2FE...... 444859 AY 8 HUMANA INC...... 06/23/2014 MILETUS TRADING LLC...... 166,279 ...... 140,000 ...... 165,330 ...... 159,096 ...... (1,917) ...... (1,917) ...... 157,179 ...... 9,101 ...... 9,101 ...... 5,348 06/15/2018 2FE...... 45254N LC 9 IMM 2004-9 M2...... 04/29/2014 VARIOUS...... 1,209,086 ...... 2,564,667 ...... 1,179,747 ...... 7,151 ...... 7,151 ...... 1,186,898 ...... 22,188 ...... 22,188 ...... 3,052 01/25/2035 2...... 45254N MP 9 IMM 2005-1 2A2...... 06/25/2014 MBS PAYMENT...... 63,824 ...... 63,824 ...... 34,784 ...... 61,999 ...... 1,824 ...... 1,824 ...... 63,824 ...... 0 ...... 208 04/25/2035 1FM.....

Q 45254N PG 6 IMM 2005-4 1M1...... 06/25/2014 MBS PAYMENT...... 20,321 ...... 20,321 ...... 13,307 ...... 19,790 ...... 531 ...... 531 ...... 20,321 ...... 0 ...... 71 05/25/2035 1FM.....

E 45254N PH 4 IMM 2005-4 1M2...... 06/25/2014 MBS PAYMENT...... 73,492 ...... 73,492 ...... 44,279 ...... 1,707 ...... 1,707 ...... 73,492 ...... 0 ...... 271 05/25/2035 6FM..... 0 45254N QQ 3 IMM 2005-6 2A1...... 06/25/2014 MBS PAYMENT...... 147,180 ...... 147,180 ...... 81,869 ...... 144,328 ...... 2,852 ...... 2,852 ...... 147,180 ...... 0 ...... 304 10/25/2035 1FM..... 5 .

2 45660L 4H 9 RAST 2005-A15 5A2...... 06/01/2014 MBS PAYMENT...... 381,700 ...... 432,233 ...... 246,913 ...... 379,919 ...... 1,781 ...... 1,781 ...... 381,700 ...... 0 ...... 10,346 01/01/2043 1FM.....

3 45660L 5S 4 INDX 2006-AR3 2A1A...... 06/01/2014 MBS PAYMENT...... 1,088 ...... 2,398 ...... 671 ...... 1,069 ...... 19 ...... 19 ...... 1,088 ...... 0 ...... 25 03/25/2036 1FM..... 45660L 6U 8 RAST 2006-A1 3A2...... 06/01/2014 MBS PAYMENT...... 55,608 ...... 97,512 ...... 74,155 ...... 69,361 ...... 0 ...... 69,361 ...... (13,752) .....(13,752) ...... 2,621 12/01/2042 1FM..... 45660L A2 5 RAST 2005-A11 1A5...... 06/01/2014 MBS PAYMENT...... 76,578 ...... 91,904 ...... 83,691 ...... (356) ...... (356) ...... 76,578 ...... 0 ...... 982 10/25/2035 1...... 45660L QJ 1 INDX 2005-AR11 A4...... 06/01/2014 MBS PAYMENT...... 86,260 ...... 163,247 ...... 112,641 ...... 87,664 ...... (1,404) ...... (1,404) ...... 86,260 ...... 0 ...... 2,991 08/25/2035 1FM..... 45660L XP 9 RAST 2005-A10 A5...... 06/01/2014 MBS PAYMENT...... 519,719 ...... 629,472 ...... 543,593 ...... 520,613 ...... (893) ...... (893) ...... 519,719 ...... 0 ...... 13,835 09/01/2042 1FM..... 45660N QA 6 RAST 2003-A5 A2...... 06/01/2014 MBS PAYMENT...... 12,928 ...... 12,928 ...... 11,273 ...... 12,695 ...... 233 ...... 233 ...... 12,928 ...... 0 ...... 335 06/25/2033 1FM..... 45660N UG 8 RAST 2003-A10 A4...... 06/01/2014 MBS PAYMENT...... 74,684 ...... 74,684 ...... 56,760 ...... 73,766 ...... 918 ...... 918 ...... 74,684 ...... 0 ...... 1,660 07/01/2040 1FM..... 456681 AE 5 INDX 2007-AR13 4A1...... 06/01/2014 MBS PAYMENT...... 2,379 ...... 81,217 ...... 59,694 ...... 40,052 ...... 0 ...... 40,052 ...... (37,674) .....(37,674) ...... 866 07/01/2037 1FM..... 45669E AC 0 INDX 2007-AR5 2A1...... 06/01/2014 MBS PAYMENT...... 23,150 ...... 53,668 ...... 40,788 ...... 39,989 ...... 0 ...... 39,989 ...... (16,840) .....(16,840) ...... 589 05/25/2037 1FM..... 45684@ AA 4 ING LIFE INSURANCE AND ANNUITY (BETHEL)...... 06/11/2014 MBS PAYMENT...... 4,500 ...... 4,500 ...... 2,524 ...... 4,457 ...... 43 ...... 43 ...... 4,500 ...... 0 ...... 10/11/2030 1...... 45684@ AC 0 ING LIFE INS AND ANNUITY CO. (BETHEL)...... 06/11/2014 MBS PAYMENT...... 8,760 ...... 8,760 ...... 5,331 ...... 31 ...... 31 ...... 8,760 ...... 0 ...... 10/11/2030 1...... 45685E AB 2 ING US INC...... 06/23/2014 GOLDMAN SACHS...... 284,235 ...... 250,000 ...... 251,743 ...... 270,171 ...... (959) ...... (959) ...... 269,211 ...... 15,024 ...... 15,024 ...... 13,024 07/15/2022 2FE...... 45685E AE 6 ING US INC...... 06/23/2014 SUSQUEHANNA FINANCIAL...... 258,525 ...... 250,000 ...... 249,605 ...... 249,655 ...... 39 ...... 39 ...... 249,694 ...... 8,831 ...... 8,831 ...... 6,263 02/15/2018 2FE...... 458048 AA 3 INCT 2005-1R1A NOTE...... 04/09/2014 MBS PAYMENT...... 84,000 ...... 84,000 ...... 72,060 ...... 82,786 ...... 1,214 ...... 1,214 ...... 84,000 ...... 0 ...... 136 06/09/2033 1FE...... 45824# AA 3 INTEGRITY LIFE INSURANCE (GARCIA-PORTEE)...... 06/25/2014 MBS PAYMENT...... 2,627 ...... 2,627 ...... 1,512 ...... 2,585 ...... 43 ...... 43 ...... 2,627 ...... 0 ...... 03/25/2028 1...... 45824# AC 9 INTEGRITY LIFE INS CO (GARCIA-KOROTNEY)...... 06/25/2014 MBS PAYMENT...... 750 ...... 750 ...... 326 ...... 4 ...... 4 ...... 750 ...... 0 ...... 03/25/2034 1...... 459200 HP 9 IBM CORP...... 05/13/2014 JEFFERIES & CO...... 403,016 ...... 400,000 ...... 387,136 ...... 387,450 ...... 415 ...... 415 ...... 387,865 ...... 15,151 ...... 15,151 ...... 10,688 08/01/2023 1FE...... 459745 GA 7 INTL LEASE FINANCE CORP...... 06/23/2014 DEUTSCHE BANK...... 565,131 ...... 510,000 ...... 574,388 ...... 558,111 ...... (8,447) ...... (8,447) ...... 549,664 ...... 15,467 ...... 15,467 ...... 28,209 09/01/2016 2FE...... 459745 GC 3 INTL LEASE FINANCE CORP...... 06/23/2014 DEUTSCHE BANK...... 465,240 ...... 400,000 ...... 440,000 ...... 427,971 ...... (2,496) ...... (2,496) ...... 425,474 ...... 39,766 ...... 39,766 ...... 23,354 09/01/2018 2FE...... 460146 CK 7 INTERNATIONAL PAPER CO...... 06/13/2014 CITI...... 595,272 ...... 600,000 ...... 596,874 ...... 1 ...... 1 ...... 596,875 ...... (1,603) ...... (1,603) ...... 640 06/15/2044 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 464288 51 3 ISHARES IBOXX H/Y CORP BOND...... 05/12/2014 BARCLAYS AMERICAN...... 1,263,501 ...... 13,400 ...... 1,247,003 ...... 1,247,003 ...... 0 ...... 1,247,003 ...... 16,498 ...... 16,498 ...... 30,295 ...... 4...... 46602U AD 0 IXIS 2006-HE3 A4...... 06/25/2014 MBS PAYMENT...... 31,953 ...... 31,953 ...... 9,945 ...... 31,404 ...... 549 ...... 549 ...... 31,953 ...... 0 ...... 53 01/25/2060 1FM..... 466247 B5 1 JPMMT 2005-S3 2A2...... 06/01/2014 MBS PAYMENT...... 55,395 ...... 55,395 ...... 53,916 ...... 55,809 ...... (414) ...... (414) ...... 55,395 ...... 0 ...... 1,275 01/25/2021 1FM..... 466247 J4 6 JPMMT 2006-A2 2A1...... 06/01/2014 MBS PAYMENT...... 110,569 ...... 117,608 ...... 96,439 ...... 110,436 ...... 134 ...... 134 ...... 110,569 ...... 0 ...... 1,333 03/25/2053 1FM..... 46625H GN 4 JPMORGAN CHASE & CO...... 06/23/2014 CREDIT SUISSE...... 631,310 ...... 560,000 ...... 560,000 ...... 560,000 ...... 0 ...... 560,000 ...... 71,310 ...... 71,310 ...... 17,055 06/27/2017 1FE...... 46625H JD 3 JPMORGAN CHASE & CO...... 06/23/2014 GOLDMAN SACHS...... 239,708 ...... 220,000 ...... 244,922 ...... 241,705 ...... (1,139) ...... (1,139) ...... 240,566 ...... (858) ...... (858) ...... 9,130 01/24/2022 1FE...... 46625H JJ 0 JPMORGAN CHASE & CO...... 05/09/2014 VARIOUS...... 229,989 ...... 240,000 ...... 239,127 ...... 239,177 ...... 29 ...... 29 ...... 239,206 ...... (9,217) ...... (9,217) ...... 4,118 05/01/2023 1FE...... 46625H JM 3 JPMORGAN CHASE & CO...... 06/23/2014 BNY CONVERGEX...... 279,455 ...... 250,000 ...... 248,105 ...... 248,112 ...... 12 ...... 12 ...... 248,124 ...... 31,331 ...... 31,331 ...... 11,914 08/16/2043 1FE...... 46625H JU 5 JPMORGAN CHASE & CO...... 06/23/2014 VARIOUS...... 884,447 ...... 850,000 ...... 848,530 ...... 12 ...... 12 ...... 848,541 ...... 35,906 ...... 35,906 ...... 16,140 02/01/2044 1FE...... 46627M ER 4 JPALT 2006-S1 1A19...... 06/01/2014 MBS PAYMENT...... 11,042 ...... 15,209 ...... 10,448 ...... 10,448 ...... 0 ...... 10,448 ...... 594 ...... 594 ...... 431 08/01/2052 1FM..... 46628B BC 3 JPMMT 2006-A6 3A1...... 06/01/2014 MBS PAYMENT...... 16,305 ...... 16,305 ...... 10,934 ...... 16,145 ...... 159 ...... 159 ...... 16,305 ...... 0 ...... 375 01/01/2051 1FM..... 46629A AJ 0 JPMMT 2006-S3 1A9...... 06/01/2014 MBS PAYMENT...... 278,095 ...... 302,019 ...... 274,837 ...... 279,505 ...... (1,410) ...... (1,410) ...... 278,095 ...... 0 ...... 8,251 02/25/2054 1FM..... Q 46629A AW 1 JPMMT 2006-S3 1A21...... 06/25/2014 MBS PAYMENT...... 24,517 ...... 32,742 ...... 18,980 ...... 24,862 ...... (345) ...... (345) ...... 24,517 ...... 0 ...... 70 02/25/2054 1FM..... E

0 46629A AX 9 JPMMT 2006-S3 1A22...... 06/25/2014 INTEREST ONLY PAYMENT...... 8,134 ...... 7,988 ...... (7,988) ...... (7,988) ...... 0 ...... 940 02/25/2054 6...... 5 46629C AM 9 JPMMT 2006-A5 3A6...... 06/01/2014 MBS PAYMENT...... 149,975 ...... 178,230 ...... 138,797 ...... 149,210 ...... 765 ...... 765 ...... 149,975 ...... 0 ...... 2,028 01/01/2043 1FM...... 2

4 46629E AE 3 JPALT 2006-A4 A5...... 06/25/2014 MBS PAYMENT...... 6,458 ...... 12,730 ...... 10,407 ...... (33) ...... (33) ...... 6,458 ...... 0 ...... 5 04/25/2050 1FM..... 46629Q AC 0 JPMAC 2006-CH2 AF2...... 06/01/2014 MBS PAYMENT...... 41,719 ...... 36,812 ...... 30,301 ...... 41,567 ...... 152 ...... 152 ...... 41,719 ...... 0 ...... 759 12/01/2042 1FM..... 466302 AJ 5 JPALT 2006-S4 A6...... 06/01/2014 MBS PAYMENT...... 374,252 ...... 374,252 ...... 329,342 ...... 374,416 ...... (164) ...... (164) ...... 374,252 ...... 0 ...... 8,759 11/01/2043 1FM..... 46631N CR 8 JPMMT 2007-S3 1A64...... 06/01/2014 MBS PAYMENT...... 57,144 ...... 93,850 ...... 75,080 ...... 65,484 ...... 0 ...... 65,484 ...... (8,341) ...... (8,341) ...... 2,882 11/25/2053 1FM..... 46634S AR 6 JPMCC 2012-C6 G...... 04/01/2014 J.P. MORGAN...... 4,095,408 ...... 5,591,000 ...... 3,627,161 ...... 3,708,614 ...... 38,954 ...... 38,954 ...... 3,747,569 ...... 347,839 .....347,839 ...... 56,773 05/15/2045 1FM..... 46637W AA 1 JPMCC 2012-CBX A1...... 06/01/2014 MBS PAYMENT...... 44,371 ...... 44,371 ...... 44,371 ...... 44,375 ...... (4) ...... (4) ...... 44,371 ...... 0 ...... 142 06/15/2045 1FM..... 46639E AP 6 JPMCC 2012-LC9 E...... 05/27/2014 MORGAN STANLEY...... 9,460,547 ...... 10,000,000 ...... 9,229,688 ...... 12,453 ...... 12,453 ...... 9,242,140 ...... 218,406 .....218,406 .....110,650 12/15/2047 1FM..... 46639E AQ 4 JPMCC 2012-LC9 F...... 04/29/2014 VARIOUS...... 8,400,000 ...... 10,000,000 ...... 8,279,002 ...... 8,365,287 ...... 41,527 ...... 41,527 ...... 8,406,814 ...... (6,814) ...... (6,814) .....186,931 12/15/2047 1FM..... 46849L SH 5 JACKSON NATL LIFE GLOBAL...... 06/13/2014 STIFEL NICOLAUS & CO...... 998,260 ...... 1,000,000 ...... 997,090 ...... 95 ...... 95 ...... 997,185 ...... 1,075 ...... 1,075 ...... 3,961 04/16/2019 1FE...... WELLS FARGO SECURITIES 476556 DB 8 JERSEY CENTRAL PWR & LT...... 06/13/2014 LLC ...... 1,309,705 ...... 1,235,000 ...... 1,232,454 ...... 825,841 ...... 158 ...... 158 ...... 1,232,761 ...... 76,944 ...... 76,944 ...... 47,887 04/01/2024 2FE...... 47808@ AD 5 JOHN HANCOCK LIFE INSURANCE (BALLARD)...... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 293 ...... 742 ...... 8 ...... 8 ...... 750 ...... 0 ...... 12/01/2036 1...... 47808@ AE 3 JOHN HANCOCK LIFE INS. CO. (MATTESON)...... 06/01/2014 MBS PAYMENT...... 9,000 ...... 9,000 ...... 4,884 ...... 8,881 ...... 119 ...... 119 ...... 9,000 ...... 0 ...... 05/01/2030 1Z...... 47808@ AF 0 JOHN HANCOCK LIFE INSURANCE CO. (SMITH )...... 06/15/2014 MBS PAYMENT...... 3,300 ...... 3,300 ...... 2,834 ...... 3,227 ...... 73 ...... 73 ...... 3,300 ...... 0 ...... 07/15/2016 1...... 47808@ AG 8 JOHN HANCOCK LIFE INS CO (MAGUIRE)...... 06/01/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 596 ...... 1,036 ...... 14 ...... 14 ...... 1,050 ...... 0 ...... 12/01/2029 1...... 47808@ AH 6 JOHN HANCOCK LIFE INS CO (DIEVERT)...... 06/01/2014 MBS PAYMENT...... 11,100 ...... 11,100 ...... 4,967 ...... 25 ...... 25 ...... 11,100 ...... 0 ...... 12/01/2039 1...... 47808@ AK 9 JOHN HANCOCK LIFE INSURANCE CO(GRIFFITH) ..... 06/01/2014 MBS PAYMENT...... 2,976 ...... 2,976 ...... 1,541 ...... 7 ...... 7 ...... 2,976 ...... 0 ...... 01/01/2039 1...... 47808@ AL 7 JOHN HANCOCK LIFE INSURANCE CO (WOODS)...... 06/03/2014 MBS PAYMENT...... 600 ...... 600 ...... 346 ...... 1 ...... 1 ...... 600 ...... 0 ...... 05/03/2028 1...... 47808@ AN 3 JOHN HANCOCK LIFE INSURANCE CO (FORD)...... 06/01/2014 MBS PAYMENT...... 2,446 ...... 2,446 ...... 1,459 ...... 7 ...... 7 ...... 2,446 ...... 0 ...... 07/01/2030 1...... 47808@ AP 8 JOHN HANCOCK LIFE INSUR CO (CEDERBERG)...... 06/15/2014 MBS PAYMENT...... 2,000 ...... 2,000 ...... 1,276 ...... 8 ...... 8 ...... 2,000 ...... 0 ...... 03/15/2022 1...... 47808@ AS 2 JOHN HANCOCK LIFE INSURANCE CO (QUILES)...... 06/01/2014 MBS PAYMENT...... 2,512 ...... 2,512 ...... 2,038 ...... 13 ...... 13 ...... 2,512 ...... 0 ...... 01/01/2020 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) JOHN HANCOCK LIFE INSURANCE CO 47812@ AA 5 (FFRENCH) ..... 06/21/2014 MBS PAYMENT...... 3,735 ...... 3,735 ...... 2,375 ...... 20 ...... 20 ...... 3,735 ...... 0 ...... 03/21/2027 1...... 478160 AV 6 JOHNSON & JOHNSON...... 06/25/2014 BANK AMERICA...... 107,605 ...... 100,000 ...... 120,455 ...... 119,862 ...... (214) ...... (214) ...... 119,648 ...... (12,043) .....(12,043) ...... 3,688 09/01/2040 1FE...... 478373 AD 5 JOHNSON CONTROLS INC...... 06/13/2014 BARCLAYS AMERICAN...... 599,592 ...... 600,000 ...... 596,508 ...... 1 ...... 1 ...... 596,509 ...... 3,083 ...... 3,083 ...... 385 07/02/2044 2FE...... 48126E AA 5 JPMORGAN CHASE & CO...... 06/23/2014 SUMRIDGE PARTNERS...... 304,455 ...... 300,000 ...... 299,463 ...... 299,615 ...... 61 ...... 61 ...... 299,676 ...... 4,779 ...... 4,779 ...... 5,183 08/15/2017 1FE...... 492386 AU 1 KERR-MCGEE CORP...... 06/12/2014 MIZUHO SECURITIES...... 12,803 ...... 10,000 ...... 11,524 ...... 11,521 ...... (51) ...... (51) ...... 11,469 ...... 1,334 ...... 1,334 ...... 668 07/01/2024 2FE...... 49446R AL 3 KIMCO REALTY CORP...... 06/19/2014 VARIOUS...... 3,003,210 ...... 3,000,000 ...... 2,994,000 ...... 128 ...... 128 ...... 2,994,128 ...... 9,082 ...... 9,082 ...... 15,467 05/01/2021 2FE...... 494550 BR 6 KINDER MORGAN ENER PART...... 06/13/2014 KEY BANC...... 1,008,230 ...... 1,000,000 ...... 1,010,710 ...... (326) ...... (326) ...... 1,010,384 ...... (2,154) ...... (2,154) ...... 10,085 02/01/2019 2FE...... 494550 BU 9 KINDER MORGAN ENER PART...... 04/15/2014 MURIEL SIEBERT...... 3,123,360 ...... 3,000,000 ...... 2,976,420 ...... 63 ...... 63 ...... 2,976,483 ...... 146,877 .....146,877 ...... 26,125 03/01/2044 2FE...... 49725V AB 8 KIOWA POWER PARTNERS LLC...... 03/30/2014 SINK...... 13,346 ...... 13,346 ...... 13,337 ...... 13,346 ...... 0 ...... 13,346 ...... 0 ...... 191 03/30/2021 2FE...... 50075N AZ 7 MONDELEZ INTERNATIONAL...... 06/12/2014 J.P. MORGAN...... 190,643 ...... 150,000 ...... 154,689 ...... 154,643 ...... (3) ...... (3) ...... 154,640 ...... 36,003 ...... 36,003 ...... 8,342 02/09/2040 2FE...... 50075N BA 1 MONDELEZ INTERNATIONAL...... 06/25/2014 MILETUS TRADING LLC...... 115,108 ...... 100,000 ...... 108,222 ...... 106,577 ...... (459) ...... (459) ...... 106,118 ...... 8,990 ...... 8,990 ...... 4,718 02/10/2020 2FE...... 50076Q AE 6 KRAFT FOODS GROUP INC...... 06/12/2014 GOLDMAN SACHS...... 137,476 ...... 130,000 ...... 135,429 ...... 135,362 ...... (9) ...... (9) ...... 135,353 ...... 2,123 ...... 2,123 ...... 3,485 06/04/2042 2FE...... Q 50076Q AU 0 KRAFT FOODS GROUP INC...... 06/12/2014 CITI...... 68,164 ...... 60,000 ...... 71,651 ...... 70,193 ...... (716) ...... (716) ...... 69,477 ...... (1,314) ...... (1,314) ...... 2,750 02/10/2020 2FE...... E

0 50076Q AZ 9 KRAFT FOODS GROUP INC...... 06/12/2014 CITI...... 122,573 ...... 120,000 ...... 118,987 ...... 119,088 ...... 61 ...... 61 ...... 119,149 ...... 3,424 ...... 3,424 ...... 2,228 06/06/2022 2FE...... 5 WELLS FARGO SECURITIES . 2 501044 CF 6 KROGER CO/THE...... 06/25/2014 LLC ...... 112,499 ...... 110,000 ...... 101,896 ...... 108,944 ...... 513 ...... 513 ...... 109,457 ...... 3,042 ...... 3,042 ...... 5,158 01/15/2015 2FE...... 5 501044 CQ 2 KROGER CO/THE...... 06/25/2014 J.P. MORGAN...... 101,251 ...... 100,000 ...... 99,355 ...... 99,476 ...... 39 ...... 39 ...... 99,515 ...... 1,736 ...... 1,736 ...... 2,371 04/15/2022 2FE...... 501044 CX 7 KROGER CO/THE...... 06/25/2014 MILETUS TRADING LLC...... 193,654 ...... 190,000 ...... 189,535 ...... 189,536 ...... 32 ...... 32 ...... 189,567 ...... 4,086 ...... 4,086 ...... 3,187 01/15/2021 2FE...... 501044 CY 5 KROGER CO/THE...... 06/25/2014 MILETUS TRADING LLC...... 82,714 ...... 80,000 ...... 79,837 ...... 6 ...... 6 ...... 79,842 ...... 2,871 ...... 2,871 ...... 1,298 02/01/2024 2FE...... 50179A AE 7 LBUBS 2007-C1 A4...... 06/11/2014 MBS PAYMENT...... 4,554 ...... 4,554 ...... 4,887 ...... 4,570 ...... (16) ...... (16) ...... 4,554 ...... 0 ...... 81 02/15/2040 1FM..... 50180J AD 7 LBUBS 2007-C2 A3...... 06/11/2014 MBS PAYMENT...... 895 ...... 895 ...... 927 ...... 897 ...... (1) ...... (1) ...... 895 ...... 0 ...... 16 02/15/2040 1FM..... 502413 BD 8 L-3 COMMUNICATIONS CORP...... 06/13/2014 VARIOUS...... 751,895 ...... 750,000 ...... 745,838 ...... 15 ...... 15 ...... 745,853 ...... 6,042 ...... 6,042 ...... 1,317 05/28/2024 2FE...... 51861J AR 0 LAUREATE EDUCATION INC...... 06/20/2014 VARIOUS...... 127,743 ...... 129,340 ...... 125,137 ...... 125,934 ...... 292 ...... 292 ...... 126,226 ...... 1,517 ...... 1,517 ...... 3,481 06/16/2018 4FE...... 52520Q BF 0 LMT 2006-7 4A2...... 06/25/2014 INTEREST ONLY PAYMENT...... 2,343 ...... 2,333 ...... (2,333) ...... (2,333) ...... 0 ...... 232 01/25/2050 6...... 52520S AE 0 LMT 2006-8 2A2...... 06/25/2014 INTEREST ONLY PAYMENT...... 26,124 ...... (26,124) ...... (26,124) ...... 0 ...... 742 02/25/2054 6...... 52521L BG 8 LMT 2007-4 4A1...... 06/01/2014 MBS PAYMENT...... 13,412 ...... 13,412 ...... 5,245 ...... 13,096 ...... 316 ...... 316 ...... 13,412 ...... 0 ...... 369 05/25/2037 1FM..... 52521T BC 0 LBFRC 2006-LLFA K...... 06/01/2014 MBS PAYMENT...... 11,939,057 ...... 12,027,487 ...... 10,584,188 ...... 10,717,613 ...... 287,204 ...... 287,204 ...... 11,004,817 ...... 934,240 .....934,240 ...... 58,293 09/15/2021 1FM..... 525221 EB 9 LXS 2005-8 2A1B...... 06/01/2014 MBS PAYMENT...... 15,696 ...... 24,527 ...... 20,756 ...... 17,690 ...... 0 ...... 17,690 ...... (1,993) ...... (1,993) ...... 625 12/25/2035 1FM..... 52522C AG 8 LXS 2006-14N 3A2...... 06/25/2014 MBS PAYMENT...... 6,007 ...... 9,335 ...... 1,587 ...... 5,583 ...... 424 ...... 424 ...... 6,007 ...... 0 ...... 11 12/25/2049 1FM..... 52522Q AE 2 LMT 2007-10 2A2...... 06/01/2014 MBS PAYMENT...... 182,507 ...... 188,017 ...... 155,178 ...... 155,178 ...... 0 ...... 155,178 ...... 27,330 ...... 27,330 ...... 4,671 10/01/2050 1FM..... 52524S AC 0 LMT 2008-5 A3...... 05/01/2014 MBS PAYMENT...... (36,326) ...... 136,023 ...... 78,713 ...... 1,255 ...... 1,255 ...... (36,326) ...... 0 ...... 11/28/2037 1FM..... 52524T AA 2 LXS 2007-8H A1...... 06/25/2014 MBS PAYMENT...... 14,049 ...... 16,232 ...... 4,870 ...... 13,040 ...... 1,009 ...... 1,009 ...... 14,049 ...... 0 ...... 20 09/25/2042 1FM..... 52524V AG 4 LXS 2007-15N 2A1...... 06/25/2014 MBS PAYMENT...... 70,536 ...... 70,536 ...... 46,069 ...... 69,725 ...... 810 ...... 810 ...... 70,536 ...... 0 ...... 103 08/25/2037 1FM..... 52525L AT 7 LXS 2007-14H A211...... 06/25/2014 MBS PAYMENT...... 117,735 ...... 201,510 ...... 134,656 ...... 120,598 ...... (2,862) ...... (2,862) ...... 117,735 ...... 0 ...... 329 07/25/2047 1FM..... 52989L AH 2 LIBBEY GLASS INC...... 05/09/2014 VARIOUS...... 983,700 ...... 900,000 ...... 909,591 ...... 908,207 ...... 1,766 ...... 1,766 ...... 909,973 ...... 73,727 ...... 73,727 ...... 25,266 05/15/2020 4FE...... 53072@ AE 0 LIBERTY LIFE ASSURANCE (SINSMYR)...... 06/09/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,267 ...... 2,230 ...... 20 ...... 20 ...... 2,250 ...... 0 ...... 12/09/2030 1Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 53072@ AF 7 LIBERTY LIFE ASSUR CO BOSTON (SINSMYR)...... 06/09/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 397 ...... 1,042 ...... 8 ...... 8 ...... 1,050 ...... 0 ...... 07/09/2036 1...... 53072@ AJ 9 LIBERTY LIFE ASSUR CO BOSTON(WHITAKER)...... 06/07/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,018 ...... 6 ...... 6 ...... 2,100 ...... 0 ...... 12/07/2035 1...... 53072@ AL 4 LIBERTY LIFE ASSUR CO BOSTON (WHITAKER)...... 06/07/2014 MBS PAYMENT...... 750 ...... 750 ...... 363 ...... 2 ...... 2 ...... 750 ...... 0 ...... 12/07/2035 1...... US BANCORP INVESTMENTS 53117C AQ 5 LIBERTY PROPERTY LP...... 04/25/2014 INC ...... 2,932,527 ...... 2,840,000 ...... 2,827,814 ...... 1,994,044 ...... 297 ...... 297 ...... 2,828,175 ...... 104,352 .....104,352 ...... 73,935 02/15/2024 2FE...... 53205@ AF 7 LIFE INS CO OF NORTH AMERICA (DEHART)...... 06/01/2014 MBS PAYMENT...... 1,830 ...... 1,830 ...... 949 ...... 4 ...... 4 ...... 1,830 ...... 0 ...... 04/01/2032 1...... 534187 BD 0 LINCOLN NATIONAL CORP...... 05/13/2014 MURIEL SIEBERT...... 2,070,620 ...... 2,000,000 ...... 1,983,800 ...... 1,984,319 ...... 511 ...... 511 ...... 1,984,831 ...... 85,789 ...... 85,789 ...... 60,000 09/01/2023 2FE...... WELLS FARGO SECURITIES 539830 AT 6 LOCKHEED MARTIN CORP...... 05/08/2014 LLC ...... 1,104,660 ...... 1,000,000 ...... 1,127,910 ...... 1,115,269 ...... (6,720) ...... (6,720) ...... 1,108,549 ...... (3,889) ...... (3,889) ...... 21,014 11/15/2019 1FE...... 539830 AX 7 LOCKHEED MARTIN CORP...... 06/25/2014 MILETUS TRADING LLC...... 256,875 ...... 250,000 ...... 251,788 ...... 251,231 ...... (210) ...... (210) ...... 251,021 ...... 5,854 ...... 5,854 ...... 4,147 09/15/2016 1FE...... 542514 TT 1 LBMLT 2006-2 2A3...... 05/07/2014 VARIOUS...... 10,208,306 ...... 20,079,870 ...... 9,236,740 ...... 9,069,037 ...... 147,985 ...... 147,985 ...... 9,217,022 ...... 991,285 .....991,285 ...... 26,546 03/25/2046 1FM..... 542514 UK 8 LBMLT 2006-3 2A3...... 06/25/2014 MBS PAYMENT...... 214,561 ...... 214,561 ...... 93,070 ...... 213,581 ...... 980 ...... 980 ...... 214,561 ...... 0 ...... 288 11/25/2056 1FM.....

Q 542514 UL 6 LBMLT 2006-3 2A4...... 06/25/2014 MBS PAYMENT...... 65,879 ...... 65,879 ...... 28,822 ...... 65,590 ...... 289 ...... 289 ...... 65,879 ...... 0 ...... 112 11/25/2056 1FM.....

E 54251U AC 0 LBMLT 2006-8 2A2...... 06/25/2014 MBS PAYMENT...... 236,108 ...... 236,108 ...... 106,839 ...... 1,784 ...... 1,784 ...... 236,108 ...... 0 ...... 243 11/25/2046 2...... 0 54251W AC 6 LBMLT 2006-9 2A2...... 05/08/2014 VARIOUS...... 4,763,996 ...... 9,989,314 ...... 4,744,924 ...... 40,000 ...... 29,418 ...... 10,582 ...... 4,694,958 ...... 69,038 ...... 69,038 ...... 10,236 11/25/2046 6FE...... 5 .

2 WELLS FARGO SECURITIES

6 548661 CW 5 LOWES COMPANIES INC...... 06/25/2014 LLC ...... 101,836 ...... 100,000 ...... 99,958 ...... 99,984 ...... 10 ...... 10 ...... 99,995 ...... 1,841 ...... 1,841 ...... 2,175 04/15/2022 1FE...... 55265K 2U 2 MASTR 2003-11 9A6...... 06/01/2014 MBS PAYMENT...... 303,204 ...... 303,204 ...... 315,937 ...... 315,937 ...... 0 ...... 315,937 ...... (12,733) .....(12,733) ...... 6,578 03/25/2053 1FM..... 55265K V5 5 MASTR 2003-10 B3...... 06/01/2014 MBS PAYMENT...... 21,973 ...... 21,973 ...... 12,060 ...... 8,038 ...... 4,022 ...... 4,022 ...... 12,060 ...... 9,913 ...... 9,913 ...... 529 11/25/2033 2FM..... 55265K VK 2 MASTR 2003-4 5A1...... 06/01/2014 MBS PAYMENT...... 13,695 ...... 13,695 ...... 13,808 ...... 13,698 ...... (4) ...... (4) ...... 13,695 ...... 0 ...... 251 09/01/2033 1FM..... 55265K YF 0 MASTR 2003-6 2A1...... 06/01/2014 MBS PAYMENT...... 958 ...... 958 ...... 972 ...... 958 ...... 0 ...... 958 ...... 0 ...... 18 07/25/2033 1FM..... 55265K YN 3 MASTR 2003-6 5A1...... 06/01/2014 MBS PAYMENT...... 548 ...... 548 ...... 549 ...... 548 ...... 0 ...... 548 ...... 0 ...... 9 07/25/2033 1FM..... 55274Q AK 1 MASTR 2006-2 1A10...... 06/01/2014 MBS PAYMENT...... 360,316 ...... 360,316 ...... 338,697 ...... 362,796 ...... (2,480) ...... (2,480) ...... 360,316 ...... 0 ...... 9,435 12/25/2050 1FM..... 55279H AE 0 MANUF & TRADERS TRUST CO...... 06/23/2014 UBS SECURITIES...... 494,072 ...... 490,000 ...... 489,172 ...... 64 ...... 64 ...... 489,236 ...... 4,836 ...... 4,836 ...... 4,571 01/30/2019 1FE...... 55291Y AG 2 MALT 2007-HF1 4A1...... 06/01/2014 MBS PAYMENT...... 60,193 ...... 121,625 ...... 88,538 ...... (868) ...... (868) ...... 60,193 ...... 0 ...... 1,454 05/25/2050 2...... 55616X AL 1 MACYS RETAIL HLDGS INC...... 06/25/2014 MILETUS TRADING LLC...... 119,195 ...... 120,000 ...... 119,072 ...... 6 ...... 6 ...... 119,079 ...... 116 ...... 116 ...... 399 06/01/2024 2FE...... 561234 AB 1 MALLINCKRODT INTL FIN...... E.. 04/08/2014 EXCHANGE #4...... 1,044,328 ...... 1,040,000 ...... 1,045,228 ...... 1,044,571 ...... (242) ...... (242) ...... 1,044,328 ...... 0 ...... 17,492 04/15/2018 4FE...... 57636Q AA 2 MASTERCARD INC...... 06/23/2014 BANK AMERICA...... 330,116 ...... 330,000 ...... 328,736 ...... 58 ...... 58 ...... 328,794 ...... 1,322 ...... 1,322 ...... 1,577 04/01/2019 1FE...... 576433 GH 3 MARM 2003-6 4A2...... 06/01/2014 MBS PAYMENT...... 3,739 ...... 3,739 ...... 2,706 ...... 3,558 ...... 181 ...... 181 ...... 3,739 ...... 0 ...... 57 01/25/2034 1FM..... 576434 SN 5 MALT 2004-6 10A1...... 06/20/2014 VARIOUS...... 8,641,263 ...... 8,276,274 ...... 8,441,799 ...... 8,442,525 ...... (10,098) ...... (10,098) ...... 8,432,427 ...... 208,836 .....208,836 .....277,189 07/25/2045 2FM..... 576438 AB 1 MARM 2006-2 1A2...... 06/01/2014 MBS PAYMENT...... 8,962 ...... 8,962 ...... 3,182 ...... (39) ...... (39) ...... 8,962 ...... 0 ...... 36 04/25/2036 2...... 57643M LA 0 MASTR 2005-2 1A1...... 06/25/2014 MBS PAYMENT...... 44,815 ...... 44,815 ...... 42,798 ...... 44,808 ...... 7 ...... 7 ...... 44,815 ...... 0 ...... 927 11/25/2035 1FM..... 57645D AH 5 MALT 2006-3 2A3...... 06/01/2014 MBS PAYMENT...... 9,564 ...... 32,663 ...... 23,109 ...... (46) ...... (46) ...... 9,564 ...... 0 ...... 176 02/25/2051 3FM..... 57645K AA 4 MASD 2007-1 A...... 06/01/2014 MBS PAYMENT...... 37,037 ...... 37,037 ...... 22,407 ...... 165 ...... 165 ...... 37,037 ...... 0 ...... 41 01/25/2037 1FM..... 57645M AC 6 MABS 2006-WMC4 A3...... 06/25/2014 MBS PAYMENT...... 33,332 ...... 33,332 ...... 11,750 ...... 33,083 ...... 249 ...... 249 ...... 33,332 ...... 0 ...... 27 11/25/2056 1FM..... 57645M AE 2 MABS 2006-WMC4 A5...... 06/25/2014 MBS PAYMENT...... 60,753 ...... 60,753 ...... 21,415 ...... 60,292 ...... 462 ...... 462 ...... 60,753 ...... 0 ...... 72 11/25/2056 1FM..... WELLS FARGO SECURITIES 58155Q AF 0 MCKESSON CORP...... 06/25/2014 LLC ...... 88,835 ...... 90,000 ...... 89,817 ...... 89,847 ...... 19 ...... 19 ...... 89,866 ...... (1,032) ...... (1,032) ...... 984 03/15/2018 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 585055 AX 4 MEDTRONIC INC...... 06/25/2014 BANK AMERICA...... 162,067 ...... 160,000 ...... 159,510 ...... 159,623 ...... 34 ...... 34 ...... 159,657 ...... 2,410 ...... 2,410 ...... 3,903 03/15/2022 1FE...... 585055 BC 9 MEDTRONIC INC...... 06/26/2014 VARIOUS...... 266,328 ...... 260,000 ...... 259,496 ...... 17 ...... 17 ...... 259,512 ...... 6,816 ...... 6,816 ...... 3,166 03/15/2024 1FE...... 58933Y AF 2 MERCK & CO INC...... 06/25/2014 VARIOUS...... 144,346 ...... 150,000 ...... 149,870 ...... 149,876 ...... 4 ...... 4 ...... 149,881 ...... (5,535) ...... (5,535) ...... 2,002 05/18/2023 1FE...... 589929 YF 9 MLMI 2002-AFC1 BV1...... 05/01/2014 MBS PAYMENT...... 4,817 ...... 3,531 ...... (3) ...... (3) ...... 0 ...... 44 09/25/2032 1FM..... 59018Y J6 9 MERRILL LYNCH & CO...... 06/23/2014 BNP PARIBAS - LONDON...... 136,943 ...... 120,000 ...... 119,825 ...... 120,000 ...... 0 ...... 120,000 ...... 16,943 ...... 16,943 ...... 6,357 08/28/2017 1FE...... 59020U QY 4 MLMI 2005-WMC1 M4...... 06/01/2014 MBS PAYMENT...... 32,311 ...... 32,311 ...... 21,325 ...... 31,361 ...... 949 ...... 949 ...... 32,311 ...... 0 ...... 187 09/25/2035 2FM..... 59020U R5 6 MLMI 2005-A8 A1C1...... 05/01/2014 MBS PAYMENT...... 41,712 ...... 41,712 ...... 29,198 ...... 26,476 ...... 15,236 ...... 15,236 ...... 41,712 ...... 0 ...... 795 08/25/2036 1FM..... 59022C CS 0 MERRILL LYNCH & CO...... 06/25/2014 VARIOUS...... 786,916 ...... 710,000 ...... 706,171 ...... 714,847 ...... (526) ...... (526) ...... 714,322 ...... 72,594 ...... 72,594 ...... 26,489 05/02/2017 2FE...... 59023V AA 8 MERRILL LYNCH & CO...... 06/23/2014 BANK AMERICA...... 845,606 ...... 620,000 ...... 821,747 ...... 818,923 ...... (1,734) ...... (1,734) ...... 817,189 ...... 28,417 ...... 28,417 ...... 28,996 05/14/2038 2FE...... 59024E AB 3 MLMI 2007-HE1 A2A...... 06/16/2014 VARIOUS...... 8,706,475 ...... 11,235,623 ...... 3,855,223 ...... 3,381,483 ...... 5,324,992 ...... 5,324,992 ...... 8,706,475 ...... 0 ...... 12,787 11/25/2056 1FM..... 59024E AC 1 MLMI 2007-HE1 A2B...... 06/16/2014 VARIOUS...... 9,637,573 ...... 12,445,155 ...... 3,375,748 ...... 2,861,123 ...... 6,776,450 ...... 6,776,450 ...... 9,637,573 ...... 0 ...... 16,138 11/25/2056 1FM..... 59024E AD 9 MLMI 2007-HE1 A2C...... 06/16/2014 VARIOUS...... 668,626 ...... 863,961 ...... 321,303 ...... 321,303 ...... 342,547 ...... 342,547 ...... 663,849 ...... 4,777 ...... 4,777 ...... 1,326 11/25/2056 1FM..... Q 59024H AC 4 MANA 2007-A3 A2B...... 06/25/2014 MBS PAYMENT...... 2,780 ...... 2,780 ...... 445 ...... 2,551 ...... 229 ...... 229 ...... 2,780 ...... 0 ...... 4 02/25/2054 1FM..... E

0 59024L AB 7 MLMI 2007-HE2 A2A...... 06/16/2014 VARIOUS...... 1,260,877 ...... 1,673,069 ...... 614,853 ...... 538,291 ...... 722,586 ...... 722,586 ...... 1,260,877 ...... 0 ...... 2,238 11/25/2056 1FM..... 5 59024L AC 5 MLMI 2007-HE2 A2B...... 06/16/2014 VARIOUS...... 4,029,338 ...... 5,365,554 ...... 1,841,056 ...... 1,586,252 ...... 2,443,086 ...... 2,443,086 ...... 4,029,338 ...... 0 ...... 9,517 11/25/2056 1FM...... 2

7 59024L AD 3 MLMI 2007-HE2 A2C...... 06/16/2014 VARIOUS...... 3,859,907 ...... 5,137,233 ...... 1,762,713 ...... 1,519,266 ...... 2,340,641 ...... 2,340,641 ...... 3,859,907 ...... 0 ...... 10,357 11/25/2056 1FM..... 59181@ AB 1 METROPOLITAN LIFE INSURANCE (FULKERSON) ..... 06/01/2014 MBS PAYMENT...... 1,631 ...... 1,631 ...... 876 ...... 1,609 ...... 22 ...... 22 ...... 1,631 ...... 0 ...... 07/01/2029 1...... 59181@ AC 9 METROPOLITAN LIFE INSURANCE (DAY)...... 06/07/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 748 ...... 1,183 ...... 17 ...... 17 ...... 1,200 ...... 0 ...... 09/07/2019 1...... 59181@ AE 5 METROPOLITAN LIFE INSURANCE (MEEKS)...... 06/17/2014 MBS PAYMENT...... 1,624 ...... 1,624 ...... 1,028 ...... 1,600 ...... 24 ...... 24 ...... 1,624 ...... 0 ...... 01/17/2025 1...... 59181@ AF 2 METROPOLITAN LIFE INSURANCE (REYES)...... 06/14/2014 MBS PAYMENT...... 2,682 ...... 2,682 ...... 1,780 ...... 2,645 ...... 38 ...... 38 ...... 2,682 ...... 0 ...... 08/14/2023 1...... 59181@ AG 0 METROPOLITAN LIFE INSURANCE (WILLIAMS)...... 06/13/2014 MBS PAYMENT...... 1,272 ...... 1,272 ...... 680 ...... 1,257 ...... 15 ...... 15 ...... 1,272 ...... 0 ...... 01/13/2029 1Z...... TRAVELERS INSURANCE COMPANY 59181@ AM 7 (FULKERSON) ..... 06/01/2014 MBS PAYMENT...... 645 ...... 645 ...... 350 ...... 638 ...... 7 ...... 7 ...... 645 ...... 0 ...... 05/01/2029 1...... 59181@ AQ 8 METLIFE INS CO OF CONNECTICUT (RAMIREZ)...... 06/01/2014 MBS PAYMENT...... 3,450 ...... 3,450 ...... 1,492 ...... 3,416 ...... 34 ...... 34 ...... 3,450 ...... 0 ...... 09/01/2042 1...... 59181@ AS 4 METLIFE INS CO OF CONNECTICUT (BURTON)...... 05/01/2014 MBS PAYMENT...... 1,000 ...... 1,000 ...... 552 ...... 988 ...... 12 ...... 12 ...... 1,000 ...... 0 ...... 05/01/2030 1Z...... 59181@ AY 1 TRAVELERS INSURANCE COMPANY(DENICO)...... 06/23/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 420 ...... 7 ...... 7 ...... 1,500 ...... 0 ...... 09/23/2041 1...... 59216@ AA 2 METROPOLITAN LIFE INSURANCE (COLLAZO)...... 06/19/2014 MBS PAYMENT...... 1,113 ...... 1,113 ...... 589 ...... 1,098 ...... 15 ...... 15 ...... 1,113 ...... 0 ...... 04/19/2030 1...... 59216@ AB 0 METROPOLITAN LIFE INSURANCE CO(NELSON)...... 06/26/2014 MBS PAYMENT...... 3,510 ...... 3,510 ...... 2,343 ...... 23 ...... 23 ...... 3,510 ...... 0 ...... 12/26/2023 1...... METROPOLITAN LIFE INSURANCE 592173 *A 8 COMPANY(LEE) ..... 06/15/2014 MBS PAYMENT...... 1,980 ...... 1,980 ...... 1,131 ...... 1,959 ...... 21 ...... 21 ...... 1,980 ...... 0 ...... 10/15/2033 1...... 592173 *B 6 METROPOLITAN LIFE INSURANCE CO (WRIGHT) ..... 06/01/2014 MBS PAYMENT...... 893 ...... 893 ...... 425 ...... 883 ...... 9 ...... 9 ...... 893 ...... 0 ...... 01/01/2036 1...... 592173 *D 2 METROPOLITAN LIFE INS CO (SWANSON)...... 06/01/2014 MBS PAYMENT...... 2,025 ...... 2,025 ...... 1,516 ...... 1,985 ...... 40 ...... 40 ...... 2,025 ...... 0 ...... 12/01/2019 1...... 592173 *F 7 METROPOLITAN LIFE INS CO (DIEVERT)...... 06/01/2014 MBS PAYMENT...... 12,836 ...... 12,836 ...... 5,932 ...... 12,695 ...... 140 ...... 140 ...... 12,836 ...... 0 ...... 12/01/2039 1...... 592173 *M 2 METROPOLITAN LIFE INS. CO.(WILDER)...... 06/26/2014 MBS PAYMENT...... 3,690 ...... 3,690 ...... 1,821 ...... 25 ...... 25 ...... 3,690 ...... 0 ...... 09/26/2033 1...... 592173 *N 0 METROPOLITAN LIFE INS. CO.(CALLICUTT)...... 06/27/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,220 ...... 14 ...... 14 ...... 2,250 ...... 0 ...... 08/27/2031 1...... 592173 *S 9 METLIFE INSUR CO OF CONNECTICUT (CORTEZ) ..... 06/01/2014 MBS PAYMENT...... 900 ...... 900 ...... 479 ...... 2 ...... 2 ...... 900 ...... 0 ...... 12/01/2031 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 592173 *U 4 METROPOLITAN LIFE INSUR CO (CALLICUTT)...... 06/27/2014 MBS PAYMENT...... 4,800 ...... 4,800 ...... 1,439 ...... 24 ...... 24 ...... 4,800 ...... 0 ...... 02/27/2041 1...... 592173 *V 2 METROPOLITAN LIFE INSUR CO (RIGGINS)...... 06/01/2014 MBS PAYMENT...... 344 ...... 344 ...... 208 ...... 3 ...... 3 ...... 344 ...... 0 ...... 12/01/2026 1...... 592173 *W 0 METROPOLITAN LIFE INSURANCE CO (BUTLER)...... 06/15/2014 MBS PAYMENT...... 5,444 ...... 5,444 ...... 2,331 ...... 18 ...... 18 ...... 5,444 ...... 0 ...... 09/15/2040 1...... 592173 *Z 3 METROPOLITAN LIFE INSUR CO (SOLOMON)...... 06/23/2014 MBS PAYMENT...... 2,234 ...... 2,234 ...... 980 ...... 7 ...... 7 ...... 2,234 ...... 0 ...... 01/23/2043 1...... 592173 @B 5 METROPOLITAN LIFE INSUR CO (POMPEY)...... 06/20/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 691 ...... 6 ...... 6 ...... 1,200 ...... 0 ...... 12/20/2030 1...... 592173 @C 3 MONUMENTAL LIFE INSUR CO (POWELL)...... 06/01/2014 MBS PAYMENT...... 3,708 ...... 3,708 ...... 2,660 ...... 12 ...... 12 ...... 3,708 ...... 0 ...... 03/01/2023 1...... 592173 @D 1 METROPOLITAN LIFE INSURANCE CO (BARDLEY) ..... 06/15/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 638 ...... 4 ...... 4 ...... 1,050 ...... 0 ...... 11/15/2029 1...... 592173 @F 6 METRO LIFE INSUR AND ANNUITY CO (PETERS)...... 06/15/2014 MBS PAYMENT...... 600 ...... 600 ...... 317 ...... 2 ...... 2 ...... 600 ...... 0 ...... 07/15/2032 1...... 592173 @M 1 METROPOLITAN LIFE INSURANCE CO (DIXON)...... 06/26/2014 MBS PAYMENT...... 2,501 ...... 2,501 ...... 1,120 ...... 19 ...... 19 ...... 2,501 ...... 0 ...... 02/26/2033 1...... 592173 @N 9 METROPOLITAN LIFE INSURANCE CO (ROANE)...... 06/28/2014 MBS PAYMENT...... 1,186 ...... 1,186 ...... 694 ...... 8 ...... 8 ...... 1,186 ...... 0 ...... 12/28/2028 1...... METROPOLITAN LIFE INSURANCE CO 592173 @Q 2 (BREVARD) ..... 06/01/2014 MBS PAYMENT...... 12,000 ...... 12,000 ...... 6,214 ...... 35 ...... 35 ...... 12,000 ...... 0 ...... 09/01/2030 1......

Q 592173 @S 8 METROPOLITAN LIFE INSURANCE CO (SMALLS)...... 06/05/2014 MBS PAYMENT...... 570 ...... 570 ...... 358 ...... 2 ...... 2 ...... 570 ...... 0 ...... 02/05/2025 1...... E 592173 D# 2 METROPOLITAN LIFE INSURANCE (HITCHCOCK) ..... 06/26/2014 MBS PAYMENT...... 2,118 ...... 2,118 ...... 1,060 ...... 2,085 ...... 33 ...... 33 ...... 2,118 ...... 0 ...... 02/26/2033 1...... 0

5 592173 E# 1 METROPOLITAN LIFE INSURANCE (ROSARIO)...... 06/01/2014 MBS PAYMENT...... 900 ...... 900 ...... 465 ...... 891 ...... 9 ...... 9 ...... 900 ...... 0 ...... 05/01/2027 1...... 2 592173 E@ 3 METROPOLITAN LIFE INSURANCE (LOTT)...... 06/01/2014 MBS PAYMENT...... 363 ...... 363 ...... 187 ...... 358 ...... 5 ...... 5 ...... 363 ...... 0 ...... 08/01/2028 1...... 8 592173 F# 0 METROPOLITAN LIFE INSURANCE (BRYSON)...... 06/25/2014 MBS PAYMENT...... 1,010 ...... 1,010 ...... 556 ...... 993 ...... 17 ...... 17 ...... 1,010 ...... 0 ...... 01/25/2028 1...... 592173 F@ 2 METROPOLITAN LIFE INSURANCE (MALDONADO) ..... 06/02/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 985 ...... 1,778 ...... 22 ...... 22 ...... 1,800 ...... 0 ...... 12/02/2030 1...... 592173 G# 9 METROPOLITAN LIFE INSURANCE (GARCIA)...... 06/23/2014 MBS PAYMENT...... 900 ...... 900 ...... 592 ...... 881 ...... 19 ...... 19 ...... 900 ...... 0 ...... 11/23/2020 1...... 592173 G@ 1 METROPOLITAN LIFE INSURANCE (MEDLOCK)...... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 435 ...... 739 ...... 11 ...... 11 ...... 750 ...... 0 ...... 05/01/2027 1...... 592173 H# 8 METROPOLITAN LIFE INSURANCE (SCOTT)...... 06/26/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 1,364 ...... 1,906 ...... 44 ...... 44 ...... 1,950 ...... 0 ...... 05/01/2022 1...... 592173 H* 2 METROPOLITAN LIFE INSURANCE (SCOTT)...... 06/28/2014 MBS PAYMENT...... 978 ...... 978 ...... 448 ...... 962 ...... 16 ...... 16 ...... 978 ...... 0 ...... 02/28/2031 1...... 592173 J# 6 METROPOLITAN LIFE INSURANCE (MEDINA)...... 06/01/2014 MBS PAYMENT...... 789 ...... 789 ...... 422 ...... 777 ...... 12 ...... 12 ...... 789 ...... 0 ...... 01/01/2028 1...... 592173 J@ 8 METROPOLITAN LIFE INSURANCE (BRYSON)...... 06/25/2014 MBS PAYMENT...... 554 ...... 554 ...... 250 ...... 545 ...... 8 ...... 8 ...... 554 ...... 0 ...... 01/25/2028 1...... 592173 K* 8 METROPOLITAN LIFE INSURANCE (LOTT)...... 06/01/2014 MBS PAYMENT...... 450 ...... 450 ...... 221 ...... 444 ...... 6 ...... 6 ...... 450 ...... 0 ...... 12/01/2029 1...... 592173 K@ 6 METROPOLITAN LIFE INSURANCE (STABLES)...... 06/15/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 829 ...... 1,482 ...... 18 ...... 18 ...... 1,500 ...... 0 ...... 12/15/2030 1...... 592173 L# 3 METROPOLITAN LIFE INSURANCE (ADAMS)...... 06/10/2014 MBS PAYMENT...... 2,400 ...... 2,400 ...... 1,725 ...... 2,368 ...... 32 ...... 32 ...... 2,400 ...... 0 ...... 04/10/2022 1...... 592173 L@ 5 METROPOLITAN LIFE INSURANCE (MATA)...... 06/01/2014 MBS PAYMENT...... 1,440 ...... 1,440 ...... 1,102 ...... 1,415 ...... 25 ...... 25 ...... 1,440 ...... 0 ...... 10/01/2021 1...... 592173 M# 2 METROPOLITAN LIFE INSURANCE (QUINN)...... 06/15/2014 MBS PAYMENT...... 523 ...... 523 ...... 159 ...... 518 ...... 5 ...... 5 ...... 523 ...... 0 ...... 12/15/2034 1...... 592173 N# 1 METROPOLITAN LIFE INSURANCE (BRYSON)...... 06/25/2014 MBS PAYMENT...... 779 ...... 779 ...... 437 ...... 766 ...... 13 ...... 13 ...... 779 ...... 0 ...... 01/25/2028 1...... 592173 N@ 3 METROPOLITAN LIFE INSURANCE (GARCIA)...... 06/23/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 1,151 ...... 1,918 ...... 32 ...... 32 ...... 1,950 ...... 0 ...... 05/23/2025 1...... 592173 P* 3 METROPOLITAN LIFE INSURANCE (BRYSON)...... 06/25/2014 MBS PAYMENT...... 520 ...... 520 ...... 272 ...... 512 ...... 8 ...... 8 ...... 520 ...... 0 ...... 01/25/2028 1...... 592173 Q@ 0 METROPOLITAN LIFE INSURANCE (WRIGHT)...... 06/01/2014 MBS PAYMENT...... 1,016 ...... 1,016 ...... 542 ...... 1,003 ...... 13 ...... 13 ...... 1,016 ...... 0 ...... 02/01/2030 1...... 592173 R# 7 METROPOLITAN LIFE INSURANCE (HINGER)...... 06/01/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 781 ...... 1,180 ...... 20 ...... 20 ...... 1,200 ...... 0 ...... 09/01/2025 1...... 592173 R* 1 METROPOLITAN LIFE INSURANCE (MEDINA)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 299 ...... 592 ...... 8 ...... 8 ...... 600 ...... 0 ...... 01/01/2029 1...... 592173 S# 6 METROPOLITAN LIFE INSURANCE (SCHWARTZ)...... 06/05/2014 MBS PAYMENT...... 1,320 ...... 1,320 ...... 789 ...... 1,309 ...... 11 ...... 11 ...... 1,320 ...... 0 ...... 12/05/2027 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 592173 S* 0 METROPOLITAN LIFE INSURANCE (CASS)...... 06/01/2014 MBS PAYMENT...... 2,175 ...... 2,175 ...... 973 ...... 2,151 ...... 24 ...... 24 ...... 2,175 ...... 0 ...... 08/01/2036 1...... 592173 S@ 8 METROPOLITAN LIFE INSURANCE (PANGBURN)...... 06/01/2014 MBS PAYMENT...... 517 ...... 517 ...... 280 ...... 509 ...... 8 ...... 8 ...... 517 ...... 0 ...... 06/01/2024 1...... 592173 T# 5 METROPOLITAN LIFE INS. CO. (MCKENZIE)...... 06/05/2014 MBS PAYMENT...... 1,343 ...... 1,343 ...... 811 ...... 1,332 ...... 11 ...... 11 ...... 1,343 ...... 0 ...... 03/05/2027 1...... 592173 T* 9 METROPOLITAN LIFE INSURANCE CO. (HURT)...... 06/01/2014 MBS PAYMENT...... 3,745 ...... 3,745 ...... 2,657 ...... 3,676 ...... 69 ...... 69 ...... 3,745 ...... 0 ...... 08/01/2021 1...... 592173 T@ 7 METROPOLITAN LIFE INS. CO. (HENDERSON)...... 06/18/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 618 ...... 1,185 ...... 15 ...... 15 ...... 1,200 ...... 0 ...... 12/18/2028 1...... 592173 U# 3 METROPOLITAN LIFE INSUR. CO. (MCMILLIAN)...... 06/16/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,624 ...... 2,209 ...... 41 ...... 41 ...... 2,250 ...... 0 ...... 10/16/2019 1...... 592173 U* 7 METROPOLITAN LIFE INS. CO. (PANGBURN)...... 06/01/2014 MBS PAYMENT...... 2,089 ...... 2,089 ...... 1,476 ...... 2,050 ...... 39 ...... 39 ...... 2,089 ...... 0 ...... 06/01/2024 1...... 592173 U@ 5 METLIFE INSUR CO. CONNECTICUT (SEIBERT)...... 06/15/2014 MBS PAYMENT...... 453 ...... 453 ...... 188 ...... 449 ...... 5 ...... 5 ...... 453 ...... 0 ...... 05/15/2029 1...... 592173 V* 6 METROPOLITAN LIFE INSURANCE CO. (CASS)...... 06/01/2014 MBS PAYMENT...... 1,425 ...... 1,425 ...... 632 ...... 1,409 ...... 16 ...... 16 ...... 1,425 ...... 0 ...... 08/01/2036 1...... 592173 W* 5 METROPOLITAN LIFE INS CO (HENDERSON)...... 06/01/2014 MBS PAYMENT...... 1,350 ...... 1,350 ...... 789 ...... 1,332 ...... 18 ...... 18 ...... 1,350 ...... 0 ...... 01/01/2030 1...... 592173 W@ 3 METROPOLITAN LIFE INS CO (PARKER)...... 06/03/2014 MBS PAYMENT...... 705 ...... 705 ...... 268 ...... 701 ...... 3 ...... 3 ...... 705 ...... 0 ...... 10/03/2041 1...... 592173 Y* 3 METROPOLITAN LIFE INS CO (NEWSOM)...... 06/28/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 751 ...... 1,478 ...... 22 ...... 22 ...... 1,500 ...... 0 ...... 02/28/2027 1...... Q 592173 Y@ 1 METROPOLITAN LIFE INS CO (NEWSOM)...... 06/23/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 729 ...... 1,480 ...... 20 ...... 20 ...... 1,500 ...... 0 ...... 09/23/2028 1...... E

0 592173 Z* 2 METROPOLITAN LIFE INS CO (RIGGINS)...... 06/01/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,461 ...... 2,216 ...... 34 ...... 34 ...... 2,250 ...... 0 ...... 12/01/2026 1...... 5 US BANCORP INVESTMENTS . 2 59217G AQ 2 MET LIFE GLOB FUNDING I...... 06/05/2014 INC ...... 2,107,740 ...... 2,000,000 ...... 2,136,720 ...... 2,118,972 ...... (5,430) ...... (5,430) ...... 2,113,542 ...... (5,802) ...... (5,802) ...... 51,451 04/11/2022 1FE...... 9 59217T 61 4 METROPOLITAN LIFE INSURANCE (SUPPA)...... 06/15/2014 MBS PAYMENT...... 5,898 ...... 5,898 ...... 3,947 ...... 5,776 ...... 122 ...... 122 ...... 5,898 ...... 0 ...... 01/15/2017 1Z...... 59218* AP 9 METROPOLITAN LIFE INSURANCE CO. (HURT)...... 06/01/2014 MBS PAYMENT...... 13,500 ...... 13,500 ...... 9,883 ...... 51 ...... 51 ...... 13,500 ...... 0 ...... 08/01/2021 1...... 59218* AQ 7 METROPOLITAN LIFE INS CO (FINLEY)...... 06/07/2014 MBS PAYMENT...... 2,787 ...... 2,787 ...... 2,238 ...... 2,749 ...... 38 ...... 38 ...... 2,787 ...... 0 ...... 07/07/2018 1...... 59218@ AC 6 METLIFE INSURANCE CO OF CT (FULKERSON)...... 06/01/2014 MBS PAYMENT...... 1,155 ...... 1,155 ...... 622 ...... 1,140 ...... 15 ...... 15 ...... 1,155 ...... 0 ...... 07/01/2029 1Z...... 59562V AM 9 MIDAMERICAN ENERGY HLDGS...... 06/25/2014 PIERPONT SECURITIES LLC...... 123,686 ...... 100,000 ...... 99,790 ...... 100,000 ...... 0 ...... 100,000 ...... 23,686 ...... 23,686 ...... 4,509 04/01/2036 2FE...... 59562V AT 4 MIDAMERICAN ENERGY HLDGS...... 06/25/2014 MILETUS TRADING LLC...... 45,733 ...... 40,000 ...... 47,677 ...... 45,496 ...... (600) ...... (600) ...... 44,897 ...... 836 ...... 836 ...... 1,693 04/01/2018 2FE...... 60871R AC 4 MOLSON COORS BREWING CO...... 06/12/2014 CREDIT SUISSE...... 352,632 ...... 350,000 ...... 348,772 ...... 349,031 ...... 90 ...... 90 ...... 349,121 ...... 3,511 ...... 3,511 ...... 7,690 05/01/2022 2FE...... 609207 AB 1 MONDELEZ INTERNATIONAL...... 06/25/2014 VARIOUS...... 4,217,056 ...... 4,130,000 ...... 4,125,540 ...... 117 ...... 117 ...... 4,125,656 ...... 91,399 ...... 91,399 ...... 39,080 02/01/2024 2FE...... 610202 BN 2 MONONGAHELA POWER CO...... 06/25/2014 BANK AMERICA...... 136,232 ...... 130,000 ...... 129,852 ...... 129,852 ...... 2 ...... 2 ...... 129,854 ...... 6,378 ...... 6,378 ...... 3,094 04/15/2024 2FE...... 611662 BM 8 MONSANTO CO...... 06/25/2014 LOOP CAPITAL MARKETS, LLC ...... 228,375 ...... 220,000 ...... 219,531 ...... 219,831 ...... 50 ...... 50 ...... 219,880 ...... 8,495 ...... 8,495 ...... 4,218 04/15/2016 1FE...... 615326 C# 0 MONUMENTAL LIFE INS CO (SCOTT)...... 06/01/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 840 ...... 1,178 ...... 22 ...... 22 ...... 1,200 ...... 0 ...... 12/01/2024 1...... 615326 C* 4 MONUMENTAL LIFE INSURANCE (HARRIS)...... 06/01/2014 MBS PAYMENT...... 13,500 ...... 13,500 ...... 7,661 ...... 13,301 ...... 199 ...... 199 ...... 13,500 ...... 0 ...... 12/01/2030 1...... 615326 D# 9 MONUMENTAL LIFE INS CO (AIKEN)...... 06/13/2014 MBS PAYMENT...... 2,868 ...... 2,868 ...... 1,245 ...... 2,812 ...... 56 ...... 56 ...... 2,868 ...... 0 ...... 01/13/2037 1...... 615326 D* 3 MONUMENTAL LIFE INS CO (BRAKE)...... 06/16/2014 MBS PAYMENT...... 3,420 ...... 3,420 ...... 2,452 ...... 3,368 ...... 52 ...... 52 ...... 3,420 ...... 0 ...... 03/16/2022 1...... 615326 E# 8 MONUMENTAL LIFE INSUR CO (TUBBS-SPANN)...... 06/17/2014 MBS PAYMENT...... 475 ...... 475 ...... 263 ...... 2 ...... 2 ...... 475 ...... 0 ...... 12/17/2031 1...... 615326 E@ 0 MONUMENTAL LIFE INS CO (BUTCHER)...... 04/07/2014 MBS PAYMENT...... 5,000 ...... 5,000 ...... 3,263 ...... 4,956 ...... 44 ...... 44 ...... 5,000 ...... 0 ...... 04/07/2023 1...... 615326 F# 7 MONUMENTAL LIFE INSUR CO (HOLLINS)...... 06/01/2014 MBS PAYMENT...... 3,708 ...... 3,708 ...... 2,660 ...... 12 ...... 12 ...... 3,708 ...... 0 ...... 03/01/2023 1...... 615326 G# 6 MONUMENTAL LIFE INSUR CO (EPPERSON)...... 06/03/2014 MBS PAYMENT...... 1,482 ...... 1,482 ...... 691 ...... 3 ...... 3 ...... 1,482 ...... 0 ...... 02/03/2035 1...... 615326 G* 0 MONUMENTAL LIFE INSURANCE CO (HOLLINS)...... 06/01/2014 MBS PAYMENT...... 2,920 ...... 2,920 ...... 2,095 ...... 12 ...... 12 ...... 2,920 ...... 0 ...... 03/01/2023 1...... 615326 H@ 7 MONUMENTAL LIFE INSURANCE CO (POWELL)...... 06/01/2014 MBS PAYMENT...... 5,920 ...... 5,920 ...... 4,202 ...... 22 ...... 22 ...... 5,920 ...... 0 ...... 03/01/2023 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 61690G AT 8 MSBAM 2014-C14 D...... 06/17/2014 BREAN CAPITAL, LLC...... 4,710,156 ...... 5,000,000 ...... 4,591,406 ...... 9,827 ...... 9,827 ...... 4,601,233 ...... 108,923 .....108,923 ...... 74,969 02/15/2047 1AM..... 61690K AQ 5 MSBAM 2013-C7 F...... 05/13/2014 BANK AMERICA...... 11,690,000 ...... 14,000,000 ...... 10,850,000 ...... 11,050,293 ...... 81,633 ...... 81,633 ...... 11,131,926 ...... 558,074 .....558,074 .....277,383 02/15/2046 1FM..... US BANCORP INVESTMENTS 617446 6Q 7 MORGAN STANLEY...... 06/23/2014 INC ...... 350,637 ...... 300,000 ...... 300,000 ...... 300,000 ...... 0 ...... 300,000 ...... 50,637 ...... 50,637 ...... 14,630 04/01/2018 1FE...... 617446 7X 1 MORGAN STANLEY...... 06/23/2014 BNY CONVERGEX...... 170,845 ...... 160,000 ...... 159,272 ...... 159,277 ...... 22 ...... 22 ...... 159,299 ...... 11,546 ...... 11,546 ...... 4,756 11/24/2025 2FE...... 617453 AG 0 MSC 2006-IQ11 J...... 06/01/2014 MBS PAYMENT...... 7,600 ...... 0 ...... 0 ...... 10/15/2042 1FM..... 61745M A5 2 MSM 2004-3 4A...... 06/01/2014 MBS PAYMENT...... 215,722 ...... 215,722 ...... 179,049 ...... 213,161 ...... 2,562 ...... 2,562 ...... 215,722 ...... 0 ...... 5,310 08/01/2034 1FM..... 61745M ZC 0 MSC 2004-IQ7 C...... 06/01/2014 MBS PAYMENT...... 437,494 ...... 437,494 ...... 447,184 ...... 436,808 ...... 686 ...... 686 ...... 437,494 ...... 0 ...... 9,798 06/15/2038 1FM..... 61746B DM 5 MORGAN STANLEY...... 04/23/2014 MURIEL SIEBERT...... 7,002,660 ...... 7,000,000 ...... 6,997,430 ...... 688 ...... 688 ...... 6,998,118 ...... 4,542 ...... 4,542 ...... 45,694 01/24/2019 1FE...... 61746B DQ 6 MORGAN STANLEY...... 06/13/2014 GSEC NEDDAVIS...... 2,009,380 ...... 2,000,000 ...... 1,982,480 ...... 201 ...... 201 ...... 1,982,681 ...... 26,699 ...... 26,699 ...... 10,764 04/29/2024 1FE...... 61747Y CJ 2 MORGAN STANLEY...... 06/23/2014 SUSQUEHANNA FINANCIAL...... 1,446,656 ...... 1,260,000 ...... 1,290,794 ...... 1,283,732 ...... (1,437) ...... (1,437) ...... 1,282,296 ...... 164,361 .....164,361 ...... 53,747 09/23/2019 1FE...... 61747Y DD 4 MORGAN STANLEY...... 06/23/2014 SCOTIA CAPITAL INC - US...... 157,619 ...... 150,000 ...... 149,852 ...... 149,992 ...... 8 ...... 8 ...... 150,000 ...... 7,619 ...... 7,619 ...... 3,753 04/29/2016 1FE......

Q 61748A AE 6 MORGAN STANLEY...... 04/01/2014 MATURITY...... 5,000,000 ...... 5,000,000 ...... 4,826,400 ...... 4,996,447 ...... 3,553 ...... 3,553 ...... 5,000,000 ...... 0 .....118,750 04/01/2014 2FE...... E 61748H KG 5 MSM 2005-4 5A4...... 06/01/2014 MBS PAYMENT...... 81,228 ...... 81,228 ...... 74,231 ...... 74,231 ...... 0 ...... 74,231 ...... 6,997 ...... 6,997 ...... 2,234 08/25/2035 1FM..... 0

5 61748H PF 2 MSM 2005-7 6A1...... 06/01/2014 MBS PAYMENT...... 150,262 ...... 150,262 ...... 131,103 ...... 150,010 ...... 252 ...... 252 ...... 150,262 ...... 0 ...... 3,325 11/25/2035 1FM...... 3 61749W AJ 6 MSM 2006-11 1A3...... 06/01/2014 MBS PAYMENT...... 1,320 ...... 1,320 ...... 691 ...... (3) ...... (3) ...... 1,320 ...... 0 ...... 3 01/25/2054 2...... 0 617505 AD 4 MSAC 2007-NC1 A2C...... 06/25/2014 MBS PAYMENT...... 79,798 ...... 79,798 ...... 29,226 ...... 78,970 ...... 828 ...... 828 ...... 79,798 ...... 0 ...... 44 01/25/2043 1FM..... 61750Y AB 5 MSM 2006-15XS A2A...... 06/01/2014 MBS PAYMENT...... 59,400 ...... 59,400 ...... 34,340 ...... 34,340 ...... 0 ...... 34,340 ...... 25,061 ...... 25,061 ...... 1,228 04/01/2055 1FM..... 61750Y AK 5 MSM 2006-15XS A6B...... 06/01/2014 MBS PAYMENT...... 994 ...... 994 ...... 251 ...... 991 ...... 3 ...... 3 ...... 994 ...... 0 ...... 24 12/25/2053 1FM..... 61751D AG 9 MSM 2006-17XS A4...... 06/01/2014 MBS PAYMENT...... 135,042 ...... 135,042 ...... 83,726 ...... 135,869 ...... (827) ...... (827) ...... 135,042 ...... 0 ...... 2,433 12/25/2053 1FM..... 61752R AB 8 MSM 2007-3XS 1A2A...... 05/01/2014 MBS PAYMENT...... 31,096 ...... 31,096 ...... 27,987 ...... 31,251 ...... (155) ...... (155) ...... 31,096 ...... 0 ...... 594 02/25/2054 1FM..... 61753N AC 4 MSAC 2007-NC2 A2A...... 06/25/2014 MBS PAYMENT...... 429 ...... 429 ...... 217 ...... 217 ...... 0 ...... 217 ...... 212 ...... 212 ...... 02/25/2050 1FM..... 61754P AA 2 MSM 2007-8XS A1...... 06/01/2014 MBS PAYMENT...... 6,541 ...... 6,541 ...... 2,747 ...... 6,478 ...... 62 ...... 62 ...... 6,541 ...... 0 ...... 113 12/25/2053 1FM..... 61756V BE 8 MSM 2007-14AR 6A1...... 06/01/2014 MBS PAYMENT...... 32,290 ...... 47,337 ...... 21,775 ...... 31,655 ...... 634 ...... 634 ...... 32,290 ...... 0 ...... 439 07/25/2052 1FM..... 61759L AA 6 MSRR 2010-GG10 A4A...... 06/01/2014 MBS PAYMENT...... 3,975 ...... 3,975 ...... 4,534 ...... 4,048 ...... (74) ...... (74) ...... 3,975 ...... 0 ...... 78 08/15/2045 1...... 61761A AN 8 MSBAM 2012-C5 G...... 05/06/2014 DEUTSCHE BANK...... 8,512,500 ...... 10,000,000 ...... 7,778,906 ...... 7,919,271 ...... 58,104 ...... 58,104 ...... 7,977,375 ...... 535,125 .....535,125 .....197,500 08/15/2045 1FM..... 61761D AA 0 MSBAM 2012-C6 A1...... 06/01/2014 MBS PAYMENT...... 18,038 ...... 18,038 ...... 18,038 ...... 18,039 ...... (1) ...... (1) ...... 18,038 ...... 0 ...... 40 11/15/2045 1FM..... 61761D AW 2 MSBAM 2012-C6 G...... 05/07/2014 BANK AMERICA...... 8,525,000 ...... 10,000,000 ...... 7,549,580 ...... 7,549,580 ...... 0 ...... 7,549,580 ...... 975,420 .....975,420 .....201,250 11/15/2045 1FM..... 61761D AY 8 MSBAM 2012-C6 H...... 04/03/2014 DEUTSCHE BANK...... 4,254,375 ...... 6,139,000 ...... 4,235,910 ...... 1,516 ...... 1,516 ...... 4,237,426 ...... 16,949 ...... 16,949 ...... 5,372 11/15/2045 1AM..... 61763K AL 8 MSBAM 2014-C15 G...... 04/03/2014 DEUTSCHE BANK...... 3,148,633 ...... 5,000,000 ...... 3,128,125 ...... 0 ...... 3,128,125 ...... 20,508 ...... 20,508 ...... 7,778 04/15/2047 1...... 61915R AF 3 MHL 2005-2 2M1...... 06/01/2014 MBS PAYMENT...... 2,156 ...... 2,156 ...... 1,035 ...... 2,122 ...... 33 ...... 33 ...... 2,156 ...... 0 ...... 18 05/25/2035 1FM..... 61945C AC 7 MOSAIC CO...... 04/25/2014 HSBC SECURITIES LIMITED...... 3,108,480 ...... 3,000,000 ...... 2,993,700 ...... 2,993,770 ...... 174 ...... 174 ...... 2,993,944 ...... 114,536 .....114,536 ...... 59,146 11/15/2023 2FE...... 637417 AG 1 NATIONAL RETAIL PROP INC...... 06/13/2014 VARIOUS...... 1,000,055 ...... 1,000,000 ...... 997,980 ...... 15 ...... 15 ...... 997,995 ...... 2,060 ...... 2,060 ...... 2,546 06/15/2024 2FE...... 637640 AF 0 NATIONAL SEMICONDUCTOR...... 06/25/2014 MILETUS TRADING LLC...... 102,755 ...... 100,000 ...... 105,296 ...... 101,608 ...... (595) ...... (595) ...... 101,013 ...... 1,742 ...... 1,742 ...... 2,754 04/15/2015 1FE...... NATIONWIDE LIFE INSURANCE CO 63864* AC 7 (HENDERSON) ..... 04/14/2014 MBS PAYMENT...... 2,500 ...... 2,500 ...... 1,504 ...... 7 ...... 7 ...... 2,500 ...... 0 ...... 04/14/2023 1...... 63946C AD 0 NBCUNIVERSAL ENTERPRISE...... 06/26/2014 FIRST TENNESSEE...... 508,161 ...... 510,000 ...... 509,709 ...... 509,760 ...... 40 ...... 40 ...... 509,801 ...... (1,640) ...... (1,640) ...... 7,074 04/15/2019 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 643528 AB 8 NCAMT 2006-ALT1 AF2...... 06/01/2014 MBS PAYMENT...... 10,400 ...... 10,400 ...... 6,838 ...... 10,272 ...... 128 ...... 128 ...... 10,400 ...... 0 ...... 184 05/25/2046 1FM..... 64360Y AB 1 NCHET 2006-2 A2B...... 06/25/2014 MBS PAYMENT...... 101,425 ...... 101,425 ...... 62,291 ...... 100,198 ...... 1,227 ...... 1,227 ...... 101,425 ...... 0 ...... 106 08/25/2046 1FM..... 64952* AR 5 NEW YORK LIFE INSURANCE (HINOJOS)...... 06/01/2014 MBS PAYMENT...... 1,179 ...... 1,179 ...... 755 ...... 1,157 ...... 21 ...... 21 ...... 1,179 ...... 0 ...... 08/01/2024 1...... 64952* AS 3 NEW YORK LIFE INSURANCE (MCMILLAN)...... 05/26/2014 MBS PAYMENT...... 625 ...... 625 ...... 348 ...... 615 ...... 10 ...... 10 ...... 625 ...... 0 ...... 05/26/2026 1...... 64952* AU 8 NEW YORK LIFE INSURANCE (MOSS)...... 06/01/2014 MBS PAYMENT...... 1,650 ...... 1,650 ...... 1,066 ...... 1,620 ...... 30 ...... 30 ...... 1,650 ...... 0 ...... 02/01/2024 1...... 64952* AW 4 NEW YORK LIFE INSURANCE (FETTIG)...... 06/01/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 1,476 ...... 1,909 ...... 41 ...... 41 ...... 1,950 ...... 0 ...... 11/01/2019 1...... 64952* AX 2 NEW YORK LIFE INSURANCE (CHAPMAN)...... 06/15/2014 MBS PAYMENT...... 7,859 ...... 7,859 ...... 4,999 ...... 7,754 ...... 105 ...... 105 ...... 7,859 ...... 0 ...... 01/15/2026 1...... 64952* AY 0 NEW YORK LIFE INSURANCE (GRIFFIS)...... 06/10/2014 MBS PAYMENT...... 615 ...... 615 ...... 403 ...... 602 ...... 13 ...... 13 ...... 615 ...... 0 ...... 12/10/2021 1...... 64952* AZ 7 NEW YORK LIFE INSURANCE (DISMUKE)...... 06/15/2014 MBS PAYMENT...... 3,885 ...... 3,885 ...... 2,998 ...... 3,818 ...... 67 ...... 67 ...... 3,885 ...... 0 ...... 04/15/2018 1...... 64952* BA 1 NEW YORK LIFE INSURANCE (UNDERWOOD)...... 06/18/2014 MBS PAYMENT...... 588 ...... 588 ...... 452 ...... 573 ...... 15 ...... 15 ...... 588 ...... 0 ...... 10/18/2018 1...... 64952* BC 7 NEW YORK LIFE INSURANCE COMPANY (HENRY) ..... 06/28/2014 MBS PAYMENT...... 1,081 ...... 1,081 ...... 595 ...... 1,063 ...... 17 ...... 17 ...... 1,081 ...... 0 ...... 09/29/2025 1...... 64952* BD 5 NEW YORK LIFE INSURANCE CO. (GRIFFIS)...... 06/10/2014 MBS PAYMENT...... 825 ...... 825 ...... 437 ...... 816 ...... 9 ...... 9 ...... 825 ...... 0 ...... 03/10/2027 1...... Q 64952* BE 3 NEW YORK LIFE INSURANCE CO. (HURT)...... 06/06/2014 MBS PAYMENT...... 1,076 ...... 1,076 ...... 635 ...... 1,064 ...... 12 ...... 12 ...... 1,076 ...... 0 ...... 04/06/2027 1...... E

0 NEW YORK LIFE INSURANCE COMPANY

5 64952* BG 8 (FARREN) ..... 06/22/2014 MBS PAYMENT...... 675 ...... 675 ...... 415 ...... 663 ...... 12 ...... 12 ...... 675 ...... 0 ...... 06/22/2020 1...... 3 64952* BM 5 NEW YORK LIVE INS CO (QUIRINDONGO)...... 06/19/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,307 ...... 2,072 ...... 28 ...... 28 ...... 2,100 ...... 0 ...... 10/19/2028 1...... 1 64952* BN 3 NEW YORK LIFE INS CO (MEEK)...... 06/01/2014 MBS PAYMENT...... 4,500 ...... 4,500 ...... 3,397 ...... 4,419 ...... 81 ...... 81 ...... 4,500 ...... 0 ...... 09/01/2021 1...... 64952* BP 8 NEW YORK LIFE INS CO (DOUCETTE)...... 06/15/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 1,415 ...... 1,922 ...... 29 ...... 29 ...... 1,950 ...... 0 ...... 03/15/2022 1...... 64952* BR 4 NEW YORK LIFE INS CO (GRIFFIS)...... 06/10/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,066 ...... 1,765 ...... 35 ...... 35 ...... 1,800 ...... 0 ...... 03/10/2027 1...... 64952* BS 2 NEW YORK LIFE INS CO (LOVELL)...... 04/01/2014 MATURITY...... 397,116 ...... 397,116 ...... 364,843 ...... 390,440 ...... 6,675 ...... 6,675 ...... 397,116 ...... 0 ...... 04/01/2014 1...... 64952* BV 5 NEW YORK LIFE INS CO (DOUCETTE)...... 06/15/2014 MBS PAYMENT...... 1,502 ...... 1,502 ...... 1,080 ...... 8 ...... 8 ...... 1,502 ...... 0 ...... 03/15/2022 1...... 64952* BW 3 NEW YORK LIFE INSURANCE COMPANY (ELEY)...... 06/01/2014 MBS PAYMENT...... 2,441 ...... 2,441 ...... 1,407 ...... 18 ...... 18 ...... 2,441 ...... 0 ...... 07/01/2031 1...... NEW YORK LIFE INSURANCE COMPANY 64952* BY 9 (FERERA) ..... 05/01/2014 MBS PAYMENT...... 5,000 ...... 5,000 ...... 3,621 ...... 0 ...... 5,000 ...... 0 ...... 10/01/2022 1...... 64952* BZ 6 NEW YORK LIFE INSURANCE CO (MCMILLAN)...... 06/06/2014 MBS PAYMENT...... 9,521 ...... 9,521 ...... 5,023 ...... 22 ...... 22 ...... 9,521 ...... 0 ...... 12/06/2032 1...... 64952* CA 0 NEW YORK LIFE INSURANCE CO (DOUCETTE)...... 06/15/2014 MBS PAYMENT...... 600 ...... 600 ...... 444 ...... 3 ...... 3 ...... 600 ...... 0 ...... 03/15/2022 1...... 64952* CB 8 NEW YORK LIFE INSURANCE CO (MCMILLAN)...... 06/06/2014 MBS PAYMENT...... 2,700 ...... 2,700 ...... 1,100 ...... 5 ...... 5 ...... 2,700 ...... 0 ...... 03/06/2039 1...... 649603 AD 9 NYMT 2005-2 A...... 06/25/2014 MBS PAYMENT...... 30,149 ...... 30,149 ...... 18,990 ...... 29,684 ...... 464 ...... 464 ...... 30,149 ...... 0 ...... 62 08/25/2035 1FM..... WELLS FARGO SECURITIES 651229 AL 0 NEWELL RUBBERMAID INC...... 06/25/2014 LLC ...... 30,380 ...... 30,000 ...... 29,905 ...... 29,954 ...... 16 ...... 16 ...... 29,971 ...... 409 ...... 409 ...... 318 06/15/2015 2FE...... 652478 AW 8 21ST CENTURY FOX AMERICA...... 06/25/2014 MILETUS TRADING LLC...... 141,007 ...... 100,000 ...... 142,799 ...... (157) ...... (157) ...... 142,642 ...... (1,635) ...... (1,635) ...... 3,403 08/01/2034 2FE...... 652482 BJ 8 NEWS AMERICA INC...... 06/25/2014 MILETUS TRADING LLC...... 36,583 ...... 30,000 ...... 31,573 ...... 31,446 ...... (6) ...... (6) ...... 31,440 ...... 5,143 ...... 5,143 ...... 987 12/15/2034 2FE...... 652482 BQ 2 NEWS AMERICA INC...... 06/25/2014 CITI...... 330,242 ...... 260,000 ...... 310,487 ...... (487) ...... (487) ...... 310,000 ...... 20,242 ...... 20,242 ...... 10,614 11/15/2037 2FE...... 652505 AA 6 NWSTR 2006-1A A1...... 06/01/2014 MBS PAYMENT...... 562,662 ...... 562,662 ...... 527,395 ...... 543,277 ...... 19,385 ...... 19,385 ...... 562,662 ...... 0 ...... 1,451 03/30/2022 1FE...... 652509 AA 8 NWSTR 2007-1A A1...... 05/01/2014 MBS PAYMENT...... 190,191 ...... 190,191 ...... 173,074 ...... 187,719 ...... 2,472 ...... 2,472 ...... 190,191 ...... 0 ...... 450 09/30/2022 1FE...... 65339K AL 4 NEXTERA ENERGY CAPITAL...... 06/13/2014 BARCLAYS AMERICAN...... 1,250,075 ...... 1,250,000 ...... 1,247,813 ...... 10 ...... 10 ...... 1,247,823 ...... 2,252 ...... 2,252 ...... 1,000 09/15/2019 2FE...... 654740 AH 2 NISSAN MOTOR ACCEPTANCE...... 06/12/2014 BANK AMERICA...... 50,157 ...... 50,000 ...... 49,977 ...... 1 ...... 1 ...... 49,978 ...... 179 ...... 179 ...... 336 03/04/2019 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) WELLS FARGO SECURITIES 654742 AC 9 NISSAN MOTOR ACCEPTANCE...... 06/12/2014 LLC ...... 283,385 ...... 280,000 ...... 276,206 ...... 276,468 ...... 425 ...... 425 ...... 276,893 ...... 6,493 ...... 6,493 ...... 4,171 09/12/2017 2FE...... 655044 AA 3 NOBLE ENERGY INC...... 04/15/2014 MATURITY...... 2,000,000 ...... 2,000,000 ...... 2,003,400 ...... 2,000,667 ...... (667) ...... (667) ...... 2,000,000 ...... 0 ...... 52,500 04/15/2014 2FE...... WELLS FARGO SECURITIES 655044 AG 0 NOBLE ENERGY INC...... 06/12/2014 LLC ...... 119,728 ...... 110,000 ...... 109,373 ...... 109,375 ...... 5 ...... 5 ...... 109,380 ...... 10,349 ...... 10,349 ...... 3,513 11/15/2043 2FE...... 65535V JU 3 NAA 2005-S1 M2...... 06/25/2014 MBS PAYMENT...... 2,641 ...... 2,641 ...... 2,292 ...... 7 ...... 7 ...... 2,641 ...... 0 ...... 3 03/25/2035 1FM..... 65535V KB 3 NAA 2005-AR2 1A...... 06/01/2014 MBS PAYMENT...... 2,879 ...... 2,879 ...... 1,151 ...... 2,800 ...... 78 ...... 78 ...... 2,879 ...... 0 ...... 40 05/25/2035 1FM..... 655664 AQ 3 NORDSTROM INC...... 06/09/2014 EXCHANGE #2...... 397,365 ...... 400,000 ...... 397,324 ...... 397,328 ...... 36 ...... 36 ...... 397,365 ...... 0 ...... 9,833 01/15/2044 1FE...... 655664 AR 1 NORDSTROM INC...... 06/25/2014 STERNE AGEE...... 217,968 ...... 200,000 ...... 198,682 ...... 5 ...... 5 ...... 198,687 ...... 19,281 ...... 19,281 ...... 5,389 01/15/2044 1FE...... 655844 AW 8 NORFOLK SOUTHERN CORP...... 06/25/2014 MILETUS TRADING LLC...... 22,935 ...... 20,000 ...... 21,653 ...... 21,180 ...... (32) ...... (32) ...... 21,148 ...... 1,787 ...... 1,787 ...... 680 05/17/2025 2FE...... 655844 AZ 1 NORFOLK SOUTHERN CORP...... 06/25/2014 MILETUS TRADING LLC...... 114,133 ...... 100,000 ...... 119,407 ...... 114,163 ...... (1,548) ...... (1,548) ...... 112,615 ...... 1,518 ...... 1,518 ...... 4,233 04/01/2018 2FE...... 665859 AP 9 NORTHERN TRUST CORP...... 06/23/2014 FIRST TENNESSEE...... 206,314 ...... 200,000 ...... 199,772 ...... 199,775 ...... 7 ...... 7 ...... 199,782 ...... 6,532 ...... 6,532 ...... 5,179 10/30/2025 1FE......

Q 666807 AQ 5 NORTHROP GRUMMAN SYSTEMS...... 06/13/2014 SUSQUEHANNA FINANCIAL...... 1,627,836 ...... 1,200,000 ...... 1,566,732 ...... (10,097) ...... (10,097) ...... 1,556,635 ...... 71,201 ...... 71,201 ...... 75,338 03/01/2026 2FE......

E 666807 AW 2 NORTHROP GRUMMAN SYSTEMS...... 06/13/2014 J.P. MORGAN...... 755,288 ...... 550,000 ...... 784,310 ...... 713,297 ...... (4,082) ...... (4,082) ...... 774,679 ...... (19,392) .....(19,392) ...... 35,876 02/15/2031 2FE...... 0 667294 BE 1 NORTHWEST AIR 2007-1 A...... 06/13/2014 VARIOUS...... 751,976 ...... 664,831 ...... 659,997 ...... 658,542 ...... 262 ...... 262 ...... 658,805 ...... 93,171 ...... 93,171 ...... 28,601 11/01/2019 2FE...... 5 .

3 668457 AA 2 NTWHD 2007-1A A1...... 06/01/2014 MBS PAYMENT...... 32,813 ...... 32,813 ...... 25,898 ...... 32,354 ...... 459 ...... 459 ...... 32,813 ...... 0 ...... 169 12/01/2037 1AM.....

2 670346 AM 7 NUCOR CORP...... 04/08/2014 GOLDMAN SACHS...... 2,345,658 ...... 2,330,000 ...... 2,328,276 ...... 2,328,340 ...... 41 ...... 41 ...... 2,328,380 ...... 17,277 ...... 17,277 ...... 65,240 08/01/2023 2FE...... 67059T AB 1 NUSTAR LOGISTICS LP...... 06/13/2014 J.P. MORGAN...... 606,066 ...... 600,000 ...... 570,588 ...... 571,901 ...... 1,636 ...... 1,636 ...... 573,537 ...... 32,529 ...... 32,529 ...... 22,960 09/01/2020 3FE...... 68383N AE 3 OPMAC 2005-1 A4...... 06/25/2014 MBS PAYMENT...... 128,343 ...... 128,343 ...... 67,541 ...... 81,019 ...... 47,324 ...... 47,324 ...... 128,343 ...... 0 ...... 269 02/25/2035 1FM..... 68389X AN 5 ORACLE CORP...... 06/25/2014 CITI...... 119,732 ...... 120,000 ...... 119,792 ...... 119,842 ...... 22 ...... 22 ...... 119,864 ...... (131) ...... (131) ...... 1,004 10/15/2017 1FE...... 68400D AE 4 OOMLT 2007-1 2A3...... 06/25/2014 MBS PAYMENT...... 138,140 ...... 138,140 ...... 52,555 ...... 136,510 ...... 1,630 ...... 1,630 ...... 138,140 ...... 0 ...... 133 02/25/2047 1FM..... 68402B AD 8 OOMLT 2007-3 2A3...... 06/25/2014 MBS PAYMENT...... 87,114 ...... 87,114 ...... 42,087 ...... 86,609 ...... 505 ...... 505 ...... 87,114 ...... 0 ...... 51 01/25/2044 1FM..... 68402B AE 6 OOMLT 2007-3 2A4...... 06/25/2014 MBS PAYMENT...... 167,564 ...... 167,564 ...... 78,232 ...... 166,500 ...... 1,064 ...... 1,064 ...... 167,564 ...... 0 ...... 119 01/25/2044 1FM..... 685049 AB 4 ONGLT 2012-AA B...... 06/10/2014 MBS PAYMENT...... 11,407 ...... 11,407 ...... 11,405 ...... 11,400 ...... 7 ...... 7 ...... 11,407 ...... 0 ...... 233 03/10/2027 2AM..... 69144X AA 7 OXFIN 2012-1A A...... 06/15/2014 MBS PAYMENT...... 164,186 ...... 164,186 ...... 163,814 ...... 163,924 ...... 262 ...... 262 ...... 164,186 ...... 0 ...... 2,638 03/15/2017 1FE...... 69331C AF 5 PG&E CORP...... 06/25/2014 MILETUS TRADING LLC...... 120,839 ...... 120,000 ...... 119,797 ...... 13 ...... 13 ...... 119,810 ...... 1,029 ...... 1,029 ...... 952 03/01/2019 2FE...... 69335Y AK 2 PHHMC 2006-4 B2...... 06/01/2014 MBS PAYMENT...... 33,627 ...... 0 ...... 0 ...... 12/18/2036 1FM..... 69362B BA 9 PSEG POWER LLC...... 06/13/2014 GOLDMAN SACHS...... 1,276,385 ...... 1,235,000 ...... 1,234,296 ...... 1,234,307 ...... 34 ...... 34 ...... 1,234,342 ...... 42,043 ...... 42,043 ...... 32,453 11/15/2023 2FE...... 694308 GE 1 PACIFIC GAS & ELECTRIC...... 06/25/2014 MILETUS TRADING LLC...... 73,735 ...... 60,000 ...... 82,192 ...... 81,226 ...... (344) ...... (344) ...... 80,882 ...... (7,147) ...... (7,147) ...... 2,975 03/01/2034 1FE...... 694308 GW 1 PACIFIC GAS & ELECTRIC...... 06/25/2014 MILETUS TRADING LLC...... 153,921 ...... 150,000 ...... 149,213 ...... 149,427 ...... 47 ...... 47 ...... 149,474 ...... 4,447 ...... 4,447 ...... 3,805 09/15/2021 1FE...... 694308 HC 4 PACIFIC GAS & ELECTRIC...... 06/25/2014 MILETUS TRADING LLC...... 129,558 ...... 130,000 ...... 129,341 ...... 129,372 ...... 28 ...... 28 ...... 129,400 ...... 158 ...... 158 ...... 2,242 06/15/2023 1FE...... 69447# AH 5 PACIFIC LIFE INSUR CO (WASHINGTON)...... 06/01/2014 MBS PAYMENT...... 766 ...... 766 ...... 456 ...... 7 ...... 7 ...... 766 ...... 0 ...... 07/01/2027 1...... 69447# AK 8 PACIFIC LIFE INSURANCE COMPANY (YOUNG)...... 06/13/2014 MBS PAYMENT...... 1,815 ...... 1,815 ...... 1,350 ...... 7 ...... 7 ...... 1,815 ...... 0 ...... 03/13/2023 1...... 69447@ AD 6 PACIFIC LIFE INS CO (PORT)...... 06/01/2014 MBS PAYMENT...... 2,625 ...... 2,625 ...... 916 ...... 2,585 ...... 40 ...... 40 ...... 2,625 ...... 0 ...... 01/01/2036 1...... 69447@ AE 4 PACIFIC LIFE AND ANNUITY CO (BAKER)...... 06/01/2014 MBS PAYMENT...... 3,506 ...... 3,506 ...... 1,653 ...... 3,477 ...... 29 ...... 29 ...... 3,506 ...... 0 ...... 06/01/2041 1...... 69447@ AG 9 PACIFIC LIFE AND ANNUITY CO (QUILES)...... 06/01/2014 MBS PAYMENT...... 8,700 ...... 8,700 ...... 6,861 ...... 61 ...... 61 ...... 8,700 ...... 0 ...... 01/01/2020 1...... 69447@ AK 0 PACIFIC LIFE INSURANCE CO (WASHINGTON)...... 06/01/2014 MBS PAYMENT...... 2,048 ...... 2,048 ...... 1,479 ...... 14 ...... 14 ...... 2,048 ...... 0 ...... 07/01/2027 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 695156 AQ 2 PACKAGING CORP OF AMERIC...... 06/25/2014 VARIOUS...... 191,372 ...... 180,000 ...... 179,523 ...... 179,531 ...... 18 ...... 18 ...... 179,549 ...... 11,823 ...... 11,823 ...... 5,128 11/01/2023 2FE...... US BANCORP INVESTMENTS 713448 BY 3 PEPSICO INC...... 06/12/2014 INC ...... 108,518 ...... 110,000 ...... 109,809 ...... 109,859 ...... 15 ...... 15 ...... 109,873 ...... (1,355) ...... (1,355) ...... 2,370 03/05/2022 1FE...... WELLS FARGO SECURITIES 713448 CB 2 PEPSICO INC...... 06/12/2014 LLC ...... 130,225 ...... 130,000 ...... 129,329 ...... 129,513 ...... 63 ...... 63 ...... 129,576 ...... 649 ...... 649 ...... 1,372 08/13/2017 1FE...... 713448 CK 2 PEPSICO INC...... 05/05/2014 FIRST TENNESSEE...... 3,807,570 ...... 3,755,000 ...... 3,745,245 ...... 3,745,796 ...... 613 ...... 613 ...... 3,746,409 ...... 61,161 ...... 61,161 ...... 65,243 01/07/2019 1FE...... 713448 CM 8 PEPSICO INC...... 06/12/2014 CITI...... 61,226 ...... 60,000 ...... 59,895 ...... 3 ...... 3 ...... 59,898 ...... 1,328 ...... 1,328 ...... 642 03/01/2024 1FE...... 71654Q BC 5 PETROLEOS MEXICANOS...... E.. 06/20/2014 SINK...... 50,000 ...... 50,000 ...... 50,980 ...... 50,004 ...... (4) ...... (4) ...... 50,000 ...... 0 ...... 500 12/20/2022 2Z...... 71654Q BF 8 PETROLEOS MEXICANOS...... E.. 06/20/2014 CALLED BY ISSUER at 100.000 ...... 27,600 ...... 27,600 ...... 27,600 ...... 27,600 ...... 0 ...... 27,600 ...... 0 ...... 235 12/20/2022 2Z...... US BANCORP INVESTMENTS 717081 DE 0 PFIZER INC...... 04/11/2014 INC ...... 1,003,600 ...... 1,000,000 ...... 971,980 ...... 124 ...... 124 ...... 972,104 ...... 31,496 ...... 31,496 ...... 14,453 06/15/2043 1FE...... 717081 DK 6 PFIZER INC...... 06/12/2014 J.P. MORGAN...... 221,896 ...... 220,000 ...... 219,272 ...... 1 ...... 1 ...... 219,273 ...... 2,624 ...... 2,624 ...... 860 05/15/2044 1FE...... WELLS FARGO SECURITIES Q 718172 AP 4 PHILIP MORRIS INTL INC...... 06/12/2014 LLC ...... 190,770 ...... 190,000 ...... 185,355 ...... 185,588 ...... 74 ...... 74 ...... 185,661 ...... 5,108 ...... 5,108 ...... 6,341 03/20/2042 1FE...... E 718172 AV 1 PHILIP MORRIS INTL INC...... 06/12/2014 VARIOUS...... 189,848 ...... 200,000 ...... 196,398 ...... 196,668 ...... 114 ...... 114 ...... 196,782 ...... (6,934) ...... (6,934) ...... 3,419 03/06/2023 1FE...... 0

5 72650R BD 3 PLAINS ALL AMER PIPELINE...... 06/25/2014 RAYMOND JAMES...... 143,389 ...... 140,000 ...... 139,709 ...... 139,724 ...... 16 ...... 16 ...... 139,740 ...... 3,650 ...... 3,650 ...... 4,656 10/15/2023 2FE...... 3 740189 AG 0 PRECISION CASTPARTS CORP...... 06/26/2014 VARIOUS...... 468,875 ...... 490,000 ...... 487,183 ...... 487,473 ...... 154 ...... 154 ...... 487,628 ...... (18,752) .....(18,752) ...... 11,638 01/15/2023 1FE...... 3 74161Y AP 0 PRIME 2006-2 1A14...... 06/01/2014 MBS PAYMENT...... 27,986 ...... 28,593 ...... 19,022 ...... 28,082 ...... (96) ...... (96) ...... 27,986 ...... 0 ...... 744 11/25/2036 1FM..... 743263 AE 5 PROGRESS ENERGY INC...... 06/25/2014 MILETUS TRADING LLC...... 281,528 ...... 200,000 ...... 247,481 ...... 239,520 ...... (590) ...... (590) ...... 238,930 ...... 42,598 ...... 42,598 ...... 12,701 03/01/2031 2FE...... 743917 *A 6 PRUDENTIAL INS CO OF AMERICA (HEEKS)...... 06/21/2014 MBS PAYMENT...... 2,325 ...... 2,325 ...... 1,000 ...... 2,304 ...... 21 ...... 21 ...... 2,325 ...... 0 ...... 08/21/2042 1Z...... 743917 *C 2 PRUDENTIAL INS CO OF AMERICA (HAMBLIN)...... 06/15/2014 MBS PAYMENT...... 2,700 ...... 2,700 ...... 1,221 ...... 2,674 ...... 26 ...... 26 ...... 2,700 ...... 0 ...... 07/15/2039 1...... 743917 *G 3 PRUDENTIAL INS CO OF AMERICA (HANSON)...... 06/01/2014 MBS PAYMENT...... 2,335 ...... 2,335 ...... 1,902 ...... 2,286 ...... 49 ...... 49 ...... 2,335 ...... 0 ...... 12/01/2018 1...... 743917 *H 1 PRUDENTIAL INS CO OF AMERICA (MCLEOD)...... 06/01/2014 MBS PAYMENT...... 349 ...... 349 ...... 199 ...... 343 ...... 6 ...... 6 ...... 349 ...... 0 ...... 05/01/2028 1...... 743917 *J 7 PRUDENTIAL INS CO OF AMERICA (WHITE)...... 06/02/2014 MBS PAYMENT...... 450 ...... 450 ...... 205 ...... 446 ...... 4 ...... 4 ...... 450 ...... 0 ...... 04/02/2039 1...... 743917 *K 4 PRUDENTIAL INS CO OF AMERICA (EDWARDS)...... 06/05/2014 MBS PAYMENT...... 2,025 ...... 2,025 ...... 1,424 ...... 6 ...... 6 ...... 2,025 ...... 0 ...... 12/05/2023 1...... 743917 *P 3 PRUDENTIAL INS CO OF AMERICA (ARHAKOS)...... 06/06/2014 MBS PAYMENT...... 1,776 ...... 1,776 ...... 604 ...... 3 ...... 3 ...... 1,776 ...... 0 ...... 06/06/2041 1...... 743917 *R 9 PRUD. INS. CO. OF AMERICA(BROWNLEE-SIMS)...... 06/15/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 661 ...... 5 ...... 5 ...... 1,200 ...... 0 ...... 05/15/2028 1...... 743917 *T 5 PRUDENTIAL INS CO OF AMERICA (CLIFFORD)...... 06/01/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,084 ...... 6 ...... 6 ...... 2,100 ...... 0 ...... 02/01/2033 1...... 743917 *W 8 PRUDENTIAL INS CO OF AMERICA (WHARTON)...... 06/04/2014 MBS PAYMENT...... 888 ...... 888 ...... 506 ...... 2 ...... 2 ...... 888 ...... 0 ...... 07/04/2030 1...... 743917 *X 6 PRUDENTIAL INS CO OF AMERICA (LABRADOR)...... 06/09/2014 MBS PAYMENT...... 1,650 ...... 1,650 ...... 955 ...... 5 ...... 5 ...... 1,650 ...... 0 ...... 11/09/2031 1...... 743917 *Z 1 PRUDENTIAL INSUR CO OF AMERICA (HOOKS)...... 06/01/2014 MBS PAYMENT...... 4,100 ...... 4,100 ...... 2,459 ...... 12 ...... 12 ...... 4,100 ...... 0 ...... 06/01/2035 1...... 743917 @A 5 PRUDENTIAL INSUR CO OF AMERICA (SMITH)...... 06/18/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,328 ...... 10 ...... 10 ...... 1,800 ...... 0 ...... 09/18/2021 1...... 743917 @B 3 PRUDENTIAL INSUR CO OF AMERICA (GUST)...... 06/01/2014 MBS PAYMENT...... 2,925 ...... 2,925 ...... 1,974 ...... 10 ...... 10 ...... 2,925 ...... 0 ...... 08/01/2025 1...... 743917 @D 9 PRUDENTIAL INS CO OF AMERICA (BENNETT)...... 05/26/2014 MBS PAYMENT...... 7,500 ...... 7,500 ...... 3,639 ...... 40 ...... 40 ...... 7,500 ...... 0 ...... 05/26/2029 1...... 743917 @F 4 PRUDENTIAL INSUR CO OF AMERICA (FUSIC)...... 06/08/2014 MBS PAYMENT...... 750 ...... 750 ...... 400 ...... 2 ...... 2 ...... 750 ...... 0 ...... 01/08/2025 1...... 743917 L# 1 PRUDENTIAL INSURANCE (FOOTS)...... 06/15/2014 MBS PAYMENT...... 300 ...... 300 ...... 102 ...... 297 ...... 3 ...... 3 ...... 300 ...... 0 ...... 02/15/2036 1...... 743917 M# 0 PRUDENTIAL INSURANCE (GARCIA)...... 06/23/2014 MBS PAYMENT...... 1,501 ...... 1,501 ...... 991 ...... 1,471 ...... 30 ...... 30 ...... 1,501 ...... 0 ...... 06/23/2022 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 743917 M* 4 PRUDENTIAL INSURANCE COMPANY (GRAYES)...... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 373 ...... 739 ...... 11 ...... 11 ...... 750 ...... 0 ...... 05/01/2030 1...... 743917 N# 9 PRUDENTIAL INSURANCE (MCMILLAN)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 327 ...... 591 ...... 9 ...... 9 ...... 600 ...... 0 ...... 01/01/2027 1...... 743917 N* 3 PRUDENTIAL INSURANCE (MCCRAY)...... 06/01/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,382 ...... 2,063 ...... 37 ...... 37 ...... 2,100 ...... 0 ...... 07/01/2024 1...... 743917 Q# 6 PRUDENTIAL INSURANCE (BONER)...... 06/01/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,126 ...... 2,970 ...... 30 ...... 30 ...... 3,000 ...... 0 ...... 08/01/2038 1...... 743917 Q* 0 PRUDENTIAL INSURANCE (CRAIG)...... 06/01/2014 MBS PAYMENT...... 872 ...... 872 ...... 462 ...... 859 ...... 13 ...... 13 ...... 872 ...... 0 ...... 08/01/2030 1...... 743917 Q@ 8 PRUDENTIAL INSURANCE (RICHARDSON)...... 06/01/2014 MBS PAYMENT...... 2,400 ...... 2,400 ...... 1,308 ...... 2,365 ...... 35 ...... 35 ...... 2,400 ...... 0 ...... 06/01/2030 1...... 743917 R# 5 PRUDENTIAL INSURANCE (MCDANIEL)...... 06/15/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 996 ...... 1,928 ...... 22 ...... 22 ...... 1,950 ...... 0 ...... 02/15/2031 1...... 743917 R@ 7 PRUDENTIAL INSURANCE (LAMBERT)...... 06/25/2014 MBS PAYMENT...... 2,430 ...... 2,430 ...... 1,240 ...... 2,388 ...... 42 ...... 42 ...... 2,430 ...... 0 ...... 05/25/2023 1...... 743917 S* 8 PRUDENTIAL INSURANCE (WILLIAMS)...... 06/01/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 759 ...... 1,178 ...... 22 ...... 22 ...... 1,200 ...... 0 ...... 08/01/2023 1...... 743917 S@ 6 PRUDENTIAL INSURANCE (SCOTT)...... 06/15/2014 MBS PAYMENT...... 900 ...... 900 ...... 477 ...... 888 ...... 12 ...... 12 ...... 900 ...... 0 ...... 10/15/2028 1...... 743917 U# 1 PRUDENTIAL INSURANCE (WHITE)...... 06/01/2014 MBS PAYMENT...... 1,350 ...... 1,350 ...... 548 ...... 1,337 ...... 13 ...... 13 ...... 1,350 ...... 0 ...... 05/01/2038 1...... 743917 U* 5 PRUDENTIAL INSURANCE (GRAYES)...... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 414 ...... 739 ...... 11 ...... 11 ...... 750 ...... 0 ...... 05/01/2030 1...... Q 743917 V# 0 PRUDENTIAL INSURANCE (ROWE)...... 06/01/2014 MBS PAYMENT...... 1,396 ...... 1,396 ...... 966 ...... 1,369 ...... 27 ...... 27 ...... 1,396 ...... 0 ...... 12/01/2021 1...... E

0 743917 W# 9 PRUDENTIAL INSURANCE COMPANY (WHITE)...... 06/02/2014 MBS PAYMENT...... 450 ...... 450 ...... 189 ...... 446 ...... 4 ...... 4 ...... 450 ...... 0 ...... 05/02/2039 1...... 5 743917 W* 3 PRUDENTIAL INSURANCE (SPARKS)...... 06/05/2014 MBS PAYMENT...... 1,611 ...... 1,611 ...... 908 ...... 1,601 ...... 10 ...... 10 ...... 1,611 ...... 0 ...... 04/05/2037 1...... 3

4 743917 X* 2 PRUDENTIAL INSURANCE COMPANY (CHARLES) ..... 06/04/2014 MBS PAYMENT...... 600 ...... 600 ...... 272 ...... 596 ...... 4 ...... 4 ...... 600 ...... 0 ...... 01/04/2040 1...... 743917 Y# 7 PRUDENTIAL INS CO OF AMERICA (MONROE)...... 06/01/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,049 ...... 1,775 ...... 25 ...... 25 ...... 1,800 ...... 0 ...... 10/01/2030 1...... 743917 Y* 1 PRUDENTIAL INS CO OF AMERICA (BRANNELLY) ..... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 326 ...... 592 ...... 8 ...... 8 ...... 600 ...... 0 ...... 06/01/2030 1...... 743917 Y@ 9 PRUDENTIAL INS CO OF AMERICA (GRAYES)...... 06/01/2014 MBS PAYMENT...... 1,800 ...... 1,800 ...... 1,053 ...... 1,775 ...... 25 ...... 25 ...... 1,800 ...... 0 ...... 05/01/2030 1...... 747262 AH 6 QVC INC...... 06/12/2014 GOLDMAN SACHS...... 491,306 ...... 464,000 ...... 475,438 ...... 474,604 ...... (363) ...... (363) ...... 474,241 ...... 17,065 ...... 17,065 ...... 22,789 07/02/2022 2FE...... 747262 AK 9 QVC INC...... 05/08/2014 BANK AMERICA...... 9,940 ...... 10,000 ...... 9,670 ...... 9,369 ...... 20 ...... 20 ...... 9,389 ...... 551 ...... 551 ...... 289 03/15/2023 2FE...... 748940 AD 5 RALI 2006-QS7 A4...... 06/25/2014 MBS PAYMENT...... 39,838 ...... 52,562 ...... 31,525 ...... 39,618 ...... 220 ...... 220 ...... 39,838 ...... 0 ...... 138 11/25/2042 1FM..... 749228 AJ 1 RALI 2006-QS4 A9...... 06/01/2014 MBS PAYMENT...... 84,688 ...... 105,831 ...... 78,228 ...... 78,228 ...... 0 ...... 78,228 ...... 6,460 ...... 6,460 ...... 2,671 09/01/2041 1FM..... 74922Q AA 0 RALI 2006-QA8 A1...... 06/01/2014 MBS PAYMENT...... 7,745 ...... 7,732 ...... 2,706 ...... 7,451 ...... 295 ...... 295 ...... 7,745 ...... 0 ...... 12 03/25/2038 1FM..... 74923W AK 4 RALI 2007-QS7 2A1...... 06/01/2014 MBS PAYMENT...... 12,802 ...... 24,492 ...... 15,430 ...... (366) ...... (366) ...... 12,802 ...... 0 ...... 410 06/25/2037 2...... 74928B AA 7 RBSGC 2008-B A1...... 06/01/2014 MBS PAYMENT...... 149,226 ...... 149,226 ...... 120,071 ...... 150,896 ...... (1,670) ...... (1,670) ...... 149,226 ...... 0 ...... 3,754 06/25/2037 1FM..... 74955E AA 7 RGS (I&M) FUNDING CORP...... 06/07/2014 SINK...... 294 ...... 294 ...... 368 ...... 296 ...... (2) ...... (2) ...... 294 ...... 0 ...... 14 12/07/2021 2FE...... 749575 AG 1 RFMSI 2006-SA3 3A1...... 06/01/2014 MBS PAYMENT...... 141,995 ...... 147,361 ...... 97,434 ...... 141,234 ...... 762 ...... 762 ...... 141,995 ...... 0 ...... 2,403 09/25/2036 1FM..... 749580 AA 4 RFMSI 2007-S5 A1...... 06/01/2014 MBS PAYMENT...... 153,732 ...... 178,506 ...... 154,296 ...... 155,045 ...... (1,314) ...... (1,314) ...... 153,732 ...... 0 ...... 4,438 07/01/2040 1FM..... 74958F AA 1 RFMSI 2006-S11 A1...... 06/01/2014 MBS PAYMENT...... 233,624 ...... 259,729 ...... 234,730 ...... 234,303 ...... (679) ...... (679) ...... 233,624 ...... 0 ...... 5,712 11/25/2036 1FM..... 751155 AA 0 RALI 2006-QS10 A1...... 06/01/2014 MBS PAYMENT...... 636 ...... 931 ...... 279 ...... 615 ...... 21 ...... 21 ...... 636 ...... 0 ...... 24 12/01/2042 1FM..... 75115A AD 3 RALI 2006-QS8 A4...... 06/25/2014 MBS PAYMENT...... 36,156 ...... 45,644 ...... 27,386 ...... 36,261 ...... (105) ...... (105) ...... 36,156 ...... 0 ...... 115 06/25/2042 1FM..... 75116C AF 3 RALI 2007-QS6 A6...... 06/01/2014 MBS PAYMENT...... 132,525 ...... 176,945 ...... 146,201 ...... (169) ...... (169) ...... 132,525 ...... 0 ...... 800 04/25/2037 1...... BNY MELLON CAPITAL 751212 AA 9 RALPH LAUREN CORP...... 06/25/2014 MARKETS ...... 181,946 ...... 180,000 ...... 179,813 ...... 179,822 ...... 17 ...... 17 ...... 179,840 ...... 2,106 ...... 2,106 ...... 2,869 09/26/2018 1FE...... 75321E AF 0 RANPAK CORP...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 241 ...... 241 ...... 239 ...... 240 ...... 1 ...... 1 ...... 241 ...... 0 ...... 5 04/10/2019 4Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 75405R AA 1 RPRO 2005-1A G...... 06/20/2014 MBS PAYMENT...... 88,354 ...... 88,354 ...... 81,321 ...... 86,159 ...... 2,194 ...... 2,194 ...... 88,354 ...... 0 ...... 286 03/23/2024 1FE...... US BANCORP INVESTMENTS 755111 BT 7 RAYTHEON COMPANY...... 05/13/2014 INC ...... 621,834 ...... 600,000 ...... 631,110 ...... 625,817 ...... (1,284) ...... (1,284) ...... 624,533 ...... (2,699) ...... (2,699) ...... 10,990 10/15/2020 1FE...... WELLS FARGO SECURITIES 75884R AT 0 REGENCY CENTERS LP...... 06/13/2014 LLC ...... 597,096 ...... 600,000 ...... 596,892 ...... 26 ...... 26 ...... 596,918 ...... 178 ...... 178 ...... 2,000 06/15/2024 2FE...... 759950 EL 8 RAMC 2004-4 AF4...... 06/01/2014 MBS PAYMENT...... 164,086 ...... 164,086 ...... 129,628 ...... 161,725 ...... 2,361 ...... 2,361 ...... 164,086 ...... 0 ...... 3,408 02/25/2035 1FM..... BNY MELLON CAPITAL 760759 AH 3 REPUBLIC SERVICES INC...... 06/13/2014 MARKETS ...... 693,458 ...... 621,000 ...... 689,285 ...... (4,148) ...... (4,148) ...... 685,137 ...... 8,321 ...... 8,321 ...... 24,754 03/01/2020 2FE...... 760759 AM 2 REPUBLIC SERVICES INC...... 06/25/2014 MILETUS TRADING LLC...... 22,104 ...... 20,000 ...... 21,759 ...... 21,517 ...... (63) ...... (63) ...... 21,454 ...... 650 ...... 650 ...... 583 05/15/2023 2FE...... 760985 4S 7 RAMP 2004-RZ2 AI4...... 06/01/2014 MBS PAYMENT...... 16,231 ...... 16,231 ...... 14,080 ...... 15,530 ...... 701 ...... 701 ...... 16,231 ...... 0 ...... 384 02/25/2033 1FM..... 760985 K2 6 RAMP 2003-RS11 AI6A...... 05/01/2014 MBS PAYMENT...... 6,576 ...... 6,576 ...... 5,478 ...... 6,538 ...... 38 ...... 38 ...... 6,576 ...... 0 ...... 144 12/25/2033 1FM..... 760985 US 8 RAMP 2003-RS4 AI6...... 06/01/2014 MBS PAYMENT...... 82,322 ...... 82,322 ...... 67,144 ...... 80,027 ...... 2,295 ...... 2,295 ...... 82,322 ...... 0 ...... 1,458 05/01/2040 1FM..... 760985 W8 0 RAMP 2004-SL1 A7...... 06/01/2014 MBS PAYMENT...... 86,037 ...... 86,037 ...... 77,433 ...... 84,638 ...... 1,399 ...... 1,399 ...... 86,037 ...... 0 ...... 2,490 09/01/2042 1FM..... Q 760985 WZ 0 RAMP 2003-RS5 AI6...... 06/01/2014 MBS PAYMENT...... 18,988 ...... 18,988 ...... 10,633 ...... 17,752 ...... 1,237 ...... 1,237 ...... 18,988 ...... 0 ...... 351 04/25/2033 1FM..... E

0 760985 YV 7 RAMP 2003-RZ4 A7...... 06/01/2014 MBS PAYMENT...... 25,662 ...... 25,662 ...... 24,068 ...... 25,413 ...... 250 ...... 250 ...... 25,662 ...... 0 ...... 506 06/25/2033 1FM..... 5

. 76110G 2V 2 RALI 2002-QS19 A3...... 06/25/2014 INTEREST ONLY PAYMENT...... 11,912 ...... 1,958 ...... (1,958) ...... (1,958) ...... 0 ...... 6,169 12/25/2032 1FE...... 3

5 76110H 7D 5 RALI 2005-QA7 A22...... 06/01/2014 MBS PAYMENT...... 31,125 ...... 31,125 ...... 18,442 ...... 30,744 ...... 382 ...... 382 ...... 31,125 ...... 0 ...... 390 07/25/2035 1FM..... 76110H ET 2 RALI 2003-QS11 A11...... 06/01/2014 MBS PAYMENT...... 533,733 ...... 533,733 ...... 500,000 ...... 533,743 ...... (10) ...... (10) ...... 533,733 ...... 0 ...... 11,504 01/01/2041 1FM..... 76110H PZ 6 RALI 2004-QS1 M1...... 06/01/2014 MBS PAYMENT...... 30,858 ...... 30,858 ...... 19,306 ...... 19,306 ...... 0 ...... 19,306 ...... 11,552 ...... 11,552 ...... 700 01/25/2034 1FM..... 76110H QM 4 RALI 2004-QS2 CB...... 06/01/2014 MBS PAYMENT...... 45,312 ...... 45,312 ...... 31,945 ...... 44,215 ...... 1,097 ...... 1,097 ...... 45,312 ...... 0 ...... 1,106 10/01/2038 1FM..... 76110H YY 9 RALI 2004-QS12 M1...... 06/01/2014 MBS PAYMENT...... 8,573 ...... 8,573 ...... 2,400 ...... 8,733 ...... (161) ...... (161) ...... 8,573 ...... 0 ...... 214 09/25/2034 1FM..... 76110W NH 5 RASC 2002-KS2 AI6...... 06/01/2014 MBS PAYMENT...... 17,916 ...... 17,916 ...... 15,766 ...... 17,610 ...... 305 ...... 305 ...... 17,916 ...... 0 ...... 485 04/25/2032 1FM..... 76110W RQ 1 RASC 2003-KS4 AI6...... 06/01/2014 MBS PAYMENT...... 330,238 ...... 330,238 ...... 302,483 ...... 326,307 ...... 3,931 ...... 3,931 ...... 330,238 ...... 0 ...... 5,239 05/25/2033 1FM..... 76110W UK 0 RASC 2003-KS9 AI4...... 06/01/2014 MBS PAYMENT...... 60,979 ...... 60,979 ...... 42,228 ...... 60,999 ...... (20) ...... (20) ...... 60,979 ...... 0 ...... 1,101 08/25/2031 1FM..... 76110W UX 2 RASC 2003-KS10 AI6...... 06/01/2014 MBS PAYMENT...... 61,011 ...... 61,011 ...... 48,405 ...... 59,497 ...... 1,514 ...... 1,514 ...... 61,011 ...... 0 ...... 1,275 12/25/2033 1FM..... 761118 BB 3 RALI 2005-QS9 A8...... 06/01/2014 MBS PAYMENT...... 341,210 ...... 377,630 ...... 357,805 ...... 347,139 ...... (5,929) ...... (5,929) ...... 341,210 ...... 0 ...... 8,664 06/25/2035 3FM..... 761118 GW 2 RALI 2005-QS13 1A5...... 06/01/2014 MBS PAYMENT...... 210,921 ...... 258,334 ...... 219,125 ...... 219,125 ...... 0 ...... 219,125 ...... (8,204) ...... (8,204) ...... 5,849 09/25/2035 1FM..... 761118 JJ 8 RALI 2005-QS14 3A1...... 06/01/2014 MBS PAYMENT...... 36,301 ...... 36,301 ...... 33,850 ...... (70) ...... (70) ...... 36,301 ...... 0 ...... 182 09/25/2035 1...... 761118 TB 4 RALI 2006-QA1 A21...... 06/01/2014 MBS PAYMENT...... 2,871 ...... 4,080 ...... 1,233 ...... 2,855 ...... 16 ...... 16 ...... 2,871 ...... 0 ...... 68 01/25/2036 1FM..... 761119 AS 5 RAST 2006-A8 3A4...... 06/01/2014 MBS PAYMENT...... 48,394 ...... 84,393 ...... 72,578 ...... (690) ...... (690) ...... 48,394 ...... 0 ...... 1,040 08/25/2036 1...... 761119 AV 8 RAST 2006-A8 3A7...... 06/01/2014 MBS PAYMENT...... 8,596 ...... 14,990 ...... 5,996 ...... 8,327 ...... 269 ...... 269 ...... 8,596 ...... 0 ...... 410 12/01/2042 1FM..... 76111X UT 8 RFMSI 2005-S4 A2...... 06/01/2014 MBS PAYMENT...... 366,115 ...... 366,115 ...... 374,810 ...... (454) ...... (454) ...... 366,115 ...... 0 ...... 3,985 05/25/2035 1...... 761120 AC 8 RAST 2007-A2 1A3...... 06/01/2014 MBS PAYMENT...... 23,541 ...... 38,918 ...... 24,769 ...... 23,314 ...... 227 ...... 227 ...... 23,541 ...... 0 ...... 968 01/01/2043 1FM..... 76112B GM 6 RAMP 2004-SL4 A3...... 06/01/2014 MBS PAYMENT...... 13,505 ...... 13,505 ...... 13,310 ...... 13,381 ...... 0 ...... 13,381 ...... 124 ...... 124 ...... 373 07/25/2032 1FM..... 76112B HY 9 RAMP 2005-RS1 AI6...... 06/01/2014 MBS PAYMENT...... 53,789 ...... 53,789 ...... 51,705 ...... 53,585 ...... 204 ...... 204 ...... 53,789 ...... 0 ...... 1,163 01/25/2035 1FM..... 76112B MQ 0 RAMP 2005-SL1 A5...... 06/01/2014 MBS PAYMENT...... 117,279 ...... 117,279 ...... 106,138 ...... 116,791 ...... 489 ...... 489 ...... 117,279 ...... 0 ...... 2,986 05/25/2032 1FM..... 76112B ZY 9 RAMP 2005-RZ3 A2...... 04/25/2014 MBS PAYMENT...... 234,429 ...... 234,429 ...... 168,789 ...... 208,273 ...... 26,156 ...... 26,156 ...... 234,429 ...... 0 ...... 335 09/25/2035 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 76114H AM 7 RAST 2007-A5 2A5...... 06/01/2014 MBS PAYMENT...... 335,129 ...... 464,152 ...... 396,706 ...... 396,706 ...... 0 ...... 396,706 ...... (61,577) .....(61,577) ...... 11,947 08/01/2042 1FM..... 76116R AD 3 RSMLT 2006-1 A2B...... 06/25/2014 MBS PAYMENT...... 14,972 ...... 14,972 ...... 5,357 ...... 106 ...... 106 ...... 14,972 ...... 0 ...... 15 03/25/2036 2...... 76116R AE 1 RSMLT 2006-1 A2C...... 06/25/2014 MBS PAYMENT...... 37,146 ...... 37,146 ...... 13,291 ...... 277 ...... 277 ...... 37,146 ...... 0 ...... 44 03/25/2036 2...... 761713 AW 6 REYNOLDS AMERICAN INC...... 06/25/2014 DEUTSCHE BANK...... 125,076 ...... 130,000 ...... 128,829 ...... 128,881 ...... 39 ...... 39 ...... 128,920 ...... (3,845) ...... (3,845) ...... 4,031 11/01/2042 2FE...... WELLS FARGO SECURITIES 761713 AX 4 REYNOLDS AMERICAN INC...... 06/25/2014 LLC ...... 144,693 ...... 150,000 ...... 149,796 ...... 149,832 ...... 24 ...... 24 ...... 149,856 ...... (5,163) ...... (5,163) ...... 3,182 11/01/2022 2FE...... 761713 AY 2 REYNOLDS AMERICAN INC...... 05/21/2014 J.P. MORGAN...... 2,135,960 ...... 2,000,000 ...... 1,998,440 ...... 1,998,472 ...... 48 ...... 48 ...... 1,998,520 ...... 137,440 .....137,440 ...... 67,361 09/15/2023 2FE...... 762009 AR 9 RFMSI 2007-S6 1A16...... 06/01/2014 MBS PAYMENT...... 129,772 ...... 144,066 ...... 125,157 ...... 131,142 ...... (1,370) ...... (1,370) ...... 129,772 ...... 0 ...... 3,330 06/25/2047 1FM..... 772739 AJ 7 ROCK-TENN CO...... 06/25/2014 VARIOUS...... 173,362 ...... 160,000 ...... 159,933 ...... 159,961 ...... 26 ...... 26 ...... 159,988 ...... 13,375 ...... 13,375 ...... 5,567 03/01/2019 2FE...... 772739 AL 2 ROCK-TENN CO...... 04/01/2014 BARCLAYS AMERICAN...... 203,083 ...... 190,000 ...... 193,000 ...... 192,807 ...... (55) ...... (55) ...... 192,752 ...... 10,331 ...... 10,331 ...... 5,508 03/01/2022 2FE...... 772739 AP 3 ROCK-TENN CO...... 04/30/2014 GOLDMAN SACHS...... 225,157 ...... 220,000 ...... 218,536 ...... 218,697 ...... 79 ...... 79 ...... 218,776 ...... 6,381 ...... 6,381 ...... 5,159 03/01/2020 2FE...... 772739 AQ 1 ROCK-TENN CO...... 04/01/2014 MORGAN STANLEY...... 50,468 ...... 50,000 ...... 49,754 ...... 49,774 ...... 9 ...... 9 ...... 49,783 ...... 685 ...... 685 ...... 1,183 03/01/2023 2FE......

Q 774341 AE 1 ROCKWELL COLLINS INC...... 06/25/2014 VARIOUS...... 235,253 ...... 230,000 ...... 229,333 ...... 229,335 ...... 18 ...... 18 ...... 229,354 ...... 5,899 ...... 5,899 ...... 3,180 12/15/2023 1FE...... E 779382 AR 1 ROWAN COMPANIES INC...... 04/25/2014 DEUTSCHE BANK...... 4,094,840 ...... 4,000,000 ...... 3,995,920 ...... 94 ...... 94 ...... 3,996,014 ...... 98,826 ...... 98,826 ...... 55,417 01/15/2024 2FE...... 0

5 779382 AS 9 ROWAN COMPANIES INC...... 04/29/2014 VARIOUS...... 113,254 ...... 110,000 ...... 109,969 ...... 0 ...... 109,969 ...... 3,285 ...... 3,285 ...... 1,869 01/15/2044 2FE...... 3 78355H JX 8 RYDER SYSTEM INC...... 06/13/2014 US BANK...... 998,890 ...... 1,000,000 ...... 997,740 ...... 41 ...... 41 ...... 997,781 ...... 1,109 ...... 1,109 ...... 2,858 09/03/2019 2FE...... 6 RBC CAPITAL MARKETS 78387G AQ 6 AT&T INC...... 06/25/2014 SECURITIES - US ...... 178,458 ...... 150,000 ...... 162,305 ...... 161,024 ...... (95) ...... (95) ...... 160,930 ...... 17,528 ...... 17,528 ...... 7,201 09/15/2034 1FE...... 78571Y AN 0 SABRE INC...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 1,172 ...... 1,172 ...... 1,160 ...... 1,164 ...... 8 ...... 8 ...... 1,172 ...... 0 ...... 27 12/29/2017 4FE...... 790849 AH 6 ST JUDE MEDICAL INC...... 06/25/2014 MILETUS TRADING LLC...... 123,284 ...... 120,000 ...... 119,888 ...... 119,978 ...... 12 ...... 12 ...... 119,990 ...... 3,294 ...... 3,294 ...... 2,842 01/15/2016 1FE...... 79548K H7 6 SBM7 1999-2 AII...... 06/01/2014 MBS PAYMENT...... 889 ...... 889 ...... 912 ...... 889 ...... 0 ...... 889 ...... 0 ...... 24 07/25/2029 1FM..... 797440 BR 4 SAN DIEGO G & E...... 06/25/2014 MILETUS TRADING LLC...... 114,663 ...... 110,000 ...... 109,982 ...... 109,982 ...... 1 ...... 1 ...... 109,983 ...... 4,680 ...... 4,680 ...... 3,157 09/01/2023 1FE...... 80282K AA 4 SANTANDER HOLDINGS USA...... 06/23/2014 MILETUS TRADING LLC...... 95,648 ...... 90,000 ...... 89,603 ...... 89,868 ...... 44 ...... 44 ...... 89,912 ...... 5,736 ...... 5,736 ...... 2,856 04/19/2016 2FE...... 80282K AC 0 SANTANDER HOLDINGS USA...... 06/23/2014 FIRST TENNESSEE...... 241,670 ...... 230,000 ...... 229,581 ...... 229,608 ...... 38 ...... 38 ...... 229,646 ...... 12,024 ...... 12,024 ...... 6,590 08/27/2018 2FE...... 80382S AL 2 SASNM 2003-BC2 C...... 06/27/2014 MBS PAYMENT...... 27,224 ...... 27,224 ...... 22,800 ...... 194 ...... 194 ...... 27,224 ...... 0 ...... 278 02/27/2033 2...... 81377J AB 9 SABR 2007-HE1 A2A...... 06/25/2014 MBS PAYMENT...... 191,218 ...... 191,218 ...... 60,951 ...... 189,166 ...... 2,052 ...... 2,052 ...... 191,218 ...... 0 ...... 179 12/25/2036 1FM..... 81377J AE 3 SABR 2007-HE1 A2D...... 06/25/2014 MBS PAYMENT...... 91,429 ...... 91,429 ...... 32,857 ...... 90,917 ...... 512 ...... 512 ...... 91,429 ...... 0 ...... 148 12/25/2036 1FM..... 81377X AB 8 SABR 2006-WM4 A2A...... 06/25/2014 MBS PAYMENT...... 117,086 ...... 117,086 ...... 48,847 ...... 589 ...... 589 ...... 117,086 ...... 0 ...... 93 11/25/2036 2...... 81377X AD 4 SABR 2006-WM4 A2C...... 06/25/2014 MBS PAYMENT...... 189,960 ...... 189,960 ...... 80,786 ...... 1,238 ...... 1,238 ...... 189,960 ...... 0 ...... 201 11/25/2036 2...... 81378E AB 9 SABR 2007-BR4 A2B...... 06/25/2014 MBS PAYMENT...... 95,486 ...... 95,486 ...... 42,849 ...... 94,020 ...... 1,467 ...... 1,467 ...... 95,486 ...... 0 ...... 109 11/25/2051 1FM..... 82838W AA 3 SVLF 2010-B A...... 06/01/2014 MBS PAYMENT...... 111,249 ...... 111,249 ...... 113,752 ...... 112,008 ...... (759) ...... (759) ...... 111,249 ...... 0 ...... 2,762 05/16/2022 1FE...... 83611M AQ 1 SVHE 2003-2 A2...... 06/25/2014 MBS PAYMENT...... 265,796 ...... 265,796 ...... 166,123 ...... 255,380 ...... 10,416 ...... 10,416 ...... 265,796 ...... 0 ...... 1,777 11/25/2033 1FM..... 83611M GS 1 SVHE 2005-OPT3 A4...... 06/25/2014 MBS PAYMENT...... 136,250 ...... 136,250 ...... 106,615 ...... 130,230 ...... 6,020 ...... 6,020 ...... 136,250 ...... 0 ...... 266 11/25/2035 1FM..... 83611M PH 5 SVHE 2006-OPT3 2A3...... 06/25/2014 MBS PAYMENT...... 208,619 ...... 208,619 ...... 184,106 ...... 2,602 ...... 2,602 ...... 208,619 ...... 0 ...... 278 06/25/2036 1...... 83612T AE 2 SVHE 2007-OPT1 2A4...... 06/25/2014 MBS PAYMENT...... 75,843 ...... 75,843 ...... 29,816 ...... 74,720 ...... 1,123 ...... 1,123 ...... 75,843 ...... 0 ...... 139 01/25/2043 1FM..... 842587 CE 5 SOUTHERN CO...... 05/15/2014 MATURITY...... 1,000,000 ...... 1,000,000 ...... 998,980 ...... 1,000,000 ...... 0 ...... 1,000,000 ...... 0 ...... 20,750 05/15/2014 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 843452 BC 6 SOUTHERN NATURAL GAS...... 06/25/2014 MIZUHO SECURITIES...... 256,595 ...... 230,000 ...... 246,953 ...... 239,970 ...... (1,365) ...... (1,365) ...... 238,605 ...... 17,990 ...... 17,990 ...... 9,989 04/01/2017 2FE...... 857477 AL 7 STATE STREET CORP...... 06/23/2014 VARIOUS...... 221,133 ...... 230,000 ...... 226,178 ...... 226,361 ...... 117 ...... 117 ...... 226,477 ...... (5,344) ...... (5,344) ...... 3,328 05/15/2023 1FE...... 858119 AT 7 STEEL DYNAMICS INC...... 06/13/2014 JEFFERIES & CO...... 650,988 ...... 600,000 ...... 634,500 ...... 632,180 ...... (2,921) ...... (2,921) ...... 629,259 ...... 21,729 ...... 21,729 ...... 30,931 08/15/2019 3FE...... 86212U AA 4 STR 2013-1A A1...... 06/20/2014 MBS PAYMENT...... 397 ...... 397 ...... 388 ...... 396 ...... 1 ...... 1 ...... 397 ...... 0 ...... 7 03/20/2043 1FE...... 86213A AA 7 STR 2013-3A A1...... 06/20/2014 MBS PAYMENT...... 11,041 ...... 11,041 ...... 11,075 ...... 7,344 ...... 16 ...... 16 ...... 11,041 ...... 0 ...... 182 11/20/2043 1FE...... 86213B AA 5 STR 2014-1A A1...... 06/20/2014 MBS PAYMENT...... 1,667 ...... 1,667 ...... 1,676 ...... 2 ...... 2 ...... 1,667 ...... 0 ...... 9 04/20/2044 1FE...... 863576 AC 8 SASC 2005-5 1A3...... 06/01/2014 MBS PAYMENT...... 194,706 ...... 194,706 ...... 183,510 ...... 195,015 ...... (310) ...... (310) ...... 194,706 ...... 0 ...... 4,561 11/01/2042 1FM..... 863576 AH 7 SASC 2005-5 2A4...... 06/01/2014 MBS PAYMENT...... 452,012 ...... 452,012 ...... 302,848 ...... 441,805 ...... 10,207 ...... 10,207 ...... 452,012 ...... 0 ...... 9,556 04/25/2035 1FM..... 863576 DT 8 SASC 2005-S7 A2...... 06/25/2014 MBS PAYMENT...... 14,058 ...... 14,058 ...... 11,489 ...... 13,463 ...... 595 ...... 595 ...... 14,058 ...... 0 ...... 27 12/25/2035 1FM..... 863579 BC 1 SARM 2004-12 B1...... 06/25/2014 MBS PAYMENT...... 25,936 ...... 25,936 ...... 7,343 ...... 25,520 ...... 416 ...... 416 ...... 25,936 ...... 0 ...... 68 09/25/2052 1FM..... 863579 ET 1 SARM 2004-16 5A2...... 06/01/2014 MBS PAYMENT...... 20,575 ...... 20,575 ...... 19,855 ...... 20,604 ...... (28) ...... (28) ...... 20,575 ...... 0 ...... 413 06/01/2042 1FM..... 863579 L4 8 SARM 2005-23 3A1...... 06/01/2014 MBS PAYMENT...... 6,640 ...... 11,005 ...... 7,922 ...... 6,730 ...... (90) ...... (90) ...... 6,640 ...... 0 ...... 247 11/25/2053 1FM..... Q 863579 Y6 9 SARM 2006-3 4A...... 06/01/2014 MBS PAYMENT...... 159,524 ...... 193,482 ...... 184,171 ...... 136,839 ...... 0 ...... 136,839 ...... 22,684 ...... 22,684 ...... 3,644 01/25/2054 1FM..... E

0 863579 ZE 1 SARM 2005-20 1A1...... 06/01/2014 MBS PAYMENT...... 6,116 ...... 12,277 ...... 6,401 ...... 4,403 ...... 0 ...... 4,403 ...... 1,713 ...... 1,713 ...... 143 10/25/2035 3FM..... 5 86358E FB 7 SAIL 2003-BC13 M1...... 06/25/2014 MBS PAYMENT...... 79,153 ...... 79,153 ...... 64,312 ...... 77,870 ...... 1,283 ...... 1,283 ...... 79,153 ...... 0 ...... 366 11/25/2033 1FM...... 3

7 86358R C2 1 SASC 2002-9 A2...... 06/25/2014 MBS PAYMENT...... 40,605 ...... 40,605 ...... 31,164 ...... 39,689 ...... 916 ...... 916 ...... 40,605 ...... 0 ...... 78 10/25/2027 1FM..... 86359A G3 1 SASC 2003-24A 1A1...... 06/01/2014 MBS PAYMENT...... 15,671 ...... 15,671 ...... 11,165 ...... 15,614 ...... 57 ...... 57 ...... 15,671 ...... 0 ...... 160 07/25/2033 1FM..... 86359A N4 1 SASC 2003-21 2A2...... 05/01/2014 MBS PAYMENT...... 3,461,749 ...... 3,461,749 ...... 3,384,941 ...... 3,415,610 ...... 0 ...... 3,415,610 ...... 46,139 ...... 46,139 ...... 75,764 08/25/2033 1FM..... 86359A QS 5 SASC 2003-10 A...... 05/01/2014 MBS PAYMENT...... 1,219,533 ...... 1,219,533 ...... 1,259,644 ...... 1,230,585 ...... 0 ...... 1,230,585 ...... (11,052) .....(11,052) ...... 30,547 04/25/2033 2FM..... 86359A WK 5 SASC 2003-18XS A5...... 06/01/2014 MBS PAYMENT...... 74,575 ...... 74,575 ...... 67,584 ...... 74,292 ...... 283 ...... 283 ...... 74,575 ...... 0 ...... 1,718 02/01/2039 1FM..... 86359B 2F 7 SASC 2005-2XS 1A5A...... 06/01/2014 MBS PAYMENT...... 218,106 ...... 218,106 ...... 166,851 ...... 212,097 ...... 6,009 ...... 6,009 ...... 218,106 ...... 0 ...... 4,236 02/25/2035 1FM..... 86359B 4W 8 SASC 2005-4XS 1A5A...... 06/01/2014 MBS PAYMENT...... 373,201 ...... 373,201 ...... 359,206 ...... 371,652 ...... 1,549 ...... 1,549 ...... 373,201 ...... 0 ...... 7,931 02/01/2039 1FM..... 86359B 6R 7 SASC 2005-RMS1 A3...... 06/25/2014 MBS PAYMENT...... 421,989 ...... 421,989 ...... 271,655 ...... 405,025 ...... 16,964 ...... 16,964 ...... 421,989 ...... 0 ...... 1,302 02/25/2035 1FM..... 86359B U2 5 SASC 2004-23XS 1A4...... 06/01/2014 MBS PAYMENT...... 204,847 ...... 204,847 ...... 195,629 ...... 202,764 ...... 2,083 ...... 2,083 ...... 204,847 ...... 0 ...... 4,030 01/25/2035 1FM..... 86359B UJ 8 SASC 2004-11XS 2A2...... 06/01/2014 MBS PAYMENT...... 662,415 ...... 662,415 ...... 637,575 ...... 653,309 ...... 9,106 ...... 9,106 ...... 662,415 ...... 0 ...... 15,869 06/25/2034 1FM..... 86359B X5 5 SASC 2005-GEL1 B...... 05/01/2014 MBS PAYMENT...... 32,650 ...... 5,653 ...... 650 ...... (650) ...... (650) ...... 0 ...... 748 12/25/2034 1FM..... 86359D KA 4 SASC 2005-14 4A1...... 06/01/2014 MBS PAYMENT...... 284,878 ...... 284,878 ...... 278,468 ...... 285,074 ...... (196) ...... (196) ...... 284,878 ...... 0 ...... 6,391 07/25/2035 3FM..... 86359D NP 8 SASC 2005-15 2A5...... 06/01/2014 MBS PAYMENT...... 161,511 ...... 172,385 ...... 158,594 ...... 162,373 ...... (862) ...... (862) ...... 161,511 ...... 0 ...... 4,270 08/25/2035 1FM..... 86359D QL 4 SASC 2005-16 1A2...... 06/01/2014 MBS PAYMENT...... 430,756 ...... 430,756 ...... 396,296 ...... 429,694 ...... 1,062 ...... 1,062 ...... 430,756 ...... 0 ...... 9,695 09/25/2035 1FM..... 86359D QM 2 SASC 2005-16 1A3...... 06/01/2014 MBS PAYMENT...... 203,618 ...... 203,618 ...... 179,184 ...... 202,758 ...... 861 ...... 861 ...... 203,618 ...... 0 ...... 4,583 09/25/2035 1FM..... 86359D SN 8 SASC 2005-17 4A4...... 06/01/2014 MBS PAYMENT...... 244,453 ...... 244,453 ...... 232,842 ...... 244,578 ...... (125) ...... (125) ...... 244,453 ...... 0 ...... 5,730 10/25/2035 1FM..... 86359F AB 8 SASC 2006-S2 A2...... 06/25/2014 MBS PAYMENT...... 14,912 ...... 14,912 ...... 8,052 ...... 14,635 ...... 277 ...... 277 ...... 14,912 ...... 0 ...... 331 06/25/2036 1FM..... 86360K AY 4 SAMI 2006-AR3 23A1...... 06/01/2014 MBS PAYMENT...... 149 ...... 149 ...... 73 ...... 148 ...... 1 ...... 1 ...... 149 ...... 0 ...... 2 05/25/2036 1FM..... 86360Q AC 9 SAMI 2006-AR4 2A2...... 06/25/2014 MBS PAYMENT...... 4,468 ...... 15,570 ...... 2,983 ...... 3,731 ...... 738 ...... 738 ...... 4,468 ...... 0 ...... 23 06/25/2036 1FM..... 86362X AB 4 SAMI 2007-AR1 1A2...... 06/01/2014 MBS PAYMENT...... 1,976 ...... 3,844 ...... 711 ...... 1,336 ...... 640 ...... 640 ...... 1,976 ...... 0 ...... 6 01/25/2047 1FM..... 86364D AA 8 SARM 2007-7 1A1...... 06/25/2014 MBS PAYMENT...... 24,316 ...... 24,316 ...... 13,091 ...... 23,628 ...... 688 ...... 688 ...... 24,316 ...... 0 ...... 43 01/25/2054 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 86364J AD 9 SARM 2007-9 2A1...... 06/01/2014 MBS PAYMENT...... 3,615 ...... 5,883 ...... 2,309 ...... 3,630 ...... (15) ...... (15) ...... 3,615 ...... 0 ...... 77 01/25/2054 1FM..... SUNTRUST ROBINSON 86787E AM 9 SUNTRUST BANK...... 06/23/2014 HUMPHREY ...... 189,277 ...... 160,000 ...... 158,949 ...... 160,000 ...... 0 ...... 160,000 ...... 29,277 ...... 29,277 ...... 9,054 03/15/2018 2FE...... 86789M AN 7 STALT 2005-1F 2A3...... 06/01/2014 MBS PAYMENT...... 157,985 ...... 157,985 ...... 119,723 ...... 157,143 ...... 842 ...... 842 ...... 157,985 ...... 0 ...... 3,708 09/01/2037 1FM..... 867900 85 4 SYMETRA LIFE INSURANCE CO (CARRASCO)...... 06/25/2014 MBS PAYMENT...... 4,785 ...... 4,785 ...... 3,217 ...... 4,703 ...... 82 ...... 82 ...... 4,785 ...... 0 ...... 02/25/2025 1Z...... 867930 41 4 AMERICAN GENERAL LIFE INSUR CO (SHAW)...... 06/01/2014 MBS PAYMENT...... 8,376 ...... 8,376 ...... 4,359 ...... 8,247 ...... 129 ...... 129 ...... 8,376 ...... 0 ...... 12/01/2034 1Z...... 867930 42 2 AMERICAN GENERAL LIFE INSUR CO (HEARD)...... 06/01/2014 MBS PAYMENT...... 450 ...... 450 ...... 213 ...... 444 ...... 6 ...... 6 ...... 450 ...... 0 ...... 01/01/2026 1Z...... 867930 43 0 AMERICAN GENERAL LIFE INSUR CO (CUTINO)...... 06/01/2014 MBS PAYMENT...... 939 ...... 939 ...... 579 ...... 924 ...... 15 ...... 15 ...... 939 ...... 0 ...... 06/01/2027 1Z...... 867930 46 3 AMERICAN GENERAL LIFE INS CO (WALTERS)...... 06/01/2014 MBS PAYMENT...... 2,031 ...... 2,031 ...... 1,262 ...... 2,001 ...... 30 ...... 30 ...... 2,031 ...... 0 ...... 12/01/2028 1Z...... 867930 47 1 AMERICAN GENERAL LIFE INSUR CO (BECK)...... 06/01/2014 MBS PAYMENT...... 6,600 ...... 6,600 ...... 3,881 ...... 6,507 ...... 93 ...... 93 ...... 6,600 ...... 0 ...... 12/01/2030 1Z...... 867930 49 7 AMERICAN GENERAL LIFE INS CO (CUTINO)...... 06/01/2014 MBS PAYMENT...... 765 ...... 765 ...... 483 ...... 753 ...... 12 ...... 12 ...... 765 ...... 0 ...... 06/01/2027 1Z...... 867930 53 9 AMERICAN GENERAL LIFE INS CO (CUTINO)...... 06/01/2014 MBS PAYMENT...... 596 ...... 596 ...... 378 ...... 584 ...... 11 ...... 11 ...... 596 ...... 0 ...... 06/01/2027 1Z......

Q 867930 59 6 AMERICAN GENERAL LIFE INSUR CO (JONES)...... 06/01/2014 MBS PAYMENT...... 5,400 ...... 5,400 ...... 2,357 ...... 26 ...... 26 ...... 5,400 ...... 0 ...... 09/01/2041 1Z...... E 867970 62 6 PRUDENTIAL INSUR CO OF AMERICA (GADDY)...... 06/01/2014 MBS PAYMENT...... 1,950 ...... 1,950 ...... 1,140 ...... 1,923 ...... 27 ...... 27 ...... 1,950 ...... 0 ...... 06/01/2031 1Z...... 0

5 867970 70 9 PRUDENTIAL INSUR CO OF AMERICA (KENNEDY) ..... 06/01/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,483 ...... 2,214 ...... 36 ...... 36 ...... 2,250 ...... 0 ...... 02/01/2026 1Z...... 3 867970 73 3 PRUDENTIAL INSUR CO OF AMERICA (ARNOLD)...... 06/23/2014 MBS PAYMENT...... 1,000 ...... 1,000 ...... 559 ...... 984 ...... 16 ...... 16 ...... 1,000 ...... 0 ...... 12/23/2023 1Z...... 8 867970 74 1 PRUDENTIAL INS CO OF AMERICA (CLIFFORD)...... 06/01/2014 MBS PAYMENT...... 4,050 ...... 4,050 ...... 1,283 ...... 4,020 ...... 30 ...... 30 ...... 4,050 ...... 0 ...... 06/01/2040 1Z...... 867970 83 2 PRUDENTIAL INSUR CO OF AMERICA (MORRIS)...... 06/20/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 936 ...... 14 ...... 14 ...... 1,500 ...... 0 ...... 03/20/2028 1Z...... 868000 77 9 ALLSTATE LIFE INSURANCE CO (SEDILLO)...... 06/15/2014 MBS PAYMENT...... 2,446 ...... 2,446 ...... 1,610 ...... 2,413 ...... 33 ...... 33 ...... 2,446 ...... 0 ...... 12/15/2025 1Z...... 868000 78 7 ALLSTATE LIFE INSURANCE COMPANY (BROWN) ..... 06/01/2014 MBS PAYMENT...... 3,114 ...... 3,114 ...... 1,179 ...... 3,085 ...... 29 ...... 29 ...... 3,114 ...... 0 ...... 09/01/2038 1Z...... ALLSTATE LIFE INSURANCE COMPANY 868000 80 3 (YBARRA) ..... 06/01/2014 MBS PAYMENT...... 1,554 ...... 1,554 ...... 897 ...... 1,534 ...... 20 ...... 20 ...... 1,554 ...... 0 ...... 12/01/2030 1Z...... 868000 87 8 ALLSTATE LIFE INSURANCE COMPANY (REED)...... 06/15/2014 MBS PAYMENT...... 973 ...... 973 ...... 596 ...... 959 ...... 14 ...... 14 ...... 973 ...... 0 ...... 01/15/2023 1Z...... 868000 93 6 ALLSTATE LIFE INSURANCE COMPANY (BAKER)...... 06/29/2014 MBS PAYMENT...... 1,547 ...... 1,547 ...... 1,207 ...... 33 ...... 33 ...... 1,547 ...... 0 ...... 09/29/2020 1Z...... 868080 49 0 METROPOLITAN LIFE INS CO (SOLOMON)...... 06/23/2014 MBS PAYMENT...... 300 ...... 300 ...... 124 ...... 296 ...... 4 ...... 4 ...... 300 ...... 0 ...... 01/23/2038 1Z...... 868080 91 2 METROPOLITAN LIFE INSURANCE CO (HAYNES) ..... 06/15/2014 MBS PAYMENT...... 12,000 ...... 12,000 ...... 8,981 ...... 11,827 ...... 173 ...... 173 ...... 12,000 ...... 0 ...... 07/15/2022 1Z...... 868080 95 3 METROPOLITAN LIFE INSURANCE CO (PARKER) ..... 06/03/2014 MBS PAYMENT...... 2,385 ...... 2,385 ...... 1,416 ...... 2,331 ...... 54 ...... 54 ...... 2,385 ...... 0 ...... 10/03/2041 1Z...... 868270 43 0 NEW YORK LIFE INSURANCE COMPANY (SMITH) ..... 06/01/2014 MBS PAYMENT...... 10,290 ...... 10,290 ...... 8,153 ...... 10,083 ...... 207 ...... 207 ...... 10,290 ...... 0 ...... 05/01/2020 1Z...... 868270 44 8 NEW YORK LIFE INSURANCE COMPANY (HALL)...... 06/01/2014 MBS PAYMENT...... 3,600 ...... 3,600 ...... 2,753 ...... 3,531 ...... 69 ...... 69 ...... 3,600 ...... 0 ...... 11/01/2021 1Z...... 868270 50 5 NEW YORK LIFE INSURANCE COMPANY (KING)...... 06/09/2014 MBS PAYMENT...... 1,454 ...... 1,454 ...... 728 ...... 5 ...... 5 ...... 1,454 ...... 0 ...... 02/09/2036 1...... 868300 42 7 METROPOLITAN LIFE INSURANCE CO (SCOTT)...... 06/10/2014 MBS PAYMENT...... 500 ...... 500 ...... 195 ...... 495 ...... 5 ...... 5 ...... 500 ...... 0 ...... 03/01/2036 1Z...... HARTFORD LIFE INSURANCE COMPANY 868340 06 8 (GALLUP) ..... 06/01/2014 MBS PAYMENT...... 3,150 ...... 3,150 ...... 2,177 ...... 3,103 ...... 47 ...... 47 ...... 3,150 ...... 0 ...... 01/01/2025 2...... 868340 07 6 HARTFORD LIFE INSURANCE CO (GUTIERREZ)...... 06/30/2014 MBS PAYMENT...... 600 ...... 600 ...... 316 ...... 593 ...... 7 ...... 7 ...... 600 ...... 0 ...... 01/31/2030 2...... 868340 08 4 HARTFORD LIFE INSURANCE COMPANY (DIOUF) ..... 06/13/2014 MBS PAYMENT...... 1,717 ...... 1,717 ...... 814 ...... 1,692 ...... 25 ...... 25 ...... 1,717 ...... 0 ...... 11/13/2032 2...... 868340 16 7 HARTFORD CEBSCO (HOUSTON)...... 06/15/2014 MBS PAYMENT...... 1,000 ...... 1,000 ...... 440 ...... 0 ...... 1,000 ...... 0 ...... 08/15/2038 2...... 868740 44 0 GENWORTH LIFE ANNUITY INSUR CO (HUNTER) ..... 06/28/2014 MBS PAYMENT...... 18,000 ...... 18,000 ...... 13,667 ...... 17,634 ...... 366 ...... 366 ...... 18,000 ...... 0 ...... 03/28/2027 1Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 868740 45 7 GENWORTH LIFE AND ANNUITY INS CO (QUINN) ..... 06/06/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,630 ...... 2,227 ...... 23 ...... 23 ...... 2,250 ...... 0 ...... 05/06/2023 1Z...... 868740 47 3 GENWORTH LIFE & ANNUITY INS CO (GIBSON)...... 06/16/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,111 ...... 2,076 ...... 24 ...... 24 ...... 2,100 ...... 0 ...... 10/16/2032 1Z...... 869020 25 5 MONUMENTAL LIFE INSURANCE CO (SCOTT)...... 06/01/2014 MBS PAYMENT...... 450 ...... 450 ...... 265 ...... 443 ...... 7 ...... 7 ...... 450 ...... 0 ...... 10/01/2034 1Z...... MONUMENTAL LIFE INSURANCE COMPANY 869020 26 3 (RAY) ..... 06/08/2014 MBS PAYMENT...... 1,224 ...... 1,224 ...... 720 ...... 1,209 ...... 15 ...... 15 ...... 1,224 ...... 0 ...... 04/08/2033 1Z...... 869020 27 1 MONUMENTAL LIFE INSURANCE CO (JOLLEY)...... 06/16/2014 MBS PAYMENT...... 3,039 ...... 3,039 ...... 1,775 ...... 3,002 ...... 37 ...... 37 ...... 3,039 ...... 0 ...... 10/16/2029 1Z...... 869020 31 3 MONUMENTAL LIFE INSURANCE CO (JOHNS)...... 06/07/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 534 ...... 4 ...... 4 ...... 1,050 ...... 0 ...... 12/07/2034 1Z...... 869480 09 5 ALLSTATE LIFE INSURANCE CO (SCHMOYER)...... 06/15/2014 MBS PAYMENT...... 400 ...... 400 ...... 272 ...... 3 ...... 3 ...... 400 ...... 0 ...... 08/15/2020 1...... 869910 17 4 TRANSAM OCCIDENTAL LIFE INS (MONTALVO)...... 06/10/2014 MBS PAYMENT...... 943 ...... 943 ...... 480 ...... 934 ...... 9 ...... 9 ...... 943 ...... 0 ...... 01/10/2031 1Z...... 869950 03 0 UNITED OF OMAHA LIFE INSUR CO (JACKSON)...... 06/21/2014 MBS PAYMENT...... 2,520 ...... 2,520 ...... 1,166 ...... 2,489 ...... 31 ...... 31 ...... 2,520 ...... 0 ...... 12/21/2037 1Z...... 870170 12 3 PACIFIC LIFE INSURANCE COMPANY (SHABAZZ) ..... 06/01/2014 MBS PAYMENT...... 4,536 ...... 4,536 ...... 3,307 ...... 4,445 ...... 91 ...... 91 ...... 4,536 ...... 0 ...... 04/01/2023 1Z...... 870170 13 1 PACIFIC LIFE INSURANCE COMPANY (JONES)...... 06/14/2014 MBS PAYMENT...... 1,275 ...... 1,275 ...... 901 ...... 1,257 ...... 18 ...... 18 ...... 1,275 ...... 0 ...... 09/14/2023 1Z...... 870190 15 4 BERK-HATH LIFE INS CO OF NB (HAYES)...... 06/23/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,408 ...... 27 ...... 27 ...... 2,250 ...... 0 ...... 01/23/2028 1Z...... Q 870230 04 2 AXA EQUITABLE LIFE INSUR CO (SCHWARZER)...... 06/05/2014 MBS PAYMENT...... 1,425 ...... 1,425 ...... 986 ...... 1,406 ...... 19 ...... 19 ...... 1,425 ...... 0 ...... 12/05/2026 1Z...... E

0 87151# AA 8 SYMETRA LIFE INSURANCE (WILLIAMS)...... 06/28/2014 MBS PAYMENT...... 1,958 ...... 1,958 ...... 1,202 ...... 1,918 ...... 40 ...... 40 ...... 1,958 ...... 0 ...... 12/30/2023 1...... 5 87151# AB 6 SYMETRA LIFE INSURANCE (GARRETT)...... 06/09/2014 MBS PAYMENT...... 1,205 ...... 1,205 ...... 559 ...... 1,195 ...... 10 ...... 10 ...... 1,205 ...... 0 ...... 07/09/2034 1...... 3

9 87151# AG 5 SYMETRA LIFE INSURANCE (GRIFFIN)...... 06/11/2014 MBS PAYMENT...... 1,200 ...... 1,200 ...... 720 ...... 1,186 ...... 14 ...... 14 ...... 1,200 ...... 0 ...... 04/11/2027 1...... 87151# AJ 9 SYMETRA LIFE INSURANCE (BROWN)...... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 442 ...... 738 ...... 12 ...... 12 ...... 750 ...... 0 ...... 02/01/2022 1...... 87151# AM 2 SYMETRA LIFE INSURANCE (EARMEST)...... 06/10/2014 MBS PAYMENT...... 900 ...... 900 ...... 496 ...... 891 ...... 9 ...... 9 ...... 900 ...... 0 ...... 10/10/2030 1...... 87151# AN 0 SYMETRA LIFE INSURANCE (MARSHALL)...... 06/01/2014 MBS PAYMENT...... 973 ...... 973 ...... 614 ...... 956 ...... 17 ...... 17 ...... 973 ...... 0 ...... 02/01/2025 1...... 87151# AP 5 SYMETRA LIFE INSURANCE (AIKEN)...... 06/13/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 801 ...... 1,484 ...... 16 ...... 16 ...... 1,500 ...... 0 ...... 12/13/2030 1...... 87151# AX 8 SYMETRA LIFE INSURANCE (WRIGHT)...... 06/27/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 880 ...... 1,473 ...... 27 ...... 27 ...... 1,500 ...... 0 ...... 12/27/2027 1...... 87151# AY 6 SYMETRA LIFE INSURANCE (ZWEBEN)...... 06/01/2014 MBS PAYMENT...... 1,425 ...... 1,425 ...... 975 ...... 1,399 ...... 26 ...... 26 ...... 1,425 ...... 0 ...... 06/01/2023 1...... 87151# BC 3 SYMETRA LIFE INSURANCE (STOKES)...... 06/09/2014 MBS PAYMENT...... 3,722 ...... 3,722 ...... 2,882 ...... 3,667 ...... 55 ...... 55 ...... 3,722 ...... 0 ...... 01/09/2019 1...... 87151# BD 1 SYMETRA LIFE INSURANCE (LEHMAN)...... 06/15/2014 MBS PAYMENT...... 2,100 ...... 2,100 ...... 1,206 ...... 2,074 ...... 26 ...... 26 ...... 2,100 ...... 0 ...... 08/15/2027 1...... 87151# BF 6 SYMETRA LIFE INSURANCE (CAVAZOS)...... 06/01/2014 MBS PAYMENT...... 1,712 ...... 1,712 ...... 1,104 ...... 1,681 ...... 30 ...... 30 ...... 1,712 ...... 0 ...... 12/01/2023 1...... 87151# BG 4 SYMETRA LIFE INSURANCE (SIMON)...... 06/01/2014 MBS PAYMENT...... 1,065 ...... 1,065 ...... 664 ...... 1,051 ...... 14 ...... 14 ...... 1,065 ...... 0 ...... 07/01/2028 1...... 87151# BH 2 SYMETRA LIFE INSURANCE (SHESKEY)...... 06/13/2014 MBS PAYMENT...... 600 ...... 600 ...... 294 ...... 593 ...... 7 ...... 7 ...... 600 ...... 0 ...... 08/13/2028 1...... 87151# BM 1 SYMETRA LIFE INSURANCE (SAUCEDA)...... 06/23/2014 MBS PAYMENT...... 1,455 ...... 1,455 ...... 920 ...... 1,430 ...... 25 ...... 25 ...... 1,455 ...... 0 ...... 07/23/2024 1...... 87151# BN 9 SYMETRA LIFE INSURANCE (GARCIA)...... 06/01/2014 MBS PAYMENT...... 17,423 ...... 17,423 ...... 15,745 ...... 16,974 ...... 449 ...... 449 ...... 17,423 ...... 0 ...... 12/01/2014 1...... 87151# BQ 2 SYMETRA LIFE INSURANCE COMPANY (SIMS)...... 06/03/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,965 ...... 2,974 ...... 26 ...... 26 ...... 3,000 ...... 0 ...... 10/03/2023 1...... 87151# BR 0 SYMETRA LIFE INSURANCE (LUDVIGSON)...... 06/01/2014 MBS PAYMENT...... 1,671 ...... 1,671 ...... 1,211 ...... 1,640 ...... 31 ...... 31 ...... 1,671 ...... 0 ...... 03/01/2022 1...... 87151# BS 8 SYMETRA LIFE INSURANCE COMPANY (RICE)...... 06/18/2014 MBS PAYMENT...... 900 ...... 900 ...... 521 ...... 886 ...... 14 ...... 14 ...... 900 ...... 0 ...... 09/18/2031 1...... 87151# BV 1 SYMETRA LIFE INSURANCE COMPANY (RICE)...... 06/25/2014 MBS PAYMENT...... 600 ...... 600 ...... 326 ...... 590 ...... 10 ...... 10 ...... 600 ...... 0 ...... 02/25/2030 1...... 87151# BX 7 SYMETRA LIFE INSURANCE COMPANY (GARCIA) ..... 06/01/2014 MBS PAYMENT...... 9,848 ...... 9,848 ...... 8,892 ...... 9,584 ...... 264 ...... 264 ...... 9,848 ...... 0 ...... 12/01/2014 1...... 87151# BY 5 SYMETRA LIFE INS CO (CARRASCO)...... 06/25/2014 MBS PAYMENT...... 600 ...... 600 ...... 379 ...... 588 ...... 12 ...... 12 ...... 600 ...... 0 ...... 02/25/2025 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 87151# CB 4 SYMETRA LIFE INS CO (MCDANIEL)...... 06/26/2014 MBS PAYMENT...... 328 ...... 328 ...... 85 ...... 325 ...... 3 ...... 3 ...... 328 ...... 0 ...... 10/26/2041 1...... 87151# CC 2 SYMETRA LIFE INS CO (KENDALL)...... 06/26/2014 MBS PAYMENT...... 600 ...... 600 ...... 295 ...... 590 ...... 10 ...... 10 ...... 600 ...... 0 ...... 04/26/2034 1...... 87151# CD 0 SYMETRA LIFE INS CO (KELLEY)...... 06/16/2014 MBS PAYMENT...... 3,750 ...... 3,750 ...... 2,973 ...... 3,686 ...... 64 ...... 64 ...... 3,750 ...... 0 ...... 06/16/2019 1...... 87151# CF 5 SYMETRA LIFE INS CO (HART)...... 06/12/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,795 ...... 2,970 ...... 30 ...... 30 ...... 3,000 ...... 0 ...... 03/12/2030 1...... 87151# CG 3 SYMETRA LIFE INS CO (SIMS)...... 06/03/2014 MBS PAYMENT...... 2,588 ...... 2,588 ...... 1,745 ...... 2,566 ...... 22 ...... 22 ...... 2,588 ...... 0 ...... 10/03/2023 1...... 87151# CJ 7 SYMETRA LIFE INS CO (BROWDER)...... 06/11/2014 MBS PAYMENT...... 600 ...... 600 ...... 267 ...... 594 ...... 6 ...... 6 ...... 600 ...... 0 ...... 06/11/2032 1...... 87151# CK 4 SYMETRA LIFE INSURANCE COMPANY (ROSS)...... 06/09/2014 MBS PAYMENT...... 915 ...... 915 ...... 518 ...... 907 ...... 8 ...... 8 ...... 915 ...... 0 ...... 08/09/2029 1...... 87151# CM 0 SYMETRA LIFE INS CO (CROY)...... 06/26/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 588 ...... 1,484 ...... 16 ...... 16 ...... 1,500 ...... 0 ...... 09/26/2038 1...... 87151# CU 2 SYMETRA LIFE INS CO (BROWN)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 388 ...... 590 ...... 10 ...... 10 ...... 600 ...... 0 ...... 02/01/2022 1...... 87151# DE 7 SYMETRA LIFE INSURANCE CO (DUNFORD)...... 06/01/2014 MBS PAYMENT...... 652 ...... 652 ...... 333 ...... 2 ...... 2 ...... 652 ...... 0 ...... 08/01/2027 1...... 87151# DG 2 SYMETRA LIFE INSURANCE COMPANY(MEDINA) ..... 06/01/2014 MBS PAYMENT...... 750 ...... 750 ...... 394 ...... 2 ...... 2 ...... 750 ...... 0 ...... 05/01/2027 1...... 87151# DH 0 SYMETRA LIFE INSURANCE COMPANY (STOKES) ..... 06/09/2014 MBS PAYMENT...... 2,355 ...... 2,355 ...... 1,884 ...... 11 ...... 11 ...... 2,355 ...... 0 ...... 01/09/2019 1...... Q 87151# DK 3 SYMETRA LIFE INSURANCE COMPANY (SIMON)...... 06/01/2014 MBS PAYMENT...... 843 ...... 843 ...... 454 ...... 4 ...... 4 ...... 843 ...... 0 ...... 07/01/2031 1...... E

0 87151# DM 9 SYMETRA LIFE INSURANCE COMPANY (STOKES) ..... 06/09/2014 MBS PAYMENT...... 1,545 ...... 1,545 ...... 1,242 ...... 6 ...... 6 ...... 1,545 ...... 0 ...... 01/09/2019 1...... 5 87151# DQ 0 SYMETRA LIFE INSURANCE CO (HAYES)...... 06/17/2014 MBS PAYMENT...... 1,080 ...... 1,080 ...... 734 ...... 5 ...... 5 ...... 1,080 ...... 0 ...... 10/17/2024 1...... 4

0 87151@ AA 0 SYMETRA LIFE INSURANCE COMPANY (MILLER) ..... 06/01/2014 MBS PAYMENT...... 985 ...... 985 ...... 555 ...... 970 ...... 15 ...... 15 ...... 985 ...... 0 ...... 08/01/2029 1...... 87151@ AB 8 SYMETRA LIFE INSURANCE COMPANY (GAYLE)...... 06/01/2014 MBS PAYMENT...... 600 ...... 600 ...... 333 ...... 591 ...... 9 ...... 9 ...... 600 ...... 0 ...... 05/01/2029 1...... 87151W 21 0 SYMETRA LIFE INSURANCE COMPANY (LEE)...... 06/18/2014 MBS PAYMENT...... 656 ...... 656 ...... 168 ...... 650 ...... 5 ...... 5 ...... 656 ...... 0 ...... 06/18/2035 1...... 87222E AC 2 TBW 2007-1 A3...... 06/01/2014 MBS PAYMENT...... 80,018 ...... 80,018 ...... 58,413 ...... 39,580 ...... 0 ...... 39,580 ...... 40,438 ...... 40,438 ...... 1,216 01/01/2043 1FM..... RBC CAPITAL MARKETS 872287 AL 1 TCI COMMUNICATIONS INC...... 06/25/2014 SECURITIES - US ...... 92,084 ...... 70,000 ...... 62,740 ...... 64,791 ...... 139 ...... 139 ...... 64,930 ...... 27,155 ...... 27,155 ...... 4,309 02/15/2028 1FE...... 872539 AA 9 TJX COS INC...... 06/25/2014 MILETUS TRADING LLC...... 220,121 ...... 220,000 ...... 219,846 ...... 1 ...... 1 ...... 219,847 ...... 274 ...... 274 ...... 353 06/15/2021 1FE...... 87264M AK 5 TRW AUTOMOTIVE INC...... 06/13/2014 VARIOUS...... 1,036,250 ...... 1,000,000 ...... 997,740 ...... 997,763 ...... 89 ...... 89 ...... 997,852 ...... 38,398 ...... 38,398 ...... 24,290 12/01/2023 2FE...... 87407P AJ 9 TAL 2014-1A A...... 06/22/2014 MBS PAYMENT...... 18,750 ...... 18,750 ...... 18,750 ...... 38 ...... 38 ...... 18,750 ...... 0 ...... 152 02/22/2039 1FE...... 874940 33 1 METLIFE INS CO OF CONNECTICUT (TERMAN)...... 06/06/2014 MBS PAYMENT...... 900 ...... 900 ...... 628 ...... 892 ...... 8 ...... 8 ...... 900 ...... 0 ...... 06/06/2025 1Z...... 874940 36 4 METLIFE INS CO OF CONNECTICUT (WIGGINS)...... 06/01/2014 MBS PAYMENT...... 2,550 ...... 2,550 ...... 1,541 ...... 14 ...... 14 ...... 2,550 ...... 0 ...... 11/01/2022 1Z...... 874940 41 4 METLIFE INS CO OF CONNECTICUT (BLACKMON) ..... 06/01/2014 MBS PAYMENT...... 800 ...... 800 ...... 578 ...... 3 ...... 3 ...... 800 ...... 0 ...... 04/01/2024 1...... 875070 17 9 JOHN HANCOCK LIFE INSUR CO (ROBICHAUX)...... 06/01/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,620 ...... 2,959 ...... 41 ...... 41 ...... 3,000 ...... 0 ...... 12/01/2032 1Z...... 875070 19 5 JOHN HANCOCK LIFE INSURANCE CO (PARKER) ..... 06/01/2014 MBS PAYMENT...... 810 ...... 810 ...... 565 ...... 796 ...... 14 ...... 14 ...... 810 ...... 0 ...... 12/01/2023 1Z...... JOHN HANCOCK LIFE INSURANCE CO 875070 22 9 (JOHNSON) ..... 06/01/2014 MBS PAYMENT...... 900 ...... 900 ...... 496 ...... 886 ...... 14 ...... 14 ...... 900 ...... 0 ...... 08/01/2032 1Z...... 875070 24 5 JOHN HANCOCK LIFE INSURANCE CO (MOHLER) ..... 06/15/2014 MBS PAYMENT...... 31,264 ...... 31,264 ...... 21,058 ...... 30,822 ...... 442 ...... 442 ...... 31,264 ...... 0 ...... 05/15/2025 1Z...... 875070 25 2 JOHN HANCOCK LIFE INSURANCE CO (SMITH)...... 06/01/2014 MBS PAYMENT...... 6,000 ...... 6,000 ...... 2,598 ...... 5,951 ...... 49 ...... 49 ...... 6,000 ...... 0 ...... 02/01/2043 1Z...... 875070 31 0 JOHN HANCOCK ASSIGNMENT CO (ROBICHAUX) ..... 06/01/2014 MBS PAYMENT...... 500 ...... 500 ...... 202 ...... 1 ...... 1 ...... 500 ...... 0 ...... 12/01/2039 1...... WELLS FARGO SECURITIES 87612E BA 3 TARGET CORP...... 06/25/2014 LLC ...... 84,872 ...... 90,000 ...... 88,073 ...... 88,144 ...... 32 ...... 32 ...... 88,177 ...... (3,305) ...... (3,305) ...... 3,550 07/01/2042 1FE...... 880270 05 3 INTEGRITY LIFE INS CO (GARCIA-KOROTNEY)...... 06/25/2014 MBS PAYMENT...... 900 ...... 900 ...... 566 ...... 883 ...... 17 ...... 17 ...... 900 ...... 0 ...... 03/25/2026 1Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 88031R AA 6 TENASKA ALABAMA II PART...... 06/30/2014 SINK...... 9,369 ...... 9,369 ...... 9,369 ...... 9,369 ...... 0 ...... 9,369 ...... 0 ...... 287 03/30/2023 2...... US BANCORP INVESTMENTS 882508 AY 0 TEXAS INSTRUMENTS INC...... 06/25/2014 INC ...... 100,949 ...... 100,000 ...... 99,294 ...... 27 ...... 27 ...... 99,321 ...... 1,628 ...... 1,628 ...... 794 03/12/2021 1FE...... 883203 BT 7 TEXTRON INC...... 06/24/2014 CANTOR FITZGERALD...... 194,877 ...... 190,000 ...... 189,688 ...... 19 ...... 19 ...... 189,708 ...... 5,169 ...... 5,169 ...... 2,745 03/01/2021 2FE...... 883203 BU 4 TEXTRON INC...... 05/29/2014 SEAPORT GROUP...... 321,750 ...... 310,000 ...... 311,060 ...... (21) ...... (21) ...... 311,039 ...... 10,711 ...... 10,711 ...... 4,437 03/01/2024 2FE...... 883556 BB 7 THERMO FISHER SCIENTIFIC...... 06/25/2014 BANK AMERICA...... 190,756 ...... 190,000 ...... 189,972 ...... 189,983 ...... 8 ...... 8 ...... 189,991 ...... 765 ...... 765 ...... 3,329 01/15/2018 2FE...... 883556 BF 8 THERMO FISHER SCIENTIFIC...... 04/11/2014 DEUTSCHE BANK...... 490,454 ...... 470,000 ...... 468,731 ...... 468,740 ...... 45 ...... 45 ...... 468,785 ...... 21,670 ...... 21,670 ...... 6,773 02/01/2024 2FE...... 885220 HF 3 TMST 2005-1 B1...... 06/01/2014 MBS PAYMENT...... 484 ...... 484 ...... 420 ...... 0 ...... 484 ...... 0 ...... 2 04/25/2045 1...... 88522X AH 4 TMST 2007-3 4A2...... 06/25/2014 MBS PAYMENT...... 104,728 ...... 902,190 ...... 293,212 ...... 15,859 ...... 15,859 ...... 104,728 ...... 0 ...... 4,862 06/25/2047 2...... 88522Y AC 3 TMST 2007-4 3A1...... 06/01/2014 MBS PAYMENT...... 338,329 ...... 338,329 ...... 333,676 ...... 338,611 ...... (283) ...... (283) ...... 338,329 ...... 0 ...... 9,161 09/25/2037 1FM..... 885570 07 7 PACIFIC LIFE AND ANNUITY CO (HADAWAY)...... 06/15/2014 MBS PAYMENT...... 1,632 ...... 1,632 ...... 853 ...... 1,613 ...... 20 ...... 20 ...... 1,632 ...... 0 ...... 09/15/2031 1Z...... 885570 08 5 PACIFIC LIFE AND ANNUITY CO (HADAWAY)...... 06/15/2014 MBS PAYMENT...... 2,462 ...... 2,462 ...... 1,197 ...... 2,437 ...... 25 ...... 25 ...... 2,462 ...... 0 ...... 01/15/2035 1Z......

Q 885570 11 9 PACIFIC LIFE AND ANNUITY CO (HOLMAN)...... 06/24/2014 MBS PAYMENT...... 1,359 ...... 1,359 ...... 781 ...... 17 ...... 17 ...... 1,359 ...... 0 ...... 02/24/2031 1Z...... E 887315 AY 5 HISTORIC TW INC...... 06/25/2014 JEFFERIES & CO...... 142,666 ...... 120,000 ...... 141,774 ...... 133,297 ...... (1,311) ...... (1,311) ...... 131,986 ...... 10,680 ...... 10,680 ...... 4,377 06/15/2018 2FE...... 0

5 887317 AK 1 TIME WARNER INC...... 06/13/2014 PIPELINE TRADING...... 1,101,450 ...... 1,000,000 ...... 1,108,110 ...... (2,382) ...... (2,382) ...... 1,105,728 ...... (4,278) ...... (4,278) ...... 10,424 03/29/2021 2FE...... 4 NOMURA SECURITIES 1 88731E AJ 9 TIME WARNER ENT...... 06/25/2014 DOMESTIC ...... 204,973 ...... 140,000 ...... 187,608 ...... (483) ...... (483) ...... 187,125 ...... 17,848 ...... 17,848 ...... 5,244 07/15/2033 2FE...... 88732J AJ 7 TIME WARNER CABLE INC...... 06/25/2014 JEFFERIES & CO...... 124,195 ...... 100,000 ...... 113,074 ...... (89) ...... (89) ...... 112,985 ...... 11,210 ...... 11,210 ...... 4,276 05/01/2037 2FE...... 88732J AN 8 TIME WARNER CABLE INC...... 04/29/2014 VARIOUS...... 662,600 ...... 500,000 ...... 618,945 ...... 0 ...... 618,945 ...... 43,655 ...... 43,655 ...... 12,268 07/01/2038 2FE...... 88732J AS 7 TIME WARNER CABLE INC...... 05/29/2014 SCOTIA CAPITAL INC - US...... 1,427,149 ...... 1,120,000 ...... 1,408,820 ...... 1,331,048 ...... (15,287) ...... (15,287) ...... 1,315,761 ...... 111,388 .....111,388 ...... 62,113 04/01/2019 2FE...... 888020 13 8 ALLSTATE LIFE INS CO OF NY (HERNANDEZ)...... 06/07/2014 MBS PAYMENT...... 628 ...... 628 ...... 384 ...... 3 ...... 3 ...... 628 ...... 0 ...... 01/07/2029 1Z...... 88947E AP 5 TOLL BROS FINANCE CORP...... 06/13/2014 VARIOUS...... 1,031,195 ...... 1,000,000 ...... 999,950 ...... 999,950 ...... 0 ...... 999,950 ...... 31,245 ...... 31,245 ...... 21,944 12/31/2018 3FE...... 889560 05 8 METRO LIFE INSUR AND ANNUITY CO (RICE)...... 06/18/2014 MBS PAYMENT...... 600 ...... 600 ...... 208 ...... 594 ...... 6 ...... 6 ...... 600 ...... 0 ...... 09/18/2040 1Z...... 893574 AB 9 TRANSCONT GAS PIPE LINE...... 06/25/2014 MILETUS TRADING LLC...... 169,107 ...... 150,000 ...... 149,052 ...... 149,182 ...... 48 ...... 48 ...... 149,230 ...... 19,877 ...... 19,877 ...... 6,998 08/15/2041 2FE...... KGS ALPHA CAPITAL 893574 AF 0 TRANSCONT GAS PIPE CORP...... 06/25/2014 MARKETS ...... 197,966 ...... 200,000 ...... 201,297 ...... 201,291 ...... (2) ...... (2) ...... 201,289 ...... (3,323) ...... (3,323) ...... 8,035 08/01/2042 2FE...... 89361# AA 0 TRANSAMERICA LIFE INSURANCE (WOJAHN)...... 06/15/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 929 ...... 1,476 ...... 24 ...... 24 ...... 1,500 ...... 0 ...... 08/15/2021 1...... 89361# AC 6 TRANSAMERICA LIFE INSURANCE (WOJAHN)...... 06/15/2014 MBS PAYMENT...... 900 ...... 900 ...... 461 ...... 890 ...... 10 ...... 10 ...... 900 ...... 0 ...... 08/15/2026 1...... 89361# AG 7 TRANSAMERICA OCCIDENTAL LIFE (FRANCO)...... 06/07/2014 MBS PAYMENT...... 750 ...... 750 ...... 303 ...... 744 ...... 6 ...... 6 ...... 750 ...... 0 ...... 03/07/2028 1...... 89361# AH 5 TRANSAMERICA OCCIDENTAL LIFE (CONRADO) ..... 06/03/2014 MBS PAYMENT...... 1,236 ...... 1,236 ...... 434 ...... 1,229 ...... 7 ...... 7 ...... 1,236 ...... 0 ...... 08/03/2032 1...... 89361# AJ 1 TRANSAMERICA LIFE INSURANCE (WOJAHN)...... 06/15/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 1,490 ...... 2,970 ...... 30 ...... 30 ...... 3,000 ...... 0 ...... 08/15/2026 1...... 89361# AK 8 TRANSAMERICA LIFE INSURANCE (MONTALVO)...... 06/10/2014 MBS PAYMENT...... 2,627 ...... 2,627 ...... 1,374 ...... 2,601 ...... 25 ...... 25 ...... 2,627 ...... 0 ...... 01/10/2031 1...... 89361# AM 4 TRANSAMERICA OCCIDENTAL LIFE (MONTALVO) ..... 06/10/2014 MBS PAYMENT...... 1,050 ...... 1,050 ...... 608 ...... 1,039 ...... 11 ...... 11 ...... 1,050 ...... 0 ...... 01/10/2028 1...... 89361# AP 7 TRANSAMERICA OCC LIFE INS. CO.(SULLIVAN)...... 06/13/2014 MBS PAYMENT...... 3,597 ...... 3,597 ...... 2,572 ...... 17 ...... 17 ...... 3,597 ...... 0 ...... 01/13/2022 1...... 89361# AQ 5 TRANSAMERICA OCC LIFE INS CO (CAMPBELL)...... 06/05/2014 MBS PAYMENT...... 1,796 ...... 1,796 ...... 1,462 ...... 7 ...... 7 ...... 1,796 ...... 0 ...... 07/05/2018 1...... 89361# AR 3 TRANS AM OCCID LIFE INS CO (MONTALVO)...... 06/10/2014 MBS PAYMENT...... 618 ...... 618 ...... 309 ...... 2 ...... 2 ...... 618 ...... 0 ...... 01/10/2030 1...... 89361# AV 4 TRANSAMERICA OCC LIFE INS CO (GUILLORY)...... 06/19/2014 MBS PAYMENT...... 2,250 ...... 2,250 ...... 1,569 ...... 12 ...... 12 ...... 2,250 ...... 0 ...... 12/19/2023 1...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 89361# AW 2 TRANSAM OCCID LIFE INS CO (MONTALVO)...... 06/10/2014 MBS PAYMENT...... 900 ...... 900 ...... 460 ...... 3 ...... 3 ...... 900 ...... 0 ...... 01/10/2030 1...... 89421H AG 1 TRAVELPORT LLC...... 06/30/2014 VARIOUS...... 5,051 ...... 5,051 ...... 5,009 ...... 5,058 ...... (7) ...... (7) ...... 5,051 ...... 0 ...... 237 06/26/2019 4FE...... 896770 05 4 SYMETRA LIFE INSURANCE COMPANY (STRUHS) ..... 06/02/2014 MBS PAYMENT...... 3,600 ...... 3,600 ...... 2,047 ...... 3,580 ...... 20 ...... 20 ...... 3,600 ...... 0 ...... 11/02/2030 1Z...... 896770 07 0 SYMETRA LIFE INSURANCE COMPANY (JAMES)...... 06/23/2014 MBS PAYMENT...... 1,811 ...... 1,811 ...... 961 ...... 1,787 ...... 24 ...... 24 ...... 1,811 ...... 0 ...... 02/23/2033 1Z...... SYMETRA LIFE INSURANCE COMPANY 896770 08 8 (GUZMAN) ..... 05/30/2014 MBS PAYMENT...... 10,000 ...... 10,000 ...... 4,823 ...... 9,911 ...... 89 ...... 89 ...... 10,000 ...... 0 ...... 05/30/2029 1Z...... 896770 09 6 SYMETRA LIFE INSURANCE COMPANY (CERAS)...... 06/21/2014 MBS PAYMENT...... 1,755 ...... 1,755 ...... 1,418 ...... 1,720 ...... 35 ...... 35 ...... 1,755 ...... 0 ...... 10/21/2019 1Z...... 896770 25 2 SYMETRA LIFE INSURANCE COMPANY (CLARK)...... 06/15/2014 MBS PAYMENT...... 6,771 ...... 6,771 ...... 5,978 ...... 98 ...... 98 ...... 6,771 ...... 0 ...... 07/15/2017 1Z...... SYMETRA LIFE INSURANCE COMPANY 896770 28 6 (KOPANUK) ..... 06/15/2014 MBS PAYMENT...... 3,000 ...... 3,000 ...... 2,643 ...... 25 ...... 25 ...... 3,000 ...... 0 ...... 12/15/2017 1Z...... 896770 29 4 SYMETRA LIFE INSURANCE CO (GALLARDO)...... 06/15/2014 MBS PAYMENT...... 5,850 ...... 5,850 ...... 3,973 ...... 31 ...... 31 ...... 5,850 ...... 0 ...... 04/15/2027 1Z...... SYMETRA LIFE INSURANCE COMPANY 896770 32 8 (FRANCO) ..... 06/07/2014 MBS PAYMENT...... 300 ...... 300 ...... 130 ...... 1 ...... 1 ...... 300 ...... 0 ...... 03/07/2034 1Z......

Q SYMETRA ASSIGNED BENEFITS SVCS 896770 37 7 (SANCHEZ) ..... 06/01/2014 MBS PAYMENT...... 1,478 ...... 1,478 ...... 1,101 ...... 0 ...... 1,478 ...... 0 ...... 02/01/2025 1...... E

0 900330 01 0 AVIVA LIFE AND ANNUITY CO OF NY (DIOUF)...... 06/13/2014 MBS PAYMENT...... 1,586 ...... 1,586 ...... 741 ...... 1,564 ...... 22 ...... 22 ...... 1,586 ...... 0 ...... 11/13/2032 2Z...... 5

. WELLS FARGO SECURITIES 4 90265E AH 3 UDR INC...... 05/13/2014 LLC ...... 2,076,900 ...... 2,000,000 ...... 1,999,620 ...... 1,999,637 ...... 22 ...... 22 ...... 1,999,660 ...... 77,240 ...... 77,240 ...... 47,278 10/01/2020 2FE...... 2 90269G AN 1 UBSCM 2012-C1 D...... 04/10/2014 BREAN CAPITAL, LLC...... 9,904,688 ...... 10,000,000 ...... 10,403,125 ...... 10,370,961 ...... (12,111) ...... (12,111) ...... 10,358,849 ...... (454,162) ...(454,162) .....207,566 05/10/2045 1FM..... 90269G AQ 4 UBSCM 2012-C1 E...... 05/01/2014 VARIOUS...... 28,562,188 ...... 33,236,000 ...... 28,122,207 ...... 9,616,978 ...... 41,856 ...... 41,856 ...... 28,288,597 ...... 273,591 .....273,591 .....212,098 05/10/2045 1FM..... 902917 AH 6 WASTE MANAGEMENT INC...... 04/21/2014 PIERPONT SECURITIES LLC...... 1,024,824 ...... 800,000 ...... 1,005,648 ...... (2,325) ...... (2,325) ...... 1,003,323 ...... 21,501 ...... 21,501 ...... 15,244 07/15/2028 2FE...... 903280 AD 7 USAA CAPITAL CORP...... 06/23/2014 MORGAN STANLEY...... 501,320 ...... 500,000 ...... 499,975 ...... 1 ...... 1 ...... 499,976 ...... 1,344 ...... 1,344 ...... 1,299 06/03/2019 1FE...... 90331@ AE 9 USAA LIFE INSURANCE COMPANY (GOODMAN)...... 06/28/2014 MBS PAYMENT...... 794 ...... 794 ...... 653 ...... 7 ...... 7 ...... 794 ...... 0 ...... 11/28/2018 1...... 903436 AA 1 US AIRWAYS 2011-1A PTT...... 06/30/2014 VARIOUS...... 1,254,939 ...... 1,096,134 ...... 1,208,555 ...... 291,255 ...... (3,571) ...... (3,571) ...... 1,190,667 ...... 64,272 ...... 64,272 ...... 43,887 10/22/2023 2FE...... 90345K AA 8 US AIRWAYS 2010-1A PTT...... 06/13/2014 VARIOUS...... 628,143 ...... 553,479 ...... 531,884 ...... 532,179 ...... 1,070 ...... 1,070 ...... 533,249 ...... 94,893 ...... 94,893 ...... 22,470 04/22/2023 2FE...... 90345W AD 6 US AIRWAYS 2012-2A PTT...... 06/03/2014 SINK...... 406,589 ...... 406,589 ...... 391,850 ...... 406,218 ...... 370 ...... 370 ...... 406,589 ...... 0 ...... 9,402 06/03/2025 1FE...... 907818 DT 2 UNION PACIFIC CORP...... 06/25/2014 MILETUS TRADING LLC...... 54,598 ...... 50,000 ...... 49,516 ...... 3 ...... 3 ...... 49,520 ...... 5,078 ...... 5,078 ...... 2,042 02/01/2044 1FE...... 907818 DW 5 UNION PACIFIC CORP...... 06/25/2014 MILETUS TRADING LLC...... 81,214 ...... 80,000 ...... 79,895 ...... 10 ...... 10 ...... 79,905 ...... 1,309 ...... 1,309 ...... 830 02/15/2019 1FE...... 907825 AA 1 UNION PACIFIC RR 2014-1...... 06/13/2014 BARCLAYS AMERICAN...... 1,497,480 ...... 1,500,000 ...... 1,500,000 ...... 0 ...... 1,500,000 ...... (2,520) ...... (2,520) ...... 3,765 05/14/2026 1FE...... 90783S AA 0 UNP RR CO 2003 PASS TRST...... 06/13/2014 FIRST TENNESSEE...... 237,842 ...... 218,298 ...... 226,347 ...... 227,295 ...... (1,018) ...... (1,018) ...... 226,277 ...... 11,565 ...... 11,565 ...... 9,857 01/02/2024 1FE...... 909287 AA 2 UAL 2007 PASS TRUST...... 06/13/2014 CITI...... 949,083 ...... 861,823 ...... 855,358 ...... 855,397 ...... 133 ...... 133 ...... 855,530 ...... 93,553 ...... 93,553 ...... 54,967 07/02/2022 3FE...... 909317 AF 6 UAL 1995 PASS TRUST...... 04/01/2014 MBS PAYMENT...... 72 ...... 72 ...... 82 ...... 34 ...... 0 ...... 34 ...... 37 ...... 37 ...... 1 04/19/2015 6...... 91115* AA 9 UNITED OF OMAHA LIFE INSURANCE (WRIGHT)...... 06/26/2014 MBS PAYMENT...... 10,900 ...... 10,900 ...... 8,251 ...... 10,648 ...... 252 ...... 252 ...... 10,900 ...... 0 ...... 07/01/2016 1...... 912137 A@ 5 AMERICAN INTL LIFE ASSUR CO NY (BARR)...... 06/27/2014 MBS PAYMENT...... 1,500 ...... 1,500 ...... 902 ...... 1,475 ...... 25 ...... 25 ...... 1,500 ...... 0 ...... 12/27/2030 1...... 91324P BC 5 UNITEDHEALTH GROUP INC...... 06/23/2014 BANK AMERICA...... 22,781 ...... 20,000 ...... 19,874 ...... 19,995 ...... 5 ...... 5 ...... 20,000 ...... 2,781 ...... 2,781 ...... 737 11/15/2017 1FE...... WELLS FARGO SECURITIES 91324P BJ 0 UNITEDHEALTH GROUP INC...... 06/23/2014 LLC ...... 57,543 ...... 50,000 ...... 61,918 ...... 58,994 ...... (1,031) ...... (1,031) ...... 57,962 ...... (419) ...... (419) ...... 2,592 02/15/2018 1FE...... 91324P BK 7 UNITEDHEALTH GROUP INC...... 06/23/2014 MILETUS TRADING LLC...... 159,736 ...... 120,000 ...... 131,573 ...... 131,246 ...... (55) ...... (55) ...... 131,191 ...... 28,545 ...... 28,545 ...... 7,127 02/15/2038 1FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 91324P BZ 4 UNITEDHEALTH GROUP INC...... 06/23/2014 UBS SECURITIES...... 173,412 ...... 180,000 ...... 179,716 ...... 179,752 ...... 25 ...... 25 ...... 179,777 ...... (6,365) ...... (6,365) ...... 4,276 02/15/2023 1FE...... 91827A AB 3 VOLT 2014-NPL1 A2...... 05/25/2014 MBS PAYMENT...... 294 ...... 294 ...... 286 ...... 1 ...... 1 ...... 294 ...... 0 ...... 3 10/25/2053 1...... 91827B AB 1 VOLT 2014-NPL2 A2...... 05/25/2014 MBS PAYMENT...... 3,420 ...... 3,420 ...... 3,333 ...... 9 ...... 9 ...... 3,420 ...... 0 ...... 31 11/25/2053 1...... 91913Y AK 6 VALERO ENERGY CORP...... 04/01/2014 MATURITY...... 850,000 ...... 850,000 ...... 789,285 ...... 847,998 ...... 2,002 ...... 2,002 ...... 850,000 ...... 0 ...... 20,188 04/01/2014 2FE...... 92343E AF 9 VERISIGN INC...... 05/02/2014 VARIOUS...... 172,575 ...... 180,000 ...... 180,234 ...... 180,228 ...... (7) ...... (7) ...... 180,221 ...... (7,646) ...... (7,646) ...... 4,049 05/01/2023 3FE...... 92343V AU 8 VERIZON COMMUNICATIONS...... 06/25/2014 J.P. MORGAN...... 228,626 ...... 170,000 ...... 197,562 ...... 196,635 ...... (153) ...... (153) ...... 196,481 ...... 32,145 ...... 32,145 ...... 9,198 04/01/2039 2FE...... 92343V AW 4 VERIZON COMMUNICATIONS...... 06/25/2014 BNP PARIBAS - LONDON...... 318,784 ...... 270,000 ...... 326,843 ...... 326,047 ...... (442) ...... (442) ...... 325,605 ...... (6,821) ...... (6,821) ...... 11,925 04/01/2041 2FE...... WELLS FARGO SECURITIES 92343V BN 3 VERIZON COMMUNICATIONS...... 06/25/2014 LLC ...... 185,693 ...... 180,000 ...... 179,861 ...... 179,874 ...... 22 ...... 22 ...... 179,896 ...... 5,797 ...... 5,797 ...... 3,475 09/15/2016 2FE...... 92343V BP 8 VERIZON COMMUNICATIONS...... 06/25/2014 GOLDMAN SACHS...... 181,535 ...... 170,000 ...... 169,993 ...... 169,993 ...... 0 ...... 169,994 ...... 11,541 ...... 11,541 ...... 4,792 09/14/2018 2FE...... 92343V BR 4 VERIZON COMMUNICATIONS...... 06/03/2014 MORGAN STANLEY...... 580,674 ...... 520,000 ...... 518,315 ...... 518,354 ...... 57 ...... 57 ...... 518,411 ...... 62,263 ...... 62,263 ...... 18,975 09/15/2023 2FE...... 92343V BS 2 VERIZON COMMUNICATIONS...... 06/25/2014 BNP PARIBAS - LONDON...... 330,213 ...... 270,000 ...... 269,730 ...... 269,731 ...... 3 ...... 3 ...... 269,733 ...... 60,479 ...... 60,479 ...... 13,344 09/15/2033 2FE......

Q 92343V BT 0 VERIZON COMMUNICATIONS...... 06/25/2014 VARIOUS...... 1,026,416 ...... 820,000 ...... 926,543 ...... 219,743 ...... (560) ...... (560) ...... 925,982 ...... 100,434 .....100,434 ...... 39,991 09/15/2043 2FE...... E 92343V BY 9 VERIZON COMMUNICATIONS...... 06/25/2014 MORGAN STANLEY...... 104,404 ...... 100,000 ...... 99,838 ...... 4 ...... 4 ...... 99,842 ...... 4,562 ...... 4,562 ...... 1,141 03/15/2024 2FE...... 0

5 92343V CC 6 VERIZON COMMUNICATIONS...... 06/25/2014 VARIOUS...... 41,374 ...... 40,000 ...... 40,268 ...... (9) ...... (9) ...... 40,258 ...... 1,116 ...... 1,116 ...... 380 03/15/2021 2FE...... 4 WELLS FARGO SECURITIES 3 92553P AK 8 VIACOM INC...... 06/25/2014 LLC ...... 90,375 ...... 90,000 ...... 89,810 ...... 89,928 ...... 31 ...... 31 ...... 89,959 ...... 416 ...... 416 ...... 934 02/27/2015 2FE...... 92930R AK 8 WFRBS 2012-C9 E...... 05/07/2014 BANK AMERICA...... 3,039,531 ...... 3,500,000 ...... 2,878,750 ...... 2,919,251 ...... 16,285 ...... 16,285 ...... 2,935,536 ...... 103,995 .....103,995 ...... 75,818 11/15/2045 1FM..... 92936J AN 4 WFRBS 2011-C5 E...... 04/09/2014 BREAN CAPITAL, LLC...... 7,312,813 ...... 7,000,000 ...... 7,222,031 ...... (39,352) ...... (39,352) ...... 7,182,679 ...... 130,133 .....130,133 .....113,967 11/15/2044 2FE...... 92938E BR 3 WFRBS 2013-C16 D...... 06/02/2014 WELLS FARGO FINANCIAL US...... 4,828,906 ...... 5,000,000 ...... 4,735,938 ...... 4,655 ...... 4,655 ...... 4,740,593 ...... 88,313 ...... 88,313 ...... 66,460 09/15/2046 1AM..... 92938V AA 3 WFRBS 2014-C19 D...... 05/15/2014 BREAN CAPITAL, LLC...... 4,436,719 ...... 5,000,000 ...... 4,334,375 ...... 3,493 ...... 3,493 ...... 4,337,868 ...... 98,851 ...... 98,851 ...... 28,815 03/15/2047 1...... 92938V AU 9 WFRBS 2014-C19 C...... 05/14/2014 BREAN CAPITAL, LLC...... 7,208,359 ...... 7,000,000 ...... 7,172,813 ...... 0 ...... 7,172,813 ...... 35,547 ...... 35,547 ...... 16,261 03/15/2047 1FE...... 92978P AE 9 WBCMT 2006-C29 A4...... 06/01/2014 MBS PAYMENT...... 838 ...... 838 ...... 890 ...... 841 ...... (3) ...... (3) ...... 838 ...... 0 ...... 15 11/15/2048 1FM..... BNY MELLON CAPITAL 931142 CK 7 WAL-MART STORES INC...... 04/11/2014 MARKETS ...... 1,309,200 ...... 1,000,000 ...... 1,276,980 ...... (1,331) ...... (1,331) ...... 1,275,649 ...... 33,551 ...... 33,551 ...... 43,514 08/15/2037 1FE...... 931142 DB 6 WAL-MART STORES INC...... 06/25/2014 MILETUS TRADING LLC...... 216,970 ...... 180,000 ...... 190,217 ...... 190,050 ...... (33) ...... (33) ...... 190,017 ...... 26,954 ...... 26,954 ...... 7,059 04/15/2041 1FE...... 931142 DJ 9 WAL-MART STORES INC...... 06/25/2014 BANK AMERICA...... 161,549 ...... 160,000 ...... 159,696 ...... 159,711 ...... 30 ...... 30 ...... 159,741 ...... 1,808 ...... 1,808 ...... 2,288 12/15/2018 1FE...... 933634 AJ 6 WAMU 2007-HY3 4A1...... 06/01/2014 MBS PAYMENT...... 199,308 ...... 199,308 ...... 145,220 ...... 196,773 ...... 2,535 ...... 2,535 ...... 199,308 ...... 0 ...... 2,117 10/01/2046 1FM..... 93363E AA 3 WAMU 2006-AR10 1A1...... 06/01/2014 MBS PAYMENT...... 162,824 ...... 177,256 ...... 127,624 ...... 162,611 ...... 213 ...... 213 ...... 162,824 ...... 0 ...... 1,742 04/25/2051 1FM..... 93363X AC 7 WMHE 2007-HE4 2A2...... 06/25/2014 MBS PAYMENT...... 96,298 ...... 96,298 ...... 59,223 ...... 286 ...... 286 ...... 96,298 ...... 0 ...... 33 07/25/2047 2...... 93364F AA 9 WAMU 2007-HY7 1A1...... 06/01/2014 MBS PAYMENT...... 95,197 ...... 100,367 ...... 69,238 ...... 96,230 ...... (1,034) ...... (1,034) ...... 95,197 ...... 0 ...... 1,140 04/01/2050 1FM..... 939336 2J 1 WMALT 2005-1 1A6...... 06/01/2014 MBS PAYMENT...... 37,328 ...... 37,328 ...... 24,136 ...... 24,130 ...... 6 ...... 6 ...... 24,136 ...... 13,192 ...... 13,192 ...... 885 03/25/2035 3FM..... 939336 ZD 8 WAMMS 2003-MS6 2A...... 06/01/2014 MBS PAYMENT...... 8,462 ...... 8,462 ...... 8,589 ...... 8,510 ...... (49) ...... (49) ...... 8,462 ...... 0 ...... 177 03/25/2033 1FM..... 93934F AD 4 WMALT 2005-5 CB4...... 06/01/2014 MBS PAYMENT...... 91,329 ...... 91,329 ...... 89,730 ...... (39) ...... (39) ...... 91,329 ...... 0 ...... 419 07/25/2035 1...... 93934F NT 5 WMALT 2006-3 4CB...... 06/01/2014 MBS PAYMENT...... 8,963 ...... 19,031 ...... 13,274 ...... (53) ...... (53) ...... 8,963 ...... 0 ...... 98 01/01/2037 2...... 93934N AJ 4 WMALT 2006-5 1A9...... 06/01/2014 MBS PAYMENT...... 46,443 ...... 87,132 ...... 60,992 ...... 58,657 ...... 0 ...... 58,657 ...... (12,215) .....(12,215) ...... 2,261 05/01/2050 1FM..... 93936F AA 8 WMALT 2007-OC1 A1...... 06/25/2014 MBS PAYMENT...... 40,456 ...... 54,333 ...... 16,843 ...... 38,890 ...... 1,566 ...... 1,566 ...... 40,456 ...... 0 ...... 96 01/25/2051 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 93936N AA 1 WMALT 2007-4 1A1...... 06/01/2014 MBS PAYMENT...... 177,420 ...... 215,274 ...... 172,488 ...... 174,470 ...... 2,950 ...... 2,950 ...... 177,420 ...... 0 ...... 4,402 06/25/2037 1FM..... 93936P AF 5 WMALT 2007-5 A6...... 06/01/2014 MBS PAYMENT...... 1,121 ...... 6,588 ...... 4,178 ...... 1,126 ...... (5) ...... (5) ...... 1,121 ...... 0 ...... 155 09/01/2041 1FM..... RBC CAPITAL MARKETS 94106L AG 4 WASTE MANAGEMENT INC...... 06/25/2014 SECURITIES - US ...... 79,780 ...... 60,000 ...... 61,301 ...... 61,173 ...... (4) ...... (4) ...... 61,169 ...... 18,610 ...... 18,610 ...... 2,716 05/15/2029 2FE...... 94106L AN 9 WASTE MANAGEMENT INC...... 06/25/2014 MILETUS TRADING LLC...... 311,232 ...... 220,000 ...... 278,313 ...... 269,260 ...... (649) ...... (649) ...... 268,612 ...... 42,620 ...... 42,620 ...... 10,467 05/15/2032 2FE...... 94106L AZ 2 WASTE MANAGEMENT INC...... 06/25/2014 VARIOUS...... 1,071,253 ...... 1,070,000 ...... 1,067,304 ...... 15 ...... 15 ...... 1,067,319 ...... 3,934 ...... 3,934 ...... 2,368 05/15/2024 2FE...... 94973V AM 9 WELLPOINT INC...... 06/23/2014 MILETUS TRADING LLC...... 315,412 ...... 280,000 ...... 314,499 ...... 300,350 ...... (2,670) ...... (2,670) ...... 297,679 ...... 17,732 ...... 17,732 ...... 8,728 06/15/2017 2FE...... 949746 QU 8 WELLS FARGO & COMPANY...... 06/23/2014 MILETUS TRADING LLC...... 253,363 ...... 240,000 ...... 243,382 ...... 241,768 ...... (315) ...... (315) ...... 241,453 ...... 11,910 ...... 11,910 ...... 6,886 06/15/2016 1FE...... 949746 RE 3 WELLS FARGO & COMPANY...... 06/26/2014 VARIOUS...... 687,216 ...... 650,000 ...... 656,243 ...... (112) ...... (112) ...... 656,131 ...... 31,084 ...... 31,084 ...... 17,049 01/16/2024 1FE...... 949746 RF 0 WELLS FARGO & COMPANY...... 06/23/2014 BANK AMERICA...... 337,959 ...... 300,000 ...... 305,930 ...... 0 ...... 305,930 ...... 32,029 ...... 32,029 ...... 9,811 01/15/2044 1FE...... 94974B EZ 9 WELLS FARGO & COMPANY...... 06/23/2014 DEUTSCHE BANK...... 571,758 ...... 550,000 ...... 548,592 ...... 549,222 ...... 165 ...... 165 ...... 549,387 ...... 22,371 ...... 22,371 ...... 7,660 12/15/2016 1FE...... WELLS FARGO SECURITIES

Q 94974B FG 0 WELLS FARGO & COMPANY...... 06/23/2014 LLC ...... 79,612 ...... 80,000 ...... 79,856 ...... 79,885 ...... 15 ...... 15 ...... 79,901 ...... (289) ...... (289) ...... 1,133 01/16/2018 1FE......

E 94974B FJ 4 WELLS FARGO & COMPANY...... 06/23/2014 BANK AMERICA...... 89,327 ...... 90,000 ...... 86,778 ...... 86,934 ...... 138 ...... 138 ...... 87,071 ...... 2,255 ...... 2,255 ...... 2,700 02/13/2023 1FE...... 0 94974B FN 5 WELLS FARGO & COMPANY...... 06/23/2014 CREDIT SUISSE...... 227,702 ...... 220,000 ...... 219,250 ...... 219,273 ...... 30 ...... 30 ...... 219,303 ...... 8,399 ...... 8,399 ...... 7,840 08/15/2023 1FE...... 5 .

4 94974B FP 0 WELLS FARGO & COMPANY...... 06/23/2014 BANK AMERICA...... 327,486 ...... 300,000 ...... 299,112 ...... 299,115 ...... 8 ...... 8 ...... 299,122 ...... 28,364 ...... 28,364 ...... 10,660 11/02/2043 1FE......

4 US BANCORP INVESTMENTS 94974B FY 1 WELLS FARGO & COMPANY...... 06/23/2014 INC ...... 504,745 ...... 500,000 ...... 499,485 ...... 2 ...... 2 ...... 499,487 ...... 5,258 ...... 5,258 ...... 1,310 06/03/2026 1FE...... 949773 AF 2 WFMBS 2007-6 A6...... 06/01/2014 MBS PAYMENT...... 159,419 ...... 175,799 ...... 167,668 ...... 161,428 ...... (2,008) ...... (2,008) ...... 159,419 ...... 0 ...... 4,008 08/25/2040 3FM..... 94979Y AP 0 WFMBS 2003-O 1A11...... 06/01/2014 MBS PAYMENT...... 21,362 ...... 21,362 ...... 20,000 ...... 21,273 ...... 89 ...... 89 ...... 21,362 ...... 0 ...... 222 01/25/2034 1FM..... 949812 AA 9 WFMBS 2004-I 1A1...... 06/01/2014 MBS PAYMENT...... 17,234 ...... 17,234 ...... 16,867 ...... 16,867 ...... 0 ...... 16,867 ...... 368 ...... 368 ...... 161 07/25/2034 1FM..... 94981Q AD 0 WFMBS 2005-AR16 2A1...... 06/01/2014 MBS PAYMENT...... 48,362 ...... 48,362 ...... 32,645 ...... 47,699 ...... 664 ...... 664 ...... 48,362 ...... 0 ...... 518 05/01/2034 1FM..... 94981S AE 4 WFMBS 2005-16 A2...... 06/01/2014 MBS PAYMENT...... 51,576 ...... 51,576 ...... 41,260 ...... 50,852 ...... 724 ...... 724 ...... 51,576 ...... 0 ...... 1,067 01/25/2036 1FM..... 94982A AK 8 WFMBS 2004-Y 3A3...... 06/01/2014 MBS PAYMENT...... 254,552 ...... 254,552 ...... 242,461 ...... 253,892 ...... 660 ...... 660 ...... 254,552 ...... 0 ...... 2,719 11/25/2034 1FM..... 949837 AE 8 WFMBS 2007-10 1A5...... 06/01/2014 MBS PAYMENT...... 175,224 ...... 175,224 ...... 158,797 ...... 175,113 ...... 111 ...... 111 ...... 175,224 ...... 0 ...... 4,329 07/25/2037 1FM..... 949837 AT 5 WFMBS 2007-10 1A18...... 06/01/2014 MBS PAYMENT...... 263,727 ...... 263,727 ...... 255,980 ...... 264,497 ...... (770) ...... (770) ...... 263,727 ...... 0 ...... 6,515 07/25/2037 3FM..... 949837 CF 3 WFMBS 2007-10 2A12...... 06/01/2014 MBS PAYMENT...... 67,203 ...... 71,011 ...... 49,708 ...... 66,319 ...... 884 ...... 884 ...... 67,203 ...... 0 ...... 1,994 07/25/2037 1FM..... 94983B AT 6 WFMBS 2006-4 2A2...... 06/01/2014 MBS PAYMENT...... 117,391 ...... 117,391 ...... 89,217 ...... 114,821 ...... 2,570 ...... 2,570 ...... 117,391 ...... 0 ...... 2,411 04/25/2036 1FM..... 94983B AU 3 WFMBS 2006-4 2A3...... 06/01/2014 MBS PAYMENT...... 2,891 ...... 20,637 ...... 4,282 ...... 1,695 ...... 1,197 ...... 1,197 ...... 2,891 ...... 0 ...... 451 04/25/2036 1FM..... 94983H AA 4 WFMBS 2005-11 1A1...... 06/01/2014 MBS PAYMENT...... 172,962 ...... 172,962 ...... 175,494 ...... 175,494 ...... 0 ...... 175,494 ...... (2,533) ...... (2,533) ...... 3,835 11/25/2035 2FM..... 94983L BB 2 WFMBS 2006-2 3A1...... 06/01/2014 MBS PAYMENT...... 725,200 ...... 725,200 ...... 714,544 ...... 714,544 ...... 0 ...... 714,544 ...... 10,657 ...... 10,657 ...... 17,111 03/25/2036 2FM..... 94983S AL 6 WFMBS 2006-8 A9...... 06/01/2014 MBS PAYMENT...... 117,373 ...... 121,456 ...... 122,670 ...... (96) ...... (96) ...... 117,373 ...... 0 ...... 607 07/25/2036 1...... 94983T AM 2 WFMBS 2006-AR6 6A2...... 06/01/2014 MBS PAYMENT...... 18,723 ...... 18,723 ...... 13,106 ...... 0 ...... 18,723 ...... 0 ...... 03/25/2036 2...... 94984C AF 3 WFMBS 2006-AR11 A6...... 06/01/2014 MBS PAYMENT...... 120,893 ...... 120,893 ...... 104,875 ...... 119,443 ...... 1,450 ...... 1,450 ...... 120,893 ...... 0 ...... 1,375 08/25/2036 1FM..... 94984F AC 3 WFMBS 2006-11 A3...... 06/01/2014 MBS PAYMENT...... 255,009 ...... 270,605 ...... 246,589 ...... 256,317 ...... (1,308) ...... (1,308) ...... 255,009 ...... 0 ...... 7,000 10/01/2038 1FM..... 94984R AA 1 WFMBS 2006-15 A1...... 06/01/2014 MBS PAYMENT...... 153,569 ...... 166,823 ...... 153,998 ...... 155,059 ...... (1,490) ...... (1,490) ...... 153,569 ...... 0 ...... 4,001 12/01/2039 1FM..... 94984T AG 4 WFALT 2007-PA1 A7...... 06/01/2014 MBS PAYMENT...... 182,020 ...... 223,831 ...... 163,397 ...... 182,966 ...... (946) ...... (946) ...... 182,020 ...... 0 ...... 5,500 04/25/2040 1FM..... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 94984T AH 2 WFALT 2007-PA1 A8...... 06/25/2014 MBS PAYMENT...... 118,424 ...... 145,626 ...... 62,801 ...... 115,044 ...... 3,379 ...... 3,379 ...... 118,424 ...... 0 ...... 416 04/25/2040 1FM..... 94984X AA 8 WFMBS 2007-2 1A1...... 06/01/2014 MBS PAYMENT...... 264,099 ...... 282,509 ...... 252,846 ...... 265,844 ...... (1,746) ...... (1,746) ...... 264,099 ...... 0 ...... 6,445 12/01/2037 1FM..... 94984X AN 0 WFMBS 2007-2 1A13...... 06/01/2014 MBS PAYMENT...... 602,964 ...... 644,998 ...... 595,010 ...... 609,311 ...... (6,347) ...... (6,347) ...... 602,964 ...... 0 ...... 14,716 04/25/2042 1FM..... 94985F AA 6 WFALT 2007-PA2 1A1...... 06/01/2014 MBS PAYMENT...... 258,569 ...... 298,068 ...... 245,084 ...... 258,638 ...... (69) ...... (69) ...... 258,569 ...... 0 ...... 7,313 06/25/2037 1FM..... 94985G AH 9 WFALT 2007-PA3 3A1...... 06/01/2014 MBS PAYMENT...... 301,978 ...... 398,633 ...... 347,807 ...... 307,087 ...... (5,109) ...... (5,109) ...... 301,978 ...... 0 ...... 10,063 07/25/2037 4FM..... 94985J AK 6 WFMBS 2007-7 A10...... 06/01/2014 MBS PAYMENT...... 279,014 ...... 301,567 ...... 261,044 ...... 278,351 ...... 663 ...... 663 ...... 279,014 ...... 0 ...... 7,551 03/01/2038 1FM..... 94985J BM 1 WFMBS 2007-7 A36...... 06/01/2014 MBS PAYMENT...... 369,417 ...... 374,633 ...... 359,435 ...... 370,840 ...... (1,423) ...... (1,423) ...... 369,417 ...... 0 ...... 9,421 08/25/2037 2FM..... 94985J CA 6 WFMBS 2007-7 A49...... 06/01/2014 MBS PAYMENT...... 402,743 ...... 435,296 ...... 389,590 ...... 402,607 ...... 136 ...... 136 ...... 402,743 ...... 0 ...... 10,899 03/01/2038 1FM..... 94985R AQ 5 WFMBS 2007-4 A15...... 06/01/2014 MBS PAYMENT...... 567,953 ...... 625,630 ...... 562,552 ...... 562,552 ...... 0 ...... 562,552 ...... 5,401 ...... 5,401 ...... 15,148 09/01/2038 1FM..... 94985T AK 4 WFMBS 2007-3 1A10...... 06/01/2014 MBS PAYMENT...... 451,084 ...... 490,550 ...... 457,543 ...... 221,754 ...... (2,563) ...... (2,563) ...... 451,084 ...... 0 ...... 9,760 06/01/2038 2FM..... 94985W DT 5 WFMBS 2007-11 A90...... 06/01/2014 MBS PAYMENT...... 3,543 ...... 3,543 ...... 3,207 ...... 3,525 ...... 18 ...... 18 ...... 3,543 ...... 0 ...... 86 04/01/2041 1FM..... 94986A AB 4 WFMBS 2007-8 1A2...... 06/01/2014 MBS PAYMENT...... 260,502 ...... 291,794 ...... 264,438 ...... 261,558 ...... (1,056) ...... (1,056) ...... 260,502 ...... 0 ...... 7,485 07/25/2037 1FM..... Q 94986A AX 6 WFMBS 2007-8 1A22...... 06/01/2014 MBS PAYMENT...... 450,018 ...... 504,074 ...... 478,856 ...... 478,856 ...... 0 ...... 478,856 ...... (28,839) .....(28,839) ...... 12,936 07/25/2037 3FM..... E

0 94988H AA 9 WFCM 2012-LC5 A1...... 06/01/2014 MBS PAYMENT...... 35,083 ...... 35,083 ...... 35,083 ...... 35,085 ...... (2) ...... (2) ...... 35,083 ...... 0 ...... 80 10/15/2045 1FM..... 5 94988H AP 6 WFCM 2012-LC5 D...... 04/15/2014 BREAN CAPITAL, LLC...... 4,826,563 ...... 5,000,000 ...... 4,812,500 ...... 1,209 ...... 1,209 ...... 4,813,709 ...... 12,854 ...... 12,854 ...... 31,194 10/15/2045 1AM...... 4

5 94988Q AW 1 WFCM 2013-LC12 E...... 05/28/2014 VARIOUS...... 1,323,438 ...... 1,750,000 ...... 1,144,063 ...... 1,144,986 ...... 16,886 ...... 16,886 ...... 1,161,871 ...... 161,566 .....161,566 ...... 30,795 07/15/2046 1FM..... 949922 AA 6 WFALT 2007-PA5 1A1...... 06/01/2014 MBS PAYMENT...... 198,447 ...... 217,400 ...... 197,063 ...... 201,056 ...... (2,610) ...... (2,610) ...... 198,447 ...... 0 ...... 5,795 11/25/2037 1FM..... 96221Q AM 5 WFRBS 2013-C18 D...... 06/05/2014 VARIOUS...... 14,053,125 ...... 15,000,000 ...... 13,506,250 ...... 34,312 ...... 34,312 ...... 13,540,562 ...... 512,563 .....512,563 .....251,930 12/15/2046 1AM..... 969457 BG 4 WILLIAMS COS INC...... 06/17/2014 BNP PARIBAS - LONDON...... 293,004 ...... 240,000 ...... 286,585 ...... 276,594 ...... (1,767) ...... (1,767) ...... 274,827 ...... 18,177 ...... 18,177 ...... 15,173 09/01/2021 2FE...... 96950F AL 8 WILLIAMS PARTNERS LP...... 06/04/2014 VARIOUS...... 3,141,240 ...... 3,000,000 ...... 2,981,880 ...... 2,982,065 ...... 614 ...... 614 ...... 2,982,671 ...... 158,597 .....158,597 ...... 74,250 11/15/2023 2FE...... 970631 AA 5 WESTF 2012-A A...... 06/15/2014 MBS PAYMENT...... 117,704 ...... 117,704 ...... 117,704 ...... 117,704 ...... 0 ...... 117,704 ...... 0 ...... 2,699 09/15/2037 1FE...... 981811 AE 2 WORTHINGTON INDUSTRIES...... 06/13/2014 MURIEL SIEBERT...... 1,029,200 ...... 1,000,000 ...... 997,890 ...... 23 ...... 23 ...... 997,913 ...... 31,287 ...... 31,287 ...... 7,963 04/15/2026 2FE...... 982526 AV 7 WM WRIGLEY JR CO...... 06/25/2014 UBS SECURITIES...... 163,090 ...... 160,000 ...... 159,650 ...... 159,660 ...... 26 ...... 26 ...... 159,686 ...... 3,403 ...... 3,403 ...... 3,158 10/21/2019 2FE...... 984582 AA 4 YMLT 2007-1 A...... 04/25/2014 MBS PAYMENT...... 89,509 ...... 89,509 ...... 46,097 ...... 905 ...... 905 ...... 89,509 ...... 0 ...... 81 03/25/2049 1FM..... WELLS FARGO SECURITIES 98978V AB 9 ZOETIS INC...... 06/12/2014 LLC ...... 58,829 ...... 60,000 ...... 59,940 ...... 59,942 ...... 3 ...... 3 ...... 59,945 ...... (1,117) ...... (1,117) ...... 1,712 02/01/2023 2FE...... 98978V AH 6 ZOETIS INC...... 06/12/2014 J.P. MORGAN...... 81,518 ...... 80,000 ...... 79,427 ...... 79,432 ...... 6 ...... 6 ...... 79,438 ...... 2,080 ...... 2,080 ...... 3,300 02/01/2043 2FE...... ALORAP HM 1 ALORA PHARMACEUTICALS PRIV PLACE...... 04/30/2014 CALLED BY ISSUER at 100.000 ...... 68,738 ...... 68,738 ...... 68,738 ...... 0 ...... 68,738 ...... 0 ...... 1,157 09/13/2018 5...... BGH317 M3 3 EPICOR SOFTWARE...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 9,622 ...... 9,622 ...... 9,561 ...... 9,591 ...... 31 ...... 31 ...... 9,622 ...... 0 ...... 258 05/16/2018 4Z...... BGH318 6T 2 AWAS AVIATIONS HOLDINGS...... 06/11/2014 CALLED BY ISSUER at 100.000 ...... 42,271 ...... 42,271 ...... 42,271 ...... 42,271 ...... 0 ...... 42,271 ...... 0 ...... 748 06/10/2016 3Z...... BGH340 7U 2 AABS 2013-1 A:A...... 06/18/2014 CALLED BY ISSUER at 100.000 ...... 5,623 ...... 5,623 ...... 5,707 ...... (84) ...... (84) ...... 5,623 ...... 0 ...... 65 01/15/2038 1FE...... BGH38M 5T 5 RISE LTD-2013 BANK LOANS...... 06/18/2014 CALLED BY ISSUER at 100.000 ...... 23,438 ...... 23,438 ...... 23,613 ...... (176) ...... (176) ...... 23,438 ...... 0 ...... 284 02/12/2039 1FE...... BL0493 73 6 PARADIGM MANAGEMENT SERV...... 04/18/2014 VARIOUS...... 7,826 ...... 7,826 ...... 7,669 ...... 7,708 ...... 118 ...... 118 ...... 7,826 ...... 0 ...... 104 02/01/2017 6Z...... BL0779 03 5 TRANSTAR HOLDING CO...... 04/02/2014 PRIOR YEAR INCOME...... 0 ...... 0 ...... 640 10/02/2018 4FE...... DLRRES TR T DLR RESTAURANTS, LLC...... 04/30/2014 CALLED BY ISSUER at 100.000 ...... 9,479 ...... 9,479 ...... 9,479 ...... 0 ...... 9,479 ...... 0 ...... 126 04/18/2018 5...... HORIZO NF 1 HORIZON FOOD GROUP PRIV PLACE...... 06/30/2014 CALLED BY ISSUER at 100.000 ...... 5,157 ...... 5,157 ...... 5,157 ...... 5,157 ...... 0 ...... 5,157 ...... 0 ...... 258 12/24/2018 5Z...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) NCMGRO UP 1 NCM GROUP HOLDINGS, INC...... 04/28/2014 CALLED BY ISSUER at 100.000 ...... 4,962,837 ...... 4,962,837 ...... 4,962,837 ...... 0 ...... 4,962,837 ...... 0 .....444,587 08/29/2018 5...... PHYSIC IA 2 PHYSICIANS CARE ALLIANCE TL...... 04/22/2014 CALLED BY ISSUER at 100.000 ...... 53,240 ...... 53,240 ...... 53,240 ...... 0 ...... 53,240 ...... 0 ...... 46 12/28/2017 5...... WHEELS UP 2 WHEELS UP PRIV PLACE...... 04/17/2014 CALLED BY ISSUER at 100.000 ...... 70,571 ...... 70,571 ...... 70,571 ...... 70,571 ...... 0 ...... 70,571 ...... 0 ...... 3,598 12/31/2018 5Z...... 009089 AA 1 AIR CANADA...... A.. 06/25/2014 VARIOUS...... 391,315 ...... 383,116 ...... 384,132 ...... 383,902 ...... (32) ...... (32) ...... 383,871 ...... 7,444 ...... 7,444 ...... 9,599 11/15/2026 1FE...... 06367V HL 2 BANK OF MONTREAL...... A.. 06/11/2014 WAMCO...... 688,616 ...... 680,000 ...... 679,810 ...... 679,810 ...... 14 ...... 14 ...... 679,824 ...... 8,791 ...... 8,791 ...... 11,484 01/25/2019 1FE...... 067901 AL 2 BARRICK GOLD CORP...... A.. 06/25/2014 JEFFERIES & CO...... 179,597 ...... 180,000 ...... 188,866 ...... 187,784 ...... (386) ...... (386) ...... 187,397 ...... (7,800) ...... (7,800) ...... 5,101 04/01/2022 2FE...... 067901 AQ 1 BARRICK GOLD CORP...... A.. 06/25/2014 VARIOUS...... 107,544 ...... 110,000 ...... 105,576 ...... 56 ...... 56 ...... 105,632 ...... 1,912 ...... 1,912 ...... 1,135 05/01/2023 2FE...... 380956 AE 2 GOLDCORP INC...... A.. 06/13/2014 GSEC NEDDAVIS...... 601,656 ...... 600,000 ...... 597,102 ...... 1 ...... 1 ...... 597,103 ...... 4,553 ...... 4,553 ...... 818 06/09/2044 2FE...... 69480U AJ 6 PACIFIC RUBIALES ENERGY...... A.. 05/01/2014 EXCHANGE #3...... 3,141,482 ...... 3,000,000 ...... 3,150,000 ...... 3,148,460 ...... (6,978) ...... (6,978) ...... 3,141,482 ...... 0 ...... 83,979 12/12/2021 3FE...... 73755L AL 1 POTASH CORP-SASKATCHEWAN...... A.. 06/25/2014 MILETUS TRADING LLC...... 20,423 ...... 20,000 ...... 19,822 ...... 5 ...... 5 ...... 19,827 ...... 596 ...... 596 ...... 220 03/15/2024 1FE...... 98417E AB 6 XSTRATA FINANCE CANADA...... A.. 06/25/2014 J.P. MORGAN...... 154,091 ...... 140,000 ...... 159,860 ...... 154,828 ...... (2,445) ...... (2,445) ...... 152,384 ...... 1,707 ...... 1,707 ...... 4,985 11/15/2016 2FE...... RBC CAPITAL MARKETS Q 98417E AG 5 XSTRATA FINANCE CANADA...... A.. 06/25/2014 SECURITIES - US ...... 293,700 ...... 280,000 ...... 282,735 ...... 281,845 ...... (254) ...... (254) ...... 281,591 ...... 12,110 ...... 12,110 ...... 9,548 01/15/2017 2FE...... E 00077T AA 2 ROYAL BK OF SCOTLAND NV...... F... 06/23/2014 JEFFERIES & CO...... 598,562 ...... 520,000 ...... 588,130 ...... 584,134 ...... (2,289) ...... (2,289) ...... 581,845 ...... 16,717 ...... 16,717 ...... 24,740 05/15/2023 2FE...... 0

5 00131L 2A 2 AIA GROUP LTD...... F... 06/23/2014 UBS SECURITIES...... 348,488 ...... 350,000 ...... 348,719 ...... 71 ...... 71 ...... 348,790 ...... (302) ...... (302) ...... 2,297 03/11/2019 1FE...... 4 00386S AG 7 TAQA ABU DHABI NATL ENER...... F... 05/02/2014 VARIOUS...... 3,060,000 ...... 2,600,000 ...... 2,583,724 ...... 2,596,308 ...... 894 ...... 894 ...... 2,597,202 ...... 462,798 .....462,798 .....104,132 09/16/2019 1FE...... 6 00507U AG 6 ACTAVIS FUNDING SCS...... F... 06/25/2014 BANK AMERICA...... 340,583 ...... 340,000 ...... 336,240 ...... 1 ...... 1 ...... 336,241 ...... 4,342 ...... 4,342 ...... 407 06/15/2044 2FE...... 009349 AF 8 AERLS 2007-1A G3...... F... 06/05/2014 MBS PAYMENT...... 143,559 ...... 143,559 ...... 130,459 ...... 140,175 ...... 3,383 ...... 3,383 ...... 143,559 ...... 0 ...... 254 05/10/2032 1FE...... 009350 AA 7 AERLS 2008-1A A...... F... 06/15/2014 MBS PAYMENT...... 139,819 ...... 139,819 ...... 132,304 ...... 138,690 ...... 1,129 ...... 1,129 ...... 139,819 ...... 0 ...... 1,169 06/26/2038 1FE...... 034863 AM 2 ANGLO AMERICAN CAPITAL...... F... 04/08/2014 JEFFERIES & CO...... 209,874 ...... 210,000 ...... 209,204 ...... 0 ...... 209,204 ...... 670 ...... 670 ...... 04/15/2021 2FE...... 03512T AA 9 ANGLOGOLD HOLDINGS PLC...... F... 06/13/2014 BARCLAYS AMERICAN...... 1,010,000 ...... 1,000,000 ...... 974,000 ...... 980,477 ...... 1,528 ...... 1,528 ...... 982,005 ...... 27,995 ...... 27,995 ...... 36,281 04/15/2020 3FE...... 046353 AF 5 ASTRAZENECA PLC...... F... 05/13/2014 MABON NUGENT...... 1,981,200 ...... 2,000,000 ...... 1,956,080 ...... 2,623 ...... 2,623 ...... 1,958,703 ...... 22,497 ...... 22,497 ...... 25,783 09/18/2019 1FE...... 05530Q AB 6 B.A.T. INT FIN PLC...... F... 06/25/2014 J.P. MORGAN...... 221,510 ...... 170,000 ...... 237,820 ...... 229,580 ...... (5,698) ...... (5,698) ...... 223,883 ...... (2,373) ...... (2,373) ...... 9,914 11/15/2018 1FE...... RBC CAPITAL MARKETS 055451 AU 2 BHP BILLITON FIN USA LTD...... F... 06/25/2014 SECURITIES - US ...... 83,986 ...... 80,000 ...... 79,902 ...... 79,904 ...... 4 ...... 4 ...... 79,908 ...... 4,078 ...... 4,078 ...... 2,276 09/30/2023 1FE...... 055451 AV 0 BHP BILLITON FIN USA LTD...... F... 06/25/2014 BARCLAYS AMERICAN...... 55,409 ...... 50,000 ...... 49,993 ...... 49,993 ...... 0 ...... 49,993 ...... 5,416 ...... 5,416 ...... 1,847 09/30/2043 1FE...... 05565Q CC 0 BP CAPITAL MARKETS PLC...... F... 04/21/2014 NUMORA...... 2,493,975 ...... 2,500,000 ...... 2,501,300 ...... (9) ...... (9) ...... 2,501,291 ...... (7,316) ...... (7,316) ...... 15,946 11/06/2017 1FE...... NOMURA SECURITIES 05565Q CD 8 BP CAPITAL MARKETS PLC...... F... 04/08/2014 DOMESTIC ...... 1,653,596 ...... 1,755,000 ...... 1,737,415 ...... 1,738,400 ...... 431 ...... 431 ...... 1,738,832 ...... (85,236) .....(85,236) ...... 20,243 05/10/2023 1FE...... 05565Q CP 1 BP CAPITAL MARKETS PLC...... F... 06/12/2014 VARIOUS...... 1,619,136 ...... 1,580,000 ...... 1,613,030 ...... (263) ...... (263) ...... 1,612,767 ...... 6,369 ...... 6,369 ...... 19,511 02/10/2024 1FE...... 05578B AB 2 BPCE SA...... F... 06/23/2014 MORGAN STANLEY...... 324,227 ...... 320,000 ...... 319,491 ...... 319,497 ...... 47 ...... 47 ...... 319,544 ...... 4,684 ...... 4,684 ...... 4,356 12/10/2018 1FE...... 056143 AA 8 BBAIR 2007-1A G1...... F... 06/14/2014 MBS PAYMENT...... 90,452 ...... 90,452 ...... 75,023 ...... 89,674 ...... 778 ...... 778 ...... 90,452 ...... 0 ...... 177 11/14/2033 1AM..... 064255 AU 6 BK TOKYO-MITSUBISHI UFJ...... F... 06/26/2014 BARCLAYS AMERICAN...... 202,134 ...... 200,000 ...... 199,680 ...... 19 ...... 19 ...... 199,699 ...... 2,435 ...... 2,435 ...... 1,418 03/10/2019 1FE...... 111021 AE 1 BRITISH TELECOM PLC...... F... 06/25/2014 STIFEL NICOLAUS & CO...... 159,543 ...... 100,000 ...... 128,051 ...... 123,833 ...... (288) ...... (288) ...... 123,545 ...... 35,998 ...... 35,998 ...... 5,107 12/15/2030 2FE...... 21684A AA 4 RABOBANK NEDERLAND...... F... 06/23/2014 HSBC SECURITIES LIMITED...... 484,541 ...... 460,000 ...... 456,256 ...... 456,282 ...... 146 ...... 146 ...... 456,428 ...... 28,113 ...... 28,113 ...... 12,233 12/01/2023 1FE...... 21685W DF 1 RABOBANK NEDERLAND...... F... 06/23/2014 BNY CONVERGEX...... 293,622 ...... 290,000 ...... 293,128 ...... 292,856 ...... (88) ...... (88) ...... 292,768 ...... 854 ...... 854 ...... 7,223 11/09/2022 1FE...... 21987A AB 6 CORPBANCA...... F... 06/26/2014 VARIOUS...... 3,009,750 ...... 3,000,000 ...... 2,984,190 ...... 2,987,265 ...... 1,491 ...... 1,491 ...... 2,988,755 ...... 20,995 ...... 20,995 ...... 83,082 01/15/2018 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 22532L AJ 3 CREDIT AGRICOLE SA...... F... 06/23/2014 CREDIT SUISSE...... 499,114 ...... 490,000 ...... 488,270 ...... 488,350 ...... 159 ...... 159 ...... 488,509 ...... 10,605 ...... 10,605 ...... 9,397 10/03/2018 1FE...... 227170 AE 7 CRONOS CONTAINERS PRO. LTD 2013-1A CL A. F... 06/18/2014 MBS PAYMENT...... 31,250 ...... 31,250 ...... 31,250 ...... 31,225 ...... 25 ...... 25 ...... 31,250 ...... 0 ...... 401 04/18/2028 1FE...... 233283 AA 8 DORIC NIMROD AIR 2013-1...... F... 05/30/2014 SINK...... 644,150 ...... 644,150 ...... 647,597 ...... 428,977 ...... (68) ...... (68) ...... 644,150 ...... 0 ...... 16,909 05/30/2023 1FE...... 25156P AN 3 DEUTSCHE TELEKOM INT FIN...... F... 06/13/2014 PIERPONT SECURITIES LLC...... 1,171,040 ...... 1,000,000 ...... 1,174,580 ...... (4,110) ...... (4,110) ...... 1,170,470 ...... 570 ...... 570 ...... 26,667 07/08/2019 2FE...... 268317 AK 0 ELECTRICITE DE FRANCE...... F... 05/13/2014 SALOMON SMITH BARNEY...... 2,078,500 ...... 2,000,000 ...... 1,930,965 ...... 308 ...... 308 ...... 1,931,273 ...... 147,227 .....147,227 ...... 30,875 01/22/2044 1FE...... 29082A AA 5 EMPRESA BRAS DE AERONAU...... F... 05/29/2014 VARIOUS...... 5,425,000 ...... 5,000,000 ...... 5,400,000 ...... (844) ...... (844) ...... 5,399,156 ...... 25,844 ...... 25,844 .....120,167 06/15/2022 2FE...... 29100X AA 3 EAFL 2013-1 A...... F... 06/15/2014 MBS PAYMENT...... 109,375 ...... 109,375 ...... 109,097 ...... 109,165 ...... 210 ...... 210 ...... 109,375 ...... 0 ...... 2,119 10/15/2038 1FE...... 29100X AB 1 EAFL 2013-1 B...... F... 06/15/2014 MBS PAYMENT...... 31,250 ...... 31,250 ...... 31,160 ...... 31,169 ...... 81 ...... 81 ...... 31,250 ...... 0 ...... 827 10/15/2038 2AM..... 292347 AD 3 EMPOR 2005-1A C...... F... 04/14/2014 MBS PAYMENT...... 50,813 ...... 50,813 ...... 35,569 ...... 9,581 ...... 41,232 ...... 41,232 ...... 50,813 ...... 0 ...... 305 10/12/2018 1FE...... 29248D AA 0 ENA NORTE TRUST...... F... 04/25/2014 SINK...... 16,893 ...... 16,893 ...... 16,597 ...... 62 ...... 62 ...... 16,893 ...... 0 ...... 209 04/25/2023 2FE...... 35552X AE 5 FRASR 2011-6A B...... F... 06/05/2014 MBS PAYMENT...... 2,000,000 ...... 2,000,000 ...... 1,834,020 ...... 1,877,623 ...... 122,377 ...... 122,377 ...... 2,000,000 ...... 0 ...... 40,476 11/22/2022 1FE...... 36120P AC 7 GTL TRADE FINANCE INC...... F... 05/28/2014 J.P. MORGAN...... 2,080,000 ...... 2,000,000 ...... 2,055,200 ...... (22) ...... (22) ...... 2,055,178 ...... 24,822 ...... 24,822 ...... 18,528 04/16/2044 2FE...... Q 368633 AC 7 GEMC 2005-8A A2...... F... 06/01/2014 MBS PAYMENT...... 879,087 ...... 879,087 ...... 780,190 ...... 867,892 ...... 11,195 ...... 11,195 ...... 879,087 ...... 0 ...... 3,768 06/23/2017 1FE...... E

0 37184V AA 9 GNFL 2006-1A G1...... F... 06/19/2014 MBS PAYMENT...... 219,542 ...... 219,542 ...... 197,906 ...... 216,791 ...... 2,752 ...... 2,752 ...... 219,542 ...... 0 ...... 372 12/19/2032 1FE...... 5 37373W AA 8 GERDAU TRADE INC...... F... 06/13/2014 CREDIT AGRICOLE CIB...... 528,125 ...... 500,000 ...... 495,255 ...... 497,254 ...... 301 ...... 301 ...... 497,556 ...... 30,569 ...... 30,569 ...... 25,396 01/30/2021 2FE...... 4

7 379372 AA 3 GLCC 2006-1A A...... F... 04/20/2014 MBS PAYMENT...... 514,872 ...... 514,872 ...... 471,430 ...... 506,656 ...... 8,216 ...... 8,216 ...... 514,872 ...... 0 ...... 1,412 12/20/2018 1FE...... 37952U AB 9 SEACO 2013-1A A...... F... 06/17/2014 MBS PAYMENT...... 75,000 ...... 75,000 ...... 73,490 ...... 179 ...... 179 ...... 75,000 ...... 0 ...... 745 04/17/2028 1FE...... 37952U AC 7 SEACO 2013-2A A...... F... 06/14/2014 MBS PAYMENT...... 100,000 ...... 100,000 ...... 99,992 ...... 99,873 ...... 127 ...... 127 ...... 100,000 ...... 0 ...... 1,519 11/14/2043 1FE...... 40049J BA 4 GRUPO TELEVISA SAB...... F... 06/13/2014 NUTMEG SECURITIES...... 736,988 ...... 750,000 ...... 724,005 ...... 33 ...... 33 ...... 724,038 ...... 12,949 ...... 12,949 ...... 3,646 05/13/2045 2FE...... 4041A2 AH 7 HBOS PLC...... F... 06/23/2014 SUMRIDGE PARTNERS...... 518,724 ...... 450,000 ...... 504,927 ...... 503,229 ...... (5,472) ...... (5,472) ...... 497,757 ...... 20,967 ...... 20,967 ...... 18,141 05/21/2018 2FE...... 404280 AQ 2 HSBC HOLDINGS PLC...... F... 04/08/2014 HSBC SECURITIES LIMITED...... 3,057,390 ...... 3,000,000 ...... 2,963,340 ...... 39 ...... 39 ...... 2,963,379 ...... 94,011 ...... 94,011 ...... 12,688 03/14/2044 1FE...... 449786 AQ 5 ING BANK NV...... F... 06/23/2014 NATIXIS LONDON...... 212,472 ...... 200,000 ...... 198,972 ...... 199,381 ...... 114 ...... 114 ...... 199,496 ...... 12,976 ...... 12,976 ...... 6,021 03/07/2017 1FE...... 449786 AY 8 ING BANK NV...... F... 05/22/2014 VARIOUS...... 770,488 ...... 700,000 ...... 696,801 ...... 696,865 ...... 90 ...... 90 ...... 696,955 ...... 73,533 ...... 73,533 ...... 25,923 09/25/2023 2FE...... 453247 AD 0 INCAPS FUNDING I LTD/CRP...... F... 06/01/2014 MBS PAYMENT...... 640,955 ...... 640,955 ...... 640,955 ...... 640,955 ...... 0 ...... 640,955 ...... 0 ...... 7,248 06/01/2033 5AM..... 50247V AC 3 LYB INTL FINANCE BV...... F... 06/25/2014 SUMRIDGE PARTNERS...... 52,004 ...... 50,000 ...... 49,416 ...... 4 ...... 4 ...... 49,419 ...... 2,585 ...... 2,585 ...... 785 03/15/2044 2FE...... 51461T AA 9 LANCER FIN SPV LTD...... F... 06/10/2014 SINK...... 4,248 ...... 4,248 ...... 4,364 ...... 4,263 ...... (16) ...... (16) ...... 4,248 ...... 0 ...... 105 12/12/2016 2FE...... 51506J AB 6 LANDM 2005-1A A2L...... F... 06/03/2014 MBS PAYMENT...... 74,363 ...... 74,363 ...... 59,491 ...... (756) ...... 75,119 ...... 75,119 ...... 74,363 ...... 0 ...... 258 06/01/2017 1FE...... ROYAL BANK OF SCOTLAND 561234 AD 7 MALLINCKRODT INTL FIN...... F... 05/21/2014 US ...... 440,000 ...... 440,000 ...... 441,831 ...... (48) ...... (48) ...... 441,783 ...... (1,783) ...... (1,783) ...... 9,497 04/15/2018 4FE...... 62856R AA 3 MYRIAD INT HOLDING BV...... F... 05/02/2014 VARIOUS...... 1,666,250 ...... 1,500,000 ...... 1,539,375 ...... 1,524,632 ...... (1,728) ...... (1,728) ...... 1,522,904 ...... 143,346 .....143,346 ...... 70,391 07/28/2017 2FE...... 67576G AA 5 ODBRCHT OFFSHRE DRLL FIN...... F... 06/01/2014 SINK...... 43,500 ...... 43,500 ...... 43,499 ...... 43,501 ...... (1) ...... (1) ...... 43,500 ...... 0 ...... 1,489 10/01/2022 2FE...... 685218 AA 7 ORANGE SA...... F... 05/08/2014 GOLDMAN SACHS...... 745,951 ...... 730,000 ...... 729,387 ...... 31 ...... 31 ...... 729,418 ...... 16,533 ...... 16,533 ...... 5,409 02/06/2019 2FE...... 714264 AK 4 PERNOD-RICARD SA...... F... 06/12/2014 J.P. MORGAN...... 232,063 ...... 210,000 ...... 207,144 ...... 207,388 ...... 84 ...... 84 ...... 207,473 ...... 24,590 ...... 24,590 ...... 10,652 01/15/2042 2FE...... 714294 AG 0 PERRIGO CO LTD...... F... 05/07/2014 GOLDMAN SACHS...... 267,540 ...... 250,000 ...... 248,955 ...... 248,958 ...... 8 ...... 8 ...... 248,966 ...... 18,574 ...... 18,574 ...... 6,772 11/15/2043 2FE...... 71645W AQ 4 PETROBRAS INTL FIN CO...... F... 06/11/2014 PERSHING DIV OF DLJ...... 210,600 ...... 200,000 ...... 196,904 ...... 197,818 ...... 110 ...... 110 ...... 197,928 ...... 12,672 ...... 12,672 ...... 12,451 01/20/2040 2FE...... 716473 AC 7 PETROFAC LTD...... F... 06/12/2014 BARCLAYS AMERICAN...... 290,623 ...... 280,000 ...... 278,956 ...... 279,003 ...... 111 ...... 111 ...... 279,113 ...... 11,510 ...... 11,510 ...... 6,532 10/10/2018 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 71647N AA 7 PETROBRAS GLOBAL FINANCE...... F... 05/28/2014 VARIOUS...... 6,685,425 ...... 7,500,000 ...... 7,276,770 ...... 7,278,508 ...... 1,163 ...... 1,163 ...... 7,279,671 ...... (594,246) ...(594,246) .....220,313 05/20/2043 2FE...... 71647N AB 5 PETROBRAS GLOBAL FINANCE...... F... 05/09/2014 BARCLAYS AMERICAN...... 398,557 ...... 410,000 ...... 407,343 ...... 407,626 ...... 163 ...... 163 ...... 407,789 ...... (9,232) ...... (9,232) ...... 12,095 01/15/2019 2FE...... 71647N AK 5 PETROBRAS GLOBAL FINANCE...... F... 04/07/2014 NORTHEAST SECURITIES...... 3,136,320 ...... 3,000,000 ...... 2,974,980 ...... 15 ...... 15 ...... 2,974,995 ...... 161,325 .....161,325 ...... 13,896 03/17/2044 2FE...... 71654Q BH 4 PETROLEOS MEXICANOS...... F... 04/08/2014 BARCLAYS AMERICAN...... 2,079,800 ...... 2,000,000 ...... 1,997,522 ...... 1,980,592 ...... 432 ...... 432 ...... 1,981,024 ...... 98,776 ...... 98,776 ...... 71,229 01/18/2024 2FE...... 767201 AH 9 RIO TINTO FIN USA LTD...... F... 06/25/2014 VARIOUS...... 485,057 ...... 370,000 ...... 485,833 ...... 450,117 ...... (6,337) ...... (6,337) ...... 443,779 ...... 41,278 ...... 41,278 ...... 21,248 05/01/2019 1FE...... 767201 AN 6 RIO TINTO FIN USA LTD...... F... 06/25/2014 SOCIETE GENERALE...... 64,600 ...... 60,000 ...... 59,961 ...... 60,000 ...... 0 ...... 60,000 ...... 4,600 ...... 4,600 ...... 1,485 05/20/2021 1FE...... 76720A AM 8 RIO TINTO FIN USA PLC...... F... 06/25/2014 MILETUS TRADING LLC...... 224,101 ...... 220,000 ...... 217,989 ...... 218,173 ...... 170 ...... 170 ...... 218,343 ...... 5,758 ...... 5,758 ...... 2,640 12/14/2018 1FE...... 780097 AY 7 ROYAL BK SCOTLND GRP PLC...... F... 06/23/2014 VARIOUS...... 535,165 ...... 490,000 ...... 487,866 ...... 487,954 ...... 79 ...... 79 ...... 488,032 ...... 47,133 ...... 47,133 ...... 16,151 06/10/2023 3FE...... 780097 AZ 4 ROYAL BK SCOTLND GRP PLC...... F... 06/23/2014 CREDIT SUISSE...... 260,774 ...... 240,000 ...... 237,835 ...... 237,841 ...... 78 ...... 78 ...... 237,918 ...... 22,856 ...... 22,856 ...... 7,480 12/19/2023 3FE...... 780099 CE 5 ROYAL BK SCOTLND GRP PLC...... F... 06/23/2014 HSBC SECURITIES LIMITED...... 153,486 ...... 140,000 ...... 144,866 ...... 144,516 ...... (139) ...... (139) ...... 144,377 ...... 9,109 ...... 9,109 ...... 4,550 12/15/2022 3FE...... 780099 CH 8 ROYAL BK SCOTLND GRP PLC...... F... 06/23/2014 FIRST TENNESSEE...... 630,348 ...... 620,000 ...... 615,121 ...... 29 ...... 29 ...... 615,150 ...... 15,198 ...... 15,198 ...... 2,471 05/28/2024 3FE...... 79586K AA 9 SAMARCO MINERACAO SA...... F... 06/11/2014 GOLDMAN SACHS...... 1,887,500 ...... 2,000,000 ...... 1,973,750 ...... 1,976,513 ...... 1,376 ...... 1,376 ...... 1,977,889 ...... (90,389) .....(90,389) ...... 51,563 11/01/2022 2FE...... Q 79586K AC 5 SAMARCO MINERACAO SA...... F... 06/24/2014 VARIOUS...... 4,399,000 ...... 4,200,000 ...... 4,135,758 ...... 3,651,210 ...... 2,159 ...... 2,159 ...... 4,138,369 ...... 260,631 .....260,631 .....155,314 10/24/2023 2FE...... E

0 80283L AA 1 SANTANDER UK PLC...... F... 04/30/2014 VARIOUS...... 496,099 ...... 470,000 ...... 468,501 ...... 468,518 ...... 39 ...... 39 ...... 468,557 ...... 27,542 ...... 27,542 ...... 11,286 11/07/2023 2FE...... 5 806854 AE 5 SCHLUMBERGER INVESTMENT...... F... 06/12/2014 J.P. MORGAN...... 258,986 ...... 260,000 ...... 259,639 ...... 259,741 ...... 36 ...... 36 ...... 259,777 ...... (791) ...... (791) ...... 2,853 08/01/2017 1FE...... 4

8 81180W AJ 0 SEAGATE HDD CAYMAN...... F... 05/21/2014 STERNE AGEE...... 962,550 ...... 930,000 ...... 930,000 ...... 930,000 ...... 0 ...... 930,000 ...... 32,550 ...... 32,550 ...... 19,569 11/15/2018 2FE...... 82937W AC 9 SINOPEC GRP OVERSEA 2014...... F... 06/25/2014 MORGAN STANLEY...... 201,260 ...... 200,000 ...... 199,592 ...... 16 ...... 16 ...... 199,608 ...... 1,652 ...... 1,652 ...... 1,161 04/10/2019 1FE...... 82937W AE 5 SINOPEC GRP OVERSEA 2014...... F... 06/25/2014 UBS SECURITIES...... 238,924 ...... 230,000 ...... 229,464 ...... 9 ...... 9 ...... 229,473 ...... 9,451 ...... 9,451 ...... 2,124 04/10/2024 1FE...... 83368R AD 4 SOCIETE GENERALE...... F... 06/23/2014 BANK AMERICA...... 254,933 ...... 250,000 ...... 249,583 ...... 249,602 ...... 38 ...... 38 ...... 249,641 ...... 5,292 ...... 5,292 ...... 4,831 10/01/2018 1FE...... 844272 AB 0 SFORK 2005-1A A2...... F... 05/01/2014 MBS PAYMENT...... 196,077 ...... 196,077 ...... 174,263 ...... 194,539 ...... 1,537 ...... 1,537 ...... 196,077 ...... 0 ...... 729 02/01/2017 1FE...... 853250 AB 4 STANDARD CHARTERED BANK...... F... 06/23/2014 STERNE AGEE...... 465,325 ...... 410,000 ...... 467,391 ...... (5,293) ...... (5,293) ...... 462,098 ...... 3,228 ...... 3,228 ...... 19,680 09/26/2017 1FE...... NOMURA SECURITIES 853254 AJ 9 STANDARD CHARTERED PLC...... F... 06/23/2014 DOMESTIC ...... 246,890 ...... 250,000 ...... 249,713 ...... 249,754 ...... 51 ...... 51 ...... 249,805 ...... (2,915) ...... (2,915) ...... 9,464 01/11/2023 1FE...... WELLS FARGO SECURITIES 87164K AA 2 SYNGENTA FINANCE NV...... F... 06/25/2014 LLC ...... 30,174 ...... 30,000 ...... 29,951 ...... 29,966 ...... 4 ...... 4 ...... 29,970 ...... 204 ...... 204 ...... 698 03/28/2022 1FE...... 872456 AA 6 TELECOM ITALIA CAPITAL...... F... 05/21/2014 GOLDMAN SACHS...... 558,000 ...... 480,000 ...... 517,556 ...... 516,414 ...... (2,347) ...... (2,347) ...... 514,067 ...... 43,933 ...... 43,933 ...... 15,211 06/18/2019 3FE...... 87927Y AA 0 TELECOM ITALIA SPA...... F... 06/25/2014 VARIOUS...... 4,445,337 ...... 4,430,000 ...... 4,430,000 ...... 0 ...... 4,430,000 ...... 15,337 ...... 15,337 ...... 2,501 05/30/2024 3FE...... 87938W AC 7 TELEFONICA EMISIONES SAU...... F... 06/12/2014 VARIOUS...... 2,625,338 ...... 2,110,000 ...... 2,426,620 ...... 2,422,777 ...... (1,951) ...... (1,951) ...... 2,420,826 ...... 204,512 .....204,512 ...... 49,211 06/20/2036 2FE...... 87938W AM 5 TELEFONICA EMISIONES SAU...... F... 06/11/2014 GOLDMAN SACHS...... 33,314 ...... 30,000 ...... 31,583 ...... 31,473 ...... (94) ...... (94) ...... 31,379 ...... 1,935 ...... 1,935 ...... 980 04/27/2020 2FE...... 87938W AR 4 TELEFONICA SA...... F... 06/11/2014 GOLDMAN SACHS...... 367,336 ...... 350,000 ...... 349,338 ...... 349,329 ...... 58 ...... 58 ...... 349,387 ...... 17,948 ...... 17,948 ...... 10,175 04/27/2023 2FE...... 883145 AJ 3 TMCL 2011-1A A...... F... 05/01/2014 MBS PAYMENT...... 1,450,000 ...... 1,450,000 ...... 1,450,000 ...... 1,450,000 ...... 0 ...... 1,450,000 ...... 0 ...... 28,331 06/15/2026 1FE...... 883145 AN 4 TMCL 2012-1A A...... F... 05/15/2014 MBS PAYMENT...... 808,333 ...... 808,333 ...... 812,375 ...... (4,123) ...... (4,123) ...... 808,333 ...... 0 ...... 11,314 04/15/2027 1FE...... 89153V AG 4 TOTAL CAPITAL INTL SA...... F... 04/01/2014 CITI...... 609,840 ...... 600,000 ...... 598,470 ...... 598,505 ...... 31 ...... 31 ...... 598,536 ...... 11,304 ...... 11,304 ...... 14,307 01/15/2024 1FE...... 89378T AC 7 TRANSNET SOC LTD...... F... 06/13/2014 BANK AMERICA...... 468,125 ...... 500,000 ...... 495,938 ...... 496,535 ...... 237 ...... 237 ...... 496,772 ...... (28,647) .....(28,647) ...... 17,889 07/26/2022 2FE...... 893830 AT 6 TRANSOCEAN INC...... F... 06/17/2014 VARIOUS...... 2,521,706 ...... 2,235,000 ...... 2,464,991 ...... 817,412 ...... (1,623) ...... (1,623) ...... 2,462,629 ...... 59,077 ...... 59,077 ...... 98,529 03/15/2038 2FE...... 893830 BA 6 TRANSOCEAN INC...... F... 04/25/2014 GOLDMAN SACHS...... 87,034 ...... 80,000 ...... 89,066 ...... 87,106 ...... (773) ...... (773) ...... 86,332 ...... 701 ...... 701 ...... 1,515 12/15/2016 2FE...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 91911T AH 6 VALE OVERSEAS LIMITED...... F... 06/25/2014 VARIOUS...... 4,667,663 ...... 4,250,000 ...... 4,571,635 ...... 2,490,072 ...... (1,507) ...... (1,507) ...... 4,565,604 ...... 102,058 .....102,058 .....149,865 11/21/2036 2FE...... NOMURA SECURITIES 92931N AC 4 WPP FINANCE (UK)...... F... 05/28/2014 DOMESTIC ...... 1,041,420 ...... 1,020,000 ...... 1,165,730 ...... 1,062,645 ...... (25,285) ...... (25,285) ...... 1,037,360 ...... 4,060 ...... 4,060 ...... 58,253 09/15/2014 2FE...... 92936M AE 7 WPP FINANCE 2010...... F... 04/30/2014 BANK AMERICA...... 193,905 ...... 180,000 ...... 174,934 ...... 174,943 ...... 24 ...... 24 ...... 174,967 ...... 18,938 ...... 18,938 ...... 4,866 11/15/2043 2FE...... EF4186 32 8 GE CAP AUSTRALIA FUNDING...... D.. 06/23/2014 MATURITY...... 1,876,296 ...... 1,887,701 ...... 1,928,143 ...... 1,775,908 ...... 15,199 ...... 15,199 .....240,614 ...... 2,031,721 ...(155,425) ...... (155,425) ...... 26,022 06/23/2014 1FE...... EF6065 05 8 IIRSA NORTE FINANCE LTD...... F... 05/30/2014 SINK...... 94,013 ...... 94,013 ...... 108,256 ...... 94,034 ...... (21) ...... (21) ...... 94,013 ...... 0 ...... 4,113 05/30/2024 2FE...... EG4211 75 1 PETRO CO TRIN/TOBAGO LTD...... F... 05/08/2014 SINK...... 130,833 ...... 130,833 ...... 120,577 ...... 130,629 ...... 205 ...... 205 ...... 130,833 ...... 0 ...... 3,925 05/08/2022 2FE...... EG9883 25 7 PANAMA CANAL RAILWAY CO...... F... 05/01/2014 CALLED BY ISSUER at 100.000 ...... 24,176 ...... 24,176 ...... 21,033 ...... 21,265 ...... 2,911 ...... 2,911 ...... 24,176 ...... 0 ...... 846 11/01/2026 4FE...... EI4025 66 0 BANCO DE CREDITO DEL PER...... F... 04/16/2014 VARIOUS...... 2,135,850 ...... 2,000,000 ...... 1,892,250 ...... 1,920,326 ...... 3,327 ...... 3,327 ...... 1,923,653 ...... 212,197 .....212,197 ...... 63,365 09/16/2020 2FE...... EI6477 31 5 INTL BK RECON & DEVELOP...... D.. 04/28/2014 MATURITY...... 2,684,864 ...... 2,722,200 ...... 3,696,519 ...... 2,549,710 ...... (9,415) ...... (9,415) ..1,126,887 ...... 3,667,183 ...(982,319) ...... (982,319) .....241,638 04/28/2014 1FE...... EJ1529 16 7 BRASKEM FINANCE LTD...... F... 05/27/2014 DEUTSCHE BANK...... 2,020,000 ...... 2,000,000 ...... 2,052,500 ...... 0 ...... 2,052,500 ...... (32,500) .....(32,500) ...... 8,361 05/02/2022 2FE...... EJ3838 96 2 ENA NORTE TRUST...... F... 04/25/2014 SINK...... 42,232 ...... 42,232 ...... 41,466 ...... 156 ...... 156 ...... 42,232 ...... 0 ...... 523 04/25/2023 2FE......

Q EJ5488 69 1 BANCO DE CRED E INVER...... F... 04/16/2014 BANK AMERICA...... 985,000 ...... 1,000,000 ...... 910,000 ...... 912,666 ...... 2,343 ...... 2,343 ...... 915,009 ...... 69,991 ...... 69,991 ...... 27,889 02/11/2023 1FE...... E EJ6275 90 7 GERDAU TRADE INC...... F... 05/21/2014 BARCLAYS AMERICAN...... 2,917,500 ...... 3,000,000 ...... 2,970,000 ...... 108 ...... 108 ...... 2,970,108 ...... (52,608) .....(52,608) ...... 16,625 04/15/2023 2FE...... 0

5 EJ7717 17 0 ODBRCHT OFFSHRE DRLL FIN...... F... 06/01/2014 SINK...... 116,100 ...... 116,100 ...... 120,021 ...... (109) ...... (109) ...... 116,100 ...... 0 ...... 2,460 10/01/2022 2FE...... 4 EJ8366 06 8 MARFRIG HOLDING EUROPE B...... F... 06/24/2014 VARIOUS...... 824,250 ...... 700,000 ...... 694,250 ...... 373 ...... 373 ...... 694,623 ...... 129,627 .....129,627 ...... 59,063 09/20/2021 4FE...... 9 EJ8366 18 3 EMBRAER OVERSEAS LTD...... F... 06/18/2014 VARIOUS...... 5,959,000 ...... 5,500,000 ...... 5,582,950 ...... (1,844) ...... (1,844) ...... 5,581,106 ...... 377,894 .....377,894 .....229,027 09/16/2023 2FE...... EJ8974 51 5 SAMARCO MINERACAO SA...... F... 05/29/2014 DEUTSCHE BANK...... 4,509,625 ...... 4,300,000 ...... 4,320,900 ...... 276 ...... 276 ...... 4,321,176 ...... 188,449 .....188,449 .....113,035 10/24/2023 2FE...... 3899999. Total Bonds - Industrial and Miscellaneous...... 804,573,756 .....874,540,923 .....755,648,253 .....423,407,125 ...... 29,881 ..19,832,405 ...... 29,418 ....19,832,868 ..1,367,501 .....779,392,249 (1,137,744) 26,319,251 25,181,507 14,948,572 ...... XXX... ..XXX.... 8399997. Total Bonds - Part 4...... 1,035,551,757 ...1,124,626,445 .....982,360,479 .....514,131,738 ...... 28,546 ..19,389,642 ...... 29,418 ....19,388,770 ..2,956,141 ...1,005,891,241 ...(548,518) 30,209,033 29,660,515 19,130,036 ...... XXX... ..XXX.... 8399999. Total Bonds...... 1,035,551,757 ...1,124,626,445 .....982,360,479 .....514,131,738 ...... 28,546 ..19,389,642 ...... 29,418 ....19,388,770 ..2,956,141 ...1,005,891,241 ...(548,518) 30,209,033 29,660,515 19,130,036 ...... XXX... ..XXX.... Preferred Stocks - Industrial and Miscellaneous 00175V AA 8 AMMC VII PPN TRUST 2007-1 CERTIFICATES...... 04/22/2014 SINK...... 47,454.530 ...... 41,949 ...... 47,142 ...... 41,949 ...... 0 ...... 41,949 ...... 0 ...... 2,315 ...... XXX... P4A...... 33616C 20 9 FIRST REPUBLIC BANK/SF...... 04/22/2014 BARCLAYS AMERICAN...... 21,599.000 ...... 548,602 ...... 25.00 ...... 518,907 ...... 234,500 ...... 0 ...... 518,907 ...... 29,695 ...... 29,695 ...... 9,045 ...... XXX... P2LFE.. 74251V 30 0 PRINCIPAL FINL GROUP...... 05/09/2014 BARCLAYS AMERICAN...... 6,100.000 ...... 157,834 ...... 25.00 ...... 151,585 ...... 0 ...... 151,585 ...... 6,249 ...... 6,249 ...... 2,485 ...... XXX... P3LFE.. 77426R AB 0 ROCKW 2007-1A COMB...... F... 05/01/2014 SINK...... 229,757 ...... XXX...... 0 ...... 229,757 .....229,757 ...... XXX...... 8499999. Total Preferred Stocks - Industrial and Miscellaneous...... 978,142 ...... XXX...... 717,634 ...... 276,449 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 712,441 ...... 0 .....265,701 .....265,701 ...... 13,845 ...... XXX... ..XXX.... 8999997. Total Preferred Stocks - Part 4...... 978,142 ...... XXX...... 717,634 ...... 276,449 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 712,441 ...... 0 .....265,701 .....265,701 ...... 13,845 ...... XXX... ..XXX.... 8999999. Total Preferred Stocks...... 978,142 ...... XXX...... 717,634 ...... 276,449 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 712,441 ...... 0 .....265,701 .....265,701 ...... 13,845 ...... XXX... ..XXX.... Common Stocks - Industrial and Miscellaneous 12663P 10 7 CVR REFINING LP...... 05/22/2014 MORGAN STANLEY...... 9,000.000 ...... 233,055 ...... XXX...... 200,404 ...... 203,760 ...... (3,356) ...... (3,356) ...... 200,404 ...... 32,651 ...... 32,651 ...... 12,870 ...... XXX... L...... 665826 10 3 NORTHERN TIER ENERGY LP...... 06/16/2014 VARIOUS...... 177,000.000 ...... 4,873,654 ...... XXX...... 4,307,964 ...... 4,350,660 ...... (42,697) ...... (42,697) ...... 4,307,964 ...... 565,691 .....565,691 .....208,860 ...... XXX... L...... 74348T 10 2 PROSPECT CAPITAL CORP...... 05/09/2014 VARIOUS...... 1,060,000.000 ...... 11,255,174 ...... XXX...... 12,128,247 ...... 11,893,200 ...... 235,047 ...... 235,047 ...... 12,128,247 ...... (873,073) ...(873,073) .....573,783 ...... XXX... L...... 9099999. Total Common Stocks - Industrial and Miscellaneous...... 16,361,883 ...... XXX...... 16,636,615 ...... 16,447,620 ...... 188,994 ...... 0 ...... 0 ...... 188,994 ...... 0 ...... 16,636,615 ...... 0 ...(274,731) ...(274,731) .....795,513 ...... XXX... ..XXX.... Common Stocks - Mutual Funds 561709 44 5 YACKTMAN FOCUSED FUND...... 06/11/2014 EXCHANGE #5...... 1,002.000 ...... 23,106 ...... XXX...... 23,106 ...... 25,200 ...... (2,094) ...... (2,094) ...... 23,106 ...... 0 ...... XXX... L...... 561709 73 4 SKYLINE SPECIAL EQUITIES...... 06/11/2014 EXCHANGE #6...... 29,917.000 ...... 1,175,392 ...... XXX...... 1,175,392 ...... 0 ...... 1,175,392 ...... 0 ...... XXX... L...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE D - PART 4 Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 F 11 12 13 14 15 NAIC o Current Foreign Bond Desig- r Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock Stated or i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends Contractual Market CUSIP g Disposal Shares of Carrying Increase/ (Amortization)/ Impairment B./A.C.V. Change in Value At on on on Received Maturity Indicator Identification Description n Date Name of Purchaser Stock Consideration Par Value Actual Cost Value (Decrease) Accretion Recognized (11+12-13) B./A.C.V. Disposal Date Disposal Disposal Disposal During Year Date (a) 936772 10 2 WASATCH SMALL CAP GROWTH FD...... 04/22/2014 DIRECT...... 5,853.870 ...... 304,035 ...... XXX...... 255,314 ...... 307,153 ...... (51,839) ...... (51,839) ...... 255,314 ...... 48,721 ...... 48,721 ...... XXX... L...... 9299999. Total Common Stocks - Mutual Funds...... 1,502,533 ...... XXX...... 1,453,812 ...... 332,353 ...... (53,933) ...... 0 ...... 0 ...... (53,933) ...... 0 ...... 1,453,812 ...... 0 ...... 48,721 ...... 48,721 ...... 0 ...... XXX... ..XXX.... 9799997 Total Common Stocks - Part 4...... 17,864,416 ...... XXX...... 18,090,427 ...... 16,779,973 ...... 135,061 ...... 0 ...... 0 ...... 135,061 ...... 0 ...... 18,090,427 ...... 0 ...(226,010) ...(226,010) .....795,513 ...... XXX... ..XXX.... 9799999. Total Common Stocks...... 17,864,416 ...... XXX...... 18,090,427 ...... 16,779,973 ...... 135,061 ...... 0 ...... 0 ...... 135,061 ...... 0 ...... 18,090,427 ...... 0 ...(226,010) ...(226,010) .....795,513 ...... XXX... ..XXX.... 9899999. Total Preferred and Common Stocks...... 18,842,558 ...... XXX...... 18,808,061 ...... 17,056,422 ...... 135,061 ...... 0 ...... 0 ...... 135,061 ...... 0 ...... 18,802,868 ...... 0 ...... 39,691 ...... 39,691 .....809,358 ...... XXX... ..XXX.... 9999999. Total Bonds, Preferred and Common Stocks...... 1,054,394,315 ...... XXX...... 1,001,168,540 .....531,188,160 ...... 163,607 ..19,389,642 ...... 29,418 ....19,523,831 ..2,956,141 ...1,024,694,109 ...(548,518) 30,248,724 29,700,206 19,939,394 ...... XXX... ..XXX.... (a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues:...... 0. Q E 0 5 . 5 0 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) Purchased Options - Other - Call Options and Warrants EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 07/02/2013 .07/01/2014 ...... 72 ....11,624,400 ....1,614.9600 ...... 774,648 ...... 2,483,700 ...... 2,483,700 ...... 743,466 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 07/02/2013 .07/01/2014 ...... 20 ...... 3,229,000 ....1,614.9600 ...... 132,720 ...... 394,307 ...... 394,307 ...... 38,747 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/05/2013 .07/02/2014 ...... 29 ...... 4,695,100 ....1,614.0800 ...... 305,399 ...... 1,002,723 ...... 1,002,723 ...... 301,053 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/05/2013 .07/02/2014 ...... 4 ...... 647,400 ....1,614.0800 ...... 25,604 ...... 78,697 ...... 78,697 ...... 7,359 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/16/2013 .07/15/2014 ...... 53 ...... 8,853,650 ....1,682.5000 ...... 488,077 ...... 1,466,063 ...... 1,466,063 ...... 487,227 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/16/2013 .07/15/2014 ...... 18 ...... 3,006,900 ....1,682.5000 ...... 93,240 ...... 235,202 ...... 235,202 ...... 29,559 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/17/2013 .07/16/2014 ...... 48 ...... 8,042,400 ....1,676.2600 ...... 472,800 ...... 1,357,072 ...... 1,357,072 ...... 444,383 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/17/2013 .07/16/2014 ...... 10 ...... 1,675,500 ....1,676.2600 ...... 58,320 ...... 142,252 ...... 142,252 ...... 19,008 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/05/2013 .08/01/2014 ...... 90 ....15,311,250 ....1,706.8700 ...... 851,940 ...... 2,272,912 ...... 2,272,912 ...... 754,039 ...... Q EQ BANC of E S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/05/2013 .08/01/2014 ...... 28 ...... 4,763,500 ....1,706.8700 ...... 142,772 ...... 353,297 ...... 353,297 ...... 68,572 ...... 0

6 EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/05/2013 .08/01/2014 ...... 11 ...... 1,872,750 ....1,709.6700 ...... 98,868 ...... 274,514 ...... 274,514 ...... 91,451 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/05/2013 .08/01/2014 ...... 13 ...... 2,213,575 ....1,709.6700 ...... 62,491 ...... 158,446 ...... 158,446 ...... 29,336 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/16/2013 .08/15/2014 ...... 73 ....12,094,275 ....1,661.3200 ...... 684,229 ...... 2,159,744 ...... 2,159,744 ...... 652,876 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/16/2013 .08/15/2014 ...... 19 ...... 3,147,825 ....1,661.3200 ...... 102,961 ...... 335,117 ...... 335,117 ...... 49,908 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/19/2013 .08/15/2014 ...... 14 ...... 2,309,650 ....1,655.8300 ...... 133,490 ...... 421,086 ...... 421,086 ...... 126,068 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/19/2013 .08/05/2014 ...... 6 ...... 989,850 ....1,655.8300 ...... 33,894 ...... 114,092 ...... 114,092 ...... 18,415 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/03/2013 .08/29/2014 ...... 12 ...... 1,959,300 ....1,632.9700 ...... 76,260 ...... 272,178 ...... 272,178 ...... 44,831 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 09/03/2013 .09/02/2014 ...... 38 ...... 6,222,500 ....1,632.9700 ...... 397,898 ...... 1,228,826 ...... 1,228,826 ...... 348,734 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/04/2013 .09/03/2014 ...... 24 ...... 3,967,200 ....1,639.7700 ...... 270,120 ...... 757,955 ...... 757,955 ...... 214,936 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/04/2013 .09/03/2014 ...... 14 ...... 2,314,200 ....1,639.7700 ...... 99,162 ...... 296,650 ...... 296,650 ...... 43,793 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/05/2013 .09/04/2014 ...... 28 ...... 4,632,600 ....1,653.0800 ...... 295,708 ...... 847,701 ...... 847,701 ...... 244,450 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/05/2013 .09/04/2014 ...... 7 ...... 1,158,150 ....1,653.0800 ...... 42,462 ...... 141,181 ...... 141,181 ...... 22,738 ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/15/2014 ...... 30 ...... 5,087,250 ....1,687.9900 ...... 319,200 ...... 804,392 ...... 804,392 ...... 238,861 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/15/2014 ...... 6 ...... 1,017,450 ....1,687.9900 ...... 38,148 ...... 103,027 ...... 103,027 ...... 19,930 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/16/2014 ...... 21 ...... 3,561,075 ....1,697.6000 ...... 212,919 ...... 543,639 ...... 543,639 ...... 162,897 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/16/2014 ...... 8 ...... 1,356,600 ....1,697.6000 ...... 46,808 ...... 133,680 ...... 133,680 ...... 27,701 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/18/2013 .09/17/2014 ...... 21 ...... 3,560,025 ....1,704.7600 ...... 205,317 ...... 529,277 ...... 529,277 ...... 159,537 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/18/2013 .09/17/2014 ...... 5 ...... 847,625 ....1,704.7600 ...... 27,495 ...... 80,940 ...... 80,940 ...... 17,638 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 10/02/2013 .10/01/2014 ...... 67 ....11,299,550 ....1,695.0000 ...... 376,607 ...... 1,762,857 ...... 1,762,857 ...... 522,290 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 10/02/2013 .10/01/2014 ...... 20 ...... 3,373,000 ....1,695.0000 ...... 112,420 ...... 372,456 ...... 372,456 ...... 81,763 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/04/2013 .10/03/2014 ...... 23 ...... 3,859,400 ....1,678.6600 ...... 241,822 ...... 638,586 ...... 638,586 ...... 181,792 ......

Q EQ BANC of

E S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/16/2013 .10/15/2014 ...... 13 ...... 2,227,875 ....1,698.0600 ...... 91,806 ...... 237,486 ...... 237,486 ...... 51,581 ......

0 EQ 6 S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 10/16/2013 .10/15/2014 ...... 64 ....10,966,400 ....1,698.0600 ...... 685,632 ...... 1,656,714 ...... 1,656,714 ...... 468,902 ...... 1 EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/18/2013 .10/17/2014 ...... 12 ...... 2,080,200 ....1,733.1500 ...... 117,996 ...... 271,463 ...... 271,463 ...... 80,045 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 11/04/2013 .10/31/2014 ...... 87 ....15,312,000 ....1,761.6400 ...... 855,210 ...... 1,768,707 ...... 1,768,707 ...... 531,784 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/04/2013 .10/31/2014 ...... 42 ...... 7,379,400 ....1,761.6400 ...... 238,056 ...... 568,851 ...... 568,851 ...... 159,792 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/18/2013 .11/14/2014 ...... 69 ....12,402,750 ....1,798.1800 ...... 734,160 ...... 1,169,774 ...... 1,169,774 ...... 343,620 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/18/2013 .11/14/2014 ...... 20 ...... 3,595,000 ....1,798.1800 ...... 118,520 ...... 191,932 ...... 191,932 ...... 50,380 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 12/02/2013 .12/01/2014 ...... 37 ...... 6,681,275 ....1,805.8100 ...... 374,810 ...... 613,541 ...... 613,541 ...... 180,286 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 12/02/2013 .12/01/2014 ...... 11 ...... 1,986,600 ....1,805.8100 ...... 64,614 ...... 115,152 ...... 115,152 ...... 33,241 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/03/2013 .12/02/2014 ...... 16 ...... 2,876,000 ....1,800.9000 ...... 157,488 ...... 270,843 ...... 270,843 ...... 76,155 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/04/2013 .12/03/2014 ...... 21 ...... 3,773,175 ....1,795.1500 ...... 222,621 ...... 365,864 ...... 365,864 ...... 104,845 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/16/2013 .12/15/2014 ...... 38 ...... 6,766,850 ....1,775.3200 ...... 404,700 ...... 730,550 ...... 730,550 ...... 200,784 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/17/2013 .12/16/2014 ...... 9 ...... 1,599,525 ....1,786.5400 ...... 91,665 ...... 164,651 ...... 164,651 ...... 45,355 ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/18/2013 .12/17/2014 ...... 18 ...... 3,200,400 ....1,781.0000 ...... 191,466 ...... 338,777 ...... 338,777 ...... 94,507 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/18/2013 .12/17/2014 ...... 9 ...... 1,600,200 ....1,781.0000 ...... 55,287 ...... 117,979 ...... 117,979 ...... 33,994 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/03/2014 .01/02/2015 ...... 36 ...... 6,590,700 ....1,831.9800 ...... 361,080 ...... 536,277 ...... 536,277 ...... 175,197 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/03/2014 .01/02/2015 ...... 9 ...... 1,647,675 ....1,831.9800 ...... 51,480 ...... 79,901 ...... 79,901 ...... 28,421 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/06/2014 .01/02/2015 ...... 45 ...... 8,188,875 ....1,831.3700 ...... 438,750 ...... 672,511 ...... 672,511 ...... 233,761 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/06/2014 .01/02/2015 ...... 12 ...... 2,183,700 ....1,831.3700 ...... 65,400 ...... 102,034 ...... 102,034 ...... 36,634 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/16/2014 .01/15/2015 ...... 20 ...... 3,678,000 ....1,848.3800 ...... 195,500 ...... 278,075 ...... 278,075 ...... 82,575 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/16/2014 .01/15/2015 ...... 8 ...... 1,471,200 ....1,848.3800 ...... 39,600 ...... 59,282 ...... 59,282 ...... 19,682 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/21/2014 .01/16/2015 ...... 26 ...... 4,789,850 ....1,838.7000 ...... 271,440 ...... 381,695 ...... 381,695 ...... 110,255 ......

Q EQ

E S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/21/2014 .01/16/2015 ...... 6 ...... 1,105,350 ....1,838.7000 ...... 39,468 ...... 52,147 ...... 52,147 ...... 12,679 ......

0 EQ 6 S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/03/2014 .02/02/2015 ...... 70 ....12,276,250 ....1,782.5900 ...... 697,900 ...... 1,363,502 ...... 1,363,502 ...... 665,602 ...... 2 EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/03/2014 .02/02/2015 ...... 12 ...... 2,104,500 ....1,782.5900 ...... 64,320 ...... 180,543 ...... 180,543 ...... 116,223 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/04/2014 .02/03/2015 ...... 16 ...... 2,795,200 ....1,741.8900 ...... 184,080 ...... 365,583 ...... 365,583 ...... 181,503 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/04/2014 .02/03/2015 ...... 6 ...... 1,047,000 ....1,741.8900 ...... 42,330 ...... 113,170 ...... 113,170 ...... 70,840 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/18/2014 .02/13/2015 ...... 59 ....10,817,650 ....1,838.6300 ...... 581,858 ...... 895,518 ...... 895,518 ...... 313,660 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/18/2014 .02/13/2015 ...... 15 ...... 2,750,250 ....1,838.6300 ...... 83,070 ...... 140,887 ...... 140,887 ...... 57,817 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/19/2014 .02/18/2015 ...... 16 ...... 2,941,600 ....1,840.7600 ...... 161,376 ...... 239,469 ...... 239,469 ...... 78,093 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/19/2014 .02/18/2015 ...... 10 ...... 1,838,500 ....1,840.7600 ...... 56,060 ...... 97,702 ...... 97,702 ...... 41,642 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/03/2014 .02/27/2015 ...... 60 ....11,049,000 ....1,859.4500 ...... 561,780 ...... 827,476 ...... 827,476 ...... 265,696 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/03/2014 .02/27/2015 ...... 12 ...... 2,209,800 ....1,859.4500 ...... 71,916 ...... 106,359 ...... 106,359 ...... 34,443 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/04/2014 .03/03/2015 ...... 16 ...... 2,990,000 ....1,845.7300 ...... 186,496 ...... 236,837 ...... 236,837 ...... 50,341 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/04/2014 .03/03/2015 ...... 4 ...... 747,900 ....1,845.7300 ...... 29,376 ...... 40,315 ...... 40,315 ...... 10,939 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/17/2014 .03/13/2015 ...... 64 ....11,857,600 ....1,841.1300 ...... 711,872 ...... 982,262 ...... 982,262 ...... 270,390 ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/17/2014 .03/13/2015 ...... 14 ...... 2,593,850 ....1,841.1300 ...... 97,622 ...... 144,063 ...... 144,063 ...... 46,441 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/18/2014 .03/17/2015 ...... 14 ...... 2,605,050 ....1,858.8300 ...... 145,880 ...... 197,824 ...... 197,824 ...... 51,944 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/18/2014 .03/17/2015 ...... 6 ...... 1,116,450 ....1,858.8300 ...... 37,290 ...... 54,372 ...... 54,372 ...... 17,082 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/02/2014 .04/01/2015 ...... 64 ....12,046,400 ....1,889.6000 ...... 638,400 ...... 785,739 ...... 785,739 ...... 147,339 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/02/2014 .04/01/2015 ...... 18 ...... 3,388,050 ....1,889.6000 ...... 103,482 ...... 131,115 ...... 131,115 ...... 27,633 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/03/2014 .04/02/2015 ...... 12 ...... 2,260,800 ....1,890.9000 ...... 125,376 ...... 146,720 ...... 146,720 ...... 21,344 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 04/16/2014 .04/15/2015 ...... 72 ....13,285,800 ....1,842.9800 ...... 765,720 ...... 1,138,255 ...... 1,138,255 ...... 372,535 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 04/16/2014 .04/15/2015 ...... 22 ...... 4,059,550 ....1,842.9800 ...... 142,670 ...... 248,069 ...... 248,069 ...... 105,399 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/17/2014 .04/16/2015 ...... 19 ...... 3,528,300 ....1,862.3100 ...... 194,864 ...... 273,980 ...... 273,980 ...... 79,116 ......

Q EQ BANC of

E S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/17/2014 .04/16/2015 ...... 8 ...... 1,485,600 ....1,862.3100 ...... 45,192 ...... 77,397 ...... 77,397 ...... 32,205 ......

0 EQ 6 S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/02/2014 .05/01/2015 ...... 74 ....13,941,600 ....1,883.6800 ...... 735,560 ...... 987,477 ...... 987,477 ...... 251,917 ...... 3 EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 05/02/2014 .05/01/2015 ...... 22 ...... 4,144,250 ....1,883.6800 ...... 131,406 ...... 191,017 ...... 191,017 ...... 59,611 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/05/2014 .05/01/2015 ...... 17 ...... 3,190,475 ....1,881.1400 ...... 168,895 ...... 229,726 ...... 229,726 ...... 60,831 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/16/2014 .05/15/2015 ...... 56 ....10,455,200 ....1,870.8500 ...... 547,400 ...... 803,482 ...... 803,482 ...... 256,082 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/16/2014 .05/15/2015 ...... 16 ...... 2,987,200 ....1,870.8500 ...... 88,960 ...... 160,205 ...... 160,205 ...... 71,245 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 05/19/2014 .05/15/2015 ...... 15 ...... 2,813,250 ....1,877.8600 ...... 143,265 ...... 207,125 ...... 207,125 ...... 63,860 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/02/2014 .06/01/2015 ...... 59 ....11,305,875 ....1,923.5700 ...... 562,270 ...... 662,747 ...... 662,747 ...... 100,477 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/02/2014 .06/01/2015 ...... 13 ...... 2,488,525 ....1,923.5700 ...... 72,969 ...... 85,929 ...... 85,929 ...... 12,960 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/03/2014 .06/02/2015 ...... 13 ...... 2,494,050 ....1,924.9700 ...... 111,982 ...... 145,228 ...... 145,228 ...... 33,246 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/03/2014 .06/02/2015 ...... 8 ...... 1,534,800 ....1,924.9700 ...... 42,944 ...... 53,699 ...... 53,699 ...... 10,755 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/04/2014 .06/03/2015 ...... 24 ...... 4,620,000 ....1,924.2400 ...... 237,600 ...... 269,784 ...... 269,784 ...... 32,184 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/04/2014 .06/03/2015 ...... 8 ...... 1,540,000 ....1,924.2400 ...... 46,000 ...... 53,342 ...... 53,342 ...... 7,342 ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/16/2014 .06/15/2015 ...... 60 ....11,581,500 ....1,936.1600 ...... 610,500 ...... 642,946 ...... 642,946 ...... 32,446 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/16/2014 .06/15/2015 ...... 12 ...... 2,319,900 ....1,936.1600 ...... 70,020 ...... 74,953 ...... 74,953 ...... 4,933 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/17/2014 .06/16/2015 ...... 17 ...... 3,286,100 ....1,937.7800 ...... 175,525 ...... 181,072 ...... 181,072 ...... 5,547 ...... EQ S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/17/2014 .06/16/2015 ...... 6 ...... 1,159,800 ....1,937.7800 ...... 35,100 ...... 36,514 ...... 36,514 ...... 1,414 ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/18/2014 .06/17/2015 ...... 18 ...... 3,482,550 ....1,941.9900 ...... 188,676 ...... 187,211 ...... 187,211 ...... (1,465) ...... EQ BANC of S&P 500 Call Option - Long...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/18/2014 .06/17/2015 ...... 6 ...... 1,160,850 ....1,941.9900 ...... 32,532 ...... 34,667 ...... 34,667 ...... 2,135 ...... 0299999. Total-Purchased Options-Other-Call Options and Warrants...... 11,627,830 ....11,193,252 ...... 0 ...... 46,301,061 XXX ....46,301,059 ....13,411,580 ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0359999. Total-Purchased Options-Other...... 11,627,830 ....11,193,252 ...... 0 ...... 46,301,061 XXX ....46,301,059 ....13,411,580 ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0369999. Total-Purchased Options-Call Options and Warrants...... 11,627,830 ....11,193,252 ...... 0 ...... 46,301,061 XXX ....46,301,059 ....13,411,580 ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0429999. Total-Purchased Options...... 11,627,830 ....11,193,252 ...... 0 ...... 46,301,061 XXX ....46,301,059 ....13,411,580 ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX......

Written Options - Other - Call Options and Warrants Q EQ BANC of E S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 07/02/2013 .07/01/2014 ...... 72 ....11,624,400 ....1,685.4900 ...... (478,440) ...... (1,975,887) ...... (1,975,887) ...... (674,337) ...... 0

6 EQ BANC of

. S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 07/02/2013 .07/01/2014 ...... 20 ...... 3,229,000 ....1,693.9200 ...... (49,640) ...... (236,389) ...... (236,389) ...... (34,024) ...... 4 EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/05/2013 .07/02/2014 ...... 29 ...... 4,695,100 ....1,674.4600 ...... (206,973) ...... (827,625) ...... (827,625) ...... (277,574) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/05/2013 .07/02/2014 ...... 4 ...... 647,400 ....1,685.4200 ...... (10,884) ...... (50,162) ...... (50,162) ...... (6,429) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/16/2013 .07/15/2014 ...... 53 ...... 8,853,650 ....1,753.6000 ...... (292,136) ...... (1,089,475) ...... (1,089,475) ...... (405,496) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/16/2013 .07/15/2014 ...... 18 ...... 3,006,900 ....1,763.6000 ...... (30,276) ...... (89,232) ...... (89,232) ...... (10,573) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/17/2013 .07/16/2014 ...... 48 ...... 8,042,400 ....1,737.0400 ...... (314,208) ...... (1,065,566) ...... (1,065,566) ...... (385,113) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 07/17/2013 .07/16/2014 ...... 10 ...... 1,675,500 ....1,747.6200 ...... (23,610) ...... (70,897) ...... (70,897) ...... (11,863) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/05/2013 .08/01/2014 ...... 90 ....15,311,250 ....1,776.3200 ...... (505,350) ...... (1,655,020) ...... (1,655,020) ...... (602,683) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/05/2013 .08/01/2014 ...... 28 ...... 4,763,500 ....1,785.2100 ...... (39,620) ...... (133,967) ...... (133,967) ...... (29,453) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/05/2013 .08/01/2014 ...... 11 ...... 1,872,750 ....1,786.0800 ...... (56,771) ...... (191,324) ...... (191,324) ...... (69,780) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/05/2013 .08/01/2014 ...... 13 ...... 2,213,575 ....1,797.1700 ...... (17,472) ...... (44,718) ...... (44,718) ...... (5,593) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/16/2013 .08/15/2014 ...... 73 ....12,094,275 ....1,723.6200 ...... (440,190) ...... (1,710,769) ...... (1,710,769) ...... (564,361) ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 08/16/2013 .08/15/2014 ...... 19 ...... 3,147,825 ....1,735.8300 ...... (36,347) ...... (193,574) ...... (193,574) ...... (36,764) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/19/2013 .08/15/2014 ...... 14 ...... 2,309,650 ....1,723.1900 ...... (80,696) ...... (327,940) ...... (327,940) ...... (108,230) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 08/19/2013 .08/05/2014 ...... 6 ...... 989,850 ....1,738.6200 ...... (9,996) ...... (64,426) ...... (64,426) ...... (14,260) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/03/2013 .08/29/2014 ...... 12 ...... 1,959,300 ....1,707.5800 ...... (28,680) ...... (182,662) ...... (182,662) ...... (39,389) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 09/03/2013 .09/02/2014 ...... 38 ...... 6,222,500 ....1,696.3500 ...... (264,708) ...... (992,291) ...... (992,291) ...... (307,689) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/04/2013 .09/03/2014 ...... 24 ...... 3,967,200 ....1,704.6100 ...... (175,296) ...... (605,124) ...... (605,124) ...... (187,519) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/04/2013 .09/03/2014 ...... 14 ...... 2,314,200 ....1,711.6400 ...... (41,930) ...... (196,051) ...... (196,051) ...... (36,892) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/05/2013 .09/04/2014 ...... 28 ...... 4,632,600 ....1,714.3100 ...... (192,920) ...... (679,750) ...... (679,750) ...... (212,649) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/05/2013 .09/04/2014 ...... 7 ...... 1,158,150 ....1,724.3800 ...... (18,431) ...... (91,281) ...... (91,281) ...... (18,717) ......

Q EQ BANC of

E S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/15/2014 ...... 30 ...... 5,087,250 ....1,752.5200 ...... (199,650) ...... (617,545) ...... (617,545) ...... (197,087) ......

0 EQ BANC of 6 S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/15/2014 ...... 6 ...... 1,017,450 ....1,770.9500 ...... (11,388) ...... (53,312) ...... (53,312) ...... (12,577) ...... 5 EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/16/2014 ...... 21 ...... 3,561,075 ....1,767.8500 ...... (126,231) ...... (402,025) ...... (402,025) ...... (129,529) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/17/2013 .09/16/2014 ...... 8 ...... 1,356,600 ....1,779.3600 ...... (13,360) ...... (68,373) ...... (68,373) ...... (17,250) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/18/2013 .09/17/2014 ...... 21 ...... 3,560,025 ....1,768.0700 ...... (127,176) ...... (401,950) ...... (401,950) ...... (129,113) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 09/18/2013 .09/17/2014 ...... 5 ...... 847,625 ....1,775.7500 ...... (9,110) ...... (45,499) ...... (45,499) ...... (11,905) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 10/02/2013 .10/01/2014 ...... 67 ....11,299,550 ....1,764.2600 ...... (152,157) ...... (1,321,313) ...... (1,321,313) ...... (417,754) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 10/02/2013 .10/01/2014 ...... 20 ...... 3,373,000 ....1,774.8900 ...... (38,720) ...... (212,941) ...... (212,941) ...... (57,399) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/04/2013 .10/03/2014 ...... 23 ...... 3,859,400 ....1,740.0700 ...... (155,779) ...... (503,587) ...... (503,587) ...... (153,138) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/16/2013 .10/15/2014 ...... 13 ...... 2,227,875 ....1,776.2900 ...... (33,033) ...... (136,119) ...... (136,119) ...... (34,636) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 10/16/2013 .10/15/2014 ...... 64 ....10,966,400 ....1,764.9000 ...... (427,008) ...... (1,256,268) ...... (1,256,268) ...... (374,829) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 10/18/2013 .10/17/2014 ...... 12 ...... 2,080,200 ....1,797.3500 ...... (70,800) ...... (200,821) ...... (200,821) ...... (61,723) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 11/04/2013 .10/31/2014 ...... 87 ....15,312,000 ....1,830.4700 ...... (548,535) ...... (1,238,089) ...... (1,238,089) ...... (376,017) ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/04/2013 .10/31/2014 ...... 42 ...... 7,379,400 ....1,841.3000 ...... (72,576) ...... (240,558) ...... (240,558) ...... (60,634) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/18/2013 .11/14/2014 ...... 69 ....12,402,750 ....1,867.5000 ...... (451,053) ...... (775,658) ...... (775,658) ...... (222,651) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 11/18/2013 .11/14/2014 ...... 20 ...... 3,595,000 ....1,879.0100 ...... (37,780) ...... (44,713) ...... (44,713) ...... 8,491 ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 12/02/2013 .12/01/2014 ...... 37 ...... 6,681,275 ....1,876.2400 ...... (235,764) ...... (403,626) ...... (403,626) ...... (113,765) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 12/02/2013 .12/01/2014 ...... 11 ...... 1,986,600 ....1,890.3400 ...... (21,637) ...... (31,064) ...... (31,064) ...... 125 ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/03/2013 .12/02/2014 ...... 16 ...... 2,876,000 ....1,870.3200 ...... (96,064) ...... (181,958) ...... (181,958) ...... (49,438) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/04/2013 .12/03/2014 ...... 21 ...... 3,773,175 ....1,853.9400 ...... (145,572) ...... (264,758) ...... (264,758) ...... (75,406) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/16/2013 .12/15/2014 ...... 38 ...... 6,766,850 ....1,845.3700 ...... (255,550) ...... (512,005) ...... (512,005) ...... (140,565) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 12/17/2013 .12/16/2014 ...... 9 ...... 1,599,525 ....1,855.6300 ...... (55,890) ...... (114,432) ...... (114,432) ...... (31,162) ......

Q EQ BANC of

E S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/18/2013 .12/17/2014 ...... 18 ...... 3,200,400 ....1,837.8900 ...... (127,296) ...... (254,187) ...... (254,187) ...... (71,400) ......

0 EQ BANC of 6 S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 12/18/2013 .12/17/2014 ...... 9 ...... 1,600,200 ....1,847.8900 ...... (21,618) ...... (60,564) ...... (60,564) ...... (14,685) ...... 6 EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/03/2014 .01/02/2015 ...... 36 ...... 6,590,700 ....1,896.8500 ...... (221,040) ...... (362,895) ...... (362,895) ...... (141,855) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/03/2014 .01/02/2015 ...... 9 ...... 1,647,675 ....1,904.8900 ...... (16,875) ...... (25,236) ...... (25,236) ...... (8,361) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/06/2014 .01/02/2015 ...... 45 ...... 8,188,875 ....1,902.9400 ...... (258,345) ...... (434,844) ...... (434,844) ...... (176,499) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/06/2014 .01/02/2015 ...... 12 ...... 2,183,700 ....1,913.8700 ...... (19,200) ...... (23,560) ...... (23,560) ...... (4,360) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/16/2014 .01/15/2015 ...... 20 ...... 3,678,000 ....1,917.0800 ...... (118,500) ...... (180,935) ...... (180,935) ...... (62,435) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/16/2014 .01/15/2015 ...... 8 ...... 1,471,200 ....1,927.7900 ...... (10,200) ...... (12,894) ...... (12,894) ...... (2,694) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/21/2014 .01/16/2015 ...... 26 ...... 4,789,850 ....1,909.8000 ...... (156,416) ...... (248,635) ...... (248,635) ...... (92,219) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 01/21/2014 .01/16/2015 ...... 6 ...... 1,105,350 ....1,920.4100 ...... (12,954) ...... (13,676) ...... (13,676) ...... (722) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/03/2014 .02/02/2015 ...... 70 ....12,276,250 ....1,847.5800 ...... (463,890) ...... (1,004,086) ...... (1,004,086) ...... (540,196) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/03/2014 .02/02/2015 ...... 12 ...... 2,104,500 ....1,861.1300 ...... (24,564) ...... (93,327) ...... (93,327) ...... (68,763) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/04/2014 .02/03/2015 ...... 16 ...... 2,795,200 ....1,815.7800 ...... (111,344) ...... (267,894) ...... (267,894) ...... (156,550) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/04/2014 .02/03/2015 ...... 6 ...... 1,047,000 ....1,824.2800 ...... (15,144) ...... (65,837) ...... (65,837) ...... (50,693) ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/18/2014 .02/13/2015 ...... 59 ....10,817,650 ....1,906.8200 ...... (360,490) ...... (610,864) ...... (610,864) ...... (250,374) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 02/18/2014 .02/13/2015 ...... 15 ...... 2,750,250 ....1,919.1800 ...... (27,150) ...... (47,153) ...... (47,153) ...... (20,003) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/19/2014 .02/18/2015 ...... 16 ...... 2,941,600 ....1,917.7400 ...... (92,832) ...... (153,838) ...... (153,838) ...... (61,006) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 02/19/2014 .02/18/2015 ...... 10 ...... 1,838,500 ....1,926.9900 ...... (14,520) ...... (30,791) ...... (30,791) ...... (16,271) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/03/2014 .02/27/2015 ...... 60 ....11,049,000 ....1,934.1400 ...... (300,000) ...... (529,583) ...... (529,583) ...... (229,583) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/03/2014 .02/27/2015 ...... 12 ...... 2,209,800 ....1,942.4400 ...... (24,000) ...... (33,661) ...... (33,661) ...... (9,661) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/04/2014 .03/03/2015 ...... 16 ...... 2,990,000 ....1,921.7600 ...... (108,528) ...... (153,767) ...... (153,767) ...... (45,239) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 03/04/2014 .03/03/2015 ...... 4 ...... 747,900 ....1,935.9900 ...... (8,000) ...... (12,901) ...... (12,901) ...... (4,901) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/17/2014 .03/13/2015 ...... 64 ....11,857,600 ....1,916.1400 ...... (436,864) ...... (653,425) ...... (653,425) ...... (216,561) ......

Q EQ

E S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/17/2014 .03/13/2015 ...... 14 ...... 2,593,850 ....1,926.9100 ...... (33,810) ...... (53,024) ...... (53,024) ...... (19,214) ......

0 EQ 6 S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/18/2014 .03/17/2015 ...... 14 ...... 2,605,050 ....1,934.3700 ...... (83,790) ...... (128,246) ...... (128,246) ...... (44,456) ...... 7 EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 03/18/2014 .03/17/2015 ...... 6 ...... 1,116,450 ....1,947.8900 ...... (9,534) ...... (16,799) ...... (16,799) ...... (7,265) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/02/2014 .04/01/2015 ...... 64 ....12,046,400 ....1,969.3600 ...... (338,560) ...... (478,348) ...... (478,348) ...... (139,788) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/02/2014 .04/01/2015 ...... 18 ...... 3,388,050 ....1,977.4500 ...... (23,472) ...... (35,298) ...... (35,298) ...... (11,826) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/03/2014 .04/02/2015 ...... 12 ...... 2,260,800 ....1,958.5900 ...... (74,580) ...... (97,146) ...... (97,146) ...... (22,566) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 04/16/2014 .04/15/2015 ...... 72 ....13,285,800 ....1,922.1900 ...... (451,080) ...... (756,995) ...... (756,995) ...... (305,915) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 04/16/2014 .04/15/2015 ...... 22 ...... 4,059,550 ....1,928.7200 ...... (48,884) ...... (106,275) ...... (106,275) ...... (57,391) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/17/2014 .04/16/2015 ...... 19 ...... 3,528,300 ....1,932.1800 ...... (113,696) ...... (187,901) ...... (187,901) ...... (74,205) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 04/17/2014 .04/16/2015 ...... 8 ...... 1,485,600 ....1,940.8800 ...... (11,488) ...... (32,773) ...... (32,773) ...... (21,285) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/02/2014 .05/01/2015 ...... 74 ....13,941,600 ....1,959.7600 ...... (415,140) ...... (644,917) ...... (644,917) ...... (229,777) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 05/02/2014 .05/01/2015 ...... 22 ...... 4,144,250 ....1,966.8600 ...... (35,178) ...... (72,788) ...... (72,788) ...... (37,610) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/05/2014 .05/01/2015 ...... 17 ...... 3,190,475 ....1,964.1000 ...... (90,134) ...... (144,145) ...... (144,145) ...... (54,011) ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/16/2014 .05/15/2015 ...... 56 ....10,455,200 ....1,944.1700 ...... (316,456) ...... (547,412) ...... (547,412) ...... (230,956) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 05/16/2014 .05/15/2015 ...... 16 ...... 2,987,200 ....1,951.4100 ...... (25,856) ...... (72,243) ...... (72,243) ...... (46,387) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 05/19/2014 .05/15/2015 ...... 15 ...... 2,813,250 ....1,959.7200 ...... (70,500) ...... (132,407) ...... (132,407) ...... (61,907) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/02/2014 .06/01/2015 ...... 59 ....11,305,875 ....2,005.1100 ...... (300,251) ...... (405,925) ...... (405,925) ...... (105,674) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/02/2014 .06/01/2015 ...... 13 ...... 2,488,525 ....2,015.9200 ...... (15,613) ...... (26,026) ...... (26,026) ...... (10,413) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/03/2014 .06/02/2015 ...... 13 ...... 2,494,050 ....1,999.9700 ...... (66,989) ...... (92,751) ...... (92,751) ...... (25,762) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/03/2014 .06/02/2015 ...... 8 ...... 1,534,800 ....2,009.8800 ...... (13,472) ...... (18,403) ...... (18,403) ...... (4,931) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/04/2014 .06/03/2015 ...... 24 ...... 4,620,000 ....1,994.4400 ...... (141,000) ...... (178,466) ...... (178,466) ...... (37,466) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/04/2014 .06/03/2015 ...... 8 ...... 1,540,000 ....2,004.5800 ...... (14,400) ...... (20,125) ...... (20,125) ...... (5,725) ......

Q EQ

E S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/16/2014 .06/15/2015 ...... 60 ....11,581,500 ....2,016.4100 ...... (351,540) ...... (395,852) ...... (395,852) ...... (44,312) ......

0 EQ 6 S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX HSBC BANK, NA ...... 06/16/2014 .06/15/2015 ...... 12 ...... 2,319,900 ....2,026.6800 ...... (20,076) ...... (23,354) ...... (23,354) ...... (3,278) ...... 8 EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/17/2014 .06/16/2015 ...... 17 ...... 3,286,100 ....2,017.9800 ...... (100,113) ...... (111,441) ...... (111,441) ...... (11,328) ...... EQ S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX JP MORGAN...... 06/17/2014 .06/16/2015 ...... 6 ...... 1,159,800 ....2,037.5600 ...... (9,714) ...... (10,014) ...... (10,014) ...... (300) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/18/2014 .06/17/2015 ...... 18 ...... 3,482,550 ....2,012.0200 ...... (110,916) ...... (122,169) ...... (122,169) ...... (11,253) ...... EQ BANC of S&P 500 Call Option - Short...... Indexed Annuity...... N/A...... INDEX AMERICA ...... 06/18/2014 .06/17/2015 ...... 6 ...... 1,160,850 ....2,022.8400 ...... (6,282) ...... (12,421) ...... (12,421) ...... (6,139) ...... 0719999. Total-Written Options-Other-Call Options and Warrants...... (6,748,321) .....(6,093,380) ...... 0 ...... (31,698,960) XXX ...(31,698,961) ...(10,573,521) ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0779999. Total-Written Options-Other...... (6,748,321) .....(6,093,380) ...... 0 ...... (31,698,960) XXX ...(31,698,961) ...(10,573,521) ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0789999. Total-Written Options-Call Options and Warrants...... (6,748,321) .....(6,093,380) ...... 0 ...... (31,698,960) XXX ...(31,698,961) ...(10,573,521) ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 0849999. Total-Written Options...... (6,748,321) .....(6,093,380) ...... 0 ...... (31,698,960) XXX ...(31,698,961) ...(10,573,521) ...... 0 ...... 0 ...... 0 ...... 0 ...... XXX ...... XXX......

Forwards - Hedging Other AUD Denominated Debt FX Forward - Short AUD...... Securities Currency ...... HSBC BANK, NA ...... 06/18/2014 .07/25/2014 ...... 1 ...... 4,659,500 ...... 0.9319 ...... (48,690) ...... (48,690) ...... (48,690) ...... 6,097 ...... AUD Denominated Debt FX Forward - Short AUD...... Securities Currency ...... HSBC BANK, NA ...... 06/18/2014 .07/25/2014 ...... 1 ...... 449,176 ...... 0.9319 ...... (4,694) ...... (4,694) ...... (4,694) ...... 588 ...... EUR Denominated Debt FX Forward - Short EUR...... Securities Currency ...... HSBC BANK, NA ...... 06/18/2014 .07/25/2014 ...... 1 ....19,822,476 ...... 1.3574 ...... (174,056) ...... (174,056) ...... (174,056) ...... 25,939 ...... EUR Denominated Debt FX Forward - Short EUR...... Securities Currency ...... HSBC BANK, NA ...... 06/18/2014 .07/25/2014 ...... 1 ...... 1,493,140 ...... 1.3574 ...... (13,111) ...... (13,111) ...... (13,111) ...... 1,954 ...... Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description of Strike Cumulative Current Year Total Adjustment Hedge Item(s) Hedged, Exchange, Price, Rate Prior Year(s) Initial Cost Book/ Unrealized Foreign Current to Carrying Credit Effectiveness Used for Income Schedule Type(s) Counterparty Date of of Indexed Initial Cost of Premium Current Adjusted Valuation Exchange Year's Value of Quality of at Inception Generation /Exhibit of Risk or Central Trade Maturity or Number of Notional Received of Premium (Received) Year Carrying Fair Increase Change in (Amortization) Hedged Potential Reference and at Description or Replicated Identifier (a) Clearinghouse Date Expiration Contracts Amount (Paid) (Received) Paid Paid Income Value Code Value (Decrease) B./A.C.V. Accretion Items Exposure Entity Quarter-end (b) 1229999. Total-Forwards-Hedging Other...... 0 ...... 0 ...... 0 ...... (240,551) XXX ...... (240,551) ...... (240,551) ...... 0 ...... 0 ...... 0 ...... 34,578 ....XXX...... XXX...... 1269999. Total-Forwards...... 0 ...... 0 ...... 0 ...... (240,551) XXX ...... (240,551) ...... (240,551) ...... 0 ...... 0 ...... 0 ...... 34,578 ....XXX...... XXX...... 1409999. Total-Hedging Other...... 0 ...... 0 ...... 0 ...... (240,551) XXX ...... (240,551) ...... (240,551) ...... 0 ...... 0 ...... 0 ...... 34,578 ....XXX...... XXX...... 1439999. Total-Other...... 4,879,509 ...... 5,099,872 ...... 0 ...... 14,602,101 XXX ....14,602,098 ...... 2,838,059 ...... 0 ...... 0 ...... 0 ...... 0 ....XXX...... XXX...... 1449999. TOTAL...... 4,879,509 ...... 5,099,872 ...... 0 ...... 14,361,550 XXX ....14,361,547 ...... 2,597,508 ...... 0 ...... 0 ...... 0 ...... 34,578 ....XXX...... XXX...... Q E 0 (a) Code Description of Hedged Risk(s) 6 . 9

NONE

(b) Code Financial or Economic Impact of the Hedge at the End of the Reporting Period

NONE Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART B - SECTION 1 Futures Contracts Open as of the Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22 15 16 17 Description of Change in Cumulative Change in Hedge Item(s) Hedged, Book/ Variation Margin Variation Variation Margin Effectiveness Used for Schedule/ Type(s) Date of Reporting Adjusted Cumulative Deferred Gain (Loss) Used Margin Gain (Loss) at Inception Value of Ticker Number of Notional Income General Exhibit of Risk Maturity or Trade Transaction Date Fair Carrying Variation Variation to Adjust Basis for All Other Recognized in Potential and at One (1) Symbol Contracts Amount Description or Replicated Identifier (a) Expiration Exchange Date Price Price Value Value Margin Margin of Hedged Item Hedges Current Year Exposure Quarter-end (b) Point Long Futures Hedging Other UCQ4...... 53 ...... 2,650 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/24/2014...... 1,018.9647 ...... 1,013.3501 ...... (14,879) ...... (14,879) ...... (14,879) ...... 320,334 ...... 50 UCQ4...... 159 ...... 7,950 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/25/2014...... 1,013.5800 ...... 1,013.3501 ...... (1,828) ...... (1,828) ...... (1,828) ...... 961,002 ...... 50 UCQ4...... 31 ...... 1,550 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/25/2014...... 1,013.8100 ...... 1,013.3501 ...... (713) ...... (713) ...... (713) ...... 187,365 ...... 50 UCQ4...... 60 ...... 3,000 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/26/2014...... 1,006.3200 ...... 1,013.3501 ...... 21,090 ...... 21,090 ...... 21,090 ...... 362,642 ...... 50 UCQ4...... 130 ...... 6,500 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/26/2014...... 1,006.5400 ...... 1,013.3501 ...... 44,266 ...... 44,266 ...... 44,266 ...... 785,725 ...... 50 UCQ4...... 142 ...... 7,100 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/27/2014...... 1,007.4700 ...... 1,013.3501 ...... 41,749 ...... 41,749 ...... 41,749 ...... 858,254 ...... 50 UCQ4...... 206 .....10,300 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/26/2014...... 1,012.6800 ...... 1,013.3501 ...... 6,902 ...... 6,902 ...... 6,902 ...... 1,245,072 ...... 50 UCQ4...... 669 .....33,450 BM&F - DOL - USD Future...... Brazillian Debt Securities / BRL...... N/A...... Currency Aug 2014...... BM&F...... 06/26/2014...... 1,012.0000 ...... 1,013.3501 ...... 45,161 ...... 45,161 ...... 45,161 ...... 4,043,463 ...... 50 12829999. Total-Long Futures-Hedging Other...... 141,748 ...... 0 ...... 0 ...... 0 ...... 0 ...... 141,748 ...... 141,748 ...... 8,763,857 ...... XXX...... XXX...... 1329999. Total-Long Futures...... 141,748 ...... 0 ...... 0 ...... 0 ...... 0 ...... 141,748 ...... 141,748 ...... 8,763,857 ...... XXX...... XXX...... Short Futures Hedging Other FVU4...... 50 .....50,000 U.S. Treasury Future - 5yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 06/18/2014...... 118.8672 ...... 119.4609 ...... (29,688) ...... (29,688) ...... (29,688) ...... 45,000 ...... 1,000 TYU4...... 55 .....55,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 125.1250 ...... 125.1719 ...... (2,578) ...... (2,578) ...... (2,578) ...... 71,500 ...... 1,000 TYU4...... 20 .....20,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 06/25/2014...... 124.9531 ...... 125.1719 ...... (4,375) ...... (4,375) ...... (4,375) ...... 26,000 ...... 1,000 TYU4...... 10 .....10,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 06/30/2014...... 125.1250 ...... 125.1719 ...... (469) ...... (469) ...... (469) ...... 13,000 ...... 1,000 TYU4...... 1,833 1,833,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 125.1250 ...... 125.1719 ...... (85,931) ...... (85,931) ...... (85,931) ...... 2,382,900 ...... 1,000

Q TYU4...... 40 .....40,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 125.1250 ...... 125.1719 ...... (1,875) ...... (1,875) ...... (1,875) ...... 52,000 ...... 1,000

E TYU4...... 650 ...650,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 125.1250 ...... 125.1719 ...... (30,472) ...... (30,472) ...... (30,472) ...... 845,000 ...... 1,000

0 USU4...... 75 .....75,000 U.S. Treasury Future - 30yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 136.6328 ...... 137.1875 ...... (41,602) ...... (41,602) ...... (41,602) ...... 157,500 ...... 1,000

7 USU4...... 136 ...136,000 U.S. Treasury Future - 30yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/28/2014...... 136.6328 ...... 137.1875 ...... (75,438) ...... (75,438) ...... (75,438) ...... 285,600 ...... 1,000 FVU4...... 570 ...570,000 U.S. Treasury Future - 5yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/29/2014...... 119.8984 ...... 119.4609 ...... 249,375 ...... 249,375 ...... 249,375 ...... 513,000 ...... 1,000 TYU4...... 4,110 4,110,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/29/2014...... 125.7109 ...... 125.1719 ...... 2,215,537 ...... 2,215,537 ...... 2,215,537 ...... 5,343,000 ...... 1,000 TYU4...... 100 ...100,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 06/20/2014...... 124.0938 ...... 125.1719 ...... (107,813) ...... (107,813) ...... (107,813) ...... 130,000 ...... 1,000 TYU4...... 100 ...100,000 U.S. Treasury Future - 10yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 06/26/2014...... 125.0313 ...... 125.1719 ...... (14,063) ...... (14,063) ...... (14,063) ...... 130,000 ...... 1,000 USU4...... 174 ...174,000 U.S. Treasury Future - 30yr...... Corporate Debt Securities...... N/A...... Interest... Sep 2014...... CBOT...... 05/29/2014...... 137.9063 ...... 137.1875 ...... 125,063 ...... 125,063 ...... 125,063 ...... 365,400 ...... 1,000 13429999. Total-Short Futures-Hedging Other...... 2,195,671 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2,195,671 ...... 2,195,671 ....10,359,900 ...... XXX...... XXX...... 1389999. Total-Short Futures...... 2,195,671 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2,195,671 ...... 2,195,671 ....10,359,900 ...... XXX...... XXX...... 1409999. Total-Hedging Other...... 2,337,419 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2,337,419 ...... 2,337,419 ....19,123,757 ...... XXX...... XXX...... 1449999. TOTAL...... 2,337,419 ...... 0 ...... 0 ...... 0 ...... 0 ...... 2,337,419 ...... 2,337,419 ....19,123,757 ...... XXX...... XXX......

(a) Code Description of Hedged Risk(s) NONE

(b) Code Financial or Economic Impact of the Hedge at the End of the Reporting Period NONE Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

NONE

Broker Name Beginning Cash Balance Cumulative Cash Change Ending Cash Balance Brokers Goldman Sachs ...... 5,666,425 ...... 4,693,475 ...... 10,359,900 Total Net Cash Deposits...... 5,666,425 ...... 4,693,475 ...... 10,359,900 Q E 0 7 . 1 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE DB - PART D - SECTION 1 Counterparty Exposure for Derivative Instruments Open as of Current Statement Date 1 2 3 4 Book Adjusted Carrying Value Fair Value 11 12 5 6 7 8 9 10 Credit Contracts With Contracts With Description of Exchange, Master Support Fair Value Book Adjusted Book Adjusted Contracts Contracts Off-Balance Counterparty or Central Agreement Annex of Acceptable Carrying Carrying Exposure Net With Fair With Fair Exposure Net Potential Sheet Clearinghouse (Y or N) (Y or N) Collateral Value > 0 Value < 0 of Collateral Value > 0 Value < 0 of Collateral Exposure Exposure Exchange Traded Derivatives 0199999. Aggregate Sum of Exchange Traded...... XXX...... XXX...... XXX...... 10,359,900 ...... 10,359,900 ...... 2,749,143 ...... (411,724) ...... 2,749,143 ...... 19,123,757 ...... NAIC 1 Designation BANC of AMERICA...... Y...... N...... 18,598,539 ...... (12,663,717) ...... 5,934,822 ...... 18,598,539 ...... (12,663,717) ...... 5,934,822 ...... 0 HSBC BANK, NA...... Y...... N...... 13,345,252 ...... (9,907,723) ...... 3,437,529 ...... 13,345,252 ...... (9,907,723) ...... 3,437,529 ...... 34,578 ...... 34,578 JP MORGAN...... Y...... N...... 14,357,270 ...... (9,368,071) ...... 4,989,199 ...... 14,357,270 ...... (9,368,071) ...... 4,989,199 ...... 0 0299999. Total NAIC 1 Designation...... 0 ...... 46,301,061 ...... (31,939,511) ...... 14,361,550 ...... 46,301,061 ...... (31,939,511) ...... 14,361,550 ...... 34,578 ...... 34,578 0999999. Totals...... 0 ...... 56,660,961 ...... (31,939,511) ...... 24,721,450 ...... 49,050,204 ...... (32,351,235) ...... 17,110,693 ...... 19,158,335 ...... 34,578 Q E 0 8 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company

Sch. DB-Pt D-Sn 2 NONE

Sch. DL-Pt. 1 NONE

Sch. DL-Pt. 2 NONE

QE09, QE10, QE11 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE E - PART 1 - CASH Month End Depository Balances 1 2 3 4 5 Book Balance at End of Each 9 Amount of Amount of Month During Current Quarter Rate Interest Interest Accrued 6 7 8 of Received During at Current Depository Code Interest Current Quarter Statement Date First Month Second Month Third Month * Open Depositories Camden National Bank...... Portland, ME...... 11,082,470 ...... 10,676,010 ...... 6,946,401 XXX.. Susquehanna Patriot Bank...... Mullica Hill, NJ...... 6,878,008 ...... 6,874,926 ...... 6,003,001 XXX.. Key Bank...... Cincinnati, OH...... 6,000,000 ...... 6,000,000 ...... 6,000,000 XXX.. Regions Bank...... Birmingham, AL...... 5,759,895 ...... 5,759,895 ...... 5,759,895 XXX.. Bank of New York Mellon...... Chicago, IL...... 3,178,113 ...... 538,753 ...... 3,784,808 XXX.. US Bank...... St. Paul, MN...... 2,683,767 ...... 1,467,039 ...... 2,969,566 XXX.. Eagle National Bank...... Upper Darby, PA...... 1,747,241 ...... 1,747,241 ...... 1,747,241 XXX.. State Street Bank...... Boston, MA...... 389,190 ...... 6,206 ...... 766,315 XXX.. Wells Fargo Bank...... Philadelphia, PA...... (28,838,774) ...... (26,499,275) ...... (26,396,920) XXX.. 0199998. Deposits in.....1 depositories that do not exceed the allowable limit in any one depository (see Instructions) - Open Depositories...... XXX...... XXX...... 258,366 ...... 282,363 ...... 226,806 XXX.. 0199999. Total Open Depositories...... XXX...... XXX...... 0 ...... 0 ...... 9,138,276 ...... 6,853,158 ...... 7,807,113 XXX.. 0399999. Total Cash on Deposit...... XXX...... XXX...... 0 ...... 0 ...... 9,138,276 ...... 6,853,158 ...... 7,807,113 XXX.. 0499999. Cash in Company's Office...... XXX...... XXX...... XXX...... XXX...... 2,012 ...... 2,733 ...... 777 XXX.. 0599999. Total Cash...... XXX...... XXX...... 0 ...... 0 ...... 9,140,288 ...... 6,855,891 ...... 7,807,890 XXX..

QE12 Statement as of June 30, 2014 of the Reliance Standard Life Insurance Company SCHEDULE E - PART 2 - CASH EQUIVALENTS Show Investments Owned End of Current Quarter 1 2 3 4 5 6 7 8

Date Rate of Maturity Book/Adjusted Amount of Interest Amount Received Description Code Acquired Interest Date Carrying Value Due & Accrued During Year Q E 1 3 NONE