ZAIC2011-6

E13.212ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year3 456789Paid for AccruedInterest andDividendsCUSIPIdentificationDescriptionForeignDateAcquiredName of VendorNumber of Sharesof StockActual CostPar Value ! " #!! $%% ! ! %%$ & #$ ! " #!! $%% ! '& ! " #!! $%% ! ' % ( ) % ! ( *%(+, - . % ( ) % $& ! " #!! $%% ! !$ & $%% % ! " #!! $%% ! ! ! " #!! $%% ! ( ) % & % # ( ) % " %%"! % +$ % ! % ! % ' $ ! ( *%(+, - ! % ' $ ! ( *%(+, - $ ' $% . %%$ & $ ' $% . % ' % % ! # ( $% # '% $ ! . ! ! # ( %%$ & . ! # ( %%$ & $ %%!! .%% # !.% ' %% % $ .$ ! ( *%(+, - " %% ! $ . %%$ & ' %% $%!% $ ( ) % + # & % %% % $ # & % $ # %%$ & # & ! $ #.% $%% % . # & ! $ . ! " #!! $%% ! $ # & $ !. . ! " #!! $%% ! ! ( '# $ ! # $ %%$ & %' %" %.% % %%$ & . %. ( $%. $ # !.% % $ % ( ) % ! %. " % % %%& )) ! %. " % % #.% $%% % # $% . ! .!" & % % .$ ! ( *%(+, - '+ # .%%% $%. . # !.% 3199999. Subtotal - Bonds - U.S. Special Revenues # ( % & % ( % .%$ / 0 %) % & ! & ! % $ % ! ( *%(+, - ! % ' !% !$ & $%% % & ! $ $%% $ $ %. %! % % !% %!! & % 1# $%. % $%. %

E13.312ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year3 456789Paid for AccruedInterest andDividendsCUSIPIdentificationDescriptionForeignDateAcquiredName of VendorNumber of Sharesof StockActual CostPar Value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

E13.412ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year3 456789Paid for AccruedInterest andDividendsCUSIPIdentificationDescriptionForeignDateAcquiredName of VendorNumber of Sharesof StockActual CostPar Value ! "! #!$ "! % #!$ &'( $) &$) &# $) &% &% $) * &$) ! " ! * ! "!+)* !! %$% " "! "! & "'" "! "%!#$ &,#% "%!#$ ) "%!#$ &'( $-! &'( * ! $) )#&( )#& $ %*%((! %*%((! !& !& $) "! & & ) &%# & %% %& !, ))% %% & $) # & &'( &'( %% "! %! &'( %! ")) !%! %!$ ) $!! %!$ $ !)! "! !)! % !! %!$ !! &'( !$ $) !! # % " !! % !! . !#% !#% !' &" !' % / !%) "!+)* !% )& /% &'( !% $) #) . %$%( %$%( ' %% &#!& &#!& %% "! ) , , ) % % % # %

E13.512ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year3 456789Paid for AccruedInterest andDividendsCUSIPIdentificationDescriptionForeignDateAcquiredName of VendorNumber of Sharesof StockActual CostPar Value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

E13.712ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year3 456789Paid for AccruedInterest andDividendsCUSIPIdentificationDescriptionForeignDateAcquiredName of VendorNumber of Sharesof StockActual CostPar Value !" # ! !" $ "% " & " " !" $ !" !" "% " ! "% " # '" '" (" &" !" % (" "% " ) % (") !" "& "% " %") !" " %) % $" !" "% " # !" " & &" "% " ! !" !% !" # !" # & " # !" # % $ &* !" " " %) & "% " 9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) XXX + " %" 9199999. Subtotal - Common Stocks - Parent, Subsidiaries and Affiliates XXX 9799997. Total - Common Stocks - Part 3 XXX 9799998. Total - Common Stocks - Part 5 XXX 9799999. Total - Common Stocks XXX 9899999. Total - Preferred and Common Stocks XXX 9999999 - Totals XXX

E14ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate !" !" ## $%&# '( #) !" !" # #( #) !" !" #( #) !" !" #( #) !" !" % #( #) ! " ! " *# #( #) % #( #) !" !" )** #( #) !" !" #( #) '( #) ! " ! " #( #) '( #) ! " ! " & '( #) !" !" #( #) #( #) #( #) #( #) + #( #) #( #) !" !" ' #( #) !" !" & #( #) !" !" #( #) % #( #) ! " ! " # #( #) ! " ! " #* #( #) #( #) !" !" #( #) ! " ! " #( #) # #( #) #( #) !" !" #( #) !" !" #( #) !" !" & #( #) !" !" #( #) !" !" ) #( #) !" !" #( #) * #( #) !" !" % #( #) ! " ! " '( #) !" !" #( #) ! " ! " #( #) #( #) !" !" * #( #) !" !" % #( #) !" !" '' #( #) & #( #) !" !" #' #( #) '( #) ! " ! " & #( #) !" !" & #( #) ( #) !" !" ( #) !" !" ) ( #) ! " ! " % ( #) !" !" & ( #) !" !"

E14.2ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate !"#$$ % $ &$$ % $ &$$ %& $ &$$ % %% % $'($ ! % $'($ )% !"#$$ & ! * "!$#$+#%*,! " *$ $)!$*,+-$! *) "!$#$+#%*,! " *& "!$#$+#%*,! " * % + % + %- $ &$$ $ !"#$$ ! &+!$ 0599999. Subtotal - Bonds - U.S. Governments XXX *$+ $!$ %- % $ * $++ + &+!$ &' +$$* + $"*" !& 1099999. Subtotal - Bonds - All Other Governments XXX +"!$*." ! *( ) +"!$*." ! *( & +"$*." ! *( &! +"$*" ! *( &- +"$*." ! *( ) +"!$*.* ! *( *$% +"!$*.$ ! *(

E14.3ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " # ! $ # % &! $$ '% %' " # " # " ## " !% () &$ *# ' '#& '" '' ' '&' ' ' ') '"! '($ ' $ %& &!$ (!*% + +! +# +# + +$! ' * & ' # ! # $

E14.4ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate !"#$ $ !"#$ % !"#$ !"#$ %" !"#$ % !"#$ & % !"#$ % !"#$ ' & !"#$ &$ !"#$ &( !"#$ & !"#$ & !"#$ & !"#$ ') !"#$ ' !"#$ !"#$ * !"#$ !"#$ $ !"#$ $ !"#$ ( !"#$ !"#$ #% ) % * '"( * !"#$ %# !"#$ !"#$ * !"#$ ( !"#$ +# !"#$ " !"#$ )( !"#$ !"#$ !"#$ " !"#$ "# !"#$ *+ !"#$ & !"#$ &$ !"#$ '( !"#$ $ !"#$ ( !"#$ ( !"#$ %* !"#$ *! !"#$ !"#$ ) !"#$ ! !"#$ #% !"#$ * ( !"#$ * ( !"#$ ) ( !"#$

E14.5ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! ! " " " "" "! "! " # "" " ! ! " ! ! $ " ! ! " % &" ! ! "" " ' " " ! ! " &(" %)&% ! ! %) " %) ()' " ! ! #" %)" ()' " *&" %) ()' "" "" " " "" " %)"" " " " %) ()' ! ! " %) ()' "" "" " "" "" " %) ()' " % " "" ! ! )""* " " " " "! "! " )+ )""* "" "" " "" ! ! "" && " " " + )"* " "! "! )"""* " "! "! "$ )""* " " ! ! " "$ )"" " ! " ! "# " " )""* "! "! " " )"" * ()' ! ! ( '&+)+&+& ! ! " "! "! " "* '&+)+&+& " " ! ! " "! "! "$* " " " $ & " " ! ! " $ ! ! $ & " " "! "! " " " " ! ! " "" "! "! % " " " " ! ! " % ! ! * " ()' " " ! ! & "" " ! ! &)( & "" "" " " ! ! "" " $% ! ! " %) + " ! ! " ") ()' " """ """! """! " " ! ! " ( ()' " " " " " " " " " ! ! " " $ " "! "! *&" ! ! #" " #& ' " " " ! ! " " #+ ' "! "! "#) " " #& " "" "" " "! "! "" # " " ! ! % ! ! " ' " " " "! "! " $+ '" " " ! ! "

E14.7ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate !" # # ## # $ $ !" ## # " %$ !" ## #"&# # !" # # # # # # & !" # # # % !" " " !" # # # # # # " %' !" # # &# %( !" # " !" # # ## ## # # ! %' !" # # ! ' !" ## ## # ## ## !" # # # !" # # # # & !" ## ) !" # ##'! # !" # # # ## # # # %' !" ! !" # *% % !" # # # # # %( !" # # # ! !" # ### ### (( ## )! !" ## # ' # !" # # # # $ !" # # # # # # # ! !" ( !" # # * !" # # ## # # " # !" # # # # # ## * & !" ## ## # #% !" ### ## !" # & !" ## ## # ## !" # # # # # " !" ## ## # # ## ' !" ## # !" ## ## ## ! !" # # # # % !" # # # # # % !" ## ## # ## ## ## &)" # !" # # # # ( # !" # ## # # ##) * !" "# +# !" # # # # # ### #)# +## !" # # # # $ +# !" # )' + !" # & + !" # # # # " + !" # # # # #%$ +## !" # '# + !" # # + !" + !" ### ### # ### ### # # + !" # # # # $$ +# !" ## ## ## &# + !"

E14.8ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " "# $!% & $$ & & # ' $% ( ' & " ) & ! $ % & ( ) ) " %$* %# ! % & ( # )% ) "$* ( & %$ ( # ** * + *# %" $ $ # !" &

E14.12ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " ! # ! $ !# ! % !%##!#!#& && % $ !# ' $ !# (%! #&! !# # "! $ ! $ !&& ")# !%##! # "* $ ! $ ' "! *! #!#& # '& " + #+!( !,' )#% !! -./ 01 23456- 7 (! !&& ' )# ) !&&%" #& % 5489 3..3883336:459538 04;04-950. ! !&&%" # ' &! + 7# % !$"#! "" # %# !#' #%" !%##! %# !#! & !&& ' )# " &#' '% ' &! + 7# ( #&! (%# # %"! #&! (%# $ !# & %&#' " ! )#% ' " )#% ( )#% < " #7 #$#' % !!# $ & % & * # # #$#' % !!# ) #$#' % !!# & & & & ! & " "& " "& ! "& ! "&

E14.13ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! ! ! " " ""#$ # " " # #% # & "# "'" $ ##!" # % ##% ("$ ' #( #$"! # "$# )* + " !# " !# , +" "! "!" $ " ("$ ! "!" $ " ("$ ' " !" !" ("$ ! - ("$ ! !# " !" "!" $ $" " "! ! - "!" $ " !$"! ( #!#"# ("$ ! !$"! ! ("$ ## #$!# '#$"!"# " ! ("$ . "" ("$ "" - # $ "" # ! $ # !#!" ## $ ("$ / (#"## !# "'" $ ##!" /' (#"## !# "'" $ ##!" / (#"## !# "( '"' !" "'" $ ##!" (% ( ( $ "! ! "! ! ! ("$ .$ . ("$ .. .$ ("$

E14.14ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " # $ ! $%$& ' (()$ ' ! !* & $)(() ! () ) (+ *# ((( $)! &! # ( ( ( ) ('$) !!( $'( ,- . $%$& ' (()$ !! $ $&#) * $$ ('( $ (')#( %('$)$( $ / !( )'$) / !( )'$) #($! )(( ( #($! $' '%( ((& $$ $ &! # 0 $0( (1& '%( ((& !$ &(($# $)!%() ( $ '(#$)()$! ('$)$( 2% ($ ()$( $' 2 ($ ()$( $%$& ' (()$ 2 ($ ()$( $%$& ' (()$ ($&( ((& )( (!! & $ ()($( ') ( $' ( (# $' ( #$ ( #$ & # &'+ #$ #$ + !$ ( )'$) ! # ( ! / (() !& ( (!() $%$& ' (()$ # &( * & % ( &

E14.15ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate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

E14.16ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! "#$% &' &' &' "#$% % %$$$ # ( %#$$ &' &' # # #$" # %$) # "#$% &' &' $ # #) $ #) ! &' &' &' &' # $ %#$ &' &' # $ #) ! &' &' " # $ #) ! ) % $# &' &' % # ( %#$$ &' &' % "#$% &' &' * "$ )# #) $$) % # $ ! % &' &' ! % &' &' !) % !( % &' &' ! % #) "$# &' &' # % %! %#$$ $ &' &' % &' &' % )# $! $# ! #! # !$) #) + ,$ ! #! # !$) "#$% "" ! #! # !$) #) + ,$ $ $ # $$)#% )# &' &' ! #$ #) "$# # # # # * $$) % # $ # " # " - # # % # # % # # - # &' &' "% # "#$% &' &' &' # # "#$% &' &' &' &' # # # #$ $ "#$% ) %$) # "#$% &' &' $ $ "#$% &' &' % $ # &' &' &' ! $ &' &'

E14.17ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCurrent Total ForeignBondYear's Change in Exchange Book/Interest/Prior YearCurrent Other Book/ Change in Adjusted ForeignStockBook/ Unrealized Year's Than Adjusted Book/ Carrying ExchangeDividendsAdjusted Valuation (Amortization)/Temporary Carrying Adjusted Value at GainReceivedForeignDisposalCarrying Increase/Impairment Value Carrying Disposal (Loss) onDuringDescriptionDateValue Decrease Accretion Recognized (11+12-13) Value Date DisposalYearNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalMaturityDate ! ! ! ! " # ! ! $%&'%% % ! ! $)*( % $ ! ! $)*# % $(% % ! ! $ # ! $%' + $%' & $%' '( %' $%' ! ! ' # %'(+ $%' ! ! '& %' $%' ! ! $ $ (# $%' (%# $%' ! ! ( $%' ! ! ( (+, ! ! ! , ( # ! ! % (+ $%&'%%% # $ ! ! $%' ! $%$-.* ! ! % # ! ! ! ! " ' %( ! ! ! ! , % $%' ! ! ( '%# ! ! (% # # # $ ' % $%$-.* " % , ( ! ! " , ( (( $%' ! ! $ ( $%' ! ! / * # +% , ( ! ! + % ( '%# ( % ())+!0 , ( '(# '(

E14.18ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! !"#$ # $$%!$ &'(&)*+,,+-.,+,/.+012&3 # - # 4$ 5 6 5 6 7 !4% -- 56 56 8 7 -##$ 9 7$ -##$ 7$$ $# 56 56 7$ $# 56 56 5 6 5 6 7$ $# 5 6 5 6 ! -! !"#$ 4 !!! !"#$ 56 56 7! !"#$ 56 56 7!! !"#$ 56 56 7! !"#$ 56 56 47 -! !"#$ 4 ! !"#$ 56 56 ! 4$ ! 4$ !# -! 4$ -! !"#$ - -! !"#$ 4 - $"%$: 56 56 ! ! !"#$ $# $ 56 56 !$$ "#!"+;: 56 56 % 56 56 #! !"#$ "9 -##$ < $4$" " < $4$" "#!"+;: ! #$% ! #! #! !"#$ 56 56 $$ ! =-#$ $! 4$ 4 !-! !"#$ 5 6 5 6 ! ! !"#$ < !$"$ -##$

E14.19ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " #$%% &'&(#& ## #&& ' ' ! ! #&& ! ! ) #&% ## #*%% &## ! ! #*%% &## ! ! + #'& %#& *&( #&%%#(# #(&# ! ! * #% *&( + &(&& &'&(#& + &(&& &'&(#& + &(&& &'&(#& (# (# (# ' (' (& ! ! (' (& ! ! (#%% #(&# # (## &'&(#& ! ! ( &## ! ! # ( (& ( ( ((&#&%% ) ( *&( ! ! , (&##%& %-&-,!. (&#%# #(&# *, *&/(&#& * *&/(&#& &## *&/%%(& % ! ! %%#*&&% ,(#&%& ( *&/ & *&( *&/ %& *&( ! ! *%# ! ! *%# *%# *&( ! ! ( ( ( ! ! ( ! ! 0 *%% & *&( 0 *%% & *&( 0 *%% & *&( ' # ! !

E14.20ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCurrent Total ForeignBondYear's Change in Exchange Book/Interest/Prior YearCurrent Other Book/ Change in Adjusted ForeignStockBook/ Unrealized Year's Than Adjusted Book/ Carrying ExchangeDividendsNumber ofAdjusted Valuation (Amortization)/Temporary Carrying Adjusted Value at Gain Realized Total Gain ReceivedForeignDisposalShares of Con-Carrying Increase/Impairment Value Carrying Disposal (Loss) on Gain (Loss) (Loss) on During MaturityDescriptionDateStock sideration Par Value Actual Cost Value Decrease Accretion Recognized (11+12-13) Value Date Disposal on Disposal Disposal YearDateNameof Purchaser ! " #$ #$ % ! " &! " " " &! #$ #$ " " " &! ! " & " " ' "& #$ #$ ( "" " " &! #$ #$ "% " " &! ' "% " " &! "% " " &! %% ' ) "& '" ( " " &! '" " " &! '" " " &! ' '" " " &! #$ #$ % '" " " &! #$ #$ '" " " &! #$ #$ % '" " " &! % '" " " &! '" " &! '" " " &! & '" " " &! '" " " &! " '" " " &! '" " " &! ! '" #$ #$ #$ '" " " &! '" #$ #$ #$ '" #$ #$ '" " " &! & %%! & %% ' % *+ , -( % "& ( '! !"- , %(. % % &" #$ #$ ' %%" % ( ' " ( '! !"/( ' ( '! !"/(& ' ( '! !"/(0 ' ( '! !"/% ' ( '! !"/ %% & " &! %& ! 0 !! 11 %! & %%! &/ ' *+ , #$ #$ #$ #$ " ' & ( ' %% #$ #$ ! ! "% ( %% #$ #$

E14.22ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate ! " # $ % # $ &'#' $ $ ()) $$# " # $ #$# $ $ * ' ' " # % " " # # #$# ) & )) # # $ ' " # # ()) #! " # ' " # * ** # #$# $ * #$# ! * *") " *# *# " # ' $ " # * " # % #) ) " # ) $ ()) * ' " # ' $# " # ' $ '('+ '' " # ' ' #$# '#*$ #$# '# * " # $# ' ( (*#' ('(' " #

E14.23ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCurrent Total ForeignBondYear's Change in Exchange Book/Interest/Prior YearCurrent Other Book/ Change in Adjusted ForeignStockBook/ Unrealized Year's Than Adjusted Book/ Carrying ExchangeDividendsAdjusted Valuation (Amortization)/Temporary Carrying Adjusted Value at GainReceivedCarrying Increase/Impairment Value Carrying Disposal (Loss) onDuringCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual Cost Value Decrease Accretion Recognized (11+12-13) Value Date DisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposal Year !"# $ % %& ' "# ( "& $ !# ") " ' "# ( " "'# $ !# $ " % $ $"" $ &&* $ ' "# ( + " $ ' "# ( "& ! "" # " ( ' "# ( "$ !# % $ !",' !# $# $ ' ""'# ! "" &+ ) '$ !# ", ' $ ' "# ( % ")" ""'# ! "" " $ " !# $ ' $ " % $ " "'" *"# " !# $ ' ( " $ ' "# ( $ % $ $ !# $" % $ "%%"" $"!&# ""'# $ $"$ ' "# ( $"" " $ ! "" $%-" ' "# ( $$ % '$ !# $ ( ' !" ' "# ( , $' % " $' +"& $! "" ""$" '$ ' "# ( & $ "$! "" ! "" "#& , $" !# ) !# $ ! "" " $# ' "# ( MaturityDate

E14.24ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 4Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 2111 12 13 14 15TotalCUSIPIdentificationDescriptionForeignDisposalDateNameof PurchaserNumber ofShares ofStockConsiderationPar Value Actual CostPrior YearBook/AdjustedCarryingValueUnrealizedValuationIncrease/DecreaseCurrentYear's(Amortization)/AccretionCurrentYear'sOtherThanTemporaryImpairmentRecognizedTotalChange inBook/AdjustedCarryingValue(11+12-13)ForeignExchangeChange inBook/AdjustedCarryingValueBook/AdjustedCarryingValue atDisposalDateForeignExchangeGain(Loss) onDisposalRealizedGain (Loss)on DisposalTotal Gain(Loss) onDisposalBondInterest/StockDividendsReceivedDuringYearMaturityDate !" #$ $ #$ $ %$!$ $$ &'' $ $ #$ (% )%$$$ %$!$ %$ %$!$ %* %$!$ $%# %$!$ *$)% %$!$ # *$ *%$% ( %$!$ (( ($($ % (% #$ $$" #$ ($ ' %$!$ ) $$ ' 9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) XXX XXX9799997. Total - Common Stocks - Part 4 XXX XXX9799998. Total - Common Stocks - Part 5 XXX XXX9799999. Total - Common Stocks XXX XXX9899999. Total - Preferred and Common Stocks XXX XXX9999999 - Totals XXX XXX

E15ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current Year1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedSharesValue at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on During(Stock)Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal Disposal YearCUSIPIdentificationDescriptionForeignDateAcquired Name of VendorDisposalDateName ofPurchaserActual CostConsideration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aid forAccruedInterestandDividends

E15.1ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedForeignDateDisposal Name of SharesConsid-Value at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on DuringDescriptionAcquired Name of Vendor Date Purchaser (Stock) Actual Cost eration Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal DisposalYear ! " # $%&'(( "( $%&'(( "# $%&'(( "% ") "$ *#$( (% %&&$* " " "" " " " "+ (,*( ( %&$(, " " (,*( ( ( %&$(, (% %&&$* # % , ) " %&$(, # *#$( 0599999. Subtotal - Bonds - U.S. Governments " (# ($( & ($( & 1099999. Subtotal - Bonds - All Other Governments $ (&# $&&&(, +&&#% 1799999. Subtotal - Bonds - U.S. States, Territories and Possessions & ,( ()# $&&&(, ) &%&(&## )$%(, )$%(, 2499999. Subtotal - Bonds - U.S. Political Subdivisions of States, Territories and Possessions % &&#+,& $& +&&#% , &&#+,& $& +&&#% ) &&#+,& $& +&&#% $ #%&$(&-% (% %&&$* & #%&$(&-( # #%&$(&- %&$(,'(#'" .$% #%&$(&- # !& #%&$(&- #%&$(&- (% %&&$* #%&$(&- *#$( %* #%&$(&-" (% %&&$* %%! #%&$(&-" %+(,(&$* %* #%&$(&-" %+(,(&$* %! #%&$(&-" (% %&&$* %* #%&$(&-" *#$( # Paid forAccruedInterestandDividends

E15.2ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedForeignDateDisposal Name of SharesConsid-Value at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on DuringDescriptionAcquired Name of Vendor Date Purchaser (Stock) Actual Cost eration Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal DisposalYear !" #$ #$ % &!!' !" #$ #$ #$ #$ " '!!( "!"!! !" #$ #$ ! !( )!(! !" # $ # $ #$ #$ ! ! !( '"(!*" !" #$ #$ ! !( )!(! !" #$ #$ !! !( !" # $ # $ !! !( !" #$ #$ ! ! '!!( !" #$ #$ !)* ! !*!! !" #$ #$ !*% ! "!!* !" #$ #$ !" ! #$ #$ !"% ! #$ #$ ! ! !"!!" )!(! #$ #$ ! ! !!+, !" #$ #$ ! ! !" # $ # $ #$ #$ ) ! !" #$ #$ # $ # $ !" #$ #$ #$ #$ * "" !" #$ #$ *% "" !" #$ #$ !"!!" !" #$ #$ #$ #$ "" !" # $ # $ !"( "" !" #$ #$ & "!!* !" #$ #$ # $ # $ !( "" !" #$ #$ &( ! "!"!! !" #$ #$ & ! '"(!*" !" #$ #$ ! )!(! !" #$ #$ " !' "!"!! !" #$ #$ & !' '"(!*" !" #$ #$ && !' "!"!! !" #$ #$ !* ! !!+, !" #$ #$ # $ # $ ! ! !" !" #$ #$ #$ #$ ! ! "!!* !" #$ #$ #$ #$ ! ! "!"!! !" #$ #$ ( ! '"(!*" !" #$ #$ & !"(% !!+, ( #$ #$ ! &)' !"( )!(! ( # $ # $ &*!'!"( !*! &!!' #$ #$ #$ #$ "(!!" !"( '!!( !" 3199999. Subtotal - Bonds - U.S. Special Revenues #$ #$ !!'-&''"!!*! !! "' # $ # $ !" !! !" !**"'! #$ #$ ! !(( !" )!(! #$ #$ !) !!" !" "!!* #$ #$ Paid forAccruedInterestandDividends

E15.3ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedForeignDateDisposal Name of SharesConsid-Value at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on DuringDescriptionAcquired Name of Vendor Date Purchaser (Stock) Actual Cost eration Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal DisposalYear !! !! !"!# !#!## !## !## "! "! #!#$% & % ' & %!#! !%! !%!$$ !%!$ ! ! "! "! $! #!% & % & & !%! !%! !%$!" !%! !" !" $!%%%# & & & !! !!#"% !%!%" !!" "" "" $!$ $!$ %%!%"""$ ( ) % #!%! #!"!# !"! #!"! "!$ "!$ $"!$%%#* ( " * & !! !"#! !"%!% !"#! !% !% %!%' $ & %%( + * $!#! "!"!""$ "!$!"## "!$$!$# "!$ "!$ "!# "!# #! "!$"#%$ % ' ' !! !$%!$$ !"!# !$%!$$ "%! "%! $!%% "!$ #% & $( + * !%! !#!"% %!$%!% !#!" !" !" !$%$ !$%$ "!%$'# ) # ) !! !$%! !$!$ !$!# ! ! $! !$$$$' ' $ !"! !"#! !%!" !"#!$$ # # #!# #!# $!#$%%) ) $ ' !! !#!$ !!$ !#!"#% # # $!% $!% !"#$"# * ' #!#! !$!$ #!"!% !"%!%$ %!# %!# #! #! "!" !#$"% * ' ' %!! !"! %!$$!#% !%!"# !$# !$# #!%# #!%# $"!# #!$$#"# % & % !! !""%!%$ !"$"! !""%! $ $ ! ! !$ "!"%%$#" ' ' $!! $!!$ !"!$ $!!" !"" !"" !$"!%"# !$"!%"# "!$" $#!"$#"$% % ' #!! !"!" !%"!% !"#!"$ $!$ $!$ !# !# $%!#"%# ' $ # & !$! !#!%% !!% !!$# !$$ !$$ !% !% %!$" "!%""%'% ' $ ' &$!! $!"$!" $!""!"$ $!"$#! "$ "$ ! ! !### $!$$#"%"%$ $ ( , #( + * !"$! $!$!""" $!$!## $!#!#% "!"# "!"# "!# "!# !# $!$"" & # ' ' %!"! %!$#!" %!%! %!$"! "!# "!# #!$" #!$" !%"$($ $ $ ( , # ( , !! !#%!% $!#!%%# !#%!%%% "! "! ! ! $! $!%"$"$+ $ ( , !%$! !"!% !""!# !%!# !% !% $#!" $#!" $#!## $#!"$"# " % # & !%! !%!" !%$! !%!% " " "!%" "!%" %!%"" $ ( , " ) !#! %!""#!# %!$%$!$# %!""!% %!%"$ %!%"$ #!$ #!$ !%## !% ' # ' !! !"##!# !%!#$ !"%"!"# "! "! #!"" #!"" $!" !%%%"*% ( % ' # ' #!%! #!#!%% !"!$ #!#!# # # ###! ###! "%#!$ !#%"*$ ( $ ' " ' %!$! %!"!# "!!$$$ %!"!$ ## ## !#$!#$ !#$!#$ %"!$% !%%"## * ) $ ( , !%! !%!" !$$!% !%!" $$!%$ $$!%$ #!$%%(# * ' & !! !"$!% !$!$% !"$!# $!% $!% !%"+ - #$ ( % ( , !! "!#! !#$! "!#! !% !% $%!# $%!# %#!""$ # " & ' !! !#!% !"!# !%!# !" !" "!%$# "!%$# #!#% #!""$ ( , ' !! !!% !"#!%% !!#%# %# %# !$ !$ #!#"$ * $ & %!! %!$! %!#!$ %!#!# #"!$ #"!$ $!%$ $!%$ $%%!# %!#"$ * " $! !%$# !% !$ $$ $$ %%# %%# ! $"#" ' "!! "!$$!$ "!"#! "!$#! !" !" "!% "!% $"#!% $"%!###%" " & $ & .$ % ( #!! #!!# !!$" #!!%# " " !%$ !%$ !##$) * " ' !$! !$"! !"#!% !$!"# #$ #$ $! $! !"%#"' ' # & ' %!! %!$!" %!!$# %!$!% $ $ !#% !#% "!$Paid forAccruedInterestandDividends

E15.4ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedForeignDateDisposal Name of SharesConsid-Value at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on DuringDescriptionAcquired Name of Vendor Date Purchaser (Stock) Actual Cost eration Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal DisposalYear !! !! !"! !! ! ! ! ! !"""## " $% " !! !!" !!" !!" &!' &!' "!" "!" ! "!" " ( ) * " !! !! !! !! ! ! !" ( ) * % * !! !"! !!"" !! "! "! ! ! ! !" $ ( $ + $$ $ $ !! !!" !! !! " " ! ! !" ( ) * " # % !! !! !! !! " " !" !" !" ( ( $ + $$ $ !! !"! !! !! &' &' &!' &!' "!" !"% $ ( ( ( !! !! !! !! ! ! "!""$ $ !! !"! !! !! !" !" &!"' &!"' ! !""" $ ( $ + $$ $ ( ) * !! !! "!!" !! ! ! "!" "!" ! % %$ % # ,-$ "% !! !!" !! !!" ! ! !" %($ # % ( ) * "!! "!"! "!"! "!"! ! ! !" # % !! !"! !"! !"! !" !" !" !" !"# $ "$ % ) &)', !! !!" !! !!" !" !" "! "! !"- $ # $ !! !! !"!" !!" ! ! "!"% %$ !! !! !! !! ! ! !"" " ( ) * !! !"! !! !"! &!"' &!"' !""- $ $ ( ( !! !! !! !! &!"' &!"' &"!' &"!' ! !" $ $ % ) &)', # % !! !! !!" !! !" !" "!"" $$ $ !"! !"! !!" !"! " " !" !" !"3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) "!! "!!" ""!! "!"! &"!' &"!' !! !! !! !!8399998. Total - Bonds !!!" "!!! "!"!!" "!!"! &!"!' &!"!' !! !! !! !!8999998. Total - Preferred Stocks !* "! ! "! &!' &!' "" ( ) * " " "!* ! ""! ! ! ! !" $ !* !"! !"! !"! &!' &!' !" ( ) * "- * "!* !" "! !" &!' &!' %% !* ! !" ! &!' &!' ! - " " ( ) * !* ! ! ! &!"' &!"' $$ $ " " ( ) * !* ! "! ! ! ! !"" !* !""!" !"! !""!" !" !"" ( "!* ! ! ! &!' &!'" ( ) * " ( ) * "* ! ! ! &!' &!'" * " ( ) * !* ! ! ! "! "! % ( ) * " ( ) * !* !! !! !! "! "! "!" % !* !" ! !" &!"' &!"'Paid forAccruedInterestandDividends

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current YearCUSIPIdentification1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 2112 13 14 15 16TotalCurrent Total ForeignPar ValueYear's Change in ExchangeInterest(Bonds)Book/Current Other Book/ Change in ForeignandorAdjusted Unrealized Year's Than Adjusted Book/ Exchange RealizedDividendsNumber ofCarrying Valuation (Amortization)/Temporary Carrying Adjusted Gain Gain Total Gain ReceivedForeignDateDisposalSharesConsid-Value at Increase/Impairment Valu (12 + Carrying (Loss) on (Loss) on (Loss) on DuringDescriptionAcquired Name of Vendor Date(Stock) Actual Cost eration Disposal (Decrease) Accretion Recognized 13 - 14) Value Disposal Disposal DisposalYearName ofPurchaser ! ! ! ! ! " ## " $ ! ! !! !"! ! !! %!& %!& " ! ' "" " $ ""! " ""! %& %& " # ( $ " $ "! " " ! "" %!!& %!!& "!" !"! !! !! " ! )** ! " %""""& %""""& 9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) !! %& %& 9799998. Total - Common Stocks !! %& %& 9899999. Total - Preferred and Common Stocks !! %& %& 9999999 - Totals "! " %" & %" & " " ""Paid forAccruedInterestandDividendsE15.5

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE D - PART 6 - SECTION 1Valuation of Shares of Subsidiary, Controlled or Affiliated Companies1 2 3 4 5 6Do Insurer's7 8 Stock of Such Company Owned byInsurer on Statement DateAssets910NAIC IncludeValuation IntangibleNAIC Method AssetsCompany (See SVO ConnectedDescription,Code or Purposes with HoldingName of Subsidiary,Alien Insurer and of Such TotalControlledIdentification Procedures Company's Amount of Such Book/Adjusted Number % ofor Affiliated Company Foreign Number Manual) Stock? Intangible Assets Carrying Value of Shares OutstandingCUSIPIdentification0999999. Total Preferred Stocks XXX XXX ! " ! ! " " ! " "" # $ " "" 1199999. Subtotal - Common Stock - U.S. P&C Insurer XXX XXX""% &'( ") ! "" 1799999. Subtotal - Common Stock - Other Affiliates """ XXX XXX1899999. Total Common Stocks "" XXX XXX1999999 - Totals "" XXX XXX1. Amount of insurer's capital and surplus from the prior period's statutory statement reduced by any admitted EDP, goodwill and net deferred tax assetsincluded therein: $"2.Total amount of intangible assets nonadmitted $SCHEDULE D - PART 6 - SECTION 21 2 3 4TotalAmount of IntangibleAssets Included inAmount Shown inColumn 7, Section 1Stock in Lower-Tier Company OwnedIndirectly by Insurer onStatement Date56% ofNumber of Shares OutstandingCUSIPIdentification Name of Lower-Tier CompanyName of Company Listed in Section 1 WhichControls Lower-Tier Company *+*,-.+ /01-2.,.34.+5641056* !-70+-56 08*3-5*/8.,6*9.16+.,7 ) 3341.,20*/8.,6*9 /01-2. .16+.,7.34.+56*/8.,6 ") *15:01,,341.,20*/8.,6*90;*1< .16+.,7.34.+56*/8.,6 % &41-2: =0,2601>-203 .16+.,7.34.+56*/8.,6 /01-2.,&41-2:,341.,20*/8.,6 50.79.35,341.,20*/8.,6 " ,->013.+,701;1-5013*90?.3,3* ,->013.+,701;1-5013,3* ) ,->013.+,701;1-5013-90,3* ,->013.+,701;1-5013,3* 0299999. Subtotal - Common Stock XXX XXX0399999 - Total XXX XXXE16

E17ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE DA - PART 1Showing All SHORT-TERM INVESTMENTS Owned December 31 of Current Year1 2 Codes 5 6 7 8 Change in Book/Adjusted Carrying Value 13 14 Interest 213 49 10Current11CurrentYear'sOther12TotalForeignExchangeChange in15Amount Dueand AccruedDec. 31 of16 17 18 19 20CUSIPIdentificationDescriptionCodeForeignDateAcquired Name of VendorMaturityDateBook/AdjustedCarryingValueUnrealizedValuationIncrease/(Decrease)Year's(Amortization)/AccretionThanTemporaryImpairmentRecognizedBook/AdjustedCarryingValue Par Value Actual CostCurrentYear onBonds notin DefaultNon-AdmittedDue andAccruedRateofEffectiveRateofWhenPaidAmountReceivedDuringYearPaid forAccruedInterest0599999. Total - U.S. Government Bonds XXX XXX XXX 1099999. Total - All Other Government Bonds XXX XXX XXX 1799999. Total - U.S. States, Territories and Possessions Bonds XXX XXX XXX 2499999. Total - U.S. Political Subdivisions Bonds XXX XXX XXX 3199999. Total - U.S. Special Revenues Bonds XXX XXX XXX !" #$% #$% # & # # # 3299999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations XXX XXX XXX 3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds XXX XXX XXX 4899999. Total - Hybrid Securities XXX XXX XXX 5599999. Total - Parent, Subsidiaries and Affiliates Bonds XXX XXX XXX 7799999. Total - Issuer Obligations XXX XXX XXX 7899999. Total - Residential Mortgage-Backed Securities XXX XXX XXX 7999999. Total - Commercial Mortgage-Backed Securities XXX XXX XXX 8099999. Total - Other Loan-Backed and Structured Securities XXX XXX XXX 8399999. Total Bonds XXX XXX XXX 8699999. Total - Parent, Subsidiaries and Affiliates XXX XXX XXX XXX '' & ' XXX 8999999. Subtotal - Class One Money Market Mutual Funds XXX XXX XXX XXX 9199999 - Totals XXX XXX XXX XXX

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSchedule DB - Part A - Section 1 - Options, Caps, Floors, Collars, Swaps and Forwards OpenN O N ESchedule DB - Part A - Section 2 - Options, Caps, Floors, Collars, Swaps and Forwards TerminatedN O N ESchedule DB - Part B - Section 1 - Futures Contracts OpenN O N ESchedule DB - Part B - Section 1B - Brokers with whom cash deposits have been madeN O N ESchedule DB - Part B - Section 2 - Futures Contracts TerminatedN O N ESchedule DB - Part B - Section 2B - Brokers with whom cash deposits have been madeN O N ESchedule DB - Part D - Counterparty Exposure for Derivative Instruments OpenN O N EE18, E19, E20, E21, E22

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE DL - PART 1SECURITIES LENDING COLLATERAL ASSETSReinvested Collateral Assets Owned December 31 Current Year1CUSIPIdentification2Description3Code4NAICDesignation/Market Indicator5Fair Value6Book/AdjustedCarrying Value7Maturity Date 0199999. Subtotal - Bonds - U.S. Governments - Issuer Obligations XXX0599999. Total - U.S. Government Bonds XXX1099999. Total - All Other Government Bonds XXX1799999. Total - U.S. States, Territories and Possessions Bonds XXX2499999. Total - U.S. Political Subdivisions Bonds XXX3199999. Total - U.S. Special Revenues Bonds XXX3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds XXX4899999. Total - Hybrid Securities XXX5599999. Total - Parent, Subsidiaries and Affiliates Bonds XXX6199999. Total - Issuer Obligations XXX6299999. Total - Residential Mortgage-Backed Securities XXX6399999. Total - Commercial Mortgage-Backed Securities XXX6499999. Total - Other Loan-Backed and Structured Securities XXX6599999. Total Bonds XXX7099999. Total - Preferred Stocks XXX7599999. Total - Common Stocks XXX7699999. Total - Preferred and Common Stocks XXX9999999 - Totals XXXGeneral Interrogatories:1. Total activity for the year Fair Value $ Book/Adjusted Carrying Value $ 2. Average balance for the year Fair Value $ Book/Adjusted Carrying Value $ 3. Reinvested securities lending collateral assets book/adjusted carrying valure included in this schedule by NAIC designation:NAIC 1 $ NAIC 2 $ NAIC 3 $ NAIC 4 $ NAIC 5 $ NAIC 6 $ E23

1CUSIPIdentificationANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE DL - PART 2SECURITIES LENDING COLLATERAL ASSETSReinvested Collateral Assets Owned December 31 Current Year23 45NAICDesignation/DescriptionCode Market Indicator Fair Value6Book/AdjustedCarrying Value7Maturity DateNONE9999999 - Totals XXXGeneral Interrogatories:1. Total activity for the year Fair Value $ Book/Adjusted Carrying Value $2. Average balance for the year Fair Value $ Book/Adjusted Carrying Value $3. Grand Total Schedule DL Part 1 and Part 2 Fair Value $ Book/Adjusted Carrying Value $E24

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANY1SCHEDULE E - PART 1 - CASH234Amount of InterestReceived DuringYear5Amount of InterestAccrued December 31of Current YearRate ofDepositoryCode InterestBalance * XXX ! " #"$% XXX&'() *'(+,- $$$$$$ XXX.(/)) ' 0))(12 " XXX0199998 Deposits in ... 1 depositories which do not exceed theallowable limit in any one depository (See instructions) - opendepositories XXX XXX $$ XXX0199999. Totals - Open Depositories XXX XXX #"$% XXX0299998 Deposits in ... depositories which do not exceed theallowable limit in any one depository (See instructions) - suspendeddepositories XXX XXX XXX0299999. Totals - Suspended Depositories XXX XXX XXX0399999. Total Cash on Deposit XXX XXX #"$% XXX0499999. Cash in Company's Office XXX XXX XXX XXX " XXX0599999 Total - Cash XXX XXX #""% XXX67TOTALS OF DEPOSITORY BALANCES ON THE LAST DAY OF EACH MONTH DURING THE CURRENT YEAR1. January "" 4. April #$$% 7. July "" 10. October "2. February "" 5. May " 8. August $ 11. November "$"$3. March #"% 6. June #$"% 9. September #$% 12. December #""%E25

1ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYSCHEDULE E - PART 2 - CASH EQUIVALENTSShow Investments Owned December 31 of Current Year23456Book/AdjustedCarrying Value7Amount of InterestDue and Accrued8Amount ReceivedDuring YearDescriptionCode Date Acquired Rate of Interest Maturity Date0599999. Total - U.S. Government Bonds 1099999. Total - All Other Government Bonds 1799999. Total - U.S. States, Territories and Possessions Bonds 2499999. Total - U.S. Political Subdivisions Bonds 3199999. Total - U.S. Special Revenues Bonds 3299999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations 3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds 4899999. Total - Hybrid Securities 5599999. Total - Parent, Subsidiaries and Affiliates Bonds 7799999. Total - Issuer Obligations 7899999. Total - Residential Mortgage-Backed Securities 7999999. Total - Commercial Mortgage-Backed Securities 8099999. Total - Other Loan-Backed and Structured Securities 8399999. Total Bonds E26 8699999 - Total Cash Equivalents

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE ZURICH AMERICAN INSURANCE COMPANYStates, Etc.SCHEDULE E - PART 3 - SPECIAL DEPOSITS1 2Type ofDepositPurpose of DepositDeposits For theBenefit of All Policyholders34Book/AdjustedCarrying Value Fair ValueAll Other Special Deposits56Book/AdjustedCarrying Value Fair Value1. Alabama AL 2. Alaska AK 3. Arizona AZ 4. Arkansas AR !" 5. California CA # #6. Colorado CO 7. Connecticut CT 8. Delaware DE 9. District of Columbia DC 10. Florida FL 11. Georgia GA !" # 12. Hawaii HI 13. Idaho ID !" ## #14. Illinois IL 15. Indiana IN 16. Iowa IA 17. Kansas KS 18. Kentucky KY 19. Louisiana LA 20. Maine ME 21. Maryland MD 22. Massachusetts MA !" # 23. Michigan MI 24. Minnesota MN 25. Mississippi MS 26. Missouri MO 27. Montana MT 28. Nebraska NE 29. Nevada NV !" ## 30. New Hampshire NH 31. New Jersey NJ 32. New Mexico NM !" 33. New York NY !" ## 34. North Carolina NC !" #35. North Dakota ND 36. Ohio OH !" ## #37. Oklahoma OK 38. Oregon OR !" # #39. Pennsylvania PA 40. Rhode Island RI 41. South Carolina SC 42. South Dakota SD 43. Tennessee TN 44. Texas TX 45. Utah UT 46. Vermont VT 47. Virginia VA !" ## #48. Washington WA 49. West Virginia WV 50. Wisconsin WI 51. Wyoming WY 52. American Samoa AS 53. Guam GU #54. Puerto Rico PR !" ### 55. U.S. Virgin Islands VI !" 56. Northern Mariana Islands MP 57. Canada CN $%&!$%&! # #58. Aggregate Alien and Other OT XXX XXX # #59. Subtotal XXX XXX # #DETAILS OF WRITE-INS5801. '"& # 5802. '() )*)) # 5803. '() ))) ## 5898. Summary of remaining write-ins forLine 58 from overflow page XXX XXX # ##5899. Totals (Lines 5801 thru 5803 plus5898)(Line 58 above) XXX XXX # #E27