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Form 15-10-0313A(R.v. 3/16) <br />FEDERAL INSURANCE COMPANY <br />STATEMENT OF ASSETS, LIABILITIES AND SURPLUS TO POLICYHOLDERS <br />Statutory Basis <br />DECEMBER 31, 2015 <br />(in thousands of dollars) <br />LIABILITIES <br />AND <br />ASSETS SURPLUS TO POLICYHOLDERS <br />Cash and Short Term Investments ................ $ 687,917 Outstanding Losses and Loss Expenses..... $ 12,174,848 <br />United States Government, State and Unearned Premiums ..................................... 3,726,665 <br />Municipal Bonds ......................................... 9,544,097 Dividends Payable to Stockholder............... 1,400,000 <br />Other Bonds .................................................. 454915238 Ceded Reinsurance Premiums Payable....... 3295694 <br />Stocks........................................................... 692,901 Provision for Reinsurance............................ 35,560 <br />Other Invested Assets ................................... 2,187,839 Other Liabilities............................................. 1,295,093 <br />TOTAL INVESTMENTS ............................... 17,603,992 TOTAL LIABILITIES .................................... 18,961,860 <br />Investments in Affiliates: <br />Chubb Investment Holdings, Inc ................ 3,679,770 Capital Stock ................................................ 20,980 <br />Pacific Indemnity Company ........................ 2,930,246 Paid -In Surplus............................................. 3,106,809 <br />Executive Risk Indemnity Inc ...................... 1,267,144 Unassigned Funds ....................................... 10,150,916 <br />Chubb Insurance Investment Holdings Ltd.... 1,020,650 <br />CC Canada Holdings Ltd ............................ 590,955 <br />Great Northern Insurance Company .......... 469,230 SURPLUS TO POLICYHOLDERS .............. 13,278,705 <br />Chubb Insurance Company of Australia Ltd. 404,845 <br />Vigilant Insurance Company ....................... 306,232 <br />Chubb European Investment Holdings SLP.. 294,200 <br />Other Affiliates ............................................ 566,480 <br />Premiums Receivable ................................... 1,659,749 <br />Other Assets ................................................. 1,447,072 <br />TOTAL LIABILITIES AND SURPLUS <br />TOTAL ADMITTED ASSETS ...................... $ 32,240,565 TO POLICYHOLDERS............................. $ 32,240,565 <br />Investments are valued in accordance with requirements of the National Association of Insurance Commissioners. <br />At December 31, 2015, investments with a carrying value of $546,611,273 were deposited with government authorities <br />as required by law. <br />State, County & City of New York, — as: <br />Dawn M. Chloros, Assistant Secretary of the Federal Insurance Company <br />being duly sworn, deposes and says that the foregoing Statement of Assets, Liabilities and Surplus to Policyholders of said <br />Federal Insurance Company on December 31, 2015 is true and correct and is a true abstract of the Annual Statement of said <br />Company as filed with the Secretary of the Treasury of the United States for the 12 months ending December 31, 2015. <br />Subscribed and sworn to before me <br />this March 11, 2016. <br />JEANETiE SHIPSEY Assistant Secretary <br />Notary Public, State of New York <br />Notary Public No. 02SH5074142 <br />Qualified in Nassau County <br />Commission Expires March 10, 2019 <br />Form 15-10-0313A(R.v. 3/16) <br />