Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1 Did the reporting entity implement any significant accounting policy changes which would require disclosure in the Notes to the Financial Statements? Yes [ ] No [ X ]
1.2 If yes, explain:...
2.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile, as
required by the Model Act? Yes [ ] No [ X ]
2.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]
3.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the reporting entity? Yes [ ] No [ X ]
3.2 If yes, date of change: .......................................
If not previously filed, furnish herewith a certified copy of the instrument as amended.
4. Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ X ] No [ ]
If yes, complete the Schedule Y-Part 1 - Organizational chart.
5.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ]
5.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist
as a result of the merger or consolidation.
1 2 3
NAIC State of
Name of Entity Company Code Domicile
6. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact,
or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? Yes [ ] No [ X ] N/A [ ]
If yes, attach an explanation.
7.1 State as of what date the latest financial examination of the reporting entity was made or is being made. 12/31/1999......................
7.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This date should
be the date of the examined balance sheet and not the date the report was completed or released. 12/31/1999......................
7.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or
the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 07/12/2001......................
7.4 By what department or departments?
CONNECTICUT
8.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revoked
by any governmental entity during the reporting period? (You need not report an action, either formal or informal, if a confidentiality clause is
part of the agreement.) Yes [ ] No [ X ]
8.2 If yes, give full information:
9.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board? Yes [ X ] No [ ]
9.2 If response to 9.1 is yes, please identify the name of the bank holding company.
Citigroup Inc.
9.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ X ] No [ ]
9.4 If the response to 9.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal
regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Office of Thrift
Supervision (OTS), the Federal Deposit Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate's
primary federal regulator].
1 2 3 4 5 6 7
Affiliate Name Location (City, State) FRB OCC OTS FDIC SEC
399 Venture Partners, Inc. New York, NY X
Acci Securities, Inc. New York, NY X
Acci World Wide, S.A. de C.V. Mexico City, MX X
AEL Holdings, Inc. Wilmington, DE X
AEL Leasing Co., Inc. Reading, PA X
AMAD Holdings Inc. New Castle, DE X
Arcadia Financial Ltd. Irving, TX X
Arcadia Receivables Capital Corp. Irving, TX X
Arcadia Receivables Finance Corp. Irving, TX X
Arcadia Receivables Finance Corp. VI Irving, TX X
Arcadia Receivables Financing CorporationIrving, TX X
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.1
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
Asia Mortgage Finance New York, NY X
Associated Madison Companies, Inc. New York, NY X
Associates Asset Backed Securities Corp. Irving, TX X
Associates Auto Club Services International, Inc. Irving, TX X
Associates Auto Club Services, Inc. Irving, TX X
Associates Capital Bank, Inc. Salt Lake City, UT X
Associates Capital Investments, L.L.C. Irving, TX X
Associates Capital Services Corporation Irving, TX X
Associates Commercial Corporation <AL> Irving, TX X
Associates Commercial Corporation of Louisiana Irving, TX X
Associates Commercial Leasing Company, Inc. Irving, TX X
Associates Corporation of North America <A Texas Corporation> Irving, TX X
Associates Credit Services, Inc. Irving, TX X
Associates Diversified Services, Inc. Irving, TX X
Associates First Capital Corporation Irving, TX X
Associates First Capital Mortgage Corporation Irving, TX X
Associates Home Equity Receivables Corp.Irving, TX X
Associates Housing Finance, LLC Irving, TX X
Associates Information Services, Inc. Irving, TX X
Associates International Holdings CorporationIrving, TX X
Associates International Services, LLC New York, NY X
Associates Mexico Holdings, LLC New York, NY X
Associates Real Estate Financial Services Company, Inc. Irving, TX X
Associates Venture Capital, LLC Irving, TX X
Associates/Trans-National Leasing, Inc. Irving, TX X
AST StockPlan, Inc. New York, NY X
Auto One Acceptance Corporation Dallas, TX X
AZ Notes Corp. New York, NY X
Ball (Nominee) & Co., L.L.C. New York, NY X
Banamex USA Bancorp Century City, CA X
Bankers Leasing Corporation Harrison, NY X
Barnes & Co., L.L.C. New York, NY X
Benco & Co., L.L.C. New York, NY X
Blazer Consumer Discount Company Tampa, FL X
Blazer Financial Services, Inc. (ID) Tampa, FL X
Blazer Financial Services, Inc. (NM) Tampa, FL X
Blazer Financial Services, Inc. of Indiana Tampa, FL X
Blazer Financial Services, Inc. of Midway Tampa, FL X
Blazer Financial Services, Inc.of Miami Tampa, FL X
BLC Corporation Harrison, NY X
Borden & Co., L.L.C. New York, NY X
C.A.R.D. Realty Corp. Uniondale, NY X
CAI RE Mezzanine Advisor III, LLC New York, NY X
Cal Fed Holdings, Inc. San Francisco, CA X
Cal Fed Insurance Agency, Inc. San Francisco, CA X
California Commerce Bank Century City, CA X
CBC International Real Estate LP LLC New York, NY X
CBL Capital Corporation Harrison, NY X
CC Consumer Services of Alabama, Inc. Baltimore, MD X
CC Credit Card Corporation Newark, DE X
CC Finance System Incorporated Baltimore, MD X
CC Home Lenders Financial, Inc. Baltimore, MD X
CC Home Lenders, Inc. Baltimore, MD X
CC Retail Services, Inc. Baltimore, MD X
CCC Fairways, Inc. New York, NY X
CDC Holdings Inc. Sioux Falls, SD X
CEFOF GP I Corp. New York, NY X
CELFOF GP Corp. New York, NY X
Centaur Investment Corporation New Castle, DE X
CGI Private Equity LP LLC New York, NY X
Chesapeake Appraisal and Settlement Services Agency of Ohio Inc. Liverpool, OH X
Chesapeake Appraisal and Settlement Services Inc. Baltimore, MD X
Chesapeake West Escrow Services Inc. San Diego, CA X
CIGPF I CORP. New York, NY X
Citi Argentina (ABF) Trust New York, NY X
Citi Fund Management Inc. New York, NY X
Citi Omni-S Finance LLC Sioux Falls, SD X
Citibank (Nevada), National Association Las Vegas, NV X
Citibank (South Dakota), National AssociationSioux Falls, SD X
Citibank (West) Bancorp Inc. San Francisco, CA X
Citibank (West) Holdings Inc. San Francisco, CA X
Citibank (West), FSB San Francisco, CA X

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.2
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
Citibank Delaware New Castle, DE X
Citibank International Miami, FL X
Citibank Mortgage Services, Inc. Miami, FL X
Citibank Overseas Investment Corporation New Castle, DE X
Citibank Service Corporation San Francisco, CA X
Citibank Strategic Technology Inc. New York, NY X
Citibank USA, National Association Sioux Falls, SD X
Citibank, Federal Savings Bank Reston, VA X
Citibank, N.A. New York, NY X
CitiCapital Commercial Corporation Irving, TX X
CitiCapital Commercial Leasing CorporationIrving, TX X
CitiCapital Small Business Finance, Inc. Irving, TX X
CitiCapital Technology Finance, Inc. Reading, PA X
CitiCapital Trailer Rental, Inc. Irving, TX X
Citicorp New York, NY X
Citicorp (Mexico) Holdings LLC New York, NY X
Citicorp Aircraft Management, Inc. New Castle, DE X
Citicorp Bankers Leasing Corporation Harrison, NY X
Citicorp Bankers Leasing Finance CorporationHarrison, NY X
Citicorp Banking Corporation New Castle, DE X
Citicorp Capital Investors Europe Limited New Castle, DE X
Citicorp Capital Investors, Limited New York, NY X
Citicorp Card Services, Inc. New Castle, DE X
Citicorp Community Development, Inc. New York, NY X
Citicorp Credit Services, Inc. Long Island City, NY X
Citicorp Credit Services, Inc. (Delaware) Wilmington, DE X
Citicorp Credit Services, Inc. (Maryland) Hagerstown, MD X
Citicorp Credit Services, Inc. (USA) Kansas City, MO X
Citicorp Data Systems Incorporated San Antonio, TX X
Citicorp Delaware Equity, Inc. New Castle, DE X
Citicorp Delaware Services, Inc. New Castle, DE X
Citicorp Del-Lease, Inc. New Castle, DE X
Citicorp Development Center, Inc. Los Angeles, CA X
Citicorp Diners Club Inc. Chicago, IL X
Citicorp Electronic Commerce, Inc. New York, NY X
Citicorp Funding, Inc. New York, NY X
Citicorp Global Holdings, Inc. New Castle, DE X
Citicorp Global Lease, Inc. New Castle, DE X
Citicorp Home Equity, Inc. Baltimore, MD X
Citicorp Home Mortgage Services, Inc. Baltimore, MD X
Citicorp Information Technology, Inc. Parsippany, NJ X
Citicorp Interim Services, Inc. New York, NY X
Citicorp International Finance Corporation New Castle, DE X
Citicorp Investment Services Long Island City, NY X
Citicorp Investor Lease, Inc. New Castle, DE X
Citicorp Leasing International, Inc. New Castle, DE X
Citicorp Leasing, Inc. New York, NY X
Citicorp Lescaman, Inc. New York, NY X
Citicorp Mezzanine Partners III, L.P. New York, NY X
Citicorp Mezzanine Partners, L.P. New York, NY X
Citicorp Mortgage Securities, Inc. New York, NY X
Citicorp Multilease (SEF), Inc. New Castle, DE X
Citicorp National Services, Inc. St. Louis, MO X
Citicorp Nevada Credit, Inc. Harrison, NY X
Citicorp Nevada Leasing, Inc. Harrison, NY X
Citicorp North America, Inc. New York, NY X
Citicorp Payment Services, Inc. Long Island City, NY X
Citicorp Railmark, Inc. New Castle, DE X
Citicorp Real Estate, Inc. New York, NY X
Citicorp Securities Services, Inc. New York, NY X
Citicorp Services Inc. Chicago, IL X
Citicorp Sierra Lease, Inc. New Castle, DE X
Citicorp Strategic Technology Corporation New York, NY X
Citicorp Subsahara Investments, Inc. New Castle, DE X
Citicorp Technology Holdings Inc. Wilmington, DE X
Citicorp Translease, Inc. New York, NY X
Citicorp Trust Bank, fsb Newark, DE X
Citicorp Trust Company (Maryland) Baltimore, MD X
Citicorp Trust South Dakota Sioux Falls, SD X
Citicorp Trust, N.A. (Florida) Palm Beach, FL X
Citicorp Trust, National Association Los Angeles, CA X
Citicorp USA, Inc. New York, NY X
Citicorp Vendor Finance, Inc. Mahwah, NJ X

http://media.corporate-ir.net/media_files/irol/12/121171/statutory/TLA/1q04.pdf

(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
Citicorp Venture Capital Ltd. New York, NY X
CitiDel, Inc. New York, NY X
CitiFinancial Alabama, Inc. Baltimore, MD X
CitiFinancial Company Baltimore, MD X
CitiFinancial Consumer Services, Inc. Baltimore, MD X
CitiFinancial Corporation <CO> Baltimore, MD X
CitiFinancial Corporation, LLC Baltimore, MD X
CitiFinancial Credit Company Baltimore, MD X
CitiFinancial Delaware LLC Baltimore, MD X
CitiFinancial Management Corporation Baltimore, MD X
CitiFinancial Mortgage Company (FL), LLC Irving, TX X
CitiFinancial Mortgage Company, Inc. Irving, TX X
CitiFinancial Mortgage Company, LLC Baltimore, MD X
CitiFinancial Mortgage Consumer Discount Company Irving, TX X
CitiFinancial Mortgage Industrial Loan Company Irving, TX X
CitiFinancial Mortgage Loan Corporation Irving, TX X
CitiFinancial Mortgage Securities Inc. Baltimore, MD X
CitiFinancial of Virginia, Inc. Baltimore, MD X
CitiFinancial of West Virginia, Inc. Baltimore, MD X
CitiFinancial Services of Mississippi, LLC Baltimore, MD X
CitiFinancial Services, Inc. <CA> Baltimore, MD X
CitiFinancial Services, Inc. <DE> Baltimore, MD X
CitiFinancial Services, Inc. <GA> Baltimore, MD X
CitiFinancial Services, Inc. <KY> Baltimore, MD X
CitiFinancial Services, Inc. <MA> Baltimore, MD X
CitiFinancial Services, Inc. <MN> Baltimore, MD X
CitiFinancial Services, Inc. <MO> Baltimore, MD X
CitiFinancial Services, Inc. <OH> Baltimore, MD X
CitiFinancial Services, Inc. <OK> Baltimore, MD X
CitiFinancial Services, Inc. <PA> Baltimore, MD X
CitiFinancial Services, Inc. <UT> Baltimore, MD X
CitiFinancial Services, Inc. <VA> Baltimore, MD X
CitiFinancial, Inc. <HI> Honolulu, HI X
CitiFinancial, Inc. <IA> Baltimore, MD X
CitiFinancial, Inc. <KY> Baltimore, MD X
CitiFinancial, Inc. <MD> Baltimore, MD X
CitiFinancial, Inc. <NY> Baltimore, MD X
CitiFinancial, Inc. <OH> Baltimore, MD X
CitiFinancial, Inc. <SC> Baltimore, MD X
CitiFinancial, Inc. <TN> Baltimore, MD X
CitiFinancial, Inc. <TX> Baltimore, MD X
CitiFinancial, Inc. <WV> Baltimore, MD X
CitiFinancial, Inc. NC Baltimore, MD X
Citigroup Alternative Investments European Fund Advisor LLC Hartford, CT X
Citigroup Alternative Investments General Real Estate Mezzanine Investments II, LLC Hartford, CT X
Citigroup Alternative Investments GP, LLC New York, NY X
Citigroup Alternative Investments Limited Real Estate Mezzanine Investments III LLC New York, NY X
Citigroup Alternative Investments LLC New York, NY X
Citigroup Alternative Investments Opportunity Fund III Associates, LLC Hartford, CT X
Citigroup Alternative Investments Opportunity Fund IV Associates, LLC Hartford, CT X
Citigroup Alternative Investments Opportunity Fund V Associates (Domestic), L.L.C. Hartford, CT X
Citigroup Alternative Investments Opportunity Fund V Associates (International), LLC Hartford, CT X
Citigroup Alternative Investments Private Equity GP LLC New York, NY X
Citigroup Alternative Investments Real Estate GP LLC New York, NY X
Citigroup Alternative Investments Real Estate LP LLC New York, NY X
Citigroup Asset Management Limited London, UK X
Citigroup CCDE Investment Fund LLC Chicago, IL X
Citigroup Diversified Futures Fund L.P. New York, NY X
Citigroup Employee Fund of Funds (Cayman) I, LP New York, NY X
Citigroup Employee Fund of Funds (DE-UK) I, LP New York, NY X
Citigroup Employee Fund of Funds (Master Fund) I, LP New York, NY X
Citigroup Employee Fund of Funds (UK) I, LPNew York, NY X
Citigroup Employee Fund of Funds (US-UK) I, LP New York, NY X
Citigroup Employee Fund of Funds I, LP New York, NY X
Citigroup Financial Products Inc. New York, NY X
Citigroup FOF LLC New York, NY X
Citigroup Forex Inc. New York, NY X
Citigroup Global Markets (Loan Notes) Inc. New York, NY X
Citigroup Global Markets Commercial Corp.New York, NY X
Citigroup Global Markets Finance LLC New York, NY X
Citigroup Global Markets Financial Products LLC New York, NY X
Citigroup Global Markets Holdings Inc. New York, NY X
Citigroup Global Markets Inc. New York, NY X
Statement as of March 31, 2004 of THE TRAVELERS L
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.4
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
Citigroup Global Markets Puerto Rico Inc. San Juan, PR X
Citigroup Global Markets Realty Corp. New York, NY X
Citigroup Holdings Company Wilmington, DE X
Citigroup Index LLC New York, NY X
Citigroup Insurance Holding Corporation New York, NY X
Citigroup Investment Holdings Inc. New Castle, DE X
Citigroup Investments Inc. New York, NY X
Citigroup Irish Investor LLC New York, NY X
Citigroup Overseas Investment LLC New Castle, DE X
Citigroup Payco I LLC New York, NY X
Citigroup Payco II LLC New York, NY X
Citigroup Payco III LLC New York, NY X
Citigroup Payco LLC New York, NY X
Citigroup Risk Brokers Holding Company Inc. New York, NY X
Citigroup Vehicle Securities Inc. New York, NY X
Citigroup Venture Capital GP Holdings, Ltd.New York, NY X
Citigroup Washington, Inc. Washington, DC X
CitiHousing, Inc. Sioux Falls, SD X
CitiInsurance International Holdings Inc. Hartford, CT X
CitiMae, Inc. New York, NY X
CitiMortgage Asset Management, Inc. Garden City, NY X
CitiMortgage, Inc. St. Louis, MO X
Citishare Corporation Long Island City, NY X
CitiStreet Advisors LLC East Brunswick, NJ X
CitiStreet Equities LLC East Brunswick, NJ X
CitiStreet Financial Services LLC East Brunswick, NJ X
CitiStreet Funds Management LLC East Brunswick, NJ X
CitiStreet International, LLC Quincy, MA X
CitiStreet LLC Quincy, MA X
CitiStreet Mortgage Services, Inc. East Brunswick, NJ X
CitiStreet Retirement Services LLC East Brunswick, NJ X
Cititrust (New Jersey) Limited Short Hills, NJ X
Cityspire Realty Corp. Uniondale, NY X
CMI of Delaware, Inc. New York, NY X
Commercial Credit International Banking Corporation Baltimore, MD X
Commercial Credit International, Inc. Baltimore, MD X
Commetro Leasing, Inc. Harrison, NY X
Commonwealth Control, Inc. Harrison, NY X
Commonwealth Plan, Inc., The Harrison, NY X
Commonwealth System, Inc., The Harrison, NY X
Communico Century City, CA X
Copelco Equipment Leasing Corporation Wilmington, DE X
Copelco Management Services, Inc. Mt. Laurel, NJ X
Copelco Manager, Inc. Mt. Laurel, NJ X
Corporate Housing Initiatives Fund LP New York, NY X
Court Square Capital Limited New York, NY X
CrossMar, Inc. New York, NY X
CT Mezzanine Fund III Manager LLC New York, NY X
CT Mezzanine Partners II, L.P. New York, NY X
CT MP II LLC New York, NY X
CVC Capital Funding, Inc. New York, NY X
CVC Management LLC New York, NY X
CVC Partners, LLC New York, NY X
DCE Investments, Inc. New Castle, DE X
Diners Club International Ltd. Chicago, IL X
Drake & Co., LLC New York, NY X
EAB Community Development Corp. Uniondale, NY X
Endeavor Fund I LLC Wilmington, DE X
ESO GP L.L.C. New York, NY X
Eternet Inc. San Jose, CA X
European GREIO/TIC Real Estate Investments LLC Hartford, CT X
EXCT Holdings, Inc. Honolulu, HI X
EXCT Limited Partnership Honolulu, HI X
EXCT LLC Honolulu, HI X
Financial Leasing Corporation Harrison, NY X
First Century Management Company New York, NY X
First Collateral Services, Inc. Concord, CA X
First Estate Corporation San Francisco, CA X
First Family Financial Services, Inc. <DE> Baltimore, MD X
First Paddle Creek, Inc. Chicago, IL X
First Savings Corporation Chicago, IL X
Five Star Service Corporation San Francisco, CA X
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.5
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
Fleetmark, Inc. Irving, TX X
FNB Real Estate Corp. San Francisco, CA X
FNC Insurance Agency, Inc. Frederick, MD X
Foremost Investment Corporation New Castle, DE X
Forum Accounting Services, Limited Liability Company Portland, ME X
Forum Administrative Services, Limited Liability Company Portland, ME X
Forum Financial Group, Limited Liability Company Portland, ME X
Forum Shareholder Services, Limited Liability Company Portland, ME X
Franciscan Financial Corporation San Francisco, CA X
Fruehauf Finance Company Irving, TX X
FS Asia Holdings LLC New York, NY X
FS Securities Holdings Inc. New York, NY X
Future Financial Corporation New York, NY X
Geneva Capital Markets, LLC New York, NY X
Geneva II LLC New York, NY X
Gerlach (Nominee) & Co., L.L.C. New York, NY X
GLENFED Development Corp. San Francisco, CA X
Great Dane Finance Company Irving, TX X
GREIO Al-Soor Realty L.P. New York, NY X
GREIO Islamic GP LLC Hartford, CT X
Grupo Financiero Banamex, S.A. de C.V. Mexico City, MX X
Hank & Co., L.L.C. New York, NY X
Holding BUSA II, S. de R.L. de C.V. Mexico City, MX X
Holding BUSA, S. de R.L. de C.V. Mexico City, MX X
Home MAC Government Financial Corporation New York, NY X
Home MAC Mortgage Securities CorporationNew York, NY X
Housing Securities, Inc. New York, NY X
Hurley & Co., L.L.C. New York, NY X
Huwest Company, L.L.C. New York, NY X
Integrated Funding Company Tampa, FL X
International Equity Investments, Inc. New Castle, DE X
Island Abodes Corp. Uniondale, NY X
Joliet Generation II, LLC Irving, TX X
Keeper Holdings LLC New York, NY X
King (Nominee) & Co., L.L.C. New York, NY X
Kordula & Co., L.L.C. New York, NY X
Liquidation Properties Holding Company Inc.New York, NY X
Liquidation Properties Inc. New York, NY X
Loan Participation Holding Corporation New York, NY X
LT Investment I, LLC New York, NY X
LT Investment II, LLC New York, NY X
MBBT Corp. New York, NY X
MC2 Technologies, Inc. Westport, CT X
Mid-America Insurance Services, Inc. Fort Worth, TX X
Monaco Art Corp. New York, NY X
Mortgage Capital Funding Inc. New York, NY X
Mr Ables Inc. New York, NY X
MRC Holdings, Inc. New York, NY X
National Equipment Rental Program, Inc. Charlotte, NC X
Nessus Investment Corporation New Castle, DE X
NETB Holdings LLC New York, NY X
Nextco Inc. New York, NY X
Nimer & Co., L.L.C. New York, NY X
Nippon Real Estate Investment New York, NY X
Nostro Investment Corporation New Castle, DE X
NSPL, Inc. New York, NY X
Pacific Plan, Inc., The Harrison, NY X
Park Tower Holdings, Inc. Baltimore, MD X
PayMyBills.com, Inc. Pasadena, CA X
Paytru$t Inc. Princeton, NJ X
PB-SB Investments, Inc New York, NY X
PB-SB Ventures, Inc New York, NY X
Peny & Co., L.L.C. New York, NY X
Perennially Green, Inc. New York, NY X
PFS Distributors, Inc. Duluth, GA X
PFS Investments Inc. Duluth, GA X
PFS T.A., Inc. Duluth, GA X
Phibro Energy Clearing, Inc. Westport, CT X
Phibro Energy Production, Inc. Westport, CT X
Phibro Inc. Westport, CT X
Phibro Resources Corp. New York, NY X
Plaza Holdings LLC New York, NY X
POP Trophy I Inc. New York, NY X

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.6
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
POP Trophy Inc. New York, NY X
Powerton Generation II, LLC Irving, TX X
Premium Lease & Finance, LLC Irving, TX X
Primerica Client Services, Inc. <USA> Duluth, GA X
Primerica Convention Services, Inc. Duluth, GA X
Primerica Finance Corporation Duluth, GA X
Primerica Financial Services Home Mortgages Limited Partnership of Arizona Duluth, GA X
Primerica Financial Services Home Mortgages Limited Partnership of Ohio Duluth, GA X
Primerica Financial Services Home Mortgages Limited Partnership of Tennessee Duluth, GA X
Primerica Financial Services Home Mortgages, Inc. Duluth, GA X
Primerica Services, Inc. Duluth, GA X
Primerica Shareholder Services Duluth, GA X
Public Finance Corporation Tampa, FL X
Reseller Finance Corporation West Chester, PA X
Resource Deployment, Inc. Fort Worth, TX X
R-H Capital, Inc. Atlanta, GA X
R-H Venture Capital, LLC Atlanta, GA X
R-H/Travelers, L.P. Atlanta, GA X
Robinson-Humphrey Netlanta(sm) Fund I, L.P. Atlanta, GA X
Salomon Brothers All Cap Value Fund New York, NY X
Salomon Brothers Asset Management Asia Pacific Limited Victoria, HK X
Salomon Brothers Asset Management Inc New York, NY X
Salomon Brothers Housing Investment Inc New York, NY X
Salomon Brothers International Operations (Japan) Inc. New York, NY X
Salomon Brothers International Operations Inc New York, NY X
Salomon Brothers Investments LLC New York, NY X
Salomon Brothers Large Cap Core Equity Fund New York, NY X
Salomon Brothers Mortgage Securities III, IncNew York, NY X
Salomon Brothers Pacific Holding Company Inc New York, NY X
Salomon Brothers Properties Inc New York, NY X
Salomon Brothers Real Estate Development Corp New York, NY X
Salomon Brothers Russia Holding Company Inc New York, NY X
Salomon Brothers Tosca Inc. New York, NY X
Salomon Brothers Variable Large Cap Growth Fund New York, NY X
Salomon Capital Access Corporation New York, NY X
Salomon Capital Access for Savings Institutions, Inc. New York, NY X
Salomon Plaza Holdings Inc New York, NY X
Salomon Reinvestment Company, Inc New York, NY X
Salomon Smith Barney Global Diversified Futures Fund L.P. New York, NY X
Salomon Smith Barney/Travelers Real Estate Fund, L.P. New York, NY X
Salomon Smith Barney/Travelers REF GP, LLC New York, NY X
Salomon Swapco Inc. New York, NY X
San Francisco Auxiliary Corporation San Francisco, CA X
Saturn Ventures, LLC New York, NY X
SB Cayman Holdings I Inc. New York, NY X
SB Cayman Holdings II Inc. New York, NY X
SB Cayman Holdings III Inc. New York, NY X
SB Cayman Holdings IV Inc. New York, NY X
SB Funding Corp. New York, NY X
SB Motel Corp. New York, NY X
SBAM G.P. Inc. New York, NY X
SBJV, LLC New York, NY X
SBRFC, LLC New York, NY X
Scanports Shipping, Inc. Westport, CT X
Schroder Wertheim & Co. Inc. 1996 European Investment Partnership L.P. New York, NY X
Schroder Wertheim Holdings I Inc. New York, NY X
Seven World Holdings LLC New York, NY X
Seven World Technologies, Inc New York, NY X
SFJV-2002-1, LLC New York, NY X
Smith Barney Consulting Partnership, LP New York, NY X
Smith Barney Corporate Trust Company Wilmington, DE X
Smith Barney Fund Management LLC New York, NY X
Smith Barney Global Capital Management, Inc. London, UK X
Smith Barney Mortgage Capital Group, Inc.New York, NY X
Smith Barney Realty, Inc. New York, NY X
Smith Barney Risk Investors, Inc. New York, NY X
Smith Barney Venture Corp. New York, NY X
SOMSC Services, Inc. Farmington Hills, MI X
Southwest Service Agreements, Inc. Fort Worth, TX X
SSB BB Inc. New York, NY X
SSB Capital Partners (Cayman) I, LP New York, NY X
SSB Capital Partners (DE-UK) I, LP New York, NY X
SSB Capital Partners (Master Fund) I, LP New York, NY X
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.7
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
SSB Capital Partners (UK) I, LP New York, NY X
SSB Capital Partners (US-UK) I, LP New York, NY X
SSB Capital Partners I, LP New York, NY X
SSB Greenwich Street Partners LLC New York, NY X
SSB Keeper Holdings LLC New York, NY X
SSB Private Management LLC New York, NY X
SSB Vehicle Securities Inc. New York, NY X
SSBCP GP I Corp. New York, NY X
SSBPIF GP Corp. New York, NY X
Stately & Co., L.L.C. New York, NY X
Storms & Co., L.L.C. New York, NY X
Stuart & Co., L.L.C. New York, NY X
Student Loan Corporation, The Pittsford, NY X
Sweeney & Co., L.L.C. New York, NY X
TCEP Participation Corp. New York, NY X
TCP Corp. New York, NY X
The Associates Corporation Irving, TX X
The Associates Payroll Management Service Company, Inc. Irving, TX X
The Geneva Companies Inc. Irvine, CA X
The Geneva Companies, LLC New York, NY X
The Geneva Group, LLC New York, NY X
The Travelers Investment Management Company Hartford, CT X
The Yield Book Inc. New York, NY X
TheDebtCenter, L.L.C. New York, NY X
TIMCO ALPHA I, LLC Hartford, CT X
Tishman Speyer/Travelers Associates IV, L.L.C. New York, NY X
Tishman Speyer/Travelers Associates V (Domestic), L.L.C. New York, NY X
Tower Square Securities, Inc. Hartford, CT X
TranSouth Financial Corporation Irving, TX X
TranSouth Financial Corporation of Iowa Irving, TX X
TranSouth Mortgage Corporation Irving, TX X
Travelers Asset Management International Company LLC Hartford, CT X
Travelers Auto Leasing Corporation Hartford, CT X
Travelers Distribution LLC Hartford, CT X
Travelers Group Diversified Distribution Services, Inc. Hartford, CT X
Travelers Group International LLC New York, NY X
Travelers Investment Advisers, Inc. New York, NY X
Tribeca Management LLC New York, NY X
TRV Employees Investments, Inc. New York, NY X
TRV/RCM Corp. New York, NY X
TST International Fund V CV, GP, L.L.C. New York, NY X
TST International Fund V, GP, LLC New York, NY X
Twelve Polo Realty, Inc. Uniondale, NY X
Unified Mortgage, LLC San Francisco, CA X
United States Auto Club, Motoring Division, Inc. Irving, TX X
United States Fleet Leasing, Inc. Irving, TX X
Universal Bancorp Services, Inc. Jacksonville, FL X
Universal Card Services LLC Jacksonville, FL X
Universal Financial Corp. Salt Lake City, UT X
VE Apartments LLC New York, NY X
Verdugo Trustee Service Corporation Frederick, MD X
Verochris Corporation Baltimore, MD X
VT Finance, Inc. Irving, TX X
Wasco Funding Corp. New York, NY X
Washington Mutual Finance Asset Holdings, LLC Tampa, FL X
Washington Mutual Finance Corporation Tampa, FL X
Washington Mutual Finance of Florida, LLCTampa, FL X
Washington Mutual Finance of North Carolina, LLC Tampa, FL X
Washington Mutual Finance of Texas, LLC Tampa, FL X
Washington Mutual Finance of Virginia, LLCTampa, FL X
Washington Mutual Finance, Inc. (CA) Tampa, FL X
Washington Mutual Finance, Inc. (OH) Tampa, FL X
Washington Mutual Finance, Inc. (UT) Tampa, FL X
Washington Mutual Finance, Inc. of KansasTampa, FL X
Washington Mutual Finance, LLC Tampa, FL X
Washington Mutual Finance, LP Tampa, FL X
Watchguard Registration Services, Inc. Irving, TX X
Weber & Co., L.L.C. New York, NY X
Wertheim Energy Corporation New York, NY X
West Florida Investments, Inc. Chicago, IL X
West Suburban Investments, Inc. Chicago, IL X
West Suburban Investments, Inc. of CaliforniaChicago, IL X
Statement as of March 31, 2004 of THE TRAVELERS LIFE A

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
8.8
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 1 - COMMON INTERROGATORIES
West Suburban Investments, Inc. of ColoradoChicago, IL X
Western Credit Services Co. Tampa, FL X
Western Financial Funding Company Tampa, FL X
Winter Capital Consulting LLC New York, NY X
Winter Capital International LLC New York, NY X
Winter Capital Management International LLCNew York, NY X
WMFC Acceptance, LLC Tampa, FL X
Worcester Plan, Inc., The Harrison, NY X
World Equity Partners, L.P. New York, NY X
World Subordinated Debt Partners, L.P. New York, NY X
Yonder Investment Corporation New Castle, DE X
INVESTMENT
10.1 Has there been any change in the reporting entity's own preferred or common stock? Yes [ ] No [ X ]
10.2 If yes, explain:...
11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available
for use by another person? (Exclude securities under securities lending agreements.) Yes [ ] No [ X ]
11.2 If yes, give full and complete information relating thereto:
12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $.....................5,848,520
13. Amount of real estate and mortgages held in short-term investments: .......................................
14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ]
14.2 If yes, please complete the following: 1 2
Prior Year-End Current Quarter
Statement Value Statement Value
14.21 Bonds.......................................................................................................................................... .................................................... ..................................................................
14.22 Preferred Stock............................................................................................................................ .................................................... ..................................................................
14.23 Common Stock............................................................................................................................ $................................20,843,948 $..............................................18,901,977
14.24 Short-Term Investments............................................................................................................... .................................................... ..................................................................
14.25 Mortgages, Loans or Real Estate.................................................................................................. .................................................... ..................................................................
14.26 All Other....................................................................................................................................... $................................10,792,548 $..............................................10,413,717
14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26)................... $................................31,636,496 $..............................................29,315,694
14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above ............................................ .................................................... ..................................................................
14.29 Receivable from Parent not included in Lines 14.21 to 14.26 above............................................... .................................................... ..................................................................
15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ X ] No [ ]
15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ X ] No [ ]
If no, attach a description with this statement.
16. Excluding items in Schedule E, real estate, mortgage loans and investments held physically in the reporting entity's offices,
vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held
pursuant to a custodial agreement with a qualified bank or trust company in accordance with Part 1-General, Section
IV. H-Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ]
16.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook,
complete the following:
1 2
Name of Custodian(s) Custodian Address
JPMorgan Chase 4 Chase Metrotech Center 18th Fl., Brooklyn, NY 11245
16.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the
name, location and a complete explanation.
1 2 3
Name(s) Location(s) Complete Explanation(s)
16.3 Have there been any changes, including name changes, in the custodian(s) identified in 16.1 during the current quarter? Yes [ ] No [ X ]
16.4 If yes, give full and complete information relating thereto:
1 2 3 4
Old Custodian New Custodian Date of Change Reason
16.5 Identify all investment advisors, brokers/dealers or individuals acting on behalf of broker/dealers that have access
to the investment accounts, handle securities and have authority to make investments on behalf of the reporting entity:
1 2 3
Central Registration Depository Name(s) Address
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
9
GENERAL INTERROGATORIES (continued)
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted)
PART 2 - LIFE & HEALTH
1. Report the statement value of mortgage loans at the end of this reporting period for the following categories: 1
1.1 Long-term mortgages in good standing Amount
1.11 Farm mortgages............................................................................................................................................................................................... $..............................51,410,586
1.12 Residential mortgages...................................................................................................................................................................................... $................................................
1.13 Commercial mortgages..................................................................................................................................................................................... $..............................46,766,507
1.14 Total mortgages in good standing..................................................................................................................................................................... $..............................98,177,093
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) ...................................................................................... $..............................98,177,093
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
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
10
SCHEDULE A - VERIFICATION
1 2
Prior Year Ended
Year to Date December 31
1. Book/adjusted carrying value, December 31 of prior year............................................................................................... ...............................2,294,741 ......................................1,541
2. Increase (decrease) by adjustment................................................................................................................................ ............................................... ...............................................
3. Cost of acquired............................................................................................................................................................ ............................................... ...............................2,908,239
4. Cost of additions to and permanent improvements......................................................................................................... ............................................... ..................................164,502
5. Total profit (loss) on sales............................................................................................................................................. ....................................11,224 ....................................13,795
6. Increase (decrease) by foreign exchange adjustment..................................................................................................... ............................................... ...............................................
7. Amount received on sales............................................................................................................................................. ...............................2,304,424 ..................................793,336
8. Book/adjusted carrying value at end of current period.................................................................................................... ......................................1,541 ...............................2,294,741
9. Total valuation allowance.............................................................................................................................................. ............................................... ...............................................
10. Subtotal (Lines 8 plus 9)................................................................................................................................................ ......................................1,541 ...............................2,294,741
11. Total nonadmitted amounts........................................................................................................................................... ............................................... ...............................................
12. Statement value, current period (Page 2, real estate lines, net admitted assets column)................................................. ......................................1,541 ...............................2,294,741
SCHEDULE B - VERIFICATION
1 2
Prior Year Ended
Year to Date December 31
1. Book value/recorded investment excluding accrued interest on mortgages owned, December 31 of prior year................ .............................84,549,994 .............................74,317,429
2. Amount loaned during period:
2.1 Actual cost at time of acquisitions........................................................................................................................... .............................11,073,763 .............................18,666,666
2.2 Additional investment made after acquisitions......................................................................................................... ............................................... ...............................................
3. Accrual of discount and mortgage interest points and commitment fees......................................................................... ....................................47,029 ..................................188,117
4. Increase (decrease) by adjustment................................................................................................................................ ............................................... ...............................................
5. Total profit (loss) on sale............................................................................................................................................... ............................................... .................................(448,416)
6. Amounts paid on account or in full during the period...................................................................................................... ...............................1,493,713 ...............................8,173,802
7. Amortization of premium............................................................................................................................................... ............................................... ...............................................
8. Increase (decrease) by foreign exchange adjustment..................................................................................................... ............................................... ...............................................
9. Book value/recorded investment excluding accrued interest on mortgages owned at end of current period...................... .............................94,177,073 .............................84,549,994
10. Total valuation allowance.............................................................................................................................................. ............................................... ...............................................
11. Subtotal (Lines 9 plus 10).............................................................................................................................................. .............................94,177,073 .............................84,549,994
12. Total nonadmitted amounts........................................................................................................................................... ............................................... ...............................................
13. Statement value of mortgages owned at end of current period (Page 2, mortgage lines, net admitted assets column)..... .............................94,177,073 .............................84,549,994
SCHEDULE BA - VERIFICATION
Other Invested Assets Included in Schedule BA
1 2
Prior Year Ended
Year to Date December 31
1. Book/adjusted carrying value of long-term invested assets owned, December 31 of prior year........................................ .............................58,722,623 .............................43,835,483
2. Cost of acquisitions during period:
2.1 Actual cost at time of acquisitions........................................................................................................................... ............................................... ...............................1,703,930
2.2 Additional investment made after acquisitions......................................................................................................... ...............................1,262,680 ...............................4,446,699
3. Accrual of discount........................................................................................................................................................ ............................................... ...............................................
4. Increase (decrease) by adjustment................................................................................................................................ .................................(461,152) .............................17,463,728
5. Total profit (loss) on sale............................................................................................................................................... .................................(119,967) .................................(355,455)
6. Amounts paid on account or in full during the period...................................................................................................... ...............................1,054,311 ...............................8,770,145
7. Amortization of premium............................................................................................................................................... ......................................2,254 ......................................3,486
8. Increase (decrease) by foreign exchange adjustment..................................................................................................... ....................................57,993 ..................................401,869
9. Book adjusted/carrying value of long-term invested asset at end of current period.......................................................... .............................58,405,611 .............................58,722,623
10. Total valuation allowance.............................................................................................................................................. ..................................227,260 ...............................................
11. Subtotal (Lines 9 plus 10).............................................................................................................................................. .............................58,632,871 .............................58,722,623
12. Total nonadmitted amounts........................................................................................................................................... ..................................227,260 ...............................................
13. Statement value of long-term invested assets at end of current period (Page 2, Line 7, Column 3).................................. .............................58,405,611 .............................58,722,623
SCHEDULE D - VERIFICATION
1 2
Prior Year Ended
Year to Date December 31
1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year............................................................... .........................2,115,755,710 .........................1,627,409,579
2. Cost of bonds and stocks acquired................................................................................................................................ ...........................292,282,002 .........................1,905,822,253
3. Accrual of discount........................................................................................................................................................ ...............................4,527,223 .............................13,370,161
4. Increase (decrease) by adjustment................................................................................................................................ .................................(280,516) ...............................3,401,198
5. Increase (decrease) by foreign exchange adjustment..................................................................................................... .................................(104,307) ..................................873,637
6. Total profit (loss) on disposal......................................................................................................................................... ...............................1,293,591 ..............................(5,963,629)
7. Consideration for bonds and stocks disposed of............................................................................................................ ...........................166,613,719 .........................1,419,037,868
8. Amortization of premium............................................................................................................................................... ...............................2,868,079 .............................10,119,621
9. Book/adjusted carrying value, current period.................................................................................................................. .........................2,243,991,906 .........................2,115,755,710
10. Total valuation allowance.............................................................................................................................................. ............................................... ...............................................
11. Subtotal (Lines 9 plus 10).............................................................................................................................................. .........................2,243,991,906 .........................2,115,755,710
12. Total nonadmitted amounts........................................................................................................................................... ............................................... ...............................................
13. Statement value............................................................................................................................................................ .........................2,243,991,906 .........................2,115,755,710
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
11
SCHEDULE D - PART 1B
Showing the Acquisitions, Dispositions and Non-Trading Activity
During the Current Quarter for all Bonds and Preferred Stock by Rating Class
1 2 3 4 5 6 7 8
Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying
Value Beginning During During During Value End of Value End of Value End of Value December 31
of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year
BONDS
1. Class 1............................................................................................................. ...................1,549,561,558 ......................966,726,605 ......................825,848,326 ..........................4,117,040 ...................1,694,556,877 .......................................... .......................................... ...................1,549,561,558
2. Class 2............................................................................................................. ......................527,302,768 ........................77,258,817 ..........................3,940,058 ..........................1,468,342 ......................602,089,869 .......................................... .......................................... ......................527,302,768
3. Class 3............................................................................................................. ........................81,732,047 ........................18,200,405 ..........................9,956,040 .........................(1,516,914) ........................88,459,498 .......................................... .......................................... ........................81,732,047
4. Class 4............................................................................................................. ........................38,438,588 ..........................2,719,059 ..........................3,080,269 .........................(1,787,425) ........................36,289,953 .......................................... .......................................... ........................38,438,588
5. Class 5............................................................................................................. ........................14,982,887 .............................669,470 ..........................1,201,760 .........................(1,058,843) ........................13,391,754 .......................................... .......................................... ........................14,982,887
6. Class 6............................................................................................................. ..........................4,504,351 .......................................... ..............................(40,521) ..............................(74,602) ..........................4,470,270 .......................................... .......................................... ..........................4,504,351
7. Total Bonds....................................................................................................... ...................2,216,522,200 ...................1,065,574,355 ......................843,985,932 ..........................1,147,598 ...................2,439,258,221 .......................................0 .......................................0 ...................2,216,522,200
PREFERRED STOCK
8. Class 1............................................................................................................. ..........................2,500,000 .......................................... .......................................... .......................................... ..........................2,500,000 .......................................... .......................................... ..........................2,500,000
9. Class 2............................................................................................................. .............................646,063 .......................................... .......................................... .......................................... .............................646,063 .......................................... .......................................... .............................646,063
10. Class 3............................................................................................................. .............................581,494 .......................................... .......................................... .......................................... .............................581,494 .......................................... .......................................... .............................581,494
11. Class 4............................................................................................................. .............................922,035 .............................154,953 .......................................... ..............................(10,772) ..........................1,066,216 .......................................... .......................................... .............................922,035
12. Class 5............................................................................................................. .............................302,024 .......................................... ...............................11,156 ...............................(8,830) .............................282,039 .......................................... .......................................... .............................302,024
13. Class 6............................................................................................................. .............................128,948 .......................................... .....................................12 ..............................(26,673) .............................102,263 .......................................... .......................................... .............................128,948
14. Total Preferred Stock......................................................................................... ..........................5,080,564 .............................154,953 ...............................11,168 ..............................(46,274) ..........................5,178,075 .......................................0 .......................................0 ..........................5,080,564
15. Total Bonds and Preferred Stock....................................................................... ...................2,221,602,764 ...................1,065,729,308 ......................843,997,101 ..........................1,101,324 ...................2,444,436,296 .......................................0 .......................................0 ...................2,2

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
12
SCHEDULE DA - PART 1
Short-Term Investments Owned End of Current Quarter
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
8299999. Totals.................................... ........................221,113,177 ................XXX..................... .......................221,110,121 ............

SCHEDULE DA - PART 2 - Verification
Short-Term Investments Owned
1 2
Prior Year Ended
Year to Date December 31
1. Book/adjusted carrying value, December 31 of prior year............................................................................................... ..........................128,606,752 ..........................357,944,559
2. Cost of short-term investments acquired........................................................................................................................ ..........................773,487,780 .......................3,813,267,543
3. Increase (decrease) by adjustment................................................................................................................................ .....................................1,962 .....................................8,072
4. Increase (decrease) by foreign exchange adjustment..................................................................................................... .............................................. ......................................(406)
5. Total profit (loss) on disposal of short-term investments................................................................................................. ........................................669 ...................................26,787
6. Consideration received on disposal of short-term investments........................................................................................ ..........................680,983,985 .......................4,042,639,803
7. Book/adjusted carrying value, current period.................................................................................................................. ..........................221,113,177 ..........................128,606,752
8. Total valuation allowance............................................................................................................................................... .............................................. ..............................................
9. Subtotal (Lines 7 plus 8)................................................................................................................................................ ..........................221,113,177 ..........................128,606,752
10. Total nonadmitted amounts........................................................................................................................................... .............................................. ..............................................
11. Statement value (Lines 9 minus 10)............................................................................................................................... ..........................221,113,177 ..........................128,606,752
12. Income collected during period...................................................................................................................................... .................................322,960 ..............................6,024,757
13. Income earned during period......................................................................................................................................... .................................341,714 ..............................6,067,537
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
13, 14
Sch. DB-Part F-Section 1
NONE

Sch. DB-Part F-Section 2
NONE
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
15
SCHEDULE S - CEDED REINSURANCE
Showing All New Reinsurers - Current Year to Date
1 2 3 4 5
NAIC Federal Is Insurer
Company ID Authorized?
Code Number Name of Reinsurer Location (Yes or No)
Life Non-Affiliates
87572................ 23-2038295......... Scottish Re Us Inc............................................................................... Charlotte, NC............................................................................... YES.......

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
16
SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS
Current Year-to-Date - Allocated by States and Territories
1 Direct Business Only
Life Contracts 4 5 6
2 3 Accident and Health
Is Insurer Insurance Premiums, Deposit-Type
Licensed? Life Insurance Annuity Including Policy, Mem- Contract Other
States, Etc. (Yes or No) Premiums Considerations bership and Other Fees Funds Considerations
1. Alabama...............................................................................AL .......YES.... ..............1,423,115 ............12,320,663 ................................... ..............302,047 ............................
2. Alaska..................................................................................AK .......YES.... ..................40,132 ................862,493 ................................... ............................ ............................
3. Arizona.................................................................................AZ .......YES.... ..............3,178,034 ............14,726,607 ................................... ............................ ............................
4. Arkansas..............................................................................AR .......YES.... ..............1,353,883 ..............8,482,442 ................................... ............................ ............................
5. California..............................................................................CA .......YES.... ............35,679,839 ..........121,610,906 ................................... ................45,633 ............................
6. Colorado..............................................................................CO .......YES.... ..............1,972,603 ..............5,081,128 ................................... ............................ ............................
7. Connecticut..........................................................................CT .......YES.... ..............5,568,253 ............14,198,479 ................................... ............................ ............................
8. Delaware..............................................................................DE .......YES.... ..............5,099,507 ..............2,442,009 ................................... ............................ ............................
9. District of Columbia..............................................................DC .......YES.... ................825,004 ..............2,007,245 ................................... ............................ ............................
10. Florida...................................................................................FL .......YES.... ............23,075,528 ............82,985,237 ................................... ..............133,266 ............................
11. Georgia................................................................................GA .......YES.... ..............4,383,642 ............12,314,953 ................................... ............................ ............................
12. Hawaii...................................................................................HI .......YES.... ................508,811 ..............5,062,571 ................................... ................81,133 ............................
13. Idaho.....................................................................................ID .......YES.... ................772,541 ..............1,421,357 ................................... ............................ ............................
14. Illinois.....................................................................................IL .......YES.... ............11,948,217 ............37,010,661 ................................... ..............290,629 ............................
15. Indiana..................................................................................IN .......YES.... ..............6,133,069 ..............8,374,429 ................................... ............................ ............................
16. Iowa......................................................................................IA .......YES.... ..............2,197,072 ..............4,673,527 ................................... ............................ ............................
17. Kansas.................................................................................KS .......YES.... ..............1,447,675 ..............3,416,071 ................................... ............................ ............................
18. Kentucky..............................................................................KY .......YES.... ..............1,698,828 ..............7,369,008 ................................... ............................ ............................
19. Louisiana..............................................................................LA .......YES.... ................818,448 ..............9,232,135 ................................... ............................ ............................
20. Maine...................................................................................ME .......YES.... ................250,909 ..............2,021,946 ................................... ............................ ............................
21. Maryland..............................................................................MD .......YES.... ..............4,678,533 ............16,668,934 ................................... ............................ ............................
22. Massachusetts.....................................................................MA .......YES.... ............10,298,112 ............21,243,082 ................................... ..............124,172 ............................
23. Michigan...............................................................................MI .......YES.... ..............7,331,287 ............13,529,875 ................................... ................95,888 ............................
24. Minnesota............................................................................MN .......YES.... ..............4,501,946 ..............7,776,129 ................................... ............................ ............................
25. Mississippi...........................................................................MS .......YES.... ..............1,427,163 ..............3,043,840 ................................... ............................ ............................
26. Missouri...............................................................................MO .......YES.... ..............5,540,421 ..............7,061,109 ................................... ............................ ............................
27. Montana...............................................................................MT .......YES.... ................306,052 ..............1,017,597 ................................... ............................ ............................
28. Nebraska..............................................................................NE .......YES.... ..............1,655,275 ..............2,652,428 ................................... ............................ ............................
29. Nevada................................................................................NV .......YES.... ................887,686 ..............8,728,173 ................................... ................56,148 ............................
30. New Hampshire....................................................................NH .......YES.... ..................99,055 ................114,485 ................................... ............................ ............................
31. New Jersey...........................................................................NJ .......YES.... ............21,107,007 ............15,067,248 ................................... ...............(75,670) ............................
32. New Mexico.........................................................................NM .......YES.... ................291,597 ..............5,761,293 ................................... ............................ ............................
33. New York.............................................................................NY .......NO...... ............14,038,967 ................420,646 ................................... ............................ ............................
34. North Carolina......................................................................NC .......YES.... ............14,178,416 ..............6,727,174 ................................... ............................ ............................
35. North Dakota........................................................................ND .......YES.... ..................35,399 ................694,432 ................................... ............................ ............................
36. Ohio.....................................................................................OH .......YES.... ..............6,470,950 ............26,164,271 ................................... ..................9,849 ............................
37. Oklahoma.............................................................................OK .......YES.... ..............1,095,718 ..............6,584,011 ................................... ............................ ............................
38. Oregon.................................................................................OR .......YES.... ..............1,742,632 ..............3,756,084 ................................... ............................ ............................
39. Pennsylvania........................................................................PA .......YES.... ............17,751,497 ............47,939,296 ................................... ..................5,203 ............................
40. Rhode Island.........................................................................RI .......YES.... ................689,494 ..............3,790,231 ................................... ............................ ............................
41. South Carolina......................................................................SC .......YES.... ..............1,573,548 ............10,832,858 ................................... ............................ ............................
42. South Dakota.......................................................................SD .......YES.... ..............2,609,285 ..............1,048,512 ................................... ..............115,727 ............................
43. Tennessee...........................................................................TN .......YES.... ..............1,062,178 ..............5,915,524 ................................... ............................ ............................
44. Texas...................................................................................TX .......YES.... ............16,403,406 ............44,622,257 ................................... ............................ ............................
45. Utah.....................................................................................UT .......YES.... ..............1,662,562 ..............9,725,088 ................................... ............................ ............................
46. Vermont................................................................................VT .......YES.... ................190,215 ..............5,207,838 ................................... ................70,770 ............................
47. Virginia.................................................................................VA .......YES.... ..............3,845,406 ............17,020,461 ................................... ............................ ............................
48. Washington.........................................................................WA .......YES.... ..............2,028,083 ............10,649,208 ................................... ............................ ............................
49. West Virginia.......................................................................WV .......YES.... ................649,126 ..............4,356,718 ................................... ............................ ............................
50. Wisconsin.............................................................................WI .......YES.... ..............1,681,000 ............10,959,368 ................................... ............................ ............................
51. Wyoming.............................................................................WY .......YES.... ................141,680 ................723,504 ................................... ............................ ............................
52. American Samoa..................................................................AS .......NO...... .............................. .............................. ................................... ............................ ............................
53. Guam...................................................................................GU .......NO...... .............................. .............................. ................................... ............................ ............................
54. Puerto Rico..........................................................................PR .......YES.... ................774,572 ................597,289 ................................... ............................ ............................
55. US Virgin Islands...................................................................VI .......NO...... ....................7,081 .............................. ................................... ............................ ............................
56. Canada................................................................................CN .......NO...... ................222,288 .............................. ................................... ............................ ............................
57. Aggregate Other Alien...........................................................OT ......XXX..... ................553,961 ................356,489 ................................0 ...............(11,505) .........................0
58. Subtotal.................................................................................... (a).........51 ..........255,906,708 ..........676,369,319 ................................0 ...........1,243,290 .........................0
90. Reporting entity contributions for employee benefit plans........... ......XXX..... .............................. .............................. ................................... ............................ ............................
91. Dividends or refunds applied to purchase paid-up
additions and annuities.............................................................. ......XXX..... .............................. .............................. ................................... ............................ ............................
92. Dividends or refunds applied to shorten endowment or
premium paying period.............................................................. ......XXX..... .............................. .............................. ................................... ............................ ............................
93. Premium or annuity considerations waived under disability
or other contract provisions........................................................ ......XXX..... .............................. .............................. ................................... ............................ ............................
94. Aggregate other amounts not allocable by State......................... ......XXX..... ...........................0 ...........................0 ................................0 .........................0 .........................0
95. Totals (Direct Business)............................................................ ......XXX..... ..........255,906,708 ..........676,369,319 ................................0 ...........1,243,290 .........................0
96. Plus Reinsurance Assumed....................................................... ......XXX..... .............................. .............................. ................................... ............................ ............................
97. Totals (All Business).................................................................. ......XXX..... ..........255,906,708 ..........676,369,319 ................................0 ...........1,243,290 .........................0
98. Less Reinsurance Ceded........................................................... ......XXX..... ............17,219,206 ..............2,381,729 ................................... ............................ ............................
99. Totals (All Business) less Reinsurance Ceded........................... ......XXX..... ..........238,687,502 ..........673,987,590 ................................0 ...........1,243,290 .........................0
DETAILS OF WRITE-INS
5701. Mexico...................................................................................... ......XXX..... ................176,101 .............................. ................................... ............................ ............................
5702. Bahamas................................................................................... ......XXX..... ....................5,579 .............................. ................................... ............................ ............................
5703. Others....................................................................................... ......XXX..... ................372,281 ................356,489 ................................... ...............(11,505) ............................
5798. Summary of remaining write-ins for line 57 from overflow page... ......XXX..... ...........................0 ...........................0 ................................0 .........................0 .........................0
5799. Total (Lines 5701 thru 5703 plus 5798) (Line 57 above).............. ......XXX..... ................553,961 ................356,489 ................................0 ...............(11,505) .........................0
9401. ................................................................................................. ......XXX..... .............................. .............................. ................................... ............................ ............................
9402. ................................................................................................. ......XXX..... .............................. .............................. ................................... ............................ ............................
9403. ................................................................................................. ......XXX..... .............................. .............................. ................................... ............................ ............................
9498. Summary of remaining write-ins for line 94 from overflow page... ......XXX..... ...........................0 ...........................0 ................................0 .........................0 .........................0
9499. Total (Lines 9401 thru 9403 plus 9498) (Line 94 above).............. ......XXX..... ...........................0 ...........................0 ................................0 .........................0 .........................0
(a) Insert the number of yes responses except for Canada and Other Alien.

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
17
Citigroup Inc. Delaware 52-1568099
Associated Madison Companies, Inc. Delaware 13-3140258
Citigroup Insurance Holding Corporation Georgia 58-1708749
The Travelers Insurance Company - Accident Dept. (39357) * Connecticut 06-0566090
The Travelers Insurance Company - Life Dept. (87726) * Connecticut 06-0566090
American Financial Life Insurance Company (92541) * Texas 75-1686164
One Financial Place Corporation Delaware 06-1576470
Plaza LLC Connecticut N/A
Keeper Holdings LLC Delaware N/A
CitiStreet LLC Delaware N/A
Travelers Asset Management International Company LLC New York N/A
Tower Square Securities, Inc. Connecticut 06-0843577
Travelers Distribution LLC Delaware N/A
Primerica Life Insurance Company (65919) * Massachusetts 04-1590590
CitiLife Financial Ltd. * Ireland N/A
National Benefit Life Insurance Company (61409) * New York 23-1618791
Primerica Financial Services (Canada) Ltd. Canada N/A
Primerica Life Insurance Company of Canada * Canada N/A
The Travelers Life and Annuity Company (80950) * Connecticut 06-0904249
TLA Holdings LLC Connecticut N/A
Citigroup Mortgage Securities Corporation Connecticut 06-1096065
The Prospect Company Delaware N/A
Travelers International Investments Ltd. Cayman Islands 98-0187886
Tribeca Citigroup Investments Ltd. Cayman Islands 98-0378985
Umbrella Bear, Inc. Florida 06-1501680
Primerica Financial Services, Inc. Nevada 88-0269888
SL&H Reinsurance, Ltd. * Nevis Island 59-2578257
Citigroup Global Markets Holdings Inc. New York 11-2418067
Citigroup Holdings Company Delaware 06-1551348
Citicorp Delaware 06-1515595
Citibank Delaware Delaware 13-3124149
Citicorp Life Insurance Company (80322) * Arizona 43-0979556
Citicorp Assurance Co. (45039) * Delaware 51-0335119
First Citicorp Life Insurance Company (92746) * New York 13-3078429
Citibank, N.A. USA 13-5266470
Citibank Overseas Investment Corporation USA 13-6097632
Associates International Holdings Corp. New York 06-1034218
ACONA B.V. The Netherlands N/A
Associates Financial Corporation Limited United Kingdom N/A
CitiInsurance General Insurance Company Limited * United Kingdom N/A
CitiInsurance Life Assurance Company Limited * United Kingdom N/A
Nessus Investment Corporation Delaware 13-2675270
Citibank Pty Limited Australia N/A
Citicorp Limited Australia N/A
Citicorp General Insurance Limited * Australia N/A
Citicorp Life Insurance Limited * Australia N/A
Citicorp Insurance Services, Inc. Delaware 62-1282460
Citicorp (Mexico) Holdings LLC Delaware N/A
SCHEDULE Y INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP
PART 1 ORGANIZATIONAL CHART
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
17.1
Grupo Financiero Banamex, S.A. de C.V. Mexico N/A
Seguros Banamex, S.A. de C.V., Integrante del Grupo Financiero Banamex * Mexico N/A
Citicorp Banking Corporation Delaware 13-3012736
Associates First Capital Corporation Delaware 06-0876639
Atlantic General Insurance Limited * Bermuda N/A
Atlantic Reinsurance Limited * Bermuda N/A
CitiFinancial Credit Company Delaware 52-0883351
American Health and Life Insurance Company (60518) * Texas 52-0696632
Sears Life Insurance Company (69914) * Texas 36-3742955
Citicorp Administrative Services, Inc. Texas 75-2855422
Citicorp Select, Inc. Maryland 52-0255715
Triton Insurance Company (41211) * Missouri 59-2174734
Washington Mutual Finance Corporation Delaware 95-4128205
Aristar Insurance Company (20834) * South Carolina 04-2275299
City Holdings Reinsurance Life Company (73555) * Arizona 86-0539593
World Service Life Insurance Company (97926) * Colorado 63-0454528
Citigroup Finance Canada Inc. Canada N/A
CitiFinancial Canada, Inc. Canada N/A
London and Midland General Insurance Company * Canada N/A
Financial Reassurance Company, Ltd. * Bermuda N/A
Citicorp Insurance USA, Inc. (10572) * Vermont 13-3288998
Citicorp International Life Insurance Company, Ltd. * Bermuda N/A
Citicorp International Trade Indemnity, Inc. (27111) * New Jersey 13-3377194
Citilife S.A./N.V. * Belgium N/A
Copelco Reinsurance Company, Ltd. * Bermuda N/A
Siembra Seguros de Retiro S.A. * Argentina N/A
Siembra Seguros de Vida S.A. * Argentina N/A
CitiInsurance International Holdings Inc. Delaware 06-1597037
Citi Fubon Life Insurance Company Hong Kong Limited * Hong Kong N/A
CitiInsurance do Brasil Vida e Previdencia S.A. * Brazil N/A
CitiInsurance Polska Towarzystwo Ubezpieczen na Zycie Spolka Akcyjna * Poland N/A
Mitsui Sumitomo CitiInsurance Life Insurance Co., Ltd. * Japan N/A
Citigroup Investments Inc. Delaware 06-1497445
SCHEDULE Y INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP
PART 1 ORGANIZATIONAL CHART

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
18
SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES
The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of
business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar code
will be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide an
explanation following the interrogatory questions.
Response
1. Will the SVO Compliance Certification be filed with this statement? YES
2. Will the Trusteed Surplus Statement be filed with the State of Domicile and the NAIC with this statement? NO
Explanations:
Bar Code:
*80950200449000001*


Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
19
Overflow Page for Write-Ins
Additional Write-ins for Liabilities:
1 2
Current December 31
Statement Date Prior Year
2504. Additional insurance valuation reserve........................................................................................................................................ ........................6,949,526 ........................7,300,484
2505. Miscellaneous balances............................................................................................................................................................. ........................1,500,000 ........................1,500,000
2506. Deferred commitment fees......................................................................................................................................................... ........................................ ...........................115,000
2507. Unpaid real estate costs............................................................................................................................................................. ..............................(7,634) ...............................6,282
2598. Summary of remaining write-ins for Line 25................................................................................................................................ ........................8,441,892 ........................8,921,766

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E01
SCHEDULE A - PART 2
Showing all Real Estate ACQUIRED During the Current Quarter
1 Location 4 5 6 7 8 9
2 3 Expended for
Book/Adjusted Carrying Additions and
Date Amount of Value Less Permanent
Description of Property City State Acquired Name of Vendor Actual Cost Encumbrances Encumbrances Improvements
NONE
SCHEDULE A - PART 3
Showing all Real Estate SOLD During the Quarter, Including Payments During the Final Year on "Sales Under Contract"
1 Location 4 5 6 7 8 9 10 11 12 13 14 15 16
2 3
Expended for
Increase Additions, Gross Income Taxes,
(Decrease) Permanent Book/Adjusted Foreign Earned Repairs,
Increase by Foreign Improvements Carrying Exchange Realized Total Less Interest and
Disposal (Decrease) Exchange and Changes in Value Less Amounts Profit (Loss) Profit (Loss) Profit (Loss) Incurred on Expenses
Description of Property City State Date Name of Purchaser Actual Cost by Adjustment Adjustment Encumbrances Encumbrances Received on Sale on Sale on Sale Encumbrances Incurred
Property Sold
RE# 12942 Pavich A................................................. Bakersfield................. CA.... 01/21/2004 Terra Bella North, LLC....................... .........2,293,200 .......................... .......................... .......................... .........2,293,200 .........2,304,424 .......................... ..............11,224 ..............11,224 .............(45,237) ..........................
0199999. Totals............................................................................................................................................................................................ .........2,293,200 .......................0 .......................0 .......................0 .........2,293,200 .........2,304,424 .......................0 ..............11,224 ..............11,224 .............(45,237) .......................0
9999999. Totals............................................................................................................................................................................................ .........2,293,200 .......................0 .......................0 .......................0 .........2,293,200 .........2,304,424 .......................0 ..............11,224 ..............11,224 .............(45,237) .......................0


Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E02
SCHEDULE B - PART 1
Showing all Mortgage Loans ACQUIRED During the Current Quarter
1 Location 4 5 6 7 8 9 10 11
2 3 Book Value/Recorded Increase (Decrease) Value of Date of Last
Loan Date Rate of Investment Excluding Increase (Decrease) by Foreign Exchange Land and Appraisal
Loan Number City State Type Acquired Interest Accrued Interest by Adjustment Adjustment Buildings or Valuation
Mortgages in Good Standing
Farm Mortgages
30234444........................................ Merced............................................................... CA................. ..................................... ....01/08/2004...... .................................6.600 ..............................670,695 ............................................ ............................................ ...........................1,300,000 ...........09/19/2003......
30234445........................................ Merced............................................................... CA................. ..................................... ....01/08/2004...... .................................6.600 ..............................670,695 ............................................ ............................................ ...........................1,300,000 ...........09/19/2003......
30234417........................................ Calhoun............................................................. GA................. ..................................... ....03/27/2003...... .................................6.150 ...........................2,192,129 ............................................ ............................................ ...........................4,570,000 ...........03/10/2003......
207208-0......................................... Miller.................................................................. GA................. ..................................... ....12/22/1999...... .................................8.800 ..............................213,041 ............................................ ............................................ ..............................375,685 ...........04/08/2003......
207248-0......................................... Dougherty.......................................................... GA................. ..................................... ....05/24/2000...... .................................8.900 ...........................1,974,701 ............................................ ............................................ ...........................4,670,000 ...........04/02/2003......
207323-0......................................... Multiple Counties................................................ GA................. ..................................... ....01/01/2001...... .................................7.800 ..............................887,200 ............................................ ............................................ ...........................2,087,105 ...........04/09/2003......
30234419........................................ Avoyelles Parish................................................. LA................. ..................................... ....03/27/2003...... .................................5.500 ..............................489,323 ............................................ ............................................ ..............................774,618 ...........12/09/2003......
207168-0......................................... Multiple Counties................................................ LA................. ..................................... ....09/30/1999...... .................................8.450 ..............................275,978 ............................................ ............................................ ..............................501,000 ...........12/09/2003......
30234449........................................ Multiple Counties................................................ MS................ ..................................... ....03/31/2004...... .................................5.700 ...........................3,700,000 ............................................ ............................................ ...........................8,104,762 ...........12/31/2003......
0199999. Total - Mortgages in Good Standing - Farm Mortgages................................. ....................................................................................................................................... ..........................11,073,763 .........................................0 .........................................0 ..........................23,683,170 ..............XXX..............
0899999. Total - Mortgages in Good Standing.............................................................. ....................................................................................................................................... ..........................11,073,763 .........................................0 .........................................0 ..........................23,683,170 ..............XXX..............
9999999. Totals.......................................................................................................... ....................................................................................................................................... ..........................11,073,763 .........................................0 .........................................0 ..........................23,683,170 ..............XXX.............

SCHEDULE B - PART 2
Showing all Mortgage Loans SOLD, Transferred or Paid in Full During the Current Quarter
1 Location 4 5 6 7 8 9 10 11 12 13
2 3 Book Value/ Increase Book Value/
Recorded Investment Increase (Decrease) by Recorded Investment Foreign Exchange Realized Total
Loan Date Excluding Accrued (Decrease) Foreign Exchange Excluding Accrued Consideration Profit (Loss) Profit (Loss) Profit (Loss)
Loan Number City State Type Acquired Interest Prior Year by Adjustment Adjustment Interest at Disposition Received on Sale on Sale on Sale
Mortgages Closed by Repayment
207201-0......................................... Marina Del Rey................................................................. CA................. .............. ..01/01/2000...... ....................910,932 ................................ ................................ ....................910,932 ...................910,932 ................................ ................................ .............................0
0199999. Total - Mortgages Closed by Repayment..................................................................... .................................................................. ....................910,932 .............................0 .............................0 ....................910,932 ...................910,932 .............................0 .............................0 .............................0
9999999. Totals......................................................................................................................... .................................................................. ....................910,932 .............................0 .............................0 ....................910,932 ...................910,932 .............................0 .............................0 ........................

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E03
SCHEDULE BA - PART 1
Showing Other Long-Term Invested Assets ACQUIRED During the Current Quarter
1 Location 4 5 6 7 8 9 10
2 3 Book/Adjusted Increase (Decrease)
Number of Units Name of Date Actual Amount of Carrying Value Increase (Decrease) by Foreign
and Description City State Vendor Acquired Cost Encumbrances Less Encumbrances by Adjustment Exchange Adjustment
NONE
SCHEDULE BA - PART 2
Showing Other Long-Term Invested Assets SOLD, Transferred or Paid in Full During the Current Quarter
1 Location 4 5 6 7 8 9 10 11 12 13
Book/Adjusted Increase Book/
2 3 Carrying (Decrease) Adjusted Foreign
Value Less Increase by Foreign Carrying Value Exchange Realized Total
Number of Units Name of Purchaser or Date Encumbrances (Decrease) by Exchange Less Encumbrances Consideration Profit (Loss) Profit (Loss) Profit (Loss)
and Description City State Nature of Disposition Acquired Prior Year Adjustment Adjustment at Disposition Received on Sale on Sale on Sale
Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks
Gilde Buyout Fund II LP..................................................... Utrecht................................... NL.......... Equity Method................................................................... 08/14/2001 .......................... ....................... ....................... ............................. ......................... ............4,335 ............................. ...................4,335
Newtek Ventures LP.......................................................... San Francisco........................ CA......... Withdrawal........................................................................ 09/19/1989 ...............54,374 ..............2,693 ....................... ..................54,374 ................1,808 ...................... ............................. ..........................0
0899999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks............................................................................................. ...............54,374 ..............2,693 ....................0 ..................54,374 ................1,808 ............4,335 ..........................0 ...................4,335
Joint Venture or Partnership Interests That Have Underlying Characteristics of Other
EURO TL Invts LLC........................................................... Hartford.................................. CT......... Equity Method................................................................... 09/01/1998 .......................... ....................... ....................... ............................. ......................... .........(91,504) ............................. ................(91,504)
EURO TL Invts LLC........................................................... Hartford.................................. CT......... Equity Method................................................................... 04/25/2001 .......................... ....................... ....................... ............................. ......................... .........(32,798) ............................. ................(32,798)
1099999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other.............................................................................................................. .......................0 ....................0 ....................0 ..........................0 ......................0 .......(124,302) ..........................0 ...............(124,302)
9999999. Totals................................................................................................................................ ............................................................................................................. ...............54,374 ..............2,693 ....................0 ..................54,374 ................1,808 .......(119,967) ..........................0 ...............(119,967)


Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E04
SCHEDULE D - PART 3
Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 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
912810 FG 8 US of Amer Treasury Bd 5.250% 02/15/29............................................................................. .............. ..........12/31/2003...... UBS Warburgh Securities Inc................................................................................. ........................................ .................................268 ........................................ ........................................ 1...........................
0399999. Total - Bonds - U.S. Government.................................................................................................................................................. ........................................................................................................................................................................ .................................268 .....................................0 .....................................0 ..........XXX............
Bonds - All Other Government
Foreign
067070 ## 9 Barbados (Govt of) Nt 7.250% 12/15/21................................................................................. F............ ..........01/29/2004...... Bear Stearns & Co................................................................................................. ........................................ ............................94,070 ............................92,000 .................................889 2FE.......................
105756 AU 4 Brazil (Rep of) Bd 11.500% 03/12/08....................................................................................... F............ ..........03/30/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ..........................167,425 ..........................148,000 .................................946 4FE.......................
105756 BB 5 Brazil (Rep of) Bd 8.250% 01/20/34........................................................................................ F............ ..........01/13/2004...... Deutsche Bank...................................................................................................... ........................................ ..........................513,399 ..........................542,000 ........................................ 4FE.......................
221597 AL 1 Costa Rica (Rep of) Bd 6.548% 03/20/14................................................................................ F............ ..........01/12/2004...... Deutsche Bank...................................................................................................... ........................................ ..........................500,000 ..........................500,000 ........................................ 3FE.......................
698299 AT 1 Panama (Rep of) Nt 8.125% 04/28/34.................................................................................... F............ ..........01/21/2004...... Salomon Smith Barney........................................................................................... ........................................ ..........................150,913 ..........................153,000 ........................................ 3FE.......................
718286 AW 7 Philippines (Rep of) Bd 8.875% 03/17/15................................................................................ F............ ..........03/10/2004...... Hong Kong Shanghai Bank.................................................................................... ........................................ ..........................341,035 ..........................344,000 ........................................ 3Z.........................
900123 AT 7 Turkey (Rep of) Nt 8.000% 02/14/34....................................................................................... F............ ..........01/07/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ..........................779,496 ..........................800,000 ........................................ 4FE.......................
P16394 AD 3 Belize (Govt of) Bd 9.750% 06/12/15...................................................................................... F............ ..........01/07/2004...... Bear Stearns & Co................................................................................................. ........................................ ..........................412,373 ..........................413,000 ..............................3,054 3...........................
P3579E AA 5 Dominican Rep Bd 9.500% 09/27/06..................................................................................... F............ ..........02/09/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ............................70,080 ..........................103,000 ..............................3,614 4...........................
Foreign........................................................................................................................................................................................ ........................................................................................................................................................................ ........................3,028,791 ........................3,095,000 ..............................8,503 ..........XXX............
1099999. Total - Bonds - All Other Government............................................................................................................................................ ........................................................................................................................................................................ ........................3,028,791 ........................3,095,000 ..............................8,503 ..........XXX............
Bonds - Special Revenue and Special Assessment
United States
31292H ZM 9 FHLMC 30-Year Fixed 5.000% 10/01/33................................................................................. .............. ..........02/09/2004...... Goldman Sachs & Co............................................................................................ ........................................ ........................4,632,937 ........................4,704,900 ..............................9,148 1...........................
31296P MR 0 FHLMC 30-Year Fixed 5.000% 10/01/33................................................................................. .............. ..........02/10/2004...... Bank of America.................................................................................................... ........................................ ......................17,521,331 ......................17,825,113 ............................34,660 1...........................
31296T NR 1 FHLMC 30-Year Fixed 6.000% 02/01/34................................................................................. .............. ..........02/05/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................1,602,088 ........................1,563,707 ..............................3,649 1...........................
31339D 4Q 8 FHLMC 2411 ZE 6.500% 02/15/32......................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ............................68,080 ............................68,080 ........................................ 1...........................
3133TM 7G 5 FHLMC 2182 ZC 7.500% 09/15/29......................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ............................51,849 ............................51,849 ........................................ 1...........................
3133TR 4H 5 FHLMC 2274 ZM 6.500% 01/15/31......................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ............................98,693 ............................98,693 ........................................ 1...........................
3133TU YS 1 FHLMC 2353 AZ 6.000% 09/15/31......................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ............................86,241 ............................86,241 ........................................ 1...........................
31359S E7 1 FNMA 2001-12 ZB 7.000% 05/25/31...................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ..........................129,870 ..........................129,870 ........................................ 1...........................
31392G EJ 0 FNMA 2002-90 Z 4.585% 08/25/32......................................................................................... .............. ..........02/01/2004...... Interest Capitalization............................................................................................. ........................................ ..............................8,850 ..............................8,850 ........................................ 1...........................
31392R E3 1 FHLMC 2469 Z 6.000% 07/15/32........................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ............................32,818 ............................32,818 ........................................ 1...........................
31392U TM 6 FHLMC 2502 ZC 6.000% 09/15/32......................................................................................... .............. ..........03/01/2004...... Interest Capitalization............................................................................................. ........................................ ..........................105,600 ..........................105,600 ........................................ 1...........................
31394L KP 6 FHLMC 2694 LB 4.500% 10/15/23......................................................................................... .............. ..........01/29/2004...... Goldman Sachs & Co............................................................................................ ........................................ ......................14,815,477 ......................15,921,258 ..............................3,980 1...........................
31394P SZ 7 FHLMC 2746 EG 4.500% 02/15/19......................................................................................... .............. ..........02/02/2004...... Freddie Mac.......................................................................................................... ........................................ ......................14,272,266 ......................15,000,000 ............................48,750 1...........................
888442 DR 8 FHLMC 30-Year Fixed Gol 5.000% 03/15/34.......................................................................... .............. ..........02/10/2004...... Bank of America.................................................................................................... ........................................ ......................17,521,334 ......................17,825,116 ........................................ 1...........................
888508 DR 6 FHLMC Gold 30-Year Fixe 5.000% 03/15/34.......................................................................... .............. ..........02/09/2004...... Goldman Sachs & Co............................................................................................ ........................................ ........................1,952,610 ........................1,982,948 ........................................ 1...........................
888516 DR 9 FHLMC 30-Year Fixed Do 5.000% 04/15/34.......................................................................... .............. ..........03/11/2004...... JP Morgan Securities............................................................................................. ........................................ ........................4,633,397 ........................4,705,368 ........................................ 1...........................
888517 FN 4 FNMA 30-Year Fixed TBA 4.500% 04/15/34........................................................................... .............. ..........03/19/2004...... Deutsche Bank...................................................................................................... ........................................ ......................19,637,500 ......................20,000,000 ........................................ 1...........................
888520 FN 8 FNMA 30-Year Fixed TBA 4.500% 04/15/34........................................................................... .............. ..........03/26/2004...... Deutsche Bank...................................................................................................... ........................................ ......................19,512,500 ......................20,000,000 ........................................ 1...........................
888567 DR 2 FHLMC Gold 30-Year Fixe 4.500% 04/15/34.......................................................................... .............. ..........03/09/2004...... Greenwich Capital Markets Inc............................................................................... ........................................ ......................11,655,172 ......................12,240,645 ........................................ 1...........................
888568 DR 0 FHLMC 30-Year Fixed Gol 5.000% 04/15/34.......................................................................... .............. ..........03/11/2004...... Goldman Sachs & Co............................................................................................ ........................................ ......................17,521,334 ......................17,825,116 ........................................ 1...........................
U.S............................................................................................................................................................................................. ........................................................................................................................................................................ ....................145,859,947 ....................150,176,172 ..........................100,187 ..........XXX............
3199999. Total - Bonds - Special Revenue & Special Assessments............................................................................................................... ........................................................................................................................................................................ ....................145,859,947 ....................150,176,172 ..........................100,187 ..........XXX............
Bonds - Public Utilities
United States
13135B AA 4 Calpine Generating Co S 5.000% 04/01/09............................................................................. .............. ..........03/12/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ..........................200,000 ..........................200,000 ........................................ 4FE.......................
171871 AE 6 Cincinnati Bell Inc Sr 8.375% 01/15/14................................................................................... .............. ..........03/30/2004...... Bank of America.................................................................................................... ........................................ ............................98,750 ..........................100,000 ..............................3,094 4FE.......................
29364L AL 6 Entergy Gulf Sts Utils 6.200% 07/01/33................................................................................. .............. ..........02/25/2004...... Tax Free Exchange................................................................................................ ........................................ ..........................597,023 ..........................600,000 ..............................5,580 2FE.......................
694308 GD 3 Pac Gas & Elec Co 1st M 4.800% 03/01/14............................................................................ .............. ..........03/18/2004...... Lehman Brothers Inc.............................................................................................. ........................................ ........................2,995,410 ........................3,000,000 ........................................ 2...........................
704549 AD 6 Peabody Energy Corp Sr 5.875% 04/15/16............................................................................ .............. ..........03/12/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ............................50,000 ............................50,000 ........................................ 3Z.........................
U.S............................................................................................................................................................................................. ........................................................................................................................................................................ ........................3,941,183 ........................3,950,000 ..............................8,674 ..........XXX............
3899999. Total - Bonds - Public Utilities........................................................................................................................................................ ........................................................................................................................................................................ ........................3,941,183 ........................3,950,000 ..............................8,674 ..........XXX............
Bonds - Industrial and Miscellaneous
United States
001669 AP 5 AMC Entmt Inc Sr Sub Nt 8.000% 03/01/14............................................................................ .............. ..........02/19/2004...... Bank of America.................................................................................................... ........................................ ..........................200,000 ..........................200,000 ........................................ 5FE.......................
024061 AA 1 Amern Axle & Mfg Inc Sr 2.000% 02/15/24............................................................................. .............. ..........02/06/2004...... Wachovia Capital Markets...................................................................................... ........................................ ..............................8,000 ..............................8,000 ........................................ 2FE.......................
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E04.1
SCHEDULE D - PART 3
Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 10
Paid for

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E04.1
SCHEDULE D - PART 3
Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 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)
025169 AC 7 Amern Color Graphics Nt 10.000% 06/15/10............................................................................ .............. ..........02/13/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ............................47,000 ............................50,000 .................................889 4FE.......................
04621X AA 6 Assurant Inc Nt 5.625% 02/15/14........................................................................................... .............. ..........02/10/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................3,995,480 ........................4,000,000 ........................................ 2FE.......................
054937 AE 7 BB&T Corp Sub Nt 5.200% 12/23/15...................................................................................... .............. ..........01/23/2004...... First Boston Corp................................................................................................... ........................................ ..........................203,222 ..........................200,000 ..............................1,011 1...........................
103304 BC 4 Boyd Gaming Corp Sr Sub 6.750% 04/15/14.......................................................................... .............. ..........03/31/2004...... Deutsche Bank...................................................................................................... ........................................ ............................50,000 ............................50,000 ........................................ 4Z.........................
1248EP AA 1 Charter Comm Hldg Sr Nt 8.750% 11/15/13............................................................................ .............. ..........03/16/2004...... Bank of America.................................................................................................... ........................................ ............................51,000 ............................50,000 ..............................1,568 5FE.......................
125581 AH 1 CIT Group Hldgs Inc Sr 5.000% 02/13/14.............................................................................. .............. ..........02/09/2004...... Goldman Sachs & Co............................................................................................ ........................................ ........................3,972,040 ........................4,000,000 ........................................ 1FE.......................
131347 BH 8 Calpine Corp Sr Nt 4.750% 11/15/23...................................................................................... .............. ..........01/06/2004...... Deutsche Bank...................................................................................................... ........................................ ..........................208,500 ..........................200,000 ..............................1,451 5FE.......................
14040E HK 1 Cap One Bk Sr Nt 5.125% 02/15/14....................................................................................... .............. ..........03/23/2004...... Deutsche Bank...................................................................................................... ........................................ ........................7,109,725 ........................7,000,000 ............................45,840 2FE.......................
17243R AA 9 Cinemark USA Inc Sr Dis 0.000% 03/15/14............................................................................. .............. ..........03/30/2004...... Various.................................................................................................................. ........................................ ..........................124,810 ..........................200,000 ........................................ 5FE.......................
184502 AU 6 Clear Channel Comms Inc 5.000% 03/15/12........................................................................... .............. ..........01/06/2004...... Deutsche Bank...................................................................................................... ........................................ ........................7,583,584 ......................13,500,000 ............................31,667 2FE.......................
203372 AC 1 Commscope Inc Sr Sub Nt 1.000% 03/15/24.......................................................................... .............. ..........03/19/2004...... Wachovia Capital Markets...................................................................................... ........................................ ............................19,000 ............................19,000 ........................................ 4FE.......................
22237L PA 4 Countrywide Home Ln Bd 4.000% 03/22/11............................................................................ .............. ..........03/17/2004...... JP Morgan Securities............................................................................................. ........................................ ........................4,481,505 ........................4,500,000 ........................................ 1FE.......................
247126 AE 5 Delphi Auto Sys Nt 6.500% 08/15/13...................................................................................... .............. ..........01/28/2004...... Banc One.............................................................................................................. ........................................ ........................1,951,164 ........................1,800,000 ............................60,775 2FE.......................
254687 AU 0 Disney Walt Co Sr Nt 2.125% 04/15/23................................................................................... .............. ..........02/25/2004...... First Boston Corp................................................................................................... ........................................ ............................70,460 ............................63,000 .................................506 2FE.......................
257867 AL 5 Donnelley R R & Sons Nt 4.950% 04/01/14............................................................................. .............. ..........03/03/2004...... Salomon Smith Barney........................................................................................... ........................................ ........................3,984,200 ........................4,000,000 ........................................ 2...........................
29255W AC 4 Encore Acquisition Co S 6.250% 04/15/14.............................................................................. .............. ..........03/30/2004...... Goldman Sachs & Co............................................................................................ ........................................ ............................25,000 ............................25,000 ........................................ 4FE.......................
30024D AF 7 Evergreen Intl Aviation 12.000% 05/15/10................................................................................ .............. ..........01/16/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ..............................8,160 ............................12,000 .................................268 5FE.......................
30604@ AA 3 Falcon Comms LLC Term L 3.340% 12/31/07......................................................................... .............. ..........01/27/2004...... Direct..................................................................................................................... ........................................ ..............................8,333 ..............................8,333 ........................................ 4...........................
358497 AB 1 Friendly Ice Cream Sr N 8.375% 06/15/12.............................................................................. .............. ..........03/03/2004...... Goldman Sachs & Co............................................................................................ ........................................ ............................25,000 ............................25,000 ........................................ 4...........................
36077B AA 5 Fd Amern Cos Inc Nt 5.875% 05/15/13................................................................................... .............. ..........03/24/2004...... Lehman Brothers Inc.............................................................................................. ........................................ ........................6,903,520 ........................6,500,000 ..........................142,142 2FE.......................
378272 AA 6 Glencore Fdg LLC Co Gtd 6.000% 04/15/14........................................................................... .............. ..........03/31/2004...... Salomon Smith Barney........................................................................................... ........................................ ........................8,935,650 ........................9,000,000 ........................................ 2Z.........................
390064 AH 6 Great Atlantic & Pac Te 9.125% 12/15/11............................................................................... .............. ..........01/08/2004...... Bear Stearns & Co................................................................................................. ........................................ ............................14,320 ............................16,000 .................................114 4FE.......................
42725M AA 5 Heritage Property Inv T 5.125% 04/15/14................................................................................ .............. ..........03/29/2004...... Deutsche Bank...................................................................................................... ........................................ ........................6,444,035 ........................6,500,000 ........................................ 2FE.......................
44108E AT 5 Host Marriott Lp Deb 3.250% 03/15/24................................................................................... .............. ..........03/11/2004...... Various.................................................................................................................. ........................................ ..........................123,654 ..........................126,000 ........................................ 4FE.......................
45031U AM 3 Istar Finl Inc Nt 5.125% 04/01/11............................................................................................ .............. ..........03/25/2004...... JP Morgan Securities............................................................................................. ........................................ ........................9,982,500 ......................10,000,000 ........................................ 3FE.......................
45820E AH 5 Intelsat Intl Telcom 6.500% 11/01/13....................................................................................... .............. ..........03/22/2004...... Lehman Brothers Inc.............................................................................................. ........................................ ........................6,513,360 ........................6,000,000 ..........................149,500 2FE.......................
46185R AG 5 Invitrogen Inc Sr Nt 1.500% 02/15/24...................................................................................... .............. ..........02/13/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ............................75,240 ............................76,000 ........................................ 3Z.........................
464592 AE 4 Isle of Capri Casinos I 7.000% 03/01/14.................................................................................. .............. ..........02/19/2004...... Deutsche Bank...................................................................................................... ........................................ ..........................150,000 ..........................150,000 ........................................ 4FE.......................
465823 AH 5 Ivax Corp Sr Nt 1.500% 03/01/24............................................................................................ .............. ..........02/27/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ............................53,000 ............................53,000 ........................................ 1Z.........................
52108H PN 8 LB UBS Coml Mtg Tr 2003 4.394% 03/15/32.......................................................................... .............. ..........03/25/2004...... Merrill Lynch........................................................................................................... ........................................ ........................7,086,530 ........................6,970,000 ............................12,761 1FE.......................
532791 AB 6 Lincare Hldgs Inc Sr Nt 3.000% 06/15/33................................................................................ .............. ..........02/27/2004...... KBC Financial Products.......................................................................................... ........................................ ............................37,509 ............................37,000 .................................241 3...........................
61745M VD 2 Morgan Stanley Cap 2004 4.790% 09/13/45............................................................................ .............. ..........01/23/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................1,005,266 ........................1,000,000 .................................532 1FE.......................
61745M VE 0 Morgan Stanley Cap 2004 4.950% 09/13/45............................................................................ .............. ..........01/23/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................1,005,204 ........................1,000,000 .................................550 1FE.......................
61745M XB 4 Morgan Stanley Cap 2004 4.800% 01/13/41............................................................................ .............. ..........02/20/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................4,022,256 ........................4,000,000 .................................533 1FE.......................
61748A AE 6 Morgan Stanley Sub Nt 4.750% 04/01/14................................................................................ .............. ..........03/23/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ........................6,443,385 ........................6,500,000 ........................................ 1FE.......................
65332V BF 9 Nextel Comms Inc Sr Nt 5.950% 03/15/14.............................................................................. .............. ..........03/16/2004...... JP Morgan Securities............................................................................................. ........................................ ............................73,346 ............................75,000 ........................................ 3FE.......................
695156 AM 1 Packaging Corp of Amer 5.750% 08/01/13............................................................................ .............. ..........02/05/2004...... Various.................................................................................................................. ........................................ ........................6,414,416 ......................17,325,000 ..........................115,323 3FE.......................
698657 AF 0 Pantry Inc Sr Sub Nt 7.750% 02/15/14.................................................................................... .............. ..........02/13/2004...... First Boston Corp................................................................................................... ........................................ ..........................125,000 ..........................125,000 ........................................ 4FE.......................
705015 AA 3 Pearson Inc Bd 7.000% 06/15/11........................................................................................... .............. ..........01/15/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ........................2,327,760 ........................4,000,000 ............................14,000 2FE.......................
7425A0 AJ 9 Prin Life Global Bd 5.250% 01/15/13....................................................................................... .............. ..........01/28/2004...... Goldman Sachs & Co............................................................................................ ........................................ ..........................205,472 ..........................200,000 .................................496 1FE.......................
74432Q AD 7 Prudential Finl Inc Nt 4.750% 04/01/14................................................................................... .............. ..........03/29/2004...... Deutsche Bank...................................................................................................... ........................................ ........................5,482,675 ........................5,500,000 ........................................ 1Z.........................
756577 AA 0 Red Hat Inc Sub Deb 0.500% 01/15/24................................................................................... .............. ..........01/07/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ............................31,000 ............................31,000 ........................................ 4Z.........................
75884R AL 7 Regency Ctrs LP Nt 4.950% 04/15/14..................................................................................... .............. ..........03/29/2004...... Wachovia Capital Markets...................................................................................... ........................................ ........................3,989,880 ........................4,000,000 ........................................ 2FE.......................
781904 AL 1 Rural Cellular Corp Sec 8.250% 03/15/12................................................................................ .............. ..........03/15/2004...... Lehman Brothers Inc.............................................................................................. ........................................ ............................50,000 ............................50,000 ........................................ 4FE.......................
812141 AL 3 Sealy Mattress Co Sr Su 8.250% 06/15/14.............................................................................. .............. ..........03/30/2004...... Goldman Sachs & Co............................................................................................ ........................................ ..........................125,000 ..........................125,000 ........................................ 5FE.......................
82567D AF 1 Shurgard Storage Ctrs N 5.875% 03/15/13............................................................................. .............. ..........01/21/2004...... Lehman Brothers Inc. - Govt................................................................................... ........................................ ........................2,807,109 ........................5,400,000 ............................57,722 2FE.......................
851785 ## 2 Springs at Silverbell P 6.400% 01/23/42.................................................................................. .............. ..........01/17/2002...... Merrill Lynch........................................................................................................... ........................................ ............................14,892 ............................15,491 ...................................72 1...........................
857689 AU 7 Station Casinos Inc Sr 6.000% 04/01/12................................................................................ .............. ..........03/04/2004...... Deutsche Bank...................................................................................................... ........................................ ............................99,603 ..........................100,000 ........................................ 3FE.......................
88033G AV 2 Tenet Healthcare Corp S 6.875% 11/15/31............................................................................. .............. ..........01/29/2004...... Various.................................................................................................................. ........................................ ............................10,140 ............................12,000 .................................179 4...........................
896522 AC 3 Trinity Inds Sr Nt 6.500% 03/15/14......................................................................................... .............. ..........03/05/2004...... JP Morgan Securities............................................................................................. ........................................ ............................25,000 ............................25,000 ........................................ 3FE.......................
89708P AC 6 Tropical Sportswear Int 11.000% 06/15/08............................................................................... .............. ..........01/14/2004...... Bank of New York.................................................................................................. ........................................ ..............................3,000 ..............................6,000 ...................................64 5FE.......................
950761 AC 0 Werner Hldgs Co Inc Co 10.000% 11/15/07............................................................................ .............. ..........01/08/2004...... Goldman Sachs & Co............................................................................................ ........................................ ............................10,480 ............................16,000 .................................258 4Z.........................
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E04.2
SCHEDULE D - PART 3
Show all Long-Term Bonds and Stock Acquired by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 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)
96122C AA 2 Westpac Cap Tr Nt 5.256% 12/29/49...................................................................................... .............. ..........03/31/2004...... Deutsche Bank...................................................................................................... ........................................ ..........................400,000 ..........................400,000 ........................................ 1Z.........................
U.S............................................................................................................................................................................................. ........................................................................................................................................................................ ....................115,116,385 ....................135,243,824 ..........................638,462 ..........XXX............
Canada
257561 AV 2 Domtar Inc Nt 5.375% 12/01/13.............................................................................................. C............ ..........03/25/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ......................10,186,300 ......................10,000,000 ..........................197,083 2...........................
65653R AE 3 Norske Skog Cda Sr Nt 7.375% 03/01/14............................................................................... C............ ..........03/10/2004...... Merrill Lynch........................................................................................................... ........................................ ............................50,000 ............................50,000 ........................................ 3FE.......................
C1465@ AA 9 CTV Specialty Inc Sr Nt 6.082% 02/18/14............................................................................... C............ ..........02/18/2004...... Direct..................................................................................................................... ........................................ ........................1,506,591 ........................1,506,591 ........................................ 2Z.........................
Canada....................................................................................................................................................................................... ........................................................................................................................................................................ ......................11,742,891 ......................11,556,591 ..........................197,083 ..........XXX............
Foreign
02342T AC 3 Amdocs Ltd Nt 0.500% 03/15/24............................................................................................ F............ ..........03/02/2004...... Morgan Stanley Dean Witter................................................................................... ........................................ ..........................154,240 ..........................154,000 ........................................ 2FE.......................
830505 AL 7 Skandinaviska Enskilda 4.958% 03/29/49............................................................................... F............ ..........03/25/2004...... Lehman Brothers Inc.............................................................................................. ........................................ ........................5,033,600 ........................5,000,000 ..............................3,443 2FE.......................
83364L AA 7 Societe Generale Nt 7.850% 04/29/49.................................................................................... F............ ..........03/31/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ........................3,446,190 ........................3,000,000 ..........................101,395 1FE.......................
836205 AG 9 South Africa Govt Natl 7.375% 04/25/12................................................................................ F............ ..........01/06/2004...... Various.................................................................................................................. ........................................ ..........................352,713 ..........................313,000 ..............................4,745 2FE.......................
91911T AE 3 Vale Overseas Ltd Bd 8.250% 01/17/34.................................................................................. F............ ..........01/09/2004...... Merrill Lynch........................................................................................................... ........................................ ............................90,992 ............................92,000 ........................................ 3Z.........................
92908F AA 4 Votorantim Overseas III 7.875% 01/23/14............................................................................... F............ ..........02/24/2004...... UBS Warburgh Securities Inc................................................................................. ........................................ ..........................458,623 ..........................479,000 ..............................1,287 4FE.......................
T3489# AA 7 Davide Campari-Milano S 4.330% 07/16/15............................................................................ F............ ..........03/19/2004...... Deutsche Bank...................................................................................................... ........................................ ........................2,860,752 ........................3,000,000 ............................32,475 1...........................
Foreign....................................................................................................................................................................................... ........................................................................................................................................................................ ......................12,397,110 ......................12,038,000 ..........................143,345 ..........XXX............
4599999. Total - Bonds - Industrial & Miscellaneous..................................................................................................................................... ........................................................................................................................................................................ ....................139,256,386 ....................158,838,415 ..........................978,890 ..........XXX............
6099997. Total - Bonds - Part 3................................................................................................................................................................... ........................................................................................................................................................................ ....................292,086,575 ....................316,059,587 ........................1,096,254 ..........XXX............
6099999. Total - Bonds............................................................................................................................................................................... ........................................................................................................................................................................ ....................292,086,575 ....................316,059,587 ........................1,096,254 ..........XXX............
Preferred Stocks - Public Utilities
United States
872594 40 3 TNP Enterprises Inc Pfd.......................................................................................................... .............. ..........03/30/2004...... Direct..................................................................................................................... ...........................146.000 ..........................154,953 ........................................ ........................................ P4L.......................
U.S............................................................................................................................................................................................. ........................................................................................................................................................................ ..........................154,953 .....................................0 .....................................0 ..........XXX............
6199999. Total - Preferred Stocks - Public Utilities........................................................................................................................................ ........................................................................................................................................................................ ..........................154,953 .....................................0 .....................................0 ..........XXX............
6599997. Total - Preferred Stocks - Part 3................................................................................................................................................... ........................................................................................................................................................................ ..........................154,953 .....................................0 .....................................0 ..........XXX............
6599999. Total - Preferred Stocks................................................................................................................................................................ ........................................................................................................................................................................ ..........................154,953 .....................................0 .....................................0 ..........XXX............
Common Stocks - Industrial and Miscellaneous
United States
462028 10 1 Iomed Inc Common Stock....................................................................................................... .............. ..........01/05/2004...... Direct..................................................................................................................... ......................17,270.000 ............................40,412 ........................................ ........................................ L...........................
92553H 60 5 Viasystems Group Inc Wt........................................................................................................ .............. ..........11/11/2003...... Conversion............................................................................................................. ........................9,095.000 ...................................12 ........................................ ........................................ U...........................
U.S............................................................................................................................................................................................. ........................................................................................................................................................................ ............................40,424 ................XXX................. .....................................0 ..........XXX............
Canada
02004C 20 4 Allstream Inc Com Stk C.......................................................................................................... C............ ..........01/01/2004...... Direct..................................................................................................................... ...............................2.000 ...................................50 ........................................ ........................................ L...........................
Canada....................................................................................................................................................................................... ........................................................................................................................................................................ ...................................50 ................XXX................. .....................................0 ..........XXX............
6899999. Total - Common Stocks - Industrial & Miscellaneous...................................................................................................................... ........................................................................................................................................................................ ............................40,474 ................XXX................. .....................................0 ..........XXX............
7299997. Total - Common Stocks - Part 3.................................................................................................................................................... ........................................................................................................................................................................ ............................40,474 ................XXX................. .....................................0 ..........XXX............
7299999. Total - Common Stocks................................................................................................................................................................ ........................................................................................................................................................................ ............................40,474 ................XXX................. .....................................0 ..........XXX............
7399999. Total - Preferred and Common Stocks.......................................................................................................................................... ........................................................................................................................................................................ ..........................195,427 ................XXX................. .....................................0 ..........XXX............
7499999. Total - Bonds, Preferred and Common Stocks.............................................................................................................................. ........................................................................................................................................................................ ....................292,282,002 ................XXX................. ........................1,096,254 ..........XXX............

http://media.corporate-ir.net/media_files/irol/12/121171/statutory/TLA/1q04.pdf

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E05.3
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22
F 11 12 13 14 15 NAIC
o Current Foreign Bond Desigr Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation
e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock or
i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends 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)
172070 BU 7 Cinc Gas & Elec 1st Mtg 6.450% 02/15/04 .. .02/15/2004 Maturity..................................... ........................... .........1,500,000 .........1,500,000 .........1,501,170 .........1,500,066 ................... .............(66) ................... ...............(66) ................. .........1,500,000 ................. ................... ................0 .....48,309 02/15/2004 1FE.....
190441 AS 4 Coastal Corp Deb 6.700% 02/15/27......... .. .03/29/2004 First Boston Corp...................... ........................... ..............22,750 ..............25,000 ..............23,776 ..............23,852 ................... ................5 ................... ..................5 ................. ..............23,857 ................. ........(1,107) ........(1,107) .......1,057 02/15/2027 5FE.....
24570# AA 4 Southn CA Edison Co 0.000% 08/01/06... .. .03/01/2004 Redemption 100.0000.......... ........................... ............112,518 ............112,518 ..............84,211 ............100,880 ................... .......11,638 ................... .........11,638 ................. ............112,518 ................. ................... ................0 .....11,638 08/01/2006 2..........
29364L AK 8 Entergy Gulf Sts Utils 6.200% 07/01/33... .. .02/25/2004 Tax Free Exchange................... ........................... ............597,023 ............600,000 ............597,000 ............597,018 ................... ................5 ................... ..................5 ................. ............597,023 ................. ................... ................0 .....24,185 07/01/2033 2FE.....
338135 C* 5 Fitchburg Gas & Elec Lt 8.550% 03/31/04 .. .03/31/2004 Redemption 100.0000.......... ........................... .........1,400,000 .........1,400,000 .........1,400,000 .........1,400,000 ................... ................... ................... ..................0 ................. .........1,400,000 ................. ................... ................0 .....59,850 03/31/2004 2..........
67082* AA 8 Southn CA Edison Co 0.000% 06/01/07... .. .03/01/2004 Redemption 100.0000.......... ........................... ..............36,637 ..............36,637 ..............28,841 ..............32,888 ................... .........3,749 ................... ...........3,749 ................. ..............36,637 ................. ................... ................0 .......3,749 06/01/2007 2..........
67105# AB 5 Osp Fin Co Gtd Nt Ser B 7.920% 02/15/06 .. .03/15/2004 Redemption 100.0000.......... ........................... ............339,624 ............339,624 ............339,624 ............339,624 ................... ................... ................... ..................0 ................. ............339,624 ................. ................... ................0 .......4,483 02/15/2006 1..........
704549 AD 6 Peabody Energy Corp Sr 5.875% 04/15/16.. .03/12/2004 Morgan Stanley Dean Witter...... ........................... ..............50,250 ..............50,000 ..............50,000 ..............50,000 ................... ................... ................... ..................0 ................. ..............50,000 ................. ............250 ............250 ................. 04/15/2016 3Z.......
U.S.................................................................................................................................................................... .........4,126,598 .......19,063,779 .........4,084,613 .........4,104,260 ................0 .......23,194 ................0 .........23,194 ..............0 .........4,127,455 ..............0 ...........(857) ...........(857) ...161,134 ....XXX...... ..XXX...
3899999. Total - Bonds - Public Utilities............................................................................................................................... .........4,126,598 .......19,063,779 .........4,084,613 .........4,104,260 ................0 .......23,194 ................0 .........23,194 ..............0 .........4,127,455 ..............0 ...........(857) ...........(857) ...161,134 ....XXX...... ..XXX...
Bonds - Industrial and Miscellaneous
United States
00077B 5X 7 ABN Amro Mtg Corp 2002- 5.000% 01/25/18.. .03/01/2004 Paydown................................... ........................... ............311,813 ............311,813 ............315,369 ............317,537 ................... ........(5,725) ................... ..........(5,725) ................. ............311,813 ................. ................... ................0 ......(3,042) 01/25/2018 1FE.....
00077B F8 1 ABN Amro Mtg Corp 2002- 5.500% 03/25/17.. .03/01/2004 Paydown................................... ........................... ..............17,292 ..............17,292 ..............17,189 ..............17,172 ................... ............120 ................... ..............120 ................. ..............17,292 ................. ................... ................0 ..........221 03/25/2017 1FE.....
1546 AG 5 AK Steel Corp Co Gtd 7.750% 06/15/12.. .. .03/01/2004 UBS Warburgh Securities Inc..... ........................... ..............44,000 ..............50,000 ..............45,125 ..............45,398 ................... ..............63 ................... ................63 ................. ..............45,462 ................. ........(1,462) ........(1,462) ..........914 06/15/2012 4..........
1669 AK 6 AMC Entmt Inc Sr Sub Nt 9.500% 02/01/11.. .03/25/2004 Call 104.7500....................... ........................... ..............78,563 ..............75,000 ..............68,565 ..............69,597 ................... .........8,966 ................... ...........8,966 ................. ..............78,563 ................. ................... ................0 .....13,597 02/01/2011 5FE.....
00755W HR 0 Advanta Mtg Loan Tr 200 7.720% 03/25/15.. .03/01/2004 Paydown................................... ........................... ..............57,148 ..............57,148 ..............61,792 ..............60,671 ................... ........(3,522) ................... ..........(3,522) ................. ..............57,148 ................. ................... ................0 ......(2,792) 03/25/2015 1FE.....
8685 AB 5 Ahold Fin USA Inc Co Gt 6.875% 05/01/29 .. .01/20/2004 Various..................................... ........................... ..............81,700 ..............86,000 ..............61,045 ..............61,235 ................... ..............13 ................... ................13 ................. ..............61,248 ................. .......20,452 .......20,452 .......1,355 05/01/2029 4FE.....
18606 AD 5 Alliance Imaging Inc Sr 10.375% 04/15/11. .. .03/24/2004 Bear Stearns & Co.................... ........................... ..............49,500 ..............50,000 ..............49,370 ..............49,412 ................... ..............13 ................... ................13 ................. ..............49,425 ................. ..............75 ..............75 .......2,376 04/15/2011 4FE.....
03027R AB 9 Amern Tower Escrow Disc 0.000% 08/01/08.. .01/13/2004 Merrill Lynch.............................. ........................... ..............17,040 ..............24,000 ..............13,623 ..............14,463 ................... ..............67 ................... ................67 ................. ..............14,530 ................. .........2,510 .........2,510 ............67 08/01/2008 5FE.....
03072# AD 5 TTX Co Equip Tr Ctf Ser 8.410% 01/01/08 .. .01/01/2004 Redemption 100.0000.......... ........................... ............469,230 ............469,230 ............469,230 ............469,230 ................... ................... ................... ..................0 ................. ............469,230 ................. ................... ................0 .....19,731 01/01/2008 1..........
03072# AG 8 TTX Co Equip Tr Ctf Ser 8.410% 01/01/08 .. .01/01/2004 Redemption 100.0000.......... ........................... ............143,717 ............143,717 ............143,717 ............143,717 ................... ................... ................... ..................0 ................. ............143,717 ................. ................... ................0 .......6,043 01/01/2008 1..........
03072# AK 9 TTX Co Equip Tr Ctf Ser 8.410% 01/01/08 .. .01/01/2004 Redemption 100.0000.......... ........................... ..............11,897 ..............11,897 ..............11,897 ..............11,897 ................... ................... ................... ..................0 ................. ..............11,897 ................. ................... ................0 ..........500 01/01/2008 1..........
03072S EN 1 Ameriquest Mtg Secs Inc 1.690% 12/26/33.. .03/26/2004 Paydown................................... ........................... ............300,122 ............300,122 ............300,122 ............300,122 ................... ................... ................... ..................0 ................. ............300,122 ................. ................... ................0 .........(216) 12/26/2033 1FE.....
03072S EX 9 Ameriquest Mtg Secs Inc 1.500% 02/25/33.. .03/25/2004 Paydown................................... ........................... ............469,924 ............469,924 ............469,924 ............469,924 ................... ................... ................... ..................0 ................. ............469,924 ................. ................... ................0 .......1,216 02/25/2033 1FE.....
04516* AJ 8 Asia Pac Growth Fd Sr G 7.800% 05/04/04.. .01/10/2004 Redemption 100.0000.......... ........................... ................3,490 ................3,490 ................3,490 ................3,490 ................... ................... ................... ..................0 ................. ................3,490 ................. ................... ................0 ................. 05/04/2004 1..........
04516* AL 3 Asia Pac Growth Fd Sr G 8.320% 09/27/04.. .01/10/2004 Redemption 100.0000.......... ........................... ................4,147 ................4,147 ................4,147 ................4,147 ................... ................... ................... ..................0 ................. ................4,147 ................. ................... ................0 ................. 09/27/2004 1..........
04516* AQ 2 Asia Pac Growth Fd Sr G 6.860% 09/18/05.. .01/10/2004 Redemption 100.0000.......... ........................... ..............27,160 ..............27,160 ..............27,160 ..............27,160 ................... ................... ................... ..................0 ................. ..............27,160 ................. ................... ................0 ................. 09/18/2005 1..........
04516* AR 0 Asia Pac Growth Fd Sr G 6.720% 03/01/06.. .01/10/2004 Redemption 100.0000.......... ........................... ..............26,702 ..............26,702 ..............26,702 ..............26,702 ................... ................... ................... ..................0 ................. ..............26,702 ................. ................... ................0 ................. 03/01/2006 1..........
49164 AC 0 Atlas Air Worldwide Hld 10.750% 08/01/05 .. .01/29/2004 Deutsche Bank.......................... ........................... ..............33,375 ..............75,000 ..............19,125 ..............19,125 ................... ................... ................... ..................0 ................. ..............19,125 ................. .......14,250 .......14,250 ................. 08/01/2005 6FE.....
53762 AD 2 Aviron Sub Nt 5.250% 02/01/08............... .. .03/31/2004 Call 103.0000....................... ........................... ..............39,140 ..............38,000 ..............38,000 ..............38,000 ................... .........1,140 ................... ...........1,140 ................. ..............39,140 ................. ................... ................0 .......2,470 02/01/2008 5*........
55381 AK 3 BE Aerospace Sr Sub Nt 8.875% 05/01/11 .. .01/13/2004 Lehman Brothers Inc................. ........................... ..............49,500 ..............50,000 ..............34,075 ..............34,908 ................... ..............46 ................... ................46 ................. ..............34,954 ................. .......14,546 .......14,546 ..........970 05/01/2011 5FE.....
60506 7L 0 Bk of Amer Mtg Sec 2003 3.929% 04/25/33.. .03/01/2004 Paydown................................... ........................... ............747,668 ............747,668 ............755,141 ............757,960 ................... ......(10,292) ................... ........(10,292) ................. ............747,668 ................. ................... ................0 ......(4,902) 04/25/2033 1FE.....
06050H UH 9 Bk of Amer Mtg Sec 2002 6.000% 08/25/32.. .03/01/2004 Paydown................................... ........................... ............480,928 ............480,928 ............486,489 ............495,015 ................... ......(14,087) ................... ........(14,087) ................. ............480,928 ................. ................... ................0 ......(9,322) 08/25/2032 1FE.....
06050H WT 1 Bk of Amer Mtg Sec 2002 6.000% 10/25/17.. .03/01/2004 Paydown................................... ........................... ............778,440 ............778,440 ............795,590 ............815,445 ................... ......(37,005) ................... ........(37,005) ................. ............778,440 ................. ................... ................0 ....(31,266) 10/25/2017 1FE.....
10055@ AA 9 Boston Basketball Ptn L 6.400% 07/11/13 .. .01/11/2004 Redemption 100.0000.......... ........................... ..............77,000 ..............77,000 ..............77,000 ..............77,000 ................... ................... ................... ..................0 ................. ..............77,000 ................. ................... ................0 .......2,464 07/11/2013 3..........
126304 AK 0 CSC Hldgs Inc Deb 7.625% 07/15/18...... .. .01/14/2004 KBC Financial Products............. ........................... ............220,500 ............200,000 ............186,895 ............188,114 ................... ..............22 ................... ................22 ................. ............188,135 ................. .......32,365 .......32,365 .......7,858 07/15/2018 4FE.....
12669E HN 9 Countrywide Home Ln 200 3.828% 06/25/33.. .03/01/2004 Paydown................................... ........................... ............341,474 ............341,474 ............344,889 ............344,408 ................... ........(2,934) ................... ..........(2,934) ................. ............341,474 ................. ................... ................0 .........(671) 06/25/2033 1FE.....
131347 AW 6 Calpine Corp Sr Nt 8.500% 02/15/11........ .. .03/12/2004 Various..................................... ........................... ............176,603 ............218,000 ............171,389 ............177,071 ................... ............402 ................... ..............402 ................. ............177,473 ................. ...........(871) ...........(871) .......9,489 02/15/2011 5..........
131347 AZ 9 Calpine Corp Sr Nt 4.000% 12/26/06........ .. .03/04/2004 Direct........................................ ........................... ..............55,000 ..............55,000 ..............55,000 ..............55,000 ................... ................... ................... ..................0 ................. ..............55,000 ................. ................... ................0 ..........452 12/26/2006 5..........
131347 BH 8 Calpine Corp Sr Nt 4.750% 11/15/23........ .. .01/06/2004 Direct........................................ ........................... ............104,250 ............100,000 ............104,250 ............104,250 ................... ................... ................... ..................0 ................. ............104,250 ................. ................... ................0 ..........726 11/15/2023 5FE.....
139732 CZ 2 Cap Auto Recvs Asset Tr 1.740% 01/17/05.. .03/15/2004 Paydown................................... ........................... .........5,447,115 .........5,447,115 .........5,446,863 .........5,446,868 ................... ............270 ................... ..............270 ................. .........5,447,115 ................. ................... ................0 .....15,767 01/17/2005 1FE.....
143128 BF 2 Carmax Auto Owner Tr 20 2.070% 11/16/09.. .03/15/2004 Paydown................................... ........................... ............410,295 ............410,295 ............409,705 ............409,844 ................... ............450 ................... ..............450 ................. ............410,295 ................. ................... ................0 .......1,850 11/16/2009 1FE.....
143436 AE 3 Carmike Cinemas Inc Nt 10.375% 02/01/09 .. .01/27/2004 Direct........................................ ........................... ..............41,875 ..............40,000 ..............39,200 ..............39,287 ................... ................6 ................... ..................6 ................. ..............39,293 ................. .........2,582 .........2,582 .......2,216 02/01/2009 5..........
15134Q AB 5 Centennial Cellular Cor 10.750% 12/15/08. .. .01/16/2004 Merrill Lynch.............................. ........................... ..............92,495 ..............88,000 ..............56,680 ..............59,133 ................... ............180 ................... ..............180 ................. ..............59,313 ................. .......33,182 .......33,182 .......1,137 12/15/2008 5..........
184502 AU 6 Clear Channel Comms Inc 5.000% 03/15/12.. .01/09/2004 Basis Adjustment...................... ........................... ..............52,348 .........5,900,000 ..............52,348 ..............52,348 ................... ................... ................... ..................0 ................. ..............52,348 ................. ................... ................0 ................. 03/15/2012 2FE.....
19048@ AC 6 Coastal Lumber Co Secd 7.720% 07/01/14.. .02/27/2004 Redemption 100.0000.......... ........................... ............750,000 ............750,000 ............748,125 ............748,437 ................... .........1,563 ................... ...........1,563 ................. ............750,000 ................. ................... ................0 .....16,325 07/01/2014 3..........
194832 AD 3 Collins & Aikman Prods 10.750% 12/31/11 .. .03/25/2004 JP Morgan Securities................ ........................... ..............51,188 ..............50,000 ..............49,394 ..............49,462 ................... ..............11 ................... ................11 ................. ..............49,473 ................. .........1,715 .........1,715 .......1,354 12/31/2011 4FE.....
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E05.4
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22
F 11 12 13 14 15 NAIC
o Current Foreign Bond Desigr Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation
e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock or
i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends 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)
20564D AB 3 Comsat Corp Deb 8.125% 04/01/04......... .. .03/31/2004 Basis Adjustment...................... ........................... ..............47,500 .......10,000,000 ..............48,222 ..............47,715 ................... ...........(215) ................... .............(215) ................. ..............47,500 ................. ................... ................0 .........(215) 04/01/2004 2FE.....
208251 AC 2 Conoco Inc Sr Nt 5.900% 04/15/04.......... .. .03/31/2004 Basis Adjustment...................... ........................... ..............61,741 .......13,000,000 ................7,542 ................7,686 ................... .......54,054 ................... .........54,054 ................. ..............61,741 ................. ................... ................0 .....54,054 04/15/2004 1FE.....
20846Q DE 5 Conseco Fin 2000-D A4 8.170% 12/15/25 .. .03/15/2004 Paydown................................... ........................... ............262,436 ............262,436 ............280,273 ............268,068 ................... ........(5,632) ................... ..........(5,632) ................. ............262,436 ................. ................... ................0 ......(2,174) 12/15/2025 1FE.....
23321P 4J 4 DLJ Mtg Accep Corp 1999 6.500% 10/19/29.. .03/01/2004 Paydown................................... ........................... ..............24,053 ..............24,053 ..............23,619 ..............23,861 ................... ............192 ................... ..............192 ................. ..............24,053 ................. ................... ................0 ..........482 10/19/2029 1FE.....
23321P F8 6 DLJ Mtg Accep Corp 1997 6.820% 09/15/07.. .03/01/2004 Paydown................................... ........................... ..............28,971 ..............28,971 ..............29,196 ..............29,034 ................... .............(63) ................... ...............(63) ................. ..............28,971 ................. ................... ................0 ..........269 09/15/2007 1FE.....
247361 YG 7 Delta Airls Inc Nt 8.300% 12/15/29........... .. .03/25/2004 Various..................................... ........................... ..............81,500 ............150,000 ..............93,866 ..............94,117 ................... ..............59 ................... ................59 ................. ..............94,176 ................. ......(12,676) ......(12,676) .......3,598 12/15/2029 5FE.....
25212E AA 8 Dex Media Inc Nt 8.000% 11/15/13.......... .. .01/15/2004 First Boston Corp...................... ........................... ..............53,500 ..............50,000 ..............50,000 ..............50,000 ................... ................... ................... ..................0 ................. ..............50,000 ................. .........3,500 .........3,500 ..........789 11/15/2013 5FE.....
27876G AG 3 Echostar DBS Corp Sr Nt 9.375% 02/01/09.. .02/01/2004 Call 104.6880....................... ........................... ............230,314 ............220,000 ............207,500 ............209,645 ................... .......20,668 ................... .........20,668 ................. ............230,314 ................. ................... ................0 .....30,981 02/01/2009 3..........
28336L AC 3 El Paso Corp Deb 0.000% 02/28/21......... .. .02/19/2004 First Boston Corp...................... ........................... ..............41,274 ..............89,000 ..............37,590 ..............41,567 ................... ............272 ................... ..............272 ................. ..............41,840 ................. ...........(566) ...........(566) ..........272 02/28/2021 5FE.....
30604@ AA 3 Falcon Comms LLC Term L 3.340% 12/31/07.. .03/31/2004 Redemption 100.0000.......... ........................... ................4,167 ................4,167 ................4,167 ................4,167 ................... ................... ................... ..................0 ................. ................4,167 ................. ................... ................0 ............24 12/31/2007 4..........
30604@ AA 3 Falcon Comms LLC Term L 3.370% 12/31/07.. .01/27/2004 Direct........................................ ........................... ................8,333 ................8,333 ................8,333 ................8,333 ................... ................... ................... ..................0 ................. ................8,333 ................. ................... ................0 ............73 12/31/2007 4..........
30605* AB 2 Falcon Comms LLC Term L 3.090% 06/01/07.. .03/31/2004 Redemption 100.0000.......... ........................... ................2,084 ................2,084 ................2,084 ................2,084 ................... ................... ................... ..................0 ................. ................2,084 ................. ................... ................0 ............17 06/01/2007 4..........
31331F BC 4 Fed Express Corp Equip 8.250% 01/15/19.. .01/15/2004 Paydown................................... ........................... ..............15,375 ..............15,375 ..............17,527 ..............17,438 ................... ........(2,064) ................... ..........(2,064) ................. ..............15,375 ................. ................... ................0 ......(1,430) 01/15/2019 2FE.....
32051D YH 9 1st Horizon Asset Secs 5.500% 07/25/33 .. .03/01/2004 Paydown................................... ........................... ............446,022 ............446,022 ............446,022 ............446,022 ................... ................... ................... ..................0 ................. ............446,022 ................. ................... ................0 .......4,705 07/25/2033 1FE.....
347475 AB 1 Fort James Corp Pass Th 7.110% 01/02/10.. .01/02/2004 Call 100.0000....................... ........................... ..............53,336 ..............53,336 ..............53,336 ..............53,336 ................... ................... ................... ..................0 ................. ..............53,336 ................. ................... ................0 .......1,896 01/02/2010 3FE.....
358497 AB 1 Friendly Ice Cream Sr N 8.375% 06/15/12 .. .03/31/2004 Goldman Sachs & Co............... ........................... ..............25,688 ..............25,000 ..............25,000 ..............25,000 ................... ................... ................... ..................0 ................. ..............25,000 ................. ............688 ............688 ..........157 06/15/2012 4..........
382550 AH 4 Goodyear Tire & Rubber 7.857% 08/15/11.. .01/08/2004 Lehman Brothers Inc................. ........................... ..............18,600 ..............20,000 ..............13,270 ..............13,644 ................... ..............15 ................... ................15 ................. ..............13,658 ................. .........4,942 .........4,942 ..........661 08/15/2011 5..........
41283A AT 6 Harley Davidson Eaglema 2.840% 06/15/10.. .03/15/2004 Paydown................................... ........................... ..............45,202 ..............45,202 ..............45,197 ..............45,199 ................... ................3 ................... ..................3 ................. ..............45,202 ................. ................... ................0 ..........215 06/15/2010 1FE.....
421924 AP 6 Healthsth Rehabilitatio 10.750% 10/01/08.. .. .01/16/2004 Various..................................... ........................... ............119,745 ............119,000 ..............12,495 ..............13,378 ................... ..............85 ................... ................85 ................. ..............13,463 ................. .....106,282 .....106,282 .......4,030 10/01/2008 6..........
422777 AA 0 Hedged Mutual Fd Fee Tr 4.140% 11/30/10.. .03/01/2004 Redemption 100.0000.......... ........................... ..............53,256 ..............53,256 ..............53,256 ..............53,256 ................... ................... ................... ..................0 ................. ..............53,256 ................. ................... ................0 ..........399 11/30/2010 1FE.....
42332Q AU 7 Heller Fin Coml Mtg 7.715% 01/17/34...... .. .03/01/2004 Paydown................................... ........................... ............353,223 ............353,223 ............391,816 ............384,194 ................... ......(30,971) ................... ........(30,971) ................. ............353,223 ................. ................... ................0 ....(26,538) 01/17/2034 1FE.....
436255 AC 7 Hollywood Park Inc Co G 9.250% 02/15/07 .. .03/19/2004 Direct........................................ ........................... ............452,051 ............438,000 ............396,753 ............405,261 ................... .........1,842 ................... ...........1,842 ................. ............407,104 ................. .......44,947 .......44,947 .....25,926 02/15/2007 5FE.....
45660N FQ 3 Residential Asset Sec T 5.750% 08/25/17 .. .03/01/2004 Paydown................................... ........................... ..............29,511 ..............29,511 ..............30,710 ..............30,624 ................... ........(1,113) ................... ..........(1,113) ................. ..............29,511 ................. ................... ................0 .........(832) 08/25/2017 1FE.....
45881K AB 0 Intermet Corp Co Gtee 9.750% 06/15/09. .. .03/05/2004 Deutsche Bank.......................... ........................... ..............48,000 ..............50,000 ..............46,725 ..............47,017 ................... ..............77 ................... ................77 ................. ..............47,094 ................. ............906 ............906 .......1,228 06/15/2009 4FE.....
46361@ AB 0 Irvine Co Sr Nt 7.460% 03/15/08.............. .. .03/15/2004 Redemption 100.0000.......... ........................... ............400,000 ............400,000 ............400,000 ............400,000 ................... ................... ................... ..................0 ................. ............400,000 ................. ................... ................0 .....14,920 03/15/2008 1..........
464592 AB 0 Isle of Capri Casinos I 8.750% 04/15/09... .. .02/27/2004 Direct........................................ ........................... ............356,357 ............342,000 ............324,902 ............329,697 ................... ............299 ................... ..............299 ................. ............329,996 ................. .......26,361 .......26,361 .....15,190 04/15/2009 4..........
52729N AC 4 Level 3 Comm Inc Sr Nt 9.125% 05/01/08 .. .01/14/2004 JP Morgan Securities................ ........................... ..............11,640 ..............12,000 ..............10,890 ..............10,924 ................... ..............10 ................... ................10 ................. ..............10,934 ................. ............706 ............706 ..........250 05/01/2008 5FE.....
52729N AR 1 Level 3 Comm Inc Sr Dis 0.000% 03/15/10 .. .01/21/2004 Miller Tabak............................... ........................... ................3,760 ................4,000 ................3,260 ................3,330 ................... ..............30 ................... ................30 ................. ................3,360 ................. ............400 ............400 ............30 03/15/2010 5FE.....
549463 AE 7 Lucent Techs Deb 6.450% 03/15/29........ .. .03/16/2004 Various..................................... ........................... ..............61,688 ..............75,000 ..............40,035 ..............40,300 ................... ..............15 ................... ................15 ................. ..............40,315 ................. .......21,372 .......21,372 .......1,888 03/15/2029 4FE.....
552075 AA 1 William Lyon Homes Sr N 10.750% 04/01/13.. .01/28/2004 UBS Warburgh Securities Inc..... ........................... ..............58,625 ..............50,000 ..............49,247 ..............49,287 ................... ................4 ................... ..................4 ................. ..............49,291 ................. .........9,334 .........9,334 .......1,811 04/01/2013 4FE.....
552078 AN 7 Lyondell Petrochemical 10.875% 05/01/09 .. .03/29/2004 Various..................................... ........................... ..............49,813 ..............50,000 ..............47,593 ..............48,080 ................... ..............65 ................... ................65 ................. ..............48,145 ................. .........1,668 .........1,668 .......2,323 05/01/2009 4FE.....
59018Y KB 6 Merrill Lynch & Co Inc 5.350% 06/15/04.. .. .03/31/2004 Basis Adjustment...................... ........................... ..............23,938 .........5,000,000 ..............26,586 ..............26,472 ................... ........(2,534) ................... ..........(2,534) ................. ..............23,938 ................. ................... ................0 ......(2,534) 06/15/2004 1FE.....
61746W YS 3 Morgan Stanley Dean Wit 1.510% 11/25/32.. .03/25/2004 Paydown................................... ........................... ............509,807 ............509,807 ............509,807 ............509,807 ................... ................... ................... ..................0 ................. ............509,807 ................. ................... ................0 ......(9,072) 11/25/2032 1FE.....
61748A AE 6 Morgan Stanley Sub Nt 4.750% 04/01/14. .. .03/29/2004 Goldman Sachs & Co............... ........................... .........6,372,795 .........6,500,000 .........6,443,385 .........6,443,385 ................... ................2 ................... ..................2 ................. .........6,443,387 ................. ......(70,592) ......(70,592) ..........860 04/01/2014 1FE.....
627914 AA 2 Mutual Fd Fee Tr XI ABS 9.060% 01/02/08.. .03/01/2004 Redemption 100.0000.......... ........................... ..............13,052 ..............13,052 ................6,004 ................6,004 ................... .........7,048 ................... ...........7,048 ................. ..............13,052 ................. ................... ................0 .......7,150 01/02/2008 5..........
62827E AA 8 Mutual Fd Fee Tr XII AB 9.550% 04/30/08 .. .03/01/2004 Redemption 100.0000.......... ........................... ................8,783 ................8,783 ................3,601 ................3,601 ................... .........5,182 ................... ...........5,182 ................. ................8,783 ................. ................... ................0 .......5,257 04/30/2008 5..........
62827K AA 4 Mutual Fd Fee Tr XX ABS 6.200% 03/02/10.. .03/02/2004 Redemption 100.0000.......... ........................... ............119,413 ............119,413 ............119,413 ............119,413 ................... ................... ................... ..................0 ................. ............119,413 ................. ................... ................0 .......1,100 03/02/2010 1FE.....
62827Y AA 4 Mutual Fd Fee Tr XXI AB 4.410% 08/31/10.. .03/02/2004 Redemption 100.0000.......... ........................... ..............60,199 ..............60,199 ..............60,199 ..............60,199 ................... ................... ................... ..................0 ................. ..............60,199 ................. ................... ................0 ..........459 08/31/2010 1FE.....
63936W AE 6 Navistar Fin Corp Owner 3.080% 11/15/09 .. .03/15/2004 Paydown................................... ........................... ..............95,106 ..............95,106 ..............95,087 ..............95,091 ................... ..............15 ................... ................15 ................. ..............95,106 ................. ................... ................0 ..........505 11/15/2009 1FE.....
684181 AA 8 Orange Cogeneration Fun 8.175% 03/15/22.. .03/15/2004 Call 100.0000....................... ........................... ..............12,500 ..............12,500 ..............12,750 ..............12,722 ................... ...........(222) ................... .............(222) ................. ..............12,500 ................. ................... ................0 ............34 03/15/2022 2FE.....
695156 AM 1 Packaging Corp of Amer 5.750% 08/01/13.. .02/10/2004 Basis Adjustment...................... ........................... ............129,499 .........3,700,000 ............129,588 ............129,588 ................... .............(89) ................... ...............(89) ................. ............129,499 ................. ................... ................0 ...........(89) 08/01/2013 3FE.....
698657 AE 3 Pantry Inc Co Gtd 10.250% 10/15/07........ .. .03/20/2004 Call 103.4170....................... ........................... ............448,830 ............434,000 ............378,020 ............389,642 ................... .......59,188 ................... .........59,188 ................. ............448,830 ................. ................... ................0 .....78,341 10/15/2007 4..........
705015 AA 3 Pearson Inc Bd 7.000% 06/15/11............. .. .01/21/2004 Basis Adjustment...................... ........................... ..............76,353 .........2,000,000 ..............76,353 ..............76,353 ................... ................... ................... ..................0 ................. ..............76,353 ................. ................... ................0 ............88 06/15/2011 2FE.....
723474 AA 0 Pinnacle Partners Sr Nt 8.830% 08/15/04 .. .03/18/2004 Call 102.9860....................... ........................... .........6,179,160 .........6,000,000 .........6,000,000 .........6,000,000 ................... .....179,248 ................... ........179,248 ................. .........6,179,248 ................. ................... ................0 ...492,672 08/15/2004 3..........
73179P AD 8 Polyone Corp Sr Nt 10.625% 05/15/10...... .. .01/16/2004 Various..................................... ........................... ..............54,433 ..............52,000 ..............52,000 ..............52,000 ................... ................... ................... ..................0 ................. ..............52,000 ................. .........2,433 .........2,433 ..........973 05/15/2010 4..........
74157K AF 8 Primedia Inc Sr Nt 8.875% 05/15/11........ .. .01/22/2004 First Union Capital Markets........ ........................... ..............53,500 ..............50,000 ..............42,523 ..............43,169 ................... ..............43 ................... ................43 ................. ..............43,212 ................. .......10,288 .......10,288 ..........930 05/15/2011 4FE.....
75040K AC 3 Radiologix Inc Co Gtd 10.500% 12/15/08.. .. .01/21/2004 Various..................................... ........................... ..............37,858 ..............36,000 ..............32,284 ..............32,650 ................... ..............24 ................... ................24 ................. ..............32,674 ................. .........5,183 .........5,183 ..........381 12/15/2008 4FE.....
756577 AA 0 Red Hat Inc Sub Deb 0.500% 01/15/24.... .. .01/08/2004 UBS Warburgh Securities Inc..... ........................... ..............32,395 ..............31,000 ..............31,000 ..............31,000 ................... ................... ................... ..................0 ................. ..............3

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E05.5
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22
F 11 12 13 14 15 NAIC
o Current Foreign Bond Desigr Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation
e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock or
i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends 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)
75901H AC 8 Regl Jet Equip Tr 2000- 7.971% 09/05/06 .. .03/05/2004 Redemption 100.0000.......... ........................... ..............71,362 ..............71,362 ..............71,362 ..............71,362 ................... ................... ................... ..................0 ................. ..............71,362 ................. ................... ................0 .......2,844 09/05/2006 3FE.....
75952B AF 2 Reliant Res Inc Sec Nt 9.250% 07/15/10.. .. .01/16/2004 Bank of America........................ ........................... ..............15,400 ..............14,000 ..............14,000 ..............14,000 ................... ................... ................... ..................0 ................. ..............14,000 ................. .........1,400 .........1,400 ..........723 07/15/2010 4..........
759950 AB 4 Renaissance Accep Mtg C 5.720% 06/25/32.. .03/01/2004 Paydown................................... ........................... ............482,488 ............482,488 ............482,488 ............482,488 ................... ................... ................... ..................0 ................. ............482,488 ................. ................... ................0 .......4,216 06/25/2032 1FE.....
760985 RS 2 Residential Asset Mtg P 5.750% 07/25/05 .. .01/01/2004 Paydown................................... ........................... ......................... ......................... ..............79,429 ..............39,261 ................... ......(39,261) ................... ........(39,261) ................. ......................... ................. ................... ................0 ....(34,902) 07/25/2005 1FE.....
76110V HF 8 Residential Fdg Mtg Sec 5.640% 03/25/16 .. .03/01/2004 Paydown................................... ........................... .........2,786,917 .........2,786,917 .........2,786,346 .........2,777,121 ................... .........9,796 ................... ...........9,796 ................. .........2,786,917 ................. ................... ................0 .....31,892 03/25/2016 1FE.....
76110V KX 5 Residential Fdg Mtg Sec 3.610% 02/25/15 .. .03/01/2004 Paydown................................... ........................... ............266,148 ............266,148 ............266,128 ............265,755 ................... ............394 ................... ..............394 ................. ............266,148 ................. ................... ................0 .......2,708 02/25/2015 1FE.....
76110V MT 2 Residential Fdg Mtg Sec 5.500% 12/25/05 .. .01/01/2004 Paydown................................... ........................... ......................... ......................... ............253,493 ............199,078 ................... ....(199,078) ................... ......(199,078) ................. ......................... ................. ................... ................0 ..(236,647) 12/25/2005 1FE.....
76111J FU 3 Residential Fdg Mtg Sec 6.250% 10/25/16 .. .03/01/2004 Paydown................................... ........................... ..............33,805 ..............33,805 ..............34,330 ..............34,336 ................... ...........(531) ................... .............(531) ................. ..............33,805 ................. ................... ................0 .........(149) 10/25/2016 1FE.....
76118P AC 7 Resorts Intl 1st Mtg 11.500% 03/15/09...... .. .01/14/2004 Goldman Sachs & Co............... ........................... ..............55,750 ..............50,000 ..............48,843 ..............49,053 ................... ................7 ................... ..................7 ................. ..............49,060 ................. .........6,690 .........6,690 .......2,003 03/15/2009 4FE.....
82567D AF 1 Shurgard Storage Ctrs N 5.875% 03/15/13 .. .01/26/2004 Basis Adjustment...................... ........................... ..............82,557 .........2,700,000 ..............82,557 ..............82,557 ................... ................... ................... ..................0 ................. ..............82,557 ................. ................... ................0 ................. 03/15/2013 2FE.....
83001P AF 6 Six Flags Inc Sr Nt 9.750% 04/15/13........ .. .01/20/2004 JP Morgan Securities................ ........................... ..............35,120 ..............32,000 ..............32,168 ..............32,158 ................... ...............(1) ................... .................(1) ................. ..............32,157 ................. .........2,963 .........2,963 ..........848 04/15/2013 4FE.....
83426# AA 6 Solo Cup Co Sr Nts 7.080% 06/30/11...... .. .02/27/2004 Call 117.0441....................... ........................... .........1,170,441 .........1,000,000 .........1,000,000 .........1,000,000 ................... .....170,441 ................... ........170,441 ................. .........1,170,441 ................. ................... ................0 ...181,651 06/30/2011 3..........
851785 ## 2 Springs at Silverbell P 6.400% 01/23/42... .. .03/23/2004 Redemption 100.0000.......... ........................... ..................576 ..................576 ..................553 ..................541 ................... ..............22 ................... ................22 ................. ..................576 ................. ................... ................0 ............30 01/23/2042 1..........
86358R 3N 5 Structured Asset Sec Co 6.500% 08/25/32 .. .03/01/2004 Paydown................................... ........................... ................5,081 ................5,081 ................5,284 ................5,245 ................... ...........(164) ................... .............(164) ................. ................5,081 ................. ................... ................0 .........(109) 08/25/2032 1FE.....
88033G AY 6 Tenet Healthcare Corp N 7.375% 02/01/13 .. .03/24/2004 Bear Stearns & Co.................... ........................... ..............10,920 ..............12,000 ..............11,760 ..............11,765 ................... ................5 ................... ..................5 ................. ..............11,770 ................. ...........(850) ...........(850) ..........590 02/01/2013 4FE.....
881609 AL 5 Tesoro Pete Corp Sr Sub 9.625% 04/01/12.. .01/15/2004 Bear Stearns & Co.................... ........................... ............122,040 ............108,000 ..............93,263 ..............94,026 ................... ..............53 ................... ................53 ................. ..............94,079 ................. .......27,961 .......27,961 .......3,213 04/01/2012 4FE.....
883199 AL 5 Textron Fin Corp 2000-C 6.400% 06/15/11 .. .03/15/2004 Paydown................................... ........................... .........1,859,582 .........1,859,582 .........1,948,203 .........1,884,316 ................... ......(24,734) ................... ........(24,734) ................. .........1,859,582 ................. ................... ................0 ......(6,666) 06/15/2011 1FE.....
887364 AF 4 Times Mirror Co Nt 6.610% 09/15/27....... .. .03/30/2004 Direct........................................ ........................... .........1,810,350 .........1,500,000 .........1,528,230 .........1,527,095 ................... ...........(120) ................... .............(120) ................. .........1,526,971 ................. .....283,375 .....283,375 .....53,586 09/15/2027 1FE.....
893830 AM 1 Transocean Sedco Forex 9.500% 12/15/08.. .03/30/2004 Call 127.7962....................... ........................... .........1,277,962 .........1,000,000 .........1,152,440 .........1,118,073 ................... .....159,889 ................... ........159,889 ................. .........1,277,962 ................. ................... ................0 ...187,597 12/15/2008 2..........
907833 AD 9 Un Pac RR Pass Thru Cer 6.910% 08/27/17.. .02/27/2004 Paydown................................... ........................... ............149,867 ............149,867 ............167,785 ............166,646 ................... ......(16,780) ................... ........(16,780) ................. ............149,867 ................. ................... ................0 ....(11,602) 08/27/2017 1FE.....
909279 M# 5 Utd Air Lines Inc Secd 8.850% 05/07/07. .. .01/01/2004 Redemption 100.0000.......... ........................... ...........(145,752) ...........(145,752) .............(87,451) .............(32,065) ....(113,687) ................... ................... ......(113,687) ................. ...........(145,752) ................. ................... ................0 ................. 05/07/2007 6..........
92826* AA 7 Visa USA Inc Sr Nt 4.640% 12/27/07....... .. .03/27/2004 Redemption 100.0000.......... ........................... ............120,000 ............120,000 ............120,000 ............120,000 ................... ................... ................... ..................0 ................. ............120,000 ................. ................... ................0 .......1,392 12/27/2007 1..........
929227 YG 5 WA Mut Inc 2002-S7 3A1 6.000% 11/25/32.. .03/01/2004 Paydown................................... ........................... ............174,785 ............174,785 ............178,062 ............180,911 ................... ........(6,126) ................... ..........(6,126) ................. ............174,785 ................. ................... ................0 ......(4,704) 11/25/2032 1FE.....
929227 ZC 3 WA Mut Inc 2002-AR18 A 4.177% 01/25/33.. .03/01/2004 Paydown................................... ........................... ............440,485 ............440,485 ............440,485 ............440,485 ................... ................... ................... ..................0 ................. ............440,485 ................. ................... ................0 .......3,279 01/25/2033 1FE.....
92926E AF 4 WFS Finl Owner Tr 2002 3.740% 02/20/10.. .03/20/2004 Paydown................................... ........................... ..............58,596 ..............58,596 ..............58,596 ..............58,579 ................... ..............17 ................... ................17 ................. ..............58,596 ................. ................... ................0 ..........380 02/20/2010 1FE.....
92926M AF 6 WFS Finl Owner Tr 2003 3.050% 12/20/10.. .03/20/2004 Paydown................................... ........................... ..............96,173 ..............96,173 ..............96,168 ..............96,348 ................... ...........(175) ................... .............(175) ................. ..............96,173 ..............0 ................... ................0 ..........422 12/20/2010 1FE.....
92926M AG 4 WFS Finl Owner Tr 2003 3.800% 12/20/10.. .03/20/2004 Paydown................................... ........................... ............158,770 ............158,770 ............158,746 ............158,861 ................... .............(91) ................... ...............(91) ................. ............158,770 ................. ................... ................0 .......1,139 12/20/2010 2FE.....
939336 AW 3 WA Mut Mtg Sec Corp 4.816% 10/25/32.. .. .03/01/2004 Paydown................................... ........................... .........1,238,761 .........1,238,761 .........1,251,149 .........1,242,176 ................... ........(3,415) ................... ..........(3,415) ................. .........1,238,761 ................. ................... ................0 .......7,381 10/25/2032 1FE.....
939336 DN 0 WA Mut Mtg Sec Corp 4.380% 12/25/32.. .. .03/01/2004 Paydown................................... ........................... ..............70,537 ..............70,537 ..............71,238 ..............70,848 ................... ...........(311) ................... .............(311) ................. ..............70,537 ................. ................... ................0 ..........461 12/25/2032 1FE.....
939336 PC 1 WA Mut Mtg Sec Corp 4.531% 03/25/33.. .. .03/01/2004 Paydown................................... ........................... ............479,108 ............479,108 ............483,887 ............483,823 ................... ........(4,716) ................... ..........(4,716) ................. ............479,108 ................. ................... ................0 .........(770) 03/25/2033 1FE.....
939336 UE 1 WA Mut Mtg Sec Corp 5.000% 03/25/18.. .. .03/01/2004 Paydown................................... ........................... ............964,014 ............964,014 ............976,516 ............980,635 ................... ......(16,622) ................... ........(16,622) ................. ............964,014 ................. ................... ................0 ......(7,471) 03/25/2018 1FE.....
950761 AC 0 Werner Hldgs Co Inc Co 10.000% 11/15/07.. .01/09/2004 Jeffries & Company Inc............. ........................... ..............11,360 ..............16,000 ..............10,480 ..............10,480 ................... ................3 ................... ..................3 ................. ..............10,483 ................. ............877 ............877 ..........265 11/15/2007 4Z.......
96683M AG 8 Whole Auto Loan Tr 2002 6.000% 04/15/09.. .03/15/2004 Paydown................................... ........................... ............339,804 ............339,804 ............335,356 ............338,027 ................... .........1,776 ................... ...........1,776 ................. ............339,804 ................. ................... ................0 .......5,122 04/15/2009 3FE.....
97180* SJ 8 Wilmington Tr Co Gtd Se 8.310% 11/28/08.. .02/28/2004 Redemption 100.0000.......... ........................... ............130,647 ............130,647 ............130,647 ............130,647 ................... ................... ................... ..................0 ................. ............130,647 ................. ................... ................0 .......2,714 11/28/2008 1..........
U.S.................................................................................................................................................................... .......44,111,679 .......85,230,145 .......43,460,192 .......43,371,540 ....(113,687) .....255,582 ................0 ........141,895 ..............0 .......43,513,429 ..............0 .....598,331 .....598,331 ...960,377 ....XXX...... ..XXX...
Canada
01877K AB 9 Alliance Pipeline LP Nt 6.996% 12/31/19.. C .12/31/2003 Call 100.0000....................... ........................... ................2,627 ................2,627 ................2,808 ................2,801 ................... ...........(173) ................... .............(173) ................. ................2,627 ................. ................... ................0 .........(173) 12/31/2019 2FE.....
462622 AD 3 IPSCO Inc Sr Nt 8.750% 06/01/13........... C .01/20/2004 JP Morgan Securities................ ........................... ..............56,750 ..............50,000 ..............50,000 ..............50,000 ................... ................... ................... ..................0 ................. ..............50,000 ................. .........6,750 .........6,750 ..........632 06/01/2013 3FE.....
Canada.............................................................................................................................................................. ..............59,377 ..............52,627 ..............52,808 ..............52,801 ................0 ...........(173) ................0 .............(173) ..............0 ..............52,627 ..............0 .........6,750 .........6,750 ..........459 ....XXX...... ..XXX...
Foreign
886326 AB 3 TIB Remittances Mt Tran 5.110% 06/05/05F .02/05/2004 Call 100.0000....................... ........................... ............144,793 ............144,793 ............144,504 ............144,703 ................... ..............90 ................... ................90 ................. ............144,793 ................. ................... ................0 .......1,044 06/05/2005 2FE.....
886326 AB 3 TIB Remittances Mt Tran 5.110% 06/05/05F .03/05/2004 Redemption 100.0000.......... ........................... ..............72,249 ..............72,249 ..............72,104 ..............72,204 ................... ..............45 ................... ................45 ................. ..............72,249 ................. ................... ................0 ..........978 06/05/2005 2FE.....
91911T AE 3 Vale Overseas Ltd Bd 8.250% 01/17/34... F .01/12/2004 UBS Warburgh Securities Inc..... ........................... ..............91,540 ..............92,000 ..............90,992 ..............90,992 ................... ................... ................... ..................0 ................. ..............90,992 ................. ............548 ............548 ................. 01/17/2034 3Z.......
92908F AA 4 Votorantim Overseas III 7.875% 01/23/14 F .03/24/2004 UBS Warburgh Securities Inc..... ........................... ............186,165 ............197,000 ............195,993 ............195,993 ................... ..............12 ................... ................12 ................. ............196,006 ................. ........(9,845) ........(9,845) .......2,856 01/23/2014 4FE.....
R2359X AA 9 Fokus Bank Sub Deb 1.910% Perpet....... F .03/05/2004 Call 100.0000....................... ........................... .......20,000,000 .......20,000,000 .......19,105,081 .......19,105,081 ................... .....894,919 ................... ........894,919 ................. .......20,000,000 ................. ................... ................0 1,088,041 03/29/2049 1..........
Foreign.............................................................................................................................................................. .......20,494,747 .......20,506,042 .......19,608,674 .......19,608,973 ................0 .....895,066 ................0 ........895,066 ..............0 .......20,504,040 ..............0 ........(9,297) ........(9,297) 1,092,919 ....XXX...... ..XXX...
4599999. Total - Bonds - Industrial & Miscellaneous............................................................................................................. .......64,665,803 .....105,788,814 .......63,121,674 .......63,033,314 ....(113,687) ...1,150,475 ................0 .....1,036,788 ..............0 .......64,070,096 ..............0 .....595,784 .....595,784 2,053,755 ....XXX...... ..XXX...
6099997. Total - Bonds - Part 4.......................................................................................................................................... .....163,501,617 .....221,400,962 .....161,943,255 .....161,826,346 ......(49,396) ...1,227,894 ................0 .....1,178,498 ......(2,229) .....163,002,616 .......2,085 .....496,917 .....499,002 2,953,859 ....XXX...... ..XXX...
6099999. Total - Bonds....................................................................................................................................................... .....163,501,617 .....221,400,962 .....161,943,255 .....161,826,346 ......(49,396) ...1,227,894 ................0 .....1,178,498 ......(2,229) .....163,002,616 .......2,085 .....496,917 .....499,002 2,953,859 ....XXX...... ..XXX...
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E05.6
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of by the Company During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22
F 11 12 13 14 15 NAIC
o Current Foreign Bond Desigr Prior Year Year's Total Book/ Exchange Realized Total Interest/ nation
e Book/ Unrealized Current Other Than Total Foreign Adjusted Gain Gain Gain Stock or
i Number of Adjusted Valuation Year's Temporary Change in Exchange Carrying (Loss) (Loss) (Loss) Dividends 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)
Preferred Stocks - Industrial and Miscellaneous
United States
283678 20 9 El Paso Ener Cap Trust............................ .. .02/19/2004 First Boston Corp...................... ..............300.000 ................9,601 ......................... ..............11,197 ..............10,125 .........1,022 ................9 ................... ...........1,031 ................. ..............11,156 ................. ........(1,555) ........(1,555) ..............9 ......XXX.... RP5LFE
92553H 20 9 Viasystems Inc Pfd Stk............................. .. .11/11/2003 Conversion................................ .........12,223.000 ....................12 ......................... ....................12 ......................... ..............12 ................... ................... ................12 ................. ....................12 ................. ................... ................0 ................. ......XXX.... P6L.....
U.S.................................................................................................................................................................... ................9,613 ......................0 ..............11,209 ..............10,125 .........1,034 ................9 ................0 ...........1,043 ..............0 ..............11,168 ..............0 ........(1,555) ........(1,555) ..............9 ......XXX.... ..XXX...
6399999. Total - Preferred Stocks - Industrial & Miscellaneous............................................................................................. ................9,613 ......................0 ..............11,209 ..............10,125 .........1,034 ................9 ................0 ...........1,043 ..............0 ..............11,168 ..............0 ........(1,555) ........(1,555) ..............9 ......XXX.... ..XXX...
6599997. Total - Preferred Stocks - Part 4.......................................................................................................................... ................9,613 ......................0 ..............11,209 ..............10,125 .........1,034 ................9 ................0 ...........1,043 ..............0 ..............11,168 ..............0 ........(1,555) ........(1,555) ..............9 ......XXX.... ..XXX...
6599999. Total - Preferred Stocks....................................................................................................................................... ................9,613 ......................0 ..............11,209 ..............10,125 .........1,034 ................9 ................0 ...........1,043 ..............0 ..............11,168 ..............0 ........(1,555) ........(1,555) ..............9 ......XXX.... ..XXX...
Common Stocks - Industrial and Miscellaneous
United States
03027R 11 1 Amern Tower Escrow 144A...................... .. .03/30/2004 First Boston Corp...................... ..............239.000 ..............34,756 ......................... ..............18,642 ..............29,875 ......(11,233) ................... ................... ........(11,233) ................. ..............18,642 ................. .......16,114 .......16,114 ................. ......XXX.... L..........
420781 30 4 Hayes Lemmerz Intl Inc............................ .. .01/16/2004 Jeffries & Company Inc............. ...........1,781.000 ..............33,118 ......................... ..............19,171 ..............32,254 ......(13,083) ................... ................... ........(13,083) ................. ..............19,171 ................. .......13,948 .......13,948 ................. ......XXX.... L..........
462028 10 1 Iomed Inc Common Stock......................... .. .01/22/2004 Direct........................................ .........17,270.000 ..............34,478 ......................... ..............40,412 ..............40,412 ................... ................... ................... ..................0 ................. ..............40,412 ................. ........(5,934) ........(5,934) ................. ......XXX.... L..........
480767 10 2 Jordan Telecom Prods Es........................ .. .03/08/2004 Capital Distribution..................... ........................... ..................137 ......................... ..................137 ..................137 ................... ................... ................... ..................0 ................. ..................137 ................. ................... ................0 ................. ......XXX.... A.........
608712 10 5 Molten Metal Tech Inc C........................... .. .01/15/2004 Direct........................................ ...........1,318.000 ......................... ......................... ......................... ......................... ................... ................... ................... ..................0 ................. ......................... ................. ................... ................0 ................. ......XXX.... A.........
U.S.................................................................................................................................................................... ............102,489 ........XXX.......... ..............78,362 ............102,678 ......(24,316) ................0 ................0 ........(24,316) ..............0 ..............78,362 ..............0 .......24,128 .......24,128 ..............0 ......XXX.... ..XXX...
6899999. Total - Common Stocks - Industrial & Miscellaneous............................................................................................. ............102,489 ........XXX.......... ..............78,362 ............102,678 ......(24,316) ................0 ................0 ........(24,316) ..............0 ..............78,362 ..............0 .......24,128 .......24,128 ..............0 ......XXX.... ..XXX...
Common Stocks - Parent, Subsidiaries and Affiliates
Foreign
G2890# 10 8 EM Special OPP Citigrou.......................... F .12/01/2003 Direct........................................ ...........1,989.000 ......................... ......................... ................2,411 ................2,758 ...........(348) ................... ................... .............(348) ................. ................2,411 ................. ........(2,411) ........(2,411) ................. ......XXX.... L..........
G9042# 10 0 Tribeca Citigroup Inves............................. F .03/01/2004 Direct........................................ ..............205.000 .........3,000,000 ......................... .........2,225,573 .........2,635,261 ....(409,688) ................... ................... ......(409,688) ................. .........2,225,573 ................. .....774,427 .....774,427 ................. ......XXX.... A.........
Foreign.............................................................................................................................................................. .........3,000,000 ........XXX.......... .........2,227,984 .........2,638,019 ....(410,036) ................0 ................0 ......(410,036) ..............0 .........2,227,984 ..............0 .....772,016 .....772,016 ..............0 ......XXX.... ..XXX...
6999999. Total - Common Stocks - Parent, Subsidiaries and Affiliates................................................................................. .........3,000,000 ........XXX.......... .........2,227,984 .........2,638,019 ....(410,036) ................0 ................0 ......(410,036) ..............0 .........2,227,984 ..............0 .....772,016 .....772,016 ..............0 ......XXX.... ..XXX...
7299997. Total - Common Stocks - Part 4........................................................................................................................... .........3,102,489 ........XXX.......... .........2,306,346 .........2,740,697 ....(434,352) ................0 ................0 ......(434,352) ..............0 .........2,306,346 ..............0 .....796,144 .....796,144 ..............0 ......XXX.... ..XXX...
7299999. Total - Common Stocks....................................................................................................................................... .........3,102,489 ........XXX.......... .........2,306,346 .........2,740,697 ....(434,352) ................0 ................0 ......(434,352) ..............0 .........2,306,346 ..............0 .....796,144 .....796,144 ..............0 ......XXX.... ..XXX...
7399999. Total - Preferred and Common Stocks................................................................................................................. .........3,112,102 ........XXX.......... .........2,317,555 .........2,750,822 ....(433,318) ................9 ................0 ......(433,309) ..............0 .........2,317,514 ..............0 .....794,589 .....794,589 ..............9 ......XXX.... ..XXX...
7499999. Total - Bonds, Preferred and Common Stocks...................................................................................................... .....166,613,719 ........XXX.......... .....164,260,810 .....164,577,168 ....(482,714) ...1,227,903 ................0 ........745,189 ......(2,229) .....165,320,130 .......2,085 ...1,291,506 ...1,293,591 2,953,868 ......XXX.... ..XXX..

Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E06
SCHEDULE DB - PART A - SECTION 1
Showing All Options, Caps, Floors and Insurance Futures Options Owned at Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14
Number of Date of Strike Year to Date Used to Other
Contracts or Maturity, Price, Date Cost/ Increase/ Adjust Basis Investment/
Notional Expiry, or Rate or of Exchange or Option Book Statement Fair (Decrease) of Hedged Miscellaneous
Description Amount Settlement Index Acquisition Counterparty Premium Value * Value Value by Adjustment Item Income
Put Options - Hedging Transactions
S & P 500 Index Option.................................................... ........20,000 ..09/04/2007... 1500.000000...... 09/29/1999... AIG Banque........................................................... ...........4,120,000 .............4,120,000 ...... .............6,775,572 ...........6,775,572 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........20,000 ..05/22/2007... 1550.000000...... 09/21/1999... AIG Banque........................................................... ...........4,170,000 .............4,170,000 ...... .............7,640,474 ...........7,640,474 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........20,000 ..06/05/2007... 1575.000000...... 10/25/1999... UBS AG London Branch......................................... ...........4,380,000 .............4,380,000 ...... .............8,019,030 ...........8,019,030 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........20,000 ..02/15/2007... 1525.000000...... 10/12/1999... UBS AG London Branch......................................... ...........4,095,800 .............4,095,800 ...... .............7,356,320 ...........7,356,320 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........10,000 ..07/16/2007... 1600.000000...... 11/04/1999... AIG Banque........................................................... ...........2,140,000 .............2,140,000 ...... .............4,187,994 ...........4,187,994 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........10,000 ..07/16/2007... 1600.000000...... 11/04/1999... UBS AG London Branch......................................... ...........2,140,000 .............2,140,000 ...... .............4,187,994 ...........4,187,994 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........20,000 ..03/07/2007... 1475.000000...... 12/06/1999... UBS AG London Branch......................................... ...........2,930,000 .............2,930,000 ...... .............6,545,292 ...........6,545,292 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........21,800 ..12/24/2007... 1748.000000...... 12/23/1999... Deutsche Bank AG Frankfurt.................................. ...........4,174,700 .............4,174,700 ...... ...........11,444,063 .........11,444,063 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........10,000 ..01/22/2008... 1725.000000...... 01/21/2000... Deutsche Bank AG Frankfurt.................................. ...........1,810,000 .............1,810,000 ...... .............5,024,030 ...........5,024,030 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,500 ..02/09/2008... 1710.000000...... 02/09/2000... AIG Banque........................................................... ...........1,334,250 .............1,334,250 ...... .............3,677,130 ...........3,677,130 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..03/03/2008... 1675.000000...... 03/01/2000... AIG Banque........................................................... ..............919,000 ................919,000 ...... .............2,295,282 ...........2,295,282 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..05/02/2008... 1775.000000...... 05/02/2000... Deutsche Bank AG Frankfurt.................................. ...........1,019,000 .............1,019,000 ...... .............2,659,145 ...........2,659,145 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..06/29/2008... 1700.000000...... 06/29/2000... AIG Banque........................................................... ..............936,800 ................936,800 ...... .............2,337,618 ...........2,337,618 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..07/17/2008... 1820.000000...... 07/17/2000... AIG Banque........................................................... ..............990,000 ................990,000 ...... .............2,807,828 ...........2,807,828 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........20,000 ..09/01/2008... 1735.000000...... 08/02/2000... First Boston Corp................................................... ...........3,869,800 .............3,869,800 ...... .............9,766,042 ...........9,766,042 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,000 ..12/15/2008... 1800.000000...... 08/22/2000... Bank of America..................................................... ...........1,356,908 .............1,356,908 ...... .............3,703,420 ...........3,703,420 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..06/12/2008... 1795.000000...... 06/12/2000... Deutsche Bank AG Frankfurt.................................. ...........1,014,000 .............1,014,000 ...... .............2,716,935 ...........2,716,935 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........12,000 ..07/14/2009... 1410.000000...... 07/10/2001... Deutsche Bank AG Frankfurt.................................. ...........1,880,400 .............1,880,400 ...... .............2,990,268 ...........2,990,268 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........12,000 ..08/17/2009... 1383.000000...... 07/11/2001... Deutsche Bank AG Frankfurt.................................. ...........1,830,000 .............1,830,000 ...... .............2,811,012 ...........2,811,012 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........15,000 ..12/14/2011... 1410.000000...... 07/13/2001... Deutsche Bank AG Frankfurt.................................. ...........2,025,750 .............2,025,750 ...... .............3,240,870 ...........3,240,870 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........14,000 ..12/01/2009... 1335.000000...... 11/28/2001... Deutsche Bank AG Frankfurt.................................. ...........2,438,800 .............2,438,800 ...... .............2,919,532 ...........2,919,532 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........6,000 ..12/09/2011... 1305.000000...... 12/10/2001... Bank of America..................................................... ..............828,522 ................828,522 ...... .............1,080,240 ...........1,080,240 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........10,800 ..02/12/2010... 1290.000000...... 02/11/2002... Bank of America..................................................... ...........1,771,200 .............1,771,200 ...... .............2,064,528 ...........2,064,528 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,200 ..03/05/2010... 1332.000000...... 03/01/2002... Citibank................................................................. ...........1,194,120 .............1,194,120 ...... .............1,585,551 ...........1,585,551 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,200 ..04/01/2010... 1360.000000...... 03/27/2002... Deutsche Bank AG Frankfurt.................................. ...........1,085,400 .............1,085,400 ...... .............1,554,127 ...........1,554,127 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,200 ..05/13/2010... 1250.000000...... 05/13/2002... Citibank................................................................. ...........1,000,800 .............1,000,800 ...... .............1,318,470 ...........1,318,470 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........6,300 ..02/04/2013... 1030.000000...... 02/04/2003... AIG Banque........................................................... ...........1,331,849 .............1,331,849 ...... ................610,256 ..............610,256 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........3,900 ..03/11/2013... 970.000000....... 03/11/2003... Deutsche Bank AG Frankfurt.................................. ..............819,780 ................819,780 ...... ................329,636 ..............329,636 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........3,900 ..03/27/2013... 1070.000000...... 03/27/2003... Deutsche Bank AG Frankfurt.................................. ..............770,640 ................770,640 ...... ................409,781 ..............409,781 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........3,900 ..04/09/2013... 1075.000000...... 04/08/2003... Bank of America..................................................... ..............807,300 ................807,300 ...... ................408,369 ..............408,369 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,600 ..04/17/2013... 1085.000000...... 04/15/2003... AIG Banque........................................................... ...........1,148,616 .............1,148,616 ...... ................640,146 ..............640,146 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........6,200 ..05/08/2013... 1150.000000...... 05/06/2003... Deutsche Bank AG Frankfurt.................................. ...........1,289,600 .............1,289,600 ...... ................764,162 ..............764,162 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..06/03/2013... 1180.000000...... 05/29/2003... JP Morgan Securities............................................. ...........1,177,500 .............1,177,500 ...... ................649,458 ..............649,458 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..06/14/2013... 1245.000000...... 06/12/2003... BNP Paribas Bank.................................................. ...........1,231,090 .............1,231,090 ...... .............1,152,514 ...........1,152,514 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,500 ..07/01/2013... 1230.000000...... 06/27/2003... JP Morgan Securities............................................. ...........1,631,700 .............1,631,700 ...... .............1,066,531 ...........1,066,531 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..07/01/2013... 1230.000000...... 07/15/2003... BNP Paribas Bank.................................................. ..............964,200 ................964,200 ...... ................932,513 ..............932,513 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..08/01/2013... 1220.000000...... 08/01/2003... Citibank................................................................. ..............784,650 ................784,650 ...... ................746,504 ..............746,504 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..09/05/2013... 1265.000000...... 09/05/2003... Citibank................................................................. ..............845,443 ................845,443 ...... ................811,789 ..............811,789 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........5,000 ..10/01/2013... 1258.000000...... 10/01/2003... BNP Paribas Bank.................................................. ..............977,013 ................977,013 ...... .............1,000,070 ...........1,000,070 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,500 ..01/13/2014... 1241.505000...... 11/13/2003... Deutsche Bank AG Frankfurt.................................. ...........1,049,204 .............1,049,204 ...... .............1,064,993 ...........1,064,993 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,500 ..02/13/2014... 1241.505000...... 11/13/2003... Deutsche Bank AG Frankfurt.................................. ...........1,042,072 .............1,042,072 ...... .............1,059,638 ...........1,059,638 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ........15,000 ..03/13/2014... 1241.505000...... 11/13/2003... Deutsche Bank AG Frankfurt.................................. ...........2,073,049 .............2,073,049 ...... .............2,111,115 ...........2,111,115 ........................... ........................... ...........................
S & P 500 Index Option.................................................... ..........7,000 ..03/17/2014... 1330.000000...... 03/15/2004... BNP Paribas Bank.................................................. ...........1,178,912 .............1,178,912 ...... .............1,095,569 ...........1,095,569 ........................... ........................... ...........................
0599999. Subtotal - Put Options - Hedging Transactions.................................................................................................. .............................................................................. .........74,577,868 ...........74,577,868 XXX .........125,561,808 .......125,561,808 ........................0 ........................0 ........................0
0899999. Subtotal - Put Options....................................................................................................................................... .............................................................................. .........74,577,868 ...........74,577,868 XXX .........125,561,808 .......125,561,808 ........................0 ........................0 ........................0
2599999. Total - Hedging Transactions............................................................................................................................ .............................................................................. .........74,577,868 ...........74,577,868 XXX .........125,561,808 .......125,561,808 ........................0 ........................0 ........................0
9999999. Totals............................................................................................................................................................... .............................................................................. .........74,577,868 ...........74,577,868 XXX .........125,561,808 .......125,561,808 ........................0 ........................0 ........................0
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E06.1
SCHEDULE DB - PART B - SECTION 1
Showing All Options, Caps, Floors and Insurance Futures Options Written and In-Force at Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14
Number of Date of Strike Date Year to Date Other
Contracts or Maturity, Price, of Increase/ Used to Investment/
Notional Expiry, or Rate or Issuance/ Exchange or Consideration Book Statement Fair (Decrease) Adjust Miscellaneous
Description Amount Settlement Index Purchase Counterparty Received Value * Value Value by Adjustment Basis Income

NONE
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E07
SCHEDULE DB - PART C - SECTION 1
Showing All Collar, Swap and Forwards Open at Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Date of Strike Date of Year to Date Used to Other
Maturity, Price, Opening Cost or Increase/ Adjust Basis Investment/
Notional Expiry, or Rate or Position or Exchange or (Consideration Book Statement Fair (Decrease) of Hedged Miscellaneous Potential
Description Amount Settlement Index Rec (Pay) Agreement Counterparty Received) Value * Value Value by Adjustment Item Income Exposure
Swaps - Hedging Transactions
Interest Rate Swap (Pay Fixed)....................... .............10,000,000 04/01/2004.. (3.080000)......... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................... ........................... ........................... ...............(77,000) ...........................
Interest Rate Swap (Rec Floating)................... .............10,000,000 04/01/2004.. 1.120000........... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................4 ................47,500 ................47,500 ................28,611 ..................2,635
Interest Rate Swap (Pay Fixed)....................... .............13,000,000 04/15/2004.. (3.107500)......... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................... ........................... ........................... .............(100,994) ...........................
Interest Rate Swap (Rec Floating)................... .............13,000,000 04/15/2004.. 1.090000........... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ...............(10,104) ................61,741 ................61,741 ................36,341 ................13,268
Interest Rate Swap (Pay Fixed)....................... ...............5,000,000 06/15/2004.. (3.197500)......... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................... ........................... ........................... ...............(39,969) ...........................
Interest Rate Swap (Rec Floating)................... ...............5,000,000 06/15/2004.. 1.090000........... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ...............(21,171) ................23,938 ................23,938 ................13,977 ................11,411
Interest Rate Swap (Pay Fixed)....................... .............15,000,000 09/01/2004.. (3.310000)......... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................... ........................... ........................... .............(125,504) ...........................
Interest Rate Swap (Rec Floating)................... .............15,000,000 09/01/2004.. 1.120000........... 11/01/2001... Bank of America Corp.......................... ........................... ........................... ...... ........................... .............(133,551) ................67,796 ................67,796 ................42,916 ................48,573
Interest Rate Swap (Pay Floating)................... .............50,000,000 09/06/2005.. (1.120000)......... 09/03/2002... Bank of America Corp.......................... ........................... ........................... ...... ........................... ........................... ........................... ........................... .............(146,889) ...........................
Interest Rate Swap (Rec Fixed)...................... .............50,000,000 09/06/2005.. 2.897500........... 09/03/2002... Bank of America Corp.......................... ........................... ........................... ...... ........................... ..............953,192 ........................... ........................... ..............362,188 ..............299,305
Currency Swap (Pay Euro).............................. ...............3,414,250 10/30/2013.. (5.635000)......... 10/23/2002... Goldman Sachs Cap Markets.............. ........................... ........................... ...... ........................... ........................... ........................... ........................... ...............(59,400) ...........................
Currency Swap (Rec US)................................ ...............3,414,250 10/30/2013.. 5.700000........... 10/23/2002... Goldman Sachs Cap Markets.............. ........................... ........................... ...... .............(897,050) ..........(1,021,479) ........................... ........................... ................48,653 ................52,847
Credit Default Swap (Pay Fixed)..................... ..................171,875 06/20/2008.. (0.900000)......... 04/24/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ........................... ........................... ........................... ...................(391) ...........................
Credit Default Swap (Rec Floating)................. ..................171,875 06/20/2008.. 0.000000........... 04/24/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ................(1,363) ........................... ........................... ........................... ..................1,766
Credit Default Swap (Pay Fixed)..................... ..................378,125 06/20/2013.. (1.100000)......... 04/24/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ........................... ........................... ........................... ................(1,051) ...........................
Credit Default Swap (Rec Floating)................. ..................378,125 06/20/2013.. 0.000000........... 04/24/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ...............(11,506) ........................... ........................... ........................... ..................5,741
Currency Swap (Pay CHF).............................. ...............1,800,000 08/18/2010.. (2.540000)......... 07/25/2003... Deutsche Bank AG-NY Branch............ ........................... ........................... ...... ........................... ........................... ........................... ........................... ...............(12,231) ...........................
Currency Swap (Rec US)................................ ...............1,800,000 08/18/2010.. 3.920000........... 07/25/2003... Deutsche Bank AG-NY Branch............ ........................... ........................... ...... .............(117,013) .............(114,554) ........................... ........................... ................17,640 ................22,739
Interest Rate Swap (Pay Floating)................... .............30,000,000 03/09/2005.. (1.120000)......... 09/08/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ........................... ........................... ........................... ...............(88,333) ...........................
Interest Rate Swap (Rec Fixed)...................... .............30,000,000 03/09/2005.. 1.652500........... 09/08/2003... Lehman Brothers Special Fin............... ........................... ........................... ...... ........................... ................98,616 ........................... ........................... ..............123,938 ..............145,559
Currency Swap (Pay CAD).............................. ...............1,506,591 02/18/2014.. (6.082000)......... 02/10/2004... UBS AG London Brach........................ ........................... ........................... ...... ...............(18,787) ........................... ........................... ........................... ...............(10,929) ...........................
Currency Swap (Rec US)................................ ...............1,506,591 02/18/2014.. 5.647500........... 02/10/2004... UBS AG London Brach........................ ........................... ........................... ...... ........................... ...................(653) ........................... ........................... ................10,163 ................23,682
05999999. Subtotal - Swaps - Hedging Transactions............................................................................................................................................................. ........................0 ........................0 XXX ..........(1,032,850) .............(262,569) ..............200,975 ..............200,975 ................21,733 ..............627,526
08999999. Subtotal - Swaps................................................................................................................................................................................................. ........................0 ........................0 XXX ..........(1,032,850) .............(262,569) ..............200,975 ..............200,975 ................21,733 ..............627,526
Forwards - Hedging Transactions
Long: US Short: Euro................................... ..................524,171 06/09/2004.. 0.809389........... 03/05/2004... Citibank............................................... ........................... ........................... ...... ..................2,336 ..................2,336 ........................... ........................... ........................... ..................1,148
Long: US Short: British Pound...................... ........................928 06/25/2004.. 0.543923........... 03/23/2004... JP Morgan Securities Inc..................... ........................... ........................... ...... ........................2 ........................2 ........................... ........................... ........................... ........................2
Long: US Short: Euro................................... .....................1,391 06/09/2004.. 0.819672........... 03/24/2004... JP Morgan Securities Inc..................... ........................... ........................... ...... .....................(11) .....................(11) ........................... ........................... ........................... ........................3
Long: US Short: Japanese Yen.................... ..................303,951 06/30/2004.. 105.600011....... 03/26/2004... JP Morgan Securities Inc..................... ........................... ........................... ...... ................(4,691) ................(4,691) ........................... ........................... ........................... ....................760
09999999. Subtotal - Forwards - Hedging Transactions......................................................................................................................................................... ........................0 ........................0 XXX ................(2,364) ................(2,364) ........................0 ........................0 ........................0 ..................1,913
12999999. Subtotal - Forwards............................................................................................................................................................................................. ........................0 ........................0 XXX ................(2,364) ................(2,364) ........................0 ........................0 ........................0 ..................1,913
25999999. Subtotal - Hedging Transactions.......................................................................................................................................................................... ........................0 ........................0 XXX ..........(1,035,213) .............(264,933) ..............200,975 ..............200,975 ................21,733 ..............629,439
99999999. Total.................................................................................................................................................................................................................... ........................0 ........................0 XXX ..........(1,035,213) .............(264,933) ..............200,975 ..............200,975 ................21,733 ..............629,439
SCHEDULE DB - PART D - SECTION 1
Showing All Futures Contracts and Insurance Futures Contracts at Current Statement Date
1 2 3 4 5 6 7 8 9 Variation Margin Information 13
10 11 12
Date of Used to
Number of Maturity Original Current Variation Opening Exchange or Cash Adjust Basis Potential
Description Contracts Date Value Value Margin Position Counterparty Deposit Recognized of Hedged Item Deferred Exposure
Long Futures Positions - Hedging Transactions
S & P 500 Index.............................................. ........................83 ........06/18/2004.. ...........23,028,173 ...........23,341,675 ................313,502 ........03/12/2004.. CME............................................................. ............................. ................313,502 ............................. ............................. .............1,245,000
S & P 500 Index.............................................. ........................10 ........06/18/2004.. .............2,765,735 .............2,812,250 ..................46,515 ........03/15/2004.. CME............................................................. ............................. ..................46,515 ............................. ............................. ................150,000
0199999. Subtotal - Long Futures Positions - Hedging Transactions............................ ...........25,793,908 ...........26,153,925 ................360,017 .........XXX........... .............................XXX................................. ..........................0 ................360,017 ..........................0 ..........................0 .............1,395,000
0499999. Subtotal - Long Futures Positions................................................................. ...........25,793,908 ...........26,153,925 ................360,017 .........XXX........... .............................XXX................................. ..........................0 ................360,017 ..........................0 ..........................0 .............1,395,000
Short Futures Positions - Hedging Transactions
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E07.1
SCHEDULE DB - PART D - SECTION 1
Showing All Futures Contracts and Insurance Futures Contracts at Current Statement Date
1 2 3 4 5 6 7 8 9 Variation Margin Information 13
10 11 12
Date of Used to
Number of Maturity Original Current Variation Opening Exchange or Cash Adjust Basis Potential
Description Contracts Date Value Value Margin Position Counterparty Deposit Recognized of Hedged Item Deferred Exposure
10 Yr Swap Future.......................................... ........................40 ........06/14/2004.. .............4,571,715 .............4,532,500 ..................39,215 ........03/12/2004.. CBT.............................................................. ............................. ..................39,215 ............................. ............................. ..................44,000
0599999. Subtotal - Short Futures Positions - Hedging Transactions............................ .............4,571,715 .............4,532,500 ..................39,215 .........XXX........... .............................XXX................................. ..........................0 ..................39,215 ..........................0 ..........................0 ..................44,000
0899999. Subtotal - Short Futures Positions................................................................ .............4,571,715 .............4,532,500 ..................39,215 .........XXX........... .............................XXX................................. ..........................0 ..................39,215 ..........................0 ..........................0 ..................44,000
2599999. Subtotal - Hedging Transactions.................................................................. ...........30,365,623 ...........30,686,425 ................399,232 .........XXX........... .............................XXX................................. ..........................0 ................399,232 ..........................0 ..........................0 .............1,439,000
9999999. Totals.......................................................................................................... ...........30,365,623 ...........30,686,425 ................399,232 .........XXX........... .............................XXX................................. ..........................0 ................399,232 ..........................0 ..........................0 .............1,439,000
Statement as of March 31, 2004 of THE TRAVELERS LIFE AND ANNUITY COMPANY
E08
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
BANK OF NEW YORK................................ NEW YORK,NY........................ .............. ................ ........................ ........................ ...........(1,379) ...........(1,379) ...........(1,379) XXX
JPMORGAN CHASE.................................. BROOKLYN, NY....................... .............. ......0.703 .........(187,313) ........................ ...................... ...................... ...................... XXX
SMITH BARNEY......................................... NEW YORK,NY........................ .............. ......0.357 .................191 ........................ ..........27,588 .........180,494 .........181,980 XXX
GE Cap Corp CPD...................................... Connecticut.............................. .............. ................ ..............1,480 ........................ ...................... ...................... ...................... XXX
ING US Funding LLC CPD.......................... New York................................. .............. ................ .................498 ........................ ...................... ...................... ...................... XXX
Paradigm Funding LLC CPA........................ Delaware.................................. .............. ................ ..............7,685 ........................ ......6,996,357 ...................... ...................... XXX
Prudential Fdg LLC CPD............................. New Jersey.............................. .............. ................ ..............3,887 ........................ ......4,727,793 ...................... ...................... XXX
Royal Bk Of Scotland PLC CPD.................. United Kingdom........................ .............. ................ ..............6,395 ........................ ....10,076,316 ...................... ...................... XXX
Victory Rec Corp CPA................................. Delaware.................................. .............. ................ .................617 ........................ ...................... ...................... ...................... XXX
0199999. Total Open Depositories................................................................ ....XXX.... ......XXX... .........(166,560) .....................0 ....21,826,675 .........179,115 .........180,601 XXX
0399999. Total Cash on Deposit.................................................................... ....XXX.... ......XXX... .........(166,560) .....................0 ....21,826,675 .........179,115 .........180,601 XXX
0599999. Total Cash..................................................................................... ....XXX.... ......XXX... .........(166,560) .....................0 ....21,826,675 .........179,115 .........180,601 XX

http://media.corporate-ir.net/media_files/irol/12/121171/statutory/TLA/1q04.pdf