Q3 - Navigators Specialty Insurance Company

Transcription

*36056200920100103*
PROPERTY AND CASUALTY COMPANIES —ASSOCIATION EDITION
QUARTERLY STATEMENT
AS OF SEPTEMBER 30, 2009
OF THE CONDITION AND AFFAIRS OF THE
Navigators Specialty Insurance Company
NAIC Group Code
0510
0510
,
(Current Period)
36056
NAIC Company Code
13-3536448
Employer’s ID Number
(Prior Period)
Organized under the Laws of
New York
New York
, State of Domicile or Port of Entry
Country of Domicile
United States
Incorporated/Organized
12/01/1988
One Penn Plaza - 32nd Floor
Statutory Home Office
10/17/1989
Commenced Business
New York, NY 10119-0002
,
(Street and Number)
Main Administrative Office
Mail Address
(City or Town, State and Zip Code)
6 International Drive
Rye Brook, NY 10573
914-934-8999
(Street and Number)
(Area Code) (Telephone Number)
Rye Brook, NY 10573
,
(Street and Number or P.O. Box)
Primary Location of Books and Records
Rye Brook, NY 10573
914-933-6054
(Street and Number)
(Area Code) (Telephone Number
Internet Web Site Address
www.navg.com
Statutory Statement Contact
William Ryan Foye
914-933-6054
(Name)
(Area Code) (Telephone Number) (Extension)
wfoye@navg.com
914-933-6072
(E-Mail Address)
(Fax Number)
OFFICERS
Name
Stanley Adam Galanski (Chairman) ,
Thomas Charles Connolly
,
Title
President & CEO
Vice President & Treasurer
Name
Francis William McDonnell
Emily Brennan Miner
Title
Senior Vice President & CFO
Associate Counsel & Secretary
,
,
OTHER OFFICERS
Henry Clay Bassett, Jr
Richard Scott Eisdorfer
Bradley Dale Wiley
Ramona Lucinda Eiseman
Daniel Paul Reale
Charles Derek Valentine
Senior Vice President & CUO
Senior Vice President
Vice President
Vice President
Vice President
,
,
,
,
,
,
Bruce John Byrnes #
Jane Ellen Keller
Callum McIntosh Duncan
Paul Christopher Kluga
Jeff Lyle Saunders
,
,
,
,
,
,
Senior Vice President & General
Counsel
Vice President
Vice President
Vice President
DIRECTORS OR TRUSTEES
Henry Clay Bassett, Jr
Stanley Adam Galanski (Chairman)
Russell John Johnson
Gregory Donald Olson
State of
New York
County of
New York
Michael Louis Civisca
Paul Vladimir Hennessy #
John Wayne Jones
Richard Charles Fitzgerald Rea
Christopher Carmine Duca
Noel Higgitt
Jane Ellen Keller
Jeff Lyle Saunders
Richard Scott Eisdorfer
Christopher Alban Johnson
Francis William McDonnell
Bradley Dale Wiley
ss
The officers of this reporting entity being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting period stated
above, all of the herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and
that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and
liabilities and of the condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended,
and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual except to the extent that: (1) state
law may differ; or, (2) that state rules or regulations require differences in reporting not related to accounting practices and procedures, according to the best of their
information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the described officers also includes the related corresponding electronic filing with
the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed statement. The electronic filing may be requested by
various regulators in lieu of or in addition to the enclosed statement.
Stanley Adam Galanski (Chairman)
President & CEO
Thomas Charles Connolly
Vice President & Treasurer
Emily Brennan Miner
Associate Counsel & Secretary
a. Is this an original filing?
Subscribed and sworn to before me this
day of
November, 2009
Agustin R. Cruz, Notary Public, State of New York
April 30, 2011
No. 01CR4842898
Qualified in Queens County
b. If no,
1. State the amendment number
2. Date filed
3. Number of pages attached
Yes [ X ] No [
]
STATEMENT AS OF SEPTEMBER 30, 2009 OF THE Navigators Specialty Insurance Company
ASSETS
1
Assets
1. Bonds
Current Statement Date
2
3
Nonadmitted Assets
Net Admitted Assets
(Cols. 1 - 2)
4
December 31
Prior Year Net
Admitted Assets
115,315,688
115,315,688
107,587,223
1,572,366
1,572,366
5,921,751
127,113
127,113
10,012
117,015,167
117,015,167
113,518,986
858,531
858,531
960,252
8,656,961
8,656,961
11,882,982
2. Stocks:
2.1 Preferred stocks
2.2 Common stocks
3. Mortgage loans on real estate:
3.1 First liens
3.2 Other than first liens
4. Real estate:
4.1 Properties occupied by the company (less
$
encumbrances)
4.2 Properties held for the production of income
(less $
encumbrances)
4.3 Properties held for sale (less
$
5. Cash ($
encumbrances)
422,406 ),
1,149,960 )
cash equivalents ($
and short-term investments ($
)
6. Contract loans (including $
premium notes)
7. Other invested assets
8. Receivables for securities
9. Aggregate write-ins for invested assets
10. Subtotals, cash and invested assets (Lines 1 to 9)
11. Title plants less $
charged off (for Title insurers
only)
12. Investment income due and accrued
13. Premiums and considerations:
13.1 Uncollected premiums and agents’ balances in the course of
collection
13.2 Deferred premiums, agents’ balances and installments booked but
deferred and not yet due (including $
earned
but unbilled premiums)
13.3 Accrued retrospective premiums
14. Reinsurance:
14.1 Amounts recoverable from reinsurers
14.2 Funds held by or deposited with reinsured companies
14.3 Other amounts receivable under reinsurance contracts
15. Amounts receivable relating to uninsured plans
16.1 Current federal and foreign income tax recoverable and interest thereon
16.2 Net deferred tax asset
509,356
464,770
44,586
54,556
127,040,015
464,770
126,575,245
126,416,776
127,040,015
464,770
126,575,245
126,416,776
17. Guaranty funds receivable or on deposit
18. Electronic data processing equipment and software
19. Furniture and equipment, including health care delivery assets
($
)
20. Net adjustment in assets and liabilities due to foreign exchange rates
21. Receivables from parent, subsidiaries and affiliates
22. Health care ($
) and other amounts receivable
23. Aggregate write-ins for other than invested assets
24. Total assets excluding Separate Accounts, Segregated Accounts and
Protected Cell Accounts (Lines 10 to 23)
25. From Separate Accounts, Segregated Accounts and Protected
Cell Accounts
26. Total (Lines 24 and 25)
DETAILS OF WRITE-INS
0901.
0902.
0903.
0998. Summary of remaining write-ins for Line 9 from overflow page
0999. Totals (Lines 0901 through 0903 plus 0998)(Line 9 above)
2301.
2302.
2303.
2399. Totals (Lines 2301 through 2303 plus 2398)(Line 23 above)
2
LIABILITIES, SURPLUS AND OTHER FUNDS
1
Current
Statement Date
1. Losses (current accident year $
2
December 31,
Prior Year
)
2. Reinsurance payable on paid losses and loss adjustment expenses
3. Loss adjustment expenses
4. Commissions payable, contingent commissions and other similar charges
32,470
48,710
3,504,092
1,939,678
8,656,961
11,882,982
27,576
27,671
12,221,099
13,899,041
12,221,099
13,899,041
5,000,000
5,000,000
32. Gross paid in and contributed surplus
86,000,000
86,000,000
33. Unassigned funds (surplus)
23,354,146
21,517,735
35. Surplus as regards policyholders (Lines 27 to 33, less 34)
114,354,146
112,517,735
36. TOTALS
126,575,245
126,416,776
5. Other expenses (excluding taxes, licenses and fees)
6. Taxes, licenses and fees (excluding federal and foreign income taxes)
141,075 on realized capital gains (losses))
7.1Current federal and foreign income taxes (including $
7.2 Net deferred tax liability
8. Borrowed money $
and interest thereon $
9. Unearned premiums (after deducting unearned premiums for ceded reinsurance of $
including warranty reserves of $
56,651,771 and
)
10. Advance premium
11. Dividends declared and unpaid:
11.1 Stockholders
11.2 Policyholders
12. Ceded reinsurance premiums payable (net of ceding commissions)
13. Funds held by company under reinsurance treaties
14. Amounts withheld or retained by company for account of others
15. Remittances and items not allocated
16. Provision for reinsurance
17. Net adjustments in assets and liabilities due to foreign exchange rates
18. Drafts outstanding
19. Payable to parent, subsidiaries and affiliates
20. Payable for securities
21. Liability for amounts held under uninsured plans
22. Capital notes $
and interest thereon $
23. Aggregate write-ins for liabilities
24. Total liabilities excluding protected cell liabilities (Lines 1 through 23)
25. Protected cell liabilities
26. Total liabilities (Lines 24 and 25)
27. Aggregate write-ins for special surplus funds
28. Common capital stock
29. Preferred capital stock
30. Aggregate write-ins for other than special surplus funds
31. Surplus notes
34. Less treasury stock, at cost:
34.1
shares common (value included in Line 28 $
)
34.2
shares preferred (value included in Line 29 $
)
2301.
2302.
2303.
2399. Totals (Lines 2301 thru 2303 plus 2398) (Line 23 above)
2701.
2702.
2703.
3001.
3002.
3003.
3
STATEMENT OF INCOME
1
Current Year
to Date
2
Prior Year
to Date
3
Prior Year Ended
December 31
UNDERWRITING INCOME
1. Premiums earned:
1.1 Direct (written $
1.2 Assumed (written $
1.3 Ceded (written $
1.4 Net (written $
85,312,796 )
85,312,796 )
141,075
OTHER INCOME
12. Net gain or (loss) from agents' or premium balances charged off
(amount recovered $
amount charged off $
)
13. Finance and service charges not included in premiums
14. Aggregate write-ins for miscellaneous income
15. Total other income (Lines 12 through 14)
16. Net income before dividends to policyholders after capital gains tax and before all other federal
and foreign income taxes (Lines 8 + 11 + 15)
17. Dividends to policyholders
18. Net income, after dividends to policyholders after capital gains tax and before all other federal
and foreign income taxes (Line 16 minus Line 17)
19. Federal and foreign income taxes incurred
20. Net income (Line 18 minus Line 19)(to Line 22)
34.
35.
36.
37.
38.
39.
0501.
0502.
0503.
0598.
0599.
1401.
1402.
1403.
1498.
1499.
3701.
3702.
3703.
3798.
3799.
178,060,781
100,013,119
139,617,762
178,060,781
(8,785,566)
58,505,390
74,854,499
(8,785,566)
58,505,390
74,854,499
):
INVESTMENT INCOME
9. Net investment income earned
10. Net realized capital gains (losses) less capital gains tax of $
11. Net investment gain (loss) (Lines 9 + 10)
33.
139,617,762
)
DEDUCTIONS:
2. Losses incurred (current accident year $
2.1 Direct
2.2 Assumed
2.3 Ceded
2.4 Net
3. Loss adjustment expenses incurred
4. Other underwriting expenses incurred
5. Aggregate write-ins for underwriting deductions
6. Total underwriting deductions (Lines 2 through 5)
7. Net income of protected cells
8. Net underwriting gain or (loss) (Line 1.4 minus Line 6 + Line 7)
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
100,013,119
)
CAPITAL AND SURPLUS ACCOUNT
Surplus as regards policyholders, December 31 prior year
Net income (from Line 20)
Net transfers (to) from Protected Cell accounts
Change in net unrealized capital gains or (losses) less capital gains tax of $
Change in net unrealized foreign exchange capital gain (loss)
Change in net deferred income tax
Change in nonadmitted assets
Change in provision for reinsurance
Change in surplus notes
Surplus (contributed to) withdrawn from protected cells
Cumulative effect of changes in accounting principles
Capital changes:
32.1 Paid in
32.2 Transferred from surplus (Stock Dividend)
32.3 Transferred to surplus
Surplus adjustments:
33.1 Paid in
33.2 Transferred to capital (Stock Dividend)
33.3 Transferred from capital
Net remittances from or (to) Home Office
Dividends to stockholders
Change in treasury stock
Aggregate write-ins for gains and losses in surplus
Change in surplus as regards policyholders (Lines 22 through 37)
Surplus as regards policyholders, as of statement date (Lines 21 plus 38)
4,092,054
132,167
4,224,221
4,177,743
(163,233)
4,014,510
5,585,275
(1,599,921)
3,985,354
4,224,221
4,014,510
3,985,354
4,224,221
1,423,339
2,800,882
4,014,510
1,464,658
2,549,852
3,985,354
1,984,759
2,000,595
112,517,735
2,800,882
110,406,574
2,549,852
110,406,574
2,000,595
(954,501)
80,873
(167,915)
36,560
(46,530)
(221,477)
123,105
573,616
(295,135)
1,836,411
114,354,146
Summary of remaining write-ins for Line 5 from overflow page
Totals (Lines 0501 through 0503 plus 0598) (Line 5 above)
4
2,532,353
112,938,927
2,111,161
112,517,735
CASH FLOW
1
Current Year
To Date
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
Cash from Operations
Premiums collected net of reinsurance
Net investment income
Miscellaneous income
Total (Lines 1 to 3)
Benefit and loss related payments
Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts
Commissions, expenses paid and aggregate write-ins for deductions
Dividends paid to policyholders
(5,828) tax on capital gains (losses)
Federal and foreign income taxes paid (recovered) net of $
Total (Lines 5 through 9)
Net cash from operations (Line 4 minus Line 10)
Cash from Investments
Proceeds from investments sold, matured or repaid:
12.1 Bonds
12.2 Stocks
12.3 Mortgage loans
12.4 Real estate
12.5 Other invested assets
12.6 Net gains or (losses) on cash, cash equivalents and short-term investments
12.7 Miscellaneous proceeds
12.8 Total investment proceeds (Lines 12.1 to 12.7)
Cost of investments acquired (long-term only):
13.1 Bonds
13.2 Stocks
13.3 Mortgage loans
13.4 Real estate
13.5 Other invested assets
13.6 Miscellaneous applications
13.7 Total investments acquired (Lines 13.1 to 13.6)
Net increase (or decrease) in contract loans and premium notes
Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)
Cash from Financing and Miscellaneous Sources
Cash provided (applied):
16.1 Surplus notes, capital notes
16.2 Capital and paid in surplus, less treasury stock
16.3 Borrowed funds
16.4 Net deposits on deposit-type contracts and other insurance liabilities
16.5 Dividends to stockholders
16.6 Other cash provided (applied)
Net cash from financing and miscellaneous sources (Line 16.1 through Line 16.4 minus Line 16.5 plus Line 16.6)
RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS
Net change in cash, cash equivalents and short-term investments (Line 11, plus Lines 15 and 17)
Cash, cash equivalents and short-term investments:
19.1 Beginning of year
19.2 End of period (Line 18 plus Line 19.1)
5
2
Prior Year Ended
December 31
4,229,762
5,729,126
4,229,762
5,729,126
4,229,762
424,646
424,646
5,304,480
25,321,088
11,466,236
82
200,705
25,521,875
11,466,236
33,783,121
12,006,958
317,806
34,100,927
3,586
12,010,544
(8,579,052)
(544,308)
(95)
(95)
(3,229)
(3,229)
(4,349,385)
4,756,943
5,921,751
1,572,366
1,164,808
5,921,751
NOTES TO FINANCIAL STATEMENTS
1.
Summary of Significant Accounting Policies – No significant change
A. The accompanying statutory financial statements of Navigators Specialty Insurance Company (the “Company”) have been
prepared in conformity with accounting practices prescribed or permitted by The National Association of Insurance
Commissioners’ (“NAIC”) Accounting Practices and Procedures Manual, except as otherwise prescribed or permitted by
the laws of the State of New York. There are no modifications to the Company’s financial statements resulting from
prescribed or permitted practices by the Company’s state of domicile.
2.
Accounting Changes and Corrections of Errors – No significant change.
3.
Business Combinations and Goodwill – None .
4.
Discontinued Operations – None.
5.
Investments – No significant change.
6.
Joint Ventures, Partnerships and Limited Liability Companies – No significant change.
7.
Investment Income – No significant change.
8.
Derivative Investments - No significant change.
9.
Income Taxes - No significant change.
10. Information Concerning Parent, Subsidiaries and Affiliates – No significant change.
11. Debt – No significant change.
12. Retirement Plans, Deferred Compensation, Post Employment Benefits and Compensated Absences and Other Post Retirement
Benefit Plans – No significant change.
13. Capital and Surplus, Dividend Restrictions and Quasi-Reorganizations – No significant change.
14. Contingencies – No significant change.
15. Leases – No significant change.
16. Financial Instruments with Off-Balance Sheet Risk and Financial Instruments with Concentration of Credit Risk – No
significant change.
17. Sale, Transfer and Servicing of Financial Assets and Extinguishments of Liabilities – No significant change.
C. Wash Sales - None
18. Gain or Loss to the Company from Uninsured A&H Plans and the Uninsured Portion of Partially Insured Plans – No
significant change.
19. Direct Premium Written/Produced by Managing General Agents/Third Party Administrators – No significant change.
20. Other Items – No significant change.
21. Events Subsequent – None.
22. Reinsurance – No significant change.
23. Retrospectively Rated Contracts and Contracts Subject to Redetermination – None.
24. Changes in Net Incurred Losses and Loss Adjustment Expenses
The Company has no net incurred loss or loss adjustment expenses as the result of all its business being ceded to its Parent,
Navigators Insurance Company.
25. Intercompany Pooling Arrangements – No significant change.
26. Structured Settlements – None.
27. Heath Care Receivables – None.
28. Participating Policies – None.
29. Premium Deficiency Reserves - None.
30. High Deductibles – None.
31. Discounting of Liabilities for Unpaid Losses and Loss Adjustment Expenses – No significant change.
6
NOTES TO FINANCIAL STATEMENTS
32. Asbestos/Environmental Reserves – No significant change.
33. Subscriber Savings Accounts – None.
34. Multiple Peril Crop Insurance – None.
6.1
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since the prior year end unless otherwise noted.)
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1
Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of
Domicile, as required by the Model Act?
Yes [ ] No [X]
1.2
If yes, has the report been filed with the domiciliary state?
Yes [ ] No [ ]
2.1
Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the
reporting entity?
Yes [ ] No [X]
2.2
If yes, date of change:
3.
Have there been any substantial changes in the organizational chart since the prior quarter end?
Yes [ ] No [X]
If yes, complete the Schedule Y - Part 1 - organizational chart.
Yes [ ] No [X]
4.1
Has the reporting entity been a party to a merger or consolidation during the period covered by this statement?
4.2
If yes, provide the 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
Name of Entity
5.
2
NAIC Company Code
3
State of Domicile
If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorneyin-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved?
Yes [ ] No [X] NA [ ]
If yes, attach an explanation.
6.1
State as of what date the latest financial examination of the reporting entity was made or is being made.
12/31/2004
6.2
State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity.
This date should be the date of the examined balance sheet and not the date the report was completed or released.
12/31/2004
6.3
State as of what date the latest financial examination report became available to other states or the public from either the state of domicile
or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance
sheet date).
09/22/2006
6.4
By what department or departments?
New York State Insurance Department
6.5
Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial
statement filed with Departments?
Yes [ ] No [ ] NA [X]
6.6
Have all of the recommendations within the latest financial examination report been complied with?
Yes [ ] No [ ] NA [X]
7.1
Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable)
suspended or revoked by any governmental entity during the reporting period?
7.2
If yes, give full information:
8.1
Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board?
8.2
If response to 8.1 is yes, please identify the name of the bank holding company.
8.3
Is the company affiliated with one or more banks, thrifts or securities firms?
8.4
If response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a
federal regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the 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
Affiliate Name
Yes [ ] No [X]
Yes [ ] No [X]
Yes [ ] No [X]
2
Location
(City, State)
7
3
4
5
6
7
FRB
OCC
OTS
FDIC
SEC
9.1
Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing
similar functions) of the reporting entity subject to a code of ethics, which includes the following standards?
Yes [X] No [ ]
(a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional
relationships;
(b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity;
(c) Compliance with applicable governmental laws, rules and regulations;
(d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and
(e) Accountability for adherence to the code.
9.11 If the response to 9.1 is No, please explain:
9.2
Yes [ ] No [X]
Has the code of ethics for senior managers been amended?
9.21 If the response to 9.2 is Yes, provide information related to amendment(s).
9.3
Yes [ ] No [X]
Have any provisions of the code of ethics been waived for any of the specified officers?
9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).
FINANCIAL
Yes [ ] No [X]
10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement?
10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount:
$
INVESTMENT
11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available
for use by another person? (Exclude securities under securities lending agreements.)
Yes [ ] No [X]
11.2 If yes, give full and complete information relating thereto:
12.
Amount of real estate and mortgages held in other invested assets in Schedule BA:
$
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?
14.2
If yes, please complete the following:
Yes [ ] No [X]
1
Prior Year-End
Book/Adjusted
Carrying Value
14.21
14.22
14.23
14.24
14.25
14.26
14.27
Bonds
Preferred Stock
Common Stock
Short-Term Investments
Mortgage Loans on Real Estate
All Other
Total Investment in Parent, Subsidiaries and Affiliates (Subtotal
Lines 14.21 to 14.26)
14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above
2
Current Quarter
Book/Adjusted
Carrying Value
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB?
Yes [ ] No [X]
15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state?
If no, attach a description with this statement.
Yes [ ] No [ ]
7.1
16.
Excluding items in Schedule E - Part 3 - Special Deposits, real estate, mortgage loans and investments held physically in the reporting
entity’s offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held
pursuant to a custodial agreement with a qualified bank or trust company in accordance with Section 3, III Conducting Examinations, F 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
Name of Custodian(s)
2
Custodian Address
Brown Brothers Harriman & Company
140 Broadway, New York, NY 10005
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
Name(s)
2
Location(s)
3
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
Old Custodian
2
New Custodian
3
Date of Change
4
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
Central Registration Depository
150900
2
Name(s)
3
Address
General Re - New England Asset 76 Batterson Park Road., Farmington, CT
Management, Inc.
06032
17.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Securities Valuation Office been followed?
17.2 If no, list exceptions:
7.2
Yes [X] No [ ]
(Responses to these interrogatories should be based on changes that have occurred since prior year end unless otherwise noted.)
PART 2
PROPERTY & CASUALTY INTERROGATORIES
1.
If the reporting entity is a member of a pooling arrangement, did the agreement or the reporting entity's participation change?
Yes [ ] No [ ] NA [X]
2.
Has the reporting entity reinsured any risk with any other entity and agreed to release such entity from liability, in whole or in part, from any
loss that may occur on the risk, or portion thereof, reinsured?
Yes [ ] No [X]
Yes [ ] No [X]
3.1
Have any of the reporting entity's primary reinsurance contracts been canceled?
3.2
If yes, give full and complete information thereto.
4.1
Are any of the liabilities for unpaid losses and loss adjustment expenses other than certain workers' compensation tabular reserves (see
annual statement instructions pertaining to disclosure of discounting for definition of “tabular reserves”) discounted at a rate of interest
greater than zero?
4.2
Yes [ ] No [X]
If yes, complete the following schedule:
1
Line of Business
2
Maximum
Interest
3
Discount
Rate
4
Unpaid
Losses
TOTAL DISCOUNT
5
6
Unpaid
LAE
IBNR
TOTAL
8
7
TOTAL
DISCOUNT TAKEN DURING PERIOD
8
9
10
11
Unpaid
Unpaid
Losses
LAE
IBNR
TOTAL
SCHEDULE F—CEDED REINSURANCE
1
2
NAIC
Company Code
Federal
ID Number
Showing all new reinsurers - Current Year to Date
3
Name of Reinsurer
4
Location
AFFILIATES
US INSURERS
POOLS AND ASSOCIATIONS
ALL OTHER INSURERS
NONE
9
5
Is Insurer
Authorized?
(Yes or No)
SCHEDULE T - EXHIBIT OF PREMIUMS WRITTEN
Current Year to Date - Allocated by States and Territories
Direct Premiums Written
Direct Losses Paid (Deducting Salvage)
2
3
4
5
1
Active
Status
States, etc.
1. Alabama
AL
2. Alaska
AK
3. Arizona
AZ
4. Arkansas
AR
5. California
CA
6. Colorado
CO
7. Connecticut
CT
8. Delaware
DE
9. District of Columbia
DC
10. Florida
FL
11. Georgia
GA
12. Hawaii
HI
13. Idaho
ID
14. Illinois
IL
15. Indiana
IN
16. Iowa
IA
17. Kansas
KS
18. Kentucky
KY
19. Louisiana
LA
20. Maine
ME
21. Maryland
MD
22. Massachusetts
MA
23. Michigan
MI
24. Minnesota
MN
25. Mississippi
MS
26. Missouri
MO
27. Montana
MT
28. Nebraska
NE
29. Nevada
NV
30. New Hampshire
NH
31. New Jersey
NJ
32. New Mexico
NM
33. New York
NY
34. North Carolina
NC
35. North Dakota
ND
36. Ohio
OH
37. Oklahoma
OK
38. Oregon
OR
39. Pennsylvania
PA
40. Rhode Island
RI
41. South Carolina
SC
42. South Dakota
SD
43. Tennessee
TN
44. Texas
TX
45. Utah
UT
46. Vermont
VT
47. Virginia
VA
48. Washington
WA
49. West Virginia
WV
50. Wisconsin
WI
51. Wyoming
WY
52. American Samoa
AS
53. Guam
GU
54. Puerto Rico
PR
55. U.S. Virgin Islands
VI
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
L
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
E
N
N
N
N
N
N
XXX
56. Northern Mariana Islands MP
57. Canada
CN
58. Aggregate Other Alien
OT
59. Totals
5801. Israel
5802. Mexico
5803. Spain
5898. Summary of remaining writeins for Line 58 from overflow
page
5899. Totals (Lines 5801 through
5803 plus 5898) (Line 58
above)
1
(a)
XXX
XXX
XXX
Current Year
To Date
Prior Year
To Date
126,859
25,058
2,304,318
213,634
41,717,227
2,344,926
773,878
130,943
173,477
5,063,584
1,006,446
795,259
116,299
1,857,628
348,407
212,100
98,193
228,859
3,221,004
2,197
745,599
1,418,472
580,330
569,824
255,725
394,408
271,821
53,011
1,545,492
47,163
3,682,467
51,960
313,770
7,408
2,974,107
1,278
68,711,929
5,152,233
611,024
74,929
118,284
4,527,151
668,831
535,951
84,672
2,266,862
238,809
160,316
139,627
94,292
5,151,204
11,749
327,409
649,405
228,776
340,498
159,461
277,373
236,708
86,433
3,740,090
95,743
4,637,808
89,783
1,309,816
27,893
404,741
55,182
622,674
2,538,028
77,502
257,931
47,447
309,179
5,155,693
132,397
68,560
1,178,474
2,292,838
21,126
254,825
130,422
543,668
58,691
801,879
80,809
972,961
1,553,456
25,107
491,010
81,418
495,879
6,972,848
77,464
73,371
653,125
3,405,748
51,202
257,991
9,817
51,500
85,312,796
52,015
119,372,369
51,500
51,500
Current Year
To Date
Prior Year
To Date
Direct Losses Unpaid
6
7
Current Year
To Date
Prior Year
To Date
919,820
46,811
9,574,577
63,847
201,722,737
8,015,267
1,788,102
213,249
324,732
10,574,194
1,421,827
1,195,959
291,397
3,608,293
830,053
216,421
165,795
218,979
7,128,506
32,140
810,958
1,349,223
1,100,288
541,871
203,708
650,543
426,459
128,393
10,129,267
162,936
8,957,325
128,494
330,378
17,660
3,851,628
31,132
281,278,116
1,973,400
988,371
49,028
332,729
8,528,784
879,770
683,221
65,299
3,400,004
468,612
63,217
58,810
584,385
9,569,896
38,339
541,111
1,047,628
667,354
237,060
90,561
637,566
477,049
182,087
6,901,441
136,808
5,740,422
15,759
2,597,236
38,485
1,487,730
1,077,500
3,026,778
4,767,238
252,097
604,619
137,569
877,582
11,046,896
225,288
63,384
1,663,741
8,988,454
144,477
3,754,139
110,111
1,062,052
30,522
596,114
34,385
1,190,911
2,991,163
332,636
306,559
75,269
527,105
8,629,999
46,077
15,119
1,347,145
4,968,795
79,223
4,198,937
66,754
28,819
313,834,318
91,103
356,457,491
52,015
27,812
1,000
7
88,841
2,246
16
52,015
28,819
91,103
812,065
1,209,783
19,343,083
10,505
170,455
20,362,846
24,800
127,897
2,275,282
10,956
962,700
15,458
5,000
131,513
50,000
36,379
547,911
5,376,630
63,292
20,000
(3,631)
1,737,768
37,500
4,660
4,952
528,000
83,249
41,337
1,397
164,125
31,685
2,078,341
228,509
104,750
7,740
3,615
6,707
1,174,115
(1,000)
762,908
56,500
14,000
20,500
4,708,639
1,644
20,000
23,870
112,583
28,211
1,200,849
750,000
37,565,172
22,466
47,941
(152)
27,995,162
XXX
XXX
(a) Insert the number of L responses except for Canada and Other Alien.
10
SCHEDULE Y - INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING COMPANY GROUP
PART 1 - ORGANIZATIONAL CHART
20%
Terence N. Deeks
80%
The Navigators Group, Inc.
and Family
Public Stockholders
(Delaware Corporation)
13-3138397
Navigators Insurance Company
(New York Corporation)
42307
Navigators Management Company, Inc.
Navigators Holdings (UK) Ltd.
13-3138390
(United Kingdom Corporation)
13-2771091
11
Navigators Insurance Company
United Kingdom Branch
Navigators Underwriting Agency Ltd.
Navigators Specialty Insurance Company
36056
Navigators Management (UK) Ltd.
13-3536448
Millennium Underwriting Ltd.
Navigators Underwriting Ltd.
Navigators N.V.
NUAL AB
(Belgian Corporation)
(Swedish Corporation)
Navigators Corporate Underwriters Ltd.
Note: All direct and indirect subsidiaries of The Navigators Group, Inc. are 100% owned.
PART 1 - LOSS EXPERIENCE
Line of Business
1
Direct Premiums
Earned
1.
Fire
2.
Allied Lines
3.
Farmowners multiple peril
4.
Homeowners multiple peril
5.
Commercial multiple peril
6.
Mortgage guaranty
8.
Ocean marine
9.
Inland marine
10.
Financial guaranty
11.1
Medical professional liability - occurrence
11.2
Medical professional liability - claims-made
12.
Earthquake
13.
Group accident and health
14.
Credit accident and health
15.
Other accident and health
16.
Workers’ compensation
17.1
Other liability - occurrence
17.2
Other liability - claims-made
18.1
Products liability - occurrence
18.2
Products liability - claims-made
19.1,19.2 Private passenger auto liability
19.3,19.4 Commercial auto liability
21.
Auto physical damage
22.
Aircraft (all perils)
23.
Fidelity
24.
Surety
26.
Burglary and theft
27.
Boiler and machinery
28.
Credit
29.
International
30.
Warranty
31.
Reinsurance - Nonproportional Assumed Property
32.
Reinsurance - Nonproportional Assumed Liability
33.
Reinsurance - Nonproportional Assumed Financial Lines
34.
Aggregate write-ins for other lines of business
35.
TOTALS
3401.
3402.
3403.
3499. Totals (Lines 3401 through 3403 plus 3498) (Line 34 above)
Current Year to Date
2
Direct Losses
Incurred
4
Prior Year to
Date Direct Loss
Percentage
3
Direct Loss
Percentage
465,108
3,792,422
815.4
173.3
1,615,157
2,267,802
694,016
830,381
43.0
36.6
34.6
21.3
(29.2)
65.0
42.6
1.2
81,027,821
14,637,231
(23,623,643)
9,521,258
XXX
XXX
XXX
XXX
XXX
XXX
100,013,119
(8,785,566)
XXX
XXX
XXX
XXX
XXX
XXX
(8.8)
41.9
PART 2 - DIRECT PREMIUMS WRITTEN
1
Current
Quarter
Line of Business
1.
Fire
2.
Allied Lines
3.
Farmowners multiple peril
4.
Homeowners multiple peril
5.
Commercial multiple peril
6.
Mortgage guaranty
8.
Ocean marine
9.
Inland marine
10.
Financial guaranty
11.1
Medical professional liability - occurrence
11.2
Medical professional liability - claims-made
12.
Earthquake
13.
Group accident and health
14.
Credit accident and health
15.
Other accident and health
16.
Workers’ compensation
17.1
Other liability - occurrence
17.2
Other liability - claims-made
18.1
Products liability - occurrence
18.2
Products liability - claims-made
19.1,19.2 Private passenger auto liability
19.3,19.4 Commercial auto liability
21.
Auto physical damage
22.
Aircraft (all perils)
23.
Fidelity
24.
Surety
26.
Burglary and theft
27.
Boiler and machinery
28.
Credit
29.
International
30.
Warranty
31.
Reinsurance - Nonproportional Assumed Property
32.
Reinsurance - Nonproportional Assumed Liability
33.
Reinsurance - Nonproportional Assumed Financial Lines
34.
Aggregate write-ins for other lines of business
35.
TOTALS
3401.
3402.
3403.
3499. Totals (Lines 3401 through 3403 plus 3498) (Line 34 above)
12
2
Current
Year to Date
3
Prior Year
Year to Date
15,672
36,441
1,222,783
458,663
364,247
1,529,657
2,285,108
1,892,741
2,090,458
20,198,188
6,339,067
60,938,285
20,523,305
104,966,882
9,199,505
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
27,375,837
85,312,796
119,372,369
PART 3 (000 omitted)
LOSS AND LOSS ADJUSTMENT EXPENSE RESERVES SCHEDULE
1
Years in Which
Losses Occurred
2
3
4
Prior Year-End
Known Case Loss
and LAE Reserves
Prior Year-End
IBNR
Loss and LAE
Reserves
Total Prior
Year-End Loss
and LAE
Reserves
(Cols. 1 + 2)
2009 Loss and
LAE Payments on
Claims Reported
as of Prior
Year-End
XXX
XXX
XXX
XXX
5
2009 Loss and
LAE Payments on
Claims
Unreported
as of Prior
Year-End
6
Total 2009 Loss
and LAE
Payments
(Cols. 4 + 5)
7
8
Q.S. Date Known
Case Loss and
LAE Reserves on
Claims Reported
and open as of
Prior Year-End
Q.S. Date Known
Case Loss and
LAE Reserves on
Claims Reported
or reopened
Subsequent to
Prior Year-End
9
Q.S. Date IBNR
Loss and LAE
Reserves
10
11
12
13
Total Q.S. Loss
and LAE
Reserves
(Cols.7 + 8 + 9)
Prior Year-End
Known Case Loss
and LAE Reserves
Developed
(Savings)/
Deficiency
(Cols. 4 + 7
minus Col. 1)
Prior Year-End
IBNR Loss and
LAE Reserves
Developed
(Savings)/
Deficiency
(Cols. 5 + 8 + 9
minus Col. 2)
Prior Year-End
Total Loss and
LAE Reserve
Developed
(Savings)/
Deficiency
(Cols. 11 + 12)
XXX
XXX
XXX
Col. 11, Line 7
As % of Col. 1
Line 7
Col. 12, Line 7
As % of Col. 2
Line 7
Col. 13, Line 7
As % of Col. 3
Line 7
1. 2006 + Prior
2. 2007
3. Subtotals 2007 +
Prior
4. 2008
5. Subtotals 2008 +
Prior
13
6. 2009
XXX
7. Totals
8. Prior Year-End’s
Surplus As
Regards
Policyholders
112,518
1.
2.
3.
Col. 13, Line 7
As a % of Col. 1
Line 8
4.
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 on “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 question.
RESPONSE
1.
Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement?
NO
2.
Will Supplement A to Schedule T (Medical Professional Liability Supplement) be filed with this statement?
NO
3.
Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement?
NO
Explanation:
1.
2.
3.
Bar Code:
1.
*36056200949000003*
2.
*36056200945500003*
3.
*36056200936500003*
14
SCHEDULE A - VERIFICATION
Real Estate
1
NONE
Year to Date
2
Prior Year Ended
December 31
1. Book/adjusted carrying value, December 31 of prior year
2. Cost of acquired:
2.1 Actual cost at time of acquisition
2.2 Additional investment made after acquisition
3. Current year change in encumbrances
4. Total gain (loss) on disposals
5. Deduct amounts received on disposals
6. Total foreign exchange change in book/adjusted carrying value
7. Deduct current year’s other than temporary impairment recognized
8. Deduct current year’s depreciation
9. Book/adjusted carrying value at the end of current period (Lines 1+2+3+4-5+6-7-8)
10. Deduct total nonadmitted amounts
11. Statement value at end of current period (Line 9 minus Line 10)
SCHEDULE B – VERIFICATION
Mortgage Loans
1
Year to Date
2
Prior Year Ended
December 31
1. Book value/recorded investment excluding accrued interest, December 31 of prior year
3. Capitalized deferred interest and other
4. Accrual of discount
5. Unrealized valuation increase (decrease)
8. Deduct amortization of premium and mortgage interest points and commitment fees
9. Total foreign exchange change in book value/recorded investment excluding accrued interest
11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-78+9-10)
12. Total valuation allowance
13. Subtotal (Line 11 plus Line 12)
NONE
SCHEDULE BA – VERIFICATION
Other Long-Term Invested Assets
1
NONE
Year To Date
2
Prior Year Ended
December 31
3. Capitalized deferred interest and other
8. Deduct amortization of premium and depreciation
11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)
SCHEDULE D – VERIFICATION
Bonds and Stocks
1
Year To Date
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
Book/adjusted carrying value of bonds and stocks, December 31 of prior year
Cost of bonds and stocks acquired
Accrual of discount
Unrealized valuation increase (decrease)
Total gain (loss) on disposals
Deduct consideration for bonds and stocks disposed of
Deduct amortization of premium
Total foreign exchange change in book/adjusted carrying value
Deduct current year’s other than temporary impairment recognized
Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)
Deduct total nonadmitted amounts
Statement value at end of current period (Line 10 minus Line 11)
SI01
2
Prior Year Ended
December 31
107,587,223
36,771,501
132,466
(954,501)
473,865
28,309,467
184,693
108,792,280
12,006,958
95,600
56,010
(127,811)
11,466,236
253,379
200,705
115,315,689
1,516,199
107,587,223
115,315,689
107,587,223
SCHEDULE D - PART 1B
1
Book/Adjusted
Carrying Value
Beginning of
Current Quarter
Showing the Acquisitions, Dispositions and Non-Trading Activity
During the Current Quarter for all Bonds and Preferred Stock by Rating Class
2
3
4
5
Non-Trading
Book/Adjusted
Acquisitions
Dispositions
Activity
Carrying Value
During
During
During
End of
Current Quarter
Current Quarter
Current Quarter
First Quarter
6
Book/Adjusted
Carrying Value
End of
Second Quarter
7
Book/Adjusted
Carrying Value
End of
Third Quarter
8
Book/Adjusted
Carrying Value
December 31
Prior Year
BONDS
1. Class 1 (a)
96,002,952
2. Class 2 (a)
37,661,465
24,000,195
(906,618)
93,389,882
96,002,952
108,757,604
96,228,673
9,648,080
5,044,292
(5,907)
10,767,946
9,648,080
4,597,881
11,358,551
3. Class 3 (a)
833,555
570,035
985,113
452,147
833,555
1,248,633
4. Class 4 (a)
1,258,904
51,734
(298,550)
1,258,904
908,620
5. Class 5 (a)
71,946
1,024,858
952,912
6. Class 6 (a)
7. Total Bonds
SI02
107,743,491
37,661,465
29,738,202
798,896
104,609,975
107,743,491
37,661,465
29,738,202
798,896
104,609,975
107,743,491
116,465,650
107,587,224
107,743,491
116,465,650
107,587,224
PREFERRED STOCK
8. Class 1
9. Class 2
10. Class 3
11. Class 4
12. Class 5
13. Class 6
14. Total Preferred Stock
15. Total Bonds & Preferred Stock
(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of non-rated short-term and cash equivalent bonds by NAIC designation: NAIC 1 $
NAIC 4 $
; NAIC 5 $
; NAIC 6 $
; NAIC 2 $
; NAIC 3 $
;
SCHEDULE DA - PART 1
1
2
3
4
Book/Adjusted
Carrying Value
Par Value
Actual Cost
Interest Collected
Year To Date
9199999
5
Paid for Accrued
Interest
Year To Date
XXX
SCHEDULE DA - VERIFICATION
1
Year To Date
2. Cost of short-term investments acquired
6. Deduct consideration received on disposals
7. Deduct amortization of premium
10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)
SI03
2
Prior Year Ended
December 31
Schedule DB - Part F - Section 1
NONE
Schedule DB - Part F - Section 2
NONE
SI04, SI05
SCHEDULE E-VERIFICATION
(Cash Equivalents)
1
2
Prior Year Ended
December 31
Year To Date
2. Cost of cash equivalents acquired
12,309,244
12,471,183
315
22,471
82
11,159,681
6. Deduct consideration received on disposals
7. Deduct amortization of premium
10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)
1,149,960
1,149,960
SI06
(992)
12,492,662
Schedule A - Part 2
NONE
Schedule A - Part 3
NONE
Schedule B - Part 2
NONE
Schedule B - Part 3
NONE
Schedule BA - Part 2
NONE
Schedule BA - Part 3
NONE
E01, E02, E03
SCHEDULE D - PART 3
1
CUSIP
Identification
3137EA-CD-9
912810-FE-3
912828-LA-6
912828-LC-2
912828-LD-0
912828-LG-3
912828-LV-0
0399999 - Total
04144R-AL-3
452024-GL-0
64971M-DD-1
3199999 - Total
097023-AY-1
67021C-AB-3
3899999 - Total
8399997 - Total
8399999 - Total
8999999 - Total
9799999 - Total
9899999 - Total
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
5
2
3
4
Description
Foreign
Date Acquired
07/20/2009
07/08/2009
07/20/2009
08/27/2009
08/18/2009
08/27/2009
09/08/2009
FREDDIE MAC
UNITED STATES TREASURY BONDS
TSY INFL IX N/B
UNITED STATES TREASURY NOTE
- Bonds - U.S. Government
ARLINGTON CNTY VA INDL DEV AUT
08/04/2009
ILLINOIS MUN ELEC AGY PWR SUPP
07/15/2009
NEW YORK N Y CITY TRANSITIONAL
07/10/2009
- Bonds - U.S. Special Revenue and Special Assessment and all Non-Guaranteed Obligations of...
BOEING CO
07/23/2009
NSTAR ELECTRIC COMPANY
07/27/2009
- Bonds - Industrial, Misc.
- Bonds - Part 3
- Bonds
- Preferred Stocks
- Common Stocks
- Preferred and Common Stocks
Name of Vendor
BANK OF AMERICA
HSBC SECURITIES USA INC.
VARIOUS
VARIOUS
DEUTSCHE BANK
PARIBAS CORPORATION
PARIBAS CORPORATION
WELLS FARGO FINANCIAL
JP MORGAN SECURITIES INC.
SALOMON SMITH BARNEY
VARIOUS
6
Number of
Shares of Stock
7
8
Actual
Cost
1,511,546
233,220
4,551,786
4,783,903
251,935
3,200,151
1,752,262
16,284,801
1,575,102
700,000
3,990,675
6,265,777
1,737,883
1,063,760
2,801,643
25,352,220
25,352,220
Par Value
1,500,000
200,000
4,500,000
4,750,000
250,000
3,200,000
1,750,000
16,150,000
1,590,000
700,000
3,750,000
6,040,000
1,750,000
1,000,000
2,750,000
24,940,000
24,940,000
XXX
XXX
XXX
9
Paid for Accrued
Interest and Dividends
4,250
4,345
1,377
9,113
420
2,712
532
22,748
89,004
89,004
14,219
14,219
125,971
125,971
10
NAIC
Designation or
Market
Indicator (a)
1
1
1
1
1
1
1
XXX
1FE
1FE
1FE
XXX
1FE
1FE
XXX
XXX
XXX
XXX
XXX
XXX
E04
9999999 - Totals
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
25,352,220
.
XXX
125,971
XXX
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
Change in Book/Adjusted Carrying Value
10
11
CUSIP
Identification
36200F-MD-7
36200J-Q8-6
36201U-V5-0
36202T-6D-3
36205R-WN-3
36208V-QL-2
36213F-MH-3
36241K-J6-6
36290S-QB-0
36290V-ZR-8
36291C-DQ-5
E05
36291G-SB-3
36291L-J4-8
36291R-AC-6
36291S-RN-2
912810-FE-3
912828-HA-1
0399999 91086Q-AS-7
1099999 771690-N2-6
2499999 3128JR-JE-7
3128K0-QC-0
3128K1-3U-3
3128K1-TJ-0
3128K2-6A-2
3128K2-BL-2
3128K2-C2-3
3128PB-LT-9
31296S-D3-7
31297U-SZ-4
31340Y-CS-6
31371K-2T-7
31371K-4F-5
F
o
r
e
i
g
n
Disposal
Date
Description
Name of Purchaser
GOVERNMENT NATL MTG ASSOC
#599856
09/01/2009 PAYDOWN
#602679
09/01/2009 PAYDOWN
#593836
09/01/2009 PAYDOWN
#609368
09/01/2009 PAYDOWN
#398553
09/01/2009 PAYDOWN
#462259
09/01/2009 PAYDOWN
#553060
09/01/2009 PAYDOWN
#782085
09/01/2009 PAYDOWN
#616150
09/01/2009 PAYDOWN
#619152
09/01/2009 PAYDOWN
#623911
09/01/2009 PAYDOWN
#627914
09/01/2009 PAYDOWN
#631283
09/01/2009 PAYDOWN
#635503
09/01/2009 PAYDOWN
#636893
09/01/2009 PAYDOWN
UNITED STATES TREASURY
BONDS
07/07/2009 MORGAN STANLEY & CO
UNITED STATES TREASURY
NOTES
07/07/2009 PARIBAS CORPORATION
Bonds - U.S. Governments
UNITED MEXICAN STATES
F 08/21/2009 GOLDMAN SACHS
Bonds - All Other Governments
ROCHESTER NY
09/15/2009 MATURITY
Bonds - U.S. Political Subdivisions of States, Territories and Possessions
FEDERAL HOME LOAN MTG
CORP #847461
09/15/2009 VARIOUS
09/01/2009 PAYDOWN
CORP #A40451
CORP #A41711
09/01/2009 PAYDOWN
CORP #A41453
09/01/2009 PAYDOWN
CORP #A42665
09/01/2009 PAYDOWN
CORP #A41843
09/01/2009 PAYDOWN
CORP #A41889
09/01/2009 PAYDOWN
09/01/2009 PAYDOWN
CORP #J00338
CORP #A17322
09/01/2009 PAYDOWN
CORP #A38636
09/01/2009 PAYDOWN
CORP 10 E
09/15/2009 VARIOUS
FEDERAL NATIONAL MTG
ASSOC #254686
09/01/2009 PAYDOWN
ASSOC #254722
09/01/2009 PAYDOWN
Number of
Shares of
Stock
Consideration
Par Value
Actual Cost
Prior Year
Book/Adjusted
Carrying
Value
Unrealized
Valuation
Increase/
(Decrease)
12
13
16
14
18
19
20
Total Gain
(Loss) on
Disposal
Bond
Interest/Stock
Dividends
Received
During Year
21
22
Maturity
Date
NAIC
Designation
or
Market
Indicator
(a)
03/01/2032
1
12/01/2032
1
15
Current Year’s
Other Than
Current Year’s
Temporary
Total Change in
(Amortization)/
Impairment
B./A.C.V.
Accretion
Recognized
(11 + 12 - 13)
(15)
17
9,847
9,847
10,089
9,862
16
16
17
16
16
1,217
1,217
1,254
1,217
1,217
13
03/01/2032
1
12,017
12,017
12,577
12,087
12,017
62
12/01/2032
1
328
328
335
328
328
3
08/01/2024
1
667
667
680
667
667
7
02/01/2028
1
5,984
5,984
6,131
5,995
(11)
(11)
5,984
58
02/01/2032
1
1,418
1,418
1,468
1,419
(1)
(1)
1,418
16
07/01/2028
1
9,186
9,186
9,368
9,189
(3)
(3)
9,186
89
01/01/2033
1
1,023
1,023
1,043
1,023
1,023
10
04/01/2034
1
11,380
11,380
11,605
11,387
(7)
(7)
11,380
74
04/01/2034
1
24,453
24,453
24,936
24,486
(32)
(32)
24,453
361
08/01/2033
1
1,329
1,329
1,355
1,329
1,329
13
09/01/2034
1
284
284
290
284
284
2
07/01/2033
1
1,083
1,083
1,104
1,083
1,083
11
08/01/2034
1
2,819,242
2,425,000
2,679,374
2,431,188
(674)
(674)
2,663,734
155,509
155,509
52,687
08/15/2028
1
4,081,403
6,980,877
159,000
159,000
325,000
325,000
3,700,000
6,205,232
150,000
150,000
325,000
325,000
3,770,461
6,532,086
157,875
157,875
319,894
319,894
3,761,215
6,272,776
157,575
157,575
324,549
324,549
(637)
(1,451)
(29)
(29)
451
451
(637)
(1,451)
(29)
(29)
451
451
3,760,578
6,504,544
157,546
157,546
325,000
325,000
320,825
476,334
1,454
1,454
320,825
476,334
1,454
1,454
69,426
122,893
4,191
4,191
20,938
20,938
08/15/2017
XXX
09/27/2034
XXX
09/15/2009
XXX
1
XXX
2FE
XXX
1FE
XXX
50,957
50,957
50,384
50,933
24
24
50,957
2,113
01/01/2035
1
39,748
39,748
38,497
39,678
70
70
39,748
289
07/01/2035
1
5,798
5,798
5,615
5,791
7
7
5,798
50
07/01/2035
1
(70)
(15)
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
Carrying Value Exchange Gain Realized Gain
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
(70)
9,847
61
1,426
1,426
1,381
1,426
1,426
12
12/01/2032
1
60,398
60,398
58,497
60,362
36
36
60,398
430
05/01/2035
1
26,667
26,667
25,827
26,585
82
82
26,667
203
10/01/2035
1
11,815
11,815
11,443
11,778
37
37
11,815
99
04/01/2035
1
223,095
223,095
217,100
222,898
197
197
223,095
1,570
04/01/2020
1
131,850
131,850
133,199
131,959
(110)
(110)
131,850
980
01/01/2033
1
15,433
15,433
14,947
15,417
17
17
15,433
131
04/01/2035
1
1,340
1,340
1,516
1,344
(4)
(4)
1,340
36
06/15/2018
1
1,701
1,701
1,758
1,703
(3)
(3)
1,701
14
08/01/2017
1
1,508
1,508
1,560
1,510
(2)
(2)
1,508
14
09/01/2017
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31371L-SD-2
31371L-TP-4
31371L-WN-5
31376K-UH-7
31377S-PR-3
31377S-S5-8
31377T-FV-3
31385H-4D-1
31385J-BQ-0
31385W-WH-8
31385W-YS-2
E05.1
31385X-N3-7
31385X-Q9-1
31389B-KN-0
31390V-LA-0
31391D-NX-7
31391W-GQ-8
31393R-ZN-3
31393V-A6-8
31400D-EU-2
31400D-ZH-8
31400E-GL-8
31400H-KM-4
31400S-BV-0
31401J-C2-2
31401W-JR-1
31402C-5R-9
31402D-EV-8
31402K-VX-9
31402R-TJ-8
31403L-KG-5
31403N-TY-3
31404D-YR-3
Description
ASSOC #255316
ASSOC #255358
ASSOC #255453
ASSOC #357984
ASSOC #385732
ASSOC #385840
ASSOC #386380
ASSOC #545420
ASSOC #545547
ASSOC #555148
ASSOC #555221
ASSOC #555810
ASSOC #555880
ASSOC #620501
ASSOC #657421
ASSOC #663806
ASSOC #678907
CORP 2627 BG
CORP 2634 TA
ASSOC #684247
ASSOC #684844
ASSOC #685203
ASSOC #688000
ASSOC #695852
ASSOC #709389
ASSOC #720372
ASSOC #725456
ASSOC #725648
ASSOC #731530
ASSOC #735953
ASSOC #751895
ASSOC #753967
ASSOC #765820
F
o
r
e
i
g
n
Disposal
Date
Name of Purchaser
Number of
Shares of
Stock
Consideration
Par Value
Actual Cost
Prior Year
Book/Adjusted
Carrying
Value
Unrealized
Valuation
Increase/
(Decrease)
12
13
16
14
17
18
19
20
Total Gain
(Loss) on
Disposal
Bond
Interest/Stock
Dividends
Received
During Year
21
22
Maturity
Date
NAIC
Designation
or
Market
Indicator
(a)
15
Current Year’s
Other Than
Current Year’s
Temporary
Total Change in
(Amortization)/
Impairment
B./A.C.V.
Accretion
Recognized
(11 + 12 - 13)
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
09/01/2009
PAYDOWN
18,434
18,434
18,277
18,427
7
7
18,434
142
01/01/2019
1
09/01/2009
PAYDOWN
18,888
18,888
18,727
18,879
8
8
18,888
163
02/01/2019
1
09/01/2009
PAYDOWN
13,031
13,031
12,920
13,026
6
6
13,031
101
05/01/2019
1
09/01/2009
PAYDOWN
17,474
17,474
17,325
17,466
8
8
17,474
112
03/01/2020
1
07/01/2009
PAYDOWN
449,824
449,824
465,181
449,824
449,824
1,751
07/01/2009
1
09/01/2009
PAYDOWN
843
843
866
843
843
7
01/01/2013
1
09/01/2009
PAYDOWN
1,247
1,247
1,193
1,247
1,247
9
07/01/2013
1
09/01/2009
PAYDOWN
758
758
822
09/01/2009
PAYDOWN
1,085
1,085
09/01/2009
PAYDOWN
3,687
09/01/2009
PAYDOWN
521
09/01/2009
PAYDOWN
2,174
2,174
2,248
2,178
(4)
(4)
09/01/2009
PAYDOWN
25,980
25,980
26,333
26,000
(20)
(20)
09/01/2009
PAYDOWN
15,483
15,483
16,009
15,537
(54)
(54)
09/01/2009
PAYDOWN
2,575
2,575
2,662
2,579
(5)
09/01/2009
PAYDOWN
1,836
1,836
1,899
1,840
09/01/2009
PAYDOWN
213,829
213,829
213,779
09/01/2009
PAYDOWN
9,644
9,644
09/01/2009
PAYDOWN
19,111
09/01/2009
PAYDOWN
09/01/2009
PAYDOWN
09/01/2009
1
1
759
(1)
(1)
758
7
12/01/2011
1
1,237
1,090
(5)
(5)
1,085
11
02/01/2012
1
3,687
3,696
3,687
3,687
31
01/01/2013
1
521
589
523
521
6
02/01/2011
1
2,174
20
01/01/2017
1
25,980
217
08/01/2032
1
15,483
141
09/01/2016
1
(5)
2,575
19
02/01/2017
1
(4)
(4)
1,836
21
04/01/2017
1
213,826
3
3
213,829
1,621
03/01/2032
1
9,252
9,620
24
24
9,644
50
09/01/2014
1
19,111
18,356
19,061
51
51
19,111
108
09/01/2014
1
1,996
1,996
2,064
2,000
(4)
(4)
1,996
22
05/01/2017
1
3,949
3,949
4,084
3,963
(14)
(14)
3,949
32
10/01/2017
1
PAYDOWN
74,022
74,022
76,537
74,139
(117)
(117)
74,022
656
07/01/2017
1
09/01/2009
PAYDOWN
17,641
17,641
18,240
17,672
(32)
(32)
17,641
137
08/01/2017
1
09/01/2009
PAYDOWN
10,354
10,354
10,594
10,371
(17)
(17)
10,354
93
11/01/2017
1
09/01/2009
PAYDOWN
1,619
1,619
1,674
1,620
(1)
(1)
1,619
15
09/01/2017
1
09/01/2009
PAYDOWN
9,052
9,052
9,262
9,063
(11)
(11)
9,052
70
11/01/2017
1
09/01/2009
PAYDOWN
1,908
1,908
1,845
1,905
3
3
1,908
15
08/01/2033
1
09/01/2009
PAYDOWN
6,151
6,151
6,099
6,149
2
2
6,151
51
11/01/2018
1
09/01/2009
PAYDOWN
1,800
1,800
1,861
1,802
(2)
(2)
1,800
13
01/01/2018
1
09/01/2009
PAYDOWN
1,224
1,224
1,227
1,224
1,224
10
06/01/2015
1
09/01/2009
PAYDOWN
399
399
396
399
399
3
05/01/2018
1
09/01/2009
PAYDOWN
4,297
4,297
4,397
4,303
(6)
(6)
4,297
44
06/01/2018
1
09/01/2009
PAYDOWN
33,630
33,630
33,343
33,621
8
8
33,630
373
06/01/2018
1
(2)
(2)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31404K-PE-6
31406W-ZW-7
31407F-J9-2
31407J-7J-5
31407V-NA-9
31407X-QW-4
31408A-AJ-9
31408E-VQ-2
31408F-6B-0
31409K-QP-5
31410C-TY-8
E05.2
31411B-HV-8
31411E-JV-0
31411E-MQ-7
31411L-2E-0
31412B-JX-1
31412D-MK-1
31413H-JU-3
31414B-NA-4
31414R-V7-7
31414U-J6-6
31414U-KC-1
38373M-AW-0
38373M-BY-5
3199999 00209A-AF-3
007634-AA-6
013817-AD-3
020012-AE-0
026351-BC-9
03061N-HX-0
045424-FG-8
07387A-AW-5
084423-AM-4
141781-AR-5
149123-BN-0
F
o
r
e
i
g
n
Disposal
Date
Number of
Shares of
Stock
Description
Name of Purchaser
ASSOC #770921
09/01/2009 PAYDOWN
ASSOC #822557
09/01/2009 PAYDOWN
ASSOC #829288
09/01/2009 PAYDOWN
ASSOC #832597
09/01/2009 PAYDOWN
ASSOC #841985
09/01/2009 PAYDOWN
ASSOC #843869
09/01/2009 PAYDOWN
ASSOC #845209
09/01/2009 PAYDOWN
ASSOC #849423
09/01/2009 PAYDOWN
ASSOC #850566
09/01/2009 PAYDOWN
ASSOC #873562
09/01/2009 PAYDOWN
ASSOC #885367
09/01/2009 PAYDOWN
ASSOC #903044
09/01/2009 PAYDOWN
ASSOC #905776
09/01/2009 PAYDOWN
ASSOC #905867
09/01/2009 PAYDOWN
ASSOC #911673
09/01/2009 PAYDOWN
ASSOC #920178
09/01/2009 PAYDOWN
ASSOC #922062
09/01/2009 PAYDOWN
ASSOC #945875
09/01/2009 PAYDOWN
09/01/2009 PAYDOWN
ASSOC #961285
ASSOC #974138
09/01/2009 PAYDOWN
ASSOC #976485
09/01/2009 PAYDOWN
ASSOC #976491
09/01/2009 PAYDOWN
01 44 C
09/01/2009 PAYDOWN
09/01/2009 PAYDOWN
02 35 C
Total - Bonds - U.S. Special Revenue and Special Assessment and all Non-Guaranteed
Obligations of...
AT&T WIRELESS SERVICES
INC
08/20/2009 WELLS FARGO FINANCIAL
AEGON FUNDING CORP
08/24/2009 JEFFERIES & COMPANY, INC.
ALCOA INC
ALLSTATE FINL GLOBAL FND
08/25/2009 DEUTSCHE BANK
AMERICAN GENERAL FINANCE
CORP
08/25/2009 STIFEL-HANIFEN DIVIS
AMERICREDIT AUTO RECV TR
05 AX A4
09/06/2009 PAYDOWN
ASSET SECURITIZATION CORP
97 D5 A1D
09/11/2009 PAYDOWN
BEAR STEARNS ADJUSTABLE
RATE 05 3 2A1
09/01/2009 PAYDOWN
BERKLEY (WR) CORP
08/24/2009 BANK OF AMERICA
CARGILL INC
CATERPILLAR INC
Consideration
Par Value
Actual Cost
Prior Year
Book/Adjusted
Carrying
Value
Unrealized
Valuation
Increase/
(Decrease)
12
13
16
14
17
18
19
20
Total Gain
(Loss) on
Disposal
Bond
Interest/Stock
Dividends
Received
During Year
21
22
Maturity
Date
NAIC
Designation
or
Market
Indicator
(a)
15
Current Year’s
Other Than
Current Year’s
Temporary
Total Change in
(Amortization)/
Impairment
B./A.C.V.
Accretion
Recognized
(11 + 12 - 13)
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
17,772
17,772
17,621
17,762
11
11
17,772
200
12/01/2018
1
8,529
8,529
8,456
8,524
5
5
8,529
62
07/01/2020
1
82,591
82,591
81,740
82,574
17
17
82,591
638
03/01/2035
1
6,550
6,550
6,631
6,550
6,550
66
06/01/2035
1
4,749
4,749
4,709
4,748
1
1
4,749
40
04/01/2020
1
30,912
30,912
30,649
30,901
11
11
30,912
281
05/01/2020
1
58,770
58,770
56,980
58,715
55
55
58,770
395
04/01/2035
1
10,139
10,139
10,053
10,135
4
4
10,139
73
08/01/2020
1
2,386
2,386
2,307
2,380
5
5
2,386
19
06/01/2035
1
2,096
2,096
2,065
2,096
2,096
19
04/01/2016
1
3,413
3,413
3,301
3,402
11
11
3,413
24
01/01/2036
1
2,180
2,180
2,108
2,178
2
2
2,180
19
09/01/2036
1
957
957
925
957
957
8
06/01/2036
1
190,275
190,275
184,017
189,010
1,265
1,265
190,275
1,584
04/01/2036
1
3,858
3,858
3,731
3,857
1
1
3,858
32
11/01/2036
1
15
15
15
15
1
1
15
05/01/2036
1
113,457
113,457
109,726
113,427
31
31
113,457
1,407
11/01/2036
1
94,784
94,784
90,630
94,533
252
252
94,784
731
04/01/2037
1
16,102
16,102
15,677
16,091
11
11
16,102
134
10/01/2037
1
27,765
27,765
27,031
27,757
8
8
27,765
144
06/01/2037
1
76,028
76,028
74,020
75,989
39
39
76,028
602
02/01/2038
1
46,927
46,927
45,688
46,792
135
135
46,927
217
03/01/2038
1
21,569
21,569
21,569
21,569
21,569
230
03/01/2013
1
7,764
7,764
7,750
7,761
2
2
7,764
91
08/01/2011
1
2,385,793
2,385,793
2,372,116
2,383,754
2,039
2,039
2,385,793
19,024
XXX
XXX
194,463
224,133
514,960
79,628
150,000
250,000
500,000
75,000
197,913
249,775
505,535
85,178
194,760
249,813
501,410
78,146
79,640
80,000
57,993
57,993
(229)
3
(161)
(361)
(229)
3
(161)
(361)
194,531
249,816
501,250
77,785
(68)
(25,683)
13,710
1,843
(68)
(25,683)
13,710
1,843
6,344
10,063
7,764
3,440
03/01/2031
12/15/2020
06/01/2011
06/14/2011
1FE
1FE
2FE
1FE
57,993
21,647
21,647
3,283
08/11/2010
2FE
66,574
66,574
65,125
66,474
101
101
66,574
434
02/06/2011
1FE
120,261
120,261
128,233
120,766
(506)
(506)
120,261
1,760
12/11/2011
1FE
43,785
75,863
281,204
197,813
43,785
85,000
275,000
190,000
43,470
84,935
259,083
189,345
41,281
84,958
265,697
189,372
1
506
2
41,281
84,959
266,203
189,374
355
1,349
2,874
6,067
05/01/2035
05/15/2015
06/01/2013
08/15/2036
3FE
2FE
1FE
1FE
1
506
2
2,504
(9,097)
15,001
8,439
2,504
(9,097)
15,001
8,439
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
172062-AF-8
17307G-6K-9
201730-AC-2
21079N-AA-9
254709-AD-0
26882P-AT-9
29452P-AB-2
36159G-BB-2
36185M-BJ-0
37247X-AD-4
Description
CINCINNATI FINANCIAL CORP
CITIGROUP MTG LN TR INC
06 AR2 1A1
COMMERCIAL MTG ASSET TR
99 C1 A3
CONTINENTAL AIRLINES INC
DISCOVER FINANCIAL SVS
ERAC USA FINANCE COMPANY
EQUITABLE LIFE ASSURANCE
SOCIETY
GE BUSINESS LN TR 05 1A
A2
GMAC MTG CORP LN TR 05
AR6 2A1
GENWORTH GLOBAL FUNDING
F
o
r
e
i
g
n
Disposal
Date
08/24/2009
Name of Purchaser
09/01/2009
PAYDOWN
09/11/2009
08/24/2009
08/21/2009
08/20/2009
PAYDOWN
GOLDMAN SACHS
CREDIT SUISSE FIRST BOSTON
BARCLAYS CAPITAL
08/24/2009
JEFFERIES & COMPANY, INC.
09/15/2009
PAYDOWN
09/01/2009
08/25/2009
Number of
Shares of
Stock
Prior Year
Book/Adjusted
Carrying
Actual Cost
Value
169,154
167,336
Unrealized
Valuation
Increase/
(Decrease)
12
13
16
14
17
18
19
20
21
22
Maturity
Date
05/15/2028
NAIC
Designation
or
Market
Indicator
(a)
2FE
452
02/01/2036
5FE
02/11/2010
04/19/2022
06/12/2017
11/15/2015
1FE
2FE
3FE
2FE
15
Current Year’s
Other Than
Total Foreign
Current Year’s
Temporary
Total Change in
Exchange
(Amortization)/
Impairment
B./A.C.V.
Change in
Accretion
Recognized
(11 + 12 - 13)
B./A.C.V.
(121)
(121)
Consideration
131,220
Par Value
150,000
53,685
53,685
53,589
50,368
5,426
126,000
167,213
240,000
5,426
140,000
195,000
250,000
6,124
140,000
195,418
249,235
5,449
140,000
195,355
249,457
(22)
(22)
(8)
16
199,420
200,000
242,034
226,280
10,539
10,539
10,538
10,527
21,871
189,763
21,871
190,000
21,830
189,789
21,391
189,883
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
167,214
(35,994)
50,368
3,317
Bond
Interest/Stock
Total Gain
Dividends
Received
(Loss) on
During Year
Disposal
(35,994)
2,941
3,317
(8)
16
5,426
140,000
195,347
249,473
(14,000)
(28,135)
(9,473)
(14,000)
(28,135)
(9,473)
88
2,978
8,874
4,097
(822)
(822)
225,458
(26,038)
(26,038)
3,679
12/01/2015
1FE
11
11
10,539
128
03/15/2011
1FE
7
7
21,391
189,890
480
(128)
480
(128)
186
7,678
09/01/2035
05/15/2013
4FE
1FE
08/20/2009
252,092
200,000
265,144
265,144
265,144
(13,052)
(13,052)
9,236
02/15/2021
1FE
08/24/2009
74,006
85,000
84,842
84,878
3
3
84,881
(10,875)
(10,875)
1,714
10/15/2016
2FE
08/25/2009
STIFEL-HANIFEN DIVIS
149,429
165,000
163,883
164,092
23
23
164,114
(14,685)
(14,685)
5,720
01/30/2017
2FE
09/17/2009
08/24/2009
09/25/2009
08/20/2009
08/20/2009
08/21/2009
PAYDOWN
DEUTSCHE BANK
PAYDOWN
141,528
112,070
1,443
109,644
109,513
233,825
141,528
125,000
1,443
100,000
100,000
210,000
141,515
129,344
1,443
109,395
110,344
209,133
141,239
128,261
1,424
103,806
103,942
209,152
289
(65)
289
(65)
(279)
(299)
2
(279)
(299)
2
141,528
128,196
1,424
103,528
103,643
209,154
(16,126)
19
6,116
5,870
24,670
(16,126)
19
6,116
5,870
24,670
1,746
4,506
2
1,458
2,438
6,245
07/17/2011
08/01/2018
06/25/2033
06/01/2012
04/15/2012
09/15/2037
1FE
2FE
1FE
2FE
2FE
1FE
08/25/2009
LIBERTAS PARTNERS LL
170,625
175,000
196,971
186,298
(806)
(806)
185,493
(14,868)
(14,868)
8,672
07/15/2012
3FE
09/01/2009
PAYDOWN
30,576
30,576
30,390
30,337
260
11/01/2035
4FE
09/25/2009
PAYDOWN
459
459
459
459
459
1
12/25/2029
1FE
09/01/2009
PAYDOWN
438
438
434
438
438
3
09/01/2034
1FE
09/25/2009
PAYDOWN
776
776
776
776
776
1
01/25/2030
1FE
09/01/2009
PAYDOWN
54,858
54,858
54,451
54,832
59025G-AA-9
59156R-AN-8
61532X-AC-0
61913P-AP-7
61913P-AR-3
HALLIBURTON COMPANY
HARTFORD FINANCIAL
SERVICES GROUP
HEALTH CARE PROPERTIES
INVESTORS INC
HOUSEHOLD AUTOMOTIVE TR
05 3 A4
HUMANA INC
IMPAC CMB TR 05 1 1A1
KRAFT FOODS INC
KROGER CO
LOWES COMPANIES INC
MAY DEPARTMENT STORES
COMPANY (THE)
MERRILL LYNCH MTG INV INC
05 A9 2A1E
MLCC MTG INVEST INC 04 G
A1
MERRILL LYNCH MTG INV INC
05 A1 1A
MLCC MTG INVEST INC 05 A
A1
MLCC MTG INVEST INC 06 2
2A
MERRILL LYNCH MORTGAGE
BACKED 07 2 1A1
METLIFE INC
MONUMENTAL GLOBAL FUNDNG
MORTGAGEIT TRUST 05 1 1A1
MORTGAGEIT TRUST 05 1 2A
PAYDOWN
STIFEL-HANIFEN DIVIS
FTN FINANCIAL SECURITIES
CORP
09/01/2009
08/25/2009
08/25/2009
09/25/2009
09/01/2009
22,379
154,367
250,313
2,141
9,591
22,379
150,000
250,000
2,141
9,591
22,137
149,955
249,105
2,143
9,460
21,578
149,969
249,372
2,141
9,589
652482-BL-3
718172-AA-7
74251V-AA-0
NEWS AMERICA INC
PHILIP MORRIS INTL INC
PRINCIPAL FINANCIAL GROU
08/24/2009
08/21/2009
08/24/2009
145,695
316,728
54,733
150,000
300,000
65,000
149,745
299,208
64,573
149,753
299,271
64,587
74432Q-AB-1
PRUDENTIAL FINANCIAL INC
REGIONS FINANCIAL
CORPORATION
SBC COMMUNICATIONS INC
SEQUOIA MORTGAGE TRUST 04
11 A1
12 A1
1 A1
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO
UNITEDHEALTH GROUP INC
VALERO ENERGY CORP
VIACOM INC
08/25/2009
PAYDOWN
DEUTSCHE BANK
PAYDOWN
PAYDOWN
RBC DOMINION SECURITIES
INC
FTN FINANCIAL SECURITIES
CORP
149,804
150,000
141,221
145,463
08/21/2009
08/21/2009
MORGAN STANLEY & CO
91,839
134,546
100,000
125,000
110,535
124,864
104,515
124,914
09/20/2009
PAYDOWN
231
231
231
231
09/20/2009
PAYDOWN
286
286
286
286
09/20/2009
08/24/2009
08/24/2009
08/26/2009
08/20/2009
08/21/2009
PAYDOWN
MORGAN STANLEY & CO
VARIOUS
CREDIT SUISSE FIRST BOSTON
976
143,309
79,428
126,238
242,660
294,105
976
150,000
80,819
125,000
225,000
277,000
976
149,301
80,819
123,834
239,002
275,784
976
149,438
80,819
124,383
231,465
276,097
976
149,453
80,819
124,413
230,975
276,122
406216-AH-4
416515-AR-5
421915-EJ-4
E05.3
44328F-AM-1
444859-AU-6
45254N-ML-8
50075N-AH-7
501044-CC-3
548661-CP-0
577778-BN-2
59020U-2H-7
59020U-NZ-4
59020U-QC-2
59020U-TB-1
590219-AE-1
758940-AG-5
78387G-AP-8
81744F-FJ-1
81744F-FY-8
81744F-GM-3
844741-AY-4
84474Y-AA-4
91324P-AH-5
91913Y-AD-2
925524-BB-5
6
26
6
26
30,343
233
233
54,858
481
04/01/2036
1FE
801
4,397
912
801
4,397
912
202
5,271
8,130
3
65
07/01/2036
06/15/2015
01/15/2014
08/25/2033
12/01/2033
5FE
1FE
1FE
1FE
1FE
(4,059)
17,442
(9,855)
(4,059)
17,442
(9,855)
6,720
4,708
1,442
12/15/2035
05/16/2018
10/15/2036
2FE
1FE
2FE
1
29
1
29
2
2
21,578
149,970
249,401
2,141
9,591
1
15
1
1
15
1
149,754
299,286
64,589
240
240
145,703
4,100
4,100
4,181
07/15/2013
2FE
(340)
3
(340)
3
104,176
124,917
(12,337)
9,629
(12,337)
9,629
1,789
2,851
05/15/2012
09/15/2014
3FE
1FE
231
07/20/2034
1FE
286
11/20/2034
1FE
10/20/2034
12/15/2016
08/01/2022
02/10/2014
04/15/2012
04/30/2016
1FE
2FE
1FE
2FE
2FE
2FE
14
14
29
(489)
25
29
(489)
25
(6,144)
(1,391)
1,825
11,685
17,983
(6,144)
(1,391)
1,825
11,685
17,983
1
6,038
2,838
3,315
5,586
5,578
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
94973V-AJ-6
F
o
r
e
i
g
n
Name of Purchaser
MORGAN STANLEY & CO
09/01/2009
PAYDOWN
I
09/01/2009
08/24/2009
08/21/2009
PAYDOWN
CRT CAPITAL GROUP LLC
INC
DEUTSCHE BANK
INC
MATURITY
INC
DEUTSCHE BANK
INC
KEY BANC CAPITAL MARKETS
94983V-AF-2
984121-BS-1
013716-AP-0
Description
WELLPOINT INC
WELLS FARGO MTG BKD SECS
TR 05 AR4 2A2
WELLS FARGO MTG BKD SECS
TR 06 AR8 2A1
XEROX CORPORATION
ALCAN INC
136385-AE-1
60871N-AC-3
611688-AA-0
021517-AC-1
CANADIAN NATL RESOURCES
MOLSON COORS CAPITAL FIN
MONSANTO CO CANADA
ALTO PARANA SA
I
I
I
R
08/24/2009
08/24/2009
08/21/2009
08/26/2009
03938L-AF-1
4041A2-AF-1
404280-AA-7
ARCELORMITTAL
HBOS PLC
HSBC HOLDINGS PLC
R
F
R
08/24/2009
09/01/2009
07/15/2009
767201-AD-8
87927V-AL-2
RIO TINTO FIN USA LTD
TELECOM ITALIA CAPITAL
R
R
08/24/2009
08/24/2009
94981N-AH-8
E05.4
Disposal
Date
08/21/2009
87938W-AC-7
92857W-AF-7
947075-AB-3
3899999 8399997 8399999 8999999 9799999 9899999 -
TELEFONICA EMISIONES SAU R 08/24/2009
VODAFONE GROUP PLC
R 08/24/2009
WEATHERFORD INTL INC
R 08/21/2009
Bonds - Industrial and Miscellaneous
Bonds - Part 4
Total - Bonds
Total - Preferred Stocks
Total - Common Stocks
Total - Preferred and Common Stocks
Number of
Shares of
Stock
Prior Year
Book/Adjusted
Carrying
Actual Cost
Value
204,658
204,658
Unrealized
Valuation
Increase/
(Decrease)
12
13
16
14
Consideration
211,542
Par Value
205,000
74,057
74,057
72,373
73,932
45,055
46,453
104,420
45,055
45,000
100,000
44,636
44,826
105,753
43,739
44,891
101,423
8
(179)
46,949
15,286
221,810
119,580
45,000
15,000
225,000
120,000
44,767
14,999
213,296
119,160
44,782
15,000
213,903
119,286
1
1
42
17
260,521
138,000
150,000
275,000
200,000
150,000
273,820
206,832
175,355
273,912
206,437
150,620
235,688
256,363
225,000
250,000
223,468
239,353
223,516
243,038
178,212
143,134
194,738
9,125,914
18,976,584
18,976,584
150,000
135,000
200,000
9,084,754
18,150,779
18,150,779
XXX
XXX
XXX
150,000
134,579
198,568
9,302,437
18,684,408
18,684,408
150,000
134,802
198,613
9,209,193
18,347,846
18,347,846
9
4
(3,472)
(2,462)
(2,462)
9
4
(3,472)
(2,462)
(2,462)
18,347,846
(2,462)
(2,462)
9999999 Totals
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
18,976,584
XXX
18,684,408
.
18
19
20
21
22
Bond
Interest/Stock
Dividends
Received
During Year
6,292
Maturity
Date
01/15/2011
NAIC
Designation
or
Market
Indicator
(a)
2FE
15
Current Year’s
Other Than
Current Year’s
Temporary
Total Change in
(Amortization)/
Impairment
B./A.C.V.
Accretion
Recognized
(11 + 12 - 13)
124
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
204,658
6,884
Total Gain
(Loss) on
Disposal
6,884
124
74,057
548
03/01/2035
1FE
8
(179)
43,739
44,899
101,244
1,316
1,553
3,176
1,316
1,553
3,176
342
701
2,885
09/01/2035
05/15/2012
03/15/2011
3FE
2FE
2FE
42
17
44,783
15,000
213,945
119,303
2,166
286
7,864
277
2,166
286
7,864
277
1,911
313
7,081
5,546
06/30/2033
09/22/2010
07/30/2035
06/09/2017
2FE
2FE
1FE
2FE
22
(32)
(620)
22
(32)
(620)
273,934
206,405
150,000
(13,413)
(68,405)
(13,413)
(68,405)
4,024
4,100
5,625
06/01/2018
11/01/2033
07/15/2009
2FE
2FE
1FE
9
270
9
270
223,525
243,308
12,163
13,054
12,163
13,054
9,886
5,053
07/15/2028
09/30/2014
2FE
2FE
150,000
134,812
198,618
9,205,721
18,578,603
18,578,603
28,212
8,322
(3,880)
(79,807)
397,981
397,981
28,212
8,322
(3,880)
(79,807)
397,981
397,981
7,250
4,706
7,403
249,702
416,748
416,748
06/20/2036
12/16/2013
08/01/2036
XXX
XXX
XXX
XXX
XXX
XXX
2FE
2FE
2FE
XXX
XXX
XXX
XXX
XXX
XXX
18,578,603
397,981
397,981
416,748
XXX
XXX
Schedule DB - Part A - Section 1
NONE
Schedule DB - Part B - Section 1
NONE
Schedule DB - Part C - Section 1
NONE
Schedule DB - Part D - Section 1
NONE
E06, E07
SCHEDULE E - PART 1 - CASH
1
Depository
BBH Money Market Fund
New York, NY
Brown Brothers Harriman
New York, NY
0199998 Deposits in
depositories that do
not exceed the allowable limit in any one depository
(see Instructions) - Open Depositories
0199999 Totals - Open Depositories
0399999 Total Cash on Deposit
0499999 Cash in Company’s Office
0599999 Total Cash
Month End Depository Balances
2
3
4
Code
Rate
of
Interest
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
Amount of
Interest
Received
During
Current
Quarter
125
68
5
Amount of
Interest
Accrued at
Current
Statement
Date
193
193
XXX
9
First Month
121,580
858
Second Month
121,582
866
*
Third Month
121,583 XXX
300,823 XXX
122,438
122,448
XXX
422,406 XXX
122,438
122,448
122,438
122,448
XXX
193
E08
Book Balance at End of Each
Month During Current Quarter
6
7
8
422,406 XXX
XXX
422,406 XXX
SCHEDULE E - PART 2 - CASH EQUIVALENTS
1
2
Description
Code
TREASURY BILL 10/29/2009
0199999 - U.S. Governments - Issuer Obligations
0399999 - Total - U.S. Government Bonds
7799999 - Total - Issuer Obligations
7899999 - Total - Single Class Mortgaged-Backed/Asset-Backed Securities
7999999 - Total - Defined Multi-Class Residential Mortgage-Backed Securities
8099999 - Total - Other Multi-Class Residential Mortgage-Backed Securities
8199999 - Total - Defined Multi-Class Commercial Mortgage-Backed Securities
8299999 - Other Multi-Class Commercial Mortgage Backed/Asset-Backed Securities
8399999 - Total - Bonds
3
Date
Acquired
09/30/2009
Show Investments Owned End of Current Quarter
4
5
Rate of
Maturity
Interest
Date
0.045
10/29/2009
6
Book/Adjusted
Carrying Value
7
Amount of Interest
Due & Accrued
8
Amount Received
During Year
1
1
1
1
1,149,960
1
1,149,960
1
E09
1,149,960
1,149,960
1,149,960
1,149,960
8699999 Totals

Q3 - Navigators Specialty Insurance Company

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