Q1 - Navigators Insurance Company

Transcription

*42307200820100101*
PROPERTY AND CASUALTY COMPANIES —ASSOCIATION EDITION
QUARTERLY STATEMENT
AS OF MARCH 31, 2008
OF THE CONDITION AND AFFAIRS OF THE
Navigators Insurance Company
NAIC Group Code
0510
0510
,
(Current Period)
42307
NAIC Company Code
13-3138390
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
07/16/1981
One Penn Plaza - 55th Floor
Statutory Home Office
03/10/1983
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 Website 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
Elliot Scott Orol
,
,
Title
President & CEO
Senior Vice President & Secretary
Richard Scott Eisdorfer
Bradley Dale Wiley
Callum McIntosh Duncan
Paul Christopher Kluga #
Jeff Lyle Saunders
Christopher Mohr Steinbach
,
,
,
,
,
,
Senior Vice President
Vice President
Vice President
Vice President
Vice President
Name
Paul John Malvasio
Mathew Steven Rubin #
,
,
Title
Executive Vice President & CFO
Vice President & Treasurer
,
,
,
,
,
,
Vice President
Vice President
Vice President
Vice President
Vice President
OTHER OFFICERS
Jane Ellen Keller
Thomas Charles Connolly
Ramona Lucinda Eiseman
Daniel Paul Reale
Printhan Sothinathan #
Charles Derek Valentine
DIRECTORS OR TRUSTEES
Michael Louis Civisca
John Wayne Jones
Richard Charles Fitzgerald Rea
State of
New York
County of
New York
Terence Norman Deeks (Chairman)
Noel Higgitt
Jane Ellen Keller
Jeff Lyle Saunders
Christopher Carmine Duca
Christopher Alban Johnson
Paul John Malvasio
Bradley Dale Wiley
Richard Scott Eisdorfer
Russell John Johnson
Gregory Donald Olson
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.
President & CEO
Elliot Scott Orol
Senior Vice President & Secretary
Mathew Steven Rubin
Vice President & Treasurer
a. Is this an original filing?
Subscribed and sworn to before me this
day of
April, 2008
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 MARCH 31, 2008 OF THE Navigators 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
1,205,317,795
1,205,317,795
1,165,485,127
170,917,115
170,917,115
177,646,553
1,335,802
1,335,802
1,343,737
53,276,560
53,276,560
62,391,245
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)
36,998,693 ),
16,277,867 )
cash equivalents ($
and short-term investments ($
)
6. Contract loans, (including $
premium notes)
7. Other invested assets
27,430
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 $
1,430,847,272
1,430,847,272
1,406,894,092
13,171,510
13,171,510
12,609,483
42,839,353
37,973,707
48,616,131
48,616,131
34,879,198
42,788,486
42,788,486
62,024,786
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
48,974,768
collection
6,135,415
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
52,323,904
26,572,466
25,751,438
2,262,787
26,243,602
3,696,021
2,728,319
967,702
981,251
5,716,804
5,716,804
12,878,249
626,127
12,252,122
11,073,341
1,659,013,145
41,779,131
1,617,234,014
1,594,942,247
1,659,013,145
41,779,131
1,617,234,014
1,594,942,247
626,127
3,847,495
8,404,627
626,127
3,847,495
8,404,627
3,799,501
7,273,840
12,878,249
626,127
12,252,122
11,073,341
16.1 Current federal and foreign income tax recoverable and interest thereon
16.2 Net deferred tax asset
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. Prepaid expense
2302. Contingent commission recoverable
2303. Other assets
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 $
65,165,740 )
2
December 31,
Prior Year
573,002,280
546,106,243
95,871,596
89,575,061
1,510,172
1,532,178
989,492
2,006,830
1,891,450
2,270,377
2. Reinsurance payable on paid losses and loss adjustment expenses
3. Loss adjustment expenses
4. Commissions payable, contingent commissions and other similar charges
5. Other expenses (excluding taxes, licenses and fees)
6. Taxes, licenses and fees (excluding federal and foreign income taxes)
(271,056) on realized capital gains (losses))
7.1Current federal and foreign income taxes (including $
3,999,604
7.2 Net deferred tax liability
8. Borrowed money $
and interest thereon $
9. Unearned premiums (after deducting unearned premiums for ceded reinsurance of $
129,587,853 and
218,737,832
206,673,831
12. Ceded reinsurance premiums payable (net of ceding commissions)
65,071,394
80,931,522
13. Funds held by company under reinsurance treaties
23,581,671
23,270,025
4,845,394
6,442,191
21,318,290
21,318,290
18,934,999
35,097,000
including warranty reserves of $
)
10. Advance premium
11. Dividends declared and unpaid:
11.1 Stockholders
11.2 Policyholders
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
1,954,163
20. Payable for securities
21. Liability for amounts held under uninsured plans
22. Capital notes $
and interest thereon $
1,027,882
1,050,863
1,032,736,219
1,016,274,411
1,032,736,219
1,016,274,411
5,000,000
5,000,000
32. Gross paid in and contributed surplus
361,122,108
361,122,108
33. Unassigned funds (surplus)
218,375,687
212,545,728
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 $
)
35. Surplus as regards policyholders (Lines 27 to 33, less 34)
36. TOTALS
584,497,795
578,667,836
1,617,234,014
1,594,942,247
1,027,882
1,050,863
1,027,882
1,050,863
2301. Other payables
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 $
137,839,736 )
53,756,545 )
67,286,346 )
124,309,935 )
DEDUCTIONS:
2. Losses incurred (current accident year $
65,592,236 ):
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)
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)
(271,056)
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)
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
33.
34.
35.
36.
37.
38.
39.
0501.
0502.
0503.
0598.
0599.
1401.
1402.
1403.
1498.
1499.
3701.
3702.
3703.
3798.
3799.
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)
2,579,099
116,268,876
64,618,693
68,641,636
112,245,933
101,876,939
71,861,515
71,926,276
101,812,178
436,680,943
294,206,165
287,430,952
443,456,156
47,635,051
27,457,498
24,507,988
50,584,561
16,771,712
37,510,119
54,893,392
28,091,117
37,120,847
45,863,661
15,476,283
32,478,262
257,404,154
101,733,653
149,387,479
209,750,328
46,901,826
140,410,656
104,866,392
93,818,206
397,062,810
7,379,541
7,993,972
46,393,346
13,967,421
151,273
14,118,694
12,259,415
375,888
12,635,303
52,268,539
1,430,607
53,699,146
7,995
7,995
(9,263)
(9,263)
(143,032)
(143,032)
21,506,230
20,620,012
99,949,460
21,506,230
8,153,856
13,352,374
20,620,012
6,502,701
14,117,311
99,949,460
35,035,509
64,913,951
578,667,836
13,352,374
524,187,987
14,117,311
524,187,987
64,913,951
(9,117,868)
508,072
(2,330,407)
5,854,523
740,930
109,977
(1,384,835)
10,675,910
(7,165,159)
(3,614,446)
(5,000,000)
(2,000,000)
(8,000,000)
5,829,959
584,497,795
11,350,526
535,538,513
7,995
18,702
54,479,849
578,667,836
Summary of remaining write-ins for Line 5 from overflow page
Totals (Lines 0501 through 0503 plus 0598) (Line 5 above)
Realized foreign exchange (loss) gain
Miscellaneous income
(143,032)
(27,964)
7,995
4
(9,263)
(143,032)
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)
Benefits 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
428,862 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
94,229,566
14,834,522
7,995
109,072,083
4,452,224
464,843,851
55,060,913
(143,032)
519,761,732
99,240,906
49,451,561
180,608,663
1,620,409
55,524,194
53,547,889
44,922,042
324,771,611
194,990,121
27,973,441
5,513,852
221,082,233
30,131,811
2,056
1,981,593
35,470,942
189,923
469,218
251,873,185
69,077,694
5,594,631
414,224,634
61,929,719
1,375,479
74,672,325
831,541
478,361,373
(39,201,383)
(226,488,188)
5,000,000
(18,461,191)
(23,461,191)
8,000,000
18,046,239
10,046,239
(9,114,685)
(21,451,828)
62,391,245
53,276,560
83,843,073
62,391,245
NOTES TO FINANCIAL STATEMENTS
1. Summary of Significant Accounting Policies – No significant change
2. Accounting Changes and Corrections of Errors – No significant change
3. Business Combinations and Goodwill – No significant change
4. Discontinued Operations – No significant change
5. Investments – No significant change
6. Joint Ventures, Partnerships and Limited Liability Companies – No 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 – No significant change
22. Reinsurance – No significant change
23. Retrospectively Rated Contracts and Contracts Subject to Redetermination – No significant change
24. Changes in Net Incurred Losses and Loss Adjustment Expenses – No significant change
25. Intercompany Pooling Arrangements – No significant change
26. Structured Settlements – No significant change
27. Heath Care Receivables – No significant change
28. Participating Policies – No significant change
29. Premium Deficiency Reserves - No significant change
30. High Deductibles – No significant change
31. Discounting of Liabilities for Unpaid Losses and Loss Adjustment Expenses – No significant change
32. Asbestos/Environmental Reserves – No significant change
33. Subscriber Savings Accounts – No significant change
34. Multiple Peril Crop Insurance – No significant change
6
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:
If not previously filed, furnish herewith a certified copy of the instrument as amended.
3.
Yes [ ] No [X]
Have there been any substantial changes in the organizational chart since the prior quarter end?
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).
05/21/2007
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 [X] No [ ] NA [ ]
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 [X] No [ ]
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
$
$
110,406,574
110,406,574
2
Current Quarter
Book/Adjusted
Carrying Value
$
$
$
$
$
$
$
$
111,229,226
111,229,226
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, 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, G - 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
105799
105900
106595
2
Name(s)
Schafer Cullen Capital
Management, Inc.
General Re. - New England
Asset Management, Inc.
Wellington Management Company,
LLP
3
Address
645 Fifth Avenue New York, NY 10022
Pond View Corporate Center, 76 Batterson
Park Road Farmington, CT 06032
75 State Street Boston, MA 02109
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 [X] NA [ ]
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
10829
06-1481194
00000
00000
AA-1122026
AA-1120085
Showing all new reinsurers - Current Year to Date
3
Name of Reinsurer
4
Location
AFFILIATES
US INSURERS
Harbor Point Reinsurance US, Inc
POOLS AND ASSOCIATIONS
ALL OTHER INSURERS
AXA Art Insurance Ltd
Lloyd's Syndicate #1274
9
5
Is Insurer
Authorized?
(Yes or No)
Bernardsville, NJ
No
London, England
London, England
No
Yes
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
Current Year
To Date
Prior Year
To Date
Current Year
To Date
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
L
613,823
967,526
1,023,808
173,409
27,539,664
1,380,837
677,322
151,055
101,324
4,016,021
386,124
132,825
379,263
6,085,353
1,373,680
77,333
399,504
60,652
952,938
90,261
722,797
732,376
591,515
1,548,155
412,247
1,343,188
266,393
510,997
761,038
195,411
5,898,680
134,484
12,045,101
756,602
67,245
501,244
1,270,184
2,114,181
1,634,494
180,963
656,201
23,500
215,417
4,169,906
566,500
4,966
760,469
6,905,723
56,450
1,273,703
39,777
681,092
1,049,846
876,475
38,371
14,793,080
889,646
337,052
126,890
144,208
4,266,572
317,569
103,069
318,265
5,631,692
1,221,913
49,207
190,215
82,069
747,074
59,669
1,134,318
609,371
427,577
1,490,224
418,722
994,803
185,144
499,225
455,108
117,383
5,145,471
92,920
10,127,557
790,792
63,678
669,061
161,394
1,518,112
1,483,460
108,910
178,433
21,620
153,857
3,851,977
874,009
2,824
721,431
7,160,061
42,690
1,355,885
10,270
L
L
E
13,631
24,401
27,350
22,167
25,268
81,750
101
220,050
44,831,724
137,839,736
55,923,221
128,842,669
44,831,724
44,831,724
Prior Year
To Date
Direct Losses Unpaid
6
7
Current Year
To Date
Prior Year
To Date
11,271,164
4,126,863
7,238,655
286,550
111,509,769
3,486,299
1,864,511
471,532
226,234
15,663,949
2,140,452
1,032,431
695,702
28,644,195
2,397,451
377,293
756,562
1,843,508
19,683,401
270,722
2,569,569
4,331,908
4,174,440
7,337,613
2,229,096
2,494,607
366,469
117,704
1,712,760
199,684
20,468,780
372,890
40,168,491
1,558,266
85,162
3,170,918
2,224,538
7,119,751
3,922,475
617,483
1,090,634
17,535
818,979
27,525,763
1,328,092
9,965
1,391,733
13,233,379
309,075
4,253,248
52,744
6,447,202
5,772,067
4,367,566
274,065
91,887,269
4,249,377
962,327
307,808
234,815
9,872,882
1,193,474
1,174,853
399,693
21,708,687
2,351,967
369,302
649,016
1,364,477
21,324,112
126,400
1,394,886
3,547,647
2,772,348
7,356,616
2,954,933
3,267,903
360,157
48,291
3,081,618
221,379
11,184,049
275,942
27,232,848
960,593
82,350
2,603,258
3,430,429
3,631,521
3,050,374
187,809
951,276
17,911
628,462
12,557,483
1,088,392
12,672
1,020,389
15,008,709
54,017
3,398,072
30,073
411
165,885
160,786
248,306
169,014
187,312
336,681
19,272,326
39,773,907
36,479,677
44,857,374
263,307,366
633,143,341
274,279,337
562,422,110
55,923,221
19,272,326
36,479,677
263,307,366
274,279,337
55,923,221
19,272,326
36,479,677
263,307,366
274,279,337
156,509
93,635
2,668
5,848,248
(101)
48,136
45,240
184,575
4,603,688
34,160
16,203
587,705
412,444
83,330
179,782
6,639
2,189
1,755,933
133,091
196,174
62,905
106,338
1,453,936
36
83,502
4,125
43,879
455,094
2,036
111,483
12,882
4,000
1,771,044
396,815
1,108
32,762
500
36,057
591,943
103,004
45,061
576,868
335,456
173,028
4,450
18,046
9,444
2,936,692
76,451
158
10,259
108,552
117,907
10,207
8,323
5,174
1,105,362
461
287,912
849
(1,883)
2,167,386
148,700
334,037
448,930
67,189
56. Northern Mariana Islands MP
57. Canada
CN
58. Aggregate Other Alien
OT
59. Totals
5801. Alien(01)
5802.
5803.
5898. Summary of remaining writeins for Line 58 from overflow
page
5899. Totals (Lines 5801 through
5803 plus 5898) (Line 58
above)
XXX
53
(a)
XXX
XXX
XXX
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
(New York Corporation)
42307
Navigators Management Company, Inc.
Navigators Holdings (UK) Ltd.
13-3138390
13-2771091
(United Kingdom Corporation)
76-0657371
Navigators Underwriting Agency Ltd.
United Kingdom Branch
Navigators Special Risk, Inc.
11
Navigators Specialty Insurance Company
36056
Navigators California Insurance Services, Inc.
13-3536448
(California Corporation)
94-3105355
Navigators Management (UK) Ltd.
Millennium Underwriting Ltd.
Navigators Underwriting Ltd.
Navigators N.V.
(Belgian Corporation)
Navigators Corporate Underwriters Ltd.
Note: All direct and indirect subsidiaries of The Navigators Group, Inc. are 100% owned.
PART 1 - LOSS EXPERIENCE
Lines 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 malpractice - occurrence
11.2
Medical malpractice - 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
6,879,325
3,911,384
56.9
43.5
46,011,222
3,364,068
17,937,963
1,346,774
39.0
40.0
54.8
23.1
32,707,504
21,810,596
13,564,347
7,003,045
41.5
32.1
56.0
58.3
1,653,573
1,197,415
398,878
1,662,888
1,204,160
441,987
100.6
100.6
110.8
51.7
51.0
22.5
2,246,295
562,503
25.0
29.9
XXX
XXX
XXX
XXX
XXX
XXX
116,268,876
47,635,051
XXX
XXX
XXX
XXX
XXX
XXX
41.0
53.9
53.9
PART 2 - DIRECT PREMIUMS WRITTEN
1
Current
Quarter
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 malpractice - occurrence
11.2
Medical malpractice - 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
6,928,056
6,928,056
9,817,248
61,989,364
5,023,692
61,989,364
5,023,692
67,799,613
3,068,613
38,737,698
18,450,213
38,737,698
18,450,213
23,190,931
18,734,102
2,107,230
1,525,926
529,193
2,107,230
1,525,926
529,193
1,485,841
1,075,954
1,097,947
2,548,364
2,548,364
2,572,422
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
137,839,736
137,839,736
128,842,669
PART 3 (000 omitted)
LOSS AND LOSS ADJUSTMENT EXPENSE RESERVES SCHEDULE
1
Years in Which
Losses Occurred
2
Prior Year-End
Known Case Loss
and LAE Reserves
3
Prior Year-End
IBNR
Loss and LAE
Reserves
4
Total Prior
Year-End Loss
and LAE
Reserves
(Cols. 1 + 2)
5
6
2008 Loss and
LAE Payments on
Claims Reported
as of Prior
Year-End
2008 Loss and
LAE Payments on
Claims
Unreported
as of Prior
Year-End
Total 2008 Loss
and LAE
Payments
(Cols. 4 + 5)
7
8
9
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
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)
1. 2005 + Prior
92,132
129,721
221,853
7,999
2,000
9,998
84,134
7,929
113,675
205,737
(6,118)
(6,118)
2. 2006
40,850
108,761
149,611
4,545
3,030
7,575
36,305
6,707
91,944
134,955
(7,080)
(7,080)
132,982
238,482
371,464
12,544
5,030
17,574
120,439
14,635
205,619
340,693
(13,198)
(13,198)
58,354
205,863
264,217
6,217
9,325
15,542
52,137
18,523
182,665
253,325
4,650
4,650
191,336
444,345
635,681
18,761
14,355
33,116
172,576
33,158
388,285
594,018
(8,548)
(8,548)
1,048
1,048
7,414
67,441
74,856
15,403
34,164
40,572
455,726
668,874
3. Subtotals 2006 +
Prior
4. 2007
5. Subtotals 2007 +
Prior
13
6. 2008
7. Totals
8. Prior Year-End’s
Surplus As
Regards
Policyholders
XXX
191,336
578,668
XXX
444,345
XXX
635,681
XXX
18,761
XXX
172,576
XXX
XXX
XXX
(8,548)
Col. 11, Line 7
As % of Col. 1
Line 7
1.
Col. 12, Line 7
As % of Col. 2
Line 7
2.
(8,548)
Col. 13, Line 7
As % of Col. 3
Line 7
(1.9) 3.
(1.3)
Col. 13, Line 7
As a % of Col. 1
Line 8
4.
(1.5)
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 Malpractice 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.
*42307200849000001*
2.
*42307200845500001*
3.
*42307200836500001*
14
OVERFLOW PAGE FOR WRITE-INS
15
SCHEDULE A - VERIFICATION
Real Estate
1
Year to Date
2
Prior Year Ended
December 31
1,343,737
1. Book/adjusted carrying value, December 31 of prior year
2. Cost of acquired:
2.1 Actual cost at time of acquisitions
2.2 Additional investment made after acquisitions
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 amount
11. Statement value at end of current period (Line 9 minus Line 10)
1,375,479
7,935
1,335,802
31,742
1,343,737
1,335,802
1,343,737
SCHEDULE B – VERIFICATION
Mortgage Loans
1
NONE
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. Deduct total nonadmitted accounts
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)
12. Deduct total nonadmitted amounts
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
1,343,131,681
74,672,325
240,549
(6,538,770)
(121,838)
33,487,293
1,661,742
1,121,556,033
476,154,353
1,020,141
(1,498,049)
3,023,175
251,214,044
5,909,928
1,376,234,912
1,343,131,681
1,376,234,912
1,343,131,681
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)
1,132,305,345
111,435,034
65,620,801
(10,617,351)
1,167,502,227
1,132,305,345
2. Class 2 (a)
45,690,599
299,322
1,494,409
9,357,457
53,852,969
45,690,599
3. Class 3 (a)
251,454
(10,986)
240,467
251,454
1,178,247,398
4. Class 4 (a)
5. Class 5 (a)
6. Class 6 (a)
7. Total Bonds
SI02
1,178,247,398
111,734,356
67,115,211
(1,270,880)
1,221,595,663
1,178,247,398
111,734,356
67,115,211
(1,270,880)
1,221,595,663
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 and 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 $
1,178,247,398
; NAIC 2 $
; NAIC 3 $
;
SCHEDULE DA - PART 1
Short-Term Investments Owned End of Current Quarter
1
2
3
4
Book/Adjusted
Carrying Value
Par Value
Actual Cost
Interest Collected
Year To Date
8299999 Totals
5
Paid for Accrued
Interest
Year To Date
XXX
SCHEDULE DA - VERIFICATION
Short-Term Investments
1
2
Prior Year Ended
December 31
Year To Date
5,485,413
7,941,042
15,095,385
2. Cost of short-term investments acquired
14,587
185,443
5,500,000
17,740,937
4,480
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)
5,485,413
5,485,413
SI03
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
7,276,859
4,256,747
42,656,662
159,981,882
128,290
623,426
6. Deduct consideration received on disposals
2,056
209
33,786,000
157,585,405
16,277,867
7,276,859
16,277,867
7,276,859
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)
SI06
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
E04
CUSIP
Identification
13062T-G8-1
341535-6U-1
419780-4H-1
546415-TU-4
97705L-FX-0
1799999 - Total
167484-YN-8
549187-7C-0
938429-ZA-8
2499999 - Total
01728A-C4-6
01728A-M9-4
05922K-GZ-6
114894-LK-2
121822-AT-7
121822-AU-4
143300-CN-9
152708-AN-3
18085P-FT-6
207758-BS-1
249181-P7-7
45200F-DU-0
469466-DY-9
485116-RD-1
592247-Y5-3
606906-CU-7
63968A-DT-9
64711R-AZ-9
647200-VB-7
66285W-CX-2
68607D-JV-8
798136-NT-0
88880T-LM-6
914468-BD-4
914468-BE-2
3199999 - Total
370334-BF-0
590219-AE-1
81744F-GM-3
4599999 - Total
6099997 - Total
6099999 - Total
6599999 - Total
55262C-1#-7
949746-10-1
6799999 - Total
500255-10-4
718172-10-9
91324P-10-2
6899999 - Total
464287-13-5
464287-20-0
78462F-10-3
922908-63-7
7099999 - Total
7299997 - Total
7299999 - Total
7399999 - Total
7499999 - Totals
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
5
2
3
4
Description
Foreign
Date Acquired
01/07/2008
01/03/2008
01/14/2008
02/04/2008
02/14/2008
CALIFORNIA ST
FLORIDA ST BRD ED PUB ED
HAWAII ST
LOUISIANA ST
WISCONSIN ST
- Bonds - States, Territories and Possessions
CHICAGO ILL
LUBBOCK TEX
WASHINGTON CNTY ORE SCH DIST
- Bonds - Political Subdivisions
ALLEGHENY CNTY PA HOSP DEV AUT
ALLEGHENY CNTY PA HOSP DEV AUT
BALTIMORE MD PROJ REV
BROWARD CNTY FLA ARPT SYS REV
BURLINGTON KANS ENVIRONMENTAL
BURLINGTON KANS ENVIRONMENTAL
CARMEL IND SCH BLDG CORP
CENTRAL BROWN CNTY WI WTR AUTH
CLARK CNTY NEV ARPT REV
CONNECTICUT ST SPL TAX OBLIG
DENVER COLO CITY & CNTY ARPT R
ILLINOIS FIN AUTH REV
JACKSONVILLE FLA PORT AUTH REV
KANSAS CITY MO WTR REV
METROPOLITAN PIER & EXPOSITION
MISSOURI ST ENVIRONMENTAL IMPT
NEBRASKA PUB PWR DIST REV
NEW MEXICO FIN AUTH ST TRANSN
NEW MEXICO MTG FIN AUTH
NORTH TEX TWY AUTH REV
OREGON ST DEPT TRANSN HWY USER
SAN JOSE CALIF ARPT REV
TOBACCO SETTLEMENT FING CORP N
UNIVERSITY MINN SPL PURP REV
UNIVERSITY MINN SPL PURP REV
- Bonds - Special Revenue
GENERAL MILLS INC
MLCC MTG INVEST INC 06 2 2A
SEQUOIA MORTGAGE TRUST 05 1 A1
- Bonds - Industrial, Misc.
- Bonds - Part 3
- Bonds
- Preferred Stocks
MBIA INC
WELLS FARGO & COMPANY
- Common Stocks - Banks, Trusts, Insurance
KOHLS CORPORATION
PHILIP MORRIS INTERNATIONAL INC
UNITEDHEALTH GROUP INC
- Common Stocks - Industrial, Misc.
ISHARES NYSE 100 INDEX FUND
ISHARES S&P 500 INDEX FUND
S & P 500 DEPOSITARY RECEIPTS
VANGUARD LARGE-CAP VIPERS
- Common Stocks - Mutual Funds
- Common Stocks - Part 3
- Common Stocks
- Preferred and Common Stocks
Name of Vendor
6
7
Number of
Shares of Stock
GOLDMAN SACHS
BANK OF AMERICA
LEHMAN BROTHERS
MERRILL LYNCH
APEX PRYOR SECURITIES
03/26/2008
01/17/2008
01/07/2008
STEPHENS & COMPANY
MORGAN KEEGAN
SEATTLE-NORTHWEST SECURITES CORP
02/13/2008
03/07/2008
02/27/2008
02/13/2008
03/06/2008
03/10/2008
02/27/2008
01/14/2008
02/08/2008
02/06/2008
02/12/2008
02/08/2008
03/04/2008
01/14/2008
02/26/2008
03/13/2008
02/06/2008
01/14/2008
03/13/2008
03/27/2008
03/26/2008
01/30/2008
03/19/2008
01/04/2008
01/04/2008
MORGAN STANLEY & CO
MELLON INVESTORS SERVICES
JP MORGAN SECURITIES INC.
MORGAN STANLEY & CO
BANK OF AMERICA
KEY BANK
RAYMOND JAMES
HUTCHINSON SHOCKLEY
CITIGROUP GLOBAL MARKETS
GOLDMAN SACHS
WACHOVIA CAPITAL MARKETS
LEHMAN BROTHERS
MORGAN STANLEY & CO
MORGAN KEEGAN
RBC DAIN RAUSCHER INCORPORATED
GOLDMAN SACHS
MERRILL LYNCH
BB&T CAPITAL MARKETS
MORGAN KEEGAN
UBS WARBURG
LEHMAN BROTHERS
SOVEREIGN SECURITIES CORPORATION, LLC
SOVEREIGN SECURITIES CORPORATION, LLC
03/12/2008
01/23/2008
01/23/2008
MORGAN STANLEY & CO
MERRILL LYNCH
MERRILL LYNCH
01/04/2008
03/06/2008
SANFORD BERNSTEIN
VARIOUS
6,500.000
41,600.000
02/01/2008
03/31/2008
03/31/2008
UBS WARBURG
SPINOFF
CLSA
3,400.000
21,900.000
12,500.000
03/26/2008
01/24/2008
03/18/2008
03/25/2008
MERRILL LYNCH
LEHMAN BROTHERS
VARIOUS
VARIOUS
2,100.000
2,500.000
5,600.000
25,600.000
8
Actual
Cost
6,793,085
1,266,748
3,275,670
8,266,050
549,750
20,151,303
787,710
546,600
1,048,390
2,382,700
1,000,000
1,043,980
5,021,559
1,125,000
1,910,000
1,000,000
2,542,824
2,463,281
999,710
1,006,443
1,057,590
1,000,000
2,000,000
2,667,751
524,070
1,370,000
5,393,700
4,164,975
1,012,000
1,014,510
1,382,038
550,000
2,094,280
1,869,210
1,862,700
46,075,621
299,322
115,004
53,744
468,069
69,077,694
69,077,694
114,687
1,199,537
1,314,225
153,973
937,082
429,382
1,520,437
146,756
336,450
746,929
1,529,835
2,759,970
5,594,631
5,594,631
5,594,631
74,672,325
Par Value
6,500,000
1,150,000
3,000,000
7,500,000
500,000
18,650,000
750,000
500,000
1,000,000
2,250,000
1,000,000
1,000,000
4,635,000
1,125,000
1,910,000
1,000,000
2,365,000
2,245,000
1,000,000
900,000
1,000,000
1,000,000
2,000,000
2,430,000
500,000
1,370,000
5,000,000
3,750,000
1,000,000
1,000,000
1,250,000
550,000
2,000,000
1,750,000
1,750,000
43,530,000
300,000
114,986
56,563
471,549
64,901,549
64,901,549
XXX
9
Paid for Accrued
Interest and Dividends
149,861
7,826
56,667
6,250
7,569
228,174
9,375
1,875
5,417
16,667
39,913
16,752
14,343
611
5,000
13,750
15,525
5,910
25,694
17,500
156
23,611
550
38,403
38,403
256,120
474
52
527
501,487
501,487
XXX
XXX
XXX
XXX
XXX
XXX
XXX
501,487
10
NAIC
Designation or
Market
Indicator (a)
1FE
1FE
1FE
1FE
1FE
XXX
1FE
1FE
1FE
XXX
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
XXX
2FE
1FE
1FE
XXX
XXX
XXX
XXX
L
L
XXX
L
L
L
XXX
L
L
L
L
XXX
XXX
XXX
XXX
XXX
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
5
1
2
3
4
CUSIP
Identification
Description
Foreign
Date Acquired
Name of Vendor
7
8
9
Number of
Shares of Stock
Actual
Cost
Par Value
10
NAIC
Designation or
Paid for Accrued
Market
Interest and Dividends
Indicator (a)
XXX
501,487
E04.1
6
7499999 - Totals
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
74,672,325
.
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
36200K-A5-6
36200K-W2-9
36200K-Z5-9
36200M-NV-1
36200M-Y8-0
36200N-VV-0
36200R-YP-1
36200T-NS-3
36200T-QZ-4
36200X-VF-3
E05
36201E-GC-8
36201F-4L-8
36201F-PS-0
36201H-7K-3
36201K-F8-4
36201L-Z7-2
36201M-5L-2
36201M-NY-4
36201N-KJ-8
36201P-LH-6
36201U-V5-0
36201V-4S-8
36201Y-QE-9
362025-5N-4
362025-T3-2
362025-T4-0
362025-T5-7
362025-TF-5
362027-GV-0
36202D-MA-6
36202S-VQ-8
36202U-HU-0
Description
GOVERNMENT NATL MTG
#599856
GOVERNMENT NATL MTG
#603128
GOVERNMENT NATL MTG
#603765
GOVERNMENT NATL MTG
#603864
GOVERNMENT NATL MTG
#604404
GOVERNMENT NATL MTG
#604735
GOVERNMENT NATL MTG
#605528
GOVERNMENT NATL MTG
#570518
GOVERNMENT NATL MTG
#572001
GOVERNMENT NATL MTG
#572072
GOVERNMENT NATL MTG
II #575814
GOVERNMENT NATL MTG
#580795
GOVERNMENT NATL MTG
#582327
GOVERNMENT NATL MTG
#581933
GOVERNMENT NATL MTG
#584198
GOVERNMENT NATL MTG
#585291
GOVERNMENT NATL MTG
#586766
GOVERNMENT NATL MTG
#587751
GOVERNMENT NATL MTG
#587307
GOVERNMENT NATL MTG
#588097
GOVERNMENT NATL MTG
#589028
GOVERNMENT NATL MTG
#593836
GOVERNMENT NATL MTG
#594933
GOVERNMENT NATL MTG
#607153
GOVERNMENT NATL MTG
#000853
GOVERNMENT NATL MTG
#000570
GOVERNMENT NATL MTG
#000571
GOVERNMENT NATL MTG
#000572
GOVERNMENT NATL MTG
#000550
GOVERNMENT NATL MTG
#002012
GOVERNMENT NATL MTG
II #003053
GOVERNMENT NATL MTG
#608223
GOVERNMENT NATL MTG
#609643
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
Carrying Value Exchange Gain Realized Gain
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
ASSOC
03/01/2008
PAYDOWN
30,050
30,050
30,736
30,067
03/01/2008
PAYDOWN
5,549
5,549
5,639
5,549
03/01/2008
PAYDOWN
7,322
7,322
7,451
7,323
03/01/2008
PAYDOWN
2,285
2,285
2,391
03/01/2008
PAYDOWN
2,615
2,615
2,660
03/01/2008
PAYDOWN
811
811
03/01/2008
PAYDOWN
1,712
03/01/2008
PAYDOWN
03/01/2008
(17)
(17)
30,050
288
04/01/2032
1
5,549
50
03/01/2032
1
7,322
60
07/01/2032
1
2,285
2,285
23
05/01/2032
1
2,615
2,615
21
05/01/2032
1
827
811
811
8
03/01/2033
1
1,712
1,746
1,712
1,712
17
05/01/2034
1
37,341
37,341
36,886
37,335
6
6
37,341
412
10/01/2030
1
PAYDOWN
2,452
2,452
2,583
2,453
(1)
(1)
2,452
30
02/01/2029
1
03/01/2008
PAYDOWN
2,179
2,179
2,246
2,179
2,179
19
07/01/2032
1
03/01/2008
PAYDOWN
1,764
1,764
1,745
1,764
1,764
16
02/01/2034
1
03/01/2008
PAYDOWN
3,360
3,360
3,426
3,360
3,360
40
04/01/2034
1
03/01/2008
PAYDOWN
390
390
402
390
390
6
09/01/2031
1
03/01/2008
PAYDOWN
440
440
449
440
440
4
04/01/2031
1
03/01/2008
PAYDOWN
46,353
46,353
47,411
46,392
46,353
484
05/01/2032
1
03/01/2008
PAYDOWN
17
17
17
17
17
08/01/2032
1
03/01/2008
PAYDOWN
3,781
3,781
3,867
3,781
3,781
35
06/01/2032
1
03/01/2008
PAYDOWN
5,210
5,210
5,370
5,212
(1)
(1)
5,210
40
05/01/2031
1
03/01/2008
PAYDOWN
24,726
24,726
25,484
24,733
(6)
(6)
24,726
267
10/01/2031
1
03/01/2008
PAYDOWN
3,130
3,130
3,225
3,130
3,130
31
05/01/2032
1
03/01/2008
PAYDOWN
60
60
61
60
60
1
10/01/2031
1
03/01/2008
PAYDOWN
202
202
208
202
202
2
04/01/2032
1
03/01/2008
PAYDOWN
724
724
746
724
724
7
03/01/2031
1
03/01/2008
PAYDOWN
118,253
118,253
120,249
118,326
118,253
1,373
06/01/2031
1
03/01/2008
PAYDOWN
2,913
2,913
2,913
2,913
2,913
37
12/01/2012
1
03/01/2008
PAYDOWN
1,962
1,962
2,023
1,964
(2)
(2)
1,962
27
08/01/2012
1
03/01/2008
PAYDOWN
13,877
13,877
14,311
13,885
(8)
(8)
13,877
190
05/01/2013
1
03/01/2008
PAYDOWN
11,663
11,663
12,027
11,669
(6)
(6)
11,663
160
06/01/2012
1
03/01/2008
PAYDOWN
2,388
2,388
2,460
2,390
(2)
(2)
2,388
33
04/01/2012
1
03/01/2008
PAYDOWN
12,928
12,928
13,195
12,932
(3)
(3)
12,928
176
09/01/2012
1
03/01/2008
PAYDOWN
3,154
3,154
3,129
3,153
3,154
36
03/01/2030
1
03/01/2008
PAYDOWN
14,384
14,384
14,768
14,388
14,384
128
11/01/2032
1
03/01/2008
PAYDOWN
897
897
939
898
897
9
11/01/2032
1
ASSOC
ASSOC
(1)
(1)
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
(39)
(39)
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
(73)
(73)
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
(4)
(4)
ASSOC
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
36202X-WE-3
36202X-YJ-0
36206B-DY-4
36209V-C9-3
36211S-DT-1
36212X-FJ-9
36213C-6Y-1
36213C-S4-3
36213E-AG-1
36213F-MH-3
36213F-MV-2
E05.1
36213H-TP-4
36213N-GL-4
36213N-GP-5
36213N-HA-7
36213Q-K9-9
36213S-5R-2
36213T-B3-6
36213U-XA-3
36213V-6M-5
36225B-6M-5
36225B-WZ-7
36225B-ZP-6
36241K-J6-6
36241K-J7-4
36241K-JG-4
36241K-JP-4
36241K-JQ-2
36241K-JR-0
36290Q-GP-4
36290R-PZ-0
36290R-YB-3
36290T-HB-8
Description
GOVERNMENT NATL MTG
#612745
GOVERNMENT NATL MTG
#612813
GOVERNMENT NATL MTG
#406119
GOVERNMENT NATL MTG
#482596
GOVERNMENT NATL MTG
#521314
GOVERNMENT NATL MTG
#546569
GOVERNMENT NATL MTG
#550887
GOVERNMENT NATL MTG
#550539
GOVERNMENT NATL MTG
#551807
GOVERNMENT NATL MTG
#553060
GOVERNMENT NATL MTG
#553072
GOVERNMENT NATL MTG
#555058
GOVERNMENT NATL MTG
#559203
GOVERNMENT NATL MTG
#559206
GOVERNMENT NATL MTG
#559225
GOVERNMENT NATL MTG
#561120
GOVERNMENT NATL MTG
#563456
GOVERNMENT NATL MTG
#563558
GOVERNMENT NATL MTG
#565073
GOVERNMENT NATL MTG
#566176
GOVERNMENT NATL MTG
#781776
GOVERNMENT NATL MTG
#781564
GOVERNMENT NATL MTG
#781650
GOVERNMENT NATL MTG
#782085
GOVERNMENT NATL MTG
#782086
GOVERNMENT NATL MTG
#782063
GOVERNMENT NATL MTG
#782070
GOVERNMENT NATL MTG
#782071
GOVERNMENT NATL MTG
#782072
GOVERNMENT NATL MTG
#614106
GOVERNMENT NATL MTG
#615240
GOVERNMENT NATL MTG
#615506
GOVERNMENT NATL MTG
#616826
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
ASSOC
03/01/2008
PAYDOWN
26,710
26,710
27,178
26,714
(4)
(4)
26,710
156
09/01/2032
1
03/01/2008
PAYDOWN
37,564
37,564
38,210
37,568
(4)
(4)
37,564
345
05/01/2032
1
03/01/2008
PAYDOWN
7,395
7,395
7,432
7,395
7,395
102
06/01/2015
1
03/01/2008
PAYDOWN
1,503
1,503
1,410
1,503
1,503
17
01/01/2034
1
03/01/2008
PAYDOWN
35,153
35,153
35,109
35,153
35,153
227
09/01/2033
1
03/01/2008
PAYDOWN
2,836
2,836
2,863
2,836
2,836
26
01/01/2033
1
03/01/2008
PAYDOWN
39,166
39,166
37,978
39,162
39,166
216
02/01/2035
1
03/01/2008
PAYDOWN
2,432
2,432
2,480
2,432
2,432
24
05/01/2035
1
03/01/2008
PAYDOWN
508
508
524
509
508
7
08/01/2031
1
03/01/2008
PAYDOWN
6,598
6,598
6,749
6,600
(1)
(1)
6,598
71
02/01/2032
1
03/01/2008
PAYDOWN
4,520
4,520
4,609
4,522
(2)
(2)
4,520
33
02/01/2032
1
03/01/2008
PAYDOWN
716
716
729
716
716
7
03/01/2030
1
03/01/2008
PAYDOWN
2,431
2,431
2,561
2,431
2,431
29
08/01/2031
1
03/01/2008
PAYDOWN
1,538
1,538
1,640
1,539
1,538
19
09/01/2033
1
03/01/2008
PAYDOWN
5,033
5,033
5,286
5,033
5,033
60
01/01/2032
1
03/01/2008
PAYDOWN
3,487
3,487
3,702
3,487
3,487
43
11/01/2027
1
03/01/2008
PAYDOWN
26,902
26,902
27,373
26,905
(3)
(3)
26,902
224
10/01/2032
1
03/01/2008
PAYDOWN
23,505
23,505
23,688
23,505
(1)
(1)
23,505
139
07/01/2030
1
03/01/2008
PAYDOWN
755
755
779
755
755
8
05/01/2030
1
03/01/2008
PAYDOWN
61
61
63
61
61
1
06/01/2032
1
03/01/2008
PAYDOWN
887
887
904
887
887
8
11/01/2032
1
03/01/2008
PAYDOWN
1,196
1,196
1,228
1,196
1,196
11
06/01/2032
1
03/01/2008
PAYDOWN
20,850
20,850
21,262
20,855
(5)
(5)
20,850
198
03/01/2032
1
03/01/2008
PAYDOWN
7,051
7,051
7,299
7,054
(4)
(4)
7,051
80
05/01/2028
1
03/01/2008
PAYDOWN
945
945
978
946
(1)
(1)
945
11
01/01/2024
1
03/01/2008
PAYDOWN
4,034
4,034
4,218
4,036
(2)
(2)
4,034
44
01/01/2028
1
03/01/2008
PAYDOWN
1,082
1,082
1,128
1,082
(1)
(1)
1,082
12
07/01/2024
1
03/01/2008
PAYDOWN
8,077
8,077
8,427
8,082
(5)
(5)
8,077
87
11/01/2027
1
03/01/2008
PAYDOWN
2,661
2,661
2,778
2,663
(1)
(1)
2,661
32
05/01/2026
1
03/01/2008
PAYDOWN
66,674
66,674
67,840
66,679
(6)
(6)
66,674
288
09/01/2031
1
03/01/2008
PAYDOWN
3,685
3,685
3,750
3,686
3,685
31
09/01/2032
1
03/01/2008
PAYDOWN
4,947
4,947
5,045
4,947
4,947
26
02/01/2034
1
03/01/2008
PAYDOWN
33,434
33,434
34,270
33,450
33,434
370
07/01/2034
1
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
4
4
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
(16)
(16)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
36290Y-JQ-2
36290Y-UP-1
36291L-EJ-0
36291M-RU-9
36291P-W6-9
36291Q-ZV-9
36291S-7A-2
36291S-F8-8
36291W-G5-4
36291Y-ES-2
36292B-CD-6
E05.2
36292C-PU-2
912828-HF-0
0399999 MM1318-45-8
1099999 341150-UL-2
677519-YR-5
939745-YS-8
1799999 01728A-C4-6
059148-G4-2
114894-LK-2
13077V-Z6-2
18085P-FT-6
31283G-X4-4
31283K-4D-7
3128GW-C8-9
3128H2-6U-2
3128H2-CY-7
3128H2-F4-0
3128H2-TH-6
3128JR-JE-7
3128K0-JC-8
3128K0-QC-0
3128K1-7J-4
3128K1-PD-7
F
o
r
e
i
g
n
Description
GOVERNMENT NATL MTG ASSOC
#621371
#621690
#631137
#632399
#634369
#635356
#637289
#636591
#640220
#641945
#643668
#644935
UNITED STATES TREASURY
NOTES
Bonds - U.S. Governments
KFW INTERNATIONAL FINANCE F
Bonds - All Other Governments
FLORIDA ST
OHIO ST
WASHINGTON ST
Bonds - States, Territories and
ALLEGHENY CNTY PA HOSP
DEV AUT
BALTIMORE CNTY MD MTG REV
BROWARD CNTY FLA ARPT SYS
REV
CALIFORNIA STATEWIDE
CMNTYS DEV
CLARK CNTY NEV ARPT REV
FEDERAL HOME LOAN MTG
CORP #G00699
CORP #G11720
CORP #E91895
CORP #E95383
CORP #E94587
CORP #E94687
CORP #E95052
CORP #847461
CORP #A40259
CORP #A40451
CORP #A41797
CORP #A41320
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
03/01/2008
PAYDOWN
4,677
4,677
4,756
4,678
4,677
44
09/01/2031
1
03/01/2008
PAYDOWN
2,406
2,406
2,454
2,407
2,406
14
05/01/2033
1
03/01/2008
PAYDOWN
11,122
11,122
11,342
11,126
135
05/01/2034
1
03/01/2008
PAYDOWN
29
29
30
29
03/01/2008
PAYDOWN
2,465
2,465
2,514
03/01/2008
PAYDOWN
12,329
12,329
03/01/2008
PAYDOWN
172
03/01/2008
PAYDOWN
03/01/2008
(4)
(4)
11,122
01/01/2034
1
2,466
(1)
(1)
2,465
19
12/01/2033
1
12,572
12,336
(7)
(7)
12,329
148
06/01/2034
1
172
175
172
172
2
12/01/2032
1
2,336
2,336
2,308
2,336
2,336
20
01/01/2035
1
PAYDOWN
208
208
212
208
208
2
11/01/2034
1
03/01/2008
PAYDOWN
1,212
1,212
1,234
1,212
1,212
11
11/01/2034
1
03/01/2008
PAYDOWN
2,318
2,318
2,364
2,319
2,318
23
10/01/2033
1
03/01/2008
PAYDOWN
01/16/2008
DEUTSCHE BANK
01/15/2008
MATURITY
02/14/2008 BB&T CAPITAL MARKETS
03/15/2008 MATURITY
01/01/2008 MATURITY
Possessions
SECURITY CALLED BY ISSUER
03/20/2008 at 100.000
01/01/2008 SINKING FUND REDEMPTION
29
53,447
53,447
54,503
53,449
(2)
(2)
53,447
509,746
1,351,697
800,000
800,000
2,125,386
1,000,000
1,000,000
4,125,386
500,000
1,341,951
800,000
800,000
2,085,000
1,000,000
1,000,000
4,085,000
502,969
1,358,515
916,784
916,784
2,197,173
1,099,740
1,085,570
4,382,483
502,795
1,344,973
801,039
801,039
2,111,857
1,005,051
1,000,000
4,116,908
(64)
(291)
(1,039)
(1,039)
(6,416)
(5,051)
(64)
(291)
(1,039)
(1,039)
(6,416)
(5,051)
(11,467)
(11,467)
502,731
1,344,682
800,000
800,000
2,105,441
1,000,000
1,000,000
4,105,441
1,000,000
35,000
1,000,000
35,000
1,000,000
33,938
34,995
5
5
10,012
(12)
(12)
03/19/2008
MORGAN STANLEY & CO
1,125,000
1,125,000
1,125,000
03/20/2008
02/13/2008
SINKING FUND REDEMPTION
10,000
1,000,000
10,000
1,000,000
10,900
999,710
03/01/2008
PAYDOWN
314
314
321
314
03/01/2008
PAYDOWN
71,895
71,895
70,704
71,873
03/01/2008
PAYDOWN
1,066
1,066
1,094
1,066
03/01/2008
PAYDOWN
26,068
26,068
26,760
03/01/2008
PAYDOWN
3,556
3,556
03/01/2008
PAYDOWN
1,240
03/01/2008
PAYDOWN
03/15/2008
796
03/01/2035
1
3,884
12,079
46,000
46,000
82,336
25,000
25,000
132,336
10/31/2009
XXX
01/15/2008
XXX
07/01/2008
03/15/2008
01/01/2008
XXX
1
XXX
1FE
XXX
1FE
1FE
1FE
XXX
1,000,000
35,000
10,568
840
12/01/2025
01/01/2013
1FE
1FE
1,125,000
13,125
10/01/2029
1FE
10,000
999,710
303
1,069
03/20/2023
07/01/2040
1FE
1FE
7,015
7,015
7,015
7,015
19,945
19,945
19,945
19,945
290
290
314
4
04/01/2025
1
21
21
71,895
548
07/01/2020
1
1,066
8
03/01/2017
1
26,091
(23)
(23)
26,068
233
06/01/2017
1
3,651
3,557
(1)
(1)
3,556
32
04/01/2017
1
1,240
1,273
1,241
(1)
(1)
1,240
10
08/01/2016
1
9,635
9,635
9,891
9,641
(6)
(6)
9,635
106
09/01/2017
1
VARIOUS
132,211
132,211
130,724
132,175
36
36
132,211
1,428
10/01/2034
1
03/01/2008
PAYDOWN
3,067
3,067
2,970
3,066
1
1
3,067
31
07/01/2035
1
03/01/2008
PAYDOWN
8,280
8,280
8,020
8,279
1
1
8,280
69
07/01/2035
1
03/01/2008
PAYDOWN
3,136
3,136
3,038
3,136
1
1
3,136
38
09/01/2035
1
03/01/2008
PAYDOWN
2,349
2,349
2,275
2,348
2,349
20
06/01/2035
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
3128K2-6A-2
3128K2-FE-4
3128K2-HK-8
3128K2-SS-9
3128K2-W5-4
3128K3-DZ-7
3128K8-TP-1
3128LX-J4-3
3128M1-JK-6
3128MJ-DQ-0
3128MM-CP-6
E05.3
3128PB-FX-7
3128PD-3B-4
3128PD-4D-9
31294K-KT-1
31294K-KU-8
312970-ZA-7
312971-J6-2
312972-YV-8
312972-Z4-7
312973-B8-2
312973-C9-9
31297V-GE-2
31297V-QG-6
31339L-3N-8
31368H-MA-8
31371J-F8-2
31371L-SD-2
31371L-WN-5
31371M-7J-0
31374T-Z8-5
31376K-AN-6
31376K-RB-4
Description
CORP #A42665
CORP #A41965
CORP #A42034
CORP #A42329
CORP #A42468
CORP #A42820
CORP #A47758
CORP #G02083
CORP #G12166
CORP #G08110
CORP #G18077
CORP #J00182
CORP #J02594
CORP #J02620
CORP #E01206
CORP #E01207
CORP #B17937
CORP #B18385
CORP #B19724
CORP #B19763
CORP #B19963
CORP #B19996
CORP #A39197
CORP #A39455
CORP 2382 MB
FEDERAL NATIONAL MTG
ASSOC #190353
ASSOC #253191
ASSOC #255316
ASSOC #255453
ASSOC #256597
ASSOC #323967
ASSOC #357413
ASSOC #357882
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
03/01/2008
PAYDOWN
33,866
33,866
32,800
33,856
10
10
33,866
398
07/01/2035
1
03/01/2008
PAYDOWN
14,309
14,309
13,859
14,304
5
5
14,309
129
07/01/2035
1
03/01/2008
PAYDOWN
433
433
419
433
433
4
07/01/2035
1
03/01/2008
PAYDOWN
2,916
2,916
2,825
2,916
2,916
24
07/01/2035
1
03/01/2008
PAYDOWN
5,138
5,138
4,976
5,137
5,138
43
05/01/2032
1
03/01/2008
PAYDOWN
2,374
2,374
2,299
2,374
2,374
19
05/01/2035
1
03/01/2008
PAYDOWN
37,204
37,204
36,033
37,192
13
13
37,204
348
06/01/2035
1
03/01/2008
PAYDOWN
47,588
47,588
44,918
47,563
24
24
47,588
356
09/01/2034
1
03/01/2008
PAYDOWN
833
833
846
833
(1)
(1)
833
9
02/01/2014
1
03/01/2008
PAYDOWN
86,309
86,309
83,591
86,282
26
26
86,309
798
06/01/2035
1
03/01/2008
PAYDOWN
83,116
83,116
81,681
83,092
24
24
83,116
646
05/01/2020
1
03/01/2008
PAYDOWN
74,220
74,220
72,939
74,206
15
15
74,220
450
05/01/2020
1
03/01/2008
PAYDOWN
102,471
102,471
100,702
102,435
36
36
102,471
793
04/01/2020
1
03/01/2008
PAYDOWN
62,719
62,719
61,637
62,705
14
14
62,719
447
06/01/2020
1
03/01/2008
PAYDOWN
18,124
18,124
18,605
18,130
(6)
(6)
18,124
165
01/01/2017
1
03/01/2008
PAYDOWN
21,666
21,666
22,242
21,676
(10)
(10)
21,666
190
01/01/2017
1
03/01/2008
PAYDOWN
88,406
88,406
86,880
88,380
27
27
88,406
840
09/01/2019
1
03/01/2008
PAYDOWN
139,567
139,567
137,157
139,520
47
47
139,567
1,358
02/01/2020
1
03/01/2008
PAYDOWN
34,964
34,964
34,361
34,952
12
12
34,964
343
02/01/2020
1
03/01/2008
PAYDOWN
107,528
107,528
105,672
107,506
22
22
107,528
531
01/01/2020
1
03/01/2008
PAYDOWN
757
757
743
756
757
6
01/01/2020
1
03/01/2008
PAYDOWN
158,735
158,735
155,994
158,699
36
36
158,735
802
02/01/2020
1
03/01/2008
PAYDOWN
12,186
12,186
11,802
12,185
1
1
12,186
66
03/01/2035
1
03/01/2008
PAYDOWN
28,772
28,772
27,866
28,766
6
6
28,772
154
07/01/2035
1
03/01/2008
PAYDOWN
11,794
11,794
11,817
11,794
11,794
120
06/01/2014
1
03/01/2008
PAYDOWN
1,401
1,401
1,355
1,401
1,401
12
09/01/2033
1
03/01/2008
PAYDOWN
1,969
1,969
2,069
1,970
(1)
(1)
1,969
21
04/01/2014
1
03/01/2008
PAYDOWN
53,724
53,724
53,405
53,718
6
6
53,724
480
12/01/2018
1
03/01/2008
PAYDOWN
10,915
10,915
10,822
10,913
2
2
10,915
92
05/01/2019
1
03/01/2008
PAYDOWN
39,971
39,971
39,546
39,964
7
7
39,971
432
10/01/2036
1
03/01/2008
PAYDOWN
3,869
3,869
3,790
3,868
1
1
3,869
29
03/01/2028
1
03/01/2008
PAYDOWN
154,700
154,700
157,020
154,758
(58)
(58)
154,700
1,331
01/01/2018
1
03/01/2008
PAYDOWN
6,348
6,348
6,049
6,342
5
5
6,348
47
02/01/2035
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31376K-T3-0
31377N-VM-8
31377P-VV-3
31377R-UR-9
31377S-M2-1
31377T-FV-3
31382N-FH-0
31384P-ET-8
31384W-JP-6
31385C-3A-9
31385H-4J-8
E05.4
31385H-6G-2
31385J-NQ-7
31385J-NR-5
31385J-NU-8
31385W-3Z-0
31385W-SF-7
31385W-WH-8
31385X-AP-2
31385X-BC-0
31385X-HZ-3
31385X-NX-1
31385X-QB-6
31387E-QU-4
31387N-RH-2
31387S-HH-2
31387V-YJ-2
31389M-AT-4
31389Y-UT-6
31390M-JV-7
31390V-QR-8
31390V-QV-9
31391C-DN-2
Description
ASSOC #357970
ASSOC #382320
ASSOC #383228
ASSOC #384992
ASSOC #385677
ASSOC #386380
ASSOC #487168
ASSOC #529446
ASSOC #535870
ASSOC #540893
ASSOC #545425
ASSOC #545471
ASSOC #545899
ASSOC #545900
ASSOC #545903
ASSOC #555316
ASSOC #555018
ASSOC #555148
ASSOC #555414
ASSOC #555435
ASSOC #555648
ASSOC #555806
ASSOC #555850
ASSOC #581967
ASSOC #589188
ASSOC #592532
ASSOC #595713
ASSOC #629218
ASSOC #639694
ASSOC #650176
ASSOC #657564
ASSOC #657568
ASSOC #662609
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
03/01/2008
PAYDOWN
14,210
14,210
13,541
14,204
6
6
14,210
125
03/01/2035
1
03/01/2008
PAYDOWN
2,888
2,888
3,305
2,892
(4)
(4)
2,888
36
02/01/2010
1
03/01/2008
PAYDOWN
4,400
4,400
4,852
4,404
(5)
(5)
4,400
49
01/01/2011
1
03/01/2008
PAYDOWN
1,343
1,343
1,414
1,344
(1)
(1)
1,343
14
03/01/2012
1
03/01/2008
PAYDOWN
4,266
4,266
4,244
4,266
4,266
35
12/01/2012
1
03/01/2008
PAYDOWN
1,729
1,729
1,654
1,728
1,729
13
06/01/2013
1
03/01/2008
PAYDOWN
1,850
1,850
1,751
1,850
1,850
11
12/01/2027
1
03/01/2008
PAYDOWN
48
48
50
48
48
1
12/01/2014
1
03/01/2008
PAYDOWN
776
776
816
777
776
8
06/01/2015
1
03/01/2008
PAYDOWN
14,647
14,647
14,526
03/01/2008
PAYDOWN
1,553
1,553
1,744
03/01/2008
PAYDOWN
2,447
2,447
2,703
2,450
(3)
(3)
03/01/2008
PAYDOWN
80,893
80,893
83,244
80,933
(40)
(40)
03/01/2008
PAYDOWN
16,045
16,045
16,437
16,054
(8)
(8)
03/01/2008
PAYDOWN
10,522
10,522
10,901
10,529
(7)
(7)
03/01/2008
PAYDOWN
1,070
1,070
1,089
1,070
03/01/2008
PAYDOWN
4,118
4,118
4,327
4,121
(4)
03/01/2008
PAYDOWN
14,558
14,558
14,788
14,562
03/01/2008
PAYDOWN
3,399
3,399
3,449
3,400
03/01/2008
PAYDOWN
7,608
7,608
7,536
7,607
03/01/2008
PAYDOWN
3,375
3,375
3,243
3,373
03/01/2008
PAYDOWN
2,442
2,442
2,432
2,442
03/01/2008
PAYDOWN
2,911
2,911
2,838
2,910
1
03/01/2008
PAYDOWN
5,582
5,582
5,866
5,587
(6)
03/01/2008
PAYDOWN
121
121
127
121
03/01/2008
PAYDOWN
4,226
4,226
4,441
4,231
(5)
03/01/2008
PAYDOWN
34,274
34,274
36,020
34,320
(47)
03/01/2008
PAYDOWN
86
86
91
87
03/01/2008
PAYDOWN
12,853
12,853
12,808
12,853
03/01/2008
PAYDOWN
754
754
781
754
03/01/2008
PAYDOWN
20,567
20,567
20,748
20,572
03/01/2008
PAYDOWN
14,559
14,559
14,688
03/01/2008
PAYDOWN
4,742
4,742
4,784
1
1
(1)
(1)
14,646
1
1
14,647
87
07/01/2029
1
1,555
(2)
(2)
1,553
17
12/01/2011
1
2,447
26
01/01/2012
1
80,893
771
09/01/2016
1
16,045
151
04/01/2016
1
10,522
95
08/01/2016
1
1,070
9
11/01/2012
1
(4)
4,118
41
12/01/2015
1
(4)
(4)
14,558
128
12/01/2012
1
(1)
(1)
3,399
28
02/01/2013
1
7,608
60
03/01/2013
1
1
1
3,375
27
04/01/2013
1
2,442
22
08/01/2013
1
1
2,911
25
09/01/2013
1
(6)
5,582
66
10/01/2015
1
121
1
03/01/2016
1
(5)
4,226
52
12/01/2015
1
(47)
34,274
399
12/01/2015
1
86
1
09/01/2016
1
12,853
154
11/01/2030
1
754
8
11/01/2031
1
20,567
189
08/01/2031
1
14,560
14,559
191
08/01/2031
1
4,742
4,742
60
11/01/2031
1
1
(5)
1
(5)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31391C-ES-0
31391D-LX-9
31391D-LZ-4
31391D-VS-9
31391K-3K-1
31391V-MP-5
31391W-GQ-8
31392B-NQ-5
31393E-R9-2
31393M-FK-2
31393R-ZN-3
E05.5
31393U-QJ-5
31393V-A6-8
31394M-HR-4
31395A-XT-7
31395K-6R-9
31395N-GR-2
31400E-W2-2
31400S-N8-8
31400W-KF-6
31400W-KJ-8
31401B-3P-8
31401H-5B-4
31402C-U6-7
31402D-D9-8
31402E-2Y-3
31402Q-TR-2
31402R-AJ-8
31402R-TJ-8
31402X-SE-7
31402Y-GE-8
31403F-RR-7
31403J-6F-8
Description
ASSOC #662645
ASSOC #663742
ASSOC #663744
ASSOC #664025
ASSOC #669602
ASSOC #678166
ASSOC #678907
ASSOC 01 81 PE
ASSOC 03 82 BD
CORP 2591 WB
CORP 2627 BG
ASSOC 03 117 MN
CORP 2634 TA
FHR 2710 HC
CORP 2824 EG
CORP 2910 BD
ASSOC 06 53 PA
ASSOC #685665
ASSOC #696215
ASSOC #699694
ASSOC #699697
ASSOC #703806
ASSOC #709242
ASSOC #725205
ASSOC #725628
ASSOC #727191
ASSOC #735060
ASSOC #735409
ASSOC #735953
ASSOC #741317
ASSOC #741897
ASSOC #747596
ASSOC #750670
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
03/01/2008
PAYDOWN
1,151
1,151
1,161
1,151
1,151
14
10/01/2031
1
03/01/2008
PAYDOWN
1,967
1,967
1,984
1,967
1,967
18
12/01/2031
1
03/01/2008
PAYDOWN
15,551
15,551
15,689
15,552
(1)
(1)
15,551
81
11/01/2031
1
03/01/2008
PAYDOWN
5,966
5,966
6,073
5,968
(1)
(1)
5,966
50
11/01/2017
1
03/01/2008
PAYDOWN
3,016
3,016
3,025
3,016
3,016
29
12/01/2031
1
03/01/2008
PAYDOWN
15,233
15,233
15,344
15,235
15,233
108
02/01/2017
1
03/01/2008
PAYDOWN
123,163
123,163
123,134
123,163
123,163
899
02/01/2032
1
03/01/2008
PAYDOWN
64,667
64,667
63,637
64,619
49
49
64,667
705
02/01/2009
1
03/01/2008
PAYDOWN
38,385
38,385
36,814
38,327
58
58
38,385
284
11/01/2012
1
03/01/2008
PAYDOWN
124,321
124,321
117,755
124,160
161
161
124,321
880
09/01/2014
1
03/01/2008
PAYDOWN
57,343
57,343
55,014
57,283
60
60
57,343
317
08/01/2014
1
03/01/2008
PAYDOWN
183,259
183,259
173,924
182,993
266
266
183,259
1,313
01/01/2014
1
03/01/2008
03/01/2008
PAYDOWN
PAYDOWN
93,981
75,762
93,981
75,762
90,266
73,539
93,884
75,719
97
43
97
43
93,981
75,762
571
514
08/01/2014
01/01/2017
1
1
03/01/2008
PAYDOWN
55,963
55,963
54,284
55,905
58
58
55,963
422
08/01/2012
1
03/01/2008
PAYDOWN
84,281
84,281
81,509
84,213
68
68
84,281
628
03/01/2015
1
03/01/2008
PAYDOWN
360,486
360,486
359,317
360,454
32
32
360,486
3,299
07/01/2011
1
03/01/2008
PAYDOWN
23,287
23,287
23,702
23,297
(11)
(11)
23,287
205
06/01/2017
1
03/01/2008
PAYDOWN
5,748
5,748
5,851
5,750
(2)
(2)
5,748
47
06/01/2017
1
03/01/2008
PAYDOWN
6,488
6,488
6,604
6,490
(1)
(1)
6,488
54
07/01/2017
1
03/01/2008
PAYDOWN
15,480
15,480
15,756
15,483
(3)
(3)
15,480
128
10/01/2017
1
03/01/2008
PAYDOWN
4,305
4,305
4,387
4,306
(1)
(1)
4,305
39
08/01/2032
1
03/01/2008
PAYDOWN
23,143
23,143
22,908
23,141
2
2
23,143
263
04/01/2032
1
03/01/2008
PAYDOWN
41,021
41,021
40,816
41,019
2
2
41,021
358
06/01/2033
1
03/01/2008
PAYDOWN
191,249
191,249
188,970
191,245
3
3
191,249
697
05/01/2009
1
03/01/2008
PAYDOWN
7,660
7,660
7,534
7,658
1
1
7,660
64
10/01/2032
1
03/01/2008
PAYDOWN
133,760
133,760
137,856
133,810
(50)
(50)
133,760
1,452
08/01/2033
1
03/01/2008
PAYDOWN
132,990
132,990
131,857
132,966
23
23
132,990
1,141
05/01/2019
1
03/01/2008
PAYDOWN
2,048
2,048
2,054
2,048
2,048
18
05/01/2015
1
03/01/2008
PAYDOWN
34,703
34,703
35,457
34,727
(24)
(24)
34,703
280
04/01/2018
1
03/01/2008
PAYDOWN
1,676
1,676
1,621
1,675
1
1
1,676
13
11/01/2032
1
03/01/2008
PAYDOWN
13,944
13,944
14,131
13,944
(1)
(1)
13,944
175
03/01/2033
1
03/01/2008
PAYDOWN
24,011
24,011
24,394
24,022
(11)
(11)
24,011
258
12/01/2017
1
(2)
(2)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31403J-L2-0
31403K-JW-4
31403Q-CZ-1
31403T-BV-5
31404R-2H-9
31404U-BA-7
31405A-TE-3
31405C-GJ-2
31405C-R3-5
31405H-HH-4
31405H-JD-1
E05.6
31405N-WD-3
31405S-UE-2
31405T-V4-1
31406A-RN-4
31406E-6F-6
31406J-ML-4
31406N-4K-7
31406P-7E-3
31406R-ED-3
31406R-HE-8
31406T-4L-2
31406V-E7-7
31406X-PE-6
31407A-EZ-0
31407A-PY-1
31407B-RG-6
31407C-QX-8
31407C-WQ-6
31407D-4A-0
31407D-RC-1
31407D-VS-1
31407E-PG-2
Description
ASSOC #750145
ASSOC #750977
ASSOC #754388
ASSOC #757052
ASSOC #776676
ASSOC #778633
ASSOC #783649
ASSOC #785101
ASSOC #785406
ASSOC #789632
ASSOC #789660
ASSOC #794544
ASSOC #798081
ASSOC #799035
ASSOC #804293
ASSOC #808270
ASSOC #811363
ASSOC #815426
ASSOC #816393
ASSOC #817432
ASSOC #817529
ASSOC #819927
ASSOC #821058
ASSOC #823121
ASSOC #824652
ASSOC #824939
ASSOC #825887
ASSOC #826770
ASSOC #826955
ASSOC #828017
ASSOC #827683
ASSOC #827825
ASSOC #828523
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
PAYDOWN
411
411
438
411
03/01/2008
PAYDOWN
79,969
79,969
74,896
79,930
03/01/2008
PAYDOWN
833
833
852
833
03/01/2008
PAYDOWN
19,037
19,037
18,746
19,034
4
03/01/2008
PAYDOWN
22,972
22,972
22,620
22,965
7
03/01/2008
PAYDOWN
6,477
6,477
6,377
6,476
1
03/01/2008
PAYDOWN
4,838
4,838
4,764
03/01/2008
PAYDOWN
509
509
03/01/2008
PAYDOWN
1,586
03/01/2008
PAYDOWN
03/01/2008
PAYDOWN
03/01/2008
PAYDOWN
506
506
511
506
03/01/2008
PAYDOWN
5,106
5,106
5,217
5,107
03/01/2008
PAYDOWN
6,294
6,294
6,191
6,294
03/01/2008
PAYDOWN
2,482
2,482
2,365
2,481
1
03/01/2008
PAYDOWN
3,210
3,210
3,059
3,209
1
03/01/2008
PAYDOWN
231
231
233
231
03/01/2008
PAYDOWN
76,585
76,585
72,014
76,538
48
03/01/2008
PAYDOWN
4,702
4,702
4,804
4,703
03/01/2008
PAYDOWN
4,179
4,179
3,982
03/01/2008
PAYDOWN
26,878
26,878
25,612
03/01/2008
PAYDOWN
2,813
2,813
2,681
03/01/2008
PAYDOWN
32,693
32,693
03/01/2008
PAYDOWN
11,927
03/01/2008
PAYDOWN
03/01/2008
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)
03/01/2008
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
411
5
10/01/2032
1
79,969
590
11/01/2032
1
833
9
10/01/2032
1
4
19,037
167
10/01/2033
1
7
22,972
260
09/01/2033
1
1
6,477
82
01/01/2034
1
4,837
4,838
40
12/01/2033
1
514
509
509
4
10/01/2018
1
1,586
1,561
1,586
1,586
13
10/01/2033
1
35,009
35,009
35,770
35,044
35,009
302
01/01/2019
1
3,506
3,506
3,476
3,505
3,506
24
03/01/2019
1
39
(35)
39
(35)
506
5
04/01/2019
1
5,106
47
10/01/2019
1
6,294
35
06/01/2034
1
1
2,482
20
04/01/2034
1
1
3,210
27
02/01/2035
1
231
2
12/01/2019
1
48
76,585
584
07/01/2034
1
(1)
(1)
4,702
43
01/01/2020
1
4,176
2
2
4,179
24
02/01/2035
1
26,871
7
7
26,878
224
03/01/2035
1
2,812
2
2
2,813
22
12/01/2034
1
33,019
32,696
(4)
(4)
32,693
190
08/01/2019
1
11,927
11,365
11,924
3
3
11,927
99
05/01/2035
1
473
473
450
473
473
5
02/01/2035
1
PAYDOWN
732
732
720
732
732
7
09/01/2034
1
03/01/2008
PAYDOWN
268
268
265
268
268
2
03/01/2020
1
03/01/2008
PAYDOWN
21,497
21,497
21,145
21,494
3
3
21,497
175
02/01/2035
1
03/01/2008
PAYDOWN
29,720
29,720
29,233
29,713
7
7
29,720
260
11/01/2034
1
03/01/2008
PAYDOWN
4,242
4,242
4,172
4,241
4,242
35
11/01/2034
1
03/01/2008
PAYDOWN
1,749
1,749
1,643
1,749
1
1
1,749
13
08/01/2035
1
03/01/2008
PAYDOWN
23,164
23,164
22,073
23,161
3
3
23,164
108
06/01/2035
1
03/01/2008
PAYDOWN
12,465
12,465
12,260
12,463
2
2
12,465
111
01/01/2035
1
(1)
(1)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31407E-UB-7
31407F-6Q-8
31407F-C6-5
31407F-F3-9
31407F-FY-1
31407F-J9-2
31407F-UH-1
31407G-4L-9
31407G-A4-0
31407H-GD-2
31407H-JC-1
E05.7
31407J-6L-1
31407J-MB-5
31407J-RT-1
31407J-SS-2
31407K-YB-9
31407K-Z5-1
31407L-BE-6
31407M-7K-5
31407M-HA-6
31407M-HM-0
31407N-2A-0
31407N-BB-8
31407N-P3-1
31407P-PA-0
31407Q-EH-5
31407Q-HW-9
31407Q-PM-2
31407R-HU-1
31407R-T2-0
31407S-KG-6
31407S-LN-0
31407T-2L-3
Description
ASSOC #828678
ASSOC #829879
ASSOC #829093
ASSOC #829186
ASSOC #829183
ASSOC #829288
ASSOC #829584
ASSOC #830727
ASSOC #829927
ASSOC #830996
ASSOC #831059
ASSOC #832575
ASSOC #832054
ASSOC #832198
ASSOC #832229
ASSOC #833306
ASSOC #833364
ASSOC #833537
ASSOC #835298
ASSOC #834625
ASSOC #834636
ASSOC #836069
ASSOC #835334
ASSOC #835742
ASSOC #836617
ASSOC #837236
ASSOC #837345
ASSOC #837528
ASSOC #838243
ASSOC #838569
ASSOC #839195
ASSOC #839233
ASSOC #840579
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
03/01/2008
PAYDOWN
3,798
3,798
3,736
3,798
3,798
40
12/01/2034
1
03/01/2008
PAYDOWN
10,912
10,912
11,021
10,913
(1)
(1)
10,912
101
10/01/2019
1
03/01/2008
PAYDOWN
5,979
5,979
6,017
5,980
(1)
(1)
5,979
62
05/01/2020
1
03/01/2008
PAYDOWN
2,463
2,463
2,423
2,462
1
1
2,463
22
12/01/2034
1
03/01/2008
PAYDOWN
3,733
3,733
3,672
3,733
3,733
34
12/01/2034
1
03/01/2008
PAYDOWN
252,751
252,751
250,145
252,736
252,751
2,680
03/01/2035
1
03/01/2008
PAYDOWN
1,325
1,325
1,303
1,324
1,325
13
01/01/2035
1
03/01/2008
PAYDOWN
7,138
7,138
7,021
7,138
1
1
7,138
59
03/01/2035
1
03/01/2008
PAYDOWN
3,618
3,618
3,448
3,616
2
2
3,618
32
11/01/2034
1
03/01/2008
PAYDOWN
10,877
10,877
10,699
10,877
10,877
52
05/01/2035
1
03/01/2008
PAYDOWN
1,384
1,384
1,372
1,384
1,384
13
05/01/2020
1
03/01/2008
PAYDOWN
434
434
414
434
434
4
02/01/2035
1
03/01/2008
PAYDOWN
3,603
3,603
3,544
3,603
3,603
23
08/01/2034
1
03/01/2008
PAYDOWN
74,998
74,998
73,768
74,987
74,998
623
01/01/2035
1
03/01/2008
PAYDOWN
1,214
1,214
1,156
1,213
1,214
7
12/01/2034
1
03/01/2008
PAYDOWN
286
286
277
286
286
2
02/01/2035
1
03/01/2008
PAYDOWN
4,901
4,901
4,817
4,901
4,901
45
05/01/2035
1
03/01/2008
PAYDOWN
3,851
3,851
3,786
3,851
3,851
35
04/01/2035
1
03/01/2008
PAYDOWN
20,661
20,661
20,309
20,654
7
7
20,661
158
02/01/2035
1
03/01/2008
PAYDOWN
7,716
7,716
7,590
7,715
1
1
7,716
90
03/01/2035
1
03/01/2008
PAYDOWN
1,672
1,672
1,644
1,671
1,672
14
02/01/2035
1
03/01/2008
PAYDOWN
30,596
30,596
30,787
30,601
(5)
(5)
30,596
346
04/01/2020
1
03/01/2008
PAYDOWN
4,425
4,425
4,217
4,424
1
1
4,425
37
03/01/2035
1
03/01/2008
PAYDOWN
1,245
1,245
1,187
1,245
1,245
8
02/01/2035
1
03/01/2008
PAYDOWN
5,986
5,986
6,046
5,988
(1)
(1)
5,986
77
06/01/2020
1
03/01/2008
PAYDOWN
17,951
17,951
17,645
17,949
2
2
17,951
165
08/01/2034
1
03/01/2008
PAYDOWN
6,607
6,607
6,296
6,606
1
1
6,607
38
04/01/2035
1
03/01/2008
PAYDOWN
13,745
13,745
13,882
13,746
(1)
(1)
13,745
68
06/01/2020
1
03/01/2008
PAYDOWN
20,964
20,964
19,977
20,956
8
8
20,964
175
01/01/2035
1
03/01/2008
PAYDOWN
4,289
4,289
4,252
4,287
1
1
4,289
39
05/01/2020
1
03/01/2008
PAYDOWN
3,772
3,772
3,595
3,770
2
2
3,772
38
06/01/2035
1
03/01/2008
PAYDOWN
137,098
137,098
134,345
137,089
9
9
137,098
1,256
04/01/2035
1
03/01/2008
PAYDOWN
21,376
21,376
21,194
21,373
3
3
21,376
177
07/01/2020
1
16
11
16
11
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31407T-6Y-1
31407T-T8-3
31407T-X8-8
31407V-XJ-9
31407W-H8-9
31407X-DL-2
31407X-V3-2
31407Y-VK-2
31408C-A5-5
31408C-CJ-3
31408F-FL-8
E05.8
31409J-J2-7
31410A-BP-0
31410E-HL-5
31410G-RJ-4
31410Q-FG-1
31410Q-KH-3
31410Q-ML-2
31410R-CH-0
31410V-BD-1
31410X-3D-6
31411A-KG-9
31411A-SZ-9
31411C-KU-4
31411C-PR-6
31411E-MA-2
31411E-ZB-6
31411F-K2-9
31411G-HE-5
31411H-R3-6
31411K-R3-9
31411K-V6-7
31411K-YA-5
Description
ASSOC #840687
ASSOC #840375
ASSOC #840503
ASSOC #842281
ASSOC #842755
ASSOC #843507
ASSOC #844034
ASSOC #844918
ASSOC #847028
ASSOC #847073
ASSOC #849871
ASSOC #872481
ASSOC #883046
ASSOC #886835
ASSOC #888889
ASSOC #893967
ASSOC #894096
ASSOC #894163
ASSOC #894772
ASSOC #898336
ASSOC #900896
ASSOC #902195
ASSOC #902436
ASSOC #904007
ASSOC #904132
ASSOC #905853
ASSOC #906238
ASSOC #906713
ASSOC #907529
ASSOC #908706
ASSOC #910506
ASSOC #910637
ASSOC #910705
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
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)
03/01/2008
PAYDOWN
411
411
391
411
03/01/2008
PAYDOWN
85,307
85,307
81,288
85,236
03/01/2008
PAYDOWN
533
533
508
533
03/01/2008
PAYDOWN
889
889
847
888
03/01/2008
PAYDOWN
6,240
6,240
5,947
6,237
03/01/2008
PAYDOWN
2,840
2,840
2,868
2,840
03/01/2008
PAYDOWN
21,282
21,282
21,101
21,279
4
03/01/2008
PAYDOWN
17,723
17,723
17,572
17,721
1
03/01/2008
PAYDOWN
616
616
622
616
03/01/2008
PAYDOWN
243,330
243,330
245,764
243,389
(58)
03/01/2008
PAYDOWN
21,801
21,801
22,019
21,805
(4)
03/01/2008
PAYDOWN
2,217
2,217
2,144
2,216
1
1
03/01/2008
PAYDOWN
13,056
13,056
12,627
13,043
13
13
03/01/2008
PAYDOWN
318
318
308
318
03/01/2008
PAYDOWN
77,258
77,258
76,099
77,237
03/01/2008
PAYDOWN
187
187
181
03/01/2008
PAYDOWN
241
241
03/01/2008
PAYDOWN
35,322
03/01/2008
PAYDOWN
38,218
03/01/2008
PAYDOWN
3,952
3,952
3,910
3,951
03/01/2008
PAYDOWN
36,349
36,349
35,963
36,344
03/01/2008
PAYDOWN
173
173
167
173
03/01/2008
PAYDOWN
23,707
23,707
22,928
23,699
03/01/2008
PAYDOWN
339
339
328
339
03/01/2008
PAYDOWN
2,488
2,488
2,406
2,487
1
03/01/2008
PAYDOWN
31,282
31,282
30,950
31,277
03/01/2008
PAYDOWN
1,372
1,372
1,327
03/01/2008
PAYDOWN
95,866
95,866
03/01/2008
PAYDOWN
79,373
03/01/2008
PAYDOWN
75,408
03/01/2008
PAYDOWN
03/01/2008
03/01/2008
71
17
71
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
411
3
04/01/2035
1
85,307
563
08/01/2035
1
533
5
05/01/2035
1
889
7
03/01/2035
1
6,240
64
05/01/2035
1
2,840
26
07/01/2020
1
4
21,282
147
07/01/2020
1
1
17,723
104
09/01/2020
1
616
7
07/01/2020
1
(58)
243,330
3,278
03/01/2020
1
(4)
21,801
227
08/01/2020
1
2,217
18
12/01/2035
1
13,056
109
03/01/2036
1
318
2
01/01/2036
1
77,258
593
01/01/2018
1
187
187
2
04/01/2036
1
233
241
241
2
07/01/2036
1
35,322
34,946
35,316
6
6
35,322
407
06/01/2036
1
38,218
37,812
38,211
6
6
38,218
414
08/01/2036
1
3,952
37
10/01/2036
1
5
5
36,349
434
10/01/2036
1
173
1
08/01/2036
1
23,707
282
05/01/2036
1
339
3
12/01/2035
1
1
2,488
28
08/01/2036
1
5
5
31,282
347
09/01/2036
1
1,371
1
1
1,372
13
09/01/2036
1
92,713
95,754
112
112
95,866
1,034
05/01/2036
1
79,373
76,762
79,344
29
29
79,373
979
10/01/2036
1
75,408
74,607
75,385
23
23
75,408
690
09/01/2036
1
80,142
80,142
79,291
80,122
20
20
80,142
870
11/01/2036
1
PAYDOWN
3,638
3,638
3,519
3,638
1
1
3,638
31
11/01/2036
1
PAYDOWN
174
174
168
174
174
1
01/01/2037
1
3
20
9
3
20
9
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31411N-5F-0
31411N-YC-5
31411Y-NU-3
31412B-J5-2
383739-LC-1
38373M-AW-0
38373M-BY-5
44706P-AD-1
450745-AY-0
45129Y-CQ-7
49130P-TX-2
520024-AA-8
E05.9
520024-AB-6
60535M-A4-1
60636X-E2-5
60636X-MH-3
646139-AJ-4
647200-GZ-1
649837-M4-0
64983U-T2-6
64986M-YS-8
682747-CG-3
796253-VL-3
798136-NT-0
850263-AB-0
91755N-SV-8
939782-LP-1
979903-CE-9
3199999 00103R-BA-3
02209S-AA-1
03061N-HX-0
054937-AE-7
06423E-PM-1
12628L-AA-8
12668B-EG-4
126694-VM-7
Description
ASSOC #912646
ASSOC #912507
ASSOC #918503
ASSOC #920184
01 10 PD
01 44 C
02 35 C
HUNTSVILLE AL HEALTH CARE
AUTH
IBERIA HOME MTG AUTH LA
SINGLE
IDAHO HSG & FIN ASSN
KENTUCKY HSG CORP HSG REV
LAWRENCE IN MULTIFAMILY
REV
LAWRENCE IN MULTIFAMILY
REV
MISSISSIPPI HOME CORP
SINGLE FAM
MISSOURI ST HSG DEV COMMN
SING
MISSOURI ST HSG DEV COMMN
SFM
NEW JERSEY ST TPK AUTH
TPK REV
NEW MEXICO MTG FIN AUTH
NEW YORK ST DORM AUTH
REVS
NEW YORK ST DORM AUTH
REVS
NEW YORK ST HSG FIN AGY
REV
ONONDAGA CNTY NY INDL DEV
AGY
SAN ANTONIO TX ELEC & GAS
REV
SAN JOSE CALIF ARPT REV
SPRINGDALE AR RESIDENTIAL
HSG
UTAH ST HSG FIN AGY
WASHINGTON ST HSG FIN
COMMN
WOODRIDGE IL MULTIFAMILY
REV
Bonds - Special Revenues
AESOP FUNDING II LLC 03
4A A2
ALTRIA GROUP INC
AMERICREDIT AUTO RECV TR
05 AX A4
BRANCH BANKING & TRUST CO
BANK ONE NA ILLINOIS
CSAB MTG BACKED TR 06-4
A1A
COUNTRYWIDE ALT LN TR 05
85CB 2A2
COUNTRYWIDE HOME LOANS 05
HY10 3A1A
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
03/01/2008
PAYDOWN
3,062
3,062
2,961
3,061
1
1
3,062
26
12/01/2036
1
03/01/2008
PAYDOWN
2,969
2,969
2,872
2,969
1
1
2,969
25
12/01/2036
1
03/01/2008
PAYDOWN
102,898
102,898
98,389
102,842
56
56
102,898
1,137
02/01/2037
1
03/01/2008
PAYDOWN
3,625
3,625
3,505
3,625
3,625
31
07/01/2036
1
03/01/2008
PAYDOWN
68,469
68,469
68,427
68,468
2
2
68,469
799
03/01/2010
1
03/01/2008
PAYDOWN
166,442
166,442
166,442
166,442
166,442
1,850
02/01/2011
1
03/01/2008
114,066
114,066
113,864
114,058
114,066
1,045
11/01/2009
1
03/01/2008
PAYDOWN
at 100.000
1,000,000
1,000,000
1,055,240
1,003,326
(3,219)
(3,219)
1,000,107
12,778
03/03/2008
1FE
01/01/2008
01/01/2008
01/01/2008
5,000
30,000
25,000
5,000
30,000
25,000
5,431
30,000
26,391
5,000
30,000
25,012
(12)
(12)
5,000
30,000
25,000
184
818
625
01/01/2011
07/01/2023
07/01/2030
1FE
1FE
1FE
01/01/2008
250,000
250,000
255,675
250,000
250,000
6,438
01/01/2008
1FE
01/01/2008
MATURITY
55,000
55,000
53,831
55,000
55,000
1,389
01/01/2008
1FE
03/01/2008
20,000
20,000
21,618
20,036
(36)
(36)
20,000
3
06/01/2036
1FE
03/01/2008
10,000
10,000
10,438
10,005
(5)
(5)
10,000
254
03/01/2038
1FE
03/01/2008
20,000
20,000
21,830
20,032
(32)
(32)
20,000
174
09/01/2034
1FE
01/01/2008
01/01/2008
MATURITY
5,000
40,000
5,000
40,000
5,165
43,620
5,000
40,018
(18)
5,000
40,000
144
1,170
01/01/2008
01/01/2037
1
1FE
02/01/2008
at 101.000
5,000
5,000
5,193
4,996
4
4
5,000
02/15/2008
45,450
45,000
50,102
45,593
455
455
46,048
02/15/2008
5,000
5,000
5,000
5,000
02/01/2008
25,000
25,000
26,507
25,021
(21)
02/01/2008
01/24/2008
MATURITY
LEHMAN BROTHERS
1,000,000
1,000,000
1,000,000
1,000,000
1,114,360
994,947
1,002,388
995,301
03/01/2008
01/01/2008
3,324
5,000
3,324
5,000
3,507
5,000
3,326
5,000
01/01/2008
03/03/2008
CALLED BY ISSUER at
105.000
03/20/2008
03/05/2008
PAYDOWN
TENDER OFFER
03/06/2008
03/13/2008
01/15/2008
8
(18)
8
(107)
(107)
119
08/01/2014
1FE
1,283
08/15/2009
1FE
5,000
208
02/15/2017
1FE
(21)
25,000
625
02/01/2015
1FE
(2,388)
(58)
(2,388)
(58)
1,000,000
995,244
26,250
5,104
02/01/2008
06/01/2034
1FE
1FE
(2)
(2)
3,324
5,000
51
144
09/01/2011
07/01/2013
1FE
1FE
(598)
4,756
(598)
4,756
15,000
15,000
15,734
15,008
(8)
(8)
15,000
446
07/01/2018
1FE
472,500
13,780,866
450,000
13,757,916
462,222
13,865,782
453,845
10,637,037
(208)
(4,086)
(208)
(4,086)
453,636
13,757,661
18,864
23,205
18,864
23,205
5,014
147,073
12/20/2032
XXX
1FE
XXX
250,000
1,219,365
250,000
1,050,000
243,386
1,140,521
249,702
1,121,256
298
(1,847)
298
(1,847)
250,000
1,119,409
99,956
99,956
1,788
37,829
08/20/2008
11/04/2013
1FE
2FE
PAYDOWN
LEHMAN BROTHERS
MATURITY
150,427
281,511
995,000
150,427
300,000
995,000
147,152
285,816
1,000,916
150,245
289,226
995,059
182
231
(59)
182
231
(59)
150,427
289,457
995,000
(7,946)
(7,946)
1,129
3,683
18,408
02/06/2009
12/23/2015
01/15/2008
1FE
1FE
1FE
03/01/2008
PAYDOWN
195,565
195,565
195,565
195,565
195,565
1,929
11/01/2008
1FE
03/01/2008
PAYDOWN
280,439
280,439
280,385
280,438
1
1
280,439
2,571
03/01/2013
1FE
03/01/2008
PAYDOWN
54,468
54,468
54,468
54,468
54,468
445
11/01/2012
1FE
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
126694-WE-4
12669G-HY-0
12669G-NL-1
17307G-6K-9
17307G-JX-7
337366-AB-4
36158Y-EK-1
36185M-BJ-0
41283A-BP-3
45254N-ML-8
524908-CV-0
E05.10
575800-AA-5
576433-A7-1
59020U-2H-7
59020U-NZ-4
59020U-QC-2
59020U-TB-1
590219-AE-1
59025G-AA-9
61746W-GB-0
61746W-HF-0
61913P-AP-7
61913P-AR-3
63936X-AD-6
655356-JF-1
706451-AA-9
724477-AF-1
81744F-EV-5
81744F-FJ-1
81744F-FY-8
81744F-GM-3
84474Y-AA-4
87244H-AF-2
929274-AD-0
94983R-AD-6
94983V-AF-2
Description
HYB1 1A1
29 1A1
7 1A1
CITIGROUP MTG LN TR INC
06 AR2 1A1
CITIGROUP MTG LN TR INC
04 HYB3 1A
FIRST UNION CHASE COMM
MTG 99 C2 A2
GE CAPITAL COMM MTG SVCS
02 1A A2
GMAC MTG CORP LN TR 05
AR6 2A1
HARLEY DAVIDSON
MOTORCYCLE TR 04 3 A2
IMPAC CMB TR 05 1 1A1
LEHMAN BROTHERS HOLDINGS
INC
MASSACHUSETTS RRB SPECIAL
PURP 01 1 A
MASTER ADJ RATE MTG TR 05
6 5A1
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
MORGAN STANLEY DWC I 01
TOP1 A4
MORGAN STANLEY DWC I 01
TOP3 A4
MORTGAGEIT TRUST 05 1 1A1
MORTGAGEIT TRUST 05 1 2A
NAVISTAR FINANCIAL CORP
OWNER 03 B A4
NOMURA ASSET SECS CORP 98
D6 A1B
PEMEX PROJECT FUNDING
MASTER TR
PITNEY BOWES CREDIT CORP
SEQUOIA MORTGAGE TRUST 04
10 A2
11 A1
12 A1
1 A1
SOUTHWEST AIRLINES CO
TIAA GLOBAL MARKETS
WFS FINANCIAL OWNER TR 04
2 A4
WELLS FARGO MTG BKD SECS
TR 06 AR5 2A1
WELLS FARGO MTG BKD SECS
TR 06 AR8 2A1
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
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)
13
17
03/01/2008
PAYDOWN
174,725
174,725
173,688
174,712
174,725
1,530
07/01/2011
1FE
03/25/2008
PAYDOWN
5,304
5,304
5,304
5,304
5,304
35
01/25/2035
1FE
03/25/2008
PAYDOWN
19,211
19,211
19,211
19,211
19,211
142
04/25/2008
1FE
03/01/2008
PAYDOWN
131,902
131,902
131,665
131,900
131,902
1,453
12/01/2011
1FE
03/01/2008
PAYDOWN
98,371
98,371
97,080
98,371
98,371
893
10/01/2009
1FE
03/01/2008
PAYDOWN
22,236
22,236
24,164
22,266
(30)
(30)
22,236
199
04/01/2009
1FE
03/01/2008
PAYDOWN
25,364
25,364
25,821
25,392
(28)
(28)
25,364
265
12/01/2010
1FE
03/01/2008
PAYDOWN
72,749
72,749
72,613
72,749
1
1
72,749
791
11/01/2014
1FE
03/15/2008
03/25/2008
PAYDOWN
PAYDOWN
46,669
20,285
46,669
20,285
44,938
20,285
46,531
20,285
138
138
46,669
20,285
252
132
02/15/2009
09/25/2016
1FE
1FE
02/01/2008
MATURITY
750,000
750,000
847,060
751,835
(1,835)
(1,835)
750,000
26,250
02/01/2008
1FE
03/01/2008
PAYDOWN
7,275
7,275
7,836
7,289
(15)
(15)
7,275
119
03/01/2013
1FE
03/01/2008
PAYDOWN
47,400
47,400
47,093
47,395
6
6
47,400
388
05/01/2016
1FE
03/01/2008
PAYDOWN
105,191
105,191
104,550
105,178
13
13
105,191
1,062
11/01/2012
1FE
03/25/2008
PAYDOWN
30,352
30,352
30,362
30,353
30,352
210
09/25/2008
1FE
03/01/2008
PAYDOWN
117,101
117,101
115,985
117,101
117,101
1,019
12/01/2010
1FE
03/25/2008
PAYDOWN
31,720
31,720
31,720
31,720
31,720
185
11/25/2008
1FE
03/01/2008
PAYDOWN
137,266
137,266
136,265
134,884
13
13
137,266
1,301
05/01/2014
1FE
03/01/2008
PAYDOWN
114,070
114,070
112,835
114,042
28
28
114,070
1,084
11/01/2011
1FE
03/01/2008
PAYDOWN
3,846
3,846
4,207
3,852
(6)
(6)
3,846
39
01/01/2011
1FE
03/01/2008
03/25/2008
03/01/2008
PAYDOWN
PAYDOWN
PAYDOWN
13,042
34,061
37,087
13,042
34,061
37,087
14,028
34,093
36,577
13,060
34,069
37,069
(18)
(8)
18
(18)
(8)
18
13,042
34,061
37,087
144
238
251
06/01/2011
08/25/2017
02/01/2010
1FE
1FE
1FE
03/15/2008
PAYDOWN
464,897
464,897
464,785
464,897
464,897
3,390
03/15/2008
1FE
03/11/2008
PAYDOWN
66,451
66,451
74,617
66,667
(216)
(216)
66,451
711
04/11/2009
1FE
02/15/2008
02/15/2008
MATURITY
MATURITY
375,000
500,000
375,000
500,000
410,625
579,105
375,968
501,862
(968)
(1,862)
(968)
(1,862)
375,000
500,000
15,938
21,563
02/15/2008
02/15/2008
2FE
1FE
03/20/2008
PAYDOWN
20,823
20,823
20,823
20,823
20,823
131
01/20/2009
1FE
03/20/2008
PAYDOWN
13,808
13,808
13,808
13,808
13,808
100
07/20/2009
1FE
03/20/2008
PAYDOWN
20,485
20,485
20,490
20,485
(1)
(1)
20,485
179
04/20/2009
1FE
03/20/2008
02/01/2008
01/22/2008
PAYDOWN
MATURITY
31,061
15,850
600,000
31,061
15,850
600,000
30,962
15,850
599,370
29,078
15,850
599,992
7
7
8
8
31,061
15,850
600,000
193
320
11,625
06/20/2009
08/01/2022
01/22/2008
1FE
1FE
1FE
03/20/2008
PAYDOWN
106,506
106,506
106,409
106,180
325
325
106,506
624
04/20/2008
1FE
03/01/2008
PAYDOWN
115,914
115,914
115,547
115,910
4
4
115,914
1,088
02/01/2012
1FE
03/01/2008
PAYDOWN
112,693
112,693
111,645
112,681
12
12
112,693
1,061
11/01/2011
1FE
2
13
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
2
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
4599999 6099997 6099999 6599999 55262C-1#-7
6799999 02209S-10-3
30231G-10-2
369604-10-3
526057-10-4
532457-10-8
713448-10-8
852061-10-0
6899999 -
E05.11
78462F-10-3
863307-10-4
922908-63-7
7099999 7299997 7299999 7399999 -
F
o
r
e
i
g
Disposal
Description
n
Date
Name of Purchaser
Bonds - Industrial and Miscellaneous
Bonds - Part 4
Total - Bonds
Total - Preferred Stocks
MBIA INC
01/24/2008 LEHMAN BROTHERS
Common Stocks - Banks, Trust and Insurance Companies
ALTRIA GROUP INC
03/31/2008 RETURN OF CAPITAL
EXXON MOBIL CORPORATION
03/18/2008 VARIOUS
GENERAL ELECTRIC COMPANY
03/26/2008 MERRILL LYNCH
LENNAR CORPORATION CLASS
A
02/01/2008 UBS WARBURG
LILLY (ELI) & COMPANY
03/27/2008 CLSA
PEPSICO INC
01/04/2008 SANFORD BERNSTEIN
SPRINT NEXTEL CORPORATION
03/19/2008 CLSA
Common Stocks - Industrial and Miscellaneous
S & P 500 DEPOSITARY
RECEIPTS
03/31/2008 CLSA
STREETTRACKS GOLD TRUST
03/14/2008 CLSA
VANGUARD LARGE-CAP VIPERS
03/06/2008 VARIOUS
Common Stocks - Mutual Funds
Common Stocks - Part 4
Total - Common Stocks
Total - Preferred and Common Stocks
Number of
Shares of
Stock
Consideration
7,915,491
27,973,441
27,973,441
48,200.000
8,600.000
19,200.000
724,565
724,565
937,082
742,954
712,478
Par Value
7,764,615
27,749,482
27,749,482
XXX
XXX
Prior Year
Book/Adjusted
Carrying
Actual Cost
Value
8,049,625
7,824,726
28,573,188
24,724,684
28,573,188
24,724,684
741,541
741,541
937,082
628,588
690,114
626,854
626,854
937,082
805,734
711,744
(177,146)
(21,630)
227,203
181,526
166,980
330,876
3,361,145
12,700.000
3,400.000
2,200.000
25,200.000
258,883
171,630
166,104
143,364
3,132,495
XXX
199,285
192,048
144,008
490,649
3,281,774
1,900.000
2,200.000
19,900.000
251,003
216,718
1,189,071
1,656,792
5,513,852
5,513,852
5,513,852
XXX
XXX
XXX
XXX
279,979
172,326
1,302,245
1,754,550
5,777,865
5,777,865
5,777,865
33,487,293
XXX
34,351,053
7499999 Totals
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
Unrealized
Valuation
Increase/
(Decrease)
.
12
13
14
16
17
18
19
20
22
Maturity
Date
XXX
XXX
XXX
XXX
NAIC
Designation
or
Market
Indicator
(a)
XXX
XXX
XXX
XXX
L
XXX
L
L
L
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.
(5,591)
(5,591)
(22,474)
(22,474)
(22,474)
(22,474)
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
7,823,482
92,009
27,831,266
142,175
27,831,266
142,175
Total Gain
(Loss) on
Disposal
92,009
142,175
142,175
Bond
Interest/Stock
Dividends
Received
During Year
162,686
500,174
500,174
(16,976)
(16,976)
(16,976)
(16,976)
11,900
11,900
(177,146)
(21,630)
741,541
741,541
937,082
628,588
690,114
114,366
22,364
114,366
22,364
3,010
5,952
(27,918)
10,522
(22,972)
159,773
(79,371)
(27,918)
10,522
(22,972)
159,773
(79,371)
199,285
192,048
144,008
490,649
3,281,774
59,598
(20,418)
22,096
(347,285)
(149,279)
59,598
(20,418)
22,096
(347,285)
(149,279)
277,799
181,412
1,182,600
1,641,811
5,629,810
5,629,810
5,629,810
2,180
(9,086)
5,355
(1,551)
(80,922)
(80,922)
(80,922)
2,180
(9,086)
5,355
(1,551)
(80,922)
(80,922)
(80,922)
279,979
172,326
1,302,245
1,754,550
5,777,865
5,777,865
5,777,865
(28,976)
44,392
(113,173)
(97,758)
(264,013)
(264,013)
(264,013)
(28,976)
44,392
(113,173)
(97,758)
(264,013)
(264,013)
(264,013)
30,354,493
(80,922)
(103,395)
33,609,131
(121,838)
(121,838)
(22,474)
21
XXX
XXX
L
L
L
L
XXX
1,473
24,758
24,758
24,758
XXX
XXX
XXX
XXX
L
L
L
XXX
XXX
XXX
XXX
524,932
XXX
XXX
1,598
825
11,385
1,473
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, NEW YORK
STATE STREET BANK
LONDON, ENGLAND
BROWN BROTHERS HARRIMAN
NEW YORK, NEW YORK
BANK OF SAN JOSE
SAN JOSE, CALIFORNIA
BARCLAYS BANK
LONDON, ENGLAND
JP MORGAN CHASE
CHICAGO, ILLINOIS
JP MORGAN CHASE MONEY MARKET FUND
CHICAGO, ILLINOIS
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
Amount of
Interest
Received
During
Current
Quarter
126,107
30,458
5
Amount of
Interest
Accrued at
Current
Statement
Date
123,029
XXX
XXX
XXX
XXX
279,594
XXX
XXX
XXX
XXX
XXX
XXX
279,594
XXX
279,594
E08
Book Balance at End of Each
Month During Current Quarter
6
7
8
9
*
First Month
Second Month Third Month
7,334,293
27,922,542
18,670,805 XXX
3,492
3,771
(266) XXX
9,781,883
10,813
23,028 XXX
58,922
58,922
57,851 XXX
9,371,315
9,371,315
10,478,073 XXX
(3,179,394)
(6,972,662)
7,696,509 XXX
29,493,716
33,042,603
72,693 XXX
52,864,227
63,437,304
52,864,227
63,437,304
52,864,227
63,437,304
XXX
XXX
36,998,693 XXX
36,998,693 XXX
XXX
36,998,693 XXX
SCHEDULE E - PART 2 - CASH EQUIVALENTS
1
2
Description
Code
FEDERAL HOME LOAN BANK 04/03/2008
FEDERAL HOME LOAN BANK 04/16/2008
FEDERAL HOME LOAN MTG CORP 04/04/2008
FANNIE DISCOUNT NOTE 05/14/2008
0199999 - U.S. Governments - Issuer Obligations
0399999 - Total - U.S. Government Bonds
GENERAL ELECTRIC CAPITAL CORP 05/14/20
3999999 - Industrial and Miscellaneous - Issuer Obligations
4599999 - Total - Industrial and Miscellaneous Bonds
5499999 - Total - Issuer Obligations
5599999 - Total - Single Class Mortgaged-Backed/Asset-Backed Securities
5699999 - Total - Defined Multi-Class Residential Mortgage-Backed Securities
5799999 - Total - Other Multi-Class Residential Mortgage-Backed Securities
5899999 - Total - Defined Multi-Class Commercial Mortgage-Backed Securities
5999999 - Other Multi-Class Commercial Mortgage Backed/Asset-Backed Securities
6099999 - Total - Bonds
3
Date
Acquired
03/12/2008
02/26/2008
02/19/2008
02/15/2008
02/14/2008
Show Investments Owned End of Current Quarter
4
5
Rate of
Maturity
Interest
Date
2.303
04/03/2008
2.750
04/16/2008
2.734
04/04/2008
2.728
05/14/2008
2.875
05/14/2008
6
Book/Adjusted
Carrying Value
7
Amount of Interest
Due & Accrued
8
Amount Received
During Year
1,089
1,089
1,089
1,089
5,111
3,996
25,433
8,657
43,197
43,197
1,089
1,089
1,089
44,286
16,277,867
1,089
44,286
16,277,867
1,089
44,286
E09
3,999,489
1,498,288
7,998,183
2,491,908
15,987,867
15,987,867
290,000
290,000
290,000
16,277,867
8799999 Totals

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