Q1 - Navigators Insurance Company

Transcription

*42307200720100101*
PROPERTY AND CASUALTY COMPANIES —ASSOCIATION EDITION
QUARTERLY STATEMENT
AS OF MARCH 31, 2007
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
Mary Elizabeth Lynn
914-933-6054
(Name)
(Area Code) (Telephone Number) (Extension)
mlynn@navg.com
914-933-6072
(E-Mail Address)
(Fax Number)
Policyowner Relations Contact
Rye Brook, NY 10573
914-934-8999
(Street and Number)
(Area Code) (Telephone Number) (Extension)
OFFICERS
Name
Stanley Adam Galanski
Elliot Scott Orol
,
,
Title
President & CEO
Senior Vice President & Secretary
Richard Scott Eisdorfer
Bradley Dale Wiley
Callum McIntosh Duncan
Daniel Paul Reale
Christopher Mohr Steinbach
,
,
,
,
,
Senior Vice President
Vice President
Vice President
Vice President
Name
Paul John Malvasio
Salvatore Alfred Margarella
,
,
Title
Executive Vice President & CFO
Vice President & Treasurer
,
,
,
,
,
Vice President
Vice President
Vice President
Vice President
OTHER OFFICERS
Jane Ellen Keller
Paul Francis Clayden
Ramona Lucinda Eiseman
Jeff Lyle Saunders
Charles Derek Valentine
DIRECTORS OR TRUSTEES
Michael Louis Civisca
John Wayne Jones
Gregory Donald Olson
State of
New York
County of
New York
Terence Norman Deeks (Chairman)
Noel Higgitt
Jane Ellen Keller
Richard Charles Fitzgerald Rea
Christopher Carmine Duca
Christopher Alban Johnson
Paul John Malvasio
Jeff Lyle Saunders
Richard Scott Eisdorfer
Russell John Johnson
Bradley Dale Wiley
ss
The officers of this reporting entity being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting period stated
above, all of the herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and
that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and
liabilities and of the condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended,
and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual except to the extent that: (1) state
law may differ; or, (2) that state rules or regulations require differences in reporting not related to accounting practices and procedures, according to the best of their
information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the described officers also includes the related corresponding electronic filing with
the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed statement. The electronic filing may be requested by
various regulators in lieu of or in addition to the enclosed statement.
President & CEO
Elliot Scott Orol
Senior Vice President & Secretary
Vice President & Treasurer
a. Is this an original filing?
Subscribed and sworn to before me this
day of
May, 2007
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, 2007 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
1,030,657,647
1,030,657,647
977,497,983
152,469,564
0
152,469,564
0
144,058,049
0
0
0
0
0
0
0
0
1,375,479
1,375,479
0
39,892,214
39,892,214
83,843,073
0
0
0
0
1,224,394,904
0
0
0
0
1,205,399,106
0
10,537,439
0
10,524,290
54,119,532
30,220,893
49,120,142
49,120,142
0
36,526,491
0
68,559,787
68,559,787
0
0
0
0
16,956,592
0
797,415
59,239,313
0
0
0
0
18,971,102
0
962,786
0
0
0
0
4,592
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)
31,131,516 ),
8,470,698 )
cash equivalents ($
290,000 )
and short-term investments ($
6. Contract loans, (including $
premium notes)
7. Other invested assets
0
0
0
1,224,394,904
0
0
8. Receivables for securities
9. Aggregate write-ins for invested assets
10. Subtotals, cash and invested assets (Lines 1 to 9)
11. Title plants less $
charged off (for Title insurers
only)
10,537,439
12. Investment income due and accrued
13. Premiums and considerations:
13.1 Uncollected premiums and agents’ balances in the course of
62,546,723
collection
8,427,190
13.2 Deferred premiums, agents’ balances and installments booked but
deferred and not yet due (including $
earned
but unbilled premiums)
13.3 Accrued retrospective premiums
14. Reinsurance:
14.1 Amounts recoverable from reinsurers
14.2 Funds held by or deposited with reinsured companies
14.3 Other amounts receivable under reinsurance contracts
15. Amounts receivable relating to uninsured plans
16.1 Current federal and foreign income tax recoverable and interest thereon
16.2 Net deferred tax asset
39,952,948
22,996,356
2,034,187
1,236,772
2,629,309
2,629,309
1,454,703
1,450,111
0
0
0
0
4,592
1,461,230,141
36,739,737
1,424,490,404
1,361,848,572
1,461,230,141
36,739,737
0
1,424,490,404
0
1,361,848,572
0
0
0
0
0
0
0
0
853,106
597,004
4,592
0
1,454,703
853,106
597,004
0
0
4,592
0
4,592
0
0
4,592
0
4,592
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. Prepaid insurance
2303. Other assets
2399. Totals (Lines 2301 through 2303 plus 2398)(Line 23 above)
2
0
1,450,111
LIABILITIES, SURPLUS AND OTHER FUNDS
1
Current
Statement Date
457,033,572
432,811,347
86,069,539
78,295,288
557,687
1,838,706
5. Other expenses (excluding taxes, licenses and fees)
1,783,815
2,133,353
6. Taxes, licenses and fees (excluding federal and foreign income taxes)
1,442,351
2,657,740
4,336,637
6,651,393
1. Losses (current accident year $
54,282,617 )
2
December 31,
Prior Year
0
2. Reinsurance payable on paid losses and loss adjustment expenses
3. Loss adjustment expenses
4. Commissions payable, contingent commissions and other similar charges
202,401 on realized capital gains (losses))
7.1Current federal and foreign income taxes (including $
0
7.2 Net deferred tax liability
8. Borrowed money $
0
and interest thereon $
9. Unearned premiums (after deducting unearned premiums for ceded reinsurance of $
including warranty reserves of $
135,591,769 and
192,346,988
)
172,111,436
0
10. Advance premium
11. Dividends declared and unpaid:
2,000,000
0
12. Ceded reinsurance premiums payable (net of ceding commissions)
89,866,033
87,373,300
13. Funds held by company under reinsurance treaties
24,575,350
24,547,385
159,885
159,885
17,703,844
17,703,844
11.1 Stockholders
0
11.2 Policyholders
14. Amounts withheld or retained by company for account of others
0
15. Remittances and items not allocated
16. Provision for reinsurance
0
17. Net adjustments in assets and liabilities due to foreign exchange rates
0
18. Drafts outstanding
19. Payable to parent, subsidiaries and affiliates
20. Payable for securities
10,110,765
10,571,400
439,597
179,417
0
21. Liability for amounts held under uninsured plans
22. Capital notes $
0
and interest thereon $
23. Aggregate write-ins for liabilities
24. Total liabilities excluding protected cell liabilities (Lines 1 through 23)
525,829
626,090
888,951,891
837,660,585
888,951,891
837,660,585
0
0
5,000,000
5,000,000
0
25. Protected cell liabilities
26. Total liabilities (Lines 24 and 25)
27. Aggregate write-ins for special surplus funds
28. Common capital stock
0
29. Preferred capital stock
0
0
32. Gross paid in and contributed surplus
361,122,108
361,122,108
33. Unassigned funds (surplus)
169,416,405
158,065,879
30. Aggregate write-ins for other than special surplus funds
0
31. Surplus notes
34. Less treasury stock, at cost:
34.1
shares common (value included in Line 28 $
)
0
34.2
shares preferred (value included in Line 29 $
)
0
35. Surplus as regards policyholders (Lines 27 to 33, less 34)
36. TOTALS
535,538,513
524,187,987
1,424,490,404
1,361,848,572
525,829
626,090
2301. Other payables
0
2302.
2303.
0
0
525,829
626,090
0
0
2799. Totals (Lines 2701 thru 2703 plus 2798) (Line 27 above)
0
0
0
0
0
0
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 $
128,842,669 )
80,031,633 )
86,826,572 )
122,047,730 )
DEDUCTIONS:
2. Losses incurred (current accident year $
55,258,157 ):
2.1 Direct
2.2 Assumed
2.3 Ceded
2.4 Net
3. Loss 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)
202,401
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)
16,618
101,876,939
71,861,515
71,926,276
101,812,178
73,202,030
55,967,952
61,817,908
67,352,073
352,770,673
250,864,407
273,912,423
329,722,657
54,893,392
28,091,117
37,120,847
45,863,661
15,476,283
32,478,262
0
93,818,206
7,993,972
42,794,138
21,713,582
33,009,392
31,498,328
8,455,851
21,853,478
0
61,807,658
0
5,544,415
195,935,364
78,615,848
139,737,348
134,813,864
56,926,553
105,846,914
0
297,587,331
0
32,135,327
12,259,415
375,888
12,635,303
9,235,720
152,527
9,388,247
(9,263)
(9,263)
14,907,363
0
74,945,521
0
20,620,012
6,502,701
14,117,311
14,907,363
6,988,703
7,918,660
74,945,521
29,519,347
45,426,174
524,187,987
14,117,311
356,483,560
7,918,660
0
465,781
0
2,670,065
(645,469)
7,517,949
0
0
0
356,483,560
45,426,174
0
6,156,370
0
7,918,831
(6,818,070)
15,021,122
0
0
0
508,072
(2,000,000)
0
11,350,526
535,538,513
0
0
18,702
Realized foreign exchange gain (loss)
Miscellaneous (loss) income
Interest Expense
(27,964)
0
(9,263)
Summary of remaining write-ins for Line 14 from overflow page
Totals (Lines 1401 thru 1403 plus 1498) (Line 14 above)
0
0
4
0
0
521,659
521,659
20,620,012
109,977
(1,384,835)
0
0
(25,299)
(25,299)
42,441,090
(152,554)
42,288,536
0
0
0
0
0
0
0
0
0
0
0
0
0
17,926,987
374,410,548
100,000,000
0
0
0
0
0
0
167,704,426
524,187,987
0
0
(25,249)
(50)
0
0
(25,299)
0
0
0
0
391,047
130,612
0
0
521,659
0
0
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
219,019 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
89,511,335
13,321,025
(9,263)
102,823,097
30,961,910
0
42,987,030
0
9,019,858
82,968,798
19,854,299
377,490,451
44,758,708
521,659
422,770,818
93,839,697
0
131,601,209
0
24,731,738
250,172,644
172,598,174
37,861,436
4,434,110
0
0
0
55,525
260,180
42,611,251
178,712,356
6,262,451
0
0
0
207,672
377,013
185,559,491
92,029,906
11,847,723
0
1,375,479
0
55,612
105,308,720
0
(62,697,469)
434,053,753
17,811,941
0
0
0
197,409
452,063,103
0
(266,503,612)
0
0
0
0
(1,107,689)
(1,107,689)
(43,950,859)
83,843,073
39,892,214
0
100,000,000
0
0
0
(5,354,602)
94,645,398
739,960
83,103,113
83,843,073
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. September 11 Events – No significant change
21. Other Items – No significant change
22. Events Subsequent – No significant change
23. Reinsurance – No significant change
24. Retrospectively Rated Contracts and Contracts Subject to Redetermination – No significant change
25. Changes in Net Incurred Losses and Loss Adjustment Expenses – No significant change
26. Intercompany Pooling Arrangements – No significant change
27. Structured Settlements – No significant change
28. Heath Care Receivables – No significant change
29. Participating Policies – No significant change
30. Premium Deficiency Reserves - No significant change
31. High Deductibles – No significant change
6
NOTES TO FINANCIAL STATEMENTS
32. Discounting of Liabilities for Unpaid Losses and Loss Adjustment Expenses – No significant change
33. Asbestos/Environmental Reserves – No significant change
34. Subscriber Savings Accounts – No significant change
35. Multiple Peril Crop Insurance – No significant change
6.1
GENERAL INTERROGATORIES
(Responses to these interrogatories should be based on changes that have occurred since the prior year end unless otherwise noted.)
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1
Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of
Domicile, as required by the Model Act?
Yes [ ] No [X]
1.2
If yes, has the report been filed with the domiciliary state?
Yes [ ] No [ ]
2.1
Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the
reporting entity?
Yes [ ] No [X]
2.2
If yes, date of change:
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.
12/31/2000
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).
03/30/2004
6.4
By what department or departments?
New York State Insurance Depatment
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
Yes [ ] No [X]
11.1 Has there been any change in the reporting entity’s own preferred or common stock?
11.2 If yes, explain:
12.1 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 [X] No [ ]
12.2 If yes, give full and complete information relating thereto:
$290,000 is pledged as collateral under a reinsurance agreement
13.
Amount of real estate and mortgages held in other invested assets in Schedule BA:
$
14.
Amount of real estate and mortgages held in short-term investments:
$
15.1
Does the reporting entity have any investments in parent, subsidiaries and affiliates?
15.2
If yes, please complete the following:
Yes [X] No [ ]
1
Prior Year-End
Book/Adjusted
Carrying Value
$
$
$
$
$
$
15.21
15.22
15.23
15.24
15.25
15.26
15.27
Bonds
Preferred Stock
Common Stock
Short-Term Investments
Mortgage Loans on Real Estate
All Other
Total Investment in Parent, Subsidiaries and Affiliates (Subtotal
Lines 15.21 to 15.26)
15.28 Total Investment in Parent included in Lines 15.21 to 15.26 above
$
$
106,772,942
106,772,942
2
Current Quarter
Book/Adjusted
Carrying Value
$
$
$
$
$
$
$
$
107,629,423
107,629,423
16.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB?
Yes [ ] No [X]
16.2 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
17.
Excluding items in Schedule E, real estate, mortgage loans and investments held physically in the reporting entity’s offices, vaults or
safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial
agreement with a qualified bank or trust company in accordance with Part 1 - General, Section IV.H - Custodial or Safekeeping
Agreements of the NAIC Financial Condition Examiners Handbook?
Yes [X] No [ ]
17.1 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
State Street Bank and Trust Company
140 Broadway, New York, NY 10005-1101
One Canada Square, London E14 5AF
17.2 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)
17.3 Have there been any changes, including name changes in the custodian(s) identified in 17.1 during the current quarter?
Yes [ ] No [X]
17.4 If yes, give full and complete information relating thereto:
1
Old Custodian
2
New Custodian
3
Date of Change
4
Reason
17.5 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,
LLC
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
18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Securities Valuation Office been followed?
18.2 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.
Yes [ ] No [X] NA [ ]
If the reporting entity is a member of a pooling arrangement, did the agreement or the reporting entity's participation change?
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
TOTAL
TOTAL DISCOUNT
5
6
Unpaid
LAE
IBNR
4
Unpaid
Losses
0
0
TOTAL
0
8
DISCOUNT TAKEN DURING PERIOD
8
9
10
11
Unpaid
Unpaid
Losses
LAE
IBNR
TOTAL
7
0
0
0
0
0
SCHEDULE A - VERIFICATION
Real Estate
1
2
Prior Year Ended
December 31
Year to Date
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
0
Book/adjusted carrying value, December 31 of prior year
Increase (decrease) by adjustment
Cost of acquired
Cost of additions to and permanent improvements
Total profit (loss) on sales
Increase (decrease) by foreign exchange adjustment
Amount received on sales
Book/adjusted carrying value at end of current period
Total valuation allowance
Subtotal (Lines 8 plus 9)
Total nonadmitted amounts
Statement value, current period (Page 2, real estate lines, Net Admitted Assets column)
0
0
0
0
0
0
0
0
0
0
0
0
1,375,479
1,375,479
1,375,479
1,375,479
SCHEDULE B – VERIFICATION
Mortgage Loans
1
2
Prior Year Ended
December 31
Year to Date
NONE
0
1. Book value/recorded investment excluding accrued interest on mortgages owned, December 31 of prior year
2. Amount loaned during period:
2.1. Actual cost at time of acquisitions
2.2. Additional investment made after acquisitions
3. Accrual of discount and mortgage interest points and commitment fees
4. Increase (decrease) by adjustment
5. Total profit (loss) on sale
6. Amounts paid on account or in full during the period
7. Amortization of premium
8. Increase (decrease) by foreign exchange adjustment
9. Book value/recorded investment excluding accrued interest on mortgages owned at end of current period
10. Total valuation allowance
11. Subtotal (Lines 9 plus 10)
12. Total nonadmitted amounts
13. Statement value of mortgages owned at end of current period (Page 2, mortgage lines, Net Admitted Assets
column)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
SCHEDULE BA – VERIFICATION
Other Invested Assets
1
2
Prior Year Ended
December 31
Year to Date
NONE
0
1. Book/adjusted carrying value of long-term invested assets owned, December 31 of prior year
2. Cost of acquisitions during period:
2.1. Actual cost at time of acquisitions
2.2. Additional investment made after acquisitions
3. Accrual of discount
5. Total profit (loss) on sale
6. Amounts paid on account or in full during the period
7. Amortization of premium
9. Book/adjusted carrying value of long-term invested assets at end of current period
13. Statement value of long-term invested assets at end of current period (Page 2, Line 7, Column 3)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
SCHEDULE D – VERIFICATION
Bonds and Stocks
1
Year to Date
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
Book/adjusted carrying value of bonds and stocks, December 31 of prior year
Cost of bonds and stocks acquired
Accrual of discount
Increase (decrease) by adjustment
Increase (decrease) by foreign exchange adjustment
Total profit (loss) on disposal
Consideration for bonds and stocks disposed of
Amortization of premium
Book/adjusted carrying value, current period
Total valuation allowance
Subtotal (Lines 9 plus 10)
Total nonadmitted amounts
Statement value
:
9
1,121,556,033
103,877,629
275,153
524,689
0
578,376
42,295,546
1,389,123
1,183,127,216
0
1,183,127,216
0
1,183,127,216
2
Prior Year Ended
December 31
851,254,323
451,865,694
1,135,406
7,812,060
0
(299,381)
184,974,761
5,237,308
1,121,556,033
0
1,121,556,033
0
1,121,556,033
SCHEDULE D - PART 1B
Showing the Acquisitions, Dispositions and Non-Trading Activity
During the Current Quarter for all Bonds and Preferred Stock by Rating Class
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
1
Book/Adjusted
Carrying Value
Beginning of
Current 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
943,157,070
119,597,764
68,610,073
2. Class 2
46,538,702
1,564,212
1,585,913
3. Class 3
0
0
4. Class 4
0
5. Class 5
6. Class 6
992,454,894
0
0
943,157,070
446,450
46,963,451
0
0
46,538,702
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
989,695,772
121,161,976
70,195,985
1,039,418,345
0
0
989,695,772
8. Class 1
0
0
0
0
0
0
0
0
7. Total Bonds
(1,689,867)
(1,243,417)
10
PREFERRED STOCK
9. Class 2
0
0
0
0
0
0
0
0
10. Class 3
0
0
0
0
0
0
0
0
11. Class 4
0
0
0
0
0
0
0
0
12. Class 5
0
0
0
0
0
0
0
0
13. Class 6
0
0
0
0
0
0
0
0
14. Total Preferred Stock
0
0
0
0
0
0
0
0
989,695,772
121,161,976
70,195,985
1,039,418,345
0
0
989,695,772
15. Total Bonds and Preferred Stock
(1,243,417)
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
290,000
8299999 Totals
XXX
290,000
5
Paid for Accrued
Interest
Year To Date
0
0
SCHEDULE DA - PART 2- VERIFICATION
Short-Term Investments Owned
1
2
Prior Year Ended
December 31
Year To Date
1. Book/adjusted carrying value, December 31 of prior year
2. Cost of short-term investments acquired
7,941,042
35,258,178
290,000
21,022,138
55,528
197,367
0
0
(3)
5. Total profit (loss) on disposal of short-term investments
6. Consideration received on disposal of short-term investments
7. Book/adjusted carrying value, current period
10,305
7,996,567
48,546,946
290,000
7,941,042
0
0
290,000
7,941,042
0
0
290,000
7,941,042
12. Income collected during period
55,528
386,773
13. Income earned during period
56,029
301,170
11. Statement value (Lines 9 minus 10)
11
Schedule DB - Part F - Section 1
NONE
Schedule DB - Part F - Section 2
NONE
12, 13
SCHEDULE F—CEDED REINSURANCE
1
2
NAIC
Company Code
Federal
ID Number
00000
00000
00000
00000
00000
00000
00000
00000
AA-3190886
AA-1127415
AA-1128488
AA-1128987
AA-3190829
AA-3190686
00-0000000
AA-1120481
Showing all new reinsurers - Current Year to Date
3
Name of Reinsurer
AFFILIATES
US INSURERS
POOLS AND ASSOCIATIONS
ALL OTHER INSURERS
Harbor Point Re Limited
Lloyds Syndicate #2007
Max Re Ltd
Partner Reinsurance Company Ltd
Pool Reinsurance Company
QBE Insurance (Europe) Ltd
Location
Pembroke, England
London, England
London, England
London, England
Hamilton, Bermuda
Prembroke, England
London, England
London, England
14
4
5
Is Insurer
Authorized?
(Yes or No)
No
No
No
No
No
No
No
No
SCHEDULE T - EXHIBIT OF PREMIUMS WRITTEN
1
Is Insurer
Licensed?
(Yes or
No)
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
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
No
Yes
Current Year to Date - Allocated by States and Territories
Direct Premiums Written
Direct Losses Paid (Deducting Salvage)
2
3
4
5
Current Year
To Date
Prior Year
To Date
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
55,923,221
128,842,669
268,167
1,275,142
621,936
500
11,763,646
814,711
102,085
7,751
207,440
1,462,086
131,735
189,538
292,219
4,012,597
745,253
551
351,970
47,714
1,662,072
10,942
333,272
544,810
477,249
1,497,277
141,227
444,110
108,376
2,749
118,967
64,511
3,707,697
69,051
5,715,659
477,697
42,685
414,286
54,391
1,001,634
890,170
46,943
493,163
6,475
79,998
4,190,461
568,522
9,269
249,865
7,054,257
25,000
1,514,412
443
0
0
27,708
270,557
0
0
48,448,901
103,059,845
CN
58. Aggregate Other Alien
OT
59. Totals
5801. Alien(01)
5802.
XXX
XXX
XXX
55,923,221
5803.
5898. Summary of remaining writeins for Line 58 from overflow
page
5899. Totals (Lines 5801 through
5803 plus 5898) (Line 58
above)
XXX
XXX
52
(a)
Current Year
To Date
Prior Year
To Date
36,479,677
44,857,374
274,279,337
562,422,110
8,159,544
3,776,867
2,736,649
30,207
102,363,631
3,426,430
309,716
97,058
146,864
6,862,157
548,872
610,675
104,353
18,509,960
725,210
270,462
224,719
4,120,607
26,286,413
76,479
400,368
1,815,378
2,071,056
6,722,136
4,612,033
1,980,891
41,115
53,846
632,987
86,478
6,035,751
412,229
15,381,030
234,633
16,456
1,003,168
2,293,591
1,377,587
2,267,516
53,450
309,696
7,687
558,938
9,110,904
709,488
7,305
567,189
10,953,394
34,995
2,405,801
14,442
0
68,610
1,207,398
127,586
0
0
289,366,070
542,328,074
48,448,901
36,479,677
10,899,356
274,279,337
289,366,070
0
0
0
0
0
0
55,923,221
48,448,901
36,479,677
10,899,356
274,279,337
289,366,070
22,167
25,268
81,750
No
XXX
Prior Year
To Date
0
132,516
38,000
0
6,743,491
0
900
0
(11,254)
695,714
13,378
13,534
0
614,176
0
0
(276,769)
150,000
373,194
899
0
0
461,576
204,957
163
106,717
0
0
0
0
(50,116)
0
92,237
0
0
396,050
369
61,781
108,126
0
189
0
7,930
1,368,511
(1,500)
0
10,802
718,041
0
42,912
0
0
0
0
130,000
0
0
10,899,356
23,045,882
56. Northern Mariana Islands MP
57. Canada
Current Year
To Date
Direct Losses Unpaid
6
7
(a) Insert the number of yes responses except for Canada and Other Alien.
15
45,240
184,575
4,603,688
34,160
16,203
179,782
6,639
2,189
196,174
62,905
396,815
1,108
32,762
500
36,057
591,943
103,004
45,061
576,868
173,028
4,450
108,552
117,907
10,207
8,323
461
287,912
849
148,700
334,037
67,189
411
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
169,014
187,312
336,681
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
(United Kingdom Corporation)
United Kingdom Branch
13-2771091
Navigators Insurance Services of Texas, Inc.
16
(Texas Corporation)
75-2304692
Navigators Specialty Insurance Company
Navigators Underwriting Agency Ltd.
36056
Navigators Special Risk, Inc.
13-3536448
(Texas Corporation)
76-0657371
Navigators California Insurance Services, Inc.
Millennium Underwriting Ltd.
Navigators Underwriting Ltd.
(California Corporation)
94-3105355
Navigators Insurance Services of Washington, Inc.
(Washington Corporation)
91-1375993
Navigators N.V.
(Belgian Corporation)
Navigators Management (UK) Ltd.
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
Current Year to Date
2
Direct Losses
Incurred
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.
Reinsurance - Nonproportional Assumed Property
31.
Reinsurance - Nonproportional Assumed Liability
32.
Reinsurance - Nonproportional Assumed Financial Lines
33.
Aggregate write-ins for other lines of business
34.
Totals
3301.
3302.
3303.
5,360,883
2,331,555
51,131,060
993,959
27,996,995
229,837
18,901,647
20,183,826
10,588,882
11,770,827
1,237,197
895,901
928,954
639,275
456,960
209,159
2,243,511
669,902
XXX
XXX
XXX
0
101,876,939
XXX
XXX
XXX
XXX
XXX
XXX
0
54,893,392
0
0
4
Prior Year to
Date Direct Loss
Percentage
3
Direct Loss
Percentage
0.0
0.0
0.0
0.0
43.5
0.0
54.8
23.1
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
56.0
58.3
0.0
0.0
0.0
51.7
51.0
22.5
0.0
29.9
0.0
0.0
0.0
0.0
0.0
53.9
0
0
XXX
XXX
XXX
0.0
0.0
0.0
0.0
55.6
0.0
61.0
(7.1)
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
53.0
55.9
0.0
0.0
0.0
55.8
55.1
235.3
0.0
53.4
0.0
0.0
0.0
0.0
0.0
58.5
0.0
0.0
0.0
0.0
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.
Reinsurance - Nonproportional Assumed Property
31.
Reinsurance - Nonproportional Assumed Liability
32.
Reinsurance - Nonproportional Assumed Financial Lines
33.
Aggregate write-ins for other lines of business
34.
Totals
3301.
3302.
3303.
17
2
Current
Year to Date
3
Prior Year
Year to Date
0
0
0
0
9,817,248
0
67,799,613
3,068,613
0
0
0
0
0
0
0
0
23,190,931
18,734,102
0
0
0
1,485,841
1,075,954
1,097,947
0
2,572,422
0
0
0
0
XXX
XXX
XXX
0
128,842,669
0
128,842,669
0
0
0
0
2,907,361
0
65,562,449
748,718
0
0
0
0
0
0
0
0
18,517,907
11,988,584
0
0
0
521,945
377,960
607,382
0
1,827,538
0
0
0
0
XXX
XXX
XXX
0
103,059,845
0
0
0
0
0
0
9,817,248
67,799,613
3,068,613
23,190,931
18,734,102
1,485,841
1,075,954
1,097,947
2,572,422
XXX
XXX
XXX
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
2007 Loss and
LAE Payments on
Claims Reported
as of Prior
Year-End
2007 Loss and
LAE Payments on
Claims
Unreported
as of Prior
Year-End
Total 2007 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. 2004 + Prior
95,361
110,608
205,969
8,423
2,106
10,529
86,938
5,851
96,375
189,164
0
(6,276)
(6,276)
2. 2005
33,409
77,585
110,994
3,245
2,164
5,409
30,164
3,348
71,499
105,011
0
(574)
(574)
128,770
188,193
316,963
11,668
4,270
15,938
117,102
9,199
167,874
294,175
0
(6,850)
(6,850)
33,689
160,455
194,144
4,896
7,345
12,241
28,793
11,997
142,161
182,951
0
1,048
1,048
162,459
348,648
511,107
16,564
11,615
28,179
145,895
21,196
310,035
477,126
0
(5,802)
(5,802)
1,165
1,165
3,620
62,358
65,978
12,780
29,344
24,816
372,393
543,104
3. Subtotals 2005 +
Prior
4. 2006
5. Subtotals 2006 +
Prior
18
6. 2007
7. Totals
8. Prior Year-End’s
Surplus As
Regards
Policyholders
XXX
162,459
524,188
XXX
348,648
XXX
511,107
XXX
16,564
XXX
145,895
XXX
XXX
0
Col. 11, Line 7
As % of Col. 1
Line 7
1.
0.0
XXX
(5,802)
Col. 12, Line 7
As % of Col. 2
Line 7
2.
(5,802)
Col. 13, Line 7
As % of Col. 3
Line 7
(1.7) 3.
(1.1)
Col. 13, Line 7
As a % of Col. 1
Line 8
4.
(1.1)
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.
*42307200749000001*
2.
*42307200745000001*
3.
*42307200736500001*
19
OVERFLOW PAGE FOR WRITE-INS
20
SCHEDULE A - PART 2
Showing All Real Estate ACQUIRED During the Current Quarter
4
5
1
6
7
8
9
Location
2
Description of Property
Condominium
0199999 - Acquired by purchase
3
City
New York
State
New York
Date
Acquired
01/18/2007
Name of Vendor
Actual Cost
1,375,479
1,375,479
Book/Adjusted Carrying
Amount of Encumbrances Value Less Encumbrances
Expended for Additions
and Permanent
Improvements
1,375,479
9999999 - Totals
E01
SCHEDULE A - PART 3
Location
1
2
Description
Of
Property
City
3
State
Showing All Real Estate SOLD during the Current Quarter, Including Payments During the Final Year on “Sales under Contract”
4
5
6
7
8
9
10
11
12
Expended
for Additions,
Permanent
Book/
Improvement
Increase
Adjusted
s and
Book/Adjusted
Increase
(Decrease)
Carrying
Changes
Carrying Value
(Decrease)
by Foreign
Value Less
in
Disposal
Actual
Amounts
Less Encumbrances
by
Exchange
EncumEncumName of Purchaser
Date
Cost
Received
Prior Year
Adjustment Adjustment
brances
brances
NONE
9999999 Totals
13
Foreign
Exchange
Profit
(Loss)
on Sale
14
Realized
Profit (Loss)
on Sale
15
16
17
Total Profit
(Loss) on
Sale
Gross
Income
Earned Less
Interest
Incurred on
Encumbrances
Taxes,
Repairs and
Expenses
Incurred
Schedule B - Part 1
NONE
Schedule B - Part 2
NONE
Schedule BA - Part 1
NONE
Schedule BA - Part 2
NONE
E02, E03
SCHEDULE D - PART 3
1
E04
CUSIP
Identification
3133XH-PH-9
912828-CJ-7
0399999 - Total
373382-4C-1
677519-B8-2
1799999 - Total
152735-MS-2
161681-QQ-7
170016-SA-8
407774-EJ-3
678519-GL-7
736688-FX-5
933407-AZ-1
986523-LR-7
2499999 - Total
31368H-MA-8
31371M-7J-0
31402Y-GE-8
31407K-YB-9
31409J-J2-7
31410A-BP-0
31410E-HL-5
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
31411N-5F-0
31411N-YC-5
31412B-J5-2
485428-CE-4
60636X-E2-5
612130-GU-2
65819G-BK-3
67755C-SR-1
80585T-AL-5
3199999 - Total
059497-AX-5
07388R-AE-7
21079N-AA-9
36962G-W8-3
38141G-EU-4
421915-EJ-4
50180C-AD-2
52517P-N9-8
61532X-AC-0
2
Description
FEDERAL HOME LOAN BANK
UNITED STATES TREASURY NOTES
- Bonds - U.S. Government
GEORGIA ST
OHIO ST
- Bonds - States, Territories and Possessions
CENTRAL BUCKS PA SCH DIST
CHASKA MN INDPT SCH DIST
CHIPPEWA VALLEY MI SCHS
HAMILTON OH CITY SCH DIST
OKLAHOMA CITY OK
PORTLAND OR CMNTY COLLEGE DIST
WALTON CNTY GA
YORK CNTY SC SCH DIST NO 003
- Bonds - Political Subdivisions
FEDERAL NATIONAL MTG ASSOC #190353
KANSAS ST DEV FIN AUTH REV
MISSOURI ST HSG DEV COMMN SING
MONTANA ST HIGHER ED STUDENT
NORTH CAROLINA CAP FACS FIN
OHIO ST BLDG AUTH
SCAGO SC EDL FACS CORP
- Bonds - Special Revenue
BANC OF AMERICA COMM MTG INC 07 1 A4
BEAR STEARNS COMM MTG SECS 07 PW15 A4
CONTINENTAL AIRLINES INC
GENERAL ELECTRIC CAPITAL CORPORATION
GOLDMAN SACHS GROUP INC
HEALTH CARE PROPERTIES INVESTORS INC
LB-UBS COMM MTG TR 06 C7 A3
LEHMAN BROTHERS HOLDINGS
MONUMENTAL GLOBAL FUNDNG
3
Foreign
Show All Long-Term Bonds and Stock Acquired by the Company During the Current Quarter
4
5
6
Date Acquired
03/14/2007
03/02/2007
Name of Vendor
BANK OF AMERICA
BNP PARIBAS
02/20/2007
02/27/2007
STEPHENS & COMPANY
GRIFFIN KUBIK
02/21/2007
02/20/2007
03/02/2007
02/28/2007
03/09/2007
03/09/2007
02/22/2007
03/02/2007
BANK OF AMERICA
APEX PRYOR SECURITIES
R.W. BAIRD
SEASONGOOD & MAYER LLC
SALOMON SMITH BARNEY
APEX PRYOR SECURITIES
JP MORGAN SECURITIES INC.
02/15/2007
01/02/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
01/02/2007
01/02/2007
01/02/2007
01/02/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
01/02/2007
02/15/2007
02/15/2007
02/15/2007
01/02/2007
01/02/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
02/15/2007
02/27/2007
03/15/2007
03/21/2007
01/09/2007
03/02/2007
01/03/2007
GREENWICH CAPITAL
LEHMAN BROTHERS
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
LEHMAN BROTHERS
LEHMAN BROTHERS
LEHMAN BROTHERS
LEHMAN BROTHERS
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
LEHMAN BROTHERS
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
LEHMAN BROTHERS
LEHMAN BROTHERS
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
GREENWICH CAPITAL
R.W. BAIRD
AG EDWARDS & SONS
LEHMAN BROTHERS
BB&T CAPITAL MARKETS
UBS WARBURG
03/09/2007
03/08/2007
03/27/2007
01/03/2007
01/04/2007
01/17/2007
03/02/2007
02/01/2007
01/10/2007
BANK OF AMERICA
MORGAN STANLEY & CO
MORGAN STANLEY & CO
CITIGROUP GLOBAL MARKETS
GOLDMAN SACHS
UBS WARBURG
MERRILL LYNCH
BANK OF AMERICA
LEHMAN BROTHERS
Number of
Shares of Stock
7
Actual
Cost
2,510,383
13,287,289
15,797,672
2,667,672
1,538,273
4,205,945
1,114,187
1,155,612
1,226,174
1,893,753
2,029,431
1,082,470
1,003,837
2,678,525
12,183,988
71,709
989,276
67,167
66,273
53,578
160,540
72,403
50,236
66,193
989,276
989,277
989,276
989,276
52,900
867,254
71,667
65,510
989,277
53,864
864,753
883,900
989,276
989,276
867,378
49,495
860,632
822,997
861,859
564,975
1,247,281
4,000,000
5,374,600
1,862,648
1,074,250
28,968,269
4,035,313
4,323,623
715,000
3,000,930
2,653,409
849,212
5,334,160
2,001,560
348,747
8
Par Value
2,500,000
13,100,000
15,600,000
2,370,000
1,425,000
3,795,000
1,050,000
1,060,000
1,130,000
1,735,000
1,895,000
1,000,000
950,000
2,500,000
11,320,000
74,148
999,900
69,451
68,527
55,400
166,000
74,866
51,944
68,444
999,900
999,901
999,900
999,900
54,699
896,748
74,104
67,738
999,901
55,696
894,162
913,960
999,900
999,900
896,877
51,179
889,901
850,986
891,170
500,000
1,195,000
4,000,000
5,000,000
1,745,000
1,000,000
28,605,201
4,000,000
4,300,000
715,000
3,000,000
2,650,000
855,000
5,300,000
2,000,000
350,000
9
Paid for Accrued
Interest and Dividends
45,365
189,082
234,446
9,052
198
9,250
14,729
1,178
21,753
0
10,265
12,361
2,771
2,083
65,139
124
1,528
116
114
92
277
125
87
114
1,528
1,528
1,528
1,528
91
1,495
124
113
1,528
93
1,490
1,523
1,528
1,528
1,495
85
1,483
1,418
1,485
9,243
0
45,690
71,892
37,324
1,528
189,841
7,874
17,829
0
26,719
0
0
20,467
24,942
0
10
NAIC
Designation or
Market
Indicator (a)
1
1
XXX
1FE
1FE
XXX
1FE
1FE
1FE
1FE
1FE
1FE
1FE
1FE
XXX
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1FE
1FE
1FE
1FE
1FE
1FE
XXX
1FE
1FE
2FE
1FE
1FE
2FE
1FE
1FE
1FE
SCHEDULE D - PART 3
1
E04.1
CUSIP
Identification
617446-C4-9
61751N-AF-9
693476-BB-8
92976G-AG-6
4599999 - Total
6099997 - Total
6099999 - Total
6599999 - Total
26441C-10-5
6699999 - Total
743315-10-3
G0070K-10-3
G7496G-10-3
G98255-10-5
6799999 - Total
002824-10-0
03076C-10-6
037411-10-5
110122-10-8
126650-10-0
166764-10-0
191216-10-0
194162-10-3
20030N-10-1
20825C-10-4
24702R-10-1
291525-10-3
30231G-10-2
319963-10-4
369550-10-8
369604-10-3
370334-10-4
452308-10-9
478160-10-4
487836-10-8
524901-10-5
532457-10-8
577081-10-2
585055-10-6
589331-10-7
594918-10-4
713448-10-8
717081-10-3
740189-10-5
742718-10-9
847560-10-9
852061-10-0
88579Y-10-1
887317-10-5
91324P-10-2
92553P-20-1
959802-10-9
983024-10-0
984332-10-6
127209-30-2
37733W-10-5
780259-20-6
80105N-10-5
6899999 - Total
2
3
Description
Foreign
MORGAN STANLEY
MORGAN STANLEY CAPITAL I 07 HQ11 A4
PNC FUNDING CORP
WACHOVIA BANK NA
- Bonds - Industrial, Misc.
- Bonds - Part 3
- Bonds
- Preferred Stocks
DUKE ENERGY CORP
- Common Stocks - Public Utilities
PROGRESSIVE CORPORATION
ACE LIMITED
RENAISSANCERE HOLDINGS LTD
XL CAPITAL LTD - CLASS A
- Common Stocks - Banks, Trusts, Insurance
ABBOTT LABORATORIES
AMERIPRISE FINANCIAL INC
APACHE CORP
BRISTOL-MYERS SQUIBB COMPANY
CVS / CAREMARK CORPORATION
CHEVRON TEXACO CORPORATION
COCA COLA COMPANY
COLGATE-PALMOLIVE COMPANY
COMCAST CORP - CL A
CONOCOPHILLIPS
DELL INC
EMMIS COMMUNICATIONS -CL A
EXXON MOBIL CORPORATION
FIRST DATA CORPORATION
GENERAL DYNAMICS CORP
GENERAL ELECTRIC COMPANY
GENERAL MILLS INC
ILLINOIS TOOL WORKS INC
JOHNSON & JOHNSON
KELLOGG COMPANY
LEGG MASON INC
LILLY (ELI) & COMPANY
MATTEL INC
MEDTRONIC INC
MERCK & CO INC
MICROSOFT CORPORATION
PEPSICO INC
PFIZER INC
PRECISION CASTPARTS CORP
PROCTER & GAMBLE COMPANY (THE)
SPECTRA ENERGY CORP
SPRINT NEXTEL CORPORATION
3M COMPANY
TIME WARNER INC
UNITEDHEALTH GROUP INC
VIACOM INC - CLASS B
WESTERN UNION COMPANY
WYETH CORPORATION
YAHOO! INC
CADBURY SCHWEPPES-SPONS ADR
GLAXOSMITHKLINE PLC-ADR
ROYAL DUTCH SHELL PLC - ADR A
SANOFI-AVENTIS
- Common Stocks - Industrial, Misc.
4
5
6
Date Acquired
02/01/2007
03/09/2007
02/01/2007
01/24/2007
Name of Vendor
Number of
Shares of Stock
PARIBAS CORPORATION
CREDIT SUISSE FIRST BOSTON
GOLDMAN SACHS
WACHOVIA CAPITAL MARKETS
01/03/2007
5,700.000
F
F
F
01/25/2007
01/03/2007
01/03/2007
01/03/2007
SANFORD BERNSTEIN
17,700.000
1,200.000
900.000
700.000
F
F
F
F
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
03/19/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
02/26/2007
01/03/2007
01/03/2007
03/27/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
02/09/2007
01/03/2007
01/03/2007
02/20/2007
01/03/2007
03/28/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
01/03/2007
02/09/2007
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
VARIOUS
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
VARIOUS
CITIGROUP
CITIGROUP
VARIOUS
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
VARIOUS
CITIGROUP
CITIGROUP
VARIOUS
VARIOUS
VARIOUS
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
CITIGROUP
VARIOUS
1,500.000
2,600.000
2,400.000
1,100.000
5,400.000
1,800.000
3,000.000
2,800.000
8,000.000
1,600.000
22,800.000
5,700.000
2,800.000
9,900.000
700.000
23,100.000
3,400.000
2,100.000
11,300.000
3,800.000
3,000.000
1,300.000
3,100.000
5,500.000
700.000
13,100.000
5,100.000
4,700.000
1,600.000
5,200.000
9,550.000
17,400.000
1,900.000
17,100.000
1,300.000
6,900.000
6,700.000
1,500.000
3,000.000
5,500.000
1,600.000
1,900.000
3,200.000
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
GLOBAL
GLOBAL
GLOBAL
GLOBAL
MARKETS
MARKETS
MARKETS
MARKETS
GLOBAL MARKETS
GLOBAL MARKETS
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
GLOBAL MARKETS
GLOBAL MARKETS
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
GLOBAL
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
MARKETS
7
Actual
Cost
2,000,520
4,042,969
1,219,475
349,115
30,874,032
92,029,906
92,029,906
0
111,578
111,578
414,902
72,630
54,023
50,453
592,007
73,283
143,065
159,684
28,991
167,265
131,031
146,025
183,890
339,000
113,928
552,587
47,852
212,198
253,391
52,553
831,502
195,211
98,165
700,534
191,197
289,275
68,257
70,882
292,078
30,902
392,018
323,714
122,224
126,040
332,415
269,758
311,916
147,355
372,353
69,973
283,280
153,799
76,568
77,565
237,298
86,104
134,720
144,360
9,034,196
8
Par Value
2,000,000
4,000,000
1,225,000
350,000
30,745,000
90,065,201
90,065,201
XXX
XXX
XXX
XXX
9
Paid for Accrued
6,056
7,868
0
0
111,755
610,431
610,431
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
10
NAIC
Designation or
Market
Indicator (a)
1FE
1FE
1FE
1FE
XXX
XXX
XXX
XXX
L
XXX
L
U
L
U
XXX
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
XXX
SCHEDULE D - PART 3
1
CUSIP
Identification
464286-84-8
78462F-10-3
86330E-74-5
7099999 - Total
7299997 - Total
7299999 - Total
7399999 - Total
2
3
Description
Foreign
ISHARES MSCI JAPAN
S & P 500 DEPOSITARY RECEIPTS
STREETTRACKS SPDR HOMEBUILDERS ETF
- Common Stocks - Mutual Fund
- Common Stocks - Part 3
- Common Stocks
- Preferred and Common Stocks
4
5
6
Date Acquired
01/30/2007
03/26/2007
01/03/2007
Name of Vendor
VARIOUS
VARIOUS
Number of
Shares of Stock
42,200.000
10,500.000
1,000.000
7
8
Actual
Cost
Par Value
9
XXX
XXX
XXX
XXX
103,907,388
XXX
610,431
E04.2
602,964
1,499,312
37,425
2,139,701
11,877,482
11,877,482
11,877,482
Paid for Accrued
0
0
0
0
0
0
0
10
NAIC
Designation or
Market
Indicator (a)
L
L
L
XXX
XXX
XXX
XXX
7499999 - Totals
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
2
.
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
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
03/01/2007
PAYDOWN
25,740
25,740
26,327
25,750
0
(10)
0
(10)
0
25,740
0
0
0
240
06/01/2032
1
03/01/2007
PAYDOWN
5,602
5,602
5,693
5,602
0
0
0
0
0
5,602
0
0
0
51
05/01/2032
1
03/01/2007
PAYDOWN
15,999
15,999
16,279
16,003
0
(4)
0
(4)
0
15,999
0
0
0
133
09/01/2032
1
03/01/2007
PAYDOWN
7,080
7,080
7,410
7,085
0
(5)
0
(5)
0
7,080
0
0
0
54
06/01/2032
1
03/01/2007
PAYDOWN
2,370
2,370
2,412
2,370
0
0
0
0
0
2,370
0
0
0
20
09/01/2032
1
03/01/2007
PAYDOWN
1,358
1,358
1,385
1,359
0
(1)
0
(1)
0
1,358
0
0
0
14
05/01/2033
1
03/01/2007
PAYDOWN
51,153
51,153
52,164
51,178
0
(25)
0
(25)
0
51,153
0
0
0
403
05/01/2034
1
03/01/2007
PAYDOWN
42,070
42,070
41,557
42,065
0
5
0
5
0
42,070
0
0
0
315
12/01/2030
1
03/01/2007
PAYDOWN
2,270
2,270
2,391
2,270
0
0
0
0
0
2,270
0
0
0
27
02/01/2029
1
03/01/2007
PAYDOWN
2,351
2,351
2,423
2,352
0
0
0
0
0
2,351
0
0
0
22
09/01/2032
1
03/01/2007
PAYDOWN
2,176
2,176
2,153
2,176
0
0
0
0
0
2,176
0
0
0
20
03/01/2034
1
03/01/2007
PAYDOWN
25,937
25,937
26,449
25,938
0
(1)
0
(1)
0
25,937
0
0
0
259
06/01/2034
1
03/01/2007
PAYDOWN
64
64
65
64
0
0
0
0
0
64
0
0
0
1
12/01/2031
1
03/01/2007
PAYDOWN
480
480
489
480
0
0
0
0
0
480
0
0
0
5
08/01/2031
1
03/01/2007
PAYDOWN
16,352
16,352
16,725
16,353
0
(1)
0
(1)
0
16,352
0
0
0
150
07/01/2032
1
03/01/2007
PAYDOWN
5,012
5,012
5,166
5,013
0
0
0
0
0
5,012
0
0
0
75
09/01/2032
1
03/01/2007
PAYDOWN
91,117
91,117
93,196
91,123
0
(6)
0
(6)
0
91,117
0
0
0
835
09/01/2032
1
03/01/2007
PAYDOWN
10,301
10,301
10,616
10,306
0
(6)
0
(6)
0
10,301
0
0
0
97
09/01/2031
1
03/01/2007
PAYDOWN
13,154
13,154
13,557
13,156
0
(2)
0
(2)
0
13,154
0
0
0
123
01/01/2032
1
03/01/2007
PAYDOWN
2,933
2,933
3,023
2,933
0
0
0
0
0
2,933
0
0
0
29
04/01/2032
1
03/01/2007
PAYDOWN
1,222
1,222
1,259
1,222
0
0
0
0
0
1,222
0
0
0
18
01/01/2032
1
03/01/2007
PAYDOWN
229
229
236
229
0
0
0
0
0
229
0
0
0
2
06/01/2032
1
03/01/2007
PAYDOWN
898
898
926
898
0
0
0
0
0
898
0
0
0
9
05/01/2031
1
03/01/2007
PAYDOWN
5,938
5,938
6,038
5,938
0
(1)
0
(1)
0
5,938
0
0
0
55
09/01/2031
1
03/01/2007
PAYDOWN
2,690
2,690
2,690
2,690
0
0
0
0
0
2,690
0
0
0
34
12/01/2012
1
03/01/2007
PAYDOWN
1,802
1,802
1,859
1,804
0
(1)
0
(1)
0
1,802
0
0
0
25
08/01/2012
1
03/01/2007
PAYDOWN
12,750
12,750
13,149
12,756
0
(6)
0
(6)
0
12,750
0
0
0
175
05/01/2013
1
03/01/2007
PAYDOWN
10,715
10,715
11,050
10,720
0
(5)
0
(5)
0
10,715
0
0
0
147
06/01/2012
1
03/01/2007
PAYDOWN
2,194
2,194
2,260
2,195
0
(1)
0
(1)
0
2,194
0
0
0
30
04/01/2012
1
03/01/2007
PAYDOWN
11,878
11,878
12,123
11,881
0
(2)
0
(2)
0
11,878
0
0
0
162
09/01/2012
1
03/01/2007
PAYDOWN
4,908
4,908
4,870
4,907
0
1
0
1
0
4,908
0
0
0
55
06/01/2030
1
03/01/2007
PAYDOWN
25,758
25,758
26,446
25,769
0
(11)
0
(11)
0
25,758
0
0
0
207
01/01/2033
1
03/01/2007
PAYDOWN
17,441
17,441
18,253
17,443
0
(2)
0
(2)
0
17,441
0
0
0
174
01/01/2033
1
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
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
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
36206V-6U-6
36208J-AU-6
36209V-C9-3
36211S-DT-1
36212X-FJ-9
36213C-6Y-1
36213C-S4-3
36213E-AG-1
E05.1
36213F-MH-3
36213F-MV-2
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
Description
GOVERNMENT NATL MTG
#612745
GOVERNMENT NATL MTG
#612813
GOVERNMENT NATL MTG
#406119
GOVERNMENT NATL MTG
#423083
GOVERNMENT NATL MTG
#451919
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
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
ASSOC
03/01/2007
PAYDOWN
15,022
15,022
15,285
15,023
0
(2)
0
(2)
0
15,022
0
0
0
141
12/01/2032
1
03/01/2007
PAYDOWN
29,711
29,711
30,222
29,714
0
(2)
0
(2)
0
29,711
0
0
0
226
08/01/2032
1
03/01/2007
PAYDOWN
6,786
6,786
6,820
6,786
0
0
0
0
0
6,786
0
0
0
94
06/01/2015
1
03/16/2007
VARIOUS
121,532
115,247
119,137
119,137
0
(391)
0
(391)
0
118,746
0
2,786
2,786
2,762
02/01/2027
1
03/16/2007
VARIOUS
45,494
44,060
45,547
45,547
0
(689)
0
(689)
0
44,858
0
636
636
985
04/01/2026
1
03/01/2007
PAYDOWN
1,404
1,404
1,317
1,403
0
0
0
0
0
1,404
0
0
0
16
01/01/2034
1
03/01/2007
PAYDOWN
42,285
42,285
42,232
42,285
0
1
0
1
0
42,285
0
0
0
277
12/01/2033
1
03/01/2007
PAYDOWN
2,700
2,700
2,726
2,700
0
0
0
0
0
2,700
0
0
0
25
03/01/2033
1
03/01/2007
PAYDOWN
85,443
85,443
82,853
85,412
0
31
0
31
0
85,443
0
0
0
819
04/01/2035
1
03/01/2007
PAYDOWN
2,580
2,580
2,631
2,580
0
0
0
0
0
2,580
0
0
0
26
07/01/2035
1
03/01/2007
PAYDOWN
1,648
1,648
1,698
1,648
0
0
0
0
0
1,648
0
0
0
9
06/01/2031
1
03/01/2007
PAYDOWN
11,084
11,084
11,337
11,089
0
(4)
0
(4)
0
11,084
0
0
0
88
05/01/2032
1
03/01/2007
PAYDOWN
3,903
3,903
3,980
3,904
0
(1)
0
(1)
0
3,903
0
0
0
47
05/01/2032
1
03/01/2007
PAYDOWN
858
858
873
858
0
0
0
0
0
858
0
0
0
6
04/01/2031
1
03/01/2007
PAYDOWN
2,251
2,251
2,371
2,251
0
0
0
0
0
2,251
0
0
0
27
09/01/2031
1
03/01/2007
PAYDOWN
1,421
1,421
1,514
1,421
0
0
0
0
0
1,421
0
0
0
18
09/01/2033
1
03/01/2007
PAYDOWN
4,677
4,677
4,912
4,677
0
0
0
0
0
4,677
0
0
0
55
02/01/2032
1
03/01/2007
PAYDOWN
3,228
3,228
3,426
3,228
0
0
0
0
0
3,228
0
0
0
40
12/01/2027
1
03/01/2007
PAYDOWN
3,338
3,338
3,397
3,338
0
0
0
0
0
3,338
0
0
0
28
12/01/2032
1
03/01/2007
PAYDOWN
30,691
30,691
30,931
30,692
0
(1)
0
(1)
0
30,691
0
0
0
181
09/01/2030
1
03/01/2007
PAYDOWN
5,482
5,482
5,650
5,482
0
(1)
0
(1)
0
5,482
0
0
0
78
10/01/2030
1
03/01/2007
PAYDOWN
53
53
54
53
0
0
0
0
0
53
0
0
0
1
08/01/2032
1
03/01/2007
PAYDOWN
1,557
1,557
1,588
1,557
0
(1)
0
(1)
0
1,557
0
0
0
16
12/01/2032
1
03/01/2007
PAYDOWN
2,260
2,260
2,319
2,261
0
(1)
0
(1)
0
2,260
0
0
0
23
07/01/2032
1
03/01/2007
PAYDOWN
32,758
32,758
33,405
32,769
0
(11)
0
(11)
0
32,758
0
0
0
320
04/01/2032
1
03/01/2007
PAYDOWN
9,565
9,565
9,903
9,569
0
(4)
0
(4)
0
9,565
0
0
0
111
07/01/2028
1
03/01/2007
PAYDOWN
1,215
1,215
1,258
1,215
0
(1)
0
(1)
0
1,215
0
0
0
14
02/01/2024
1
03/01/2007
PAYDOWN
6,525
6,525
6,822
6,525
0
(1)
0
(1)
0
6,525
0
0
0
74
03/01/2028
1
03/01/2007
PAYDOWN
1,320
1,320
1,377
1,320
0
0
0
0
0
1,320
0
0
0
14
08/01/2024
1
03/01/2007
PAYDOWN
11,649
11,649
12,155
11,655
0
(6)
0
(6)
0
11,649
0
0
0
131
01/01/2028
1
03/01/2007
PAYDOWN
4,081
4,081
4,259
4,082
0
(1)
0
(1)
0
4,081
0
0
0
45
07/01/2026
1
03/01/2007
PAYDOWN
29,560
29,560
30,078
29,563
0
(2)
0
(2)
0
29,560
0
0
0
246
03/01/2032
1
03/01/2007
PAYDOWN
14,672
14,672
14,928
14,674
0
(2)
0
(2)
0
14,672
0
0
0
122
11/01/2032
1
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
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
ASSOC
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
36290R-YB-3
36290T-HB-8
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
E05.2
36291Y-ES-2
36292B-CD-6
36292C-PU-2
912828-BD-1
912828-DN-7
912828-DQ-0
0399999 974535-FQ-4
2499999 059148-G4-2
13077V-Z6-2
31283G-X4-4
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
3128K2-6A-2
F
o
r
e
i
g
n
Description
GOVERNMENT NATL MTG ASSOC
#615506
#616826
#621371
#621690
#631137
#632399
#634369
#635356
#637289
#636591
#640220
#641945
#643668
#644935
UNITED STATES TREASURY
INFL INDEX NOTES
NOTES
NOTES
Bonds - U.S. Governments
WINNEBAGO & BOONE CNTYS
IL SCH DIST
Bonds - Political Subdivisions
BALTIMORE CNTY MD MTG REV
CALIFORNIA STATEWIDE
CMNTYS DEV
FEDERAL HOME LN MTG CORP
#G00699
#E91895
#E95383
#E94587
#E94687
#E95052
#847461
#A40259
#A40451
#A41797
#A41320
#A42665
Disposal
Date
Name of Purchaser
Number of
Shares of
Stock
Consideration
Par Value
Actual Cost
Prior Year
Book/Adjusted
Carrying
Value
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
272
272
277
272
0
0
0
0
0
272
0
0
0
3
03/01/2034
1
03/01/2007
PAYDOWN
36,274
36,274
37,181
36,292
0
(18)
0
(18)
0
36,274
0
0
0
344
09/01/2034
1
03/01/2007
PAYDOWN
4,886
4,886
4,968
4,886
0
0
0
0
0
4,886
0
0
0
45
11/01/2031
1
03/01/2007
PAYDOWN
6,013
6,013
6,132
6,014
0
0
0
0
0
6,013
0
0
0
60
07/01/2033
1
03/01/2007
PAYDOWN
738
738
753
738
0
0
0
0
0
738
0
0
0
7
06/01/2034
1
03/01/2007
PAYDOWN
1,082
1,082
1,104
1,083
0
(1)
0
(1)
0
1,082
0
0
0
10
03/01/2034
1
03/01/2007
PAYDOWN
417
417
425
417
0
0
0
0
0
417
0
0
0
3
01/01/2034
1
03/01/2007
PAYDOWN
8,820
8,820
8,994
8,823
0
(4)
0
(4)
0
8,820
0
0
0
89
08/01/2034
1
03/01/2007
PAYDOWN
247
247
252
247
0
0
0
0
0
247
0
0
0
3
02/01/2034
1
03/01/2007
PAYDOWN
2,780
2,780
2,746
2,779
0
0
0
0
0
2,780
0
0
0
23
02/01/2035
1
03/01/2007
PAYDOWN
204
204
208
204
0
0
0
0
0
204
0
0
0
2
12/01/2034
1
03/01/2007
PAYDOWN
1,457
1,457
1,484
1,457
0
0
0
0
0
1,457
0
0
0
13
09/01/2034
1
03/01/2007
PAYDOWN
2,050
2,050
2,091
2,050
0
0
0
0
0
2,050
0
0
0
20
06/01/2035
1
03/01/2007
PAYDOWN
1,529
1,529
1,559
1,529
0
0
0
0
0
1,529
0
0
0
15
05/01/2035
1
03/29/2007
5,316,270
4,875,000
5,113,339
5,104,393
0
(1,317)
0
(1,317)
0
5,103,076
0
213,193
213,193
70,771
07/15/2013
1
02/28/2007
MATURITY
2,500,000
2,500,000
2,471,191
2,496,560
0
3,440
0
3,440
0
2,500,000
0
0
0
42,188
02/28/2007
1
03/31/2007
VARIOUS
4,997,703
13,839,434
5,000,000
13,392,742
4,995,117
13,615,464
4,999,236
13,623,426
0
0
682
1,608
0
0
682
1,608
0
0
4,999,918
13,625,034
0
0
88,846
213,468
03/31/2007
XXX
1
XXX
02/01/2007
MATURITY
01/01/2007
SINKING FUND REDEMPTION
750,000
750,000
25,000
750,000
750,000
25,000
734,250
734,250
24,241
749,848
749,848
24,997
0
0
0
152
152
3
0
0
0
152
152
3
0
0
0
750,000
750,000
25,000
0
0
0
0
0
0
0
0
0
22,500
22,500
600
02/01/2007
XXX
01/01/2013
1FE
XXX
1FE
03/20/2007
5,000
5,000
5,450
5,006
0
(6)
0
(6)
0
5,000
0
0
0
151
03/20/2023
1FE
03/01/2007
PAYDOWN
433
433
442
433
0
0
0
0
0
433
0
0
0
5
06/01/2025
1
03/01/2007
PAYDOWN
1,241
1,241
1,274
1,242
0
(1)
0
(1)
0
1,241
0
0
0
11
05/01/2017
1
03/01/2007
PAYDOWN
20,757
20,757
21,309
20,766
0
(9)
0
(9)
0
20,757
0
0
0
134
07/01/2017
1
03/01/2007
PAYDOWN
4,020
4,020
4,127
4,021
0
(1)
0
(1)
0
4,020
0
0
0
33
06/01/2017
1
03/01/2007
PAYDOWN
1,284
1,284
1,319
1,285
0
(1)
0
(1)
0
1,284
0
0
0
11
08/01/2016
1
03/01/2007
PAYDOWN
4,211
4,211
4,323
4,213
0
(1)
0
(1)
0
4,211
0
0
0
35
09/01/2017
1
03/15/2007
VARIOUS
111,075
111,075
109,825
111,042
0
33
0
33
0
111,075
0
0
0
1,300
12/01/2034
1
03/01/2007
PAYDOWN
2,313
2,313
2,240
2,313
0
0
0
0
0
2,313
0
0
0
13
09/01/2035
1
03/01/2007
PAYDOWN
50,147
50,147
48,568
50,135
0
12
0
12
0
50,147
0
0
0
417
08/01/2035
1
03/01/2007
PAYDOWN
2,402
2,402
2,327
2,402
0
0
0
0
0
2,402
0
0
0
12
10/01/2035
1
03/01/2007
PAYDOWN
2,159
2,159
2,091
2,159
0
1
0
1
0
2,159
0
0
0
18
10/01/2035
1
03/01/2007
PAYDOWN
5,323
5,323
5,155
5,322
0
1
0
1
0
5,323
0
0
0
45
11/01/2035
1
(2,215)
214,400
(2,215)
214,400
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
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
3128PB-FX-7
E05.3
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
31371J-F8-2
31371L-SD-2
31371L-WN-5
31371M-7J-0
31374T-Z8-5
31376K-AN-6
31376K-RB-4
31376K-T3-0
31377N-VM-8
Description
#A41965
#A42034
#A42329
#A42468
#A42820
#A47758
FEDERAL HOME LOAN MTG
CORP #G02083
CORP #G12166
#G08110
CORP #G18077
#J00182
CORP #J02594
#J02620
#E01206
#E01207
#B17937
#B18385
CORP #B19724
#B19763
#B19963
#B19996
#A39197
#A39455
CORP 2382 MB
FEDERAL NATIONAL MTG
ASSOC #253191
ASSOC #255316
ASSOC #255453
ASSOC #256597
ASSOC #323967
ASSOC #357413
ASSOC #357882
ASSOC #357970
ASSOC #382320
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
7,928
7,928
7,679
7,926
0
2
0
2
0
7,928
0
0
0
70
10/01/2035
1
03/01/2007
PAYDOWN
409
409
397
409
0
0
0
0
0
409
0
0
0
3
09/01/2035
1
03/01/2007
PAYDOWN
44,021
44,021
42,635
44,010
0
10
0
10
0
44,021
0
0
0
367
10/01/2035
1
03/01/2007
PAYDOWN
4,811
4,811
4,659
4,811
0
0
0
0
0
4,811
0
0
0
40
03/01/2032
1
03/01/2007
PAYDOWN
2,170
2,170
2,102
2,170
0
0
0
0
0
2,170
0
0
0
18
06/01/2035
1
03/01/2007
PAYDOWN
35,376
35,376
34,262
35,366
0
10
0
10
0
35,376
0
0
0
251
08/01/2035
1
03/01/2007
PAYDOWN
59,337
59,337
56,009
59,309
0
29
0
29
0
59,337
0
0
0
414
12/01/2034
1
03/01/2007
PAYDOWN
1,040
1,040
1,056
1,040
0
(1)
0
(1)
0
1,040
0
0
0
11
02/01/2014
1
03/01/2007
PAYDOWN
46,463
46,463
45,000
46,454
0
9
0
9
0
46,463
0
0
0
315
10/01/2035
1
03/01/2007
PAYDOWN
59,148
59,148
58,127
59,135
0
14
0
14
0
59,148
0
0
0
440
07/01/2020
1
03/01/2007
PAYDOWN
96,721
96,721
95,051
96,697
0
24
0
24
0
96,721
0
0
0
615
07/01/2020
1
03/01/2007
PAYDOWN
91,593
91,593
90,012
91,566
0
28
0
28
0
91,593
0
0
0
730
07/01/2020
1
03/01/2007
PAYDOWN
90,350
90,350
88,790
90,323
0
28
0
28
0
90,350
0
0
0
748
08/01/2020
1
03/01/2007
PAYDOWN
25,620
25,620
26,300
25,629
0
(10)
0
(10)
0
25,620
0
0
0
232
02/01/2017
1
03/01/2007
PAYDOWN
20,356
20,356
20,897
20,363
0
(7)
0
(7)
0
20,356
0
0
0
167
03/01/2017
1
03/01/2007
PAYDOWN
40,315
40,315
39,619
40,308
0
7
0
7
0
40,315
0
0
0
303
11/01/2019
1
03/01/2007
PAYDOWN
46,067
46,067
45,271
46,059
0
8
0
8
0
46,067
0
0
0
345
04/01/2020
1
03/01/2007
PAYDOWN
27,791
27,791
27,311
27,784
0
7
0
7
0
27,791
0
0
0
196
04/01/2020
1
03/01/2007
PAYDOWN
39,624
39,624
38,940
39,616
0
8
0
8
0
39,624
0
0
0
313
04/01/2020
1
03/01/2007
PAYDOWN
679
679
667
679
0
0
0
0
0
679
0
0
0
5
04/01/2020
1
03/01/2007
PAYDOWN
217,125
217,125
213,376
217,037
0
87
0
87
0
217,125
0
0
0
1,304
04/01/2020
1
03/01/2007
PAYDOWN
16,850
16,850
16,319
16,843
0
7
0
7
0
16,850
0
0
0
175
07/01/2035
1
03/01/2007
PAYDOWN
36,650
36,650
35,497
36,637
0
13
0
13
0
36,650
0
0
0
442
09/01/2035
1
03/01/2007
PAYDOWN
17,088
17,088
17,121
17,088
0
0
0
0
0
17,088
0
0
0
174
04/01/2014
1
03/01/2007
PAYDOWN
2,230
2,230
2,343
2,231
0
(1)
0
(1)
0
2,230
0
0
0
23
03/01/2014
1
03/01/2007
PAYDOWN
52,519
52,519
52,207
52,514
0
5
0
5
0
52,519
0
0
0
421
02/01/2019
1
03/01/2007
PAYDOWN
13,211
13,211
13,099
13,209
0
2
0
2
0
13,211
0
0
0
111
06/01/2019
1
03/01/2007
PAYDOWN
8,414
8,414
8,325
0
0
1
0
1
0
8,414
0
0
0
62
12/01/2036
1
03/01/2007
PAYDOWN
2,987
2,987
2,926
2,986
0
1
0
1
0
2,987
0
0
0
38
06/01/2028
1
03/01/2007
PAYDOWN
196,809
196,809
199,762
196,849
0
(40)
0
(40)
0
196,809
0
0
0
1,744
02/01/2018
1
03/01/2007
PAYDOWN
2,726
2,726
2,598
2,725
0
1
0
1
0
2,726
0
0
0
32
04/01/2035
1
03/01/2007
PAYDOWN
10,929
10,929
10,414
10,924
0
5
0
5
0
10,929
0
0
0
104
05/01/2035
1
03/01/2007
PAYDOWN
2,659
2,659
3,042
2,661
0
(3)
0
(3)
0
2,659
0
0
0
34
03/01/2010
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
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
31385H-6G-2
31385J-NQ-7
E05.4
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
31391C-ES-0
31391D-LX-9
Description
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
ASSOC #662645
ASSOC #663742
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
4,321
4,321
4,766
4,325
0
(4)
0
(4)
0
4,321
0
0
0
49
02/01/2011
1
03/01/2007
PAYDOWN
1,324
1,324
1,394
1,325
0
(1)
0
(1)
0
1,324
0
0
0
14
04/01/2012
1
03/01/2007
PAYDOWN
4,184
4,184
4,162
4,184
0
0
0
0
0
4,184
0
0
0
35
12/01/2012
1
03/01/2007
PAYDOWN
1,698
1,698
1,624
1,697
0
1
0
1
0
1,698
0
0
0
13
07/01/2013
1
03/01/2007
PAYDOWN
194
194
184
194
0
0
0
0
0
194
0
0
0
2
03/01/2028
1
03/01/2007
PAYDOWN
45
45
47
45
0
0
0
0
0
45
0
0
0
0
01/01/2015
1
03/01/2007
PAYDOWN
1,515
1,515
1,592
1,517
0
(2)
0
(2)
0
1,515
0
0
0
17
07/01/2015
1
03/01/2007
PAYDOWN
26,867
26,867
26,645
26,863
0
4
0
4
0
26,867
0
0
0
268
10/01/2029
1
03/01/2007
PAYDOWN
1,560
1,560
1,752
1,562
0
(2)
0
(2)
0
1,560
0
0
0
18
02/01/2012
1
03/01/2007
PAYDOWN
2,590
2,590
2,860
2,592
0
(3)
0
(3)
0
2,590
0
0
0
28
02/01/2012
1
03/01/2007
PAYDOWN
89,179
89,179
91,771
89,219
0
(40)
0
(40)
0
89,179
0
0
0
771
10/01/2016
1
03/01/2007
PAYDOWN
14,967
14,967
15,332
14,973
0
(6)
0
(6)
0
14,967
0
0
0
134
05/01/2016
1
03/01/2007
PAYDOWN
11,848
11,848
12,274
11,855
0
(7)
0
(7)
0
11,848
0
0
0
109
09/01/2016
1
03/01/2007
PAYDOWN
26,192
26,192
26,664
26,193
0
(1)
0
(1)
0
26,192
0
0
0
132
12/01/2012
1
03/01/2007
PAYDOWN
10,528
10,528
11,065
10,545
0
(17)
0
(17)
0
10,528
0
0
0
124
01/01/2016
1
03/01/2007
PAYDOWN
14,291
14,291
14,517
14,294
0
(3)
0
(3)
0
14,291
0
0
0
127
01/01/2013
1
03/01/2007
PAYDOWN
4,549
4,549
4,616
4,549
0
(1)
0
(1)
0
4,549
0
0
0
37
03/01/2013
1
03/01/2007
PAYDOWN
7,610
7,610
7,538
7,609
0
0
0
0
0
7,610
0
0
0
61
05/01/2013
1
03/01/2007
PAYDOWN
3,302
3,302
3,174
3,301
0
2
0
2
0
3,302
0
0
0
27
06/01/2013
1
03/01/2007
PAYDOWN
2,676
2,676
2,665
2,676
0
0
0
0
0
2,676
0
0
0
24
10/01/2013
1
03/01/2007
PAYDOWN
2,864
2,864
2,793
2,863
0
1
0
1
0
2,864
0
0
0
25
11/01/2013
1
03/01/2007
PAYDOWN
8,417
8,417
8,846
8,427
0
(10)
0
(10)
0
8,417
0
0
0
94
10/01/2015
1
03/01/2007
PAYDOWN
113
113
119
113
0
0
0
0
0
113
0
0
0
1
03/01/2016
1
03/01/2007
PAYDOWN
4,115
4,115
4,324
4,118
0
(4)
0
(4)
0
4,115
0
0
0
44
12/01/2015
1
03/01/2007
PAYDOWN
18,932
18,932
19,896
18,944
0
(12)
0
(12)
0
18,932
0
0
0
203
12/01/2015
1
03/01/2007
PAYDOWN
170
170
178
170
0
0
0
0
0
170
0
0
0
2
07/01/2016
1
03/01/2007
PAYDOWN
1,105
1,105
1,101
1,105
0
0
0
0
0
1,105
0
0
0
12
03/01/2031
1
03/01/2007
PAYDOWN
675
675
699
675
0
0
0
0
0
675
0
0
0
8
02/01/2032
1
03/01/2007
PAYDOWN
10,413
10,413
10,504
10,413
0
0
0
0
0
10,413
0
0
0
138
11/01/2031
1
03/01/2007
PAYDOWN
1,879
1,879
1,895
1,879
0
0
0
0
0
1,879
0
0
0
17
11/01/2031
1
03/01/2007
PAYDOWN
1,266
1,266
1,277
1,266
0
0
0
0
0
1,266
0
0
0
12
02/01/2032
1
03/01/2007
PAYDOWN
2,910
2,910
2,936
2,910
0
0
0
0
0
2,910
0
0
0
19
01/01/2032
1
03/01/2007
PAYDOWN
2,285
2,285
2,305
2,285
0
0
0
0
0
2,285
0
0
0
21
12/01/2031
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31391D-LZ-4
31391D-VS-9
31391K-3K-1
31391V-MP-5
31391W-GQ-8
31392B-NQ-5
31393E-R9-2
31393R-ZN-3
31393U-QJ-5
31393V-A6-8
31394M-HR-4
E05.5
31395A-XT-7
31395K-6R-9
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
31403F-RR-7
31403J-6F-8
31403J-L2-0
31403K-JW-4
31403Q-CZ-1
31403T-BV-5
31404R-2H-9
Description
ASSOC #663744
ASSOC #664025
ASSOC #669602
ASSOC #678166
ASSOC #678907
ASSOC 01 81 PE
ASSOC 03 82 BD
CORP 2627 BG
ASSOC 03 117 MN
CORP 2634 TA
FHR 2710 HC
CORP 2824 EG
CORP 2910 BD
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 #747596
ASSOC #750670
ASSOC #750145
ASSOC #750977
ASSOC #754388
ASSOC #757052
ASSOC #776676
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
1,860
1,860
1,877
1,860
0
0
0
0
0
1,860
0
0
0
16
04/01/2032
1
03/01/2007
PAYDOWN
7,766
7,766
7,904
7,768
0
(2)
0
(2)
0
7,766
0
0
0
66
12/01/2017
1
03/01/2007
PAYDOWN
11,072
11,072
11,107
11,072
0
0
0
0
0
11,072
0
0
0
102
04/01/2032
1
03/01/2007
PAYDOWN
20,952
20,952
21,106
20,957
0
(4)
0
(4)
0
20,952
0
0
0
174
02/01/2017
1
03/01/2007
PAYDOWN
271,621
271,621
271,557
271,621
0
0
0
0
0
271,621
0
0
0
2,142
04/01/2032
1
03/01/2007
PAYDOWN
69,055
69,055
67,954
69,024
0
30
0
30
0
69,055
0
0
0
657
10/01/2008
1
03/01/2007
PAYDOWN
35,540
35,540
34,085
35,499
0
41
0
41
0
35,540
0
0
0
243
06/01/2012
1
03/01/2007
PAYDOWN
62,083
62,083
59,561
62,025
0
59
0
59
0
62,083
0
0
0
339
03/01/2014
1
03/01/2007
PAYDOWN
221,865
221,865
210,564
221,577
0
288
0
288
0
221,865
0
0
0
1,449
04/01/2013
1
03/01/2007
03/01/2007
PAYDOWN
PAYDOWN
94,409
98,014
94,409
98,014
90,677
95,139
94,329
97,965
0
0
81
49
0
0
81
49
0
0
94,409
98,014
0
0
0
0
0
0
537
672
03/01/2014
05/01/2016
1
1
03/01/2007
PAYDOWN
68,893
68,893
66,827
68,826
0
67
0
67
0
68,893
0
0
0
510
12/01/2011
1
03/01/2007
PAYDOWN
199,704
199,704
193,136
199,555
0
150
0
150
0
199,704
0
0
0
1,461
10/01/2014
1
03/01/2007
PAYDOWN
21,770
21,770
22,157
21,774
0
(5)
0
(5)
0
21,770
0
0
0
187
08/01/2017
1
03/01/2007
PAYDOWN
11,041
11,041
11,237
11,044
0
(3)
0
(3)
0
11,041
0
0
0
91
08/01/2017
1
03/01/2007
PAYDOWN
6,747
6,747
6,867
6,748
0
(1)
0
(1)
0
6,747
0
0
0
56
09/01/2017
1
03/01/2007
PAYDOWN
15,180
15,180
15,451
15,183
0
(3)
0
(3)
0
15,180
0
0
0
126
12/01/2017
1
03/01/2007
PAYDOWN
4,151
4,151
4,230
4,152
0
(1)
0
(1)
0
4,151
0
0
0
38
10/01/2032
1
03/01/2007
PAYDOWN
33,409
33,409
33,070
33,404
0
5
0
5
0
33,409
0
0
0
278
07/01/2032
1
03/01/2007
PAYDOWN
50,082
50,082
49,831
50,079
0
2
0
2
0
50,082
0
0
0
400
07/01/2033
1
03/01/2007
PAYDOWN
4,687
4,687
4,631
4,686
0
1
0
1
0
4,687
0
0
0
32
06/01/2009
1
03/01/2007
PAYDOWN
7,097
7,097
6,980
7,096
0
1
0
1
0
7,097
0
0
0
58
12/01/2032
1
03/01/2007
PAYDOWN
195,021
195,021
200,993
195,114
0
(93)
0
(93)
0
195,021
0
0
0
1,881
11/01/2033
1
03/01/2007
PAYDOWN
131,766
131,766
130,644
131,745
0
21
0
21
0
131,766
0
0
0
1,099
10/01/2019
1
03/01/2007
PAYDOWN
3,814
3,814
3,825
3,814
0
0
0
0
0
3,814
0
0
0
34
08/01/2015
1
03/01/2007
PAYDOWN
26,081
26,081
26,647
26,096
0
(16)
0
(16)
0
26,081
0
0
0
213
05/01/2018
1
03/01/2007
PAYDOWN
32,712
32,712
33,152
32,713
0
(1)
0
(1)
0
32,712
0
0
0
299
06/01/2033
1
03/01/2007
PAYDOWN
9,872
9,872
10,029
9,874
0
(2)
0
(2)
0
9,872
0
0
0
82
02/01/2018
1
03/01/2007
PAYDOWN
412
412
439
412
0
0
0
0
0
412
0
0
0
5
02/01/2033
1
03/01/2007
PAYDOWN
125,290
125,290
117,342
125,205
0
85
0
85
0
125,290
0
0
0
926
02/01/2033
1
03/01/2007
PAYDOWN
11,512
11,512
11,778
11,512
0
(1)
0
(1)
0
11,512
0
0
0
181
01/01/2033
1
03/01/2007
PAYDOWN
14,086
14,086
13,870
14,084
0
2
0
2
0
14,086
0
0
0
151
11/01/2033
1
03/01/2007
PAYDOWN
11,781
11,781
11,601
11,779
0
2
0
2
0
11,781
0
0
0
89
12/01/2033
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31404U-BA-7
31405A-TE-3
31405C-GJ-2
31405C-R3-5
31405H-HH-4
31405H-JD-1
31405N-WD-3
31405S-UE-2
31405T-V4-1
31406A-RN-4
31406E-6F-6
E05.6
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
31407E-UB-7
31407F-6Q-8
31407F-C6-5
31407F-F3-9
31407F-FY-1
Description
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
ASSOC #828678
ASSOC #829879
ASSOC #829093
ASSOC #829186
ASSOC #829183
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
17,834
17,834
17,561
17,832
0
2
0
2
0
17,834
0
0
0
163
03/01/2034
1
03/01/2007
PAYDOWN
8,156
8,156
8,031
8,154
0
1
0
1
0
8,156
0
0
0
63
01/01/2034
1
03/01/2007
PAYDOWN
1,199
1,199
1,211
1,200
0
0
0
0
0
1,199
0
0
0
9
11/01/2018
1
03/01/2007
PAYDOWN
1,661
1,661
1,636
1,661
0
0
0
0
0
1,661
0
0
0
15
12/01/2033
1
03/01/2007
PAYDOWN
14,786
14,786
15,107
14,794
0
(8)
0
(8)
0
14,786
0
0
0
132
03/01/2019
1
03/01/2007
PAYDOWN
2,918
2,918
2,893
2,918
0
0
0
0
0
2,918
0
0
0
30
06/01/2019
1
03/01/2007
PAYDOWN
598
598
604
598
0
0
0
0
0
598
0
0
0
5
06/01/2019
1
03/01/2007
PAYDOWN
29,862
29,862
30,511
29,869
0
(7)
0
(7)
0
29,862
0
0
0
162
09/01/2019
1
03/01/2007
PAYDOWN
2,058
2,058
2,024
2,058
0
0
0
0
0
2,058
0
0
0
17
09/01/2034
1
03/01/2007
PAYDOWN
2,542
2,542
2,422
2,541
0
1
0
1
0
2,542
0
0
0
19
06/01/2034
1
03/01/2007
PAYDOWN
7,335
7,335
6,990
7,333
0
2
0
2
0
7,335
0
0
0
60
04/01/2035
1
03/01/2007
PAYDOWN
3,302
3,302
3,335
3,303
0
(1)
0
(1)
0
3,302
0
0
0
44
02/01/2020
1
03/01/2007
PAYDOWN
85,763
85,763
80,644
85,715
0
47
0
47
0
85,763
0
0
0
693
09/01/2034
1
03/01/2007
PAYDOWN
4,799
4,799
4,903
4,800
0
0
0
0
0
4,799
0
0
0
44
10/01/2019
1
03/01/2007
PAYDOWN
474
474
452
474
0
0
0
0
0
474
0
0
0
4
06/01/2035
1
03/01/2007
PAYDOWN
39,244
39,244
37,395
39,222
0
22
0
22
0
39,244
0
0
0
333
06/01/2035
1
03/01/2007
PAYDOWN
1,915
1,915
1,824
1,914
0
1
0
1
0
1,915
0
0
0
15
12/01/2034
1
03/01/2007
PAYDOWN
67,003
67,003
67,673
67,023
0
(20)
0
(20)
0
67,003
0
0
0
549
10/01/2019
1
03/01/2007
PAYDOWN
507
507
483
506
0
0
0
0
0
507
0
0
0
4
07/01/2035
1
03/01/2007
PAYDOWN
494
494
471
494
0
0
0
0
0
494
0
0
0
5
05/01/2035
1
03/01/2007
PAYDOWN
506
506
498
506
0
0
0
0
0
506
0
0
0
4
12/01/2034
1
03/01/2007
PAYDOWN
318
318
316
318
0
0
0
0
0
318
0
0
0
3
05/01/2020
1
03/01/2007
PAYDOWN
34,761
34,761
34,191
34,753
0
8
0
8
0
34,761
0
0
0
295
05/01/2035
1
03/01/2007
PAYDOWN
7,057
7,057
6,941
7,056
0
0
0
0
0
7,057
0
0
0
44
02/01/2035
1
03/01/2007
PAYDOWN
13,016
13,016
12,802
13,012
0
3
0
3
0
13,016
0
0
0
130
02/01/2035
1
03/01/2007
PAYDOWN
13,832
13,832
12,989
13,820
0
13
0
13
0
13,832
0
0
0
148
10/01/2035
1
03/01/2007
PAYDOWN
26,407
26,407
25,163
26,399
0
8
0
8
0
26,407
0
0
0
220
07/01/2035
1
03/01/2007
PAYDOWN
29,335
29,335
28,854
29,328
0
8
0
8
0
29,335
0
0
0
270
03/01/2035
1
03/01/2007
PAYDOWN
20,803
20,803
20,462
20,798
0
5
0
5
0
20,803
0
0
0
146
03/01/2035
1
03/01/2007
PAYDOWN
32,621
32,621
32,947
32,629
0
(8)
0
(8)
0
32,621
0
0
0
344
12/01/2019
1
03/01/2007
PAYDOWN
11,294
11,294
11,365
11,295
0
(1)
0
(1)
0
11,294
0
0
0
66
07/01/2020
1
03/01/2007
PAYDOWN
2,315
2,315
2,277
2,314
0
0
0
0
0
2,315
0
0
0
19
03/01/2035
1
03/01/2007
PAYDOWN
4,254
4,254
4,184
4,253
0
1
0
1
0
4,254
0
0
0
35
03/01/2035
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31407F-J9-2
31407F-UH-1
31407G-4L-9
31407G-A4-0
31407H-GD-2
31407H-JC-1
31407J-6L-1
31407J-MB-5
31407J-RT-1
31407J-SS-2
31407K-Z5-1
E05.7
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
31407T-2L-3
31407T-6Y-1
31407T-T8-3
31407T-X8-8
31407V-XJ-9
31407W-H8-9
31407X-DL-2
31407X-V3-2
Description
ASSOC #829288
ASSOC #829584
ASSOC #830727
ASSOC #829927
ASSOC #830996
ASSOC #831059
ASSOC #832575
ASSOC #832054
ASSOC #832198
ASSOC #832229
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 #840579
ASSOC #840687
ASSOC #840375
ASSOC #840503
ASSOC #842281
ASSOC #842755
ASSOC #843507
ASSOC #844034
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
385,916
385,916
381,936
385,866
0
50
0
50
0
385,916
0
0
0
4,098
06/01/2035
1
03/01/2007
PAYDOWN
715
715
704
715
0
0
0
0
0
715
0
0
0
5
03/01/2035
1
03/01/2007
PAYDOWN
21,449
21,449
21,097
21,445
0
4
0
4
0
21,449
0
0
0
120
05/01/2035
1
03/01/2007
PAYDOWN
1,764
1,764
1,681
1,763
0
1
0
1
0
1,764
0
0
0
20
02/01/2035
1
03/01/2007
PAYDOWN
9,679
9,679
9,520
9,678
0
0
0
0
0
9,679
0
0
0
48
06/01/2035
1
03/01/2007
PAYDOWN
790
790
784
790
0
0
0
0
0
790
0
0
0
7
07/01/2020
1
03/01/2007
PAYDOWN
6,511
6,511
6,205
6,508
0
3
0
3
0
6,511
0
0
0
79
04/01/2035
1
03/01/2007
PAYDOWN
3,525
3,525
3,467
3,525
0
1
0
1
0
3,525
0
0
0
32
12/01/2034
1
03/01/2007
PAYDOWN
75,533
75,533
74,294
75,520
0
13
0
13
0
75,533
0
0
0
664
04/01/2035
1
03/01/2007
PAYDOWN
2,291
2,291
2,183
2,290
0
1
0
1
0
2,291
0
0
0
17
02/01/2035
1
03/01/2007
PAYDOWN
49,788
49,788
48,940
49,778
0
10
0
10
0
49,788
0
0
0
426
07/01/2035
1
03/01/2007
PAYDOWN
40,627
40,627
39,935
40,620
0
8
0
8
0
40,627
0
0
0
399
07/01/2035
1
03/01/2007
PAYDOWN
10,357
10,357
10,181
10,356
0
0
0
0
0
10,357
0
0
0
53
05/01/2035
1
03/01/2007
PAYDOWN
3,683
3,683
3,623
3,683
0
0
0
0
0
3,683
0
0
0
31
05/01/2035
1
03/01/2007
PAYDOWN
1,650
1,650
1,623
1,650
0
0
0
0
0
1,650
0
0
0
14
05/01/2035
1
03/01/2007
PAYDOWN
50,053
50,053
50,366
50,065
0
(12)
0
(12)
0
50,053
0
0
0
438
07/01/2020
1
03/01/2007
PAYDOWN
46,647
46,647
44,449
46,618
0
29
0
29
0
46,647
0
0
0
276
05/01/2035
1
03/01/2007
PAYDOWN
2,004
2,004
1,910
2,004
0
0
0
0
0
2,004
0
0
0
11
06/01/2035
1
03/01/2007
PAYDOWN
3,846
3,846
3,884
3,847
0
(1)
0
(1)
0
3,846
0
0
0
47
08/01/2020
1
03/01/2007
PAYDOWN
1,792
1,792
1,761
1,792
0
0
0
0
0
1,792
0
0
0
16
02/01/2035
1
03/01/2007
PAYDOWN
28,580
28,580
27,234
28,558
0
22
0
22
0
28,580
0
0
0
228
07/01/2035
1
03/01/2007
PAYDOWN
1,489
1,489
1,503
1,489
0
0
0
0
0
1,489
0
0
0
14
06/01/2020
1
03/01/2007
PAYDOWN
10,336
10,336
9,849
10,333
0
3
0
3
0
10,336
0
0
0
86
06/01/2035
1
03/01/2007
PAYDOWN
4,122
4,122
4,087
4,122
0
1
0
1
0
4,122
0
0
0
31
07/01/2020
1
03/01/2007
PAYDOWN
2,607
2,607
2,484
2,606
0
1
0
1
0
2,607
0
0
0
24
09/01/2035
1
03/01/2007
PAYDOWN
27,927
27,927
27,690
27,923
0
4
0
4
0
27,927
0
0
0
255
08/01/2020
1
03/01/2007
PAYDOWN
3,812
3,812
3,633
3,810
0
2
0
2
0
3,812
0
0
0
46
06/01/2035
1
03/01/2007
PAYDOWN
18,594
18,594
17,718
18,585
0
9
0
9
0
18,594
0
0
0
209
10/01/2035
1
03/01/2007
PAYDOWN
623
623
594
623
0
0
0
0
0
623
0
0
0
5
05/01/2035
1
03/01/2007
PAYDOWN
953
953
908
953
0
0
0
0
0
953
0
0
0
8
05/01/2035
1
03/01/2007
PAYDOWN
5,451
5,451
5,194
5,448
0
3
0
3
0
5,451
0
0
0
47
07/01/2035
1
03/01/2007
PAYDOWN
3,888
3,888
3,927
3,889
0
(1)
0
(1)
0
3,888
0
0
0
32
08/01/2020
1
03/01/2007
PAYDOWN
26,355
26,355
26,130
26,350
0
5
0
5
0
26,355
0
0
0
175
09/01/2020
1
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
31407Y-VK-2
31408C-A5-5
31408C-CJ-3
31408F-FL-8
31410Q-ML-2
31410R-CH-0
31410V-BD-1
31410X-3D-6
31411E-MA-2
31411H-R3-6
31411K-R3-9
E05.8
383739-LC-1
38373M-AV-2
38373M-BY-5
45129Y-CQ-7
49130P-TX-2
520024-AB-6
60535M-A4-1
60636X-MH-3
612130-GW-8
644686-JQ-1
646139-AJ-4
647200-GZ-1
64983U-S9-2
64986M-YS-8
682747-CG-3
850263-AB-0
91755N-SV-8
939782-LP-1
3199999 125564-CE-2
125581-AB-4
12628L-AA-8
12668B-EG-4
126694-VM-7
Description
ASSOC #844918
ASSOC #847028
ASSOC #847073
ASSOC #849871
ASSOC #894163
ASSOC #894772
ASSOC #898336
ASSOC #900896
ASSOC #905853
ASSOC #908706
ASSOC #910506
01 10 PD
01 44 B
02 35 C
IDAHO HSG & FIN ASSN
KENTUCKY HSG CORP HSG REV
LAWRENCE IN MULTIFAMILY
REV
MISSISSIPPI HOME CORP
SINGLE FAM
MISSOURI ST HSG DEV COMMN
SFM
MONTANA ST HIGHER ED
STUDENT A
NEW HAMPSHIRE ST HSG FIN
AUTH
NEW JERSEY ST TPK AUTH
TPK REV
NEW MEXICO MTG FIN AUTH
NEW YORK ST DORM AUTH
REVS
NEW YORK ST HSG FIN AGY
REV
ONONDAGA CNTY NY INDL DEV
AGY
SPRINGDALE AR RESIDENTIAL
HSG
UTAH ST HSG FIN AGY
WASHINGTON ST HSG FIN
COMMN
Bonds - Special Revenues
CIT EQUIPMENT COLLATERAL
04 EF1 A3
CIT GROUP INC
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
41,872
41,872
41,516
41,869
0
3
0
3
0
41,872
0
0
0
205
10/01/2020
1
03/01/2007
PAYDOWN
294
294
297
295
0
0
0
0
0
294
0
0
0
3
09/01/2020
1
03/01/2007
PAYDOWN
13,293
13,293
13,425
13,295
0
(2)
0
(2)
0
13,293
0
0
0
122
06/01/2020
1
03/01/2007
PAYDOWN
10,435
10,435
10,539
10,436
0
(2)
0
(2)
0
10,435
0
0
0
96
10/01/2020
1
03/01/2007
PAYDOWN
12,482
12,482
12,349
0
0
2
0
2
0
12,482
0
0
0
82
08/01/2036
1
03/01/2007
PAYDOWN
10,820
10,820
10,705
0
0
1
0
1
0
10,820
0
0
0
64
10/01/2036
1
03/01/2007
PAYDOWN
2,089
2,089
2,067
0
0
0
0
0
0
2,089
0
0
0
15
12/01/2036
1
03/01/2007
PAYDOWN
3,105
3,105
3,072
0
0
0
0
0
0
3,105
0
0
0
19
12/01/2036
1
03/01/2007
PAYDOWN
10,578
10,578
10,465
0
0
2
0
2
0
10,578
0
0
0
78
11/01/2036
1
03/01/2007
PAYDOWN
12,795
12,795
12,659
0
0
1
0
1
0
12,795
0
0
0
65
12/01/2036
1
03/01/2007
PAYDOWN
1,962
1,962
1,941
0
0
0
0
0
0
1,962
0
0
0
14
01/01/2037
1
03/01/2007
PAYDOWN
92,724
92,724
92,666
92,722
0
2
0
2
0
92,724
0
0
0
952
07/01/2009
1
03/01/2007
PAYDOWN
193,439
193,439
193,439
193,439
0
0
0
0
0
193,439
0
0
0
2,147
01/01/2011
1
03/01/2007
01/01/2007
01/01/2007
PAYDOWN
299,336
30,000
10,000
299,336
30,000
10,000
298,807
30,000
10,556
299,330
30,000
10,005
0
0
0
6
0
(5)
0
0
0
6
0
(5)
0
0
0
299,336
30,000
10,000
0
0
0
0
0
0
0
0
0
5,263
818
250
01/01/2018
07/01/2023
07/01/2030
1
1FE
1FE
01/01/2007
55,000
55,000
53,831
54,988
0
13
0
13
0
55,000
0
0
0
1,389
01/01/2008
1FE
02/01/2007
5,000
5,000
5,405
5,006
0
(6)
0
(6)
0
5,000
0
0
0
0
06/01/2036
1FE
03/01/2007
20,000
20,000
21,830
20,043
0
(43)
0
(43)
0
20,000
0
0
0
635
09/01/2034
1FE
01/31/2007
2,200,000
2,200,000
2,200,000
2,200,000
0
0
0
0
0
2,200,000
0
0
0
14,396
12/01/2034
1FE
01/01/2007
5,000
5,000
5,000
5,000
0
0
0
0
0
5,000
0
0
0
125
01/01/2018
1FE
01/01/2007
01/01/2007
20,000
35,000
20,000
35,000
20,660
38,168
20,016
35,015
0
0
(16)
(15)
0
0
(16)
(15)
0
0
20,000
35,000
0
0
0
0
0
0
575
1,024
01/01/2008
01/01/2037
1
1FE
02/15/2007
PREREFUNDED
5,100
5,000
5,567
5,118
0
144
0
144
0
5,262
0
143
02/15/2007
1FE
02/15/2007
5,000
5,000
5,000
5,000
0
0
0
0
0
5,000
0
104
02/15/2017
1FE
02/01/2007
SECURITY CALLED BY ISSUER
at 100.000
25,000
25,000
26,507
25,788
0
(21)
0
(21)
0
25,767
0
625
02/01/2015
1FE
03/01/2007
01/01/2007
9,721
5,000
9,721
5,000
10,250
5,000
9,735
5,000
0
0
(14)
0
0
0
(14)
0
0
0
9,721
5,000
0
0
171
144
09/01/2011
07/01/2013
1FE
1FE
01/01/2007
10,000
8,206,684
10,000
8,206,584
10,489
8,143,150
10,005
8,144,170
0
0
(5)
1,208
0
0
(5)
1,208
0
0
10,000
8,207,613
0
0
298
72,085
07/01/2018
XXX
1FE
XXX
03/20/2007
03/23/2007
PAYDOWN
TENDER OFFER
74,590
252,509
74,590
225,000
74,578
257,756
74,507
248,865
0
0
83
(897)
0
0
83
(897)
0
0
74,590
247,968
0
0
0
4,541
0
4,541
416
8,282
12/20/2007
04/02/2012
1FE
1FE
03/01/2007
PAYDOWN
285,206
285,206
285,206
285,206
0
0
0
0
0
285,206
0
0
0
2,475
10/01/2008
1FE
03/01/2007
PAYDOWN
280,439
280,439
280,384
280,439
0
1
0
1
0
280,439
0
0
0
2,571
03/01/2013
1FE
03/01/2007
PAYDOWN
103,670
103,670
103,670
103,670
0
0
0
0
0
103,670
0
0
0
837
06/01/2011
1FE
(162)
0
(767)
0
0
0
(929)
(162)
0
(767)
0
0
0
(929)
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
14041P-AJ-5
149114-BT-6
17307G-6K-9
17307G-JX-7
268766-BU-5
31679H-AD-9
337366-AB-4
343254-AJ-7
E05.9
36158Y-EK-1
36185M-BJ-0
41283A-BP-3
43811L-AC-6
449182-AV-6
45254N-ML-8
55264T-AQ-4
575800-AA-5
576433-A7-1
59020U-2H-7
59020U-NZ-4
59020U-QC-2
59020U-TB-1
590219-AE-1
61749M-AR-0
61913P-AP-7
61913P-AR-3
63936X-AD-6
655356-JF-1
68338S-EB-0
705220-AF-8
76110W-TQ-9
76110W-UJ-3
81744F-EV-5
Description
HYB1 1A1
29 1A1
7 1A1
CAPITAL ONE PRIME AUTO
RECV TR 03 2 A4
CATERPILLAR FINANCIAL
ASSET TR 04 A A3
CITIGROUP MTG LN TR INC
06 AR2 1A1
CITIGROUP MTG LN TR INC
04 HYB3 1A
EOP OPERATING LP
FIFTH THIRD AUTO TRUST
04-A A4
FIRST UNION CHASE COMM
MTG 99 C2 A2
FLORIDA WINDSTORM UNDER
GE CAPITAL COMM MTG SVCS
02 1A A2
GMAC MTG CORP LN TR 05
AR6 2A1
HARLEY DAVIDSON
MOTORCYCLE TR 04 3 A2
HONDA AUTO RECV OWNER TR
04 2 A3
HYUNDAI AUTO RECV TR 03 A
A4
IMPAC CMB TR 05 1 1A1
MBNA CREDIT CARD MASTR NT
TR 02 A1 A1
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
MORGAN STANLEY CAPITAL I
06 T23 A1
MORTGAGEIT TRUST 05 1 1A1
MORTGAGEIT TRUST 05 1 2A
NAVISTAR FINANCIAL CORP
OWNER 03 B A4
NOMURA ASSET SECS CORP 98
D6 A1B
ONYX ACCEPT OWNER TR 03 D
A4
PECO ENERGY TRANSITION TR
99 A A6
RESIDENTIAL ASSET SECS
CORP 03 KS8 AI3
RESIDENTIAL ASSET SECS
CORP 03 KS9 AI3
SEQUOIA MORTGAGE TRUST 04
10 A2
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
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
03/01/2007
PAYDOWN
373,077
373,077
370,862
373,018
0
59
0
59
0
373,077
0
0
0
3,050
03/01/2011
1FE
03/25/2007
PAYDOWN
27,558
27,558
27,558
27,558
0
0
0
0
0
27,558
0
0
0
189
09/25/2007
1FE
03/25/2007
PAYDOWN
73,373
73,373
73,373
73,373
0
0
0
0
0
73,373
0
0
0
664
09/25/2007
1FE
03/15/2007
PAYDOWN
169,944
169,944
170,721
169,972
0
(28)
0
(28)
0
169,944
0
0
0
807
04/15/2007
1FE
03/25/2007
PAYDOWN
73,182
73,182
72,813
73,112
0
70
0
70
0
73,182
0
0
0
356
12/25/2007
1FE
03/01/2007
PAYDOWN
233,679
233,679
233,259
233,673
0
6
0
6
0
233,679
0
0
0
2,130
07/01/2011
1FE
03/01/2007
01/05/2007
PAYDOWN
UBS WARBURG
181,372
541,785
181,372
500,000
178,992
526,265
181,249
515,036
0
0
123
(32)
0
0
123
(32)
0
0
181,372
515,005
0
0
0
26,780
0
26,780
1,178
16,528
01/01/2009
07/15/2011
1FE
2FE
03/20/2007
PAYDOWN
146,269
146,269
148,457
146,349
0
(81)
0
(81)
0
146,269
0
0
0
901
09/20/2007
1FE
03/01/2007
2,948
2,948
3,204
2,956
0
(8)
0
(8)
0
2,948
0
0
0
34
04/01/2009
1FE
02/25/2007
PAYDOWN
SECURITY CALLED BY ISSUER
at 118.108
1,269,659
1,075,000
1,250,256
1,225,155
0
(1,301)
0
(1,301)
0
1,223,855
0
45,804
45,804
38,297
02/25/2019
1FE
03/01/2007
PAYDOWN
24,716
24,716
25,161
24,728
0
(13)
0
(13)
0
24,716
0
0
0
264
12/01/2010
1FE
03/01/2007
PAYDOWN
66,114
66,114
65,990
66,114
0
1
0
1
0
66,114
0
0
0
453
06/01/2011
1FE
03/15/2007
PAYDOWN
24,020
24,020
23,129
23,898
0
122
0
122
0
24,020
0
0
0
181
02/15/2009
1FE
03/15/2007
PAYDOWN
113,053
113,053
113,052
112,981
0
71
0
71
0
113,053
0
0
0
622
07/15/2007
1FE
03/15/2007
03/25/2007
PAYDOWN
PAYDOWN
36,584
121,292
36,584
121,292
36,453
121,292
36,552
121,292
0
0
33
0
0
0
33
0
0
0
36,584
121,292
0
0
0
0
0
0
182
812
07/15/2007
12/25/2008
1FE
1FE
01/15/2007
PAYDOWN
1,000,000
1,000,000
1,073,789
1,000,803
0
(803)
0
(803)
0
1,000,000
0
0
0
4,125
01/15/2007
1FE
03/01/2007
PAYDOWN
6,837
6,837
7,364
6,850
0
(14)
0
(14)
0
6,837
0
0
0
112
03/01/2013
1FE
03/01/2007
PAYDOWN
23,660
23,660
23,507
23,659
0
2
0
2
0
23,660
0
0
0
179
04/01/2013
1FE
03/01/2007
PAYDOWN
143,809
143,809
142,932
143,795
0
14
0
14
0
143,809
0
0
0
1,244
07/01/2011
1FE
03/25/2007
PAYDOWN
74,669
74,669
74,693
74,672
0
(2)
0
(2)
0
74,669
0
0
0
701
01/25/2008
1FE
03/01/2007
PAYDOWN
96,026
96,026
95,110
95,989
0
36
0
36
0
96,026
0
0
0
600
01/01/2009
1FE
03/25/2007
PAYDOWN
88,609
88,609
88,609
88,609
0
0
0
0
0
88,609
0
0
0
748
02/25/2008
1FE
03/01/2007
PAYDOWN
171,138
171,138
169,868
171,115
0
23
0
23
0
171,138
0
0
0
1,449
08/01/2012
1FE
03/13/2007
03/25/2007
03/01/2007
VARIOUS
PAYDOWN
PAYDOWN
3,411,114
19,524
8,256
3,353,090
19,524
8,256
3,361,389
19,542
8,143
3,360,393
19,525
8,254
0
0
0
(693)
(1)
3
0
0
0
(693)
(1)
3
0
0
0
3,359,700
19,524
8,256
0
0
0
51,414
0
0
51,414
0
0
54,934
194
55
04/01/2011
07/25/2009
01/01/2010
1FE
1FE
1FE
03/15/2007
PAYDOWN
8,907
8,907
8,905
8,896
0
11
0
11
0
8,907
0
0
0
72
11/15/2007
1FE
03/11/2007
PAYDOWN
2,568
2,568
2,884
2,581
0
(13)
0
(13)
0
2,568
0
0
0
29
05/11/2009
1FE
03/15/2007
PAYDOWN
128,081
128,081
128,067
128,080
0
1
0
1
0
128,081
0
0
0
676
07/15/2007
1FE
03/01/2007
PAYDOWN
93,539
93,539
99,529
93,796
0
0
93,539
0
0
0
2,830
03/01/2007
1FE
03/01/2007
PAYDOWN
29,180
29,180
29,179
29,179
0
1
0
1
0
29,180
0
0
0
136
03/01/2007
1FE
01/01/2007
PAYDOWN
4,418
4,418
4,417
4,417
0
1
0
1
0
4,418
0
0
0
12
01/01/2007
1FE
03/20/2007
PAYDOWN
33,865
33,865
33,865
33,865
0
0
0
0
0
33,865
0
0
0
371
02/20/2008
1FE
(256)
0
(256)
SCHEDULE D - PART 4
1
2
3
4
5
6
7
8
9
10
11
CUSIP
Identification
F
o
r
e
i
g
n
Disposal
Date
Number of
Shares of
Stock
E05.10
Description
Name of Purchaser
Consideration
81744F-FJ-1 11 A1
03/20/2007 PAYDOWN
36,638
81744F-FY-8 12 A1
03/20/2007 PAYDOWN
24,593
81744F-GM-3 1 A1
03/20/2007 PAYDOWN
53,253
902984-AD-5 USA INTERACTIVE
02/09/2007 CITIGROUP GLOBAL MARKETS
522,095
WFS FINANCIAL OWNER TR 04
929274-AD-0 2 A4
03/20/2007 PAYDOWN
98,039
WFS FINANCIAL OWNER TR 03
92927A-AE-4 3 A4
02/20/2007 PAYDOWN
164,108
WELLS FARGO MTG BKD SECS
94983R-AD-6 TR 06 AR5 2A1
03/01/2007 PAYDOWN
163,542
WELLS FARGO MTG BKD SECS
94983V-AF-2 TR 06 AR8 2A1
03/01/2007 PAYDOWN
133,542
00873N-AA-1 AIFUL CORPORATION
F 01/24/2007 CREDIT SUISSE FIRST BOSTON
552,219
BANK NEDERLANDSE
EC5039-60-6 GEMEENTEN
F 03/22/2007 MATURITY
1,000,000
EF1933-67-2 HYPOTHEKENBK IN ESSEN
F 03/14/2007 BANK OF AMERICA
2,498,050
4599999 - Bonds - Industrial and Miscellaneous
15,065,318
6099997 - Bonds - Part 4
37,861,435
6099999 - Total - Bonds
37,861,435
6599999 - Total - Preferred Stocks
0
26441C-10-5 DUKE ENERGY CORP
03/15/2007 VARIOUS
14,000.000
394,683
6699999 - Common Stocks - Public Utilities
394,683
G0070K-10-3 ACE LIMITED
F 01/25/2007 SANFORD BERNSTEIN
2,800.000
164,749
RENAISSANCERE HOLDINGS
G7496G-10-3 LTD
F 01/25/2007 SANFORD BERNSTEIN
2,500.000
131,650
G98255-10-5 XL CAPITAL LTD - CLASS A F 01/25/2007 SANFORD BERNSTEIN
1,700.000
117,476
6799999 - Common Stocks - Banks, Trust and Insurance Companies
413,875
191216-10-0 COCA COLA COMPANY
4,800.000
224,175
EMMIS COMMUNICATIONS -CL
291525-10-3 A
03/01/2007 VARIOUS
14,100.000
131,258
370334-10-4 GENERAL MILLS INC
1,700.000
94,194
451663-10-8 IDEARC INC
01/24/2007 BANK OF NEW YORK
1,140.000
35,685
532774-10-6 LIN TV CORP-CL A
03/27/2007 SANFORD BERNSTEIN
5,200.000
80,339
577081-10-2 MATTEL INC
01/05/2007 SANFORD BERNSTEIN
7,700.000
175,431
713448-10-8 PEPSICO INC
1,400.000
87,904
740189-10-5 PRECISION CASTPARTS CORP
03/28/2007 UBS WARBURG
1,100.000
114,176
88579Y-10-1 3M COMPANY
02/07/2007 BEAR STEARNS
4,600.000
342,172
CADBURY SCHWEPPES-SPONS
127209-30-2 ADR
F 03/27/2007 VARIOUS
13,500.000
649,638
ROYAL DUTCH SHELL PLC 780259-20-6 ADR A
F 01/18/2007 BEAR STEARNS
4,800.000
326,155
6899999 - Common Stocks - Industrial and Miscellaneous
2,261,127
S & P 500 DEPOSITARY
78462F-10-3 RECEIPTS
03/02/2007 VARIOUS
8,900.000
1,274,528
STREETTRACKS SPDR
86330E-74-5 HOMEBUILDERS ETF
01/08/2007 BEAR STEARNS
2,500.000
89,897
7099999 - Common Stocks - Mutual Fund
1,364,426
7299997 - Common Stocks - Part 4
4,434,110
7299999 - Total - Common Stocks
4,434,110
7399999 - Total - Preferred and Common Stocks
4,434,110
7499999 Totals
42,295,546
(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues
Par Value
Actual Cost
Prior Year
Book/Adjusted
Carrying
Value
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)
Unrealized
Valuation
Increase/
(Decrease)
17
Total Foreign
Exchange
Change in
B./A.C.V.
Book/
Adjusted
Foreign
at
(Loss) on
(Loss) on
Disposal Date
Disposal
Disposal
36,638
36,638
36,638
0
0
0
0
0
36,638
0
0
0
336
07/20/2008
1FE
24,593
24,599
24,593
0
0
0
0
0
24,593
0
0
0
217
02/20/2008
1FE
53,253
500,000
53,253
508,944
53,253
506,210
0
0
0
(101)
0
0
0
(101)
0
0
53,253
506,110
0
0
0
15,985
0
15,985
432
20,319
03/20/2008
01/15/2013
1FE
2FE
98,039
98,874
98,068
0
(28)
0
(28)
0
98,039
0
0
0
576
04/20/2008
1FE
164,108
166,768
164,153
0
(45)
0
(45)
0
164,108
0
0
0
1,333
08/20/2007
1FE
163,542
163,024
163,535
0
7
0
7
0
163,542
0
0
0
1,587
07/01/2011
1FE
133,542
575,000
132,301
560,979
133,517
564,560
0
0
25
238
0
0
25
238
0
0
133,542
564,798
0
0
0
(12,580)
0
(12,580)
1,230
11,585
01/01/2011
02/16/2010
1FE
2FE
1,000,000
2,500,000
14,745,978
37,095,304
37,095,304
XXX
1,103,220
2,443,850
15,106,674
37,599,538
37,599,538
0
385,690
385,690
159,398
1,006,391
2,451,567
14,896,666
37,414,110
37,414,110
0
275,643
275,643
96,912
0
0
0
0
0
0
(1,531)
(1,531)
(10,144)
0
44,058
176,004
389,474
389,474
0
8,993
8,993
5,351
0
44,058
176,004
389,474
389,474
0
8,993
8,993
5,351
50,000
33,316
270,629
578,681
578,681
0
2,940
2,940
400
03/22/2007
12/08/2010
XXX
XXX
XXX
XXX
1FE
1FE
XXX
XXX
XXX
XXX
L
XXX
U
136,198
115,721
411,316
210,536
96,000
72,020
264,932
221,950
(13,824)
(6,752)
(30,721)
(21,149)
149,297
83,140
31,045
54,307
160,419
84,291
62,561
349,943
69,216
97,920
32,661
51,740
104,236
87,570
86,108
210,411
566,576
334,248
2,086,362
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
0
0
0
0
0
0
0
0
0
(6,391)
2,425
(7,352)
(4,384)
(4,384)
0
(1,531)
(1,531)
(10,144)
0
0
0
0
0
0
0
0
0
1,000,000
2,453,992
14,889,314
37,471,961
37,471,961
0
385,690
385,690
159,398
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
(13,824)
(6,752)
(30,721)
(21,149)
0
0
0
0
136,198
115,721
411,316
210,536
0
0
0
0
(4,548)
1,755
2,558
13,639
(4,548)
1,755
2,558
13,639
32,230
(14,780)
(1,616)
2,567
(14,699)
(3,279)
(23,548)
(7,823)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
32,230
(14,780)
(1,616)
2,567
(14,699)
(3,279)
(23,548)
(7,823)
0
0
0
0
0
0
0
0
149,297
83,140
31,045
54,307
160,419
84,291
62,561
349,943
0
0
0
0
0
0
0
0
(18,039)
11,055
4,640
26,032
15,012
3,613
51,616
(7,771)
(18,039)
11,055
4,640
26,032
15,012
3,613
51,616
(7,771)
343,440
(14,161)
0
0
(14,161)
0
566,576
0
83,061
83,061
205,291
1,510,543
(5,762)
(72,021)
0
0
0
0
(5,762)
(72,021)
0
0
334,248
2,086,362
0
0
(8,093)
174,765
(8,093)
174,765
0
0
0
1,273,512
0
1,016
1,016
0
0
0
0
0
0
88,328
1,361,840
4,245,208
4,245,208
4,245,208
41,717,169
0
0
0
0
0
0
1,569
2,585
188,902
188,902
188,902
578,376
1,569
2,585
188,902
188,902
188,902
578,376
1,273,512
0
88,328
1,361,840
4,245,208
4,245,208
4,245,208
41,844,746
56,085
56,085
2,107,203
2,107,203
2,107,203
39,521,313
2 .
0
(5,182)
(5,182)
(109,454)
(109,454)
(109,454)
(109,454)
(6,391)
2,425
(7,352)
(4,384)
(4,384)
0
0
0
0
0
0
0
0
0
(4,384)
0
0
0
0
0
0
0
(5,182)
(5,182)
(109,454)
(109,454)
(109,454)
(113,838)
0
0
400
0
XXX
XXX
(11,760)
629
0
0
0
840
33
0
L
L
L
L
L
L
L
L
0
0
(10,258)
L
XXX
0
0
0
(6,918)
(6,918)
(6,918)
571,763
L
U
XXX
L
L
XXX
L
XXX
XXX
XXX
XXX
XXX
L
XXX
XXX
XXX
XXX
XXX
Schedule DB - Part A - Section 1
NONE
Schedule DB - Part B - Section 1
NONE
Schedule DB - Part C - Section 1
NONE
Schedule DB - Part D - Section 1
NONE
E06, E07
SCHEDULE E - PART 1 - CASH
1
Depository
BBH MONEY MARKET FUND
CASH HELD AT STATE STREET BANK
BankOne, NA
BankOne Money Market
Brown Brothers Harriman & Company
Bank of San Jose
Barclays Bank
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
Month End Depository Balances
2
3
4
Code
Rate
of
Interest
0.000
0.000
0.000
0.000
Amount of
Interest
Received
During
Current
Quarter
139,756
107,461
5
Book Balance at End of Each
Month During Current Quarter
6
7
8
Amount of
Interest
Accrued at
Current
Statement
Date
0
0
106,989
XXX
XXX
XXX
XXX
354,206
XXX
XXX
XXX
XXX
XXX
XXX
354,206
XXX
354,206
E08
0
*
First Month
Second Month Third Month
7,109,593
17,564,969
8,480,227 XXX
(885,286)
1,112,413
1,378,359 XXX
2,165,968
(2,246,606)
(718,935) XXX
10,433,051
7,335,314
10,503,485 XXX
2,390
3,747
3,401 XXX
68,729
65,865
63,728 XXX
35,237,440
35,237,440
11,421,253 XXX
54,131,884
59,073,142
54,131,884
59,073,142
54,131,884
59,073,142
XXX
0
9
XXX
31,131,515 XXX
31,131,515 XXX
XXX
31,131,515 XXX
SCHEDULE E - PART 2 CASH EQUIVALENTS
1
Description
FEDERAL HOME LOAN MTG CORP 04/05/2007
FEDERAL HOME LOAN MTG CORP 05/11/2007
FEDERAL NATIONAL MORTGAGE ASSOCIATION
E09
0199999 Total Cash Equivalents
2
3
Code
Date Acquired
02/27/2007
03/30/2007
02/26/2007
Showing Investments Owned End of Current Quarter
4
5
Rate of Interest
5.218
5.201
5.208
Maturity Date
04/05/2007
05/11/2007
04/18/2007
6
Book/Adjusted
Carrying Value
7
Amount of Interest
Due and Accrued
8
2,498,558
3,977,022
1,995,117
0
0
0
Gross Investment Income
11,894
1,149
9,766
8,470,698
0
22,808

Q1 - Navigators Insurance Company

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